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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.
12.52%
Best 5-year annualized return
(for period ending 03/31/14)
-1.78%
Worst 5-year annualized return
(for period ending 03/31/09)
5.64%
Average 5-year annualized return
Dots represent 5-year returns in rolling quarter-end periods since inception.
72 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 |
$10.64
0.00% ( $0.00 ) |
$10.71
(08/07/17) |
$10.12
(12/01/16) |
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 2017
Security selection can drive diversification
Jason Vaillancourt, Co-Head of Global Asset Allocation, explains how security selection can be a method of diversification.
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, T1, 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 T1 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.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product 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. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
Performance
Total return (%) as of 06/30/17
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 6.65% | 4.03% | 6.49% | 4.82% |
| After sales charge | 0.51% | 1.99% | 5.24% | 4.20% |
| Bloomberg Barclays U.S. Aggregate Bond Index | -0.31% | 2.48% | 2.21% | 4.48% |
| Cumulative performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 6.65% | 12.57% | 36.97% | 60.09% |
| After sales charge | 0.51% | 6.10% | 29.10% | 50.88% |
Annual performance as of 06/30/17
| 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Before sales charge | 2.37% | -24.09% | 30.47% | 10.75% | 1.47% | 10.52% | 9.42% | 8.21% | 0.36% | 4.60% |
| Bloomberg Barclays U.S. Aggregate Bond Index | 6.97% | 5.24% | 5.93% | 6.54% | 7.84% | 4.22% | -2.02% | 5.97% | 0.55% | 2.65% |
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, T1, 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 T1 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.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product 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. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
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 07/31/17
| Gnma Gii30 Ma4321 03.5000 03/20/2047 | 4.58% |
|
|---|---|---|
| Fnma Fn30 Ma2864 03.5000 01/01/2047 | 2.43% |
|
| Fnma Fn15 Al9468 03.0000 12/01/2031 | 2.10% |
|
| Fhlmc Fh30g G08677 04.0000 11/01/2045 | 2.01% |
|
| Fnma Fn30 890765 03.5000 09/01/2046 | 1.66% |
|
| Fnma Fn30 Tba 06.0000 09/01/2047 | 1.45% |
|
| Apple | 1.24% |
|
| Microsoft | 1.21% |
|
| Alphabet | 1.20% |
|
| JPMorgan Chase | 0.88% |
|
| Top 10 holdings, percent of portfolio | 18.76% |
|
Full portfolio holdings as of 06/30/17
| GNMA GII30 MA4321 03.5000 03/20/2047 | 4.67% |
|---|---|
| FNMA FN30 MA2864 03.5000 01/01/2047 | 2.49% |
| FNMA FN15 AL9468 03.0000 12/01/2031 | 2.14% |
| FHLMC FH30G G08677 04.0000 11/01/2045 | 2.07% |
| FNMA FN30 890765 03.5000 09/01/2046 | 1.70% |
| FNMA FN30 TBA 06.0000 07/01/2047 | 1.47% |
| APPLE INC | 1.22% |
| ALPHABET INC-CL A | 1.20% |
| MICROSOFT CORP | 1.16% |
| GNMA GII30 TBA 03.5000 07/01/2047 | 1.06% |
| JPMORGAN CHASE & CO | 0.89% |
| GNMA GII30 MA4451 03.5000 05/20/2047 | 0.87% |
| JOHNSON & JOHNSON | 0.87% |
| FNMA FN30 AS4168 04.0000 12/01/2044 | 0.82% |
| CITIGROUP INC | 0.73% |
| UNITEDHEALTH GROUP INC | 0.66% |
| VERIZON COMMUNICATIONS INC | 0.63% |
| FNMA FN30 AS6395 03.5000 12/01/2045 | 0.57% |
| GILEAD SCIENCES INC | 0.57% |
| MCDONALD'S CORP | 0.51% |
| GOLDMAN SACHS GROUP INC | 0.50% |
| CELGENE CORP | 0.48% |
| FNMA FN15 TBA 03.0000 07/01/2032 | 0.48% |
| PEPSICO INC | 0.46% |
| LOWES COMPANIES INC | 0.45% |
| APPLIED MATERIALS INC | 0.41% |
| WALT DISNEY CO/THE | 0.40% |
| EXXON MOBIL CORP | 0.39% |
| UNION PACIFIC CORP | 0.38% |
| TEXAS INSTRUMENTS INC | 0.37% |
| SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 | 0.36% |
| TJX COMPANIES INC | 0.34% |
| MERCK & CO. INC. | 0.33% |
| FNMA FN30 AS7003 03.0000 04/01/2046 | 0.30% |
| MCKESSON CORP | 0.29% |
| SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 | 0.28% |
| VALERO ENERGY CORP | 0.28% |
| ELI LILLY & CO | 0.27% |
| FNMA FN30 AS5722 03.5000 09/01/2045 | 0.27% |
| FNMA FN30 BC2733 03.0000 05/01/2046 | 0.27% |
| KIMBERLY-CLARK CORP | 0.27% |
| L3 TECHNOLOGIES INC | 0.27% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.26% |
| DELTA AIR LINES INC | 0.26% |
| ENTERGY CORP | 0.26% |
| WALGREENS BOOTS ALLIANCE INC | 0.26% |
| FACEBOOK INC-A | 0.25% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.25% |
| NORTHROP GRUMMAN CORP | 0.25% |
| ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 | 0.24% |
| DISCOVERY COMMUNICATIONS-A | 0.24% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.24% |
| RAYTHEON COMPANY | 0.24% |
| WAL-MART STORES INC | 0.24% |
| HP INC | 0.23% |
| WILLIAMS COS INC | 0.23% |
| PRUDENTIAL FINANCIAL INC | 0.22% |
| TYSON FOODS INC-CL A | 0.22% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.21% |
| CUMMINS INC | 0.21% |
| PARSLEY ENERGY INC-CLASS A | 0.21% |
| RALPH LAUREN CORP | 0.21% |
| AMERISOURCEBERGEN CORP | 0.20% |
| GENERAL ELECTRIC CO 04.5000 03/11/2044 | 0.20% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.20% |
| INTUIT INC | 0.20% |
| RUSSIAN FEDERATION P/P 144A 05.6250 04/04/2042 | 0.20% |
| WESTPAC BANKING CORP USD 02.1500 03/06/2020 | 0.20% |
| APPLE INC 02.1000 05/06/2019 | 0.19% |
| CROWN HOLDINGS INC | 0.19% |
| FNMA FN30 TBA 03.5000 08/01/2047 | 0.19% |
| ONEOK INC | 0.19% |
| ROCHE HOLDING AG-GENUSSCHEIN | 0.19% |
| SHERWIN-WILLIAMS CO/THE | 0.19% |
| ALLSTATE CORP | 0.18% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.18% |
| NORFOLK SOUTHERN CORP | 0.18% |
| SQUARE INC - A | 0.18% |
| SYSCO CORP | 0.18% |
| VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 | 0.18% |
| AFLAC INC | 0.17% |
| E*TRADE FINANCIAL CORPORATION | 0.17% |
| FNMA FN30 AS7154 03.0000 05/01/2046 | 0.17% |
| HOME DEPOT INC | 0.17% |
| UBS GROUP FUNDIN P/P 144A 03.0000 04/15/2021 | 0.17% |
| AMERICAN ELECTRIC POWER | 0.16% |
| ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 | 0.16% |
| BAKER HUGHES INC | 0.16% |
| CDX CDX.NA.IG.28 100.0 06/20/2022 | 0.16% |
| GE CAP INTL FUNDING USD 04.4180 11/15/2035 | 0.16% |
| JUNIPER NETWORKS INC | 0.16% |
| SANOFI | 0.16% |
| UGI CORP | 0.16% |
| ALLISON TRANSMISSION HOLDING | 0.15% |
| AMERIPRISE FINANCIAL INC | 0.15% |
| BAXTER INTERNATIONAL INC | 0.15% |
| BAYER AG-REG | 0.15% |
| CLOROX COMPANY | 0.15% |
| DBUBS 2011-LC3A D P/P 144A 05.5103 08/10/2044 | 0.15% |
| DXC TECHNOLOGY CO | 0.15% |
| GLAXOSMITHKLINE PLC | 0.15% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.15% |
| METLIFE INC 07.7170 02/15/2019 | 0.15% |
| ROSS STORES INC | 0.15% |
| TOTAL SA | 0.15% |
| UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 | 0.15% |
| 21ST CENTURY FOX AMERICA 07.7500 12/01/2045 | 0.14% |
| ALLIANZ SE-REG | 0.14% |
| APPLE INC 04.2500 02/09/2047 | 0.14% |
| CDX CDX.NA.HY.28 500.0 06/20/2022 | 0.14% |
| CR BARD INC | 0.14% |
| DANAHER CORP | 0.14% |
| EBAY INC | 0.14% |
| FORD MOTOR COMPANY 04.3460 12/08/2026 | 0.14% |
| HERSHEY CO/THE | 0.14% |
| ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 | 0.14% |
| PARKER HANNIFIN CORP | 0.14% |
| PVH CORP | 0.14% |
| ULTA BEAUTY INC | 0.14% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| BASF SE | 0.13% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.13% |
| CIMAREX ENERGY CO | 0.13% |
| CITRIX SYSTEMS INC | 0.13% |
| ECOLAB INC 02.7000 11/01/2026 | 0.13% |
| HARTFORD FINANCIAL SVCS GRP | 0.13% |
| HASBRO INC | 0.13% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.13% |
| NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 | 0.13% |
| 3I GROUP PLC | 0.12% |
| AGILENT TECHNOLOGIES INC | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| DISCOVER FINANCIAL SERVICES | 0.12% |
| ENEL SPA | 0.12% |
| EQUITY RESIDENTIAL TR REIT | 0.12% |
| EXELON CORP | 0.12% |
| FIRSTENERGY CORP | 0.12% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.12% |
| JPMORGAN CHASE & CO 02.2950 08/15/2021 | 0.12% |
| PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 | 0.12% |
| STEEL DYNAMICS INC | 0.12% |
| SUMITOMO MITSUI FINANCIAL GR | 0.12% |
| SUNTRUST BANKS INC | 0.12% |
| ALTRIA GROUP INC | 0.11% |
| AMADEUS IT GROUP SA | 0.11% |
| AMDOCS LTD | 0.11% |
| COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 | 0.11% |
| CONAGRA BRANDS INC | 0.11% |
| DARDEN RESTAURANTS INC | 0.11% |
| DEUTSCHE POST AG-REG | 0.11% |
| GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 | 0.11% |
| HSBC FINANCE CORP 06.6760 01/15/2021 | 0.11% |
| INVESTOR AB-B SHS | 0.11% |
| MITSUBISHI UFJ FINANCIAL GRO | 0.11% |
| MIZUHO FINANCIAL GROUP INC | 0.11% |
| NATIONAL AUSTRALIA B P/P 144A 01.9110 12/09/2019 | 0.11% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.11% |
| NIPPON TELEGRAPH & TELEPHONE | 0.11% |
| PACKAGING CORP OF AMERICA | 0.11% |
| ROYAL BANK OF CANADA USD 02.1250 03/02/2020 | 0.11% |
| VERIZON COMMUNICATIONS 04.1250 03/16/2027 | 0.11% |
| WASTE MANAGEMENT INC | 0.11% |
| AIR LEASE CORP 03.3750 06/01/2021 | 0.10% |
| ALTRIA GROUP INC 02.8500 08/09/2022 | 0.10% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.10% |
| ATOS SE | 0.10% |
| AXA SA | 0.10% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.10% |
| BECTON DICKINSON AND CO 04.6690 06/06/2047 | 0.10% |
| CAMPBELL SOUP CO | 0.10% |
| CAS 2015-C04 1M2 06.9161 04/25/2028 | 0.10% |
| CAS 2016-C03 2M2 07.1161 10/25/2028 | 0.10% |
| FNMA FN30 TBA 03.5000 07/01/2047 | 0.10% |
| FNMA FN30 TBA 04.5000 07/01/2047 | 0.10% |
| HCP INC | 0.10% |
| HILTON WORLDWIDE FIN P/P 144A 04.8750 04/01/2027 | 0.10% |
| JPMCC 2013-C10 C 04.2856 12/15/2047 | 0.10% |
| KAO CORP | 0.10% |
| MAXIM INTEGRATED PRODUCTS | 0.10% |
| MICROSOFT CORP 03.3000 02/06/2027 | 0.10% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.10% |
| ORIX CORP | 0.10% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.10% |
| SKY PLC | 0.10% |
| SWISS RE AG | 0.10% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.10% |
| WELLCARE HEALTH PLANS INC | 0.10% |
| WESTLAKE CHEM CORP 03.6000 08/15/2026 | 0.10% |
| YUM BRANDS INC | 0.10% |
| ADECCO GROUP AG-REG | 0.09% |
| BF0101 03.5000 06/01/2056 | 0.09% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.09% |
| BUNGE LTD | 0.09% |
| CARNIVAL PLC | 0.09% |
| CITIZENS BANK NA/RI 02.2500 03/02/2020 | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 | 0.09% |
| F5 NETWORKS INC | 0.09% |
| FNMA FN30 BC1155 03.0000 06/01/2046 | 0.09% |
| FNMA FN30 BM1172 03.0000 03/01/2047 | 0.09% |
| FNMA FN30 TBA 02.5000 07/01/2047 | 0.09% |
| FORTINET INC | 0.09% |
| HEINEKEN HOLDING NV | 0.09% |
| ITOCHU CORP | 0.09% |
| LINCOLN NATIONAL CORP | 0.09% |
| MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 | 0.09% |
| MASCO CORP | 0.09% |
| METRO AG | 0.09% |
| MOLSON COORS P/P 144A 01.9000 03/15/2019 | 0.09% |
| MUENCHENER RUECKVER AG-REG | 0.09% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.09% |
| ORACLE CORP 02.6500 07/15/2026 | 0.09% |
| PETROLEOS MEXICANOS USD 05.5000 01/21/2021 | 0.09% |
| REPSOL SA | 0.09% |
| SOCIETE GENERALE SA | 0.09% |
| SWISS LIFE HOLDING AG-REG | 0.09% |
| VMWARE INC-CLASS A | 0.09% |
| WFRBS 2011-C5 E P/P 144A 05.8613 11/15/2044 | 0.09% |
| ACS ACTIVIDADES | 0.08% |
| ADOBE SYSTEMS INC | 0.08% |
| ALLY FINANCIAL INC | 0.08% |
| ANHEUSER-BUSCH INBEV 08.2000 01/15/2039 | 0.08% |
| ANNALY CAPITAL MANAGEMENT IN | 0.08% |
| ARAMARK | 0.08% |
| BANK OF AMERICA CORP 02.0000 01/11/2018 | 0.08% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.08% |
| BNP PARIBAS | 0.08% |
| BOUYGUES SA | 0.08% |
| CENTRAL JAPAN RAILWAY CO | 0.08% |
| CENTRICA PLC | 0.08% |
| CHEVRON CORP 01.5610 05/16/2019 | 0.08% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.08% |
| COCA-COLA AMATIL LTD | 0.08% |
| COMCAST CORP 03.3750 02/15/2025 | 0.08% |
| COMM 2014-UBS6 C 04.6139 12/10/2047 | 0.08% |
| CSMC 2016-NXSR C 04.5098 12/15/2049 | 0.08% |
| CWALT 2006-OA10 4A1 01.4061 08/25/2046 | 0.08% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 | 0.08% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.08% |
| HOCHTIEF AG | 0.08% |
| KELLOGG CO 03.2500 04/01/2026 | 0.08% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.08% |
| LEAR CORP | 0.08% |
| MARKS AND SPENCER LTD | 0.08% |
| MARUBENI CORP | 0.08% |
| MORGAN STANLEY | 0.08% |
| NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 | 0.08% |
| NISOURCE INC | 0.08% |
| OMNICOM GROUP INC 03.6000 04/15/2026 | 0.08% |
| PETROLEOS MEXICANOS USD 04.5000 01/23/2026 | 0.08% |
| PROCTER & GAMBLE CO/THE | 0.08% |
| PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 | 0.08% |
| QUANTA SERVICES INC | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| SHIONOGI & CO LTD | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| TATE & LYLE PLC | 0.08% |
| TAYLOR WIMPEY PLC | 0.08% |
| TELSTRA CORP LTD | 0.08% |
| TIME WARNER INC 03.8000 02/15/2027 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| VERIZON COMM 04.5220 09/15/2048 | 0.08% |
| VODAFONE GROUP PLC USD 01.2500 09/26/2017 | 0.08% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.08% |
| WM MORRISON SUPERMARKETS | 0.08% |
| AGNC INVESTMENT CORP | 0.07% |
| AMERICAN EXPRESS CO 06.1500 08/28/2017 | 0.07% |
| AMERICAN TOWER CORP 04.0000 06/01/2025 | 0.07% |
| ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 | 0.07% |
| AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 | 0.07% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.07% |
| AVERY DENNISON CORP | 0.07% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| CENTERPOINT ENERGY INC | 0.07% |
| CIMIC GROUP LTD | 0.07% |
| CMLTI 2005-2 1A2A 03.1504 05/25/2035 | 0.07% |
| COMCAST CORP 06.9500 08/15/2037 | 0.07% |
| COMM 2014-LC15 XA IO 01.5084 04/10/2047 | 0.07% |
| COMMERZBANK AG P/P 144A 08.1250 09/19/2023 | 0.07% |
| CONCHO RESOURCES INC 04.3750 01/15/2025 | 0.07% |
| CWALT 2006-OA7 1A2 01.6716 06/25/2046 | 0.07% |
| DELL TECHNOLOGIES INC-CL V | 0.07% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.07% |
| ENERGY TRANSFER LP 04.2000 04/15/2027 | 0.07% |
| EVONIK INDUSTRIES AG | 0.07% |
| FHLMC FH30G G60314 04.0000 09/01/2045 | 0.07% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.07% |
| GSMS 2011-GC3 D P/P 144A 05.8201 03/10/2044 | 0.07% |
| HOST HOTELS & RESORTS 05.2500 03/15/2022 | 0.07% |
| HUNTINGTON INGALLS INDUSTRIE | 0.07% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.07% |
| INGREDION INC | 0.07% |
| KINGFISHER PLC | 0.07% |
| MANPOWERGROUP INC | 0.07% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.07% |
| MONSANTO CO 05.5000 08/15/2025 | 0.07% |
| NESTLE SA-REG | 0.07% |
| NEWMONT MINING CORP | 0.07% |
| NN GROUP NV | 0.07% |
| NOVARTIS AG-REG | 0.07% |
| OWENS CORNING | 0.07% |
| PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 | 0.07% |
| PEUGEOT SA | 0.07% |
| ROCKWELL COLLINS INC 04.3500 04/15/2047 | 0.07% |
| SAMSUNG ELECTRONICS CO LTD | 0.07% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% |
| SPIRIT AEROSYSTEMS HOLD-CL A | 0.07% |
| SYNOPSYS INC | 0.07% |
| TRAVELERS COS INC/THE | 0.07% |
| UBSBB 2012-C2 XA IO P/P 144A 01.5434 05/10/2063 | 0.07% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.07% |
| WAL-MART STORES INC 04.8750 07/08/2040 | 0.07% |
| WATSCO INC | 0.07% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.07% |
| ABBVIE INC 02.5000 05/14/2020 | 0.06% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.06% |
| BOLIDEN AB | 0.06% |
| BRDCOM CRP / FIN P/P 144A 03.8750 01/15/2027 | 0.06% |
| CAMDEN PROPERTY TRUST | 0.06% |
| CBS CORP 04.6000 01/15/2045 | 0.06% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.06% |
| CHEUNG KONG PROPERTY HOLDING | 0.06% |
| COMM 2013-LC13 AM P/P 144A 04.5570 08/10/2046 | 0.06% |
| CWALT 2005-59 1A1 01.5422 11/20/2035 | 0.06% |
| DUN & BRADSTREET CORP | 0.06% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.06% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.06% |
| GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| JACOBS ENGINEERING GROUP INC | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| KEYCORP 02.3000 12/13/2018 | 0.06% |
| KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 | 0.06% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.06% |
| MSC 2011-C3 D P/P 144A 05.3268 07/15/2049 | 0.06% |
| NORDEA BANK AB P/P 144A 02.2500 05/27/2021 | 0.06% |
| NVR INC | 0.06% |
| OMEGA HLTHCARE INVES 04.5000 04/01/2027 | 0.06% |
| OSHKOSH CORP | 0.06% |
| PINNACLE FOODS INC | 0.06% |
| PRICELINE GROUP INC/THE 03.6500 03/15/2025 | 0.06% |
| QANTAS AIRWAYS LTD | 0.06% |
| RESONA HOLDINGS INC | 0.06% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.06% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.06% |
| SPST 2017-1 A 02.1161 02/25/2049 | 0.06% |
| STACR 2013-DN2 M2 05.4661 11/25/2023 | 0.06% |
| TERADYNE INC | 0.06% |
| TRANSUNION | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| UNUM GROUP | 0.06% |
| WFRBS 2011-C2 D P/P 144A 05.7880 02/15/2044 | 0.06% |
| WFRBS 2011-C3 D P/P 144A 05.8131 03/15/2044 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| WHEELOCK & CO LTD | 0.06% |
| ABBVIE INC 02.9000 11/06/2022 | 0.05% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.05% |
| AMAZON.COM INC 01.2000 11/29/2017 | 0.05% |
| AMERICAN EXPRESS CO 08.1250 05/20/2019 | 0.05% |
| AMGEN INC 03.4500 10/01/2020 | 0.05% |
| ANA HOLDINGS INC | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.05% |
| ASTRAZENECA PLC USD 05.9000 09/15/2017 | 0.05% |
| AT&T INC 03.4000 05/15/2025 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| BANCO SANTANDER SA | 0.05% |
| BANK OF NOVA SCOTIA USD 01.3750 12/18/2017 | 0.05% |
| BANK OF NOVA SCOTIA USD 02.0500 10/30/2018 | 0.05% |
| CARLISLE COS INC | 0.05% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.05% |
| CHARLES RIVER LABORATORIES | 0.05% |
| CHEVRON CORP 01.1040 12/05/2017 | 0.05% |
| COLONY NORTHSTAR INC-CLASS A | 0.05% |
| COMM 2010-C1 D P/P 144A 06.3032 07/10/2046 | 0.05% |
| COMM 2014-CR14 XA IO 00.9665 02/10/2047 | 0.05% |
| CONOCOPHILLIPS COMPANY 01.0500 12/15/2017 | 0.05% |
| CORP BOND BACKED CTF P/P 144A 00.0000 09/15/2017 | 0.05% |
| COVIDIEN INTlL FIN USD 06.0000 10/15/2017 | 0.05% |
| CREDIT AGRICOLE SA | 0.05% |
| CVS HEALTH CORP 02.2500 12/05/2018 | 0.05% |
| CVS HEALTH CORP 04.7500 12/01/2022 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| DNB NOR ASA | 0.05% |
| DR PEPPER SNAPPLE GROUP INC | 0.05% |
| DUKE REALTY CORP | 0.05% |
| EBAY INC 01.3500 07/15/2017 | 0.05% |
| ENDESA S.A. | 0.05% |
| FIRST HAWAIIAN INC | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% |
| GNMA GII30 635063 04.0000 03/20/2046 | 0.05% |
| GNMA GN30 635061 04.0000 03/15/2046 | 0.05% |
| GSMS 2012-GC6 D P/P 144A 05.8407 01/10/2045 | 0.05% |
| GSMS 2013-GC10 XA IO 01.7310 02/10/2046 | 0.05% |
| GSMS 2013-GC12 D P/P 144A 04.5841 06/10/2046 | 0.05% |
| HD SUPPLY HOLDINGS INC | 0.05% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.05% |
| HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 | 0.05% |
| INDUSTRIAL BANK OF KOREA | 0.05% |
| INTEL CORP 01.3500 12/15/2017 | 0.05% |
| JPMBB 2013-C14 C 04.7206 08/15/2046 | 0.05% |
| JPMBB 2014-C19 C 04.8212 04/15/2047 | 0.05% |
| JPMCC 2012-C6 E P/P 144A 05.2988 05/15/2045 | 0.05% |
| JPMORGAN CHASE & CO 02.0000 08/15/2017 | 0.05% |
| JPMORGAN CHASE & CO 04.1250 12/15/2026 | 0.05% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.05% |
| KRAFT HEINZ FOODS CO 06.8750 01/26/2039 | 0.05% |
| LAMB WESTON HOLDINGS INC | 0.05% |
| LIBERTY MEDIA COR-SIRIUSXM A | 0.05% |
| LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| MICROSOFT CORP 04.2000 06/01/2019 | 0.05% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.05% |
| MITSUBISHI TANABE PHARMA | 0.05% |
| MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 | 0.05% |
| NCR CORPORATION | 0.05% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.05% |
| PARK HOTELS & RESORTS INC | 0.05% |
| PEPSICO INC. 01.2500 08/13/2017 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 08.3750 05/23/2021 | 0.05% |
| POPULAR INC | 0.05% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.05% |
| ROYAL BANK OF CANADA USD 02.2000 07/27/2018 | 0.05% |
| ROYAL BK SCOTLND USD 04.7000 07/03/2018 | 0.05% |
| ROYAL DUTCH SHELL PLC-B SHS | 0.05% |
| ROYAL MAIL PLC | 0.05% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.05% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.05% |
| SCOTTS MIRACLE-GRO CO | 0.05% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.05% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.05% |
| STACR 2015-DNA2 M2 03.8161 12/25/2027 | 0.05% |
| TABCORP HOLDINGS LTD | 0.05% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.05% |
| TOYOTA MOTOR CREDIT CORP 01.5500 07/13/2018 | 0.05% |
| TOYOTA MOTOR CREDIT CORP 02.0000 10/24/2018 | 0.05% |
| TOYOTA TSUSHO CORP | 0.05% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.05% |
| UPM-KYMMENE OYJ | 0.05% |
| VALEO SA | 0.05% |
| VEREIT INC | 0.05% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.05% |
| VISTEON CORP | 0.05% |
| VOYA FINANCIAL INC | 0.05% |
| WAMU 2004-AR3 A2 03.1335 06/25/2034 | 0.05% |
| WAMU 2005-AR10 1A3 02.8076 09/25/2035 | 0.05% |
| WELLS FARGO BANK NA 06.0000 11/15/2017 | 0.05% |
| WH GROUP LTD | 0.05% |
| 21ST CENTURY FOX AMERICA 07.7500 01/20/2024 | 0.04% |
| AES CORP/VA 05.5000 04/15/2025 | 0.04% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.04% |
| ALLERGAN FUNDING SCS USD 02.3500 03/12/2018 | 0.04% |
| AMERICAN EXPRESS COMPANY 07.0000 03/19/2018 | 0.04% |
| APARTMENT INVT & MGMT CO -A | 0.04% |
| APPLE INC 03.8500 05/04/2043 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| ARCHER-DANIELS-MIDLAND C 05.4500 03/15/2018 | 0.04% |
| ARISTOCRAT LEISURE LTD | 0.04% |
| ASAHI KASEI CORP | 0.04% |
| ASSURED GUARANTY LTD | 0.04% |
| ASTELLAS PHARMA INC | 0.04% |
| ASTRAZENECA PLC | 0.04% |
| AT&T INC 05.8000 02/15/2019 | 0.04% |
| BANCO DEL ESTADO P/P 144A 02.0000 11/09/2017 | 0.04% |
| BOOZ ALLEN HAMILTON HOLDINGS | 0.04% |
| BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 | 0.04% |
| BRIXMOR PROPERTY GROUP INC | 0.04% |
| BURLINGTN NORTH SANTA FE 05.7500 05/01/2040 | 0.04% |
| BWX TECHNOLOGIES INC | 0.04% |
| CAESARS ENT OPER TLB6B L+775 11.5000 03/01/2018 | 0.04% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.9452 12/15/2047 | 0.04% |
| CHENIERE CORP CHRIST P/P 144A 05.1250 06/30/2027 | 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% |
| COMCAST CORP 02.3500 01/15/2027 | 0.04% |
| COMCAST CORP 06.4500 03/15/2037 | 0.04% |
| CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 | 0.04% |
| CONSOLIDATED EDISON INC 02.0000 03/15/2020 | 0.04% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.04% |
| CROWN CASTLE TOWERS P/P 144A 06.1130 01/15/2020 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| CWCI 2007-C3 AJ 06.0607 05/15/2046 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| E.I. DU PONT DE NEMOURS 01.6996 05/01/2020 | 0.04% |
| EAST WEST BANCORP INC | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 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% |
| FIAT CHRYSLER AUTOMOBILES NV | 0.04% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.04% |
| FNMA FN30 BD0494 03.5000 07/01/2046 | 0.04% |
| FOREST CITY REALTY TRUST- A | 0.04% |
| GNR 2016-H16 EI IO 02.3507 06/20/2066 | 0.04% |
| GREAT PLAINS ENERGY INC 04.8500 04/01/2047 | 0.04% |
| GRUPO TELEVISA SAB USD 06.6250 01/15/2040 | 0.04% |
| GSMS 2012-GC6 E P/P 144A 05.0000 01/10/2045 | 0.04% |
| HCA INC 05.5000 06/15/2047 | 0.04% |
| HIGHWOODS PROPERTIES INC | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| HOYA CORP | 0.04% |
| INDUSTRIVARDEN AB-A SHS | 0.04% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.04% |
| JPMCC 2005-LDP5 F 05.8239 12/15/2044 | 0.04% |
| KAR AUCTION SERVICES INC | 0.04% |
| KRAFT HEINZ FOODS CO 06.5000 02/09/2040 | 0.04% |
| LBMLT 2004-1 A2 02.0161 02/25/2034 | 0.04% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.3453 04/20/2048 | 0.04% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.04% |
| MCDONALD'S CORP 06.3000 10/15/2037 | 0.04% |
| MERCK & CO. INC. 01.3000 05/18/2018 | 0.04% |
| MID-AMERICA APARTMENTS 04.3000 10/15/2023 | 0.04% |
| MITSUBISHI CHEMICAL HOLDINGS | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| MITSUBISHI UFJ LEASE & FINAN | 0.04% |
| MSAC 2004-HE6 M1 02.0411 08/25/2034 | 0.04% |
| MSC 2008-T29 B P/P 144A 06.5033 01/11/2043 | 0.04% |
| MSC INDUSTRIAL DIRECT CO-A | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.04% |
| NEW WORLD DEVELOPMENT | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| PEPSICO INC 03.4500 10/06/2046 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 | 0.04% |
| PNC BANK NA 02.0000 05/19/2020 | 0.04% |
| PPL CORP | 0.04% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.04% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.04% |
| PUGET SOUND ENERGY INC 06.9740 06/01/2067 | 0.04% |
| REINSURANCE GROUP OF AMERICA | 0.04% |
| RELIANCE STEEL & ALUMINUM | 0.04% |
| RENAULT SA | 0.04% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.04% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.04% |
| SAINSBURY (J) PLC | 0.04% |
| SANTANDER ISSUANCES USD 05.1790 11/19/2025 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.04% |
| SPIRIT REALTY CAPITAL INC | 0.04% |
| STARWOOD PROPERTY TRUST INC | 0.04% |
| SUN HUNG KAI PROPERTIES | 0.04% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.04% |
| TAISEI CORP | 0.04% |
| TEVA PHARMACEUTICALS NE USD 03.1500 10/01/2026 | 0.04% |
| TIME WARNER INC 02.9500 07/15/2026 | 0.04% |
| TIMKEN COMPANY | 0.04% |
| TOPPAN PRINTING CO LTD | 0.04% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.04% |
| UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 | 0.04% |
| UNITED MEXICAN STATES USD 04.1500 03/28/2027 | 0.04% |
| UNITEDHEALTH GROUP INC 04.6250 11/15/2041 | 0.04% |
| VERIZON COMM P/P 144A 02.9460 03/15/2022 | 0.04% |
| VESTAS WIND SYSTEMS A/S | 0.04% |
| WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 | 0.04% |
| WAMU 2005-AR11 A1B3 01.6161 08/25/2045 | 0.04% |
| WAMU 2005-AR9 A1C3 02.1761 07/25/2045 | 0.04% |
| WFCM 2013-LC12 C 04.4307 07/15/2046 | 0.04% |
| WFCM 2013-LC12 D P/P 144A 04.4307 07/15/2046 | 0.04% |
| WFRBS 2011-C4 E P/P 144A 05.4143 06/15/2044 | 0.04% |
| WILLIAMS PARTNERS LP 04.3000 03/04/2024 | 0.04% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% |
| APPLE HOSPITALITY REIT INC | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| ARGENTINE REPUBLIC USD 07.6250 04/22/2046 | 0.03% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.03% |
| AXA SA P/P 144A 06.4630 12/29/2049 | 0.03% |
| BANK OF AMERICA CORP 01.7000 08/25/2017 | 0.03% |
| BANK OF AMERICA CORP 02.1510 11/09/2020 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 | 0.03% |
| BARRATT DEVELOPMENTS PLC | 0.03% |
| BCAP 2014-RR1 2A2 02.8780 01/26/2036 | 0.03% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 0.03% |
| CAESARS GROWTH PROP TL L+300 04.0447 05/08/2021 | 0.03% |
| CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 | 0.03% |
| CARTERS INC | 0.03% |
| CAS 2015-C04 2M2 06.7661 04/25/2028 | 0.03% |
| CENOVUS ENERGY INC P/P 144A 04.2500 04/15/2027 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.03% |
| CHARTER COMM OPT LLC P/P 144A 05.3750 05/01/2047 | 0.03% |
| CHIMERA INVESTMENT CORP | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| COCA-COLA CO/THE 02.2500 09/01/2026 | 0.03% |
| COMM 2012-CR1 XA IO 02.0597 05/15/2045 | 0.03% |
| COMM 2013-CCRE9 D P/P 144A 04.3969 07/10/2045 | 0.03% |
| COMM 2013-CR13 AM 04.4490 12/10/2023 | 0.03% |
| COMM 2013-LC13 XA IO 01.5000 08/10/2046 | 0.03% |
| COMMONWEALTH BK AUSTR NY 01.6250 03/12/2018 | 0.03% |
| CONSTELLATION BRANDS INC 03.7000 12/06/2026 | 0.03% |
| COVESTRO AG | 0.03% |
| CSAIL 2015-C1 C 04.4422 04/15/2050 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 | 0.03% |
| DAI NIPPON PRINTING CO LTD | 0.03% |
| E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 | 0.03% |
| ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 | 0.03% |
| ELECTROLUX AB-SER B | 0.03% |
| ENERGIZER HOLDINGS INC | 0.03% |
| EQUITY LIFESTYLE PROPERTIES | 0.03% |
| EXPEDIA INC 05.0000 02/15/2026 | 0.03% |
| FHR 3829 AS IO 05.7911 03/15/2041 | 0.03% |
| FIDELITY NATIONAL INFORM 05.0000 10/15/2025 | 0.03% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.03% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.03% |
| FLIR SYSTEMS INC | 0.03% |
| FNMA FN30 BD6401 03.5000 09/01/2046 | 0.03% |
| FNR 2012-58 SM IO 05.2839 06/25/2042 | 0.03% |
| GNR 2013-99 AS IO 04.8378 06/20/2043 | 0.03% |
| GNR 2015-H25 BI IO 01.9935 10/20/2065 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.3750 01/22/2018 | 0.03% |
| GSMS 2013-GC12 C 04.1790 06/10/2046 | 0.03% |
| HARVEY NORMAN HOLDINGS LTD | 0.03% |
| HCP INC 04.2500 11/15/2023 | 0.03% |
| HITACHI CHEMICAL CO LTD | 0.03% |
| HOLOGIC INC | 0.03% |
| HONEYWELL INTERNATIONAL 05.3750 03/01/2041 | 0.03% |
| HSBC BANK USA NA 05.6250 08/15/2035 | 0.03% |
| ISS A/S | 0.03% |
| JOHNSON & JOHNSON 05.1500 07/15/2018 | 0.03% |
| JPMBB 2014-C25 C 04.5958 11/15/2047 | 0.03% |
| JPMCC 2012-LC9 E P/P 144A 04.5352 12/15/2047 | 0.03% |
| JPMORGAN CHASE & CO 05.3000 12/29/2049 | 0.03% |
| KDDI CORP | 0.03% |
| KERRY PROPERTIES LTD | 0.03% |
| KLX INC P/P 144A 05.8750 12/01/2022 | 0.03% |
| KONINKLIJKE AHOLD DELHAIZE N | 0.03% |
| KURARAY CO LTD | 0.03% |
| LANDSTAR SYSTEM INC | 0.03% |
| LIBERTY PROPERTY TRUST | 0.03% |
| LLOYDS BANKING GROUP USD 05.3000 12/01/2045 | 0.03% |
| LUBRIZOL CORP 08.8750 02/01/2019 | 0.03% |
| MCDONALD'S CORP 05.7000 02/01/2039 | 0.03% |
| MEDIPAL HOLDINGS CORP | 0.03% |
| METHANEX CORP USD 05.6500 12/01/2044 | 0.03% |
| MICHAELS COS INC/THE | 0.03% |
| MOODY'S CORPORATION P/P 144A 03.2500 01/15/2028 | 0.03% |
| MPLX LP 04.1250 03/01/2027 | 0.03% |
| NABORS INDUSTRIES INC 04.6250 09/15/2021 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| NEVADA POWER CO 07.1250 03/15/2019 | 0.03% |
| NEWS CORP - CLASS A | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 | 0.03% |
| ORANGE | 0.03% |
| PERSIMMON PLC | 0.03% |
| PRIMERICA INC 04.7500 07/15/2022 | 0.03% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.03% |
| PRUDENTIAL FINANCIAL INC 08.8750 06/15/2038 | 0.03% |
| PUB SVC ELEC & GAS 05.5000 03/01/2040 | 0.03% |
| REP OF ARGENTINA USD 06.8750 01/26/2027 | 0.03% |
| REP OF INDONESIA P/P 144A 05.2500 01/17/2042 | 0.03% |
| REYNOLDS GRP ISS/REY P/P 144A 04.6584 07/15/2021 | 0.03% |
| RIO TINTO PLC | 0.03% |
| RTL GROUP | 0.03% |
| SABINE PASS LIQUEFAC P/P 144A 04.2000 03/15/2028 | 0.03% |
| SCIENTIFIC GAMES INT 10.0000 12/01/2022 | 0.03% |
| SEKISUI CHEMICAL CO LTD | 0.03% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% |
| SERVICEMASTER GLOBAL HOLDING | 0.03% |
| SPECTRUM BRANDS HOLDINGS INC | 0.03% |
| STACR 2016-HQA2 M3 06.3661 11/25/2028 | 0.03% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.03% |
| TELECOM ITALIA SPA P/P 144A 05.3030 05/30/2024 | 0.03% |
| TENNECO INC 05.3750 12/15/2024 | 0.03% |
| TEXAS GAS TRANSMISN P/P 144A 04.5000 02/01/2021 | 0.03% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.03% |
| TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 | 0.03% |
| TORO CO | 0.03% |
| UBSBB 2012-C2 D P/P 144A 05.0554 05/10/2063 | 0.03% |
| VALIDUS HOLDINGS LTD | 0.03% |
| VANTIV INC - CL A | 0.03% |
| WAL-MART STORES INC 06.5000 08/15/2037 | 0.03% |
| WBCMT 2005-C21 D 05.4679 10/15/2044 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.03% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.03% |
| WFCM 2012-LC5 AS 03.5390 10/15/2045 | 0.03% |
| WFRBS 2012-C9 D P/P 144A 04.9595 11/15/2045 | 0.03% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.03% |
| WILLIAMS PARTNERS LP 03.6000 03/15/2022 | 0.03% |
| WOLTERS KLUWER | 0.03% |
| WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 | 0.03% |
| WYNDHAM WORLDWIDE CORP 05.6250 03/01/2021 | 0.03% |
| 1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 | 0.02% |
| ADS INC P/P 144A 05.6250 11/15/2024 | 0.02% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.02% |
| ALLERGAN FUNDING SCS USD 04.7500 03/15/2045 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| ALTA MESA HLDGS P/P 144A 07.8750 12/15/2024 | 0.02% |
| AMERICAN FINANCIAL GROUP INC | 0.02% |
| AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 | 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% |
| APPALACHIAN POWER CO 04.6000 03/30/2021 | 0.02% |
| ARC PROP OPER PART L 04.6000 02/06/2024 | 0.02% |
| ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 05.6250 10/01/2024 | 0.02% |
| ATLAS COPCO AB-A SHS | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| BANDAI NAMCO HOLDINGS INC | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% |
| BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 | 0.02% |
| BNP PARIBAS USD 02.3750 09/14/2017 | 0.02% |
| BOARDWALK PIPELINES LP 04.4500 07/15/2027 | 0.02% |
| BOEING CAPITAL CORPORATION 04.7000 10/27/2019 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| BRAND ENERGY TL L+425 05.4910 06/21/2024 | 0.02% |
| BRANDYWINE REALTY TRUST | 0.02% |
| BRITISH AMERICAN TOBACCO PLC | 0.02% |
| BRUKER CORP | 0.02% |
| BT GROUP PLC | 0.02% |
| BUILDERS FIRSTSOURCE P/P 144A 10.7500 08/15/2023 | 0.02% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.02% |
| CABLE ONE INC | 0.02% |
| CABOT CORP | 0.02% |
| CAESARS GROW PROP HLD/FI 09.3750 05/01/2022 | 0.02% |
| CANADIAN NATL RESOURCES USD 03.8500 06/01/2027 | 0.02% |
| CAS 2016-C05 2M1 02.5661 01/25/2029 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| CBS CORP 02.9000 01/15/2027 | 0.02% |
| CBS CORP 03.5000 01/15/2025 | 0.02% |
| CELANESE CORP-SERIES A | 0.02% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.02% |
| CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 | 0.02% |
| CGCMT 2014-GC19 X IO 01.3817 03/10/2047 | 0.02% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.02% |
| CHS/COMMUNITY HEALTH 06.8750 02/01/2022 | 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% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| COMM 2012-CR2 E P/P 144A 05.0019 08/15/2045 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 | 0.02% |
| COMM 2014-CR17 XA IO 01.3060 05/10/2047 | 0.02% |
| COMM 2014-CR18 C 04.8933 07/15/2047 | 0.02% |
| COMM 2014-CR18 XA IO 01.3953 07/15/2047 | 0.02% |
| COMM 2014-UBS6 XA IO 01.1801 12/10/2047 | 0.02% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.02% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.02% |
| CONCHO RESOURCES INC 05.5000 04/01/2023 | 0.02% |
| CONSOLIDATED EDISON CO O 04.2000 03/15/2042 | 0.02% |
| CORELOGIC INC | 0.02% |
| CRANE CO | 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% |
| CROWN CASTLE INTL CORP. 05.2500 01/15/2023 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| CWALT 2006-OA10 1A1 01.6916 08/25/2046 | 0.02% |
| DCP MIDSTREAM OPERATING 02.7000 04/01/2019 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| DGB FINANCIAL GROUP INC | 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% |
| DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 | 0.02% |
| DIAMONDBACK ENER P/P 144A 05.3750 05/31/2025 | 0.02% |
| DOLBY LABORATORIES INC-CL A | 0.02% |
| DST SYSTEMS INC | 0.02% |
| DUKE REALTY LP 04.3750 06/15/2022 | 0.02% |
| EASTMAN CHEMICAL CO 03.8000 03/15/2025 | 0.02% |
| EDISON INTERNATIONAL | 0.02% |
| EDP FINANCE BV P/P 144A 05.2500 01/14/2021 | 0.02% |
| EMERA US FINANCE LP 03.5500 06/15/2026 | 0.02% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 | 0.02% |
| ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 | 0.02% |
| EQUITY COMMONWEALTH | 0.02% |
| EURONET WORLDWIDE INC | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FHR 3065 DC 16.3833 03/15/2035 | 0.02% |
| FHR 3249 PS 18.4507 12/15/2036 | 0.02% |
| FIRSTENERGY CORP 04.2500 03/15/2023 | 0.02% |
| FNMA FN30 BD3705 03.5000 08/01/2046 | 0.02% |
| FNR 2006-8 HP 20.1076 03/25/2036 | 0.02% |
| FRESENIUS SE & CO KGAA | 0.02% |
| GAMING AND LEISURE PROPERTIE | 0.02% |
| GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 | 0.02% |
| GENERAL DYNAMICS CORP 03.6000 11/15/2042 | 0.02% |
| GENERAL ELECTRIC CO 05.0000 12/29/2049 | 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% |
| GNR 2015-H26 EI IO 01.7165 10/20/2065 | 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% |
| HESS CORP 07.3000 08/15/2031 | 0.02% |
| HONEYWELL INTERNATIONAL 04.2500 03/01/2021 | 0.02% |
| HOST HOTELS & RESORTS LP 06.0000 10/01/2021 | 0.02% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.02% |
| HSBC CAP FUNDING USD P/P 144A 10.1760 12/29/2049 | 0.02% |
| HSBC HOLDINGS PLC | 0.02% |
| HYATT HOTELS CORP - CL A | 0.02% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.02% |
| INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 | 0.02% |
| INNOGY SE | 0.02% |
| INTERPUBLIC GROUP OF COS INC | 0.02% |
| INTL CONSOLIDATED AIRLINE-DI | 0.02% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.02% |
| JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 | 0.02% |
| JPMBB 2014-C19 XA IO 01.3314 04/15/2047 | 0.02% |
| JPMBB 2014-C25 XA IO 01.1373 11/15/2047 | 0.02% |
| JPMCC 2012-C8 C P/P 144A 04.7590 10/15/2045 | 0.02% |
| JPMCC 2013-LC11 X IO 01.5626 04/15/2046 | 0.02% |
| JTEKT CORP | 0.02% |
| KAJIMA CORP | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 | 0.02% |
| LEAR CORP 05.3750 03/15/2024 | 0.02% |
| LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 | 0.02% |
| LIBERTY VENTURES - SER A | 0.02% |
| LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 | 0.02% |
| MAPFRE SA | 0.02% |
| MASTEC INC 04.8750 03/15/2023 | 0.02% |
| MAZDA MOTOR CORP | 0.02% |
| MEDTRONIC INC 03.5000 03/15/2025 | 0.02% |
| MEDTRONIC INC 04.3750 03/15/2035 | 0.02% |
| METLIFE INC. 04.7500 02/08/2021 | 0.02% |
| MFA FINANCIAL INC | 0.02% |
| MID-AMERICA APARTMENT COMM | 0.02% |
| MITSUBISHI GAS CHEMICAL CO | 0.02% |
| MIXI INC | 0.02% |
| MLMI 2005-A2 A2 02.9811 02/25/2035 | 0.02% |
| MRAFT 2016-4 A1 02.3171 05/10/2019 | 0.02% |
| MSBAM 2014-C17 XA IO 01.4010 08/15/2047 | 0.02% |
| MSC 2007-HQ11 AJ 05.5080 02/12/2044 | 0.02% |
| MTW FOODSERVICE ESCR 09.5000 02/15/2024 | 0.02% |
| NAVISTAR INTERNATIONAL CORP 08.2500 11/01/2021 | 0.02% |
| NOBLE HOLDING INTL LTD USD 06.0500 03/01/2041 | 0.02% |
| NOMURA REAL ESTATE HOLDINGS | 0.02% |
| OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 | 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% |
| OTSUKA CORP | 0.02% |
| OUTFRONT MEDIA INC | 0.02% |
| PACIFIC GAS & ELECTRIC 06.0500 03/01/2034 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| PETROLEOS MEXICANOS USD 05.6250 01/23/2046 | 0.02% |
| POOL CORP | 0.02% |
| PREMIER INC-CLASS A | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| QUALITY CARE PROPERTIES | 0.02% |
| RANDSTAD HOLDING NV | 0.02% |
| RANGE RESOURCES CORP P/P 144A 05.7500 06/01/2021 | 0.02% |
| RAYMOND JAMES FINANCIAL INC | 0.02% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.02% |
| REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 | 0.02% |
| REP OF ARGENTINA USD 06.6250 07/06/2028 | 0.02% |
| REP OF ARGENTINA USD 07.1250 07/06/2036 | 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 INDONESIA P/P 144A 05.9500 01/08/2046 | 0.02% |
| REP OF SRI LANKA P/P 144A 06.8500 11/03/2025 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.02% |
| SAMI 2007-AR1 2A1 01.3961 01/25/2037 | 0.02% |
| SENIOR HOUSING PROP TRUST | 0.02% |
| SHIN-ETSU CHEMICAL CO LTD | 0.02% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.02% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 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 M2 03.4161 03/25/2025 | 0.02% |
| STATOIL ASA USD 05.1000 08/17/2040 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN | 0.02% |
| T-MOBILE USA INC 06.6250 04/01/2023 | 0.02% |
| TCF FINANCIAL CORP | 0.02% |
| THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 | 0.02% |
| TOHOKU ELECTRIC POWER CO INC | 0.02% |
| TRAVELERS PPTY CASUALTY 07.7500 04/15/2026 | 0.02% |
| TURKEY GOVERNMENT BOND TRY 11.0000 03/02/2022 | 0.02% |
| TWO HARBORS INVESTMENT CORP | 0.02% |
| UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 | 0.02% |
| UNITEDHEALTH GROUP INC 06.0000 02/15/2018 | 0.02% |
| UNIVAR USA INC P/P 144A 06.7500 07/15/2023 | 0.02% |
| VECTREN CORP | 0.02% |
| VOESTALPINE AG | 0.02% |
| WAMU 2005-AR13 A1C3 01.7061 10/25/2045 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.02% |
| WESCO INTERNATIONAL INC | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WFCM 2013-LC12 AS 04.4307 07/15/2046 | 0.02% |
| WFCM 2014-LC16 XA IO 01.5482 08/15/2050 | 0.02% |
| WFMBS 2005-AR4 1A3 03.2389 04/25/2035 | 0.02% |
| WFRBS 2011-C5 C P/P 144A 05.8613 11/15/2044 | 0.02% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.02% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8639 11/15/2045 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| WFRBS 2014-C19 C 04.6460 03/15/2047 | 0.02% |
| WHARF HOLDINGS LTD | 0.02% |
| WILEY (JOHN) & SONS-CLASS A | 0.02% |
| WILLIAMS PARTNERS L.P. 04.8750 03/15/2024 | 0.02% |
| WILMAR INTERNATIONAL LTD | 0.02% |
| WOORI BANK | 0.02% |
| WP CAREY INC | 0.02% |
| WP CAREY INC 04.6000 04/01/2024 | 0.02% |
| XEROX CORP | 0.02% |
| YUE YUEN INDUS | 0.02% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.02% |
| 1.90 R ISWP FWD USL3M P 09/20/2022 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 | 0.01% |
| 2.20 R ISWP FWD USL3M P 09/20/2027 | 0.01% |
| A SCHULMAN INC 06.8750 06/01/2023 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 | 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% |
| AGRIUM INC USD 05.2500 01/15/2045 | 0.01% |
| AIR LEASE CORP 03.7500 02/01/2022 | 0.01% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.01% |
| ALFRESA HOLDINGS CORP | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 09.3750 06/01/2019 | 0.01% |
| ALLIANCE RES OP/FINA P/P 144A 07.5000 05/01/2025 | 0.01% |
| ALTRIA GROUP INC 04.0000 01/31/2024 | 0.01% |
| AMAG PHARMA INC P/P 144A 07.8750 09/01/2023 | 0.01% |
| AMC ENT HOLDIN P/P 144A 05.8750 11/15/2026 | 0.01% |
| AMC ENT HOLDIN P/P 144A 06.1250 05/15/2027 | 0.01% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.01% |
| AMERICAN AXLE & MFG INC 07.7500 11/15/2019 | 0.01% |
| AMERICAN EXPRESS CO 04.9000 12/29/2049 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| ARCELORMITTAL USD 07.5000 10/15/2039 | 0.01% |
| ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 | 0.01% |
| ASAHI GLASS CO LTD | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.01% |
| ASPEN INSURANCE HOLDINGS LTD | 0.01% |
| ASTRAZENECA PLC USD 06.4500 09/15/2037 | 0.01% |
| AUSNET SERVICES | 0.01% |
| AUTOMATIC DATA PROCESSING | 0.01% |
| AVAYA INC P/P 144A 07.0000 04/01/2019 | 0.01% |
| AVAYA TLB7 L+525 06.4165 05/29/2020 | 0.01% |
| BAE SYSTEMS PLC | 0.01% |
| BALOISE HOLDING AG - REG | 0.01% |
| BANK OF AMERICA CORP 02.0056 09/15/2026 | 0.01% |
| BANK OF MONTREAL | 0.01% |
| BCE INC | 0.01% |
| BEACON ROOFING SUPPL 06.3750 10/01/2023 | 0.01% |
| BEIERSDORF AG | 0.01% |
| BELDEN INC P/P 144A 05.5000 09/01/2022 | 0.01% |
| BERKSHIRE HATHAWAY INC-CL B | 0.01% |
| BERRY PLASTICS CORP 05.1250 07/15/2023 | 0.01% |
| BLUE CUBE SPINCO INC 09.7500 10/15/2023 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| BRIDGESTONE CORP | 0.01% |
| BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 | 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 2006-PW11 B P/P 144A 05.3282 03/11/2039 | 0.01% |
| BSCMS 2006-PW11 C P/P 144A 05.3282 03/11/2039 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.01% |
| BURLINGTN NORTH SANTA FE 05.4000 06/01/2041 | 0.01% |
| BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 | 0.01% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.01% |
| CALPINE CORP 05.7500 01/15/2025 | 0.01% |
| CALTEX AUSTRALIA LTD | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CANADIAN TIRE CORP-CLASS A | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CARLSBERG AS-B | 0.01% |
| CAS 2016-C06 1M2 05.4661 04/25/2029 | 0.01% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% |
| CBS CORP-CLASS B NON VOTING | 0.01% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 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% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CENTENE CORP 06.1250 02/15/2024 | 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% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.01% |
| CHEMOURS CO 06.6250 05/15/2023 | 0.01% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.01% |
| CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 | 0.01% |
| CHRISTIAN DIOR SE | 0.01% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.01% |
| CIT GROUP INC 05.0000 08/01/2023 | 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% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CME GROUP INC | 0.01% |
| COCA-COLA HBC AG-DI | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 | 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% |
| CVS HEALTH CORP | 0.01% |
| CWALT 2005-27 1A1 01.5623 08/25/2035 | 0.01% |
| CYTEC INDUSTRIES INC. 03.5000 04/01/2023 | 0.01% |
| DAIWA SECURITIES GROUP INC | 0.01% |
| DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 | 0.01% |
| DASSAULT AVIATION SA | 0.01% |
| DCP MIDSTREAM OPERATING 03.8750 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% |
| DEUTSCHE LUFTHANSA-REG | 0.01% |
| DEVON ENERGY CORPORATION 03.2500 05/15/2022 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| EASYJET PLC | 0.01% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.01% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 08.1250 09/15/2023 | 0.01% |
| ENERGY TRANSFER LP 05.2000 02/01/2022 | 0.01% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.01% |
| ENERGY TRANSFER LP 06.5000 02/01/2042 | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| EUTELSAT COMMUNICATIONS | 0.01% |
| EVEREST ACQ LLC/FIN 09.3750 05/01/2020 | 0.01% |
| EVOLUTION ESCROW P/P 144A 07.5000 03/15/2022 | 0.01% |
| EW SCRIPPS CO P/P 144A 05.1250 05/15/2025 | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 0.01% |
| FHR 2990 LB 13.9837 06/15/2034 | 0.01% |
| FHR 3408 EK 21.1299 04/15/2037 | 0.01% |
| FIDELITY NATIONAL INFO SERV | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 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 DATA CORP P/P 144A 07.0000 12/01/2023 | 0.01% |
| FIRST QUANTUM P/P 144A 07.0000 02/15/2021 | 0.01% |
| FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 | 0.01% |
| FNMA FN30 BD3718 03.5000 08/01/2046 | 0.01% |
| FNR 2005-106 JC 16.3531 12/25/2035 | 0.01% |
| FNR 2005-75 GS 16.6017 08/25/2035 | 0.01% |
| FNR 2006-62 PS 32.6033 07/25/2036 | 0.01% |
| FNR 2013-1 MI IO 03.0000 01/25/2043 | 0.01% |
| FORD MOTOR CO | 0.01% |
| FORTESCUE METALS GROUP LTD | 0.01% |
| FREEPORT-MCMORAN INC 06.8750 02/15/2023 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| FUJIFILM HOLDINGS CORP | 0.01% |
| FUJITSU LTD | 0.01% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.01% |
| GAS NATURAL SDG SA | 0.01% |
| GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 | 0.01% |
| GEN MOTORS FIN 03.2500 05/15/2018 | 0.01% |
| GENERAL DYNAMICS CORP | 0.01% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GETTY IMAGES TLB L+350 04.7500 10/18/2019 | 0.01% |
| GLP CAP LP / FIN II 04.8750 11/01/2020 | 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% |
| GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 | 0.01% |
| GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 | 0.01% |
| GREAT LAKES D&D P/P 144A 08.0000 05/15/2022 | 0.01% |
| GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 | 0.01% |
| HAKUHODO DY HOLDINGS INC | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HCA INC 03.7500 03/15/2019 | 0.01% |
| HENKEL AG & CO KGAA VORZUG | 0.01% |
| HIGH RIDGE BRANDS CO P/P 144A 08.8750 03/15/2025 | 0.01% |
| HISTORIC TW INC 09.1500 02/01/2023 | 0.01% |
| HITACHI METALS LTD | 0.01% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.01% |
| HONEYWELL INTERNATIONAL INC | 0.01% |
| HSBC USA INC 03.5000 06/23/2024 | 0.01% |
| HUB INTL LTD P/P 144A 07.8750 10/01/2021 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| HUMANA INC | 0.01% |
| HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 | 0.01% |
| HYATT HOTELS CORP 03.3750 07/15/2023 | 0.01% |
| IBERDROLA SA | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| ICAHN ENTERPRISES/FI 05.8750 02/01/2022 | 0.01% |
| ICAHN ENTERPRISES/FI 06.2500 02/01/2022 | 0.01% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.01% |
| INFOR US INC 06.5000 05/15/2022 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| INTELSAT LUXEMB USD 08.1250 06/01/2023 | 0.01% |
| INTERNATIONAL GAME TECHNOLOG | 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% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.01% |
| JAPAN AIRLINES CO LTD | 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% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.01% |
| JPMCC 2006-LDP8 B 05.5200 05/15/2045 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.5352 12/15/2047 | 0.01% |
| JPMORGAN CHASE & CO 07.9000 12/29/2049 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 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% |
| KINDER MORGAN INC | 0.01% |
| KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.01% |
| KRATON POLYMERS P/P 144A 10.5000 04/15/2023 | 0.01% |
| L3 TECHNOLOGIES INC 03.8500 12/15/2026 | 0.01% |
| LAGARDERE SCA | 0.01% |
| LANDRY'S INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| LAREDO PETROLEUM INC 07.3750 05/01/2022 | 0.01% |
| LEGAL & GENERAL GROUP PLC | 0.01% |
| LENNAR CORP 04.7500 11/15/2022 | 0.01% |
| LIONS GATE ENT P/P 144A 05.8750 11/01/2024 | 0.01% |
| LLOYDS BANKING GROUP P/P 144A 06.6570 12/29/2049 | 0.01% |
| LLOYDS BANKING GROUP PLC | 0.01% |
| LOBLAW COMPANIES LTD | 0.01% |
| LOUISIANA-PACIFIC CORP 04.8750 09/15/2024 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| LSC COMMUNICATIONS INC | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MASONITE INTL C P/P 144A 05.6250 03/15/2023 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 06.5000 11/15/2020 | 0.01% |
| MCDONALD'S HOLDINGS CO JAPAN | 0.01% |
| MERCER INTL INC USD 07.7500 12/01/2022 | 0.01% |
| MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 | 0.01% |
| MGM RESORTS INTL 08.6250 02/01/2019 | 0.01% |
| MICRON TECH INC 05.8750 02/15/2022 | 0.01% |
| MITSUBISHI MATERIALS CORP | 0.01% |
| MONDI PLC | 0.01% |
| MOOG INC P/P 144A 05.2500 12/01/2022 | 0.01% |
| MRAFT 2016-2 A 02.4171 03/10/2019 | 0.01% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| MSC 2011-C3 E P/P 144A 05.3268 07/15/2049 | 0.01% |
| MSRR 2015-R4 CB1 00.5977 08/26/2047 | 0.01% |
| MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 | 0.01% |
| NABORS INDUSTRIES LTD | 0.01% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.01% |
| NEIMAN MARCUS TL L+325 04.3387 10/25/2020 | 0.01% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.01% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.01% |
| NORBORD INC P/P 144A 06.2500 04/15/2023 | 0.01% |
| NORDEA BANK AB | 0.01% |
| NOVA CHEMICALS CORP P/P 144A 04.8750 06/01/2024 | 0.01% |
| NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 | 0.01% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.01% |
| NOVELIS CORP P/P 144A 06.2500 08/15/2024 | 0.01% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.01% |
| NRG ENERGY INC 07.2500 05/15/2026 | 0.01% |
| NTT DOCOMO INC | 0.01% |
| O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 | 0.01% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.01% |
| ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| ONEMAIN FIN HLDG INC P/P 144A 06.7500 12/15/2019 | 0.01% |
| ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 | 0.01% |
| P G & E CORP | 0.01% |
| PARK-OHIO IND INC P/P 144A 06.6250 04/15/2027 | 0.01% |
| PARTNERS GROUP HOLDING AG | 0.01% |
| PATHEON HLDG I BV P/P 144A 07.5000 02/01/2022 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.01% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.01% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.01% |
| PETROLEOS MEXICANOS USD 04.8750 01/18/2024 | 0.01% |
| PETROLEOS MEXICANOS USD 06.3750 01/23/2045 | 0.01% |
| PFIZER INC | 0.01% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.01% |
| PNC FINANCIAL SERVICES GROUP | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| PRECISION DRILLING C P/P 144A 07.7500 12/15/2023 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| QEP RESOURCES INC | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| REALTY INCOME CORP 04.6500 08/01/2023 | 0.01% |
| REED ELSEVIER PLC | 0.01% |
| REVLON CONS TLB L+350 04.5438 09/07/2023 | 0.01% |
| REVLON CONSUMER PROD 06.2500 08/01/2024 | 0.01% |
| REVLON CONSUMER PRODS 05.7500 02/15/2021 | 0.01% |
| REYNOLDS GRP ISS/REY P/P 144A 07.0000 07/15/2024 | 0.01% |
| RIO TINTO LTD | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 | 0.01% |
| ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 | 0.01% |
| ROWAN COMPANIES PLC-A | 0.01% |
| RR DONNELLEY & SONS CO | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SABINE PASS LIQUEFAC 05.8750 06/30/2026 | 0.01% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.01% |
| SAFRAN SA | 0.01% |
| SCIENTIFIC GAMES INT P/P 144A 07.0000 01/01/2022 | 0.01% |
| SEALED AIR CORP P/P 144A 06.8750 07/15/2033 | 0.01% |
| SEK/USD 09/20/2017 SSBT | 0.01% |
| SEMGROUP CORP P/P 144A 06.3750 03/15/2025 | 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% |
| SHELF DRILL HOLD LTD P/P 144A 09.5000 11/02/2020 | 0.01% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.01% |
| SM ENERGY CO 06.5000 11/15/2021 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SOUTHERN STAR CENT P/P 144A 05.1250 07/15/2022 | 0.01% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.01% |
| STACR 2016-DNA3 M1 02.3161 12/25/2028 | 0.01% |
| STACR 2016-HQA2 M1 02.4161 11/25/2028 | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| STEEL DYNAMICS INC 06.3750 08/15/2022 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| SUPERIOR ENERGY SERVICES INC | 0.01% |
| SUZUKI MOTOR CORP | 0.01% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% |
| T-MOBILE USA INC 06.1250 01/15/2022 | 0.01% |
| TARGA RES PRTNRS P/P 144A 05.3750 02/01/2027 | 0.01% |
| TARO PHARMACEUTICAL INDUS | 0.01% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.01% |
| TENET HEALTHCARE 06.0000 10/01/2020 | 0.01% |
| TENET HEALTHCARE 06.2500 11/01/2018 | 0.01% |
| TENET HEALTHCARE COR 04.7456 06/15/2020 | 0.01% |
| TESORO LOGISTICS LP/CORP 05.2500 01/15/2025 | 0.01% |
| THALES SA | 0.01% |
| TMS INTL CORP P/P 144A 07.6250 10/15/2021 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TRANSDIGM INC 06.5000 07/15/2024 | 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% |
| UAL 2007 PASS TRUST 06.6360 07/02/2022 | 0.01% |
| UBSBB 2012-C4 XA IO P/P 144A 01.8896 12/10/2045 | 0.01% |
| UNITED OVERSEAS BANK LTD | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| USG CORP P/P 144A 04.8750 06/01/2027 | 0.01% |
| USG CORP P/P 144A 05.5000 03/01/2025 | 0.01% |
| USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 | 0.01% |
| VALEANT PHARMA P/P 144A 05.3750 03/15/2020 | 0.01% |
| VALEANT PHARMA P/P 144A 05.8750 05/15/2023 | 0.01% |
| VALEANT PHARMA P/P 144A 06.1250 04/15/2025 | 0.01% |
| VALEANT PHARMA P/P 144A 07.0000 03/15/2024 | 0.01% |
| VALERO ENERGY PARTNERS 04.3750 12/15/2026 | 0.01% |
| VENATOR FIN SARL/VEN P/P 144A 05.7500 07/15/2025 | 0.01% |
| VEREIT OPERATING PARTNER 04.8750 06/01/2026 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VNESHECONOMBANK P/P 144A 06.9020 07/09/2020 | 0.01% |
| VULCAN MATERIALS COMPANY 04.5000 04/01/2025 | 0.01% |
| WAL-MART STORES INC 05.0000 10/25/2040 | 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 01.7161 12/25/2045 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WELLCARE HEALTH PLANS 05.2500 04/01/2025 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WEST CORP P/P 144A 05.3750 07/15/2022 | 0.01% |
| WESTPAC BANKING CORP USD 04.8750 11/19/2019 | 0.01% |
| WFRBS 2012-C10 XA IO P/P 144A 01.7944 12/15/2045 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.6285 08/15/2046 | 0.01% |
| WFRBS 2014-C19 D P/P 144A 04.2340 03/15/2047 | 0.01% |
| WIDEOPENWEST FIN 10.2500 07/15/2019 | 0.01% |
| WINDSTREAM SERVICES LLC 06.3750 08/01/2023 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WOODSIDE PETROLEUM LTD | 0.01% |
| WPX ENERGY INC 06.0000 01/15/2022 | 0.01% |
| WPX ENERGY INC 07.5000 08/01/2020 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.01% |
| ZOETIS INC | 0.01% |
| 1.70 R ISWP FWD USL3M P 09/20/2019 | 0.00% |
| 1011778 BC / NEW RED P/P 144A 06.0000 04/01/2022 | 0.00% |
| 2.1965 R ISWP USL3M P 06/30/2027 | 0.00% |
| ACC CLAIMS HOLDING LLC CLASS A | 0.00% |
| AES CORP/VA 04.8750 05/15/2023 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 | 0.00% |
| ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 | 0.00% |
| ALLIANT HLDG INT LLC P/P 144A 08.2500 08/01/2023 | 0.00% |
| ALLY FINANCIAL INC 08.0000 03/15/2020 | 0.00% |
| ALLY FINANCIAL INC 08.0000 12/31/2018 | 0.00% |
| ALPINE FIN MERGER P/P 144A 06.8750 08/01/2025 | 0.00% |
| ALTABA INC | 0.00% |
| AMAZON.COM INC | 0.00% |
| AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 | 0.00% |
| AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 | 0.00% |
| AMERICAN HOME 4 RENT | 0.00% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.00% |
| ANTERO RESOURCES COR 05.6250 06/01/2023 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ARCELORMITTAL USD 06.1250 06/01/2025 | 0.00% |
| AT&T INC | 0.00% |
| AUD/USD 07/19/2017 BANKAM | 0.00% |
| AUD/USD 07/19/2017 BCAP-FX | 0.00% |
| AUD/USD 07/19/2017 CITI | 0.00% |
| AUD/USD 07/19/2017 CSI-FX | 0.00% |
| AUD/USD 07/19/2017 GSFX | 0.00% |
| AUD/USD 07/19/2017 JPMCB | 0.00% |
| AUD/USD 07/19/2017 RBSF | 0.00% |
| AUD/USD 07/19/2017 SSBT | 0.00% |
| AUD/USD 07/19/2017 UBS | 0.00% |
| AUD/USD 07/19/2017 WPAC | 0.00% |
| AUSTRALIAN DOLLAR ACCOUNT | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| BACM 2004-4 XC IO P/P 144A 00.0187 07/10/2042 | 0.00% |
| BACM 2004-5 XC IO P/P 144A 00.5649 11/10/2041 | 0.00% |
| BACM 2005-1 XW IO P/P 144A 00.0000 11/10/2042 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.4072 02/10/2051 | 0.00% |
| BANK LEUMI LE-ISRAEL | 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% |
| BEAR STEARNS COS LLC 07.2500 02/01/2018 | 0.00% |
| BELDEN INC P/P 144A 05.2500 07/15/2024 | 0.00% |
| BERKELEY GROUP HOLDINGS/THE | 0.00% |
| BERRY GLOBAL GROUP INC | 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% |
| BOC HONG KONG HOLDINGS LTD | 0.00% |
| BON-TON DEPT STORES 08.0000 06/15/2021 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BOYD GAMING CORPORATION 06.8750 05/15/2023 | 0.00% |
| BRAZILIAN REAL CALL ACCOUNT | 0.00% |
| BROADRIDGE FINANCIAL SOLUTIO | 0.00% |
| BSCMS 04-PR3I X1 IO 00.2437 02/11/2041 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5676 12/11/2038 | 0.00% |
| CABLEVISION SYS CORP 08.0000 04/15/2020 | 0.00% |
| CAD/USD 07/19/2017 CITI | 0.00% |
| CAD/USD 07/19/2017 CSI-FX | 0.00% |
| CAD/USD 07/19/2017 GSFX | 0.00% |
| CAD/USD 07/19/2017 HSBCB | 0.00% |
| CAD/USD 07/19/2017 JPMCB | 0.00% |
| CAD/USD 07/19/2017 RBSF | 0.00% |
| CAD/USD 07/19/2017 SSBT | 0.00% |
| CAD/USD 07/19/2017 UBS | 0.00% |
| CAD/USD 07/19/2017 WPAC | 0.00% |
| CAE INC | 0.00% |
| CALATLANTIC GROUP INC 05.8750 11/15/2024 | 0.00% |
| CALATLANTIC GROUP INC. 06.2500 12/15/2021 | 0.00% |
| CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 | 0.00% |
| CALIFORNIA RESOURCES 05.0000 01/15/2020 | 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% |
| CAS 2014-C03 2M1 02.4161 07/25/2024 | 0.00% |
| CAS 2015-C03 2M2 06.2161 07/25/2025 | 0.00% |
| CBRE SERVICES INC 05.0000 03/15/2023 | 0.00% |
| CBS OUT AMER CAP LLC 05.8750 03/15/2025 | 0.00% |
| CBS RADIO INC P/P 144A 07.2500 11/01/2024 | 0.00% |
| CCM MERGER INC P/P 144A 06.0000 03/15/2022 | 0.00% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.00% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% |
| CDK GLOBAL INC | 0.00% |
| CENTENE CORP 04.7500 01/15/2025 | 0.00% |
| CENTURYLINK INC 05.6250 04/01/2020 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.6258 10/15/2049 | 0.00% |
| CHECK POINT SOFTWARE TECH | 0.00% |
| CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 | 0.00% |
| CHESAPEAKE ENERGY CO P/P 144A 08.0000 06/15/2027 | 0.00% |
| CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 | 0.00% |
| CHF/USD 09/20/2017 BCAP-FX | 0.00% |
| CHF/USD 09/20/2017 CSI-FX | 0.00% |
| CHF/USD 09/20/2017 GSFX | 0.00% |
| CHS/COMMUNITY HEALTH 08.0000 11/15/2019 | 0.00% |
| CHS/COMMUNITY HEALTH SYS 07.1250 07/15/2020 | 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 P/P 144A 05.5000 02/15/2019 | 0.00% |
| CLEAR CHANNEL COMMUN 09.0000 12/15/2019 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 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 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 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 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 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% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COMM 2006-C8 XS IO P/P 144A 00.8251 12/10/2046 | 0.00% |
| COMMERCEHUB INC-SERIES C | 0.00% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.00% |
| CONCORDIA INTL P/P 144A 07.0000 04/15/2023 | 0.00% |
| CONCORDIA INTL P/P 144A 09.0000 04/01/2022 | 0.00% |
| CONTINENTAL RESOURCES 03.8000 06/01/2024 | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CORNING INC | 0.00% |
| CORPORATE OFFICE PROPERTIES | 0.00% |
| CPG INTL TL L+375 04.8968 05/03/2024 | 0.00% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.00% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.00% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.2518 05/15/2038 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DAIMLER AG-REGISTERED SHARES | 0.00% |
| DEAN FOODS CO P/P 144A 06.5000 03/15/2023 | 0.00% |
| DENBURY RESOURCES INC 06.3750 08/15/2021 | 0.00% |
| DEUTSCHE TELEKOM AG-REG | 0.00% |
| DFC FINANCE CORP P/P 144A 10.5000 06/15/2020 | 0.00% |
| DIAGEO PLC | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.8750 06/15/2021 | 0.00% |
| DIAMONDBACK ENER P/P 144A 04.7500 11/01/2024 | 0.00% |
| DKK/USD 09/20/2017 CITI | 0.00% |
| DYNEGY INC 07.3750 11/01/2022 | 0.00% |
| DYNEGY INC 07.6250 11/01/2024 | 0.00% |
| DYNEGY INC. 06.7500 11/01/2019 | 0.00% |
| EAGLE HLDG CO II LLC P/P 144A 07.6250 05/15/2022 | 0.00% |
| ECOLAB INC | 0.00% |
| ELDORADO RESORTS INC P/P 144A 06.0000 04/01/2025 | 0.00% |
| EMPIRE STATE REALTY TRUST-A | 0.00% |
| ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 | 0.00% |
| EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 | 0.00% |
| EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 | 0.00% |
| EPR PROPERTIES | 0.00% |
| EQT MIDSTREAM PARTNERS L 04.0000 08/01/2024 | 0.00% |
| ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 | 0.00% |
| ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% |
| EUR/USD 09/20/2017 BANKAM | 0.00% |
| EUR/USD 09/20/2017 BCAP-FX | 0.00% |
| EUR/USD 09/20/2017 CITI | 0.00% |
| EUR/USD 09/20/2017 CSI-FX | 0.00% |
| EUR/USD 09/20/2017 GSFX | 0.00% |
| EUR/USD 09/20/2017 HSBCB | 0.00% |
| EUR/USD 09/20/2017 JPMCB | 0.00% |
| EUR/USD 09/20/2017 RBSF | 0.00% |
| EUR/USD 09/20/2017 SSBT | 0.00% |
| EUR/USD 09/20/2017 UBS | 0.00% |
| EUR/USD 09/20/2017 WPAC | 0.00% |
| FERRARI NV | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FISERV INC | 0.00% |
| FNMA FN20 323063 07.0000 03/01/2018 | 0.00% |
| FNR 2005-83 QP 14.2321 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% |
| FRAPORT AG FRANKFURT AIRPORT | 0.00% |
| FREEPORT-MCMORAN COPPER & GOL 03.5500 03/01/2022 | 0.00% |
| FREEPORT-MCMORAN INC 06.7500 02/01/2022 | 0.00% |
| FRONTIER COMM 11.0000 09/15/2025 | 0.00% |
| FRONTIER COMMUNICATIONS 07.6250 04/15/2024 | 0.00% |
| FTS INTL INC P/P 144A 08.7456 06/15/2020 | 0.00% |
| GATES GLOBAL TLB L+325 04.4076 03/31/2024 | 0.00% |
| GBP/USD 09/20/2017 CITI | 0.00% |
| GBP/USD 09/20/2017 GSFX | 0.00% |
| GBP/USD 09/20/2017 HSBCB | 0.00% |
| GBP/USD 09/20/2017 JPMCB | 0.00% |
| GBP/USD 09/20/2017 SSBT | 0.00% |
| GECMC 2005-C3 XC IO P/P 144A 00.1102 07/10/2045 | 0.00% |
| GENON ENERGY INC. 09.8750 10/15/2020 | 0.00% |
| GENPACT LTD | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 06.9667 | 0.00% |
| GMACC 2005-C1 X1 IO P/P 144A 00.7828 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% |
| GRAHAM HOLDINGS CO-CLASS B | 0.00% |
| GREAT PLAINS ENERGY INC | 0.00% |
| GRINDING MEDIA/M P/P 144A 07.3750 12/15/2023 | 0.00% |
| GSMS 2006-GG6 XC IO P/P 144A 00.0000 04/10/2038 | 0.00% |
| HALCON RESOURCES COR P/P 144A 12.0000 02/15/2022 | 0.00% |
| HALCON RESOURCES CORP | 0.00% |
| HALCON RESOURCES CORP - WARRA | 0.00% |
| HALYARD HEALTH INC 06.2500 10/15/2022 | 0.00% |
| HARRIS CORP | 0.00% |
| HCA INC. 07.5000 02/15/2022 | 0.00% |
| HEICO CORP | 0.00% |
| HKD/USD 08/16/2017 BANKAM | 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% |
| ICAHN ENTER/FIN 06.0000 08/01/2020 | 0.00% |
| INFOR US INC P/P 144A 05.7500 08/15/2020 | 0.00% |
| INR/USD 08/16/2017 BANKAM | 0.00% |
| INR/USD 08/16/2017 GSFX | 0.00% |
| INTELSAT CONNECT FIN P/P 144A 12.5000 04/01/2022 | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| INTELSAT JACKSON HLDG USD 07.5000 04/01/2021 | 0.00% |
| INTELSAT LUXEMB USD 07.7500 06/01/2021 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN | 0.00% |
| INTL LEASE FINANCE CORP 05.8750 08/15/2022 | 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 P USL1M R 01/12/41 JP | 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.FN30.400.11 P USL1M R 01/12/42 JP | 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% |
| ISTAR INC 06.0000 04/01/2022 | 0.00% |
| ISTAR INC. 05.0000 07/01/2019 | 0.00% |
| JABIL INC 08.2500 03/15/2018 | 0.00% |
| JACOBS ENT INC P/P 144A 07.8750 02/01/2024 | 0.00% |
| JAPANESE YEN CALL ACCOUNT | 0.00% |
| JM SMUCKER CO/THE | 0.00% |
| JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.4325 09/12/2037 | 0.00% |
| JPMCC 06-LDP6 X1 IO P/P 144A 00.0108 04/15/2043 | 0.00% |
| JPMCC 2006-LDP7 B 06.1385 04/17/2045 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.5336 05/15/2045 | 0.00% |
| JPMCC 2007-CB20 AJ 06.4329 02/12/2051 | 0.00% |
| JPY/USD 08/16/2017 BANKAM | 0.00% |
| JPY/USD 08/16/2017 BCAP-FX | 0.00% |
| JPY/USD 08/16/2017 CITI | 0.00% |
| JPY/USD 08/16/2017 CSI-FX | 0.00% |
| JPY/USD 08/16/2017 GSFX | 0.00% |
| JPY/USD 08/16/2017 JPMCB | 0.00% |
| JPY/USD 08/16/2017 RBSF | 0.00% |
| JPY/USD 08/16/2017 SSBT | 0.00% |
| JPY/USD 08/16/2017 UBS | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.00% |
| KONINKLIJKE PHILIPS NV | 0.00% |
| LAMAR ADVERTISING CO-A | 0.00% |
| LAMAR MEDIA CORP 05.3750 01/15/2024 | 0.00% |
| LAMAR MEDIA CORP 05.8750 02/01/2022 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LAREDO PETROLEUM INC 05.6250 01/15/2022 | 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 00.4815 11/15/2040 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| LVMH MOET HENNESSY LOUIS VUI | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 | 0.00% |
| MARATHON PETROLEUM CORP | 0.00% |
| MARRIOTT INTERNATIONAL -CL A | 0.00% |
| MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 | 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.FN30.600.08 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% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.00% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% |
| MERCER INTL INC P/P 144A 06.5000 02/01/2024 | 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 03.3714 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 05.5038 12/15/2049 | 0.00% |
| MGM RESORTS INTL 05.2500 03/31/2020 | 0.00% |
| MGM RESORTS INTL 06.6250 12/15/2021 | 0.00% |
| MGP ESCROW ISSUER/CO 05.6250 05/01/2024 | 0.00% |
| MILAGRO OIL & GAS | 0.00% |
| MINI MSCI EAFE SEP17 MFSU7 | 0.00% |
| MLMT 2004-KEY2 XC IO P/P 144A 00.6797 08/12/2039 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0052 06/12/2043 | 0.00% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| NATIONAL BANK OF CANADA | 0.00% |
| NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 | 0.00% |
| NETAPP INC | 0.00% |
| NEW GOLD INC P/P 144A 06.3750 05/15/2025 | 0.00% |
| NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.00% |
| NEWS CORP - CLASS B | 0.00% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.00% |
| NINE POINT ENERGY CNV PRF | 0.00% |
| NINE POINT ENERGY COM | 0.00% |
| NOK/USD 09/20/2017 BANKAM | 0.00% |
| NOK/USD 09/20/2017 CITI | 0.00% |
| NOK/USD 09/20/2017 GSFX | 0.00% |
| NOK/USD 09/20/2017 JPMCB | 0.00% |
| NOK/USD 09/20/2017 RBSF | 0.00% |
| NOK/USD 09/20/2017 SSBT | 0.00% |
| NOK/USD 09/20/2017 UBS | 0.00% |
| NRG ENERGY INC 07.8750 05/15/2021 | 0.00% |
| NZD/USD 07/19/2017 BANKAM | 0.00% |
| NZD/USD 07/19/2017 BCAP-FX | 0.00% |
| NZD/USD 07/19/2017 CSI-FX | 0.00% |
| NZD/USD 07/19/2017 GSFX | 0.00% |
| NZD/USD 07/19/2017 HSBCB | 0.00% |
| NZD/USD 07/19/2017 JPMCB | 0.00% |
| NZD/USD 07/19/2017 RBSF | 0.00% |
| NZD/USD 07/19/2017 SSBT | 0.00% |
| NZD/USD 07/19/2017 UBS | 0.00% |
| NZD/USD 07/19/2017 WPAC | 0.00% |
| OASIS PETROLEUM INC 06.8750 01/15/2023 | 0.00% |
| OMV AG | 0.00% |
| ONEMAIN FIN HLDG INC P/P 144A 07.2500 12/15/2021 | 0.00% |
| OPEN TEXT CORP | 0.00% |
| OSHKOSH CORP 05.3750 03/01/2022 | 0.00% |
| PACTIV LLC 08.3750 04/15/2027 | 0.00% |
| PARSLEY ENERGY P/P 144A 05.3750 01/15/2025 | 0.00% |
| PAYCHEX INC | 0.00% |
| PCCW LTD | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PETSMART INC P/P 144A 07.1250 03/15/2023 | 0.00% |
| PETSMART INC TLB L+300 04.2460 03/11/2022 | 0.00% |
| PHILLIPS 66 | 0.00% |
| PILGRIM'S PRIDE CORP P/P 144A 05.7500 03/15/2025 | 0.00% |
| PLATFORM SPECIALTY P P/P 144A 10.3750 05/01/2021 | 0.00% |
| POUND STERLING CALL ACCOUNT | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| PRECISION DRILL USD 05.2500 11/15/2024 | 0.00% |
| PRESTIGE BRANDS INC P/P 144A 05.3750 12/15/2021 | 0.00% |
| PRICELINE GROUP INC/THE | 0.00% |
| PROXIMUS | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| REPUBLIC SERVICES INC | 0.00% |
| RETAIL PROPERTIES OF AME - A | 0.00% |
| ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 | 0.00% |
| RUSSELL 2000 MINI SEP17 RTAU7 | 0.00% |
| S&P MID 400 EMINI SEP17 FAU7 | 0.00% |
| S&P500 EMINI FUT SEP17 ESU7 | 0.00% |
| SANDRIDGE ENERGY INC | 0.00% |
| SCIENTIFIC GAMES INTERNA 06.2500 09/01/2020 | 0.00% |
| SEALED AIR CORP P/P 144A 05.1250 12/01/2024 | 0.00% |
| SEALED AIR CORP P/P 144A 05.5000 09/15/2025 | 0.00% |
| SEK/USD 09/20/2017 BANKAM | 0.00% |
| SEK/USD 09/20/2017 BCAP-FX | 0.00% |
| SEK/USD 09/20/2017 CITI | 0.00% |
| SEK/USD 09/20/2017 CSI-FX | 0.00% |
| SEK/USD 09/20/2017 GSFX | 0.00% |
| SEK/USD 09/20/2017 JPMCB | 0.00% |
| SEK/USD 09/20/2017 RBSF | 0.00% |
| SEK/USD 09/20/2017 UBS | 0.00% |
| SELECT INCOME REIT 02.8500 02/01/2018 | 0.00% |
| SELECT INCOME REIT 03.6000 02/01/2020 | 0.00% |
| SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 | 0.00% |
| SGD/USD 08/16/2017 BANKAM | 0.00% |
| SGD/USD 08/16/2017 HSBCB | 0.00% |
| SGD/USD 08/16/2017 JPMCB | 0.00% |
| SGD/USD 08/16/2017 SSBT | 0.00% |
| SHAW COMMUNICATIONS INC-B | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.5000 01/01/2023 | 0.00% |
| SONOCO PRODUCTS CO | 0.00% |
| SOUTHERN CO/THE | 0.00% |
| SPEC BRNDS ESCROW CO 06.6250 11/15/2022 | 0.00% |
| SPECTRUM BRANDS INC 05.7500 07/15/2025 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 | 0.00% |
| SPRINT COMM P/P 144A 09.0000 11/15/2018 | 0.00% |
| SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 | 0.00% |
| STEEL DYNAMICS INC 05.0000 12/15/2026 | 0.00% |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 0.00% |
| STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 | 0.00% |
| SWISS FRANC CALL ACCOUNT | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| T-MOBILE USA INC 06.8360 04/28/2023 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RES PRTNRS P/P 144A 05.1250 02/01/2025 | 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% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.00% |
| TECK RESOURCES LIMITED USD 04.7500 01/15/2022 | 0.00% |
| TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 | 0.00% |
| TENNANT CO P/P 144A 05.6250 05/01/2025 | 0.00% |
| TENNECO INC 05.0000 07/15/2026 | 0.00% |
| TERVITA CORP CLASS A | 0.00% |
| TEXAS COHLD TCEH ESCROW 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% |
| THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 | 0.00% |
| THERMO FISHER SCIENTIFIC INC | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| TMX FIN/TITLEMAX P/P 144A 08.5000 09/15/2018 | 0.00% |
| TOKYO ELECTRON LTD | 0.00% |
| TOPIX INDX FUTR SEP17 TPU7 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| TRONOX FINANCE LLC 06.3750 08/15/2020 | 0.00% |
| TRW AUTOMOTIVE INC P/P 144A 04.5000 03/01/2021 | 0.00% |
| TRY/USD 09/20/2017 RBSF | 0.00% |
| TRY/USD 09/20/2017 UBS | 0.00% |
| TWD/USD 08/16/2017 CITI | 0.00% |
| TWENTY-FIRST CENTURY FOX-A | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| UNILEVER PLC | 0.00% |
| US 10YR NOTE (CBT)SEP17 TYU7 | 0.00% |
| US 10YR ULTRA FUT SEP17 UXYU7 | 0.00% |
| US 2YR NOTE (CBT) SEP17 TUU7 | 0.00% |
| US 5YR NOTE (CBT) SEP17 FVU7 | 0.00% |
| US BANCORP | 0.00% |
| US CONCRETE INC P/P 144A 06.3750 06/01/2024 | 0.00% |
| US FOODS HOLDING CORP | 0.00% |
| US LONG BOND(CBT) SEP17 USU7 | 0.00% |
| US ULTRA BOND CBT SEP17 WNU7 | 0.00% |
| USD/CNH PUT 6.60 20171006 GSFX | 0.00% |
| USD/CNH PUT 6.60 20171013 BANKAM | 0.00% |
| USD/CNH PUT 6.70 20171006 GSFX | 0.00% |
| USD/CNH PUT 6.70 20171013 BANKAM | 0.00% |
| USD/JPY PUT 103.00 20171106 BANKAM | 0.00% |
| USD/JPY PUT 107.00 20171106 BANKAM | 0.00% |
| VALEANT PHARMA P/P 144A 05.6250 12/01/2021 | 0.00% |
| VALEANT PHARMA P/P 144A 06.5000 03/15/2022 | 0.00% |
| VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 | 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 00.0662 06/15/2045 | 0.00% |
| WEATHERFORD BERMUDA 08.2500 06/15/2023 | 0.00% |
| WEATHERFORD BERMUDA P/P 144A 09.8750 02/15/2024 | 0.00% |
| WFRBS 2013-C12 XA IO P/P 144A 01.5119 03/15/2048 | 0.00% |
| WILLIAMS COS INC 07.7500 06/15/2031 | 0.00% |
| WORLD FUEL SERVICES CORP | 0.00% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.00% |
| YAMADA DENKI CO LTD | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| NZD/USD 07/19/2017 CITI | -0.01% |
| 2.45 R ISWP FWD USL3M P 09/20/2047 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| RU10INTR P USL3M R 11/27/17 CI | -0.05% |
| CGPUTQL2 R USL3M P 12/01/17 CI | -0.06% |
Prior top 10 holdings
| Top 10 holdings as of 07/31/17 | |
|---|---|
| Gnma Gii30 Ma4321 03.5000 03/20/2047 | |
| Fnma Fn30 Ma2864 03.5000 01/01/2047 | |
| Fnma Fn15 Al9468 03.0000 12/01/2031 | |
| Fhlmc Fh30g G08677 04.0000 11/01/2045 | |
| Fnma Fn30 890765 03.5000 09/01/2046 | |
| Fnma Fn30 Tba 06.0000 09/01/2047 | |
| Apple | |
| Microsoft | |
| Alphabet | |
| JPMorgan Chase | |
| Holdings represent 18.76% of portfolio | |
| Top 10 holdings as of 06/30/17 | |
|---|---|
| Gnma Gii30 Ma4321 03.5000 03/20/2047 | |
| Fnma Fn30 Ma2864 03.5000 01/01/2047 | |
| Fnma Fn15 Al9468 03.0000 12/01/2031 | |
| Fhlmc Fh30g G08677 04.0000 11/01/2045 | |
| Fnma Fn30 890765 03.5000 09/01/2046 | |
| Fnma Fn30 Tba 06.0000 07/01/2047 | |
| Apple | |
| Alphabet | |
| Microsoft | |
| Gnma Gii30 Tba 03.5000 07/01/2047 | |
| Holdings represent 19.18% of portfolio | |
| Top 10 holdings as of 05/31/17 | |
|---|---|
| Gnma Gii30 Ma4321 03.5000 03/20/2047 | |
| Fnma Fn30 Ma2864 03.5000 01/01/2047 | |
| Fnma Fn15 Al9468 03.0000 12/01/2031 | |
| Fhlmc Fh30g G08677 04.0000 11/01/2045 | |
| Fnma Fn30 890765 03.5000 09/01/2046 | |
| Fnma Fn30 Tba 06.0000 06/01/2047 | |
| Apple | |
| Alphabet | |
| Microsoft | |
| Johnson & Johnson | |
| Holdings represent 19.33% of portfolio | |
| Top 10 holdings as of 04/30/17 | |
|---|---|
| Gnma Gii30 Ma4321 03.5000 03/20/2047 | |
| Fnma Fn30 Ma2864 03.5000 01/01/2047 | |
| Fnma Fn15 Al9468 03.0000 12/01/2031 | |
| Fhlmc Fh30g G08677 04.0000 11/01/2045 | |
| Fnma Fn30 890765 03.5000 09/01/2046 | |
| Fnma Fn30 Tba 06.0000 05/01/2047 | |
| Gnma Gii30 Tba 03.5000 05/01/2047 | |
| Apple | |
| Alphabet | |
| Microsoft | |
| Holdings represent 19.72% of portfolio | |
Portfolio composition as of 07/31/17
| U.S. Investment-grade bonds | 60.87% |
|
|---|---|---|
| U.S. large-cap equity | 17.54% |
|
| International equity | 7.55% |
|
| U.S. small- and mid-cap equity | 6.24% |
|
| U.S. High-yield bonds | 6.16% |
|
| U.S. money markets | 1.64% |
|
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 | 1.04% | 1.79% | 1.79% | 1.54% | 1.29% | 0.74% | 0.67% | 0.79% |
| What you pay | 1.04% | 1.79% | 1.79% | 1.54% | 1.29% | 0.74% | 0.67% | 0.79% |
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 investments, unlike traditional debt investments, are also subject to prepayment risk, which means 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.
‡ Robert Kea will retire from Putnam effective 12/31/17.