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).

Click here to go back to the full list of ETFs.

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%
nan	CURRENCY CONTRACT - GBP	FORWARD CONTRACTS	173014.0	-3367.05	United Kingdom	GBP	0.0	nan	nan	nan	0.0	0.0%	0.0%
nan	CURRENCY CONTRACT - GBP	FORWARD CONTRACTS	89707.0	-3439.21	United Kingdom	GBP	0.0	nan	nan	nan	0.0	0.0%	0.0%
nan	CURRENCY CONTRACT - EUR	FORWARD CONTRACTS	325479.0	-3994.12	Euro	EUR	0.0	nan	nan	nan	0.0	0.0%	0.0%
nan	CURRENCY CONTRACT - CAD	FORWARD CONTRACTS	394881.0	-5365.24	Canada	CAD	0.0	nan	nan	nan	0.0	0.0%	0.0%
nan	CURRENCY CONTRACT - NZD	FORWARD CONTRACTS	429942.0	-5574.31	New Zealand	NZD	0.0	nan	nan	nan	0.0	0.0%	0.0%
nan	CURRENCY CONTRACT - EUR	FORWARD CONTRACTS	388515.0	-6159.13	Euro	EUR	0.0	nan	nan	nan	0.0	0.0%	0.0%
nan	CURRENCY CONTRACTS - ZAR	FORWARD CONTRACTS	28265563.0	-7115.71	South Africa	ZAR	0.0	nan	nan	nan	0.0	0.0%	0.0%
nan	CURRENCY CONTRACT - SEK	FORWARD CONTRACTS	26295244.0	-9026.4	Sweden	SEK	0.0	nan	nan	nan	0.0	0.0%	0.0%
nan	CHINESE RENMINBI(YUAN)CUR	FORWARD CONTRACTS	48605560.0	-10107.44	China	CNY	0.0	nan	nan	nan	0.0	0.0%	0.0%
nan	CURRENCY CONTRACT - MXN	FORWARD CONTRACTS	47452270.0	-11659.3	Mexico	MXN	0.0	nan	nan	nan	0.0	0.0%	0.0%
nan	CURRENCY CONTRACT - USD	FORWARD CONTRACTS	-4786557.0	-13562.04	United States	NZD	0.0	nan	nan	nan	0.0	0.0%	0.0%
nan	CURRENCY CONTRACT - USD	FORWARD CONTRACTS	-4356615.0	-13980.82	United States	NZD	0.0	nan	nan	nan	0.0	0.0%	0.0%
nan	CURRENCY CONTRACT - USD	FORWARD CONTRACTS	-44139571.0	-15494.63	United States	MXN	0.0	nan	nan	nan	0.0	-0.01%	-0.01%
FVZ1 COMB Comdty	US 5YR NOTE 12/31/2021	INTEREST RATE FUTURES	9.0	-18088.31	United States	USQ	0.0	12/31/2021	nan	100000.0	1.0	-0.01%	-0.01%
nan	IRS LIBO/1.803 USD0651	INTEREST RATE SWAPS (IRS)	2850000.0	-21048.93	United States	USV	0.0	nan	nan	nan	0.0	-0.01%	-0.01%
nan	CURRENCY CONTRACT - CZK	FORWARD CONTRACTS	64172864.0	-22339.87	Czech Republic	CZK	0.0	nan	nan	nan	0.0	-0.01%	-0.01%
nan	CURRENCY CONTRACT - EUR	FORWARD CONTRACTS	2685057.0	-36970.55	Euro	EUR	0.0	nan	nan	nan	0.0	-0.01%	-0.01%
nan	CURRENCY CONTRACTS - PLN	FORWARD CONTRACTS	5477808.0	-40028.37	Poland	PLN	0.0	nan	nan	nan	0.0	-0.01%	-0.01%
nan	IRS EURI/0.2577 EUR1031	INTEREST RATE SWAPS (IRS)	6910000.0	-64450.35	Euro	EUV	0.0	nan	nan	nan	0.0	-0.02%	-0.02%
UBZ1 Comdty	EURO-BUXL 30Y 12/08/2021	INTEREST RATE FUTURES	-16.0	-65953.58	Germany	EUQ	0.0	12/08/2021	nan	100000.0	1.0	-0.02%	-0.02%
nan	IRS LIBO/0.937 USD0626	INTEREST RATE SWAPS (IRS)	4325000.0	-67865.67	United States	USV	0.0	nan	nan	nan	0.0	-0.02%	-0.02%
nan	CURRENCY CONTRACT - USD	FORWARD CONTRACTS	-48605560.0	-74997.18	United States	CNY	0.0	nan	nan	nan	0.0	-0.02%	-0.02%
nan	CURRENCY CONTRACT - USD	FORWARD CONTRACTS	-22692935.0	-88794.49	United States	AUD	0.0	nan	nan	nan	0.0	-0.03%	-0.03%
nan	CURRENCY CONTRACT - USD	FORWARD CONTRACTS	-34459272.0	-108903.57	United States	CAD	0.0	nan	nan	nan	0.0	-0.04%	-0.04%
nan	CURRENCY CONTRACT - EUR	FORWARD CONTRACTS	9879931.0	-128067.59	Euro	EUR	0.0	nan	nan	nan	0.0	-0.04%	-0.04%