DISCLOSE REGISTER - FULL PORTFOLIO HOLDINGS 1

DISCLOSE REGISTER - FULL PORTFOLIO HOLDINGS 1.0

Offer nameNew Zealand Defence Force

FlexiSaver Scheme Offer number OFR10288

Fund name Mercer Moderate fund Fund number FND55

Period disclosure applies [dd/mm/yyyy] 30/09/2020

Asset name % of fund net assets Security code

AMP Capital Investors NZ Cash Fund 16.59%

Robeco Global Credit Fund 3.57%

NEW ZEALAND GOVERNMENT BOND 5.5% 15/04/2023 1.45% NZGOVDT423C0

Westpac Business Interest Account 1.32%

Fisher & Paykel Healthcare Corporation Limited 1.27% NZFAPE0001S2


First State Investments Global Listed Infrastructure

Fund1.16%


Aviva Investors Multi-Strategy Fixed Income Fund 1.14%

NEW ZEALAND GOVERNMENT INDEXED BOND 2%

20/09/2025 0.96% NZIIBDT002C2

THE A2 MILK COMPANY LIMITED 0.88% NZATME0002S8


Housing New Zealand Ltd Bond 3.42% 18/10/2028 0.80% NZHNZD0628L7

HOUSING NEW ZEALAND LTD 051026 2.247 GB 0.67% NZHNZD0001L7

NEW ZEALAND GOVERNEMNT 200429 3.0 GB 0.63% NZGOVDT429C7

NEW ZEALAND GOVERNMENT 2.75% 15/04/2025 0.62% NZGOVDT425C5

SPARK NEW ZEALAND LIMITED 0.56% NZTELE0001S4


NEW ZEALAND GOVERNMENT 6% 15/05/2021 0.54% NZGOVD0521C2


KKR Global Infrastructure Investors II L.P. (& NT

overlay)0.52%

NEW ZEALAND GOVERNMENT 150541 1.75 GB 0.52% NZGOVDT541C9

Auckland International Airport Limited 0.50% NZAIAE0002S6

Investa Commercial Property Fund 0.47%

BELGIUM(KINGDOM) 0% T-BILL 14/01/2021 EUR 0.46% BE0312774467

HOUSING NEW ZEALAND LTD 120625 3.36 CB 0.45% NZHNZD0625L3

GERMANY(FED REP) 0% T-BILL 20/01/21 EUR0.01 0.44% DE0001030294

MICROSOFT CORP USD0.00005 0.43% US5949181045

BNP Paribas New Zealand Dollar Account 0.42%

Taconic 0.39%

Charter Hall Core Plus Industrial Fund (CPIF) 0.39%

BNP Paribas US Dollar Account 0.38%

MAINFREIGHT LIMITED 0.38% NZMFTE0001S9


NEW ZEALAND GOVT 200930 3.00 INDEXED BOND 0.36% NZIIBDT003C0

AMAZON COM INC 0.35% US0231351067

Meridian Energy Limited 0.35% NZMELE0002S7

ALIBABA GROUP HOLDING LTD 0.35% US01609W1027

Brevan Howard 0.34%

Cash / Other 0.32%

IFM Australian Infrastructure Wholesale Fund 0.31%

CONTACT ENERGY LIMITED 0.31% NZCENE0001S6

DIVERSIFIED MITNZ - NZDCASH 0.31%

Engadine 0.31%

EBOS GROUP LIMITED 0.29% NZEBOE0001S6

Dexus Wholesale Property Fund 0.29%

Page 1 of 114 all MF.xlsm

Macquarie Asian Investment Fund LP (& NT overlay) 0.29%

RYMAN HEALTHCARE LTD 0.28% NZRYME0001S4

COLONIAL FIRST STATE INFRASTRUCTURE INCOME

FUND0.28%

BELGIUM(KINGDOM) 0% T-BILL 12/11/2020 EUR 0.28% BE0312773451

NEW ZEALAND LOCAL GOVERNMENT FUNDING

AGENCY 2.25% 15/04/20240.28% NZLGFDT011C6

Outstanding Settlement Receipts - NZD 0.28%


AGENCY 150426 1.50 GB0.28% NZLGFDT014C0

Ceské Radiokomunikace (“CRa”) 0.27%

Man 0.27%

United States dollar 0.26%

NETHERLANDS KING 0% T-BILL 29/10/2020 EUR1 0.26% NL0014913295

TENCENT HLDGS LIMITED 0.26% KYG875721634


Elementum 0.24%

Australian Dollar Custodial Account – MIF Global

Unlisted Infrastructure 20.24%

Greenvale 0.24%

FRANCE(GOVT OF) 0% T-BILL 25/11/2020 EUR1 0.22% FR0126310210

US Treasury Notes/Bonds 1.5% 15/02/2030 0.22% US912828Z948

UNITED STATES TREAS BILLS 10-15-2020 0.21% US9127962R96

Charter Hall Retail Partnership 0.21%

MERCURY NZ LIMITED 0.20% NZMRPE0001S2


APPLE INC 0.20% US0378331005

CSL LIMITED 0.19% AU000000CSL8

UNITED KINGDOM(GOVERNMENT OF) 3.25% GILTDUE

22/01/20440.19% GB00B84Z9V04

Tiger Eye 0.18%

UK(GOVT OF) 0% T-BILL 16/11/2020 GBP 0.17% GB00BHLG8S97

SUMMERSET GROUP HOLDINGS LTD 0.17% NZSUME0001S0

Fletcher Building Limited 0.17% NZFBUE0001S0

PORT OF TAURANGA LTD 0.17% NZPOTE0003S0

GMO 0.16%

IPM 0.16%

UNITED STATES TREAS NTS DTD 07/31/2016 1.125%

DUE 07-31-2021 REG0.16% US912828S760

OTC DERIVATIVE CASH COLL RECEIVABLE FROMBNP

PARIBAS0.16%

CHORUS LIMITED ORDINARY FULLY PAID 0.16% NZCNUE0001S2

NOVARTIS AG - CHF0.50 (REGD) 0.16% CH0012005267

BNP New Zealand Dollar Custodial Account Indexed

Cash Portfolio0.16%

AMERICAN TWR REIT INC 0.16% US03027X1000

INTACT FINANCIAL CORPORATION 0.15% CA45823T1066

UNITED STATES TREAS BILLS 01-07-2021 0.15% US9127963T44

Euro 0.15%

JAPAN(GOVT OF) 0.4% SNR 20/03/50 JPY50000 0.15% JP1300661L47

FNMA SINGLE FAMILY MORTGAGE 2.5% 30 YEARS

SETTLES OCTOBER0.15% US01F0226A83

Crabel 0.15%

TAIWAN SEMICON MANUFACTURING CO LTD 0.15% TW0002330008

New Zealand Dollar Custodial Account – MITNZ

Unlisted Property Portfolio B0.15%


SETTLES NOVEMBER0.15% US01F0226B66

GOODMAN GROUP 0.14% AU000000GMG2

BELGIUM(KINGDOM) 0% T-BILL 15/07/21 EUR0.01 0.14% BE0312777494


JAPAN-130 (20 YR T BOND 1.8% 20/09/2031 0.14% JP1201301B94

FREIGHTWAYS LIMITED 0.14% NZFREE0001S0

FACEBOOK INC 0.13% US30303M1027

JOHNSON & JOHNSON COM US$1 0.13% US4781601046

MEXICO(UTD MEX ST) 8.5% GTD SNR 18/11/2038

MXN0.13% MX0MGO0000J5

Stonepeak Infrastructure Fund II 0.13%

TESLA INC 0.13% US88160R1014

PROLOGIS INC COM 0.12% US74340W1036

MACQUARIE GROUP LTD 0.12% AU000000MQG1


AGENCY 2.75% 15/04/20250.12% NZLGFDT008C2

SAMSUNG ELECTRONICS CO LTD 0.12% KR7005930003

PRECINCT PROPERTIES NEW ZEALAND LIMITED 0.12% NZAPTE0001S3

RAMSAY HEALTH CARE 0.12% AU000000RHC8

FIDELITY NATIONAL INFORMATION SERVICES I 0.12% US31620M1062

Investa SPV Aust Property Fund 0.11%

JAPAN(GOVT OF) 0.6% SNR 20/09/37 JPY50000 0.11% JP1201621H91

MOTOROLA SOLUTIONS INC 0.11% US6200763075

AIA GROUP LTD 0.11% HK0000069689

MERCER MITNZ 0.11%

INFRATIL LIMITED 0.11% NZIFTE0003S3

VONOVIA SE NPV 0.11% DE000A1ML7J1

MEITUAN DIANPING 0.11% KYG596691041

Z ENERGY LTD 0.10% NZZELE0001S1

ALPHABET INC COM CL C 0.10% US02079K1079


Overseas Shares Portfolio B0.10%

UK(GOVT OF) 4.75% SNR 07/12/30 GBP1000 0.10% GB00B24FF097

PUSHPAY HOLDINGS LTD 0.10% NZPAYE0003S9


Unlisted Infrastructure0.10%

NVIDIA CORP 0.10% US67066G1040

SKYCITY ENTERTAINMENT GROUP LIMITED 0.10% NZSKCE0001S2

INTEL CORP USD0.001 0.10% US4581401001

Axium Infrastructure LP 0.10%

Fisher Institutional Property Fund 0.10%

GNMAII POOL #MA6766 SER 2050 3% DUE 07-20-

2050 BEO0.10% US36179VQT07

New Zealand Dollar Custodial Account – MITNZ New

Zealand Sovereign Bonds Portfolio0.10%

MEDICAL PROPERTIES TRUST INC - REAL ESTA 0.09% US58463J3041

UNITED STATES TREAS 1.625% DUE 11-15-2022 0.09% US912828TY62

BELGIUM(KINGDOM) 0% T-BILL 09/09/21 EUR0.01 0.09% BE0312778500

FNMA POOL #MA4079 3% 07-01-2050 BEO 0.09% US31418DQ965

MASTERCARD INC - CLASS A 0.09% US57636Q1040

CANADIAN NATL RAILWAY CO 0.09% CA1363751027

NESTLE SA 0.09% CH0038863350

NEW ZELAND GOVT 200940 2.50 INDEXED BOND 0.09% NZIIBDT005C5

ITALY(REPUBLIC OF) 4.75% BDS 01/09/44 EUR1000 0.09% IT0004923998


MXN0.09% MX0MGO0000U2

FNMA SINGLE FAMILY MORTGAGE 2% 30 YEARS


HCA HEALTHCARE INC 0.09% US40412C1018

ITALY(REP OF) 2.45% SNR 01/09/50 EUR1000 0.09% IT0005398406

WALMART INC 0.09% US9311421039

KIWI PROPERTY GROUP LIMITED 0.09% NZKPGE0001S9

WASTE CONNECTIONS COM NPV 0.09% CA94106B1013

FNMA TBA 30 YR TBA NOVEMBER 2.00% 0.08% US01F0206B03



MXN0.08% MX0MGO0000D8

CISCO SYSTEMS INC 0.08% US17275R1023

ASML HOLDING NV 0.08% NL0010273215

UNITED STATES TREAS BILLS 11-27-2020 0.08% US9127963B36

BRENNTAG AG 0.08% DE000A1DAHH0

FRANCE(GOVT OF) 3.25% SNR 25/05/2045 EUR1 0.08% FR0011461037

HUMANA INC 0.08% US4448591028

New Zealand Dollar Custodial Account – MITNZ Trans

Tasman Shares Portfolio0.08%

GSA 0.08%

JAPAN GOVT TBOND .1% 20/06/2029 0.08% JP1103551K72



UTD STATES TREAS 1.875% DUE 07-31-2022 0.08% US9128282P40

ROCHE HLDGS AD GENUSSCHEINE NPV 0.08% CH0012032048

HOLOGIC INC 0.08% US4364401012

UNITED STATES TREAS BDS 1.5% DUE 08-15-

2026 REG0.08% US9128282A70


New Zealand Dollar Custodial Account – MITNZ Select

Alternative Strategy Portfolio0.07%

ROPER TECHNOLOGIES INC 0.07% US7766961061

Outstanding Settlement Receipts - USD 0.07%

PACIFIC EDGE LTD NPV 0.07% NZPEBE0002S1

DANAHER CORP 0.07% US2358511028

UNITED STATES TREAS NTS DTD 08/15/2019 1.5% DUE

08-15-2022 REG0.07% US912828YA22

ABBOTT LABS 0.07% US0028241000

COLONIAL FIRST STATE ACTIVE INFRASTRUCTURE

INCOME FUND0.07%


UNITED STATES TREAS INFL INDEXED NTS 0.75% 07-15-

20280.07% US912828Y388

GENESIS ENERGY LTD 0.07% NZGNEE0001S7

PROCTER & GAMBLE COMPANY 0.07% US7427181091

SHOPIFY INC 0.07% CA82509L1076

UNITED STATES TREAS NTS .125% DUE 07-15-2030 0.07% US912828ZZ63


AGENCY 200429 1.50 GB0.07% NZLGFDT012C4

FUTURES MARGIN-NZD 0.07%

EDENRED 0.07% FR0010908533

SPAIN(KINGDOM OF) 2.15% SNR 31/10/25 EUR1000 0.07% ES00000127G9

GLOBE LIFE INC COM USD1.00 0.07% US37959E1029

VINCI SA 0.07% FR0000125486

AVALONBAY COMMUNITIES INC 0.07% US0534841012

SEGRO PLC 0.07% GB00B5ZN1N88

NETFLIX INC 0.06% US64110L1061

KATHMANDU HOLDINGS LTD 0.06% NZKMDE0001S3

AMGEN INC 0.06% US0311621009

NOMAD FOODS LTD 0.06% VGG6564A1057

INVITATION HOMES INC 0.06% US46187W1071

UNITED STATES TREAS DTD 02/15/2015 2% DUE 02-

15-2025 REG0.06% US912828J272

VERISK ANALYTICS I COM USD0.001 CLASS A 0.06% US92345Y1064

VISA INC - A 0.06% US92826C8394


YUM CHINA HOLDINGS INC 0.06% US98850P1093

MICRON TECHNOLOGY INC USD 0.06% US5951121038

UNITED STATES TREAS BDS 2.125 2-15-2041 0.06% US912810QP66

VERIZON COMMUNICATIONS 0.06% US92343V1044

US DOLLAR 0.06%

ITALY(REP OF) 0% T-BILL 29/01/21 EUR1000 0.06% IT0005415952



JAPANESE GOVT 10Y .1% 20/09/2029 0.06% JP1103561KA2



RUBIS EUR1.25 0.06% FR0013269123

ISHARES MSCI SAUDI ARABIA ETF 0.06% US46434V4234

MEXICO(UNITED MEXICAN STATES) 7.75% NTS

13/11/420.06% MX0MGO0000R8

CFS Finerge & NT overlay 0.06%

SCALES CORP LTD 0.06% NZSCLE0002S8

ORACLE CORP USD0.01 0.06% US68389X1054

PFIZER INC COM US$0.05 0.06% US7170811035

UNITED STATES TREAS NTS .625% DUE 05-15-2030

REG0.06% US912828ZQ64

NT Passive FX overlay 100% (Overseas Sovereign Bonds

Portfolio)0.06%

THE WALT DISNEY CO 0.06% US2546871060

New Zealand Dollar Custodial Account – MITNZ Hedged

Overseas Shares Portfolio B0.06%

RIO TINTO LIMITED 0.05% AU000000RIO1

COMCAST CORP 0.05% US20030N1019

NT Passive FX overlay 100% (Global Credit Portfolio) 0.05%

NIDEC CORPORATION 0.05% JP3734800000

ARTHUR J GALLAGHER CO 0.05% US3635761097

GILEAD SCIENCES INC 0.05% US3755581036

TD AMERITRADE HOLDING CORP 0.05% US87236Y1082

BALL CORP COM NPV 0.05% US0584981064

JAPAN(GOVT OF) 0% T-BILL 05/10/2020 JPY 0.05% JP1749191L77

ENSTAR GROUP LTD 0.05% BMG3075P1014

GODADDY INC 0.05% US3802371076

UNITED STATES TREAS BDS 3.0% DUE 08-15-2048 0.05% US912810SD19

JAPAN(GOVT OF) 0.3% SNR 20/06/39 JPY50000 0.05% JP1201691K75

BIOGEN INC 0.05% US09062X1037

KEYENCE CORP NPV 0.05% JP3236200006

BONOS Y OBLIG DEL 144A 1.25% 31/10/2030 0.05% ES0000012G34

Australian Dollar Custodial Account – MMF Global

Credit Fund0.05%

GNMA II JUMBOS 4 30 YEARS SETTLES OCT 0.05% US21H0406A63

GENMAB AS 0.05% DK0010272202

CHARTER HALL GROUP 0.05% AU000000CHC0

COPART INC 0.05% US2172041061

KERING 0.05% FR0000121485

TJX COS INC 0.05% US8725401090

WELLTOWER INC 0.05% US95040Q1040

ZOETIS INC 0.05% US98978V1035

BECTON DICKINSON AND COMPANY 0.05% US0758871091

OTC DER CASH COLL REC FROM BARCLAYS 0.05%

ILLUMINA INC 0.05% US4523271090

TURKEY(REP OF) 3.25% SNR 23/03/2023 USD 0.05% US900123CA66

TRANSURBAN GROUP ORDINARY SHARES UNITS

STAPLED SECURITIES0.05% AU000000TCL6

DDI Y5000 0.05% JP3496400007

SYDNEY AIRPORT UNITS FULLY PAID STAPLED

SECURITIES0.05% AU000000SYD9

I-Squared capital Co-Investment 0.05%

MALAYSIA (GOVT OF) 3.8% BDS 17/08/2023 MYR 0.05% MYBML1600014

CAPGEMINI SA 0.05% FR0000125338

AMPHENOL CORP-CL A 0.05% US0320951017

RESMED INC 0.05% AU000000RMD6

SALESFORCE.COM INC 0.05% US79466L3024

MERCK & CO INC NEW COM 0.05% US58933Y1055



AT & T INC 0.05% US00206R1023

CITRIX SYSTEMS INC 0.05% US1773761002

UNITED STATES OF AMER TREAS BONDS DTD

05/15/2015 2.125% DUE 05-15-2025 REG0.05% US912828XB14

RECRUIT HLDGS CO LNPV 0.05% JP3970300004

KROGER CO COM USD1.00 0.05% US5010441013

DANAHER CORP COMMON STOCK USD.01 0.05% US2358511028

Lend Lease APPF Retail 0.05%


NATIONAL AUSTRALIA BANK LIMITED 0.05% AU000000NAB4


New Zealand Dollar Custodial Account – MITNZ Global

Credit Portfolio0.04%

NETHERLANDS KING 0% T-BILL 28/01/2021 EUR1 0.04% NL0014832073


SINGAPORE(GOVT OF) 3% SNR 01/09/2024 SGD1000 0.04% SG7S30941627

PEPSICO INC CAP US$0.01 2/3 0.04% US7134481081

SCHWAB (CHARLES) CORP 0.04% US8085131055

SERKO LTD 0.04% NZSKOE0001S7

NINTENDO CO LTD JP50 0.04% JP3756600007

VISCOFAN SA 0.04% ES0184262212

FORD MOTOR COMPANY 0.04% US3453708600

ENBRIDGE INC 0.04% CA29250N1050

CHILE(REP OF) 4.5% SNR 01/03/2026 CLP 0.04% CL0002172501

AMERICAN HOMES 4 RENT 0.04% US02665T3068

GOODMAN PROPERTY TRUST 0.04% NZCPTE0001S9

KONINKLIJKE AHOLD DELHAIZE NV 0.04% NL0011794037

ATMOS ENERGY CORP 0.04% US0495601058

ARISTOCRAT LEISURE LTD 0.04% AU000000ALL7

TARGET CORPORATION 0.04% US87612E1064

INTL FLAVORS & FRAGRANCES USD 0.04% US4595061015

SPAIN(KINGDOM OF) 5.15% SNR 31/10/28 EUR1000 0.04% ES00000124C5

GPT Wholesale Office Fund 0.04%

ALEXANDRIA REAL ESTATE EQUITIES 0.04% US0152711091

ESSEX PROPERTY TRUST INC 0.04% US2971781057

WESTPAC NZD COLL 0.04%

CONSTELLATION SOFTWARE COM 0.04% CA21037X1006

KLA TENCOR CORPORATION COM USD 0.01 0.04% US4824801009

IQVIA HOLDINGS INC 0.04% US46266C1053

ZOOM VIDEO COMMUNICATIONS INC 0.04% US98980L1017

COSTCO WHOLESALE CORP 0.04% US22160K1051

UNITED STATES TREAS BDS DTD 00210 4.25% DUE 05-

15-2039 REG0.04% US912810QB70

GLAXOSMITHKLINE PLC 0.04% GB0009252882

AUTOMATIC DATA PROC. 0.04% US0530151036

ITALY(REP OF) 5% SNR 01/08/2034 EUR1000'9 0.04% IT0003535157

PERFORMANCE FOOD GROUP CO 0.04% US71377A1034

BUREAU VERITAS SA 0.04% FR0006174348

Goodman Australia Industrial Fund 0.04%

XERO LIMITED ORDINARY FULLY PAID 0.04% NZXROE0001S2

TAL EDUCATION GROUP ADR 0.04% US8740801043

GUANGDONG INVESTMENT LIMITED 0.04% HK0270001396

APTIV PLC COM USD001 0.04% JE00B783TY65

REXFORD INDUSTRIAL REALTY INC 0.04% US76169C1009

INDONESIA(REP OF) 8.25% SNR 15/05/2029 IDR 0.04% IDG000012907

MALAYSIA (GOVT OF) 3.828% BDS 05/07/2034MYR 0.04% MYBMS1900047

SUN COMMUNITIES INC 0.04% US8666741041


Sustainable Global Equities0.04%




MITSUBISHI ESTATE JPY50 0.04% JP3899600005



Income Due - NZD 0.04%

NORWAY(KINGDOM OF) 1.75% SNR 17/02/27

NOK10000.04% NO0010786288

RIO TINTO PLC ORD 10P GBP 0.04% GB0007188757

APPLIED MATERIALS US 0.04% US0382221051

MURATA MANUFACTURING CO JPY50 0.04% JP3914400001

ASHTEAD GROUP PLC 0.04% GB0000536739

JP MORGAN CHASE & CO 0.04% US46625H1005

JAPAN(GOVT OF) 0.6% SNR 20/12/36 JPY50000 0.04% JP1201591GC4

RED ELECTRICA DE ES 0.04% ES0173093024

PINDUODUO INC 0.04% US7223041028

British pound sterling 0.04%

SUN HUNG KAI PROPERTY HKD 0.04% HK0016000132

CANADA(GOVT OF) 2.5% BDS 01/06/24 CAD1000 0.04% CA135087B451

JAPAN(GOVT OF) 0.1% SNR 20/06/26 JPY50000 0.04% JP1103431G66

NTT DOCOMO INC 0.04% JP3165650007

STERICYCLE INC 0.04% US8589121081

UNITED STATES TREAS NTS DTD 604 2.375% DUE 08-

15-2024 REG0.04% US912828D564

EUROFINS SCIENTIFIC SE FRENCH BRANCH 0.04% FR0000038259



EVERSOURCE ENERGY COM 0.04% US30040W1080

CROWN CASTLE INTL CORP 0.04% US22822V1017

SANOFI SA 0.04% FR0000120578

SEMPRA ENERGY USD 0.04% US8168511090

NEW WORLD DEVELOPMENT CO LTD 0.04% HK0000608585

NIPPON TEL AND TEL CP NPV 0.04% JP3735400008

NETEASE INC ADR 0.04% US64110W1027

US TREASURY N/B 2% DUE 02-15-2050 REG 0.04% US912810SL35

KONINKLIJKE VOPAK NV 0.04% NL0009432491

JUNIPER NETWORK INC 0.04% US48203R1041

NASPERS LTD 0.04% ZAE000015889

TERADYNE INC 0.04% US8807701029


VISTA GROUP INTERNATIONAL LTD 0.03% NZVGLE0003S1

New Zealand Dollar Custodial Account – MITNZ Mercer

Socially Responsible Overseas Shares Index Portfolio0.03%


AVANGRID INC COM NPV 0.03% US05351W1036

FWD CNTRT T0 BUY BTPS FWD 10-08-20 1.8

99Z0GRIM1 101.567508 BARCGB33XXX0.03%

DEXCOM INC COM USD0.001 0.03% US2521311074

CANADA HOUSING TST 2.35% GTD 15/09/2023 CAD 0.03% CA13509PDV28

MORGAN STANLEY 4.431% 01-23-2030 0.03% US6174468G77

UNITED STATES TREAS BDS 2.875 DUE DUE 05-15-

20430.03% US912810RB61

F5 NETWORKS INC 0.03% US3156161024

PHILIPPINES(REP OF 3.9% SNR 26/11/22 DUAL CURR 0.03% US718286BX44

UTD STATES TREAS .25% DUE 06-30-2025 0.03% US912828ZW33

SANFORD LTD 0.03% NZSANE0001S0


Unlisted Infrastructure 30.03%

INDUSTRIAL AND INFRAREIT 0.03% JP3046500009


New Zealand Dollar Custodial Account – MITNZ Listed

Property Portfolio0.03%

PELOTON INTERACTIVE INC 0.03% US70614W1009

TOKYO ELECTRON LTD JPY 0.03% JP3571400005

UNITED STATES TREAS NTS INFL IDX DTD 0.625% 01-

15-20260.03% US912828N712


EQUINIX INC COM 0.03% US29444U7000



MICROSOFT CORP COMMON STOCK USD.00000625 0.03% US5949181045

BUONI POLIENNALI TBOND 144A 3.85% 01/09/2049 0.03% IT0005363111

TELSTRA CORPORATION LIMITED 0.03% AU000000TLS2

XCEL ENERGY INC 0.03% US98389B1008

NT Passive FX overlay 100% (Absolute Return Bond) 0.03%

THE LINK REAL ESTATE INVESTMENT TRUST 0.03% HK0823032773


Emerging Markets Portfolio0.03%

AUSTRALIA(CMNWLTH) 3% SNR 21/03/2047

AUD10000.03% AU000XCLWAS7

NEXTDC LIMITED ORDINARY FULLY PAID 0.03% AU000000NXT8

AMP Shopping Centre Fund 0.03%

STORE CAPITAL CORP 0.03% US8621211007

ROMANIA(REP OF) 5% SNR 12/02/2029 RON5000 0.03% ROVRZSEM43E4

DOMINOS PIZZA INC 0.03% US25754A2015

AUSTRALIAN GOVT T-BOND 1.0% 21/12/2030 0.03% AU0000087454

GNMA II JUMBOS 3.5 30 YEARS SETTLES OCT 0.03% US21H0326A37

FERGUSON PLC NEW ORD GBP 0.10 0.03% JE00BJVNSS43

ADOBE INC COM USD0.0001 0.03% US00724F1012

ALSTOM SA 0.03% FR0010220475

BANK OF AMERICA CORPORATION 0.03% US0605051046

Japanese yen 0.03%

HEALTHCARE TRUST OF AMERICA INC 0.03% US42225P5017

CSX CORP 0.03% US1264081035

INTL BANK RECON&DV 6% CURR/LKD 16/01/2025

INR0.03% XS2102927725

AMETEK INC 0.03% US0311001004

VESTAS WIND SYSTEMS A/S COMMON STOCK DKK1. 0.03% DK0010268606

GENERAL MOTORS CO 0.03% US37045V1008

SINGAPORE(GOVT OF) 3.125% SNR 01/09/22 SGD1000 0.03% SG7J28931946

VOLPARA HEALTH TECHNOLOGIES LIMITED ORDINARY

FULLY PAID0.03% NZVHTE0001S6

CHINA MOBILE LTD 0.03% HK0941009539

TOWER LIMITED 0.03% NZTWRE0011S2

UNITED STATES OF AMER TREAS NOTES INFL IDX

0.125% 04-15-20210.03% US912828Q608

AMERICAN WATER WORKS CO INC 0.03% US0304201033

MOODYS CORPORATION 0.03% US6153691059

BRISTOL MYERS SQUIBB COMPANY 0.03% US1101221083

ALPHABET INC CAP STK USD0.001 CL A 0.03% US02079K3059

EXTRA SPACE STORAGE INC 0.03% US30225T1025

HEWLETT PACKARD CO 0.03% US40434L1052

WATERS CORPORATION 0.03% US9418481035

JAPAN(GOVT OF) 0.1% SNR 20/09/24 JPY50000 0.03% JP1051411KA2

NOVO NORDISK A S 0.03% DK0060534915

AMDOCS LIMITED 0.03% GB0022569080

GNMA II JUMBOS 3.5% 30 YEARS SETTLES NOV 0.03% US21H0326B10

NOMURA REAL EST MA REIT 0.03% JP3048110005


INTUITIVE SURGICAL INC 0.03% US46120E6023



Absolute Return Bond Portfolio0.03%

AFTERPAY LIMITED 0.03% AU000000APT1

MSCI INC 0.03% US55354G1004

SPAIN(KINGDOM OF) 0.5% SNR 30/04/2030 EUR1000 0.03% ES0000012F76

SINGAPORE(GOVT OF) 1.25% SNR 01/10/21 SGD1000 0.03% SG31B0000009

LYONDELLBASELL INDUSTRIES 0.03% NL0009434992

UNION PACIFIC CORP 0.03% US9078181081

BUONI POLIENNALI DEL TES 2.00% 01/02/28 0.03% IT0005323032

UNIBAIL-RODAMCO-WE 2.0% 29/06/2032 0.03% FR0013521267

METLIFE INC 0.03% US59156R1086

CROWDSTRIKE HOLDINGS INC 0.03% US22788C1053

SPAIN(KINGDOM OF) 1% SNR 31/10/2050 EUR1000 0.03% ES0000012G00

THERMO FISHER SCIENTIFIC INC COMMON STOCK

USD1.00.03% US8835561023

AUSTRALIA(CMNWLTH) 2.5% SNR 21/05/2030 AUD100 0.03% AU0000013740

NK LUKOIL PAO 0.03% US69343P1057

UNITED URBAN INVESTMENT CORP 0.03% JP3045540006

DOW CHEMICAL CO 0.5% SNR 15/03/27 EUR100000 0.03% XS2122485845

TREASURY WINE ESTATES LIMITED 0.03% AU000000TWE9

ADOBE INC COMMON STOCK USD.0001 0.03% US00724F1012

CHEMED CORPORATION 0.03% US16359R1032

UNITED STATES TREAS N/B T/NOTE 2.625% 12-15-

2021 REG0.03% US9128285R78

NEWCREST MINING LIMITED 0.03% AU000000NCM7

SAP AG 0.03% DE0007164600



IDP EDUCATION LTD 0.03% AU000000IEL5

UMBS TBA 15YR POOL #000000 1.5% DUE 10-15-

2035 REG0.03% US01F0124A11

MASTERCARD INC A COMMON STOCK USD.0001 0.03% US57636Q1040

UNITED STATES TREAS NTS FIXED .125% DUE 05-15-

20230.03% US912828ZP81

NIO INC 0.03% US62914V1061


COLGATE PALMOLIVE USD1 0.03% US1941621039

TRANE TECHNOLOGIES PLC 0.03% IE00BK9ZQ967


SETTLES NOVEMBER0.03% US01F0306B93

CUBESMART COM 0.03% US2296631094

WALGREENS BOOTS AL COM USD0.01 0.03% US9314271084

LILLY (ELI) & CO USD 0.03% US5324571083

Australian dollar 0.03%


ROCKWELL AUTOMATION INC 0.03% US7739031091

HILTON WORLDWIDE H COM USD 0.01 0.03% US43300A2033

BHP GROUP PLC 0.03% GB00BH0P3Z91

JD COM INC 0.03% US47215P1066

WELLS FORGO NA 0.03%

UK(GOVT OF) 4.5% SNR 07/12/2042 GBP1000 0.03% GB00B1VWPJ53

SIGNIFY NV EUR0.01 0.03% NL0011821392


Overseas Sovereign Bonds Portfolio0.03%

GBP BNP PARIBAS A/C 0.03%

KIMBERLY CLARK CORP COM USD1.25 0.03% US4943681035


ECOLAB INC COMMON STOCK USD1.0 0.03% US2788651006

ENTERPRISE PRODS 2.8% DUE 01-31-2030 0.03% US29379VBX01

NOVO NORDISK A/S B COMMON STOCK DKK.2 0.03% DK0060534915

WORKDAY INC 0.03% US98138H1014

ATLAS ARTERIA ORDINARY STAPLED SECURITIES 0.03% AU0000013559

ORSTED A/S COMMON STOCK DKK10.0 0.03% DK0060094928

MONDELEZ INTL INC 2.75% DUE 04-13-2030 REG 0.03% US609207AT22

DOLLAR GENERAL 0.03% US2566771059

AENA SME S.A. 0.03% ES0105046009

OTC DERIVATIVE CASH COLLATERAL RECEIVABLE

FROM USD GSAMUS330.03%

WELLS FARGO & CO 1.338%-FRN SNR 04/05/25EUR 0.03% XS2167007249

TELADOC HEALTH INC 0.02% US87918A1051

TRANSDIGM GROUP INC 0.02% US8936411003

SPOTIFY TECHNOLOGY COM 0.02% LU1778762911

EBAY INC COMMON STOCK USD.001 0.02% US2786421030

SYMRISE AG COMMON STOCK 0.02% DE000SYM9999

SCHNEIDER ELECTRIC SE COMMON STOCK EUR4.0 0.02% FR0000121972

JAPAN .1% 20/12/2023 0.02% JP1051381K12

WMGUI3 Collateral Account 0.02%

ACTIVISION BLIZZARD INC 0.02% US00507V1098

WEC ENERGY GROUP INC 0.02% US92939U1060

JPY BNP PARIBAS A/C 0.02%

Outstanding Settlement Receipts - JPY 0.02%

AUSTRALIA(CMNWLTH) 1.75% SNR 21/06/51

AUD10000.02% AU0000097495

DELIVERY HERO SE 0.02% DE000A2E4K43


Australian Dollar Custodial Account – MIF Direct

Property0.02%

GOLDMAN SACHS GROUP INC. 0.02% US38141G1040

EBAY INC 0.02% US2786421030

RECKITT BENCKISER 0.375% GTD SNR 19/05/26

EUR0.02% XS2177013252


GENERAL MILLS INC 0.02% US3703341046

FRANCE(GOVT OF) 0% SNR 25/11/2029 EUR1'REGS 0.02% FR0013451507

CHURCH & DWIGHT CO 0.02% US1713401024

SWISSCOM AG - CHF17 REGISTERED SHARES 0.02% CH0008742519

PVTPL COX COMMUNICATIONS INC NEW NT 3.5% 08-

15-20270.02% US224044CJ43

ATLASSIAN CORPORATION PLC 0.02% GB00BZ09BD16

FNMA SINGLE FAMILY MORTGAGE 54% 30

YEARSSETTLES OCTOBER0.02% US01F0426A65

ADYEN NV 0.02% NL0012969182

UTD STATES TREAS 1.75% DUE 12-31-2024 0.02% US912828YY08

ALLEGION PLC 0.02% IE00BFRT3W74

LOBLAW COMPANIES LTD 0.02% CA5394811015

CENTAMIN PLC 0.02% JE00B5TT1872

NEXON CO LTD 0.02% JP3758190007

REGENERON PHARMACEUTICALS INC 0.02% US75886F1075

ALLIED PROPERTIES REAL ESTATE INVESTMENT 0.02% CA0194561027

DOCUSIGN INC 0.02% US2561631068

LAM RESEARCH CORPORATION 0.02% US5128071082

JAPAN (GOVERNMENT OF) 2.0% 20/03/2042 0.02% JP1300361C33

UNITED STATES TREAS NTS TNOTE 1.25% 08-31-2024 0.02% US912828YE44

ABBVIE INC COM USD0.01 0.02% US00287Y1091

CLOROX CO DEL 0.02% US1890541097

CROATIA(REP OF) 1.5% SNR 17/06/2031 EUR1000 0.02% XS2190201983

BIO RAD LABORATORIES INC CLASS A 0.02% US0905722072


ADVANCED MICRO DEV 0.02% US0079031078

NISSIN FOOD HOLDINGS CO LTD 0.02% JP3675600005

UNITE GROUP PLC 0.02% GB0006928617

UTD STATES TREAS 1.375% DUE 02-15-2023 0.02% US912828Z864

PERKINELMER INC 0.02% US7140461093

UNITED STATES OF AMERICA TBOND 1.75% 11-15-2029 0.02% US912828YS30

SUMITOMO METAL MINING CO LTD 0.02% JP3402600005

MCDONALD'S CORP 0.02% US5801351017

VICI PROPERTIES INC 0.02% US9256521090

Outstanding Settlement Receipts - AUD 0.02%

AMERICAN WATER WORKS CO INC COMMON STOCK

USD.010.02% US0304201033

ISHARES II PLC JPMORGAN USD EM BND

UCITS ETF USD0.02% IE00B2NPKV68

THAILAND(KINGDOM) 1.25% IDX/LKD 12/03/28THB 0.02% TH0623A38308


REG0.02% US912828ZX16

UNITED STATES OF AMER TREAS NOTES .125% 07-31-

20220.02% US91282CAC55

EXPEDITORS INTL WASH INC 0.02% US3021301094

HENKEL AG & CO KGAA NON VTG PREF 0.02% DE0006048432


PROPERTY FOR INDUSTRY LTD 0.02% NZPFIE0001S5

THERMO FISHER SCIENTIFIC INC 0.02% US8835561023

GNMA II JUMBOS 4.5% 30 YEARS SETTLES OCTOBER 0.02% US21H0426A28

ISRAEL(STATE OF) 3.75% GTD 31/03/47 ILS10000 0.02% IL0011401937

GEORGE WESTON LTD 0.02% CA9611485090

WESTROCK CO COM USD 0.01 0.02% US96145D1054

VMED O2 UK FING I 3.25% 31/01/2031 0.02% XS2231188876

EUR BNP PARIBAS A/C 0.02%

PULTE GROUP INC 0.02% US7458671010

BERKSHIRE HATHAWAY INC - CLASS B 0.02% US0846707026

E.ON SE MTN .25% 24/10/2026 0.02% XS2069380991

INTUIT INC 0.02% US4612021034

SENSATA TECHNO PLC COM EUR0 0.02% GB00BFMBMT84

BELGIUM(KINGDOM) 1.7% SNR 22/06/2050 EUR0.01 0.02% BE0000348574

APTIV PLC COMMON STOCK USD.01 0.02% JE00B783TY65

STERIS PLC 0.02% IE00BFY8C754

CHINA CONSTRUCTION BANK 0.02% CNE1000002H1

CANADIAN APARTMENT PROPERTIES REITS 0.02% CA1349211054

HOME DEPOT USD0.05 0.02% US4370761029

UNITEDHEALTH GROUP INC COM STK US0.01 0.02% US91324P1021

UK(GOVT OF) 0.625% SNR 07/06/25 GBP1000 0.02% GB00BK5CVX03

SOFTBANK CORP 0.02% JP3732000009

SINGAPORE(GOVT OF) 1.75% SNR 01/04/22 SGD1000 0.02% SG31B5000004

MORGAN STANLEY 0.02% US6174464486

APARTMENT INVESTMENT AND MANAGEMENT CO 0.02% US03748R7540

BAIDU INC -SPON ADR 0.02% US0567521085

CUMMINS INC 0.02% US2310211063

SEAGATE TECHNOLOGY 0.02% IE00B58JVZ52

GECINA 0.02% FR0010040865

UNITED STATES TREAS BDS 2.25% 08-15-2049 0.02% US912810SJ88

FEDERAL HOME LN MTG CORP POOL #G05725 4.5%

11-01-2039 BEO0.02% US3128M7VS28

AT&T INC FIXED 1.6% DUE 05-19-2028 0.02% XS2180007549

PING AN INSURANCE GROUP OF CHINA LIMITED 0.02% CNE1000003X6

CASEY'S GENERAL STORES INC 0.02% US1475281036


SINGAPORE(GOVT OF) 2.875% DUE

01/07/2029SGD10000.02% SG3263998209

CHECK POINT SOFTWARE TECH 0.02% IL0010824113

AUSTRALIAN GOVERNMENT 5.5% 21/04/2023 0.02% AU3TB0000101

LEG IMMOBILIEN GMBH 0.02% DE000LEG1110

ROYAL GOLD INC COM USD0.01 0.02% US7802871084

EATON CORP PLC COMMON STOCK USD.01 0.02% IE00B8KQN827

WELLS FARGO & COMPANY 0.02% US9497461015

DA OFFICE INVESTMENT CORPORATION 0.02% JP3046310003

TRINSEO SA 0.02% LU1057788488

WHEATON PRECIOUS M COM NPV 0.02% CA9628791027

SNAM SPA 0.02% IT0003153415

NATIONAL GRID ORD GBP0.12431289 0.02% GB00BDR05C01

MMIT Midtown Holdings, LLC (“Midtown”) 0.02%

CITIGROUP INC USD 0.02% US1729674242

CLP HOLDINGS LIMITED HKD 0.02% HK0002007356

INTERNATIONAL BUSINESS MACHINES CORP CAP 0.02% US4592001014

MEXICO(UTD MEX ST) 8% GTD SNR 07/11/47 MXN100 0.02% MX0MGO000102

EQUITY LIFESTYLE PROPERTIES INC 0.02% US29472R1086

FRANCE(GOVT OF) 5.75% OAT 25/10/32 EUR1 0.02% FR0000187635

AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 0.02% US00846U1016

CNO FINANCIAL GROUP INC 0.02% US12621E1038

UNITED STATES OF AMER TREAS BD 2.375% 5-15-

20270.02% US912828X885

LIBERTY GLOBAL INC 0.02% GB00B8W67B19

QUEST DIAGNOSTICS 2.8% DUE 06-30-2031 0.02% US74834LBC37

UNITED STATES TREAS BDS 3.125 DUE 08-15-2044 0.02% US912810RH32

ICA GRUPPEN AB 0.02% SE0000652216

SPAIN(KINGDOM OF) 2.35% SNR 30/07/33 EUR1000 0.02% ES00000128Q6

BARCLAYS PLC 3.25% SNR 12/02/2027 GBP 0.02% XS1472663670

CF INDUSTRIES HOLDINGS INC 0.02% US1252691001

PRUDENTIAL FINANCIAL INC 0.02% US7443201022

VOLVO AB - B 0.02% SE0000115446

ORACLE CORP 6.5% DUE 04-15-2038 0.02% US68389XAE58

SAUDI ARABIAN OIL 3.5% SNR MTN 16/04/2029

USD0.02% XS1982113208


OTC DERIVATIVE CASH COLLATERAL RECEIVABLFROM

STATE STREET BANK AND TRUST COMPANY0.02%

GOLDMAN SACHS GROUP INC 4.223% 05-01-2029 0.02% US38141GWZ35

INM COLONIAL SOCIM EUR 0.02% ES0139140174

CERNER CORP COM USD0.01 0.02% US1567821046

BERKSHIRE HATHAWAY 4.5% DUE 02-11-2043 0.02% US084670BK32

WESTPAC BKG CORP 2.125% SNR 02/05/2025 GBP 0.02% XS1558450745

ANZ COLLATERAL 0.02%

CARDINAL HEALTH INC 0.02% US14149Y1082

HSBC HLDGS PLC 6.1% DUE 01-14-2042 0.02% US404280AM17

RIO TINTO FIN USA 5.2 DUE 11-02-2040 0.02% US767201AL06

COOPERATIEVE 5.25% DUE 05-24-2041 0.02% US21685WCJ45

ROPER TECHNOLOGIES INC COMMON STOCK USD.01 0.02% US7766961061

COUSINS PROPERTIES INC 0.02% US2227955026

REGENCY CENTERS CORPORATION 0.02% US7588491032

BP CAP MKTS AMER FIXED 3.017% DUE 01-16-2027 0.02% US10373QAV23

NATL RURAL UTILS 3.4% DUE 02-07-2028 0.02% US637432NP60

US TSY INFL IX TREAS BD 0.625 01-15-2024 0.02% US912828B253


SINGAPORE(GOVT OF) 3.5% SNR 01/03/2027 SGD1000 0.02% SG7J60932174

ANHEUSER-BUSCH COS LLC CORP 4.7% 02-01-2036 0.02% US03522AAH32

AMER MOVIL SAB DE 3.625% DUE 04-22-2029 0.02% US02364WBH79


Sovereign Bond Fund0.02%

BANK AMER CORP FLTG RT 2.884% DUE 10-22-2030 0.02% US06051GHX07

VISA INC CLASS A SHARES COMMON STOCK USD.0001 0.02% US92826C8394

MITSUI FUDOSAN CO Y50 0.02% JP3893200000

ESSITY AB 1.625% GTD SNR 30/03/27 EUR 0.02% XS1584122763


BCE INC COM NPV 0.02% CA05534B7604

BQE FED CRED MUT 1.75% SNR EMTN 15/03/29EUR 0.02% FR0013408960

ASCENDAS REAL ESTATE INVESTMENT TRUST 0.02% SG1M77906915

ONEMAIN FINL ISSU SRS 18-1A CLS A 3.3%

03-14-20290.02% US68267BAA89

TRAVELERS COS INC 4.05% DUE 03-07-2048 0.02% US89417EAN94

SPARK INFRASTRUCTURE LTD 0.02% AU000000SKI7

NEW ORIENTAL EDUCA 2.125% SNR 02/07/2025USD 0.02% XS2188788140

MEXICO(UNITED T BD 4.75% 27/04/2032 0.02% US91087BAK61

BEST BUY CO INC 0.02% US0865161014

UNITED STATES TREAS NTS 2.75% DUE 08-31-2025

REG0.02% US9128284Z04

SOCIETE GENERALE 0.875% SNR NPF 24/09/29EUR 0.02% FR0013448859

TSY CORP VICTORIA 2.25% GTD SNR 20/11/34AUD 0.02% AU0000048274

JAPAN(GOVT OF) 0.6% SNR 20/12/37 JPY50000 0.02% JP1201631HC6

ARGOSY PROPERTY LIMITED 0.02% NZARGE0010S7

ADYEN NV COMMON STOCK EUR.01 0.02% NL0012969182

UK(GOVT OF) 1.75% GILT SNR 09/22 GBP 0.02% GB00B7L9SL19

SIEMENS 3.3% DUE 09-15-2046 0.02% US82620KAM53

GENERAL ELECTRIC CO 0.02% US3696041033


02/15/2015 2.5% DUE 02-15-2045 REG0.02% US912810RK60

TELSTRA CORPORATION 3.125% DUE 04-07-2025 BEO 0.02% USQ8940FAA23

WHIRLPOOL CORP USD 0.02% US9633201069

VENTAS INC 0.02% US92276F1003

TAIWAN SEMICONDUCTOR SP ADR ADR 0.02% US8740391003

KRAFT HEINZ CO COM USD0.01 0.02% US5007541064

JEFFERIES FINL GRP COM USD0.0001 0.02% US47233W1099

TRANE TECHNOLOGIES PLC COMMON STOCK USD1.0 0.02% IE00BK9ZQ967


DUE 08-15-2022 REG0.02% US912828TJ95

NETHERLANDS KING 2.75% BDS 15/01/47 EUR1 0.02% NL0010721999

SUGI HOLDINGS CO LTD 0.02% JP3397060009

PVTPL MSCI INC SR NT 144A 3.875% DUE 02-15-

2031/05-26-2020 BEO0.02% US55354GAL41


REG0.02% US9128286B18

APT PIPELINES LTD 4.25% DUE 07-15-2027 0.02% USQ04578AG72

ALLY FINANCIAL INC 0.02% US02005N1000

NEW ZEALAND(GOVT) IDX/LKD BDS 20/09/2030NZD 0.02% NZIIBDT003C0

JAZZ PHARMACEUTICALS ORDINARY SHARES 0.02% IE00B4Q5ZN47



NORTHUMBRIAN WTR F 1.625% GTD SNR 11/10/26

GBP0.02% XS1499724638

PNC BK N A PITT PA 3.25% DUE 06-01-2025 0.02% US69353REQ74

3M CO 4.0% 09-14-2048 0.02% US88579YBD22

CN LT & PWR CO 4.3% DUE 04-15-2044 0.02% US207597EG65

MCDONALDS CORP 4.45% DUE 03-01-

2047 REG0.02% US58013MFC38

ALPHABET INC CL A COMMON STOCK USD.001 0.02% US02079K3059

DEUTSCHE TELEKOM STEP CPN 8.75% DUE 06-15-

20300.02% US25156PAC77

ELI LILLY AND COMPANY .625% 11-01-2031 0.02% XS2075937370

VERIZON 5.5% DUE 03-16-2047 0.02% US92343VDV36

UNITEDHEALTH GROUP 4.625% DUE 07-15-2035 0.02% US91324PCQ37

TSY CORP VICTORIA 1% GTD SNR 20/11/2023 AUD 0.02% AU0000075624

GERMAN POSTAL PENS 3.75% A/BKD 18/01/2021

EUR0.02% XS0222474339

UNITED THERAPEUTICS CORP 0.02% US91307C1027

UNITED STATES TREAS BDS 3% DUE 11-15-2044

REG0.02% US912810RJ97

UNIVERSAL HEALTH SERVICES - CLASS B 0.02% US9139031002

INTERNATIONAL BK FOR RECON & DEV GLOBAL NT

FLTG VAR RT DUE 08-19-2027 REG0.02% US459058JF11

NOVARTIS CAP CORP 4.4% DUE 05-06-2044 0.02% US66989HAH12

CYRUSONE INC 0.02% US23283R1005

MARUI GROUP CO LTD 0.02% JP3870400003

TELEFONICA EMISION 1.069% GTD SNR 05/02/24

EUR0.02% XS1946004451

ROMANIA(REP OF) 3.624% SNR MTN 26/05/30 EUR 0.02% XS2178857954

CAMDEN PROPERTY TRUST 0.02% US1331311027

VECTOR LIMITED 0.02% NZVCTE0001S7

HERMES INTERNATIONAL 0.02% FR0000052292

EMIRATE OF ABU DHA 2.5% SNR MTN 16/04/2025

USD0.02% XS2125308085

TAKEDA 1.375% 09/07/2032 0.02% XS2197349645

UDR INC MEDIUM TERM NTS CORP 3.0% 08-15-

20310.02% US90265EAR18

FEDERAL HOME LN MTG CORP POOL #ZS8673 3%10-01-

2032 BEO0.02% US3132A9T641




FRANCE(GOVT OF) 2.5% 25/05/2030 0.02% FR0011883966

US TREASURY N/B 2.375% 05-15-2029 0.02% US9128286T26

VALE SA 0.02% BRVALEACNOR0

NATL AUSTRALIA BK 1.375% SNR MTN 30/08/28

EUR0.02% XS1872032799

CANADA HOUSING TST 2.1% GTD 15/09/2029 CAD 0.02% CA13509PHD83


Overseas Low Volatility Shares Portfolio0.02%

XEROX HLDGS CORP COM USD1.00 0.02% US98421M1062

CLEAN HARBORS INC 0.02% US1844961078

DEXIA CREDIT LOCAL BDS .5% 22/07/2023 0.02% XS2182067277

EQUINOR ASA 2.375% DUE 05-22-2030 REG 0.02% US29446MAK80

CZECH(REP OF) 1.25% SNR 14/02/25 CZK10000 0.02% CZ0001005870

UNITED STATES TREAS NTS 2 DUE 11-15-2021 0.02% US912828RR30

UNITED STATES TREAS NTS 2.875% 08-15-

20280.02% US9128284V99

THE JM SMUCKER COMPANY 0.02% US8326964058

SAGE GROUP GBP0.01051948 0.02% GB00B8C3BL03

KELLOGG COMPANY 0.02% US4878361082


FLOWERS FOODS INC 0.02% US3434981011

SPAIN(KINGDOM OF) 0.35% SNR 30/07/23 EUR1000 0.02% ES0000012B62

BLACKSTONE 1.0% 05/10/2026 0.02% XS1499602289

CVS HEALTH CORP 0.02% US1266501006

PRAXAIR INC NT 2% 08-10-2050 0.02% US74005PBS20

PINNACLE INVESTMENT MANAGEMENT GROUP LTD 0.02% AU000000PNI7

UNITED STATES TREAS NTS DTD 03/31/2020 .5% DUE

03-31-2025 REG0.02% US912828ZF00

INTL BK RECON DEVELOP FLTG RT DUE 06-17-2024

BEO0.02% US45906M2B63

NIKE INC CL B 0.02% US6541061031

KONINKLIJKE DSM NV COMMON STOCK EUR1.5 0.02% NL0000009827

COMCAST CORP NEW 4.75% DUE 03-01-2044 0.02% US20030NBK63

PVTPL SIRIUS XM RADIO INC 4.125% DUE 07-01-

2030/06-11-2020 BEO0.02% US82967NBG25

UTD PARCEL SVC INC 6.2% DUE 01-15-2038 0.02% US911312AJ59

FDX CORP COM USD0.10 0.02% US31428X1063

METLIFE CARE LTD 0.02% NZMETE0001S2

UTD STATES TREAS .125% DUE 07-15-2023 0.02% US912828ZY98


08-15-2023 REG0.02% US912828VS66

VITAL HEALTHCARE PROPERTY TRUST 0.02% NZCHPE0001S4

PVTPL T-MOBILE USA INC SR SECD NT 144A 3.875%

DUE 04-15-2030/04-09-2020 BEO0.02% US87264ABE47

UNITED STATES OF AMER TREAS NOTES DTD

08/15/2020 .625% 08-15-20300.02% US91282CAE12

AUTONATION INC 0.02% US05329W1027

UNICREDIT SPA 2.125% SNR 24/10/2026 EUR 0.02% XS1508450688

SAFESTORE HOLDINGS PLC 0.02% GB00B1N7Z094

CAMDEN PPTY TR 2.8% DUE 05-15-2030/04-

20-2020 REG0.02% US133131AZ59

UTD STATES TREAS 1.375% DUE 08-31-2026 0.02% US912828YD60

AT&T INC FLTG RT 1.95% 09-15-2023 0.02% XS1998902479

CONAGRA BRANDS INC 0.02% US2058871029

VERISURE HOLDINGS 3.875% GTD 15/07/2026 EUR 0.02% XS2204842384

GLAXOSMITHKLINE 6.375% DUE 05-15-2038 0.02% US377372AE71

FABEGE AB NPV POST SPLIT 0.02% SE0011166974

DEXUS 0.02% AU000000DXS1

AJINOMOTO CO INC JPY 0.02% JP3119600009

UNITED STATES TREAS NTS 1.125% DUE 02-28-

20270.02% US912828ZB95

FWD CNTRT T0 BUY BTPS 10-08-20 2.45 99Z0GRIH2

112.07642 MSNYUS330.02%

CASTELLUM AB 0.02% SE0000379190

BAXTER INTL INC COM US$1 0.02% US0718131099

TERNA RETE ELETTR 0.75% SNR EMTN 24/07/32

EUR0.02% XS2209023402

REPUBLIC OF TURKEY 7.625% 26/04/2029 0.02% US900123CT57

ENTRA ASA 0.02% NO0010716418

PSEG PWR LLC 4.3 DUE 11-15-2023 0.02% US69362BBA98

UNITED STS TREAS NTS 0.5% 08-31-2027 0.02% US91282CAH43

UNITED STATES TREAS NTS DTD 07/31/2015 2% DUE

07-31-2022 REG0.02% US912828XQ82

RELX PLC 0.02% GB00B2B0DG97

CISCO SYS INC SR NT 5.9 DUE 02-15-2039 REG 0.02% US17275RAD44

STH AFRICA(REP OF) 8% SNR 31/01/30 ZAR1'R2030' 0.02% ZAG000106998

JOHNSON + JOHNSON COMMON STOCK USD1.0 0.02% US4781601046

COLOMBIA(REPUBLIC OF) 6.0% 28/04/2028 0.02% US195325BZ79

XYLEM INC COM USD0.01 0.02% US98419M1009


COLOPLAST B COMMON STOCK DKK1. 0.02% DK0060448595

JAPAN(GOVT OF) 0.8% SNR 20/09/22 JPY50000 0.02% JP1103251C91

UTD STATES TREAS 1.75% DUE 05-15-2022 0.02% US912828SV33

UTD STATES TREAS 1.75% DUE 06-30-2022 0.02% US912828XW50

NICHIREI CORP 0.02% JP3665200006

EQUITY RESIDENTIAL 0.02% US29476L1070

NORDEA BANK ABP 1.125% SNR 12/02/2025 EUR 0.02% XS1189263400

DIASORIN SPA 0.02% IT0003492391

PHILIPPINES REP GLOBAL 4.95% 15/01/2021 0.02% US718286BJ59

CVS HEALTH CORP 4.3% DUE 03-25-2028 0.02% US126650CX62

TRITON INTL LTD COM USD0.01 CL A 0.02% BMG9078F1077

TARGET CORP 4% DUE 07-01-2042 0.02% US87612EBA38


FIRST INDUSTRIAL REALTY TRUST 0.02% US32054K1034

MEDIATEK INC 0.02% TW0002454006

MEDTRONIC INC 4.375% DUE 03-15-2035 0.02% US585055BT26

CYPRUS(REP OF) 2.75% SNR EMTN 03/05/49 EUR 0.02% XS1989383788

PAYPAL HOLDINGS INC 0.02% US70450Y1038

BKW AG 0.02% CH0130293662

JAPAN(GOVT OF) 1.5% BDS 20/03/2034 JPY50000 0.02% JP1201481E36

AIR PRODS & CHEMS INC 2.05% DUE 05-15-2030

REG0.02% US009158BC97

STATE OF QATAR 3.4% 16/04/2025 0.02% XS2155352151

GENERAL MTRS FINL CO INC CORP 2.9% 02-26-2025 0.02% US37045XCV64

COCA COLA CO USD 0.02% US1912161007

ALEXION PHARMACEUTICALS INC 0.02% US0153511094

ENGIE AUG5 0.02% FR0010208488

HITACHI METALS LTD 0.02% JP3786200000

UNITED STATES TREAS NTS 2.875% TNOTE 07-31-2025 0.02% US912828Y792

SUMMIT INDUSTRIAL INCOME REIT 0.02% CA8661201167

ANSYS INC COMMON STOCK USD.01 0.02% US03662Q1058

NORFOLK SOUTHN 3.4% DUE 11-01-2049 0.02% US655844CD87


REG0.02% US912828ZS21

DISNEY WALT CO 3% DUE 07-30-2046 0.02% US25468PDN33

DEUTSCHE TELEKOM AG DEM 0.02% DE0005557508

COLGATE-PALMOLIVE CO 4% DUE 08-15-2045 0.02% US19416QEJ58

BRIT COLUMBIA(PROV 0.875% SNR 08/10/2025EUR 0.02% XS1303312034

ABB FIN USA INC 3.8% DUE 04-03-2028 0.02% US00037BAF94

TERNA SPA 0.02% IT0003242622

UNITED STS TREAS NTS UNITED STS TREAS NTS .375%

DUE 07-31-2027 REG0.02% US91282CAD39

ASSIC GENERALI SPA 5.125% GTD SNR 16/09/24

EUR0.02% XS0452314536

UNION PAC CORP 3.375% DUE 02-01-2035 0.02% US907818EB01

AMGEN INC 4% SNR 13/09/2029 GBP100000 0.02% XS0829324457

MOLSON COORS BEVERAGE CO 0.02% US60871R2094

AMERIPRISE FINANCIAL INC 0.02% US03076C1062

WASTE CONNECTIONS 2.6% DUE 02-01-2030 0.02% US94106BAA98

MICROSOFT CORP 5.2% DUE 06-01-2039 0.02% US594918AD65

TRCNTNTL GAS PIPE 3.25% DUE 05-15-2030 0.02% USU89354AA97

XYLEM INC COMMON STOCK 0.02% US98419M1009

NYKREDIT REALKREDI 0.625% SNR NPF 17/01/25

EUR0.02% DK0009522062

ANGLO AMERICAN PLC 0.02% GB00B1XZS820

SILGAN HOLDINGS INC 0.02% US8270481091

CHILE(REP OF) 4.7% SNR 01/09/2030 CLP 0.02% CL0002454248


MARS INC 1.625% 07-16-2032 0.02% USU57346AK10

NAVER CORP 0.01% KR7035420009

MANULIFE FINL CORP 4.15% DUE 03-04-2026 0.01% US56501RAC07

COVENTRY BS 1.875% SNR 24/10/2023 GBP 0.01% XS1705893789

ENEL SPA 0.01% IT0003128367

RELX CAP INC 4.0% 03-18-2029 0.01% US74949LAC63

ERP OPER LTD 3.25% DUE 08-01-2027 0.01% US26884ABG76

ARVIDA GROUP LIMITED 0.01% NZARVE0001S5

VEEVA SYSTEMS INC 0.01% US9224751084

DOW INC 0.01% US2605571031


Unlisted Infrastructure Fund0.01%

ALLIANZ SE REG COMMON STOCK 0.01% DE0008404005

UNITED STATES TREAS BDS 3% DUE 05-1 5-2045 0.01% US912810RM27

AVINOR AS 1.25% SNR EMTN 09/02/27 EUR 0.01% XS1562601424

JPMORGAN CHASE & CO 2.083% DUE 04-22-

2026/10-22-2020 REG0.01% US46647PBK12

DAIMLER INTL FIN 1.625% GTD SNR 11/11/24GBP 0.01% XS2078691636

CCP DUE FROM MORGAN STANLEY CO LL C 0.01%

AUSTRALIA(CMNWLTH) IDX/LKD SNR 20/09/2025

AUD0.01% AU0000XCLWP8

KIMBERLY CLARK 6.625% DUE 08-01-2037 0.01% US494368BC63

AMCOR FIN USA INC 3.625% DUE 04-28-2026 REG 0.01% US02343UAG04

CITIGROUP INC 4.65% DUE 07-30-2045 0.01% US172967JU60

SAMSUNG ELECTRONICS CO LTD-GDR 144A 0.01% US7960508882

HCP INC 3.25% DUE 07-15-2026 0.01% US40414LAQ23

VODAFONE GROUP 2.625%-FRN SUB 27/08/80 EUR 0.01% XS2225157424

ARISTA NETWORKS INC 0.01% US0404131064

NIPPON PROLOGIS REIT INC 0.01% JP3047550003

HKD BNP PARIBAS A/C 0.01%

PVTPL ENI S P A NT X 4.75% DUE 09-12-2028 0.01% US26874RAE80

PROLOGIS L P 2.25% 30/06/2029 0.01% XS1577961862

SACI FALABELLA 3.75% 10-30-2027 0.01% USP82290AR17

JPMORGAN CHASE & 4.203% DUE 07-23-2029 0.01% US46647PAV85

UNITED STATES TREAS NTS T-NOTE 2.25% 03-31-

20260.01% US9128286L99

RELIANCE STEEL & ALUMINUM CO 0.01% US7595091023

KIMCO RLTY CORP 3.3% DUE 02-01-2025 0.01% US49446RAU32

MIDAMERICAN ENERGY 6.125% DUE 04-01-2036 0.01% US59562VAM90

LENDLEASE CORPORATION LIMITED 0.01% AU000000LLC3

USANA HELATH SCIENCES INC 0.01% US90328M1071

CIENA CORP 0.01% US1717793095

THERMO FISHER SCIENTIFIC INC 4.133% DUE 03-25-

2025 REG0.01% US883556CF73

ISRAEL ELECTRIC 4.25% SNR SEC 14/08/28 USD 0.01% IL0060002446



REG0.01% US912828WE61


FORTESCUE METALS GROUP LTD 0.01% AU000000FMG4

LANDWIRT RENTENBK 5.5% GTD SNR 29/03/2022

AUD0.01% AU3CB0192276


CARDINAL HLTH INC 3.41% DUE 06-15-2027 0.01% US14149YBJ64

EQUATE PETROCHEMIC 4.25% GTD SNR 03/11/26

USD0.01% XS1513739760

NATURGY FINANCE B. 1.5% GTD SNR 29/01/2028

EUR0.01% XS1755428502

MAPFRE SA 1.625% 19/05/2026 0.01% ES0224244071

SHELL INTL FIN B V 3.875% DUE 11-13-2028 0.01% US822582CB65

STATE OF ISRAEL 2.75% DUE 07-03-2030 REG 0.01% US46513JB346


EVERGY INC COM NPV 0.01% US30034W1062

MURPHY USA INC 0.01% US6267551025

BALL CORP COMMON STOCK 0.01% US0584981064

HARLEY DAVIDSON INC 0.01% US4128221086

ZOETIS INC 2% DUE 05-15-2030 0.01% US98978VAS25

DP WORLD PLC 2.375% SNR MTN 25/09/26 EUR 0.01% XS1883878966

CARVANA CO 0.01% US1468691027

TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK

TRANCHE # TR 00166 3% 04-01-20250.01% US89236TGX72

UNITED STATES TREAS NTS 2.125% 03-31-2024 0.01% US912828W713

US TREAS BDS DTD 05-16-2011 4.375 DUE 05-15-2041

REG0.01% US912810QQ40

SPAIN(KINGDOM OF) 1.85% SNR 30/07/35 EUR1000 0.01% ES0000012E69

NEXTERA ENERGY CAP FIXED 2.75% DUE 05-01-2025 0.01% US65339KBQ22

TRACTOR SUPPLY COMPANY 0.01% US8923561067

TELENOR ASA 0.01% NO0010063308

BMW US CAPITAL LLC 2.8% GTD SNR 11/04/2026

USD0.01% US05565EAH80

SIMON PROPERTY GROUP INC USD 0.01% US8288061091

SEKISUI HOUSE REIT INC 0.01% JP3047820000

MERLIN PROPERTIES SOCIMI SA 0.01% ES0105025003

SEVEN & I HOLDINGS CO LTD 0.01% JP3422950000

UNILEVER PLC COMMON STOCK GBP.0311 0.01% GB00B10RZP78

COFIROUTE 0.75% BDS 09/09/28 EUR10000 0.01% FR0013201134

HEWLETT PACKARD ENTERPRISE CO 0.01% US42824C1099

BRUKERS CORPORATION 0.01% US1167941087

UNILEVER PLC 0.01% GB00B10RZP78

SABIC CAPITAL II B 4% GTD SNR 10/10/2023USD 0.01% XS1890684688

SYDNEY AIRPORT FINANCE 3.375% DUE 04-30-

20250.01% USQ8809VAG43

UNITED UTILITIES GROUP PLC 0.01% GB00B39J2M42

MCKESSON CORP 3.125% SNR 17/02/2029 GBP 0.01% XS1567174526

INDUSTRIAL AND COMMERCIAL BANK OF CHINA 0.01% CNE1000003G1

APA GROUP 0.01% AU000000APA1

K S HOLDINGS CORP 0.01% JP3277150003

METRO INC - A 0.01% CA59162N1096

BANCO BRADESCO SA-PREF 0.01% BRBBDCACNPR8

EXELON CORPORATION 0.01% US30161N1019

UNITED STATES TREASURY 2.25% 11-15-2027 0.01% US9128283F58

NORTHERN STAR RESOURCES LTD 0.01% AU000000NST8

JAPAN (10 YR 0.1% .1% 20/12/2029 0.01% JP1103571L10

UK(GOVT OF) 3.5% GILT SNR 22/01/45 GBP 0.01% GB00BN65R313

DXC TECHNOLOGY COMPANY 0.01% US23355L1061


NZ Shares Index Portfolio0.01%

UNITED STATES TREAS BDS 1.125% 05-15-2040

REG0.01% US912810SR05

CAPITALAND COMMERCIAL TRUST 0.01% SG1P32918333

BANCO SANTANDER 1% EMTN 17/01/25

EUR1000000.01% XS1751004232


REG0.01% US912828W556

E.ON SE 0% SNR 18/12/23 EUR1000'66' 0.01% XS2103015009

MINISTERIO HAC 6.25% GTD 26/11/25 COP1000 0.01% COL17CT03557

AIR LEASE CORP MED 3.75% DUE 06-01-2026 0.01% US00914AAB89

ASTRAZENECA PLC 6.45% DUE 09-15-2037 0.01% US046353AD01


MXN0.01% MX0MGO0000H9

AVNET INC 0.01% US0538071038

CNA FINANCIAL CORP 0.01% US1261171003

ONEOK PARTNERS L P 3.375% DUE 10-01-2022 0.01% US68268NAJ28


GNMA II JUMBOS 2.5% 30 YEARS SETTLES OCTOBER 0.01% US21H0226A46

AVAYA HOLDINGS CORP 0.01% US05351X1019

PVTPL AIR LIQUIDE FIN S A FIXED 2.25% 09-10-2029 0.01% US00913RAF38

UNITED STATES TREAS NTS DTD 11/15/2016 2.0% 11-

15-2026 REG0.01% US912828U246

MEX BONOS DESARR FIX RT 8.0% 07/12/23 0.01% MX0MGO000003

DISCOVER FINANCIAL SERVICES 0.01% US2547091080

UNITED STATES TREAS BDS TBOND FIXED 3% 02-15-

20490.01% US912810SF66

UNITED STATES TREAS BDS BDS 3% DUE 05-15-2042

REG0.01% US912810QW18

TITULOS DE TBOND 7.75% 18/09/2030 0.01% COL17CT03342

LIVONGO HEALTH INC 0.01% US5391831030


20460.01% US912810RU43

FUT DEC 20 EUX EURO-BTP 0.01% DE000C4XT1X7

EASTMAN CHEMICAL COM 0.01% US2774321002

FNMA POOL #AC8765 5.5% 01-01-2040 BEO 0.01% US31417VW330

ASTM SPA 0.01% IT0000084027

NIKE INC CL B COMMON STOCK 0.01% US6541061031

MALAYSIA (GOVT OF) 3.502% SNR 31/05/2027MYR 0.01% MYBMX0700034

SUMITOMO MITSUI FINL GROUP INC FIXED 3.04% 07-

16-20290.01% US86562MBP41

BK OF AMERICA CORP 3.228% SNR MTN 22/06/22

CAD0.01% CA060505ES91

AXFOOD AB NPV POST SPLIT 0.01% SE0006993770

THE REP UZBEKISTAN 4.75% SNR MTN 20/02/24

USD0.01% XS1953916290

CYBOZU INC 0.01% JP3312100005

UNITED STATES TREAS NTS 2.875% DUE 05-15-2028 0.01% US9128284N73

BOSTON SCIENTIFIC CORP .625% DUE 12-01-2027

BEO0.01% XS2070192591

YAMAHA GOLD INC 0.01% CA98462Y1007

ALLSTATE CORP 4.5% DUE 06-15-2043 0.01% US020002BA86

TAIWAN SEMICONDUCT MANUFACTURING USD 0.01% US8740391003

KILROY REALTY CORP 0.01% US49427F1084

HON HAI PRECISION INDUSTRY 0.01% TW0002317005

BANK OF ENGLAND FIXED .5% DUE 04-28-2023 0.01% XS2166002076

MALAYSIA 4.232% BDS 30/06/31 MYR 0.01% MYBMX1100044

MEDPEER INC 0.01% JP3921240002

ORANGE NT STEP UP 03-01-2031 02-28-2031 0.01% US35177PAL13

GNMAII POOL #MA5077 3.5% DUE 03-20-2048 0.01% US36179TUA14

CELANESE CORP SERIES A 0.01% US1508701034

ACCENTURE PLC CL A COMMON STOCK USD.0000225 0.01% IE00B4BNMY34

UK(GOVT OF) 0.875% SNR 22/10/29 GBP1000 0.01% GB00BJMHB534

GARMIN ORD 0.01% CH0114405324

MERCK & CO INC NEW 4.0% 03-07-2049 0.01% US58933YAW57


Unlisted Infrastructure Portfolio0.01%

REPUBLIC OF TURKEY 5.75% DUE

22/03/20240.01% US900123CF53

UNITED STATES TREAS 2.75% 02-15-2028 0.01% US9128283W81

COSMOS PHARMACEUTICAL CORP 0.01% JP3298400007

BBVA(BILB-VIZ-ARG) 0.5% SNR NPF 14/01/2027

EUR0.01% XS2101349723

TERRENO REALTY COR COM 0.01% US88146M1018

SPAIN(KINGDOM OF) 0.6% SNR 31/10/2029 EUR1000 0.01% ES0000012F43

CITIZENS FINANCIAL GROUP INC 0.01% US1746101054


KOGAN COM LTD ORDINARY FULLY PAID 0.01% AU000000KGN2

SHIONOGI & CO LTD 0.01% JP3347200002

PVTPL CMO CN AVE SECS TR 2019-R06 NT CL 2M-2

144A VAR RT DUE 09-25-2039 BEO0.01% US20754JAB08

EURO BK RECON&DEV 6.45% CURR/LKD 13/12/22

IDR0.01% XS1734550897

TYSON FOODS INC CLASS A 0.01% US9024941034

CENTENE CORP DEL 3% DUE 10-15-2030 0.01% US15135BAW19

LG CHEM LTD 0.01% KR7051910008

KIKKOMAN CORPORATION JPY 0.01% JP3240400006

AUSTRALIA PACIFIC AIRPORTS 3.125% 26/09/2023 0.01% XS0974122516


KOMMUNALBANKEN AS 6.5% BDS DUE

12/04/20210.01% AU3CB0173748

GOLDMAN SACHS GRP 1.25% SNR EMTN 01/05/25

EUR0.01% XS1509006380

ISHARES IV PLC CHINA CNY BOND UCITS USD HD 0.01% IE00BKT6RT64

CORESITE REALTY CORP 0.01% US21870Q1058

STRIDE STAPLED GRP NPV UNITS 0.01% NZSPGE0001S2

SANTANDER UK GROUP HLDGS PLC 3.823% 11-03-

20280.01% US80281LAG05

GUMI INC 0.01% JP3273810006

CANADA(GOVT OF) 1% SNR 01/09/2022 CAD1 0.01% CA135087G732

BPCE SA BNDS 2.875% 16/01/2024 0.01% FR0011390921

APPLE INC COMMON STOCK USD.00001 0.01% US0378331005

ROCHE HLDGS INC 7% DUE 03-01-2039 0.01% USU75000AN65

ABERTIS INFRAESTR 2.25% 2.25% 29/03/2029 0.01% XS2195092601

OTC DER CASH COL RECEIVABLE SOCIETE

GENERALE,NEW YORK0.01%

UNITED STATES TREAS NTS 2.75% 04-30-2025 0.01% US9128284M90

PVTPL CSC HLDGS LLC 144A 3.375% DUE 02-15-

2031/08-17-2020 BEO0.01% US126307BF39

ORKLA ASA 0.01% NO0003733800

FID NATL FIXED 1.5% DUE 05-21-2027 0.01% XS1843436228

TOMRA SYSTEMS ASA 0.01% NO0005668905

HAWAIIAN ELECTRIC INDUSTRIES 0.01% US4198701009

ALIMENTATION COUCHE-TARD 2.95% DUE 01-25-

2030 BEO0.01% USC0219CAH00

AVALONBAY CMNTYS INC FIXED 3.3% 06-01-2029

REG0.01% US05348EBF51

CANADIAN TIRE CLASS 'A' CUM NON-VTG COM 0.01% CA1366812024


20270.01% US9128282R06

UNITED STATES TREAS BDS DTD 3.125% 05-15-

20480.01% US912810SC36

Income Due - USD 0.01%

COLOMBIA(REP OF) 6% GTD SNR 28/04/2028 COP 0.01% COL17CT02914

UNITED STATES TREAS 2.25% DUE 02-15-

2027 REG0.01% US912828V988

VISHAY INTERTECHNOLOGY INC 0.01% US9282981086

ITOCHU CORP JPY 0.01% JP3143600009

OLYMPUS CORP 0.01% JP3201200007

ENGIE SA MTN .375% 11/06/2027 0.01% FR0013517190

HYUNDAI CAPITAL SERVICES 3.0% BNDS 03-06-

20220.01% USY3815NAX94

XCEL ENERGY INC 3.5% DUE 12-01-2049 0.01% US98389BAX82

XCEL ENERGY INC 2.6% DUE 12-01-2029 0.01% US98389BAW00

FRANCE(GOVT OF) 4.5% 25/04/2041 0.01% FR0010773192

ECOLAB INC 2.7% DUE 11-01-2026 0.01% US278865AV25

KINDER MORGAN INC 1.5% DUE 03-16-2022 0.01% XS1196817156


ALLIANT ENERGY CORP 0.01% US0188021085

PG&E CORP 5% DUE 07-01-2028 0.01% US69331CAH16

FIFTH THIRD BANCORP 0.01% US3167731005

JAPAN HOTEL REIT INVESTMENT CORP 0.01% JP3046400002

AGILENT TECHNOLOGIES INC 0.01% US00846U1016


01-31-2025 REG0.01% US9128283V09

CRH SMW FINANCE 1.25% GTD SNR 05/11/26 EUR 0.01% XS2168478068

DANSKE BANK A/S 0.875% SNR 22/05/2023 EUR 0.01% XS1799061558

SPAIN(KINGDOM OF) 4.7% SNR 30/07/2041 EUR1000 0.01% ES00000121S7

UK(GOVT OF) 4.5% BDS 07/09/2034 GBP 0.01% GB00B52WS153

QATAR(STATE OF) 3.4% 16/04/2025 0.01% XS2155352151

JAPAN (10 YR 0.1% .1% 20/03/2030 0.01% JP1103581L42

WEST PHARMACEUTICAL SERVICES 0.01% US9553061055

VODAFONE GROUP 3%-FRN SUB 27/08/80 EUR1000 0.01% XS2225204010

US TREASURY N/B 2.875% DUE 11-30-2023 REG 0.01% US9128285P13

AIR NEW ZEALAND LTD 0.01% NZAIRE0001S2

SUEZ COMMON STOCK EUR4.0 0.01% FR0010613471

JAPAN(GOVT OF) 2.3% SNR 20/03/40 JPY50000 0.01% JP1300321A34


05-15-2024 REG0.01% US912828WJ58

VOLKSWAGEN INTL FIN .875% 22/09/2028 0.01% XS2234567233

CALIX INC COM 0.01% US13100M5094

VITASOY INTL HOLDINGS LTD COMMON STOCK 0.01% HK0345001611

UNITED STATES TREAS NTS DTD 2.75% DUE 02-15-

2024 REG0.01% US912828B667

NCSOFT CORPORATION 0.01% KR7036570000

PHILIPPINES(REP OF) OF 4.95% MTN 15/01/2021

PHP0.01% US718286BJ59



08-15-2025 REG0.01% US912828K742

UNITED STATES TREAS BDS DTD 00246 3% DUE11-15-

2045 REG0.01% US912810RP57

MEXICO(UNITED MEXICAN STATES) 6.5% BDS

09/06/220.01% MX0MGO0000Q0

UNITED STATES TREAS NTS 2.25% T-NOTE 04-30-2024 0.01% US9128286R69

DARDEN RESTAURANTS INC 0.01% US2371941053

UK(GOVT OF) 4.25% GILT GTD 07/09/39 GBP 0.01% GB00B3KJDS62

CLOUDFLARE INC 0.01% US18915M1071

PETROLEO BRASILEIRO PETROBRAS SA 0.01% BRPETRACNPR6

US TREASURY N/B DTD 2.875% DUE 09-30-2023

REG0.01% US9128285D82

USA TREASURY NTS USA TREAS NTS 2.75% DUE07-31-

2023 REG 2.75% DUE 07-31-2023 REG0.01% US912828Y610

UNITED STATES TREAS NTS 1.625% DUE 05-15-2026 0.01% US912828R366

UTD STATES TREAS 2.125% DUE 07-31-2024 0.01% US9128282N91

SBERBANK OF RUSSIA DEPOSITARY RECEIPT 0.01% US80585Y3080

ISHARES IV PLC USD SHORT DUR CORP BD UCIT 0.01% IE00BCRY5Y77


DUE 06-30-2023 REG0.01% US9128284U17

DELL TECHNOLOGIES INC 0.01% US24703L2025

UNITED STATES TREAS NTS 2.25% 01-31-2024 0.01% US912828V806


31-20240.01% US912828XT22

UNITED STATES TREAS TNOTE 2.0% 06-30-2024 0.01% US912828XX34

FRANCE(GOVT OF) 0% SNR OAT 25/03/2023 EUR1 0.01% FR0013283686



15-2026 REG0.01% US912828P469

TERUMO CORP COMMON STOCK 0.01% JP3546800008

AMERICAN INTERNATIONAL GROUP 0.01% US0268747849

HSBC BANK CANADA 0.95% GTD 14/05/23 USD1000 0.01% USC4R461AC74

ITALY(REP OF) 1.75% 01/07/2024 0.01% IT0005367492

UTD STATES TREAS 2.625% 02-28-2023 0.01% US9128284A52

MERITAGE HOMES CORPORATION 0.01% US59001A1025

CDN NATL RAILWAYS 3.95% SNR 22/09/2045 CAD1 0.01% CA136375CG50


03-31-2023 REG0.01% US9128284D91

UNUMPROVIDENT CORPORATION 0.01% US91529Y1064


11-30-2024 REG0.01% US912828YV68

OREILLY AUTO NEW 3.6% GTD SNR 01/09/2027USD 0.01% US67103HAF47

FNMA POOL #BF0219 3.5% 09-01-2057 BEO 0.01% US3140FXG558

UNITED STATES TREAS NTS 2.375% DUE 01-31-2023 0.01% US9128283U26


AUD1000.01% AU0000018442


GOLDMAN SACHS 3.8% DUE 03-15-2030 0.01% US38141GXH28

SPAIN(KINGDOM OF) 4.2% SNR 31/01/2037 EUR1000 0.01% ES0000012932

UNITED STATES TREAS NTS 1.375% DUE 01-31-2025 0.01% US912828Z526

NORTH WEST CO INC VAR VTG AND COM VTG 0.01% CA6632782083

UK TSY 2.75% 07/09/2024 0.01% GB00BHBFH458

OCEANIA HEALTHCARE TECHNOLOGY INVESTMENTS

PTY LTD0.01% NZOCAE0002S0


DUE 12-31-2022 REG0.01% US912828N308

UNITED STATES OF AMERICA TBOND 1.75% 05-15-

20230.01% US912828VB32

XEROX HLDGS CORP 5% DUE 08-15-2025 0.01% US98421MAA45

UNITED STATES OF AMER TREAS NOTES 2.0% 11-30-

20220.01% US912828M805

PIGEON CORP 0.01% JP3801600002


02-15-2023 REG0.01% US912828UN88

AMER INTL GRP 5% SNR MTN 26/04/2023 GBP 0.01% XS0252367775

CHINA AIRLINES LTD 0.01% TW0002610003


DUE 04-30-2023 REG0.01% US912828R283

ASBURY AUTOMOTIVE GROUP 0.01% US0434361046

AT&T INC 4.8% DUE 06-15-2044 0.01% US00206RCG56

PHILLIPS 66 COM USD0.01 0.01% US7185461040

CDK GLOBAL HOLDGINGS LLC 0.01% US12508E1010

SK HYNIX INC 0.01% KR7000660001

ANGLO AMERN CAP 4% DUE 09-11-2027 0.01% US034863AT77

PVTPL EXPERIAN FIN PLC 4.25% DUE 02-01-2029 0.01% US30217AAB98

UTD STATES TREAS 1.125% DUE 02-28-2025 0.01% US912828ZC78

ESSITY AB SER B NPV 0.01% SE0009922164

HOYA CORP COMMON STOCK 0.01% JP3837800006

Income Due - JPY 0.01%


AGENCY 4.5% 15/04/20270.01% NZLGFDT007C4

CHINA LIFE INSURANCE CO LTD 0.01% CNE1000002L3

UTD STATES TREAS 1.375% DUE 09-30-2023 0.01% US912828T263



01-15-2022 REG0.01% US9128285V80

UNITED MEXICAN STS 3.9% DUE 04-27-2025/04-

27-2020 REG0.01% US91087BAJ98

MEXICO(UNITED MEXICAN STATES) 10% 05/12/24 0.01% MX0MGO000078

SPAIN(KINGDOM OF) 1.6% SNR 30/04/2025 EUR1000 0.01% ES00000126Z1

UNITED STATES TREAS NTS 1.875% 09-30-2022 0.01% US9128282W90

UNITED STATES OF AMER TREAS BOND 3.125% 11-15-

20280.01% US9128285M81

UNITED RENTALS INC 0.01% US9113631090


DUE 04-30-2022 REG0.01% US912828WZ90

JAPAN(GOVT OF) 2.1% SNR 20/09/24 JPY50000 0.01% JP1200721494

PVTPL TRUST F/1401 SR NT 5.25 DUE 12-15-2024 0.01% US898324AA61


REG0.01% US912828SF82


DUE 03-31-2022 REG0.01% US912828W895

WI TREASURY N/B 3.125% 08-15-2044 0.01% US912810RH32

VALERO ENERGY CORP 0.01% US91913Y1001

BOSTON PROPERTIES INC 0.01% US1011211018

REPUBLIC OF PERU 6.95% 12/08/2031 0.01% US715638BE14

JAPAN(GOVT OF) 2.1% BDS 20/03/30 JPY100000 0.01% JP1201171A43

CITY DEVELOPMENTS SGD0.50 0.01% SG1R89002252

UTD STATES TREAS 2.25% DUE 07-31-2021 0.01% US912828WY26

BRP INC 0.01% CA05577W2004

UTD STATES TREAS 2.125% DUE 06-30-2021 0.01% US912828WR74

DOMTAR CORP 0.01% US2575592033

HITACHI LTD 0.01% US4335785071

UNITED STATES TREAS NTS 2.0% DUE 08-31-2021 0.01% US912828D721

HD SUPPLY HOLDINGS INC 0.01% US40416M1053

UNITED STATES TREASURY 1.25% DUE 10-31-2021 REG 0.01% US912828T677

KULICKE & SOFFA INDUSTRIES 0.01% US5012421013

LIONS GATE ENTERTA VOTING SHARES CL A 0.01% CA5359194019

SPAIN(KINGDOM OF) 4.9% SNR 30/07/2040 EUR1000 0.01% ES00000120N0

BSTN PPTYS LTD 3.4% DUE 06-21-2029 0.01% US10112RBB96

BROADSTONE NET LEASE INC 0.01% US11135E1047

CIE DE ST-GOBAIN 1.75% SNR MTN 03/04/23 EUR 0.01% XS2150053721

LAS VEGAS SANDS CORP 0.01% US5178341070

UTD STATES TREAS 1.125% DUE 09-30-2021 0.01% US912828T347

US TREASURY N/B 2.25% 11-15-2024 0.01% US912828G385

SYNOPSYS INC 0.01% US8716071076

HUBBELL INC COM USD0.001 0.01% US4435106079

MARKETAXESS HLDGS COM 0.01% US57060D1081

BMC STOCK HOLDINGS INC 0.01% US05591B1098

SCHLUMBERGER HLDGS CORP 05-17-2028

BEO0.01% USU8066LAH79


REG0.01% US912828ZL77


ALIMENTATION COUCH CLASS B S VTG COM NPV 0.01% CA01626P4033

ORIX CORPORATION JPY50 0.01% JP3200450009

FRANCE(GOVT OF) 0.5% SNR 25/05/29 EUR1'REGS 0.01% FR0013407236

UTD STATES TREAS .5% DUE 03-15-2023 0.01% US912828ZD51

AIN HOLDINGS INC COMMON STOCK 0.01% JP3105250009


FHLMC UMBS 15Y FIXED 2.5% 08-01-2035 0.01% US3133L7V795

AARON RENTS INC - CLASS A 0.01% US0025353006

WI TREASURY SEC .125% DUE 05-31-2022 REG 0.01% US912828ZR48

MORI HILLS REAL ESTATE INVESTMENT CORPOR 0.01% JP3046470005

TOTAL CAP INTL 3.455% 02-19-202 0.01% US89153VAQ23

SIMON PPTY GROUP L 3.375% DUE 12-01-2027 0.01% US828807DE42

ARION BANK 1% SNR EMTN 20/03/2023 EUR 0.01% XS1794196615

US TREAS BDS DTD 02-15-2011 4.75% DUE 02-15-2041

REG0.01% US912810QN19

TWD BNP PARIBAS A/C 0.01%

HUB24 LIMITED ORDINARY FULLY PAID 0.01% AU000000HUB4

HOWMET AEROSPACE I COM USD 0.01% US4432011082

JAPAN(GOVT OF) 0.4% SNR 20/09/49 JPY50000 0.01% JP1300641KA3

WIHLBORGS FAST AB NPV POST SPLIT 0.01% SE0011205194

CHEVRON CORP NEW 2.236% DUE 05-11-2030 0.01% US166764BY53

CHEMOURS CO 0.01% US1638511089

UNITED STATES TREAS BDS TREASURY BOND 2.375%

DUE 11-15-2049 REG0.01% US912810SK51

BIC CAMERA INC 0.01% JP3800390001

SAP SE COMMON STOCK 0.01% DE0007164600

REAL MATTAERS INC 0.01% CA75601Y1007

HEARTLAND GROUP HLNPV 0.01% NZHGHE0007S9

ONO PHARMACEUTICAL CO LTD 0.01% JP3197600004

INTEL CORP COMMON STOCK USD.001 0.01% US4581401001

OOREDOO INT FIN 3.75% GTD SNR 22/06/26 USD 0.01% XS1435374126

RBS COLLATERAL AC 0.01%

NIKOLA CORPORATION 0.01% US6541101050

GERMANY(FED REP) 1% SNR 15/08/2025 EUR0.01 0.01% DE0001102382

BANK OF CN LTD HK 3.875% SNR MTN 30/06/25

USD0.01% XS1252209249

GNMA II JUMBOS 2.5% 30 YEARS SETTLES

NOVEMBER0.01% US21H0226B29

UK(GOVT OF) 5% SNR 07/03/2025 GBP1000 0.01% GB0030880693

MOSAIC CO COM 0.01% US61945C1036

FRANCE ( GOVT OF ) 1.5% 25/05/2031 0.01% FR0012993103

ILLUMINA INC COMMON STOCK USD.01 0.01% US4523271090

FORD MTR CR CO LLC 3.37% DUE 11-17-2023 0.01% US345397A787

INVESTORE PROPERTY LTD 0.01% NZIPLE0001S3

UNITED STATES TREAS BDS 3.75 DUE 11-15-2043

REG0.01% US912810RD28

AMERN EXPRESS CO 8.15% DUE 03-19-2038 0.01% US025816AZ26

BANK CENTRAL ASIA PT 0.01% ID1000109507

CHR HANSEN HOLDING A/S COMMON STOCK DKK10. 0.01% DK0060227585

MAGNA INTERNATIONAL INC COM NPV 0.01% CA5592224011

INTER-AMER DEV BK 3.125% SNR MTN 18/09/28

USD0.01% US4581X0DC96

RELIANCE INDS 3.667% SNR 30/11/27 USD1000 0.01% USY72570AN72

JAPAN(GOVT OF) 0.6% BDS 20/03/2023 JPY5000 0.01% JP1103281D37

UK(GOVT OF) 4.25% SNR 07/03/36 GBP1000 0.01% GB0032452392

LINDE PLC COMMON STOCK EUR.001 0.01% IE00BZ12WP82

TRI POINTS GROUP INC 0.01% US87265H1095

CR AGRICOLE S A 3.25% DUE 10-04-2024 0.01% US22535WAD92

DAIMLER AG 0.75% SNR EMTN 10/09/30 EUR 0.01% DE000A289QR9

IDEX CORP COMMON STOCK USD.01 0.01% US45167R1041

WI TREASURY SEC 3.375% DUE 11-15-2048

REG0.01% US912810SE91

UNITED STATES TREAS BDS 1.25% DUE 05-15-2050 0.01% US912810SN90

BPCE 0.5%-FRN 15/09/2027 EUR 0.01% FR0013534674




Hedged Socially Responsible Overseas Shares Index

Portfolio

0.01%

RPM INTERNATIONAL INC 0.01% US7496851038

US TREAS BDS 4.375 DUE 05-15-2040 REG 0.01% US912810QH41

UNITED STATES TREAS BDS BD 3.125% DUE 02-15-

2043 REG0.01% US912810QZ49

JAPAN (20 YEAR ISSUE) .1% 01/07/2022 0.01% JP1024141L76



DUE 06-30-2021 REG0.01% US912828S273

LVMH MOET HENNESSY 1.125% SNR 11/02/2027GBP 0.01% FR0013482866

JAPAN (2 YR ISSUE) .1% 01/11/2021 0.01% JP1024061KB7

GNMAII POOL #MA5263 3.5% DUE 06-01-2048 REG 0.01% US36179TZ403

ELANCO ANIMAL HEALTH INC TERM LOAN B DUE 02-04-

20270.01% US28414BAF31

WASTE MANAGEMENT INC COMMON STOCK USD.01 0.01% US94106L1098

ORANGE 0.5% SNR EMTN 04/09/32 EUR 0.01% FR0013444684

UNITED STATES T-BOND 2.875% 05-15-2049 0.01% US912810SH23

TORONTO DOMINION DEP NT 3.226% 24/07/2024 0.01% CA891145T792

ACCENTURE PLC 0.01% IE00B4BNMY34

ROYAL BK OF CANADA 1.375% SNR 09/12/24 GBP1000 0.01% XS2072818672

TEMENOS AG 0.01% CH0012453913

GEN ELEC CO 5.875% SNR MTN 14/01/38 USD 0.01% US36962G3P70

YELP INC 0.01% US9858171054

EVOLUTION MINING LIMITED 0.01% AU000000EVN4

PVTPL PLANET FITNESS MASTER ISSUER L 2019-1 SR

SECD NT CL A-2 144A 3.8580.01% US72703PAC77

MEXICO(UTD MEX ST) 10% GTD SNR 20/11/2036

MXN0.01% MX0MGO0000B2

VIACOMCBS INC 4.75% DUE 05-15-2025 0.01% US92556HAA59

ANGLOGOLD ASHANTI LTD 0.01% ZAE000043485


Charter Hall Core Plus Office Fund 0.01%

US TREAS NTS DTD 05-15-2019 2.125% DUE 05-15-

2022 REG0.01% US9128286U98

CREDIT MUTUEL HOME 4.125% SNR 16/01/2023EUR 0.01% FR0010990390

LINCOLN NATL CORPORATION IND USD 0.01% US5341871094

JPMORGAN CHASE & CO 2.739% DUE 10-15-2030 0.01% US46647PBE51

ABERCROMBIE FITCH CO CL-A 0.01% US0028962076

BUPA FINANCE PLC 3.375% 17/06/2021 0.01% XS1075309754

BANK AMER CORP 3.705% BNDS 04-24-2028 0.01% US06051GGL77

AT+T INC COMMON STOCK USD1.0 0.01% US00206R1023


ABU DHABI GOVT .75% 02/09/2023 0.01% XS2225210256

CREDIT SUISSE AG MTN 2.25% 09/06/2028 0.01% CH0550413337


DUE 08-15-2029 REG0.01% US912828YB05

BROADCOM CORP COM USD1.00 0.01% US11135F1012


NEXTERA ENERGY INC COMMON STOCK USD.01 0.01% US65339F1012

PVTPL STANDARD CHARTERED PLC NT 144A 3.2%

DUE 04-17-2025 BEO0.01% US853254AX89

MITSUBISHI CHEMICAL HOLDINGS CORPORATION 0.01% JP3897700005


POHANG IRON & STEEL COMPANY LIMITED 0.01% KR7005490008

MUENCHENER RUECKVER RG-REG 0.01% DE0008430026

ANHEUSER-BUSCH COS LLC CORP 4.9% 02-01-2046 0.01% US03522AAJ97

ASML HOLDING NV COMMON STOCK EUR.09 0.01% NL0010273215

UNITED KINGDOM(GOVERNMENT OF) 1.5% SNR

GILT 22/07/20260.01% GB00BYZW3G56

MAPLETREE INDUSTRIAL TRUST 0.01% SG2C32962814

FNMA POOL #FM3801 3.5% 12-01-2046 BEO 0.01% US3140X7GK92


UBS GROUP AG 5.0% 31/12/2049 0.01% CH0400441280

INTL BUSINESS MACHINES CORP COMMON STOCK

USD.20.01% US4592001014


INTERPUBLIC GROUP COS INC USD 0.01% US4606901001

SHIMACHU CO 0.01% JP3356800007

FHLMC GOLD Q45872 3.0% 01-01-2047 0.01% US3132WKQ275

UK(GOVT OF) 4% GILT 22/1/2060 GBP0.01 0.01% GB00B54QLM75

UBS GROUP AG 0.01% CH0244767585

PVTPL SPRINT SPECTRUM /SPRINT 5.152% 03-20-2028 0.01% US85208NAE04

WELLTOWER INC 4% DUE 06-01-2025 0.01% US42217KBF21

INTESA SANPAOLO S 3.375% DUE 01-12-2023 0.01% US46115HBC07

PVTPL MICROCHIP TECHNOLOGY INC SR SECD NT 144A

2.67% DUE 09-01-2023 BEO0.01% US595017AQ75


30-20250.01% US9128285C00

KLEPIERRE 1.625% 13/12/2032 0.01% FR0013300605

GREECE(REP OF) 3.75% SNR 30/01/2028 EUR1 0.01% GR0124034688

WELLS FARGO & CO FIXED 2.572% DUE 02-11-2031 0.01% US95000U2J10

HOME DEPOT INC 3.125% DUE 12-15-2049 0.01% US437076BZ43

VOLKSWGN FIN SV NV 1.125% GTD SNR 18/09/23

GBP0.01% XS2232029426

NEXTERA ENERGY INC 0.01% US65339F1012

CHINATRUST FINANCIAL HOLDING CO LTD 0.01% TW0002891009

BANK OF CHINA LTD HK 0.01% CNE1000001Z5

INFOSYS LTD 0.01% US4567881085

PVT PLBNP PARIBAS SR NON PFD 5.198% 01-10-2030 0.01% US09659W2H65

HANG LUNG PROPERTIES LIMITED 0.01% HK0101000591

YORKSHIRE B/S FRN GTD SNR 11/23 GBP100000 0.01% XS1910867081

MEDTRONIC PLC 0.01% IE00BTN1Y115

RENEWABLE ENERGY GROUP INC 0.01% US75972A3014

VARIAN MEDICAL SYSTEMS INC COMMON STOCK

USD1.00.01% US92220P1057

ENEL FIN INTL N V FIXED 3.625% DUE 05-25-2027 0.01% USN30707AC23

PNC FINANCIAL SERVICES GROUP 0.01% US6934751057

MICRON TECH INC 4.185% DUE 02-15-2027 0.01% US595112BP79

VERIZON COMMUNICATIONS INC 4.329% 09-21-

20280.01% US92343VER15

AVIVA 0.625% SNR 27/10/2023 EUR 0.01% XS1509003361

AT&T INC 3.85% DUE 06-01-2060 0.01% US00206RKB77

UNITED STATES TREAS BDS DTD 00218 3.875%DUE 08-

15-2040 REG0.01% US912810QK79

ONEMAIN HOLDINGS INC 0.01% US68268W1036

NATIONWIDE B/S 5.875%-FR PERP GBP1000'REGS 0.01% XS2048709427



AMERN TOWER CORP 1.0% 15/01/2032 0.01% XS2227906208

DAVITA INC 0.01% US23918K1088


MPLX LP 2.65% DUE 08-15-2030 0.01% US55336VBQ23

MIXI INC NPV 0.01% JP3882750007

CREDIT AGRICOLE HM 0.75% BDS 05/05/27 EUR10000 0.01% FR0013254273

NUANCE COMMUNICATIONS INC COMMON STOCK

USD.0010.01% US67020Y1001

CRED SUISSE LONDON 1.5% SNR EMTN 10/04/26

EUR0.01% XS1392459381


UNITED KINGDOM(GOVERNMENT OF) 1.75%

07/09/20370.01% GB00BZB26Y51

UK(GOVT OF) 1.625% SNR 22/10/28 GBP1000 0.01% GB00BFX0ZL78

MORGAN STANLEY FLTG RT 2.699% DUE 01-22-

20310.01% US6174468L62

UNITED NATURAL FOODS INC 0.01% US9111631035

U S BANCORP MEDIUM 2.375% DUE 07-22-2026 0.01% US91159HHN35

EATON CORPORATION PLC COM USD 0.50 0.01% IE00B8KQN827

MEX BONOS DESARR FIX RT 6.5% 10/06/2021 0.01% MX0MGO0000N7

ITALY(REP OF) 2.95% BDS 01/09/38 EUR1000 0.01% IT0005321325

ASTRAZENECA PLC 0.01% GB0009895292

MALAYSIA (GOVT OF) 4.921% GTD 06/07/48 MYR1000 0.01% MYBMZ1800051

HYUNDAI MOTOR CO LTD 0.01% KR7005380001

UK(GOVT OF) 4.25% GILT 07/12/55 GBP1000 0.01% GB00B06YGN05


JAPAN(GOVT OF) 0.1% SNR 20/09/28 JPY50000 0.01% JP1103521JA8

AIA GROUP LTD COMMON STOCK 0.01% HK0000069689

VERISK ANALYTICS INC COMMON STOCK USD.001 0.01% US92345Y1064

V F CORP 2.4% DUE 04-23-2025 REG 0.01% US918204BA53

WESTERN DIGITAL CORP 0.01% US9581021055

UNITED KINGDOM(GOVERNMENT OF) 3.5% GILT

22/07/68 GBP0.01 WI0.01% GB00BBJNQY21

JYSKE REALKREDIT 1% CVD BDS 01/04/21 DKK0.01 0.01% DK0009384752

NRG ENERGY INC 0.01% US6293775085

ALTRA INDUSTRIAL MOTION CORP 0.01% US02208R1068

J2 GLOBAL INC 0.01% US48123V1026

SPAIN(KINGDOM OF) 6% SNR 31/01/2029 EUR0.01 0.01% ES0000011868

PVTPL CCO HLDGS LLC/CCO HLDGS CAP CORP 4.25%

DUE 02-01-2031 BEO0.01% US1248EPCK74

UNITED STATES TREAS BDS 3.375 05-15-2044REG 0.01% US912810RG58

GRUPO BIMBO SAB DE 4.5 DUE 01-25-2022 0.01% USP4949BAH70

FISERV INC FIXED 2.25% DUE 06-01-2027 0.01% US337738BB35

NIKE INC 3.375% DUE 11-01-2046 0.01% US654106AG82

CNOOC LTD 0.01% HK0883013259

QUALCOMM INC 0.01% US7475251036

SNAP ON INC 0.01% US8330341012

XIAOMI CORP 0.01% KYG9830T1067

PVTPL ABBVIE INC 3.25% 10-01-2022 0.01% US00287YCG26

TOYOTA MOTOR CORP Y50 0.01% JP3633400001


BELDEN INC 0.01% US0774541066

SCENTRE MGMT LTD 3.875% 16/07/2026 0.01% XS1087821531

TEXAS INSTRUMENTS USD1 0.01% US8825081040

MITSUBISHI UFJ FINL GROUP INC 3.961% DUE 03-02-

20280.01% US606822AV60


PVTPL CREDIT AGRICOLE S A LONDON 4.125% 01-10-

20270.01% US22535WAB37

TENCENT HLDGS LTD 3.975% 04-11-2029 0.01% US88032XAN49


LA Z BOY IN 0.01% US5053361078

US TREAS BDS USD1000 5.25DUE 02-15-

2029 REG0.01% US912810FG86

PVTPL PERNOD RICARD INTL FIN LLC 0% DUE 04-01-

2028/10-01-2020 BEO0.01% US71427QAA67

CHINA TELECOM -H SHARE 0.01% CNE1000002V2

HKT TRUST AND HKT SHARE STAPLED UNIT 0.01% HK0000093390

B3 SA BRASIL BOLSA BALCAO 0.01% BRB3SAACNOR6

MARATHON OIL CORP 0.01% US5658491064

ON SEMICONDUCTOR CORPORATION 0.01% US6821891057

US TREAS SEC 4.5 DUE 08-15-2039 REG 0.01% US912810QC53

BANK OF MONTREAL CAD 0.01% CA0636711016

HANWHA SOLUTIONS CORP 0.01% KR7009830001

MITSUBISHI UFJ FIN FRN SNR 07/2021 USD2000 0.01% US606822AX27

VOLKSWAGEN INTL 3.875%-FRN GTD SUB PERP EUR 0.01% XS2187689380

BANK OF NEW ZEALAND 0.01%

SIGNATURE BANK 0.01% US82669G1040

MONGOLIA (GOVT OF) 10.875% SNR 06/04/2021

USD0.01% US60937GAD88

BUNDESREPUB. DEUTSCHLAN 2.5% BDS

04/07/2044 EUR0.01% DE0001135481

EASTMAN CHEM CO 4.5% 12-01-2028 0.01% US277432AW04

PRINCIPAL FINANCIAL GROUP 0.01% US74251V1026

New Zealand Dollar Custodial Account – MITNZ Listed

Infrastructure Portfolio0.01%

UNITED STATES TREAS BDS .. 3.125% DUE 11-15-2041

REG0.01% US912810QT88

HSG DEV FIN CORP 8.75% 29/11/2023 0.01% XS1914315293


PVTPL STANDARD CHARTERED PLC CORP 4.305%05-21-

20300.01% US853254BP47

UNITED STATES TREAS BDS DTD 02/15/2012 3.125%

DUE 02-15-2042 REG0.01% US912810QU51

TE CONNECTIVITY LTD COMMON STOCK CHF.57 0.01% CH0102993182


NEW ZEALAND LOCAL 2.25% GTD SNR 15/04/24NZD 0.01% NZLGFDT011C6

UK(GOVT OF) 2% SNR 07/09/2025 GBP1000 0.01% GB00BTHH2R79

GERMANY(FEDERAL REPUBLIC) 2.5% BDS

15/08/2046 EUR0.01% DE0001102341

WATTS WATER TECHNOLOGIES A COMMON STOCK

USD.10.01% US9427491025

POLAND(REP OF) 0% SNR EMTN 07/07/2023 EUR 0.01% XS2199493169

BNP PARIBAS SA 0.01% FR0000131104

LOWE'S COS INC 0.01% US5486611073

GNMA POOL #726326 SER 2039 4.5% DUE 09-15-

2039 REG0.01% US3620AC4K71

CHANGE HEALTHCARE COM 0.01% US15912K1007

COVENTRY BS 1% SNR EMTN 21/09/2025 GBP 0.01% XS2233154454

BYD CO LTD 0.01% CNE100000296

GAZPROM PJSC SPON ADR 0.01% US3682872078

BEYOND MEAT INC 0.01% US08862E1091

DIG EURO FINCO LLC 1.125% 09/04/2028 0.01% XS2063495811

TOFAS TURK OTOMOBIL FABRIKASI AS 0.01% TRATOASO91H3

KOREA GAS CORP 3.875% DUE 02-12-2024 0.01% US50066CAG42


REG0.01% US912828ZT04

BANCO DEL ESTADO DE CHILE MEDIUM TERM

NT2.668% DUE 01-08-2021/01-08-20180.01% US05968AAD81

VOYA FINANCIAL INC 0.01% US9290891004

MPLX LP 1.75% DUE 03-01-2026 0.01% US55336VBR06



GERMANY(FED REP) 6.25% BDS 4/1/2030 EUR0.01

SER '00'0.01% DE0001135143

JACK HENRY + ASSOCIATES INC COMMON STOCK

USD.010.01% US4262811015

GAZ CAPITAL SA 3.125% SNR 17/11/2023 EUR 0.01% XS1521039054

KE HOLDINGS INC ADR 0.01% US4824971042

SKELLERUP HOLDINGS LIMITED 0.01% NZSKXE0001S8

JAPAN(GOVT OF) 1.7% SNR 20/09/33 JPY50000 0.01% JP1201461D98

RADIAN GROUP INC 0.01% US7502361014

AMERADA HESS CORP 7.3% DUE 08-15-2031 0.01% US023551AJ38

CHINA ST CONST.ENG 2.9% 05/07/2022 0.01% XS1634368507

AUTODESK INC COMMON STOCK USD.01 0.01% US0527691069

GREAT PORTLAND EST ORD 0.01% GB00BF5H9P87

L OREAL COMMON STOCK EUR.2 0.01% FR0000120321

UNITED STATES TREAS BDS DTD 2.75% 11-15-2047 0.01% US912810RZ30

GERMANY(FED REP) 5.5% SNR 04/01/2031 EUR0.01 0.01% DE0001135176

REGIONS FINANCIAL CORP 0.01% US7591EP1005

CRH FINLAND SERVIC 0.875% GTD SNR 05/11/23

EUR0.01% XS2169281131

FEDERAL HOME LN MTG CORP POOL #G08741 3%01-01-

2047 BEO0.01% US3128MJZF08

FNMA POOL #BF0202 4.5% 01-01-2051 BEO 0.01% US3140FXGL08


15-2040 REG0.01% US912810QL52

NEW ZEALAND LOCAL 3.5% BDS 14/04/2033 NZD1000 0.01% NZLGFDT009C0

LINDE PLC 0.01% IE00BZ12WP82

OWENS CORNING INC 0.01% US6907421019

DAIMLER AG 0.01% DE0007100000


PVTPL TOWD PT MTG TR SER 18-2 CL A1 VAR 03-25-

20580.01% US89175VAA17

IRS241021 IRS ANZ NZD 241021 RFXD 1.005 PFLT

3ZBSW0.01% DUIRS2410211


MARATHON PETROL COM 0.01% US56585A1025

US TREAS NTS DTD 02-15-2019 2.5% DUE 02-15-2022 0.01% US9128286C90

LEGAL & GENERAL GROUP PLC 0.01% GB0005603997

UNITED STATES TREAS NTS T NOTE 2.125% 05-31-2026 0.01% US9128286X38

FORTINET INC COMMON STOCK USD.001 0.01% US34959E1091

WINTERSHALL DEA FI 1.332% GTD SNR 25/09/28

EUR0.01% XS2054210252

COMPAGNIE DE SAINT-GOBAIN 0.01% FR0000125007



UNITED STATES OF AMER TREAS BONDS 2.75 BDS DUE

08-15-2042 USD100'BONDS 08/42'0.01% US912810QX90

PVTPL ANGLO AMERN CAP PLC GTD SR NT 144A5.375%

DUE 04-01-2025/04-01-2020 BEO0.01% US034863AV24

NOVATEK PJSC 0.01% US6698881090

WUXI BIOLOGICS CAYMAN INC 0.01% KYG970081090


15-2039 REG0.01% US912810QA97

YANDEX N.V. COM 0.01% NL0009805522

WH GROUP LTD 0.01% KYG960071028


SMURFIT KAPPA GROUP PLC 0.01% IE00B1RR8406

JB HUNT TRANSPORT SERVICES INC USD0.01 0.01% US4456581077

COVENTRY BS 6.875%-FRN PERP GBP200000 0.01% XS1961836712

SABRA HEALTHCARE REIT INC 0.01% US78573L1061


Polish zloty 0.01%


ESSILORLUXOTTICA COMMON STOCK EUR.18 0.01% FR0000121667

OP CORPORATE BANK 2.5% SNR 20/05/22

GBP1000000.01% XS1234804653

SIGNIFY NV COMMON STOCK 0.01% NL0011821392

UK(GOVT OF) 4.75% SNR 07/12/38 GBP1000 0.01% GB00B00NY175

TARGET CORP COMMON STOCK USD.0833 0.01% US87612E1064

CELLTRION INC 0.01% KR7068270008

3I GROUP PLC 0.01% GB00B1YW4409

SUNAC CHINA HLDGS 0.01% KYG8569A1067

BRUNSWICK CORP USD 0.01% US1170431092

L'OREAL 0.01% FR0000120321

UBS COLLATERAL A/C 0.01%

PROCTER + GAMBLE CO/THE COMMON STOCK 0.01% US7427181091

COVIVIO 1.625% 23/06/2030 0.01% FR0013519279

AMERN TOWER CORP 2.4% DUE 03-15-2025 0.01% US03027XAZ33

ROYAL BK SCOTLAND GROUP PLC 6.0% 12-31-

20490.01% US780097BQ34

TERADATA CORP 0.01% US88076W1036

UNITED PARCEL SERVICE - B 0.01% US9113121068

BRIGHTHOUSE FINANCIAL INC 0.01% US10922N1037

LEVEL 3 FING INC 5.375% DUE 01-15-2024 0.01% US527298BK81

THAILAND(KINGDOM) 4% SNR 17/06/2066

THB1000'60.01% TH0623A3G607

RESIDEO TECHNOLOGIES INC 0.01% US76118Y1047

SEKISUI HOUSE LTD COMMON STOCK 0.01% JP3420600003

INTERTEK GROUP PLC COMMON STOCK GBP.01 0.01% GB0031638363

DAEWOONG CO LTD 0.01% KR7003090008

FNMA POOL #BE5651 3% 02-01-2047 BEO 0.01% US3140FRH574

BIG YELLOW GROUP PLC 0.01% GB0002869419

SK TELECOM 0.01% KR7017670001

SYNNEX CORPORATION 0.01% US87162W1009

ITALY(REP OF) 5.25% BTP 1/11/2029 EUR0.01 0.01% IT0001278511

NEW ORIENTAL EDUCATIO-SP ADR 0.01% US6475811070

SIX FLAGS ENTERTAINMENT CORP 0.01% US83001A1025

SELP FINANCE SARL 1.25% GTD SNR 25/10/23EUR 0.01% XS1508586150

INTERRENT REAL ESTATATE INVESTMENT TRUST 0.01% CA46071W2058


4DMEDICAL LIMITED ORDINARY FULLY PAID 0.01% AU0000095416


15-2046 REG0.01% US912810RQ31

SPIRAX SARCO ENGINEERING PLC COMMON STOCK

GBP.2692310.01% GB00BWFGQN14

GNMAII POOL #MA4652 3.5% DUE 08-20-2047 REG 0.01% US36179TEZ49

ADOBE INC 2.3% DUE 02-01-2030 0.01% US00724PAD15

CAPITAL ONE FINANCIAL CORPORATION 0.01% US14040H1059

CONOCOPHILLIPS 0.01% US20825C1045

ANTHEM INC FIXED 2.25% DUE 05-15-2030 0.01% US036752AN31

ANHEUSER-BUSCH 2.875% 02/04/2032 0.01% BE6320935271

SUMMER BC HOLDCO A SARL BDS 5.75%

31/10/20260.01% XS2067263850

HUTCH WHAMP FIN UK 5.625% GTD SNR 24/11/26

GBP0.01% XS0276103156

HEALTHPEAK PROPERTIES INC 0.01% US42250P1030

STADSHYPOTEK AB 1.5% CVD BDS 01/03/2024 SEK 0.01% SE0011063015


PVTPL IRON MTN INC NEW 4.5% DUE 02-15-

2031/08-18-2020 BEO0.01% US46284VAN10

WESTPAC BANKING CORPORATION 0.01% AU000000WBC1

WORLD CO LTD 0.01% JP3990210001

HALMA PLC COMMON STOCK GBP.1 0.01% GB0004052071

FRANCE(GOVT OF) 2.75% BDS 25/10/27 EUR1000 0.01% FR0011317783

HOUSING NZ 3.36% SNR EMTN 12/06/25 NZD 0.01% NZHNZD0625L3

FOOT LOCKER INC 0.01% US3448491049

BEIJING GAS SG CAP 2.75% 31/05/2022 0.01% XS1612471117

UNITED STATES TREAS BDS 3.625 DUE 02-15-

2044 TBOND0.01% US912810RE01

PVTPL KRAFT HEINZ FOODS CO GTD SR NT 4.25%

DUE 03-01-20310.01% US50077LBD73

UNITED STATES TREAS BDS 3.625 DUE 08-15-2043 0.01% US912810RC45


HERMAN MILLER INC 0.01% US6005441000

TRUSTPOWER LTD 0.01% NZTPXE0001S5



UNITED STATES TREAS BDS 0 DEB 15/02/2040USD1000

4.625 DUE 02-15-2040REG0.01% US912810QE10

JAPAN TBOND BDS .6% DUE 20/12/2023 0.01% JP1103321DC2

SUMITOMO DAINIPPON PHARMA CO LTD 0.01% JP3495000006

NEC ELECTRONICS CORP 0.01% JP3164720009

CLICKS GROUP LTD 0.01% ZAE000134854

COVENTRY BLDG SOCIETY 2.5% 18/11/2020 0.01% XS0993993921

RTE RESEAU DE 1.125% 08/07/2040 0.01% FR0013522703

STARBUCKS CORP 0.01% US8552441094

ACADIA PHARMACEUTICALS INC 0.01% US0042251084

JAPAN (GOVERNMENT OF) .1% 20/12/2028 0.01% JP1103531K10

MEDPACE HOLDINGS INC 0.01% US58506Q1094


ING GROEP N.V. 2.125%-FRN LT2 26/05/31 EUR 0.01% XS2176621170


BERRY GLOBAL GROUP INC 0.01% US08579W1036

METTLER TOLEDO INTERNATIONAL COMMON STOCK

USD.010.01% US5926881054

NU SKIN ENTERPRISES INC - CLASS A 0.01% US67018T1051

JAPAN (5 YR ISSUE) .1% 20/06/2024 0.01% JP1051401K75

DOLLARAMA INC 0.01% CA25675T1075

FEDERAL HOME LN SER 18-HQA1 CL M2 FLTG 09-25-

20300.01% US3137G0UD91

SINGAPORE GOVERNMENT 2.25% 01 JUN 2021 0.01% SG7Y76964295

PVTPL ENTERPRISE FLEET FING 2018-1 LLC SER 18-1 CLS

A3 3.1% 10-20-20230.01% US29373LAC54

TELEFONICA(EUROPE) 4.375%-FRN GTD SUB PERP

EUR0.01% XS1933828433

UK(GOVT OF) 4.25% SNR 07/12/46 GBP1000 0.01% GB00B128DP45

UK(GOVT OF) 1.75% SNR 22/01/49 GBP1000 0.01% GB00BFWFPP71

SUMITOMO CORP JPY 0.01% JP3404600003

UNILEVER NV COMMON STOCK EUR.16 0.01% NL0000388619

CSL LTD COMMON STOCK 0.01% AU000000CSL8

ITALY(REP OF) 5% SNR 01/08/2039 EUR1000 0.01% IT0004286966

NATIONWIDE BLDG FLTG RT 4.363% DUE 08-01-

20240.01% US63861VAC19


20460.01% US912810RT79

AMSR 2020-SFR2 TR SINGLE FAMILY RENT PASSTHRU

1.632% 07-17-20370.01% US00178UAA79

CANADA(GOVT OF) 5% DEB 01/06/2037 CAD1000 0.01% CA135087XW98


JP MORGAN COLAT 0.01%

FNMA POOL #BF0264 3.5% 05-01-2058 BEO 0.01% US3140FXJJ25

GOLDMAN SACHS GRP 3.375% SNR 27/03/2025 EUR 0.01% XS2149207354

MMC NORILSK NICKEL ADR 0.01% US55315J1025

PVTPL ABBVIE INC 4.05% DUE 11-21-2039 0.01% US00287YBR99

UK(GOVT OF) 1.75% SNR 22/07/57 GBP1000 0.01% GB00BD0XH204

SYNAPTICS INC COM USD 0.001 0.01% US87157D1090

UBS AG 4.75%-FRN LT2 12/02/26 EUR 0.01% CH0236733827

TRIMBLE INC COMMON STOCK 0.01% US8962391004

WESTERN UNION CO 0.01% US9598021098

BNP PARIBAS 1.125% SNR NPF 28/08/24 EUR 0.01% FR0013405537



HUBBELL INC COMMON STOCK USD.01 0.01% US4435106079

GERMANY(FED REP) 1.5% GTD SNR 15/05/2024EUR 0.01% DE0001102358

ALLISON TRANSMISSION HOLDINGS INC 0.01% US01973R1014

TIS INC 0.01% JP3104890003

TRIMAS CORP 0.01% US8962152091

FNMA POOL #BN3625 4.0% DUE 01-01-2049 0.01% US3140JLA384

AAON INC 0.01% US0003602069

SPCL1 GEN ELEC CAP CORP 5.875% DUE 01-14-2038 0.01% US36962G3P70

NICHICON CORP 0.01% JP3661800007

ITALY(REP OF) 4% SNR 01/02/37 EUR1000'18' 0.01% IT0003934657

JC DECAUX SA 2.0% 24/10/2024 0.01% FR0013509627

PVTPL CMO CSMC SER 2019-ICE4 CL E FLTG 144A 05-15-

20360.01% US12653VAJ52

GIANT MANUFACTURING CO LTD 0.01% TW0009921007

COCA-COLA FEMSA S A B DE C V 2.75% 01-22-2030 0.01% US191241AH15


DIAMOND 1 FIN CORP 7.125% DUE 06-15-2024 0.01% US25272KAW36

UK(GOVT OF) 2.25% SNR 07/09/23 GBP1000 0.01% GB00B7Z53659

TURK TRAKTOR VE ZIRAAT MAKINELERI AS 0.01% TRETTRK00010

US CONCRETE INC 0.01% US90333L2016

UNITED STATES T NOTE 3.0% 10-31-2025 0.01% US9128285J52

ZOETIS INC COMMON STOCK USD.01 0.01% US98978V1035

ECHOSTAR CORP - A 0.01% US2787681061

HK ELECTRIC INVESTMENTS LTD 0.01% HK0000179108

ENEOS HOLDINGS INC 0.01% JP3386450005

AMERN TOWER CORP 3.8% DUE 08-15-2029 0.01% US03027XAW02

FIDELITY NATL INF 2.602% SNR 21/05/25 GBP1000 0.01% XS1843436061

SOUTHERN CALIF EDISON CO 4.875% 03-01-2049 0.01% US842400GR87


REG0.01% US912810RX81

PICC PROPERTY & CASUALTY COMPANY LIMITED 0.01% CNE100000593

AROA BIOSURGERY LIMITED ORDINARY FULLY PAID 0.01% AU0000094146

ORANGE SA 0.01% FR0000133308

CANADA(GOVT OF) 1.25% BDS 01/06/2030 CAD1 0.01% CA135087K379

JAPAN(GOVT OF) 1.9% BDS 20/06/31 JPY100000 0.01% JP1201281B64

OMNICOM GROUP 0.01% US6819191064

BANK OF MONTREAL 2.1%-FRN GTD 15/06/2022USD 0.01% USC0623PAS77

DIASORIN ORD COMMON STOCK 0.01% ID:IT0005188385

PRUDENTIAL PLC COMMON STOCK GBP.05 0.01% GB0007099541

BNP PARIBAS .5% 01/09/2028 0.01% FR0013532280


STATE GRID EUROPE DEVELO 1.5% 26/01/2022 0.01% XS1165754851

UNION CHIMIQUE UCB SA 0.01% BE0003739530

PVTPL CREDIT SUISSE GROUP AG SR CALL NT 4.194%

DUE 04-01-2031 BEO0.01% US225401AP33

CHURCHILL DOWNS INCORPORATED 0.01% US1714841087

KBC GROUP NV COMMON STOCK 0.01% BE0003565737

RCI BANQUE 0.75% SNR EMTN 10/04/23 EUR 0.01% FR0013412699

FRANCE(GOVT OF) 1.5% GTD SNR 25/05/50 EUR1 0.01% FR0013404969

LITE ON TECHNOLOGY CORP 0.01% TW0002301009

JAPAN(GOVT OF) 0.5% SNR 20/09/24 JPY50000 0.01% JP1103351E98

BANK AMER CORP FIXED 2.496% DUE 02-13-2031 0.01% US06051GHZ54

AXA 0.01% FR0000120628

KONINKLIJKE PHILIPS NV COMMON STOCK EUR.2 0.01% NL0000009538

FERGUSON PLC COMMON STOCK GBP.1 0.01% JE00BJVNSS43


UNITED STATES TREAS NTS FIXED 2.625% 12-31-2025 0.01% US9128285T35

MEGAPORT LIMITED ORDINARY FULLY PAID 0.01% AU000000MP15

JAPAN(GOVT OF) 0.7% SNR 20/12/22 JPY50000 0.01% JP1103261CC2

COOPER TIRE & RUBBER COMPANY 0.01% US2168311072

MINISTERIO HAC 5.75% GTD 03/11/2027 COP 0.01% COL17CT03672

UNITED STATES OF AMER TBOND 2.625% 01-31-

20260.01% US9128286A35


ISUZU MOTORS JPY50 0.01% JP3137200006



DUE 06-30-2025 REG0.01% US912828XZ81


05/15/2016 2.5% DUE 05-15-2046 REG0.01% US912810RS96

UK(GOVT OF) 3.75% GILT 22/07/52 GBP 0.01% GB00B6RNH572

B2GOLD CORP 0.01% CA11777Q2099

PVTPL T-MOBILE USA INC 3.5% DUE 04-15-2025 0.01% US87264ABA25

BORGWARNER INC 0.01% US0997241064

AMKOR TECHNOLOGY INC 0.01% US0316521006

GOLD FIELDS LTD 0.01% ZAE000018123

BELGIUM KINGDOM 2.6% 22/06/2024 0.01% BE0000332412

DEERE + CO COMMON STOCK USD1.0 0.01% US2441991054

PROLOGIS INC REIT USD.01 0.01% US74340W1036

CANADA(GOVT OF) 4% IDX LNKD 01/12/2031

CAD10000.01% CA135087WV25

LINDE FINANCE BV 0.25% GTD SNR 19/05/27 EUR 0.01% XS2177021271

COWEN GROUP INC NE COM USD0.01 CL A POST SPLT 0.01% US2236226062

FOX CORP COM USD0.01 CL A 0.01% US35137L1052

BAXTER INTERNATIONAL INC COMMON STOCK USD1.0 0.01% US0718131099


SERVICENOW INC 1.4% DUE 09-01-2030 0.01% US81762PAE25

OMNICOM FIN HLDGS 0.8% GTD SNR 08/07/2027

EUR0.01% XS2019814503

DEUTSCHE ANNINGTON FINANCE B.V 1.5% DUE

31/03/250.01% DE000A1ZY989

OTC DERIVATIVE CASH COLL RECEIVABLE FROMHSBC 0.01%


NOMURA RESEARCH INSTITUTE LTD 0.01% JP3762800005

ULTA BEAUTY INC COM 0.01% US90384S3031

MUELLER WATER PRODUCTS INC-A 0.01% US6247581084

PENTAIR PLC COMMON STOCK USD.01 0.01% IE00BLS09M33

NZ EXCHANGE LTD 0.01% NZNZXE0001S7

UNISYS CORP 0.01% US9092143067


DUE 11-15-2025 REG0.01% US912828M565

ING GROEP N V FIXED 3.95% DUE 03-29-2027 0.01% US456837AH61

FASTENAL CO 0.01% US3119001044

CAJA AHORROS BARCELONA 3.875%

17/02/20250.01% ES0414970204

PVTPL BEAN CREEK CLO LTD/BEAN CREEK CLO LLC SER

15-1A CL AR FLTG 04-20-2031 BEO0.01% US07378WAQ15

BADGER METER INC 0.01% US0565251081

ROYAL BANK OF CANADA 0.01% CA7800871021

SELECT MED HLDGS COM 0.01% US81619Q1058

WEYERHAEUSER CO USD 0.01% US9621661043

RUMO SA COM 0.01% BRRAILACNOR9

CONSOLIDATED EDISON CO N Y INC 3.95% 04-01-

20500.01% US209111FY40

FRANCE(GOVT OF) 4% SNR 25/04/2055 EUR1 0.01% FR0010171975

REALTY INCOME CORP 1.625% 12-15-2030 0.01% XS2238341080


ENSIGN GROUP INC COM 0.01% US29358P1012

PVTPL TEGNA INC SR NT 4.75% DUE 03-15-2026

BEO0.01% US87901JAF21

SIEMENS AG REG COMMON STOCK EUR3.0 0.01% DE0007236101

ANGLIAN WATER SVCS 1.625% GTD 10/08/2025GBP 0.01% XS1659112616

PVTPL TACO BELL FDG LLC 2018-1 SR SECD NT CL A-2-I

144A 4.3% DUE 11-25-2048 BEO0.01% US87342RAD61

UNITED STATES TREAS 2.25% DUE 10-31-2024 0.01% US9128283D01


FROM BARCLAYS BANK PLC0.01%

UNITED STATES TREAS NTS 2.375% 12-31-2024 0.01% US9128283P31


04/07/2039 EUR0.010.01% DE0001135325

ARROW ELECTRONICS INC 0.01% US0427351004


NOBLE ENERGY INC 3.85% DUE 01-15-2028 0.01% US655044AP00

GOLDEN ENTERTAINMENT INC 0.01% US3810131017

FNMA REMIC TR SER 18-13 CLS MP 3.5% DUE 12-25-

20570.01% US3136B02D78

SPAIN(KINGDOM OF) 1.5% SNR 30/04/2027 EUR1000 0.01% ES00000128P8

ANZ BANKING GROUP 0.01% AU000000ANZ3

JAPAN GOVT CPI IDX/LKD 10/03/2028 0.01% JP1120231J51

GAZ CAPITAL SA 5.15% SNR 11/02/2026 USD 0.01% XS1951084471


Overseas Small Companies Portfolio0.01%

AMERN EXPRESS CO 4.05% DUE 12-03-2042 0.01% US025816BF52

AVANGRID INC COMMON STOCK USD.01 0.01% US05351W1036

PVTPL BPCE SA BPCE SA 3.25% 01-11-2028 0.01% US05578AAJ79

JPMORGAN CHASE & CO 3.782% DUE 02-01-2028

BEO0.01% US46625HRY89

PVTPL BNP PARIBAS SUB MED TERM NT PROGRAM

2.588% DUE 08-12-20350.01% US09659T2B67

CR SUISSE GROUP AG FLTG RT 2.593% DUE 09-11-

20250.01% US225401AM02

SIMPLO TECHNOLOGY CO LTD 0.01% TW0006121007

SIEMENS AG NPV EUR 0.01% DE0007236101

TATNEFT PJSC ADS 0.01% US8766292051



JAPAN TBOND 1.2% 20/03/2035 0.01% JP1201521F37

UTD STATES TREAS 2.125% DUE 09-30-2024 0.01% US9128282Y56


JASTRZEBSKA SPOLKA PLN5 ORDINARY SHARES 0.01% PLJSW0000015

NETHERLANDS GOVERNMENT 2.75% 15/01/2047 0.01% NL0010721999

QUEST DIAGNOSTICS 0.01% US74834L1008

SOUTHERN CO CORPORATE UNIT 2019 SER A 0.01% US8425876021

DANONE COMMON STOCK EUR.25 0.01% FR0000120644

KUBOTA CORP COMMON STOCK 0.01% JP3266400005

UNITED STATES TREAS NTS 2.0% 04-30-2024 0.01% US912828X703

LION CORPORATION 0.01% JP3965400009

TESLA INC COMMON STOCK USD.001 0.01% US88160R1014

TEEKAY LNG PARTNERS LP 0.01% MHY8564M1057

DENMARK(KINGDOM) 4.5% SNR 15/11/2039 DKK0.01 0.01% DK0009922320


KNIGHT SWIFT TRANS CL A COM STK 0.01% US4990491049

FOX CORP 4.709% 01-25-2029 0.01% US35137LAH87

ESTEE LAUDER COMPANIES CL A COMMON STOCK

USD.010.01% US5184391044

SQUARE INC A COMMON STOCK USD.000001 0.01% US8522341036

FNMA 3.5% 09-01-2047 0.01% US3140Q7QD28

T-MOBILE USA INC 6 03-01-2023 0.01% US87264AAM71

3M CO 0.01% US88579Y1010

CLOROX CO FIXED 1.8% DUE 05-15-2030 0.01% US189054AX72

CREDIT SUISSE GP 7.25%-FRN PERP USD200000 0.01% USH3698DBZ62

MITSUI CHEMICALS INC 0.01% JP3888300005

YAMADA DENKI CO 0.01% JP3939000000

DONGKUK STEEL MILL CO LTD 0.01% KR7001230002

BANK NEGARA INDONESIA PT 0.01% ID1000096605

TORII PHARMACEUTICAL CO LTD 0.01% JP3635800000

FIRSTENERGY CORP 7.375% DUE 11-15-2031 0.01% US337932AC13

AUSTRALIAN GOVERNMENT 4.25% 21/04/2026 0.01% AU000XCLWAI8

BEIGENE LTD 0.01% US07725L1026

ITALY(REPUBLIC OF) 144A T BD 1.65% 01/12/2030 0.01% IT0005413171

ATHENE HOLDING LTD 0.01% BMG0684D1074

WESTLAKE 4% DUE 10-16-2023 0.01% US96042GAL68

PVTPL HYUNDAI CAPITAL SERVICES 3.625% 08-29-

20270.01% US44920UAL26

BUONI POLIENNALI 1.85% 01/07/2025 0.01% IT0005408502

SAMSUNG SDI CO LTD 0.01% KR7006400006


20390.01% US912810QD37

JAPANESE GOVT BOND 0.8% DUE 20/06/2023 0.01% JP1103291D68

ARISTA NETWORKS INC COMMON STOCK USD.0001 0.01% US0404131064

JAPAN(GOVT OF) 2.2% BDS 20/09/39 JPY100000 0.01% JP13003119A4

CVS HEALTH CORP 6.125% DUE 09-15-2039 0.01% US126650BR04

QUANTA COMPUTER INC 0.01% TW0002382009

US BANK NATIONAL ASSN CINCINNATI DUE 04-26-

2021 BEO0.01% US90331HNQ29

MGM GROWTH PROPERTIES LLC 0.01% US55303A1051

ESSENT GROUP LTD 0.01% BMG3198U1027

MIMECAST LTD COMMON STOCK USD.01 0.01% GB00BYT5JK65

PRIN FINL GROUP 2.125% DUE 06-15-2030 0.01% US74251VAS16

PVTPL CMO BX COML MTG TR SR 2019-XL CL G FLTG RT

10-15-20240.01% US056054AK52


WARNER MUSIC GROUP CORP 0.01% US9345502036

1MDB GLOBAL INVEST 4.4% SNR 09/03/2023 USD 0.01% XS0906085179

MEXICO(UTD MEX ST) 4% GTD 30/11/2028 DUAL

CURR0.01% MX0SGO0000F0

TURKEY(REP OF) 6.35% SNR 10/08/2024 USD 0.01% US900123CV04


ALIBABA GROUP HLDG 3.4% DUE 12-06-2027 0.01% US01609WAT99

AT&T INC 3.5% DUE 06-01-2041 0.01% US00206RJZ64

UK(GOVT OF) 0.75% SNR 22/07/23 GBP1000 0.01% GB00BF0HZ991

INFINEON TECHNOLOGIES AG COMMON STOCK 0.01% DE0006231004

DOMINICAN REPUBLIC 7.5% 06/05/2021 0.01% USP3579EAH01

PENN NATIONAL GAMING INC 0.01% US7075691094

WD 40 CO 0.01% US9292361071

BELLWAY GBP0.125 0.01% GB0000904986

HYUNDAI MOBIS 0.01% KR7012330007

SINO BIOPHAMACEUTICAL HKD0.025 0.01% KYG8167W1380

GALENICA SANTE SA 0.01% CH0360674466

JAPAN(GOVT OF) 2% BDS 20/09/41 JPY1000. 0.01% JP1300351B93

UK(GOVT OF) 4.25% SNR 07/06/32 GBP1000 0.01% GB0004893086

KESKO OYJ-B SHS 0.01% FI0009000202

YUM! BRANDS INC 0.01% US9884981013

UNI-PRESIDENT ENTERPRISES CORPORATION 0.01% TW0001216000

INTERNET INITIATIVE JAPAN INC 0.01% JP3152820001

WI TREASURY SEC 2.875% DUE 08-15-2045 REG 0.01% US912810RN00

FSF MANAGEMENT COMPANY LTD 0.01% NZFSFE0001S5

MANPOWER GROUP 0.01% US56418H1005

NETSCOUT SYSTEMS INC 0.01% US64115T1043

VEREIT INC 0.01% US92339V1008

WATERS CORP COMMON STOCK USD.01 0.01% US9418481035

SPAIN(KINGDOM OF) 1.95% SNR 30/07/30 EUR1000 0.01% ES00000127A2

REALTEK SEMICONDUCTOR CORP 0.01% TW0002379005

JAPAN(GOVT OF) 2% SNR 20/09/40 JPY50000'33 0.01% JP1300331A99

VODAFONE GROUP 0.9% MTN

28/11/2026 EUR0.01% XS2002017361

NIKE INC 3.875% SNR 01/11/2045 USD 0.01% US654106AE35



AFT PHARMACEUTICALS LTD 0.01% NZAFTE0001S4

JAPAN(GOVT OF) 1% SNR 20/03/2022 JPY50000 0.01% JP1103211C33

BLOOMIN BRANDS INC 0.01% US0942351083

MYERS INDUSTRIES INC 0.01% US6284641098

SEAWORLD ENTERTAINMET INC 0.01% US81282V1008

FNMA POOL #FM2892 3.5% 07-01-2048 BEO 0.01% US3140X6GA38

SWEDBANK MORTGAGE 1% SNR SEC 15/06/2022 SEK 0.01% SE0007525654

AMERICAN CAMPUS COMMUNITIES 0.01% US0248351001


RED ROCK RESORTS INC 0.01% US75700L1089

PVTPL CCO HLDGS LLC/CCO HLDGS CAP CORP BNDS

5.5% DUE 05-01-20260.01% US1248EPBR37

XP INC 0.01% KYG982391099

GEA GROUP AG COMMON STOCK 0.01% DE0006602006

PVTPL APRES STATIC CLO 1 LTD/APRES STATIC SER

19-1A CL A2 FLTG 01-15-20270.01% US03835JAC71

SOJITZ CORPORATION 0.01% JP3663900003

LEAR CORP 0.01% US5218652049


ROMANIA(REP OF) 2.375% SNR MTN 19/04/27 EUR 0.01% XS1599193403

MEDIPAL HOLDINGS CORPORATION 0.01% JP3268950007

UNITE USAF II PLC BNDS 3.374% 30/06/2023 0.01% XS0942125963

SOFTBANK GROUP CORP 0.01% JP3436100006

CHINA MENGNIU DAIRY CO 0.01% KYG210961051

KINDER MOR INC DEL COM USD0.01 0.01% US49456B1017


FREEPORT MCMORAN INC 0.01% US35671D8570

Outstanding Settlement Receipts - TWD 0.01%

RAPID7 INC COMMON STOCK USD.01 0.01% US7534221046

BOLIDEN AB 0.01% SE0012455673

UNITED STATES TREAS BDS DTD 02/15/2006 4.5% DUE

02-15-2036 REG0.01% US912810FT08

SCENTRE GROUP TR 1/2 FIXED 3.5% DUE 02-12-

20250.01% USQ8351LAB91

KLABIN SA UNITS 0.01% BRKLBNCDAM18

VONOVIA SE COMMON STOCK 0.01% DE000A1ML7J1


AUD10000.01% AU000XCLWAR9

ANTHEM INC 0.01% US0367521038


ITALY(REP OF) 6.5% SNR 01/11/2027 EUR0.01 0.01% IT0001174611

BERKELEY GROUP PLC UNITS 0.01% GB00B02L3W35

GOLD CIRCUIT ELECTRONICS LTD 0.01% TW0002368008

BROADCOM INC 3.15% DUE 11-15-2025 0.01% US11135FBB67

EDP FINANCE BV 1.875% SNR 29/09/2023 EUR 0.01% XS1558083652

FRANCE(GOVT OF) 0.0% 25/02/2026 0.01% FR0013508470

Outstanding Settlement Receipts - HKD 0.01%

UNITED INTERNET AG-REG SHARE 0.01% DE0005089031

FRANCE(GOVT OF) 4% STRIP PRNC 25/04/60 EUR1 0.01% FR0010870956

INTUITIVE SURGICAL INC COMMON STOCK USD.001 0.01% US46120E6023

DELTA ELECTRONICS INC COMMON STOCK TWD10. 0.01% TW0002308004


SHINHAN FINANCIAL GROUP 0.01% KR7055550008

UK(GOVT OF) 2.5% GILT SNR 22/07/2065 0.01% GB00BYYMZX75

CIGNA CORP COMMON STOCK USD.01 0.01% US1255231003

CITIGROUP INC FIXED 1.75% 10-23-2026 0.01% XS2031277077



BONOS Y OBLIG DEL .25% 30/07/2024 0.01% ES0000012E85

CREDIT SUISSE GP 3.25%-FRN SNR 02/04/26 EUR 0.01% CH0537261858

PVTPL BLUEMOUNTAIN CLOSR SR 12-2A CL B-R2 FLTG

11-20-20280.01% US09626RAY18

SUZUKEN CO LTD 0.01% JP3398000004

ORACLE CORP 3.6% DUE 04-01-2040 REG 0.01% US68389XBW48

SONY CORP Y50 0.01% JP3435000009

PERSPECTA INC 0.01% US7153471005


GERMANY(FED REP) 0% SNR 14/04/23 EUR0.01'177 0.01% DE0001141778

SYNLAIT MILK LTD 0.01% NZSMLE0001S9

FNMA POOL #MA2405 4% 09-01-2045 BEO 0.01% US31418BU797

ACCELERON PHARMA INC 0.01% US00434H1086


NETAPP INC 0.01% US64110D1046

PVTPL SEAGATE HDD CAYMAN 4.125% DUE 01-15-

2031 BEO0.01% US81180WAY75

PLAINS ALL AMERICAN PIPELINE LP 0.01% US7265031051


ANHUI CONCH CEMENT CO LTD 0.01% CNE0000019V8

TEIJIN LTD JPY50 0.01% JP3544000007

FREDDIE MAC STACR SER 19-HRP1 CL M3 FLTG 144A 02-

25-20490.01% US35564RBF01

MOTABILITY OPERATIONS GR 1.625% 09/06/2023 0.01% XS1244539760

BLACKROCK INC FIXED 1.9% DUE 01-28-2031 0.01% US09247XAR26

AMBEV SA COM NPV 0.01% BRABEVACNOR1

SERVICENOW INC 0.01% US81762P1021

CENTENE CORP DEL SR NT 4.25% 12-15-2027 0.01% US15135BAR24

KAKAO CORP 0.01% KR7035720002

TRADEWEB MARKETS INC 0.01% US8926721064

MICROSOFT CORP 2.525% DUE 06-01-2050 BEO 0.01% US594918CC64

EQUINIX INC REIT USD.001 0.01% US29444U7000

SUSHIRO GLOBAL HODLINGS LTD 0.01% JP3397150008

BANK AMER CORP FIXED 3.97% 03-05-2029 0.01% US06051GHG73

ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK

USD.010.01% US9892071054

AVIS BUDGET GROUP - INC 0.01% US0537741052

BK TOKYO MITSUBISHI LTD UFJ.LTD 3.2 DUE 02-26-

2023 BEO0.01% USJ0423YBF00

JAPAN (20 YR TBOND .5% 20/03/2038 0.01% JP1201641J38

ILLINOIS TOOL WORKS COMMON STOCK USD.01 0.01% US4523081093

S AND P GLOBAL INC COM USD1 0.01% US78409V1044

PLAYTECH ORD NPV 0.01% IM00B7S9G985

LUMBER LIQUIDATORS HOLDINGS INC 0.01% US55003T1079

CADENT FINANCE PLC 2.125% GTD SNR 22/09/28

GBP0.01% XS1492680902

OVINTIV INC 0.01% US69047Q1022

GEORGIA(REPUB. OF) 6.875% SNR 12/04/2021USD 0.01% XS0617134092

OKI ELECTRIC INDUSTRY CO LTD 0.01% JP3194000000

GNMAII POOL #MA4837 SER 2047 3.5% DUE 11-20-

2047 REG0.01% US36179TLS23

ELECTRONIC ARTS INC 0.01% US2855121099

A2A SPA 0.01% IT0001233417

TEMPUR SEALY INTERNATIONAL INC 0.01% US88023U1016

MINISTERIO HAC 7% GTD SNR 04/05/2022 COP 0.01% COL17CT02864

JAPAN-319 (10 YR BNDS 1.1% 20/12/2021 0.01% JP1103191BC3

WYNDHAM DESTINATIONS INC 0.01% US98310W1080

ROYAL DUTCH SHELL PLC-B SHS 0.01% GB00B03MM408


TOKYO ELECTRON LTD COMMON STOCK 0.01% JP3571400005

MEDTRONIC GLOBAL FIXED 1% DUE 07-02-2031 0.01% XS2020670852

VIRGIN MEDIA VEND3 4.875% SNR SEC 15/07/28

GBP0.01% XS2187646901

DELTA ELECTRONICS INC 0.01% TW0002308004

CHUO MITSUI TRUST HOLDINGS INC 0.01% JP3892100003

CSPC PHARMACEUTICAL GROUP 0.01% HK1093012172

UNITED STATES TREAS BDS DTD 2.75% 08-15-2047 0.01% US912810RY64

VERIZON 4.5% DUE 08-10-2033 0.01% US92343VEA89

NESTLE FINANCE INTL LTD .125% 12/11/2027 0.01% XS2170362672

Outstanding Settlement Receipts - GBP 0.01%

UK(GOVT OF) 4.25% SNR 07/12/49 GBP1000 0.01% GB00B39R3707

UNUM GROUP 4.5% DUE 03-15-2025 0.01% US91529YAQ98

UNILEVER NV EUR0.16 0.01% NL0000388619

IBERDROLA FINANZAS SAU 0.875% 16/06/2025 0.01% XS2153405118

BNP PARIBAS 1.125%-FRN 17/04/2029 EUR 0.01% FR0013508710

GODREJ CONSUMER PRODUCTS LTD COMMON STOCK

INR1.0.01% INE102D01028

PENNON GROUP PLC COMMON STOCK GBP.407 0.01% GB00B18V8630

ROCKWELL AUTOMATION INC COMMON STOCK

USD1.00.01% US7739031091


SYNCHRONY FINANCIAL 0.01% US87165B1035

PENSKE AUTO GROUP INC 0.01% US70959W1036

BLACKROCK INC 0.01% US09247X1019

BUPA FINANCE 1.75% 14/06/2027 0.01% XS2183141717

ADVANCED DRAINAGE SYSTEMS IN COMMON STOCK

USD.010.01% US00790R1041


GENERAL MTRS FINL CO INC 5.2% DUE 03-20-2023

REG0.01% US37045XCW48

CREDIT MUT. ARKEA 1.25%-FRN 11/06/2029 EUR 0.01% FR0013517307


JAPAN (20 YEAR ISSUE) 1.7% DUE 20/06/2033 0.01% JP1201451D66

MANDO CORP 0.01% KR7204320006

PVTPL BLUEMOUNTAIN FUJI US CLO II LTD/BLUEMO

SER-17-2A CL-C FLTG 10-20-2030 BEO0.01% US09629EAJ01

PARK HOTELS & RESORTS INC 0.01% US7005171050

COMMONWEALTH BANK OF AUSTRALIA 0.01% AU000000CBA7

SEMPRA ENERGY PFD CONV SER A 0.01% US8168514060

PVTPL WESTLAKE AUTOMOBILE RECEIVABLES TR SR 20-

1A CL D 2.55% 06-16-20250.01% US96042KAF03

DYNATRACE INC 0.01% US2681501092

JAPAN(GOVT OF) 1.7% SNR 20/12/32 JPY50000 0.01% JP1201411CC4

KRONOS WORLDWIDE INC 0.01% US50105F1057



THE TORONTO DOMINION BANK 0.01% CA8911605092

EUROGRID GMBH 1.5% GTD SNR 18/04/2028 EUR 0.01% XS1396285279

WELLINGTON DRIVE TECHNOLOGIES LIMITED 0.01% NZWDTE0002S1

KLEPIERRE- EUR4 0.01% FR0000121964


HITACHI CAPITAL CORP 0.01% JP3786600001

SPAIN(KINGDOM OF) 5.9% BDS 30/07/26 EUR1000 0.01% ES00000123C7

NEWS CORP 0.01% US65249B2088


LEE & MAN PAPER MANUFACTURING 0.01% KYG5427W1309

TOKYO ELECTRIC POWER COMPANY HOLDINGS

INCORPORATED0.01% JP3585800000


IQVIA INC 2.875% 15/06/2028 0.01% XS2189947505

ITAU UNIBANCO HOLDING SA 0.01% BRITUBACNPR1

DONALDSON COMPANY INC 0.01% US2576511099

SUN COMMUNITIES INC REIT USD.01 0.01% US8666741041

BPCE 0.625% GTD SNR 26/09/24 EUR 0.01% FR0013429073

JETBLUE AIRWAYS CORP 0.01% US4771431016


HERC HOLDINGS INC 0.01% US42704L1044

MONEY FORWARD INC 0.01% JP3869960009

AVIVA 3.875%-FRN LT2 03/07/44 EUR 0.01% XS1083986718

MONETARY AUTH OF SING 3.375% 01/09/2033 0.01% SG3261987691

IBERDROLA FINANZAS 1.25% GTD SNR 13/09/27

EUR0.01% XS1682538183


MONDELEZ INTERNATIONAL INC 0.01% US6092071058


PVTPL FNMA SRS 20-DNA4 CL M1 FLTG DUE 08-25-

2050 BEO0.01% US35565XAA81

TFI INTERNATIONAL INC 0.01% CA87241L1094

BNP PARIBAS SR NON VAR RT 2.219% DUE 06-09-

20260.01% US09659X2L59

BEIJING ENTERPRISES HOLDINGS LIMITED 0.01% HK0392044647

WANT WANT CHINA HOLDINGS LTD 0.01% KYG9431R1039

CONSTELLATION SOFTWARE INC COMMON STOCK 0.01% CA21037X1006

LEGAL + GENERAL GROUP PLC COMMON STOCK

GBP.0250.01% GB0005603997


MORGAN STANLEY 3% SNR MTN 07/02/2024 CAD 0.01% CA6174468D43

ORACLE CORP COMMON STOCK USD.01 0.01% US68389X1054

FNMA POOL #BM1257 2.5% DUE 04-01-2037 REG 0.01% US3140J5MF35

HDFC BANK 8.1% CURR/LKD 22/03/25 INR 0.01% XS1794215696

RESTAURANT BRANDS NEW ZEALAND LTD 0.01% NZRBDE0001S1

T-MOBILE USA INC DUE 04-01-2027 BEO 0.01% US87265VAF58

NEW GOLD INC 0.01% CA6445351068

TESCO 6.125% SNR 24/02/2022 GBP 0.01% XS0414345974

SPECTRIS PLC COMMON STOCK GBP.05 0.01% GB0003308607

FNMA POOL #MA2371 4% 08-01-2045 BEO 0.01% US31418BT559

PRESIDENT CHAIN STORE CORP 0.01% TW0002912003

CMO J P MORGAN ALTERNATIVE LN TR SER 05-S1 CL

1A4 6.0% 12-25-2035 REG0.01% US46627MAD92

PETROLEOS MEXICANO 8.25% GTD SNR 02/06/22

GBP0.01% XS0430799725

STRAUSS GROUP LTD 0.01% IL0007460160

LEG IMMOBILIEN AG COMMON STOCK 0.01% DE000LEG1110

TEXAS TRANSN COMMN 2.562% 04-01-2042

BEOTAXABLE0.01% US882830AP73

VOLKSWAGEN INTL 1.25% GTD SNR 23/09/32 EUR 0.01% XS2234567662

SAUDI ARABIAN OIL 4.25% SNR MTN 16/04/39USD 0.01% XS1982113463

SOCIETE GENERALE 6.75% 07/04/2049 0.01% XS0867620725


SMARTSHEET INC 0.01% US83200N1037

WESDOME GOLD MINES LTD 0.01% CA95083R1001

SCHLUMBERGER LTD 0.01% AN8068571086


MXN0.01% MX0MGO0000Y4

CHARTER COMMUN INC COM 0.01% US16119P1084

21VIANET GROUP INC 0.01% US90138A1034

CENTRAL GLASS CO LTD 0.01% JP3425000001

HUNGARY . 1.75% 05/06/2035 0.01% XS2181689659


REG0.01% US912810RV26

NUTRIEN LTD 3.375% DUE 03-15-2025 0.01% US67077MAL28

VALEO SA COMMON STOCK EUR1.0 0.01% FR0013176526

FRANCE(GOVT OF) 2% SNR 25/05/2048 EUR1 0.01% FR0013257524

KFORCE INC 0.01% US4937321010

APACHE CORP 4.375% SNR 15/10/28 USD2000 0.01% US037411BE40

SPB 1 BOLIGKREDITT 1.5% MTN 16/06/2021 NOK 0.01% NO0010730047

CATERPILLAR INC 0.01% US1491231015

JAPAN(GOVT OF) 2.1% BDS 20/12/26 JPY10000000 0.01% JP12009216C0

BECTON DICKINSON & 2.823% DUE 05-20-2030 0.01% US075887CJ64

HARTFORD FINANCIAL SERVICES GROUP INC 0.01% US4165151048

APACHE CORP 4.375% 10-15-2028 0.01% US037411BE40

TOYO SUISAN KAISHA 0.01% JP3613000003



BROOKFIELD RENEWABLE PARTNER LTD PART 0.01% BMG162581083

PVTPL ARBOR RLTY COML REAL ESTATE NTS 2019-FL1

SR SECD NT CL A-S FLTG 144A VAR0.01% US03879YAC12


DRAX GROUP PLC 0.01% GB00B1VNSX38

JAPAN(GOVT OF) 2% SNR 20/03/27 JPY50000'93 0.01% JP1200931739

HIKMA PHARMACEUTICALS PLC COMMON STOCK

GBP.10.01% GB00B0LCW083

CBOE S&P 500 INDEX PUT OPTION W/STK $3100.00

PER SHARE 19-MAR-20210.01%

GERMANY(FED REP) 4.75% GTD SNR 04/07/40 EUR 0.01% DE0001135366

FIRSTRAND LTD 0.01% ZAE000066304

KATITAS CO LTD COMMON STOCK 0.01% JP3932950003

EMD FINANCE LLC 3.25% 19/03/2025 0.01% USU2912LAF05



KB FINANCIAL GROUP INC 0.01% KR7105560007



AUD10000.01% AU0000047003

DUN & BRADSTREET CORP DEL NEW SR FIRST LIEN NT

6.875% 08-15-20260.01% US26483EAJ91

ITALY(REP OF) 5.5% BDS 01/11/22 0.01% IT0004848831

VIAVI SOLUTIONS INC 0.01% US9255501051

SYNCHRONY FINL 4.5% DUE 07-23-2025 0.01% US87165BAG86

EVEREST RE GROUP LTD 0.01% BMG3223R1088

STARBUCKS CORP FIXED 2.55% DUE 11-15-2030 0.01% US855244AZ28

ANGLO AMERICAN PLC (SA LINE) 0.01% GB00B1XZS820

CITIGROUP INC FIXED 3.98% 03-20-2030 0.01% US172967ME81

TENAGA NASIONAL BERHAD 0.01% MYL5347OO009


TAIWAN SEMICONDUCTOR MANUFAC COMMON

STOCK TWD10.0.01% TW0002330008


ENGIE BRASIL ENERGIA SA 0.01% BREGIEACNOR9

TOTAL SE 0.01% FR0000120271

TINGYI CAYMAN ISLAND HOLDING CO 0.01% KYG8878S1030

JAPAN(GOVT OF) 2% SNR 20/12/25 JPY50000'84 0.01% JP1200841615

COOPERATIEVE RABOB 4.625% LT2 23/05/2029GBP 0.01% XS1069886841

SPAIN(KINGDOM OF) 5.85% SNR 31/01/22 EUR1000 0.01% ES00000123K0

SANTANDER CNSMR .875% 24/01/2022 0.01% XS1550951641

HOULIHAN LOKEY INC 0.01% US4415931009

UNICHARM CORP COMMON STOCK 0.01% JP3951600000

PLAINS GP HLDGS LP LTD PARTNER 0.01% US72651A2078

VERTICAL MIDCO 4.375% 15/07/2027 0.01% XS2199597456

SIGNATURE BANK COMMON STOCK USD.01 0.01% US82669G1040

PUBLIC BANK BERHAD 0.01% MYL1295OO004


JAPAN (20 YEAR ISSUE) .4% 20/03/2039 0.01% JP1201681K44

MEDIATEK INC COMMON STOCK TWD10. 0.01% TW0002454006

MODERNA INC 0.01% US60770K1079

GODADDY INC CLASS A COMMON STOCK USD.001 0.01% US3802371076


ADO PROPERTIES S.A 3.25% SNR 05/08/2025 EUR 0.01% XS2010029663

SCHOLASTIC CORP 0.01% US8070661058

WESTLAKE 3.5% DUE 01-16-2024 0.01% US96042FAE43

UK(GOVT OF) 0.5% SNR 22/07/2022 GBP1000 0.01% GB00BD0PCK97

DOMINION ENERGY INC 3.375% DUE 04-01-2030

REG0.01% US25746UDG13

BBVA(BILB-VIZ-ARG) 1.125% SNR NPF 28/02/24 EUR 0.01% XS1956973967


SPAIN(KINGDOM OF) 1.4% BDS 30/07/2028 EUR1000 0.01% ES0000012B88

FHLMC MULTICLASS SER 004961 CL JB 2.5% DUE 12-15-

20420.01% US3137FRK756

METCASH LIMITED 0.01% AU000000MTS0

SYKES ENTERPRISE INC 0.01% US8712371033

NAAC REPERFORMING 2004-R1 REMIC PASSTHRUCTF

CL 144A A1 6.5 DUE 03-25-20340.01% US62951MAA80

COEUR D'ALENE MINES CORPORATION 0.01% US1921085049

ITALY(REP OF) 2.5% BDS 01/12/24 EUR1000 0.01% IT0005045270

BONOS Y OBLIG DEL BDS 1.25% 31/10/2030 0.01% ES0000012G34

RATIONAL AG COMMON STOCK 0.01% DE0007010803

BELGIUM(KINGDOM) 5% SNR 28/03/2035 EUR0.01 0.01% BE0000304130


DUE 11-15-2042 REG0.01% US912810QY73

CREDIT AGRICOLE LONDON 5.5% 17/12/2021 0.01% XS0583495188

ORACLE CORPORATION JAPAN 0.01% JP3689500001

PVTPL ICG US CLO 2017-2A LTD CL A-1 FLTG DUE 10-23-

20290.01% US449255AC23

DEMAE CAN CO LTD 0.01% JP3952870008

SPAIN(KINGDOM OF) 1.3% SNR 31/10/2026 EUR1000 0.01% ES00000128H5

AUSTRALIA(COMWLTH OF) 4.5% BDS

21/04/2033 AUD10000.01% AU000XCLWAG2

BELGIUM(KINGDOM) 0.8% BDS 22/06/28 EUR'REGS' 0.01% BE0000345547

PVTPL BRASKEM NETH FIN B V 5.875% 01-31-2050 0.01% US10554TAE55

HSBC HOLDINGS PLC 0.01% GB0005405286


GNMA POOL #MA4586 3.5% 07-20-2047 BEO 0.01% US36179TCX19

UNITED STATES TREAS NTS 1.625% 08-31-2022 0.01% US9128282S88

ITRON INC COMMON STOCK 0.01% US4657411066

SHANGHAI ELEC GRP 2.65% GTD SNR 21/11/24USD 0.01% XS2080763456

ALLIANZ SE-REG 0.01% DE0008404005

TRIPADVISOR INC COM USD0.001 0.01% US8969452015

PROLOGIS PROPERTY MEXICO SA DE CV 0.01% MXCFFI170008

HOKUTO CORP 0.01% JP3843250006

ARDENTEC CORP 0.01% TW0003264008


COSTCO WHOLESALE CORP COMMON STOCK USD.005 0.01% US22160K1051



PFIZER INC 2.7% DUE 05-28-2050 0.01% US717081FA61

UNION PAC CORP 2.973% DUE 09-16-2062 BEO 0.01% USU90781AK88

OLD DOMINION FREIGHT LINE INC 0.01% US6795801009

AIR LIQUIDE 0.01% FR0000120073

UK(GOVT OF) 4.25% SNR 07/12/27 GBP1000 0.01% GB00B16NNR78


CERNER CORP COMMON STOCK USD.01 0.01% US1567821046


FHLMC GOLD G67702 4 01-01-2047 0.01% US3132XCRX53

SHELL INTL.FIN.BV 1.125% GTD SNR 07/04/24 EUR 0.01% XS2154418144

TOYOTA MTR CR CORP 3.375% DUE 04-01-2030 0.01% US89236TGY55


HOME PRODUCT CENTER PCL NVDR 0.01% TH0661010R17

INGHAMS GROUP LIMITED 0.01% AU000000ING6

ARCHER-DANIELS 1.0% 12/09/2025 0.01% XS1877836079

LG INNOTEK CO LTD 0.01% KR7011070000

ITALY(REP OF) 7.25% SNR 01/11/26 EUR'REGS 0.01% IT0001086567

ZURICH INSURANCE GROUP AG COMMON STOCK

CHF.10.01% CH0011075394

STANDARD CHARTERED PLC NT FLTG 144A DUE 09-10-

2022/09-10-2021 BEO0.01% US853254BR03

UNITED STATES TREAS BDS 3.0% DUE 02-15-2048 0.01% US912810SA79

CHUBB LTD COMMON STOCK 0.01% CH0044328745

AEGON NV ADR 0.01% US0079241032

BJS RESTAURANTS INC 0.01% US09180C1062

DANSKE BANK A/S 1.5%-FRN LT2 02/09/2030 EUR 0.01% XS2225893630

CANADA(GOVT OF) 2.25% DEB 01/06/2025 CAD1 0.01% CA135087D507

NOMAD FOODS LTD COMMON STOCK 0.01% VGG6564A1057

SINGAPORE(GOVT OF) 2.25% SNR 01/08/36 SGD1000 0.01% SG31A9000002

KIA MOTORS CORP 0.01% KR7000270009

BUNKA SHUTTER CO LTD 0.01% JP3831600006

APACHE CORP 0.01% US0374111054



NICE LTD 0.01% IL0002730112

LENOVO GROUP LTD 0.01% HK0992009065

ALCOA CORP 0.01% US0138721065

AMERICAN TOWER CORP 2.75% DUE 01-15-2027 0.01% US03027XAX84

NETHERLANDS KING 0.5% SNR 15/07/26 EUR1'REGS 0.01% NL0011819040

NAVIENT CORP 0.01% US63938C1080

UNITED STS TREAS NTS UNITED STS TREAS NTS .25%

DUE 07-31-2025 REG0.01% US91282CAB72

EQUINIX INC 2.875% SNR 01/02/26 EUR1000 0.01% XS1734328799

JCR PHARMACEUTICAL NPV TEMP 0.01% DU06467591D4

DANSKE BANK A/S 0.5%-FRN 27/08/2025 EUR 0.01% XS2046595836

ITALY(REP OF) 5% BDS 01/03/25 EUR1000 0.01% IT0004513641

CHINA STEEL CORP 0.01% TW0002002003

WHIRLPOOL FINANCE 1.25% GTD SNR 02/11/26EUR 0.01% XS1514149159

RHEINMETALL AG 0.01% DE0007030009

INVESCO LIMITED 0.01% BMG491BT1088

JAPAN 1.9% BDS 20/06/43 JPY100000 0.01% JP1300391D69

MITCHELLS &BUT FIN 6.013% A/BKD 15/12/2030

GBP0.01% XS0179137194

ROMANIA(REP OF) 5.8% BDS DUE 26/07/27

RON100000.01% RO1227DBN011

BUNDESREPUB. DEUTSCHLAND TBOND .5%

15/02/20250.01% DE0001102374

UNITED AIRLINES HOLDINGS INC 0.01% US9100471096

BANK RAKYAT INDONESIA 0.01% ID1000118201

PVTPL WINDSTREAM ESCROW LLC/WINDSTREAM

ESCRO 7.75% DUE 08-31-2028 BEO0.01% US97382WAA18

QUALITY HOUSES PCL 0.01% TH0256A10Z12




FROM JP MORGAN CHASE BANK NA0.01%

NEXTERA ENERGY CAP 3.25% DUE 04-01-2026 0.01% US65339KBH23

CHINA PETROLEUM & CHEMICAL 0.01% CNE1000002Q2

NEXTERA ENERGY CAP HLDGS INC 2.75% DUE 11-01-

20290.01% US65339KBM18

GOLDMAN SACHS GROUP INC 2.0% 27/07/2023 0.01% XS1265805090

VERTEX PHARMACEUTICALS INC 0.01% US92532F1003

PVTPL NATIONWIDE BLDG SOC 4.302% 03-08-2029 0.01% US63861VAB36

UK(GOVT OF) 1.625% SNR 22/10/54 GBP1000 0.01% GB00BJLR0J16

UNITED STATES TREAS BDS DTD 00271 1.125%DUE 08-

15-20400.01% US912810SQ22

WHIRLPOOL EMEA FIN 0.5% GTD SNR 20/02/2028

EUR0.01% XS2115092954

SINGAPORE(GOVT OF) 2.875% SNR 01/09/30 SGD1000 0.01% SG7U32949426

EVOLENT HEALTH INC 0.01% US30050B1017

KINGSPAN GROUP PLC COMMON STOCK EUR.13 0.01% IE0004927939


08-15-20500.01% US912810SP49

JAPAN GOVT 20-YR #60 1.4% 20/12/2022 0.01% JP1200601324

TAIWAN MOBILE CO LTD 0.01% TW0003045001

JPMORGAN CHASE &CO 0.625% SNR 25/01/2024EUR 0.01% XS1456422135

MATTHEWS INTERNATIONAL CORPORATION 0.01% US5771281012


AMERICA MOVIL SA DE CV - SER L 0.01% MXP001691213

PVTPL HARDEES FDG LLC/CARLS JR FDG LLC 2018-1 SR

SECD NT CL A-2-II 144A 4.9590.01% US411707AD42

DISCOVERY COMMUNICATIONS LLC 5.0% DUE 09-20-

2037/09-21-20170.01% US25470DAS80

CEMEX FIN LLC 6 04-01-2024 0.01% USU12763AD75

UK(GOVT OF) 1.5% SNR 22/07/2047 GBP1000 0.01% GB00BDCHBW80

PVTPL CEDAR FUNDING LTD SR 16-6A CL A-R FLTG

RATE DUE 10-20-20280.01% US15032DAH44

JAPAN-38 1.8% BDS 20/03/2043 0.01% JP1300381D38

EQUINIX INC 2.875% 01/10/2025 0.01% XS1679781424


HOKKAIDO ELECTRIC POWER CO 0.01% JP3850200001

JAPAN T-BOND 0.5% 20/12/2024 0.01% JP1103361EC6

JAPAN(GOVT OF) 0.5% SNR 20/06/38 JPY50000 0.01% JP1201651J76

JAPAN 0.8% BDS 20/09/2023 JPY50000 '330' 0.01% JP1103301D90

FANUC CORP COMMON STOCK 0.01% JP3802400006



GNMAII POOL #MA5136 3.5% DUE 04-20-2048 0.01% US36179TV519

JAPAN (10 YR ISSUE) 0.4% DUE 20/03/2025 0.01% JP1103381F34

BEAZER HOMES USA INC 0.01% US07556Q8814


JAPAN(GOVT OF) 0.3% SNR 20/12/25 JPY50000 0.01% JP1103411FC6

DR AUTO 4.09% DUE 06-15-2026 0.01% US26208NAG97



NETHERLANDS KING 2.5% SNR 15/01/33 EUR1'REGS 0.01% NL0010071189

KEYENCE CORP COMMON STOCK 0.01% JP3236200006

GOLDMAN SACHS GROUP INC 4.25% 29/01/2026 0.01% XS1023626671

NOKIA OYJ 2.375% SNR 15/05/2025 EUR 0.01% XS2171759256

TENCENT HLDGS LTD 3.8% DUE 02-11-2025 0.01% US88032XAD66

BANK AMER CORP 2.676% DUE 06-19-2041 0.01% US06051GJE08

STONECO LTD A COMMON STOCK USD.000079365 0.01% KYG851581069

DR AUTO 4.3% DUE 09-16-2024 0.01% US26208KAG58

ACCIONA SA COMMON STOCK EUR1. 0.01% ES0125220311

FNMA SER 2018-45 CL AB 3.0% 06-25-2048 0.01% US3136B2EF58


MCCORMICK CO-NON VTG SHRS 0.01% US5797802064


PVTPL OZLM LTD SER 14-7RA CL A1R FLTG 144A 07-

17-20290.01% US67108WBE84

NIEN MADE ENTERPRISE CO LTD 0.01% TW0008464009

UK(GOVT OF) 4.25% SNR 07/12/40 GBP1000 0.01% GB00B6460505

SANTANDER DR AUTO 3.65% DUE 04-15-2025 0.01% US80285HAG56


AUD10000.01% AU3TB0000051

CMO CMLTI 2006-AR7 MTG PASSTHRU CTF CL 2-A2A

VAR DUE 11-25-2036REG0.01% US172987AW97

DIC CORPORATION 0.01% JP3493400000

AUSNET SERVICES 0.01% AU000000AST5

SPAIN(KINGDOM OF) 0.4% SNR 30/04/2022 EUR1000 0.01% ES00000128O1

JAPAN .1% 20/03/2023 0.01% JP1051351J37

HYUNDAI CAP AMER 5.75% DUE 04-06-2023 0.01% US44891ABJ51

FHLMC GOLD G08721 3 09-01-2046 0.01% US3128MJYT11



ANTA SPORTS PRODUCTS LTD 0.01% KYG040111059

VODACOM GROUP LTD COMMON STOCK 0.01% ZAE000132577

BONOS Y 0.0% 31/01/2025 0.01% ES0000012F92

FEDERAL NATIONAL MORTGAGE ASSOC 4% 05-01-

20480.01% US3140Q87G47

MONOTARO CO LTD COMMON STOCK 0.01% JP3922950005

ORANGE 8.5% NTS 01/03/31 USD1000'4 0.01% US35177PAL13

PTC INC COMMON STOCK USD.01 0.01% US69370C1009

ALLIED IRISH BANKS 4.125%-FRN LT2 26/11/25 EUR 0.01% XS1325125158

AEROPORTS DE PARIS (ADP) 0.01% FR0010340141

NAPIER PORT HOLDINGS LTD 0.01% NZNPHE0005S2

ALCON INC COMMON STOCK CHF.04 0.01% CH0432492467

JAPAN-34(30 YEAR ISSUE) 2.2% 20/03/41 JPY50000 0.01% JP1300341B39

CENTERRA GOLD INC 0.01% CA1520061021

STRYKER CORP 0.01% US8636671013

BANK AMER CORP 3.194% 07-23-2030 0.01% US06051GHV41

OCEANAGOLD CORP 0.01% CA6752221037

VMED O2 UK FING I 4.0% 31/01/2029 0.01% XS2231189924

ENEL FIN INTL NV BNDS 3.625% 25/05/2027 0.01% USN30707AC23

SPAIN(KINGDOM OF) 5.75% SNR 30/07/32 EUR1000 0.01% ES0000012411

NETLINK NBN TRUST 0.01% SG1DH9000006

SHUFERSAL LTD 0.01% IL0007770378

DEUTSCHE TELEKOM 0.5% SNR 05/07/2027 EUR1000 0.01% XS2024715794


COMPAGNIE DE 2.375% 04/10/2027 0.01% XS2150054372

EURONET WORLDWIDE INC 0.01% US2987361092

BREVILLE GROUP LIMITED 0.01% AU000000BRG2

SUPER MICRO COMPUTER INC 0.01% US86800U1043

DELTA AIR LINES INC 0.01% US2473617023

PVTPL CSMC TR SR 2017- MOON CL E VAR RT 07-10-

20340.01% US12651XAL82

BBVA(BILB-VIZ-ARG) 8.875%-FRN PERP EUR200000'4 0.01% XS1394911496

Outstanding Settlement Receipts - CAD 0.01%

WESTROCK CO COMMON STOCK 0.01% US96145D1054

GREIF INC - CL A 0.01% US3976241071

SEEK LTD COMMON STOCK 0.01% AU000000SEK6

PVTPL TRYON PARK CLO LTD SR 13-1A CL A1SR FLTG 04-

15-20290.01% US89852TAM09

TEREX CORPORATION 0.01% US8807791038

SNAM SPA 1% SNR EMTN 12/09/2034 EUR 0.01% XS2051660509

Outstanding Settlement Receipts - KRW 0.01%

SILVERBACK FIN DAC 3.1261% 25/02/2037 EUR 0.01% XS1231153096

MICHAELS COMPANIES INC 0.01% US59408Q1067

DOLPHIN ENERGY LTD 5.5% SNR SEC 15/12/2021

USD0.01% USM28368AB04

AUSTRALIA(CMNWLTH) 4.75% BDS 21/04/27 0.01% AU3TB0000135

CAIXABANK SA 6.75%-FRN T1 PERP EUR200000 0.01% ES0840609004

WILLIAMS COS INC 3.5% DUE 11-15-2030 0.01% US969457BX79

SPAIN(KINGDOM OF) 1.95% SNR 30/04/26 EUR1000 0.01% ES00000127Z9

CNOOC FINANCE 2013 LTD CORP 2.875% 09-30-

20290.01% US12625GAF19

GA PWR CO SR NT SER 2012A 4.3 DUE 03-15-2042 0.01% US373334JW27

JPMORGAN CHASE & FIXED 3.702% 05-06-2030 0.01% US46647PBD78

ENGIE 1.75% SNR EMTN 27/03/28 EUR 0.01% FR0013504677

VICINITY CENTRES ORDINARY UNITS FULLY PAID 0.01% AU000000VCX7

TENCENT HLDGS LTD 2.39% DUE 06-03-2030 0.01% US88032XAU81


WABASH NATIONAL CORP 0.01% US9295661071

SUMITOMO MITSUI BANKING BRUSSELS BNDS

2.75% 24/07/20230.01% XS0937853983

AYT CED CAJAS GLOB 3.75% CVD BDS 14/12/22

EUR0.01% ES0312298021

JAPAN(GOVT OF) 2.1% SNR 20/12/30 JPY50000 0.01% JP1201231AC0



GILEAD SCIENCES INC COMMON STOCK USD.001 0.01% US3755581036

COCA-COLA HBC FIN 1% GTD SNR 14/05/2027 EUR 0.01% XS1995781546

SAMSUNG SDI CO LTD PFD COMMON STOCK

KRW5000.0.01% KR7006400006



GOLDEN OCEAN GROUP LTD 0.01% BMG396372051

GE CAP FDG LLC GTD NT 144A 4.4% 05-15-2030 0.01% US36166NAB91

CHINA MERCHANTS BANK CO LIMITED 0.01% CNE1000002M1

KINGFISHER PLC GBP0.1571 0.01% GB0033195214

UK(GOVT OF) 1% GILT 22/04/2024 GBP1000 0.01% GB00BFWFPL34

INTERTAPE POLYMER GROUP INC 0.01% CA4609191032

PVTPL CARNIVAL CORP 11.5% DUE 04-01-2023 0.01% US143658BC57


DUKE ENERGY CORP COM USD 0.001 POST REV SPLT 0.01% US26441C2044

NATIONAL HEALTHCARE CORP 0.01% US6359061008

CHANGE INC NPV 0.00% JP3507750002

IONIS PHARMACEUTIC COM USD0.001 0.00% US4622221004

QUINSTREET INC COM 0.00% US74874Q1004

LG ELECTRONICS INC 0.00% KR7066570003

CELLNEX TELECOM SA 1.875% SNR 26/06/2029EUR 0.00% XS2193658619

PVTPL CIFC FUNDING LTD SER 17-3A CL A1 FRN07-20-

20300.00% US12548JAC62

MICROSOFT CORP 2% SNR 08/08/2023 USD2000 0.00% US594918BQ69

CDN GOVT BD .5% 01/03/2022 0.00% CA135087G328

MARKIT IT LTD 0.00% IL0004450156

FNMA POOL #MA3210 3.5% 12-01-2047 BEO 0.00% US31418CR890

ETSY INC COMMON STOCK USD.001 0.00% US29786A1060

WYNN MACAU LTD 5.5% DUE 06-19-2025 BEO 0.00% USG98149AG59

STRYKER CORP 0% NTS 26/11/2027 EUR100000 0.00% XS1914502304

TALANX AG 0.00% DE000TLX1005

SCHNEIDER ELECTRIC SE 0.00% FR0000121972

NATWEST MKTS PLC 2.375% DUE 05-21-2023 0.00% US63906YAA64

CEDER FAIR LP 0.00% US1501851067

JAPAN 1.7% BDS 20/09/32 JPY50000 0.00% JP1201401C92

AT&T INC 4.5% DUE 03-09-2048 0.00% US00206RDJ86

GREENLAND GBL INV EMTN 20/04/2023

USD200000'A0.00% XS2207192191

AT&T INC 4.375% 14/09/2029 DUAL CURR 0.00% XS1374392717

COUNTRY GARDEN SVC USD0.0001 0.00% KYG2453A1085

IR JAPAN HOLDINGS LTD 0.00% JP3100640006

CPUK FINANCE LTD 4.25% SNR SEC 28/02/47 GBP 0.00% XS1622391552

BALL CORP 2.875% DUE 08-15-2030 REG 0.00% US058498AW66

SANDFIRE RESOURCES LIMITED ORDINARY FULLY PAID 0.00% AU000000SFR8

SYNLAB BONDCO PLC FRN SNR SEC 07/25

EUR1000000.00% XS2170852763

CHARTER COMMUNICATIONS OPER LLC/CHARTE 4.2%

DUE 03-15-2028 BEO0.00% US161175BK95

CRODA INTERNATIONAL PLC COMMON STOCK

GBP.10609760.00% GB00BJFFLV09

AMERICAN AIRLINES INC 11.75% 07-15-2025 0.00% US023771S586

INFINEON 2.875% 31/12/2049 0.00% XS2056730323

ESCO TECHNOLOGIES INC 0.00% US2963151046

ESR CAYMAN LTD 0.00% KYG319891092

RECKITT BENCK TSY 1.75% GTD SNR 19/05/32GBP 0.00% XS2177006983

BIOGEN INC COMMON STOCK USD.0005 0.00% US09062X1037

GRUPO FINANCIERO BANORTE SAB DE CV SER O 0.00% MXP370711014

STEPAN CO 0.00% US8585861003

MPLX LP 4.25% DUE 12-01-2027 BEO 0.00% US55336VBN91

FHLMC GOLD G60765 3 11-01-2046 0.00% US31335AZ687


CARSALES COM LTD 0.00% AU000000CAR3

CHINA UNICOM HONG KONG LTD 0.00% HK0000049939

GIBRALTAR INDUSTRIES INC 0.00% US3746891072

VOLKSWAGEN INTL 1.875% GTD SNR 30/03/27 EUR 0.00% XS1586555945

BENEFIT ONE INC 0.00% JP3835630009

E SUN FINANCIAL HOLDINGS COMPANY LTD 0.00% TW0002884004

FHLMC MULTICLASS SER 3889 CL KZ 4 07-15-2041 0.00% US3137ADSQ11


DIPLOMA PLC COMMON STOCK GBP.05 0.00% GB0001826634

READY CAPITAL CORP 0.00% US75574U1016


DOMINION ENERGY INC 0.00% US25746U1097

APACHE CORP FIXED 4.875% DUE 11-15-2027 0.00% US037411BJ37

BELLUNA CO LTD 0.00% JP3835650007


LOXAM SAS 2.875% GTD 15/04/2026 EUR 0.00% XS1975699569

BBVA(BILB-VIZ-ARG) 5.875%-FRN PERP EUR200000'5 0.00% XS1619422865

EG GLOBAL FIN PLC 4.375% BDS 07/02/25 EUR1000 0.00% XS1992087996

RECKITT BENCKISER GROUP PLC 0.00% GB00B24CGK77

EASTMAN CHEM CO 1.5% DUE 05-26-2023 0.00% XS1405783983

LINCOLN NATL CORP 3.4% DUE 01-15-2031 0.00% US534187BK40

TATA CONSULTANCY SVCS LTD COMMON STOCK INR1. 0.00% INE467B01029

MATTERHORN TELECOM 3.125% 15/09/2026 0.00% XS2052290439

PANAMA REP GLOBAL BD 2.252% 09-29-2032 0.00% US698299BN37

HARTALEGA HOLDINGS MYR 0.00% MYL5168OO009

KEYCORP 0.00% US4932671088

SYSCO CORP 5.65% DUE 04-01-2025 0.00% US871829BP11

BQE FEDERATIVE DU 1.25% 03/06/2030 0.00% FR0013515749


CANADIAN GOVT 2.0% 01/09/2023 0.00% CA135087H987

PVTPL FREDDIE MAC STACR REMIC TR 2020-DNA4

MULTICLASS CL M2 FLTG RT 08-25-20500.00% US35565XAH35

T MOBILE US INC COM USD0.0001 0.00% US8725901040

SANMINA CORP COM USD 0.0 0.00% US8010561020

EQUINIX INC 1.55% DUE 03-15-2028 0.00% US29444UBL98

CVS HEALTH CORP 4.875% DUE 07-20-2035 0.00% US126650CM08

TPG RE FINANCE TRUST INC 0.00% US87266M1071

FOMENTO ECON MEXIC 1.75% SNR 20/03/2023 EUR 0.00% XS1378895954

MAN GLG EURO CLO FRN CLO 10/2032 EUR 'A' 0.00% XS2113145242

JAPAN T-BOND 1.2 20/12/2034 0.00% JP1201511EC7

PVTPL FREDDIE MAC - STACR SR 20-HQA3 CL M2 FLTG

07-25-20500.00% US35565MAH79

AIR PROD & CHEMS INC COM USD 0.00% US0091581068

CANADA(GOVT OF) 1% DEB 01/06/2027 CAD1'F825 0.00% CA135087F825


MINISTERIO HAC 7% BDS 30/06/2032 COP1000 0.00% COL17CT03490

COSTCO WHOLESALE CORP NEW 1.6% DUE 04-20-

2030 REG0.00% US22160KAP03

WEG SA 0.00% BRWEGEACNOR0


PER SHARE 18-DEC-20200.00%

TECAN GROUP AG REG COMMON STOCK CHF.1 0.00% CH0012100191

UK(GOVT OF) 1.625% SNR 22/10/71 GBP1000 0.00% GB00BFMCN652

GROUP 1 AUTOMOTIVE INC 0.00% US3989051095

DRYDEN 39 EURO CLO 0% BDS 31/12/2200 EUR 0.00% XS1684279646

DEUTSCHE TELEKOM I 2% GTD SNR 01/12/29 EUR1000 0.00% XS1828033834

GNMA POOL #AE7510 SER 2043 3 DUE 06-15-2043

REG0.00% US36181BKX72

DEERE & CO 0.00% US2441991054

AUSTEVOLL SEAFOOD 0.00% NO0010073489

PVTPL AVERY PT VI CLO LTD SER 15-6A CL A-R FLTG

RATE 08-05-2027 BEO0.00% US05363LAU70

PVTPL BPCE SR NON PFD 4.625% 09-12-2028 0.00% US05583JAE29

NCR CORPORATION 0.00% US62886E1082

WESTERN AREAS LIMITED 0.00% AU000000WSA9


NORTHEASTERN UNIV 2.894% 10-01-2050 0.00% US664675AT20

OCEAN TRAILS CLO FRN SER 20-10X CL A1 10-15-2031 0.00% USG6705CAA92

DEN DANSKE BANK AS DKK 0.00% DK0010274414

BANCO SANTANDER 5.25%-FRN PERP EUR200000 0.00% XS1692931121

BOOKING HLDGS INC COM USD0.008 0.00% US09857L1089

KOTAK MAHINDRA BANK LTD COMMON STOCK INR5.0 0.00% INE237A01028

NEOGEN CORP COMMON STOCK USD.16 0.00% US6404911066

S F HOLDINGS CO LTD 0.00% CNE100000L63

AGRICULTURAL BANK OF CHINA 0.00% CNE100000Q43

OMV AG 0.00% AT0000743059

DIEBOLD INC 0.00% US2536511031

AXALTA COATING SYSTEMS DUTCH HLDG B

B.V.INCREMENTAL TERM LN DUE 06-21-2024 BEO0.00% US90347BAH15

PVTPL VENTURE XXIV CLO LTD FLTG RT SER 16-24A CL

AR 10-20-2028 BEO0.00% US92330WBA45

BIOMERIEUX COMMON STOCK 0.00% FR0013280286

PVTPL VOLKSWAGEN GROUP AMER FIN LLC GTD NT

144A 3.125% DUE 05-12-2023 BEO0.00% US928668BD33

NOKIA OYJ 3.125% SNR 15/05/2028 EUR 0.00% XS2171872570

ADIDAS AG 0.00% DE000A1EWWW0

LG HOUSEHOLD HEALTH CARE 0.00% KR7051900009

CHINA GENERAL PLASTICS CORP 0.00% TW0001305001

IBERDROLA SA 0.00% ES0144580Y14

TELEDYNE TECHNOLOGIES INC 0.00% US8793601050

PVTPL TALLGRASS ENERGY PARTNERS LP/TALLGRASS

SR 5.5% 09-15-20240.00% US87470LAA98

BONOS Y OBLIG DEL ESTADO 4.8% BDS

31/01/24 EUR10000.00% ES00000121G2

ENAGAS 0.00% ES0130960018

HOME DEPOT INC 5.875% DUE 12-16-2036 0.00% US437076AS19

THAILAND(KINGDOM) 3.6% SNR 17/06/2067 THB1000 0.00% TH062303H604

COLOMBIA(REPUBLIC OF) 7.5% BD

26/08/20260.00% COL17CT02625

DANAHER CORP FIXED 1.7% 03-30-2024 0.00% XS2147994995

SAUL CENTERS INC 0.00% US8043951016

PVTPL ROYALTY PHARMA PLC SR NT 1.75% 09-02-2027 0.00% US78081BAC72

FISERV INC COM 0.00% US3377381088

BOSTON PROPERTIES INC REIT USD.01 0.00% US1011211018

EOG RESOURCES INC 0.00% US26875P1012

RADWARE LTD 0.00% IL0010834765

JAPAN 1% BDS 20/12/2035

JPY50000 '155'0.00% JP1201551FC0

MIZUHO FINL GP NPV TEMP 0.00% DU06591014D6

PVTPL RADIATE HOLDCO/FINANCE 4.5% DUE 09-15-

20260.00% US75026JAC45

STANDARD BANK GROUP 0.00% ZAE000109815

PVTPL CHARTER COMMUNICATIONS OPER 3.75% 02-

15-20280.00% US161175BJ23

SMS CO LTD 0.00% JP3162350007

CELULOSA ARAUCO Y FIXED 5.15% DUE 01-29-2050 0.00% USP2195VAS45

BUNDESREPUB DEUTSCHLAND 3.25% 04/07/2042 0.00% DE0001135432

SHINSEI BANK LTD 0.00% JP3729000004

AVIVA PLC 0.00% GB0002162385

LOWES COS INC 3.65% DUE 04-05-2029 0.00% US548661DR53

AMGEN INC FIXED 3.15% 02-21-2040 0.00% US031162CR97

AMS AG 6.0% 31/07/2025 0.00% XS2195511006

MELROSE INDUST PLC ORD GBP0 0.00% GB00BZ1G4322

SIMPSON MANUFACTURING CO INC 0.00% US8290731053


GNMA POOL #782565 5 DUE 02-15-2039 BEO 0.00% US36241KZ681

NETHERLANDS (KINGDOM OF) 3.75% SNR BDS

15/01/20420.00% NL0009446418

GEBERIT AG REG COMMON STOCK CHF.1 0.00% CH0030170408


2038 BEO0.00% US3128M94W97

CYFROWY POLSAT SA 0.00% PLCFRPT00013

HOCHSCHILD MINING PLC 0.00% GB00B1FW5029

CSC HLDGS LLC 4.125% DUE 12-01-2030 0.00% US126307BB25

AMERICREDIT 3.62% DUE 03-18-2025 0.00% US03066GAG47

PVPTL TESLA INC 5.3% 8-15-2025 0.00% US88160RAE18

BANCO SANTANDER FRN SNR NPF 01/23

AUD2000000.00% XS1649192777

TURKIYE IS BANKASI-C 0.00% TRAISCTR91N2

CIGNA CORP COM 0.00% US1255231003

SPAIN(KINGDOM OF) 2.9% SNR 31/10/2046 EUR1000 0.00% ES00000128C6

GERMANY(FED REP) 0% GTD SNR 11/03/22 EUR0.01 0.00% DE0001104792

SPECTRIS PLC 0.00% GB0003308607

LAUREATE EDUCATION INC A COMMON STOCK

USD.0010.00% US5186132032

EARTH CORPORATION NPV 0.00% JP3100190002

PTT PUBLIC COMPANY THB10 0.00% TH0646010R18

TENET HEALTHCARE COM USD 0.05 POST REV SPLIT 0.00% US88033G4073

SQUARE INC 0.00% US8522341036

AZEK COMPANY INC 0.00% US05478C1053

CNOOC FIN 2011 LTD 4.25 DUE 01-26-2021 0.00% USG2353WAA92

MICROSOFT CORP 3.7% DUE 08-08-2046 0.00% US594918BT09

BONOS Y OBLIG DEL T BD 0.0% 31/01/2023 0.00% ES00000123U9

XEROX HLDGS CORP 5.5% DUE 08-15-2028 0.00% US98421MAB28


AUD10000.00% AU3TB0000150

DENNYS CORPORATION 0.00% US24869P1049

FUJITSU JPY 0.00% JP3818000006

FEDERAL REP OF ETHIOPIA 6.625% 11/12/24 0.00% XS1151974877

MITSUBISHI ESTATE LOGISTICS REIT INVESTMT CORP 0.00% JP3048480002

PVTPL SOFI CONSUMER LN PROGRAM 2018-3 TR SR 18-

3 CL A2 3.67% 08-25-20270.00% US83405XAB01

COHU INC 0.00% US1925761066

E.ON SE 1% SNR 07/10/25 EUR1000'69' 0.00% XS2152899584

PVTPL HARLEY-DAVIDSON FINL SVCS INC GTD 3.55% 05-

21-20210.00% US41284VAB80

UK(GOVT OF) 4% GILT GTD 07/03/22 GBP 0.00% GB00B3KJDQ49

TOKUYAMA CORP 0.00% JP3625000009

MEKONOMEN AB 0.00% SE0002110064

MICROSOFT CORP 2.675% DUE 06-01-2060 BEO 0.00% US594918CD48

TECK RESOURCES LIMITED CLASS B 0.00% CA8787422044

KONINKLIJKE KPN NV .875% 14/12/2032 0.00% XS2229470146

ZHUZHOU CRRC TIMES ELECTRI H COMMON STOCK

CNY1.00.00% CNE1000004X4

SHENZHEN MINDRAY BIO-MEDICAL ELECTRONICS CO

LTD0.00% CNE100003G67

AMERICAN EXPRESS USD 0.00% US0258161092

FHLMC SER 18-HRP2 CL M3 FLTG 02-25-2047

REG0.00% US35564ABF75

APACHE CORP 4.625% DUE 11-15-2025 0.00% US037411BH70

LS CORP 0.00% KR7006260004

GEN MOTORS FINL CO FIXED 2.75% DUE 06-20-2025 0.00% US37045XCX21

LEROY SEAFOOD GROUP ASA 0.00% NO0003096208


JAPAN AVIATION ELECTRONICS 0.00% JP3705600009

FISCHER (GEORG) REG COMMON STOCK CHF1.0 0.00% CH0001752309

ILLINOIS TOOL WORKS 0.00% US4523081093

CONTINENTAL AG 0% SNR 12/09/2023 EUR1000'7 0.00% XS2051667181

SAFARICOM PLC COMMON STOCK KES.5 0.00% KE1000001402


CREDIT AGRICOLE S A SR BK NTS BOOK ENTRY3.875

DUE 04-15-20240.00% US22532MAM47

FUTURES MARGIN-EURO 0.00%

MEM 2.955% DUE 01-01-2050 0.00% US586054AD08


FNMA POOL #FM3914 3.5% 05-01-2047 BEO 0.00% US3140X7K407

BASF SE 0.00% DE000BASF111

COSMO ENERGY HOLDINGS CO LTD 0.00% JP3298000005

PVTPL UBS GROUP AG SR 3.126% 08-13-

20300.00% US902613AA61

MURPHY OIL CORP 0.00% US6267171022

FIRST SOLAR INC COMMON STOCK USD.001 0.00% US3364331070

AMERN TOWER CORP 3.1% DUE 06-15-2050 0.00% US03027XBD12


JAPAN (30YR) .8% 20/03/2048 0.00% JP1300581J30

TAKTAKEDA PHARMACEUTICAL CO LTD CORP 1.0% 07-

09-20290.00% XS2197348597

PVTPL ANGLO AMERN CAP PLC GTD SR NT 2.625%

DUE 09-10-20300.00% US034863AX89

WUXI APPTEC CO LTD 0.00% CNE100003F19


RELX PLC COMMON STOCK GBP.144397 0.00% GB00B2B0DG97

PHOTRONICS INC 0.00% US7194051022

STATE GRID OVER 16 1.303% GTD SNR 05/08/32

EUR0.00% XS2152935214

HANCOCK WHITNEY CORP 0.00% US4101201097

NETGEAR INC 0.00% US64111Q1040

ATHENE GLB FD 15-1 1.125% SNR 02/09/25 EUR1000 0.00% XS2225890537

NTT DOCOMO INC COMMON STOCK 0.00% JP3165650007

ICELAND BONDCO PLC 4.625% GTD 15/03/2025GBP 0.00% XS1681806326

SINGAPORE(GOVT OF) 2.75% SNR 01/04/42 SGD1000 0.00% SG3254976487

DEMANT A/S COMMON STOCK DKK.2 0.00% DK0060738599

HOYA CORPORATION JPY 0.00% JP3837800006

TSURUHA HOLDINGS INC 0.00% JP3536150000

TOURISM HOLDINGS LTD 0.00% NZHELE0001S9

STADSHYPOTEK AB 2.5% DUE 04-05-2022 0.00% US85235YAF07

T MOBILE US INC COMMON STOCK USD.0001 0.00% US8725901040


ECHO GLOBAL LOGISTICS INC 0.00% US27875T1016

PHOSAGRO PJSC GDR 0.00% US71922G2093


CTP BV 2.125% 2.125% 01/10/2025 0.00% XS2238342484

PNM RES INC 3.25% 03-09-2021 0.00% US69349HAC16

NETHERLANDS KING 0% BDS 15/01/2024 EUR1 0.00% NL0012650469

ASTRAZENECA PLC FIXED 2.125% DUE 08-06-2050 0.00% US046353AX64

ETHAN ALLEN INTERIORS INC 0.00% US2976021046


15-2038 REG0.00% US912810PX00


GNMA POOL #708057 SER 2039 5% DUE 09-15-

2039 REG0.00% US36297CTN91

AT&T INC 3.65% DUE 06-01-2051 0.00% US00206RKA94

JAPAN .7% 20/06/2048 JPY 0.00% JP1300591J79

PVPTL SBA TOWER TR SECD TOWER REV SEC 2.8 36%

DUE 01-15-20250.00% US78403DAN03

ASTRAZENECA PLC .7% DUE 04-08-2026 0.00% US046353AV09


CHERRY HILL MORTGAGE INVESTMENT CORP 0.00% US1646511014

UK(GOVT OF) 1.25% SNR 22/07/27 GBP1000 0.00% GB00BDRHNP05

ANGI HOMESERVICES COM 0.00% US00183L1026

UK(GOVT OF) 0.375% SNR 22/10/30 GBP1000 0.00% GB00BL68HH02

BAYER AG 0.00% DE000BAY0017

COVENTRY BS 5.875% SNR 28/09/2022 GBP 0.00% XS0544713356

MALAYAN BANKING BHD 0.00% MYL1155OO000

SPROUTS FARMERS MARKET INC 0.00% US85208M1027

JAPAN (40 YR TBOND .5% 20/03/2059 0.00% JP1400121K57

CME GROUP INC COM 0.00% US12572Q1058

CANADA(GOVT OF) 1.25% BDS 01/03/2025 CAD1 0.00% CA135087K528

KDDI CORP COMMON STOCK 0.00% JP3496400007

S EASTN PWR 4.75% 30 SEP 2021 0.00% XS0686172601

PVTPL EAST OHIO GAS CO 2.0% 06-15-2030 0.00% US27409LAC72

INTEL CORP 4.6% DUE 03-25-2040 0.00% US458140BL39

NETHERLANDS TBOND 2.0% 15/07/2024 TBOND 0.00% NL0010733424

ENDESA SA 0.00% ES0130670112

PROGRESS SOFTWARE CORPORATION 0.00% US7433121008

NETFLIX INC 3.875% SNR 15/11/2029 EUR 0.00% XS1989380172

DNB BOLIGKREDITT A 2.5% SNR 28/03/22 USD1000'6 0.00% XS1587060085

BELGIUM KINGDOM 1.9% 22/06/2038 0.00% BE0000336454

EL POLLO LOCO HOLDINGS INC 0.00% US2686031079

BANK PEKAO SA 0.00% PLPEKAO00016

GNMAII POOL #MA0624 3 12-20-2042 REG 0.00% US36179MVR86

NIPPON TELEVISION HOLDINGS INC 0.00% JP3732200005


FUBON FINANCIAL HLDG 0.00% TW0002881000

POWSZECHNA KASA OS PLN1 0.00% PLPKO0000016

VECTURA GROUP ORD GBP0.000271 0.00% GB00BKM2MW97

CHINA RESOURCES BE NPV 0.00% HK0291001490

MONGOLIA (GOVT OF) 5.625% SNR 01/05/2023USD 0.00% USY6142NAB48

GERMANY(FED REP) 1.75% BDS 15/02/24 EUR0.01 0.00% DE0001102333

WATERSTONE FINANCIAL INC 0.00% US94188P1012

EAST MONEY INFORMATION CO LTD 0.00% CNE100000MD4

CNY BNP PARIBAS A\C 0.00%

FID NATL FIXED .75% DUE 05-21-2023 0.00% XS1843436574

PVTPL PACIFIC LIFECORP SR NT 3.35% 09-15-2050 0.00% US694476AE25

JAPAN(GOVT OF) 0.1% SNR 20/12/27 JPY50000 0.00% JP1103491HC4

GIVAUDAN REG COMMON STOCK CHF10.0 0.00% CH0010645932

ORACLE CORP FIXED 2.8% DUE 04-01-2027 0.00% US68389XBU81

ARTIS REAL ESTATE INVESTMENT 0.00% CA04315L1058

BANK OF NOVA SCOTIA CAD 0.00% CA0641491075

BRADY CORPORATION - CL A 0.00% US1046741062

INFORMA PLC 1.5% GTD SNR 05/07/2023 EUR 0.00% XS1853426549

SOUTHERN CO COM USD 0.00% US8425871071

CHOICE HOTELS INTERNATIONAL INC 0.00% US1699051066

BANCO SANTANDER CENTRAL HISP 0.00% ES0113900J37

FOX CORP 5.576% DUE 01-25-2049 0.00% US35137LAK17

CDN NATL RY CO 3.2% DUE 08-02-2046 0.00% US136375CK60



TRINET GROUP INC 0.00% US8962881079

PVTPL NRZ EXCESS SPREAD COLLATERALIZED NOTES

SER 18-PLS1 CL A 3.193% 01-25-20230.00% US40423XAB82

TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK 0.00% JP3463000004

GILEAD SCIENCES INC 2.8% DUE 10-01-2050/09-

30-2020 REG0.00% US375558BT99

SHERWIN-WILLIAMS COMPANY 0.00% US8243481061

GERMANY(FED REP) 2% BDS 2.0% 15/08/2023 0.00% DE0001102325

GRANGES AB 0.00% SE0006288015

GREAT LAKES DREDGE AND DOCK CORP 0.00% US3906071093


REYNOLDS CONSUMER PRODUCTS INC 0.00% US76171L1061

ABBVIE INC 3.6% 05-14-2025 0.00% US00287YAQ26

BEST WORLD INTL NPV 0.00% SG1DG3000004

ABBVIE INC 2.6% DUE 11-21-2024 0.00% US00287YBQ17

PVTPL CARS-DB4 LP/CARS-DB5 L P/CARS-DB6 L SER 20-

1A CLS B1 4.17% 02-15-20500.00% US12510HAG56

YAMAHA MOTOR CO 0.00% JP3942800008

FEDERAL HOME LN MTG CORP POOL #C91841 3.5%

07-01-2035 BEO0.00% US3128P8BJ90

LENZING AG COMMON STOCK 0.00% AT0000644505

FNMA FLTG SER 18-C06 CL 2M2 03-25-2031 0.00% US30711X5R11

JMDC INC NPV TEMP 0.00% DU0BK7C5Q9D2

FREDDIE MAC STACR TR SRS 19-DNA1 CL M2

01-25-20490.00% US35563KAH32

WESTLAKE 2.72% DUE 11-15-2024 0.00% US96042HAL42


ANICOM HOLDINGS NPV TEMP 0.00% DU0B3PQXL5D2

PVPTL SKY LTD 3.75% 09-16-2024 0.00% US111013AL21

PVTPL SYMPHONY CLO XIV LTD SR 14-14A CL AR FLTG

RT 07-14-20260.00% US87159QBV95

NORFOLK SOUTHERN CORP USD 0.00% US6558441084

FIDELITY NATL INFORMATION SVCS INC 4.75% 05-15-

20480.00% US31620MAZ95

SNAM SPA 0.75% SNR EMTN 17/06/30 EUR 0.00% XS2190256706

LAUREATE ED INC 8.25% DUE 05-01-2025 0.00% US518613AJ33

BNP PARIBAS NOMINEES 0.00%

CANADA(GOVT OF) 0.25% BDS 01/08/2022 CAD1 0.00% CA135087L286



15/05/2023 EUR0.010.00% DE0001102317


MSG NETWORKS INC 0.00% US5535731062


15/02/2023 EUR0.010.00% DE0001102309

SUNDRUG CO LTD 0.00% JP3336600006

FRANCE(GOVT OF) 8.5% GTD SNR 25/04/23 EUR1 0.00% FR0000571085

PVTPL CIFC FDG 2015-V LTD/CIFC FDG SER 15-5A CL

A1R FLTG 10-25-20270.00% US12547UAL26

TALLGRASS ENERGY 4.75% DUE 10-01-2023 0.00% US87470LAE11

TATE & LYLE PLC GBP 0.00% GB0008754136

MASTERCRAFT BOAT HOLDINGS INC 0.00% US57637H1032


UNICREDIT SPA 6.625%-FRN PERP EUR200000 0.00% XS1619015719

FEDERAL REALTY INVESTMENT TRUST 0.00% US3137472060

JAPAN (30 YR TBOND .5% 20/03/2049 0.00% JP1300621K47

SHELL MIDSTREAM PARTNERS LP 0.00% US8226341019

MICROSTRATEGY INC 0.00% US5949724083


BANK AMER CORP FLTG RT 1.319% DUE 06-19-2026 0.00% US06051GJD25

GEN MOTORS FINL CO 3.2% DUE 07-06-2021 0.00% US37045XBM74

CIRCOR INTERNATIONAL INC 0.00% US17273K1097

GLOBAL PMTS INC 3.2% DUE 08-15-2029 REG 0.00% US37940XAB82

EDWARDS LIFESCIENCES CORP COMMON STOCK

USD1.00.00% US28176E1082

TOTAL CAPITAL INTL 1.491% GTD SNR 08/04/27

EUR0.00% XS2153406868

CELESTICA INC 0.00% CA15101Q1081

PVTPL NRZ EXCESS SPREAD SR-18-PLS2 CL-4 3.265% 02-

25-20230.00% US40423XAF96

KLEPIERRE 2% MTN 2.0% 12/05/2029 0.00% FR0013512233

QAD INC 0.00% US74727D3061

LG CORP 0.00% KR7003550001


AGGREKO ORD GBP0.048329113924 0.00% GB00BK1PTB77

SMITH (A.O.) CORP COMMON STOCK USD1.0 0.00% US8318652091

BARRICK GOLD CORP 0.00% CA0679011084

TREX COMPANY INC 0.00% US89531P1057

EXELON CORP 5.1% DUE 06-15-2045 0.00% US30161NAS09


PVTPL MADISON PK FDG XVII LTD FLTG RATE SR

15-17A CL A-R 07-21-20300.00% US55818YBA82

PVTPL GREYSTONE COML REAL ESTATE NTS SR 18-HC1

CLA VAR RTT 09-15-20280.00% US39809FAA57

SCHLUMBERGER INVT 3.65% DUE 12-01-2023 0.00% US806854AH81

BANK AMER CORP FLTG RT .981% DUE 09-25-2025 0.00% US06051GJG55

NETHERLANDS GOVT NETH GOVT 0.25% DUE

15/07/20250.00% NL0011220108

SKY NETWORK TELEVISION LTD 0.00% NZSKTE0001S6

GENERAL MOTORS CO COMMON STOCK USD.01 0.00% US37045V1008

NEWMONT CORP 0.00% US6516391066

CENTRAL GARDEN & P COM STK CL A USD0.01 0.00% US1535272058


MARICO LTD COMMON STOCK INR1. 0.00% INE196A01026

PVTPL CMO CGDBB COMM MTG TRUST SER 2017-

BIOC CL E FRN 07-15-20280.00% US125282AN31

MARSH & MCLENNAN COM USD1.00 0.00% US5717481023

GLOBAL PAYMENTS INC 0.00% US37940X1028


CSG SYSTEMS INTERNATIONAL INC 0.00% US1263491094

PHILLIPS 66 FIXED 3.7% DUE 04-06-2023 0.00% US718546AU85

PVTPL CMO VERUS SECURITIZATION TR 2018-INV1

VAR RT DUE 03-25-2058 BEO0.00% US92536MAA99

AMPOL LIMITED ORDINARY FULLY PAID 0.00% AU0000088338

SIMMONS FIRST NATIONAL 0.00% US8287302009

BOSTON SCIENTIFIC CORP COM USD 0.00% US1011371077

INWIDO AB 0.00% SE0006220018

HENLEY CLO 1 0% SNR SEC 15/07/2032 EUR 0.00% XS2008552999

IDORSIA AG CHF 05 0.00% CH0363463438

FIDELITY NATL INFORMATION SERVICES 1.0% 12-03-

20280.00% XS2085655590

WALMART INC 4.05% DUE 06-29-2048 REG 0.00% US931142EC31

SOLVAY SA BELGIAN BEF 0.00% BE0003470755

INDONESIA(REP OF) 3.7% BDS 30/10/49 USD200000 0.00% US455780CN45

KUSURI NO AOKI HOLDINGS CO LTD 0.00% JP3266190002

COMCAST CORP 3.7% 04-15-2024 0.00% US20030NCR08



PATRICK INDS INC COM NPV 0.00% US7033431039

DAI ICHI LIFE HOLD NPV 0.00% JP3476480003


GIVAUDAN FINANCE 1.0% 22/04/2027 0.00% XS2126169742

ENN ENERGY HOLDINGS LTD 0.00% KYG3066L1014

JOHNSON CTLS INTL PLC/TYCO FIRE & SEC F 1.75% DUE

09-15-20300.00% US47837RAA86

REPSOL SA 0.00% ES0173516115

PUBLIC POWER CORP 0.00% GRS434003000

PETROCHINA CO LTD H 0.00% CNE1000003W8

BRANDYWINE REALTY TRUST 0.00% US1053682035

CA IMMOBILIEN ANLA 0.875% SNR 05/02/2027EUR 0.00% XS2099128055


PHILIPPINES(REP OF 6.25% BDS 14/01/2036 PHP 0.00% US718286BM88

PHILIPPINES REP NT 6.25% DUE 01-14-2036 REG 0.00% US718286BM88

PNC BK N A PITTSBURGH PA MEDIUM TERM SUB2.7%

DUE 10-22-20290.00% US69349LAS79

INNER MONGOLIA YILI INDUSTRIAL GROUP CO LTD 0.00% CNE000000JP5

ZAR BNP PARIBAS A/C 0.00%

ST. PAULS CLO IX D FRN CLO 11/2030 EUR 'A' 0.00% XS1808332933

CDW LLC/CDW FIN FIXED 3.25% DUE 02-15-2029 0.00% US12513GBF54

ADVA OPTICAL NETWORKING SE 0.00% DE0005103006

EBIX INC 0.00% US2787152063

UNICREDIT SPA 3.875%-FRN EMTN PERP EUR 0.00% XS2121441856

INTERCONTINENTAL EXCHANGE INC 0.00% US45866F1049

VERIZON FIXED 1.5% DUE 09-18-2030 0.00% US92343VFL36


NETHERLANDS KING 4% SNR 15/01/2037 EUR1'REGS 0.00% NL0000102234

TOP GLOVE CORPORATION BHD 0.00% MYL7113OO003

PRESTIGE CONSUMER HEALTHCARE INC 0.00% US74112D1019

MGIC INVESTMENT CORP 0.00% US5528481030

PVTPL PALMER SQUARE CLO 2015-1 LTD/PALMER

SQ VAR RT DUE 05-21-2029 BEO0.00% US69689ABA79

NORDSON CORP COMMON STOCK 0.00% US6556631025

GNMA SER 2014-91 CL CB 2.25% 01-16-2040 0.00% US38379CRT52

PVTPL ENEL FIN INTL N V 4.625 09-14-2025 0.00% US29278GAJ76


WAL MART DE MEXICO 0.00% MX01WA000038

Colombian peso 0.00%

NAUTILUS INC 0.00% US63910B1026

BLACKBAUD INC COMMON STOCK USD.001 0.00% US09227Q1004

PROGRESSIVE CORP 0.00% US7433151039

PVTPL FONDO MIVIVIENDA S A NT 3.5 DUE 01-31-

20230.00% US344593AA60

NOVARTIS CAP CORP FIXED 2.75% DUE 08-14-2050 0.00% US66989HAS76

DECKERS OUTDOOR CORP 0.00% US2435371073

SINGAPORE GOVERNMENT 2.125%

01/06/20260.00% SG31A8000003

FEDERAL HOME LN MTG CORP# Q34563 3.0% 07-01-

20450.00% US3132QRB902

FNMA POOL #BE7213 4% 04-01-2047 BEO 0.00% US3140FTAP63

VERIZON COMMUNICATIONS 1.5% 09-19-2039 0.00% XS2052321093


CANADA(GOVT OF) 1.75% BDS 01/03/23 CAD1 H49 0.00% CA135087H490

TRUIST FINL CORP COM USD5 0.00% US89832Q1094

FHLMC GOLD G67709 3.5% DUE 03-01-2048 0.00% US3132XCR641

AT&T INC 4.9% 06-15-2042 0.00% US00206RJH66

ACHMEA BANK N.V. 2.75% SNR MTN 18/02/21 EUR 0.00% XS1033736890

NOVATEK MICROELECTRONICS LTD 0.00% TW0003034005

TELEKOM AUSTRIA AG 0.00% AT0000720008


EUR0.00% XS1568874983

LANNETT COMPANY INC 0.00% US5160121019

COMCAST CORP 4.7% 10-15-2048 0.00% US20030NCM11

TELEPHONE AND DATA SYSTEMS 0.00% US8794338298

ADVANCED ENERGEY INDUSTRIES INC 0.00% US0079731008

PVTPL PROGRESS RESIDENTIAL 2019-SFR4 TR CL B

2.937% 11-19-20350.00% US74331AAC62

WESFARMERS LTD COMMON STOCK 0.00% AU000000WES1

CIE DE ST-GOBAIN 5.625% SNR MTN 15/11/24GBP 0.00% XS0274270817

AMERICAN ELEC PWR CO INC UNIT CORP 0.00% US02557T3077

ECOLAB LTD 0.00% US2788651006

TAKEDA PHARMACEUTICAL CO LTD 0.00% JP3463000004

CHUBB LIMITED ORD CHF24.15 0.00% CH0044328745

SECRETARIA TESOURO 6% GTD SNR 15/08/2050BRL'B 0.00% BRSTNCNTB3D4

CAP 1 BK USA NATL FIXED 2.014% DUE 01-27-2023 0.00% US14042TCS42

NESTE OYJ 0.00% FI0009013296

PVTPL CMO VERUS SECURITIZATION TR 2020-2SR 2020-

2 CL M-1 VAR RT 05-01-20600.00% US92537UAD46

MITSUBISHI UFJ FIN 0.68% SNR MTN 26/01/23 EUR 0.00% XS1758752635

VODAFONE GROUP 4.875%-FRN SUB 03/10/78 GBP 0.00% XS1888180996

DIAGEO CAP PLC 2.0% DUE 04-29-2030/04-29-

2020 REG0.00% US25243YBD04

EXXON MOBIL CORP 3.043% DUE 03-01-2026 0.00% US30231GAT94

SPAIN(KINGDOM OF) BDS 5.15% 31/10/2044 0.00% ES00000124H4

SER 2019-CHC CL B FLTG 144A 0.00% US162665AG89

BANK OF AMERICA CORP 4.271% 07-23-2029 0.00% US06051GHM42

NOVOZYMES A/S B SHARES COMMON STOCK DKK2.0 0.00% DK0060336014

FEDERAL HOME LN MTG CORP SER 17-DNA2 CLS B2

VAR RT 10-25-20290.00% US3137G0PS26

JAPAN(GOVT OF) 2% SNR 20/03/52 JPY50000'5' 0.00% JP1400051C51

ARLO TECHNOLOGIES INC 0.00% US04206A1016

GERMANY(FED REP) 2% BDS 04/01/2022 EUR 0.00% DE0001135465

DEUTZ AG 0.00% DE0006305006

MAKINO MILLING MACHINE CO LTD 0.00% JP3862800004

PVTPL GOLDEN TREE LN OPPORTUNITIES 14-9A CLS

XR2 FLTG RATE 144A0.00% US38123HAL87

FORD MTR CR CO LLC NT FLTG RATE DUE 08-03-2022

REG0.00% US345397YP29

PVTPL GREYSTONE CRE NTS 2019-FL2 LTD CL D FLTG 09-

15-20370.00% US39809LAG95

HCA INC 5% DUE 03-15-2024 0.00% US404119BN87

JOHN B SANFILIPPO AND SON INC 0.00% US8004221078

MDC HOLDINGS INC 0.00% US5526761086

PVTPL UNICREDIT SPA 2.569% DUE 09-22-2026/09-

22-2025 BEO0.00% US904678AU32

DAIICHIKOSHO CO LTD 0.00% JP3475200006


PVTPL WINGSTOP FDG LLC 2018-1 SR SECD NTCL A-2

4.97% 12-05-20480.00% US974153AA66

NIGERIA(FED OF) 6.75% NTS 28/01/21 USD'REGS 0.00% XS0584435142

MUENCHENER RUECKVER AG REG COMMON STOCK 0.00% DE0008430026

ATLAS COPCO AB 0.00% SE0011166610


CP ALL PCL NVDR 0.00% TH0737010R15

SP POWER ASSETS 3.25% 24/11/2025 0.00% XS1323910254

US BANCORP 0.00% US9029733048


EQM MIDSTREAM 4.75% DUE 07-15-2023 0.00% US26885BAD29

OOREDOO INT FIN 4.75% GTD SNR 16/02/21 USD 0.00% XS0549116530

BNP PARIBAS SR NON FLTG RT 3.052% DUE 01-13-

20310.00% US09659W2K94

GNMA POOL #AD4590 3 DUE 05-15-2043 0.00% US36180GC324

H AND E EQUIPMENT SERVICES INC 0.00% US4040301081

CANADA(GOVT OF) 0.5% BDS 01/09/25 CAD1'K940 0.00% CA135087K940

PVTPL CMO THE BANCORP COML MTG TR SER 2019-

CRE6 TR CLS A FLTG DUE 09-15-20360.00% US05973BAA52


AUD10000.00% AU000XCLWAX7

COMMVAULT SYSTEMS INC 0.00% US2041661024

ZTO EXPRESS CAYMAN INC 0.00% US98980A1051

FNMA POOL #BF0237 4% 06-01-2041 BEO 0.00% US3140FXHP03

ITALY(REPUBLIC OF) T-BOND 3.85% 01/09/2049 0.00% IT0005363111

ALLSTATE CORP 6.125% DUE 12-15-2032 0.00% US020002AP64


MPLX LP 4.8% 02-15-2029 0.00% US55336VAS97

SKY PERFECT JSAT HOLDINGS 0.00% JP3396350005

ASIAN DEV BK SNAT 6.2% 06/10/2026 0.00% XS1496739464

DAIICHI SANKYO COM NPV TEMP 0.00% DU0B0J7D91D5

CITIC SECURITIES 0.00% CNE1000016V2

VERIZON COMMUNICATIONS 1.875% 09-19-2030 0.00% XS2052321176

JAPAN TBOND BDS 1.6% DUE 20/12/2033 0.00% JP1201471DC6

FIAT CHRYSLER AUTO 3.375% SNR 07/07/2023EUR 0.00% XS2178832379

INVESTEC 6.75%-FRN PERP GBP200000 0.00% XS1692045864

CIRSA FINANCE INTL 4.75% GTD 22/05/2025 EUR 0.00% XS1990952779

SHENZHEN INOVANCE TECHNOLOGY LTD 0.00% CNE100000V46


FHLMC MULTICLASS SR 18-HRP2 CL M2 FLTG 144A 02-

25-20470.00% US35564AAK79

JAPAN(GOVT OF) 1.7% BDS 20/12/31 JPY50000 0.00% JP1201321BC7

ESTEE LAUDER COMPANIES 0.00% US5184391044


SYNCHRONY FINL FIXED 4.375% 03-19-2024 0.00% US87165BAN38

KAZAKHSTAN(REP OF) 1.55% SNR MTN 09/11/23

EUR0.00% XS1907130246

CHUGAI PHARMACEUTICAL JPY 0.00% JP3519400000

AGUAS ANDINAS S.A. 0.00% CL0000000035

AIR LEASE CORP 0.00% US00912X3026

TCF FINANCIAL CORP COM 0.00% US8723071036


PVTPL VENTURE CDO LTD SR 14-17A CL ARR FLTG 04-

15-20270.00% US92329YAL02

PARADE TECHNOLOGIES LTD 0.00% KYG6892A1085


GENUS PLC COMMON STOCK GBP.1 0.00% GB0002074580

PEPSICO INC FIXED .25% DUE 05-06-2024 0.00% XS2168625460

CROWN CASTLE INTL 2.25% DUE 01-15-2031 0.00% US22822VAT89

AIRPORTS OF THAILAND PCL 0.00% TH0765010R16

JAPAN 1.6% BDS 20/03/2032

JPY500000.00% JP1201361C58

CVS HEALTH CORP 3.625% DUE 04-01-2027 REG 0.00% US126650DH04

EXELON CORP 4.45% DUE 04-15-2046 0.00% US30161NAV38

PVTPL STWD 2019-FL1 LTD SR 19-FL1 CL B FLTG 07-15-

20380.00% US78485WAE93

SHIN-ETSU CHEM CO Y50 0.00% JP3371200001

ELKEM ASA 0.00% NO0010816093

O REILLY AUTOMOTIVE INC NEW 3.6% DUE 09-01-

20270.00% US67103HAF47

TIM PARTICIPACOES SPON ADR 0.00% US88706P2056

UNITEDHEALTH GROUP 3.5% DUE 08-15-2039 0.00% US91324PDT66

DIASORIN SPA COMMON STOCK EUR1.0 0.00% IT0003492391

NEXITY COMMON STOCK EUR5.0 0.00% FR0010112524

ZOOMILON HEAVY INDUSTRY SCIENCE AND

TECHNOLOGY CO LTD0.00% CNE000001527

PVTPL DOMINOS PIZZA MASTER ISSUER LLC DOMINOS

2019-1 SR SECD NT CL A-2 144A0.00% US25755TAL44

CBS CORP NEW FIXED 3.7% DUE 06-01-2028 0.00% US124857AX11

NATIONWIDE B/S 4.302%-FRN SNR 08/03/29 USD 0.00% US63861VAB36

UNITED STATES TREAS BDS 00203 5% DUE 05-15-

2037 REG0.00% US912810PU60

NUTRIEN LTD COM NPV 0.00% CA67077M1086

LANDIS GYR GROUP AG COMMON STOCK CHF10.0 0.00% CH0371153492

MORGAN STANLEY 0.637%-FRN SNR 26/07/24 EUR 0.00% XS1989375503

ALEXANDRIA REAL ESTATE EQUITIES 1.875% DUE 02-01-

20330.00% US015271AV11

MERCADOLIBRE INC 0.00% US58733R1023

GUNMA BANK JPY50 0.00% JP3276400003

MOROCCO(GOVT OF) 4.25% BDS

11/12/2022 USD1000'REGS'0.00% XS0850020586

ENGIE 2.125% SNR 30/03/2032 EUR 0.00% FR0013504693

GNMAII POOL #MA2679 SER 2045 4% DUE 03-20-

2045 REG0.00% US36179Q6Q92

ITALY(REPUBLIC OF) 0% TBOND 3.45% 01/03/2048 0.00% IT0005273013

AUTODESK INC 0.00% US0527691069

YORKSHIRE BLDG SOC .625% 21/09/2025 0.00% XS2231267829

MSCI INC 3.625% DUE 09-01-2030 0.00% US55354GAK67

SERBIA (REPUBLIC) 7.25% SNR 28/09/21 USD1000 0.00% XS0680231908

MEDTRONIC GLOBAL FIXED 0% DUE 08-15-2028 0.00% XS2238789460

BHP BILLITON LTD 0.00% US0886061086

FIRST HORIZON NATIONAL CORP 0.00% US3205171057

TRIUMPH GROUP INC 0.00% US8968181011

PVTPL CMO CITIGROUP COML MTG TR 2019-PRM

COML MTG PASSTHRU CTF 05-12-20360.00% US29429JAE01


AT&T INC 2.75% DUE 06-01-2031 0.00% US00206RJY99

AKELIUS RESIDENTIA 1% GTD SNR 17/01/2028EUR 0.00% XS2228897158

SMITH A.O CORP 0.00% US8318652091

NETHERLANDS KING 0.75% SNR 15/07/2028 EUR1 0.00% NL0012818504

PVTPL UPJOHN INC GTD SR NT 144A 2.7% DUE06-22-

2030/06-22-2020 BEO0.00% US91533BAD29


CALIFORNIA ST UNIV REV 2.897% 11-01-2051BEO

TAXABLE0.00% US13077DNK45

KASIKORNBANK PCL NVDR 0.00% TH0016010R14

BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK

USD.0010.00% US1091941005

GEDEON RICHTER PLC HUF100 0.00% HU0000123096

UTD STATES TREAS 1.625% DUE 09-30-2026 0.00% US912828YG91

BELGIUM(KINGDOM) 3.75% 22/6/2045 EUR 0.00% BE0000331406

PVTPL CONNECTICUT AVE SECS SR 19-R03 CL 1M2 FLTG

09-25-20310.00% US20753MAF59

TENCENT HLDGS LTD 3.595% 01-19-2028 0.00% US88032XAG97


HEINEKEN NV 2.25% SNR EMTN 30/03/30 EUR 0.00% XS2147977636

EDWARDS LIFESCIENCES CORP 0.00% US28176E1082

HURON CONSULTING GROUP INC 0.00% US4474621020

FISERV INC 3.2% DUE 07-01-2026 0.00% US337738AT51

BPCE SR NON PFD 2.375% DUE 01-14-2025 0.00% US05583JAG76

SEMTECH CORP 0.00% US8168501018

KOHLS CORPORATION 0.00% US5002551043

HENAN SHUANG INVESTMENT AND DEVELOPMENT CO

LTD0.00% CNE000000XM3

EVOQUA WATER TECHNOLOGIES CO COMMON STOCK

USD.010.00% US30057T1051

HOME DEPOT INC 3.9% DUE 06-15-2047 0.00% US437076BS00

HEINEKEN NV 1.625% SNR 30/03/2025 EUR 0.00% XS2147977479

QATAR(STATE OF) TBOND 3.75% 16/04/2030 0.00% XS2155352664

PVTPL BMW US CAP LLC NT 144A 2.8% DUE 04-11-

2026/04-11-2016 BEO0.00% US05565EAH80

UNITED STATES TREAS BDS 00202 4.75% DUE 02-15-

2037 REG0.00% US912810PT97

VODAFONE GROUP 3.1%-FRN SUB 03/01/2079 EUR 0.00% XS1888179477

WESTPAC BANKING CORP 0.00% AU000000WBC1

BONOS Y OBLIG DEL 1.2% 1.2% 31/10/2040 0.00% ES0000012G42

ZURICH FINANCIAL SERVICES 0.00% CH0011075394

CHILDREN'S PLACE INC 0.00% US1689051076

PVTPL SOFI CONSUMER LOAN PROGRAM TRUST SER

18-1 CL A2 3.14% 02-25-20270.00% US83405RAB33

AGILENT 2.1% DUE 06-04-2030 0.00% US00846UAM36

PVTPL 2020 CASH MANDATORY EXCHANGEABLE TR TR

SECS 144A 3C70.00% US9013751055

CITIGROUP INC 5.15% 21/05/2026 0.00% XS0168658853

KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK

EUR.010.00% NL0011794037

HUATAI SECURITIES CO LTD 0.00% CNE100000LQ8

VALOR HOLDINGS CO LTD 0.00% JP3778400006


PVTPL BANCO BRADESCO S A GRAND CAYMAN BRH

GLOB 3.2% 01-27-20250.00% US05947KAZ30

PVTPL PALMER SQUARE LN FDG 2020-1 LTD SER 20-

1A CLS C VAR RT 02-20-20280.00% US69701EAG17

WOLTERS KLUWER 1.5% SNR 22/03/27 EUR100000 0.00% XS1575992596

PKO FIN AB 4.63% BDS 26 SEP 22 USD1000 REG S 0.00% XS0783934085

PING AN INSURANCE GROUP CO OF CHINA LTD 0.00% CNE000001R84

ESSILORLUXOTTICA EUR0.18 0.00% FR0000121667

WASTE MANAGEMENT INC COM USD0.01 0.00% US94106L1098

PVTPL PERNOD RICARD INTL FIN LLC 1.625% DUE 04-01-

2031/10-01-2020 BEO0.00% US71427QAB41

UNITED STATES TREAS BDS DTD 02/15/2000 6.25 DUE

05-15-2030 REG0.00% US912810FM54



OKTA INC 0.00% US6792951054

PVTPL SRI LANKA GOVT DEMOCRATIC SOCIALIST

REP BD 144A 6.25 10-04-200.00% US85227SAH94


ALLY FINL INC 4.625% DUE 05-19-2022 0.00% US02005NBC39

AT&T INC 3.5% DUE 09-15-2053 BEO 0.00% USU04644CU90

PVTPL CORPORACION FINANCIERA DE DESARROLLO S A

NT 2.4% 09-28-20270.00% US21987DAE40

AKELIUS RESIDENT P 2.249%-FRN SUB 17/05/81

EUR0.00% XS2110077299

WILLIAMS COMPANIES INC 0.00% US9694571004

PVTPL STACK INFRASTRUCTURE ISSUER LLC SER 2020-1

CL A-2 144A 1.893% 08-25-20450.00% US85236KAD46

FEDERAL HOME LN MTG SER 18-HRP1 CL M2 FLTG 04-

25-20430.00% US3137G0VC00

TORUNLAR GYO TRY1 0.00% TRETRGY00018

JYSKE BANK A/S 0.625%-FRN 20/06/2024 EUR 0.00% XS2015231413

CBS CORP NEW FIXED 4.2% DUE 06-01-2029 0.00% US124857AZ68

UNI CHARM CORPORATION 0.00% JP3951600000

MICROSOFT CORP 3.95% DUE 08-08-2056 0.00% US594918BU71

SOUTHERN GAS NETWORK PLC 2.5% 03/02/2025 0.00% XS1180063056

INFINEON 3.625% 31/12/2049 0.00% XS2056730679

CITIZENS FINL FIXED 3.25% DUE 04-30-2030 0.00% US174610AT28

FREDDIE MAC STACR REMIC TR NT CL M-1 144A

1.45188% 09-25-20500.00% US35565RAA14

SIG COMBIBLOC GROU 1.875% SNR 18/06/2023EUR 0.00% XS2189592889

PVTPL VANTAGE DATA CTRS ISSUER LLC SR 20-1A

CL A2 1.645% 09-15-20450.00% US92212KAB26

PVTPL ALLEGRO CLO SER 14-1RA CL A1 FLTG 10-21-

20280.00% US01751EAC21

NIELSEN HLDGS PLC COM EUR0.07 0.00% GB00BWFY5505

FORMFACTOR INC 0.00% US3463751087

LULULEMON ATHLETIC 0.00% US5500211090

HARBORONE BANCORP COM USD0.01 0.00% US41165Y1001

LARGAN PRECISION CO LTD 0.00% TW0003008009

AON PLC IE COM USD0 1 CL A 0.00% IE00BLP1HW54

GENERAL MTRS CO 6.125% DUE 10-01-2025 0.00% US37045VAV27

SUMITOMO RUBBER INDUSTRIES 0.00% JP3404200002

PVTPL CIFC FDG 2014-II-R LTD SER-14-2RA CL-A1 FLTG

04-24-2030 BEO0.00% US12548RAB06

TELEFONICA EMISIONES 1.201% 21/08/2027 0.00% XS2177441990


COMINAR REAL ESTATE INVEST TRUST 0.00% CA1999101001

CAIXABANK SA 1.75% SNR NPF 24/10/23 EUR 0.00% XS1897489578


FNMA POOL #FM3346 3.5% 01-01-2046 BEO 0.00% US3140X6WG24

LOJAS AMERICANAS SA-PREF 0.00% BRLAMEACNPR6

PVTPL FHLMC MULTICLASS FLTG RT SER 19-DNA2 CL

M2 03-25-20490.00% US35564LAH06

CANADA(GOVT OF) 0.75% SNR 01/09/2021 CAD1 0.00% CA135087F585

PETRONAS CAP LTD 4.55% 21/04/2050 0.00% USY68856AV83

JAPAN(GOVT OF) TBOND 1.7% DUE 20/12/2043 0.00% JP1300411DC2


AUD10000.00% AU000XCLWAW9

BOLIVIA(ESTADO PLU 4.5% SNR 20/03/28 USD200000 0.00% USP37878AC26

PALO ALTO NETWORKS INC 0.00% US6974351057

FEDERAL HOME LN MTG CORP GOLD POOL #G06817

5.5 DUE 05-01-20400.00% US3128M84A95


GS HOLDINGS CORP 0.00% KR7078930005

PVTPL AES CORP SR SECD 1ST LIEN NT 144A 3.95% DUE

07-15-2030/05-27-2020 BEO0.00% US00130HCC79

CONDUENT INC 0.00% US2067871036

BANK OF IRELAND GR 3.125%-FRN LT2 19/09/27

GBP0.00% XS1685476175

TRY BNP PARIBAS A/C 0.00%

IDEMITSU KOSAN CO LTD 0.00% JP3142500002

INTESA SANPAOLO 6.25%-FRN PERP EUR200000 0.00% XS1614415542

HONG KONG EXCHANGE & CLEAR 0.00% HK0388045442

CUMMINS INC COMMON STOCK USD2.5 0.00% US2310211063

EQUINIX INC 1.8% DUE 07-15-2027 0.00% US29444UBG04

STANDARD IND INC 2.25% 21/11/2026 0.00% XS2080766475

FIRSTENERGY CORP 4.85% 07-15-2047 0.00% US337932AJ65

KONINKLIJKE PHILIPS NV 0.00% NL0000009538

ANALOG DEVICES INCORPORATED COM USD 0.16 0.00% US0326541051

CHINA PACIFIC INSURANCE GR H 0.00% CNE1000009Q7

AMGEN INC 3.375% 02-21-2050 0.00% US031162CS70

UNITED STATES TREAS BDS DTD 02/15/2001 5.375 15

FEB 20310.00% US912810FP85

CALPINE CORPORATION TERM LOAN B DUE 05-27-

2022 BEO0.00% US13134MBE21

CEMEX FINANCE LLC 6.0% 01/04/2024 0.00% USU12763AD75

ZIJIN MINING GROUP CO LTD 0.00% CNE100000502

DUPONT DE NEMOURS INC 0.00% US26614N1028

UNION PAC CORP 3.55% DUE 08-15-2039 0.00% US907818FD57

PERTAMINA PT 4.875% SNR 03/05/22 USD1000 0.00% USY7138AAC46

CRACKER BARREL OLD COUNTRY STORE INC 0.00% US22410J1060

SYNNEX TECHNOLOGY INTERNATIONAL CORP 0.00% TW0002347002

EMIRATE OF ABU DHA 3.125% SNR MTN 30/09/49

USD0.00% XS2057866191

PROSUS NV 0.00% NL0013654783

SM ENERGY COMPANY 0.00% US78454L1008

UMICORE COMMON STOCK 0.00% BE0974320526

BROOKDALE SENIOR LIVING INC 0.00% US1124631045

VERIZON FIXED 1.3% DUE 05-18-2033 0.00% XS2176560444

ORANGE SA 1.25% 07/07/2027 0.00% FR0013506292

UNITED MICROELECTRONICS CORP 0.00% TW0002303005

TESCO CORP TREAS 2.5% GTD SNR 02/05/2025GBP 0.00% XS1989383192

ABB LTD 0.00% CH0012221716

ISS GLOBAL A/S 1% EMTN 07/07/25 EUR100000 0.00% XS2199343513

GRAMEENPHONE LTD COMMON STOCK BDT10.0 0.00% BD0001GP0004

PVTPL CMO BXMT LTD SER 20-FL2 CL D FRN 02-16-

2037 BEO0.00% US12434LAJ35

ADCB FIN (KY) LTD 4% GTD SNR MTN 29/03/23 USD 0.00% XS1800010693

HILL-ROM HOLDINGS INC 0.00% US4314751029

OCI COMPANY LTD 0.00% KR7010060002

PVTPL CIFC FDG SER 13-3RA CL C FLTG 04-24-2031 0.00% US12552MAJ71

ANRITSU CORPORATION 0.00% JP3128800004

KINGDEE INTERN SFTWR 0.00% KYG525681477

INTERCONTINENTAL EXCHANGE INC 3.0% DUE 06-15-

2050 BEO0.00% US45866FAL85

ICADE SANTE SAS 1.375% SNR 17/09/2030 EUR 0.00% FR0013535150

THAI UNION GROUP THB0.25 NVDR 0.00% TH0450010R15

PVTPL CMO CHC COML MTG TR SR 19-CHC CL A FLTG

RATE 06-15-20340.00% US162665AA10

TELEKOMUNIKASI IND SER B IDR50 0.00% ID1000129000

CELESIO AG 0.00% DE000CLS1001

CANADIAN PACIFIC RAIL LTD 0.00% CA13645T1003

VISTRY GROUP PLC 0.00% GB0001859296

EQUIFAX INC FIXED 3.1% DUE 05-15-2030 0.00% US294429AS42


DISCOVERY COMMUNICATIONS 1.9% 19/03/2027 0.00% XS1117298247

DRIVE AUTO RECEIVABLES TR 2019-2 CL D 3.69% 08-

17-20260.00% US26208RAG02

OTC DERIVATIVE CASH COLL RECEIVABLE FROMBK OF

AMER0.00%

TERNA RETE ELETTR 1% SNR EMTN 10/04/2026EUR 0.00% XS1980270810

LOGO YAZLLLM SANAYI TACARET AS 0.00% TRALOGOW91U2

ENANTA PHARMACEUTICALS INC 0.00% US29251M1062

NEOPHOTONICS CORP 0.00% US64051T1007

CR AGRICOLE 2.625% 29/01/2048 0.00% FR0013312154

TWIN RIVER WORLDWIDE HOLDINGS INC 0.00% US90171V2043

TENCENT HLDGS LTD FIXED 3.24% DUE 06-03-2050 0.00% US88032XAV64

FEDERAL HOME LN MTG SER 18-HRP1 CL B1 FLTG 04-

25-20430.00% US3137G0VA44

ASUSTEK COMPUTER INC 0.00% TW0002357001

MICRON TECH INC 4.64% DUE 02-06-2024 0.00% US595112BL65

BDO UNIBANK INC 0.00% PHY077751022

LI NING CO LTD 0.00% KYG5496K1242

VERIZON COMMUN 1.875% SNR 26/10/29 EUR1000 0.00% XS1708167652

BUONI POLIENNALI DEL TE 3.35% 01/03/2035 0.00% IT0005358806

PROLOGIS LP FIXED 2.25% DUE 06-30-2029 0.00% XS1577961862

JAPAN(GOVT OF) 1.4% SNR 20/09/45 JPY50000 0.00% JP1300481F92

BLACKSTONE 1.6% DUE 03-30-2031 0.00% USU0925BAA27

RAMI LEVI 0.00% IL0011042491

IHS MARKIT LTD COMMON STOCK USD.01 0.00% BMG475671050

FANNIE MAE CONN AVE SECS SER 18-C05 CL 1M2 FRN

01-25-20310.00% US30711XY248

DINE BRANDS GLOBAL COM USD0.01 0.00% US2544231069

CANADA(GOVT OF) 2.75% SNR 01/12/48 CAD1000 0.00% CA135087D358

KOZA ALTIN ISLETMELERI AS 0.00% TREKOAL00014

DANONE 0.00% FR0000120644

ALLSTATE CORP COMMON STOCK USD.01 0.00% US0200021014

AMERN TOWER CORP 2.1% DUE 06-15-2030 0.00% US03027XBC39

PACCAR INC COMMON STOCK USD1.0 0.00% US6937181088

ACCESS INNOVATION HOLDINGS LIMITED ORDINARY

FULLY PAID0.00% AU0000101636

FEDERAL HOME LN MTG CORP POOL #Q28456 4%09-

01-2044 BEO0.00% US3132M9BZ64

SIBANYE STILLWATER LTD 0.00% ZAE000259701

CHENIERE ENERGY INC 0.00% US16411R2085

STARBUCKS CORP 3.5% DUE 11-15-2050 0.00% US855244BA67

SHENZHOU INTERNATIONAL GROUP 0.00% KYG8087W1015


PER SHARE 18-DEC-20200.00%

ISHARES USD CORPORATE BOND UCITS ETF USD 0.00% IE0032895942

SEACOR HOLDINGS INC 0.00% US8119041015

KBC GROEP NV 0.5%-FRN LT2 03/12/2029 EUR 0.00% BE0002664457

UCHIDA YOKO CO LTD 0.00% JP3157200001

DR AUTO 2.7% DUE 02-16-2027 0.00% US26209AAG67

PVTPL OCP CLO LTD SER 14-5A 144A FRN 04-26-2031 0.00% US67102SAS32

PLAINS ALL AMERN 5% DUE 02-01-2021 0.00% US72650RAY80

PVTPL MACQUARIE GROUP LTD 144A 3.189% DUE 11-

28-20230.00% US55608JAH14

TRUSTMARK CORP 0.00% US8984021027

SABINE PASS 5.625% DUE 03-01-2025 0.00% US785592AM87

CSW INDUSTRIALS INC 0.00% US1264021064


QATAR(STATE OF) 4% SNR 14/03/2029 USD200000 0.00% XS1959337582

T ROWE PRICE GROUP INC COMMON STOCK USD.2 0.00% US74144T1088

VODAFONE GROUP 0.1% MTN 28/11/2030 EUR 0.00% XS2002018500

MITSUBISHI UFJ FINANICAL 0.00% JP3902900004

AMERICAN ELECTRIC POWER COMPANY INC 0.00% US0255371017

NOMURA CO LTD NPV 0.00% JP3762400004

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Income Due - AUD 0.00%

RTE RESEAU DE .625% 08/07/2032 0.00% FR0013522695


BLACKROK EUR CLO V VAR CDO 16/07/2031 EUR 'B' 0.00% XS1785484178

LONZA AG - REG 0.00% CH0013841017

DOW CHEMICAL CO FIXED .5% DUE 03-15-2027 0.00% XS2122485845

ANHEUSER BUSCH INBEV WORLDWIDE INC 4.15% 01-

23-20250.00% US03523TBX54

ALTICE FRANCE S.A 2.5% GTD 15/01/2025 EUR 0.00% XS2054539627

TOWNSQUARE MEDIA 6.5% DUE 04-01-2023 0.00% US892231AA90

WESTPAC BKG CORP 2.1% 25/02/2021 0.00% US96122XAL29

GNMAII POOL #MA3106 4.0% DUE 09-20-2045

REG0.00% US36179RNX34

KAKIYASU HONTEN CO LTD 0.00% JP3206500005

QANTAS AIRWAYS LIMITED 0.00% AU000000QAN2

NIPPON FLOUR MILLS CO LTD 0.00% JP3723000000

CRA INTERNATIONAL INC 0.00% US12618T1051

PVTPL FREDDIE MAC STACR REMIC TR 2020-DNA3

MULTICLASS 06-25-2050 BEO0.00% US35565WAH51

IREN SPA 0.00% IT0003027817

CANADA(GOVT OF) 2.75% BDS 01/06/22 CAD1000 0.00% CA135087ZU15

METLIFE INC COMMON STOCK USD.01 0.00% US59156R1086

APPLE INC 3.2% DUE 05-11-2027 0.00% US037833CR93

CINEMARK HOLDINGS INC 0.00% US17243V1026

TAKEDA FIXED 4.4% DUE 11-26-2023 0.00% US874060AT36

REPUBLIC OF COLOMBIA TBOND 5.0% 15/06/2045 0.00% US195325CU73

PVTPL GREYSTONE CRE NTS 2019-FL2 LTD SR 19-FL2 CL

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ALTRA INDUSTRIAL MOTION CORP TERM BANK LOAN

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FIDELITY NATL INFORMATION SVCS INC .625%DUE 12-

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TECHNIPFMC PLC 0.00% GB00BDSFG982

AMERICAN FINANCIAL GROUP INC 0.00% US0259321042

KERUR HOLDINGS LTD 0.00% IL0006210111

BK MANDIRI IDR500 0.00% ID1000095003

DEUTSCHE LUFTHANSA AG 0.00% DE0008232125

ANGLO AMERN CAP 4.75% DUE 04-10-2027 0.00% US034863AR12

MOTECH INDUSTRIES TWD10 0.00% TW0006244007

FHLMC MULTICLASS 144A FLTG RT SER 19-DNA3 CL M2

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POLSKI KONCERN NAFTOWY 0.00% PLPKN0000018

PVTPL CMO GS MTG SECS CORP TR 2017-500K COML

CTF CL E FLTG RT 07-15-20320.00% US36253XAN57

SWEDEN(KINGDOM OF) 0.75% SNR 12/11/29 SEK5000 0.00% SE0011281922

PVTPL BLACK KNIGHT INFOSERV LLC 3.625% DUE 09-

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PHILIPPINES REP GLOBAL BD 2.457% 05-05-2030 0.00% US718286CJ41

SAMSONITE INTL SA USD0.01 0.00% LU0633102719

YDUQS PARTICIPACOES SA COMMON STOCK 0.00% BRYDUQACNOR3

Outstanding Settlement Receipts - ZAR 0.00%

THE ODP CORP COM USD0.01 0.00% US88337F1057


PVTPL CMO CSMC SER 2019-ICE4 CL F FLTG 144A 05-15-

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MEXICO CITY AIRPORT TRUST 5.5% 07-31-2047 0.00% USP6629MAD40

RIO TINTO PLC 0.00% US7672041008

COMPAGNIE FINANCIERE RICHEMONT SA 0.00% CH0210483332

AMC NETWORKS INC COM USD0.01 CL A 0.00% US00164V1035

VERIZON COMMUNICATIONS .875% 03-19-2032 0.00% XS2052320954


EMERSON ELECTRIC CO 0.00% US2910111044

PVTPL OCP CLO LTD SER 14-4A CL A2RR FLTG RATE 04-

24-20290.00% US67105HBA23

JIANGSU HENGRUI MEDICINE CO LTD 0.00% CNE0000014W7

ANGLO AMERICAN PLATINUM LIMITED 0.00% ZAE000013181

FANNIE MAE CONN AVE SER 18-C03 CL 1M2 FLTG 10-

25-20300.00% US30711XJ702

FEDERAL NATL MTG ASSN GTD MTG POOL #AK6263

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NEW YORK & FIXED 2.256% DUE 08-01-2040 0.00% US649322AH71

CITIC LIMITED NPV 0.00% HK0267001375

PILGRIMS PRIDE CORP 0.00% US72147K1088

PVTPL UBS AG LONDON BRH NT 144A 1.75% DUE 04-

21-2022 BEO0.00% US902674YA28

PVTPL ANGLO AMERN CAP PLC SR NT 144A 4.5% DUE

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AT&T INC FIXED .25% DUE 03-04-2026 0.00% XS2051361264

LINDSAY CORP 0.00% US5355551061

VOLKSWGN FIN SV AG 2.5% GTD SNR 06/04/2023

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JPMORGAN CHASE & 3.797% DUE 07-23-2024 0.00% US46647PAU03

BCO COM PORTUGUES 9.25%-FRN PERP

EUR2000000.00% PTBCPFOM0043

UNITED STATES TREAS 2.75% 02-28-2025 0.00% US9128283Z13

MODINE MANUFACTURING CO 0.00% US6078281002

SMC CORP JPY50 0.00% JP3162600005

BEST BUY CO INC 5.5% SNR 15/03/2021 USD1000 0.00% US086516AL50

PVTPL CMO STRUCTURED AST SECS CORP MTG LN TR

SER CL 2-A1 144A 6 10-25-2036 BEO0.00% US863911AC70

SINGAPORE GOVERNMENT 2.75% 01/03/2046 0.00% SG31A7000004

GEELY AUTOMOBILE HOLDINGS LT 0.00% KYG3777B1032

TOMRA SYSTEMS ASA COMMON STOCK NOK1. 0.00% NO0005668905

COGNIZANT TECH SOLUTIONS A 0.00% US1924461023

CATHAY FINANCIAL HOLDING CO 0.00% TW0002882008

MOL HUNGARIAN OIL 0.00% HU0000153937

LEGGETT & PLATT INCORPORATED USD0.01 0.00% US5246601075

HOUSING DEVELOPMENT FINANCE COMMON STOCK

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CAPITEC BANK HOLDINGS LTD 0.00% ZAE000035861

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CARMAX AUTO OWNER 3.16% DUE 02-18-2025 0.00% US14316LAF04

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BERKSHIRE HATHAWAY FIN CORP 4.2% DUE 08-15-

2048 REG0.00% US084664CQ25

GIVAUDAN - REG 0.00% CH0010645932

INTL BUSINESS FIXED 2.85% DUE 05-15-2040 0.00% US459200KK67

CHINA OVERSEAS LAND AND INVESTMENT LIMIT 0.00% HK0688002218

OLD MUTUAL LTD NPV 0.00% ZAE000255360

MAGAZINE LUIZA SA COM NPV 0.00% BRMGLUACNOR2

ACTIVISION 2.5% DUE 09-15-2050 0.00% US00507VAQ23

ATLAS COPCO AB A SHS COMMON STOCK SEK.639 0.00% SE0011166610

CHINA VANKE CO RES 0.00% CNE100001SR9

HITHINK ROYALFLUSH INFORMATION NETWORK CO

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FNMA POOL #FM3067 3% 08-01-2033 BEO 0.00% US3140X6MR98

TRAVELCENTERS OF AMERICA INC 0.00% US89421B1098

PVTPL ROYALTY PHARMA PLC SR NT 3.3% 09-02-2040 0.00% US78081BAE39

HP INC COMMON STOCK USD.01 0.00% US40434L1052

URENCO FINANCE NV EMTN 2.25% 05/08/2022 0.00% XS1269854870

ACHMEA BV MTN 2.5% 19/11/2020 0.00% XS0995111761


SANTANDER UK PLC 1.125% GTD SNR 14/01/22EUR 0.00% XS1166160173

CANADA(GOVT OF) 4% SNR 01/06/2041 CAD1'YQ12 0.00% CA135087YQ12

MORGAN ADVANCED MATERIALS PLC 0.00% GB0006027295

KINDER MORGAN INC 5.05% DUE 02-15-2046 0.00% US49456BAJ08

MORGAN STANLEY 3.125% DUE 01-23-2023 0.00% US61744YAN85

PENSKE AUTOMOTIVE GROUP INC 3.5% DUE 09-01-

2025 REG0.00% US70959WAJ27

AUSTRALIA AND NEW ZEALAND BANKING GROUP 0.00% AU000000ANZ3

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MERITZ SECURITIES CO LTD 0.00% KR7008560005

DIASORIN ISCRITTE NEL REGISTRO 0.00% IT0003492391

SUNCOR ENERGY INC 2.8% DUE 05-15-2023 0.00% US867224AC16

MTN GROUP LTD 0.00% ZAE000042164

PVTPL CMO BX COML MTG TR 2019-XL COML MTG

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AT&T INC 2.3% DUE 06-01-2027 0.00% US00206RJX17

ORIOR AG 0.00% CH0111677362

CHINA INTERNATIONAL TRAVEL SERVICE CORP LTD 0.00% CNE100000G29

ANGEL YEAST CO LTD 0.00% CNE0000014G0


TENET HEALTHCARE CORP 8.125 DUE 04-01-2022 0.00% US88033GCE89

WOLTERS KLUWER 0.75% SNR 03/07/2030 EUR 0.00% XS2198580271

PVTPL DRIVEN BRANDS FDG LLC 2019-1 CL A-2 0.0% 04-

20-20490.00% US26208LAD01

OAO ROSNEFT OIL CO-GDR 0.00% US67812M2070

FRANKLIN ELECTRIC CO INC 0.00% US3535141028

DANAHER CORP 2.1% 09-30-2026 0.00% XS2147995299

FUJITSU LTD COMMON STOCK 0.00% JP3818000006

KROGER CO COMMON STOCK USD1.0 0.00% US5010441013

DIGITAL REALTY TRUST INC 0.00% US2538681030

MAXVALU TOKAI CO LTD 0.00% JP3930400001

DISNEY WALT CO FIXED 1.75% DUE 01-13-2026 0.00% US254687FV35

SKYWEST INC 0.00% US8308791024

SHIFT INC 0.00% JP3355400007

MONDELEZ INTL INC FIXED 2.625% DUE 09-04-2050 0.00% US609207AW50

ALTICE FRANCE S.A 3.375% GTD 15/01/2028 EUR 0.00% XS2053846262

J P MORGAN MTG TR SER 07-S1 CL 2-A-11 6.0 03-25-

20370.00% US46630RAQ48

AMERICAN AXLE AND MANUFACTURING HOLDINGS

INC0.00% US0240611030

CHICONY ELECTRONICS CO LTD 0.00% TW0002385002

PVTPL LCM LTD PARTNERSHIP SR 20A CL AR FLTG 10-20-

20270.00% US50188WAE84

TEAMVIEWER AG COMMON STOCK 0.00% DE000A2YN900

PVTPL MACQUARIE BK LTD 2.1% DUE 10-17-2022

BEO0.00% US55608PBC77

DRIVEN BRANDS FDG 3.786% DUE 07-20-2050 0.00% US26209XAA90

FREDDIE MAC STACR SER 19-HQA3 CLS M2 VAR RT 09-

25-20490.00% US35564XAH44

LOWES COS INC 5.125% DUE 04-15-2050 BEO 0.00% US548661DW49

UPJOHN FINANCE B.V .816% 23/06/2022 0.00% XS2193968992


JPMORGAN CHASE & FLTG RT 1.514% DUE 06-01-

20240.00% US46647PBQ81

PVTPL WENDYS FDG LLC 2019-1 SR SECD NT CL A-2-I

144A 3.783% DUE 06-15-2049 BEO0.00% US95058XAG34


HOME DEPOT INC 3.35% DUE 04-15-2050 REG 0.00% US437076CD22

GOLDMAN SACHS FLTG RT 2.876% DUE 10-31-2022 0.00% US38148YAC21

CLEVELAND CLIFFS COM USD 0.00% US1858991011

PVTPL ARBYS FDG LLC SR SECD NT SER 2020-1 CL A-2

144A 3.237 DUE 07-30-20500.00% US038779AB06

PVTPL REPUBLIC OF NIGERIA 6.375 DUE 07-12-2023

REG0.00% US65412ACD28

SUNNY OPTICAL TECHNOLOGY GROUP 0.00% KYG8586D1097

NIPPON TELEGRAPH + TELEPHONE COMMON STOCK 0.00% JP3735400008

CITIGROUP INC FLTG RT 1.678% DUE 05-15-2024 0.00% US172967MR94

BUONI POLIENNALI DEL TBOND TE 1.65%

01/03/20320.00% IT0005094088

LOGICOR FINANCING 0.75% GTD SNR 15/07/24EUR 0.00% XS2027364244

DANAHER CORP 2.6% DUE 10-01-2050 0.00% US235851AV47

WW INTERNATIONAL I COM NPV 0.00% US98262P1012

EQUINIX INC 3.0% DUE 07-15-2050/06-22-

2020 REG0.00% US29444UBJ43

KAO CORPORATION JPY50 0.00% JP3205800000

1ST INVS AUTO 2.8% DUE 12-15-2025 0.00% US32058RAD61

JPMORGAN CHASE &CO 1.638%-FRN SNR 18/05/28

EUR0.00% XS1615079974

ENCOMPASS HLTH CRP COM USD 0.00% US29261A1007

PVTPL DB MASTER FIN LLC SR SECD NT CL A-2-I

3.787% 05-20-20490.00% US233046AJ02

INVITAE CORP COMMON STOCK USD.0001 0.00% US46185L1035

FORD MOTOR CO COMMON STOCK USD.01 0.00% US3453708600

ADVANCED INFO SERVICE PUBLIC COMPANY LIM 0.00% TH0268010R11

INFINEON TECHNOLOGIES AG 0.00% DE0006231004

APPLE INC FIXED 2.95% 09-11-2049 0.00% US037833DQ02

SANLAM LIMITED 0.00% ZAE000070660

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OZLME B.V. FRN CLO 01/2030 EUR 'C' 0.00% XS2038484635

PVTPL BANCO BRADESCO S A GRAND CAYMAN BRH

GLOB 2.85% 01-27-20230.00% US05947KAY64

FRANCE(GOVT OF) BDS .5% 25/05/2040 0.00% FR0013515806

DEUTSCHE POST AG 0.00% DE0005552004

EISAI CO LTD COMMON STOCK 0.00% JP3160400002

JD.COM INC 0.00% KYG8208B1014

SEVERSTAL PAO 0.00% US8181503025

VODAFONE GROUP ORD USD0.2095238 0.00% GB00BH4HKS39

BEST BUY CO INC COMMON STOCK USD.1 0.00% US0865161014

CENTENE CORP DEL FIXED 4.625% 12-15-2029 0.00% US15135BAT89

PERENTI GLOBAL LIMITED ORDINARY FULLY PAID 0.00% AU0000061897

PVTPL NISSAN MTR LTD 3.043% DUE 09-15-2023

BEO0.00% US654744AA94

AVALONBAY CMNTYS 3.35% DUE 05-15-2027 0.00% US05348EBA64

TOKYO SEIMITSU CO LTD ORDINARY SHARES 0.00% JP3580200008


JOHNSON & JOHNSON 5.95% DUE 08-15-2037 0.00% US478160AN49

PVTPL PIKES PEAK CLO 6/PIKES PEAK CLO 6 LLC VAR RT

DUE 08-18-2030 BEO0.00% US72132YAE59

FNMA POOL #AY7071 2.5% 04-01-2045 BEO 0.00% US3138YL2D27


SERVICE CORP INTL FIXED 3.375% DUE 08-15-2030 0.00% US817565CF96

ZOETIS INC FIXED 3% DUE 05-15-2050 0.00% US98978VAT08

PVTPL FREDDIE MAC - STACR SR 20-HQA4 CL BA FLTG

09-25-20500.00% US35565RBD44


TEVA 2.95% DUE 12-18-2022 0.00% US88165FAG72

GENPACT LTD 0.00% BMG3922B1072

MONGOLIA GOVT 5.125% 04-07-2026 0.00% US60937LAC90

YIHAI INTERNATIONAL HOLDINGS LTD 0.00% KYG984191075

GILEAD SCIENCES 1.2% DUE 10-01-2027 0.00% US375558BX02

FREDDIE MAC STACR REMIC SER 20-DNA3 CL M1 FLTG

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YUANTA FINANCIAL HOLDINGS CO 0.00% TW0002885001

BW LPG LTD 0.00% BMG173841013

PVTPL OZLM XII LTD/OZLM XII LLC SER-15-12A CL-A1R

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PVTPL CMO BX COML MTG TR 2020-VKNG SER 20-

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BX COML MTG TR 2.95% DUE 10-15-2037 0.00% US12433YAQ08

FANUC CORP 0.00% JP3802400006

PVTPL INSITE ISSUER LLC/INSITE CO-ISSUERCOR SECD

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WESFARMERS LIMITED 0.00% AU000000WES1

UNUM GROUP FORMERLY UNUMPROVIDENT 5.75 08-

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BX COML MTG TR 2.3% DUE 10-15-2037 0.00% US12433YAN76

NETHERLANDS KING 0% BDS 15/07/2030 EUR1'144A 0.00% NL0014555419

TOKAI RIKA CO LTD 0.00% JP3566600007

REGIS RESOURCES LTD 0.00% AU000000RRL8

ICHOR HOLDINGS LTD 0.00% KYG4740B1059

T-MOBILE USA INC 3% DUE 02-15-2041 0.00% US87264ABK07

APOLLO INVESTMENT CORP 0.00% US03761U5020

INDUSTRIAL BANK CO LTD 0.00% CNE000001QZ7

PRUDENTIAL PLC 0.00% GB0007099541

JAPAN(GOVT OF) 1.7% BNDS 20/06/2044 0.00% JP1300431E60

PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 0.00% US7443201022

NN GROUP NV 0.00% US6293341037

PVTPL STARWOOD COMMERCIAL MRTG TR FLTG RT

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GOLDMAN SACHS 3.75% DUE 05-22-2025 0.00% US38148LAE65

PVTPL PALMER SQUARE CLO 2015-1 LTD/PALMER

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PVTPL GREYSTONE COML REAL ESTATE NTS SER 18-

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STANDARD CHARTERED PLC FXD RATE RESETTING

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PVTPL ICG US CLO 2017-1 LTD/ICG US CLO 2017- SR

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BDS 2020-FL5 LTD/BDS 2020-FL5 LLC SR 20-FL5 CL A

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FRANCE(GOVT OF) 0.0% 25/11/2030 0.00% FR0013516549

WEIHAI GUANGWEI COMPOSITES CO LTD 0.00% CNE1000034T9

PVTPL BDS LTD FLTG RT SER 19-FLV4 CL AS 08-15-

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FEDERAL HOME LN MTG CORP POOL #C91831 3%06-01-

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PVTPL TENET HEALTHCARE CORP 6.125% DUE 10-01-

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PVTPL BDS 2020-FL5 LTD CL 20-FLS CL B VAR RT 02-

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TECHNOLOGY ONE LIMITED 0.00% AU000000TNE8

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PVTPL PALMER SQUARE LN FDG 2020-1 LTD SER 20-

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PVTPL L BRANDS INC SR NT 6.625% 10-01-2030 0.00% US501797AW48

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IBERDROLA FINANZAS 7.375% GTD SNR 29/01/24

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PVTPL CMO COMM 2015-3BP MTG TR MTG PASS THRU

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UK(GOVT OF) 0.625% SNR 22/10/50 GBP1000 0.00% GB00BMBL1F74

ROSS STORES INC 0.00% US7782961038

CENTERPOINT ENERGY INC 3.85% 02-01-2024 0.00% US15189TAU16

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CMO PVPTL BBCMS SER 2018-TALL CL A FLTG 144A

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TSINGTAO BREWERY COMPANY LIMITED 0.00% CNE1000004K1

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LUMINEX CORP 0.00% US55027E1029

FEDEX CORP 4.75% DUE 11-15-2045 0.00% US31428XBE58

DAIKIN INDUSTRIES 0.00% JP3481800005


TEVA 2.2% DUE 07-21-2021 0.00% US88167AAC53

NORTHERN GAS NET F 4.875% GTD SNR 30/06/27

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PVTPL FANNIE MAE FLTG RT SER 19-R02 CL 1B1 08-25-

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GREAT WALL MOTOR COMPANY H 0.00% CNE100000338

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HONDA MOTOR CO LTD 0.00% JP3854600008

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PVTPL MARATHON CRE SR 18-FL1 CL A VAR RT 06-15-

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CMO BX COML MTG TR 2018-IND SR 2018-IND CL G

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MCKESSON CORP COMMON STOCK USD.01 0.00% US58155Q1031

TWITTER INC 0.00% US90184L1026

UK(GOVT OF) 0.125% SNR 31/01/23 GBP1000 0.00% GB00BL68HG94

DALLAS FORT WORTH TEX INTL ARPT REV 3.089% 11-

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Singapore dollar 0.00%

PFIZER INC 4% DUE 03-15-2049 0.00% US717081EV18

NETCARE LTD 0.00% ZAE000011953

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YOUGOV PLC 0.00% GB00B1VQ6H25

BLACKSTONE GROUP INC 0.00% US09260D1072

Outstanding Settlement Receipts - MXN 0.00%

JAPAN PETROLEUM EXPLORATION 0.00% JP3421100003

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GROUPON INC 0.00% US3994732069

SUN LIFE FINANCIAL INC COMMON STOCK 0.00% CA8667961053

BERKSHIRE HATHAWAY INC CL B COMMON STOCK

USD.00330.00% US0846707026

SIAM CEMENT PCL NVDR-NON VTG 0.00% TH0003010R12

TENCENT MUSIC ENTERTAINMENT GROUP 0.00% US88034P1093

PVTPL PRA GROUP INC 7.375% DUE 09-01-2025 0.00% US69354NAC02

JAPAN(GOVT OF) BNDS 2.0% 20/03/2031 0.00% JP1201261B43

COMCAST CORP NEW NT FLTG RATE DUE 10-01-

2020 REG0.00% US20030NCV10

BANCOLOMBIA SA - ADR 0.00% US05968L1026

SENEGAL(REP OF) 8.75% SNR 13/05/2021 USD 0.00% XS0625251854

HAPVIDA PARTICIPACOES E INVE COMMON STOCK 0.00% BRHAPVACNOR4

PVTPL ALM XVI LTD SR 15-16A CL AA-R2 FLTG RT 07-15-

2027 BEO0.00% US00162LCN55

OPPENHEIMER HOLDINGS INC 0.00% US6837971042

ALLIANCE DATA SYSTEMS CORP 0.00% US0185811082

CHINA RES CEMENT HKD 0.00% KYG2113L1068

CARROLS RESTAURANTS GROUP INC 0.00% US14574X1046

PVTPL CMO MULTIFAMILY CONN AVE SECS SER 19-01

CL M10 FLTG 10-15-20490.00% US62547NAB55

REPUBLIC OF PERU 2.392% DUE 01-23-2026 REG 0.00% US715638DE95

CRED AGRICOLE SA 6.5% 23/12/2049 0.00% XS1055037177

FUT DEC 20 EUR FOAT 0.00% DE000C4XT242

JAPAN(GOVT OF) 1.8% BDS 20/06/31 JPY1000 0.00% JP1201291B88

TONGDA GROUP HOLDINGS LTD 0.00% KYG8917X1218


CVS HEALTH CORP 5.05% DUE 03-25-2048 0.00% US126650CZ11

S&P 500 EMINI 2012 F 0.00% DU00SPM20125

PAYPAL HLDGS INC FIXED 1.65% DUE 06-01-2025 0.00% US70450YAG89

MITSUBISHI UFJ FINL GROUP INC 2.623% DUE07-18-

20220.00% US606822BL79

NIU TECHNOLOGIES SPONS ADR ADR USD.0001 0.00% US65481N1000

FREDDIE MAC STACR SER 19-HQA3 CLS B1 VAR RT 09-

25-20490.00% US35564XBD21

COMCAST CORP NEW 3.75% DUE 04-01-2040 0.00% US20030NDH17

LONDON STOCK EXCHANG 0.00% GB00B0SWJX34

DOMINICAN REPUBLIC 5.5% SNR 27/01/2025 USD1000 0.00% USP3579EBD87

HONDURAS (REP OF) 8.75% SNR 16/12/2020 USD 0.00% XS1006084211

RPC INC 0.00% US7496601060


31-2025 REG0.00% US9128284F40

KORN FERRY 0.00% US5006432000

MAXIS BHD 0.00% MYL6012OO008

PVTPL COX COMMUNICATIONS INC NEW 4.6% DUE 08-

15-20470.00% US224044CK16

FNMA POOL #BJ4610 3.5% 02-01-2048 BEO 0.00% US3140H6DQ93

VOLKSWAGEN NVP DEM50 0.00% DE0007664039

WASHINGTON PRIME G COM USD0.0001 0.00% US93964W1080


HUMANA INC COMMON STOCK USD.166 0.00% US4448591028


UPWORK INC COMMON STOCK USD.0001 0.00% US91688F1049

SHOPRITE HOLDINGS LIMITED 0.00% ZAE000012084

PVTPL MAGNETITE SER 15-12A CL X FLTG 10-15-

20310.00% US55953HAQ65

JAPAN(GOVT OF) 2.2% SNR 20/03/51 JPY50000 0.00% JP1400041B55

OREILLY AUTO NEW COM 0.00% US67103H1077


CANADA(GOVT OF) 2% SNR 01/12/2051 CAD1'H722 0.00% CA135087H722

UNION PAC CORP 3.799% DUE 10-01-2051 0.00% US907818EM65

AUTOHOME INC 0.00% US05278C1071

NETHERLANDS KING 7.5% BDS 15/1/2023 EUR SER '1' 0.00% NL0000102077

SIMON PPTY GROUP L FIXED 2.45% 09-13-2029 0.00% US828807DF17

FNMA POOL #FM3412 3.5% 03-01-2046 BEO 0.00% US3140X6YJ45

PEMBINA PIPELINE 0.00% CA7063271034

ITALY(REPUBLIC OF) 144A 1.45% 1.45% 01/03/2036 0.00% IT0005402117

BANCO DO BRASIL SA 0.00% BRBBASACNOR3

PROSUS N.V. 1.539% SNR MTN 03/08/28 EUR 0.00% XS2211183244

SINOPHARM GROUP CO-H 0.00% CNE100000FN7

HENLEY CLO 1 0% SUB 15/07/2032 EUR100000 0.00% XS2008553377

STRIKE COMPANY LTD 0.00% JP3399780000

HOKKAIDO GAS CO LTD 0.00% JP3847000001

INTERDIGITAL INC 0.00% US45867G1013

IDEXX LABORATORIES INC 0.00% US45168D1046

KINGSOFT CORP 0.00% KYG5264Y1089

SANTANDER CNSMR 3.71% DUE 02-17-2026 0.00% US80281MAC73

PVTPL REYNOLDS GROUP ISSUER INC/REYNOLDS 144A

5.125 DUE 07-15-2023/06-27-20160.00% US761735AT63

COM7 PCL 0.00% TH6678010R15

NXP SEMICONDUCTORS 0.00% NL0009538784

BANC OF AMERICA MERRILL LYNCH LG LO SERIES

2015-200P CL F VAR 04-14-20330.00% US05526QAN60

PVTPL SMB PRIVATE ED LN TR SER 20-A CL 2A2 2.23%

09-15-2037 BEO0.00% US78449UAB44

JPMORGAN CHASE & CO 2.956% DUE 05-13-

2031/05-13-2025 REG0.00% US46647PBP09

FRANCO NEVADA CORP 0.00% CA3518581051

CAIRN CLO III B.V. FRN CLO 20/10/2028 EUR 'A' 0.00% XS1692485326

ROYAL BK OF CANADA 0.125% SNR 23/07/2024EUR 0.00% XS2031862076

MATERION CORP 0.00% US5766901012

ALABAMA POWER CO 3.7% 12-01-2047 0.00% US010392FR41

BRITISH TELECOM 0.5% GTD SNR 12/09/2025 EUR 0.00% XS2051494222

UNITED STATES TREAS BILLS 10-29-2020 TBILL 0.00% US9127962T52

NEW CHINA LIFE INSURANCE CO LTD 0.00% CNE100001922

INNOVENT BIOLOGICS INC 0.00% KYG4818G1010

PVTPL T-MOBILE USA INC 4.5% DUE 04-15-2050 0.00% US87264AAY10

FORD MTR CR CO LLC FIXED 3.35% DUE 11-01-2022 0.00% US345397ZU05

ORTHOFIX MEDICAL INC 0.00% US68752M1080


EUR0.00% XS1568875444

FNMA POOL #AB2037 4.5% 01-01-2031 BEO 0.00% US31416XHP87

BSTN SCIENTIFIC 2.65% DUE 06-01-2030 0.00% US101137BA41


FNMA POOL #AW3146 4% 06-01-2044 BEO 0.00% US3138XSP846

FNMA POOL #AV0022 4% 11-01-2043 BEO 0.00% US3138XBAY07

GLOBUS MEDICAL INC 0.00% US3795772082

TWILIO INC 0.00% US90138F1021


NONG SHIM CO LTD 0.00% KR7004370003

ALLSTATE CORP 0.00% US0200021014

HARUYAMA HOLDINGS INC 0.00% JP3773600006

PVTPL FREDDIE MAC STACR SER 20-DNA2 CL B1 FLTG

02-25-20500.00% US35565KBD90


ST. PAULS C III D. FRN CLO 01/2032 EUR 'B1-R' 0.00% XS1758464330

PVTPL GS MORTGAGE SECURITIES TRUST SER 2017-

500K CL G FLT 07-15-20320.00% US36253XAS45

CHIPOTLE MEXICAN GRILL INC - CLASS A 0.00% US1696561059

PACCAR INC 0.00% US6937181088

JERROLD FINCO PLC 4.875% GTD 15/01/2026 GBP 0.00% XS2112899021

CMO SSER 15-DNA3 CL B DUE 04-25-2028 BEO 0.00% US3137G0GZ69

VODAFONE GROUP PLC 7% DUE 04-04-2079 0.00% US92857WBQ24


COSTAR GROUP INC 0.00% US22160N1090

SWISS RE AG COMMON STOCK CHF.1 0.00% CH0126881561

ZOOMLION HEAVY INDUSTRY SCIENCE AND

TECHNOLOGY CO LTD0.00% CNE100000X85

CDW LLC / CDW FIN 5.5% DUE 12-01-2024 0.00% US12513GBA67

BANK OF NEW YORK MELLON CORP 0.00% US0640581007

INTESA SANPAOLO SPA 0.00% IT0000072618

SIKA AG CHF0.01 0.00% CH0418792922

PASONA GROUP INC NPV 0.00% JP3781490002


AUD10000.00% AU000XCLWAU3

TE CONNECTIVITY LTD 0.00% CH0102993182

BARRETT BUSINESS SERVICES INC 0.00% US0684631080

BEIJING ENTERPRISES WATER GR COMMON STOCK

HKD.10.00% BMG0957L1090

FIDELITY NATL INF 2.95% SNR 21/05/39 EUR1000 0.00% XS1843436145

FHLMC MULTICLASS SER 20-HQA1 CLS M2 01-25-

20500.00% US35565JAH41


WALMART INC 3.625% DUE 12-15-2047 0.00% US931142DW04

SUMITOMO MITSUI FINANCIAL GROUP 0.00% JP3890350006

FNMA NT CL 2B-1 144A 01-25-2040 0.00% US20754WAC91

DISCOVERY COMMUNICATIONS 4.95 DUE 05-15-

20420.00% US25470DAG43

THERMO FISHER SCIENTIFIC INC .5% 03-01-2028 0.00% XS2058556536

DEUTSCHE TELEKOM I 1.375% GTD SNR 30/01/27

EUR0.00% XS1557095616

CALBEE INC NPV 0.00% JP3220580009

PETRONAS GAS BERHAD 0.00% MYL6033OO004

CHEIL WORLDWIDE INC 0.00% KR7030000004

EL EN SPA EUR0 13 POST SUBD 0.00% IT0005188336

CANADIAN IMPERIAL BANK 0.00% CA1360691010

SPARTANNASH CO 0.00% US8472151005

FISERV INC 4.4% DUE 07-01-2049 0.00% US337738AV08

PUBLIC STORAGE 0.00% US74460D1090

AEON CREDIT SERVICE CO LTD 0.00% JP3131400008

FIAT CHRYSLER AUTO 4.5% SNR EMTN 07/07/28

EUR0.00% XS2199351375

COMPASS GROUP ORD GBP0 1105 0.00% GB00BD6K4575


2046 BEO0.00% US3128MJYY06

PVTPL BDS 2019-FL3 LTD/BDS 2019-FL3 LLC SER 19-FL3

CLS D VAR RT 12-15-20350.00% US05492EAJ29

LOCALIZA RENT A CAR 0.00% BRRENTACNOR4

I3 VERTICALS INC 0.00% US46571Y1073


NEWMARK GROUP INC 0.00% US65158N1028

DEUTSCHE TELEKOM 1.375% 05/07/2034 0.00% XS2024716099

KOSSAN RUBBER INUSTRIES 0.00% MYL7153OO009

DSV PANALPINA A/S 0.00% DK0060079531

CHAOZHOU THREE CIRCLE GROUP CO LTD 0.00% CNE100001Y42

PVTPL INDONESIA ASAHAN ALUMINI SR NT 144A

4.75% DUE 05-15-2025/04-15-2025 BEO0.00% US74445PAE25

SBA COMMUNICATIONS FIXED 4% DUE 10-01-2022 0.00% US78410GAB05

FIDELITY NATL INFO SERVICES 2.6% DUE 05-21-2025

BEO0.00% XS1843436061


1011778 B.C UNLTD LIAB CO TERM LOAN B4 DUE 11-

19-20260.00% XAC6901LAH06

ENERGY ABSOLUTE PCL NVDR 0.00% TH3545010R19

PCCW LTD 0.00% HK0008011667

DOMINICAN REPUBLIC 6.6% BDS DUE 28/01/2024 0.00% USP3579EAT49

ISLANDSBANKI HF. 1.125%-FRN SNR 19/01/24EUR 0.00% XS1755108344

AVALONBAY COMMUNITIES INC REIT USD.01 0.00% US0534841012

FNMA POOL #MA0659 4.5% 02-01-2031 BEO 0.00% US31417YWV54

B2W COMPANHIA DIGITAL 0.00% BRBTOWACNOR8

PVTPL CARRIER GLOBAL CORP NT 3.577% DUE 04-05-

20500.00% US14448CAC82


DUE 04-30-2021 REG0.00% US912828Q780

GEORGIA PWR CO 4.75% DUE 09-01-2040 0.00% US373334JS15

FLUGHAFEN WIEN AG NPV EX SPLIT 0.00% AT00000VIE62

FHLMC MULTICLASS SR 18-HRP2 CL B2 FLTG 144A 02-

25-20470.00% US35564ACC36

ORIENTAL LAND CO LTD 0.00% JP3198900007

IHS MARKIT LTD 0.00% BMG475671050

UTD STATES TREAS FIXED .5% DUE 06-30-2027 0.00% US912828ZV59

UNITED STATES TREAS BDS 00205 4.375% DUE02-15-

2038 REG0.00% US912810PW27

ONEOK INC 0.00% US6826801036

TESCO ORD 5P 0.00% GB0008847096

CANADA GOVT BD 1.5% 01/06/2026 0.00% CA135087E679

PVTPL ASB BK LTD SR MEDIUM TERM NTS BOOK 3.75%

06-14-2023 BEO0.00% US00216LAA17


AUD10000.00% AU0000XCLWM5

HYUDAI GLOVIS CO LTD 0.00% KR7086280005

CADENCE BANCORP 0.00% US12739A1007

FAST RETAILING CO LTD 0.00% JP3802300008

SODICK CO LTD 0.00% JP3434200006

Czech koruna 0.00%

SAMSUNG ELECTRO MECHANICS CO 0.00% KR7009150004

BELGIUM(KINGDOM) 1% BDS 22/06/31 EUR0.01 0.00% BE0000335449

SEK BNP PARIBAS A/C 0.00%

VENTAS REALTY LP 3.5% DUE 02-01-2025 0.00% US92277GAE70

WUHU SHUNRONG SANQ 0.00% CNE1000010N2

BARCLAYS BANK PLC 3.375%-FRN SNR 02/04/25

EUR0.00% XS2150054026

JBS SA 0.00% BRJBSSACNOR8

SHANDONG WEIGAO GP MEDICAL H 0.00% CNE100000171

AUSTRALIA(COMMONWEALTH OF) 3.75% BDS

21/04/2037 AUD10000.00% AU3TB0000192

ASSURED GUARANTY LTD 0.00% BMG0585R1060

HONG KONG DOLLAR 0.00%

DEUTSCHE BOERSE AG 0.00% DE0005810055

VISHAY PRECISION GROUP INC 0.00% US92835K1034

NIPPON TELEGRAPH AND TELEPHONE CORP 0.00% US6546241059


MANULIFE FINANCIAL CORP - TORONTO LISTIN 0.00% CA56501R1064

SPLUNK INC COM 0.00% US8486371045

AMBEV SA ADR EACH REPR ORD SPONS 0.00% US02319V1035

MERCK KGAA COMMON STOCK 0.00% DE0006599905

CRH PLC 0.00% IE0001827041

COMMUNITY HEALTH SYSTEMS INC 0.00% US2036681086

SILVERCREST METALS INC 0.00% CA8283631015

MARRIOTT INTL INCUSD 0.00% US5719032022

AMERICAN INTERNATIONAL GROUP INC BNDS 4.8%

DUE 07-10-2045 REG0.00% US026874DF16

ENERSYS COM 0.00% US29275Y1029

RIYAD SUKUK LTD 3.174%-FRN SUK 25/02/30 USD 0.00% XS2120069047

UNION PAC CORP 3.839% DUE 03-20-2060 BEO 0.00% US907818FG88

REP OF GUATEMALA 5.7500.% 06/06/2022 0.00% USP5015VAD84

EMBOTELLADORAS ARCA SA - NOMINATIVE SHAR 0.00% MX01AC100006



FEDEX CORP 5.25% DUE 05-15-2050 0.00% US31428XCA28

VF CORPORATION 0.00% US9182041080

DAIHEN CORP 0.00% JP3497800007

DH EUROPE FINANCE FIXED .45% DUE 03-18-2028 0.00% XS2050404800

BUPA FINANCE 2% GTD SNR 05/04/2024 GBP 0.00% XS1592647264

CEZ AS 0.00% CZ0005112300

SOCIAL CAPITAL HEDOSOPHIA HOLDINGS CORP III 0.00% KYG8251K1076

VIVENDI SA 0.00% FR0000127771

UPJOHN INC 4% DUE 06-22-2050 0.00% US91533BAF76

FNMA POOL #MA0667 4% 03-01-2031 BEO 0.00% US31417YW524

CIA DE MINAS BUENAVENTUR-ADR 0.00% US2044481040

CR SUISSE GROUP 3.8% DUE 09-15-2022 0.00% US225433AH43

KOREA ZINC CO LTD 0.00% KR7010130003

GOERTEK INC 0.00% CNE100000BP1


HITACHI Y50 0.00% JP3788600009

SK HOLDINGS CO LTD 0.00% KR7034730002

ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 0.00% US0152711091

HUANENG POWER INTERNATIONAL INC 0.00% CNE000001998

CARMAX AUTO OWNER SR 19-3 CL C 2.6% 06-16-

20250.00% US14315PAG00

ADIMMUNE CORP 0.00% TW0004142005

Outstanding Settlement Receipts - THB 0.00%

VESTAS WIND SYSTEMS 0.00% DK0010268606

CCR SA COM 0.00% BRCCROACNOR2

JAPAN(GOVT OF) 1% SNR 20/12/2021 JPY50000 0.00% JP1103201C19

ARTHUR J GALLAGHER + CO COMMON STOCK USD1.0 0.00% US3635761097

AMAZON COM INC 2.5% DUE 06-03-2050 0.00% US023135BT22

ROMANIA(REP OF) 2% SNR MTN 28/01/32 EUR1000 0.00% XS2109812508

PPG INDUSTRIES INC 0.00% US6935061076


TELEKOM MALAYSIA BERHAD 0.00% MYL4863OO006

SUNCORP METWAY LTD 2.8% DUE 05-04-2022 0.00% US8672EMAG91

VB-S1 ISSUER LLC 3.031% DUE 06-15-2050 0.00% US91823AAN19

BELGIUM(KINGDOM OF) 4% OLO 4.0% 28/03/2022 0.00% BE0000308172

FHLMC MULTICLASS SER 4024 CL KP 2 03-15-2042 0.00% US3137ANKY09

JAPAN(GOVT OF) 1% BDS 20/9/21 JPY1000 0.00% JP1103181BA8

PVTPL MAGNETITE SER 14-8A CL AR2 FLTG 04-15-

20310.00% US55952YAP25


LAM RESEARCH CORP COMMON STOCK USD.001 0.00% US5128071082

PVTPL CMO MOTEL 6 TR 2017-MTL6 COML MTG

PASSTHRU CTF CL D FLTG RT 08-15-20340.00% US61975FAL31


SYSCO CORPORATION COM USD1.00 0.00% US8718291078

PVTPL LOANCORE 2018-CRE1 ISSUER LTD SR 18-CRE1

CL A FLTG 05-15-20280.00% US53946MAA53

PVTPL ABBVIE INC 3.45% 03-15-2022 0.00% US00287YCF43

INGLES MARKETS INC - CLASS A 0.00% US4570301048

PVTPL PENSKE TRUCK LEASING CO L P / PTL 3.375% 02-

01-20220.00% US709599AS35

OSAKA SODA CO LTD NPV 0.00% JP3485900009

SERCOMM CORP 0.00% TW0005388003

ORSTED AS 0.00% DK0060094928

T MOBILE USA INC 6% GTD SNR 15/04/2024 USD 0.00% US87264AAQ85

FUT DEC 20 U.S. T-BONDS 0.00%

SENEGAL REP NT 144A 6.25% DUE 07-30-2024BEO 0.00% US81720TAB17

AERCAP IRELAND CAP 4.5% DUE 05-15-2021 0.00% US00772BAF85

ULTRAPAR PARTICIPACOM NPV 0.00% BRUGPAACNOR8

PVTPL ANGLO AMERN CAP PLC SR 4.125% DUE

04-15-2021 BEO0.00% US034863AM25

AXA SA COMMON STOCK EUR2.29 0.00% FR0000120628

DIAMOND (BC) BV 5.625% SNR 15/08/2025 EUR 0.00% XS1654544136

PVTPL BDS 2020-FL5 LTD/BDS 2020-FL5 LLC SER 20-FL5

CLS E VAR RT 02-16-20370.00% US05492QAL05

MMAF EQUIP FIN LLC 2020-A ASSET BACKED NT CL A-5

144A 1.56% 10-09-20420.00% US60700MAE84

MATCH GRP INC NEW COM USD0.001 0.00% US57667L1070

STATE STREET 0.00%

DH EUROPE FIN SA FIXED 2.5% DUE 07-08-2025 0.00% XS1255436187

HANA FINANCIAL GROUP 0.00% KR7086790003

MMAF EQUIP FIN LLC 2020-A ASSET BACKED NT CL A-4

144A 1.4% 08-09-20300.00% US60700MAD02

GENERAC HOLDINGS INC 0.00% US3687361044

COCHLEAR LTD COMMON STOCK 0.00% AU000000COH5

CLOROX COMPANY COMMON STOCK USD1.0 0.00% US1890541097

PARKER HANNIFIN CORP 0.00% US7010941042

CHINA LESSO GROUP HKD0.05 0.00% KYG2157Q1029

XILINX INC 0.00% US9839191015

WESTLAKE 2.76% DUE 01-15-2026 0.00% US96042PAF99

TOYOTA AUTO LN 1.35% DUE 05-25-2033 0.00% US89237JAA43

INNOGY FINANCE BV 1.5% GTD SNR 31/07/2029

EUR0.00% XS1761785077

GIGABYTE TECHNOLOGY CO LTD 0.00% TW0002376001

ERICSSON LM - B SHS 0.00% SE0000108656

ROCHE HOLDING AG GENUSSCHEIN COMMON STOCK 0.00% CH0012032048

SEMPRA ENERGY MANDATORY PFD CONV SER B 6.75% 0.00% US8168515059

INDITEX EUR0.03 POST SUBD 0.00% ES0148396007

PVTPL ITAU UNIBANCO HLDG S A 3.25% DUE 01-

24-20250.00% US46556JAB52

DOMINION ENERGY INC JR SUB NT SER A-1 STEP UP

08-15-20210.00% US25746UDA43

SUBURBAN PROPANE COM 0.00% US8644821048

GENERAL ELEC CO 4.25% DUE 05-01-2040 0.00% US369604BX09

ITAU UNIBANCO HLDG 2.9% DUE 01-24-2023 0.00% US46556JAA79

CONSOLIDATED EDISON INC COM USD0.10 0.00% US2091151041

ALCON AG 0.00% CH0432492467

PUBLIC SERVICE ENTERPRISE GROUP INC 0.00% US7445731067

EBARA FOODS INDUSTRY INC 0.00% JP3165930003

CANADA(GOVT OF) 3.5% BD 01/12/2045 CAD 0.00% CA135087ZS68

SANDVIK AB 0.00% SE0000667891


ALIBABA HEALTH INF HKD0.01 0.00% BMG0171K1018

AFLAC INC 0.00% US0010551028

DOOSAN CORPORATION 0.00% KR7000150003

WOORI FINANCIAL GR KRW5000 0.00% KR7316140003


2035 BEO0.00% US3128P8BL47

ESSA BANCORP INC 0.00% US29667D1046

DOOSAN BOBCAT INC 0.00% KR7241560002

EXEDY CORP 0.00% JP3161160001

OTIS WORLDWIDE COR COM 0.00% US68902V1070

PVTPL UPJOHN INC GTD SR NT 144A 3.85% DUE 06-22-

2040/06-22-2020 BEO0.00% US91533BAE02

PVTPL NUTRITION & BIOSCIENCES INC 1.832%DUE 10-

15-20270.00% US67079BAC46

LOGICOR FINANCING 1.625% GTD SNR 15/07/27

EUR0.00% XS2027364327

ING GROEP N V 4.1% DUE 10-02-2023 0.00% US456837AK90

DMCI HOLDINGS INC 0.00% PHY2088F1004

ADVANSIX INC 0.00% US00773T1016

PVTPL FREDDIE MAC SR 20-HQA4 CL M2 FLTG 09-25-

20500.00% US35565RAH66

SWANCOR HOLDINGS CO LTD 0.00% TW0003708004

BIZLINK HOLDING INC 0.00% KYG114741062

BUNDESREPUB.DEUTSCHLAND 1.75%

04/07/20220.00% DE0001135473

PVTPL NAVIENT PVT ED REFI LN TR 2020-G SER 20-GA

CL A 1.17% DUE 09-16-2069 BEO0.00% US63941UAA16

OCCIDENTAL PETE 8.5% DUE 07-15-2027 0.00% US674599DZ54

DISCOVERY 3.625% DUE 05-15-2030 0.00% US25470DBJ72

ARCHER DANIELS MIDLAND CO COM STK NPV 0.00% US0394831020

PAYCHEX INC 0.00% US7043261079

FNMA POOL #BA0898 3.5% 02-01-2046 BEO 0.00% US3140E47L50

UPJOHN FINANCE B.V 1.023% 23/06/2024 0.00% XS2193969370

CADENCE DESIGN SYSTEMS INC COM STK USD0. 0.00% US1273871087

NUTRITION & 1.23% DUE 10-01-2025 0.00% US67079BAB62

GNMAII POOL #MA4778 3.5% DUE 10-20-2047 REG 0.00% US36179TJX46

ICICI BANK SPON ADR 0.00% US45104G1040

STANLEY BLACK & DECKER INC 0.00% US8545021011


EUROGRID GMBH 1.113% GTD SNR 15/05/32 EUR 0.00% XS2171713006

CHONGQING FULING ZHACAI GROUP CO LTD 0.00% CNE100000WX1

TAIWAN GLASS IND CORP 0.00% TW0001802007

BANIJAY ENTERTA 3.5% 01/03/2025 3.5%

01/03/20250.00% XS2112340679

GERMANY(FED REP) 3.25% BDS 04/07/2021 EUR 0.00% DE0001135440

PVTPL CMO CHC COML MTG TR FLTG RT SER 2019-CHC

CL E 06-15-2034 BEO0.00% US162665AN31

PVTPL MAGNETITE CLO LTD SR 12-7A CL A1R2FLTG 01-

15-20280.00% US55951PBA49

EL CORTE INGLES 3.625% 15/03/2024 0.00% XS2239813301

SWEDEN(KINGDOM OF) 1% SNR 12/11/2026 SEK5000 0.00% SE0007125927

CLOVERIE PLC ZURICH INS 1.75% 16/09/2024 0.00% XS1109950755

PVTPL GRAND AVE CRE 2SER 19-FL1 CL AS FLTG 144A

06-15-2037 BEO0.00% US38521VAC54

AMAZON.COM INC COMMON STOCK USD.01 0.00% US0231351067

BECTON DICKINSON EUR .632% 06-04-2023 0.00% XS2002532567

TAUBMAN CENTERS INC 0.00% US8766641034

HITACHI MAXELL LTD 0.00% JP3791800000

PVTPL CMO BX COML MTG TR 2020-BXLP SER 20-BXLP

CL F FRN 12-15-2029 BEO0.00% US05607QAX60


CMO SEQUOIA MTG TR 2007-1 MTG PASS THRU CTF CL

2-A1 DUE 02-20-2047 REG0.00% US81744HAD52

KGHM POLSKA MIEDZ SA 0.00% PLKGHM000017

BERTELSMANN SE&CO 1.25% GTD SNR 29/09/25EUR 0.00% XS1888229249

HOUSING DEVEL FIN 8.22% CURR/LKD 28/03/22

INR0.00% XS1969695789

REYNOLDS GROUP HOLDINGS INC. TERM LOAN DUE 02-

05-2026 BEO0.00% US76173FAW77

DBS GROUP HOLDINGS LTD 0.00% SG1L01001701

BRITISH TELECOM 5.75% SNR 07/12/28 GBP1000 0.00% XS0097283096

CLARINDA PARK CLO FRN CLO 11/2029 EUR 'C' 0.00% XS1983856110

DR HORTON INC 0.00% US23331A1097


HENKEL AG + CO KGAA VORZUG PREFERENCE 0.00% DE0006048432

LOWES COS INC 5% DUE 04-15-2040 0.00% US548661DV65

DILLARDS INC - CLASS A 0.00% US2540671011

PVTPL FREDDIE MAC STACR TR SER 2018-DNA3 NT CL

M-2 VAR RATE 09-25-20480.00% US35563WAH79

NEDBANK GROUP LTD 0.00% ZAE000004875

CHILDRENS HOSP CORP 2.585% 02-01-2050 0.00% US16876BAB80

PVTPL ARBOR REALTY COLLATERALIZED LOAN FLTG RT

SER 19-FL1 CL B 05-15-2037 BEO0.00% US03879YAE77

REV GROUP INC 0.00% US7495271071

CAD BNP PARIBAS A/C 0.00%

GRUPO BIMBO SA DE CV 0.00% MXP495211262

DAISHIN SECURITIES CO LTD 0.00% KR7003540002

BP CAP MKTS AMER 2.772% DUE 11-10-2050 0.00% US10373QBN97

ZIMMER BIOMET HOLDINGS INC 0.00% US98956P1021

VOLTRONIC POWER TECHNOLOGY CORP 0.00% TW0006409006

CINTAS CORP 0.00% US1729081059

PVTPL CMO WELLS FARGO COMMERCIAL MRTGE

TRUST SER 2017-SMP CL A FRNS 12-15-220.00% US95001CAA09

JOHNSON CONTROLS INTERNATIONAL PLC 0.00% IE00BY7QL619

BANK OF COMMUNICATION LTD 0.00% CNE100000205


MRC GLOBAL INC 0.00% US55345K1034

CREDICORP LIMITED 0.00% BMG2519Y1084

WILLIAMS PARTNERS FIXED 4.85% DUE 03-01-2048 0.00% US96949LAE56

VEDANTA HLDGS 13.0% 21/08/2023 0.00% USV9666XAA73

NETHERLANDS KING 0% SNR 15/01/2022 EUR1'144A 0.00% NL0011896857

AEON HOKKAIDO CORP 0.00% JP3860270002

BELGIUM(KINGDOM 4% NTS 4.0% 28/03/2032 0.00% BE0000326356

COMCAST CORP NEW 3.4% DUE 07-15-2046 0.00% US20030NBU46

LUXSHARE PRECISION INDUSTRY CO LTD 0.00% CNE100000TP3

TEVA 2.8% DUE 07-21-2023 0.00% US88167AAD37

EXTREME NETWORKS INC 0.00% US30226D1063

SK GAS CO LTD 0.00% KR7018670000

KERING 0.75% SNR EMTN 13/05/28 EUR 0.00% FR0013512407

DENMARK(KINGDOM) 3% SNR 15/11/2021 DKK0.01 0.00% DK0009922676


DUE 04-01-2051/04-17-2020 REG0.00% US161175BV50

LILLY ELI & CO 3.95% 03-15-2049 0.00% US532457BT48

VERSO CORP 0.00% US92531L2079

US TREAS NTS DTD 02-28-2019 2.5% DUE 02-28-2021

REG0.00% US9128286D73

PARKLAND CORP 0.00% CA70137W1086

MANGO EXCELLENT MEDIA CO LTD 0.00% CNE100001Y83


CENTENE CORP DEL 3.375% DUE 02-15-2030/05-

06-2020 REG0.00% US15135BAV36

GOODYEAR TIRE & RUBB 0.00% US3825501014

T ROWE PRICE GROUP 0.00% US74144T1088

PVTPL TEMPO ACQSTN LLC/TEMPO ACQUISITIO 5.75%

DUE 06-01-2025/05-07-2020 BEO0.00% US88023JAD81

TRAVELERS COS INC / THE 0.00% US89417E1091

DOLLAR TREE INC 4% DUE 05-15-2025 0.00% US256746AG33

US FOODS, INC. TERM LOAN B DUE 06-15-2023 BEO 0.00% US90351HAB42

ABBVIE INC COMMON STOCK USD.01 0.00% US00287Y1091

HEARTLAND FINANCIAL USA INC 0.00% US42234Q1022

PVTPL CMO CHT 2017-COSMO MTG TR COML MTG

PASSTHRU CTF CL D 144A 11-15-20340.00% US12546DAL10

CMO PVPTL BBCMS SER 2018-TALL CL B FLTG 144A

DUE 03-15-20370.00% US05548WAC10

PVTPL SIRIUS XM RADIO INC SR NT 144A 3.875% DUE

08-01-2022/08-01-2020 BEO0.00% US82967NAY40

ENERGY TRANSFER 6.25% DUE 04-15-2049 0.00% US29279FAA75

YUM BRANDS INC SR NT 3.875 DUE 11-01-2023 0.00% US988498AJ04

LABORATORY CRP OF AMER HLDGS COMMON STOCK

USD.10.00% US50540R4092

NASDAQ INC 3.25% DUE 04-28-2050 REG 0.00% US63111XAB73

TIM PARTICIPACOES SA 0.00% BRTIMPACNOR1

BANCO 3.25% DUE 10-04-2026 0.00% US05968DAC48

PT TELEKOMUNIK INDONESIA - ADR 0.00% US7156841063

VISA INC 3.65% 09-15-2047 0.00% US92826CAJ18

ZHONGSHENG GROUP H 0.00% KYG9894K1085

CJ LOGISTICS KRW5000 0.00% KR7000120006

ECOLAB INC 1.3% DUE 01-30-2031 0.00% US278865BF65

SIME DARBY BERHAD 0.00% MYL4197OO009

PVTPL UPJOHN INC BDS 2.3% DUE 06-22-2027

BEO0.00% US91533BAC46

EPAM SYSTEMS INC COMMON STOCK USD.001 0.00% US29414B1044

PVTPL PERNOD RICARD INTL FIN LLC 2.75% DUE 10-01-

2050/10-01-2020 BEO0.00% US71427QAC24

EUROPEAN BANK FOR REC & DEV 1.625% 09-27-

20240.00% US29874QAY08

AMAZON COM INC 2.7% DUE 06-03-2060 0.00% US023135BU94

SUN LIFE FINANCIAL INC 0.00% CA8667961053

COWAY CO LTD 0.00% KR7021240007

FUJIFILM HOLDINGS CORP COMMON STOCK 0.00% JP3814000000

ING GROEP NV EUR0 0.00% NL0011821202

COMCAST CORP NEW 4.95% DUE 10-15-2058 0.00% US20030NCN93

MICROSOFT CORP FIXED 4.25% DUE 02-06-2047 0.00% US594918CA09

MONDI PLC 0.00% GB00B1CRLC47

KONINKLIJKE DSM NV 0.00% NL0000009827

Z HOLDINGS CORP COMMON STOCK 0.00% JP3933800009

MERITAGE HOMES 7% DUE 04-01-2022 0.00% US59001AAQ58

FNMA POOL #MA2163 3.5% 02-01-2045 BEO 0.00% US31418BMM53

AEON CO LTD COMMON STOCK 0.00% JP3388200002

HOME DEPOT INC 3.3% DUE 04-15-2040 REG 0.00% US437076CC49

BELGIUM(KINGDOM) 3% SNR 22/06/34

EUR0.01'73'0.00% BE0000333428

LANCASTER COLONY CORP 0.00% US5138471033

MONETA MONEY BANK AS 0.00% CZ0008040318

VINDA INTERNATIONAL 0.00% KYG9361V1086

MERRY ELECTRONICS CO LIMITED 0.00% TW0002439007

TOKIO MARINE HOLDINGS 0.00% JP3910660004

CHINA COMMUNICATIONS SERVI 0.00% CNE1000002G3

PRESS METAL ALUMIN NPV 0.00% MYL8869OO009

AGNICO EAGLE MINES 0.00% CA0084741085


OIL STATES INTERNATIONAL INC 0.00% US6780261052

PVTPL ALBERTSONS COS INC/SAFEWAY INC/NEWA

3.25% DUE 03-15-2026/08-31-2020 BEO0.00% US013092AF88

SABINE PASS 5.75% DUE 05-15-2024 0.00% US785592AJ58

PAGSEGURO DIGITAL LTD CL A COMMON STOCK

USD.0000250.00% KYG687071012

OXFORD INDUSTRIES INC 0.00% US6914973093

GNMA POOL #MA4962 3.5% 01-20-2048 BEO 0.00% US36179TQP39

LOTES CO LTD ORD 0.00% TW0003533006

HITE JINRO CO LTD 0.00% KR7000080002

FNMA DUE SER-18-C06 CL-2B1 FLTG 03-25-2031 REG 0.00% US30711X5V23

PT INDOFOOD SUKSES MAKMUR TBK 0.00% ID1000057003

ASTELLAS PHARMA NPV 0.00% JP3942400007

GUANGGONG WENS FOODSTUFF GROUP CO LTD 0.00% CNE100002508

PVTPL ANZ NEW ZEALAND INTL LTD FIXED 3.4% 03-19-

2024 REG0.00% US00182EBK47


AUD10000.00% AU000XCLWAQ1

NATIONAL FUEL GAS CO 5.5% DUE 01-15-2026/06-

03-2020 REG0.00% US636180BQ36

NETHERLANDS KING 0.75% BDS 15/07/2027 EUR1 0.00% NL0012171458

3SBIO INC 0.00% KYG8875G1029

SUNONWEALTH ELEC ORDINARY SHARES 0.00% TW0002421005

MARVELL TECHNOLOGY GROUP LTD 0.00% BMG5876H1051

ALLIANT ENERGY FIN 3.75% DUE 06-15-2023 0.00% US01882YAA47

DOMINICAN REPUBLIC 5.875% BDS 18/04/24 TBOND 0.00% USP3579EAS65

NORITAKE CO LTD 0.00% JP3763000001

TOLY BREAD CO LTD 0.00% CNE100002524


KRAFT HEINZ FOODS 3.875% DUE 05-15-2027 0.00% US50077LBA35

OCCIDENTAL PETE 3.4% DUE 04-15-2026 0.00% US674599CH65

FNMA POOL BN510 POOL #BN0510 4% DUE 10-01-

2048 REG0.00% US3140JGR800

NGK SPARK PLUG CO JPY 0.00% JP3738600000

AERCAP IRE CAP DAC 3.5% GTD SNR 26/05/2022

USD0.00% US00774MAA36

HYPERMARCAS SA 0.00% BRHYPEACNOR0

PAC GAS & ELEC CO 3.5% DUE 08-01-2050 0.00% US694308JJ74

ECUADOR(REP OF) 0.5%-VAR SNR 31/07/35 USD1 0.00% XS2214238441

PROPETRO HOLDING CORP 0.00% US74347M1080

KIMBERLY CLARK DE MEXICO A 0.00% MXP606941179

DASEKE INC 0.00% US23753F1075

GEOPARK CHILE LTD 5.5% 17/01/2027 0.00% USG38327AB13

CREDIT SUISSE GROUP CHF3.00 0.00% CH0012138530

HYUNDAI MOTOR CO PRF 0.00% KR7005381009

CIA TRANSM ENERGIAPRF NPV PREFERENCE SHARE 0.00% BRTRPLACNPR1

ODELIC CO LTD 0.00% JP3172420006

EDISON INTERNATIONAL 0.00% US2810201077

FORTIS INC 0.00% CA3495531079

INVESTEC LIMITED 0.00% ZAE000081949

ENOVA INTERNATIONAL INC 0.00% US29357K1034

KOPPERS HLDGS INC COM STK USD0.01 0.00% US50060P1066

OCEANEERING INTL INC 0.00% US6752321025

BARCLAYS PLC 0.00% GB0031348658

MUFG UNION BANK NA 3.15% 04-01-2022 0.00% US90520EAH45

UNITED STATES TREAS NTS TREASURY NOTE 2.25%

DUE 12-31-2023 REG0.00% US912828V236

SDIC POWER HOLDING CO LTD 0.00% CNE000000JM2


CENTRAL JAPAN RAILWAY CO 0.00% JP3566800003

CASSA DEPO. PREST. 2.125% SNR 21/03/2026EUR 0.00% IT0005366460

CALAMP CORPORATION 0.00% US1281261099

TRACTOR SUPPLY COMPANY COMMON STOCK

USD.0080.00% US8923561067

I/OCANTOR COMMERCIAL REAL ESTATE LENDING SER

2019-CF1 CL XA FLTG 05-15-520.00% US12529MAG33

SKYWORKS SOLUTIONS INC 0.00% US83088M1027

QINETIQ PLC 0.00% GB00B0WMWD03

BELGIUM KINGDOM TBOND 3.75% 22/06/2045 0.00% BE0000331406

GUOTAI JUNAN SECURITIES CO LTD 0.00% CNE1000022F3

VIACOM INC NEW 4.375% DUE 03-15-2043 0.00% US92553PAP71

SEATTLE GENETICS INC 0.00% US8125781026

SAMSUNG FIRE MARINE INSURANCE 0.00% KR7000810002

MICROCHIP TECHNOLOGY INCORPORATED COM US 0.00% US5950171042

PVTPL PROGRESS RESIDENTIAL 2019-SFR2 TR SER 2019-

SFR2 3.794% 05-17-20360.00% US74333NAG79

ALTICE FRANCE HLDG S.A. 4.0% 15/02/2028 0.00% XS2138140798

PVTPL FREDDIE MAC STACR SER 19-FTR2 CL M1 FLTG

11-25-20480.00% US35564WAA18

SOLAREDGE TECHNOLOGIES INC 0.00% US83417M1045

OASIS MIDSTREAM PARTNERS LP 0.00% US67420T2069

DISCOVERY INC COM USD 0.01 SER A 0.00% US25470F1049

KELLER GROUP PLC 0.00% GB0004866223

MITSUBISHI ELECTRIC 0.00% JP3902400005

EAST JAPAN RAILWAY JPY 0.00% JP3783600004

OVERSEA-CHINESE BANKING CORP 0.00% SG1S04926220

SHANGHAI PUDONG DEVELOPMENT BANK CO LTD 0.00% CNE0000011B7

MCDONALD S CORP COMMON STOCK USD.01 0.00% US5801351017

GILEAD SCIENCES INC 2.6% DUE 10-01-2040 0.00% US375558BS17

FERRARI NV COM EUR 0.01 0.00% NL0011585146

CME_IRS MSNYUS33 23/10/2024 CAD P 3MCDOR / R

1.851% 21048688010.00%

TOTVS SA COM NPV 0.00% BRTOTSACNOR8

MOROZOFF LIMITED NPV 0.00% JP3927600001

RESTAURANT BRNDS ICOM NPV 0.00% CA76131D1033

AMADEUS IT HLDGS 0.00% ES0109067019

CHINA INTERNATIONAL CAPITAL LTD 0.00% CNE100002359

PTC INC 3.625% DUE 02-15-2025 0.00% US69370CAB63

SANY HEAVY INDUSTRY CO LTD 0.00% CNE000001F70

ENTERGY CORP NEW 0.00% US29364G1031

SHISEIDO COMPANY LIMITED JPY50 0.00% JP3351600006

WILLIS TOWERS WATS COM USD0.000304635 0.00% IE00BDB6Q211

STAR GAS PARTNERS LP 0.00% US85512C1053

CHUBU STEEL PLATE CO LTD 0.00% JP3524600008

PROLOGIS INTL FDG2 1.625% GTD SNR 17/06/32

EUR0.00% XS2187529180

FHLMC MULTICLASS FR CMO 26/03/2029 USD'B'

9.52428 03-25-20290.00% US3137G0LF41

BABY BUNTING GROUP LIMITED ORDINARY FULLY PAID 0.00% AU000000BBN2

AT&T INC 2.35% DUE 09-05-2029 BEO 0.00% XS1907120791

STANDARD FOODS CORP 0.00% TW0001227007

BAIC MOTOR CORP LTD 0.00% CNE100001TJ4

INDOFOOD CBP SUKSEIDR100 0.00% ID1000116700

ORANGE 1.625% SNR 07/04/2032 EUR 0.00% FR0013506300

DASSAULT SYSTEMES SA 0.00% FR0000130650

RHB BANK BHD MYR1.00 0.00% MYL1066OO009

CHACHA FOOD CO LTD 0.00% CNE1000010Q5

FLEETCOR TECHNOLOGIES INC 0.00% US3390411052

LEGRAND SA 0.00% FR0010307819

ALFA SAB DE CV 0.00% MXP000511016



AUTOZONE INC 0.00% US0533321024


JIANGSU HENGLI HYDRAULIC CO LTD 0.00% CNE1000019R4

MITSUI E S HOLDINGS CO LTD 0.00% JP3891600003

PVTPL LMREC 2019-CRE3 LLC CL A VAR RT 12-22-2035 0.00% US50209TAA88


FNMA POOL #AO3400 3% DUE 05-01-2027 BEO 0.00% US3138LTX603

PACIFIC ETHANOL INC 0.00% US69423U3059

GMR HYDERABAD INTL 4.25% SNR SEC 27/10/27

USD0.00% USY3004WAA00

PVTPL TELEFLEX INC SR NT 144A 4.25% DUE 06-01-

2028/05-27-2020 BEO0.00% US879369AG12

INTL MASTER FWD COLL RECEIVABLE FROM:STATE

STREET BOSTON0.00%

CBRE GROUP INC A COMMON STOCK USD.01 0.00% US12504L1098

SRI LANKA(REPUBLIC 6.25% SNR 04/10/2020 USD 0.00% USY2029SAF12

PVTPL TRTX 2018-FL2 ISSUER LTD/TRTX 2018-FL2 SR

SECD NT CL A FLTG 11-15-20370.00% US87275QAA58

PVTPL AKER BP ASA 2.875% DUE 01-15-2026/09-

30-2020 BEO0.00% US00973RAG83

AVIVA 3.375%-FRN LT2 04/12/45 EUR 0.00% XS1242413679


BANCO BICAYA ARGENTARIA SA 0.00% ES0113211835

PVTPL SYMPHONY CLO LTD FLTG RT SER 16-17X CL AR

04-15-20280.00% USG8650YAG91

PVTPL CMO GS MTG SECS CORP SER 2017-500K CL F

FLTG RT 07-15-20320.00% US36253XAQ88

ALIGN TECHNOLOGY INC 0.00% US0162551016

ANSYS INC 0.00% US03662Q1058

UNITED MIZRAHI BANK LIMITED 0.00% IL0006954379

KONE CORPORATION NEW 0.00% FI0009013403

FORD MTR CR CO LLC FIXED 3.087% DUE 01-09-2023 0.00% US345397A290

KOREA PETRO CHEMICAL IND CO LTD 0.00% KR7006650006

IMPALA PLATINUM HOLDINGS LIMITED 0.00% ZAE000083648

HAITONG SECURITIES 0.00% CNE1000019K9

CYPRUS(REP OF) 2.375% SNR 25/09/2028 EUR 0.00% XS1883942648

MCKESSON CORP 0.00% US58155Q1031

BANKIA S.A. 6.375%-FRN PERP EUR200000 0.00% XS1880365975

RWE AG 0.00% DE0007037129

TRADE DESK INC 0.00% US88339J1051

BROOKFIELD RENEWABLE COR A COMMON STOCK

USD.010.00% CA11284V1058

PVTPL BLUEMOUNTAIN CLO 2015-2 LTD SER-15-2A CL-

A1R VAR 07-18-2027 BEO0.00% US09628BAL27

CARRIER GLOBAL COR COM USD0.01 WI 0.00% US14448C1045

PVTPL LOANCORE 2019-CRE2 ISSUER LTD NT CL A-S

VAR RT DUE 05-09-20360.00% US53946JAC80

JAGUAR HLDG CO II 5% DUE 06-15-2028 0.00% US47010LAA08

DOLLAR TREE INC 3.7% DUE 05-15-2023 0.00% US256746AF59

FRANKLIN STREET PROPERTIES C 0.00% US35471R1068

LENNAR CORP 4.5% DUE 04-30-2024 0.00% US526057BZ61

INTERSHOP HOLDING AG 0.00% CH0273774791

FHLMC GOLD C09063 4 08-01-2044 0.00% US31292SB824

ASSICURAZIONI GENERALI COMMON STOCK EUR1.0 0.00% IT0000062072

SONOVA HOLDING AG - REG 0.00% CH0012549785

PVTPL EAST OHIO GAS CO 3.0% DUE 06-15-2050 0.00% US27409LAE39


VENTAS RLTY LTD PARTNERSHIP 3.5% 04-15-2024 0.00% US92277GAP28

PERFECT WORLD CO LTD 0.00% CNE1000018W6

FNMA POOL #BD7522 3.5% 09-01-2046 BEO 0.00% US3140FFLC38

FARADAY TECHNOLOGY CORP 0.00% TW0003035002

E.ON SE 0.00% DE000ENAG999

NORTHERN OIL AND GAS COM USD0.001 POST REV

SPLT0.00% US6655313079

SNAP INC 0.00% US83304A1060

MITSUBISHI UFJ FIN 0.978% SNR MTN 09/06/24

EUR0.00% XS2132337697

M3 INC NPV 0.00% JP3435750009

QUEST DIAGNOSTICS INC COMMON STOCK USD.01 0.00% US74834L1008

PVTPL ABBVIE INC 2.95% DUE 11-21-2026 0.00% US00287YBU29

CHARTER COMMUNICATIONS OPERATING LLC (AKA

CCO SAFARI LLC) TERM LOAN 04-30-20250.00% US16117LBW81

AIRTAC INTERNATIONAL GROUP 0.00% KYG014081064

ELECTRIC POWER DEVELOPMENT CO LTD 0.00% JP3551200003

PVTPL EXANTAS CAPITAL CORP SER 2019-RS07 CL AS

STEP 04-15-20360.00% US30069LAC28

RINGCENTRAL INC 0.00% US76680R2067

KION GROUP AG 1.625% SNR 24/09/2025 EUR 0.00% XS2232027727

MAKALOT INDUSTRIAL 0.00% TW0001477008

KEYERA CORP COM 0.00% CA4932711001

PVTPL CONNECTICUT AVE SECS TR FLTG RT SER 19-R03

CL 1B1 09-25-2031 BEO0.00% US20753MAE84

Income Due - HKD 0.00%

SHRIRAM TRANSPORT FINANCE COMMON STOCK

INR10.00.00% INE721A01013

HCA INC 5.875 DUE 05-01-2023 0.00% US404121AG00

SWEDEN(KINGDOM OF) 2.5% SNR 12/05/2025

SEK50000.00% SE0005676608

INTACT FINANCIAL CORP COMMON STOCK 0.00% CA45823T1066

BANK OF HAWAII CORP 0.00% US0625401098

BBVA(BILB-VIZ-ARG) 6%-FR PERP

EUR200000'8'REGS0.00% ES0813211010

GNMAII POOL #MA4719 3.5% DUE 09-20-2047 REG 0.00% US36179TG411

DALLAS FORT WORTH TEX INTL ARPT REV 2.919% 11-

01-2050 BEO TAXABLE0.00% US2350367A26

FHLMC MULTICLASS 144A FLTG RT SER 19-HQA2 CL

B1 04-25-20490.00% US35564MBD65

BEACON ROOFING SUPPLY INC TERM LOAN 01-02-

2025 BEO0.00% US07368RAD35

DIGITAL DUTCH FINC 0.625% GTD SNR 15/07/25

EUR0.00% XS2100663579

PVTPL NISSAN MTR ACCEP CORP NT CL F 3.15% 03-

15-20210.00% US654740BF50

PVTPL CONNECTICUT AVE SECS TR FLTG SER 2020-R02

CLS 2M1 DUE 01-25-2040 BEO0.00% US20754WAA36

QUADIENT SAS 0.00% FR0000120560

CORTEVA INC 0.00% US22052L1044

EXPEDITORS INTL WASH INC COMMON STOCK USD.01 0.00% US3021301094

LENNAR CORPORATION CLASS A 0.00% US5260571048

PING AN HEALTHCARE AND TECHNOLOGY CO LTD 0.00% KYG711391022

GLOBAL PMTS INC 4.15% DUE 08-15-2049 0.00% US37940XAC65

AMERICAN SOFTWARE INC 0.00% US0296831094

HEINEKEN NV 1% SNR EMTN 04/05/2026 EUR 0.00% XS1401174633

PVTPL CMO MOTEL 6 TR 2017-MTL6 COML MTG

PASSTHRU CTF CL B FLTG RT 08-15-20340.00% US61975FAG46




NOTRE DAME INTERMEDICA PARTICIPACOES SA 0.00% BRGNDIACNOR2

TITULOS DE TESORERIA B T-BOND 7.25% 18/10/2034 0.00% COL17CT03615

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MILLICOM INTERNATIONAL CELLULAR 6.0%

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PVTPL CARS-DB4 LP/CARS-DB5 L P/CARS-DB6 L SER 20-

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2060 REG0.00% US45866FAQ72

PETROBRAS INTL FIN 5.375% DUE 01-27-2021 0.00% US71645WAR25

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FORD MTR CR CO LLC 3.336% DUE 03-18-2021 0.00% US345397XW88

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PVTPL CMO NAAC REPERFORMING LN REMIC TR 2004-

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STERIS PLC COMMON STOCK USD75.0 0.00% IE00BFY8C754

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PVTPL CMO PFP 2019-5 LTD/PFP 2019-5 LLC SER 2019-

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FHLMC MULTICLASS FREDDIE MAC SER 17-HRP1CL M2

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PVPTL CMO CONNECTICUT AVE SECS TR 2019-R01 NT

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HEICO CORP COM USD0.01 0.00% US4228062083

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KCC CORPORATION KRW5000 0.00% KR7002380004

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GM FINL AUTOMOBILE 2.28% DUE 06-20-2024 0.00% US36259KAH05

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31834483620.00%

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CDS BOFAUS3N 12/20/2024 BUY KINGDOM OF

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PVTPL CMO AREIT 2018-CRE2 TR 2ND PRTY SECD CL A-

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PORSCHE AUTOMOBIL HLDG PRF PREFERENCE 0.00% DE000PAH0038

OTSUKA HLDGS CO NPV 0.00% JP3188220002

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CHF10.00.00% CH0010570767

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CHINA OILFIELD SERVICES 0.00% CNE1000002P4

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PVTPL FREDDIE MAC SER 19-HQA2 CLS M2 FLTG RT 04-

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SAPUTO INC 0.00% CA8029121057

ECUADOR(REP OF) 0.5%-VAR SNR 31/07/2030 USD 0.00% XS2214237807

JAPAN EXCHANGE GROUP INC 0.00% JP3183200009

CAMPBELL SOUP CO USD 0.00% US1344291091

CARREFOUR SA 0.00% FR0000120172

SVB FINANCIAL GROUP 0.00% US78486Q1013

CHF BNP PARIBAS A/C 0.00%

GALAPAGOS ORDINARY SHARES 0.00% BE0003818359

ZALANDO SE NPV 0.00% DE000ZAL1111

FHLMC GOLD Q44452 3 11-01-2046 0.00% US3132WH5N19

JAMES HARDIE INDUSTRIES PLC 0.00% AU000000JHX1

PAN AFRICAN RESOURCES PLC 0.00% GB0004300496

ERSTE GROUP BANK AG 0.00% AT0000652011

CHINA OVERSEAS PRO HKD0.001 0.00% KYG2118M1096

RAIFFEISEN INTL BANK HOLDING 0.00% AT0000606306

METROPOLITAN PIER & EXPOSITION AUTH ILL REV 5%

06-15-2053 BEO0.00% US592250BK99

IGUATEMI EMP SHOPP COM NPV 0.00% BRIGTAACNOR5

QBE INSURANCE GROUP LTD 0.00% AU000000QBE9

ASSOCIATED BRITISH FOODS PLC 0.00% GB0006731235



EUR0.00% XS1379158048

HUF BNP PARIBAS A/C 0.00%

CHINA RESOURCES PHARMACEUTICAL GROUP LTD 0.00% HK0000311099

AEON KYUSHU CO LTD 0.00% JP3245400001

JAPAN POST HOLDINGS CO LTD 0.00% JP3752900005

BRILLIANCE CHINA AUTOMOTIVE HLDGS LTD 0.00% BMG1368B1028

ARCH CAPITAL GROUPCOM 0.00% BMG0450A1053

AT&T INC 3.65% DUE 09-15-2059 BEO 0.00% USU04644CW56

COCHLEAR LIMITED 0.00% AU000000COH5

EXPEDIA GROUP INC 0.00% US30212P3038

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BEIJING YANJING BREWERY CO LTD 0.00% CNE000000S84

HENRY SCHEIN CORP COM 0.00% US8064071025

PETROLEOS MEXICANOS NT 4.875% DUE 01-18-

2024 REG0.00% US71654QBH48

ENNOCONN CORP 0.00% TW0006414006

HENKEL AG & CO KGAA 0.00% DE0006048408

ASX LIMITED 0.00% AU000000ASX7

WILEY JOHN SONS CL-A 0.00% US9682232064

CAPITALAND LIMITED 0.00% SG1J27887962

ORKLA ASA COMMON STOCK NOK1.25 0.00% NO0003733800

TEVA PHARM FINANCE 3.25% SNR 15/04/22 EUR1000 0.00% XS1812903828

BANK HAPOALIM LTD 0.00% IL0006625771

TETRA TECH INC COMMON STOCK USD.01 0.00% US88162G1031

UNITED UTILITIES GROUP PLC COMMON STOCK GBP.05 0.00% GB00B39J2M42

ASCOM HOLDING AG AG 0.00% CH0011339204

STANDARD LIFE ABERDEEN PLC 0.00% GB00BF8Q6K64

SPIRAX SARCO ENG ORD 0.00% GB00BWFGQN14

ZHONGMIN BAIHUI RETAIL GROUP LTD 0.00% SG2C76966531

SEVERN TRENT PLC COMMON STOCK GBP.9789 0.00% GB00B1FH8J72

OPEN TEXT CORP 0.00% CA6837151068

WORLDLINE 0.25% SNR 18/09/2024 EUR 0.00% FR0013448032

HEWLETT PACKARD ENTERPRISE COMMON STOCK

USD.010.00% US42824C1099

ORTHO CLINICAL 7.375% DUE 06-01-2025 0.00% US68752DAC20

KINGDOM OF MOROCCO 1.375% 30/03/2026 0.00% XS2239830578

AMBANK HOLDING BHD 0.00% MYL1015OO006

FNMA POOL #BD0946 4% 06-01-2046 BEO 0.00% US3140F8BQ97

Outstanding Settlement Receipts - MYR 0.00%

MTR CORP 0.00% HK0066009694

PVTPL PARK AEROSPACE HLDGS 5.25% 08-15-2022 0.00% US70014LAA89

SUBARU CORP 0.00% JP3814800003

WEST JAPAN RAILWAY NPV 0.00% JP3659000008

WSP GLOBAL INC COMMON STOCK 0.00% CA92938W2022

FACTSET RESEARCH SYSTEMS INC 0.00% US3030751057

CHINA MEDICAL SYS HOLDINGS 0.00% KYG211081248

FNMA POOL #AO8187 3% DUE 06-01-2027 BEO 0.00% US3138M0CZ10

WHITBREAD PLC 0.00% GB00B1KJJ408

MONGODB INC 0.00% US60937P1066

LAMB WESTON HOLDINGS INC 0.00% US5132721045

DANISH KRONE 0.00%

BANDAI NAMCO HOLDINGS INC 0.00% JP3778630008

SIEMENS ENERGY AG COMMON STOCK 0.00% ID:DE000ENER1T1

ASCENDAS REAL ESTATE INV TRT REIT 0.00% SG1M77906915

BRL BNP PARIBAS A/C 0.00%

GUANGZHOU AUTOMOBILE GROUP 0.00% CNE100000Q35

MTU AERO ENGINES AG 0.00% DE000A0D9PT0

ASSURANT INC COMMON STOCK USD.01 0.00% US04621X1081

LOGITECH INTERNATIONAL SA 0.00% CH0025751329


SHANGHAI BAOSIGHT SOFTWARE CO LTD 0.00% CNE000000C66

NASDAQ INC 0.00% US6311031081

OBAYASHI CORPORATION 0.00% JP3190000004

NORDSON CORP 0.00% US6556631025

TDK CORPORATION 0.00% JP3538800008

SKANSKA AB B SHS COMMON STOCK 0.00% SE0000113250

E TRADE FINANCIAL COM 0.00% US2692464017

AVANTOR INC 0.00% US05352A1007

TYLER TECHNOLOGIES INC 0.00% US9022521051

GENUINE PARTS CO USD 0.00% US3724601055

INTERCONTINENTAL HOTELS GROUP PLC 0.00% GB00BHJYC057

ELANCO ANIMAL HEALTH INC 0.00% US28414H1032

LUNDIN MINING CORP 0.00% CA5503721063

SHIJIAZHUANG YILING PHARMACEUTICAL CO LTD 0.00% CNE1000015S0

NIPPON STEEL CORPORATION 0.00% JP3381000003

SCENTRE GROUP 0.00% AU000000SCG8

GARTNER INC CL-A 0.00% US3666511072

GRUMA SAB DE CV 0.00% MXP4948K1056

NOMURA SECURITIES Y50 0.00% JP3762600009

SINOTRUK HONGKONG LIMITED 0.00% HK3808041546

SIEMENS ENERGY AG NPV FRACTIONAL RTS 141020

RIGHTS0.00% DE000ENER1T1

MASIMO CORP 0.00% US5747951003

SONIC HEALTHCARE LTD ORDINARY FULLY PAID 0.00% AU000000SHL7

TRIMBLE INC COM NPV 0.00% US8962391004

NEUROCRINE BIOSCIENCES INC 0.00% US64125C1099

CONCHO RES INC FIXED 2.4% DUE 02-15-2031 0.00% US20605PAM32

JUNIPER NETWORKS INC COMMON STOCK USD.00001 0.00% US48203R1041

CARRIER GLOBAL 3.377% DUE 04-05-2040 0.00% US14448CAB00

FIRST NORTHWEST BANCORP 0.00% US3358341077

ANDRITZ AG 0.00% AT0000730007

AXIATA GROUP BERHAD 0.00% MYL6888OO001

NIPPON PROLOGIS REIT INC REIT 0.00% JP3047550003

COCA COLA AMATIL LIMITED 0.00% AU000000CCL2

AOKI SUPER CO LTD NPV 0.00% JP3105700003

TELUS CORP COMMON STOCK 0.00% CA87971M1032


32300971590.00%

ECUADOR(REP OF) 0.5%-VAR SNR 31/07/40 USD1 0.00% XS2214239175

ISRAEL DISCOUNT BANK 0.00% IL0006912120

NAGASE BROTHERS INC 0.00% JP3647600000

BIOMERIEUX NPV 0.00% FR0013280286

Income Due - CAD 0.00%

PAC GAS & ELEC CO 3.3% DUE 08-01-2040 0.00% US694308JH19

PORSCHE AUTOMOBIL HOLDING SE 0.00% DE000PAH0038

NITTO FUJI FLOUR MILLING CO LTD 0.00% JP3683200004

SIEMENS HEALTHINEERS AG 0.00% DE000SHL1006

S B FOODS INC 0.00% JP3163600004

EQUITABLE HLDGS IN COM USD0.01 0.00% US29452E1010

HYDRO ONE LTD COMMON STOCK 0.00% CA4488112083

WILMAR INTERNATIONAL LTD 0.00% SG1T56930848

UMICORE NPV 0.00% BE0974320526

PG AND E CORP 0.00% US69331C1080

SWISS PRIME SITE REG COMMON STOCK 0.00% CH0008038389

AMERICAN WTR CAP CORP 4.15% 06-01-2049 0.00% US03040WAV72

HEIDELBERGCEMENT AG 0.00% DE0006047004

C.H. ROBINSON WORLDWIDE INC 0.00% US12541W2098

ALAMOS GOLD INC 0.00% CA0115321089

HYDRO ONE LTD 0.00% CA4488112083

VISTRA CORP 0.00% US92840M1027

SOMPO HOLDINGS INC NPV 0.00% JP3165000005

DAVITA INC COMMON STOCK USD.001 0.00% US23918K1088


BERKELEY GROUP HOLDINGS/THE COMMON STOCK 0.00% GB00B02L3W35

EIFFAGE COMMON STOCK EUR4.0 0.00% FR0000130452

ARGENX SE 0.00% NL0010832176

DUKE REALTY CORP 0.00% US2644115055

S1 CORPORATION 0.00% KR7012750006

TOKYO GAS CO LTD 0.00% JP3573000001

LIBERTY MEDIA CORPCOM USD 0.01 SER A SIRIUSXM 0.00% US5312294094

CRODA INTL ORD GBP0.10609756 0.00% GB00BJFFLV09

CHR HANSEN HOLDING A S 0.00% DK0060227585

TOTAL ACCESS COMMUNICATIONS 0.00% TH0554010R14

CENTURY LINK INC 0.00% US1567001060

ENLINK MIDSTREAM 5.45% DUE 06-01-2047 0.00% US29336UAG22

CENTERPOINT ENERGY INC CORP 2.5% 09-01-2024 0.00% US15189TAW71

SS AND C TECHNOLOGIES HOLDINGS 0.00% US78467J1007

SUNCORP GROUP LTD 0.00% AU000000SUN6

TAISEI CORP 0.00% JP3443600006

POWER CORP OF CANADA CAD 0.00% CA7392391016

FNMA POOL #257025 6.5% 12-01-2027 BEO 0.00% US31371NPJ80

BNK FINANCIAL GROUP INC 0.00% KR7138930003

COSCO SHIPPING POR 0.00% BMG2442N1048

VINCI SA COMMON STOCK EUR2.5 0.00% FR0000125486

PROVIDENT FINANCIAL HOLDINGS INC 0.00% US7438681014

CNH INDUSTRIAL NV COM EUR 0.01 0.00% NL0010545661

DAIFUKU CO LTD 0.00% JP3497400006

UGI CORP COM 0.00% US9026811052

TIFFANY & CO 0.00% US8865471085

SLACK TECHNOLOGIES INC 0.00% US83088V1026

SVENSKA HANDELSBKN SER A NPV 0.00% SE0007100599

MID-AMERICA APARTMENT COMMUNITIES 0.00% US59522J1034

OPAP SA 0.00% GRS419003009

AREZZO INDUSTRIA E COMERCIO SA 0.00% BRARZZACNOR3

CITIGROUP INC 2.876% DUE 07-24-2023 0.00% US172967LM17

MITSUBISHI HEAVY INDUSTRIES LTD 0.00% JP3900000005

MORGAN STANLEY 3.737% DUE 04-24-2024 0.00% US61744YAQ17

W P CAREY INC 0.00% US92936U1097

CHANGZHOU XINGYU AUTOMOTIVE LIGHTING

SYSTEMS CO LTD0.00% CNE1000011H2

COGNEX CORP COM USD 0.00% US1924221039

CENTERPOINT ENERGY INC 0.00% US15189T1079

HUNTINGTON BANCSHARES INC 0.00% US4461501045

HASBRO INC 0.00% US4180561072

DENTSPLY SIRONA INC 0.00% US24906P1093

NTT DATA CORPORATION 0.00% JP3165700000

SARTORIUS STEDIM B EUR0.1666 0.00% FR0013154002

SAREPTA THERAPEUTICS INC 0.00% US8036071004

FAIR ISAAC CORPORATION 0.00% US3032501047

ST CORPORATION 0.00% JP3162800001

NITTO DENKO CORPORATION 0.00% JP3684000007

LOEWS CORP 0.00% US5404241086

SAIC MOTOR CORP LTD 0.00% CNE000000TY6

GARMIN LTD COMMON STOCK CHF.1 0.00% CH0114405324

RINNAI CORP 0.00% JP3977400005

KUEHNE & NAGEL INTERNATIONAL AG 0.00% CH0025238863

BANCO SANTANDER CHILE 0.00% CLP1506A1070

YASKAWA ELECTRIC CORP 0.00% JP3932000007

SINGAPORE TECH ENG SGD 0.00% SG1F60858221

OMRON CORP Y50 0.00% JP3197800000

PERSIMMON PLC 0.00% GB0006825383

SIEMENS GAMESA RENEWABLE ENE COMMON STOCK

EUR.170.00% ES0143416115

VAIL RESORTS INC 0.00% US91879Q1094


ICAHN ENTERPRISES FIXED 4.75% 09-15-2024 0.00% US451102BW60

ADMIRAL GROUP PLC COMMON STOCK GBP.001 0.00% GB00B02J6398

INTERPUBLIC GROUP OF COS INC COMMON STOCK

USD.10.00% US4606901001


31838948200.00%

ADVANTEST CORP 0.00% JP3122400009

BLACK KNIGHT INC COM USD 0.00% US09215C1053

BBMG CORPORATION - H 0.00% CNE100000F20

STRAUMANN HOLDING LTD 0.00% CH0012280076

TELUS CORPORATION COM NPV 0.00% CA87971M1032

SUMITOMO REALTY & DEVELOPMENT CO 0.00% JP3409000001

AVALARA INC 0.00% US05338G1067

MEIJI HOLDINGS CO 0.00% JP3918000005

CBOE GLOBAL MARKET COM USD0.01 0.00% US12503M1080

MAKITA CORPORATION JPY50 0.00% JP3862400003

BCE INC COMMON STOCK 0.00% CA05534B7604

COVESTRO AG 0.00% DE0006062144

CRITERIA CAIXACORP SA 0.00% ES0140609019

INSURANCE AUSTRALIA GROUP LIMITED 0.00% AU000000IAG3

ATOS SE 0.00% FR0000051732

INTERNATIONAL PERSONAL FINANCE PLC 0.00% GB00B1YKG049

CDS CHASUS33 06/20/2025 BUY REPUBLIC OF SOUTH

AFRI 32578079690.00%

CME_IRS MSNYUS33 30/10/2024 CAD P 3MCDOR / R

1.82% 21137262440.00%

BARRATT DEVELOPMENTS PLC COMMON STOCK GBP.1 0.00% GB0000811801

LIBERTY GLOBAL INC USD0.01 A 0.00% GB00B8W67662

ANNALY CAPITAL MANAGEMENT 0.00% US0357104092

PARIS MIKI HOLDINGS INC 0.00% JP3882600004

JPMORGAN CHASE & FLTG RT 3.559% DUE 04-23-

20240.00% US46647PAP18

BLUESCOPE STEEL LIMITED 0.00% AU000000BSL0

AURIZON HOLDINGS LIMITED 0.00% AU000000AZJ1

ARROW ELECTRONICS INC COMMON STOCK USD1.0 0.00% US0427351004

RANDSTAD NV COMMON STOCK EUR.1 0.00% NL0000379121

SVENSKA CELLULOSA AB - B SHARES 0.00% SE0000112724

INFORMA PLC 0.00% GB00BMJ6DW54

DAIREI CO LTD 0.00% JP3500150002

WELBILT INC COMMON STOCK USD.01 0.00% US9490901041

JOHNSON MATTHEY PLC 0.00% GB00BZ4BQC70

New Zealand dollar 0.00%

MAXIMUS INC COM NPV 0.00% US5779331041

HANG SENG BANK HKD5 0.00% HK0011000095

KINNEVIK AB SER B NPV 0.00% SE0014684528

METROPOLITAN PIER & EXPOSITION AUTH ILL REV 5%

06-15-2057 BEO0.00% US592250CL63

BANK HAPOALIM BM COMMON STOCK ILS1. 0.00% IL0006625771

ALBERMARLE CORP 0.00% US0126531013

CHOUSHIMARU CO LTD 0.00% JP3527550002

QIAGEN NV 0.00% NL0012169213

FHLMC GOLD Q45094 3 12-01-2046 0.00% US3132WJUU30

NISOURCE INC 0.00% US65473P1057

ROBERT HALF INTL INC COMMON STOCK USD.001 0.00% US7703231032

RAKUTEN INC 0.00% JP3967200001

SHAW COMMUNICATIONS INC-B 0.00% CA82028K2002

RAYMOND JAMES FINANCIAL INC 0.00% US7547301090

ATLANTIA SPA 0.00% IT0003506190

GECINA SA REIT EUR7.5 0.00% FR0010040865

MPT OPER PARTNERSHIP L P 5.5 DUE 05-01-2024 0.00% US55342UAE47

STOCKLAND 0.00% AU000000SGP0


ELECTRICITE DE FRANCE 0.00% FR0010242511

TELIA COMPANY AB 0.00% SE0000667925

Income Due - KRW 0.00%

TOYOTA TSUSHO CORP 0.00% JP3635000007

ZSCALER INC 0.00% US98980G1022

MISUMI GROUP INC 0.00% JP3885400006

PACIFIC CORPORATION 0.00% KR7002790004

PUBLICIS GROUPE 0.00% FR0000130577

ADVANCE AUTO PARTS 0.00% US00751Y1064

NEXT PLC GBP0.10 0.00% GB0032089863

FAIRFAX FINL HOLDINGS LTD CAD 0.00% CA3039011026

JARDINE MATHESON HOLDINGS LIMITED 0.00% BMG507361001

GNMA POOL #754352 SER 2042 4.5% DUE 05-15-

2042 BEO0.00% US36230NZR96

JPMORGAN CHASE & CO 4.452% 12-05-2029 0.00% US46647PAX42

AGEAS NPV POST SPLIT 0.00% BE0974264930

TORAY INDS INC Y50 0.00% JP3621000003

ATLAS COPCO AB B SHS COMMON STOCK SEK.639 0.00% SE0011166628

DAITO TRUST CONSTRUCTION COMPANY LTD JPY 0.00% JP3486800000

SKF AB 0.00% SE0000108227

OBAYASHI CORP COMMON STOCK 0.00% JP3190000004

HANKYU HANSHIN HOLDINGS NPV 0.00% JP3774200004

CIA ENERGETICA MINAS GER-PRF 0.00% BRCMIGACNPR3

NORTONLIFELOCK INCCOM USD0.01 0.00% US6687711084

Payable/Receivable JPY 0.00%

ACCOR SA 0.00% FR0000120404

COMPAGNIE DES ALPES SA 0.00% FR0000053324

TONGKUN GROUP CO LTD 0.00% CNE1000012X7

DAIOHS CORP 0.00% JP3480520000

EQT AB 0.00% SE0012853455

WTB FINANCIAL CORP 0.00% US9293342096

ALTAGAS INCOME LTD 0.00% CA0213611001

CARNIVAL CORP USD 0.00% PA1436583006

MONOTARO CO LTD 0.00% JP3922950005

AMINO TECHNOLOGIES PLC 0.00% GB00B013SN63

PVTPL CMO CHC COML MTG TR 2019-CHC MTG PASS

THRU CTF CL D 144A 06-15-20340.00% US162665AL74

FREDDIE MAC GOLD POOL FG Q44646 3.0% 12-01-

20460.00% US3132WJEU14

AMBU A/S SER'B'DKK0.5 0.00% DK0060946788

SEKISUI CHEMICAL CO LTD COMMON STOCK 0.00% JP3419400001

ALGONQUIN POWER AND UTILITIES CORP 0.00% CA0158571053

COMPANHIA DE SANEAMENTO DE MINAS GERAIS

COPASA MG0.00% BRCSMGACNOR5

VOLKSWAGEN AG COMMON STOCK 0.00% DE0007664005

MCDONALDS HOLDINGS CO JAPAN 0.00% JP3750500005

MINEBEA MITSUMI INC 0.00% JP3906000009

PVTPL FREDDIE MAC STACR SER 2020-HQA1 CL B2

FLTG 01-25-20500.00% US35565JBE01

TOBU RAILWAY CO LTD 0.00% JP3597800006

HANNOVER RUECK SE 0.00% DE0008402215

GJENSIDIGE FORSIKR NOK 0.00% NO0010582521

STEEL DYNAMICS INC 0.00% US8581191009

FEDEX CORP 4.05% DUE 02-15-2048 0.00% US31428XBQ88

WESTON (GEORGE) LTD COMMON STOCK 0.00% CA9611485090

GLP J REIT REIT 0.00% JP3047510007

FIDELITY NATL FINL FNF GROUP COM USD0.0001 0.00% US31620R3030

LIVE NATION INC 0.00% US5380341090

CIT GROUP INC NEW FIXED 4.75% DUE 02-16-2024 0.00% US125581GY89

Q TECHNOLOGY GROUP CO LTD 0.00% KYG7306T1058

MASCO CORP USD 0.00% US5745991068

ORICA LIMITED 0.00% AU000000ORI1

FEDERAL HOME LN MTG CORP POOL #Q58329 4%09-

01-2048 BEO0.00% US3132Y2HF64


DORIC NIMROD AIR TWO LTD 0.00% GG00B3Z62522

SPARK NEW ZEALAND LTD COMMON STOCK 0.00% NZTELE0001S4

GNMA POOL #709861 5.5% 11-15-2039 BEO 0.00% US36297ETS45

ACS ACTIVIDADES CONS Y SERV 0.00% ES0167050915

NAVIOS MARTITIME PARTNERS LP 0.00% MHY622674098

BROADCOM INC FIXED 4.15% DUE 11-15-2030 0.00% US11135FAQ46

INGENICO GROUP 0.00% FR0000125346

GAZPROM NEFT PJSC 0.00% US36829G1076

AMERICAN WTR CAP CORP 3.45% DUE 05-01-2050 0.00% US03040WAX39

OLVI OYJ 0.00% FI0009900401

DISH NETWORK CORP - A 0.00% US25470M1099

MIRVAC GROUP PROPERTY TRUST 0.00% AU000000MGR9

MULTIPLAN EMPREEND COM NPV 0.00% BRMULTACNOR5

INTERCONTINENTAL EXCHANGE INC 2.65% 09-15-

20400.00% US45866FAP99

FOSCHINI GP ZAR 0.00% ZAE000148466

MINISTOP CO LTD 0.00% JP3905950006

ALFA LAVAL AB 0.00% SE0000695876

TEN SQUARE GAMES SA 0.00% PLTSQGM00016

HOST HOTELS & RESORTS INC 0.00% US44107P1049

PAN AMERICAN SILVER CORP 0.00% CA6979001089

HOEGH LNG PARTNERS LP 0.00% MHY3262R1009

GREAT WEST LIFECO INC COMMON STOCK 0.00% CA39138C1068

ARKEMA 0.00% FR0010313833

KAJEMA CORP 0.00% JP3210200006

DENTSU GROUP INC 0.00% JP3551520004

SINGAPORE EXCHANGE LTD COMMON STOCK 0.00% SG1J26887955

EXOR NV EUR0.01 0.00% NL0012059018

ASPEED TECHNOLOGY INC 0.00% TW0005274005

NISSAN MOTOR CO Y50 0.00% JP3672400003

CABLE ONE INC COM USD1 0.00% US12685J1051

M+G PLC COMMON STOCK GBP.05 0.00% GB00BKFB1C65

JULIUS BAER GROUP LTD 0.00% CH0102484968

FORTUNE BRANDS HOME AND SECURITY 0.00% US34964C1062

ALTICE USA INC COM USD0.01 CL A 0.00% US02156K1034

DISNEY WALT CO 3.35% DUE 03-24-2025 0.00% US254687FN19

HCA INC 5.375% DUE 09-01-2026 0.00% US404121AH82

WM MORRISON SUPERMARKETS COMMON STOCK

GBP.10.00% GB0006043169

PVTPL COX COMMUNICATIONS INC NEW GTD NT

2.95% 10-01-20500.00% US224044CM71

T+D HOLDINGS INC COMMON STOCK 0.00% JP3539220008

UBISOFT ENTERTAINMENT 0.00% FR0000054470

APOLLO GLOBAL MANAGEMENT INC 0.00% US03768E1055

SWISS LIFE HOLDING AG 0.00% CH0014852781

CALEDONIA MINING CORPORATION PLC 0.00% JE00BF0XVB15

WELLTOWER INC 3.625% DUE 03-15-2024 0.00% US95040QAG91

MYLAN NV EUR0.01 0.00% NL0011031208

TOKYU CORP NPV 0.00% JP3574200006

FNMA POOL #310048 6.5% 02-01-2038 BEO 0.00% US31374CL534

GUIDEWIRE SOFTWARE INC 0.00% US40171V1008

WW GRAINGER INC COMMON STOCK USD.5 0.00% US3848021040

ICA GRUPPEN AB COMMON STOCK SEK2.5 0.00% SE0000652216

FNMA POOL #MA2258 3.5% 05-01-2045 BEO 0.00% US31418BQL35

HANG LUNG PROPERTIES LTD COMMON STOCK 0.00% HK0101000591

LIBERTY MEDIA CORP COM 0.00% US5312298541

LIU CHONG HING INVESTMENT 0.00% HK0194000995

UDR INC 0.00% US9026531049

CZK BNP PARIBAS A/C 0.00%

HAGOROMO FOODS CORP 0.00% JP3767600004

CAPITALAND LTD COMMON STOCK 0.00% SG1J27887962

BRITISH LAND CO GBP 0.00% GB0001367019

SPAREBANKEN MORE 0.00% NO0006390004

GRIFOLS SA EUR0.25 CLASS A POST SUBD 0.00% ES0171996087


BOC HONG KONG (HOLDINGS) LIMITED 0.00% HK2388011192

DAIWA HOUSE REIT INVESTMENT REIT 0.00% JP3046390005

XPO LOGISTICS INC 0.00% US9837931008

DAI NIPPON PRINTING CO LTD 0.00% JP3493800001

ODAKYU ELECTRIC RAILWAY CO 0.00% JP3196000008

IBIDEN CO LTD 0.00% JP3148800000

AMERICAN INTL GROUP INC 4.25% DUE 03-15-2029 0.00% US026874DN40

BCO DE CREDITO 2.7% SNR MTN 11/01/2025 USD 0.00% US05971V2A26

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TRADEWEB MARKETS INC CLASS A COMMON STOCK

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DIRECT LINE INSURANCE GROUP COMMON STOCK

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CAISSE REGIONALE DE CREDIT AGRICOLE MUTUEL

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LASERTEC CORP NPV 0.00% JP3979200007

PVTPL FREDDIE MAC STACR TR SER 19-FTR4 CLS B2

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GNMA POOL #AD5926 SER 2043 3% DUE 05-15-

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PVTPL FREDDIE MAC STACR TR 2019-FTR3 SER 19-

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KOSE CORP 0.00% JP3283650004


SUMITOMO CHEMICAL JPY50 0.00% JP3401400001

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CAISSE REGIONALE DE CREDIT AGRICOL MUTUEL DE

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HOSHIZAKI CORP 0.00% JP3845770001

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SEI INVESTMENTS COMPANY 0.00% US7841171033

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TELE2 AB 0.00% SE0005190238

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OTC DERIVATIVE CASH COLLATERAL RECEIVE FROM CS 0.00%

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ROLLINS INC 0.00% US7757111049

EVRAZ PLC ORD USD2 0.00% GB00B71N6K86

ONEX CORP 0.00% CA68272K1030

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TPG TELECOM LIMITED ORDINARY FULLY PAID

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NEWELL BRANDS INC 0.00% US6512291062

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PVTPL FREDDIE MAC STACR REMIC SER 20-DNA 2 CLS

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OKINAWA CELLULAR TELEPHONE CO 0.00% JP3194650002

SAINSBURY (J) PLC 0.00% GB00B019KW72

HOKKAIDO COCA COLA BOTTLING CO LTD 0.00% JP3847800004

NIHON M AND A CENTER INC 0.00% JP3689050007

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NOK BNP PARIBAS A/C 0.00%

SUMITOMO ELECTRIC 0.00% JP3407400005

EMPIRE CO LIMITED 0.00% CA2918434077

ELECTROLUX AB - SER B 0.00% SE0000103814

CVS HEALTH CORP 4.78% DUE 03-25-2038 0.00% US126650CY46

LANXESS 0.00% DE0005470405

LENNOX INTL INC COM 0.00% US5261071071

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COMMERZBANK AG NPV 0.00% DE000CBK1001

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TOPPAN PRINTING CO LTD COMMON STOCK 0.00% JP3629000005

VERBUND AG 0.00% AT0000746409

CITIGROUP INC 3.142% 01-24-2023 0.00% US172967LV16

SUEZ 0.00% FR0010613471

GOLDMAN SACHS COLLAT 0.00%

FREDDIE MAC STACR SER 17-DNA3 CL M1 FLTG 03-25-

20300.00% US3137G0QP77

ITOCHU TECHNO SOLUTIONS CORP COMMON STOCK 0.00% JP3143900003

SOCIETE FONCIERE LYONNAISE SA 0.00% FR0000033409

SINGAPORE AIRLINES LTD 0.00% SG1V61937297

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LAND SECURITIES GROUP PLC 0.00% GB00BYW0PQ60

INDUSTRIVARDEN AB SER C NPV 0.00% SE0000107203

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GMO PAYMENT GATEWA NPV 0.00% JP3385890003

COSMOS PHARMACEUTICAL CORP COMMON STOCK 0.00% JP3298400007

JAPAN POST INSURANCE CO LTD COMMON STOCK 0.00% JP3233250004

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GN STORE NORD A/S 0.00% DK0010272632

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RITCHIE BROS AUCTIONEERS 0.00% CA7677441056

MEDIBANK PRIVATE LIMITED 0.00% AU000000MPL3

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TEAMVIEWER AG 0.00% DE000A2YN900

DKK BNP PARIBAS A/C 0.00%

GREAT WEST LIFECO 0.00% CA39138C1068

NATIONAL RETAIL PROPERTIES 0.00% US6374171063

OTSUKA CORPORATION 0.00% JP3188200004

HEALTHSOUTH CORP 5.75 DUE 11-01-2024 0.00% US421924BK63

AXALTA COATING SYSTEMS LTD 0.00% BMG0750C1082

VIFOR PHARMA AG 0.00% CH0364749348

EAST WEST BANCORP INC 0.00% US27579R1041

FNMA POOL #AW7132 4% 10-01-2044 BEO 0.00% US3138XW4S43

SMARTCENTRES REAL VARIABLE VTG UNITS 0.00% CA83179X1087

GLP JREIT REIT 0.00% JP3047510007

IA FINANCIAL CORP INC COMMON STOCK 0.00% CA45075E1043

SWISS PRIME SITE AG 0.00% CH0008038389

KYOWA KIRIN CO LTD 0.00% JP3256000005

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TOHO GAS CO LTD 0.00% JP3600200004

MERIDA INDUSTRY CO LIMITED 0.00% TW0009914002

HALLMARK FINANCIAL SERVICES INC 0.00% US40624Q2030

ABN AMRO BANK N V DR EACH REP SHS 0.00% NL0011540547

DROPBOX INC 0.00% US26210C1045

FAURECIA SA 0.00% FR0000121147

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ICL GROUP LTD 0.00% IL0002810146

HUSQVARNA AB - B SHARES 0.00% SE0001662230

SINGAPORE EXCHANGE LTD SGD0.01 0.00% SG1J26887955

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LCH_IRS MSNYUS33 06/05/2025 HKD P 3MHIBOR / R

0.875% 32100883170.00%

SECURITAS AB SEK2 'B' 0.00% SE0000163594

SCOR SE 0.00% FR0010411983

ESSENTIAL UTILS IN COM USD0.50 0.00% US29670G1022

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SEALED AIR CORP 0.00% US81211K1007

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ASSURANT INC 0.00% US04621X1081

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AUTOLIV INC 0.00% US0528001094

VIPSHOP HLDGS LTD SPON ADR EA REPR 2 ORD SHS 0.00% US92763W1036

AMUNDI SA 0.00% FR0004125920

PEOPLE'S UNITED FINANCIAL INC 0.00% US7127041058

FLIR SYSTEMS INC 0.00% US3024451011

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FUT DEC 20 SFE 3Y T-BOND 0.00%

WBCNZD008 IRS WBC NZD 250823 RFXD 0.08 PFLT

3ZBSW0.00% DUWBCNZD0084

BAYERISCHE MOTOREN WERKE PRF PREFERENCE 0.00% DE0005190037

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CARL ZEISS MEDITEC NPV 0.00% DE0005313704

Income Due - EUR 0.00%

BANQUE CANTONALE VAUDOIS REG COMMON STOCK

CHF10.00.00% CH0531751755

ORIX JREIT INC 0.00% JP3040880001

SHENG SIONG GROUP LTD 0.00% SG2D54973185

OJI HOLDINGS CORP 0.00% JP3174410005

JERONIMO MARTINS SGPS SA 0.00% PTJMT0AE0001

APPLEBEES FDG LLC 4.194% DUE 06-07-2049 0.00% US03789XAD03

AERCAP HOLDINGS NV 0.00% NL0000687663

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HONG LEONG FINANCE LTD 0.00% SG1M04001939

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FUT DEC 20 LIF LONG GILT 0.00% GB00J3XL0J16

L E LUNDBERGFORETAGEN AB - B SHARES 0.00% SE0000108847

MICRO FOCUS INTL ORD GBP 0.00% GB00BJ1F4N75

COLRUYT NV 0.00% BE0974256852

HYPOTHEKARBANK LENZBURG AG 0.00% CH0001341608

ERIE INDEMNITY CO 0.00% US29530P1021

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CROWN HOLDINGS INC 0.00% US2283681060

IRON MTN INC NEW COM NPV 0.00% US46284V1017

KAWASAKI HEAVY INDUSTRIES LTD 0.00% JP3224200000

KURARAY CO Y50 0.00% JP3269600007

SCSK CORP COMMON STOCK 0.00% JP3400400002

PVTPL EXETER AUTOMOBILE RECEIVABLES BACKED NT

CL B 3.64% 11-15-20220.00% US30166EAC03

VERRA MOBILITY CORP 0.00% US92511U1025

STORA ENSO OYJ-R SHS 0.00% FI0009005961

ADEVINTA ASA NOK0.2 0.00% NO0010844038

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FACTSET RESEARCH SYSTEMS INC COMMON STOCK

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CASIO COMPUTER CO LTD COMMON STOCK 0.00% JP3209000003

HULIC CO LTD COMMON STOCK 0.00% JP3360800001

SWIRE PACIFIC 0.00% HK0019000162


32306842920.00%

CANADIAN UTILITIES LTD A 0.00% CA1367178326

CANOPY GROWTH CORP 0.00% CA1380351009

INDUSTRIAL ALLIANCE INSURANCE AND FINANCIAL

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ARAYA INDUSTRIAL CO LTD 0.00% JP3125600001

TREND MICRO INC COMMON STOCK 0.00% JP3637300009

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PROXIMUS COMMON STOCK 0.00% BE0003810273

BNZNZD778 IRS BNZ NZD 250823 RFXD 0.0778 PFLT

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KEIHAN HOLDINGS CO LTD 0.00% JP3279400000

JSR CORP 0.00% JP3385980002

TOHO CO LTD JPY 0.00% JP3598600009

SHOWA DENKO KK JPY50 0.00% JP3368000000

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ILIAD SA COMMON STOCK 0.00% FR0004035913

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JD SPORTS FASHION ORD 0.00% GB00BYX91H57

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HIGHLIGHT COMMUNICATIONS AG 0.00% CH0006539198


31539900150.00%

Income Due - CNY 0.00%

GAME CARD JOYCO HOLDINGS INC 0.00% JP3282270002

UOL GROUP LIMITED 0.00% SG1S83002349

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ELISA CORPORATION OYJ-A S 0.00% FI0009007884

MPLX LP 4% 03-15-2028 0.00% US55336VAR15

CI FINANCIAL CORP COMMON STOCK 0.00% CA1254911003

CARLYLE GROUP INC 0.00% US14316J1088

NISSHIN SEIFUN GROUP INC 0.00% JP3676800000

ASAHI INTECC CO LTD NPV 0.00% JP3110650003

TELECOM ITALIA SPA 0.00% IT0003497168

CALL FXO CSFBUS33 02/01/2021 USD/ZAR 19.25

European 33594533400.00%

NGK INSULATORS LTD 0.00% JP3695200000

YANGZIJIANG SHIPBUILDING NPV 0.00% SG1U76934819

NIPPON YUSEN KK 0.00% JP3753000003

Income Due - MYR 0.00%

MEDIOBANCA BANCA DI ITL 0.00% IT0000062957

SBI HOLDINGS INC NPV 0.00% JP3436120004

HAKUHODO DY HOLDING INC 0.00% JP3766550002

ROHM CO LTD 0.00% JP3982800009

DAIWA HOUSE REIT I REIT 0.00% JP3046390005

SWIRE PROPERTIES L HKD1 0.00% HK0000063609

INFRASTRUTTURE WIR NPV 0.00% IT0005090300

ALFRESA HOLDINGS CORP 0.00% JP3126340003

MIZRAHI TEFAHOT BANK LTD COMMON STOCK ILS.1 0.00% IL0006954379

IPSEN PROMESSES SA 0.00% FR0010259150

PCCW LTD COMMON STOCK 0.00% HK0008011667

KOITO MANUFACTURING CO LTD 0.00% JP3284600008

THYSSEN KRUPP AG ORD SHARE NPV 0.00% DE0007500001

SINGAPORE TECH ENGINEERING COMMON STOCK 0.00% SG1F60858221

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ITOCHU TECHNO SOLUTIONS CORP 0.00% JP3143900003

FUT MAR 21 EURO DOLLARS 0.00%

CITY DEVELOPMENTS LTD COMMON STOCK 0.00% SG1R89002252

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HAMAMATSU PHOTONICS KK 0.00% JP3771800004

EURAZEO 0.00% FR0000121121

FINABLR PLC 0.00% GB00BJ7HMW26

WING ON CO INTERNATIONAL LTD 0.00% BMG970561087

THK CO LTD 0.00% JP3539250005

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KLEPIERRE REIT EUR1.4 0.00% FR0000121964

MGP INGREDIENTS INC 0.00% US55303J1060

CAPITALAND MALL TRUST 0.00% SG1M51904654

KANSAI PAINT CO LTD 0.00% JP3229400001


BAYERISCHE MOTOREN WERKE-PFD 0.00% DE0005190037

COVIVIO 0.00% FR0000064578

ALTICE EUROPE NV EUR 001 COMMON SHARES A 0.00% NL0011333752

TAIWAN COOPERATIVE FINANCIAL HOLDINGS CO LTD 0.00% TW0005880009

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FUCHS PETROLUB SE 0.00% DE0005790430

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LCH_IRS GOLDUS33 30/08/2022 CAD P 3MCDOR / R

1.558% SLI2T9PR0.00%

TELECOM ITALIA RSP COMMON STOCK 0.00% IT0003497176

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1.554% SLI2T9O90.00%

NETO ME HOLDINGS LTD 0.00% IL0001680136

EMS CHEMIE HLDS REG 0.00% CH0016440353

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DEMANT A S 0.00% DK0060738599

SANTEN PHARMACEUTICAL CO 0.00% JP3336000009

INVESTMENT AB LATOUR 0.00% SE0010100958

ASM PACIFIC TECHNOLOGY 0.00% KYG0535Q1331

SWATCH GROUP AG/THE REG COMMON STOCK CHF.45 0.00% CH0012255144

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BROTHER INDUSTRIES LTD 0.00% JP3830000000

CAISSE REGIONALE DE CREDIT AGRICOLE MUTUEL DE

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HULIC CO LTD 0.00% JP3360800001

PEPTIDREAM INC NPV 0.00% JP3836750004

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WENDEL INVESTISSEMENT 0.00% FR0000121204

ZOZO INC 0.00% JP3399310006

ALABAMA PWR CO 3.85% DUE 12-01-2042 0.00% US010392FJ25

CCL INDUSTRIES INC 0.00% CA1249003098

METRO AG 0.00% DE000BFB0019

MERCARI INC 0.00% JP3921290007

CENTENE CORP DEL 4.75% DUE 05-15-2022 0.00% US15135BAD38

KEIKYU CORP 0.00% JP3280200001

H LUNDBECK A/S 0.00% DK0010287234

FNMA POOL #MA0668 4.5% 03-01-2031 BEO 0.00% US31417YW607

CITIGROUP INC NEW 2.312% DUE 11-04-2022 0.00% US17308CC463

NSK LTD JPY 0.00% JP3720800006

NAGOYA RAILROAD CO LTD 0.00% JP3649800004

PIRELLI AND C SPA 0.00% IT0005278236

ADMIRAL GROUP PLC 0.00% GB00B02J6398

RESONA HOLDINGS INC 0.00% JP3500610005

UOL GROUP LTD COMMON STOCK 0.00% SG1S83002349

QUEBECOR INC CLASS B SUB VTG NPV 0.00% CA7481932084

BASELLANDSCHAFTLICHE KANTONALBANK 0.00% CH0001473559

FAMILYMART CO LTD 0.00% JP3802600001

AIR WATER INC 0.00% JP3160670000

JGC HOLDINGS CORPORATION 0.00% JP3667600005

Payable/Receivable DKK 0.00%

BARRY CALLEBAUT AG - REG 0.00% CH0009002962

DAIWA SECURITIES GROUP INC. 0.00% JP3502200003

NH FOODS LTD 0.00% JP3743000006

TOKYU FUDOSAN HOLDINGS CORP 0.00% JP3569200003

WARTSILA OYJ 0.00% FI0009003727


NOMURA REAL ESTATE HOLDINGS INC 0.00% JP3762900003

JAPAN POST BANK CO LTD 0.00% JP3946750001

SQUARE ENIX HOLDINGS CO LTD 0.00% JP3164630000

NOMURA REAL ESTATE HOLDINGS COMMON STOCK 0.00% JP3762900003

AMERCO INC 0.00% US0235861004

JAPAN AIR TERMINAL CO 0.00% JP3699400002

POLA ORBIS HLDG IN 0.00% JP3855900001

ORION OYJ 0.00% FI0009014377

WELCIA HOLDINGS CO LTD 0.00% JP3274280001

RECORDATI SPA - NEW 0.00% IT0003828271

KURJITA WATER INDUSTRIES 0.00% JP3270000007

KAKAKU.COM INC 0.00% JP3206000006

POWER ASSETS HOLDINGS LIMITED 0.00% HK0006000050

TMX GROUP LTD COM NPV 0.00% CA87262K1057

AEON CREDIT SERVICES (ASIA) COMPANY LIMI 0.00% HK0900002681

Norwegian krone 0.00%

AMP LIMITED 0.00% AU000000AMP6

MITSUBISHI UFJ LEASE & FINANCE 0.00% JP3499800005

HINO MOTORS LTD 0.00% JP3792600003

PLAZZA IMMOBILIEN AG 0.00% CH0284142913

CNP ASSURANCES 0.00% FR0000120222

KERRY PROPERTIES LTD 0.00% BMG524401079

FIRST CAP REAL EST UNIT 0.00% CA31890B1031

T&D HOLDINGS INC NPV 0.00% JP3539220008

SEB SA 0.00% FR0000121709

AISIN SEIKI CO LTD 0.00% JP3102000001

CLARIANT AG REG 0.00% CH0012142631

TAIHEIYO CEMENT CORPORATION 0.00% JP3449020001

SCOUT24 AG NPV 0.00% DE000A12DM80

YOKOGAWA ELECTRIC JPY 0.00% JP3955000009

TELEFONICA DEUTSCHLAND HOLDING AG 0.00% DE000A1J5RX9

ATCO LTD 0.00% CA0467894006


1.575% SL514XA20.00%

TOYOTA INDUSTRIES CORPORATION 0.00% JP3634600005

SUMCO CORPORATION 0.00% JP3322930003

SEIKO EPSON CORPORATION 0.00% JP3414750004

FUJI ELECTRIC CO LTD 0.00% JP3820000002

CRONOS GROUP INC 0.00% CA22717L1013

JC DECAUX INTERNATIONAL SA 0.00% FR0000077919

MARUICHI STEEL TUBE LIMITED 0.00% JP3871200006

CYBERARK SOFTWARE LTD 0.00% IL0011334468

IGM FINANCIAL INC 0.00% CA4495861060

NEMETSCHEK AG 0.00% DE0006452907

JAP PRIME REALTY INV 0.00% JP3040890000

RIOCAN REAL ESTATE INVESTMENT TRUST 0.00% CA7669101031

DAKTRONICS INC 0.00% US2342641097

NIPPON SANSO HOLDINGS CORP 0.00% JP3711600001

MAZDA MOTOR CORP Y50 0.00% JP3868400007

MAMMY MART CORP 0.00% JP3870200007

FRAPORT AG 0.00% DE0005773303

CAISSE REGIONALE DE CREDIT AGRICOLE MUTUEL DU

LANGUEDOC SC0.00% FR0010461053

WISETECH GLOBAL LIMITED ORDINARY FULLY PAID

DEFERRED SETTLEM0.00% AU000000WTC3

BROWN BROWN INC 0.00% US1152361010

ICADE 0.00% FR0000035081

TELECOM ITALIA 0.00% IT0003497176

MICROPORT SCIENTIFIC CORP 0.00% KYG608371046


1.89% SLBB0YUY0.00%

PVTPL ALIMENTATION COUCHE-TARD INC 2.95%DUE

01-25-20300.00% US01626PAM86

ILIAD SA 0.00% FR0004035913


Payable/Receivable EUR 0.00%

CK INFRASTRUCTURE 0.00% BMG2178K1009

AGC INC 0.00% JP3112000009

NIPPON EXPRESS CO LTD JPY 0.00% JP3729400006

AVIVA PLC COMMON STOCK GBP.25 0.00% GB0002162385


DUE 04-01-2031/04-17-2020 REG0.00% US161175BU77

CIMIC GROUP LIMITED ORDINARY FULLY PAID 0.00% AU000000CIM7

HON KWOK LAND INVESTMENT COMPANY LIMITED 0.00% HK0160011786

BANKFINANCIAL CORP 0.00% US06643P1049

MAPFRE SA 0.00% ES0124244E34

TOSOH CORPORATION 0.00% JP3595200001

NATIXIS 0.00% FR0000120685

AEVIS VICTORIA SA 0.00% CH0478634105

PARK24 CO LTD 0.00% JP3780100008

ECUADOR(REP OF) 0% SNR 31/07/2030 USD1000 0.00% XS2214239506

SUMISHO COMPUTER SYSTEMS CORPORATION 0.00% JP3400400002

BLACKBERRY LTD NPV 0.00% CA09228F1036

PUT FXO BNPAGB22 10/16/2020 USD/JPY 105

European 31945051290.00%

GNMA POOL #AD1383 SER 2043 3% DUE 04-15-

2043 REG0.00% US36180CRC54

BANKINTER SA 0.00% ES0113679I37

Payable/Receivable GBP 0.00%

BNY USD COLLATERAL 0.00%

CAISSE REGIONALE DE CREDIT AGRICOLE MUTUEL

LOIRE HAUTE LOIR0.00% FR0000045239

CUMBERLAND PHARMACEUTICALS INC 0.00% US2307701092

CALL SWO_CDX CHASUS33 21/10/2020 ITRAXX

EUROPE SERIES 3 34139403580.00%

BOSIDENG INTERNATIONAL HOLDING 0.00% KYG126521064

MAPFRE SA COMMON STOCK EUR.1 0.00% ES0124244E34

ICADE REIT 0.00% FR0000035081

SCHLOSS WACHENHEIM AG 0.00% DE0007229007

DORIC NIMROD AIR THREE LTD 0.00% GG00B92LHN58

SOCIALIST REP OF VIETNAM 4.8% 19/11/2024 0.00% USY9384RAA87

MEDIBANK PRIVATE LTD COMMON STOCK 0.00% AU000000MPL3

CVS HEALTH CORP 3.7% DUE 03-09-2023 0.00% US126650CV07


0.86% 32108509020.00%

Payable/Receivable AUD 0.00%

SUMMIT PROPERTIES LIMITED 0.00% GG00BJ4FZW09

AMADA CO LTD 0.00% JP3122800000

PUT FXO BNPAGB22 10/16/2020 USD/JPY 105

European 31961895990.00%

Turkish lira 0.00%

NIKON CORPORATION JPY 0.00% JP3657400002

PLN BNP PARIBAS A/C 0.00%

OUG HOLDINGS INC 0.00% JP3180000006

PALIBURG HOLDINGS LTD 0.00% BMG687662301

FUT DEC 20 CBT ULT TNOTE 0.00%

FUT DEC 20 EURX E-SCHATZ 0.00% DE000C4XT218

SGD BNP PARIBAS A/C 0.00%

Brazilian real 0.00%

CALL FXO BARCGB22 16/02/2021 EUR/USD 1.19

European 34026158030.00%

CRCAM DE NORMANDIE SEINE CCI GDR 0.00% FR0000044364

SHEPHERD NEAME LTD 0.00% GB00BMQX2R72

CI FINANCIAL CORP C 0.00% CA1254911003

GNMA POOL #693518 SER 2038 5.5% DUE 07-15-

2038 BEO0.00% US36296KPB25


CDS BARCGB22 06/20/2022 SELL VERIZON

COMMUNICATIONS 32286536010.00%

PACIFIC CENTURY PR HKD0.50 TEMP 0.00% DU0B8180J7D9

KAMIGUMI CO LTD 0.00% JP3219000001

South African rand 0.00%

NIPPON BS BROADCASTING CORP 0.00% JP3746000003

GNMA POOL #644862 5.5% 06-15-2035 BEO 0.00% US36292CMK70

ROLLS ROYCE HLDGS ORD GBP 0.001 C 0.00% GB00B669WX96

OTC DERIVATIVE CASH COLLATERAL PAYABLE TO

BARCLAYS BANK PLC0.00%

DAMARTEX SA 0.00% FR0000185423

ICE_IRS MSNYUS33 07/07/2025 HKD P 3MHIBOR / R

0.805% TC13H2PX50.00%

FUT PUT NOV 20 EURX EUR-BUND 17300 0.00%

ILS BNP PARIBAS A/C 0.00%

CDS BOFAUS3N 06/20/2025 BUY DELL INC 7.1%

04/15/20 33575700590.00%

SAMSE SA 0.00% FR0000060071

SEIBU HOLDINGS INC 0.00% JP3417200007

OBERBANK AG 0.00% AT0000625108

EBIQUITY PLC 0.00% GB0004126057

Payable/Receivable HKD 0.00%

MITSUBISHI GAS CHEMICAL CO 0.00% JP3896800004

NEC NETWORKS AND SYS NPV 0.00% JP3733800001


32124623310.00%

FEDERAL NATL MTG ASSN GTD MTG POOL #AI6588

4% DUE 07-01-2026 BEO0.00% US3138ALKA40

CALL SWO_CDX CHASGB2L 21/10/2020 ITRAXX

EUROPE CROSSOVE 32936958640.00%

GEOPARK LTD 0.00% BMG383271050


04/15/20 33707065550.00%


04/15/20 33575700160.00%


04/15/20 33994937290.00%

ESC MNLEHMAN BRTHRS HLDGRR 5.250

D011207M020612GL ESCROW0.00% US525ESC2W88

FUT PUT NOV 20 T-NOTE OPTION 1375 0.00%


0.802% 33117948450.00%

GNMA POOL #634399 5.5% 10-15-2034 BEO 0.00% US36291PX433

COMCAST CORP NEW 3.1% DUE 04-01-2025 REG 0.00% US20030NDJ72

AEON STORES HK CO HKD0.20 0.00% HK0000084183

Thai baht 0.00%

Payable/Receivable CAD 0.00%

LASSONDE INDUSTRIES INC 0.00% CA5179071017

Income Due - ILS 0.00%

Income Due - ZAR 0.00%

Hungarian forint 0.00%

SING INVESTMENTS FINANCE LTD 0.00% SG1S02002305

BNP USD COLL ACCT 0.00%

HARVIA OYJ ORD 0.00% FI4000306873

Payable/Receivable TWD 0.00%

Payable/Receivable NZD 0.00%

CLP BNP PARIBAS 0.00%

TELUS CORP COM (NON CANADIAN 0.00% CA87971M1032

WYNYARD GROUP LTD TEMP 0.00% DU00WYNNZDZ1

CDS BARCGB22 06/20/2021 SELL AT&T INC 3.8%

02/15/20 00206R8Q80.00%

Income Due - THB 0.00%


04/15/20 33994928590.00%



04/15/20 33638806040.00%


04/15/20 33593966640.00%

BEST WORLD INTERNATIONAL LTD COMMON STOCK 0.00% SG1DG3000004

Income Due - MXN 0.00%

FRONTAGE HOLDINGS CORP 0.00% KYG3679P1019

Australian Dollar Custodial Account – MMF Australian

Direct Property Fund0.00%

CALL FXO CRLYGB2L 09/10/2020 NZD/USD 0.683

European OPWXD5LZCRLY0.00%

CDS GSILGB2X 12/20/2020 SELL GENERAL ELECTRIC CO

2. 30584106120.00%

PACIFIC CENTURY PREMIUM DEVE COMMON STOCK

HKD.50.00% BMG6844T1229

FUT PUT OCT 20 CME MINIS&PW3 2500 0.00%

Income Due - COP 0.00%

CDS BARCGB22 12/20/2020 SELL GENERAL ELECTRIC

CO 2. 30584114640.00%

FNMA POOL #968064 5% 02-01-2022 BEO 0.00% US31414J5Z28

JQW PLC ORD NPV 0.00% JE00BGCZHC53

PUT FXO MIDLGB22 11/02/2020 USD/INR 72 European

34101513790.00%


0.598% SLI4TL9R0.00%

REDUCED INPUT TAX CREDIT (RITC) FE 0.00%

NEW ISRAELI SHEQEL 0.00%

CALL FXO BNPAFRPP 09/10/2020 NZD/USD 0.69

European OPWX7Y89BNPA0.00%

CDS BARCUS33 12/20/2020 SELL GENERAL ELECTRIC

CO 2. 30597803310.00%

CDS GSILGB2X 12/20/2020 SELL GENERAL ELECTRIC CO

2. 30582128930.00%

FUTURES MARGIN-SEK 0.00%

KENYAN SHILLING 0.00%

Payable/Receivable NOK 0.00%

PVTPL BARINGS CLO LTD 2016-I/BARINGS CLO201 SER

16-1A CLS XR VAR RT 07-23-20300.00% US06759MAA99

PVTPL REGIONAL MGMT ISSUANCE SER 18-1 CL A

3.83% 07-15-20270.00% US75907PAA84

FHLMC MULTICLASS FANNIE MAE SER 19-RO6 CLS 2M1

FLTG RT 09-25-20390.00% US20754JAA25

PVTPL MARLETTE FDG TR ASSET BACKED NT SER 18-

1A CL B 3.19% 03-15-20280.00% US57109TAB26

PVTPL FHLMC MULTICLASS FLTG RT SER 19-DNA1 CL

M1 01-25-20490.00% US35563KAA88

PVTPL GOLDENTREE LN OPPORTUNITIES X LTD / GOLD

SR 15-10A CL XR FLTG 07-20-20310.00% US38137PAN06

FREDDIE MAC STACR TR 2019-HQA3 FLTG 09-25-

20490.00% US35564XAA90

FANNIE MAE SER 2017-C07 CL1M1 FLTG DUE 05-25-

20300.00% US30711XUS16

PVTPL GOLDENTREE LN OPPORTUNITIES SR 16-12A CL

XR VAR RT 07-21-20300.00% US38137MAF41

FHLMC MULTICLASS 144A FLTG RT SER 19-HAQ2 CL

M1 04-25-20490.00% US35564MAA36

OTC DERIVATIVE CASH COLLATERAL RECEIVABLE FROM

MLI0.00%

ISRACARD LTD COMMON STOCK 0.00% IL0011574030

FANNIE MAE CONN AVE SECS SER 18-C01 CL 1M1 FLTG

07-25-20300.00% US30711XYS79

FNMA POOL #MA3521 FIXED 4.0% DUE 11-01-2048 0.00% US31418C4F86

NEW TAIWAN DOLLAR 0.00%


SOUTH KOREAN WON 0.00%

MGM GROWTH PPTYS LLC DUE 03-21-2025 BEO 0.00% US55303KAC71

MEXICAN PESO (NEW) 0.00%

Russian ruble 0.00%

KRW BNP PARIBAS A/C 0.00%


CVS HEALTH CORP 3% DUE 08-15-2026 0.00% US126650DF48


ANTHEM INC 3.65% 12-01-2027 0.00% US036752AB92

UNITED STATES TREAS NTS 0.5% 04-15-2024 0.00% US9128286N55

UTD STATES TREAS 2.25% DUE 04-30-2021 0.00% US912828WG10

GEORGIA PWR CO 2.1% 07-30-2023 0.00% US373334KM26

BELGIUM(KINGDOM OF) 4.25% T-BOND

144A 28/09/20210.00% BE0000321308

FUTURES MARGIN-CHF 0.00%

INDIAN RUPEE 0.00%

INTERNATIONAL BUSINESS MACHS CORP 2.85% 05-13-

2022 REG0.00% US459200JX08

AT&T INC 3% DUE 06-30-2022 0.00% US00206RCM25

CVS HEALTH CORP 3.35% DUE 03-09-2021 0.00% US126650DC17


DUE 05-31-2021 REG0.00% US912828R770


DUE 05-31-2021 REG0.00% US9128286V71

MYR BNP PARIBAS A/C 0.00%


PUT FXO BNPAFRPP 09/10/2020 NZD/USD 0.635

European OPWX7Y88BNPA0.00%

RUSSIAN FEDERATION MINISTRY FINANCE 8.15% BDS

03/02/20270.00% RU000A0JS3W6

PUT FXO CRLYGB2L 09/10/2020 NZD/USD 0.633

European OPWXD5M0CRLY0.00%

CDS BOFAUS3N 06/20/2025 BUY PRUDENTIAL

FINANCIAL I 32131316830.00%

CDS BOFAUS3N 06/20/2025 BUY PRUDENTIAL

FINANCIAL I 32147299480.00%

CDS BOFAUS3N 06/20/2025 BUY INTERNATIONAL

PAPER CO 32287302860.00%

CDS GSILGB2X 12/20/2025 BUY BARRICK GOLD CORP

5.8% 34278139830.00%


PAPER CO 32400039020.00%


PAPER CO 32192752220.00%

FUT CALL NOV 20 EURX EUR-BUND 17700 0.00%

FUT DEC 20 ME 10Y CDN BND 0.00%

FUT DEC 20 EURO DOLLARS 0.00%

CDS BOFAUS3N 06/20/2025 BUY PACKAGING CORP OF

AMER 32378172070.00%

FUT PUT NOV 20 EURX EUR-BUND 17100 0.00%

CDS GSILGB2X 06/20/2025 BUY PACKAGING CORP OF

AMER 32301720600.00%

CDS BNPAGB22 20/06/2025 BUY SANOFI 0.875%

09/22/20 32261320850.00%

CDS BNPAGB22 06/20/2025 BUY PACKAGING CORP OF

AMER 32231123330.00%

Payable/Receivable BRL 0.00%

CDS BNPAGB22 06/20/2025 BUY INTERNATIONAL

PAPER CO 32155905190.00%

CDS BNPAGB22 20/06/2025 BUY SANOFI 0.875%

09/22/20 32218266630.00%


CDS MSNYUS33 06/20/2025 BUY PRUDENTIAL

FINANCIAL I 32124128470.00%

JPM COLLATERAL ACC 0.00%

Outstanding Settlement Payments - SGD 0.00%

CME_IRS MSNYUS33 03/01/2025 MXN P 6.629% / R

28DTIIE 30543585730.00%


28DTIIE 30525161350.00%

LCH_IRS MSNYUS33 27/01/2050 GBP P 0.008% / R

6MLIBOR 30746027260.00%


6MLIBOR 30959336990.00%

CITIBANK COLAT 0.00%

CALL FXO CSFBUS33 02/01/2021 USD/ZAR 16.895

European 33594533420.00%


STANDARD CHARTERED BANK0.00%

WESTPAC USD COLL 0.00%

CME_IRS MSNYUS33 06/11/2029 PLN P 1.8% / R

6MWIBOR 21183080330.00%


6MWIBOR 21153236310.00%


6MWIBOR 21148933370.00%


6MWIBOR 21183085340.00%

CCP DUE FROM GOLDMAN SACHS 0.00%


6MWIBOR 21139259940.00%


6MWIBOR 21081190670.00%


6MLIBOR 21048675850.00%

JCR PHARMACEUTICALS CO LTD 0.00% JP3701000006

FUT DEC 20 EURX EUR-BOBL 0.00%

ICE_CDX MSNYUS33 06/20/2030 BUY CDX.NA.IG.34

32079058110.00%


32089145450.00%

LCH_IRS MSNYUS33 01/07/2025 CNY P 7DCNRR0 / R

0.023% TC315UL120.00%

RPI BOFAUS3N 10/25/2024 USD P 1.683% / R CPI

21038234580.00%

OTC DERIVATIVE CASH COLL PAY TO GOLDMAN SACHS 0.00%

Outstanding Settlement Payments - IDR 0.00%

NYL MSCI EMER 2012 F 0.00% DU00MES20129


6MLIBOR 30674944710.00%

ANICOM HOLDINGS INC 0.00% JP3122440005

CME_IRS MSNYUS33 23/10/2049 CAD P 2.007% / R

3MCDOR 21048676350.00%

ICE_CDX MSNYUS33 20/12/2025 BUY ITRAXX EUROPE

SERIES 3 TC0AOK7950.00%


6MLIBOR 30637749880.00%


28DTIIE 31065323230.00%

OTC DERIVATIVE CASH COLL PAY TO RBC 0.00%

Outstanding Settlement Payments - KRW 0.00%

CME_IRS MSNYUS33 25/10/2024 CZK P 1.72% / R

6MPRBOR 21048676150.00%

OTC DER CASH COLL PAY TO UBSSEC 0.00%


MORGAN STANLEY0.00%


Outstanding Settlement Payments - MYR 0.00%

FUT DEC 20 EURO BUXL BND 0.00%


28DTIIE 30990205010.00%

Outstanding Settlement Payments - GBP 0.00%

Outstanding Settlement Payments - THB 0.00%


TC5MBM8E20.00%

ICE_CDX GOLDUS33 20/12/2025 BUY ITRAXX EUROPE

SERIES 3 99D0LG4060.00%

FUT DEC 20 5 YR T NOTE 0.00%



FUT DEC 20 10 YR T-NOTES 0.00%

OTC DERIVATIVE CASH COLL PAY TO BNP PARIBAS 0.00%

OTC DERIVATIVE CASH COLLATERAL PAYABLE TO JP

MORGAN CHASE BANK NA0.00%

HSBC COLLATERAL 0.00%

Outstanding Settlement Payments - EUR 0.00%

FUT DEC 20 EURX EUR-BUND 0.00%

Payable/Receivable USD -0.01%

IRS104500 IRS CBA NZD 151121 RFLT 3ZBSW PFXD

1.045-0.01% DUIRS1045000


PER SHARE 18-DEC-2020-0.01%

SOC GEN COLLATERAL -0.01%


6MWIBOR 2104867625-0.01%

Outstanding Settlement Payments - JPY -0.01%

Outstanding Settlement Payments - HKD -0.01%

Outstanding Settlement Payments - TWD -0.01%

IRSJAN214 IRS WBC NZD 300124 RFLT 3ZBSW PFXD

2.1475-0.01% DUIRSJAN2143

IRNZD1975 IRS BNZ NZD 050629 RFLT 3ZBSW PFXD

1.975-0.01% DUIRNZD19758

IRS031221 IRS ANZ NZD 031221 RFLT 3ZBSW PFXD

1.139-0.01% DUIRS0312211

Outstanding Settlement Payments - BRL -0.01%

FUTURE MARGINS-USD -0.01%

IRS171224 SHORT IRS ANZ NZD 171224 RFLT 3ZBSW

PFXD 1.404-0.02% DUIRS1712245

GNMA II JUMBOS 3% 30 YEARS SETTLES OCTOBER -0.02% US21H0306A72

FWD CNTRT TO SELL BTPS FWD 10-08-20 5 99Z0GRI82

156.260796 BARCGB33XXX-0.02%

FWD CNTRT TO SELL BTPS FWD 10-08-20 5 99Z0GRIB5

155.39195 BARCGB33XXX-0.02%

WBC135NZD SHORT IRS WBC NZD 200929 RFLT 3ZBSW

PFXD 1.35-0.03% DUWBC135NZD9

NT Passive FX overlay 139% (Unlisted Property Portfolio

B)-0.03%

OTC DERIVATIVE CASH COLL PAY TO HSBC -0.03%

NT Passive FX overlay 139% (Listed Property Portfolio) -0.04%

FWD CNTRT T0 SELL BTPS FWD 10-08-20 3.5

99Z0GRI74 123.286905 MSNYUS33-0.04%

NT Passive FX overlay 139% (Unlisted Infrastructure

Portfolio)-0.05%

NT Passive FX overlay 139% (ZMTHSR) -0.05%

Outstanding Settlement Payments - USD -0.06%

SSgA Passive FX overlay 139% (Hedged Overseas Shares

Portfolio B)-0.16%

Outstanding Settlement Payments - NZD -0.19%

FX positions -0.33%


Documents

DISCLOSE REGISTER - FULL PORTFOLIO HOLDINGS 1