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Dynamic Asset Allocation Conservative Fund (PACAX)
A globally diversified fund for preserving wealth
- Highlights
- Performance
- Holdings
- Expenses
Consistency of positive performance over five years
Performance represents 5-year returns in rolling quarter-end periods since inception.
12.54%
Best 5-year annualized return
(for period ending 03/31/14)
-1.78%
Worst 5-year annualized return
(for period ending 03/31/09)
5.58%
Average 5-year annualized return
Dots represent 5-year returns in rolling quarter-end periods since inception.
68 positive 5-year periods
2 negative 5-year periods
| 97% | |
| 3% |
Performance shown does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please click on the performance tab.
Summary
Fund price |
Yesterday's close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$10.31
-0.10% ( $-0.01 ) |
$10.80
(11/02/15) |
$9.60
(02/11/16) |
Management team
(pictured left to right)
James A. Fetch (industry since 1994)Robert J. Kea, CFA (industry since 1988)
Robert J. Schoen (industry since 1990)
Jason R. Vaillancourt, CFA (industry since 1993)
Strategy and process
- More than 10 asset classes: The fund holds a variety of investments in all market conditions to be positioned to benefit from a wide range of opportunities.
- Individual securities: The managers select individual stocks and bonds, not other funds, to finely tune the portfolio and avoid overlap in holdings.
- Active rebalancing: The managers proactively pursue opportunities and regularly rebalance the portfolio to maintain a consistent risk profile.
Manager commentary | Q2 2016
Fed eyes labor market in rate hike question
Jason Vaillancourt, Co-Head of Global Asset Allocation, talks about labor market trends that influence the Fed's policy decisions.
Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. To obtain the most recent month-end performance, visit putnam.com.
Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Absolute Return 500 Fund and 700 Fund, and 4.00% and 3.25% for income funds (1.00% and 0.75% for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, R, T, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A, M, and T shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
For each fund with at least a three-year history, Morningstar calculates a Morningstar Rating based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a fund's monthly performance (including the effects of sales charges, loads, and redemption fees), placing more emphasis on downward variations and rewarding consistent performance. The top 10% of funds in each category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. (Each share class is counted as a fraction of one fund within this scale and rated separately, which may cause slight variations in the distribution percentages.) The Overall Morningstar Rating for a fund is derived from a weighted average of the performance figures associated with its 3-, 5-, and 10-year (if applicable) Morningstar Rating metrics. Data is historical. Past performance is no guarantee of future results.
Performance
Total return (%) as of 06/30/16
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 1.39% | 6.02% | 5.69% | 5.02% |
| After sales charge | -4.44% | 3.94% | 4.44% | 4.40% |
| Bloomberg Barclays U.S. Aggregate Bond Index | 6.00% | 4.06% | 3.76% | 5.13% |
| Cumulative performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 1.39% | 19.16% | 31.86% | 63.17% |
| After sales charge | -4.44% | 12.31% | 24.28% | 53.79% |
Annual performance as of 06/30/16
| 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Before sales charge | 8.01% | 2.37% | -24.09% | 30.47% | 10.75% | 1.47% | 10.52% | 9.42% | 8.21% | 0.36% |
| Bloomberg Barclays U.S. Aggregate Bond Index | 4.33% | 6.97% | 5.24% | 5.93% | 6.54% | 7.84% | 4.22% | -2.02% | 5.97% | 0.55% |
Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. To obtain the most recent month-end performance, visit putnam.com.
Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Absolute Return 500 Fund and 700 Fund, and 4.00% and 3.25% for income funds (1.00% and 0.75% for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, R, T, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A, M, and T shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
For each fund with at least a three-year history, Morningstar calculates a Morningstar Rating based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a fund's monthly performance (including the effects of sales charges, loads, and redemption fees), placing more emphasis on downward variations and rewarding consistent performance. The top 10% of funds in each category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. (Each share class is counted as a fraction of one fund within this scale and rated separately, which may cause slight variations in the distribution percentages.) The Overall Morningstar Rating for a fund is derived from a weighted average of the performance figures associated with its 3-, 5-, and 10-year (if applicable) Morningstar Rating metrics. Data is historical. Past performance is no guarantee of future results.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
Top 10 holdings as of 08/31/16
| Gnma Gii30 Tba 03.5000 09/01/2046 | 5.88% |
|
|---|---|---|
| Fnma Fn30 Tba 04.0000 09/01/2046 | 5.51% |
|
| Fnma Fn30 Tba 03.0000 09/01/2046 | 4.08% |
|
| Fnma Fn15 Tba 03.0000 09/01/2031 | 3.17% |
|
| Fnma Fn30 Tba 06.0000 09/01/2046 | 2.19% |
|
| Alphabet Inc-Cl A Sedol Byvy8g0 | 0.93% |
|
| Microsoft Corp Sedol 2588173 | 0.85% |
|
| Jpmorgan Chase & Co Sedol 2190385 | 0.75% |
|
| Johnson & Johnson Sedol 2475833 | 0.70% |
|
| Verizon Communications Inc Sedol 2090571 | 0.68% |
|
| Top 10 holdings, percent of portfolio | 24.74% |
|
Full portfolio holdings as of 06/30/16
| FNMA FN30 TBA 04.0000 08/01/2046 | 5.70% |
|---|---|
| FNMA FN15 TBA 03.0000 07/01/2031 | 3.01% |
| GNMA GII30 TBA 03.5000 08/01/2046 | 2.93% |
| GNMA GII30 TBA 03.5000 07/01/2046 | 2.82% |
| FNMA FN30 TBA 06.0000 07/01/2046 | 2.19% |
| FNMA FN30 TBA 03.0000 07/01/2046 | 1.99% |
| FNMA FN30 TBA 03.0000 08/01/2046 | 1.76% |
| MICROSOFT CORP | 0.90% |
| JOHNSON & JOHNSON | 0.89% |
| VERIZON COMMUNICATIONS INC | 0.74% |
| JPMORGAN CHASE & CO | 0.68% |
| APPLE INC | 0.66% |
| HOME DEPOT INC | 0.59% |
| WAL-MART STORES INC | 0.56% |
| AMGEN INC | 0.51% |
| BOEING CO/THE | 0.51% |
| OCCIDENTAL PETROLEUM CORP | 0.49% |
| ALPHABET INC-CL A | 0.48% |
| ALTRIA GROUP INC | 0.48% |
| GILEAD SCIENCES INC | 0.47% |
| LOWES COMPANIES INC | 0.47% |
| PEPSICO INC | 0.44% |
| ENTERGY CORP | 0.39% |
| EBAY INC | 0.37% |
| DR PEPPER SNAPPLE GROUP INC | 0.36% |
| NVIDIA CORP | 0.35% |
| AMERISOURCEBERGEN CORP | 0.34% |
| ANTHEM INC | 0.34% |
| ADOBE SYSTEMS INC | 0.33% |
| CITIGROUP INC | 0.33% |
| LYONDELLBASELL INDU-CL A | 0.33% |
| UNITED PARCEL SERVICE-CL B | 0.33% |
| DISCOVERY COMMUNICATIONS-A | 0.32% |
| PRUDENTIAL FINANCIAL INC | 0.31% |
| AMAZON.COM INC | 0.30% |
| L-3 COMMUNICATIONS HLDGS INC | 0.30% |
| STARBUCKS CORP | 0.30% |
| DELTA AIR LINES INC | 0.29% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.27% |
| SYNCHRONY FINANCIAL | 0.27% |
| ALLSTATE CORP | 0.26% |
| MORGAN STANLEY | 0.26% |
| SCHLUMBERGER LTD | 0.26% |
| VERIZON COMM 04.5220 09/15/2048 | 0.26% |
| HALLIBURTON CO | 0.24% |
| CR BARD INC | 0.23% |
| CROWN HOLDINGS INC | 0.22% |
| VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 | 0.22% |
| JUNIPER NETWORKS INC | 0.21% |
| PPL CORP | 0.21% |
| ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 | 0.20% |
| MCKESSON CORP | 0.20% |
| NIKE INC -CL B | 0.20% |
| GLOBAL PAYMENTS INC | 0.19% |
| KROGER CO | 0.19% |
| MASCO CORP | 0.19% |
| UBS GROUP FUNDING P/P 144A 03.0000 04/15/2021 | 0.19% |
| UGI CORP | 0.19% |
| WELLS FARGO & CO | 0.19% |
| ZOETIS INC | 0.19% |
| AGILENT TECHNOLOGIES INC | 0.18% |
| BANK OF NEW YORK MELLON CORP | 0.18% |
| CLOROX COMPANY | 0.18% |
| COMPUTER SCIENCES CORP | 0.17% |
| ESTEE LAUDER COMPANIES-CL A | 0.17% |
| SPST 2016-1 A 01.4533 02/25/2017 | 0.17% |
| 21ST CENTURY FOX AMERICA 07.7500 12/01/2045 | 0.16% |
| CAMPBELL SOUP CO | 0.16% |
| CARDINAL HEALTH INC | 0.16% |
| CARTERS INC | 0.16% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.16% |
| JPMCC 2006-LDP8 AJ 05.4800 05/15/2045 | 0.16% |
| MAXIM INTEGRATED PRODUCTS | 0.16% |
| SIRIUS XM HOLDINGS INC | 0.16% |
| XEROX CORP | 0.16% |
| ALLISON TRANSMISSION HOLDING | 0.15% |
| APPLIED MATERIALS INC | 0.15% |
| EDISON INTERNATIONAL | 0.15% |
| RAYTHEON COMPANY | 0.15% |
| WASTE MANAGEMENT INC | 0.15% |
| AMDOCS LTD | 0.14% |
| CAS 2015-C04 1M2 06.1533 04/25/2028 | 0.14% |
| CBRE GROUP INC - A | 0.14% |
| CHARTER COMM OPT LLC P/P 144A 06.4840 10/23/2045 | 0.14% |
| GE CAP INTL FUNDING P/P 144A 04.4180 11/15/2035 | 0.14% |
| GLAXOSMITHKLINE PLC | 0.14% |
| GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 | 0.14% |
| NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 | 0.14% |
| ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 | 0.14% |
| VALERO ENERGY CORP | 0.14% |
| AMERIPRISE FINANCIAL INC | 0.13% |
| E*TRADE FINANCIAL CORPORATION | 0.13% |
| HSBC FINANCE CORP 06.6760 01/15/2021 | 0.13% |
| LEIDOS HOLDINGS INC | 0.13% |
| NATIONAL AUSTRALIA B P/P 144A 01.3466 12/09/2019 | 0.13% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.13% |
| ROCHE HOLDING AG-GENUSSCHEIN | 0.13% |
| TESORO CORP | 0.13% |
| AIR LEASE CORP 03.3750 06/01/2021 | 0.12% |
| ALTRIA GROUP INC 02.8500 08/09/2022 | 0.12% |
| BRITISH AMERICAN TOBACCO PLC | 0.12% |
| CANADIAN NATURAL RESOURCE USD 05.7000 05/15/2017 | 0.12% |
| CAS 2016-C03 2M2 06.3533 10/25/2028 | 0.12% |
| ELEC DE FRANCE P/P 144A 05.2500 01/29/2049 | 0.12% |
| FNMA FN30 TBA 04.5000 07/01/2046 | 0.12% |
| HOLOGIC INC | 0.12% |
| LINCOLN NATIONAL CORP | 0.12% |
| PVH CORP | 0.12% |
| SEALED AIR CORP | 0.12% |
| TIME WARNER INC 02.9500 07/15/2026 | 0.12% |
| TOTAL SA | 0.12% |
| ANNALY CAPITAL MANAGEMENT IN | 0.11% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% |
| BASF SE | 0.11% |
| CDX CDX.NA.IG.26 100.0 06/20/2021 | 0.11% |
| COCA-COLA EUROPEAN PARTNERS | 0.11% |
| DAIMLER FIN NA LLC P/P 144A 02.3750 08/01/2018 | 0.11% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 | 0.11% |
| FNMA FN30 BC1155 03.0000 06/01/2046 | 0.11% |
| FNMA FN30 TBA 03.5000 07/01/2046 | 0.11% |
| FORD MOTOR CREDIT CO LLC 08.1250 01/15/2020 | 0.11% |
| GENERAL GROWTH PROPERTIES | 0.11% |
| IMPERIAL BRANDS PLC | 0.11% |
| ORACLE CORP 02.6500 07/15/2026 | 0.11% |
| POTOMAC EDISON CO P/P 144A 05.8000 10/15/2016 | 0.11% |
| QUANTA SERVICES INC | 0.11% |
| RED HAT INC | 0.11% |
| SANOFI | 0.11% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.11% |
| AMERICAN CAPITAL AGENCY CORP | 0.10% |
| CISCO SYSTEMS INC | 0.10% |
| INTUIT INC | 0.10% |
| ISHARES MSCI EAFE ETF | 0.10% |
| KROGER CO/THE 06.9000 04/15/2038 | 0.10% |
| OMNICOM GROUP INC 03.6000 04/15/2026 | 0.10% |
| PETROLEOS MEXICANOS USD 04.5000 01/23/2026 | 0.10% |
| PETROLEOS MEXICANOS USD 05.5000 01/21/2021 | 0.10% |
| VINCI SA | 0.10% |
| VODAFONE GROUP PLC USD 01.2500 09/26/2017 | 0.10% |
| ALLIANZ SE-REG | 0.09% |
| ANHEUSER-BUSCH INBEV 08.2000 01/15/2039 | 0.09% |
| ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 | 0.09% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.09% |
| BANK OF AMERICA CORP 02.0000 01/11/2018 | 0.09% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.09% |
| COMM 2014-CR18 C 04.8956 07/15/2047 | 0.09% |
| CWALT 2006-OA10 4A1 00.6433 08/25/2046 | 0.09% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.09% |
| ELEC DE FRANCE P/P 144A 05.6250 12/29/2049 | 0.09% |
| EXXON MOBIL CORP | 0.09% |
| IBERDROLA SA | 0.09% |
| JAPANESE YEN CALL ACCOUNT | 0.09% |
| KELLOGG CO 03.2500 04/01/2026 | 0.09% |
| MOTOROLA SOLUTIONS INC | 0.09% |
| SWISS RE AG | 0.09% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.09% |
| WAL-MART STORES INC 04.8750 07/08/2040 | 0.09% |
| 3I GROUP PLC | 0.08% |
| AMERICAN EXPRESS CO 06.1500 08/28/2017 | 0.08% |
| AMERICAN TOWER CORP 04.0000 06/01/2025 | 0.08% |
| BANK OF AMERICA NA 05.3000 03/15/2017 | 0.08% |
| BIOGEN INC 03.6250 09/15/2022 | 0.08% |
| BNP PARIBAS | 0.08% |
| CENTRAL JAPAN RAILWAY CO | 0.08% |
| CGPUTQL2 R USL3M P 12/16/16 CI | 0.08% |
| CHARLES RIVER LABORATORIES | 0.08% |
| COMCAST CORP 06.9500 08/15/2037 | 0.08% |
| COMM 2014-LC15 XA IO 01.5440 04/10/2047 | 0.08% |
| COMMERZBANK AG P/P 144A 08.1250 09/19/2023 | 0.08% |
| COMMONWEALTH BK AUSTR NY 01.1250 03/13/2017 | 0.08% |
| CWALT 2006-OA7 1A2 01.3771 06/25/2046 | 0.08% |
| DIAGEO CAPITAL PLC USD 01.5000 05/11/2017 | 0.08% |
| FORD MOTOR COMPANY 07.4500 07/16/2031 | 0.08% |
| GENERAL DYNAMICS CORP | 0.08% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.08% |
| GOODYEAR TIRE & RUBBER CO | 0.08% |
| GSMS 2011-GC3 D P/P 144A 05.8206 03/10/2044 | 0.08% |
| GSMS 2013-GC12 C 04.1790 06/10/2046 | 0.08% |
| HOST HOTELS & RESORTS 05.2500 03/15/2022 | 0.08% |
| HSBC HOLDINGS PLC | 0.08% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.08% |
| INVESTOR AB-B SHS | 0.08% |
| JPMCC 2005-LDP5 F 05.7175 12/15/2044 | 0.08% |
| KAR AUCTION SERVICES INC | 0.08% |
| KONINKLIJKE AHOLD NV | 0.08% |
| LEAR CORP | 0.08% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.08% |
| MONSANTO CO 05.5000 08/15/2025 | 0.08% |
| NEWFIELD EXPLORATION CO | 0.08% |
| NOVARTIS AG-REG | 0.08% |
| PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 | 0.08% |
| PROVINCIA DE BUENOS P/P 144A 09.3750 09/14/2018 | 0.08% |
| REGIONS FINANCIAL CORP | 0.08% |
| REPUBLIC OF SOUTH AFRICA USD 04.6650 01/17/2024 | 0.08% |
| SIEMENS AG | 0.08% |
| VOYA FINANCIAL INC | 0.08% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.08% |
| WPP PLC | 0.08% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.07% |
| AMERICAN ELECTRIC POWER | 0.07% |
| ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 | 0.07% |
| BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 | 0.07% |
| BNP PARIBAS USD 01.3750 03/17/2017 | 0.07% |
| BROCADE COMMUNICATIONS SYS | 0.07% |
| CAESARS ENT OPER TLB6B L+675 07.0052 03/01/2017 | 0.07% |
| COCA-COLA AMATIL LTD | 0.07% |
| COMM 2014-CR14 XA IO 00.8515 02/10/2047 | 0.07% |
| DAI NIPPON PRINTING CO LTD | 0.07% |
| DEUTSCHE BANK AG LONDON USD 06.0000 09/01/2017 | 0.07% |
| DEUTSCHE POST AG-REG | 0.07% |
| EXPEDIA INC P/P 144A 05.0000 02/15/2026 | 0.07% |
| GENERAL MOTORS FINL CO 03.4500 04/10/2022 | 0.07% |
| GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 | 0.07% |
| GSMS 2013-GC12 D P/P 144A 04.6145 06/10/2046 | 0.07% |
| IBM CORP 01.8750 08/01/2022 | 0.07% |
| KAO CORP | 0.07% |
| KEYCORP 02.3000 12/13/2018 | 0.07% |
| KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 | 0.07% |
| LLOYDS BANKING GROUP P/P 144A 05.3000 12/01/2045 | 0.07% |
| MACY'S INC | 0.07% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.07% |
| MITSUBISHI UFJ FINANCIAL GRO | 0.07% |
| MIZUHO FINANCIAL GROUP INC | 0.07% |
| MORGAN STANLEY 04.7500 03/22/2017 | 0.07% |
| MSC 2011-C3 D P/P 144A 05.3479 07/15/2049 | 0.07% |
| MUENCHENER RUECKVER AG-REG | 0.07% |
| NABORS INDUSTRIES LTD | 0.07% |
| NESTLE SA-REG | 0.07% |
| NIPPON TELEGRAPH & TELEPHONE | 0.07% |
| OMEGA HLTHCARE INVES 04.5000 04/01/2027 | 0.07% |
| OMV AG | 0.07% |
| ORBITAL ATK INC | 0.07% |
| REALOGY HOLDINGS CORP | 0.07% |
| ROWAN COMPANIES PLC-A | 0.07% |
| RUSSIAN FEDERATION P/P 144A 05.6250 04/04/2042 | 0.07% |
| SIX FLAGS ENTERTAINMENT CORP | 0.07% |
| STARWOOD PROPERTY TRUST INC | 0.07% |
| SUMITOMO MITSUI FINANCIAL GR | 0.07% |
| UBSBB 2012-C2 XA IO P/P 144A 01.8056 05/10/2063 | 0.07% |
| VIACOM INC-CLASS B | 0.07% |
| WFRBS 2011-C5 E P/P 144A 05.8471 11/15/2044 | 0.07% |
| ABBVIE INC 02.5000 05/14/2020 | 0.06% |
| ABBVIE INC 02.9000 11/06/2022 | 0.06% |
| ALLEGION PLC | 0.06% |
| AMAZON.COM INC 01.2000 11/29/2017 | 0.06% |
| AMERICAN EXPRESS CO 08.1250 05/20/2019 | 0.06% |
| AMGEN INC 02.1250 05/15/2017 | 0.06% |
| AMGEN INC 03.4500 10/01/2020 | 0.06% |
| ASTRAZENECA PLC | 0.06% |
| ASTRAZENECA PLC USD 05.9000 09/15/2017 | 0.06% |
| AT&T INC 01.7000 06/01/2017 | 0.06% |
| AT&T INC 03.4000 05/15/2025 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| AXA SA | 0.06% |
| AXALTA COATING SYSTEMS LTD | 0.06% |
| B/E AEROSPACE INC | 0.06% |
| BANK OF MONTREAL USD 02.5000 01/11/2017 | 0.06% |
| BANK OF NOVA SCOTIA USD 01.3750 12/18/2017 | 0.06% |
| BANK OF NOVA SCOTIA USD 02.0500 10/30/2018 | 0.06% |
| BP CAPITAL MARKETS PLC USD 01.8460 05/05/2017 | 0.06% |
| BRAMBLES LTD | 0.06% |
| CAMDEN PROPERTY TRUST | 0.06% |
| CAS 2015-C03 1M2 05.4533 07/25/2025 | 0.06% |
| CHEVRON CORP 01.1040 12/05/2017 | 0.06% |
| CISCO SYSTEMS INC 03.1500 03/14/2017 | 0.06% |
| COMCAST CORPORATION 06.5000 01/15/2017 | 0.06% |
| COMM 2014-UBS6 C 04.6143 12/10/2047 | 0.06% |
| CONOCOPHILLIPS COMPANY 01.0500 12/15/2017 | 0.06% |
| COVIDIEN INTlL FIN USD 06.0000 10/15/2017 | 0.06% |
| CVS HEALTH CORP 02.2500 12/05/2018 | 0.06% |
| CVS HEALTH CORP 04.7500 12/01/2022 | 0.06% |
| CWALT 2005-38 A3 00.8033 09/25/2035 | 0.06% |
| CWALT 2005-59 1A1 00.7778 11/20/2035 | 0.06% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.06% |
| DELPHI CORP 05.0000 02/15/2023 | 0.06% |
| EBAY INC 01.3500 07/15/2017 | 0.06% |
| GENERAL MOTORS CO 06.7500 04/01/2046 | 0.06% |
| GNMA GII30 635063 04.0000 03/20/2046 | 0.06% |
| GNMA GN30 635061 04.0000 03/15/2046 | 0.06% |
| GRAPHIC PACKAGING HOLDING CO | 0.06% |
| GSMS 2013-GC10 XA IO 01.7527 02/10/2046 | 0.06% |
| INTEL CORP 01.3500 12/15/2017 | 0.06% |
| JPMCC 2012-C6 E P/P 144A 05.3647 05/15/2045 | 0.06% |
| JPMCC 2012-LC9 E P/P 144A 04.5644 12/15/2047 | 0.06% |
| JPMORGAN CHASE & CO 02.0000 08/15/2017 | 0.06% |
| JPMORGAN CHASE & CO 04.1250 12/15/2026 | 0.06% |
| KRAFT HEINZ FOODS CO 06.8750 01/26/2039 | 0.06% |
| MICROSOFT CORP 04.2000 06/01/2019 | 0.06% |
| MITSUBISHI ELECTRIC CORP | 0.06% |
| MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 | 0.06% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.06% |
| MSC 2006-HQ10 AJ 05.3890 11/12/2041 | 0.06% |
| NATIONAL AUSTRALIA BK LT 02.3000 07/25/2018 | 0.06% |
| NCR CORPORATION | 0.06% |
| NISOURCE INC | 0.06% |
| NTT DOCOMO INC | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| PEPSICO INC. 01.2500 08/13/2017 | 0.06% |
| PHILLIPS 66 02.9500 05/01/2017 | 0.06% |
| PNC BANK NA 01.1250 01/27/2017 | 0.06% |
| POPULAR INC | 0.06% |
| PRICELINE GROUP INC/THE 03.6500 03/15/2025 | 0.06% |
| PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 | 0.06% |
| REP OF ARGENTINA P/P 144A 07.5000 04/22/2026 | 0.06% |
| ROPER TECHNOLOGIES INC | 0.06% |
| ROYAL BANK OF CANADA USD 02.2000 07/27/2018 | 0.06% |
| ROYAL BK SCOTLND GRP PLC USD 05.1250 05/28/2024 | 0.06% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.06% |
| ROYAL BK SCOTLND USD 04.7000 07/03/2018 | 0.06% |
| SAMSUNG ELECTRONICS CO LTD | 0.06% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.06% |
| SANTANDER UK PLC USD 01.3750 03/13/2017 | 0.06% |
| SERVICEMASTER GLOBAL HOLDING | 0.06% |
| SHELL INTERNATIONAL FIN USD 05.2000 03/22/2017 | 0.06% |
| SIMON PROPERTY GROUP INC | 0.06% |
| SIMON PROPERTY GROUP LP 02.2000 02/01/2019 | 0.06% |
| SKY PLC | 0.06% |
| SPIRIT AEROSYSTEMS HOLD-CL A | 0.06% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.06% |
| TOTAL CAPITAL INTL SA USD 01.5500 06/28/2017 | 0.06% |
| TOYOTA MOTOR CREDIT CORP 01.5500 07/13/2018 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| US BANK NA CINCINNATI 01.1000 01/30/2017 | 0.06% |
| VISTEON CORP | 0.06% |
| WELLS FARGO & COMPANY 02.1000 05/08/2017 | 0.06% |
| WELLS FARGO BANK NA 06.0000 11/15/2017 | 0.06% |
| XYLEM INC | 0.06% |
| ABBVIE INC 01.7500 11/06/2017 | 0.05% |
| ACTAVIS FUNDING SCS USD 04.7500 03/15/2045 | 0.05% |
| AES CORP/VA 05.5000 04/15/2025 | 0.05% |
| AETNA INC 06.7500 12/15/2037 | 0.05% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.05% |
| AMERICAN EXPRESS COMPANY 07.0000 03/19/2018 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.05% |
| APARTMENT INVT & MGMT CO -A | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| ARCHER-DANIELS-MIDLAND C 05.4500 03/15/2018 | 0.05% |
| ASTELLAS PHARMA INC | 0.05% |
| BANCO SANTANDER SA | 0.05% |
| BANK OF NEW YORK MELLON 01.9690 06/20/2017 | 0.05% |
| BK TOKYO-MITSUBISHI P/P 144A 01.2000 03/10/2017 | 0.05% |
| BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 | 0.05% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.05% |
| CBS CORP 07.8750 07/30/2030 | 0.05% |
| CDX CDX.NA.HY.25 500.0 12/20/2020 | 0.05% |
| CHIMERA INVESTMENT CORP | 0.05% |
| CLP HOLDINGS LTD | 0.05% |
| COMM 2007-C9 AJFL P/P 144A 01.1353 12/10/2049 | 0.05% |
| COMM 2012-LC4 D P/P 144A 05.8068 12/10/2044 | 0.05% |
| COMPASS GROUP PLC | 0.05% |
| CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 | 0.05% |
| COOPERATIEVE RABOBANK UA USD 03.3750 01/19/2017 | 0.05% |
| CORP BOND BACKED CTF P/P 144A 00.0000 09/15/2017 | 0.05% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.05% |
| CROWN CASTLE TOWERS P/P 144A 06.1130 01/15/2020 | 0.05% |
| DELHAIZE GROUP | 0.05% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.05% |
| DUKE ENERGY CORP 02.1500 11/15/2016 | 0.05% |
| E.ON SE | 0.05% |
| EDGEWELL PERSONAL CARE CO | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| GENERAL ELECTRIC CO 06.7500 03/15/2032 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 02.8750 04/16/2020 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% |
| GNR 2015-H25 BI IO 01.9804 10/20/2065 | 0.05% |
| GRUPO TELEVISA SAB USD 06.6250 01/15/2040 | 0.05% |
| GSMS 2012-GC6 D P/P 144A 05.8350 01/10/2045 | 0.05% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.05% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.05% |
| KINGFISHER PLC | 0.05% |
| KRAFT HEINZ FOODS CO 06.5000 02/09/2040 | 0.05% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.05% |
| LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 | 0.05% |
| LIBERTY SIRIUSXM GROUP-A | 0.05% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.05% |
| LNSTR 2015-3 B P/P 144A 03.4103 04/20/2048 | 0.05% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.05% |
| MERCK & CO. INC. 01.3000 05/18/2018 | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| MID-AMERICA APARTMENT COMM | 0.05% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.05% |
| NEWS CORP - CLASS A | 0.05% |
| NUANCE COMMUNICATIONS INC | 0.05% |
| ORANGE | 0.05% |
| ORIX CORP | 0.05% |
| PEPSICO INC 04.2500 10/22/2044 | 0.05% |
| PETROLEOS DE VEN P/P 144A 08.5000 11/02/2017 | 0.05% |
| PETROLEOS DE VENEZUELA S USD 05.1250 10/28/2016 | 0.05% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.05% |
| RELIANCE STEEL & ALUMINUM | 0.05% |
| REPUBLIC OF PERU USD 04.1250 08/25/2027 | 0.05% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| ROYAL DUTCH SHELL PLC-B SHS | 0.05% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.05% |
| SIMON PROPERTY GROUP P/P 144A 01.5000 02/01/2018 | 0.05% |
| STANDARD CHARTERED PLC REGS 05.7000 01/25/2022 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| TOYOTA MOTOR CREDIT CORP 02.0000 10/24/2018 | 0.05% |
| UBS GROUP FUNDING P/P 144A 04.1250 04/15/2026 | 0.05% |
| UNITED TECHNOLOGIES CORP 05.3750 12/15/2017 | 0.05% |
| VESTAS WIND SYSTEMS A/S | 0.05% |
| WAMU 2005-AR11 A1B3 00.8533 08/25/2045 | 0.05% |
| WAMU 2005-AR9 A1C3 01.4133 07/25/2045 | 0.05% |
| WFCM 2013-LC12 D P/P 144A 04.4329 07/15/2046 | 0.05% |
| WFRBS 2011-C4 E P/P 144A 05.4156 06/15/2044 | 0.05% |
| YANGZIJIANG SHIPBUILDING | 0.05% |
| ZFS FIN USA TRUST V P/P 144A 06.5000 05/09/2037 | 0.05% |
| 1.40 R ISWP FWD USL3M P 09/21/2021 | 0.04% |
| 2.17 R ISWP FWD USL3M P 09/21/2046 | 0.04% |
| 21ST CENTURY FOX AMERICA 07.7500 01/20/2024 | 0.04% |
| ACTAVIS FUNDING SCS USD 02.3500 03/12/2018 | 0.04% |
| ALLIED WORLD ASSURANCE CO | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| AT&T INC 05.8000 02/15/2019 | 0.04% |
| ATOS SE | 0.04% |
| BANCO DEL ESTADO P/P 144A 02.0000 11/09/2017 | 0.04% |
| BANK OF AMERICA CORP 01.7000 08/25/2017 | 0.04% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 0.04% |
| BP PLC | 0.04% |
| BROADRIDGE FINANCIAL SOLUTIO | 0.04% |
| BSCMS 2006-PW13 AJ 05.6110 09/11/2041 | 0.04% |
| BT GROUP PLC | 0.04% |
| BUNGE LTD | 0.04% |
| BURLINGTN NORTH SANTA FE 05.7500 05/01/2040 | 0.04% |
| BWX TECHNOLOGIES INC | 0.04% |
| CARGILL INC P/P 144A 04.1000 11/01/2042 | 0.04% |
| CARLISLE COS INC | 0.04% |
| CHARTER COMM OPT LLC P/P 144A 04.9080 07/23/2025 | 0.04% |
| CIGNA CORP 04.5000 03/15/2021 | 0.04% |
| CITIGROUP INC 05.5000 09/13/2025 | 0.04% |
| CITIGROUP INC 05.9500 12/29/2049 | 0.04% |
| COCA-COLA CO/THE 03.2000 11/01/2023 | 0.04% |
| COMCAST CORP 06.4500 03/15/2037 | 0.04% |
| COMM 2007-C9 AJ 05.6500 12/10/2049 | 0.04% |
| COMM 2012-CR1 XA IO 02.2390 05/15/2045 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| DBUBS 2011-LC2A D P/P 144A 05.6872 07/10/2044 | 0.04% |
| DUKE REALTY CORP | 0.04% |
| E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 | 0.04% |
| ENDESA S.A. | 0.04% |
| ENEL SPA | 0.04% |
| ENERGIZER HOLDINGS INC | 0.04% |
| EQUITY LIFESTYLE PROPERTIES | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| EXPEDIA INC 05.9500 08/15/2020 | 0.04% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.04% |
| FORD MOTOR COMPANY 09.9800 02/15/2047 | 0.04% |
| GOODMAN GROUP | 0.04% |
| GSMS 2012-GC6 E P/P 144A 05.0000 01/10/2045 | 0.04% |
| HARVEY NORMAN HOLDINGS LTD | 0.04% |
| HCP INC 04.2500 11/15/2023 | 0.04% |
| HOLLYFRONTIER CORP | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| HONEYWELL INTERNATIONAL 05.3750 03/01/2041 | 0.04% |
| HONG KONG DOLLAR CALL ACCOUNT | 0.04% |
| HOWARD HUGHES CORP P/P 144A 06.8750 10/01/2021 | 0.04% |
| IDEX CORP | 0.04% |
| JOHNSON & JOHNSON 05.1500 07/15/2018 | 0.04% |
| JOHNSON CONTROLS INC 04.9500 07/02/2064 | 0.04% |
| KDDI CORP | 0.04% |
| KLX INC P/P 144A 05.8750 12/01/2022 | 0.04% |
| LBUBS 2006-C1 AJ 05.2760 02/15/2041 | 0.04% |
| MCDONALD'S CORP 05.7000 02/01/2039 | 0.04% |
| MCDONALD'S CORP 06.3000 10/15/2037 | 0.04% |
| MFA FINANCIAL INC | 0.04% |
| MID-AMERICA APT LP 04.3000 10/15/2023 | 0.04% |
| MITSUBISHI UFJ LEASE & FINAN | 0.04% |
| NEVADA POWER CO 07.1250 03/15/2019 | 0.04% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 | 0.04% |
| PRUDENTIAL FINANCIAL INC 08.8750 06/15/2038 | 0.04% |
| PUGET SOUND ENERGY INC 06.9740 06/01/2067 | 0.04% |
| RECKITT BENCKISER GROUP PLC | 0.04% |
| REINSURANCE GROUP OF AMERICA | 0.04% |
| RENAULT SA | 0.04% |
| REP OF INDONESIA P/P 144A 05.2500 01/17/2042 | 0.04% |
| RESONA HOLDINGS INC | 0.04% |
| REYNOLDS GRP ISS/REY P/P 144A 04.1271 07/15/2021 | 0.04% |
| RIO TINTO FIN USA LTD USD 09.0000 05/01/2019 | 0.04% |
| ROYAL MAIL PLC | 0.04% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.04% |
| SANTANDER ISSUANCES USD 05.1790 11/19/2025 | 0.04% |
| SKANSKA AB-B SHS | 0.04% |
| SOCIETE GENERALE SA | 0.04% |
| STANDARD CHARTER BK P/P 144A 08.0000 05/30/2031 | 0.04% |
| SWISS LIFE HOLDING AG-REG | 0.04% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.04% |
| TELEFONICA EMISIONES SAU USD 04.5700 04/27/2023 | 0.04% |
| TIFFANY & CO 04.9000 10/01/2044 | 0.04% |
| UNITEDHEALTH GROUP INC 04.6250 11/15/2041 | 0.04% |
| URBAN OUTFITTERS INC | 0.04% |
| VCA INC | 0.04% |
| VERIZON COMM 02.6250 02/21/2020 | 0.04% |
| WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 | 0.04% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.04% |
| WHEELOCK & CO LTD | 0.04% |
| WOLTERS KLUWER | 0.04% |
| WYNDHAM WORLDWIDE CORP 05.6250 03/01/2021 | 0.04% |
| YARA INTERNATIONAL ASA | 0.04% |
| ACTAVIS FUNDING SCS USD 03.4500 03/15/2022 | 0.03% |
| AGRIUM INC USD 03.3750 03/15/2025 | 0.03% |
| AMCOR LIMITED | 0.03% |
| AMERICAN FINANCIAL GROUP INC | 0.03% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% |
| ANA HOLDINGS INC | 0.03% |
| AP MOELLER-MAERSK A/S-B | 0.03% |
| APPALACHIAN POWER CO 04.6000 03/30/2021 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| ARC PROP OPER PART L 04.6000 02/06/2024 | 0.03% |
| AXA SA P/P 144A 06.3790 12/14/2036 | 0.03% |
| AXA SA P/P 144A 06.4630 12/29/2049 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| BAYER AG-REG | 0.03% |
| BCAP 2014-RR1 2A2 02.5085 01/26/2036 | 0.03% |
| BED BATH & BEYOND INC 05.1650 08/01/2044 | 0.03% |
| BGC PARTNERS INC P/P 144A 05.1250 05/27/2021 | 0.03% |
| BPCE SA P/P 144A 05.7000 10/22/2023 | 0.03% |
| BRUKER CORP | 0.03% |
| BSCMS 2006-PW11 B P/P 144A 05.5616 03/11/2039 | 0.03% |
| CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 | 0.03% |
| CAS 2015-C04 2M2 06.0033 04/25/2028 | 0.03% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| CISCO SYSTEMS INC 01.1000 03/03/2017 | 0.03% |
| CNP ASSURANCES | 0.03% |
| COMM 2013-CCRE9 D P/P 144A 04.3992 07/10/2045 | 0.03% |
| COMM 2013-CR13 AM 04.4490 12/10/2023 | 0.03% |
| COMM 2014-CR17 XA IO 01.3383 05/10/2047 | 0.03% |
| COMM 2014-UBS6 XA IO 01.2122 12/10/2047 | 0.03% |
| COMMONWEALTH BK AUSTR NY 01.6250 03/12/2018 | 0.03% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% |
| CORELOGIC INC | 0.03% |
| CSRA INC | 0.03% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.03% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.03% |
| DYCOM INDUSTRIES INC | 0.03% |
| EASTMAN CHEMICAL CO 03.8000 03/15/2025 | 0.03% |
| ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 | 0.03% |
| EMERA US FINANCE LP P/P 144A 03.5500 06/15/2026 | 0.03% |
| EPR PROPERTIES 05.2500 07/15/2023 | 0.03% |
| EVONIK INDUSTRIES AG | 0.03% |
| FHR 3065 DC 18.5339 03/15/2035 | 0.03% |
| FHR 3249 PS 20.8162 12/15/2036 | 0.03% |
| FIAT CHRYSLER AUTOMOBILES NV | 0.03% |
| FIDELITY NATIONAL INFORM 05.0000 10/15/2025 | 0.03% |
| FNR 2006-8 HP 22.9046 03/25/2036 | 0.03% |
| FUJI HEAVY INDUSTRIES LTD | 0.03% |
| GECMC 2006-C1 AJ 05.5201 03/10/2044 | 0.03% |
| GENERAL DYNAMICS CORP 03.6000 11/15/2042 | 0.03% |
| GENERAL ELECTRIC CO 05.0000 12/29/2049 | 0.03% |
| GNR 2015-H26 EI IO 01.7150 10/20/2065 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.3750 01/22/2018 | 0.03% |
| HSBC BANK USA 05.6250 08/15/2035 | 0.03% |
| ITC HOLDINGS CORP P/P 144A 06.0500 01/31/2018 | 0.03% |
| JARDINE CYCLE & CARRIAGE LTD | 0.03% |
| JAZZ PHARMACEUTICALS PLC | 0.03% |
| JPMBB 2014-C19 XA IO 01.4031 04/15/2047 | 0.03% |
| JPMBB 2014-C25 XA IO 01.1515 11/15/2047 | 0.03% |
| JPMCC 2007-CB20 B P/P 144A 06.3837 02/12/2051 | 0.03% |
| JPMORGAN CHASE & CO 05.3000 12/29/2049 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| LENDLEASE GROUP | 0.03% |
| LUBRIZOL CORP 08.8750 02/01/2019 | 0.03% |
| MARKS AND SPENCER LTD | 0.03% |
| MAZDA MOTOR CORP | 0.03% |
| MEDIPAL HOLDINGS CORP | 0.03% |
| METHANEX CORP USD 05.6500 12/01/2044 | 0.03% |
| METLIFE INC. 04.7500 02/08/2021 | 0.03% |
| METRO AG | 0.03% |
| MSBAM 2014-C17 XA IO 01.4201 08/15/2047 | 0.03% |
| MSC 2006-HQ8 AJ 05.5897 03/12/2044 | 0.03% |
| NESTE OYJ | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| NEW WORLD DEVELOPMENT | 0.03% |
| NN GROUP NV | 0.03% |
| NORTHROP GRUMMAN CORP | 0.03% |
| NOVO NORDISK A/S-B | 0.03% |
| O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 | 0.03% |
| OSRAM LICHT AG | 0.03% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.03% |
| PETROLEOS MEXICANOS USD 05.6250 01/23/2046 | 0.03% |
| PRIMERICA INC 04.7500 07/15/2022 | 0.03% |
| PROGRESSIVE CORP 06.7000 06/15/2037 | 0.03% |
| PUB SVC ELEC & GAS 05.5000 03/01/2040 | 0.03% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.03% |
| REP OF INDONESIA P/P 144A 05.9500 01/08/2046 | 0.03% |
| SBERBANK (SB CAP SA) P/P 144A 04.9500 02/07/2017 | 0.03% |
| SCIENTIFIC GAMES INT 10.0000 12/01/2022 | 0.03% |
| SCOTTS MIRACLE-GRO CO-CL A | 0.03% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% |
| STACR 2016-DNA3 M1 01.5458 12/25/2028 | 0.03% |
| STACR 2016-HQA2 M1 01.6533 11/25/2028 | 0.03% |
| STACR 2016-HQA2 M3 05.6033 11/25/2028 | 0.03% |
| STORA ENSO OYJ-R SHS | 0.03% |
| SVENSKA HANDELSBANKEN AB USD 02.8750 04/04/2017 | 0.03% |
| TELECOM ITALIA SPA P/P 144A 05.3030 05/30/2024 | 0.03% |
| TELSTRA CORP LTD | 0.03% |
| TEVA PHARMACEUTICAL-SP ADR | 0.03% |
| THALES SA | 0.03% |
| THE WILLIAMS COMPANIES INC. 04.5500 06/24/2024 | 0.03% |
| TOHO GAS CO LTD | 0.03% |
| TOPPAN PRINTING CO LTD | 0.03% |
| TRAVELERS PPTY CASUALTY 07.7500 04/15/2026 | 0.03% |
| TWO HARBORS INVESTMENT CORP | 0.03% |
| UNILEVER PLC | 0.03% |
| UNION ELECTRIC CO 06.4000 06/15/2017 | 0.03% |
| UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 | 0.03% |
| UNITEDHEALTH GROUP INC 06.0000 02/15/2018 | 0.03% |
| UPM-KYMMENE OYJ | 0.03% |
| VALEO SA | 0.03% |
| WAL-MART STORES INC 06.5000 08/15/2037 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.03% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% |
| WFCM 2013-LC12 AS 04.4329 07/15/2046 | 0.03% |
| WFCM 2014-LC16 XA IO 01.6150 08/15/2050 | 0.03% |
| WFRBS 2011-C2 D P/P 144A 05.7875 02/15/2044 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.8071 03/15/2044 | 0.03% |
| WFRBS 2012-C10 XA IO P/P 144A 01.8731 12/15/2045 | 0.03% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.03% |
| WFRBS 2012-C9 D P/P 144A 04.9613 11/15/2045 | 0.03% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8656 11/15/2045 | 0.03% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.03% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.03% |
| WFRBS 2014-C19 D P/P 144A 04.2340 03/15/2047 | 0.03% |
| WH GROUP LTD | 0.03% |
| WOODSIDE PETROLEUM LTD | 0.03% |
| 1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 | 0.02% |
| ACS ACTIVIDADES | 0.02% |
| ACTELION LTD-REG | 0.02% |
| ADVANCED DISPOSAL SRVCES 08.2500 10/01/2020 | 0.02% |
| ADVANCED ENERGY INDUSTRIES | 0.02% |
| AFLAC INC 06.9000 12/17/2039 | 0.02% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.02% |
| ALTRIA GROUP INC 04.0000 01/31/2024 | 0.02% |
| AMADEUS IT HOLDING SA-A SHS | 0.02% |
| AMERICA MOVIL SAB DE CV USD 02.3750 09/08/2016 | 0.02% |
| AMERICAN EXPRESS CO 04.9000 12/29/2049 | 0.02% |
| ANADARKO PETROLEUM CORP 05.5500 03/15/2026 | 0.02% |
| ANADARKO PETROLEUM CORP 06.4500 09/15/2036 | 0.02% |
| ANADARKO PETROLEUM CORP 06.9500 06/15/2019 | 0.02% |
| ANHEUSER-BUSCH INBEV FIN 01.2500 01/17/2018 | 0.02% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.02% |
| ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 | 0.02% |
| ARISTOCRAT LEISURE LTD | 0.02% |
| ASAHI KASEI CORP | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 05.6250 10/01/2024 | 0.02% |
| ASPEN INSURANCE HOLDINGS LTD | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| AUSTRALIAN DOLLAR ACCOUNT | 0.02% |
| BANCO BILBAO VIZCAYA ARG REGS 09.0000 05/29/2049 | 0.02% |
| BARCLAYS BANK PLC USD 07.6250 11/21/2022 | 0.02% |
| BARCLAYS PLC USD 06.6250 06/29/2049 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| BHP BILLITON LIMITED | 0.02% |
| BMIR 2015-1A M1 02.9460 07/25/2025 | 0.02% |
| BNP PARIBAS USD 02.3750 09/14/2017 | 0.02% |
| BOEING CAPITAL CORPORATION 04.7000 10/27/2019 | 0.02% |
| BORAL LTD | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 | 0.02% |
| BSCMS 2005-T18 D 05.1340 02/13/2042 | 0.02% |
| BSCMS 2006-PW11 C P/P 144A 05.5616 03/11/2039 | 0.02% |
| BUILDERS FIRSTSOURCE P/P 144A 10.7500 08/15/2023 | 0.02% |
| CABOT CORP | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CAS 2014-C03 2M1 01.6533 07/25/2024 | 0.02% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.02% |
| CENTENE CORP P/P 144A 05.6250 02/15/2021 | 0.02% |
| CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.8229 12/15/2047 | 0.02% |
| CHEMED CORP | 0.02% |
| CIMIC GROUP LTD | 0.02% |
| CIT GROUP INC 05.0000 08/15/2022 | 0.02% |
| CLEAR CHNL WORLD 06.5000 11/15/2022 | 0.02% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.02% |
| COMM 2012-CR2 E P/P 144A 05.0166 08/15/2045 | 0.02% |
| COMM 2012-CR3 XA IO 02.2541 10/15/2045 | 0.02% |
| COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 | 0.02% |
| COMM 2013-LC13 XA IO 01.3769 08/10/2046 | 0.02% |
| COMM 2014-CR18 XA IO 01.4326 07/15/2047 | 0.02% |
| COMMUNICATIONS SALES & LE | 0.02% |
| CONAGRA FOODS INC. 07.0000 04/15/2019 | 0.02% |
| CONCORDIA FINANCIAL GROUP LT | 0.02% |
| CONSOLIDATED EDISON CO O 04.2000 03/15/2042 | 0.02% |
| CREDIT ACCEPTANC 06.1250 02/15/2021 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.3750 03/17/2025 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/29/2049 | 0.02% |
| CROATIA P/P 144A 06.0000 01/26/2024 | 0.02% |
| CROWN CASTLE INTL CORP. 05.2500 01/15/2023 | 0.02% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.02% |
| CWALT 2005-27 1A1 01.3561 08/25/2035 | 0.02% |
| CWALT 2006-OA10 1A1 01.3971 08/25/2046 | 0.02% |
| DBUBS 2011-LC3A D P/P 144A 05.5485 08/10/2044 | 0.02% |
| DDR CORP. 07.8750 09/01/2020 | 0.02% |
| DELUXE CORP | 0.02% |
| DIAGEO INVESTMENT CORP 08.0000 09/15/2022 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| DUKE REALTY LP 04.3750 06/15/2022 | 0.02% |
| EDP FINANCE BV P/P 144A 05.2500 01/14/2021 | 0.02% |
| EMPLOYERS HOLDINGS INC | 0.02% |
| EMS-CHEMIE HOLDING AG-REG | 0.02% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 | 0.02% |
| ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 | 0.02% |
| ENSCO PLC-CL A | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.02% |
| EXPERIAN PLC | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FHR 2990 LB 15.8158 06/15/2034 | 0.02% |
| FHR 3408 EK 24.0143 04/15/2037 | 0.02% |
| FIRST DATA CORP P/P 144A 07.0000 12/01/2023 | 0.02% |
| FIRSTENERGY CORP 04.2500 03/15/2023 | 0.02% |
| FLIGHT CENTRE TRAVEL GROUP L | 0.02% |
| FORD MOTOR COMPANY 07.4000 11/01/2046 | 0.02% |
| GBP/USD 09/21/2016 CSI-FX | 0.02% |
| GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GENERAL MOTORS FINL CO 03.0000 09/25/2017 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.02% |
| GNR 2015-124 DI IO 03.5000 01/20/2038 | 0.02% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.02% |
| GUNGHO ONLINE ENTERTAINMENT | 0.02% |
| HCA INC 05.0000 03/15/2024 | 0.02% |
| HCA INC 05.2500 06/15/2026 | 0.02% |
| HCA INC 06.5000 02/15/2020 | 0.02% |
| HEALTHCARE REALTY TRUST INC 03.8750 05/01/2025 | 0.02% |
| HEINEKEN HOLDING NV | 0.02% |
| HESS CORP 07.3000 08/15/2031 | 0.02% |
| HISTORIC TW INC 09.1500 02/01/2023 | 0.02% |
| HITACHI CHEMICAL CO LTD | 0.02% |
| HONEYWELL INTERNATIONAL 04.2500 03/01/2021 | 0.02% |
| HORMEL FOODS CORP | 0.02% |
| HOST HOTELS & RESORTS LP 06.0000 10/01/2021 | 0.02% |
| HOYA CORP | 0.02% |
| HSBC CAP FUNDING USD P/P 144A 10.1760 12/29/2049 | 0.02% |
| HSBC USA INC 03.5000 06/23/2024 | 0.02% |
| ICF INTERNATIONAL INC | 0.02% |
| ICU MEDICAL INC | 0.02% |
| INDUSTRIVARDEN AB-A SHS | 0.02% |
| INFOR US INC 06.5000 05/15/2022 | 0.02% |
| INTESA SANPAOLO SPA P/P 144A 05.7100 01/15/2026 | 0.02% |
| ISHARES RUSSELL 2000 VALUE E | 0.02% |
| ITOCHU CORP | 0.02% |
| JBS USA LLC/JBS P/P 144A 07.2500 06/01/2021 | 0.02% |
| JLL/DELTA DUTCH NEW P/P 144A 07.5000 02/01/2022 | 0.02% |
| JONES LANG LASALLE INC | 0.02% |
| JPMCC 2006-LDP8 B 05.5200 05/15/2045 | 0.02% |
| JPMCC 2007-CB20 C P/P 144A 06.3837 02/12/2051 | 0.02% |
| KERRY PROPERTIES LTD | 0.02% |
| KIA MOTORS CORP | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 | 0.02% |
| KOPPERS HOLDINGS INC | 0.02% |
| LEAR CORP 05.3750 03/15/2024 | 0.02% |
| LEGGETT & PLATT INC | 0.02% |
| LGI HOMES INC | 0.02% |
| LIBERTY INTERACTIVE CORP Q-A | 0.02% |
| LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 | 0.02% |
| LONZA GROUP AG-REG | 0.02% |
| LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 | 0.02% |
| LYONDELLBASELL IND NV 04.6250 02/26/2055 | 0.02% |
| MADISON SQUARE GARDEN CO- A | 0.02% |
| MANITOWOC FOODSERVIC P/P 144A 09.5000 02/15/2024 | 0.02% |
| MASTEC INC | 0.02% |
| MEDTRONIC INC 03.5000 03/15/2025 | 0.02% |
| MEDTRONIC INC 04.3750 03/15/2035 | 0.02% |
| MICHELIN (CGDE) | 0.02% |
| MIXI INC | 0.02% |
| MSC 2007-HQ11 AJ 05.5080 02/12/2044 | 0.02% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.02% |
| MSC 2007-T27 AJ 05.8201 06/11/2042 | 0.02% |
| NATL HEALTH INVESTORS INC | 0.02% |
| NEW JERSEY BELL TELEPHON 08.0000 06/01/2022 | 0.02% |
| NEXON CO LTD | 0.02% |
| NIPPON STEEL & SUMITOMO META | 0.02% |
| NISOURCE FINANCE CORP 06.1250 03/01/2022 | 0.02% |
| NOBLE HOLDING INTL LTD USD 06.0500 03/01/2041 | 0.02% |
| NOVELIS INC 08.7500 12/15/2020 | 0.02% |
| OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 | 0.02% |
| ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 | 0.02% |
| ORACLE CORP 02.5000 10/15/2022 | 0.02% |
| ORANGE SA USD 04.1250 09/14/2021 | 0.02% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.02% |
| PACIFIC GAS & ELECTRIC 06.0500 03/01/2034 | 0.02% |
| PATRICK INDUSTRIES INC | 0.02% |
| PCCW LTD | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| PETROLEOS MEXICANOS USD 04.8750 01/18/2024 | 0.02% |
| PETROLEOS MEXICANOS USD 06.3750 01/23/2045 | 0.02% |
| PEUGEOT SA | 0.02% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| QANTAS AIRWAYS LTD | 0.02% |
| REED ELSEVIER PLC | 0.02% |
| REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 | 0.02% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| REP OF SRI LANKA P/P 144A 06.8500 11/03/2025 | 0.02% |
| REPSOL SA | 0.02% |
| ROYAL DUTCH SHELL PLC-A SHS | 0.02% |
| RWE AG | 0.02% |
| RYANAIR HOLDINGS PLC-SP ADR | 0.02% |
| SAINSBURY (J) PLC | 0.02% |
| SAMI 2007-AR1 2A1 00.6333 01/25/2037 | 0.02% |
| SCHINDLER HOLDING-PART CERT | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.02% |
| SHIRE PLC | 0.02% |
| SIKA AG-BR | 0.02% |
| SIMON PROPERTY GROUP LP 03.3750 03/15/2022 | 0.02% |
| SOFTBANK GROUP CORP | 0.02% |
| SOFTBANK GROUP CORP P/P 144A 04.5000 04/15/2020 | 0.02% |
| SPRINGLEAF FIN CORP 06.0000 06/01/2020 | 0.02% |
| SPRINGLEAF FINANCE CORP 08.2500 12/15/2020 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| SPRINT CORP 07.8750 09/15/2023 | 0.02% |
| STACR 2015-HQ1 M1 01.5033 03/25/2025 | 0.02% |
| STANDARD CHARTERED P/P 144A 07.0140 07/29/2049 | 0.02% |
| STATOIL ASA USD 05.1000 08/17/2040 | 0.02% |
| STEEL DYNAMICS INC 06.3750 08/15/2022 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN | 0.02% |
| T-MOBILE USA INC 06.6250 04/01/2023 | 0.02% |
| TAISEI CORP | 0.02% |
| TEGNA INC P/P 144A 04.8750 09/15/2021 | 0.02% |
| TENNECO INC 05.3750 12/15/2024 | 0.02% |
| TETRA TECH INC | 0.02% |
| THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 | 0.02% |
| THOR INDUSTRIES INC | 0.02% |
| TRANSUNION | 0.02% |
| TRIBUNE MEDIA CO - A | 0.02% |
| TRINSEO SA | 0.02% |
| UBSBB 2012-C4 XA IO P/P 144A 01.9301 12/10/2045 | 0.02% |
| UNIVAR USA INC P/P 144A 06.7500 07/15/2023 | 0.02% |
| VECTREN CORP | 0.02% |
| VEREIT OPERATING PARTNER 04.8750 06/01/2026 | 0.02% |
| VISTA OUTDOOR INC | 0.02% |
| VODAFONE GROUP PLC | 0.02% |
| WAL-MART STORES INC 05.0000 10/25/2040 | 0.02% |
| WAMU 2005-AR13 A1C3 00.9433 10/25/2045 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.02% |
| WESTROCK RKT CO 04.4500 03/01/2019 | 0.02% |
| WFCM 2012-LC5 AS 03.5390 10/15/2045 | 0.02% |
| WFRBS 2013-C15 D P/P 144A 04.6286 08/15/2046 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| WFRBS 2014-C19 C 04.6460 03/15/2047 | 0.02% |
| WOODWARD INC | 0.02% |
| WORLD FUEL SERVICES CORP | 0.02% |
| WP CAREY INC 04.6000 04/01/2024 | 0.02% |
| WPX ENERGY INC 06.0000 01/15/2022 | 0.02% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.02% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.02% |
| 1011778 BC / NEW RED P/P 144A 06.0000 04/01/2022 | 0.01% |
| A SCHULMAN INC P/P 144A 06.8750 06/01/2023 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 | 0.01% |
| ACADIA HEALTH 06.1250 03/15/2021 | 0.01% |
| ACADIA HEALTHCARE CO 05.1250 07/01/2022 | 0.01% |
| ACCENTURE PLC-CL A | 0.01% |
| AEGON NV | 0.01% |
| AERCAP HOLDINGS NV | 0.01% |
| AES CORP/VA 07.3750 07/01/2021 | 0.01% |
| AES CORP/VA 08.0000 06/01/2020 | 0.01% |
| AGEAS | 0.01% |
| AGREE REALTY CORP | 0.01% |
| AGRIUM INC USD 05.2500 01/15/2045 | 0.01% |
| AIR LEASE CORP 03.7500 02/01/2022 | 0.01% |
| ALBANY MOLECULAR RESEARCH | 0.01% |
| ALFRESA HOLDINGS CORP | 0.01% |
| ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ALLY FINANCIAL INC. 07.5000 09/15/2020 | 0.01% |
| ALTRA INDUSTRIAL MOTION CORP | 0.01% |
| AMAG PHARMA INC P/P 144A 07.8750 09/01/2023 | 0.01% |
| AMAG PHARMACEUTICALS INC | 0.01% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.01% |
| AMERICAN AXLE & MFG HOLDINGS | 0.01% |
| AMERICAN AXLE & MFG INC 07.7500 11/15/2019 | 0.01% |
| AMERICAN EQUITY INVT LIFE HL | 0.01% |
| AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 | 0.01% |
| AMERICAN VANGUARD CORP | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.0000 03/15/2022 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.3750 09/15/2024 | 0.01% |
| AMTRUST FINANCIAL SERVICES | 0.01% |
| AOZORA BANK LTD | 0.01% |
| APACHE CORP 05.1000 09/01/2040 | 0.01% |
| APPLIED OPTOELECTRONICS INC | 0.01% |
| ARBOR REALTY TRUST INC | 0.01% |
| ARCELORMITTAL USD 10.8500 06/01/2019 | 0.01% |
| ARGAN INC | 0.01% |
| ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 | 0.01% |
| ASPEN TECHNOLOGY INC | 0.01% |
| ASSOCIATED BRITISH FOODS PLC | 0.01% |
| ASTRAZENECA PLC USD 06.4500 09/15/2037 | 0.01% |
| AT&T INC | 0.01% |
| AUD/USD 07/21/2016 BANKAM | 0.01% |
| AURIZON HOLDINGS LTD | 0.01% |
| AUTOMATIC DATA PROCESSING | 0.01% |
| AUTOZONE INC | 0.01% |
| AVALONBAY COMMUNITIES INC | 0.01% |
| AVAYA INC P/P 144A 07.0000 04/01/2019 | 0.01% |
| AVAYA TLB7 L+525 06.2500 05/29/2020 | 0.01% |
| AVG TECHNOLOGIES | 0.01% |
| AVIS BUDGET CAR 05.5000 04/01/2023 | 0.01% |
| AVIVA PLC | 0.01% |
| AZZ INC | 0.01% |
| BACM 2007-5 XW IO P/P 144A 00.4940 02/10/2051 | 0.01% |
| BANCO LATINOAMERICANO COME-E | 0.01% |
| BANDAI NAMCO HOLDINGS INC | 0.01% |
| BANK OF AMERICA CORP 01.4125 09/15/2026 | 0.01% |
| BANK OF MONTREAL | 0.01% |
| BANK OF NOVA SCOTIA | 0.01% |
| BBVA INTL PREF UNIPERSON USD 05.9190 04/29/2049 | 0.01% |
| BCAP 2015-RR5 2A3 01.4800 01/26/2046 | 0.01% |
| BEACON ROOFING SUPPL 06.3750 10/01/2023 | 0.01% |
| BEACON ROOFING SUPPLY INC | 0.01% |
| BEAR STEARNS COS LLC 07.2500 02/01/2018 | 0.01% |
| BELDEN INC P/P 144A 05.5000 09/01/2022 | 0.01% |
| BERKELEY GROUP HOLDINGS/THE | 0.01% |
| BERRY PLASTICS CORP 05.1250 07/15/2023 | 0.01% |
| BIG LOTS INC | 0.01% |
| BLACKBAUD INC | 0.01% |
| BLUE CUBE SPINCO INC P/P 144A 09.7500 10/15/2023 | 0.01% |
| BLUELINE RENTAL FIN P/P 144A 07.0000 02/01/2019 | 0.01% |
| BOFI HOLDING INC | 0.01% |
| BOISE CASCADE 06.3750 11/01/2020 | 0.01% |
| BOLIDEN AB | 0.01% |
| BOMBARDIER INC P/P 144A 04.7500 04/15/2019 | 0.01% |
| BON-TON DEPT STORES 10.6250 07/15/2017 | 0.01% |
| BRANDYWINE REALTY TRUST | 0.01% |
| BRINKER INTERNATIONAL INC | 0.01% |
| BROOKFIELD RESID P/P 144A 06.5000 12/15/2020 | 0.01% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.01% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.8240 12/11/2038 | 0.01% |
| BURLINGTN NORTH SANTA FE 05.4000 06/01/2041 | 0.01% |
| C.H. ROBINSON WORLDWIDE INC | 0.01% |
| CAESARS GROWTH PROP TL L+525 06.2500 04/10/2021 | 0.01% |
| CAESARSTONE LTD | 0.01% |
| CALATLANTIC GROUP INC. 06.2500 12/15/2021 | 0.01% |
| CALERES INC | 0.01% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.01% |
| CALLON PETROLEUM CO | 0.01% |
| CALPINE CORP 05.7500 01/15/2025 | 0.01% |
| CAMBREX CORP | 0.01% |
| CAN IMPERIAL BK OF COMMERCE | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CAPITAL ONE FINANCIAL CORP | 0.01% |
| CARDINAL FINANCIAL CORP | 0.01% |
| CARDIOME PHARMA CORP | 0.01% |
| CARDTRONICS INC | 0.01% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 | 0.01% |
| CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 | 0.01% |
| CEC ENT INC 08.0000 02/15/2022 | 0.01% |
| CEDAR FAIR LP | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.01% |
| CENTENE CORP | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CENTENE CORP P/P 144A 06.1250 02/15/2024 | 0.01% |
| CENTRICA PLC | 0.01% |
| CENTURYLINK INC 06.7500 12/01/2023 | 0.01% |
| CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 | 0.01% |
| CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 | 0.01% |
| CEVA INC | 0.01% |
| CF INDUSTRIES INC 07.1250 05/01/2020 | 0.01% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7688 10/15/2049 | 0.01% |
| CGCMT 2014-GC19 X IO 01.4561 03/10/2047 | 0.01% |
| CHEESECAKE FACTORY INC/THE | 0.01% |
| CHEMTURA CORP | 0.01% |
| CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 | 0.01% |
| CHESAPEAKE LODGING TRUST | 0.01% |
| CHICAGO BRIDGE & IRON CO NV | 0.01% |
| CHILDREN'S PLACE INC/THE | 0.01% |
| CHIRON MERGER SUB 10.5000 11/01/2018 | 0.01% |
| CHOCOLADEFABRIKEN LINDT-PC | 0.01% |
| CHRISTIAN DIOR SE | 0.01% |
| CHS/COMMUNITY HEALTH 06.8750 02/01/2022 | 0.01% |
| CHUBU ELECTRIC POWER CO INC | 0.01% |
| CIRRUS LOGIC INC | 0.01% |
| CITIGROUP INC 05.8750 12/29/2049 | 0.01% |
| CLEAR CHNL WORLD 07.6250 03/15/2020 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CNO FINANCIAL GROUP INC | 0.01% |
| COCHLEAR LTD | 0.01% |
| COGENT COMMUNICATIONS HOLDIN | 0.01% |
| COLGATE-PALMOLIVE CO | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMMUNITY HEALTHCARE TRUST I | 0.01% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.01% |
| CONAGRA FOODS INC | 0.01% |
| CONCHO RESOURCES INC 05.5000 04/01/2023 | 0.01% |
| CONCORDIA INTL P/P 144A 07.0000 04/15/2023 | 0.01% |
| CONMED CORP | 0.01% |
| CONSTELLATION BRANDS INC 06.0000 05/01/2022 | 0.01% |
| CONSTELLATION BRANDS INC-A | 0.01% |
| CONTINENTAL AG | 0.01% |
| CONTINENTAL BUILDING PRODUCT | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.01% |
| COOPER TIRE & RUBBER | 0.01% |
| COOPER-STANDARD HOLDING | 0.01% |
| CORRECTIONS CORP 04.6250 05/01/2023 | 0.01% |
| COVESTRO AG | 0.01% |
| CRIMSON MERGER P/P 144A 06.6250 05/15/2022 | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| CROWN CASTLE TOWERS P/P 144A 04.8830 08/15/2020 | 0.01% |
| CSG SYSTEMS INTL INC | 0.01% |
| CUBIC CORP | 0.01% |
| CUSTOMERS BANCORP INC | 0.01% |
| CVR ENERGY INC | 0.01% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.01% |
| CWALT 2006-OC2 2A3 00.7433 02/25/2036 | 0.01% |
| CYPRESS SEMICONDUCTOR CORP | 0.01% |
| CYTEC INDUSTRIES INC. 03.5000 04/01/2023 | 0.01% |
| DAICEL CORP | 0.01% |
| DAITO TRUST CONSTRUCT CO LTD | 0.01% |
| DAIWA SECURITIES GROUP INC | 0.01% |
| DEAN FOODS CO | 0.01% |
| DEAN FOODS CO P/P 144A 06.5000 03/15/2023 | 0.01% |
| DELTA AIR LINES 2009 1A 07.7500 12/17/2019 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| DEVON FINANCING CORP LLC 07.8750 09/30/2031 | 0.01% |
| DEXCOM INC | 0.01% |
| DEXUS PROPERTY GROUP | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.8750 06/15/2021 | 0.01% |
| DIAMOND RESORTS INTERNATIONA | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| DOLLAR GENERAL CORP | 0.01% |
| DOMTAR CORP | 0.01% |
| DSP GROUP INC | 0.01% |
| DSW INC-CLASS A | 0.01% |
| DYNEGY INC | 0.01% |
| DYNEGY INC. 06.7500 11/01/2019 | 0.01% |
| E*TRADE FINANCIAL CORP 04.6250 09/15/2023 | 0.01% |
| E*TRADE FINANCIAL CORP 05.3750 11/15/2022 | 0.01% |
| EAST WEST BANCORP INC | 0.01% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.01% |
| ELECTRICITE DE FRANC P/P 144A 06.9500 01/26/2039 | 0.01% |
| ELECTROLUX AB-SER B | 0.01% |
| EMERGENT BIOSOLUTIONS INC | 0.01% |
| ENDO INTERNATIONAL PLC | 0.01% |
| ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 | 0.01% |
| ENERGY TRANSFER PARTNERS 05.2000 02/01/2022 | 0.01% |
| ENERGY TRANSFER PARTNERS 06.1250 12/15/2045 | 0.01% |
| ENERSYS | 0.01% |
| ENI SPA | 0.01% |
| ENTERCOM RADIO LLC 10.5000 12/01/2019 | 0.01% |
| EPR PROPERTIES | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| EQT MIDSTREAM PARTNERS L 04.0000 08/01/2024 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| ESSENT GROUP LTD | 0.01% |
| ETHAN ALLEN INTERIORS INC | 0.01% |
| EUTELSAT COMMUNICATIONS | 0.01% |
| EVEREST ACQ LLC/FIN 09.3750 05/01/2020 | 0.01% |
| EXPRESS INC | 0.01% |
| EXTERRAN PARTNERS/EX 06.0000 10/01/2022 | 0.01% |
| FCB FINANCIAL HOLDINGS-CL A | 0.01% |
| FEDERAL AGRIC MTG CORP-CL C | 0.01% |
| FEDERATED NATIONAL HOLDING C | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 0.01% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% |
| FIDELITY NATIONAL INFORM 05.0000 03/15/2022 | 0.01% |
| FIDELITY SOUTHERN CORP | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FINANCIAL INSTITUTIONS INC | 0.01% |
| FIRST BANCORP PUERTO RICO | 0.01% |
| FIRST DATA CORP P/P 144A 05.3750 08/15/2023 | 0.01% |
| FIRST DATA CORP P/P 144A 05.7500 01/15/2024 | 0.01% |
| FIRST INDUSTRIAL REALTY TR | 0.01% |
| FIRST QUANTUM P/P 144A 07.0000 02/15/2021 | 0.01% |
| FIRSTMERIT CORP | 0.01% |
| FISERV INC | 0.01% |
| FLAGSTAR BANCORP INC | 0.01% |
| FNR 2005-106 JC 18.7184 12/25/2035 | 0.01% |
| FNR 2005-75 GS 18.8901 08/25/2035 | 0.01% |
| FNR 2006-62 PS 37.1802 07/25/2036 | 0.01% |
| FNR 2013-1 MI IO 03.0000 01/25/2043 | 0.01% |
| FORD MOTOR COMPANY 07.7000 05/15/2097 | 0.01% |
| FORTESCUE METALS GROUP LTD | 0.01% |
| FRANKLIN FINANCIAL NETWORK | 0.01% |
| FREEPORT-MCMORAN OIL&GAS 06.7500 02/01/2022 | 0.01% |
| FREEPORT-MCMORAN OIL&GAS 06.8750 02/15/2023 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| FRONTIER COMM 11.0000 09/15/2025 | 0.01% |
| FRONTIER COMMUNICATIONS CORP | 0.01% |
| FTD COS INC | 0.01% |
| FUJITSU LTD | 0.01% |
| FUKUOKA FINANCIAL GROUP INC | 0.01% |
| G-III APPAREL GROUP LTD | 0.01% |
| GATES GLOBAL LLC L+325 04.2500 07/06/2021 | 0.01% |
| GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 | 0.01% |
| GBP/USD 09/21/2016 GSFX | 0.01% |
| GBP/USD 09/21/2016 JPMCB | 0.01% |
| GCCFC 2005-GG3 E 05.0870 08/10/2042 | 0.01% |
| GEN MOTORS FIN 03.2500 05/15/2018 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GENWORTH HOLDINGS INC 06.1500 11/15/2066 | 0.01% |
| GETTY IMAGES TLB L+350 04.7500 10/18/2019 | 0.01% |
| GLENCORE PLC | 0.01% |
| GLP CAP LP / FIN II 04.8750 11/01/2020 | 0.01% |
| GMAC CAPITAL TRUST I PCT 06.4111 | 0.01% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.01% |
| GOLDEN AGRI-RESOURCES LTD | 0.01% |
| GPT GROUP | 0.01% |
| GRAY TELEVISION INC 07.5000 10/01/2020 | 0.01% |
| GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 | 0.01% |
| GREAT SOUTHERN BANCORP INC | 0.01% |
| GREATBATCH INC | 0.01% |
| GREENBRIER COMPANIES INC | 0.01% |
| H AND E EQUIPMENT SERVICES INC | 0.01% |
| HAIN CELESTIAL GROUP INC | 0.01% |
| HAKUHODO DY HOLDINGS INC | 0.01% |
| HALCON RESOURCES COR P/P 144A 08.6250 02/01/2020 | 0.01% |
| HALYARD HEALTH INC | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HANMI FINANCIAL CORPORATION | 0.01% |
| HCA INC 03.7500 03/15/2019 | 0.01% |
| HD SUPPLY INC P/P 144A 05.7500 04/15/2024 | 0.01% |
| HD SUPPLY INC. 07.5000 07/15/2020 | 0.01% |
| HEALTHEQUITY INC | 0.01% |
| HEALTHSOUTH CORP | 0.01% |
| HINO MOTORS LTD | 0.01% |
| HITACHI HIGH-TECHNOLOGY | 0.01% |
| HORIZON PHARMA PLC | 0.01% |
| HUB INTL LTD P/P 144A 07.8750 10/01/2021 | 0.01% |
| HUDBAY MINERALS INC USD 09.5000 10/01/2020 | 0.01% |
| HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 | 0.01% |
| HYATT HOTELS CORP 03.3750 07/15/2023 | 0.01% |
| ICAHN ENTER/FIN 06.0000 08/01/2020 | 0.01% |
| ICAHN ENTERPRISES/FI 05.8750 02/01/2022 | 0.01% |
| IDEMITSU KOSAN CO LTD | 0.01% |
| IIDA GROUP HOLDINGS CO LTD | 0.01% |
| IMPAX LABORATORIES INC | 0.01% |
| IMPRIVATA INC | 0.01% |
| INCYTE CORP | 0.01% |
| INFINERA CORP | 0.01% |
| INNOPHOS HOLDINGS INC | 0.01% |
| INTEGRA LIFESCIENCES HOLDING | 0.01% |
| INTEGRATED DEVICE TECH INC | 0.01% |
| INTELIQUENT INC | 0.01% |
| INTERDIGITAL INC | 0.01% |
| INTERPUBLIC GROUP OF COS INC | 0.01% |
| INTERSIL CORP-A | 0.01% |
| INTL LEASE FINANCE CORP 05.8750 08/15/2022 | 0.01% |
| INVISTA FINANCE LLC P/P 144A 04.2500 10/15/2019 | 0.01% |
| IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 | 0.01% |
| ISLE OF CAPRI CASINO 05.8750 03/15/2021 | 0.01% |
| ITV PLC | 0.01% |
| IXIA | 0.01% |
| J2 GLOBAL INC | 0.01% |
| JABIL CIRCUIT INC 08.2500 03/15/2018 | 0.01% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.01% |
| JAPAN AIRLINES CO LTD | 0.01% |
| JAPAN TOBACCO INC | 0.01% |
| JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 | 0.01% |
| JC PENNEY CORP INC 05.6500 06/01/2020 | 0.01% |
| JLL/DELTA DUTCH PLED P/P 144A 08.7500 05/01/2020 | 0.01% |
| JO-ANN STORES INC P/P 144A 08.1250 03/15/2019 | 0.01% |
| JOHN B. SANFILIPPO & SON INC | 0.01% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.01% |
| JPMCC 2006-LDP7 B 06.1836 04/17/2045 | 0.01% |
| JPMCC 2007-CB20 AJ 06.2837 02/12/2051 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.5644 12/15/2047 | 0.01% |
| JPMORGAN CHASE & CO 07.9000 12/29/2049 | 0.01% |
| JTEKT CORP | 0.01% |
| KADANT INC | 0.01% |
| KBR INC | 0.01% |
| KERR-MCGEE CORP 07.8750 09/15/2031 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| KINETICS/KCI USA P/P 144A 07.8750 02/15/2021 | 0.01% |
| KOITO MANUFACTURING CO LTD | 0.01% |
| KONE OYJ-B | 0.01% |
| KRATON POLYMERS P/P 144A 10.5000 04/15/2023 | 0.01% |
| KURARAY CO LTD | 0.01% |
| L BRANDS INC 06.6250 04/01/2021 | 0.01% |
| LAGARDERE SCA | 0.01% |
| LAKELAND BANCORP INC | 0.01% |
| LANNETT CO INC | 0.01% |
| LAREDO PETROLEUM INC 07.3750 05/01/2022 | 0.01% |
| LATTICE SEMICONDUCTOR CORP | 0.01% |
| LAZARD LTD-CL A | 0.01% |
| LBCMT 1998-C4 H P/P 144A 05.6000 10/15/2035 | 0.01% |
| LENDINGTREE INC | 0.01% |
| LENNAR CORP 04.7500 11/15/2022 | 0.01% |
| LENNAR CORPORATION 04.7500 04/01/2021 | 0.01% |
| LEVEL 3 FIN INC 06.1250 01/15/2021 | 0.01% |
| LEVEL 3 FINANCING IN 05.3750 01/15/2024 | 0.01% |
| LEVEL 3 FINANCING IN 05.3750 08/15/2022 | 0.01% |
| LEXINGTON REALTY TRUST | 0.01% |
| LIBERTY MEDIA GROUP-A | 0.01% |
| LINN ENERGY LLC/FIN P/P 144A 12.0000 12/15/2020 | 0.01% |
| LIONS GATE ENTERTAINMENT COR | 0.01% |
| LITTELFUSE INC | 0.01% |
| LLOYDS BANKING GROUP P/P 144A 06.6570 01/29/2049 | 0.01% |
| LOUISIANA PACIF 07.5000 06/01/2020 | 0.01% |
| LTC PROPERTIES INC | 0.01% |
| MACQUARIE GROUP LTD | 0.01% |
| MACYS RETAIL HLDGS INC 06.9000 04/01/2029 | 0.01% |
| MAINSOURCE FINANCIAL GROUP INC | 0.01% |
| MAN SE | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MARCUS CORPORATION | 0.01% |
| MARRIOTT VACATIONS WORLD | 0.01% |
| MASONITE INTL C P/P 144A 05.6250 03/15/2023 | 0.01% |
| MASTEC INC 04.8750 03/15/2023 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 06.5000 11/15/2020 | 0.01% |
| MCDONALD'S CORP | 0.01% |
| MEDIA GENERAL FI 05.8750 11/15/2022 | 0.01% |
| MEDICINES COMPANY | 0.01% |
| MEIJI HOLDINGS CO LTD | 0.01% |
| MELLANOX TECHNOLOGIES LTD | 0.01% |
| MENTOR GRAPHICS CORP | 0.01% |
| MERCER INTL INC USD 07.7500 12/01/2022 | 0.01% |
| META FINANCIAL GROUP INC | 0.01% |
| MGM CHINA HOLDINGS LTD | 0.01% |
| MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 | 0.01% |
| MGM RESORTS INTL 06.6250 12/15/2021 | 0.01% |
| MGM RESORTS INTL 08.6250 02/01/2019 | 0.01% |
| MICRON TECH INC 05.8750 02/15/2022 | 0.01% |
| MICRON TECH INC P/P 144A 07.5000 09/15/2023 | 0.01% |
| MINERALS TECHNOLOGIES INC | 0.01% |
| MITSUBISHI GAS CHEMICAL CO | 0.01% |
| MITSUBISHI MATERIALS CORP | 0.01% |
| MITSUBISHI TANABE PHARMA | 0.01% |
| MKS INSTRUMENTS INC | 0.01% |
| MLCFC 2006-2 AJ 06.1975 06/12/2046 | 0.01% |
| MOLINA HEALTHCARE IN P/P 144A 05.3750 11/15/2022 | 0.01% |
| MONOLITHIC POWER SYSTEMS INC | 0.01% |
| MOOG INC P/P 144A 05.2500 12/01/2022 | 0.01% |
| MPT OPER PARTNERSP/FINL 06.3750 02/15/2022 | 0.01% |
| MSC 2011-C3 E P/P 144A 05.3479 07/15/2049 | 0.01% |
| MSG NETWORKS INC- A | 0.01% |
| MSRR 2015-R4 CB1 00.5977 08/26/2047 | 0.01% |
| NATIONAL CINEMEDIA INC | 0.01% |
| NATIONSTAR MORT/ 07.8750 10/01/2020 | 0.01% |
| NAVISTAR INTERNATIONAL CORP 08.2500 11/01/2021 | 0.01% |
| NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 | 0.01% |
| NEIMAN MARCUS TL L+325 04.2500 10/25/2020 | 0.01% |
| NELNET INC-CL A | 0.01% |
| NEUBERGER BERMAN P/P 144A 05.8750 03/15/2022 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NEXSTAR BROADCASTING GROUP-A | 0.01% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.01% |
| NISSAN MOTOR CO LTD | 0.01% |
| NN INC | 0.01% |
| NOMURA REAL ESTATE HOLDINGS | 0.01% |
| NORBORD INC P/P 144A 06.2500 04/15/2023 | 0.01% |
| NORSK HYDRO ASA | 0.01% |
| NORTEK INC 08.5000 04/15/2021 | 0.01% |
| NRG ENERGY INC 07.8750 05/15/2021 | 0.01% |
| NRG ENERGY INC P/P 144A 07.2500 05/15/2026 | 0.01% |
| NSK LTD | 0.01% |
| NZD/USD 07/21/2016 CSI-FX | 0.01% |
| NZD/USD 07/21/2016 GSFX | 0.01% |
| NZD/USD 07/21/2016 JPMCB | 0.01% |
| O'REILLY AUTOMOTIVE INC | 0.01% |
| O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 | 0.01% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.01% |
| OMEGA HEALTHCARE INVESTORS | 0.01% |
| OMEGA PROTEIN CORP | 0.01% |
| ON ASSIGNMENT INC | 0.01% |
| ON SEMICONDUCTOR CORP | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| OPHTHOTECH CORP | 0.01% |
| OPUS BANK | 0.01% |
| ORACLE CORP JAPAN | 0.01% |
| ORION ENGINEERED CARBONS SA | 0.01% |
| OSHKOSH CORP 05.3750 03/01/2022 | 0.01% |
| OWENS-ILLINOIS INC | 0.01% |
| OXFORD INDUSTRIES INC | 0.01% |
| P G & E CORP | 0.01% |
| PANASONIC CORP | 0.01% |
| PANDORA A/S | 0.01% |
| PARTNERS GROUP HOLDING AG | 0.01% |
| PAYCHEX INC | 0.01% |
| PENN NATIONAL GAMING INC | 0.01% |
| PENN NATL GAMING 05.8750 11/01/2021 | 0.01% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.01% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.01% |
| PEPSICO INC 07.9000 11/01/2018 | 0.01% |
| PERFICIENT INC | 0.01% |
| PERSIMMON PLC | 0.01% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.01% |
| PFIZER INC | 0.01% |
| PGT INC | 0.01% |
| PHARMERICA CORP | 0.01% |
| PLANTRONICS INC | 0.01% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.01% |
| PLEXUS CORP | 0.01% |
| PNC FINANCIAL SERVICES GROUP | 0.01% |
| PRESTIGE BRANDS HOLDINGS INC | 0.01% |
| PROOFPOINT INC | 0.01% |
| PROS HOLDINGS INC | 0.01% |
| PROSIEBENSAT.1 MEDIA SE | 0.01% |
| PROTHENA CORP PLC | 0.01% |
| PROVIDENT FDG/PFG P/P 144A 06.7500 06/15/2021 | 0.01% |
| PUBLICIS GROUPE | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| QWEST CORP 07.2500 09/15/2025 | 0.01% |
| RAIFFEISEN BANK INTERNATIONA | 0.01% |
| RANGE RESOURCES CORP 05.7500 06/01/2021 | 0.01% |
| RE/MAX HOLDINGS INC-CL A | 0.01% |
| REALTY INCOME CORP 04.6500 08/01/2023 | 0.01% |
| REGAL ENTERTAINMENT GROUP-A | 0.01% |
| REGAL ENTERTAINMENT GRP 05.7500 03/15/2022 | 0.01% |
| REGENCY ENERGY PART/FINA 05.8750 03/01/2022 | 0.01% |
| REVLON CONSUMER PRODS 05.7500 02/15/2021 | 0.01% |
| REYNOLDS GROUP 09.8750 08/15/2019 | 0.01% |
| REYNOLDS GRP ISS/REY P/P 144A 07.0000 07/15/2024 | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| ROC FIN LLC/ROC FIN P/P 144A 12.1250 09/01/2018 | 0.01% |
| SABINE PASS LIQUEFAC P/P 144A 05.8750 06/30/2026 | 0.01% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.01% |
| SAIA INC | 0.01% |
| SANDERSON FARMS INC | 0.01% |
| SANMINA-SCI CORP | 0.01% |
| SEALED AIR CORP P/P 144A 06.8750 07/15/2033 | 0.01% |
| SEIKO EPSON CORP | 0.01% |
| SEK/USD 09/21/2016 JPMCB | 0.01% |
| SEKISUI CHEMICAL CO LTD | 0.01% |
| SELECT INCOME REIT 02.8500 02/01/2018 | 0.01% |
| SELECT INCOME REIT 03.6000 02/01/2020 | 0.01% |
| SELECT MEDICAL HOLDINGS CORP | 0.01% |
| SENSATA TECHNOLOGIES HOLDING | 0.01% |
| SERVICE CORP INTL 05.3750 01/15/2022 | 0.01% |
| SEVEN GENS ENER P/P 144A 08.2500 05/15/2020 | 0.01% |
| SHIMAMURA CO LTD | 0.01% |
| SINCLAIR BROADCAST GROUP -A | 0.01% |
| SINCLAIR TELE 05.3750 04/01/2021 | 0.01% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.2500 01/15/2021 | 0.01% |
| SJM HOLDINGS LTD | 0.01% |
| SKYWORKS SOLUTIONS INC | 0.01% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.01% |
| SM ENERGY CO 06.5000 01/01/2023 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SOLAR CAPITAL LTD | 0.01% |
| SOUTHERN CO/THE | 0.01% |
| SOUTHERN STAR CENT P/P 144A 05.1250 07/15/2022 | 0.01% |
| SPARTANNASH CO | 0.01% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.01% |
| SPRINT COMM P/P 144A 09.0000 11/15/2018 | 0.01% |
| STAG INDUSTRIAL INC | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| STANDEX INTERNATIONAL CORP | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| STERIS PLC | 0.01% |
| STEVEN MADDEN LTD | 0.01% |
| STONERIDGE INC | 0.01% |
| SUGAR HSP GAMING P/P 144A 06.3750 06/01/2021 | 0.01% |
| SUMITOMO HEAVY INDUSTRIES | 0.01% |
| SUMMIT HOTEL PROPERTIES INC | 0.01% |
| SUMMIT MATERIALS INC -CL A | 0.01% |
| SUN HUNG KAI PROPERTIES | 0.01% |
| SUPERNUS PHARMACEUTICALS INC | 0.01% |
| SURGICAL CARE AFFILIATES INC | 0.01% |
| SVENSKA CELLULOSA AB SCA-B | 0.01% |
| SWEDISH MATCH AB | 0.01% |
| SWISS FRANC CALL ACCOUNT | 0.01% |
| SYNNEX CORP | 0.01% |
| SYSCO CORP | 0.01% |
| T-MOBILE USA INC 06.1250 01/15/2022 | 0.01% |
| T-MOBILE USA INC 06.2500 04/01/2021 | 0.01% |
| TABCORP HOLDINGS LTD | 0.01% |
| TAKASHIMAYA CO LTD | 0.01% |
| TALMER BANCORP INC -CL A | 0.01% |
| TARGET CORP | 0.01% |
| TAYLOR WIMPEY PLC | 0.01% |
| TCF FINANCIAL CORP | 0.01% |
| TDK CORP | 0.01% |
| TELENOR ASA | 0.01% |
| TEMPUR SEALY INTL P/P 144A 05.5000 06/15/2026 | 0.01% |
| TENET HEALTHCARE 06.0000 10/01/2020 | 0.01% |
| TENET HEALTHCARE 06.2500 11/01/2018 | 0.01% |
| TENET HEALTHCARE COR 04.1525 06/15/2020 | 0.01% |
| TEREX CORP 06.0000 05/15/2021 | 0.01% |
| TESARO INC | 0.01% |
| TESSERA TECHNOLOGIES INC | 0.01% |
| THE GEO GROUP INC | 0.01% |
| THERMO FISHER SCIENTIFIC INC | 0.01% |
| TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 | 0.01% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.01% |
| TMS INTL CORP P/P 144A 07.6250 10/15/2021 | 0.01% |
| TOHOKU ELECTRIC POWER CO INC | 0.01% |
| TOKYO ELECTRIC POWER CO INC | 0.01% |
| TOKYO GAS CO LTD | 0.01% |
| TOWER SEMICONDUCTOR LTD | 0.01% |
| TRANSCANADA PIPELINES USD 06.3500 05/15/2067 | 0.01% |
| TRANSDIGM INC 06.5000 07/15/2024 | 0.01% |
| TRANSDIGM INC P/P 144A 06.3750 06/15/2026 | 0.01% |
| TRANSDIGM INC. 07.5000 07/15/2021 | 0.01% |
| TRAVELPORT WORLDWIDE LTD | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| TRIBUNE MEDIA CO 05.8750 07/15/2022 | 0.01% |
| TUI AG-DI | 0.01% |
| TWENTY-FIRST CENTURY FOX - B | 0.01% |
| TYLER TECHNOLOGIES INC | 0.01% |
| UAL 2007 PASS TRUST 06.6360 07/02/2022 | 0.01% |
| UBS GROUP AG-REG | 0.01% |
| ULTIMATE SOFTWARE GROUP INC | 0.01% |
| UNITED INSURANCE HOLDINGS CO | 0.01% |
| UNIVISION COMM INC. P/P 144A 08.5000 05/15/2021 | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| US CONCRETE INC | 0.01% |
| US CONCRETE INC P/P 144A 06.3750 06/01/2024 | 0.01% |
| USG CORP P/P 144A 05.5000 03/01/2025 | 0.01% |
| VALEANT PHARMA P/P 144A 05.8750 05/15/2023 | 0.01% |
| VALEANT PHARMA P/P 144A 06.3750 10/15/2020 | 0.01% |
| VANTIV INC - CL A | 0.01% |
| VECTOR GROUP LTD | 0.01% |
| VEEVA SYSTEMS INC-CLASS A | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VNESHECONOMBANK P/P 144A 06.9020 07/09/2020 | 0.01% |
| VOESTALPINE AG | 0.01% |
| VULCAN MATERIALS COMPANY 04.5000 04/01/2025 | 0.01% |
| VWR CORP | 0.01% |
| WABASH NATIONAL CORP | 0.01% |
| WABTEC CORP | 0.01% |
| WACHOVIA CORP 05.7500 06/15/2017 | 0.01% |
| WAGEWORKS INC | 0.01% |
| WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 | 0.01% |
| WALT DISNEY COMPANY/THE 02.7500 08/16/2021 | 0.01% |
| WALT DISNEY COMPANY/THE 04.3750 08/16/2041 | 0.01% |
| WAMU 2005-AR19 A1C3 00.9533 12/25/2045 | 0.01% |
| WEB.COM GROUP INC | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WEST CORP P/P 144A 05.3750 07/15/2022 | 0.01% |
| WESTERN ALLIANCE BANCORP | 0.01% |
| WESTPAC BANKING CORP USD 04.8750 11/19/2019 | 0.01% |
| WFRBS 2013-C12 XA IO P/P 144A 01.5375 03/15/2048 | 0.01% |
| WHARF HOLDINGS LTD | 0.01% |
| WHITEWAVE FOODS CO 05.3750 10/01/2022 | 0.01% |
| WHITING PETROLEUM CORP 05.0000 03/15/2019 | 0.01% |
| WIDEOPENWEST FIN 10.2500 07/15/2019 | 0.01% |
| WILLIAM HILL PLC | 0.01% |
| WILLIAMS PARTNERS LP 04.3000 03/04/2024 | 0.01% |
| WILLIAMS PARTNERS/ACMP 04.8750 05/15/2023 | 0.01% |
| WINDSTREAM SERVICES LLC 06.3750 08/01/2023 | 0.01% |
| WM MORRISON SUPERMARKETS | 0.01% |
| WOLVERINE WORLD WIDE INC | 0.01% |
| WOOLWORTHS LTD | 0.01% |
| WOORI BANK | 0.01% |
| XL GROUP PLC | 0.01% |
| YAHOO JAPAN CORP | 0.01% |
| ZEBRA TECH CORP 07.2500 10/15/2022 | 0.01% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.01% |
| ZELTIQ AESTHETICS INC | 0.01% |
| ZIONS BANCORPORATION | 0.01% |
| 0.711 R ISWP USL3M P 06/29/2018 | 0.00% |
| 0.7115 R ISWP USL3M P 06/29/2018 | 0.00% |
| 0.716 R ISWP USL3M P 06/29/2018 | 0.00% |
| 1.75 R ISWP FWD USL3M P 09/21/2026 | 0.00% |
| A10 NETWORKS INC | 0.00% |
| ACADIA PHARMACEUTICALS INC | 0.00% |
| ACC CLAIMS HOLDING LLC CLASS A | 0.00% |
| ACCESS NATIONAL CORP | 0.00% |
| ACETO CORP | 0.00% |
| ACS ACTIVIDADES CONS Y-RTS | 0.00% |
| AEGEAN MARINE PETROLEUM NETW | 0.00% |
| AES CORP/VA 04.8750 05/15/2023 | 0.00% |
| AG MORTGAGE INVESTMENT TRUST | 0.00% |
| AKORN INC | 0.00% |
| ALLY FINANCIAL INC 08.0000 03/15/2020 | 0.00% |
| ALLY FINANCIAL INC 08.0000 12/31/2018 | 0.00% |
| AMBARELLA INC | 0.00% |
| AMC ENT INC 05.7500 06/15/2025 | 0.00% |
| AMC ENT INC 05.8750 02/15/2022 | 0.00% |
| AMERICAN WATER WORKS CO INC | 0.00% |
| AMSURG CORP | 0.00% |
| ANI PHARMACEUTICALS INC | 0.00% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.00% |
| ANTERO RESOURCES COR 05.6250 06/01/2023 | 0.00% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.00% |
| APIGEE CORP | 0.00% |
| APOLLO COMMERCIAL REAL ESTAT | 0.00% |
| APPLE INC 02.1000 05/06/2019 | 0.00% |
| APPLIED GENETIC TECHNOLOGIES | 0.00% |
| APTARGROUP INC | 0.00% |
| ARALEZ PHARMACEUTICALS INC | 0.00% |
| ARCELORMITTAL USD 06.1250 06/01/2025 | 0.00% |
| ARDELYX INC | 0.00% |
| ARIAD PHARMACEUTICALS INC | 0.00% |
| ARLINGTON ASSET INVESTMENT-A | 0.00% |
| ARMOUR RESIDENTIAL REIT INC | 0.00% |
| ARROW ELECTRONICS INC | 0.00% |
| ASHFORD HOSPITALITY TRUST | 0.00% |
| ASHTEAD GROUP PLC | 0.00% |
| ASSURANT INC | 0.00% |
| AUD/USD 07/21/2016 BCAP-FX | 0.00% |
| AUD/USD 07/21/2016 CITI | 0.00% |
| AUD/USD 07/21/2016 CSI-FX | 0.00% |
| AUD/USD 07/21/2016 DEUTB-L | 0.00% |
| AUD/USD 07/21/2016 GSFX | 0.00% |
| AUD/USD 07/21/2016 HSBCB | 0.00% |
| AUD/USD 07/21/2016 JPMCB | 0.00% |
| AUD/USD 07/21/2016 UBS | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| AVAYA INC P/P 144A 10.5000 03/01/2021 | 0.00% |
| AVERY DENNISON CORP | 0.00% |
| BACM 2004-4 XC IO P/P 144A 00.0915 07/10/2042 | 0.00% |
| BACM 2004-5 XC IO P/P 144A 00.5524 11/10/2041 | 0.00% |
| BACM 2005-1 XW IO P/P 144A 00.0000 11/10/2042 | 0.00% |
| BAE SYSTEMS PLC | 0.00% |
| BALL CORP | 0.00% |
| BALOISE HOLDING AG - REG | 0.00% |
| BANC OF CALIFORNIA INC | 0.00% |
| BANK HAPOALIM BM | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.1250 06/01/2021 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEAVER VALLEY II FUNDING 09.0000 06/01/2017 | 0.00% |
| BELDEN INC P/P 144A 05.2500 07/15/2024 | 0.00% |
| BEMIS COMPANY | 0.00% |
| BERRY PLASTICS CORP 05.5000 05/15/2022 | 0.00% |
| BERRY PLASTICS ESCRO 06.0000 10/15/2022 | 0.00% |
| BIO-RAD LABORATORIES-A | 0.00% |
| BIOSPECIFICS TECHNOLOGIES | 0.00% |
| BOARDWALK PIPELINES LP 05.9500 06/01/2026 | 0.00% |
| BON-TON DEPT STORES 08.0000 06/15/2021 | 0.00% |
| BOUYGUES SA | 0.00% |
| BOYD GAMING CORP | 0.00% |
| BOYD GAMING CORP P/P 144A 06.3750 04/01/2026 | 0.00% |
| BOYD GAMING CORPORATION 06.8750 05/15/2023 | 0.00% |
| BRAZILIAN REAL CALL ACCOUNT | 0.00% |
| BSCMS 04-PR3I X1 IO 00.3322 02/11/2041 | 0.00% |
| BUFFALO WILD WINGS INC | 0.00% |
| BUNGE LIMITED FINANCE CORP. 08.5000 06/15/2019 | 0.00% |
| CABLEVISION SYS CORP 08.0000 04/15/2020 | 0.00% |
| CABLEVISION SYSTEMS 08.6250 09/15/2017 | 0.00% |
| CABLEVISION SYSTEMS CORP 07.7500 04/15/2018 | 0.00% |
| CACI INTERNATIONAL INC -CL A | 0.00% |
| CAD/USD 07/21/2016 BANKAM | 0.00% |
| CAD/USD 07/21/2016 BCAP-FX | 0.00% |
| CAD/USD 07/21/2016 CITI | 0.00% |
| CAD/USD 07/21/2016 CSI-FX | 0.00% |
| CAD/USD 07/21/2016 GSFX | 0.00% |
| CAD/USD 07/21/2016 HSBCB | 0.00% |
| CAD/USD 07/21/2016 JPMCB | 0.00% |
| CAD/USD 07/21/2016 RBSF | 0.00% |
| CAD/USD 07/21/2016 SSBT | 0.00% |
| CAD/USD 07/21/2016 UBS | 0.00% |
| CAD/USD 07/21/2016 WPAC | 0.00% |
| CAESARS ENT OPER TLB7 L+825 11.7500 03/01/2017 | 0.00% |
| CALAMP CORP | 0.00% |
| CALATLANTIC GROUP INC 05.8750 11/15/2024 | 0.00% |
| CALIFORNIA RESOURCES CORP | 0.00% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.00% |
| CALPINE CORP P/P 144A 06.0000 01/15/2022 | 0.00% |
| CANON INC ORD JAPAN | 0.00% |
| CARE CAPITAL PROPERTIES INC | 0.00% |
| CAS 2015-C03 2M2 05.4533 07/25/2025 | 0.00% |
| CAVIUM INC | 0.00% |
| CBL & ASSOCIATES PROPERTIES | 0.00% |
| CBRE SERVICES INC 05.0000 03/15/2023 | 0.00% |
| CBS OUT AMER CAP LLC 05.8750 03/15/2025 | 0.00% |
| CCM MERGER INC P/P 144A 09.1250 05/01/2019 | 0.00% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% |
| CCO HLDGS LLC/CAP CORP 06.6250 01/31/2022 | 0.00% |
| CEDAR FAIR LP/CA 05.2500 03/15/2021 | 0.00% |
| CENOVUS ENERGY INC USD 04.4500 09/15/2042 | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.00% |
| CENTURYLINK INC 05.6250 04/01/2020 | 0.00% |
| CF INDUSTRIES INC 05.1500 03/15/2034 | 0.00% |
| CF INDUSTRIES INC 05.3750 03/15/2044 | 0.00% |
| CHASE CORP | 0.00% |
| CHEMOURS CO 06.6250 05/15/2023 | 0.00% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.00% |
| CHESAP OIL OP/FN 06.6250 11/15/2019 | 0.00% |
| CHF/USD 09/21/2016 BCAP-FX | 0.00% |
| CHF/USD 09/21/2016 CSI-FX | 0.00% |
| CHS/COMMUNITY HEALTH 05.1250 08/01/2021 | 0.00% |
| CIENA CORP | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CIT GROUP INC 03.8750 02/19/2019 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CIT GROUP INC 05.3750 05/15/2020 | 0.00% |
| CIT GROUP INC P/P 144A 05.5000 02/15/2019 | 0.00% |
| CITIZENS & NORTHERN CORP | 0.00% |
| CK HUTCHISON HOLDINGS LTD | 0.00% |
| CLEAR CHANNEL COMMUN 09.0000 12/15/2019 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CNO FINANCIAL GROUP INC 04.5000 05/30/2020 | 0.00% |
| COLONY CAPITAL INC - A | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COLRUYT SA | 0.00% |
| COMM 2006-C8 XS IO P/P 144A 00.7192 12/10/2046 | 0.00% |
| COMMSCOPE TECH FIN L P/P 144A 06.0000 06/15/2025 | 0.00% |
| COMSCORE INC | 0.00% |
| CONCHO RESOURCES INC 05.5000 10/01/2022 | 0.00% |
| CONSTELLATION BRANDS INC. 07.2500 09/01/2016 | 0.00% |
| CONTINENTAL RESOURCES 03.8000 06/01/2024 | 0.00% |
| COPART INC | 0.00% |
| CORNERSTONE ONDEMAND INC | 0.00% |
| CORRECTIONS CORP 04.1250 04/01/2020 | 0.00% |
| CPG INTL TLB L+375 04.7500 09/30/2020 | 0.00% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.00% |
| CRAY INC | 0.00% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.00% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.00% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1972 05/15/2038 | 0.00% |
| CYS INVESTMENTS INC | 0.00% |
| DAVITA HEALTHCARE PARTNERS I | 0.00% |
| DBRR 2013-EZ3 A P/P 144A 01.6360 12/18/2049 | 0.00% |
| DENBURY RESOURCES INC 06.3750 08/15/2021 | 0.00% |
| DEPOMED INC | 0.00% |
| DFC FINANCE CORP P/P 144A 10.5000 06/15/2020 | 0.00% |
| DH SERVICES LUX SARL P/P 144A 07.7500 12/15/2020 | 0.00% |
| DHT HOLDINGS INC | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| DIAMONDBACK ENERGY INC | 0.00% |
| DISCOVER FINANCIAL SERVICES | 0.00% |
| DKK/USD 09/21/2016 CITI | 0.00% |
| DOLBY LABORATORIES INC-CL A | 0.00% |
| DOUGLAS DYNAMICS INC | 0.00% |
| DPL INC. 06.5000 10/15/2016 | 0.00% |
| DST SYSTEMS INC | 0.00% |
| DYNAVAX TECHNOLOGIES CORP | 0.00% |
| DYNEGY INC 07.3750 11/01/2022 | 0.00% |
| DYNEGY INC 07.6250 11/01/2024 | 0.00% |
| EAGLE PHARMACEUTICALS INC | 0.00% |
| EASYJET PLC | 0.00% |
| ECOLAB INC | 0.00% |
| ENCORE CAPITAL GROUP INC | 0.00% |
| ENDO FIN LLC/ENDO FI P/P 144A 05.8750 01/15/2023 | 0.00% |
| ENDURANCE SPECIALTY HOLDINGS | 0.00% |
| ENERGY FUTURE P/P 144A 11.7500 03/01/2022 | 0.00% |
| ENERGY TRANSFER EQUITY 07.5000 10/15/2020 | 0.00% |
| ENNIS INC | 0.00% |
| ENTELLUS MEDICAL INC | 0.00% |
| ENTERPRISE FINANCIAL SERVICES CORP | 0.00% |
| EP ENER/EVEREST AC 06.3750 06/15/2023 | 0.00% |
| EQUITY COMMONWEALTH | 0.00% |
| EUR/USD 09/21/2016 BANKAM | 0.00% |
| EUR/USD 09/21/2016 BCAP-FX | 0.00% |
| EUR/USD 09/21/2016 CITI | 0.00% |
| EUR/USD 09/21/2016 DEUTB-L | 0.00% |
| EUR/USD 09/21/2016 GSFX | 0.00% |
| EUR/USD 09/21/2016 HSBCB | 0.00% |
| EUR/USD 09/21/2016 JPMCB | 0.00% |
| EUR/USD 09/21/2016 RBSF | 0.00% |
| EUR/USD 09/21/2016 UBS | 0.00% |
| EUR/USD PUT 1.10 20160719 CITI | 0.00% |
| EVEREST RE GROUP LTD | 0.00% |
| FAMILY TREE ESCROW L P/P 144A 05.2500 03/01/2020 | 0.00% |
| FAMILY TREE ESCROW L P/P 144A 05.7500 03/01/2023 | 0.00% |
| FARMERS CAPITAL BANK CORP | 0.00% |
| FFCA 2000-1 IO IO P/P 144A 00.9607 09/18/2027 | 0.00% |
| FHR 2979 AS 22.6525 03/15/2034 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FIDELITY NATIONAL INFO SERV | 0.00% |
| FIRST COMMUNITY BANCSHARES | 0.00% |
| FIVE PRIME THERAPEUTICS INC | 0.00% |
| FLEETMATICS GROUP PLC | 0.00% |
| FLUSHING FINANCIAL CORP | 0.00% |
| FNMA FN20 323063 07.0000 03/01/2018 | 0.00% |
| FNR 2005-83 QP 16.2154 11/25/2034 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FOUR CORNERS PROPERTY TRUST | 0.00% |
| FRANK'S INTERNATIONAL NV | 0.00% |
| FREEPORT-MCMORAN COPPER & GOL 03.5500 03/01/2022 | 0.00% |
| FREESCALE SEMICONDUC P/P 144A 06.0000 01/15/2022 | 0.00% |
| FRONTIER COMM 08.8750 09/15/2020 | 0.00% |
| FRONTIER COMMUNICATIONS 06.2500 09/15/2021 | 0.00% |
| FRONTIER COMMUNICATIONS 07.6250 04/15/2024 | 0.00% |
| FUBOA 2001-C1 IO3 IO P/P 144A 02.2001 03/15/2033 | 0.00% |
| GARTNER INC | 0.00% |
| GBP/USD 09/21/2016 BANKAM | 0.00% |
| GBP/USD 09/21/2016 BCAP-FX | 0.00% |
| GBP/USD 09/21/2016 HSBCB | 0.00% |
| GBP/USD 09/21/2016 RBSF | 0.00% |
| GBP/USD 09/21/2016 SSBT | 0.00% |
| GECMC 2005-C3 XC IO P/P 144A 00.1188 07/10/2045 | 0.00% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.00% |
| GENERAL MOTORS CO 06.2500 10/02/2043 | 0.00% |
| GENMARK DIAGNOSTICS INC | 0.00% |
| GENON ENERGY INC 09.8750 10/15/2020 | 0.00% |
| GENPACT LTD | 0.00% |
| GENTEX CORP | 0.00% |
| GENWORTH FINANCIAL INC-CL A | 0.00% |
| GIBSON BRANDS INC P/P 144A 08.8750 08/01/2018 | 0.00% |
| GIGAMON INC | 0.00% |
| GLOBUS MEDICAL INC - A | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMACC 2005-C1 X1 IO P/P 144A 00.7848 05/10/2043 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GOODYEAR TIRE & RUBBER 05.0000 05/31/2026 | 0.00% |
| GSMS 2006-GG6 XC IO P/P 144A 00.0000 04/10/2038 | 0.00% |
| GULFPORT ENERGY CORP | 0.00% |
| HALCON RESOURCES COR 08.8750 05/15/2021 | 0.00% |
| HALCON RESOURCES CORP 09.7500 07/15/2020 | 0.00% |
| HALOZYME THERAPEUTICS INC | 0.00% |
| HALYARD HEALTH INC 06.2500 10/15/2022 | 0.00% |
| HCA INC 05.3750 02/01/2025 | 0.00% |
| HCA INC. 07.5000 02/15/2022 | 0.00% |
| HCI GROUP INC | 0.00% |
| HEARTLAND FINANCIAL USA INC | 0.00% |
| HENKEL AG & CO KGAA VORZUG | 0.00% |
| HERCULES CAPITAL INC | 0.00% |
| HERITAGE INSURANCE HOLDINGS | 0.00% |
| HERSHA HOSPITALITY TRUST | 0.00% |
| HILAND PART LP/CORP P/P 144A 05.5000 05/15/2022 | 0.00% |
| HILAND PART LP/CORP P/P 144A 07.2500 10/01/2020 | 0.00% |
| HITACHI METALS LTD | 0.00% |
| HKD/USD 08/18/2016 BANKAM | 0.00% |
| HKD/USD 08/18/2016 BCAP-FX | 0.00% |
| HKD/USD 08/18/2016 CSI-FX | 0.00% |
| HKD/USD 08/18/2016 HSBCB | 0.00% |
| HKD/USD 08/18/2016 JPMCB | 0.00% |
| HKT TRUST AND HKT LTD-SS | 0.00% |
| HONDA MOTOR CO LTD | 0.00% |
| HONEYWELL INTERNATIONAL INC | 0.00% |
| HORIZON BANCORP INDIANA | 0.00% |
| HOSPITALITY PROPERTIES T 04.5000 03/15/2025 | 0.00% |
| HUB HLDG LLC/HUB HOL P/P 144A 08.1250 07/15/2019 | 0.00% |
| HUNTSMAN INTL L 05.1250 11/15/2022 | 0.00% |
| HYATT HOTELS CORP - CL A | 0.00% |
| IDR/USD 08/18/2016 GSFX | 0.00% |
| IDR/USD 11/16/2016 JPMCB | 0.00% |
| IDT CORP-CLASS B | 0.00% |
| IMAX CORP | 0.00% |
| IMMUNE DESIGN CORP | 0.00% |
| INC RESEARCH HOLDINGS INC-A | 0.00% |
| INFINEON TECHNOLOGIES AG | 0.00% |
| INFOR US INC P/P 144A 05.7500 08/15/2020 | 0.00% |
| INGRAM MICRO INC-CL A | 0.00% |
| INOTEK PHARMACEUTICALS CORP | 0.00% |
| INSYS THERAPEUTICS INC | 0.00% |
| INTELSAT JACKSON HLDG USD 07.5000 04/01/2021 | 0.00% |
| INTELSAT JACKSON USD 06.6250 12/15/2022 | 0.00% |
| INTELSAT LUXEMB USD 07.7500 06/01/2021 | 0.00% |
| INTELSAT LUXEMB USD 08.1250 06/01/2023 | 0.00% |
| INTL LEASE FINANCE CORP 06.2500 05/15/2019 | 0.00% |
| INVESCO MORTGAGE CAPITAL | 0.00% |
| INVESTORS REAL ESTATE TRUST | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| IRON MOUNTAIN INC P/P 144A 06.0000 10/01/2020 | 0.00% |
| ISS A/S | 0.00% |
| ISTAR INC CV 03.0000 11/15/2016 | 0.00% |
| ISTAR INC. 05.0000 07/01/2019 | 0.00% |
| JBS USA LLC/JBS USA P/P 144A 07.2500 06/01/2021 | 0.00% |
| JBS USA LLC/JBS USA P/P 144A 08.2500 02/01/2020 | 0.00% |
| JC PENNEY CORP INC 08.1250 10/01/2019 | 0.00% |
| JC PENNEY CORP INC P/P 144A 05.8750 07/01/2023 | 0.00% |
| JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.4959 09/12/2037 | 0.00% |
| JPMCC 06-LDP6 X1 IO P/P 144A 00.0358 04/15/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.5827 05/15/2045 | 0.00% |
| JPY/USD 08/18/2016 BANKAM | 0.00% |
| JPY/USD 08/18/2016 BCAP-FX | 0.00% |
| JPY/USD 08/18/2016 DEUTB-L | 0.00% |
| JPY/USD 08/18/2016 GSFX | 0.00% |
| JPY/USD 08/18/2016 JPMCB | 0.00% |
| JPY/USD 08/18/2016 RBSF | 0.00% |
| JPY/USD 08/18/2016 UBS | 0.00% |
| KAPSTONE PAPER AND PACKAGING | 0.00% |
| KERRY GROUP PLC-A | 0.00% |
| KEY ENERGY SERVICES INC 06.7500 03/01/2021 | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.00% |
| KINDRED HEALTHCARE INC | 0.00% |
| KOREA ELECTRIC POWER CORP | 0.00% |
| KRATON PERFORMANCE POLYMERS | 0.00% |
| KRATOS DEFENSE & SECURITY | 0.00% |
| KRW/USD 08/18/2016 GSFX | 0.00% |
| L BRANDS INC 05.6250 02/15/2022 | 0.00% |
| LAMAR MEDIA CORP 05.3750 01/15/2024 | 0.00% |
| LAMAR MEDIA CORP 05.8750 02/01/2022 | 0.00% |
| LANDAUER INC | 0.00% |
| LANDRY'S HLDG II INC P/P 144A 10.2500 01/01/2018 | 0.00% |
| LBCMT 1999-C1 G P/P 144A 06.4100 06/15/2031 | 0.00% |
| LBUBS 2005-C2 XCL IO P/P 144A 00.1950 04/15/2040 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.4615 11/15/2040 | 0.00% |
| LEAR CORP 05.2500 01/15/2025 | 0.00% |
| LEGAL & GENERAL GROUP PLC | 0.00% |
| LENNAR CORP 04.5000 06/15/2019 | 0.00% |
| LEVEL 3 COMMUNICATIONS INC. 05.7500 12/01/2022 | 0.00% |
| LIBERTY BRAVES GROUP-A | 0.00% |
| LIGAND PHARMACEUTICALS | 0.00% |
| LIGHTSTREAM P/P 144A 08.6250 02/01/2020 | 0.00% |
| LIGHTSTREAM RESOURCES REGS 08.6250 02/01/2020 | 0.00% |
| LINK REIT | 0.00% |
| LIVE NATION ENTERTAINMENT IN | 0.00% |
| LOCKHEED MARTIN CORP | 0.00% |
| LONE PINE RES ESCROW 10.3750 02/15/2017 | 0.00% |
| LONE PINE RESOURCES CANADA L | 0.00% |
| LONE PINE RESOURCES INC-CL A | 0.00% |
| LSB INDUSTRIES INC | 0.00% |
| MAIDEN HOLDINGS LTD | 0.00% |
| MALIBU BOATS INC - A | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 | 0.00% |
| MARATHON OIL CORP 03.8500 06/01/2025 | 0.00% |
| MATCH GROUP INC | 0.00% |
| MATRIX SERVICE CO | 0.00% |
| MATSON INC | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | 0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MCBC HOLDINGS INC | 0.00% |
| MEDLEY CAPITAL CORP | 0.00% |
| MEDNAX INC | 0.00% |
| MEDNAX INC P/P 144A 05.2500 12/01/2023 | 0.00% |
| MEG ENERGY CORP P/P 144A 06.5000 03/15/2021 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% |
| MEG ENERGY TLB L+275 03.7500 03/31/2020 | 0.00% |
| MERCK & CO. INC. | 0.00% |
| MERRIMACK PHARMACEUTICALS IN | 0.00% |
| METHANEX CORP USD 03.2500 12/15/2019 | 0.00% |
| MEZZ 2005-C3 X IO P/P 144A 07.1563 05/15/2044 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.0236 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 05.8856 12/15/2049 | 0.00% |
| MGM RESORTS INTL 05.2500 03/31/2020 | 0.00% |
| MGP ESCROW ISSUER/CO P/P 144A 05.6250 05/01/2024 | 0.00% |
| MICROSEMI CORP | 0.00% |
| MILAGRO OIL & GAS 10.5000 05/15/2017 | 0.00% |
| MIMEDX GROUP INC | 0.00% |
| MINI MSCI EAFE SEP16 MFSU6 | 0.00% |
| MLMT 2004-KEY2 XC IO P/P 144A 00.5778 08/12/2039 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0229 06/12/2043 | 0.00% |
| MLMT 2007-C1 A3 06.0211 06/12/2050 | 0.00% |
| MOBILEIRON INC | 0.00% |
| MOLINA HEALTHCARE INC | 0.00% |
| MPT OP PARTNERSHIP 06.8750 05/01/2021 | 0.00% |
| MPT OPER PARTNERSP/FINL 06.3750 03/01/2024 | 0.00% |
| MSA SAFETY INC | 0.00% |
| MTS SYSTEMS CORP | 0.00% |
| MUSTANG MERGER CORP P/P 144A 08.5000 08/15/2021 | 0.00% |
| MYR/USD 08/18/2016 BANKAM | 0.00% |
| MYRIAD GENETICS INC | 0.00% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.00% |
| NAVISTAR INTL CV 04.5000 10/15/2018 | 0.00% |
| NEC CORP | 0.00% |
| NETSCOUT SYSTEMS INC | 0.00% |
| NEUROCRINE BIOSCIENCES INC | 0.00% |
| NEUSTAR INC-CLASS A | 0.00% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.00% |
| NEW GOLD INC P/P 144A 07.0000 04/15/2020 | 0.00% |
| NEWCREST MINING LTD | 0.00% |
| NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.00% |
| NEWS CORP - CLASS B | 0.00% |
| NEXT PLC | 0.00% |
| NITORI HOLDINGS CO LTD | 0.00% |
| NOK/USD 09/21/2016 BCAP-FX | 0.00% |
| NOK/USD 09/21/2016 CSI-FX | 0.00% |
| NOK/USD 09/21/2016 JPMCB | 0.00% |
| NOK/USD 09/21/2016 RBSF | 0.00% |
| NORTHERN OIL AND GAS INC | 0.00% |
| NOVAVAX INC | 0.00% |
| NOVELIS INC 08.3750 12/15/2017 | 0.00% |
| NUTRACEUTICAL INTL CORP | 0.00% |
| NZD/USD 07/21/2016 BANKAM | 0.00% |
| NZD/USD 07/21/2016 BCAP-FX | 0.00% |
| NZD/USD 07/21/2016 CITI | 0.00% |
| NZD/USD 07/21/2016 RBSF | 0.00% |
| NZD/USD 07/21/2016 UBS | 0.00% |
| OASIS PETROLEUM INC 06.8750 01/15/2023 | 0.00% |
| OCWEN FINANCIAL CORP 06.6250 05/15/2019 | 0.00% |
| OJI PAPER CO LTD | 0.00% |
| OMNICOM GROUP | 0.00% |
| ONE LIBERTY PROPERTIES INC | 0.00% |
| ONEMAIN FIN HLDG INC P/P 144A 06.7500 12/15/2019 | 0.00% |
| ONEMAIN FIN HLDG INC P/P 144A 07.2500 12/15/2021 | 0.00% |
| ONEX CORPORATION | 0.00% |
| OPPENHEIMER HOLDINGS-CL A | 0.00% |
| ORASURE TECHNOLOGIES INC | 0.00% |
| OTSUKA CORP | 0.00% |
| PACIFIC PREMIER BANCORP INC | 0.00% |
| PACIRA PHARMACEUTICALS INC | 0.00% |
| PACTIV LLC 08.3750 04/15/2027 | 0.00% |
| PACWEST BANCORP | 0.00% |
| PAYCOM SOFTWARE INC | 0.00% |
| PAYLOCITY HOLDING CORP | 0.00% |
| PENNYMAC FINANCIAL SERVICE-A | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PEOPLES BANCORP INC | 0.00% |
| PERKINELMER INC | 0.00% |
| PHH CORP 06.3750 08/15/2021 | 0.00% |
| PHH CORPORATION 07.3750 09/01/2019 | 0.00% |
| PILGRIM'S PRIDE CORP P/P 144A 05.7500 03/15/2025 | 0.00% |
| PITNEY BOWES INC | 0.00% |
| PLN/USD 09/21/2016 HSBCB | 0.00% |
| PORTOLA PHARMACEUTICALS INC | 0.00% |
| POWER INTEGRATIONS INC | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| PQ CORP P/P 144A 06.7500 11/15/2022 | 0.00% |
| PRESTIGE BRANDS INC P/P 144A 05.3750 12/15/2021 | 0.00% |
| PROASSURANCE CORP | 0.00% |
| PUBLIC STORAGE | 0.00% |
| QAD INC-A | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RADNET INC | 0.00% |
| RAMCO-GERSHENSON PROPERTIES | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| REGENCY ENERGY PART/FINA 05.0000 10/01/2022 | 0.00% |
| REGENCY ENERGY PART/FINA 05.5000 04/15/2023 | 0.00% |
| RENAISSANCERE HOLDINGS LTD | 0.00% |
| REPLIGEN CORP | 0.00% |
| REPUBLIC BANCORP INC-CLASS A | 0.00% |
| RESTORATION HARDWARE HOLDING | 0.00% |
| RIGEL PHARMACEUTICALS INC | 0.00% |
| RIVERS PITTSBURGH LP P/P 144A 09.5000 06/15/2019 | 0.00% |
| ROCKWELL MEDICAL INC | 0.00% |
| ROGERS COMMUNICATIONS INC-B | 0.00% |
| ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 | 0.00% |
| ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 | 0.00% |
| ROVI CORP | 0.00% |
| RTL GROUP | 0.00% |
| RUB/USD 09/21/2016 JPMCB | 0.00% |
| RUSSELL 2000 MINI SEP16 RTAU6 | 0.00% |
| S&P MID 400 EMINI SEP16 FAU6 | 0.00% |
| S&P500 EMINI FUT SEP16 ESU6 | 0.00% |
| SABINE PASS LNG LP 06.5000 11/01/2020 | 0.00% |
| SAGE THERAPEUTICS INC | 0.00% |
| SAMSON INVESTMENT CO 09.7500 02/15/2020 | 0.00% |
| SANDRIDGE ENERGY INC P/P 144A 08.7500 06/01/2020 | 0.00% |
| SCIENTIFIC GAMES INT P/P 144A 07.0000 01/01/2022 | 0.00% |
| SCIENTIFIC GAMES INTERNA 06.2500 09/01/2020 | 0.00% |
| SCORPIO TANKERS INC | 0.00% |
| SEALED AIR CORP P/P 144A 04.8750 12/01/2022 | 0.00% |
| SEALED AIR CORP P/P 144A 05.1250 12/01/2024 | 0.00% |
| SEALED AIR CORP P/P 144A 05.2500 04/01/2023 | 0.00% |
| SEALED AIR CORP P/P 144A 05.5000 09/15/2025 | 0.00% |
| SEALED AIR CORP P/P 144A 06.5000 12/01/2020 | 0.00% |
| SEK/USD 09/21/2016 BANKAM | 0.00% |
| SEK/USD 09/21/2016 BCAP-FX | 0.00% |
| SEK/USD 09/21/2016 CSI-FX | 0.00% |
| SEK/USD 09/21/2016 GSFX | 0.00% |
| SELECT INCOME REIT | 0.00% |
| SEMTECH CORP | 0.00% |
| SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 | 0.00% |
| SEVENTY SEVEN ENERGY 06.5000 07/15/2022 | 0.00% |
| SGD/USD 08/18/2016 BCAP-FX | 0.00% |
| SGD/USD 08/18/2016 SSBT | 0.00% |
| SHERWIN-WILLIAMS CO/THE | 0.00% |
| SHORETEL INC | 0.00% |
| SILICON LABORATORIES INC | 0.00% |
| SINCLAIR TELEVISION 06.3750 11/01/2021 | 0.00% |
| SINGAPORE AIRLINES LTD | 0.00% |
| SLM CORP | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.5000 11/15/2021 | 0.00% |
| SONOCO PRODUCTS CO | 0.00% |
| SPARK NEW ZEALAND LTD | 0.00% |
| SPEC BND ES CORP 06.3750 11/15/2020 | 0.00% |
| SPEC BRNDS ESCROW CO 06.6250 11/15/2022 | 0.00% |
| SPECTRANETICS CORP | 0.00% |
| SPECTRUM BRANDS INC 05.7500 07/15/2025 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| SPRINGLEAF FIN CORP 07.7500 10/01/2021 | 0.00% |
| SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 | 0.00% |
| SPRINT COMMUNICATIONS 07.0000 08/15/2020 | 0.00% |
| STAMPS.COM INC | 0.00% |
| STANDARD IND INC P/P 144A 05.1250 02/15/2021 | 0.00% |
| STEEL DYNAMICS INC 05.1250 10/01/2021 | 0.00% |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 0.00% |
| STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 | 0.00% |
| STOCKLAND | 0.00% |
| SUCAMPO PHARMACEUTICALS-CL A | 0.00% |
| SURUGA BANK LTD | 0.00% |
| SYNAPTICS INC | 0.00% |
| SYNCHRONOSS TECHNOLOGIES INC | 0.00% |
| SYNIVERSE HOLDINGS INC 09.1250 01/15/2019 | 0.00% |
| SYNOPSYS INC | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| T-MOBILE USA INC 06.4640 04/28/2019 | 0.00% |
| T-MOBILE USA INC 06.6330 04/28/2021 | 0.00% |
| T-MOBILE USA INC 06.8360 04/28/2023 | 0.00% |
| TARO PHARMACEUTICAL INDUS | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.2500 04/15/2021 | 0.00% |
| TAYLOR MORRISON P/P 144A 05.6250 03/01/2024 | 0.00% |
| TEAM HEALTH HOLDINGS INC | 0.00% |
| TECHNIP SA | 0.00% |
| TECK RESOURCES LTD P/P 144A 08.0000 06/01/2021 | 0.00% |
| TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 | 0.00% |
| TENET HEALTHCARE 04.3750 10/01/2021 | 0.00% |
| TENET HEALTHCARE 04.5000 04/01/2021 | 0.00% |
| TENNECO INC 05.0000 07/15/2026 | 0.00% |
| TERVITA CORP P/P 144A 10.8750 02/15/2018 | 0.00% |
| TEXAS COMP ELEC PP L+450 04.9337 10/10/2017 | 0.00% |
| TEXAS COMP ELEC TL EXT L+450 04.9337 10/10/2017 | 0.00% |
| TEXAS COMP/TCEH P/P 144A 11.5000 10/01/2020 | 0.00% |
| THE EURO EUR CALL ACCOUNT | 0.00% |
| THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 | 0.00% |
| THOMSON REUTERS CORP | 0.00% |
| TMX FIN/TITLEMAX P/P 144A 08.5000 09/15/2018 | 0.00% |
| TOKAI PHARMACEUTICALS INC | 0.00% |
| TONENGENERAL SEKIYU KK | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| TREX COMPANY INC | 0.00% |
| TRIANGLE USA PETRO P/P 144A 06.7500 07/15/2022 | 0.00% |
| TRIPLE-S MANAGEMENT CORP-B | 0.00% |
| TRW AUTOMOTIVE INC P/P 144A 04.5000 03/01/2021 | 0.00% |
| UBIQUITI NETWORKS INC | 0.00% |
| ULTRAGENYX PHARMACEUTICAL IN | 0.00% |
| UNIQURE NV | 0.00% |
| UNIT CORP 06.6250 05/15/2021 | 0.00% |
| UNITED COMMUNITY BANKS/GA | 0.00% |
| UNIVERSAL HEALTH RLTY INCOME | 0.00% |
| US 10YR NOTE (CBT)SEP16 TYU6 | 0.00% |
| US 10YR ULTRA FUT SEP16 UXYU6 | 0.00% |
| US 2YR NOTE (CBT) SEP16 TUU6 | 0.00% |
| US 5YR NOTE (CBT) SEP16 FVU6 | 0.00% |
| US BANCORP | 0.00% |
| US LONG BOND(CBT) SEP16 USU6 | 0.00% |
| US ULTRA BOND CBT SEP16 WNU6 | 0.00% |
| USD/CAD CALL 1.32 20160719 CITI | 0.00% |
| USG CORP P/P 144A 05.8750 11/01/2021 | 0.00% |
| VALEANT PHARMA P/P 144A 05.3750 03/15/2020 | 0.00% |
| VALEANT PHARMA P/P 144A 05.6250 12/01/2021 | 0.00% |
| VALEANT PHARMA P/P 144A 06.1250 04/15/2025 | 0.00% |
| VALEANT PHARMA P/P 144A 07.0000 10/01/2020 | 0.00% |
| VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 | 0.00% |
| VALIDUS HOLDINGS LTD | 0.00% |
| VANDER INTERMED P/P 144A 09.7500 02/01/2019 | 0.00% |
| VERIFONE SYSTEMS INC | 0.00% |
| VERINT SYSTEMS INC | 0.00% |
| VERIZON COMMUNICATIONS 06.4000 09/15/2033 | 0.00% |
| VOLKSWAGEN AG PFD | 0.00% |
| WALTER INV MGMT 07.8750 12/15/2021 | 0.00% |
| WATERS CORP | 0.00% |
| WAYNE MERGER SUB LLC P/P 144A 08.2500 08/01/2023 | 0.00% |
| WBCMT 2005-C18 XC IO P/P 144A 00.0000 04/15/2042 | 0.00% |
| WBCMT 2006-C26 XC IO P/P 144A 00.1482 06/15/2045 | 0.00% |
| WESTERN GAS PARTNERS LP 04.6500 07/01/2026 | 0.00% |
| WHITING PETROLEUM CORP | 0.00% |
| WHITING PETROLEUM CORP 05.7500 03/15/2021 | 0.00% |
| WILEY (JOHN) & SONS-CLASS A | 0.00% |
| WILLIAMS COMPANIES INC 03.7000 01/15/2023 | 0.00% |
| WILLIAMS COS INC 07.7500 06/15/2031 | 0.00% |
| WILLIAMS COS INC 07.8750 09/01/2021 | 0.00% |
| WILLIAMS PARTNERS/ACMP 06.1250 07/15/2022 | 0.00% |
| WINDSTREAM CORP 07.7500 10/01/2021 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 06.7500 04/15/2022 | 0.00% |
| WPX ENERGY INC 07.5000 08/01/2020 | 0.00% |
| WR GRACE & CO-CONN P/P 144A 05.1250 10/01/2021 | 0.00% |
| XILINX INC | 0.00% |
| ZAR/USD 07/21/2016 CITI | 0.00% |
| ZENDESK INC | 0.00% |
| 1.12 R ISWP FWD USL3M P 09/21/2018 | -0.01% |
| AUD/USD 07/21/2016 RBSF | -0.01% |
| AUD/USD 07/21/2016 SSBT | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| GBP/USD 09/21/2016 CITI | -0.01% |
| GBP/USD 09/21/2016 UBS | -0.01% |
| JPY/USD 08/18/2016 CSI-FX | -0.01% |
| KOREAN WON CALL ACCOUNT | -0.01% |
| POUND STERLING CALL ACCOUNT | -0.01% |
| ISRAELI SHEKEL CALL ACCOUNT | -0.02% |
| SWEDISH KRONA CALL ACCOUNT | -0.02% |
| CDX CDX.NA.HY.26 500.0 06/20/2021 | -0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.03% |
| DANISH KRONE CALL ACCOUNT | -0.03% |
| RU10INTR P USL3M R 11/23/16 CI | -0.09% |
| GNMA GII30 TBA 04.0000 07/01/2046 | -0.11% |
Prior top 10 holdings
| Top 10 holdings as of 08/31/16 | |
|---|---|
| Gnma Gii30 Tba 03.5000 09/01/2046 | |
| Fnma Fn30 Tba 04.0000 09/01/2046 | |
| Fnma Fn30 Tba 03.0000 09/01/2046 | |
| Fnma Fn15 Tba 03.0000 09/01/2031 | |
| Fnma Fn30 Tba 06.0000 09/01/2046 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Microsoft Corp Sedol 2588173 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Johnson & Johnson Sedol 2475833 | |
| Verizon Communications Inc Sedol 2090571 | |
| Holdings represent 24.74% of portfolio | |
| Top 10 holdings as of 07/31/16 | |
|---|---|
| Gnma Gii30 Tba 03.5000 08/01/2046 | |
| Fnma Fn30 Tba 04.0000 08/01/2046 | |
| Fnma Fn15 Tba 03.0000 08/01/2031 | |
| Fnma Fn30 Tba 03.0000 09/01/2046 | |
| Fnma Fn30 Tba 06.0000 08/01/2046 | |
| Microsoft Corp Sedol 2588173 | |
| Johnson & Johnson Sedol 2475833 | |
| Fnma Fn30 Tba 03.0000 08/01/2046 | |
| Verizon Communications Inc Sedol 2090571 | |
| Apple Inc Sedol 2046251 | |
| Holdings represent 23.79% of portfolio | |
| Top 10 holdings as of 06/30/16 | |
|---|---|
| Fnma Fn30 Tba 04.0000 08/01/2046 | |
| Fnma Fn15 Tba 03.0000 07/01/2031 | |
| Gnma Gii30 Tba 03.5000 08/01/2046 | |
| Gnma Gii30 Tba 03.5000 07/01/2046 | |
| Fnma Fn30 Tba 06.0000 07/01/2046 | |
| Fnma Fn30 Tba 03.0000 07/01/2046 | |
| Fnma Fn30 Tba 03.0000 08/01/2046 | |
| Microsoft Corp Sedol 2588173 | |
| Johnson & Johnson Sedol 2475833 | |
| Verizon Communications Inc Sedol 2090571 | |
| Holdings represent 22.93% of portfolio | |
| Top 10 holdings as of 05/31/16 | |
|---|---|
| Fnma Fn30 Tba 04.0000 07/01/2046 | |
| Gnma Gii30 Tba 03.5000 06/01/2046 | |
| Fnma Fn30 Tba 03.0000 07/01/2046 | |
| Fnma Fn15 Tba 03.0000 07/01/2031 | |
| Fnma Fn30 Tba 06.0000 06/01/2046 | |
| Microsoft Corp Sedol 2588173 | |
| Johnson & Johnson Sedol 2475833 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Apple Inc Sedol 2046251 | |
| Verizon Communications Inc Sedol 2090571 | |
| Holdings represent 23.94% of portfolio | |
Portfolio composition as of 08/31/16
| U.S. Investment-grade bonds | 59.80% |
|
|---|---|---|
| U.S. large-cap growth stocks | 9.33% |
|
| U.S. large-cap value stocks | 9.33% |
|
| International equity | 5.69% |
|
| U.S. High-yield bonds | 4.97% |
|
| U.S. small- and mid-cap value stocks | 3.92% |
|
| U.S. small-and mid-cap growth stocks | 3.88% |
|
| U.S. money markets | 3.08% |
|
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Expenses
Expense ratio |
Class A | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|---|
| Total expense ratio | 1.03% | 1.78% | 1.78% | 1.53% | 1.28% | 0.74% | 0.67% | 0.78% |
| What you pay | 1.03% | 1.78% | 1.78% | 1.53% | 1.28% | 0.74% | 0.67% | 0.78% |
Sales charge/Dealer allowance
| Breakpoint | Class A | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|---|
| $0-$49,999 | 5.75% / 5.00% | 0.00% / 4.00% | 0.00% / 1.00% | 3.50% / 3.00% | -- | -- | -- | -- |
| $50,000-$99,999 | 4.50% / 3.75% | 0.00% / 4.00% | 0.00% / 1.00% | 2.50% / 2.00% | -- | -- | -- | -- |
| $100,000-$249,999 | 3.50% / 2.75% | -- | 0.00% / 1.00% | 1.50% / 1.00% | -- | -- | -- | -- |
| $250,000-$499,999 | 2.50% / 2.00% | -- | 0.00% / 1.00% | 1.00% / 1.00% | -- | -- | -- | -- |
| $500,000-$999,999 | 2.00% / 1.75% | -- | 0.00% / 1.00% | 1.00% / 1.00% | -- | -- | -- | -- |
| $1M-$4M | 0.00% / 1.00% | -- | -- | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% / 0.50% | -- | -- | -- | -- | -- | -- | -- |
| $50M+ | 0.00% / 0.25% | -- | -- | -- | -- | -- | -- | -- |
CDSC
|
Class A
(sales for $1,000,000+) |
Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- | -- |
| 9 to 12 mts. | 0.00% | 5.00% | 1.00% | -- | -- | -- | -- | -- |
| 2 yrs. | -- | 4.00% | 0.00% | -- | -- | -- | -- | -- |
| 3 yrs. | -- | 3.00% | 0.00% | -- | -- | -- | -- | -- |
| 4 yrs. | -- | 3.00% | 0.00% | -- | -- | -- | -- | -- |
| 5 yrs. | -- | 2.00% | 0.00% | -- | -- | -- | -- | -- |
| 6 yrs. | -- | 1.00% | 0.00% | -- | -- | -- | -- | -- |
| 7+ yrs. | -- | 0.00% | 0.00% | -- | -- | -- | -- | -- |
Trail commissions
| Class A | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|---|
| 0.25% | 0.25% | 1.00% | 0.65% | 0.50% | 0.00% | 0.00% | 0.00% | |
| NA | NA | NA | NA | NA | NA | NA | NA | |
| NA | NA | NA | NA | NA | NA | NA | NA |
For sales and trail commission information on purchases over $1 million and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.
The Bloomberg Barclays U.S. Aggregate Bond Index is an unmanaged index of U.S. investment-grade fixed-income securities. You cannot invest directly in an index.
Consider these risks before investing: Allocation of assets among asset classes may hurt performance. Stock and bond prices may fall or fail to rise over time for several reasons, including general financial market conditions, factors related to a specific issuer or industry and, with respect to bond prices, changing market perceptions of the risk of default and changes in government intervention. These factors may also lead to increased volatility and reduced liquidity in the bond markets. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. You can lose money by investing in the fund.