Retirement Strategy Fund 2035 June 30, 2020 Note: Numbers … · 2020. 12. 16. · Retirement...

Retirement Strategy Fund 2035

Note: Numbers may not always add up due to rounding.

Description Plan 3s DCP & JRAACTIVIA PROPERTIES INC REIT 0.0248% 0.0248%AEON REIT INVESTMENT CORP REIT 0.0353% 0.0353%ALEXANDER + BALDWIN INC REIT 0.0213% 0.0213%ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 0.1056% 0.1056%ALLIANCEBERNSTEIN GOVT STIF SSC FUND 64BA AGIS 587 0.0594% 0.0594%ALLIED PROPERTIES REAL ESTAT REIT 0.0396% 0.0396%AMERICAN CAMPUS COMMUNITIES REIT USD.01 0.0501% 0.0501%AMERICAN HOMES 4 RENT A REIT USD.01 0.0714% 0.0714%AMERICOLD REALTY TRUST REIT USD.01 0.0771% 0.0771%ARMADA HOFFLER PROPERTIES IN REIT USD.01 0.0224% 0.0224%AROUNDTOWN SA COMMON STOCK EUR.01 0.0448% 0.0448%ASSURA PLC REIT GBP.1 0.0575% 0.0575%AUSTRALIAN DOLLAR 0.0111% 0.0111%AZRIELI GROUP LTD COMMON STOCK ILS.1 0.0183% 0.0183%BLUEROCK RESIDENTIAL GROWTH REIT USD.01 0.0184% 0.0184%BOSTON PROPERTIES INC REIT USD.01 0.1047% 0.1047%BRAZILIAN REAL 0.0000% 0.0000%BRIXMOR PROPERTY GROUP INC REIT USD.01 0.0755% 0.0755%CA IMMOBILIEN ANLAGEN AG COMMON STOCK 0.0345% 0.0345%CAMDEN PROPERTY TRUST REIT USD.01 0.0712% 0.0712%CANADIAN DOLLAR 0.0009% 0.0009%CAPITALAND COMMERCIAL TRUST REIT 0.0411% 0.0411%CIFI HOLDINGS GROUP CO LTD COMMON STOCK HKD.1 0.0189% 0.0189%CITY DEVELOPMENTS LTD COMMON STOCK 0.0234% 0.0234%CK ASSET HOLDINGS LTD COMMON STOCK HKD1.0 0.0682% 0.0682%COMFORIA RESIDENTIAL REIT IN REIT 0.0591% 0.0591%COUSINS PROPERTIES INC REIT USD1.0 0.0728% 0.0728%CUBESMART REIT USD.01 0.0649% 0.0649%DAIWA OFFICE INVESTMENT CORP REIT 0.0260% 0.0260%DEUTSCHE WOHNEN SE COMMON STOCK 0.0590% 0.0590%DIGITAL REALTY TRUST INC REIT USD.01 0.1661% 0.1661%DREAM INDUSTRIAL REAL ESTATE REIT 0.0232% 0.0232%ENTRA ASA COMMON STOCK NOK1.0 0.0278% 0.0278%ESSENTIAL PROPERTIES REALTY REIT USD.01 0.0366% 0.0366%ESSEX PROPERTY TRUST INC REIT USD.0001 0.0904% 0.0904%EURO CURRENCY 0.0005% 0.0005%EUROCOMMERCIAL PROPERTIE CV DUTCH CERT EUR5.0 0.0184% 0.0184%FABEGE AB COMMON STOCK SEK30.82 0.0384% 0.0384%FIBRA UNO ADMINISTRACION SA REIT 0.0061% 0.0061%FLETCHER BUILDING LTD COMMON STOCK 0.0087% 0.0087%GDS HOLDINGS LTD ADR ADR USD.0004 0.0242% 0.0242%GECINA SA REIT EUR7.5 0.0279% 0.0279%GRAINGER PLC COMMON STOCK GBP.05 0.0427% 0.0427%GRUPO CEMENTOS CHIHUAHUA COMMON STOCK 0.0089% 0.0089%HONG KONG DOLLAR 0.0004% 0.0004%HULIC REIT INC REIT 0.0404% 0.0404%INDEPENDENCE REALTY TRUST IN REIT USD.01 0.0562% 0.0562%INDUSTRIAL + INFRASTRUCTURE REIT 0.0303% 0.0303%INMOBILIARIA COLONIAL SOCIMI REIT EUR2.5 0.0242% 0.0242%INSTONE REAL ESTATE GROUP AG COMMON STOCK 0.0309% 0.0309%JAPAN HOTEL REIT INVESTMENT REIT 0.0091% 0.0091%JAPAN REAL ESTATE INVESTMENT REIT 0.0229% 0.0229%JAPANESE YEN 0.0020% 0.0020%KILLAM APARTMENT REAL ESTATE REIT 0.0533% 0.0533%KILROY REALTY CORP REIT USD.01 0.0592% 0.0592%KOJAMO OYJ COMMON STOCK NPV 0.0185% 0.0185%LEG IMMOBILIEN AG COMMON STOCK 0.0356% 0.0356%LINK REIT REIT 0.0698% 0.0698%MEDICAL PROPERTIES TRUST INC REIT USD.001 0.0804% 0.0804%MEXICAN PESO (NEW) 0.0002% 0.0002%MGM GROWTH PROPERTIES LLC A REIT 0.0422% 0.0422%MID AMERICA APARTMENT COMM REIT USD.01 0.0702% 0.0702%MITSUBISHI ESTATE CO LTD COMMON STOCK 0.0460% 0.0460%MITSUI FUDOSAN CO LTD COMMON STOCK 0.1386% 0.1386%

June 30, 2020

% Invested For Each Plan

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Description Plan 3s DCP & JRA

June 30, 2020


NATIONAL RETAIL PROPERTIES REIT USD.01 0.0398% 0.0398%NATIONAL STORAGE AFFILIATES REIT USD.01 0.0707% 0.0707%NEW ISRAELI SHEQEL 0.0005% 0.0005%NEW WORLD DEVELOPMENT COMMON STOCK 0.0326% 0.0326%NEW ZEALAND DOLLAR 0.0004% 0.0004%NIPPON BUILDING FUND INC REIT 0.0219% 0.0219%NIPPON PROLOGIS REIT INC REIT 0.0386% 0.0386%NIPPON REIT INVESTMENT CORP REIT 0.0105% 0.0105%NORTHVIEW APARTMENT REAL EST REIT 0.0207% 0.0207%NORWEGIAN KRONE 0.0005% 0.0005%OMEGA HEALTHCARE INVESTORS REIT USD.1 0.0706% 0.0706%PERSIMMON PLC COMMON STOCK GBP.1 0.0207% 0.0207%PHYSICIANS REALTY TRUST REIT USD.01 0.0567% 0.0567%PLANET FITNESS INC CL A COMMON STOCK USD.0001 0.0095% 0.0095%POUND STERLING 0.0007% 0.0007%PROLOGIS INC REIT USD.01 0.2474% 0.2474%PSP SWISS PROPERTY AG REG COMMON STOCK CHF.1 0.0343% 0.0343%PULTEGROUP INC COMMON STOCK USD.01 0.0226% 0.0226%REALTY INCOME CORP REIT USD1.0 0.1140% 0.1140%RETAIL PROPERTIES OF AME A REIT USD.001 0.0546% 0.0546%REXFORD INDUSTRIAL REALTY IN REIT USD.01 0.0594% 0.0594%RLJ LODGING TRUST REIT 0.0550% 0.0550%SAFESTORE HOLDINGS PLC REIT GBP.01 0.0249% 0.0249%SAMHALLSBYGGNADSBOLAGET I NO COMMON STOCK 0.0251% 0.0251%SEGRO PLC REIT GBP.1 0.0678% 0.0678%SIMON PROPERTY GROUP INC REIT USD.0001 0.0356% 0.0356%SINGAPORE DOLLAR 0.0005% 0.0005%SITE CENTERS CORP REIT USD.1 0.0398% 0.0398%SL GREEN REALTY CORP REIT USD.01 0.0371% 0.0371%SOUTH KOREAN WON 0.0000% 0.0000%STAG INDUSTRIAL INC REIT USD.01 0.0499% 0.0499%STOCKLAND REIT NPV 0.0501% 0.0501%SUMITOMO REALTY + DEVELOPMEN COMMON STOCK 0.0246% 0.0246%SUN COMMUNITIES INC REIT USD.01 0.0869% 0.0869%SUN HUNG KAI PROPERTIES COMMON STOCK 0.0698% 0.0698%SWEDISH KRONA 0.0004% 0.0004%SWIRE PROPERTIES LTD COMMON STOCK 0.0340% 0.0340%SWISS FRANC 0.0004% 0.0004%TRANSURBAN GROUP STAPLED SECURITY 0.0564% 0.0564%TRUE NORTH COMMERCIAL REAL E REIT 0.0066% 0.0066%UNIBAIL RODAMCO WESTFIELD REIT EUR.5 0.0045% 0.0045%UNIBAIL RODAMCO WESTFIELD REIT EUR.5 0.0163% 0.0163%UNITED URBAN INVESTMENT CORP REIT 0.0425% 0.0425%UOL GROUP LTD COMMON STOCK 0.0197% 0.0197%VICINITY CENTRES REIT 0.0549% 0.0549%VONOVIA SE COMMON STOCK 0.1437% 0.1437%WELLTOWER INC REIT USD1.0 0.1552% 0.1552%WHARF REAL ESTATE INVESTMENT COMMON STOCK HKD.1 0.0271% 0.0271%WIHLBORGS FASTIGHETER AB COMMON STOCK SEK2.5 0.0305% 0.0305%1011778 BC / NEW RED FIN SECURED 144A 01/28 4.375 0.0131% 0.0131%1011778 BC / NEW RED FIN SR SECURED 144A 04/25 5.75 0.0118% 0.0118%ABC SUPPLY CO INC COMPANY GUAR 144A 05/26 5.875 0.0072% 0.0072%ACADIA HEALTHCARE CO INC COMPANY GUAR 02/23 5.625 0.0108% 0.0108%ACADIA HEALTHCARE CO INC COMPANY GUAR 144A 07/28 5.5 0.0028% 0.0028%ACE CAPITAL TRUST II LIMITD GUARA 04/30 9.7 0.0061% 0.0061%ACE CASH EXPRESS INC SR SECURED 144A 12/22 12 0.0006% 0.0006%ACRISURE LLC / FIN INC SR SECURED 144A 02/24 8.125 0.0085% 0.0085%ACRISURE LLC / FIN INC SR UNSECURED 144A 08/26 10.125 0.0061% 0.0061%ACRISURE LLC / FIN INC SR UNSECURED 144A 11/25 7 0.0159% 0.0159%ADAMS HOMES INC COMPANY GUAR 144A 02/25 7.5 0.0107% 0.0107%ADIENT US LLC SR SECURED 144A 04/25 9 0.0112% 0.0112%ADT SEC CORP SR SECURED 10/21 6.25 0.0054% 0.0054%ADT SEC CORP SR SECURED 144A 07/32 4.875 0.0072% 0.0072%ADVANCED DRAINAGE SYSTEM COMPANY GUAR 144A 09/27 5 0.0050% 0.0050%

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AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/28 3.875 0.0031% 0.0031%AERCAP IRELAND CAP/GLOBA COMPANY GUAR 07/25 6.5 0.0040% 0.0040%AERCAP IRELAND CAP/GLOBA COMPANY GUAR 07/27 3.65 0.0142% 0.0142%AERCAP IRELAND CAP/GLOBA COMPANY GUAR 09/23 4.5 0.0040% 0.0040%AIR LEASE CORP SR UNSECURED 01/23 2.25 0.0081% 0.0081%AIR LEASE CORP SR UNSECURED 02/24 4.25 0.0031% 0.0031%AIR LEASE CORP SR UNSECURED 02/30 3 0.0004% 0.0004%AIR LEASE CORP SR UNSECURED 04/27 3.625 0.0025% 0.0025%AIR LEASE CORP SR UNSECURED 06/26 3.75 0.0003% 0.0003%AIR LEASE CORP SR UNSECURED 07/23 3.875 0.0007% 0.0007%AIR MEDICAL GROUP HOLDIN SR UNSECURED 144A 05/23 6.375 0.0128% 0.0128%AIR METHODS CORP SR UNSECURED 144A 05/25 8 0.0005% 0.0005%ALBERTSONS COS/SAFEWAY COMPANY GUAR 03/25 5.75 0.0081% 0.0081%ALBERTSONS COS/SAFEWAY COMPANY GUAR 06/24 6.625 0.0226% 0.0226%ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 01/27 4.625 0.0177% 0.0177%ALCOA NEDERLAND HOLDING COMPANY GUAR 144A 05/28 6.125 0.0067% 0.0067%ALCOA NEDERLAND HOLDING COMPANY GUAR 144A 09/24 6.75 0.0040% 0.0040%ALGECO GLOBAL FINANCE SR SECURED 144A 02/23 6.5 0.0061% 0.0061%ALGECO GLOBAL FINANCE SR SECURED 144A 02/23 8 0.0252% 0.0252%ALLIANCE DATA SYSTEMS CO COMPANY GUAR 144A 12/24 4.75 0.0112% 0.0112%ALLIANCEBERNSTEIN GOVT STIF SSC FUND 64BA AGIS 587 0.0504% 0.0504%ALLIANT HOLD / CO ISSUER SR UNSECURED 144A 10/27 6.75 0.0133% 0.0133%ALLIED IRISH BANKS PLC JR SUBORDINA REGS 12/49 VAR 0.0066% 0.0066%ALLIED UNIVERSAL SR SECURED 144A 07/26 6.625 0.0043% 0.0043%ALLIED UNIVERSAL SR UNSECURED 144A 07/27 9.75 0.0197% 0.0197%ALLISON TRANSMISSION INC SR UNSECURED 144A 06/29 5.875 0.0077% 0.0077%ALLSTATE CORP JR SUBORDINA 05/67 VAR 0.0028% 0.0028%ALLY FINANCIAL INC COMPANY GUAR 11/31 8 0.0107% 0.0107%ALLY FINANCIAL INC SR UNSECURED 11/31 8 0.0142% 0.0142%ALTICE FINANCING SA SR SECURED 144A 01/28 5 0.0528% 0.0528%ALTICE FRANCE SA SR SECURED 144A 02/27 8.125 0.0108% 0.0108%ALTICE FRANCE SA SR SECURED 144A 05/26 7.375 0.0502% 0.0502%AMBAC LSNI LLC SR SECURED 144A 02/23 VAR 0.0003% 0.0003%AMC ENTERTAINMENT HLDGS COMPANY GUAR 06/25 5.75 0.0005% 0.0005%AMC ENTERTAINMENT HOLDIN COMPANY GUAR 11/26 5.875 0.0027% 0.0027%AMC NETWORKS INC COMPANY GUAR 04/24 5 0.0020% 0.0020%AMERICAN AXLE + MFG INC COMPANY GUAR 03/26 6.25 0.0029% 0.0029%AMERICAN AXLE + MFG INC COMPANY GUAR 04/25 6.25 0.0081% 0.0081%AMERICAN AXLE + MFG INC COMPANY GUAR 07/28 6.875 0.0108% 0.0108%ANTERO RESOURCES CORP COMPANY GUAR 03/25 5 0.0036% 0.0036%ANTERO RESOURCES CORP COMPANY GUAR 06/23 5.625 0.0046% 0.0046%ANTERO RESOURCES CORP COMPANY GUAR 11/21 5.375 0.0070% 0.0070%ANTERO RESOURCES CORP COMPANY GUAR 12/22 5.125 0.0024% 0.0024%APACHE CORP SR UNSECURED 01/30 4.25 0.0160% 0.0160%APACHE CORP SR UNSECURED 07/49 5.35 0.0058% 0.0058%APACHE CORP SR UNSECURED 10/28 4.375 0.0100% 0.0100%APTIM CORP SR SECURED 144A 06/25 7.75 0.0052% 0.0052%APX GROUP INC SR SECURED 12/22 7.875 0.0181% 0.0181%APX GROUP INC SR SECURED 144A 02/27 6.75 0.0070% 0.0070%ARAMARK SERVICES INC COMPANY GUAR 144A 02/28 5 0.0132% 0.0132%ARAMARK SERVICES INC COMPANY GUAR 144A 04/25 5 0.0094% 0.0094%ARCELORMITTAL SR UNSECURED 10/39 7.25 0.0138% 0.0138%ARCONIC CORP SECURED 144A 02/28 6.125 0.0037% 0.0037%ARCONIC CORP SR SECURED 144A 05/25 6 0.0054% 0.0054%ARD FINANCE SA SR SECURED 144A 06/27 5 0.0165% 0.0165%ARDAGH PKG FIN/HLDGS USA COMPANY GUAR 144A 08/27 5.25 0.0071% 0.0071%ARDONAGH MIDCO 2 PLC SR UNSECURED 144A 01/27 11.5 0.0212% 0.0212%ARTSONIG EQUITY 0.0000% 0.0000%ASBURY AUTOMOTIVE GROUP COMPANY GUAR 144A 03/28 4.5 0.0021% 0.0021%ASBURY AUTOMOTIVE GROUP COMPANY GUAR 144A 03/30 4.75 0.0013% 0.0013%ASCEND LEARNING LLC SR UNSECURED 144A 08/25 6.875 0.0034% 0.0034%ASHTON WOODS USA/FINANCE SR UNSECURED 144A 08/25 6.75 0.0037% 0.0037%ASSUREDPARTNERS INC SR UNSECURED 144A 08/25 7 0.0013% 0.0013%ATD NEW HOLDINGS INC COMMON STOCK 0.0015% 0.0015%

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AUSTRALIAN DOLLAR 0.0004% 0.0004%AVANTOR INC SR UNSECURED 144A 10/25 9 0.0075% 0.0075%AVAYA HOLDINGS CORP AVAYA HOLDINGS CORP CW22 0.0003% 0.0003%AVAYA HOLDINGS CORP COMMON STOCK USD.001 0.0032% 0.0032%AVIATION CAPITAL GROUP SR UNSECURED 144A 01/22 2.875 0.0081% 0.0081%AVIATION CAPITAL GROUP SR UNSECURED 144A 05/23 3.875 0.0086% 0.0086%AVIATION CAPITAL GROUP SR UNSECURED 144A 08/25 4.125 0.0001% 0.0001%AVIATION CAPITAL GROUP SR UNSECURED 144A 10/25 4.875 0.0006% 0.0006%AVIATION CAPITAL GROUP SR UNSECURED 144A 11/27 3.5 0.0021% 0.0021%AVIS BUDGET CAR/FINANCE COMPANY GUAR 144A 07/27 5.75 0.0014% 0.0014%AVIS BUDGET CAR/FINANCE SR SECURED 144A 05/25 10.5 0.0043% 0.0043%AVIS BUDGET FINANCE PLC COMPANY GUAR REGS 01/26 4.75 0.0026% 0.0026%AXALTA COAT/DUTCH HLD BV COMPANY GUAR 144A 06/27 4.75 0.0039% 0.0039%BANCO BILBAO VIZCAYA ARG JR SUBORDINA REGS 12/49 VAR 0.0045% 0.0045%BANCO BILBAO VIZCAYA ARG JR SUBORDINA REGS 12/99 VAR 0.0084% 0.0084%BANCO SANTANDER SA JR SUBORDINA REGS 12/99 VAR 0.0134% 0.0134%BANFF MERGER SUB INC SR UNSECURED 144A 09/26 9.75 0.0182% 0.0182%BANIJAY ENTERTAINMENT SR SECURED 144A 03/25 5.375 0.0181% 0.0181%BANK OF AMERICA CORP JR SUBORDINA 09/49 VAR 0.0036% 0.0036%BANK OF AMERICA CORP JR SUBORDINA 10/49 VAR 0.0021% 0.0021%BANK OF AMERICA CORP JR SUBORDINA 12/49 VAR 0.0173% 0.0173%BARCLAYS BANK PLC JR SUBORDINA 144A 09/49 VAR 0.0010% 0.0010%BATTALION OIL CORP COMMON STOCK USD.0001 0.0000% 0.0000%BATTALION OIL CORP WTS CALL EXP 08OCT22 0.0000% 0.0000%BATTALION OIL WTS CALL EXP 8OCT2022 0.0000% 0.0000%BAUSCH HEALTH AMERICAS COMPANY GUAR 144A 01/27 8.5 0.0296% 0.0296%BAUSCH HEALTH COS INC COMPANY GUAR 144A 02/29 6.25 0.0203% 0.0203%BAUSCH HEALTH COS INC COMPANY GUAR 144A 05/29 7.25 0.0054% 0.0054%BAUSCH HEALTH COS INC COMPANY GUAR 144A 12/25 9 0.0270% 0.0270%BEAZER HOMES USA COMPANY GUAR 03/25 6.75 0.0017% 0.0017%BEAZER HOMES USA COMPANY GUAR 10/27 5.875 0.0067% 0.0067%BEAZER HOMES USA COMPANY GUAR 10/29 7.25 0.0039% 0.0039%BELDEN INC COMPANY GUAR REGS 03/28 3.875 0.0099% 0.0099%BERRY PETROLEUM CO LLC COMPANY GUAR 144A 02/26 7 0.0179% 0.0179%BNP PARIBAS JR SUBORDINA 144A 12/49 VAR 0.0043% 0.0043%BOARDWALK PIPELINES LP COMPANY GUAR 07/27 4.45 0.0057% 0.0057%BOMBARDIER INC SR UNSECURED 144A 01/23 6.125 0.0007% 0.0007%BOMBARDIER INC SR UNSECURED 144A 03/22 5.75 0.0283% 0.0283%BOMBARDIER INC SR UNSECURED 144A 03/25 7.5 0.0072% 0.0072%BOMBARDIER INC SR UNSECURED 144A 04/27 7.875 0.0006% 0.0006%BOMBARDIER INC SR UNSECURED 144A 10/22 6 0.0140% 0.0140%BOMBARDIER INC SR UNSECURED 144A 12/24 7.5 0.0019% 0.0019%BOXER PARENT CO INC SR SECURED 144A 10/25 7.125 0.0040% 0.0040%BOYD GAMING CORP COMPANY GUAR 144A 12/27 4.75 0.0045% 0.0045%BOYD GAMING CORP SR UNSECURED 144A 06/25 8.625 0.0067% 0.0067%BRAZILIAN REAL 0.0022% 0.0022%BROADCOM INC COMPANY GUAR 144A 11/30 4.15 0.0142% 0.0142%BROOKFIELD PPTY REIT INC SR SECURED 144A 05/26 5.75 0.0297% 0.0297%BROOKFIELD RESID PROPERT COMPANY GUAR 144A 02/30 4.875 0.0031% 0.0031%BROOKFIELD RESID PROPERT COMPANY GUAR 144A 09/27 6.25 0.0204% 0.0204%BS0XLG0 IRS USD P F 2.24800 IS0XLG0 CCPVANILLA -0.0162% -0.0162%BS0XLG0 IRS USD R V 03MLIBOR IS0XLH1 CCPVANILLA 0.0147% 0.0147%BS12YS9 IRS USD P F 1.69350 IS12YS9 CCPVANILLA -0.0431% -0.0431%BS12YS9 IRS USD R V 03MLIBOR IS12YT0 CCPVANILLA 0.0401% 0.0401%BS14KY3 IRS USD P F 1.71400 IS14KY3 CCPVANILLA -0.0636% -0.0636%BS14KY3 IRS USD R V 03MLIBOR IS14KZ4 CCPVANILLA 0.0590% 0.0590%BS1SM50 CDS USD P F 5.00000 IS1SM50 CCPCDX -0.1007% -0.1007%BS1SM50 CDS USD R V 03MEVENT IS1SM61 CCPCDX 0.1006% 0.1006%BURLINGTON COAT FACTORY SR SECURED 144A 04/25 6.25 0.0038% 0.0038%C+W SENIOR FINANCING DAC SR UNSECURED 144A 09/27 6.875 0.0098% 0.0098%C+W SENIOR FINANCING DAC SR UNSECURED 144A 10/26 7.5 0.0045% 0.0045%CAESARS ENTERTAIN CORP SR UNSECURED 10/24 5 0.0010% 0.0010%CAISSE NAT REASSURANCE SUBORDINATED 01/27 6 0.0105% 0.0105%CALIFORNIA ST CAS 03/36 FIXED 7.95 0.0000% 0.0000%

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CALIFORNIA ST CAS 11/40 FIXED 7.6 0.0027% 0.0027%CALLON PETROLEUM CO COMPANY GUAR 04/23 6.25 0.0036% 0.0036%CALLON PETROLEUM CO COMPANY GUAR 07/25 8.25 0.0006% 0.0006%CALPINE CORP SR UNSECURED 02/24 5.5 0.0105% 0.0105%CARLSON TRAVEL INC SR SECURED 144A 12/23 6.75 0.0090% 0.0090%CARNIVAL CORP SR SECURED 144A 04/23 11.5 0.0278% 0.0278%CARRIAGE SERVICES INC COMPANY GUAR 144A 06/26 6.625 0.0078% 0.0078%CATALENT PHARMA SOLUTION COMPANY GUAR 144A 01/26 4.875 0.0024% 0.0024%CB SANDRIDGE ENERGY INC 10/22 FIXED 8.125 0.0000% 0.0000%CB SANDRIDGE ESCROW 02/23 FIXED 7.5 0.0000% 0.0000%CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/26 5.75 0.0122% 0.0122%CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/28 5 0.0416% 0.0416%CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 03/23 4 0.0066% 0.0066%CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 03/30 4.75 0.0071% 0.0071%CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 05/26 5.5 0.0177% 0.0177%CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 05/27 5.125 0.0251% 0.0251%CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 08/30 4.5 0.0227% 0.0227%CD+R SMOKEY BUYER INC SR SECURED 144A 07/25 6.75 0.0025% 0.0025%CDK GLOBAL INC SR UNSECURED 06/26 5.875 0.0155% 0.0155%CDW LLC/CDW FINANCE COMPANY GUAR 05/25 4.125 0.0053% 0.0053%CEDAR FAIR LP COMPANY GUAR 144A 07/29 5.25 0.0025% 0.0025%CEDAR FAIR/CAN/MAGNUM/MI COMPANY GUAR 04/27 5.375 0.0064% 0.0064%CEDAR FAIR/CAN/MAGNUM/MI SR SECURED 144A 05/25 5.5 0.0160% 0.0160%CENOVUS ENERGY INC SR UNSECURED 06/47 5.4 0.0101% 0.0101%CENTENE CORP SR UNSECURED 01/25 4.75 0.0046% 0.0046%CENTENE CORP SR UNSECURED 12/27 4.25 0.0213% 0.0213%CENTURYLINK INC SR UNSECURED 144A 12/26 5.125 0.0313% 0.0313%CF INDUSTRIES INC COMPANY GUAR 03/34 5.15 0.0069% 0.0069%CF INDUSTRIES INC COMPANY GUAR 03/44 5.375 0.0111% 0.0111%CF INDUSTRIES INC COMPANY GUAR 06/43 4.95 0.0035% 0.0035%CGRBS COMMERCIAL MORTGAGE TRUS CGRBS 2013 VN05 A 144A 0.0133% 0.0133%CHANGE HEALTH / FIN INC COMPANY GUAR 144A 03/25 5.75 0.0013% 0.0013%CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR 0.0110% 0.0110%CHARTER COMMUNICATIONS INC A COMMON STOCK USD.001 0.0022% 0.0022%CHC GROUP LLC UNIT 0.0001% 0.0001%CHC GRP LLC/CHC FIN LTD SECURED 10/20 0.00000 0.0023% 0.0023%CHENIERE ENERGY INC SR UNSECURED 144A 05/21 4.875 0.0068% 0.0068%CHENIERE ENERGY PARTNERS COMPANY GUAR 10/26 5.625 0.0050% 0.0050%CHENIERE ENERGY PARTNERS SR SECURED 10/25 5.25 0.0051% 0.0051%CHEPLAPHARM ARZNEIMITTEL SR SECURED 144A 02/27 3.5 0.0027% 0.0027%CHOBANI LLC/FINANCE CORP COMPANY GUAR 144A 04/25 7.5 0.0059% 0.0059%CHS/COMMUNITY HEALTH SYS SR SECURED 03/23 6.25 0.0370% 0.0370%CHS/COMMUNITY HEALTH SYS SR SECURED 144A 01/24 8.625 0.0047% 0.0047%CHS/COMMUNITY HEALTH SYS SR SECURED 144A 02/25 6.625 0.0081% 0.0081%CIRSA FINANCE INTER SR SECURED 144A 12/23 7.875 0.0041% 0.0041%CIT GROUP INC SR UNSECURED 02/24 4.75 0.0093% 0.0093%CIT GROUP INC SR UNSECURED 03/25 5.25 0.0068% 0.0068%CIT GROUP INC SR UNSECURED 06/24 VAR 0.0061% 0.0061%CITGO HOLDING INC SR SECURED 144A 08/24 9.25 0.0032% 0.0032%CITGO PETROLEUM CORP SR SECURED 144A 06/25 7 0.0138% 0.0138%CITGO PETROLEUM CORP SR SECURED 144A 08/22 6.25 0.0061% 0.0061%CITIGROUP INC JR SUBORDINA 12/49 VAR 0.0077% 0.0077%CITIGROUP INC JR SUBORDINA 12/99 VAR 0.0065% 0.0065%CITIGROUP INC JR SUBORDINA 12/99 VAR 0.0130% 0.0130%CLARIOS GLOBAL LP/US FIN COMPANY GUAR 144A 05/27 8.5 0.0244% 0.0244%CLARIOS GLOBAL LP/US FIN SR SECURED 144A 05/26 4.375 0.0054% 0.0054%CLARIOS GLOBAL LP/US FIN SR SECURED 144A 05/26 6.25 0.0075% 0.0075%CLEAN HARBORS INC COMPANY GUAR 144A 07/29 5.125 0.0020% 0.0020%CLEAR CHANNEL WORLDWIDE SR SECURED 144A 08/27 5.125 0.0059% 0.0059%CLEVELAND CLIFFS INC SR SECURED 144A 03/26 6.75 0.0008% 0.0008%CLEVELAND CLIFFS INC SR SECURED 144A 10/25 9.875 0.0179% 0.0179%CNG HOLDINGS INC SR SECURED 144A 06/24 12.5 0.0050% 0.0050%CODELCO INC SR UNSECURED 144A 08/27 3.625 0.0045% 0.0045%COLFAX CORP COMPANY GUAR 144A 02/24 6 0.0024% 0.0024%

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COLFAX CORP COMPANY GUAR 144A 02/26 6.375 0.0020% 0.0020%COLT MERGER SUB INC SR SECURED 144A 07/25 6.25 0.0149% 0.0149%COMMERCIAL METALS CO SR UNSECURED 05/23 4.875 0.0023% 0.0023%COMMSCOPE INC COMPANY GUAR 144A 06/24 5.5 0.0071% 0.0071%COMMSCOPE INC SR SECURED 144A 03/24 5.5 0.0238% 0.0238%COMPASS GROUP DIVERSIFIE SR UNSECURED 144A 05/26 8 0.0014% 0.0014%COMSTOCK RESOURCES INC COMPANY GUAR 144A 05/25 7.5 0.0146% 0.0146%CONNECT FINCO SARL/CONNE SR SECURED 144A 10/26 6.75 0.0107% 0.0107%CONSOLIDATED COMMUNICATI COMPANY GUAR 10/22 6.5 0.0010% 0.0010%CONSOLIDATED ENERGY FIN SR UNSECURED 144A 06/25 6.875 0.0085% 0.0085%CONSTELLATION MERGER SUB SR UNSECURED 144A 09/25 8.5 0.0008% 0.0008%CONSTELLIUM SE COMMON STOCK EUR.02 0.0015% 0.0015%COOPER STANDARD AUTOMOTI COMPANY GUAR 144A 11/26 5.625 0.0039% 0.0039%CORNERSTONE BUILDING COMPANY GUAR 144A 04/26 8 0.0049% 0.0049%COUNTRYWIDE ASSET BACKED CERTI CWL 2005 7 AF5W 0.0017% 0.0017%COUNTRYWIDE HOME LOANS CWHL 2007 3 A30 0.0002% 0.0002%CREDIT AGRICOLE SA JR SUBORDINA 144A 12/49 VAR 0.0172% 0.0172%CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/49 VAR 0.0058% 0.0058%CSC HOLDINGS LLC COMPANY GUAR 144A 05/26 5.5 0.0167% 0.0167%CSC HOLDINGS LLC COMPANY GUAR 144A 10/25 6.625 0.0058% 0.0058%CURO GROUP HOLDINGS CORP SR SECURED 144A 09/25 8.25 0.0089% 0.0089%DANA FINANCING LUX SARL COMPANY GUAR 144A 06/26 6.5 0.0166% 0.0166%DANSKE BANK A/S JR SUBORDINA REGS 10/49 VAR 0.0187% 0.0187%DAVITA INC COMPANY GUAR 05/25 5 0.0071% 0.0071%DAVITA INC COMPANY GUAR 07/24 5.125 0.0160% 0.0160%DB MASTER FINANCE LLC DNKN 2017 1A A2I 144A 0.0086% 0.0086%DELL INT LLC / EMC CORP COMPANY GUAR 144A 06/24 7.125 0.0212% 0.0212%DELL INT LLC / EMC CORP SR SECURED 144A 07/25 5.85 0.0070% 0.0070%DELTA AIR LINES INC SR SECURED 144A 05/25 7 0.0240% 0.0240%DENBURY RESOURCES INC SECURED 144A 03/22 9.25 0.0035% 0.0035%DIAMOND OFFSHORE DRILL SR UNSECURED 08/25 7.875 0.0008% 0.0008%DIAMOND OFFSHORE DRILL SR UNSECURED 11/43 4.875 0.0021% 0.0021%DIGICEL GROUP 0.5 LTD SR SECURED 04/24 10 0.0011% 0.0011%DIGICEL GROUP 0.5 LTD SR UNSECURED 144A 04/25 8 0.0001% 0.0001%DIGICEL GROUP 0.5 LTD SUBORDINATED 144A 7 0.0000% 0.0000%DISCOVER FINANCIAL SVS JR SUBORDINA 12/99 VAR 0.0182% 0.0182%DISH DBS CORP COMPANY GUAR 06/21 6.75 0.0436% 0.0436%DISH DBS CORP COMPANY GUAR 07/22 5.875 0.0049% 0.0049%DISH DBS CORP COMPANY GUAR 07/26 7.75 0.0125% 0.0125%DISH DBS CORP COMPANY GUAR 11/24 5.875 0.0070% 0.0070%DISH NETWORK CORP A COMMON STOCK USD.01 0.0004% 0.0004%DISH NETWORK CORP SR UNSECURED 08/26 3.375 0.0044% 0.0044%DIVERSIFIED HEALTHCARE T COMPANY GUAR 06/25 9.75 0.0079% 0.0079%DIVERSIFIED HEALTHCARE T SR UNSECURED 02/28 4.75 0.0059% 0.0059%DIVERSIFIED HEALTHCARE T SR UNSECURED 12/21 6.75 0.0044% 0.0044%DUFRY ONE BV COMPANY GUAR REGS 10/24 2.5 0.0040% 0.0040%ECOPETROL SA SR UNSECURED 05/45 5.875 0.0020% 0.0020%EDREAMS ODIGEO SA SR SECURED 144A 09/23 5.5 0.0155% 0.0155%EIG INVESTORS CORP COMPANY GUAR 02/24 10.875 0.0009% 0.0009%ELDORADO GOLD CORP SECURED 144A 06/24 9.5 0.0181% 0.0181%ELDORADO RESORTS INC COMPANY GUAR 04/25 6 0.0069% 0.0069%E-MINI RUSS 2000 SEP20 XCME 20200918 0.0008% 0.0008%ENCOMPASS HEALTH CORP COMPANY GUAR 09/25 5.75 0.0046% 0.0046%ENDO DAC/FIN LLC/FINCO COMPANY GUAR 144A 06/28 6 0.0055% 0.0055%ENDO DAC/FIN LLC/FINCO SECURED 144A 07/27 9.5 0.0067% 0.0067%ENERGIZER HOLDINGS INC COMPANY GUAR 144A 06/28 4.75 0.0073% 0.0073%ENERGY TRANSFER OPERATNG COMPANY GUAR 04/24 4.5 0.0115% 0.0115%ENERSYS COMPANY GUAR 144A 12/27 4.375 0.0143% 0.0143%ENLINK MIDSTREAM PARTNER SR UNSECURED 04/24 4.4 0.0015% 0.0015%ENLINK MIDSTREAM PARTNER SR UNSECURED 06/25 4.15 0.0056% 0.0056%ENLINK MIDSTREAM PARTNER SR UNSECURED 07/26 4.85 0.0152% 0.0152%ENOVA INTERNATIONAL INC COMPANY GUAR 144A 09/24 8.5 0.0027% 0.0027%ENOVA INTERNATIONAL INC COMPANY GUAR 144A 09/25 8.5 0.0134% 0.0134%ENVISION HEALTHCARE CORP COMPANY GUAR 144A 10/26 8.75 0.0062% 0.0062%

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EP ENER/EVEREST ACQ FIN COMPANY GUAR 09/22 7.75 0.0000% 0.0000%EP ENER/EVEREST ACQ FIN SECURED 144A 05/24 9.375 0.0000% 0.0000%EP ENER/EVEREST ACQ FIN SR SECURED 144A 11/24 8 0.0001% 0.0001%EQM MIDSTREAM PARTNERS L SR UNSECURED 07/28 5.5 0.0089% 0.0089%EQT CORP SR UNSECURED 02/25 6.125 0.0154% 0.0154%EQT CORP SR UNSECURED 10/22 3 0.0096% 0.0096%ESC LEHMAN BRTH HLDG 01/13 1 0.0002% 0.0002%EURO CURRENCY 0.0054% 0.0054%EURO-OAT FUTURE SEP20 XEUR 20200908 -0.0004% -0.0004%EUROPCAR MOBILITY SR UNSECURED 144A 04/26 4 0.0118% 0.0118%EXELA INTERMED/EXELA FIN SR SECURED 144A 07/23 10 0.0003% 0.0003%EXIDE INTL HLDGS LP SR SECURED 144A 10/21 10.75 0.0063% 0.0063%EXIDE TECHNOLOGIES COMMON STOCK 0.0000% 0.0000%EXIDE TECHNOLOGIES COMMON STOCK 0.0000% 0.0000%EXIDE TECHNOLOGIES EQUITY 0.0000% 0.0000%EXIDE TECHNOLOGIES SR SECURED 144A 10/24 11 0.0000% 0.0000%EXIDE TECHNOLOGIES SR SECURED 144A 10/24 11 0.0013% 0.0013%EXPEDIA GROUP INC COMPANY GUAR 144A 05/25 6.25 0.0032% 0.0032%EXPEDIA GROUP INC COMPANY GUAR 144A 05/25 7 0.0113% 0.0113%F BRASILE SPA/F BRASILE SR SECURED 144A 08/26 7.375 0.0080% 0.0080%FIRST QUANTUM MINERALS L COMPANY GUAR 144A 04/23 7.25 0.0102% 0.0102%FIRST QUANTUM MINERALS L COMPANY GUAR 144A 05/22 7.25 0.0097% 0.0097%FIRSTCASH INC COMPANY GUAR 144A 06/24 5.375 0.0014% 0.0014%FIVE POINT OP CO LP/FIVE COMPANY GUAR 144A 11/25 7.875 0.0249% 0.0249%FMG RESOURCES AUG 2006 COMPANY GUAR 144A 03/23 5.125 0.0064% 0.0064%FMG RESOURCES AUG 2006 COMPANY GUAR 144A 05/22 4.75 0.0327% 0.0327%FMG RESOURCES AUG 2006 COMPANY GUAR 144A 05/24 5.125 0.0023% 0.0023%FORD MOTOR COMPANY SR UNSECURED 04/23 8.5 0.0267% 0.0267%FORD MOTOR COMPANY SR UNSECURED 04/25 9 0.0081% 0.0081%FORD MOTOR CREDIT CO LLC SR UNSECURED 01/22 3.219 0.0517% 0.0517%FORD MOTOR CREDIT CO LLC SR UNSECURED 01/23 3.087 0.0037% 0.0037%FORD MOTOR CREDIT CO LLC SR UNSECURED 05/23 3.096 0.0037% 0.0037%FORD MOTOR CREDIT CO LLC SR UNSECURED 11/24 4.063 0.0370% 0.0370%FORESTAR GROUP INC COMPANY GUAR 144A 03/28 5 0.0106% 0.0106%FORESTAR GROUP INC COMPANY GUAR 144A 04/24 8 0.0070% 0.0070%FREEPORT MCMORAN INC COMPANY GUAR 09/27 5 0.0237% 0.0237%FREEPORT MCMORAN INC COMPANY GUAR 09/29 5.25 0.0241% 0.0241%FRESH MARKET INC SR SECURED 144A 05/23 9.75 0.0011% 0.0011%GARDA WORLD SECURITY COR SR SECURED 144A 11/27 9.5 0.0131% 0.0131%GARRET LX I / BORROWING 10/26 5.125 0.0104% 0.0104%GARRET LX I / BORROWING SR UNSECURED REGS 10/26 5.125 0.0179% 0.0179%GARTNER INC COMPANY GUAR 144A 07/28 4.5 0.0072% 0.0072%GATES GLOBAL LLC INITIAL B 2 DOLLAR TERM LOAN 0.0016% 0.0016%GATES GLOBAL/GATES CORP COMPANY GUAR 144A 01/26 6.25 0.0244% 0.0244%GENERAL ELECTRIC CO JR SUBORDINA 12/49 VAR 0.0089% 0.0089%GENERAL MOTORS CO SR UNSECURED 10/23 4.875 0.0065% 0.0065%GENERAL MOTORS FINL CO COMPANY GUAR 01/23 3.25 0.0029% 0.0029%GENERAL MOTORS FINL CO COMPANY GUAR 03/26 5.25 0.0018% 0.0018%GENERAL MOTORS FINL CO COMPANY GUAR 05/23 3.7 0.0034% 0.0034%GENERAL MOTORS FINL CO COMPANY GUAR 05/23 4.25 0.0035% 0.0035%GENERAL MOTORS FINL CO COMPANY GUAR 07/25 4.3 0.0030% 0.0030%GENERAL MOTORS FINL CO COMPANY GUAR 10/26 4 0.0005% 0.0005%GENERAL MOTORS FINL CO SR UNSECURED 01/24 5.1 0.0046% 0.0046%GENERAL MOTORS FINL CO SR UNSECURED 01/29 5.65 0.0113% 0.0113%GENESIS ENERGY LP/FIN COMPANY GUAR 02/28 7.75 0.0078% 0.0078%GENESIS ENERGY LP/FIN COMPANY GUAR 05/26 6.25 0.0001% 0.0001%GENESIS ENERGY LP/FIN COMPANY GUAR 10/25 6.5 0.0004% 0.0004%GENESIS ENERGY LP/GENESI COMPANY GUAR 05/23 6 0.0031% 0.0031%GENESIS ENERGY LP/GENESI COMPANY GUAR 06/24 5.625 0.0127% 0.0127%GENESYS/GREENEDEN LUX/US COMPANY GUAR 144A 11/24 10 0.0018% 0.0018%GENWORTH HOLDINGS INC COMPANY GUAR 02/21 7.2 0.0057% 0.0057%GEO GROUP INC/THE COMPANY GUAR 04/26 6 0.0028% 0.0028%GFL ENVIRONMENTAL INC SR UNSECURED 144A 05/27 8.5 0.0035% 0.0035%GFL ENVIRONMENTAL INC SR UNSECURED 144A 06/26 7 0.0038% 0.0038%

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GLENCORE FINANCE CANADA COMPANY GUAR 144A 11/41 6 0.0006% 0.0006%GLOBAL PART/GLP FINANCE COMPANY GUAR 06/23 7 0.0033% 0.0033%GLOBAL PART/GLP FINANCE COMPANY GUAR 08/27 7 0.0046% 0.0046%GOEASY LTD COMPANY GUAR 144A 12/24 5.375 0.0121% 0.0121%GOLDEN NUGGET INC COMPANY GUAR 144A 10/25 8.75 0.0019% 0.0019%GOLDEN NUGGET INC SR UNSECURED 144A 10/24 6.75 0.0062% 0.0062%GOLDMAN SACHS GROUP INC JR SUBORDINA 05/66 VAR 0.0084% 0.0084%GRANITE US HOLDINGS CORP COMPANY GUAR 144A 10/27 11 0.0033% 0.0033%GRAPHIC PACKAGING INTERN COMPANY GUAR 144A 07/27 4.75 0.0054% 0.0054%GRIFFON CORPORATION COMPANY GUAR 03/28 5.75 0.0220% 0.0220%GRINDING MED/MOLY COP SR SECURED 144A 12/23 7.375 0.0187% 0.0187%GROUP 1 AUTOMOTIVE INC COMPANY GUAR 06/22 5 0.0147% 0.0147%GSAA HOME EQUITY TRUST GSAA 2006 6 AF5 0.0011% 0.0011%GTT COMMUNICATIONS INC COMPANY GUAR 144A 12/24 7.875 0.0008% 0.0008%GULFPORT ENERGY CORP COMPANY GUAR 01/26 6.375 0.0030% 0.0030%GULFPORT ENERGY CORP COMPANY GUAR 05/25 6.375 0.0022% 0.0022%GULFPORT ENERGY CORP COMPANY GUAR 10/24 6 0.0106% 0.0106%H+E EQUIPMENT SERVICES COMPANY GUAR 09/25 5.625 0.0058% 0.0058%HADRIAN MERGER SUB SR UNSECURED 144A 05/26 8.5 0.0107% 0.0107%HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 06/25 3.35 0.0052% 0.0052%HARSCO CORP COMPANY GUAR 144A 07/27 5.75 0.0062% 0.0062%HCA INC COMPANY GUAR 02/26 5.875 0.0094% 0.0094%HCA INC COMPANY GUAR 09/26 5.375 0.0143% 0.0143%HERC HOLDINGS INC COMPANY GUAR 144A 07/27 5.5 0.0059% 0.0059%HERTZ CORP COMPANY GUAR 10/22 6.25 0.0034% 0.0034%HERTZ CORP COMPANY GUAR 144A 01/28 6 0.0028% 0.0028%HERTZ CORP COMPANY GUAR 144A 08/26 7.125 0.0003% 0.0003%HERTZ CORP COMPANY GUAR 144A 10/24 5.5 0.0023% 0.0023%HESS CORP SR UNSECURED 08/31 7.3 0.0086% 0.0086%HESS MIDSTREAM OPERATION COMPANY GUAR 144A 02/26 5.625 0.0193% 0.0193%HIGHPOINT OPERATING CORP COMPANY GUAR 10/22 7 0.0012% 0.0012%HILCORP ENERGY I/HILCORP SR UNSECURED 144A 10/25 5.75 0.0140% 0.0140%HILL ROM HOLDINGS INC COMPANY GUAR 144A 09/27 4.375 0.0034% 0.0034%HILTON DOMESTIC OPERATIN COMPANY GUAR 01/30 4.875 0.0032% 0.0032%HILTON DOMESTIC OPERATIN COMPANY GUAR 05/26 5.125 0.0070% 0.0070%HILTON DOMESTIC OPERATIN COMPANY GUAR 09/24 4.25 0.0060% 0.0060%HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 05/25 5.375 0.0029% 0.0029%HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 05/28 5.75 0.0031% 0.0031%HILTON GRAND VACA LLC/IN COMPANY GUAR 12/24 6.125 0.0052% 0.0052%HOVNANIAN ENTERPRISES PREFERRED STOCK 7.625 0.0002% 0.0002%HSBC HOLDINGS PLC JR SUBORDINA REGS 12/99 VAR 0.0057% 0.0057%HUB INTERNATIONAL LTD SR UNSECURED 144A 05/26 7 0.0065% 0.0065%HUGHES SATELLITE SYSTEMS COMPANY GUAR 06/21 7.625 0.0181% 0.0181%HUGHES SATELLITE SYSTEMS COMPANY GUAR 08/26 6.625 0.0030% 0.0030%IHEARTCOMMUNICATIONS INC COMPANY GUAR 05/27 8.375 0.0046% 0.0046%IHEARTCOMMUNICATIONS INC SR SECURED 05/26 6.375 0.0013% 0.0013%IHEARTCOMMUNICATIONS INC SR SECURED 144A 01/28 4.75 0.0129% 0.0129%IHEARTMEDIA INC CLASS A COMMON STOCK 0.0003% 0.0003%IHEARTMEDIA INC CLASS A IHEARTMEDIA INC CLASS CW39 0.0018% 0.0018%IHO VERWALTUNGS GMBH SR SECURED 144A 05/25 3.625 0.0033% 0.0033%IHO VERWALTUNGS GMBH SR SECURED 144A 05/27 3.875 0.0033% 0.0033%ILLUMINATE BUYER/HLDG SR UNSECURED 144A 07/28 9 0.0039% 0.0039%INDIGO NATURAL RES LLC SR UNSECURED 144A 02/26 6.875 0.0116% 0.0116%ING GROEP NV JR SUBORDINA 12/49 VAR 0.0167% 0.0167%ING GROEP NV JR SUBORDINA REGS 12/99 VAR 0.0042% 0.0042%INGRAM MICRO INC SR UNSECURED 12/24 5.45 0.0020% 0.0020%INSTALLED BUILDING PRODU COMPANY GUAR 144A 02/28 5.75 0.0074% 0.0074%INTELSAT JACKSON HLDG COMPANY GUAR 08/23 5.5 0.0164% 0.0164%INTELSAT JACKSON HLDG COMPANY GUAR 144A 10/24 8.5 0.0067% 0.0067%INTELSAT JACKSON HLDG SR SECURED 144A 09/22 9.5 0.0086% 0.0086%INTERNATIONAL GAME TECH SR SECURED 144A 01/27 6.25 0.0088% 0.0088%INTERTRUST GROUP BV SR UNSECURED 144A 11/25 3.375 0.0120% 0.0120%INTESA SANPAOLO SPA SUBORDINATED 144A 06/24 5.017 0.0378% 0.0378%INTRADO CORP COMPANY GUAR 144A 10/25 8.5 0.0035% 0.0035%

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INTRUM AB 09/27 3 0.0129% 0.0129%INTRUM AB SR UNSECURED 144A 07/22 2.75 0.0044% 0.0044%INTRUM AB SR UNSECURED 144A 07/26 3.5 0.0038% 0.0038%IQVIA INC COMPANY GUAR 144A 03/25 3.25 0.0046% 0.0046%IRB HOLDING CORP COMPANY GUAR 144A 02/26 6.75 0.0214% 0.0214%IRB HOLDING CORP SR SECURED 144A 06/25 7 0.0051% 0.0051%IS14FQ0 CDS USD P V 00MEVENT IS14FR1 CMBX-BB-302359 -0.0042% -0.0042%IS14FQ0 CDS USD R F 5.00000 IS14FQ0 CMBX-BB-302359 0.0021% 0.0021%IS14J68 CDS USD P V 00MEVENT IS14J79 CMBX-BB-303609 -0.0184% -0.0184%IS14J68 CDS USD R F 5.00000 IS14J68 CMBX-BB-303609 0.0091% 0.0091%IS14KE3 CDS USD P V 00MEVENT IS14KF4 CMBX-BB-311104 -0.0087% -0.0087%IS14KE3 CDS USD R F 5.00000 IS14KE3 CMBX-BB-311104 0.0043% 0.0043%IS19QI4 CDS USD P V 00MEVENT IS19QJ5 X-396205 -0.0035% -0.0035%IS19QI4 CDS USD R F 5.00000 IS19QI4 X-396205 0.0032% 0.0032%IS1AH28 CDS USD P V 00MEVENT IS1AH39 CMBX-BBB--399298 -0.0174% -0.0174%IS1AH28 CDS USD R F 3.00000 IS1AH28 CMBX-BBB--399298 0.0120% 0.0120%IS1AI36 CDS USD P V 00MEVENT IS1AI47 CMBX-BBB--399384 -0.0052% -0.0052%IS1AI36 CDS USD R F 3.00000 IS1AI36 CMBX-BBB--399384 0.0036% 0.0036%IS1AJ00 CDS USD P V 00MEVENT IS1AJ11 CMBX-BBB--399472 -0.0008% -0.0008%IS1AJ00 CDS USD R F 3.00000 IS1AJ00 CMBX-BBB--399472 0.0005% 0.0005%IS1BNH8 CDS USD P F 5.00000 IS1BNH8 CMBX-BB-406092 -0.0067% -0.0067%IS1BNH8 CDS USD R V 00MEVENT IS1BNI9 CMBX-BB-406092 0.0135% 0.0135%IS1BNJ0 CDS USD P F 5.00000 IS1BNJ0 CMBX-BB-406145 -0.0032% -0.0032%IS1BNJ0 CDS USD R V 00MEVENT IS1BNK1 CMBX-BB-406145 0.0064% 0.0064%IS1FK02 CDS EUR P V 03MEVENT IS1FK13 CORPORATE -0.0176% -0.0176%IS1FK02 CDS EUR R F 5.00000 IS1FK02 CORPORATE 0.0186% 0.0186%IS1PKX5 CDS USD P V 03MEVENT IS1PKY6 CORPORATE -0.0031% -0.0031%IS1PKX5 CDS USD R F 5.00000 IS1PKX5 CORPORATE 0.0026% 0.0026%IS1RMP7 CDS USD P V 03MEVENT IS1RMQ8 CORPORATE -0.0025% -0.0025%IS1RMP7 CDS USD R F 5.00000 IS1RMP7 CORPORATE 0.0022% 0.0022%IS214Z2 TRS USD P V 03MLIBOR IS21504 IBOXXTRS -0.0372% -0.0372%IS214Z2 TRS USD R F 1.00000 IS214Z2 IBOXXTRS 0.0436% 0.0436%IS22E44 TRS USD P F 1.00000 IS22E44 IBOXXTRS -0.2766% -0.2766%IS22E44 TRS USD R V 03MLIBOR IS22E55 IBOXXTRS 0.2637% 0.2637%IS237U4 TRS USD P V 03MLIBOR IS237V5 IBOXXTRS -0.3183% -0.3183%IS237U4 TRS USD R F 1.00000 IS237U4 IBOXXTRS 0.3121% 0.3121%ISHARES MSCI GLOBAL METALS + M ISHARES MSCI GLOBAL METALS + 0.0046% 0.0046%ITHACA ENERGY NORTH SR UNSECURED 144A 07/24 9.375 0.0055% 0.0055%JAMES HARDIE INTL FIN COMPANY GUAR 144A 01/25 4.75 0.0039% 0.0039%JAMES HARDIE INTL FIN COMPANY GUAR 144A 01/28 5 0.0040% 0.0040%JEFFERIES FIN LLC / JFIN SR SECURED 144A 06/26 6.25 0.0110% 0.0110%JELD WEN INC COMPANY GUAR 144A 12/25 4.625 0.0011% 0.0011%JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR 0.0075% 0.0075%JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR 0.0124% 0.0124%K HOVNANIAN ENTERPRISES SECURED 144A 07/22 10 0.0044% 0.0044%K2016470219 (SOUTH AFRICA) LTD A SHARES 0.0000% 0.0000%K2016470219 (SOUTH AFRICA) LTD B SHARES 0.0000% 0.0000%K2016470219 SA LTD SR SECURED 144A 12/22 3 0.0000% 0.0000%K2016470260 SA LTD SR SECURED 144A 12/22 25 0.0000% 0.0000%KAISER ALUMINUM CORP COMPANY GUAR 144A 05/25 6.5 0.0041% 0.0041%KAR AUCTION SERVICES INC COMPANY GUAR 144A 06/25 5.125 0.0158% 0.0158%KB HOME COMPANY GUAR 09/22 7.5 0.0014% 0.0014%KB HOME COMPANY GUAR 11/29 4.8 0.0014% 0.0014%KB HOME COMPANY GUAR 12/21 7 0.0094% 0.0094%KORN/FERRY INTERNATIONAL COMPANY GUAR 144A 12/27 4.625 0.0088% 0.0088%KRATON POLYMERS LLC/CAP COMPANY GUAR 144A 04/25 7 0.0063% 0.0063%KRATON POLYMERS LLC/CAP COMPANY GUAR 144A 05/26 5.25 0.0059% 0.0059%KRONOS ACQUISITION HOLDI COMPANY GUAR 144A 08/23 9 0.0276% 0.0276%L BRANDS INC COMPANY GUAR 02/22 5.625 0.0040% 0.0040%L BRANDS INC COMPANY GUAR 02/28 5.25 0.0020% 0.0020%L BRANDS INC COMPANY GUAR 06/29 7.5 0.0021% 0.0021%L BRANDS INC COMPANY GUAR 07/36 6.75 0.0042% 0.0042%L BRANDS INC COMPANY GUAR 10/23 5.625 0.0073% 0.0073%L BRANDS INC COMPANY GUAR 11/35 6.875 0.0117% 0.0117%

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L BRANDS INC COMPANY GUAR 144A 07/25 9.375 0.0017% 0.0017%L BRANDS INC SR UNSECURED 03/33 6.95 0.0054% 0.0054%LAMAR MEDIA CORP COMPANY GUAR 144A 01/29 4.875 0.0013% 0.0013%LAMAR MEDIA CORP COMPANY GUAR 144A 02/28 3.75 0.0141% 0.0141%LAUREATE EDUCATION INC COMPANY GUAR 144A 05/25 8.25 0.0059% 0.0059%LCPR SR SECURED FIN DAC SR SECURED 144A 10/27 6.75 0.0297% 0.0297%LEAR CORP SR UNSECURED 09/27 3.8 0.0109% 0.0109%LEHMAN BRTH HLD ESCROW 0.0000% 0.0000%LEHMAN XS TRUST LXS 2007 6 3A5 0.0005% 0.0005%LENNAR CORP COMPANY GUAR 01/21 8.375 0.0118% 0.0118%LENNAR CORP COMPANY GUAR 01/22 4.125 0.0210% 0.0210%LENNAR CORP COMPANY GUAR 04/24 4.5 0.0085% 0.0085%LENNAR CORP COMPANY GUAR 12/21 6.25 0.0036% 0.0036%LEVEL 3 FINANCING INC COMPANY GUAR 01/24 5.375 0.0087% 0.0087%LIBERTY INTERACTIVE LLC SR UNSECURED 02/30 8.25 0.0010% 0.0010%LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 03/87 7.8 0.0143% 0.0143%LIFEPOINT HEALTH INC SR SECURED 144A 02/27 4.375 0.0049% 0.0049%LIFEPOINT HEALTH INC SR SECURED 144A 04/25 6.75 0.0075% 0.0075%LINCOLN FINANCING SARL SR SECURED 144A 04/24 3.625 0.0061% 0.0061%LPL HOLDINGS INC COMPANY GUAR 144A 09/25 5.75 0.0161% 0.0161%MAGNETATION LLC/FIN CORP SR SECURED 144A 05/18 11 0.0000% 0.0000%MALLINCKRODT FIN/SB COMPANY GUAR 144A 04/25 5.5 0.0001% 0.0001%MALLINCKRODT FIN/SB COMPANY GUAR 144A 10/23 5.625 0.0007% 0.0007%MARATHON OIL CORP SR UNSECURED 03/32 6.8 0.0094% 0.0094%MARATHON PETROLEUM CORP SR UNSECURED 05/23 4.5 0.0072% 0.0072%MARATHON PETROLEUM CORP SR UNSECURED 05/25 4.7 0.0065% 0.0065%MARRIOTT INTERNATIONAL SR UNSECURED 05/25 5.75 0.0030% 0.0030%MARRIOTT OWNERSHIP RESOR SR SECURED 144A 09/25 6.125 0.0051% 0.0051%MARRIOTT OWNERSHIP/ILG COMPANY GUAR 09/26 6.5 0.0160% 0.0160%MATTAMY GROUP CORP SR UNSECURED 144A 03/30 4.625 0.0146% 0.0146%MATTAMY GROUP CORP SR UNSECURED 144A 12/27 5.25 0.0031% 0.0031%MATTEL INC COMPANY GUAR 144A 12/25 6.75 0.0050% 0.0050%MAUSER PACKAGING SOLUT SR SECURED 144A 04/24 4.75 0.0226% 0.0226%MAUSER PACKAGING SOLUT SR SECURED REGS 04/24 4.75 0.0064% 0.0064%MAUSER PACKAGING SOLUT SR UNSECURED 144A 04/25 7.25 0.0055% 0.0055%MCDONALD S CORP SR UNSECURED 07/25 3.3 0.0001% 0.0001%MDC HOLDINGS INC COMPANY GUAR 01/43 6 0.0164% 0.0164%MEDNAX INC COMPANY GUAR 144A 01/27 6.25 0.0173% 0.0173%MEDNAX INC COMPANY GUAR 144A 12/23 5.25 0.0070% 0.0070%MELCO RESORTS FINANCE SR UNSECURED 144A 07/27 5.625 0.0119% 0.0119%MEREDITH CORP COMPANY GUAR 02/26 6.875 0.0280% 0.0280%MERITAGE HOMES CORP COMPANY GUAR 04/22 7 0.0064% 0.0064%MERITOR INC COMPANY GUAR 02/24 6.25 0.0050% 0.0050%MERITOR INC COMPANY GUAR 144A 06/25 6.25 0.0016% 0.0016%METLIFE CAPITAL TRUST IV JR SUBORDINA 144A 12/67 7.875 0.0098% 0.0098%MEX BONOS DESARR FIX RT BONDS 03/26 5.75 0.0269% 0.0269%MEX BONOS DESARR FIX RT BONDS 12/24 10 0.0051% 0.0051%MGM CHINA HOLDINGS LTD SR UNSECURED 144A 05/24 5.375 0.0041% 0.0041%MGM CHINA HOLDINGS LTD SR UNSECURED 144A 05/26 5.875 0.0042% 0.0042%MGM CHINA HOLDINGS LTD SR UNSECURED 144A 06/25 5.25 0.0073% 0.0073%MGM GROWTH/MGM FINANCE COMPANY GUAR 02/27 5.75 0.0063% 0.0063%MGM GROWTH/MGM FINANCE COMPANY GUAR 05/24 5.625 0.0130% 0.0130%MGM RESORTS INTL COMPANY GUAR 03/22 7.75 0.0085% 0.0085%MGM RESORTS INTL COMPANY GUAR 03/23 6 0.0082% 0.0082%MGM RESORTS INTL COMPANY GUAR 04/27 5.5 0.0108% 0.0108%MGM RESORTS INTL COMPANY GUAR 06/25 5.75 0.0022% 0.0022%MICROCHIP TECHNOLOGY INC COMPANY GUAR 144A 09/25 4.25 0.0064% 0.0064%MILEAGE PLUS HLDINGS LLC SR SECURED 144A 06/27 6.5 0.0359% 0.0359%MONITRONICS AJ47561 RESTRICTED 0.0002% 0.0002%MONITRONICS INTERNATIONAL IN COMMON STOCK USD.01 0.0002% 0.0002%MONITRONICS INTERNATIONAL, INC 04/20 FIXED 9.125 0.0000% 0.0000%MOSS CREEK RESOURCES HLD COMPANY GUAR 144A 05/27 10.5 0.0046% 0.0046%MPLX LP SR UNSECURED 06/25 4.875 0.0123% 0.0123%MPT OPER PARTNERSP/FINL COMPANY GUAR 05/24 5.5 0.0051% 0.0051%

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MPT OPER PARTNERSP/FINL COMPANY GUAR 08/26 5.25 0.0094% 0.0094%MPT OPER PARTNERSP/FINL COMPANY GUAR 10/27 5 0.0054% 0.0054%MUELLER WATER PRODUCTS COMPANY GUAR 144A 06/26 5.5 0.0076% 0.0076%MURPHY OIL CORP SR UNSECURED 12/42 6.375 0.0035% 0.0035%MURPHY OIL USA INC COMPANY GUAR 05/27 5.625 0.0004% 0.0004%NABORS INDUSTRIES INC COMPANY GUAR 02/25 5.75 0.0019% 0.0019%NABORS INDUSTRIES LTD COMPANY GUAR 144A 01/26 7.25 0.0035% 0.0035%NABORS INDUSTRIES LTD COMPANY GUAR 144A 01/28 7.5 0.0034% 0.0034%NATIONAL CINEMEDIA LLC SR SECURED 144A 04/28 5.875 0.0046% 0.0046%NATIONAL CINEMEDIA LLC SR UNSECURED 08/26 5.75 0.0033% 0.0033%NATIONWIDE MUTUAL INSURA SUBORDINATED 144A 08/39 9.375 0.0039% 0.0039%NAVIENT CORP SR UNSECURED 01/22 7.25 0.0003% 0.0003%NAVIENT CORP SR UNSECURED 01/23 5.5 0.0247% 0.0247%NAVIENT CORP SR UNSECURED 03/21 5.875 0.0003% 0.0003%NAVIENT CORP SR UNSECURED 06/26 6.75 0.0064% 0.0064%NAVIENT CORP SR UNSECURED 09/23 7.25 0.0108% 0.0108%NAVIENT CORP SR UNSECURED 10/20 5 0.0041% 0.0041%NAVISTAR INTL CORP COMPANY GUAR 144A 11/25 6.625 0.0171% 0.0171%NAVISTAR INTL CORP SR SECURED 144A 05/25 9.5 0.0022% 0.0022%NCL CORPORATION LTD SR UNSECURED 144A 12/24 3.625 0.0133% 0.0133%NCR CORP COMPANY GUAR 144A 04/25 8.125 0.0060% 0.0060%NCR CORP COMPANY GUAR 144A 09/27 5.75 0.0030% 0.0030%NCR CORP COMPANY GUAR 144A 09/29 6.125 0.0092% 0.0092%NEENAH ENTERPRISES INC COMMON STOCK 0.0000% 0.0000%NEPTUNE ENERGY BONDCO SR UNSECURED 144A 05/25 6.625 0.0034% 0.0034%NEXSTAR BROADCASTING INC COMPANY GUAR 144A 07/27 5.625 0.0039% 0.0039%NFP CORP SR SECURED 144A 05/25 7 0.0037% 0.0037%NFP CORP SR UNSECURED 144A 07/25 6.875 0.0048% 0.0048%NFP CORP SR UNSECURED 144A 07/25 8 0.0120% 0.0120%NGL ENRGY PART LP/FIN CO COMPANY GUAR 11/23 7.5 0.0240% 0.0240%NIELSEN CO LUX SARL/THE COMPANY GUAR 144A 02/25 5 0.0179% 0.0179%NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 01/22 2.8 0.0004% 0.0004%NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/23 3.45 0.0006% 0.0006%NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/22 2.6 0.0005% 0.0005%NOBLE HOLDING INTL LTD COMPANY GUAR 01/24 7.75 0.0000% 0.0000%NOBLE HOLDING INTL LTD COMPANY GUAR 04/25 7.95 0.0001% 0.0001%NOBLE HOLDING INTL LTD COMPANY GUAR 08/40 6.2 0.0000% 0.0000%NOKIA OYJ SR UNSECURED 05/39 6.625 0.0030% 0.0030%NOTA DO TESOURO NACIONAL NOTES 01/21 10 0.0155% 0.0155%NOVA CHEMICALS CORP SR UNSECURED 144A 06/27 5.25 0.0092% 0.0092%NOVELIS CORP COMPANY GUAR 144A 09/26 5.875 0.0100% 0.0100%NRG ENERGY INC COMPANY GUAR 01/27 6.625 0.0064% 0.0064%OCCIDENTAL PETROLEUM COR SR UNSECURED 02/23 2.7 0.0095% 0.0095%OCCIDENTAL PETROLEUM COR SR UNSECURED 03/26 5.55 0.0465% 0.0465%OCCIDENTAL PETROLEUM COR SR UNSECURED 03/40 6.2 0.0096% 0.0096%OCCIDENTAL PETROLEUM COR SR UNSECURED 04/26 3.4 0.0010% 0.0010%OCCIDENTAL PETROLEUM COR SR UNSECURED 06/25 3.5 0.0049% 0.0049%OCCIDENTAL PETROLEUM COR SR UNSECURED 07/27 8.5 0.0064% 0.0064%OCCIDENTAL PETROLEUM COR SR UNSECURED 07/30 8.875 0.0064% 0.0064%OCCIDENTAL PETROLEUM COR SR UNSECURED 08/22 2.7 0.0299% 0.0299%OCCIDENTAL PETROLEUM COR SR UNSECURED 08/24 2.9 0.0043% 0.0043%OCI NV SR SECURED 144A 04/23 5 0.0109% 0.0109%OCI NV SR SECURED 144A 11/24 5.25 0.0103% 0.0103%ODEBRECHT FINANCE LTD COMPANY GUAR REGS 04/25 4.375 0.0003% 0.0003%ODEBRECHT FINANCE LTD COMPANY GUAR REGS 06/42 7.125 0.0008% 0.0008%OFFSHORE GROUP INVT 01/19 FIXED 7.5 0.0000% 0.0000%OLIN CORP SR UNSECURED 02/30 5 0.0067% 0.0067%OLIN CORP SR UNSECURED 08/29 5.625 0.0100% 0.0100%ONEOK INC COMPANY GUAR 01/26 5.85 0.0068% 0.0068%ONEOK INC COMPANY GUAR 09/25 2.2 0.0143% 0.0143%PAR PHARMACEUTICAL INC SR SECURED 144A 04/27 7.5 0.0077% 0.0077%PARAGON LITIGATION CLASS A 0.0000% 0.0000%PARAGON LITIGATION CLASS B 0.0002% 0.0002%PARKLAND CORP SR UNSECURED 144A 04/26 6 0.0159% 0.0159%

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PBF HOLDING CO LLC SR SECURED 144A 05/25 9.25 0.0172% 0.0172%PDC ENERGY INC COMPANY GUAR 05/26 5.75 0.0194% 0.0194%PEABODY ENERGY CORP SR SECURED 144A 03/22 6 0.0123% 0.0123%PEABODY ENERGY CORP SR SECURED 144A 03/25 6.375 0.0031% 0.0031%PENSKE AUTO GROUP INC COMPANY GUAR 10/22 5.75 0.0020% 0.0020%PENSKE AUTOMOTIVE GROUP COMPANY GUAR 05/26 5.5 0.0094% 0.0094%PENSKE AUTOMOTIVE GROUP COMPANY GUAR 08/20 3.75 0.0061% 0.0061%PETROBRAS GLOBAL FINANCE COMPANY GUAR 144A 01/30 5.093 0.0064% 0.0064%PETSMART INC COMPANY GUAR 144A 03/23 7.125 0.0369% 0.0369%PLAINS ALL AMER PIPELINE SR UNSECURED 10/25 4.65 0.0092% 0.0092%PLAINS ALL AMER PIPELINE SR UNSECURED 11/24 3.6 0.0096% 0.0096%PLAINS ALL AMER PIPELINE SR UNSECURED 12/26 4.5 0.0020% 0.0020%POLARIS INTERMEDIATE SR UNSECURED 144A 12/22 8.5 0.0384% 0.0384%POLYONE CORP SR UNSECURED 144A 05/25 5.75 0.0042% 0.0042%POST HOLDINGS INC COMPANY GUAR 144A 01/28 5.625 0.0050% 0.0050%POST HOLDINGS INC COMPANY GUAR 144A 04/30 4.625 0.0150% 0.0150%PRESIDIO HOLDING INC COMPANY GUAR 144A 02/28 8.25 0.0007% 0.0007%PRESIDIO HOLDING INC SR SECURED 144A 02/27 4.875 0.0008% 0.0008%PRIME SECSRVC BRW/FINANC SECURED 144A 01/28 6.25 0.0247% 0.0247%PRIME SECSRVC BRW/FINANC SR SECURED 144A 04/24 5.25 0.0035% 0.0035%PRIME SECSRVC BRW/FINANC SR SECURED 144A 04/26 5.75 0.0092% 0.0092%PRUDENTIAL FINANCIAL INC JR SUBORDINA 03/44 VAR 0.0034% 0.0034%PRUDENTIAL FINANCIAL INC JR SUBORDINA 06/43 VAR 0.0113% 0.0113%PULTE GROUP INC COMPANY GUAR 02/35 6 0.0154% 0.0154%PULTE GROUP INC COMPANY GUAR 06/32 7.875 0.0029% 0.0029%PULTEGROUP INC COMPANY GUAR 01/27 5 0.0214% 0.0214%PULTEGROUP INC COMPANY GUAR 03/26 5.5 0.0065% 0.0065%QEP RESOURCES INC SR UNSECURED 05/23 5.25 0.0058% 0.0058%QEP RESOURCES INC SR UNSECURED 10/22 5.375 0.0046% 0.0046%RACKSPACE HOSTIN COMPANY GUAR 144A 11/24 8.625 0.0082% 0.0082%RADIOLOGY PARTNERS INC COMPANY GUAR 144A 02/28 9.25 0.0069% 0.0069%RANGE RESOURCES CORP COMPANY GUAR 03/23 5 0.0018% 0.0018%RANGE RESOURCES CORP COMPANY GUAR 08/22 5 0.0048% 0.0048%RBS GLOBAL + REXNORD LLC COMPANY GUAR 144A 12/25 4.875 0.0201% 0.0201%REALOGY GROUP/CO ISSUER COMPANY GUAR 144A 04/27 9.375 0.0217% 0.0217%REALOGY GROUP/CO ISSUER COMPANY GUAR 144A 06/23 4.875 0.0070% 0.0070%REFINITIV US HOLDINGS COMPANY GUAR 144A 11/26 8.25 0.0067% 0.0067%REFINITIV US HOLDINGS SR SECURED 144A 05/26 6.25 0.0069% 0.0069%REGIONALCARE/LIFEPOINT COMPANY GUAR 144A 12/26 9.75 0.0271% 0.0271%REGIONS FINANCIAL CORP SUBORDINATED 12/37 7.375 0.0022% 0.0022%REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/23 7.75 0.0036% 0.0036%REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/27 4.85 0.0060% 0.0060%REYNOLDS GRP ISS/REYNOLD SR SECURED 144A 07/23 5.125 0.0263% 0.0263%RITCHIE BROS AUCTIONEERS COMPANY GUAR 144A 01/25 5.375 0.0021% 0.0021%RITE AID CORP COMPANY GUAR 144A 04/23 6.125 0.0025% 0.0025%RITE AID CORP SR SECURED 144A 07/25 7.5 0.0015% 0.0015%RIVERBED TECHNOLOGY INC COMPANY GUAR 144A 03/23 8.875 0.0008% 0.0008%ROYAL BK SCOTLND GRP PLC JR SUBORDINA 12/49 VAR 0.0178% 0.0178%ROYAL BK SCOTLND GRP PLC JR SUBORDINA 12/49 VAR 0.0209% 0.0209%ROYAL CARIBBEAN CRUISES SR SECURED 144A 06/23 10.875 0.0105% 0.0105%ROYAL CARIBBEAN CRUISES SR SECURED 144A 06/25 11.5 0.0190% 0.0190%RUMO LUXEMBOURG SARL COMPANY GUAR 144A 01/25 5.875 0.0055% 0.0055%RUSSIA GOVT BOND OFZ BONDS 08/21 7.5 0.0120% 0.0120%RUSSIAN RUBLE 0.0026% 0.0026%SABLE INTL FINANCE LTD SR SECURED 144A 09/27 5.75 0.0112% 0.0112%SABRE GLBL INC SR SECURED 144A 04/25 9.25 0.0042% 0.0042%SABRE GLBL INC SR SECURED 144A 11/23 5.25 0.0061% 0.0061%SANDRIDGE ENERGY INC SANDRIDGE ENERGY INC A CW22 0.0000% 0.0000%SANDRIDGE ENERGY INC SANDRIDGE ENERGY INC B CW22 0.0000% 0.0000%SCE TRUST III PREFERRED STOCK VAR 0.0013% 0.0013%SCIENCE APPLICATIONS INT COMPANY GUAR 144A 04/28 4.875 0.0026% 0.0026%SCIENTIFIC GAMES INTERNA COMPANY GUAR 144A 05/28 7 0.0069% 0.0069%SCIENTIFIC GAMES INTERNA COMPANY GUAR 144A 11/29 7.25 0.0033% 0.0033%SCRIPPS ESCROW INC COMPANY GUAR 144A 07/27 5.875 0.0072% 0.0072%

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SEAGATE HDD CAYMAN COMPANY GUAR 06/27 4.875 0.0007% 0.0007%SEAGATE HDD CAYMAN COMPANY GUAR 144A 06/29 4.091 0.0007% 0.0007%SEALED AIR CORP COMPANY GUAR 144A 07/33 6.875 0.0064% 0.0064%SEALED AIR CORP COMPANY GUAR 144A 09/25 5.5 0.0054% 0.0054%SEAWORLD PARKS + ENTERTA SR SECURED 144A 05/25 8.75 0.0065% 0.0065%SHEA HOMES LP/FNDG CP COMPANY GUAR 144A 04/25 6.125 0.0079% 0.0079%SHEA HOMES LP/FNDG CP SR UNSECURED 144A 02/28 4.75 0.0211% 0.0211%SIGNATURE AVIATION US COMPANY GUAR 144A 03/28 4 0.0117% 0.0117%SIGNATURE AVIATION US SR UNSECURED 144A 05/26 5.375 0.0097% 0.0097%SILGAN HOLDINGS INC SR UNSECURED 144A 06/28 2.25 0.0086% 0.0086%SILVERSEA CRUISE FINANCE SR SECURED 144A 02/25 7.25 0.0071% 0.0071%SINCLAIR TELEVISION GROU COMPANY GUAR 144A 02/27 5.125 0.0033% 0.0033%SINCLAIR TELEVISION GROU COMPANY GUAR 144A 03/30 5.5 0.0055% 0.0055%SINCLAIR TELEVISION GROU COMPANY GUAR 144A 08/24 5.625 0.0069% 0.0069%SIRIUS XM RADIO INC COMPANY GUAR 144A 05/23 4.625 0.0033% 0.0033%SIRIUS XM RADIO INC COMPANY GUAR 144A 07/24 4.625 0.0042% 0.0042%SIRIUS XM RADIO INC COMPANY GUAR 144A 07/29 5.5 0.0344% 0.0344%SIRIUS XM RADIO INC COMPANY GUAR 144A 08/22 3.875 0.0091% 0.0091%SIRIUS XM RADIO INC COMPANY GUAR 144A 08/27 5 0.0108% 0.0108%SIX FLAGS ENTERTAINMENT COMPANY GUAR 144A 07/24 4.875 0.0093% 0.0093%SIX FLAGS THEME PARKS SR SECURED 144A 07/25 7 0.0038% 0.0038%SLM CORP SR UNSECURED 04/22 5.125 0.0027% 0.0027%SM ENERGY CO SR UNSECURED 06/25 5.625 0.0025% 0.0025%SM ENERGY CO SR UNSECURED 11/22 6.125 0.0032% 0.0032%SOCIETE GENERALE JR SUBORDINA 144A 12/49 VAR 0.0049% 0.0049%SOCIETE GENERALE JR SUBORDINA REGS 12/49 VAR 0.0124% 0.0124%SOLERA LLC / SOLERA FINA SR UNSECURED 144A 03/24 10.5 0.0239% 0.0239%SONIC AUTOMOTIVE INC COMPANY GUAR 03/27 6.125 0.0043% 0.0043%SOUTHEASTERN GROCERS COMMON STOCK 0.0089% 0.0089%SOUTHWEST AIRLINES CO SR UNSECURED 05/23 4.75 0.0070% 0.0070%SOUTHWEST AIRLINES CO SR UNSECURED 05/25 5.25 0.0075% 0.0075%SPCM SA SR UNSECURED 144A 09/25 4.875 0.0287% 0.0287%SPECTRUM BRANDS INC COMPANY GUAR 07/25 5.75 0.0047% 0.0047%SPRINGLEAF FINANCE CORP COMPANY GUAR 03/25 6.875 0.0118% 0.0118%SPRINGLEAF FINANCE CORP COMPANY GUAR 06/25 8.875 0.0169% 0.0169%SPRINT CORP COMPANY GUAR 02/25 7.625 0.0004% 0.0004%SPRINT CORP COMPANY GUAR 03/26 7.625 0.0246% 0.0246%SPRINT CORP COMPANY GUAR 09/23 7.875 0.0095% 0.0095%SPX FLOW INC COMPANY GUAR 144A 08/26 5.875 0.0138% 0.0138%SS1RLD8 CDS USD P V 03MEVENT IS1RLE9 CCPCDX -0.1006% -0.1006%SS1RLD8 CDS USD R F 5.00000 IS1RLD8 CCPCDX 0.1007% 0.1007%SS1WSP4 CDS USD P V 03MEVENT IS1WSQ5 CCPCDX -0.7087% -0.7087%SS1WSP4 CDS USD R F 5.00000 IS1WSP4 CCPCDX 0.7031% 0.7031%SS21WD6 CDS EUR P V 03MEVENT IS21WE7 CCPITRAXX -0.1042% -0.1042%SS21WD6 CDS EUR R F 5.00000 IS21WD6 CCPITRAXX 0.1096% 0.1096%SS21XJ9 CDS USD P V 03MEVENT IS21XK0 CCPCORPORATE -0.0086% -0.0086%SS21XJ9 CDS USD R F 5.00000 IS21XJ9 CCPCORPORATE 0.0086% 0.0086%SS22AJ1 CDS USD P V 03MEVENT IS22AK2 CCPCORPORATE -0.0048% -0.0048%SS22AJ1 CDS USD R F 5.00000 IS22AJ1 CCPCORPORATE 0.0048% 0.0048%STANDARD INDUSTRIES INC SR UNSECURED 144A 01/28 4.75 0.0386% 0.0386%STANDARD INDUSTRIES INC SR UNSECURED 144A 10/25 6 0.0112% 0.0112%STANDARD INDUSTRIES INC SR UNSECURED 144A 11/24 5.375 0.0171% 0.0171%STAPLES INC SR SECURED 144A 04/26 7.5 0.0175% 0.0175%STAPLES INC SR UNSECURED 144A 04/27 10.75 0.0066% 0.0066%STARFRUIT FINCO/STAR US SR UNSECURED 144A 10/26 6.5 0.0042% 0.0042%STARFRUIT FINCO/STAR US SR UNSECURED 144A 10/26 8 0.0034% 0.0034%STARS GRP HLDS/STARS GRP COMPANY GUAR 144A 07/26 7 0.0133% 0.0133%STEVENS HOLDING CO INC COMPANY GUAR 144A 10/26 6.125 0.0035% 0.0035%SUGAR HSP GMNG PROP/FIN SR SECURED 144A 05/25 5.875 0.0036% 0.0036%SUMMER BC HOLDCO B SARL SR SECURED 144A 10/26 5.75 0.0101% 0.0101%SUMMIT MATERIALS LLC/FIN COMPANY GUAR 07/23 6.125 0.0033% 0.0033%SUNOCO LOGISTICS PARTNER COMPANY GUAR 07/26 3.9 0.0003% 0.0003%SUNOCO LP/FINANCE CORP COMPANY GUAR 01/23 4.875 0.0066% 0.0066%SUNOCO LP/FINANCE CORP COMPANY GUAR 02/26 5.5 0.0143% 0.0143%

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SUNOCO LP/FINANCE CORP COMPANY GUAR 03/28 5.875 0.0092% 0.0092%SUNOCO LP/FINANCE CORP COMPANY GUAR 04/27 6 0.0002% 0.0002%SUNSHINE MID BV SR SECURED 144A 05/26 6.5 0.0056% 0.0056%SWAP BARCLAYS BANK COC SWAP CASH COLLATERAL USD 0.0128% 0.0128%SWAP CREDIT SUISSE COC SWAP CASH COLLATERAL USD 0.0058% 0.0058%SWAP DEUTSCHE BANK COC SWAP CASH COLLATERAL USD 0.0062% 0.0062%SWAP GOLDMAN SACHS COC SWAP CASH COLLATERAL USD 0.0048% 0.0048%SWEDBANK AB JR SUBORDINA REGS VAR 0.0079% 0.0079%SYSCO CORPORATION COMPANY GUAR 04/25 5.65 0.0026% 0.0026%SYSCO CORPORATION COMPANY GUAR 04/30 5.95 0.0017% 0.0017%T MOBILE USA INC COMPANY GUAR 01/26 6.5 0.0085% 0.0085%TACO BELL FUNDING, LLC BELL 2016 1A A23 144A 0.0039% 0.0039%TALEN ENERGY SUPPLY LLC COMPANY GUAR 06/25 6.5 0.0090% 0.0090%TALEN ENERGY SUPPLY LLC COMPANY GUAR 144A 01/26 10.5 0.0033% 0.0033%TALEN ENERGY SUPPLY LLC SR SECURED 144A 05/27 7.25 0.0080% 0.0080%TARGA RESOURCES PARTNERS COMPANY GUAR 07/27 6.5 0.0077% 0.0077%TARGA RESOURCES PARTNERS COMPANY GUAR 11/23 4.25 0.0038% 0.0038%TAYLOR MORR COMM/HLDGS COMPANY GUAR 144A 03/24 5.625 0.0071% 0.0071%TAYLOR MORRISON COMM COMPANY GUAR 144A 01/28 5.75 0.0064% 0.0064%TAYLOR MORRISON COMM COMPANY GUAR 144A 06/27 5.875 0.0163% 0.0163%TEGNA INC COMPANY GUAR 144A 09/29 5 0.0265% 0.0265%TELECOM ITALIA CAPITAL COMPANY GUAR 06/38 7.721 0.0063% 0.0063%TELECOM ITALIA CAPITAL COMPANY GUAR 07/36 7.2 0.0127% 0.0127%TELECOM ITALIA CAPITAL COMPANY GUAR 09/34 6 0.0066% 0.0066%TELECOM ITALIA CAPITAL COMPANY GUAR 11/33 6.375 0.0181% 0.0181%TENET HEALTHCARE CORP SECURED 05/25 5.125 0.0004% 0.0004%TENET HEALTHCARE CORP SECURED 144A 02/27 6.25 0.0018% 0.0018%TENET HEALTHCARE CORP SR SECURED 144A 01/26 4.875 0.0200% 0.0200%TENET HEALTHCARE CORP SR SECURED 144A 04/25 7.5 0.0102% 0.0102%TENET HEALTHCARE CORP SR SECURED 144A 11/27 5.125 0.0193% 0.0193%TENET HEALTHCARE CORP SR UNSECURED 04/22 8.125 0.0109% 0.0109%TENET HEALTHCARE CORP SR UNSECURED 06/23 6.75 0.0385% 0.0385%TENET HEALTHCARE CORP SR UNSECURED 08/25 7 0.0007% 0.0007%TENNECO INC COMPANY GUAR 07/26 5 0.0081% 0.0081%TENNECO INC SR SECURED 144A 07/24 5 0.0058% 0.0058%TEREX CORP COMPANY GUAR 144A 02/25 5.625 0.0158% 0.0158%TERRAFORM GLOBAL OPERATI COMPANY GUAR 144A 03/26 6.125 0.0055% 0.0055%TERVITA CORP COMMON STOCK 0.0070% 0.0070%TEXAS COHLD TCEH 10/20 11.5 0.0000% 0.0000%TITAN INTERNATIONAL INC SR SECURED 11/23 6.5 0.0040% 0.0040%TMX FIN LLC/TITLEMAX FIN SR SECURED 144A 04/23 11.125 0.0077% 0.0077%TOLL BROS FINANCE CORP COMPANY GUAR 02/28 4.35 0.0052% 0.0052%TOLL BROS FINANCE CORP COMPANY GUAR 03/27 4.875 0.0088% 0.0088%TOLL BROS FINANCE CORP COMPANY GUAR 04/23 4.375 0.0069% 0.0069%TONON LUXEMBOURG SA SR SECURED 144A 10/24 6.5 0.0001% 0.0001%TPRO ACQUISITION CORP SR SECURED 144A 10/24 11 0.0029% 0.0029%TRANSDIGM INC COMPANY GUAR 05/25 6.5 0.0045% 0.0045%TRANSDIGM INC COMPANY GUAR 06/26 6.375 0.0121% 0.0121%TRANSDIGM INC COMPANY GUAR 07/24 6.5 0.0222% 0.0222%TRANSDIGM INC COMPANY GUAR 11/27 5.5 0.0045% 0.0045%TRANSDIGM INC SR SECURED 144A 03/26 6.25 0.0433% 0.0433%TRANSDIGM INC SR SECURED 144A 12/25 8 0.0053% 0.0053%TRANSOCEAN INC COMPANY GUAR 03/38 6.8 0.0046% 0.0046%TRANSOCEAN INC COMPANY GUAR 144A 02/27 8 0.0074% 0.0074%TRANSOCEAN PHOENIX 2 LTD SR SECURED 144A 10/24 7.75 0.0048% 0.0048%TRANSOCEAN PONTUS LTD SR SECURED 144A 08/25 6.125 0.0072% 0.0072%TRANSOCEAN POSEIDON LTD SR SECURED 144A 02/27 6.875 0.0031% 0.0031%TRIUMPH GROUP INC COMPANY GUAR 08/25 7.75 0.0085% 0.0085%TRIUMPH GROUP INC SECURED 144A 09/24 6.25 0.0018% 0.0018%TRIVIUM PACKAGING FIN COMPANY GUAR 144A 08/27 8.5 0.0053% 0.0053%TRIVIUM PACKAGING FIN SR SECURED 144A 08/26 3.75 0.0021% 0.0021%TRIVIUM PACKAGING FIN SR SECURED 144A 08/26 5.5 0.0057% 0.0057%TRUCK HERO INC SR SECURED 144A 04/24 8.5 0.0086% 0.0086%TWIN RIVER WORLDWIDE HLD SR UNSECURED 144A 06/27 6.75 0.0035% 0.0035%

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UNICREDIT SPA JR SUBORDINA REGS 12/49 VAR 0.0141% 0.0141%UNITED RENTALS NORTH AM COMPANY GUAR 07/25 5.5 0.0012% 0.0012%UNITED RENTALS NORTH AM COMPANY GUAR 12/26 6.5 0.0277% 0.0277%UNITED STATES STEEL CORP SR SECURED 144A 06/25 12 0.0145% 0.0145%UNIVAR SOLUTIONS USA INC COMPANY GUAR 144A 12/27 5.125 0.0029% 0.0029%UNIVISION COMMUNICATIONS SR SECURED 144A 02/25 5.125 0.0189% 0.0189%UNIVISION COMMUNICATIONS SR SECURED 144A 05/23 5.125 0.0073% 0.0073%UNIVISION COMMUNICATIONS SR SECURED 144A 06/27 6.625 0.0088% 0.0088%UPC HOLDING BV SR SECURED 144A 01/28 5.5 0.0149% 0.0149%US 10YR NOTE (CBT)SEP20 XCBT 20200921 0.0004% 0.0004%US 2YR NOTE (CBT) SEP20 XCBT 20200930 0.0000% 0.0000%US 5YR NOTE (CBT) SEP20 XCBT 20200930 0.0019% 0.0019%US RENAL CARE INC SR UNSECURED 144A 07/27 10.625 0.0121% 0.0121%USI INC/NY SR UNSECURED 144A 05/25 6.875 0.0016% 0.0016%VAIL RESORTS INC COMPANY GUAR 144A 05/25 6.25 0.0034% 0.0034%VALVOLINE INC COMPANY GUAR 144A 02/30 4.25 0.0160% 0.0160%VANTAGE DRILLING INTERNATION COMMON STOCK 0.0001% 0.0001%VERITAS US INC/BERMUDA L SR SECURED 144A 02/23 7.5 0.0176% 0.0176%VERITAS US INC/BERMUDA L SR UNSECURED 144A 02/24 10.5 0.0034% 0.0034%VERSCEND ESCROW CORP SR UNSECURED 144A 08/26 9.75 0.0251% 0.0251%VIDEOTRON LTD COMPANY GUAR 07/22 5 0.0066% 0.0066%VIKING CRUISES LTD COMPANY GUAR 144A 09/27 5.875 0.0030% 0.0030%VINE OIL + GAS LP / FIN COMPANY GUAR 144A 04/23 8.75 0.0109% 0.0109%VIRGIN MEDIA SECURED FIN SR SECURED 144A 05/29 5.5 0.0176% 0.0176%VIRGIN MEDIA SECURED FIN SR SECURED 144A 08/26 5.5 0.0040% 0.0040%VIRGIN MEDIA SECURED FIN SR SECURED REGS 01/27 4.875 0.0093% 0.0093%VIRGOLINO DE OLIVEIRA FI COMPANY GUAR 144A 01/18 10.5 0.0001% 0.0001%VISTRA ENERGY CORP EXP 31DEC46 0.0001% 0.0001%VISTRA OPERATIONS CO LLC COMPANY GUAR 144A 02/27 5.625 0.0329% 0.0329%VIZIENT INC SR UNSECURED 144A 05/27 6.25 0.0016% 0.0016%VOC ESCROW LTD SR SECURED 144A 02/28 5 0.0121% 0.0121%VTR COMUNICACIONES SPA SR SECURED 144A 01/28 5.125 0.0052% 0.0052%VTR FINANCE BV SR UNSECURED 144A 07/28 6.375 0.0047% 0.0047%WELLS FARGO + COMPANY JR SUBORDINA 12/49 VAR 0.0162% 0.0162%WESCO DISTRIBUTION INC COMPANY GUAR 144A 06/25 7.125 0.0094% 0.0094%WESCO DISTRIBUTION INC COMPANY GUAR 144A 06/28 7.25 0.0070% 0.0070%WESCO INTERNATIONAL INC PUBLIC VAR 0.0071% 0.0071%WESTERN DIGITAL CORP COMPANY GUAR 02/26 4.75 0.0138% 0.0138%WESTERN MIDSTREAM OPERAT SR UNSECURED 02/25 3.1 0.0110% 0.0110%WESTERN MIDSTREAM OPERAT SR UNSECURED 02/30 4.05 0.0094% 0.0094%WESTERN MIDSTREAM OPERAT SR UNSECURED 03/28 4.5 0.0167% 0.0167%WESTERN MIDSTREAM OPERAT SR UNSECURED 04/44 5.45 0.0036% 0.0036%WESTERN MIDSTREAM OPERAT SR UNSECURED 06/25 3.95 0.0061% 0.0061%WESTERN MIDSTREAM OPERAT SR UNSECURED 07/22 4 0.0058% 0.0058%WESTERN MIDSTREAM OPERAT SR UNSECURED 07/26 4.65 0.0083% 0.0083%WESTERN MIDSTREAM OPERAT SR UNSECURED 08/28 4.75 0.0031% 0.0031%WESTINGHOUSE AIR BRAKE COMPANY GUAR 06/25 3.2 0.0010% 0.0010%WESTROCK CO COMMON STOCK 0.0000% 0.0000%WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2011 C4 D 144A 0.0019% 0.0019%WHITING PETROLEUM CORP COMPANY GUAR 01/26 6.625 0.0002% 0.0002%WHITING PETROLEUM CORP COMPANY GUAR 04/23 6.25 0.0003% 0.0003%WILLIAM CARTER COMPANY GUAR 144A 03/27 5.625 0.0085% 0.0085%WILLIAM CARTER COMPANY GUAR 144A 05/25 5.5 0.0042% 0.0042%WILLIAMS COMPANIES INC SR UNSECURED 06/24 4.55 0.0112% 0.0112%WILLSCOT CORP COMMON STOCK 0.0009% 0.0009%WILLSCOT CORP WARRANTS 0.0002% 0.0002%WPX ENERGY INC SR UNSECURED 01/30 4.5 0.0252% 0.0252%WR GRACE + CO CONN COMPANY GUAR 144A 06/27 4.875 0.0039% 0.0039%WR GRACE + CO CONN COMPANY GUAR 144A 10/21 5.125 0.0083% 0.0083%WR GRACE + CO CONN COMPANY GUAR 144A 10/24 5.625 0.0055% 0.0055%WTS BATTALION OIL WTS CALL EXP 08OCT22 0.0000% 0.0000%WYNDHAM DESTINATIONS INC SR SECURED 144A 03/30 4.625 0.0107% 0.0107%WYNDHAM HOTELS + RESORTS COMPANY GUAR 144A 04/26 5.375 0.0164% 0.0164%WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 03/25 5.5 0.0363% 0.0363%

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WYNN MACAU LTD SR UNSECURED 144A 10/24 4.875 0.0045% 0.0045%WYNN MACAU LTD SR UNSECURED 144A 10/27 5.5 0.0114% 0.0114%WYNN MACAU LTD SR UNSECURED 144A 12/29 5.125 0.0076% 0.0076%WYNN RESORTS FINANCE LLC COMPANY GUAR 144A 10/29 5.125 0.0069% 0.0069%XEROX CORPORATION SR UNSECURED 03/23 4.125 0.0042% 0.0042%XPO LOGISTICS INC COMPANY GUAR 144A 08/24 6.75 0.0066% 0.0066%XPO LOGISTICS INC COMPANY GUAR 144A 09/23 6.125 0.0122% 0.0122%YUM BRANDS INC SR UNSECURED 144A 01/30 4.75 0.0171% 0.0171%YUM BRANDS INC SR UNSECURED 144A 04/25 7.75 0.0124% 0.0124%ZAYO GROUP HOLDINGS INC SR SECURED 144A 03/27 4 0.0068% 0.0068%ZAYO GROUP HOLDINGS INC SR UNSECURED 144A 03/28 6.125 0.0072% 0.0072%ZF NA CAPITAL COMPANY GUAR 144A 04/25 4.75 0.0164% 0.0164%ZIGGO BOND CO BV COMPANY GUAR 144A 02/30 5.125 0.0074% 0.0074%ZIGGO BV SR SECURED 144A 01/27 5.5 0.0142% 0.0142%10X GENOMICS INC CLASS A COMMON STOCK 0.0670% 0.0670%ADC THERAPEUTICS SA COMMON STOCK USD.00001 0.0187% 0.0187%ALLIANCEBERNSTEIN GOVT STIF SSC FUND 64BA AGIS 587 0.0723% 0.0723%ALLOGENE THERAPEUTICS INC COMMON STOCK USD.001 0.0293% 0.0293%AMEDISYS INC COMMON STOCK USD.001 0.0801% 0.0801%AMETEK INC COMMON STOCK USD.01 0.0485% 0.0485%ANAPLAN INC COMMON STOCK USD.0001 0.0502% 0.0502%ANSYS INC COMMON STOCK USD.01 0.0372% 0.0372%ARENA PHARMACEUTICALS INC COMMON STOCK USD.0001 0.0265% 0.0265%ARES MANAGEMENT CORP A COMMON STOCK 0.0584% 0.0584%ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 0.0512% 0.0512%ASCENDIS PHARMA A/S ADR ADR DKK1.0 0.0300% 0.0300%ASPEN TECHNOLOGY INC COMMON STOCK USD.1 0.0512% 0.0512%AVALARA INC COMMON STOCK USD.0001 0.0766% 0.0766%AXON ENTERPRISE INC COMMON STOCK USD.00001 0.0797% 0.0797%BEIGENE LTD ADR ADR USD.0001 0.0256% 0.0256%BIOHAVEN PHARMACEUTICAL HOLD COMMON STOCK 0.0332% 0.0332%BLUEPRINT MEDICINES CORP COMMON STOCK USD.001 0.0329% 0.0329%BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 0.0330% 0.0330%BURLINGTON STORES INC COMMON STOCK USD.0001 0.0576% 0.0576%CARLISLE COS INC COMMON STOCK USD1.0 0.0455% 0.0455%CASEY S GENERAL STORES INC COMMON STOCK NPV 0.0440% 0.0440%CHEGG INC COMMON STOCK USD.001 0.0817% 0.0817%CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 0.0407% 0.0407%CIENA CORP COMMON STOCK USD.01 0.0560% 0.0560%CMS ENERGY CORP COMMON STOCK USD.01 0.0257% 0.0257%COHERUS BIOSCIENCES INC COMMON STOCK USD.0001 0.0310% 0.0310%COPART INC COMMON STOCK 0.0433% 0.0433%COSTAR GROUP INC COMMON STOCK USD.01 0.0466% 0.0466%COUPA SOFTWARE INC COMMON STOCK USD.0001 0.0515% 0.0515%CREE INC COMMON STOCK USD.00125 0.0478% 0.0478%CROWDSTRIKE HOLDINGS INC A COMMON STOCK 0.0499% 0.0499%DATADOG INC CLASS A COMMON STOCK USD.00001 0.0500% 0.0500%DECIPHERA PHARMACEUTICALS IN COMMON STOCK USD.01 0.0321% 0.0321%DYNATRACE INC COMMON STOCK USD.001 0.0666% 0.0666%EHEALTH INC COMMON STOCK USD.001 0.0421% 0.0421%ENTEGRIS INC COMMON STOCK USD.01 0.0844% 0.0844%FAIR ISAAC CORP COMMON STOCK USD.01 0.0768% 0.0768%FIVE BELOW COMMON STOCK USD.01 0.0512% 0.0512%FLOOR + DECOR HOLDINGS INC A COMMON STOCK USD.001 0.0578% 0.0578%FMC CORP COMMON STOCK USD.1 0.0579% 0.0579%FRESHPET INC COMMON STOCK USD.001 0.0699% 0.0699%GOOSEHEAD INSURANCE INC A COMMON STOCK USD.01 0.0584% 0.0584%GOSSAMER BIO INC COMMON STOCK USD.0001 0.0119% 0.0119%GROCERY OUTLET HOLDING CORP COMMON STOCK USD.001 0.0631% 0.0631%GUARDANT HEALTH INC COMMON STOCK USD.00001 0.0796% 0.0796%HEALTHEQUITY INC COMMON STOCK USD.0001 0.0450% 0.0450%HUBSPOT INC COMMON STOCK USD.001 0.0764% 0.0764%ICON PLC COMMON STOCK EUR.06 0.0583% 0.0583%IDEX CORP COMMON STOCK USD.01 0.0503% 0.0503%

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INARI MEDICAL INC COMMON STOCK USD.001 0.0215% 0.0215%INGERSOLL RAND INC COMMON STOCK USD.01 0.0447% 0.0447%INPHI CORP COMMON STOCK 0.0645% 0.0645%INSULET CORP COMMON STOCK USD.001 0.0468% 0.0468%IPG PHOTONICS CORP COMMON STOCK USD.0001 0.0490% 0.0490%IRHYTHM TECHNOLOGIES INC COMMON STOCK USD.001 0.0708% 0.0708%JACK HENRY + ASSOCIATES INC COMMON STOCK USD.01 0.0564% 0.0564%JACOBS ENGINEERING GROUP INC COMMON STOCK USD1.0 0.0500% 0.0500%KANSAS CITY SOUTHERN COMMON STOCK USD.01 0.0540% 0.0540%KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001 0.0619% 0.0619%LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 0.0773% 0.0773%LEGEND BIOTECH CORP ADR ADR 0.0211% 0.0211%LITHIA MOTORS INC CL A COMMON STOCK 0.0103% 0.0103%LITTELFUSE INC COMMON STOCK USD.01 0.0576% 0.0576%MADRIGAL PHARMACEUTICALS INC COMMON STOCK USD.0001 0.0241% 0.0241%MANHATTAN ASSOCIATES INC COMMON STOCK USD.01 0.0691% 0.0691%MKS INSTRUMENTS INC COMMON STOCK 0.0749% 0.0749%MONGODB INC COMMON STOCK USD.001 0.0624% 0.0624%NATIONAL VISION HOLDINGS INC COMMON STOCK USD.01 0.0791% 0.0791%NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 0.0613% 0.0613%NEXTCURE INC COMMON STOCK USD.001 0.0128% 0.0128%NORDSON CORP COMMON STOCK 0.0805% 0.0805%NOVANTA INC COMMON STOCK 0.0649% 0.0649%NVR INC COMMON STOCK USD.01 0.0515% 0.0515%PENUMBRA INC COMMON STOCK USD.001 0.0539% 0.0539%PJT PARTNERS INC A COMMON STOCK 0.0384% 0.0384%PLANET FITNESS INC CL A COMMON STOCK USD.0001 0.0648% 0.0648%PTC THERAPEUTICS INC COMMON STOCK USD.001 0.0318% 0.0318%REPLIGEN CORP COMMON STOCK USD.01 0.0861% 0.0861%REVANCE THERAPEUTICS INC COMMON STOCK USD.001 0.0284% 0.0284%RINGCENTRAL INC CLASS A COMMON STOCK USD.0001 0.0544% 0.0544%SAREPTA THERAPEUTICS INC COMMON STOCK USD.0001 0.0645% 0.0645%SILK ROAD MEDICAL INC COMMON STOCK USD.001 0.0106% 0.0106%SITEONE LANDSCAPE SUPPLY INC COMMON STOCK USD.01 0.0688% 0.0688%SMARTSHEET INC CLASS A COMMON STOCK 0.0509% 0.0509%SPLUNK INC COMMON STOCK USD.001 0.0507% 0.0507%STRATEGIC EDUCATION INC COMMON STOCK USD.01 0.0620% 0.0620%SVB FINANCIAL GROUP COMMON STOCK USD.001 0.0456% 0.0456%TELADOC HEALTH INC COMMON STOCK USD.001 0.0622% 0.0622%TEMPUR SEALY INTERNATIONAL I COMMON STOCK USD.01 0.0561% 0.0561%TRADE DESK INC/THE CLASS A COMMON STOCK 0.0504% 0.0504%TRADEWEB MARKETS INC CLASS A COMMON STOCK USD.01 0.0445% 0.0445%TREX COMPANY INC COMMON STOCK USD.01 0.0697% 0.0697%TURNING POINT THERAPEUTICS I COMMON STOCK USD.0001 0.0301% 0.0301%ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK USD.001 0.0415% 0.0415%UNITED RENTALS INC COMMON STOCK USD.01 0.0577% 0.0577%UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 0.0661% 0.0661%VIR BIOTECHNOLOGY INC COMMON STOCK 0.0326% 0.0326%AAR CORP COMMON STOCK USD1.0 0.0293% 0.0293%AECOM COMMON STOCK USD.01 0.0528% 0.0528%ALASKA AIR GROUP INC COMMON STOCK USD.01 0.0425% 0.0425%ALLIANCEBERNSTEIN GOVT STIF SSC FUND 64BA AGIS 587 0.1156% 0.1156%ALLIANT ENERGY CORP COMMON STOCK USD.01 0.0636% 0.0636%AMDOCS LTD COMMON STOCK GBP.0001 0.0554% 0.0554%AMERICAN CAMPUS COMMUNITIES REIT USD.01 0.0536% 0.0536%AMERICAN FINANCIAL GROUP INC COMMON STOCK 0.0425% 0.0425%AMERICOLD REALTY TRUST REIT USD.01 0.0284% 0.0284%ARROW ELECTRONICS INC COMMON STOCK USD1.0 0.0375% 0.0375%ASSOCIATED BANC CORP COMMON STOCK USD.01 0.0571% 0.0571%BANKUNITED INC COMMON STOCK USD.01 0.0543% 0.0543%BELDEN INC COMMON STOCK USD.01 0.0443% 0.0443%BLACK HILLS CORP COMMON STOCK USD1.0 0.0366% 0.0366%BRUNSWICK CORP COMMON STOCK USD.75 0.0727% 0.0727%CALLAWAY GOLF COMPANY COMMON STOCK USD.01 0.0678% 0.0678%

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CAMDEN PROPERTY TRUST REIT USD.01 0.0640% 0.0640%CAPRI HOLDINGS LTD COMMON STOCK 0.0167% 0.0167%CARPENTER TECHNOLOGY COMMON STOCK USD5.0 0.0298% 0.0298%CIMAREX ENERGY CO COMMON STOCK USD.01 0.0110% 0.0110%COMERICA INC COMMON STOCK USD5.0 0.0453% 0.0453%COMMVAULT SYSTEMS INC COMMON STOCK USD.01 0.0531% 0.0531%COUSINS PROPERTIES INC REIT USD1.0 0.0371% 0.0371%CRITEO SA SPON ADR ADR EUR.025 0.0247% 0.0247%CROCS INC COMMON STOCK USD.001 0.0455% 0.0455%CUBESMART REIT USD.01 0.0536% 0.0536%DANA INC COMMON STOCK USD.01 0.0584% 0.0584%DRIL QUIP INC COMMON STOCK USD.01 0.0366% 0.0366%ENERSYS COMMON STOCK USD.01 0.0563% 0.0563%ESSENT GROUP LTD COMMON STOCK USD.015 0.0482% 0.0482%EVEREST RE GROUP LTD COMMON STOCK USD.01 0.0665% 0.0665%FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 0.0452% 0.0452%FIRST CITIZENS BCSHS CL A COMMON STOCK USD1.0 0.0338% 0.0338%FOOT LOCKER INC COMMON STOCK USD.01 0.0409% 0.0409%GATX CORP COMMON STOCK USD.625 0.0106% 0.0106%GCP APPLIED TECHNOLOGIES COMMON STOCK USD.01 0.0019% 0.0019%GENPACT LTD COMMON STOCK USD.01 0.0404% 0.0404%GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 0.0489% 0.0489%HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 0.0734% 0.0734%HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 0.0490% 0.0490%HOLLYFRONTIER CORP COMMON STOCK USD.01 0.0660% 0.0660%HOUGHTON MIFFLIN HARCOURT CO COMMON STOCK USD.01 0.0057% 0.0057%ICON PLC COMMON STOCK EUR.06 0.0440% 0.0440%KB HOME COMMON STOCK USD1.0 0.0311% 0.0311%KEMPER CORP COMMON STOCK USD.1 0.0070% 0.0070%KENNAMETAL INC COMMON STOCK USD1.25 0.0635% 0.0635%KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001 0.0627% 0.0627%KULICKE + SOFFA INDUSTRIES COMMON STOCK 0.0488% 0.0488%LEAR CORP COMMON STOCK USD.01 0.0509% 0.0509%MASONITE INTERNATIONAL CORP COMMON STOCK 0.0726% 0.0726%MAXLINEAR INC COMMON STOCK 0.0437% 0.0437%MGM GROWTH PROPERTIES LLC A REIT 0.0600% 0.0600%MOELIS + CO CLASS A COMMON STOCK USD.01 0.0475% 0.0475%MOLINA HEALTHCARE INC COMMON STOCK USD.001 0.0550% 0.0550%MRC GLOBAL INC COMMON STOCK USD.01 0.0357% 0.0357%NCR CORPORATION COMMON STOCK USD.01 0.0390% 0.0390%NETSCOUT SYSTEMS INC COMMON STOCK USD.001 0.0361% 0.0361%NOMAD FOODS LTD COMMON STOCK 0.0657% 0.0657%NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 0.0293% 0.0293%ONEMAIN HOLDINGS INC COMMON STOCK USD.01 0.0251% 0.0251%ORION ENGINEERED CARBONS SA COMMON STOCK 0.0346% 0.0346%OSHKOSH CORP COMMON STOCK USD.01 0.0617% 0.0617%PAPA JOHN S INTL INC COMMON STOCK USD.01 0.0722% 0.0722%PARK HOTELS + RESORTS INC REIT USD.01 0.0204% 0.0204%PERRIGO CO PLC COMMON STOCK EUR.001 0.0439% 0.0439%PHYSICIANS REALTY TRUST REIT USD.01 0.0557% 0.0557%PNM RESOURCES INC COMMON STOCK 0.0369% 0.0369%PRIMO WATER CORP COMMON STOCK 0.0490% 0.0490%PULTEGROUP INC COMMON STOCK USD.01 0.0714% 0.0714%QUANTA SERVICES INC COMMON STOCK USD.00001 0.0667% 0.0667%RALPH LAUREN CORP COMMON STOCK USD.01 0.0324% 0.0324%REGAL BELOIT CORP COMMON STOCK USD.01 0.0737% 0.0737%REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 0.0414% 0.0414%RLJ LODGING TRUST REIT 0.0279% 0.0279%ROBERT HALF INTL INC COMMON STOCK USD.001 0.0403% 0.0403%SEALED AIR CORP COMMON STOCK USD.1 0.0602% 0.0602%SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 0.0299% 0.0299%SKECHERS USA INC CL A COMMON STOCK USD.001 0.0338% 0.0338%SKYWEST INC COMMON STOCK 0.0388% 0.0388%SOUTHWEST GAS HOLDINGS INC COMMON STOCK USD1.0 0.0379% 0.0379%

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STAG INDUSTRIAL INC REIT USD.01 0.0645% 0.0645%STERLING BANCORP/DE COMMON STOCK USD.01 0.0372% 0.0372%SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 0.0584% 0.0584%TAYLOR MORRISON HOME CORP COMMON STOCK USD.00001 0.0335% 0.0335%TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 0.0392% 0.0392%TRINSEO SA COMMON STOCK USD.01 0.0224% 0.0224%TTM TECHNOLOGIES COMMON STOCK USD.001 0.0410% 0.0410%UMPQUA HOLDINGS CORP COMMON STOCK 0.0504% 0.0504%UNITED RENTALS INC COMMON STOCK USD.01 0.0418% 0.0418%US FOODS HOLDING CORP COMMON STOCK USD.01 0.0334% 0.0334%VERINT SYSTEMS INC COMMON STOCK USD.001 0.0315% 0.0315%VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 0.0450% 0.0450%WEBSTER FINANCIAL CORP COMMON STOCK USD.01 0.0470% 0.0470%WESTLAKE CHEMICAL CORP COMMON STOCK USD.01 0.0303% 0.0303%WILLIAMS SONOMA INC COMMON STOCK USD.01 0.0747% 0.0747%XPO LOGISTICS INC COMMON STOCK USD.001 0.0447% 0.0447%ZIONS BANCORP NA COMMON STOCK USD.001 0.0581% 0.0581%111 ADR REPRESENTING INC 0.0002% 0.0002%21VIANET GROUP ADR REPRESENTING SI 0.0022% 0.0022%360 FINANCE ADR INC 0.0011% 0.0011%360 SECURITY TECHNOLOGY INC A 0.0005% 0.0005%361 DEGREES INTERNATIONAL LTD 0.0002% 0.0002%3I GROUP PLC 0.0170% 0.0170%3SBIO INC 0.0027% 0.0027%51JOB ADR REPRESENTING INC 0.0034% 0.0034%58.COM ADR REPRESENTING INC 0.0090% 0.0090%77 BANK LTD 0.0014% 0.0014%888 HOLDINGS PLC 0.0014% 0.0014%A G BARR PLC 0.0009% 0.0009%A P MOLLER MAERSK 0.0060% 0.0060%A P MOLLER MAERSK B 0.0131% 0.0131%A2A 0.0038% 0.0038%AAC TECHNOLOGIES HOLDINGS INC 0.0077% 0.0077%AAK 0.0053% 0.0053%AALBERTS NV 0.0056% 0.0056%AAMAL HOLDING 0.0006% 0.0006%AANNEMINGSMAATSCHAPPIJ CFE NV 0.0008% 0.0008%AAREAL BANK AG 0.0020% 0.0020%AARTI INDUSTRIES LTD 0.0009% 0.0009%AAVAS FINANCIERS LTD 0.0008% 0.0008%AB DYNAMICS PLC 0.0006% 0.0006%AB SCIENCE SA 0.0005% 0.0005%ABACUS PROPERTY GROUP STAPLED UNIT 0.0018% 0.0018%ABB LTD 0.0708% 0.0708%ABC ARBITRAGE SA 0.0005% 0.0005%ABC MART INC 0.0033% 0.0033%ABCAM PLC 0.0056% 0.0056%ABDULLAH AL OTHAIM MARKETS 0.0021% 0.0021%ABENGOA SA CALL .0002 EUR ABENGOA 0.0000% 0.0000%ABL BIO INC 0.0012% 0.0012%ABN AMRO BANK NV 0.0063% 0.0063%ABOITIZ EQUITY VENTURES PHP1 INC 0.0028% 0.0028%ABOITIZ POWER CORP 0.0013% 0.0013%ABSA GROUP LTD 0.0060% 0.0060%ABU DHABI COMMERCIAL BANK 0.0064% 0.0064%ACADEMEDIA 0.0010% 0.0010%ACBEL POLYTECH INC 0.0004% 0.0004%ACCELL GROUP NV 0.0009% 0.0009%ACCENT GROUP LTD 0.0005% 0.0005%ACCIONA SA 0.0037% 0.0037%ACCOR SA 0.0088% 0.0088%ACCORDIA GOLF TRUST UNITS 0.0005% 0.0005%ACCTON TECHNOLOGY CORP 0.0068% 0.0068%ACE HARDWARE INDONESIA 0.0009% 0.0009%

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ACEA 0.0018% 0.0018%ACER 0.0030% 0.0030%ACERINOX SA 0.0023% 0.0023%ACHILLES CORP 0.0004% 0.0004%ACKERMANS & VAN HAAREN NV 0.0051% 0.0051%ACOM LTD 0.0026% 0.0026%ACS ACTIVIDADES DE CONSTRUCCION Y 0.0112% 0.0112%ACTIVIA PROPERTIES REIT INC 0.0013% 0.0013%ACTIVIDADES DE CONSTRUCCION Y SERV 0.0007% 0.0007%ADANI ENTERPRISES LTD 0.0005% 0.0005%ADANI PORTS AND SPECIAL ECONOMIC Z 0.0042% 0.0042%ADANI POWER LTD 0.0006% 0.0006%ADAPTEO 0.0006% 0.0006%ADARO ENERGY TBK 0.0016% 0.0016%ADASTRIA LTD 0.0007% 0.0007%ADATA TECHNOLOGY LTD 0.0007% 0.0007%ADBRI LTD 0.0013% 0.0013%ADCOCK INGRAM HOLDINGS LTD 0.0002% 0.0002%ADDCN TECHNOLOGY LTD 0.0002% 0.0002%ADDSINO LTD A 0.0004% 0.0004%ADDTECH B 0.0045% 0.0045%ADECCO GROUP AG 0.0124% 0.0124%ADECOAGRO SA 0.0008% 0.0008%ADEKA CORP 0.0019% 0.0019%ADEVINTA 0.0042% 0.0042%ADIDAS N AG 0.0853% 0.0853%ADITYA BIRLA FAS PARTLY PAID RIGHT 0.0000% 0.0000%ADITYA BIRLA FASHION AND RETAIL LT 0.0005% 0.0005%ADLINK TECHNOLOGY INC 0.0004% 0.0004%ADMIE HOLDING COMPANY SA SHRS 0.0005% 0.0005%ADMIRAL GROUP PLC 0.0094% 0.0094%ADO PROPERTIES 0.0021% 0.0021%ADVA OPTICAL NETWORKING 0.0005% 0.0005%ADVAN LTD 0.0004% 0.0004%ADVANCE RESIDENCE INVESTMENT REIT 0.0073% 0.0073%ADVANCED CERAMIC X CORP 0.0010% 0.0010%ADVANCED INFO SERVICE NON-VOTING D 0.0126% 0.0126%ADVANCED MEDICAL SOLUTIONS GROUP P 0.0010% 0.0010%ADVANCED PETROCHEMICAL 0.0029% 0.0029%ADVANCED PROCESS SYSTEMS CORP 0.0004% 0.0004%ADVANCED WIRELESS SEMICONDUCTOR 0.0007% 0.0007%ADVANTAGE OIL AND GAS LTD 0.0004% 0.0004%ADVANTECH LTD 0.0059% 0.0059%ADVANTEST CORP 0.0195% 0.0195%ADYEN NV 0.0448% 0.0448%AECC AVIATION POWER LTD A 0.0010% 0.0010%AECI LTD 0.0009% 0.0009%AECON GROUP INC 0.0011% 0.0011%AEDAS HOMES SA 0.0007% 0.0007%AEDIFICA REIT SA 0.0050% 0.0050%AEGEAN AIRLINES SA 0.0003% 0.0003%AEGIS LOGISTICS LTD 0.0003% 0.0003%AEGON NV 0.0092% 0.0092%AEKYUNG IND LTD 0.0003% 0.0003%AENA SME SA 0.0154% 0.0154%AEON CO (M) 0.0003% 0.0003%AEON CREDIT SERVICE (M) 0.0003% 0.0003%AEON DELIGHT LTD 0.0010% 0.0010%AEON FANTASY LTD 0.0002% 0.0002%AEON FINANCIAL SERVICES LTD 0.0020% 0.0020%AEON HOKKAIDO CORP 0.0003% 0.0003%AEON LTD 0.0261% 0.0261%AEON MALL LTD 0.0023% 0.0023%AEON REIT INVESTMENT REIT CORP 0.0007% 0.0007%

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AEON THANA SINSAP (THAILAND) NON-V 0.0005% 0.0005%AERCAP HOLDINGS NV 0.0069% 0.0069%AEROFLOT ROSSIYSKIYE AVIALINII 0.0010% 0.0010%AEROPORTS DE PARIS SA 0.0053% 0.0053%AES GENER SA 0.0007% 0.0007%AES TIETE ENERGIA UNITS SA 0.0007% 0.0007%AF POYRY CLASS B 0.0035% 0.0035%AFI PROPERTIES LTD 0.0010% 0.0010%AFORBES LTD 0.0004% 0.0004%AFREECATV LTD 0.0007% 0.0007%AFRICAN RAINBOW MINERAL LTD 0.0019% 0.0019%AFTERPAY LTD 0.0153% 0.0153%AG GROWTH INTERNATIONAL INC 0.0007% 0.0007%AGC INC 0.0094% 0.0094%AGEAS SA 0.0108% 0.0108%AGFA-GEVAERT NV 0.0010% 0.0010%AGGREKO PLC 0.0024% 0.0024%AGILE GROUP HOLDINGS LTD 0.0029% 0.0029%AGL ENERGY LTD 0.0128% 0.0128%AGNICO EAGLE MINES LTD 0.0265% 0.0265%AGRANA BETEILIGUNGS AG 0.0004% 0.0004%AGRICULTURAL BANK OF CHINA LTD A 0.0031% 0.0031%AGRICULTURAL BANK OF CHINA LTD H 0.0200% 0.0200%AGTECH HOLDINGS LTD 0.0003% 0.0003%AGUAS ANDINAS SA 0.0019% 0.0019%AHNLAB INC 0.0004% 0.0004%AI HOLDINGS CORP 0.0009% 0.0009%AI INSIDE INC 0.0004% 0.0004%AIA ENGINEERING LTD 0.0014% 0.0014%AIA GROUP LTD 0.1925% 0.1925%AIB GROUP 0.0018% 0.0018%AICA KOGYO LTD 0.0030% 0.0030%AICHI BANK LTD 0.0002% 0.0002%AICHI CORP 0.0004% 0.0004%AICHI STEEL CORP 0.0005% 0.0005%AIDA ENGINEERING LTD 0.0006% 0.0006%AIER EYE HOSPITAL GROUP LTD A 0.0022% 0.0022%AIFUL CORP 0.0012% 0.0012%AIMS APAC REIT 0.0007% 0.0007%AIN HOLDINGS INC 0.0028% 0.0028%AIR ARABIA 0.0013% 0.0013%AIR CANADA VOTING AND VARIABLE VOT 0.0031% 0.0031%AIR CHINA LTD H 0.0024% 0.0024%AIR FRANCE-KLM SA 0.0015% 0.0015%AIR LIQUIDE SA 0.1165% 0.1165%AIR NEW ZEALAND LTD 0.0008% 0.0008%AIR WATER INC 0.0046% 0.0046%AIRASIA GROUP 0.0005% 0.0005%AIRBUS GROUP 0.0715% 0.0715%AIRPORT CITY LTD 0.0013% 0.0013%AIRPORTS OF THAILAND NON-VOTING DR 0.0144% 0.0144%AIRTAC INTERNATIONAL GROUP 0.0033% 0.0033%AISAN INDUSTRY LTD 0.0002% 0.0002%AISIN SEIKI LTD 0.0081% 0.0081%AISINO CORP A 0.0007% 0.0007%AIXTRON 0.0024% 0.0024%AJ BELL PLC 0.0024% 0.0024%AJANTA PHARMA LTD 0.0007% 0.0007%AJINOMOTO INC 0.0132% 0.0132%AK ALROSA 0.0040% 0.0040%AK HOLDINGS 0.0001% 0.0001%AK MEDICAL HOLDINGS LTD 0.0020% 0.0020%AKATSUKI INC 0.0004% 0.0004%AKBANK A 0.0048% 0.0048%

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AKER 0.0016% 0.0016%AKITA BANK LTD 0.0003% 0.0003%AKKA TECHNOLOGIES 0.0007% 0.0007%AKR CORPORINDO 0.0005% 0.0005%AKSA AKRILIK KIMYA SANAYI A 0.0003% 0.0003%AKTIA BANK CLASS A 0.0010% 0.0010%AKWEL SA 0.0002% 0.0002%AKZO NOBEL INDIA LTD 0.0004% 0.0004%AKZO NOBEL NV 0.0305% 0.0305%AL HAMMADI DEVELOPMENT AND INVESTM 0.0006% 0.0006%AL MEERA CONSUMER GOODS COMPANY 0.0008% 0.0008%AL MOUWASAT MEDICAL SERVICES 0.0020% 0.0020%AL RAJHI BANK 0.0319% 0.0319%AL RAJHI COMPANY FOR COOPERATIVE I 0.0004% 0.0004%ALACER GOLD CORP 0.0035% 0.0035%ALAMOS GOLD INC CLASS A 0.0064% 0.0064%ALARIS ROYALTY CORP 0.0006% 0.0006%ALBIOMA SA 0.0018% 0.0018%ALCHIP TECHNOLOGIES LTD 0.0016% 0.0016%ALCON AG 0.0481% 0.0481%ALD SA 0.0017% 0.0017%ALDAR PROPERTIES 0.0033% 0.0033%ALDREES PETROLEUM AND TRANSPORT SE 0.0009% 0.0009%ALEMBIC PHARMACEUTICALS LTD 0.0009% 0.0009%ALFA A 0.0029% 0.0029%ALFA FINANCIAL SOFTWARE HOLDINGS P 0.0001% 0.0001%ALFA LAVAL 0.0119% 0.0119%ALFEN NV 0.0008% 0.0008%ALFRESA HOLDINGS CORP 0.0068% 0.0068%ALGONQUIN POWER UTILITIES CORP 0.0117% 0.0117%ALIANSCE SONAE SHOPPING CENTERS SA 0.0012% 0.0012%ALIBABA GROUP HOLDING ADR REPRESEN 0.6956% 0.6956%ALIBABA HEALTH INFORMATION TECH LT 0.0182% 0.0182%ALIBABA PICTURES GROUP LTD 0.0030% 0.0030%ALIMAK GROUP 0.0006% 0.0006%ALIMENTATION COUCHE TARD SUB VOTIN 0.0473% 0.0473%ALINMA BANK 0.0067% 0.0067%ALIOR BANK SA 0.0006% 0.0006%A-LIVING SERVICES LTD H 0.0040% 0.0040%ALK-ABELLO B 0.0030% 0.0030%ALLHOME CORP 0.0002% 0.0002%ALLIANCE BANK MALAYSIA BHD 0.0008% 0.0008%ALLIANCE GLOBAL GROUP INC 0.0009% 0.0009%ALLIANCE PHARMA PLC 0.0008% 0.0008%ALLIANZ 0.1454% 0.1454%ALLIED ELECTRONICS LTD A 0.0003% 0.0003%ALLIED PROPERTIES REAL ESTATE INVT 0.0033% 0.0033%ALLREAL HOLDING AG 0.0049% 0.0049%ALM BRAND 0.0009% 0.0009%ALMARAI 0.0059% 0.0059%ALMIRALL SA 0.0016% 0.0016%ALONY-HETZ PROPERTIES AND INVESTME 0.0025% 0.0025%ALPEK SA DE CV 0.0005% 0.0005%ALPEN LTD 0.0005% 0.0005%ALPHA BANK SA 0.0017% 0.0017%ALPHA SYSTEMS INC 0.0004% 0.0004%ALPS ALPINE LTD 0.0046% 0.0046%ALS LTD 0.0037% 0.0037%ALSEA DE CV 0.0008% 0.0008%ALSO HOLDING AG 0.0028% 0.0028%ALSTOM SA 0.0150% 0.0150%ALTAGAS LTD 0.0056% 0.0056%ALTECH CORP 0.0005% 0.0005%ALTEN SA 0.0043% 0.0043%

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ALTEOGEN INC 0.0036% 0.0036%ALTICE EUROPE NV 0.0042% 0.0042%ALTIUM LTD 0.0046% 0.0046%ALTIUS MINERALS CORP 0.0005% 0.0005%ALTRI SGPS SA 0.0006% 0.0006%ALTUS GROUP LTD 0.0021% 0.0021%ALTUS PROPERTY VENTURES INC 0.0000% 0.0000%ALUJAIN HOLDING CORPORATION 0.0004% 0.0004%ALUMINA LTD 0.0047% 0.0047%ALUMINUM CORPORATION OF CHINA CORP 0.0009% 0.0009%ALUMINUM CORPORATION OF CHINA CORP 0.0015% 0.0015%ALUPAR INVESTIMENTO UNITS SA 0.0011% 0.0011%AMADA LTD 0.0048% 0.0048%AMADEUS FIRE AG 0.0011% 0.0011%AMADEUS IT GROUP SA 0.0385% 0.0385%AMAGERBANKEN 0.0000% 0.0000%AMANAT HOLDING 0.0005% 0.0005%AMANO CORP 0.0019% 0.0019%AMARA RAJA BATTERIES LTD 0.0003% 0.0003%AMATA CORPORATION NON-VOTING DR PC 0.0008% 0.0008%AMBEA 0.0007% 0.0007%AMBER ENTERPRISES INDIA LTD 0.0003% 0.0003%AMBEV SA 0.0212% 0.0212%AMBU CLASS B 0.0088% 0.0088%AMBUJA CEMENTS LTD 0.0026% 0.0026%AMERICA MOVIL L 0.0369% 0.0369%AMG ADVANCED METALLURGICAL GROUP N 0.0009% 0.0009%AMICOGEN INC 0.0006% 0.0006%AMMB HOLDINGS 0.0020% 0.0020%AMOREG 0.0022% 0.0022%AMOREPACIFIC CORP 0.0079% 0.0079%AMOREPACIFIC PREF CORP 0.0007% 0.0007%AMOT INVESTMENTS LTD 0.0014% 0.0014%AMP LTD 0.0075% 0.0075%AMPLIFON 0.0057% 0.0057%AMPOL LTD 0.0087% 0.0087%AMREST HOLDINGS 0.0008% 0.0008%AMS AG 0.0067% 0.0067%AMTRAN TECHNOLOGY LTD 0.0004% 0.0004%AMUNDI SA 0.0079% 0.0079%AMUSE INC 0.0004% 0.0004%ANA HOLDINGS INC 0.0046% 0.0046%ANADOLU CAM SANAYII A 0.0002% 0.0002%ANADOLU EFES BIRACILIK VE MALT SAN 0.0010% 0.0010%ANANTI INC 0.0007% 0.0007%ANDLAUER HEALTHCARE GROUP INC 0.0005% 0.0005%ANDRITZ AG 0.0044% 0.0044%ANEKA TAMBANG 0.0006% 0.0006%ANEST IWATA CORP 0.0003% 0.0003%ANGEL YEAST LTD A 0.0006% 0.0006%ANGES INC 0.0038% 0.0038%ANGLO AMERICAN PLATINUM LTD 0.0066% 0.0066%ANGLO AMERICAN PLC 0.0484% 0.0484%ANGLO PACIFIC GROUP PLC 0.0005% 0.0005%ANGLOGOLD ASHANTI LTD 0.0212% 0.0212%ANHEUSER BUSCH INBEV NV 0.0640% 0.0640%ANHUI CONCH CEMENT LTD A 0.0029% 0.0029%ANHUI CONCH CEMENT LTD H 0.0146% 0.0146%ANHUI EXPRESSWAY LTD H 0.0004% 0.0004%ANHUI GUJING DISTILLERY LTD A 0.0014% 0.0014%ANHUI GUJING DISTILLERY LTD B 0.0014% 0.0014%ANHUI KOUZI DISTILLERY LTD A 0.0006% 0.0006%ANICOM HOLDINGS INC 0.0013% 0.0013%ANIMA HOLDING 0.0022% 0.0022%

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ANIMA HOLDING SA 0.0006% 0.0006%ANRITSU CORP 0.0057% 0.0057%ANSELL LTD 0.0056% 0.0056%ANTA SPORTS PRODUCTS LTD 0.0165% 0.0165%ANTEROGEN LTD 0.0007% 0.0007%ANTOFAGASTA PLC 0.0077% 0.0077%ANXIN-CHINA HOLDINGS LTD 0.0000% 0.0000%AO WORLD PLC 0.0009% 0.0009%AOKI HOLDINGS INC 0.0003% 0.0003%AOMORI BANK LTD 0.0006% 0.0006%AOYAMA TRADING LTD 0.0005% 0.0005%AOYUAN HEALTHY LIFE GROUP LTD 0.0005% 0.0005%AOZORA BANK LTD 0.0037% 0.0037%AP EAGERS LTD 0.0012% 0.0012%AP THAILAND NON-VOTING DR PCL 0.0008% 0.0008%APA GROUP UNITS 0.0157% 0.0157%APERAM SA 0.0023% 0.0023%APG SGA SA 0.0003% 0.0003%APHRIA INC 0.0018% 0.0018%APL APOLLO TUBES LTD 0.0002% 0.0002%APOLLO FUTURE MOBILITY GROUP LTD 0.0005% 0.0005%APOLLO HOSPITALS ENTERPRISE LTD 0.0028% 0.0028%APOLLO TYRES 0.0006% 0.0006%APPEN LTD 0.0045% 0.0045%APPLUS SERVICES SA 0.0019% 0.0019%APROGEN KIC INC 0.0004% 0.0004%ARA LOGOS LOGISTICS REIT UNITS TRU 0.0015% 0.0015%ARAB NATIONAL BANK 0.0050% 0.0050%ARABIAN CEMENT 0.0006% 0.0006%ARATA CORP 0.0009% 0.0009%ARB CORPORATION CORP LTD 0.0014% 0.0014%ARBONIA AG 0.0008% 0.0008%ARC RESOURCES LTD 0.0021% 0.0021%ARCA CONTINENTAL 0.0034% 0.0034%ARCADIS NV 0.0022% 0.0022%ARCADYAN TECHNOLOGY CORP 0.0007% 0.0007%ARCELORMITTAL SA 0.0129% 0.0129%ARCLAND SAKAMOTO LTD 0.0008% 0.0008%ARCLAND SERVICE HOLDINGS LTD 0.0005% 0.0005%ARCOS DORADOS HOLDINGS INC CLASS A 0.0009% 0.0009%ARCS LTD 0.0013% 0.0013%ARDENTEC CORP 0.0008% 0.0008%AREZZO INDUSTRIA E SA 0.0007% 0.0007%ARGENX 0.0164% 0.0164%ARGO GRAPHICS INC 0.0008% 0.0008%ARGOSY PROPERTY LTD 0.0012% 0.0012%ARIAKE JAPAN LTD 0.0020% 0.0020%ARISTOCRAT LEISURE LTD 0.0171% 0.0171%ARITZIA SUBORDINATE VOTING INC 0.0021% 0.0021%ARJO CLASS B 0.0020% 0.0020%ARKEMA SA 0.0114% 0.0114%ARNOLDO MONDADORI EDITORE 0.0002% 0.0002%AROUNDTOWN PROPERTY HOLDINGS SA 0.0113% 0.0113%ARRIYADH DEVELOPMENT 0.0006% 0.0006%ARTERIA NETWORKS CORP 0.0008% 0.0008%ARTI SURFACTANTS 0.0000% 0.0000%ARTIS REAL ESTATE INVESTMENT TRUST 0.0007% 0.0007%ARUHI CORP 0.0009% 0.0009%ARVIND FASHIONS RIGHTS LTD 0.0000% 0.0000%ARYZTA AG 0.0007% 0.0007%AS ONE CORP 0.0024% 0.0024%ASAHI DIAMOND INDUSTRIAL LTD 0.0004% 0.0004%ASAHI GROUP HOLDINGS LTD 0.0231% 0.0231%ASAHI HOLDINGS INC 0.0018% 0.0018%

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ASAHI INTECC LTD 0.0097% 0.0097%ASAHI KASEI CORP 0.0176% 0.0176%ASAHI LTD 0.0004% 0.0004%ASCENDAS INDIA UNITS TRUST 0.0014% 0.0014%ASCENDAS REAL ESTATE INVESTMENT TR 0.0148% 0.0148%ASCENTIAL PLC 0.0025% 0.0025%ASCLETIS PHARMA INC 0.0003% 0.0003%ASCOM HOLDING AG 0.0006% 0.0006%ASCOPIAVE 0.0006% 0.0006%ASCOTT RESIDENCE TRUST STAPLED UNI 0.0028% 0.0028%ASE TECHNOLOGY HOLDING LTD 0.0131% 0.0131%ASELSAN ELEKTRONIK SANAYI VE TICAR 0.0023% 0.0023%ASHMORE GROUP PLC 0.0038% 0.0038%ASHOK LEYLAND LTD 0.0013% 0.0013%ASHTEAD GROUP PLC 0.0258% 0.0258%ASHTROM GROUP LTD 0.0005% 0.0005%ASIA AVIATION NON-VOTING DR PCL 0.0003% 0.0003%ASIA CEMENT CHINA CORP 0.0008% 0.0008%ASIA CEMENT CORP 0.0054% 0.0054%ASIA OPTICAL INC 0.0009% 0.0009%ASIA PACIFIC TELECOM LTD 0.0009% 0.0009%ASIA VITAL COMPONENTS LTD 0.0007% 0.0007%ASIAN PAINTS LTD 0.0111% 0.0111%ASIANA AIRLINES INC 0.0008% 0.0008%ASICS CORP 0.0030% 0.0030%ASKA PHARMACEUTICAL LTD 0.0004% 0.0004%ASKUL CORP 0.0011% 0.0011%ASM INTERNATIONAL NV 0.0123% 0.0123%ASM PACIFIC TECHNOLOGY LTD 0.0054% 0.0054%ASMEDIA TECHNOLOGY INC 0.0023% 0.0023%ASML HOLDING NV 0.2668% 0.2668%ASOS PLC 0.0055% 0.0055%ASPEED TECHNOLOGY INC 0.0017% 0.0017%ASPEN PHARMACARE LTD 0.0057% 0.0057%ASR NEDERLAND NV 0.0074% 0.0074%ASROCK INC 0.0003% 0.0003%ASSA ABLOY B 0.0349% 0.0349%ASSECO POLAND SA 0.0017% 0.0017%ASSET WORLD CORP PCL NVDR 0.0012% 0.0012%ASSICURAZIONI GENERALI 0.0285% 0.0285%ASSIR TRADING TOURISM AND MANUFACT 0.0003% 0.0003%ASSOCIATED BRITISH FOODS PLC 0.0142% 0.0142%ASSURA REIT PLC 0.0042% 0.0042%ASTELLAS PHARMA INC 0.0530% 0.0530%ASTM 0.0025% 0.0025%ASTON MARTIN LAGONDA GLOBAL HOLDIN 0.0005% 0.0005%ASTRA AGRO LESTARI 0.0004% 0.0004%ASTRA INTERNATIONAL 0.0114% 0.0114%ASTRAL FOODS LTD 0.0006% 0.0006%ASTRAL POLY TECHNIK LTD 0.0014% 0.0014%ASTRAZENECA PHARMA INDIA LTD 0.0004% 0.0004%ASTRAZENECA PLC 0.2331% 0.2331%ASUSTEK COMPUTER INC 0.0091% 0.0091%ASX LTD 0.0194% 0.0194%ASYMCHEM LABORATORIES (TIANJIN) LT 0.0012% 0.0012%AT & S AUSTRIA TECHNOLOGIE & SYSTE 0.0008% 0.0008%ATA IMS 0.0002% 0.0002%ATACADAO CARREFOUR SA 0.0027% 0.0027%ATCO LTD CLASS I 0.0040% 0.0040%ATEA 0.0013% 0.0013%ATEN INTERNATIONAL LTD 0.0004% 0.0004%ATHENS WATER SUPPLY AND SEWAGE SA 0.0006% 0.0006%ATLANTIA 0.0137% 0.0137%ATLAS ARTERIA STAPLED UNITS 0.0069% 0.0069%

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ATLAS COPCO CLASS A 0.0484% 0.0484%ATLAS COPCO CLASS B 0.0247% 0.0247%ATLAS CORP 0.0011% 0.0011%ATOM CORP 0.0013% 0.0013%ATOS 0.0141% 0.0141%ATRESMEDIA CORP SA 0.0004% 0.0004%ATRIUM LJUNGBERG B 0.0011% 0.0011%ATS AUTOMATION TOOLING SYSTEMS INC 0.0018% 0.0018%ATTACQ LIMITED LTD 0.0003% 0.0003%ATTENDO 0.0007% 0.0007%ATUL LTD 0.0015% 0.0015%AU OPTRONICS CORP 0.0047% 0.0047%AU SMALL FINANCE BANK LTD 0.0018% 0.0018%AUB GROUP LTD 0.0012% 0.0012%AUBAY SA 0.0004% 0.0004%AUCKLAND INTERNATIONAL AIRPORT LTD 0.0088% 0.0088%AUDIOCODES LTD 0.0012% 0.0012%AURAS TECHNOLOGY LTD 0.0006% 0.0006%AURELIUS 0.0007% 0.0007%AURINIA PHARMACEUTICALS INC 0.0023% 0.0023%AURIZON HOLDINGS LTD 0.0111% 0.0111%AUROBINDO PHARMA LTD 0.0052% 0.0052%AURORA CANNABIS INC 0.0023% 0.0023%AURORA CORP 0.0003% 0.0003%AURUBIS AG 0.0036% 0.0036%AUSNET SERVICES 0.0036% 0.0036%AUSNUTRIA DAIRY CORP LTD 0.0022% 0.0022%AUSTAL LTD 0.0012% 0.0012%AUSTEVOLL SEAFOOD 0.0013% 0.0013%AUSTRALIA AND NEW ZEALAND BANKING 0.0623% 0.0623%AUSTRALIAN AGRICULTURAL COMPANY LT 0.0004% 0.0004%AUSTRALIAN PHARMACEUTICAL INDUSTRI 0.0005% 0.0005%AUTO TRADER GROUP PLC 0.0108% 0.0108%AUTOBACS SEVEN LTD 0.0016% 0.0016%AUTOBIO DIAGNOSTICS LTD A 0.0008% 0.0008

Retirement Strategy Fund 2035 June 30, 2020 Note: Numbers … · 2020. 12. 16. · Retirement...

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Transcript of Retirement Strategy Fund 2035 June 30, 2020 Note: Numbers … · 2020. 12. 16. · Retirement...