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  • Invesco Trust Company
    Financial Professional

    Quarterly Portfolio Holdings

    as of 03/31/2020

    Invesco Global Targeted Returns Trust

    CUSIP Security Name Share/Par Market Value %TNA Moody Rating Coupon/Div Yield Maturity Date
    AIM INVESCO TRUST PLAN MMF 191209753 $191,209,753.39 39.33% N/A
    ESU8 S&P500 EMINI FUT Sep18ESU8 397 $57,606,685.00 11.85% N/A 09/21/2018
    Synthetic CashFTSE 100 IDX FUT SEP18 577 $57,393,366.34 11.81% N/A 09/21/2018
    Synthetic CashEURO STOXX 50 SEP18VGU8 1016 $40,732,182.89 8.38% N/A 09/21/2018
    USD CAPITAL TRADED 30404130 $30,404,129.80 6.25% N/A 09/10/2018
    USD CAPITAL TRADED 29779091 $29,779,091.37 6.13% N/A 09/10/2018
    JPY CAPITAL TRADED 3280124910 $29,594,848.80 6.09% N/A 09/10/2018
    Synthetic CashEMIN RUSSELL 2000 SEP18 342 $28,697,254.12 5.90% N/A 09/21/2018
    USD CAPITAL TRADED 20855367 $20,855,366.76 4.29% N/A 09/14/2018
    SEK CAPITAL TRADED 179849333 $19,675,504.34 4.05% N/A 10/12/2018
    USD CAPITAL TRADED 19613334 $19,613,333.69 4.03% N/A 09/14/2018
    SEK CAPITAL TRADED 173149333 $18,945,204.19 3.90% N/A 09/10/2018
    Synthetic CashMSCI AC ASIA EX J SEP18SCAU8 324 $16,807,204.80 3.46% N/A 09/21/2018
    INR CAPITAL TRADED 1153694333 $16,253,444.32 3.34% N/A 09/10/2018
    INR CAPITAL TRADED 1009303733 $14,156,407.28 2.91% N/A 10/12/2018
    USD CAPITAL TRADED 14013414 $14,013,413.82 2.88% N/A 09/14/2018
    USD CAPITAL TRADED 13975508 $13,975,508.17 2.87% N/A 11/13/2018
    JPY CAPITAL TRADED 1372508147 $12,142,375.24 2.50% N/A 10/12/2018
    Synthetic CashFTSE UK MID CAP TPSEP18RUCU8 188 $10,027,948.17 2.06% N/A 09/21/2018
    SEK CAPITAL TRADED 90791333 $10,004,969.94 2.06% N/A 11/13/2018
    TWU8 MSCI TAIWAN INDEX Sep18TWU8 COMB 243 $10,026,180.00 2.06% N/A 09/27/2018
    QZ7524254 REPUBLIC OF POLAND GOVERNMENT BOND POLGB 2 1/2 07/25/27 38544000 $9,976,064.66 2.05% A2 2.50 07/25/2027
    JPY CAPITAL TRADED 1007974020 $8,910,367.72 1.83% N/A 11/13/2018
    JPY CAPITAL TRADED 987231663 $8,748,136.30 1.80% N/A 09/10/2018
    USD CAPITAL TRADED 8622555 $8,622,554.90 1.77% N/A 09/14/2018
    COLLATERAL CREDIT SUISSE NM USD 8569152 $8,569,152.26 1.76% N/A
    USD CAPITAL TRADED 8319095 $8,319,094.55 1.71% N/A 09/10/2018
    EJ0234298 MEXICAN BONOS MBONO 6 1/2 06/09/22 160900000 $8,155,700.00 1.68% A3 6.50 06/09/2022
    USD CAPITAL TRADED 8173285 $8,173,284.71 1.68% N/A 10/12/2018
    ED2028832 MEXICAN BONOS MBONO 8 12/07/23 152100000 $8,142,732.09 1.67% A3 8.00 12/07/2023
    SMU8 SWISS MKT IX FUTR Sep18SMU8 86 $7,959,735.29 1.64% N/A 09/21/2018
    USD CAPITAL TRADED 7713663 $7,713,662.68 1.59% N/A 09/14/2018
    USD CAPITAL TRADED 7481144 $7,481,144.12 1.54% N/A 09/14/2018
    INR CAPITAL TRADED 530653733 $7,415,873.22 1.53% N/A 11/13/2018
    USD INCOME TRADED 7421772 $7,421,772.17 1.53% N/A
    USD CAPITAL TRADED 7389737 $7,389,736.99 1.52% N/A 09/10/2018
    USD CAPITAL TRADED 7332535 $7,332,535.32 1.51% N/A 11/13/2018
    USD CAPITAL TRADED 6548304 $6,548,303.60 1.35% N/A 09/14/2018
    USD CAPITAL TRADED 6448740 $6,448,740.35 1.33% N/A 11/09/2018
    USD CAPITAL TRADED 6410748 $6,410,747.79 1.32% N/A 10/12/2018
    USD CAPITAL TRADED 6387787 $6,387,786.62 1.31% N/A 09/14/2018
    MXN CAPITAL TRADED 118906499 $6,218,796.53 1.28% N/A 11/13/2018
    USD CAPITAL TRADED 5867019 $5,867,018.55 1.21% N/A 10/19/2018
    USD CAPITAL TRADED 5840561 $5,840,561.29 1.20% N/A 09/10/2018
    USD CAPITAL TRADED 5851694 $5,851,694.10 1.20% N/A 09/10/2018
    EUR CAPITAL TRADED 5000000 $5,822,567.39 1.20% N/A 09/14/2018
    GBP INCOME TRADED 4372219 $5,682,791.41 1.17% N/A
    USD CAPITAL TRADED 5570593 $5,570,593.37 1.15% N/A 09/14/2018
    COLLATERAL UBS USD 5570000 $5,570,000.00 1.15% N/A
    CLP CAPITAL TRADED 3753200000 $5,539,300.48 1.14% N/A 10/12/2018
    CLP CAPITAL TRADED 3753200000 $5,539,300.48 1.14% N/A 10/12/2018
    UV8259383 REPUBLIC OF POLAND GOVERNMENT BOND POLGB 2 1/2 07/25/26 20430000 $5,349,364.66 1.10% A2 2.50 07/25/2026
    USD CAPITAL TRADED 5209010 $5,209,009.82 1.07% N/A 11/13/2018
    USD CAPITAL TRADED 5096286 $5,096,286.21 1.05% N/A 10/12/2018
    BRL CAPITAL TRADED 20526000 $4,978,354.73 1.02% N/A 09/10/2018
    USD CAPITAL TRADED 4882213 $4,882,213.28 1.00% N/A 11/13/2018
    USD CAPITAL TRADED 4845782 $4,845,781.88 1.00% N/A 09/14/2018
    USD CAPITAL TRADED 4779018 $4,779,017.94 0.98% N/A 09/14/2018
    USD CAPITAL TRADED 4775263 $4,775,263.11 0.98% N/A 11/13/2018
    USD CAPITAL TRADED 4667222 $4,667,222.16 0.96% N/A 09/14/2018
    Synthetic CashNIKKEI 225 (SGX) SEP18 NIU8 46 $4,656,438.70 0.96% N/A 09/13/2018
    USD MARGIN TRADED 4607176 $4,607,176.28 0.95% N/A
    Synthetic CashBOVESPA INDEX FUT OCT18BZV8 235 $4,529,750.49 0.93% N/A 10/17/2018
    CAU8 EURO STOXX BANK Sep18CAU8 739 $4,473,247.37 0.92% N/A 09/21/2018
    USD CAPITAL TRADED 4408560 $4,408,559.50 0.91% N/A 10/12/2018
    CAD CAPITAL TRADED 5681900 $4,358,004.79 0.90% N/A 09/10/2018
    CLP CAPITAL TRADED 2887892850 $4,262,593.45 0.88% N/A 11/13/2018
    0798059 BP PLC 602535 $4,286,543.42 0.88% A2 N/A
    USD CAPITAL TRADED 4225522 $4,225,521.60 0.87% N/A 11/09/2018
    USD CAPITAL TRADED 3921296 $3,921,295.50 0.81% N/A 10/18/2018
    MXN CAPITAL TRADED 73496999 $3,843,884.78 0.79% N/A 09/10/2018
    MXN CAPITAL TRADED 72964000 $3,816,009.00 0.78% N/A 10/12/2018
    USD CAPITAL TRADED 3654102 $3,654,101.50 0.75% N/A 10/12/2018
    USD CAPITAL TRADED 3495147 $3,495,147.00 0.72% N/A 09/14/2018
    USD CAPITAL TRADED 3264284 $3,264,283.95 0.67% N/A 09/14/2018
    USD CAPITAL TRADED 3189801 $3,189,801.47 0.66% N/A 09/10/2018
    CLP CAPITAL TRADED 2182500000 $3,221,124.19 0.66% N/A 10/12/2018
    USD CAPITAL TRADED 3161251 $3,161,250.72 0.65% N/A 10/12/2018
    COLLATERAL CREDIT SUISSE NM EUR 2723734 $3,169,064.61 0.65% N/A
    USD CAPITAL TRADED 2879461 $2,879,461.06 0.59% N/A 11/13/2018
    Synthetic CashMEX BOLSA IDX FUT SEP18ISU8 117 $2,821,065.83 0.58% N/A 09/21/2018
    USD CAPITAL TRADED 2764313 $2,764,313.01 0.57% N/A 09/14/2018
    G7690A100 ROYAL DUTCH SHELL PLC 84587 $2,750,472.81 0.57% N/A
    B15C557 TOTAL SA 43356 $2,717,708.53 0.56% N/A
    USD CAPITAL TRADED 2728208 $2,728,208.42 0.56% N/A 10/12/2018
    CLP CAPITAL TRADED 1858264200 $2,742,588.67 0.56% N/A 10/12/2018
    MXN CAPITAL TRADED 51063000 $2,670,589.16 0.55% N/A 09/10/2018
    USD CAPITAL TRADED 2649027 $2,649,027.43 0.54% N/A 09/14/2018
    9128283Y4 UNITED STATES TREASURY NOTE/BOND T 2 1/4 02/29/20 2630000 $2,617,723.16 0.54% NR 2.25 02/29/2020
    USD CAPITAL TRADED 2510067 $2,510,066.61 0.52% N/A 09/10/2018
    USD CAPITAL TRADED 2550747 $2,550,747.15 0.52% N/A 09/10/2018
    MXN CAPITAL TRADED 47787000 $2,499,254.73 0.51% N/A 10/12/2018
    MXN CAPITAL TRADED 47147000 $2,465,782.80 0.51% N/A 11/13/2018
    USD CAPITAL TRADED 2462416 $2,462,416.00 0.51% N/A 10/19/2018
    MC - MCDV US DV REC FIXED 0.24% 2424831 $2,424,830.67 0.50% 0.00 02/21/2019
    USD CAPITAL TRADED 2426043 $2,426,042.60 0.50% N/A 09/14/2018
    874039100 TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD 55885 $2,436,865.42 0.50% N/A
    MXN CAPITAL TRADED 46574159 $2,435,823.28 0.50% N/A 09/10/2018
    CLP CAPITAL TRADED 1611235800 $2,378,002.57 0.49% N/A 10/12/2018
    USD CAPITAL TRADED 2395913 $2,395,913.37 0.49% N/A 09/14/2018
    CLP CAPITAL TRADED 1619703574 $2,388,614.32 0.49% N/A 09/10/2018
    INR CAPITAL TRADED 165642300 $2,333,597.23 0.48% N/A 09/10/2018
    INR CAPITAL TRADED 165642300 $2,314,847.18 0.48% N/A 11/13/2018
    USD CAPITAL TRADED 2331681 $2,331,680.99 0.48% N/A 10/12/2018
    USD CAPITAL TRADED 2340046 $2,340,046.00 0.48% N/A 09/14/2018
    BRL CAPITAL TRADED 9377000 $2,266,378.80 0.47% N/A 10/11/2018
    USD CAPITAL TRADED 2287209 $2,287,209.05 0.47% N/A 09/14/2018
    G06940103 BAE SYSTEMS PLC 293077 $2,308,035.66 0.47% N/A
    G1510J102 BRITISH AMERICAN TOBACCO PLC 46033 $2,226,924.41 0.46% N/A
    GBP CAPITAL TRADED 1719000 $2,235,333.04 0.46% N/A 09/14/2018
    USD CAPITAL TRADED 2219568 $2,219,567.60 0.46% N/A 11/09/2018
    Synthetic CashLONG GILT FUTURE G Z8 27 Dec 18 14 $2,226,887.67 0.46% N/A 12/27/2018
    G76225104 ROLLS-ROYCE HOLDINGS PLC 164150 $2,144,740.71 0.44% N/A
    7110388 ROCHE HOLDING AG 8359 $2,081,106.63 0.43% N/A
    EZQFK9SQ2VY7 JP - JPMS US SWAT P USD/EUR 1.2478 28807500 $2,081,773.56 0.43% N/A 02/05/2019
    HKD CAPITAL TRADED 15864000 $2,021,552.99 0.42% N/A 09/14/2018
    5069211 BAYER AG 21547 $2,018,881.83 0.42% N/A
    USD CAPITAL TRADED 1980583 $1,980,583.30 0.41% N/A 09/14/2018
    EUR INCOME TRADED 1703866 $1,982,447.89 0.41% N/A
    GBP CAPITAL TRADED 1529000 $1,988,263.07 0.41% N/A 09/14/2018
    GBP CAPITAL TRADED 1515000 $1,970,057.92 0.41% N/A 09/14/2018
    6771720 SAMSUNG ELECTRONICS CO LTD 45991 $2,000,731.42 0.41% N/A
    EUR MARGIN TRADED 1721665 $2,003,157.24 0.41% N/A
    USD CAPITAL TRADED 1880634 $1,880,634.48 0.39% N/A 10/12/2018
    EUR CAPITAL TRADED 1635000 $1,903,979.54 0.39% N/A 09/14/2018
    USD CAPITAL TRADED 1918540 $1,918,539.72 0.39% N/A 09/14/2018
    USD CAPITAL TRADED 1906478 $1,906,477.56 0.39% N/A 10/19/2018
    USD CAPITAL TRADED 1837169 $1,837,169.15 0.38% N/A 09/14/2018
    SPX 30/11/18 2880 C - (10/07/18) 221 $1,871,323.47 0.38% N/A 11/30/2018
    Synthetic CashUS 10YR NOTE (CBT)DEC18 TYZ8 COMB 15 $1,800,468.75 0.37% N/A 12/19/2018
    USD CAPITAL TRADED 1816788 $1,816,788.08 0.37% N/A 09/14/2018
    USD CAPITAL TRADED 1776782 $1,776,781.55 0.37% N/A 11/13/2018
    Synthetic CashUS 5YR NOTE (CBT) FVZ8 31 Dec 18 16 $1,811,750.00 0.37% N/A 12/31/2018
    CAD CAPITAL TRADED 2286000 $1,754,625.66 0.36% N/A 10/12/2018
    CAD CAPITAL TRADED 2286000 $1,755,612.14 0.36% N/A 11/13/2018
    CAD CAPITAL TRADED 2286000 $1,755,612.14 0.36% N/A 11/13/2018
    CAD CAPITAL TRADED 2286000 $1,754,625.66 0.36% N/A 10/12/2018
    USD CAPITAL TRADED 1683018 $1,683,017.66 0.35% N/A 09/10/2018
    USD CAPITAL TRADED 1711184 $1,711,183.80 0.35% N/A 10/26/2018
    0216238 AVIVA PLC 267462 $1,686,197.43 0.35% N/A
    USD CAPITAL TRADED 1631598 $1,631,597.77 0.34% N/A 10/12/2018
    CAD CAPITAL TRADED 2179033 $1,673,463.16 0.34% N/A 11/13/2018
    USD CAPITAL TRADED 1658608 $1,658,608.08 0.34% N/A 09/10/2018
    0560399 LEGAL & GENERAL GROUP PLC 498973 $1,648,913.35 0.34% N/A
    CAD CAPITAL TRADED 2167150 $1,662,199.28 0.34% N/A 09/10/2018
    SPX 30/11/18 2780 C - (30/08/18) 98 $1,542,468.18 0.32% N/A 11/30/2018
    46429B598 ISHARES MSCI INDIA ETF 43500 $1,551,427.50 0.32% N/A
    SPX 30/11/18 2900 C - (17/07/18) 221 $1,571,323.48 0.32% N/A 11/30/2018
    USD CAPITAL TRADED 1519247 $1,519,247.31 0.31% N/A 10/12/2018
    USD CAPITAL TRADED 1523353 $1,523,352.58 0.31% N/A 09/14/2018
    3134865 BARCLAYS PLC 653879 $1,493,322.79 0.31% N/A
    UBZ8 EURO BUXL 30Y BND Dec18UBZ8 7 $1,443,531.18 0.30% N/A 12/06/2018
    USD CAPITAL TRADED 1476064 $1,476,064.17 0.30% N/A 09/14/2018
    B4TX8S1 AIA GROUP LTD 166400 $1,434,738.63 0.30% N/A
    MXN INCOME TRADED 27520278 $1,439,307.45 0.30% N/A
    B7T7721 ROYAL BANK OF SCOTLAND GROUP PLC 445171 $1,395,899.06 0.29% N/A
    USD CAPITAL TRADED 1392140 $1,392,139.83 0.29% N/A 10/12/2018
    USD CAPITAL TRADED 1409329 $1,409,328.72 0.29% N/A 09/14/2018
    USD CAPITAL TRADED 1400054 $1,400,054.40 0.29% N/A 10/19/2018
    B7KR2P8 EASYJET PLC 70580 $1,399,208.76 0.29% N/A
    BH4HKS3 VODAFONE GROUP PLC 659260 $1,409,642.08 0.29% N/A
    GB00B03ML ROYAL DUTCH SHELL PLC 41819 $1,362,136.10 0.28% N/A
    B019KW7 J SAINSBURY PLC 317813 $1,339,816.69 0.28% N/A
    USD CAPITAL TRADED 1364649 $1,364,648.96 0.28% N/A 09/14/2018
    CHF CAPITAL TRADED 1297800 $1,354,864.68 0.28% N/A 11/13/2018
    USD CAPITAL TRADED 1378801 $1,378,800.88 0.28% N/A 09/14/2018
    7133608 EQUINOR ASA 52438 $1,349,403.61 0.28% N/A
    3208986 NEXT PLC 18640 $1,331,776.87 0.27% N/A
    COLLATERAL DEUTSCHE BANK USD 1310000 $1,310,000.00 0.27% N/A
    3091357 BT GROUP PLC 458324 $1,294,619.41 0.27% N/A
    GBP MARGIN TRADED 1007982 $1,310,124.89 0.27% N/A
    USD CAPITAL TRADED 1299241 $1,299,241.33 0.27% N/A 10/12/2018
    BMMV2K8 TENCENT HOLDINGS LTD 28800 $1,247,196.42 0.26% N/A
    EUR CAPITAL TRADED 1111098 $1,273,481.67 0.26% N/A 10/26/2018
    5051252 UPM-KYMMENE OYJ 32350 $1,249,622.27 0.26% N/A
    BD0Q398 KONINKLIJKE AHOLD DELHAIZE NV 49851 $1,215,424.33 0.25% N/A
    B2B0DG9 RELX PLC 51522 $1,144,611.56 0.24% N/A
    H5820Q150 NOVARTIS AG 14277 $1,186,772.86 0.24% N/A
    5176177 ORANGE SA 70716 $1,147,573.32 0.24% N/A
    USD CAPITAL TRADED 1185189 $1,185,189.01 0.24% N/A 09/10/2018
    47215P106 JD.COM INC 34962 $1,094,135.80 0.23% N/A
    SPX 21/12/18 2940 C - (17/08/18) 192 $1,138,510.08 0.23% N/A 12/21/2018
    B01FLG6 G4S PLC 343167 $1,112,625.10 0.23% N/A
    MERL - MERL US DVUS SWPT R 2.984 07 28 20406000 $1,127,839.62 0.23% N/A 07/19/2028
    USD CAPITAL TRADED 1125077 $1,125,077.25 0.23% N/A 09/14/2018
    40415F101 HDFC BANK LTD 10831 $1,096,692.90 0.23% N/A
    6073556 CHINA MOBILE LTD 118000 $1,109,129.94 0.23% N/A
    02209S103 ALTRIA GROUP INC 18849 $1,102,572.25 0.23% N/A
    3127489 MARKS & SPENCER GROUP PLC 283069 $1,109,459.54 0.23% N/A
    0925288 GLAXOSMITHKLINE PLC 55436 $1,124,746.41 0.23% N/A
    4617859 DEUTSCHE POST AG 29193 $1,063,477.20 0.22% N/A
    46625H100 JPMORGAN CHASE & CO 9138 $1,046,346.68 0.22% N/A
    MERL - MERL US DVUS SWPT R 2.995 07 28 18978000 $1,056,125.70 0.22% N/A 07/20/2028
    MERL - MERL US DVUS SWPT R 2.991 07 28 18533000 $1,028,581.50 0.21% N/A 07/19/2028
    CIT - CITI US DV SWPT R 3.068 07 28 17358000 $1,009,541.28 0.21% N/A 07/27/2028
    USD CAPITAL TRADED 1016034 $1,016,033.73 0.21% N/A 09/14/2018
    0884709 TESCO PLC 320970 $1,028,141.97 0.21% N/A
    CHF CAPITAL TRADED 999000 $1,034,007.62 0.21% N/A 09/14/2018
    SG - SOC US DV SWPT R 3.097 07 28 17358000 $1,026,899.28 0.21% N/A 07/30/2028
    SPX 21/12/18 2960 C - (20/08/18) 192 $948,972.67 0.20% N/A 12/21/2018
    172967424 CITIGROUP INC 13967 $994,659.90 0.20% N/A
    6889106 TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD 119000 $990,859.51 0.20% N/A
    056752108 BAIDU INC 4231 $958,215.72 0.20% N/A
    6773812 SAMSUNG ELECTRONICS CO LTD 27327 $975,219.04 0.20% N/A
    B00G0S5 CNOOC LTD 560000 $989,590.90 0.20% N/A
    COLLATERAL GOLDMAN SACHS USD 910000 $910,000.00 0.19% N/A 12/31/2049
    CIT - CITI US DV SWPT R 3.078 07 28 16057000 $939,173.93 0.19% N/A 07/26/2028
    EUR CAPITAL TRADED 775000 $902,497.95 0.19% N/A 09/14/2018
    BW9P816 CK HUTCHISON HOLDINGS LTD 80500 $927,418.17 0.19% N/A
    913017109 UNITED TECHNOLOGIES CORP 6863 $903,754.15 0.19% N/A
    DUZ8 EURO-SCHATZ FUT Dec18DUZ8 7 $911,878.58 0.19% N/A 12/06/2018
    B283W97 CAIXABANK SA 191338 $859,431.32 0.18% N/A
    BZ57390 ING GROEP NV 65494 $890,728.32 0.18% Ba1 N/A
    EH6949240 LLOYDS BANK PLC LLOYDS 13 PERP 400000 $897,858.82 0.18% Baa3 13.00 12/31/2059
    USD CAPITAL TRADED 858262 $858,261.97 0.18% N/A 09/10/2018
    EUR CAPITAL TRADED 749000 $872,220.60 0.18% N/A 09/14/2018
    4076836 INTESA SANPAOLO SPA 357078 $883,787.83 0.18% N/A
    IKZ8 Euro-BTP Future Dec18IKZ8 6 $842,397.27 0.17% N/A 12/06/2018
    NZD CAPITAL TRADED 1244362 $825,732.63 0.17% N/A 11/13/2018
    B1G1QD8 INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD 1108000 $816,646.92 0.17% N/A
    COLLATERAL - MORGAN STANLEY 840000 $840,000.00 0.17% 0.00 12/31/2049
    USD CAPITAL TRADED 829340 $829,339.51 0.17% N/A 09/14/2018
    166764100 CHEVRON CORP 6782 $803,497.45 0.17% N/A
    GBP CAPITAL TRADED 644000 $837,437.16 0.17% N/A 09/14/2018
    USD CAPITAL TRADED 833381 $833,381.09 0.17% N/A 09/14/2018
    USD CAPITAL TRADED 838519 $838,519.49 0.17% N/A 09/14/2018
    NZD CAPITAL TRADED 1244300 $825,587.64 0.17% N/A 09/10/2018
    NZD CAPITAL TRADED 1244300 $825,587.64 0.17% N/A 09/10/2018
    NZD CAPITAL TRADED 1244300 $825,599.84 0.17% N/A 10/12/2018
    NZD CAPITAL TRADED 1244176 $825,517.28 0.17% N/A 10/12/2018
    NZD CAPITAL TRADED 1244362 $825,641.11 0.17% N/A 10/12/2018
    NZD CAPITAL TRADED 1244362 $825,641.12 0.17% N/A 10/12/2018
    NZD CAPITAL TRADED 1244176 $825,608.78 0.17% N/A 11/13/2018
    NZD CAPITAL TRADED 1244300 $825,691.35 0.17% N/A 11/13/2018
    UBS - NIKKEI 225 C 22750 DEC 18 132 $824,931.37 0.17% N/A 12/14/2018
    UBS - EURO STOXX 50 C 3350 DEC 19 368 $769,880.49 0.16% N/A 12/20/2019
    JP - EURO STOXX 50 P C 3350 DEC 19 368 $769,880.49 0.16% N/A 12/20/2019
    MERL - MERL US DVUS SWPT R 3.055 06 28 13673080 $788,389.79 0.16% N/A 09/18/2028
    MERL - MERL US DVUS SWPT R 3.061 06 28 13673080 $790,714.22 0.16% 3.06 08/19/2028
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    USD CAPITAL TRADED 707084 $707,083.59 0.15% N/A 10/12/2018
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    USD CAPITAL TRADED 703300 $703,300.49 0.14% N/A 09/14/2018
    USD CAPITAL TRADED 698628 $698,628.13 0.14% N/A 09/14/2018
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    USD CAPITAL TRADED 644433 $644,433.21 0.13% N/A 09/14/2018
    USD CAPITAL TRADED 643417 $643,416.87 0.13% N/A 09/14/2018
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    85207UAF2 SPRINT CORP S 7 7/8 09/15/23 527000 $587,637.94 0.12% B1 7.88 09/15/2023
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    USD CAPITAL TRADED 557976 $557,975.76 0.11% N/A 09/14/2018
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    USD CAPITAL TRADED 506423 $506,422.85 0.10% N/A 09/14/2018
    0100159 BTG PLC BTG 68043 $480,886.46 0.10% N/A
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    CIT - CITI US DV SWPT R 3.008 07 28 7700000 $431,662.00 0.09% 3.01 07/10/2028
    CIT - CITI US DV SWPT R 2.980 07 28 7700000 $424,501.00 0.09% N/A 07/12/2028
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    055451AX6 BHP BILLITON FINANCE USA LTD BHP 6 3/4 10/19/75 400000 $449,825.00 0.09% Baa1 6.75 10/19/2075
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    USD CAPITAL TRADED 425334 $425,334.36 0.09% N/A 09/14/2018
    GBP CAPITAL TRADED 353000 $459,030.00 0.09% N/A 09/14/2018
    USD CAPITAL TRADED 436634 $436,634.45 0.09% N/A 09/14/2018
    USD CAPITAL TRADED 443808 $443,807.78 0.09% N/A 09/14/2018
    USD CAPITAL TRADED 449171 $449,170.82 0.09% N/A 09/14/2018
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    H7485A108 SGS SA 143 $377,424.78 0.08% N/A
    AN3034641 NETFLIX INC NFLX 3 5/8 05/15/27 350000 $405,126.54 0.08% Ba3 3.63 05/15/2027
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    6537030 LG CORP 6103 $391,734.59 0.08% N/A
    G69651100 PEARSON PLC 33122 $394,986.68 0.08% N/A
    052800109 AUTOLIV INC 4293 $382,441.90 0.08% N/A
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    B154564 BANK OF CHINA LTD 906000 $408,045.71 0.08% N/A
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    0056650 BHP BILLITON PLC ORD USD0.50 17238 $368,272.47 0.08% N/A
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    AUD CAPITAL TRADED 504891 $365,195.74 0.08% N/A 11/09/2018
    AUD CAPITAL TRADED 541592 $391,742.16 0.08% N/A 11/09/2018
    B4YCDF5 TALKTALK TELECOM GROUP PLC 220881 $367,475.30 0.08% N/A
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    BH7HM06 CHINA CONCH VENTURE HOLDINGS LTD 110500 $379,765.00 0.08% N/A
    B1VQ252 SANDVIK AB 20860 $365,933.87 0.08% N/A
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    GBP CAPITAL TRADED 300000 $390,110.48 0.08% N/A 09/14/2018
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    B71N6K8 EVRAZ PLC 58344 $377,343.09 0.08% N/A
    0989529 ASTRAZENECA PLC 5214 $392,822.81 0.08% N/A
    4012250 AIRBUS SE 3336 $412,519.01 0.08% N/A
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    USD CAPITAL TRADED 404116 $404,116.40 0.08% N/A 09/14/2018
    USD CAPITAL TRADED 394411 $394,411.37 0.08% N/A 09/14/2018
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    GBP CAPITAL TRADED 306000 $397,912.69 0.08% N/A 09/14/2018
    4491235 KINGSPAN GROUP PLC 7764 $379,313.05 0.08% N/A
    B11LJN4 TUI AG 17552 $324,289.81 0.07% N/A
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    11135F101 BROADCOM INC 1658 $363,143.45 0.07% N/A
    K0514G101 AP MOLLER - MAERSK A/S 231 $358,742.90 0.07% N/A
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    74166MAA4 PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC PRSESE 9 1/4 05/15/23 304000 $334,714.98 0.07% NR 9.25 05/15/2023
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    6333937 ENN ENERGY HOLDINGS LTD 35000 $318,945.97 0.07% N/A
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    EK6943410 PORTUGAL OBRIGACOES DO TESOURO OT PGB 2 7/8 10/15/25 250000 $327,430.56 0.07% Baa3 2.88 10/15/2025
    084670702 BERKSHIRE HATHAWAY INC 1630 $339,855.00 0.07% N/A
    00130HBW4 AES CORP/VA AES 5 1/2 04/15/25 311000 $327,569.39 0.07% Ba1 5.50 04/15/2025
    JP - HANG SENG CHINA P 10800 DEC 18 126 $349,571.12 0.07% N/A 12/28/2018
    0790873 SSE PLC 21018 $342,432.95 0.07% N/A
    D66992104 SAP SE 2941 $354,161.84 0.07% A2 N/A
    GBP CAPITAL TRADED 278000 $361,502.38 0.07% N/A 09/14/2018
    5999330 TELEPERFORMANCE 1817 $349,774.45 0.07% N/A
    B0C2CQ3 ENGIE SA 22347 $328,519.28 0.07% N/A
    BYMD5K9 BANCO BPM SPA 141463 $319,243.03 0.07% N/A
    0096162 BALFOUR BEATTY PLC 85036 $320,303.02 0.07% N/A
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    AUD CAPITAL TRADED 441872 $319,612.99 0.07% N/A 11/09/2018
    B0RJCG9 MINTH GROUP LTD 88000 $359,897.56 0.07% N/A
    BHC8X90 NOVO NORDISK A/S 6682 $329,688.85 0.07% N/A
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    Y38472224 HYUNDAI MOTOR CO 4398 $337,806.23 0.07% N/A
    G0408V102 AON PLC/UK 2306 $335,649.83 0.07% N/A
    031162100 AMGEN INC 1615 $322,685.08 0.07% N/A
    6451055 HYUNDAI MOTOR CO 2938 $330,579.44 0.07% Baa1 N/A
    B23K0M2 CAPITA PLC 180381 $348,510.23 0.07% N/A
    5048566 SWEDISH MATCH AB 6749 $360,886.77 0.07% N/A
    7085259 H LUNDBECK A/S 5586 $328,006.20 0.07% N/A
    B15SLC4 TGS NOPEC GEOPHYSICAL CO ASA 9178 $349,331.84 0.07% N/A
    USD CAPITAL TRADED 322963 $322,962.83 0.07% N/A 10/26/2018
    USD CAPITAL TRADED 347020 $347,020.16 0.07% N/A 09/14/2018
    USD CAPITAL TRADED 323104 $323,103.78 0.07% N/A 09/14/2018
    EUR CAPITAL TRADED 302000 $351,683.07 0.07% N/A 09/14/2018
    USD CAPITAL TRADED 318113 $318,113.33 0.07% N/A 09/14/2018
    USD CAPITAL TRADED 348680 $348,679.60 0.07% N/A 09/14/2018
    G5361W104 LANCASHIRE HOLDINGS LTD 40100 $316,759.15 0.07% N/A
    780099CH8 ROYAL BANK OF SCOTLAND GROUP PLC RBS 5 1/8 05/28/24 300000 $305,436.33 0.06% Baa3 5.13 05/28/2024
    HKD CAPITAL TRADED 2427000 $309,273.14 0.06% N/A 09/14/2018
    80585Y308 SBERBANK OF RUSSIA PJSC 28860 $313,419.60 0.06% N/A
    EJ4718650 MARKS & SPENCER PLC MARSPE 4 3/4 06/12/25 200000 $286,573.29 0.06% Ba1 4.75 06/12/2025
    F24539102 DASSAULT AVIATION SA 151 $281,716.51 0.06% N/A
    864486AH8 SUBURBAN PROPANE PARTNERS LP/SUBURBAN ENERGY FINANCE CORP SPH 5 1/2 06/01/24 295000 $294,631.25 0.06% B1 5.50 06/01/2024
    25272KAW3 DELL INTERNATIONAL LLC / EMC CORP DELL 7 1/8 06/15/24 258000 $279,747.77 0.06% Ba2 7.13 06/15/2024
    B074435 ESSENTRA PLC 48268 $279,051.21 0.06% N/A
    CSF - CSFB US CL FXD 1.790 JUN 16 26 128237000 $301,843.18 0.06% 1.79 06/16/2026
    5596991 UCB SA 3161 $289,628.60 0.06% N/A
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    AUD CAPITAL TRADED 44537 $32,214.14 0.01% N/A 11/09/2018
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    5485527 AURUBIS AG 853 $62,932.24 0.01% N/A
    AUD CAPITAL TRADED 75538 $54,637.77 0.01% N/A 11/09/2018
    INR CAPITAL TRADED 4379600 $61,700.56 0.01% N/A 09/10/2018
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    TWD CAPITAL TRADED 1212000 $39,489.52 0.01% N/A 09/14/2018
    UBS - UBSS US DV VAR 18/12/21 17.6% 5988 $25,858.43 0.01% 0.00 12/21/2018
    60855RAH3 MOLINA HEALTHCARE INC MOH 4 7/8 06/15/25 35000 $35,097.71 0.01% B2 4.88 06/15/2025
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    B06JSP1 SYDBANK A/S 1050 $30,782.59 0.01% N/A
    6467074 FAIRFAX MEDIA LTD ORD 97119 $61,632.49 0.01% N/A
    0081180 BARRATT DEVELOPMENTS PLC 8275 $58,305.19 0.01% N/A
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    CSF - CSFB US CL FXD 3.633 JAN 15 27 1401841 $53,198.18 0.01% 3.63 01/15/2027
    88047PAA2 TEAM HEALTH HOLDINGS INC TMH 6 3/8 02/01/25 55000 $48,279.69 0.01% Caa2 6.38 02/01/2025
    71654QCB6 PETROLEOS MEXICANOS PEMEX 6 7/8 08/04/26 41000 $42,741.08 0.01% Baa3 6.88 08/04/2026
    853496AC1 STANDARD INDUSTRIES INC/NJ BMCAUS 5 02/15/27 47000 $44,871.94 0.01% Ba2 5.00 02/15/2027
    B17H0S8 SSAB AB 12331 $53,850.99 0.01% N/A
    12513GBC2 CDW LLC / CDW FINANCE CORP CDWC 5 09/01/25 55000 $56,306.25 0.01% Ba2 5.00 09/01/2025
    CSF - CSFB US CL FXD 3.520 MAR 15 27 1551000 $30,047.58 0.01% 3.52 03/15/2027
    6654586 KOREA INVESTMENT HOLDINGS CO LTD 906 $57,990.84 0.01% N/A
    50212YAB0 LPL HOLDINGS INC LPLA 5 3/4 09/15/25 61000 $61,397.35 0.01% B1 5.75 09/15/2025
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    07556QBP9 BEAZER HOMES USA INC BZH 8 3/4 03/15/22 55000 $60,502.05 0.01% B3 8.75 03/15/2022
    CSF - CSFB US CL CPURNSA APR 26 27 2410000 $29,119.07 0.01% 243.80 04/26/2027
    70137TAJ4 PARKLAND FUEL CORP PKICN 5 5/8 05/09/25 60000 $46,707.40 0.01% NR 5.63 05/09/2025
    UBS - UBSS US DV VAR 18/12/21 18.0% 14438 $66,091.22 0.01% 0.00 12/21/2018
    UBS - UBSS US DV VAR 18/12/21 17.4% 8535 $35,576.64 0.01% 0.00 12/21/2018
    CSF - CSFB US CL CPURNSA JUL 27 27 1949000 $56,177.39 0.01% 0.00 07/27/2027
    CIT - CITI US DV VAR 18/12/21 16.65% 15973 $50,539.99 0.01% 0.00 12/21/2018
    CIT - CITI US DV VAR 18/12/21 16.65% 11904 $37,665.31 0.01% 0.00 12/21/2018
    045086AF2 ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO ASHWOO 6 3/4 08/01/25 33000 $31,143.58 0.01% Caa1 6.75 08/01/2025
    SG - SOC US DV VAR 18/12/21 15.95% 13325 $33,364.67 0.01% 0.00 12/21/2018
    CSF - CSFB US CL CPTFEMU AUG 15 22 4426030 $46,109.77 0.01% 101.84 08/15/2022
    SG - SOC US DV VAR 18/12/21 16.85% 8397 $26,870.97 0.01% 0.00 12/21/2018
    89668QAE8 TRINSEO MATERIALS OPERATING SCA / TRINSEO MATERIALS FINANCE INC TRINSE 5 3/8 09/01/25 34000 $34,041.44 0.01% B2 5.38 09/01/2025
    CSF - CSFB US CL CPURNSA AUG 21 27 911000 $26,645.84 0.01% 0.00 08/21/2027
    84611WAB0 SURGERY CENTER HOLDINGS INC SURCEN 6 3/4 07/01/25 31000 $30,418.75 0.01% Caa2 6.75 07/01/2025
    BNP - BNPP US DV VAR 18/12/21 17.65% 10045 $41,339.54 0.01% 0.00 12/21/2018
    00774CAB3 AECOM ACM 5 1/8 03/15/27 28000 $28,241.69 0.01% Ba3 5.13 03/15/2027
    00165CAB0 AMC ENTERTAINMENT HOLDINGS INC AMC 5 7/8 11/15/26 30000 $29,843.96 0.01% Caa1 5.88 11/15/2026
    UBS - UBSS US DV VAR 18/12/21 16.96% 14160 $49,170.62 0.01% 0.00 12/21/2018
    536797AC7 LITHIA MOTORS INC LAD 5 1/4 08/01/25 30000 $28,976.25 0.01% Ba2 5.25 08/01/2025
    SG - HANG SENG CHINA C 11200 DEC 18 32 $70,732.62 0.01% N/A 12/28/2018
    CIT - CITI US DV VAR 18/12/21 17.62% 7947 $28,726.30 0.01% 0.00 12/21/2018
    UBS - UBSS US DV TRS REC NDWUENR 2386136 $35,984.37 0.01% 0.00 09/27/2018
    UBS - UBSS US DV TRS REC NDWUENR 2396476 $36,140.30 0.01% 0.00 09/28/2018
    JP - JPMS US DV VAR 18/12/21 16.7% 21041 $50,156.88 0.01% 0.00 12/21/2018
    JP - JPMS US DV VAR 18/12/21 16.7% 15781 $37,618.25 0.01% 0.00 12/21/2018
    JP - JPMS US DV VAR 18/12/21 16.7% 10521 $25,079.63 0.01% 0.00 12/21/2018
    254709AN8 DISCOVER FINANCIAL SERVICES DFS 5 1/2 PERP 61000 $61,432.08 0.01% Ba2 5.50 12/31/2099
    CSF - CSFB US CL CPURNSA NOV 01 27 1220000 $28,966.09 0.01% 0.00 11/01/2027
    JP - JPMS US SWAT VAR 18/12/21 16.55% 12133 $25,926.24 0.01% 0.00 12/21/2018
    74733VAD2 QEP RESOURCES INC QEP 5 5/8 03/01/26 37000 $36,560.62 0.01% B2 5.63 03/01/2026
    CSF - CSFB US CL CPURNSA AUG 21 27 911000 $26,645.84 0.01% 244.88 08/21/2027
    CSF - CSFB US CL CPURNSA AUG 23 27 911000 $28,359.70 0.01% 0.00 08/23/2027
    CSF - CSFB US CL CPURNSA AUG 24 27 911000 $27,645.93 0.01% 0.00 08/24/2027
    SG - HANG SENG CHINA C 11200 DEC 18 20 $44,207.89 0.01% N/A 12/28/2018
    SG - HANG SENG CHINA P 10800 DEC 18 20 $55,487.48 0.01% N/A 12/28/2018
    SG - HANG SENG CHINA P 10800 DEC 18 21 $58,261.85 0.01% N/A 12/28/2018
    SG - HANG SENG CHINA C 11200 DEC 18 21 $46,418.28 0.01% N/A 12/28/2018
    CSF - CSFB US CL CPURNSA SEP 11 27 2097000 $62,589.58 0.01% 244.90 09/11/2027
    UBS - UBSS US DV VAR 18/12/21 17.75% 10435 $31,053.27 0.01% 0.00 12/21/2018
    BF5BKP7 CPN RETAIL GROWTH LEASEHOLD REIT 81500 $64,430.57 0.01% N/A
    GSI - GOLD US DV VAR 18/12/21 16.65% 17794 $34,173.00 0.01% 0.00 12/21/2018
    GSI - GOLD US DV VAR 18/12/21 16.65% 13345 $25,628.79 0.01% 0.00 12/21/2018
    67777LAC7 OI EUROPEAN GROUP BV OI 4 03/15/23 25000 $24,497.92 0.01% Ba3 4.00 03/15/2023
    588056AV3 MERCER INTERNATIONAL INC MERC 5 1/2 01/15/26 30000 $29,535.83 0.01% Ba3 5.50 01/15/2026
    SG - HANG SENG CHINA C 11200 DEC 18 28 $61,891.04 0.01% N/A 12/28/2018
    CSF - CSFB US CL CPURNSA JAN 09 28 5359000 $66,886.75 0.01% 0.00 01/09/2028
    BNP - HANG SENG CHIN P 10800 DEC 18 11 $30,518.11 0.01% N/A 12/28/2018
    SG - SOC US DV VAR 18/12/21 17.37% 12922 $42,506.42 0.01% 0.00 12/21/2018
    DB - DEUB US DV VAR 18/12/21 17.4% 9692 $32,114.89 0.01% 0.00 12/21/2018
    CSF - CSFB US CL FXD 3.382 SEP 15 27 4846000 $30,611.77 0.01% 3.38 09/15/2027
    CSF - CSFB US CL CPURNSA SEP 27 27 2137000 $51,951.75 0.01% 0.00 09/27/2027
    588056AU5 MERCER INTERNATIONAL INC MERC 6 1/2 02/01/24 53000 $54,744.58 0.01% Ba3 6.50 02/01/2024
    SG - SOC US DV VAR 18/12/21 17.36% 14230 $46,452.14 0.01% 0.00 12/21/2018
    SG - SOC US DV VAR 18/12/21 17.36% 10672 $34,837.47 0.01% 0.00 12/21/2018
    SG - SOC US DV VAR 18/12/13 20.0% 7069280 $34,483.25 0.01% 0.00 12/13/2018
    SG - SOC US DV VAR 18/12/13 20.0% 7069280 $34,385.22 0.01% 0.00 12/13/2018
    CSF - CSFB US CL FXD 3.355 OCT 15 27 4098000 $24,801.20 0.01% 3.36 10/15/2027
    23283PAK0 CYRUSONE LP / CYRUSONE FINANCE CORP CONE 5 3/8 03/15/27 54000 $55,743.37 0.01% Ba1 5.38 03/15/2027
    23283PAG9 CYRUSONE LP / CYRUSONE FINANCE CORP CONE 5 03/15/24 43000 $44,636.39 0.01% Ba1 5.00 03/15/2024
    CSF - CSFB US CL FXD 1.594 MAR 21 28 5560428 $57,824.23 0.01% 1.59 03/21/2028
    038522AQ1 ARAMARK SERVICES INC ARMK 5 02/01/28 30000 $29,562.50 0.01% Ba3 5.00 02/01/2028
    CSF - CSFB US CL CPURNSA OCT 04 27 1797000 $45,429.42 0.01% 244.86 10/04/2027
    91911KAN2 BAUSCH HEALTH COS INC BHCCN 5 1/2 11/01/25 60000 $61,175.00 0.01% Ba2 5.50 11/01/2025
    UBS - UBSS US DV TRS REC NDWUENR 3097999 $46,719.69 0.01% 0.00 09/25/2018
    UBS - UBSS US DV TRS REC NDWUENR 3081998 $46,478.39 0.01% 0.00 09/26/2018
    CSF - CSFB US CL CPURNSA OCT 19 27 1857000 $49,921.36 0.01% 245.21 10/19/2027
    CSF - CSFB US CL CPURNSA OCT 19 27 1857000 $51,431.29 0.01% 245.21 10/19/2027
    UBS - UBSS US DV VAR 18/12/13 19.0% 14015779 $59,014.55 0.01% 0.00 12/13/2018
    CSF - CSFB US CL FXD 3.381 OCT 15 27 5356981 $54,225.09 0.01% 3.38 10/15/2027
    CSF - CSFB US CL CPURNSA OCT 20 27 1857000 $46,900.76 0.01% 0.00 10/20/2027
    CSF - CSFB US CL CPURNSA OCT 23 27 927000 $24,722.26 0.01% 245.31 10/23/2027
    JP - HANG SENG CHINA C 11200 DEC 18 27 $59,680.65 0.01% N/A 12/28/2018
    CSF - CSFB US CL FXD 1.570 MAR 21 28 3555028 $32,208.87 0.01% 1.57 03/21/2028
    CSF - CSFB US CL FXD 1.567 MAR 21 28 3371470 $29,881.86 0.01% 1.57 03/21/2028
    CSF - CSFB US CL FXD 1.593 MAR 21 28 4842659 $50,114.75 0.01% 1.59 03/21/2028
    CSF - CSFB US CL FXD 1.590 MAR 21 28 3471440 $35,338.57 0.01% 1.59 03/21/2028
    CSF - CSFB US CL FXD 1.595 MAR 21 28 3445239 $36,081.31 0.01% 1.60 03/21/2028
    CSF - CSFB US CL FXD 1.592 MAR 21 28 3432039 $35,227.14 0.01% 1.59 03/21/2028
    CSF - CSFB US CL FXD 1.585 MAR 21 28 3514144 $34,784.63 0.01% 1.59 03/21/2028
    CSF - CSFB US CL FXD 1.575 MAR 21 28 3521953 $32,920.27 0.01% 1.58 03/21/2028
    CSF - CSFB US CL BP0006M MAR 16 48 3052491 $33,815.65 0.01% 0.00 03/16/2048
    CSF - CSFB US CL BP0006M MAR 16 48 4635264 $25,909.98 0.01% 0.00 03/16/2048
    94107JAA1 WASTE PRO USA INC WASPRO 5 1/2 02/15/26 74000 $71,775.89 0.01% Caa1 5.50 02/15/2026
    UBS - UBSS US DV VAR 18/12/21 17.2% 12981 $42,177.33 0.01% 0.00 12/21/2018
    JP - JPMS US DV VAR 18/12/21 17.45% 9736 $33,579.61 0.01% 0.00 12/21/2018
    UBS - UBSS US DV VAR 18/12/13 19.7% 8775209 $41,683.47 0.01% 0.00 12/13/2018
    UBS - UBSS US DV VAR 18/12/13 19.6% 13999655 $65,584.66 0.01% 0.00 12/13/2018
    32008DAA4 FIRST DATA CORP FDC 5 01/15/24 50000 $50,609.44 0.01% NR 5.00 01/15/2024
    13057QAG2 CALIFORNIA RESOURCES CORP CRC 8 12/15/22 41000 $37,643.69 0.01% Caa2 8.00 12/15/2022
    527298BH5 LEVEL 3 FINANCING INC LVLT 5 3/8 05/01/25 29000 $29,489.37 0.01% Ba3 5.38 05/01/2025
    0929224 VICTREX PLC 1716 $70,680.46 0.01% N/A
    338906AE0 FLEXI-VAN LEASING LLC FLVC 10 02/15/23 67000 $58,922.78 0.01% NR 10.00 02/15/2023
    81663AAD7 SEMGROUP CORP SEMG 6 3/8 03/15/25 45000 $45,535.31 0.01% NR 6.38 03/15/2025
    CSF - CSFB US CL FXD 2.534 MAR 18 22 8698860 $45,319.99 0.01% 2.53 03/18/2022
    CSF - CSFB US CL FXD 2.545 MAR 18 22 10459737 $56,088.23 0.01% 2.55 03/18/2022
    CSF - CSFB US CL FXD 2.568 MAR 18 22 10326259 $58,663.44 0.01% 2.57 03/18/2022
    947075AB3 WEATHERFORD INTERNATIONAL LTD WFTLF 6 1/2 08/01/36 56000 $42,153.22 0.01% B2 6.50 08/01/2036
    629377BY7 NRG ENERGY INC NRG 6 1/4 05/01/24 59000 $62,589.17 0.01% NR 6.25 05/01/2024
    85207UAJ4 SPRINT CORP S 7 5/8 02/15/25 56000 $59,759.78 0.01% B1 7.63 02/15/2025
    6990763 ZHEJIANG EXPRESSWAY CO LTD 58000 $46,000.08 0.01% N/A
    B00MZ44 GRAFTON GROUP PLC 5277 $52,658.29 0.01% N/A
    053773BA4 AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE INC CAR 5 1/4 03/15/25 40000 $38,618.33 0.01% B1 5.25 03/15/2025
    91831AAB7 BAUSCH HEALTH COS INC BHCCN 5 7/8 05/15/23 65000 $63,497.55 0.01% B3 5.88 05/15/2023
    91831AAC5 BAUSCH HEALTH COS INC BHCCN 6 1/8 04/15/25 50000 $47,835.94 0.01% B3 6.13 04/15/2025
    624758AE8 MUELLER WATER PRODUCTS INC MWA 5 1/2 06/15/26 30000 $30,587.08 0.01% Ba3 5.50 06/15/2026
    526057CP7 LENNAR CORP LEN 5 3/8 10/01/22 49000 $51,383.65 0.01% Ba1 5.38 10/01/2022
    526057CT9 LENNAR CORP LEN 5 1/4 06/01/26 45000 $45,351.23 0.01% Ba1 5.25 06/01/2026
    MERL - MERL US DVUS SWPT R 3.010 07 28 558000 $31,326.12 0.01% N/A 07/05/2028
    SMI 21/12/18 8000 P - (19/07/18) 49 $24,440.89 0.01% N/A 12/21/2018
    SMI 21/12/18 8200 P - (19/07/18) 41 $28,243.43 0.01% N/A 12/21/2018
    SMI 21/12/18 8200 P - (26/07/18) 52 $35,820.93 0.01% N/A 12/21/2018
    UKX 21/12/18 7100 C - (26/07/18) 11 $59,823.47 0.01% N/A 12/21/2018
    UKX 21/12/18 7100 C - (31/07/18) 12 $65,261.97 0.01% N/A 12/21/2018
    94946TAD8 WELLCARE HEALTH PLANS INC WCG 5 3/8 08/15/26 61000 $63,146.44 0.01% NR 5.38 08/15/2026
    CSF - CSFB US CL FXD 2.493 JUN 17 22 7231242 $28,838.44 0.01% 2.49 06/17/2022
    CSF - CSFB US CL FXD 2.570 JUN 17 22 7466128 $37,756.98 0.01% 2.57 06/17/2022
    CSF - CSFB US CL FXD 2.570 JUN 17 22 7466127 $37,756.98 0.01% 2.57 06/17/2022
    CSF - CSFB US CL FXD 2.565 JUN 17 22 8088834 $40,348.17 0.01% 2.57 06/17/2022
    CSF - CSFB US CL FXD 2.565 JUN 17 22 8088834 $40,348.17 0.01% 2.57 06/17/2022
    CSF - CSFB US CL FXD 2.570 JUN 17 22 8014963 $40,532.50 0.01% 2.57 06/17/2022
    CSF - CSFB US CL FXD 2.560 JUN 17 22 8014963 $39,426.88 0.01% 2.56 06/17/2022
    CSF - CSFB US CL FXD 2.490 JUN 17 22 7849909 $31,034.99 0.01% 2.49 06/17/2022
    159864AC1 CHARLES RIVER LABORATORIES INTERNATIONAL INC CRL 5 1/2 04/01/26 34000 $35,363.78 0.01% Ba3 5.50 04/01/2026
    UBS - FTSE 100 INDEX P 6600 DEC 18 63 $33,505.86 0.01% N/A 12/21/2018
    71654QCE0 PETROLEOS MEXICANOS PEMEX 5 3/8 03/13/22 40000 $41,977.36 0.01% Baa3 5.38 03/13/2022
    CSF - CSFB US CL FXD 2.390 JUN 20 21 13538723 $33,378.74 0.01% 2.39 06/20/2021
    CSF - CSFB US CL FXD 2.378 JUN 20 21 12408535 $27,128.66 0.01% 2.38 06/20/2021
    CSF - CSFB US CL FXD 2.370 JUN 20 21 12408535 $25,050.46 0.01% 2.37 06/20/2021
    78471RAA4 SRS DISTRIBUTION INC SRSDIS 8 1/4 07/01/26 61000 $58,862.46 0.01% Caa2 8.25 07/01/2026
    88167AAL5 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV TEVA 6 04/15/24 64000 $66,880.31 0.01% Ba2 6.00 04/15/2024
    B61TVQ0 INCHCAPE PLC 6548 $58,937.03 0.01% N/A
    NOM - S&P 500 INDEX C 3000 SEP 18 262 $66,465.47 0.01% N/A 09/21/2018
    CSF - CSFB US CL FXD 3.463 NOV 15 26 6008000 $71,385.04 0.01% 3.46 11/15/2026
    CSF - CSFB US CL CPURNSA NOV 01 26 926000 $28,112.25 0.01% 240.80 11/01/2026
    911365BF0 UNITED RENTALS NORTH AMERICA INC URI 5 1/2 05/15/27 30000 $30,073.33 0.01% Ba3 5.50 05/15/2027
    00790XAA9 ADVANCED DISPOSAL SERVICES INC ADSWST 5 5/8 11/15/24 25000 $25,476.56 0.01% B3 5.63 11/15/2024
    12008RAJ6 BUILDERS FIRSTSOURCE INC BLDR 5 5/8 09/01/24 60000 $60,187.50 0.01% NR 5.63 09/01/2024
    G68437139 PACIFIC BASIN SHIPPING LTD 222000 $53,315.75 0.01% N/A
    00175PAA1 AMN HEALTHCARE INC AMN 5 1/8 10/01/24 48000 $47,765.00 0.01% Ba2 5.13 10/01/2024
    CSF - CSFB US CL CPURNSA OCT 19 26 919000 $31,885.99 0.01% 240.76 10/19/2026
    CSF - CSFB US CL CPURNSA NOV 01 26 943000 $29,317.40 0.01% 240.80 11/01/2026
    693522AG9 PQ CORP PQCOR 6 3/4 11/15/22 44000 $47,019.50 0.01% B1 6.75 11/15/2022
    163851AB4 CHEMOURS CO/THE CC 6 5/8 05/15/23 44000 $47,003.31 0.01% Ba3 6.63 05/15/2023
    553283AB8 MPH ACQUISITION HOLDINGS LLC MLTPLN 7 1/8 06/01/24 53000 $55,931.56 0.01% Caa1 7.13 06/01/2024
    0163895 J D WETHERSPOON PLC 4467 $72,255.46 0.01% N/A
    5379749 OBRASCON HUARTE LAIN SA 12758 $42,097.39 0.01% N/A
    35906AAZ1 FRONTIER COMMUNICATIONS CORP FTR 11 09/15/25 88000 $72,223.56 0.01% Caa3 11.00 09/15/2025
    CSF - CSFB US CL CPURNSA OCT 18 26 938000 $36,614.74 0.01% 240.76 10/18/2026
    CSF - CSFB US CL CPURNSA OCT 18 26 938000 $36,160.84 0.01% 240.76 10/18/2026
    CSF - CSFB US CL CPURNSA OCT 19 26 938000 $33,000.72 0.01% 240.77 10/19/2026
    CSF - CSFB US CL CPURNSA OCT 20 26 938000 $31,654.22 0.01% 240.77 10/20/2026
    CSF - CSFB US CL CPURNSA OCT 21 26 919000 $32,595.64 0.01% 240.77 10/21/2026
    CSF - CSFB US CL CPURNSA OCT 21 26 938000 $31,674.85 0.01% 240.78 10/21/2026
    CSF - CSFB US CL CPURNSA OCT 24 26 938000 $33,098.55 0.01% 240.78 10/24/2026
    CSF - CSFB US CL FXD 2.560 MAR 18 22 10326259 $57,518.76 0.01% 2.56 03/18/2022
    CSF - CSFB US CL FXD 2.583 MAR 18 22 10659383 $62,771.43 0.01% 2.58 03/18/2022
    96926DAS9 WILLIAM LYON HOMES INC WLH 6 09/01/23 28000 $27,971.07 0.01% NR 6.00 09/01/2023
    CSF - CSFB US CL FXD 2.559 MAR 18 22 10525905 $58,484.96 0.01% 2.56 03/18/2022
    CSF - CSFB US CL FXD 2.597 MAR 18 22 11059245 $67,271.54 0.01% 2.60 03/18/2022
    CSF - CSFB US CL FXD 2.575 MAR 18 22 11059245 $63,900.22 0.01% 2.58 03/18/2022
    CSF - CSFB US CL FXD 2.585 MAR 18 22 12258262 $72,526.69 0.01% 2.59 03/18/2022
    CSF - CSFB US CL FXD 2.564 MAR 18 22 12258262 $68,959.72 0.01% 2.56 03/18/2022
    CSF - CSFB US CL FXD 2.380 JUN 20 21 12408535 $27,821.40 0.01% 2.38 06/20/2021
    CSF - CSFB US CL FXD 2.368 JUN 20 21 12408534 $24,357.72 0.01% 2.37 06/20/2021
    87612BBH4 TARGA RESOURCES PART 5.875 APR 15 26 144A 55000 $57,691.37 0.01% Ba3 5.88 04/15/2026
    SG - EURO STOXX 50 P C 3400 DEC 19 31 $56,289.32 0.01% N/A 12/20/2019
    CIT - CITI US DV P USD/EUR 1.2478 465500 $33,639.35 0.01% N/A 02/05/2019
    00404AAM1 ACADIA HEALTHCARE CO INC ACHC 6 1/2 03/01/24 45000 $48,318.75 0.01% B3 6.50 03/01/2024
    4783211 IREN SPA 21499 $50,628.51 0.01% N/A
    CSF - CSFB US CL FXD 2.688 JUN 17 22 8542802 $57,107.33 0.01% 2.69 06/17/2022
    CSF - CSFB US CL FXD 2.653 JUN 17 22 8542802 $52,923.90 0.01% 2.65 06/17/2022
    CSF - CSFB US CL FXD 2.636 JUN 17 22 8542802 $50,979.49 0.01% 2.64 06/17/2022
    CSF - CSFB US CL FXD 2.663 JUN 17 22 8542802 $54,102.33 0.01% 2.66 06/17/2022
    CSF - CSFB US CL FXD 2.664 JUN 17 22 8542802 $54,279.10 0.01% 2.66 06/17/2022
    GSI - SWISS MARKET I P 8200 DEC 18 52 $35,820.93 0.01% N/A 12/21/2018
    GSI - SWISS MARKET I P 8100 DEC 18 53 $30,934.15 0.01% N/A 12/21/2018
    GSI - SWISS MARKET I P 8000 DEC 18 59 $29,428.82 0.01% N/A 12/21/2018
    UBS - UBSS US DV VAR 18/12/21 18.05% 11116 $50,808.53 0.01% 0.00 12/21/2018
    CSF - CSFB US CL FXD 2.665 JUN 17 22 8542802 $54,396.94 0.01% 2.67 06/17/2022
    67052NAA3 NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC NUFAU 5 3/4 04/30/26 60000 $57,063.33 0.01% B1 5.75 04/30/2026
    05545MAA0 SIGNATURE AVIATION US HOLDINGS INC BBALN 5 3/8 05/01/26 42000 $42,993.85 0.01% Ba2 5.38 05/01/2026
    404121AH8 HCA INC HCA 5 3/8 09/01/26 43000 $43,373.86 0.01% Ba2 5.38 09/01/2026
    103304BQ3 BOYD GAMING CORP BYD 6 08/15/26 44000 $44,667.33 0.01% Caa1 6.00 08/15/2026
    MC - MCDV US DV TRS REC 315036 $25,549.42 0.01% 0.00 02/21/2019
    6129181 GIGABYTE TECHNOLOGY CO LTD 37000 $63,062.02 0.01% N/A
    83410S108 SOHU.COM LTD 1263 $26,983.99 0.01% N/A
    ICE-CREDIT CDS JUN 20 23 -2052000 $35,662.12 0.01% 0.00 06/20/2023
    SPX 30/11/18 2500 P - (30/08/18) 49 $49,500.90 0.01% N/A 11/30/2018
    852061AM2 SPRINT COMMUNICATIONS INC S 11 1/2 11/15/21 40000 $48,654.44 0.01% B1 11.50 11/15/2021
    2836946 COGNA EDUCACAO SA COM NPV (REC) 26800 $66,510.52 0.01% N/A
    247916AD1 DENBURY RESOURCES INC DNR 5 1/2 05/01/22 45000 $40,837.50 0.01% Ca 5.50 05/01/2022
    82967NAS7 SIRIUS XM RADIO INC SIRI 6 07/15/24 55000 $57,709.67 0.01% NR 6.00 07/15/2024
    131347CE4 CALPINE CORP CPN 5 3/8 01/15/23 39000 $37,988.17 0.01% B2 5.38 01/15/2023
    893647AX5 TRANSDIGM INC TDG 6 1/2 07/15/24 30000 $30,811.67 0.01% B3 6.50 07/15/2024
    12543DAU4 CHS/COMMUNITY HEALTH SYSTEMS INC CYH 5 1/8 08/01/21 58000 $56,507.71 0.01% NR 5.13 08/01/2021
    482539AA1 BOEING DISTRIBUTION SERVICES INC KLXI 5 7/8 12/01/22 40000 $42,087.50 0.01% NR 5.88 12/01/2022
    708160BS4 JC PENNEY CORP INC JCP 7.4 04/01/37 50000 $26,791.67 0.01% Caa3 7.40 04/01/2037
    UBS - UBSS US DV VAR 18/12/21 17.5% -43765 $0.00 0.00% 0.00 12/21/2018
    CSF - CSFB US CL FXD 1.628 JUN 15 48 -473500 $0.00 0.00% 1.63 06/15/2048
    CSF - CSFB US CL BP0006M JUN 15 48 473500 $1,300.00 0.00% 0.00 06/15/2048
    CSF - CSFB US CL FXD 1.648 JUN 15 48 -473500 $0.00 0.00% 1.65 06/15/2048
    CSF - CSFB US CL BP0006M JUN 15 48 473500 -$63.23 0.00% 0.00 06/15/2048
    CSF - CSFB US CL UKRPI AUG 15 47 -386640 $0.00 0.00% 281.50 08/15/2047
    CSF - CSFB US CL FXD 3.458 AUG 15 47 386640 $6,935.64 0.00% 3.46 08/15/2047
    MS - MORG US DV TRS PAY MSUSDSP5 -3260952 -$9,816.44 0.00% 0.00 04/09/2019
    MS - MORG US DV REC FIXED 0.0% 3260952 $0.00 0.00% 0.00 04/09/2019
    ICE-CREDIT CDS JUN 20 23 AI 2052000 $4,775.00 0.00% 1.00 06/20/2023
    JP - JPMS US SWAT VAR S&P/ASX 200 INDE 26706 $236.58 0.00% 0.00 12/19/2019
    JP - JPMS US SWAT VAR 19/12/19 15.4% -26706 $0.00 0.00% 0.00 12/19/2019
    JP - JPMS US SWAT VAR HANG SENG CHINA 380665 $14,559.59 0.00% 0.00 12/30/2019
    JP - JPMS US SWAT VAR 19/12/30 25.0% -380665 $0.00 0.00% 0.00 12/30/2019
    JP - S&P 500 INDEX P 1300 DEC 19 -11 -$3,893.83 0.00% N/A 12/20/2019
    JP - S&P 500 INDEX P 1400 DEC 19 -7 -$3,515.22 0.00% N/A 12/20/2019
    JP - S&P 500 INDEX P 1500 DEC 19 -15 -$10,400.62 0.00% N/A 12/20/2019
    JP - S&P 500 INDEX P 1600 DEC 19 -9 -$8,423.78 0.00% N/A 12/20/2019
    JP - S&P 500 INDEX P 1700 DEC 19 -10 -$12,398.69 0.00% N/A 12/20/2019
    JP - S&P 500 INDEX P 1800 DEC 19 -6 -$9,697.15 0.00% N/A 12/20/2019
    JP - S&P 500 INDEX P 2000 DEC 19 -8 -$21,108.62 0.00% N/A 12/20/2019
    JP - S&P 500 INDEX P 2250 DEC 19 -5 -$22,988.87 0.00% N/A 12/20/2019
    MS - MORG US DV PAY FIXED 0.1% -163952 $0.00 0.00% 0.10 09/21/2018
    MS - MORG US DV TRS REC MSEUDSW6 163952 -$567.84 0.00% 0.00 09/21/2018
    MS - MORG US DV PAY FIXED 0.1% -163453 $0.00 0.00% 0.10 09/21/2018
    74733VAC4 QEP RESOURCES INC QEP 5 1/4 05/01/23 21000 $20,947.50 0.00% B2 5.25 05/01/2023
    29358QAC3 ENSCO PLC 4.500 OCT 01 24 2000 $1,704.75 0.00% Caa1 4.50 10/01/2024
    615394AK9 MOOG INC MOGA 5 1/4 12/01/22 21000 $21,616.88 0.00% NR 5.25 12/01/2022
    235825AE6 DANA INC DAN 5 1/2 12/15/24 22000 $22,172.94 0.00% B2 5.50 12/15/2024
    UBS - S&P 500 INDEX P 1525 DEC 18 -15 -$1,165.42 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX P 1725 DEC 18 -23 -$3,032.11 0.00% N/A 12/21/2018
    CSF - CSFB US CL FXD 3.445 AUG 15 47 386640 $3,609.56 0.00% 3.45 08/15/2047
    GSI - GOLD US DV SWOF DUMMY LEG 13804325 $14.65 0.00% 0.01 10/15/2018
    MS - MORG US DV PAY FIXED 0.1% -465198 -$13.53 0.00% 0.10 09/21/2018
    MS - MORG US DV TRS REC MSEUDSP6 465198 -$1,194.17 0.00% 0.00 09/21/2018
    CSF - CSFB US CL FXD 3.396 AUG 15 27 -1866125 $0.00 0.00% 3.40 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 27 1866125 -$4,623.92 0.00% 281.50 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 47 -386639 $0.00 0.00% 281.50 08/15/2047
    CSF - CSFB US CL FXD 3.452 AUG 15 47 386639 $5,399.06 0.00% 3.45 08/15/2047
    UBS - UBSS US DV VAR 18/12/28 22.75% 61928 $3,724.79 0.00% 0.00 12/28/2018
    UBS - UBSS US DV VAR HANG SENG CHINA -61928 $0.00 0.00% 0.00 12/28/2018
    CSF - CSFB US CL FXD 3.385 AUG 15 27 -1866125 $0.00 0.00% 3.39 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 27 1866125 -$1,940.74 0.00% 281.50 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 47 -386639 $0.00 0.00% 281.50 08/15/2047
    CSF - CSFB US CL FXD 3.443 AUG 15 47 386639 $3,098.89 0.00% 3.44 08/15/2047
    MS - MORG US DV TRS PAY MSUSDSP5 0 $0.00 0.00% 0.00 09/04/2019
    MS - MORG US DV REC FIXED 0.0% 0 $0.00 0.00% 0.00 09/04/2019
    CSF - CSFB US CL FXD 3.394 AUG 15 27 -1866125 $0.00 0.00% 3.39 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 27 1866125 -$4,240.47 0.00% 281.50 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 47 -386640 $0.00 0.00% 281.50 08/15/2047
    CSF - CSFB US CL FXD 3.452 AUG 15 47 386640 $5,399.07 0.00% 3.45 08/15/2047
    CSF - CSFB US CL FXD 3.398 AUG 15 27 -1866125 $0.00 0.00% 3.40 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 27 1866125 -$5,135.25 0.00% 281.50 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 47 -386639 $0.00 0.00% 281.50 08/15/2047
    CSF - CSFB US CL FXD 3.456 AUG 15 47 386639 $6,295.08 0.00% 3.46 08/15/2047
    LCH-LLC FXD 2.490 AUG 22 21 -2641000 -$1,243.53 0.00% 2.49 08/22/2021
    LCH-LLC CDOR03 AUG 22 21 2641000 -$1,404.88 0.00% 2.11 08/22/2021
    MS - MORG US DV TRS PAY MSUSDSP5 0 $0.00 0.00% 0.00 04/04/2019
    MS - MORG US DV REC FIXED 0.0% 0 $0.00 0.00% 0.00 04/04/2019
    CHFJPY 02/10/18 117.2 C - (22/08/18) -246911 -$372.75 0.00% N/A 10/02/2018
    CHFJPY 06/11/18 117.65 C - (22/08/18) -246911 -$850.18 0.00% N/A 11/06/2018
    CHFJPY 02/10/18 106 P - (22/08/18) 246911 $12.77 0.00% N/A 10/02/2018
    CHFJPY 06/11/18 106.44 P - (22/08/18) 246911 $148.08 0.00% N/A 11/06/2018
    CSF - CSFB US CL FXD 3.395 AUG 15 27 -1866125 $0.00 0.00% 3.40 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 27 1866125 -$4,496.10 0.00% 281.50 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 47 -386640 $0.00 0.00% 281.50 08/15/2047
    CSF - CSFB US CL FXD 3.450 AUG 15 47 386640 $4,887.44 0.00% 3.45 08/15/2047
    MS - MORG US DV PAY FIXED 0.1% -150703 -$0.97 0.00% 0.10 09/21/2018
    MS - MORG US DV TRS REC MSEUDSP6 150703 -$878.70 0.00% 0.00 09/21/2018
    MS - MORG US DV PAY FIXED 0.1% -149289 -$0.96 0.00% 0.10 09/21/2018
    MS - MORG US DV TRS REC MSEUDSW6 149289 -$884.49 0.00% 0.00 09/21/2018
    CSF - CSFB US CL FXD 3.406 AUG 15 27 -1866125 $0.00 0.00% 3.41 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 27 1866125 -$7,309.28 0.00% 281.50 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 47 -386639 $0.00 0.00% 281.50 08/15/2047
    CSF - CSFB US CL FXD 3.460 AUG 15 47 386639 $7,448.36 0.00% 3.46 08/15/2047
    MS - MORG US DV PAY FIXED 0.1% -467674 -$13.60 0.00% 0.10 09/21/2018
    MS - MORG US DV TRS REC MSEUDSW6 467674 -$1,256.98 0.00% 0.00 09/21/2018
    CSF - CSFB US CL FXD 3.412 AUG 15 27 -1866125 $0.00 0.00% 3.41 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 27 1866125 -$8,844.75 0.00% 281.50 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 47 -386639 $0.00 0.00% 281.50 08/15/2047
    CSF - CSFB US CL FXD 3.467 AUG 15 47 386639 $9,245.15 0.00% 3.47 08/15/2047
    CSF - CSFB US CL FXD 3.402 AUG 15 27 -1866125 $0.00 0.00% 3.40 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 27 1866125 -$6,286.03 0.00% 281.50 08/15/2027
    UBS - S&P 500 INDEX P 1925 DEC 18 -14 -$3,411.18 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX P 2125 DEC 18 -24 -$10,786.49 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX P 2425 DEC 18 -12 -$14,256.84 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX C 3300 DEC 18 -15 -$2,000.22 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX C 3400 DEC 18 -15 -$953.45 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX C 3500 DEC 18 -7 -$224.10 0.00% N/A 12/21/2018
    JP - JPMS US SWAT PAY US0003M - 36BPS -1126068 -$4,139.29 0.00% 0.00 01/23/2019
    JP - JPMS US SWAT TRS REC NDWUENR 1126069 $16,981.80 0.00% 0.00 01/23/2019
    CHFJPY 04/09/18 117 C - (04/06/18) 10050867 $207.86 0.00% N/A 09/04/2018
    CHFJPY 04/09/18 106 P - (04/06/18) -10050867 $0.00 0.00% N/A 09/04/2018
    CSF - CSFB US CL CPTFEMU AUG 15 23 4122196 $8,287.58 0.00% 103.64 08/15/2023
    CSF - CSFB US CL CPTFEMU AUG 15 28 -4122196 $0.00 0.00% 103.64 08/15/2028
    CSF - CSFB US CL FXD 1.550 AUG 15 28 4122196 -$14,279.64 0.00% 1.55 08/15/2028
    CSF - CSFB US CL FXD 3.407 AUG 15 27 -1866125 $0.00 0.00% 3.41 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 27 1866125 -$7,437.21 0.00% 281.50 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 47 -386639 $0.00 0.00% 281.50 08/15/2047
    CSF - CSFB US CL FXD 3.471 AUG 15 47 386639 $10,273.41 0.00% 3.47 08/15/2047
    CSF - CSFB US CL FXD 3.411 AUG 15 27 -1866125 $0.00 0.00% 3.41 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 27 1866125 -$8,588.79 0.00% 281.50 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 47 -386639 $0.00 0.00% 281.50 08/15/2047
    CSF - CSFB US CL FXD 3.474 AUG 15 47 386639 $11,045.34 0.00% 3.47 08/15/2047
    MC - MCDV US DV PAY FIXED 0.24% -49482484 -$3,253.64 0.00% 0.00 02/21/2019
    CSF - CSFB US CL FXD 3.380 AUG 15 27 -1866125 $0.00 0.00% 3.38 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 27 1866125 -$663.80 0.00% 281.50 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 47 -386640 $0.00 0.00% 281.50 08/15/2047
    CSF - CSFB US CL FXD 3.442 AUG 15 47 386640 $2,843.67 0.00% 3.44 08/15/2047
    CSF - CSFB US CL FXD 1.433 AUG 15 23 -4122196 $0.00 0.00% 1.43 08/15/2023
    CSF - CSFB US CL CPTFEMU AUG 15 23 4122196 $2,606.84 0.00% 103.64 08/15/2023
    CSF - CSFB US CL CPTFEMU AUG 15 28 -4122196 $0.00 0.00% 103.64 08/15/2028
    CSF - CSFB US CL FXD 1.558 AUG 15 28 4122196 -$10,425.04 0.00% 1.56 08/15/2028
    LCH-LLC FXD 1.514 SEP 20 28 -4619564 $0.00 0.00% 1.51 09/20/2028
    LCH-LLC EUR006M SEP 20 28 4619564 -$2,766.49 0.00% 0.00 09/20/2028
    CSF - CSFB US CL FXD 3.384 AUG 15 27 -1866125 $0.00 0.00% 3.38 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 27 1866125 -$1,685.31 0.00% 281.50 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 47 -386640 $0.00 0.00% 281.50 08/15/2047
    MC - MCDV US DV PAY FIXED -0.12% -735281 $24.17 0.00% 0.00 02/21/2019
    MC - MCDV US DV TRS REC MQCP252E 6914 $10,106.89 0.00% 0.00 02/21/2019
    CSF - CSFB US CL FXD 1.713 JUN 15 48 -1129000 $0.00 0.00% 1.71 06/15/2048
    CSF - CSFB US CL BP0006M JUN 15 48 1129000 -$10,795.95 0.00% 0.00 06/15/2048
    CSF - CSFB US CL FXD 1.708 JUN 15 48 -1129000 $0.00 0.00% 1.71 06/15/2048
    CSF - CSFB US CL BP0006M JUN 15 48 1129000 -$9,983.34 0.00% 0.00 06/15/2048
    SG - FTSE 100 INDEX P 6600 DEC 18 27 $14,359.66 0.00% N/A 12/21/2018
    JP - SWISS MARKET IN P 8200 DEC 18 20 $13,777.28 0.00% N/A 12/21/2018
    JP - SWISS MARKET IN P 8100 DEC 18 21 $12,256.93 0.00% N/A 12/21/2018
    JP - SWISS MARKET IN P 8000 DEC 18 22 $10,973.46 0.00% N/A 12/21/2018
    SG - SOC US DV VAR S&P/ASX 200 INDE 11978 -$24,168.15 0.00% 0.00 12/20/2018
    SG - SOC US DV VAR 18/12/20 13.95% -11978 $0.00 0.00% 0.00 12/20/2018
    JP - JPMS US SWAT VAR 18/12/28 25.05% -289281 $0.00 0.00% 0.00 12/28/2018
    JP - JPMS US SWAT VAR 18/12/28 21.5% -121475 $0.00 0.00% 0.00 12/28/2018
    JP - JPMS US SWAT VAR 18/12/28 24.75% -289280 $0.00 0.00% 0.00 12/28/2018
    JP - JPMS US SWAT VAR 18/12/28 21.29% -121474 $0.00 0.00% 0.00 12/28/2018
    JP - S&P 500 INDEX P 1300 DEC 18 -42 -$1,571.64 0.00% N/A 12/21/2018
    JP - S&P 500 INDEX P 1700 DEC 18 -38 -$4,717.97 0.00% N/A 12/21/2018
    JP - S&P 500 INDEX P 2100 DEC 18 -37 -$15,330.91 0.00% N/A 12/21/2018
    JP - S&P 500 INDEX C 3200 DEC 18 -20 -$5,784.74 0.00% N/A 12/21/2018
    JP - S&P 500 INDEX C 3600 DEC 18 -16 -$295.73 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX C 3300 DEC 18 -14 -$1,866.87 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX P 1300 DEC 18 -16 -$598.72 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX P 1350 DEC 18 -23 -$1,025.82 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX P 1525 DEC 18 -15 -$1,165.42 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX P 1725 DEC 18 -23 -$3,032.11 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX P 1925 DEC 18 -14 -$3,411.18 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX P 2125 DEC 18 -24 -$10,786.49 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX P 2425 DEC 18 -12 -$14,256.84 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX C 3300 DEC 18 -15 -$2,000.22 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX C 3400 DEC 18 -15 -$953.45 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX C 3500 DEC 18 -7 -$224.10 0.00% N/A 12/21/2018
    UBS - UBSS US DV VAR 18/12/21 17.05% -43765 $0.00 0.00% 0.00 12/21/2018
    CSF - CSFB US CL FXD 2.541 JUN 17 22 -2448000 $0.00 0.00% 2.54 06/17/2022
    CSF - CSFB US CL ADBB3M JUN 17 22 2448000 -$11,383.61 0.00% 0.00 06/17/2022
    CSF - CSFB US CL FXD 2.547 JUN 17 22 -2448000 $0.00 0.00% 2.55 06/17/2022
    CSF - CSFB US CL ADBB3M JUN 17 22 2448000 -$11,603.11 0.00% 1.98 06/17/2022
    UBS - S&P 500 INDEX P 1300 DEC 18 -16 -$598.72 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX P 1350 DEC 18 -23 -$1,025.82 0.00% N/A 12/21/2018
    CSF - CSFB US CL FXD 2.010 OCT 21 26 -938000 $0.00 0.00% 2.01 10/21/2026
    CSF - CSFB US CL FXD 1.995 OCT 24 26 -938000 $0.00 0.00% 2.00 10/24/2026
    CSF - CSFB US CL ADBB3M MAR 18 22 -10659383 $0.00 0.00% 1.82 03/18/2022
    125581GX0 CIT GROUP INC CIT 6 1/8 03/09/28 21000 $22,612.04 0.00% Ba1 6.13 03/09/2028
    CSF - CSFB US CL ADBB3M MAR 18 22 -10525905 $0.00 0.00% 1.82 03/18/2022
    CSF - CSFB US CL ADBB3M MAR 18 22 -11059245 $0.00 0.00% 1.82 03/18/2022
    CSF - CSFB US CL ADBB3M MAR 18 22 -11059245 $0.00 0.00% 1.82 03/18/2022
    CSF - CSFB US CL ADBB3M MAR 18 22 -12258262 $0.00 0.00% 1.82 03/18/2022
    CSF - CSFB US CL ADBB3M MAR 18 22 -12258262 $0.00 0.00% 1.82 03/18/2022
    CSF - CSFB US CL ADBB3M MAR 18 22 -12258261 $0.00 0.00% 1.82 03/18/2022
    MS - MORG US DV PAY FIXED 0.0% -21273423 $0.00 0.00% 0.00 04/09/2019
    CSF - CSFB US CL FXD .088 JUN 20 21 -27635001 -$5,599.41 0.00% 0.09 06/20/2021
    CSF - CSFB US CL FXD .088 JUN 20 21 -51737500 -$10,483.07 0.00% 0.09 06/20/2021
    CSF - CSFB US CL CDOR03 JUN 20 21 -12408534 $0.00 0.00% 1.88 06/20/2021
    CSF - CSFB US CL CDOR03 JUN 20 21 -12408535 $0.00 0.00% 1.88 06/20/2021
    CSF - CSFB US CL FXD 2.355 JUN 20 21 12408535 $20,894.04 0.00% 2.36 06/20/2021
    CSF - CSFB US CL CDOR03 JUN 20 21 -12408534 $0.00 0.00% 1.88 06/20/2021
    CSF - CSFB US CL FXD 2.340 JUN 20 21 12408534 $16,737.62 0.00% 2.34 06/20/2021
    CIT - CITI US DV C EUR/USD 1.3507 465500 $54.16 0.00% N/A 02/05/2019
    CIT - CITI US DV C EUR/USD 1.2864 -465500 -$449.54 0.00% N/A 02/05/2019
    MC - MCDV US DV REC FIXED -0.12% 630849 -$20.74 0.00% 0.00 02/21/2019
    MC - MCDV US DV TRS PAY MQCP252E -5932 -$8,671.40 0.00% 0.00 02/21/2019
    CSF - CSFB US CL CDOR03 JUN 20 21 -12408535 $0.00 0.00% 1.88 06/20/2021
    CSF - CSFB US CL FXD 2.350 JUN 20 21 12408535 $19,508.57 0.00% 2.35 06/20/2021
    CSF - CSFB US CL CDOR03 JUN 20 21 -12408534 $0.00 0.00% 1.88 06/20/2021
    CSF - CSFB US CL FXD 2.348 JUN 20 21 12408534 $18,815.83 0.00% 2.35 06/20/2021
    CSF - CSFB US CL STIB3M JUN 16 26 -128237000 $0.00 0.00% -0.45 06/16/2026
    501797AM6 L BRANDS INC LB 6 3/4 07/01/36 7000 $5,818.75 0.00% Ba3 6.75 07/01/2036
    GSI - SWISS MARKET I P 8200 DEC 18 31 $21,354.79 0.00% N/A 12/21/2018
    GSI - SWISS MARKET I P 8100 DEC 18 32 $18,677.22 0.00% N/A 12/21/2018
    GSI - SWISS MARKET I P 8000 DEC 18 33 $16,460.19 0.00% N/A 12/21/2018
    JP - HANG SENG CHINA C 12400 DEC 18 39 $18,183.49 0.00% N/A 12/28/2018
    EZBJ6BX7JDZ0 CSF - ITRX XOVER CDS CDS JUN 20 23 AI -1000000 -$11,635.00 0.00% 5.00 06/20/2023
    JP - S&P 500 INDEX P 1300 DEC 18 -42 -$1,571.64 0.00% N/A 12/21/2018
    JP - S&P 500 INDEX P 1700 DEC 18 -38 -$4,717.97 0.00% N/A 12/21/2018
    JP - S&P 500 INDEX P 2100 DEC 18 -36 -$14,916.56 0.00% N/A 12/21/2018
    JP - S&P 500 INDEX C 3200 DEC 18 -20 -$5,784.74 0.00% N/A 12/21/2018
    MC - MCDV US DV PAY FIXED -0.12% -876084 $28.80 0.00% -0.12 02/21/2019
    MC - MCDV US DV TRS REC MQCP252E 8238 $12,042.31 0.00% 0.00 02/21/2019
    CSF - CSFB US CL ADBB3M JUN 17 22 -13944188 $0.00 0.00% 0.00 06/17/2022
    CSF - CSFB US CL ADBB3M JUN 17 22 -8542802 $0.00 0.00% 2.08 06/17/2022
    CSF - CSFB US CL ADBB3M JUN 17 22 -8542802 $0.00 0.00% 2.08 06/17/2022
    CSF - CSFB US CL ADBB3M JUN 17 22 -8542802 $0.00 0.00% 2.08 06/17/2022
    CSF - CSFB US CL ADBB3M JUN 17 22 -8542802 $0.00 0.00% 2.08 06/17/2022
    CSF - CSFB US CL ADBB3M JUN 17 22 -8542802 $0.00 0.00% 2.08 06/17/2022
    UBS - UBSS US DV VAR 18/12/20 14.38% -17039 $0.00 0.00% 0.00 12/20/2018
    UBS - UBSS US DV VAR S&P 500 INDEX -11116 $0.00 0.00% 0.00 12/21/2018
    CSF - CSFB US CL ADBB3M JUN 17 22 -8542802 $0.00 0.00% 2.08 06/17/2022
    JP - JPMS US SWAT VAR 18/12/20 14.28% -21296 $0.00 0.00% 0.00 12/20/2018
    JP - JPMS US SWAT VAR S&P 500 INDEX -16193 $0.00 0.00% 0.00 12/21/2018
    JP - JPMS US SWAT VAR 18/12/20 14.5% -21296 $0.00 0.00% 0.00 12/20/2018
    JP - JPMS US SWAT VAR S&P 500 INDEX -16192 $0.00 0.00% 0.00 12/21/2018
    ICE-CREDIT CDS JUN 20 23 AI -1500000 -$17,452.50 0.00% 5.00 06/20/2023
    CSF - CSFB US CL FXD 3.396 AUG 15 27 -1866125 $0.00 0.00% 3.40 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 27 1866125 -$4,751.74 0.00% 281.50 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 47 -386640 $0.00 0.00% 281.50 08/15/2047
    CSF - CSFB US CL FXD 3.462 AUG 15 47 386640 $7,961.40 0.00% 3.46 08/15/2047
    CSF - CSFB US CL FXD 3.393 AUG 15 27 -1866125 $0.00 0.00% 3.39 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 27 1866125 -$3,984.87 0.00% 281.50 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 47 -386640 $0.00 0.00% 281.50 08/15/2047
    CSF - CSFB US CL FXD 3.463 AUG 15 47 386640 $8,218.02 0.00% 3.46 08/15/2047
    LCH-LLC FXD 1.539 SEP 20 28 -4619565 $0.00 0.00% 1.54 09/20/2028
    LCH-LLC EUR006M SEP 20 28 4619565 -$9,215.20 0.00% 0.00 09/20/2028
    CSF - CSFB US CL FXD 1.410 AUG 15 23 -4122196 $0.00 0.00% 1.41 08/15/2023
    UBS - S&P 500 INDEX P 2150 DEC 18 -42 -$20,455.93 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX C 3250 DEC 18 -23 -$4,496.61 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX C 3500 DEC 18 -25 -$800.35 0.00% N/A 12/21/2018
    UBS - UBSS US DV VAR 18/12/21 16.48% -49660 $0.00 0.00% 0.00 12/21/2018
    UBS - S&P 500 INDEX P 1350 DEC 18 -8 -$356.81 0.00% N/A 12/21/2018
    CSF - CSFB US CL FXD .004 JUN 20 21 -1472000 -$12.50 0.00% 0.00 06/20/2021
    CSF - CSFB US CL EUR006M JUN 20 21 1472000 -$2,091.65 0.00% -0.24 06/20/2021
    CSF - CSFB US CL FXD .002 JUN 20 21 -2866000 -$11.18 0.00% 0.00 06/20/2021
    CSF - CSFB US CL EUR006M JUN 20 21 2866000 -$3,884.45 0.00% 0.00 06/20/2021
    CSF - CSFB US CL STIB3M JUN 21 28 -4442000 $0.00 0.00% 0.00 06/21/2028
    CSF - CSFB US CL FXD 1.933 JUN 21 28 4442000 $2,600.69 0.00% 1.93 06/21/2028
    CSF - CSFB US CL FXD 1.485 MAY 15 23 -4281000 $0.00 0.00% 1.49 05/15/2023
    CSF - CSFB US CL CPTFEMU MAY 15 23 4281000 $14,788.68 0.00% 0.00 05/15/2023
    CSF - CSFB US CL FXD 3.370 MAY 15 48 -187000 $0.00 0.00% 3.37 05/15/2048
    CSF - CSFB US CL UKRPI MAY 15 48 187000 $7,040.31 0.00% 0.00 05/15/2048
    CSF - CSFB US CL CPTFEMU MAY 15 28 -2226000 $0.00 0.00% 0.00 05/15/2028
    CSF - CSFB US CL FXD 1.585 MAY 15 28 2226000 -$9,775.85 0.00% 1.59 05/15/2028
    CSF - CSFB US CL UKRPI MAY 15 28 -2132000 $0.00 0.00% 0.00 05/15/2028
    CSF - ITRX EUR CDSI CDS JUN 20 23 AI -2312000 -$5,380.02 0.00% 1.00 06/20/2023
    UBS - UBSS US DV VAR 19/12/19 15.75% -23263 $0.00 0.00% 0.00 12/19/2019
    UBS - UBSS US DV VAR 18/12/21 17.08% -43765 $0.00 0.00% 0.00 12/21/2018
    UBS - S&P 500 INDEX P 2425 DEC 18 -11 -$13,068.77 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX P 2125 DEC 18 -24 -$10,786.49 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX P 1925 DEC 18 -14 -$3,411.18 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX P 1725 DEC 18 -23 -$3,032.11 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX P 1525 DEC 18 -14 -$1,087.73 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX P 1350 DEC 18 -23 -$1,025.82 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX P 1300 DEC 18 -16 -$598.72 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX C 3500 DEC 18 -6 -$192.08 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX C 3400 DEC 18 -15 -$953.45 0.00% N/A 12/21/2018
    CSF - CSFB US CL UKRPI NOV 15 26 -6008000 $0.00 0.00% 264.90 11/15/2026
    CSF - CSFB US CL FXD 2.027 NOV 09 26 -3923000 $0.00 0.00% 2.03 11/09/2026
    CSF - CSFB US CL FXD 2.255 NOV 17 26 -1921000 $0.00 0.00% 2.25 11/17/2026
    CSF - CSFB US CL CPURNSA NOV 17 26 1921000 $18,519.78 0.00% 241.43 11/17/2026
    CSF - CSFB US CL FXD 2.249 NOV 16 26 -1536000 $0.00 0.00% 2.25 11/16/2026
    CSF - CSFB US CL CPURNSA NOV 16 26 1536000 $15,680.10 0.00% 241.14 11/16/2026
    CSF - CSFB US CL FXD 2.218 NOV 16 26 -1812000 $0.00 0.00% 2.22 11/16/2026
    CSF - CSFB US CL CPURNSA NOV 16 26 1812000 $24,146.35 0.00% 241.14 11/16/2026
    CSF - CSFB US CL FXD 2.284 NOV 16 26 -2856000 $0.00 0.00% 2.28 11/16/2026
    CSF - CSFB US CL CPURNSA NOV 16 26 2856000 $19,233.73 0.00% 241.14 11/16/2026
    CSF - CSFB US CL FXD 2.259 NOV 16 26 -1313000 $0.00 0.00% 2.26 11/16/2026
    CSF - CSFB US CL CPURNSA NOV 16 26 1313000 $12,101.92 0.00% 241.14 11/16/2026
    CSF - CSFB US CL FXD 2.225 NOV 16 26 -1878000 $0.00 0.00% 2.23 11/16/2026
    CSF - CSFB US CL CPURNSA NOV 16 26 1878000 $23,633.32 0.00% 241.14 11/16/2026
    UBS - UBSS US DV VAR 18/12/21 16.64% -49660 $0.00 0.00% 0.00 12/21/2018
    CSF - CSFB US CL FXD 2.255 NOV 17 26 -1920000 $0.00 0.00% 2.26 11/17/2026
    CSF - CSFB US CL FXD 2.048 NOV 01 26 -926000 $0.00 0.00% 2.05 11/01/2026
    15135BAJ0 CENTENE CORP CNC 4 3/4 01/15/25 19000 $19,257.82 0.00% Ba1 4.75 01/15/2025
    EK9454811 COMMSCOPE TECHNOLOGIES LLC COMM 6 06/15/25 15000 $15,790.00 0.00% B3 6.00 06/15/2025
    MS - MORG US SWAT UKRPI AUG 03 26 -11542000 $0.00 0.00% 263.10 08/03/2026
    670001AC0 NOVELIS CORP HNDLIN 5 7/8 09/30/26 13000 $12,916.78 0.00% B2 5.88 09/30/2026
    MS - MORG US DV UKRPI OCT 15 26 -3801014 $0.00 0.00% 264.40 10/15/2026
    CSF - CSFB US CL STIB3M SEP 15 26 -102377000 $0.00 0.00% -0.51 09/15/2026
    CSF - CSFB US CL FXD 2.000 OCT 19 26 -919000 $0.00 0.00% 2.00 10/19/2026
    CSF - CSFB US CL FXD 2.040 NOV 01 26 -943000 $0.00 0.00% 2.04 11/01/2026
    513272AA2 LAMB WESTON HOLDINGS INC LW 4 5/8 11/01/24 21000 $21,061.25 0.00% Ba2 4.63 11/01/2024
    879369AE6 TELEFLEX INC TFX 4 7/8 06/01/26 11000 $11,024.06 0.00% Ba3 4.88 06/01/2026
    163851AD0 CHEMOURS CO/THE CC 7 05/15/25 15000 $16,396.67 0.00% Ba3 7.00 05/15/2025
    947075AK3 WEATHERFORD INTERNATIONAL LTD WFTLF 8 1/4 06/15/23 10000 $9,496.88 0.00% B2 8.25 06/15/2023
    CSF - CSFB US CL FXD 1.955 OCT 18 26 -938000 $0.00 0.00% 1.96 10/18/2026
    CSF - CSFB US CL FXD 1.960 OCT 18 26 -938000 $0.00 0.00% 1.96 10/18/2026
    CSF - CSFB US CL FXD 1.995 OCT 19 26 -938000 $0.00 0.00% 2.00 10/19/2026
    CSF - CSFB US CL FXD 2.010 OCT 20 26 -938000 $0.00 0.00% 2.01 10/20/2026
    CSF - CSFB US CL FXD 1.993 OCT 21 26 -919000 $0.00 0.00% 1.99 10/21/2026
    LCH-LLC FXD 1.599 SEP 20 28 -4619565 $0.00 0.00% 1.60 09/20/2028
    CSF - CSFB US CL FXD 1.427 AUG 15 23 -4122196 $0.00 0.00% 1.43 08/15/2023
    CSF - CSFB US CL CPTFEMU AUG 15 23 4122196 $3,995.93 0.00% 103.64 08/15/2023
    CSF - CSFB US CL CPTFEMU AUG 15 28 -4122196 $0.00 0.00% 103.64 08/15/2028
    CSF - CSFB US CL FXD 1.565 AUG 15 28 4122196 -$6,567.88 0.00% 1.57 08/15/2028
    LCH-LLC FXD 1.590 SEP 20 28 -4619564 $0.00 0.00% 1.59 09/20/2028
    CSF - CSFB US CL FXD 1.425 AUG 15 23 -4122195 $0.00 0.00% 1.43 08/15/2023
    CSF - CSFB US CL CPTFEMU AUG 15 23 4122195 $4,500.98 0.00% 103.64 08/15/2023
    CSF - CSFB US CL CPTFEMU AUG 15 28 -4122195 $0.00 0.00% 103.64 08/15/2028
    CSF - CSFB US CL FXD 1.565 AUG 15 28 4122195 -$6,567.88 0.00% 1.57 08/15/2028
    CSF - CSFB US CL FXD 3.386 AUG 15 27 -1866125 $0.00 0.00% 3.39 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 27 1866125 -$2,196.19 0.00% 281.50 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 47 -386639 $0.00 0.00% 281.50 08/15/2047
    CSF - CSFB US CL FXD 3.458 AUG 15 47 386639 $6,935.62 0.00% 3.46 08/15/2047
    CSF - CSFB US CL EUR006M MAR 21 28 -20517000 $0.00 0.00% 0.00 03/21/2028
    CSF - CSFB US CL US0003M MAR 18 23 -44015000 $0.00 0.00% 0.00 03/18/2023
    CSF - CSFB US CL FXD 2.938 MAR 18 23 44015000 $19,314.34 0.00% 2.94 03/18/2023
    CSF - CSFB US CL FXD 2.983 MAR 18 27 -17622900 $0.00 0.00% 2.98 03/18/2027
    BNP - NIKKEI 225 P 20000 DEC 18 -16 -$20,152.44 0.00% N/A 12/14/2018
    CSF - ITRX EUR CDSI CDS JUN 20 23 500000 -$8,689.60 0.00% 0.00 06/20/2023
    CSF - ITRX EUR CDSI CDS JUN 20 23 AI -500000 -$1,163.50 0.00% 1.00 06/20/2023
    CSF - CSFB US CL ADBB3M JUN 17 22 -7231242 $0.00 0.00% 0.00 06/17/2022
    CSF - CSFB US CL ADBB3M JUN 17 22 -7466128 $0.00 0.00% 1.99 06/17/2022
    CSF - CSFB US CL ADBB3M JUN 17 22 -7466127 $0.00 0.00% 1.99 06/17/2022
    CSF - CSFB US CL ADBB3M JUN 17 22 -8088834 $0.00 0.00% 1.99 06/17/2022
    CSF - CSFB US CL ADBB3M JUN 17 22 -8088834 $0.00 0.00% 1.99 06/17/2022
    CSF - CSFB US CL ADBB3M JUN 17 22 -8014963 $0.00 0.00% 1.99 06/17/2022
    CSF - CSFB US CL ADBB3M JUN 17 22 -8014963 $0.00 0.00% 1.99 06/17/2022
    CSF - CSFB US CL ADBB3M JUN 17 22 -7849909 $0.00 0.00% 1.99 06/17/2022
    CSF - CSFB US CL FXD .087 JUN 20 21 -18423332 -$3,682.21 0.00% 0.09 06/20/2021
    CSF - CSFB US CL CDOR03 JUN 20 21 -13538723 $0.00 0.00% 1.88 06/20/2021
    CSF - CSFB US CL FXD .087 JUN 20 21 -34491667 -$6,893.73 0.00% 0.09 06/20/2021
    CSF - CSFB US CL FXD .082 JUN 20 21 -9211667 -$1,729.07 0.00% 0.08 06/20/2021
    CSF - CSFB US CL FXD .082 JUN 20 21 -17245833 -$3,237.13 0.00% 0.08 06/20/2021
    CSF - CSFB US CL CDOR03 JUN 20 21 -12408535 $0.00 0.00% 1.88 06/20/2021
    CSF - CSFB US CL CDOR03 JUN 20 21 -12408535 $0.00 0.00% 1.88 06/20/2021
    CSF - CSFB US CL CDOR03 JUN 20 21 -12408535 $0.00 0.00% 1.88 06/20/2021
    JP - S&P 500 INDEX C 3600 DEC 18 -16 -$295.73 0.00% N/A 12/21/2018
    DB - FTSE 100 INDEX P 6600 DEC 18 44 $23,400.92 0.00% N/A 12/21/2018
    JP - HANG SENG CHINA C 12400 DEC 18 23 $10,723.60 0.00% N/A 12/28/2018
    UBS - FTSE 100 INDEX P 6600 DEC 18 39 $20,741.73 0.00% N/A 12/21/2018
    CIT - SWISS MARKET I P 8000 DEC 18 17 $8,479.49 0.00% N/A 12/21/2018
    CIT - SWISS MARKET I P 8100 DEC 18 15 $8,754.95 0.00% N/A 12/21/2018
    CIT - SWISS MARKET I P 8200 DEC 18 14 $9,644.10 0.00% N/A 12/21/2018
    UBS - UBSS US DV VAR HANG SENG CHINA 133610 -$23,559.77 0.00% 0.00 12/30/2019
    UBS - UBSS US DV VAR 19/12/30 25.7% -133610 $0.00 0.00% 0.00 12/30/2019
    UBS - UBSS US DV VAR HANG SENG INDEX 110974 -$14,193.00 0.00% 0.00 12/30/2019
    UBS - UBSS US DV VAR 19/12/30 22.77% -110974 $0.00 0.00% 0.00 12/30/2019
    UBS - S&P 500 INDEX P 1300 DEC 19 -23 -$11,111.67 0.00% N/A 12/20/2019
    UBS - S&P 500 INDEX C 3500 DEC 19 -7 -$8,531.12 0.00% N/A 12/20/2019
    UBS - S&P 500 INDEX C 3700 DEC 19 -3 -$1,271.31 0.00% N/A 12/20/2019
    UBS - S&P 500 INDEX P 2150 DEC 18 -42 -$20,455.93 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX P 1750 DEC 18 -40 -$5,641.88 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX P 1350 DEC 18 -40 -$1,784.04 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX C 3250 DEC 18 -23 -$4,496.61 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX C 3500 DEC 18 -25 -$800.35 0.00% N/A 12/21/2018
    UBS - UBSS US DV VAR 18/12/21 17.0% -49661 $0.00 0.00% 0.00 12/21/2018
    UBS - S&P 500 INDEX P 1350 DEC 18 -40 -$1,784.04 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX P 1750 DEC 18 -40 -$5,641.88 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX P 2150 DEC 18 -42 -$20,455.93 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX C 3250 DEC 18 -23 -$4,496.61 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX C 3500 DEC 18 -25 -$800.35 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX P 1350 DEC 18 -32 -$1,427.23 0.00% N/A 12/21/2018
    UBS - S&P 500 INDEX P 1750 DEC 18 -40 -$5,641.88 0.00% N/A 12/21/2018
    MC - MCDV US DV PAY FIXED 0.29% -4028789 -$320.10 0.00% 0.29 02/21/2019
    MC - MCDV US DV TRS REC 18047 -$120.91 0.00% 0.00 02/21/2019
    CSF - CSFB US CL CPTFEMU AUG 15 28 -8244391 $0.00 0.00% 0.00 08/15/2028
    CSF - CSFB US CL FXD 1.413 AUG 15 23 -8244391 $0.00 0.00% 1.41 08/15/2023
    CSF - CSFB US CL CPTFEMU AUG 15 23 8244391 $15,313.27 0.00% 0.00 08/15/2023
    LCH-LLC FXD 1.522 SEP 20 28 -9239130 $0.00 0.00% 1.52 09/20/2028
    LCH-LLC EUR006M SEP 20 28 9239130 -$9,402.21 0.00% 0.00 09/20/2028
    CSF - CSFB US CL FXD 3.380 AUG 15 27 -1651708 $0.00 0.00% 3.38 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 27 1651708 -$587.53 0.00% 281.50 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 47 -340659 $0.00 0.00% 281.50 08/15/2047
    CSF - CSFB US CL FXD 3.480 AUG 15 47 340659 $11,093.72 0.00% 3.48 08/15/2047
    CSF - CSFB US CL UKRPI AUG 15 47 -386639 $0.00 0.00% 0.00 08/15/2047
    CSF - CSFB US CL FXD 3.445 AUG 15 47 386639 $3,609.55 0.00% 3.45 08/15/2047
    CSF - CSFB US CL FXD 3.386 AUG 15 27 -1866125 $0.00 0.00% 3.39 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 27 1866125 -$2,196.19 0.00% 0.00 08/15/2027
    CME FXD 1.602 SEP 20 28 -4615917 $0.00 0.00% 1.60 09/20/2028
    CSF - CSFB US CL CPTFEMU AUG 15 28 -4074239 $0.00 0.00% 0.00 08/15/2028
    CSF - CSFB US CL FXD 1.568 AUG 15 28 4074239 -$5,220.15 0.00% 1.57 08/15/2028
    CSF - CSFB US CL FXD 1.422 AUG 15 23 -4074239 $0.00 0.00% 1.42 08/15/2023
    CSF - CSFB US CL CPTFEMU AUG 15 23 4074239 $5,197.30 0.00% 0.00 08/15/2023
    CSF - CSFB US CL UKRPI AUG 15 47 -349703 $0.00 0.00% 281.50 08/15/2047
    CSF - CSFB US CL FXD 3.473 AUG 15 47 349703 $9,757.37 0.00% 3.47 08/15/2047
    CSF - CSFB US CL FXD 3.383 AUG 15 27 -1836014 $0.00 0.00% 3.38 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 27 1836014 -$1,406.83 0.00% 281.50 08/15/2027
    MC - MCDV US DV PAY FIXED 0.29% -4089956 -$324.96 0.00% 0.29 02/21/2019
    MC - MCDV US DV TRS REC 18321 -$122.75 0.00% 0.00 02/21/2019
    CSF - CSFB US CL UKRPI AUG 15 47 -386639 $0.00 0.00% 281.50 08/15/2047
    CSF - CSFB US CL FXD 3.470 AUG 15 47 386639 $10,016.24 0.00% 3.47 08/15/2047
    CSF - CSFB US CL FXD 3.384 AUG 15 27 -1866125 $0.00 0.00% 3.38 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 27 1866125 -$1,685.31 0.00% 281.50 08/15/2027
    LCH-LLC FXD 1.574 SEP 20 28 -4619565 $0.00 0.00% 1.57 09/20/2028
    LCH-LLC EUR006M SEP 20 28 4619565 -$18,166.02 0.00% 0.00 09/20/2028
    CSF - CSFB US CL CPTFEMU AUG 15 28 -4122196 $0.00 0.00% 103.64 08/15/2028
    CSF - CSFB US CL FXD 1.560 AUG 15 28 4122196 -$9,139.61 0.00% 1.56 08/15/2028
    CSF - CSFB US CL FXD 1.418 AUG 15 23 -4122196 $0.00 0.00% 1.42 08/15/2023
    CSF - CSFB US CL CPTFEMU AUG 15 23 4122196 $6,394.56 0.00% 103.64 08/15/2023
    CSF - CSFB US CL FXD 3.384 AUG 15 27 -1866125 $0.00 0.00% 3.38 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 27 1866125 -$1,557.61 0.00% 281.50 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 47 -386639 $0.00 0.00% 281.50 08/15/2047
    CSF - CSFB US CL FXD 3.470 AUG 15 47 386639 $10,016.24 0.00% 3.47 08/15/2047
    CHFJPY 06/11/18 107 P - (06/08/18) -3275667 -$2,269.36 0.00% N/A 11/06/2018
    CHFJPY 06/11/18 106.44 P - (06/08/18) -3275667 -$1,964.52 0.00% N/A 11/06/2018
    CHFJPY 06/11/18 105.89 P - (06/08/18) -3275667 -$1,693.55 0.00% N/A 11/06/2018
    CHFJPY 06/11/18 117.09 C - (06/08/18) 3275667 $14,700.03 0.00% N/A 11/06/2018
    CHFJPY 06/11/18 117.65 C - (06/08/18) 3275667 $11,279.05 0.00% N/A 11/06/2018
    CHFJPY 06/11/18 118.2 C - (06/08/18) 3275667 $8,704.85 0.00% N/A 11/06/2018
    LCH-LLC FXD 1.580 SEP 20 28 -4619565 $0.00 0.00% 1.58 09/20/2028
    LCH-LLC EUR006M SEP 20 28 4619565 -$19,662.12 0.00% 0.00 09/20/2028
    CSF - CSFB US CL FXD 1.425 AUG 15 23 -4122196 $0.00 0.00% 1.43 08/15/2023
    CSF - CSFB US CL CPTFEMU AUG 15 23 4122196 $4,500.98 0.00% 103.64 08/15/2023
    CSF - CSFB US CL CPTFEMU AUG 15 28 -4122196 $0.00 0.00% 103.64 08/15/2028
    CSF - CSFB US CL FXD 1.563 AUG 15 28 4122196 -$7,853.89 0.00% 1.56 08/15/2028
    CME FXD 1.948 SEP 20 28 -22241000 $0.00 0.00% 1.95 09/20/2028
    CME STIB3M SEP 20 28 22241000 -$9,275.94 0.00% 0.00 09/20/2028
    LCH-LLC FXD 1.590 SEP 20 28 -4619565 $0.00 0.00% 1.59 09/20/2028
    CSF - CSFB US CL CPTFEMU AUG 15 28 -4122195 $0.00 0.00% 103.64 08/15/2028
    CSF - CSFB US CL FXD 1.565 AUG 15 28 4122195 -$6,567.88 0.00% 1.57 08/15/2028
    CSF - CSFB US CL FXD 1.427 AUG 15 23 -4122195 $0.00 0.00% 1.43 08/15/2023
    CSF - CSFB US CL CPTFEMU AUG 15 23 4122195 $3,995.93 0.00% 103.64 08/15/2023
    78454LAP5 SM ENERGY CO SM 6 5/8 01/15/27 19000 $19,656.72 0.00% B2 6.63 01/15/2027
    CSF - CSFB US CL FXD 3.385 AUG 15 27 -1866125 $0.00 0.00% 3.39 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 27 1866125 -$1,940.74 0.00% 281.50 08/15/2027
    CSF - CSFB US CL UKRPI AUG 15 47 -386639 $0.00 0.00% 281.50 08/15/2047
    CSF - CSFB US CL FXD 3.466 AUG 15 47 386639 $8,988.25 0.00% 3.47 08/15/2047
    GSI - GOLD US DV VAR S&P/ASX 200 INDE 12535 -$11,196.99 0.00% 0.00 12/19/2019
    GSI - GOLD US DV VAR 19/12/19 16.0% -12535 $0.00 0.00% 0.00 12/19/2019
    GSI - GOLD US DV VAR HANG SENG CHINA 56540 -$2,991.19 0.00% 0.00 12/30/2019
    GSI - GOLD US DV VAR 19/12/30 25.2% -56540 $0.00 0.00% 0.00 12/30/2019
    GSI - GOLD US DV VAR HANG SENG INDEX 43796 -$1,345.85 0.00% 0.00 12/30/2019
    GSI - GOLD US DV VAR 19/12/30 22.5% -43796 $0.00 0.00% 0.00 12/30/2019
    GSI - GOLD US DV VAR KOSPI 200 INDEX 5573854 -$5,518.94 0.00% 0.00 12/12/2019
    GSI - GOLD US DV VAR 19/12/12 18.35% -5573854 $0.00 0.00% 0.00 12/12/2019
    SMI 21/12/18 8100 P - (19/07/18) 37 $21,595.54 0.00% N/A 12/21/2018
    MC - MCDV US DV TRS PAY MQCP252E -11536 -$16,863.32 0.00% 0.00 02/21/2019
    MC - MCDV US DV REC FIXED -0.12% 1226816 -$40.33 0.00% 0.00 02/21/2019
    UBS - S&P 500 INDEX P 1400 DEC 19 -7 -$4,409.97 0.00% N/A 12/20/2019
    UBS - S&P 500 INDEX P 1600 DEC 19 -10 -$10,185.94 0.00% N/A 12/20/2019
    UBS - S&P 500 INDEX P 1800 DEC 19 -7 -$11,267.97 0.00% N/A 12/20/2019
    UBS - S&P 500 INDEX P 2000 DEC 19 -9 -$23,562.90 0.00% N/A 12/20/2019
    UBS - S&P 500 INDEX C 3250 DEC 19 -3 -$15,804.98 0.00% N/A 12/20/2019
    UBS - S&P 500 INDEX C 3400 DEC 19 -3 -$6,942.23 0.00% N/A 12/20/2019
    UBS - S&P 500 INDEX C 3500 DEC 19 -2 -$2,437.46 0.00% N/A 12/20/2019
    UBS - S&P 500 INDEX C 3600 DEC 19 -1 -$726.82 0.00% N/A 12/20/2019
    UBS - S&P 500 INDEX C 3700 DEC 19 -1 -$423.77 0.00% N/A 12/20/2019
    UBS - UBSS US DV VAR 19/12/19 15.8% -12536 $0.00 0.00% 0.00 12/19/2019
    UBS - UBSS US DV VAR S&P/ASX 200 INDE 12536 -$9,561.95 0.00% 0.00 12/19/2019
    UBS - UBSS US DV VAR 18/12/28 22.8% -24007 $0.00 0.00% 0.00 12/28/2018
    UBS - UBSS US DV VAR HANG SENG CHINA 24007 -$4,408.83 0.00% 0.00 12/28/2018
    UBS - UBSS US DV VAR 19/12/30 25.3% -24007 $0.00 0.00% 0.00 12/30/2019
    UBS - UBSS US DV VAR HANG SENG CHINA 24007 -$1,652.82 0.00% 0.00 12/30/2019
    UBS - UBSS US DV VAR 19/12/30 25.3% -56541 $0.00 0.00% 0.00 12/30/2019
    UBS - UBSS US DV VAR HANG SENG CHINA 56541 -$3,892.71 0.00% 0.00 12/30/2019
    UBS - UBSS US DV VAR 19/12/30 22.4% -43795 $0.00 0.00% 0.00 12/30/2019
    UBS - UBSS US DV VAR HANG SENG INDEX 43795 -$977.04 0.00% 0.00 12/30/2019
    UBS - UBSS US DV VAR 19/12/12 18.2% -5573854 $0.00 0.00% 0.00 12/12/2019
    UBS - UBSS US DV VAR KOSPI 200 INDEX 5573854 -$4,878.65 0.00% 0.00 12/12/2019
    GSI - S&P 500 INDEX P 1400 DEC 19 -8 -$5,039.97 0.00% N/A 12/20/2019
    GSI - S&P 500 INDEX P 1600 DEC 19 -10 -$10,185.94 0.00% N/A 12/20/2019
    GSI - S&P 500 INDEX P 1800 DEC 19 -7 -$11,267.97 0.00% N/A 12/20/2019
    GSI - S&P 500 INDEX P 2000 DEC 19 -9 -$23,562.90 0.00% N/A 12/20/2019
    GSI - S&P 500 INDEX C 3250 DEC 19 -3 -$15,804.98 0.00% N/A 12/20/2019
    GSI - S&P 500 INDEX C 3400 DEC 19 -3 -$6,942.23 0.00% N/A 12/20/2019
    GSI - S&P 500 INDEX C 3500 DEC 19 -2 -$2,437.46 0.00% N/A 12/20/2019
    GSI - S&P 500 INDEX C 3600 DEC 19 -2 -$1,453.65 0.00% N/A 12/20/2019
    GSI - S&P 500 INDEX C 3700 DEC 19 -1 -$423.77 0.00% N/A 12/20/2019
    UKX 21/12/18 6600 P - (26/07/18) 18 $9,573.10 0.00% N/A 12/21/2018
    MC - MCDV US DV PAY FIXED 0.29% -4090179 -$324.97 0.00% 0.00 02/21/2019
    MC - MCDV US DV TRS REC 18322 -$122.76 0.00% 0.00 02/21/2019
    MC - MCDV US DV PAY FIXED 0.29% -4298461 -$341.52 0.00% 0.00 02/21/2019
    MC - MCDV US DV TRS REC 19255 -$129.01 0.00% 0.00 02/21/2019
    MC - MCDV US DV PAY FIXED 0.29% -4069418 -$323.32 0.00% 0.29 02/21/2019
    MC - MCDV US DV TRS REC 18229 -$122.13 0.00% 0.00 02/21/2019
    JP - JPMS US SWAT VAR S&P/ASX 200 INDE 20105 -$14,398.42 0.00% 0.00 12/19/2019
    JP - JPMS US SWAT VAR 19/12/19 15.84% -20105 $0.00 0.00% 0.00 12/19/2019
    UBS - UBSS US DV VAR HANG SENG CHINA 58219 -$8,878.68 0.00% 0.00 12/30/2019
    UBS - UBSS US DV VAR 19/12/30 26.19% -58219 $0.00 0.00% 0.00 12/30/2019
    JP - JPMS US SWAT VAR HANG SENG INDEX 52785 -$3,441.16 0.00% 0.00 12/30/2019
    JP - JPMS US SWAT VAR 19/12/30 22.94% -52785 $0.00 0.00% 0.00 12/30/2019
    GSI - GOLD US DV VAR KOSPI 200 INDEX 4755062 -$4,637.22 0.00% 0.00 12/12/2019
    GSI - GOLD US DV VAR 19/12/12 18.49% -4755062 $0.00 0.00% 0.00 12/12/2019
    CME FXD 1.676 SEP 21 48 -2044000 $0.00 0.00% 1.68 09/21/2048
    CME BP0006M SEP 21 48 2044000 -$10,346.92 0.00% 0.00 09/21/2048
    SMI 21/12/18 8000 P - (31/07/18) 39 $19,452.95 0.00% N/A 12/21/2018
    SMI 21/12/18 8100 P - (31/07/18) 29 $16,926.23 0.00% N/A 12/21/2018
    SMI 21/12/18 8200 P - (31/07/18) 31 $21,354.79 0.00% N/A 12/21/2018
    UKX 21/12/18 6600 P - (31/07/18) 22 $11,700.46 0.00% N/A 12/21/2018
    MC - MCDV US DV PAY FIXED 0.29% -4069418 -$323.32 0.00% 0.29 02/21/2019
    MC - MCDV US DV TRS REC 18229 -$122.13 0.00% 0.00 02/21/2019
    MC - MCDV US DV REC FIXED -0.12% 2578163 -$84.76 0.00% 0.00 02/21/2019
    SG - SOC US DV VAR HANG SENG CHINA 75518 -$20,627.50 0.00% 0.00 12/28/2018
    SG - SOC US DV VAR 18/12/28 23.3% -75518 $0.00 0.00% 0.00 12/28/2018
    SG - SOC US DV VAR HANG SENG CHINA 75518 -$4,447.73 0.00% 0.00 12/30/2019
    SG - SOC US DV VAR 19/12/30 25.1% -75518 $0.00 0.00% 0.00 12/30/2019
    HSCEI 28/12/18 10700 P - (05/07/18) -8 -$20,063.63 0.00% N/A 12/28/2018
    HSCEI 28/12/18 11100 C - (05/07/18) -8 -$19,846.62 0.00% N/A 12/28/2018
    HSCEI 28/12/18 12400 C - (05/07/18) -12 -$5,594.92 0.00% N/A 12/28/2018
    SG - SOC US DV VAR 18/12/28 24.0% -120668 $0.00 0.00% 0.00 12/28/2018
    SG - SOC US DV VAR 19/12/30 25.0% -120668 $0.00 0.00% 0.00 12/30/2019
    SG - SOC US DV VAR HANG SENG CHINA 120668 -$7,017.15 0.00% 0.00 12/30/2019
    CME FXD 1.904 SEP 20 28 -20970504 $0.00 0.00% 1.90 09/20/2028
    CME STIB3M SEP 20 28 20970504 -$4,112.35 0.00% 0.00 09/20/2028
    HSCEI 28/12/18 11100 C - (05/07/18) -7 -$17,365.79 0.00% N/A 12/28/2018
    HSCEI 28/12/18 12400 C - (05/07/18) -12 -$5,594.92 0.00% N/A 12/28/2018
    HSCEI 28/12/18 10700 P - (05/07/18) -8 -$20,063.63 0.00% N/A 12/28/2018
    SG - SOC US DV VAR 18/12/28 23.5% -134075 $0.00 0.00% 0.00 12/28/2018
    SG - SOC US DV VAR 19/12/30 24.8% -134075 $0.00 0.00% 0.00 12/30/2019
    SG - SOC US DV VAR HANG SENG CHINA 134075 -$4,416.91 0.00% 0.00 12/30/2019
    CME FXD 1.914 SEP 20 28 -20944614 $0.00 0.00% 1.91 09/20/2028
    CME STIB3M SEP 20 28 20944614 -$5,171.18 0.00% 0.00 09/20/2028
    MC - MCDV US DV REC FIXED -0.12% 2578163 -$84.76 0.00% -0.12 02/21/2019
    CSF - CSFB US CL CPURNSA JUL 11 28 -1297000 $0.00 0.00% 0.00 07/11/2028
    CSF - CSFB US CL FXD 2.394 JUL 11 28 1297000 $4,945.98 0.00% 2.39 07/11/2028
    HSCEI 28/12/18 10700 P - (05/07/18) -7 -$17,555.68 0.00% N/A 12/28/2018
    HSCEI 28/12/18 11100 C - (05/07/18) -8 -$19,846.62 0.00% N/A 12/28/2018
    HSCEI 28/12/18 12400 C - (05/07/18) -13 -$6,061.16 0.00% N/A 12/28/2018
    UBS - UBSS US DV VAR 19/12/30 24.7% -134075 $0.00 0.00% 0.00 12/30/2019
    UBS - UBSS US DV VAR HANG SENG CHINA 134075 -$2,288.03 0.00% 0.00 12/30/2019
    UBS - UBSS US DV VAR 18/12/28 23.0% -134075 $0.00 0.00% 0.00 12/28/2018
    CME FXD 1.934 SEP 20 28 -20918725 $0.00 0.00% 1.93 09/20/2028
    CME STIB3M SEP 20 28 20918725 -$7,289.97 0.00% 0.00 09/20/2028
    HSCEI 28/12/18 10700 P - (05/07/18) -8 -$20,063.63 0.00% N/A 12/28/2018
    HSCEI 28/12/18 11100 C - (05/07/18) -7 -$17,365.79 0.00% N/A 12/28/2018
    HSCEI 28/12/18 12400 C - (05/07/18) -12 -$5,594.92 0.00% N/A 12/28/2018
    GSI - GOLD US DV VAR 18/12/28 24.0% -134075 $0.00 0.00% 0.00 12/28/2018
    GSI - GOLD US DV VAR 19/12/30 25.0% -134075 $0.00 0.00% 0.00 12/30/2019
    GSI - GOLD US DV VAR HANG SENG CHINA 134075 -$7,195.36 0.00% 0.00 12/30/2019
    CME FXD 1.898 SEP 20 28 -20918725 $0.00 0.00% 1.90 09/20/2028
    CME STIB3M SEP 20 28 20918725 -$3,411.51 0.00% 0.00 09/20/2028
    HSCEI 28/12/18 12400 C - (05/07/18) -6 -$2,797.46 0.00% N/A 12/28/2018
    HSCEI 28/12/18 11100 C - (05/07/18) -4 -$9,923.31 0.00% N/A 12/28/2018
    HSCEI 28/12/18 10700 P - (05/07/18) -3 -$7,523.86 0.00% N/A 12/28/2018
    SG - SOC US DV VAR 18/12/28 23.5% -75518 $0.00 0.00% 0.00 12/28/2018
    SG - SOC US DV VAR HANG SENG CHINA 75518 -$23,129.49 0.00% 0.00 12/28/2018
    SG - SOC US DV VAR 19/12/30 25.0% -75518 $0.00 0.00% 0.00 12/30/2019
    SG - SOC US DV VAR HANG SENG CHINA 75518 -$3,843.62 0.00% 0.00 12/30/2019
    HSCEI 28/12/18 10700 P - (05/07/18) -4 -$10,031.82 0.00% N/A 12/28/2018
    HSCEI 28/12/18 11100 C - (05/07/18) -4 -$9,923.31 0.00% N/A 12/28/2018
    HSCEI 28/12/18 12400 C - (05/07/18) -7 -$3,263.70 0.00% N/A 12/28/2018
    CME FXD 1.884 SEP 20 28 -20918725 $0.00 0.00% 1.88 09/20/2028
    CME STIB3M SEP 20 28 20918725 -$1,977.02 0.00% 0.00 09/20/2028
    CME FXD 1.889 SEP 20 28 -20918725 $0.00 0.00% 1.89 09/20/2028
    CME STIB3M SEP 20 28 20918725 -$2,508.31 0.00% 0.00 09/20/2028
    CME FXD 1.904 SEP 20 28 -20918725 $0.00 0.00% 1.90 09/20/2028
    CME STIB3M SEP 20 28 20918725 -$4,102.20 0.00% 0.00 09/20/2028
    CME FXD 1.906 SEP 20 28 -20918725 $0.00 0.00% 1.91 09/20/2028
    CME STIB3M SEP 20 28 20918725 -$4,314.72 0.00% 0.00 09/20/2028
    CME FXD 1.900 SEP 20 28 -20918725 $0.00 0.00% 1.90 09/20/2028
    CME STIB3M SEP 20 28 20918725 -$3,677.16 0.00% 0.00 09/20/2028
    GSI - GOLD US DV VAR HANG SENG CHINA 24007 -$5,296.59 0.00% 0.00 12/28/2018
    GSI - GOLD US DV VAR 18/12/28 23.2% -24007 $0.00 0.00% 0.00 12/28/2018
    GSI - GOLD US DV VAR HANG SENG CHINA 24007 -$1,270.06 0.00% 0.00 12/30/2019
    GSI - GOLD US DV VAR 19/12/30 25.2% -24007 $0.00 0.00% 0.00 12/30/2019
    JP - JPMS US SWAT TRS REC NDWUENR 28338 $427.35 0.00% 0.00 01/23/2019
    CSF - CSFB US CL FXD 3.353 FEB 15 28 -3329000 $0.00 0.00% 3.35 02/15/2028
    CSF - CSFB US CL UKRPI FEB 15 28 3329000 -$23,500.95 0.00% 0.00 02/15/2028
    CSF - CSFB US CL CPURNSA FEB 26 28 -649000 $0.00 0.00% 0.00 02/26/2028
    CSF - CSFB US CL FXD 2.319 FEB 26 28 649000 -$3,141.74 0.00% 2.32 02/26/2028
    CSF - CSFB US CL UKRPI FEB 15 48 -292000 $0.00 0.00% 0.00 02/15/2048
    CSF - CSFB US CL FXD 3.480 FEB 15 48 292000 $15,713.52 0.00% 3.48 02/15/2048
    GSI - GOLD US DV VAR 18/12/21 19.7% -23123 $0.00 0.00% 0.00 12/21/2018
    GSI - GOLD US DV VAR 18/12/21 19.7% -15416 $0.00 0.00% 0.00 12/21/2018
    GSI - GOLD US DV VAR 18/12/21 19.7% -7708 $0.00 0.00% 0.00 12/21/2018
    GSI - GOLD US DV VAR 18/12/21 19.7% -23123 $0.00 0.00% 0.00 12/21/2018
    07556QBR5 BEAZER HOMES USA INC BZH 5 7/8 10/15/27 13000 $11,436.03 0.00% B3 5.88 10/15/2027
    CSF - CSFB US CL ADBB3M MAR 18 22 -13352322 $0.00 0.00% 0.00 03/18/2022
    CSF - CSFB US CL ADBB3M MAR 18 22 -8698860 $0.00 0.00% 0.00 03/18/2022
    CSF - CSFB US CL ADBB3M MAR 18 22 -10459737 $0.00 0.00% 0.00 03/18/2022
    CSF - CSFB US CL ADBB3M MAR 18 22 -10326259 $0.00 0.00% 1.82 03/18/2022
    CSF - CSFB US CL ADBB3M MAR 18 22 -10326259 $0.00 0.00% 1.82 03/18/2022
    MC - MCDV US DV PAY FIXED -0.12% -292560 $9.62 0.00% -0.12 02/21/2019
    MC - MCDV US DV TRS REC MQCP252E 2751 $4,021.41 0.00% 0.00 02/21/2019
    526057CK8 LENNAR CORP LEN 8 3/8 01/15/21 13000 $14,471.62 0.00% Ba1 8.38 01/15/2021
    CSF - CSFB US CL FXD 1.641 SEP 21 48 -1126000 $0.00 0.00% 1.64 09/21/2048
    CSF - CSFB US CL BP0006M SEP 21 48 1126000 $33.92 0.00% 0.00 09/21/2048
    UBS - UBSS US DV VAR S&P/ASX 200 INDE 15804 -$15,605.66 0.00% 0.00 12/19/2019
    UBS - UBSS US DV VAR 19/12/19 15.84% -15804 $0.00 0.00% 0.00 12/19/2019
    JP - JPMS US SWAT VAR HANG SENG CHINA 236350 -$15,360.65 0.00% 0.00 12/30/2019
    JP - JPMS US SWAT VAR 19/12/30 25.0% -236350 $0.00 0.00% 0.00 12/30/2019
    JP - JPMS US SWAT VAR HANG SENG INDEX 143767 $2,379.23 0.00% 0.00 12/30/2019
    JP - JPMS US SWAT VAR 19/12/30 21.8% -143767 $0.00 0.00% 0.00 12/30/2019
    JP - S&P 500 INDEX P 1500 DEC 19 -25 -$20,180.73 0.00% N/A 12/20/2019
    JP - S&P 500 INDEX C 3600 DEC 19 -3 -$2,180.47 0.00% N/A 12/20/2019
    CSF - CSFB US CL FXD 1.600 SEP 21 48 -1422461 $0.00 0.00% 1.60 09/21/2048
    CSF - CSFB US CL BP0006M SEP 21 48 1422461 $8,408.55 0.00% 0.00 09/21/2048
    CSF - CSFB US CL FXD 1.626 SEP 21 48 -1422461 $0.00 0.00% 1.63 09/21/2048
    CSF - CSFB US CL BP0006M SEP 21 48 1422461 $3,001.45 0.00% 0.00 09/21/2048
    CSF - CSFB US CL FXD 1.614 SEP 21 48 -1422462 $0.00 0.00% 1.61 09/21/2048
    CSF - CSFB US CL BP0006M SEP 21 48 1422462 $5,551.97 0.00% 0.00 09/21/2048
    GSI - GOLD US DV SWOF DUMMY LEG 41882750 $47.62 0.00% 0.01 09/10/2018
    GSI - GOLD US DV SWOF DUMMY LEG 16866000 $18.94 0.00% 0.01 09/13/2018
    GSI - GOLD US DV SWOF DUMMY LEG 17491750 $19.39 0.00% 0.01 09/14/2018
    CSF - CSFB US CL FXD 1.660 SEP 21 48 -1422461 $0.00 0.00% 1.66 09/21/2048
    CSF - CSFB US CL BP0006M SEP 21 48 1422461 -$3,833.94 0.00% 0.00 09/21/2048
    LCH-LLC CDOR03 JUN 21 21 -9344000 $0.00 0.00% 1.88 06/21/2021
    LCH-LLC FXD 2.281 JUN 21 21 9344000 -$39.63 0.00% 2.28 06/21/2021
    CME FXD .015 SEP 19 21 -8424000 $0.00 0.00% 0.02 09/19/2021
    CME EUR006M SEP 19 21 8424000 -$4,107.68 0.00% -0.27 09/19/2021
    CME FXD .015 SEP 19 21 -15838000 $0.00 0.00% -0.27 09/19/2021
    CME EUR006M SEP 19 21 15838000 -$7,722.87 0.00% -0.27 09/19/2021
    SG - SOC US DV VAR S&P/ASX 200 INDE 13501 -$13,814.84 0.00% 0.00 12/19/2019
    SG - SOC US DV VAR 19/12/19 15.99% -13501 $0.00 0.00% 0.00 12/19/2019
    SG - SOC US DV VAR HANG SENG CHINA 26408 -$2,857.20 0.00% 0.00 12/30/2019
    SG - SOC US DV VAR 19/12/30 25.39% -26408 $0.00 0.00% 0.00 12/30/2019
    SG - SOC US DV VAR KOSPI 200 INDEX 6032000 -$9,174.58 0.00% 0.00 12/12/2019
    SG - SOC US DV VAR 19/12/12 18.8% -6032000 $0.00 0.00% 0.00 12/12/2019
    CHFJPY 02/10/18 117.2 C - (02/07/18) 3254529 $4,913.26 0.00% N/A 10/02/2018
    CHFJPY 02/10/18 106 P - (02/07/18) -3254529 -$168.26 0.00% N/A 10/02/2018
    CHFJPY 02/10/18 106.6 P - (02/07/18) -3254529 -$269.22 0.00% N/A 10/02/2018
    CHFJPY 02/10/18 117.7 C - (02/07/18) 3254529 $3,398.90 0.00% N/A 10/02/2018
    CHFJPY 02/10/18 105.5 P - (02/07/18) -3254529 -$100.96 0.00% N/A 10/02/2018
    LCH-LLC ADBB3M SEP 16 22 -3708000 $0.00 0.00% 0.00 09/16/2022
    LCH-LLC FXD 2.433 SEP 16 22 3708000 $9,208.93 0.00% 2.43 09/16/2022
    CHFJPY 02/10/18 116.6 C - (02/07/18) 3254529 $7,571.80 0.00% N/A 10/02/2018
    BNP - BNPP US DV PAY FIXED 0.15% -18464732 -$307.75 0.00% 0.15 06/25/2019
    CME FXD 1.912 SEP 20 28 -14619807 $0.00 0.00% 1.91 09/20/2028
    CME STIB3M SEP 20 28 14619807 -$3,461.07 0.00% 0.00 09/20/2028
    CSF - CSFB US CL FXD 3.518 OCT 15 47 -457651 $0.00 0.00% 3.52 10/15/2047
    CSF - CSFB US CL FXD 2.148 OCT 20 27 -1857000 $0.00 0.00% 2.15 10/20/2027
    CSF - CSFB US CL FXD 2.150 OCT 20 27 -928000 $0.00 0.00% 2.15 10/20/2027
    CSF - CSFB US CL CPURNSA OCT 20 27 928000 $23,215.40 0.00% 0.00 10/20/2027
    CSF - CSFB US CL FXD 2.131 OCT 23 27 -927000 $0.00 0.00% 2.13 10/23/2027
    CSF - CSFB US CL FXD 3.495 OCT 15 47 -271937 $0.00 0.00% 3.50 10/15/2047
    CSF - CSFB US CL UKRPI OCT 15 47 271937 -$16,398.25 0.00% 274.70 10/15/2047
    JP - JPMS US SWAT PAY US0003M - 34BPS -1515409 -$5,626.87 0.00% 2.48 01/23/2019
    JP - JPMS US SWAT TRS REC NDWUENR 1515409 $22,853.28 0.00% 0.00 01/23/2019
    JP - JPMS US SWAT PAY US0003M - 34BPS -1528404 -$5,675.12 0.00% 2.48 01/23/2019
    JP - JPMS US SWAT TRS REC NDWUENR 1528404 $23,049.25 0.00% 0.00 01/23/2019
    CSF - CSFB US CL FXD 1.581 MAR 16 48 -2115263 $0.00 0.00% 1.58 03/16/2048
    CSF - CSFB US CL BP0006M MAR 16 48 2115263 $21,752.71 0.00% 0.00 03/16/2048
    JP - JPMS US SWAT PAY US0003M - 34BPS -275197 -$1,021.83 0.00% 2.48 01/23/2019
    JP - JPMS US SWAT TRS REC NDWUENR 275197 $4,150.14 0.00% 0.00 01/23/2019
    CSF - CSFB US CL EUR006M MAR 21 28 -3555028 $0.00 0.00% 0.00 03/21/2028
    CSF - CSFB US CL EUR006M MAR 21 28 -3371470 $0.00 0.00% 0.00 03/21/2028
    UBS - UBSS US DV PAY US0003M - 38.5BP -589023 -$1,445.83 0.00% 1.70 09/28/2018
    UBS - UBSS US DV TRS REC NDWUENR 589023 $8,882.82 0.00% 0.00 09/28/2018
    CSF - CSFB US CL FXD 1.552 MAR 16 48 -6104982 $0.00 0.00% 1.55 03/16/2048
    CSF - CSFB US CL EUR006M MAR 21 28 -4842659 $0.00 0.00% 0.00 03/21/2028
    CSF - CSFB US CL EUR006M MAR 21 28 -3471440 $0.00 0.00% 0.00 03/21/2028
    CSF - CSFB US CL EUR006M MAR 21 28 -3445239 $0.00 0.00% 0.00 03/21/2028
    CSF - CSFB US CL EUR006M MAR 21 28 -3432039 $0.00 0.00% 0.00 03/21/2028
    CSF - CSFB US CL EUR006M MAR 21 28 -3514144 $0.00 0.00% 0.00 03/21/2028
    CSF - CSFB US CL EUR006M MAR 21 28 -3521953 $0.00 0.00% 0.00 03/21/2028
    CSF - CSFB US CL FXD 1.576 MAR 16 48 -3052491 $0.00 0.00% 1.58 03/16/2048
    CSF - CSFB US CL FXD 1.614 MAR 16 48 -4635264 $0.00 0.00% 1.61 03/16/2048
    JP - JPMS US SWAT PAY US0003M - 34BPS -356863 -$1,325.07 0.00% 2.48 01/23/2019
    JP - JPMS US SWAT TRS REC NDWUENR 356863 $5,381.71 0.00% 0.00 01/23/2019
    DB - S&P 500 INDEX C 3300 SEP 18 125 $651.75 0.00% N/A 09/21/2018
    CSF - CSFB US CL US0003M MAR 18 23 -10001824 $0.00 0.00% 0.00 03/18/2023
    CSF - CSFB US CL FXD 2.909 MAR 18 27 -4170000 $0.00 0.00% 2.91 03/18/2027
    CSF - CSFB US CL US0003M MAR 18 27 4170000 $15,052.56 0.00% 0.00 03/18/2027
    CSF - CSFB US CL FXD 1.702 MAR 16 48 -932620 $0.00 0.00% 1.70 03/16/2048
    CSF - CSFB US CL BP0006M MAR 16 48 932620 -$6,734.54 0.00% 0.00 03/16/2048
    JP - JPMS US SWAT VAR S&P/ASX 200 INDE 7062 -$19,581.80 0.00% 0.00 12/20/2018
    JP - JPMS US SWAT VAR 18/12/20 15.59% -7062 $0.00 0.00% 0.00 12/20/2018
    CSF - CSFB US CL FXD 1.695 MAR 16 48 -905190 $0.00 0.00% 1.70 03/16/2048
    CSF - CSFB US CL BP0006M MAR 16 48 905190 -$5,621.31 0.00% 0.00 03/16/2048
    CSF - CSFB US CL FXD 1.694 MAR 16 48 -905190 $0.00 0.00% 1.69 03/16/2048
    CSF - CSFB US CL BP0006M MAR 16 48 905190 -$5,425.21 0.00% 0.00 03/16/2048
    UBS - UBSS US DV VAR 18/12/28 26.04% -172863 $0.00 0.00% 0.00 12/28/2018
    JP - JPMS US DV VAR 18/12/28 22.39% -70874 $0.00 0.00% 0.00 12/28/2018
    UBS - UBSS US DV VAR S&P 500 INDEX -12981 $0.00 0.00% 0.00 12/21/2018
    JP - JPMS US DV VAR S&P 500 INDEX -9736 $0.00 0.00% 0.00 12/21/2018
    UBS - UBSS US DV VAR 18/12/21 17.2% 6491 $21,090.29 0.00% 0.00 12/21/2018
    UBS - UBSS US DV VAR S&P 500 INDEX -6491 $0.00 0.00% 0.00 12/21/2018
    CSF - CSFB US CL FXD 3.345 SEP 15 27 -1976000 $0.00 0.00% 3.35 09/15/2027
    CSF - CSFB US CL UKRPI SEP 15 27 1976000 -$1,027.07 0.00% 0.00 09/15/2027
    CSF - CSFB US CL UKRPI SEP 15 47 -175000 $0.00 0.00% 0.00 09/15/2047
    CSF - CSFB US CL FXD 3.460 SEP 15 47 175000 $5,143.65 0.00% 3.46 09/15/2047
    98213CAA8 WRANGLER BUYER CORP WRNGLR 6 10/01/25 21000 $20,895.00 0.00% NR 6.00 10/01/2025
    UBS - UBSS US DV VAR 18/12/28 25.3% -90530 $0.00 0.00% 0.00 12/28/2018
    UBS - UBSS US DV VAR KOSPI 200 INDEX -13999655 $0.00 0.00% 0.00 12/13/2018
    JP - JPMS US SWAT C EUR/USD 1.3507 28807500 $3,351.75 0.00% N/A 02/05/2019
    JP - JPMS US SWAT PAY US0003M - 30BPS -651832 -$2,468.84 0.00% 0.00 01/23/2019
    JP - JPMS US SWAT TRS REC NDWUENR 651832 $9,830.02 0.00% 0.00 01/23/2019
    CSF - CSFB US CL FXD 1.733 MAR 16 48 -1336500 $0.00 0.00% 1.73 03/16/2048
    CSF - CSFB US CL BP0006M MAR 16 48 1336500 -$15,634.90 0.00% 0.00 03/16/2048
    CSF - CSFB US CL FXD 1.743 MAR 16 48 -1336500 $0.00 0.00% 1.74 03/16/2048
    CSF - CSFB US CL BP0006M MAR 16 48 1336500 -$17,565.19 0.00% 0.00 03/16/2048
    MC - MCDV US DV REC FIXED -0.12% 18489012 -$607.86 0.00% -0.12 02/21/2019
    JP - JPMS US SWAT PAY US0003M - 29BPS -28338 -$107.86 0.00% 0.00 01/23/2019
    JP - JPMS US DV VAR S&P 500 INDEX -6913 $0.00 0.00% 0.00 12/21/2018
    JP - JPMS US DV VAR 18/12/21 17.16% 5185 $15,781.28 0.00% 0.00 12/21/2018
    JP - JPMS US DV VAR S&P 500 INDEX -5185 $0.00 0.00% 0.00 12/21/2018
    JP - JPMS US DV VAR 18/12/21 17.21% 3457 $10,662.65 0.00% 0.00 12/21/2018
    JP - JPMS US DV VAR S&P 500 INDEX -3457 $0.00 0.00% 0.00 12/21/2018
    CSF - CSFB US CL FXD 1.500 DEC 15 47 -4658000 $0.00 0.00% 1.50 12/15/2047
    CSF - CSFB US CL EUR006M MAR 21 28 -5560428 $0.00 0.00% 0.00 03/21/2028
    CSF - CSFB US CL US0003M MAR 18 23 -32926568 $0.00 0.00% 0.00 03/18/2023
    CSF - CSFB US CL FXD 2.661 MAR 18 27 -15333017 $0.00 0.00% 2.66 03/18/2027
    UBS - UBSS US DV VAR 18/12/20 16.03% -25242 $0.00 0.00% 0.00 12/20/2018
    SG - SOC US DV VAR HANG SENG INDEX 57462 -$7,404.28 0.00% 0.00 12/28/2018
    SG - SOC US DV VAR 18/12/28 20.45% -57462 $0.00 0.00% 0.00 12/28/2018
    UBS - UBSS US DV VAR 18/12/21 15.25% 29466 -$1,697.73 0.00% 0.00 12/21/2018
    UBS - UBSS US DV VAR S&P 500 INDEX -29466 $0.00 0.00% 0.00 12/21/2018
    CSF - CSFB US CL US0003M MAR 18 23 -31108451 $0.00 0.00% 0.00 03/18/2023
    CSF - CSFB US CL FXD 2.665 MAR 18 27 -14402067 $0.00 0.00% 2.67 03/18/2027
    CSF - CSFB US CL US0003M MAR 18 23 -15568628 $0.00 0.00% 0.00 03/18/2023
    CSF - CSFB US CL FXD 2.655 MAR 18 27 -7273044 $0.00 0.00% 2.66 03/18/2027
    CSF - CSFB US CL EUR006M MAR 21 28 -8678600 $0.00 0.00% 0.00 03/21/2028
    UBS - NIKKEI 225 C 25000 DEC 18 -21 -$12,053.16 0.00% N/A 12/14/2018
    CSF - CSFB US CL US0003M MAR 18 23 -31108451 $0.00 0.00% 0.00 03/18/2023
    CSF - CSFB US CL FXD 2.676 MAR 18 27 -14632500 $0.00 0.00% 2.68 03/18/2027
    CSF - CSFB US CL US0003M MAR 18 23 -31108451 $0.00 0.00% 0.00 03/18/2023
    CSF - CSFB US CL FXD 2.672 MAR 18 27 -14517284 $0.00 0.00% 2.67 03/18/2027
    UBS - UBSS US DV VAR 18/12/20 15.65% -68010 $0.00 0.00% 0.00 12/20/2018
    UBS - UBSS US DV VAR S&P 500 INDEX -82749 $0.00 0.00% 0.00 12/21/2018
    UBS - UBSS US DV VAR 18/12/21 15.35% 82749 $4,798.23 0.00% 0.00 12/21/2018
    CSF - CSFB US CL US0003M MAR 18 23 -31108451 $0.00 0.00% 0.00 03/18/2023
    CSF - CSFB US CL FXD 2.678 MAR 18 27 -14546088 $0.00 0.00% 2.68 03/18/2027
    UBS - UBSS US DV VAR 18/12/20 15.55% -42068 $0.00 0.00% 0.00 12/20/2018
    UBS - UBSS US DV VAR 18/12/20 15.65% -8925 $0.00 0.00% 0.00 12/20/2018
    UBS - UBSS US DV VAR 18/12/20 15.69% -17851 $0.00 0.00% 0.00 12/20/2018
    BNP - BNPP US DV VAR 18/12/20 15.75% -17850 $0.00 0.00% 0.00 12/20/2018
    UBS - UBSS US DV VAR 18/12/20 15.77% -17851 $0.00 0.00% 0.00 12/20/2018
    CSF - CSFB US CL STIB3M DEC 21 27 -59145000 $0.00 0.00% 0.00 12/21/2027
    CSF - CSFB US CL CPTFEMU OCT 15 27 -11614000 $0.00 0.00% 0.00 10/15/2027
    CSF - CSFB US CL FXD 2.155 OCT 04 27 -1797000 $0.00 0.00% 2.16 10/04/2027
    MS - MORG US DV PAY FIXED 0.1% -256586 -$5.80 0.00% 0.10 09/21/2018
    MS - MORG US DV TRS REC MSEUDSP6 256586 -$1,132.55 0.00% 0.00 09/21/2018
    MS - MORG US DV PAY FIXED 0.1% -256830 -$5.81 0.00% 0.10 09/21/2018
    MS - MORG US DV TRS REC MSEUDSW6 256830 -$1,124.62 0.00% 0.00 09/21/2018
    UBS - UBSS US DV PAY US0003M - 38.5BP -3097999 -$11,243.73 0.00% 1.95 09/25/2018
    UBS - UBSS US DV PAY US0003M - 38.5BP -3081998 -$11,185.66 0.00% 1.95 09/26/2018
    UBS - UBSS US DV PAY US0003M - 38.5BP -961227 -$3,488.63 0.00% 1.95 09/26/2018
    UBS - UBSS US DV TRS REC NDWUENR 961227 $14,495.88 0.00% 0.00 09/26/2018
    JP - JPMS US DV VAR 18/12/28 21.95% -101230 $0.00 0.00% 0.00 12/28/2018
    MS - MORG US DV PAY FIXED 0.1% -578543 -$13.09 0.00% 0.10 09/21/2018
    MS - MORG US DV TRS REC MSEUDSP6 578543 -$2,553.65 0.00% 0.00 09/21/2018
    UBS - UBSS US DV VAR 18/12/28 21.68% -102774 $0.00 0.00% 0.00 12/28/2018
    CSF - CSFB US CL FXD 1.648 DEC 15 47 -910000 $0.00 0.00% 1.65 12/15/2047
    CSF - CSFB US CL BP0006M DEC 15 47 910000 $1,267.53 0.00% 0.00 12/15/2047
    CSF - CSFB US CL UKRPI OCT 15 27 -3496572 $0.00 0.00% 0.00 10/15/2027
    CSF - CSFB US CL FXD 3.352 OCT 15 27 3496572 $19,729.32 0.00% 3.35 10/15/2027
    CSF - CSFB US CL FXD 1.598 DEC 15 47 -1190841 $0.00 0.00% 1.60 12/15/2047
    CSF - CSFB US CL BP0006M DEC 15 47 1190841 $10,373.18 0.00% 0.00 12/15/2047
    CSF - CSFB US CL UKRPI OCT 15 27 -7185447 $0.00 0.00% 0.00 10/15/2027
    CSF - CSFB US CL FXD 3.531 OCT 15 47 -637412 $0.00 0.00% 3.53 10/15/2047
    CSF - CSFB US CL FXD 2.131 OCT 19 27 -1857000 $0.00 0.00% 2.13 10/19/2027
    CSF - CSFB US CL FXD 2.123 OCT 19 27 -1857000 $0.00 0.00% 2.12 10/19/2027
    CSF - CSFB US CL FXD 1.608 DEC 15 47 -1664000 $0.00 0.00% 1.61 12/15/2047
    CSF - CSFB US CL BP0006M DEC 15 47 1664000 $11,962.92 0.00% 0.00 12/15/2047
    UBS - UBSS US DV VAR 18/12/28 25.0% -90507 $0.00 0.00% 0.00 12/28/2018
    UBS - UBSS US DV VAR KOSPI 200 INDEX -14015779 $0.00 0.00% 0.00 12/13/2018
    CSF - CSFB US CL UKRPI OCT 15 27 -5356981 $0.00 0.00% 0.00 10/15/2027
    MS - MORG US DV PAY FIXED 0.1% -154931 -$3.51 0.00% 0.10 09/21/2018
    MS - MORG US DV TRS REC MSEUDSP6 154931 -$683.86 0.00% 0.00 09/21/2018
    UBS - UBSS US DV VAR HANG SENG INDEX 66302 -$21,682.93 0.00% 0.00 12/28/2018
    UBS - UBSS US DV VAR 18/12/28 21.48% -66302 $0.00 0.00% 0.00 12/28/2018
    UBS - UBSS US DV VAR S&P 500 INDEX -10435 $0.00 0.00% 0.00 12/21/2018
    UBS - UBSS US DV VAR 18/12/21 17.75% 7827 $23,292.18 0.00% 0.00 12/21/2018
    UBS - UBSS US DV VAR S&P 500 INDEX -7827 $0.00 0.00% 0.00 12/21/2018
    UBS - UBSS US DV VAR 18/12/21 17.75% 5218 $15,528.12 0.00% 0.00 12/21/2018
    UBS - UBSS US DV VAR S&P 500 INDEX -5218 $0.00 0.00% 0.00 12/21/2018
    JP - JPMS US SWAT VAR HANG SENG INDEX 34239 -$10,890.30 0.00% 0.00 12/28/2018
    JP - JPMS US SWAT VAR 18/12/28 21.43% -34239 $0.00 0.00% 0.00 12/28/2018
    GSI - GOLD US DV VAR S&P 500 INDEX -8897 $0.00 0.00% 0.00 12/21/2018
    GSI - GOLD US DV VAR 18/12/21 16.65% 8897 $17,086.50 0.00% 0.00 12/21/2018
    GSI - GOLD US DV VAR S&P 500 INDEX -17794 $0.00 0.00% 0.00 12/21/2018
    GSI - GOLD US DV VAR S&P 500 INDEX -13345 $0.00 0.00% 0.00 12/21/2018
    RXU8 EURO-BUND SEP 18 0 $0.00 0.00% N/A 09/06/2018
    DUU8 EURO-SCHATZ FUT Sep18DUU8 0 $0.00 0.00% N/A 09/06/2018
    IKU8 Euro-BTP Future Sep18IKU8 0 $0.00 0.00% N/A 09/06/2018
    SG - SOC US DV VAR 18/12/21 16.41% 9450 $13,737.80 0.00% 0.00 12/21/2018
    SG - SOC US DV VAR S&P 500 INDEX -9450 $0.00 0.00% 0.00 12/21/2018
    SG - SOC US DV VAR 18/12/21 16.41% 7088 $10,304.08 0.00% 0.00 12/21/2018
    SG - SOC US DV VAR S&P 500 INDEX -7088 $0.00 0.00% 0.00 12/21/2018
    SG - SOC US DV VAR 18/12/21 16.41% 4725 $6,868.90 0.00% 0.00 12/21/2018
    SG - SOC US DV VAR S&P 500 INDEX -4725 $0.00 0.00% 0.00 12/21/2018
    UBU8 EURO BUXL 30Y BND Sep18UBU8 0 $0.00 0.00% N/A 09/06/2018
    CSF - CSFB US CL STIB3M DEC 21 27 -90533000 $0.00 0.00% 0.00 12/21/2027
    CSF - CSFB US CL UKRPI JAN 15 28 -8640000 $0.00 0.00% 0.00 01/15/2028
    CSF - CSFB US CL FXD 3.510 JAN 15 48 -758000 $0.00 0.00% 3.51 01/15/2048
    CSF - CSFB US CL FXD 2.245 JAN 09 28 -5359000 $0.00 0.00% 2.25 01/09/2028
    BNP - HANG SENG CHIN C 11200 DEC 18 10 $22,103.94 0.00% N/A 12/28/2018
    SG - SOC US DV VAR 18/12/28 26.0% -100894 $0.00 0.00% 0.00 12/28/2018
    DB - DEUB US DV VAR 18/12/28 22.3% -75671 $0.00 0.00% 0.00 12/28/2018
    SG - SOC US DV VAR 18/12/13 19.85% -7343938 $0.00 0.00% 0.00 12/13/2018
    SG - SOC US DV VAR S&P 500 INDEX -12922 $0.00 0.00% 0.00 12/21/2018
    DB - DEUB US DV VAR S&P 500 INDEX -9692 $0.00 0.00% 0.00 12/21/2018
    SG - SOC US DV VAR 18/12/21 17.37% 6461 $21,253.21 0.00% 0.00 12/21/2018
    SG - SOC US DV VAR S&P 500 INDEX -6461 $0.00 0.00% 0.00 12/21/2018
    CSF - CSFB US CL CPTFEMU SEP 15 27 -11580000 $0.00 0.00% 0.00 09/15/2027
    CSF - CSFB US CL FXD 1.258 SEP 15 22 -11580000 $0.00 0.00% 1.26 09/15/2022
    CSF - CSFB US CL UKRPI SEP 15 27 -4846000 $0.00 0.00% 0.00 09/15/2027
    CSF - CSFB US CL FXD 3.500 SEP 15 47 -428000 $0.00 0.00% 3.50 09/15/2047
    CSF - CSFB US CL FXD 2.164 SEP 27 27 -2137000 $0.00 0.00% 2.16 09/27/2027
    14987RAA6 CINCINNATI BELL INC CBB 8 10/15/25 12000 $11,072.67 0.00% B3 8.00 10/15/2025
    JP - JPMS US DV VAR HANG SENG INDEX 43405 -$21,312.56 0.00% 0.00 12/28/2018
    JP - JPMS US DV VAR 18/12/28 22.44% -43405 $0.00 0.00% 0.00 12/28/2018
    SG - SOC US DV VAR S&P 500 INDEX -14230 $0.00 0.00% 0.00 12/21/2018
    SG - SOC US DV VAR S&P 500 INDEX -10672 $0.00 0.00% 0.00 12/21/2018
    JP - JPMS US DV VAR 18/12/21 17.31% 7115 $22,844.45 0.00% 0.00 12/21/2018
    JP - JPMS US DV VAR S&P 500 INDEX -7115 $0.00 0.00% 0.00 12/21/2018
    MS - MORG US DV PAY FIXED 0.1% -851633 -$19.27 0.00% 0.10 09/21/2018
    MS - MORG US DV TRS REC MSEUDSP6 851633 -$3,759.06 0.00% 0.00 09/21/2018
    SG - SOC US DV VAR 18/12/28 25.95% -45265 $0.00 0.00% 0.00 12/28/2018
    SG - SOC US DV VAR HANG SENG CHINA 45265 -$23,800.60 0.00% 0.00 12/28/2018
    SG - SOC US DV VAR KOSPI 200 INDEX -7069280 $0.00 0.00% 0.00 12/13/2018
    MS - MORG US DV PAY FIXED 0.1% -850388 -$19.24 0.00% 0.10 09/21/2018
    MS - MORG US DV TRS REC MSEUDSW6 850388 -$3,723.71 0.00% 0.00 09/21/2018
    SG - SOC US DV VAR 18/12/28 26.0% -45265 $0.00 0.00% 0.00 12/28/2018
    SG - SOC US DV VAR HANG SENG CHINA 45265 -$24,072.70 0.00% 0.00 12/28/2018
    SG - SOC US DV VAR KOSPI 200 INDEX -7069280 $0.00 0.00% 0.00 12/13/2018
    CSF - CSFB US CL FXD 1.278 OCT 15 22 -11614000 $0.00 0.00% 1.28 10/15/2022
    CSF - CSFB US CL UKRPI OCT 15 27 -4098000 $0.00 0.00% 0.00 10/15/2027
    CSF - CSFB US CL FXD 3.460 OCT 15 47 -362000 $0.00 0.00% 3.46 10/15/2047
    CSF - CSFB US CL UKRPI OCT 15 47 362000 -$12,941.13 0.00% 0.00 10/15/2047
    JP - JPMS US DV VAR 18/12/21 17.21% 6913 $21,322.21 0.00% 0.00 12/21/2018
    JP - JPMS US DV VAR S&P 500 INDEX -10521 $0.00 0.00% 0.00 12/21/2018
    CME MXIBTIIE JUN 16 21 -4000000 $0.00 0.00% 7.51 06/16/2021
    CME FXD 6.925 JUN 16 21 4000000 -$3,552.12 0.00% 6.93 06/16/2021
    JP - JPMS US DV VAR 18/12/28 21.85% -98722 $0.00 0.00% 0.00 12/28/2018
    CSF - CSFB US CL FXD 1.300 OCT 15 22 -7097000 $0.00 0.00% 1.30 10/15/2022
    CSF - CSFB US CL UKRPI OCT 15 27 -3729000 $0.00 0.00% 0.00 10/15/2027
    CSF - CSFB US CL FXD 3.358 OCT 15 27 3729000 $24,026.40 0.00% 3.36 10/15/2027
    CSF - CSFB US CL FXD 3.470 OCT 15 47 -327000 $0.00 0.00% 3.47 10/15/2047
    CSF - CSFB US CL UKRPI OCT 15 47 327000 -$14,008.43 0.00% 0.00 10/15/2047
    CSF - CSFB US CL FXD 2.158 NOV 01 27 -1220000 $0.00 0.00% 2.16 11/01/2027
    MS - MORG US DV PAY FIXED 0.1% -79899 -$2.32 0.00% 0.10 09/21/2018
    MS - MORG US DV TRS REC MSEUDSW6 79899 -$349.86 0.00% 0.00 09/21/2018
    MS - MORG US DV PAY FIXED 0.1% -79918 -$2.32 0.00% 0.10 09/21/2018
    MS - MORG US DV TRS REC MSEUDSP6 79918 -$352.75 0.00% 0.00 09/21/2018
    JP - JPMS US SWAT VAR 18/12/28 21.09% -84145 $0.00 0.00% 0.00 12/28/2018
    JP - JPMS US SWAT VAR S&P 500 INDEX -12133 $0.00 0.00% 0.00 12/21/2018
    UBS - UBSS US DV PAY US0003M - 38.5BP -551370 -$2,001.12 0.00% 0.00 09/28/2018
    UBS - UBSS US DV TRS REC NDWUENR 551370 $8,314.99 0.00% 0.00 09/28/2018
    COLLATERAL CREDIT SUISSE NM MXN 69148 $3,616.43 0.00% N/A
    CSF - CSFB US CL UKRPI AUG 15 27 -2125187 $0.00 0.00% 0.00 08/15/2027
    CSF - CSFB US CL FXD 3.378 AUG 15 27 2125187 $1,464.52 0.00% 3.38 08/15/2027
    CSF - CSFB US CL FXD 3.480 AUG 15 47 -177615 $0.00 0.00% 3.48 08/15/2047
    CSF - CSFB US CL UKRPI AUG 15 47 177615 -$6,340.32 0.00% 0.00 08/15/2047
    CSF - CSFB US CL FXD 2.093 AUG 21 27 -911000 $0.00 0.00% 2.09 08/21/2027
    CSF - CSFB US CL UKRPI AUG 15 27 -2125187 $0.00 0.00% 0.00 08/15/2027
    CSF - CSFB US CL FXD 3.374 AUG 15 27 2125187 $212.97 0.00% 3.37 08/15/2027
    CSF - CSFB US CL FXD 3.478 AUG 15 47 -177615 $0.00 0.00% 3.48 08/15/2047
    CSF - CSFB US CL UKRPI AUG 15 47 177615 -$6,102.77 0.00% 0.00 08/15/2047
    CSF - CSFB US CL FXD 2.079 AUG 22 27 -456000 $0.00 0.00% 2.08 08/22/2027
    CSF - CSFB US CL CPURNSA AUG 22 27 456000 $13,962.95 0.00% 244.88 08/22/2027
    CSF - CSFB US CL FXD 3.458 AUG 15 47 -88553 $0.00 0.00% 3.46 08/15/2047
    CSF - CSFB US CL UKRPI AUG 15 47 88553 -$1,743.98 0.00% 272.30 08/15/2047
    CSF - CSFB US CL UKRPI AUG 15 27 -1086556 $0.00 0.00% 272.30 08/15/2027
    CSF - CSFB US CL FXD 3.353 AUG 15 27 1086556 -$3,513.12 0.00% 3.35 08/15/2027
    CSF - CSFB US CL FXD 2.074 AUG 23 27 -911000 $0.00 0.00% 2.07 08/23/2027
    CSF - CSFB US CL UKRPI AUG 15 27 -1086557 $0.00 0.00% 272.30 08/15/2027
    CSF - CSFB US CL FXD 3.343 AUG 15 27 1086557 -$5,215.31 0.00% 3.34 08/15/2027
    CSF - CSFB US CL FXD 3.453 AUG 15 47 -88552 $0.00 0.00% 3.45 08/15/2047
    CSF - CSFB US CL UKRPI AUG 15 47 88552 -$1,430.27 0.00% 0.00 08/15/2047
    CSF - CSFB US CL UKRPI AUG 15 27 -1086556 $0.00 0.00% 272.30 08/15/2027
    CSF - CSFB US CL FXD 3.343 AUG 15 27 1086556 -$5,215.30 0.00% 3.34 08/15/2027
    CSF - CSFB US CL FXD 3.453 AUG 15 47 -88553 $0.00 0.00% 3.45 08/15/2047
    CSF - CSFB US CL UKRPI AUG 15 47 88553 -$1,430.28 0.00% 0.00 08/15/2047
    CSF - CSFB US CL UKRPI AUG 15 27 -2142150 $0.00 0.00% 272.30 08/15/2027
    CSF - CSFB US CL FXD 3.335 AUG 15 27 2142150 -$12,797.01 0.00% 3.34 08/15/2027
    CSF - CSFB US CL FXD 3.454 AUG 15 47 -174580 $0.00 0.00% 3.45 08/15/2047
    CSF - CSFB US CL UKRPI AUG 15 47 174580 -$2,974.30 0.00% 0.00 08/15/2047
    CSF - CSFB US CL FXD 2.082 AUG 24 27 -911000 $0.00 0.00% 2.08 08/24/2027
    22819KAB6 CROWN AMERICAS LLC / CROWN AMERICAS CAPITAL CORP V CCK 4 1/4 09/30/26 20000 $18,754.17 0.00% Ba3 4.25 09/30/2026
    CSF - CSFB US CL UKRPI AUG 15 27 -852807 $0.00 0.00% 272.30 08/15/2027
    CSF - CSFB US CL FXD 3.321 AUG 15 27 852807 -$6,961.75 0.00% 3.32 08/15/2027
    CSF - CSFB US CL FXD 3.443 AUG 15 47 -87532 $0.00 0.00% 3.44 08/15/2047
    CSF - CSFB US CL UKRPI AUG 15 47 87532 -$794.93 0.00% 0.00 08/15/2047
    UBS - UBSS US DV VAR KOSPI 200 INDEX 3775955 -$16,105.25 0.00% 0.00 12/13/2018
    UBS - UBSS US DV VAR 18/12/13 18.85% -3775955 $0.00 0.00% 0.00 12/13/2018
    CSF - CSFB US CL CPTFEMU SEP 15 27 -9791000 $0.00 0.00% 0.00 09/15/2027
    CSF - CSFB US CL FXD 1.263 SEP 15 22 -9791000 $0.00 0.00% 1.26 09/15/2022
    CSF - CSFB US CL UKRPI SEP 15 27 -4006000 $0.00 0.00% 0.00 09/15/2027
    CSF - CSFB US CL FXD 3.373 SEP 15 27 4006000 $19,649.94 0.00% 3.37 09/15/2027
    CSF - CSFB US CL FXD 3.482 SEP 15 47 -354000 $0.00 0.00% 3.48 09/15/2047
    CSF - CSFB US CL UKRPI SEP 15 47 354000 -$15,941.48 0.00% 0.00 09/15/2047
    CSF - CSFB US CL FXD 2.096 SEP 11 27 -2097000 $0.00 0.00% 2.10 09/11/2027
    MS - MORG US DV PAY FIXED 0.1% -155186 -$3.51 0.00% 0.10 09/21/2018
    MS - MORG US DV TRS REC MSEUDSW6 155186 -$679.53 0.00% 0.00 09/21/2018
    CSF - CSFB US CL FXD 3.436 AUG 15 47 -108000 $0.00 0.00% 3.44 08/15/2047
    CSF - CSFB US CL UKRPI AUG 15 47 108000 -$485.63 0.00% 0.00 08/15/2047
    CSF - CSFB US CL FXD 2.095 AUG 04 27 -666000 $0.00 0.00% 2.10 08/04/2027
    CSF - CSFB US CL CPURNSA AUG 04 27 666000 $18,987.99 0.00% 0.00 08/04/2027
    91823KAA7 VFH PARENT LLC / ORCHESTRA CO-ISSUER INC VIRT 6 3/4 06/15/22 17000 $17,794.75 0.00% NR 6.75 06/15/2022
    CSF - CSFB US CL FXD 1.310 AUG 15 22 -9823215 $0.00 0.00% 1.31 08/15/2022
    CSF - CSFB US CL CPTFEMU AUG 15 27 -9823215 $0.00 0.00% 101.84 08/15/2027
    CSF - CSFB US CL FXD 1.315 AUG 15 22 -4426030 $0.00 0.00% 1.32 08/15/2022
    CSF - CSFB US CL CPTFEMU AUG 15 27 -4426030 $0.00 0.00% 101.84 08/15/2027
    SG - SOC US DV VAR 18/12/13 20.28% -9532185 $0.00 0.00% 0.00 12/13/2018
    SG - SOC US DV VAR S&P 500 INDEX -8397 $0.00 0.00% 0.00 12/21/2018
    CSF - CSFB US CL CPTFEMU AUG 15 27 -5238000 $0.00 0.00% 101.84 08/15/2027
    CSF - CSFB US CL FXD 2.069 AUG 25 27 -456000 $0.00 0.00% 2.07 08/25/2027
    CSF - CSFB US CL CPURNSA AUG 25 27 456000 $14,418.36 0.00% 0.00 08/25/2027
    CSF - CSFB US CL FXD 2.093 AUG 21 27 -911000 $0.00 0.00% 2.09 08/21/2027
    CSF - CSFB US CL FXD 3.524 MAY 15 47 -669750 $0.00 0.00% 3.52 05/15/2047
    SMH8 SWISS MKT IX FUTR Mar18SMH8 0 $0.00 0.00% N/A 03/16/2018
    BNP - BNPP US DV VAR 18/12/13 19.89% -5025483 $0.00 0.00% 0.00 12/13/2018
    BNP - BNPP US DV VAR S&P 500 INDEX -10045 $0.00 0.00% 2438.30 12/21/2018
    CSF - CSFB US CL UKRPI JUN 15 27 -671000 $0.00 0.00% 271.70 06/15/2027
    CSF - CSFB US CL FXD 3.370 JUN 15 27 671000 -$733.64 0.00% 3.37 06/15/2027
    CSF - CSFB US CL FXD 3.420 JUN 15 47 -60000 $0.00 0.00% 3.42 06/15/2047
    CSF - CSFB US CL UKRPI JUN 15 47 60000 $522.41 0.00% 271.70 06/15/2047
    CSF - CSFB US CL CPTFEMU JUL 15 27 -4068121 $0.00 0.00% 101.84 07/15/2027
    BNP - BNPP US DV VAR 18/12/13 20.19% -3203439 $0.00 0.00% 0.00 12/13/2018
    BNP - BNPP US DV VAR KOSPI 200 INDEX 3203439 -$16,766.94 0.00% 310.66 12/13/2018
    BNP - BNPP US DV VAR S&P 500 INDEX -1460 $0.00 0.00% 2425.18 12/21/2018
    BNP - BNPP US DV VAR 18/12/21 17.75% 1460 $6,054.10 0.00% 0.00 12/21/2018
    CIT - CITI US DV VAR KOSPI 200 INDEX 2733301 -$13,219.29 0.00% 0.00 12/13/2018
    CIT - CITI US DV VAR 18/12/13 19.59% -2733301 $0.00 0.00% 0.00 12/13/2018
    CIT - CITI US DV VAR 18/12/21 17.41% 5703 $22,007.62 0.00% 0.00 12/21/2018
    CIT - CITI US DV VAR S&P 500 INDEX -5703 $0.00 0.00% 0.00 12/21/2018
    CSF - CSFB US CL FXD 3.289 JUL 15 27 778000 -$10,437.16 0.00% 3.29 07/15/2027
    CSF - CSFB US CL UKRPI JUL 15 27 -778000 $0.00 0.00% 271.70 07/15/2027
    UBS - UBSS US DV VAR 18/12/13 19.44% -10756540 $0.00 0.00% 0.00 12/13/2018
    UBS - UBSS US DV VAR S&P 500 INDEX -14160 $0.00 0.00% 2459.27 12/21/2018
    CSF - CSFB US CL FXD 3.351 JUL 15 47 -70000 $0.00 0.00% 3.35 07/15/2047
    CSF - CSFB US CL UKRPI JUL 15 47 70000 $3,899.86 0.00% 271.70 07/15/2047
    CSF - CSFB US CL FXD 2.099 JUL 20 27 -659000 $0.00 0.00% 2.10 07/20/2027
    CSF - CSFB US CL CPURNSA JUL 20 27 659000 $18,050.34 0.00% 244.65 07/20/2027
    CSF - CSFB US CL CPTFEMU JUL 15 27 -5907432 $0.00 0.00% 101.84 07/15/2027
    UBS - UBSS US DV VAR 18/12/13 19.95% -1320058 $0.00 0.00% 0.00 12/13/2018
    UBS - UBSS US DV VAR KOSPI 200 INDEX 1320058 -$6,960.99 0.00% 301.71 12/13/2018
    125581GU6 CIT GROUP INC CIT 5.8 PERP 10000 $10,097.44 0.00% Ba3 5.80 12/31/2049
    428040CT4 HERTZ CORP/THE HTZ 7 5/8 06/01/22 23000 $23,323.44 0.00% B2 7.63 06/01/2022
    CSF - CSFB US CL CPURNSA JUN 08 27 -5969000 $0.00 0.00% 244.52 06/08/2027
    CIT - CITI US DV VAR 18/12/13 20.0% -5276998 $0.00 0.00% 0.00 12/13/2018
    CIT - CITI US DV VAR S&P 500 INDEX -5212 $0.00 0.00% 2440.35 12/21/2018
    CIT - CITI US DV VAR 18/12/21 18.2% 5212 $23,922.58 0.00% 0.00 12/21/2018
    UBS - UBSS US DV VAR 18/12/28 21.79% -117286 $0.00 0.00% 0.00 12/28/2018
    CIT - CITI US DV VAR S&P 500 INDEX -7947 $0.00 0.00% 0.00 12/21/2018
    CIT - CITI US DV VAR 18/12/21 17.62% 5960 $21,543.82 0.00% 0.00 12/21/2018
    CIT - CITI US DV VAR S&P 500 INDEX -5960 $0.00 0.00% 0.00 12/21/2018
    CIT - CITI US DV VAR 18/12/21 17.62% 3974 $14,364.96 0.00% 0.00 12/21/2018
    CIT - CITI US DV VAR S&P 500 INDEX -3974 $0.00 0.00% 0.00 12/21/2018
    JP - JPMS US DV VAR 18/12/28 25.05% -140000 $0.00 0.00% 0.00 12/28/2018
    UBS - UBSS US DV VAR KOSPI 200 INDEX -8775209 $0.00 0.00% 0.00 12/13/2018
    MS - MORG US DV PAY FIXED 0.1% -578403 -$13.09 0.00% 0.10 09/21/2018
    MS - MORG US DV TRS REC MSEUDSW6 578403 -$2,532.73 0.00% 0.00 09/21/2018
    UBS - UBSS US DV PAY US0003M - 38.5BP -2386136 -$8,660.13 0.00% 1.36 09/27/2018
    UBS - UBSS US DV PAY US0003M - 38.5BP -2396476 -$8,697.66 0.00% 1.36 09/28/2018
    JP - JPMS US DV VAR 18/12/28 25.59% -331164 $0.00 0.00% 0.00 12/28/2018
    JP - JPMS US DV VAR S&P 500 INDEX -21041 $0.00 0.00% 0.00 12/21/2018
    JP - JPMS US DV VAR S&P 500 INDEX -15781 $0.00 0.00% 0.00 12/21/2018
    CSF - CSFB US CL FXD 2.300 JAN 12 27 -1455000 $0.00 0.00% 2.30 01/12/2027
    CSF - CSFB US CL CPURNSA JAN 12 27 1455000 $5,976.85 0.00% 241.35 01/12/2027
    CSF - CSFB US CL UKRPI JAN 15 27 -1020579 $0.00 0.00% 265.50 01/15/2027
    CSF - CSFB US CL FXD 2.294 JAN 12 27 -1455000 $0.00 0.00% 2.29 01/12/2027
    CSF - CSFB US CL CPURNSA JAN 12 27 1455000 $6,841.99 0.00% 241.35 01/12/2027
    CSF - CSFB US CL UKRPI JAN 15 27 -1020580 $0.00 0.00% 265.50 01/15/2027
    CSF - CSFB US CL UKRPI JAN 15 27 -1401841 $0.00 0.00% 265.50 01/15/2027
    CSF - CSFB US CL FXD 2.304 JAN 12 27 -866000 $0.00 0.00% 2.30 01/12/2027
    CSF - CSFB US CL CPURNSA JAN 12 27 866000 $3,235.29 0.00% 241.35 01/12/2027
    CSF - CSFB US CL FXD 2.294 JAN 12 27 866000 -$4,072.28 0.00% 2.29 01/12/2027
    CSF - CSFB US CL CPURNSA JAN 12 27 -866000 $0.00 0.00% 241.35 01/12/2027
    VGH8 EURO STOXX 50 Mar18VGH8 0 $0.00 0.00% N/A 03/16/2018
    606822AK0 MITSUBISHI UFJ FINANCIAL GROUP INC MUFG FLOAT 02/22/22 20000 $20,231.54 0.00% A1 2.60 02/22/2022
    CSF - CSFB US CL UKRPI MAR 15 27 -1551000 $0.00 0.00% 265.50 03/15/2027
    CSF - CSFB US CL CPURNSA MAR 03 27 2559000 $14,110.33 0.00% 242.84 03/03/2027
    CSF - CSFB US CL FXD 2.280 MAR 03 27 -2559000 $0.00 0.00% 2.28 03/03/2027
    CSF - CSFB US CL FXD 1.222 JUL 15 22 -5907432 $0.00 0.00% 1.22 07/15/2022
    00164VAE3 AMC NETWORKS INC AMCX 4 3/4 08/01/25 13000 $12,628.96 0.00% Ba3 4.75 08/01/2025
    CSF - CSFB US CL UKRPI MAR 15 27 -389000 $0.00 0.00% 265.50 03/15/2027
    CSF - CSFB US CL FXD 3.475 MAR 15 27 389000 $4,740.18 0.00% 3.48 03/15/2027
    CSF - CSFB US CL FXD 2.288 MAR 23 27 -321000 $0.00 0.00% 2.29 03/23/2027
    CSF - CSFB US CL CPURNSA MAR 23 27 321000 $1,069.44 0.00% 243.60 03/23/2027
    Z H8 FTSE 100 IDX FUT Mar18Z H8 0 $0.00 0.00% N/A 03/16/2018
    CSF - CSFB US CL FXD 3.495 MAR 15 27 1519000 $23,357.00 0.00% 3.50 03/15/2027
    CSF - CSFB US CL UKRPI MAR 15 27 -1519000 $0.00 0.00% 268.40 03/15/2027
    CSF - CSFB US CL CPURNSA MAR 28 27 2135000 $13,825.62 0.00% 243.60 03/28/2027
    CSF - CSFB US CL FXD 2.253 MAR 28 27 -2135000 $0.00 0.00% 2.25 03/28/2027
    CSF - CSFB US CL FXD 2.199 APR 26 27 -2410000 $0.00 0.00% 2.20 04/26/2027
    CSF - CSFB US CL FXD 3.448 APR 15 27 1386667 $22,018.95 0.00% 3.45 04/15/2027
    CSF - CSFB US CL UKRPI APR 15 27 -1386667 $0.00 0.00% 269.30 04/15/2027
    CSF - CSFB US CL FXD 2.147 APR 25 27 -1205000 $0.00 0.00% 2.15 04/25/2027
    CSF - CSFB US CL CPURNSA APR 25 27 1205000 $20,595.26 0.00% 243.80 04/25/2027
    CSF - CSFB US CL UKRPI APR 15 27 -693333 $0.00 0.00% 268.40 04/15/2027
    CSF - CSFB US CL FXD 3.418 APR 15 27 693333 $7,710.14 0.00% 3.42 04/15/2027
    UBS - UBSS US DV VAR 18/12/13 19.3% -16114952 $0.00 0.00% 0.00 12/13/2018
    UBS - UBSS US DV VAR S&P 500 INDEX -14438 $0.00 0.00% 2391.17 12/21/2018
    JP - JPMS US DV VAR 18/12/13 18.79% -67834670 $0.00 0.00% 0.00 12/13/2018
    JP - JPMS US DV VAR S&P 500 INDEX -59883 $0.00 0.00% 2391.17 12/21/2018
    UBS - UBSS US DV VAR S&P 500 INDEX -35931 $0.00 0.00% 2391.17 12/21/2018
    UBS - UBSS US DV VAR 18/12/13 18.6% -40653809 $0.00 0.00% 0.00 12/13/2018
    CSF - CSFB US CL UKRPI MAY 15 27 -120000 $0.00 0.00% 269.30 05/15/2027
    CSF - CSFB US CL FXD 3.411 MAY 15 27 120000 $1,032.58 0.00% 3.41 05/15/2027
    CSF - CSFB US CL FXD 3.549 MAY 15 47 -669750 $0.00 0.00% 3.55 05/15/2047
    CSF - CSFB US CL CPURNSA MAY 18 27 -5112000 $0.00 0.00% 243.80 05/18/2027
    UBS - UBSS US DV VAR S&P 500 INDEX -8535 $0.00 0.00% 2399.38 12/21/2018
    CSF - CSFB US CL FXD 1.202 JUL 15 22 -5885793 $0.00 0.00% 1.20 07/15/2022
    CSF - CSFB US CL CPTFEMU JUL 15 27 -5885793 $0.00 0.00% 101.84 07/15/2027
    CSF - CSFB US CL STIB3M SEP 21 27 -57845000 $0.00 0.00% 0.00 09/21/2027
    CSF - CSFB US CL UKRPI JUL 15 27 -4336000 $0.00 0.00% 0.00 07/15/2027
    CSF - CSFB US CL FXD 3.370 JUL 15 27 4336000 -$3,162.20 0.00% 3.37 07/15/2027
    CSF - CSFB US CL FXD 3.465 JUL 15 47 -382000 $0.00 0.00% 3.47 07/15/2047
    CSF - CSFB US CL UKRPI JUL 15 47 382000 -$9,200.87 0.00% 0.00 07/15/2047
    CSF - CSFB US CL FXD 2.088 JUL 27 27 -1949000 $0.00 0.00% 2.09 07/27/2027
    CIT - CITI US DV VAR 18/12/13 18.72% -17794939 $0.00 0.00% 0.00 12/13/2018
    CIT - CITI US DV VAR S&P 500 INDEX -15973 $0.00 0.00% 0.00 12/21/2018
    CSF - CSFB US CL CPTFEMU JUL 15 27 -15354000 $0.00 0.00% 101.86 07/15/2027
    CSF - CSFB US CL FXD 1.183 JUL 15 22 -15354000 $0.00 0.00% 1.18 07/15/2022
    CIT - CITI US DV VAR 18/12/13 18.72% -8490038 $0.00 0.00% 0.00 12/13/2018
    CIT - CITI US DV VAR S&P 500 INDEX -11904 $0.00 0.00% 2472.54 12/21/2018
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    SG - SOC US DV VAR 18/12/13 18.35% -11578577 $0.00 0.00% 0.00 12/13/2018
    SG - SOC US DV VAR S&P 500 INDEX -13325 $0.00 0.00% 0.00 12/21/2018
    CSF - CSFB US CL UKRPI AUG 15 27 -1169000 $0.00 0.00% 0.00 08/15/2027
    CSF - CSFB US CL FXD 3.345 AUG 15 27 1169000 -$5,153.38 0.00% 3.35 08/15/2027
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    CIT - CITI US DV VAR KOSPI 200 INDEX 8490038 -$35,540.17 -0.01% 322.01 12/13/2018
    SG - SOC US DV VAR KOSPI 200 INDEX 11578577 -$45,724.08 -0.01% 0.00 12/13/2018
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    SG - SOC US DV VAR KOSPI 200 INDEX 9532185 -$49,835.54 -0.01% 0.00 12/13/2018
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    CIT - CITI US DV VAR KOSPI 200 INDEX 5276998 -$27,686.97 -0.01% 307.95 12/13/2018
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    JP - JPMS US DV VAR HANG SENG CHINA 140000 -$63,121.46 -0.01% 0.00 12/28/2018
    JP - JPMS US DV VAR HANG SENG INDEX 98722 -$40,161.98 -0.01% 0.00 12/28/2018
    JP - JPMS US SWAT VAR HANG SENG INDEX 84145 -$25,778.77 -0.01% 0.00 12/28/2018
    CSF - CSFB US CL UKRPI JAN 15 48 758000 -$48,814.72 -0.01% 0.00 01/15/2048
    SG - SOC US DV VAR HANG SENG CHINA 100894 -$54,184.85 -0.01% 0.00 12/28/2018
    DB - DEUB US DV VAR HANG SENG INDEX 75671 -$36,461.45 -0.01% 0.00 12/28/2018
    SG - SOC US DV VAR KOSPI 200 INDEX 7343938 -$35,241.97 -0.01% 0.00 12/13/2018
    CSF - CSFB US CL UKRPI SEP 15 47 428000 -$24,781.52 -0.01% 0.00 09/15/2047
    UBS - NIKKEI 225 P 21000 DEC 18 -21 -$47,999.39 -0.01% N/A 12/14/2018
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    UBS - UBSS US DV VAR S&P/ASX 200 INDE 17851 -$51,796.14 -0.01% 0.00 12/20/2018
    BNP - BNPP US DV VAR S&P/ASX 200 INDE 17850 -$52,254.07 -0.01% 0.00 12/20/2018
    JP - JPMS US DV VAR HANG SENG INDEX 101230 -$44,922.02 -0.01% 0.00 12/28/2018
    UBS - UBSS US DV VAR HANG SENG INDEX 102774 -$41,006.44 -0.01% 0.00 12/28/2018
    CSF - CSFB US CL UKRPI OCT 15 47 637412 -$55,325.56 -0.01% 0.00 10/15/2047
    UBS - UBSS US DV VAR HANG SENG CHINA 90507 -$37,178.54 -0.01% 0.00 12/28/2018
    CSF - CSFB US CL UKRPI OCT 15 47 457651 -$35,143.32 -0.01% 0.00 10/15/2047
    UBS - UBSS US DV VAR S&P/ASX 200 INDE 17851 -$52,447.09 -0.01% 0.00 12/20/2018
    UBS - HANG SENG CHIN C 11200 DEC 18 -30 -$66,311.83 -0.01% N/A 12/28/2018
    CSF - CSFB US CL FXD 2.832 MAR 18 23 10001824 -$29,849.89 -0.01% 2.83 03/18/2023
    JP - JPMS US DV VAR HANG SENG INDEX 70874 -$35,366.27 -0.01% 0.00 12/28/2018
    UBS - UBSS US DV VAR HANG SENG CHINA 90530 -$43,540.04 -0.01% 0.00 12/28/2018
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    USD CAPITAL TRADED -63177 -$63,176.72 -0.01% N/A 09/10/2018
    USD CAPITAL TRADED -38722 -$38,722.12 -0.01% N/A 09/14/2018
    USD CAPITAL TRADED -39700 -$39,699.96 -0.01% N/A 09/14/2018
    CSF - CSFB US CL UKRPI MAY 15 47 669750 -$46,751.04 -0.01% 269.30 05/15/2047
    CSF - CSFB US CL FXD 2.138 MAY 11 27 2550000 -$49,425.89 -0.01% 2.14 05/11/2027
    CSF - CSFB US CL FXD 2.144 MAY 11 27 2550000 -$47,819.64 -0.01% 2.14 05/11/2027
    UBS - UBSS US DV VAR KOSPI 200 INDEX 6801926 -$35,526.13 -0.01% 289.65 12/13/2018
    CSF - CSFB US CL UKRPI MAY 15 47 669750 -$60,455.10 -0.01% 269.30 05/15/2047
    CSF - CSFB US CL UKRPI MAY 15 47 669750 -$66,564.67 -0.01% 269.30 05/15/2047
    CSF - CSFB US CL FXD 2.120 MAY 12 27 1540000 -$32,646.15 -0.01% 2.12 05/12/2027
    CSF - CSFB US CL FXD 2.133 MAY 15 27 1811000 -$36,858.02 -0.01% 2.13 05/15/2027
    USD CAPITAL TRADED -34768 -$34,768.25 -0.01% N/A 09/14/2018
    USD CAPITAL TRADED -51648 -$51,647.62 -0.01% N/A 09/14/2018
    SEK CAPITAL TRADED -366000 -$40,095.85 -0.01% N/A 09/14/2018
    SGD CAPITAL TRADED -34000 -$24,820.73 -0.01% N/A 09/14/2018
    BRL CAPITAL TRADED -165000 -$39,996.01 -0.01% N/A 09/14/2018
    USD CAPITAL TRADED -32267 -$32,266.84 -0.01% N/A 09/14/2018
    USD CAPITAL TRADED -41518 -$41,518.27 -0.01% N/A 09/14/2018
    USD CAPITAL TRADED -43915 -$43,914.66 -0.01% N/A 09/14/2018
    HKD CAPITAL TRADED -450000 -$57,343.60 -0.01% N/A 09/14/2018
    SEK CAPITAL TRADED -324000 -$35,494.69 -0.01% N/A 09/14/2018
    USD CAPITAL TRADED -33548 -$33,548.20 -0.01% N/A 11/09/2018
    BRL CAPITAL TRADED -157673 -$38,269.35 -0.01% N/A
    DKK CAPITAL TRADED -231643 -$36,151.35 -0.01% N/A
    JPY CAPITAL TRADED -5224341 -$47,114.95 -0.01% N/A
    SGD CAPITAL TRADED -81693 -$59,627.95 -0.01% N/A
    THB CAPITAL TRADED -802285 -$24,512.23 -0.01% N/A
    USD CAPITAL TRADED -56747 -$56,746.71 -0.01% N/A 11/09/2018
    USD CAPITAL TRADED -34713 -$34,713.02 -0.01% N/A 09/14/2018
    HKD CAPITAL TRADED -445000 -$56,706.45 -0.01% N/A 09/14/2018
    BRL CAPITAL TRADED -102000 -$24,724.81 -0.01% N/A 09/14/2018
    SPX 16/11/18 2570 P - (20/08/18) -48 -$54,394.42 -0.01% N/A 11/16/2018
    UBS - S&P 500 INDEX C 2975 DEC 18 -15 -$63,901.71 -0.01% N/A 12/21/2018
    JP - S&P 500 INDEX P 1900 DEC 19 -13 -$27,008.85 -0.01% N/A 12/20/2019
    JP - S&P 500 INDEX P 2100 DEC 19 -9 -$29,840.80 -0.01% N/A 12/20/2019
    JP - S&P 500 INDEX P 2400 DEC 19 -9 -$56,601.56 -0.01% N/A 12/20/2019
    JP - S&P 500 INDEX P 2550 DEC 19 -5 -$42,685.42 -0.01% N/A 12/20/2019
    JP - S&P 500 INDEX P 2700 DEC 19 -6 -$69,376.87 -0.01% N/A 12/20/2019
    JP - S&P 500 INDEX P 2825 DEC 19 -3 -$44,473.42 -0.01% N/A 12/20/2019
    JP - S&P 500 INDEX C 3075 DEC 19 -3 -$34,203.47 -0.01% N/A 12/20/2019
    JP - S&P 500 INDEX C 3200 DEC 19 -4 -$25,791.50 -0.01% N/A 12/20/2019
    CSF - CSFB US CL US0003M MAR 18 27 17622900 -$57,076.93 -0.01% 0.00 03/18/2027
    BNP - NIKKEI 225 C 24000 DEC 18 -16 -$29,719.71 -0.01% N/A 12/14/2018
    CSF - CSFB US CL EUR006M JUN 20 21 9211667 -$36,414.20 -0.01% -0.24 06/20/2021
    CSF - CSFB US CL EUR006M JUN 20 21 17245833 -$68,173.68 -0.01% 0.00 06/20/2021
    MS - MORG US DV C USD/BRL 3.75 -260000 -$29,281.20 -0.01% N/A 01/17/2019
    UBS - S&P 500 INDEX P 1700 DEC 19 -21 -$26,629.30 -0.01% N/A 12/20/2019
    UBS - S&P 500 INDEX P 2100 DEC 19 -19 -$62,581.80 -0.01% N/A 12/20/2019
    UBS - S&P 500 INDEX C 3200 DEC 19 -9 -$59,748.87 -0.01% N/A 12/20/2019
    CSF - CSFB US CL FXD 3.305 MAY 15 28 2132000 -$25,445.35 -0.01% 3.31 05/15/2028
    CSF - ITRX EUR CDSI CDS JUN 20 23 2312000 -$40,180.71 -0.01% 0.00 06/20/2023
    UBS - UBSS US DV VAR S&P/ASX 200 INDE 23263 -$25,478.12 -0.01% 0.00 12/19/2019
    MS - MORG US DV FXD 3.303 OCT 15 26 3801014 -$36,052.83 -0.01% 3.30 10/15/2026
    CSF - CSFB US CL FXD 1.360 SEP 15 26 102377000 -$30,265.61 -0.01% 1.36 09/15/2026
    UBS - UBSS US DV VAR S&P/ASX 200 INDE 17039 -$38,991.24 -0.01% 0.00 12/20/2018
    JP - JPMS US SWAT VAR S&P/ASX 200 INDE 21296 -$47,904.12 -0.01% 0.00 12/20/2018
    JP - JPMS US SWAT VAR S&P/ASX 200 INDE 21296 -$50,231.73 -0.01% 0.00 12/20/2018
    CSF - ITRX EUR CDSI CDS JUN 20 23 AI -10887207 -$25,334.53 -0.01% 1.00 06/20/2023
    JP - JPMS US SWAT VAR HANG SENG INDEX 121475 -$45,371.67 -0.01% 0.00 12/28/2018
    JP - JPMS US SWAT VAR HANG SENG INDEX 121474 -$42,395.94 -0.01% 0.00 12/28/2018
    UBS - S&P 500 INDEX C 2975 DEC 18 -16 -$68,161.82 -0.01% N/A 12/21/2018
    UBS - S&P 500 INDEX C 2975 DEC 18 -15 -$63,901.71 -0.01% N/A 12/21/2018
    SPX 16/11/18 2555 P - (17/08/18) -48 -$51,517.73 -0.01% N/A 11/16/2018
    GSI - GOLD US DV VAR S&P 500 INDEX 15416 -$72,661.48 -0.01% 0.00 12/21/2018
    GSI - GOLD US DV VAR S&P 500 INDEX 7708 -$36,330.74 -0.01% 0.00 12/21/2018
    SG - HANG SENG CHINA C 12900 DEC 18 -117 -$27,070.25 -0.01% N/A 12/28/2018
    JP - S&P 500 INDEX P 1900 DEC 19 -23 -$47,466.57 -0.01% N/A 12/20/2019
    JP - S&P 500 INDEX C 3300 DEC 19 -8 -$32,788.74 -0.01% N/A 12/20/2019
    GSI - GOLD US DV PAY SWOF ISU8 -36 -$51,984.00 -0.01% 0.00 09/21/2018
    GSI - GOLD US DV PAY SWOF ISU8 -37 -$45,203.84 -0.01% 0.00 09/21/2018
    BNP - BNPP US DV TRS REC BNPIDRXA 62166 -$42,533.98 -0.01% 0.00 06/25/2019
    MC - MCDV US DV TRS PAY MQCP252E -24243 -$35,438.42 -0.01% 0.00 02/21/2019
    HSCEI 28/12/18 11400 P - (05/07/18) -13 -$63,365.72 -0.01% N/A 12/28/2018
    SG - SOC US DV VAR HANG SENG CHINA 120668 -$44,840.73 -0.01% 0.00 12/28/2018
    HSCEI 28/12/18 11400 P - (05/07/18) -13 -$63,365.72 -0.01% N/A 12/28/2018
    SG - SOC US DV VAR HANG SENG CHINA 134075 -$42,406.77 -0.01% 0.00 12/28/2018
    MC - MCDV US DV TRS PAY MQCP252E -24243 -$35,438.42 -0.01% 0.00 02/21/2019
    HSCEI 28/12/18 11400 P - (05/07/18) -13 -$63,365.72 -0.01% N/A 12/28/2018
    UBS - UBSS US DV VAR HANG SENG CHINA 134075 -$33,608.40 -0.01% 0.00 12/28/2018
    SPX 30/11/18 2500 P - (10/07/18) -49 -$55,525.28 -0.01% N/A 11/30/2018
    HSCEI 28/12/18 11400 P - (05/07/18) -14 -$68,240.01 -0.01% N/A 12/28/2018
    GSI - GOLD US DV VAR HANG SENG CHINA 134075 -$49,336.12 -0.01% 0.00 12/28/2018
    HSCEI 28/12/18 11400 P - (05/07/18) -6 -$29,245.72 -0.01% N/A 12/28/2018
    HSCEI 28/12/18 11400 P - (05/07/18) -7 -$34,120.01 -0.01% N/A 12/28/2018
    SPX 30/11/18 2520 P - (17/07/18) -49 -$59,657.94 -0.01% N/A 11/30/2018
    UBS - S&P 500 INDEX P 2250 DEC 19 -6 -$27,485.45 -0.01% N/A 12/20/2019
    UBS - S&P 500 INDEX P 2550 DEC 19 -6 -$51,466.28 -0.01% N/A 12/20/2019
    UBS - S&P 500 INDEX C 3075 DEC 19 -4 -$46,181.13 -0.01% N/A 12/20/2019
    GSI - S&P 500 INDEX P 2250 DEC 19 -6 -$27,485.45 -0.01% N/A 12/20/2019
    GSI - S&P 500 INDEX P 2550 DEC 19 -6 -$51,466.28 -0.01% N/A 12/20/2019
    GSI - S&P 500 INDEX C 3075 DEC 19 -4 -$46,181.13 -0.01% N/A 12/20/2019
    CSF - CSFB US CL FXD 1.545 AUG 15 28 8244391 -$33,695.90 -0.01% 1.55 08/15/2028
    CME EUR006M SEP 20 28 4615917 -$25,281.51 -0.01% 0.00 09/20/2028
    LCH-LLC EUR006M SEP 20 28 4619565 -$24,692.11 -0.01% 0.00 09/20/2028
    LCH-LLC EUR006M SEP 20 28 4619565 -$24,692.11 -0.01% 0.00 09/20/2028
    USD CAPITAL TRADED -92770 -$92,769.92 -0.02% N/A 09/14/2018
    USD CAPITAL TRADED -90844 -$90,843.52 -0.02% N/A 09/14/2018
    JPY CAPITAL TRADED -9545000 -$86,151.02 -0.02% N/A 09/14/2018
    USD CAPITAL TRADED -121007 -$121,007.28 -0.02% N/A 09/14/2018
    DKK CAPITAL TRADED -772000 -$120,593.88 -0.02% N/A 09/14/2018
    USD CAPITAL TRADED -77374 -$77,373.56 -0.02% N/A 09/14/2018
    USD CAPITAL TRADED -82576 -$82,575.87 -0.02% N/A 09/14/2018
    EUR CAPITAL TRADED -65000 -$75,693.38 -0.02% N/A 09/14/2018
    HKD CAPITAL TRADED -598000 -$76,203.27 -0.02% N/A 09/14/2018
    USD CAPITAL TRADED -103794 -$103,793.87 -0.02% N/A 09/14/2018
    EUR CAPITAL TRADED -85000 -$99,275.05 -0.02% N/A 10/19/2018
    AUD CAPITAL TRADED -154000 -$111,371.59 -0.02% N/A 09/14/2018
    USD CAPITAL TRADED -95061 -$95,060.57 -0.02% N/A 09/14/2018
    USD CAPITAL TRADED -90277 -$90,276.86 -0.02% N/A 09/14/2018
    EUR CAPITAL TRADED -64000 -$74,528.86 -0.02% N/A 09/14/2018
    USD CAPITAL TRADED -77889 -$77,888.79 -0.02% N/A 11/13/2018
    SPX 21/12/18 2625 P - (30/08/18) -46 -$104,210.13 -0.02% N/A 12/21/2018
    JP - S&P 500 INDEX C 2950 DEC 19 -6 -$107,531.64 -0.02% N/A 12/20/2019
    CSF - CSFB US CL EUR006M JUN 20 21 18423332 -$76,031.11 -0.02% -0.24 06/20/2021
    CSF - CSFB US CL EUR006M JUN 20 21 27635001 -$115,134.39 -0.02% -0.24 06/20/2021
    EZBJ6BX7JDZ0 CSF - ITRX XOVER CDS CDS JUN 20 23 1000000 -$101,180.29 -0.02% 0.00 06/20/2023
    CSF - ITRX EUR CDSI CDS JUN 20 23 AI -51235793 -$119,225.69 -0.02% 1.00 06/20/2023
    GSI - GOLD US DV VAR S&P 500 INDEX 23123 -$108,987.50 -0.02% 0.00 12/21/2018
    GSI - GOLD US DV VAR S&P 500 INDEX 23123 -$108,987.50 -0.02% 0.00 12/21/2018
    JP - S&P 500 INDEX P 2400 DEC 19 -15 -$94,471.61 -0.02% N/A 12/20/2019
    HSCEI 28/12/18 11200 C - (05/07/18) -37 -$81,784.59 -0.02% N/A 12/28/2018
    HSCEI 28/12/18 10800 P - (05/07/18) -28 -$77,682.47 -0.02% N/A 12/28/2018
    HSCEI 28/12/18 10800 P - (05/07/18) -28 -$77,682.47 -0.02% N/A 12/28/2018
    HSCEI 28/12/18 11200 C - (05/07/18) -36 -$79,574.20 -0.02% N/A 12/28/2018
    UBS - S&P 500 INDEX C 2825 DEC 19 -4 -$103,144.41 -0.02% N/A 12/20/2019
    GSI - S&P 500 INDEX C 2825 DEC 19 -4 -$103,144.41 -0.02% N/A 12/20/2019
    UBS - UBSS US DV VAR KOSPI 200 INDEX 16114952 -$78,866.68 -0.02% 289.65 12/13/2018
    CSF - CSFB US CL FXD 1.388 JUL 15 27 5885793 -$119,940.72 -0.02% 1.39 07/15/2027
    CIT - CITI US DV VAR KOSPI 200 INDEX 17794939 -$74,491.43 -0.02% 0.00 12/13/2018
    CSF - CSFB US CL FXD 1.433 AUG 15 27 5238000 -$92,106.69 -0.02% 1.43 08/15/2027
    CSF - CSFB US CL FXD 1.375 JUL 15 27 4068121 -$89,731.70 -0.02% 1.38 07/15/2027
    UBS - NIKKEI 225 C 25000 DEC 18 -132 -$75,762.75 -0.02% N/A 12/14/2018
    UBS - UBSS US DV VAR S&P/ASX 200 INDE 25242 -$77,528.62 -0.02% 0.00 12/20/2018
    UBS - UBSS US DV VAR S&P/ASX 200 INDE 42068 -$119,383.91 -0.02% 0.00 12/20/2018
    UBS - UBSS US DV VAR HANG SENG CHINA 172863 -$95,260.80 -0.02% 0.00 12/28/2018
    EUR CAPITAL TRADED -85869 -$100,024.67 -0.02% N/A 09/17/2018
    USD CAPITAL TRADED -95982 -$95,982.21 -0.02% N/A 09/07/2018
    USD CAPITAL TRADED -118541 -$118,541.43 -0.02% N/A 09/07/2018
    USD CAPITAL TRADED -76906 -$76,906.01 -0.02% N/A 09/14/2018
    CIT - CITI US DV VAR KOSPI 200 INDEX 20400274 -$107,192.13 -0.02% 289.65 12/13/2018
    CSF - CSFB US CL FXD 2.120 MAY 12 27 3695000 -$78,329.57 -0.02% 2.12 05/12/2027
    CSF - CSFB US CL FXD 1.406 JUL 15 27 5907432 -$107,628.27 -0.02% 1.41 07/15/2027
    USD CAPITAL TRADED -95152 -$95,152.13 -0.02% N/A 09/14/2018
    USD CAPITAL TRADED -99463 -$99,462.74 -0.02% N/A 09/14/2018
    JPY CAPITAL TRADED -13163000 -$118,806.28 -0.02% N/A 09/14/2018
    USD CAPITAL TRADED -89777 -$89,776.80 -0.02% N/A 09/14/2018
    USD CAPITAL TRADED -77948 -$77,948.05 -0.02% N/A 09/14/2018
    EUR CAPITAL TRADED -75000 -$87,641.93 -0.02% N/A 10/26/2018
    AUD CAPITAL TRADED -134000 -$96,907.75 -0.02% N/A 09/14/2018
    SEK CAPITAL TRADED -809000 -$88,627.16 -0.02% N/A 09/14/2018
    CLP CAPITAL TRADED -49581563 -$73,176.80 -0.02% N/A 10/12/2018
    AUD CAPITAL TRADED -110000 -$79,551.14 -0.02% N/A 09/14/2018
    USD CAPITAL TRADED -72996 -$72,996.38 -0.02% N/A 09/14/2018
    USD CAPITAL TRADED -75633 -$75,632.62 -0.02% N/A 09/14/2018
    HKD CAPITAL TRADED -928000 -$118,255.24 -0.02% N/A 09/14/2018
    CHF CAPITAL TRADED -88000 -$91,083.75 -0.02% N/A 09/14/2018
    USD CAPITAL TRADED -112414 -$112,413.84 -0.02% N/A 09/14/2018
    USD CAPITAL TRADED -84687 -$84,687.15 -0.02% N/A 09/14/2018
    USD CAPITAL TRADED -97529 -$97,528.79 -0.02% N/A 09/14/2018
    HKD CAPITAL TRADED -833000 -$106,149.37 -0.02% N/A 09/14/2018
    AUD CAPITAL TRADED -107000 -$77,381.56 -0.02% N/A 09/14/2018
    USD CAPITAL TRADED -89881 -$89,881.13 -0.02% N/A 09/14/2018
    USD CAPITAL TRADED -81841 -$81,841.00 -0.02% N/A 10/12/2018
    USD CAPITAL TRADED -91139 -$91,138.79 -0.02% N/A 10/12/2018
    AUD CAPITAL TRADED -112000 -$80,997.52 -0.02% N/A 09/14/2018
    HKD CAPITAL TRADED -640000 -$81,555.34 -0.02% N/A 09/14/2018
    USD CAPITAL TRADED -79154 -$79,153.60 -0.02% N/A 09/14/2018
    EUR CAPITAL TRADED -70000 -$81,515.94 -0.02% N/A 09/14/2018
    USD CAPITAL TRADED -105989 -$105,989.33 -0.02% N/A 09/14/2018
    SEK CAPITAL TRADED -861000 -$94,323.84 -0.02% N/A 09/14/2018
    EUR CAPITAL TRADED -90000 -$104,806.21 -0.02% N/A 09/14/2018
    EUR CAPITAL TRADED -102000 -$118,780.37 -0.02% N/A 09/14/2018
    USD CAPITAL TRADED -86863 -$86,863.03 -0.02% N/A 09/14/2018
    JPY CAPITAL TRADED -8784000 -$79,282.41 -0.02% N/A 09/14/2018
    EUR CAPITAL TRADED -69000 -$80,351.43 -0.02% N/A 09/14/2018
    WNZ8 US ULTRA T-BOND DEC 18 -1 -$159,312.50 -0.03% N/A 12/19/2018
    UBS - UBSS US DV VAR S&P 500 INDEX 43765 -$170,075.15 -0.03% 0.00 12/21/2018
    CSF - CSFB US CL EUR006M JUN 20 21 34491667 -$142,343.39 -0.03% 0.00 06/20/2021
    UBS - EURO STOXX 50 C 3400 DEC 19 -86 -$156,157.48 -0.03% N/A 12/20/2019
    DB - EURO STOXX 50 P C 3400 DEC 19 -86 -$156,157.48 -0.03% N/A 12/20/2019
    GSI - EURO STOXX 50 C 3400 DEC 19 -86 -$156,157.48 -0.03% N/A 12/20/2019
    UBS - UBSS US DV VAR S&P 500 INDEX 49660 -$155,548.02 -0.03% 0.00 12/21/2018
    UBS - UBSS US DV VAR S&P 500 INDEX 49660 -$160,483.22 -0.03% 0.00 12/21/2018
    UBS - UBSS US DV VAR S&P 500 INDEX 43765 -$156,897.53 -0.03% 0.00 12/21/2018
    CSF - CDX IG CDSI S3 CDS JUN 20 23 AI -78516584 -$157,033.17 -0.03% 1.00 06/20/2023
    ICE-CREDIT CDS JUN 20 23 1500000 -$151,770.43 -0.03% 0.00 06/20/2023
    BARC - BARC EU SWAT SWPT R 2.683 02 19 -39054583 -$140,987.04 -0.03% 2.68 02/13/2019
    JP - JPMS US SWAT VAR HANG SENG CHINA 289281 -$151,862.66 -0.03% 0.00 12/28/2018
    JP - JPMS US SWAT VAR HANG SENG CHINA 289280 -$143,240.33 -0.03% 0.00 12/28/2018
    UBS - UBSS US DV VAR S&P 500 INDEX 43765 -$155,189.60 -0.03% 0.00 12/21/2018
    HSCEI 28/12/18 10800 P - (05/07/18) -56 -$155,364.94 -0.03% N/A 12/28/2018
    HSCEI 28/12/18 11200 C - (05/07/18) -74 -$163,569.19 -0.03% N/A 12/28/2018
    HSCEI 28/12/18 11200 C - (05/07/18) -73 -$161,358.79 -0.03% N/A 12/28/2018
    HSCEI 28/12/18 10800 P - (05/07/18) -56 -$155,364.94 -0.03% N/A 12/28/2018
    HSCEI 28/12/18 10800 P - (05/07/18) -56 -$155,364.94 -0.03% N/A 12/28/2018
    HSCEI 28/12/18 11200 C - (05/07/18) -73 -$161,358.79 -0.03% N/A 12/28/2018
    HSCEI 28/12/18 10800 P - (05/07/18) -57 -$158,139.32 -0.03% N/A 12/28/2018
    HSCEI 28/12/18 11200 C - (05/07/18) -74 -$163,569.19 -0.03% N/A 12/28/2018
    CSF - CSFB US CL FXD 2.081 MAY 18 27 5112000 -$131,432.08 -0.03% 2.08 05/18/2027
    CSF - CSFB US CL FXD 1.462 AUG 15 27 9823215 -$135,816.78 -0.03% 1.46 08/15/2027
    JP - JPMS US DV VAR HANG SENG CHINA 331164 -$158,713.11 -0.03% 0.00 12/28/2018
    SG - HANG SENG CHINA C 11200 DEC 18 -70 -$154,727.61 -0.03% N/A 12/28/2018
    USD CAPITAL TRADED -135172 -$135,172.34 -0.03% N/A 10/12/2018
    JPY CAPITAL TRADED -16065000 -$144,999.08 -0.03% N/A 09/14/2018
    HKD CAPITAL TRADED -1009000 -$128,577.09 -0.03% N/A 09/14/2018
    HUF CAPITAL TRADED -35946254 -$128,263.33 -0.03% N/A
    NOK CAPITAL TRADED -1134523 -$135,664.64 -0.03% N/A
    TWD CAPITAL TRADED -4228871 -$137,680.97 -0.03% N/A
    JPY CAPITAL TRADED -15037000 -$135,720.58 -0.03% N/A 09/14/2018
    CHF CAPITAL TRADED -157000 -$162,501.70 -0.03% N/A 09/14/2018
    USD CAPITAL TRADED -156192 -$156,191.64 -0.03% N/A 09/14/2018
    THB CAPITAL TRADED -4072000 -$124,451.30 -0.03% N/A 09/14/2018
    USD CAPITAL TRADED -128095 -$128,094.60 -0.03% N/A 09/14/2018
    USD CAPITAL TRADED -158456 -$158,455.56 -0.03% N/A 09/14/2018
    USD CAPITAL TRADED -152326 -$152,326.28 -0.03% N/A 09/14/2018
    HKD CAPITAL TRADED -1112000 -$141,702.40 -0.03% N/A 09/14/2018
    USD CAPITAL TRADED -124102 -$124,101.95 -0.03% N/A 09/14/2018
    CHF CAPITAL TRADED -138000 -$142,835.89 -0.03% N/A 09/14/2018
    EUR CAPITAL TRADED -135000 -$157,209.32 -0.03% N/A 09/14/2018
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    USD CAPITAL TRADED -151503 -$151,502.83 -0.03% N/A 09/14/2018
    USD CAPITAL TRADED -131019 -$131,018.84 -0.03% N/A 09/14/2018
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    UBS - UBSS US DV VAR S&P 500 INDEX 49661 -$173,256.38 -0.04% 0.00 12/21/2018
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    CSF - ITRX EUR CDSI CDS JUN 20 23 10887207 -$189,210.94 -0.04% 0.00 06/20/2023
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    CSF - CSFB US CL FXD 1.438 SEP 15 27 11580000 -$206,401.98 -0.04% 1.44 09/15/2027
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    AUD CAPITAL TRADED -290000 -$209,725.73 -0.04% N/A 09/14/2018
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    AUD CAPITAL TRADED -271000 -$195,985.08 -0.04% N/A 09/14/2018
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    CSF - CSFB US CL EUR006M JUN 20 21 51737500 -$215,551.48 -0.04% 0.00 06/20/2021
    SG - HANG SENG CHINA C 11200 DEC 18 -109 -$240,933.00 -0.05% N/A 12/28/2018
    CHF CAPITAL TRADED -240000 -$248,410.24 -0.05% N/A 09/14/2018
    UKX 21/12/18 6900 P - (20/06/18) -271 -$256,445.05 -0.05% N/A 12/21/2018
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    USD CAPITAL TRADED -256683 -$256,683.48 -0.05% N/A 09/14/2018
    COLLATERAL SOC GEN USD -220000 -$220,000.00 -0.05% N/A
    KRW CAPITAL TRADED -245169038 -$220,247.99 -0.05% N/A
    GBP CAPITAL TRADED -204474 -$266,799.67 -0.05% N/A 11/30/2018
    USD CAPITAL TRADED -248350 -$248,349.97 -0.05% N/A 09/14/2018
    USD CAPITAL TRADED -249185 -$249,185.43 -0.05% N/A 09/14/2018
    USD CAPITAL TRADED -252582 -$252,581.74 -0.05% N/A 09/14/2018
    USD CAPITAL TRADED -254314 -$254,314.39 -0.05% N/A 09/14/2018
    USD CAPITAL TRADED -241645 -$241,644.73 -0.05% N/A 09/14/2018
    JPY CAPITAL TRADED -28434754 -$256,645.70 -0.05% N/A 09/14/2018
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    USD CAPITAL TRADED -257574 -$257,574.44 -0.05% N/A 09/14/2018
    IDR CAPITAL TRADED -3425722000 -$232,238.35 -0.05% N/A 09/14/2018
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    MC - MCDV US DV TRS PAY MQCP252E -173856 -$254,142.70 -0.05% 0.00 02/21/2019
    JP - JPMS US DV VAR KOSPI 200 INDEX 67834670 -$303,758.40 -0.06% 289.65 12/13/2018
    GBP CAPITAL TRADED -219000 -$284,780.65 -0.06% N/A 09/14/2018
    SG - HANG SENG CHINA P 10800 DEC 18 -101 -$280,211.77 -0.06% N/A 12/28/2018
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    USD CAPITAL TRADED -283144 -$283,144.03 -0.06% N/A 09/10/2018
    USD CAPITAL TRADED -271130 -$271,129.60 -0.06% N/A 09/14/2018
    USD CAPITAL TRADED -278260 -$278,259.54 -0.06% N/A 09/14/2018
    USD CAPITAL TRADED -282934 -$282,933.96 -0.06% N/A 11/09/2018
    HKD CAPITAL TRADED -2408000 -$306,851.97 -0.06% N/A 09/14/2018
    GBP CAPITAL TRADED -227000 -$295,183.60 -0.06% N/A 09/14/2018
    EUR CAPITAL TRADED -230000 -$268,200.70 -0.06% N/A 09/28/2018
    USD CAPITAL TRADED -309356 -$309,355.50 -0.06% N/A 09/14/2018
    USD CAPITAL TRADED -309259 -$309,258.57 -0.06% N/A 09/14/2018
    HKD CAPITAL TRADED -2382000 -$303,538.78 -0.06% N/A 09/14/2018
    UBS - NIKKEI 225 P 21000 DEC 18 -132 -$301,710.43 -0.06% N/A 12/14/2018
    COLLATERAL CREDIT SUISSE NM GBP -273304 -$355,227.02 -0.07% N/A
    CHF CAPITAL TRADED -311000 -$321,898.27 -0.07% N/A 09/14/2018
    CSF - CSFB US CL FXD 1.371 JUL 15 27 15354000 -$345,866.88 -0.07% 1.37 07/15/2027
    CSF - CSFB US CL FXD 2.547 MAR 18 23 31108451 -$337,781.27 -0.07% 2.55 03/18/2023
    CSF - CSFB US CL FXD 2.553 MAR 18 23 31108451 -$332,718.11 -0.07% 2.55 03/18/2023
    CSF - CSFB US CL FXD 2.549 MAR 18 23 31108451 -$336,156.59 -0.07% 2.55 03/18/2023
    CSF - CSFB US CL FXD 2.553 MAR 18 23 31108451 -$332,718.11 -0.07% 2.55 03/18/2023
    SG - HANG SENG CHINA P 10800 DEC 18 -126 -$349,571.12 -0.07% N/A 12/28/2018
    USD CAPITAL TRADED -323222 -$323,221.52 -0.07% N/A 10/12/2018
    USD CAPITAL TRADED -333102 -$333,102.46 -0.07% N/A 11/09/2018
    EUR CAPITAL TRADED -283000 -$329,557.31 -0.07% N/A 09/14/2018
    GBP CAPITAL TRADED -250000 -$325,720.68 -0.07% N/A 10/26/2018
    HKD CAPITAL TRADED -2721000 -$346,737.63 -0.07% N/A 09/14/2018
    GBP CAPITAL TRADED -246000 -$319,890.59 -0.07% N/A 09/14/2018
    USD CAPITAL TRADED -355563 -$355,563.02 -0.07% N/A 09/14/2018
    EUR CAPITAL TRADED -300000 -$350,567.73 -0.07% N/A 10/26/2018
    TWD CAPITAL TRADED -9712000 -$316,437.45 -0.07% N/A 09/14/2018
    MXN CAPITAL TRADED -6626000 -$346,539.05 -0.07% N/A 09/14/2018
    MS - MORG US DV TRS REC MSUSDSP5 21273423 -$324,296.71 -0.07% 0.00 04/09/2019
    UKX 21/12/18 7675 C - (20/06/18) -352 -$390,729.57 -0.08% N/A 12/21/2018
    CLP CAPITAL TRADED -275772216 -$407,045.86 -0.08% N/A 11/13/2018
    USD CAPITAL TRADED -372937 -$372,936.88 -0.08% N/A 09/10/2018
    AUD CAPITAL TRADED -550000 -$397,757.61 -0.08% N/A 09/10/2018
    USD CAPITAL TRADED -365740 -$365,739.86 -0.08% N/A 09/14/2018
    USD CAPITAL TRADED -387801 -$387,801.00 -0.08% N/A 09/14/2018
    USD CAPITAL TRADED -382268 -$382,268.12 -0.08% N/A 11/09/2018
    USD CAPITAL TRADED -406903 -$406,903.49 -0.08% N/A 11/09/2018
    SEK INCOME TRADED -3570015 -$390,744.19 -0.08% N/A
    MXN CAPITAL TRADED -7631000 -$399,100.44 -0.08% N/A 11/13/2018
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    HKD CAPITAL TRADED -3169000 -$403,826.36 -0.08% N/A 09/14/2018
    CAD CAPITAL TRADED -519000 -$398,112.23 -0.08% N/A 09/14/2018
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    CSF - CSFB US CL FXD 2.538 MAR 18 23 32926568 -$365,811.53 -0.08% 2.54 03/18/2023
    UBS - S&P 500 INDEX C 2700 DEC 19 -13 -$449,079.01 -0.09% N/A 12/20/2019
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    USD CAPITAL TRADED -413965 -$413,965.27 -0.09% N/A 11/09/2018
    HKD CAPITAL TRADED -3384230 -$431,172.53 -0.09% N/A
    EUR CAPITAL TRADED -382825 -$448,529.13 -0.09% N/A 11/30/2018
    GBP CAPITAL TRADED -322000 -$418,718.58 -0.09% N/A 09/14/2018
    NOK CAPITAL TRADED -3664000 -$438,341.27 -0.09% N/A 09/14/2018
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    USD CAPITAL TRADED -448450 -$448,450.49 -0.09% N/A 09/14/2018
    HKD CAPITAL TRADED -3424000 -$436,321.07 -0.09% N/A 09/14/2018
    AUD CAPITAL TRADED -628000 -$454,164.69 -0.09% N/A 09/14/2018
    CAD CAPITAL TRADED -584000 -$447,972.14 -0.09% N/A 09/14/2018
    EUR CAPITAL TRADED -363000 -$422,718.39 -0.09% N/A 09/14/2018
    UBS - S&P 500 INDEX C 2725 DEC 18 -23 -$497,075.20 -0.10% N/A 12/21/2018
    UBS - S&P 500 INDEX C 2725 DEC 18 -23 -$497,075.20 -0.10% N/A 12/21/2018
    UBS - S&P 500 INDEX C 2725 DEC 18 -23 -$497,075.20 -0.10% N/A 12/21/2018
    USDBRL 17/01/19 3.75 C - (17/08/18) -4491500 -$505,832.73 -0.10% N/A 01/17/2019
    USD CAPITAL TRADED -493546 -$493,546.18 -0.10% N/A 09/14/2018
    EUR CAPITAL TRADED -438000 -$510,056.90 -0.10% N/A 09/14/2018
    USD CAPITAL TRADED -472850 -$472,850.36 -0.10% N/A 11/09/2018
    JPY CAPITAL TRADED -51844000 -$467,932.29 -0.10% N/A 09/14/2018
    GBP CAPITAL TRADED -366000 -$475,934.78 -0.10% N/A 09/14/2018
    USDBRL 17/01/19 3.75 C - (17/08/18) -4491500 -$505,832.73 -0.10% N/A 01/17/2019
    MXN CAPITAL TRADED -10002000 -$523,103.48 -0.11% N/A 09/10/2018
    MXN CAPITAL TRADED -10100000 -$528,228.86 -0.11% N/A 09/14/2018
    EUR CAPITAL TRADED -444000 -$517,043.98 -0.11% N/A 09/14/2018
    JPY CAPITAL TRADED -60628000 -$547,214.70 -0.11% N/A 09/14/2018
    TWD CAPITAL TRADED -17035000 -$555,036.23 -0.11% N/A 09/14/2018
    PLN CAPITAL TRADED -1989230 -$540,485.63 -0.11% N/A
    COLLATERAL CREDIT SUISSE NM SEK -5279436 -$577,843.23 -0.12% N/A
    SX5E 21/12/18 3300 P - (02/08/18) -644 -$571,789.02 -0.12% N/A 12/21/2018
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    USD CAPITAL TRADED -601234 -$601,234.23 -0.12% N/A 09/14/2018
    USD CAPITAL TRADED -570106 -$570,105.50 -0.12% N/A 09/14/2018
    CLP CAPITAL TRADED -386318542 -$570,162.66 -0.12% N/A 10/12/2018
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    Synthetic CashEURO-BUND FUTURE DEC18RXZ8 -3 -$561,097.88 -0.12% N/A 12/06/2018
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    CLP CAPITAL TRADED -432698321 -$638,613.99 -0.13% N/A 10/12/2018
    TWD CAPITAL TRADED -18902000 -$615,867.03 -0.13% N/A 09/14/2018
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    NZD CAPITAL TRADED -1014000 -$672,794.53 -0.14% N/A 10/12/2018
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    JPY CAPITAL TRADED -76828000 -$693,432.26 -0.14% N/A 09/14/2018
    SGD CAPITAL TRADED -912000 -$665,779.45 -0.14% N/A 09/14/2018
    UBS - S&P 500 INDEX C 2750 DEC 18 -38 -$740,456.49 -0.15% N/A 12/21/2018
    UBS - S&P 500 INDEX C 2750 DEC 18 -38 -$740,456.49 -0.15% N/A 12/21/2018
    UBS - S&P 500 INDEX C 2750 DEC 18 -38 -$740,456.49 -0.15% N/A 12/21/2018
    JP - S&P 500 INDEX C 2700 DEC 18 -30 -$713,161.23 -0.15% N/A 12/21/2018
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    TWD CAPITAL TRADED -22429369 -$730,549.66 -0.15% N/A 09/10/2018
    BRL CAPITAL TRADED -3033000 -$735,199.46 -0.15% N/A 09/14/2018
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    JP - S&P 500 INDEX C 2700 DEC 18 -30 -$713,161.23 -0.15% N/A 12/21/2018
    MS - MORG US SWAT FXD 2.958 AUG 03 26 11542000 -$762,966.20 -0.16% 2.96 08/03/2026
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    SX5E 21/12/18 3475 C - (02/08/18) -1288 -$821,738.14 -0.17% N/A 12/21/2018
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    MXN CAPITAL TRADED -15996114 -$836,594.96 -0.17% N/A
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    Synthetic CashEuro-BTP Future IKZ8 06 Dec 18 -6 -$844,282.14 -0.17% N/A
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    TWD CAPITAL TRADED -25600000 -$834,102.00 -0.17% N/A 09/14/2018
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    CNH CAPITAL TRADED -5762800 -$843,353.39 -0.17% N/A 09/10/2018
    CSF - ITRX EUR CDSI CDS JUN 20 23 51235793 -$890,437.07 -0.18% 0.00 06/20/2023
    GBP CAPITAL TRADED -656000 -$853,041.58 -0.18% N/A 09/14/2018
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    USD CAPITAL TRADED -879975 -$879,975.38 -0.18% N/A 09/14/2018
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    Synthetic CashEURO-SCHATZ FUT DUZ8 06 Dec 18 -7 -$911,736.05 -0.19% N/A
    AUD CAPITAL TRADED -1373000 -$992,942.85 -0.20% N/A 09/14/2018
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    SPX 21/12/18 2860 C - (20/08/18) -96 -$1,048,663.01 -0.22% N/A 12/21/2018
    SPX 21/12/18 2840 C - (17/08/18) -96 -$1,189,034.40 -0.24% N/A 12/21/2018
    CHF CAPITAL TRADED -1113000 -$1,152,002.49 -0.24% N/A 09/14/2018
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    CLP CAPITAL TRADED -859258219 -$1,268,168.35 -0.26% N/A 10/12/2018
    JPY CAPITAL TRADED -146376006 -$1,331,263.08 -0.27% N/A 11/13/2018
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    CSF - CDX IG CDSI S3 CDS JUN 20 23 78516584 -$1,392,491.62 -0.29% 0.00 06/20/2023
    SPX 30/11/18 2800 C - (17/07/18) -98 -$1,419,029.12 -0.29% N/A 11/30/2018
    CHF CAPITAL TRADED -1350000 -$1,397,307.60 -0.29% N/A 09/14/2018
    CHF CAPITAL TRADED -1364000 -$1,411,798.19 -0.29% N/A 09/14/2018
    KRW CAPITAL TRADED -1587186000 -$1,426,227.14 -0.29% N/A 09/14/2018
    EUR CAPITAL TRADED -1200000 -$1,401,530.18 -0.29% N/A 10/19/2018
    HKD CAPITAL TRADED -11575000 -$1,475,004.78 -0.30% N/A 09/14/2018
    Synthetic CashEURO BUXL 30Y BND UBZ8 06 Dec 18 -7 -$1,442,635.28 -0.30% N/A
    EUR CAPITAL TRADED -1302817 -$1,515,827.29 -0.31% N/A
    CHF CAPITAL TRADED -1507000 -$1,559,809.30 -0.32% N/A 09/14/2018
    SPX 30/11/18 2780 C - (10/07/18) -98 -$1,577,513.84 -0.32% N/A 11/30/2018
    SG - HANG SENG CHINA P 11000 DEC 18 -467 -$1,580,970.28 -0.33% N/A 12/28/2018
    CLP CAPITAL TRADED -1085900000 -$1,601,401.84 -0.33% N/A 09/10/2018
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    AUD CAPITAL TRADED -2226965 -$1,610,531.41 -0.33% N/A 09/10/2018
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    USD CAPITAL TRADED -1668166 -$1,668,165.62 -0.34% N/A 11/13/2018
    CLP CAPITAL TRADED -1162757743 -$1,716,099.47 -0.35% N/A 10/12/2018
    USD CAPITAL TRADED -1756739 -$1,756,738.58 -0.36% N/A 11/13/2018
    USD CAPITAL TRADED -1753115 -$1,753,114.54 -0.36% N/A 11/13/2018
    EUR CAPITAL TRADED -1500000 -$1,752,838.64 -0.36% N/A 10/26/2018
    USD CAPITAL TRADED -1750416 -$1,750,416.36 -0.36% N/A 10/12/2018
    NOK CAPITAL TRADED -14820000 -$1,772,985.14 -0.36% N/A 09/14/2018
    USD CAPITAL TRADED -1749479 -$1,749,478.64 -0.36% N/A 10/12/2018
    SPX 30/11/18 2880 C - (30/08/18) -221 -$1,790,782.72 -0.37% N/A 11/30/2018
    TYZ8 US 10YR NOTE DEC 18 -15 -$1,803,984.38 -0.37% N/A 12/19/2018
    DKK CAPITAL TRADED -11660000 -$1,821,405.01 -0.37% N/A 09/14/2018
    EUR CAPITAL TRADED -1520012 -$1,778,626.34 -0.37% N/A 11/13/2018
    FVZ8 US 5YR NOTE DEC 18 -16 -$1,814,375.01 -0.37% N/A 12/31/2018
    SEK CAPITAL TRADED -16874000 -$1,848,572.02 -0.38% N/A 09/14/2018
    EUR CAPITAL TRADED -1620000 -$1,892,065.75 -0.39% N/A 10/19/2018
    USD CAPITAL TRADED -1920908 -$1,920,907.55 -0.40% N/A 09/14/2018
    USD CAPITAL TRADED -1951335 -$1,951,335.15 -0.40% N/A 09/14/2018
    USD CAPITAL TRADED -2011569 -$2,011,569.22 -0.41% N/A 09/14/2018
    EUR CAPITAL TRADED -1700000 -$1,979,672.91 -0.41% N/A 09/14/2018
    USD CAPITAL TRADED -2023005 -$2,023,004.92 -0.42% N/A 09/14/2018
    CLP CAPITAL TRADED -1451121663 -$2,141,692.14 -0.44% N/A 10/12/2018
    G Z8 LONG GILT FUTURE Dec18G Z8 -14 -$2,225,886.86 -0.46% N/A 12/27/2018
    GBP CAPITAL TRADED -1700000 -$2,216,213.50 -0.46% N/A 11/09/2018
    USD CAPITAL TRADED -2224185 -$2,224,185.37 -0.46% N/A 09/10/2018
    EUR CAPITAL TRADED -1947000 -$2,267,307.74 -0.47% N/A 09/14/2018
    USD CAPITAL TRADED -2261535 -$2,261,535.31 -0.47% N/A 09/14/2018
    USD CAPITAL TRADED -2341008 -$2,341,008.18 -0.48% N/A 10/12/2018
    USD CAPITAL TRADED -2319512 -$2,319,512.23 -0.48% N/A
    EUR CAPITAL TRADED -2000000 -$2,329,026.96 -0.48% N/A 09/14/2018
    NZD CAPITAL TRADED -3618500 -$2,400,859.02 -0.49% N/A 09/10/2018
    USD CAPITAL TRADED -2397507 -$2,397,506.71 -0.49% N/A 09/10/2018
    GBP CAPITAL TRADED -1821000 -$2,367,970.60 -0.49% N/A 09/14/2018
    USD CAPITAL TRADED -2381937 -$2,381,937.27 -0.49% N/A 11/13/2018
    USD CAPITAL TRADED -2371523 -$2,371,522.51 -0.49% N/A 10/11/2018
    GBP CAPITAL TRADED -1870000 -$2,435,664.80 -0.50% N/A 10/19/2018
    MC - MCDV US DV TRS PAY -15430 -$2,424,830.67 -0.50% 0.00 02/21/2019
    AUD CAPITAL TRADED -3433500 -$2,483,092.27 -0.51% N/A 09/10/2018
    CHF CAPITAL TRADED -2400000 -$2,484,102.39 -0.51% N/A 09/14/2018
    USD CAPITAL TRADED -2485450 -$2,485,450.10 -0.51% N/A 11/13/2018
    USD CAPITAL TRADED -2534824 -$2,534,824.43 -0.52% N/A 10/12/2018
    USD CAPITAL TRADED -2545057 -$2,545,056.72 -0.52% N/A 09/10/2018
    GBP CAPITAL TRADED -1982556 -$2,576,827.58 -0.53% N/A
    USD CAPITAL TRADED -2574841 -$2,574,840.75 -0.53% N/A 09/10/2018
    EUR CAPITAL TRADED -2255000 -$2,625,977.89 -0.54% N/A 09/14/2018
    CLP CAPITAL TRADED -1785481458 -$2,635,169.54 -0.54% N/A 10/12/2018
    GBP CAPITAL TRADED -2101000 -$2,732,073.72 -0.56% N/A 09/14/2018
    CLP CAPITAL TRADED -1896027784 -$2,798,578.77 -0.58% N/A 11/13/2018
    COLLATERAL NOMURA USD -2880000 -$2,880,000.00 -0.59% N/A
    CLP CAPITAL TRADED -1987570001 -$2,933,429.46 -0.60% N/A 10/12/2018
    USD CAPITAL TRADED -2919940 -$2,919,939.66 -0.60% N/A 10/12/2018
    NZD CAPITAL TRADED -4576000 -$3,036,156.10 -0.62% N/A 09/10/2018
    ISU8 MEX BOLSA IDX FUT Sep18ISU8 -117 -$3,036,443.87 -0.62% N/A 09/21/2018
    GBP CAPITAL TRADED -2481000 -$3,226,213.66 -0.66% N/A 09/14/2018
    EUR CAPITAL TRADED -3000000 -$3,493,540.43 -0.72% N/A 09/14/2018
    COLLATERAL CITIGROUP USD -3520000 -$3,520,000.00 -0.72% 0.00 12/31/2049
    USD CAPITAL TRADED -3583744 -$3,583,743.84 -0.74% N/A 10/12/2018
    USD CAPITAL TRADED -3574389 -$3,574,388.87 -0.74% N/A 10/12/2018
    USD CAPITAL TRADED -3663201 -$3,663,200.97 -0.75% N/A 09/10/2018
    CAD CAPITAL TRADED -4797817 -$3,682,577.79 -0.76% N/A 10/12/2018
    GBP CAPITAL TRADED -3000000 -$3,907,317.27 -0.80% N/A 10/18/2018
    EUR CAPITAL TRADED -3600000 -$4,211,240.40 -0.87% N/A 11/09/2018
    CNH CAPITAL TRADED -29450500 -$4,306,408.34 -0.89% N/A 10/12/2018
    USD CAPITAL TRADED -4354380 -$4,354,380.13 -0.90% N/A 09/10/2018
    BZV8 BOVESPA INDEX FUT Oct18BZV8 -235 -$4,403,063.03 -0.91% N/A 10/17/2018
    USD CAPITAL TRADED -4474925 -$4,474,925.00 -0.92% N/A 11/13/2018
    EUR CAPITAL TRADED -3973000 -$4,626,612.05 -0.95% N/A 09/14/2018
    Synthetic CashEURO STOXX BANK SEP18CAU8 -739 -$4,601,327.73 -0.95% N/A 09/21/2018
    NIU8 NIKKEI 225 (SGX) Sep18NIU8 COMB -46 -$4,737,520.85 -0.97% N/A 09/13/2018
    CNH CAPITAL TRADED -32768333 -$4,788,616.73 -0.98% N/A 11/13/2018
    COLLATERAL JPM USD -4790000 -$4,790,000.00 -0.99% N/A 12/31/2049
    EUR CAPITAL TRADED -4125000 -$4,803,618.10 -0.99% N/A 09/14/2018
    KRW CAPITAL TRADED -5382130000 -$4,836,320.30 -0.99% N/A 09/14/2018
    NZD CAPITAL TRADED -7220500 -$4,791,372.17 -0.99% N/A 11/13/2018
    COLLATERAL MERRILL LYNCH USD -4910000 -$4,910,000.00 -1.01% N/A
    NZD CAPITAL TRADED -7606000 -$5,046,622.49 -1.04% N/A 10/12/2018
    CAD CAPITAL TRADED -6751033 -$5,184,687.43 -1.07% N/A 11/13/2018
    USD CAPITAL TRADED -5437783 -$5,437,783.14 -1.12% N/A 09/10/2018
    EUR CAPITAL TRADED -4742000 -$5,522,122.91 -1.14% N/A 09/14/2018
    TWD CAPITAL TRADED -176459591 -$5,747,486.45 -1.18% N/A 09/10/2018
    CAD CAPITAL TRADED -7558650 -$5,797,467.91 -1.19% N/A 09/10/2018
    USD CAPITAL TRADED -5825245 -$5,825,245.00 -1.20% N/A 09/14/2018
    AUD CAPITAL TRADED -8124167 -$5,876,339.98 -1.21% N/A 11/09/2018
    GBP CAPITAL TRADED -4500000 -$5,861,225.45 -1.21% N/A 10/19/2018
    USD CAPITAL TRADED -6151476 -$6,151,475.91 -1.27% N/A 10/12/2018
    USD CAPITAL TRADED -6231343 -$6,231,342.66 -1.28% N/A 10/12/2018
    USD CAPITAL TRADED -6268398 -$6,268,398.19 -1.29% N/A 11/13/2018
    GBP CAPITAL TRADED -4855000 -$6,313,287.91 -1.30% N/A 09/14/2018
    EUR CAPITAL TRADED -5484381 -$6,402,052.56 -1.32% N/A 10/12/2018
    GBP CAPITAL TRADED -4977000 -$6,471,932.83 -1.33% N/A 09/14/2018
    AUD CAPITAL TRADED -9926068 -$7,179,842.62 -1.48% N/A 11/13/2018
    EUR CAPITAL TRADED -6306108 -$7,340,707.27 -1.51% N/A 09/10/2018
    GBP CAPITAL TRADED -5686000 -$7,393,893.93 -1.52% N/A 09/14/2018
    Synthetic CashSWISS MKT IX FUTR SEP18SMU8 -86 -$7,502,590.78 -1.54% N/A 09/21/2018
    USD CAPITAL TRADED -7630804 -$7,630,803.89 -1.57% N/A 11/13/2018
    HKD CAPITAL TRADED -60489000 -$7,708,126.51 -1.59% N/A 09/14/2018
    TWD CAPITAL TRADED -248549588 -$8,095,538.37 -1.67% N/A 09/10/2018
    TWD CAPITAL TRADED -248549588 -$8,115,082.63 -1.67% N/A 10/12/2018
    EUR CAPITAL TRADED -7340000 -$8,547,528.93 -1.76% N/A 09/14/2018
    CHF CAPITAL TRADED -8963466 -$9,114,353.09 -1.87% N/A 09/10/2018
    CHF CAPITAL TRADED -8963466 -$9,100,533.26 -1.87% N/A 11/13/2018
    RUCU8 FTSE UK Mid Cap TPSep18RUCU8 -188 -$9,623,232.02 -1.98% N/A 09/21/2018
    Synthetic CashMSCI TAIWAN INDEX SEP18TWU8 COMB -243 -$9,955,443.75 -2.05% N/A 09/27/2018
    EUR CAPITAL TRADED -8799008 -$10,305,163.45 -2.12% N/A 11/13/2018
    CHF CAPITAL TRADED -12270368 -$12,461,769.30 -2.56% N/A 10/12/2018
    TWD CAPITAL TRADED -425009179 -$13,906,094.59 -2.86% N/A 11/13/2018
    EUR CAPITAL TRADED -11929000 -$13,891,481.28 -2.86% N/A 09/14/2018
    USD CAPITAL TRADED -14500240 -$14,500,240.40 -2.98% N/A 10/12/2018
    SCAU8 MSCI AC ASIA Ex J Sep18SCAU8 -324 -$15,517,234.80 -3.19% N/A 09/21/2018
    USD CAPITAL TRADED -16862932 -$16,862,931.67 -3.47% N/A 09/10/2018
    GBP CAPITAL TRADED -14907000 -$19,384,589.66 -3.99% N/A 09/14/2018
    EUR CAPITAL TRADED -16826540 -$19,571,268.69 -4.03% N/A 09/10/2018
    EUR CAPITAL TRADED -17420492 -$20,258,792.30 -4.17% N/A 10/12/2018
    GBP CAPITAL TRADED -15851000 -$20,612,137.30 -4.24% N/A 09/14/2018
    CNH CAPITAL TRADED -191923266 -$28,086,891.19 -5.78% N/A 09/10/2018
    KRW CAPITAL TRADED -32696905225 -$29,377,619.89 -6.04% N/A 09/10/2018
    RTYU8 E-Mini Russ 2000 Sep18RTYU8 -342 -$29,804,445.00 -6.13% N/A 09/21/2018
    USD CAPITAL TRADED -30321553 -$30,321,552.53 -6.24% N/A 09/10/2018
    VGU8 EURO STOXX 50 Sep18VGU8 -1016 -$39,996,894.86 -8.23% N/A 09/21/2018
    Z U8 FTSE 100 IDX FUT Sep18Z U8 -577 -$55,663,590.65 -11.45% N/A 09/21/2018
    Synthetic CashS&P500 EMINI FUT SEP18ESU8 -397 -$56,260,023.04 -11.57% N/A 09/21/2018

    ** Not Annualized if less than one year. Since Inception performance is as of the first full month the fund was open.

    Total return assumes reinvestment of dividends and capital gains for the periods indicated. Past performance is no guarantee of future results.

    The monthly adjusted returns are compounded and then annualized to compute the long-term results. Individual Plan performance may vary depending upon the timing of contributions and withdrawals. Investment return and principal value will fluctuate so that, when redeemed, an investor's shares may be worth more or less than when originally purchased.

    As with all investments, there are associated risks. Please obtain and read all information carefully before making investment decisions.

    Indices presented for comparison are unmanaged and considered to be representative of the stock or bond markets in general. Investors cannot invest directly in an index.

    The Invesco Collective Trust Funds are bank collective trust funds for which Invesco Trust Company serves as trustee and investment manager. The funds are not FDIC-insured or registered with the Securities and Exchange Commission. Fund investors and potential investors are strongly encouraged to review the funds' Declaration of Trust for additional information regarding the operation and investment objectives of the funds.

    All material presented is compiled from sources believed to be reliable and current, but accuracy cannot be guaranteed. This is not to be construed as an offer to buy or sell any financial instruments. It is not our intention to state, indicate or imply in any manner that current or past results are indicative of future profitability or expectations. As with all investments there are associated inherent risks. Please obtain and review all financial material carefully before investing.

    When evaluating whether a fund is appropriate for your investment goals, fund performance, fees and expenses are only a few of the criteria you should consider. You may also consider the investment objective, strategy and risks.

    Invesco Custom Intermediate Index, consisting of the following percentages of the Bloomberg Barclays US bond indices (the "Underlying Benchmark Indices"): 30% Intermediate US Treasury, 25% US MBS, 5% CMBS ERISA eligible AAA, 30% USD Corporate 1-5 Year, and 10% Intermediate Corporate (the "Index"). The Underlying Benchmark Indices, including percentages, may be changed from time to time when the investment manager and sub-adviser believe that such changes will benefit the Fund and its investors, without prior notice to investors. Information about the Index and the Underlying Benchmark Indices is available upon request.