CurrencySecurity Name
Buy
QtyPrice
Sell
PriceQty
-FreddieMac ZCN 29/11/2019----
-FreddieMac 6,5% 15/06/2023----
-FreddieMac 6,5% 15/01/2024----
-FreddieMac 7% 15/01/2024----
-TennesseValley 6,75% 01/11/2025----
-Mexico 11,5% 15/05/2026----
-RelianceInd 9,375% 24/06/2026----
-RelianceInd 10,5% 06/08/2046----
-RelianceInd 8,25% 15/01/2027----
-RelianceInd 10,25% 15/01/2097----
-NBCapitalTrust3 FRN 15/01/2027----
-Brasil 10,125% 15/05/2027----
-Brasil 11% 26/06/2017----
-EskomHldgsSOC 100 18/08/2027----
-EskomHldgsSOC ZCN 31/12/2032----
-Pemex 9,5% 15/09/2027----
-BqCentrTunisie 8,25% 19/09/2027----
-Panama 8,875% 30/09/2027----
-Pemex 9,5% 15/09/2027----
-EskomHldgsSOC ZCN 31/12/2018----
-Pemex 9,25% 30/03/2018----
-EmergMCProtInv 9% 20/04/2028----
-BcNacDesenvo 6,369% 16/06/2018----
-Pemex 9,25% 30/03/2018----
-FNMA 5,375% 07/12/2028----
-TennesseValley 5,35% 07/06/2021----
-ASIF II FRN 17/02/2017----
-AT&T 6,5% 15/03/2029----
-Panama 9,375% 01/04/2029----
-SprintCap 6,875% 15/11/2028----
-SpectEnerCap 8% 01/10/2019----
-ConocoPhillips 6,95% 15/04/2029----
-Pemex 9,5% 15/09/2027----
-FNMA 5,375% 07/06/2021----
-SparcIILtd FRN 20/12/2039----
-ASIF II 6,15% 14/10/2019----
-MassmutuGloFun 6,2% 14/06/2019----
-Brasil 12,75% 15/01/2020----
-HeinzFinanceUK 6,25% 18/02/2030----
-Brasil 12,25% 06/03/2030----
-TennesseValley 7,125% 01/05/2030----
-FreddieMac 6,75% 15/09/2029----
-FNMA 7,25% 15/05/2030----
-Panama 10,75% 15/05/2020----
-CBSCorp 7,875% 30/07/2030----
-NichApplCBO1Ltd FRN pp----
-CSGroupFinance 7% 05/10/2020----
-ASIF II 6,375% 05/10/2020----
-SparcIILtd 6,3932% 20/12/2039----
-FreddieMac 6,75% 15/03/2031----
-FNMA 6,625% 15/11/2030----
-PrinFinGlobFun FRN 10/01/2031----
-PrinFinGlobFun FRN 30/01/2019----
-LibertySquarC1L FRN pp----
-Brasil 8,875% 15/04/2024----
-Mexico 8,125% 30/12/2019----
-Kellogg 7,45% 01/04/2031----
-LibSquareCDO2L FRN pp----
-PhoenixLife 7,25% pp----
-Kellogg 7,45% 01/04/2031----
-TennesseValley 5,625% 07/06/2032----
-Mexico 8,3% 15/08/2031----
-Bellsouth 6,875% 15/10/2031----
-AT&T 9,75% 15/11/2031----
-FreddieMac 6,25% 15/07/2032----
-ElSalvador 8,25% 10/04/2032----
-FreddieMac FRN 27/03/2017----
-SappiPapierHldg 7,5% 15/06/2032----
-CréditSuisseUSA 7,125% 15/07/2032----
-GrupoTelevisa 8,5% 11/03/2032----
-Mexico 8% 24/09/2022----
-AT&T 8% 15/11/2031----
-AIGSunGlobFin10 6,9% 15/03/2032----
-ElSalvador 7,75% 24/01/2023----
-Euromax3MBS FRN 07/10/2095----
-Euromax3MBS FRN 07/10/2095----
-Euromax3MBS FRN 07/11/2095----
-Euromax3MBS 6,5% 07/10/2095----
-Euromax3MBS 6,5% 07/10/2095----
-UnileverCap 5,9% 15/11/2032----
-SLMStuLTr2002-7 FRN 15/09/2021----
-Panama 9,375% 16/01/2023----
-Lafarge 6,625% 29/11/2017----
-SLMStudLo2003-2 FRN 17/09/2018----
-SLMStudLo2003-2 FRN 15/12/2023----
-DiamondInvGrCDO FRN pp----
-SLMStudLoTr03-3 FRN 15/12/2017----
-Pemex 8,625% 01/02/2022----
-MassmutGlobFdg2 ZCN 15/12/2032----
-Mexico 7,5% 08/04/2033----
-SLMStLTr2003-4 FRN 17/09/2018----
-SLMStLTr2003-4 FRN 15/06/2038----
-CBSCorp 4,625% 15/05/2018----
-CBSCorp 5,5% 15/05/2033----
-SLMStudLoTr03-5 FRN 17/12/2018----
-SLMStudLoTr03-5 FRN 17/06/2024----
-FreddieMac 100 20/05/2033----
-TennesseValley 4,625% 07/06/2043----
-SLMStudLoTr03-6 FRN 17/12/2018----
-BPCapMarkAmeric 4,2% 15/06/2018----
-TennesseValley 4,7% 15/07/2033----
-SLMPrCrStLT03-B FRN 15/09/2017----
-SLMPrCrStLT03-B FRN 15/03/2022----
-SLMPrCrStLT03-B FRN 15/03/2033----
-SLMPrCrStLT03-B FRN 15/03/2033----
-ASIF III 5% 18/12/2018----
-SLMStudLoTr03-7 FRN 15/03/2019----
-SLMStudLoTr03-7 3,8% 15/12/2033----
-SLMStudLoTr03-7 FRN 15/09/2039----
-CitiCrCardIssT 4,15% 07/07/2017----
-SLMStLTr2003-8 FRN 15/03/2019----
-SLMStLTr2003-8 FRN 17/06/2024----
-Brasil 8,875% 15/04/2024----
-SLMStLTr2003-9 FRN 15/03/2019----
-WMCFinanceUSA 6,25% 15/05/2033----
-NatlCapTrust1 5,62% pp----
-SLMStLTr2003-10 4,05% 15/12/2027----
-SLMStLTr2003-10 5,15% 15/12/2039----
-SLMPrCrStLT03-C FRN 15/09/2020----
-SLMPrCrStLT03-C FRN 15/09/2032----
-SLMPrCrStLT03-C FRN 15/09/2032----
-LaMondiale FRN pp----
-SLMStuLoTr03-11 FRN 15/06/2020----
-SLMStuLoTr03-11 FRN 15/12/2022----
-SLMStuLoTr03-11 FRN 15/12/2025----
-SLMStuLoTr03-11 FRN 15/12/2038----
-SLMStuLoTr03-12 FRN 17/12/2018----
-SLMStuLoTr03-12 FRN 15/09/2022----
-Peru 8,75% 21/11/2033----
-SLMStuLoTr03-12 5,45% 15/03/2038----
-Brasil 8,25% 20/01/2034----
-Panama 8,125% 28/04/2034----
-Mexico 6,75% 06/02/2024----
-SLMStLTr2004-2 FRN 25/10/2019----
-SLMStLTr2004-2 FRN 25/01/2024----
-SLMStLTr2004-2 4,4% 25/07/2039----
-SLMStLTr2004-2 FRN 25/07/2039----
-AIG-FP ZCN 15/03/2034----
-SLMStLTr2004-4 FRN 25/01/2019----
-SLMStLTr2004-4 FRN 27/01/2025----
-ChaseIssuanceTr FRN 15/02/2017----
-CapOneMuAssExTr FRN 19/04/2017----
-AcquedoPugliese 6,92% 29/06/2018----
-ChaseIssuanceTr FRN 15/02/2017----
-ElSalvador 7,625% 21/09/2034----
-Mexico 6,75% 27/09/2034----
-Brasil 8,875% 14/10/2019----
-CapOneMuAssExTr FRN 17/08/2017----
-RabobkCapFdgTr5 FRN pp----
-Mexico 5,5% 17/02/2020----
-Pemex 9,25% 30/03/2018----
-Pemex 9,5% 15/09/2027----
-Brasil 8,75% 04/02/2025----
-ASIF III FRN 20/12/2024----
-Pemex 5,5% 24/02/2025----
-ASIF III FRN 20/12/2024----
-Lafarge 4,75% 23/03/2020----
-FreddieMac 5,01% 29/03/2018----
-SLMPrCrStLTrA FRN 15/06/2018----
-SLMPrCrStLTrA FRN 15/12/2020----
-SLMPrCrStLTrA FRN 15/06/2023----
-SLMPrCrStLTrA FRN 15/12/2038----
-SLMPrCrStLTrA FRN 15/12/2038----
-SLMPrCrStLTrA FRN 15/12/2038----
-ElSalvador 7,65% 15/06/2035----
-BqCentrTunisie 4,5% 22/06/2020----
-Peru 7,35% 21/07/2025----
-SouthCopperCorp 7,5% 27/07/2035----
-CorpNacCobChile 5,625% 21/09/2035----
-GrupoTelevisa 6,625% 18/03/2025----
-Jamaica 9,25% 17/10/2025----
-BACreditCardTr FRN 19/03/2018----
-Panama 7,125% 29/01/2026----
-Barbados 6,625% 05/12/2035----
-Venezuela 6% 09/12/2020----
-SouthCopperCorp 7,5% 27/07/2035----
-Philippines 7,75% 14/01/2031----
-Brasil 7,125% 20/01/2037----
-EastJapRailway 4,5% 25/01/2036----
-Pemex 6,625% 15/06/2035----
-Pemex 8,625% 01/12/2023----
-Pemex 9,5% 15/09/2027----
-Pemex 9,5% 15/09/2027----
-Pemex 9,25% 30/03/2018----
-RoyalBkScot FRN 27/11/2020----
-ChaseIssuanceTr 5,16% 16/04/2018----
-Jamaica 8,5% 28/02/2036----
-RoyalBkScot FRN 01/06/2020----
-DominicanRepubl 8,625% 20/04/2027----
-HouseEuropeFdg1 FRN 28/03/2047----
-CurzonFdg FRN 01/11/2090----
-Pakistan 7,875% 31/03/2036----
-CurzonFdg FRN 01/11/2090----
-CurzonFdg FRN 01/11/2090----
-CurzonFdg FRN 01/11/2090----
-MBIAGlobalFdg FRN 20/04/2021----
-Metrofinanciera FRN pp----
-StoraEnsoOyj 7,25% 15/04/2036----
-GolFinance 8,75% pp----
-CocaColaAmatil 4,15% 20/06/2036----
-EastJapRailway 4,875% 14/06/2034----
-FedHomeLoanBks 5,5% 15/07/2036----
-Colombia 7,375% 27/01/2017----
-CocaColaAmatil 2,5525% 09/08/2021----
-Cap 7,375% 15/09/2036----
-MellonCapital3 FRN 05/09/2066----
-Colombia 7,375% 18/09/2037----
-Philippines 7,5% 25/09/2024----
-Braskem 8% 26/01/2017----
-CorpNacCobChile 6,15% 24/10/2036----
-BcoDCredDelPeru FRN 07/11/2021----
-BuenosAiresPr 9,375% 14/09/2018----
-RoyalBkScotGrp 5,6457% 30/06/2047----
-EmbraerOverseas 6,375% 24/01/2017----
-Aruba 6,55% 28/11/2018----
-EastJapRailway 4,75% 08/12/2031----
-FreddieMac 5% 14/12/2018----
-AmericaMovil 8,46% 18/12/2036----
-PeruEnhPassThFi ZCN 02/06/2025----
-Philippines 6,375% 15/01/2032----
-FreddieMac 5% 16/02/2017----
-ISACapDoBrasil 8,8% 30/01/2017----
-NovaScotia 5,125% 26/01/2017----
-CGG 7,75% 15/05/2017----
-RaizenEnerFin 7% 01/02/2017----
-CoöpRabo 07/02/2017 Dow Jones Eurostoxx 50 Index----
-Elm 6,3024% pp----
-Peru 6,55% 14/03/2037----
-Stena 6,125% 01/02/2017----
-Stena 5,875% 01/02/2019----
-FreddieMac 5% 18/04/2017----
-BancoMacro 8,5% 01/02/2017----
-FNMA 5% 13/02/2017----
-EastJapRailway 5,25% 22/04/2033----
-RedeEnergia 11,125% pp----
-TamCapital 7,375% 25/04/2017----
-FNMA 5% 11/05/2017----
-FedHomeLoanBks 4,875% 17/05/2017----
-DeutscheBank ZCN 22/03/2017----
-Pakistan 6,875% 01/06/2017----
-AirBerlinFin 1,5% 11/04/2027----
-EGEHainaFin 9,5% 26/04/2017----
-BBVABancomer 6,008% 17/05/2022----
-MBIAGlobalFdg FRN 11/06/2022----
-UBS FRN 23/01/2017----
-AutopistDelSol 11,5% 23/05/2017----
-UBS FRN 23/01/2017----
-UBS FRN 23/01/2017----
-TrinidadTobago 5,875% 17/05/2027----
-GolFinance 7,5% 03/04/2017----
-PetroVenezuela 5,25% 12/04/2017----
-PetroVenezuela 5,375% 12/04/2027----
-PetroVenezuela 5,5% 12/04/2037----
-ChaseIssuanceTr FRN 15/03/2017----
-UBS FRN 09/02/2017----
-UBS FRN 06/03/2017----
-FNMA 5,375% 12/06/2017----
-Lafarge 5,375% 26/06/2017----
-EmbraerOverseas 6,375% 24/01/2017----
-CapOneMuAssExTr FRN 15/07/2020----
-BarryCallebautS 6% 13/07/2017----
-UBS FRN 07/03/2017----
-UBS FRN 27/04/2017----
-UBS 03/04/2017----
-SadiaOverseas 6,875% 24/05/2017----
-TranspGasDelSur 7,875% 14/05/2017----
-Recticel 5% 23/07/2017----
-UBS FRN 13/04/2017----
-EmpDistrComNort 10,5% 09/10/2017----
-UBS FRN 18/05/2017----
-UBS FRN 18/05/2017----
-HarbourmProRat3 FRN 20/09/2023----
-HarbourmProRat3 FRN 20/09/2023----
-HarbourmProRat3 FRN 20/09/2023----
-HarbourmProRat3 FRN 20/09/2023----
-HarbourmProRat3 FRN 20/09/2023----
-HarbourmProRat3 FRN 20/09/2023----
-TennesseValley 5,5% 18/07/2017----
-SLMStLTr2007-5 FRN 25/10/2018----
-SLMStLTr2007-5 FRN 26/04/2021----
-SLMStLTr2007-5 FRN 25/01/2024----
-SLMStLTr2007-5 FRN 26/01/2043----
-SLMStLTr2007-5 FRN 26/01/2043----
-FreddieMac 5,5% 23/08/2017----
-DBahnFinance 5% 24/07/2019----
-ChaseIssuanceTr FRN 15/08/2019----
-BACreditCardTr FRN 16/12/2019----
-UBS FRN 03/04/2017----
-UBS FRN 20/06/2017----
-UBS FRN 15/06/2017----
-UBS FRN 12/06/2017----
-UBS FRN 27/04/2017----
-UBS FRN 27/04/2017----
-CoöpRabo 4% 30/08/2032----
-UBS FRN 12/06/2017----
-UBS FRN 19/04/2017----
-UBS FRN 01/05/2017----
-UBS FRN 03/05/2017----
-UBS FRN 12/06/2017----
-UBS FRN 20/07/2017----
-UBS FRN 22/06/2017----
-UBS FRN 22/06/2017----
-UBS FRN 12/07/2017----
-UBS FRN 17/07/2017----
-UBS FRN 20/07/2017----
-UBS FRN 06/07/2017----
-UBS FRN 20/07/2017----
-UBS FRN 20/07/2017----
-UBS FRN 24/07/2017----
-UBS FRN 08/05/2017----
-UBS FRN 25/07/2017----
-UBS FRN 07/08/2017----
-UBS FRN 24/07/2017----
-DeutscheBank FRN 25/05/2017----
-UBS FRN 25/07/2017----
-UBS FRN 24/08/2017----
-UBS FRN 14/08/2017----
-UBS FRN 04/05/2017----
-UBS FRN 19/04/2017----
-UBS FRN 28/08/2017----
-UBS FRN 28/08/2017----
-UBS FRN 17/04/2017----
-UBS FRN 24/04/2017----
-UBS FRN 19/04/2017----
-UBS FRN 19/04/2017----
-UBS FRN 17/08/2017----
-UBS FRN 07/08/2017----
-UBS FRN 28/08/2017----
-UBS FRN 10/08/2017----
-Vitro 9,125% 01/02/2017----
-Vitro 9,125% 01/02/2017----
-CapOneMuAssExTr 5,75% 15/07/2020----
-UBS FRN 21/09/2017----
-UBS FRN 05/09/2017----
-UBS FRN 05/09/2017----
-UBS FRN 05/09/2017----
-UBS FRN 05/09/2017----
-UBS FRN 05/09/2017----
-UBS FRN 05/09/2017----
-FreddieMac 5,125% 17/11/2017----
-UBS FRN 21/09/2017----
-GTLTradeFinance 7,25% 20/10/2017----
-SLMStLTr2007-6 FRN 25/01/2019----
-SLMStLTr2007-6 FRN 25/01/2021----
-SLMStLTr2007-6 FRN 25/10/2024----
-SLMStLTr2007-6 FRN 27/04/2043----
-SLMStLTr2007-6 FRN 27/04/2043----
-Pemex 5,75% 01/03/2018----
-FedHomeLoanBks 5% 17/11/2017----
-GolFinance 7,5% 03/04/2017----
-AmericaMovil 5,625% 15/11/2017----
-AmericaMovil 6,125% 15/11/2037----
-GrupoTelevisa 8,49% 11/05/2037----
-UBS FRN 18/10/2017----
-UBS FRN 10/10/2017----
-UBS FRN 06/10/2017----
-SLMStLTr2007-7 FRN 25/04/2017----
-SLMStLTr2007-7 FRN 25/01/2022----
-SLMStLTr2007-7 FRN 25/10/2028----
-UBS FRN 11/10/2017----
-UBS 5,5% 11/10/2017 Bkt of shares----
-UBS FRN 18/10/2017----
-Venezuela 7% 31/03/2038----
-DeutscheBank ZCN 31/10/2017----
-DeutscheBank ZCN 31/10/2017----
-BACreditCardTr FRN 17/04/2017----
-BnpParibasFor FRN pp----
-DeutscheBank 06/12/2017 Bkt of shares----
-DeutscheBank 06/12/2017 Bkt of shares----
-BcoIndustrial 9% 30/04/2068----
-TamCapital 7,375% 25/04/2017----
-UBS 5,875% 20/12/2017----
-DeutscheBank FRN 14/12/2017----
-FinningUK 6,6% 18/01/2018----
-Mexico 6,05% 11/01/2040----
-UsiminasCommerc 7,25% 18/01/2018----
-DeutscheBank ZCN 01/01/2018----
-SLMStLTr2007-8 FRN 25/01/2021----
-SLMStLTr2007-8 FRN 26/01/2026----
-SLMStLTr2007-8 FRN 27/04/2043----
-SLMStLTr2007-8 FRN 27/04/2043----
-SLMStLTr2008-1 FRN 25/10/2017----
-SLMStLTr2008-1 FRN 25/01/2022----
-SLMStLTr2008-1 FRN 25/01/2029----
-DeutscheBank FRN 11/01/2018----
-TennesseValley 4,875% 15/01/2048----
-UBS FRN 30/11/2017----
-UBS FRN 09/11/2017----
-UBS FRN 30/11/2017----
-UBS FRN 16/11/2017----
-UBS FRN 28/11/2022----
-UBS FRN 30/11/2017----
-DeutscheBank 17/01/2018 Bkt of shares----
-LGTBankLiechten ZCN 30/06/2027----
-UBS FRN 28/11/2017----
-UBS FRN 20/11/2017----
-UBS 16/11/2017----
-SLMStLTr2008-2 FRN 25/01/2017----
-SLMStLTr2008-2 FRN 25/04/2023----
-SLMStLTr2008-2 FRN 25/01/2029----
-SLMStLTr2008-3 FRN 25/10/2021----
-SLMStLTr2008-3 FRN 25/04/2029----
-DeutscheBank FRN 22/02/2018----
-TennesseValley 4,5% 01/04/2018----
-UBS FRN 03/12/2017----
-IrsaPropCom 7,875% 11/05/2017----
-UBS FRN 18/01/2018----
-GrupoTelevisa 8,49% 11/05/2037----
-Bahamas 100 02/04/2038----
-DeutscheBank 31/07/2017 Bkt of Shares----
-DeutscheBank 31/07/2017 Bkt of Shares----
-ElecCaracas 8,5% 10/04/2018----
-DeutscheBank FRN 29/03/2018----
-DeutscheBank 12/04/2018 Bkt of Shares----
-Venezuela 9% 07/05/2023----
-Venezuela 9,25% 07/05/2028----
-DeutscheBank 17/04/2018 Bkt of Shares----
-AmericaMovil 8,46% 18/12/2036----
-DeutscheBank FRN 10/05/2017----
-Pemex 6,625% 15/06/2038----
-BankofAmerCorp 6,4% 10/06/2023----
-Sylph FRN 28/09/2020----
-FreddieMac 4,875% 13/06/2018----
-DeutscheBank ZCN 29/05/2018----
-Cypher FRN 28/09/2020----
-UBS FRN 26/06/2018----
-DeutscheBank 25/06/2018 Bkt of Shares----
-Jamaica 8% 24/06/2019----
-EDFTradingLtd FRN 27/06/2020----
-DeutscheBank FRN 18/06/2018----
-UBS FRN 19/03/2018----
-FresMedCareUSFi 6,875% 15/07/2017----
-UBS 4,3% 26/06/2018----
-UBS FRN 16/05/2018----
-UBS ZCN 18/07/2018----
-UBS ZCN 18/07/2018----
-BancoEspSanto FRN 11/12/2018----
-EDFTradingLtd 2,983% 12/12/2019----
-UBS 5,75% 25/04/2018----
-CanadaHouTrust1 4,1% 15/12/2018----
-UBS 22/08/2018 Hang Seng Index----
-UBS ZCN 24/10/2018----
-UBS ZCN 24/10/2018----
-Mexico 5,95% 19/03/2019----
-Colombia 7,375% 18/03/2019----
-Brasil 5,875% 15/01/2019----
-Philippines 8,375% 17/06/2019----
-HolcimUSFinance 6% 30/12/2019----
-HolcimCapCorp 6,875% 29/09/2039----
-Pemex 8% 03/05/2019----
-CorpNacCobChile 7,5% 15/01/2019----
-Peru 7,125% 30/03/2019----
-FreddieMac 3,75% 27/03/2019----
-GrupoTelevisa 6% 15/05/2018----
-GrupoTelevisa 6% 15/05/2018----
-Lafarge 8,75% 30/05/2017----
-Pemex 8,25% 02/06/2022----
-BcNacDesenvo 6,5% 10/06/2019----
-CentAmBkEcoInte 6,8% 11/06/2019----
-BcBMG 9,95% 05/11/2019----
-EmpresaNacDPetr 6,25% 08/07/2019----
-Philippines 6,5% 20/01/2020----
-Eletrobras 6,875% 30/07/2019----
-EmprePubliDeMed 7,625% 29/07/2019----
-PetrolCTriniTob 9,75% 14/08/2019----
-RobertBosch 5% 06/08/2019----
-PetroCapitalLtd 5,25% 12/08/2019----
-Pemex 5,779% 06/11/2017----
-CSNIslands11 6,875% 21/09/2019----
-Catalunya 5,219% 10/09/2029----
-NomuraBankIntl FRN 15/09/2017----
-NomuraBankIntl FRN 17/09/2019----
-BcBradesco 6,75% 29/09/2019----
-EDFEnergy 4,249% 30/06/2022----
-EDFEnergy 3,311% 30/06/2023----
-NomuraBankIntl FRN 30/09/2019----
-Brasil 5,625% 07/01/2041----
-BcBrasil 8,5% pp----
-AmericaMovil 5% 16/10/2019----
-Venezuela 7,75% 13/10/2019----
-OdebrechtFin 7% 21/04/2020----
-Venezuela 8,25% 13/10/2024----
-FomentoConsCont 6,5% 30/10/2020----
-Colombia 6,125% 18/01/2041----
-Philippines 6,375% 23/10/2034----
-Lafarge 6,85% 06/11/2017----
-TamCapital2 9,5% 29/01/2020----
-Mexichem 8,75% 06/11/2019----
-ControladMabe 7,875% 28/10/2019----
-NomuraBankIntl FRN 05/11/2021----
-InmarsatFinance 7,375% 01/12/2017----
-BcoDCredDelPeru 9,75% 06/11/2069----
-TelefonDeMexico 5,5% 15/11/2019----
-Bahamas 6,95% 20/11/2029----
-CanadaHouTrust1 3,75% 15/03/2020----
-FIL 6,875% 24/02/2017----
-ElSalvador 7,375% 01/12/2019----
-Panama 5,2% 30/01/2020----
-SigmaAlimentos 6,875% 16/12/2019----
-WindAcquiHolFin 12,25% 15/07/2017----
-WindAcquiHolFin 12,25% 15/07/2017----
-Lafarge 5,5% 16/12/2019----
-NetServicosComm 7,5% 27/01/2020----
-BcNacDesenvo 5,5% 12/07/2020----
-Canada 3,5% 13/01/2020----
-NomuraBankIntl FRN 23/12/2019----
-GerdauHoldings 7% 20/01/2020----
-DesarrollaHomex 9,5% 11/12/2019----
-Mexico 5,125% 15/01/2020----
-CocaColaFEMSA 4,625% 15/02/2020----
-BcBrasil 6% 22/01/2020----
-BFFInternationa 7,25% 28/01/2020----
-UrbiDesarUrbano 9,5% 21/01/2020----
-NomuraBankIntl FRN 02/02/2017----
-Pemex 6% 05/03/2020----
-NorthAmericDeBk 4,375% 11/02/2020----
-NomuraBankIntl 13,05% 17/02/2020----
-NomuraBankIntl ZCN 13/08/2042----
-NomuraBankIntl ZCN 13/08/2042----
-NomuraBankIntl ZCN 13/08/2042----
-Argentina 8,75% 02/06/2017----
-Argentina 2,5% 31/12/2038----
-Argentina FRN 15/12/2035----
-DeutscheBank ZCN 17/07/2017----
-DeutscheBank ZCN 16/05/2017----
-DeutscheBank ZCN 17/05/2017----
-NomuraBankIntl 02/03/2020 RUB/EUR----
-NomuraBankIntl FRN 19/03/2020----
-NomuraEuropeFin 5,5% 23/03/2017----
-BancoInterDPeru 8,5% 23/04/2070----
-Stena 7,875% 15/03/2020----
-SocQuimMinChile 5,5% 21/04/2020----
-Lafarge 5% 13/04/2018----
-ItauUnibcoHldg 6,2% 15/04/2020----
-BBVABancomer 7,25% 22/04/2020----
-MagnesitRefract 7,875% 30/03/2020----
-Brasil 4,875% 22/01/2021----
-BcIndCom 8,5% 27/04/2020----
-SBPDPRFinanceCo 5,25% 15/03/2017----
-SBPDPRFinanceCo FRN 15/03/2017----
-HeraeusFinance 4% 29/05/2017----
-MarfrigOverseas 9,5% 04/05/2020----
-Bermuda 5,603% 20/07/2020----
-VirginMediaSecF 6,5% 15/01/2018----
-Argentina FRN 15/12/2035----
-Argentina FRN 15/12/2035----
-AmericaMovil 3,75% 28/06/2017----
-AmericaMovil 4,75% 28/06/2022----
-AmericaMovil 5,75% 28/06/2030----
-DeutscheBank ZCN 02/01/2018----
-CorporacionGEO 9,25% 30/06/2020----
-DeutscheBank FRN 01/06/2017----
-DeutscheBank FRN 09/02/2017----
-DeutscheBank FRN 18/05/2017----
-DeutscheBank 14/08/2017 Bkt of shares----
-DeutscheBank 14/09/2017 Bkt of shares----
-DeutscheBank 29/08/2017 Bkt of shares----
-Pemex 5,5% 21/01/2021----
-DeutscheBank 18/09/2017 Bkt of shares----
-BM&Fbovespa 5,5% 16/07/2020----
-Chile 3,875% 05/08/2020----
-DeutscheBank 20/12/2017 Bkt of shares----
-BcBMG 8,875% 05/08/2020----
-TelefonDeMexico 5,5% 15/11/2019----
-CSNResources 6,5% 21/07/2020----
-GrRollStockCo 6,25% 27/07/2020----
-DeutscheBank FRN 18/09/2017----
-DeutscheBank ZCN 04/04/2017----
-Barbados 7% 04/08/2022----
-Cordoba 12,375% 17/08/2017----
-VirginMediaSecF 6,5% 15/01/2018----
-UBS 4,875% 04/02/2020----
-EmpresaNacDPetr 5,25% 10/08/2020----
-DeutscheBank ZCN 27/07/2018----
-BcBradesco 5,9% 16/01/2021----
-CocaColaFEMSA 4,625% 15/02/2020----
-NomuraBankIntl 4,425% 17/08/2017----
-Venezuela 12,75% 23/08/2022----
-AmericaMovil 5% 30/03/2020----
-AmericaMovil 6,125% 30/03/2040----
-AmericaMovil 5% 16/10/2019----
-CanadaHouTrust1 3,35% 15/12/2020----
-Pemex 6,625% 15/06/2035----
-GolFinance 9,25% 20/07/2020----
-BcNacDesenvo 4,125% 15/09/2017----
-OdebrechtFin 7,5% pp----
-BcCruzeiroDoSul 8,875% 22/09/2020----
-NomuraBankIntl FRN 08/09/2020----
-OIEuropeanGroup 6,75% 15/09/2020----
-FIL 6,75% 19/10/2020----
-BcoDCredDelPeru 5,375% 16/09/2020----
-ItauUnibcoHldg 5,75% 22/01/2021----
-CSNIslands12 7% pp----
-Pemex 6,625% pp----
-BancoInterDPeru 5,75% 07/10/2020----
-Argentina 2,5% 31/12/2038----
-Argentina 2,26% 31/12/2038----
-BcBrasil 5,375% 15/01/2021----
-Argentina 2,5% 31/12/2038----
-Philippines 4% 15/01/2021----
-HapagLloyd 9,75% 15/10/2017----
-SuzanoTrading 5,875% 23/01/2021----
-ContinentalTrst 7,375% 07/10/2040----
-Mexico 5,75% 12/10/2110----
-IxeBanco 9,25% 14/10/2020----
-GerdauTrade 5,75% 30/01/2021----
-EmpDistrComNort 9,75% 25/10/2022----
-CosanOverseas 8,25% pp----
-Bombardier 6,125% 15/05/2021----
-BancoBonsucesso 9,25% 03/11/2020----
-PetroVenezuela 8,5% 02/11/2017----
-GeneralShopFin 10% pp----
-BRProperties 9% pp----
-CorpNacCobChile 3,75% 04/11/2020----
-Peru 5,625% 18/11/2050----
-CorpNacCobChile 3,75% 04/11/2020----
-GeneralShopFin 10% pp----
-EmpDistrComNort 9,75% 25/10/2022----
-ContinSeniorTr 5,5% 18/11/2020----
-ContinSeniorTr 5,5% 18/11/2020----
-BancoSuperviell 11,375% 11/11/2017----
-ItauUnibcoHldg 5,75% 22/01/2021----
-ItauUnibcoHldg 6,2% 15/04/2020----
-AESAndresDomini 9,5% 12/11/2020----
-ContinentalTrst 7,375% 07/10/2040----
-Aiv 30/12/2040 Fund Shares linked----
-SanEstadoSP 6,25% 16/12/2020----
-SanEstadoSP 6,25% 16/12/2020----
-Lafarge 5,375% 29/11/2018----
-BancoBonsucesso 9,25% 03/11/2020----
-AESAndresDomini 9,5% 12/11/2020----
-Aiv 30/12/2040 Fund shares linked----
-MerrillLynch FRN 20/12/2017----
-MerrillLynch FRN 20/12/2017----
-ECL 5,625% 15/01/2021----
-ECL 5,625% 15/01/2021----
-SchlumbergNorg 4,2% 15/01/2021----
-SchlumbOilfield 4,2% 15/01/2021----
-NomuraBankIntl 24/04/2017 Bkt of indices----
-AB Industrivard 27/02/2017----
-SchlumbergNorg 4,2% 15/01/2021----
-SchlumbOilfield 4,2% 15/01/2021----
-BcSafra 6,75% 27/01/2021----
-BcSafra 6,75% 27/01/2021----
-ONOFinance2 10,875% 15/07/2019----
-ONOFinance2 10,875% 15/07/2019----
-ElSalvador 7,625% 01/02/2041----
-ElSalvador 7,625% 01/02/2041----
-FresMedCareUSFi 5,75% 15/02/2021----
-FresMedCareUSFi 5,75% 15/02/2021----
-FMCFinance7 5,25% 15/02/2021----
-FMCFinance7 5,25% 15/02/2021----
-CanadaHouTrust1 3,8% 15/06/2021----
-DeutscheBank 27/02/2017 Bkt of indices----
-PetroVenezuela 12,75% 17/02/2022----
-GrupoTelevisa 6,625% 15/01/2040----
-GrupoTelevisa 6,625% 15/01/2040----
-Cencosud 5,5% 20/01/2021----
-Cencosud 5,5% 20/01/2021----
-BBVABancomer 6,5% 10/03/2021----
-BBVABancomer 6,5% 10/03/2021----
-LibraCapital 16/03/2021 Basket of Hedge Fund----
-NomuraBankIntl 22/03/2017 Nomura RPS Limited shares----
-BRMallsIntlFin 8,5% pp----
-BRMallsIntlFin 8,5% pp----
-Philippines 5,5% 30/03/2026----
-Pescanova 5,125% 20/04/2017----
-GrupoACPInvYDes 9% 30/05/2021----
-AlbaGroup 8% 15/05/2018----
-OdebrechtFin 6% 05/04/2023----
-OdebrechtFin 6% 05/04/2023----
-DeutscheBank 3,06% 18/04/2017----
-DeutscheBank 13/04/2018 KOSPI Index----
-AlbaGroup 8% 15/05/2018----
-VirginMediaSecF 5,25% 15/01/2021----
-SLMPriEdLTr11-A 4,37% 17/04/2028----
-SigmaAlimentos 5,625% 14/04/2018----
-SigmaAlimentos 5,625% 14/04/2018----
-IdealStandIntl 11,75% 01/05/2018----
-IdealStandIntl 11,75% 01/05/2018----
-BcGaliciaBueAir 8,75% 04/05/2018----
-BcGaliciaBueAir 8,75% 04/05/2018----
-MarfrigHldgsEur 8,375% 09/05/2018----
-MarfrigHldgsEur 8,375% 09/05/2018----
-GruposuraFin 5,7% 18/05/2021----
-GruposuraFin 5,7% 18/05/2021----
-ServiciosCorJav 9,875% 06/04/2021----
-ServiciosCorJav 9,875% 06/04/2021----
-GCLHoldings 9,375% 15/04/2018----
-Heckler&Koch 9,25% 15/05/2018----
-Heckler&Koch 9,25% 15/05/2018----
-BcBrasil 5,875% 26/01/2022----
-BcBrasil 5,875% 26/01/2022----
-PPLWemHoldings 5,375% 01/05/2021----
-ComFedElec 4,875% 26/05/2021----
-BarryCallebautS 5,625% 15/06/2021----
-ZincCapital 8,875% 15/05/2018----
-ZincCapital 8,875% 15/05/2018----
-TamCapital3 8,375% 03/06/2021----
-TamCapital3 8,375% 03/06/2021----
-ComFedElec 4,875% 26/05/2021----
-AstonMartinCap 9,25% 15/07/2018----
-AstonMartinCap 9,25% 15/07/2018----
-ItauUnibcoHldg 6,2% 21/12/2021----
-ItauUnibcoHldg 6,2% 21/12/2021----
-CentAmBkEcoInte 2,41% 05/07/2023----
-ArdillaSegur 28/12/2040 Silver Reel Entertainment Mezzanin----
-Colombia 4,375% 12/07/2021----
-BrenntagFinance 5,5% 19/07/2018----
-TransEnerAltTen 9,75% 15/08/2021----
-TransEnerAltTen 9,75% 15/08/2021----
-IndustrialSubTr 8,25% 27/07/2021----
-IndustrialSubTr 8,25% 27/07/2021----
-DominicanRepubl 7,5% 06/05/2021----
-Venezuela 11,95% 05/08/2031----
-Aiv ZCN 30/12/2033----
-NomuraBankIntl 1,6% 07/04/2021----
-BormRoccoHldgs 10% 01/08/2018----
-Canada 0,875% 14/02/2017----
-BormRoccoHldgs 10% 01/08/2018----
-AesGener 5,25% 15/08/2021----
-AesGener 5,25% 15/08/2021----
-Chile 3,25% 14/09/2021----
-PetrobrGlobaFin 4,875% 07/03/2018----
-VirginMediaSecF 5,25% 15/01/2021----
-VirginMediaSecF 5,5% 15/01/2021----
-UBS 4,13% 28/09/2021----
-GreifNevadaHld 7,375% 15/07/2021----
-BcBrasil 3,875% 23/01/2017----
-CGG 6,5% 01/06/2021----
-Venezuela 11,75% 21/10/2026----
-Eletrobras 5,75% 27/10/2021----
-Eletrobras 5,75% 27/10/2021----
-EmprEnergBogota 6,125% 10/11/2021----
-TürkEkonomBank FRN 04/11/2023----
-AmericaMovil 4,125% 25/10/2019----
-AmericaMovil 5% 27/10/2026----
-CorpNacCobChile 3,875% 03/11/2021----
-CorpNacCobChile 3,875% 03/11/2021----
-Pemex 5,5% 21/01/2021----
-Pemex 6,5% 02/06/2041----
-KemIndusAndExpo 5,5% 21/06/2017----
-OdebrechtFin 7,5% pp----
-EmprEnergBogota 6,125% 10/11/2021----
-BcoDCredDelPeru 6,875% 16/09/2026----
-BcoDCredDelPeru 6,875% 16/09/2026----
-CanadaHouTrust1 FRN 15/03/2017----
-CanadaHouTrust1 2,65% 15/03/2022----
-PetrolGeoServ 7,375% 15/12/2018----
-PetrolGeoServ 7,375% 15/12/2018----
-PetrobrGlobaFin 5,875% 07/03/2022----
-PetrobrGlobaFin 6,25% 14/12/2026----
-CostaRicaElec 6,95% 10/11/2021----
-CostaRicaElec 6,95% 10/11/2021----
-GreifNevadaHld 7,375% 15/07/2021----
-BcBrasil 9,25% pp----
-EmpresaNacDPetr 4,75% 06/12/2021----
-EmpresaNacDPetr 4,75% 06/12/2021----
-Mexico 3,625% 15/03/2022----
-Philippines 5% 13/01/2037----
-BcBrasil 9,25% pp----
-DeutscheBank FRN 16/02/2017----
-SanluisCoInter 7% 31/12/2020----
-Pemex 4,875% 24/01/2022----
-Pemex 4,875% 24/01/2022----
-FIL 7,125% 13/02/2024----
-Pescanova 8,75% 17/02/2019----
-Camposol 9,875% 02/02/2017----
-WPEIntlCoop 10,375% 30/09/2020----
-WPEIntlCoop 10,375% 30/09/2020 Rule 144A----
-Camposol 9,875% 02/02/2017----
-CorFinDeDesarol 4,75% 08/02/2022----
-CentralAmBottl 6,75% 09/02/2022----
-CorFinDeDesarol 4,75% 08/02/2022----
-BcoSantandBras 4,625% 13/02/2017----
-BcoSantandBras 4,625% 13/02/2017----
-CentralAmBottl 6,75% 09/02/2022----
-CSNResources 6,5% 21/07/2020----
-BcBradesco 5,75% 01/03/2022----
-CentAmBkEcoInte 3,875% 09/02/2017----
-CentAmBkEcoInte 3,875% 09/02/2017----
-VolcanCoMinera 5,375% 02/02/2022----
-VolcanCoMinera 5,375% 02/02/2022----
-NomuraBankIntl ZCN 17/02/2042----
-BcBradesco 5,75% 01/03/2022----
-MediocredTrAlAd FRN 10/05/2017----
-MerrillLynch 23/02/2017 Credit Linked----
-UBS ZCN 22/02/2017----
-FreddieMac 2,375% 13/01/2022----
-FreddieMac 1% 08/03/2017----
-JPMorgStrucProd 15/02/2017 Maruti Suzuki India Shares----
-JPMorgStrucProd 16/02/2017 Asian Paints Shares----
-Afren 10,25% 08/04/2019----
-Afren 10,25% 08/04/2019 Rule 144A----
-BuenosAiresCity 9,95% 01/03/2017----
-BuenosAiresCity 9,95% 01/03/2017----
-JPMorgStrucProd 16/02/2017 Mahindra & Mahindra Shares----
-JPMorgStrucProd 16/02/2017 State Bank of India Shares----
-JPMorgStrucProd 16/02/2017 Sesa Goa Shares----
-JPMorgStrucProd 16/02/2017 Shriram Transport Finance Co Sh----
-ComFedElec 5,75% 14/02/2042----
-ComFedElec 5,75% 14/02/2042----
-DeutscheBank FRN 29/03/2017----
-Mexico 4,75% 08/03/2044----
-BcBMG 9,625% 27/03/2017----
-ItauUnibcoHldg 5,65% 19/03/2022----
-ItauUnibcoHldg 5,65% 19/03/2022----
-CanadaHouTrust1 2,05% 15/06/2017----
-TranspGasInter 5,7% 20/03/2022----
-AquariusPlusInv FRN pp----
-CorporacionGEO 8,875% 27/03/2022----
-Infrabel 3,95% 27/03/2024----
-DesarrollaHomex 9,75% 25/03/2020----
-DesarrollaHomex 9,75% 25/03/2020 Rule 144A----
-UrbiDesarUrbano 9,75% 03/02/2022----
-UrbiDesarUrbano 9,75% 03/02/2022 Rule 144A----
-FreddieMac 1,25% 12/05/2017----
-MerrillLynch 4,4% 20/03/2017 Credit linked----
-CorporacionGEO 8,875% 27/03/2022 Rule 144A----
-MerrillLynch FRN 05/04/2022----
-BcBrasil 5,875% 19/01/2023----
-BcBrasil 5,875% 19/01/2023----
-FreddieMac 1,75% 30/05/2019----
-TermPortEurPait 8,125% 01/04/2037----
-TermPortEurPait 8,125% 01/04/2037----
-Infrabel 4% 19/04/2027----
-BcoLatinComExt 3,75% 04/04/2017----
-BcoLatinComExt 3,75% 04/04/2017----
-Pemex 6,125% 26/04/2017----
-GeneralShoppInv 12% pp----
-GeneralShoppInv 12% pp----
-BcoNordesteBras 4,375% 03/05/2019----
-Schmolz&BickenL 9,875% 15/05/2019----
-BcoNordesteBras 4,375% 03/05/2019----
-GategroupFinLux 6,75% 01/03/2019----
-GategroupFinLux 6,75% 01/03/2019----
-Infrabel 3,75% 04/05/2023----
-DeutscheBank FRN 04/05/2017----
-FedHomeLoanBks 1% 21/06/2017----
-VirginMediaFin 5,25% 15/02/2022----
-MerrillLynch FRN 20/06/2017----
-GloboComunPart 5,307% 11/05/2022----
-GloboComunPart 5,307% 11/05/2022----
-TürkEkonomBank FRN 14/05/2024----
-GloboComunPart 4,875% 11/04/2022----
-GloboComunPart 4,875% 11/04/2022----
-FreddieMac 1% 29/06/2017----
-Encevo 3,75% 15/06/2019----
-Schmolz&BickenL 9,875% 15/05/2019----
-CanadaHouTrust1 FRN 15/09/2017----
-Infrabel 3,616% 25/05/2023----
-DeutscheBank ZCN 11/05/2018----
-DeutscheBank ZCN 25/04/2017----
-InmarsatFinance 7,375% 01/12/2017----
-JPMorgStrucProd 16/05/2017 Bharat Forge Shares----
-DeutscheBank FRN 07/06/2017----
-FNMA 1,25% 30/01/2017----
-FNMA 1,125% 27/04/2017----
-Brf 5,875% 06/06/2022----
-DeutscheBank 28/03/2017 Telefonica Shares----
-Guatemala 5,75% 06/06/2022----
-Guatemala 5,75% 06/06/2022----
-Brf 5,875% 06/06/2022----
-BcoDCredDelPeru 6,125% 24/04/2027----
-BcoDCredDelPeru 6,125% 24/04/2027----
-Bermuda 4,138% 03/01/2023----
-Pemex 5,5% 27/06/2044----
-Pemex 5,5% 27/06/2044----
-FreddieMac 1% 28/07/2017----
-Bermuda 4,138% 03/01/2023----
-TürkEkonomBank FRN 20/07/2024----
-OdebrechtFin 5,125% 26/06/2022----
-OdebrechtFin 5,125% 26/06/2022----
-OdebrechtFin 7,125% 26/06/2042----
-OdebrechtFin 7,125% 26/06/2042----
-Lafarge 5,875% 09/07/2019----
-Vale 3,75% 10/01/2023----
-Lafarge 5% 19/01/2018----
-CorpNacCobChile 3% 17/07/2022----
-ControladMabe 7,875% 28/10/2019----
-AmericaMovil 3% 12/07/2021----
-CorpNacCobChile 3% 17/07/2022----
-CorpNacCobChile 4,25% 17/07/2042----
-CorpNacCobChile 4,25% 17/07/2042----
-JBICooperation 1,125% 19/07/2017----
-JBICooperation 1,125% 19/07/2017----
-BancaMifel 9,75% 16/05/2022----
-UBS ZCN pp----
-PCAMIssuance 30/06/2022 Prime Capital M-1 SP Fund----
-SappiPapierHldg 7,75% 15/07/2017----
-SappiPapierHldg 7,75% 15/07/2017----
-FreddieMac 1,25% 01/08/2019----
-ItauUnibcoHldg 5,5% 06/08/2022----
-ItauUnibcoHldg 5,5% 06/08/2022----
-Cofinimmo 3,598% 07/02/2020----
-CredSuisseGrpG2 9,5% pp----
-CentAmBkEcoInte 4% 13/08/2032----
-AmericaMovil 4,375% 07/08/2041----
-BcoGNBSudameris 7,5% 30/07/2022----
-BcoGNBSudameris 7,5% 30/07/2022----
-BancoDavivienda 5,875% 09/07/2022----
-BancoDavivienda 5,875% 09/07/2022----
-FreddieMac 1% 29/09/2017----
-CanadaHouTrust1 2,4% 15/12/2022----
-CentAmBkEcoInte 279,319 23/08/2042----
-JPMorgStrucProd 14/08/2017 Titan Industries Shares----
-Aruba 4,625% 14/09/2023----
-TelenetFina5Lux 6,25% 15/08/2022----
-TelenetFina5Lux 6,25% 15/08/2022----
-TelenetFina5Lux 6,75% 15/08/2024----
-TelenetFina5Lux 6,75% 16/08/2024----
-Brasil 2,625% 05/01/2023----
-BBVABancoContin 5% 26/08/2022----
-BBVABancoContin 5% 26/08/2022----
-BancoBTGPactual 5,75% 28/09/2022----
-CanadaHouTrust1 1,7% 15/12/2017----
-PetrobrGlobaFin 3,25% 01/04/2019----
-PetrobrGlobaFin 5,375% 01/10/2029----
-TpkHoldingCoLtd 100 01/10/2017----
-ScotiabankPeru 4,5% 13/12/2027----
-ScotiabankPeru 4,5% 13/12/2027----
-GrupoAval 4,75% 26/09/2022----
-FreddieMac 1,25% 02/10/2019----
-UBS ZCN 05/10/2018----
-Pemex 4,875% 24/01/2022----
-Pemex 5,5% 27/06/2044----
-MagnesitaFin 8,625% pp----
-MagnesitaFin 8,625% pp----
-CabotFinanciLux 10,375% 01/10/2019----
-BcBrasil 3,875% 10/10/2022----
-GrupoAval 4,75% 26/09/2022----
-UnitymediaHess 5,5% 15/09/2022----
-UnitymediaHess 5,5% 15/09/2022----
-TelefonicaChile 3,875% 12/10/2022----
-Bolivia 4,875% 29/10/2022----
-Bolivia 4,875% 29/10/2022----
-BancoBTGPactual 5,75% 28/09/2022----
-CabotFinanciLux 10,375% 01/10/2019----
-Pemex 5,5% 27/06/2044----
-Mexichem 4,875% 19/09/2022----
-Mexichem 4,875% 19/09/2022----
-Mexichem 6,75% 19/09/2042----
-Mexichem 6,75% 19/09/2042----
-TelefonicaChile 3,875% 12/10/2022----
-Otto 3,875% 01/11/2019----
-NorthAmericDeBk 2,4% 26/10/2022----
-Chile 2,25% 30/10/2022----
-Chile 3,625% 30/10/2042----
-TransGasNorte 9% 22/08/2019----
-CaixaEconomicaF 2,375% 06/11/2017----
-CaixaEconomicaF 2,375% 06/11/2017----
-CaixaEconomicaF 3,5% 07/11/2022----
-CaixaEconomicaF 3,5% 07/11/2022----
-NomuraBankIntl FRN 02/11/2017----
-NomuraBankIntl FRN 02/11/2017----
-CaribbeanDevBk 4,375% 09/11/2027----
-CaribbeanDevBk 4,375% 09/11/2027----
-ItauUnibcoHldg 5,125% 13/05/2023----
-ItauUnibcoHldg 5,125% 13/05/2023----
-IndustrSenioTru 5,5% 01/11/2022----
-IndustrSenioTru 5,5% 01/11/2022----
-AninFinanNo5Plc 13% 15/01/2023----
-FMSWertmgt 1% 21/11/2017----
-BcoSantanderMex 4,125% 09/11/2022----
-BcoSantanderMex 4,125% 09/11/2022----
-CanadaHouTrust1 FRN 15/03/2018----
-CostaRica 4,25% 26/01/2023----
-CostaRica 4,25% 26/01/2023----
-MerrillLynch 4,35% 20/06/2017----
-FreddieMac 0,75% 12/01/2018----
-ColombiaTelecom 5,375% 27/09/2022----
-ColombiaTelecom 5,375% 27/09/2022----
-AninFinanNo5Plc 13% 15/01/2023----
-VirginMediaFin 4,875% 15/02/2022----
-VirginMediaFin 5,125% 15/02/2022----
-ExpDevCanada 0,75% 15/12/2017----
-ElSalvador 5,875% 30/01/2025----
-ElSalvador 5,875% 30/01/2025----
-EtabliJSoufflet 4,25% 21/12/2018----
-TechemGmbh 6,125% 01/10/2019----
-CentAmBkEcoInte 4% 29/11/2027----
-TechemGmbh 6,125% 01/10/2019----
-TechEnerMetServ 7,875% 01/10/2020----
-TechEnerMetServ 7,875% 01/10/2020----
-NomuraBankIntl ZCN 13/12/2042----
-UnitymediaHess 5,5% 15/01/2023----
-UnitymediaHess 5,5% 15/01/2023----
-UnitymediaHess 5,75% 15/01/2023----
-UnitymediaHess 5,75% 15/01/2023----
-Apetra 2,125% 17/12/2020----
-TelefCelulParag 6,75% 13/12/2022----
-TelefCelulParag 6,75% 13/12/2022----
-AlticeFinco 9,875% 15/12/2020----
-AlticeFinco 9,875% 15/12/2020----
-AmericaMovil 6,45% 05/12/2022----
-NomuraBankIntl ZCN 20/12/2042----
-NorthAmericDeBk 3,3% 17/12/2030----
-BSA 3,15% 19/12/2017----
-BSA 3,45% 19/12/2018----
-BSA 3,75% 19/12/2019----
-UBS ZCN 18/12/2017----
-JPMorgStrucProd 26/12/2017 Bharti Infratel Shares----
-TransGasNorte 9% 22/08/2019----
-TransGasNorte 9% 22/08/2019----
-ZobeleHolding 7,875% 01/02/2018----
-Corpbanca 3,125% 15/01/2018----
-PesqExalSAA 7,375% 31/01/2020----
-NaturexSA 4,4% 30/06/2019----
-BancoBTGPactual 4% 16/01/2020----
-BancoBTGPactual 4% 16/01/2020----
-FreddieMac 0,875% 07/03/2018----
-UnitymediaHess 5,125% 21/01/2023----
-UnitymediaHess 5,125% 21/01/2023----
-JaguarLandRAuto 5,625% 01/02/2023----
-JaguarLandRAuto 5,625% 01/02/2023----
-BancoDavivienda 2,95% 29/01/2018----
-Paraguay 4,625% 25/01/2023----
-Paraguay 4,625% 25/01/2023----
-WMGAcquisition 6,25% 15/01/2021----
-WMGAcquisition 6,25% 15/01/2021----
-GVMDebenturLUX1 5,75% 14/02/2018----
-Pemex 3,5% 30/01/2023----
-BcBrasil 6,25% pp----
-Colombia 2,625% 15/03/2023----
-BcBrasil 6,25% pp----
-PesqExalSAA 7,375% 31/01/2020----
-VoyageCareBondc 6,5% 01/08/2018----
-BancoDavivienda 2,95% 29/01/2018----
-VoyageCareBondc 6,5% 01/08/2018----
-VoyageCareBondc 11% 01/02/2019----
-VoyageCareBondc 11% 01/02/2019----
-CerHealthCare 7% 01/02/2020----
-JPMorgStrucProd FRN 29/01/2018----
-Ontario 1,2% 14/02/2018----
-ZobeleHolding 7,875% 01/02/2018----
-NomuraBankIntl FRN 19/02/2018----
-SMU 7,75% 08/02/2020----
-SMU 7,75% 08/02/2020----
-Guatemala 4,875% 13/02/2028----
-Guatemala 4,875% 13/02/2028----
-GolLuxco 10,75% 12/02/2023----
-GolLuxco 10,75% 12/02/2023----
-Infinis 7% 15/02/2019----
-AquariusPlusInv FRN 01/09/2024----
-Infinis 7% 15/02/2019----
-DeutscheBank 1,5% 08/03/2018----
-BiteFinanceIntl FRN 15/02/2018----
-ArqivaBroadcFin 9,5% 31/03/2020----
-ArqivaBroadcFin 9,5% 31/03/2020----
-BancoDeBogota 5,375% 19/02/2023----
-BancoDeBogota 5,375% 19/02/2023----
-JBICooperation 2,3% 19/03/2018----
-MerrillLynch 22/03/2018 Credit-Linked----
-TenNemSACV 5,5% 28/02/2023----
-TenNemSACV 5,5% 28/02/2023----
-CFRInternationa 5,125% 06/12/2022----
-CFRInternationa 5,125% 06/12/2022----
-Cencosud 4,875% 20/01/2023----
-CerHealthCare 7% 01/02/2020----
-Cencosud 4,875% 20/01/2023----
-LYNXIICORP 6,375% 15/04/2023----
-VirginMediaSecF 6% 15/04/2021----
-LYNXIICORP 7% 15/04/2023----
-LYNXIICORP 6,375% 15/04/2023----
-VirginMediaSecF 6% 15/04/2021----
-LYNXIICORP 7% 15/04/2023----
-CanadaHouTrust1 1,75% 15/06/2018----
-Alicorp 3,875% 20/03/2023----
-AlgecoScotGlFin 9% 15/10/2018----
-Alicorp 3,875% 20/03/2023----
-AlgecoScotGlFin 9% 15/10/2018----
-AlgecoScotGlFin 8,5% 15/10/2018----
-AlgecoScotGlFin 8,5% 15/10/2018----
-AlgecoScotGlFin 10,75% 15/10/2019----
-MerrillLynch 20/12/2017 Credit linked----
-MorganStanley FRN 22/03/2018----
-VTB Capital ZCN 21/03/2017----
-Rexel 5,25% 15/06/2020----
-Rexel 5,25% 15/06/2020----
-SocQuimMinChile 3,625% 03/04/2023----
-SocQuimMinChile 3,625% 03/04/2023----
-CompaniaMinMil 4,625% 28/03/2023----
-UBS ZCN 04/04/2018----
-FreddieMac 1,375% 01/05/2020----
-GasNaturLimaYCa 4,375% 01/04/2023----
-GasNaturLimaYCa 4,375% 01/04/2023----
-JPMChase&Co ZCN 12/04/2025----
-OIEuropeanGroup 4,875% 31/03/2021----
-OIEuropeanGroup 4,875% 31/03/2021----
-JPMChase&Co FRN 12/04/2025----
-UnitymediaHess 5,625% 15/04/2023----
-UnitymediaHess 5,625% 15/04/2023----
-BBVABancoContin 3,25% 08/04/2018----
-Mexico 2,75% 22/04/2023----
-NomuraBankIntl ZCN 25/04/2043----
-WindAcquisitFin 6,5% 30/04/2020----
-WindAcquisitFin FRN 30/04/2019----
-FNMA 0,875% 28/08/2017----
-FNMA 0,875% 08/02/2018----
-FNMA 0,875% 20/12/2017----
-FNMA 0,875% 26/10/2017----
-FNMA 0,875% 21/05/2018----
-Kazkommertsbank 5,5% 21/12/2022----
-Kazkommertsbank 5,5% 21/12/2022----
-UBS ZCN 25/04/2018----
-Panama 4,3% 29/04/2053----
-CostaRica 4,375% 30/04/2025----
-CostaRica 4,375% 30/04/2025----
-CostaRica 5,625% 30/04/2043----
-CostaRica 5,625% 30/04/2043----
-Ziggo 3,625% 27/03/2020----
-Ziggo 3,625% 27/03/2020----
-WindAcquisitFin 6,5% 30/04/2020----
-WindAcquisitFin FRN 30/04/2019----
-BBVABancoContin 3,25% 08/04/2018----
-GBLVerwtgSA 1,25% 07/02/2017----
-TransGasPeru 4,25% 30/04/2028----
-JPMorgStrucProd FRN 23/04/2018----
-HldingMediPart 7% 15/05/2020----
-HldingMediPart 7% 15/05/2020----
-BcoGNBSudameris 3,875% 02/05/2018----
-BcoGNBSudameris 3,875% 02/05/2018----
-Ferreycorp 4,875% 26/04/2020----
-BTGInvestments 4,5% 17/04/2018----
-BTGInvestments 4,5% 17/04/2018----
-ConsTransmSA 4,375% 07/05/2023----
-ConsTransmSA 4,375% 07/05/2023----
-PhnixPIBDutFin 3,125% 27/05/2020----
-GlobeLuxembourg 9,625% 01/05/2018----
-GlobeLuxembourg 9,625% 01/05/2018----
-VTB Capital 11/05/2017 Emaar Properties PJSC Shares----
-BrightHouseGrou 7,875% 15/05/2018----
-BrightHouseGrou 7,875% 15/05/2018----
-Nitrogenmuvek 7,875% 21/05/2020----
-Nitrogenmuvek 7,875% 21/05/2020----
-OdebrechtFin 4,375% 25/04/2025----
-OdebrechtFin 4,375% 25/04/2025----
-CanadaHouTrust1 2,35% 15/09/2023----
-CanadaHouTrust1 FRN 15/09/2018----
-DeutscheBank FRN 19/04/2018----
-VTB Capital 11/05/2017 Qatar National Bank Shares----
-VTB Capital ZCN 11/05/2017----
-GerdauTrade 4,75% 15/04/2023----
-GerdauTrade 4,75% 15/04/2023----
-Astaldi 4,5% 31/01/2019----
-AndGutInterSA 4% 30/04/2018----
-AndGutInterSA 4% 30/04/2018----
-RobertBoschInvN 1,625% 24/05/2021----
-Brf 3,95% 22/05/2023----
-RobertBoschInvN 2,625% 24/05/2028----
-Brf 3,95% 22/05/2023----
-RobertBoschInvN 2,979% 27/05/2033----
-RoyalBkScot ZCN 08/12/2017----
-MillicomIntlCel 4,75% 22/05/2020----
-NomuraEuropeFin 1,875% 29/05/2018----
-FrigoglassFinan 8,25% 15/05/2018----
-FrigoglassFinan 8,25% 15/05/2018----
-CorpGroupBking 6,75% 15/03/2023----
-CorpGroupBking 6,75% 15/03/2023----
-SocNatleImmobil 2,2% 14/06/2023----
-NokiaSol&NetFin 6,75% 15/04/2018----
-NokiaSol&NetFin 6,75% 15/04/2018----
-NokiaSol&NetFin 7,125% 15/04/2020----
-NokiaSol&NetFin 7,125% 15/04/2020----
-VTB Capital ZCN 11/05/2017----
-VTB Capital ZCN 11/05/2017----
-JPMChase&Co ZCN 06/06/2033----
-JPMorgStrucProd ZCN 31/05/2018----
-Ontario 2,45% 29/06/2022----
-Ontario 1,65% 27/09/2019----
-Ontario 1,1% 25/10/2017----
-JPMorgStrucProd 31/05/2018 Emaar Properties Shares----
-CosanLuxembourg 5% 14/03/2023----
-CosanLuxembourg 5% 14/03/2023----
-BcoDCredDelPeru 4,25% 01/04/2023----
-BcoDCredDelPeru 4,25% 01/04/2023----
-BcoReseRepubDom 7% 01/02/2023----
-BcoReseRepubDom 7% 01/02/2023----
-CostaRicaElec 6,375% 15/05/2043----
-CostaRicaElec 6,375% 15/05/2043----
-BarryCallebautS 5,5% 15/06/2023----
-BarryCallebautS 5,5% 15/06/2023----
-NomuraBankIntl ZCN 19/06/2043----
-Terisam 4,012% 21/06/2020----
-RedCarretOccide 9% 10/06/2028----
-RedCarretOccide 9% 10/06/2028----
-Amplifon 4,875% 16/07/2018----
-VTB Capital ZCN 11/05/2017----
-TürkEkonomBank FRN 28/06/2023----
-TürkEkonomBank FRN 27/06/2023----
-MarlinIntermHol 10,5% 01/08/2020----
-UBS pp Jyske Bank Managed Commoditiy Total Return Index----
-GrupoTelevisa 7,25% 14/05/2043----
-UBS FRN 25/06/2019----
-JPMChase&Co ZCN 25/06/2025----
-CanadaHouTrust1 2,05% 15/06/2018----
-VTB Capital ZCN 11/05/2017----
-BNPParibas FRN 05/07/2021----
-GolSachsIntl 01/07/2019----
-UBS ZCN 24/06/2019----
-MizuhoBank ZCN 08/07/2043----
-MizuhoBank ZCN 09/07/2043----
-OrpeaBelgium 4% 31/12/2018----
-NomuraBankIntl ZCN 05/07/2043----
-OrpeaBelgium 4,45% 31/12/2020----
-JKXOil&GasJerse 14% 19/02/2020----
-NomuraBankIntl 20/06/2018 Credit linked----
-MerrillLynch 6,5% 20/09/2017----
-JPMorgStrucProd 02/07/2018 TTK Prestige Ltd. Shares----
-JPMorgStrucProd 02/07/2018 Indraprastha Gas Ltd. Shares----
-JPMorgStrucProd FRN 11/11/2019----
-JPMorgStrucProd ZCN 09/07/2019----
-Pemex 4,875% 18/01/2024----
-Pemex 3,5% 18/07/2018----
-Pemex FRN 18/07/2018----
-JPMChase&Co FRN 17/07/2025----
-EquinitiNewco2 7,125% 15/12/2018----
-EquinitiNewco2 7,125% 15/12/2018----
-EquinitiNewco2 FRN 15/12/2018----
-EquinitiNewco2 FRN 15/12/2018----
-InterxionHldg 6% 15/07/2020 Reg S----
-InterxionHldg 6% 15/07/2020 Rule 144A----
-BNPParibas FRN 24/07/2023----
-SumitMitsuBking 2,75% 24/07/2023----
-BcBrasil 3,75% 25/07/2018----
-BcBrasil 3,75% 25/07/2018----
-BNPParibas FRN 24/07/2023----
-JBICooperation 1,75% 31/07/2018----
-JBICooperation 3,375% 31/07/2023----
-DeutscheBank FRN 12/07/2018----
-RainCIICarbonLL 8,25% 15/01/2021----
-RainCIICarbonLL 8,25% 15/01/2021----
-VTB Capital ZCN 17/05/2017----
-VTB Capital ZCN 17/05/2017----
-AgrialFinances 4% 31/07/2020----
-JPMChase&Co ZCN 30/07/2043----
-Metalsa 4,9% 24/04/2023----
-Metalsa 4,9% 24/04/2023----
-SodiaalInternat 3,44% 31/12/2018----
-SodiaalInternat 3,74% 31/12/2019----
-BNPParibasArbit 30/07/2018 Oil----
-AmericaMovil 3,259% 22/07/2023----
-AmericaMovil 4,9848% 22/07/2033----
-ManutencoopFacM 8,5% 01/08/2020----
-ManutencoopFacM 8,5% 01/08/2020----
-Bermuda 4,854% 06/02/2024----
-Bermuda 4,854% 06/02/2024----
-JPMChase&Co ZCN 06/08/2043----
-AlticeFinco 9% 15/06/2023----
-AlticeFinco 9% 15/06/2023----
-MerrillLynch FRN 01/08/2023----
-FondoMivivienda 3,5% 31/01/2023----
-FondoMivivienda 3,5% 31/01/2023----
-CeramTecGroup 8,25% 15/08/2021----
-CorpNacCobChile 4,5% 13/08/2023----
-CorpNacCobChile 4,5% 13/08/2023----
-JPMChase&Co ZCN 13/08/2043----
-BcodeCostaRica 5,25% 12/08/2018----
-Uruguay 4,5% 14/08/2024----
-Bolivia 5,95% 22/08/2023----
-Bolivia 5,95% 22/08/2023----
-UBS FRN 21/08/2019----
-CanadaHouTrust1 3,15% 15/09/2023----
-JPMorgStrucProd ZCN 27/08/2019----
-JPMChase&Co ZCN 28/08/2043----
-CabotFinanciLux 8,375% 01/08/2020----
-CabotFinanciLux 8,375% 01/08/2020----
-JPMorgStrucProd FRN 27/08/2019----
-NomuraBankIntl FRN 28/08/2028----
-JPMChase&Co FRN 29/08/2023----
-FNMA 1,875% 18/09/2018----
-SGIssuer FRN 15/04/2021----
-NomuraBankIntl 20/06/2018 Credit linked----
-DeutscheBank 2% 20/09/2018----
-DeutscheBank FRN 05/09/2018----
-BrussAirpCompan 3,3% 09/09/2025----
-BancoBTGPactual 6,85% 10/09/2018----
-AmericaMovil 5,125% 06/09/2073----
-AmericaMovil 6,375% 06/09/2073----
-AmericaMovil 6,375% 06/09/2073----
-SGIssuer FRN 15/04/2021----
-SGIssuer FRN 15/04/2021----
-CeramTecGroup 8,25% 15/08/2021----
-SGIssuer FRN 15/04/2021----
-Otto 3,75% 17/09/2020----
-Apetra 3,125% 25/09/2023----
-DeutscheBank FRN 03/10/2018----
-SGIssuer FRN 15/04/2021----
-DeutscheBank ZCN 01/07/2019----
-DeutscheBank ZCN 25/06/2019----
-JPMChase&Co FRN 24/09/2023----
-SGIssuer FRN 15/04/2021----
-HapagLloyd 7,75% 01/10/2018----
-CanadaHouTrust1 2,35% 15/12/2018----
-HapagLloyd 7,75% 01/10/2018----
-JPMChase&Co 3,82% 23/09/2033----
-Colombia 4% 26/02/2024----
-DeutscheBank 2% 11/10/2018----
-NomuraBankIntl 4,25% 26/09/2033----
-Ontario 2% 27/09/2018----
-SGIssuer FRN 10/10/2018----
-SGIssuer FRN 10/10/2018----
-SGIssuer FRN 15/04/2021----
-Mexico 4% 02/10/2023----
-CaixaEconomicaF 4,5% 03/10/2018----
-CaixaEconomicaF 4,5% 03/10/2018----
-ExpDevCanada 1,5% 03/10/2018----
-BcNacDesenvo 5,75% 26/09/2023----
-BcNacDesenvo 5,75% 26/09/2023----
-Otto 3,376% 13/12/2019----
-ExpDevCanada 0,875% 30/01/2017----
-SohoHouseBond 9,125% 01/10/2018----
-EmmaDeltaFinanc 8,5% 15/10/2017----
-NorthAmericDeBk 2,3% 10/10/2018----
-BNPParibasArbit ZCN 13/10/2021----
-SPCM 6% 15/01/2022----
-MillicomIntlCel 6,625% 15/10/2021----
-SPCM 6% 15/01/2022----
-JPMChase&Co 5% 21/10/2043----
-DeutscheBank ZCN 01/11/2018----
-CorpNacCobChile 5,625% 18/10/2043----
-CorpNacCobChile 5,625% 18/10/2043----
-ComFedElec 4,875% 15/01/2024----
-HapagLloyd 7,75% 01/10/2018----
-PrologisIntFuII 2,75% 23/10/2018----
-ComFedElec 4,875% 15/01/2024----
-BilbaoLuxembour 10,5% 01/12/2018----
-JPMChase&Co 09/01/2019 EUR/BRL----
-BilbaoLuxembour 10,5% 01/12/2018----
-ArcosDorados 6,625% 27/09/2023----
-ArcosDorados 6,625% 27/09/2023----
-AriesCapitalD 4,735% 18/09/2023----
-BcoNacCostaRica 4,875% 01/11/2018----
-BcoNacCostaRica 4,875% 01/11/2018----
-BcoNacCostaRica 6,25% 01/11/2023----
-BcoNacCostaRica 6,25% 01/11/2023----
-JPMChase&Co ZCN 29/10/2043----
-BantrabSeniTrus 9% 14/11/2020----
-BNPParibasArbit 31/10/2018 Bkt of Shares----
-JPMorgStrucProd ZCN 30/10/2018----
-SGIssuer FRN 15/04/2021----
-CIBC ZCN 05/11/2018----
-Brasil 4,25% 07/01/2025----
-SohoHouseBond 9,125% 01/10/2018 Rule 144A----
-SanMiguelIndPET 7,75% 06/11/2020----
-SanMiguelIndPET 7,75% 06/11/2020----
-FNMA 1,625% 27/11/2018----
-BNPParibas 8,05% 06/11/2017----
-EmmaDeltaFinanc 8,5% 15/10/2017----
-EmmaDeltaFinanc 12% 15/10/2017----
-EmmaDeltaFinanc 12% 15/10/2017----
-DeutscheBank FRN 25/09/2018----
-GolSachsIntl FRN 06/11/2020----
-BantrabSeniTrus 9% 14/11/2020----
-DeutscheBank FRN 09/10/2018----
-DeutscheBank ZCN 29/10/2019----
-DominicanRepubl 6,6% 28/01/2024----
-DominicanRepubl 6,6% 28/01/2024----
-AKSHOptifibre ZCN 10/02/2019----
-FMSWertmgt 1,625% 20/11/2018----
-GolSachsGr FRN 11/11/2020----
-OriginEnergyFin 3,5% 04/10/2021----
-OriginEnergyFin 3% 05/04/2023----
-SocRWallonneTr 3,75% 21/11/2029----
-EnterprisFundin 3,5% 10/09/2020----
-SocRWallonneTr 3,9% 21/11/2031----
-JBICooperation 1,75% 13/11/2018----
-JBICooperation 1,75% 13/11/2018----
-JBICooperation FRN 13/11/2018----
-JBICooperation FRN 13/11/2018----
-DeutscheBank ZCN 28/11/2018----
-JPMorgStrucProd ZCN 14/11/2018----
-JPMorgStrucProd ZCN 14/11/2018----
-NatixisStrucPro FRN 21/10/2019----
-UnitymediaHess 6,25% 15/01/2029----
-UnitymediaHess 6,25% 15/01/2029----
-Afren 6,625% 09/12/2020----
-Afren 6,625% 09/12/2020----
-CanadaHouTrust1 FRN 15/03/2019----
-UBS ZCN 14/11/2019----
-JPMChase&Co FRN 19/11/2023----
-JPMChase&Co FRN 20/11/2023----
-AndinoInvestHol 11% 13/11/2020----
-PetroVenezuela 6% 15/11/2026----
-Marcolin 8,5% 15/11/2019----
-FVanLanschotBks 25/11/2019 FTSE 100 Index----
-Marcolin 8,5% 15/11/2019----
-GolSachsGr FRN 27/11/2020----
-Pemex 3,125% 27/11/2020----
-Pemex 3,125% 27/11/2020----
-DeutscheBank 1,8% 12/12/2018----
-DeutscheBank 12/12/2018 S&P 500 Index----
-TVNFinanceCorp3 7,375% 15/12/2020----
-TVNFinanceCorp3 7,375% 15/12/2020----
-BNPParibasArbit FRN 29/11/2017----
-BNPParibas ZCN 20/03/2017----
-GoldmanSachs&Co ZCN 22/11/2019----
-Astaldi 7,125% 01/12/2020----
-Astaldi 7,125% 01/12/2020----
-FVanLanschotBks ZCN 06/12/2019----
-DeutscheRasGrIV 6,75% 30/12/2020----
-Snai 12% 15/12/2018----
-DeutscheRasGrIV 6,75% 30/12/2020----
-Canada 1,85% 10/12/2019----
-Sagerpar 0,375% 09/10/2018----
-SumitMitsuBking 2,25% 16/12/2020----
-Honduras 8,75% 16/12/2020----
-Honduras 8,75% 16/12/2020----
-BeniStabili 2,625% 17/04/2019----
-UBS ZCN 18/12/2019----
-AesGener 8,375% 18/12/2073----
-TrinidadTobago 4,375% 16/01/2024----
-TrinidadTobago 4,375% 16/01/2024----
-AesGener 8,375% 18/12/2073----
-GrupoIdesa 7,875% 18/12/2020----
-GrupoIdesa 7,875% 18/12/2020----
-TullowOil 6% 01/11/2020----
-TullowOil 6% 01/11/2020----
-FVanLanschotBks ZCN 20/12/2019----
-FVanLanschotBks ZCN 20/12/2019----
-FVanLanschotBks ZCN 20/12/2019----
-SGIssuer 18/12/2018 Credit linked----
-BarclaysBank FRN 20/12/2018----
-Granarolo 5,8% 20/12/2019----
-PortavEnterBarc 7,25% 01/12/2020----
-PortavEnterBarc FRN 01/12/2019----
-PortavEnterBarc 7,25% 01/12/2020----
-PortavEnterBarc FRN 01/12/2019----
-YPF 8,875% 19/12/2018----
-BNPParibasArbit ZCN 27/12/2019----
-EmparkFunding 6,75% 15/12/2019----
-EmparkFunding 6,75% 15/12/2019----
-EmparkFunding FRN 15/12/2019----
-EmparkFunding FRN 15/12/2019----
-BcoSantanderMex 5,95% 30/01/2024----
-UBS 28/12/2017 Quadrans Capital Ltd (Pref. Shares) Class 0----
-SGIssuer 28/12/2018 SGI VI Beta Short Term Index----
-SGIssuer 18/10/2019 SGI Sofia Alternative Index----
-CmaCgm 8,75% 15/12/2018----
-CmaCgm 8,75% 15/12/2018----
-CementProgTrust 7,125% 06/11/2023----
-CementProgTrust 7,125% 06/11/2023----
-BcoSantanderMex 5,95% 30/01/2024----
-JaguarLandRAuto 4,125% 15/12/2018----
-JaguarLandRAuto 4,125% 15/12/2018----
-PrimeEdgeCapit FRN 18/05/2025----
-BNPParibasArbit 29/01/2018 Bkt of Shares----
-YPF 8,875% 19/12/2018----
-DeutscheBank 2% 04/02/2019----
-Philippines 4,2% 21/01/2024----
-PetrobrGlobaFin 2,75% 15/01/2018----
-PetrobrGlobaFin 3,75% 14/01/2021----
-PetrobrGlobaFin 4,75% 14/01/2025----
-PetrobrGlobaFin 6,625% 16/01/2034----
-BcNacDesenvo 3,625% 21/01/2019----
-BcNacDesenvo 3,625% 21/01/2019----
-Mexico 3,5% 21/01/2021----
-Mexico 5,55% 21/01/2045----
-Canada 1,625% 27/02/2019----
-ExpDevCanada 1,875% 17/12/2018----
-FreddieMac 0,875% 22/02/2017----
-BancoRegional 8,125% 24/01/2019----
-BancoRegional 8,125% 24/01/2019----
-PumaInternFinan 6,75% 01/02/2021----
-Citigroup 24/01/2020 see prospectus----
-HuntsmanIntl 5,125% 15/04/2021----
-HertzHldgsNeth 4,375% 15/01/2019----
-HertzHldgsNeth 4,375% 15/01/2019----
-PrimeEdgeCapit FRN 18/05/2025----
-Colombia 5,625% 26/02/2044----
-CentAmBkEcoInte 2,769% 10/02/2034----
-JPMorgStrucProd 444,7147 29/01/2044----
-BNPParibasArbit 29/01/2018 Bkt of Shares----
-AlticeFinancing 6,5% 15/01/2022----
-AlticeFinancing 6,5% 15/01/2022----
-AlticeFinco 8,125% 15/01/2024----
-UBS ZCN 23/01/2018----
-Ontario 2% 30/01/2019----
-BNPParibasArbit ZCN 01/02/2022----
-JPMorgStrucProd 30/01/2020 FTSE 100 Index----
-PumaInternFinan 6,75% 01/02/2021----
-BarclaysBank 3,4% 07/02/2017----
-FNMA 1,875% 19/02/2019----
-JBICooperation 2,625% 15/12/2020----
-ComcelTrust 6,875% 06/02/2024----
-JaguarLandRAuto 5% 15/02/2022----
-JaguarLandRAuto 5% 15/02/2022----
-ComcelTrust 6,875% 06/02/2024----
-CognorInternFin 7,5% 01/02/2020----
-CognorInternFin 5% 01/02/2021----
-AlticeFinancing 6,5% 15/01/2022----
-AlticeFinancing 6,5% 15/01/2022----
-AlticeFinco 8,125% 15/01/2024----
-DeutscheBank ZCN 20/12/2018----
-SoGenerale 25/07/2023 Bkt of Indices----
-DeutscheBank 15/11/2018 Bkt of Indices----
-BarclaysBank FRN 06/02/2024----
-GolSachsIntl ZCN pp----
-DeutscheBank 27/01/2017 Bkt of Indices----
-SGIssuer 04/02/2019 Euro Stoxx 50 Index----
-BarclaysBank FRN 07/02/2020----
-NomIntFunPTE FRN 20/03/2019----
-HSSFinancing 6,75% 01/08/2019----
-Pemex 6,375% 23/01/2045----
-Pemex 3,125% 23/01/2019----
-UBS FRN 11/02/2019----
-EmprTraPasMetro 4,75% 04/02/2024----
-EmprTraPasMetro 4,75% 04/02/2024----
-GolSachsIntl FRN 11/02/2019----
-SafariHdingVerw 8,25% 15/02/2021----
-SafariHdingVerw 8,25% 15/02/2021----
-VTB Capital ZCN 10/02/2017----
-Otto FRN 18/02/2021----
-GolSachsGr ZCN 18/02/2044----
-JPMChase&Co 2,5% 19/02/2029----
-Citigroup FRN 20/02/2018----
-BarclaysBank 21/02/2017 Bkt of Indices----
-SGIssuer 36,5% 10/01/2019 Credit linked----
-DeutscheBank 19/02/2019 DBLCI Flex 40 Index----
-FVanLanschotBks ZCN 20/02/2020----
-PlayFinance2 5,25% 01/02/2019----
-PlayFinance2 5,25% 01/02/2019----
-MediocredTrAlAd 2,644% 27/02/2017----
-PlayFinance2 FRN 01/02/2019----
-PlayFinance1 6,5% 01/08/2019----
-PlayFinance1 6,5% 01/08/2019----
-DeutscheBank ZCN 13/03/2019----
-DeutscheBank FRN 12/02/2018----
-MorganStanley 21/02/2019 Bkt of Shares----
-SterlingBiotech 130,7 25/03/2019----
-BNPParibasArbit 25/02/2019 Bkt of Shares----
-IneosHolding 5,75% 15/02/2019----
-IneosHolding 5,75% 15/02/2019----
-IneosHolding 5,875% 15/02/2019----
-IneosHolding 5,875% 15/02/2019----
-BNPParibasArbit 19/02/2018 BNP Paribas Synergy Preference----
-BNPParibasArbit 26/02/2019 Bkt of Shares----
-CanadaHouTrust1 2,9% 15/06/2024----
-GolSachsGr ZCN 26/02/2044----
-DeutscheBank FRN 28/08/2018----
-DeutscheBank 1,85% 13/03/2019----
-DeutscheBank ZCN 06/03/2017----
-FVanLanschotBks ZCN 27/02/2020----
-SoGenerale 17/05/2019 Bkt of indices----
-BNPParibasArbit ZCN 03/03/2022----
-CAAnimation 4,8% 25/03/2019----
-DeutscheBank 28/12/2018 Bkt of Underlyings----
-BNPParibasArbit 04/03/2019 Bkt of Shares----
-DeutscheBank ZCN 20/03/2019----
-DeutscheBank ZCN 20/03/2019----
-BNPParibasArbit 06/03/2019 Bkt of Shares----
-GolSachsGr ZCN 11/03/2044----
-DeutscheBank FRN 15/03/2017----
-BNPParibasArbit 13/03/2018 Bkt of Shares----
-GolSachsGr ZCN 12/03/2044----
-BancoInterDPeru 6,625% 19/03/2029----
-BancoInterDPeru 6,625% 19/03/2029----
-UBS ZCN 07/03/2019----
-Pakistan 7,25% 15/04/2019----
-BarclaysBank FRN 18/03/2024----
-CanadaHouTrust1 1,95% 15/06/2019----
-GolSachsGr ZCN 18/03/2044----
-SoGenerale FRN 15/07/2019----
-MerrillLynch 18/03/2019 S&P 500 Index----
-BarclaysBank FRN 19/03/2024----
-GolSachsGr ZCN 19/03/2044----
-Mexico 5,625% 19/03/2114----
-Minsur 6,25% 07/02/2024----
-Minsur 6,25% 07/02/2024----
-GolSachsGr ZCN 13/03/2044----
-MerrillLynch FRN 20/03/2023----
-BNPParibas FRN 20/03/2021----
-BNPParibasArbit 21/03/2019 Bkt of Shares----
-BarclaysBank 3,125% 27/03/2017----
-Infrabel 3,393% 26/03/2036----
-VirginMediaSecF 5,5% 15/01/2025----
-VirginMediaSecF 5,5% 15/01/2025----
-VirginMediaSecF 5,5% 15/01/2025----
-VirginMediaSecF 5,5% 15/01/2025----
-VirginMediaSecF 6,25% 15/01/2029----
-Infrabel 3,011% 26/03/2029----
-BarclaysBank FRN 27/03/2020----
-ExpDevCanada 1% 15/05/2017----
-GolSachsGr ZCN 27/03/2044----
-GolSachsGr ZCN 27/03/2044----
-AviancaHoldings 8,375% 10/05/2020----
-AviancaHoldings 8,375% 10/05/2020----
-MarfrigOverseas 9,5% 04/05/2020----
-FVanLanschotBks ZCN 27/03/2020----
-JPMChase&Co 3,1% 20/03/2029----
-JPMChase&Co 3,04% 20/03/2029----
-FinancQuick FRN 15/04/2019----
-FinancQuick FRN 15/10/2019----
-Citigroup 12% 02/04/2024----
-MicSmalMedEntBd 5,65% 10/03/2017----
-SGIssuer ZCN 13/03/2020----
-FNMA 0,75% 20/04/2017----
-MizuhoBank ZCN 04/04/2044----
-MizuhoBank ZCN 04/04/2044----
-Almirall 4,625% 01/04/2021----
-Almirall 4,625% 01/04/2021----
-PrologisIntFuII 2,875% 04/04/2022----
-ID Valeurs 3,75% 23/12/2019----
-VirginMoneyHoUK 7,875% pp----
-Brasil 2,875% 01/04/2021----
-AldesaFinServ 7,25% 01/04/2021----
-GolSachsIntl ZCN 03/04/2017----
-FinancQuick FRN 15/04/2019----
-FinancQuick FRN 15/10/2019----
-Pakistan 7,25% 15/04/2019----
-Pakistan 8,25% 15/04/2024----
-Pakistan 8,25% 15/04/2024----
-CostaRica 7% 04/04/2044----
-CostaRica 7% 04/04/2044----
-MorganStanleyCo FRN 28/02/2020----
-BarclaysBank FRN 10/04/2019----
-BNPParibasArbit 27/02/2020 Suez Environement Shares----
-MicSmalMedEntBd 5,2% 10/03/2017----
-InnoviaGroupFin FRN 31/03/2020 Reg S----
-InnoviaGroupFin FRN 31/03/2020 Rule 144A----
-HuntsmanIntl 5,125% 15/04/2021----
-Mexico 2,375% 09/04/2021----
-Mexico 3,625% 09/04/2029----
-CabotFinanciLux 6,5% 01/04/2021----
-CabotFinanciLux 6,5% 01/04/2021----
-DeutscheBank 2% 17/04/2019----
-DeutscheBank ZCN 30/03/2017----
-BcNacDesenvo 4% 14/04/2019----
-BcNacDesenvo 4% 14/04/2019----
-AgromercantilST 6,25% 10/04/2019----
-AgromercantilST 6,25% 10/04/2019----
-SGIssuer 13/02/2024 Apollo Absolute Return EUR Index----
-SGIssuer 13/02/2024 Apollo Absolute Return Index----
-AldesaFinServ 7,25% 01/04/2021----
-SGIssuer 13/02/2024 Apollo Absolute Return USD Index----
-BNPParibasArbit 03/04/2017 Syngenta Shares----
-CGG 5,875% 15/05/2020----
-CGG 5,875% 15/05/2020----
-Bahamas 5,75% 16/01/2024----
-Bahamas 5,75% 16/01/2024----
-FedHomeLoanBks 0,875% 24/05/2017----
-Pemex 3,75% 16/04/2026----
-WindAcquisitFin 7,375% 23/04/2021----
-WindAcquisitFin 7,375% 23/04/2021----
-WindAcquisitFin 7% 23/04/2021----
-WindAcquisitFin 7% 23/04/2021----
-UBS FRN 17/04/2019----
-MerrillLynch ZCN 07/03/2018----
-KBLEuroPrivBank FRN 22/04/2017----
-HSSFinancing 6,75% 01/08/2019----
-MorganStanley ZCN 22/04/2020----
-Piaggio&C 4,625% 30/04/2021----
-AlfaCV 5,25% 25/03/2024----
-AlfaCV 5,25% 25/03/2024----
-AlfaCV 6,875% 25/03/2044----
-AlfaCV 6,875% 25/03/2044----
-DeutscheBank FRN 13/04/2017----
-IdexEnergies 5% 29/12/2020----
-DeutscheBank FRN 13/04/2017----
-CGG 6,875% 15/01/2022----
-VirginMediaSecF 6,25% 28/03/2029----
-OleoducCentral 4% 07/05/2021----
-OleoducCentral 4% 07/05/2021----
-SumitMitsuBking 4,13% 08/05/2029----
-UBS ZCN 01/05/2020----
-AlticeLux 7,75% 15/05/2022----
-GTLTradeFinance 7,25% 16/04/2044----
-GTLTradeFinance 7,25% 16/04/2044----
-IndustrMaccA 3,875% 13/05/2019----
-AlticeLux 7,75% 15/05/2022----
-AlticeLux 7,25% 15/05/2022----
-AlticeLux 7,25% 15/05/2022----
-SFRGroup 4,875% 15/05/2019----
-SFRGroup 4,875% 15/05/2019----
-SFRGroup 5,37% 15/05/2022----
-SFRGroup 5,37% 15/05/2022----
-SFRGroup 6% 15/05/2022----
-SFRGroup 6% 15/05/2022----
-SFRGroup 5,62% 15/05/2024----
-SFRGroup 5,62% 15/05/2024----
-SFRGroup 6,25% 15/05/2024----
-SFRGroup 6,25% 15/05/2024----
-SuamFinance 4,875% 17/04/2024----
-FVanLanschotBks 20/06/2019 Credit-Linked----
-NovacapInternat FRN 01/05/2019 Reg S----
-NovacapInternat FRN 01/05/2019 Rule 144A----
-SuamFinance 4,875% 17/04/2024----
-DominicanRepubl 7,45% 30/04/2044----
-FVanLanschotBks ZCN 29/05/2020----
-IndustrMaccA 4,375% 13/05/2021----
-DominicanRepubl 7,45% 30/04/2044----
-GolSachsGr ZCN 07/05/2044----
-ColIntInc 7,375% 30/03/2021----
-ColIntInc 7,375% 30/03/2021----
-GolSachsGr ZCN 08/05/2044----
-FVanLanschotBks ZCN 22/05/2020----
-Manitoba 3,05% 14/05/2024----
-CaixaEconomicaF 4,25% 13/05/2019----
-CaixaEconomicaF 4,25% 13/05/2019----
-ConsolidMineral 8% 15/05/2020----
-ConsolidMineral 8% 15/05/2020----
-CreditoReal 7,5% 13/03/2019----
-CreditoReal 7,5% 13/03/2019----
-TullowOil 6,25% 15/04/2022----
-TullowOil 6,25% 15/04/2022----
-SchaefflerFin 3,5% 15/05/2022----
-SchaefflerFin 3,5% 15/05/2022----
-SchaefflerFin 4,25% 15/05/2021----
-SchaefflerFin 4,25% 15/05/2021----
-GrupAntoliDutch 4,75% 01/04/2021----
-GrupAntoliDutch 4,75% 01/04/2021----
-FNMA 1,75% 20/06/2019----
-Mahle 2,5% 14/05/2021----
-NomuraBankIntl 457,585437 16/05/2044----
-DeutscheBank 2% 29/05/2019----
-Ontario 3,2% 16/05/2024----
-GolSachsIntl ZCN 16/05/2019----
-CanadaHouTrust1 FRN 15/09/2019----
-Ontario 1,875% 21/05/2024----
-Ovako 6,5% 01/06/2019----
-KCADeutagUKFin 7,25% 15/05/2021----
-KCADeutagUKFin 7,25% 15/05/2021----
-FinancIndepend 7,5% 03/06/2019----
-Brf 4,75% 22/05/2024----
-Brf 4,75% 22/05/2024----
-MicSmalMedEntBd 5,35% 10/03/2017----
-Ovako 6,5% 01/06/2019----
-Usigh 6,25% 31/03/2019----
-SelectaGroup 6,5% 15/06/2020----
-SelectaGroup 6,5% 15/06/2020----
-GTLTradeFinance 5,893% 29/04/2024----
-GTLTradeFinance 5,893% 29/04/2024----
-DeutscheBank FRN 29/05/2018----
-GalapagosH 7% 15/06/2022----
-GalapagosH 7% 15/06/2022----
-Galapagos 5,375% 15/06/2021----
-Galapagos FRN 15/06/2021----
-Galapagos FRN 15/06/2021----
-BNPParibasArbit ZCN 23/05/2018----
-JBICooperation 1,75% 29/05/2019----
-JBICooperation 1,75% 29/05/2019----
-JBICooperation 3% 29/05/2024----
-JBICooperation 3% 29/05/2024----
-SGIssuer 4,86% 10/07/2019 Credit-Linked----
-FinancIndepend 7,5% 03/06/2019----
-MotorOilFinance 5,125% 15/05/2019----
-XefinLux FRN 01/06/2019----
-BNPParibasArbit 29/05/2018 BHP Billiton Shares----
-AmericaMovil 1% 04/06/2018----
-BNPParibasArbit 30/05/2017 Pepsico Shares----
-BarclaysBank 432,19423 03/06/2044----
-SGIssuer 13/07/2020 Bkt of Indices----
-UBS ZCN 03/06/2020----
-SumitMitsuBking 2,8% 09/06/2021----
-Citigroup 04/06/2020 Index linked Warrants----
-IntraloCapitLux 6% 15/05/2021----
-DeutscheBank 28/05/2019 Bkt of Indices----
-IntraloCapitLux 6% 15/05/2021----
-DeutscheBank pp FISCH Trend EUR Index----
-Citigroup ZCN 29/04/2020----
-ExpDevCanada 1,75% 19/08/2019----
-CarlsonWagonlit 7,5% 15/06/2019----
-AmericaMovil 7,125% 09/12/2024----
-BcBrasil 9% pp----
-AmericaMovil 6% 09/06/2019----
-GoldmanSachs&Co ZCN 12/06/2020----
-SelectaGroup 6,5% 15/06/2020----
-SelectaGroup 6,5% 15/06/2020----
-BrussAirpCompan 2,5% 19/06/2024----
-BNPParibasArbit 19/06/2019 Euro Stoxx Banks Index----
-GrupoTelevisa 5% 13/05/2045----
-Ecuador 7,95% 20/06/2024----
-Ecuador 7,95% 20/06/2024----
-BNPParibas 7,9% 24/06/2020----
-Constellium 4,625% 15/05/2021----
-Constellium 4,625% 15/05/2021----
-GolSachsGr ZCN 24/06/2044----
-CarlsonWagonlit 6,875% 15/06/2019----
-JPMorgStrucProd 24/06/2020 FTSE 100 Index----
-SignetUKFinance 4,7% 15/06/2024----
-JPMChase&Co 2,78% 24/06/2029----
-JPMChase&Co 3,25% 17/06/2029----
-BarclaysBank 26/06/2024 Bkt of Indices----
-MarfrigHldgsEur 6,875% 24/06/2019----
-MarfrigHldgsEur 6,875% 24/06/2019----
-JPMorgStrucProd FRN 20/06/2017----
-CorpNacCobChile 2,25% 09/07/2024----
-Citigroup FRN 01/07/2021----
-GolSachsGr ZCN 30/06/2044----
-GoldmanSachs&Co ZCN 20/06/2018----
-BcBrasil 9% pp----
-JPMorgStrucProd FRN 30/06/2017----
-NomIntFunPTE 2,582% 01/07/2029----
-FVanLanschotBks 07/07/2020 Bkt of Indices----
-UBS ZCN 26/06/2020----
-AstonMartinHUK 10,25% 15/07/2018----
-GoldmanSachs&Co ZCN 29/12/2020----
-JPMorgStrucProd 03/07/2017 Bkt of Indices----
-UBS ZCN 01/07/2020----
-UBS ZCN 29/06/2020----
-JPMorgStrucProd 03/07/2020 FTSE 100 Index----
-JPMorgStrucProd 03/07/2020 FTSE 100 Index----
-GolSachsGr ZCN 20/10/2023----
-Commerzbank ZCN 07/07/2020----
-RobertBosch 1,75% 08/07/2024----
-MonitchemHold3 FRN 15/06/2021----
-MonitchemHold3 FRN 15/06/2021----
-MonitchemHold3 5,25% 15/06/2021----
-MonitchemHold3 5,25% 15/06/2021----
-MonitchemHold2 6,875% 15/06/2022----
-MonitchemHold2 6,875% 15/06/2022----
-SGIssuer 25/06/2020 SGA Société Général Acceptance N.V.----
-BarclaysBank FRN 26/06/2024----
-InmarsatFinance 4,875% 15/05/2022----
-RobertBosch 2,95% 11/07/2039----
-InmarsatFinance 4,875% 15/05/2022----
-BNPParibasArbit 10/07/2019 Bkt of Indices----
-UBS FRN 11/07/2017----
-UBS ZCN 06/07/2020----
-DeutscheBank 2% 11/07/2019----
-SGIssuer 10/07/2019 Credit-Linked----
-SGIssuer 10/07/2019 Credit-Linked----
-IthacaEnergy 8,125% 01/07/2019----
-IthacaEnergy 8,125% 01/07/2019----
-NewrestGroupHol 3,1% 15/07/2021----
-OdebrechtFin 5,25% 27/06/2029----
-OdebrechtFin 5,25% 27/06/2029----
-CorpNacCobChile 2,25% 09/07/2024----
-SGIssuer 15/07/2019 SGI Vol Premium Index----
-HemaBondcoI 6,25% 15/06/2019----
-HemaBondcoI 6,25% 15/06/2019----
-HemaBondcoII 8,5% 15/06/2019----
-HemaBondcoII 8,5% 15/06/2019----
-HemaBondcoI FRN 15/06/2019----
-HemaBondcoI FRN 15/06/2019----
-PeermontGHIII 16% 24/10/2020----
-PeermontGHIII 16% 24/10/2020----
-CooperativaM&C 7,5% 01/08/2021----
-CooperativaM&C 7,5% 01/08/2021----
-CorFinDeDesarol 3,25% 15/07/2019----
-CorFinDeDesarol 3,25% 15/07/2019----
-CorFinDeDesarol 5,25% 15/07/2029----
-CorFinDeDesarol 5,25% 15/07/2029----
-JPMorgStrucProd ZCN 18/07/2017----
-JPMorgStrucProd 17/07/2020 Bkt of Indices----
-GoldmanSachs&Co 2,5% 09/07/2020----
-BNPParibasArbit 15/07/2024 Bkt of Exchange Traded Instrume----
-FVanLanschotBks ZCN 17/07/2020----
-FVanLanschotBks ZCN 17/07/2020----
-MölnlyckeHld 1,5% 28/02/2022----
-ThomEurope 7,375% 15/07/2019----
-ThomEurope 7,375% 15/07/2019----
-UBS ZCN 21/07/2020----
-TwinSetSimonaBa FRN 15/07/2019----
-TwinSetSimonaBa FRN 15/07/2019----
-BoparanFinance 5,25% 15/07/2019----
-BoparanFinance 5,25% 15/07/2019----
-BoparanFinance 5,5% 15/07/2021----
-BoparanFinance 5,5% 15/07/2021----
-BoparanFinance 4,375% 15/07/2021----
-BoparanFinance 4,375% 15/07/2021----
-CaixaEconomicaF 7,25% 23/07/2024----
-PhnixPIBDutFin 3,625% 30/07/2021----
-CaixaEconomicaF 7,25% 23/07/2024----
-UBS ZCN 16/07/2020----
-UBS ZCN 16/07/2020----
-UBS ZCN 17/07/2017----
-UBS ZCN 17/07/2017----
-Fimalac 3,3% 20/12/2019----
-Fimalac 3,7% 25/07/2021----
-BibbyOffshorSer 7,5% 15/06/2021----
-BibbyOffshorSer 7,5% 15/06/2021----
-CarUKHealSocCar FRN 15/07/2019----
-CarUKHealSocCar FRN 15/07/2019----
-CarUKHealSocCar FRN 15/01/2020----
-CarUKHealSocCar FRN 15/01/2020----
-JPMorgStrucProd ZCN 24/07/2017----
-GoldmanSachs&Co 2,5% 16/07/2020----
-BarclaysBank FRN 22/07/2019----
-JPMorgStrucProd 24/07/2018 FTSE 100 Index----
-Commerzbank 25/07/2017 Bkt of Indices----
-AirBerlin 6,75% 09/05/2019----
-AirBerlin 5,625% 09/05/2019----
-ECFinance 5,125% 15/07/2021----
-ECFinance 5,125% 15/07/2021----
-Commerzbank 4% 25/07/2017----
-Orpar ZCN 15/07/2019----
-WindAcquisitFin 4,75% 15/07/2020----
-WindAcquisitFin 4,75% 15/07/2020----
-WindAcquisitFin 4% 15/07/2020----
-WindAcquisitFin 4% 15/07/2020----
-WindAcquisitFin FRN 15/07/2020----
-WindAcquisitFin FRN 15/07/2020----
-AirBerlin 8,25% 19/04/2018----
-CentAmBkEcoInte 3% 01/08/2039----
-MatalanFinance 6,875% 01/06/2019----
-MatalanFinance 6,875% 01/06/2019----
-MatalanFinance 8,875% 01/06/2020----
-CitgoPetroleum 6,25% 15/08/2022----
-CitgoPetroleum 6,25% 15/08/2022----
-JPMorgStrucProd FRN 20/06/2019----
-Brasil 5% 27/01/2045----
-GolSachsIntl FRN 30/07/2024----
-FVanLanschotBks ZCN 01/08/2020----
-GolSachsGr 1,84% 31/07/2022----
-BoingGrFin 6,625% 15/07/2019----
-UBS 03/08/2020 Bkt of Indices----
-BoingGrFin 6,625% 15/07/2019----
-ParagonOffshore 6,75% 15/07/2022 Rule 144A----
-ParagonOffshore 6,75% 15/07/2022----
-ParagonOffshore 7,25% 15/08/2024 Rule 144A----
-ParagonOffshore 7,25% 15/08/2024----
-KosmosEnergy 7,875% 01/08/2021----
-KosmosEnergy 7,875% 01/08/2021----
-InretailShM 6,5% 09/07/2021----
-InretailShM 6,5% 09/07/2021----
-FondoMivivienda 3,375% 02/04/2019----
-FondoMivivienda 3,375% 02/04/2019----
-Pemex 3,5% 18/07/2018----
-Pemex FRN 18/07/2018----
-Pemex 6% 05/03/2020----
-Pemex 3,5% 30/01/2023----
-Pemex 4,875% 18/01/2024----
-Novafives 4,5% 30/06/2021----
-Novafives 4,5% 30/06/2021----
-Novafives FRN 30/06/2020----
-Novafives FRN 30/06/2020----
-FVanLanschotBks FRN 07/08/2020----
-NatlAustraliaBk FRN 08/08/2024----
-DeutscheBank FRN 08/08/2019----
-JPMorgStrucProd 07/08/2018 FTSE 100 Index----
-DeutscheBank FRN 12/08/2019----
-DutchLion 11,25% 15/05/2020----
-JPMChase&Co 07/08/2024 see Prospectus----
-Paraguay 6,1% 11/08/2044----
-Paraguay 6,1% 11/08/2044----
-FNMA 1,75% 12/09/2019----
-UBS ZCN 11/08/2020----
-IgloFoddsBondco FRN 15/06/2020----
-IgloFoddsBondco FRN 15/06/2020----
-Commerzbank 13/02/2017 Bkt of Shares----
-BcoDCredDelPeru 2,75% 09/01/2018----
-BcoDCredDelPeru 2,75% 09/01/2018----
-DeutscheBank 2,1% 14/08/2019----
-DeutscheBank ZCN 29/11/2019----
-LoXaM 4,875% 23/07/2021----
-LoXaM 4,875% 23/07/2021----
-LoXaM 7% 23/07/2022----
-LoXaM 7% 23/07/2022----
-SoGenerale FRN 11/02/2020----
-NomIntFunPTE 2,28% 18/08/2024----
-NomIntFunPTE FRN 18/08/2024----
-Citigroup FRN 21/08/2034----
-BNPParibasArbit FRN 10/10/2024----
-GolSachsIntl FRN 22/08/2024----
-DeutscheBank 17/08/2020 Bkt of Indices----
-SocramBanque FRN 28/11/2017----
-MastelloneHerm 12,625% 03/07/2021----
-MastelloneHerm 12,625% 03/07/2021----
-SGIssuer ZCN 26/08/2019----
-KlabinFinance 5,25% 16/07/2024----
-BNPParibasArbit ZCN 27/08/2018----
-FMSWertmgt 1,125% 05/09/2017----
-DeutscheBank FRN 25/09/2019----
-TupyOverseas 6,625% 17/07/2024----
-TupyOverseas 6,625% 17/07/2024----
-BNPParibasArbit 25/07/2017 Bkt of Indices----
-DeutscheBank 2% 19/09/2019----
-SGIssuer 4,72% 10/11/2028 Credit linked----
-KlabinFinance 5,25% 16/07/2024----
-FNMA 1% 27/09/2017----
-DeutscheBank ZCN 25/07/2019----
-DeutscheBank 16/07/2019 Bkt of Indices----
-SumitMitsuBking 3,875% 16/09/2019----
-DeutscheBank ZCN 25/07/2019----
-Ontario 2,5% 10/09/2021----
-DeutscheBank ZCN 25/09/2019----
-DeutscheBank ZCN 25/09/2019----
-DeutscheBank 25/09/2017 S&P 500 Index----
-JPMorgStrucProd 11/09/2017 Bkt of Underlyings----
-AigdeBarcelonaF 1,944% 15/09/2021----
-NatixisStructI ZCN 14/09/2020----
-SoGenerale FRN 12/09/2019----
-JPMorgStrucProd 12/09/2017 Bkt of underlyings----
-NyrstarNlHlds 8,5% 15/09/2019----
-GoldmanSachs&Co ZCN 11/09/2020----
-NyrstarNlHlds 8,5% 15/09/2019----
-MorganStanley ZCN 15/09/2020----
-PlayTopco 28/02/2020----
-PlayTopco 28/02/2020----
-MicSmalMedEntBd 5,9% 10/03/2017----
-FNMA 2,625% 06/09/2024----
-BNPParibasArbit 18/09/2017 Euro Stoxx 50 Index----
-DeutscheBank 2,2% 07/10/2019----
-ElSalvador 6,375% 18/01/2027----
-ElSalvador 6,375% 18/01/2027----
-GoldmanSachs&Co 10/09/2020 Goldman Sachs (Cayman) Limited----
-UBS ZCN 11/09/2020----
-FVanLanschotBks ZCN 18/09/2020----
-Panama 4% 22/09/2024----
-CanadaHouTrust1 2% 15/12/2019----
-Stretford79 FRN 15/07/2020----
-Stretford79 FRN 15/07/2020----
-Stretford79 6,25% 15/07/2021----
-Stretford79 6,25% 15/07/2021----
-Stretford79 6,75% 15/10/2024----
-Stretford79 6,75% 15/07/2024----
-GolLuxco 8,875% 24/01/2022----
-GolLuxco 8,875% 24/01/2022----
-DeutscheBank FRN 11/09/2018----
-BarclaysBank FRN 25/09/2017----
-BarclaysBank 23/09/2022 Euro Stoxx 50 Index----
-JPMorgStrucProd ZCN 25/09/2017----
-DeutscheBank ZCN 13/03/2017----
-JPMChase&Co FRN 29/12/2017----
-DeutscheBank 20/09/2017 Telecom Italia SpA Shares----
-GoldmanSachs&Co ZCN 15/09/2020----
-FVanLanschotBks 12% 25/09/2019----
-GoldmanSachs&Co ZCN 16/09/2020----
-UBS ZCN 18/09/2020----
-DeutscheBank ZCN 10/10/2017----
-GolSachsIntl ZCN 24/09/2020----
-DeutscheBank 3,5% 10/10/2018----
-DeutscheBank ZCN 09/12/2019----
-LuxembTreasSec 0,436% 07/10/2019----
-BancoBTGPactual 8,75% pp----
-BancoBTGPactual 8,75% pp----
-BNPParibasArbit 26/09/2019 Newcits Funds Index----
-JPMorgStrucProd 29/09/2020 FTSE 100 Index----
-DeutscheBank FRN 23/09/2020----
-JPMorgStrucProd FRN 03/10/2017----
-JPMorgStrucProd ZCN 30/09/2020----
-BBVABancoContin 5,25% 22/09/2029----
-BBVABancoContin 5,25% 22/09/2029----
-DeutscheBank ZCN 11/09/2019----
-JPMorgStrucProd 30/09/2020 Bkt of Indices----
-DeutscheBank 2,2% 17/10/2019----
-DeutscheBank ZCN 16/10/2019----
-FVanLanschotBks FRN 05/10/2020----
-IdealStandIntl 100 01/05/2018----
-IdealStandIntl 100 01/05/2018----
-IdealStandIntl 11,75% 01/05/2018----
-DeutscheBank 27/09/2019 Bkt of Indices----
-NewWorldResourc 8% 07/04/2020----
-BNPParibasArbit 30/09/2020 BNP Paribas Synergy Ltd. Pref.----
-NewWorldResourc 8% 07/04/2020 Rule 144A----
-NewWorldResourc 4% 07/10/2020----
-NewWorldResourc 4% 07/10/2020 Rule 144A----
-ConsoEnergFinan 6,75% 15/10/2019----
-ConsoEnergFinan 6,75% 15/10/2019----
-ConsoEnergFinan FRN 15/10/2019----
-YasarHolding 8,875% 06/05/2020----
-YasarHolding 8,875% 06/05/2020----
-Ontario 1,75% 09/10/2018----
-DeutscheBank ZCN 23/10/2017----
-JPMorgStrucProd 10/10/2019 EURO STOXX Oil & Gas EUR (Price----
-Pemex 4,25% 15/01/2025----
-Pemex 4,25% 15/01/2025----
-Pemex 5,5% 27/06/2044----
-BNPParibas 8,9% 18/10/2021----
-QuebecPr 2,875% 16/10/2024----
-GolSachsGr ZCN 25/01/2024----
-DeutscheBank 14/08/2017 EuroStoxx 50 Index----
-DeutscheBank FRN 19/06/2017----
-BNPParibasArbit 10/10/2017 S&P 500 Index----
-Mexichem 5,875% 17/09/2044----
-UBS ZCN 23/10/2020----
-VirginMediaFin 6,375% 15/10/2024----
-VirginMediaFin 6,375% 15/10/2024----
-VirginMediaFin 6% 15/10/2024----
-VirginMediaFin 6% 15/10/2024----
-DeutscheBank FRN 04/11/2020----
-AriesCapitalD FRN 18/09/2026----
-AriesCapitalD FRN 18/09/2026----
-GoldmanSachs&Co ZCN 08/10/2018----
-JPMorgStrucProd FRN 17/10/2017----
-NomIntFunPTE FRN 20/12/2021----
-DeutscheBank 06/10/2020 Reference Capital Investments Limi----
-UBS FRN 19/10/2020----
-GoldmanSachs&Co ZCN 16/10/2019----
-PumaInternFinan 4,5% 22/10/2022----
-BNPParibasArbit FRN 31/10/2019----
-BNPParibasArbit FRN 31/10/2019----
-BNPParibasArbit FRN 31/10/2019----
-KeystoneFinanci 9,5% 15/10/2019----
-KeystoneFinanci 9,5% 15/10/2019----
-GoldmanSachs&Co ZCN 15/10/2018----
-DeutscheBank FRN 21/11/2019----
-Mexichem 5,875% 17/09/2044----
-FMSWertmgt 0,625% 30/01/2017----
-SocQuimMinChile 4,375% 28/01/2025----
-SocQuimMinChile 4,375% 28/01/2025----
-DeutscheBank ZCN 10/10/2017----
-UnityMedia 6,125% 15/01/2025----
-UnityMedia 6,125% 15/01/2025----
-GlobalBankCorp 5,125% 30/10/2019----
-DeutscheBank 2,2% 17/11/2020----
-FVanLanschotBks FRN 06/11/2020----
-EmpresaNacDPetr 4,375% 30/10/2024----
-EmpresaNacDPetr 4,375% 30/10/2024----
-JPMorgStrucProd 20/12/2019 Credit-Linked----
-InretailConsume 5,25% 10/10/2021----
-InretailConsume 5,25% 10/10/2021----
-BarclaysBank ZCN 30/10/2044----
-GlobalBankCorp 5,125% 30/10/2019----
-SGIssuer 4,2% 10/11/2028----
-BraccoImaging 3,17% 12/11/2021----
-NatlAustraliaBk 2% 12/11/2024----
-DeutscheBank FRN 04/11/2019----
-DeutscheBank 3,75% 28/11/2017----
-ArrowGlobalFina FRN 01/11/2021----
-CorpNacCobChile 4,875% 04/11/2044----
-CorpNacCobChile 4,875% 04/11/2044----
-SGIssuer 03/11/2019 Swap Rate----
-BankofAmerCorp FRN 06/11/2029----
-FVanLanschotBks FRN 06/11/2020----
-DeutscheBank ZCN 17/10/2018----
-DeutscheBank ZCN 20/11/2019----
-Otto FRN 05/11/2021----
-JaguarLandRAuto 4,25% 15/11/2019----
-JaguarLandRAuto 4,25% 15/11/2019----
-BNPParibasArbit 07/11/2019 BNP Paribas Newcits Fund Stars----
-Ecuador 10,5% 24/03/2020----
-Ecuador 10,5% 24/03/2020----
-Corpbanca 3,875% 22/09/2019----
-SixSigNMex 8,25% 07/11/2021----
-SixSigNMex 8,25% 07/11/2021----
-Corpbanca 3,875% 22/09/2019----
-ECL 4,5% 29/01/2025----
-ECL 4,5% 29/01/2025----
-NomuraEuropeFin 1,5% 12/05/2021----
-ATYield 7% 15/11/2019----
-ATYield 7% 15/11/2019----
-DeutscheBank ZCN 16/10/2017----
-UnifinFin 6,25% 22/07/2019----
-UnifinFin 6,25% 22/07/2019----
-MizuhoBank 2,455% 14/11/2019----
-FVanLanschotBks ZCN 13/11/2020----
-SGIssuer 14/06/2021 Bkt of Indices----
-SGIssuer 23/08/2022 iSTOXX Europe Quality Income Price EUR----
-DeutscheBank 2% 02/12/2019----
-OntexGroup 4,75% 15/11/2021----
-OntexGroup 4,75% 15/11/2021----
-GolSachsIntl ZCN 13/11/2018----
-JPMorgStrucProd FRN 29/12/2017----
-MorganStanley ZCN 23/11/2020----
-JPMChase&Co ZCN 18/11/2064----
-DeutscheBank 7,5% pp----
-DZPrivatbank 0,4% 21/11/2019----
-JABHoldings 1,5% 24/11/2021----
-DeutscheBank FRN 13/11/2017----
-GolSachsGr ZCN 21/11/2044----
-BNPParibasCard 4,032% pp----
-CanadaHouTrust1 2,55% 15/03/2025----
-CanadaHouTrust1 FRN 15/03/2020----
-Mexico 3,6% 30/01/2025----
-2ndPakISukuk 6,75% 03/12/2019----
-ExpDevCanada 1,625% 03/12/2019----
-DeutscheBank 18/12/2019 Bkt of Indices----
-DeutscheBank 2,3% 22/12/2020----
-EnecoHolding 3,25% pp----
-SGIssuer ZCN 04/12/2017----
-GatesGlobal 5,75% 15/07/2022----
-2ndPakISukuk 6,75% 03/12/2019----
-GatesGlobal 5,75% 15/07/2022----
-SGIssuer 04/12/2017 Bkt of Underlyings----
-DeutscheBank ZCN 17/11/2017----
-LGEHoldcoVI 7,125% 15/05/2024----
-LGEHoldcoVI 7,125% 15/05/2024----
-DeutscheBank FRN 14/11/2017----
-JPMChase&Co FRN 26/11/2029----
-HapagLloyd 7,5% 15/10/2019----
-FVanLanschotBks FRN 04/12/2020----
-DeutscheBank ZCN 18/12/2019----
-DeutscheBank 1,3% 19/12/2017----
-NatixisStructI ZCN 07/12/2020----
-GoldmanSachs&Co ZCN 27/11/2020----
-DeutscheBank 04/12/2017 Banco Popular Espanol Shares----
-SoGenerale FRN 25/11/2022----
-GoldmanSachs&Co ZCN 01/12/2020----
-Elementia 5,5% 15/01/2025----
-Elementia 5,5% 15/01/2025----
-FNMA 1,75% 26/11/2019----
-Chile 1,625% 30/01/2025----
-SNCB/NMBS 1,913% 17/12/2029----
-SGIssuer ZCN 27/02/2031----
-Chile 3,125% 27/03/2025----
-JPMChase&Co 12/12/2022----
-UnitymediaHess 4% 15/01/2025----
-UnitymediaHess 4% 15/01/2025----
-UnitymediaHess 5% 15/01/2025----
-UnitymediaHess 5% 15/01/2025----
-BarclaysBank 15/12/2017 EURO STOXX 50 Index----
-JPMChase&Co 2,6% 15/12/2054----
-JPMorgStrucProd ZCN 15/12/2054----
-FruitFarmGroup 5,75% 17/12/2019----
-Sogecap 4,125% pp----
-BarclaysBank FRN 17/12/2019----
-DeutscheBank 2,2% 12/01/2021----
-FVanLanschotBks ZCN 18/12/2020----
-FVanLanschotBks ZCN 18/12/2020----
-BNPParibasArbit 27/12/2018 BP PLC----
-Lion/GemLux3 8,25% 01/08/2019----
-Lion/GemLux3 8,25% 01/08/2019----
-SGIssuer 30/12/2019 EURO STOXX 50 Index----
-GoldmanSachs&Co 1,95% 17/12/2018----
-JBICooperation 2,125% 10/02/2025----
-MorganStanleyCo 23/12/2019 Bkt of Funds----
-BNPParibasArbit 1,25% 27/12/2017 Bkt of Shares----
-FVanLanschotBks 28/12/2020 Bkt of Indices----
-BNPParibasArbit 29/12/2017 Total SA Shares----
-BNPParibasArbit 27/12/2019 Euro Stoxx 50 Index----
-JPMorgStrucProd 29/12/2017 Cap Gemini SA Shares----
-BarclaysBank 30/12/2019 Euro Stoxx 50 Index----
-BNPParibasArbit 30/12/2019 EURO STOXX Banks Index----
-GoldmanSachs&Co ZCN 21/12/2020----
-GoldmanSachs&Co 23/12/2020 Bkt of Indices----
-Philippines 3,95% 20/01/2040----
-GoldmanSachs&Co ZCN 24/12/2020----
-MorganStanley ZCN 19/12/2017----
-DeutscheBank 22/01/2020 S&P 500 Index----
-DeutscheBank 07/01/2025 Dow Jones Euro Stoxx 50 Index----
-DeutscheBank 2% 23/01/2020----
-GuardianSegur 30/12/2033----
-DeutscheBank ZCN 23/12/2019----
-AurisLuxII 8% 15/01/2023----
-DeutscheBank ZCN 18/12/2017----
-Gruma 4,875% 01/12/2024----
-Gruma 4,875% 01/12/2024----
-DeutscheBank 06/01/2020 Euro Stoxx 50 Index----
-FVanLanschotBks ZCN 15/01/2019----
-QuebecPr 0,875% 15/01/2025----
-DeutscheBank 1,55% 04/02/2019----
-SumitMitsuBking 1% 19/01/2022----
-BNPParibasArbit 1,25% 16/01/2018----
-DeutscheBank FRN 03/02/2020----
-DeutscheBank ZCN 29/01/2018----
-FreddieMac 0,5% 27/01/2017----
-ExpDevCanada 1,37% 22/01/2020----
-FVanLanschotBks ZCN 22/01/2021----
-Ontario 0,875% 21/01/2025----
-EvonikIndustr 1% 23/01/2023----
-DeutscheBank 31/01/2020 S&P 500 Index (Preisindex)----
-DeutscheBank ZCN 31/05/2017----
-FNMA 1,625% 21/01/2020----
-DeutscheBank 2% 05/02/2021----
-Mexico 4,6% 23/01/2046----
-Pemex 3,5% 23/07/2020----
-Pemex 3,5% 23/07/2020----
-Pemex 4,5% 23/01/2026----
-VTGFinance 5% pp----
-Pemex 4,5% 23/01/2026----
-Pemex 5,625% 23/01/2046----
-Pemex 5,625% 23/01/2046----
-JPMorgStrucProd 25/01/2021 FTSE 100 Index----
-CICCFcialTradin 28/01/2018 Nantong Jinghua Pharmaceutical----
-UBS ZCN 21/04/2020----
-Colombia 5% 15/06/2045----
-DeutscheBank 3,2% 03/02/2020----
-CICCFcialTradin 03/02/2018 Kweichow Moutai Co Ltd -A Share----
-VirginMediaSecF 5,125% 15/01/2025----
-VirginMediaSecF 5,125% 15/01/2025----
-VirginMediaFin 5,75% 15/01/2025----
-VirginMediaFin 5,75% 15/01/2025----
-VirginMediaFin 4,5% 15/01/2025----
-VirginMediaFin 4,5% 15/01/2025----
-DeutscheBank ZCN 20/02/2020----
-DeutscheBank 26/02/2020 General Motors Co Shares----
-DeutscheBank ZCN 12/01/2018----
-DeutscheBank ZCN 17/01/2018----
-JPMorgStrucProd ZCN 01/02/2021----
-GolSachsGr 1,87% 29/10/2027----
-Constellium 7% 15/01/2023----
-Constellium 7% 15/01/2023----
-JPMChase&Co 100 30/01/2045----
-UBS ZCN 23/01/2018----
-DeutscheBank FRN 05/03/2020----
-GoldmanSachs&Co ZCN 28/01/2020----
-GoldmanSachs&Co ZCN 24/07/2017----
-AurisLuxII 8% 15/01/2023----
-JBICooperation 2,125% 10/02/2025----
-DominicanRepubl 5,5% 27/01/2025 Rule 144A----
-DeutscheBank 1,8% 14/02/2020----
-DominicanRepubl 5,5% 27/01/2025 Reg S----
-DominicanRepubl 6,85% 27/01/2045 Rule 144A----
-DeutscheBank ZCN 19/02/2020----
-BNPParibas ZCN 09/02/2021----
-DeutscheBank ZCN 19/02/2020----
-GoldmanSachs&Co ZCN 28/01/2020----
-NomIntFunPTE ZCN 04/02/2045----
-ChinaConsBAsia 1,5% 11/02/2020----
-MorganStanley 100 09/02/2045----
-Commerzbank ZCN 11/05/2017----
-CICCFcialTradin 09/12/2017 Gree Electric Appliances Inc. S----
-JPMorgStrucProd 01/02/2021 Cl 2015-E FTSE 100 Index Autoca-