DISCLOSE REGISTER - FULL PORTFOLIO HOLDINGS 1.0

Offer name Whai Rawa Unit Trust Offer number OFR10857 Fund name Conservative Fund Fund number FND995 Period disclosure applies [dd/mm/yyyy] 30/09/2020 Asset name % of fund net assets Security code AMP Capital Investors NZ Cash Fund 29.62% NAM Wholesale SRI Equity Fund 3.34% NEW ZEALAND GOVERNMENT 5.5% 15/04/2023 1.69% NZGOVDT423C0 NEW ZEALAND GOVERNMENT 3.5% 14/04/2033 1.44% NZGOVDT433C9

NEW ZEALAND GOVERNMENT BOND 0.5% 15/05/2024 1.34% NZGOVDT524C5

NEW ZEALAND GOVERNMENT INDEXED BOND 2% 1.12% NZIIBDT002C2 20/09/2025

NEW ZEALAND GOVERNMENT BOND 1.5% 15/05/2031 0.97% NZGOVDT531C0

Housing New Zealand Ltd Bond 3.42% 18/10/2028 0.94% NZHNZD0628L7

Aviva Investors Multi-Strategy Fixed Income Fund 0.84% HOUSING NEW ZEALAND LTD 051026 2.247 GB 0.78% NZHNZD0001L7 NEW ZEALAND GOVERNEMNT 200429 3.0 GB 0.73% NZGOVDT429C7 NEW ZEALAND GOVERNMENT 2.75% 15/04/2025 0.72% NZGOVDT425C5 NEW ZEALAND GOVERNMENT 2.75% 15/04/2037 0.64% NZGOVDT437C0 NEW ZEALAND GOVERNMENT 6% 15/05/2021 0.63% NZGOVD0521C2 NEW ZEALAND GOVERNMENT 4.5% 15/04/2027 0.62% NZGOVDT427C1

GERMANY(FED REP) 0% T-BILL 20/01/21 EUR0.01 0.62% DE0001030294

NEW ZEALAND GOVERNMENT 150541 1.75 GB 0.60% NZGOVDT541C9 BELGIUM(KINGDOM) 0% T-BILL 14/01/2021 EUR 0.58% BE0312774467 First State Investments Global Listed Infrastructure 0.53% Fund HOUSING NEW ZEALAND LTD 120625 3.36 CB 0.52% NZHNZD0625L3 BNP Paribas New Zealand Dollar Account 0.48% HOUSING NEW ZEALAND LTD 240430 2.183 CB 0.44% NZHNZD0230L2 NEW ZEALAND GOVT 200930 3.00 INDEXED BOND 0.42% NZIIBDT003C0 BELGIUM(KINGDOM) 0% T-BILL 12/11/2020 EUR 0.36% BE0312773451 NETHERLANDS KING 0% T-BILL 29/10/2020 EUR1 0.36% NL0014913295

GERMANY(FED REP) 0% T-BILL 04/11/20 EUR0.01 0.35% DE0001137883

NEW ZEALAND LOCAL GOVERNMENT FUNDING 0.33% NZLGFDT011C6 AGENCY 2.25% 15/04/2024 NEW ZEALAND LOCAL GOVERNMENT FUNDING 0.32% NZLGFDT014C0 AGENCY 150426 1.50 GB FRANCE(GOVT OF) 0% T-BILL 25/11/2020 EUR1 0.32% FR0126310210 Outstanding Settlement Receipts - NZD 0.31% BNP New Zealand Dollar Custodial Account Indexed 0.28% Cash Portfolio UNITED KINGDOM(GOVERNMENT OF) 3.25% GILTDUE 0.28% GB00B84Z9V04 22/01/2044 UNITED STATES TREAS BILLS 10-15-2020 0.28% US9127962R96 US DOLLAR 0.27% KKR Global Infrastructure Investors II L.P. (& NT 0.25% overlay) UK(GOVT OF) 0% T-BILL 16/11/2020 GBP 0.24% GB00BHLG8S97 FRANCE(GOVT OF) 0% T-BILL 13/01/2021 EUR1 0.23% FR0126310251 Investa Commercial Property Fund 0.23% EUR BNP PARIBAS A/C 0.22% United States dollar 0.22%

JAPAN(GOVT OF) 0.4% SNR 20/03/50 JPY50000 0.21% JP1300661L47

DANAHER CORP COMMON STOCK USD.01 0.21% US2358511028 BNP USD COLL ACCT 0.20%

Page 1 of 180 all MF.xlsm BELGIUM(KINGDOM) 0% T-BILL 15/07/21 EUR0.01 0.20% BE0312777494

UNITED STATES TREAS BILLS 01-07-2021 0.20% US9127963T44 JAPAN-130 (20 YR T BOND 1.8% 20/09/2031 0.20% JP1201301B94 OTC DERIVATIVE CASH COLL RECEIVABLE FROMBNP 0.19% PARIBAS Charter Hall Core Plus Industrial Fund (CPIF) 0.19% Euro 0.18% Fisher & Paykel Healthcare Corporation Limited 0.17% NZFAPE0001S2 New Zealand Dollar Custodial Account – MITNZ 0.17% Sustainable Global Equities US Treasury Notes/Bonds 1.5% 15/02/2030 0.17% US912828Z948 MEXICO(UTD MEX ST) 8.5% GTD SNR 18/11/2038 0.17% MX0MGO0000J5 MXN

JAPAN(GOVT OF) 0.6% SNR 20/09/37 JPY50000 0.16% JP1201621H91

BNP Paribas US Dollar Account 0.16% IFM Australian Infrastructure Wholesale Fund 0.15%

MICROSOFT CORP COMMON STOCK USD.00000625 0.15% US5949181045

Macquarie Asian Investment Fund LP (& NT overlay) 0.14%

Dexus Wholesale Property Fund 0.14%

VESTAS WIND SYSTEMS A/S COMMON STOCK DKK1. 0.14% DK0010268606

NEW ZEALAND LOCAL GOVERNMENT FUNDING 0.14% NZLGFDT008C2 AGENCY 2.75% 15/04/2025 COLONIAL FIRST STATE INFRASTRUCTURE INCOME 0.14% FUND UNITED STATES TREAS 1.625% DUE 11-15-2022 0.13% US912828TY62 Ceské Radiokomunikace (“CRa”) 0.13% APPLE INC 0.13% US0378331005 THERMO FISHER SCIENTIFIC INC COMMON STOCK 0.13% US8835561023 USD1.0 ADOBE INC COMMON STOCK USD.0001 0.13% US00724F1012

ITALY(REPUBLIC OF) 4.75% BDS 01/09/44 EUR1000 0.13% IT0004923998

New Zealand Dollar Custodial Account – MITNZ Mercer 0.13% Socially Responsible Global Credit Portfolio

MEXICO(UTD MEX ST) 7.75% GTD SNR 23/11/34 0.13% MX0MGO0000U2 MXN MASTERCARD INC A COMMON STOCK USD.0001 0.12% US57636Q1040

BELGIUM(KINGDOM) 0% T-BILL 09/09/21 EUR0.01 0.12% BE0312778500

UNITED STATES TREAS NTS DTD 07/31/2016 1.125% 0.12% US912828S760 DUE 07-31-2021 REG FRANCE(GOVT OF) 3.25% SNR 25/05/2045 EUR1 0.12% FR0011461037 Australian Dollar Custodial Account – MIF Global 0.12% Unlisted Infrastructure 2 ECOLAB INC COMMON STOCK USD1.0 0.12% US2788651006 NOVO NORDISK A/S B COMMON STOCK DKK.2 0.12% DK0060534915 ITALY(REP OF) 2.45% SNR 01/09/50 EUR1000 0.11% IT0005398406 ORSTED A/S COMMON STOCK DKK10.0 0.11% DK0060094928 New Zealand Dollar Custodial Account – MITNZ New 0.11% Zealand Sovereign Bonds Portfolio JAPAN GOVT TBOND .1% 20/06/2029 0.11% JP1103551K72 EBAY INC COMMON STOCK USD.001 0.11% US2786421030 SYMRISE AG COMMON STOCK 0.11% DE000SYM9999 SCHNEIDER ELECTRIC SE COMMON STOCK EUR4.0 0.11% FR0000121972 UTD STATES TREAS 1.875% DUE 07-31-2022 0.11% US9128282P40 MEXICO(UTD MEX ST) 7.5% GTD SNR 03/06/2027 0.11% MX0MGO0000D8 MXN THE A2 MILK COMPANY LIMITED 0.10% NZATME0002S8 NEW ZELAND GOVT 200940 2.50 INDEXED BOND 0.10% NZIIBDT005C5

Page 2 of 180 all MF.xlsm UNITED STATES TREAS NTS DTD 08/15/2019 1.5% DUE 0.10% US912828YA22 08-15-2022 REG Charter Hall Retail Partnership 0.10% AMERICAN WATER WORKS CO INC COMMON STOCK 0.10% US0304201033 USD.01 MICROSOFT CORP USD0.00005 0.10% US5949181045 COOPERATIEVE RABOBANK UA 240541 5.25 CB 0.10% US21685WCJ45 APTIV PLC COMMON STOCK USD.01 0.10% JE00B783TY65

SPAIN(KINGDOM OF) 2.15% SNR 31/10/25 EUR1000 0.09% ES00000127G9

NOVARTIS CAPITAL CORP 060544 4.40 CB 0.09% US66989HAH12 AMERICA MOVIL SAB DE CV 220429 3.625 CB 0.09% US02364WBH79 GLAXOSMITHKLINE CAPITAL INC 150538 6.375 CB 0.09% US377372AE71

AIR PRODUCTS AND CHEMICALS INC 150530 2.05 CB 0.09% US009158BC97

CREDIT AGRICOLE LONDON 100127 4.125 CB 0.09% US22535WAB37 NATIONWIDE BLDG SOCIETY 010824 4.363 CB 0.09% US63861VAC19 BLACKSTONE HOLDINGS FINANCE CO LLC 051026 1.00 0.09% XS1499602289 CB GBP BNP PARIBAS A/C 0.09% NATIONAL AUSTRALIA BANK LTD 300828 1.375 CB 0.09% XS1872032799 RIO TINTO FIN USA 021140 5.2 CB 0.09% US767201AL06 EATON CORP PLC COMMON STOCK USD.01 0.09% IE00B8KQN827 NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP 0.09% XS2188788140 IN 020725 2.125 CB HOUSING NEW ZEALAND LTD 100935 1.534 CB 0.09% NZHNZD0935L6 APT PIPELINES LTD 150727 4.25 CB 0.09% USQ04578AG72 STANDARD CHARTERED PLC 170425 3.20 CB 0.09% US853254AX89 SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 150946 0.09% US82620KAM53 3.30 CB

AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 0.09% US00846U1016

MERCER MITNZ 0.09% FRANCE(GOVT OF) 0% T-BILL 14/10/2020 EUR1 0.09% FR0126310186 VERIZON COMMUNICATIONS INC 160347 5.50 CB 0.09% US92343VDV36 UNITED STATES TREAS DTD 02/15/2015 2% DUE 02- 0.09% US912828J272 15-2025 REG MANULIFE FINANCIAL CORP 040326 4.15 CB 0.09% US56501RAC07 NATIONAL RURAL UTILITIES COOPERATIVE FINANCE 0.09% US637432NP60 070228 3.40 CB KLEPIERRE SA 131232 1.625 CB 0.09% FR0013300605 TRAVELERS COMPANIES INC 070348 4.05 CB 0.09% US89417EAN94 WASTE CONNECTIONS INC 010230 2.60 CB 0.09% US94106BAA98 ESSITY AB PUBL 300327 1.625 CB 0.09% XS1584122763 COCA COLA HBC FINANCE BV 140527 1.00 CB 0.09% XS1995781546 FRANCE(GOVT OF) 0% T-BILL 02/12/2020 EUR1 0.09% FR0125848483 UNIBAIL RODAMCO WESTFIELD SE 290632 2.00 CB 0.09% FR0013521267 UNITED STATES TREAS BDS 2.125 2-15-2041 0.09% US912810QP66 WHIRLPOOL FINANCE LUXEMBOURG SARL 021126 1.25 0.09% XS1514149159 CB ELI LILLY AND CO 011131 0.625 CB 0.09% XS2075937370 ITALY(REP OF) 0% T-BILL 29/01/21 EUR1000 0.09% IT0005415952 WESTPAC BANKING CORP 020525 2.125 CB 0.09% XS1558450745 BNP PARIBAS SA 280824 1.125 CB 0.09% FR0013405537

ROPER TECHNOLOGIES INC COMMON STOCK USD.01 0.09% US7766961061

AMAZON COM INC 0.09% US0231351067 JAPANESE GOVT 10Y .1% 20/09/2029 0.09% JP1103561KA2 EQUINOR ASA 220530 2.375 CB 0.09% US29446MAK80 WOLTERS KLUWER NV 030730 0.75 CB 0.09% XS2198580271 TERNA RETE ELETTRICA NAZIONALE SPA 240732 0.75 0.09% XS2209023402 CB Auckland International Airport Limited 0.09% NZAIAE0002S6

OMNICOM FINANCE HOLDINGS PLC 080727 0.80 CB 0.09% XS2019814503

Page 3 of 180 all MF.xlsm ROYAL BANK OF CANADA 280127 2.328 CB 0.09% CA780086RQ98 PROLOGIS LP 300629 2.25 CB 0.09% XS1577961862

VISA INC CLASS A SHARES COMMON STOCK USD.0001 0.09% US92826C8394

KEYCORP 300428 4.10 CB 0.09% US49326EEG44

BP CAPITAL MARKETS AMERICA INC 160127 3.017 CB 0.09% US10373QAV23

PRAXAIR INC 100850 2.00 CB 0.08% US74005PBS20 NYKREDIT REALKREDIT A/S 170125 0.625 CB 0.08% DK0009522062 BARCLAYS PLC 120227 3.25 CB 0.08% XS1472663670 GOLDMAN SACHS AND CO LLC 010529 4.223 CB 0.08% US38141GWZ35 UNITED STATES TREAS BILLS 11-27-2020 0.08% US9127963B36 MCKESSON CORP 170229 3.125 CB 0.08% XS1567174526 UK(GOVT OF) 4.75% SNR 07/12/30 GBP1000 0.08% GB00B24FF097 RELX CAPITAL INC 180329 4.0 CB 0.08% US74949LAC63 NORDEA BANK AB 120225 1.125 CB 0.08% XS1189263400

AMERICAN INTERNATIONAL GROUP INC 260423 5.0 CB 0.08% XS0252367775

HUTCHISON WHAMPOA FINANCE UK 241126 5.62 0.08% XS0276103156 DAIMLER INTERNATIONAL FINANCE BV 111124 1.625 0.08% XS2078691636 CB SOCIETE GENERALE SA 240929 0.875 CB 0.08% FR0013448859

CREDIT SUISSE AG LONDON BRANCH 100426 1.50 CB 0.08% XS1392459381

U S BANCORP 220726 2.375 CB 0.08% US91159HHN35 TENCENT HOLDINGS LTD 110429 3.975 CB 0.08% US88032XAN49 ADYEN NV COMMON STOCK EUR.01 0.08% NL0012969182 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 150329 0.08% FR0013408960 1.75 CB BANCO BILBAO VIZCAYA ARGENTARIA SA 140127 0.50 0.08% XS2101349723 CB ING GROEP NV 290327 3.95 CB 0.08% US456837AH61 TAIWAN SEMICONDUCTOR SP ADR ADR 0.08% US8740391003 BPCE SA 160124 2.875 CB 0.08% FR0011390921

CANADIAN NATIONAL RAILWAY CO 220945 3.95 CB 0.08% CA136375CG50

GERMANY(FED REP) 0% T-BILL 03/02/21 EUR0.01 0.08% DE0001030310

TRANE TECHNOLOGIES PLC COMMON STOCK USD1.0 0.08% IE00BK9ZQ967

TORONTO DOMINION BANK 240724 3.226 CB 0.08% CA891145T792 EUROGRID GMBH 180428 1.50 CB 0.08% XS1396285279 BERKSHIRE HATHAWAY INC 110243 4.5 CB 0.08% US084670BK32 TELSTRA CORPORATION LTD 070425 3.125 CB 0.08% USQ8940FAA23 NATURGY FINANCE BV 290128 1.50 CB 0.08% XS1755428502 NEW ZEALAND LOCAL GOVERNMENT FUNDING 0.08% NZLGFDT012C4 AGENCY 200429 1.50 GB PNC BANK NA 010625 3.25 CB 0.08% US69353REQ74 ALPHABET INC CL A COMMON STOCK USD.001 0.08% US02079K3059 UNITED STATES TREAS NTS .625% DUE 05-15-2030 0.08% US912828ZQ64 REG TOYOTA MOTOR CREDIT CORP 010425 3.0 CB 0.08% US89236TGX72 NT Passive FX overlay 100% (Overseas Sovereign Bonds 0.08% Portfolio) AMGEN INC 130929 4.00 CB 0.08% XS0829324457 UNITEDHEALTH GROUP INC 150735 4.625 CB 0.08% US91324PCQ37 SPARK NEW ZEALAND LIMITED 0.08% NZTELE0001S4

COMPAGNIE DE SAINT GOBAIN SA 151124 5.625 CB 0.08% XS0274270817

SUMITOMO MITSUI FINANCIAL GROUP INC 160729 0.08% US86562MBP41 3.04 CB EXXON MOBIL CORP 151030 2.61 CB 0.08% US30231GBN16 ORACLE CORP 150438 6.50 CB 0.08% US68389XAE58 FIDELITY NATIONAL INFORMATION SERVICES INC 0.08% XS1843436061 210525 2.602 CB

Page 4 of 180 all MF.xlsm COFIROUTE SA 090928 0.75 CB 0.08% FR0013201134 AVINOR AS 090227 1.25 GB 0.08% XS1562601424 BANCO SANTANDER SA 170125 1.125 CB 0.08% XS1751004232 SCENTRE MANAGEMENT LTD 160726 3.875 CB 0.08% XS1087821531 NORFOLK SOUTHERN CORP 011149 3.40 CB 0.08% US655844CD87

ANHEUSER BUSCH COMPANIES INC 010236 4.70 CB 0.08% US03522AAH32

ABB FINANCE USA INC 030428 3.80 CB 0.08% US00037BAF94 MICROSOFT CORP 010639 5.20 CB 0.08% US594918AD65 HOME DEPOT INC 151249 3.125 CB 0.08% US437076BZ43

UNITED STATES TREAS BDS 3.0% DUE 08-15-2048 0.07% US912810SD19

JAPAN(GOVT OF) 0.3% SNR 20/06/39 JPY50000 0.07% JP1201691K75

KONINKLIJKE DSM NV COMMON STOCK EUR1.5 0.07% NL0000009827

STATE GRID OVERSEAS INVESTMENT 050832 1.303 CB 0.07% XS2152935214

JOHNSON AND JOHNSON 150837 5.95 CB 0.07% US478160AN49 3M CO 140948 4.00 CB 0.07% US88579YBD22 AMERICAN EXPRESS CO 031242 4.05 CB 0.07% US025816BF52 KIMCO REALTY CORP 010225 3.30 CB 0.07% US49446RAU32 BONOS Y OBLIG DEL 144A 1.25% 31/10/2030 0.07% ES0000012G34 FRANCE TELECOM 8.5 010331 0.07% US35177PAL13 UNION PACIFIC CORP 010235 3.375 CB 0.07% US907818EB01 NEXTERA ENERGY CAPITAL HOLDINGS INC 010525 2.75 0.07% US65339KBQ22 CB MCDONALDS CORP 010347 4.45 CB 0.07% US58013MFC38 MEDTRONIC INC 150335 4.375 CB 0.07% US585055BT26 JPMORGAN CHASE & CO 151030 2.739 CB 0.07% US46647PBE51

GENERAL ELECTRIC CAPITAL CORP 140138 5.875 CB 0.07% US36962G3P70

SHELL INTERNATIONAL FINANCE BV 131128 3.875 CB 0.07% US822582CB65

NORTHUMBRIAN WATER FINANCE PLC 111026 1.625 0.07% XS1499724638 CB MORGAN STANLEY 070224 3.00 CB 0.07% CA6174468D43 ROCHE HOLDINGS INC 281144 4.00 CB 0.07% US771196BH42 CHEVRON CORP 110530 2.236 CB 0.07% US166764BY53 MIDAMERICAN ENERGY HOLDINGS CO 010436 6.125 0.07% US59562VAM90 CB EMD FINANCE LLC 190325 3.25 CB 0.07% USU2912LAF05 HSBC HOLDINGS PLC 140142 6.10 CB 0.07% US404280AM17 MARS INC 160732 1.625 CB 0.07% USU57346AK10 OREILLY AUTOMOTIVE INC 010927 3.60 CB 0.07% US67103HAF47

CONNECTICUT LIGHT AND POWER CO 150444 4.30 CB 0.07% US207597EG65

MITSUBISHI UFJ FINANCIAL GROUP INC 020328 3.961 0.07% US606822AV60 CB NIKE INC 011145 3.875 CB 0.07% US654106AE35 AIR LIQUIDE FINANCE SA 100929 2.25 CB 0.07% US00913RAF38 ASSICURAZIONI GENERALI 160924 5.125 CB 0.07% XS0452314536 THERMO FISHER SCIENTIFIC INC 250325 4.133 CB 0.07% US883556CF73 KIMBERLY CLARK CORP 010837 6.625 CB 0.07% US494368BC63 CLOROX CO 150530 1.80 CB 0.07% US189054AX72 HEALTH CARE REIT INC 010625 4.00 CB 0.07% US42217KBF21 JOHNSON + JOHNSON COMMON STOCK USD1.0 0.07% US4781601046

ENEL FINANCE INTERNATIONAL NV 250527 3.625 CB 0.07% USN30707AC23

ENTERPRISE PRODUCTS OPER 310130 2.80 CB 0.07% US29379VBX01 COLOPLAST B COMMON STOCK DKK1. 0.07% DK0060448595 AMCOR FINANCE USA INC 280426 3.625 CB 0.07% US02343UAG04 COVENTRY BUILDING SOCIETY 280922 5.875 CB 0.07% XS0544713356 VF CORP 230425 2.40 CB 0.07% US918204BA53 New Zealand Dollar Custodial Account – MITNZ 0.07% Unlisted Property Portfolio B

Page 5 of 180 all MF.xlsm QUEST DIAGNOSTICS INC 300631 2.80 CB 0.07% US74834LBC37 XCEL ENERGY INC 011229 2.60 CB 0.07% US98389BAW00 HCP INC 150726 3.25 CB 0.07% US40414LAQ23 TARGET CORP 010742 4.00 CB 0.07% US87612EBA38 ONEOK PARTNERS LP 011022 3.375 CB 0.07% US68268NAJ28 FISERV INC 010627 2.25 CB 0.07% US337738BB35 SIMON PROPERTY GROUP LP 130929 2.45 CB 0.07% US828807DF17 ALLSTATE CORP 150643 4.50 CB 0.07% US020002BA86 OOREDOO INTERNATIONAL FINANCE LTD 220626 3.75 0.07% XS1435374126 CB TURKEY(REP OF) 3.25% SNR 23/03/2023 USD 0.07% US900123CA66 COLGATE PALMOLIVE CO 150845 4.00 CB 0.07% US19416QEJ58 CARDINAL HEALTH INC 150627 3.41 CB 0.07% US14149YBJ64 BANK OF CHINA LTD HONG KONG BRANCH 300625 0.07% XS1252209249 3.875 CB NUTRIEN LTD 150325 3.375 CB 0.07% US67077MAL28 LVMH MOET HENNESSY LOUIS VUITTON SE 110227 0.07% FR0013482866 1.125 CB ADOBE INC 010230 2.30 CB 0.07% US00724PAD15 BOSTON PROPERTIES LP 210629 3.40 CB 0.07% US10112RBB96 CAMDEN PROPERTY TRUST 150530 2.80 CB 0.07% US133131AZ59 CISCO SYSTEMS INC 150239 5.90 CB 0.07% US17275RAD44 DEUTSCHE TELEKOM INTERNATIONAL FINANCE 150630 0.07% US25156PAC77 8.75 CB TWDC ENTERPRISES 18 CORP 300746 3.0 CB 0.07% US25468PDN33 UNITED PARCEL SERVICE 150138 6.20 CB 0.07% US911312AJ59 ANSYS INC COMMON STOCK USD.01 0.07% US03662Q1058 MERCK AND CO INC 070349 4.0 CB 0.07% US58933YAW57 AT AND T INC 010660 3.85 CB 0.07% US00206RKB77 AVALONBAY COMMUNITIES INC 010629 3.30 CB 0.07% US05348EBF51 MALAYSIA (GOVT OF) 3.8% BDS 17/08/2023 MYR 0.07% MYBML1600014 COMCAST CORP 010344 4.75 CB 0.07% US20030NBK63 ENI SPA 120928 4.75 CB 0.07% US26874RAE80 HYUNDAI CAPITAL SERVICES INC 290827 3.625 CB 0.07% US44920UAL26 AVIVA PLC 271023 0.625 CB 0.07% XS1509003361 ECOLAB INC 011126 2.70 CB 0.07% US278865AV25 UDR INC 150831 3.00 CB 0.07% US90265EAR18 XYLEM INC COMMON STOCK 0.07% US98419M1009

TOTAL CAPITAL INTERNATIONAL SA 190229 3.455 CB 0.07% US89153VAQ23

SYDNEY AIRPORT FINANCE CO PTY LTD 300425 3.375 0.07% USQ8809VAG43 CB

NATIONAL GRID GAS FINANCE PLC 220928 2.125 CB 0.07% XS1492680902

ABBVIE INC 140525 3.60 CB 0.07% US00287YAQ26 ALLIANZ SE REG COMMON STOCK 0.07% DE0008404005 EDP FINANCE BV 290923 1.875 CB 0.07% XS1558083652 UNITED STATES OF AMER TREAS BONDS DTD 0.07% US912828XB14 05/15/2015 2.125% DUE 05-15-2025 REG SNAM SPA 120934 1.00 CB 0.07% XS2051660509 ASTRAZENECA PLC 060850 2.125 CB 0.07% US046353AX64 FRANCE(GOVT OF) 0% T-BILL 21/10/2020 EUR1 0.07% FR0126001769 CVS HEALTH CORP 200735 4.875 CB 0.07% US126650CM08 UNITED STATES TREAS BDS 1.5% DUE 08-15- 0.06% US9128282A70 2026 REG EASTMAN CHEMICAL CO 260523 1.50 CB 0.06% XS1405783983 BALL CORP COMMON STOCK 0.06% US0584981064 Stonepeak Infrastructure Fund II 0.06%

SINGAPORE(GOVT OF) 3% SNR 01/09/2024 SGD1000 0.06% SG7S30941627

PROLOGIS INC COM 0.06% US74340W1036 UNILEVER PLC COMMON STOCK GBP.0311 0.06% GB00B10RZP78

GERMANY(FED REP) 0% T-BILL 09/12/20 EUR0.01 0.06% DE0001137891

NIKE INC CL B COMMON STOCK 0.06% US6541061031

Page 6 of 180 all MF.xlsm ACCENTURE PLC CL A COMMON STOCK USD.0000225 0.06% IE00B4BNMY34

BMW INTERNATIONAL INVESTMENT BV 080324 0.75 0.06% XS2227276263 CB MEXICO(UNITED MEXICAN STATES) 7.75% NTS 0.06% MX0MGO0000R8 13/11/42 BANK OF AMERICA CORP 250425 2.932 CB 0.06% CA060505FM13 UNITED STATES TREAS BDS DTD 00210 4.25% DUE 05- 0.06% US912810QB70 15-2039 REG Meridian Energy Limited 0.06% NZMELE0002S7 CITI GROUP INC 210526 5.15 CORP BOND 0.06% XS0168658853 APPLE INC COMMON STOCK USD.00001 0.06% US0378331005 Investa SPV Aust Property Fund 0.06% FRANCE(GOVT OF) 0% T-BILL 28/10/2020 EUR1 0.06% FR0126310194 PHILLIPS 66 060423 3.70 CB 0.06% US718546AU85 SUEZ COMMON STOCK EUR4.0 0.05% FR0010613471 VITASOY INTL HOLDINGS LTD COMMON STOCK 0.05% HK0345001611

JAPAN(GOVT OF) 0.6% SNR 20/12/36 JPY50000 0.05% JP1201591GC4

RYMAN HEALTHCARE LTD 0.05% NZRYME0001S4 VONOVIA SE NPV 0.05% DE000A1ML7J1 TERUMO CORP COMMON STOCK 0.05% JP3546800008

CANADA(GOVT OF) 2.5% BDS 01/06/24 CAD1000 0.05% CA135087B451

JAPAN(GOVT OF) 0.1% SNR 20/06/26 JPY50000 0.05% JP1103431G66

UNITED STATES TREAS INFL INDEXED NTS 0.75% 07-15- 0.05% US912828Y388 2028 UNITED STATES TREAS NTS DTD 604 2.375% DUE 08- 0.05% US912828D564 15-2024 REG DIVERSIFIED MITNZ - NZDCASH 0.05% HOYA CORP COMMON STOCK 0.05% JP3837800006 US TREASURY N/B 2% DUE 02-15-2050 REG 0.05% US912810SL35

SANTANDER UK GROUP HOLDING PLC 031128 3.823 CB 0.05% US80281LAG05

AIN HOLDINGS INC COMMON STOCK 0.05% JP3105250009 Australian Dollar Custodial Account – MIF Global 0.05% Unlisted Infrastructure SAP SE COMMON STOCK 0.05% DE0007164600 UNITED STATES TREAS BDS 2.875 DUE DUE 05-15- 0.05% US912810RB61 2043 INTEL CORP COMMON STOCK USD.001 0.05% US4581401001 UTD STATES TREAS .25% DUE 06-30-2025 0.05% US912828ZW33 ILLUMINA INC COMMON STOCK USD.01 0.05% US4523271090

CHR HANSEN HOLDING A/S COMMON STOCK DKK10. 0.05% DK0060227585

PKO FINANCE AB PUBL 260922 4.63 CB 0.05% XS0783934085 Axium Infrastructure LP 0.05% Fisher Institutional Property Fund 0.05% LINDE PLC COMMON STOCK EUR.001 0.05% IE00BZ12WP82 WESTPAC NZD COLL 0.05% IDEX CORP COMMON STOCK USD.01 0.05% US45167R1041 UNITED STATES TREAS NTS INFL IDX DTD 0.625% 01- 0.05% US912828N712 15-2026

WASTE MANAGEMENT INC COMMON STOCK USD.01 0.05% US94106L1098

AT+T INC COMMON STOCK USD1.0 0.05% US00206R1023 NEXTERA ENERGY INC COMMON STOCK USD.01 0.05% US65339F1012 ASML HOLDING NV COMMON STOCK EUR.09 0.05% NL0010273215 INTL BUSINESS MACHINES CORP COMMON STOCK 0.05% US4592001014 USD.2 Japanese yen 0.04% VARIAN MEDICAL SYSTEMS INC COMMON STOCK 0.04% US92220P1057 USD1.0

Page 7 of 180 all MF.xlsm SINGAPORE(GOVT OF) 3.125% SNR 01/09/22 SGD1000 0.04% SG7J28931946

UNITED STATES OF AMER TREAS NOTES INFL IDX 0.04% US912828Q608 0.125% 04-15-2021 CONTACT ENERGY LIMITED 0.04% NZCENE0001S6 NUANCE COMMUNICATIONS INC COMMON STOCK 0.04% US67020Y1001 USD.001 AIA GROUP LTD COMMON STOCK 0.04% HK0000069689 VERISK ANALYTICS INC COMMON STOCK USD.001 0.04% US92345Y1064

JAPAN(GOVT OF) 0.1% SNR 20/09/24 JPY50000 0.04% JP1051411KA2

SPAIN(KINGDOM OF) 0.5% SNR 30/04/2030 EUR1000 0.04% ES0000012F76

SINGAPORE(GOVT OF) 1.25% SNR 01/10/21 SGD1000 0.04% SG31B0000009

BUONI POLIENNALI DEL TES 2.00% 01/02/28 0.04% IT0005323032

SPAIN(KINGDOM OF) 1% SNR 31/10/2050 EUR1000 0.04% ES0000012G00

FACEBOOK INC 0.04% US30303M1027 Australian dollar 0.04% TE CONNECTIVITY LTD COMMON STOCK CHF.57 0.04% CH0102993182 FRANCE(GOVT OF) 0% T-BILL 09/12/2020 EUR1 0.04% FR0126310228 UNITED STATES TREAS N/B T/NOTE 2.625% 12-15- 0.04% US9128285R78 2021 REG WATTS WATER TECHNOLOGIES A COMMON STOCK 0.04% US9427491025 USD.1 JACK HENRY + ASSOCIATES INC COMMON STOCK 0.04% US4262811015 USD.01 AUTODESK INC COMMON STOCK USD.01 0.04% US0527691069 UNITED STATES TREAS NTS FIXED .125% DUE 05-15- 0.04% US912828ZP81 2023 L OREAL COMMON STOCK EUR.2 0.04% FR0000120321 British pound sterling 0.04%

AUSTRALIA(CMNWLTH) 2.5% SNR 21/05/2030 AUD100 0.04% AU0000013740

FORTINET INC COMMON STOCK USD.001 0.04% US34959E1091

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

ESSILORLUXOTTICA COMMON STOCK EUR.18 0.04% FR0000121667 SIGNIFY NV COMMON STOCK 0.04% NL0011821392 TARGET CORP COMMON STOCK USD.0833 0.04% US87612E1064 PROCTER + GAMBLE CO/THE COMMON STOCK 0.04% US7427181091 SEKISUI HOUSE LTD COMMON STOCK 0.04% JP3420600003 INTERTEK GROUP PLC COMMON STOCK GBP.01 0.04% GB0031638363 UK(GOVT OF) 4.5% SNR 07/12/2042 GBP1000 0.04% GB00B1VWPJ53 New Zealand Dollar Custodial Account – MITNZ 0.04% Overseas Sovereign Bonds Portfolio SPIRAX SARCO ENGINEERING PLC COMMON STOCK 0.04% GB00BWFGQN14 GBP.269231

BUONI POLIENNALI TBOND 144A 3.85% 01/09/2049 0.04% IT0005363111

HALMA PLC COMMON STOCK GBP.1 0.04% GB0004052071 BRITISH TELECOM 071228 CB 5.75 0.04% XS0097283096 MAINFREIGHT LIMITED 0.04% NZMFTE0001S9 METTLER TOLEDO INTERNATIONAL COMMON STOCK 0.04% US5926881054 USD.01 UNILEVER NV COMMON STOCK EUR.16 0.04% NL0000388619 CSL LTD COMMON STOCK 0.04% AU000000CSL8 CHORUS LIMITED ORDINARY FULLY PAID 0.04% NZCNUE0001S2 JAPAN .1% 20/12/2023 0.04% JP1051381K12 TRIMBLE INC COMMON STOCK 0.03% US8962391004 COLONIAL FIRST STATE ACTIVE INFRASTRUCTURE 0.03% INCOME FUND HUBBELL INC COMMON STOCK USD.01 0.03% US4435106079

Page 8 of 180 all MF.xlsm ITALY(REP OF) 5% SNR 01/08/2034 EUR1000'9 0.03% IT0003535157

CITIGROUP INC 300745 4.65 CB 0.03% US172967JU60

SPAIN(KINGDOM OF) 5.15% SNR 31/10/28 EUR1000 0.03% ES00000124C5

ITALY(REP OF) 2.45% SNR 01/09/33 EUR1000 0.03% IT0005240350 ZOETIS INC COMMON STOCK USD.01 0.03% US98978V1035

FRANCE(GOVT OF) 0% SNR 25/11/2029 EUR1'REGS 0.03% FR0013451507

DIASORIN ORD COMMON STOCK 0.03% ID:IT0005188385

PRUDENTIAL PLC COMMON STOCK GBP.05 0.03% GB0007099541 KBC GROUP NV COMMON STOCK 0.03% BE0003565737 UTD STATES TREAS 1.75% DUE 12-31-2024 0.03% US912828YY08 KONINKLIJKE PHILIPS NV COMMON STOCK EUR.2 0.03% NL0000009538 FERGUSON PLC COMMON STOCK GBP.1 0.03% JE00BJVNSS43 DEERE + CO COMMON STOCK USD1.0 0.03% US2441991054 PROLOGIS INC REIT USD.01 0.03% US74340W1036

BAXTER INTERNATIONAL INC COMMON STOCK USD1.0 0.03% US0718131099

INFRATIL LIMITED 0.03% NZIFTE0003S3 PENTAIR PLC COMMON STOCK USD.01 0.03% IE00BLS09M33 NETHERLANDS KING 0% T-BILL 28/01/2021 EUR1 0.03% NL0014832073

JAPAN (GOVERNMENT OF) 2.0% 20/03/2042 0.03% JP1300361C33

UNITED STATES TREAS NTS TNOTE 1.25% 08-31-2024 0.03% US912828YE44

SIEMENS AG REG COMMON STOCK EUR3.0 0.03% DE0007236101 AVALONBAY COMMUNITIES INC 0.03% US0534841012 UTD STATES TREAS 1.375% DUE 02-15-2023 0.03% US912828Z864 AUSTRALIA(CMNWLTH) 3% SNR 21/03/2047 0.03% AU000XCLWAS7 AUD1000

UNITED STATES OF AMERICA TBOND 1.75% 11-15-2029 0.03% US912828YS30

SEGRO PLC 0.03% GB00B5ZN1N88 AVANGRID INC COMMON STOCK USD.01 0.03% US05351W1036 DANONE COMMON STOCK EUR.25 0.03% FR0000120644 OTC DERIVATIVE CASH COLLATERAL RECEIVABLE 0.03% FROM USD GSAMUS33 KUBOTA CORP COMMON STOCK 0.03% JP3266400005 TESLA INC COMMON STOCK USD.001 0.03% US88160R1014 ESTEE LAUDER COMPANIES CL A COMMON STOCK 0.03% US5184391044 USD.01 SQUARE INC A COMMON STOCK USD.000001 0.03% US8522341036 REALTY INCOME CORP 151230 1.625 CB 0.03% XS2238341080 EXPERIAN FINANCE PLC 291025 0.739 CB 0.03% XS2237991240

New Zealand Dollar Custodial Account – MITNZ Mercer 0.03% Socially Responsible Overseas Shares Index Portfolio

INVITATION HOMES INC 0.03% US46187W1071 CHILE(REP OF) 4.5% SNR 01/03/2026 CLP 0.03% CL0002172501 UNITED STATES TREAS NTS .125% DUE 06-30-2022 0.03% US912828ZX16 REG UNITED STATES OF AMER TREAS NOTES .125% 07-31- 0.03% US91282CAC55 2022

ARISTA NETWORKS INC COMMON STOCK USD.0001 0.03% US0404131064

MIMECAST LTD COMMON STOCK USD.01 0.03% GB00BYT5JK65 INFINEON TECHNOLOGIES AG COMMON STOCK 0.03% DE0006231004 WATERS CORP COMMON STOCK USD.01 0.03% US9418481035 AMERICAN TWR REIT INC 0.03% US03027X1000

BELGIUM(KINGDOM) 1.7% SNR 22/06/2050 EUR0.01 0.03% BE0000348574

ALPHABET INC COM CL C 0.03% US02079K1079 GEA GROUP AG COMMON STOCK 0.03% DE0006602006

Page 9 of 180 all MF.xlsm UK(GOVT OF) 0.625% SNR 07/06/25 GBP1000 0.03% GB00BK5CVX03 RAPID7 INC COMMON STOCK USD.01 0.03% US7534221046 VONOVIA SE COMMON STOCK 0.03% DE000A1ML7J1

SINGAPORE(GOVT OF) 1.75% SNR 01/04/22 SGD1000 0.03% SG31B5000004

UNITED STATES TREAS BDS 2.25% 08-15-2049 0.03% US912810SJ88

INTUITIVE SURGICAL INC COMMON STOCK USD.001 0.03% US46120E6023

DELTA ELECTRONICS INC COMMON STOCK TWD10. 0.03% TW0002308004 SINGAPORE(GOVT OF) 2.875% DUE 0.03% SG3263998209 01/07/2029SGD1000 CIGNA CORP COMMON STOCK USD.01 0.03% US1255231003 EBOS GROUP LIMITED 0.03% NZEBOE0001S6 MERCURY NZ LIMITED 0.03% NZMRPE0001S2 Fletcher Building Limited 0.03% NZFBUE0001S0 INDONESIA(REP OF) 8.25% SNR 15/05/2029 IDR 0.03% IDG000012907 EQUINIX INC REIT USD.001 0.03% US29444U7000 ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK 0.03% US9892071054 USD.01 ILLINOIS TOOL WORKS COMMON STOCK USD.01 0.03% US4523081093

MEXICO(UTD MEX ST) 8% GTD SNR 07/11/47 MXN100 0.03% MX0MGO000102

FRANCE(GOVT OF) 5.75% OAT 25/10/32 EUR1 0.03% FR0000187635 TOKYO ELECTRON LTD COMMON STOCK 0.03% JP3571400005 UNITED STATES OF AMER TREAS BD 2.375% 5-15- 0.03% US912828X885 2027 NORWAY(KINGDOM OF) 1.75% SNR 17/02/27 0.03% NO0010786288 NOK1000 TESLA INC 0.03% US88160R1014 CFS Finerge & NT overlay 0.03% GODREJ CONSUMER PRODUCTS LTD COMMON STOCK 0.03% INE102D01028 INR1. PENNON GROUP PLC COMMON STOCK GBP.407 0.03% GB00B18V8630 ROCKWELL AUTOMATION INC COMMON STOCK 0.03% US7739031091 USD1.0

UNITED STATES TREAS BDS 3.125 DUE 08-15-2044 0.03% US912810RH32

SPAIN(KINGDOM OF) 2.35% SNR 30/07/33 EUR1000 0.03% ES00000128Q6

ADVANCED DRAINAGE SYSTEMS IN COMMON STOCK 0.03% US00790R1041 USD.01 EASTERN POWER NETWORKS PLC 080324 5.75 CB 0.03% XS0187202303

BELGIUM(KINGDOM) 0.5% SNR 22/10/2024 EUR0.01 0.03% BE0000342510

SUN COMMUNITIES INC REIT USD.01 0.03% US8666741041 ALPHABET INC CAP STK USD0.001 CL A 0.03% US02079K3059 CONSTELLATION SOFTWARE INC COMMON STOCK 0.03% CA21037X1006 LEGAL + GENERAL GROUP PLC COMMON STOCK 0.03% GB0005603997 GBP.025 US TSY INFL IX TREAS BD 0.625 01-15-2024 0.03% US912828B253 ORACLE CORP COMMON STOCK USD.01 0.03% US68389X1054

SINGAPORE(GOVT OF) 3.5% SNR 01/03/2027 SGD1000 0.03% SG7J60932174

SPECTRIS PLC COMMON STOCK GBP.05 0.03% GB0003308607 Australian Dollar Custodial Account – MMF Global 0.03% Sovereign Bond Fund LEG IMMOBILIEN AG COMMON STOCK 0.03% DE000LEG1110

BELGIUM(KINGDOM) 0.8% SNR 22/06/2025 EUR0.01 0.03% BE0000334434

VALEO SA COMMON STOCK EUR1.0 0.03% FR0013176526 BROOKFIELD RENEWABLE PARTNER LTD PART 0.03% BMG162581083 HIKMA PHARMACEUTICALS PLC COMMON STOCK 0.03% GB00B0LCW083 GBP.1 KATITAS CO LTD COMMON STOCK 0.03% JP3932950003

Page 10 of 180 all MF.xlsm UNITED STATES TREAS NTS 2.75% DUE 08-31-2025 0.03% US9128284Z04 REG BNP PARIBAS NOMINEES 0.03% TAIWAN SEMICONDUCTOR MANUFAC COMMON 0.03% TW0002330008 STOCK TWD10.

JAPAN(GOVT OF) 0.6% SNR 20/12/37 JPY50000 0.03% JP1201631HC6

UK(GOVT OF) 1.75% GILT SNR 09/22 GBP 0.03% GB00B7L9SL19 UNITED STATES OF AMER TREAS BONDS DTD 0.03% US912810RK60 02/15/2015 2.5% DUE 02-15-2045 REG UNICHARM CORP COMMON STOCK 0.03% JP3951600000 SIGNATURE BANK COMMON STOCK USD.01 0.03% US82669G1040 MEDIATEK INC COMMON STOCK TWD10. 0.03% TW0002454006 GODADDY INC CLASS A COMMON STOCK USD.001 0.03% US3802371076 UNITED STATES TREAS NTS DTD 08/15/2012 1.625% 0.03% US912828TJ95 DUE 08-15-2022 REG NETHERLANDS KING 2.75% BDS 15/01/47 EUR1 0.03% NL0010721999 UNITED STATES TREAS NTS 2.625% DUE 02-15-2029 0.03% US9128286B18 REG RATIONAL AG COMMON STOCK 0.03% DE0007010803 ITALY(REP OF) 1.45% SNR 15/05/25 EUR1000 0.03% IT0005327306 JOHNSON & JOHNSON COM US$1 0.03% US4781601046 ITRON INC COMMON STOCK 0.03% US4657411066 WELLTOWER INC 0.03% US95040Q1040

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

COSTCO WHOLESALE CORP COMMON STOCK USD.005 0.03% US22160K1051

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

JAPAN(GOVT OF) 0.1% SNR 01/04/22 JPY50000 0.03% JP1024111L49

CERNER CORP COMMON STOCK USD.01 0.03% US1567821046

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

UNITED STATES TREAS BDS 3% DUE 11-15-2044 0.03% US912810RJ97 REG ZURICH INSURANCE GROUP AG COMMON STOCK 0.02% CH0011075394 CHF.1 CHUBB LTD COMMON STOCK 0.02% CH0044328745 NOMAD FOODS LTD COMMON STOCK 0.02% VGG6564A1057 RELIANCE INDUSTRIES LTD 301127 3.667 CB 0.02% USY72570AN72 FRANCE(GOVT OF) 2.5% 25/05/2030 0.02% FR0011883966 US TREASURY N/B 2.375% 05-15-2029 0.02% US9128286T26 KINGSPAN GROUP PLC COMMON STOCK EUR.13 0.02% IE0004927939 ENBRIDGE INC 0.02% CA29250N1050

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

UNITED STATES TREAS NTS 2.875% 08-15- 0.02% US9128284V99 2028

NT Passive FX overlay 100% (Absolute Return Bond) 0.02%

FANUC CORP COMMON STOCK 0.02% JP3802400006 TRANSURBAN GROUP ORDINARY SHARES UNITS 0.02% AU000000TCL6 STAPLED SECURITIES

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

STRYKER CORP 301127 2.125 CB 0.02% XS1914502304 KEYENCE CORP COMMON STOCK 0.02% JP3236200006 UNITED STATES TREAS NTS DTD 03/31/2020 .5% DUE 0.02% US912828ZF00 03-31-2025 REG

STONECO LTD A COMMON STOCK USD.000079365 0.02% KYG851581069

I-Squared capital Co-Investment 0.02% ACCIONA SA COMMON STOCK EUR1. 0.02% ES0125220311 NESTLE SA 0.02% CH0038863350

Page 11 of 180 all MF.xlsm GOODMAN PROPERTY TRUST 0.02% NZCPTE0001S9 UTD STATES TREAS .125% DUE 07-15-2023 0.02% US912828ZY98 VODACOM GROUP LTD COMMON STOCK 0.02% ZAE000132577 UNITED STATES TREAS NTS DTD 08/15/2013 2.5% DUE 0.02% US912828VS66 08-15-2023 REG MONOTARO CO LTD COMMON STOCK 0.02% JP3922950005 PTC INC COMMON STOCK USD.01 0.02% US69370C1009

ROMANIA(REP OF) 5% SNR 12/02/2029 RON5000 0.02% ROVRZSEM43E4

UNITED STATES OF AMER TREAS NOTES DTD 0.02% US91282CAE12 08/15/2020 .625% 08-15-2030 DH EUROPE FINANCE SA 080725 2.50 CB 0.02% XS1255436187 ALCON INC COMMON STOCK CHF.04 0.02% CH0432492467 UTD STATES TREAS 1.375% DUE 08-31-2026 0.02% US912828YD60 UNICREDIT SPA 241026 2.125 CB 0.02% XS1508450688 WESTROCK CO COMMON STOCK 0.02% US96145D1054 SEEK LTD COMMON STOCK 0.02% AU000000SEK6 COVENTRY BUILDING SOCIETY 210925 1.00 CB 0.02% XS2233154454 INTL BANK RECON&DV 6% CURR/LKD 16/01/2025 0.02% XS2102927725 INR UNITED STATES TREAS NTS 1.125% DUE 02-28- 0.02% US912828ZB95 2027 MAPFRE SA 190526 1.625 CB 0.02% ES0224244071 IBERDROLA FINANZAS SA 130927 1.25 CB 0.02% XS1682538183

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

UNITED STATES TREAS NTS DTD 07/31/2015 2% DUE 0.02% US912828XQ82 07-31-2022 REG GILEAD SCIENCES INC COMMON STOCK USD.001 0.02% US3755581036 SAMSUNG SDI CO LTD PFD COMMON STOCK 0.02% KR7006400006 KRW5000. VISA INC - A 0.02% US92826C8394

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 ANZ COLLATERAL 0.02%

JAPAN(GOVT OF) 0.1% SNR 20/03/25 JPY50000 0.02% JP1051431L45

FUTURE MARGINS-USD 0.02% CLOVERIE PLC 160924 1.75 CB 0.02% XS1109950755 ETSY INC COMMON STOCK USD.001 0.02% US29786A1060 Lend Lease APPF Retail 0.02%

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

GIVAUDAN FINANCE EUROPE BV 220427 1.00 CB 0.02% XS2126169742

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

UNITED STATES TREAS NTS .5% DUE 05-31-2027 0.02% US912828ZS21 REG CRODA INTERNATIONAL PLC COMMON STOCK 0.02% GB00BJFFLV09 GBP.1060976 PROCTER & GAMBLE COMPANY 0.02% US7427181091 BIOGEN INC COMMON STOCK USD.0005 0.02% US09062X1037 TELEFONICA EMISIONES SAU 050224 1.069 CB 0.02% XS1946004451 UNITED STS TREAS NTS UNITED STS TREAS NTS .375% 0.02% US91282CAD39 DUE 07-31-2027 REG DIPLOMA PLC COMMON STOCK GBP.05 0.02% GB0001826634 KERING SA 130528 0.75 CB 0.02% FR0013512407 NVIDIA CORP 0.02% US67066G1040 New Zealand Dollar Custodial Account – MITNZ 0.02% Absolute Return Bond Portfolio

TATA CONSULTANCY SVCS LTD COMMON STOCK INR1. 0.02% INE467B01029

Page 12 of 180 all MF.xlsm GERMANY(FED REP) 0% T-BILL 05/05/21 EUR0.01 0.02% DE0001030211

ISRAEL ELECTRIC CORP LTD 140828 4.25 CB 0.02% IL0060002446 EXPERIAN FINANCE PLC 010229 4.25 CB 0.02% US30217AAB98 TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC 0.02% USU89354AA97 150530 3.25 CB SAUDI ARABIAN OIL CO 160429 3.50 GB 0.02% XS1982113208 TECAN GROUP AG REG COMMON STOCK CHF.1 0.02% CH0012100191 UNITED STATES TREAS BDS 3% DUE 05-1 5-2045 0.02% US912810RM27

KOTAK MAHINDRA BANK LTD COMMON STOCK INR5.0 0.02% INE237A01028

NEOGEN CORP COMMON STOCK USD.16 0.02% US6404911066 ERP OPERATING LP 010827 3.25 CB 0.02% US26884ABG76 BIOMERIEUX COMMON STOCK 0.02% FR0013280286 PORT OF TAURANGA LTD 0.02% NZPOTE0003S0 JPY BNP PARIBAS A/C 0.02% BOSTON PROPERTIES INC REIT USD.01 0.02% US1011211018 UNITED STATES TREAS NTS T-NOTE 2.25% 03-31- 0.02% US9128286L99 2026 FALABELLA SA 301027 3.75 CB 0.02% USP82290AR17 SABIC CAPITAL II BV 101023 4.00 CB 0.02% XS1890684688 GEBERIT AG REG COMMON STOCK CHF.1 0.02% CH0030170408 AMERICAN HOMES 4 RENT 0.02% US02665T3068

FRANCE(GOVT OF) 6% SNR 25/10/2025 EUR1'REGS 0.02% FR0000571150

UNITED STATES TREAS NTS 2.75% DUE 11-15-2023 0.02% US912828WE61 REG

JAPAN(GOVT OF) 0.4% SNR 20/06/49 JPY50000 0.02% JP1300631K78

LAUREATE EDUCATION INC A COMMON STOCK 0.02% US5186132032 USD.001

GOODMAN GROUP 0.02% AU000000GMG2

BELGIUM(KINGDOM) 0.2% SNR 22/10/2023 EUR0.01 0.02% BE0000339482

ALEXANDRIA REAL ESTATE EQUITIES 0.02% US0152711091 ZHUZHOU CRRC TIMES ELECTRI H COMMON STOCK 0.02% CNE1000004X4 CNY1.0 FISCHER (GEORG) REG COMMON STOCK CHF1.0 0.02% CH0001752309 EQUATE PETROCHEMICAL BV 031126 4.25 CB 0.02% XS1513739760 ESSEX PROPERTY TRUST INC 0.02% US2971781057 SAFARICOM PLC COMMON STOCK KES.5 0.02% KE1000001402 DP WORLD LTD 250926 2.375 CB 0.02% XS1883878966 UNITED STATES TREAS NTS 2.125% 03-31-2024 0.02% US912828W713 US TREAS BDS DTD 05-16-2011 4.375 DUE 05-15-2041 0.02% US912810QQ40 REG GPT Wholesale Office Fund 0.02% FIRST SOLAR INC COMMON STOCK USD.001 0.02% US3364331070

SPAIN(KINGDOM OF) 1.85% SNR 30/07/35 EUR1000 0.02% ES0000012E69

RELX PLC COMMON STOCK GBP.144397 0.02% GB00B2B0DG97 ATMOS ENERGY CORP 0.02% US0495601058 NTT DOCOMO INC COMMON STOCK 0.02% JP3165650007 DEMANT A/S COMMON STOCK DKK.2 0.02% DK0060738599 KOREA GAS CORP 120224 3.875 CB 0.02% US50066CAG42 MASTERCARD INC - CLASS A 0.02% US57636Q1040 T MOBILE US INC COMMON STOCK USD.0001 0.02% US8725901040 FRANCE(GOVT OF) 0% T-BILL 18/11/2020 EUR1 0.02% FR0126001777 BMW US CAPITAL LLC 110426 2.80 CB 0.02% US05565EAH80 DEUTSCHE BANK MEXICO SA INST DE BANC MULT DIV 0.02% US898324AA61 151224 5.25 CB ASTRAZENECA PLC 150937 6.45 CB 0.02% US046353AD01 UNITED STATES TREASURY 2.25% 11-15-2027 0.02% US9128283F58 BERKSHIRE HATHAWAY INC - CLASS B 0.02% US0846707026 JAPAN (10 YR 0.1% .1% 20/12/2029 0.02% JP1103571L10

Page 13 of 180 all MF.xlsm UK(GOVT OF) 3.5% GILT SNR 22/01/45 GBP 0.02% GB00BN65R313 MITSUBISHI ESTATE JPY50 0.02% JP3899600005 Goodman Australia Industrial Fund 0.02% UNITED STATES TREAS BDS 1.125% 05-15-2040 0.02% US912810SR05 REG SUN COMMUNITIES INC 0.02% US8666741041 KDDI CORP COMMON STOCK 0.02% JP3496400007 UNITED STATES TREAS NTS 1.875% DUE 02-28-2022 0.02% US912828W556 REG HOME DEPOT USD0.05 0.02% US4370761029 UNITEDHEALTH GROUP INC COM STK US0.01 0.02% US91324P1021

MINISTERIO HAC 6.25% GTD 26/11/25 COP1000 0.02% COL17CT03557

JP MORGAN CHASE & CO 0.02% US46625H1005 REXFORD INDUSTRIAL REALTY INC 0.02% US76169C1009 UNITED STATES TREAS NTS DTD 11/15/2016 2.0% 11- 0.02% US912828U246 15-2026 REG

MEX BONOS DESARR FIX RT 8.0% 07/12/23 0.02% MX0MGO000003

MUFG BANK LTD 260223 3.20 CB 0.02% USJ0423YBF00 GIVAUDAN REG COMMON STOCK CHF10.0 0.02% CH0010645932 AUSTRALIA(CMNWLTH) 1.75% SNR 21/06/51 0.02% AU0000097495 AUD1000 UNITED STATES TREAS BDS TBOND FIXED 3% 02-15- 0.02% US912810SF66 2049 UNITED STATES TREAS BDS BDS 3% DUE 05-15-2042 0.02% US912810QW18 REG TITULOS DE TBOND 7.75% 18/09/2030 0.02% COL17CT03342 CROWN CASTLE INTL CORP 0.02% US22822V1017

TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK 0.02% JP3463000004

UNITED STATES TREAS BDS 2.875% DUE 11-15- 0.02% US912810RU43 2046 SUMMERSET GROUP HOLDINGS LTD 0.02% NZSUME0001S0 INTESA SANPAOLO SPA 120123 3.375 CB 0.02% US46115HBC07

MALAYSIA (GOVT OF) 3.502% SNR 31/05/2027MYR 0.02% MYBMX0700034

LENZING AG COMMON STOCK 0.02% AT0000644505

UNITED STATES TREAS NTS 2.875% DUE 05-15-2028 0.02% US9128284N73

SUN HUNG KAI PROPERTY HKD 0.02% HK0016000132 AUSTRALIAN GOVERNMENT 5.5% 21/04/2023 0.02% AU3TB0000101 MALAYSIA 4.232% BDS 30/06/31 MYR 0.02% MYBMX1100044 CSCEC FINANCE CAYMAN II LTD 050722 2.9 CB 0.02% XS1634368507 HYUNDAI CAPITAL SERVICES INC 060322 3.00 CB 0.02% USY3815NAX94 ROCHE HOLDINGS INC 010339 7.00 CB 0.02% USU75000AN65 BEIJING GAS SINGAPORE CAPITAL CORP 310522 2.75 0.02% XS1612471117 CB UK(GOVT OF) 0.875% SNR 22/10/29 GBP1000 0.02% GB00BJMHB534 EDWARDS LIFESCIENCES CORP COMMON STOCK 0.02% US28176E1082 USD1.0 UNITED STATES TREAS 2.75% 02-15-2028 0.02% US9128283W81 SMITH (A.O.) CORP COMMON STOCK USD1.0 0.02% US8318652091 BANK OF AMERICA CORP 220622 3.228 CB 0.02% CA060505ES91 AUSTRALIA PACIFIC AIRPORTS MELBOURNE PTY LTD 0.02% XS0974122516 260923 3.125 CB

SPAIN(KINGDOM OF) 0.6% SNR 31/10/2029 EUR1000 0.02% ES0000012F43

GENERAL MOTORS CO COMMON STOCK USD.01 0.02% US37045V1008 GENERAL MOTORS FINANCIAL COMPANY INC 260225 0.02% US37045XCV64 2.90 CB MARICO LTD COMMON STOCK INR1. 0.02% INE196A01026 EQUINIX INC COM 0.02% US29444U7000 FRANCE(GOVT OF) 5.75% SNR 25/10/2032 EUR1 0.02% FR0000187635 ITALY(REP OF) 0% T-BILL 14/09/21 EUR1000 0.02% IT0005419855

Page 14 of 180 all MF.xlsm CANADA(GOVT OF) 1% SNR 01/09/2022 CAD1 0.02% CA135087G732 NEW WORLD DEVELOPMENT CO LTD 0.02% HK0000608585 KONINKLIJKE VOPAK NV 0.02% NL0009432491 SEMPRA ENERGY USD 0.02% US8168511090 UNION PACIFIC CORP 0.02% US9078181081 OTC DER CASH COL RECEIVABLE SOCIETE 0.02% GENERALE,NEW YORK

UNITED STATES TREAS NTS 2.75% 04-30-2025 0.02% US9128284M90

EVERSOURCE ENERGY COM 0.02% US30040W1080

ALIMENTATION COUCHE TARD INC 250130 2.95 CB 0.02% USC0219CAH00

UNITED STATES TREAS BDS 2.25% DUE 08-15- 0.02% US9128282R06 2027 UNITED STATES TREAS BDS DTD 3.125% 05-15- 0.02% US912810SC36 2048

COLOMBIA(REP OF) 6% GTD SNR 28/04/2028 COP 0.02% COL17CT02914

UNITED STATES TREAS 2.25% DUE 02-15- 0.02% US912828V988 2027 REG NORDSON CORP COMMON STOCK 0.02% US6556631025 KINDER MORGAN INC 160322 1.50 CB 0.02% XS1196817156 RED ELECTRICA DE ES 0.02% ES0173093024 BLACKBAUD INC COMMON STOCK USD.001 0.02% US09227Q1004

FRANCE(GOVT OF) 4.5% 25/04/2041 0.02% FR0010773192

PUSHPAY HOLDINGS LTD 0.02% NZPAYE0003S9 DANSKE BANK AS 220523 0.875 CB 0.02% XS1799061558 UNITED STATES TREAS NTS DTD 01/31/2018 2.5% DUE 0.02% US9128283V09 01-31-2025 REG

SPAIN(KINGDOM OF) 4.7% SNR 30/07/2041 EUR1000 0.02% ES00000121S7

UK(GOVT OF) 4.5% BDS 07/09/2034 GBP 0.02% GB00B52WS153 JAPAN (10 YR 0.1% .1% 20/03/2030 0.02% JP1103581L42 WESFARMERS LTD COMMON STOCK 0.02% AU000000WES1 US TREASURY N/B 2.875% DUE 11-30-2023 REG 0.02% US9128285P13

JAPAN(GOVT OF) 2.3% SNR 20/03/40 JPY50000 0.02% JP1300321A34

UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 0.02% US912828WJ58 05-15-2024 REG UNITED STATES TREAS NTS DTD 2.75% DUE 02-15- 0.02% US912828B667 2024 REG

NOVOZYMES A/S B SHARES COMMON STOCK DKK2.0 0.02% DK0060336014

ITALY(REP OF) 1.35% SNR 15/04/22 EUR1000 0.02% IT0005086886 UNITED STATES TREAS NTS DTD 08/15/2015 2% DUE 0.02% US912828K742 08-15-2025 REG UNITED STATES TREAS BDS DTD 00246 3% DUE11-15- 0.02% US912810RP57 2045 REG MEXICO(UNITED MEXICAN STATES) 6.5% BDS 0.02% MX0MGO0000Q0 09/06/22

UNITED STATES TREAS NTS 2.25% T-NOTE 04-30-2024 0.02% US9128286R69

UK(GOVT OF) 4.25% GILT GTD 07/09/39 GBP 0.02% GB00B3KJDS62 US TREASURY N/B DTD 2.875% DUE 09-30-2023 0.02% US9128285D82 REG

MUENCHENER RUECKVER AG REG COMMON STOCK 0.02% DE0008430026

USA TREASURY NTS USA TREAS NTS 2.75% DUE07-31- 0.02% US912828Y610 2023 REG 2.75% DUE 07-31-2023 REG

UNITED STATES TREAS NTS 1.625% DUE 05-15-2026 0.02% US912828R366

UTD STATES TREAS 2.125% DUE 07-31-2024 0.02% US9128282N91 APACHE CORP 151028 4.375 CB 0.02% US037411BE40

Page 15 of 180 all MF.xlsm UNITED STATES TREAS NTS DTD 06/30/2018 2.625% 0.02% US9128284U17 DUE 06-30-2023 REG

UNITED STATES TREAS NTS 2.25% 01-31-2024 0.02% US912828V806

UNITED STATES TREAS NTS DTD 05/31/2017 2.0% 05- 0.02% US912828XT22 31-2024 UNITED STATES TREAS TNOTE 2.0% 06-30-2024 0.02% US912828XX34

FRANCE(GOVT OF) 0% SNR OAT 25/03/2023 EUR1 0.02% FR0013283686

UNITED STATES TREAS NTS DTD 683 1.625% DUE 02- 0.02% US912828P469 15-2026 REG ITALY(REP OF) 1.75% 01/07/2024 0.02% IT0005367492 UTD STATES TREAS 2.625% 02-28-2023 0.02% US9128284A52 PRECINCT PROPERTIES NEW ZEALAND LIMITED 0.02% NZAPTE0001S3 UNITED STATES TREAS NTS DTD 03/31/2018 2.5% DUE 0.02% US9128284D91 03-31-2023 REG UNITED STATES TREAS NTS DTD 11/30/2019 1.5% DUE 0.02% US912828YV68 11-30-2024 REG

UNITED STATES TREAS NTS 2.375% DUE 01-31-2023 0.02% US9128283U26

AT AND T INC 150644 4.80 CB 0.02% US00206RCG56 Australian Dollar Custodial Account – MIF Global 0.02% Unlisted Infrastructure 3 AUSTRALIA(CMNWLTH) 2.75% SNR 21/05/2041 0.02% AU0000018442 AUD100

JAPAN(GOVT OF) 0.1% SNR 20/12/24 JPY50000 0.02% JP1051421L13

SPAIN(KINGDOM OF) 4.2% SNR 31/01/2037 EUR1000 0.02% ES0000012932

UNITED STATES TREAS NTS 1.375% DUE 01-31-2025 0.02% US912828Z526

GENUS PLC COMMON STOCK GBP.1 0.02% GB0002074580 UK TSY 2.75% 07/09/2024 0.02% GB00BHBFH458 UNITED STATES TREAS NTS DTD 12/31/2015 2.125% 0.02% US912828N308 DUE 12-31-2022 REG CSX CORP 0.02% US1264081035 UNITED STATES OF AMERICA TBOND 1.75% 05-15- 0.02% US912828VB32 2023 FUT DEC 20 EUX EURO-BTP 0.02% DE000C4XT1X7 UNITED STATES OF AMER TREAS NOTES 2.0% 11-30- 0.02% US912828M805 2022 UNITED STATES TREAS NTS DTD 02/15/2013 2% DUE 0.02% US912828UN88 02-15-2023 REG UNITED STATES TREAS NTS DTD 04/30/2016 1.625% 0.02% US912828R283 DUE 04-30-2023 REG DIASORIN SPA COMMON STOCK EUR1.0 0.02% IT0003492391 NEXITY COMMON STOCK EUR5.0 0.02% FR0010112524 UTD STATES TREAS 1.125% DUE 02-28-2025 0.02% US912828ZC78 ISHARES II PLC JPMORGAN USD EM BND 0.02% IE00B2NPKV68 UCITS ETF USD

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

UTD STATES TREAS 1.375% DUE 09-30-2023 0.02% US912828T263 UNITED STATES TREAS NTS DTD 01/15/2019 2.5% DUE 0.02% US9128285V80 01-15-2022 REG

MEXICO(UNITED MEXICAN STATES) 10% 05/12/24 0.02% MX0MGO000078

SPAIN(KINGDOM OF) 1.6% SNR 30/04/2025 EUR1000 0.02% ES00000126Z1

UNITED STATES TREAS NTS 1.875% 09-30-2022 0.02% US9128282W90 UNITED STATES OF AMER TREAS BOND 3.125% 11-15- 0.02% US9128285M81 2028 LANDIS GYR GROUP AG COMMON STOCK CHF10.0 0.02% CH0371153492 UNITED STATES TREAS NTS DTD 04/30/2015 1.75% 0.02% US912828WZ90 DUE 04-30-2022 REG

Page 16 of 180 all MF.xlsm XCEL ENERGY INC 0.02% US98389B1008

JAPAN(GOVT OF) 2.1% SNR 20/09/24 JPY50000 0.02% JP1200721494

New Zealand Dollar Custodial Account – MITNZ Listed 0.02% Property Portfolio UNITED STATES TREAS NTS 2.0% DUE 02-15-2022 0.02% US912828SF82 REG THE LINK REAL ESTATE INVESTMENT TRUST 0.02% HK0823032773 UNITED STATES TREAS NTS DTD 03/31/2017 1.875% 0.02% US912828W895 DUE 03-31-2022 REG WI TREASURY N/B 3.125% 08-15-2044 0.02% US912810RH32

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

JAPAN(GOVT OF) 2.1% BDS 20/03/30 JPY100000 0.02% JP1201171A43

UTD STATES TREAS 2.25% DUE 07-31-2021 0.02% US912828WY26 UTD STATES TREAS 2.125% DUE 06-30-2021 0.02% US912828WR74 AMERICAN EXPRESS CO 190338 8.15 CB 0.02% US025816AZ26

UNITED STATES TREAS NTS 2.0% DUE 08-31-2021 0.02% US912828D721

BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK 0.02% US1091941005 USD.001

UNITED STATES TREASURY 1.25% DUE 10-31-2021 REG 0.02% US912828T677

SCHLUMBERGER HOLDINGS CORP 170528 3.90 CB 0.02% USU8066LAH79 VERIZON COMMUNICATIONS 0.02% US92343V1044

SPAIN(KINGDOM OF) 4.9% SNR 30/07/2040 EUR1000 0.02% ES00000120N0

ROCHE HLDGS AD GENUSSCHEINE NPV 0.02% CH0012032048 UTD STATES TREAS 1.125% DUE 09-30-2021 0.02% US912828T347

US TREASURY N/B 2.25% 11-15-2024 0.02% US912828G385

UNITED STATES TREAS NTS .375% DUE 04-30-2025 0.02% US912828ZL77 REG SIMON PROPERTY GROUP LP 011227 3.375 CB 0.02% US828807DE42

FRANCE(GOVT OF) 0.5% SNR 25/05/29 EUR1'REGS 0.02% FR0013407236

EVOQUA WATER TECHNOLOGIES CO COMMON STOCK 0.02% US30057T1051 USD.01 WI TREASURY SEC .125% DUE 05-31-2022 REG 0.02% US912828ZR48 AMP Shopping Centre Fund 0.02% US TREAS BDS DTD 02-15-2011 4.75% DUE 02-15-2041 0.02% US912810QN19 REG

JAPAN(GOVT OF) 0.4% SNR 20/09/49 JPY50000 0.02% JP1300641KA3

KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK 0.02% NL0011794037 EUR.01 ADOBE INC COM USD0.0001 0.02% US00724F1012 UNITED STATES TREAS BDS TREASURY BOND 2.375% 0.02% US912810SK51 DUE 11-15-2049 REG STORE CAPITAL CORP 0.02% US8621211007

GERMANY(FED REP) 1% SNR 15/08/2025 EUR0.01 0.02% DE0001102382

UK(GOVT OF) 5% SNR 07/03/2025 GBP1000 0.02% GB0030880693 FRANCE ( GOVT OF ) 1.5% 25/05/2031 0.02% FR0012993103 UNITED STATES TREAS BDS 3.75 DUE 11-15-2043 0.02% US912810RD28 REG HEALTHCARE TRUST OF AMERICA INC 0.02% US42225P5017 KIWI PROPERTY GROUP LIMITED 0.02% NZKPGE0001S9

JAPAN(GOVT OF) 0.6% BDS 20/03/2023 JPY5000 0.02% JP1103281D37

BUPA FINANCE PLC 170621 3.375 CB 0.02% XS1075309754 UK(GOVT OF) 4.25% SNR 07/03/36 GBP1000 0.02% GB0032452392 EXTRA SPACE STORAGE INC 0.01% US30225T1025

Page 17 of 180 all MF.xlsm WI TREASURY SEC 3.375% DUE 11-15-2048 0.01% US912810SE91 REG

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

JAPAN(GOVT OF) 0.1% SNR 20/03/24 JPY50000 0.01% JP1051391K44

US TREAS BDS 4.375 DUE 05-15-2040 REG 0.01% US912810QH41 UNITED STATES TREAS BDS BD 3.125% DUE 02-15- 0.01% US912810QZ49 2043 REG JAPAN (20 YEAR ISSUE) .1% 01/07/2022 0.01% JP1024141L76 FRANCE(GOVT OF) 2.25% SNR 25/10/2022 EUR1 0.01% FR0011337880 UNITED STATES TREAS NTS DTD 06/30/2016 1.125% 0.01% US912828S273 DUE 06-30-2021 REG JAPAN (2 YR ISSUE) .1% 01/11/2021 0.01% JP1024061KB7 New Zealand Dollar Custodial Account – MITNZ SR 0.01% Trans-Tasman Shares UNITED STATES T-BOND 2.875% 05-15-2049 0.01% US912810SH23 AMERICAN WATER WORKS CO INC 0.01% US0304201033 CUMMINS INC COMMON STOCK USD2.5 0.01% US2310211063 MEXICO(UTD MEX ST) 10% GTD SNR 20/11/2036 0.01% MX0MGO0000B2 MXN

FRANCE(GOVT OF) 5.5% SNR 25/04/29 EUR1'REGS 0.01% FR0000571218

US TREAS NTS DTD 05-15-2019 2.125% DUE 05-15- 0.01% US9128286U98 2022 REG SALESFORCE.COM INC 0.01% US79466L3024 NOMURA REAL EST MA REIT 0.01% JP3048110005 ITALY(REP OF) 1.35% SNR 01/04/30 EUR1000 0.01% IT0005383309 UMICORE COMMON STOCK 0.01% BE0974320526 THE WALT DISNEY CO 0.01% US2546871060 UNITED STATES TREAS NTS DTD 08/15/2019 1.625% 0.01% US912828YB05 DUE 08-15-2029 REG GRAMEENPHONE LTD COMMON STOCK BDT10.0 0.01% BD0001GP0004 BANK OF AMERICA CORP 221030 2.884 CB 0.01% US06051GHX07 FRANCE(GOVT OF) 0.25% SNR 25/11/2026 EUR1 0.01% FR0013200813

OTC DERIVATIVE CASH COLLATERAL RECEIVABLFROM 0.01% STATE STREET BANK AND TRUST COMPANY

UNITED KINGDOM(GOVERNMENT OF) 1.5% SNR 0.01% GB00BYZW3G56 GILT 22/07/2026 FRANCE(GOVT OF) 2.25% SNR 25/05/2024 EUR1 0.01% FR0011619436

BELGIUM(KINGDOM) 4.25% SNR 28/03/41 EUR0.01 0.01% BE0000320292

UK(GOVT OF) 4% GILT 22/1/2060 GBP0.01 0.01% GB00B54QLM75 PAYPAL HOLDINGS INC 0.01% US70450Y1038 UNITED STATES TREAS NTS DTD 09/30/2018 3.0% 09- 0.01% US9128285C00 30-2025 NETFLIX INC 0.01% US64110L1061 COCA COLA CO USD 0.01% US1912161007 INTEL CORP USD0.001 0.01% US4581401001 IHS MARKIT LTD COMMON STOCK USD.01 0.01% BMG475671050 ALLSTATE CORP COMMON STOCK USD.01 0.01% US0200021014 PACCAR INC COMMON STOCK USD1.0 0.01% US6937181088 UNITED STATES TREAS BDS DTD 00218 3.875%DUE 08- 0.01% US912810QK79 15-2040 REG UNITED URBAN INVESTMENT CORP 0.01% JP3045540006 VINCI SA 0.01% FR0000125486

T ROWE PRICE GROUP INC COMMON STOCK USD.2 0.01% US74144T1088

ITALY(REP OF) 1.6% SNR 01/06/2026 EUR1000 0.01% IT0005170839 UNITED KINGDOM(GOVERNMENT OF) 1.75% 0.01% GB00BZB26Y51 07/09/2037 UK(GOVT OF) 1.625% SNR 22/10/28 GBP1000 0.01% GB00BFX0ZL78

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

Page 18 of 180 all MF.xlsm ITALY(REP OF) 2.95% BDS 01/09/38 EUR1000 0.01% IT0005321325 TSY CORP VICTORIA 2.25% GTD SNR 20/11/34AUD 0.01% AU0000048274 PEPSICO INC CAP US$0.01 2/3 0.01% US7134481081 METLIFE INC COMMON STOCK USD.01 0.01% US59156R1086 GENESIS ENERGY LTD 0.01% NZGNEE0001S7 GRUPO BIMBO SAB DE CV 250122 4.50 CB 0.01% USP4949BAH70 UK(GOVT OF) 4.25% GILT 07/12/55 GBP1000 0.01% GB00B06YGN05

FRANCE(GOVT OF) 0.5% SNR 25/05/25 EUR1'REGS 0.01% FR0012517027

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

COMCAST CORP 0.01% US20030N1019 MERCK & CO INC NEW COM 0.01% US58933Y1055 UNITED KINGDOM(GOVERNMENT OF) 3.5% GILT 0.01% GB00BBJNQY21 22/07/68 GBP0.01 WI YDUQS PARTICIPACOES SA COMMON STOCK 0.01% BRYDUQACNOR3

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

UNITED STATES TREAS BDS 3.375 05-15-2044REG 0.01% US912810RG58 AT & T INC 0.01% US00206R1023 EASTMAN CHEMICAL CO 011228 4.50 CB 0.01% US277432AW04 NEW ZEALAND LOCAL GOVERNMENT FUNDING 0.01% NZLGFDT007C4 AGENCY 4.5% 15/04/2027 PFIZER INC COM US$0.05 0.01% US7170811035

NEW ZEALAND(GOVT) IDX/LKD BDS 20/09/2030NZD 0.01% NZIIBDT003C0

OP CORPORATE BANK PLC 200522 2.50 CB 0.01% XS1234804653

FRANCE(GOVT OF) 0% SNR 25/03/2025 EUR1'REGS 0.01% FR0013415627

TOMRA SYSTEMS ASA COMMON STOCK NOK1. 0.01% NO0005668905 FRANCE(GOVT OF) 4.25% SNR 25/10/2023 EUR1 0.01% FR0010466938 HOUSING DEVELOPMENT FINANCE COMMON STOCK 0.01% INE001A01036 INR2. CUBESMART COM 0.01% US2296631094 US TREAS BDS USD1000 5.25DUE 02-15- 0.01% US912810FG86 2029 REG Z ENERGY LTD 0.01% NZZELE0001S1 TSY CORP VICTORIA 1% GTD SNR 20/11/2023 AUD 0.01% AU0000075624 GERMAN POSTAL PENS 3.75% A/BKD 18/01/2021 0.01% XS0222474339 EUR GAZ CAPITAL SA 171123 3.125 CB 0.01% XS1521039054 ATLAS COPCO AB A SHS COMMON STOCK SEK.639 0.01% SE0011166610 INTERNATIONAL BK FOR RECON & DEV GLOBAL NT 0.01% US459058JF11 FLTG VAR RT DUE 08-19-2027 REG US TREAS SEC 4.5 DUE 08-15-2039 REG 0.01% US912810QC53 HP INC COMMON STOCK USD.01 0.01% US40434L1052 BUNDESREPUB. DEUTSCHLAN 2.5% BDS 0.01% DE0001135481 04/07/2044 EUR BANCO SANTANDER SA 190123 FRN 0.01% XS1649192777 UNITED STATES TREAS BDS .. 3.125% DUE 11-15-2041 0.01% US912810QT88 REG WALMART INC 0.01% US9311421039 ITALY(REP OF) 5.75% SNR 01/02/33 EUR1000 0.01% IT0003256820 DIASORIN ISCRITTE NEL REGISTRO 0.01% IT0003492391 UNITED STATES TREAS BDS DTD 02/15/2012 3.125% 0.01% US912810QU51 DUE 02-15-2042 REG

FRANCE(GOVT OF) 3% SNR 25/04/2022 EUR1'REGS 0.01% FR0011196856

ITALY(REP OF) 0% T-BILL 30/11/20 EUR1000 0.01% IT0005410938 UK(GOVT OF) 2% SNR 07/09/2025 GBP1000 0.01% GB00BTHH2R79 FUJITSU LTD COMMON STOCK 0.01% JP3818000006 KROGER CO COMMON STOCK USD1.0 0.01% US5010441013 GERMANY(FEDERAL REPUBLIC) 2.5% BDS 0.01% DE0001102341 15/08/2046 EUR

Page 19 of 180 all MF.xlsm CANADA HOUSING TST 2.1% GTD 15/09/2029 CAD 0.01% CA13509PHD83

Income Due - NZD 0.01% TEAMVIEWER AG COMMON STOCK 0.01% DE000A2YN900 DEXIA CREDIT LOCAL BDS .5% 22/07/2023 0.01% XS2182067277

CZECH(REP OF) 1.25% SNR 14/02/25 CZK10000 0.01% CZ0001005870

UNITED STATES TREAS NTS .25% DUE 05-31-2025 0.01% US912828ZT04 REG

FRANCE(GOVT OF) 4% SNR 25/10/2038 EUR1'REGS 0.01% FR0010371401

NOVARTIS AG - CHF0.50 (REGD) 0.01% CH0012005267 GERMANY(FED REP) 6.25% BDS 4/1/2030 EUR0.01 0.01% DE0001135143 SER '00'

NIPPON TELEGRAPH + TELEPHONE COMMON STOCK 0.01% JP3735400008

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

ABBOTT LABS 0.01% US0028241000 BANK OF AMERICA CORPORATION 0.01% US0605051046 INDUSTRIAL AND INFRAREIT 0.01% JP3046500009 INVITAE CORP COMMON STOCK USD.0001 0.01% US46185L1035 FORD MOTOR CO COMMON STOCK USD.01 0.01% US3453708600

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

EISAI CO LTD COMMON STOCK 0.01% JP3160400002 INTL BK RECON DEVELOP FLTG RT DUE 06-17-2024 0.01% US45906M2B63 BEO BEST BUY CO INC COMMON STOCK USD.1 0.01% US0865161014 UNITED STATES TREAS BDS DTD 00219 4.25% DUE 11- 0.01% US912810QL52 15-2040 REG PROPERTY FOR INDUSTRY LTD 0.01% NZPFIE0001S5

JAPAN(GOVT OF) 1.6% SNR 20/06/32 JPY50000 0.01% JP1201391C86

JAPAN(GOVT OF) 2.5% SNR 20/03/38 JPY50000 0.01% JP1300281845

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

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

WEC ENERGY GROUP INC 0.01% US92939U1060

GERMANY(FED REP) 4% SNR 04/01/2037 EUR0.01 0.01% DE0001135275

ITALY(REP OF) 4.75% SNR 01/09/28 EUR1000 0.01% IT0004889033 UNITED STATES OF AMER TREAS BONDS 2.75 BDS DUE 0.01% US912810QX90 08-15-2042 USD100'BONDS 08/42' WMGUI3 Collateral Account 0.01% UNITED STATES TREAS BDS DTD 00209 3.5% DUE 02- 0.01% US912810QA97 15-2039 REG FRANCE(GOVT OF) 1.25% SNR 25/05/2034 EUR1 0.01% FR0013313582

JAPAN(GOVT OF) 2.3% SNR 20/03/39 JPY50000 0.01% JP1300301940

PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 0.01% US7443201022

AENA SME S.A. 0.01% ES0105046009 UK(GOVT OF) 4.75% SNR 07/12/38 GBP1000 0.01% GB00B00NY175 REPUBLIC OF TURKEY 7.625% 26/04/2029 0.01% US900123CT57 STATE GRID EUROPE DEVELOPMENT 2014 PLC 260122 0.01% XS1165754851 1.50 CB Australian Dollar Custodial Account – MIF Direct 0.01% Property AFLAC INC COMMON STOCK USD.1 0.01% US0010551028

Page 20 of 180 all MF.xlsm STH AFRICA(REP OF) 8% SNR 31/01/30 ZAR1'R2030' 0.01% ZAG000106998

COLOMBIA(REPUBLIC OF) 6.0% 28/04/2028 0.01% US195325BZ79

ITALY(REP OF) 5.25% BTP 1/11/2029 EUR0.01 0.01% IT0001278511 FREIGHTWAYS LIMITED 0.01% NZFREE0001S0 ATLAS ARTERIA ORDINARY STAPLED SECURITIES 0.01% AU0000013559 PHILIPPINES REP GLOBAL 4.95% 15/01/2021 0.01% US718286BJ59 FRANCE(GOVT OF) 1.25% SNR 25/05/2036 EUR1 0.01% FR0013154044 UNITED STATES TREAS BDS DTD 00247 2.5% DUE 02- 0.01% US912810RQ31 15-2046 REG CYPRUS(REP OF) 2.75% SNR EMTN 03/05/49 EUR 0.01% XS1989383788 THERMO FISHER SCIENTIFIC INC 0.01% US8835561023

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

STATE OF QATAR 3.4% 16/04/2025 0.01% XS2155352151 UNITED STATES TREAS BDS 3.625 DUE 02-15- 0.01% US912810RE01 2044 TBOND

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

MCKESSON CORP COMMON STOCK USD.01 0.01% US58155Q1031

FRANCE(GOVT OF) 3.5% SNR 25/04/26 EUR1'REGS 0.01% FR0010916924

MORGAN STANLEY 230130 4.431 CB 0.01% US6174468G77 UNITED STATES TREAS BDS 0 DEB 15/02/2040USD1000 0.01% US912810QE10 4.625 DUE 02-15-2040REG JAPAN TBOND BDS .6% DUE 20/12/2023 0.01% JP1103321DC2

BRIT COLUMBIA(PROV 0.875% SNR 08/10/2025EUR 0.01% XS1303312034

SUMITOMO MITSUI BANKING CORP 240723 2.75 CB 0.01% XS0937853983

SUN LIFE FINANCIAL INC COMMON STOCK 0.01% CA8667961053 BERKSHIRE HATHAWAY INC CL B COMMON STOCK 0.01% US0846707026 USD.0033 JAPAN (GOVERNMENT OF) .1% 20/12/2028 0.01% JP1103531K10

FRANCE(GOVT OF) 0% SNR 25/03/2024 EUR1'REGS 0.01% FR0013344751

ITALY(REP OF) 3.5% SNR 01/03/2030 EUR1000 0.01% IT0005024234 ALLIED PROPERTIES REAL ESTATE INVESTMENT 0.01% CA0194561027 JAPAN (5 YR ISSUE) .1% 20/06/2024 0.01% JP1051401K75 VICI PROPERTIES INC 0.01% US9256521090 HAPVIDA PARTICIPACOES E INVE COMMON STOCK 0.01% BRHAPVACNOR4 NIKE INC 011146 3.375 CB 0.01% US654106AG82 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 ITALY(REP OF) 5% SNR 01/08/2039 EUR1000 0.01% IT0004286966 UNITED STATES TREAS BDS 2.25% DUE 08-15- 0.01% US912810RT79 2046

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

CHILE(REP OF) 4.7% SNR 01/09/2030 CLP 0.01% CL0002454248 UK(GOVT OF) 1.75% SNR 22/07/57 GBP1000 0.01% GB00BD0XH204 UNITE GROUP PLC 0.01% GB0006928617 ITALY(REP OF) 6% SNR 01/05/2031 EUR1000 0.01% IT0001444378 NIU TECHNOLOGIES SPONS ADR ADR USD.0001 0.01% US65481N1000

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

ARCHER DANIELS MIDLAND CO 120925 1.00 CB 0.01% XS1877836079 JPMORGAN CHASE & CO 2.083% DUE 04-22- 0.01% US46647PBK12 2026/10-22-2020 REG CCP DUE FROM MORGAN STANLEY CO LL C 0.01% AUSTRALIA(CMNWLTH) IDX/LKD SNR 20/09/2025 0.01% AU0000XCLWP8 AUD

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

Page 21 of 180 all MF.xlsm CVS HEALTH CORP 150939 6.125 CB 0.01% US126650BR04 HUMANA INC COMMON STOCK USD.166 0.01% US4448591028 MCDONALD'S CORP 0.01% US5801351017 UPWORK INC COMMON STOCK USD.0001 0.01% US91688F1049 NOBLE ENERGY INC 150128 3.85 CB 0.01% US655044AP00 ITALY(REP OF) 3.45% SNR 01/03/48 EUR1000 0.01% IT0005273013 CISCO SYSTEMS INC 0.01% US17275R1023 SNAM SPA 170630 0.75 CB 0.01% XS2190256706 UK(GOVT OF) 2.25% SNR 07/09/23 GBP1000 0.01% GB00B7Z53659

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

JPMORGAN CHASE AND CO 010228 3.782 CB 0.01% US46625HRY89 ACHMEA BV 191120 2.50 CB 0.01% XS0995111761 ABBEY NATIONAL TREASURY SERVICES PLC 140122 0.01% XS1166160173 1.125 CB UNITED STATES TREAS BDS 3% DUE 05-15-2047 0.01% US912810RX81 REG NATIONAL GRID ORD GBP0.12431289 0.01% GB00BDR05C01

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

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

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

LANDWIRT RENTENBK 5.5% GTD SNR 29/03/2022 0.01% AU3CB0192276 AUD

JAPAN(GOVT OF) 0.1% SNR 20/03/29 JPY50000 0.01% JP1103541K42

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

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

MINISTERIO HAC 5.75% GTD 03/11/2027 COP 0.01% COL17CT03672 UNITED STATES OF AMER TBOND 2.625% 01-31- 0.01% US9128286A35 2026

GERMANY(FED REP) 1.25% SNR 15/08/48 EUR0.01 0.01% DE0001102432

JAPAN(GOVT OF) 0.8% SNR 20/06/22 JPY50000 0.01% JP1103241C78

UNITED STATES TREAS NTS DTD 06/30/2018 2.75% 0.01% US912828XZ81 DUE 06-30-2025 REG BANK OF NEW ZEALAND 0.01% UNITED STATES OF AMER TREAS BONDS DTD 0.01% US912810RS96 05/15/2016 2.5% DUE 05-15-2046 REG UK(GOVT OF) 3.75% GILT 22/07/52 GBP 0.01% GB00B6RNH572 CANADIAN APARTMENT PROPERTIES REITS 0.01% CA1349211054 BELGIUM KINGDOM 2.6% 22/06/2024 0.01% BE0000332412

JAPAN(GOVT OF) 0.1% SNR 20/06/25 JPY50000 0.01% JP1051441L76

SWISS RE AG COMMON STOCK CHF.1 0.01% CH0126881561 ORANGE SA 160929 0.125 CB 0.01% FR0013534484 UNITED STATES TREAS NTS DTD 11/15/2015 2.25% 0.01% US912828M565 DUE 11-15-2025 REG GECINA 0.01% FR0010040865 BEIJING ENTERPRISES WATER GR COMMON STOCK 0.01% BMG0957L1090 HKD.1 NIKE INC CL B 0.01% US6541061031 FRANCE(GOVT OF) 4% SNR 25/04/2055 EUR1 0.01% FR0010171975 ARGOSY PROPERTY LIMITED 0.01% NZARGE0010S7 FRANCE(GOVT OF) 4.75% SNR 25/04/2035 EUR1 0.01% FR0010070060 LEG IMMOBILIEN GMBH 0.01% DE000LEG1110

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

Page 22 of 180 all MF.xlsm UNITED STATES TREAS NTS 2.375% 12-31-2024 0.01% US9128283P31 GERMANY(FEDERAL REPUBLIC) 4.25% BDS 0.01% DE0001135325 04/07/2039 EUR0.01 FRANCE(GOVT OF) 1.75% SNR 25/11/2024 EUR1 0.01% FR0011962398

APARTMENT INVESTMENT AND MANAGEMENT CO 0.01% US03748R7540

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

FRANCE(GOVT OF) 1% SNR 25/05/2027 EUR1'REGS 0.01% FR0013250560

JAPAN TBOND 1.2% 20/03/2035 0.01% JP1201521F37 SAP AG 0.01% DE0007164600 UTD STATES TREAS 2.125% DUE 09-30-2024 0.01% US9128282Y56 FRANCE(GOVT OF) 0.75% SNR 25/11/2028 EUR1 0.01% FR0013341682 NETHERLANDS GOVERNMENT 2.75% 15/01/2047 0.01% NL0010721999 SCENTRE GROUP TRUST1 120225 3.50 CB 0.01% USQ8351LAB91 UNITED STATES TREAS NTS 2.0% 04-30-2024 0.01% US912828X703 COSTCO WHOLESALE CORP 0.01% US22160K1051

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

JAPAN(GOVT OF) 2.4% SNR 20/09/38 JPY50000 0.01% JP13002918A0

AVALONBAY COMMUNITIES INC REIT USD.01 0.01% US0534841012 EQUITY LIFESTYLE PROPERTIES INC 0.01% US29472R1086 IRS241021 IRS ANZ NZD 241021 RFXD 1.005 PFLT 0.01% DUIRS2410211 3ZBSW DA OFFICE INVESTMENT CORPORATION 0.01% JP3046310003 MEXICO(UTD MEX ST) 8.5% GTD SNR 31/05/2029 0.01% MX0MGO0000H9 MXN SNAM SPA 0.01% IT0003153415

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

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

MMIT Midtown Holdings, LLC (“Midtown”) 0.01% BUONI POLIENNALI 1.85% 01/07/2025 0.01% IT0005408502 UNITED STATES TREAS BDS 4.375% DUE 11-15- 0.01% US912810QD37 2039 JAPANESE GOVT BOND 0.8% DUE 20/06/2023 0.01% JP1103291D68

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

GERMANY(FED REP) 0.25% SNR 15/08/28 EUR0.01 0.01% DE0001102457

UK(GOVT OF) 0.75% SNR 22/07/23 GBP1000 0.01% GB00BF0HZ991 VECTOR LIMITED 0.01% NZVCTE0001S7 MITSUI FUDOSAN CO Y50 0.01% JP3893200000 MERCK KGAA COMMON STOCK 0.01% DE0006599905 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 ABBVIE INC COM USD0.01 0.01% US00287Y1091 WI TREASURY SEC 2.875% DUE 08-15-2045 REG 0.01% US912810RN00

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

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

GERMANY(FED REP) 0% SNR 15/08/2030 EUR0.01 0.01% DE0001102507

JAPAN(GOVT OF) 1.9% SNR 20/09/42 JPY50000 0.01% JP1300371C98

THE REP UZBEKISTAN 4.75% SNR MTN 20/02/24 0.01% XS1953916290 USD

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

JAPAN(GOVT OF) 1.6% SNR 20/06/30 JPY50000 0.01% JP1201201A88

Page 23 of 180 all MF.xlsm TESCO 240222 6.125 CB 0.01% XS0414345974 BANK OF ENGLAND FIXED .5% DUE 04-28-2023 0.01% XS2166002076 ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 0.01% US0152711091 REGENCY CENTERS CORPORATION 0.01% US7588491032 ASML HOLDING NV 0.01% NL0010273215 ITALY(REP OF) 2.05% SNR 01/08/27 EUR1000 0.01% IT0005274805 PETROLEOS MEXICANOS 020622 8.25 CB 0.01% XS0430799725 UNITED STATES TREAS BDS DTD 02/15/2006 4.5% DUE 0.01% US912810FT08 02-15-2036 REG AMGEN INC 0.01% US0311621009

ARTHUR J GALLAGHER + CO COMMON STOCK USD1.0 0.01% US3635761097

AUSTRALIA(CMNWLTH) 2.25% SNR 21/05/28 0.01% AU000XCLWAR9 AUD1000

JAPAN(GOVT OF) 0.8% SNR 20/03/47 JPY50000 0.01% JP1300541H31

ITALY(REP OF) 6.5% SNR 01/11/2027 EUR0.01 0.01% IT0001174611 REPUBLIC OF TURKEY 5.75% DUE 0.01% US900123CF53 22/03/2024 ACCENTURE PLC 0.01% IE00B4BNMY34 FRANCE(GOVT OF) 0.0% 25/02/2026 0.01% FR0013508470 LAM RESEARCH CORP COMMON STOCK USD.001 0.01% US5128071082

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

JAPAN(GOVT OF) 0.7% SNR 20/09/38 JPY50000 0.01% JP1201661JA3

INM COLONIAL SOCIM EUR 0.01% ES0139140174 UK(GOVT OF) 2.5% GILT SNR 22/07/2065 0.01% GB00BYYMZX75

JAPAN(GOVT OF) 1.8% SNR 20/06/23 JPY50000 0.01% JP1200631388

ITALY(REP OF) 0.65% SNR 15/10/23 EUR1000 0.01% IT0005215246 PVTPL CMO CN AVE SECS TR 2019-R06 NT CL 2M-2 0.01% US20754JAB08 144A VAR RT DUE 09-25-2039 BEO BONOS Y OBLIG DEL .25% 30/07/2024 0.01% ES0000012E85 EURO BK RECON&DEV 6.45% CURR/LKD 13/12/22 0.01% XS1734550897 IDR AXA SA COMMON STOCK EUR2.29 0.01% FR0000120628 ITALY(REP OF) 0.6% SNR 15/06/2023 EUR1000 0.01% IT0005405318 VENTAS INC 0.01% US92276F1003

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

COCHLEAR LTD COMMON STOCK 0.01% AU000000COH5 COUSINS PROPERTIES INC 0.01% US2227955026 CLOROX COMPANY COMMON STOCK USD1.0 0.01% US1890541097 ASCENDAS REAL ESTATE INVESTMENT TRUST 0.01% SG1M77906915

GERMANY(FED REP) 0% SNR 07/10/22 EUR0.01'176 0.01% DE0001141760

ROCHE HOLDING AG GENUSSCHEIN COMMON STOCK 0.01% CH0012032048

KOMMUNALBANKEN AS 6.5% BDS DUE 0.01% AU3CB0173748 12/04/2021 ISHARES IV PLC CHINA CNY BOND UCITS USD HD 0.01% IE00BKT6RT64 METLIFE CARE LTD 0.01% NZMETE0001S2 BROADCOM CORP COM USD1.00 0.01% US11135F1012 VITAL HEALTHCARE PROPERTY TRUST 0.01% NZCHPE0001S4 JAPAN (20 YR TBOND .5% 20/03/2038 0.01% JP1201641J38 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 FRANCE(GOVT OF) 0.75% SNR 25/05/2028 EUR1 0.01% FR0013286192 NEXTERA ENERGY INC 0.01% US65339F1012 PG&E CORP 5% DUE 07-01-2028 0.01% US69331CAH16

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

MEDTRONIC PLC 0.01% IE00BTN1Y115 UK(GOVT OF) 4.25% SNR 07/12/49 GBP1000 0.01% GB00B39R3707

Page 24 of 180 all MF.xlsm AMAZON.COM INC COMMON STOCK USD.01 0.01% US0231351067

ROMANIA(REP OF) 3.624% SNR MTN 26/05/30 EUR 0.01% XS2178857954

JAPAN(GOVT OF) 2.1% SNR 20/12/29 JPY50000 0.01% JP12011419C6

GERMANY(FED REP) 0.25% SNR 15/02/29 EUR0.01 0.01% DE0001102465

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

HENKEL AG + CO KGAA VORZUG PREFERENCE 0.01% DE0006048432

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

PHILIPPINES(REP OF) OF 4.95% MTN 15/01/2021 0.01% US718286BJ59 PHP

JAPAN(GOVT OF) 2.1% SNR 20/09/29 JPY50000 0.01% JP1201131990

JAPAN(GOVT OF) 2.3% SNR 20/06/28 JPY50000 0.01% JP1201031877

BRISTOL MYERS SQUIBB COMPANY 0.01% US1101221083 EMIRATE OF ABU DHA 2.5% SNR MTN 16/04/2025 0.01% XS2125308085 USD

GERMANY(FED REP) 0.25% SNR 15/02/27 EUR0.01 0.01% DE0001102416

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

FRANCE(GOVT OF) 0.5% SNR 25/05/26 EUR1'REGS 0.01% FR0013131877

DANAHER CORP 0.01% US2358511028

JAPAN(GOVT OF) 1.5% SNR 20/06/34 JPY50000 0.01% JP1201491E67

ASTRAZENECA PLC 0.01% GB0009895292 ISHARES IV PLC USD SHORT DUR CORP BD UCIT 0.01% IE00BCRY5Y77

JAPAN(GOVT OF) 2.1% SNR 20/09/28 JPY50000 0.01% JP1201051891

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

CAMDEN PROPERTY TRUST 0.01% US1331311027

JAPAN(GOVT OF) 2.3% SNR 20/06/27 JPY50000 0.01% JP1200951760

JAPAN(GOVT OF) 1.4% SNR 20/09/34 JPY50000 0.01% JP1201501E99

ABBVIE INC COMMON STOCK USD.01 0.01% US00287Y1091

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

O REILLY AUTOMOTIVE INC 150331 1.75 CB 0.01% US67103HAK32 SPARK INFRASTRUCTURE LTD 0.01% AU000000SKI7 LABORATORY CRP OF AMER HLDGS COMMON STOCK 0.01% US50540R4092 USD.1 ITALY(REP OF) 5% SNR 01/09/2040 EUR1000 0.01% IT0004532559 MEXICO(UTD MEX ST) 5.75% GTD SNR 05/03/26 0.01% MX0MGO0000Y4 MXN CYRUSONE INC 0.01% US23283R1005 UNITED STATES TREAS BDS 3% DUE 02-15-2047 0.01% US912810RV26 REG FRANCE(GOVT OF) 2% SNR 25/05/2048 EUR1 0.01% FR0013257524

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

EPAM SYSTEMS INC COMMON STOCK USD.001 0.01% US29414B1044 QUALCOMM INC 0.01% US7475251036

SPAIN(KINGDOM OF) 2.75% SNR 31/10/24 EUR1000 0.01% ES00000126B2

JAPAN(GOVT OF) 2.2% SNR 20/06/26 JPY50000 0.01% JP1200891685

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

Page 25 of 180 all MF.xlsm TOYOTA MOTOR CORP Y50 0.01% JP3633400001

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

FUJIFILM HOLDINGS CORP COMMON STOCK 0.01% JP3814000000 UNITED MEXICAN STS 3.9% DUE 04-27-2025/04- 0.01% US91087BAJ98 27-2020 REG ITALY(REP OF) 3.75% SNR 01/09/24 EUR1000 0.01% IT0005001547 ITALY(REP OF) 4.75% SNR 01/08/23 EUR1000 0.01% IT0004356843

JAPAN(GOVT OF) 2.3% SNR 20/03/26 JPY50000 0.01% JP1200861647

AUSTRALIA(CMNWLTH) 1.5% SNR 21/06/2031 0.01% AU0000047003 AUD1000 TEXAS INSTRUMENTS USD1 0.01% US8825081040 ITALY(REP OF) 5.5% BDS 01/11/22 0.01% IT0004848831 ARVIDA GROUP LIMITED 0.01% NZARVE0001S5 Z HOLDINGS CORP COMMON STOCK 0.01% JP3933800009 AEON CO LTD COMMON STOCK 0.01% JP3388200002

GERMANY(FED REP) 5.63% SNR 04/01/28 EUR0.01 0.01% DE0001135069

JAPAN(GOVT OF) 2.1% SNR 20/03/26 JPY50000 0.01% JP1200851630

REPUBLIC OF PERU 6.95% 12/08/2031 0.01% US715638BE14 PAGSEGURO DIGITAL LTD CL A COMMON STOCK 0.01% KYG687071012 USD.000025

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

LILLY (ELI) & CO USD 0.01% US5324571083

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

EQUITY RESIDENTIAL 0.01% US29476L1070

JAPAN(GOVT OF) 0.1% SNR 20/09/23 JPY50000 0.01% JP1051371JA0

JAPAN (20 YEAR ISSUE) .4% 20/03/2039 0.01% JP1201681K44 UK(GOVT OF) 0.5% SNR 22/07/2022 GBP1000 0.01% GB00BD0PCK97 UTD STATES TREAS .5% DUE 03-15-2023 0.01% US912828ZD51

JAPAN(GOVT OF) 1.9% SNR 20/06/25 JPY50000 0.01% JP1200781563

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

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 DEXUS 0.01% AU000000DXS1

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

UNITED STATES TREAS BDS DTD 11/15/2012 2.75% 0.01% US912810QY73 DUE 11-15-2042 REG

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

ARION BANK 1% SNR EMTN 20/03/2023 EUR 0.01% XS1794196615 AUSTRALIA(COMWLTH OF) 4.5% BDS 0.01% AU000XCLWAG2 21/04/2033 AUD1000

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

JAPAN(GOVT OF) 2.5% SNR 20/09/37 JPY50000 0.01% JP13002717A6

UNITED STATES TREAS NTS 1.625% 08-31-2022 0.01% US9128282S88 LOWE'S COS INC 0.01% US5486611073

GERMANY(FED REP) 4.75% SNR 04/07/34 EUR0.01 0.01% DE0001135226

BELGIUM(KINGDOM) 0.8% SNR 22/06/2027 EUR0.01 0.01% BE0000341504

GERMANY(FED REP) 0.5% SNR 15/02/2028 EUR0.01 0.01% DE0001102440

NEXTDC LIMITED ORDINARY FULLY PAID 0.01% AU000000NXT8 UK(GOVT OF) 4.25% SNR 07/12/27 GBP1000 0.01% GB00B16NNR78

Page 26 of 180 all MF.xlsm BELGIUM(KINGDOM) 0.9% SNR 22/06/2029 EUR0.01 0.01% BE0000347568

SAFESTORE HOLDINGS PLC 0.01% GB00B1N7Z094

GERMANY(FED REP) 0.5% SNR 15/08/2027 EUR0.01 0.01% DE0001102424

FORD MTR CR CO LLC 3.37% DUE 11-17-2023 0.01% US345397A787 ITALY(REP OF) 7.25% SNR 01/11/26 EUR'REGS 0.01% IT0001086567 TRACTOR SUPPLY COMPANY COMMON STOCK 0.01% US8923561067 USD.008 HOME DEPOT INC 161236 5.875 CB 0.01% US437076AS19 UNITED STATES TREAS BDS 3.0% DUE 02-15-2048 0.01% US912810SA79

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

FABEGE AB NPV POST SPLIT 0.01% SE0011166974

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

FRANCE(GOVT OF) 1.75% SNR 25/05/2023 EUR1 0.01% FR0011486067

GERMANY(FED REP) 0.5% SNR 15/02/2026 EUR0.01 0.01% DE0001102390

LINDE PLC 0.01% IE00BZ12WP82 INTER-AMER DEV BK 3.125% SNR MTN 18/09/28 0.01% US4581X0DC96 USD

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

ORACLE CORP USD0.01 0.01% US68389X1054 CASTELLUM AB 0.01% SE0000379190 UNITED STS TREAS NTS UNITED STS TREAS NTS .25% 0.01% US91282CAB72 DUE 07-31-2025 REG ITALY(REP OF) 5% BDS 01/03/25 EUR1000 0.01% IT0004513641 ENTRA ASA 0.01% NO0010716418 JAPAN 1.9% BDS 20/06/43 JPY100000 0.01% JP1300391D69 BUNDESREPUB. DEUTSCHLAND TBOND .5% 0.01% DE0001102374 15/02/2025

JAPAN(GOVT OF) 2.2% SNR 20/09/27 JPY50000 0.01% JP1200971792

MCDONALD S CORP COMMON STOCK USD.01 0.01% US5801351017 NOVO NORDISK A S 0.01% DK0060534915 UK(GOVT OF) 1.625% SNR 22/10/54 GBP1000 0.01% GB00BJLR0J16 UNITED STATES TREAS BDS DTD 00271 1.125%DUE 08- 0.01% US912810SQ22 15-2040

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

UNITED STATES TREAS BDS DTD 08/15/2020 1.375% 0.01% US912810SP49 08-15-2050 JAPAN GOVT 20-YR #60 1.4% 20/12/2022 0.01% JP1200601324 FIRST INDUSTRIAL REALTY TRUST 0.01% US32054K1034

JAPAN(GOVT OF) 0.5% SNR 20/09/36 JPY50000 0.01% JP1201581G90

UK(GOVT OF) 1.5% SNR 22/07/2047 GBP1000 0.01% GB00BDCHBW80 PVTPL PLANET FITNESS MASTER ISSUER L 2019-1 SR 0.01% US72703PAC77 SECD NT CL A-2 144A 3.858 New Zealand Dollar Custodial Account – MITNZ Mercer 0.01% NZ Shares Index Portfolio JAPAN-38 1.8% BDS 20/03/2043 0.01% JP1300381D38

JAPAN(GOVT OF) 0.6% SNR 20/06/24 JPY50000 0.01% JP1103341E67

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

JAPAN(GOVT OF) 0.5% SNR 20/12/38 JPY50000 0.01% JP1201671K12

BUONI POLIENNALI DEL TES 2.15% 15/12/2021 0.01% IT0005028003

JAPAN (10 YR ISSUE) 0.4% DUE 20/03/2025 0.01% JP1103381F34

Page 27 of 180 all MF.xlsm JAPAN(GOVT OF) 0.8% SNR 20/12/22 JPY50000 0.01% JP1103271D13

JAPAN(GOVT OF) 0.3% SNR 20/12/25 JPY50000 0.01% JP1103411FC6

JAPAN(GOVT OF) 0.9% SNR 20/06/22 JPY50000 0.01% JP1103231C62

NETHERLANDS KING 2.5% SNR 15/01/33 EUR1'REGS 0.01% NL0010071189

SUMMIT INDUSTRIAL INCOME REIT 0.01% CA8661201167 KATHMANDU HOLDINGS LTD 0.01% NZKMDE0001S3 UNITED PARCEL SERVICE - B 0.01% US9113121068

FRANCE(GOVT OF) 1% SNR 25/11/2025 EUR1'REGS 0.01% FR0012938116

JAPAN(GOVT OF) 0.1% SNR 20/09/26 JPY50000 0.01% JP1103441G98

UK(GOVT OF) 4.25% SNR 07/12/40 GBP1000 0.01% GB00B6460505 CBRE GROUP INC A COMMON STOCK USD.01 0.01% US12504L1098 SHOPIFY INC 0.01% CA82509L1076 AUSTRALIA(CMNWLTH) 5.75% SNR 15/07/22 0.01% AU3TB0000051 AUD1000

SPAIN(KINGDOM OF) 0.4% SNR 30/04/2022 EUR1000 0.01% ES00000128O1

JAPAN .1% 20/03/2023 0.01% JP1051351J37

JAPAN(GOVT OF) 2.2% SNR 20/03/50 JPY50000 0.01% JP1400031A58

JAPAN(GOVT OF) 0.1% SNR 20/06/22 JPY50000 0.01% JP1051321H69

BROOKFIELD RENEWABLE COR A COMMON STOCK 0.01% CA11284V1058 USD.01 BONOS Y 0.0% 31/01/2025 0.01% ES0000012F92 UBS GROUP AG 5.0% 31/12/2049 0.01% CH0400441280

JAPAN-34(30 YEAR ISSUE) 2.2% 20/03/41 JPY50000 0.01% JP1300341B39

ASSICURAZIONI GENERALI COMMON STOCK EUR1.0 0.01% IT0000062072

SPAIN(KINGDOM OF) 5.75% SNR 30/07/32 EUR1000 0.01% ES0000012411

INTERNATIONAL BUSINESS MACHINES CORP CAP 0.01% US4592001014 GREECE(REP OF) 3.75% SNR 30/01/2028 EUR1 0.01% GR0124034688 NIPPON PROLOGIS REIT INC 0.01% JP3047550003 SIMON PROPERTY GROUP INC USD 0.01% US8288061091 TERNA SPA 0.01% IT0003242622

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

QUEST DIAGNOSTICS INC COMMON STOCK USD.01 0.01% US74834L1008

Australian Dollar Custodial Account – MMF Global 0.01% Unlisted Infrastructure Fund LENDLEASE CORPORATION LIMITED 0.01% AU000000LLC3 AUSTRALIA(CMNWLTH) 4.75% BDS 21/04/27 0.01% AU3TB0000135

SPAIN(KINGDOM OF) 1.95% SNR 30/04/26 EUR1000 0.01% ES00000127Z9

SHRIRAM TRANSPORT FINANCE COMMON STOCK 0.01% INE721A01013 INR10.0 SANOFI SA 0.01% FR0000120578 INTACT FINANCIAL CORP COMMON STOCK 0.01% CA45823T1066

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

FRANCE(GOVT OF) 1.75% SNR 25/06/2039 EUR1 0.01% FR0013234333

JAPAN(GOVT OF) 2.1% SNR 20/12/30 JPY50000 0.01% JP1201231AC0

ITALY(REP OF) 2.5% SNR 15/11/2025 EUR1000 0.01% IT0005345183

SPAIN(KINGDOM OF) 1.45% SNR 30/04/29 EUR1000 0.01% ES0000012E51

Page 28 of 180 all MF.xlsm GERMANY(FED REP) 1.5% SNR 04/09/2022 EUR0.01 0.01% DE0001135499

SPAIN(KINGDOM OF) 1.45% SNR 31/10/27 EUR1000 0.01% ES0000012A89

UK(GOVT OF) 1% GILT 22/04/2024 GBP1000 0.01% GB00BFWFPL34

EXPEDITORS INTL WASH INC COMMON STOCK USD.01 0.01% US3021301094

CONINENTAL AG 120923 0.00 CB 0.01% XS2051667181

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

CDN GOVT BD .5% 01/03/2022 0.01% CA135087G328

JAPAN 1.7% BDS 20/09/32 JPY50000 0.01% JP1201401C92

STRIDE STAPLED GRP NPV UNITS 0.01% NZSPGE0001S2

AMERISOURCEBERGEN CORP COMMON STOCK USD.01 0.01% US03073E1055

New Zealand Dollar Custodial Account – MITNZ Mercer Hedged Socially Responsible Overseas Shares Index 0.01% Portfolio PIGEON CORP COMMON STOCK 0.01% JP3801600002

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

JAPAN(GOVT OF) 0.4% SNR 20/03/36 JPY50000 0.01% JP1201561G37

EVERGY INC COM NPV 0.01% US30034W1062

JAPAN(GOVT OF) 1.7% SNR 20/03/54 JPY50000 0.01% JP1400071E55

SPAIN(KINGDOM OF) 4.65% SNR 30/07/25 EUR1000 0.01% ES00000122E5

NEC CORP COMMON STOCK 0.01% JP3733000008 ENEOS HOLDINGS INC 0.01% JP3386450005 OMRON CORP COMMON STOCK 0.01% JP3197800000 UCB SA COMMON STOCK 0.01% BE0003739530 STARBUCKS CORP 0.01% US8552441094 SEGRO PLC REIT GBP.1 0.01% GB00B5ZN1N88 APA GROUP 0.01% AU000000APA1

BELGIUM(KINGDOM) 5.5% SNR 28/03/2028 EUR0.01 0.01% BE0000291972

CANADIAN GOVT 2.0% 01/09/2023 0.01% CA135087H987

CANADIAN NATIONAL RAILWAY CO 020846 3.20 CB 0.01% US136375CK60

JAPAN T-BOND 1.2 20/12/2034 0.01% JP1201511EC7 SEKISUI HOUSE REIT INC 0.01% JP3047820000 MERLIN PROPERTIES SOCIMI SA 0.01% ES0105025003

CANADA(GOVT OF) 1% DEB 01/06/2027 CAD1'F825 0.01% CA135087F825

ITALY(REP OF) 4.5% SNR 01/03/2026 EUR1000 0.01% IT0004644735 MINISTERIO HAC 7% BDS 30/06/2032 COP1000 0.01% COL17CT03490 CAPITALAND COMMERCIAL TRUST 0.01% SG1P32918333 AIR NEW ZEALAND LTD 0.01% NZAIRE0001S2 UK(GOVT OF) 1.625% SNR 22/10/71 GBP1000 0.01% GB00BFMCN652 NASDAQ INC COMMON STOCK USD.01 0.01% US6311031081 ALFEN NV COMMON STOCK EUR.1 0.01% NL0012817175

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

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

AIA GROUP LTD 0.01% HK0000069689 MONGOLIA (GOVT OF) 10.875% SNR 06/04/2021 0.01% US60937GAD88 USD HSG DEV FIN CORP 8.75% 29/11/2023 0.01% XS1914315293 BONOS Y OBLIG DEL ESTADO 4.8% BDS 0.01% ES00000121G2 31/01/24 EUR1000 COLOMBIA(REPUBLIC OF) 7.5% BD 0.01% COL17CT02625 26/08/2026

Page 29 of 180 all MF.xlsm ROYAL BANK OF CANADA 0.01% CA7800871021

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

MIPS AB COMMON STOCK SEK.1 0.01% SE0009216278 JAPAN 1% BDS 20/12/2035 0.01% JP1201551FC0 JPY50000 '155' BUNDESREPUB DEUTSCHLAND 3.25% 04/07/2042 0.01% DE0001135432 THOMSON REUTERS CORP COMMON STOCK 0.01% CA8849037095 HKD BNP PARIBAS A/C 0.01% POLAND(REP OF) 0% SNR EMTN 07/07/2023 EUR 0.01% XS2199493169 SWISSCOM AG REG COMMON STOCK CHF1.0 0.01% CH0008742519 NETHERLANDS (KINGDOM OF) 3.75% SNR BDS 0.01% NL0009446418 15/01/2042 COVENTRY BS 1% SNR EMTN 21/09/2025 GBP 0.01% XS2233154454 CARDINAL HEALTH INC COMMON STOCK 0.01% US14149Y1082 SCHLUMBERGER INVESTMENT SA 011223 3.65 CB 0.01% US806854AH81 DIG EURO FINCO LLC 1.125% 09/04/2028 0.01% XS2063495811

SPAIN(KINGDOM OF) 2.9% SNR 31/10/2046 EUR1000 0.01% ES00000128C6

GERMANY(FED REP) 0% GTD SNR 11/03/22 EUR0.01 0.01% DE0001104792

OCEANIA HEALTHCARE TECHNOLOGY INVESTMENTS 0.01% NZOCAE0002S0 PTY LTD SIEMENS AG NPV EUR 0.01% DE0007236101 BONOS Y OBLIG DEL T BD 0.0% 31/01/2023 0.01% ES00000123U9 AUSTRALIA(CMNWLTH) 3.25% SNR 21/04/29 0.01% AU3TB0000150 AUD1000 ALLSTATE CORP 151232 6.125 CB 0.01% US020002AP64 UNITED UTILITIES GROUP PLC 0.01% GB00B39J2M42 UK(GOVT OF) 4% GILT GTD 07/03/22 GBP 0.01% GB00B3KJDQ49 3M CO 0.01% US88579Y1010 CRH FINLAND SERVIC 0.875% GTD SNR 05/11/23 0.01% XS2169281131 EUR

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

Polish zloty 0.01% ITALY(REP OF) 4.5% SNR 01/03/2024 EUR1000 0.01% IT0004953417

JAPAN(GOVT OF) 2.2% SNR 20/03/49 JPY50000 0.01% JP1400021950

EXXON MOBIL CORP 010326 3.043 CB 0.01% US30231GAT94 PVTPL TOWD PT MTG TR SER 18-2 CL A1 VAR 03-25- 0.01% US89175VAA17 2058 GLAXOSMITHKLINE PLC 0.01% GB0009252882 KILROY REALTY CORP 0.01% US49427F1084

JAPAN(GOVT OF) 0.7% SNR 20/03/37 JPY50000 0.01% JP1201601H38

EURO CURRENCY 0.01% JAPAN (30YR) .8% 20/03/2048 0.01% JP1300581J30

DENMARK(KINGDOM) 1.75% SNR 15/11/25 DKK0.01 0.01% DK0009923138

WELLS FARGO & COMPANY 0.01% US9497461015 HARTFORD FINANCIAL SVCS GRP COMMON STOCK 0.01% US4165151048 USD.01 New Zealand Dollar Custodial Account – MITNZ 0.01% Unlisted Infrastructure Portfolio

SINGAPORE(GOVT OF) 2.75% SNR 01/04/42 SGD1000 0.01% SG3254976487

TERADYNE INC COMMON STOCK USD.125 0.01% US8807701029

JAPAN(GOVT OF) 1.7% SNR 20/09/44 JPY50000 0.01% JP1300441E92

SVENSKA HANDELSBANKEN A SHS COMMON STOCK 0.01% SE0007100599 SEK1.55 TERRENO REALTY COR COM 0.01% US88146M1018

JAPAN(GOVT OF) 0.6% SNR 20/06/37 JPY50000 0.01% JP1201611H69

Page 30 of 180 all MF.xlsm COVENTRY BS 6.875%-FRN PERP GBP200000 0.01% XS1961836712 NETHERLANDS KING 0% BDS 15/01/2024 EUR1 0.01% NL0012650469 UNITED STATES TREAS BDS DTD 00206 4.5% DUE 05- 0.01% US912810PX00 15-2038 REG FIDELITY NATIONAL INFORMATION SERVICES I 0.01% US31620M1062 WEG SA COMMON STOCK 0.01% BRWEGEACNOR0 JAPAN .7% 20/06/2048 JPY 0.01% JP1300591J79 ITALY(REP OF) 2.2% SNR 01/06/2027 EUR1000 0.01% IT0005240830 ADVANCED MICRO DEV 0.01% US0079031078 CSL LIMITED 0.01% AU000000CSL8 UK(GOVT OF) 1.25% SNR 22/07/27 GBP1000 0.01% GB00BDRHNP05 UK(GOVT OF) 0.375% SNR 22/10/30 GBP1000 0.01% GB00BL68HH02 JAPAN (40 YR TBOND .5% 20/03/2059 0.01% JP1400121K57

CANADA(GOVT OF) 1.25% BDS 01/03/2025 CAD1 0.01% CA135087K528

COVIVIO 1.625% 23/06/2030 0.01% FR0013519279 CITIGROUP INC USD 0.01% US1729674242 AMERN TOWER CORP 2.4% DUE 03-15-2025 0.01% US03027XAZ33 ROYAL BK SCOTLAND GROUP PLC 6.0% 12-31- 0.01% US780097BQ34 2049 CORESITE REALTY CORP 0.01% US21870Q1058 LOGITECH INTERNATIONAL REG COMMON STOCK 0.01% CH0025751329 CHF.25 LEVEL 3 FING INC 5.375% DUE 01-15-2024 0.01% US527298BK81 NETHERLANDS TBOND 2.0% 15/07/2024 TBOND 0.01% NL0010733424 THAILAND(KINGDOM) 4% SNR 17/06/2066 0.01% TH0623A3G607 THB1000'6 SOFTBANK GROUP CORP 0.01% JP3436100006 KINDER MOR INC DEL COM USD0.01 0.01% US49456B1017 COVANTA HOLDING CORP COMMON STOCK USD.1 0.01% US22282E1029 ALLIANT ENERGY CORP 0.01% US0188021085 BELGIUM KINGDOM 1.9% 22/06/2038 0.01% BE0000336454 HEARTLAND GROUP HLNPV 0.01% NZHGHE0007S9 HILTON WORLDWIDE H COM USD 0.01 0.01% US43300A2033 SELP FINANCE SARL 1.25% GTD SNR 25/10/23EUR 0.01% XS1508586150

JAPAN(GOVT OF) 2.1% SNR 20/12/27 JPY50000 0.01% JP12009917C3

ASTM SPA 0.01% IT0000084027

GERMANY(FED REP) 1.75% BDS 15/02/24 EUR0.01 0.01% DE0001102333

HOME DEPOT INC 150647 3.90 CB 0.01% US437076BS00 STERIS PLC COMMON STOCK USD75.0 0.01% IE00BFY8C754

JAPAN(GOVT OF) 0.1% SNR 20/12/27 JPY50000 0.01% JP1103491HC4

INVESTORE PROPERTY LTD 0.01% NZIPLE0001S3 SUMMER BC HOLDCO A SARL BDS 5.75% 0.01% XS2067263850 31/10/2026 FISHER + PAYKEL HEALTHCARE C COMMON STOCK 0.01% NZFAPE0001S2

SINGAPORE TELECOMMUNICATIONS COMMON STOCK 0.01% SG1T75931496

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

PVTPL IRON MTN INC NEW 4.5% DUE 02-15- 0.01% US46284VAN10 2031/08-18-2020 BEO HOUSING NZ 3.36% SNR EMTN 12/06/25 NZD 0.01% NZHNZD0625L3

BELGIUM(KINGDOM) 1.6% SNR 22/06/2047 EUR0.01 0.01% BE0000338476

SONY CORP Y50 0.01% JP3435000009 GERMANY(FED REP) 2% BDS 2.0% 15/08/2023 0.01% DE0001102325 RECKITT BENCKISER 0.375% GTD SNR 19/05/26 0.01% XS2177013252 EUR ITALY(REP OF) 5% SNR 01/03/2022 EUR1000 0.01% IT0004759673 HONG KONG DOLLAR 0.01% JAPAN HOTEL REIT INVESTMENT CORP 0.01% JP3046400002

Page 31 of 180 all MF.xlsm JAPAN(GOVT OF) 0.5% SNR 20/09/46 JPY50000 0.01% JP1300521G93

CANADA(GOVT OF) 0.25% BDS 01/08/2022 CAD1 0.01% CA135087L286

BRAMBLES LTD COMMON STOCK 0.01% AU000000BXB1 SERVICENOW INC 0.01% US81762P1021 AUSTRALIAN GOVERNMENT 2.75% 21/04/24 0.01% AU3TB0000143 SINGAPORE GOVERNMENT 2.25% 01 JUN 2021 0.01% SG7Y76964295 COVENTRY BLDG SOCIETY 2.5% 18/11/2020 0.01% XS0993993921 GERMANY(FEDERAL REPUBLIC) 1.5% BDS 0.01% DE0001102317 15/05/2023 EUR0.01

JAPAN(GOVT OF) 0.2% SNR 20/06/36 JPY50000 0.01% JP1201571G68

GERMANY(FEDERAL REPUBLIC) 1.5% BDS 0.01% DE0001102309 15/02/2023 EUR0.01 L'OREAL 0.01% FR0000120321

FRANCE(GOVT OF) 8.5% GTD SNR 25/04/23 EUR1 0.01% FR0000571085

BOSTON PROPERTIES INC 0.01% US1011211018 ITALY(REP OF) 1.45% SNR 15/11/24 EUR1000 0.01% IT0005282527 S AND P GLOBAL INC COM USD1 0.01% US78409V1044 JAPAN (30 YR TBOND .5% 20/03/2049 0.01% JP1300621K47 HANGZHOU TIGERMED CONSULTI H COMMON STOCK 0.01% CNE1000040M1 CNY1.0 FEDERAL HOME LN SER 18-HQA1 CL M2 FLTG 09-25- 0.01% US3137G0UD91 2030 PVTPL ENTERPRISE FLEET FING 2018-1 LLC SER 18-1 CLS 0.01% US29373LAC54 A3 3.1% 10-20-2023 TELEFONICA(EUROPE) 4.375%-FRN GTD SUB PERP 0.01% XS1933828433 EUR

BUONI POLIENNALI DEL TES 4.75% 01/09/2021 0.01% IT0004695075

AMSR 2020-SFR2 TR SINGLE FAMILY RENT PASSTHRU 0.01% US00178UAA79 1.632% 07-17-2037

SPAIN(KINGDOM OF) 3.45% SNR 30/07/66 EUR1000 0.01% ES00000128E2

NETHERLANDS GOVT NETH GOVT 0.25% DUE 0.01% NL0011220108 15/07/2025 METRO INC/CN COMMON STOCK 0.01% CA59162N1096

GERMANY(FED REP) 0% SNR 15/08/2026 EUR0.01 0.01% DE0001102408

UBS AG 4.75%-FRN LT2 12/02/26 EUR 0.01% CH0236733827 UNILEVER NV EUR0.16 0.01% NL0000388619 ITALY(REP OF) 2.3% SNR 15/10/2021 EUR1000 0.01% IT0005348443 BLACKROCK INC 0.01% US09247X1019

MS+AD INSURANCE GROUP HOLDIN COMMON STOCK 0.01% JP3890310000

INTUITIVE SURGICAL INC 0.01% US46120E6023 COMMONWEALTH BANK OF AUSTRALIA 0.01% AU000000CBA7 JC DECAUX SA 2.0% 24/10/2024 0.01% FR0013509627 PVTPL CMO CSMC SER 2019-ICE4 CL E FLTG 144A 05-15- 0.01% US12653VAJ52 2036 DAIMLER AG 100930 0.75 CB 0.01% DE000A289QR9

SPAIN(KINGDOM OF) 0.45% SNR 31/10/22 EUR1000 0.01% ES0000012A97

INTUIT INC 0.01% US4612021034

GERMANY(FED REP) 0% SNR 13/10/23 EUR0.01'178 0.01% DE0001141786

THE TORONTO DOMINION BANK 0.01% CA8911605092 CITY DEVELOPMENTS SGD0.50 0.01% SG1R89002252 DIAMOND 1 FIN CORP 7.125% DUE 06-15-2024 0.01% US25272KAW36

BUONI POLIENNALI DEL TES 2.7% 01/03/2047 0.01% IT0005162828

FORTESCUE METALS GROUP LTD COMMON STOCK 0.01% AU000000FMG4

Page 32 of 180 all MF.xlsm GERMANY(FED REP) 0% SNR 08/04/22 EUR0.01'175 0.01% DE0001141752

NETHERLANDS KING 4% SNR 15/01/2037 EUR1'REGS 0.01% NL0000102234

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

SYDNEY AIRPORT UNITS FULLY PAID STAPLED 0.01% AU000000SYD9 SECURITIES

BELGIUM(KINGDOM) 4.25% SNR 28/09/22 EUR0.01 0.01% BE0000325341

NORTONLIFELOCK INC COMMON STOCK USD.01 0.01% US6687711084 Colombian peso 0.01% MONDELEZ INTERNATIONAL INC 0.01% US6092071058

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

SINGAPORE GOVERNMENT 2.125% 0.01% SG31A8000003 01/06/2026

CANADA(GOVT OF) 1.75% BDS 01/03/23 CAD1 H49 0.01% CA135087H490

Outstanding Settlement Receipts - USD 0.01% CHARTER COMMUN INC COM 0.01% US16119P1084 CANADA(GOVT OF) 4% IDX LNKD 01/12/2031 0.01% CA135087WV25 CAD1000 LINDE FINANCE BV 0.25% GTD SNR 19/05/27 EUR 0.01% XS2177021271 CANADIAN NATL RAILWAY CO 0.01% CA1363751027 DEUTSCHE ANNINGTON FINANCE B.V 1.5% DUE 0.01% DE000A1ZY989 31/03/25

SPAIN(KINGDOM OF) BDS 5.15% 31/10/2044 0.01% ES00000124H4

OTC DERIVATIVE CASH COLL RECEIVABLE FROMHSBC 0.01%

BROADSTONE NET LEASE INC 0.01% US11135E1047 CATERPILLAR INC 0.01% US1491231015

JAPAN(GOVT OF) 2% SNR 20/03/52 JPY50000'5' 0.01% JP1400051C51

GERMANY(FED REP) 2% BDS 04/01/2022 EUR 0.01% DE0001135465 PVTPL BEAN CREEK CLO LTD/BEAN CREEK CLO LLC SER 0.01% US07378WAQ15 15-1A CL AR FLTG 04-20-2031 BEO SCALES CORP LTD 0.01% NZSCLE0002S8

JAPAN(GOVT OF) 1.8% SNR 20/12/32 JPY50000 0.01% JP1201421D22

JAPAN(GOVT OF) 2.2% SNR 20/06/29 JPY50000 0.01% JP1201111968

MORI HILLS REAL ESTATE INVESTMENT CORPOR 0.01% JP3046470005

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 0.01% US87342RAD61 144A 4.3% DUE 11-25-2048 BEO

CANADA(GOVT OF) 0.5% BDS 01/09/25 CAD1'K940 0.01% CA135087K940

AUSTRALIA(CMNWLTH) 2.75% SNR 21/11/29 0.01% AU000XCLWAX7 AUD1000 OTC DERIVATIVE CASH COLLATERAL RECEIVABLE 0.01% FROM BARCLAYS BANK PLC

ITALY(REPUBLIC OF) T-BOND 3.85% 01/09/2049 0.01% IT0005363111

JAPAN(GOVT OF) 1.8% SNR 20/03/32 JPY50000 0.01% JP1201341C38

WIHLBORGS FAST AB NPV POST SPLIT 0.01% SE0011205194 JAPAN TBOND BDS 1.6% DUE 20/12/2033 0.01% JP1201471DC6 JAPAN GOVT CPI IDX/LKD 10/03/2028 0.01% JP1120231J51

BIO RAD LABORATORIES A COMMON STOCK USD.0001 0.01% US0905722072

JAPAN(GOVT OF) 1.9% SNR 20/09/30 JPY50000 0.01% JP1201211A94

Page 33 of 180 all MF.xlsm JAPAN(GOVT OF) 1.7% BDS 20/12/31 JPY50000 0.01% JP1201321BC7

ITALY(REP OF) 2.25% SNR 01/09/36 EUR1000 0.01% IT0005177909 PRINCIPAL FINANCIAL GROUP COMMON STOCK 0.01% US74251V1026 USD.01 SOUTHERN CO CORPORATE UNIT 2019 SER A 0.01% US8425876021 ITALY(REP OF) 4.5% SNR 01/05/2023 EUR1000 0.01% IT0004898034 KEYENCE CORP NPV 0.01% JP3236200006 JAPAN 1.6% BDS 20/03/2032 0.01% JP1201361C58 JPY50000 TARGET CORPORATION 0.01% US87612E1064 T-MOBILE USA INC 6 03-01-2023 0.01% US87264AAM71

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

POWER CORP OF CANADA COMMON STOCK 0.01% CA7392391016 BROWN + BROWN INC COMMON STOCK USD.1 0.01% US1152361010 NN GROUP NV COMMON STOCK EUR.12 0.01% NL0010773842 HSBC HOLDINGS PLC 0.01% GB0005405286 WESTLAKE 4% DUE 10-16-2023 0.01% US96042GAL68 ALLIANZ SE-REG 0.01% DE0008404005 UNITED STATES TREAS BDS 00203 5% DUE 05-15- 0.01% US912810PU60 2037 REG GILEAD SCIENCES INC 0.01% US3755581036 US BANK NATIONAL ASSN CINCINNATI DUE 04-26- 0.01% US90331HNQ29 2021 BEO PVTPL CMO BX COML MTG TR SR 2019-XL CL G FLTG RT 0.01% US056054AK52 10-15-2024

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

SONIC HEALTHCARE LTD COMMON STOCK 0.01% AU000000SHL7 MEXICO(UTD MEX ST) 4% GTD 30/11/2028 DUAL 0.01% MX0SGO0000F0 CURR CVS HEALTH CORP 0.01% US1266501006 TURKEY(REP OF) 6.35% SNR 10/08/2024 USD 0.01% US900123CV04 AIR LIQUIDE 0.01% FR0000120073

ITALY(REPUBLIC OF) 0% TBOND 3.45% 01/03/2048 0.01% IT0005273013

ZOOM VIDEO COMMUNICATIONS INC 0.01% US98980L1017 DOMINICAN REPUBLIC 7.5% 06/05/2021 0.01% USP3579EAH01

JAPAN(GOVT OF) 0.7% SNR 20/12/48 JPY50000 0.01% JP1300611K15

NETHERLANDS KING 0.75% SNR 15/07/2028 EUR1 0.01% NL0012818504

AT&T INC FIXED 1.6% DUE 05-19-2028 0.01% XS2180007549 OMNICOM GROUP COMMON STOCK USD.15 0.01% US6819191064 UTD STATES TREAS 1.625% DUE 09-30-2026 0.01% US912828YG91 BELGIUM(KINGDOM) 3.75% 22/6/2045 EUR 0.01% BE0000331406 Charter Hall Core Plus Office Fund 0.01%

JAPAN(GOVT OF) 0.9% SNR 20/03/57 JPY50000 0.01% JP1400101H56

KUEHNE NAGEL INTL AG REG COMMON STOCK CHF1.0 0.01% CH0025238863

APPLIED MATERIALS INC COMMON STOCK USD.01 0.01% US0382221051

SWEDBANK MORTGAGE 1% SNR SEC 15/06/2022 SEK 0.00% SE0007525654

PVTPL CCO HLDGS LLC/CCO HLDGS CAP CORP BNDS 0.00% US1248EPBR37 5.5% DUE 05-01-2026 RIO TINTO PLC ORD 10P GBP 0.00% GB0007188757 PVTPL APRES STATIC CLO 1 LTD/APRES STATIC SER 0.00% US03835JAC71 19-1A CL A2 FLTG 01-15-2027 UNITED STATES TREAS BDS 00202 4.75% DUE 02-15- 0.00% US912810PT97 2037 REG

ROMANIA(REP OF) 2.375% SNR MTN 19/04/27 EUR 0.00% XS1599193403

UNITE USAF II PLC BNDS 3.374% 30/06/2023 0.00% XS0942125963

Page 34 of 180 all MF.xlsm HANG LUNG PROPERTIES LIMITED 0.00% HK0101000591 BONOS Y OBLIG DEL 1.2% 1.2% 31/10/2040 0.00% ES0000012G42 ZOETIS INC 0.00% US98978V1035 VERTEX PHARMACEUTICALS INC 0.00% US92532F1003

SPAIN(KINGDOM OF) 1.4% SNR 30/04/2028 EUR1000 0.00% ES0000012B39

SKELLERUP HOLDINGS LIMITED 0.00% NZSKXE0001S8 MAPLETREE INDUSTRIAL TRUST 0.00% SG2C32962814 PVTPL BLUEMOUNTAIN CLOSR SR 12-2A CL B-R2 FLTG 0.00% US09626RAY18 11-20-2028 UNITED STATES TREAS BDS DTD 02/15/2000 6.25 DUE 0.00% US912810FM54 05-15-2030 REG

NETHERLANDS KING 2.25% SNR 15/07/2022 EUR1 0.00% NL0010060257

PERSIMMON PLC COMMON STOCK GBP.1 0.00% GB0006825383 UK(GOVT OF) 6% SNR 07/12/2028 GBP1000 0.00% GB0002404191 AVALONBAY COMMUNITIES INC 150527 3.35 CB 0.00% US05348EBA64 UNILEVER PLC 0.00% GB00B10RZP78 CREDIT AGRICOLE SA COMMON STOCK EUR3.0 0.00% FR0000045072 TELIA CO AB COMMON STOCK SEK3.2 0.00% SE0000667925 FREDDIE MAC STACR SER 19-HRP1 CL M3 FLTG 144A 02- 0.00% US35564RBF01 25-2049 MOTABILITY OPERATIONS GR 1.625% 09/06/2023 0.00% XS1244539760

JAPAN(GOVT OF) 0.8% SNR 20/03/46 JPY50000 0.00% JP1300501G30

ENERGIEDIENST HOLDING AG REG COMMON STOCK 0.00% CH0039651184 CHF.1

JAPAN(GOVT OF) 0.8% SNR 20/09/47 JPY50000 0.00% JP1300561H93

CANADA(GOVT OF) 0.75% SNR 01/09/2021 CAD1 0.00% CA135087F585

JAPAN(GOVT OF) TBOND 1.7% DUE 20/12/2043 0.00% JP1300411DC2 AUSTRALIA(CMNWLTH) 2.25% SNR 21/11/22 0.00% AU000XCLWAW9 AUD1000 STRYKER CORP 0.00% US8636671013

GEORGIA(REPUB. OF) 6.875% SNR 12/04/2021USD 0.00% XS0617134092

KINNEVIK AB B COMMON STOCK SEK.1 0.00% SE0014684528 VIRGIN MEDIA VEND3 4.875% SNR SEC 15/07/28 0.00% XS2187646901 GBP NESTLE FINANCE INTL LTD .125% 12/11/2027 0.00% XS2170362672 UNITED STATES TREAS BDS DTD 02/15/2001 5.375 15 0.00% US912810FP85 FEB 2031 HENKEL AG + CO KGAA COMMON STOCK 0.00% DE0006048408 CARREFOUR SA COMMON STOCK EUR2.5 0.00% FR0000120172 GENERAL MTRS FINL CO INC 5.2% DUE 03-20-2023 0.00% US37045XCW48 REG

PVTPL BLUEMOUNTAIN FUJI US CLO II LTD/BLUEMO 0.00% US09629EAJ01 SER-17-2A CL-C FLTG 10-20-2030 BEO

SEMPRA ENERGY PFD CONV SER A 0.00% US8168514060 PVTPL WESTLAKE AUTOMOBILE RECEIVABLES TR SR 20- 0.00% US96042KAF03 1A CL D 2.55% 06-16-2025 ALSTOM COMMON STOCK EUR7.0 0.00% FR0010220475

DUKE ENERGY CORP COM USD 0.001 POST REV SPLT 0.00% US26441C2044

ENEL SPA 0.00% IT0003128367 GOLDMAN SACHS GROUP INC. 0.00% US38141G1040 WESTPAC BANKING CORPORATION 0.00% AU000000WBC1 IQVIA INC 2.875% 15/06/2028 0.00% XS2189947505 SCHNEIDER ELECTRIC SE 0.00% FR0000121972 TRUSTPOWER LTD 0.00% NZTPXE0001S5 BUONI POLIENNALI DEL TE 3.35% 01/03/2035 0.00% IT0005358806

JAPAN(GOVT OF) 1.4% SNR 20/09/45 JPY50000 0.00% JP1300481F92

Page 35 of 180 all MF.xlsm PVTPL FNMA SRS 20-DNA4 CL M1 FLTG DUE 08-25- 0.00% US35565XAA81 2050 BEO

CANADA(GOVT OF) 2.75% SNR 01/12/48 CAD1000 0.00% CA135087D358

HDFC BANK 8.1% CURR/LKD 22/03/25 INR 0.00% XS1794215696 ANTHEM INC 0.00% US0367521038 T-MOBILE USA INC DUE 04-01-2027 BEO 0.00% US87265VAF58

NOMURA RESEARCH INSTITUTE LT COMMON STOCK 0.00% JP3762800005

CMO J P MORGAN ALTERNATIVE LN TR SER 05-S1 CL 0.00% US46627MAD92 1A4 6.0% 12-25-2035 REG ESSENTIAL UTILITIES INC COMMON STOCK USD.5 0.00% US29670G1022 HANNOVER RUECK SE COMMON STOCK 0.00% DE0008402215 SOCIETE GENERALE 6.75% 07/04/2049 0.00% XS0867620725 LOBLAW COMPANIES LTD COMMON STOCK 0.00% CA5394811015 BECTON DICKINSON AND COMPANY 0.00% US0758871091 DOMINION ENERGY INC 0.00% US25746U1097 SPB 1 BOLIGKREDITT 1.5% MTN 16/06/2021 NOK 0.00% NO0010730047 ITALY(REP OF) 3.75% SNR 01/08/21 EUR1000 0.00% IT0004009673 TJX COS INC 0.00% US8725401090 PVTPL ARBOR RLTY COML REAL ESTATE NTS 2019-FL1 0.00% US03879YAC12 SR SECD NT CL A-S FLTG 144A VAR RECKITT BENCKISER GROUP PLC 0.00% GB00B24CGK77 HEALTHPEAK PROPERTIES INC 0.00% US42250P1030 CBOE S&P 500 INDEX PUT OPTION W/STK $3100.00 0.00% PER SHARE 19-MAR-2021 PORSCHE AUTOMOBIL HLDG PRF PREFERENCE 0.00% DE000PAH0038 CHOCOLADEFABRIKEN LINDT PC COMMON STOCK 0.00% CH0010570767 CHF10.0 T MOBILE US INC COM USD0.0001 0.00% US8725901040 SYNCHRONY FINL 4.5% DUE 07-23-2025 0.00% US87165BAG86

CANADA(GOVT OF) 2.75% BDS 01/06/22 CAD1000 0.00% CA135087ZU15

AIR PROD & CHEMS INC COM USD 0.00% US0091581068 CABLE ONE INC COMMON STOCK USD.01 0.00% US12685J1051 DEERE & CO 0.00% US2441991054 SANFORD LTD 0.00% NZSANE0001S0 BOOKING HLDGS INC COM USD0.008 0.00% US09857L1089 SANTANDER CNSMR .875% 24/01/2022 0.00% XS1550951641

SWEDEN(KINGDOM OF) 0.75% SNR 12/11/29 SEK5000 0.00% SE0011281922

VERTICAL MIDCO 4.375% 15/07/2027 0.00% XS2199597456 COLGATE PALMOLIVE USD1 0.00% US1941621039

ADIDAS AG 0.00% DE000A1EWWW0

ADO PROPERTIES S.A 3.25% SNR 05/08/2025 EUR 0.00% XS2010029663 IBERDROLA SA 0.00% ES0144580Y14 PVTPL MICROCHIP TECHNOLOGY INC SR SECD NT 144A 0.00% US595017AQ75 2.67% DUE 09-01-2023 BEO GREAT PORTLAND EST ORD 0.00% GB00BF5H9P87

SPAIN(KINGDOM OF) 2.7% SNR 31/10/2048 EUR1000 0.00% ES0000012B47

FISERV INC COM 0.00% US3377381088 NAAC REPERFORMING 2004-R1 REMIC PASSTHRUCTF 0.00% US62951MAA80 CL 144A A1 6.5 DUE 03-25-2034 PVTPL ICG US CLO 2017-2A LTD CL A-1 FLTG DUE 10-23- 0.00% US449255AC23 2029 WESTERN UNION CO COMMON STOCK USD.01 0.00% US9598021098

PVTPL BRASKEM NETH FIN B V 5.875% 01-31-2050 0.00% US10554TAE55

UNITED STATES TREAS 2.75% 02-28-2025 0.00% US9128283Z13

SHANGHAI ELEC GRP 2.65% GTD SNR 21/11/24USD 0.00% XS2080763456

SINGAPORE GOVERNMENT 2.75% 01/03/2046 0.00% SG31A7000004 CIGNA CORP COM 0.00% US1255231003

Page 36 of 180 all MF.xlsm New Zealand Dollar Custodial Account – MITNZ Listed 0.00% Infrastructure Portfolio WR BERKLEY CORP COMMON STOCK USD.2 0.00% US0844231029 SQUARE INC 0.00% US8522341036

SHELL INTL.FIN.BV 1.125% GTD SNR 07/04/24 EUR 0.00% XS2154418144

AUTOMATIC DATA PROC. 0.00% US0530151036 ACTIVISION BLIZZARD INC 0.00% US00507V1098 WEYERHAEUSER CO USD 0.00% US9621661043 FDX CORP COM USD0.10 0.00% US31428X1063 STANDARD CHARTERED PLC NT FLTG 144A DUE 09-10- 0.00% US853254BR03 2022/09-10-2021 BEO NZ EXCHANGE LTD 0.00% NZNZXE0001S7 SABRA HEALTHCARE REIT INC 0.00% US78573L1061 AMERICAN EXPRESS USD 0.00% US0258161092 ITALY(REP OF) 5.5% SNR 01/09/2022 EUR1000 0.00% IT0004801541

CANADA(GOVT OF) 4% SNR 01/06/2041 CAD1'YQ12 0.00% CA135087YQ12

ILLINOIS TOOL WORKS 0.00% US4523081093 COCA COLA CO/THE COMMON STOCK USD.25 0.00% US1912161007 FUTURES MARGIN-EURO 0.00% CVS HEALTH CORP COMMON STOCK USD.01 0.00% US1266501006 BASF SE 0.00% DE000BASF111 Singapore dollar 0.00%

JAPAN(GOVT OF) 0.9% SNR 20/09/48 JPY50000 0.00% JP1300601JA9

MITCHELLS &BUT FIN 6.013% A/BKD 15/12/2030 0.00% XS0179137194 GBP ROMANIA(REP OF) 5.8% BDS DUE 26/07/27 0.00% RO1227DBN011 RON10000 PVTPL WINDSTREAM ESCROW LLC/WINDSTREAM 0.00% US97382WAA18 ESCRO 7.75% DUE 08-31-2028 BEO ANZ BANKING GROUP 0.00% AU000000ANZ3 GENERAL ELECTRIC CO 0.00% US3696041033 OTC DERIVATIVE CASH COLLATERAL RECEIVABLE 0.00% FROM JP MORGAN CHASE BANK NA NEXTERA ENERGY CAP 3.25% DUE 04-01-2026 0.00% US65339KBH23 BIG YELLOW GROUP PLC 0.00% GB0002869419 WHIRLPOOL EMEA FIN 0.5% GTD SNR 20/02/2028 0.00% XS2115092954 EUR ELISA OYJ COMMON STOCK 0.00% FI0009007884 HENRY SCHEIN INC COMMON STOCK USD.01 0.00% US8064071025 INTERRENT REAL ESTATATE INVESTMENT TRUST 0.00% CA46071W2058 ITALY(REP OF) 3.1% SNR 01/03/2040 EUR1000 0.00% IT0005377152 PVTPL HARDEES FDG LLC/CARLS JR FDG LLC 2018-1 SR 0.00% US411707AD42 SECD NT CL A-2-II 144A 4.959 CEMEX FIN LLC 6 04-01-2024 0.00% USU12763AD75 PVTPL CEDAR FUNDING LTD SR 16-6A CL A-R FLTG 0.00% US15032DAH44 RATE DUE 10-20-2028 BUONI POLIENNALI DEL TBOND TE 1.65% 0.00% IT0005094088 01/03/2032 TELSTRA CORP LTD COMMON STOCK 0.00% AU000000TLS2 BAYER AG 0.00% DE000BAY0017 DR AUTO 4.09% DUE 06-15-2026 0.00% US26208NAG97

NETHERLANDS KING 0.25% SNR 15/07/2029 EUR1 0.00% NL0013332430

ADECCO GROUP AG REG COMMON STOCK CHF.1 0.00% CH0012138605 CME GROUP INC COM 0.00% US12572Q1058 NOKIA OYJ 2.375% SNR 15/05/2025 EUR 0.00% XS2171759256 FRANCE(GOVT OF) BDS .5% 25/05/2040 0.00% FR0013515806 DR AUTO 4.3% DUE 09-16-2024 0.00% US26208KAG58 CAD BNP PARIBAS A/C 0.00% PVTPL OZLM LTD SER 14-7RA CL A1R FLTG 144A 07- 0.00% US67108WBE84 17-2029 SANTANDER DR AUTO 3.65% DUE 04-15-2025 0.00% US80285HAG56

Page 37 of 180 all MF.xlsm CMO CMLTI 2006-AR7 MTG PASSTHRU CTF CL 2-A2A 0.00% US172987AW97 VAR DUE 11-25-2036REG RENAISSANCERE HOLDINGS LTD COMMON STOCK 0.00% BMG7496G1033 USD1.0 HYUNDAI CAP AMER 5.75% DUE 04-06-2023 0.00% US44891ABJ51 AUSTRALIAN GOVERNMENT 3.25% 21/04/25 0.00% AU3TB0000168 MORGAN STANLEY 0.00% US6174464486 KINGFISHER PLC COMMON STOCK GBP.157143 0.00% GB0033195214

ALLIED IRISH BANKS 4.125%-FRN LT2 26/11/25 EUR 0.00% XS1325125158

BANK OF NOVA SCOTIA CAD 0.00% CA0641491075 SOUTHERN CO COM USD 0.00% US8425871071

NIBE INDUSTRIER AB B SHS COMMON STOCK SEK.1562 0.00% SE0008321293

VMED O2 UK FING I 4.0% 31/01/2029 0.00% XS2231189924

NETHERLANDS KING 0% BDS 15/07/2030 EUR1'144A 0.00% NL0014555419

FSF MANAGEMENT COMPANY LTD 0.00% NZFSFE0001S5 SHERWIN-WILLIAMS COMPANY 0.00% US8243481061 ROLLINS INC COMMON STOCK USD1.0 0.00% US7757111049 PVTPL CSMC TR SR 2017- MOON CL E VAR RT 07-10- 0.00% US12651XAL82 2034

BBVA(BILB-VIZ-ARG) 8.875%-FRN PERP EUR200000'4 0.00% XS1394911496

JAPAN(GOVT OF) 1.7% BNDS 20/06/2044 0.00% JP1300431E60 APPLIED MATERIALS US 0.00% US0382221051 PVTPL TRYON PARK CLO LTD SR 13-1A CL A1SR FLTG 04- 0.00% US89852TAM09 15-2029 ATOS SE COMMON STOCK EUR1.0 0.00% FR0000051732 SILVERBACK FIN DAC 3.1261% 25/02/2037 EUR 0.00% XS1231153096 KERING 0.00% FR0000121485 COCA COLA EUROPEAN PARTNERS COMMON STOCK 0.00% GB00BDCPN049 EUR.01 BOUYGUES SA COMMON STOCK EUR1.0 0.00% FR0000120503 FRANCE(GOVT OF) 0.0% 25/11/2030 0.00% FR0013516549 CAIXABANK SA 6.75%-FRN T1 PERP EUR200000 0.00% ES0840609004 MICRON TECHNOLOGY INC USD 0.00% US5951121038 NORFOLK SOUTHERN CORP USD 0.00% US6558441084

PVTPL CARNIVAL CORP 11.5% DUE 04-01-2023 0.00% US143658BC57

UK(GOVT OF) 0.625% SNR 22/10/50 GBP1000 0.00% GB00BMBL1F74 BARRICK GOLD CORP 0.00% CA0679011084 SYNLAIT MILK LTD 0.00% NZSMLE0001S9 ITALY(REP OF) 3.25% SNR 01/09/46 EUR1000 0.00% IT0005083057

CELLNEX TELECOM SA 1.875% SNR 26/06/2029EUR 0.00% XS2193658619

PVTPL CIFC FUNDING LTD SER 17-3A CL A1 FRN07-20- 0.00% US12548JAC62 2030 MICROSOFT CORP 2% SNR 08/08/2023 USD2000 0.00% US594918BQ69 NEWMONT CORP 0.00% US6516391066 WYNN MACAU LTD 5.5% DUE 06-19-2025 BEO 0.00% USG98149AG59 NATWEST MKTS PLC 2.375% DUE 05-21-2023 0.00% US63906YAA64 MARSH & MCLENNAN COM USD1.00 0.00% US5717481023 GLOBAL PAYMENTS INC 0.00% US37940X1028 GREENLAND GBL INV EMTN 20/04/2023 0.00% XS2207192191 USD200000'A DEUTSCHE TELEKOM AG DEM 0.00% DE0005557508 BALL CORP 2.875% DUE 08-15-2030 REG 0.00% US058498AW66 AMPOL LIMITED ORDINARY FULLY PAID 0.00% AU0000088338 UK(GOVT OF) 0.125% SNR 31/01/23 GBP1000 0.00% GB00BL68HG94 NINTENDO CO LTD JP50 0.00% JP3756600007 SYNLAB BONDCO PLC FRN SNR SEC 07/25 0.00% XS2170852763 EUR100000 BOSTON SCIENTIFIC CORP COM USD 0.00% US1011371077 AMERICAN AIRLINES INC 11.75% 07-15-2025 0.00% US023771S586

Page 38 of 180 all MF.xlsm INFINEON 2.875% 31/12/2049 0.00% XS2056730323 ORKLA ASA COMMON STOCK NOK1.25 0.00% NO0003733800 CHARTER HALL GROUP 0.00% AU000000CHC0 REGENERON PHARMACEUTICALS INC 0.00% US75886F1075 TETRA TECH INC COMMON STOCK USD.01 0.00% US88162G1031

UNITED UTILITIES GROUP PLC COMMON STOCK GBP.05 0.00% GB00B39J2M42

CANADA(GOVT OF) 1.75% BDS 01/05/2021 CAD 0.00% CA135087J884 JAPAN(GOVT OF) BNDS 2.0% 20/03/2031 0.00% JP1201261B43 SEVERN TRENT PLC COMMON STOCK GBP.9789 0.00% GB00B1FH8J72 PHILLIPS 66 COM USD0.01 0.00% US7185461040 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

INTERCONTINENTAL EXCHANGE INC 0.00% US45866F1049 HEWLETT PACKARD ENTERPRISE COMMON STOCK 0.00% US42824C1099 USD.01

EG GLOBAL FIN PLC 4.375% BDS 07/02/25 EUR1000 0.00% XS1992087996

MATTERHORN TELECOM 3.125% 15/09/2026 0.00% XS2052290439 PROGRESSIVE CORP 0.00% US7433151039 FUT DEC 20 EUR FOAT 0.00% DE000C4XT242 JAPAN(GOVT OF) 1.8% BDS 20/06/31 JPY1000 0.00% JP1201291B88 PVTPL FREDDIE MAC STACR REMIC TR 2020-DNA4 0.00% US35565XAH35 MULTICLASS CL M2 FLTG RT 08-25-2050

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(GOVT OF) 2.1% SNR 20/03/29 JPY50000 0.00% JP1201101944

WSP GLOBAL INC COMMON STOCK 0.00% CA92938W2022 TRUIST FINL CORP COM USD5 0.00% US89832Q1094 PVTPL FREDDIE MAC - STACR SR 20-HQA3 CL M2 FLTG 0.00% US35565MAH79 07-25-2050 CBOE S&P 500 INDEX PUT OPTION W/STK $3150.00 0.00% PER SHARE 18-DEC-2020 DRYDEN 39 EURO CLO 0% BDS 31/12/2200 EUR 0.00% XS1684279646 PVTPL AVERY PT VI CLO LTD SER 15-6A CL A-R FLTG 0.00% US05363LAU70 RATE 08-05-2027 BEO

OCEAN TRAILS CLO FRN SER 20-10X CL A1 10-15-2031 0.00% USG6705CAA92

HUMANA INC 0.00% US4448591028 BANCO SANTANDER 5.25%-FRN PERP EUR200000 0.00% XS1692931121 ECOLAB LTD 0.00% US2788651006 TAKEDA PHARMACEUTICAL CO LTD 0.00% JP3463000004 CHUBB LIMITED ORD CHF24.15 0.00% CH0044328745 NESTE OYJ 0.00% FI0009013296 UNITED STATES TREAS NTS DTD 822 2.625% DUE 03- 0.00% US9128284F40 31-2025 REG

SIEMENS ENERGY AG COMMON STOCK 0.00% ID:DE000ENER1T1

AXALTA COATING SYSTEMS DUTCH HLDG B 0.00% US90347BAH15 B.V.INCREMENTAL TERM LN DUE 06-21-2024 BEO PVTPL VENTURE XXIV CLO LTD FLTG RT SER 16-24A CL 0.00% US92330WBA45 AR 10-20-2028 BEO ASCENDAS REAL ESTATE INV TRT REIT 0.00% SG1M77906915 ASSURANT INC COMMON STOCK USD.01 0.00% US04621X1081 PVTPL VOLKSWAGEN GROUP AMER FIN LLC GTD NT 0.00% US928668BD33 144A 3.125% DUE 05-12-2023 BEO VISTA GROUP INTERNATIONAL LTD 0.00% NZVGLE0003S1 PVTPL TALLGRASS ENERGY PARTNERS LP/TALLGRASS 0.00% US87470LAA98 SR 5.5% 09-15-2024

THAILAND(KINGDOM) 3.6% SNR 17/06/2067 THB1000 0.00% TH062303H604

Page 39 of 180 all MF.xlsm JAPAN(GOVT OF) 2.2% SNR 20/03/51 JPY50000 0.00% JP1400041B55

JAPAN(GOVT OF) 1.3% SNR 20/06/35 JPY50000 0.00% JP1201531F68

CANADA(GOVT OF) 2% SNR 01/12/2051 CAD1'H722 0.00% CA135087H722

SKANSKA AB B SHS COMMON STOCK 0.00% SE0000113250 ATLAS COPCO AB 0.00% SE0011166610

NETHERLANDS KING 7.5% BDS 15/1/2023 EUR SER '1' 0.00% NL0000102077

PVTPL RADIATE HOLDCO/FINANCE 4.5% DUE 09-15- 0.00% US75026JAC45 2026 US BANCORP 0.00% US9029733048

ITALY(REPUBLIC OF) 144A 1.45% 1.45% 01/03/2036 0.00% IT0005402117

CELULOSA ARAUCO Y FIXED 5.15% DUE 01-29-2050 0.00% USP2195VAS45

JUNIPER NETWORKS INC COMMON STOCK USD.00001 0.00% US48203R1041

AMS AG 6.0% 31/07/2025 0.00% XS2195511006 RESTAURANT BRANDS NEW ZEALAND LTD 0.00% NZRBDE0001S1 DAIICHI SANKYO COM NPV TEMP 0.00% DU0B0J7D91D5 AMERICREDIT 3.62% DUE 03-18-2025 0.00% US03066GAG47 PVPTL TESLA INC 5.3% 8-15-2025 0.00% US88160RAE18 MGM GROWTH PROPERTIES LLC 0.00% US55303A1051 ESTEE LAUDER COMPANIES 0.00% US5184391044 NIPPON PROLOGIS REIT INC REIT 0.00% JP3047550003

FEDERAL REP OF ETHIOPIA 6.625% 11/12/24 0.00% XS1151974877

TELUS CORP COMMON STOCK 0.00% CA87971M1032 PVTPL HARLEY-DAVIDSON FINL SVCS INC GTD 3.55% 05- 0.00% US41284VAB80 21-2021 FRANCE(GOVT OF) 1.75% SNR 25/05/2066 EUR1 0.00% FR0013154028 FHLMC SER 18-HRP2 CL M3 FLTG 02-25-2047 0.00% US35564ABF75 REG

JAPAN(GOVT OF) 0.4% SNR 20/03/56 JPY50000 0.00% JP1400091G59

GEN MOTORS FINL CO FIXED 2.75% DUE 06-20-2025 0.00% US37045XCX21

JAPAN(GOVT OF) 0.8% SNR 20/03/58 JPY50000 0.00% JP1400111J52

HYDRO ONE LTD COMMON STOCK 0.00% CA4488112083 AUSTRALIA(CMNWLTH) 2.75% SNR 21/11/28 0.00% AU000XCLWAU3 AUD1000 SWISS PRIME SITE REG COMMON STOCK 0.00% CH0008038389 AMERICAN CAMPUS COMMUNITIES 0.00% US0248351001

NETHERLANDS KING 5.5% SNR 15/01/2028 EUR1 0.00% NL0000102317

TAKTAKEDA PHARMACEUTICAL CO LTD CORP 1.0% 07- 0.00% XS2197348597 09-2029 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 MERCADOLIBRE INC 0.00% US58733R1023

ATHENE GLB FD 15-1 1.125% SNR 02/09/25 EUR1000 0.00% XS2225890537

DOLLAR GENERAL 0.00% US2566771059

ICELAND BONDCO PLC 4.625% GTD 15/03/2025GBP 0.00% XS1681806326

AUTODESK INC 0.00% US0527691069 STADSHYPOTEK AB 2.5% DUE 04-05-2022 0.00% US85235YAF07 CTP BV 2.125% 2.125% 01/10/2025 0.00% XS2238342484 PNM RES INC 3.25% 03-09-2021 0.00% US69349HAC16 EDWARDS LIFESCIENCES CORP 0.00% US28176E1082

Page 40 of 180 all MF.xlsm ITALY(REP OF) 2.8% SNR 01/03/2067 EUR1000 0.00% IT0005217390 PNC FINANCIAL SERVICES GROUP 0.00% US6934751057 PVPTL SBA TOWER TR SECD TOWER REV SEC 2.8 36% 0.00% US78403DAN03 DUE 01-15-2025 ASTRAZENECA PLC .7% DUE 04-08-2026 0.00% US046353AV09 VINCI SA COMMON STOCK EUR2.5 0.00% FR0000125486 KIMBERLY CLARK CORP COM USD1.25 0.00% US4943681035 UNITED STATES TREAS NTS DTD 04/30/2016 1.375% 0.00% US912828Q780 DUE 04-30-2021 REG RECRUIT HLDGS CO LNPV 0.00% JP3970300004 WESTPAC BANKING CORP 0.00% AU000000WBC1 ILLUMINA INC 0.00% US4523271090 LAM RESEARCH CORPORATION 0.00% US5128071082 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

UTD STATES TREAS FIXED .5% DUE 06-30-2027 0.00% US912828ZV59

ZURICH FINANCIAL SERVICES 0.00% CH0011075394 UNITED STATES TREAS BDS 00205 4.375% DUE02-15- 0.00% US912810PW27 2038 REG MOODYS CORPORATION 0.00% US6153691059 CANADA GOVT BD 1.5% 01/06/2026 0.00% CA135087E679 AUSTRALIA(CMNWLTH) 5.75% SNR 15/05/21 0.00% AU0000XCLWM5 AUD1000

MONGOLIA (GOVT OF) 5.625% SNR 01/05/2023USD 0.00% USY6142NAB48

BELGIUM(KINGDOM) 1% BDS 22/06/31 EUR0.01 0.00% BE0000335449 FID NATL FIXED .75% DUE 05-21-2023 0.00% XS1843436574 SHIN-ETSU CHEM CO Y50 0.00% JP3371200001 AUSTRALIA(COMMONWEALTH OF) 3.75% BDS 0.00% AU3TB0000192 21/04/2037 AUD1000 INFORMA PLC 1.5% GTD SNR 05/07/2023 EUR 0.00% XS1853426549 KLEPIERRE- EUR4 0.00% FR0000121964 ESSILORLUXOTTICA EUR0.18 0.00% FR0000121667 WASTE MANAGEMENT INC COM USD0.01 0.00% US94106L1098 DANISH KRONE 0.00% WILLIAMS COMPANIES INC 0.00% US9694571004 GARMIN LTD COMMON STOCK CHF.1 0.00% CH0114405324 SIEMENS GAMESA RENEWABLE ENE COMMON STOCK 0.00% ES0143416115 EUR.17 ADMIRAL GROUP PLC COMMON STOCK GBP.001 0.00% GB00B02J6398 RELX PLC 0.00% GB00B2B0DG97 INTERPUBLIC GROUP OF COS INC COMMON STOCK 0.00% US4606901001 USD.1 PVTPL CARS-DB4 LP/CARS-DB5 L P/CARS-DB6 L SER 20- 0.00% US12510HAG56 1A CLS B1 4.17% 02-15-2050 BIOGEN INC 0.00% US09062X1037 FNMA FLTG SER 18-C06 CL 2M2 03-25-2031 0.00% US30711X5R11 FREDDIE MAC STACR TR SRS 19-DNA1 CL M2 0.00% US35563KAH32 01-25-2049 WESTLAKE 2.72% DUE 11-15-2024 0.00% US96042HAL42 PVPTL SKY LTD 3.75% 09-16-2024 0.00% US111013AL21 LULULEMON ATHLETIC 0.00% US5500211090 PVTPL SYMPHONY CLO XIV LTD SR 14-14A CL AR FLTG 0.00% US87159QBV95 RT 07-14-2026 LAUREATE ED INC 8.25% DUE 05-01-2025 0.00% US518613AJ33 AON PLC IE COM USD0 1 CL A 0.00% IE00BLP1HW54

JAPAN(GOVT OF) 0.4% SNR 20/09/25 JPY50000 0.00% JP1103401F97

PVTPL CIFC FDG 2015-V LTD/CIFC FDG SER 15-5A CL 0.00% US12547UAL26 A1R FLTG 10-25-2027 PARK HOTELS & RESORTS INC 0.00% US7005171050 TALLGRASS ENERGY 4.75% DUE 10-01-2023 0.00% US87470LAE11 UNICREDIT SPA 6.625%-FRN PERP EUR200000 0.00% XS1619015719

Page 41 of 180 all MF.xlsm BANK AMER CORP FLTG RT 1.319% DUE 06-19-2026 0.00% US06051GJD25

FUT DEC 20 U.S. T-BONDS 0.00% GEN MOTORS FINL CO 3.2% DUE 07-06-2021 0.00% US37045XBM74 BCE INC COMMON STOCK 0.00% CA05534B7604

JAPAN(GOVT OF) 1% SNR 20/12/2021 JPY50000 0.00% JP1103201C19

JAPAN(GOVT OF) 0.1% SNR 20/06/28 JPY50000 0.00% JP1103511J74

BELGIUM(KINGDOM OF) 4% OLO 4.0% 28/03/2022 0.00% BE0000308172

SUNAC CHINA HLDGS 0.00% KYG8569A1067 JAPAN(GOVT OF) 1% BDS 20/9/21 JPY1000 0.00% JP1103181BA8 ROPER TECHNOLOGIES INC 0.00% US7766961061 HONG KONG EXCHANGE & CLEAR 0.00% HK0388045442

BELGIUM(KINGDOM) 2.25% SNR 22/06/23 EUR0.01 0.00% BE0000328378

PVTPL MADISON PK FDG XVII LTD FLTG RATE SR 0.00% US55818YBA82 15-17A CL A-R 07-21-2030 PVTPL GREYSTONE COML REAL ESTATE NTS SR 18-HC1 0.00% US39809FAA57 CLA VAR RTT 09-15-2028 NATIONAL AUSTRALIA BANK LIMITED 0.00% AU000000NAB4

BANK AMER CORP FLTG RT .981% DUE 09-25-2025 0.00% US06051GJG55

KONINKLIJKE PHILIPS NV 0.00% NL0000009538

BARRATT DEVELOPMENTS PLC COMMON STOCK GBP.1 0.00% GB0000811801

ANALOG DEVICES INCORPORATED COM USD 0.16 0.00% US0326541051 ALLSTATE CORP 151226 3.28 CB 0.00% US020002BD26 PVTPL CMO CGDBB COMM MTG TRUST SER 2017- 0.00% US125282AN31 BIOC CL E FRN 07-15-2028

ARROW ELECTRONICS INC COMMON STOCK USD1.0 0.00% US0427351004

DUPONT DE NEMOURS INC 0.00% US26614N1028 Income Due - USD 0.00% RANDSTAD NV COMMON STOCK EUR.1 0.00% NL0000379121 PVTPL CMO VERUS SECURITIZATION TR 2018-INV1 0.00% US92536MAA99 VAR RT DUE 03-25-2058 BEO PROSUS NV 0.00% NL0013654783 HENLEY CLO 1 0% SNR SEC 15/07/2032 EUR 0.00% XS2008552999 ABB LTD 0.00% CH0012221716 WELBILT INC COMMON STOCK USD.01 0.00% US9490901041 COMCAST CORP 3.7% 04-15-2024 0.00% US20030NCR08 SCHWAB (CHARLES) CORP 0.00% US8085131055 CANADA(GOVT OF) 3.5% BD 01/12/2045 CAD 0.00% CA135087ZS68 NAPIER PORT HOLDINGS LTD 0.00% NZNPHE0005S2 21VIANET GROUP INC 0.00% US90138A1034 BANK HAPOALIM BM COMMON STOCK ILS1. 0.00% IL0006625771

CA IMMOBILIEN ANLA 0.875% SNR 05/02/2027EUR 0.00% XS2099128055

CANADIAN PACIFIC RAIL LTD 0.00% CA13645T1003 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 ST. PAULS CLO IX D FRN CLO 11/2030 EUR 'A' 0.00% XS1808332933 ROBERT HALF INTL INC COMMON STOCK USD.001 0.00% US7703231032 NTT DOCOMO INC 0.00% JP3165650007 UNICREDIT SPA 3.875%-FRN EMTN PERP EUR 0.00% XS2121441856 BUNDESREPUB.DEUTSCHLAND 1.75% 0.00% DE0001135473 04/07/2022 GECINA SA REIT EUR7.5 0.00% FR0010040865 PVTPL PALMER SQUARE CLO 2015-1 LTD/PALMER 0.00% US69689ABA79 SQ VAR RT DUE 05-21-2029 BEO PVTPL ENEL FIN INTL N V 4.625 09-14-2025 0.00% US29278GAJ76 US BANCORP 300124 3.70 CB 0.00% US91159HHG83

Page 42 of 180 all MF.xlsm PVTPL FONDO MIVIVIENDA S A NT 3.5 DUE 01-31- 0.00% US344593AA60 2023

BELGIUM(KINGDOM) 0.1% SNR 22/06/2030 EUR0.01 0.00% BE0000349580

GERMANY(FED REP) 3.25% BDS 04/07/2021 EUR 0.00% DE0001135440 DANONE 0.00% FR0000120644

SWEDEN(KINGDOM OF) 1% SNR 12/11/2026 SEK5000 0.00% SE0007125927

CHENIERE ENERGY INC 0.00% US16411R2085 PETROLEOS MEXICANO 3.75% GTD SNR 21/02/24 0.00% XS1568874983 EUR SERKO LTD 0.00% NZSKOE0001S7 PVTPL PROGRESS RESIDENTIAL 2019-SFR4 TR CL B 0.00% US74331AAC62 2.937% 11-19-2035

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

FRANCE(GOVT OF) 0.75% SNR 25/05/2052 EUR1 0.00% FR0013480613 PVTPL CMO VERUS SECURITIZATION TR 2020-2SR 2020- 0.00% US92537UAD46 2 CL M-1 VAR RT 05-01-2060

VODAFONE GROUP 4.875%-FRN SUB 03/10/78 GBP 0.00% XS1888180996

MITSUBISHI UFJ FINANICAL 0.00% JP3902900004 AMERICAN ELECTRIC POWER COMPANY INC 0.00% US0255371017 SER 2019-CHC CL B FLTG 144A 0.00% US162665AG89 FEDERAL HOME LN MTG CORP SER 17-DNA2 CLS B2 0.00% US3137G0PS26 VAR RT 10-25-2029 ATLAS COPCO AB B SHS COMMON STOCK SEK.639 0.00% SE0011166628 LONZA AG - REG 0.00% CH0013841017 OBAYASHI CORP COMMON STOCK 0.00% JP3190000004 PVTPL GREYSTONE CRE NTS 2019-FL2 LTD CL D FLTG 09- 0.00% US39809LAG95 15-2037 HCA INC 5% DUE 03-15-2024 0.00% US404119BN87 PVTPL UNICREDIT SPA 2.569% DUE 09-22-2026/09- 0.00% US904678AU32 22-2025 BEO PVTPL WINGSTOP FDG LLC 2018-1 SR SECD NTCL A-2 0.00% US974153AA66 4.97% 12-05-2048

NIGERIA(FED OF) 6.75% NTS 28/01/21 USD'REGS 0.00% XS0584435142

BELGIUM(KINGDOM) 2.15% SNR 22/06/66 EUR0.01 0.00% BE0000340498

Payable/Receivable JPY 0.00%

NETHERLANDS KING 0% SNR 15/01/2022 EUR1'144A 0.00% NL0011896857

BELGIUM(KINGDOM 4% NTS 4.0% 28/03/2032 0.00% BE0000326356 EQM MIDSTREAM 4.75% DUE 07-15-2023 0.00% US26885BAD29 BNP PARIBAS SA 0.00% FR0000131104

DENMARK(KINGDOM) 3% SNR 15/11/2021 DKK0.01 0.00% DK0009922676

PVTPL CMO THE BANCORP COML MTG TR SER 2019- 0.00% US05973BAA52 CRE6 TR CLS A FLTG DUE 09-15-2036 ASIAN DEV BK SNAT 6.2% 06/10/2026 0.00% XS1496739464 EATON CORPORATION PLC COM USD 0.50 0.00% IE00B8KQN827 DDI Y5000 0.00% JP3496400007 PROLOGIS PROPERTY MEXICO SA DE CV 0.00% MXCFFI170008

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 FHLMC MULTICLASS SR 18-HRP2 CL M2 FLTG 144A 02- 0.00% US35564AAK79 25-2047 KAZAKHSTAN(REP OF) 1.55% SNR MTN 09/11/23 0.00% XS1907130246 EUR DEXCOM INC COM USD0.001 0.00% US2521311074

Page 43 of 180 all MF.xlsm PVTPL VENTURE CDO LTD SR 14-17A CL ARR FLTG 04- 0.00% US92329YAL02 15-2027 DAIMLER AG 0.00% DE0007100000 PEPSICO INC FIXED .25% DUE 05-06-2024 0.00% XS2168625460 COMPAGNIE FINANCIERE RICHEMONT SA 0.00% CH0210483332 SEKISUI CHEMICAL CO LTD COMMON STOCK 0.00% JP3419400001 PVTPL STWD 2019-FL1 LTD SR 19-FL1 CL B FLTG 07-15- 0.00% US78485WAE93 2038 VOLKSWAGEN AG COMMON STOCK 0.00% DE0007664005 EMERSON ELECTRIC CO 0.00% US2910111044 BAXTER INTL INC COM US$1 0.00% US0718131099 SWISS FRANC 0.00% VICINITY CENTRES ORDINARY UNITS FULLY PAID 0.00% AU000000VCX7 WESTON (GEORGE) LTD COMMON STOCK 0.00% CA9611485090 GLP J REIT REIT 0.00% JP3047510007 PVTPL DOMINOS PIZZA MASTER ISSUER LLC DOMINOS 0.00% US25755TAL44 2019-1 SR SECD NT CL A-2 144A SMC CORP JPY50 0.00% JP3162600005

MORGAN STANLEY 0.637%-FRN SNR 26/07/24 EUR 0.00% XS1989375503

COGNIZANT TECH SOLUTIONS A 0.00% US1924461023 KEYCORP 240321 5.10 CB 0.00% US49326EED13 SPARK NEW ZEALAND LTD COMMON STOCK 0.00% NZTELE0001S4 MOROCCO(GOVT OF) 4.25% BDS 0.00% XS0850020586 11/12/2022 USD1000'REGS' BANK OF MONTREAL CAD 0.00% CA0636711016 YORKSHIRE BLDG SOC .625% 21/09/2025 0.00% XS2231267829 BELGIUM(KINGDOM) 3% SNR 22/06/34 0.00% BE0000333428 EUR0.01'73'

SERBIA (REPUBLIC) 7.25% SNR 28/09/21 USD1000 0.00% XS0680231908

MEDTRONIC GLOBAL FIXED 0% DUE 08-15-2028 0.00% XS2238789460 UBS GROUP AG 0.00% CH0244767585 GIVAUDAN - REG 0.00% CH0010645932 EXELON CORPORATION 0.00% US30161N1019 PVTPL CMO CITIGROUP COML MTG TR 2019-PRM 0.00% US29429JAE01 COML MTG PASSTHRU CTF 05-12-2036 AKELIUS RESIDENTIA 1% GTD SNR 17/01/2028EUR 0.00% XS2228897158 PVTPL CONNECTICUT AVE SECS SR 19-R03 CL 1M2 FLTG 0.00% US20753MAF59 09-25-2031 AUSTRALIA(CMNWLTH) 2.75% SNR 21/11/27 0.00% AU000XCLWAQ1 AUD1000

NETHERLANDS KING 0.75% BDS 15/07/2027 EUR1 0.00% NL0012171458

AUSTRALIA AND NEW ZEALAND BANKING GROUP 0.00% AU000000ANZ3 MONSTER BEV CORP COM 0.00% US61174X1090 GENERAL MILLS INC 0.00% US3703341046 BPCE SR NON PFD 2.375% DUE 01-14-2025 0.00% US05583JAG76 MARATHON PETROL COM 0.00% US56585A1025

NETHERLANDS KING 0.5% SNR 15/01/2040 EUR1 0.00% NL0013552060

DIGITAL REALTY TRUST INC 0.00% US2538681030

VODAFONE GROUP 3.1%-FRN SUB 03/01/2079 EUR 0.00% XS1888179477

GREAT WEST LIFECO INC COMMON STOCK 0.00% CA39138C1068 HERMES INTERNATIONAL 0.00% FR0000052292 SINGAPORE EXCHANGE LTD COMMON STOCK 0.00% SG1J26887955 AEROPORTS DE PARIS (ADP) 0.00% FR0010340141 M+G PLC COMMON STOCK GBP.05 0.00% GB00BKFB1C65 PVTPL BANCO BRADESCO S A GRAND CAYMAN BRH 0.00% US05947KAZ30 GLOB 3.2% 01-27-2025 NIDEC CORPORATION 0.00% JP3734800000 PVTPL PALMER SQUARE LN FDG 2020-1 LTD SER 20- 0.00% US69701EAG17 1A CLS C VAR RT 02-20-2028 HOYA CORPORATION JPY 0.00% JP3837800006

Page 44 of 180 all MF.xlsm UNITED STATES TREAS NTS TREASURY NOTE 2.25% 0.00% US912828V236 DUE 12-31-2023 REG AUSNET SERVICES 0.00% AU000000AST5 AXA 0.00% FR0000120628 KAO CORPORATION JPY50 0.00% JP3205800000 PVTPL SRI LANKA GOVT DEMOCRATIC SOCIALIST 0.00% US85227SAH94 REP BD 144A 6.25 10-04-20 WORKDAY INC 0.00% US98138H1014 ALLY FINL INC 4.625% DUE 05-19-2022 0.00% US02005NBC39 WM MORRISON SUPERMARKETS COMMON STOCK 0.00% GB0006043169 GBP.1 PVTPL CORPORACION FINANCIERA DE DESARROLLO S A 0.00% US21987DAE40 NT 2.4% 09-28-2027 AKELIUS RESIDENT P 2.249%-FRN SUB 17/05/81 0.00% XS2110077299 EUR PVTPL STACK INFRASTRUCTURE ISSUER LLC SER 2020-1 0.00% US85236KAD46 CL A-2 144A 1.893% 08-25-2045 INFINEON TECHNOLOGIES AG 0.00% DE0006231004 FEDERAL HOME LN MTG SER 18-HRP1 CL M2 FLTG 04- 0.00% US3137G0VC00 25-2043 T+D HOLDINGS INC COMMON STOCK 0.00% JP3539220008 JYSKE BANK A/S 0.625%-FRN 20/06/2024 EUR 0.00% XS2015231413 BELGIUM KINGDOM TBOND 3.75% 22/06/2045 0.00% BE0000331406 INFINEON 3.625% 31/12/2049 0.00% XS2056730679 DEUTSCHE POST AG 0.00% DE0005552004 TOKYO ELECTRON LTD JPY 0.00% JP3571400005 FREDDIE MAC STACR REMIC TR NT CL M-1 144A 0.00% US35565RAA14 1.45188% 09-25-2050 VODAFONE GROUP ORD USD0.2095238 0.00% GB00BH4HKS39

SIG COMBIBLOC GROU 1.875% SNR 18/06/2023EUR 0.00% XS2189592889

PVTPL VANTAGE DATA CTRS ISSUER LLC SR 20-1A 0.00% US92212KAB26 CL A2 1.645% 09-15-2045 PVTPL ALLEGRO CLO SER 14-1RA CL A1 FLTG 10-21- 0.00% US01751EAC21 2028 VEEVA SYSTEMS INC 0.00% US9224751084 VALERO ENERGY CORP 0.00% US91913Y1001 DOCUSIGN INC 0.00% US2561631068 PVTPL CIFC FDG 2014-II-R LTD SER-14-2RA CL-A1 FLTG 0.00% US12548RAB06 04-24-2030 BEO TELEFONICA EMISIONES 1.201% 21/08/2027 0.00% XS2177441990 ELECTRONIC ARTS INC 0.00% US2855121099 TOURISM HOLDINGS LTD 0.00% NZHELE0001S9 CAIXABANK SA 1.75% SNR NPF 24/10/23 EUR 0.00% XS1897489578 ALIBABA GROUP HOLDING LTD 0.00% US01609W1027 PVTPL FHLMC MULTICLASS FLTG RT SER 19-DNA2 CL 0.00% US35564LAH06 M2 03-25-2049 FANUC CORP 0.00% JP3802400006

BOLIVIA(ESTADO PLU 4.5% SNR 20/03/28 USD200000 0.00% USP37878AC26

WESFARMERS LIMITED 0.00% AU000000WES1 WW GRAINGER INC COMMON STOCK USD.5 0.00% US3848021040 BANK OF IRELAND GR 3.125%-FRN LT2 19/09/27 0.00% XS1685476175 GBP INTESA SANPAOLO 6.25%-FRN PERP EUR200000 0.00% XS1614415542 ICA GRUPPEN AB COMMON STOCK SEK2.5 0.00% SE0000652216 HANG LUNG PROPERTIES LTD COMMON STOCK 0.00% HK0101000591 STANDARD IND INC 2.25% 21/11/2026 0.00% XS2080766475 PRUDENTIAL PLC 0.00% GB0007099541 CAPITALAND LTD COMMON STOCK 0.00% SG1J27887962 RIO TINTO LIMITED 0.00% AU000000RIO1 CALPINE CORPORATION TERM LOAN B DUE 05-27- 0.00% US13134MBE21 2022 BEO CEMEX FINANCE LLC 6.0% 01/04/2024 0.00% USU12763AD75 PERTAMINA PT 4.875% SNR 03/05/22 USD1000 0.00% USY7138AAC46

Page 45 of 180 all MF.xlsm BELGIUM(KINGDOM) 4.5% SNR 28/03/2026 EUR0.01 0.00% BE0000324336

DENMARK(KINGDOM) 1.5% SNR 15/11/2023 DKK0.01 0.00% DK0009923054

DAIWA HOUSE REIT INVESTMENT REIT 0.00% JP3046390005

DENMARK(KINGDOM) 0.5% SNR 15/11/2027 DKK0.01 0.00% DK0009923567

VERIZON FIXED 1.3% DUE 05-18-2033 0.00% XS2176560444

TESCO CORP TREAS 2.5% GTD SNR 02/05/2025GBP 0.00% XS1989383192

EXPERIAN GROUP LTD 0.00% GB00B19NLV48

ISS GLOBAL A/S 1% EMTN 07/07/25 EUR100000 0.00% XS2199343513

ESR CAYMAN LTD 0.00% KYG319891092 PVTPL CMO BXMT LTD SER 20-FL2 CL D FRN 02-16- 0.00% US12434LAJ35 2037 BEO

ADCB FIN (KY) LTD 4% GTD SNR MTN 29/03/23 USD 0.00% XS1800010693

BELGIUM(KINGDOM) 2.25% SNR 22/06/57 EUR0.01 0.00% BE0000343526

PVTPL CIFC FDG SER 13-3RA CL C FLTG 04-24-2031 0.00% US12552MAJ71

ICADE SANTE SAS 1.375% SNR 17/09/2030 EUR 0.00% FR0013535150 ADYEN NV 0.00% NL0012969182 POUND STERLING 0.00% ROSS STORES INC 0.00% US7782961038 PVTPL CMO CHC COML MTG TR SR 19-CHC CL A FLTG 0.00% US162665AA10 RATE 06-15-2034 GENERAL MOTORS CO 0.00% US37045V1008 DRIVE AUTO RECEIVABLES TR 2019-2 CL D 3.69% 08- 0.00% US26208RAG02 17-2026 OTC DERIVATIVE CASH COLL RECEIVABLE FROMBK OF 0.00% AMER DAIKIN INDUSTRIES 0.00% JP3481800005 FEDERAL HOME LN MTG SER 18-HRP1 CL B1 FLTG 04- 0.00% US3137G0VA44 25-2043 HONDA MOTOR CO LTD 0.00% JP3854600008 INVESTOR AB - B SHARES 0.00% SE0000107419 FANNIE MAE CONN AVE SECS SER 18-C05 CL 1M2 FRN 0.00% US30711XY248 01-25-2031 TWITTER INC 0.00% US90184L1026 CENTENE CORPORATION 0.00% US15135B1017 FUTURES MARGIN-GBP 0.00% CBOE S&P 500 INDEX PUT OPTION W/STK $3350.00 0.00% PER SHARE 18-DEC-2020

ISHARES USD CORPORATE BOND UCITS ETF USD 0.00% IE0032895942

BLACKSTONE GROUP INC 0.00% US09260D1072 KBC GROEP NV 0.5%-FRN LT2 03/12/2029 EUR 0.00% BE0002664457 SWEDEN(KINGDOM OF) 2.5% SNR 12/05/2025 0.00% SE0005676608 SEK5000 SBA COMMUNICATIONS COM 0.00% US78410G1040 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 UBER TECHNOLOGIES INC 0.00% US90353T1007 Income Due - JPY 0.00% ITOCHU CORP JPY 0.00% JP3143600009 PVTPL MACQUARIE GROUP LTD 144A 3.189% DUE 11- 0.00% US55608JAH14 28-2023 SECURITAS AB B SHS COMMON STOCK SEK1. 0.00% SE0000163594 SABINE PASS 5.625% DUE 03-01-2025 0.00% US785592AM87 TRADEWEB MARKETS INC CLASS A COMMON STOCK 0.00% US8926721064 USD.01

Page 46 of 180 all MF.xlsm VOLVO AB - B 0.00% SE0000115446

BLACKROK EUR CLO V VAR CDO 16/07/2031 EUR 'B' 0.00% XS1785484178

ANHEUSER BUSCH INBEV WORLDWIDE INC 4.15% 01- 0.00% US03523TBX54 23-2025 SKY NETWORK TELEVISION LTD 0.00% NZSKTE0001S6 DIRECT LINE INSURANCE GROUP COMMON STOCK 0.00% GB00BY9D0Y18 GBP.1090909 TOWNSQUARE MEDIA 6.5% DUE 04-01-2023 0.00% US892231AA90 BANCO SANTANDER CENTRAL HISP 0.00% ES0113900J37 WESTPAC BKG CORP 2.1% 25/02/2021 0.00% US96122XAL29 ORION OYJ CLASS B COMMON STOCK EUR.65 0.00% FI0009014377 SAUL CENTERS INC 0.00% US8043951016

JAPAN(GOVT OF) 1.9% SNR 20/03/53 JPY50000 0.00% JP1400061D58

JAPAN(GOVT OF) 1.5% SNR 20/03/33 JPY50000 0.00% JP1201441D44

TITULOS DE TESORERIA B T-BOND 7.25% 18/10/2034 0.00% COL17CT03615

PVTPL FREDDIE MAC STACR REMIC TR 2020-DNA3 0.00% US35565WAH51 MULTICLASS 06-25-2050 BEO TAKEDA FIXED 4.4% DUE 11-26-2023 0.00% US874060AT36 PVTPL GREYSTONE CRE NTS 2019-FL2 LTD SR 19-FL2 CL 0.00% US39809LAJ35 E FLTG 09-15-2037 ALTRA INDUSTRIAL MOTION CORP TERM BANK LOAN 0.00% US02208HAB42 10-01-2025 FIDELITY NATL INFORMATION SVCS INC .625%DUE 12- 0.00% XS2085608326 03-2025 DOW INC 0.00% US2605571031 LONDON STOCK EXCHANG 0.00% GB00B0SWJX34 FHLMC MULTICLASS 144A FLTG RT SER 19-DNA3 CL M2 0.00% US35564TAH32 07-25-2049 REG PVTPL CMO GS MTG SECS CORP TR 2017-500K COML 0.00% US36253XAN57 CTF CL E FLTG RT 07-15-2032

PHILIPPINES REP GLOBAL BD 2.457% 05-05-2030 0.00% US718286CJ41

AUSTRALIA GOVERNMENT BOND 3.25% BDS 0.00% AU000XCLWAP3 21/06/2039 AUD1000 VOLKSWAGEN NVP DEM50 0.00% DE0007664039 CUMMINS INC 0.00% US2310211063 PVTPL CMO CSMC SER 2019-ICE4 CL F FLTG 144A 05-15- 0.00% US12653VAL09 2036 MEXICO CITY AIRPORT TRUST 5.5% 07-31-2047 0.00% USP6629MAD40 POSTE ITALIANE SPA COMMON STOCK EUR1.0 0.00% IT0003796171 OREILLY AUTO NEW COM 0.00% US67103H1077 EBAY INC 0.00% US2786421030 MUENCHENER RUECKVER RG-REG 0.00% DE0008430026 PVTPL OCP CLO LTD SER 14-4A CL A2RR FLTG RATE 04- 0.00% US67105HBA23 24-2029 PEMBINA PIPELINE 0.00% CA7063271034 FANNIE MAE CONN AVE SER 18-C03 CL 1M2 FLTG 10- 0.00% US30711XJ702 25-2030 FASTENAL CO 0.00% US3119001044 Malaysian ringgit 0.00% PVTPL UBS AG LONDON BRH NT 144A 1.75% DUE 04- 0.00% US902674YA28 21-2022 BEO AT&T INC FIXED .25% DUE 03-04-2026 0.00% XS2051361264

BELGIUM(KINGDOM) 1.25% SNR 22/04/33 EUR0.01 0.00% BE0000346552

VOLKSWGN FIN SV AG 2.5% GTD SNR 06/04/2023 0.00% XS2152058868 EUR JPMORGAN CHASE & 3.797% DUE 07-23-2024 0.00% US46647PAU03 BCO COM PORTUGUES 9.25%-FRN PERP 0.00% PTBCPFOM0043 EUR200000

Page 47 of 180 all MF.xlsm BEST BUY CO INC 5.5% SNR 15/03/2021 USD1000 0.00% US086516AL50

IDEXX LABORATORIES INC 0.00% US45168D1046 PVTPL CMO STRUCTURED AST SECS CORP MTG LN TR 0.00% US863911AC70 SER CL 2-A1 144A 6 10-25-2036 BEO MURATA MANUFACTURING CO JPY50 0.00% JP3914400001 NXP SEMICONDUCTORS 0.00% NL0009538784 FRANCO NEVADA CORP 0.00% CA3518581051 METLIFE INC 0.00% US59156R1086 CARMAX AUTO OWNER 3.16% DUE 02-18-2025 0.00% US14316LAF04 WALGREENS BOOTS AL COM USD0.01 0.00% US9314271084 IQVIA HOLDINGS INC 0.00% US46266C1053 FEDERAL REALTY INVESTMENT TRUST 0.00% US3137472060 TWILIO INC 0.00% US90138F1021 ALLSTATE CORP 0.00% US0200021014 CITRIX SYSTEMS INC COMMON STOCK USD.001 0.00% US1773761002 HCA HEALTHCARE INC 0.00% US40412C1018 WELLTOWER INC 4% DUE 06-01-2025 0.00% US42217KBF21 CHIPOTLE MEXICAN GRILL INC - CLASS A 0.00% US1696561059 MORGAN STANLEY 3.125% DUE 01-23-2023 0.00% US61744YAN85 PACCAR INC 0.00% US6937181088 PENSKE AUTOMOTIVE GROUP INC 3.5% DUE 09-01- 0.00% US70959WAJ27 2025 REG COSTAR GROUP INC 0.00% US22160N1090 SUNCOR ENERGY INC 2.8% DUE 05-15-2023 0.00% US867224AC16 BANK OF NEW YORK MELLON CORP 0.00% US0640581007

CANADA(GOVT OF) 5.75% SNR 01/06/33 CAD1000 0.00% CA135087XG49

INTESA SANPAOLO SPA 0.00% IT0000072618 QUEBECOR INC CL B COMMON STOCK 0.00% CA7481932084 SIKA AG CHF0.01 0.00% CH0418792922 TE CONNECTIVITY LTD 0.00% CH0102993182 UNITED STATES TREAS BDS 6.125 BDS 08-15-2029 0.00% US912810FJ26 USD1000 BEO PVTPL CMO BX COML MTG TR 2019-XL COML MTG 0.00% US056054AJ89 PASSTHRU CTF CL F 144A 10-15-2036 AT&T INC 2.3% DUE 06-01-2027 0.00% US00206RJX17

TENET HEALTHCARE CORP 8.125 DUE 04-01-2022 0.00% US88033GCE89

PVTPL DRIVEN BRANDS FDG LLC 2019-1 CL A-2 0.0% 04- 0.00% US26208LAD01 20-2049 SAINSBURY (J) PLC COMMON STOCK GBP.285714 0.00% GB00B019KW72 SUMITOMO MITSUI FINANCIAL GROUP 0.00% JP3890350006

DISNEY WALT CO FIXED 1.75% DUE 01-13-2026 0.00% US254687FV35

CAPITAL ONE FINANCIAL CORPORATION 0.00% US14040H1059 J P MORGAN MTG TR SER 07-S1 CL 2-A-11 6.0 03-25- 0.00% US46630RAQ48 2037 PVTPL LCM LTD PARTNERSHIP SR 20A CL AR FLTG 10-20- 0.00% US50188WAE84 2027 PVTPL MACQUARIE BK LTD 2.1% DUE 10-17-2022 0.00% US55608PBC77 BEO CANADIAN IMPERIAL BANK 0.00% CA1360691010 DRIVEN BRANDS FDG 3.786% DUE 07-20-2050 0.00% US26209XAA90 FREDDIE MAC STACR SER 19-HQA3 CLS M2 VAR RT 09- 0.00% US35564XAH44 25-2049 PUBLIC STORAGE 0.00% US74460D1090 UPJOHN FINANCE B.V .816% 23/06/2022 0.00% XS2193968992 JPMORGAN CHASE & FLTG RT 1.514% DUE 06-01- 0.00% US46647PBQ81 2024 PVTPL WENDYS FDG LLC 2019-1 SR SECD NT CL A-2-I 0.00% US95058XAG34 144A 3.783% DUE 06-15-2049 BEO COMPASS GROUP ORD GBP0 1105 0.00% GB00BD6K4575 AGILENT TECHNOLOGIES INC 0.00% US00846U1016

Page 48 of 180 all MF.xlsm GOLDMAN SACHS FLTG RT 2.876% DUE 10-31-2022 0.00% US38148YAC21

PVTPL ARBYS FDG LLC SR SECD NT SER 2020-1 CL A-2 0.00% US038779AB06 144A 3.237 DUE 07-30-2050

GENERAL MTRS FINL CO INC CORP 2.9% 02-26-2025 0.00% US37045XCV64

PVTPL REPUBLIC OF NIGERIA 6.375 DUE 07-12-2023 0.00% US65412ACD28 REG DSV PANALPINA A/S 0.00% DK0060079531

CITIGROUP INC FLTG RT 1.678% DUE 05-15-2024 0.00% US172967MR94

MSCI INC 0.00% US55354G1004

LOGICOR FINANCING 0.75% GTD SNR 15/07/24EUR 0.00% XS2027364244

CHOICE HOTELS INTERNATIONAL INC 0.00% US1699051066 ALIMENTATION COUCH CLASS B S VTG COM NPV 0.00% CA01626P4033 SYNOPSYS INC 0.00% US8716071076 1ST INVS AUTO 2.8% DUE 12-15-2025 0.00% US32058RAD61 UK(GOVT OF) 0.125% SNR 30/01/26 GBP1000 0.00% GB00BL68HJ26 PVTPL DB MASTER FIN LLC SR SECD NT CL A-2-I 0.00% US233046AJ02 3.787% 05-20-2049 AMUNDI SA COMMON STOCK EUR2.5 0.00% FR0004125920 WASTE CONNECTIONS COM NPV 0.00% CA94106B1013 KLA TENCOR CORPORATION COM USD 0.01 0.00% US4824801009

INDUSTRIVARDEN AB C SHS COMMON STOCK SEK2.5 0.00% SE0000107203

OZLME B.V. FRN CLO 01/2030 EUR 'C' 0.00% XS2038484635 PVTPL BANCO BRADESCO S A GRAND CAYMAN BRH 0.00% US05947KAY64 GLOB 2.85% 01-27-2023 YUM! BRANDS INC 0.00% US9884981013 PVTPL NISSAN MTR LTD 3.043% DUE 09-15-2023 0.00% US654744AA94 BEO ORIENTAL LAND CO LTD 0.00% JP3198900007

MACQUARIE GROUP LTD 0.00% AU000000MQG1

IHS MARKIT LTD 0.00% BMG475671050 PVTPL PIKES PEAK CLO 6/PIKES PEAK CLO 6 LLC VAR RT 0.00% US72132YAE59 DUE 08-18-2030 BEO ONEOK INC 0.00% US6826801036 TESCO ORD 5P 0.00% GB0008847096 PVTPL FREDDIE MAC - STACR SR 20-HQA4 CL BA FLTG 0.00% US35565RBD44 09-25-2050 FAST RETAILING CO LTD 0.00% JP3802300008 MONGOLIA GOVT 5.125% 04-07-2026 0.00% US60937LAC90

PVTPL ROYALTY PHARMA PLC SR NT 1.75% 09-02-2027 0.00% US78081BAC72

FERGUSON PLC NEW ORD GBP 0.10 0.00% JE00BJVNSS43 GILEAD SCIENCES 1.2% DUE 10-01-2027 0.00% US375558BX02 FREDDIE MAC STACR REMIC SER 20-DNA3 CL M1 FLTG 0.00% US35565WAA09 RT 06-25-2050 MERIDIAN ENERGY LTD COMMON STOCK 0.00% NZMELE0002S7 PVTPL OZLM XII LTD/OZLM XII LLC SER-15-12A CL-A1R 0.00% US67109WAJ71 FLTG 04-30-2027 BEO PVTPL CMO BX COML MTG TR 2020-VKNG SER 20- 0.00% US12433YAA55 VKNG CL A FLTG RT 10-15-2037 SOFINA COMMON STOCK 0.00% BE0003717312 BX COML MTG TR 2.95% DUE 10-15-2037 0.00% US12433YAQ08 PVTPL INSITE ISSUER LLC/INSITE CO-ISSUERCOR SECD 0.00% US45780KAN63 CELLULAR SITE REV NT CL A 144A DEUTSCHE BOERSE AG 0.00% DE0005810055 BX COML MTG TR 2.3% DUE 10-15-2037 0.00% US12433YAN76 MANULIFE FINANCIAL CORP - TORONTO LISTIN 0.00% CA56501R1064 SPLUNK INC COM 0.00% US8486371045 CRH PLC 0.00% IE0001827041 Czech koruna 0.00%

Page 49 of 180 all MF.xlsm MARRIOTT INTL INCUSD 0.00% US5719032022 SWEDISH GOVERNMENT 3.5% BDS 01 JUN 2022 0.00% SE0003784461 ORANGE SA 0.00% FR0000133308 SOFTBANK CORP 0.00% JP3732000009 VF CORPORATION 0.00% US9182041080 PVTPL STARWOOD COMMERCIAL MRTG TR FLTG RT 0.00% US78485WAC38 SER 19-FL1 CL AS 07-15-2038 BEO GOLDMAN SACHS 3.75% DUE 05-22-2025 0.00% US38148LAE65 PVTPL PALMER SQUARE CLO 2015-1 LTD/PALMER 0.00% US69689AAW09 SQ SR SECD NT CL 05-21-2029 PVTPL GREYSTONE COML REAL ESTATE NTS SER 18- 0.00% US39809FAE79 HC1 CLS B FLTG 09-15-2028 ORACLE CORP JAPAN COMMON STOCK 0.00% JP3689500001 STANDARD CHARTERED PLC FXD RATE RESETTING 0.00% US853254BT68 PERP SUB 6% 12-31-2049 PVTPL ICG US CLO 2017-1 LTD/ICG US CLO 2017- SR 0.00% US449259AB61 SECD NT CL B FLTG 144A 3C7 VAR BDS 2020-FL5 LTD/BDS 2020-FL5 LLC SR 20-FL5 CL A 0.00% US05492QAA40 2.9% FLTG 144A02-16-2037 SHIMIZU CORP COMMON STOCK 0.00% JP3358800005 PVTPL BDS LTD FLTG RT SER 19-FLV4 CL AS 08-15- 0.00% US05492KAC36 2036 BEO PVTPL TENET HEALTHCARE CORP 6.125% DUE 10-01- 0.00% US88033GDJ67 2028/09-16-2020 BEO OTC DER CASH COLL REC FROM BARCLAYS 0.00% HITACHI Y50 0.00% JP3788600009 NUTRIEN LTD COM NPV 0.00% CA67077M1086 PVTPL BDS 2020-FL5 LTD CL 20-FLS CL B VAR RT 02- 0.00% US05492QAE61 16-2037 BEO PVTPL PALMER SQUARE LN FDG 2020-1 LTD SER 20- 0.00% US69701EAC03 1A CLS A2 VAR RT 02-24-2020 FOX CORP FIXED 3.05% DUE 04-07-2025 0.00% US35137LAM72 NIPPON TEL AND TEL CP NPV 0.00% JP3735400008 VESTAS WIND SYSTEMS 0.00% DK0010268606

GJENSIDIGE FORSIKRING ASA COMMON STOCK NOK2. 0.00% NO0010582521

PPG INDUSTRIES INC 0.00% US6935061076 PVTPL CMO COMM 2015-3BP MTG TR MTG PASS THRU 0.00% US12592TAN54 CTF CL E VAR RT DUE 02-10-2035

CENTERPOINT ENERGY INC 3.85% 02-01-2024 0.00% US15189TAU16

KELLOGG CO COMMON STOCK USD.25 0.00% US4878361082 BRANDYWINE REALTY TRUST 0.00% US1053682035 CMO PVPTL BBCMS SER 2018-TALL CL A FLTG 144A 0.00% US05548WAA53 DUE 03-15-2037 JERONIMO MARTINS COMMON STOCK EUR1. 0.00% PTJMT0AE0001 SYSCO CORPORATION COM USD1.00 0.00% US8718291078 ORSTED AS 0.00% DK0060094928 TEVA 2.2% DUE 07-21-2021 0.00% US88167AAC53 PVTPL FANNIE MAE FLTG RT SER 19-R02 CL 1B1 08-25- 0.00% US20753KAF93 2031 MATCH GRP INC NEW COM USD0.001 0.00% US57667L1070 AMPHENOL CORP-CL A 0.00% US0320951017 PRUDENTIAL FINANCIAL INC 0.00% US7443201022 PARKER HANNIFIN CORP 0.00% US7010941042

PVTPL FS KKR CAP CORP II NT 4.25% 02-14-2025 0.00% US30313RAA77

GERMANY(FED REP) 0% SNR 15/08/2050 EUR0.01 0.00% DE0001102481

XILINX INC 0.00% US9839191015 PVTPL MARATHON CRE SR 18-FL1 CL A VAR RT 06-15- 0.00% KY565780AA18 2028 CMO BX COML MTG TR 2018-IND SR 2018-IND CL G 0.00% US056059AS75 FLTG 11-15-2035 ERICSSON LM - B SHS 0.00% SE0000108656

Page 50 of 180 all MF.xlsm INDITEX EUR0.03 POST SUBD 0.00% ES0148396007 MAPLETREE LOGISTICS TRUST REIT 0.00% SG1S03926213 WHEATON PRECIOUS M COM NPV 0.00% CA9628791027 CONSOLIDATED EDISON INC COM USD0.10 0.00% US2091151041 ALCON AG 0.00% CH0432492467 PUBLIC SERVICE ENTERPRISE GROUP INC 0.00% US7445731067 KONINKLIJKE AHOLD DELHAIZE NV 0.00% NL0011794037 DARLING GLOBAL FIN 3.625% 15/05/2026 0.00% XS1813579593 SANDVIK AB 0.00% SE0000667891 AFLAC INC 0.00% US0010551028 KROGER CO COM USD1.00 0.00% US5010441013

PVTPL PRA GROUP INC 7.375% DUE 09-01-2025 0.00% US69354NAC02

COMCAST CORP NEW NT FLTG RATE DUE 10-01- 0.00% US20030NCV10 2020 REG JAPAN GOVT 40 ISSUE .5% 20/03/2060 0.00% JP1400131L54 OTIS WORLDWIDE COR COM 0.00% US68902V1070 JAPAN (GOVERNMENT OF) 1.4% DUE 20-03-2055 0.00% JP1400081F45 REG SENEGAL(REP OF) 8.75% SNR 13/05/2021 USD 0.00% XS0625251854 PVTPL ALM XVI LTD SR 15-16A CL AA-R2 FLTG RT 07-15- 0.00% US00162LCN55 2027 BEO ARCHER DANIELS MIDLAND CO COM STK NPV 0.00% US0394831020 PAYCHEX INC 0.00% US7043261079 ENGIE AUG5 0.00% FR0010208488 CADENCE DESIGN SYSTEMS INC COM STK USD0. 0.00% US1273871087 PVTPL CMO MULTIFAMILY CONN AVE SECS SER 19-01 0.00% US62547NAB55 CL M10 FLTG 10-15-2049 REPUBLIC OF PERU 2.392% DUE 01-23-2026 REG 0.00% US715638DE95 CRED AGRICOLE SA 6.5% 23/12/2049 0.00% XS1055037177 STANLEY BLACK & DECKER INC 0.00% US8545021011

PAYPAL HLDGS INC FIXED 1.65% DUE 06-01-2025 0.00% US70450YAG89

MITSUBISHI UFJ FINL GROUP INC 2.623% DUE07-18- 0.00% US606822BL79 2022 FREDDIE MAC STACR SER 19-HQA3 CLS B1 VAR RT 09- 0.00% US35564XBD21 25-2049

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 DBS GROUP HOLDINGS LTD 0.00% SG1L01001701 BEST BUY CO INC 0.00% US0865161014 DR HORTON INC 0.00% US23331A1097 OKTA INC 0.00% US6792951054 CHUGAI PHARMACEUTICAL JPY 0.00% JP3519400000 ZIMMER BIOMET HOLDINGS INC 0.00% US98956P1021

GERMANY(FED REP) 0% T-BILL 07/10/20 EUR0.01 0.00% DE0001137875

CINTAS CORP 0.00% US1729081059 JOHNSON CONTROLS INTERNATIONAL PLC 0.00% IE00BY7QL619 INVESTOR AB B SHS COMMON STOCK SEK6.25 0.00% SE0000107419 PROSUS N.V. 1.539% SNR MTN 03/08/28 EUR 0.00% XS2211183244 HENLEY CLO 1 0% SUB 15/07/2032 EUR100000 0.00% XS2008553377 PARKLAND CORP 0.00% CA70137W1086 SANTANDER CNSMR 3.71% DUE 02-17-2026 0.00% US80281MAC73 PVTPL REYNOLDS GROUP ISSUER INC/REYNOLDS 144A 0.00% US761735AT63 5.125 DUE 07-15-2023/06-27-2016 T ROWE PRICE GROUP 0.00% US74144T1088 TRAVELERS COS INC / THE 0.00% US89417E1091 BANC OF AMERICA MERRILL LYNCH LG LO SERIES 0.00% US05526QAN60 2015-200P CL F VAR 04-14-2033 PVTPL SMB PRIVATE ED LN TR SER 20-A CL 2A2 2.23% 0.00% US78449UAB44 09-15-2037 BEO CAIRN CLO III B.V. FRN CLO 20/10/2028 EUR 'A' 0.00% XS1692485326 AMERICAN INTERNATIONAL GROUP 0.00% US0268747849

Page 51 of 180 all MF.xlsm FUJITSU JPY 0.00% JP3818000006 BRITISH TELECOM 0.5% GTD SNR 12/09/2025 EUR 0.00% XS2051494222 UNITED STATES TREAS BILLS 10-29-2020 TBILL 0.00% US9127962T52 MEDIPAL HOLDINGS CORP COMMON STOCK 0.00% JP3268950007

FORD MTR CR CO LLC FIXED 3.35% DUE 11-01-2022 0.00% US345397ZU05

CAPITALAND MALL TRUST REIT 0.00% SG1M51904654 PETROLEOS MEXICANO 2.5% GTD SNR 21/08/2021 0.00% XS1568875444 EUR TOPPAN PRINTING CO LTD COMMON STOCK 0.00% JP3629000005 HEWLETT PACKARD CO 0.00% US40434L1052 PALO ALTO NETWORKS INC 0.00% US6974351057

ITOCHU TECHNO SOLUTIONS CORP COMMON STOCK 0.00% JP3143900003

PVTPL FREDDIE MAC STACR SER 20-DNA2 CL B1 FLTG 0.00% US35565KBD90 02-25-2050 ST. PAULS C III D. FRN CLO 01/2032 EUR 'B1-R' 0.00% XS1758464330 PVTPL GS MORTGAGE SECURITIES TRUST SER 2017- 0.00% US36253XAS45 500K CL G FLT 07-15-2032 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 YAMADA HOLDINGS CO LTD COMMON STOCK 0.00% JP3939000000 CDW LLC / CDW FIN 5.5% DUE 12-01-2024 0.00% US12513GBA67 COLRUYT SA COMMON STOCK 0.00% BE0974256852 SUN LIFE FINANCIAL INC 0.00% CA8667961053 RESMED INC 0.00% US7611521078 ING GROEP NV EUR0 0.00% NL0011821202 FHLMC MULTICLASS SER 20-HQA1 CLS M2 01-25- 0.00% US35565JAH41 2050 MONDI PLC 0.00% GB00B1CRLC47 AGUAS ANDINAS S.A. 0.00% CL0000000035 KONINKLIJKE DSM NV 0.00% NL0000009827 FNMA NT CL 2B-1 144A 01-25-2040 0.00% US20754WAC91 SWEDEN(KINGDOM OF) 1.5% SNR 13/11/2023 0.00% SE0004869071 SEK5000

COSMOS PHARMACEUTICAL CORP COMMON STOCK 0.00% JP3298400007

MIZUHO FINL GP NPV TEMP 0.00% DU06591014D6 TOKIO MARINE HOLDINGS 0.00% JP3910660004 FIAT CHRYSLER AUTO 4.5% SNR EMTN 07/07/28 0.00% XS2199351375 EUR AGNICO EAGLE MINES 0.00% CA0084741085 JAPAN POST INSURANCE CO LTD COMMON STOCK 0.00% JP3233250004 PVTPL BDS 2019-FL3 LTD/BDS 2019-FL3 LLC SER 19-FL3 0.00% US05492EAJ29 CLS D VAR RT 12-15-2035 SWEDEN(KINGDOM OF) 3.5% SNR 30/03/2039 0.00% SE0002829192 SEK5000 MCCORMICK CO-NON VTG SHRS 0.00% US5797802064 ASTELLAS PHARMA NPV 0.00% JP3942400007 PVTPL INDONESIA ASAHAN ALUMINI SR NT 144A 0.00% US74445PAE25 4.75% DUE 05-15-2025/04-15-2025 BEO MARVELL TECHNOLOGY GROUP LTD 0.00% BMG5876H1051

SBA COMMUNICATIONS FIXED 4% DUE 10-01-2022 0.00% US78410GAB05

RINNAI CORP COMMON STOCK 0.00% JP3977400005 1011778 B.C UNLTD LIAB CO TERM LOAN B4 DUE 11- 0.00% XAC6901LAH06 19-2026

DOMINICAN REPUBLIC 6.6% BDS DUE 28/01/2024 0.00% USP3579EAT49

CAPGEMINI SA 0.00% FR0000125338 ISLANDSBANKI HF. 1.125%-FRN SNR 19/01/24EUR 0.00% XS1755108344 VERISK ANALYTICS I COM USD0.001 CLASS A 0.00% US92345Y1064 NGK SPARK PLUG CO JPY 0.00% JP3738600000

Page 52 of 180 all MF.xlsm FHLMC MULTICLASS SR 18-HRP2 CL B2 FLTG 144A 02- 0.00% US35564ACC36 25-2047 UK(GOVT OF) 8% SNR 07/06/2021 GBP1000 0.00% GB0009997999 CONSTELLATION SOFTWARE COM 0.00% CA21037X1006 PVTPL ASB BK LTD SR MEDIUM TERM NTS BOOK 3.75% 0.00% US00216LAA17 06-14-2023 BEO CREDIT SUISSE GROUP CHF3.00 0.00% CH0012138530 VENTAS REALTY LP 3.5% DUE 02-01-2025 0.00% US92277GAE70 BARCLAYS BANK PLC 3.375%-FRN SNR 02/04/25 0.00% XS2150054026 EUR EDISON INTERNATIONAL 0.00% US2810201077 FORD MOTOR COMPANY 0.00% US3453708600 FORTIS INC 0.00% CA3495531079 TRANSDIGM GROUP INC 0.00% US8936411003 KRAFT HEINZ CO COM USD0.01 0.00% US5007541064 BARCLAYS PLC 0.00% GB0031348658

DENMARK(KINGDOM) 0.5% SNR SEC 15/11/2029DKK 0.00% DK0009923807

TRANE TECHNOLOGIES PLC 0.00% IE00BK9ZQ967 CENTRAL JAPAN RAILWAY CO 0.00% JP3566800003 RIYAD SUKUK LTD 3.174%-FRN SUK 25/02/30 USD 0.00% XS2120069047 SKYWORKS SOLUTIONS INC 0.00% US83088M1027

REP OF GUATEMALA 5.7500.% 06/06/2022 0.00% USP5015VAD84

CBOE S&P 500 INDEX PUT OPTION W/STK $3300.00 0.00% PER SHARE 19-MAR-2021

DH EUROPE FINANCE FIXED .45% DUE 03-18-2028 0.00% XS2050404800

SEATTLE GENETICS INC 0.00% US8125781026

MICROCHIP TECHNOLOGY INCORPORATED COM US 0.00% US5950171042

IA FINANCIAL CORP INC COMMON STOCK 0.00% CA45075E1043 CR SUISSE GROUP 3.8% DUE 09-15-2022 0.00% US225433AH43 NEWCREST MINING LIMITED 0.00% AU000000NCM7 DISCOVERY INC COM USD 0.01 SER A 0.00% US25470F1049 MITSUBISHI ELECTRIC 0.00% JP3902400005 EAST JAPAN RAILWAY JPY 0.00% JP3783600004 Income Due - CAD 0.00% OVERSEA-CHINESE BANKING CORP 0.00% SG1S04926220 CARMAX AUTO OWNER SR 19-3 CL C 2.6% 06-16- 0.00% US14315PAG00 2025 FERRARI NV COM EUR 0.01 0.00% NL0011585146 CPUK FINANCE LTD 4.25% SNR SEC 28/02/47 GBP 0.00% XS1622391552 RESTAURANT BRNDS ICOM NPV 0.00% CA76131D1033 AMADEUS IT HLDGS 0.00% ES0109067019

ROMANIA(REP OF) 2% SNR MTN 28/01/32 EUR1000 0.00% XS2109812508

ENTERGY CORP NEW 0.00% US29364G1031 SHISEIDO COMPANY LIMITED JPY50 0.00% JP3351600006 SUNCORP METWAY LTD 2.8% DUE 05-04-2022 0.00% US8672EMAG91 WILLIS TOWERS WATS COM USD0.000304635 0.00% IE00BDB6Q211 VB-S1 ISSUER LLC 3.031% DUE 06-15-2050 0.00% US91823AAN19 PVTPL MAGNETITE SER 14-8A CL AR2 FLTG 04-15- 0.00% US55952YAP25 2031 PVTPL CMO MOTEL 6 TR 2017-MTL6 COML MTG 0.00% US61975FAL31 PASSTHRU CTF CL D FLTG RT 08-15-2034 PVTPL LOANCORE 2018-CRE1 ISSUER LTD SR 18-CRE1 0.00% US53946MAA53 CL A FLTG 05-15-2028 PVTPL ABBVIE INC 3.45% 03-15-2022 0.00% US00287YCF43 PVTPL PENSKE TRUCK LEASING CO L P / PTL 3.375% 02- 0.00% US709599AS35 01-2022 T MOBILE USA INC 6% GTD SNR 15/04/2024 USD 0.00% US87264AAQ85 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

Page 53 of 180 all MF.xlsm PVTPL ANGLO AMERN CAP PLC SR 4.125% DUE 0.00% US034863AM25 04-15-2021 BEO 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 0.00% US05492QAL05 CLS E VAR RT 02-16-2037 FREEPORT MCMORAN INC 0.00% US35671D8570 MMAF EQUIP FIN LLC 2020-A ASSET BACKED NT CL A-5 0.00% US60700MAE84 144A 1.56% 10-09-2042 DASSAULT SYSTEMES SA 0.00% FR0000130650 Swedish krona 0.00% MMAF EQUIP FIN LLC 2020-A ASSET BACKED NT CL A-4 0.00% US60700MAD02 144A 1.4% 08-09-2030 CLOROX CO DEL 0.00% US1890541097 WESTLAKE 2.76% DUE 01-15-2026 0.00% US96042PAF99 FLEETCOR TECHNOLOGIES INC 0.00% US3390411052 TOYOTA AUTO LN 1.35% DUE 05-25-2033 0.00% US89237JAA43 LEGRAND SA 0.00% FR0010307819 AUTOZONE INC 0.00% US0533321024

SEMPRA ENERGY MANDATORY PFD CONV SER B 6.75% 0.00% US8168515059

PVTPL ITAU UNIBANCO HLDG S A 3.25% DUE 01- 0.00% US46556JAB52 24-2025 DOMINION ENERGY INC JR SUB NT SER A-1 STEP UP 0.00% US25746UDA43 08-15-2021 ITAU UNIBANCO HLDG 2.9% DUE 01-24-2023 0.00% US46556JAA79 APTIV PLC COM USD001 0.00% JE00B783TY65 BANCO BICAYA ARGENTARIA SA 0.00% ES0113211835 ALIGN TECHNOLOGY INC 0.00% US0162551016 ANSYS INC 0.00% US03662Q1058 VIVENDI SA 0.00% FR0000127771 KONE CORPORATION NEW 0.00% FI0009013403 MCKESSON CORP 0.00% US58155Q1031 RWE AG 0.00% DE0007037129 TRADE DESK INC 0.00% US88339J1051 ALEXION PHARMACEUTICALS INC 0.00% US0153511094 CARRIER GLOBAL COR COM USD0.01 WI 0.00% US14448C1045 ALFRESA HOLDINGS CORP COMMON STOCK 0.00% JP3126340003 PVTPL NUTRITION & BIOSCIENCES INC 1.832%DUE 10- 0.00% US67079BAC46 15-2027 LOGICOR FINANCING 1.625% GTD SNR 15/07/27 0.00% XS2027364327 EUR ING GROEP N V 4.1% DUE 10-02-2023 0.00% US456837AK90 BUNZL PLC COMMON STOCK GBP.3214286 0.00% GB00B0744B38 PVTPL FREDDIE MAC SR 20-HQA4 CL M2 FLTG 09-25- 0.00% US35565RAH66 2050 PVTPL NAVIENT PVT ED REFI LN TR 2020-G SER 20-GA 0.00% US63941UAA16 CL A 1.17% DUE 09-16-2069 BEO OCCIDENTAL PETE 8.5% DUE 07-15-2027 0.00% US674599DZ54 UPJOHN FINANCE B.V 1.023% 23/06/2024 0.00% XS2193969370 E.ON SE 0.00% DE000ENAG999 ROCKWELL AUTOMATION INC 0.00% US7739031091 NUTRITION & 1.23% DUE 10-01-2025 0.00% US67079BAB62 SNAP INC 0.00% US83304A1060 M3 INC NPV 0.00% JP3435750009 BANIJAY ENTERTA 3.5% 01/03/2025 3.5% 0.00% XS2112340679 01/03/2025 PVTPL CMO CHC COML MTG TR FLTG RT SER 2019-CHC 0.00% US162665AN31 CL E 06-15-2034 BEO PVTPL MAGNETITE CLO LTD SR 12-7A CL A1R2FLTG 01- 0.00% US55951PBA49 15-2028 EL CORTE INGLES 3.625% 15/03/2024 0.00% XS2239813301 PVTPL GRAND AVE CRE 2SER 19-FL1 CL AS FLTG 144A 0.00% US38521VAC54 06-15-2037 BEO RINGCENTRAL INC 0.00% US76680R2067 BAYERISCHE MOTOREN WERKE PRF PREFERENCE 0.00% DE0005190037

Page 54 of 180 all MF.xlsm BECTON DICKINSON EUR .632% 06-04-2023 0.00% XS2002532567

KEYERA CORP COM 0.00% CA4932711001 PVTPL CMO BX COML MTG TR 2020-BXLP SER 20-BXLP 0.00% US05607QAX60 CL F FRN 12-15-2029 BEO CMO SEQUOIA MTG TR 2007-1 MTG PASS THRU CTF CL 0.00% US81744HAD52 2-A1 DUE 02-20-2047 REG SWIRE PROPERTIES LTD COMMON STOCK 0.00% HK0000063609 HOUSING DEVEL FIN 8.22% CURR/LKD 28/03/22 0.00% XS1969695789 INR REYNOLDS GROUP HOLDINGS INC. TERM LOAN DUE 02- 0.00% US76173FAW77 05-2026 BEO CLARINDA PARK CLO FRN CLO 11/2029 EUR 'C' 0.00% XS1983856110 BANQUE CANTONALE VAUDOIS REG COMMON STOCK 0.00% CH0531751755 CHF10.0 MOTOROLA SOLUTIONS INC 0.00% US6200763075 PVTPL FREDDIE MAC STACR TR SER 2018-DNA3 NT CL 0.00% US35563WAH79 M-2 VAR RATE 09-25-2048 PVTPL ARBOR REALTY COLLATERALIZED LOAN FLTG RT 0.00% US03879YAE77 SER 19-FL1 CL B 05-15-2037 BEO CORTEVA INC 0.00% US22052L1044 LENNAR CORPORATION CLASS A 0.00% US5260571048 PVTPL CMO WELLS FARGO COMMERCIAL MRTGE 0.00% US95001CAA09 TRUST SER 2017-SMP CL A FRNS 12-15-22 VEDANTA HLDGS 13.0% 21/08/2023 0.00% USV9666XAA73 TEVA 2.8% DUE 07-21-2023 0.00% US88167AAD37 UNICREDIT SPA 0.00% IT0005239360 SEVEN & I HOLDINGS CO LTD 0.00% JP3422950000 NORDEA BANK ABP 0.00% FI4000297767 LINDT & SPRUENGLI AG-REG 0.00% CH0010570759 ASHTEAD GROUP PLC 0.00% GB0000536739 US TREAS NTS DTD 02-28-2019 2.5% DUE 02-28-2021 0.00% US9128286D73 REG CANADA(GOVT OF) 2.25% BDS 01/06/2029 CAD 0.00% CA135087J397 LAFARGEHOLCIM LTD 0.00% CH0012214059 CENTENE CORP DEL 3.375% DUE 02-15-2030/05- 0.00% US15135BAV36 06-2020 REG 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

KERRY GROUP PLC-A 0.00% IE0004906560 SMITH & NEPHEW PLC 0.00% GB0009223206 PVTPL CMO CHT 2017-COSMO MTG TR COML MTG 0.00% US12546DAL10 PASSTHRU CTF CL D 144A 11-15-2034 CMO PVPTL BBCMS SER 2018-TALL CL B FLTG 144A 0.00% US05548WAC10 DUE 03-15-2037 PVTPL SIRIUS XM RADIO INC SR NT 144A 3.875% DUE 0.00% US82967NAY40 08-01-2022/08-01-2020 BEO BEIERSDORF AG 0.00% DE0005200000 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

CANON INC 0.00% JP3242800005 Canadian dollar 0.00% BANCO 3.25% DUE 10-04-2026 0.00% US05968DAC48 COMPAGNIE DE SAINT-GOBAIN 0.00% FR0000125007 CK HUTCHISON HOLDINGS LTD 0.00% KYG217651051

CANADA(GOVT OF) 2.75% SNR 01/12/64 CAD1000 0.00% CA135087C939

TERUMO CORP 0.00% JP3546800008 PVTPL UPJOHN INC BDS 2.3% DUE 06-22-2027 0.00% US91533BAC46 BEO FORTESCUE METALS GROUP LTD 0.00% AU000000FMG4 FUT DEC 20 CBT UL T-BONDS 0.00% DTE ENERGY CO USD 0.00% US2333311072

Page 55 of 180 all MF.xlsm EUROPEAN BANK FOR REC & DEV 1.625% 09-27- 0.00% US29874QAY08 2024 CORNING INC 0.00% US2193501051 PELOTON INTERACTIVE INC 0.00% US70614W1009 GRAINGER W W INC 0.00% US3848021040

PVTPL T-MOBILE USA INC 3.5% DUE 04-15-2025 0.00% US87264ABA25

THE HERSHEY COMPANY 0.00% US4278661081 WOLTERS KLUWER 0.00% NL0000395903 ASSA ABLOY AB 0.00% SE0007100581 METTLER TOLEDO INTL 0.00% US5926881054 MERITAGE HOMES 7% DUE 04-01-2022 0.00% US59001AAQ58 NZDBBR365 IRS BNZ NZD 030921 PFLT 3ZBSW RFXD 0.00% DUNZDBBR3656 0.925 STATE STREET CORP USD 0.00% US8574771031 BAYERISCHE MOTOREN WERKE AG 0.00% DE0005190003 SCSK CORP COMMON STOCK 0.00% JP3400400002 PVTPL ALBERTSONS COS INC/SAFEWAY INC/NEWA 0.00% US013092AF88 3.25% DUE 03-15-2026/08-31-2020 BEO SABINE PASS 5.75% DUE 05-15-2024 0.00% US785592AJ58

FNMA DUE SER-18-C06 CL-2B1 FLTG 03-25-2031 REG 0.00% US30711X5V23

FUT DEC 20 OSE 10Y JGB 0.00% AMETEK INC 0.00% US0311001004 PVTPL ANZ NEW ZEALAND INTL LTD FIXED 3.4% 03-19- 0.00% US00182EBK47 2024 REG MARKETAXESS HLDGS COM 0.00% US57060D1081 NATIONAL FUEL GAS CO 5.5% DUE 01-15-2026/06- 0.00% US636180BQ36 03-2020 REG ALLIANT ENERGY FIN 3.75% DUE 06-15-2023 0.00% US01882YAA47

DOMINICAN REPUBLIC 5.875% BDS 18/04/24 TBOND 0.00% USP3579EAS65

HOLOGIC INC 0.00% US4364401012 AKZO NOBEL NV EUR0.50 0.00% NL0013267909 FACTSET RESEARCH SYSTEMS INC COMMON STOCK 0.00% US3030751057 USD.01 CASIO COMPUTER CO LTD COMMON STOCK 0.00% JP3209000003 KRAFT HEINZ FOODS 3.875% DUE 05-15-2027 0.00% US50077LBA35 OCCIDENTAL PETE 3.4% DUE 04-15-2026 0.00% US674599CH65 HULIC CO LTD COMMON STOCK 0.00% JP3360800001 KEYSIGHT TECHNOLOGCOM USD 0.00% US49338L1035 AERCAP IRE CAP DAC 3.5% GTD SNR 26/05/2022 0.00% US00774MAA36 USD TAKE TWO INTERACTIVE SOFTWARE INC 0.00% US8740541094 KEURIG DR PEPPER INC 0.00% US49271V1008 TELENOR ASA 0.00% NO0010063308 PAC GAS & ELEC CO 3.5% DUE 08-01-2050 0.00% US694308JJ74 CONAGRA BRANDS INC 0.00% US2058871029

ECUADOR(REP OF) 0.5%-VAR SNR 31/07/35 USD1 0.00% XS2214238441

GEOPARK CHILE LTD 5.5% 17/01/2027 0.00% USG38327AB13 CHURCH & DWIGHT CO 0.00% US1713401024 MICHELIN B (CGDE)-B 0.00% FR0000121261 TREND MICRO INC COMMON STOCK 0.00% JP3637300009 MAPLETREE COMMERCIAL TRUST REIT 0.00% SG2D18969584 PROXIMUS COMMON STOCK 0.00% BE0003810273 EISAI CO LTD JPY 0.00% JP3160400002 COUPA SOFTWARE INC 0.00% US22266L1061 AVIVA PLC 0.00% GB0002162385

MUFG UNION BANK NA 3.15% 04-01-2022 0.00% US90520EAH45

DOLLAR TREE INC 0.00% US2567461080 COPART INC 0.00% US2172041061 ALNYLAM PHARMACEUTICALS INC 0.00% US02043Q1076 CASSA DEPO. PREST. 2.125% SNR 21/03/2026EUR 0.00% IT0005366460

Page 56 of 180 all MF.xlsm I/OCANTOR COMMERCIAL REAL ESTATE LENDING SER 0.00% US12529MAG33 2019-CF1 CL XA FLTG 05-15-52 PPL CORPORATION 0.00% US69351T1060 ILIAD SA COMMON STOCK 0.00% FR0004035913 CERNER CORP COM USD0.01 0.00% US1567821046 OLYMPUS CORP 0.00% JP3201200007 STMICROELECTRONICS NV 0.00% NL0000226223 PVTPL PROGRESS RESIDENTIAL 2019-SFR2 TR SER 2019- 0.00% US74333NAG79 SFR2 3.794% 05-17-2036 ALTICE FRANCE HLDG S.A. 4.0% 15/02/2028 0.00% XS2138140798 SWISS RE AG 0.00% CH0126881561 PVTPL FREDDIE MAC STACR SER 19-FTR2 CL M1 FLTG 0.00% US35564WAA18 11-25-2048 VERISIGN INC 0.00% US92343E1029 INCYTE CORP 0.00% US45337C1027 WEST PHARMACEUTICAL SERVICES 0.00% US9553061055 CME_IRS MSNYUS33 23/10/2024 CAD P 3MCDOR / R 0.00% 1.851% 2104868801

TELEFONICA DEUTSCHLAND HOLDI COMMON STOCK 0.00% DE000A1J5RX9

FIRST REPUBLIC BANK 0.00% US33616C1009 PTC INC 3.625% DUE 02-15-2025 0.00% US69370CAB63 LYONDELLBASELL INDUSTRIES 0.00% NL0009434992 PROLOGIS INTL FDG2 1.625% GTD SNR 17/06/32 0.00% XS2187529180 EUR TYSON FOODS INC CLASS A 0.00% US9024941034 FHLMC MULTICLASS FR CMO 26/03/2029 USD'B' 0.00% US3137G0LF41 9.52428 03-25-2029 HENNES & MAURITZ 0.00% SE0000106270 CI FINANCIAL CORP COMMON STOCK 0.00% CA1254911003 TELEFLEX INC 0.00% US8793691069

PVTPL LMREC 2019-CRE3 LLC CL A VAR RT 12-22-2035 0.00% US50209TAA88

ROKU INC 0.00% US77543R1023 NOKIA OYJ 0.00% FI0009000681 GMR HYDERABAD INTL 4.25% SNR SEC 27/10/27 0.00% USY3004WAA00 USD PVTPL TELEFLEX INC SR NT 144A 4.25% DUE 06-01- 0.00% US879369AG12 2028/05-27-2020 BEO INTL MASTER FWD COLL RECEIVABLE FROM:STATE 0.00% STREET BOSTON REALTY INCOME CORPORATION 0.00% US7561091049 SRI LANKA(REPUBLIC 6.25% SNR 04/10/2020 USD 0.00% USY2029SAF12 PVTPL TRTX 2018-FL2 ISSUER LTD/TRTX 2018-FL2 SR 0.00% US87275QAA58 SECD NT CL A FLTG 11-15-2037 PVTPL AKER BP ASA 2.875% DUE 01-15-2026/09- 0.00% US00973RAG83 30-2020 BEO KOMATSU LTD JPY 0.00% JP3304200003 PVTPL SYMPHONY CLO LTD FLTG RT SER 16-17X CL AR 0.00% USG8650YAG91 04-15-2028 PVTPL CMO GS MTG SECS CORP SER 2017-500K CL F 0.00% US36253XAQ88 FLTG RT 07-15-2032

FORD MTR CR CO LLC FIXED 3.087% DUE 01-09-2023 0.00% US345397A290

FRESENIUS SE CO KGAA 0.00% DE0005785604 CYPRUS(REP OF) 2.375% SNR 25/09/2028 EUR 0.00% XS1883942648 BANKIA S.A. 6.375%-FRN PERP EUR200000 0.00% XS1880365975 PVTPL BLUEMOUNTAIN CLO 2015-2 LTD SER-15-2A CL- 0.00% US09628BAL27 A1R VAR 07-18-2027 BEO PVTPL LOANCORE 2019-CRE2 ISSUER LTD NT CL A-S 0.00% US53946JAC80 VAR RT DUE 05-09-2036 JAGUAR HLDG CO II 5% DUE 06-15-2028 0.00% US47010LAA08 DOLLAR TREE INC 3.7% DUE 05-15-2023 0.00% US256746AF59 LENNAR CORP 4.5% DUE 04-30-2024 0.00% US526057BZ61 HENKEL AG & CO KGAA NON VTG PREF 0.00% DE0006048432

Page 57 of 180 all MF.xlsm MODERNA INC 0.00% US60770K1079

VENTAS RLTY LTD PARTNERSHIP 3.5% 04-15-2024 0.00% US92277GAP28

AMERIPRISE FINANCIAL INC 0.00% US03076C1062 GROUPE BRUXELLES LAM BEF 0.00% BE0003797140 STANDARD CHARTERED 0.00% GB0004082847

MIZRAHI TEFAHOT BANK LTD COMMON STOCK ILS.1 0.00% IL0006954379

PCCW LTD COMMON STOCK 0.00% HK0008011667 SYSCO CORP 5.65% DUE 04-01-2025 0.00% US871829BP11 MITSUBISHI UFJ FIN 0.978% SNR MTN 09/06/24 0.00% XS2132337697 EUR DNB ASA 0.00% NO0010031479 XYLEM INC COM USD0.01 0.00% US98419M1009 CHARTER COMMUNICATIONS OPERATING LLC (AKA 0.00% US16117LBW81 CCO SAFARI LLC) TERM LOAN 04-30-2025 SINGAPORE TECH ENGINEERING COMMON STOCK 0.00% SG1F60858221 PVTPL EXANTAS CAPITAL CORP SER 2019-RS07 CL AS 0.00% US30069LAC28 STEP 04-15-2036 GENMAB AS 0.00% DK0010272202 FUTURES MARGIN-HKD 0.00% KION GROUP AG 1.625% SNR 24/09/2025 EUR 0.00% XS2232027727 CITY DEVELOPMENTS LTD COMMON STOCK 0.00% SG1R89002252 PVTPL CONNECTICUT AVE SECS TR FLTG RT SER 19-R03 0.00% US20753MAE84 CL 1B1 09-25-2031 BEO CROWDSTRIKE HOLDINGS INC 0.00% US22788C1053 ASSICURAZIONI GENERALI SPA 0.00% IT0000062072 HCA INC 5.875 DUE 05-01-2023 0.00% US404121AG00 BBVA(BILB-VIZ-ARG) 6%-FR PERP 0.00% ES0813211010 EUR200000'8'REGS FHLMC MULTICLASS 144A FLTG RT SER 19-HQA2 CL 0.00% US35564MBD65 B1 04-25-2049 BEACON ROOFING SUPPLY INC TERM LOAN 01-02- 0.00% US07368RAD35 2025 BEO DIGITAL DUTCH FINC 0.625% GTD SNR 15/07/25 0.00% XS2100663579 EUR VULCAN MATERIALS CO 0.00% US9291601097 CGI INC 0.00% CA12532H1047 PVTPL NISSAN MTR ACCEP CORP NT CL F 3.15% 03- 0.00% US654740BF50 15-2021 PVTPL CONNECTICUT AVE SECS TR FLTG SER 2020-R02 0.00% US20754WAA36 CLS 2M1 DUE 01-25-2040 BEO KLEPIERRE REIT EUR1.4 0.00% FR0000121964 LABORATORY CORPORATION OF AMERICA HOLDIN 0.00% US50540R4092 KIRKLAND LAKE GOLD LTD 0.00% CA49741E1007 HORMEL FOODS CORPORATION 0.00% US4404521001 TRACTOR SUPPLY COMPANY 0.00% US8923561067 EPIROC AB SER A NPV 0.00% SE0011166933 DEUTSCHE BANK AG (REG) 0.00% DE0005140008 TELADOC HEALTH INC 0.00% US87918A1051 PVTPL CMO MOTEL 6 TR 2017-MTL6 COML MTG 0.00% US61975FAG46 PASSTHRU CTF CL B FLTG RT 08-15-2034 WAYFAIR INC 0.00% US94419L1017 3I GROUP PLC 0.00% GB00B1YW4409 YARA INTERNATIONAL ASA 0.00% NO0010208051 TELEPERFORMANCE 0.00% FR0000051807 CCO HLDGS LLC / 4% DUE 03-01-2023 0.00% US1248EPBZ52 CREDIT AGRICOLE SA 0.00% FR0000045072 GRIFOLS SA 1.625% 15/02/2025 0.00% XS2076836555 PVTPL CMO PALISADES CTR TR 2016-PLSD CTFCL B 0.00% US69640GAG01 144A 3.356521% DUE 04-13-2033 BEO TELECOM ITALIA RSP COMMON STOCK 0.00% IT0003497176 KINGDOM OF MOROCCO BDS 144A 2.0% 0.00% XS2239829646 30/09/2030 TELEFONICA DE ESPA SPPT50 0.00% ES0178430E18

Page 58 of 180 all MF.xlsm AMEREN CORP 0.00% US0236081024 CELLNEX TELECOM SA 0.00% ES0105066007 KBC GROUP NV 0.00% BE0003565737 LAWSON INC COMMON STOCK 0.00% JP3982100004 COLES GROUP LTD 0.00% AU0000030678 SINGAPORE TELECOMMUNICATIONS 0.00% SG1T75931496 CDS GSILGB2X 06/20/2025 BUY REPUBLIC OF SOUTH 0.00% AFRI 3259676326 TEREGA SAS 0.625% SNR 27/02/2028 EUR 0.00% FR0013486834 WORLD OMNI AUTO RECEIVABLES TR SER 18-D CL C 0.00% US98162WAG24 3.87% 08-15-2025 ENERGIAS DE PORTUGAL SA 0.00% PTEDP0AM0009 MASTERCARD INC FIXED 3.3% DUE 03-26-2027 0.00% US57636QAR56

SWATCH GROUP AG/THE REG COMMON STOCK CHF.45 0.00% CH0012255144

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Page 60 of 180 all MF.xlsm PVTPL CARS-DB4 LP/CARS-DB5 L P/CARS-DB6 L SER 20- 0.00% US12510HAD26 1A CLS A4 3.19% 02-15-2050 TENCENT HLDGS LTD 1.81% DUE 01-26-2026 0.00% US88032XAT19 EGYPT(ARAB REP OF 5.25% SNR 06/10/2025 USD 0.00% XS2241075014 WELLS FARGO & CO FLTG RT 1.654% DUE 06-02- 0.00% US95000U2R36 2024 CARS-DB4 LP / 4.95% DUE 02-15-2050 0.00% US12510HAJ95 SODEXO 0.00% FR0000121220

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Page 62 of 180 all MF.xlsm OWL ROCK CAP CORP 4.0% DUE 03-30-2025 0.00% US69121KAB08

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Page 75 of 180 all MF.xlsm KAKAKU.COM INC 0.00% JP3206000006 POWER ASSETS HOLDINGS LIMITED 0.00% HK0006000050 TMX GROUP LTD COM NPV 0.00% CA87262K1057 YAMADA DENKI CO 0.00% JP3939000000 AMP LIMITED 0.00% AU000000AMP6 MITSUBISHI UFJ LEASE & FINANCE 0.00% JP3499800005 HINO MOTORS LTD 0.00% JP3792600003 CNP ASSURANCES 0.00% FR0000120222 KERRY PROPERTIES LTD 0.00% BMG524401079 FIRST CAP REAL EST UNIT 0.00% CA31890B1031 Turkish lira 0.00% 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 CDK GLOBAL HOLDGINGS LLC 0.00% US12508E1010 CALL FXO CSFBUS33 02/01/2021 USD/ZAR 19.25 0.00% European 3359453340 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 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 NIPPON SANSO HOLDINGS CORP 0.00% JP3711600001 MAZDA MOTOR CORP Y50 0.00% JP3868400007 FRAPORT AG 0.00% DE0005773303 WISETECH GLOBAL LIMITED ORDINARY FULLY PAID 0.00% AU000000WTC3 DEFERRED SETTLEM BROWN BROWN INC 0.00% US1152361010 ICADE 0.00% FR0000035081 TELECOM ITALIA 0.00% IT0003497176 MICROPORT SCIENTIFIC CORP 0.00% KYG608371046 JUNIPER NETWORK INC 0.00% US48203R1041 ILIAD SA 0.00% FR0004035913 LCH_IRS GOLDUS33 30/08/2022 CAD P 3MCDOR / R 0.00% 1.558% SLI2T9PR LCH_IRS GOLDUS33 30/08/2022 CAD P 3MCDOR / R 0.00% 1.554% SLI2T9O9 CK INFRASTRUCTURE 0.00% BMG2178K1009 AGC INC 0.00% JP3112000009 NIPPON EXPRESS CO LTD JPY 0.00% JP3729400006 CIMIC GROUP LIMITED ORDINARY FULLY PAID 0.00% AU000000CIM7 MAPFRE SA 0.00% ES0124244E34 TOSOH CORPORATION 0.00% JP3595200001 NATIXIS 0.00% FR0000120685 PARK24 CO LTD 0.00% JP3780100008 CENTENE CORP DEL 4.75% DUE 05-15-2022 0.00% US15135BAD38 CITIGROUP INC NEW 2.312% DUE 11-04-2022 0.00% US17308CC463 SUMISHO COMPUTER SYSTEMS CORPORATION 0.00% JP3400400002 BLACKBERRY LTD NPV 0.00% CA09228F1036 Payable/Receivable CAD 0.00% BANKINTER SA 0.00% ES0113679I37 ORACLE CORPORATION JAPAN 0.00% JP3689500001

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BEST WORLD INTERNATIONAL LTD COMMON STOCK 0.00% SG1DG3000004

CDS BARCGB22 06/20/2022 SELL VERIZON 0.00% COMMUNICATIONS 3228653601 OTC DERIVATIVE CASH COLLATERAL PAYABLE TO 0.00% BARCLAYS BANK PLC ICE_IRS MSNYUS33 07/07/2025 HKD P 3MHIBOR / R 0.00% 0.805% TC13H2PX5 SEIBU HOLDINGS INC 0.00% JP3417200007 CDS BOFAUS3N 06/20/2025 BUY DELL INC 7.1% 0.00% 04/15/20 3357570059 MITSUBISHI GAS CHEMICAL CO 0.00% JP3896800004 SEK BNP PARIBAS A/C 0.00% NOK BNP PARIBAS A/C 0.00% PACIFIC CENTURY PREMIUM DEVE COMMON STOCK 0.00% BMG6844T1229 HKD.5 ICE_CDX MSNYUS33 06/20/2025 SELL CDX.NA.IG.34 0.00% 3212462331 CALL SWO_CDX CHASGB2L 21/10/2020 ITRAXX 0.00% EUROPE CROSSOVE 3293695864 Hungarian forint 0.00% CDS BOFAUS3N 06/20/2025 BUY DELL INC 7.1% 0.00% 04/15/20 3370706555 CDS BOFAUS3N 06/20/2025 BUY DELL INC 7.1% 0.00% 04/15/20 3357570016 CDS BOFAUS3N 06/20/2025 BUY DELL INC 7.1% 0.00% 04/15/20 3399493729 FUT PUT NOV 20 T-NOTE OPTION 1375 0.00% LCH_IRS MSNYUS33 03/07/2025 HKD P 3MHIBOR / R 0.00% 0.802% 3311794845 Thai baht 0.00%

Page 77 of 180 all MF.xlsm Income Due - GBP 0.00% FUT DEC 20 CBT ULT TNOTE 0.00% Outstanding Settlement Payments - JPY 0.00% CALL FXO CRLYGB2L 09/10/2020 NZD/USD 0.683 0.00% European OPWXD5LZCRLY CDS BARCGB22 06/20/2021 SELL AT&T INC 3.8% 0.00% 02/15/20 00206R8Q8 CDS BOFAUS3N 06/20/2025 BUY DELL INC 7.1% 0.00% 04/15/20 3399492859 CDS BOFAUS3N 06/20/2025 BUY DELL INC 7.1% 0.00% 04/15/20 3363880604 CDS BOFAUS3N 06/20/2025 BUY DELL INC 7.1% 0.00% 04/15/20 3359396664 CDS GSILGB2X 12/20/2020 SELL GENERAL ELECTRIC CO 0.00% 2. 3058410612 Income Due - HKD 0.00% ILS BNP PARIBAS A/C 0.00% FUT PUT OCT 20 CME MINIS&PW3 2500 0.00% CDS BARCGB22 12/20/2020 SELL GENERAL ELECTRIC 0.00% CO 2. 3058411464 Australian Dollar Custodial Account – MMF Australian 0.00% Direct Property Fund NEW ISRAELI SHEQEL 0.00% PUT FXO MIDLGB22 11/02/2020 USD/INR 72 European 0.00% 3410151379 LCH_IRS GOLDUS33 10/09/2023 CAD P 3MCDOR / R 0.00% 0.598% SLI4TL9R REDUCED INPUT TAX CREDIT (RITC) FE 0.00% CALL FXO BNPAFRPP 09/10/2020 NZD/USD 0.69 0.00% European OPWX7Y89BNPA CDS BARCUS33 12/20/2020 SELL GENERAL ELECTRIC 0.00% CO 2. 3059780331 CDS GSILGB2X 12/20/2020 SELL GENERAL ELECTRIC CO 0.00% 2. 3058212893 KENYAN SHILLING 0.00% Payable/Receivable NOK 0.00% FHLMC MULTICLASS FANNIE MAE SER 19-RO6 CLS 2M1 0.00% US20754JAA25 FLTG RT 09-25-2039 PVTPL FHLMC MULTICLASS FLTG RT SER 19-DNA1 CL 0.00% US35563KAA88 M1 01-25-2049 ISRACARD LTD COMMON STOCK 0.00% IL0011574030 FREDDIE MAC STACR TR 2019-HQA3 FLTG 09-25- 0.00% US35564XAA90 2049 FANNIE MAE SER 2017-C07 CL1M1 FLTG DUE 05-25- 0.00% US30711XUS16 2030 NZD TAKEON CASH ACCT 0.00% FHLMC MULTICLASS 144A FLTG RT SER 19-HAQ2 CL 0.00% US35564MAA36 M1 04-25-2049 OTC DERIVATIVE CASH COLLATERAL RECEIVABLE FROM 0.00% MLI FANNIE MAE CONN AVE SECS SER 18-C01 CL 1M1 FLTG 0.00% US30711XYS79 07-25-2030 NEW TAIWAN DOLLAR 0.00% SOUTH KOREAN WON 0.00% MEXICAN PESO (NEW) 0.00% MGM GROWTH PPTYS LLC DUE 03-21-2025 BEO 0.00% US55303KAC71 CLP BNP PARIBAS 0.00% Autoroutes Paris-Rhin-Rhône (“APRR”) 0.00% AQR Style Premia 0.00% Man 0.00% Taconic 0.00% Brevan Howard 0.00% GMO 0.00% H2O 0.00% IPM 0.00%

Page 78 of 180 all MF.xlsm Engadine 0.00% Greenvale 0.00% Tiger Eye 0.00% Elementum 0.00% Crabel 0.00% GSA 0.00% Anchorage CP 0.00% CQS 0.00% LMR 0.00% Makuria 0.00% Bridgewater 0.00% Pharo 0.00% Bloom Tree 0.00% Marshall Wace 0.00% Renaissance Technologies 0.00% Nephila 0.00% Millburn 0.00% Terminated Managers 0.00% Payable/Receivable INR 0.00% Westpac Business Interest Account 0.00% New Zealand Dollar Custodial Account – MITNZ Hedged 0.00% Overseas Shares Portfolio New Zealand Dollar Custodial Account – MITNZ 0.00% Overseas Shares Portfolio SSgA Passive FX overlay 139% (Hedged Overseas Shares 0.00% Portfolio) New Zealand Dollar Custodial Account – MITNZ Hedged 0.00% Overseas Shares Portfolio B New Zealand Dollar Custodial Account – MITNZ 0.00% Overseas Shares Portfolio B SSgA Passive FX overlay 139% (Hedged Overseas Shares 0.00% Portfolio B) New Zealand Dollar Custodial Account – Hedged 0.00% Composite Global Shares Portfolio New Zealand Dollar Custodial Account – MITNZ 0.00% Emerging Markets Portfolio New Zealand Dollar Custodial Account – MITNZ 0.00% Overseas Low Volatility Shares Portfolio New Zealand Dollar Custodial Account – MITNZ 0.00% Overseas Small Companies Portfolio SSgA Passive FX overlay (Hedged Composite Global 0.00% Shares Portfolio) New Zealand Dollar Custodial Account – MITNZ Global 0.00% Credit Portfolio Australian Dollar Custodial Account – MMF Global 0.00% Credit Fund Robeco Global Credit Fund 0.00%

NT Passive FX overlay 100% (Global Credit Portfolio) 0.00%

New Zealand Dollar Custodial Account – MITNZ Natural 0.00% Resources Portfolio New Zealand Dollar Custodial Account – MITNZ 0.00% Commodities Portfolio Australian Dollar Custodial Account – MIF Natural 0.00% Resources New Forests Australia NZ Forest Investment Fund 0.00% NT Passive FX overlay 139% (Natural Resources 0.00% Portfolio) New Zealand Dollar Custodial Account – MITNZ Mercer 0.00% Overseas Sovereign Bond Index Portfolio Australian Dollar Custodial Account – MMF Global 0.00% Sovereign Bond Fund - Passive Units NT Passive FX overlay 100% (ZMTSBI) 0.00% New Zealand Dollar Custodial Account – MITNZ 0.00% Overseas Fixed Interest Portfolio C

Page 79 of 180 all MF.xlsm New Zealand Dollar Custodial Account – MITNZ Liquid 0.00% Alternative Strategy Portfolio New Zealand Dollar Custodial Account – MITNZ Select 0.00% Alternative Strategy Portfolio New Zealand Dollar Custodial Account – MITNZ Trans 0.00% Tasman Shares Portfolio New Zealand Dollar Custodial Account – MITNZ 0.00% Overseas Shares Index Portfolio New Zealand Dollar Custodial Account – MITNZ Hedged 0.00% Overseas Shares Index Portfolio Hedged Overseas Shares Index NT Overlay 0.00% NT Reverse FX Overlay - Listed Infrastructure 0.00% NT Reverse FX overlay - Unlisted Property 0.00% NT Reverse FX Overlay - Listed Property 0.00% NT Reverse FX Overlay - Unlisted Infrastructure 0.00% FUT DEC 20 ME 10Y CDN BND 0.00% VODAFONE GROUP 0.1% MTN 28/11/2030 EUR 0.00% XS2002018500 RTE RESEAU DE 1.125% 08/07/2040 0.00% FR0013522703 E.ON SE 1% SNR 07/10/25 EUR1000'69' 0.00% XS2152899584

VOLKSWAGEN INTL 1.25% GTD SNR 23/09/32 EUR 0.00% XS2234567662

BPCE 0.625% GTD SNR 26/09/24 EUR 0.00% FR0013429073 AT&T INC 2.35% DUE 09-05-2029 BEO 0.00% XS1907120791 ALTICE FRANCE S.A 2.5% GTD 15/01/2025 EUR 0.00% XS2054539627

VERIZON COMMUNICATIONS 1.5% 09-19-2039 0.00% XS2052321093

COMPAGNIE DE 2.375% 04/10/2027 0.00% XS2150054372 DISCOVERY COMMUNICATIONS 1.9% 19/03/2027 0.00% XS1117298247 KONINKLIJKE KPN NV .875% 14/12/2032 0.00% XS2229470146 DEUTSCHE TELEKOM 1.375% 05/07/2034 0.00% XS2024716099 FWD CNTRT T0 BUY BTPS FWD 10-08-20 1.8 0.00% 99Z0GRIM1 101.567508 BARCGB33XXX FWD CNTRT T0 BUY BTPS 10-08-20 2.45 99Z0GRIH2 0.00% 112.07642 MSNYUS33

CROATIA(REP OF) 1.5% SNR 17/06/2031 EUR1000 0.00% XS2190201983

ALTICE FRANCE S.A 3.375% GTD 15/01/2028 EUR 0.00% XS2053846262 NOKIA OYJ 3.125% SNR 15/05/2028 EUR 0.00% XS2171872570 HUNGARY . 1.75% 05/06/2035 0.00% XS2181689659 BNP PARIBAS 1.125%-FRN 17/04/2029 EUR 0.00% FR0013508710 GOLDMAN SACHS GRP 1.25% SNR EMTN 01/05/25 0.00% XS1509006380 EUR

WELLS FARGO & CO 1.338%-FRN SNR 04/05/25EUR 0.00% XS2167007249

THERMO FISHER SCIENTIFIC INC .5% 03-01-2028 0.00% XS2058556536

AVIVA 3.875%-FRN LT2 03/07/44 EUR 0.00% XS1083986718 HEINEKEN NV 2.25% SNR EMTN 30/03/30 EUR 0.00% XS2147977636 WINTERSHALL DEA FI 1.332% GTD SNR 25/09/28 0.00% XS2054210252 EUR

VODAFONE GROUP 3%-FRN SUB 27/08/80 EUR1000 0.00% XS2225204010

CIE DE ST-GOBAIN 1.75% SNR MTN 03/04/23 EUR 0.00% XS2150053721 VERIZON COMMUNICATIONS .875% 03-19-2032 0.00% XS2052320954 RCI BANQUE 0.75% SNR EMTN 10/04/23 EUR 0.00% FR0013412699 DEUTSCHE TELEKOM I 1.375% GTD SNR 30/01/27 0.00% XS1557095616 EUR BOSTON SCIENTIFIC CORP .625% DUE 12-01-2027 0.00% XS2070192591 BEO MEDTRONIC GLOBAL FIXED 1% DUE 07-02-2031 0.00% XS2020670852 ENGIE 1.75% SNR EMTN 27/03/28 EUR 0.00% FR0013504677 EQUINIX INC 2.875% 01/10/2025 0.00% XS1679781424

VODAFONE GROUP 2.625%-FRN SUB 27/08/80 EUR 0.00% XS2225157424

ING GROEP N.V. 2.125%-FRN LT2 26/05/31 EUR 0.00% XS2176621170

Page 80 of 180 all MF.xlsm ENGIE 2.125% SNR 30/03/2032 EUR 0.00% FR0013504693 CR AGRICOLE 2.625% 29/01/2048 0.00% FR0013312154 FWD CNTRT T0 SELL BTPS FWD 10-08-20 3.5 0.00% 99Z0GRI74 123.286905 MSNYUS33 ORANGE 0.5% SNR EMTN 04/09/32 EUR 0.00% FR0013444684

DEUTSCHE TELEKOM 0.5% SNR 05/07/2027 EUR1000 0.00% XS2024715794

FWD CNTRT TO SELL BTPS FWD 10-08-20 5 99Z0GRI82 0.00% 156.260796 BARCGB33XXX TAKEDA 1.375% 09/07/2032 0.00% XS2197349645 E.ON SE MTN .25% 24/10/2026 0.00% XS2069380991 FWD CNTRT TO SELL BTPS FWD 10-08-20 5 99Z0GRIB5 0.00% 155.39195 BARCGB33XXX HEINEKEN NV 1% SNR EMTN 04/05/2026 EUR 0.00% XS1401174633 ORANGE 1.625% SNR 07/04/2032 EUR 0.00% FR0013506300 ABERTIS INFRAESTR 2.25% 2.25% 29/03/2029 0.00% XS2195092601 BQE FEDERATIVE DU 1.25% 03/06/2030 0.00% FR0013515749

GOLDMAN SACHS GROUP INC 2.0% 27/07/2023 0.00% XS1265805090

EQUINIX INC 2.875% SNR 01/02/26 EUR1000 0.00% XS1734328799

JPMORGAN CHASE &CO 0.625% SNR 25/01/2024EUR 0.00% XS1456422135

GOLDMAN SACHS GRP 3.375% SNR 27/03/2025 EUR 0.00% XS2149207354

DANSKE BANK A/S 0.5%-FRN 27/08/2025 EUR 0.00% XS2046595836 DH EUROPE FIN II S 1.35% 18/09/2039 0.00% XS2050406177 FID NATL FIXED 1.5% DUE 05-21-2027 0.00% XS1843436228 DANSKE BANK A/S 1.5%-FRN LT2 02/09/2030 EUR 0.00% XS2225893630

CREDIT MUTUEL HOME 4.125% SNR 16/01/2023EUR 0.00% FR0010990390

AYT CED CAJAS GLOB 3.75% CVD BDS 14/12/22 0.00% ES0312298021 EUR

VERISURE HOLDINGS 3.875% GTD 15/07/2026 EUR 0.00% XS2204842384

INNOGY FINANCE BV 1.5% GTD SNR 31/07/2029 0.00% XS1761785077 EUR BPCE 0.5%-FRN 15/09/2027 EUR 0.00% FR0013534674 VMED O2 UK FING I 3.25% 31/01/2031 0.00% XS2231188876 HEINEKEN NV 1.625% SNR 30/03/2025 EUR 0.00% XS2147977479 ANHEUSER-BUSCH 2.875% 02/04/2032 0.00% BE6320935271 VOLKSWAGEN INTL FIN .875% 22/09/2028 0.00% XS2234567233 CREDIT MUT. ARKEA 1.25%-FRN 11/06/2029 EUR 0.00% FR0013517307

DEUTSCHE TELEKOM I 2% GTD SNR 01/12/29 EUR1000 0.00% XS1828033834

JPMORGAN CHASE &CO 1.638%-FRN SNR 18/05/28 0.00% XS1615079974 EUR AT&T INC FLTG RT 1.95% 09-15-2023 0.00% XS1998902479 E.ON SE 0% SNR 18/12/23 EUR1000'66' 0.00% XS2103015009

DOW CHEMICAL CO 0.5% SNR 15/03/27 EUR100000 0.00% XS2122485845

AT&T INC FIXED 2.6% DUE 05-19-2038 0.00% XS2180009081 CAJA AHORROS BARCELONA 3.875% 0.00% ES0414970204 17/02/2025 DAIMLER AG 0.75% SNR EMTN 10/09/30 EUR 0.00% DE000A289QR9

CRH SMW FINANCE 1.25% GTD SNR 05/11/26 EUR 0.00% XS2168478068

VODAFONE GROUP 0.9% MTN 0.00% XS2002017361 28/11/2026 EUR

IBERDROLA FINANZAS SAU 0.875% 16/06/2025 0.00% XS2153405118

CREDIT AGRICOLE HM 0.75% BDS 05/05/27 EUR10000 0.00% FR0013254273

ICE_CDX GOLDUS33 20/12/2025 BUY ITRAXX EUROPE 0.00% SERIES 3 99D0LG406

Page 81 of 180 all MF.xlsm VOLKSWAGEN INTL 1.875% GTD SNR 30/03/27 EUR 0.00% XS1586555945

RTE RESEAU DE .625% 08/07/2032 0.00% FR0013522695

VERIZON COMMUN 1.875% SNR 26/10/29 EUR1000 0.00% XS1708167652

ENGIE SA MTN .375% 11/06/2027 0.00% FR0013517190 BNP PARIBAS .5% 01/09/2028 0.00% FR0013532280 DANAHER CORP 2.1% 09-30-2026 0.00% XS2147995299 DANAHER CORP FIXED 1.7% 03-30-2024 0.00% XS2147994995 ORANGE SA 1.25% 07/07/2027 0.00% FR0013506292

FIDELITY NATL INF 2.95% SNR 21/05/39 EUR1000 0.00% XS1843436145

AT&T INC FIXED 2.05% DUE 05-19-2032 0.00% XS2180008513 AVIVA 3.375%-FRN LT2 04/12/45 EUR 0.00% XS1242413679 FIDELITY NATL INFORMATION SERVICES 1.0% 12-03- 0.00% XS2085655590 2028 UNIBAIL-RODAMCO-WE 2.0% 29/06/2032 0.00% FR0013521267 AMERN TOWER CORP 1.0% 15/01/2032 0.00% XS2227906208 CREDIT SUISSE AG MTN 2.25% 09/06/2028 0.00% CH0550413337 VERIZON 3.375% 27/10/2036 0.00% XS1708168890 GOLDMAN SACHS GROUP INC 4.25% 29/01/2026 0.00% XS1023626671 VOLKSWGN FIN SV NV 1.125% GTD SNR 18/09/23 0.00% XS2232029426 GBP AT&T INC 4.375% 14/09/2029 DUAL CURR 0.00% XS1374392717

VERIZON COMMUNICATIONS 1.875% 09-19-2030 0.00% XS2052321176

RECKITT BENCK TSY 1.75% GTD SNR 19/05/32GBP 0.00% XS2177006983

COOPERATIEVE RABOB 4.625% LT2 23/05/2029GBP 0.00% XS1069886841

CITIGROUP INC FIXED 1.75% 10-23-2026 0.00% XS2031277077 JAPAN(GOVT OF) 0% T-BILL 07/12/2020 JPY 0.00% JP1749341L92 JAPAN(GOVT OF) 0% T-BILL 25/02/2021 JPY 0.00% JP1749321L88 JAPAN(GOVT OF) 0% T-BILL 16/11/2020 JPY 0.00% JP1749291L84 JAPAN(GOVT OF) 0% T-BILL 14/12/2020 JPY 0.00% JP1749361L97 JAPAN(GOVT OF) 0% T-BILL 21/12/2020 JPY 0.00% JP1749381L93 JAPAN(GOVT OF) 0% T-BILL 12/10/2020 JPY 0.00% JP1749211L73 JAPAN(GOVT OF) 0% T-BILL 26/10/2020 JPY 0.00% JP1749251L74 JAPAN(GOVT OF) 0% T-BILL 05/10/2020 JPY 0.00% JP1749191L77 JAPAN(GOVT OF) 0% T-BILL 24/11/2020 JPY 0.00% JP1749311L80 JAPAN(GOVT OF) 0% T-BILL 09/11/2020 JPY 0.00% JP1749281L86 JAPAN(GOVT OF) 0% T-BILL 06/01/2021 JPY 0.00% JP1749401L99 JAPAN(GOVT OF) 0% T-BILL 02/11/2020 JPY 0.00% JP1749261L80 JAPAN(GOVT OF) 0% T-BILL 19/10/2020 JPY 0.00% JP1749231L79 VIACOM INC NEW 5.25% DUE 04-01-2044 0.00% US92553PAW23 DISCOVERY COMMUNICATIONS 4.95 DUE 05-15- 0.00% US25470DAG43 2042

NORTHEASTERN UNIV 2.894% 10-01-2050 0.00% US664675AT20

AMERN TOWER CORP 2.1% DUE 06-15-2030 0.00% US03027XBC39 FNMA POOL #MA4079 3% 07-01-2050 BEO 0.00% US31418DQ965 UNITEDHEALTH GROUP 3.5% DUE 08-15-2039 0.00% US91324PDT66 FNMA POOL BN510 POOL #BN0510 4% DUE 10-01- 0.00% US3140JGR800 2048 REG AT&T INC 3.5% DUE 09-15-2053 BEO 0.00% USU04644CU90 AT&T INC 3.65% DUE 06-01-2051 0.00% US00206RKA94

AMERICAN INTL GROUP INC 4.25% DUE 03-15-2029 0.00% US026874DN40

PVTPL COX COMMUNICATIONS INC NEW GTD NT 0.00% US224044CM71 2.95% 10-01-2050 FEDERAL HOME LN MTG CORP POOL #ZS8673 3%10-01- 0.00% US3132A9T641 2032 BEO

ANHEUSER-BUSCH COS LLC CORP 4.9% 02-01-2046 0.00% US03522AAJ97

GOLDMAN SACHS 5.15% DUE 05-22-2045 0.00% US38148LAF31 PVTPL PACIFIC LIFECORP SR NT 3.35% 09-15-2050 0.00% US694476AE25

Page 82 of 180 all MF.xlsm TEXAS TRANSN COMMN 2.472% 10-01-2044 0.00% US882830BH49 BEOTAXABLE PVTPL KRAFT HEINZ FOODS CO GTD SR NT 4.25% 0.00% US50077LBD73 DUE 03-01-2031 FNMA POOL #MA0878 4% DUE 10-01-2031 REG 0.00% US31417Y6Q53

SERVICE CORP INTL FIXED 3.375% DUE 08-15-2030 0.00% US817565CF96

FEDEX CORP 4.75% DUE 11-15-2045 0.00% US31428XBE58 ONEMAIN FINL ISSU SRS 18-1A CLS A 3.3% 0.00% US68267BAA89 03-14-2029

GNMAII POOL #MA5136 3.5% DUE 04-20-2048 0.00% US36179TV519

FNMA POOL #872759 6.5% DUE 06-01-2036 REG 0.00% US31409JTQ30 UNITED STATES TREAS NTS .125% DUE 07-15-2030 0.00% US912828ZZ63 FHLMC MULTICLASS SER 004961 CL JB 2.5% DUE 12-15- 0.00% US3137FRK756 2042 FNMA POOL #AO8187 3% DUE 06-01-2027 BEO 0.00% US3138M0CZ10 NEXTERA ENERGY CAP HLDGS INC 2.75% DUE 11-01- 0.00% US65339KBM18 2029 GENERAL MTRS CO 6.125% DUE 10-01-2025 0.00% US37045VAV27 CVS HEALTH CORP 3% DUE 08-15-2026 0.00% US126650DF48 KINDER MORGAN INC 5.05% DUE 02-15-2046 0.00% US49456BAJ08 MICROSOFT CORP 3.95% DUE 08-08-2056 0.00% US594918BU71 BECTON DICKINSON & 2.823% DUE 05-20-2030 0.00% US075887CJ64 FHLMC GOLD J17644 3.5 01-01-2027 0.00% US3128PXP595 FNMA POOL #AC8765 5.5% 01-01-2040 BEO 0.00% US31417VW330 MEXICO(UNITED T BD 4.75% 27/04/2032 0.00% US91087BAK61 T-MOBILE USA INC 3% DUE 02-15-2041 0.00% US87264ABK07

GNMAII POOL #MA4719 3.5% DUE 09-20-2047 REG 0.00% US36179TG411

HOME DEPOT INC 3.3% DUE 04-15-2040 REG 0.00% US437076CC49 CHARTER COMMUNICATIONS OPER LLC/CHARTE 3.7% 0.00% US161175BV50 DUE 04-01-2051/04-17-2020 REG

GNMAII POOL #MA5263 3.5% DUE 06-01-2048 REG 0.00% US36179TZ403

CONSOLIDATED EDISON CO N Y INC 3.35% DUE04-01- 0.00% US209111FX66 2030 REG AT&T INC 3.5% DUE 06-01-2041 0.00% US00206RJZ64 GNMA POOL #693518 SER 2038 5.5% DUE 07-15- 0.00% US36296KPB25 2038 BEO

AMERICAN WTR CAP CORP 3.45% DUE 05-01-2050 0.00% US03040WAX39

PVTPL T-MOBILE USA INC 4.5% DUE 04-15-2050 0.00% US87264AAY10

CITIGROUP INC FIXED 3.98% 03-20-2030 0.00% US172967ME81 FNMA POOL #BC8677 4% 05-01-2046 BEO 0.00% US3140F4UB04 CITIZENS FINL FIXED 3.25% DUE 04-30-2030 0.00% US174610AT28 FNMA 3.5% 09-01-2047 0.00% US3140Q7QD28 ZOETIS INC FIXED 3% DUE 05-15-2050 0.00% US98978VAT08 PVTPL COX COMMUNICATIONS INC NEW GTD NT 1.8% 0.00% US224044CL98 10-01-2030 MONDELEZ INTL INC 2.75% DUE 04-13-2030 REG 0.00% US609207AT22 COMCAST CORP NEW 4.75% DUE 03-01-2044 0.00% US20030NBK63 FISERV INC 4.4% DUE 07-01-2049 0.00% US337738AV08 UNION PAC CORP 3.839% DUE 03-20-2060 BEO 0.00% US907818FG88 ORACLE CORP 3.6% DUE 04-01-2040 REG 0.00% US68389XBW48

GNMA SER 2014-91 CL CB 2.25% 01-16-2040 0.00% US38379CRT52

APPLE INC FIXED 2.95% 09-11-2049 0.00% US037833DQ02 INTERCONTINENTAL EXCHANGE INC 1.85% DUE 09-15- 0.00% US45866FAN42 2032 REG SERVICENOW INC 1.4% DUE 09-01-2030 0.00% US81762PAE25 MICRON TECH INC 4.64% DUE 02-06-2024 0.00% US595112BL65 BSTN SCIENTIFIC 2.65% DUE 06-01-2030 0.00% US101137BA41

Page 83 of 180 all MF.xlsm PNC BK N A PITTSBURGH PA MEDIUM TERM SUB2.7% 0.00% US69349LAS79 DUE 10-22-2029 MICROSOFT CORP 3.7% DUE 08-08-2046 0.00% US594918BT09 PVTPL GOLDENTREE LN OPPORTUNITIES SR 16-12A CL 0.00% US38137MAF41 XR VAR RT 07-21-2030

JPMORGAN CHASE & FIXED 3.702% 05-06-2030 0.00% US46647PBD78

FOX CORP 4.709% 01-25-2029 0.00% US35137LAH87 PVTPL NRZ EXCESS SPREAD COLLATERALIZED NOTES 0.00% US40423XAB82 SER 18-PLS1 CL A 3.193% 01-25-2023 GNMA POOL #AE7510 SER 2043 3 DUE 06-15-2043 0.00% US36181BKX72 REG MICROSOFT CORP 2.675% DUE 06-01-2060 BEO 0.00% US594918CD48 GENERAL ELEC CO 4.25% DUE 05-01-2040 0.00% US369604BX09 AMERN TOWER CORP 3.8% DUE 08-15-2029 0.00% US03027XAW02

FNMA POOL #BM1257 2.5% DUE 04-01-2037 REG 0.00% US3140J5MF35

ALABAMA PWR CO 3.85% DUE 12-01-2042 0.00% US010392FJ25 CVS HEALTH CORP 3.35% DUE 03-09-2021 0.00% US126650DC17 PVTPL TEMPO ACQSTN LLC/TEMPO ACQUISITIO 5.75% 0.00% US88023JAD81 DUE 06-01-2025/05-07-2020 BEO FEDERAL HOME LN MTG CORP POOL #Q28456 4%09- 0.00% US3132M9BZ64 01-2044 BEO INTERCONTINENTAL EXCHANGE INC 3.0% DUE 06-15- 0.00% US45866FAL85 2050 BEO FNMA POOL #AB5890 3% DUE 08-01-2027 BEO 0.00% US31417CRL18 PVTPL COX COMMUNICATIONS INC NEW NT 3.5% 08- 0.00% US224044CJ43 15-2027 MPLX LP 4% 03-15-2028 0.00% US55336VAR15 COMCAST CORP NEW FIXED 2.65% DUE 08-15- 0.00% US20030NDQ16 2062 INTERCONTINENTAL EXCHANGE INC 3.0% DUE 09-15- 0.00% US45866FAQ72 2060 REG COSTCO WHOLESALE CORP NEW 1.6% DUE 04-20- 0.00% US22160KAP03 2030 REG

GNMA II JUMBOS 4.5% 30 YEARS SETTLES OCTOBER 0.00% US21H0426A28

APPLE INC 4.375% DUE 05-13-2045 0.00% US037833BH21 FNMA POOL #BF0202 4.5% 01-01-2051 BEO 0.00% US3140FXGL08 FEDERAL HOME LN MTG CORP POOL #C91867 3%04-01- 0.00% US3128P8CC39 2036 BEO NVIDIA CORP 3.5% DUE 04-01-2050 0.00% US67066GAH74

FNMA POOL #MA3521 FIXED 4.0% DUE 11-01-2048 0.00% US31418C4F86

MICROSOFT CORP 2.525% DUE 06-01-2050 BEO 0.00% US594918CC64 FNMA POOL #257025 6.5% 12-01-2027 BEO 0.00% US31371NPJ80 PVTPL CHARTER COMMUNICATIONS OPER 3.75% 02- 0.00% US161175BJ23 15-2028 GLOBAL PMTS INC 3.2% DUE 08-15-2029 REG 0.00% US37940XAB82 PVTPL PERNOD RICARD INTL FIN LLC 2.75% DUE 10-01- 0.00% US71427QAC24 2050/10-01-2020 BEO FNMA REMIC TR SER 18-13 CLS MP 3.5% DUE 12-25- 0.00% US3136B02D78 2057 GNMAII POOL #MA6766 SER 2050 3% DUE 07-20- 0.00% US36179VQT07 2050 BEO GNMAII POOL #MA3106 4.0% DUE 09-20-2045 0.00% US36179RNX34 REG FEDEX CORP 4.55% DUE 04-01-2046 0.00% US31428XBG07 PVTPL CARRIER GLOBAL CORP NT 3.577% DUE 04-05- 0.00% US14448CAC82 2050 PVTPL MAGNETITE SER 15-12A CL X FLTG 10-15- 0.00% US55953HAQ65 2031 XEROX HLDGS CORP 5% DUE 08-15-2025 0.00% US98421MAA45 INTL BUSINESS FIXED 2.85% DUE 05-15-2040 0.00% US459200KK67 AT&T INC 3.65% DUE 09-15-2059 BEO 0.00% USU04644CW56

Page 84 of 180 all MF.xlsm FEDERAL HOME LN MTG CORP POOL #Q58329 4%09- 0.00% US3132Y2HF64 01-2048 BEO FHLMC GOLD Q45872 3.0% 01-01-2047 0.00% US3132WKQ275 FEDERAL HOME LN MTG CORP POOL #G05725 4.5% 0.00% US3128M7VS28 11-01-2039 BEO FNMA SINGLE FAMILY MORTGAGE 2% 15 YEARS 0.00% US01F0204A48 SETTLES OCTOBER GNMA POOL #MA4962 3.5% 01-20-2048 BEO 0.00% US36179TQP39 UNION PAC CORP 2.973% DUE 09-16-2062 BEO 0.00% USU90781AK88 FNMA SINGLE FAMILY MORTGAGE 2.5% 30 YEARS 0.00% US01F0226A83 SETTLES OCTOBER FNMA POOL #FM3412 3.5% 03-01-2046 BEO 0.00% US3140X6YJ45 FNMA TBA 30 YR TBA NOVEMBER 2.00% 0.00% US01F0206B03 CR AGRICOLE S A 3.25% DUE 10-04-2024 0.00% US22535WAD92 PVTPL METROPOLITAN EDISON CO 4.3% DUE 01- 0.00% US591894CC27 15-2029 BEO ABU DHABI GOVT .75% 02/09/2023 0.00% XS2225210256 FNMA POOL #BF0264 3.5% 05-01-2058 BEO 0.00% US3140FXJJ25 COMCAST CORP NEW FIXED 2.45% DUE 08-15- 0.00% US20030NDP33 2052 FNMA POOL #MA1023 4% 02-01-2027 BEO 0.00% US31418AD548 MORGAN STANLEY FLTG RT 2.699% DUE 01-22- 0.00% US6174468L62 2031 INTERCONTINENTAL EXCHANGE INC 2.65% 09-15- 0.00% US45866FAP99 2040 FNMA POOL #AW3146 4% 06-01-2044 BEO 0.00% US3138XSP846 MSCI INC 3.625% DUE 09-01-2030 0.00% US55354GAK67 QUEST DIAGNOSTICS 2.8% DUE 06-30-2031 0.00% US74834LBC37 GOLDMAN SACHS 3.8% DUE 03-15-2030 0.00% US38141GXH28 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS 0.00% US01F0306B93 SETTLES NOVEMBER ANGLO AMERN CAP 4% DUE 09-11-2027 0.00% US034863AT77 DANAHER CORP 2.6% DUE 10-01-2050 0.00% US235851AV47 GNMA POOL #634399 5.5% 10-15-2034 BEO 0.00% US36291PX433 PVTPL NRZ EXCESS SPREAD SR-18-PLS2 CL-4 3.265% 02- 0.00% US40423XAF96 25-2023 VERIZON COMMUNICATIONS INC 4.329% 09-21- 0.00% US92343VER15 2028

BALT GAS & ELEC CO FIXED 2.9% DUE 06-15-2050 0.00% US059165EM80

PFIZER INC 2.7% DUE 05-28-2050 0.00% US717081FA61 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS 0.00% US01F0306A11 SETTLES OCTOBER EQUINIX INC 3.0% DUE 07-15-2050/06-22- 0.00% US29444UBJ43 2020 REG PVTPL PERNOD RICARD INTL FIN LLC 1.625% DUE 04-01- 0.00% US71427QAB41 2031/10-01-2020 BEO LOWES COS INC 5% DUE 04-15-2040 0.00% US548661DV65 INTERNATIONAL BUSINESS MACHS CORP 2.85% 05-13- 0.00% US459200JX08 2022 REG

QATAR(STATE OF) 4% SNR 14/03/2029 USD200000 0.00% XS1959337582

PFIZER INC 4% DUE 03-15-2049 0.00% US717081EV18 XCEL ENERGY INC 3.5% DUE 12-01-2049 0.00% US98389BAX82 PVTPL T-MOBILE USA INC SR SECD NT 144A 3.875% 0.00% US87264ABE47 DUE 04-15-2030/04-09-2020 BEO DEVON ENERGY CORP 5.6 DUE 07-15-2041 0.00% US25179MAL72 PVTPL MARLETTE FDG TR ASSET BACKED NT SER 18- 0.00% US57109TAB26 1A CL B 3.19% 03-15-2028

SAUDI ARABIAN OIL 4.25% SNR MTN 16/04/39USD 0.00% XS1982113463

AT&T INC 2.75% DUE 06-01-2031 0.00% US00206RJY99 VERIZON COMMUNICATIONS INC 3.15% DUE 03-22- 0.00% US92343VFE92 2030 GNMA POOL #644862 5.5% 06-15-2035 BEO 0.00% US36292CMK70

Page 85 of 180 all MF.xlsm PSEG PWR LLC 4.3 DUE 11-15-2023 0.00% US69362BBA98 CLOROX CO FIXED 1.8% DUE 05-15-2030 0.00% US189054AX72 DISCOVERY COMMUNICATIONS LLC 5.0% DUE 09-20- 0.00% US25470DAS80 2037/09-21-2017 PVTPL MSCI INC SR NT 144A 3.875% DUE 02-15- 0.00% US55354GAL41 2031/05-26-2020 BEO CARRIER GLOBAL 3.377% DUE 04-05-2040 0.00% US14448CAB00 FNMA POOL #FM3346 3.5% 01-01-2046 BEO 0.00% US3140X6WG24 MPLX LP 4.25% DUE 12-01-2027 BEO 0.00% US55336VBN91 FEDERAL HOME LN MTG CORP POOL #C91831 3%06-01- 0.00% US3128P8A840 2035 BEO WESTLAKE 3.5% DUE 01-16-2024 0.00% US96042FAE43 AMERADA HESS CORP 7.3% DUE 08-15-2031 0.00% US023551AJ38 BANK AMER CORP FIXED 3.97% 03-05-2029 0.00% US06051GHG73

CENTENE CORP DEL FIXED 4.625% 12-15-2029 0.00% US15135BAT89

FNMA POOL #MA3210 3.5% 12-01-2047 BEO 0.00% US31418CR890 AMERICAN INTERNATIONAL GROUP INC BNDS 4.8% 0.00% US026874DF16 DUE 07-10-2045 REG EQUIFAX INC FIXED 3.1% DUE 05-15-2030 0.00% US294429AS42 I/O WFRBS COML MTG TR FLTG RT 1.253534 DUE 05- 0.00% US92890FAW68 15-2047 GNMAII POOL #AB9182 SER 2042 3% DUE 11-20- 0.00% US36178WFX20 2042 BEO FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS 0.00% US01F0406A02 SETTLES OCTOBER DUN & BRADSTREET CORP DEL NEW SR FIRST LIEN NT 0.00% US26483EAJ91 6.875% 08-15-2026 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS 0.00% US01F0326A74 SETTLES OCTOBER AMERICAN ELEC PWR CO INC UNIT CORP 0.00% US02557T3077 CHARTER COMMUNICATIONS OPER LLC/CHARTE 2.8% 0.00% US161175BU77 DUE 04-01-2031/04-17-2020 REG FNMA POOL #310048 6.5% 02-01-2038 BEO 0.00% US31374CL534 CBS CORP NEW FIXED 4.2% DUE 06-01-2029 0.00% US124857AZ68 BERKSHIRE HATHAWAY FIN CORP 4.2% DUE 08-15- 0.00% US084664CQ25 2048 REG ANTHEM INC FIXED 2.25% DUE 05-15-2030 0.00% US036752AN31 LILLY ELI & CO 3.95% 03-15-2049 0.00% US532457BT48 FEDERAL HOME LN MTG CORP POOL #G08741 3%01-01- 0.00% US3128MJZF08 2047 BEO

GNMAII POOL #MA4652 3.5% DUE 08-20-2047 REG 0.00% US36179TEZ49

GOLDMAN SACHS GROUP INC 4.223% 05-01-2029 0.00% US38141GWZ35 PVTPL ABBVIE INC 4.05% DUE 11-21-2039 0.00% US00287YBR99 JPMORGAN CHASE & 4.203% DUE 07-23-2029 0.00% US46647PAV85 FNMA SINGLE FAMILY MORTGAGE 2.5% 15 YEARS 0.00% US01F0224A02 SETTLES OCTOBER GEORGIA PWR CO 4.75% DUE 09-01-2040 0.00% US373334JS15 MICRON TECH INC 4.185% DUE 02-15-2027 0.00% US595112BP79 CVS HEALTH CORP 3.625% DUE 04-01-2027 REG 0.00% US126650DH04 FEDEX CORP 5.25% DUE 05-15-2050 0.00% US31428XCA28 FIRSTENERGY CORP 7.375% DUE 11-15-2031 0.00% US337932AC13 BECTON DICKINSON & FIXED 3.794% DUE 05-20- 0.00% US075887CK38 2050 COMCAST CORP 4.7% 10-15-2048 0.00% US20030NCM11 CONSOLIDATED EDISON CO N Y INC 3.95% 04-01- 0.00% US209111FY40 2050 PVTPL UPJOHN INC GTD SR NT 144A 2.7% DUE06-22- 0.00% US91533BAD29 2030/06-22-2020 BEO FHLMC GOLD Q45094 3 12-01-2046 0.00% US3132WJUU30 PVTPL SIRIUS XM RADIO INC 4.125% DUE 07-01- 0.00% US82967NBG25 2030/06-11-2020 BEO HOME DEPOT INC 3.35% DUE 04-15-2050 REG 0.00% US437076CD22 COMCAST CORP NEW 3.75% DUE 04-01-2040 0.00% US20030NDH17

Page 86 of 180 all MF.xlsm GNMA POOL #MA3378 4.5% 01-20-2046 BEO 0.00% US36179RXF18 ZOETIS INC 2% DUE 05-15-2030 0.00% US98978VAS25 FNMA POOL #BJ4610 3.5% 02-01-2048 BEO 0.00% US3140H6DQ93 FNMA POOL #BA0898 3.5% 02-01-2046 BEO 0.00% US3140E47L50

WELLS FARGO & CO FIXED 2.572% DUE 02-11-2031 0.00% US95000U2J10

FUT DEC 20 EURO DOLLARS 0.00% STARBUCKS CORP 3.5% DUE 11-15-2050 0.00% US855244BA67

AMERICAN WTR CAP CORP 2.8% DUE 05-01-2030 0.00% US03040WAW55

VERIZON 4.5% DUE 08-10-2033 0.00% US92343VEA89 FNMA POOL #BN3625 4.0% DUE 01-01-2049 0.00% US3140JLA384 FEDERAL HOME LN MTG CORP POOL #C91843 3%09-01- 0.00% US3128P8BL47 2035 BEO FNMA POOL #BD0946 4% 06-01-2046 BEO 0.00% US3140F8BQ97 CENTENE CORP DEL 3% DUE 10-15-2030 0.00% US15135BAW19

PVTPL EAST OHIO GAS CO 3.0% DUE 06-15-2050 0.00% US27409LAE39

PVTPL SOFI CONSUMER LOAN PROGRAM TRUST SER 0.00% US83405RAB33 18-1 CL A2 3.14% 02-25-2027 ORACLE CORP FIXED 2.95% DUE 04-01-2030 0.00% US68389XBV64

GNMA POOL #AD4590 3 DUE 05-15-2043 0.00% US36180GC324

AMAZON COM INC 2.7% DUE 06-03-2060 0.00% US023135BU94 FNMA SINGLE FAMILY MORTGAGE 2% 30 YEARS 0.00% US01F0206A20 SETTLES OCTOBER

NOVARTIS CAP CORP FIXED 2.75% DUE 08-14-2050 0.00% US66989HAS76

GNMA POOL #754352 SER 2042 4.5% DUE 05-15- 0.00% US36230NZR96 2042 BEO PVTPL ALIMENTATION COUCHE-TARD INC 2.95%DUE 0.00% US01626PAM86 01-25-2030

TENCENT HLDGS LTD FIXED 3.24% DUE 06-03-2050 0.00% US88032XAV64

PVTPL CSC HLDGS LLC 144A 3.375% DUE 02-15- 0.00% US126307BF39 2031/08-17-2020 BEO CALIFORNIA ST UNIV REV 2.897% 11-01-2051BEO 0.00% US13077DNK45 TAXABLE PVTPL BPCE SA BPCE SA 3.25% 01-11-2028 0.00% US05578AAJ79

GNMAII POOL #MA4778 3.5% DUE 10-20-2047 REG 0.00% US36179TJX46

APPLE INC 3.2% DUE 05-11-2027 0.00% US037833CR93 DALLAS FORT WORTH TEX INTL ARPT REV 2.919% 11- 0.00% US2350367A26 01-2050 BEO TAXABLE MORGAN STANLEY 4.431% 01-23-2030 0.00% US6174468G77

GE CAP FDG LLC GTD NT 144A 4.4% 05-15-2030 0.00% US36166NAB91

AT&T INC 3% DUE 06-30-2022 0.00% US00206RCM25

GNMA II JUMBOS 2.5% 30 YEARS SETTLES OCTOBER 0.00% US21H0226A46

GNMA POOL #MA4586 3.5% 07-20-2047 BEO 0.00% US36179TCX19

INDONESIA(REP OF) 3.7% BDS 30/10/49 USD200000 0.00% US455780CN45

PVTPL EMERGENT BIOSOLUTIONS INC SR NT 3.875% 0.00% US29089QAC96 08-15-2028 MPLX LP 1.75% DUE 03-01-2026 0.00% US55336VBR06 ALEXANDRIA REAL ESTATE EQUITIES 1.875% DUE 02-01- 0.00% US015271AV11 2033 FEDERAL HOME LN MTG CORP POOL #C91841 3.5% 0.00% US3128P8BJ90 07-01-2035 BEO PVTPL AES CORP SR SECD 1ST LIEN NT 144A 3.95% DUE 0.00% US00130HCC79 07-15-2030/05-27-2020 BEO APACHE CORP FIXED 4.875% DUE 11-15-2027 0.00% US037411BJ37

CDW LLC/CDW FIN FIXED 3.25% DUE 02-15-2029 0.00% US12513GBF54

Page 87 of 180 all MF.xlsm FHLMC GOLD Q44452 3 11-01-2046 0.00% US3132WH5N19 FNMA POOL #BD9328 3.5% DUE 10-01-2046 BEO 0.00% US3140FHLJ47

MICROSOFT CORP FIXED 4.25% DUE 02-06-2047 0.00% US594918CA09

PVTPL ABBVIE INC 3.25% 10-01-2022 0.00% US00287YCG26 GOLDMAN SACHS GROUP INC 3.814% DUE 04-23- 0.00% US38141GWV21 2029 FNMA POOL #MA2279 4% 05-01-2045 BEO 0.00% US31418BQ902 GNMA POOL #MA4585 3% 07-20-2047 BEO 0.00% US36179TCW36 NEW YORK & FIXED 2.606% DUE 08-01-2060 0.00% US649322AJ38 AT&T INC 4.5% DUE 03-09-2048 0.00% US00206RDJ86

CROWN CASTLE INTL FIXED 3.25% DUE 01-15-2051 0.00% US22822VAU52

STARBUCKS CORP FIXED 2.55% DUE 11-15-2030 0.00% US855244AZ28

FNMA POOL #FM3067 3% 08-01-2033 BEO 0.00% US3140X6MR98 AMERN WTR CAP CORP 3.75% DUE 09-01-2047 0.00% US03040WAR60 FNMA POOL #MA2918 2.5% 01-01-2047 BEO 0.00% US31418CG406 DOMINION ENERGY INC 3.375% DUE 04-01-2030 0.00% US25746UDG13 REG GILEAD SCIENCES INC 2.8% DUE 10-01-2050/09- 0.00% US375558BT99 30-2020 REG

COCA-COLA FEMSA S A B DE C V 2.75% 01-22-2030 0.00% US191241AH15

ORACLE CORP FIXED 2.8% DUE 04-01-2027 0.00% US68389XBU81 BROADCOM INC FIXED 4.15% DUE 11-15-2030 0.00% US11135FAQ46 FIRSTENERGY CORP 4.85% 07-15-2047 0.00% US337932AJ65 UNION PAC CORP 3.55% DUE 08-15-2039 0.00% US907818FD57 CHARTER COMMUNICATIONS OPER LLC/CHARTE 4.2% 0.00% US161175BK95 DUE 03-15-2028 BEO WALMART INC 3.625% DUE 12-15-2047 0.00% US931142DW04 TENCENT HLDGS LTD 2.39% DUE 06-03-2030 0.00% US88032XAU81 FISERV INC 3.2% DUE 07-01-2026 0.00% US337738AT51

FREDDIE MAC GOLD POOL FG Q44647 3.0%12-01-2046 0.00% US3132WJEV96

CBS CORP NEW FIXED 3.7% DUE 06-01-2028 0.00% US124857AX11 MPLX LP 2.65% DUE 08-15-2030 0.00% US55336VBQ23 AMAZON COM INC 2.5% DUE 06-03-2050 0.00% US023135BT22 VIACOM INC NEW 4.375% DUE 03-15-2043 0.00% US92553PAP71 FNMA POOL #968064 5% 02-01-2022 BEO 0.00% US31414J5Z28 FNMA POOL #MA2405 4% 09-01-2045 BEO 0.00% US31418BU797 BANK OF AMERICA CORP 4.271% 07-23-2029 0.00% US06051GHM42 FEDEX CORP 4.95% 10-17-2048 0.00% US31428XBS45 PVTPL COX COMMUNICATIONS INC NEW 4.6% DUE 08- 0.00% US224044CK16 15-2047 PVTPL ANGLO AMERN CAP PLC SR NT 144A 4.5% DUE 0.00% US034863AU41 03-15-2028 BEO

GNMAII POOL #MA0624 3 12-20-2042 REG 0.00% US36179MVR86

PECO ENERGY CO 2.8% DUE 06-15-2050 0.00% US693304AY39 BNP PARIBAS SR NON VAR RT 2.219% DUE 06-09- 0.00% US09659X2L59 2026 APACHE CORP 4.625% DUE 11-15-2025 0.00% US037411BH70

BANK AMER CORP FLTG RT 2.884% DUE 10-22-2030 0.00% US06051GHX07

FNMA POOL #BF0237 4% 06-01-2041 BEO 0.00% US3140FXHP03 NEW YORK & FIXED 2.256% DUE 08-01-2040 0.00% US649322AH71 GLOBAL PMTS INC 4.15% DUE 08-15-2049 0.00% US37940XAC65

AMERICAN WTR CAP CORP 4.15% 06-01-2049 0.00% US03040WAV72

FNMA POOL #FM3801 3.5% 12-01-2046 BEO 0.00% US3140X7GK92 DALLAS FORT WORTH TEX INTL ARPT REV 3.089% 11- 0.00% US2350366Z85 01-2040 BEO TAXABLE FNMA POOL #BJ1693 3.5% 12-01-2047 BEO 0.00% US3140H23B24

Page 88 of 180 all MF.xlsm FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS 0.00% US01F0506A92 SETTLES OCTOBER GNMAII POOL #MA4837 SER 2047 3.5% DUE 11-20- 0.00% US36179TLS23 2047 REG I/O CMO JPMBB COML MTG SECS TR '2014-C23 XA'FRN 0.00% US46643ABG76 09-15-2047 GNMA POOL #709861 5.5% 11-15-2039 BEO 0.00% US36297ETS45 INTL BUSINESS FIXED 2.95% DUE 05-15-2050 0.00% US459200KL41 FNMA POOL #MA2371 4% 08-01-2045 BEO 0.00% US31418BT559 UNUM GROUP 4.5% DUE 03-15-2025 0.00% US91529YAQ98

FHLMC GOLD G67709 3.5% DUE 03-01-2048 0.00% US3132XCR641

PVTPL UBS GROUP AG SR 3.126% 08-13- 0.00% US902613AA61 2030 HOME DEPOT INC 3.125% DUE 12-15-2049 0.00% US437076BZ43 LINCOLN NATL CORP 3.4% DUE 01-15-2031 0.00% US534187BK40 PVTPL DRYDEN 60 CLO LTD/DRYDEN 60 CLO LLC SER 0.00% US26251NAA81 18-60A CLS X FLTG 07-15-2031 XEROX HLDGS CORP 5.5% DUE 08-15-2028 0.00% US98421MAB28 FEDERAL HOME LN MTG CORP GOLD POOL #G06817 0.00% US3128M84A95 5.5 DUE 05-01-2040 DIAGEO CAP PLC 2.0% DUE 04-29-2030/04-29- 0.00% US25243YBD04 2020 REG PVTPL BARINGS CLO LTD 2016-I/BARINGS CLO201 SER 0.00% US06759MAA99 16-1A CLS XR VAR RT 07-23-2030 GILEAD SCIENCES INC 2.6% DUE 10-01-2040 0.00% US375558BS17 CROWN CASTLE INTL 2.25% DUE 01-15-2031 0.00% US22822VAT89 FHLMC UMBS 15Y FIXED 2.5% 08-01-2035 0.00% US3133L7V795 PVTPL EAST OHIO GAS CO 2.0% 06-15-2030 0.00% US27409LAC72 TEVA 2.95% DUE 12-18-2022 0.00% US88165FAG72 GNMA POOL 5.5 09-15-2035 BEO 0.00% US3622A2BQ42 FNMA POOL #BH5388 3.5% 09-01-2047 BEO 0.00% US3140GT7A21 FNMA POOL #BD7522 3.5% 09-01-2046 BEO 0.00% US3140FFLC38 FEDERAL HOME LN MTG CORP POOL #G08726 3%10-01- 0.00% US3128MJYY06 2046 BEO FEDERAL HOME LN MTG CORP POOL #G07737 6%09-01- 0.00% US3128M94W97 2038 BEO FNMA POOL #MA0668 4.5% 03-01-2031 BEO 0.00% US31417YW607 FHLMC GOLD G67702 4 01-01-2047 0.00% US3132XCRX53 GNMA II JUMBOS 3.5% 30 YEARS SETTLES NOV 0.00% US21H0326B10 PVTPL GOLDEN TREE LN OPPORTUNITIES 14-9A CLS 0.00% US38123HAL87 XR2 FLTG RATE 144A PRIN FINL GROUP 2.125% DUE 06-15-2030 0.00% US74251VAS16 PFIZER INC 2.55% DUE 05-28-2040 0.00% US717081EZ22 FNMA SINGLE FAMILY MORTGAGE 54% 30 0.00% US01F0426A65 YEARSSETTLES OCTOBER COMCAST CORP NEW 3.4% DUE 07-15-2046 0.00% US20030NBU46 I/O CMO COMM 2013-CCRE7 MTG TR MTG PASS THRU 0.00% US12625FAF36 CTF CL X-A 03-10-2046 REG FNMA POOL #AU5848 3.5% 09-01-2043 BEO 0.00% US3138X5QA80 JPMORGAN CHASE & CO 4.452% 12-05-2029 0.00% US46647PAX42 AGILENT 2.1% DUE 06-04-2030 0.00% US00846UAM36

CHILDRENS HOSP CORP 2.585% 02-01-2050 0.00% US16876BAB80

ESC LEHMAN BROTH HLD INC D05/17/07 5.857MN56 0.00% US524ESCXA36

FNMA POOL #AV0022 4% 11-01-2043 BEO 0.00% US3138XBAY07 FNMA POOL #MA0667 4% 03-01-2031 BEO 0.00% US31417YW524 PVTPL PERNOD RICARD INTL FIN LLC 0% DUE 04-01- 0.00% US71427QAA67 2028/10-01-2020 BEO FEDERAL HOME LN MTG CORP POOL #G61808 3%07-01- 0.00% US31335CAH79 2047 BEO FEDEX CORP 4.05% DUE 02-15-2048 0.00% US31428XBQ88 ELANCO ANIMAL HEALTH INC TERM LOAN B DUE 02-04- 0.00% US28414BAF31 2027

Page 89 of 180 all MF.xlsm PVTPL 2020 CASH MANDATORY EXCHANGEABLE TR TR 0.00% US9013751055 SECS 144A 3C7 ESC MNLEHMAN BRTHRS HLDGRR 5.250 0.00% US525ESC2W88 D011207M020612GL ESCROW DISCOVERY 3.625% DUE 05-15-2030 0.00% US25470DBJ72 ANGLO AMERN CAP 4.75% DUE 04-10-2027 0.00% US034863AR12 TEXAS TRANSN COMMN 2.562% 04-01-2042 0.00% US882830AP73 BEOTAXABLE CR SUISSE GROUP AG FLTG RT 2.593% DUE 09-11- 0.00% US225401AM02 2025 I/O CMO COMM 2012-CCRE4 MTG TR MTG PASS THRU 0.00% US12624QAS21 CTF CL X-A 10-15-2045 REG JPMORGAN CHASE & CO 2.956% DUE 05-13- 0.00% US46647PBP09 2031/05-13-2025 REG REPUBLIC OF COLOMBIA TBOND 5.0% 15/06/2045 0.00% US195325CU73 BANK AMER CORP 3.194% 07-23-2030 0.00% US06051GHV41 FNMA POOL #BE5651 3% 02-01-2047 BEO 0.00% US3140FRH574 PVTPL BNP PARIBAS SUB MED TERM NT PROGRAM 0.00% US09659T2B67 2.588% DUE 08-12-2035 PVTPL ANGLO AMERN CAP PLC GTD SR NT 2.625% 0.00% US034863AX89 DUE 09-10-2030

BANK AMER CORP FIXED 2.496% DUE 02-13-2031 0.00% US06051GHZ54

WILLIAMS COS INC 3.5% DUE 11-15-2030 0.00% US969457BX79 ALABAMA POWER CO 3.7% 12-01-2047 0.00% US010392FR41

GNMA II JUMBOS 3% 30 YEARS SETTLES OCTOBER 0.00% US21H0306A72

FNMA SER 2018-45 CL AB 3.0% 06-25-2048 0.00% US3136B2EF58 GNMA POOL #AD5926 SER 2043 3% DUE 05-15- 0.00% US36180HSP46 2043 REG

GNMA POOL #782565 5 DUE 02-15-2039 BEO 0.00% US36241KZ681

FNMA POOL #BJ4594 3.5% 02-01-2048 BEO 0.00% US3140H6C802 PVTPL CCO HLDGS LLC/CCO HLDGS CAP CORP 4.25% 0.00% US1248EPCK74 DUE 02-01-2031 BEO FREDDIE MAC GOLD POOL FG Q44646 3.0% 12-01- 0.00% US3132WJEU14 2046 CVS HEALTH CORP 5.05% DUE 03-25-2048 0.00% US126650CZ11 UMBS TBA 15YR POOL #000000 1.5% DUE 10-15- 0.00% US01F0124A11 2035 REG GNMA POOL #AD1383 SER 2043 3% DUE 04-15- 0.00% US36180CRC54 2043 REG PVTPL ANGLO AMERN CAP PLC GTD SR NT 144A5.375% 0.00% US034863AV24 DUE 04-01-2025/04-01-2020 BEO MPLX LP 4.7% 04-15-2048 0.00% US55336VAN01 ACTIVISION 2.5% DUE 09-15-2050 0.00% US00507VAQ23 GNMA POOL #708057 SER 2039 5% DUE 09-15- 0.00% US36297CTN91 2039 REG BNP PARIBAS SR NON FLTG RT 3.052% DUE 01-13- 0.00% US09659W2K94 2031 BP CAP MKTS AMER 2.772% DUE 11-10-2050 0.00% US10373QBN97 UNUM GROUP FORMERLY UNUMPROVIDENT 5.75 08- 0.00% US91529YAJ55 15-2042 FNMA POOL #AO3400 3% DUE 05-01-2027 BEO 0.00% US3138LTX603 EMIRATE OF ABU DHA 3.125% SNR MTN 30/09/49 0.00% XS2057866191 USD FIDELITY NATL INFORMATION SVCS INC 4.75% 05-15- 0.00% US31620MAZ95 2048

CONSUMERS ENERGY CO 2.5% DUE 05-01-2060 REG 0.00% US210518DJ22

LOWES COS INC 3.65% DUE 04-05-2029 0.00% US548661DR53

MONDELEZ INTL INC FIXED 2.625% DUE 09-04-2050 0.00% US609207AW50

FNMA SINGLE FAMILY MORTGAGE 3% 15 YEARS 0.00% US01F0304A39 SETTLES OCTOBER

Page 90 of 180 all MF.xlsm BANK AMER CORP 3.705% BNDS 04-24-2028 0.00% US06051GGL77

PETRONAS CAP LTD 4.55% 21/04/2050 0.00% USY68856AV83 FNMA POOL #FM2892 3.5% 07-01-2048 BEO 0.00% US3140X6GA38 FEDERAL NATIONAL MORTGAGE ASSOC 4% 05-01- 0.00% US3140Q87G47 2048 UPJOHN INC 4% DUE 06-22-2050 0.00% US91533BAF76 BLACKROCK INC FIXED 1.9% DUE 01-28-2031 0.00% US09247XAR26 AMGEN INC 3.375% 02-21-2050 0.00% US031162CS70 CENTENE CORP DEL SR NT 4.25% 12-15-2027 0.00% US15135BAR24 FNMA SINGLE FAMILY MORTGAGE 2.5% 30 YEARS 0.00% US01F0226B66 SETTLES NOVEMBER GNMA POOL #726326 SER 2039 4.5% DUE 09-15- 0.00% US3620AC4K71 2039 REG

PANAMA REP GLOBAL BD 2.252% 09-29-2032 0.00% US698299BN37

HOME DEPOT INC 4.5% DUE 12-06-2048 0.00% US437076BX94 AMGEN INC FIXED 3.15% 02-21-2040 0.00% US031162CR97 MEM 2.955% DUE 01-01-2050 0.00% US586054AD08 AT&T INC 4.9% 06-15-2042 0.00% US00206RJH66 ALABAMA PWR CO 4.3% 07-15-2048 0.00% US010392FS24

FHLMC MULTICLASS SER 4024 CL KP 2 03-15-2042 0.00% US3137ANKY09

CVS HEALTH CORP 4.78% DUE 03-25-2038 0.00% US126650CY46 GNMA II JUMBOS 2.5% 30 YEARS SETTLES 0.00% US21H0226B29 NOVEMBER FEDERAL NATL MTG ASSN GTD MTG POOL #AI6588 0.00% US3138ALKA40 4% DUE 07-01-2026 BEO FHLMC GOLD G08721 3 09-01-2046 0.00% US3128MJYT11

BANK AMER CORP 2.676% DUE 06-19-2041 0.00% US06051GJE08

DEVON ENERGY CORP FIXED 5% DUE 06-15-2045 0.00% US25179MAU71

MPLX LP 4.8% 02-15-2029 0.00% US55336VAS97 FNMA POOL #FM3914 3.5% 05-01-2047 BEO 0.00% US3140X7K407 GNMAII POOL #MA2679 SER 2045 4% DUE 03-20- 0.00% US36179Q6Q92 2045 REG FNMA POOL #AB2037 4.5% 01-01-2031 BEO 0.00% US31416XHP87

GA PWR CO SR NT SER 2012A 4.3 DUE 03-15-2042 0.00% US373334JW27

GILEAD SCIENCES 1.65% DUE 10-01-2030 0.00% US375558BY84 ENTERPRISE PRODS 2.8% DUE 01-31-2030 0.00% US29379VBX01 PVTPL SOFI CONSUMER LN PROGRAM 2018-3 TR SR 18- 0.00% US83405XAB01 3 CL A2 3.67% 08-25-2027 QATAR(STATE OF) TBOND 3.75% 16/04/2030 0.00% XS2155352664

SYNCHRONY FINL FIXED 4.375% 03-19-2024 0.00% US87165BAN38

FHLMC GOLD Q41008 3.5 06-01-2046 0.00% US3132WEDN92

PVTPL L BRANDS INC SR NT 6.625% 10-01-2030 0.00% US501797AW48

EXELON CORP 5.1% DUE 06-15-2045 0.00% US30161NAS09 FEDERAL HOME LN MTG CORP# Q34563 3.0% 07-01- 0.00% US3132QRB902 2045 FNMA POOL #AY7071 2.5% 04-01-2045 BEO 0.00% US3138YL2D27 FNMA POOL #BE7213 4% 04-01-2047 BEO 0.00% US3140FTAP63 GNMA II JUMBOS 4 30 YEARS SETTLES OCT 0.00% US21H0406A63

FNMA POOL #MA2163 3.5% 02-01-2045 BEO 0.00% US31418BMM53

ALIBABA GROUP HLDG 3.4% DUE 12-06-2027 0.00% US01609WAT99 ANTHEM INC 3.65% 12-01-2027 0.00% US036752AB92

PVTPL ABBVIE INC 2.95% DUE 11-21-2026 0.00% US00287YBU29

PVTPL SEAGATE HDD CAYMAN 4.125% DUE 01-15- 0.00% US81180WAY75 2031 BEO FOX CORP 5.576% DUE 01-25-2049 0.00% US35137LAK17

Page 91 of 180 all MF.xlsm PVTPL UPJOHN INC GTD SR NT 144A 3.85% DUE 06-22- 0.00% US91533BAE02 2040/06-22-2020 BEO GEORGIA PWR CO 2.1% 07-30-2023 0.00% US373334KM26 COMCAST CORP NEW 4.95% DUE 10-15-2058 0.00% US20030NCN93 FNMA POOL #MA0659 4.5% 02-01-2031 BEO 0.00% US31417YWV54 PVTPL TEGNA INC SR NT 4.75% DUE 03-15-2026 0.00% US87901JAF21 BEO CVS HEALTH CORP 4.3% DUE 03-25-2028 0.00% US126650CX62 EQUINIX INC 1.55% DUE 03-15-2028 0.00% US29444UBL98 COMCAST CORP NEW 3.1% DUE 04-01-2025 REG 0.00% US20030NDJ72 PVTPL GOLDENTREE LN OPPORTUNITIES X LTD / GOLD 0.00% US38137PAN06 SR 15-10A CL XR FLTG 07-20-2031 GNMAII POOL #MA5077 3.5% DUE 03-20-2048 0.00% US36179TUA14

WILLIAMS PARTNERS FIXED 4.85% DUE 03-01-2048 0.00% US96949LAE56

T-MOBILE USA INC 3.3% DUE 02-15-2051 0.00% US87264ABM62 AIR LEASE CORP MED 3.75% DUE 06-01-2026 0.00% US00914AAB89 UNION PAC CORP 3.799% DUE 10-01-2051 0.00% US907818EM65 QATAR(STATE OF) 3.4% 16/04/2025 0.00% XS2155352151 AMERICAN TOWER CORP 2.75% DUE 01-15-2027 0.00% US03027XAX84 AMERN TOWER CORP 3.1% DUE 06-15-2050 0.00% US03027XBD12 VERIZON FIXED 1.5% DUE 09-18-2030 0.00% US92343VFL36 JOHNSON CTLS INTL PLC/TYCO FIRE & SEC F 1.75% DUE 0.00% US47837RAA86 09-15-2030 CCP DUE FROM GOLDMAN SACHS 0.00% FNMA POOL #BF0219 3.5% 09-01-2057 BEO 0.00% US3140FXG558 PVTPL EXETER AUTOMOBILE RECEIVABLES BACKED NT 0.00% US30166EAC03 CL B 3.64% 11-15-2022 NASDAQ INC 3.25% DUE 04-28-2050 REG 0.00% US63111XAB73

WALMART INC 4.05% DUE 06-29-2048 REG 0.00% US931142EC31

FNMA POOL #MA2258 3.5% 05-01-2045 BEO 0.00% US31418BQL35 INTEL CORP 4.6% DUE 03-25-2040 0.00% US458140BL39 AT&T INC 3.85% DUE 06-01-2060 0.00% US00206RKB77 CSC HLDGS LLC 4.125% DUE 12-01-2030 0.00% US126307BB25 STATE OF ISRAEL 2.75% DUE 07-03-2030 REG 0.00% US46513JB346 GNMA II JUMBOS 3.5 30 YEARS SETTLES OCT 0.00% US21H0326A37 FNMA POOL #AW7132 4% 10-01-2044 BEO 0.00% US3138XW4S43

FHLMC MULTICLASS SER 3889 CL KZ 4 07-15-2041 0.00% US3137ADSQ11

APPLE INC 3.45% DUE 02-09-2045 0.00% US037833BA77 FHLMC GOLD G60765 3 11-01-2046 0.00% US31335AZ687 FHLMC GOLD C09063 4 08-01-2044 0.00% US31292SB824 VISA INC 3.65% 09-15-2047 0.00% US92826CAJ18 PVTPL REGIONAL MGMT ISSUANCE SER 18-1 CL A 0.00% US75907PAA84 3.83% 07-15-2027

PVTPL ROYALTY PHARMA PLC SR NT 3.3% 09-02-2040 0.00% US78081BAE39

PVTPL BLACK KNIGHT INFOSERV LLC 3.625% DUE 09- 0.00% US092174AA96 01-2028/08-26-2020 BEO FEDERAL NATL MTG ASSN GTD MTG POOL #AK6263 0.00% US3138EA5Z64 3.5% 03-01-2032 BEO

PVTPL SPRINT SPECTRUM /SPRINT 5.152% 03-20-2028 0.00% US85208NAE04

EXELON CORP 4.45% DUE 04-15-2046 0.00% US30161NAV38 VIACOMCBS INC 4.75% DUE 05-15-2025 0.00% US92556HAA59 LOWES COS INC 5.125% DUE 04-15-2050 BEO 0.00% US548661DW49 BANCO SANTANDER FRN SNR NPF 01/23 0.00% XS1649192777 AUD200000

CDN NATL RAILWAYS 3.95% SNR 22/09/2045 CAD1 0.00% CA136375CG50

BK OF AMERICA CORP 3.228% SNR MTN 22/06/22 0.00% CA060505ES91 CAD

TORONTO DOMINION DEP NT 3.226% 24/07/2024 0.00% CA891145T792

Page 92 of 180 all MF.xlsm MORGAN STANLEY 3% SNR MTN 07/02/2024 CAD 0.00% CA6174468D43

EUROGRID GMBH 1.5% GTD SNR 18/04/2028 EUR 0.00% XS1396285279

KLEPIERRE 2% MTN 2.0% 12/05/2029 0.00% FR0013512233 TERNA RETE ELETTR 0.75% SNR EMTN 24/07/32 0.00% XS2209023402 EUR SNAM SPA 0.75% SNR EMTN 17/06/30 EUR 0.00% XS2190256706 SUMITOMO MITSUI BANKING BRUSSELS BNDS 0.00% XS0937853983 2.75% 24/07/2023 BBVA(BILB-VIZ-ARG) 0.5% SNR NPF 14/01/2027 0.00% XS2101349723 EUR STATE GRID OVER 16 1.303% GTD SNR 05/08/32 0.00% XS2152935214 EUR ESSITY AB 1.625% GTD SNR 30/03/27 EUR 0.00% XS1584122763 WOLTERS KLUWER 0.75% SNR 03/07/2030 EUR 0.00% XS2198580271 KERING 0.75% SNR EMTN 13/05/28 EUR 0.00% FR0013512407

ELI LILLY AND COMPANY .625% 11-01-2031 0.00% XS2075937370

EASTMAN CHEM CO 1.5% DUE 05-26-2023 0.00% XS1405783983 TELEFONICA EMISION 1.069% GTD SNR 05/02/24 0.00% XS1946004451 EUR OMNICOM FIN HLDGS 0.8% GTD SNR 08/07/2027 0.00% XS2019814503 EUR CLOVERIE PLC ZURICH INS 1.75% 16/09/2024 0.00% XS1109950755

ROYAL BK OF CANADA 0.125% SNR 23/07/2024EUR 0.00% XS2031862076

TOTAL CAPITAL INTL 1.491% GTD SNR 08/04/27 0.00% XS2153406868 EUR

EUROGRID GMBH 1.113% GTD SNR 15/05/32 EUR 0.00% XS2171713006

NATURGY FINANCE B. 1.5% GTD SNR 29/01/2028 0.00% XS1755428502 EUR

NORDEA BANK ABP 1.125% SNR 12/02/2025 EUR 0.00% XS1189263400

GAZ CAPITAL SA 3.125% SNR 17/11/2023 EUR 0.00% XS1521039054

COCA-COLA HBC FIN 1% GTD SNR 14/05/2027 EUR 0.00% XS1995781546

URENCO FINANCE NV EMTN 2.25% 05/08/2022 0.00% XS1269854870 IBERDROLA FINANZAS 1.25% GTD SNR 13/09/27 0.00% XS1682538183 EUR ASSIC GENERALI SPA 5.125% GTD SNR 16/09/24 0.00% XS0452314536 EUR

SOCIETE GENERALE 0.875% SNR NPF 24/09/29EUR 0.00% FR0013448859

AVINOR AS 1.25% SNR EMTN 09/02/27 EUR 0.00% XS1562601424

STATE GRID EUROPE DEVELO 1.5% 26/01/2022 0.00% XS1165754851

BERTELSMANN SE&CO 1.25% GTD SNR 29/09/25EUR 0.00% XS1888229249

SNAM SPA 1% SNR EMTN 12/09/2034 EUR 0.00% XS2051660509 AVIVA 0.625% SNR 27/10/2023 EUR 0.00% XS1509003361

MITSUBISHI UFJ FIN 0.68% SNR MTN 26/01/23 EUR 0.00% XS1758752635

BBVA(BILB-VIZ-ARG) 1.125% SNR NPF 28/02/24 EUR 0.00% XS1956973967

BNP PARIBAS 1.125% SNR NPF 28/08/24 EUR 0.00% FR0013405537 ACHMEA BV MTN 2.5% 19/11/2020 0.00% XS0995111761 DP WORLD PLC 2.375% SNR MTN 25/09/26 EUR 0.00% XS1883878966

BPCE SA BNDS 2.875% 16/01/2024 0.00% FR0011390921

COFIROUTE 0.75% BDS 09/09/28 EUR10000 0.00% FR0013201134 BANCO SANTANDER 1% EMTN 17/01/25 0.00% XS1751004232 EUR100000 NYKREDIT REALKREDI 0.625% SNR NPF 17/01/25 0.00% DK0009522062 EUR

Page 93 of 180 all MF.xlsm EDP FINANCE BV 1.875% SNR 29/09/2023 EUR 0.00% XS1558083652

DH EUROPE FIN SA FIXED 2.5% DUE 07-08-2025 0.00% XS1255436187

AUSTRALIA PACIFIC AIRPORTS 3.125% 26/09/2023 0.00% XS0974122516

WOLTERS KLUWER 1.5% SNR 22/03/27 EUR100000 0.00% XS1575992596

WHIRLPOOL FINANCE 1.25% GTD SNR 02/11/26EUR 0.00% XS1514149159

ARCHER-DANIELS 1.0% 12/09/2025 0.00% XS1877836079 MAPFRE SA 1.625% 19/05/2026 0.00% ES0224244071 DANSKE BANK A/S 0.875% SNR 22/05/2023 EUR 0.00% XS1799061558 BLACKSTONE 1.0% 05/10/2026 0.00% XS1499602289 DOW CHEMICAL CO FIXED .5% DUE 03-15-2027 0.00% XS2122485845

TERNA RETE ELETTR 1% SNR EMTN 10/04/2026EUR 0.00% XS1980270810

ACHMEA BANK N.V. 2.75% SNR MTN 18/02/21 EUR 0.00% XS1033736890

KLEPIERRE 1.625% 13/12/2032 0.00% FR0013300605

SANTANDER UK PLC 1.125% GTD SNR 14/01/22EUR 0.00% XS1166160173

CRED SUISSE LONDON 1.5% SNR EMTN 10/04/26 0.00% XS1392459381 EUR NATL AUSTRALIA BK 1.375% SNR MTN 30/08/28 0.00% XS1872032799 EUR GIVAUDAN FINANCE 1.0% 22/04/2027 0.00% XS2126169742

CONTINENTAL AG 0% SNR 12/09/2023 EUR1000'7 0.00% XS2051667181

STRYKER CORP 0% NTS 26/11/2027 EUR100000 0.00% XS1914502304

BQE FED CRED MUT 1.75% SNR EMTN 15/03/29EUR 0.00% FR0013408960

UNICREDIT SPA 2.125% SNR 24/10/2026 EUR 0.00% XS1508450688 KINDER MORGAN INC 1.5% DUE 03-16-2022 0.00% XS1196817156 PROLOGIS LP FIXED 2.25% DUE 06-30-2029 0.00% XS1577961862

FIDELITY NATL INF 2.602% SNR 21/05/25 GBP1000 0.00% XS1843436061

CITIGROUP INC 5.15% 21/05/2026 0.00% XS0168658853

BRITISH TELECOM 5.75% SNR 07/12/28 GBP1000 0.00% XS0097283096

SOUTHERN GAS NETWORK PLC 2.5% 03/02/2025 0.00% XS1180063056

WESTPAC BKG CORP 2.125% SNR 02/05/2025 GBP 0.00% XS1558450745

REALTY INCOME CORP 1.625% 12-15-2030 0.00% XS2238341080

COVENTRY BS 1.875% SNR 24/10/2023 GBP 0.00% XS1705893789 CADENT FINANCE PLC 2.125% GTD SNR 22/09/28 0.00% XS1492680902 GBP BUPA FINANCE PLC 3.375% 17/06/2021 0.00% XS1075309754 CREDIT AGRICOLE LONDON 5.5% 17/12/2021 0.00% XS0583495188 BARCLAYS PLC 3.25% SNR 12/02/2027 GBP 0.00% XS1472663670 DAIMLER INTL FIN 1.625% GTD SNR 11/11/24GBP 0.00% XS2078691636 NORTHUMBRIAN WTR F 1.625% GTD SNR 11/10/26 0.00% XS1499724638 GBP TESCO 6.125% SNR 24/02/2022 GBP 0.00% XS0414345974 HUTCH WHAMP FIN UK 5.625% GTD SNR 24/11/26 0.00% XS0276103156 GBP COVENTRY BS 5.875% SNR 28/09/2022 GBP 0.00% XS0544713356 BUPA FINANCE 1.75% 14/06/2027 0.00% XS2183141717 PETROLEOS MEXICANO 8.25% GTD SNR 02/06/22 0.00% XS0430799725 GBP NORTHERN GAS NET F 4.875% GTD SNR 30/06/27 0.00% XS0234964459 GBP

LVMH MOET HENNESSY 1.125% SNR 11/02/2027GBP 0.00% FR0013482866

MCKESSON CORP 3.125% SNR 17/02/2029 GBP 0.00% XS1567174526

Page 94 of 180 all MF.xlsm OP CORPORATE BANK 2.5% SNR 20/05/22 0.00% XS1234804653 GBP100000 SCENTRE MGMT LTD 3.875% 16/07/2026 0.00% XS1087821531

ROYAL BK OF CANADA 1.375% SNR 09/12/24 GBP1000 0.00% XS2072818672

AMER INTL GRP 5% SNR MTN 26/04/2023 GBP 0.00% XS0252367775 S EASTN PWR 4.75% 30 SEP 2021 0.00% XS0686172601 BUPA FINANCE 2% GTD SNR 05/04/2024 GBP 0.00% XS1592647264 PROLOGIS L P 2.25% 30/06/2029 0.00% XS1577961862 IBERDROLA FINANZAS 7.375% GTD SNR 29/01/24 0.00% XS0410370919 GBP CIE DE ST-GOBAIN 5.625% SNR MTN 15/11/24GBP 0.00% XS0274270817 FIDELITY NATL INFO SERVICES 2.6% DUE 05-21-2025 0.00% XS1843436061 BEO AMGEN INC 4% SNR 13/09/2029 GBP100000 0.00% XS0829324457 EXXON MOBIL CORP 3.043% DUE 03-01-2026 0.00% US30231GAT94 SCHLUMBERGER HLDGS CORP 05-17-2028 0.00% USU8066LAH79 BEO

COLGATE-PALMOLIVE CO 4% DUE 08-15-2045 0.00% US19416QEJ58

U S BANCORP MEDIUM 2.375% DUE 07-22-2026 0.00% US91159HHN35 SANTANDER UK GROUP HLDGS PLC 3.823% 11-03- 0.00% US80281LAG05 2028 HCP INC 3.25% DUE 07-15-2026 0.00% US40414LAQ23 CHINA ST CONST.ENG 2.9% 05/07/2022 0.00% XS1634368507 SIEMENS 3.3% DUE 09-15-2046 0.00% US82620KAM53

SIMON PPTY GROUP L FIXED 2.45% 09-13-2029 0.00% US828807DF17

WASTE CONNECTIONS 2.6% DUE 02-01-2030 0.00% US94106BAA98 SCENTRE GROUP TR 1/2 FIXED 3.5% DUE 02-12- 0.00% USQ8351LAB91 2025 APACHE CORP 4.375% SNR 15/10/28 USD2000 0.00% US037411BE40 ORANGE 8.5% NTS 01/03/31 USD1000'4 0.00% US35177PAL13 ERP OPER LTD 3.25% DUE 08-01-2027 0.00% US26884ABG76 ROCHE HLDGS INC 7% DUE 03-01-2039 0.00% USU75000AN65

SPCL1 GEN ELEC CAP CORP 5.875% DUE 01-14-2038 0.00% US36962G3P70

ORACLE CORP 6.5% DUE 04-15-2038 0.00% US68389XAE58 OOREDOO INT FIN 4.75% GTD SNR 16/02/21 USD 0.00% XS0549116530

PVTPL TRUST F/1401 SR NT 5.25 DUE 12-15-2024 0.00% US898324AA61

NATIONWIDE BLDG FLTG RT 4.363% DUE 08-01- 0.00% US63861VAC19 2024 MIDAMERICAN ENERGY 6.125% DUE 04-01-2036 0.00% US59562VAM90 KEYCORP MEDIUM TERM SR NTS BOOK ENTRY MTN 0.00% US49326EED13 5.1% DUE 03-24-2021 SP POWER ASSETS 3.25% 24/11/2025 0.00% XS1323910254 CISCO SYS INC SR NT 5.9 DUE 02-15-2039 REG 0.00% US17275RAD44 CDN NATL RY CO 3.2% DUE 08-02-2046 0.00% US136375CK60 NIKE INC 3.875% SNR 01/11/2045 USD 0.00% US654106AE35 SYDNEY AIRPORT FINANCE 3.375% DUE 04-30- 0.00% USQ8809VAG43 2025 TOYOTA MTR CR CORP 3.375% DUE 04-01-2030 0.00% US89236TGY55 FISERV INC FIXED 2.25% DUE 06-01-2027 0.00% US337738BB35 CN LT & PWR CO 4.3% DUE 04-15-2044 0.00% US207597EG65 CVS HEALTH CORP 6.125% DUE 09-15-2039 0.00% US126650BR04 XCEL ENERGY INC 2.6% DUE 12-01-2029 0.00% US98389BAW00 AVALONBAY CMNTYS 3.35% DUE 05-15-2027 0.00% US05348EBA64 PNC BK N A PITT PA 3.25% DUE 06-01-2025 0.00% US69353REQ74 PVTPL CREDIT AGRICOLE S A LONDON 4.125% 01-10- 0.00% US22535WAB37 2027 HSBC HLDGS PLC 6.1% DUE 01-14-2042 0.00% US404280AM17 SACI FALABELLA 3.75% 10-30-2027 0.00% USP82290AR17 MCDONALDS CORP 4.45% DUE 03-01- 0.00% US58013MFC38 2047 REG

Page 95 of 180 all MF.xlsm TENCENT HLDGS LTD 3.8% DUE 02-11-2025 0.00% US88032XAD66 MERCK & CO INC NEW 4.0% 03-07-2049 0.00% US58933YAW57

TELSTRA CORPORATION 3.125% DUE 04-07-2025 BEO 0.00% USQ8940FAA23

HYUNDAI CAPITAL SERVICES 3.0% BNDS 03-06- 0.00% USY3815NAX94 2022 TENCENT HLDGS LTD 3.975% 04-11-2029 0.00% US88032XAN49 TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK 0.00% US89236TGX72 TRANCHE # TR 00166 3% 04-01-2025 NOBLE ENERGY INC 3.85% DUE 01-15-2028 0.00% US655044AP00 BSTN PPTYS LTD 3.4% DUE 06-21-2029 0.00% US10112RBB96 JPMORGAN CHASE & CO 3.782% DUE 02-01-2028 0.00% US46625HRY89 BEO ALLSTATE CORP 3.28% DUE 12-15-2026 0.00% US020002BD26 O REILLY AUTOMOTIVE INC NEW 3.6% DUE 09-01- 0.00% US67103HAF47 2027 ALLSTATE CORP 6.125% DUE 12-15-2032 0.00% US020002AP64 VERIZON 5.5% DUE 03-16-2047 0.00% US92343VDV36 ECOLAB INC 2.7% DUE 11-01-2026 0.00% US278865AV25 BANK OF CN LTD HK 3.875% SNR MTN 30/06/25 0.00% XS1252209249 USD PHILLIPS 66 FIXED 3.7% DUE 04-06-2023 0.00% US718546AU85 PVTPL CREDIT SUISSE GROUP AG SR CALL NT 4.194% 0.00% US225401AP33 DUE 04-01-2031 BEO

ASTRAZENECA PLC FIXED 2.125% DUE 08-06-2050 0.00% US046353AX64

MICROSOFT CORP 5.2% DUE 06-01-2039 0.00% US594918AD65 MARS INC 1.625% 07-16-2032 0.00% USU57346AK10 GLAXOSMITHKLINE 6.375% DUE 05-15-2038 0.00% US377372AE71 DISNEY WALT CO 3% DUE 07-30-2046 0.00% US25468PDN33 EQUATE PETROCHEMIC 4.25% GTD SNR 03/11/26 0.00% XS1513739760 USD ADOBE INC 2.3% DUE 02-01-2030 0.00% US00724PAD15 ABBVIE INC 3.6% 05-14-2025 0.00% US00287YAQ26 INTESA SANPAOLO S 3.375% DUE 01-12-2023 0.00% US46115HBC07 NOVARTIS CAP CORP 4.4% DUE 05-06-2044 0.00% US66989HAH12 SAUDI ARABIAN OIL 3.5% SNR MTN 16/04/2029 0.00% XS1982113208 USD KIMCO RLTY CORP 3.3% DUE 02-01-2025 0.00% US49446RAU32 UDR INC MEDIUM TERM NTS CORP 3.0% 08-15- 0.00% US90265EAR18 2031 ALIMENTATION COUCHE-TARD 2.95% DUE 01-25- 0.00% USC0219CAH00 2030 BEO PVTPL STANDARD CHARTERED PLC CORP 4.305%05-21- 0.00% US853254BP47 2030 NATIONWIDE B/S 4.302%-FRN SNR 08/03/29 USD 0.00% US63861VAB36 ORANGE NT STEP UP 03-01-2031 02-28-2031 0.00% US35177PAL13 TRCNTNTL GAS PIPE 3.25% DUE 05-15-2030 0.00% USU89354AA97 BERKSHIRE HATHAWAY 4.5% DUE 02-11-2043 0.00% US084670BK32 FORD MTR CR CO LLC NT FLTG RATE DUE 08-03-2022 0.00% US345397YP29 REG

PVT PLBNP PARIBAS SR NON PFD 5.198% 01-10-2030 0.00% US09659W2H65

SHELL INTL FIN B V 3.875% DUE 11-13-2028 0.00% US822582CB65 CITIGROUP INC 4.65% DUE 07-30-2045 0.00% US172967JU60

ANHEUSER-BUSCH COS LLC CORP 4.7% 02-01-2036 0.00% US03522AAH32

NEXTERA ENERGY CAP FIXED 2.75% DUE 05-01-2025 0.00% US65339KBQ22

CAMDEN PPTY TR 2.8% DUE 05-15-2030/04- 0.00% US133131AZ59 20-2020 REG APT PIPELINES LTD 4.25% DUE 07-15-2027 0.00% USQ04578AG72 RELX CAP INC 4.0% 03-18-2029 0.00% US74949LAC63 NUTRIEN LTD 3.375% DUE 03-15-2025 0.00% US67077MAL28 AMER MOVIL SAB DE 3.625% DUE 04-22-2029 0.00% US02364WBH79

Page 96 of 180 all MF.xlsm PVTPL ENI S P A NT X 4.75% DUE 09-12-2028 0.00% US26874RAE80 DEUTSCHE TELEKOM STEP CPN 8.75% DUE 06-15- 0.00% US25156PAC77 2030 ONEOK PARTNERS L P 3.375% DUE 10-01-2022 0.00% US68268NAJ28 MEDTRONIC INC 4.375% DUE 03-15-2035 0.00% US585055BT26 SCHLUMBERGER INVT 3.65% DUE 12-01-2023 0.00% US806854AH81 EASTMAN CHEM CO 4.5% 12-01-2028 0.00% US277432AW04

PVTPL BPCE SR NON PFD 4.625% 09-12-2028 0.00% US05583JAE29

TRAVELERS COS INC 4.05% DUE 03-07-2048 0.00% US89417EAN94

PVTPL NATIONWIDE BLDG SOC 4.302% 03-08-2029 0.00% US63861VAB36

TARGET CORP 4% DUE 07-01-2042 0.00% US87612EBA38 JOHNSON & JOHNSON 5.95% DUE 08-15-2037 0.00% US478160AN49 MANULIFE FINL CORP 4.15% DUE 03-04-2026 0.00% US56501RAC07 SUMITOMO MITSUI FINL GROUP INC FIXED 3.04% 07- 0.00% US86562MBP41 16-2029 TOTAL CAP INTL 3.455% 02-19-202 0.00% US89153VAQ23

U S BANCORP TRANCHE # TR 00175 3.7 01-30-2024 0.00% US91159HHG83

PRAXAIR INC NT 2% 08-10-2050 0.00% US74005PBS20 AMERN EXPRESS CO 8.15% DUE 03-19-2038 0.00% US025816AZ26

PKO FIN AB 4.63% BDS 26 SEP 22 USD1000 REG S 0.00% XS0783934085

OOREDOO INT FIN 3.75% GTD SNR 22/06/26 USD 0.00% XS1435374126 CNOOC FIN 2011 LTD 4.25 DUE 01-26-2021 0.00% USG2353WAA92 EMD FINANCE LLC 3.25% 19/03/2025 0.00% USU2912LAF05 DOLPHIN ENERGY LTD 5.5% SNR SEC 15/12/2021 0.00% USM28368AB04 USD TENCENT HLDGS LTD 3.595% 01-19-2028 0.00% US88032XAG97 UNION PAC CORP 3.375% DUE 02-01-2035 0.00% US907818EB01

PVTPL AIR LIQUIDE FIN S A FIXED 2.25% 09-10-2029 0.00% US00913RAF38

NATL RURAL UTILS 3.4% DUE 02-07-2028 0.00% US637432NP60 SABIC CAPITAL II B 4% GTD SNR 10/10/2023USD 0.00% XS1890684688 CARDINAL HLTH INC 3.41% DUE 06-15-2027 0.00% US14149YBJ64 THERMO FISHER SCIENTIFIC INC 4.133% DUE 03-25- 0.00% US883556CF73 2025 REG ALLSTATE CORP 4.5% DUE 06-15-2043 0.00% US020002BA86

ENEL FIN INTL N V FIXED 3.625% DUE 05-25-2027 0.00% USN30707AC23

OREILLY AUTO NEW 3.6% GTD SNR 01/09/2027USD 0.00% US67103HAF47

COOPERATIEVE 5.25% DUE 05-24-2041 0.00% US21685WCJ45 UTD PARCEL SVC INC 6.2% DUE 01-15-2038 0.00% US911312AJ59 HOME DEPOT INC 3.9% DUE 06-15-2047 0.00% US437076BS00 KOREA GAS CORP 3.875% DUE 02-12-2024 0.00% US50066CAG42 BLACKSTONE 1.6% DUE 03-30-2031 0.00% USU0925BAA27 CVS HEALTH CORP 4.875% DUE 07-20-2035 0.00% US126650CM08 CHEVRON CORP NEW 2.236% DUE 05-11-2030 0.00% US166764BY53 AIR PRODS & CHEMS INC 2.05% DUE 05-15-2030 0.00% US009158BC97 REG

BP CAP MKTS AMER FIXED 3.017% DUE 01-16-2027 0.00% US10373QAV23

V F CORP 2.4% DUE 04-23-2025 REG 0.00% US918204BA53 BMW US CAPITAL LLC 2.8% GTD SNR 11/04/2026 0.00% US05565EAH80 USD GRUPO BIMBO SAB DE 4.5 DUE 01-25-2022 0.00% USP4949BAH70 3M CO 4.0% 09-14-2048 0.00% US88579YBD22 PVTPL HYUNDAI CAPITAL SERVICES 3.625% 08-29- 0.00% US44920UAL26 2027 BK TOKYO MITSUBISHI LTD UFJ.LTD 3.2 DUE 02-26- 0.00% USJ0423YBF00 2023 BEO PVTPL BMW US CAP LLC NT 144A 2.8% DUE 04-11- 0.00% US05565EAH80 2026/04-11-2016 BEO

Page 97 of 180 all MF.xlsm AMCOR FIN USA INC 3.625% DUE 04-28-2026 REG 0.00% US02343UAG04 NORFOLK SOUTHN 3.4% DUE 11-01-2049 0.00% US655844CD87

UTD PARCEL SERV 6.2% SNR 15/01/2038 USD2000 0.00% US911312AJ59

PVTPL STANDARD CHARTERED PLC NT 144A 3.2% 0.00% US853254AX89 DUE 04-17-2025 BEO ASTRAZENECA PLC 6.45% DUE 09-15-2037 0.00% US046353AD01 ABB FIN USA INC 3.8% DUE 04-03-2028 0.00% US00037BAF94 AT&T INC 4.8% DUE 06-15-2044 0.00% US00206RCG56 AVALONBAY CMNTYS INC FIXED 3.3% 06-01-2029 0.00% US05348EBF51 REG CREDIT AGRICOLE S A SR BK NTS BOOK ENTRY3.875 0.00% US22532MAM47 DUE 04-15-2024 ING GROEP N V FIXED 3.95% DUE 03-29-2027 0.00% US456837AH61 UNITEDHEALTH GROUP 4.625% DUE 07-15-2035 0.00% US91324PCQ37 ECOLAB INC 1.3% DUE 01-30-2031 0.00% US278865BF65

O REILLY AUTOMOTIVE INC NEW 1.75% 03-15-2031 0.00% US67103HAK32

ENEL FIN INTL NV BNDS 3.625% 25/05/2027 0.00% USN30707AC23 RIO TINTO FIN USA 5.2 DUE 11-02-2040 0.00% US767201AL06 GEN ELEC CO 5.875% SNR MTN 14/01/38 USD 0.00% US36962G3P70 KIMBERLY CLARK 6.625% DUE 08-01-2037 0.00% US494368BC63 HOME DEPOT INC 5.875% DUE 12-16-2036 0.00% US437076AS19

NEW ORIENTAL EDUCA 2.125% SNR 02/07/2025USD 0.00% XS2188788140

GAZ CAPITAL SA 5.15% SNR 11/02/2026 USD 0.00% XS1951084471 ISRAEL ELECTRIC 4.25% SNR SEC 14/08/28 USD 0.00% IL0060002446 APACHE CORP 4.375% 10-15-2028 0.00% US037411BE40 NIKE INC 3.375% DUE 11-01-2046 0.00% US654106AG82 BANCO DEL ESTADO DE CHILE MEDIUM TERM 0.00% US05968AAD81 NT2.668% DUE 01-08-2021/01-08-2018 CNOOC FINANCE 2013 LTD CORP 2.875% 09-30- 0.00% US12625GAF19 2029

RELIANCE INDS 3.667% SNR 30/11/27 USD1000 0.00% USY72570AN72

BEIJING GAS SG CAP 2.75% 31/05/2022 0.00% XS1612471117 MITSUBISHI UFJ FINL GROUP INC 3.961% DUE 03-02- 0.00% US606822AV60 2028

PVTPL EXPERIAN FIN PLC 4.25% DUE 02-01-2029 0.00% US30217AAB98

AMERN EXPRESS CO 4.05% DUE 12-03-2042 0.00% US025816BF52 EQUINOR ASA 2.375% DUE 05-22-2030 REG 0.00% US29446MAK80 SIMON PPTY GROUP L 3.375% DUE 12-01-2027 0.00% US828807DE42

JPMORGAN CHASE & CO 2.739% DUE 10-15-2030 0.00% US46647PBE51

THE BARING ASIA PRIVATE EQUITY FUND IV LP 0.00% DU0BARASIA41 THE BARING ASIA PRIVATE EQUITY FUND V LP 0.00% DU0BARASIA52 DIRECT CAPITAL IV 0.00% DU00DIRCAP47 DIRECT CAPITAL V 0.00% DU00DIRCAP59 MERCER PRIVATE INVESTMENT PARTNERS IV SICAV SIF 0.00% DU00MERPIP46 CLASS A MERCER PRIVATE INVESTMENT PARTNERS V SICAV SIF 0.00% DU00MERPIP58 CLASS A SUSPENSE A/C 0.00% PIONEER CAPITAL PARTNERS II LP 0.00% DU000PCP2LP7 PIONEER CAPITAL PARTNERS III LP 0.00% DU000PCP3LP6 BELLWAY GBP0.125 0.00% GB0000904986 VISTRY GROUP PLC 0.00% GB0001859296 RATHBONE BROTHERS PLC 0.00% GB0002148343 GAMES WORKSHOP GROUP PLC 0.00% GB0003718474 VICTREX PLC 0.00% GB0009292243 ADVANCED ENERGEY INDUSTRIES INC 0.00% US0079731008 BOSTON BEER COMPANY INC 0.00% US1005571070 NORDIC AMERICAN TANKER LTD 0.00% BMG657731060 QUANTA SERVICES INC 0.00% US74762E1029

Page 98 of 180 all MF.xlsm MASTEC INC 0.00% US5763231090 CABOT OIL AND GAS CORP 0.00% US1270971039 RADIAN GROUP INC 0.00% US7502361014 CARLISLE COS INC 0.00% US1423391002 AMERICAN EQUITY INVESTMENT LIFE HOLDING 0.00% US0256762065 BRINKER INTERNATIONAL INC 0.00% US1096411004 TEMPUR SEALY INTERNATIONAL INC 0.00% US88023U1016 BIG LOTS INC 0.00% US0893021032 COOPER TIRE & RUBBER COMPANY 0.00% US2168311072 FEDERATED HERMES COM NPV CLASS B 0.00% US3142111034 DARLING INGREDIENTS INC 0.00% US2372661015 AMDOCS LIMITED 0.00% GB0022569080 DONALDSON COMPANY INC 0.00% US2576511099 FIRST BANCORP PUERTO RICO 0.00% PR3186727065 EATON VANCE CORP 0.00% US2782651036 GENTEX CORPORATION 0.00% US3719011096 GRACO INC 0.00% US3841091040 FORTUNA SILVER MINES INC 0.00% CA3499151080 INFOSYS LTD 0.00% US4567881085 MKS INSTRUMENTS INC 0.00% US55306N1046 WESCO INTERNATIONAL INC 0.00% US95082P1057 HECLA MINING CO COM 0.00% US4227041062 HELEN OF TROY LTD 0.00% BMG4388N1065 UNITED THERAPEUTICS CORP 0.00% US91307C1027 NIC INC 0.00% US62914B1008 ENCORE CAPITAL GROUP INC 0.00% US2925541029 IAMGOLD CORP 0.00% CA4509131088 IMPERIAL OIL LTD 0.00% CA4530384086 KB HOME 0.00% US48666K1097 KIMBERLY CLARK DE MEXICO A 0.00% MXP606941179 ARGO GROUP INTERNATIONAL HOLDINGS LTD 0.00% BMG0464B1072 LANDSTAR SYSTEM INC 0.00% US5150981018 LITHIA MOTORS INC 0.00% US5367971034 RANGE RESOURCES CORP 0.00% US75281A1097 LOUISIANA-PACIFIC CORP 0.00% US5463471053 MGIC INVESTMENT CORP 0.00% US5528481030 MI HOMES INC 0.00% US55305B1017 MDC HOLDINGS INC 0.00% US5526761086 MSC INDUSTRIAL DIRECT CO INC 0.00% US5535301064 HERMAN MILLER INC 0.00% US6005441000 MERITAGE HOMES CORPORATION 0.00% US59001A1025 MERITOR INC 0.00% US59001K1007 NATIONAL FUEL GAS COMPANY 0.00% US6361801011 WIPRO SPON ADR REP 1 ORD SHS 0.00% US97651M1099 OWENS & MINOR INC 0.00% US6907321029 PATTERSON COS INC 0.00% US7033951036 PATRICK INDS INC COM NPV 0.00% US7033431039 QUIDEL CORPORATION 0.00% US74838J1016 AUTONATION INC 0.00% US05329W1027

COMPANHIA DE SANEAMENTO DO PARANA SANEPAR 0.00% BRSAPRACNPR6

POOL CORPORATION 0.00% US73278L1052 SIMPSON MANUFACTURING CO INC 0.00% US8290731053 SILGAN HOLDINGS INC 0.00% US8270481091 ACUITY BRANDS INC 0.00% US00508Y1029 SYNAPTICS INC COM USD 0.001 0.00% US87157D1090 ASBURY AUTOMOTIVE GROUP 0.00% US0434361046 TUPPERWARE BRANDS CORPORATION 0.00% US8998961044 TOLL BROTHERS INC 0.00% US8894781033 TORO CO 0.00% US8910921084 MARATHON OIL CORP 0.00% US5658491064 MEDIFAST INC 0.00% US58470H1014 NEXSTAR BROADCASTING GROUP INC 0.00% US65336K1034 WEST FRASER TIMBER CO 0.00% CA9528451052 WILLIAMS-SONOMA INC 0.00% US9699041011

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HENGAN INTERNATIONAL GROUP COMPANY LIMIT 0.00% KYG4402L1510

ADVANTECH CO LTD 0.00% TW0002395001 DELTA ELECTRONICS INC 0.00% TW0002308004 EBARA CORP 0.00% JP3166000004 NORTHAM PLATINUM LTD 0.00% ZAE000030912 HASEKO CORP 0.00% JP3768600003 CHINA GAS HOLDINGS LIMITED 0.00% BMG2109G1033 LG CORP 0.00% KR7003550001 NIPPON ELECTRIC GLASS CO LTD 0.00% JP3733400000 ANGLO AMERICAN PLATINUM LIMITED 0.00% ZAE000013181 SAWAI PHARMACEUTICAL CO LTD 0.00% JP3323050009 SUMITOMO FORESTRY CO LTD 0.00% JP3409800004 TOKUYAMA CORP 0.00% JP3625000009 UNITED MICROELECTRONICS CORP 0.00% TW0002303005 DORMA KABA HOLDING AG 0.00% CH0011795959 TENARIS SA 0.00% LU0156801721 AFFILIATED MANAGERS GROUP 0.00% US0082521081 AXIS CAPITAL HOLDING 0.00% BMG0692U1099 CENTERRA GOLD INC 0.00% CA1520061021 ENERSYS COM 0.00% US29275Y1029 PAYPOINT PLC 0.00% GB00B02QND93 ROYAL DUTCH SHELL PLC - A SHARES 0.00% GB00B03MLX29

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IRELAND GOVERNMENT 181030 0.20 GB 0.00% IE00BKFVC899 CRH FINLAND SERVICES OYJ 051123 0.875 CB 0.00% XS2169281131 CNA FINANCIAL CORP 151123 7.25 CB 0.00% US126117AE07 FIRSTENERGY CORP 151131 7.375 CB 0.00% US337932AC13 TIME WARNER CABLE ENTERPRISES LLC 150323 8.375 0.00% US88731EAF79 CB GNMA 30 YEAR SINGLE FAMILY 150141 4.00 MBS POOL 0.00% US36241LS239 783237 FHLMC GOLD 30 YEAR 011236 5.00 MBS POOL NO 0.00% US3128M7KV75 G05408 FHLMC GOLD 30 YEAR 010939 5.00 MBS POOL NO 0.00% US3128M9D258 G07021 DOMINION RESOURCES INC 150922 2.75 CB 0.00% US25746UBP30 FHLMC GOLD 20 YEAR 010732 3.50 MBS POOL NO 0.00% US3128P7TY92 C91467 FNMA 20 YEAR 010232 4.00 MBS POOL MA0977 0.00% US31418ACP12 FHLMC GOLD 15 YEAR 010926 3.50 MBS POOL NO 0.00% US3128PWMN52 J16665 FHLMC GOLD 30 YEAR 010441 4.50 MBS POOL NO 0.00% US3132GDAT90 Q00018 FHLMC GOLD 30 YEAR 01641 4.50 MBS POOL NO 0.00% US3132GFA801 Q01831 FHLMC GOLD 30 YEAR 010438 5.50 MBS POOL NO 0.00% US3128M6B985 G04264

Page 105 of 180 all MF.xlsm FNMAI 15 YEAR CONVENTIONAL 010826 4.50 MBS 0.00% US3138EJKC14 POOLNO AL2090 FGLMC GOLD 30 YEAR 010338 5.50 MBS POOL NO 0.00% US3128M5YD65 G04008

FHLMC GOLD 20 YEAR 010523 5.00 MBS POOL D96028 0.00% US3128E2VV58

FNMA 20 YEAR 010330 4.50 MBS POOLNO MA0353 0.00% US31417YMB01

GNMA 30 YEAR SINGLE FAMILY 150741 4.50 MBS POOL 0.00% US3620ASPD57 738520 FNMA 30 YEAR CONVENTIONAL 010141 4.00 MBS 0.00% US3138A1LE91 POOL AH0324 FNMA 30 YEAR CONVENTIONAL 011039 6.50 MBS 0.00% US3138EH7L06 POOL AL1798 GNMA 30 YEAR SINGLE FAMILY 150935 5.50 MBS POOL 0.00% US3622A2BQ42 783647 FHLMC GOLD 30 YEAR 010138 5.50 MBS POOL NO 0.00% US3128M7RU20 G05599 FHLMC GOLD 15 YEAER 010827 3.0 MBS POOL NO 0.00% US31306XBJ19 J20041 FHLMC GOLD 15 YEAR 010927 3.0 MBS POOL NO 0.00% US31306XQY21 J20471 FNMA 30 YEAR CONVENTIONAL 010640 6.0 MBS 0.00% US3138EJ2P29 POOLNO AL2581 FNMA 15 YEAR CONVENTIONAL 010627 3.00 MBS 0.00% US3138M0CZ10 POOL AO8187 FNMA 15 YEAR CONVENTIONAL 010827 3.00 MBS 0.00% US31417CRL18 POOL AB5890 FHLMC GOLD 30 YEAR 010137 5.50 MBS POOL NO 0.00% US3128M7E854 G05259

CROWN CASTLE INTERNATIONAL CORP 150123 5.25 CB 0.00% US228227BD57

FNMA 15 YEAR CONVENTIONAL 010526 4.50 MBS 0.00% US31416YQ924 POOL AB3179 FNMA 15 YEAR CONVENTIONAL 010127 4.50 MBS 0.00% US31418ADF21 POOL MA1001 FEDERAL NATIONAL MORTGAGE ASSOCIATION 151043 0.00% US01F0226A83 0.0 TBA FEDERAL NATIONAL MORTGAGE ASSOCIATION 151031 0.00% US01F0204A48 0.00 TBA FNMA 15 YEAR CONVENTIONAL 010528 2.00 MBS 0.00% US3138WQCF77 POOL AT2769 GNMA II 30 YEAR SINGLE FAMILY 201142 2.50 MBS 0.00% US36179MSV36 POOL MA0532 FNMA 30 YEAR CONVENTIONAL 011038 6.50 MBS 0.00% US31415WX652 POOL 991801 GNMA II 30 YEAR SINGLE FAMILY 200743 3.00 MBS 0.00% US36179NH925 POOL NO MA1156 FNMA 30 YEAR CONVENTIONAL 011038 6.50 MBS 0.00% US31414KJ279 POOL 968381 GNMA 30 YEAR SINGLE FAMILY 150543 3.00 MBS POOL 0.00% US36180NDN21 AD9109 GNMA 30 YEAR SINGLE FAMILY 150643 3.00 MBS POOL 0.00% US36180NKP95 AD9302 GNMA 30 YEAR SINGLE FAMILY 150643 3.00 MBS POOL 0.00% US36181BKY55 AE7511 FEDERAL NATIONAL MORTGAGE ASSOCIATION 151143 0.00% US01F0226B66 0.00 TBA GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 0.00% US21H0226B29 151143 0.00 TBA FNMA 30 YEAR CONVENTIONAL 011143 4.0 MBS 0.00% US3138XBAY07 POOLNO AV0022 GNMA 30 YEAR SINGLE FAMILY 150641 6.00 MBS POOL 0.00% US3622A2D829 783727

Page 106 of 180 all MF.xlsm FEDERAL NATIONAL MORTGAGE ASSOCIATION 151046 0.00% US01F0426A65 0.00 TBA FNMA 30 YEAR CONVENTIONAL 010935 4.50 MBS 0.00% US31407NQM82 POOL 835760

FHLMC GOLD 30 YEAR 011036 5.00 MBS POOL G02342 0.00% US3128LXS762

FNMA 30YR CONVENTIONAL LOAN 011036 6.50 0.00% US31403DWH87 FNMA 30 YEAR CONVENTIONAL 010737 6.00 MBS 0.00% US31413BU822 POOL 940807 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 0.00% US21H0406A63 151043 0.00 TBA GNMA 30 YEAR SINGLE FAMILY 150639 5.00 MBS POOL 0.00% US36296QV558 698236 GNMA 150139 6.0 MBS POOL 698035 0.00% US36296QPU75 FEDERAL NATIONAL MORTGAGE ASSOCIATION 151043 0.00% US01F0406A02 0.00 TBA FHLMC GOLD 30 YEAR 010538 5.0 MBS POOL NO 0.00% US3128M6YJ19 G04913 FNMA 30 YEAR CONVENTIONAL 010441 4.50 MBS 0.00% US3138ABN217 POOL AH9408 FNMA 30 YEAR CONVENTIONAL 011040 4.0 MBS 0.00% US31419JLR76 POOLNO AE7535 FNMA 30 YR CONV LOAN 011040 4.0 MBS POOL 0.00% US31419DEV91 AE2847 GNMA 30 YEAR SINGLE FAMILY 150440 5.00 MBS POOL 0.00% US3620AQ7C11 737191 GNMA 30 YEAR SINGLE FAMILY 150440 5.00 MBS POOL 0.00% US3620AQ7E76 737193 GNMA 30 YEAR SINGLE FAMILY 150740 5.00 MBS POOL 0.00% US36241LLD63 783024 FNMA 30 YEAR CONVENTIONAL 011039 6.50 MBS 0.00% US31419AP508 POOL AE0443 GNMA II 15 YR SING FAMILY 200841 4.50 MBS POOL 0.00% US36202FXC57 005175 GNMA 30 YEAR SINGLE FAMILY 150540 6.00 MBS POOL 0.00% US36241LRD00 783184 FHLMC GOLD 15 YEAR 010826 3.50 MBS POOLNO 0.00% US3128PWDD71 J16400 FHLMC GOLD 20 YEAR 010635 3.00 MBS POOL NO 0.00% US3128P8A840 C91831 FNMA 30 YEAR CONVENTIONAL 011044 4.00 MBS 0.00% US3138XW4S43 POOL AW7132 GOLDMAN SACHS GROUP INC 270723 2.00 CB 0.00% XS1265805090 FHLMC GOLD 20 YEAR 010935 3.00 MBS POOL NO 0.00% US3128P8BL47 C91843 FNMA 30 YEAR CONVENTIONAL 010644 4.0 MBS 0.00% US3138XSP846 POOLNO AW3146 GNMA 30 YEAR SINGLE FAMILY 150443 3.00 MBS POOL 0.00% US36178D7F29 AA6294 KINDER MORGAN ENERGY PARTNERS LP 010924 4.25 0.00% US494550BV76 CB BRITISH COLUMBIA PROVINCE OF 180625 2.85 GB 0.00% CA11070TAF53 FREDDIE MAC SE 4024 CL KP 150342 ABS 0.00% US3137ANKY09 FNMA 30 YEAR CONVENTIONAL 010943 3.50 MBS 0.00% US3138X5QA80 POOL AU5848 FNMA 30 YEAR CONVENTIONAL 010245 3.50 MBS 0.00% US31418BMM53 POOL NO MA2163 FHLMC GOLD 30 YEAR 011246 3.00 MBS POOL NO 0.00% US3132WJUU30 Q45094 FNMA 30 YEAR CONVENTIONAL 010746 2.50 MBS 0.00% US31418B7L46 POOL MA2698 GNMA II 30 YEAR SINGLE FAMILY 200247 3.50 MBS 0.00% US36179SWX16 POOL MA4262 GOVERNMENT NATIONAL MOR SE 2014 91 CL CB 0.00% US38379CRT52 160140 ABS

Page 107 of 180 all MF.xlsm FHLMC 20 YEAR 010935 3.00 MBS POOL NO C91846 0.00% US3128P8BP50

FNMA 30 YEAR CONVENTIONAL 010945 4.00 MBS 0.00% US31418BU797 POOL MA2405 GNMA 30 YEAR SINGLE FAMILY 150439 6.00 MBS POOL 0.00% US36297FDN96 710309

PIONEER NATURAL RESOURCES CO 150126 4.45 CB 0.00% US723787AM91

FNMA 20 YEAR 010336 3.00 MBS POOL MA2550 0.00% US31418BZQ21 GNMA II 30 YEAR SINGLE FAMILY 200146 4.50 MBS 0.00% US36179RXF18 POOL MA3378 FHLMC GOLD 20 YEAR 010436 3.00 MBS POOL NO 0.00% US3128P8CC39 C91867 FNMA 30 YEAR CONVENTIONAL 010246 3.50 MBS 0.00% US3140E47L50 POOL BA0898 CONSOLIDATED EDISON INC 150521 2.00 CB 0.00% US209115AC88 SOFI CONSUMER LOAN PROGRAM SER 16 1 CLASS A 0.00% US78471DAA54 250825 ABS FNMA 30 YEAR CONVENTIONAL 010845 4.00 MBS 0.00% US31418BT559 POOL MA2371 FHLMC GOLD 30 YEAR 010845 4.50 MBS POOLNO 0.00% US31335AUM88 G60588 FNMA 30 YEAR CONVENTIONAL 010844 4.50 MBS 0.00% US3138EPSG06 POOL AL6818 FNMA 30 YEAR CONVENTIONAL 010941 5.50 MBS 0.00% US3138ETLL85 POOL AL8430 FNMA 30 YEAR CONVENTIONAL 010545 2.50 MBS 0.00% US3138YRZ506 POOL AZ0763 FNMA 30 YEAR CONVENTIONAL 010646 4.00 MBS 0.00% US3140F5Z633 POOL BC9764 GNMA II 30 YEAR SINGLE FAMILY 200648 3.50 MBS 0.00% US36179TZ403 POOL NO MA5263 FNMA 30 YEAR CONVENTIONAL 010447 4.00 MBS 0.00% US3140FTAP63 POOL BE7213 JP MORGAN CHASE AND CO 230729 4.203 CB 0.00% US46647PAV85 BANK OF AMERICA CORP 230729 4.271 CB 0.00% US06051GHM42 FNMA 30 YEAR CONVENTIONAL 010548 3.50 MBS 0.00% US3140H4B452 POOL BJ2758 COMCAST CORP 151028 4.15 CB 0.00% US20030NCT63 COMCAST CORP 151025 3.95 CB 0.00% US20030NCS80

FNMA 20 YEAR 010437 2.50 MBS POOLNO BM1257 0.00% US3140J5MF35

BECTON DICKINSON AND CO 060624 3.363 CB 0.00% US075887BV02 FNMA 30 YEAR CONVENTIONAL 010647 4.00 MBS 0.00% US3140FPDG16 POOL NO BE3702 FHLMC GOLD 30 YEAR 010947 3.50 MBS POOL NO 0.00% US3128MJ2M18 G08779 GNMA II 30 YEAR SINGLE FAMILY 200747 3.50 MBS 0.00% US36179TCX19 POOL MA4586 FNMA 30 YEAR CONVENTIONAL 010947 3.50 MBS 0.00% US31418CPE83 POOL MA3120

FHLMC GOLD 30 YEAR 011247 3.50 MBS POOL G08792 0.00% US3128MJ3A60

FNMA 30 YEAR CONVENTION 011047 4.00 MBS POOL 0.00% US3140J6GM33 BM2003 CVS HEALTH CORP 250325 4.10 CB 0.00% US126650CW89 CVS HEALTH CORP 250328 4.30 CB 0.00% US126650CX62 CVS HEALTH CORP 090321 3.35 CB 0.00% US126650DC17 FNMA 30 YEAR CONVENTIONAL 010548 3.50 MBS 0.00% US31418CWS96 POOL MA3356 FNMA 30 YEAR CONVENTIONAL 011247 3.50 MBS 0.00% US3140H23B24 HPEFS EQUIPMENT TRUST SER 19 1A CLASS A2 200929 0.00% US40438DAB55 ABS WALMART INC 240949 2.95 CB 0.00% US931142EP44 JPMORGAN CHASE AND CO 151025 2.301 CB 0.00% US46647PBF27

Page 108 of 180 all MF.xlsm BALTIMORE GAS AND ELECTRIC CO 150949 3.20 CB 0.00% US059165EL08

PENSKE TRUCK LEASING CO LP 011124 2.7 CB 0.00% US709599BG87 NEXTERA ENERGY CAPITAL HOLDINGS INC 011129 2.75 0.00% US65339KBM18 CB UNION PACIFIC CORP 200360 3.839 CB 0.00% US907818FG88 FNMA 30 YEAR CONVENTIONAL 10947 3.50 MBS POOL 0.00% US3140Q7QD28 CA0451 ANHEUSER BUSCH INBEV WORLDWIDE INC 230129 0.00% US035240AQ30 4.75 CB JP MORGAN CHASE AND CO 290127 3.96 CB 0.00% US46647PBA30 UNION PACIFIC CORP 010329 3.70 CB 0.00% US907818FB91 CITIGROUP INC 200330 3.98 CB 0.00% US172967ME81 CHESAPEAKE FUNDING LLC SER 19 1A CLASS A1 150431 0.00% US165183BY90 ABS FOX CORP 250124 4.03 CB 0.00% US35137LAG05 FOX CORP 250129 4.709 CB 0.00% US35137LAH87 LOWES COMPANIES INC 050429 3.65 CB 0.00% US548661DR53 PENSKE TRUCK LEASING CO LP 010724 3.45 CB 0.00% US709599BF05 DISCOVERY COMMUNICATIONS 150529 4.125 CB 0.00% US25470DBF50 AMERICAN TOWER CORP 150829 3.80 CB 0.00% US03027XAW02 BOSTON GAS CO 010829 3.001 CB 0.00% US100743AL70 CITIGROUP INC 290131 2.666 CB 0.00% US172967ML25 FNMA 15 YEAR CONVENTIONAL 011032 3.00 MBS 0.00% US3132A9T641 POOL NO ZS8673 AMGEN INC 210250 3.375 CB 0.00% US031162CS70 ORACLE CORP 010450 3.60 CB 0.00% US68389XBX21 T MOBILE USA INC 150430 3.875 CB 0.00% US87264ABE47 MPLX LP 011222 3.50 CB 0.00% US55336VBK52 MONDELEZ INTERNATIONAL INC 130430 2.75 CB 0.00% US609207AT22

AMERICAN WATER CAPITAL CORP 010530 2.80 CB 0.00% US03040WAW55

AMERICAN WATER CAPITAL CORP 010550 3.45 CB 0.00% US03040WAX39 CHARTER COMMUNICATIONS OPERATING LLC 010431 0.00% US161175BU77 2.80 CB VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 0.00% USU9273ADA08 130525 3.35 CB ZOETIS INC 150550 3.0 CB 0.00% US98978VAT08 WELLS FARGO AND CO 040525 1.338 CB 0.00% XS2167007249 UNITEDHEALTH GROUP INC 150126 1.25 CB 0.00% US91324PDW95 UNITEDHEALTH GROUP INC 150550 2.90 CB 0.00% US91324PDZ27 BOSTON SCIENTIFIC CORP 010630 2.65 CB 0.00% US101137BA41 PFIZER INC 280530 1.70 CB 0.00% US717081EY56 AT AND T INC 190528 1.60 CB 0.00% XS2180007549 BRISTOL MYERS SQUIBB 150626 3.20 CB 0.00% US110122CN68 EAST OHIO GAS CO 150625 1.30 CB 0.00% US27409LAA17 EAST OHIO GAS CO 150630 2.00 CB 0.00% US27409LAC72

PRINCIPAL LIFE GLOBAL FUNDING II 230625 1.25 CB 0.00% US74256LEE56

PACIFIC LIFE GLOBAL FUNDING 240625 1.20 CB 0.00% US6944PL2B41 FEDERAL NATIONAL MORTAGE ASSOCIATION 141050 0.00% US01F0206A20 2.00 TBA OTIS WORLDWIDE CORP 050425 2.056 CB 0.00% US68902VAH06 NORTHEASTERN UNIVERSITY 011050 2.894 CB 0.00% US664675AT20 FNMA 30 YEAR CONVENTIONAL 010748 3.50 MBS 0.00% US3140X6GA38 POOL NO FM2892 BANK OF AMERICA CORP 230731 1.898 CB 0.00% US06051GJF72 EVERSOURCE ENERGY 150830 1.65 CB 0.00% US30040WAK45 COMCAST CORP 150231 1.50 CB 0.00% US20030NDN84 CVS HEALTH CORP 210827 1.30 CB 0.00% US126650DM98

INTERCONTINENTAL EXCHANGE INC 150932 1.85 CB 0.00% US45866FAN42

AMERICAN TOWER CORP 150128 0.50 CB 0.00% XS2227905903 GILEAD SCIENCES INC 011027 1.20 CB 0.00% US375558BX02

Page 109 of 180 all MF.xlsm ONTARIO TEACHERS FINANCE TRUST 270930 1.25 CB 0.00% US68329AAH14

FEDERAL NATIONAL MORTGAGE ASSOCIATION 250735 0.00% US01F0124A11 1.50 TBA BPCE SA 061026 1.652 CB 0.00% US05583JAH59 SWITZERLAND CONFEDERATION OF GOVT 080428 4.00 0.00% CH0008680370 GB VOLKSWAGEN LEASING GMBH 160221 0.25 CB 0.00% XS1865186594 ORANGE SA 150122 0.5 CB 0.00% FR0013396496 VOLKSWAGEN BANK GMBH 310124 1.875 CB 0.00% XS1944390241 ITAL BTPS 010949 3.85 CB 0.00% IT0005363111 VODAFONE GROUP PLC 241126 0.90 CB 0.00% XS2002017361 BPCE SA 150126 0.25 CB 0.00% FR0013476199 EUROPEAN FINANCIAL STABILITY FACILITY SA 200150 0.00% EU000A1G0EG5 0.70 GB SIEMENS FINANCIERINGSMAA TSCHAPPIJ NPV 200225 0.00% XS2118273866 1.00 CB PORTUGAL REPUBLIC OF GOVERNMENT 151027 0.70 0.00% PTOTEMOE0035 GB BNP PARIBAS 010928 0.50 CB 0.00% FR0013532280

FINLAND REPUBLIC OF GOVERNMENT 150930 0.00 GB 0.00% FI4000441878

SWITZERLAND CONFEDERATION OF GOVT 080433 3.50 0.00% CH0015803239 GB ABBVIE INC 211122 2.30 CB 0.00% US00287YBL20 ABBVIE INC 211124 2.60 CB 0.00% US00287YBQ17 ABBVIE INC 211126 2.95 CB 0.00% US00287YBU29 AUSTRALIA COMMONWEALTH OF GOVERNMENT 0.00% AU000XCLWAS7 210347 3.00 GB AUSTRALIA GOVERNMENT 210424 2.75 GB 0.00% AU3TB0000143 AUSTRALIA COMMONWEALTH OF GOVERNMENT 0.00% AU3TB0000168 210425 3.25 GB AUSTRALIA COMMONWEALTH OF GOVERNMENT 0.00% AU0000018442 210541 2.75 GB AUSTRALIA COMMONWEALTH OF GOVERNMENT 0.00% AU0000097495 210651 1.75 GB

AMERICAN HONDA FINANCE CORP 100123 2.05 CB 0.00% US02665WDC29

AMERICAN INTL GROUP 151220 6.4 CB 0.00% US026874BW66 AMERICAN CREIDT ACCEPTANCE SER 19 4 CLASS A 0.00% US02529RAA68 130223 ABS AMERICAN CREDIT ACCEPTANCE SERIES 18 1 CLASS C 0.00% US02529HAE09 100424 ABS AMERICAN CREDIT ACCEPTANCE SER 19 4 CLASS B 0.00% US02529RAC25 121023 ABS ANHEUSER BUSCH INBEV WORLDWIDE INC 230125 0.00% US03523TBX54 4.15 CB ANHEUSER NUSCH INBEV SA 170328 2.00 CB 0.00% BE6285455497 APPLE INC 090245 3.45 CB 0.00% US037833BA77 AETNA INC 151122 2.75 CB 0.00% US008117AP87 EFFECT EXPOSURE AUD 0.00% JPMORGAN CCP MARGIN 0.00%

AUSTRIA REPUBLIC OF GOVERNMENT 200229 0.50 GB 0.00% AT0000A269M8

AUSTRALIA COMMONWEALTH OF GOVERNMENT 0.00% AU000XCLWAG2 210433 4.50 GB FRANCE (GOVT OF) 250435 4.75 0.00% FR0010070060 BELGIUM (KINGDOM) 280335 5.0 GB 0.00% BE0000304130

FRANCE REPUBLIC OF GOVERNMENT 250455 4.00 GB 0.00% FR0010171975

UK TREASURY 071246 4.25 GB 0.00% GB00B128DP45 MEXICO UNITED MEXICAN STATES GOVERNMENT 0.00% MX0MGO0000D8 030627 7.50 GB NATIONWIDE BUILDING SOCIETY 280222 4.375 CB 0.00% XS0289011198

Page 110 of 180 all MF.xlsm SINGAPORE REPUBLIC OF GOVERNMENT 010327 3.50 0.00% SG7J60932174 GB JAPAN GOVERNMENT OF 200327 2.10 GB 0.00% JP1200941746 MALAYSIA GOVERNMENT 310527 3.502 GB 0.00% MYBMX0700034 SINGAPORE REPUBLIC OF GOVERNMENT 010922 3.125 0.00% SG7J28931946 GB JAPAN GOVERNEMNT OF 201227 2.1 GB 0.00% JP12009917C3 FNMA 30YR CONV LOAN 010538 6.0 MBS POOL 0.00% US31410KJY10 CANADA (GOVT OF) 010641 4.0 GB 0.00% CA135087YQ12 JAPAN GOVERNMENT OF 200928 2.20 GB 0.00% JP12010618A8 DENMARK KINGDOM 151139 4.5 GB 0.00% DK0009922320 THAILAND KINGDOM 171221 3.65 GB 0.00% TH0623031C01 JAPAN GOVERNMENT OF 200339 2.30 GB 0.00% JP1300301940 THAILAND KINGDOM OF GOVERNMENT 220629 4.875 0.00% TH0623039607 GB NEW JERSEY ST TPK AUTH TPK REV 010140 SF 0.00% US646139W353 ITALY REPUBLIC OF 010940 5.0 GB 0.00% IT0004532559 CALIFORNIA ST 010439 7.55 MB 0.00% US13063A5G50 UNITED STATES TREASURY 150841 3.75 GB 0.00% US912810QS06 NOVA SCOTIA PROVINCE OF 010642 4.40 GB 0.00% CA6698278Z37 SWITZERLAND CONFEDERATION OF GOVERNMENT 0.00% CH0127181011 250522 2.00 GB CZECH REPUBLIC GOVERNMENT 290921 3.85 GB 0.00% CZ0001002851 FEDERAL NATIONAL MORTGAGE ASSOCIATION 151028 0.00% US01F0304A39 0.0 TBA AMERICAN TRANSMISSION SYSTEMS INC 150122 5.25 0.00% US030288AA24 CB FNMA 15 YEAR CONVENTIONAL 010125 4.50 MBS 0.00% US31417TYD44 POOL AC7007

POLAND REPUBLIC OF GOVERNMENT 251021 5.75 GB 0.00% PL0000106670

FNMA 30 YEAR CONVENTIONAL 010441 5.00 MBS 0.00% US3138AEKN28 POOL AI1200 ENTERPRISE PRODS 150222 4.05 CB 0.00% US29379VAU70 BELGIUM KINGDOM 280341 4.25 GB 0.00% BE0000320292 FRANCE GOVT OF 250441 4.5 GB 0.00% FR0010773192 INNOGY FINANCE BV 060739 6.125 CB 0.00% XS0437306904 JAPAN 200340 2.3 GOVT BOND 0.00% JP1300321A34 UK TREASURY 071240 4.25 GB 0.00% GB00B6460505 CANADA GOVERNMENT 011245 3.50 GB 0.00% CA135087ZS68 SINGAPORE REPUBLIC OF GOVERNMENT 010442 2.75 0.00% SG3254976487 GB SWITZERLAND CONFEDERATION OF GOVERNMENT 0.00% CH0127181169 300442 1.5 GB PNC FUNDING CORP 080322 3.3 CB 0.00% US693476BN25

SLOVAK REPUBLIC GOVERNMENT 151124 3.375 GB 0.00% SK4120008871

INDONESIA REPUBLIC OF GOVERNMENT 150533 6.625 0.00% IDG000010406 GB QUEBEC PROVINCE OF 010923 3.00 GB 0.00% CA74814ZEP41 JAPAN (GOVERNMENT OF) 200622 0.90 GB 0.00% JP1103231C62

UNIV CALIF REGTS MED CTR POOLED REV 150549 SF 0.00% US913366DF44

JAPAN GOVERNMENT OF 200942 1.90 GB 0.00% JP1300371C98 COMPAGNIE DE FINANCEMENT FONCIER 211122 2.375 0.00% FR0011356997 CB ISRAEL STATE OF GOVERNMENT 310323 4.25 GB 0.00% IL0011267478 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 0.00% US21H0326A37 151043 0.0 TBA ALBERTA PROVINCE OF 151222 2.55 GB 0.00% CA013051DG93

AUSTRIA REPUBLIC OF GOVERNMENT 230534 2.40 GB 0.00% AT0000A10683

DENMARK KINGDOM OF GOVERNMENT 151123 1.50 0.00% DK0009923054 GB

Page 111 of 180 all MF.xlsm STATE GRIO OVERSEAS INVESTMENT 2013 LTD 220523 0.00% USG8449VAB20 3.125 CB QUEBEC PROVINCE OF 011245 3.50 GB 0.00% CA74814ZER07

POLAND REPUBLIC OF GOVERNMENT 251023 4.00 GB 0.00% PL0000107264

JAPAN GOVERNMENT OF 200343 1.80 GB 0.00% JP1300381D38 GNMA 30 YEAR SINGLE FAMILY 151239 5.50 MBS POOL 0.00% US36241LF277 782885 GNMA 30 YEAR SINGLE FAMILY 151139 5.00 MBS POOL 0.00% US3620A9V323 723434 ONTARIO PROVINCE OF 020645 3.45 GB 0.00% CA68323ACC68 MERCK AND CO INC 180543 4.15 CB 0.00% US58933YAJ47 AXA SA 040743 5.125 CB 0.00% XS0878743623

FRANCE REPUBLIC OF GOVERNMENT 250545 3.25 GB 0.00% FR0011461037

JAPAN GOVERNMENT 200353 1.90 GB 0.00% JP1400061D58 BANKIA SA 050822 1.125 CB 0.00% ES0413307101 JAPAN GOVERNMENT OF 200633 1.70 GB 0.00% JP1201451D66 SWITZERLAND CONFEDERATION OF GOVERNMENT 0.00% CH0184249990 240725 1.50 GB KINDER MORGAN ENERGY PARTNERS LP 010224 4.15 0.00% US494550BS48 CB EXELON CORP 150421 2.45 CB 0.00% US30161NAT81

ITALY REPUBLIC OF GOVERNMENT 010827 2.05 GB 0.00% IT0005274805

UNITED STATES TREASURY 150246 2.50 GB 0.00% US912810RQ31 HEINEKEN NV 040526 1.00 CB 0.00% XS1401174633 ABN AMRO BANK NV 310522 0.625 CB 0.00% XS1422841202 JAPAN GOVERNMENT OF 200927 0.10 GB 0.00% JP1103481H98 DH EUROPE FINANCE SA 300627 1.2 CB 0.00% XS1637162592 EUROPEAN INVESTMENT BANK 150936 1.125 CB 0.00% XS1361554584 BMW US CAPITAL LLC 150921 1.85 CB 0.00% US05565EAL92 JAPAN GOVERNMENT OF 200646 0.30 GB 0.00% JP1300511G61 JAPAN GOVERNMENT 200947 0.80 GB 0.00% JP1300561H93 CHARTER COMMUNICATIONS OPERATING 010224 4.50 0.00% US161175BQ65 CB ONTARIO PROVINCE OF 270426 2.50 GB 0.00% US68323ADP66 CITIZEN FINANCILA GROUP INC 280721 2.375 CB 0.00% US174610AN57 QUEBEC PROVINCE OF 120427 2.75 GB 0.00% US748149AN17 GENERAL MOTORS FINANCIAL COMPANY INC 060721 0.00% US37045XBM74 3.20 CB

DISCOVERY COMMUNICATIONS LLC 110326 4.90 CB 0.00% US25470DAL38

DOMINION RESOURCES INC 150821 2.00 CB 0.00% US25746UCJ60 FIRSTENERGY CORP 10747 4.85 CB 0.00% US337932AJ65 MICROSOFT CORP 080856 3.95 CB 0.00% US594918BU71 UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN 0.00% GB00BDCHBW80 220747 1.50 GB UNION PACIFIC CORP 011051 3.799 CB 0.00% US907818EM65 MPLX LP 010327 4.125 CB 0.00% US55336VAK61

FRANCE REPUBLIC OF GOVERNMENT 250639 1.75 GB 0.00% FR0013234333

UBS AG LONDON BRANCH 101220 1.25 CB 0.00% XS1746113197

VERIZON COMMUNICATIONS INC 150449 5.012 CB 0.00% US92343VDS07

FEDERAL HOME LOAN CORP 010348 3.50 MBS POOL 0.00% US3132XCR641 NUMBER G67709

POLAND REPUBLIC OF GOVERNMENT 190126 1.50 GB 0.00% XS1346201616

DAIMLER FINANCE NORTH AMERICA LLC 060721 2.00 0.00% US233851CH55 CB FIRSTENERGY CORP 150722 2.85 CB 0.00% US337932AG27

IRELAND REPUBLIC OF GOVERNMENT 181022 0.00 GB 0.00% IE00BDHDPQ37

Page 112 of 180 all MF.xlsm EUROPEAN FINANCIAL STABILITY FACILITY SA 050940 0.00% EU000A1G0D05 1.45 GB RCI BANQUE SA 260922 0.75 CB 0.00% FR0013283371 CHINA CINDA FINANCE LTD 090324 4.10 CB 0.00% XS1573134951 COMMONWEALTH EDISON CO 010348 4.00 CB 0.00% US202795JM30 ESSITY AB PUBL 280322 0.625 CB 0.00% XS1584122680 AMERICAN TOWER CORP 150128 3.60 CB 0.00% US03027XAR17 INDONESIA REPUBLIC OF GOVERNMENT 180727 3.85 0.00% USY20721BT56 GB

NORDRHEIN WESTFALEN LAND OF 160648 1.55 GB 0.00% DE000NRW0KF4

FRANCE REPUBLIC OF GOVERNMENT 250528 0.75 GB 0.00% FR0013286192

KOREA REPUBLIC OF GOVERNMENT 101227 2.375 GB 0.00% KR103502G7C2

ALIBABA GROUP HOLDING LTD 061237 4.00 CB 0.00% US01609WAU62 UNIVERSITY CALIF REVS 150531 4.601 MB 0.00% US91412GTG00 AMERICAN INTERNATIONAL GROUP INC 010448 4.75 0.00% US026874DL83 CB UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN 0.00% GB00BFWFPL34 220424 1.00 GB PORTUGAL REPUBLIC OF GOVERNMENT 171028 2.125 0.00% PTOTEVOE0018 GB CZECH REPUBLIC GOVERNMENT 230729 2.75 GB 0.00% CZ0001005375 NETHERLANDS GOVERNMENT 150140 0.50 GB 0.00% NL0013552060 CHILE GOVERNMENT OF 060228 3.24 GB 0.00% US168863CF36

KOREA REPUBLIC OF GOVERNMENT 100323 2.375 GB 0.00% KR103501G836

CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 251023 0.00% FR0013344181 0.125 GB TOTAL SYSTEM SERVICES INC 010628 4.45 CB 0.00% US891906AF67 ONTARIO PROVINCE OF 050225 2.65 GB 0.00% CA68323AER10 DOMINION ENERGY INC 010628 4.25 CB 0.00% US25746UCY38 BALTIMORE GAS AND ELECTRIC CO 151121 3.5 CB 0.00% US059165ED81 AT AND T INC 040326 0.25 CB 0.00% XS2051361264

FRANCE REPUBLIC OF GOVERNMENT 250325 0.00 GB 0.00% FR0013415627

IRELAND GOVERNMENT 150529 1.10 GB 0.00% IE00BH3SQ895 IRELAND GOVERNMENT 150550 1.50 GB 0.00% IE00BH3SQB22 MEXICO UNITED MEXICAN STATES GOVERNMENT 0.00% US91087BAF76 220429 4.50 GB THAILAND KINGDOM OF GOVERNMENT 290644 4.675 0.00% TH062303O600 GB MUSKRAT FALLS LABRADOR TRANSMISSION ASSETS 0.00% CA628153AA60 010629 3.63 CB UNITED STATES TREASURY 150529 2.375 GB 0.00% US9128286T26 MARSH AND MCLENNAN COMPANIES INC 291220 3.50 0.00% US571748BE18 CB BELGIUM KINGDOM OF GOVT 220629 0.9 GB 0.00% BE0000347568 NETHERLANDS KINGDOM OF GOVERNMENT 150147 0.00% NL0010721999 2.75 GB KFW 020424 0.00 GB 0.00% DE000A2LQSP7

BELGIUM KINGDOM OF GOVERNMENT 220650 1.70 GB 0.00% BE0000348574

PERU REPUBLIC OF GOVERNMENT 120834 5.40 GB 0.00% PEP01000C5G4

KOREA REPUBLIC OF GOVERNMENT 100349 2.00 GB 0.00% KR103502G933

VERIZON COMMUNICATIONS INC 031229 4.016 CB 0.00% US92343VEU44

MONDELEZ INTERNATIONAL INC 130226 3.625 CB 0.00% US609207AR65 ANTHEM INC 150929 2.875 CB 0.00% US036752AL74 DEUTSCHE TELEKOM AG 050727 0.50 CB 0.00% XS2024715794

MEDTRONIC GLOBAL HOLDINGS SCA 020731 1.00 CB 0.00% XS2020670852

Page 113 of 180 all MF.xlsm ELI LILLY AND CO 150349 3.95 CB 0.00% US532457BT48 EUROPEAN FINANCIAL STABILITY FACILITY SA 100435 0.00% EU000A1G0ED2 0.875 CB SAUDI ARABIAN OIL CO 160424 2.875 CB 0.00% XS1982112812 JAPAN GOVERNMENT 141220 0.00 GB 0.00% JP1749361L97

SWEDEN KINGDOM OF GOVERNMENT 120525 2.50 GB 0.00% SE0005676608

JAPAN GOVERNMENT 200329 0.1 GB 0.00% JP1103541K42 ANHEUSER BUSCH INBEV NV 010727 1.125 CB 0.00% BE6312821612

ITALY REPUBLIC OF GOVERNMENT 010950 2.45 GB 0.00% IT0005398406

SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD 0.00% USG82016AL31 121129 2.95 CB STATE OF QATAR 140329 4.0 GB 0.00% XS1959337582 FIDELITY NATIONAL INFORMATION SERVICES INC 0.00% XS1843436228 210527 1.50 CB RCI BANQUE SA 100423 0.75 CB 0.00% FR0013412699 ROMANIA GOVERNMENT 160731 2.124 GB 0.00% XS2027596530 GLOBAL PAYMENTS INC 150225 2.65 CB 0.00% US37940XAA00 XCEL ENERGY INC 011249 3.50 CB 0.00% US98389BAX82 BANK OF AMERICA CORP 230427 3.559 CB 0.00% US06051GHT94 GLOBAL PAYMENTS INC 150829 3.20 CB 0.00% US37940XAB82 KFW 040739 0.875 GB 0.00% DE000A2TSTR0 UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN 0.00% GB00BK5CVX03 070625 0.625 GB E.ON SE 241026 0.25 CB 0.00% XS2069380991 US BANCORP 300729 3.00 CB 0.00% US91159HHW34 CVS HEALTH CORP 010430 3.75 CB 0.00% US126650DJ69 HOME DEPOT INC 150450 3.35 CB 0.00% US437076CD22 UNITED STATES TREASURY 150250 2.00 GB 0.00% US912810SL35 AXA HOME LOAN SFH 050727 0.05 CB 0.00% FR0013432069 CARRIER GLOBAL CORP 150225 2.242 CB 0.00% US14448CAF14 CARRIER GLOBAL CORP 150223 1.923 CB 0.00% US14448CAD65

ITALY REPUBLIC OF GOVERNMENT 010340 3.10 GB 0.00% IT0005377152

MEDIOBANCA BANCA DI CREDITO FINANZIARIO SPA 0.00% IT0005378036 011026 0.5 CB

AUSTRIA REPUBLIC OF GOVERNMENT 150724 0.00 GB 0.00% AT0000A28KX7

KOREA REPUBLIC OF GOVERNMENT 100350 1.50 GB 0.00% KR103502GA34

KOREA REPUBLIC OF GOVERNMENT 101229 1.375 GB 0.00% KR103502G9C8

GERMANY FEDERAL REPUBLIC OF GOVERNMENT 0.00% DE0001141802 181024 0.00 GB BANK OF AMERICA CORP 230730 3.194 CB 0.00% US06051GHV41 PERTAMINA PERSERO PT 210130 3.10 CB 0.00% US69370RAF47 DEUTSCHE TELEKOM AG 050734 1.375 CB 0.00% XS2024716099 COLOMBIA REPUBLIC OF GOVERNMENT 300130 3.00 0.00% US195325DR36 GB BANCO SANTANDER SA 040630 0.125 CB 0.00% ES0413900574 AMGEN INC 210240 3.15 CB 0.00% US031162CR97 MORGAN STANLEY 010431 3.622 CB 0.00% US6174468P76 ORANGE SA 040932 0.50 CB 0.00% FR0013444684 UNITED STATES TREASURY 310322 0.375 CB 0.00% US912828ZG82 UNITED STATES TREASURY 310325 0.5 CB 0.00% US912828ZF00 CENTERPOINT ENERGY INC 010924 2.50 CB 0.00% US15189TAW71

AUSTRIA REPUBLIC OF GOVERNMENT 200351 0.75 GB 0.00% AT0000A2EJ08

FIDELITY NATIONAL INFORMATION SERVICES INC 0.00% XS2085547433 031222 0.125 CB WINTERSHALL DEA FINANCE BV 250923 0.452 CB 0.00% XS2054209320 E ON SE 280230 0.35 CB 0.00% XS2047500926 DH EUROPE FINANCE II SARL 151124 2.20 CB 0.00% US23291KAG04

Page 114 of 180 all MF.xlsm SAUDI ARABIA KINGDOM OF GOVERNMENT 030227 0.00% XS2109766126 2.50 GB VIACOMCBS INC 150525 4.75 CB 0.00% US92556HAA59 PERUSAHAAN LISTRIK NEGARA PERSERO PT 050230 0.00% US71568QAL14 3.375 GB FIDELITY NATIONAL INFORMATION SERVICES INC 0.00% XS2085655590 031228 1.00 CB CHINA PEOPLES REPUBLIC OF GOVERNMENT 210530 0.00% CND100036Q75 2.68 GB CHINA DEVELOPMENT BANK 100330 3.07 GB 0.00% CND10002RWH8 CHINA PEOPLES REPUBLIC OF GOVERNMENT 160350 0.00% CND10002M200 3.39 GB

FRANCE REPUBLIC OF GOVERNMENT 250223 0.00 GB 0.00% FR0013479102

GOLDMAN SACHS GROUP 270325 3.375 CB 0.00% XS2149207354 KFW 170930 0.00 GB 0.00% DE000A289RK2 UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN 0.00% GB00BL68HJ26 300126 0.125 GB COMCAST CORP 150131 1.95 CB 0.00% US20030NDM02 HEINEKEN NV 300330 2.25 CB 0.00% XS2147977636 UINTED STATES TREASURY 150323 0.50 GB 0.00% US912828ZD51

SPAIN KINGDOM OF GOVERNMENT 300423 0.00 GB 0.00% ES0000012F84

JAPAN GOVERNMENT 071220 0.00 GB 0.00% JP1749341L92 JAPAN GOVERNMENT 261020 0.00 GB 0.00% JP1749251L74 ABBVIE INC 150322 3.45 CB 0.00% US00287YCF43 JAPAN GOVERNMENT 091120 0.00 GB 0.00% JP1749281L86 ABU DHABI EMIRATE OF 160430 3.125 GB 0.00% XS2125308168

SPAIN KINGDOM OF GOVERNMENT 311050 1.00 GB 0.00% ES0000012G00

NETHERLANDS KINGDOM OF THE GOVERNMENT 0.00% NL0014555419 150730 0.00 GB NOVARTIS CAPITAL CORP 140850 2.75 CB 0.00% US66989HAS76

TAKEDA PHARMACEUTICAL CO LTD 090727 0.75 CB 0.00% XS2197348324

RTE RESEAU DE TRANSPORT D ELECTRICITE SA 080732 0.00% FR0013522695 0.625 CB INTEL CORP 250350 4.75 CB 0.00% US458140BM12 EXELON CORP 150430 4.05 CB 0.00% US30161NAX93

BELGIUM KINGDOM OF GOVERNMENT 221027 0.00 GB 0.00% BE0000351602

AMAZON COM INC 030630 1.50 CB 0.00% US023135BS49 AMERICAN TOWER CORP 150925 1.30 CB 0.00% US03027XBB55 JAPAN GOVERNMENT 211220 0.00 GB 0.00% JP1749381L93 MICROSOFT CORP 010660 2.675 CB 0.00% US594918CD48

AUSTRIA REPUBLIC OF GOVERNMENT 300620 0.85 GB 0.00% AT0000A2HLC4

ITALY REPUBLIC OF GOVERNMENT 011230 1.65 GB 0.00% IT0005413171

UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN 0.00% GB00BMBL1D50 221061 0.50 GB UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN 0.00% GB00BMBL1F74 221050 0.625 GB UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN 0.00% GB00BMBL1G81 310128 0.125 GB T MOBILE USA INC 150427 3.75 CB 0.00% US87264ABC80 STARBUCKS CORP 151130 2.55 CB 0.00% US855244AZ28 UNITED STATES TREASURY 131020 0.00 GB 0.00% US9127964H96

BERKSHIRE HATHAWAY ENERGY CO 150425 4.05 CB 0.00% US084659AS06

FRANCE REPUBLIC OF GOVERNMENT 250226 0.00 GB 0.00% FR0013508470

RECKITT BENCKISER TREASURY SERVICES NEDERLA 0.00% XS2177013252 190526 0.375 CB

Page 115 of 180 all MF.xlsm SAUDI ARABIA KINGDOM OF GOVERNMENT 221025 0.00% XS2159975619 2.90 GB JAPAN GOVERNMENT 161120 0.00 GB 0.00% JP1749291L84 MDGH GMTN BV 210526 2.50 CB 0.00% XS2176018609 ENGIE SA 110627 0.375 CB 0.00% FR0013517190

SPAIN KINGDOM OF GOVERNMENT 300727 0.80 GB 0.00% ES0000012G26

LOWES COMPANIES INC 150430 4.50 CB 0.00% US548661DU82 NEXTERA ENERGY CAPITAL HOLDINGS INC 010630 2.25 0.00% US65339KBR05 CB PORTUGAL REPUBLIC OF GOVERNMENT 121035 0.90 0.00% PTOTENOE0034 GB

SPAIN KINGDOM OF GOVERNMENT 311040 1.20 GB 0.00% ES0000012G42

AT AND T INC 010627 2.30 CB 0.00% US00206RJX17 JAPAN GOVT 250221 0.00 GB 0.00% JP1749321L88 RABOBANK NEDERLAND 260526 2.50 CB 0.00% XS1069772082 ITALY REPUBLIC OF GOVERNMENT 010330 3.50 CB 0.00% IT0005024234 CANADA GOVERNMENT 010822 0.25 GB 0.00% CA135087L286 AGRICULTURAL DEVELOPMENT BANK OF CHINA 0.00% CND100034271 170430 2.96 GB

CROATIA REPUBLIC OF GOVERNMENT 170631 1.50 GB 0.00% XS2190201983

JAPAN GOVERNMENT 121020 0.00 GB 0.00% JP1749211L73 CHINA DEVELOPMENT BANK 220625 2.89 GB 0.00% CND10003C5P8 AMERICAN INTERNATIONAL GROUP INC 300625 2.50 0.00% US026874DQ70 CB

ITALY REPUBLIC OF GOVERNMENT 010725 1.85 GB 0.00% IT0005408502

SPAIN KINGDOM OF GOVERNMENT 311030 1.25 GB 0.00% ES0000012G34

BOUNI POLIENNALI DEL TES 010341 1.80 CB 0.00% IT0005421703 TENCENT HOLDINGS LTD 030630 2.39 CB 0.00% US88032XAU81 JAPAN GOVERNMENT 301120 0.00 GB 0.00% JP1749331L86 AT AND T INC 150953 3.50 CB 0.00% USU04644CU90 GERMANY FEDERAL REPUBLIC OF GOVERNMENT 0.00% DE0001030708 150830 0.00 GB JAPAN GOVERNMENT 191020 0.00 GB 0.00% JP1749231L79 JAPAN GOVERNMENT OF 200624 0.60 GB 0.00% JP1103341E67 CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 251130 0.00% FR0013534559 0.00 GB BANK OF AMERICA CORP 190624 2.375 CB 0.00% XS1079726334 BNP PARIBAS SA 200326 2.875 CB 0.00% XS1046827405

BNP PARIBAS SA 300928 1.904 CB 0.00% US09659W2M50

BANK OF AMERICA CORP 040527 1.776 CB 0.00% XS1602547264 BOSTON SCIENTIFIC CORP 010324 3.45 CB 0.00% US101137AV96 GENERAL MOTORS CO 021023 4.875 CB 0.00% US37045VAE02 KOREA REPUBLIC OF SOUTH KOREA GOVERNMNET 0.00% KR103502G4C9 101244 2.75 GB BUONI POLIENNALI DEL TES 010347 2.70 GB 0.00% IT0005162828 PHILIPPINES REPUBLIC OF THE GOVERNMENT 200140 0.00% US718286BZ91 3.95 GB GENERAL MOTORS FINANCIAL COMPANY INC 150125 0.00% US37045XAS53 4.00 CB BERKSHIRE HATHAWAY INC 160323 0.75 CB 0.00% XS1200670955 COMMONWEALTH EDISON CO 010345 3.70 CB 0.00% US202795JF88 WILLIAMS PARTNERS LP 150322 3.60 CB 0.00% US96949LAA35 NETHERLANDS KINGDOM OF GOVERNMENT 150725 0.00% NL0011220108 0.25 GB ERAC USA FINANCE LLC 011123 2.70 CB 0.00% US26884TAT97 COMCAST CORP 010323 2.75 CB 0.00% US20030NBR17 CNA FINANCIAL CORP 010326 4.50 CB 0.00% US126117AT75 INDONESIA REPUBLIC OF GOVERNMENT 080127 4.35 0.00% USY20721BQ18 GB

Page 116 of 180 all MF.xlsm FINLAND REPUBLIC OF GOVERNMENT 150925 0.875 GB 0.00% FI4000167317

BELGIUM KINGDOM OF GOVERNMENT 220657 2.25 GB 0.00% BE0000343526

PORTUGAL REPUBLIC OF GOVERNMENT 171022 2.20 0.00% PTOTESOE0013 GB CANADA GOVERNMENT 010629 2.25 GB 0.00% CA135087J397

VERIZON COMMUNICATIONS INC 150948 4.522 CB 0.00% US92343VCX01

UNITED KINGDOM OF GREAT BRITAIN AND NORTH IRE 0.00% GB00BYYMZX75 220765 2.50 GB CHUBB INA HOLDINGS INC 031120 2.30 CB 0.00% US00440EAT47 ACE INA HOLDINGS INC 031122 2.875 CB 0.00% US00440EAU10 FHLMC GOLD 20 YEAR 010735 3.50 MBS POOL NO 0.00% US3128P8BJ90 C91841 SOUTHERN CO 010746 4.40 CB 0.00% US842587CX39 JAPAN GOVERNMENT OF 200626 0.10 GB 0.00% JP1103431G66 UNITEDHEALTH GROUP INC 150722 3.35 CB 0.00% US91324PCN06 AUSTRIA REPUBLIC OF GOVERNMENT 20092117 2.10 0.00% AT0000A1XML2 GB ISRAEL STATE OF GOVERNMENT 310327 2.00 GB 0.00% IL0011393449 AIR LEASE CORP 150923 3.00 CB 0.00% US00912XAT19

SLOVENIA REPUBLIC OF GOVERNMENT 031140 1.75 GB 0.00% SI0002103677

JAPAN GOVERNMENT OF 201226 0.10 GB 0.00% JP1103451GC0 GOLDMAN SACHS GROUP INC 150524 1.375 CB 0.00% XS1614198262 CHARTER COMMUNICATIONS OPERATING LLC 230725 0.00% US161175AY09 4.908 CB CREDIT SUISSE GROUP AG 141223 2.997 CB 0.00% US225401AD03

SWEDEN KINGDOM OF GOVERNMENT 121126 1.00 GB 0.00% SE0007125927

EFFECT EXPOSURE CAD 0.00% JPMORGANCADCCPMARGIN 0.00% COMMONWEALTH AUST GOVT 150722 5.75 GB 0.00% AU3TB0000051 CALIFORNIA STATE BOND 011039 7.3 GB 0.00% US13063A7D02 CBS CORP 150127 2.90 CB 0.00% US124857AR43 CAN 5YR BND 2012 FU 0.00% DU00CGB20121 CAN 10YR BND 2012 FU 0.00% DU00CGX20125 CITIGROUP INC 230429 4.075 CB 0.00% US172967LW98 CITIGROUP INC 160624 3.75 CB 0.00% US172967HT16 CNY BNP PARIBAS A\C 0.00% COCA COLA FEMSA SAB DE CV 220130 2.75 CB 0.00% US191241AH15 COX COMMUNICATIONS INC 150824 3.15 CB 0.00% US224044CH86 COX COMMUNICATIONS INC 150827 3.50 CB 0.00% US224044CJ43 COX COMMUNICATIONS INC 150847 4.6 CB 0.00% US224044CK16

CREDIT AGRICOLE HOME LOAN SFH SA 050527 0.75 CB 0.00% FR0013254273

CREDIT SUISSE GROUP AG 110925 2.593 CB 0.00% US225401AM02

CROWN CASTLE INTERNATIONAL CORP 010927 3.65 CB 0.00% US22822VAH42

CZK BNP PARIBAS A/C 0.00% DH EUROPE FINANCE II SARL 180328 0.45 CB 0.00% XS2050404800

DISCOVERY COMMUNICATIONS LLC 200323 2.95 CB 0.00% US25470DAQ25

DISCOVERY COMMUNICATIONS LLC 200328 3.95 CB 0.00% US25470DAR08

DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 0.00% XS1557095616 300127 1.375 CB DUKE ENERGY CORP 010921 1.80 CB 0.00% US26441CAR60 EXETER AUTOMOBILE RECEIVABLES SER 19 4A CLASS A 0.00% US30167GAA85 170123 ABS EURO BOBL 2012 FUT 0.00% DE000C4XT200 EURO BTP 2012 FUT 0.00% DU00EDP20124 EUROPEAN FINANCIAL STABILITY FACILITY SA 151025 0.00% EU000A1G0EJ9 0.00 CB

Page 117 of 180 all MF.xlsm EUR BUND 2012 FUT 0.00% DE000C4XT1Z2 EUROPEAN INVESTMENT BANK 131034 0.05 CB 0.00% XS2055781962 ERAC USA FINANCE LLC 151124 3.85 CB 0.00% US26884TAL61 90DAY EURO$ 2012 FUT 0.00% DU00EUF20129 JPMORGAN EUR CCP 0.00% EUR BUXL 30YR 2012 F 0.00% DE000C4XT226 FANNIE MAE SE 2018 45 CL AB 250648 ABS 0.00% US3136B2EF58 GNMA II 30 YEAR SINGLE FAMILY 200348 3.5 MBS 0.00% US36179TUA14 POOL MA5077 FHLMC GOLD 30 YRS 010338 5.0 MBS POOL NUMBER 0.00% US3128MJH945 G08255 FHLMC GOLD 30 YEAR 010948 4.00 MBS POOL 0.00% US3132Y2HF64 NUMBER Q58329

FHLMC GOLD 30 YEAR 011146 3.00 MBS POOL G08737 0.00% US3128MJZB93

FHLMC GOLD 30 YEAR 011146 MBS POOL G60765 0.00% US31335AZ687

FHLMC GOLD 30 YEAR 011246 3.00 MBS POOL Q44647 0.00% US3132WJEV96

FHLMC GOLD 30 YEAR 011246 3.00 MBS POOL Q44646 0.00% US3132WJEU14

FHLMC GOLD 30 YEAR 010147 3.0 MBS POOL NO 0.00% US3128MJZF08 G08741 FHLMC 9 YEAR 010125 5.00 MBS POOL Z60044 0.00% US3132FGBM78 FNMA 15 YEAR CONVENTIONAL 010432 3.50 MBS 0.00% US3132A8SD26 POOL NO ZS7716 FHLMC GOLD 30 YEAR 010747 3.00 MBS POOL NO 0.00% US31335CAH79 G61808 FNMA 15 YEAR CONVENTIONAL 010835 2.50 MBS 0.00% US3133L7V795 POOL RC1538 FHLMC GOLD 30 YEAR 010944 4.50 MBS POOL NO 0.00% US3132M9FG48 Q28567 FREDDIE MAC SERIES 4961 CLASS JB 151242 ABS 0.00% US3137FRK756 FHLMC GOLD 30 YEAER 011247 3.50 MBS 0.00% US3132XVP801

FIRST INVESTORS AUTO SERIES 19 2A CL A 160924 ABS 0.00% US32058RAA23

FIRST INVESTORS AUTO OWNER SER 18 2A CLASS A1 0.00% US32059DAA28 151222 ABS FIDELITY NATIONAL INFORMATION SERVICES INC 0.00% XS1843436574 210523 0.75 CB FISERV INC 010729 3.50 CB 0.00% US337738AU25 FANNIE MAE REMIC TRUST SERIES 2018 13 CLASS MP 0.00% US3136B02D78 251257 ABS

FG00 30 YEAR 010147 4.00 MBS POOL NO G67702 0.00% US3132XCRX53

FNMA 30 YEAR CONVENTIONAL 010248 3.50 MBS 0.00% US3140H6C802 POOL BJ4594

FNMA 30 YEAR CONV 010248 3.50 MBS POOL BJ4610 0.00% US3140H6DQ93

FNMA 30 YEAR CONVENTIONAL 010546 4.00 MBS 0.00% US3140F4UB04 POOL BC8677 FNMA 30 YEAR CONV 010547 3.50 MBS POOL NUMBER 0.00% US3140X7K407 FM3914 FNMA 30 YEAR CONV 010641 4.5 MBS POOL NUMBER 0.00% US3138AJNG37 AI4890 FEDERAL NATIONAL MORTGAGE ASSOCIATION 151043 0.00% US01F0306A11 0.00 TBA FNMA 30 YEAR CONVENTIONAL 010646 4.00 MBS 0.00% US3140F8BQ97 POOL BD0946 FNMA 30 YEAR CONVENTIONAL 010946 3.00 MBS 0.00% US31418CBF05 POOL MA2737 FNMA 30 YEAR CONVENTIONL 010946 3.50 MBS POOL 0.00% US3140FFLC38 NO BD7522 FNMA 30 YEAR CONVENTIONAL 010947 3.50 MBS 0.00% US3140GT7A21 POOL BH5388

Page 118 of 180 all MF.xlsm FNMA 30 YEAR CONVENTIONAL 011044 4.00 MBS 0.00% US3138Y4D899 POOL AX2826 FNMA 30 YEAR CONVENTIONAL 011046 3.50 MBS 0.00% US3140FHLJ47 POOL BD9328 FNMA 30YR CONV LOAN 011140 4.0 MBS POOL 0.00% US31419FWD40 AE5143 FEDERAL NATIONAL MORTGAGE ASSOCIATION 151146 0.00% US01F0306B93 0.00 TBA FEDERAL NATIONAL MORTGAGE ASSOCIATION 121150 0.00% US01F0206B03 2.00 TBA FNMA 30 YEAR CONVENTIONAL 011246 3.50 MBS 0.00% US3140X7GK92 POOL NUMBER FM3801 FNMA 30 YEAR CONVENTIONAL 010141 4.0 MBS POOL 0.00% US3138A5TQ53 AH4158 FNMA 20 YEAR 010231 4.5 MBS POOL MA0659 0.00% US31417YWV54 FNMA 20 YEAR 010331 4.0 MBS POOL MA0667 0.00% US31417YW524 FNMA 30 YEAR CONVENTIONAL 011140 5.0 MBS POOL 0.00% US31419L3J09 AE9800 FNMA 30 YEAR CONVENTIONAL 010146 4.00 MBS 0.00% US31418BYJ96 POOL MA2512 FNMA 30 YEAR CONVENTIONAL 010146 3.50 MBS 0.00% US3140X6WG24 POOL FM3346 FNMA 33 YEAR CONVENTION 010151 4.50 MBS POOL 0.00% US3140FXGL08 BF0202 FNMA 30 YEAR CONVENTIONAL 010346 3.50 MBS 0.00% US3140X6YJ45 POOL NO FM3412

FANNIE MAE REMIC TRUST SE 18 19 CL DC 250556 ABS 0.00% US3136B1PJ78

FNMA 40 YEAR CONVENTIONAL 010558 3.50 MBS 0.00% US3140FXJJ25 POOL NO BF0264 FEDERAL NATIONAL MORTGAGE 010641 4.00 MBS 0.00% US3140FXHP03 POOL NUMBER BF0237 FNMA 15 YEAR CONVENTIONAL 010833 3.00 MBS 0.00% US3140X6MR98 POOL NO FM3067 FNMA 40 YEAR CONVENTIONAL 010957 3.50 MBS 0.00% US3140FXG558 POOL BF0219 FNMA 30YR CONVENTIONAL 011238 5.50 MBS POOL 0.00% US31416VSW53 AB0532 FREDDIE MAC SER 3889 CLASS KZ 150741 ABS 0.00% US3137ADSQ11 Futures Margin - AUD 0.00% FUTURES MARGIN-CAD 0.00% JPMORGAN GBP CCP 0.00% LONG GILT 2012 FUT 0.00% DU00GBX20127 GEORGIA POWER CO 150342 4.30 CB 0.00% US373334JW27 GERMANY GOVERNMENT OF 150846 2.50 GB 0.00% DE0001102341 GOVERNMENT NATIONAL MORT ASSOC 151046 0.00 0.00% US21H0506A54 TBA GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 0.00% US21H0226A46 011043 0.00 TBA GNMA II 30 YEAR SINGLE FA 201142 3.00 MBS POOL 0.00% US36178WFX20 NUMBER AB9182 GOLDMAN SACHS 240122 5.75 CB 0.00% US38141GGS75 GOLDMAN SACHS GROUP INC 250221 2.875 CB 0.00% US38143U8F16 HESS CORP 010427 4.30 CB 0.00% US42809HAG20 HPEFS EQUIPMENT TRUST SERIES 19 1A CLS A3 200929 0.00% US40438DAC39 ABS IDR BNP PARIBAS A/C 0.00% JAPAN GOVERNMENT 201229 0.10 GB 0.00% JP1103571L10 10YR MINI JGB 2012 F 0.00% SGXDB0141752 JPMORGAN CHASE AND CO 291020 2.55 CB 0.00% US46625HNX43 JAPAN GOVERNMENT OF 200922 1.90 GB 0.00% JP12005812A4 JPMORGAN JPY CCP 0.00% KINDER MORGAN INC 151123 5.625 CB 0.00% US49456BAB71 LOS ANGELES CNTY CALIF MET TRANS 010639 5.735 0.00% US5447122H42 MB

Page 119 of 180 all MF.xlsm MARLETTE FUNDING TRUST SER 20 1A CLASS A 150330 0.00% US57109JAA60 ABS MARLETTE FUNDING TRUST SER 19 3A CLASS A 170929 0.00% US57109MAA99 ABS MARLETTE FUNDING TRUST SER 18 4A CLS A 151228 0.00% US57109GAA22 ABS MARLETTE FUNDING TRUST SERIES 19 4A CLASS A 0.00% US57110AAA25 171229 ABS JPMORGANNOKCCPMARGIN 0.00% JP MORGAN 0.00% ONEMAIN FINANCIAL ISSUANCE TRU SERI 19 1A CLASS 0.00% US68267DAA46 A 140231 ABS Outstanding Settlement Payments - CNY 0.00% PACIFIC LIFE GLOBAL FUNDING II 230923 0.50 CB 0.00% US6944PL2C24 PORT AUTH N Y AND N J 010723 1.086 MB 0.00% US73358W4V32

PRINCIPAL FINANCIAL GROUP INC 150630 2.125 CB 0.00% US74251VAS16

STATE OF QATAR 020646 4.625 GB 0.00% XS1405781854 SOFI CONSUMER LOAN PROGRAM TRU SERIES 19 1 0.00% US78472CAA62 CLAS A 250228 ABS JPMORGANSEKCCPMARGIN 0.00% SIGMA ALIMENTOS SA DE CV 020526 4.125 CB 0.00% USP8674JAE93 SOFI CONSUMER LOAN PROGRAM SERIES 20 1 CLASS A 0.00% US83407AAA07 250129 ABS SOFI CONSUMER LOAN PROG SE 18 2 CL A2 260427 0.00% US78471WAB19 ABS

SOFI CONSUMER LOAN SER 19 4 CLASS A 250828 ABS 0.00% US83405BAA08

99D0LE120 CCP SHORT IRS JPM JPY 170331 RFLT 6JPLI 0.00% DU99D0LE1200 PFXD0.0625 99D0LCIS9 CCP LONG IRS JPM AUD 180331 RFXD 0.00% DU99D0LCIS95 1.4375 PFLT 6BBSW 99D0JSQS8 CCP SHORT IRS JPM SEK 210925 RFLT 0.00% DU99D0JSQS83 3MSEK PFXD 0.34 99D0LBDZ0 CCP LONG OIS JPM EUR 211223 RFXD -0.56 0.00% DU99D0LBDZ01 PFLT EONIA 99D0LB7X2 CCP LONG OIS JPM GBP 151222 RFXD - 0.00% DU99D0LB7X29 0.101 PFLT SONIA 99D0K9LQ7 CCP SHORT IRS JPM SEK 161225 RFLT 0.00% DU99D0K9LQ75 3MSEK PFXD 0.25 99D0K9OQ4 CCP SHORT IRS JPM GBP 161230 RFLT 0.00% DU99D0K9OQ49 6GBLIPFXD0.53125 99D0K9X35 CCP LONG IRS JPM AUD 161225 RFXD 0.00% DU99D0K9X359 0.59375PFLT6BBSW 99D0K9YF7 CCP LONG IRS JPM AUD 161230 RFXD 0.00% DU99D0K9YF73 1.09375PFLT6BBSW 99D0KAR54 CCP LONG IRS JPM NZD 161225 RFXD 0.5 0.00% DU99D0KAR543 PFLT 3ZBSW 99D0L4SY3 CCP LONG IRS JPM USD 161230 RFXD 0.00% DU99D0L4SY30 0.6875 PFLT 3LIBO 99D0K9S56 CCP SHORT IRS JPM EUR 161225 0.00% DU99D0K9S565 RFLT6EUBOPFXD-0.21875 99D0K9SW7 CCP SHORT IRS JPM 0.00% DU99D0K9SW70 EUR161230RFLT6EUBOPFXD-0.0248472 99D0KE0Q9 CCP SHORT IRS JPM USD 161225 RFLT 0.00% DU99D0KE0Q96 3LIBO PFXD0.4375 99D0KTAE2 CCP LONG IRS JPM NOK 161230 RFXD 0.00% DU99D0KTAE26 0.878 PFLT 6NIBO 99D0KKL90 CCP LONG IRS JPM USD 171230 RFXD 0.00% DU99D0KKL909 1.0625 PFLT 3LIBO 99D0K9O27 CCP SHORT IRS JPM GBP 161225 RFLT 0.00% DU99D0K9O275 6GBLI PFXD 0.375 99D0K9Q58 CCP LONG IRS JPM NOK 161225 0.00% DU99D0K9Q585 RFXD0.71875 PFLT6NIBO

Page 120 of 180 all MF.xlsm 99D0KE4C6 CCP LONG IRS JPM CAD 161230 RFXD 0.00% DU99D0KE4C64 1.0625 PFLT 3CDOR 99D0KE7K5 CCP LONG IRS JPM CAD 161225 RFXD 0.805 0.00% DU99D0KE7K53 PFLT 3CDOR 99D0KKNS6 CCP LONG IRS JPM NOK 211225 0.00% DU99D0KKNS65 RFXD0.90625 PFLT6NIBO 99D0HUXT5 CCP SHORT IRS JPM JPY 151224 RFLT 6JPLI 0.00% DU99D0HUXT57 PFXD -0.13 99D0LE3X0 CCP LONG IRS JPM AUD 150326 RFXD 0.00% DU99D0LE3X01 0.5625 PFLT 6BBSW 99D0KM0R9 IRS CITI CNY 161225 RFXD 2.39 PFLT 0.00% DU99D0KM0R98 CNRR7 99D0JF9Q9 CCP LONG IRS JPM CAD 150625 RFXD 0.00% DU99D0JF9Q96 1.09375 PFLT3CDOR 99D0IYQN7 CCP SHORT IRS JPM GBP 150625 RFLT 0.00% DU99D0IYQN73 6GBLI PFXD 0.66 99D0LBNZ9 CCP SHORT IRS JPM SEK 170331 RFLT 0.00% DU99D0LBNZ90 3MSEKPFXD0.34375 99D0LCDL9 CCP LONG IRS JPM NZD 180331 RFXD 1.011 0.00% DU99D0LCDL97 PFLT 3ZBSW 99D0LHNC7 CCP LONG IRS JPM USD 150326 RFXD 0.00% DU99D0LHNC75 0.46875 PFLT 3LIB 99D0LEFX7 CCP LONG IRS JPM CNY 161225 RFXD 2.787 0.00% DU99D0LEFX73 PFLT CNRR7 99D0JT377 CCP SHORT IRS JPM EUR 210925 RFLT 0.00% DU99D0JT3773 6EUBO PFXD -0.16 99D0KZV62 CCP LONG OIS JPM GBP 150922 RFXD 0.00% DU99D0KZV625 0.0001 PFLTSONIA THB BNP PARIBAS A/C 0.00% UK TREASURY BOND 070632 4.25 GB 0.00% GB0004893086 UBS GROUP AG 130830 3.126 CB 0.00% US902613AA61 UK TREASURY BOND 070336 4.25 GB 0.00% GB0032452392

UNIVERSITY OF CALIFORNIA 150527 1.316 MUNI BOND 0.00% US91412HGF47

UNIVERSITY OF CALIFORNIA 1505320 1.614 MUNI 0.00% US91412HGG20 BOND US 2YR NOTE 2012 FUT 0.00% DU00US220120 US 30Y BOND 2012 FUT 0.00% DU00USB20128 JPMORGAN USD CCP 0.00% JP MORGAN COLAT 0.00% US ULTRA BOND 2012 F 0.00% DU00USU20128 US 5YR NOTE 2012 FUT 0.00% DU00USV20126 US 10YR NOTE 2012 F 0.00% DU00USX20122 US ULT 10YR 2012 F 0.00% DU00UXY20120 VERIZON COMMUNICATION INC 190332 0.875 CB 0.00% XS2052320954 VIACOM INC NEW 010923 4.25 CB 0.00% US92553PAT93 VODAFONE GROUP PLC 241130 1.625 CB 0.00% XS2002018500 VOLKSWAGEN INTERNATIONAL FINANCE NV 220928 0.00% XS2234567233 0.875 CB WESTLAKE AUTOMOBILE RECEIVABLES SER 19 3A CL A2 0.00% US96042HAC43 150223 ABS WILLIAMS COMPANIES INC 240624 4.55 CB 0.00% US969457BW96 WINTERSHALL DEA FINANCE BV 250925 0.84 CB 0.00% XS2054209833 WILLIAMS PARTNERS LP 151123 4.50 CB 0.00% US96950FAL85 AUD 10YR 2012 BOND F 0.00% DU000XT20122 AUS 3YR 2012 BOND FU 0.00% DU000YT20120 ROLLS ROYCE HLDGS ORD GBP 0.001 C 0.00% GB00B669WX96 FUTURES MARGIN-CHF 0.00% FUTURES MARGIN-SEK 0.00% CHUBB INA HOLDINGS INC 150627 0.875 CB 0.00% XS2012102674 BARCLAYS BANK PLC 020425 3.375 CB 0.00% XS2150054026 J P MORGAN MORTG TRUST SE 05 A4 CL 4A2 250735 0.00% US466247RV75 ABS RENAISSANCE HOME EQUITY LOAN TRUST SER 02 3 CLS 0.00% US75970NAA54 A 251232 ABS

Page 121 of 180 all MF.xlsm NEW CENTURY HOME EQUITY LOAN TR SER 03 2 CL M1 0.00% US64352VCR06 250333 ABS MASTR ASSET BACKED SECURITIES SE 03 WMC1 CL M1 0.00% US57643LAV80 250533 ABS OPTEUM MORTGAGE ACCEPTANCE SERIES 05 01 CLS 0.00% US68383NAL73 M6 250235 ABS APT PIPELINES LTD 230325 4.20 CB 0.00% US00205GAB32 CANADA GOVERNMENT 011248 2.75 GB 0.00% CA135087D358 COMM MORTAGE TRUST SE 2014 CR18 CL D 170747 0.00% US12632QAE35 ABS JPMBB COMM MORT SECT TST SER 2014 C23 CLS D 0.00% US46643AAG85 170947 ABS BANK OF AMERICA CORP 221026 4.25 CB 0.00% US06051GFL86

FHLMC GOLD 30 YEAR 010444 3.50 MBS POOL G07848 0.00% US3128MABR92

FREDDIE MAC WHOLE LOAN SERIES 16 SC01 CLASS 1A 0.00% US3137G1AV92 250746 ABS FREDDIE MAC WHOLE LOAN SERIES 16 SC01 CLASS 2A 0.00% US3137G1AW75 250746 ABS AVIATION CAPITAL GROUP LLC 300721 FRN 0.00% US05369AAE10 STARBUCKS CORP 150825 3.80 CB 0.00% US855244AQ29 HCA INC 150647 5.5 CB 0.00% US404119BV04 AMAZON COM INC 220824 2.80 CB 0.00% US023135AZ90 FREDDIE MAC SEASONED CR RISK SERIES 18 1 CLASS 0.00% US35563PDY25 MT 250557 ABS ADCB FINANCE CAYMAN LTD 290323 4.00 CB 0.00% US00653MAA99 SALESFORCE COM INC 110423 3.25 CB 0.00% US79466LAE48

INVITATION HOMES SE 2018 SFR2 CL E 190637 ABS 0.00% US46185HAJ14

DIAMLER FINANCE NORTH AMERICA LLC 140624 2.70 0.00% US233851DX96 CB LAS VEGAS SANDS CORP 080824 3.20 CB 0.00% US517834AG23 OCCIDENTAL PETROLEUM CORP 150826 3.20 CB 0.00% US674599CR48 OCCIDENTAL PETROLEUM CORP 150326 5.55 CB 0.00% US674599DC69 ICHAN ENTERPRISES LP 150924 4.75 CB 0.00% US451102BW60 THERMO FISHER SCIENTIFIC INC 011031 0.875 CB 0.00% XS2058556619 CIGNA CORP 151027 3.05 CB 0.00% US125523AZ36 BANK OF AMERICA CORP 221025 2.456 CB 0.00% US06051GHW24 ENBRIDGE INC 150125 2.50 CB 0.00% US29250NAY13 DIAMONDBACK ENERGY INC 011224 2.875 CB 0.00% US25278XAL38 ASHFORD HOSPITALITY TRUST SER 18 KEYS CLASS C 0.00% US04410CAJ80 150635 ABS

FORD MOTOR CREDIT COMPANY LLC 090123 3.087 CB 0.00% US345397A290

AMERICAN TOWER CORP 150325 2.40 CB 0.00% US03027XAZ33 AIR LEASE CORP 010225 2.30 CB 0.00% US00914AAF93

BP CAPITAL MARKETS AMERICA INC 040526 3.119 CB 0.00% US10373QAT76

UNICREDIT SPA 140122 6.5720 CB 0.00% US904678AJ86 NEWMONT GOLDCORP CORP 150323 3.70 CB 0.00% US651639AT30 RESORTS WORLD LAS VEGAS LLC 160429 4.625 CB 0.00% US76120HAA59

ANHEUSER BUSCH COMPANIES LLC 010226 3.65 CB 0.00% US03522AAG58

KOREA ELECTRIC POWER CORP 240624 2.50 CB 0.00% USY4907LAA09

EXPORT IMPORT BANK OF KOREA 250624 2.375 GB 0.00% US302154CY36

AVIS BUDGET CAR RENTAL LLC 150727 5.75 CB 0.00% US053773BC09 DIAMOND SPORTS GROUP LLC 150827 6.625 CB 0.00% US25277LAC00 ITAU UNIBANCO HOLDING SA 240123 2.90 CB 0.00% US46556JAA79 CIGNA CORP 150330 2.40 CB 0.00% US125523CL22 INDONESIA REPUBLIC OF GOVERNMENT 151050 4.20 0.00% US455780CT15 GF PROCTER & GAMBLE CO 250330 3.00 CB 0.00% US742718FH71 NISOURCE INC 010530 3.60 CB 0.00% US65473PAJ49 WALT DISNEY CO 130131 2.65 CB 0.00% US254687FX90

Page 122 of 180 all MF.xlsm BRISTOL-MYERS SQUIBB CO 150223 2.75 CB 0.00% US110122CY24 BRISTOL MYERS SQUIBB 200223 3.25 CB 0.00% US110122CZ98 CORPORACION ANDINA DE FOMENTO 230925 1.625 0.00% US219868CD67 GB BANQUE FEDERAL DU CREDIT MUTUEL SA 170725 0.75 0.00% XS1750122225 CB AXA SA 280549 3.25 CB 0.00% XS1799611642 SAP SE 100331 1.625 CB 0.00% DE000A2TSTG3 PROSIL ACQUISITION SER 1 CLASS A 311039 ABS 0.00% XS1843432078 WINTERSHALL DEA FINANCE BV 250928 1.332 CB 0.00% XS2054210252 BNP PARIBAS SA 040626 0.5 CB 0.00% FR0013465358 NATIONAL AUSTRALIA BANK LTD 300823 0.625 CB 0.00% XS1872032369 KOREA HOUSING FINANCE CORP 301023 0.75 GB 0.00% XS1900542926 ABBVIE INC 211129 3.20 CB 0.00% US00287YBW84 AUSTRALIA COMMONWEALTH OF GOVERNMENT 0.00% AU0000013740 210530 2.5 GB

AUSTRALIAN COMMONWEALTH GOVT 211129 2.75 GB 0.00% AU000XCLWAX7

AUSTRALIA COMMONWEALTH OF GOVERNMENT 0.00% AU0000087454 211230 1.00 GB AEGON NV 250444 4.00 CB 0.00% XS1061711575 AIR LIQUIDE FINANCE SA 270921 1.75 CB 0.00% US00913RAB24 ANHEUSER BUSCH INBEV SA 170336 2.75 CB 0.00% BE6285457519 AURIZON NETWORK PTY LTD 180924 2.00 CB 0.00% XS1111428402 ARGENT SECURITIES INC SERIES 03 W6 CLS AV1 0.00% US040104CM11 250134 ABS ASR NEDERLAND NV 300949 5.00 CB 0.00% XS1115800655 AVANT LOANS FUNDING TRUST SERIES 18 B CLASS B 0.00% US05353TAB44 150722 ABS SLM STUDENT LOAN TRUST SER 04 2X CLASS A6 0.00% XS0187456156 250739 ABS E MAC NL BV SE NL04 I CL A 250736 ABS 0.00% XS0188806870

CREDIT SUISSE FRST BOS SE 04 AR7 CL 2A1 251134 ABS 0.00% US22541SRP55

GRIFONAS FINANCE PLC SERIES 1 CLASS A 280839 ABS 0.00% XS0262719320

FONDO DE TITULIZACION DE ACTIVOS SER 16 CLS A2 0.00% ES0338186010 160649 ABS

EMAC PROGRAM BV SERIES 06 3 CLASS A2 250439 ABS 0.00% XS0274609923

AUSTRIA REPUBLIC OF 150337 4.15 0.00% AT0000A04967 BUNDESREPUB DEUTSCHLAND 040739 4.25 GOVT 0.00% DE0001135325 TDA MIXTO SERIES 27 CLASS A3 281250 ABS 0.00% ES0377954021 UROPA SECURITIES PLC SER 07 1 CLASS M2A 101040 0.00% XS0311813058 ABS

NEWGATE FUNDING PLC SER 07 3X CL A3 151250 ABS 0.00% XS0332288058

LUDGATE FUNDING PLC SER 08 W1X CLASS CB 010161 0.00% XS0353594434 ABS UNITED KINGDOM TREASURY GILT 070939 4.2 0.00% GB00B3KJDS62 BARCLAYS BANK PLC 140121 6.0 CB 0.00% XS0525912449 INDONESIA REPUBLIC OF GOVERNMENT 150528 6.125 0.00% IDG000010307 CB ENEL FINANCE INTL SA 071039 6.0 CB 0.00% US29268BAF85 ABN AMRO BANK NV 270421 6.375 CB 0.00% XS0619548216 WESTERN POWER DISTRIBUTION WEST MIDLANDS PLC 0.00% XS0627336323 160432 5.75 CB MEXICO UNITED MEXICAN STATES GOVERNMENT 0.00% MX0MGO0000H9 310529 8.50 GB ALLIANZ FINANCE II 080741 5.75 CB 0.00% DE000A1GNAH1 JAPAN GOVERNMENT OF 200940 2.00 GB 0.00% JP1300331A99 MEXICO UNITED MEXICAN STATES GOVERNMENT 0.00% MX0MGO0000P2 290531 7.75 GB SYNGENTA FINANCE NV 280322 3.125 CB 0.00% US87164KAA25

Page 123 of 180 all MF.xlsm AMERICAN INTERNATIONAL GROUP INC 4.875 010622 0.00% US026874CU91 CB AQUARIUS INVESTMENTS PLC 021043 4.25 CB 0.00% XS0897406814 BANNA RMBS SER 19 1 CLASS A 301263 ABS 0.00% XS2069315153 BAYER US FINANCE II LLC 151223 3.875 CB 0.00% US07274NAE31 INDONESIA REPUBLIC OF GOVERNMENT 150334 8.375 0.00% IDG000010802 GB VOLKSWAGEN INTERNATIONAL FINANCE NV 300327 0.00% XS1586555945 1.875 CB AVIS BUDGET FINANCE PLC 300126 4.75 CB 0.00% XS1889107931 JOHNSON CONTROLS INTERNATIONAL PLC 250225 0.00% XS1539114287 1.375 CB UNITES STATES TREASURY 150548 3.125 CD 0.00% US912810SC36

AMERICAN EXPRESS CREDIT CORP 221121 0.625 CB 0.00% XS1521058518

INMOBILIARIA COLONIAL SA 281024 1.45 CB 0.00% XS1509942923 AURIZON NETWORK PTY LTD 010626 3.125 CB 0.00% XS1418788599 IE2 HOLDCO SA 010626 2.875 CB 0.00% XS1419664997 SGSP AUSTRALIA ASSETS PTY LTD 290726 3.25 CB 0.00% XS1457527015 CITIGROUP INC 130925 5.50 CB 0.00% US172967HB08

CROATIA REPUBLIC OF GOVERNMENT 270130 2.75 GB 0.00% XS1713475306

SWEDEN KINGDOM OF GOVERNMENT 120528 0.75 GB 0.00% SE0009496367

ROCHESTER FINANCING NO 2 PLC SERIES 2 CLASS D 0.00% XS1371723054 190645 ABS

POLAND REPUBLIC OF GOVERNMENT 250727 2.50 GB 0.00% PL0000109427

SPRINT SPECTRUM 200323 3.36 SF 0.00% US85208NAA81

MALAYSIA GOVERNMENT 150829 3.885 GB 0.00% MYBMO1900020

INDONESIA REPUBLIC OF GOVERNMENT 150329 9.00 0.00% IDG000011107 GB

VERIZON COMMUNICATIONS INC 271026 1.375 CB 0.00% XS1708161291

UBS GROUP FUNDING SWITZERLAND AG 230523 3.491 0.00% US90352JAA16 CB GOLDMAN SACHS GROUP INC 011128 2.00 CB 0.00% XS1861206636

CREDIT AGRICOLE ASSURANCES SA 290148 2.625 CB 0.00% FR0013312154

MACQUARIE GROUP LTD 270324 4.15 CB 0.00% US55608JAL26

SENEGAL REPUBLIC OF GOVERNMENT 230533 6.25 SF 0.00% XS1619155564

BANCO SANTANDER SA 191125 5.1790 CB 0.00% US05971KAA79 INDONESIA REPUBLIC OF GOVERNMENT 150529 8.25 0.00% IDG000012907 GB AT AND T INC 041226 2.90 CB 0.00% XS1879223565 INTOWN HOTEL PORTFOLIO TRUST SE 2018 STAY CL D 0.00% US46117MAN48 180133 ABS SYNGENTA FINANCE AG 240423 4.441 CB 0.00% US87164KAH77 INDONESIA REPUBLIC OF GOVERNMENT 240425 1.75 0.00% XS1810775145 GB CAIXABANK SA 180423 0.75 CB 0.00% XS1752476538 UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN 0.00% GB00BFX0ZL78 221028 1.625 GB

SPAIN KINGDOM OF GOVERNMENT 311048 2.70 GB 0.00% ES0000012B47

PNMAC GMSR ISSUER TRUST SER 18 GT1 CLS A 250223 0.00% US69354WAC01 ABS SPRINT SPECTRUM CO LLC 200325 4.738 SF 0.00% US85208NAD21 INTERNATIONAL BUSINESS MACHINES CORP 150524 0.00% US459200JY80 3.00 CB WALMART INC 260628 3.70 CB 0.00% US931142EE96 QATAR STATE OF GOVERNMENT 230448 5.103 GB 0.00% XS1807174559 CNAC HK FINBRIDGE CO LTD 140622 1.75 CB 0.00% XS1791704189

Page 124 of 180 all MF.xlsm NATIONWIDE BUILDING SOCIETY 080324 3.766 CB 0.00% US63861VAA52 UNIBAIL RODAMCO SE 25102166 2.125 CB 0.00% FR0013330529 PROLOGIS EURO FINANCE LLC 050129 1.875 CB 0.00% XS1861322383 PENYMAC CRP PMT ISR TRT SER 18 FT1 CLS A 250423 0.00% US69346MAA71 ABS BP CAPITAL MARKETS PLC 030726 2.274 CB 0.00% XS1851278421

VERIZON COMMUNICATIONS INC 210928 4.329 CB 0.00% US92343VER15

RMAC PLC SERIES 18 2 CLASS A 120646 ABS 0.00% XS1891764737 NIGERIA FEDERAL REPUBLIC OF GOVERNMENT 210149 0.00% XS1910828182 9.248 GB PERUSAHAAN LISTRIK NEGARA PT 250149 6.25 CB 0.00% US71568QAH02 EMERSON ELECTRIC CO 151025 1.25 CB 0.00% XS1915689746 LOGICOR FINANCING SARL 141122 1.50 CB 0.00% XS1909057215 ROCKIES EXPRESS PIPELINE LLC 150525 3.60 CB 0.00% US77340RAS67 SOUTH AFRICA REPUBLIC OF GOVERNMENT 310130 0.00% ZAG000106998 8.00 GB

GHANA REPUBLIC OF GOVERNMENT 260351 8.95 SF 0.00% XS1968714623

FRESENIUS SE AND CO KGAA 150229 2.875 CB 0.00% XS1936208419

ITALY REPUBLIC OF GOVERNMENT 010724 1.75 GB 0.00% IT0005367492

PETROLEOS MEXICANOS 230130 6.84 GB 0.00% USP78625DX85 PURE STORAGE INC 150423 0.125 CB 0.00% US74624MAB81 HUNGARY GOVERNMENT 210830 3.00 GB 0.00% HU0000403696 HELLENIC REPUBLIC 120329 3.875 GB 0.00% GR0124035693 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 191224 0.00% FR0013425451 1.75 CB RAPTOR AIRCRAFT FINANCE LLC SR 19 1 CL A 230844 0.00% US75383HAA95 ABS J2 GLOBAL INC 011126 1.75 CB 0.00% US48123VAD47 CASTLELAKE AIRCRAFT STRUCTURED TRUST SER 19 CLS 0.00% US14855MAA62 A 150439 ABS

DOMINICAN REPUBLIC GOVERMENT 300160 5.875 GB 0.00% USP3579ECG00

ARAB REPUBLIC OF EGYPT 110431 6.375 GB 0.00% XS1980255936 ARAB REPUBLIC OF EGYPT 110425 4.75 GB 0.00% XS1980065301 EGYPT ARAB REPUBLIC OF GOVERNMENT 201159 8.15 0.00% XS2079846635 GB CALPINE CORP 150228 4.5 CB 0.00% US131347CM64 PALO ALTO NETWORKS INC 010723 0.75 CB 0.00% US697435AD78 HSBC HOLDINGS PLC 071125 2.633 CB 0.00% US404280CE72

CROATIA REPUBLIC OF GOVERNMENT 190629 1.125 GB 0.00% XS1843434876

CNAC HK FINBRIDGE CO LTD 190629 3.875 CB 0.00% XS2011969735 STANDARD INDUSTRIES INC 211126 2.25 CB 0.00% XS2080766475 CITIGROUP INC 051130 2.976 CB 0.00% US17308CC539 STANDARD CHARTERE PLC 010431 4.644 CB 0.00% US853254BS85 TARGET CORP 150930 2.65 CB 0.00% US87612EBK10 UNITED STATES TREASURY 150230 1.5 GB 0.00% US912828Z948 HOSPITALITY MORTGAGE TRUST SER 19 HIT CLASS E 0.00% US40443RAN17 151136 ABS GRUPO AVAL LTD 040230 4.375 CB 0.00% US40053FAC23 EDP ENERGIAS DE PORTUGAL SA 200780 1.70 CB 0.00% PTEDPLOM0017 JAPAN GOVERNMENT 200629 0.10 GB 0.00% JP1103551K72 PETROLEOS MEXICANOS 280160 6.95 GB 0.00% USP78625EB56 LAS VEGAS SANDS CORP 180826 3.50 CB 0.00% US517834AE74 AMGEN INC 210230 2.45 CB 0.00% US031162CU27 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 211124 0.00% US06675GAT22 2.375 CB NVIDIA CORP 010430 2.85 CB 0.00% US67066GAF19

AVOLON HOLDINGS FUNDING LTD 150225 2.875 CB 0.00% US05401AAH41

WELLS FARGO CO 301030 2.879 CB 0.00% US95000U2G70

Page 125 of 180 all MF.xlsm BANQUE OUEST AFRICAINE DE DEVELOPPEMENT 0.00% XS2063540038 221031 4.70 CB COMCAST CORP 200527 0.25 CB 0.00% XS2114852218

SILVER HILL TRUST SER 19 SBC1 CLASS A1 291149 ABS 0.00% US82773XAA81

LEVEL 3 FINANCING INC 010327 3.40 CB 0.00% US527298BP78 Q PARK HOLDINGS I BV 010325 1.50 CB 0.00% XS2115189875 TECHEM VERWALTUNGSGESELL 150725 2.00 CB 0.00% XS2090816526

PERU REPUBLIC OF GOVERNMENT 120840 5.35 GB 0.00% US715638DC30

EXPORT IMPORT BANK OF INDIA 150130 3.25 GB 0.00% US30216KAE29 SLOVENIA REPUBLIC OF GOVERNMENT 140130 0.275 0.00% SI0002103966 GB ENERGY TRANSFER 150525 2.9 CB 0.00% US29278NAP87 TEGNA INC 150328 4.625 CB 0.00% US87901JAE55 BP CAPITAL MARKETS PLC 220925 4.375 CB 0.00% US05565QDU94 QNB FINANCE LTD 120227 2.75 CB 0.00% XS2114850949 QATAR STATE OF GOVERNMENT 160430 3.75 GB 0.00% XS2155352664 BP CAPITAL MARKETS PLC 220630 4.875 CB 0.00% US05565QDV77 NIKE INC 270330 2.85 CB 0.00% US654106AK94 NN GROUP NV 080444 4.625 CB 0.00% XS1054522922 JPMORGAN CHASE AND CO 240331 4.493 CB 0.00% US46647PBJ49 SVENSKA HANDELSBANKEN AB 010369 4.375 CB 0.00% XS2233263404 NORWAY KINGDOM OF GOVERNMENT 190830 1.375 0.00% NO0010875230 GB DEERE AND CO 150430 3.10 CB 0.00% US244199BJ37 CREDIT SUISSE GROUP AG 020426 3.25 CB 0.00% CH0537261858 ORACLE CORP 010430 2.95 CB 0.00% US68389XBV64 TJX COMPANIES INC 150430 3.875 CB 0.00% US872540AT63

CROWN CASTLE INTERNATIONAL CORP 010730 3.30 CB 0.00% US22822VAR24

BRAZIL FEDERATIVE REPUBLIC OF GOVERNMENT 0.00% US105756CC23 120630 3.875 GB EGYPT ARAB REPUBLIC OF GOVERNMENT 061025 5.25 0.00% XS2241075014 GB

GREECE REPUBLIC OF GOVERNMENT 220427 2.00 GB 0.00% GR0118020685

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Page 137 of 180 all MF.xlsm WISTRON CORP 0.00% TW0003231007 HUA XIA BANK CO LTD 0.00% CNE000001FW7 PETRONAS DAGANGAN BHD 0.00% MYL5681OO001 UNI-PRESIDENT ENTERPRISES CORPORATION 0.00% TW0001216000 PETRONAS GAS BERHAD 0.00% MYL6033OO004 PRESIDENT CHAIN STORE CORP 0.00% TW0002912003 BANK RAKYAT INDONESIA 0.00% ID1000118201 CHINA RESOURCES POWER HOLDINGS COMPANY L 0.00% HK0836012952 GREAT WALL MOTOR COMPANY H 0.00% CNE100000338 ZIJIN MINING GROUP CO LTD 0.00% CNE100000502 CHINA FORTUNE LAND DEVELOPMENT CO LTD 0.00% CNE000001GG8 UNIVERSAL VISION BIOTECHNOLOGY CO LTD 0.00% TW0003218004 AIRPORTS OF THAILAND PCL 0.00% TH0765010R16 SHANDONG WEIGAO GP MEDICAL H 0.00% CNE100000171 WEICHAI POWER CO LTD 0.00% CNE1000004L9 SAMSUNG SDI CO LTD 0.00% KR7006400006 SAMSUNG ELECTRO MECHANICS CO 0.00% KR7009150004 HANWHA AEROSPACE CO LTD 0.00% KR7012450003 SASOL LTD 0.00% ZAE000006896 SHOPRITE HOLDINGS LIMITED 0.00% ZAE000012084 CHINA VANKE CO A CNY1 0.00% CNE0000000T2 STANDARD FOODS CORP 0.00% TW0001227007 TELEKOM MALAYSIA BERHAD 0.00% MYL4863OO006 TINGYI CAYMAN ISLAND HOLDING CO 0.00% KYG8878S1030 TENAGA NASIONAL BERHAD 0.00% MYL5347OO009 TSINGTAO BREWERY COMPANY LIMITED 0.00% CNE1000004K1 CHINA RESOURCES BE NPV 0.00% HK0291001490 HANSOL CHEMICAL CO LTD 0.00% KR7014680003 JPM COLLATERAL ACC 0.00% BANCO BRADESCO SA-PREF 0.00% BRBBDCACNPR8 DIALOG GROUP BHD 0.00% MYL7277OO006 CENCOSUD SA 0.00% CL0000000100 SINO BIOPHAMACEUTICAL HKD0.025 0.00% KYG8167W1380 PUBLIC BANK BERHAD 0.00% MYL1295OO004 COMPANHIA SIDERURGICA NACIONAL 0.00% BRCSNAACNOR6 HANA MICROELECTRNC THB1 (NVDR) 0.00% TH0324010R12 CHINA MENGNIU DAIRY CO 0.00% KYG210961051 BANK CENTRAL ASIA PT 0.00% ID1000109507 PING AN INSURANCE GROUP OF CHINA LIMITED 0.00% CNE1000003X6 LI NING CO LTD 0.00% KYG5496K1242 LG DISPLAY CO LTD 0.00% KR7034220004 SUNING COMMERCE GROUP CO LTD 0.00% CNE000001KF2 STANDARD BANK GROUP 0.00% ZAE000109815 CPFL ENERGIA SA 0.00% BRCPFEACNOR0 ITAU UNIBANCO HOLDING SA 0.00% BRITUBACNPR1 POWSZECHNA KASA OS PLN1 0.00% PLPKO0000016 PORTO SEGURO SA 0.00% BRPSSAACNOR7 TOP GLOVE CORPORATION BHD 0.00% MYL7113OO003 HITE JINRO CO LTD 0.00% KR7000080002 LOCALIZA RENT A CAR 0.00% BRRENTACNOR4 CP ALL PCL NVDR 0.00% TH0737010R15 COSCO SHIPPING HOLDINGS CO LIMITED 0.00% CNE1000002J7 BANK OF COMMUNICATION LTD 0.00% CNE100000205 GRUPA LOTOS SA 0.00% PLLOTOS00025 CELLTRION INC 0.00% KR7068270008 LOJAS RENNER SA 0.00% BRLRENACNOR1 KOSSAN RUBBER INUSTRIES 0.00% MYL7153OO009 NOVATEK PJSC 0.00% US6698881090 ULTRAPAR PARTICIPACOM NPV 0.00% BRUGPAACNOR8 SANLAM LIMITED 0.00% ZAE000070660 POLISH OIL & GAS 0.00% PLPGNIG00014 CHINA CONSTRUCTION BANK 0.00% CNE1000002H1 SHENZHOU INTERNATIONAL GROUP 0.00% KYG8087W1015 HANA FINANCIAL GROUP 0.00% KR7086790003 HYUDAI GLOVIS CO LTD 0.00% KR7086280005

Page 138 of 180 all MF.xlsm NINE DRAGONS PAPER HOLDINGS 0.00% BMG653181005 CHINA NATIONAL BUILDING MA-H 0.00% CNE1000002N9 COMPANHIA DE SANEAMENTO DE MINAS GERAIS 0.00% BRCSMGACNOR5 COPASA MG TOTVS SA COM NPV 0.00% BRTOTSACNOR8 GAZPROM NEFT PJSC 0.00% US36829G1076 SAMSUNG LIFE INSUR 0.00% KR7032830002 INVESTEC LIMITED 0.00% ZAE000081949 OAO ROSNEFT OIL CO-GDR 0.00% US67812M2070 CIA ENERGETICA DE SAO PAULO - PREF B 0.00% BRCESPACNPB4 FRONTKENT CORPORATION NPV 0.00% MYQ0128OO007 NEW ORIENTAL EDUCATIO-SP ADR 0.00% US6475811070 CHINA MERCHANTS BANK CO LIMITED 0.00% CNE1000002M1 M DIAS BRANCO SA I COM NPV 0.00% BRMDIAACNOR7 HOCHSCHILD MINING PLC 0.00% GB00B1FW5029 INDUSTRIAL AND COMMERCIAL BANK OF CHINA 0.00% CNE1000003G1 KUMBA IRON ORE LTD 0.00% ZAE000085346 SEVERSTAL PAO 0.00% US8181503025

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Page 140 of 180 all MF.xlsm HITHINK ROYALFLUSH INFORMATION NETWORK CO 0.00% CNE100000JG3 LTD GUOYUAN SECURITIES CO LTD 0.00% CNE000000QZ9 HENAN SHUANG INVESTMENT AND DEVELOPMENT CO 0.00% CNE000000XM3 LTD EAST MONEY INFORMATION CO LTD 0.00% CNE100000MD4 CHACHA FOOD CO LTD 0.00% CNE1000010Q5 TONGFU MICROELECTRONICS CO LTD 0.00% CNE1000006C3 MOL HUNGARIAN OIL 0.00% HU0000153937 S F HOLDINGS CO LTD 0.00% CNE100000L63 POSTAL SAVINGS BANK OF CHINA CO LTD 0.00% CNE1000029W3 YIHAI INTERNATIONAL HOLDINGS LTD 0.00% KYG984191075 GENSCRIPT BIOTECH CORP 0.00% KYG3825B1059 NEPI ROCKCASTLE PLORD EUR0.01 0.00% IM00BDD7WV31 WESTPORTS HOLDINGS BHD 0.00% MYL5246OO003 PING AN HEALTHCARE AND TECHNOLOGY CO LTD 0.00% KYG711391022 OLD MUTUAL LTD NPV 0.00% ZAE000255360 SG MICRO CORP 0.00% CNE100002NT4 PRESS METAL ALUMIN NPV 0.00% MYL8869OO009 CIA DE SANEAMENTO UNITS 1 COM 4 PRF 0.00% BRSAPRCDAM13 NOTRE DAME INTERMEDICA PARTICIPACOES SA 0.00% BRGNDIACNOR2 CHONGQING FULING ZHACAI GROUP CO LTD 0.00% CNE100000WX1 BILIBILI INC 0.00% US0900401060 GUANGZHOU WONDFO BIOTECH CO LTD 0.00% CNE100002102 BGI GENOMICS CO LTD 0.00% CNE100003449 WEIHAI GUANGWEI COMPOSITES CO LTD 0.00% CNE1000034T9 CHINA TOWER CORP LTD 0.00% CNE100003688 TENCENT MUSIC ENTERTAINMENT GROUP 0.00% US88034P1093 NATL BK OF GREECE EUR 0.00% GRS003003035 XIAOMI CORP 0.00% KYG9830T1067 B3 SA BRASIL BOLSA BALCAO 0.00% BRB3SAACNOR6 AMBEV SA COM NPV 0.00% BRABEVACNOR1 AMBEV SA ADR EACH REPR ORD SPONS 0.00% US02319V1035 WUXI APPTEC CO LTD 0.00% CNE100003F19 WOORI FINANCIAL GR KRW5000 0.00% KR7316140003 INNOVENT BIOLOGICS INC 0.00% KYG4818G1010 SINOTRANS LTD 0.00% CNE100003GS8 AUTOHOME INC 0.00% US05278C1071 COCA-COLA FEMSA S.UNITS 0.00% MX01KO000002 SHENZHEN MINDRAY BIO-MEDICAL ELECTRONICS CO 0.00% CNE100003G67 LTD MULTICHOICE GROUP LTD 0.00% ZAE000265971 UWC BHD 0.00% MYL5292OO007 ESTACIO PARTICIPACOES SA 0.00% BRYDUQACNOR3 HANSOH PHARMACEUTICAL GROUP CO LTD 0.00% KYG549581067 MOMO COM INC 0.00% TW0008454000 CHINA FEIHE LTD 0.00% KYG2121Q1055 TRIP DOT COM GROUP LTD 0.00% US89677Q1076 GSX TECHEDU INC 0.00% US36257Y1091 PHARMARON BEIJING CO LTD 0.00% CNE100003PG4 JD.COM INC 0.00% KYG8208B1014 SIBANYE STILLWATER LTD 0.00% ZAE000259701 JOYY INC SPON ADS EA REP 20 ORD SHS 0.00% US46591M1099 JD COM INC 0.00% US47215P1066 GPO DE INVERSIONES COP187.50 0.00% COT13PA00086 CHINA VANKE CO RES 0.00% CNE100001SR9 CHINA CITIC BANK CORP LTD 0.00% CNE1000000R4 CHINA YANGTZE POWER CO LTD 0.00% CNE000001G87 JIANGSU HENGRUI MEDICINE CO LTD 0.00% CNE0000014W7 SANY HEAVY INDUSTRY CO LTD 0.00% CNE000001F70 SOOCHOW SECURITIES CO LTD 0.00% CNE1000019P8 SHANGHAI BAOSIGHT SOFTWARE CO LTD 0.00% CNE000000C66 JIANGSU HENGLI HYDRAULIC CO LTD 0.00% CNE1000019R4 TONGKUN GROUP CO LTD 0.00% CNE1000012X7 ANGEL YEAST CO LTD 0.00% CNE0000014G0

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Page 148 of 180 all MF.xlsm WELLS FARGO COMMERCIAL MORTGAG SE 2013 LC12 0.00% US94988QAS03 CL C 170746 ABS MORGAN STANLEY BAML SER 13 C9 CLASS D 170546 0.00% US61762DAG60 ABS J P MORGAN CHASE COMMER SERIES 2013 LC11 CLASS 0.00% US46639YAU10 AS 170446 ABS JP MORGAN CHASE COMM MTGE TR SER 2013 LC11 0.00% US46639YAW75 CLS C 170446 ABS J P MORGAN CHASE COMM MORT SECUR 2013 LC11 CL 0.00% US46639YAS63 XA 170446 ABS GOVERNMENT NATIONAL MORTG ASSO SER 2013 76 0.00% US38378TNU06 CL IO 200543 ABS CFCRE COMMERCIAL MORTG TST SERIES 2011 C2 0.00% US12527DAF78 CLASS D 171247 ABS FEDERAL HOME LOAN MORTGAGE SERIES 4076 CLASS 0.00% US3137ASEX86 MS 150740 ABS WFRBS COMMERCIAL MTG SERIES 2013 UBS1 CLASS AS 0.00% US92938JAG76 160346 ABS WFRBS COMMERCIAL MTG TRUST SER 2013 C18 CL AS 0.00% US96221QAG82 171246 ABS INDONESIA REPUBLIC OF GOVERNMENT 150124 5.875 0.00% USY20721BJ74 GB COMM MORTGAGE TRUST SER 2013 LC13 CLASS XA 0.00% US12626GAG82 100846 ABS CWALT INC COUNTRYWIDE SERIES 05 27 CLASS 1A1 0.00% US12667GL766 250835 ABS GOVERNMENT NATIONAL MORT SERIES 2012 136 0.00% US38377X4P40 CLASS BI 201142 ABS QVC INC 010424 4.85 CB 0.00% US747262AS23 GOVERNMENT NATIONAL MORTG SERIES 2014 25 0.00% US38379ABX72 CLASS QI 200144 ABS COMM MORTGAGE TRUST SERIES 2014 LC15 CLASS XA 0.00% US12591TAF30 120447 ABS CITIGROUP COMM MORT TRST SER 2014 GC19 CLASS D 0.00% US17322AAM45 120347 ABS COMM MORTGAGE TRUST SER 2014 CR14 CLASS XA 0.00% US12630DAZ78 120247 ABS GOVERNMENT NATIONAL MORTGAGE ASS SER 2013 0.00% US38378U3A34 157 IA 200440 ABS GOVERNMENT NATIONAL MTGE ASSO SE 2009 121 CL 0.00% US38375AXQ20 UI 201239 ABS CITIGRP COMM MTG TST SER 2014 GC19 CLS AS 0.00% US17322AAF93 120347 ABS COUNTRYWIDE HOME LOANS INC SERIES 05 3 CLASS 0.00% US12669GTP62 1A1 250435 ABS WASHINGTON MTL MTG PASS THR CER CL A2B SER 0.00% US92922FZV39 04AR12 251044 ABS MERRILL LYNCH MORTGAGE INVE SERIES 05 A2 CLASS 0.00% US59020USJ50 A2 250235 ABS CWALT INC COUNTRYWIDE ALTERN SE 06 0A10 CL 1A1 0.00% US02146QAA13 250846 ABS MORGAN STANLEY ABS CAP I INC SER 04 HE6 CLS M1 0.00% US61744CFB72 250834 ABS RENAISSANCE HOME EQUITY LOAN TST SE 03 4 CL A1 0.00% US759950BP27 250334 ABS CWALT INC COUNTRYWIDE ALT SERIES 06 0A7 CLASS 0.00% US02146BAB27 1A2 250646 ABS FEDERAL NATIONAL MORTGAGE ASSOCIATION 151140 0.00% US01F0326B57 0.00 TBA

J P MORGAN CHASE SER 10 C2 CLASS C 151143 ABS 0.00% US46635GAN07

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KINDER MORGAN ENERGY PARTNERS LP 010944 5.4 CB 0.00% US494550BW59

JPMBB COMM MORTGAGE SER 2014 C23 CLASS AS 0.00% US46643ABJ16 170947 ABS WFRBS COMMERCIAL MORT TRUST SER 2014 C24 CLS 0.00% US92939KAH14 XA 181147 ABS CITIGROUP MORTGAGE LOAN SERIES 05 2 CLASS 1A2A 0.00% US17307GQZ45 250535 ABS ONTARIO PROVINCE OF 020625 2.60 GB 0.00% CA68323ACX06 ONTARIO PROVINCE OF 021246 2.90 GB 0.00% CA68323ACY88 WELL FARGO COMMERCIAL MORT SE 2016 LC25 CL XA 0.00% US95000JAY47 171259 ABS TOWD POINT MORTGAGE TRUST SERIES 16 5 CL M2 0.00% US89173CAD92 251056 ABS ANHEUSER BUSCH INBEV WORLDWIDE INC 150142 0.00% US035240AG57 4.95 CB CITIGROUP INC 200128 3.887 CB 0.00% US172967LD18 GOVERNMENT NATIONAL MORTGAG ASS SE 2016 135 0.00% US38380AJ656 CL PI 200546 ABS BROADCOM CORP 150127 3.875 CB 0.00% US11134LAH24 GOLDMAN SACHS GROUP INC 260127 3.85 CB 0.00% US38141GWB66 TRANSCANADA TRUST 150377 5.30 CB 0.00% US89356BAC28 VIDEOTRON LTD 150427 5.125 CB 0.00% US92660FAK03

FANNIE MAE SERIES 17 C02 CLASS 2ED3 250929 ABS 0.00% US30711XHT46

Page 150 of 180 all MF.xlsm COMM MORTGAGE SER 14 CR19 CL AM 100847 ABS 0.00% US12592GBF90

JPMBB COMMERCIAL MORTGAG SERIES 2015 C33 0.00% US46645JAJ16 CLASS XA 151248 ABS GOVERNMENT NATIONAL MORTG SERIES 2015 80 0.00% US38379NAU63 CLASS IA 200645 ABS JPMBB COMMERCIAL MORTAGE SER 16 C1 CLASS AS 0.00% US46645LBD82 170349 ABS AMGEN INC 150651 4.663 CB 0.00% US031162CF59 GS MORTGAGE SECURITES SERIES 16 GS3 CLASS A4 0.00% US36251PAD69 131049 ABS CHARTER COMMUNCATIONS OPERATING LLC 231045 0.00% US161175BA14 6.484 CB CF INDUSTRIES INC 011226 4.50 CB 0.00% US12527GAH65 PENSKE TRUCK LEASING CO LP 151126 3.40 CB 0.00% US709599AW47 DIGITAL REALTY TRUST LP 150728 4.45 CB 0.00% US25389JAT34 ZOETIS INC 200828 3.90 CB 0.00% US98978VAN38 INTERNATIONAL FLAVORS AND FRAGRANCES INC 0.00% US459506AK78 260928 4.45 CB FISERV INC 011028 4.20 CB 0.00% US337738AR95

AMERICAN ELECTRIC POWER CO INC 011228 4.30 CB 0.00% US025537AM37

WELLS FARGO COMMERCIAL MORTGAGE SER 17 C39 0.00% US95000XAF42 CLS A5 150950 ABS GS MORTGAGE SECURITIES TR SE 2017 GS7 CL AS 0.00% US36254CAZ32 120850 ABS PETROLEOS MEXICANOS 130327 6.5 CB 0.00% US71654QCG55 CHARTER COMMUNICATIONS OPERATING LLC 010547 0.00% US161175BL78 5.375 CB CHARTER COMMUNICATIONS INC 150228 3.75 CB 0.00% US161175BJ23 FANNIE MAE CONNECTICUT AVENUE SE 17 C01 CL 0.00% US30711XEX84 1EB1 250729 ABS CHENIERE CORPUS CHRISTI HOLDINGS LLC 300627 0.00% US16412XAG07 5.125 CB CREDIT SUISSE GROUP AG 120129 3.869 CB 0.00% US225401AF50 CREDIT AGRICOLE SA 100133 4.00 CB 0.00% US225313AK19 ENTERPRISE PRODUCTS OPERATING LLC 150248 4.25 0.00% US29379VBQ59 CB CIT GROUP INC 070325 5.25 CB 0.00% US125581GW24 SALESFORCE COM INC 110428 3.70 CB 0.00% US79466LAF13

FAIRFAX FINANCIAL HOLDINGS LTD 170428 4.85 CB 0.00% US303901BB79

AMERICAN TOWER CORP 150127 2.75 CB 0.00% US03027XAX84 S AND P GLOBAL INC 011229 2.50 CB 0.00% US78409VAP94 DIAMONDBACK ENERGY INC 011226 3.25 CB 0.00% US25278XAM11 LSTAR COMMERCIAL MORTGAGE TRUST SER 17 5 CL AS 0.00% US54910TAL61 110350 ABS WALT DISNEY CO 150944 4.75 CB 0.00% US254687EV44

FREDDIE MAC STRUCTURED SE K087 CL X1 251228 ABS 0.00% US3137FKUR53

FRED MAC STRC AGN CRD RSK STCR SER 19 DNA1 CLS 0.00% US35563KAH32 M2 250149 ABS FREDDIE MAC STACR SERIES 17 DNA3 CLASS M2B 0.00% US3137G0RC55 250330 ABS CELANESE US HOLDINGS LLC 080524 3.50 CB 0.00% US15089QAJ31 AT T INC 150726 2.95 CB 0.00% US00206RHV78 AT AND T INC 150227 3.80 CB 0.00% US00206RHW51 NRG ENERGY INC 150624 3.75 CB 0.00% US629377CK62 CSAIL COMMERCIAL MORTGAGE TRUST SE 2019 C16 CL 0.00% US12596WAE49 XA 170652 ABS KEURIG DR PEPPER INC 250525 4.417 CB 0.00% US49271VAH33

VISTRA OPERATIONS COMPANY LLC 150729 4.30 CB 0.00% US92840VAE20

VISTRA OPERATIONS COMPANY LLC 150724 3.55 CB 0.00% US92840VAD47

Page 151 of 180 all MF.xlsm KEURIG DR PEPPER INC 250528 4.597 CB 0.00% US49271VAF76 HCA INC 150629 4.125 CB 0.00% US404119BX69 BANK OF AMERICA CORP 200624 5.125 CB 0.00% US060505FP42 GS MORTGAGE SECURITIES SER 19 GC42 CLASS AS 0.00% US36257UAQ04 120952 ABS OSHKOSH CORP 010330 3.10 CB 0.00% US688225AH44 GOLDMAN SACHS GROUP INC 070230 2.60 CB 0.00% US38141GXG45 CTIGROUP INC 080426 3.106 CB 0.00% US172967MQ12 ANHEUSER BUSCH INBEV WORLDWIDE INC 010630 0.00% US035240AV25 3.50 CB BROADCOM INC 151130 4.15 CB 0.00% US11135FAQ46

DISCOVERY COMMUNICATIONS LLC 150530 3.625 CB 0.00% US25470DBJ72

GLOBAL PAYMENTS INC 150530 2.90 CB 0.00% US37940XAD49 ZOETIS INC 150530 2.0 CB 0.00% US98978VAS25 KRAFT HEINZ FOODS CO 150527 3.875 CB 0.00% US50077LBA35 MARRIOTT INTERNATIONAL INC 150630 4.625 CB 0.00% US571903BE27 UNITEDHEALTH GROUP INC 150530 2.00 CB 0.00% US91324PDX78 FHLMC MULTIFAMILY STRUCTURED SERIES K109 CL 0.00% US3137FTG438 XAM 250430 ABS CREDIT SUISSE GROUP AG 050626 2.193 CB 0.00% US225401AQ16 PACIFIC GAS AND ELECTRIC CO 010827 2.10 CB 0.00% US694308JF52 OTIS WORLDWIDE CORP 150230 2.565 CB 0.00% US68902VAK35

INTERCONTINENTAL EXCHANGE INC 150940 2.65 CB 0.00% US45866FAP99

ALPHABET INC 150860 2.25 CB 0.00% US02079KAG22 SERVICE CORPORATION INTERNATIONAL 150830 3.375 0.00% US817565CF96 CB MOODYS CORP 180860 2.55 CB 0.00% US615369AU95 S AND P GLOBAL INC 150830 1.25 CB 0.00% US78409VAS34 NUTRITION AND BIOSCIENCES INC 011130 2.30 CB 0.00% US67079BAD29

NUTRITION AND BIOSCIENCES INC 011250 3.468 CB 0.00% US67079BAF76

JEFFERIES GROUP LLC 151032 2.75 CB 0.00% US47233JDX37

AUSTRALIAN COMMONWEALTH GOVT 210423 5.50 GB 0.00% AU3TB0000101

AUSTRALIAN COMMONWEALTH GOVT 210437 3.75 GB 0.00% AU3TB0000192

AUSTRALIA COMMONWEALTH OF GOVERNMEN 0.00% AU000XCLWAR9 210528 2.25 GB

ALIMENTATION COUCHE TARD INC 260727 3.55 CB 0.00% US01626PAH91

AES CORP 010927 5.125 CB 0.00% US00130HBY09 AIR LEASE CORP 011028 4.625 CB 0.00% US00912XBF06 APPLE INC 130545 4.375 CB 0.00% US037833BH21 ARROYO MORTGAGE TRUST SER 19 1 CLASS A3 250149 0.00% US042859AC26 ABS ASHTEAD CAPITAL INC 150827 4.375 CB 0.00% US045054AF03 AT T INC 150546 4.75 CB 0.00% US00206RCQ39 BARCLAYS AUD CCP 0.00% KINGDOM OF SPAIN 310137 4.20 GB BONOS Y 0.00% ES0000012932 GERMANY (FEDERAL REPUBLIC) 040137 4.00 G 0.00% DE0001135275 VENEZUELA REPUBLIC OF GOVERNMENT 210425 7.65 0.00% XS0217249126 GB BUONI POLIENNAILI DEL TES 010237 4.0 GOV 0.00% IT0003934657 COUNTRYWIDE ALTERNATIVE LOAN TR SER 06OA19 CL 0.00% US12668RAA68 A1 200247 ABS PETROLEOS DE VENEZUELA SA 120427 5.375 GB 0.00% XS0294364954 ERAC USA FINANCE 151037 CB 7.00 0.00% US26882PBE16 CWALT INC COUNTRYWIDE ALTERNAT SE 2005 59 CL 0.00% US12668AEV35 1A1 201135 ABS

ITALY REPUBLIC OF GOVERNMENT 010823 4.75 GB 0.00% IT0004356843

SWEDEN KINGDOM OF GOVERNMENT 300339 3.50 GB 0.00% SE0002829192

Page 152 of 180 all MF.xlsm SPAIN (KINGDOM OF) 300725 4.65 GB 0.00% ES00000122E5 JAPAN GOVERNMENT OF 200331 2.20 GB 0.00% JP1201251B37 JAPAN GOVERNMENT OF 200351 2.20 GB 0.00% JP1400041B55 WASHINGTON MUTU MORT PASS THR SER 05 AR2 CL 0.00% US92922FD395 2A1B 250145 ABS NETHERLANDS KINGDOM OF (GOVERNMENT) 150142 0.00% NL0009446418 3.75 GB GS MORTGAGE SECURITIES TRUST SER 2010 C1 CLASS 0.00% US36249KAL44 D 100843 ABS UK TREASURY GILT 070934 4.50 GB 0.00% GB00B52WS153 UK TREASURY 220160 4.0 GB 0.00% GB00B54QLM75 BANC OF AMERICA FUNDING TRUST SE 05B CL 3M1 0.00% US05946XSG96 200435 ABS WFRBS COMMERCIAL MORTGAGE TR SER 2011 C3 0.00% US92935VAS79 CLASS D 150344 ABS AMERICAN INTERNATIONAL GROUP 150558 8.17 0.00% US026874BS54

PERU REPUBLIC OF GOVERNMENT 181150 5.625 GB 0.00% US715638BM30

NETHERLANDS KINGDOM OF (GOVERNMENT) 150722 0.00% NL0010060257 2.250 GB AMERICAN HOME MTG INVEST TRST SE 2007 1 CL 0.00% US026932AC79 GA1C 250547 ABS CVS CAREMARK CORP SER 2011 CLA CTF 100134 5.926 0.00% US126650BY54 ABS MORGAN STANLEY CAPITAL I TST SER 2012 C4 CLS D 0.00% US61760VAE39 170345 ABS ERAC USA FINANCE LLC 150342 5.625 CB 0.00% US26884TAE29 WFRBS COMMERCIAL MORTGAGE TRUST SER 2012 C7 0.00% US92936TAJ16 CLA D 160645 ABS

BELGIUM KINGDOM OF GOVERNMENT 280922 4.25 GB 0.00% BE0000325341

WFRBS COMMERCIAL MORTGAGE TRUST SER 2012 C8 0.00% US92936YAE14 CL AS 170845 ABS UK OF GB AND NORTHERN IRELAND GOVERNMENT 0.00% GB00B7L9SL19 070922 1.75 GB

FRANCE REPUBLIC OF GOVERNMENT 251027 2.75 GB 0.00% FR0011317783

GERMANY FED REP 040744 2.50 GB 0.00% DE0001135481

SWEDEN KINGDOM OF GOVERNMENT 131123 1.50 GB 0.00% SE0004869071

UNITED KIN OF GREAT BRITAIN AND NORT IRE GOV 0.00% GB00B84Z9V04 220144 3.25 GB VTB CAPITAL SA 171022 6.95 CB 0.00% US92909MAF77 MORGAN STANLEY BANK OF AMERICA SER 12 C5 CL E 0.00% US61761AAJ79 170845 ABS COMM MORTGAGE TRUST SER 2012 CR2 CLASS D 0.00% US12624KAW62 170845 ABS MORGAN STANLEY BANK OF AMERICA SE 2016 C6 CL D 0.00% US61761DAQ51 171145 ABS MORGAN STANLEY CAPITAL I TRUST SER 11 C3 CLASS B 0.00% US61760RAG74 150749 ABS PRUDENTIAL FINANCIAL INC 150643 5.625 CB 0.00% US744320AM42 PERTAMINA PERSERO PT 200523 4.30 CB 0.00% US69369EAE95

SPAIN KINGDOM OF GOVERNMENT 311023 4.40 GB 0.00% ES00000123X3

ITALY REPUBLIC OF GOVERNMENT 010944 4.75 GB 0.00% IT0004923998

BANK OF AMERICA CORP 150926 FRN 0.00% US59022CAA18

BANK 2019 SERIES 2019 BN20 CLASS XA 150961 ABS 0.00% US06540AAE10

BANK OF AMERICA CORP 291249 6.10 CB 0.00% US060505EN03 UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN 0.00% GB00BBJNQY21 220768 3.50 GB

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ITALY REPUBLIC OF GOVERNMENT 010822 0.90 GB 0.00% IT0005277444

IHS MARKIT LTD 010326 4.00 CB 0.00% US44962LAC19 DOMINICAN REPUBLIC GOVERNMENT 290126 6.875 0.00% USP3579EBK21 GB BGC PARTNERS INC 270521 5.125 CB 0.00% US05541TAH41 COMM MORTGAGE TRUST SE 2013 CR11 CL XA 120850 0.00% US12626LAF94 ABS FANNIE MAE CONNECTICUT AVENUE SERIES 16 C03 0.00% US30711XCL64 CL1M2 251028 ABS MICROSOFT CORP 080846 3.70 CB 0.00% US594918BT09 FIDELITY NATIONAL INFORMATION SERVICES INC 0.00% US31620MAT36 150826 3.00 CB JAPAN GOVERNMENT 200923 0.80 GB 0.00% JP1103301D90

SPAIN KINGDOM OF GOVERNMENT 300427 1.50 GB 0.00% ES00000128P8

IPALCO ENTERPRISES INC 010924 3.70 CB 0.00% US462613AM21

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FREDDIE MAC STARC SERIES 17 DNA 1 CLASSS M2 0.00% US3137G0MD83 250729 ABS BELLEMEADE RE LT SERIES 18 2A CLASS M1B 250828 0.00% US07877DAB29 ABS BELLEMEADE RE LTD SERIES 19 4A CLASS M1C 251029 0.00% US07876LAC37 ABS

DOMINICAN REPUBLIC GOVERNMENT 150248 6.50 GB 0.00% USP3579EBY25

SENEGAL REPUBLIC OF GOVERNMENT 130328 4.75 SF 0.00% XS1790104530

ENERGY TRANSFER PARTNERS 291249 6.625 CB 0.00% US29278NAB91 SABINE PASS LIQUEFACTION LLC 150328 4.20 CB 0.00% US785592AU04

BP CAPITAL MARKETS AMERICA INC 210928 3.937 CB 0.00% US10373QAC42

PETROBRAS GLOBAL FINANCE BV 270128 5.999 CB 0.00% US71647NAY58

AMAZON COM INC 20847 4.05 CB 0.00% US023135BJ40

SPAIN KINGDOM OF GOVERNMENT 311044 5.15 GB 0.00% ES00000124H4

COMCAST CORP 011149 3.999 CB 0.00% US20030NCE94 COMM MORTGAGE TRUST SERIES 2013 CR11 CLASS C 0.00% US12626LAW28 120850 ABS TARGA RESOURCES PARTNERS LP 150128 5.00 CB 0.00% US87612BBG68 AT AND T INC 150228 4.10 CB 0.00% US00206RGL06 AT AND T INC 150230 4.30 CB 0.00% US00206RGQ92

FREDDIE MAC SERIES 18 HQA2 CLASS M2 251048 ABS 0.00% US35563XAH52

MASSACHUSETTS MUTUAL LIFE INSURANCE CO 151070 0.00% US575767AN80 3.729 CB

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99JV339E6 BUY CDS USD 170958 CMBX.NA.BB.9 5 MS 0.00% DU99JV339E60

99JP539L1 BUY CDS USD 170958 CMBX.NA.BB.9 5% 0.00% DU99JP539L12 CITI 99IV319V3 BUY CDS USD 170958 CMBX.NA.BB.9 5% 0.00% DU99IV319V32 CITI 99JT009Q3 BUY CDS USD 171057 CMBX.NA.BB.8 5% 0.00% DU99JT009Q36 GOLDMAN 99JE789N9 BUY CDS USD 1711057 CMBX.NA.BB.8 5% 0.00% DU99JE789N94 CITI 99IF629L5 BUY CDS USD 171057 CMBX.NA.BB.8 5% 0.00% DU99IF629L57 CSFB 99IB709P8 BUY CDS USD 171057 CMBX.NA.BB.8 5% 0.00% DU99IB709P89 CITI

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99KM469S5 BUY CDS USD 170861 CMBX.NA.BBB 3 MS 0.00% DU99KM469S55

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99IY219Q9 BUY CDS USD 170958 CMBX.NA.BB.9 1% GS 0.00% DU99IY219Q91

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COLT FUNDING LLC SERIES 20 2 CLASS A2 250365 ABS 0.00% US19688JAB35

COMM MORTGAGE TRUST SERIES 2014 CR17 CLASS XA 0.00% US12631DBC65 100547 ABS COMM MORTGAGE TRUST SERIES 2014 UBS6 CLASS XA 0.00% US12592PBG72 121247 ABS CONCHO RESOURCES INC 011027 3.75 CB 0.00% US20605PAH47 99HF679S0 CCP BARC CPI BARC GBP 150228 RFXD 3.34 0.00% DU99HF679S02 PFLT UKRPI 99JY689S5 CCP SHORT CPI BARC USD 110325 RFLT CPI 0.00% DU99JY689S56 PFXD 0.77 99HH259R6 CCP LONG CPI BARC GBP 150328 0.00% DU99HH259R64 RFXD3.4025 PFLT UKRPI 99HI779R5 CCP LONG CPI BARC GBP 150328 0.00% DU99HI779R55 RFXD3.3875 PFLTUKRPI 99JY689T3 CCP 6CPI BARC USD 110330 RFXD 1.165 0.00% DU99JY689T30 PFLT CPI 99JY689T3 CCP LONG CPI BARC USD 110330 RFXD 0.00% DU99JY689T30 1.165 PFLT CPI 99JZ489T2 CCP LONG CPI BARC USD 180330 RFXD 0.95 0.00% DU99JZ489T21 PFLT USCPI 99JZ489T2 CCP LONG CPI BARC USD 180330 RFXD 0.95 0.00% DU99JZ489T21 PFLT USCPI 99JZ489S4 CCP SHORT CPI BARC USD 180325 RFLT 0.00% DU99JZ489S48 USCPI PFXD 0.41 99KC219P6 CCP SHORT CPI BARC USD 300425 RFLT 0.00% DU99KC219P60 USCPI PFXD0.835 99KC219Q4 CCP LONG CPI BARC USD 300430 0.00% DU99KC219Q44 RFXD1.345 PFLT USCPI 99KD579D5 CCP CPI BARC EUR 150530 RFLT CPTFEMU 0.00% DU99KD579D58 PFXD 0.6625 99KD579D5 CCP SHORTCPI BARC EUR 150530RFLT 0.00% DU99KD579D58 CPTFEMUPFXD0.6625 99KD579L7 CCP CPI BARC EUR 150530 RFLT CPTFEMU 0.00% DU99KD579L74 PFXD 0.655 99KD579Y9 CCP CPI BARC EUR 150540 RFLT CPTFEMU 0.00% DU99KD579Y95 PFXD 0.961 99KD579C7 CCP LONG CPI BARC EUR 150540RFXD 0.00% DU99KD579C75 0.935 PLFTCPTFEMU 99KD579M5 CCP CPI BARC EUR 150540 RFXD 0.93 PFLT 0.00% DU99KD579M57 CPTFEMU 99KD579X1 CCP CPI BARC EUR 150520 RFXD 1.13 PFLT 0.00% DU99KD579X13 CPTFEMU 99KD579X1 CCP CPI BARC EUR 150550 RFXD 1.13 PFLT 0.00% DU99KD579X13 CPTFEMU 99GL249I1 CPI CITI EUR 150727 RFLT CPTFEMU PFXD 0.00% DU99GL249I13 1.4 99GL249J9 CPI CITI EUR 150737 RFXD 1.71 PFLT 0.00% DU99GL249J95 CPTFEMU 99JD479C0 CCP SHORT CPI BARC GBP 150749 RFLT 0.00% DU99JD479C03 UKRPI PFXD3.442 99IA889C1 CCPSHORT CPI BAR EUR 150923 0.00% DU99IA889C13 RFLTCPTFEMU PFXD1.4375

Page 161 of 180 all MF.xlsm 99IA889A5 CCPSHORT CPI BAREUR 150923 0.00% DU99IA889A56 RFLTCPTFEMU PFXD1.44125 99IA889P2 CCP SHORT CPI BAR EUR 150923RFLT 0.00% DU99IA889P26 CPTFEMUPFXD1.4425 99IB269Y1 CCP SHORT CPI BARC 0.00% DU99IB269Y15 EUR150923RFLCPTFEMU PFXD1.44375 99HK149O0 CCP LONG CPI BARC GBP 150328 RFXD3.34 0.00% DU99HK149O08 PFLTUKRPI 99JO689C2 CCP SHORT CPI BARC USD 291124 RFLT 0.00% DU99JO689C22 USCPI PFXD 5 99JO689C2 CCP SHORT CPI BARC USD 291124 RFLT 0.00% DU99JO689C22 USCPI PFXD 1.70 99JO689B4 CCP LONG CPI BARC GBP 151124 RFXD 0.00% DU99JO689B49 3.381 PFLT UKRPI 99JO139J3 CCP SHORT CPI BARC USD 211124 RFLT US 0.00% DU99JO139J39 CPI PFXD 1.7 99JO139J3 CCP SHORT CPI BARC USD 211124 RFLT 0.00% DU99JO139J39 USCPI PFXD 1.7 99JP619E0 CCP LONG CPI BARC GBP 151224 RFXD3.420 0.00% DU99JP619E06 PFLTUKRPI 99IK699O3 CCP LONG CPI BARC GBP 151228 RFXD 0.00% DU99IK699O34 3.665PFLT UKRPI 99JP619D2 CCP SHORT CPI BARC USD 101224 0.00% DU99JP619D23 RFLTUSCPI PFXD1.7625 99KG419N0 CCP LONG CPI BARC USD 300630 RFXD 0.00% DU99KG419N04 1.586 PFLT USCPI 99KF419V4 CCP LONG CPI BARC USD 150650 RFXD 0.00% DU99KF419V48 1.6875 PFLTUSCPI 99KG799K6 CCP LONG CPI BARC USD 150730 RFXD 0.00% DU99KG799K64 1.6625 PFLTUSCPI 99KG799K6 CCP LONG CPI BARC USD 100730 RFXD 0.00% DU99KG799K64 1.6625 PFLTUSCPI 99KF419U6 CCP SHORT CPI BARC USD 150625 0.00% DU99KF419U64 RFLTUSCPI PFXD1.2125 99KC219U5 CCP SHORT CPI BARC USD 010525 0.00% DU99KC219U55 RFLTUSCPIPFXD 0.8525 99KC219V3 CCP LONG CPI BARC USD 010530 RFXD 0.00% DU99KC219V39 1.3475 PFLTUSCPI 99JO139I5 CCP LONG CPI BARC GBP 151124 RFXD 0.00% DU99JO139I55 3.385 PFLT UKRPI 99KM789U3 CCP SHORT CPI BARC USD 240940 RFLT 0.00% DU99KM789U39 USCPI PFXD1.922

CROWN CASTLE INTERNATIONAL CORP 150547 4.75 CB 0.00% US22822VAF85

99JW259C4 SELL CDS USD 170147 CMBX.NA.BB.7 5% 0.00% DU99JW259C41 CITI 99GF139T3 CCP SELL CDS USD 110563 CMBX.NA.A.6 2 0.00% DU99GF139T31 GS 99GR019B1 SELL CDS USD 110563 CMBX.NA.A.6 2% 0.00% DU99GR019B15 GOLDMAN 99FQ029F3 SELL CDS USD 110563 NA.A.6 2% 0.00% DU99FQ029F39 GOLDMAN 99HI179Q3 SELL CSD USD 110563 CMBX.NA.BB.6 5% 0.00% DU99HI179Q37 MS

99GY719S2 SELL CDS USD 110563 CMBX.NA.A.6 2% GS 0.00% DU99GY719S23

99JW299G7 SELL CDS USD 110563 CMBX.NA.BBB-.6 3% 0.00% DU99JW299G72 MORGANS 99HI179S9 SELL CDS USD 110563 CMBX.NA.BB.6 5% 0.00% DU99HI179S92 MS 99GI159T2 SELL CDS USD 110563 CMBX.NA.BBB-.6 3 0.00% DU99GI159T22 GS 99JF109G4 SELL CDS USD 171159 CMBX.NA.BB.10 5% 0.00% DU99JF109G44 JPM

Page 162 of 180 all MF.xlsm 99JW2598R1 SELL CDS USD 181154 CMBX.NA.BB.11 5% 0.00% DU99JW259R10 CITI

99KC799K5 SELL CDS USD 110563 CMBX.NA.A.6 2 CITI 0.00% DU99KC799K55

99KC799G4 SELL CDS USD 110563 CMBX.NA.A.6 2 CITI 0.00% DU99KC799G44

99KH549G6 SELL CDS USD 110563 CMBX NA A 6 2 CITI 0.00% DU99KH549G61

99IZ409W3 SELL CDS USD 110563 CMBX.NA.BBB-.6 3% 0.00% DU99IZ409W33 MER 99FW099O6 SELL CDS USD 170147 CMBX.NA.BBB-.7 0.00% DU99FW099O64 3% GS 9902019I8 SELL CDS USD 170147 CMBX.NA.A.7 2% 0.00% DU9902019I80 JPMORGAN 99EO819V8 SELL CDS USD 170147 CMBX.NA.BBB-.7 3% 0.00% DU99EO819V80 CSF 99FD709O0 SELL CDS USD 170147 CMBX.NA.BBB-.7 3% 0.00% DU99FD709O09 GS 99FE229H4 SELL CDS USD 170147 CMB CMBX NA BBB 7 0.00% DU99FE229H49 3 CSF 99IF629H4 SELL CDS USD 170147 CMBX.NA.BB.7 5% 0.00% DU99IF629H46 CSFB CSMC COMMERCIAL MORTGAGE TRUST SER 2016 0.00% US12594PBB67 NXSR CL C 171249 ABS 99FQ029A4 SELL CDS USD 110563 NA.BBB.6 3% 0.00% DU99FQ029A42 GOLDMAN 99HU409U9 SELL CDS USD 110563 CMBX.NA.BBB-.6 3 0.00% DU99HU409U95 CSFB 99KC799S8 SELL CDS USD 110563 CMBX.NA.A.6 2% 0.00% DU99KC799S81 CITI

99JW259U4 SELL CDS USD 110563 CMBX.NA.A.6 2 CITI 0.00% DU99JW259U49

99JL379C3 SELL CDS USD 110563 CMBX.NA.BBB-.6 3% 0.00% DU99JL379C31 MER

99JZ799G5 SELL CDS USD 110563 CMBX.NA.A.6 2 JPM 0.00% DU99JZ799G54

99IF289B8 SELL CDS USD 110563 CMBX.NA.A.6 2.00 GS 0.00% DU99IF289B84

99GI159U9 SELL CDS USD 110563 CMBX.NA.BBB-.6 3 0.00% DU99GI159U94 GS 99JL379A7 SELL CDS USD 110563 CMBX .NA.BBB-.6 3% 0.00% DU99JL379A74 MER

99KI529I4 SELL CDS USD 110563 CMBX.NA.A.6 2 MS 0.00% DU99KI529I46

99KC139B4 SELL CDS USD 110563 CMBX.NA.A.6 2 GS 0.00% DU99KC139B48

99KC629R6 SELL CDS USD 110563 CMBX.NA.A.6 2 JPM 0.00% DU99KC629R62

99HU409V7 SELL CDS USD 110563 CMBX.NA.BBB-.6 3 0.00% DU99HU409V78 CSFB 99IF629W1 SELL CDS USD 110563 CMBX.NA.BBB-.6 3% 0.00% DU99IF629W13 CSF 99FQ029C0 SELL CDS USD 110563 NA.A.6 2% 0.00% DU99FQ029C08 GOLDMAN 99FQ029I7 SELL CDS USD 110563 CMBX NA.A.6 2% 0.00% DU99FQ029I77 GOLDMAN 99FQ029H9 SELL CDS USD 110563 CMBX NA.A.6 2% 0.00% DU99FQ029H99 GOLDMAN 99FQ029J5 SELL CDS USD 110563 CMBX NA.A.6 2% 0.00% DU99FQ029J50 GOLDMAN

99FQ029L0 SELL CDS USD 110563 CMBX.NA.A.6 2% GS 0.00% DU99FQ029L07

99FT119Y7 SELL CDS USD 110563 CMBX.NA.BBB-.6 3% 0.00% DU99FT119Y72 GS

Page 163 of 180 all MF.xlsm 99FT119X9 SELL CDS USD 110563 CMBX.NA.BBB-.6 3% 0.00% DU99FT119X99 GS 99GP069U2 SELL CDS USD 110563 CMBX.NA.A.6 2% 0.00% DU99GP069U23 GOLDMAN

99JZ799O8 SELL CDS USD 110563 CMBX.NA.BB.6 5 JPM 0.00% DU99JZ799O88

99JW259B6 SELL CDS USD 110563 CMBX.NA.BBB-.6 3% 0.00% DU99JW259B67 CITI

99JZ799U4 SELL CDS USD 110563 CMBX.NA.A.6 2 JPM 0.00% DU99JZ799U49

99JZ799I1 SELL CDS USD 110563 CMBX.NA.BBB-.6 3 0.00% DU99JZ799I11 JPM 99JP539Y3 SELL CDS USD 110563 CMBX.NA.BB.6 5% 0.00% DU99JP539Y33 CITI 99FW099M0 SELL CDS USD 110563 CMBX.NA.BBB-.6 0.00% DU99FW099M09 3% GS

99KE599M9 SELL CDS USD 110563 CMBX.NA.A.6 2 GS 0.00% DU99KE599M93

99KC799C3 SELL CDS USD 110563 CMBX.NA.A.6 2 CITI 0.00% DU99KC799C30

99KC799D1 SELL CDS USD 110563 CMBX.NA.A.6 2 CITI 0.00% DU99KC799D13

99KG389J5 SELL CDS USD 110563 CMBX.NA.A.6 2 GS 0.00% DU99KG389J55

99IF629U5 SELL CDS USD 110563 CMBX.NA.A.6 2% CSF 0.00% DU99IF629U56

BARCLAYS CZK CCP 0.00% DIAMOND 1 FINANCE CORP 150626 6.02 CB 0.00% US25272KAK97 DIAMOND 1 FINANCE CORP 150746 8.35 CB 0.00% US25272KAR41

DOMINICAN REPUBLIC GOVERNMENT 250127 5.95 GB 0.00% USP3579EBV85

99DR939J4 TRS IOS USD 120143 IOS.FN30.350.12 GS 0.00% DU99DR939J45

99EH649V9 TRS IOS USD 120143 IOS.FN30.350.12 GS 0.00% DU99EH649V98

99DQ359M0 TRS IOS.FN30.350.13 USD 120144 GS 0.00% DU99DQ359M01

99DQ359O6 TRS IOS.FN30.350.13 USD 120144 CSF 0.00% DU99DQ359O66

99DQ569L8 TRS IOS.FN30.350.13 USD 120144 CSF 0.00% DU99DQ569L81

99EH649U1 TRS IOS USD 120145 IOS.FN30.400.14 0.00% DU99EH649U16 GOLDMAN

99EI119T3 TRS IOS USD 120145 IOS.FN30.400.14 CSFB 0.00% DU99EI119T34

99EI119P1 TRS IOS USD 120145 IOS.FN30.400.14 CSFB 0.00% DU99EI119P12

99FB009S2 TRS IOS.FN30.400.10 USD 120141 1% 0.00% DU99FB009S22 GOLDMAN 9902019K3 TRS IOS.FN30.350.12 USD 120143 1% 0.00% DU9902019K37 JPMORGAN 9902019L1 TRS IOS.FN30.350.13 USD 120144 1% 0.00% DU9902019L10 JPMORGAN 99CD639F7 TRS IOS.FN30.500.10 USD 120141 CS 0.00% DU99CD639F77 99DZ059T8 TRS IOS.FN30.350.12 USD 120143 1% 0.00% DU99DZ059T81 BARC 99EK249B0 TRS IOS.FN30.350.14 USD 120145 3.5% 0.00% DU99EK249B09 CSFB 99DF669J6 TRS IOS.FN30.500.10 USD 120141 JPM 0.00% DU99DF669J61 99DF669I8 TRS IOS.FN30.500.10 USD 120141 GS 0.00% DU99DF669I88

99DF669G2 TRS IOS.FN30.400.10 USD 120141 JPM 0.00% DU99DF669G23

99DU499S9 TRS IOS.FN30.400.10 USD 120141 4% BAR 0.00% DU99DU499S99

99BK489C0 TR IOS.FN.400.10 USD 120141 0.00% DU99BK489C03

Page 164 of 180 all MF.xlsm EAGLE RE LTD SERIES 18 1 CLASS M1 251128 ABS 0.00% US269826AA19 ITALY (REPUBLIC OF) 011127 6.50 GB 0.00% IT0001174611 ENERGY TRANSFER PARTNERS LP 010242 6.50 CB 0.00% US29273RAR03 EUBARCCP 0.00% FANNIE MAE CAS SE 16 C07 CL 2M2 250529 ABS 0.00% US30711XEC48

FANNIE MAE CAS SER 17 C07 CLS 1EB2 250530 ABS 0.00% US30711XVK70

FANNIE MAE CAS SERIES 17 C01 CLASS 1M2 250729 0.00% US30711XEP50 ABS FEDERAL NATIONAL MORTGAGE ASSOC SER 2014 28 CL 0.00% US3136AJK624 AI 250340 ABS FEDERAL HOME LOAN MORTGAGE CORP SE 4015 CL GI 0.00% US3137ANCH67 150327 ABS FHLMC MULTIFAMILY STRUCTURED SERIES K111 CL X1 0.00% US3137FUZE77 280530 ABS FEDERAL HOME LOAN MORTGAGE SERIES 324 CLASS 0.00% US31325VBR42 C21 150639 ABS FEDERAL HOME LOAN MORTGAGE CORP SER 4369 0.00% US3137BCFC79 CLASS IA 150744 ABS FEDERAL HOME LOAN MTGE CORP SERIES 315 CLASS 0.00% US3132HTTN62 PO 150943 ABS FEDERAL HOME LOAN MORTG CORP SERIES 4206 0.00% US3137B2FV71 CLASS IP 151241 ABS FEDERAL HOME LOAN MORT CORP SERIES 4546 CLASS 0.00% US3137BMNA04 PI 151245 ABS FIDELITY NATIONAL INFO 150528 4.25 CB 0.00% US31620MAY21 FIFTH THIRD BANCORP 311249 5.10 CB 0.00% US316773CM07 FNMA 30 YEAR CONVENTIONAL 010147 3.00 MBS 0.00% US3138WJTE86 POOL AS8648 FNMA 30 YEAR CONVENTIONAL 010347 3.00 MBS 0.00% US3140J5JS92 POOL BM1172 FEDERAL NATIONAL MORT ASSOC SER 16 C05 CL 2M2 0.00% US30711XDK72 250129 ABS FEDERAL NATIONAL MORTGAGE ASSO SE 2013 70 CL CI 0.00% US3136AE2H97 250143 ABS FEDERAL NATIONAL MORTGAGE 010656 3.50 MBS 0.00% US3140FXDF66 POOL BF0101 FEDERAL NATIONAL MTGE ASSOCIATION SER 16 C02 0.00% US30711XCB82 1M2 250928 ABS FEDERAL NATIONAL MORT ASSC SER 2012 124 CLA JI 0.00% US3136A9W203 251142 ABS

FREDDIE MAC STACR SER 20 HQA1 CLS M2 250150 ABS 0.00% US35565JAH41

FREDDIE MAC SERIES 16 HQA3 CLS M3 260329 ABS 0.00% US3137G0LA53

FREDDIE MAC SERIES 20 HQA4 CLS M1 250950 ABS 0.00% US35565RAA14

BARCLAYS GBP MARGIN 0.00% GCAT SERIES 20 NQM2 CLASS A2 250465 ABS 0.00% US36166RAB06 GINNIE MAE REMIC TRUST SERIES 16 H01 CLASS AI 0.00% US38376RPA85 200166 ABS GINNIE MAE REMIC TRUST SE 2018 127 CL IC 201044 0.00% US38380YYA71 ABS GLENCORE FUNDING LLC 290424 4.625 CB 0.00% US378272AH10 GLENCORE FUNDING LLC 160425 4.00 CB 0.00% US378272AL22 GENERAL MOTORS FINANCIAL COMPANY INC 061026 0.00% US37045XBQ88 4.00 CB GOVERNMENT NATIONAL MRTG ASSOC SER 2010 09 0.00% US38375AX251 CLA UI 200140 ABS GOVERNMENT NATIONAL MRTG ASSOC SER 2010 9 0.00% US38375AT879 CLA QI 200140 ABS GNMA II 30 YEAR SINGLE FAMILY 200148 3.50 MBS 0.00% US3617BG4Q05 POOL BD1731 GNMA II 30 YEAR SINGLE FAMILY 200148 3.50 MBS 0.00% US3617BG4P22 POOL BD1730

Page 165 of 180 all MF.xlsm GNMA II 30 YEAR SINGLE FAMILY 200148 3.50 MBS 0.00% US3617BG4N73 POOL BD1729 GOVERNMENT NATIONAL MORT SERIES 2016 H03 0.00% US38376RNL68 CLASS AI 200166 ABS GOVERNMENT NATIONAL MORTGAGE ASSOC SE 17 0.00% US38375UYG92 H02 C BI 200167 ABS GOVERNMENT NATIONAL MORTG SERIES 2016 19 0.00% US38379VPZ12 CLASS PI 200246 ABS GOVERNMENT NATIONAL MORT ASSO SER 2016 H04 0.00% US38376RQP46 CLS KI 200266 ABS GOVERNMENT NATIONAL MORTG SERIES 2016 77 0.00% US38379YKJ63 CLASS SL 200343 ABS GNMA II 30 YEAR ARM 200367 4.494 MBS POOL 0.00% US36196UJY82 AY4779 GOVERNMENT NATIONAL MORT ASS SER 2015 H09 CL 0.00% US38375UWD89 AI 200465 ABS GOVERNMENT NATIONAL MORT ASS SER 2017 H19 CLS 0.00% US38375UK256 MI 200467 ABS GOVERNMENT NATIONAL MORTG ASSOC SE 2014 H12 0.00% US38375UJE10 CL BI 200564 ABS GOVERNMENT NATIONAL MORTG ASSO SER 2017 H11 0.00% US38376R4J26 CL NI 200567 ABS GOVERNMENT NATIONAL MORTGAG ASS SER 2016 83 0.00% US38379XMA53 CL PI 200645 ABS GNMA II 30 YEAR SINGLE FAMILY 200649 5.00 MBS 0.00% US3617KJW676 BO3369 GNMA II 30 YEAR SINGLE FAMILY 200649 5.00 MBS 0.00% US3617KLEF25 POOL BO4634 GNMA II 30 YEAR SINGLE FAMILY 200649 5.00 MBS 0.00% US3617KMAS64 POOL BO5417 GOVT NATIONAL MORT ASSOCIATION SER 2013 99 CL 0.00% US38378VUJ24 VS 160743 ABS GOVERNMENT NATIONAL MORT SERIES 2015 40 CLASS 0.00% US38379LHX73 KI 200744 ABS GNMA II 30 YEAR SINGLE FAMILY 200749 5.00 MBS 0.00% US3617L8HW07 POOL BP2045 GOVT NATIONAL MORTGAGE ASS SER 2016 H06 CLA DI 0.00% US38376RSF46 200765 ABS GOVERNMENT NATIONAL MORTG ASS SER 2014 116 0.00% US38379ERR52 CLS IL 200844 ABS GNMA II 30 YEAR SINGLE FAMILY 200849 5.00 MBS 0.00% US3617LADM11 POOL BP3708 GOVERNMENT NATIONAL MORTGA SERIES 17 H16 0.00% US38375UD491 CLASS EI 200867 ABS GOVERN NATION MORTGAGE ASSOC SER 2014 133 0.00% US38379GQN06 CLAS IP 160944 ABS GNMA II 30 YEAR SINGLE FAMILY 200965 4.67 MBS 0.00% US3617A8D716 POOL AO7326 GOVERNMENT NATIONAL MRTG ASSOC SER 2016 138 0.00% US38376MCC91 CL DI 201046 ABS GOVERNMENT NATIONAL MORT SERIES 2014 H21 0.00% US38375UQB97 CLASS AI 201064 ABS GOVERNMENT NATIONAL MORTGAGE SER 2015 H26 0.00% US38376RKB14 CLS GI 201065 ABS GOVERNMENT NATIONAL MORT SERIES 2015 H26 0.00% US38376RJY36 CLASS EI 201065 ABS GOVERNMENT NATIONAL MORT ASSO SER 2015 H25 0.00% US38376RJH03 CLS CI 201065 ABS GOVERNMENT NATIONAL MORT ASSO SER 2015 H25 0.00% US38376RJK32 CLS EI 201065 ABS GOVERNMENT NATIONAL MORT SERIES 2016 H23 0.00% US38376RA632 CLASS NI 201066 ABS GOVERNMENT NATIONAL MORTG ASSO SER 2012 141 0.00% US38378GPL67 CL WI 201141 ABS

Page 166 of 180 all MF.xlsm GOVERNMENT NATIONAL MORT ASSO SER 2013 24 0.00% US38378FR447 CLA PI 201142 ABS GOVERNMENT NATIONAL MTGE ASS SER 2016 49 0.00% US38379WFZ05 CLASS IO 161145 ABS GNMA II 30 YEAR SINGLE FAMILY 201147 3.50 MBS 0.00% US3617BDTG28 POOL G2 BC9551 GOVERNMENT NATIONAL MORTGA SERIES 16 H25 0.00% US38375UXX35 CLASS GI 201166 ABS GOVERNMENT NATIONAL MORTG ASSO SER 2013 27 0.00% US38378FZA10 CL PI 201242 ABS GOVERNMENT NATIONAL MORT ASS 200849 5.00 MBS 0.00% US3617LDUA29 POOL BP6877 HCA INC 150626 5.25 CB 0.00% US404119BT57 BARCLAYS HKD CCP MAR 0.00% HOMEWARD OPPORTUNITIES FUND SERIES 20 2 CLASS 0.00% US43789XAB01 A2 250565 ABS HOME RE 2018 1 LTD SERIES 18 1 CLASS M1 251028 0.00% US43730MAA62 ABS BARCLAYS 0.00% 1SHARPE CAPITAL LLC SERIES 20 1 CLASSNOTE 250724 0.00% US68257LAA89 ABS INTERPUBLIC GROUP OF COMPANIES INC 011028 4.65 0.00% US460690BP43 CB IHS MARKIT LTD 150225 4.75 CB 0.00% US44962LAB36 ING BANK NV 250923 5.80 CB 0.00% US449786AY82

IRELAND REPUBLIC OF GOVERNMENT 180245 2.00 GB 0.00% IE00BV8C9186

REPUBLIC OR IRELAND 130325 5.4 GB 0.00% IE00B4TV0D44 BARCLAYS JPY CCP MAR 0.00% JPMORGAN CHASE AND CO 291049 6.10 CB 0.00% US48126HAC43 LEGACY MORTGAGE ASSET TRUST SE 19 GS7 CL A1 0.00% US52474MAA71 250659 ABS LEGACY MORTGAGE TRUST SE 20 GS1 CL A1 251059 0.00% US52474PAA03 ABS MELLO WAREHOUSE SECURITIZATION SER 18 W1 CLS A 0.00% US585492AA94 251151 ABS MORGAN STANLEY BAML TRUST SERIES 2014 C17 CLAS 0.00% US61763UBA97 XA 150847 ABS MORGAN STANLEY REREMIC TRUST SE 2015 R4 CL CB1 0.00% US61690WAY21 260847 ABS BARCLAYS NOK CCP 0.00% BARCLAYS NZD CCP 0.00% OMNICOM GROUP INC 150426 3.60 CB 0.00% US68217FAA03 PETROBRAS GLOBAL FINANCE 170122 6.125 CB 0.00% US71647NAR08 PETROBRAS GLOBAL FINANCE 170127 7.375 CB 0.00% US71647NAS80 PRUDENTIAL FINANCIAL INC 150344 5.2 CB 0.00% US744320AN25 RMF BUYOUT ISSUANCE TRUST SER 20 2 CLS M1 0.00% US74969BAB53 250630 ABS ROMANIA GOVERNMENT 140231 3.00 GB 0.00% US77586RAH30 SANTANDER UK PLC 071123 5.00 CB 0.00% US80283LAA17 SERVICE CORPORATION INTERNATIONAL 151227 4.625 0.00% US817565CD49 CB BARCLAYS SEK CCP 0.00% SPECTRA ENERGY PARTNERS LP 151026 3.375 CB 0.00% US84756NAH26 SHERWIN WILLIAMS CO 010627 3.45 CB 0.00% US824348AW63 STANDARD INDUSTRIES INC 150227 5.00 CB 0.00% US853496AC17 SERVICENOW INC 010930 1.40 CB 0.00% US81762PAE25 STATION PLACE SECURITIZATION SERIES 20 2 CLASS A 0.00% US85771LAA98 260321 ABS STATION PLACE SECURITIZATION SER 20 WL1 CLASS A 0.00% US85771KAA16 250651 ABS STARC SERIES 16 HQA4 CLS M3 250429 ABS 0.00% US3137G0LU18 STARWOOD MORTGAGE RESIDENTIAL SER 19 1 CLASS 0.00% US85571KAD72 M1 250649 ABS

Page 167 of 180 all MF.xlsm STRUCTURED AGENCY CREDIT RISK SER 16 DNA2 CLS 0.00% US3137G0JU46 M3 251028 ABS SUMITOMO MITSUI FINANCIA 020424 4.436 CB 0.00% US86562MAA80 99JC499G9 CCP SHORT IRS BARC USD 220131 RFLT 0.00% DU99JC499G98 3LIBO PFXD2.035 99JT179S3 CCP SHORT IRS BARC AUD 300135 RFLT 0.00% DU99JT179S38 6BBSW PFXD1.692 99JY689I7 CCP LONG IRS BARC USD 270147 RFXD 1.27 0.00% DU99JY689I74 PFLT 3LIBO 99JR659P2 CCP LONG IRS BARC GBP 130124 RFXD 0.00% DU99JR659P26 0.795 PFLT 6GBLI 99JR659Q0 CCP SHORT IRS BARC GBP 150126 RFLT 0.00% DU99JR659Q09 6GBLI PFXD0.926 99JR659G2 CCP LONG IRS BARC GBP 100124 RFXD 0.00% DU99JR659G27 0.855 PFLT 6GBLI 99JR659H0 CCP SHORT IRS BARC GBP 100126 RFLT 0.00% DU99JR659H00 6GBLI PFXD0.965 99IM929J2 CCP SHORT IRS BARC USD 020224 0.00% DU99IM929J21 RFLT3LIBO PFXD 2.528 99IZ889J1 SHORT IRS BAR EUR 210250 RFLT 3EUBO 0.00% DU99IZ889J13 PFXD 0.80 99IO549L3 CCP LONG IRS BARC EUR 190250 RFXD 0.00% DU99IO549L31 1.354 PFLT 6EUBO 99JG799Q5 CCP SHORT IRS BAR EUR 190250 RFLT 0.00% DU99JG799Q52 6EUBO PFXD 0.233 99JQ469R0 CCP LONG IRS BARC EUR 190250 RFXD 0.00% DU99JQ469R00 0.595 PFLT 6EUBO 99IM929W3 CCP SHORT IRS BARC USD 130229 0.00% DU99IM929W32 RFLT3LIBO PFXD2.6785 99IV079T8 CCP LONG IRS BARC USD 020224 RFXD 0.00% DU99IV079T85 2.3075 PFLT3LIBO 99IM329I0 CCP LONG IRS BARC USD020224 RFXD 0.00% DU99IM329I02 2.5725 PFLT 3LIBO 99IM329I0 CCP LONG IRS BARC USD 020224 RFXD 0.00% DU99IM329I02 2.5725 PFLT3LIBO 99IO549Y5 CCP LONG IRS BARC USD 020224 RFXD 2.57 0.00% DU99IO549Y51 PFLT 3LIBO 99IV079X9 CCP LONG IRS BARC USD 090224 RFXD 2.32 0.00% DU99IV079X97 PFLT 3LIBO 99IP039F0 CCP LONG IRS BARC USD 050330 RFXD 0.00% DU99IP039F09 2.806 PFLT 3LIBO 99JY169I6 CCP SHORT IRS BARC SEK 030330 RFLT 0.00% DU99JY169I65 3MSEK PFXD0.286 99JY349G3 CCP LONGIRS BARC USD 040331 RFXD 0.00% DU99JY349G37 1.101 PFLT 3LIBO 99JZ489L9 CCP LONG IRS BARC USD 170332 RFXD 1.03 0.00% DU99JZ489L94 PFLT 3LIBO 99JY349X6 CCP SHORT IRS BARC AUD 050335 RFLT 0.00% DU99JY349X69 6BBSW PFXD 1.47 99JQ199I7 CCP SHORT IRS BARC USD 180330 RFLT 0.00% DU99JQ199I73 3LIBO PFXD 1.73 99IP039S2 CCP SHORT IRS BARC EUR 120350 RFLT 0.00% DU99IP039S20 6EUBOPFXD1.2115 99JY689J5 CCP SHORT IRS BARC USD 070350 RFLT 0.00% DU99JY689J57 3LIBO PFXD1.275 99IS649A7 CCP SHORT IRS BARC EUR 260350 RFLT 0.00% DU99IS649A75 6EUBO PFXD1.113 99IP039O1 CCP SHORT IRS BARC EUR 110350 RFLT 0.00% DU99IP039O16 6EUBO PFXD1.267 99JY349F5 CCP SHORT IRS BARC USD 040352 RFLT 0.00% DU99JY349F53 3LIBO PFXD1.265 99JY689W6 CCP SHORT IRS BARC USD 110352 RFLT 0.00% DU99JY689W68 3LIBO PFXD0.717 99JY349E8 CCP SHORT IRS BARC EUR 040354 RFLT 0.00% DU99JY349E88 6EUBO PFXD0.134

Page 168 of 180 all MF.xlsm 99KD059F9 CCP SHORT IRS BARC NZD150525 RFLT 0.00% DU99KD059F97 3ZBSW PFXD0.215% 99KD059P7 CCP SHORT IRS BARC USD 190530 RFLT 0.00% DU99KD059P79 3LIBO PFXD0.62% 99KD059G7 CCP LONG IRS BARC NZD 150530 RFXD 0.00% DU99KD059G70 0.595 PFLT 3ZBSW 99KD489P7 CCP SHORT IRS BARC USD 260530 RFLT 0.00% DU99KD489P79 3LIBO PFXD 0.65 99KC819X3 CCP LONG IRS BARC EUR 130540 RFXD 0.00% DU99KC819X31 0.276 PFLT 6EUBO 99IZ889R3 CCP SHORT IRS BAR USD 220630 RFLT 3LIBO 0.00% DU99IZ889R39 PFXD2.0625 99KE259F5 CCP LONG IRS BARC EUR 030632 RFXD 0.00% DU99KE259F51 0.024 PFLT 6EUBO 99IZ889Q5 CCP SHORT IRS BAR USD 220652 RFLT 3LIBO 0.00% DU99IZ889Q55 PFXD2.3075 99KE259G3 CCP SHORT IRS BARC EUR 030652 RFLT 0.00% DU99KE259G35 6EUBO PFXD 0.1 99JF429F9 CCP LONG IRS BARC EUR 060654 RFXD 0.00% DU99JF429F97 0.207 PFLT 6EUBO 99KF569T7 CCP LONG IRS BARC USD 210637 RFXD 0.00% DU99KF569T73 1.232 PFLT 3LIBO 99KF839E4 CCP LONG IRS BARC USD 200640 RFXD 0.00% DU99KF839E41 1.204 PFLT 3LIBO 99KG799N0 CCP SHORT IRS BARC NOK 130725 RFLT 0.00% DU99KG799N04 6NIBO PFXD0.655 99JA659B0 CCP SHORT IRS BARC USD 050752 0.00% DU99JA659B02 RFLT3LIBO PFXD 2.25 99JA659A2 CCP SHORT IRS BARC USD 060730 0.00% DU99JA659A29 RFLT3LIBOPFXD1.9665 99IN579O2 CCP SHORT IRS BARC JPY 290843 RFLT6JPLI 0.00% DU99IN579O25 PFXD0.7495 99JE349S1 CCP SHORT IRS BAR EUR 080854 RFLT 0.00% DU99JE349S19 6EUBO PFXD 0.49 99JY689D8 CCP SHORT IRS BARC JPY 290843 RFLT 6JPLI 0.00% DU99JY689D87 PFXD0.194 99JG979R5 CCP LONG IRS BAR CHF 130924 RFXD - 0.00% DU99JG979R53 0.765 PFLT6CFLI 99JG979A2 CCP SHORT IRS BAR USD 120952 RFLT 0.00% DU99JG979A29 3LIBO PFXD 1.626 99JF429R3 CCP LONG IRS BARC CAD 180924 RFXD 0.00% DU99JF429R36 1.638 PFLT 3CDOR 99JF429U6 CCP LONG IRS BARC CAD 180924 RFXD 1.63 0.00% DU99JF429U64 PFLT 3CDOR 99JE349X0 CCP LONG IRS BAR CZK 090824 RFXD 1.28 0.00% DU99JE349X04 PFLT 6PRIB 99KG799F7 CCP LONG IRS BARC AUD 080725 RFXD 0.00% DU99KG799F79 0.405 PFLT 6BBSW 99JF429T9 CCP SHORT IRS BARC USD 180924 RFLT 0.00% DU99JF429T91 3LIBO PFXD1.425 99JY689E6 CCP SHORT IRS BARC USD 151021 RFLT 0.00% DU99JY689E60 3LIBO PFXD0.571 99JK209M9 CCP SHORT IRS BARC CAD 091029RFLT 0.00% DU99JK209M94 3CDOR PFXD1.6875 99JK209L1 CCP SHORT IRS BARC EUR 111024 0.00% DU99JK209L12 RFLT6EUBOPFXD-0.4047 99IF669C6 CCP LONG IRS BARC USD 081148 RFXD 0.00% DU99IF669C67 3.312 PFLT 3LIBO 99IN579B0 CCP SHORT IRS BARC EUR 291158 RFLT 0.00% DU99IN579B04 6EUBO PFXD1.484 99IV079Y7 CCP SHORT IRS BARC USD 291153 RFLT 0.00% DU99IV079Y70 3LIBO PFXD2.793 99IW029A8 CCP LONG IRS BARC EUR 291158 RFXD 0.00% DU99IW029A85 1.343 PFLT 6EUBO

Page 169 of 180 all MF.xlsm 99IY769Y6 CCP SHORT IRS BARC USD 071230 RFLT 0.00% DU99IY769Y61 3LIBO PFXD2.184 99IO549X7 CCP LONG IRS BARC USD 021223 RFXD 0.00% DU99IO549X78 2.536 PFLT 3LIBO 99KG419A8 CCP LONG IRS BARC USD 300625 RFXD 0.00% DU99KG419A82 0.352 PFLT 3LIBO 99KB089Y6 CCP SHORT IRS BARC USD 250432 RFLT 0.00% DU99KB089Y68 3LIBOPFXD0.7925 99KC219O9 CCP LONG IRS BARC AUD 290430 RFXD 0.00% DU99KC219O95 1.4275 PFLT6BBSW 99KC219M3 CCP SHORT IRS BARC EUR 0.00% DU99KC219M30 300430RFLT6EUBOPFXD 0.11475 99KA079R5 CCP SHORT IRS BARC AUD 010440 RFLT 0.00% DU99KA079R53 6BBSWPFXD1.1685 99KC219G6 CCP SHORT IRS BARC USD 280450 RFLT 0.00% DU99KC219G61 3LIBO PFXD 0.78 99JE349Y8 CCP LONG IRS BAR CHF 090824 RFXD - 0.00% DU99JE349Y86 0.8475 PFLT6CFLI 99KI549J8 CCP SHORT IRS BARC USD 310825 0.00% DU99KI549J82 RFLT3LIBO PFXD0.3084 99KE499E8 CCP LONG IRS BARC USD 100825 RFXD 0.00% DU99KE499E86 0.429 PFLT 3LIBO 99KL479F3 CCP LONG IRS BARC EUR 150829 RFXD - 0.00% DU99KL479F35 0.189 PFLT6EUBO 99KF839S3 CCP SHORT IRS BARC USD 250825 0.00% DU99KF839S37 RFLT3LIBO PFXD0.3845 99KF419N2 CCP SHORT IRS BARC USD 120830 RFLT 0.00% DU99KF419N22 3LIBO PFXD 0.75 99KJ589N8 CCP SHORT IRS BARC USD 140825 0.00% DU99KJ589N85 RFLT3LIBOPFXD0.34358 99JE349L6 CCP SHORT IRS BAR USD 080852 RFLT 3LIBO 0.00% DU99JE349L65 PFXD1.9185 99KF839X2 CCP SHORT IRS BARC NOK 290625 RFLT 0.00% DU99KF839X22 6NIBOPFXD0.6925 99IH819V9 CCP LONG IRS BARC USD 031229 RFXD 0.00% DU99IH819V93 3.096 PFLT 3LIBO 99KL859V8 CCP LONG OIS BARC GBP 161230 RFXD 0.2 0.00% DU99KL859V84 PFLT SONIA 99KL859T3 CCP LONG IRS BARC NOK 161230 RFXD0.95 0.00% DU99KL859T39 PFLT 6NIBO 99KL859N6 CCP LONG IRS BARC NZD 161230 RFXD 0.6 0.00% DU99KL859N68 PFLT 3ZBSW 99KL859V8 CCP SHORT OIS BARC GBP 161230 RFLT 0.00% DU99KL859V84 SONIA PFXD 0.2

99FH979O4 IRS GS KRW 091221 RFXD 1.67 PFLT 3KSDA 0.00% DU99FH979O45

99KL859W6 CCP SHORT IRS BARC EUR 161230 RFLT 0.00% DU99KL859W67 6EUBOPFXD -0.15 99KL479A4 CCP SHORT IRS BARC USD 161225 RFLT 0.00% DU99KL479A48 3LIBO PFXD 0.35 99KL859E6 CCP SHORT IRS BARC USD 100930 RFLT 0.00% DU99KL859E69 3LIBOPFXD0.6774 99IX239L8 CCP SHORT IRS BARC EUR 190250 0.00% DU99IX239L86 RFLT6EUBO PFXD1.051 99IZ119G9 CCP SHORT IRS BARC EUR 190250 0.00% DU99IZ119G91 RFLT6EUBO PFXD0.9035 99JA339I3 CCP SHORT IRS BARC NOK 010724 RFLT 0.00% DU99JA339I37 6NIBOPFXD 1.735 99KM169U3 CCP LONG IRS BARC JPY 161222 RFXD - 0.00% DU99KM169U39 0.101 PFLT6JPLI 99KM359B5 CCP LONG OIS BARC GBP 161230 RFXD 0.00% DU99KM359B57 0.201 PFLT SONIA 99KM359C3 CCP LONG OIS BARC GBP 161250 RFXD 0.00% DU99KM359C31 0.401 PFLT SONIA

Page 170 of 180 all MF.xlsm 99JS409D0 CCP SHORT IRS BARC USD 160155 RFLT 0.00% DU99JS409D05 3LIBO PFXD2.032 99JT179J3 CCP LONG IRS BARC EUR 270130 RFXD 0.352 0.00% DU99JT179J39 PFLT 6EUBO 99JT179D6 CCP LONG IRS BARC USD 240155 RFXD 0.00% DU99JT179D68 1.977 PFLT 3LIBO 99KM359G4 CCP LONG IRS BARC EUR 161225 RFXD - 0.00% DU99KM359G45 0.401 PFLT6EUBO 99IZ889P7 CCP LONG IRS BAR USD 050629 RFXD 0.00% DU99IZ889P72 2.2225 PFLT 3LIBO 99KL859F3 CCP SHORT IRS BARC USD 100930 RLT 0.00% DU99KL859F35 3LIBO PFXD 0.679 99KE259M0 CCP LONG IRS BARC CNY 030625 RFXD 0.00% DU99KE259M03 2.072 PFLT CNRR7 99KC559Q2 CCP LONG IRS BARC CZK 060525 RFXD 0.00% DU99KC559Q26 0.555 PFLT 6PRIB 99KE499B4 CCP SHORT IRS BARC NZD 050625 RFLT 0.00% DU99KE499B48 3ZBSW PFXD 0.36 99KF839V6 CCP LONG IRS BARC USD 280637 RFXD 0.00% DU99KF839V65 1.168 PFLT3LIBO 99KE499A6 CCP LONG IRS BARC NZD 050630 RFXD 0.00% DU99KE499A64 0.76125 PFLT 3ZB 99KF839L8 CCP SHORT IRS BARC EUR 240640 RFLT 0.00% DU99KF839L83 6EUBO PFXD0.315 99IY769X8 CCP SHORT IRS BARC EUR 070654 RFLT 0.00% DU99IY769X88 6EUBO PFXD1.054 99KE819I2 CCP SHORT IRS BARC USD 150650 RFLT 0.00% DU99KE819I28 3LIBO PFXD 1.2 99KF839R5 CCP LONG IRS BARC CNY 030625 0.00% DU99KF839R53 RFXD2.3775 PFLT CNRR7 99KF419O0 CCP LONG IRS BARC CNY 030625 RFXD 0.00% DU99KF419O05 2.245 PFLT CNRR7 99KH719I6 CCP LONG IRS BARC GBP 160750 RFXD 0.00% DU99KH719I63 0.436 PFLT 6GBLI 99KE819H4 CCP LONG IRS BARC USD 150625 RFXD 0.5 0.00% DU99KE819H45 PLFT 3LIBO 99KG589O2 CCP LONG IRS BARC USD 030740 RFXD 0.00% DU99KG589O23 1.177 PFLT 3LIBO 99KG589Y0 CCP SHORT IRS BARC AUD 020745 RFLT 0.00% DU99KG589Y05 6BBSW PFXD1.441 99KH719F2 CCP LONG IRS BARC GBP 160750 RFXD 0.00% DU99KH719F25 0.423 PFLT 6GBLI 99KG799I1 CCP SHORT IRS BARC NOK 100725 RFLT 0.00% DU99KG799I19 6NIBO PFXD0.655 99KH719G0 CCP SHORT IRS BARC GBP 160730 RFLT 0.00% DU99KH719G08 6GBLI PFXD 0.32 99KE189M5 CCP LONG IRS BARC CNY 010625 RFXD 0.00% DU99KE189M57 1.9725 PFLT CNRR 99KH719H8 CCP SHORT IRS BARC GBP 160730 RFLT 0.00% DU99KH719H80 6GBLI PFXD0.321 99KM359H2 CCP LONG IRS BARC EUR 161250 RFXD 0.00% DU99KM359H28 0.051 PFLT 6EUBO 99KD059X0 CCP SHORT IRS BARC USD 210525 RFLT 0.00% DU99KD059X04 3LIBO PFXD0.385 99JY689L0 CCP SHORT IRS BAR USD 100352 RFLT3LIBO 0.00% DU99JY689L04 PFXD 0.8725 99JY689L0 CCP SHORT IRS BAR USD 100352 RFLT3LIBO 0.00% DU99JY689L04 PFXD0.8725 99KM359D1 CCP LONG IRS BARC EUR 161222 RFXD - 0.00% DU99KM359D14 0.451 PFLT6EUBO 99KM169W9 CCP LONG IRS BARC AUD 161225 RFXD 0.00% DU99KM169W94 0.351 PFLT 6BBSW 99KM359E9 CCP LONG IRS BARC EUR 161230 RFXD - 0.00% DU99KM359E96 0.151 PFLT6EUBO

Page 171 of 180 all MF.xlsm 99IP569N1 CCP SHORT IRS BARC USD 160330 RFLT 0.00% DU99IP569N15 3LIBO PFXD2.647 99JQ199F3 CCP LONG IRS BARC USD 180325 RFXD 1.58 0.00% DU99JQ199F35 PFLT 3LIBO 99JY169J4 CCP LONG IRS BARC SEK 030322 RFXD 0.06 0.00% DU99JY169J49 PFLT 3MSEK 99JZ769N6 CCP LONG IRS BARC USD 240332 RFXD 1.07 0.00% DU99JZ769N69 PFLT 3LIBO 99JZ769V8 CCP LONG IRS BARC USD 240335 RFXD 0.00% DU99JZ769V85 0.968 PFLT 3LIBO 99KA079A2 CCP SHORT IRS BARC AUD 280340 RFLT 0.00% DU99KA079A29 6BBSW PFXD1.445 99IQ499O2 CCP SHORT IRS BARC CZK 190329 RFLT 0.00% DU99IQ499O25 6PRIB PFXD1.948 99KM359F6 CCP LONG IRS BARC JPY 161225 RFXD - 0.00% DU99KM359F61 0.051 PFLT6JPLI 99KM169X7 CCP LONG IRS BARC AUD 161230 RFXD 0.00% DU99KM169X77 0.851 PFLT6BBSW

99FD479G5 IRS JPM MYR 141121 RFXD 4.08 PFLT 3KLIB 0.00% DU99FD479G56

99FD479H3 IRS JPM THB 161121 RFXD 2.07 PFLT 0.00% DU99FD479H30 THB6M 99KM359I0 CCP LONG IRS BARC CAD 161225 RFXD 0.00% DU99KM359I01 0.751 PFLT 3CDOR 99KM359J8 CCP LONG IRS BARC CAD 161230 RFXD 0.00% DU99KM359J83 1.051 PFLT 3CDOR 99KM359K5 CCP LONG IRS BARC CAD 161250 RFXD 0.00% DU99KM359K56 1.451 PFLT 3CDOR 99KL239Y3 CCP SHORT IRS BARC USD 161222 RFLT 0.00% DU99KL239Y33 3LIBO PFXD 0.25 99KL859M8 CCP LONG IRS BARC CHF 161230 RFXD - 0.00% DU99KL859M85 0.30 PFLT 6CFLI 99C370AB1 FWD SWPTION AUD 290125 CALL STRIKE 0.00% DU99C370AB12 1.692 JPMORGAN 99P380BC3 SWPTION EUR 160226 PUT STRIKE 1.667 0.00% DU99P380BC36 JPMORGAN 99C290CD5 SWPTION USD 230327 CALL STRIKE 2.8175 0.00% DU99C290CD56 GS 99C100CD6 SWPTION USD 220327 CALL STRIKE 1.07 0.00% DU99C100CD64 JPM 99C240CG3 FWD SWPTION AUD 270330 CALL STRIKE 0.00% DU99C240CG39 1.445 JPM 99P310DB0 FWD SWPTION USD 020425 PUT STRIKE 0.00% DU99P310DB06 0.902 UBS 99C660EB1 FWD SWPTION USD 060525 CALL STRIKE 0.00% DU99C660EB17 0.958 UBS 99C360FA9 FWD SWPTION USD 040624 CALL STRIKE 0.00% DU99C360FA93 2.39 MS 99P090FD2 FWD SWPTION USD 170627 PUT STRIKE 0.00% DU99P090FD24 1.232 JPM 99C140FD9 FWD SWPTION USD 240627 CALL STRIKE 0.00% DU99C140FD97 1.168 JPM 99P170FY6 SWPTION USD 300622 PUT STRIKE 0.6 0.00% DU99P170FY63 BOAB 99P650HA7 FWD SWPTION USD 270824 PUT 1.6125 0.00% DU99P650HA76 UBS 99C070JC6 SWPTION USD 191026 CALL STRIKE 1.9875 0.00% DU99C070JC64 UBS 99P670JE5 FWD SWPTION EUR 181028 CALL STRIKE 0.00% DU99P670JE50 1.921 JPMORGAN 99C390JW4 SWPTION USD 301020 CALL STRIKE 1.33 0.00% DU99C390JW48 JPMORGAN 99C640KW0 FWD SWPTION USD 301120 CALL STRIKE 0.00% DU99C640KW01 3.162 JPM

Page 172 of 180 all MF.xlsm 99P421BX9 SWPTION USD 260221 PUT STRIKE 2.7725 0.00% DU99P421BX99 MS 99C251BY2 SWPTION USD 030248 CALL STRIKE 3.0 0.00% DU99C251BY26 MORGANS 99P291CD9 SWPTION USD 230327 PUT STRIKE 2.8175 0.00% DU99P291CD99 GS 99P241CG7 FWD SWPTION AUD 270330 PUT STRIKE 0.00% DU99P241CG71 1.445 JPM 99C311DB2 FWD SWPTION USD 020425 CALL STRIKE 0.00% DU99C311DB29 0.902 UBS 99P661EB5 FWD SWPTION USD 060525 PUT STRIKE 0.00% DU99P661EB59 0.958 UBS 99P361FA3 FWD SWPTION USD 040624 PUT STRIKE 0.00% DU99P361FA37 2.39 MS 99P141FX9 FWD SWPTION USD 240621 PUT STRIKE 0.00% DU99P141FX94 0.462 CITI 99C651HA9 FWD SWPTION USD 270824 CALL STRIKE 0.00% DU99C651HA99 1.6125 UBS 99C391JW2 SWPTION USD 301020 CALL STRIKE 0.83 0.00% DU99C391JW21 JPMORGAN

99C661JZ1 SWPTION USD 171023 CALL STRIKE 3.27 MS 0.00% DU99C661JZ13

99P641KZ7 MC SWPTION USD 301123 PUT STRIKE 0.00% DU99P641KZ74 3.229 JPM 99P952AB2 FWD SWPTION USD 140125 PUT STRIKE 0.00% DU99P952AB28 2.032 JPMORGAN 99P902AX9 SWPTION USD 140121 PUT STRIKE 1.805 0.00% DU99P902AX98 CITI 99P392AZ8 SWPTION USD 300123 PUT STRIKE 1.333 0.00% DU99P392AZ85 JPMORGAN

99P402BC5 SWPTION USD 170226 PUT STRIKE 2.97 MS 0.00% DU99P402BC55

99C422BC7 SWPTION USD 270226 CALL STRIKE 3.01 0.00% DU99C422BC75 MS 99P612BX3 FWD SWPTION JPY 220221 PUT STRIKE 0.00% DU99P612BX31 0.003 BOAB 99C212CG2 FWD SWPTION EUR 260330 CALL STRIKE 0.00% DU99C212CG25 0.555 GS 99C242CG9 FWD SWPTION USD 270330 CALL STRIKE 0.00% DU99C242CG94 0.85 BOA 99C702CX5 SWPTION USD 020321 CALL STRIKE 0.7785 0.00% DU99C702CX54 JPMORGAN 99C312DG9 FWD SWPTION USD 020430 CALL STRIKE 0.00% DU99C312DG98 0.983 UBS 99C142FX1 FWD SWPTION USD 240621 CALL STRIKE 0.00% DU99C142FX18 0.462 CITI 99C042IX0 FWD SWPTION USD 210921 CALL STRIKE 0.00% DU99C042IX08 0.765 BOA

99P662JZ5 SWPTION USD 191023 PUT STRIKE 3.27 MS 0.00% DU99P662JZ55

99P022LD8 SWPTION USD 201227 PUT STRIKE 2.7575 0.00% DU99P022LD86 JPM 99C953AB4 FWD SWPTION USD 140125 CALL STRIKE 0.00% DU99C953AB41 2.032 JPMORGAN 99C183AB8 FWD SWPTION USD 220125 CALL STRIKE 0.00% DU99C183AB84 1.727 GS 99C903AX1 SWPTION USD 140121 CALL STRIKE 1.805 0.00% DU99C903AX12 CITI 99C393AZ0 SWPTION USD 300123 CALL STRIKE 1.333 0.00% DU99C393AZ09 JPMORGAN

99P423BC1 SWPTION USD 270226 PUT STRIKE 3.01 MS 0.00% DU99P423BC19

99C613BX5 FWD SWPTION JPY 220221 CALL STRIKE 0.00% DU99C613BX53 0.003 BOAB

Page 173 of 180 all MF.xlsm 99C933BY5 SWPTION USD 150222 CALL STRIKE 2.8325 0.00% DU99C933BY55 JPM 99P003CB2 SWPTION USD 130325 PUT STRIKE 1.17 0.00% DU99P003CB25 TRDN 99P243CG3 FWD SWPTION USD 270330 PUT STRIKE 0.00% DU99P243CG38 0.85 BOA 99P213CG6 FWD SWPTION EUR 260330 PUT STRIKE 0.00% DU99P213CG67 0.555 GS 99C703CX3 SWPTION USD 020321 CALL STRIKE 1.101 0.00% DU99C703CX38 JPMORGAN 99P313DG3 FWD SWPTION USD 020430 PUT STRIKE 0.00% DU99P313DG32 0.983 UBS 99C183EY4 SWPTION USD 260548 CALL STRIKE 2.75 0.00% DU99C183EY42 MS 99P133FY4 FWD SWPTION USD 200622 PUT STRIKE 0.00% DU99P133FY44 2.3075 BOA 99P953HA5 SWPTION USD 270824 PUT STRIKE 1.613 0.00% DU99P953HA54 MS 99C923HF1 FWD SWPTION GBP 200829 CALL STRIKE 0.00% DU99C923HF13 0.762 UBS 99P043IX4 FWD SWPTION USD 210921 PUT STRIKE 0.00% DU99P043IX41 0.765 BOA 99P383JW5 SWPTION USD 151020 PUT STRIKE 0.6225 0.00% DU99P383JW56 JPM 99C023LD0 SWPTION USD 201227 CALL STRIKE 2.7575 0.00% DU99C023LD00 JPM 99P044JW3 SWPTION USD 211020 PUT STRIKE 1.241 0.00% DU99P044JW32 CITI 99C947HY9 FWD SWPTION USD 260822 CALL STRIKE 0.00% DU99C947HY95 1.245 CITI 99P948HY3 FWD SWPTION USD 260822 PUT STRIKE 0.00% DU99P948HY39 1.245 CITI

99C144AA2 SWPTION USD 310124 CALL STRIKE 3% MS 0.00% DU99C144AA26

99C904AX9 SWPTION USD 140121 CALL STRIKE 1.629 0.00% DU99C904AX94 CITI 99C414BF7 SWPTION USD 260229 CALL STRIKE 2.988 0.00% DU99C414BF72 GOLDMAN 99P934BY9 SWPTION USD 150222 PUT STRIKE 2.8325 0.00% DU99P934BY98 JPM 99C004CB4 SWPTION USD 130325 CALL STRIKE 1.17 0.00% DU99C004CB48 TRDN 99P104CB8 SWPTION USD 200325 PUT STRIKE 1.05 0.00% DU99P104CB80 TRDN 99P184EX0 SWPTION USD 240521 PUT STRIKE 2.904 0.00% DU99P184EX02 MS 99P174EY9 SWPTION USD 230522 PUT STRIKE 2.823% 0.00% DU99P174EY94 GS 99C134FY6 FWD SWPTION USD 200622 CALL STRIKE 0.00% DU99C134FY66 2.3075 BOA 99C194GG8 FWD SWPTION USD 010730 CALL STRIKE 0.00% DU99C194GG80 1.177 CITI 99C954HA7 SWPTION USD 270824 CALL STRIKE 1.613 0.00% DU99C954HA77 MS 99P924HF5 FWD SWPTION GBP 200829 PUT STRIKE 0.00% DU99P924HF55 0.762 UBS 99C354HZ5 FWD SWPTION JPY 240823 CALL STRIKE 0.00% DU99C354HZ58 1.11125 BARC 99P384JW3 SWPTION USD 151020 PUT STRIKE 0.7225 0.00% DU99P384JW30 JPM 99C684KW8 FWD SWPTION USD 091120 CALL STRIKE 0.00% DU99C684KW81 0.688 CITI 99P905AX2 SWPTION USD 140121 PUT STRIKE 1.629 0.00% DU99P905AX20 CITI

Page 174 of 180 all MF.xlsm 99P415BF0 SWPTION USD 260229 PUT STRIKE 2.988 0.00% DU99P415BF08 GOLDMAN 99C045BX0 FWD SWPTION USD 160221 CALL STRIKE 0.00% DU99C045BX02 2.764 MS 99P985BX3 FWD SWPTION USD 160221 PUT STRIKE 0.00% DU99P985BX30 2.764 MORGANS 99P105CB5 SWPTION USD 200325 PUT STRIKE 1.04 0.00% DU99P105CB55 TRDN 99C345DD6 FWD SWPTION USD 060427 CALL STRIKE 0.00% DU99C345DD68 0.87 UBS

99C575DX4 SWPTION USD 170447 CALL STRIKE 3 MS 0.00% DU99C575DX40

99C145DZ1 SWPTION USD 120423 CALL STRIKE 3 MS 0.00% DU99C145DZ15

99P185EX7 SWPTION USD 240521 PUT STRIKE 2.664 0.00% DU99P185EX76 MS 99P175EY6 SWPTION USD 230522 PUT STRIKE 2.983% 0.00% DU99P175EY69 GS 99P095FG4 FWD SWPTION USD 180630 PUT STRIKE 0.00% DU99P095FG42 1.204 JPM 99P195GG1 FWD SWPTION USD 010730 PUT STRIKE 0.00% DU99P195GG16 1.177 CITI 99C925HF6 FWD SWPTION EUR 200829 CALL STRIKE 0.00% DU99C925HF60 0.43 UBS 99C955HY2 SWPTION USD 300822 CALL STRIKE 1.512 0.00% DU99C955HY29 MS 99P355HZ8 FWD SWPTION JPY 240823 PUT STRIKE 0.00% DU99P355HZ83 1.11125 BARC 99P385JW0 SWPTION USD 151020 PUT STRIKE 0.8225 0.00% DU99P385JW05 JPM 99C985JW1 SWPTION USD 131020 CALL STRIKE 1.316 0.00% DU99C985JW15 CITI 99P685KW1 FWD SWPTION USD 091120 PUT STRIKE 0.00% DU99P685KW17 0.688 CITI 99P635KW6 FWD SWPTION USD 301120 PUT STRIKE 0.00% DU99P635KW67 2.975 JPM 99P585LW2 FWD SWPTION USD 171220 PUT STRIKE 0.00% DU99P585LW25 2.13 GS 99P186AB7 FWD SWPTION USD 220125 PUT STRIKE 0.00% DU99P186AB75 1.727 GS 99C886AG5 FWD SWPTION EUR 140130 CALL STRIKE 0.00% DU99C886AG55 1.01 UBS 99P906AX0 MC SWPTION USD 140121 PUT STRIKE 0.00% DU99P906AX03 1.996 CITI 99C416BF2 SWPTION GBP 260229 CALL STRIKE 1.722 0.00% DU99C416BF21 GOLDMAN 99C106CB7 SWPTION USD 200325 CALL STRIKE 0.968 0.00% DU99C106CB78 JPM 99P346DD0 FWD SWPTION USD 060427 PUT STRIKE 0.00% DU99P346DD02 0.87 UBS 99C426DZ5 FWD SWPTION USD 110423 CALL STRIKE 0.00% DU99C426DZ56 0.8925 UBS 99P126EY9 FWD SWPTION USD 160522 PUT STRIKE 0.00% DU99P126EY93 2.2275 BOAB 99C096FG6 FWD SWPTION USD 180630 CALL STRIKE 0.00% DU99C096FG64 1.204 JPM 99P926HF0 FWD SWPTION EUR 220829 PUT STRIKE 0.00% DU99P926HF04 0.43 UBS 99P646HX5 FWD SWPTION USD 270821 PUT STRIKE 0.00% DU99P646HX50 1.3000 UBS 99P956HY6 SWPTION USD 300822 PUT STRIKE 1.512 0.00% DU99P956HY61 MS 99C986JF6 SWPTION USD 101029 CALL STRIKE 1.865 0.00% DU99C986JF64 CITI

Page 175 of 180 all MF.xlsm 99C026LD3 SWPTION USD 201227 CALL STRIKE 2.795 0.00% DU99C026LD31 JPM 99C678KW0 FWD SWPTION JPY 091120 CALL STRIKE 0.00% DU99C678KW06 0.005 MORGAN 99P679KW4 FWD SWPTION JPY 091120 PUT STRIKE 0.00% DU99P679KW49 0.0050 MORGAN 99P887AG9 FWD SWPTION EUR 140130 PUT STRIKE 0.00% DU99P887AG98 1.01 UBS 99C907AX2 MC SWPTION USD 140121 CALL STRIKE 0.00% DU99C907AX26 1.996 CITI 99P417BF6 SWPTION GBP 260229 PUT STRIKE 1.722 0.00% DU99P417BF63 GOLDMAN 99P107CB1 SWPTION USD 200325 PUT STRIKE 0.968 0.00% DU99P107CB12 JPM 99P427DZ9 FWD SWPTION USD 110423 PUT STRIKE 0.00% DU99P427DZ99 0.8925 UBS 99C177EB6 SWPTION USD 220525 CALL STRIKE 2.75% 0.00% DU99C177EB62 MORGAN 99C127EY1 FWD SWPTION USD 160522 CALL STRIKE 0.00% DU99C127EY17 2.2275 BOA 99C187GB3 FWD SWPTION AUD 010725 CALL STRIKE 0.00% DU99C187GB35 1.441 JPM 99C647HX7 FWD SWPTION USD 270821 CALL STRIKE 0.00% DU99C647HX73 1.3 UBS 99P987JF0 SWPTION USD 101029 PUT STRIKE 1.865 0.00% DU99P987JF08 CITI 99P067JW4 SWPTION USD 191120 PUT STRIKE 1.5025 0.00% DU99P067JW42 UBS 99C637KW6 FWD SWPTION USD 301120 CALL STRIKE 0.00% DU99C637KW63 2.975 JPM 99P027LD7 SWPTION USD 201227 PUT STRIKE 2.795 0.00% DU99P027LD73 JPM 99C047LW7 SWPTION USD 221220 CALL STRIKE 0.523 0.00% DU99C047LW74 CITI 99P888AG7 FWD SWPTION GBP 140130 PUT STRIKE 0.00% DU99P888AG71 1.175 UBS 99C378BC1 SWPTION EUR 160226 CALL STRIKE 1.667 0.00% DU99C378BC12 JPMORGAN 99P218CG5 FWD SWPTION USD 260330 PUT STRIKE 0.00% DU99P218CG54 0.925 BOA 99C368FA2 FWD SWPTION EUR 050624 CALL STRIKE 0.00% DU99C368FA20 1.304 BOA 99P358FA9 FWD SWPTION EUR 040624 PUT STRIKE 0.00% DU99P358FA99 1.053 BOAB 99C168FY4 SWPTION USD 300622 CALL STRIKE 0.0 0.00% DU99C168FY40 BOAB 99P188GB7 FWD SWPTION AUD 010725 PUT STRIKE 0.00% DU99P188GB77 1.441 JPM 99C138IA6 SWPTION EUR 100924 CALL STRIKE 0.153 0.00% DU99C138IA67 UBS 99P988JW1 SWPTION USD 131020 PUT STRIKE 1.316 0.00% DU99P988JW14 CITI 99C068JW6 SWPTION USD 191020 CALL STRIKE 1.5025 0.00% DU99C068JW64 UBS 99P638KW0 FWD SWPTION USD 301120 PUT STRIKE 0.00% DU99P638KW07 3.162 JPMORGAN 99P048LW1 SWPTION USD 221220 PUT STRIKE 0.923 0.00% DU99P048LW18 CITI 99P898CG4 FWD SWPTION USD 050330 PUT STRIKE 0.00% DU99P898CG44 1.275 BOAB 99P369AB9 FWD SWPTION AUD 290125 PUT STIRKE 0.00% DU99P369AB90 1.692 JPMORGAN 99C889AG9 FWD SWPTION GBP 140130 CALL STRIKE 0.00% DU99C889AG94 1.175 UBS

Page 176 of 180 all MF.xlsm 99C399BC7 SWPTION USD 170225 CALL STRIKE 2.97 0.00% DU99C399BC74 MS 99C419BX7 SWPTION USD 260221 CALL STRIKE 2.7725 0.00% DU99C419BX75 MS 99P099CD6 SWPTION USD 220327 PUT STRIKE 1.07 0.00% DU99P099CD69 JPM 99C899CG6 SWPTION USD 050330 CALL STRIKE 1.275 0.00% DU99C899CG66 BOAB 99C219CG7 FWD SWPTION USD 260330 CALL STRIKE 0.00% DU99C219CG77 0.925 BOA 99C359FA1 FWD SWPTION EUR 040624 CALL STRIKE 0.00% DU99C359FA13 1.053 BOA 99P369FA6 FWD SWPTION EUR 050624 PUT STRIKE 0.00% DU99P369FA62 1.304 BOA 99P139FD7 FWD SWPTION USD 240627 PUT STRIKE 0.00% DU99P139FD76 1.168 JPM 99C089FD8 FWD SWPTION USD 170627 CALL STRIKE 0.00% DU99C089FD82 1.232 JPM 99C169FY2 SWPTION USD 300622 CALL STRIKE 0.3 0.00% DU99C169FY23 BOAB 99P139IA0 SWPTION EUR 100924 PUT STRIKE 0.153 0.00% DU99P139IA01 UBS 99P069JC4 SWPTION USD 191026 PUT STRIKE 1.9875 0.00% DU99P069JC44 UBS 99C669JE1 FWD SWPTION EUR 181028 CALL STRIKE 0.00% DU99C669JE10 1.921 JPMORGAN 99C639KZ5 MC SWPTION USD 301123 CALL STRIKE 0.00% DU99C639KZ50 3.229 JPM 99KG419O8 CCP LONG IRS BARC USD 010725 RFXD 0.00% DU99KG419O86 0.338 PFLT 3LIBO 99JA339J1 CCP LONG IRS BARC NOK 010729 RFXD 1.82 0.00% DU99JA339J10 PFLT 6NIBO 99KC559Y5 CCP LONG IRS BARC USD 100825 RFXD 0.00% DU99KC559Y59 0.439 PFLT 3LIBO 99KL859P1 CCP LONG IRS BARC CAD 161230 RFXD 1.05 0.00% DU99KL859P17 PFLT 3CDOR 99KL239K3 CCP LONG IRS BARC USD 020952 RFXD 0.00% DU99KL239K39 1.188 PFLT 3LIBO 99JY349Q1 CCP SHORT IRS BAR USD 080921 RFLT 0.00% DU99JY349Q19 3LIBO PFXD 0.68 99JF429S1 CCP SHORT IRS BARC USD 180924RFLT3LIBO 0.00% DU99JF429S19 PFXD1.43125 99KM789S8 CCP LONG IRS BARC USD 300940 RFXD 1 0.00% DU99KM789S82 PFLT 3LIBO 99KL859X4 CCP LONG IRS BARC USD 110930 RFXD 0.7 0.00% DU99KL859X41 PFLT 3LIBO 99KC559I0 CCP LONG IRS BARC USD 030850 RFXD 0.00% DU99KC559I00 0.794 PFLT 3LIBO 99KG589G9 CCP SHORT IRS BARC USD 160922 RFLT 0.00% DU99KG589G98 3LIBO PFXD 0.2 99KG589F1 CCP SHORT IRS BARC USD 160925 RFLT 0.00% DU99KG589F16 3LIBO PFXD 0.35 99KE259B4 CCP SHORT IRS BARC USD 160930 RFLT 0.00% DU99KE259B48 3LIBO PFXD 0.7 99KG589H7 CCP LONG IRS BARC USD 160950 RFXD 0.9 0.00% DU99KG589H71 PFLT 3LIBO 99KL859O4 CCP SHORT IRS BARC USD 161230 RFLT 0.00% DU99KL859O42 3LIBO PFXD 0.7 99JZ829I5 CCP SHORT IRS BARC AUD 250335 RFLT 0.00% DU99JZ829I56 6BBSWPFXD1.4025 99KI549F6 CCP SHORT IRS BARC USD 300750 RFLT 0.00% DU99KI549F60 3LIBO PFXD0.815 99KM169L3 CCP LONG IRS BARC USD 160922 RFXD 0.00% DU99KM169L30 0.214 PFLT 3LIBO

Page 177 of 180 all MF.xlsm 99KL859L0 CCP LONG IRS BARC AUD 161230 RFXD 0.85 0.00% DU99KL859L03 PFLT 6BBSW 99KL859D8 CCP SHORT IRS BARC USD 100930 0.00% DU99KL859D86 RFLT3LIBOPFXD0.68181 99KI549M1 CCP SHORT IRS BARC USD 050724 RFLT 0.00% DU99KI549M12 3LIBOPFXD0.2429 99KL859U0 CCP LONG IRS BARC SEK 161230 RFXD 0.3 0.00% DU99KL859U02 PFLT 3MSEK 99KN349O8 CCP LONG IRS BARC USD 161250 RFXD 0.00% DU99KN349O87 1.08 PFLT 3LIBO 99JZ259N3 CCP LONG IRS BARC CAD 110350 RFXD 0.00% DU99JZ259N33 1.134 PFLT 3CDOR 99JZ259L7 CCP SHORT IRS BARC 0.00% DU99JZ259L76 EUR130354RFLT6EUBOPFXD -0.2275 TORONTO DOMINION BANK 150931 3.625 CB 0.00% US891160MJ94 TOORAK MORTGAGE CORP SERIES 19 1 CLASS A1 0.00% US89052KAA34 250322 ABS TOWD POINT MORTGAGE TRUST SERIES 17 6 CLASS A1 0.00% US89175JAA88 251057 ABS

UBS GROUP FUNDING JERSEY LTD 150426 4.125 CB 0.00% US90351DAF42

BARCLAYS USD MARGIN 0.00% VMWARE INC 210827 3.90 CB 0.00% US928563AC98 WESTPAC BANKING CORP 240739 4.421 CB 0.00% US961214EG45 WEC ENERGY GROUP INC 150567 FRN 0.00% US976657AH99 WEYERHAEUSER CO 150332 7.375 CB 0.00% US962166BR41 SKYCITY ENTERTAINMENT GROUP LIMITED 0.00% NZSKCE0001S2 TOWER LIMITED 0.00% NZTWRE0011S2 4DMEDICAL LIMITED ORDINARY FULLY PAID 0.00% AU0000095416 AFT PHARMACEUTICALS LTD 0.00% NZAFTE0001S4 ACCESS INNOVATION HOLDINGS LIMITED ORDINARY 0.00% AU0000101636 FULLY PAID AROA BIOSURGERY LIMITED ORDINARY FULLY PAID 0.00% AU0000094146 CBL CORPORATION LTD TEMP 0.00% DU00CBLNZDM3 HUB24 LIMITED ORDINARY FULLY PAID 0.00% AU000000HUB4 KOGAN COM LTD ORDINARY FULLY PAID 0.00% AU000000KGN2 Outstanding Settlement Receipts - AUD 0.00% PACIFIC EDGE LTD NPV 0.00% NZPEBE0002S1

PINNACLE INVESTMENT MANAGEMENT GROUP LTD 0.00% AU000000PNI7

VOLPARA HEALTH TECHNOLOGIES LIMITED ORDINARY 0.00% NZVHTE0001S6 FULLY PAID WELLINGTON DRIVE TECHNOLOGIES LIMITED 0.00% NZWDTE0002S1 WYNYARD GROUP LTD TEMP 0.00% DU00WYNNZDZ1 XERO LIMITED ORDINARY FULLY PAID 0.00% NZXROE0001S2 Russian ruble 0.00% TAKEON 0.00%

JAPAN(GOVT OF) 0.1% SNR 20/09/27 JPY50000 0.00% JP1103481H98

JAPAN(GOVT OF) 0.1% SNR 20/06/21 JPY50000 0.00% JP1051281G68

UNITED STATES TREAS NTS 0.5% 04-15-2024 0.00% US9128286N55

UTD STATES TREAS 2.25% DUE 04-30-2021 0.00% US912828WG10 BELGIUM(KINGDOM OF) 4.25% T-BOND 0.00% BE0000321308 144A 28/09/2021 UNITED STATES TREAS NTS DTD 05/31/2016 1.375% 0.00% US912828R770 DUE 05-31-2021 REG UNITED STATES TREAS NTS DTD 05/31/2019 2.125% 0.00% US9128286V71 DUE 05-31-2021 REG PUT FXO BNPAFRPP 09/10/2020 NZD/USD 0.635 0.00% European OPWX7Y88BNPA FRANCE(GOVT OF) 3.25% SNR 25/10/2021 EUR1 0.00% FR0011059088 RUSSIAN FEDERATION MINISTRY FINANCE 8.15% BDS 0.00% RU000A0JS3W6 03/02/2027

Page 178 of 180 all MF.xlsm INDIAN RUPEE 0.00% CDS BOFAUS3N 06/20/2025 BUY PRUDENTIAL 0.00% FINANCIAL I 3213131683 CDS BOFAUS3N 06/20/2025 BUY PRUDENTIAL 0.00% FINANCIAL I 3214729948 CDS BOFAUS3N 06/20/2025 BUY INTERNATIONAL 0.00% PAPER CO 3228730286 CDS GSILGB2X 12/20/2025 BUY BARRICK GOLD CORP 0.00% 5.8% 3427813983 PUT FXO CRLYGB2L 09/10/2020 NZD/USD 0.633 0.00% European OPWXD5M0CRLY CDS BOFAUS3N 06/20/2025 BUY INTERNATIONAL 0.00% PAPER CO 3240003902 CDS BOFAUS3N 06/20/2025 BUY INTERNATIONAL 0.00% PAPER CO 3219275222 CDS BOFAUS3N 06/20/2025 BUY PACKAGING CORP OF 0.00% AMER 3237817207 FUT CALL NOV 20 EURX EUR-BUND 17700 0.00% FUT PUT NOV 20 EURX EUR-BUND 17100 0.00% CDS GSILGB2X 06/20/2025 BUY PACKAGING CORP OF 0.00% AMER 3230172060 CDS BNPAGB22 20/06/2025 BUY SANOFI 0.875% 0.00% 09/22/20 3226132085 CDS BNPAGB22 06/20/2025 BUY PACKAGING CORP OF 0.00% AMER 3223112333 CDS BNPAGB22 06/20/2025 BUY INTERNATIONAL 0.00% PAPER CO 3215590519 CDS BNPAGB22 20/06/2025 BUY SANOFI 0.875% 0.00% 09/22/20 3221826663 Outstanding Settlement Payments - SGD 0.00% CDS MSNYUS33 06/20/2025 BUY PRUDENTIAL 0.00% FINANCIAL I 3212412847 CME_IRS MSNYUS33 03/01/2025 MXN P 6.629% / R 0.00% 28DTIIE 3054358573 CME_IRS MSNYUS33 02/01/2025 MXN P 6.617% / R 0.00% 28DTIIE 3052516135 LCH_IRS MSNYUS33 27/01/2050 GBP P 0.008% / R 0.00% 6MLIBOR 3074602726 LCH_IRS MSNYUS33 12/02/2050 GBP P 0.883% / R 0.00% 6MLIBOR 3095933699 CALL FXO CSFBUS33 02/01/2021 USD/ZAR 16.895 0.00% European 3359453342 OTC DERIVATIVE CASH COLLATERAL PAYABLE TO 0.00% STANDARD CHARTERED BANK Cash / Other 0.00% CME_IRS MSNYUS33 06/11/2029 PLN P 1.8% / R 0.00% 6MWIBOR 2118308033 CME_IRS MSNYUS33 05/11/2029 PLN P 1.8% / R 0.00% 6MWIBOR 2115323631 CME_IRS MSNYUS33 05/11/2029 PLN P 1.8% / R 0.00% 6MWIBOR 2114893337 CME_IRS MSNYUS33 05/11/2029 PLN P 1.802% / R 0.00% 6MWIBOR 2118308534 CME_IRS MSNYUS33 05/11/2029 PLN P 1.82% / R 0.00% 6MWIBOR 2113925994 CME_IRS MSNYUS33 07/11/2029 PLN P 1.86% / R 0.00% 6MWIBOR 2108119067 LCH_IRS MSNYUS33 23/10/2069 GBP P 0.986% / R 0.00% 6MLIBOR 2104867585 ICE_CDX MSNYUS33 06/20/2030 BUY CDX.NA.IG.34 0.00% 3207905811 ICE_CDX MSNYUS33 06/20/2025 BUY CDX.NA.IG.34 0.00% 3208914545 LCH_IRS MSNYUS33 01/07/2025 CNY P 7DCNRR0 / R 0.00% 0.023% TC315UL12

Page 179 of 180 all MF.xlsm Payable/Receivable BRL 0.00% RPI BOFAUS3N 10/25/2024 USD P 1.683% / R CPI 0.00% 2103823458 FUT DEC 20 EURX EUR-BOBL 0.00%

OTC DERIVATIVE CASH COLL PAY TO GOLDMAN SACHS 0.00%

LCH_IRS MSNYUS33 22/01/2050 GBP P 0.967% / R 0.00% 6MLIBOR 3067494471 CME_IRS MSNYUS33 23/10/2049 CAD P 2.007% / R 0.00% 3MCDOR 2104867635 ICE_CDX MSNYUS33 20/12/2025 BUY ITRAXX EUROPE 0.00% SERIES 3 TC0AOK795 LCH_IRS MSNYUS33 17/01/2050 GBP P 0.986% / R 0.00% 6MLIBOR 3063774988 CME_IRS MSNYUS33 26/02/2025 MXN P 6.3% / R 0.00% 28DTIIE 3106532323 OTC DERIVATIVE CASH COLL PAY TO RBC 0.00% CME_IRS MSNYUS33 25/10/2024 CZK P 1.72% / R 0.00% 6MPRBOR 2104867615 OTC DER CASH COLL PAY TO UBSSEC 0.00% OTC DERIVATIVE CASH COLLATERAL PAYABLE TO 0.00% MORGAN STANLEY CME_IRS MSNYUS33 10/02/2025 MXN P 6.415% / R 0.00% 28DTIIE 3099020501 FUT DEC 20 10 YR T-NOTES 0.00% ICE_CDX MSNYUS33 12/20/2025 BUY CDX.NA.IG.35 0.00% TC5MBM8E2 FUT DEC 20 EURO BUXL BND 0.00% CBOE S&P 500 INDEX PUT OPTION W/STK $3550.00 0.00% PER SHARE 19-MAR-2021

OTC DERIVATIVE CASH COLL PAY TO BNP PARIBAS 0.00%

Outstanding Settlement Payments - USD 0.00% OTC DERIVATIVE CASH COLLATERAL PAYABLE TO JP 0.00% MORGAN CHASE BANK NA CBOE S&P 500 INDEX PUT OPTION W/STK $3600.00 0.00% PER SHARE 18-DEC-2020 FUT DEC 20 5 YR T NOTE 0.00% FUT DEC 20 EURX EUR-BUND 0.00% CME_IRS MSNYUS33 25/10/2029 PLN P 1.72% / R -0.01% 6MWIBOR 2104867625 IRS104500 IRS CBA NZD 151121 RFLT 3ZBSW PFXD -0.01% DUIRS1045000 1.045 IRSJAN214 IRS WBC NZD 300124 RFLT 3ZBSW PFXD -0.01% DUIRSJAN2143 2.1475 IRNZD1975 IRS BNZ NZD 050629 RFLT 3ZBSW PFXD -0.01% DUIRNZD19758 1.975 IRS031221 IRS ANZ NZD 031221 RFLT 3ZBSW PFXD -0.01% DUIRS0312211 1.139 NT Passive FX overlay 139% (Unlisted Property Portfolio -0.02% B)

NT Passive FX overlay 139% (Listed Property Portfolio) -0.02%

IRS171224 SHORT IRS ANZ NZD 171224 RFLT 3ZBSW -0.02% DUIRS1712245 PFXD 1.404 NT Passive FX overlay 139% (Unlisted Infrastructure -0.02% Portfolio) Payable/Receivable USD -0.02% OTC DERIVATIVE CASH COLL PAY TO HSBC -0.02% NT Passive FX overlay 139% (ZMTHSR) -0.03% WBC135NZD SHORT IRS WBC NZD 200929 RFLT 3ZBSW -0.04% DUWBC135NZD9 PFXD 1.35 Outstanding Settlement Payments - GBP -0.06% Outstanding Settlement Payments - NZD -0.18% FX POSITIONS -0.39%

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