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Collective Trust Funds

Quarterly Portfolio Holdings

as of 09/30/2020

Invesco Global Targeted Returns Trust - Class C

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
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
Synthetic CashFTSE UK MID CAP TPSEP18RUCU8 188 $10,027,948.17 2.06% N/A 09/21/2018
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
USD CAPITAL TRADED 8173285 $8,173,284.71 1.68% N/A 10/12/2018
EJ0234298 MEXICAN BONOS MBONO 6 1/2 06/09/22 160900000 $8,155,700.00 1.68% Baa1 6.50 06/09/2022
ED2028832 MEXICAN BONOS MBONO 8 12/07/23 152100000 $8,142,732.09 1.67% Baa1 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 12/31/2049
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 4845782 $4,845,781.88 1.00% N/A 09/14/2018
USD CAPITAL TRADED 4882213 $4,882,213.28 1.00% N/A 11/13/2018
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
COLLATERAL CREDIT SUISSE NM EUR 2723734 $3,169,064.61 0.65% N/A
USD CAPITAL TRADED 3161251 $3,161,250.72 0.65% N/A 10/12/2018
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
CLP CAPITAL TRADED 1858264200 $2,742,588.67 0.56% N/A 10/12/2018
USD CAPITAL TRADED 2728208 $2,728,208.42 0.56% N/A 10/12/2018
B15C557 TOTAL SE 43356 $2,717,708.53 0.56% N/A
MXN CAPITAL TRADED 51063000 $2,670,589.16 0.55% N/A 09/10/2018
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 2649027 $2,649,027.43 0.54% N/A 09/14/2018
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
MXN CAPITAL TRADED 46574159 $2,435,823.28 0.50% N/A 09/10/2018
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
MC - MCDV US DV REC FIXED 0.24% 2424831 $2,424,830.67 0.50% 0.00 02/21/2019
CLP CAPITAL TRADED 1619703574 $2,388,614.32 0.49% N/A 09/10/2018
USD CAPITAL TRADED 2395913 $2,395,913.37 0.49% N/A 09/14/2018
CLP CAPITAL TRADED 1611235800 $2,378,002.57 0.49% N/A 10/12/2018
USD CAPITAL TRADED 2340046 $2,340,046.00 0.48% N/A 09/14/2018
INR CAPITAL TRADED 165642300 $2,314,847.18 0.48% N/A 11/13/2018
INR CAPITAL TRADED 165642300 $2,333,597.23 0.48% N/A 09/10/2018
USD CAPITAL TRADED 2331681 $2,331,680.99 0.48% N/A 10/12/2018
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
GBP CAPITAL TRADED 1719000 $2,235,333.04 0.46% N/A 09/14/2018
Synthetic CashLONG GILT FUTURE G Z8 27 Dec 18 14 $2,226,887.67 0.46% N/A 12/27/2018
USD CAPITAL TRADED 2219568 $2,219,567.60 0.46% N/A 11/09/2018
G1510J102 BRITISH AMERICAN TOBACCO PLC 46033 $2,226,924.41 0.46% N/A
G76225104 ROLLS-ROYCE HOLDINGS PLC 164150 $2,144,740.71 0.44% N/A
EZQFK9SQ2VY7 JP - JPMS US SWAT P USD/EUR 1.2478 28807500 $2,081,773.56 0.43% N/A 02/05/2019
7110388 ROCHE HOLDING AG 8359 $2,081,106.63 0.43% N/A
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
6771720 SAMSUNG ELECTRONICS CO LTD 45991 $2,000,731.42 0.41% N/A
GBP CAPITAL TRADED 1515000 $1,970,057.92 0.41% N/A 09/14/2018
GBP CAPITAL TRADED 1529000 $1,988,263.07 0.41% N/A 09/14/2018
EUR MARGIN TRADED 1721665 $2,003,157.24 0.41% N/A
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 1880634 $1,880,634.48 0.39% N/A 10/12/2018
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 $1,755,612.14 0.36% N/A 11/13/2018
CAD CAPITAL TRADED 2286000 $1,754,625.66 0.36% N/A 10/12/2018
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
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
0560399 LEGAL & GENERAL GROUP PLC 498973 $1,648,913.35 0.34% N/A
USD CAPITAL TRADED 1658608 $1,658,608.08 0.34% N/A 09/10/2018
CAD CAPITAL TRADED 2167150 $1,662,199.28 0.34% N/A 09/10/2018
CAD CAPITAL TRADED 2179033 $1,673,463.16 0.34% N/A 11/13/2018
SPX 30/11/18 2780 C - (30/08/18) 98 $1,542,468.18 0.32% N/A 11/30/2018
SPX 30/11/18 2900 C - (17/07/18) 221 $1,571,323.48 0.32% N/A 11/30/2018
46429B598 ISHARES MSCI INDIA ETF 43500 $1,551,427.50 0.32% N/A
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
MXN INCOME TRADED 27520278 $1,439,307.45 0.30% 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
USD CAPITAL TRADED 1392140 $1,392,139.83 0.29% N/A 10/12/2018
BH4HKS3 VODAFONE GROUP PLC 659260 $1,409,642.08 0.29% N/A
USD CAPITAL TRADED 1409329 $1,409,328.72 0.29% N/A 09/14/2018
B7T7721 NATWEST GROUP PLC 445171 $1,395,899.06 0.29% N/A
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
B019KW7 J SAINSBURY PLC 317813 $1,339,816.69 0.28% N/A
GB00B03ML ROYAL DUTCH SHELL PLC 41819 $1,362,136.10 0.28% N/A
USD CAPITAL TRADED 1378801 $1,378,800.88 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 1364649 $1,364,648.96 0.28% N/A 09/14/2018
7133608 EQUINOR ASA 52438 $1,349,403.61 0.28% N/A
USD CAPITAL TRADED 1299241 $1,299,241.33 0.27% N/A 10/12/2018
3091357 BT GROUP PLC 458324 $1,294,619.41 0.27% 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
GBP MARGIN TRADED 1007982 $1,310,124.89 0.27% N/A
5051252 UPM-KYMMENE OYJ 32350 $1,249,622.27 0.26% N/A
EUR CAPITAL TRADED 1111098 $1,273,481.67 0.26% N/A 10/26/2018
BMMV2K8 TENCENT HOLDINGS LTD 28800 $1,247,196.42 0.26% N/A
BD0Q398 KONINKLIJKE AHOLD DELHAIZE NV 49851 $1,215,424.33 0.25% N/A
USD CAPITAL TRADED 1185189 $1,185,189.01 0.24% N/A 09/10/2018
B2B0DG9 RELX PLC 51522 $1,144,611.56 0.24% N/A
5176177 ORANGE SA 70716 $1,147,573.32 0.24% N/A
H5820Q150 NOVARTIS AG 14277 $1,186,772.86 0.24% N/A
B01FLG6 G4S PLC 343167 $1,112,625.10 0.23% N/A
0925288 GLAXOSMITHKLINE PLC 55436 $1,124,746.41 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
47215P106 JD.COM INC 34962 $1,094,135.80 0.23% N/A
3127489 MARKS & SPENCER GROUP PLC 283069 $1,109,459.54 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
40415F101 HDFC BANK LTD 10831 $1,096,692.90 0.23% N/A
USD CAPITAL TRADED 1125077 $1,125,077.25 0.23% N/A 09/14/2018
MERL - MERL US DVUS SWPT R 2.984 07 28 20406000 $1,127,839.62 0.23% N/A 07/19/2028
4617859 DEUTSCHE POST AG 29193 $1,063,477.20 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
46625H100 JPMORGAN CHASE & CO 9138 $1,046,346.68 0.22% N/A
0884709 TESCO PLC 320970 $1,028,141.97 0.21% N/A
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
MERL - MERL US DVUS SWPT R 2.991 07 28 18533000 $1,028,581.50 0.21% N/A 07/19/2028
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
B00G0S5 CNOOC LTD 560000 $989,590.90 0.20% N/A
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
EUR CAPITAL TRADED 775000 $902,497.95 0.19% N/A 09/14/2018
COLLATERAL GOLDMAN SACHS USD 910000 $910,000.00 0.19% N/A 12/31/2049
DUZ8 EURO-SCHATZ FUT Dec18DUZ8 7 $911,878.58 0.19% N/A 12/06/2018
BW9P816 CK HUTCHISON HOLDINGS LTD 80500 $927,418.17 0.19% N/A
CIT - CITI US DV SWPT R 3.078 07 28 16057000 $939,173.93 0.19% N/A 07/26/2028
913017109 RAYTHEON TECHNOLOGIES CORP 6863 $903,754.15 0.19% N/A
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
B283W97 CAIXABANK SA 191338 $859,431.32 0.18% N/A
EH6949240 LLOYDS BANK PLC LLOYDS 13 PERP 400000 $897,858.82 0.18% Baa3 13.00 12/31/2059
BZ57390 ING GROEP NV 65494 $890,728.32 0.18% Ba1 N/A
4076836 INTESA SANPAOLO SPA 357078 $883,787.83 0.18% N/A
COLLATERAL - MORGAN STANLEY 840000 $840,000.00 0.17% 0.00 12/31/2049
UBS - NIKKEI 225 C 22750 DEC 18 132 $824,931.37 0.17% N/A 12/14/2018
166764100 CHEVRON CORP 6782 $803,497.45 0.17% N/A
USD CAPITAL TRADED 833381 $833,381.09 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
NZD CAPITAL TRADED 1244362 $825,732.63 0.17% N/A 11/13/2018
GBP CAPITAL TRADED 644000 $837,437.16 0.17% N/A 09/14/2018
USD CAPITAL TRADED 829340 $829,339.51 0.17% N/A 09/14/2018
USD CAPITAL TRADED 838519 $838,519.49 0.17% N/A 09/14/2018
IKZ8 Euro-BTP Future Dec18IKZ8 6 $842,397.27 0.17% N/A 12/06/2018
B1G1QD8 INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD 1108000 $816,646.92 0.17% N/A
AUD CAPITAL TRADED 1064681 $770,100.59 0.16% N/A 11/09/2018
5072673 STORA ENSO OYJ 42879 $799,233.25 0.16% N/A
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
136385101 CANADIAN NATURAL RESOURCES LTD 22774 $778,257.94 0.16% N/A
0454492 IMPERIAL BRANDS PLC 21590 $770,150.68 0.16% N/A
UBS - EURO STOXX 50 C 3350 DEC 19 368 $769,880.49 0.16% N/A 12/20/2019
USD CAPITAL TRADED 795848 $795,848.13 0.16% N/A 10/26/2018
GBP CAPITAL TRADED 614000 $798,426.11 0.16% N/A 09/14/2018
BRL CAPITAL TRADED 3320000 $800,251.88 0.16% N/A 11/13/2018
USD CAPITAL TRADED 801448 $801,448.05 0.16% N/A 09/14/2018
KRW CAPITAL TRADED 875775850 $786,962.14 0.16% N/A 09/14/2018
JP - EURO STOXX 50 P C 3350 DEC 19 368 $769,880.49 0.16% N/A 12/20/2019
AUD CAPITAL TRADED 1102000 $796,957.78 0.16% N/A 09/14/2018
USD CAPITAL TRADED 735148 $735,148.12 0.15% N/A 09/10/2018
USD CAPITAL TRADED 707084 $707,083.59 0.15% N/A 10/12/2018
4588364 CIE GENERALE DES ETABLISSEMENTS MICHELIN SCA 5977 $709,158.58 0.15% N/A
64110W102 NETEASE INC 3656 $722,754.64 0.15% N/A
NZD CAPITAL TRADED 1126272 $747,370.61 0.15% N/A 11/13/2018
717081103 PFIZER INC 17434 $723,772.51 0.15% N/A
G4593F138 HISCOX LTD 32675 $715,395.88 0.15% N/A
912828R36 UNITED STATES TREASURY NOTE/BOND T 1 5/8 05/15/26 800000 $738,002.82 0.15% Aaa 1.63 05/15/2026
4163437 CAPGEMINI SE 5672 $730,880.45 0.15% N/A
USD CAPITAL TRADED 704265 $704,265.00 0.14% N/A 09/07/2018
0969703 BABCOCK INTERNATIONAL GROUP PLC 72273 $670,051.42 0.14% N/A
5983816 ZURICH INSURANCE GROUP AG 2272 $693,393.44 0.14% N/A
BKKMKR2 RSA INSURANCE GROUP PLC 85555 $702,006.30 0.14% N/A
SG - HANG SENG CHINA P 11600 DEC 18 117 $673,818.40 0.14% N/A 12/28/2018
45104G104 ICICI BANK LTD 72587 $699,375.75 0.14% N/A
949746101 WELLS FARGO & CO 11829 $691,345.90 0.14% N/A
SX5E 21/12/18 3575 C - (02/08/18) 2576 $680,821.42 0.14% N/A 12/21/2018
JP - ESTX BANKS EUR P 105 JUN 19 1096 $675,005.87 0.14% N/A 06/21/2019
GSI - ESTX BANKS EUR P 105 JUN 19 1095 $674,389.99 0.14% N/A 06/21/2019
912828Q60 UNITED STATES TREASURY INFLATION INDEXED BONDS TII 0 1/8 04/15/21 670000 $699,659.55 0.14% Aaa 0.13 04/15/2021
B4T3BW6 GLENCORE PLC 164935 $672,277.70 0.14% N/A
USD CAPITAL TRADED 674699 $674,699.40 0.14% N/A 09/14/2018
SEK CAPITAL TRADED 6229206 $681,797.15 0.14% N/A
GBP CAPITAL TRADED 534000 $694,396.65 0.14% N/A 09/14/2018
USD CAPITAL TRADED 680054 $680,054.04 0.14% N/A 09/14/2018
USD CAPITAL TRADED 693192 $693,192.05 0.14% N/A 09/14/2018
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
USD CAPITAL TRADED 670012 $670,012.32 0.14% N/A 09/14/2018
JP - EURO STOXX 50 P C 3400 DEC 19 369 $670,024.53 0.14% N/A 12/20/2019
5086577 BASF SE 7297 $675,596.49 0.14% N/A
USD CAPITAL TRADED 680965 $680,964.88 0.14% N/A 10/12/2018
MXN CAPITAL TRADED 11993000 $627,232.55 0.13% N/A 09/10/2018
G7690A118 ROYAL DUTCH SHELL PLC 18924 $625,119.26 0.13% N/A
CHF CAPITAL TRADED 596190 $616,471.68 0.13% N/A
631103108 NASDAQ INC 6545 $624,556.62 0.13% N/A
USD CAPITAL TRADED 648548 $648,547.99 0.13% N/A 09/14/2018
B3DF0Y6 KB FINANCIAL GROUP INC 13910 $646,671.61 0.13% N/A
USD CAPITAL TRADED 643417 $643,416.87 0.13% N/A 09/14/2018
USD CAPITAL TRADED 619129 $619,128.73 0.13% N/A 09/14/2018
B082RF1 RENTOKIL INITIAL PLC 148631 $628,038.40 0.13% N/A
517834107 LAS VEGAS SANDS CORP 9293 $607,994.52 0.13% N/A
B1VYCH8 THOMAS COOK GROUP PLC 595649 $647,613.94 0.13% B1 N/A
USD CAPITAL TRADED 644433 $644,433.21 0.13% N/A 09/14/2018
7309681 BNP PARIBAS SA 10028 $590,204.43 0.12% N/A
05722G100 BAKER HUGHES CO 17257 $568,877.01 0.12% N/A
V96194127 UNITED OVERSEAS BANK LTD 30200 $595,932.27 0.12% N/A
456788108 INFOSYS LTD 29140 $605,383.49 0.12% N/A
637071101 NATIONAL OILWELL VARCO INC 12288 $578,334.72 0.12% N/A
5902941 NOKIA OYJ 107522 $600,176.11 0.12% N/A
02154CAE3 ALTICE FINANCING SA ALTICE 7 1/2 05/15/26 600000 $580,125.00 0.12% B2 7.50 05/15/2026
85207UAF2 SPRINT CORP S 7 7/8 09/15/23 527000 $587,637.94 0.12% B1 7.88 09/15/2023
EJ2359143 REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND SAGB 8 3/4 02/28/48 #2048 9800000 $600,457.98 0.12% Ba1 8.75 02/28/2048
EUR CAPITAL TRADED 491000 $571,776.12 0.12% N/A 09/14/2018
GBP CAPITAL TRADED 440000 $572,162.03 0.12% N/A 09/14/2018
USD CAPITAL TRADED 586130 $586,130.39 0.12% N/A 10/12/2018
GBP CAPITAL TRADED 466000 $605,971.61 0.12% N/A 09/14/2018
GBP CAPITAL TRADED 457000 $594,268.30 0.12% N/A 09/14/2018
RXZ8 EURO-BUND DEC 18 3 $561,150.23 0.12% N/A 12/06/2018
BYQ0JC6 BEAZLEY PLC 77313 $597,147.40 0.12% N/A
EH6310260 BARCLAYS BANK PLC BACR 14 PERP 400000 $581,042.44 0.12% Ba2 14.00 11/29/2049
6495730 KOREA ELECTRIC POWER CORP 22158 $607,620.68 0.12% Aa2 N/A
USD CAPITAL TRADED 514956 $514,956.49 0.11% N/A 09/10/2018
6438564 HON HAI PRECISION INDUSTRY CO LTD 205200 $537,468.34 0.11% N/A
0265274 DERWENT LONDON PLC 14083 $556,727.69 0.11% N/A
BD7XPJ6 NEWRIVER REIT PLC 158146 $546,249.83 0.11% N/A
B058TZ6 SAFRAN SA 4036 $527,230.60 0.11% N/A
6693233 POSCO 1886 $552,762.43 0.11% N/A
6900643 TOYOTA MOTOR CORP 8400 $524,900.57 0.11% N/A
375558103 GILEAD SCIENCES INC 6892 $521,896.69 0.11% N/A
G16968110 BUNZL PLC 17821 $555,329.20 0.11% N/A
SG - SOC US DV SWPT R 3.105 07 28 9022000 $537,079.66 0.11% N/A 07/26/2028
EK3347086 BARCLAYS PLC BACR 7 PERP 400000 $537,118.63 0.11% NR 7.00 12/31/2049
01609W102 ALIBABA GROUP HOLDING LTD 3040 $532,015.20 0.11% N/A
B5M6XQ7 INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA 58578 $526,028.84 0.11% N/A
33616C100 FIRST REPUBLIC BANK/CA 5380 $546,634.90 0.11% N/A
316827104 51JOB INC 6685 $516,850.77 0.11% N/A
PLN INCOME TRADED 1989230 $540,485.63 0.11% N/A
USD CAPITAL TRADED 547025 $547,025.14 0.11% N/A 09/14/2018
USD CAPITAL TRADED 557976 $557,975.76 0.11% N/A 09/14/2018
USD CAPITAL TRADED 524387 $524,386.57 0.11% N/A 09/14/2018
SPX 21/12/18 3020 C - (30/08/18) 207 $473,343.26 0.10% N/A 12/21/2018
AN9647248 AT SECURITIES BV ARNDTN 5 1/4 PERP 500000 $466,518.63 0.10% NR 5.25 12/31/2099
7634394 TELECOM ITALIA SPA/MILANO 798083 $509,691.84 0.10% N/A
5641567 CARREFOUR SA 25965 $464,331.97 0.10% N/A
025816109 AMERICAN EXPRESS CO 4458 $472,481.13 0.10% N/A
H84989104 TE CONNECTIVITY LTD 5251 $481,385.43 0.10% N/A
0100159 BTG PLC BTG 68043 $480,886.46 0.10% N/A
25470XAW5 DISH DBS CORP DISH 5 7/8 11/15/24 521000 $464,236.33 0.10% B2 5.88 11/15/2024
BRJL176 UBS GROUP AG 32457 $507,864.29 0.10% N/A
6558484 STANDARD CHARTERED PLC 61850 $505,507.46 0.10% N/A
P3515D163 FIBRA UNO ADMINISTRACION SA DE CV 371000 $485,372.51 0.10% N/A
87264AAP0 T-MOBILE USA INC TMUS 6 1/2 01/15/26 475000 $507,297.89 0.10% Ba3 6.50 01/15/2026
EUR CAPITAL TRADED 432000 $503,069.82 0.10% N/A 09/14/2018
USD CAPITAL TRADED 466543 $466,542.72 0.10% N/A 09/14/2018
USD CAPITAL TRADED 476671 $476,670.71 0.10% N/A 09/14/2018
USD CAPITAL TRADED 506423 $506,422.85 0.10% N/A 09/14/2018
EUR CAPITAL TRADED 404000 $470,463.45 0.10% N/A 09/14/2018
USD CAPITAL TRADED 507743 $507,742.74 0.10% N/A 09/14/2018
USD CAPITAL TRADED 464726 $464,726.28 0.10% N/A 09/14/2018
68245XAE9 1011778 BC ULC / NEW RED FINANCE INC BCULC 5 10/15/25 505000 $499,318.75 0.10% B2 5.00 10/15/2025
Y7749X101 SHINHAN FINANCIAL GROUP CO LTD 12005 $469,674.12 0.10% N/A
COLLATERAL MACQUARIE USD 510000 $510,000.00 0.10% N/A 12/31/2049
60682LAA0 MITSUBISHI UFJ LEASE & FINANCE CO LTD MUFJLF 2.652 09/19/22 500000 $486,958.17 0.10% A3 2.65 09/19/2022
6368360 BANGKOK BANK PCL 77100 $481,727.77 0.10% N/A
BYZQ077 CK ASSET HOLDINGS LTD 67000 $477,388.55 0.10% N/A
0136701 BRITISH LAND CO PLC/THE 58265 $481,263.73 0.10% N/A
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
AN6130636 UNICREDIT SPA UCGIM 6 5/8 PERP 400000 $459,826.82 0.09% Ba3 6.63 12/31/2099
EJ8172367 ENEL SPA ENELIM 7 3/4 09/10/75 300000 $457,907.92 0.09% Ba1 7.75 09/10/2075
7145056 ENI SPA 24341 $452,537.32 0.09% N/A
AUD CAPITAL TRADED 582643 $421,367.57 0.09% N/A
HKD INCOME TRADED 3598430 $458,463.01 0.09% N/A
5705946 BANCO SANTANDER SA 89480 $446,319.48 0.09% Ba2 N/A
594918104 MICROSOFT CORP 4092 $459,633.91 0.09% N/A
1248EPBM4 CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP CHTR 5 3/4 02/15/26 440000 $442,224.44 0.09% B1 5.75 02/15/2026
J7771X109 SUMITOMO MITSUI FINANCIAL GROUP INC 11100 $438,604.41 0.09% N/A
404119BQ1 HCA INC HCA 5 1/4 04/15/25 395000 $416,165.42 0.09% Baa3 5.25 04/15/2025
B3ZCNF7 TELEFONICA BRASIL SA 45110 $438,443.23 0.09% N/A
CIT - CITI US DV SWPT R 2.990 07 28 7877000 $436,937.19 0.09% N/A 07/06/2028
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
319963BP8 FIRST DATA CORP FDC 7 12/01/23 414000 $439,047.00 0.09% NR 7.00 12/01/2023
B1Z4ST8 PROVIDENT FINANCIAL PLC 48117 $427,273.76 0.09% N/A
GBP CAPITAL TRADED 353000 $459,030.00 0.09% N/A 09/14/2018
USD CAPITAL TRADED 415256 $415,256.35 0.09% N/A 09/14/2018
USD CAPITAL TRADED 425334 $425,334.36 0.09% N/A 09/14/2018
USD CAPITAL TRADED 451748 $451,747.53 0.09% N/A 11/30/2018
USD CAPITAL TRADED 418725 $418,724.90 0.09% N/A 11/13/2018
GBP CAPITAL TRADED 351000 $456,429.26 0.09% N/A 09/14/2018
D94523103 VOLKSWAGEN AG 2718 $443,936.73 0.09% NR N/A
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
MS - MORG US DV C USD/BRL 3.75 4063000 $457,575.06 0.09% N/A 01/17/2019
AP1167257 SOFTBANK GROUP CORP SOFTBK 3 1/8 09/19/25 400000 $448,422.07 0.09% Ba3 3.13 09/19/2025
B1VVGZ5 SVENSKA CELLULOSA AB SCA 37276 $437,367.60 0.09% N/A
AUD CAPITAL TRADED 627730 $454,047.33 0.09% N/A 11/09/2018
USD CAPITAL TRADED 406395 $406,395.00 0.08% N/A 09/10/2018
B154564 BANK OF CHINA LTD 906000 $408,045.71 0.08% N/A
B1VQ252 SANDVIK AB 20860 $365,933.87 0.08% N/A
46115HAU1 INTESA SANPAOLO SPA ISPIM 7.7 PERP 400000 $384,993.56 0.08% Ba3 7.70 12/31/2099
0056650 BHP BILLITON PLC ORD USD0.50 17238 $368,272.47 0.08% N/A
AUD CAPITAL TRADED 546320 $395,162.03 0.08% N/A 11/09/2018
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
MXN CAPITAL TRADED 7809000 $408,409.82 0.08% N/A 09/10/2018
5842359 DEUTSCHE TELEKOM AG 22725 $367,523.47 0.08% N/A
29273VAD2 ENERGY TRANSFER LP ET 5 7/8 01/15/24 350000 $375,377.43 0.08% NR 5.88 01/15/2024
BH7HM06 CHINA CONCH VENTURE HOLDINGS LTD 110500 $379,765.00 0.08% N/A
4057808 LOREAL SA 1630 $391,817.93 0.08% N/A
6537030 LG CORP 6103 $391,734.59 0.08% N/A
B4YCDF5 TALKTALK TELECOM GROUP PLC 220881 $367,475.30 0.08% N/A
4169219 CARLSBERG AS 3217 $394,267.76 0.08% N/A
AUD INCOME TRADED 508568 $367,796.18 0.08% N/A
0989529 ASTRAZENECA PLC 5214 $392,822.81 0.08% N/A
B1W5NW2 SALMAR ASA 7594 $367,136.71 0.08% N/A
G69651100 PEARSON PLC 33122 $394,986.68 0.08% N/A
02005NAV2 ALLY FINANCIAL INC ALLY 5 1/8 09/30/24 381000 $398,660.94 0.08% Ba1 5.13 09/30/2024
B71N6K8 EVRAZ PLC 58344 $377,343.09 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
4491235 KINGSPAN GROUP PLC 7764 $379,313.05 0.08% N/A
EJ4509760 ALLIANZ SE ALVGR 5 1/2 PERP 400000 $397,111.11 0.08% A2 5.50 12/31/2049
29444UAQ9 EQUINIX INC EQIX 5 7/8 01/15/26 355000 $371,864.97 0.08% NR 5.88 01/15/2026
MXN MARGIN TRADED 7752833 $405,472.27 0.08% N/A
B5282K0 INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA 44482 $400,426.94 0.08% N/A
USD CAPITAL TRADED 399767 $399,767.40 0.08% N/A 11/13/2018
EUR CAPITAL TRADED 343000 $399,428.12 0.08% N/A 09/14/2018
GBP CAPITAL TRADED 300000 $390,110.48 0.08% N/A 09/14/2018
EUR CAPITAL TRADED 332000 $386,618.47 0.08% N/A 09/14/2018
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
12563XAB7 CK HUTCHISON INTERNATIONAL 17 II L 400000 $387,888.29 0.08% A2 2.75 03/29/2023
931142DV2 WALMART INC WMT 2.65 12/15/24 400000 $387,744.18 0.08% Aa2 2.65 12/15/2024
052800109 AUTOLIV INC 4293 $382,441.90 0.08% N/A
H7485A108 SGS SA 143 $377,424.78 0.08% N/A
5554041 SECURITAS AB 21475 $382,069.76 0.08% N/A
JV8985980 WFS GLOBAL HOLDING SAS WFSGLB 12 1/2 12/30/22 300000 $391,867.38 0.08% NR 12.50 12/30/2022
4012250 AIRBUS SE 3336 $412,519.01 0.08% N/A
67054KAA7 ALTICE FRANCE SA/FRANCE SFRFP 7 3/8 05/01/26 400000 $398,187.50 0.08% B2 7.38 05/01/2026
GBP CAPITAL TRADED 306000 $397,912.69 0.08% N/A 09/14/2018
GBP CAPITAL TRADED 278000 $361,502.38 0.07% N/A 09/14/2018
0790873 SSE PLC 21018 $342,432.95 0.07% N/A
BHC8X90 NOVO NORDISK A/S 6682 $329,688.85 0.07% N/A
G5361W104 LANCASHIRE HOLDINGS LTD 40100 $316,759.15 0.07% N/A
6333937 ENN ENERGY HOLDINGS LTD 35000 $318,945.97 0.07% N/A
QZ3880916 ALLIANZ SE ALVGR 3 7/8 PERP 400000 $336,491.67 0.07% A2 3.88 12/31/2049
B15SLC4 TGS NOPEC GEOPHYSICAL CO ASA 9178 $349,331.84 0.07% N/A
5048566 SWEDISH MATCH AB 6749 $360,886.77 0.07% N/A
0096162 BALFOUR BEATTY PLC 85036 $320,303.02 0.07% N/A
CHF INCOME TRADED 349857 $361,758.82 0.07% N/A
Y38472224 HYUNDAI MOTOR CO 4398 $337,806.23 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
084670702 BERKSHIRE HATHAWAY INC 1630 $339,855.00 0.07% N/A
EG2988624 ELM BV FOR SWISS REINSURANCE CO LTD SRENVX 6.3024 PERP 250000 $338,433.31 0.07% A3 6.30 12/31/2059
B11LJN4 TUI AG 17552 $324,289.81 0.07% N/A
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
00130HBW4 AES CORP/THE AES 5 1/2 04/15/25 311000 $327,569.39 0.07% Ba1 5.50 04/15/2025
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
B0RJCG9 MINTH GROUP LTD 88000 $359,897.56 0.07% N/A
G0408V102 AON PLC CLASS A 2306 $335,649.83 0.07% N/A
USD CAPITAL TRADED 322963 $322,962.83 0.07% N/A 10/26/2018
USD CAPITAL TRADED 342240 $342,239.76 0.07% N/A 10/26/2018
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 329674 $329,674.34 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
USD CAPITAL TRADED 347020 $347,020.16 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
CSF - CSFB US CL FXD 1.689 MAR 21 28 20517000 $323,493.75 0.07% 1.69 03/21/2028
UBS - FTSE 100 INDEX C 7100 DEC 18 60 $326,309.84 0.07% N/A 12/21/2018
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
JP - HANG SENG CHINA P 10800 DEC 18 126 $349,571.12 0.07% N/A 12/28/2018
7085259 H LUNDBECK A/S 5586 $328,006.20 0.07% N/A
D66992104 SAP SE 2941 $354,161.84 0.07% A2 N/A
BYMD5K9 BANCO BPM SPA 141463 $319,243.03 0.07% N/A
AUD CAPITAL TRADED 441872 $319,612.99 0.07% N/A 11/09/2018
CLP CAPITAL TRADED 211500000 $312,150.18 0.06% N/A 10/12/2018
78388JAV8 SBA COMMUNICATIONS CORP SBAC 4 7/8 09/01/24 300000 $304,072.50 0.06% B1 4.88 09/01/2024
966387AP7 WHITING PETROLEUM CORP WLL 6 1/4 04/01/23 259000 $274,162.29 0.06% NR 6.25 12/31/2049
AUD CAPITAL TRADED 376638 $272,428.39 0.06% N/A 11/09/2018
MXN CAPITAL TRADED 5933000 $310,295.23 0.06% N/A 09/10/2018
BDVZYZ7 ROYAL MAIL PLC 46758 $272,175.06 0.06% N/A
R21882106 TELENOR ASA 16217 $306,782.43 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
EJ9656046 NATIONWIDE BUILDING SOCIETY NWIDE 10 1/4 PERP 1500 $300,761.62 0.06% NR 10.25 06/29/2049
5501906 BANCO BILBAO VIZCAYA ARGENTARIA SA 42823 $267,582.80 0.06% N/A
EK1297853 VIRGIN MEDIA SECURED FINANCE PLC VMED 6 1/4 03/28/29 200000 $274,133.52 0.06% NR 6.25 03/28/2029
EK1358374 LLOYDS BANKING GROUP PLC LLOYDS 7 7/8 PERP 200000 $304,975.33 0.06% Baa3 7.88 12/31/2049
F24539102 DASSAULT AVIATION SA 151 $281,716.51 0.06% N/A
Y21042109 DONGFENG MOTOR GROUP CO LTD 244000 $272,478.94 0.06% A1 N/A
QZ7288603 SHAFTESBURY CARNABY PLC SHBLN 2.487 09/30/31 250000 $312,210.98 0.06% NR 2.49 09/30/2031
B074435 ESSENTRA PLC 48268 $279,051.21 0.06% N/A
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
CSF - CSFB US CL FXD 1.790 JUN 16 26 128237000 $301,843.18 0.06% 1.79 06/16/2026
6158163 HSBC HOLDINGS PLC 35200 $308,884.05 0.06% N/A
B1YW5V4 EZ TEC EMPREENDIMENTOS E PARTICIPACOES SA 79700 $310,861.14 0.06% N/A
EK4080512 VIRGIN MONEY HOLDINGS UK PLC VIRGMN 7 7/8 PERP 200000 $268,404.05 0.06% NR 7.88 12/31/2049
5231485 ALLIANZ SE 1358 $290,046.66 0.06% N/A
JK9552767 TRAVIS PERKINS PLC TPKLN 4 1/2 09/07/23 200000 $278,496.91 0.06% NR 4.50 09/07/2023
0682538 PERSIMMON PLC 9817 $310,314.58 0.06% N/A
5671519 WOLTERS KLUWER NV 4495 $285,554.31 0.06% N/A
BX8ZX20 ROYAL UNIBREW A/S 3092 $267,575.07 0.06% N/A
6727121 BANK NEGARA INDONESIA PERSERO TBK PT 556000 $293,947.72 0.06% N/A
20337YAA5 COMMSCOPE TECHNOLOGIES LLC COMM 6 06/15/25 273000 $287,378.00 0.06% B3 6.00 06/15/2025
75281AAS8 RANGE RESOURCES CORP RRC 4 7/8 05/15/25 284000 $277,426.58 0.06% B3 4.88 05/15/2025
EJ5811215 KONINKLIJKE KPN NV KPN 6 7/8 03/14/73 200000 $284,984.11 0.06% NR 6.88 03/14/2073
780099CH8 NATWEST GROUP PLC NWG 5 1/8 05/28/24 300000 $305,436.33 0.06% Baa3 5.13 05/28/2024
EK5488946 SOCIETY OF LLOYDS LLYDIN 4 3/4 10/30/24 200000 $289,750.22 0.06% NR 4.75 10/30/2024
5966516 SOCIETE GENERALE SA 6803 $278,895.26 0.06% N/A
80585Y308 SBERBANK OF RUSSIA PJSC 28860 $313,419.60 0.06% N/A
EJ4718650 MARKS & SPENCER PLC MARSPE 6 06/12/25 200000 $286,573.29 0.06% Ba1 6.00 06/12/2025
USD CAPITAL TRADED 295344 $295,344.25 0.06% N/A 09/14/2018
BYTBWY9 COVESTRO AG 3471 $296,022.67 0.06% N/A
6372480 MEDIATEK INC 36000 $294,481.53 0.06% N/A
278642103 EBAY INC 8078 $279,539.19 0.06% N/A
091727107 BITAUTO HOLDINGS LTD 11531 $273,342.35 0.06% N/A
GBP CAPITAL TRADED 243000 $315,989.49 0.06% N/A 09/14/2018
USD CAPITAL TRADED 306826 $306,825.50 0.06% N/A 09/14/2018
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HKD CAPITAL TRADED 2427000 $309,273.14 0.06% N/A 09/14/2018
HKD CAPITAL TRADED 2182000 $278,052.74 0.06% N/A 09/14/2018
0875413 TATE & LYLE PLC 32525 $283,491.92 0.06% N/A
USD CAPITAL TRADED 314375 $314,374.69 0.06% N/A 09/14/2018
USD CAPITAL TRADED 303757 $303,756.79 0.06% N/A 09/14/2018
USD CAPITAL TRADED 270317 $270,316.93 0.06% N/A 09/28/2018
GSI - EURO STOXX 50 C 3400 DEC 19 152 $275,999.26 0.06% N/A 12/20/2019
JP - EURO STOXX 50 P C 3400 DEC 19 152 $275,999.26 0.06% N/A 12/20/2019
570535104 MARKEL CORP 235 $283,974.00 0.06% N/A
969904101 WILLIAMS-SONOMA INC 4118 $289,145.37 0.06% N/A
5596991 UCB SA 3161 $289,628.60 0.06% N/A
AS2380309 JEWEL UK BONDCO PLC JWLBCO 8 1/2 04/15/23 200000 $269,280.03 0.06% NR 8.50 04/15/2023
CSF - CSFB US CL US0003M MAR 18 27 15333017 $288,313.95 0.06% 0.00 03/18/2027
JP - JPMS US SWAT C USD/BRL 3.75 2535000 $285,491.70 0.06% N/A 01/17/2019
MS - MORG US DV C USD/BRL 3.75 2645000 $297,879.90 0.06% N/A 01/17/2019
JP - JPMS US DV VAR 18/12/21 17.95% 59883 $276,479.36 0.06% 0.00 12/21/2018
527298BM4 LEVEL 3 FINANCING INC LVLT 5 1/4 03/15/26 270000 $270,657.00 0.06% Ba3 5.25 03/15/2026
B01C3S3 RANDGOLD RESOURCES LTD 4421 $288,631.36 0.06% N/A
444454AD4 HUGHES SATELLITE SYSTEMS CORP SATS 5 1/4 08/01/26 279000 $269,060.63 0.06% Ba1 5.25 08/01/2026
BZ3C3Q4 BANKIA SA 82460 $310,612.90 0.06% N/A
MXN CAPITAL TRADED 5202604 $272,095.61 0.06% N/A 09/14/2018
CSF - CSFB US CL US0003M MAR 18 27 14517284 $263,202.15 0.05% 0.00 03/18/2027
CSF - CSFB US CL US0003M MAR 18 27 14546088 $258,382.97 0.05% 0.00 03/18/2027
589433AA9 MEREDITH CORP MDP 6 7/8 02/01/26 216000 $220,477.50 0.05% B3 6.88 02/01/2026
BD8QVH4 INTERCONTL HOTELS ORD 19.80952380937P 4108 $253,940.58 0.05% N/A
AN4624804 LAFARGEHOLCIM STERLING FINANCE NETHERLANDS BV LHNVX 3 05/12/32 200000 $247,215.39 0.05% Baa2 3.00 05/12/2032
AN3908778 SAGA PLC SAGALN 3 3/8 05/12/24 200000 $251,481.62 0.05% B1 3.38 05/12/2024
912909AM0 UNITED STATES STEEL CORP X 6 7/8 08/15/25 228000 $233,256.67 0.05% Caa2 6.88 08/15/2025
AP8050936 VIVAT NV VIVATN 6 1/4 PERP 250000 $257,057.29 0.05% NR 6.25 12/31/2099
235822AB9 DANA FINANCING LUXEMBOURG SARL DAN 5 3/4 04/15/25 235000 $240,654.69 0.05% B2 5.75 04/15/2025
CSF - CSFB US CL CPTFEMU JUL 15 22 15354000 $246,685.64 0.05% 101.86 07/15/2022
893647AZ0 TRANSDIGM INC TDG 6 1/2 05/15/25 213000 $221,336.58 0.05% B3 6.50 05/15/2025
EC4805536 HBOS CAPITAL FUNDING LP LLOYDS 6.461 PERP 200000 $266,999.39 0.05% NR 6.46 12/31/2049
478160AR5 JOHNSON & JOHNSON JNJ 5 1/2 11/06/24 150000 $248,482.26 0.05% Aaa 5.50 11/06/2024
AM2053230 ACCOR SA 200000 $237,528.35 0.05% NR 1.25 01/25/2024
AM4050408 CAIXABANK SA CABKSM 3 1/2 02/15/27 200000 $248,944.19 0.05% Ba1 3.50 02/15/2027
B156T57 SBM OFFSHORE NV 15798 $255,771.24 0.05% N/A
92343VEF7 VERIZON COMMUNICATIONS INC VZ 3 3/8 10/27/36 200000 $266,483.83 0.05% Baa1 3.38 10/27/2036
AN4046750 BANCO DE SABADELL SA SABSM 6 1/2 PERP 200000 $236,911.45 0.05% B2 6.50 12/31/2099
AN7632044 CAIXABANK SA CABKSM 6 3/4 PERP 200000 $254,565.07 0.05% Ba3 6.75 12/31/2099
AN9427591 OCADO GROUP PLC OCDOLN 4 06/15/24 200000 $263,817.13 0.05% Ba2 4.00 06/15/2024
00973RAA1 AKER BP ASA AKERBP 6 07/01/22 220000 $229,212.50 0.05% Ba1 6.00 07/01/2022
07556QBM6 BEAZER HOMES USA INC BZH 6 3/4 03/15/25 237000 $230,156.62 0.05% B3 6.75 03/15/2025
AO2969902 HEMA BONDCO II BV HEMABV 8 1/2 01/15/23 200000 $222,573.13 0.05% C 8.50 01/15/2023
AP0616908 BRITISH LAND CO PLC/THE BLNDLN 2 3/8 09/14/29 200000 $252,473.05 0.05% NR 2.38 09/14/2029
EUR CAPITAL TRADED 200000 $232,745.04 0.05% N/A 09/07/2018
JPY CAPITAL TRADED 28434754 $256,645.70 0.05% N/A 09/14/2018
CHF CAPITAL TRADED 216000 $223,569.22 0.05% N/A 09/14/2018
CHF CAPITAL TRADED 233000 $241,164.94 0.05% N/A 09/14/2018
B0CCH46 HEINEKEN HOLDING NV 2627 $250,557.78 0.05% Baa1 N/A
88033GCN8 TENET HEALTHCARE CORP THC 6 3/4 06/15/23 257000 $261,626.00 0.05% Caa1 6.75 06/15/2023
64072TAA3 CSC HOLDINGS LLC CSCHLD 10 7/8 10/15/25 200000 $236,029.17 0.05% B3 10.88 10/15/2025
CLP CAPITAL TRADED 178700000 $263,741.07 0.05% N/A 10/12/2018
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EK2625987 DEUTSCHE BANK AG DB 7 1/8 PERP 200000 $247,029.00 0.05% B1 7.13 12/31/2099
EK0246109 ELECTRICITE DE FRANCE SA EDF 5 7/8 PERP 200000 $261,724.26 0.05% Baa3 5.88 07/22/2049
59001KAD2 MERITOR INC MTOR 6 1/4 02/15/24 235000 $240,620.68 0.05% B1 6.25 02/15/2024
UKX 21/12/18 8000 C - (20/06/18) 1057 $262,261.54 0.05% N/A 12/21/2018
980228100 WOODSIDE PETROLEUM LTD 9952 $265,327.96 0.05% N/A
0250281 DAIRY CREST GROUP PLC 41004 $253,204.30 0.05% N/A
761735AV1 REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS GROUP ISSUER LU REYNOL 7 07/15/24 235000 $241,302.56 0.05% Caa1 7.00 07/15/2024
7088429 AXA SA 8897 $225,122.71 0.05% N/A
78442FEJ3 NAVIENT CORP NAVI 8 03/25/20 230000 $252,405.83 0.05% NR 8.00 03/25/2020
B6632T7 BAKKAFROST P/F 4072 $233,334.02 0.05% N/A
6711566 CHINA RESOURCES POWER HOLDINGS CO LTD 142000 $256,178.57 0.05% N/A
QZ0042387 INEOS GROUP HOLDINGS SA INEGRP 5 3/8 08/01/24 200000 $246,279.25 0.05% B2 5.38 08/01/2024
MS - MORG US DV C USD/BRL 4.45 4421500 $251,096.99 0.05% N/A 08/19/2019
MS - MORG US DV C USD/BRL 4.45 4421500 $251,096.99 0.05% N/A 08/19/2019
HSCEI 28/12/18 10100 P - (20/08/18) 191 $251,875.57 0.05% N/A 12/28/2018
5671735 SANOFI 2622 $224,973.65 0.05% N/A
037411105 APACHE CORP 5560 $243,667.00 0.05% N/A
G0250X123 AMCOR PLC 21756 $224,916.66 0.05% N/A
335934105 FIRST QUANTUM MINERALS LTD 19646 $246,488.41 0.05% N/A
6175203 DBS GROUP HOLDINGS LTD 13300 $242,157.95 0.05% Aa2 N/A
H00392318 ADECCO GROUP AG 3609 $221,630.14 0.05% N/A
EK6963434 VIRGIN MEDIA SECURED FINANCE PLC VMED 5 1/8 01/15/25 200000 $267,164.81 0.05% NR 5.13 01/15/2025
EG1116375 MEXICAN BONOS MBONO 7 1/2 06/03/27 5000000 $258,991.66 0.05% Baa1 7.50 06/03/2027
B1XZS82 ANGLO AMERICAN PLC 11960 $239,688.51 0.05% N/A
G0177J108 ALLERGAN PLC 1295 $248,245.02 0.05% N/A
JK8056422 IBERDROLA INTERNATIONAL BV IBESM 1 1/8 04/21/26 200000 $233,821.50 0.05% Baa1 1.13 04/21/2026
EJ5066356 PRUDENTIAL PLC 250000 $245,661.46 0.05% Baa1 5.25 12/31/2049
45824TAP0 INTELSAT JACKSON HOLDINGS SA INTEL 5 1/2 08/01/23 261000 $239,893.08 0.05% NR 5.50 12/31/2049
BN320D6 QINGDAO PORT INTERNATIONAL CO LTD 329000 $250,452.29 0.05% N/A
EK4805983 ORIGIN ENERGY FINANCE LTD ORGAU 4 09/16/74 200000 $243,948.92 0.05% Ba2 4.00 09/16/2074
532716AU1 L BRANDS INC LB 5 5/8 02/15/22 239000 $243,481.25 0.05% B2 5.63 02/15/2022
552953BX8 MGM RESORTS INTERNATIONAL MGM 7 3/4 03/15/22 212000 $241,041.06 0.05% Ba3 7.75 03/15/2022
404119BS7 HCA INC HCA 5 7/8 02/15/26 255000 $264,909.58 0.05% Ba2 5.88 02/15/2026
KRW INCOME TRADED 245169038 $220,247.99 0.05% N/A
GBP CAPITAL TRADED 170000 $221,062.60 0.05% N/A 09/14/2018
JPY CAPITAL TRADED 27378000 $247,107.67 0.05% N/A 09/14/2018
GBP CAPITAL TRADED 202000 $262,674.39 0.05% N/A 09/14/2018
GBP CAPITAL TRADED 194000 $252,271.44 0.05% N/A 09/14/2018
SEK CAPITAL TRADED 2292000 $251,092.04 0.05% N/A 09/14/2018
GBP CAPITAL TRADED 197000 $256,172.55 0.05% N/A 09/14/2018
USD CAPITAL TRADED 264920 $264,919.94 0.05% N/A 11/30/2018
USD CAPITAL TRADED 256096 $256,096.05 0.05% N/A 09/14/2018
GBP CAPITAL TRADED 183000 $237,967.39 0.05% N/A 09/14/2018
GBP CAPITAL TRADED 189000 $245,769.60 0.05% N/A 09/14/2018
USD CAPITAL TRADED 242604 $242,604.26 0.05% N/A 09/14/2018
USD CAPITAL TRADED 234799 $234,799.31 0.05% N/A 09/14/2018
USD CAPITAL TRADED 222658 $222,658.30 0.05% N/A 09/14/2018
404030AH1 H&E EQUIPMENT SERVICES INC HEES 5 5/8 09/01/25 245000 $250,739.12 0.05% B2 5.63 09/01/2025
G4911B108 INTERTEK GROUP PLC 3505 $233,840.17 0.05% N/A
730481AJ7 JB POINDEXTER & CO INC JBPOIN 7 1/8 04/15/26 210000 $223,748.44 0.05% B2 7.13 04/15/2026
4400446 FAURECIA SE 4348 $266,755.69 0.05% N/A
AQ2867176 PICARD GROUPE SAS PICSUR FLOAT 11/30/23 200000 $230,898.51 0.05% B3 3.00 11/30/2023
JP - HANG SENG CHINA C 11200 DEC 18 120 $265,247.33 0.05% N/A 12/28/2018
CSF - CSFB US CL US0003M MAR 18 27 14402067 $267,177.41 0.05% 0.00 03/18/2027
CSF - CSFB US CL US0003M MAR 18 27 14632500 $261,708.96 0.05% 0.00 03/18/2027
BP9DL90 INDUSTRIA DE DISENO TEXTIL SA 6381 $193,439.97 0.04% N/A
3023231 PAGEGROUP PLC 24562 $194,499.77 0.04% N/A
59151K108 METHANEX CORP 2925 $213,159.38 0.04% N/A
98212BAE3 WPX ENERGY INC WPX 5 1/4 09/15/24 184000 $190,754.33 0.04% B1 5.25 09/15/2024
N31738102 FIAT CHRYSLER AUTOMOBILES NV 12186 $206,480.20 0.04% N/A
35671DBJ3 FREEPORT-MCMORAN INC FCX 5.4 11/14/34 210000 $198,342.90 0.04% Ba1 5.40 11/14/2034
B4Q1532 SAMSONITE INTERNATIONAL SA 48300 $194,919.35 0.04% N/A
B6YTLS9 STAGECOACH GROUP PLC 96359 $203,581.86 0.04% N/A
09062X103 BIOGEN INC 616 $217,762.16 0.04% N/A
125581GQ5 CIT GROUP INC CIT 5 08/15/22 171000 $175,227.50 0.04% Ba1 5.00 08/15/2022
H50430232 LOGITECH INTERNATIONAL SA 3960 $195,829.80 0.04% N/A
01609WAQ5 ALIBABA GROUP HOLDING LTD BABA 3.6 11/28/24 200000 $200,048.00 0.04% A1 3.60 11/28/2024
380956409 GOLDCORP INC 18447 $199,873.25 0.04% N/A
KRW CAPITAL TRADED 199069000 $178,881.12 0.04% N/A 09/14/2018
USD CAPITAL TRADED 181732 $181,731.50 0.04% N/A 11/13/2018
USD CAPITAL TRADED 200930 $200,929.56 0.04% N/A 09/14/2018
USD CAPITAL TRADED 183115 $183,115.23 0.04% N/A 09/14/2018
USD CAPITAL TRADED 197079 $197,079.06 0.04% N/A 09/14/2018
JPY CAPITAL TRADED 23636000 $213,333.22 0.04% N/A 09/14/2018
USD CAPITAL TRADED 215066 $215,066.03 0.04% N/A 09/14/2018
USD CAPITAL TRADED 194673 $194,673.38 0.04% N/A 09/14/2018
USD CAPITAL TRADED 213052 $213,052.16 0.04% N/A 09/14/2018
GBP CAPITAL TRADED 158000 $205,458.19 0.04% N/A 09/14/2018
109696AA2 BRINKS CO/THE BCO 4 5/8 10/15/27 198000 $189,059.06 0.04% Ba3 4.63 10/15/2027
65504LAP2 NOBLE HOLDING INTERNATIONAL LTD NE 7 3/4 01/15/24 187000 $185,539.06 0.04% NR 7.75 01/15/2024
BNP - NIKKEI 225 C 21750 DEC 18 16 $194,681.40 0.04% N/A 12/14/2018
4501093 GN STORE NORD A/S 3595 $186,970.75 0.04% N/A
4713490 ROCKWOOL INTERNATIONAL A/S 396 $171,623.07 0.04% N/A
185401AG1 CLEAVER-BROOKS INC CLEAVB 7 7/8 03/01/23 168000 $180,495.00 0.04% Caa1 7.88 03/01/2023
AQ2322842 TELENET FINANCE LUXEMBOURG NOTES SARL TNETBB 5 1/2 03/01/28 200000 $188,856.60 0.04% Ba3 5.50 03/01/2028
AQ6899878 PUMA INTERNATIONAL FINANCING SA PUMAFN 5 01/24/26 200000 $178,500.00 0.04% B1 5.00 01/24/2026
566007AB6 MARB BONDCO PLC 200000 $187,192.97 0.04% NR 6.88 01/19/2025
09857L108 BOOKING HOLDINGS INC 90 $175,666.50 0.04% N/A
87938WAW3 TELEFONICA EMISIONES SA TELEFO 4.895 03/06/48 200000 $196,069.23 0.04% Baa3 4.90 03/06/2048
0557681 HOWDEN JOINERY GROUP PLC 28803 $184,394.46 0.04% N/A
AR5064167 SCOR SE SCOR 5 1/4 PERP 200000 $182,833.03 0.04% Baa1 5.25 12/31/2059
87264AAV7 T-MOBILE USA INC TMUS 4 3/4 02/01/28 180000 $170,461.50 0.04% Ba3 4.75 02/01/2028
JP - HANG SENG CHINA P 11400 DEC 18 42 $204,720.03 0.04% N/A 12/28/2018
71642QAB3 PETRA DIAMONDS US TREASURY PLC PDLLN 7 1/4 05/01/22 200000 $197,793.06 0.04% Ca 7.25 05/01/2022
AO3385355 PTTEP TREASURY CENTER CO LTD PTTEPT 4.6 PERP 200000 $194,598.89 0.04% Baa3 4.60 12/31/2049
AO4786437 EVERSHOLT FUNDING PLC EVEHOL 3.529 08/07/42 150000 $189,531.53 0.04% Baa2 3.53 08/07/2042
JK5179706 CLOVERIE PLC FOR ZURICH INSURANCE CO LTD ZURNVX 5 5/8 06/24/46 200000 $210,062.50 0.04% A2 5.63 06/24/2046
402635AH9 GULFPORT ENERGY CORP GPOR 6 10/15/24 202000 $205,063.67 0.04% Caa2 6.00 10/15/2024
55342UAH7 MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP MPW 5 10/15/27 179000 $179,248.61 0.04% Ba1 5.00 10/15/2027
191229AB9 COCA-COLA ICECEK AS CCOLAT 4.215 09/19/24 200000 $179,669.48 0.04% B2 4.22 09/19/2024
600814AN7 MILLICOM INTERNATIONAL CELLULAR S. 200000 $188,631.25 0.04% Ba2 5.13 01/15/2028
7103526 PEUGEOT SA 6492 $178,978.81 0.04% N/A
1248EPBT9 CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP CHTR 5 1/8 05/01/27 220000 $214,133.33 0.04% B1 5.13 05/01/2027
6346913 LG CHEM LTD 522 $171,514.62 0.04% N/A
B1VNSX3 DRAX GROUP PLC 36819 $183,095.13 0.04% N/A
566007AA8 MARB BONDCO PLC MRFGBZ 7 03/15/24 200000 $195,457.56 0.04% NR 7.00 03/15/2024
AM9264657 DANSKE BANK A/S DANBNK 6 1/8 PERP 200000 $197,438.22 0.04% Ba2 6.13 12/31/2049
37953TAB1 GLOBAL SHIP LEASE INC GSL 9 7/8 11/15/22 200000 $207,760.42 0.04% B3 9.88 11/15/2022
404280BL2 HSBC HOLDINGS PLC HSBC 6 PERP 200000 $197,560.00 0.04% Baa3 6.00 12/31/2049
037833CW8 APPLE INC AAPL 1 3/8 05/24/29 160000 $191,413.67 0.04% Aa1 1.38 05/24/2029
13123XAT9 CALLON PETROLEUM CO CPE 6 1/8 10/01/24 190000 $200,073.96 0.04% Caa1 6.13 10/01/2024
COLLATERAL CREDIT SUISSE NM CAD 274550 $210,552.67 0.04% N/A
AO2483268 ANNINGTON FUNDING PLC ANNFND 2.646 07/12/25 150000 $195,069.75 0.04% NR 2.65 07/12/2025
BRL CAPITAL TRADED 822000 $199,367.03 0.04% N/A 09/10/2018
USD CAPITAL TRADED 213174 $213,173.85 0.04% N/A 09/14/2018
EUR CAPITAL TRADED 179000 $208,447.91 0.04% N/A 09/14/2018
CHF CAPITAL TRADED 188000 $194,588.02 0.04% N/A 09/14/2018
02154VAA9 ALTICE LUXEMBOURG SA ATCNA 7 3/4 05/15/22 200000 $194,145.83 0.04% NR 7.75 05/15/2022
00080QAF2 ABN AMRO BANK NV ABNANV 4 3/4 07/28/25 200000 $203,754.84 0.04% Baa2 4.75 07/28/2025
780099CJ4 NATWEST GROUP PLC NWG 7 1/2 PERP 200000 $207,978.00 0.04% NR 7.50 12/31/2049
UV5159024 BNP PARIBAS SA BNP 7 3/8 PERP 200000 $211,700.69 0.04% Ba1 7.38 12/31/2049
AUD CAPITAL TRADED 270796 $195,871.08 0.04% N/A 11/09/2018
MXN CAPITAL TRADED 3689341 $192,952.11 0.04% N/A 09/10/2018
651639106 NEWMONT CORP 5716 $177,510.38 0.04% N/A
87264AAJ4 T-MOBILE USA INC TMUS 6 1/2 01/15/24 200000 $209,161.11 0.04% Ba3 6.50 01/15/2024
EK2649458 UBS AG UBS 5 1/8 05/15/24 200000 $205,935.26 0.04% NR 5.13 05/15/2024
EK2507318 BANCO SANTANDER SA SANTAN 6 3/8 PERP 200000 $198,415.76 0.04% NR 6.38 12/31/2049
739721108 PRAIRIESKY ROYALTY LTD 11250 $207,106.29 0.04% N/A
EJ9764584 CREDIT SUISSE GROUP AG CS 7 1/2 PERP 200000 $216,253.27 0.04% NR 7.50 12/31/2059
EJ9873484 SOCIETE GENERALE SA SOCGEN 7 7/8 PERP 200000 $213,650.00 0.04% Ba2 7.88 12/12/2049
26835PAD2 EDP FINANCE BV EDPPL 5 1/4 01/14/21 200000 $207,957.07 0.04% Baa3 5.25 01/14/2021
EK0315516 CREDIT AGRICOLE SA ACAFP 7 7/8 PERP 200000 $215,670.25 0.04% NR 7.88 12/31/2049
918370AB3 VTR FINANCE NV VTRFIN 6 7/8 01/15/24 200000 $206,668.75 0.04% NR 6.88 01/15/2024
03524BAE6 ANHEUSER-BUSCH INBEV FINANCE INC ABIBB 3.7 02/01/24 200000 $201,529.37 0.04% Baa1 3.70 02/01/2024
7751259 YARA INTERNATIONAL ASA 4530 $209,174.01 0.04% N/A
64073KAA1 NEPTUNE ENERGY BONDCO PLC NEPENE 6 5/8 05/15/25 200000 $198,511.81 0.04% B1 6.63 05/15/2025
44485HAA2 GFL ENVIRONMENTAL INC GFLCN 7 06/01/26 212000 $208,460.78 0.04% B3 7.00 06/01/2026
AS0717817 SOCIETE GENERALE SA SOCGEN 6 3/4 PERP 200000 $194,900.00 0.04% Ba2 6.75 12/31/2099
07274NAA1 BAYER US FINANCE II LLC BAYNGR 3 1/2 06/25/21 200000 $201,255.53 0.04% Baa1 3.50 06/25/2021
AT0666731 DKT FINANCE APS TDCDC 7 06/17/23 170000 $213,449.89 0.04% B3 7.00 06/17/2023
255882AA0 DKT FINANCE APS TDCDC 9 3/8 06/17/23 200000 $215,020.83 0.04% Caa1 9.38 06/17/2023
50200RAA1 CIRSA FINANCE INTERNATIONAL SARL LHMCFI 7 7/8 12/20/23 200000 $204,537.50 0.04% B3 7.88 12/20/2023
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62947QAW8 NXP BV / NXP FUNDING LLC NXPI 3 7/8 09/01/22 200000 $202,603.47 0.04% Baa3 3.88 09/01/2022
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QZ4681966 BAT INTERNATIONAL FINANCE PLC BATSLN 1 5/8 09/09/19 200000 $199,488.78 0.04% Baa2 1.63 09/09/2019
013822AA9 ALCOA NEDERLAND HOLDING BV AA 6 3/4 09/30/24 200000 $218,625.00 0.04% Ba1 6.75 09/30/2024
6155250 SAMSUNG FIRE & MARINE INSURANCE CO LTD 880 $209,297.94 0.04% N/A
19200EAA5 CODERE FINANCE 2 LUXEMBOURG SA CDRSM 7 5/8 11/01/21 200000 $190,208.33 0.04% Caa3 7.63 11/01/2021
35906AAW8 FRONTIER COMMUNICATIONS CORP FTR 10 1/2 09/15/22 193000 $180,149.42 0.04% NR 10.50 12/31/2049
030981AJ3 AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP APU 5 7/8 08/20/26 208000 $207,853.39 0.04% Ba3 5.88 08/20/2026
EC2493608 EI GROUP PLC EIGLN 6 7/8 05/09/25 130000 $189,406.81 0.04% NR 6.88 05/09/2025
6715740 QBE INSURANCE GROUP LTD 25760 $205,019.10 0.04% N/A
30257WAA4 FAGE INTERNATIONAL SA / FAGE USA DAIRY INDUSTRY INC FAGEGA 5 5/8 08/15/26 200000 $176,468.75 0.04% B2 5.63 08/15/2026
QZ1261762 UBS GROUP AG UBS 7 1/8 PERP 200000 $209,525.25 0.04% Ba1 7.13 12/31/2099
B1H0DZ5 TP ICAP PLC 53567 $198,392.76 0.04% N/A
907818108 UNION PACIFIC CORP 1141 $171,794.67 0.04% N/A
87927VAR9 TELECOM ITALIA CAPITAL SA TITIM 7.2 07/18/36 196000 $211,856.40 0.04% Ba1 7.20 07/18/2036
741503AZ9 BOOKING HOLDINGS INC BKNG 3.6 06/01/26 200000 $197,726.70 0.04% A3 3.60 06/01/2026
6051046 ASUSTEK COMPUTER INC 22000 $187,123.56 0.04% N/A
701885AB1 PARSLEY ENERGY LLC / PARSLEY FINANCE CORP PARSLY 6 1/4 06/01/24 196000 $207,882.50 0.04% Ba3 6.25 06/01/2024
03969AAH3 ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC ARGID 4 5/8 05/15/23 200000 $201,447.92 0.04% NR 4.63 05/15/2023
911365BE3 UNITED RENTALS NORTH AMERICA INC URI 5 7/8 09/15/26 195000 $206,863.85 0.04% Ba3 5.88 09/15/2026
06738EBA2 BARCLAYS PLC BACR 7 3/4 PERP 200000 $202,948.89 0.04% Ba2 7.75 12/31/2099
88830MAK8 TITAN INTERNATIONAL INC TWI 6 1/2 11/30/23 211000 $211,263.75 0.04% Ca 6.50 11/30/2023
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G82343164 SMITH & NEPHEW PLC 11906 $210,032.04 0.04% N/A
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90320MAA3 UPCB FINANCE IV LTD UPCB 5 3/8 01/15/25 200000 $199,363.75 0.04% Ba3 5.38 01/15/2025
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BVGH0K1 AXFOOD AB 10534 $201,509.32 0.04% N/A
92769XAM7 VIRGIN MEDIA SECURED FINANCE PLC VMED 5 1/2 08/15/26 200000 $197,458.33 0.04% Ba3 5.50 08/15/2026
87927YAA0 TELECOM ITALIA SPA/MILANO TITIM 5.303 05/30/24 200000 $202,901.50 0.04% Ba1 5.30 05/30/2024
40423BAA8 HILLMAN GROUP INC/THE HILCOS 6 3/8 07/15/22 203000 $195,518.60 0.04% Caa2 6.38 07/15/2022
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688239AE2 OSHKOSH CORP OSK 5 3/8 03/01/25 115000 $122,403.12 0.03% Baa3 5.38 03/01/2025
78454LAK6 SM ENERGY CO SM 6 1/8 11/15/22 130000 $136,732.01 0.03% Caa2 6.13 11/15/2022
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AF2173009 UNITED KINGDOM GILT INFLATION LINKED UKTI 0 1/8 03/22/26 90000 $147,205.77 0.03% Aa2 0.13 03/22/2026
UV3231221 TELENET FINANCE VI LUXEMBOURG SCA TNETBB 4 7/8 07/15/27 150000 $169,944.24 0.03% NR 4.88 07/15/2027
459200JB8 INTERNATIONAL BUSINESS MACHINES CORP IBM 2 5/8 08/05/22 100000 $135,988.02 0.03% A2 2.63 08/05/2022
EK3608693 PHOENIX GROUP HOLDINGS PHNXLN 5 3/4 07/07/21 100000 $144,229.08 0.03% NR 5.75 07/07/2021
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BYSS4Q7 DFDS A/S 2600 $137,636.56 0.03% N/A
EJ7174992 ALTICE FINCO SA ALTICE 9 06/15/23 100000 $123,437.57 0.03% NR 9.00 06/15/2023
EJ9446810 AA BOND CO LTD AABOND 4.2487 07/31/20 100000 $134,872.99 0.03% NR 4.25 07/31/2020
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457030AJ3 INGLES MARKETS INC IMKTA 5 3/4 06/15/23 120000 $122,656.67 0.03% Ba2 5.75 06/15/2023
EK0139668 ENEL SPA ENELIM 6 5/8 09/15/76 100000 $149,722.99 0.03% Ba1 6.63 09/15/2076
EK0412412 ORANGE SA ORAFP 5 7/8 PERP 100000 $145,797.19 0.03% Baa3 5.88 12/31/2049
335934AF2 FIRST QUANTUM MINERALS LTD FMCN 7 02/15/21 160000 $159,066.67 0.03% NR 7.00 02/15/2021
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B0HZL93 KONINKLIJKE DSM NV 1353 $142,277.60 0.03% N/A
B10RB15 INPEX CORP 11200 $122,721.74 0.03% N/A
BGDT3G2 RIGHTMOVE PLC 21710 $138,837.51 0.03% N/A
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893870AX3 TRANSPORTADORA DE GAS DEL SUR SA 150000 $135,468.75 0.03% Caa3 6.75 05/02/2025
18683KAM3 CLEVELAND-CLIFFS INC CLF 5 3/4 03/01/25 141000 $143,052.96 0.03% B2 5.75 03/01/2025
SG - HANG SENG CHINA C 12300 DEC 18 234 $124,900.63 0.03% N/A 12/28/2018
AT0228698 INTERXION HOLDING NV INXN 4 3/4 06/15/25 100000 $122,574.72 0.03% B1 4.75 06/15/2025
AT2561211 LHMC FINCO SARL LHMCFI 6 1/4 12/20/23 125000 $151,692.17 0.03% B2 6.25 12/20/2023
AT2751028 RADISSON HOTEL HOLDINGS AB RADHLD 6 7/8 07/15/23 100000 $126,699.57 0.03% B1 6.88 07/15/2023
EJ6922300 WILLIAM HILL PLC WMH 4 1/4 06/05/20 100000 $137,337.30 0.03% Ba1 4.25 06/05/2020
6596729 MITSUBISHI ESTATE CO LTD 7700 $128,032.42 0.03% N/A
QZ1878201 BP CAPITAL MARKETS PLC BPLN 1.177 08/12/23 100000 $127,504.85 0.03% A1 1.18 08/12/2023
QZ2559230 INTERCONTINENTAL HOTELS GROUP PLC IHGLN 2 1/8 08/24/26 100000 $123,710.41 0.03% NR 2.13 08/24/2026
QZ5429613 CADENT FINANCE PLC CDTFIN 1 1/8 09/22/21 120000 $156,020.13 0.03% Baa1 1.13 09/22/2021
LW2025416 VIRGIN MONEY UK PLC VMUKLN 5 02/09/26 100000 $134,192.36 0.03% Baa3 5.00 02/09/2026
QZ7869626 BELDEN INC BDC 4 1/8 10/15/26 100000 $125,626.97 0.03% Ba3 4.13 10/15/2026
EH5179385 HEATHROW FUNDING LTD HTHROW 5.225 02/15/23 100000 $152,598.92 0.03% NR 5.23 02/15/2025
EC8531906 EI GROUP PLC EIGLN 6 1/2 12/06/18 104000 $138,963.50 0.03% NR 6.50 12/06/2018
QZ9235149 JUST GROUP PLC JUSTLN 9 10/26/26 100000 $160,191.53 0.03% NR 9.00 10/26/2026
817610AA6 SERVICEMASTER CO LLC/THE SERV 5 1/8 11/15/24 133000 $133,012.01 0.03% B1 5.13 11/15/2024
CSF - CSFB US CL CPURNSA NOV 09 26 3923000 $126,178.98 0.03% 241.01 11/09/2026
LW4375736 PRIMO WATER CORP PRMWCN 5 1/2 07/01/24 100000 $124,961.52 0.03% B1 5.50 07/01/2024
949746804 WELLS FARGO & CO WFC 7 1/2 PERP 115 $149,040.00 0.03% Baa2 7.50 12/31/2049
CAD CAPITAL TRADED 196447 $150,655.16 0.03% N/A
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QZ0926852 VODAFONE GROUP PLC VOD 3 3/8 08/08/49 100000 $122,671.21 0.03% Baa2 3.38 08/08/2049
594918BR4 MICROSOFT CORP MSFT 2.4 08/08/26 160000 $149,345.89 0.03% Aaa 2.40 08/08/2026
05453GAA3 AXALTA COATING SYSTEMS LLC AXTA 4 7/8 08/15/24 150000 $149,762.50 0.03% B1 4.88 08/15/2024
GSI - GOLD US DV PAY SWOF BZV8 -170 $165,288.40 0.03% 0.00 10/17/2018
EH8388199 PETROLEOS MEXICANOS PEMEX 8 1/4 06/02/22 100000 $156,223.17 0.03% Ba2 8.25 06/02/2022
B1CC9H0 SWEDISH ORPHAN BIOVITRUM AB 5210 $166,454.04 0.03% N/A
6260734 DELTA ELECTRONICS INC 41000 $163,853.17 0.03% N/A
0408284 STANDARD CHARTERED PLC 19723 $160,744.07 0.03% N/A
5165294 ASM INTERNATIONAL NV 2401 $129,802.93 0.03% N/A
911363109 UNITED RENTALS INC 905 $141,066.88 0.03% N/A
EH9764448 TESCO PROPERTY FINANCE 2 PLC TSCOPR 6.0517 10/13/39 100000 $133,624.16 0.03% Baa3 6.05 10/13/2039
25470XAB1 DISH DBS CORP DISH 7 7/8 09/01/19 118000 $126,923.75 0.03% NR 7.88 09/01/2019
LW0961091 WILLIAM HILL PLC WMH 4 7/8 09/07/23 100000 $141,185.43 0.03% Ba3 4.88 09/07/2023
48250NAB1 KFC HOLDING CO/PIZZA HUT HOLDINGS LLC/TACO BELL OF AMERICA LLC YUM 5 1/4 06/01/26 150000 $152,343.75 0.03% Ba3 5.25 06/01/2026
JK8912376 BANCO DE SABADELL SA SABSM 5 5/8 05/06/26 100000 $133,695.21 0.03% Ba3 5.63 05/06/2026
LW0604741 WEPA HYGIENEPRODUKTE GMBH WEPAHY 3 3/4 05/15/24 130000 $151,185.07 0.03% NR 3.75 05/15/2024
LW0418464 NEXT GROUP PLC NXTLN 3 5/8 05/18/28 100000 $132,180.30 0.03% Baa2 3.63 05/18/2028
LW0237740 DEUTSCHE BANK AG DB 4 1/2 05/19/26 100000 $124,228.75 0.03% Ba2 4.50 05/19/2026
70959WAG8 PENSKE AUTOMOTIVE GROUP INC PAG 5 1/2 05/15/26 149000 $148,805.47 0.03% Ba3 5.50 05/15/2026
25272KAN3 DELL INTERNATIONAL LLC / EMC CORP DELL 8.1 07/15/36 130000 $155,457.64 0.03% Baa3 8.10 07/15/2036
71647NAQ2 PETROBRAS GLOBAL FINANCE BV 150000 $164,027.92 0.03% Ba2 8.75 05/23/2026
036752103 ANTHEM INC 603 $159,653.29 0.03% N/A
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3169889 WILLIAM HILL PLC 41198 $137,776.69 0.03% N/A
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097751BM2 BOMBARDIER INC BBDBCN 7 1/2 03/15/25 122000 $130,184.17 0.03% Caa3 7.50 03/15/2025
EK8249972 CENTRICA PLC CNALN 5 1/4 04/10/75 100000 $139,562.26 0.03% Ba1 5.25 04/10/2075
57636Q104 MASTERCARD INC 658 $141,736.49 0.03% N/A
EK9281669 WHITBREAD GROUP PLC WTBLN 3 3/8 10/16/25 100000 $137,666.48 0.03% NR 3.38 10/16/2025
150191AJ3 CEDAR FAIR LP / CANADAS WONDERLAND CO / MAGNUM MANAGEMENT CORP FUN 5 3/8 06/01/24 135000 $137,657.81 0.03% B3 5.38 06/01/2024
80874YAU4 SCIENTIFIC GAMES INTERNATIONAL INC SGMS 10 12/01/22 145000 $157,520.75 0.03% NR 10.00 12/01/2022
EH3633920 AVIVA PLC AVLN 6 7/8 05/20/58 100000 $160,951.30 0.03% A3 6.88 05/20/2058
JK7184712 YORKSHIRE BUILDING SOCIETY YBS 3 1/2 04/21/26 100000 $137,269.78 0.03% A3 3.50 04/21/2026
EC5342281 NATWEST MARKETS PLC NWG 6.2 PERP 90000 $132,555.13 0.03% Ba3 6.20 12/31/2059
JK9366853 RAC BOND CO PLC 100000 $134,050.62 0.03% NR 4.87 05/06/2046
126307AF4 CSC HOLDINGS LLC CSCHLD 6 3/4 11/15/21 155000 $167,768.12 0.03% B3 6.75 11/15/2021
EJ5672815 ARQIVA BROADCAST FINANCE PLC ARQIVA 9 1/2 03/31/20 100000 $139,390.82 0.03% NR 9.50 03/31/2020
045086AD7 ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO ASHWOO 6 7/8 02/15/21 142000 $144,563.89 0.03% NR 6.88 02/15/2021
EJ5753227 NGG FINANCE PLC NGGLN 4 1/4 06/18/76 100000 $124,475.82 0.03% NR 4.25 06/18/2076
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BFTCYP4 ROBINSONS RETAIL HOLDINGS INC 95780 $145,636.90 0.03% N/A
969457BW9 WILLIAMS COS INC/THE WMB 4.55 06/24/24 127000 $130,855.47 0.03% Baa3 4.55 06/24/2024
BNGNB77 MERLIN PROPERTIES SOCIMI SA 8900 $124,546.57 0.03% N/A
EK3454767 WM MORRISON SUPERMARKETS PLC MRWLN 4 3/4 07/04/29 100000 $151,418.59 0.03% Baa2 4.75 07/04/2029
EK5331799 SPAIN GOVERNMENT INFLATION LINKED BOND SPGBEI 0.55 11/30/19 100000 $124,218.97 0.03% NR 0.55 11/30/2019
EK5349379 HEATHROW FINANCE PLC HTHROW 5 3/4 03/03/25 100000 $143,973.21 0.03% Ba3 5.75 03/03/2025
931427AC2 WALGREENS BOOTS ALLIANCE INC WBA 4.8 11/18/44 150000 $147,339.73 0.03% Baa2 4.80 11/18/2044
85207UAE5 SPRINT CORP S 7 1/4 09/15/21 124000 $134,461.95 0.03% B1 7.25 09/15/2021
EK6080601 SKY LTD CMCSA 2 7/8 11/24/20 100000 $136,852.73 0.03% A3 2.88 11/24/2020
EK6151451 JOHN LEWIS PLC JOHLEW 4 1/4 12/18/34 100000 $130,766.57 0.03% NR 4.25 12/18/2034
EI6400705 SRLEV NV SRLEVV 9 04/15/41 100000 $141,378.91 0.03% Ba1 9.00 04/15/2041
EI6825182 CO-OPERATIVE GROUP HOLDINGS 2011 LTD COOPWH 5 5/8 07/08/20 100000 $140,964.55 0.03% NR 6.88 07/08/2020
AS3234836 TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV TEVA 4 1/2 03/01/25 100000 $125,603.20 0.03% Ba2 4.50 03/01/2025
EJ0703011 RWE AG RWE 7 PERP 100000 $137,013.48 0.03% NR 7.00 12/31/2049
674215AE8 OASIS PETROLEUM INC OAS 6 7/8 01/15/23 123000 $126,848.02 0.03% NR 6.88 01/15/2023
18451QAH1 CLEAR CHANNEL WORLDWIDE HOLDINGS INC CCO 7 5/8 03/15/20 160000 $166,825.56 0.03% NR 7.63 03/15/2020
COLLATERAL BARCLAYS CAPITAL 150000 $150,000.00 0.03% 0.00 12/31/2049
Synthetic CashUS ULTRA T-BOND DEC 18 1 $158,906.25 0.03% N/A 12/19/2018
QJ5457677 RL FINANCE BONDS NO 3 PLC RLMI 6 1/8 11/13/28 100000 $149,259.02 0.03% Baa1 6.13 11/13/2028
QJ9114654 BMW FINANCE NV BMW 2 3/8 12/01/21 90000 $121,974.21 0.03% A2 2.38 12/01/2021
QJ9375669 SOLVAY FINANCE SACA SOLBBB 5.869 PERP 100000 $132,907.85 0.03% Ba1 5.87 12/29/2049
QJ9909608 ENTERTAINMENT ONE LTD ETOLN 6 7/8 12/15/22 100000 $137,590.72 0.03% B1 6.88 12/15/2022
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008474108 AGNICO EAGLE MINES LTD 4882 $168,502.23 0.03% N/A
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AP2158032 MILLER HOMES GROUP HOLDINGS PLC MLNHMS 5 1/2 10/15/24 100000 $133,690.33 0.03% NR 5.50 10/15/2024
CSF - CSFB US CL CPTFEMU SEP 15 22 11580000 $166,931.86 0.03% 0.00 09/15/2022
26963PAA2 EAGLE INTERMEDIATE GLOBAL HOLDING BV/RUYI US FINANCE LLC EAGRUY 7 1/2 05/01/25 150000 $153,625.00 0.03% Caa2 7.50 05/01/2025
CSF - CSFB US CL CPTFEMU OCT 15 22 11614000 $152,814.56 0.03% 0.00 10/15/2022
CSF - CSFB US CL FXD 2.176 DEC 21 27 59145000 $140,343.91 0.03% 2.18 12/21/2027
SG - HANG SENG CHINA P 10800 DEC 18 49 $135,944.33 0.03% N/A 12/28/2018
AL3193136 AA BOND CO LTD AABOND 2 7/8 01/31/22 100000 $127,131.52 0.03% NR 2.88 01/31/2022
AL5006872 BUPA FINANCE PLC BUPFIN 5 12/08/26 100000 $144,121.60 0.03% Baa1 5.00 12/08/2026
AL4586437 THOMAS COOK GROUP PLC TCGLN 6 1/4 06/15/22 100000 $124,382.08 0.03% B1 6.25 06/15/2022
AL5703239 PRESTIGEBIDCO GMBH SCHUBR 6 1/4 12/15/23 100000 $125,582.25 0.03% B2 6.25 12/15/2023
20605PAG6 CONCHO RESOURCES INC CXO 4 3/8 01/15/25 135000 $137,189.54 0.03% NR 4.38 01/15/2025
222070AB0 COTY INC COTY 6 1/2 04/15/26 130000 $126,033.19 0.03% Caa3 6.50 04/15/2026
4341783 GEORG FISCHER AG 102 $133,788.65 0.03% N/A
AQ2008219 PINEWOOD FINANCE CO LTD PINEFI 3 3/4 12/01/23 100000 $131,357.40 0.03% NR 3.75 12/01/2023
91911KAP7 BAUSCH HEALTH COS INC BHCCN 9 12/15/25 139000 $150,154.75 0.03% B3 9.00 12/15/2025
040114HR4 ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND ARGENT 6 7/8 01/11/48 200000 $142,371.53 0.03% Ca 6.88 01/11/2048
AQ7031943 PORTUGAL OBRIGACOES DO TESOURO OT PGB 2 1/8 10/17/28 121000 $145,316.38 0.03% Baa3 2.13 10/17/2028
CSF - CSFB US CL US0003M MAR 18 27 7273044 $139,375.77 0.03% 0.00 03/18/2027
UBS - NIKKEI 225 C 22750 DEC 18 21 $131,239.08 0.03% N/A 12/14/2018
29358QAH2 ENSCO PLC 7.750 FEB 01 26 131000 $126,414.09 0.03% Caa1 7.75 02/01/2026
JP - HANG SENG CHINA P 10800 DEC 18 52 $144,267.45 0.03% N/A 12/28/2018
AQ8445787 PINNACLE BIDCO PLC PURGYM 6 3/8 02/15/25 100000 $133,975.80 0.03% B2 6.38 02/15/2025
958102AM7 WESTERN DIGITAL CORP WDC 4 3/4 02/15/26 125000 $123,052.02 0.03% Baa3 4.75 02/15/2026
26959XAA1 EAGLE HOLDING CO II LLC PPDI 7 5/8 05/15/22 132000 $133,980.00 0.03% NR 7.63 05/15/2022
UBS - UBSS US DV VAR 18/12/21 18.0% 35931 $166,566.02 0.03% 0.00 12/21/2018
013093AB5 ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC ACI 6 5/8 06/15/24 134000 $131,854.14 0.03% B2 6.63 06/15/2024
72348YAA3 PINNACLE ENTERTAINMENT INC PNK 5 5/8 05/01/24 150000 $161,062.50 0.03% NR 5.63 05/01/2024
CSF - CSFB US CL CPTFEMU SEP 15 22 9791000 $138,146.43 0.03% 0.00 09/15/2022
UBS - FTSE 100 INDEX C 7100 DEC 18 27 $146,839.43 0.03% N/A 12/21/2018
AS6506834 LA FINANCIERE ATALIAN SASU ATALIA 6 5/8 05/15/25 100000 $130,986.10 0.03% Caa2 6.63 05/15/2025
96812TAB8 BRAZOS VALLEY LONGHORN LLC / BRAZOS VALLEY LONGHORN FINANCE CORP BVLFIN 6 7/8 02/01/25 132000 $134,406.25 0.03% NR 6.88 02/01/2025
AN0219039 LOXAM SAS LOXAM 6 04/15/25 100000 $126,720.62 0.03% NR 6.00 04/15/2025
04364VAA1 ASCENT RESOURCES UTICA HOLDINGS LLC / ARU FINANCE CORP ASCRES 10 04/01/22 108000 $124,380.00 0.03% Caa2 10.00 04/01/2022
CSF - CSFB US CL FXD 2.136 SEP 21 27 57845000 $144,504.71 0.03% 2.14 09/21/2027
03690AAC0 ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP AM 5 3/8 09/15/24 130000 $134,847.01 0.03% B3 5.38 09/15/2024
EK6484217 ESURE GROUP PLC ESURLN 6 3/4 12/19/24 100000 $149,963.22 0.03% NR 6.75 12/19/2024
03674XAF3 ANTERO RESOURCES CORP AR 5 5/8 06/01/23 123000 $128,917.84 0.03% B3 5.63 06/01/2023
156700BA3 CENTURYLINK INC LUMN 7 1/2 04/01/24 116000 $128,035.00 0.03% B2 7.50 04/01/2024
44988MAA3 IRB HOLDING CORP ARGIHC 6 3/4 02/15/26 124000 $123,519.50 0.03% Caa3 6.75 02/15/2026
880779AZ6 TEREX CORP TEX 5 5/8 02/01/25 133000 $132,792.19 0.03% B3 5.63 02/01/2025
103304BM2 BOYD GAMING CORP BYD 6 3/8 04/01/26 140000 $147,393.75 0.03% Caa1 6.38 04/01/2026
B17H3F6 SSAB AB 43120 $150,907.85 0.03% N/A
87938WAT0 TELEFONICA EMISIONES SA TELEFO 4.103 03/08/27 150000 $149,196.03 0.03% Baa3 4.10 03/08/2027
AM6792122 STONEGATE PUB CO FINANCING PLC STGATE FLOAT 03/15/22 100000 $130,823.10 0.03% B2 5.17 03/15/2022
B1P6ZR1 N BROWN GROUP PLC 64040 $125,977.67 0.03% N/A
B1VQF42 ORKLA ASA 15412 $127,236.95 0.03% N/A
12543DAY6 CHS/COMMUNITY HEALTH SYSTEMS INC CYH 6 1/4 03/31/23 164000 $160,890.83 0.03% Caa2 6.25 03/31/2023
AN6295942 PREMIER FOODS FINANCE PLC PFDLN FLOAT 07/15/22 120000 $158,547.82 0.03% B1 5.08 07/15/2022
B3K7KL2 LOOMIS AB LOOMB 4141 $133,479.03 0.03% N/A
AN8803446 UPC HOLDING BV UPCB 3 7/8 06/15/29 150000 $169,280.49 0.03% B3 3.88 06/15/2029
AM0735333 TALKTALK TELECOM GROUP PLC TALKLN 5 3/8 01/15/22 100000 $131,705.59 0.03% NR 5.38 01/15/2022
AM1337543 THAMES WATER UTILITIES FINANCE PLC THAMES 1 7/8 01/24/24 130000 $167,009.67 0.03% Baa1 1.88 01/24/2024
AN9202366 AMC ENTERTAINMENT HOLDINGS INC AMC 6 3/8 11/15/24 100000 $136,795.79 0.03% Ca 6.38 11/15/2024
AP8057758 CONSTELLIUM SE CSTM 4 1/4 02/15/26 100000 $118,864.18 0.02% B2 4.25 02/15/2026
AN6324536 IRON MOUNTAIN INC IRM 3 01/15/25 100000 $115,865.00 0.02% NR 3.00 01/15/2025
86723CAF5 SUNCOKE ENERGY PARTNERS LP / SUNCOKE ENERGY PARTNERS FINANCE CORP SXCP 7 1/2 06/15/25 105000 $111,387.50 0.02% B2 7.50 06/15/2025
48250NAC9 KFC HOLDING CO/PIZZA HUT HOLDINGS LLC/TACO BELL OF AMERICA LLC YUM 4 3/4 06/01/27 89000 $86,051.87 0.02% Ba3 4.75 06/01/2027
AO2969548 HEMA BONDCO I BV HEMABV FLOAT 07/15/22 100000 $112,405.86 0.02% Caa3 6.25 07/15/2022
CSF - CSFB US CL FXD 1.930 DEC 21 27 90533000 $102,206.29 0.02% 1.93 12/21/2027
CSF - CSFB US CL FXD 3.408 JAN 15 28 8640000 $75,096.19 0.02% 3.41 01/15/2028
CSF - CSFB US CL BP0006M DEC 15 47 4658000 $106,251.23 0.02% 0.00 12/15/2047
86765LAH0 SUNOCO LP / SUNOCO FINANCE CORP SUN 4 7/8 01/15/23 79000 $78,626.26 0.02% B1 4.88 01/15/2023
CSF - CSFB US CL FXD 1.607 MAR 21 28 8678600 $96,647.83 0.02% 1.61 03/21/2028
JP - HANG SENG CHINA C 11200 DEC 18 46 $101,678.14 0.02% N/A 12/28/2018
CSF - CSFB US CL FXD 2.631 MAR 18 22 13352322 $87,510.49 0.02% 2.63 03/18/2022
896818AP6 TRIUMPH GROUP INC TGI 7 3/4 08/15/25 116000 $113,354.56 0.02% Ca 7.75 08/15/2025
71647NAZ2 PETROBRAS GLOBAL FINANCE BV PETBRA 5 3/4 02/01/29 137000 $120,051.96 0.02% Ba2 5.75 02/01/2029
AN2049517 ITALY BUONI POLIENNALI DEL TESORO BTPS 0.35 06/15/20 75000 $85,671.03 0.02% NR 0.35 06/15/2020
626738AD0 MURPHY OIL USA INC MUSA 5 5/8 05/01/27 115000 $117,300.00 0.02% Ba2 5.63 05/01/2027
629377CC4 NRG ENERGY INC NRG 6 5/8 01/15/27 88000 $93,254.94 0.02% Ba2 6.63 01/15/2027
CIT - CITI US DV VAR 18/12/21 17.55% 17965 $76,907.64 0.02% 0.00 12/21/2018
46284VAC5 IRON MOUNTAIN INC IRM 4 7/8 09/15/27 110000 $104,948.71 0.02% Ba3 4.88 09/15/2027
JP - HANG SENG CHINA P 10800 DEC 18 43 $119,298.08 0.02% N/A 12/28/2018
JP - HANG SENG CHINA C 11200 DEC 18 43 $95,046.96 0.02% N/A 12/28/2018
71654QCH3 PETROLEOS MEXICANOS PEMEX 5.35 02/12/28 100000 $93,817.50 0.02% Baa3 5.35 02/12/2028
JP - HANG SENG CHINA P 11400 DEC 18 24 $116,982.88 0.02% N/A 12/28/2018
72766QAD7 ELEMENT SOLUTIONS INC ESI 5 7/8 12/01/25 113000 $113,953.44 0.02% B2 5.88 12/01/2025
SG - HANG SENG CHINA C 11200 DEC 18 33 $72,943.02 0.02% N/A 12/28/2018
SG - HANG SENG CHINA P 10800 DEC 18 35 $97,103.09 0.02% N/A 12/28/2018
JP - HANG SENG CHINA C 11200 DEC 18 37 $81,784.59 0.02% N/A 12/28/2018
JP - HANG SENG CHINA P 10800 DEC 18 40 $110,974.96 0.02% N/A 12/28/2018
AM8886534 TELEPERFORMANCE 100000 $117,989.77 0.02% NR 1.50 04/03/2024
AM6618772 NYRSTAR NETHERLANDS HOLDINGS BV NYRBB 6 7/8 03/15/24 100000 $107,633.23 0.02% Ca 6.88 03/15/2024
AN2063310 BURGER KING FRANCE SAS BGRKNG FLOAT 05/01/23 100000 $118,487.93 0.02% B3 5.25 05/01/2023
JP - HANG SENG CHINA P 10800 DEC 18 28 $77,682.47 0.02% N/A 12/28/2018
CSF - CSFB US CL CPTFEMU JUL 15 22 5907432 $80,605.22 0.02% 101.84 07/15/2022
14987KAA1 CORE & MAIN LP HDSUWA 6 1/8 08/15/25 83000 $80,320.94 0.02% Caa2 6.13 08/15/2025
CSF - CSFB US CL CPTFEMU JUL 15 22 5885793 $87,796.32 0.02% 101.84 07/15/2022
CSF - CSFB US CL CPTFEMU AUG 15 22 9823215 $105,484.54 0.02% 101.84 08/15/2022
421924BT7 ENCOMPASS HEALTH CORP EHC 5 3/4 09/15/25 116000 $120,525.61 0.02% B1 5.75 09/15/2025
00164VAD5 AMC NETWORKS INC AMCX 5 04/01/24 75000 $75,531.25 0.02% Ba3 5.00 04/01/2024
87264AAQ8 T-MOBILE USA INC TMUS 6 04/15/24 100000 $106,266.67 0.02% Ba3 6.00 04/15/2024
86881WAA0 SURGERY CENTER HOLDINGS INC SURCEN 8 7/8 04/15/21 89000 $96,100.22 0.02% Caa2 8.88 04/15/2021
0963318 DECHRA PHARMACEUTICALS PLC 2266 $91,861.83 0.02% N/A
6199816 CHINA LIFE INSURANCE CO LTD/TAIWAN 84100 $83,579.77 0.02% N/A
CSF - CSFB US CL BP0006M MAR 16 48 6104982 $88,572.53 0.02% 0.00 03/16/2048
AQ7884713 MATALAN FINANCE PLC MTNLN 9 1/2 01/31/24 100000 $120,026.28 0.02% Caa3 9.50 01/31/2024
AO9891463 TENDAM BRANDS SAU TENDAM FLOAT 09/15/24 100000 $113,679.87 0.02% B3 5.25 09/15/2024
AP0117279 ICELAND BONDCO PLC ICELTD 4 5/8 03/15/25 100000 $121,340.57 0.02% B2 4.63 03/15/2025
SG - HANG SENG CHINA P 10800 DEC 18 32 $88,779.97 0.02% N/A 12/28/2018
845467AM1 SOUTHWESTERN ENERGY CO SWN 7 1/2 04/01/26 76000 $82,365.00 0.02% Ba3 7.50 04/01/2026
JV2249888 UNITYMEDIA HESSEN GMBH & CO KG / UNITYMEDIA NRW GMBH UNITY 4 5/8 02/15/26 100000 $114,197.16 0.02% NR 4.63 02/15/2026
25468PDK9 TWDC ENTERPRISES 18 CORP DIS 3 02/13/26 100000 $97,029.05 0.02% A2 3.00 02/13/2026
JV6108536 SPAIN GOVERNMENT BOND SPGB 1.95 04/30/26 75000 $93,443.93 0.02% Baa1 1.95 04/30/2026
785592AM8 SABINE PASS LIQUEFACTION LLC SPLLLC 5 5/8 03/01/25 105000 $115,085.61 0.02% Baa3 5.63 03/01/2025
89469AAC8 TREEHOUSE FOODS INC THS 6 02/15/24 87000 $88,645.75 0.02% B2 6.00 02/15/2024
84762LAU9 SPECTRUM BRANDS INC SPB 5 3/4 07/15/25 116000 $118,592.28 0.02% B2 5.75 07/15/2025
74112BAK1 PRESTIGE BRANDS INC PBH 6 3/8 03/01/24 91000 $95,179.18 0.02% B3 6.38 03/01/2024
4661607 VERBUND AG 2978 $121,202.31 0.02% N/A
500605AH3 KOPPERS INC KOP 6 02/15/25 103000 $104,047.17 0.02% B1 6.00 02/15/2025
431475AB8 HILL-ROM HOLDINGS INC HRC 5 02/15/25 105000 $102,870.83 0.02% Ba3 5.00 02/15/2025
5735631 TAG IMMOBILIEN AG 4464 $109,850.22 0.02% N/A
94946TAC0 WELLCARE HEALTH PLANS INC WCG 5 1/4 04/01/25 115000 $120,390.63 0.02% NR 5.25 04/01/2025
221644AA5 COTT HOLDINGS INC BCBCN 5 1/2 04/01/25 90000 $90,429.00 0.02% B1 5.50 04/01/2025
038522AP3 ARAMARK SERVICES INC ARMK 5 04/01/25 84000 $86,485.00 0.02% B1 5.00 04/01/2025
24718PAA5 DELPHI TECHNOLOGIES PLC DLPH 5 10/01/25 79000 $76,462.78 0.02% B3 5.00 10/01/2025
AP6379378 WIND TRE SPA WINTRE 2.4684 1/20/2024 100000 $110,469.48 0.02% NR 2.75 01/20/2024
AP7256179 CBR FASHION FINANCE BV CBRFHG 5 1/8 10/01/22 100000 $105,572.52 0.02% B2 5.13 10/01/2022
AP7256237 CBR FASHION FINANCE BV CBRFHG 5 1/8 10/01/22 100000 $105,580.67 0.02% B2 5.13 10/01/2022
AP7064201 VERY GROUP FUNDING PLC/THE SHODFP 7 3/4 11/15/22 100000 $114,747.06 0.02% B3 7.75 11/15/2022
CSF - CSFB US CL CPTFEMU OCT 15 22 7097000 $83,599.16 0.02% 0.00 10/15/2022
AP7608387 ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND ARGENT 5 1/4 01/15/28 100000 $86,121.91 0.02% Ca 5.25 01/15/2028
DKK CAPITAL TRADED 500000 $78,104.85 0.02% N/A 09/14/2018
USD CAPITAL TRADED 87456 $87,456.45 0.02% N/A 10/26/2018
USD CAPITAL TRADED 97988 $97,988.17 0.02% N/A 09/14/2018
USD CAPITAL TRADED 89330 $89,330.49 0.02% N/A 09/14/2018
USD CAPITAL TRADED 76240 $76,240.26 0.02% N/A 09/14/2018
EUR CAPITAL TRADED 91000 $105,970.73 0.02% N/A 09/14/2018
USD CAPITAL TRADED 97423 $97,422.75 0.02% N/A 10/19/2018
USD CAPITAL TRADED 111827 $111,826.95 0.02% N/A 09/14/2018
EUR CAPITAL TRADED 79000 $91,996.56 0.02% N/A 09/14/2018
USD CAPITAL TRADED 73136 $73,135.68 0.02% N/A 09/14/2018
NZD CAPITAL TRADED 118090 $78,362.03 0.02% N/A 11/13/2018
USD CAPITAL TRADED 117409 $117,409.20 0.02% N/A 09/14/2018
HKD CAPITAL TRADED 607000 $77,350.14 0.02% N/A 09/14/2018
USD CAPITAL TRADED 79485 $79,484.58 0.02% N/A 09/14/2018
USD CAPITAL TRADED 80487 $80,487.47 0.02% N/A 09/14/2018
KRW CAPITAL TRADED 103624000 $93,115.34 0.02% N/A 09/14/2018
TWD CAPITAL TRADED 2771000 $90,285.03 0.02% N/A 09/14/2018
USD CAPITAL TRADED 86182 $86,182.07 0.02% N/A 09/14/2018
JPY CAPITAL TRADED 13451000 $121,405.70 0.02% N/A 09/14/2018
USD CAPITAL TRADED 81722 $81,721.86 0.02% N/A 09/14/2018
AUD CAPITAL TRADED 115000 $83,167.10 0.02% N/A 09/14/2018
EUR CAPITAL TRADED 84000 $97,819.13 0.02% N/A 09/14/2018
USD CAPITAL TRADED 73339 $73,338.54 0.02% N/A 09/14/2018
USD CAPITAL TRADED 106217 $106,216.81 0.02% N/A 09/14/2018
USD CAPITAL TRADED 78856 $78,856.33 0.02% N/A 09/14/2018
GBP CAPITAL TRADED 69000 $89,725.41 0.02% N/A 09/14/2018
AUD CAPITAL TRADED 128000 $92,568.60 0.02% N/A 09/14/2018
HKD CAPITAL TRADED 780000 $99,395.57 0.02% N/A 09/14/2018
USD CAPITAL TRADED 118951 $118,950.69 0.02% N/A 09/14/2018
SG - HANG SENG CHINA C 11200 DEC 18 35 $77,363.81 0.02% N/A 12/28/2018
SG - HANG SENG CHINA P 10800 DEC 18 35 $97,103.09 0.02% N/A 12/28/2018
CAD CAPITAL TRADED 114000 $87,446.62 0.02% N/A 09/14/2018
87612BBB7 TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP NGLS 5 1/8 02/01/25 89000 $90,047.60 0.02% Ba3 5.13 02/01/2025
SG - HANG SENG CHINA C 11200 DEC 18 37 $81,784.59 0.02% N/A 12/28/2018
SG - HANG SENG CHINA P 10800 DEC 18 37 $102,651.84 0.02% N/A 12/28/2018
JP - JPMS US SWAT VAR 18/12/21 18.09% 16193 $74,134.03 0.02% 0.00 12/21/2018
SG - HANG SENG CHINA C 11200 DEC 18 38 $83,994.99 0.02% N/A 12/28/2018
SG - HANG SENG CHINA P 10800 DEC 18 38 $105,426.21 0.02% N/A 12/28/2018
726503AE5 PLAINS ALL AMERICAN PIPELINE LP PAA 6 1/8 PERP 90000 $89,823.12 0.02% Ba3 6.13 12/31/2099
727610AN7 PLASTIPAK HOLDINGS INC PLASPK 6 1/4 10/15/25 92000 $87,387.22 0.02% B3 6.25 10/15/2025
SG - HANG SENG CHINA C 11200 DEC 18 49 $108,309.33 0.02% N/A 12/28/2018
CSF - CSFB US CL FXD 3.388 OCT 15 27 7185447 $80,900.62 0.02% 3.39 10/15/2027
B0744W4 METCASH LTD 56009 $111,998.28 0.02% N/A
443628AG7 HUDBAY MINERALS INC HBMCN 7 5/8 01/15/25 78000 $80,417.46 0.02% B3 7.63 01/15/2025
42824CAW9 HEWLETT PACKARD ENTERPRISE CO HPE 4.9 10/15/25 100000 $105,132.21 0.02% Baa2 4.90 10/15/2025
708160CD6 JC PENNEY CORP INC JCP 8 5/8 03/15/25 100000 $78,548.96 0.02% NR 8.63 12/31/2049
CSF - CSFB US CL FXD 2.642 MAR 18 22 12258261 $82,208.48 0.02% 2.64 03/18/2022
91911XAV6 BAUSCH HEALTH AMERICAS INC BHCCN 9 1/4 04/01/26 89000 $98,176.47 0.02% B3 9.25 04/01/2026
09857LAD0 BOOKING HOLDINGS INC BKNG 1.8 03/03/27 100000 $119,920.55 0.02% A3 1.80 03/03/2027
70137TAL9 PARKLAND CORP/CANADA PKICN 6 04/01/26 84000 $86,422.00 0.02% Ba3 6.00 04/01/2026
53627NAA9 LIONS GATE CAPITAL HOLDINGS LLC 5.875 11/1/2024 107000 $112,974.17 0.02% B2 5.88 11/01/2024
AR8296766 LKQ EUROPEAN HOLDINGS BV LKQ 4 1/8 04/01/28 100000 $119,275.18 0.02% Ba2 4.13 04/01/2028
4691916 LEROY SEAFOOD GROUP ASA 11689 $89,302.52 0.02% N/A
D08792109 BEIERSDORF AG 895 $104,341.52 0.02% N/A
5108664 HOCHTIEF AG 721 $117,821.19 0.02% N/A
5476929 BARRY CALLEBAUT AG 49 $87,577.81 0.02% N/A
BFWK4V1 SSP GROUP PLC ORD 1.033333P 8357 $75,425.80 0.02% N/A
CSF - CSFB US CL FXD 2.662 JUN 17 22 13944188 $88,213.62 0.02% 2.66 06/17/2022
AQ3083039 EQUINIX INC EQIX 2 7/8 02/01/26 100000 $114,706.08 0.02% Baa3 2.88 02/01/2026
AQ2722637 PRO-GEST SPA PROGST 3 1/4 12/15/24 100000 $110,564.01 0.02% Caa3 3.25 12/15/2024
465740AA6 ITRON INC ITRI 5 01/15/26 85000 $81,777.56 0.02% B2 5.00 01/15/2026
577081BB7 MATTEL INC MAT 6 3/4 12/31/25 93000 $92,366.67 0.02% B1 6.75 12/31/2025
SG - HANG SENG CHINA P 10800 DEC 18 29 $80,456.85 0.02% N/A 12/28/2018
92047WAC5 VALVOLINE INC VVV 5 1/2 07/15/24 83000 $85,658.31 0.02% NR 5.50 07/15/2024
AT7715259 PROMONTORIA HOLDING 264 BV PRMHLD 6 3/4 08/15/23 100000 $117,032.04 0.02% B2 6.75 08/15/2023
6461850 HYUNDAI STEEL CO 2361 $112,943.67 0.02% N/A
45827AAD5 INTELSAT CONNECT FINANCE SA INTEL 9 1/2 02/15/23 103000 $103,196.56 0.02% NR 9.50 02/15/2023
40390DAA3 HLF FINANCING SARL LLC / HERBALIFE INTERNATIONAL INC HLF 7 1/4 08/15/26 83000 $84,524.78 0.02% B1 7.25 08/15/2026
JP - ESTX BANKS EUR C 120 JUN 19 1190 $98,579.64 0.02% N/A 06/21/2019
BARC - BARC EU SWAT SWPT P 3.242 02 19 40081417 $92,588.07 0.02% 3.24 02/11/2019
GSI - ESTX BANKS EUR C 120 JUN 19 1190 $98,579.64 0.02% N/A 06/21/2019
BARC - BARC EU SWAT SWPT P 3.183 02 19 39054583 $115,211.02 0.02% 3.18 02/13/2019
878742AE5 TECK RESOURCES LTD TCKBCN 6 1/8 10/01/35 102000 $111,233.12 0.02% Baa3 6.13 10/01/2035
893830AF6 TRANSOCEAN INC RIG 7 1/2 04/15/31 110000 $105,118.75 0.02% C 7.50 04/15/2031
EK7118301 ZIGGO BV ZIGGO 3 3/4 01/15/25 100000 $117,165.90 0.02% B1 3.75 01/15/2025
037833BA7 APPLE INC AAPL 3.45 02/09/45 100000 $90,967.73 0.02% Aa1 3.45 02/09/2045
594918BB9 MICROSOFT CORP MSFT 2.7 02/12/25 100000 $96,813.95 0.02% Aaa 2.70 02/12/2025
30227CAD9 ARCHROCK PARTNERS LP / ARCHROCK PARTNERS FINANCE CORP APLP 6 10/01/22 85000 $87,337.50 0.02% NR 6.00 10/01/2022
983130AV7 WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP WYNNLV 5 1/2 03/01/25 102000 $103,978.80 0.02% B1 5.50 03/01/2025
EK7553549 TOTAL SE TOTAL 2 1/4 PERP 100000 $120,684.82 0.02% A2 2.25 12/29/2049
708130AC3 JC PENNEY CORP INC JCP 6 3/8 10/15/36 150000 $75,612.50 0.02% C 6.38 10/15/2036
64110LAG1 NETFLIX INC NFLX 5 3/4 03/01/24 73000 $77,003.34 0.02% Ba3 5.75 03/01/2024
87724LAA3 TAYLOR MORRISON COMMUNITIES INC / TAYLOR MORRISON HOLDINGS II INC TMHC 5 7/8 04/15/23 115000 $118,161.86 0.02% Ba3 5.88 04/15/2023
74022DAJ9 PRECISION DRILLING CORP PDCN 5 1/4 11/15/24 102000 $99,241.75 0.02% B3 5.25 11/15/2024
23918KAR9 DAVITA INC DVA 5 05/01/25 113000 $109,515.83 0.02% NR 5.00 05/01/2025
EK8372022 UPCB FINANCE IV LTD UPCB 4 01/15/27 100000 $108,269.56 0.02% B1 4.00 01/15/2027
466112AR0 JBS USA LUX SA / JBS USA FINANCE INC JBSSBZ 5 3/4 06/15/25 99000 $95,128.00 0.02% Ba2 5.75 06/15/2025
983793AD2 XPO LOGISTICS INC XPO 6 1/2 06/15/22 109000 $114,498.21 0.02% Ba3 6.50 06/15/2022
B07ZBW6 BUCHER INDUSTRIES AG 247 $86,683.69 0.02% N/A
097751BF7 BOMBARDIER INC BBDBCN 6 1/8 01/15/23 80000 $81,612.50 0.02% Caa3 6.13 01/15/2023
EK2932300 ENGIE SA ENGIFP 3 PERP 100000 $119,378.74 0.02% Baa2 3.00 12/31/2049
58013MES9 MCDONALDS CORP MCD 3 1/4 06/10/24 100000 $100,501.60 0.02% Baa1 3.25 06/10/2024
EK3289700 SPAIN GOVERNMENT BOND SPGB 2 3/4 10/31/24 75000 $99,896.55 0.02% Baa1 2.75 10/31/2024
054536AB3 AXA SA AXASA 6.463 PERP 100000 $100,164.41 0.02% NR 6.46 12/29/2049
09939PAA9 BOPARAN FINANCE PLC BOPRLN 5 1/2 07/15/21 100000 $120,657.31 0.02% Caa1 5.50 07/15/2021
92343VCQ5 VERIZON COMMUNICATIONS INC VZ 4.4 11/01/34 100000 $98,488.47 0.02% Baa1 4.40 11/01/2034
88037EAJ0 TENNECO INC TEN 5 3/8 12/15/24 80000 $76,207.78 0.02% Caa1 5.38 12/15/2024
B682TF7 E-MART INC 484 $93,373.76 0.02% N/A
156700AR7 CENTURYLINK INC LUMN 6.45 06/15/21 101000 $106,920.28 0.02% B2 6.45 06/15/2021
88166JAA1 TEVA PHARMACEUTICAL FINANCE IV BV TEVA 3.65 11/10/21 95000 $93,328.26 0.02% Ba2 3.65 11/10/2021
6214861 ORIGIN ENERGY LTD 16127 $92,779.53 0.02% N/A
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169905AE6 CHOICE HOTELS INTERNATIONAL INC CHH 5 3/4 07/01/22 100000 $106,708.33 0.02% Baa3 5.75 07/01/2022
48666KAR0 KB HOME KBH 7 1/2 09/15/22 75000 $82,656.25 0.02% Ba3 7.50 09/15/2022
78412FAP9 SESI LLC SPN 7 1/8 12/15/21 116000 $119,629.83 0.02% Caa3 7.13 12/15/2021
AUD CAPITAL TRADED 154000 $111,371.59 0.02% N/A 09/14/2018
CAD CAPITAL TRADED 106967 $82,102.82 0.02% N/A 10/12/2018
CAD CAPITAL TRADED 118850 $91,223.65 0.02% N/A 10/12/2018
58502BAA4 MEDNAX INC MD 5 1/4 12/01/23 84000 $85,102.50 0.02% B1 5.25 12/01/2023
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5806225 COLRUYT SA 1912 $113,855.64 0.02% N/A
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EI4336778 FIDELITY INTERNATIONAL LTD FIDINT 6 3/4 10/19/20 50000 $75,289.31 0.02% Baa1 6.75 10/19/2020
88732JAY4 TIME WARNER CABLE LLC TWC 5 7/8 11/15/40 100000 $102,148.51 0.02% Ba1 5.88 11/15/2040
GBP CAPITAL TRADED 65000 $84,523.94 0.02% N/A 09/14/2018
USD CAPITAL TRADED 74043 $74,042.74 0.02% N/A 09/14/2018
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USD CAPITAL TRADED 81575 $81,575.37 0.02% N/A 09/14/2018
HKD CAPITAL TRADED 621000 $79,134.17 0.02% N/A 09/14/2018
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AUD CAPITAL TRADED 121000 $87,506.25 0.02% N/A 09/14/2018
USD CAPITAL TRADED 100000 $100,000.00 0.02% N/A 09/17/2018
EUR CAPITAL TRADED 82300 $95,774.59 0.02% N/A 09/07/2018
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HKD CAPITAL TRADED 603000 $76,840.42 0.02% N/A 09/14/2018
NOK CAPITAL TRADED 775000 $92,716.83 0.02% N/A 09/14/2018
058498AT3 BALL CORP BLL 5 1/4 07/01/25 100000 $104,375.00 0.02% Ba1 5.25 07/01/2025
67109EAA6 KENAN ADVANTAGE GROUP INC/THE KEADGR 7 7/8 07/31/23 110000 $114,159.37 0.02% Caa3 7.88 07/31/2023
780097AU5 ROYAL BANK OF SCOTLAND PLC (THE) 100000 $94,971.27 0.02% Ba2 2.63 12/31/2049
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441339AA6 HOT TOPIC INC HOTT 9 1/4 06/15/21 90000 $89,507.50 0.02% B3 9.25 06/15/2021
18451QAM0 CLEAR CHANNEL WORLDWIDE HOLDINGS INC CCO 6 1/2 11/15/22 90000 $94,197.50 0.02% NR 6.50 11/15/2022
044209AF1 ASHLAND LLC ASH 4 3/4 08/15/22 85000 $86,258.94 0.02% Ba1 4.75 08/15/2022
73179PAK2 AVIENT CORP AVNT 5 1/4 03/15/23 90000 $95,243.25 0.02% Ba3 5.25 03/15/2023
1248EPBD4 CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP CHTR 5 3/4 09/01/23 70000 $73,412.50 0.02% NR 5.75 09/01/2023
008911AZ2 AIR CANADA ACACN 7 3/4 04/15/21 100000 $110,906.25 0.02% Ba3 7.75 04/15/2021
B07VZ99 ATRESMEDIA CORP DE MEDIOS DE COMUNICACION SA 15930 $113,941.18 0.02% N/A
JP - JPMS US SWAT VAR 18/12/21 18.58% 16192 $79,538.94 0.02% 0.00 12/21/2018
42239PAA7 HADRIAN MERGER SUB INC HEARTL 8 1/2 05/01/26 99000 $96,878.37 0.02% Caa3 8.50 05/01/2026
64110LAQ9 NETFLIX INC 5.875 NOV 15 28 144 102000 $104,826.35 0.02% Ba3 5.88 11/15/2028
AS3446547 DARLING GLOBAL FINANCE BV DAR 3 5/8 05/15/26 100000 $120,501.59 0.02% Ba3 3.63 05/15/2026
AS4024160 SUNSHINE MID BV SUNSHM 6 1/2 05/15/26 100000 $114,706.04 0.02% Caa1 6.50 05/15/2026
SG - FTSE 100 INDEX C 7100 DEC 18 19 $103,331.45 0.02% N/A 12/21/2018
AS4393649 TELE COLUMBUS AG TCGR 3 7/8 05/02/25 100000 $105,322.13 0.02% B2 3.88 05/02/2025
6141011 QUANTA COMPUTER INC 53000 $91,022.30 0.02% N/A
AT0976205 ENERGIZER GAMMA ACQUISITION BV ENR 4 5/8 07/15/26 100000 $121,139.18 0.02% B2 4.63 07/15/2026
33936YAC9 FLEX ACQUISITION CO INC FLXACQ 7 7/8 07/15/26 98000 $99,696.62 0.02% Caa2 7.88 07/15/2026
HSCEI 28/12/18 10700 P - (27/06/18) 38 $95,302.24 0.02% N/A 12/28/2018
HSCEI 28/12/18 11100 C - (27/06/18) 38 $94,271.43 0.02% N/A 12/28/2018
QZ1706345 ADIENT GLOBAL HOLDINGS LTD ADNT 3 1/2 08/15/24 100000 $109,277.47 0.02% B3 3.50 08/15/2024
626717AH5 MURPHY OIL CORP MUR 6 7/8 08/15/24 70000 $74,352.85 0.02% Ba3 6.88 08/15/2024
6954985 ALUMINA LTD 39942 $83,047.41 0.02% N/A
055604AA0 BMC EAST LLC BMCH 5 1/2 10/01/24 115000 $114,760.42 0.02% B1 5.50 10/01/2024
6077019 BANGKOK BANK PCL 12500 $79,437.82 0.02% N/A
QZ5439364 AXALTA COATING SYSTEMS DUTCH HOLDING B BV AXTA 3 3/4 01/15/25 100000 $121,143.21 0.02% B1 3.75 01/15/2025
QZ5724765 SPECTRUM BRANDS INC SPB 4 10/01/26 100000 $120,222.13 0.02% B2 4.00 10/01/2026
171871AP1 CINCINNATI BELL INC CBB 7 07/15/24 82000 $73,303.44 0.02% B3 7.00 07/15/2024
45332JAA0 RACKSPACE TECHNOLOGY GLOBAL INC RAX 8 5/8 11/15/24 110000 $111,349.79 0.02% Caa1 8.63 11/15/2024
B01D1K4 VECTURA GROUP PLC VEC1 116423 $121,207.96 0.02% N/A
6683449 KANGWON LAND INC 4289 $111,448.88 0.02% N/A
ZZ2075294 HSBC BANK PLC HSBC FLOAT PERP 150000 $117,075.51 0.02% Baa2 0.60 12/31/2099
83001AAB8 SIX FLAGS ENTERTAINMENT CORP SIX 4 7/8 07/31/24 121000 $119,676.56 0.02% B3 4.88 07/31/2024
90290MAB7 US FOODS INC USFOOD 5 7/8 06/15/24 74000 $75,842.81 0.02% Caa1 5.88 06/15/2024
030981AH7 AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP APU 5 5/8 05/20/24 72000 $72,956.25 0.02% Ba3 5.63 05/20/2024
42806LAB7 HERC RENTALS INC HRI 7 3/4 06/01/24 92000 $101,459.90 0.02% NR 7.75 06/01/2024
25468PDM5 TWDC ENTERPRISES 18 CORP DIS 1.85 07/30/26 100000 $88,793.47 0.02% A2 1.85 07/30/2026
CAD INCOME TRADED 107404 $82,367.93 0.02% N/A
65341XAA6 NEXSTAR BROADCASTING INC NXST 5 5/8 08/01/24 75000 $74,241.56 0.02% B3 5.63 08/01/2024
LW9973147 NAVIERA ARMAS SA NAVIRA FLOAT 07/31/23 100000 $118,855.39 0.02% Caa2 6.50 07/31/2023
QZ0167556 ITALY BUONI POLIENNALI DEL TESORO BTPS 1 1/4 12/01/26 75000 $76,385.05 0.02% Baa3 1.25 12/01/2026
B2PDGW1 WH SMITH PLC 3462 $92,829.52 0.02% N/A
749770AQ6 COOPERATIEVE RABOBANK UA RABOBK 11 PERP 100000 $108,083.33 0.02% Baa3 11.00 12/29/2049
03938LAP9 ARCELORMITTAL SA MTNA 7 10/15/39 80000 $95,839.44 0.02% Ba1 7.25 10/15/2039
EG8763914 ROYAL BANK OF SCOTLAND GROUP PLC RBS FLOAT PERP 100000 $120,964.62 0.02% B1 2.02 12/31/2059
82967NAW8 SIRIUS XM RADIO INC SIRI 5 3/8 07/15/26 91000 $91,624.99 0.02% Ba3 5.38 07/15/2026
K9898W145 DEMANT A/S 2280 $92,835.38 0.02% N/A
46289RAA3 IRON MOUNTAIN US HOLDINGS INC IRM 5 3/8 06/01/26 110000 $106,253.12 0.02% NR 5.38 06/01/2026
896047AH0 TRIBUNE MEDIA CO TRCO 5 7/8 07/15/22 75000 $77,063.02 0.02% NR 5.88 07/15/2022
6087289 TELSTRA CORP LTD 35010 $78,363.02 0.02% N/A
EK7881130 BERKSHIRE HATHAWAY INC BRK 1 5/8 03/16/35 100000 $115,748.87 0.02% Aa2 1.63 03/16/2035
911365BD5 UNITED RENTALS NORTH AMERICA INC URI 5 1/2 07/15/25 106000 $109,262.44 0.02% NR 5.50 07/15/2025
EK8275092 AA BOND CO LTD AABOND 5 1/2 07/31/22 100000 $119,854.25 0.02% NR 5.50 07/31/2022
0416102 HAYS PLC 30290 $80,156.15 0.02% N/A
H26552135 FLUGHAFEN ZURICH AG 495 $102,470.27 0.02% N/A
G29848101 ELECTROCOMPONENTS PLC 10114 $97,567.17 0.02% N/A
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
78471RAA4 SRS DISTRIBUTION INC SRSDIS 8 1/4 07/01/26 61000 $58,862.46 0.01% Caa2 8.25 07/01/2026
74733VAD2 QEP RESOURCES INC QEP 5 5/8 03/01/26 37000 $36,560.62 0.01% B3 5.63 03/01/2026
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
B23WXW9 PARKWAY LIFE REAL ESTATE INVESTMENT TRUST 17400 $34,100.22 0.01% N/A
05508RAE6 B&G FOODS INC BGS 5 1/4 04/01/25 53000 $52,768.13 0.01% B2 5.25 04/01/2025
07556QBP9 BEAZER HOMES USA INC BZH 8 3/4 03/15/22 55000 $60,502.05 0.01% B3 8.75 03/15/2022
JP - HANG SENG CHINA C 11200 DEC 18 27 $59,680.65 0.01% N/A 12/28/2018
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
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
053773BB2 AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE INC CAR 6 3/8 04/01/24 25000 $25,664.06 0.01% B3 6.38 04/01/2024
45824TAR6 INTELSAT JACKSON HOLDINGS SA INTEL 8 02/15/24 50000 $52,927.78 0.01% NR 8.00 02/15/2024
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
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 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
13057QAG2 CALIFORNIA RESOURCES CORP CRC 8 12/15/22 41000 $37,643.69 0.01% NR 8.00 12/31/2049
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
71654QCB6 PETROLEOS MEXICANOS PEMEX 6 7/8 08/04/26 41000 $42,741.08 0.01% Ba2 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% NR 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
624756AE2 MUELLER INDUSTRIES INC MLI 6 03/01/27 61000 $61,915.00 0.01% NR 6.00 03/01/2027
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 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 12/31/2049
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
60855RAH3 MOLINA HEALTHCARE INC MOH 4 7/8 06/15/25 35000 $35,097.71 0.01% B2 4.88 06/15/2025
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
0081180 BARRATT DEVELOPMENTS PLC 8275 $58,305.19 0.01% N/A
CSF - CSFB US CL FXD 3.630 JAN 15 27 1020579 $38,233.77 0.01% 3.63 01/15/2027
CSF - CSFB US CL FXD 3.635 JAN 15 27 1020580 $39,060.48 0.01% 3.64 01/15/2027
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% Ca 6.38 02/01/2025
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% Ca 5.88 11/15/2026
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
64189PAA1 ENVISION HEALTHCARE CORP EVHC 6 1/4 12/01/24 35000 $38,084.38 0.01% NR 6.25 12/01/2024
B06JSP1 SYDBANK AS 1050 $30,782.59 0.01% N/A
6467074 FAIRFAX MEDIA LTD ORD 97119 $61,632.49 0.01% N/A
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 2.493 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% Ba2 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
CSF - CSFB US CL FXD 2.380 JUN 20 21 12408535 $27,821.40 0.01% 2.38 06/20/2021
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
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% B1 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
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% B1 5.00 02/01/2028
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
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
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% B2 6.00 09/01/2023
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
CSF - CSFB US CL CPURNSA APR 26 27 2410000 $29,119.07 0.01% 243.80 04/26/2027
70137TAJ4 PARKLAND CORP/CANADA 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
UBS - UBSS US DV VAR 18/12/21 17.6% 5988 $25,858.43 0.01% 0.00 12/21/2018
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
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
338906AE0 FLEXI-VAN LEASING LLC FLVC 10 02/15/23 67000 $58,922.78 0.01% NR 10.00 02/15/2023
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
ZAR CAPITAL TRADED 563213 $38,378.89 0.01% N/A 09/14/2018
KRW CAPITAL TRADED 49505000 $44,484.63 0.01% N/A 09/14/2018
USD CAPITAL TRADED 57371 $57,371.43 0.01% N/A 09/14/2018
USD CAPITAL TRADED 35776 $35,776.37 0.01% N/A 09/14/2018
JPY CAPITAL TRADED 4192000 $37,836.05 0.01% N/A 09/14/2018
BRL CAPITAL TRADED 124000 $30,057.61 0.01% N/A 09/14/2018
USD CAPITAL TRADED 70559 $70,558.98 0.01% N/A 09/14/2018
USD CAPITAL TRADED 47680 $47,679.77 0.01% N/A 09/14/2018
USD CAPITAL TRADED 30415 $30,414.76 0.01% N/A 09/14/2018
USD CAPITAL TRADED 63997 $63,997.20 0.01% N/A 10/19/2018
TWD CAPITAL TRADED 997000 $32,484.36 0.01% N/A 09/14/2018
USD CAPITAL TRADED 60700 $60,699.50 0.01% N/A 09/14/2018
CHF CAPITAL TRADED 36000 $37,261.54 0.01% N/A 09/14/2018
AUD CAPITAL TRADED 74000 $53,516.22 0.01% N/A 09/14/2018
ZAR CAPITAL TRADED 396000 $26,984.54 0.01% N/A 09/14/2018
SEK CAPITAL TRADED 432000 $47,326.25 0.01% N/A 09/14/2018
CAD CAPITAL TRADED 48000 $36,819.63 0.01% N/A 09/14/2018
CAD CAPITAL TRADED 43000 $32,984.25 0.01% N/A 09/14/2018
KRW CAPITAL TRADED 43451000 $39,044.57 0.01% N/A 09/14/2018
USD CAPITAL TRADED 47537 $47,536.64 0.01% N/A 09/14/2018
SEK CAPITAL TRADED 538000 $58,938.71 0.01% N/A 09/14/2018
USD CAPITAL TRADED 24565 $24,565.27 0.01% N/A 09/14/2018
EUR CAPITAL TRADED 62000 $72,199.84 0.01% N/A 09/14/2018
SEK CAPITAL TRADED 659000 $72,194.44 0.01% N/A 09/14/2018
BRL CAPITAL TRADED 131000 $31,754.41 0.01% N/A 09/14/2018
SEK CAPITAL TRADED 351000 $38,452.58 0.01% N/A 09/14/2018
USD CAPITAL TRADED 40919 $40,918.59 0.01% N/A 09/14/2018
AUD CAPITAL TRADED 47000 $33,990.03 0.01% N/A 09/14/2018
HKD CAPITAL TRADED 405000 $51,609.24 0.01% N/A 09/14/2018
USD CAPITAL TRADED 41179 $41,178.92 0.01% N/A 09/14/2018
USD CAPITAL TRADED 24944 $24,943.93 0.01% N/A 09/14/2018
CHF CAPITAL TRADED 41000 $42,436.75 0.01% N/A 09/14/2018
HKD CAPITAL TRADED 425000 $54,157.84 0.01% N/A 09/14/2018
CSF - CSFB US CL FXD 2.663 JUN 17 22 8542802 $54,102.33 0.01% 2.66 06/17/2022
SG - HANG SENG CHINA P 10800 DEC 18 21 $58,261.85 0.01% N/A 12/28/2018
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
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 AMER 60000 $57,063.33 0.01% B1 5.75 04/30/2026
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
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
268787AE8 EP ENERGY LLC / EVEREST ACQUISITION FINANCE INC EPENEG 8 11/29/24 55000 $56,512.50 0.01% NR 8.00 12/31/2049
053773BA4 AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE INC CAR 5 1/4 03/15/25 40000 $38,618.33 0.01% B3 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
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% Ba1 5.38 08/15/2026
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
708160BS4 JC PENNEY CORP INC JCP 7.4 04/01/37 50000 $26,791.67 0.01% C 7.40 04/01/2037
947075AB3 WEATHERFORD INTERNATIONAL LTD WFTLF 6 1/2 08/01/36 56000 $42,153.22 0.01% NR 6.50 08/01/2036
629377BY7 NRG ENERGY INC NRG 6 1/4 05/01/24 59000 $62,589.17 0.01% Ba3 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
085790AY9 BERRY GLOBAL INC BERY 5 1/8 07/15/23 60000 $60,317.92 0.01% B2 5.13 07/15/2023
361841AH2 GLP CAPITAL LP / GLP FINANCING II INC GLPI 5 3/8 04/15/26 30000 $31,837.67 0.01% Ba1 5.38 04/15/2026
693522AG9 PQ CORP PQCOR 6 3/4 11/15/22 44000 $47,019.50 0.01% B1 6.75 11/15/2022
2836946 COGNA EDUCACAO SA COM NPV (REC) 26800 $66,510.52 0.01% N/A
845467AH2 SOUTHWESTERN ENERGY CO SWN 4.1 03/15/22 59000 $58,935.43 0.01% Ba3 4.10 03/15/2022
761735AP4 REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS GROUP ISSUER LU REYNOL 5 3/4 10/15/ 41000 $40,695.85 0.01% NR 5.75 10/15/2020
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
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% Caa2 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
315292AM4 FERRELLGAS LP / FERRELLGAS FINANCE CORP FGP 6 1/2 05/01/21 39000 $36,725.00 0.01% Caa3 6.50 05/01/2021
B63QM77 NEXON CO LTD 4000 $50,304.37 0.01% N/A
78442FEL8 NAVIENT CORP NAVI 7 1/4 01/25/22 40000 $42,740.00 0.01% Ba3 7.25 01/25/2022
MERL - MERL US DVUS SWPT R 3.010 07 28 558000 $31,326.12 0.01% N/A 07/05/2028
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
444454AA0 HUGHES SATELLITE SYSTEMS CORP SATS 7 5/8 06/15/21 35000 $38,363.40 0.01% B2 7.63 06/15/2021
852061AM2 SPRINT COMMUNICATIONS INC S 11 1/2 11/15/21 40000 $48,654.44 0.01% B1 11.50 11/15/2021
USD CAPITAL TRADED 43068 $43,067.64 0.01% N/A 09/14/2018
USD CAPITAL TRADED 57179 $57,179.41 0.01% N/A 09/14/2018
32008DAA4 FIRST DATA CORP FDC 5 01/15/24 50000 $50,609.44 0.01% NR 5.00 01/15/2024
THB INCOME TRADED 833644 $25,470.34 0.01% N/A
ZAR INCOME TRADED 514907 $35,144.26 0.01% N/A
74733VAA8 QEP RESOURCES INC QEP 6 7/8 03/01/21 44000 $48,042.50 0.01% B3 6.88 03/01/2021
5485527 AURUBIS AG 853 $62,932.24 0.01% N/A
CHF CAPITAL TRADED 42000 $43,471.79 0.01% N/A 09/14/2018
HKD CAPITAL TRADED 484000 $61,676.23 0.01% N/A 09/14/2018
BRL CAPITAL TRADED 185000 $44,844.02 0.01% N/A 09/14/2018
CHF CAPITAL TRADED 29000 $30,016.24 0.01% N/A 09/14/2018
NOK CAPITAL TRADED 251000 $30,028.29 0.01% N/A 09/14/2018
KRW CAPITAL TRADED 32684000 $29,369.47 0.01% N/A 09/14/2018
JPY CAPITAL TRADED 4786000 $43,197.36 0.01% N/A 09/14/2018
USD CAPITAL TRADED 68173 $68,172.71 0.01% N/A 09/14/2018
USD CAPITAL TRADED 29882 $29,882.28 0.01% N/A 09/14/2018
BRL CAPITAL TRADED 124000 $30,057.61 0.01% N/A 09/14/2018
USD CAPITAL TRADED 50264 $50,264.09 0.01% N/A 09/14/2018
USD CAPITAL TRADED 58366 $58,365.73 0.01% N/A 09/14/2018
KRW CAPITAL TRADED 40865000 $36,720.82 0.01% N/A 09/14/2018
USD CAPITAL TRADED 56702 $56,701.56 0.01% N/A 09/14/2018
USD CAPITAL TRADED 24783 $24,782.55 0.01% N/A 09/14/2018
USD CAPITAL TRADED 33940 $33,939.91 0.01% N/A 09/14/2018
USD CAPITAL TRADED 71179 $71,178.78 0.01% N/A 09/14/2018
TWD CAPITAL TRADED 765000 $24,925.31 0.01% N/A 09/14/2018
SEK CAPITAL TRADED 288000 $31,550.83 0.01% N/A 09/14/2018
USD CAPITAL TRADED 29426 $29,426.14 0.01% N/A 09/14/2018
USD CAPITAL TRADED 43658 $43,657.72 0.01% N/A 09/14/2018
CAD CAPITAL TRADED 42000 $32,217.17 0.01% N/A 09/14/2018
INR CAPITAL TRADED 4379600 $61,700.56 0.01% N/A 09/10/2018
KRW CAPITAL TRADED 43665000 $39,236.87 0.01% N/A 09/14/2018
TWD CAPITAL TRADED 1212000 $39,489.52 0.01% N/A 09/14/2018
NOK CAPITAL TRADED 537000 $64,243.79 0.01% N/A 09/14/2018
59001AAY8 MERITAGE HOMES CORP MTH 6 06/01/25 55000 $56,512.50 0.01% Ba2 6.00 06/01/2025
595112BC6 MICRON TECHNOLOGY INC MU 5 1/2 02/01/25 27000 $28,201.05 0.01% Baa3 5.50 02/01/2025
55354GAB6 MSCI INC MSCI 5 3/4 08/15/25 52000 $54,732.89 0.01% Ba2 5.75 08/15/2025
26817RAN8 VISTRA ENERGY CORP VST 7 3/8 11/01/22 30000 $32,050.00 0.01% NR 7.38 11/01/2022
AUD CAPITAL TRADED 44537 $32,214.14 0.01% N/A 11/09/2018
AUD CAPITAL TRADED 75538 $54,637.77 0.01% N/A 11/09/2018
0604316 WM MORRISON SUPERMARKETS PLC 16352 $55,981.75 0.01% N/A
125581GR3 CIT GROUP INC CIT 5 08/01/23 50000 $51,145.83 0.01% Ba1 5.00 08/01/2023
46284PAQ7 IRON MOUNTAIN INC IRM 6 08/15/23 49000 $50,539.42 0.01% NR 6.00 08/15/2023
BD4T6W7 TELEKOMUNIKASI INDONESIA PERSERO TBK PT 118800 $28,187.78 0.01% N/A
526057BN3 LENNAR CORP LEN 4 3/4 11/15/22 50000 $50,949.31 0.01% Ba1 4.75 11/15/2022
87612BAM4 TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP NGLS 5 1/4 05/01/23 62000 $64,015.00 0.01% Ba3 5.25 05/01/2023
25271CAN2 DIAMOND OFFSHORE DRILLING INC DOFSQ 4 7/8 11/01/43 46000 $33,752.50 0.01% NR 4.88 12/31/2049
82967NAS7 SIRIUS XM RADIO INC SIRI 6 07/15/24 55000 $57,709.67 0.01% NR 6.00 07/15/2024
46625HHA1 JPMORGAN CHASE & CO JPM FLOAT PERP 45000 $45,587.52 0.01% Baa2 3.74 12/31/2049
247916AD1 DENBURY RESOURCES INC DNR 5 1/2 05/01/22 45000 $40,837.50 0.01% C 5.50 05/01/2022
3302480 UDG HEALTHCARE PLC 6754 $64,587.90 0.01% N/A
B037JC2 NEXITY SA 1020 $62,394.43 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
05545MAA0 SIGNATURE AVIATION US HOLDINGS INC SIGLN 5 3/8 05/01/26 42000 $42,993.85 0.01% Ba3 5.38 05/01/2026
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
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
B1BK209 RTL GROUP SA 804 $60,477.10 0.01% N/A
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% Ba3 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 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 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
CSF - CSFB US CL CPURNSA NOV 01 26 943000 $29,317.40 0.01% 240.80 11/01/2026
CSF - CSFB US CL FXD 3.463 NOV 15 26 6008000 $71,385.04 0.01% 3.46 11/15/2026
MS - MORG US DV TRS PAY MSUSDSP5 -2510836 $29,914.23 0.01% 0.00 04/09/2019
MS - MORG US DV TRS PAY MSUSDSP5 -3104761 $41,293.58 0.01% 0.00 04/09/2019
6752349 BRITISH AMERICAN TOBACCO MALAYSIA BHD 4900 $40,230.20 0.01% N/A
7107551 FRAPORT AG FRANKFURT AIRPORT SERVICES WORLDWIDE 644 $58,002.85 0.01% N/A
35906AAZ1 FRONTIER COMMUNICATIONS CORP FTR 11 09/15/25 88000 $72,223.56 0.01% NR 11.00 12/31/2049
00404AAM1 ACADIA HEALTHCARE CO INC ACHC 6 1/2 03/01/24 45000 $48,318.75 0.01% B3 6.50 03/01/2024
817609AB6 SERVICEMASTER CO LLC/THE SERV 7.45 08/15/27 60000 $63,798.67 0.01% B1 7.45 08/15/2027
BRL INCOME TRADED 231206 $56,116.53 0.01% N/A
DKK INCOME TRADED 335075 $52,293.43 0.01% N/A
JPY INCOME TRADED 5506043 $49,655.43 0.01% N/A
B01G2K0 MEDIASET ESPANA COMUNICACION SA 8560 $62,695.43 0.01% N/A
163851AB4 CHEMOURS CO/THE CC 6 5/8 05/15/23 44000 $47,003.31 0.01% B1 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
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
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
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
MS - MORG US DV PAY FIXED 0.1% -154931 -$3.51 0.00% 0.10 09/21/2018
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
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% 5.17 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
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% NR 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
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 CPURNSA MAY 15 27 -1811000 $0.00 0.00% 243.80 05/15/2027
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
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
CSF - CSFB US CL FXD 2.096 SEP 11 27 -2097000 $0.00 0.00% 2.10 09/11/2027
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
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
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
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
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
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 1.18 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 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
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
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 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
740212AK1 PRECISION DRILLING CORP PDCN 7 3/4 12/15/23 6000 $6,471.88 0.00% B3 7.75 12/15/2023
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
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
501797AL8 L BRANDS INC LB 6 7/8 11/01/35 28000 $24,100.07 0.00% B2 6.88 11/01/2035
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 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 3.524 MAY 15 47 -669750 $0.00 0.00% 3.52 05/15/2047
CSF - CSFB US CL CPURNSA MAY 11 27 -2550000 $0.00 0.00% 243.80 05/11/2027
CSF - CSFB US CL CPURNSA MAY 11 27 -1059000 $0.00 0.00% 243.67 05/11/2027
CSF - CSFB US CL FXD 2.135 MAY 11 27 1059000 -$20,782.77 0.00% 2.14 05/11/2027
CIT - CITI US DV VAR S&P 500 INDEX -17965 $0.00 0.00% 2391.17 12/21/2018
CIT - CITI US DV VAR 18/12/13 19.85% -20400274 $0.00 0.00% 0.00 12/13/2018
CSF - CSFB US CL CPURNSA MAY 11 27 -2550000 $0.00 0.00% 2.14 05/11/2027
UBS - UBSS US DV VAR S&P 500 INDEX -5988 $0.00 0.00% 2391.17 12/21/2018
UBS - UBSS US DV VAR 18/12/13 19.8% -6801926 $0.00 0.00% 0.00 12/13/2018
CSF - CSFB US CL FXD 3.552 MAY 15 47 -669750 $0.00 0.00% 3.55 05/15/2047
CSF - CSFB US CL CPURNSA MAY 11 27 -382000 $0.00 0.00% 243.67 05/11/2027
CSF - CSFB US CL FXD 2.135 MAY 11 27 382000 -$7,496.71 0.00% 2.14 05/11/2027
CSF - CSFB US CL CPURNSA MAY 12 27 -3695000 $0.00 0.00% 243.80 05/12/2027
CSF - CSFB US CL FXD 3.564 MAY 15 47 -669750 $0.00 0.00% 3.56 05/15/2047
CSF - CSFB US CL CPURNSA MAY 12 27 -1540000 $0.00 0.00% 243.67 05/12/2027
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 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 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 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
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
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 SWAT TRS REC NDWUENR 28338 $427.35 0.00% 0.00 01/23/2019
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
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
CSF - CSFB US CL UKRPI SEP 15 27 -4006000 $0.00 0.00% 0.00 09/15/2027
EZBJ6BX7JDZ0 CSF - ITRX XOVER CDS CDS JUN 20 23 AI -1000000 -$11,635.00 0.00% 5.00 06/20/2023
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
COLLATERAL CREDIT SUISSE NM MXN 69148 $3,616.43 0.00% N/A
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
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
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
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
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
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
MS - MORG US DV PAY FIXED 0.0% -21273423 $0.00 0.00% 0.00 04/09/2019
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
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
MS - MORG US DV TRS REC MSEUDSP6 154931 -$683.86 0.00% 0.00 09/21/2018
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
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 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 -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 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
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
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
CSF - CSFB US CL CPURNSA NOV 17 26 1920000 $18,414.91 0.00% 241.16 11/17/2026
88033GCP3 TENET HEALTHCARE CORP THC 7 1/2 01/01/22 7000 $7,444.08 0.00% NR 7.50 01/01/2022
842587CY1 SOUTHERN CO/THE SO 5 1/2 03/15/57 20000 $20,968.31 0.00% Baa3 5.50 03/15/2057
CSF - CSFB US CL FXD 3.574 DEC 15 26 -621000 $0.00 0.00% 3.57 12/15/2026
CSF - CSFB US CL UKRPI DEC 15 26 621000 -$16,572.46 0.00% 265.50 12/15/2026
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
CSF - CSFB US CL FXD 2.255 NOV 17 26 -1920000 $0.00 0.00% 2.26 11/17/2026
UBS - UBSS US DV VAR 18/12/28 26.04% -172863 $0.00 0.00% 0.00 12/28/2018
USD CAPITAL TRADED -20259 -$20,259.01 0.00% N/A 09/14/2018
NOK CAPITAL TRADED 165000 $19,739.71 0.00% N/A 09/14/2018
USD CAPITAL TRADED -23621 -$23,620.65 0.00% N/A 09/14/2018
CAD CAPITAL TRADED 31000 $23,779.34 0.00% N/A 09/14/2018
HKD CAPITAL TRADED -141000 -$17,967.66 0.00% N/A 09/14/2018
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JPY CAPITAL TRADED -2188000 -$19,748.40 0.00% N/A 09/14/2018
USD CAPITAL TRADED 19799 $19,798.75 0.00% N/A 09/14/2018
TWD CAPITAL TRADED -370000 -$12,055.38 0.00% N/A 09/14/2018
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SEK CAPITAL TRADED 214000 $23,444.02 0.00% N/A 09/14/2018
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USD CAPITAL TRADED -17813 -$17,812.88 0.00% N/A 09/14/2018
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USD CAPITAL TRADED 0 $0.00 0.00% N/A 08/31/2018
GBP CAPITAL TRADED 0 $0.00 0.00% N/A 08/31/2018
USD CAPITAL TRADED 0 $0.00 0.00% N/A 08/31/2018
EUR CAPITAL TRADED 0 $0.00 0.00% N/A 08/31/2018
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CAD CAPITAL TRADED 19000 $14,574.44 0.00% N/A 09/14/2018
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JPY CAPITAL TRADED 0 $0.00 0.00% N/A 08/31/2018
USD CAPITAL TRADED 0 $0.00 0.00% N/A 08/31/2018
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DKK CAPITAL TRADED 0 $0.00 0.00% N/A 08/31/2018
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USD CAPITAL TRADED 20400 $20,399.52 0.00% N/A 09/14/2018
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USD CAPITAL TRADED 17010 $17,010.46 0.00% N/A 09/14/2018
USD CAPITAL TRADED 0 $0.00 0.00% N/A 08/31/2018
GBP CAPITAL TRADED 0 $0.00 0.00% N/A 08/31/2018
USD CAPITAL TRADED 0 $0.00 0.00% N/A 08/31/2018
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DKK CAPITAL TRADED -88798 -$13,858.29 0.00% N/A 09/04/2018
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USD CAPITAL TRADED 15642 $15,641.96 0.00% N/A 09/04/2018
USD CAPITAL TRADED -7634 -$7,634.00 0.00% N/A 09/04/2018
AUD CAPITAL TRADED 10549 $7,629.25 0.00% N/A 09/04/2018
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USD CAPITAL TRADED 19874 $19,873.91 0.00% N/A 09/14/2018
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CAD CAPITAL TRADED 20000 $15,341.51 0.00% N/A 09/14/2018
Synthetic CashEURO STOXX 50 MAR18VGH8 0 $0.00 0.00% N/A 03/16/2018
Synthetic CashFTSE 100 IDX FUT MAR18Z H8 0 $0.00 0.00% N/A 03/16/2018
Synthetic CashSWISS MKT IX FUTR MAR18SMH8 0 $0.00 0.00% N/A 03/16/2018
Synthetic CashEURO-BUND FUTURE SEP18RXU8 0 $0.00 0.00% N/A 09/06/2018
Synthetic CashEURO-SCHATZ FUT DUU8 06 Sep 18 0 $0.00 0.00% N/A
Synthetic CashEuro-BTP Future IKU8 06 Sep 18 0 $0.00 0.00% N/A
Synthetic CashEURO BUXL 30Y BND SEP18 UBU8 0 $0.00 0.00% N/A 09/06/2018
MYR CAPITAL TRADED -9273 -$2,256.48 0.00% N/A
MYR INCOME TRADED 9273 $2,256.48 0.00% N/A
PHP CAPITAL TRADED -79611 -$1,488.95 0.00% N/A
PHP INCOME TRADED 80805 $1,511.27 0.00% N/A
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74153QAH5 PRIDE INTERNATIONAL LLC VAL 6 7/8 08/15/20 15000 $15,833.33 0.00% NR 6.88 12/31/2049
577081AU6 MATTEL INC MAT 6.2 10/01/40 21000 $18,130.00 0.00% B3 6.20 10/01/2040
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
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
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
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 - UBSS US DV VAR 18/12/21 16.64% -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
740212AE5 PRECISION DRILLING CORP PDCN 6 1/2 12/15/21 17000 $14,022.20 0.00% B3 6.50 12/15/2021
74733VAC4 QEP RESOURCES INC QEP 5 1/4 05/01/23 21000 $20,947.50 0.00% B3 5.25 05/01/2023
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
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
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
879369AE6 TELEFLEX INC TFX 4 7/8 06/01/26 11000 $11,024.06 0.00% Ba3 4.88 06/01/2026
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 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% Caa2 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
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
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
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
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
87927VAF5 TELECOM ITALIA CAPITAL SA TITIM 6 3/8 11/15/33 10000 $10,385.94 0.00% Ba1 6.38 11/15/2033
163851AD0 CHEMOURS CO/THE CC 7 05/15/25 15000 $16,396.67 0.00% B1 7.00 05/15/2025
947075AK3 WEATHERFORD INTERNATIONAL LTD WFTLF 8 1/4 06/15/23 10000 $9,496.88 0.00% NR 8.25 06/15/2023
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% B2 6.75 07/01/2036
CAD MARGIN TRADED -0 -$0.06 0.00% N/A
CHF MARGIN TRADED -10830 -$11,198.03 0.00% N/A
CNY INCOME TRADED 48150 $7,050.19 0.00% N/A
HKD MARGIN TRADED 830 $105.73 0.00% N/A
IDR CAPITAL TRADED -273671485 -$18,579.19 0.00% N/A
IDR INCOME TRADED 275102915 $18,676.36 0.00% N/A
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 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
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 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
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
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
JP - S&P 500 INDEX P 2700 DEC 19 -1 -$11,575.42 0.00% N/A 12/20/2019
JP - S&P 500 INDEX P 2825 DEC 19 -1 -$14,877.53 0.00% N/A 12/20/2019
JP - S&P 500 INDEX C 2950 DEC 19 -1 -$18,030.77 0.00% N/A 12/20/2019
JP - S&P 500 INDEX C 3075 DEC 19 -1 -$11,545.28 0.00% N/A 12/20/2019
JP - S&P 500 INDEX C 3200 DEC 19 -1 -$6,638.76 0.00% N/A 12/20/2019
MS - MORG US DV REC FIXED 0.0% 2510836 $0.00 0.00% 0.00 04/09/2019
MS - MORG US DV REC FIXED 0.0% 3104761 $0.00 0.00% 0.00 04/09/2019
15911M107 CHANGYOU.COM LTD 1234 $16,665.17 0.00% N/A
B2987V8 RIGHTMOVE ORD 1P 0 $0.00 0.00% N/A
JP - S&P 500 INDEX P 2250 DEC 19 -1 -$4,580.91 0.00% N/A 12/20/2019
JP - S&P 500 INDEX P 2400 DEC 19 -2 -$12,596.21 0.00% N/A 12/20/2019
JP - S&P 500 INDEX P 2550 DEC 19 -1 -$8,577.71 0.00% N/A 12/20/2019
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
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
MS - MORG US DV TRS REC MSEUDSP6 163453 -$559.04 0.00% 0.00 09/21/2018
JP - S&P 500 INDEX P 1300 DEC 19 -2 -$966.23 0.00% N/A 12/20/2019
JP - S&P 500 INDEX P 1400 DEC 19 -1 -$630.00 0.00% N/A 12/20/2019
JP - S&P 500 INDEX P 1500 DEC 19 -3 -$2,421.69 0.00% N/A 12/20/2019
JP - S&P 500 INDEX P 1600 DEC 19 -2 -$2,037.19 0.00% N/A 12/20/2019
JP - S&P 500 INDEX P 1700 DEC 19 -2 -$2,536.12 0.00% N/A 12/20/2019
JP - S&P 500 INDEX P 1800 DEC 19 -1 -$1,609.71 0.00% N/A 12/20/2019
JP - S&P 500 INDEX P 1900 DEC 19 -3 -$6,191.29 0.00% N/A 12/20/2019
JP - S&P 500 INDEX P 2000 DEC 19 -2 -$5,236.20 0.00% N/A 12/20/2019
JP - S&P 500 INDEX P 2100 DEC 19 -2 -$6,587.56 0.00% N/A 12/20/2019
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
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
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
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
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
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
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
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
BBQ2Z67 FIH MOBILE LTD 48000 $6,298.97 0.00% N/A
053773AV9 AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE INC CAR 5 1/2 04/01/23 20000 $20,433.33 0.00% B3 5.50 04/01/2023
374689AF4 GIBRALTAR INDUSTRIES INC ROCK 6 1/4 02/01/21 20000 $20,304.17 0.00% NR 6.25 02/01/2021
14574XAD6 CARROLS HOLDCO INC TAST 8 05/01/22 20000 $21,408.33 0.00% NR 8.00 05/01/2022
USD CAPITAL TRADED -20074 -$20,073.84 0.00% N/A 11/09/2018
AUD CAPITAL TRADED 26722 $19,328.49 0.00% N/A 11/09/2018
USD CAPITAL TRADED -23633 -$23,633.24 0.00% N/A 11/09/2018
AUD CAPITAL TRADED 31350 $22,676.17 0.00% N/A 11/09/2018
USD CAPITAL TRADED 0 $0.00 0.00% N/A 07/06/2018
GBP CAPITAL TRADED 0 $0.00 0.00% N/A 07/06/2018
GBP CAPITAL TRADED 0 $0.00 0.00% N/A 08/31/2018
USD CAPITAL TRADED 0 $0.00 0.00% N/A 08/31/2018
EUR CAPITAL TRADED 0 $0.00 0.00% N/A 08/31/2018
USD CAPITAL TRADED 0 $0.00 0.00% N/A 08/31/2018
USD CAPITAL TRADED 0 $0.00 0.00% N/A 08/31/2018
GBP CAPITAL TRADED 0 $0.00 0.00% N/A 08/31/2018
GBP CAPITAL TRADED 0 $0.00 0.00% N/A 08/31/2018
USD CAPITAL TRADED 0 $0.00 0.00% N/A 08/31/2018
EUR CAPITAL TRADED 0 $0.00 0.00% N/A 08/31/2018
USD CAPITAL TRADED 0 $0.00 0.00% N/A 08/31/2018
CSF - CSFB US CL STIB3M JUN 21 28 -4442000 $0.00 0.00% 0.00 06/21/2028
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 - 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 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
USD CAPITAL TRADED -41447 -$41,446.88 -0.01% N/A 09/14/2018
USD CAPITAL TRADED -54204 -$54,204.07 -0.01% N/A 09/14/2018
JP - JPMS US DV VAR HANG SENG INDEX 70874 -$35,366.27 -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
CIT - CITI US DV VAR KOSPI 200 INDEX 5276998 -$27,686.97 -0.01% 307.95 12/13/2018
BNP - BNPP US DV VAR KOSPI 200 INDEX 5025483 -$25,719.11 -0.01% 311.89 12/13/2018
CSF - CSFB US CL FXD 2.133 MAY 15 27 1811000 -$36,858.02 -0.01% 2.13 05/15/2027
UBS - UBSS US DV VAR HANG SENG INDEX 117286 -$52,076.27 -0.01% 0.00 12/28/2018
JP - JPMS US DV VAR HANG SENG CHINA 140000 -$63,121.46 -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
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
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
UBS - UBSS US DV VAR KOSPI 200 INDEX 10756540 -$50,648.08 -0.01% 318.52 12/13/2018
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
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
CSF - CSFB US CL UKRPI MAY 15 47 669750 -$58,988.47 -0.01% 269.30 05/15/2047
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 1.465 AUG 15 27 4426030 -$59,746.14 -0.01% 1.47 08/15/2027
SG - SOC US DV VAR KOSPI 200 INDEX 9532185 -$49,835.54 -0.01% 0.00 12/13/2018
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
JP - JPMS US SWAT C EUR/USD 1.2864 -28807500 -$27,819.55 -0.01% N/A 02/05/2019
MS - MORG US DV C USD/BRL 3.75 -260000 -$29,281.20 -0.01% N/A 01/17/2019
AUD CAPITAL TRADED -69000 -$49,900.26 -0.01% N/A 09/14/2018
HKD CAPITAL TRADED -458000 -$58,363.04 -0.01% N/A 09/14/2018
USD CAPITAL TRADED -36943 -$36,943.45 -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
JPY CAPITAL TRADED -3786000 -$34,171.58 -0.01% N/A 09/14/2018
JPY CAPITAL TRADED -7940000 -$71,664.66 -0.01% N/A 09/14/2018
USD CAPITAL TRADED -24929 -$24,929.12 -0.01% N/A 09/14/2018
USD CAPITAL TRADED -31658 -$31,658.34 -0.01% N/A 09/14/2018
TWD CAPITAL TRADED -903000 -$29,421.64 -0.01% N/A 09/14/2018
AUD CAPITAL TRADED -59000 -$42,668.34 -0.01% N/A 09/14/2018
AUD CAPITAL TRADED -79000 -$57,132.18 -0.01% N/A 09/14/2018
USD CAPITAL TRADED -37855 -$37,855.01 -0.01% N/A 09/14/2018
USD CAPITAL TRADED -31992 -$31,991.74 -0.01% N/A 09/14/2018
SEK CAPITAL TRADED -644000 -$70,551.17 -0.01% N/A 09/14/2018
HKD CAPITAL TRADED -374000 -$47,658.90 -0.01% N/A 09/14/2018
CAD CAPITAL TRADED -40000 -$30,683.02 -0.01% N/A 09/14/2018
GBP CAPITAL TRADED -50000 -$65,124.73 -0.01% N/A 10/19/2018
USD CAPITAL TRADED -32412 -$32,412.22 -0.01% N/A 09/14/2018
KRW CAPITAL TRADED -68466000 -$61,522.76 -0.01% N/A 09/14/2018
USD CAPITAL TRADED -36159 -$36,158.63 -0.01% N/A 09/14/2018
USD CAPITAL TRADED -53410 -$53,410.17 -0.01% N/A 09/14/2018
USD CAPITAL TRADED -27180 -$27,179.54 -0.01% N/A 09/14/2018
USD CAPITAL TRADED -42335 -$42,335.42 -0.01% N/A 09/14/2018
USD CAPITAL TRADED -61693 -$61,692.65 -0.01% N/A 09/14/2018
USD CAPITAL TRADED -47590 -$47,589.65 -0.01% N/A 09/14/2018
USD CAPITAL TRADED -29147 -$29,147.43 -0.01% N/A 09/14/2018
USD CAPITAL TRADED -29665 -$29,665.28 -0.01% N/A 09/14/2018
CAD CAPITAL TRADED -32000 -$24,546.42 -0.01% N/A 09/14/2018
USD CAPITAL TRADED -34713 -$34,713.02 -0.01% N/A 09/14/2018
USD CAPITAL TRADED -24342 -$24,341.78 -0.01% N/A 09/14/2018
USD CAPITAL TRADED -39728 -$39,727.89 -0.01% N/A 09/14/2018
SEK CAPITAL TRADED -364000 -$39,876.75 -0.01% N/A 09/14/2018
NOK CAPITAL TRADED -604000 -$72,259.31 -0.01% N/A 09/14/2018
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 -49308 -$49,308.30 -0.01% N/A 09/14/2018
USD CAPITAL TRADED -36574 -$36,573.91 -0.01% N/A 09/14/2018
USD CAPITAL TRADED -33022 -$33,022.44 -0.01% N/A 09/14/2018
USD CAPITAL TRADED -38900 -$38,899.73 -0.01% N/A 09/14/2018
CHF CAPITAL TRADED -47000 -$48,647.01 -0.01% N/A 09/14/2018
USD CAPITAL TRADED -61597 -$61,596.64 -0.01% N/A 09/14/2018
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 UKRPI JAN 15 48 758000 -$48,814.72 -0.01% 0.00 01/15/2048
UBS - NIKKEI 225 P 21000 DEC 18 -21 -$47,999.39 -0.01% N/A 12/14/2018
UBS - UBSS US DV VAR S&P/ASX 200 INDE 8925 -$25,805.47 -0.01% 0.00 12/20/2018
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
UBS - UBSS US DV VAR S&P/ASX 200 INDE 17851 -$52,447.09 -0.01% 0.00 12/20/2018
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
SG - SOC US DV VAR HANG SENG CHINA 100894 -$54,184.85 -0.01% 0.00 12/28/2018
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
USD CAPITAL TRADED -65868 -$65,867.77 -0.01% N/A 09/14/2018
GSI - GOLD US DV PAY SWOF ISU8 -37 -$45,203.84 -0.01% 0.00 09/21/2018
USD CAPITAL TRADED -33548 -$33,548.20 -0.01% N/A 11/09/2018
USD CAPITAL TRADED -56747 -$56,746.71 -0.01% N/A 11/09/2018
USD CAPITAL TRADED -63177 -$63,176.72 -0.01% N/A 09/10/2018
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
LCH-LLC EUR006M SEP 20 28 4619564 -$24,692.11 -0.01% 0.00 09/20/2028
SPX 16/11/18 2555 P - (17/08/18) -48 -$51,517.73 -0.01% N/A 11/16/2018
SPX 16/11/18 2570 P - (20/08/18) -48 -$54,394.42 -0.01% N/A 11/16/2018
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
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
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
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 -15 -$63,901.71 -0.01% N/A 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
SGD CAPITAL TRADED -81693 -$59,627.95 -0.01% N/A
THB CAPITAL TRADED -802285 -$24,512.23 -0.01% N/A
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
USD CAPITAL TRADED -29266 -$29,265.76 -0.01% N/A 09/14/2018
USD CAPITAL TRADED -43468 -$43,468.23 -0.01% N/A 09/14/2018
DKK CAPITAL TRADED -438000 -$68,419.85 -0.01% N/A 09/14/2018
MXN CAPITAL TRADED -563000 -$29,444.84 -0.01% N/A 09/14/2018
USD CAPITAL TRADED -30450 -$30,449.62 -0.01% N/A 09/14/2018
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
GSI - GOLD US DV VAR S&P 500 INDEX 23123 -$108,987.50 -0.02% 0.00 12/21/2018
CSF - CSFB US CL EUR006M JUN 20 21 18423332 -$76,031.11 -0.02% -0.24 06/20/2021
UBS - UBSS US DV VAR HANG SENG CHINA 172863 -$95,260.80 -0.02% 0.00 12/28/2018
CSF - CSFB US CL FXD 1.375 JUL 15 27 4068121 -$89,731.70 -0.02% 1.38 07/15/2027
CSF - CSFB US CL FXD 1.406 JUL 15 27 5907432 -$107,628.27 -0.02% 1.41 07/15/2027
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
UBS - UBSS US DV VAR KOSPI 200 INDEX 16114952 -$78,866.68 -0.02% 289.65 12/13/2018
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 1.433 AUG 15 27 5238000 -$92,106.69 -0.02% 1.43 08/15/2027
GSI - GOLD US DV VAR S&P 500 INDEX 23123 -$108,987.50 -0.02% 0.00 12/21/2018
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
USD CAPITAL TRADED -76906 -$76,906.01 -0.02% N/A 09/14/2018
USD CAPITAL TRADED -95061 -$95,060.57 -0.02% N/A 09/14/2018
CLP CAPITAL TRADED -49581563 -$73,176.80 -0.02% N/A 10/12/2018
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
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 - ITRX EUR CDSI CDS JUN 20 23 AI -51235793 -$119,225.69 -0.02% 1.00 06/20/2023
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
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
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 -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
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 -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
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
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
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
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 -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
HKD CAPITAL TRADED -598000 -$76,203.27 -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
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
UBS - NIKKEI 225 C 25000 DEC 18 -132 -$75,762.75 -0.02% N/A 12/14/2018
USD CAPITAL TRADED -135172 -$135,172.34 -0.03% N/A 10/12/2018
UBS - EURO STOXX 50 C 3400 DEC 19 -86 -$156,157.48 -0.03% N/A 12/20/2019
BARC - BARC EU SWAT SWPT R 2.683 02 19 -39054583 -$140,987.04 -0.03% 2.68 02/13/2019
WNZ8 US ULTRA T-BOND DEC 18 -1 -$159,312.50 -0.03% N/A 12/19/2018
HUF CAPITAL TRADED -35946254 -$128,263.33 -0.03% N/A
CSF - CDX IG CDSI S3 CDS JUN 20 23 AI -78516584 -$157,033.17 -0.03% 1.00 06/20/2023
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 -$170,075.15 -0.03% 0.00 12/21/2018
NOK CAPITAL TRADED -1134523 -$135,664.64 -0.03% N/A
TWD CAPITAL TRADED -4228871 -$137,680.97 -0.03% N/A
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
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
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
USD CAPITAL TRADED -141700 -$141,700.38 -0.03% N/A 09/14/2018
USD CAPITAL TRADED -128310 -$128,310.20 -0.03% N/A 09/14/2018
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
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
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
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
JPY CAPITAL TRADED -17153000 -$154,819.12 -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
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
CSF - CSFB US CL EUR006M JUN 20 21 34491667 -$142,343.39 -0.03% 0.00 06/20/2021
USD CAPITAL TRADED -125593 -$125,593.45 -0.03% N/A 09/14/2018
USD CAPITAL TRADED -133532 -$133,531.65 -0.03% N/A 09/14/2018
JP - JPMS US DV VAR HANG SENG CHINA 331164 -$158,713.11 -0.03% 0.00 12/28/2018
UBS - UBSS US DV VAR S&P 500 INDEX 43765 -$156,897.53 -0.03% 0.00 12/21/2018
UBS - UBSS US DV VAR S&P 500 INDEX 43765 -$155,189.60 -0.03% 0.00 12/21/2018
CSF - CSFB US CL FXD 1.462 AUG 15 27 9823215 -$135,816.78 -0.03% 1.46 08/15/2027
SG - HANG SENG CHINA C 11200 DEC 18 -70 -$154,727.61 -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
ICE-CREDIT CDS JUN 20 23 1500000 -$151,770.43 -0.03% 0.00 06/20/2023
ZAR CAPITAL TRADED -2900000 -$197,614.09 -0.04% N/A 09/14/2018
CSF - CSFB US CL EUR006M JUN 20 21 51737500 -$215,551.48 -0.04% 0.00 06/20/2021
USD CAPITAL TRADED -218354 -$218,354.30 -0.04% N/A 09/14/2018
USD CAPITAL TRADED -190049 -$190,049.11 -0.04% N/A 09/14/2018
USD CAPITAL TRADED -204566 -$204,566.34 -0.04% N/A 11/09/2018
USD CAPITAL TRADED -176187 -$176,187.36 -0.04% N/A 09/10/2018
USD CAPITAL TRADED -208693 -$208,693.00 -0.04% N/A 09/10/2018
BARC - BARC EU SWAT SWPT R 2.742 02 19 -40081417 -$173,953.35 -0.04% 2.74 02/11/2019
CSF - ITRX EUR CDSI CDS JUN 20 23 10887207 -$189,210.94 -0.04% 0.00 06/20/2023
JP - S&P 500 INDEX C 2950 DEC 19 -10 -$180,307.67 -0.04% N/A 12/20/2019
GSI - GOLD US DV PAY SWOF ISU8 -91 -$170,668.13 -0.04% 0.00 09/21/2018
UBS - UBSS US DV VAR S&P 500 INDEX 49661 -$173,256.38 -0.04% 0.00 12/21/2018
MXN CAPITAL TRADED -3469000 -$181,428.31 -0.04% N/A 11/13/2018
GBP CAPITAL TRADED -156000 -$202,857.45 -0.04% N/A 09/14/2018
KRW CAPITAL TRADED -203734000 -$183,073.04 -0.04% N/A 09/14/2018
AUD CAPITAL TRADED -271000 -$195,985.08 -0.04% N/A 09/14/2018
USD CAPITAL TRADED -214478 -$214,478.09 -0.04% N/A 09/14/2018
USD CAPITAL TRADED -215968 -$215,967.66 -0.04% N/A 09/14/2018
USD CAPITAL TRADED -176793 -$176,793.07 -0.04% N/A 09/14/2018
AUD CAPITAL TRADED -290000 -$209,725.73 -0.04% N/A 09/14/2018
NOK CAPITAL TRADED -1588000 -$189,979.78 -0.04% N/A 09/14/2018
SGD CAPITAL TRADED -290000 -$211,706.19 -0.04% N/A 09/14/2018
ZAR CAPITAL TRADED -2979000 -$202,997.37 -0.04% N/A 09/14/2018
USD CAPITAL TRADED -208277 -$208,277.02 -0.04% N/A 09/14/2018
CSF - CSFB US CL FXD 2.535 MAR 18 23 15568628 -$173,994.40 -0.04% 2.54 03/18/2023
UBS - UBSS US DV VAR S&P/ASX 200 INDE 68010 -$197,413.37 -0.04% 0.00 12/20/2018
CSF - CSFB US CL FXD 1.438 SEP 15 27 11580000 -$206,401.98 -0.04% 1.44 09/15/2027
CSF - CSFB US CL FXD 1.458 OCT 15 27 11614000 -$181,506.48 -0.04% 1.46 10/15/2027
CSF - CSFB US CL FXD 2.055 JUN 08 27 5969000 -$179,632.28 -0.04% 2.06 06/08/2027
UBS - UBSS US DV VAR KOSPI 200 INDEX 40653809 -$180,454.06 -0.04% 289.65 12/13/2018
CSF - CSFB US CL FXD 1.432 SEP 15 27 9791000 -$181,144.88 -0.04% 1.43 09/15/2027
USD CAPITAL TRADED -210301 -$210,301.19 -0.04% N/A 09/14/2018
USD CAPITAL TRADED -235540 -$235,539.59 -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
COLLATERAL SOC GEN USD -220000 -$220,000.00 -0.05% N/A 12/31/2049
CAD CAPITAL TRADED -290400 -$222,736.16 -0.05% N/A 09/10/2018
USD CAPITAL TRADED -234762 -$234,762.20 -0.05% N/A 09/07/2018
USD CAPITAL TRADED -256683 -$256,683.48 -0.05% N/A 09/14/2018
KRW CAPITAL TRADED -245169038 -$220,247.99 -0.05% N/A
USD CAPITAL TRADED -257574 -$257,574.44 -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
GBP CAPITAL TRADED -204474 -$266,799.67 -0.05% N/A 11/30/2018
JPY CAPITAL TRADED -28434754 -$256,645.70 -0.05% N/A 09/14/2018
USD CAPITAL TRADED -247827 -$247,827.28 -0.05% N/A 09/14/2018
USD CAPITAL TRADED -248350 -$248,349.97 -0.05% N/A 09/14/2018
CHF CAPITAL TRADED -240000 -$248,410.24 -0.05% N/A 09/14/2018
IDR CAPITAL TRADED -3425722000 -$232,238.35 -0.05% N/A 09/14/2018
USD CAPITAL TRADED -241645 -$241,644.73 -0.05% N/A 09/14/2018
UBS - HANG SENG CHIN P 10800 DEC 18 -88 -$244,144.91 -0.05% N/A 12/28/2018
SG - HANG SENG CHINA C 11200 DEC 18 -109 -$240,933.00 -0.05% N/A 12/28/2018
MC - MCDV US DV TRS PAY MQCP252E -173856 -$254,142.70 -0.05% 0.00 02/21/2019
USD CAPITAL TRADED -271130 -$271,129.60 -0.06% N/A 09/14/2018
JP - JPMS US DV VAR KOSPI 200 INDEX 67834670 -$303,758.40 -0.06% 289.65 12/13/2018
USD CAPITAL TRADED -284102 -$284,101.75 -0.06% N/A 10/12/2018
USD CAPITAL TRADED -283144 -$283,144.03 -0.06% N/A 09/10/2018
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
GBP CAPITAL TRADED -219000 -$284,780.65 -0.06% N/A 09/14/2018
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
USD CAPITAL TRADED -278260 -$278,259.54 -0.06% N/A 09/14/2018
HKD CAPITAL TRADED -2382000 -$303,538.78 -0.06% N/A 09/14/2018
EUR CAPITAL TRADED -230000 -$268,200.70 -0.06% N/A 09/28/2018
UBS - NIKKEI 225 P 21000 DEC 18 -132 -$301,710.43 -0.06% N/A 12/14/2018
SG - HANG SENG CHINA P 10800 DEC 18 -101 -$280,211.77 -0.06% N/A 12/28/2018
USD CAPITAL TRADED -282934 -$282,933.96 -0.06% N/A 11/09/2018
USD CAPITAL TRADED -333102 -$333,102.46 -0.07% N/A 11/09/2018
SG - HANG SENG CHINA P 10800 DEC 18 -126 -$349,571.12 -0.07% N/A 12/28/2018
COLLATERAL CREDIT SUISSE NM GBP -273304 -$355,227.02 -0.07% N/A
GBP CAPITAL TRADED -250000 -$325,720.68 -0.07% N/A 10/26/2018
EUR CAPITAL TRADED -300000 -$350,567.73 -0.07% N/A 10/26/2018
USD CAPITAL TRADED -355563 -$355,563.02 -0.07% N/A 09/14/2018
EUR CAPITAL TRADED -283000 -$329,557.31 -0.07% N/A 09/14/2018
CHF CAPITAL TRADED -311000 -$321,898.27 -0.07% N/A 09/14/2018
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
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
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
MS - MORG US DV TRS REC MSUSDSP5 21273423 -$324,296.71 -0.07% 0.00 04/09/2019
CSF - CSFB US CL FXD 1.371 JUL 15 27 15354000 -$345,866.88 -0.07% 1.37 07/15/2027
USD CAPITAL TRADED -323222 -$323,221.52 -0.07% N/A 10/12/2018
USD CAPITAL TRADED -365740 -$365,739.86 -0.08% N/A 09/14/2018
USD CAPITAL TRADED -390056 -$390,055.84 -0.08% N/A 09/14/2018
UKX 21/12/18 7675 C - (20/06/18) -352 -$390,729.57 -0.08% N/A 12/21/2018
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
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
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
USD CAPITAL TRADED -397285 -$397,285.24 -0.08% N/A 09/14/2018
CLP CAPITAL TRADED -275772216 -$407,045.86 -0.08% N/A 11/13/2018
USD CAPITAL TRADED -387801 -$387,801.00 -0.08% N/A 09/14/2018
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
CSF - CSFB US CL FXD 2.538 MAR 18 23 32926568 -$365,811.53 -0.08% 2.54 03/18/2023
USD CAPITAL TRADED -402577 -$402,576.97 -0.08% N/A 09/14/2018
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
GBP CAPITAL TRADED -322000 -$418,718.58 -0.09% N/A 09/14/2018
EUR CAPITAL TRADED -363000 -$422,718.39 -0.09% N/A 09/14/2018
EUR CAPITAL TRADED -382825 -$448,529.13 -0.09% N/A 11/30/2018
USD CAPITAL TRADED -460204 -$460,204.08 -0.09% N/A 09/14/2018
UBS - S&P 500 INDEX C 2700 DEC 19 -13 -$449,079.01 -0.09% N/A 12/20/2019
USD CAPITAL TRADED -455675 -$455,675.22 -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
NOK CAPITAL TRADED -3664000 -$438,341.27 -0.09% N/A 09/14/2018
USD CAPITAL TRADED -448450 -$448,450.49 -0.09% N/A 09/14/2018
USD CAPITAL TRADED -472850 -$472,850.36 -0.10% N/A 11/09/2018
USDBRL 17/01/19 3.75 C - (17/08/18) -4491500 -$505,832.73 -0.10% N/A 01/17/2019
USDBRL 17/01/19 3.75 C - (17/08/18) -4491500 -$505,832.73 -0.10% N/A 01/17/2019
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
GBP CAPITAL TRADED -366000 -$475,934.78 -0.10% N/A 09/14/2018
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
UBS - S&P 500 INDEX C 2725 DEC 18 -23 -$497,075.20 -0.10% N/A 12/21/2018
JPY CAPITAL TRADED -51844000 -$467,932.29 -0.10% N/A 09/14/2018
MXN CAPITAL TRADED -10100000 -$528,228.86 -0.11% N/A 09/14/2018
MXN CAPITAL TRADED -10002000 -$523,103.48 -0.11% N/A 09/10/2018
TWD CAPITAL TRADED -17035000 -$555,036.23 -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
PLN CAPITAL TRADED -1989230 -$540,485.63 -0.11% N/A
USD CAPITAL TRADED -603953 -$603,953.17 -0.12% N/A 09/10/2018
Synthetic CashEURO-BUND FUTURE DEC18RXZ8 -3 -$561,097.88 -0.12% N/A 12/06/2018
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
USD CAPITAL TRADED -601234 -$601,234.23 -0.12% N/A 09/14/2018
CLP CAPITAL TRADED -386318542 -$570,162.66 -0.12% N/A 10/12/2018
USD CAPITAL TRADED -596019 -$596,019.13 -0.12% N/A 09/14/2018
USD CAPITAL TRADED -567945 -$567,945.40 -0.12% N/A 09/14/2018
USD CAPITAL TRADED -570106 -$570,105.50 -0.12% N/A 09/14/2018
CLP CAPITAL TRADED -432698321 -$638,613.99 -0.13% N/A 10/12/2018
SPX 21/12/18 2915 C - (30/08/18) -92 -$644,685.76 -0.13% N/A 12/21/2018
TWD CAPITAL TRADED -18902000 -$615,867.03 -0.13% N/A 09/14/2018
CAD CAPITAL TRADED -848000 -$650,480.09 -0.13% N/A 09/14/2018
SEK CAPITAL TRADED -5659000 -$619,951.94 -0.13% N/A 09/14/2018
JPY CAPITAL TRADED -71880000 -$648,772.72 -0.13% N/A 09/14/2018
EUR CAPITAL TRADED -600000 -$698,235.13 -0.14% N/A 09/07/2018
NZD CAPITAL TRADED -1014000 -$672,794.53 -0.14% N/A 10/12/2018
EUR CAPITAL TRADED -578000 -$673,088.79 -0.14% N/A 09/14/2018
SGD CAPITAL TRADED -912000 -$665,779.45 -0.14% N/A 09/14/2018
USD CAPITAL TRADED -678393 -$678,392.53 -0.14% N/A 09/14/2018
JPY CAPITAL TRADED -76828000 -$693,432.26 -0.14% N/A 09/14/2018
NOK CAPITAL TRADED -5737000 -$686,343.84 -0.14% N/A 09/14/2018
EUR CAPITAL TRADED -597000 -$695,214.55 -0.14% N/A 09/14/2018
TWD CAPITAL TRADED -22429369 -$730,549.66 -0.15% N/A 09/10/2018
JP - S&P 500 INDEX C 2700 DEC 18 -30 -$713,161.23 -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
UBS - S&P 500 INDEX C 2750 DEC 18 -38 -$740,456.49 -0.15% N/A 12/21/2018
KRW CAPITAL TRADED -786795000 -$707,004.96 -0.15% 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
USD CAPITAL TRADED -741405 -$741,404.74 -0.15% N/A 11/13/2018
BRL CAPITAL TRADED -3033000 -$735,199.46 -0.15% 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
USD CAPITAL TRADED -799825 -$799,825.41 -0.16% N/A 11/09/2018
USD CAPITAL TRADED -777638 -$777,637.94 -0.16% N/A 09/14/2018
GBP CAPITAL TRADED -615000 -$801,272.88 -0.16% N/A 10/26/2018
MS - MORG US SWAT FXD 2.958 AUG 03 26 11542000 -$762,966.20 -0.16% 2.96 08/03/2026
CNH CAPITAL TRADED -5762800 -$843,353.39 -0.17% N/A 09/10/2018
USD CAPITAL TRADED -850378 -$850,378.17 -0.17% N/A 09/14/2018
MXN CAPITAL TRADED -15996114 -$836,594.96 -0.17% N/A
SX5E 21/12/18 3475 C - (02/08/18) -1288 -$821,738.14 -0.17% N/A 12/21/2018
USD CAPITAL TRADED -803878 -$803,878.14 -0.17% N/A 09/14/2018
USD CAPITAL TRADED -821026 -$821,026.34 -0.17% N/A 09/10/2018
USD CAPITAL TRADED -822400 -$822,400.18 -0.17% N/A 09/10/2018
USD CAPITAL TRADED -822232 -$822,232.02 -0.17% N/A 10/12/2018
USD CAPITAL TRADED -820765 -$820,765.21 -0.17% N/A 10/12/2018
USD CAPITAL TRADED -819685 -$819,685.03 -0.17% N/A 10/12/2018
USD CAPITAL TRADED -818536 -$818,536.49 -0.17% N/A 10/12/2018
USD CAPITAL TRADED -819938 -$819,937.83 -0.17% N/A 11/13/2018
USD CAPITAL TRADED -819720 -$819,719.95 -0.17% N/A 11/13/2018
USD CAPITAL TRADED -819339 -$819,339.10 -0.17% N/A 11/13/2018
GBP CAPITAL TRADED -633000 -$823,133.11 -0.17% N/A 09/14/2018
TWD CAPITAL TRADED -25600000 -$834,102.00 -0.17% N/A 09/14/2018
USD CAPITAL TRADED -810764 -$810,764.28 -0.17% N/A 09/14/2018
Synthetic CashEuro-BTP Future IKZ8 06 Dec 18 -6 -$844,282.14 -0.17% N/A
USD CAPITAL TRADED -879975 -$879,975.38 -0.18% N/A 09/14/2018
USD CAPITAL TRADED -878888 -$878,888.15 -0.18% N/A 11/13/2018
GBP CAPITAL TRADED -656000 -$853,041.58 -0.18% N/A 09/14/2018
CSF - ITRX EUR CDSI CDS JUN 20 23 51235793 -$890,437.07 -0.18% 0.00 06/20/2023
Synthetic CashEURO-SCHATZ FUT DUZ8 06 Dec 18 -7 -$911,736.05 -0.19% N/A
USD CAPITAL TRADED -910522 -$910,521.93 -0.19% N/A 09/14/2018
AUD CAPITAL TRADED -1373000 -$992,942.85 -0.20% N/A 09/14/2018
USD CAPITAL TRADED -1017042 -$1,017,042.33 -0.21% N/A 09/14/2018
SPX 21/12/18 2860 C - (20/08/18) -96 -$1,048,663.01 -0.22% N/A 12/21/2018
CLP CAPITAL TRADED -785903157 -$1,159,904.54 -0.24% N/A 10/12/2018
CHF CAPITAL TRADED -1113000 -$1,152,002.49 -0.24% N/A 09/14/2018
COLLATERAL CREDIT SUISSE NM AUD -1602194 -$1,158,706.36 -0.24% N/A
SPX 21/12/18 2840 C - (17/08/18) -96 -$1,189,034.40 -0.24% N/A 12/21/2018
MXN CAPITAL TRADED -22934000 -$1,199,445.62 -0.25% N/A 09/10/2018
GBP CAPITAL TRADED -1000000 -$1,277,981.53 -0.26% N/A 10/26/2018
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
CLP CAPITAL TRADED -917576000 -$1,354,238.83 -0.28% N/A 10/12/2018
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
AUD CAPITAL TRADED -2226965 -$1,610,531.41 -0.33% N/A 09/10/2018
CLP CAPITAL TRADED -1085900000 -$1,601,401.84 -0.33% N/A 09/10/2018
SG - HANG SENG CHINA P 11000 DEC 18 -467 -$1,580,970.28 -0.33% N/A 12/28/2018
AUD CAPITAL TRADED -2226966 -$1,610,591.75 -0.33% N/A 10/12/2018
USD CAPITAL TRADED -1660740 -$1,660,740.42 -0.34% N/A 09/10/2018
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
NOK CAPITAL TRADED -14820000 -$1,772,985.14 -0.36% N/A 09/14/2018
USD CAPITAL TRADED -1750416 -$1,750,416.36 -0.36% N/A 10/12/2018
EUR CAPITAL TRADED -1500000 -$1,752,838.64 -0.36% N/A 10/26/2018
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
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
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
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 -1951335 -$1,951,335.15 -0.40% N/A 09/14/2018
USD CAPITAL TRADED -1920908 -$1,920,907.55 -0.40% N/A 09/14/2018
EUR CAPITAL TRADED -1700000 -$1,979,672.91 -0.41% N/A 09/14/2018
USD CAPITAL TRADED -2011569 -$2,011,569.22 -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
USD CAPITAL TRADED -2224185 -$2,224,185.37 -0.46% N/A 09/10/2018
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
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
EUR CAPITAL TRADED -2000000 -$2,329,026.96 -0.48% N/A 09/14/2018
USD CAPITAL TRADED -2319512 -$2,319,512.23 -0.48% N/A
USD CAPITAL TRADED -2341008 -$2,341,008.18 -0.48% N/A 10/12/2018
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
USD CAPITAL TRADED -2919940 -$2,919,939.66 -0.60% N/A 10/12/2018
CLP CAPITAL TRADED -1987570001 -$2,933,429.46 -0.60% N/A 10/12/2018
ISU8 MEX BOLSA IDX FUT Sep18ISU8 -117 -$3,036,443.87 -0.62% N/A 09/21/2018
NZD CAPITAL TRADED -4576000 -$3,036,156.10 -0.62% N/A 09/10/2018
GBP CAPITAL TRADED -2481000 -$3,226,213.66 -0.66% N/A 09/14/2018
CASH COLLATERAL USD CITI -3520000 -$3,520,000.00 -0.72% 0.00 12/31/2049
EUR CAPITAL TRADED -3000000 -$3,493,540.43 -0.72% N/A 09/14/2018
USD CAPITAL TRADED -3574389 -$3,574,388.87 -0.74% N/A 10/12/2018
USD CAPITAL TRADED -3583744 -$3,583,743.84 -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
GBP CAPITAL TRADED -4500000 -$5,861,225.45 -1.21% N/A 10/19/2018
AUD CAPITAL TRADED -8124167 -$5,876,339.98 -1.21% N/A 11/09/2018
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

For the Invesco Stable Value Trust and IBEW-NECA Stable Value Trust, the underlying Invesco Group Trust portfolio holdings information is available every 10th business day following month end. Please contact your client representative to obtain this information.

** 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.

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