ETF constituents for JPIB

Below, a list of constituents for JPIB (JPMorgan International Bond Opportunities ETF) is shown. In total, JPIB consists of 887 securities.

Note: The data shown here is as of date 11/12/2021 (the latest that can be sourced directly from the fund provider).

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Ticker Security Description Security Type Shares/Par Market Value (USD) Country Currency Coupon Maturity Date Effective Date Contract Size Strike Price % of Market Value % of Net Assets
ACGB COMMONWEALTH OF 1% 11/31 SOVEREIGN DEBT 13980000.0 9503657.72 Australia AUD 1.0 11/21/2031 05/21/2020 nan 0.0 3.09% 3.07%
CAN CANADA BOND 1.5% 06/23 SOVEREIGN DEBT 9441000.0 7598550.83 Canada CAD 1.5 06/01/2023 07/30/2012 nan 0.0 2.47% 2.45%
CGB PEOPLE'S 3.02% 05/31 SOVEREIGN DEBT 46000000.0 7244810.15 China CNY 3.02 05/27/2031 05/27/2021 nan 0.0 2.35% 2.34%
CAN CANADA BOND 0.5% 12/30 SOVEREIGN DEBT 9655000.0 6962696.73 Canada CAD 0.5 12/01/2030 10/05/2020 nan 0.0 2.26% 2.25%
CAN CANADA BOND 0.25% 08/23 SOVEREIGN DEBT 7676000.0 6048601.12 Canada CAD 0.25 08/01/2023 05/14/2021 nan 0.0 1.97% 1.95%
ACGB COMMONWEALTH 5.5% 04/23 SOVEREIGN DEBT 6868000.0 5398257.38 Australia AUD 5.5 04/21/2023 04/21/2011 nan 0.0 1.75% 1.74%
CAN CANADA BOND 0.5% 09/25 SOVEREIGN DEBT 6758000.0 5222024.8 Canada CAD 0.5 09/01/2025 04/03/2020 nan 0.0 1.7% 1.69%
nan JPMORGAN US GOVT MMKT FUN MONEY MARKET 4869068.0 4869068.56 United States USD 0.0 nan 04/13/2017 nan 0.0 1.58% 1.57%
PORTUG PORTUGUESE 5.125% 10/24 SOVEREIGN DEBT 4260000.0 4756758.6 Portugal USD 5.125 10/15/2024 07/10/2014 nan 0.0 1.55% 1.54%
nan CASH OR CASH COLLATERAL CASH OR CASH COLLATERAL 4071814.0 4071814.03 United States USD 0.0 nan nan nan 0.0 1.32% 1.31%
ITALY REPUBLIC OF 2.375% 10/24 SOVEREIGN DEBT 3295000.0 3387599.02 Italy USD 2.375 10/17/2024 10/17/2019 nan 0.0 1.1% 1.09%
NZGB HER MAJESTY 2.75% 04/37 SOVEREIGN DEBT 3201000.0 2217217.71 New Zealand NZD 2.75 04/15/2037 04/15/2016 nan 0.0 0.72% 0.72%
ACGB COMMONWEALTH OF 3% 03/47 SOVEREIGN DEBT 2140000.0 1732289.47 Australia AUD 3.0 03/21/2047 09/21/2016 nan 0.0 0.56% 0.56%
ATOSTR AUTOSTRADE 1.75% 02/27 CORPORATE BONDS 1450000.0 1723329.49 Italy EUR 1.75 02/01/2027 12/01/2016 nan 0.0 0.56% 0.56%
TITIM TELECOM 2.375% 10/27 CORPORATE BONDS 1450000.0 1659722.06 Italy EUR 2.375 10/12/2027 10/12/2017 nan 0.0 0.54% 0.54%
INDOGB REPUBLIC OF 6.375% 04/32 SOVEREIGN DEBT 21554000000.0 1545898.21 Indonesia IDR 6.375 04/15/2032 04/15/2021 nan 0.0 0.5% 0.5%
TELEFO TELEFONICA EUROPE BV VAR CORPORATE BONDS 1300000.0 1531044.96 Spain EUR 3.0 12/31/2164 03/22/2018 nan 0.0 0.5% 0.49%
CAN CANADA BOND 0.5% 11/23 SOVEREIGN DEBT 1928000.0 1522269.45 Canada CAD 0.5 11/01/2023 08/09/2021 nan 0.0 0.49% 0.49%
SOCGEN SOCIETE GENERALE SA VAR CORPORATE BONDS 1325000.0 1411390.0 France USD 5.375 12/31/2164 11/18/2020 nan 0.0 0.46% 0.46%
EDPPL EDP - ENERGIAS VAR 07/80 CORPORATE BONDS 1200000.0 1373640.01 Portugal EUR 1.7 07/20/2080 01/20/2020 nan 0.0 0.45% 0.44%
CLNXSM CELLNEX 2.875% 04/25 CORPORATE BONDS 1100000.0 1349387.02 Spain EUR 2.875 04/18/2025 01/18/2017 nan 0.0 0.44% 0.44%
ZIGGO ZIGGO BOND 3.375% 02/30 CORPORATE BONDS 1100000.0 1241667.54 Netherlands EUR 3.375 02/28/2030 02/11/2020 nan 0.0 0.4% 0.4%
INDOGB REPUBLIC OF 6.5% 02/31 SOVEREIGN DEBT 17310000000.0 1241509.61 Indonesia IDR 6.5 02/15/2031 02/15/2020 nan 0.0 0.4% 0.4%
REPSM REPSOL VAR 03/75 CORPORATE BONDS 1000000.0 1231754.44 Spain EUR 4.5 03/25/2075 03/25/2015 nan 0.0 0.4% 0.4%
SFRFP ALTICE 3.375% 01/28 CORPORATE BONDS 1100000.0 1213776.93 France EUR 3.375 01/15/2028 09/27/2019 nan 0.0 0.39% 0.39%
VERISR VERISURE 3.25% 02/27 CORPORATE BONDS 1050000.0 1203737.91 Sweden EUR 3.25 02/15/2027 01/25/2021 nan 0.0 0.39% 0.39%
MBONO UNITED 7.75% 05/31 SOVEREIGN DEBT 23780000.0 1188739.38 Mexico MXN 7.75 05/29/2031 06/23/2011 nan 0.0 0.39% 0.38%
BA BOEING CO/THE 3.2% 03/29 CORPORATE BONDS 1145000.0 1185393.09 United States USD 3.2 03/01/2029 02/15/2019 nan 0.0 0.39% 0.38%
EU EUROPEAN 0.1% 10/40 INTERNATIONAL AUTHORITY 1070000.0 1169589.22 Supranational EUR 0.1 10/04/2040 10/27/2020 nan 0.0 0.38% 0.38%
ITALY REPUBLIC OF 2.875% 10/29 SOVEREIGN DEBT 1135000.0 1159368.45 Italy USD 2.875 10/17/2029 10/17/2019 nan 0.0 0.38% 0.37%
SAGB REPUBLIC OF 7% 02/31 SOVEREIGN DEBT 21130000.0 1155423.01 South Africa ZAR 7.0 02/28/2031 02/28/2010 nan 0.0 0.38% 0.37%
USAUT US AUTO 2.2% 05/26 ASSET BACKED 1125000.0 1109641.61 United States USD 2.2 05/15/2026 08/11/2021 nan 0.0 0.36% 0.36%
TELEFO TELEFONICA EUROPE BV VAR CORPORATE BONDS 900000.0 1100304.19 Spain EUR 3.875 12/31/2164 03/22/2018 nan 0.0 0.36% 0.36%
DB DEUTSCHE BANK VAR 09/24 CORPORATE BONDS 1075000.0 1094263.32 Germany USD 2.222 09/18/2024 09/18/2020 nan 0.0 0.36% 0.35%
NWIDE NATIONWIDE BUILDING VAR CORPORATE BONDS 750000.0 1093432.83 United Kingdom GBP 5.75 12/31/2164 06/17/2020 nan 0.0 0.36% 0.35%
EVEHOL EVERSHOLT 2.742% 06/40 CORPORATE BONDS 779488.0 1089554.4 United Kingdom GBP 2.742 06/30/2040 06/30/2020 nan 0.0 0.35% 0.35%
ACAFP CREDIT AGRICOLE SA VAR CORPORATE BONDS 875000.0 1046237.5 France USD 8.125 12/31/2164 01/19/2016 nan 0.0 0.34% 0.34%
NGGLN NGG FINANCE VAR 09/82 CORPORATE BONDS 900000.0 1040532.3 United Kingdom EUR 2.125 09/05/2082 09/05/2019 nan 0.0 0.34% 0.34%
ZFFNGR ZF EUROPE 2% 02/26 CORPORATE BONDS 900000.0 1036718.39 Germany EUR 2.0 02/23/2026 10/23/2019 nan 0.0 0.34% 0.33%
GRFSM GRIFOLS SA 2.25% 11/27 CORPORATE BONDS 900000.0 1035537.75 Spain EUR 2.25 11/15/2027 11/15/2019 nan 0.0 0.34% 0.33%
LDOIM LEONARDO 4.875% 03/25 CORPORATE BONDS 800000.0 1034350.92 Italy EUR 4.875 03/24/2025 03/24/2005 nan 0.0 0.34% 0.33%
TITIM TELECOM 3.625% 05/26 CORPORATE BONDS 825000.0 1007035.06 Italy EUR 3.625 05/25/2026 05/25/2016 nan 0.0 0.33% 0.33%
ENELIM ENEL SPA CALLABLE VAR CORPORATE BONDS 800000.0 1002757.2 Italy EUR 3.375 12/31/2164 05/24/2018 nan 0.0 0.33% 0.32%
CKHGTH CK 1.125% 10/28 CORPORATE BONDS 850000.0 1002749.19 Cayman Islands EUR 1.125 10/17/2028 10/17/2019 nan 0.0 0.33% 0.32%
TTEFP TOTALENERGIES SE VAR CORPORATE BONDS 850000.0 990466.1 France EUR 1.75 12/31/2164 04/04/2019 nan 0.0 0.32% 0.32%
CABKSM CAIXABANK SA VAR 02/29 CORPORATE BONDS 800000.0 978599.46 Spain EUR 3.75 02/15/2029 02/15/2019 nan 0.0 0.32% 0.32%
FRFP VALEO MEDIUM 3.25% 01/24 CORPORATE BONDS 800000.0 976927.28 France EUR 3.25 01/22/2024 01/22/2014 nan 0.0 0.32% 0.32%
ABNANV ABN AMRO BANK NV VAR CORPORATE BONDS 800000.0 975357.67 Netherlands EUR 4.375 12/31/2164 06/15/2020 nan 0.0 0.32% 0.31%
CFMT CASCADE 2.3177% 02/25 COMMERCIAL MORTGAGE BACKED SECURITIES 1000000.0 974209.1 United States USD 2.3177 02/28/2025 10/01/2021 nan 0.0 0.32% 0.31%
IBESM IBERDROLA VAR CORPORATE BONDS 800000.0 959487.54 Spain EUR 2.625 12/31/2164 03/26/2018 nan 0.0 0.31% 0.31%
ITALY REPUBLIC OF 0.875% 05/24 SOVEREIGN DEBT 962000.0 953250.62 Italy USD 0.875 05/06/2024 05/06/2021 nan 0.0 0.31% 0.31%
ORANOF ORANO SA 3.125% 03/23 CORPORATE BONDS 800000.0 945522.2 France EUR 3.125 03/20/2023 03/20/2014 nan 0.0 0.31% 0.31%
UCGIM UNICREDIT SPA VAR CORPORATE BONDS 700000.0 940514.14 Italy EUR 7.5 12/31/2164 03/19/2019 nan 0.0 0.31% 0.3%
EIRCOM EIRCOM 3.5% 05/26 CORPORATE BONDS 800000.0 930870.04 Ireland EUR 3.5 05/15/2026 05/13/2019 nan 0.0 0.3% 0.3%
MGS FEDERATION 3.828% 07/34 SOVEREIGN DEBT 3920000.0 922699.4 Malaysia MYR 3.828 07/05/2034 07/05/2019 nan 0.0 0.3% 0.3%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -44178013.0 921665.05 United States EUR 0.0 nan nan nan 0.0 0.3% 0.3%
ALPHA ALPHA BANK SA 2.5% 02/23 CORPORATE BONDS 780000.0 916917.44 Greece EUR 2.5 02/05/2023 02/05/2018 nan 0.0 0.3% 0.3%
RENAUL RENAULT SA 2% 09/26 CORPORATE BONDS 800000.0 914377.21 France EUR 2.0 09/28/2026 09/28/2018 nan 0.0 0.3% 0.3%
ZURNVX ARGENTUM VAR 10/46 CORPORATE BONDS 700000.0 907701.32 Netherlands EUR 3.5 10/01/2046 05/24/2016 nan 0.0 0.3% 0.29%
TCHEN TECHEM 2% 07/25 CORPORATE BONDS 800000.0 905320.34 Germany EUR 2.0 07/15/2025 01/29/2020 nan 0.0 0.29% 0.29%
F FORD MOTOR 3.625% 06/31 CORPORATE BONDS 870000.0 892741.8 United States USD 3.625 06/17/2031 06/25/2021 nan 0.0 0.29% 0.29%
VOD VODAFONE GROUP VAR 10/78 CORPORATE BONDS 700000.0 890787.69 United Kingdom EUR 4.2 10/03/2078 10/03/2018 nan 0.0 0.29% 0.29%
MBONO UNITED 8.5% 05/29 SOVEREIGN DEBT 17000000.0 886818.36 Mexico MXN 8.5 05/31/2029 12/24/2008 nan 0.0 0.29% 0.29%
AIB AIB GROUP PLC VAR 11/29 SOVEREIGN DEBT 750000.0 876811.59 Ireland EUR 1.875 11/19/2029 11/19/2019 nan 0.0 0.28% 0.28%
AIRFP AIRBUS SE 1.625% 06/30 CORPORATE BONDS 700000.0 869556.71 Netherlands EUR 1.625 06/09/2030 06/09/2020 nan 0.0 0.28% 0.28%
AMSSW AMS AG CALLABLE 6% 07/25 CORPORATE BONDS 700000.0 850700.75 Austria EUR 6.0 07/31/2025 07/06/2020 nan 0.0 0.28% 0.27%
SOLBBB SOLVAY SA CALLABLE VAR CORPORATE BONDS 700000.0 847484.37 Belgium EUR 4.25 12/31/2164 12/04/2018 nan 0.0 0.28% 0.27%
ATOSTR AUTOSTRADE PER 2% 12/28 CORPORATE BONDS 700000.0 844184.66 Italy EUR 2.0 12/04/2028 12/04/2020 nan 0.0 0.27% 0.27%
VW VOLKSWAGEN 3.25% 11/30 CORPORATE BONDS 600000.0 832855.79 Germany EUR 3.25 11/18/2030 11/16/2018 nan 0.0 0.27% 0.27%
NWG NATWEST GROUP VAR 03/25 CORPORATE BONDS 780000.0 832599.63 United Kingdom USD 4.269 03/22/2025 03/22/2019 nan 0.0 0.27% 0.27%
VMED VIRGIN MEDIA 3.75% 07/30 CORPORATE BONDS 725000.0 829331.55 United Kingdom EUR 3.75 07/15/2030 06/22/2020 nan 0.0 0.27% 0.27%
EOFP FAURECIA SE 3.125% 06/26 CORPORATE BONDS 700000.0 821203.66 France EUR 3.125 06/15/2026 03/27/2019 nan 0.0 0.27% 0.27%
COFP CASINO 4.561% 01/23 CORPORATE BONDS 700000.0 801290.0 France EUR 4.561 01/25/2023 01/25/2013 nan 0.0 0.26% 0.26%
EGBLFN EG GLOBAL 4.375% 02/25 CORPORATE BONDS 700000.0 799286.78 United Kingdom EUR 4.375 02/07/2025 05/13/2019 nan 0.0 0.26% 0.26%
AXASA AXA SA VAR 07/47 CORPORATE BONDS 600000.0 777781.07 France EUR 3.375 07/06/2047 03/30/2016 nan 0.0 0.25% 0.25%
STANLN STANDARD VAR 04/31 CORPORATE BONDS 680000.0 774206.19 United Kingdom USD 4.644 04/01/2031 03/31/2020 nan 0.0 0.25% 0.25%
SIGHCO SIGMA HOLDCO 5.75% 05/26 CORPORATE BONDS 725000.0 773888.75 Netherlands EUR 5.75 05/15/2026 05/09/2018 nan 0.0 0.25% 0.25%
BBVASM BANCO BILBAO VIZCAYA VAR CORPORATE BONDS 600000.0 773735.7 Spain EUR 6.0 12/31/2164 07/15/2020 nan 0.0 0.25% 0.25%
KENINT REPUBLIC OF 6.3% 01/34 SOVEREIGN DEBT 783000.0 772233.75 Kenya USD 6.3 01/23/2034 06/23/2021 nan 0.0 0.25% 0.25%
VW VOLKSWAGEN VAR CORPORATE BONDS 600000.0 768379.88 Germany EUR 4.625 12/31/2164 03/24/2014 nan 0.0 0.25% 0.25%
SAZGR NIDDA BONDCO 5% 09/25 CORPORATE BONDS 675000.0 765942.53 Germany EUR 5.0 09/30/2025 09/29/2017 nan 0.0 0.25% 0.25%
MEX UNITED 3.75% 04/71 SOVEREIGN DEBT 853000.0 762528.69 Mexico USD 3.75 04/19/2071 01/19/2021 nan 0.0 0.25% 0.25%
RABOBK COOPERATIEVE VAR CORPORATE BONDS 600000.0 757219.05 Netherlands EUR 4.375 12/31/2164 07/14/2020 nan 0.0 0.25% 0.24%
MTNA ARCELORMITTAL 1.75% 11/25 CORPORATE BONDS 625000.0 751459.78 Luxembourg EUR 1.75 11/19/2025 11/19/2019 nan 0.0 0.24% 0.24%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -33896748.0 748895.37 United States EUR 0.0 nan nan nan 0.0 0.24% 0.24%
ZFFNGR ZF FINANCE 3.75% 09/28 CORPORATE BONDS 600000.0 746030.76 Germany EUR 3.75 09/21/2028 09/21/2020 nan 0.0 0.24% 0.24%
LHMCFI CIRSA 4.75% 05/25 CORPORATE BONDS 650000.0 744537.15 Luxembourg EUR 4.75 05/22/2025 05/22/2019 nan 0.0 0.24% 0.24%
TKAGR THYSSENKRUPP 1.375% 03/22 CORPORATE BONDS 650000.0 744113.04 Germany EUR 1.375 03/03/2022 03/03/2017 nan 0.0 0.24% 0.24%
NZGB HER MAJESTY 4.5% 04/27 SOVEREIGN DEBT 952000.0 742391.59 New Zealand NZD 4.5 04/15/2027 04/15/2014 nan 0.0 0.24% 0.24%
VOD VODAFONE GROUP VAR 08/80 CORPORATE BONDS 625000.0 730370.11 United Kingdom EUR 3.0 08/27/2080 08/27/2020 nan 0.0 0.24% 0.24%
BPLN BP CAPITAL MARKETS VAR CORPORATE BONDS 600000.0 729299.82 United Kingdom EUR 3.25 12/31/2164 06/22/2020 nan 0.0 0.24% 0.24%
EDF ELECTRICITE DE VAR SOVEREIGN DEBT 600000.0 718585.43 France EUR 3.375 12/31/2164 09/15/2020 nan 0.0 0.23% 0.23%
EDPPL EDP FINANCE 3.625% 07/24 CORPORATE BONDS 675000.0 714721.91 Netherlands USD 3.625 07/15/2024 06/28/2017 nan 0.0 0.23% 0.23%
VOVCAB VOLVO CAR AB 2% 01/25 CORPORATE BONDS 600000.0 712575.75 Sweden EUR 2.0 01/24/2025 11/24/2017 nan 0.0 0.23% 0.23%
TACHEM TAKEDA 1% 07/29 CORPORATE BONDS 600000.0 708785.88 Japan EUR 1.0 07/09/2029 07/09/2020 nan 0.0 0.23% 0.23%
SUNSHM SUNSHINE MID 6.5% 05/26 CORPORATE BONDS 600000.0 707630.65 Netherlands EUR 6.5 05/15/2026 05/03/2018 nan 0.0 0.23% 0.23%
ABESM ABERTIS VAR CORPORATE BONDS 600000.0 703394.34 Spain EUR 3.248 12/31/2164 11/24/2020 nan 0.0 0.23% 0.23%
RXLFP REXEL SA 2.75% 06/26 CORPORATE BONDS 600000.0 701424.54 France EUR 2.75 06/15/2026 03/12/2019 nan 0.0 0.23% 0.23%
LORCAT LORCA TELECOM 4% 09/27 CORPORATE BONDS 600000.0 698603.09 Spain EUR 4.0 09/18/2027 09/30/2020 nan 0.0 0.23% 0.23%
EOFP FAURECIA SE 2.375% 06/27 CORPORATE BONDS 600000.0 687818.64 France EUR 2.375 06/15/2027 11/27/2019 nan 0.0 0.22% 0.22%
SENEGL REPUBLIC OF 6.25% 05/33 SOVEREIGN DEBT 660000.0 686936.25 Ci USD 6.25 05/23/2033 05/23/2017 nan 0.0 0.22% 0.22%
MS MORGAN STANLEY VAR 05/27 CORPORATE BONDS 690000.0 683104.69 United States USD 1.593 05/04/2027 04/22/2021 nan 0.0 0.22% 0.22%
SREV SANTANDER 3.45% 01/32 ASSET BACKED 650000.0 676542.17 United States USD 3.45 01/26/2032 11/26/2019 nan 0.0 0.22% 0.22%
ISPIM INTESA SANPAOLO SPA VAR CORPORATE BONDS 476000.0 659240.39 Italy EUR 7.75 12/31/2164 01/11/2017 nan 0.0 0.21% 0.21%
BPCEGP BPCE SA 5.15% 07/24 CORPORATE BONDS 600000.0 655134.0 France USD 5.15 07/21/2024 01/21/2014 nan 0.0 0.21% 0.21%
BIRKEN BK LC LUX 5.25% 04/29 CORPORATE BONDS 550000.0 654768.4 Luxembourg EUR 5.25 04/30/2029 04/29/2021 nan 0.0 0.21% 0.21%
CHEPDE CHEPLAPHARM 4.375% 01/28 CORPORATE BONDS 550000.0 649488.7 Germany EUR 4.375 01/15/2028 10/15/2020 nan 0.0 0.21% 0.21%
BITELV PLT VII 4.625% 01/26 CORPORATE BONDS 550000.0 647005.62 Luxembourg EUR 4.625 01/05/2026 07/16/2020 nan 0.0 0.21% 0.21%
SAGB REPUBLIC OF 8.875% 02/35 SOVEREIGN DEBT 10963674.0 646497.2 South Africa ZAR 8.875 02/28/2035 02/28/2015 nan 0.0 0.21% 0.21%
CS CREDIT SUISSE GROUP VAR CORPORATE BONDS 620000.0 644025.0 Switzerland USD 5.25 12/31/2164 08/11/2020 nan 0.0 0.21% 0.21%
ANNGR VONOVIA 2.25% 04/30 CORPORATE BONDS 500000.0 638843.34 Germany EUR 2.25 04/07/2030 04/07/2020 nan 0.0 0.21% 0.21%
SHAEFF SCHAEFFLER 3.375% 10/28 CORPORATE BONDS 500000.0 638117.6 Germany EUR 3.375 10/12/2028 10/12/2020 nan 0.0 0.21% 0.21%
FCX FREEPORT-MCMOR 5.4% 11/34 CORPORATE BONDS 523000.0 633915.23 United States USD 5.4 11/14/2034 11/14/2014 nan 0.0 0.21% 0.2%
DOUGR DOUGLAS GMBH 6% 04/26 CORPORATE BONDS 550000.0 632464.72 Germany EUR 6.0 04/08/2026 04/08/2021 nan 0.0 0.21% 0.2%
C CITIGROUP INC VAR CORPORATE BONDS 620000.0 625270.0 United States USD 4.15 12/31/2164 10/27/2021 nan 0.0 0.2% 0.2%
LLOYDS LLOYDS BANKING GROUP VAR CORPORATE BONDS 500000.0 624977.59 United Kingdom EUR 4.947 12/31/2164 04/01/2014 nan 0.0 0.2% 0.2%
CMZB COMMERZBANK AG VAR 12/30 CORPORATE BONDS 500000.0 623309.76 Germany EUR 4.0 12/05/2030 06/05/2020 nan 0.0 0.2% 0.2%
ICELTD ICELAND 4.625% 03/25 CORPORATE BONDS 500000.0 622262.35 United Kingdom GBP 4.625 03/15/2025 09/14/2017 nan 0.0 0.2% 0.2%
NWG NATWEST GROUP PLC VAR CORPORATE BONDS 435000.0 615985.89 United Kingdom GBP 5.125 12/31/2164 11/12/2020 nan 0.0 0.2% 0.2%
ISRAEL STATE OF 3.375% 01/50 SOVEREIGN DEBT 570000.0 610719.38 Israel USD 3.375 01/15/2050 01/15/2020 nan 0.0 0.2% 0.2%
ACFP ACCOR SA 3.625% 09/23 CORPORATE BONDS 500000.0 606684.13 France EUR 3.625 09/17/2023 09/17/2015 nan 0.0 0.2% 0.2%
CS CREDIT 4.282% 01/28 CORPORATE BONDS 550000.0 601557.51 Switzerland USD 4.282 01/09/2028 01/09/2017 nan 0.0 0.2% 0.19%
KANGRP SUMMER BC 5.75% 10/26 CORPORATE BONDS 500000.0 599536.63 United States EUR 5.75 10/31/2026 10/30/2019 nan 0.0 0.19% 0.19%
SPIEFP SPIE SA 2.625% 06/26 CORPORATE BONDS 500000.0 594843.36 France EUR 2.625 06/18/2026 06/18/2019 nan 0.0 0.19% 0.19%
HPLGR HAPAG-LLOYD 2.5% 04/28 CORPORATE BONDS 500000.0 593733.0 Germany EUR 2.5 04/15/2028 04/06/2021 nan 0.0 0.19% 0.19%
UKRAIN UKRAINE BOND 7.75% 09/26 SOVEREIGN DEBT 560000.0 592305.0 Ukraine USD 7.75 09/01/2026 09/01/2015 nan 0.0 0.19% 0.19%
ACAFP CREDIT VAR 06/30 CORPORATE BONDS 500000.0 590814.01 France EUR 1.625 06/05/2030 06/05/2020 nan 0.0 0.19% 0.19%
LFT LENDMARK 3.72% 04/28 ASSET BACKED 580000.0 590351.9 United States USD 3.72 04/20/2028 10/30/2019 nan 0.0 0.19% 0.19%
HYNMTR HYUNDAI 3.5% 11/26 CORPORATE BONDS 555000.0 590303.68 United States USD 3.5 11/02/2026 10/31/2019 nan 0.0 0.19% 0.19%
THYELE TK ELEVATOR 4.375% 07/27 CORPORATE BONDS 500000.0 589875.36 Germany EUR 4.375 07/15/2027 07/15/2020 nan 0.0 0.19% 0.19%
VKFP VALLOUREC SA 8.5% 06/26 CORPORATE BONDS 500000.0 589451.82 France EUR 8.5 06/30/2026 06/30/2021 nan 0.0 0.19% 0.19%
COFP QUATRIM 5.875% 01/24 CORPORATE BONDS 500000.0 588930.98 France EUR 5.875 01/15/2024 11/20/2019 nan 0.0 0.19% 0.19%
IHOVER IHO VAR 05/27 CORPORATE BONDS 500000.0 585227.88 Germany EUR 3.875 05/15/2027 06/06/2019 nan 0.0 0.19% 0.19%
PURGYM PINNACLE 5.5% 02/25 CORPORATE BONDS 500000.0 583903.46 United Kingdom EUR 5.5 02/15/2025 11/17/2020 nan 0.0 0.19% 0.19%
BACR BARCLAYS PLC VAR CORPORATE BONDS 400000.0 581822.03 United Kingdom GBP 6.375 12/31/2164 09/25/2019 nan 0.0 0.19% 0.19%
SESGFP SES SA CALLABLE BOND VAR CORPORATE BONDS 500000.0 581010.8 United States EUR 2.875 12/31/2164 05/27/2021 nan 0.0 0.19% 0.19%
TRIVIU TRIVIUM 3.75% 08/26 CORPORATE BONDS 500000.0 577134.85 Netherlands EUR 3.75 08/15/2026 08/02/2019 nan 0.0 0.19% 0.19%
CS CREDIT SUISSE VAR 05/32 CORPORATE BONDS 561000.0 570982.8 Switzerland USD 3.091 05/14/2032 05/14/2021 nan 0.0 0.19% 0.18%
ELISGP ELIS SA 1.625% 04/28 CORPORATE BONDS 500000.0 570919.13 France EUR 1.625 04/03/2028 10/03/2019 nan 0.0 0.19% 0.18%
BAC BANK OF VAR 03/32 CORPORATE BONDS 560000.0 564576.84 United States USD 2.651 03/11/2032 03/11/2021 nan 0.0 0.18% 0.18%
UAE UAE 3.25% 10/61 SOVEREIGN DEBT 540000.0 559575.0 United Arab Emirates USD 3.25 10/19/2061 10/19/2021 nan 0.0 0.18% 0.18%
TTMTIN JAGUAR LAND 4.5% 01/26 CORPORATE BONDS 475000.0 558685.15 United Kingdom EUR 4.5 01/15/2026 09/14/2018 nan 0.0 0.18% 0.18%
SHAEFF SCHAEFFLER 2.875% 03/27 CORPORATE BONDS 450000.0 556622.97 Germany EUR 2.875 03/26/2027 03/26/2019 nan 0.0 0.18% 0.18%
C CITIGROUP INC VAR CORPORATE BONDS 550000.0 552750.0 United States USD 3.875 12/31/2164 02/18/2021 nan 0.0 0.18% 0.18%
QPARKH Q-PARK HOLDING 2% 03/27 CORPORATE BONDS 500000.0 548626.09 Netherlands EUR 2.0 03/01/2027 02/13/2020 nan 0.0 0.18% 0.18%
ALTICE ALTICE FINCO 4.75% 01/28 CORPORATE BONDS 500000.0 545878.81 Luxembourg EUR 4.75 01/15/2028 10/11/2017 nan 0.0 0.18% 0.18%
DOMSS DOMETIC GROUP 3% 05/26 CORPORATE BONDS 450000.0 543446.33 Sweden EUR 3.0 05/08/2026 05/08/2019 nan 0.0 0.18% 0.18%
ORAFP ORANGE SA CALL MTN VAR CORPORATE BONDS 400000.0 538274.57 France EUR 5.0 12/31/2164 10/01/2014 nan 0.0 0.17% 0.17%
MATTER MATTERHORN 3.125% 09/26 CORPORATE BONDS 475000.0 537968.94 Luxembourg EUR 3.125 09/15/2026 09/19/2019 nan 0.0 0.17% 0.17%
SFRFP ALTICE FRANCE 4% 02/28 CORPORATE BONDS 500000.0 537293.56 France EUR 4.0 02/15/2028 02/06/2020 nan 0.0 0.17% 0.17%
VW VOLKSWAGEN VAR CORPORATE BONDS 400000.0 521410.85 Germany EUR 4.625 12/31/2164 06/27/2018 nan 0.0 0.17% 0.17%
GAMMAB GAMMA BIDCO 5.125% 07/25 CORPORATE BONDS 450000.0 521038.82 Italy EUR 5.125 07/15/2025 04/01/2021 nan 0.0 0.17% 0.17%
SESGFP SES SA 0.875% 11/27 CORPORATE BONDS 450000.0 519473.91 United States EUR 0.875 11/04/2027 11/04/2019 nan 0.0 0.17% 0.17%
VOD VODAFONE GROUP VAR 04/79 CORPORATE BONDS 429000.0 517339.36 United Kingdom USD 7.0 04/04/2079 04/04/2019 nan 0.0 0.17% 0.17%
HSBC HSBC HOLDINGS VAR 09/28 CORPORATE BONDS 520000.0 512608.02 United Kingdom USD 2.013 09/22/2028 09/22/2020 nan 0.0 0.17% 0.17%
NEXIIM NEXI SPA 1.625% 04/26 CORPORATE BONDS 450000.0 512539.43 Italy EUR 1.625 04/30/2026 04/29/2021 nan 0.0 0.17% 0.17%
NOKIA NOKIA OYJ 2% 03/24 CORPORATE BONDS 425000.0 503670.86 Finland EUR 2.0 03/15/2024 03/15/2017 nan 0.0 0.16% 0.16%
CEMEX CEMEX SAB DE CV VAR CORPORATE BONDS 488000.0 501267.5 Mexico USD 5.125 12/31/2164 06/08/2021 nan 0.0 0.16% 0.16%
SOAF REPUBLIC OF 5.75% 09/49 SOVEREIGN DEBT 510000.0 498620.63 South Africa USD 5.75 09/30/2049 09/30/2019 nan 0.0 0.16% 0.16%
HTHROW HEATHROW 6.75% 12/26 CORPORATE BONDS 300000.0 496163.33 Guernsey,C.I. GBP 6.75 12/03/2028 12/03/2009 nan 0.0 0.16% 0.16%
BBVASM BANCO BILBAO VIZCAYA VAR CORPORATE BONDS 400000.0 494510.4 Spain EUR 6.0 12/31/2164 03/29/2019 nan 0.0 0.16% 0.16%
SESGFP SES SA CALLABLE BOND VAR CORPORATE BONDS 400000.0 493358.38 United States EUR 5.625 12/31/2164 11/29/2016 nan 0.0 0.16% 0.16%
CABKSM CAIXABANK SA VAR CORPORATE BONDS 400000.0 492175.21 Spain EUR 6.375 12/31/2164 09/19/2018 nan 0.0 0.16% 0.16%
FHR FHLMC REMICS FLT 08/56 INTEREST ONLY (IO) 2202148.0 491946.45 United States USD 6.00975 08/15/2056 10/15/2018 nan 0.0 0.16% 0.16%
HSBC HSBC HOLDINGS VAR 04/26 CORPORATE BONDS 490000.0 489094.08 United Kingdom USD 1.645 04/18/2026 08/18/2020 nan 0.0 0.16% 0.16%
KBCBB KBC GROUP NV VAR CORPORATE BONDS 400000.0 484973.68 Belgium EUR 4.75 12/31/2164 03/05/2019 nan 0.0 0.16% 0.16%
COGARD COUNTRY 3.125% 10/25 CORPORATE BONDS 530000.0 484950.0 Cayman Islands USD 3.125 10/22/2025 10/22/2020 nan 0.0 0.16% 0.16%
INTNED ING GROEP NV VAR 04/28 CORPORATE BONDS 400000.0 476694.43 Netherlands EUR 3.0 04/11/2028 04/11/2017 nan 0.0 0.15% 0.15%
ATLIM ATLANTIA 1.875% 02/28 CORPORATE BONDS 400000.0 476329.82 Italy EUR 1.875 02/12/2028 02/12/2021 nan 0.0 0.15% 0.15%
DB DEUTSCHE BANK AG VAR CORPORATE BONDS 400000.0 475938.79 Germany EUR 4.625 12/31/2164 05/12/2021 nan 0.0 0.15% 0.15%
AUTODI PARTS EUROPE 6.5% 07/25 CORPORATE BONDS 400000.0 475249.22 France EUR 6.5 07/16/2025 07/17/2020 nan 0.0 0.15% 0.15%
YULCLN SYNTHOMER 3.875% 07/25 CORPORATE BONDS 400000.0 472188.75 United Kingdom EUR 3.875 07/01/2025 06/25/2020 nan 0.0 0.15% 0.15%
BPCEGP BPCE SA VAR 11/27 CORPORATE BONDS 400000.0 470700.64 France EUR 2.75 11/30/2027 11/30/2015 nan 0.0 0.15% 0.15%
IGT INTERNATIONAL 3.5% 06/26 CORPORATE BONDS 400000.0 470471.7 United Kingdom EUR 3.5 06/15/2026 06/20/2019 nan 0.0 0.15% 0.15%
INEGRP INEOS 3.375% 03/26 CORPORATE BONDS 400000.0 470136.53 United Kingdom EUR 3.375 03/31/2026 10/29/2020 nan 0.0 0.15% 0.15%
UPCB UPC HOLDING 3.875% 06/29 CORPORATE BONDS 400000.0 467628.27 Netherlands EUR 3.875 06/15/2029 06/21/2017 nan 0.0 0.15% 0.15%
KZOKZ KAZMUNAYGAS 5.75% 04/47 CORPORATE BONDS 380000.0 466070.0 Kazakhstan USD 5.75 04/19/2047 04/19/2017 nan 0.0 0.15% 0.15%
CONGLO CONTOURGLOBA 4.125% 08/25 CORPORATE BONDS 400000.0 463832.44 Luxembourg EUR 4.125 08/01/2025 07/26/2018 nan 0.0 0.15% 0.15%
PARGUY PARAGUAY 5% 04/26 SOVEREIGN DEBT 420000.0 463391.25 Paraguay USD 5.0 04/15/2026 03/31/2016 nan 0.0 0.15% 0.15%
BAC BANK OF VAR 07/32 CORPORATE BONDS 470000.0 460503.43 United States USD 2.299 07/21/2032 07/21/2021 nan 0.0 0.15% 0.15%
SUMIBK SUMITOMO 1.474% 07/25 CORPORATE BONDS 460000.0 459450.9 Japan USD 1.474 07/08/2025 07/08/2020 nan 0.0 0.15% 0.15%
BPCEGP BPCE SA VAR 09/27 CORPORATE BONDS 400000.0 458227.99 France EUR 0.5 09/15/2027 09/15/2020 nan 0.0 0.15% 0.15%
EDRSM EDREAMS 5.5% 09/23 CORPORATE BONDS 400000.0 457092.45 Luxembourg EUR 5.5 09/01/2023 09/25/2018 nan 0.0 0.15% 0.15%
ROLLS ROLLS-ROYCE 0.875% 05/24 CORPORATE BONDS 400000.0 455705.07 United Kingdom EUR 0.875 05/09/2024 05/09/2018 nan 0.0 0.15% 0.15%
DUFNSW DUFRY ONE BV 2.5% 10/24 CORPORATE BONDS 400000.0 454903.78 Netherlands EUR 2.5 10/15/2024 10/24/2017 nan 0.0 0.15% 0.15%
PEMEX PETROLEOS 6.75% 09/47 SOVEREIGN DEBT 525000.0 454650.0 Mexico USD 6.75 09/21/2047 09/21/2016 nan 0.0 0.15% 0.15%
REPHUN HUNGARY 3.125% 09/51 SOVEREIGN DEBT 466000.0 454437.05 Hungary USD 3.125 09/21/2051 09/21/2021 nan 0.0 0.15% 0.15%
TTMTIN JAGUAR LAND 2.2% 01/24 CORPORATE BONDS 400000.0 453301.2 United Kingdom EUR 2.2 01/15/2024 01/17/2017 nan 0.0 0.15% 0.15%
JORDAN HASHEMITE 5.85% 07/30 SOVEREIGN DEBT 440000.0 451550.0 Jordan USD 5.85 07/07/2030 07/07/2020 nan 0.0 0.15% 0.15%
GLENLN GLENCORE 2.5% 09/30 CORPORATE BONDS 462000.0 449986.6 United States USD 2.5 09/01/2030 09/01/2020 nan 0.0 0.15% 0.15%
COF CAPITAL ONE VAR CORPORATE BONDS 442000.0 448077.5 United States USD 3.95 12/31/2164 06/10/2021 nan 0.0 0.15% 0.14%
PHIDOM NOBEL BIDCO 3.125% 06/28 CORPORATE BONDS 400000.0 446867.07 Netherlands EUR 3.125 06/15/2028 06/25/2021 nan 0.0 0.15% 0.14%
PETMK PETRONAS 3.404% 04/61 CORPORATE BONDS 436000.0 442116.56 Malaysia USD 3.404 04/28/2061 04/28/2021 nan 0.0 0.14% 0.14%
BIMBOA BIMBO BAKERIES 4% 05/51 CORPORATE BONDS 400000.0 441450.0 United States USD 4.0 05/17/2051 05/17/2021 nan 0.0 0.14% 0.14%
INDOGB REPUBLIC OF 7.5% 04/40 SOVEREIGN DEBT 5903000000.0 439547.61 Indonesia IDR 7.5 04/15/2040 10/15/2019 nan 0.0 0.14% 0.14%
AVOL AVOLON 2.125% 02/26 CORPORATE BONDS 440000.0 434203.43 Ireland USD 2.125 02/21/2026 01/21/2021 nan 0.0 0.14% 0.14%
UKRAIN UKRAINE 7.375% 09/32 SOVEREIGN DEBT 430000.0 433655.0 Ukraine USD 7.375 09/25/2032 09/25/2017 nan 0.0 0.14% 0.14%
BATSLN BAT CAPITAL 4.39% 08/37 CORPORATE BONDS 404000.0 432958.64 United States USD 4.39 08/15/2037 08/15/2018 nan 0.0 0.14% 0.14%
BANIJA BANIJAY 3.5% 03/25 CORPORATE BONDS 375000.0 430550.29 France EUR 3.5 03/01/2025 02/11/2020 nan 0.0 0.14% 0.14%
KEMONE LUNE 5.625% 11/28 CORPORATE BONDS 375000.0 429904.12 Luxembourg EUR 5.625 11/15/2028 11/18/2021 nan 0.0 0.14% 0.14%
KENINT REPUBLIC OF 6.875% 06/24 SOVEREIGN DEBT 400000.0 429000.0 Kenya USD 6.875 06/24/2024 06/24/2014 nan 0.0 0.14% 0.14%
NFLX NETFLIX INC 5.375% 11/29 CORPORATE BONDS 357000.0 427953.75 United States USD 5.375 11/15/2029 04/29/2019 nan 0.0 0.14% 0.14%
PERTIJ PERTAMINA 3.65% 07/29 SOVEREIGN DEBT 400000.0 424450.0 Indonesia USD 3.65 07/30/2029 07/30/2019 nan 0.0 0.14% 0.14%
NFLX NETFLIX INC 3.875% 11/29 CORPORATE BONDS 300000.0 416035.04 United States EUR 3.875 11/15/2029 04/29/2019 nan 0.0 0.14% 0.13%
TUICRU TUI CRUISES 6.5% 05/26 CORPORATE BONDS 350000.0 415415.98 Germany EUR 6.5 05/15/2026 05/14/2021 nan 0.0 0.14% 0.13%
LORCAT LORCA TELECOM 4% 09/27 CORPORATE BONDS 350000.0 407518.47 Spain EUR 4.0 09/18/2027 09/30/2020 nan 0.0 0.13% 0.13%
PNC PNC FINANCIAL VAR CORPORATE BONDS 410000.0 403337.5 United States USD 3.4 12/31/2164 09/13/2021 nan 0.0 0.13% 0.13%
IGT INTERNATIONA 2.375% 04/28 CORPORATE BONDS 350000.0 397840.49 United Kingdom EUR 2.375 04/15/2028 09/16/2019 nan 0.0 0.13% 0.13%
BKIR BANK OF IRELAND VAR CORPORATE BONDS 300000.0 397479.91 Ireland EUR 7.5 12/31/2164 05/19/2020 nan 0.0 0.13% 0.13%
ECOPET ECOPETROL 5.875% 05/45 SOVEREIGN DEBT 400000.0 397200.0 Colombia USD 5.875 05/28/2045 05/28/2014 nan 0.0 0.13% 0.13%
ACAFP CREDIT 3.25% 10/24 CORPORATE BONDS 376000.0 396939.31 France USD 3.25 10/04/2024 10/04/2017 nan 0.0 0.13% 0.13%
ATALIA LA FINANCIERE 4% 05/24 CORPORATE BONDS 350000.0 394917.38 France EUR 4.0 05/15/2024 05/05/2017 nan 0.0 0.13% 0.13%
SANUK SANTANDER UK VAR 06/27 CORPORATE BONDS 400000.0 393336.75 United Kingdom USD 1.673 06/14/2027 06/14/2021 nan 0.0 0.13% 0.13%
FCAT FLAGSHIP 5.55% 07/24 ASSET BACKED 380000.0 385183.77 United States USD 5.55 07/15/2024 05/31/2017 nan 0.0 0.13% 0.12%
BAMLL BAMLL RE-REMIC ZERO 04/23 COMMERCIAL MORTGAGE BACKED SECURITIES 400000.0 384270.8 United States USD 0.0 04/27/2023 02/01/2014 nan 0.0 0.12% 0.12%
WEPAHY WEPA 2.875% 12/27 CORPORATE BONDS 350000.0 382129.59 Germany EUR 2.875 12/15/2027 12/12/2019 nan 0.0 0.12% 0.12%
UAE UAE 2.875% 10/41 SOVEREIGN DEBT 383000.0 381563.75 United Arab Emirates USD 2.875 10/19/2041 10/19/2021 nan 0.0 0.12% 0.12%
T AT&T INC 3.5% 09/53 CORPORATE BONDS 380000.0 378548.83 United States USD 3.5 09/15/2053 03/15/2021 nan 0.0 0.12% 0.12%
IVYCST REPUBLIC OF 6.875% 10/40 SOVEREIGN DEBT 310000.0 378543.71 Ci EUR 6.875 10/17/2040 10/17/2019 nan 0.0 0.12% 0.12%
DISCA DISCOVERY 3.625% 05/30 CORPORATE BONDS 350000.0 376522.05 United States USD 3.625 05/15/2030 05/18/2020 nan 0.0 0.12% 0.12%
PSFE PAYSAFE FINANCE 3% 06/29 CORPORATE BONDS 350000.0 376242.52 Supranational EUR 3.0 06/15/2029 06/28/2021 nan 0.0 0.12% 0.12%
PCG PACIFIC GAS 3.3% 03/27 CORPORATE BONDS 366000.0 375598.47 United States USD 3.3 03/15/2027 03/10/2017 nan 0.0 0.12% 0.12%
CEMEX CEMEX SAB 3.875% 07/31 CORPORATE BONDS 377000.0 375350.63 Mexico USD 3.875 07/11/2031 01/12/2021 nan 0.0 0.12% 0.12%
NGERIA FEDERAL 7.625% 11/47 SOVEREIGN DEBT 400000.0 372575.0 Nigeria USD 7.625 11/28/2047 11/28/2017 nan 0.0 0.12% 0.12%
ISPIM INTESA SANPAOLO SPA VAR CORPORATE BONDS 300000.0 371741.33 Italy EUR 6.25 12/31/2164 05/16/2017 nan 0.0 0.12% 0.12%
ROMANI ROMANIA 4.625% 04/49 SOVEREIGN DEBT 276000.0 371087.99 Romania EUR 4.625 04/03/2049 04/03/2019 nan 0.0 0.12% 0.12%
SAZGR NIDDA 3.5% 09/24 CORPORATE BONDS 325000.0 370278.97 Germany EUR 3.5 09/30/2024 09/29/2017 nan 0.0 0.12% 0.12%
MS MORGAN STANLEY VAR 10/32 CORPORATE BONDS 370000.0 369869.22 United States USD 2.511 10/20/2032 10/19/2021 nan 0.0 0.12% 0.12%
SHJGOV FINANCE 4% 07/50 SOVEREIGN DEBT 400000.0 365500.0 United Arab Emirates USD 4.0 07/28/2050 07/28/2020 nan 0.0 0.12% 0.12%
EDF ELECTRICITE DE VAR SOVEREIGN DEBT 300000.0 365130.0 France EUR 4.0 12/31/2164 10/04/2018 nan 0.0 0.12% 0.12%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -17310307.0 361136.79 United States EUR 0.0 nan nan nan 0.0 0.12% 0.12%
MEX UNITED 3.771% 05/61 SOVEREIGN DEBT 392000.0 360468.5 Mexico USD 3.771 05/24/2061 11/24/2020 nan 0.0 0.12% 0.12%
HTHROW HEATHROW 1.5% 02/30 CORPORATE BONDS 300000.0 357746.0 Guernsey,C.I. EUR 1.5 02/11/2030 02/11/2015 nan 0.0 0.12% 0.12%
REBECC RENK 5.75% 07/25 CORPORATE BONDS 300000.0 357318.11 Germany EUR 5.75 07/15/2025 07/13/2020 nan 0.0 0.12% 0.12%
INWIM INFRASTRUTTU 1.875% 07/26 CORPORATE BONDS 300000.0 357303.0 Italy EUR 1.875 07/08/2026 07/08/2020 nan 0.0 0.12% 0.12%
CMARK CREDIT MUTUEL VAR 10/29 CORPORATE BONDS 300000.0 356476.29 France EUR 1.875 10/25/2029 10/25/2017 nan 0.0 0.12% 0.12%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -32947528.0 356240.32 United States CAD 0.0 nan nan nan 0.0 0.12% 0.11%
PEMEX PETROLEOS 6.95% 01/60 SOVEREIGN DEBT 410000.0 355859.5 Mexico USD 6.95 01/28/2060 07/28/2020 nan 0.0 0.12% 0.11%
KBCBB KBC GROUP NV VAR 09/29 CORPORATE BONDS 300000.0 355415.62 Belgium EUR 1.625 09/18/2029 09/18/2017 nan 0.0 0.12% 0.11%
VOD VODAFONE GROUP VAR 01/79 CORPORATE BONDS 300000.0 354550.22 United Kingdom EUR 3.1 01/03/2079 10/03/2018 nan 0.0 0.12% 0.11%
GS GOLDMAN SACHS VAR 10/27 CORPORATE BONDS 355000.0 353973.24 United States USD 1.948 10/21/2027 10/21/2021 nan 0.0 0.12% 0.11%
NWG NATWEST GROUP PLC VAR CORPORATE BONDS 249000.0 352598.82 United Kingdom GBP 5.125 12/31/2164 11/12/2020 nan 0.0 0.11% 0.11%
ATLIM ATLANTIA 1.625% 02/25 CORPORATE BONDS 300000.0 352341.41 Italy EUR 1.625 02/03/2025 02/03/2017 nan 0.0 0.11% 0.11%
ZFFNGR ZF EUROPE 2.5% 10/27 CORPORATE BONDS 300000.0 350278.2 Germany EUR 2.5 10/23/2027 10/23/2019 nan 0.0 0.11% 0.11%
EGYPT ARAB 5.875% 02/31 SOVEREIGN DEBT 386000.0 349812.5 Egypt USD 5.875 02/16/2031 02/16/2021 nan 0.0 0.11% 0.11%
TEREOS TEREOS 4.125% 06/23 CORPORATE BONDS 300000.0 349811.85 France EUR 4.125 06/16/2023 06/16/2016 nan 0.0 0.11% 0.11%
TDCDC DKT FINANCE APS 7% 06/23 CORPORATE BONDS 300000.0 348990.41 Denmark EUR 7.0 06/17/2023 07/02/2018 nan 0.0 0.11% 0.11%
ADNT ADIENT GLOBAL 3.5% 08/24 CORPORATE BONDS 300000.0 348104.42 United States EUR 3.5 08/15/2024 08/19/2016 nan 0.0 0.11% 0.11%
TIFSLN TI 3.75% 04/29 CORPORATE BONDS 300000.0 347963.62 United Kingdom EUR 3.75 04/15/2029 04/16/2021 nan 0.0 0.11% 0.11%
WFC WELLS FARGO & CO VAR CORPORATE BONDS 340000.0 347310.0 United States USD 3.9 12/31/2164 01/26/2021 nan 0.0 0.11% 0.11%
UXYZ1 COMB Comdty US 10YR ULTRA 12/21/2021 INTEREST RATE FUTURES -217.0 346774.09 United States USQ 0.0 12/21/2021 nan 100000.0 1.0 0.11% 0.11%
CABBCO MONITCHEM 5.25% 03/25 CORPORATE BONDS 300000.0 346414.84 Luxembourg EUR 5.25 03/15/2025 10/07/2019 nan 0.0 0.11% 0.11%
SABSM BANCO DE VAR 11/25 CORPORATE BONDS 300000.0 346147.67 Spain EUR 0.625 11/07/2025 11/07/2019 nan 0.0 0.11% 0.11%
KOANO KONGSBERG 5% 07/25 CORPORATE BONDS 300000.0 346002.75 Netherlands EUR 5.0 07/15/2025 07/23/2018 nan 0.0 0.11% 0.11%
INTNED ING GROEP NV VAR 11/30 CORPORATE BONDS 300000.0 345450.54 Netherlands EUR 1.0 11/13/2030 11/13/2019 nan 0.0 0.11% 0.11%
SLGN SILGAN 3.25% 03/25 CORPORATE BONDS 300000.0 345407.96 United States EUR 3.25 03/15/2025 09/15/2017 nan 0.0 0.11% 0.11%
F FCE BANK 1.134% 02/22 CORPORATE BONDS 300000.0 344096.82 United Kingdom EUR 1.134 02/10/2022 02/10/2015 nan 0.0 0.11% 0.11%
VANTOW VANTAGE 0.375% 03/27 CORPORATE BONDS 300000.0 342295.98 Germany EUR 0.375 03/31/2027 03/31/2021 nan 0.0 0.11% 0.11%
TITANL BRUNELLO 3.5% 02/28 CORPORATE BONDS 300000.0 340606.4 Italy EUR 3.5 02/15/2028 02/10/2021 nan 0.0 0.11% 0.11%
SERBIA SERBIA 1.65% 03/33 SOVEREIGN DEBT 316000.0 340586.89 Serbia EUR 1.65 03/03/2033 03/03/2021 nan 0.0 0.11% 0.11%
LOXAM LOXAM SAS 2.875% 04/26 CORPORATE BONDS 300000.0 339495.13 France EUR 2.875 04/15/2026 04/11/2019 nan 0.0 0.11% 0.11%
RACLN RAC BOND CO 5.25% 11/27 CORPORATE BONDS 254000.0 339159.24 United Kingdom GBP 5.25 11/04/2027 11/04/2021 nan 0.0 0.11% 0.11%
ARGID ARDAGH 2.125% 08/26 CORPORATE BONDS 300000.0 339062.43 Supranational EUR 2.125 08/15/2026 06/10/2020 nan 0.0 0.11% 0.11%
UBS UBS GROUP AG VAR 11/28 CORPORATE BONDS 300000.0 338467.64 Switzerland EUR 0.25 11/05/2028 11/05/2020 nan 0.0 0.11% 0.11%
AER AERCAP 4.625% 07/22 CORPORATE BONDS 330000.0 338182.76 Ireland USD 4.625 07/01/2022 06/25/2015 nan 0.0 0.11% 0.11%
SRNSBE SARENS 5.75% 02/27 CORPORATE BONDS 300000.0 337829.59 Belgium EUR 5.75 02/21/2027 02/21/2020 nan 0.0 0.11% 0.11%
FREMF FREMF 2018-KF46 FLT 03/28 CMO/REMIC 345256.0 336461.32 United States USD 2.03025 03/25/2028 05/31/2018 nan 0.0 0.11% 0.11%
ALFACL ALFA 4.55% 09/51 CORPORATE BONDS 340000.0 336345.0 Chile USD 4.55 09/27/2051 09/20/2021 nan 0.0 0.11% 0.11%
STYRO INEOS 2.25% 01/27 CORPORATE BONDS 300000.0 336150.31 Germany EUR 2.25 01/16/2027 01/31/2020 nan 0.0 0.11% 0.11%
BACM BANC OF AMERICA VAR 02/51 COMMERCIAL MORTGAGE BACKED SECURITIES 327722.0 334070.56 United States USD 6.01588 02/10/2051 12/01/2007 nan 0.0 0.11% 0.11%
VZ VERIZON 2.55% 03/31 CORPORATE BONDS 330000.0 333001.13 United States USD 2.55 03/21/2031 03/22/2021 nan 0.0 0.11% 0.11%
QATAR STATE OF 5.103% 04/48 SOVEREIGN DEBT 245000.0 328575.63 Qatar USD 5.103 04/23/2048 04/23/2018 nan 0.0 0.11% 0.11%
LNZING HERENS MIDCO 5.25% 05/29 CORPORATE BONDS 303000.0 327507.54 Luxembourg EUR 5.25 05/15/2029 05/14/2021 nan 0.0 0.11% 0.11%
BMARK BENCHMARK VAR 05/52 COMMERCIAL MORTGAGE BACKED SECURITIES 315000.0 327255.99 United States USD 3.75 05/15/2052 06/01/2019 nan 0.0 0.11% 0.11%
NGERIA FEDERAL 7.875% 02/32 SOVEREIGN DEBT 320000.0 324960.0 Nigeria USD 7.875 02/16/2032 02/16/2017 nan 0.0 0.11% 0.1%
URUGUA ORIENTAL 5.1% 06/50 SOVEREIGN DEBT 250000.0 324890.63 Uruguay USD 5.1 06/18/2050 06/18/2014 nan 0.0 0.11% 0.1%
NGERIA FEDERAL 7.625% 11/25 SOVEREIGN DEBT 300000.0 324525.0 Nigeria USD 7.625 11/21/2025 11/21/2018 nan 0.0 0.11% 0.1%
LNZING HERENS MIDCO 5.25% 05/29 CORPORATE BONDS 300000.0 324264.89 Luxembourg EUR 5.25 05/15/2029 05/14/2021 nan 0.0 0.11% 0.1%
THYELE TK ELEVATOR 6.625% 07/28 CORPORATE BONDS 270000.0 324136.12 Germany EUR 6.625 07/15/2028 07/15/2020 nan 0.0 0.11% 0.1%
VERISR VERISURE 3.875% 07/26 CORPORATE BONDS 275000.0 322176.9 Sweden EUR 3.875 07/15/2026 07/20/2020 nan 0.0 0.1% 0.1%
PLNIJ PERUSAHAAN 4.375% 02/50 SOVEREIGN DEBT 320000.0 321760.0 Indonesia USD 4.375 02/05/2050 11/05/2019 nan 0.0 0.1% 0.1%
C CITIGROUP INC VAR 05/32 CORPORATE BONDS 320000.0 321414.28 United States USD 2.561 05/01/2032 05/04/2021 nan 0.0 0.1% 0.1%
PHILIP REPUBLIC OF 2.95% 05/45 SOVEREIGN DEBT 330000.0 321399.38 Philippines USD 2.95 05/05/2045 05/05/2020 nan 0.0 0.1% 0.1%
SCHW CHARLES SCHWAB VAR CORPORATE BONDS 320000.0 320800.0 United States USD 4.0 12/31/2164 12/11/2020 nan 0.0 0.1% 0.1%
GCLIM GUALA 3.25% 06/28 CORPORATE BONDS 284000.0 320624.75 Italy EUR 3.25 06/15/2028 07/07/2021 nan 0.0 0.1% 0.1%
SCHW CHARLES SCHWAB VAR CORPORATE BONDS 312000.0 319995.0 United States USD 4.0 12/31/2164 03/18/2021 nan 0.0 0.1% 0.1%
DOMREP DOMINICAN 6.875% 01/26 SOVEREIGN DEBT 280000.0 318902.5 Dominican Republic USD 6.875 01/29/2026 01/29/2016 nan 0.0 0.1% 0.1%
HSBC HSBC 5.75% 12/27 CORPORATE BONDS 200000.0 318604.4 United Kingdom GBP 5.75 12/20/2027 12/20/2002 nan 0.0 0.1% 0.1%
GSMS GS MORTGAGE VAR 11/45 COMMERCIAL MORTGAGE BACKED SECURITIES 320000.0 318329.98 United States USD 4.73772 11/10/2045 11/01/2012 nan 0.0 0.1% 0.1%
IAGLN INTERNATIONAL 1.5% 07/27 CORPORATE BONDS 300000.0 318238.05 Spain EUR 1.5 07/04/2027 07/04/2019 nan 0.0 0.1% 0.1%
PELHOL ADLER 4.125% 04/24 CORPORATE BONDS 300000.0 315860.28 Germany EUR 4.125 04/01/2024 04/06/2017 nan 0.0 0.1% 0.1%
BHRAIN KINGDOM OF 6% 09/44 SOVEREIGN DEBT 335000.0 314020.63 Bahrain USD 6.0 09/19/2044 09/17/2014 nan 0.0 0.1% 0.1%
WLAKE WESTLAKE 4.86% 01/24 ASSET BACKED 310000.0 313182.21 United States USD 4.86 01/16/2024 05/17/2018 nan 0.0 0.1% 0.1%
CNALN CENTRICA 4.375% 03/29 CORPORATE BONDS 200000.0 312930.33 United Kingdom GBP 4.375 03/13/2029 03/13/2012 nan 0.0 0.1% 0.1%
GNFPSO GUARA NORTE 5.198% 06/34 CORPORATE BONDS 319244.0 312779.55 Luxembourg USD 5.198 06/15/2034 02/11/2021 nan 0.0 0.1% 0.1%
ABIBB ANHEUSER-BUSCH 3.7% 04/40 CORPORATE BONDS 200000.0 311805.75 Belgium EUR 3.7 04/02/2040 04/02/2020 nan 0.0 0.1% 0.1%
DBD DIEBOLD NIXDORF 9% 07/25 CORPORATE BONDS 250000.0 307703.37 Netherlands EUR 9.0 07/15/2025 07/20/2020 nan 0.0 0.1% 0.1%
INDOGB REPUBLIC OF 7% 09/30 SOVEREIGN DEBT 4152000000.0 306248.46 Indonesia IDR 7.0 09/15/2030 03/15/2019 nan 0.0 0.1% 0.1%
LNGFOR LONGFOR GROUP 4.5% 01/28 CORPORATE BONDS 300000.0 305493.75 Cayman Islands USD 4.5 01/16/2028 01/16/2018 nan 0.0 0.1% 0.1%
NXPI NXP BV / 3.25% 05/41 CORPORATE BONDS 300000.0 305296.5 Supranational USD 3.25 05/11/2041 05/11/2021 nan 0.0 0.1% 0.1%
CS CREDIT SUISSE VAR 04/31 CORPORATE BONDS 274000.0 303242.62 Switzerland USD 4.194 04/01/2031 04/01/2020 nan 0.0 0.1% 0.1%
GS GOLDMAN SACHS VAR 10/32 CORPORATE BONDS 300000.0 300956.06 United States USD 2.65 10/21/2032 10/21/2021 nan 0.0 0.1% 0.1%
HTHROW HEATHROW 1.875% 03/34 CORPORATE BONDS 250000.0 300677.21 Guernsey,C.I. EUR 1.875 03/14/2036 03/14/2019 nan 0.0 0.1% 0.1%
MERLLN MOTION FINCO 7% 05/25 CORPORATE BONDS 250000.0 300126.03 Luxembourg EUR 7.0 05/15/2025 04/29/2020 nan 0.0 0.1% 0.1%
GE GE CAPITAL 4.418% 11/35 CORPORATE BONDS 245000.0 299605.6 Ireland USD 4.418 11/15/2035 05/15/2016 nan 0.0 0.1% 0.1%
IVYCST REPUBLIC OF 6.375% 03/28 SOVEREIGN DEBT 270000.0 295025.63 Ci USD 6.375 03/03/2028 03/03/2015 nan 0.0 0.1% 0.1%
CBRSER CT INVESTMENT 5.5% 04/26 CORPORATE BONDS 250000.0 293874.25 Germany EUR 5.5 04/15/2026 04/29/2021 nan 0.0 0.1% 0.09%
BAC BANK OF VAR 04/32 CORPORATE BONDS 290000.0 293647.34 United States USD 2.687 04/22/2032 04/22/2021 nan 0.0 0.1% 0.09%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -13281790.0 293440.27 United States EUR 0.0 nan nan nan 0.0 0.1% 0.09%
HNDLIN NOVELIS 3.375% 04/29 CORPORATE BONDS 250000.0 292971.66 Germany EUR 3.375 04/15/2029 03/31/2021 nan 0.0 0.1% 0.09%
SANUK SANTANDER UK VAR 12/49 CORPORATE BONDS 200000.0 290968.99 United Kingdom GBP 6.75 12/31/2164 04/10/2017 nan 0.0 0.09% 0.09%
RIOLN RIO TINTO 2.75% 11/51 CORPORATE BONDS 295000.0 290914.94 Australia USD 2.75 11/02/2051 11/02/2021 nan 0.0 0.09% 0.09%
CNP CENTERPOINT 2.95% 03/30 CORPORATE BONDS 280000.0 290488.61 United States USD 2.95 03/01/2030 08/14/2019 nan 0.0 0.09% 0.09%
GS GOLDMAN SACHS VAR 04/32 CORPORATE BONDS 290000.0 290307.36 United States USD 2.615 04/22/2032 04/22/2021 nan 0.0 0.09% 0.09%
UGI UGI 3.25% 11/25 CORPORATE BONDS 250000.0 290089.88 United States EUR 3.25 11/01/2025 10/25/2018 nan 0.0 0.09% 0.09%
SPMIM SAIPEM 2.625% 01/25 CORPORATE BONDS 250000.0 289657.75 Netherlands EUR 2.625 01/07/2025 11/07/2017 nan 0.0 0.09% 0.09%
DOUGR KIRK BEAUTY VAR 10/26 CORPORATE BONDS 261687.0 289068.76 Germany EUR 1e-05 10/01/2026 04/08/2021 nan 0.0 0.09% 0.09%
KAZAKS REPUBLIC OF 1.5% 09/34 SOVEREIGN DEBT 250000.0 289036.75 Kazakhstan EUR 1.5 09/30/2034 09/30/2019 nan 0.0 0.09% 0.09%
BHRAIN KINGDOM OF 5.45% 09/32 SOVEREIGN DEBT 289000.0 285748.75 Bahrain USD 5.45 09/16/2032 09/16/2020 nan 0.0 0.09% 0.09%
FCAT FLAGSHIP 3.58% 01/24 ASSET BACKED 280000.0 284775.65 United States USD 3.58 01/15/2024 11/21/2017 nan 0.0 0.09% 0.09%
INDOGB REPUBLIC OF 7.5% 04/40 SOVEREIGN DEBT 3824000000.0 284741.67 Indonesia IDR 7.5 04/15/2040 10/15/2019 nan 0.0 0.09% 0.09%
INTNED ING GROEP NV VAR CORPORATE BONDS 295000.0 283937.5 Netherlands USD 3.875 12/31/2164 09/14/2021 nan 0.0 0.09% 0.09%
KEDRIM KEDRION SPA 3.375% 05/26 CORPORATE BONDS 250000.0 283761.97 Italy EUR 3.375 05/15/2026 05/06/2021 nan 0.0 0.09% 0.09%
EGYPT ARAB 8.7002% 03/49 SOVEREIGN DEBT 300000.0 283125.0 Egypt USD 8.7002 03/01/2049 02/26/2019 nan 0.0 0.09% 0.09%
ENIIM ENI SPA 4.25% 05/29 CORPORATE BONDS 250000.0 283123.01 Italy USD 4.25 05/09/2029 05/09/2019 nan 0.0 0.09% 0.09%
EGYPT ARAB 7.6003% 03/29 SOVEREIGN DEBT 280000.0 282800.0 Egypt USD 7.6003 03/01/2029 02/26/2019 nan 0.0 0.09% 0.09%
NGERIA FEDERAL 7.375% 09/33 SOVEREIGN DEBT 287000.0 282695.0 Nigeria USD 7.375 09/28/2033 09/28/2021 nan 0.0 0.09% 0.09%
VMW VMWARE INC 2.2% 08/31 CORPORATE BONDS 290000.0 281484.27 United States USD 2.2 08/15/2031 08/02/2021 nan 0.0 0.09% 0.09%
GHANA REPUBLIC OF 7.625% 05/29 SOVEREIGN DEBT 320000.0 280700.0 Ghana USD 7.625 05/16/2029 05/16/2018 nan 0.0 0.09% 0.09%
JAMAN JAMAICA 7.875% 07/45 SOVEREIGN DEBT 200000.0 279475.0 Jamaica USD 7.875 07/28/2045 07/28/2015 nan 0.0 0.09% 0.09%
FHR FHLMC REMICS FLT 01/35 INTEREST ONLY (IO) 1509442.0 279474.74 United States USD 7.15975 01/15/2035 01/15/2005 nan 0.0 0.09% 0.09%
ASSGEN ASSICURAZIONI VAR 10/47 CORPORATE BONDS 200000.0 277445.79 Italy EUR 5.5 10/27/2047 10/27/2015 nan 0.0 0.09% 0.09%
EMACN EMERA INC VAR 06/76 CORPORATE BONDS 236000.0 275010.8 Canada USD 6.75 06/15/2076 06/16/2016 nan 0.0 0.09% 0.09%
CERBA CHROME BIDCO 3.5% 05/28 CORPORATE BONDS 239000.0 274609.24 France EUR 3.5 05/31/2028 05/24/2021 nan 0.0 0.09% 0.09%
TACHEM TAKEDA 3.025% 07/40 CORPORATE BONDS 270000.0 273865.18 Japan USD 3.025 07/09/2040 07/09/2020 nan 0.0 0.09% 0.09%
HSBC HSBC HOLDINGS VAR 05/30 CORPORATE BONDS 250000.0 273623.27 United Kingdom USD 3.973 05/22/2030 05/22/2019 nan 0.0 0.09% 0.09%
CF CF 4.95% 06/43 CORPORATE BONDS 224000.0 273403.2 United States USD 4.95 06/01/2043 05/23/2013 nan 0.0 0.09% 0.09%
CS CREDIT SUISSE GROUP VAR CORPORATE BONDS 250000.0 272257.5 Switzerland USD 7.5 12/31/2164 12/11/2013 nan 0.0 0.09% 0.09%
UBS UBS GROUP AG VAR 02/32 CORPORATE BONDS 280000.0 271595.69 Switzerland USD 2.095 02/11/2032 02/11/2021 nan 0.0 0.09% 0.09%
EMACN EMERA US 2.639% 06/31 CORPORATE BONDS 272000.0 271559.21 United States USD 2.639 06/15/2031 06/04/2021 nan 0.0 0.09% 0.09%
VZ VERIZON 3.4% 03/41 CORPORATE BONDS 255000.0 268131.77 United States USD 3.4 03/22/2041 03/22/2021 nan 0.0 0.09% 0.09%
ETHOPI ETHIOPIA 6.625% 12/24 SOVEREIGN DEBT 400000.0 268000.0 Ethiopia USD 6.625 12/11/2024 12/11/2014 nan 0.0 0.09% 0.09%
CMZB COMMERZBANK AG VAR CORPORATE BONDS 200000.0 264711.88 Germany EUR 6.5 12/31/2164 09/15/2020 nan 0.0 0.09% 0.09%
VALEBZ VALE 3.75% 07/30 CORPORATE BONDS 259000.0 261188.55 Brazil USD 3.75 07/08/2030 07/08/2020 nan 0.0 0.08% 0.08%
SENEGL REPUBLIC OF 6.75% 03/48 SOVEREIGN DEBT 260000.0 260455.0 Ci USD 6.75 03/13/2048 03/13/2018 nan 0.0 0.08% 0.08%
PEMEX PETROLEOS 6.75% 09/47 SOVEREIGN DEBT 300000.0 259800.0 Mexico USD 6.75 09/21/2047 09/21/2016 nan 0.0 0.08% 0.08%
TCHEN TECHEM 6% 07/26 CORPORATE BONDS 219799.0 258714.79 Germany EUR 6.0 07/30/2026 07/30/2018 nan 0.0 0.08% 0.08%
SERBIA SERBIA 1.5% 06/29 SOVEREIGN DEBT 230000.0 258097.66 Serbia EUR 1.5 06/26/2029 06/26/2019 nan 0.0 0.08% 0.08%
PAPREC PAPREC 3.5% 07/28 CORPORATE BONDS 223000.0 256411.7 France EUR 3.5 07/01/2028 07/02/2021 nan 0.0 0.08% 0.08%
LEN LENNAR CORP 4.75% 11/27 CORPORATE BONDS 225000.0 256140.0 United States USD 4.75 11/29/2027 05/29/2018 nan 0.0 0.08% 0.08%
VERISR VERISURE 5.25% 02/29 CORPORATE BONDS 219000.0 255968.31 Sweden EUR 5.25 02/15/2029 01/25/2021 nan 0.0 0.08% 0.08%
KEDRIM KEDRION SPA 3.375% 05/26 CORPORATE BONDS 225000.0 255385.78 Italy EUR 3.375 05/15/2026 05/06/2021 nan 0.0 0.08% 0.08%
CABKSM CAIXABANK SA VAR CORPORATE BONDS 200000.0 254695.75 Spain EUR 6.75 12/31/2164 06/13/2017 nan 0.0 0.08% 0.08%
SUZANO SUZANO AUSTRIA 7% 03/47 CORPORATE BONDS 200000.0 254115.0 Brazil USD 7.0 03/16/2047 03/16/2017 nan 0.0 0.08% 0.08%
EXC EXELON 5.6% 06/42 CORPORATE BONDS 210000.0 252723.23 United States USD 5.6 06/15/2042 12/15/2012 nan 0.0 0.08% 0.08%
FIS FIDELITY 2% 05/30 CORPORATE BONDS 200000.0 251624.29 United States EUR 2.0 05/21/2030 05/21/2019 nan 0.0 0.08% 0.08%
BPCEGP BPCE SA VAR 10/32 CORPORATE BONDS 250000.0 251292.15 France USD 3.116 10/19/2032 10/19/2021 nan 0.0 0.08% 0.08%
REPHUN HUNGARY 7.625% 03/41 SOVEREIGN DEBT 150000.0 248934.38 Hungary USD 7.625 03/29/2041 03/29/2011 nan 0.0 0.08% 0.08%
QATAR STATE OF 4.4% 04/50 SOVEREIGN DEBT 200000.0 247500.0 Qatar USD 4.4 04/16/2050 04/16/2020 nan 0.0 0.08% 0.08%
ACAFP CREDIT AGRICOLE SA VAR CORPORATE BONDS 200000.0 246969.03 France EUR 4.0 12/31/2164 10/14/2020 nan 0.0 0.08% 0.08%
UCGIM UNICREDIT SPA VAR 02/29 CORPORATE BONDS 200000.0 246282.66 Italy EUR 4.875 02/20/2029 02/20/2019 nan 0.0 0.08% 0.08%
EDPPL EDP FINANCE 1.5% 11/27 CORPORATE BONDS 200000.0 245289.52 Netherlands EUR 1.5 11/22/2027 11/20/2017 nan 0.0 0.08% 0.08%
LKQ LKQ ITALIA 3.875% 04/24 CORPORATE BONDS 200000.0 244965.8 Italy EUR 3.875 04/01/2024 04/14/2016 nan 0.0 0.08% 0.08%
SOAF REPUBLIC OF 4.3% 10/28 SOVEREIGN DEBT 240000.0 244920.0 South Africa USD 4.3 10/12/2028 10/12/2016 nan 0.0 0.08% 0.08%
ACAFP CREDIT AGRICOLE 2% 03/29 CORPORATE BONDS 200000.0 244316.53 France EUR 2.0 03/25/2029 03/25/2019 nan 0.0 0.08% 0.08%
VW VOLKSWAGEN VAR CORPORATE BONDS 200000.0 244210.3 Germany EUR 3.5 12/31/2164 06/17/2020 nan 0.0 0.08% 0.08%
COLOM REPUBLIC OF 5.2% 05/49 SOVEREIGN DEBT 250000.0 243953.13 Colombia USD 5.2 05/15/2049 01/28/2019 nan 0.0 0.08% 0.08%
SANTAN BANCO 2.125% 02/28 CORPORATE BONDS 200000.0 243702.05 Spain EUR 2.125 02/08/2028 02/08/2018 nan 0.0 0.08% 0.08%
AICNRA AI 5.75% 06/33 CORPORATE BONDS 250000.0 242962.5 Spain USD 5.75 06/15/2033 05/13/2021 nan 0.0 0.08% 0.08%
SFRFP ALTICE FRANCE 8% 05/27 CORPORATE BONDS 200000.0 242655.8 France EUR 8.0 05/15/2027 11/15/2019 nan 0.0 0.08% 0.08%
nan ATLNSA 3.5 30APR28 144A CORPORATE BONDS 225000.0 241460.16 Euro EUR 0.0 04/30/2028 nan nan 0.0 0.08% 0.08%
ASSGEN ASSICURAZION 2.429% 07/31 CORPORATE BONDS 200000.0 241040.85 Italy EUR 2.429 07/14/2031 07/14/2020 nan 0.0 0.08% 0.08%
nan CDI CDX.NA 1 USD1226 INDEX SWAPS (IS) 6430000.0 240829.27 United States USV 0.0 nan nan nan 0.0 0.08% 0.08%
DOMREP DOMINICAN 4.875% 09/32 SOVEREIGN DEBT 240000.0 240420.0 Dominican Republic USD 4.875 09/23/2032 09/23/2020 nan 0.0 0.08% 0.08%
NTGYSM NATURGY FINANCE BV VAR CORPORATE BONDS 200000.0 239962.09 Spain EUR 3.375 12/31/2164 04/24/2015 nan 0.0 0.08% 0.08%
OCPMR OCP SA BOND 6.875% 04/44 SOVEREIGN DEBT 200000.0 239475.0 Morocco USD 6.875 04/25/2044 04/25/2014 nan 0.0 0.08% 0.08%
SPIEFP SPIE SA 3.125% 03/24 CORPORATE BONDS 200000.0 239011.53 France EUR 3.125 03/22/2024 03/22/2017 nan 0.0 0.08% 0.08%
ATLIM ATLANTIA 1.875% 07/27 CORPORATE BONDS 200000.0 238669.95 Italy EUR 1.875 07/13/2027 07/13/2017 nan 0.0 0.08% 0.08%
ORAFP ORANGE SA CALLABLE VAR CORPORATE BONDS 200000.0 238647.06 France EUR 2.375 12/31/2164 04/15/2019 nan 0.0 0.08% 0.08%
BANIJA BANIJAY GROUP 6.5% 03/26 CORPORATE BONDS 200000.0 238431.85 France EUR 6.5 03/01/2026 02/11/2020 nan 0.0 0.08% 0.08%
NWG NATWEST GROUP VAR 05/23 CORPORATE BONDS 235000.0 238176.99 United Kingdom USD 3.498 05/15/2023 05/15/2017 nan 0.0 0.08% 0.08%
ROSINI ROSSINI SARL 6.75% 10/25 CORPORATE BONDS 200000.0 236952.9 Italy EUR 6.75 10/30/2025 10/26/2018 nan 0.0 0.08% 0.08%
BERTEL BERTELSMANN SE VAR 04/75 CORPORATE BONDS 200000.0 235552.25 Germany EUR 3.0 04/23/2075 04/23/2015 nan 0.0 0.08% 0.08%
VOD VODAFONE 5.25% 05/48 CORPORATE BONDS 180000.0 235522.11 United Kingdom USD 5.25 05/30/2048 05/30/2018 nan 0.0 0.08% 0.08%
BMETR EMPRESA DE 4.7% 05/50 SOVEREIGN DEBT 200000.0 235385.0 Chile USD 4.7 05/07/2050 05/07/2020 nan 0.0 0.08% 0.08%
TNETBB TELENET 3.5% 03/28 CORPORATE BONDS 200000.0 235121.38 Luxembourg EUR 3.5 03/01/2028 12/13/2017 nan 0.0 0.08% 0.08%
RABOBK COOPERATIEVE VAR CORPORATE BONDS 200000.0 234949.68 Netherlands EUR 3.25 12/31/2164 09/09/2019 nan 0.0 0.08% 0.08%
FHMS FREDDIE MAC VAR 06/46 COMMERCIAL MORTGAGE BACKED SECURITIES 1820000.0 234387.06 United States USD 2.21122 06/25/2046 07/01/2018 nan 0.0 0.08% 0.08%
ORAFP ORANGE SA CALLABLE VAR CORPORATE BONDS 200000.0 234193.72 France EUR 1.75 12/31/2164 09/19/2019 nan 0.0 0.08% 0.08%
TELEFO TELEFONICA VAR 06/49 CORPORATE BONDS 200000.0 233129.6 Spain EUR 2.625 12/31/2164 12/07/2017 nan 0.0 0.08% 0.08%
SOCGEN SOCIETE GENERALE SA VAR CORPORATE BONDS 200000.0 232716.0 France USD 8.0 12/31/2164 09/29/2015 nan 0.0 0.08% 0.08%
OCINV OCI NV 3.125% 11/24 CORPORATE BONDS 200000.0 232501.39 Netherlands EUR 3.125 11/01/2024 10/18/2019 nan 0.0 0.08% 0.08%
EUROCA EC FINANCE PLC 3% 10/26 CORPORATE BONDS 199000.0 232351.21 United Kingdom EUR 3.0 10/15/2026 10/07/2021 nan 0.0 0.08% 0.07%
KLAB KLABIN AUSTRIA 7% 04/49 CORPORATE BONDS 200000.0 232350.0 Brazil USD 7.0 04/03/2049 04/03/2019 nan 0.0 0.08% 0.07%
UBS UBS GROUP AG VAR CORPORATE BONDS 200000.0 231705.6 Switzerland EUR 5.75 12/31/2164 02/19/2015 nan 0.0 0.08% 0.07%
TDCDC TDC A/S 5% 03/22 CORPORATE BONDS 200000.0 231515.58 Denmark EUR 5.0 03/02/2022 03/02/2012 nan 0.0 0.08% 0.07%
ADRBID UNITED 4.875% 07/24 CORPORATE BONDS 200000.0 231421.71 Netherlands EUR 4.875 07/01/2024 07/27/2017 nan 0.0 0.08% 0.07%
PROGRP PROGROUP AG 3% 03/26 CORPORATE BONDS 200000.0 230084.7 Germany EUR 3.0 03/31/2026 03/27/2018 nan 0.0 0.07% 0.07%
C CITIGROUP INC VAR CORPORATE BONDS 200000.0 229070.0 United States USD 6.25 12/31/2164 04/25/2016 nan 0.0 0.07% 0.07%
STYRO INEOS QUATTRO 2.5% 01/26 CORPORATE BONDS 200000.0 228646.96 United Kingdom EUR 2.5 01/15/2026 01/29/2021 nan 0.0 0.07% 0.07%
SEGPLP SELP 0.875% 05/29 CORPORATE BONDS 200000.0 228493.11 Luxembourg EUR 0.875 05/27/2029 05/27/2021 nan 0.0 0.07% 0.07%
TRAGR TRATON 0.75% 03/29 CORPORATE BONDS 200000.0 228298.05 Germany EUR 0.75 03/24/2029 03/24/2021 nan 0.0 0.07% 0.07%
IDASAL INDONESIA 5.45% 05/30 SOVEREIGN DEBT 200000.0 228037.5 Indonesia USD 5.45 05/15/2030 05/15/2020 nan 0.0 0.07% 0.07%
TITNNL TITAN 5.125% 07/29 CORPORATE BONDS 200000.0 227468.83 Netherlands EUR 5.125 07/15/2029 07/15/2021 nan 0.0 0.07% 0.07%
SRENVX SWISS RE VAR 04/49 CORPORATE BONDS 200000.0 226486.4 Switzerland USD 5.0 04/02/2049 04/02/2019 nan 0.0 0.07% 0.07%
COFP CASINO 4.498% 03/24 CORPORATE BONDS 200000.0 225478.43 France EUR 4.498 03/07/2024 03/07/2014 nan 0.0 0.07% 0.07%
UBS UBS GROUP AG VAR CORPORATE BONDS 200000.0 225000.0 Switzerland USD 6.875 12/31/2164 08/07/2015 nan 0.0 0.07% 0.07%
UBS UBS GROUP AG VAR CORPORATE BONDS 200000.0 224500.0 Switzerland USD 7.0 12/31/2164 02/19/2015 nan 0.0 0.07% 0.07%
KANGRP SUMMER BC 9.25% 10/27 CORPORATE BONDS 180210.0 223551.14 United States EUR 9.25 10/31/2027 10/30/2019 nan 0.0 0.07% 0.07%
CONSTE CONSTELLATIO 4.875% 07/27 CORPORATE BONDS 169000.0 222108.61 United Kingdom GBP 4.875 07/15/2027 07/28/2021 nan 0.0 0.07% 0.07%
ABNANV ABN AMRO BANK 4.8% 04/26 CORPORATE BONDS 200000.0 221877.6 Netherlands USD 4.8 04/18/2026 04/18/2016 nan 0.0 0.07% 0.07%
LLOYDS LLOYDS 4.582% 12/25 CORPORATE BONDS 200000.0 220785.14 United Kingdom USD 4.582 12/10/2025 06/10/2016 nan 0.0 0.07% 0.07%
LLOYDS LLOYDS BANKING GROUP VAR CORPORATE BONDS 200000.0 220000.0 United Kingdom USD 7.5 12/31/2164 04/07/2014 nan 0.0 0.07% 0.07%
ILDFP ILIAD 5.625% 10/28 CORPORATE BONDS 184000.0 219576.35 France EUR 5.625 10/15/2028 10/27/2021 nan 0.0 0.07% 0.07%
ABNANV ABN AMRO 4.75% 07/25 CORPORATE BONDS 200000.0 219300.0 Netherlands USD 4.75 07/28/2025 07/28/2015 nan 0.0 0.07% 0.07%
OAS OASIS PETROLEUM INC DOMESTIC COMMON STOCK 1711.0 218563.14 United States USD 0.0 nan nan nan 0.0 0.07% 0.07%
GGBRBZ GERDAU 4.875% 10/27 CORPORATE BONDS 200000.0 218550.0 United States USD 4.875 10/24/2027 10/24/2017 nan 0.0 0.07% 0.07%
EQPTRC MEGLOBAL CANADA 5% 05/25 CORPORATE BONDS 200000.0 218412.5 Canada USD 5.0 05/18/2025 05/18/2020 nan 0.0 0.07% 0.07%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -12628558.0 218309.84 United States EUR 0.0 nan nan nan 0.0 0.07% 0.07%
CS CREDIT SUISSE GROUP VAR CORPORATE BONDS 200000.0 217806.0 Switzerland USD 7.5 12/31/2164 12/11/2013 nan 0.0 0.07% 0.07%
EGYPT ARAB 7.0529% 01/32 SOVEREIGN DEBT 230000.0 217350.0 Egypt USD 7.0529 01/15/2032 11/20/2019 nan 0.0 0.07% 0.07%
TENCNT TENCENT 3.975% 04/29 CORPORATE BONDS 200000.0 216850.0 Cayman Islands USD 3.975 04/11/2029 04/11/2019 nan 0.0 0.07% 0.07%
ENELIM ENEL FINANCE 3.5% 04/28 CORPORATE BONDS 200000.0 216571.85 Italy USD 3.5 04/06/2028 10/06/2017 nan 0.0 0.07% 0.07%
STANLN STANDARD CHARTERED VAR CORPORATE BONDS 200000.0 216500.0 United Kingdom USD 6.0 12/31/2164 06/26/2020 nan 0.0 0.07% 0.07%
LVIATH LEVIATHAN 6.5% 06/27 CORPORATE BONDS 200000.0 216190.0 Israel USD 6.5 06/30/2027 08/18/2020 nan 0.0 0.07% 0.07%
ACGCAP AVIATION 1.95% 09/26 CORPORATE BONDS 220000.0 215830.76 United States USD 1.95 09/20/2026 09/20/2021 nan 0.0 0.07% 0.07%
BPLN BP CAPITAL MARKETS VAR CORPORATE BONDS 204000.0 215566.8 United Kingdom USD 4.375 12/31/2164 06/22/2020 nan 0.0 0.07% 0.07%
JORDAN HASHEMITE 6.125% 01/26 SOVEREIGN DEBT 200000.0 215162.5 Jordan USD 6.125 01/29/2026 11/10/2015 nan 0.0 0.07% 0.07%
JORDAN HASHEMITE 7.375% 10/47 SOVEREIGN DEBT 210000.0 214895.63 Jordan USD 7.375 10/10/2047 10/10/2017 nan 0.0 0.07% 0.07%
MS MORGAN STANLEY VAR 07/32 CORPORATE BONDS 220000.0 214688.35 United States USD 2.239 07/21/2032 07/20/2021 nan 0.0 0.07% 0.07%
ATLNSA GRUPO 3.5% 04/28 CORPORATE BONDS 200000.0 214631.25 Spain EUR 3.5 04/30/2028 06/29/2021 nan 0.0 0.07% 0.07%
LVIATH LEVIATHAN 6.125% 06/25 CORPORATE BONDS 200000.0 214560.0 Israel USD 6.125 06/30/2025 08/18/2020 nan 0.0 0.07% 0.07%
PLNIJ PERUSAHAAN 4.125% 05/27 SOVEREIGN DEBT 200000.0 214350.0 Indonesia USD 4.125 05/15/2027 05/15/2017 nan 0.0 0.07% 0.07%
AFREXI AFRICAN 5.25% 10/23 INTERNATIONAL AUTHORITY 200000.0 213750.0 Supranational USD 5.25 10/11/2023 10/11/2018 nan 0.0 0.07% 0.07%
CGGFP CGG SA 7.75% 04/27 CORPORATE BONDS 184000.0 212111.81 France EUR 7.75 04/01/2027 04/01/2021 nan 0.0 0.07% 0.07%
ANGOL REPUBLIC OF 8% 11/29 SOVEREIGN DEBT 210000.0 211220.63 Aoa USD 8.0 11/26/2029 11/26/2019 nan 0.0 0.07% 0.07%
BABA ALIBABA GROUP 3.4% 12/27 CORPORATE BONDS 200000.0 211048.0 Cayman Islands USD 3.4 12/06/2027 12/06/2017 nan 0.0 0.07% 0.07%
HONHAI COMPETITION 3.75% 03/24 CORPORATE BONDS 200000.0 210912.5 Taiwan USD 3.75 03/12/2024 03/12/2019 nan 0.0 0.07% 0.07%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -12188175.0 210696.95 United States EUR 0.0 nan nan nan 0.0 0.07% 0.07%
PNMSR PNMAC GMSR FLT 08/25 ASSET BACKED 210000.0 209938.26 United States USD 2.73925 08/25/2025 08/10/2018 nan 0.0 0.07% 0.07%
HCA HCA INC 5.875% 02/26 CORPORATE BONDS 185000.0 209512.5 United States USD 5.875 02/15/2026 11/13/2015 nan 0.0 0.07% 0.07%
NTPCIN NTPC LTD 3.75% 04/24 SOVEREIGN DEBT 200000.0 208662.5 India USD 3.75 04/03/2024 04/03/2019 nan 0.0 0.07% 0.07%
WOMCHI KENBOURNE 6.875% 11/24 CORPORATE BONDS 200000.0 208625.0 Luxembourg USD 6.875 11/26/2024 11/26/2019 nan 0.0 0.07% 0.07%
SHBASS SVENSKA VAR CORPORATE BONDS 200000.0 208500.0 Sweden USD 4.75 12/31/2164 10/06/2020 nan 0.0 0.07% 0.07%
AER AERCAP 3.3% 01/32 CORPORATE BONDS 205000.0 208052.99 Ireland USD 3.3 01/30/2032 10/29/2021 nan 0.0 0.07% 0.07%
SOCGEN SOCIETE VAR 07/35 CORPORATE BONDS 200000.0 207423.71 France USD 3.653 07/08/2035 07/08/2020 nan 0.0 0.07% 0.07%
EGYPT ARAB 5.75% 05/24 SOVEREIGN DEBT 200000.0 207000.0 Egypt USD 5.75 05/29/2024 05/29/2020 nan 0.0 0.07% 0.07%
ISPIM INTESA 4.95% 06/42 CORPORATE BONDS 200000.0 206771.67 Italy USD 4.95 06/01/2042 06/01/2021 nan 0.0 0.07% 0.07%
BBVASM BBVA BANCOMER VAR 01/33 CORPORATE BONDS 200000.0 205850.0 Mexico USD 5.125 01/18/2033 01/17/2018 nan 0.0 0.07% 0.07%
ABIBB ANHEUSER-BUSCH 4.7% 02/36 CORPORATE BONDS 170000.0 205481.63 United States USD 4.7 02/01/2036 02/01/2019 nan 0.0 0.07% 0.07%
BANORT BANCO MERCANTIL DEL VAR CORPORATE BONDS 200000.0 202660.0 Mexico USD 6.875 12/31/2164 07/06/2017 nan 0.0 0.07% 0.07%
SERBIA SERBIA 1.5% 06/29 SOVEREIGN DEBT 180000.0 201989.47 Serbia EUR 1.5 06/26/2029 06/26/2019 nan 0.0 0.07% 0.07%
TMUS T-MOBILE USA 3% 02/41 CORPORATE BONDS 210000.0 201465.38 United States USD 3.0 02/15/2041 02/15/2021 nan 0.0 0.07% 0.07%
DANBNK DANSKE BANK VAR 01/23 CORPORATE BONDS 200000.0 201257.37 Denmark USD 5.0 01/12/2023 01/12/2020 nan 0.0 0.07% 0.06%
ABQKQD ABQ FINANCE 3.5% 02/22 CORPORATE BONDS 200000.0 201250.0 Qatar USD 3.5 02/22/2022 02/22/2017 nan 0.0 0.07% 0.06%
FREMF FREMF 2017-K728 VAR 11/50 CMO/REMIC 190000.0 200229.62 United States USD 3.64358 11/25/2050 11/01/2017 nan 0.0 0.07% 0.06%
UCGIM UNICREDIT SPA VAR 06/32 CORPORATE BONDS 200000.0 199716.26 Italy USD 3.127 06/03/2032 06/03/2021 nan 0.0 0.06% 0.06%
AMPBEV ARDAGH METAL 2% 09/28 CORPORATE BONDS 175000.0 199070.49 Supranational EUR 2.0 09/01/2028 03/12/2021 nan 0.0 0.06% 0.06%
HTHROW HEATHROW 5.875% 05/41 CORPORATE BONDS 100000.0 198780.59 Guernsey,C.I. GBP 5.875 05/13/2043 05/13/2011 nan 0.0 0.06% 0.06%
GLENLN GLENCORE 2.625% 09/31 CORPORATE BONDS 203000.0 198296.44 United States USD 2.625 09/23/2031 09/23/2021 nan 0.0 0.06% 0.06%
GRNKEN GREENKO 3.85% 03/26 CORPORATE BONDS 197000.0 198231.25 Mauritius USD 3.85 03/29/2026 03/29/2021 nan 0.0 0.06% 0.06%
UCGIM UNICREDIT SPA VAR 06/27 CORPORATE BONDS 200000.0 196495.03 Italy USD 1.982 06/03/2027 06/03/2021 nan 0.0 0.06% 0.06%
FREMF FREMF 2018-KF49 FLT 06/25 CMO/REMIC 199910.0 196108.02 United States USD 1.98025 06/25/2025 08/17/2018 nan 0.0 0.06% 0.06%
REPHUN HUNGARY 2.125% 09/31 SOVEREIGN DEBT 200000.0 196035.18 Hungary USD 2.125 09/22/2031 09/21/2021 nan 0.0 0.06% 0.06%
JBLU JETBLUE 2019-1 8% 11/27 ASSET BACKED 168848.0 195551.44 United States USD 8.0 11/15/2027 08/27/2020 nan 0.0 0.06% 0.06%
SOAF REPUBLIC OF 5.75% 09/49 SOVEREIGN DEBT 200000.0 195537.5 South Africa USD 5.75 09/30/2049 09/30/2019 nan 0.0 0.06% 0.06%
COLOM REPUBLIC OF 3.125% 04/31 SOVEREIGN DEBT 210000.0 195011.25 Colombia USD 3.125 04/15/2031 06/04/2020 nan 0.0 0.06% 0.06%
SHILN SIG PLC 5.25% 11/26 CORPORATE BONDS 167000.0 194551.04 United Kingdom EUR 5.25 11/30/2026 11/18/2021 nan 0.0 0.06% 0.06%
CGCMT CITIGROUP 3.225% 09/48 COMMERCIAL MORTGAGE BACKED SECURITIES 205000.0 193051.43 United States USD 3.225 09/15/2048 08/01/2015 nan 0.0 0.06% 0.06%
EMACN EMERA US 4.75% 06/46 CORPORATE BONDS 160000.0 191117.16 United States USD 4.75 06/15/2046 12/15/2016 nan 0.0 0.06% 0.06%
TITNNL TITAN 5.125% 07/29 CORPORATE BONDS 168000.0 191073.82 Netherlands EUR 5.125 07/15/2029 07/15/2021 nan 0.0 0.06% 0.06%
ISPIM INTESA 3.928% 09/26 CORPORATE BONDS 150000.0 190916.04 Italy EUR 3.928 09/15/2026 09/15/2014 nan 0.0 0.06% 0.06%
SCCO SOUTHERN 5.875% 04/45 CORPORATE BONDS 140000.0 190163.75 United States USD 5.875 04/23/2045 04/23/2015 nan 0.0 0.06% 0.06%
MOROC KINGDOM OF 1.5% 11/31 SOVEREIGN DEBT 180000.0 189407.79 Morocco EUR 1.5 11/27/2031 11/27/2019 nan 0.0 0.06% 0.06%
EGYPT ARAB REPUBLIC 7.3% 09/33 SOVEREIGN DEBT 200000.0 189000.0 Egypt USD 7.3 09/30/2033 09/30/2021 nan 0.0 0.06% 0.06%
ZIGGO ZIGGO BV 4.25% 01/27 CORPORATE BONDS 160000.0 187657.54 Netherlands EUR 4.25 01/15/2027 09/23/2016 nan 0.0 0.06% 0.06%
TELEFO TELEFONICA 5.213% 03/47 CORPORATE BONDS 150000.0 187270.47 Spain USD 5.213 03/08/2047 03/08/2017 nan 0.0 0.06% 0.06%
AER AERCAP IRELAND 3% 10/28 CORPORATE BONDS 185000.0 187170.18 Ireland USD 3.0 10/29/2028 10/29/2021 nan 0.0 0.06% 0.06%
HRINTH HUARONG 2.125% 09/23 CORPORATE BONDS 200000.0 186937.5 Hong Kong USD 2.125 09/30/2023 09/30/2020 nan 0.0 0.06% 0.06%
HRINTH HUARONG 4.25% 11/27 CORPORATE BONDS 200000.0 186937.5 Hong Kong USD 4.25 11/07/2027 11/07/2017 nan 0.0 0.06% 0.06%
GS GOLDMAN SACHS VAR 07/32 CORPORATE BONDS 190000.0 186824.54 United States USD 2.383 07/21/2032 07/21/2021 nan 0.0 0.06% 0.06%
HRINTH HUARONG FLT 02/23 CORPORATE BONDS 200000.0 186500.0 Hong Kong USD 1.25338 02/24/2023 02/24/2020 nan 0.0 0.06% 0.06%
PUBLN PUNCH 6.125% 06/26 CORPORATE BONDS 138000.0 186114.99 United Kingdom GBP 6.125 06/30/2026 06/24/2021 nan 0.0 0.06% 0.06%
FNR FNMA REMICS FLT 05/47 INTEREST ONLY (IO) 940824.0 185458.59 United States USD 6.01075 05/25/2047 04/25/2017 nan 0.0 0.06% 0.06%
APAAU APT PIPELINES 2% 07/30 CORPORATE BONDS 150000.0 185217.15 Australia EUR 2.0 07/15/2030 04/30/2020 nan 0.0 0.06% 0.06%
WMG WMG 2.25% 08/31 CORPORATE BONDS 162000.0 184773.81 United States EUR 2.25 08/15/2031 08/16/2021 nan 0.0 0.06% 0.06%
F FORD MOTOR 3.25% 09/25 CORPORATE BONDS 150000.0 184137.13 United States EUR 3.25 09/15/2025 09/15/2020 nan 0.0 0.06% 0.06%
IVYCST REPUBLIC OF 6.875% 10/40 SOVEREIGN DEBT 150000.0 183166.31 Ci EUR 6.875 10/17/2040 10/17/2019 nan 0.0 0.06% 0.06%
GHANA REPUBLIC OF 8.627% 06/49 SOVEREIGN DEBT 220000.0 182600.0 Ghana USD 8.627 06/16/2049 05/16/2018 nan 0.0 0.06% 0.06%
SFRFP ALTICE FRANCE 8% 05/27 CORPORATE BONDS 150000.0 181991.85 France EUR 8.0 05/15/2027 11/15/2019 nan 0.0 0.06% 0.06%
CERBA CHROME HOLDCO 5% 05/29 CORPORATE BONDS 158000.0 181314.76 France EUR 5.0 05/31/2029 05/24/2021 nan 0.0 0.06% 0.06%
BANK BANK 2019-BNK20 VAR 09/62 COMMERCIAL MORTGAGE BACKED SECURITIES 176000.0 181024.08 United States USD 3.64861 09/15/2062 09/01/2019 nan 0.0 0.06% 0.06%
VTRS UPJOHN 1.908% 06/32 CORPORATE BONDS 150000.0 181023.43 Netherlands EUR 1.908 06/23/2032 06/23/2020 nan 0.0 0.06% 0.06%
EART EXETER 4.35% 06/24 ASSET BACKED 174367.0 177756.63 United States USD 4.35 06/17/2024 07/25/2018 nan 0.0 0.06% 0.06%
CGGFP CGG SA 7.75% 04/27 CORPORATE BONDS 150000.0 172917.24 France EUR 7.75 04/01/2027 04/01/2021 nan 0.0 0.06% 0.06%
INEGRP INEOS 3.375% 03/26 CORPORATE BONDS 147000.0 172775.18 United Kingdom EUR 3.375 03/31/2026 10/29/2020 nan 0.0 0.06% 0.06%
PAPREC PAPREC 3.5% 07/28 CORPORATE BONDS 150000.0 172474.24 France EUR 3.5 07/01/2028 07/02/2021 nan 0.0 0.06% 0.06%
IQV IQVIA INC 2.25% 01/28 CORPORATE BONDS 150000.0 172378.08 United States EUR 2.25 01/15/2028 08/13/2019 nan 0.0 0.06% 0.06%
TKAGR THYSSENKRUPP 1.875% 03/23 CORPORATE BONDS 150000.0 172220.12 Germany EUR 1.875 03/06/2023 09/06/2019 nan 0.0 0.06% 0.06%
AMPBEV ARDAGH METAL 3% 09/29 CORPORATE BONDS 150000.0 169344.06 Supranational EUR 3.0 09/01/2029 03/12/2021 nan 0.0 0.06% 0.05%
nan CDI ITRAXX 5 EUR1226 INDEX SWAPS (IS) 1250000.0 169124.17 Euro EUV 0.0 nan nan nan 0.0 0.05% 0.05%
C CITIGROUP INC VAR 12/49 CORPORATE BONDS 155000.0 167353.5 United States USD 5.95 12/31/2164 04/24/2015 nan 0.0 0.05% 0.05%
ENOIGA ENERGEAN 5.375% 03/28 CORPORATE BONDS 164000.0 164000.0 Israel USD 5.375 03/30/2028 03/24/2021 nan 0.0 0.05% 0.05%
nan KAIXO BONDCO TEL 5.125% CMO/REMIC 142000.0 162953.77 Euro EUR 0.0 09/30/2029 nan nan 0.0 0.05% 0.05%
DOMREP DOMINICAN 5.3% 01/41 SOVEREIGN DEBT 165000.0 162885.94 Dominican Republic USD 5.3 01/21/2041 01/21/2021 nan 0.0 0.05% 0.05%
C CITIGROUP INC VAR CORPORATE BONDS 160000.0 162432.0 United States USD 4.0 12/31/2164 12/10/2020 nan 0.0 0.05% 0.05%
ODART ONEMAIN DIRECT 4.4% 01/28 ASSET BACKED 160000.0 160633.09 United States USD 4.4 01/14/2028 07/24/2018 nan 0.0 0.05% 0.05%
HYNMTR HYUNDAI 3.5% 11/26 CORPORATE BONDS 150000.0 159541.54 United States USD 3.5 11/02/2026 10/31/2019 nan 0.0 0.05% 0.05%
FEMSA FOMENTO 3.5% 01/50 CORPORATE BONDS 150000.0 158906.25 Mexico USD 3.5 01/16/2050 01/16/2020 nan 0.0 0.05% 0.05%
GE GENERAL 4.125% 09/35 CORPORATE BONDS 100000.0 158211.28 United States EUR 4.125 09/19/2035 09/19/2005 nan 0.0 0.05% 0.05%
ENOIGA ENERGEAN 4.875% 03/26 CORPORATE BONDS 156000.0 156000.0 Israel USD 4.875 03/30/2026 03/24/2021 nan 0.0 0.05% 0.05%
SREV SANTANDER 3% 01/32 ASSET BACKED 150000.0 155702.43 United States USD 3.0 01/26/2032 11/26/2019 nan 0.0 0.05% 0.05%
AER AERCAP 3.85% 10/41 CORPORATE BONDS 150000.0 155590.01 Ireland USD 3.85 10/29/2041 10/29/2021 nan 0.0 0.05% 0.05%
HCA HCA INC 5.25% 06/49 CORPORATE BONDS 120000.0 154105.23 United States USD 5.25 06/15/2049 06/12/2019 nan 0.0 0.05% 0.05%
VCC VELOCITY VAR 03/49 COMMERCIAL MORTGAGE BACKED SECURITIES 149062.0 153547.04 United States USD 3.94 03/25/2049 02/01/2019 nan 0.0 0.05% 0.05%
GAMMAB GAMMA BIDCO 5.125% 07/25 CORPORATE BONDS 132000.0 152838.06 Italy EUR 5.125 07/15/2025 04/01/2021 nan 0.0 0.05% 0.05%
FHMS FREDDIE MAC VAR 11/42 COMMERCIAL MORTGAGE BACKED SECURITIES 3470000.0 152301.77 United States USD 1.64289 11/25/2042 12/01/2014 nan 0.0 0.05% 0.05%
GILD GILEAD 2.6% 10/40 CORPORATE BONDS 160000.0 152224.47 United States USD 2.6 10/01/2040 09/30/2020 nan 0.0 0.05% 0.05%
HCA HCA INC 3.5% 07/51 CORPORATE BONDS 150000.0 152107.13 United States USD 3.5 07/15/2051 06/30/2021 nan 0.0 0.05% 0.05%
nan PHIDOM 3.125 15JUN28 CORPORATE BONDS 136000.0 151934.81 Euro EUR 0.0 06/30/2028 nan nan 0.0 0.05% 0.05%
VOD VODAFONE 4.875% 06/49 CORPORATE BONDS 121000.0 150549.9 United Kingdom USD 4.875 06/19/2049 06/19/2019 nan 0.0 0.05% 0.05%
AVOL AVOLON 4.25% 04/26 CORPORATE BONDS 140000.0 150158.03 Cayman Islands USD 4.25 04/15/2026 11/23/2020 nan 0.0 0.05% 0.05%
SFRFP ALTICE FRANCE 8% 05/27 CORPORATE BONDS 123000.0 149233.31 France EUR 8.0 05/15/2027 11/15/2019 nan 0.0 0.05% 0.05%
FHMS FREDDIE MAC VAR 09/44 COMMERCIAL MORTGAGE BACKED SECURITIES 1385000.0 149223.22 United States USD 2.11316 09/25/2044 09/01/2017 nan 0.0 0.05% 0.05%
FHR FHLMC REMICS 3% 10/50 INTEREST ONLY (IO) 860462.0 149012.31 United States USD 3.0 10/25/2050 09/01/2020 nan 0.0 0.05% 0.05%
DRIVE DRIVE AUTO 4.3% 09/24 ASSET BACKED 146381.0 148410.95 United States USD 4.3 09/16/2024 07/24/2018 nan 0.0 0.05% 0.05%
FHMS FREDDIE MAC VAR 02/47 COMMERCIAL MORTGAGE BACKED SECURITIES 980000.0 147155.92 United States USD 2.34648 02/25/2047 03/01/2019 nan 0.0 0.05% 0.05%
ELSALV REPUBLIC OF 5.875% 01/25 SOVEREIGN DEBT 195000.0 146652.19 El Salvador USD 5.875 01/30/2025 12/05/2012 nan 0.0 0.05% 0.05%
ELSALV REPUBLIC OF 6.375% 01/27 SOVEREIGN DEBT 195000.0 146189.06 El Salvador USD 6.375 01/18/2027 09/18/2014 nan 0.0 0.05% 0.05%
AMPBEV ARDAGH METAL 3% 09/29 CORPORATE BONDS 129000.0 145635.89 Supranational EUR 3.0 09/01/2029 03/12/2021 nan 0.0 0.05% 0.05%
IHOVER IHO 3.75% 09/26 CORPORATE BONDS 125000.0 145335.98 Germany EUR 3.75 09/15/2026 09/22/2016 nan 0.0 0.05% 0.05%
CHTR CCO 5.125% 05/27 CORPORATE BONDS 140000.0 145075.0 United States USD 5.125 05/01/2027 02/06/2017 nan 0.0 0.05% 0.05%
FHMS FREDDIE MAC VAR 07/44 COMMERCIAL MORTGAGE BACKED SECURITIES 2890000.0 143974.02 United States USD 2.13579 07/25/2044 06/01/2017 nan 0.0 0.05% 0.05%
AALLC ACCELERATED 6.65% 12/33 ASSET BACKED 136711.0 142734.28 United States USD 6.65 12/02/2033 06/21/2018 nan 0.0 0.05% 0.05%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -4093750.0 142525.39 United States GBP 0.0 nan nan nan 0.0 0.05% 0.05%
DQE DUQUESNE 2.775% 01/32 CORPORATE BONDS 140000.0 139852.7 United States USD 2.775 01/07/2032 07/07/2021 nan 0.0 0.05% 0.05%
OCINV OCI NV 3.625% 10/25 CORPORATE BONDS 118000.0 139790.87 Netherlands EUR 3.625 10/15/2025 10/09/2020 nan 0.0 0.05% 0.05%
C CITIGROUP INC VAR 11/32 CORPORATE BONDS 140000.0 139490.42 United States USD 2.52 11/03/2032 11/03/2021 nan 0.0 0.05% 0.05%
VCC VELOCITY VAR 10/48 COMMERCIAL MORTGAGE BACKED SECURITIES 134912.0 138947.12 United States USD 4.05 10/26/2048 09/01/2018 nan 0.0 0.05% 0.04%
KAZAKS REPUBLIC OF 1.5% 09/34 SOVEREIGN DEBT 120000.0 138737.64 Kazakhstan EUR 1.5 09/30/2034 09/30/2019 nan 0.0 0.05% 0.04%
ABIBB ANHEUSER-BUS 4.439% 10/48 CORPORATE BONDS 114000.0 136972.3 United States USD 4.439 10/06/2048 04/06/2017 nan 0.0 0.04% 0.04%
GLENLN GLENCORE 6% 04/22 CORPORATE BONDS 100000.0 136917.82 Guernsey,C.I. GBP 6.0 04/03/2022 04/03/2012 nan 0.0 0.04% 0.04%
FHMS FREDDIE MAC VAR 09/27 COMMERCIAL MORTGAGE BACKED SECURITIES 2197696.0 136615.39 United States USD 1.28695 09/25/2027 11/01/2020 nan 0.0 0.04% 0.04%
LORCAT LORCA TELECOM 4% 09/27 CORPORATE BONDS 116000.0 135063.27 Spain EUR 4.0 09/18/2027 09/30/2020 nan 0.0 0.04% 0.04%
PUBLN PUNCH 6.125% 06/26 CORPORATE BONDS 100000.0 134865.93 United Kingdom GBP 6.125 06/30/2026 06/24/2021 nan 0.0 0.04% 0.04%
AVOL AVOLON 3.95% 07/24 CORPORATE BONDS 126000.0 132894.63 Cayman Islands USD 3.95 07/01/2024 04/16/2019 nan 0.0 0.04% 0.04%
PIZEXP WHEEL BIDCO 6.75% 07/26 CORPORATE BONDS 100000.0 132365.79 Guernsey,C.I. GBP 6.75 07/15/2026 07/16/2021 nan 0.0 0.04% 0.04%
PIZEXP WHEEL BIDCO 6.75% 07/26 CORPORATE BONDS 100000.0 132365.79 Guernsey,C.I. GBP 6.75 07/15/2026 07/16/2021 nan 0.0 0.04% 0.04%
ILDFP ILIAD 5.125% 10/26 CORPORATE BONDS 111000.0 131699.45 France EUR 5.125 10/15/2026 10/27/2021 nan 0.0 0.04% 0.04%
CONSTE CONSTELLATIO 4.875% 07/27 CORPORATE BONDS 100000.0 131425.21 United Kingdom GBP 4.875 07/15/2027 07/28/2021 nan 0.0 0.04% 0.04%
BANK BANK 2018-BNK13 VAR 08/61 COMMERCIAL MORTGAGE BACKED SECURITIES 118000.0 128797.74 United States USD 4.56466 08/15/2061 08/01/2018 nan 0.0 0.04% 0.04%
FNR FNMA REMICS FLT 08/49 INTEREST ONLY (IO) 713645.0 126761.75 United States USD 5.96075 08/25/2049 07/25/2019 nan 0.0 0.04% 0.04%
FCX FREEPORT-MCMO 5.45% 03/43 CORPORATE BONDS 100000.0 125632.0 United States USD 5.45 03/15/2043 09/15/2013 nan 0.0 0.04% 0.04%
SRENVX SWISS RE VAR 06/52 CORPORATE BONDS 100000.0 125180.96 Switzerland EUR 2.714 06/04/2052 06/04/2020 nan 0.0 0.04% 0.04%
CSAIL CSAIL 2021-C20 VAR 03/54 COMMERCIAL MORTGAGE BACKED SECURITIES 119000.0 125022.74 United States USD 3.73005 03/15/2054 03/01/2021 nan 0.0 0.04% 0.04%
CBRSER CT INVESTMENT 5.5% 04/26 CORPORATE BONDS 106000.0 124602.68 Germany EUR 5.5 04/15/2026 04/29/2021 nan 0.0 0.04% 0.04%
SOLBBB SOLVAY FINANCE SACA VAR CORPORATE BONDS 100000.0 124289.92 Belgium EUR 5.425 12/31/2164 11/12/2013 nan 0.0 0.04% 0.04%
FHMS FREDDIE MAC VAR 01/46 COMMERCIAL MORTGAGE BACKED SECURITIES 850000.0 124250.11 United States USD 2.29608 01/25/2046 03/01/2019 nan 0.0 0.04% 0.04%
VOVCAB VOLVO CAR AB 2.5% 10/27 CORPORATE BONDS 100000.0 123729.71 Sweden EUR 2.5 10/07/2027 10/07/2020 nan 0.0 0.04% 0.04%
IBESM IBERDROLA VAR CORPORATE BONDS 100000.0 122912.16 Spain EUR 3.25 12/31/2164 02/12/2019 nan 0.0 0.04% 0.04%
FISV FISERV INC 1.625% 07/30 CORPORATE BONDS 100000.0 122475.35 United States EUR 1.625 07/01/2030 07/01/2019 nan 0.0 0.04% 0.04%
GCAR GLS AUTO 3.32% 03/24 ASSET BACKED 121566.0 122471.7 United States USD 3.32 03/15/2024 05/03/2019 nan 0.0 0.04% 0.04%
GE GENERAL 1.5% 05/29 CORPORATE BONDS 100000.0 122258.08 United States EUR 1.5 05/17/2029 05/17/2017 nan 0.0 0.04% 0.04%
TIFSLN TI 3.75% 04/29 CORPORATE BONDS 105000.0 121787.27 United Kingdom EUR 3.75 04/15/2029 04/16/2021 nan 0.0 0.04% 0.04%
TITIM TELECOM 3.625% 01/24 CORPORATE BONDS 100000.0 120663.51 Italy EUR 3.625 01/19/2024 01/20/2016 nan 0.0 0.04% 0.04%
EOFP FAURECIA SE 3.75% 06/28 CORPORATE BONDS 100000.0 119702.42 France EUR 3.75 06/15/2028 07/31/2020 nan 0.0 0.04% 0.04%
REBECC RENK 5.75% 07/25 CORPORATE BONDS 100000.0 119106.04 Germany EUR 5.75 07/15/2025 07/13/2020 nan 0.0 0.04% 0.04%
LEA LEAR CORP 3.55% 01/52 CORPORATE BONDS 120000.0 118839.63 United States USD 3.55 01/15/2052 11/08/2021 nan 0.0 0.04% 0.04%
TITIM TELECOM 2.875% 01/26 CORPORATE BONDS 100000.0 118533.23 Italy EUR 2.875 01/28/2026 06/28/2018 nan 0.0 0.04% 0.04%
ARDFIN ARD FINANCE SA 5% 06/27 CORPORATE BONDS 100000.0 118047.19 Luxembourg EUR 5.0 06/30/2027 11/20/2019 nan 0.0 0.04% 0.04%
ARDFIN ARD FINANCE SA VAR 06/27 CORPORATE BONDS 100000.0 118047.19 Luxembourg EUR 5.0 06/30/2027 11/20/2019 nan 0.0 0.04% 0.04%
HNDLIN NOVELIS 3.375% 04/29 CORPORATE BONDS 100000.0 117188.66 Germany EUR 3.375 04/15/2029 03/31/2021 nan 0.0 0.04% 0.04%
ITLYUM VERDE BIDCO 4.625% 10/26 CORPORATE BONDS 100000.0 117188.66 Italy EUR 4.625 10/01/2026 10/01/2021 nan 0.0 0.04% 0.04%
NDASS NORDEA BANK VAR 06/29 CORPORATE BONDS 100000.0 116702.17 Finland EUR 1.0 06/27/2029 06/27/2019 nan 0.0 0.04% 0.04%
TTEFP TOTALENERGIES SE VAR CORPORATE BONDS 100000.0 116396.53 France EUR 3.875 12/31/2164 05/18/2016 nan 0.0 0.04% 0.04%
ATOSTR AUTOSTRADE 1.625% 06/23 CORPORATE BONDS 100000.0 116311.59 Italy EUR 1.625 06/12/2023 06/12/2015 nan 0.0 0.04% 0.04%
ATOSTR AUTOSTRADE 1.625% 06/23 CORPORATE BONDS 100000.0 116311.59 Italy EUR 1.625 06/12/2023 06/12/2015 nan 0.0 0.04% 0.04%
CTCBON CERAMTEC 5.25% 12/25 CORPORATE BONDS 100000.0 116021.53 Germany EUR 5.25 12/15/2025 12/14/2017 nan 0.0 0.04% 0.04%
PAPREC PAPREC HOLDING 4% 03/25 CORPORATE BONDS 100000.0 115964.75 France EUR 4.0 03/31/2025 03/29/2018 nan 0.0 0.04% 0.04%
MSC MORGAN STANLEY VAR 02/53 COMMERCIAL MORTGAGE BACKED SECURITIES 113000.0 115755.66 United States USD 3.536 02/15/2053 02/01/2020 nan 0.0 0.04% 0.04%
UBSCM UBS COMMERCIAL VAR 12/50 COMMERCIAL MORTGAGE BACKED SECURITIES 106000.0 115745.91 United States USD 4.292 12/15/2050 12/01/2017 nan 0.0 0.04% 0.04%
TKAGR THYSSENKRUPP 2.5% 02/25 CORPORATE BONDS 100000.0 115626.15 Germany EUR 2.5 02/25/2025 02/25/2015 nan 0.0 0.04% 0.04%
CSTM CONSTELLIUM 4.25% 02/26 CORPORATE BONDS 100000.0 115614.7 France EUR 4.25 02/15/2026 11/09/2017 nan 0.0 0.04% 0.04%
CLNXSM CELLNEX 1.875% 06/29 CORPORATE BONDS 100000.0 115156.82 Spain EUR 1.875 06/26/2029 06/26/2020 nan 0.0 0.04% 0.04%
GRFSM GRIFOLS SA 2.25% 11/27 CORPORATE BONDS 100000.0 115059.75 Spain EUR 2.25 11/15/2027 11/15/2019 nan 0.0 0.04% 0.04%
GS GOLDMAN SACHS GROUP VAR CORPORATE BONDS 115000.0 115000.0 United States USD 3.8 12/31/2164 04/26/2021 nan 0.0 0.04% 0.04%
DOUGR DOUGLAS GMBH 6% 04/26 CORPORATE BONDS 100000.0 114993.59 Germany EUR 6.0 04/08/2026 04/08/2021 nan 0.0 0.04% 0.04%
CERBA CHROME BIDCO 3.5% 05/28 CORPORATE BONDS 100000.0 114899.26 France EUR 3.5 05/31/2028 05/24/2021 nan 0.0 0.04% 0.04%
GRFSM GRIFOLS SA 1.625% 02/25 CORPORATE BONDS 100000.0 114377.97 Spain EUR 1.625 02/15/2025 11/15/2019 nan 0.0 0.04% 0.04%
ATALIA LA 5.125% 05/25 CORPORATE BONDS 100000.0 114175.81 France EUR 5.125 05/15/2025 05/03/2018 nan 0.0 0.04% 0.04%
FNR FNMA REMICS FLT 10/46 INTEREST ONLY (IO) 650003.0 114123.99 United States USD 6.01075 10/25/2046 09/25/2016 nan 0.0 0.04% 0.04%
CS CREDIT SUISSE VAR 01/28 CORPORATE BONDS 100000.0 113584.0 Switzerland EUR 0.65 01/14/2028 01/14/2020 nan 0.0 0.04% 0.04%
CONGLO CONTOURGLOBA 3.125% 01/28 CORPORATE BONDS 100000.0 113577.13 Luxembourg EUR 3.125 01/01/2028 12/17/2020 nan 0.0 0.04% 0.04%
MATTER MATTERHORN 3.125% 09/26 CORPORATE BONDS 100000.0 113256.62 Luxembourg EUR 3.125 09/15/2026 09/19/2019 nan 0.0 0.04% 0.04%
ARGID ARDAGH 2.125% 08/26 CORPORATE BONDS 100000.0 113020.81 Supranational EUR 2.125 08/15/2026 06/10/2020 nan 0.0 0.04% 0.04%
GCLIM GUALA 3.25% 06/28 CORPORATE BONDS 100000.0 112896.04 Italy EUR 3.25 06/15/2028 07/07/2021 nan 0.0 0.04% 0.04%
ABESM ABERTIS VAR CORPORATE BONDS 100000.0 112581.47 Spain EUR 2.625 12/31/2164 01/26/2021 nan 0.0 0.04% 0.04%
CLNXSM CELLNEX TELECOM 1% 04/27 CORPORATE BONDS 100000.0 112516.68 Spain EUR 1.0 04/20/2027 01/20/2020 nan 0.0 0.04% 0.04%
CWALT ALTERNATIVE LOAN 6% 12/34 CMO/REMIC 110903.0 112381.25 United States USD 6.0 12/25/2034 10/01/2004 nan 0.0 0.04% 0.04%
PROGST PRO-GEST SPA 3.25% 12/24 CORPORATE BONDS 100000.0 110344.73 Italy EUR 3.25 12/15/2024 12/14/2017 nan 0.0 0.04% 0.04%
nan CURRENCY CONTRACT - CAD FORWARD CONTRACTS 34459272.0 109125.8 Canada CAD 0.0 nan nan nan 0.0 0.04% 0.04%
FREMF FREMF 2017-K728 VAR 11/50 CMO/REMIC 105000.0 109016.52 United States USD 3.64358 11/25/2050 11/01/2017 nan 0.0 0.04% 0.04%
YUZHOU YUZHOU 8.375% 10/24 CORPORATE BONDS 200000.0 108000.0 Cayman Islands USD 8.375 10/30/2024 10/30/2019 nan 0.0 0.04% 0.03%
RENAUL RENAULT SA 1.125% 10/27 CORPORATE BONDS 100000.0 107442.92 France EUR 1.125 10/04/2027 10/04/2019 nan 0.0 0.03% 0.03%
ABIBB ANHEUSER-BUSCH 4.9% 02/46 CORPORATE BONDS 85000.0 107283.28 United States USD 4.9 02/01/2046 02/01/2019 nan 0.0 0.03% 0.03%
FHMS FREDDIE MAC VAR 12/41 COMMERCIAL MORTGAGE BACKED SECURITIES 2640000.0 107250.53 United States USD 2.11231 12/25/2041 02/01/2014 nan 0.0 0.03% 0.03%
BRITEL BRITISH VAR 08/80 CORPORATE BONDS 100000.0 106800.51 United Kingdom EUR 1.874 08/18/2080 02/18/2020 nan 0.0 0.03% 0.03%
SOAF REPUBLIC OF 6.25% 03/41 SOVEREIGN DEBT 100000.0 106456.25 South Africa USD 6.25 03/08/2041 03/08/2011 nan 0.0 0.03% 0.03%
GILD GILEAD 1.65% 10/30 CORPORATE BONDS 110000.0 105252.49 United States USD 1.65 10/01/2030 09/30/2020 nan 0.0 0.03% 0.03%
DTAOT DT AUTO OWNER 4.94% 02/26 ASSET BACKED 100000.0 104435.23 United States USD 4.94 02/17/2026 02/14/2019 nan 0.0 0.03% 0.03%
AXP AMERICAN EXPRESS CO VAR CORPORATE BONDS 104000.0 104182.0 United States USD 3.55 12/31/2164 08/03/2021 nan 0.0 0.03% 0.03%
FHMS FREDDIE MAC VAR 04/35 COMMERCIAL MORTGAGE BACKED SECURITIES 340000.0 103395.29 United States USD 3.77428 04/25/2035 04/01/2017 nan 0.0 0.03% 0.03%
BPLN BP CAPITAL MARKETS VAR CORPORATE BONDS 94000.0 102131.0 United Kingdom USD 4.875 12/31/2164 06/22/2020 nan 0.0 0.03% 0.03%
OMFIT ONEMAIN 4.08% 03/29 ASSET BACKED 100000.0 101711.19 United States USD 4.08 03/14/2029 02/28/2018 nan 0.0 0.03% 0.03%
AAL AMERICAN 2.875% 07/34 CORPORATE BONDS 100000.0 100906.28 United States USD 2.875 01/11/2036 11/08/2021 nan 0.0 0.03% 0.03%
CWALT ALTERNATIVE 5.75% 03/37 CMO/REMIC 132598.0 100563.38 United States USD 5.75 03/25/2037 01/01/2007 nan 0.0 0.03% 0.03%
ODART ONEMAIN 3.71% 04/25 ASSET BACKED 100000.0 100374.13 United States USD 3.71 04/14/2025 07/24/2018 nan 0.0 0.03% 0.03%
T AT&T INC 3.55% 09/55 CORPORATE BONDS 99000.0 98955.32 United States USD 3.55 09/15/2055 03/15/2021 nan 0.0 0.03% 0.03%
FHR FHLMC REMICS FLT 02/44 INTEREST ONLY (IO) 505173.0 95441.92 United States USD 6.50975 02/15/2044 02/15/2014 nan 0.0 0.03% 0.03%
BRASS BRASS NO 8 PLC FLT 11/66 CMO/REMIC 91397.0 91737.19 United Kingdom USD 0.82475 11/16/2066 09/18/2019 nan 0.0 0.03% 0.03%
CBASS CREDIT-BASED FLT 01/34 ASSET BACKED 91058.0 90583.7 United States USD 1.00425 01/25/2034 08/12/2004 nan 0.0 0.03% 0.03%
nan MARLETTE 4.37% 07/28 ASSET BACKED 89748.0 89983.27 United States USD 4.37 07/17/2028 05/15/2018 nan 0.0 0.03% 0.03%
nan CURRENCY CONTRACT - AUD FORWARD CONTRACTS 22692935.0 88175.08 Australia AUD 0.0 nan nan nan 0.0 0.03% 0.03%
FNR FNMA REMICS FLT 09/47 INTEREST ONLY (IO) 409158.0 87397.74 United States USD 6.114 09/25/2047 08/25/2017 nan 0.0 0.03% 0.03%
NYKRE NYKREDIT 1% 10/50 CORPORATE BONDS 600738.0 87305.09 Denmark DKK 1.0 10/01/2050 04/01/2019 nan 0.0 0.03% 0.03%
PEMEX PETROLEOS 6.95% 01/60 SOVEREIGN DEBT 100000.0 86795.0 Mexico USD 6.95 01/28/2060 07/28/2020 nan 0.0 0.03% 0.03%
GNR GNMA 2019-42 SJ FLT 04/49 INTEREST ONLY (IO) 592719.0 86306.49 United States USD 5.96437 04/20/2049 04/20/2019 nan 0.0 0.03% 0.03%
FHMS FREDDIE MAC VAR 04/43 COMMERCIAL MORTGAGE BACKED SECURITIES 1365000.0 83376.52 United States USD 1.59909 04/25/2043 04/01/2016 nan 0.0 0.03% 0.03%
GILD GILEAD 2.8% 10/50 CORPORATE BONDS 85000.0 82215.66 United States USD 2.8 10/01/2050 09/30/2020 nan 0.0 0.03% 0.03%
WSTP WESTPAC VAR 07/34 CORPORATE BONDS 75000.0 81230.66 Australia USD 4.11 07/24/2034 07/24/2019 nan 0.0 0.03% 0.03%
CWALT ALTERNATIVE LOAN 6% 02/36 CMO/REMIC 78990.0 80486.62 United States USD 6.0 02/25/2036 12/01/2005 nan 0.0 0.03% 0.03%
CFAB CHASE FUNDING STEP 11/34 ASSET BACKED 76861.0 79976.56 United States USD 4.94043 11/25/2034 12/01/2003 nan 0.0 0.03% 0.03%
FHMS FREDDIE MAC VAR 10/43 COMMERCIAL MORTGAGE BACKED SECURITIES 1395000.0 79299.89 United States USD 1.61335 10/25/2043 12/01/2015 nan 0.0 0.03% 0.03%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -9942049.0 79093.24 United States AUD 0.0 nan nan nan 0.0 0.03% 0.03%
LEA LEAR CORP 2.6% 01/32 CORPORATE BONDS 80000.0 79062.92 United States USD 2.6 01/15/2032 11/08/2021 nan 0.0 0.03% 0.03%
FHR FHLMC REMICS FLT 06/47 INTEREST ONLY (IO) 359716.0 78250.82 United States USD 6.05975 06/15/2047 06/15/2017 nan 0.0 0.03% 0.03%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -6211993.0 76759.9 United States AUD 0.0 nan nan nan 0.0 0.02% 0.02%
BANK BANK 2018-BNK10 VAR 02/61 COMMERCIAL MORTGAGE BACKED SECURITIES 70000.0 74326.88 United States USD 4.163 02/15/2061 02/01/2018 nan 0.0 0.02% 0.02%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -28265563.0 73346.97 United States ZAR 0.0 nan nan nan 0.0 0.02% 0.02%
CAS FANNIE MAE FLT 03/31 CMO/REMIC 71354.0 71903.8 United States USD 2.08925 03/25/2031 10/10/2018 nan 0.0 0.02% 0.02%
NRG ALEXANDER 1.841% 11/23 CORPORATE BONDS 70000.0 70904.1 United States USD 1.841 11/15/2023 12/02/2020 nan 0.0 0.02% 0.02%
ORCL ORACLE CORP 3.95% 03/51 CORPORATE BONDS 66000.0 70856.35 United States USD 3.95 03/25/2051 03/24/2021 nan 0.0 0.02% 0.02%
CWALT ALTERNATIVE 5.5% 04/35 CMO/REMIC 68376.0 67460.87 United States USD 5.5 04/25/2035 02/01/2005 nan 0.0 0.02% 0.02%
DRMT DEEPHAVEN VAR 01/60 CMO/REMIC 66782.0 66902.42 United States USD 2.339 01/25/2060 02/01/2020 nan 0.0 0.02% 0.02%
DTAOT DT AUTO OWNER 3.87% 11/24 ASSET BACKED 65000.0 66434.17 United States USD 3.87 11/15/2024 02/14/2019 nan 0.0 0.02% 0.02%
FHR FHLMC REMICS 3% 09/50 INTEREST ONLY (IO) 495078.0 65438.64 United States USD 3.0 09/25/2050 09/01/2020 nan 0.0 0.02% 0.02%
VW VOLKSWAGEN VAR CORPORATE BONDS 53000.0 65219.28 Germany EUR 5.125 12/31/2164 09/04/2013 nan 0.0 0.02% 0.02%
WFCM WELLS FARGO VAR 03/52 COMMERCIAL MORTGAGE BACKED SECURITIES 59000.0 65114.47 United States USD 4.866 03/15/2052 03/01/2019 nan 0.0 0.02% 0.02%
AVOL AVOLON 4.375% 05/26 CORPORATE BONDS 60000.0 64441.77 Cayman Islands USD 4.375 05/01/2026 04/16/2019 nan 0.0 0.02% 0.02%
MLCC MERRILL LYNCH FLT 07/29 CMO/REMIC 64640.0 63794.67 United States USD 0.64925 07/25/2029 06/22/2004 nan 0.0 0.02% 0.02%
JPMBB JPMBB VAR 07/48 COMMERCIAL MORTGAGE BACKED SECURITIES 62000.0 63466.85 United States USD 4.26561 07/15/2048 07/01/2015 nan 0.0 0.02% 0.02%
TRPCN TRANSCANADA VAR 08/76 CORPORATE BONDS 57000.0 62842.5 Canada USD 5.875 08/15/2076 08/11/2016 nan 0.0 0.02% 0.02%
LBUBS LB-UBS VAR 09/39 COMMERCIAL MORTGAGE BACKED SECURITIES 134898.0 60922.21 United States USD 5.452 09/15/2039 09/11/2006 nan 0.0 0.02% 0.02%
FHMS FREDDIE MAC VAR 08/42 COMMERCIAL MORTGAGE BACKED SECURITIES 6800000.0 60053.52 United States USD 1.32957 08/25/2042 11/01/2015 nan 0.0 0.02% 0.02%
FHR FHLMC REMICS FLT 08/47 INTEREST ONLY (IO) 290430.0 59590.94 United States USD 6.05975 08/15/2047 08/15/2017 nan 0.0 0.02% 0.02%
VZ VERIZON 2.355% 03/32 CORPORATE BONDS 60000.0 59120.69 United States USD 2.355 03/15/2032 09/20/2021 nan 0.0 0.02% 0.02%
FNR FNMA REMICS FLT 05/47 INTEREST ONLY (IO) 274999.0 58262.01 United States USD 6.01075 05/25/2047 04/25/2017 nan 0.0 0.02% 0.02%
FNR FNMA REMICS 3% 10/31 INTEREST ONLY (IO) 675202.0 56972.18 United States USD 3.0 10/25/2031 09/01/2016 nan 0.0 0.02% 0.02%
VZ VERIZON 2.65% 11/40 CORPORATE BONDS 60000.0 56891.23 United States USD 2.65 11/20/2040 11/20/2020 nan 0.0 0.02% 0.02%
FVZ1 COMB Comdty US 5YR NOTE 12/31/2021 INTEREST RATE FUTURES -38.0 56585.28 United States USQ 0.0 12/31/2021 nan 100000.0 1.0 0.02% 0.02%
FNR FNMA REMICS 3% 01/28 INTEREST ONLY (IO) 948349.0 55017.57 United States USD 3.0 01/25/2028 12/01/2012 nan 0.0 0.02% 0.02%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -26295244.0 54392.32 United States SEK 0.0 nan nan nan 0.0 0.02% 0.02%
FHMS FREDDIE MAC VAR 10/43 COMMERCIAL MORTGAGE BACKED SECURITIES 1010000.0 54161.65 United States USD 1.55311 10/25/2043 11/01/2015 nan 0.0 0.02% 0.02%
JBLU JETBLUE 7.75% 11/28 ASSET BACKED 44548.0 52226.04 United States USD 7.75 05/15/2030 08/17/2020 nan 0.0 0.02% 0.02%
TTEFP TOTALENERGIE 3.127% 05/50 CORPORATE BONDS 50000.0 51808.31 France USD 3.127 05/29/2050 05/29/2020 nan 0.0 0.02% 0.02%
GRYOAK GRAY OAK 2.6% 10/25 CORPORATE BONDS 50000.0 50923.74 United States USD 2.6 10/15/2025 09/15/2020 nan 0.0 0.02% 0.02%
SAIL STRUCTURED FLT 09/34 ASSET BACKED 50122.0 50092.27 United States USD 1.06425 09/25/2034 08/25/2004 nan 0.0 0.02% 0.02%
FNR FNMA REMICS FLT 06/45 INTEREST ONLY (IO) 262586.0 49278.18 United States USD 6.08075 06/25/2045 05/25/2015 nan 0.0 0.02% 0.02%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -6538892.0 48661.31 United States AUD 0.0 nan nan nan 0.0 0.02% 0.02%
SUZANO SUZANO 3.75% 01/31 CORPORATE BONDS 48000.0 48357.6 Brazil USD 3.75 01/15/2031 09/14/2020 nan 0.0 0.02% 0.02%
SAIL STRUCTURED FLT 09/35 ASSET BACKED 47547.0 47497.71 United States USD 0.80925 09/25/2035 08/25/2005 nan 0.0 0.02% 0.02%
JBLU JETBLUE 2.95% 05/28 ASSET BACKED 46951.0 47162.62 United States USD 2.95 11/15/2029 11/12/2019 nan 0.0 0.02% 0.02%
STACR FREDDIE MAC FLT 09/30 CMO/REMIC 46060.0 46427.43 United States USD 2.38925 09/25/2030 03/28/2018 nan 0.0 0.02% 0.01%
FHMS FREDDIE MAC VAR 12/45 COMMERCIAL MORTGAGE BACKED SECURITIES 400000.0 46013.6 United States USD 2.13861 12/25/2045 01/01/2018 nan 0.0 0.01% 0.01%
AES AES CORP/THE 3.95% 07/30 CORPORATE BONDS 42000.0 45537.66 United States USD 3.95 07/15/2030 05/27/2020 nan 0.0 0.01% 0.01%
CAS FANNIE MAE FLT 04/29 CMO/REMIC 43131.0 44783.39 United States USD 4.33925 04/25/2029 11/09/2016 nan 0.0 0.01% 0.01%
FHMS FREDDIE MAC VAR 01/44 COMMERCIAL MORTGAGE BACKED SECURITIES 750000.0 44722.35 United States USD 1.61318 01/25/2044 02/01/2016 nan 0.0 0.01% 0.01%
GNR GNMA 2017-107 FLT 07/47 INTEREST ONLY (IO) 252981.0 44223.32 United States USD 6.11437 07/20/2047 07/20/2017 nan 0.0 0.01% 0.01%
MSC MORGAN STANLEY VAR 11/42 COMMERCIAL MORTGAGE BACKED SECURITIES 42434.0 41938.6 United States USD 5.48436 11/14/2042 11/01/2005 nan 0.0 0.01% 0.01%
JPMDB JPMDB VAR 10/50 COMMERCIAL MORTGAGE BACKED SECURITIES 39000.0 41637.31 United States USD 4.163 10/15/2050 10/01/2017 nan 0.0 0.01% 0.01%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -1179924.0 41079.48 United States GBP 0.0 nan nan nan 0.0 0.01% 0.01%
GM GENERAL 2.75% 06/25 CORPORATE BONDS 39000.0 40373.57 United States USD 2.75 06/20/2025 06/22/2020 nan 0.0 0.01% 0.01%
nan CURRENCY CONTRACT - INR FORWARD CONTRACTS 203483426.0 39661.88 India INR 0.0 nan nan nan 0.0 0.01% 0.01%
FREMF FREMF 2017-KF31 FLT 04/24 CMO/REMIC 38243.0 37903.96 United States USD 2.9825 04/25/2024 06/14/2017 nan 0.0 0.01% 0.01%
FREMF FREMF 2017-KF36 FLT 08/24 CMO/REMIC 37872.0 37872.28 United States USD 2.73025 08/25/2024 10/25/2017 nan 0.0 0.01% 0.01%
GSMS GS MORTGAGE VAR 05/50 COMMERCIAL MORTGAGE BACKED SECURITIES 36000.0 37535.51 United States USD 4.20845 05/10/2050 05/01/2015 nan 0.0 0.01% 0.01%
MSBAM MORGAN STANLEY VAR 05/48 COMMERCIAL MORTGAGE BACKED SECURITIES 36000.0 37327.17 United States USD 4.3431 05/15/2048 08/01/2015 nan 0.0 0.01% 0.01%
FNR FNMA REMICS FLT 12/42 INTEREST ONLY (IO) 186255.0 35741.62 United States USD 6.06075 12/25/2042 11/25/2012 nan 0.0 0.01% 0.01%
CWHL CHL MORTGAGE 6.5% 10/37 CMO/REMIC 49395.0 32967.67 United States USD 6.5 10/25/2037 08/01/2007 nan 0.0 0.01% 0.01%
AES AES CORP/THE 3.3% 07/25 CORPORATE BONDS 31000.0 32705.0 United States USD 3.3 07/15/2025 05/27/2020 nan 0.0 0.01% 0.01%
C CITIGROUP INC VAR CORPORATE BONDS 29000.0 30595.0 United States USD 6.3 12/31/2164 04/30/2014 nan 0.0 0.01% 0.01%
CCUBS CCUBS VAR 11/50 COMMERCIAL MORTGAGE BACKED SECURITIES 28000.0 30113.66 United States USD 4.39108 11/15/2050 11/01/2017 nan 0.0 0.01% 0.01%
FREMF FREMF 2017-KF38 FLT 09/24 CMO/REMIC 30026.0 30026.37 United States USD 2.58025 09/25/2024 11/17/2017 nan 0.0 0.01% 0.01%
MSC MORGAN STANLEY VAR 05/48 COMMERCIAL MORTGAGE BACKED SECURITIES 28000.0 29627.14 United States USD 4.03122 05/15/2048 07/01/2015 nan 0.0 0.01% 0.01%
JPMCC JP MORGAN CHASE VAR 12/49 COMMERCIAL MORTGAGE BACKED SECURITIES 28000.0 27648.97 United States USD 3.41704 12/15/2049 12/01/2016 nan 0.0 0.01% 0.01%
LEBAN LEBANESE 6.65% 04/24 SOVEREIGN DEBT 227000.0 27240.0 Lebanon USD 6.65 04/22/2024 04/22/2016 nan 0.0 0.01% 0.01%
LEBAN LEBANESE 6.65% 11/28 SOVEREIGN DEBT 226000.0 27120.0 Lebanon USD 6.65 11/03/2028 11/04/2015 nan 0.0 0.01% 0.01%
FHMS FREDDIE MAC VAR 02/43 COMMERCIAL MORTGAGE BACKED SECURITIES 10025000.0 25916.63 United States USD 1.43043 02/25/2043 05/01/2015 nan 0.0 0.01% 0.01%
BANK BANK 2019-BNK16 VAR 02/52 COMMERCIAL MORTGAGE BACKED SECURITIES 23000.0 25221.02 United States USD 4.786 02/15/2052 02/01/2019 nan 0.0 0.01% 0.01%
RIG TRANSOCEAN 11.5% 01/27 CORPORATE BONDS 25000.0 25168.75 United States USD 11.5 01/30/2027 09/11/2020 nan 0.0 0.01% 0.01%
GM GENERAL 6.125% 10/25 CORPORATE BONDS 21000.0 24261.54 United States USD 6.125 10/01/2025 05/12/2020 nan 0.0 0.01% 0.01%
JPMBB JPMBB VAR 08/48 COMMERCIAL MORTGAGE BACKED SECURITIES 23000.0 24071.7 United States USD 4.62073 08/15/2048 08/01/2015 nan 0.0 0.01% 0.01%
WFCM WELLS FARGO VAR 07/48 COMMERCIAL MORTGAGE BACKED SECURITIES 23000.0 23389.17 United States USD 4.176 07/15/2048 07/01/2016 nan 0.0 0.01% 0.01%
MSBAM MORGAN STANLEY VAR 02/47 COMMERCIAL MORTGAGE BACKED SECURITIES 21000.0 22258.58 United States USD 5.04935 02/15/2047 02/01/2014 nan 0.0 0.01% 0.01%
CGCMT CITIGROUP VAR 07/47 COMMERCIAL MORTGAGE BACKED SECURITIES 21000.0 22008.45 United States USD 4.42896 07/10/2047 08/01/2014 nan 0.0 0.01% 0.01%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -1906625.0 21954.75 United States CAD 0.0 nan nan nan 0.0 0.01% 0.01%
CD CD 2016-CD2 VAR 11/49 COMMERCIAL MORTGAGE BACKED SECURITIES 21000.0 21338.02 United States USD 3.99797 11/10/2049 12/01/2016 nan 0.0 0.01% 0.01%
FNR FNMA REMICS FLT 09/42 INTEREST ONLY (IO) 104756.0 20925.29 United States USD 6.01075 09/25/2042 08/25/2012 nan 0.0 0.01% 0.01%
CAS FANNIE MAE FLT 03/31 CMO/REMIC 20199.0 20365.54 United States USD 2.18925 03/25/2031 10/10/2018 nan 0.0 0.01% 0.01%
CHASE CHASE MORTGAGE VAR 02/37 CMO/REMIC 18248.0 18461.97 United States USD 2.36259 02/25/2037 02/01/2007 nan 0.0 0.01% 0.01%
FHMS FREDDIE MAC VAR 07/23 COMMERCIAL MORTGAGE BACKED SECURITIES 3765132.0 16579.76 United States USD 0.2884 07/25/2023 10/01/2013 nan 0.0 0.01% 0.01%
CAS FANNIE MAE FLT 07/25 CMO/REMIC 15480.0 15587.09 United States USD 5.08925 07/25/2025 07/22/2015 nan 0.0 0.01% 0.01%
SARM STRUCTURED VAR 07/34 CMO/REMIC 14930.0 15377.25 United States USD 2.60381 07/25/2034 06/01/2004 nan 0.0 0.0% 0.0%
TYZ1 COMB Comdty US 10YR NOTE 12/21/2021 INTEREST RATE FUTURES -27.0 15000.99 United States USQ 0.0 12/21/2021 nan 100000.0 1.0 0.0% 0.0%
GNR GOVERNMENT VAR 05/59 COMMERCIAL MORTGAGE BACKED SECURITIES 331044.0 14582.2 United States USD 0.60828 05/16/2059 02/01/2017 nan 0.0 0.0% 0.0%
FNR FNMA REMICS 4% 11/42 INTEREST ONLY (IO) 105297.0 14465.63 United States USD 4.0 11/25/2042 10/01/2012 nan 0.0 0.0% 0.0%
INDOGB REPUBLIC OF 7.5% 04/40 SOVEREIGN DEBT 193000000.0 14371.11 Indonesia IDR 7.5 04/15/2040 10/15/2019 nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - NZD FORWARD CONTRACTS 4356615.0 14114.83 New Zealand NZD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -48605560.0 14015.71 United States CNY 0.0 nan nan nan 0.0 0.0% 0.0%
FREMF FREMF 2018-KF47 FLT 05/25 CMO/REMIC 11746.0 11575.15 United States USD 2.08025 05/25/2025 06/28/2018 nan 0.0 0.0% 0.0%
ENDP PAR 7.5% 04/27 CORPORATE BONDS 9000.0 9225.0 United States USD 7.5 04/01/2027 03/28/2019 nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -26295244.0 8967.46 United States SEK 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -32092464455.0 8532.51 United States IDR 0.0 nan nan nan 0.0 0.0% 0.0%
CAS FANNIE MAE FLT 01/31 CMO/REMIC 7670.0 7747.72 United States USD 2.43925 01/25/2031 08/03/2018 nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -28265563.0 7574.24 United States ZAR 0.0 nan nan nan 0.0 0.0% 0.0%
FNS FNMA INTEREST VAR 04/27 INTEREST ONLY (IO) 127928.0 7509.87 United States USD 4.0 04/25/2027 06/01/2012 nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - KRW FORWARD CONTRACTS 1675861905.0 7102.15 Korea, Republic Of KRW 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -499221.0 6634.16 United States EUR 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - IDR FORWARD CONTRACTS 16706337479.0 6398.34 Indonesia IDR 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -295000.0 6057.37 United States EUR 0.0 nan nan nan 0.0 0.0% 0.0%
GNR GNMA 2015-H13 VAR 04/65 INTEREST ONLY (IO) 170117.0 6042.76 United States USD 1.5816 04/20/2065 06/01/2015 nan 0.0 0.0% 0.0%
WNZ1 COMB Comdty US ULTRA BOND 12/21/2021 INTEREST RATE FUTURES -60.0 5868.75 United States USQ 0.0 12/21/2021 nan 100000.0 1.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -262722.0 5622.18 United States GBP 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -242437.0 5200.13 United States GBP 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - INR FORWARD CONTRACTS 25319508.0 4282.59 India INR 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -339238.0 4215.71 United States EUR 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -153621.0 3154.37 United States EUR 0.0 nan nan nan 0.0 0.0% 0.0%
LBCMT LB COMMERCIAL VAR 07/44 COMMERCIAL MORTGAGE BACKED SECURITIES 3022.0 2984.94 United States USD 5.90623 07/15/2044 07/11/2007 nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - IDR FORWARD CONTRACTS 16706337470.0 2755.25 Indonesia IDR 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - INR FORWARD CONTRACTS 228802934.0 2569.88 India INR 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -3732607.0 2550.03 United States MYR 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - EUR FORWARD CONTRACTS 10282739.0 2108.0 Euro EUR 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -95018.0 1719.77 United States EUR 0.0 nan nan nan 0.0 0.0% 0.0%
FNR FNMA REMICS 4% 06/25 INTEREST ONLY (IO) 83946.0 1501.69 United States USD 4.0 06/25/2025 05/01/2010 nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -91084.0 1283.94 United States EUR 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -69883.0 1142.6 United States EUR 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - IDR FORWARD CONTRACTS 13225676190.0 955.46 Indonesia IDR 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACTS - PLN FORWARD CONTRACTS 5477808.0 945.39 Poland PLN 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - MXN FORWARD CONTRACTS 3312698.0 855.12 Mexico MXN 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -3732607.0 611.09 United States MYR 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -36773.0 498.72 United States EUR 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - EUR FORWARD CONTRACTS 1791991.0 367.37 Euro EUR 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -30939.0 351.31 United States EUR 0.0 nan nan nan 0.0 0.0% 0.0%
nan WINDSTREAM HOLDINGS INC WARRANTS 16.0 256.48 United States USD 0.0 12/31/2049 nan nan 10.75 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -3518123576.0 28.51 United States KRW 0.0 nan nan nan 0.0 0.0% 0.0%
nan CDI CDX.NA 1 USD1226 INDEX SWAPS (IS) -6430000.0 0.0 United States USV 0.0 nan nan nan 0.0 0.0% 0.0%
nan CDI ITRAXX 5 EUR1226 INDEX SWAPS (IS) -1250000.0 0.0 Euro EUV 0.0 nan nan nan 0.0 0.0% 0.0%
nan CHINESE RENMINBI(YUAN)CUR FORWARD CONTRACTS -7620815.0 0.0 China USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - AUD FORWARD CONTRACTS -16557287.0 0.0 Australia USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - CAD FORWARD CONTRACTS -320097.0 0.0 Canada USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - CAD FORWARD CONTRACTS -27355886.0 0.0 Canada USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - CZK FORWARD CONTRACTS -2931866.0 0.0 Czech Republic USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - CZK FORWARD CONTRACTS -2900448.0 0.0 Czech Republic USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - EUR FORWARD CONTRACTS -3110837.0 0.0 Euro USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - EUR FORWARD CONTRACTS -190696.0 0.0 Euro USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - EUR FORWARD CONTRACTS -376605.0 0.0 Euro USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - EUR FORWARD CONTRACTS -2051112.0 0.0 Euro USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - EUR FORWARD CONTRACTS -11769623.0 0.0 Euro USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - EUR FORWARD CONTRACTS -450933.0 0.0 Euro USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - EUR FORWARD CONTRACTS -11438663.0 0.0 Euro USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - EUR FORWARD CONTRACTS -134989.0 0.0 Euro USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - GBP FORWARD CONTRACTS -235579.0 0.0 United Kingdom USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - GBP FORWARD CONTRACTS -123841.0 0.0 United Kingdom USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - IDR FORWARD CONTRACTS -924762.0 0.0 Indonesia USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - IDR FORWARD CONTRACTS -1170813.0 0.0 Indonesia USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - IDR FORWARD CONTRACTS -421701.0 0.0 Indonesia USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - IDR FORWARD CONTRACTS -422386.0 0.0 Indonesia USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - IDR FORWARD CONTRACTS -1169911.0 0.0 Indonesia USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - INR FORWARD CONTRACTS -335810.0 0.0 India USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - INR FORWARD CONTRACTS -3051552.0 0.0 India USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - INR FORWARD CONTRACTS -2693539.0 0.0 India USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - KRW FORWARD CONTRACTS -1413334.0 0.0 Korea, Republic Of USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - KRW FORWARD CONTRACTS -782881.0 0.0 Korea, Republic Of USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - KRW FORWARD CONTRACTS -781811.0 0.0 Korea, Republic Of USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - KRW FORWARD CONTRACTS -2979213.0 0.0 Korea, Republic Of USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - MXN FORWARD CONTRACTS -158698.0 0.0 Mexico USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - MXN FORWARD CONTRACTS -2321210.0 0.0 Mexico USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - NZD FORWARD CONTRACTS -3055438.0 0.0 New Zealand USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - NZD FORWARD CONTRACTS -308500.0 0.0 New Zealand USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - SEK FORWARD CONTRACTS -3008884.0 0.0 Sweden USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 358236.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 160275.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 2132823.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 15501588.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 39561945.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 4844995.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 7586794.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 27361925.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 3072120.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 392577.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 3054250.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 26616350.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 330595.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 2054801.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 894226.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 930618.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 2981940.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 179056.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 110519.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 105558.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 7535710.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 7371671.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 898319.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 2268195.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 343843.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 51507150.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 1624752.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 1831121.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 2908716.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 3012870.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 14163781.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 81146.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 3358916.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 4633310.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 42596.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 35794.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 16563800.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 3052253.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 1349383.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 1913145.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 14675546.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 20182089.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 578261.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 5637083.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 1541589.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS 11790790.0 0.0 United States USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACTS - MYR FORWARD CONTRACTS -896374.0 0.0 Malaysia USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACTS - PLN FORWARD CONTRACTS -1345934.0 0.0 Poland USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACTS - PLN FORWARD CONTRACTS -1391015.0 0.0 Poland USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACTS - ZAR FORWARD CONTRACTS -1846914.0 0.0 South Africa USD 0.0 nan nan nan 0.0 0.0% 0.0%
nan IRS EURI/0.2577 EUR1031 INTEREST RATE SWAPS (IRS) -6910000.0 0.0 Euro EUV 0.0 nan nan nan 0.0 0.0% 0.0%
nan IRS LIBO/0.937 USD0626 INTEREST RATE SWAPS (IRS) -4325000.0 0.0 United States USV 0.0 nan nan nan 0.0 0.0% 0.0%
nan IRS LIBO/1.803 USD0651 INTEREST RATE SWAPS (IRS) -2850000.0 0.0 United States USV 0.0 nan nan nan 0.0 0.0% 0.0%
nan MISCELLANEOUS INCOME OTHER 0.0 0.0 nan USD 0.0 12/31/2049 nan nan 0.0 0.0% 0.0%
POLGB REPUBLIC OF 1.25% 10/30 SOVEREIGN DEBT 0.0 0.0 Poland PLN 1.25 10/25/2030 10/25/2019 nan 0.0 0.0% 0.0%
ROMANI ROMANIA 2.625% 12/40 SOVEREIGN DEBT 0.0 0.0 Romania EUR 2.625 12/02/2040 12/02/2020 nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - KRW FORWARD CONTRACTS 3518123576.0 -101.76 Korea, Republic Of KRW 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - CZK FORWARD CONTRACTS 64172864.0 -286.44 Czech Republic CZK 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -1791991.0 -492.5 United States EUR 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACTS - MYR FORWARD CONTRACTS 3732607.0 -604.59 Malaysia MYR 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -13225676190.0 -614.22 United States IDR 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -64172864.0 -809.67 United States CZK 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -3312698.0 -957.15 United States MXN 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - KRW FORWARD CONTRACTS 921130840.0 -1074.35 Korea, Republic Of KRW 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -228802934.0 -1173.76 United States INR 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -5477808.0 -1603.95 United States PLN 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - EUR FORWARD CONTRACTS 116451.0 -1648.07 Euro EUR 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - KRW FORWARD CONTRACTS 921130831.0 -2144.14 Korea, Republic Of KRW 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - EUR FORWARD CONTRACTS 164363.0 -2493.63 Euro EUR 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - IDR FORWARD CONTRACTS 5952732850.0 -2563.24 Indonesia IDR 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - USD FORWARD CONTRACTS -10282739.0 -2826.05 United States EUR 0.0 nan nan nan 0.0 0.0% 0.0%
nan CURRENCY CONTRACT - IDR FORWARD CONTRACTS 5952732846.0 -3248.46 Indonesia IDR 0.0 nan nan nan 0.0 0.0% 0.0%
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nan CURRENCY CONTRACT - GBP FORWARD CONTRACTS 89707.0 -3439.21 United Kingdom GBP 0.0 nan nan nan 0.0 0.0% 0.0%
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