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. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects 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 by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are 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 R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance would be lower.
Active Allocation
Dynamic Risk Allocation Fund (Class Y) (PDRYX)
A global allocation strategy that seeks a strong risk-adjusted return by allocating to four risk sources
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Highlights
Objective
The fund seeks total return. Total return is composed of capital appreciation and income.
Strategy and process
- Risk-based allocation Allocates to four risk sources - equity, credit, interest rate, and inflation - to better balance equity risk and improve downside protection.
- Top-down flexibility Dynamically adjusts allocations to reflect our active top-down views of future risk-adjusted return potential.
- Bottom-up strategies Invests selectively in a range of lower-volatility and hedging strategies to further diversify sources of returns and manage risk.
Fund price |
Yesterday’s close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$11.09
-0.09% | $-0.01 |
$11.39
01/26/21 |
$10.43
06/26/20 |
Fund facts as of 05/31/21
Total net assets
$83.32M
$83.32M
Turnover (fiscal year end)
283%
283%
Dividend frequency
Annually
Annually
Number of holdings
589
589
Fiscal year-end
May
May
CUSIP / Fund code
746764182 / 1879
746764182 / 1879
Inception date
09/19/11
09/19/11
Category
Asset Allocation
Asset Allocation
Open to new investors
Ticker
PDRYX
PDRYX
Management team
Chief Investment Officer, Global Asset Allocation
Co-Head of Global Asset Allocation
Co-Head of Global Asset Allocation
Portfolio Manager
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (YA share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
| Quarterly comparison of Putnam's taxable income funds (PDF) |
Don't fall for inflation head fake
Large, repeated government stimulus packages do not necessarily lead to inflation. See what this means for our strategy.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.
5.24%
Best 5-year annualized return
(for period ending 06/30/18)
0.03%
Worst 5-year annualized return
(for period ending 03/31/20)
3.50%
Average 5-year annualized return
Total return (%) as of 03/31/21
Annual performance as of 03/31/21
Annualized Total return (%) as of 03/31/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | Life (inception: 09/19/11 ) |
|---|---|---|---|---|
| Before sales charge | 10.49% | -0.46% | 3.46% | 3.35% |
| After sales charge | N/A | N/A | N/A | N/A |
| Putnam Dynamic Risk Allocation Blended Index | 30.47% | 6.96% | 7.85% | -- |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 05/31/21 | 1.65% | - | |
| YTD as of 06/17/21 | -2.46% | - | |
Risk-adjusted performance as of 04/30/21
| Sharpe ratio (3 yrs.) | -0.13 |
|---|
Volatility as of 04/30/21
| Standard deviation (3 yrs.) | 11.16% |
|---|
Fixed income statistics as of 04/30/21
| Average effective duration | 8.24 yrs. |
|---|
Lipper rankings as of 04/30/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 178/208 | 86% |
| 3 yrs. | 181/196 | 92% |
| 5 yrs. | 134/179 | 75% |
| 10 yrs. | -- |
Morningstar Ratings™ as of 04/30/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 514 | |
| 3 yrs. | 514 | |
| 5 yrs. | 455 |
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
| S&P Gsci Light Energy Er | 3.68% |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 06/01/2051 | 2.50% |
| FNMA FN30 Fm1521 UMBS 04.0000 05/01/2049 | 0.52% |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | 0.28% |
| Stacr 2016-Dna1 M3 05.6586 07/25/2028 | 0.25% |
| Roche Holding Ag-Genusschein Sedol 7110388 | 0.25% |
| Novartis Ag-Reg Sedol 7103065 | 0.25% |
| Ubs Ag London P/P 144a 01.7500 04/21/2022 | 0.24% |
| Nestle Sa-Reg Sedol 7123870 | 0.23% |
| Stacr 2016-Dna2 M3 04.7561 10/25/2028 | 0.22% |
| Top 10 holdings, percent of portfolio | 8.42% |
| Top 10 holdings as of 04/30/21 | |
|---|---|
| S&P Gsci Light Energy Er | |
| Fnma Fn30 Tba Umbs 02.5000 06/01/2051 | |
| FNMA FN30 Fm1521 UMBS 04.0000 05/01/2049 | |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | |
| Stacr 2016-Dna1 M3 05.6586 07/25/2028 | |
| Roche Holding Ag-Genusschein Sedol 7110388 | |
| Novartis Ag-Reg Sedol 7103065 | |
| Ubs Ag London P/P 144a 01.7500 04/21/2022 | |
| Nestle Sa-Reg Sedol 7123870 | |
| Stacr 2016-Dna2 M3 04.7561 10/25/2028 | |
| Holdings represent 8.42% of portfolio | |
| Top 10 holdings as of 03/31/21 | |
|---|---|
| S&P Gsci Light Energy Er | |
| Fnma Fn30 Tba Umbs 02.5000 04/01/2051 | |
| Fnma Fn30 Tba Umbs 06.0000 04/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 05/01/2051 | |
| Gnma Gii30 Tba 03.0000 04/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 05/01/2051 | |
| Fnma Fn30 Fm1521 Umbs 04.0000 05/01/2049 | |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | |
| Ubs Group Ag P/P 144a 03.4910 05/23/2023 | |
| Stacr 2016-Dna1 M3 05.6586 07/25/2028 | |
| Holdings represent 12.05% of portfolio | |
| Top 10 holdings as of 02/28/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 03/01/2051 | |
| S&P Gsci Light Energy Er | |
| Fnma Fn30 Tba Umbs 06.0000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2051 | |
| Gnma Gii30 Tba 03.0000 03/01/2051 | |
| Fnma Fn30 Fm1521 Umbs 04.0000 05/01/2049 | |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | |
| Ubs Group Ag P/P 144a 03.4910 05/23/2023 | |
| Stacr 2016-Dna1 M3 05.6800 07/25/2028 | |
| Ubs Ag London P/P 144a 01.7500 04/21/2022 | |
| Holdings represent 13.10% of portfolio | |
| Top 10 holdings as of 01/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | |
| S&P Gsci Light Energy Er | |
| Fnma Fn30 Tba Umbs 02.0000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 06.0000 02/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 02/01/2051 | |
| Gnma Gii30 Tba 03.0000 02/01/2051 | |
| Fnma Fn30 Fm1521 Umbs 04.0000 05/01/2049 | |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | |
| Roche Holding Ag-Genusschein Sedol 7110388 | |
| Ubs Group Ag P/P 144a 03.4910 05/23/2023 | |
| Holdings represent 14.58% of portfolio | |
| US 10YR ULTRA FUT SEP21 UXYU1 | 36.01% |
|---|---|
| SPTR R US0001M P 01/13/22 CI | 22.00% |
| JPN 10Y BOND(OSE) JUN21 JBM1 | 21.51% |
| CAN 10YR BOND FUT SEP21 CNU1 | 21.07% |
| EURO-BTP FUTURE JUN21 IKM1 | 18.33% |
| LONG GILT FUTURE SEP21 G U1 | 17.99% |
| EURO-OAT FUTURE JUN21 OATM1 | 17.38% |
| EURO-BUND FUTURE JUN21 RXM1 | 16.91% |
| MLFCF15 R US0003M P 06/20/23 BA | 5.62% |
| RU10VATR R US0001M P 02/05/22 JP | 3.90% |
| SPTR R US0001M P 01/11/22 GS | 3.29% |
| S&P GSCI LIGHT ENERGY ER | 3.01% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2051 | 2.48% |
| TREASURY BILL 00.0000 08/12/2021 | 2.40% |
| NDUEEGF R US0001M P 02/05/22 JP | 2.40% |
| GSGLPHCL R US0001M P 12/15/25 GS | 2.06% |
| NDDUEAFE R US0001M P 02/05/22 JP | 1.60% |
| XNDX R US0001M P 02/05/22 JP | 1.48% |
| TREASURY BILL 00.0000 06/08/2021 | 1.44% |
| CASH MGMT BILL 00.0000 08/03/2021 | 1.20% |
| CASH MGMT BILL 00.0000 08/10/2021 | 1.20% |
| CASH MGMT BILL 00.0000 08/17/2021 | 1.20% |
| FHLB 313385HV1 GDC 07/07/2021 | 1.20% |
| FHLB 313385KP0 GDC 08/18/2021 | 1.20% |
| TREASURY BILL 00.0000 06/10/2021 | 1.20% |
| TREASURY BILL 00.0000 07/01/2021 | 1.20% |
| TREASURY BILL 00.0000 07/13/2021 | 1.20% |
| TREASURY BILL 00.0000 07/20/2021 | 1.20% |
| TREASURY BILL 00.0000 07/27/2021 | 1.20% |
| TREASURY BILL 00.0000 08/05/2021 | 1.20% |
| TREASURY BILL 00.0000 08/19/2021 | 1.20% |
| TREASURY BILL 00.0000 08/26/2021 | 1.20% |
| TREASURY BILL 00.0000 09/02/2021 | 1.20% |
| TREASURY BILL 00.0000 09/09/2021 | 1.20% |
| TREASURY BILL 00.0000 09/16/2021 | 1.20% |
| TREASURY BILL 00.0000 09/23/2021 | 1.20% |
| TREASURY BILL 00.0000 09/30/2021 | 1.20% |
| TREASURY BILL 00.0000 10/07/2021 | 1.20% |
| TREASURY BILL 00.0000 10/14/2021 | 1.20% |
| RU20INTR R US0001M P 02/05/22 JP | 1.01% |
| MANHATTAN ASSET FUNDING CO LL 56274LU10 DCP 07/01/2021 | 0.90% |
| MSCI EAFE JUN21 MFSM1 | 0.84% |
| SPTR R US0001M P 07/05/22 CI | 0.67% |
| CDX CDX.NA.HY.36 500.0 06/20/2026 | 0.65% |
| ABN AMRO FUNDING USA LLC 00084BV27 DCP 08/02/2021 | 0.60% |
| ATLANTIC ASSET SECURITIZATION 04821TTH8 DCP 06/17/2021 | 0.60% |
| AUSTRALIA & NEW ZEALAND BANKI 05253AW22 DCP 09/02/2021 | 0.60% |
| BARCLAYS BANK PLC CCP 06742XBA4 DCP 06/14/2021 | 0.60% |
| BPCE SA 05571BV34 DCP 08/03/2021 | 0.60% |
| CHARIOT FUNDING LLC 15963TTH2 DCP 06/17/2021 | 0.60% |
| CRC FUNDING LLC 12619TU85 DCP 07/08/2021 | 0.60% |
| DNB BANK ASA 2332K0TQ5 DCP 06/24/2021 | 0.60% |
| FEDERAL FARM CREDIT BANKS FUN 313313LN6 GDC 09/10/2021 | 0.60% |
| FHLB 313385HA7 GDC 06/18/2021 | 0.60% |
| FMS WERTMANAGEMENT 34411GTU0 DCP 06/28/2021 | 0.60% |
| ING US FUNDING LLC 4497W0TJ7 DCP 06/18/2021 | 0.60% |
| LLOYDS BANK PLC 53943RU15 DCP 07/01/2021 | 0.60% |
| MITSUBISHI UFJ TRUST & BANKIN 60682WV54 DCP 08/05/2021 | 0.60% |
| MIZUHO BANK LTD/SINGAPORE 60689PTG1 DCP 06/16/2021 | 0.60% |
| NATIONAL BANK OF CANADA 63307LT19 DCP 06/01/2021 | 0.60% |
| PRUDENTIAL PLC 7443M2TU0 DCP 06/28/2021 | 0.60% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TT27 DCP 06/02/2021 | 0.60% |
| SOCIETE GENERALE SA 83369BV29 DCP 08/02/2021 | 0.60% |
| SUMITOMO MITSUI TRUST BANK LT 86563GU75 DCP 07/07/2021 | 0.60% |
| SWEDBANK AB 87019RTJ5 DCP 06/18/2021 | 0.60% |
| THUNDER BAY FUNDING LLC 88602TTA1 DCP 06/10/2021 | 0.60% |
| TORONTO-DOMINION BANK/THE 89119ATJ7 DCP 06/18/2021 | 0.60% |
| TOTAL CAPITAL CANADA LTD 89153PU75 DCP 07/07/2021 | 0.60% |
| WESTPAC BANKING CORP/NY 9612C0W13 DCP 09/01/2021 | 0.60% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.48% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.28% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.27% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.26% |
| STACR 2016-DNA1 M3 05.6416 07/25/2028 | 0.25% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.24% |
| NESTLE SA-REG SEDOL 7123870 | 0.24% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.22% |
| L OREAL SEDOL 4057808 | 0.22% |
| STACR 2016-DNA2 M3 04.7416 10/25/2028 | 0.22% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.21% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.21% |
| RIO TINTO PLC SEDOL 0718875 | 0.20% |
| SONY GROUP CORP SEDOL 6821506 | 0.19% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.19% |
| SP GSCI LIGHT ENERGY | 0.18% |
| LNSTR 2015-3 B P/P 144A 03.2160 04/20/2048 | 0.18% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.18% |
| EUR/USD 06/16/2021 HSBCB | 0.18% |
| EUR/USD 06/16/2021 JPMCB | 0.18% |
| KDDI CORP SEDOL 6248990 | 0.17% |
| STELLANTIS NV SEDOL BMD8F98 | 0.17% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.17% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.17% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.16% |
| WESFARMERS LTD SEDOL 6948836 | 0.16% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.16% |
| HOYA CORP SEDOL 6441506 | 0.16% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.16% |
| CAS 2016-C01 1M2 06.8416 08/25/2028 | 0.16% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.16% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.16% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.16% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.15% |
| CDX CDX.EM.35 100.0 06/20/2026 | 0.15% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.15% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.15% |
| ITOCHU CORP SEDOL 6467803 | 0.15% |
| NINTENDO CO LTD SEDOL 6639550 | 0.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.15% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.15% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.15% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.14% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.14% |
| LEGRAND SA SEDOL B11ZRK9 | 0.14% |
| SANDVIK AB SEDOL B1VQ252 | 0.14% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.14% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.14% |
| EQUINOR ASA SEDOL 7133608 | 0.14% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.13% |
| MERCK KGAA SEDOL 4741844 | 0.13% |
| CAS 2015-C04 1M2 05.7916 04/25/2028 | 0.13% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.13% |
| CSMC 2016-NXSR C 04.3557 12/15/2049 | 0.13% |
| CWALT 2006-OA7 1A2 01.0666 06/25/2046 | 0.13% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.13% |
| COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.13% |
| COVESTRO AG SEDOL BYTBWY9 | 0.13% |
| BP PLC SEDOL 0798059 | 0.12% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.12% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.12% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.12% |
| AVIVA PLC SEDOL 0216238 | 0.12% |
| VENTR 2017-28A A2 144A 01.2983 07/20/2030 | 0.12% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.12% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.12% |
| FUJITSU LTD SEDOL 6356945 | 0.12% |
| FORTUM OYJ SEDOL 5579550 | 0.12% |
| EVOLUTION AB SEDOL BJXSCH4 | 0.11% |
| CAPGEMINI SE SEDOL 4163437 | 0.11% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.11% |
| EUR/USD 06/16/2021 MSCIL | 0.11% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.11% |
| HOLCIM LTD SEDOL 7110753 | 0.10% |
| CRH PLC SEDOL 4182249 | 0.10% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.10% |
| CARLSBERG AS-B SEDOL 4169219 | 0.10% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.10% |
| CAD/USD 07/21/2021 CITI | 0.10% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.10% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.10% |
| CAS 2016-C02 1M2 06.0916 09/25/2028 | 0.10% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.10% |
| JPMBB 2014-C22 C 04.5531 09/15/2047 | 0.10% |
| SAMI 2007-AR7 1A1 00.9416 05/25/2047 | 0.10% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.10% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.10% |
| NITTO DENKO CORP SEDOL 6641801 | 0.10% |
| MSRR 2015-R4 CB1 00.9318 08/26/2047 | 0.09% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.09% |
| RSA INSURANCE GROUP LTD SEDOL BKKMKR2 | 0.09% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.09% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.09% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.09% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.08% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.08% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.08% |
| 3I GROUP PLC SEDOL B1YW440 | 0.08% |
| JPMBB 2014-C22 XA IO 00.8279 09/15/2047 | 0.08% |
| AMAZON.COM INC 03.3000 12/05/2021 | 0.08% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.08% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.08% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.08% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.08% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.08% |
| ASML HOLDING NV SEDOL B929F46 | 0.08% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.08% |
| PANDORA A/S SEDOL B44XTX8 | 0.08% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.08% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.08% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.08% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.08% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.08% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.07% |
| EDF SEDOL B0NJJ17 | 0.07% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.07% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.07% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.07% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.07% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.07% |
| EFMT 2020-1 A1 02.0060 05/25/2065 | 0.07% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.07% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.07% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.07% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.07% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.07% |
| TPAT 2018-SL1 A P/P 144A 00.6916 01/25/2046 | 0.07% |
| WAMU 2005-AR12 1A8 02.9027 10/25/2035 | 0.07% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.07% |
| BROADCOM INC 04.1500 11/15/2030 | 0.07% |
| COMM 2014-UBS6 C 04.4452 12/10/2047 | 0.06% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.06% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.06% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.06% |
| EIFFAGE SEDOL B13X013 | 0.06% |
| ORACLE CORP 02.5000 05/15/2022 | 0.06% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.06% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.06% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.06% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.06% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.06% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.06% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.06% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.06% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.06% |
| OMRON CORP SEDOL 6659428 | 0.06% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.06% |
| CAS 2016-C04 1M2 04.3416 01/25/2029 | 0.06% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.06% |
| COMM 2013-CR13 C 04.8832 11/10/2046 | 0.06% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.06% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.06% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.06% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.06% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.06% |
| WFRBS 2013-C11 C 04.1856 03/15/2045 | 0.06% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.06% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.06% |
| SPST 2021-6 A 00.8925 04/25/2022 | 0.06% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.05% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.05% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.05% |
| MRAIT 2021-EBO4 A1X 01.8493 02/16/2022 | 0.05% |
| NETFLIX INC 04.3750 11/15/2026 | 0.05% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.05% |
| COMM 2015-CR24 B 04.3792 08/10/2048 | 0.05% |
| MSBAM 2014-C17 C 04.4788 08/15/2047 | 0.05% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.05% |
| ORACLE CORP 03.6250 07/15/2023 | 0.05% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.05% |
| COMM 2015-LC19 B 03.8290 02/10/2048 | 0.05% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.05% |
| APPLE INC 00.7500 05/11/2023 | 0.05% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.05% |
| FHMS K114 XAM IO 01.3417 06/25/2030 | 0.05% |
| SPST 2020-6 A 01.8425 09/07/2021 | 0.05% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.05% |
| MRAIT 2020-11 A1X 01.8009 04/22/2022 | 0.05% |
| SPST 2020-13 A 01.5925 10/10/2021 | 0.05% |
| SPST 2020-15 A 01.4625 12/10/2021 | 0.05% |
| STACR 2018-HRP2 M3 02.4916 02/25/2047 | 0.05% |
| CAD/USD 07/21/2021 GSFX | 0.04% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.04% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.04% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.04% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| LASERTEC CORP SEDOL 6506267 | 0.04% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.04% |
| TPMT 2015-1 A2 144A 03.2500 10/25/2053 | 0.04% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.04% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.04% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.04% |
| BT GROUP PLC SEDOL 3091357 | 0.04% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.04% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.04% |
| MSC 2011-C3 B 144A 05.2155 07/15/2049 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| PERSIMMON PLC SEDOL 0682538 | 0.04% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.04% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.04% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.04% |
| SHRP 2020-1 NOTE 03.0470 07/25/2024 | 0.04% |
| M3 INC SEDOL B02K2M3 | 0.04% |
| MRAIT 2021-EBO1 A1X 01.8601 10/08/2021 | 0.04% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.04% |
| UBSBB 2012-C2 D 144A 04.8868 05/10/2063 | 0.04% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.04% |
| CGCMT 2013-GC11 B 03.7320 04/10/2046 | 0.04% |
| GNR 2013-99 AS IO 05.9508 06/20/2043 | 0.04% |
| GSMS 2019-GC40 AS 03.4120 07/10/2052 | 0.04% |
| TABCORP HOLDINGS LTD SEDOL 6873262 | 0.04% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.04% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.04% |
| AMERICAN AXLE & MFG INC 06.2500 04/01/2025 | 0.04% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.04% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.04% |
| FHMS K115 X1 01.3276 06/25/2030 | 0.04% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.04% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.04% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.04% |
| COMM 2014-LC15 XA IO 01.0690 04/10/2047 | 0.04% |
| COMM 2014-UBS6 XA IO 00.8850 12/10/2047 | 0.04% |
| GBP/USD 06/16/2021 BANKAM | 0.04% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.04% |
| TOTAL SE SEDOL B15C557 | 0.04% |
| BANK 2019-BN24 AS 03.2830 11/15/2062 | 0.03% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.03% |
| GSMS 2014-GC22 XA IO 00.9768 06/10/2047 | 0.03% |
| MSBAM 2012-C5 E 144A 04.6629 08/15/2045 | 0.03% |
| NH FOODS LTD SEDOL 6640767 | 0.03% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.03% |
| SPST 2021-WL1 A 00.7416 01/26/2054 | 0.03% |
| SPST 2021-WL2 A 00.7916 03/25/2054 | 0.03% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.03% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.03% |
| BANK 2017-BNK8 B 03.9265 11/15/2050 | 0.03% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.03% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.03% |
| CAS 2019-HRP1 M2 02.2416 11/25/2039 | 0.03% |
| CMLTI 2005-2 1A2A 02.7961 05/25/2035 | 0.03% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.03% |
| FHMS K105 X1 IO 01.5229 01/25/2030 | 0.03% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.03% |
| MWST 2021-2 A 00.8416 04/25/2055 | 0.03% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.03% |
| UNILEVER PLC SEDOL B10RZP7 | 0.03% |
| COMM 2014-UBS2 B 04.7010 03/10/2047 | 0.03% |
| IPSEN SEDOL B0R7JF1 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.03% |
| SEK/USD 06/16/2021 MSCIL | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| CAS 2018-C02 2M2 02.2916 08/25/2030 | 0.03% |
| E.ON SE SEDOL 4942904 | 0.03% |
| EUR/USD 06/16/2021 UBS | 0.03% |
| GSMS 2013-GCJ14 B P/P 144A 04.7418 08/10/2046 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| MWST 2020-1 A 00.9916 10/25/2053 | 0.03% |
| MWST 2020-2 A 00.8916 11/25/2053 | 0.03% |
| NEWZ 2021-1 A 00.8416 05/25/2055 | 0.03% |
| PFWST 2021-1 A 00.7916 02/25/2055 | 0.03% |
| SEB SA SEDOL 4792132 | 0.03% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.03% |
| WFRBS 2012-C6 D 144A 05.6140 04/15/2045 | 0.03% |
| CGCMT 2014-GC19 X IO 01.1340 03/10/2047 | 0.03% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.03% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| SCSK CORP SEDOL 6858474 | 0.03% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.03% |
| WFRBS 2011-C3 D 144A 05.5978 03/15/2044 | 0.03% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.03% |
| CAS 2017-C06 2M2 02.8916 02/25/2030 | 0.03% |
| FHMS K121 X1 IO 01.0284 10/25/2030 | 0.03% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.03% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.03% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.03% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.03% |
| CPURNSA P 2.686 R 04/01/31 | 0.03% |
| JPMBB 2013-C12 B 04.0989 07/15/2045 | 0.03% |
| ORACLE CORP 02.5000 10/15/2022 | 0.03% |
| CAS 2017-C01 1M2 03.6416 07/25/2029 | 0.03% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.03% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.03% |
| MSBAM 2013-C8 B 03.5586 12/15/2048 | 0.03% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.03% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.03% |
| VERIZON COMM 04.3290 09/21/2028 | 0.03% |
| BOLLORE SEDOL 4572709 | 0.02% |
| FHMS K087 X1 IO 00.3625 12/25/2028 | 0.02% |
| ICL GROUP LTD SEDOL 6455530 | 0.02% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.02% |
| CAS 2016-C01 2M2 07.0416 08/25/2028 | 0.02% |
| CAS 2016-C05 2M2 04.5416 01/25/2029 | 0.02% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.02% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| MSBAM 2015-C24 B 04.3442 05/15/2048 | 0.02% |
| GNR 2015-H26 DI IO 01.9220 10/20/2065 | 0.02% |
| GNR 2017-H22 EI IO 02.5361 10/20/2067 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.02% |
| MSBAM 2014-C16 AS 04.0940 06/15/2047 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WFCM 2018-C46 B 04.6330 08/15/2051 | 0.02% |
| CGCMT 2013-GC17 C 05.1088 11/10/2046 | 0.02% |
| COMM 2014-UBS3 B 04.3130 06/10/2047 | 0.02% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| JPMBB 2014-C19 B 04.3941 04/15/2047 | 0.02% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.02% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.02% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.02% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.02% |
| BHP GROUP LTD SEDOL 6144690 | 0.02% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.02% |
| FHMS K108 X1 IO 01.6903 03/25/2030 | 0.02% |
| HCA INC 05.3750 02/01/2025 | 0.02% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.02% |
| JPMORGAN CHASE & CO 01.1559 05/15/2047 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.02% |
| WFCM 2018-C48 B 04.9040 01/15/2052 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| GSAA 2007-6 1A1 00.3316 05/25/2047 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.02% |
| CGCMT 2014-GC19 D 144A 05.0921 03/10/2047 | 0.02% |
| CPURNSA P 2.79 R 04/15/26 | 0.02% |
| CWALT 2007-OH1 A1D 00.3016 04/25/2047 | 0.02% |
| FHMS KW01 X1 IO 00.9684 01/25/2026 | 0.02% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.02% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.02% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.02% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| BOEING CO 05.9300 05/01/2060 | 0.02% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.02% |
| FHR 3829 AS IO 06.8491 03/15/2041 | 0.02% |
| GBP/USD 06/16/2021 GSFX | 0.02% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.02% |
| MLMI 2005-A2 A2 02.7985 02/25/2035 | 0.02% |
| STACR 2020-HQA1 M2 01.9916 01/25/2050 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| WAMU 2005-AR10 1A3 03.0948 09/25/2035 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| WFRBS 2012-C10 XA IO 144A 01.5158 12/15/2045 | 0.02% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.01% |
| CAD/USD 07/21/2021 MSCIL | 0.01% |
| CAS 2014-C04 1M2 04.9916 11/25/2024 | 0.01% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.01% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| MSBAM 2014-C17 XA IO 01.0717 08/15/2047 | 0.01% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.01% |
| THALES SA SEDOL 4162791 | 0.01% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| COMM 2013-CR11 XA IO 00.9164 08/10/2050 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.01% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.01% |
| CAS 2015-C03 2M2 05.0916 07/25/2025 | 0.01% |
| CAS 2017-C01 1EB1 01.3416 07/25/2029 | 0.01% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.01% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.01% |
| LINK REIT SEDOL B0PB4M7 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| AT&T INC 04.3000 02/15/2030 | 0.01% |
| AUD/USD 07/21/2021 UBS | 0.01% |
| CAD/USD 07/21/2021 WPAC | 0.01% |
| GBP/USD 06/16/2021 CITI | 0.01% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% |
| STACR 2019-DNA1 M2 02.7416 01/25/2049 | 0.01% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.01% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.01% |
| AUD/USD 07/21/2021 GSFX | 0.01% |
| CAS 2018-C01 1M2 02.3416 07/25/2030 | 0.01% |
| CGCMT 2012-GC8 XA IO 144A 01.7358 09/10/2045 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.01% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.01% |
| JPY/USD 08/18/2021 WPAC | 0.01% |
| MSBAM 2013-C12 XA IO 00.5840 10/15/2046 | 0.01% |
| NOK/USD 06/16/2021 TDBK | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| STACR 2019-HQA1 M2 02.4416 02/25/2049 | 0.01% |
| 1.6309 R ISWP US0003M P 04/30/2031 | 0.01% |
| ABBVIE INC 03.2000 11/21/2029 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.01% |
| NOK/USD 06/16/2021 JPMCB | 0.01% |
| STORA ENSO OYJ-R SHS SEDOL 5072673 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| CAD/USD 07/21/2021 TDBK | 0.01% |
| CAS 2016-C07 2M2 04.4416 05/25/2029 | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.01% |
| JPY/USD 08/18/2021 RBSF | 0.01% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.01% |
| NOK/USD 06/16/2021 UBS | 0.01% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.01% |
| CAD/USD 07/21/2021 HSBCB | 0.01% |
| CAD/USD 07/21/2021 SSBT | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.01% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.01% |
| SEK/USD 06/16/2021 GSFX | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| CNH/USD 08/18/2021 HSBCB | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| JPY/USD 08/18/2021 HSBCB | 0.00% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.00% |
| US BANCORP 02.6250 01/24/2022 | 0.00% |
| 1.5911 R ISWP US0003M P 05/13/2031 | 0.00% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| ENRGY TRANS LP/REG FIN 05.8750 03/01/2022 | 0.00% |
| JPY/USD 08/18/2021 BANKAM | 0.00% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| PLN/USD 06/16/2021 GSFX | 0.00% |
| SEK/USD 06/16/2021 BCAP-FX | 0.00% |
| CAD/USD 07/21/2021 UBS | 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% |
| JPY/USD 08/18/2021 CITI | 0.00% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.00% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.00% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| ILS/USD 07/21/2021 SSBT | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| SEK/USD 06/16/2021 RBSF | 0.00% |
| 1.998 R ISWP US0003M P 04/26/2051 | 0.00% |
| CAD/USD 07/21/2021 CSI-FX | 0.00% |
| CAS 2017-C05 1M2A 02.2916 01/25/2030 | 0.00% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| GBP/USD 06/16/2021 HSBCB | 0.00% |
| JPY/USD 08/18/2021 BCAP-FX | 0.00% |
| 0.254 R ISWP US0003M P 05/13/2023 | 0.00% |
| 0.29 R ISWP US0003M P 04/30/2023 | 0.00% |
| 1.5355 R ISWP US0003M P 04/27/2031 | 0.00% |
| AUD/USD 07/21/2021 TDBK | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| DKK/USD 06/16/2021 CITI | 0.00% |
| GBP/USD 06/16/2021 BCAP-FX | 0.00% |
| GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 0.00% |
| HKD/USD 08/18/2021 BANKAM | 0.00% |
| HKD/USD 08/18/2021 BCAP-FX | 0.00% |
| HKD/USD 08/18/2021 GSFX | 0.00% |
| HKD/USD 08/18/2021 HSBCB | 0.00% |
| HKD/USD 08/18/2021 RBSF | 0.00% |
| HKD/USD 08/18/2021 SSBT | 0.00% |
| HKD/USD 08/18/2021 TDBK | 0.00% |
| HKD/USD 08/18/2021 UBS | 0.00% |
| NZD/USD 07/21/2021 HSBCB | 0.00% |
| SGD/USD 08/18/2021 JPMCB | 0.00% |
| WFRBS 2011-C5 XA IO 144A 01.6334 11/15/2044 | 0.00% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | -0.00% |
| AUD/USD 07/21/2021 BCAP-FX | -0.00% |
| AUD/USD 07/21/2021 CITI | -0.00% |
| AUD/USD 07/21/2021 JPMCB | -0.00% |
| AUD/USD 07/21/2021 MSCIL | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| JPY/USD 08/18/2021 MSCIL | -0.00% |
| KRW/USD 08/18/2021 JPMCB | -0.00% |
| NOK/USD 06/16/2021 GSFX | -0.00% |
| AUD/USD 07/21/2021 HSBCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| GBP/USD 06/16/2021 RBSF | -0.00% |
| JPY/USD 08/18/2021 GSFX | -0.00% |
| NZD/USD 07/21/2021 CITI | -0.00% |
| SEK/USD 06/16/2021 JPMCB | -0.00% |
| SEK/USD 06/16/2021 TDBK | -0.00% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | -0.00% |
| CHF/USD 06/16/2021 HSBCB | -0.00% |
| CHF/USD 06/16/2021 SSBT | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 06/16/2021 MSCIL | -0.00% |
| NZD/USD 07/21/2021 MSCIL | -0.00% |
| AUD/USD 07/21/2021 SSBT | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| JPY/USD 08/18/2021 TDBK | -0.00% |
| SEK/USD 06/16/2021 UBS | -0.00% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CNH/USD 08/18/2021 SSBT | -0.00% |
| EUR/USD 06/16/2021 CSI-FX | -0.00% |
| GBP/USD 06/16/2021 JPMCB | -0.00% |
| GBP/USD 06/16/2021 SSBT | -0.00% |
| GBP/USD 06/16/2021 WPAC | -0.00% |
| CAD/USD 07/21/2021 BANKAM | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| EUR/USD 06/16/2021 GSFX | -0.01% |
| GBP/USD 06/16/2021 CSI-FX | -0.01% |
| GBP/USD 06/16/2021 TDBK | -0.01% |
| GBP/USD 06/16/2021 UBS | -0.01% |
| JPY/USD 08/18/2021 UBS | -0.01% |
| NZD/USD 07/21/2021 JPMCB | -0.01% |
| CAD/USD 07/21/2021 JPMCB | -0.01% |
| CAD/USD 07/21/2021 RBSF | -0.01% |
| CHF/USD 06/16/2021 JPMCB | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 06/16/2021 BCAP-FX | -0.01% |
| 1.57 R ISWP US0003M P 04/20/2031 | -0.01% |
| CAD/USD 07/21/2021 BCAP-FX | -0.01% |
| CHF/USD 06/16/2021 MSCIL | -0.01% |
| CHF/USD 06/16/2021 GSFX | -0.01% |
| NZD/USD 07/21/2021 SSBT | -0.01% |
| NZD/USD 07/21/2021 WPAC | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| NZD/USD 07/21/2021 UBS | -0.01% |
| NZD/USD 07/21/2021 RBSF | -0.02% |
| SEK/USD 06/16/2021 SSBT | -0.02% |
| EUR/USD 06/16/2021 TDBK | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| EUR/USD 06/16/2021 WPAC | -0.02% |
| CNH/USD 08/18/2021 TDBK | -0.02% |
| EUR/USD 06/16/2021 BANKAM | -0.02% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.03% |
| EUR/USD 06/16/2021 RBSF | -0.03% |
| NZD/USD 07/21/2021 GSFX | -0.03% |
| EUR/USD 06/16/2021 CITI | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| JPY/USD 08/18/2021 SSBT | -0.04% |
| JPY/USD 08/18/2021 JPMCB | -0.04% |
| EUR/USD 06/16/2021 SSBT | -0.06% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.14% |
| S&P500 EMINI FUT JUN21 ESM1 | -0.50% |
| FNMA FN30 TBA UMBS 02.0000 06/01/2051 | -2.42% |
| RU10INTR P US0003M R 06/20/23 BA | -5.58% |
| US 2YR NOTE (CBT) SEP21 TUU1 | -6.09% |
| SPTR P US0001M R 02/05/22 JP | -10.62% |
| US 5YR NOTE (CBT) SEP21 FVU1 | -11.00% |
| US 10YR ULTRA FUT JUN21 UXYM1 | 30.91% |
|---|---|
| SPTR R US0001M P 01/13/22 CI | 21.97% |
| CAN 10YR BOND FUT JUN21 CNM1 | 15.05% |
| JPN 10Y BOND(OSE) JUN21 JBM1 | 15.04% |
| EURO-BTP FUTURE JUN21 IKM1 | 13.02% |
| LONG GILT FUTURE JUN21 G M1 | 12.76% |
| EURO-OAT FUTURE JUN21 OATM1 | 12.57% |
| EURO-BUND FUTURE JUN21 RXM1 | 12.33% |
| MLFCF15 R US0003M P 06/20/23 BA | 5.68% |
| RU10VATR R US0001M P 02/05/22 JP | 3.84% |
| S&P GSCI LIGHT ENERGY ER | 3.68% |
| SPTR R US0001M P 01/11/22 GS | 3.29% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2051 | 2.50% |
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| NDUEEGF R US0001M P 02/05/22 JP | 2.38% |
| MSCI EAFE JUN21 MFSM1 | 2.32% |
| GSGLPHCL R US0001M P 12/15/25 GS | 2.00% |
| NDDUEAFE R US0001M P 02/05/22 JP | 1.55% |
| XNDX R US0001M P 02/05/22 JP | 1.51% |
| TREASURY BILL 00.0000 06/08/2021 | 1.45% |
| CASH MGMT BILL 00.0000 07/13/2021 | 1.21% |
| CASH MGMT BILL 00.0000 07/20/2021 | 1.21% |
| CASH MGMT BILL 00.0000 08/03/2021 | 1.21% |
| CASH MGMT BILL 00.0000 08/10/2021 | 1.21% |
| FHLB 313385HV1 GDC 07/07/2021 | 1.21% |
| TREASURY BILL 00.0000 06/10/2021 | 1.21% |
| TREASURY BILL 00.0000 07/01/2021 | 1.21% |
| CASH MGMT BILL 00.0000 07/27/2021 | 1.21% |
| CASH MGMT BILL 00.0000 08/17/2021 | 1.21% |
| FHLB 313385KP0 GDC 08/18/2021 | 1.21% |
| TREASURY BILL 00.0000 08/05/2021 | 1.21% |
| TREASURY BILL 00.0000 08/19/2021 | 1.21% |
| TREASURY BILL 00.0000 08/26/2021 | 1.21% |
| TREASURY BILL 00.0000 09/02/2021 | 1.21% |
| TREASURY BILL 00.0000 09/09/2021 | 1.21% |
| TREASURY BILL 00.0000 09/16/2021 | 1.21% |
| TREASURY BILL 00.0000 09/23/2021 | 1.21% |
| TREASURY BILL 00.0000 09/30/2021 | 1.21% |
| TREASURY BILL 00.0000 10/07/2021 | 1.21% |
| TREASURY BILL 00.0000 10/14/2021 | 1.21% |
| RU20INTR R US0001M P 02/05/22 JP | 1.01% |
| MANHATTAN ASSET FUNDING CO LL 56274LU10 DCP 07/01/2021 | 0.90% |
| S&P500 EMINI FUT JUN21 ESM1 | 0.76% |
| SPTR R US0001M P 07/05/22 CI | 0.67% |
| CDX CDX.NA.HY.36 500.0 06/20/2026 | 0.67% |
| ABN AMRO FUNDING USA LLC 00084BV27 DCP 08/02/2021 | 0.60% |
| ATLANTIC ASSET SECURITIZATION 04821TSK2 DCP 05/19/2021 | 0.60% |
| AUSTRALIA & NEW ZEALAND BANKI 05253ASA9 DCP 05/10/2021 | 0.60% |
| BARCLAYS BANK PLC CCP 06742XBA4 DCP 06/14/2021 | 0.60% |
| BPCE SA 05571BS38 DCP 05/03/2021 | 0.60% |
| CHARIOT FUNDING LLC 15963TTH2 DCP 06/17/2021 | 0.60% |
| CRC FUNDING LLC 12619TU85 DCP 07/08/2021 | 0.60% |
| DNB BANK ASA 2332K0TQ5 DCP 06/24/2021 | 0.60% |
| FEDERAL FARM CREDIT BANKS FUN 313313LN6 GDC 09/10/2021 | 0.60% |
| FHLB 313385HA7 GDC 06/18/2021 | 0.60% |
| FMS WERTMANAGEMENT 34411GTU0 DCP 06/28/2021 | 0.60% |
| ING US FUNDING LLC 4497W0TJ7 DCP 06/18/2021 | 0.60% |
| LIBERTY STREET FUNDING LLC 53127TST1 DCP 05/27/2021 | 0.60% |
| LLOYDS BANK PLC 53943RU15 DCP 07/01/2021 | 0.60% |
| METLIFE SHORT TERM FUNDING LL 59157TST1 DCP 05/27/2021 | 0.60% |
| MITSUBISHI UFJ TRUST & BANKIN 60682WV54 DCP 08/05/2021 | 0.60% |
| MIZUHO BANK LTD/SINGAPORE 60689PTG1 DCP 06/16/2021 | 0.60% |
| NATIONAL BANK OF CANADA 63307LT19 DCP 06/01/2021 | 0.60% |
| NATIONWIDE BUILDING SOCIETY 6385E0S61 DCP 05/06/2021 | 0.60% |
| NORDEA BANK ABP 65558JSJ7 DCP 05/18/2021 | 0.60% |
| OLD LINE FUNDING LLC 67983TSH0 DCP 05/17/2021 | 0.60% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TT27 DCP 06/02/2021 | 0.60% |
| SOCIETE GENERALE SA 83369BV29 DCP 08/02/2021 | 0.60% |
| SUMITOMO MITSUI TRUST BANK LT 86563GU75 DCP 07/07/2021 | 0.60% |
| SWEDBANK AB 87019RTJ5 DCP 06/18/2021 | 0.60% |
| THUNDER BAY FUNDING LLC 88602TTA1 DCP 06/10/2021 | 0.60% |
| TOTAL CAPITAL CANADA LTD 89153PU75 DCP 07/07/2021 | 0.60% |
| WESTPAC BANKING CORP/NY 9612C0W13 DCP 09/01/2021 | 0.60% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.52% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.28% |
| STACR 2016-DNA1 M3 05.6586 07/25/2028 | 0.25% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.25% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.25% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.24% |
| NESTLE SA-REG SEDOL 7123870 | 0.23% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.22% |
| STACR 2016-DNA2 M3 04.7561 10/25/2028 | 0.22% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.21% |
| L OREAL SEDOL 4057808 | 0.21% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.20% |
| RIO TINTO PLC SEDOL 0718875 | 0.19% |
| LNSTR 2015-3 B P/P 144A 03.3228 04/20/2048 | 0.18% |
| SONY GROUP CORP SEDOL 6821506 | 0.18% |
| SP GSCI LIGHT ENERGY | 0.18% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.18% |
| TREASURY BILL 00.0000 05/06/2021 | 0.17% |
| CDX CDX.EM.35 100.0 06/20/2026 | 0.17% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.16% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.16% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.16% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.16% |
| CAS 2016-C01 1M2 06.8561 08/25/2028 | 0.16% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.16% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.16% |
| ITOCHU CORP SEDOL 6467803 | 0.15% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.15% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.15% |
| WESFARMERS LTD SEDOL 6948836 | 0.15% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.14% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.14% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.14% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.14% |
| EQUINOR ASA SEDOL 7133608 | 0.14% |
| STELLANTIS NV SEDOL BMD8F98 | 0.14% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.14% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.14% |
| NINTENDO CO LTD SEDOL 6639550 | 0.14% |
| HOYA CORP SEDOL 6441506 | 0.14% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.14% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.14% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.14% |
| CAS 2015-C04 1M2 05.8061 04/25/2028 | 0.13% |
| CWALT 2006-OA7 1A2 01.0819 06/25/2046 | 0.13% |
| LEGRAND SA SEDOL B11ZRK9 | 0.13% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.13% |
| SANDVIK AB SEDOL B1VQ252 | 0.13% |
| AVIVA PLC SEDOL 0216238 | 0.13% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.13% |
| CSMC 2016-NXSR C 04.5065 12/15/2049 | 0.13% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.13% |
| CARLSBERG AS-B SEDOL 4169219 | 0.12% |
| EVOLUTION GAMING GRP SEDOL BJXSCH4 | 0.12% |
| KDDI CORP SEDOL 6248990 | 0.12% |
| VENTR 2017-28A A2 P/P 144A 01.2983 07/20/2030 | 0.12% |
| COVESTRO AG SEDOL BYTBWY9 | 0.12% |
| DBUBS 2011-LC3A D P/P 144A 05.5170 08/10/2044 | 0.12% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.12% |
| MSC 2012-C4 C P/P 144A 05.5989 03/15/2045 | 0.12% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.11% |
| CAPGEMINI SE SEDOL 4163437 | 0.11% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.11% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.11% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.11% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.11% |
| ENEL SPA SEDOL 7144569 | 0.11% |
| SANDS CHINA LTD SEDOL B5B23W2 | 0.10% |
| CAS 2016-C02 1M2 06.1061 09/25/2028 | 0.10% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.10% |
| SAMI 2007-AR7 1A1 00.9561 05/25/2047 | 0.10% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.10% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.10% |
| JPMBB 2014-C22 C 04.7049 09/15/2047 | 0.10% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.10% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.10% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.10% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.09% |
| MSRR 2015-R4 CB1 00.9343 08/26/2047 | 0.09% |
| CRH PLC SEDOL 4182249 | 0.09% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.09% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.09% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.09% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.09% |
| JPMBB 2014-C22 XA IO 00.9799 09/15/2047 | 0.09% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.08% |
| 3I GROUP PLC SEDOL B1YW440 | 0.08% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.08% |
| AMAZON.COM INC 03.3000 12/05/2021 | 0.08% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.08% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.08% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.08% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.08% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.08% |
| EFMT 2020-1 A1 02.0060 05/25/2065 | 0.08% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.08% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| EUR/USD 06/16/2021 HSBCB | 0.08% |
| EUR/USD 06/16/2021 JPMCB | 0.08% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.08% |
| EDF SEDOL B0NJJ17 | 0.08% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.08% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.08% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.08% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.08% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.08% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.08% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.07% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.07% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.07% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.07% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.07% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.07% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.07% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.07% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.07% |
| TPAT 2018-SL1 A P/P 144A 00.7061 01/25/2046 | 0.07% |
| WAMU 2005-AR12 1A8 02.8962 10/25/2035 | 0.07% |
| SMC CORP SEDOL 6763965 | 0.07% |
| STACR 2021-DNA3 M2 02.1100 10/25/2033 | 0.07% |
| FAURECIA SEDOL 4400446 | 0.07% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.07% |
| BROADCOM INC 04.1500 11/15/2030 | 0.07% |
| COMM 2014-UBS6 C 04.5935 12/10/2047 | 0.06% |
| PANDORA A/S SEDOL B44XTX8 | 0.06% |
| ASML HOLDING NV SEDOL B929F46 | 0.06% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.06% |
| ORACLE CORP 02.5000 05/15/2022 | 0.06% |
| EIFFAGE SEDOL B13X013 | 0.06% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.06% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.06% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.06% |
| APPLE INC 02.8500 05/06/2021 | 0.06% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.06% |
| NITTO DENKO CORP SEDOL 6641801 | 0.06% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.06% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.06% |
| JPY/USD 05/19/2021 RBSF | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.06% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.06% |
| ENI SPA SEDOL 7145056 | 0.06% |
| FUJITSU LTD SEDOL 6356945 | 0.06% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.06% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.06% |
| CAD/USD 07/21/2021 CITI | 0.06% |
| CAS 2016-C04 1M2 04.3561 01/25/2029 | 0.06% |
| COMM 2013-CR13 C 05.0463 11/10/2046 | 0.06% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.06% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.06% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.06% |
| AENA SME SA SEDOL BVRZ8L1 | 0.06% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.06% |
| CAS 2017-C02 2M2 03.7561 09/25/2029 | 0.06% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.06% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.06% |
| JPY/USD 05/19/2021 GSFX | 0.06% |
| NEXON CO LTD SEDOL B63QM77 | 0.06% |
| SPST 2021-6 A 00.9061 04/25/2022 | 0.06% |
| WFRBS 2013-C11 C 04.3408 03/15/2045 | 0.06% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.06% |
| OMRON CORP SEDOL 6659428 | 0.06% |
| OTSUKA CORP SEDOL 6267058 | 0.06% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.06% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.05% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.05% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.05% |
| NETFLIX INC 04.3750 11/15/2026 | 0.05% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.05% |
| COMM 2015-CR24 B 04.5249 08/10/2048 | 0.05% |
| EUR/USD 06/16/2021 MSCIL | 0.05% |
| HITACHI LTD SEDOL 6429104 | 0.05% |
| MSBAM 2014-C17 C 04.6363 08/15/2047 | 0.05% |
| ORACLE CORP 03.6250 07/15/2023 | 0.05% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.05% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.05% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.05% |
| COMM 2015-LC19 B 03.8290 02/10/2048 | 0.05% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.05% |
| APPLE INC 00.7500 05/11/2023 | 0.05% |
| FHMS K114 XAM IO 01.4363 06/25/2030 | 0.05% |
| COMM 2014-CR17 C 04.9445 05/10/2047 | 0.05% |
| SPST 2020-6 A 01.8561 09/07/2021 | 0.05% |
| STACR 2018-HRP2 M3 02.5061 02/25/2047 | 0.05% |
| TOTAL SE SEDOL B15C557 | 0.05% |
| WFCM 2013-LC12 C 04.4052 07/15/2046 | 0.05% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.05% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.05% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.05% |
| MRAIT 2020-11 A1X 01.8146 04/22/2022 | 0.05% |
| SPST 2020-13 A 01.6061 10/10/2021 | 0.05% |
| SPST 2020-15 A 01.4761 12/10/2021 | 0.05% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.05% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.04% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.04% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.04% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.04% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| LASERTEC CORP SEDOL 6506267 | 0.04% |
| UNILEVER PLC SEDOL B10RZP7 | 0.04% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.04% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.04% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.04% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.04% |
| M3 INC SEDOL B02K2M3 | 0.04% |
| MSC 2011-C3 B P/P 144A 05.4338 07/15/2049 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.04% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.04% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.04% |
| PERSIMMON PLC SEDOL 0682538 | 0.04% |
| SHRP 2020-1 NOTE 03.0758 07/25/2024 | 0.04% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.04% |
| GNR 2013-99 AS IO 05.9341 06/20/2043 | 0.04% |
| MRAIT 2021-EBO1 A1X 01.4585 10/08/2021 | 0.04% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.04% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.04% |
| BT GROUP PLC SEDOL 3091357 | 0.04% |
| CGCMT 2013-GC11 B 03.7320 04/10/2046 | 0.04% |
| GSMS 2014-GC22 XA IO 01.1336 06/10/2047 | 0.04% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.04% |
| UBSBB 2012-C2 D P/P 144A 05.0441 05/10/2063 | 0.04% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.04% |
| AMERICAN AXLE & MFG INC 06.2500 04/01/2025 | 0.04% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.04% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.04% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.04% |
| GSMS 2019-GC40 AS 03.4120 07/10/2052 | 0.04% |
| ICL GROUP LTD SEDOL 6455530 | 0.04% |
| NH FOODS LTD SEDOL 6640767 | 0.04% |
| SARTORIUS AG-PFD PCT 0.000 | 0.04% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.04% |
| COMM 2012-LC4 C 05.7188 12/10/2044 | 0.04% |
| COMM 2014-LC15 XA IO 01.2498 04/10/2047 | 0.04% |
| FHMS K115 X1 01.4296 06/25/2030 | 0.04% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.04% |
| COMM 2014-UBS6 XA IO 01.0336 12/10/2047 | 0.04% |
| JPY/USD 05/19/2021 MSCIL | 0.04% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.04% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.04% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.04% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.04% |
| BANK 2019-BN24 AS 03.2830 11/15/2062 | 0.03% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.03% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.03% |
| CMLTI 2005-2 1A2A 02.8001 05/25/2035 | 0.03% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.03% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.03% |
| MSBAM 2012-C5 E P/P 144A 04.8186 08/15/2045 | 0.03% |
| OBAYASHI CORP SEDOL 6656407 | 0.03% |
| SPST 2021-WL1 A 00.7561 01/26/2054 | 0.03% |
| SPST 2021-WL2 A 00.8061 03/25/2054 | 0.03% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.03% |
| BANK 2017-BNK8 B 04.0623 11/15/2050 | 0.03% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.03% |
| MWST 2021-2 A 00.8603 04/25/2055 | 0.03% |
| CAS 2019-HRP1 M2 02.2561 11/25/2039 | 0.03% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.03% |
| COMM 2014-UBS2 B 04.7010 03/10/2047 | 0.03% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.03% |
| FHMS K105 X1 IO 01.6449 01/25/2030 | 0.03% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% |
| GALAXY ENT GRP L SEDOL 6465874 | 0.03% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.03% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.03% |
| CGCMT 2014-GC19 X IO 01.3047 03/10/2047 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.03% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.03% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.03% |
| WFRBS 2012-C6 D P/P 144A 05.7645 04/15/2045 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| CAS 2018-C02 2M2 02.3061 08/25/2030 | 0.03% |
| E.ON SE SEDOL 4942904 | 0.03% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.03% |
| GSMS 2013-GCJ14 B P/P 144A 04.9001 08/10/2046 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| MSBAM 2014-C14 C 05.2182 02/15/2047 | 0.03% |
| MWST 2020-1 A 01.0061 10/25/2053 | 0.03% |
| MWST 2020-2 A 00.9061 11/25/2053 | 0.03% |
| NEWZ 2021-1 A 00.8600 05/25/2055 | 0.03% |
| PFWST 2021-1 A 00.8061 02/25/2055 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.7535 03/15/2044 | 0.03% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| JPY/USD 05/19/2021 WPAC | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.03% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.03% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.03% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.03% |
| CAD/USD 07/21/2021 GSFX | 0.03% |
| CAS 2017-C06 2M2 02.9061 02/25/2030 | 0.03% |
| EUR/USD 06/16/2021 UBS | 0.03% |
| FHMS K121 X1 IO 01.1242 10/25/2030 | 0.03% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.03% |
| JPY/USD 05/19/2021 BANKAM | 0.03% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.03% |
| OMV AG SEDOL 4651459 | 0.03% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.03% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.03% |
| JPMBB 2013-C12 B 04.2356 07/15/2045 | 0.03% |
| ORACLE CORP 02.5000 10/15/2022 | 0.03% |
| CAS 2017-C01 1M2 03.6561 07/25/2029 | 0.03% |
| FHMS K087 X1 IO 00.5097 12/25/2028 | 0.03% |
| FISHER PAYKEL SEDOL 6340250 | 0.03% |
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| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.03% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.03% |
| VERIZON COMM 04.3290 09/21/2028 | 0.03% |
| CAS 2016-C01 2M2 07.0561 08/25/2028 | 0.02% |
| HOCHTIEF AG SEDOL 5108664 | 0.02% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.02% |
| CAS 2016-C05 2M2 04.5561 01/25/2029 | 0.02% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| GNR 2015-H26 DI IO 01.9111 10/20/2065 | 0.02% |
| GNR 2017-H22 EI IO 02.5848 10/20/2067 | 0.02% |
| GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.02% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
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| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
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| MSBAM 2015-C24 B 04.4872 05/15/2048 | 0.02% |
| CAS 2014-C02 1M2 02.7061 05/25/2024 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| KAKAKU.COM INC SEDOL 6689533 | 0.02% |
| MSBAM 2014-C16 AS 04.0940 06/15/2047 | 0.02% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.02% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.02% |
| WFCM 2018-C46 B 04.6330 08/15/2051 | 0.02% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.02% |
| CGCMT 2013-GC17 C 05.2604 11/10/2046 | 0.02% |
| COMM 2014-UBS3 B 04.3130 06/10/2047 | 0.02% |
| FHMS K104 XAM 01.5052 01/25/2030 | 0.02% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.02% |
| JPMBB 2014-C19 B 04.3941 04/15/2047 | 0.02% |
| JPMORGAN CHASE & CO 01.1938 05/15/2047 | 0.02% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.02% |
| FHMS K108 X1 IO 01.8099 03/25/2030 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| HCA INC 05.3750 02/01/2025 | 0.02% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.02% |
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| OLYMPUS CORP SEDOL 6658801 | 0.02% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.02% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.02% |
| WFCM 2018-C48 B 04.9040 01/15/2052 | 0.02% |
| 1.57 R ISWP US0003M P 04/20/2031 | 0.02% |
| AIRBUS SE SEDOL 4012250 | 0.02% |
| BANK 2019-BN23 AS 03.2030 12/15/2052 | 0.02% |
| BHP GROUP LTD SEDOL 6144690 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| GSAA 2007-6 1A1 00.3461 05/25/2047 | 0.02% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.02% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.02% |
| CWALT 2007-OH1 A1D 00.3161 04/25/2047 | 0.02% |
| FHMS K740 X1 00.8455 09/25/2027 | 0.02% |
| FHMS KW01 X1 IO 01.1071 01/25/2026 | 0.02% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| JPY/USD 05/19/2021 CITI | 0.02% |
| STACR 2020-HQA1 M2 02.0061 01/25/2050 | 0.02% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.02% |
| CGCMT 2014-GC19 D P/P 144A 05.2618 03/10/2047 | 0.02% |
| FHR 3829 AS IO 06.8354 03/15/2041 | 0.02% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.02% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| BOEING CO 05.9300 05/01/2060 | 0.02% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.02% |
| GBP/USD 06/16/2021 SSBT | 0.02% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.02% |
| MLMI 2005-A2 A2 02.7826 02/25/2035 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| TDK CORP SEDOL 6869302 | 0.02% |
| WAMU 2005-AR10 1A3 03.0905 09/25/2035 | 0.02% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6648 12/15/2045 | 0.02% |
| CAS 2014-C04 1M2 05.0061 11/25/2024 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| MSBAM 2014-C17 XA IO 01.2296 08/15/2047 | 0.02% |
| SANTOS LTD SEDOL 6776703 | 0.02% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.02% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.01% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.01% |
| CAS 2015-C03 2M2 05.1061 07/25/2025 | 0.01% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.01% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.01% |
| COMM 2013-CR11 XA IO 01.0829 08/10/2050 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.01% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.01% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| SEK/USD 06/16/2021 MSCIL | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.01% |
| AUD/USD 07/21/2021 UBS | 0.01% |
| BOLLORE SEDOL 4572709 | 0.01% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.01% |
| CAS 2017-C01 1EB1 01.3561 07/25/2029 | 0.01% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.01% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| NOK/USD 06/16/2021 TDBK | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| AT&T INC 04.3000 02/15/2030 | 0.01% |
| CPURNSA R 2.4275 P 03/23/31 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% |
| STACR 2019-DNA1 M2 02.7561 01/25/2049 | 0.01% |
| SWEDBANK AB - A SHARES SEDOL 4846523 | 0.01% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.01% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% |
| ADIDAS AG SEDOL 4031976 | 0.01% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9000 09/10/2045 | 0.01% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.01% |
| NOK/USD 06/16/2021 JPMCB | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.01% |
| CAD/USD 07/21/2021 MSCIL | 0.01% |
| CAS 2018-C01 1M2 02.3561 07/25/2030 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CPURNSA R 2.45 P 03/23/31 | 0.01% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.01% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.01% |
| MSBAM 2013-C12 XA IO 00.7438 10/15/2046 | 0.01% |
| NOK/USD 06/16/2021 UBS | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| STACR 2019-HQA1 M2 02.4561 02/25/2049 | 0.01% |
| ABBVIE INC 03.2000 11/21/2029 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.01% |
| STORA ENSO OYJ-R SHS SEDOL 5072673 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| CAS 2016-C07 2M2 04.4561 05/25/2029 | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.01% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.01% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.01% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| CAD/USD 07/21/2021 WPAC | 0.01% |
| CAS 2015-C02 1M2 04.1061 05/25/2025 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| JPY/USD 05/19/2021 BCAP-FX | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.01% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| GBP/USD 06/16/2021 CSI-FX | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.00% |
| US BANCORP 02.6250 01/24/2022 | 0.00% |
| CAD/USD 07/21/2021 SSBT | 0.00% |
| CAD/USD 07/21/2021 TDBK | 0.00% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| ENRGY TRANS LP/REG FIN 05.8750 03/01/2022 | 0.00% |
| GBP/USD 06/16/2021 MSCIL | 0.00% |
| GBP/USD 06/16/2021 UBS | 0.00% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | 0.00% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | 0.00% |
| CAD/USD 07/21/2021 HSBCB | 0.00% |
| CAD/USD 07/21/2021 UBS | 0.00% |
| CHF/USD 06/16/2021 BANKAM | 0.00% |
| CHF/USD 06/16/2021 RBSF | 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% |
| CPURNSA R 2.51 P 04/01/31 | 0.00% |
| CPURNSA R 2.515 P 04/01/31 | 0.00% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.00% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.00% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CPURNSA R 2.466 P 04/01/31 | 0.00% |
| GBP/USD 06/16/2021 JPMCB | 0.00% |
| GBP/USD 06/16/2021 RBSF | 0.00% |
| GBP/USD 06/16/2021 TDBK | 0.00% |
| ILS/USD 07/21/2021 SSBT | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| CAS 2017-C05 1M2A 02.3061 01/25/2030 | 0.00% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CNH/USD 05/20/2021 HSBCB | 0.00% |
| HKD/USD 05/20/2021 BANKAM | 0.00% |
| HKD/USD 05/20/2021 HSBCB | 0.00% |
| HKD/USD 05/20/2021 RBSF | 0.00% |
| HKD/USD 05/20/2021 SSBT | 0.00% |
| WFRBS 2011-C5 XA IO P/P 144A 01.8142 11/15/2044 | 0.00% |
| 0.29 R ISWP US0003M P 04/30/2023 | 0.00% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | 0.00% |
| 1.5355 R ISWP US0003M P 04/27/2031 | 0.00% |
| 1.6309 R ISWP US0003M P 04/30/2031 | 0.00% |
| AUD/USD 07/21/2021 TDBK | 0.00% |
| CAD/USD 07/21/2021 CSI-FX | 0.00% |
| CHF/USD 06/16/2021 BCAP-FX | 0.00% |
| CHF/USD 06/16/2021 CSI-FX | 0.00% |
| CHF/USD 06/16/2021 GSFX | 0.00% |
| CHF/USD 06/16/2021 SSBT | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| DKK/USD 06/16/2021 CITI | 0.00% |
| GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 0.00% |
| HKD/USD 05/20/2021 BCAP-FX | 0.00% |
| HKD/USD 05/20/2021 GSFX | 0.00% |
| HKD/USD 05/20/2021 TDBK | 0.00% |
| HKD/USD 05/20/2021 UBS | 0.00% |
| KRW/USD 05/20/2021 JPMCB | 0.00% |
| NOK/USD 06/16/2021 GSFX | 0.00% |
| SEK/USD 06/16/2021 BCAP-FX | 0.00% |
| SEK/USD 06/16/2021 JPMCB | 0.00% |
| SEK/USD 06/16/2021 RBSF | 0.00% |
| SGD/USD 05/19/2021 JPMCB | 0.00% |
| AUD/USD 07/21/2021 CITI | -0.00% |
| AUD/USD 07/21/2021 JPMCB | -0.00% |
| AUD/USD 07/21/2021 MSCIL | -0.00% |
| CHF/USD 06/16/2021 HSBCB | -0.00% |
| CHF/USD 06/16/2021 MSCIL | -0.00% |
| CHF/USD 06/16/2021 TDBK | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CNH/USD 05/20/2021 SSBT | -0.00% |
| CNH/USD 05/20/2021 TDBK | -0.00% |
| NOK/USD 06/16/2021 MSCIL | -0.00% |
| NZD/USD 07/21/2021 CITI | -0.00% |
| NZD/USD 07/21/2021 HSBCB | -0.00% |
| NZD/USD 07/21/2021 MSCIL | -0.00% |
| SEK/USD 06/16/2021 TDBK | -0.00% |
| 1.998 R ISWP US0003M P 04/26/2051 | -0.00% |
| AUD/USD 07/21/2021 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| EUR/USD 06/16/2021 CSI-FX | -0.00% |
| GBP/USD 06/16/2021 BCAP-FX | -0.00% |
| GBP/USD 06/16/2021 GSFX | -0.00% |
| GBP/USD 06/16/2021 HSBCB | -0.00% |
| PLN/USD 06/16/2021 GSFX | -0.00% |
| CAD/USD 07/21/2021 BANKAM | -0.00% |
| CHF/USD 06/16/2021 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 06/16/2021 BCAP-FX | -0.00% |
| NOK/USD 06/16/2021 BANKAM | -0.00% |
| NOK/USD 06/16/2021 SSBT | -0.00% |
| NZD/USD 07/21/2021 JPMCB | -0.00% |
| SEK/USD 06/16/2021 GSFX | -0.00% |
| CAD/USD 07/21/2021 JPMCB | -0.00% |
| CAD/USD 07/21/2021 RBSF | -0.00% |
| CHF/USD 06/16/2021 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CPURNSA P 2.496 R 04/01/26 | -0.00% |
| SEK/USD 06/16/2021 UBS | -0.00% |
| CAD/USD 07/21/2021 BCAP-FX | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 06/16/2021 GSFX | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| EUR/USD 06/16/2021 TDBK | -0.01% |
| NZD/USD 07/21/2021 SSBT | -0.01% |
| NZD/USD 07/21/2021 WPAC | -0.01% |
| AUD/USD 07/21/2021 SSBT | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 06/16/2021 CITI | -0.01% |
| NZD/USD 07/21/2021 RBSF | -0.01% |
| NZD/USD 07/21/2021 UBS | -0.01% |
| EUR/USD 06/16/2021 BANKAM | -0.01% |
| EUR/USD 06/16/2021 WPAC | -0.01% |
| GBP/USD 06/16/2021 WPAC | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 06/16/2021 RBSF | -0.01% |
| EUR/USD 06/16/2021 CITI | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| SEK/USD 06/16/2021 SSBT | -0.01% |
| CPURNSA P 2.51 R 03/23/26 | -0.02% |
| NZD/USD 07/21/2021 GSFX | -0.02% |
| JPY/USD 05/19/2021 TDBK | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| CPURNSA P 2.445 R 03/23/26 | -0.02% |
| JPY/USD 05/19/2021 UBS | -0.02% |
| CPURNSA P 2.53 R 04/01/26 | -0.02% |
| CPURNSA P 2.28 R 02/25/31 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| EUR/USD 06/16/2021 SSBT | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.03% |
| GBP/USD 06/16/2021 BANKAM | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CPURNSA P 2.278 R 02/25/31 | -0.03% |
| CPURNSA P 2.281 R 02/24/31 | -0.03% |
| CPURNSA P 2.2675 R 02/25/31 | -0.03% |
| CPURNSA P 2.4625 R 03/24/26 | -0.04% |
| CPURNSA P 2.286 R 02/24/31 | -0.06% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.14% |
| JPY/USD 05/19/2021 SSBT | -0.21% |
| JPY/USD 05/19/2021 JPMCB | -0.27% |
| FNMA FN30 TBA UMBS 02.0000 06/01/2051 | -1.22% |
| RU10INTR P US0003M R 06/20/23 BA | -5.74% |
| US 2YR NOTE (CBT) JUN21 TUM1 | -6.39% |
| SPTR P US0001M R 02/05/22 JP | -10.60% |
| US 5YR NOTE (CBT) JUN21 FVM1 | -11.07% |
| SPTR R US0001M P 01/13/22 CI | 21.15% |
|---|---|
| US 10YR ULTRA FUT JUN21 UXYM1 | 15.47% |
| JPN 10Y BOND(OSE) JUN21 JBM1 | 15.04% |
| EURO-BUND FUTURE JUN21 RXM1 | 8.11% |
| LONG GILT FUTURE JUN21 G M1 | 7.53% |
| MLFCF15 R US0003M P 06/20/23 BA | 5.52% |
| EURO-OAT FUTURE JUN21 OATM1 | 4.65% |
| CAN 10YR BOND FUT JUN21 CNM1 | 4.46% |
| RU10VATR R US0001M P 02/05/22 JP | 3.74% |
| EURO-BTP FUTURE JUN21 IKM1 | 3.21% |
| SPTR R US0001M P 01/11/22 GS | 3.17% |
| TREASURY BILL 00.0000 04/15/2021 | 3.06% |
| S&P GSCI LIGHT ENERGY ER | 3.00% |
| EURO-BUXL 30Y BND JUN21 UBM1 | 2.66% |
| EURO-BOBL FUTURE JUN21 OEM1 | 2.52% |
| FNMA FN30 TBA UMBS 02.5000 04/01/2051 | 2.51% |
| NDUEEGF R US0001M P 02/05/22 JP | 2.36% |
| EURO-SCHATZ FUT JUN21 DUM1 | 2.09% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.96% |
| US 10YR NOTE (CBT)JUN21 TYM1 | 1.60% |
| NDDUEAFE R US0001M P 02/05/22 JP | 1.52% |
| CASH MGMT BILL 00.0000 06/08/2021 | 1.47% |
| XNDX R US0001M P 02/05/22 JP | 1.44% |
| FNMA FN30 TBA UMBS 06.0000 04/01/2051 | 1.38% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2051 | 1.29% |
| GNMA GII30 TBA 03.0000 04/01/2051 | 1.27% |
| FNMA FN30 TBA UMBS 02.5000 05/01/2051 | 1.25% |
| CASH MGMT BILL 00.0000 07/13/2021 | 1.22% |
| CASH MGMT BILL 00.0000 07/20/2021 | 1.22% |
| TREASURY BILL 00.0000 06/10/2021 | 1.22% |
| TREASURY BILL 00.0000 08/05/2021 | 1.22% |
| TREASURY BILL 00.0000 08/12/2021 | 1.22% |
| TREASURY BILL 00.0000 08/19/2021 | 1.22% |
| TREASURY BILL 00.0000 08/26/2021 | 1.22% |
| TREASURY BILL 00.0000 09/16/2021 | 1.22% |
| RU20INTR R US0001M P 02/05/22 JP | 1.00% |
| MANHATTAN ASSET FUNDING CO LL 56274LU10 DCP 07/01/2021 | 0.92% |
| US ULTRA BOND CBT JUN21 WNM1 | 0.89% |
| ATLANTIC ASSET SECURITIZATION 04821TSK2 DCP 05/19/2021 | 0.61% |
| AUSTRALIA & NEW ZEALAND BANKI 05253ASA9 DCP 05/10/2021 | 0.61% |
| BARCLAYS BANK PLC CCP 06742XBA4 DCP 06/14/2021 | 0.61% |
| BPCE SA 05571BS38 DCP 05/03/2021 | 0.61% |
| CHARIOT FUNDING LLC 15963TTH2 DCP 06/17/2021 | 0.61% |
| CHARTA LLC 16115VRK7 DCP 04/19/2021 | 0.61% |
| DNB BANK ASA 2332K0TQ5 DCP 06/24/2021 | 0.61% |
| FAIRWAY FINANCE CO LLC 30601VRS2 DCP 04/26/2021 | 0.61% |
| FHLB 313385HA7 GDC 06/18/2021 | 0.61% |
| FMS WERTMANAGEMENT 34411GTU0 DCP 06/28/2021 | 0.61% |
| HSBC BANK PLC 40433GR74 DCP 04/07/2021 | 0.61% |
| ING US FUNDING LLC 4497W0TJ7 DCP 06/18/2021 | 0.61% |
| LIBERTY STREET FUNDING LLC 53127TST1 DCP 05/27/2021 | 0.61% |
| LLOYDS BANK PLC 53943RU15 DCP 07/01/2021 | 0.61% |
| MATCHPOINT FINANCE PLC 57666ARS3 DCP 04/26/2021 | 0.61% |
| NATIONAL BANK OF CANADA 63307LT19 DCP 06/01/2021 | 0.61% |
| NORDEA BANK ABP 65558JSJ7 DCP 05/18/2021 | 0.61% |
| NRW BANK 62939LRS0 DCP 04/26/2021 | 0.61% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TT27 DCP 06/02/2021 | 0.61% |
| SWEDBANK AB 87019RTJ5 DCP 06/18/2021 | 0.61% |
| TORONTO-DOMINION BANK/THE 89119ARS9 DCP 04/26/2021 | 0.61% |
| TOTAL CAPITAL CANADA LTD 89153PR61 DCP 04/06/2021 | 0.61% |
| ABN AMRO FUNDING USA LLC 00084BV27 DCP 08/02/2021 | 0.61% |
| MITSUBISHI UFJ TRUST & BANKIN 60682WV54 DCP 08/05/2021 | 0.61% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 0.61% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.56% |
| US LONG BOND(CBT) JUN21 USM1 | 0.38% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.28% |
| STACR 2016-DNA1 M3 05.6586 07/25/2028 | 0.25% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.25% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.25% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.24% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.24% |
| CDX CDX.EM.35 100.0 06/20/2026 | 0.22% |
| STACR 2016-DNA2 M3 04.7586 10/25/2028 | 0.22% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.22% |
| NESTLE SA-REG SEDOL 7123870 | 0.21% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.20% |
| L OREAL SEDOL 4057808 | 0.19% |
| LNSTR 2015-3 B P/P 144A 03.1733 04/20/2048 | 0.18% |
| SONY GROUP CORP SEDOL 6821506 | 0.18% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.18% |
| TREASURY BILL 00.0000 05/06/2021 | 0.18% |
| RIO TINTO PLC SEDOL 0718875 | 0.17% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.17% |
| CAS 2016-C01 1M2 06.8586 08/25/2028 | 0.16% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.16% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.16% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.16% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.16% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.16% |
| ITOCHU CORP SEDOL 6467803 | 0.16% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.15% |
| STELLANTIS NV SEDOL BMD8F98 | 0.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.14% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.14% |
| HOYA CORP SEDOL 6441506 | 0.14% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.14% |
| SANDVIK AB SEDOL B1VQ252 | 0.14% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.14% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.14% |
| CWALT 2006-OA7 1A2 01.1990 06/25/2046 | 0.14% |
| WESFARMERS LTD SEDOL 6948836 | 0.14% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.14% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.14% |
| NINTENDO CO LTD SEDOL 6639550 | 0.14% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.14% |
| CAS 2015-C04 1M2 05.8086 04/25/2028 | 0.14% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.13% |
| EQUINOR ASA SEDOL 7133608 | 0.13% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.13% |
| AVIVA PLC SEDOL 0216238 | 0.13% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.13% |
| CSMC 2016-NXSR C 04.3934 12/15/2049 | 0.13% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.13% |
| COVESTRO AG SEDOL BYTBWY9 | 0.12% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.12% |
| LEGRAND SA SEDOL B11ZRK9 | 0.12% |
| VENTR 2017-28A A2 P/P 144A 01.3340 07/20/2030 | 0.12% |
| KDDI CORP SEDOL 6248990 | 0.12% |
| DBUBS 2011-LC3A D P/P 144A 05.3511 08/10/2044 | 0.12% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.12% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.12% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.12% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.11% |
| MSC 2012-C4 C P/P 144A 05.4195 03/15/2045 | 0.11% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.11% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.11% |
| CARLSBERG AS-B SEDOL 4169219 | 0.11% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.11% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.10% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.10% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.10% |
| SANDS CHINA LTD SEDOL B5B23W2 | 0.10% |
| ENEL SPA SEDOL 7144569 | 0.10% |
| CAS 2016-C02 1M2 06.1086 09/25/2028 | 0.10% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.10% |
| SAMI 2007-AR7 1A1 00.9586 05/25/2047 | 0.10% |
| CAPGEMINI SE SEDOL 4163437 | 0.10% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.10% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.10% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.10% |
| JPMBB 2014-C22 C 04.5536 09/15/2047 | 0.10% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.10% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.10% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.10% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.10% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.09% |
| MSRR 2015-R4 CB1 00.9433 08/26/2047 | 0.09% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.09% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.09% |
| CRH PLC SEDOL 4182249 | 0.09% |
| JPMBB 2014-C22 XA IO 00.8292 09/15/2047 | 0.09% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.09% |
| EFMT 2020-1 A1 02.0060 05/25/2065 | 0.09% |
| EVOLUTION GAMING GRP SEDOL BJXSCH4 | 0.09% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.09% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.08% |
| AMAZON.COM INC 03.3000 12/05/2021 | 0.08% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.08% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.08% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.08% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.08% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.08% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.08% |
| JPY/USD 05/19/2021 RBSF | 0.08% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.08% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.08% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.08% |
| 1.431 R ISWP US0003M P 02/24/2031 | 0.08% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.08% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| TPAT 2018-SL1 A P/P 144A 00.7086 01/25/2046 | 0.08% |
| 3I GROUP PLC SEDOL B1YW440 | 0.07% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.07% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.07% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.07% |
| ABBVIE INC 03.2000 11/21/2029 | 0.07% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.07% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.07% |
| JPY/USD 05/19/2021 GSFX | 0.07% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.07% |
| WAMU 2005-AR12 1A8 02.9062 10/25/2035 | 0.07% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.07% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.07% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.07% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.07% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.07% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.07% |
| SMC CORP SEDOL 6763965 | 0.07% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.07% |
| JPMORGAN CHASE & CO 01.1938 05/15/2047 | 0.07% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.07% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.07% |
| EDF SEDOL B0NJJ17 | 0.07% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.07% |
| BROADCOM INC 04.1500 11/15/2030 | 0.07% |
| COMM 2014-UBS6 C 04.4461 12/10/2047 | 0.07% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.07% |
| ORACLE CORP 02.5000 05/15/2022 | 0.06% |
| FAURECIA SEDOL 4400446 | 0.06% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.06% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.06% |
| APPLE INC 02.8500 05/06/2021 | 0.06% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.06% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.06% |
| PANDORA A/S SEDOL B44XTX8 | 0.06% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.06% |
| CAS 2016-C04 1M2 04.3586 01/25/2029 | 0.06% |
| OMRON CORP SEDOL 6659428 | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.06% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.06% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.06% |
| COMM 2013-CR13 C 04.8851 11/10/2046 | 0.06% |
| ENI SPA SEDOL 7145056 | 0.06% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.06% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.06% |
| WFRBS 2013-C11 C 04.2000 03/15/2045 | 0.06% |
| ASML HOLDING NV SEDOL B929F46 | 0.06% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.06% |
| CAS 2017-C02 2M2 03.7586 09/25/2029 | 0.06% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.06% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.06% |
| SPST 2021-6 A 00.9103 04/25/2022 | 0.06% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.06% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.06% |
| VERIZON COMM 04.3290 09/21/2028 | 0.06% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.06% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.06% |
| NETFLIX INC 04.3750 11/15/2026 | 0.06% |
| COMM 2015-CR24 B 04.3800 08/10/2048 | 0.05% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.05% |
| MSBAM 2014-C17 C 04.4736 08/15/2047 | 0.05% |
| FUJITSU LTD SEDOL 6356945 | 0.05% |
| NITTO DENKO CORP SEDOL 6641801 | 0.05% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.05% |
| EIFFAGE SEDOL B13X013 | 0.05% |
| NEXON CO LTD SEDOL B63QM77 | 0.05% |
| ORACLE CORP 03.6250 07/15/2023 | 0.05% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.05% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.05% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.05% |
| COMM 2015-LC19 B 03.8290 02/10/2048 | 0.05% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.05% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.05% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.05% |
| COMCAST CORP 06.5000 11/15/2035 | 0.05% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.05% |
| FHMS K114 XAM IO 01.3418 06/25/2030 | 0.05% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.05% |
| APPLE INC 00.7500 05/11/2023 | 0.05% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.05% |
| SPST 2020-6 A 01.8574 09/07/2021 | 0.05% |
| WFCM 2013-LC12 C 04.2741 07/15/2046 | 0.05% |
| COMM 2014-CR17 C 04.7836 05/10/2047 | 0.05% |
| SPST 2020-WL1 A 01.2586 06/25/2051 | 0.05% |
| AENA SME SA SEDOL BVRZ8L1 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.05% |
| MRAIT 2021-5 A1X 01.8560 07/26/2021 | 0.05% |
| SPST 2020-13 A 01.6074 10/10/2021 | 0.05% |
| SPST 2020-15 A 01.4774 12/10/2021 | 0.05% |
| TOTAL SE SEDOL B15C557 | 0.05% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.05% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.05% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.05% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.05% |
| OTSUKA CORP SEDOL 6267058 | 0.05% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.04% |
| COMM 2014-LC15 XA IO 01.0856 04/10/2047 | 0.04% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.04% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | 0.04% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| HITACHI LTD SEDOL 6429104 | 0.04% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.04% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.04% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.04% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.04% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.04% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.04% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.04% |
| ECOLAB INC 02.7000 11/01/2026 | 0.04% |
| MSC 2011-C3 B P/P 144A 05.2611 07/15/2049 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.04% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.04% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% |
| GNR 2013-99 AS IO 05.9391 06/20/2043 | 0.04% |
| M3 INC SEDOL B02K2M3 | 0.04% |
| SHRP 2020-1 NOTE 03.0875 07/25/2024 | 0.04% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.04% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.04% |
| AMGEN INC 02.6000 08/19/2026 | 0.04% |
| GSMS 2014-GC22 XA IO 00.9795 06/10/2047 | 0.04% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.04% |
| MRAIT 2021-EBO1 A1X 01.4585 10/08/2021 | 0.04% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.04% |
| NZD/USD 04/21/2021 GSFX | 0.04% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.04% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.04% |
| CGCMT 2013-GC11 B 03.7320 04/10/2046 | 0.04% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.04% |
| UNILEVER PLC SEDOL B10RZP7 | 0.04% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.04% |
| AMERICAN AXLE & MFG INC 06.2500 04/01/2025 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| COMM 2012-LC4 C 05.5355 12/10/2044 | 0.04% |
| COMM 2014-UBS6 XA IO 00.8867 12/10/2047 | 0.04% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.04% |
| FHMS K115 X1 01.3277 06/25/2030 | 0.04% |
| GSMS 2019-GC40 AS 03.4120 07/10/2052 | 0.04% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.04% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.04% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.04% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.04% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.04% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.04% |
| UBSBB 2012-C2 D P/P 144A 04.8854 05/10/2063 | 0.04% |
| 1.443 R ISWP US0003M P 02/25/2031 | 0.04% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.04% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.04% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% |
| JPY/USD 05/19/2021 BANKAM | 0.04% |
| JPY/USD 05/19/2021 MSCIL | 0.04% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.04% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.04% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.04% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.04% |
| 1.4435 R ISWP US0003M P 02/24/2031 | 0.04% |
| 1.4525 R ISWP US0003M P 02/25/2031 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| CMLTI 2005-2 1A2A 02.8038 05/25/2035 | 0.04% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.04% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.04% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.04% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.04% |
| BT GROUP PLC SEDOL 3091357 | 0.04% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.04% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.04% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.04% |
| MSBAM 2012-C5 E P/P 144A 04.6752 08/15/2045 | 0.04% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.04% |
| BANK 2017-BNK8 B 03.9270 11/15/2050 | 0.03% |
| BANK 2019-BN24 AS 03.2830 11/15/2062 | 0.03% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.03% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.03% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.03% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.03% |
| PERSIMMON PLC SEDOL 0682538 | 0.03% |
| SPST 2021-WL1 A 00.7586 01/26/2054 | 0.03% |
| AMGEN INC 04.6630 06/15/2051 | 0.03% |
| CAS 2019-HRP1 M2 02.2586 11/25/2039 | 0.03% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.03% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.03% |
| FHMS K105 X1 IO 01.5230 01/25/2030 | 0.03% |
| GALAXY ENT GRP L SEDOL 6465874 | 0.03% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.03% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.03% |
| LASERTEC CORP SEDOL 6506267 | 0.03% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.03% |
| CGCMT 2014-GC19 X IO 01.1370 03/10/2047 | 0.03% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.03% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.03% |
| COMM 2014-UBS2 B 04.7010 03/10/2047 | 0.03% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% |
| ICL GROUP LTD SEDOL 6455530 | 0.03% |
| JPY/USD 05/19/2021 HSBCB | 0.03% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.03% |
| NH FOODS LTD SEDOL 6640767 | 0.03% |
| OBAYASHI CORP SEDOL 6656407 | 0.03% |
| SARTORIUS AG-PFD PCT 0.000 | 0.03% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.03% |
| AT&T INC 04.7500 05/15/2046 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| MWST 2020-1 A 01.0086 10/25/2053 | 0.03% |
| MWST 2020-2 A 00.9086 11/25/2053 | 0.03% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| ORACLE CORP 03.6500 03/25/2041 | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.03% |
| PFWST 2021-1 A 00.8075 02/25/2055 | 0.03% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.03% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.03% |
| WFRBS 2012-C6 D P/P 144A 05.5799 04/15/2045 | 0.03% |
| 1.438 R ISWP US0003M P 02/25/2031 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| CAS 2018-C02 2M2 02.3086 08/25/2030 | 0.03% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.03% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.03% |
| GSMS 2013-GCJ14 B P/P 144A 04.7432 08/10/2046 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| MSBAM 2014-C14 C 05.0509 02/15/2047 | 0.03% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.03% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.03% |
| EUR/USD 06/16/2021 SSBT | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.8490 03/15/2044 | 0.03% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.03% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.03% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.03% |
| CAS 2017-C06 2M2 02.9086 02/25/2030 | 0.03% |
| FHMS K121 X1 IO 01.0287 10/25/2030 | 0.03% |
| FISERV INC 04.2000 10/01/2028 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| JPMBB 2013-C12 B 04.1051 07/15/2045 | 0.03% |
| JPY/USD 05/19/2021 WPAC | 0.03% |
| ORACLE CORP 02.5000 10/15/2022 | 0.03% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.03% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.03% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.03% |
| E.ON SE SEDOL 4942904 | 0.03% |
| MSBAM 2013-C8 B 03.5594 12/15/2048 | 0.03% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.03% |
| OMV AG SEDOL 4651459 | 0.03% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.03% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.03% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.03% |
| CAS 2017-C01 1M2 03.6586 07/25/2029 | 0.03% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.03% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.03% |
| FHMS K087 X1 IO 00.3624 12/25/2028 | 0.03% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.03% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.03% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.03% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.03% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.03% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.03% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.03% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.03% |
| CAS 2016-C01 2M2 07.0586 08/25/2028 | 0.02% |
| CAS 2016-C05 2M2 04.5586 01/25/2029 | 0.02% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.02% |
| GNR 2017-H22 EI IO 02.6497 10/20/2067 | 0.02% |
| JPY/USD 05/19/2021 CITI | 0.02% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.02% |
| CAS 2014-C02 1M2 02.7086 05/25/2024 | 0.02% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| GNR 2015-H26 DI IO 01.8912 10/20/2065 | 0.02% |
| GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| HOCHTIEF AG SEDOL 5108664 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.02% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.02% |
| KAKAKU.COM INC SEDOL 6689533 | 0.02% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.02% |
| MSBAM 2014-C16 AS 04.0940 06/15/2047 | 0.02% |
| MSBAM 2015-C24 B 04.3442 05/15/2048 | 0.02% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.02% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.02% |
| WFCM 2018-C46 B 04.6330 08/15/2051 | 0.02% |
| AUD/USD 04/21/2021 SSBT | 0.02% |
| CAD/USD 04/21/2021 CITI | 0.02% |
| CGCMT 2013-GC17 C 05.1096 11/10/2046 | 0.02% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.02% |
| COMM 2014-UBS3 B 04.3130 06/10/2047 | 0.02% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.02% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| JPMBB 2014-C19 B 04.3941 04/15/2047 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| FHMS K108 X1 IO 01.6903 03/25/2030 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| HCA INC 05.3750 02/01/2025 | 0.02% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.02% |
| NZD/USD 04/21/2021 UBS | 0.02% |
| OLYMPUS CORP SEDOL 6658801 | 0.02% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% |
| STACR 2020-HQA1 M2 02.0086 01/25/2050 | 0.02% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.02% |
| WFCM 2018-C48 B 04.9040 01/15/2052 | 0.02% |
| BANK 2019-BN23 AS 03.2030 12/15/2052 | 0.02% |
| BHP GROUP LTD SEDOL 6144690 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.02% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.02% |
| FHMS K740 X1 00.7598 09/25/2027 | 0.02% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.02% |
| GSAA 2007-6 1A1 00.3486 05/25/2047 | 0.02% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| NZD/USD 04/21/2021 RBSF | 0.02% |
| PFIZER INC 03.0000 12/15/2026 | 0.02% |
| WELLS FARGO & COMPANY 03.9000 01/26/2051 | 0.02% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.02% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.02% |
| ZOETIS INC 03.9000 08/20/2028 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.02% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.02% |
| CWALT 2007-OH1 A1D 00.3186 04/25/2047 | 0.02% |
| FHMS KW01 X1 IO 00.9777 01/25/2026 | 0.02% |
| FHR 3829 AS IO 06.8440 03/15/2041 | 0.02% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.02% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | 0.02% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.02% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.02% |
| CGCMT 2014-GC19 D P/P 144A 05.0930 03/10/2047 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.02% |
| GBP/USD 06/16/2021 SSBT | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| MLMI 2005-A2 A2 02.7871 02/25/2035 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| T-MOBILE USA INC P/P 144A 02.2500 11/15/2031 | 0.02% |
| TDK CORP SEDOL 6869302 | 0.02% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.02% |
| WAMU 2005-AR10 1A3 03.0972 09/25/2035 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5198 12/15/2045 | 0.02% |
| AIRBUS SE SEDOL 4012250 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.02% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.02% |
| CAS 2014-C04 1M2 05.0086 11/25/2024 | 0.02% |
| CAS 2015-C03 2M2 05.1086 07/25/2025 | 0.02% |
| EUR/USD 06/16/2021 CITI | 0.02% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.02% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| COMM 2013-CR11 XA IO 00.9189 08/10/2050 | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% |
| MSBAM 2014-C17 XA IO 01.0674 08/15/2047 | 0.02% |
| ORACLE CORP 04.0000 11/15/2047 | 0.02% |
| SANTOS LTD SEDOL 6776703 | 0.02% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.01% |
| CDX CDX.NA.IG.36 100.0 06/20/2026 | 0.01% |
| CNH/USD 05/20/2021 TDBK | 0.01% |
| EUR/USD 06/16/2021 RBSF | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| LENNAR CORP 04.7500 11/29/2027 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.01% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.01% |
| CIGNA CORP 03.7500 07/15/2023 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.01% |
| APPLE INC 04.2500 02/09/2047 | 0.01% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.01% |
| CAS 2017-C01 1EB1 01.3586 07/25/2029 | 0.01% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7404 09/10/2045 | 0.01% |
| CHF/USD 06/16/2021 GSFX | 0.01% |
| EUR/USD 06/16/2021 TDBK | 0.01% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.01% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| NZD/USD 04/21/2021 JPMCB | 0.01% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| STACR 2018-HRP2 M3 02.5086 02/25/2047 | 0.01% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.01% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.01% |
| AT&T INC 04.3000 02/15/2030 | 0.01% |
| BOLLORE SEDOL 4572709 | 0.01% |
| CHF/USD 06/16/2021 SSBT | 0.01% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| EUR/USD 06/16/2021 BANKAM | 0.01% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| STACR 2019-DNA1 M2 02.7586 01/25/2049 | 0.01% |
| SWEDBANK AB - A SHARES SEDOL 4846523 | 0.01% |
| ADIDAS AG SEDOL 4031976 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| MSBAM 2013-C12 XA IO 00.5872 10/15/2046 | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.01% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.01% |
| ALPHABET INC 02.2500 08/15/2060 | 0.01% |
| CAS 2018-C01 1M2 02.3586 07/25/2030 | 0.01% |
| CHF/USD 06/16/2021 MSCIL | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| NZD/USD 04/21/2021 SSBT | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| STACR 2019-HQA1 M2 02.4586 02/25/2049 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| GBP/USD 06/16/2021 UBS | 0.01% |
| JPY/USD 05/19/2021 BCAP-FX | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| STORA ENSO OYJ-R SHS SEDOL 5072673 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| CAD/USD 04/21/2021 GSFX | 0.01% |
| CAS 2016-C07 2M2 04.4586 05/25/2029 | 0.01% |
| CHF/USD 06/16/2021 HSBCB | 0.01% |
| CHF/USD 06/16/2021 TDBK | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| EUR/USD 06/16/2021 WPAC | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.01% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.01% |
| SEK/USD 06/16/2021 UBS | 0.01% |
| AUD/USD 04/21/2021 BCAP-FX | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| CAS 2015-C02 1M2 04.1086 05/25/2025 | 0.01% |
| CPURNSA R 2.4275 P 03/23/31 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| KRW/USD 05/20/2021 JPMCB | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.00% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.00% |
| EUR/USD 06/16/2021 BCAP-FX | 0.00% |
| GBP/USD 06/16/2021 CSI-FX | 0.00% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.00% |
| NZD/USD 04/21/2021 CITI | 0.00% |
| SAIL 2004-10 A10 01.0086 11/25/2034 | 0.00% |
| US BANCORP 02.6250 01/24/2022 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| COMCAST CORP 02.3500 01/15/2027 | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| CPURNSA R 2.45 P 03/23/31 | 0.00% |
| ENRGY TRANS PT/REG FIN 05.8750 03/01/2022 | 0.00% |
| GBP/USD 06/16/2021 MSCIL | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.00% |
| NZD/USD 04/21/2021 HSBCB | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.00% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.00% |
| CHF/USD 06/16/2021 CSI-FX | 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% |
| CNH/USD 05/20/2021 SSBT | 0.00% |
| EUR/USD 06/16/2021 CSI-FX | 0.00% |
| GBP/USD 06/16/2021 TDBK | 0.00% |
| NZD/USD 04/21/2021 BANKAM | 0.00% |
| NZD/USD 04/21/2021 WPAC | 0.00% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.00% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% |
| CAD/USD 04/21/2021 MSCIL | 0.00% |
| CHF/USD 06/16/2021 UBS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| EUR/USD 06/16/2021 GSFX | 0.00% |
| GBP/USD 06/16/2021 JPMCB | 0.00% |
| GBP/USD 06/16/2021 RBSF | 0.00% |
| HKD/USD 05/20/2021 SSBT | 0.00% |
| NZD/USD 04/21/2021 TDBK | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| SEK/USD 06/16/2021 GSFX | 0.00% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6692 11/15/2044 | 0.00% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | 0.00% |
| AUD/USD 04/21/2021 BANKAM | 0.00% |
| CAD/USD 04/21/2021 WPAC | 0.00% |
| CAS 2017-C05 1M2A 02.3086 01/25/2030 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CPURNSA R 2.466 P 04/01/31 | 0.00% |
| HKD/USD 05/20/2021 HSBCB | 0.00% |
| HKD/USD 05/20/2021 RBSF | 0.00% |
| NOK/USD 06/16/2021 SSBT | 0.00% |
| SEK/USD 06/16/2021 JPMCB | 0.00% |
| CAD/USD 04/21/2021 HSBCB | 0.00% |
| CHF/USD 06/16/2021 JPMCB | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CPURNSA P 2.53 R 04/01/26 | 0.00% |
| GBP/USD 06/16/2021 GSFX | 0.00% |
| GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 0.00% |
| HKD/USD 05/20/2021 BANKAM | 0.00% |
| HKD/USD 05/20/2021 BCAP-FX | 0.00% |
| HKD/USD 05/20/2021 GSFX | 0.00% |
| HKD/USD 05/20/2021 TDBK | 0.00% |
| HKD/USD 05/20/2021 UBS | 0.00% |
| NOK/USD 06/16/2021 BANKAM | 0.00% |
| NOK/USD 06/16/2021 GSFX | 0.00% |
| NOK/USD 06/16/2021 MSCIL | 0.00% |
| NZD/USD 04/21/2021 BCAP-FX | 0.00% |
| SGD/USD 05/19/2021 JPMCB | 0.00% |
| 1.7371 R ISWP US0003M P 04/01/2031 | -0.00% |
| 1.766 R ISWP US0003M P 04/01/2031 | -0.00% |
| CAD/USD 04/21/2021 BANKAM | -0.00% |
| CAD/USD 04/21/2021 BCAP-FX | -0.00% |
| CAD/USD 04/21/2021 CSI-FX | -0.00% |
| CAD/USD 04/21/2021 UBS | -0.00% |
| CHF/USD 06/16/2021 BANKAM | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CPURNSA P 2.496 R 04/01/26 | -0.00% |
| CPURNSA R 2.51 P 04/01/31 | -0.00% |
| CPURNSA R 2.515 P 04/01/31 | -0.00% |
| DKK/USD 06/16/2021 CITI | -0.00% |
| NOK/USD 06/16/2021 JPMCB | -0.00% |
| NZD/USD 04/21/2021 CSI-FX | -0.00% |
| 1.7475 R ISWP US0003M P 04/01/2031 | -0.00% |
| AUD/USD 04/21/2021 CITI | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CPURNSA P 2.51 R 03/23/26 | -0.00% |
| GBP/USD 06/16/2021 HSBCB | -0.00% |
| NOK/USD 06/16/2021 TDBK | -0.00% |
| AUD/USD 04/21/2021 CSI-FX | -0.00% |
| AUD/USD 04/21/2021 HSBCB | -0.00% |
| AUD/USD 04/21/2021 TDBK | -0.00% |
| AUD/USD 04/21/2021 WPAC | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CNH/USD 05/20/2021 HSBCB | -0.00% |
| GBP/USD 06/16/2021 BCAP-FX | -0.00% |
| NOK/USD 06/16/2021 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| 1.7155 R ISWP US0003M P 03/23/2031 | -0.00% |
| 1.72 R ISWP US0003M P 03/23/2031 | -0.00% |
| CAD/USD 04/21/2021 RBSF | -0.00% |
| CAD/USD 04/21/2021 TDBK | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| AUD/USD 04/21/2021 JPMCB | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| SEK/USD 06/16/2021 BCAP-FX | -0.01% |
| SEK/USD 06/16/2021 SSBT | -0.01% |
| CAD/USD 04/21/2021 JPMCB | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CPURNSA P 2.445 R 03/23/26 | -0.01% |
| ILS/USD 04/21/2021 SSBT | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| AUD/USD 04/21/2021 GSFX | -0.01% |
| GBP/USD 06/16/2021 CITI | -0.01% |
| PLN/USD 06/16/2021 GSFX | -0.01% |
| AUD/USD 04/21/2021 RBSF | -0.01% |
| AUD/USD 04/21/2021 MSCIL | -0.01% |
| CPURNSA P 2.4625 R 03/24/26 | -0.01% |
| GBP/USD 06/16/2021 WPAC | -0.01% |
| NZD/USD 04/21/2021 MSCIL | -0.01% |
| CHF/USD 06/16/2021 RBSF | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| SEK/USD 06/16/2021 MSCIL | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| CPURNSA P 2.28 R 02/25/31 | -0.02% |
| CAD/USD 04/21/2021 SSBT | -0.02% |
| EUR/USD 06/16/2021 UBS | -0.02% |
| AUD/USD 04/21/2021 UBS | -0.02% |
| CPURNSA P 2.278 R 02/25/31 | -0.02% |
| CPURNSA P 2.281 R 02/24/31 | -0.02% |
| JPY/USD 05/19/2021 TDBK | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CPURNSA P 2.2675 R 02/25/31 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| JPY/USD 05/19/2021 UBS | -0.03% |
| GBP/USD 06/16/2021 BANKAM | -0.03% |
| CPURNSA P 2.286 R 02/24/31 | -0.05% |
| EUR/USD 06/16/2021 JPMCB | -0.10% |
| EUR/USD 06/16/2021 MSCIL | -0.10% |
| EUR/USD 06/16/2021 HSBCB | -0.10% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.16% |
| JPY/USD 05/19/2021 SSBT | -0.28% |
| JPY/USD 05/19/2021 JPMCB | -0.36% |
| MSCI EAFE JUN21 MFSM1 | -0.67% |
| S&P500 EMINI FUT JUN21 ESM1 | -4.61% |
| US 2YR NOTE (CBT) JUN21 TUM1 | -4.86% |
| RU10INTR P US0003M R 06/20/23 BA | -5.52% |
| US 5YR NOTE (CBT) JUN21 FVM1 | -9.51% |
| SPTR P US0001M R 02/05/22 JP | -10.20% |
| JPN 10Y BOND(OSE) MAR21 JBH1 | 36.25% |
|---|---|
| US 10YR ULTRA FUT JUN21 UXYM1 | 24.76% |
| LONG GILT FUTURE JUN21 G M1 | 24.20% |
| CAN 10YR BOND FUT JUN21 CNM1 | 22.96% |
| EURO-OAT FUTURE MAR21 OATH1 | 21.24% |
| SPTR R US0001M P 01/13/22 CI | 21.24% |
| EURO-BTP FUTURE MAR21 IKH1 | 19.47% |
| REPO TRIPA MORTG 0.02 03/01/2021 | 19.16% |
| US LONG BOND(CBT) JUN21 USM1 | 15.93% |
| EURO-BUND FUTURE MAR21 RXH1 | 12.61% |
| EURO-BUXL 30Y BND MAR21 UBH1 | 7.47% |
| SPTR R US0001M P 01/11/22 GS | 6.59% |
| US ULTRA BOND CBT JUN21 WNM1 | 6.06% |
| MSCI EAFE MAR21 MFSH1 | 5.69% |
| MLFCF15 R US0003M P 06/20/23 BA | 5.49% |
| FNMA FN30 TBA UMBS 02.5000 03/01/2051 | 3.97% |
| RU10VATR R US0001M P 02/05/22 JP | 3.70% |
| EURO-BOBL FUTURE MAR21 OEH1 | 3.32% |
| S&P GSCI LIGHT ENERGY ER | 3.28% |
| SPTR R US0001M P 01/27/22 CI | 3.26% |
| TREASURY BILL 00.0000 04/15/2021 | 3.21% |
| SPTR R US0001M P 01/11/22 GS | 3.18% |
| EURO-SCHATZ FUT MAR21 DUH1 | 2.78% |
| NDUEEGF R US0001M P 02/05/22 JP | 2.51% |
| GSGLPHCL R US0001M P 12/15/25 GS | 2.01% |
| TREASURY BILL 00.0000 03/25/2021 | 1.92% |
| US 5YR NOTE (CBT) JUN21 FVM1 | 1.75% |
| US 10YR NOTE (CBT)JUN21 TYM1 | 1.70% |
| NDDUEAFE R US0001M P 02/05/22 JP | 1.56% |
| CASH MGMT BILL 00.0000 06/08/2021 | 1.54% |
| XNDX R US0001M P 02/05/22 JP | 1.49% |
| FNMA FN30 TBA UMBS 06.0000 03/01/2051 | 1.44% |
| FNMA FN30 TBA UMBS 03.5000 03/01/2051 | 1.36% |
| GNMA GII30 TBA 03.0000 03/01/2051 | 1.33% |
| CASH MGMT BILL 00.0000 07/13/2021 | 1.28% |
| TREASURY BILL 00.0000 06/10/2021 | 1.28% |
| RU20INTR R US0001M P 02/05/22 JP | 1.04% |
| ATLANTIC ASSET SECURITIZATION 04821TSK2 DCP 05/19/2021 | 0.64% |
| BARCLAYS BANK PLC CCP 06742V4Y4 DCP 03/19/2021 | 0.64% |
| BEDFORD ROW FUNDING CORP 07644AQW7 DCP 03/30/2021 | 0.64% |
| BPCE SA 05571BQK2 DCP 03/19/2021 | 0.64% |
| CHARIOT FUNDING LLC 15963TTH2 DCP 06/17/2021 | 0.64% |
| CHARTA LLC 16115VRK7 DCP 04/19/2021 | 0.64% |
| DNB BANK ASA 2332K0TQ5 DCP 06/24/2021 | 0.64% |
| FHLB 313385HA7 GDC 06/18/2021 | 0.64% |
| FMS WERTMANAGEMENT 34411GQS8 DCP 03/26/2021 | 0.64% |
| LIBERTY STREET FUNDING LLC 53127TST1 DCP 05/27/2021 | 0.64% |
| LLOYDS BANK PLC 53943RQV4 DCP 03/29/2021 | 0.64% |
| MANHATTAN ASSET FUNDING CO LL 56274LQQ0 DCP 03/24/2021 | 0.64% |
| MATCHPOINT FINANCE PLC 57666AQ21 DCP 03/02/2021 | 0.64% |
| MITSUBISHI UFJ TRUST & BANKIN 60682WV54 DCP 08/05/2021 | 0.64% |
| NATIONWIDE BUILDING SOCIETY 6385E0Q48 DCP 03/04/2021 | 0.64% |
| NRW BANK 62939LRS0 DCP 04/26/2021 | 0.64% |
| SWEDBANK AB 87019RQ82 DCP 03/08/2021 | 0.64% |
| TOTAL CAPITAL CANADA LTD 89153PR61 DCP 04/06/2021 | 0.64% |
| UBS AG/LONDON 90351WQF5 DCP 03/15/2021 | 0.64% |
| WESTPAC BANKING CORP/NY 9612C0Q36 DCP 03/03/2021 | 0.64% |
| ABN AMRO FUNDING USA LLC 00084BV27 DCP 08/02/2021 | 0.64% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.62% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.29% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 0.27% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.27% |
| STACR 2016-DNA1 M3 05.6800 07/25/2028 | 0.26% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.26% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.26% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.25% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.24% |
| CDX CDX.EM.34 100.0 12/20/2025 | 0.23% |
| STACR 2016-DNA2 M3 04.7676 10/25/2028 | 0.23% |
| NESTLE SA-REG SEDOL 7123870 | 0.20% |
| RIO TINTO PLC SEDOL 0718875 | 0.20% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.20% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.20% |
| LNSTR 2015-3 B P/P 144A 03.1844 04/20/2048 | 0.19% |
| L OREAL SEDOL 4057808 | 0.19% |
| SONY CORP SEDOL 6821506 | 0.19% |
| TREASURY BILL 00.0000 05/06/2021 | 0.18% |
| CAS 2016-C01 1M2 06.8676 08/25/2028 | 0.17% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.17% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.17% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.16% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.16% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.16% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.16% |
| NINTENDO CO LTD SEDOL 6639550 | 0.16% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.15% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.15% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.15% |
| CWALT 2006-OA7 1A2 01.3184 06/25/2046 | 0.15% |
| ITOCHU CORP SEDOL 6467803 | 0.15% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.15% |
| SANDVIK AB SEDOL B1VQ252 | 0.15% |
| HOYA CORP SEDOL 6441506 | 0.15% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.15% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.14% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.14% |
| CAS 2015-C04 1M2 05.8176 04/25/2028 | 0.14% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.14% |
| STELLANTIS NV SEDOL BMD8F98 | 0.14% |
| COVESTRO AG SEDOL BYTBWY9 | 0.14% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.14% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.14% |
| CSMC 2016-NXSR C 04.3569 12/15/2049 | 0.14% |
| WESFARMERS LTD SEDOL 6948836 | 0.14% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.14% |
| EQUINOR ASA SEDOL 7133608 | 0.14% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.14% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.13% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.13% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.13% |
| KDDI CORP SEDOL 6248990 | 0.13% |
| AVIVA PLC SEDOL 0216238 | 0.12% |
| DBUBS 2011-LC3A D P/P 144A 05.3363 08/10/2044 | 0.12% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.12% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.12% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.12% |
| LEGRAND SA SEDOL B11ZRK9 | 0.12% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.12% |
| CARLSBERG AS-B SEDOL 4169219 | 0.12% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.12% |
| MSC 2012-C4 C P/P 144A 05.4184 03/15/2045 | 0.12% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.12% |
| SPST 2020-2 A 00.9445 03/24/2021 | 0.11% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.11% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.11% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | 0.11% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.11% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.11% |
| CAS 2016-C02 1M2 06.1176 09/25/2028 | 0.11% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.11% |
| SAMI 2007-AR7 1A1 00.9676 05/25/2047 | 0.11% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.10% |
| JPMBB 2014-C22 C 04.5534 09/15/2047 | 0.10% |
| ENEL SPA SEDOL 7144569 | 0.10% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.10% |
| SANDS CHINA LTD SEDOL B5B23W2 | 0.10% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.10% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.10% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.10% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.10% |
| MSRR 2015-R4 CB1 00.9557 08/26/2047 | 0.10% |
| CAPGEMINI SE SEDOL 4163437 | 0.10% |
| VERIZON COMM 04.3290 09/21/2028 | 0.10% |
| EFMT 2020-1 A1 02.0060 05/25/2065 | 0.10% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.10% |
| JPMBB 2014-C22 XA IO 00.8291 09/15/2047 | 0.10% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.10% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.10% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.10% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.10% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.09% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.09% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.09% |
| AMAZON.COM INC 03.3000 12/05/2021 | 0.09% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.09% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.09% |
| CRH PLC SEDOL 4182249 | 0.09% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.09% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.08% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.08% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.08% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.08% |
| GBP/USD 03/17/2021 BANKAM | 0.08% |
| TPAT 2018-SL1 A P/P 144A 00.7176 01/25/2046 | 0.08% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.08% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.08% |
| WAMU 2005-AR12 1A8 02.9131 10/25/2035 | 0.08% |
| ABBVIE INC 03.2000 11/21/2029 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| EVOLUTION GAMING GRP SEDOL BJXSCH4 | 0.08% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.08% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.08% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.08% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.08% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.08% |
| SMC CORP SEDOL 6763965 | 0.08% |
| 3I GROUP PLC SEDOL B1YW440 | 0.08% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.08% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.07% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.07% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.07% |
| JPMORGAN CHASE & CO 01.1938 05/15/2047 | 0.07% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.07% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.07% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.07% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.07% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.07% |
| BROADCOM INC 04.1500 11/15/2030 | 0.07% |
| COMM 2014-UBS6 C 04.4456 12/10/2047 | 0.07% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.07% |
| ORACLE CORP 02.5000 05/15/2022 | 0.07% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.07% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.07% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.06% |
| APPLE INC 02.8500 05/06/2021 | 0.06% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.06% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.06% |
| EDF SEDOL B0NJJ17 | 0.06% |
| OMRON CORP SEDOL 6659428 | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.06% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.06% |
| CAS 2016-C04 1M2 04.3676 01/25/2029 | 0.06% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.06% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.06% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.06% |
| COMM 2013-CR13 C 04.8850 11/10/2046 | 0.06% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.06% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.06% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.06% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.06% |
| WFRBS 2013-C11 C 04.1994 03/15/2045 | 0.06% |
| CAS 2017-C02 2M2 03.7676 09/25/2029 | 0.06% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.06% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.06% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.06% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.06% |
| NETFLIX INC 04.3750 11/15/2026 | 0.06% |
| FAURECIA SEDOL 4400446 | 0.06% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.06% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.06% |
| EIFFAGE SEDOL B13X013 | 0.06% |
| MSBAM 2014-C17 C 04.4831 08/15/2047 | 0.06% |
| ORACLE CORP 02.6500 07/15/2026 | 0.06% |
| PANDORA A/S SEDOL B44XTX8 | 0.06% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.06% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.06% |
| ASML HOLDING NV SEDOL B929F46 | 0.06% |
| ENI SPA SEDOL 7145056 | 0.06% |
| FUJITSU LTD SEDOL 6356945 | 0.06% |
| NITTO DENKO CORP SEDOL 6641801 | 0.06% |
| ORACLE CORP 03.6250 07/15/2023 | 0.06% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.06% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.05% |
| COMCAST CORP 06.5000 11/15/2035 | 0.05% |
| COMM 2015-LC19 B 03.8290 02/10/2048 | 0.05% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.05% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.05% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.05% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.05% |
| FHMS K114 XAM IO 01.3418 06/25/2030 | 0.05% |
| NEXON CO LTD SEDOL B63QM77 | 0.05% |
| APPLE INC 00.7500 05/11/2023 | 0.05% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.05% |
| WFCM 2013-LC12 C 04.2741 07/15/2046 | 0.05% |
| AENA SME SA SEDOL BVRZ8L1 | 0.05% |
| COMM 2014-CR17 C 04.7831 05/10/2047 | 0.05% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.05% |
| M3 INC SEDOL B02K2M3 | 0.05% |
| SPST 2020-6 A 01.8649 09/07/2021 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.05% |
| SPST 2020-WL1 A 01.2676 06/25/2051 | 0.05% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.05% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.05% |
| COMM 2014-LC15 XA IO 01.0856 04/10/2047 | 0.05% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.05% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.05% |
| MRAIT 2021-5 A1X 07/26/2021 | 0.05% |
| SPST 2020-13 A 01.6149 10/10/2021 | 0.05% |
| SPST 2020-15 A 01.4849 12/10/2021 | 0.05% |
| TOTAL SE SEDOL B15C557 | 0.05% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.05% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.05% |
| OTSUKA CORP SEDOL 6267058 | 0.05% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.05% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.05% |
| HITACHI LTD SEDOL 6429104 | 0.05% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| ECOLAB INC 02.7000 11/01/2026 | 0.05% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.05% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.04% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.04% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.04% |
| GNR 2013-99 AS IO 05.9389 06/20/2043 | 0.04% |
| MSC 2011-C3 B P/P 144A 05.2442 07/15/2049 | 0.04% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| AMGEN INC 02.6000 08/19/2026 | 0.04% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.04% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% |
| SHRP 2020-1 NOTE 03.0875 07/25/2024 | 0.04% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.04% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.04% |
| GSMS 2014-GC22 XA IO 00.9794 06/10/2047 | 0.04% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.04% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.04% |
| CGCMT 2013-GC11 B 03.7320 04/10/2046 | 0.04% |
| CIGNA CORP 03.9000 02/15/2022 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.04% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.04% |
| COMM 2014-UBS6 XA IO 00.8865 12/10/2047 | 0.04% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.04% |
| FHMS K115 X1 01.3278 06/25/2030 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| GSMS 2019-GC40 AS 03.4120 07/10/2052 | 0.04% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.04% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.04% |
| AMERICAN AXLE & MFG INC 06.2500 04/01/2025 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.04% |
| CMLTI 2005-2 1A2A 02.8811 05/25/2035 | 0.04% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.04% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.04% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.04% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.04% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.04% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.04% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.04% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.04% |
| EUR/USD 03/17/2021 SSBT | 0.04% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.04% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.04% |
| UBSBB 2012-C2 D P/P 144A 04.8888 05/10/2063 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.04% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.04% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.04% |
| UNILEVER PLC SEDOL B10RZP7 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.04% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.04% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.04% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.04% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.04% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.04% |
| BANK 2017-BNK8 B 03.9270 11/15/2050 | 0.04% |
| BANK 2019-BN24 AS 03.2830 11/15/2062 | 0.04% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.04% |
| COMM 2012-LC4 C 05.5347 12/10/2044 | 0.04% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.04% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.04% |
| MSBAM 2012-C5 E P/P 144A 04.6745 08/15/2045 | 0.04% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.04% |
| SPST 2021-WL1 A 00.7785 01/26/2054 | 0.04% |
| WFRBS 2011-C3 D P/P 144A 05.5750 03/15/2044 | 0.04% |
| AMGEN INC 04.6630 06/15/2051 | 0.04% |
| CAS 2019-HRP1 M2 02.2800 11/25/2039 | 0.04% |
| CGCMT 2014-GC19 X IO 01.1370 03/10/2047 | 0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.04% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.04% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% |
| FHMS K105 X1 IO 01.5230 01/25/2030 | 0.04% |
| GALAXY ENT GRP L SEDOL 6465874 | 0.04% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.04% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.04% |
| COMM 2014-UBS2 B 04.7010 03/10/2047 | 0.03% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.03% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% |
| SARTORIUS AG-PFD PCT 0.000 | 0.03% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.03% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.03% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.03% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.03% |
| ICL GROUP LTD SEDOL 6455530 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| AT&T INC 04.7500 05/15/2046 | 0.03% |
| CAS 2018-C02 2M2 02.3176 08/25/2030 | 0.03% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.03% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.03% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.03% |
| GSMS 2013-GCJ14 B P/P 144A 04.7425 08/10/2046 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| MSBAM 2014-C14 C 05.0501 02/15/2047 | 0.03% |
| MWST 2020-1 A 01.0176 10/25/2053 | 0.03% |
| MWST 2020-2 A 00.9176 11/25/2053 | 0.03% |
| NH FOODS LTD SEDOL 6640767 | 0.03% |
| PERSIMMON PLC SEDOL 0682538 | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.03% |
| WFRBS 2012-C6 D P/P 144A 05.5788 04/15/2045 | 0.03% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.03% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.03% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.03% |
| LASERTEC CORP SEDOL 6506267 | 0.03% |
| OBAYASHI CORP SEDOL 6656407 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.03% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.03% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.03% |
| CAS 2017-C06 2M2 02.9176 02/25/2030 | 0.03% |
| CHF/USD 03/17/2021 MSCIL | 0.03% |
| FHMS K121 X1 IO 01.0287 10/25/2030 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.03% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.03% |
| BT GROUP PLC SEDOL 3091357 | 0.03% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.03% |
| FISERV INC 04.2000 10/01/2028 | 0.03% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.03% |
| JPMBB 2013-C12 B 04.0992 07/15/2045 | 0.03% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.03% |
| ORACLE CORP 02.5000 10/15/2022 | 0.03% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.03% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.03% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.03% |
| CAS 2017-C01 1M2 03.6676 07/25/2029 | 0.03% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.03% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.03% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.03% |
| FHMS K087 X1 IO 00.3624 12/25/2028 | 0.03% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.03% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.03% |
| JPY/USD 05/19/2021 GSFX | 0.03% |
| KAKAKU.COM INC SEDOL 6689533 | 0.03% |
| MSBAM 2013-C8 B 03.5588 12/15/2048 | 0.03% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.03% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.03% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.03% |
| CAS 2014-C02 1M2 02.7300 05/25/2024 | 0.03% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.03% |
| GNR 2017-H22 EI IO 02.7845 10/20/2067 | 0.03% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.03% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.03% |
| OMV AG SEDOL 4651459 | 0.03% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.03% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.03% |
| CAS 2016-C01 2M2 07.0676 08/25/2028 | 0.03% |
| CAS 2016-C05 2M2 04.5676 01/25/2029 | 0.03% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.03% |
| EQUINIX INC 03.2000 11/18/2029 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.03% |
| GNR 2015-H26 DI IO 01.8793 10/20/2065 | 0.03% |
| HCA INC 04.1250 06/15/2029 | 0.03% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.03% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.02% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.02% |
| HOCHTIEF AG SEDOL 5108664 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.02% |
| MSBAM 2014-C16 AS 04.0940 06/15/2047 | 0.02% |
| MSBAM 2015-C24 B 04.3429 05/15/2048 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.02% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.02% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| JPY/USD 05/19/2021 RBSF | 0.02% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| WFCM 2018-C46 B 04.6330 08/15/2051 | 0.02% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.02% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| CGCMT 2013-GC17 C 05.1091 11/10/2046 | 0.02% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.02% |
| COMM 2014-UBS3 B 04.3130 06/10/2047 | 0.02% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| FHMS K108 X1 IO 01.6903 03/25/2030 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.02% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.02% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.02% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| STACR 2020-HQA1 M2 02.0176 01/25/2050 | 0.02% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.02% |
| 1.431 R ISWP US0003M P 02/24/2031 | 0.02% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.02% |
| BANK 2019-BN23 AS 03.2030 12/15/2052 | 0.02% |
| BHP GROUP LTD SEDOL 6144690 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.02% |
| GSAA 2007-6 1A1 00.3576 05/25/2047 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| OLYMPUS CORP SEDOL 6658801 | 0.02% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.02% |
| WFCM 2018-C48 B 04.9040 01/15/2052 | 0.02% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.02% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.02% |
| FHMS K740 X1 00.7598 09/25/2027 | 0.02% |
| FHMS KW01 X1 IO 00.9681 01/25/2026 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.02% |
| PFIZER INC 03.0000 12/15/2026 | 0.02% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.02% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.02% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.02% |
| ZOETIS INC 03.9000 08/20/2028 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.02% |
| CAS 2015-C03 2M2 05.1300 07/25/2025 | 0.02% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.02% |
| CWALT 2007-OH1 A1D 00.3276 04/25/2047 | 0.02% |
| FHR 3829 AS IO 06.8378 03/15/2041 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| WAMU 2005-AR10 1A3 03.0850 09/25/2035 | 0.02% |
| WELLS FARGO & COMPANY 03.9000 01/26/2051 | 0.02% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5203 12/15/2045 | 0.02% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.02% |
| CAS 2014-C04 1M2 05.0176 11/25/2024 | 0.02% |
| CGCMT 2014-GC19 D P/P 144A 05.0922 03/10/2047 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| MLMI 2005-A2 A2 02.7977 02/25/2035 | 0.02% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| T-MOBILE USA INC P/P 144A 02.2500 11/15/2031 | 0.02% |
| TDK CORP SEDOL 6869302 | 0.02% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| 1.059 R ISWP US0003M P 01/11/2031 | 0.02% |
| AIRBUS SE SEDOL 4012250 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.02% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.02% |
| GBP/USD 03/17/2021 WPAC | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.02% |
| ORACLE CORP 04.0000 11/15/2047 | 0.02% |
| SAIL 2004-10 A10 01.0176 11/25/2034 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| COMM 2013-CR11 XA IO 00.9191 08/10/2050 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.02% |
| JPY/USD 05/19/2021 MSCIL | 0.02% |
| SANTOS LTD SEDOL 6776703 | 0.02% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.02% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.02% |
| EUR/USD 03/17/2021 WPAC | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.02% |
| LENNAR CORP 04.7500 11/29/2027 | 0.02% |
| MSBAM 2014-C17 XA IO 01.0785 08/15/2047 | 0.02% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.02% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.02% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.01% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.01% |
| CAS 2017-C01 1EB1 01.3676 07/25/2029 | 0.01% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7410 09/10/2045 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.01% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| STACR 2018-HRP2 M3 02.5176 02/25/2047 | 0.01% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.01% |
| ADIDAS AG SEDOL 4031976 | 0.01% |
| APPLE INC 04.2500 02/09/2047 | 0.01% |
| AT&T INC 04.3000 02/15/2030 | 0.01% |
| BOLLORE SEDOL 4572709 | 0.01% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| EUR/USD 03/17/2021 RBSF | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.01% |
| SWEDBANK AB - A SHARES SEDOL 4846523 | 0.01% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.01% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.01% |
| CHF/USD 03/17/2021 GSFX | 0.01% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% |
| EUR/USD 03/17/2021 CITI | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.01% |
| JPY/USD 05/19/2021 BANKAM | 0.01% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.01% |
| MSBAM 2013-C12 XA IO 00.5873 10/15/2046 | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.01% |
| STACR 2019-DNA1 M2 02.7676 01/25/2049 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| 1.12792 R ISWP US0003M P 01/13/2031 | 0.01% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.01% |
| ALPHABET INC 02.2500 08/15/2060 | 0.01% |
| AUD/USD 04/21/2021 SSBT | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.01% |
| JPY/USD 05/19/2021 HSBCB | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.01% |
| 1.443 R ISWP US0003M P 02/25/2031 | 0.01% |
| 1.4435 R ISWP US0003M P 02/24/2031 | 0.01% |
| CAS 2018-C01 1M2 02.3676 07/25/2030 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| JPY/USD 05/19/2021 WPAC | 0.01% |
| STACR 2019-HQA1 M2 02.4676 02/25/2049 | 0.01% |
| STORA ENSO OYJ-R SHS SEDOL 5072673 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| 1.438 R ISWP US0003M P 02/25/2031 | 0.01% |
| 1.4525 R ISWP US0003M P 02/25/2031 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| EUR/USD 03/17/2021 BANKAM | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| CAS 2015-C02 1M2 04.1300 05/25/2025 | 0.01% |
| CAS 2016-C07 2M2 04.4676 05/25/2029 | 0.01% |
| GBP/USD 03/17/2021 HSBCB | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| JPY/USD 05/19/2021 CITI | 0.01% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.01% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.01% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | 0.01% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.01% |
| CHF/USD 03/17/2021 TDBK | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.01% |
| GBP/USD 03/17/2021 BCAP-FX | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| 1.637 R ISWP US0003M P 02/04/2051 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CNH/USD 05/20/2021 TDBK | 0.00% |
| GBP/USD 03/17/2021 GSFX | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| SEK/USD 03/17/2021 SSBT | 0.00% |
| US BANCORP 02.6250 01/24/2022 | 0.00% |
| 1.35468 R ISWP US0003M P 02/18/2031 | 0.00% |
| 1.7715 R ISWP US0003M P 02/10/2051 | 0.00% |
| AUD/USD 04/21/2021 BCAP-FX | 0.00% |
| CHF/USD 03/17/2021 CSI-FX | 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% |
| COMCAST CORP 02.3500 01/15/2027 | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| ENRGY TRANS PT/REG FIN 05.8750 03/01/2022 | 0.00% |
| EUR/USD 03/17/2021 BCAP-FX | 0.00% |
| EUR/USD 03/17/2021 TDBK | 0.00% |
| GBP/USD 03/17/2021 CITI | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.00% |
| NZD/USD 04/21/2021 GSFX | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.00% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.00% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.00% |
| SEK/USD 03/17/2021 JPMCB | 0.00% |
| 1.3905 R ISWP US0003M P 02/19/2031 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| KRW/USD 05/20/2021 JPMCB | 0.00% |
| NZD/USD 04/21/2021 CITI | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6707 11/15/2044 | 0.00% |
| 0.2065 R ISWP US0003M P 02/11/2023 | 0.00% |
| 1.3956 R ISWP US0003M P 02/19/2031 | 0.00% |
| 1.447 R ISWP US0003M P 02/26/2031 | 0.00% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% |
| CAD/USD 04/21/2021 JPMCB | 0.00% |
| CAS 2017-C05 1M2A 02.3176 01/25/2030 | 0.00% |
| CHF/USD 03/17/2021 HSBCB | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| JPY/USD 05/19/2021 BCAP-FX | 0.00% |
| NZD/USD 04/21/2021 JPMCB | 0.00% |
| NZD/USD 04/21/2021 UBS | 0.00% |
| 1.4518 R ISWP US0003M P 02/25/2031 | 0.00% |
| 1.452 R ISWP US0003M P 02/25/2031 | 0.00% |
| 1.8835 R ISWP US0003M P 02/22/2051 | 0.00% |
| AUD/USD 04/21/2021 BANKAM | 0.00% |
| CAD/USD 04/21/2021 BANKAM | 0.00% |
| CAD/USD 04/21/2021 BCAP-FX | 0.00% |
| CAD/USD 04/21/2021 TDBK | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 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.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| EUR/USD 03/17/2021 CSI-FX | 0.00% |
| GBP/USD 03/17/2021 RBSF | 0.00% |
| NZD/USD 04/21/2021 HSBCB | 0.00% |
| NZD/USD 04/21/2021 RBSF | 0.00% |
| NZD/USD 04/21/2021 WPAC | 0.00% |
| 0.211 R ISWP US0003M P 02/26/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/11/2023 | 0.00% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.00% |
| CAD/USD 04/21/2021 HSBCB | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 05/20/2021 SSBT | 0.00% |
| DKK/USD 03/17/2021 CITI | 0.00% |
| GBP/USD 03/17/2021 JPMCB | 0.00% |
| GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 0.00% |
| HKD/USD 05/20/2021 BANKAM | 0.00% |
| HKD/USD 05/20/2021 BCAP-FX | 0.00% |
| HKD/USD 05/20/2021 GSFX | 0.00% |
| HKD/USD 05/20/2021 HSBCB | 0.00% |
| HKD/USD 05/20/2021 RBSF | 0.00% |
| HKD/USD 05/20/2021 SSBT | 0.00% |
| HKD/USD 05/20/2021 TDBK | 0.00% |
| HKD/USD 05/20/2021 UBS | 0.00% |
| NZD/USD 04/21/2021 BANKAM | 0.00% |
| NZD/USD 04/21/2021 BCAP-FX | 0.00% |
| NZD/USD 04/21/2021 CSI-FX | 0.00% |
| NZD/USD 04/21/2021 TDBK | 0.00% |
| SGD/USD 05/19/2021 JPMCB | 0.00% |
| AUD/USD 04/21/2021 CITI | -0.00% |
| AUD/USD 04/21/2021 HSBCB | -0.00% |
| AUD/USD 04/21/2021 WPAC | -0.00% |
| CAD/USD 04/21/2021 CSI-FX | -0.00% |
| CAD/USD 04/21/2021 MSCIL | -0.00% |
| CAD/USD 04/21/2021 RBSF | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | -0.00% |
| CNH/USD 05/20/2021 HSBCB | -0.00% |
| CPURNSA P 2.28 R 02/25/31 | -0.00% |
| CPURNSA P 2.281 R 02/24/31 | -0.00% |
| EUR/USD 03/17/2021 GSFX | -0.00% |
| NOK/USD 03/17/2021 GSFX | -0.00% |
| NOK/USD 03/17/2021 TDBK | -0.00% |
| NZD/USD 04/21/2021 MSCIL | -0.00% |
| 0.9305 R ISWP US0003M P 01/06/2031 | -0.00% |
| 1.35734 R ISWP US0003M P 02/19/2031 | -0.00% |
| 1.36253 R ISWP US0003M P 02/19/2031 | -0.00% |
| 1.3692 R ISWP US0003M P 02/19/2031 | -0.00% |
| AUD/USD 04/21/2021 CSI-FX | -0.00% |
| AUD/USD 04/21/2021 TDBK | -0.00% |
| CAD/USD 04/21/2021 GSFX | -0.00% |
| CAD/USD 04/21/2021 UBS | -0.00% |
| CAD/USD 04/21/2021 WPAC | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CPURNSA P 2.278 R 02/25/31 | -0.00% |
| CPURNSA P 2.286 R 02/24/31 | -0.00% |
| PLN/USD 03/17/2021 GSFX | -0.00% |
| 0.6875 R ISWP US0003M P 02/22/2026 | -0.00% |
| 1.35001 R ISWP US0003M P 02/19/2031 | -0.00% |
| CHF/USD 03/17/2021 SSBT | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CPURNSA P 2.2675 R 02/25/31 | -0.00% |
| AUD/USD 04/21/2021 JPMCB | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| NZD/USD 04/21/2021 SSBT | -0.00% |
| 1.559 R ISWP US0003M P 01/28/2051 | -0.00% |
| AUD/USD 04/21/2021 MSCIL | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 03/17/2021 UBS | -0.00% |
| GBP/USD 03/17/2021 TDBK | -0.00% |
| GBP/USD 03/17/2021 UBS | -0.00% |
| NOK/USD 03/17/2021 JPMCB | -0.00% |
| NOK/USD 03/17/2021 UBS | -0.00% |
| CAD/USD 04/21/2021 SSBT | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| ILS/USD 04/21/2021 SSBT | -0.01% |
| SEK/USD 03/17/2021 MSCIL | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| JPY/USD 05/19/2021 TDBK | -0.01% |
| JPY/USD 05/19/2021 UBS | -0.01% |
| 0.589 R ISWP US0003M P 02/11/2026 | -0.01% |
| AUD/USD 04/21/2021 RBSF | -0.01% |
| GBP/USD 03/17/2021 CSI-FX | -0.01% |
| CAD/USD 04/21/2021 CITI | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| AUD/USD 04/21/2021 GSFX | -0.01% |
| AUD/USD 04/21/2021 UBS | -0.01% |
| GBP/USD 03/17/2021 MSCIL | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.02% |
| EUR/USD 03/17/2021 MSCIL | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| GBP/USD 03/17/2021 SSBT | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 1.07 R ISWP US0003M P 01/11/2031 | -0.04% |
| EUR/USD 03/17/2021 JPMCB | -0.07% |
| EUR/USD 03/17/2021 HSBCB | -0.08% |
| JPY/USD 05/19/2021 SSBT | -0.09% |
| JPY/USD 05/19/2021 JPMCB | -0.11% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.16% |
| US 2YR NOTE (CBT) JUN21 TUM1 | -5.10% |
| RU10INTR P US0003M R 06/20/23 BA | -5.50% |
| SPTR P US0001M R 02/05/22 JP | -10.24% |
Portfolio composition as of 04/30/21
| International bonds | 80.79% |
|---|---|
| U.S. Investment-grade bonds | 30.90% |
| U.S. Equity | 22.38% |
| International equity | 18.16% |
| Commodities | 9.18% |
| U.S. High-yield bonds | 7.42% |
| Emerging-markets equity | 2.38% |
| Emerging-market bonds | -5.26% |
| U.S. money markets | -65.93% |
Fixed income statistics as of 04/30/21
| Average effective maturity | 11.30 yrs. |
|---|---|
| Average effective duration | 8.24 yrs. |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: Emerging-market securities carry illiquidity and volatility risks. The fund may invest a portion of its assets in small and/or midsize companies. Such investments increase the risk of greater price fluctuations. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Allocation of assets among asset classes may hurt performance, and efforts to diversify risk through the use of leverage and allocation decisions may not be successful. If the quantitative models or data that are used in managing the fund prove to be incorrect or incomplete, investment decisions made in reliance on the models or data may not produce the desired results and the fund may realize losses. Derivatives carry additional risks, such as the inability to terminate or sell derivatives positions and the failure of the other party to meet its obligations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. Active trading strategies may lose money or not earn a return sufficient to cover trading and other costs. Use of leverage obtained through derivatives increases these risks by increasing investment exposure. Over-the-counter derivatives are also subject to the risk of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. REITs are subject to the risk of economic downturns that have an adverse impact on real estate markets. The use of short selling may result in losses if the securities appreciate in value. Commodities involve market, political, regulatory, and natural conditions risks. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, asset class, geography, industry or sector. International investing involves currency, economic, and political risks. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| Total expense ratio | 1.69% | 2.44% | 2.44% | 1.94% | 1.27% | 1.44% |
| What you pay† | 1.17% | 1.92% | 1.92% | 1.42% | 0.75% | 0.92% |
† The fund's expense ratio is taken from the most recent prospectus and is subject to change. What you pay reflects Putnam Management's decision to contractually limit expenses through 09/30/21
Sales charge
| Investment Breakpoint | Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| $0-$49,999 | 5.75% | 0.00% | 0.00% | -- | -- | -- |
| $50,000-$99,999 | 4.50% | 0.00% | 0.00% | -- | -- | -- |
| $100,000-$249,999 | 3.50% | -- | 0.00% | -- | -- | -- |
| $250,000-$499,999 | 2.50% | -- | 0.00% | -- | -- | -- |
| $500,000-$999,999 | 2.00% | -- | 0.00% | -- | -- | -- |
| $1M-$4M | 0.00% | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% | -- | -- | -- | -- | -- |
| $50M+ | 0.00% | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $1,000,000+) | Class B | Class C | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- |
| 2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- |
| 3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- |
| 4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- |
| 5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- |
| 6 yrs. | 0.00% | 1.00% | 0.00% | -- | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- |
The Putnam Dynamic Risk Allocation Blended Index is an unmanaged index administered by Putnam Management. Effective September 1, 2020, the composition of the Putnam Dynamic Risk Allocation Blended Index is 60% MSCI World Index (ND) and 40% FTSE World Government Bond Index. Prior to September 1, 2020, the Putnam Dynamic Risk Allocation Blended Index was comprised as follows: 50% MSCI World Index (ND), 40% Bloomberg Barclays Global Aggregate Bond Index, and 10% S&P GSCI. The MSCI World Index is a free float-adjusted market capitalization weighted index of equity securities that is designed to measure the equity market performance of developed markets. The FTSE World Government Bond Index (WGBI) measures the performance of fixed-rate, local-currency, investment-grade sovereign bonds. The Bloomberg Barclays Global Aggregate Bond Index is an unmanaged index of global investment-grade fixed-income securities. The S&P GSCI is a composite index of commodity sector returns that represents a broadly diversified, unleveraged, long-only position in commodity futures. You cannot invest directly in an index.
Consider these risks before investing: Emerging-market securities carry illiquidity and volatility risks. The fund may invest a portion of its assets in small and/or midsize companies. Such investments increase the risk of greater price fluctuations. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Allocation of assets among asset classes may hurt performance, and efforts to diversify risk through the use of leverage and allocation decisions may not be successful. If the quantitative models or data that are used in managing the fund prove to be incorrect or incomplete, investment decisions made in reliance on the models or data may not produce the desired results and the fund may realize losses. Derivatives carry additional risks, such as the inability to terminate or sell derivatives positions and the failure of the other party to meet its obligations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. Active trading strategies may lose money or not earn a return sufficient to cover trading and other costs. Use of leverage obtained through derivatives increases these risks by increasing investment exposure. Over-the-counter derivatives are also subject to the risk of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. REITs are subject to the risk of economic downturns that have an adverse impact on real estate markets. The use of short selling may result in losses if the securities appreciate in value. Commodities involve market, political, regulatory, and natural conditions risks. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, asset class, geography, industry or sector. International investing involves currency, economic, and political risks. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.