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Putnam Allstate Advisor Plus
Putnam Global Asset Allocation Subaccount
The subaccount seeks a high level of long-term total return consistent with the preservation of capital.
- Highlights
- Performance
- Holdings
- Expenses
Fund description
The subaccount invests in a wide variety of equity and fixed-incomesecurities, both of U.S. and foreign issuers. It may invest in securitiesin the following four investment categories: U.S. equities, internationalequities, U.S. fixed income, and international fixed income.
Sales story
A globally diversified fund pursuing a balance of growth and income Multiple asset classes: The fund holds a variety of investments in all market conditions 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 purse opportunities and regularly rebalance the portfolio to maintain a consistent risk profile.
Management team
- James A. Fetch (Investing since 1994)
- Robert J. Kea, CFA (Investing since 1988)
- Jason R. Vaillancourt, CFA (Investing since 1993)
- Robert J. Schoen (Investing since 1990)
Daily pricing as of 06/26/17
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $17.291501 | $16.840242 |
| Unit Value Change | 0.018044 | 0.017366 |
Lipper ranking ‡ as of 05/31/17
Category: Mixed-Asset Target Alloc Moderate Funds
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 27% | 31/115 |
| 1 yr. | 16% | 39/256 |
| 3 yrs. | 14% | 33/243 |
| 5 yrs. | 7% | 13/199 |
International investing involves certain risks, such as currency fluctuations, economic instability, and political developments. Additional risks may be associated with emerging-market securities, including illiquidity and volatility. The fund invests some or all of its assets in small and/or midsize companies. Such investments increase the risk of greater price fluctuations. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. The use of derivatives involves additional risks, such as the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in bonds are subject to certain risks including interest-rate risk, credit risk, and inflation risk. As interest rates rise, the prices of bonds fall. Long-term bonds are more exposed to interest-rate risk than short-term bonds. Unlike bonds, bond funds have ongoing fees and expenses. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.
‡ Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.
Performance as of 03/31/17
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | 3.47% | 3.47% | 9.50% | 4.15% | 6.95% | 3.94% | 5.82% |
| Standardized | -4.53% | -4.53% | 1.50% | 1.64% | 6.02% | 3.94% | 5.82% |
| With optional enhanced death benefit | |||||||
| Unit Value | 3.43% | 3.43% | 9.33% | 4.00% | 6.79% | 3.78% | 5.66% |
| Standardized | -4.57% | -4.57% | 1.33% | 1.47% | 5.85% | 3.78% | 5.66% |
| Actual performance | |||||||
| Unit Value | 3.47% | 3.47% | 9.50% | 4.15% | 6.95% | 3.94% | 3.03% |
| Standardized | -4.53% | -4.53% | 1.50% | 1.64% | 6.02% | 3.94% | 3.03% |
| With optional enhanced death benefit | |||||||
| Unit Value | 3.43% | 3.43% | 9.33% | 4.00% | 6.79% | 3.78% | 2.87% |
| Standardized | -4.57% | -4.57% | 1.33% | 1.47% | 5.85% | 3.78% | 2.87% |
| Cumulative Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | 3.47% | 3.47% | 9.50% | 12.99% | 39.95% | 47.20% | 420.89% |
| Standardized | -4.53% | -4.53% | 1.50% | 4.99% | 33.95% | 47.20% | 420.89% |
| With optional enhanced death benefit | |||||||
| Unit Value | 3.43% | 3.43% | 9.33% | 12.47% | 38.89% | 44.97% | 398.23% |
| Standardized | -4.57% | -4.57% | 1.33% | 4.47% | 32.89% | 44.97% | 398.23% |
| Actual performance | |||||||
| Unit Value | 3.47% | 3.47% | 9.50% | 12.99% | 39.95% | 47.20% | 66.52% |
| Standardized | -4.53% | -4.53% | 1.50% | 4.99% | 33.95% | 47.20% | 66.52% |
| With optional enhanced death benefit | |||||||
| Unit Value | 3.43% | 3.43% | 9.33% | 12.47% | 38.89% | 44.97% | 62.24% |
| Standardized | -4.57% | -4.57% | 1.33% | 4.47% | 32.89% | 44.97% | 62.24% |
Annual Performance at NAV
| 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 |
|---|---|---|---|---|---|---|---|---|---|
| 1.28% | -34.39% | 33.04% | 12.86% | -2.01% | 12.37% | 17.58% | 7.67% | -1.43% | 5.01% |
| With optional enhanced death benefit | |||||||||
| 1.13% | -34.49% | 32.84% | 12.68% | -2.16% | 12.20% | 17.40% | 7.51% | -1.58% | 4.85% |
Restated performance
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With optional enhanced death benefit
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Unit values and performance information shown apply to the specific annuity product listed, not the underlying Putnam Variable Trust fund. This information should not be used by investors who hold an interest in Putnam Variable Trust funds through a different annuity or other variable product. The unit values and performance of other variable products that offer Putnam Variable Trust funds may be higher or lower due to product charges and expenses or other factors.
Data is historical. Past performance is no guarantee of future results. More recent returns may be less or more than those shown. Investment return and principal value will fluctuate, and you may have a gain or a loss when you sell your units.
Returns shown for the subaccounts for periods before their inception are derived from the historical performance of the underlying fund, adjusted to reflect the mortality, expense risk, and surrender charges applicable to this product and do not factor in the annual $30 contract maintenance fee. Additional riders and options for insurance-related charges will increase expenses and lower returns. Please see the prospectus for details. For a portion of the period, subaccounts may have limited expenses, without which returns would have been lower.
Variable annuities are long-term investments designed for retirement purposes. Putnam Hartford products are flexible-premium variable annuities issued by Hartford Life and Annuity Insurance Company, Simsbury, CT.
Putnam Allstate variable annuities are flexible-premium deferred variable annuities issued by Allstate Life Insurance Company (Allstate Life); underwritten by Allstate Distributors, L.L.C., both of Northbrook, IL; and sold through registered representatives or bank employees who are licensed insurance agents. Please check for availability in your specific state.
These policies have limitations and are sold by prospectus only. The prospectus contains details on the variable annuity, the subaccounts, contract features, fees, expenses, and other pertinent information.
Investors should carefully consider the investment objectives, risks, charges, and expenses of a fund before investing. For a prospectus containing this and other information for any variable annuity or variable life product that invests in Putnam Variable Trust funds, contact your financial advisor for a contract prospectus and prospectus for the underlying funds. You may also call Hartford at 1-800-521-0538 or Allstate at 1-800-390-1277. Read the prospectuses carefully before investing.
For the most recent month-end performance, please call Hartford at 1-800-521-0538 or Allstate at 1-800-390-1277.
International investing involves certain risks, such as currency fluctuations, economic instability, and political developments. Additional risks may be associated with emerging-market securities, including illiquidity and volatility. The fund invests some or all of its assets in small and/or midsize companies. Such investments increase the risk of greater price fluctuations. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. The use of derivatives involves additional risks, such as the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in bonds are subject to certain risks including interest-rate risk, credit risk, and inflation risk. As interest rates rise, the prices of bonds fall. Long-term bonds are more exposed to interest-rate risk than short-term bonds. Unlike bonds, bond funds have ongoing fees and expenses. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.
Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.
Top 10 holdings as of 05/31/17
| Gnma Gii30 Ma4321 03.5000 03/20/2047 | 2.11% |
|
|---|---|---|
| Apple | 1.89% |
|
| Alphabet | 1.86% |
|
| Microsoft | 1.74% |
|
| Fnma Fn30 Ma2864 03.5000 01/01/2047 | 1.72% |
|
| Fhlmc Fh30g G08677 04.0000 11/01/2045 | 1.28% |
|
| Johnson & Johnson | 1.22% |
|
| Fnma Fn15 Al9468 03.0000 12/01/2031 | 1.20% |
|
| JPMorgan Chase | 1.16% |
|
| Citigroup | 0.98% |
|
| Top 10 holdings, total: | 15.16% |
|
Equity Holdings as of 03/31/17
| APPLE INC | 1.79% |
|---|---|
| MICROSOFT CORP | 1.65% |
| ALPHABET INC-CL A | 1.61% |
| JPMORGAN CHASE & CO | 1.25% |
| JOHNSON & JOHNSON | 1.19% |
| VERIZON COMMUNICATIONS INC | 1.01% |
| CITIGROUP INC | 0.97% |
| UNITEDHEALTH GROUP INC | 0.85% |
| GILEAD SCIENCES INC | 0.81% |
| GOLDMAN SACHS GROUP INC | 0.78% |
| LOWES COMPANIES INC | 0.70% |
| CELGENE CORP | 0.68% |
| PEPSICO INC | 0.66% |
| MCDONALD'S CORP | 0.63% |
| WALT DISNEY CO/THE | 0.62% |
| EXXON MOBIL CORP | 0.57% |
| APPLIED MATERIALS INC | 0.56% |
| TEXAS INSTRUMENTS INC | 0.55% |
| TJX COMPANIES INC | 0.55% |
| UNION PACIFIC CORP | 0.55% |
| MERCK & CO. INC. | 0.48% |
| ELI LILLY & CO | 0.41% |
| VALERO ENERGY CORP | 0.41% |
| WALGREENS BOOTS ALLIANCE INC | 0.41% |
| KIMBERLY-CLARK CORP | 0.40% |
| DISCOVERY COMMUNICATIONS-A | 0.39% |
| MCKESSON CORP | 0.39% |
| ENTERGY CORP | 0.38% |
| L3 TECHNOLOGIES INC | 0.38% |
| PARSLEY ENERGY INC-CLASS A | 0.38% |
| FACEBOOK INC-A | 0.36% |
| HP INC | 0.35% |
| NORTHROP GRUMMAN CORP | 0.34% |
| RALPH LAUREN CORP | 0.34% |
| RAYTHEON COMPANY | 0.34% |
| WAL-MART STORES INC | 0.34% |
| DELTA AIR LINES INC | 0.33% |
| PRUDENTIAL FINANCIAL INC | 0.33% |
| WILLIAMS COS INC | 0.33% |
| TYSON FOODS INC-CL A | 0.32% |
| CUMMINS INC | 0.30% |
| ONEOK INC | 0.29% |
| AMERISOURCEBERGEN CORP | 0.27% |
| BAKER HUGHES INC | 0.26% |
| SYSCO CORP | 0.26% |
| HOME DEPOT INC | 0.25% |
| INTUIT INC | 0.25% |
| SHERWIN-WILLIAMS CO/THE | 0.25% |
| UGI CORP | 0.25% |
| ALLSTATE CORP | 0.24% |
| CIMAREX ENERGY CO | 0.24% |
| CROWN HOLDINGS INC | 0.24% |
| NORFOLK SOUTHERN CORP | 0.24% |
| ROSS STORES INC | 0.24% |
| AFLAC INC | 0.23% |
| AMERIPRISE FINANCIAL INC | 0.23% |
| E*TRADE FINANCIAL CORPORATION | 0.23% |
| JUNIPER NETWORKS INC | 0.23% |
| ALLISON TRANSMISSION HOLDING | 0.22% |
| AMERICAN ELECTRIC POWER | 0.22% |
| CLOROX COMPANY | 0.22% |
| PARKER HANNIFIN CORP | 0.22% |
| BAXTER INTERNATIONAL INC | 0.20% |
| CITRIX SYSTEMS INC | 0.20% |
| DANAHER CORP | 0.20% |
| DISCOVER FINANCIAL SERVICES | 0.20% |
| FIRSTENERGY CORP | 0.20% |
| HERSHEY CO/THE | 0.20% |
| SQUARE INC - A | 0.20% |
| COMPUTER SCIENCES CORP | 0.19% |
| EBAY INC | 0.19% |
| EXELON CORP | 0.19% |
| HARTFORD FINANCIAL SVCS GRP | 0.19% |
| ULTA SALON COSMETICS & FRAGR | 0.19% |
| CONAGRA BRANDS INC | 0.18% |
| HASBRO INC | 0.18% |
| PVH CORP | 0.18% |
| STEEL DYNAMICS INC | 0.18% |
| AGILENT TECHNOLOGIES INC | 0.17% |
| CR BARD INC | 0.17% |
| EQUITY RESIDENTIAL TR REIT | 0.17% |
| SUNTRUST BANKS INC | 0.17% |
| CAMPBELL SOUP CO | 0.16% |
| DARDEN RESTAURANTS INC | 0.16% |
| WASTE MANAGEMENT INC | 0.16% |
| AMDOCS LTD | 0.15% |
| BUNGE LTD | 0.15% |
| F5 NETWORKS INC | 0.15% |
| MAXIM INTEGRATED PRODUCTS | 0.15% |
| SANOFI | 0.15% |
| ALTRIA GROUP INC | 0.14% |
| FORTINET INC | 0.14% |
| HCP INC | 0.14% |
| TOTAL SA | 0.14% |
| VMWARE INC-CLASS A | 0.14% |
| BASF SE | 0.13% |
| GLAXOSMITHKLINE PLC | 0.13% |
| PACKAGING CORP OF AMERICA | 0.13% |
| QUANTA SERVICES INC | 0.13% |
| YUM BRANDS INC | 0.13% |
| ALLIANZ SE-REG | 0.12% |
| BRITISH AMERICAN TOBACCO PLC | 0.12% |
| LEAR CORP | 0.12% |
| LINCOLN NATIONAL CORP | 0.12% |
| MASCO CORP | 0.12% |
| MORGAN STANLEY | 0.12% |
| PROCTER & GAMBLE CO/THE | 0.12% |
| SIEMENS AG | 0.12% |
| WPP PLC | 0.12% |
| ADOBE SYSTEMS INC | 0.11% |
| ALLY FINANCIAL INC | 0.11% |
| BAYER AG-REG | 0.11% |
| BNP PARIBAS | 0.11% |
| CENTERPOINT ENERGY INC | 0.11% |
| HUNTINGTON INGALLS INDUSTRIE | 0.11% |
| INGREDION INC | 0.11% |
| NISOURCE INC | 0.11% |
| NOVARTIS AG-REG | 0.11% |
| SOCIETE GENERALE SA | 0.11% |
| 3I GROUP PLC | 0.10% |
| ANNALY CAPITAL MANAGEMENT IN | 0.10% |
| ARAMARK | 0.10% |
| COMPASS GROUP PLC | 0.10% |
| DELL TECHNOLOGIES INC-CL V | 0.10% |
| HD SUPPLY HOLDINGS INC | 0.10% |
| KONINKLIJKE AHOLD DELHAIZE N | 0.10% |
| MIZUHO FINANCIAL GROUP INC | 0.10% |
| NEWMONT MINING CORP | 0.10% |
| NIPPON TELEGRAPH & TELEPHONE | 0.10% |
| OWENS CORNING | 0.10% |
| ROCHE HOLDING AG-GENUSSCHEIN | 0.10% |
| SUMITOMO MITSUI FINANCIAL GR | 0.10% |
| SYNOPSYS INC | 0.10% |
| TRAVELERS COS INC/THE | 0.10% |
| UNUM GROUP | 0.10% |
| WATSCO INC | 0.10% |
| WELLCARE HEALTH PLANS INC | 0.10% |
| AMADEUS IT GROUP SA | 0.09% |
| AVERY DENNISON CORP | 0.09% |
| DEUTSCHE POST AG-REG | 0.09% |
| DUN & BRADSTREET CORP | 0.09% |
| ENEL SPA | 0.09% |
| INVESTOR AB-B SHS | 0.09% |
| JACOBS ENGINEERING GROUP INC | 0.09% |
| MANPOWERGROUP INC | 0.09% |
| MITSUBISHI UFJ FINANCIAL GRO | 0.09% |
| PINNACLE FOODS INC | 0.09% |
| SPIRIT AEROSYSTEMS HOLD-CL A | 0.09% |
| SWISS RE AG | 0.09% |
| TERADYNE INC | 0.09% |
| VEREIT INC | 0.09% |
| AGNC INVESTMENT CORP | 0.08% |
| ATOS SE | 0.08% |
| AXA SA | 0.08% |
| CAMDEN PROPERTY TRUST | 0.08% |
| CARLISLE COS INC | 0.08% |
| CENTRAL JAPAN RAILWAY CO | 0.08% |
| CENTRICA PLC | 0.08% |
| COCA-COLA AMATIL LTD | 0.08% |
| DR PEPPER SNAPPLE GROUP INC | 0.08% |
| DUKE REALTY CORP | 0.08% |
| OMV AG | 0.08% |
| ORIX CORP | 0.08% |
| OSHKOSH CORP | 0.08% |
| REPSOL SA | 0.08% |
| SCOTTS MIRACLE-GRO CO | 0.08% |
| SPIRIT REALTY CAPITAL INC | 0.08% |
| TELSTRA CORP LTD | 0.08% |
| BOOZ ALLEN HAMILTON HOLDINGS | 0.07% |
| BRIXMOR PROPERTY GROUP INC | 0.07% |
| EVONIK INDUSTRIES AG | 0.07% |
| FIRST HAWAIIAN INC | 0.07% |
| KINGFISHER PLC | 0.07% |
| LAMB WESTON HOLDINGS INC | 0.07% |
| LIBERTY MEDIA COR-SIRIUSXM A | 0.07% |
| METRO AG | 0.07% |
| NCR CORPORATION | 0.07% |
| NN GROUP NV | 0.07% |
| NVR INC | 0.07% |
| PARK HOTELS & RESORTS INC | 0.07% |
| POPULAR INC | 0.07% |
| SAMSUNG ELECTRONICS CO LTD | 0.07% |
| SKANSKA AB-B SHS | 0.07% |
| SWISS LIFE HOLDING AG-REG | 0.07% |
| TRANSUNION | 0.07% |
| VISTEON CORP | 0.07% |
| VOYA FINANCIAL INC | 0.07% |
| APARTMENT INVT & MGMT CO -A | 0.06% |
| BOLIDEN AB | 0.06% |
| BWX TECHNOLOGIES INC | 0.06% |
| CHARLES RIVER LABORATORIES | 0.06% |
| COLONY NORTHSTAR INC-CLASS A | 0.06% |
| KAR AUCTION SERVICES INC | 0.06% |
| MITSUBISHI ELECTRIC CORP | 0.06% |
| MSC INDUSTRIAL DIRECT CO-A | 0.06% |
| NESTLE SA-REG | 0.06% |
| PPL CORP | 0.06% |
| REINSURANCE GROUP OF AMERICA | 0.06% |
| RELIANCE STEEL & ALUMINUM | 0.06% |
| ROYAL DUTCH SHELL PLC-B SHS | 0.06% |
| SPECTRUM BRANDS HOLDINGS INC | 0.06% |
| STARWOOD PROPERTY TRUST INC | 0.06% |
| TIMKEN COMPANY | 0.06% |
| VALEO SA | 0.06% |
| WHEELOCK & CO LTD | 0.06% |
| ASHTEAD GROUP PLC | 0.05% |
| ASSURED GUARANTY LTD | 0.05% |
| ASTRAZENECA PLC | 0.05% |
| BANCO SANTANDER SA | 0.05% |
| CHALLENGER LTD | 0.05% |
| EAST WEST BANCORP INC | 0.05% |
| ENERGIZER HOLDINGS INC | 0.05% |
| FLIR SYSTEMS INC | 0.05% |
| FOREST CITY REALTY TRUST- A | 0.05% |
| HIGHWOODS PROPERTIES INC | 0.05% |
| HOYA CORP | 0.05% |
| ING GROEP NV-CVA | 0.05% |
| ITOCHU CORP | 0.05% |
| MICHAELS COS INC/THE | 0.05% |
| NSK LTD | 0.05% |
| NTT DOCOMO INC | 0.05% |
| RESONA HOLDINGS INC | 0.05% |
| ROYAL MAIL PLC | 0.05% |
| SONIC HEALTHCARE LTD | 0.05% |
| TABCORP HOLDINGS LTD | 0.05% |
| TATE & LYLE PLC | 0.05% |
| TORO CO | 0.05% |
| VANTIV INC - CL A | 0.05% |
| YARA INTERNATIONAL ASA | 0.05% |
| ACS ACTIVIDADES | 0.04% |
| APPLE HOSPITALITY REIT INC | 0.04% |
| ASTELLAS PHARMA INC | 0.04% |
| AUST AND NZ BANKING GROUP | 0.04% |
| CABLE ONE INC | 0.04% |
| CARTERS INC | 0.04% |
| CHIMERA INVESTMENT CORP | 0.04% |
| CHRISTIAN DIOR SE | 0.04% |
| CREDIT AGRICOLE SA | 0.04% |
| E.ON SE | 0.04% |
| ENDESA S.A. | 0.04% |
| EQUITY LIFESTYLE PROPERTIES | 0.04% |
| FIAT CHRYSLER AUTOMOBILES NV | 0.04% |
| HARVEY NORMAN HOLDINGS LTD | 0.04% |
| KAO CORP | 0.04% |
| KDDI CORP | 0.04% |
| KERRY GROUP PLC-A | 0.04% |
| LANDSTAR SYSTEM INC | 0.04% |
| LIBERTY PROPERTY TRUST | 0.04% |
| MITSUBISHI CHEMICAL HOLDINGS | 0.04% |
| MITSUBISHI TANABE PHARMA | 0.04% |
| NEW WORLD DEVELOPMENT | 0.04% |
| NEWS CORP - CLASS A | 0.04% |
| PRUDENTIAL PLC | 0.04% |
| QANTAS AIRWAYS LTD | 0.04% |
| RIO TINTO PLC | 0.04% |
| SAINSBURY (J) PLC | 0.04% |
| SERVICEMASTER GLOBAL HOLDING | 0.04% |
| TCF FINANCIAL CORP | 0.04% |
| UPM-KYMMENE OYJ | 0.04% |
| VALIDUS HOLDINGS LTD | 0.04% |
| WILLIAM HILL PLC | 0.04% |
| YANGZIJIANG SHIPBUILDING | 0.04% |
| AIA GROUP LTD | 0.03% |
| AKZO NOBEL | 0.03% |
| AMERICAN FINANCIAL GROUP INC | 0.03% |
| ANA HOLDINGS INC | 0.03% |
| ARISTOCRAT LEISURE LTD | 0.03% |
| ASAHI KASEI CORP | 0.03% |
| BRANDYWINE REALTY TRUST | 0.03% |
| CABOT CORP | 0.03% |
| COVESTRO AG | 0.03% |
| CRANE CO | 0.03% |
| DAI NIPPON PRINTING CO LTD | 0.03% |
| DALATA HOTEL GROUP PLC | 0.03% |
| DOLBY LABORATORIES INC-CL A | 0.03% |
| DST SYSTEMS INC | 0.03% |
| ELECTROLUX AB-SER B | 0.03% |
| GAMING AND LEISURE PROPERTIE | 0.03% |
| HOLOGIC INC | 0.03% |
| HYATT HOTELS CORP - CL A | 0.03% |
| INDUSTRIAL BANK OF KOREA | 0.03% |
| INDUSTRIVARDEN AB-A SHS | 0.03% |
| JOHNSON MATTHEY PLC | 0.03% |
| KERRY PROPERTIES LTD | 0.03% |
| LAFARGEHOLCIM LTD-REG | 0.03% |
| MARINE HARVEST | 0.03% |
| MARKS AND SPENCER LTD | 0.03% |
| MITSUBISHI UFJ LEASE & FINAN | 0.03% |
| NABORS INDUSTRIES LTD | 0.03% |
| NOKIA OYJ | 0.03% |
| ORANGE | 0.03% |
| ORKLA ASA | 0.03% |
| OUTFRONT MEDIA INC | 0.03% |
| PARTNERS GROUP HOLDING AG | 0.03% |
| PERSIMMON PLC | 0.03% |
| PEUGEOT SA | 0.03% |
| PREMIER INC-CLASS A | 0.03% |
| QUALITY CARE PROPERTIES | 0.03% |
| RAYMOND JAMES FINANCIAL INC | 0.03% |
| RELX NV | 0.03% |
| RENAULT SA | 0.03% |
| ROWAN COMPANIES PLC-A | 0.03% |
| RTL GROUP | 0.03% |
| RWE AG | 0.03% |
| SHIRE PLC | 0.03% |
| SOFTBANK GROUP CORP | 0.03% |
| TAISEI CORP | 0.03% |
| TAIWAN SEMICONDUCTOR MANUFAC | 0.03% |
| TAYLOR WIMPEY PLC | 0.03% |
| TENCENT HOLDINGS LTD | 0.03% |
| TWO HARBORS INVESTMENT CORP | 0.03% |
| VECTREN CORP | 0.03% |
| VESTAS WIND SYSTEMS A/S | 0.03% |
| WESCO INTERNATIONAL INC | 0.03% |
| WH GROUP LTD | 0.03% |
| WM MORRISON SUPERMARKETS | 0.03% |
| WOLTERS KLUWER | 0.03% |
| XEROX CORP | 0.03% |
| ADIDAS AG | 0.02% |
| ADMIRAL GROUP PLC | 0.02% |
| AENA SA | 0.02% |
| AIRBUS SE | 0.02% |
| ALIBABA GROUP HOLDING-SP ADR | 0.02% |
| ARCELORMITTAL | 0.02% |
| ARYZTA AG | 0.02% |
| ASPEN INSURANCE HOLDINGS LTD | 0.02% |
| ASSOCIATED BRITISH FOODS PLC | 0.02% |
| ATLAS COPCO AB-A SHS | 0.02% |
| BANDAI NAMCO HOLDINGS INC | 0.02% |
| BARRATT DEVELOPMENTS PLC | 0.02% |
| BRUKER CORP | 0.02% |
| BT GROUP PLC | 0.02% |
| CELANESE CORP-SERIES A | 0.02% |
| CHUBU ELECTRIC POWER CO INC | 0.02% |
| CLINIGEN GROUP PLC | 0.02% |
| COM HEM HOLDING AB | 0.02% |
| COMPUGROUP MEDICAL SE | 0.02% |
| CORELOGIC INC | 0.02% |
| DGB FINANCIAL GROUP INC | 0.02% |
| EDISON INTERNATIONAL | 0.02% |
| ENCANA CORP | 0.02% |
| EQUITY COMMONWEALTH | 0.02% |
| EURONET WORLDWIDE INC | 0.02% |
| FORD MOTOR CO | 0.02% |
| FORTESCUE METALS GROUP LTD | 0.02% |
| FRESENIUS SE & CO KGAA | 0.02% |
| FUKUOKA FINANCIAL GROUP INC | 0.02% |
| HDFC BANK LIMITED | 0.02% |
| HEINEKEN NV | 0.02% |
| HENKEL AG & CO KGAA VORZUG | 0.02% |
| HIBERNIA REIT PLC | 0.02% |
| HITACHI CHEMICAL CO LTD | 0.02% |
| HSBC HOLDINGS PLC | 0.02% |
| IMPERIAL BRANDS PLC | 0.02% |
| INFINEON TECHNOLOGIES AG | 0.02% |
| INTERNATIONAL GAME TECHNOLOG | 0.02% |
| INTERPUBLIC GROUP OF COS INC | 0.02% |
| JAPAN AIRLINES CO LTD | 0.02% |
| JOHNSON CONTROLS INTERNATION | 0.02% |
| JTEKT CORP | 0.02% |
| KUMAGAI GUMI CO LTD | 0.02% |
| KURARAY CO LTD | 0.02% |
| KYUDENKO CORP | 0.02% |
| LIBERTY VENTURES - SER A | 0.02% |
| LSC COMMUNICATIONS INC | 0.02% |
| MAPFRE SA | 0.02% |
| MAZDA MOTOR CORP | 0.02% |
| MEDIPAL HOLDINGS CORP | 0.02% |
| MFA FINANCIAL INC | 0.02% |
| MICHELIN (CGDE) | 0.02% |
| MID-AMERICA APARTMENT COMM | 0.02% |
| MITSUBISHI GAS CHEMICAL CO | 0.02% |
| MIXI INC | 0.02% |
| MURATA MANUFACTURING CO LTD | 0.02% |
| NINTENDO CO LTD | 0.02% |
| NIPPON TELEVISION HOLDINGS | 0.02% |
| OTSUKA CORP | 0.02% |
| PHILIP MORRIS INTERNATIONAL | 0.02% |
| POOL CORP | 0.02% |
| QEP RESOURCES INC | 0.02% |
| RANDSTAD HOLDING NV | 0.02% |
| REED ELSEVIER PLC | 0.02% |
| RIO TINTO LTD | 0.02% |
| ROHM CO LTD | 0.02% |
| ROYAL DUTCH SHELL PLC-A SHS | 0.02% |
| RR DONNELLEY & SONS CO | 0.02% |
| SARTORIUS AG-PFD PCT 0.000 | 0.02% |
| SCREEN HOLDINGS CO LTD | 0.02% |
| SECURITAS AB-B SHS | 0.02% |
| SEKISUI CHEMICAL CO LTD | 0.02% |
| SENIOR HOUSING PROP TRUST | 0.02% |
| SFR GROUP SA | 0.02% |
| SHIN-ETSU CHEMICAL CO LTD | 0.02% |
| SHRIRAM TRANSPORT FINANCE | 0.02% |
| SK HYNIX INC | 0.02% |
| SKY PLC | 0.02% |
| SMS CO LTD | 0.02% |
| SONY CORP | 0.02% |
| SUBARU CORP | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN | 0.02% |
| SUN HUNG KAI PROPERTIES | 0.02% |
| SUPERIOR ENERGY SERVICES INC | 0.02% |
| THALES SA | 0.02% |
| TOHOKU ELECTRIC POWER CO INC | 0.02% |
| UNILEVER NV-CVA | 0.02% |
| VEOLIA ENVIRONNEMENT | 0.02% |
| VOESTALPINE AG | 0.02% |
| WHARF HOLDINGS LTD | 0.02% |
| WILEY (JOHN) & SONS-CLASS A | 0.02% |
| WILMAR INTERNATIONAL LTD | 0.02% |
| WOLSELEY PLC | 0.02% |
| WOORI BANK | 0.02% |
| WP CAREY INC | 0.02% |
| YUE YUEN INDUS | 0.02% |
| AAC TECHNOLOGIES HOLDINGS IN | 0.01% |
| ACTELION LTD-REG | 0.01% |
| ADECCO GROUP AG-REG | 0.01% |
| AERCAP HOLDINGS NV | 0.01% |
| AIN HOLDINGS INC | 0.01% |
| AIXTRON AG | 0.01% |
| ALBEMARLE CORP | 0.01% |
| ALFRESA HOLDINGS CORP | 0.01% |
| ALLERGAN PLC | 0.01% |
| ALPHABET INC-CL C | 0.01% |
| AMAZON.COM INC | 0.01% |
| AMUNDI SA | 0.01% |
| ASAHI GLASS CO LTD | 0.01% |
| B2W CIA DIGITAL | 0.01% |
| BANCO MACRO SA-ADR | 0.01% |
| BANK OF IRELAND | 0.01% |
| BASSO INDUSTRY CORP | 0.01% |
| BCE INC | 0.01% |
| BEIERSDORF AG | 0.01% |
| CAN FIN HOMES LTD | 0.01% |
| CCC SA | 0.01% |
| CENOVUS ENERGY INC | 0.01% |
| CHENIERE ENERGY INC | 0.01% |
| CHINA BIOLOGIC PRODUCTS INC | 0.01% |
| CHINA WATER AFFAIRS GROUP | 0.01% |
| CHUBB LTD | 0.01% |
| COMPAGNIE DE SAINT-GOBAIN | 0.01% |
| CONCORD NEW ENERGY GROUP LTD | 0.01% |
| COX AND KINGS LTD | 0.01% |
| CREDICORP LTD | 0.01% |
| CRH PLC | 0.01% |
| CRITEO SA-SPON ADR | 0.01% |
| DAIKIN INDUSTRIES LTD | 0.01% |
| DAIWA SECURITIES GROUP INC | 0.01% |
| DANSKE BANK A/S | 0.01% |
| DELIVERY HERO HOLDIN P/P | 0.01% |
| DEUTSCHE LUFTHANSA-REG | 0.01% |
| DNB NOR ASA | 0.01% |
| DUBAI ISLAMIC BANK | 0.01% |
| EOG RESOURCES INC | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| EURAZEO | 0.01% |
| EUTELSAT COMMUNICATIONS | 0.01% |
| FLIGHT CENTRE TRAVEL GROUP L | 0.01% |
| FOXTONS GROUP PLC | 0.01% |
| GAS NATURAL SDG SA | 0.01% |
| GLENCORE PLC | 0.01% |
| GMAC CAPITAL TRUST I PCT 06.8240 | 0.01% |
| GREENCORE GROUP PLC | 0.01% |
| HAKUHODO DY HOLDINGS INC | 0.01% |
| HANA FINANCIAL GROUP | 0.01% |
| HINO MOTORS LTD | 0.01% |
| HITACHI METALS LTD | 0.01% |
| HOMESERVE PLC | 0.01% |
| IBERDROLA SA | 0.01% |
| IIDA GROUP HOLDINGS CO LTD | 0.01% |
| INSURANCE AUSTRALIA GROUP LTD | 0.01% |
| INTERXION HOLDING NV | 0.01% |
| INTL CONSOLIDATED AIRLINE-DI | 0.01% |
| JARDINE CYCLE & CARRIAGE LTD | 0.01% |
| JAZZ PHARMACEUTICALS PLC | 0.01% |
| KAJIMA CORP | 0.01% |
| KENNEDY-WILSON HOLDINGS INC | 0.01% |
| KKR & CO LP | 0.01% |
| KOMATSU LTD | 0.01% |
| LAGARDERE SCA | 0.01% |
| LANXESS AG | 0.01% |
| LENOVO GROUP LTD | 0.01% |
| MITSUBISHI CORP | 0.01% |
| MITSUBISHI MATERIALS CORP | 0.01% |
| MITSUI FUDOSAN CO LTD | 0.01% |
| MUENCHENER RUECKVER AG-REG | 0.01% |
| NATIXIS | 0.01% |
| NIPRO CORP | 0.01% |
| NISSAN MOTOR CO LTD | 0.01% |
| NOMAD FOODS LTD | 0.01% |
| NOMURA REAL ESTATE HOLDINGS | 0.01% |
| NUCOR CORP | 0.01% |
| PANASONIC CORP | 0.01% |
| PERMANENT TSB GROUP HOLDINGS | 0.01% |
| QUIMICA Y MINERA CHIL-SP ADR | 0.01% |
| RECRUIT HOLDINGS CO LTD | 0.01% |
| RELO GROUP INC | 0.01% |
| RIB SOFTWARE AG | 0.01% |
| ROYAL DUTCH SHELL PLC-A SHS | 0.01% |
| RPC GROUP PLC | 0.01% |
| SAAB AB-B | 0.01% |
| SANDRIDGE ENERGY INC | 0.01% |
| SBERBANK PJSC -SPONSORED ADR | 0.01% |
| SCOR SE | 0.01% |
| SEVEN & I HOLDINGS CO LTD | 0.01% |
| SHIONOGI & CO LTD | 0.01% |
| SHISEIDO CO LTD | 0.01% |
| SIKA AG-BR | 0.01% |
| SKANDINAVISKA ENSKILDA BAN-A | 0.01% |
| SODICK CO LTD | 0.01% |
| SOPRA STERIA GROUP | 0.01% |
| SPARK NEW ZEALAND LTD | 0.01% |
| SSE PLC | 0.01% |
| SUMITOMO HEAVY INDUSTRIES | 0.01% |
| SUNCOR ENERGY INC | 0.01% |
| SUZUKI MOTOR CORP | 0.01% |
| SWEDBANK AB - A SHARES | 0.01% |
| TARO PHARMACEUTICAL INDUS | 0.01% |
| TELECOM ITALIA-RSP | 0.01% |
| TOKYO ELECTRIC POWER CO INC | 0.01% |
| TOKYO GAS CO LTD | 0.01% |
| TOPPAN PRINTING CO LTD | 0.01% |
| TUI AG-DI | 0.01% |
| UBI SOFT ENTERTA | 0.01% |
| UBS GROUP AG-REG | 0.01% |
| UNITED INTERNET AG-REG SHARE | 0.01% |
| VINCI SA | 0.01% |
| VODAFONE GROUP PLC | 0.01% |
| X 5 RETAIL GROUP NV-REGS GDR | 0.01% |
| YAMAHA MOTOR CO LTD | 0.01% |
| ZEE ENTERTAINMENT ENTERPRISE | 0.01% |
| ACC CLAIMS HOLDING LLC CLASS A | 0.00% |
| AVICHINA INDUSTRY & TECH-H | 0.00% |
| B2W CIA DIGITAL-RTS | 0.00% |
| BERKELEY GROUP HOLDINGS/THE | 0.00% |
| CENOVUS ENERGY INC | 0.00% |
| CREDIT SUISSE GROUP AG-REG | 0.00% |
| DIXONS CARPHONE PLC | 0.00% |
| EASYJET PLC | 0.00% |
| EURONEXT NV P/P 144A | 0.00% |
| FLETCHER BUILDING LTD | 0.00% |
| FUJITSU LTD | 0.00% |
| HALCON RESOURCES CORP | 0.00% |
| HALCON RESOURCES CORP - WARRA | 0.00% |
| HAMILTON LANE INC-CLASS A | 0.00% |
| LLOYDS BANKING GROUP PLC | 0.00% |
| MAGNA INTERNATIONAL INC | 0.00% |
| MATAHARI DEPARTMENT STORE TB | 0.00% |
| MILAGRO OIL & GAS | 0.00% |
| PCCW LTD | 0.00% |
| QORVO INC | 0.00% |
| SUMITOMO WAREHOUSE CO LTD | 0.00% |
| TERVITA CORP CLASS A | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| UNILEVER PLC | 0.00% |
Full Portfolio Holdings as of 03/31/17
| GNMA GII30 MA3803 03.5000 07/20/2046 | 1.97% |
|---|---|
| APPLE INC | 1.79% |
| FNMA FN30 MA2864 03.5000 01/01/2047 | 1.73% |
| MICROSOFT CORP | 1.65% |
| ALPHABET INC-CL A | 1.61% |
| FNMA FN30 TBA 06.0000 04/01/2047 | 1.54% |
| FHLMC FH30G G08677 04.0000 11/01/2045 | 1.32% |
| JPMORGAN CHASE & CO | 1.25% |
| FNMA FN15 AL9468 03.0000 12/01/2031 | 1.22% |
| JOHNSON & JOHNSON | 1.19% |
| VERIZON COMMUNICATIONS INC | 1.01% |
| CITIGROUP INC | 0.97% |
| FNMA FN30 890765 03.5000 09/01/2046 | 0.92% |
| UNITEDHEALTH GROUP INC | 0.85% |
| GILEAD SCIENCES INC | 0.81% |
| GOLDMAN SACHS GROUP INC | 0.78% |
| FNMA FN30 TBA 04.5000 04/01/2047 | 0.73% |
| FNMA FN30 AS4168 04.0000 12/01/2044 | 0.71% |
| GNMA GII30 TBA 03.5000 04/01/2047 | 0.71% |
| LOWES COMPANIES INC | 0.70% |
| CELGENE CORP | 0.68% |
| PEPSICO INC | 0.66% |
| MCDONALD'S CORP | 0.63% |
| WALT DISNEY CO/THE | 0.62% |
| EXXON MOBIL CORP | 0.57% |
| APPLIED MATERIALS INC | 0.56% |
| TEXAS INSTRUMENTS INC | 0.55% |
| TJX COMPANIES INC | 0.55% |
| UNION PACIFIC CORP | 0.55% |
| MERCK & CO. INC. | 0.48% |
| ELI LILLY & CO | 0.41% |
| VALERO ENERGY CORP | 0.41% |
| WALGREENS BOOTS ALLIANCE INC | 0.41% |
| KIMBERLY-CLARK CORP | 0.40% |
| DISCOVERY COMMUNICATIONS-A | 0.39% |
| MCKESSON CORP | 0.39% |
| ENTERGY CORP | 0.38% |
| L3 TECHNOLOGIES INC | 0.38% |
| PARSLEY ENERGY INC-CLASS A | 0.38% |
| FACEBOOK INC-A | 0.36% |
| HP INC | 0.35% |
| NORTHROP GRUMMAN CORP | 0.34% |
| RALPH LAUREN CORP | 0.34% |
| RAYTHEON COMPANY | 0.34% |
| WAL-MART STORES INC | 0.34% |
| DELTA AIR LINES INC | 0.33% |
| PRUDENTIAL FINANCIAL INC | 0.33% |
| WILLIAMS COS INC | 0.33% |
| TYSON FOODS INC-CL A | 0.32% |
| CUMMINS INC | 0.30% |
| ONEOK INC | 0.29% |
| AMERISOURCEBERGEN CORP | 0.27% |
| BAKER HUGHES INC | 0.26% |
| FNMA FN30 AS7003 03.0000 04/01/2046 | 0.26% |
| SYSCO CORP | 0.26% |
| HOME DEPOT INC | 0.25% |
| INTUIT INC | 0.25% |
| SHERWIN-WILLIAMS CO/THE | 0.25% |
| UGI CORP | 0.25% |
| ALLSTATE CORP | 0.24% |
| CIMAREX ENERGY CO | 0.24% |
| CROWN HOLDINGS INC | 0.24% |
| NORFOLK SOUTHERN CORP | 0.24% |
| ROSS STORES INC | 0.24% |
| AFLAC INC | 0.23% |
| AMERIPRISE FINANCIAL INC | 0.23% |
| E*TRADE FINANCIAL CORPORATION | 0.23% |
| JUNIPER NETWORKS INC | 0.23% |
| VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 | 0.23% |
| ALLISON TRANSMISSION HOLDING | 0.22% |
| AMERICAN ELECTRIC POWER | 0.22% |
| CLOROX COMPANY | 0.22% |
| PARKER HANNIFIN CORP | 0.22% |
| BAXTER INTERNATIONAL INC | 0.20% |
| CITRIX SYSTEMS INC | 0.20% |
| DANAHER CORP | 0.20% |
| DISCOVER FINANCIAL SERVICES | 0.20% |
| FIRSTENERGY CORP | 0.20% |
| HERSHEY CO/THE | 0.20% |
| SQUARE INC - A | 0.20% |
| COMPUTER SCIENCES CORP | 0.19% |
| EBAY INC | 0.19% |
| EXELON CORP | 0.19% |
| FNMA FN30 BC2733 03.0000 05/01/2046 | 0.19% |
| GE CAP INTL FUNDING USD 04.4180 11/15/2035 | 0.19% |
| HARTFORD FINANCIAL SVCS GRP | 0.19% |
| ULTA SALON COSMETICS & FRAGR | 0.19% |
| CONAGRA BRANDS INC | 0.18% |
| HASBRO INC | 0.18% |
| NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 | 0.18% |
| PVH CORP | 0.18% |
| STEEL DYNAMICS INC | 0.18% |
| AGILENT TECHNOLOGIES INC | 0.17% |
| CR BARD INC | 0.17% |
| EQUITY RESIDENTIAL TR REIT | 0.17% |
| SUNTRUST BANKS INC | 0.17% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.16% |
| CAMPBELL SOUP CO | 0.16% |
| CANADIAN NATURAL RESOURCE USD 05.7000 05/15/2017 | 0.16% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.16% |
| DARDEN RESTAURANTS INC | 0.16% |
| FNMA FN30 AS5722 03.5000 09/01/2045 | 0.16% |
| WASTE MANAGEMENT INC | 0.16% |
| AMDOCS LTD | 0.15% |
| BUNGE LTD | 0.15% |
| F5 NETWORKS INC | 0.15% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.15% |
| MAXIM INTEGRATED PRODUCTS | 0.15% |
| RUSSIAN FEDERATION P/P 144A 05.6250 04/04/2042 | 0.15% |
| SANOFI | 0.15% |
| VODAFONE GROUP PLC USD 01.2500 09/26/2017 | 0.15% |
| 21ST CENTURY FOX AMERICA 07.7500 12/01/2045 | 0.14% |
| ALTRIA GROUP INC | 0.14% |
| FORTINET INC | 0.14% |
| HCP INC | 0.14% |
| TOTAL SA | 0.14% |
| UBS GROUP FUNDING P/P 144A 03.0000 04/15/2021 | 0.14% |
| VMWARE INC-CLASS A | 0.14% |
| VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 | 0.14% |
| BASF SE | 0.13% |
| FNMA FN30 AS7154 03.0000 05/01/2046 | 0.13% |
| GLAXOSMITHKLINE PLC | 0.13% |
| GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 | 0.13% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.13% |
| PACKAGING CORP OF AMERICA | 0.13% |
| QUANTA SERVICES INC | 0.13% |
| YUM BRANDS INC | 0.13% |
| ALLIANZ SE-REG | 0.12% |
| BRITISH AMERICAN TOBACCO PLC | 0.12% |
| LEAR CORP | 0.12% |
| LINCOLN NATIONAL CORP | 0.12% |
| MASCO CORP | 0.12% |
| MORGAN STANLEY | 0.12% |
| PROCTER & GAMBLE CO/THE | 0.12% |
| SIEMENS AG | 0.12% |
| WPP PLC | 0.12% |
| ADOBE SYSTEMS INC | 0.11% |
| ALLY FINANCIAL INC | 0.11% |
| BAYER AG-REG | 0.11% |
| BNP PARIBAS | 0.11% |
| CENTERPOINT ENERGY INC | 0.11% |
| CWALT 2006-OA10 4A1 01.1717 08/25/2046 | 0.11% |
| FORD MOTOR CREDIT CO LLC 08.1250 01/15/2020 | 0.11% |
| GNMA GII30 4246 06.5000 09/20/2038 | 0.11% |
| HSBC FINANCE CORP 06.6760 01/15/2021 | 0.11% |
| HUNTINGTON INGALLS INDUSTRIE | 0.11% |
| INGREDION INC | 0.11% |
| NISOURCE INC | 0.11% |
| NOVARTIS AG-REG | 0.11% |
| SOCIETE GENERALE SA | 0.11% |
| 3I GROUP PLC | 0.10% |
| ANNALY CAPITAL MANAGEMENT IN | 0.10% |
| ARAMARK | 0.10% |
| CDX CDX.NA.HY.28 500.0 06/20/2022 | 0.10% |
| COMPASS GROUP PLC | 0.10% |
| CWALT 2006-OA7 1A2 01.5776 06/25/2046 | 0.10% |
| DELL TECHNOLOGIES INC-CL V | 0.10% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.10% |
| GNMA GII30 4581 06.5000 11/20/2039 | 0.10% |
| HD SUPPLY HOLDINGS INC | 0.10% |
| KONINKLIJKE AHOLD DELHAIZE N | 0.10% |
| MIZUHO FINANCIAL GROUP INC | 0.10% |
| NEWMONT MINING CORP | 0.10% |
| NIPPON TELEGRAPH & TELEPHONE | 0.10% |
| OWENS CORNING | 0.10% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.10% |
| ROCHE HOLDING AG-GENUSSCHEIN | 0.10% |
| SUMITOMO MITSUI FINANCIAL GR | 0.10% |
| SYNOPSYS INC | 0.10% |
| TRAVELERS COS INC/THE | 0.10% |
| UNUM GROUP | 0.10% |
| WATSCO INC | 0.10% |
| WELLCARE HEALTH PLANS INC | 0.10% |
| AMADEUS IT GROUP SA | 0.09% |
| AMAZON.COM INC 01.2000 11/29/2017 | 0.09% |
| AMGEN INC 02.1250 05/15/2017 | 0.09% |
| AMGEN INC 03.4500 10/01/2020 | 0.09% |
| APPLE INC 02.1000 05/06/2019 | 0.09% |
| ASTRAZENECA PLC USD 05.9000 09/15/2017 | 0.09% |
| AVERY DENNISON CORP | 0.09% |
| BANK OF AMERICA CORP 02.0000 01/11/2018 | 0.09% |
| BANK OF NOVA SCOTIA USD 01.3750 12/18/2017 | 0.09% |
| BP CAPITAL MARKETS PLC USD 01.8460 05/05/2017 | 0.09% |
| CONOCOPHILLIPS COMPANY 01.0500 12/15/2017 | 0.09% |
| COVIDIEN INTlL FIN USD 06.0000 10/15/2017 | 0.09% |
| CVS HEALTH CORP 02.2500 12/05/2018 | 0.09% |
| DEUTSCHE POST AG-REG | 0.09% |
| DUN & BRADSTREET CORP | 0.09% |
| EBAY INC 01.3500 07/15/2017 | 0.09% |
| ENEL SPA | 0.09% |
| GOLDMAN SACHS GROUP INC 02.3750 01/22/2018 | 0.09% |
| IBM CORP 01.8750 08/01/2022 | 0.09% |
| INTEL CORP 01.3500 12/15/2017 | 0.09% |
| INVESTOR AB-B SHS | 0.09% |
| JACOBS ENGINEERING GROUP INC | 0.09% |
| JPMORGAN CHASE & CO 02.0000 08/15/2017 | 0.09% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.09% |
| MANPOWERGROUP INC | 0.09% |
| MITSUBISHI UFJ FINANCIAL GRO | 0.09% |
| PINNACLE FOODS INC | 0.09% |
| ROYAL BANK OF CANADA USD 02.2000 07/27/2018 | 0.09% |
| SPIRIT AEROSYSTEMS HOLD-CL A | 0.09% |
| SWISS RE AG | 0.09% |
| TERADYNE INC | 0.09% |
| VEREIT INC | 0.09% |
| WELLS FARGO & COMPANY 02.1000 05/08/2017 | 0.09% |
| WESTPAC BANKING CORP USD 02.1500 03/06/2020 | 0.09% |
| AGNC INVESTMENT CORP | 0.08% |
| ANHEUSER-BUSCH INBEV 08.2000 01/15/2039 | 0.08% |
| ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 | 0.08% |
| ATOS SE | 0.08% |
| AXA SA | 0.08% |
| BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 | 0.08% |
| CAMDEN PROPERTY TRUST | 0.08% |
| CARLISLE COS INC | 0.08% |
| CENTRAL JAPAN RAILWAY CO | 0.08% |
| CENTRICA PLC | 0.08% |
| COCA-COLA AMATIL LTD | 0.08% |
| DR PEPPER SNAPPLE GROUP INC | 0.08% |
| DUKE REALTY CORP | 0.08% |
| GENERAL MOTORS FINL CO 03.4500 04/10/2022 | 0.08% |
| KROGER CO 06.9000 04/15/2038 | 0.08% |
| OMV AG | 0.08% |
| ORIX CORP | 0.08% |
| OSHKOSH CORP | 0.08% |
| REPSOL SA | 0.08% |
| ROYAL BK SCOTLND USD 04.7000 07/03/2018 | 0.08% |
| SCOTTS MIRACLE-GRO CO | 0.08% |
| SIMON PROPERTY GROUP P/P 144A 01.5000 02/01/2018 | 0.08% |
| SPIRIT REALTY CAPITAL INC | 0.08% |
| SPST 2017-1 A 01.8817 02/25/2049 | 0.08% |
| TELSTRA CORP LTD | 0.08% |
| ALTRIA GROUP INC 02.8500 08/09/2022 | 0.07% |
| AMERICAN TOWER CORP 04.0000 06/01/2025 | 0.07% |
| ARCHER-DANIELS-MIDLAND C 05.4500 03/15/2018 | 0.07% |
| BANK OF NEW YORK MELLON 01.9690 06/20/2017 | 0.07% |
| BOOZ ALLEN HAMILTON HOLDINGS | 0.07% |
| BRIXMOR PROPERTY GROUP INC | 0.07% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.07% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.07% |
| E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 | 0.07% |
| EVONIK INDUSTRIES AG | 0.07% |
| FIRST HAWAIIAN INC | 0.07% |
| GNMA GII30 4269 06.5000 10/20/2038 | 0.07% |
| KINGFISHER PLC | 0.07% |
| LAMB WESTON HOLDINGS INC | 0.07% |
| LIBERTY MEDIA COR-SIRIUSXM A | 0.07% |
| METRO AG | 0.07% |
| NCR CORPORATION | 0.07% |
| NN GROUP NV | 0.07% |
| NVR INC | 0.07% |
| ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 | 0.07% |
| PARK HOTELS & RESORTS INC | 0.07% |
| PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 | 0.07% |
| POPULAR INC | 0.07% |
| SAMSUNG ELECTRONICS CO LTD | 0.07% |
| SKANSKA AB-B SHS | 0.07% |
| SWISS LIFE HOLDING AG-REG | 0.07% |
| TRANSUNION | 0.07% |
| VISTEON CORP | 0.07% |
| VOYA FINANCIAL INC | 0.07% |
| AMERICAN EXPRESS COMPANY 07.0000 03/19/2018 | 0.06% |
| ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 | 0.06% |
| APARTMENT INVT & MGMT CO -A | 0.06% |
| APPLE INC 04.3750 05/13/2045 | 0.06% |
| AXA SA P/P 144A 06.4630 12/29/2049 | 0.06% |
| BOLIDEN AB | 0.06% |
| BWX TECHNOLOGIES INC | 0.06% |
| CAESARS ENT OPER TLB6B L+775 11.5000 03/01/2018 | 0.06% |
| CHARLES RIVER LABORATORIES | 0.06% |
| CIGNA CORP 04.5000 03/15/2021 | 0.06% |
| COLONY NORTHSTAR INC-CLASS A | 0.06% |
| COMCAST CORP 06.9500 08/15/2037 | 0.06% |
| COMM 2013-CR13 AM 04.4490 12/10/2023 | 0.06% |
| CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 | 0.06% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.06% |
| EXPEDIA INC 05.9500 08/15/2020 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.06% |
| JPMORGAN CHASE & CO 02.2950 08/15/2021 | 0.06% |
| JPMORGAN CHASE & CO 07.9000 12/29/2049 | 0.06% |
| KAR AUCTION SERVICES INC | 0.06% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.06% |
| KRAFT HEINZ FOODS CO 06.5000 02/09/2040 | 0.06% |
| MITSUBISHI ELECTRIC CORP | 0.06% |
| MSC INDUSTRIAL DIRECT CO-A | 0.06% |
| NESTLE SA-REG | 0.06% |
| OMNICOM GROUP INC 03.6000 04/15/2026 | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 | 0.06% |
| PETROLEOS MEXICANOS USD 04.8750 01/18/2024 | 0.06% |
| PPL CORP | 0.06% |
| PUGET SOUND ENERGY INC 06.9740 06/01/2067 | 0.06% |
| REINSURANCE GROUP OF AMERICA | 0.06% |
| RELIANCE STEEL & ALUMINUM | 0.06% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.06% |
| ROYAL DUTCH SHELL PLC-B SHS | 0.06% |
| SPECTRUM BRANDS HOLDINGS INC | 0.06% |
| STARWOOD PROPERTY TRUST INC | 0.06% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.06% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.06% |
| TIMKEN COMPANY | 0.06% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| VALEO SA | 0.06% |
| WAL-MART STORES INC 06.5000 08/15/2037 | 0.06% |
| WESTPAC BANKING CORP USD 04.8750 11/19/2019 | 0.06% |
| WHEELOCK & CO LTD | 0.06% |
| ABBVIE INC 02.9000 11/06/2022 | 0.05% |
| ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 | 0.05% |
| ASHTEAD GROUP PLC | 0.05% |
| ASSURED GUARANTY LTD | 0.05% |
| ASTRAZENECA PLC | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.05% |
| BANCO SANTANDER SA | 0.05% |
| BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 | 0.05% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.05% |
| CDX CDX.NA.IG.28 100.0 06/20/2022 | 0.05% |
| CHALLENGER LTD | 0.05% |
| COMM 2014-UBS6 C 04.4638 12/10/2047 | 0.05% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.05% |
| CSMC 2016-NXSR C 04.3650 12/15/2049 | 0.05% |
| CSX CORP 04.1000 03/15/2044 | 0.05% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 | 0.05% |
| EAST WEST BANCORP INC | 0.05% |
| ENERGIZER HOLDINGS INC | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| FLIR SYSTEMS INC | 0.05% |
| FOREST CITY REALTY TRUST- A | 0.05% |
| HCP INC 04.2500 11/15/2023 | 0.05% |
| HIGHWOODS PROPERTIES INC | 0.05% |
| HILTON WORLDWIDE FIN P/P 144A 04.8750 04/01/2027 | 0.05% |
| HONEYWELL INTERNATIONAL 05.3750 03/01/2041 | 0.05% |
| HOYA CORP | 0.05% |
| ING GROEP NV-CVA | 0.05% |
| ITOCHU CORP | 0.05% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.05% |
| JPMCC 2005-LDP5 F 05.6994 12/15/2044 | 0.05% |
| KELLOGG CO 03.2500 04/01/2026 | 0.05% |
| MCDONALD'S CORP 05.7000 02/01/2039 | 0.05% |
| MICHAELS COS INC/THE | 0.05% |
| NCHET 2003-4 M1 02.1067 10/25/2033 | 0.05% |
| NSK LTD | 0.05% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.05% |
| NTT DOCOMO INC | 0.05% |
| OMEGA HLTHCARE INVES 04.5000 04/01/2027 | 0.05% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.05% |
| ORACLE CORP 02.5000 10/15/2022 | 0.05% |
| PETROLEOS MEXICANOS USD 06.3750 01/23/2045 | 0.05% |
| RESONA HOLDINGS INC | 0.05% |
| ROYAL MAIL PLC | 0.05% |
| SONIC HEALTHCARE LTD | 0.05% |
| TABCORP HOLDINGS LTD | 0.05% |
| TATE & LYLE PLC | 0.05% |
| TORO CO | 0.05% |
| VANTIV INC - CL A | 0.05% |
| VIACOM INC 04.5000 03/01/2021 | 0.05% |
| YARA INTERNATIONAL ASA | 0.05% |
| ACS ACTIVIDADES | 0.04% |
| ACTAVIS FUNDING SCS USD 04.7500 03/15/2045 | 0.04% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.04% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.04% |
| APPLE HOSPITALITY REIT INC | 0.04% |
| ARC PROP OPER PART L 04.6000 02/06/2024 | 0.04% |
| ASTELLAS PHARMA INC | 0.04% |
| AUST AND NZ BANKING GROUP | 0.04% |
| CABLE ONE INC | 0.04% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% |
| CARGILL INC P/P 144A 04.1000 11/01/2042 | 0.04% |
| CARTERS INC | 0.04% |
| CHIMERA INVESTMENT CORP | 0.04% |
| CHRISTIAN DIOR SE | 0.04% |
| CMLTI 2005-2 1A2A 03.1401 05/25/2035 | 0.04% |
| COMM 2014-UBS6 XA IO 01.0469 12/10/2047 | 0.04% |
| CREDIT AGRICOLE SA | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| E.ON SE | 0.04% |
| ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 | 0.04% |
| ENDESA S.A. | 0.04% |
| EPR PROPERTIES 05.2500 07/15/2023 | 0.04% |
| EQUITY LIFESTYLE PROPERTIES | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| FHR 3065 DC 17.1233 03/15/2035 | 0.04% |
| FIAT CHRYSLER AUTOMOBILES NV | 0.04% |
| FORD MOTOR COMPANY 07.4000 11/01/2046 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.04% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.04% |
| GSMS 2013-GC12 C 04.1790 06/10/2046 | 0.04% |
| HARVEY NORMAN HOLDINGS LTD | 0.04% |
| HCA INC 06.5000 02/15/2020 | 0.04% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% |
| KAO CORP | 0.04% |
| KDDI CORP | 0.04% |
| KERRY GROUP PLC-A | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| LANDSTAR SYSTEM INC | 0.04% |
| LIBERTY PROPERTY TRUST | 0.04% |
| LUBRIZOL CORP 08.8750 02/01/2019 | 0.04% |
| MCDONALD'S CORP 06.3000 10/15/2037 | 0.04% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.04% |
| MITSUBISHI CHEMICAL HOLDINGS | 0.04% |
| MITSUBISHI TANABE PHARMA | 0.04% |
| MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 | 0.04% |
| NATIONWIDE MUTUAL P/P 144A 08.2500 12/01/2031 | 0.04% |
| NEW WORLD DEVELOPMENT | 0.04% |
| NEWS CORP - CLASS A | 0.04% |
| NOBLE HOLDING INTL LTD USD 06.0500 03/01/2041 | 0.04% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.04% |
| PROGRESSIVE CORP 06.7000 06/15/2037 | 0.04% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.04% |
| PRUDENTIAL PLC | 0.04% |
| QANTAS AIRWAYS LTD | 0.04% |
| RIO TINTO PLC | 0.04% |
| ROCKWELL COLLINS INC 04.3500 04/15/2047 | 0.04% |
| SAINSBURY (J) PLC | 0.04% |
| SCIENTIFIC GAMES INT 10.0000 12/01/2022 | 0.04% |
| SERVICEMASTER GLOBAL HOLDING | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| STATE STREET CORP 02.1312 06/15/2037 | 0.04% |
| TCF FINANCIAL CORP | 0.04% |
| TRAVELERS PPTY CASUALTY 07.7500 04/15/2026 | 0.04% |
| UBSBB 2012-C3 C P/P 144A 05.1233 08/10/2049 | 0.04% |
| UNITEDHEALTH GROUP INC 06.0000 02/15/2018 | 0.04% |
| UPM-KYMMENE OYJ | 0.04% |
| VALIDUS HOLDINGS LTD | 0.04% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% |
| WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 | 0.04% |
| WAMU 2005-AR9 A1C3 01.9417 07/25/2045 | 0.04% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.04% |
| WFRBS 2013-C15 C 04.4801 08/15/2046 | 0.04% |
| WILLIAM HILL PLC | 0.04% |
| YANGZIJIANG SHIPBUILDING | 0.04% |
| 21ST CENTURY FOX AMERICA 07.7500 01/20/2024 | 0.03% |
| AIA GROUP LTD | 0.03% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.03% |
| AKZO NOBEL | 0.03% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.03% |
| AMERICAN EXPRESS CO 06.1500 08/28/2017 | 0.03% |
| AMERICAN FINANCIAL GROUP INC | 0.03% |
| ANA HOLDINGS INC | 0.03% |
| ANHEUSER-BUSCH INBEV FIN 01.2500 01/17/2018 | 0.03% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| ARISTOCRAT LEISURE LTD | 0.03% |
| ASAHI KASEI CORP | 0.03% |
| ASTRAZENECA PLC USD 06.4500 09/15/2037 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.03% |
| BNP PARIBAS USD 02.3750 09/14/2017 | 0.03% |
| BRANDYWINE REALTY TRUST | 0.03% |
| BRDCOM CRP / FIN P/P 144A 03.8750 01/15/2027 | 0.03% |
| BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 | 0.03% |
| BURLINGTN NORTH SANTA FE 05.4000 06/01/2041 | 0.03% |
| BURLINGTN NORTH SANTA FE 05.7500 05/01/2040 | 0.03% |
| CABOT CORP | 0.03% |
| CAESARS GROWTH PROP TL L+525 06.2500 05/08/2021 | 0.03% |
| CBS CORP 07.8750 07/30/2030 | 0.03% |
| CGCMT 2013-GC17 C 05.1042 11/10/2046 | 0.03% |
| CHARTER COMM OPT LLC P/P 144A 05.3750 05/01/2047 | 0.03% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.03% |
| COMM 2012-LC4 C 05.6080 12/10/2044 | 0.03% |
| COMM 2014-CR17 XA IO 01.1554 05/10/2047 | 0.03% |
| CONCHO RESOURCES INC 04.3750 01/15/2025 | 0.03% |
| CONSOLIDATED EDISON CO O 04.2000 03/15/2042 | 0.03% |
| COVESTRO AG | 0.03% |
| CRANE CO | 0.03% |
| CROWN CASTLE INTL CORP. 05.2500 01/15/2023 | 0.03% |
| CVS HEALTH CORP 04.7500 12/01/2022 | 0.03% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.03% |
| CWALT 2005-27 1A1 01.5186 08/25/2035 | 0.03% |
| DAI NIPPON PRINTING CO LTD | 0.03% |
| DALATA HOTEL GROUP PLC | 0.03% |
| DIAGEO INVESTMENT CORP 08.0000 09/15/2022 | 0.03% |
| DOLBY LABORATORIES INC-CL A | 0.03% |
| DST SYSTEMS INC | 0.03% |
| ELECTROLUX AB-SER B | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| FIRSTENERGY CORP 04.2500 03/15/2023 | 0.03% |
| FNR 2006-8 HP 20.9672 03/25/2036 | 0.03% |
| FORD MOTOR COMPANY 07.4500 07/16/2031 | 0.03% |
| GAMING AND LEISURE PROPERTIE | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.03% |
| HESS CORP 07.3000 08/15/2031 | 0.03% |
| HISTORIC TW INC 09.1500 02/01/2023 | 0.03% |
| HOLOGIC INC | 0.03% |
| HONEYWELL INTERNATIONAL 04.2500 03/01/2021 | 0.03% |
| HOST HOTELS & RESORTS 05.2500 03/15/2022 | 0.03% |
| HYATT HOTELS CORP - CL A | 0.03% |
| INDUSTRIAL BANK OF KOREA | 0.03% |
| INDUSTRIVARDEN AB-A SHS | 0.03% |
| INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 | 0.03% |
| JOHNSON MATTHEY PLC | 0.03% |
| JPMBB 2013-C14 C 04.5637 08/15/2046 | 0.03% |
| JPMORGAN CHASE & CO 05.3000 12/29/2049 | 0.03% |
| KERRY PROPERTIES LTD | 0.03% |
| KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 | 0.03% |
| LAFARGEHOLCIM LTD-REG | 0.03% |
| LBUBS 2006-C1 AJ 05.2760 02/15/2041 | 0.03% |
| LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 | 0.03% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.03% |
| MARINE HARVEST | 0.03% |
| MARKS AND SPENCER LTD | 0.03% |
| METHANEX CORP USD 05.6500 12/01/2044 | 0.03% |
| MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 | 0.03% |
| MID-AMERICA APT LP 04.3000 10/15/2023 | 0.03% |
| MITSUBISHI UFJ LEASE & FINAN | 0.03% |
| MSBAM 2012-C6 XA IO P/P 144A 01.9734 11/15/2045 | 0.03% |
| MSC 2011-C3 E P/P 144A 05.1557 07/15/2049 | 0.03% |
| NABORS INDUSTRIES LTD | 0.03% |
| NEVADA POWER CO 07.1250 03/15/2019 | 0.03% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.03% |
| NOKIA OYJ | 0.03% |
| ORACLE CORP 05.3750 07/15/2040 | 0.03% |
| ORANGE | 0.03% |
| ORANGE SA USD 04.1250 09/14/2021 | 0.03% |
| ORKLA ASA | 0.03% |
| OUTFRONT MEDIA INC | 0.03% |
| PACIFIC GAS & ELECTRIC 06.0500 03/01/2034 | 0.03% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.03% |
| PARTNERS GROUP HOLDING AG | 0.03% |
| PERSIMMON PLC | 0.03% |
| PEUGEOT SA | 0.03% |
| PREMIER INC-CLASS A | 0.03% |
| PRICELINE GROUP INC/THE 03.6500 03/15/2025 | 0.03% |
| PRIMERICA INC 04.7500 07/15/2022 | 0.03% |
| QUALITY CARE PROPERTIES | 0.03% |
| RAYMOND JAMES FINANCIAL INC | 0.03% |
| RELX NV | 0.03% |
| RENAULT SA | 0.03% |
| ROWAN COMPANIES PLC-A | 0.03% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.03% |
| RTL GROUP | 0.03% |
| RWE AG | 0.03% |
| SABINE PASS LIQUEF P/P 144A 05.0000 03/15/2027 | 0.03% |
| SHIRE PLC | 0.03% |
| SOFTBANK GROUP CORP | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| STATOIL ASA USD 05.1000 08/17/2040 | 0.03% |
| TAISEI CORP | 0.03% |
| TAIWAN SEMICONDUCTOR MANUFAC | 0.03% |
| TAYLOR WIMPEY PLC | 0.03% |
| TENCENT HOLDINGS LTD | 0.03% |
| TEVA PHARMACEUTICALS NE USD 03.1500 10/01/2026 | 0.03% |
| THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 | 0.03% |
| TIME WARNER INC 02.9500 07/15/2026 | 0.03% |
| TWO HARBORS INVESTMENT CORP | 0.03% |
| UNION ELECTRIC CO 06.4000 06/15/2017 | 0.03% |
| UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 | 0.03% |
| VECTREN CORP | 0.03% |
| VERIZON COMM 04.5220 09/15/2048 | 0.03% |
| VESTAS WIND SYSTEMS A/S | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| WAMU 2005-AR13 A1C3 01.4717 10/25/2045 | 0.03% |
| WESCO INTERNATIONAL INC | 0.03% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.03% |
| WFRBS 2011-C4 E P/P 144A 05.2482 06/15/2044 | 0.03% |
| WFRBS 2013-C15 D P/P 144A 04.4801 08/15/2046 | 0.03% |
| WFRBS 2014-C19 C 04.6460 03/15/2047 | 0.03% |
| WH GROUP LTD | 0.03% |
| WM MORRISON SUPERMARKETS | 0.03% |
| WOLTERS KLUWER | 0.03% |
| WYNDHAM WORLDWIDE CORP 05.6250 03/01/2021 | 0.03% |
| XEROX CORP | 0.03% |
| 1011778 BC / NEW RED P/P 144A 06.0000 04/01/2022 | 0.02% |
| ACTAVIS FUNDING SCS USD 03.4500 03/15/2022 | 0.02% |
| ADIDAS AG | 0.02% |
| ADMIRAL GROUP PLC | 0.02% |
| ADS INC P/P 144A 05.6250 11/15/2024 | 0.02% |
| AENA SA | 0.02% |
| AES CORP/VA 05.5000 04/15/2025 | 0.02% |
| AES CORP/VA 07.3750 07/01/2021 | 0.02% |
| AIRBUS SE | 0.02% |
| ALIBABA GROUP HOLDING-SP ADR | 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% |
| ALTRIA GROUP INC 04.0000 01/31/2024 | 0.02% |
| ANADARKO PETROLEUM CORP 06.9500 06/15/2019 | 0.02% |
| APPLE INC 03.8500 05/04/2043 | 0.02% |
| ARCELORMITTAL | 0.02% |
| ARCELORMITTAL USD 10.6000 06/01/2019 | 0.02% |
| ARYZTA AG | 0.02% |
| ASPEN INSURANCE HOLDINGS LTD | 0.02% |
| ASSOCIATED BRITISH FOODS PLC | 0.02% |
| ATLAS COPCO AB-A SHS | 0.02% |
| AVAYA INC P/P 144A 07.0000 04/01/2019 | 0.02% |
| BANDAI NAMCO HOLDINGS INC | 0.02% |
| BARRATT DEVELOPMENTS PLC | 0.02% |
| BEAR STEARNS COS LLC 07.2500 02/01/2018 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| BLUE CUBE SPINCO INC 09.7500 10/15/2023 | 0.02% |
| BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 | 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% |
| BROOKFIELD RESID P/P 144A 06.5000 12/15/2020 | 0.02% |
| BRUKER CORP | 0.02% |
| BT GROUP PLC | 0.02% |
| BUILDERS FIRSTSOURCE P/P 144A 10.7500 08/15/2023 | 0.02% |
| CAESARS GROW PROP HLD/FI 09.3750 05/01/2022 | 0.02% |
| CALATLANTIC GROUP INC. 06.2500 12/15/2021 | 0.02% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.02% |
| CALPINE CORP 05.7500 01/15/2025 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 | 0.02% |
| CAS 2016-C03 2M2 06.8817 10/25/2028 | 0.02% |
| CAS 2016-C05 2M1 02.3317 01/25/2029 | 0.02% |
| CBS CORP 02.9000 01/15/2027 | 0.02% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 | 0.02% |
| CELANESE CORP-SERIES A | 0.02% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% |
| CHENIERE CORP CHRIST P/P 144A 05.8750 03/31/2025 | 0.02% |
| CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 | 0.02% |
| CHS/COMMUNITY HEALTH 06.8750 02/01/2022 | 0.02% |
| CHUBU ELECTRIC POWER CO INC | 0.02% |
| CIT GROUP INC P/P 144A 06.6250 04/01/2018 | 0.02% |
| CLEAR CHNL WORLD 06.5000 11/15/2022 | 0.02% |
| CLINIGEN GROUP PLC | 0.02% |
| COM HEM HOLDING AB | 0.02% |
| COMCAST CORP 03.3750 02/15/2025 | 0.02% |
| COMCAST CORP 06.5000 11/15/2035 | 0.02% |
| COMM 2012-CR2 AM 03.7910 08/15/2045 | 0.02% |
| COMM 2013-CR11 XA IO 01.1477 08/10/2050 | 0.02% |
| COMM 2014-LC17 XA IO 00.9773 10/10/2047 | 0.02% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.02% |
| COMPUGROUP MEDICAL SE | 0.02% |
| CONCHO RESOURCES INC 05.5000 04/01/2023 | 0.02% |
| CORELOGIC INC | 0.02% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.02% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.02% |
| DDR CORP. 07.8750 09/01/2020 | 0.02% |
| DELTA AIR LINES 2009 1A 07.7500 12/17/2019 | 0.02% |
| DGB FINANCIAL GROUP INC | 0.02% |
| DIAGEO CAPITAL PLC USD 01.5000 05/11/2017 | 0.02% |
| DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 | 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% |
| ENCANA CORP | 0.02% |
| ENERGY TRANSFER PARTNERS 04.2000 04/15/2027 | 0.02% |
| ENERGY TRANSFER PARTNERS 05.2000 02/01/2022 | 0.02% |
| ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 | 0.02% |
| EQUITY COMMONWEALTH | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.02% |
| EURONET WORLDWIDE INC | 0.02% |
| EVEREST ACQ LLC/FIN 09.3750 05/01/2020 | 0.02% |
| EXPEDIA INC 05.0000 02/15/2026 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FHR 2990 LB 14.6141 06/15/2034 | 0.02% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.02% |
| FIDELITY NATIONAL INFORM 05.0000 10/15/2025 | 0.02% |
| FNR 2007-53 SP 20.6005 06/25/2037 | 0.02% |
| FORD MOTOR CO | 0.02% |
| FORD MOTOR COMPANY 07.7000 05/15/2097 | 0.02% |
| FORD MOTOR COMPANY 09.9800 02/15/2047 | 0.02% |
| FORTESCUE METALS GROUP LTD | 0.02% |
| FRESENIUS SE & CO KGAA | 0.02% |
| FUKUOKA FINANCIAL GROUP INC | 0.02% |
| GCCFC 2005-GG3 E 05.0870 08/10/2042 | 0.02% |
| GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GNMA GII30 4018 06.5000 08/20/2037 | 0.02% |
| GNMA GII30 4171 06.5000 06/20/2038 | 0.02% |
| GNR 2013-99 AS IO 05.0717 06/20/2043 | 0.02% |
| GNR 2015-H26 DI IO 02.2908 10/20/2065 | 0.02% |
| GNR 2016-H16 EI IO 02.1754 06/20/2066 | 0.02% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.02% |
| GREAT PLAINS ENERGY INC 04.8500 04/01/2047 | 0.02% |
| GSMS 2015-GC30 XA IO 00.8982 05/10/2050 | 0.02% |
| HDFC BANK LIMITED | 0.02% |
| HEALTHCARE REALTY TRUST INC 03.8750 05/01/2025 | 0.02% |
| HEINEKEN NV | 0.02% |
| HENKEL AG & CO KGAA VORZUG | 0.02% |
| HIBERNIA REIT PLC | 0.02% |
| HITACHI CHEMICAL CO LTD | 0.02% |
| HOST HOTELS & RESORTS LP 06.0000 10/01/2021 | 0.02% |
| HSBC HOLDINGS PLC | 0.02% |
| IMPERIAL BRANDS PLC | 0.02% |
| INFINEON TECHNOLOGIES AG | 0.02% |
| INFOR US INC 06.5000 05/15/2022 | 0.02% |
| INTERNATIONAL GAME TECHNOLOG | 0.02% |
| INTERPUBLIC GROUP OF COS INC | 0.02% |
| ITC HOLDINGS CORP P/P 144A 06.0500 01/31/2018 | 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% |
| JAPAN AIRLINES CO LTD | 0.02% |
| JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 | 0.02% |
| JC PENNEY CORP INC 05.6500 06/01/2020 | 0.02% |
| JLL/DELTA DUTCH NEW P/P 144A 07.5000 02/01/2022 | 0.02% |
| JOHNSON CONTROLS INTERNATION | 0.02% |
| JPMBB 2014-C19 C 04.6669 04/15/2047 | 0.02% |
| JTEKT 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% |
| KLX INC P/P 144A 05.8750 12/01/2022 | 0.02% |
| KRATON POLYMERS P/P 144A 10.5000 04/15/2023 | 0.02% |
| KUMAGAI GUMI CO LTD | 0.02% |
| KURARAY CO LTD | 0.02% |
| KYUDENKO CORP | 0.02% |
| LAREDO PETROLEUM INC 07.3750 05/01/2022 | 0.02% |
| LBMLT 2004-1 A2 01.7817 02/25/2034 | 0.02% |
| LIBERTY VENTURES - SER A | 0.02% |
| LLOYDS BANKING GROUP P/P 144A 06.6570 12/29/2049 | 0.02% |
| LSC COMMUNICATIONS INC | 0.02% |
| MAPFRE SA | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| MASONITE INTL C P/P 144A 05.6250 03/15/2023 | 0.02% |
| MASTEC INC 04.8750 03/15/2023 | 0.02% |
| MAZDA MOTOR CORP | 0.02% |
| MEDIPAL HOLDINGS CORP | 0.02% |
| MEDTRONIC INC 03.5000 03/15/2025 | 0.02% |
| MEDTRONIC INC 04.3750 03/15/2035 | 0.02% |
| MFA FINANCIAL INC | 0.02% |
| MICHELIN (CGDE) | 0.02% |
| MICRON TECH INC 05.8750 02/15/2022 | 0.02% |
| MICROSOFT CORP 05.3000 02/08/2041 | 0.02% |
| MID-AMERICA APARTMENT COMM | 0.02% |
| MITSUBISHI GAS CHEMICAL CO | 0.02% |
| MIXI INC | 0.02% |
| MSC 2011-C3 D P/P 144A 05.1557 07/15/2049 | 0.02% |
| MTW FOODSERVICE ESCR 09.5000 02/15/2024 | 0.02% |
| MURATA MANUFACTURING CO LTD | 0.02% |
| NAVISTAR INTERNATIONAL CORP 08.2500 11/01/2021 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| NEW GOLD INC P/P 144A 07.0000 04/15/2020 | 0.02% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.02% |
| NINTENDO CO LTD | 0.02% |
| NIPPON TELEVISION HOLDINGS | 0.02% |
| NISOURCE FINANCE CORP 06.1250 03/01/2022 | 0.02% |
| NORBORD INC P/P 144A 06.2500 04/15/2023 | 0.02% |
| OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 | 0.02% |
| ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 | 0.02% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.02% |
| OTSUKA CORP | 0.02% |
| PETROLEOS MEXICANOS USD 04.5000 01/23/2026 | 0.02% |
| PETROLEOS MEXICANOS USD 05.6250 01/23/2046 | 0.02% |
| PHILIP MORRIS INTERNATIONAL | 0.02% |
| POOL CORP | 0.02% |
| PROVIDENT FDG/PFG P/P 144A 06.7500 06/15/2021 | 0.02% |
| PRUDENTIAL FINANCIAL INC 08.8750 06/15/2038 | 0.02% |
| PUB SVC ELEC & GAS 05.5000 03/01/2040 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| QEP RESOURCES INC | 0.02% |
| RANDSTAD HOLDING NV | 0.02% |
| RANGE RESOURCES CORP P/P 144A 05.7500 06/01/2021 | 0.02% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.02% |
| REALTY INCOME CORP 04.6500 08/01/2023 | 0.02% |
| REED ELSEVIER PLC | 0.02% |
| REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 | 0.02% |
| REVLON CONSUMER PRODS 05.7500 02/15/2021 | 0.02% |
| REYNOLDS GRP ISS/REY P/P 144A 04.5232 07/15/2021 | 0.02% |
| RIO TINTO FIN USA LTD USD 09.0000 05/01/2019 | 0.02% |
| RIO TINTO LTD | 0.02% |
| ROHM CO LTD | 0.02% |
| ROYAL DUTCH SHELL PLC-A SHS | 0.02% |
| RR DONNELLEY & SONS CO | 0.02% |
| S&P GLOBAL INC P/P 144A 02.9500 01/22/2027 | 0.02% |
| SABINE PASS LIQUEFAC P/P 144A 05.8750 06/30/2026 | 0.02% |
| SARTORIUS AG-PFD PCT 0.000 | 0.02% |
| SCIENTIFIC GAMES INT P/P 144A 07.0000 01/01/2022 | 0.02% |
| SCREEN HOLDINGS CO LTD | 0.02% |
| SECURITAS AB-B SHS | 0.02% |
| SEKISUI CHEMICAL CO LTD | 0.02% |
| SENIOR HOUSING PROP TRUST | 0.02% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.02% |
| SFR GROUP SA | 0.02% |
| SHIN-ETSU CHEMICAL CO LTD | 0.02% |
| SHRIRAM TRANSPORT FINANCE | 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% |
| SK HYNIX INC | 0.02% |
| SKY PLC | 0.02% |
| SMS CO LTD | 0.02% |
| SONY CORP | 0.02% |
| SPRINGLEAF FINANCE CORP 08.2500 12/15/2020 | 0.02% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.02% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.02% |
| SUBARU CORP | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN | 0.02% |
| SUN HUNG KAI PROPERTIES | 0.02% |
| SUPERIOR ENERGY SERVICES INC | 0.02% |
| TENET HEALTHCARE 06.2500 11/01/2018 | 0.02% |
| THALES SA | 0.02% |
| TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 | 0.02% |
| TMS INTL CORP P/P 144A 07.6250 10/15/2021 | 0.02% |
| TOHOKU ELECTRIC POWER CO INC | 0.02% |
| UNILEVER NV-CVA | 0.02% |
| VEOLIA ENVIRONNEMENT | 0.02% |
| VOESTALPINE AG | 0.02% |
| WALT DISNEY COMPANY/THE 02.7500 08/16/2021 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.02% |
| WEST CORP P/P 144A 05.3750 07/15/2022 | 0.02% |
| WESTLAKE CHEM CORP P/P 144A 03.6000 08/15/2026 | 0.02% |
| WFCM 2013-LC12 C 04.2961 07/15/2046 | 0.02% |
| WFRBS 2011-C2 D P/P 144A 05.6030 02/15/2044 | 0.02% |
| WFRBS 2011-C3 D P/P 144A 05.6409 03/15/2044 | 0.02% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6775 12/15/2045 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 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% |
| WILLIAMS PARTNERS LP 04.3000 03/04/2024 | 0.02% |
| WILMAR INTERNATIONAL LTD | 0.02% |
| WOLSELEY PLC | 0.02% |
| WOORI BANK | 0.02% |
| WP CAREY INC | 0.02% |
| WP CAREY INC 04.6000 04/01/2024 | 0.02% |
| WPX ENERGY INC 06.0000 01/15/2022 | 0.02% |
| YUE YUEN INDUS | 0.02% |
| A SCHULMAN INC 06.8750 06/01/2023 | 0.01% |
| AAC TECHNOLOGIES HOLDINGS IN | 0.01% |
| ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 | 0.01% |
| ACTELION LTD-REG | 0.01% |
| ADECCO GROUP AG-REG | 0.01% |
| AERCAP HOLDINGS NV | 0.01% |
| AGRIUM INC USD 05.2500 01/15/2045 | 0.01% |
| AIN HOLDINGS INC | 0.01% |
| AIXTRON AG | 0.01% |
| ALBEMARLE CORP | 0.01% |
| ALFRESA HOLDINGS CORP | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 09.3750 06/01/2019 | 0.01% |
| ALLERGAN PLC | 0.01% |
| ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 | 0.01% |
| ALLIANT HLDG INT LLC P/P 144A 08.2500 08/01/2023 | 0.01% |
| ALLY FINANCIAL INC 06.2500 12/01/2017 | 0.01% |
| ALLY FINANCIAL INC 08.0000 03/15/2020 | 0.01% |
| ALLY FINANCIAL INC 08.0000 12/31/2018 | 0.01% |
| ALPHABET INC-CL C | 0.01% |
| AMAG PHARMA INC P/P 144A 07.8750 09/01/2023 | 0.01% |
| AMAZON.COM INC | 0.01% |
| AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 | 0.01% |
| AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 | 0.01% |
| AMERICAN AXLE & MFG INC 07.7500 11/15/2019 | 0.01% |
| AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 | 0.01% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.0000 03/15/2022 | 0.01% |
| AMUNDI SA | 0.01% |
| ANADARKO PETROLEUM CORP 06.4500 09/15/2036 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| ARCELORMITTAL USD 06.1250 06/01/2025 | 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% |
| AUD/USD 04/19/2017 BANKAM | 0.01% |
| AUD/USD 04/19/2017 CITI | 0.01% |
| AUD/USD 04/19/2017 JPMCB | 0.01% |
| AUD/USD 04/19/2017 RBSF | 0.01% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.01% |
| AVAYA TLB7 L+525 06.2500 05/29/2020 | 0.01% |
| B2W CIA DIGITAL | 0.01% |
| BANCO MACRO SA-ADR | 0.01% |
| BANK OF IRELAND | 0.01% |
| BASSO INDUSTRY CORP | 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 05.2500 07/15/2024 | 0.01% |
| BELDEN INC P/P 144A 05.5000 09/01/2022 | 0.01% |
| BERRY PLASTICS CORP 05.1250 07/15/2023 | 0.01% |
| BERRY PLASTICS CORP 05.5000 05/15/2022 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BOARDWALK PIPELINES LP 04.4500 07/15/2027 | 0.01% |
| BOARDWALK PIPELINES LP 05.9500 06/01/2026 | 0.01% |
| BOYD GAMING CORPORATION 06.8750 05/15/2023 | 0.01% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.01% |
| BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CABLEVISION SYS CORP 08.0000 04/15/2020 | 0.01% |
| CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 | 0.01% |
| CALIFORNIA RESOURCES 05.0000 01/15/2020 | 0.01% |
| CAN FIN HOMES LTD | 0.01% |
| CAS 2015-C04 1M2 06.6817 04/25/2028 | 0.01% |
| CAS 2015-C04 2M2 06.5317 04/25/2028 | 0.01% |
| CBRE SERVICES INC 05.0000 03/15/2023 | 0.01% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.01% |
| CBS OUT AMER CAP LLC 05.8750 03/15/2025 | 0.01% |
| CCC SA | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CEC ENT INC 08.0000 02/15/2022 | 0.01% |
| CEDAR FAIR LP/CA 05.2500 03/15/2021 | 0.01% |
| CENOVUS ENERGY INC | 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% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.01% |
| CHEMOURS CO 06.6250 05/15/2023 | 0.01% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.01% |
| CHENIERE ENERGY INC | 0.01% |
| CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 | 0.01% |
| CHINA BIOLOGIC PRODUCTS INC | 0.01% |
| CHINA WATER AFFAIRS GROUP | 0.01% |
| CHUBB LTD | 0.01% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.01% |
| CIT GROUP INC P/P 144A 05.5000 02/15/2019 | 0.01% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.01% |
| CIT GROUP INC. 05.2500 03/15/2018 | 0.01% |
| CITIGROUP INC 05.8750 12/29/2049 | 0.01% |
| CITIGROUP INC 05.9500 12/29/2049 | 0.01% |
| CLEAR CHANNEL COMMUN 09.0000 12/15/2019 | 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% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.01% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.01% |
| COMM 2014-CR16 XA IO 01.2012 04/10/2047 | 0.01% |
| COMM 2014-CR18 XA IO 01.2465 07/15/2047 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| COMPAGNIE DE SAINT-GOBAIN | 0.01% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.01% |
| CONCHO RESOURCES INC 05.5000 10/01/2022 | 0.01% |
| CONCORD NEW ENERGY GROUP LTD | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CONTINENTAL RESOURCES 03.8000 06/01/2024 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.01% |
| COX AND KINGS LTD | 0.01% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.01% |
| CREDICORP LTD | 0.01% |
| CREDIT ACCEPTANC 06.1250 02/15/2021 | 0.01% |
| CRH PLC | 0.01% |
| CRITEO SA-SPON ADR | 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% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DAIKIN INDUSTRIES LTD | 0.01% |
| DAIWA SECURITIES GROUP INC | 0.01% |
| DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 | 0.01% |
| DANSKE BANK A/S | 0.01% |
| DCP MIDSTREAM OPERATING 02.7000 04/01/2019 | 0.01% |
| DCP MIDSTREAM OPERATING 03.8750 03/15/2023 | 0.01% |
| DEAN FOODS CO P/P 144A 06.5000 03/15/2023 | 0.01% |
| DELIVERY HERO HOLDIN P/P | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| DENBURY RESOURCES INC 06.3750 08/15/2021 | 0.01% |
| DEUTSCHE LUFTHANSA-REG | 0.01% |
| DEVON FINANCING CORP LLC 07.8750 09/30/2031 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DIAMONDBACK ENER P/P 144A 05.3750 05/31/2025 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| DNB NOR ASA | 0.01% |
| DUBAI ISLAMIC BANK | 0.01% |
| DYNEGY INC 07.3750 11/01/2022 | 0.01% |
| DYNEGY INC. 06.7500 11/01/2019 | 0.01% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.01% |
| EMERA US FINANCE LP 03.5500 06/15/2026 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 08.1250 09/15/2023 | 0.01% |
| ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 | 0.01% |
| ENERGY TRANSFER EQUITY 07.5000 10/15/2020 | 0.01% |
| ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 | 0.01% |
| ENERGY TRANSFER PARTNERS 06.1250 12/15/2045 | 0.01% |
| EOG RESOURCES INC | 0.01% |
| EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 | 0.01% |
| EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| EQT MIDSTREAM PARTNERS L 04.0000 08/01/2024 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| EURAZEO | 0.01% |
| EUTELSAT COMMUNICATIONS | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 0.01% |
| FHR 3249 PS 19.2647 12/15/2036 | 0.01% |
| FHR 3408 EK 22.1224 04/15/2037 | 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% |
| FLIGHT CENTRE TRAVEL GROUP L | 0.01% |
| FNR 2005-75 GS 17.3050 08/25/2035 | 0.01% |
| FOXTONS GROUP PLC | 0.01% |
| FREEPORT-MCMORAN INC P/P 144A 06.8750 02/15/2023 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| FRONTIER COMM 11.0000 09/15/2025 | 0.01% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.01% |
| GAS NATURAL SDG SA | 0.01% |
| GATES GLOBAL LLC L+325 04.2500 07/06/2021 | 0.01% |
| GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 | 0.01% |
| GECMC 2007-C1 XC IO P/P 144A 00.3277 12/10/2049 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GENON ENERGY INC 09.8750 10/15/2020 | 0.01% |
| GETTY IMAGES TLB L+350 04.7500 10/18/2019 | 0.01% |
| GLENCORE PLC | 0.01% |
| GLP CAP LP / FIN II 04.8750 11/01/2020 | 0.01% |
| GMAC CAPITAL TRUST I PCT 06.8240 | 0.01% |
| GNMA GII30 3987 06.5000 05/20/2037 | 0.01% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 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% |
| GREENCORE GROUP PLC | 0.01% |
| HAKUHODO DY HOLDINGS INC | 0.01% |
| HALYARD HEALTH INC 06.2500 10/15/2022 | 0.01% |
| HANA FINANCIAL GROUP | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HANGZHOU HIKVISION DIGITAL-A 144A REGS WARRANT 12/18/2017 | 0.01% |
| HCA INC 03.7500 03/15/2019 | 0.01% |
| HCA INC 05.0000 03/15/2024 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HIGH RIDGE BRANDS CO P/P 144A 08.8750 03/15/2025 | 0.01% |
| HINO MOTORS LTD | 0.01% |
| HITACHI METALS LTD | 0.01% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.01% |
| HOMESERVE PLC | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 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% |
| 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 06.0000 08/01/2020 | 0.01% |
| ICAHN ENTER/FIN P/P 144A 06.7500 02/01/2024 | 0.01% |
| ICAHN ENTERPRISES/FI 05.8750 02/01/2022 | 0.01% |
| ICAHN ENTERPRISES/FI P/P 144A 06.2500 02/01/2022 | 0.01% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.01% |
| IIDA GROUP HOLDINGS CO LTD | 0.01% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.01% |
| INR/USD 05/17/2017 GSFX | 0.01% |
| INSURANCE AUSTRALIA GROUP LTD | 0.01% |
| INTELSAT JACKSON HLDG USD 07.5000 04/01/2021 | 0.01% |
| INTELSAT LUXEMB USD 07.7500 06/01/2021 | 0.01% |
| INTELSAT LUXEMB USD 08.1250 06/01/2023 | 0.01% |
| INTERXION HOLDING NV | 0.01% |
| INTL CONSOLIDATED AIRLINE-DI | 0.01% |
| INTL LEASE FINANCE CORP 05.8750 08/15/2022 | 0.01% |
| IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 | 0.01% |
| JABIL CIRCUIT INC 08.2500 03/15/2018 | 0.01% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.01% |
| JARDINE CYCLE & CARRIAGE LTD | 0.01% |
| JAZZ PHARMACEUTICALS PLC | 0.01% |
| JC PENNEY CORP INC 08.1250 10/01/2019 | 0.01% |
| JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.01% |
| JOYOUNG CO LTD -A 144A/REGS WARRANT 11/20/2017 | 0.01% |
| JPMBB 2014-C26 C 04.4259 01/15/2048 | 0.01% |
| JPMCC 2006-LDP7 B 05.9390 04/17/2045 | 0.01% |
| JPMCC 2006-LDP8 B 05.5200 05/15/2045 | 0.01% |
| JPMCC 2007-LDPX X IO 00.3976 01/15/2049 | 0.01% |
| KAJIMA CORP | 0.01% |
| KENNEDY-WILSON HOLDINGS INC | 0.01% |
| KERR-MCGEE CORP 07.8750 09/15/2031 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| KKR & CO LP | 0.01% |
| KOMATSU LTD | 0.01% |
| KRAFT HEINZ FOODS CO 06.8750 01/26/2039 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.01% |
| L3 TECHNOLOGIES INC 03.8500 12/15/2026 | 0.01% |
| LAGARDERE SCA | 0.01% |
| LAMAR MEDIA CORP 05.3750 01/15/2024 | 0.01% |
| LAMAR MEDIA CORP 05.8750 02/01/2022 | 0.01% |
| LANDRY'S INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| LANXESS AG | 0.01% |
| LEAR CORP 05.3750 03/15/2024 | 0.01% |
| LENOVO GROUP LTD | 0.01% |
| LIONS GATE ENT P/P 144A 05.8750 11/01/2024 | 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% |
| MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 06.5000 11/15/2020 | 0.01% |
| MERCER INTL INC USD 07.7500 12/01/2022 | 0.01% |
| MGM RESORTS INTL 06.6250 12/15/2021 | 0.01% |
| MGM RESORTS INTL 08.6250 02/01/2019 | 0.01% |
| MITSUBISHI CORP | 0.01% |
| MITSUBISHI MATERIALS CORP | 0.01% |
| MITSUI FUDOSAN CO LTD | 0.01% |
| MLMI 2005-A2 A2 02.9782 02/25/2035 | 0.01% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.01% |
| MOOG INC P/P 144A 05.2500 12/01/2022 | 0.01% |
| MPLX LP 04.1250 03/01/2027 | 0.01% |
| MSBAM 2013-C12 XA IO 00.9155 10/15/2046 | 0.01% |
| MSBAM 2014-C17 XA IO 01.2499 08/15/2047 | 0.01% |
| MSC 2007-HQ11 AJ 05.5080 02/12/2044 | 0.01% |
| MUENCHENER RUECKVER AG-REG | 0.01% |
| MURPHY OIL CORP 06.8750 08/15/2024 | 0.01% |
| NABORS INDUSTRIES INC 04.6250 09/15/2021 | 0.01% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.01% |
| NATIXIS | 0.01% |
| NEIMAN MARCUS TL L+325 04.2500 10/25/2020 | 0.01% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.01% |
| NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 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% |
| NIPRO CORP | 0.01% |
| NISSAN MOTOR CO LTD | 0.01% |
| NOMAD FOODS LTD | 0.01% |
| NOMURA REAL ESTATE HOLDINGS | 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 07.2500 05/15/2026 | 0.01% |
| NRG ENERGY INC 07.8750 05/15/2021 | 0.01% |
| NRG ENERGY INC P/P 144A 06.6250 01/15/2027 | 0.01% |
| NUCOR CORP | 0.01% |
| O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 | 0.01% |
| O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 | 0.01% |
| OASIS PETROLEUM INC 06.8750 01/15/2023 | 0.01% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.01% |
| ONEMAIN FIN HLDG INC P/P 144A 06.7500 12/15/2019 | 0.01% |
| ONEMAIN FIN HLDG INC P/P 144A 07.2500 12/15/2021 | 0.01% |
| ORACLE CORP 02.6500 07/15/2026 | 0.01% |
| ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 | 0.01% |
| OSHKOSH CORP 05.3750 03/01/2022 | 0.01% |
| PANASONIC CORP | 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 05.3750 12/01/2024 | 0.01% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| PERMANENT TSB GROUP HOLDINGS | 0.01% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.01% |
| PILGRIM'S PRIDE CORP P/P 144A 05.7500 03/15/2025 | 0.01% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 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% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| QUIMICA Y MINERA CHIL-SP ADR | 0.01% |
| RECRUIT HOLDINGS CO LTD | 0.01% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.01% |
| REGENCY ENERGY PART/FINA 05.8750 03/01/2022 | 0.01% |
| RELO GROUP INC | 0.01% |
| REVLON CONS TLB L+350 04.3144 09/07/2023 | 0.01% |
| REVLON CONSUMER PROD 06.2500 08/01/2024 | 0.01% |
| REYNOLDS GRP ISS/REY P/P 144A 07.0000 07/15/2024 | 0.01% |
| RIB SOFTWARE AG | 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 11/15/2023 | 0.01% |
| ROYAL DUTCH SHELL PLC-A SHS | 0.01% |
| RPC GROUP PLC | 0.01% |
| SAAB AB-B | 0.01% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.01% |
| SANDRIDGE ENERGY INC | 0.01% |
| SBERBANK PJSC -SPONSORED ADR | 0.01% |
| SCOR SE | 0.01% |
| SEALED AIR CORP P/P 144A 05.2500 04/01/2023 | 0.01% |
| SEALED AIR CORP P/P 144A 06.5000 12/01/2020 | 0.01% |
| SEALED AIR CORP P/P 144A 06.8750 07/15/2033 | 0.01% |
| SELECT INCOME REIT 02.8500 02/01/2018 | 0.01% |
| SELECT INCOME REIT 03.6000 02/01/2020 | 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 & I HOLDINGS CO LTD | 0.01% |
| SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 | 0.01% |
| SEVEN GENS ENER P/P 144A 08.2500 05/15/2020 | 0.01% |
| SHIONOGI & CO LTD | 0.01% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.01% |
| SHISEIDO CO LTD | 0.01% |
| SIKA AG-BR | 0.01% |
| SIMON PROPERTY GROUP LP 03.3750 03/15/2022 | 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% |
| SKANDINAVISKA ENSKILDA BAN-A | 0.01% |
| SM ENERGY CO 05.0000 01/15/2024 | 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% |
| SODICK CO LTD | 0.01% |
| SOPRA STERIA GROUP | 0.01% |
| SOUTHERN STAR CENT P/P 144A 05.1250 07/15/2022 | 0.01% |
| SPARK NEW ZEALAND LTD | 0.01% |
| SPECTRUM BRANDS INC 05.7500 07/15/2025 | 0.01% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.01% |
| SPRINT COMM P/P 144A 09.0000 11/15/2018 | 0.01% |
| SPRINT COMMUNICATIONS INC. 08.3750 08/15/2017 | 0.01% |
| SPRINT CORP 07.2500 09/15/2021 | 0.01% |
| SSE PLC | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| STEEL DYNAMICS INC 06.3750 08/15/2022 | 0.01% |
| STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 | 0.01% |
| SUGAR HSP GAMING P/P 144A 06.3750 06/01/2021 | 0.01% |
| SUMITOMO HEAVY INDUSTRIES | 0.01% |
| SUNCOR ENERGY INC | 0.01% |
| SUZUKI MOTOR CORP | 0.01% |
| SWEDBANK AB - A SHARES | 0.01% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% |
| T-MOBILE USA INC 06.1250 01/15/2022 | 0.01% |
| T-MOBILE USA INC 06.2500 04/01/2021 | 0.01% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.01% |
| T-MOBILE USA INC 06.6250 04/01/2023 | 0.01% |
| TARGA RES PRTNRS P/P 144A 05.3750 02/01/2027 | 0.01% |
| TARO PHARMACEUTICAL INDUS | 0.01% |
| TAYLOR MORRISON COMM P/P 144A 05.2500 04/15/2021 | 0.01% |
| TELECOM ITALIA-RSP | 0.01% |
| TENET HEALTHCARE 06.0000 10/01/2020 | 0.01% |
| TENET HEALTHCARE COR 04.6312 06/15/2020 | 0.01% |
| TENNECO INC 05.3750 12/15/2024 | 0.01% |
| TEXAS GAS TRANSMISN P/P 144A 04.5000 02/01/2021 | 0.01% |
| THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 | 0.01% |
| TOKYO ELECTRIC POWER CO INC | 0.01% |
| TOKYO GAS CO LTD | 0.01% |
| TOPPAN PRINTING CO LTD | 0.01% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 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% |
| TRONOX FINANCE LLC 06.3750 08/15/2020 | 0.01% |
| TUI AG-DI | 0.01% |
| UAL 2007 PASS TRUST 06.6360 07/02/2022 | 0.01% |
| UBI SOFT ENTERTA | 0.01% |
| UBS GROUP AG-REG | 0.01% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7484 12/10/2045 | 0.01% |
| UNITED INTERNET AG-REG SHARE | 0.01% |
| UNIVAR USA INC P/P 144A 06.7500 07/15/2023 | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| USD/MXN PUT 19.00 20170421 GSFX | 0.01% |
| USG CORP P/P 144A 05.5000 03/01/2025 | 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% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VINCI SA | 0.01% |
| VODAFONE GROUP PLC | 0.01% |
| VULCAN MATERIALS COMPANY 04.5000 04/01/2025 | 0.01% |
| WACHOVIA CORP 05.7500 06/15/2017 | 0.01% |
| WAL-MART STORES INC 05.0000 10/25/2040 | 0.01% |
| WALT DISNEY COMPANY/THE 04.3750 08/16/2041 | 0.01% |
| WBCMT 2005-C21 D 05.2945 10/15/2044 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFCM 2013-LC12 AS 04.2961 07/15/2046 | 0.01% |
| WFRBS 2011-C5 XA IO P/P 144A 01.7667 11/15/2044 | 0.01% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0868 11/15/2045 | 0.01% |
| WFRBS 2013-C12 XA IO P/P 144A 01.3763 03/15/2048 | 0.01% |
| WHITING PETROLEUM CORP 05.0000 03/15/2019 | 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% |
| WPX ENERGY INC 07.5000 08/01/2020 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| WULIANGYE YIBIN 144A/ REGS WARRANT 04/17/2017 | 0.01% |
| WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 | 0.01% |
| X 5 RETAIL GROUP NV-REGS GDR | 0.01% |
| YAMAHA MOTOR CO LTD | 0.01% |
| ZEBRA TECH CORP 07.2500 10/15/2022 | 0.01% |
| ZEE ENTERTAINMENT ENTERPRISE | 0.01% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.01% |
| 1.75 R ISWP FWD USL3M P 06/21/2019 | 0.00% |
| 1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 | 0.00% |
| 2.20 R ISWP FWD USL3M P 06/21/2022 | 0.00% |
| 2.50 R ISWP FWD USL3M P 06/21/2027 | 0.00% |
| 2.70 R ISWP FWD USL3M P 06/21/2047 | 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% |
| ALTRIA GROUP INC 09.2500 08/06/2019 | 0.00% |
| AMC ENT HOLDIN P/P 144A 05.8750 11/15/2026 | 0.00% |
| ANADARKO PETROLEUM CORP 05.5500 03/15/2026 | 0.00% |
| ANTERO RESOURCES COR 05.6250 06/01/2023 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| AUD/USD 04/19/2017 BCAP-FX | 0.00% |
| AUD/USD 04/19/2017 CSI-FX | 0.00% |
| AUD/USD 04/19/2017 HSBCB | 0.00% |
| AUD/USD 04/19/2017 SSBT | 0.00% |
| AUD/USD 04/19/2017 UBS | 0.00% |
| AUD/USD 04/19/2017 WPAC | 0.00% |
| AUSTRALIAN DOLLAR ACCOUNT | 0.00% |
| AVICHINA INDUSTRY & TECH-H | 0.00% |
| B2W CIA DIGITAL-RTS | 0.00% |
| BACM 2004-4 XC IO P/P 144A 00.0177 07/10/2042 | 0.00% |
| BACM 2004-5 XC IO P/P 144A 00.4232 11/10/2041 | 0.00% |
| BACM 2007-1 XW IO 00.3006 01/15/2049 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.3387 02/10/2051 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BERKELEY GROUP HOLDINGS/THE | 0.00% |
| BERRY PLASTICS ESCRO 06.0000 10/15/2022 | 0.00% |
| BON-TON DEPT STORES 08.0000 06/15/2021 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BRAZILIAN REAL CALL ACCOUNT | 0.00% |
| BRL/USD 07/03/2017 BANKAM | 0.00% |
| BRL/USD 07/03/2017 CITI | 0.00% |
| BSCMS 04-PR3I X1 IO 00.2010 02/11/2041 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5557 12/11/2038 | 0.00% |
| BUNGE LIMITED FINANCE CORP. 08.5000 06/15/2019 | 0.00% |
| CAD/USD 04/19/2017 GSFX | 0.00% |
| CAD/USD 04/19/2017 JPMCB | 0.00% |
| CAD/USD 04/19/2017 RBSF | 0.00% |
| CALATLANTIC GROUP INC 05.8750 11/15/2024 | 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% |
| CANADIAN DOLLAR ACCOUNT | 0.00% |
| CAS 2014-C03 2M1 02.1817 07/25/2024 | 0.00% |
| CBRE SERVICES INC 05.2500 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 CO P/P 144A 05.1250 05/01/2023 | 0.00% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% |
| CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 00.9106 12/11/2049 | 0.00% |
| CENOVUS ENERGY INC | 0.00% |
| CENOVUS ENERGY INC USD 04.4500 09/15/2042 | 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 00.4306 10/15/2049 | 0.00% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.00% |
| CHF/USD 06/21/2017 JPMCB | 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% |
| CLP/USD 07/19/2017 BANKAM | 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 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.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 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.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 CS | 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.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.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-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| COMM 2006-C8 XS IO P/P 144A 00.6591 12/10/2046 | 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% |
| CPG INTL TLB L+375 04.7500 09/30/2020 | 0.00% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.00% |
| CREDIT SUISSE GROUP AG-REG | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0863 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DFC FINANCE CORP P/P 144A 10.5000 06/15/2020 | 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% |
| DIXONS CARPHONE PLC | 0.00% |
| DKK/USD 06/21/2017 CITI | 0.00% |
| DYNEGY INC 07.6250 11/01/2024 | 0.00% |
| EAGLE II ACQ CO P/P 144A 06.0000 04/01/2025 | 0.00% |
| EASYJET PLC | 0.00% |
| ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 | 0.00% |
| ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% |
| EUR/JPY CALL 127.50 20170612 BANKAM | 0.00% |
| EUR/JPY PUT 115.30 20170612 BANKAM | 0.00% |
| EUR/USD 06/21/2017 BANKAM | 0.00% |
| EUR/USD 06/21/2017 BCAP-FX | 0.00% |
| EUR/USD 06/21/2017 CITI | 0.00% |
| EUR/USD 06/21/2017 CSI-FX | 0.00% |
| EUR/USD 06/21/2017 GSFX | 0.00% |
| EUR/USD 06/21/2017 HSBCB | 0.00% |
| EUR/USD 06/21/2017 JPMCB | 0.00% |
| EUR/USD 06/21/2017 RBSF | 0.00% |
| EUR/USD 06/21/2017 SSBT | 0.00% |
| EUR/USD 06/21/2017 UBS | 0.00% |
| EUR/USD 06/21/2017 WPAC | 0.00% |
| EURONEXT NV P/P 144A | 0.00% |
| EVOLUTION ESCROW P/P 144A 07.5000 03/15/2022 | 0.00% |
| FLETCHER BUILDING LTD | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FREEPORT-MCMORAN INC P/P 144A 06.7500 02/01/2022 | 0.00% |
| FRONTIER COMM 08.8750 09/15/2020 | 0.00% |
| FRONTIER COMMUNICATIONS 07.6250 04/15/2024 | 0.00% |
| FUJITSU LTD | 0.00% |
| GBP/USD 06/21/2017 BANKAM | 0.00% |
| GBP/USD 06/21/2017 BCAP-FX | 0.00% |
| GBP/USD 06/21/2017 CITI | 0.00% |
| GBP/USD 06/21/2017 RBSF | 0.00% |
| GBP/USD 06/21/2017 SSBT | 0.00% |
| GECMC 2005-C3 XC IO P/P 144A 00.0723 07/10/2045 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMACC 1997-C1 X IO 01.1967 07/15/2029 | 0.00% |
| GMACC 2005-C1 X1 IO P/P 144A 00.4402 05/10/2043 | 0.00% |
| GNMA GII30 4401 06.5000 03/20/2039 | 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% |
| GSMS 2006-GG8 X IO P/P 144A 00.9251 11/10/2039 | 0.00% |
| HALCON RESOURCES CORP | 0.00% |
| HALCON RESOURCES CORP - WARRA | 0.00% |
| HAMILTON LANE INC-CLASS A | 0.00% |
| HCA INC. 07.5000 02/15/2022 | 0.00% |
| HILAND PART LP/CORP P/P 144A 05.5000 05/15/2022 | 0.00% |
| HKD/USD 05/17/2017 BANKAM | 0.00% |
| HKD/USD 05/17/2017 CSI-FX | 0.00% |
| HKD/USD 05/17/2017 HSBCB | 0.00% |
| HKD/USD 05/17/2017 JPMCB | 0.00% |
| HONG KONG DOLLAR CALL ACCOUNT | 0.00% |
| HOSPITALITY PROPERTIES T 04.5000 03/15/2025 | 0.00% |
| HUB HLDG LLC/HUB HOL P/P 144A 08.1250 07/15/2019 | 0.00% |
| HUNTSMAN INTL L 05.1250 11/15/2022 | 0.00% |
| IDR/USD 05/17/2017 CITI | 0.00% |
| IDR/USD 05/17/2017 JPMCB | 0.00% |
| INFOR US INC P/P 144A 05.7500 08/15/2020 | 0.00% |
| INR/USD 05/17/2017 BANKAM | 0.00% |
| INTL LEASE FINANCE CORP 06.2500 05/15/2019 | 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 CS | 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% |
| IRON MOUNTAIN INC P/P 144A 06.0000 10/01/2020 | 0.00% |
| ISLE OF CAPRI CASINO 05.8750 03/15/2021 | 0.00% |
| ISTAR INC 06.0000 04/01/2022 | 0.00% |
| JACOBS ENT INC P/P 144A 07.8750 02/01/2024 | 0.00% |
| JAPANESE YEN CALL ACCOUNT | 0.00% |
| JBS USA LLC/JBS USA P/P 144A 08.2500 02/01/2020 | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3891 09/12/2037 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.4229 05/15/2045 | 0.00% |
| JPY/USD 05/17/2017 BANKAM | 0.00% |
| JPY/USD 05/17/2017 BCAP-FX | 0.00% |
| JPY/USD 05/17/2017 CITI | 0.00% |
| JPY/USD 05/17/2017 GSFX | 0.00% |
| JPY/USD 05/17/2017 JPMCB | 0.00% |
| JPY/USD 05/17/2017 RBSF | 0.00% |
| JPY/USD 05/17/2017 SSBT | 0.00% |
| JPY/USD 05/17/2017 UBS | 0.00% |
| KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 | 0.00% |
| KOREAN WON CALL ACCOUNT | 0.00% |
| KOSPI2 20170413 P 247.50CSI | 0.00% |
| KOSPI2 20170413 P 252.50CSI | 0.00% |
| KRW/USD 05/17/2017 GSFX | 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 1998-C4 H P/P 144A 05.6000 10/15/2035 | 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-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.3415 11/15/2040 | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.4332 09/15/2039 | 0.00% |
| LENNAR CORP 04.7500 11/15/2022 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| LLOYDS BANKING GROUP PLC | 0.00% |
| MAGNA INTERNATIONAL INC | 0.00% |
| MATAHARI DEPARTMENT STORE TB | 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.FN30.650.67 P USL1M R 01/12/38 BC | 0.00% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 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 05.9105 05/15/2044 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 02.9842 07/15/2045 | 0.00% |
| MGM RESORTS INTL 05.2500 03/31/2020 | 0.00% |
| MGP ESCROW ISSUER/CO 05.6250 05/01/2024 | 0.00% |
| MILAGRO OIL & GAS | 0.00% |
| MINI MSCI EAFE JUN17 MFSM7 | 0.00% |
| MLMT 2004-KEY2 XC IO P/P 144A 00.3564 08/12/2039 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0052 06/12/2043 | 0.00% |
| MXN/USD 07/19/2017 BANKAM | 0.00% |
| NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 | 0.00% |
| NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 | 0.00% |
| NEUBERGER BERMAN P/P 144A 05.8750 03/15/2022 | 0.00% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.00% |
| NOK/USD 06/21/2017 CITI | 0.00% |
| NOK/USD 06/21/2017 CSI-FX | 0.00% |
| NOK/USD 06/21/2017 JPMCB | 0.00% |
| NZD/USD 04/19/2017 BANKAM | 0.00% |
| NZD/USD 04/19/2017 BCAP-FX | 0.00% |
| NZD/USD 04/19/2017 CITI | 0.00% |
| NZD/USD 04/19/2017 CSI-FX | 0.00% |
| NZD/USD 04/19/2017 GSFX | 0.00% |
| NZD/USD 04/19/2017 JPMCB | 0.00% |
| NZD/USD 04/19/2017 SSBT | 0.00% |
| NZD/USD 04/19/2017 UBS | 0.00% |
| NZD/USD 04/19/2017 WPAC | 0.00% |
| OLIN CORP 05.1250 09/15/2027 | 0.00% |
| PARSLEY ENERGY LLC/F P/P 144A 05.2500 08/15/2025 | 0.00% |
| PARSLEY ENERGY P/P 144A 05.3750 01/15/2025 | 0.00% |
| PCCW LTD | 0.00% |
| PLATFORM SPECIALTY P P/P 144A 10.3750 05/01/2021 | 0.00% |
| POUND STERLING CALL ACCOUNT | 0.00% |
| PQ CORP P/P 144A 06.7500 11/15/2022 | 0.00% |
| PRESTIGE BRANDS INC P/P 144A 05.3750 12/15/2021 | 0.00% |
| QORVO INC | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RITCHIE BROS AUC P/P 144A 05.3750 01/15/2025 | 0.00% |
| ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 | 0.00% |
| RUSSELL 2000 MINI JUN17 RTAM7 | 0.00% |
| S&P MID 400 EMINI JUN17 FAM7 | 0.00% |
| S&P500 EMINI FUT JUN17 ESM7 | 0.00% |
| SCIENTIFIC GAMES INTERNA 06.2500 09/01/2020 | 0.00% |
| SEALED AIR CORP P/P 144A 04.8750 12/01/2022 | 0.00% |
| SEALED AIR CORP P/P 144A 05.1250 12/01/2024 | 0.00% |
| SEALED AIR CORP P/P 144A 05.5000 09/15/2025 | 0.00% |
| SEK/USD 06/21/2017 BANKAM | 0.00% |
| SEK/USD 06/21/2017 BCAP-FX | 0.00% |
| SEK/USD 06/21/2017 CITI | 0.00% |
| SEK/USD 06/21/2017 CSI-FX | 0.00% |
| SEK/USD 06/21/2017 GSFX | 0.00% |
| SEK/USD 06/21/2017 JPMCB | 0.00% |
| SEK/USD 06/21/2017 RBSF | 0.00% |
| SEK/USD 06/21/2017 SSBT | 0.00% |
| SEK/USD 06/21/2017 UBS | 0.00% |
| SGD/USD 05/17/2017 BANKAM | 0.00% |
| SGD/USD 05/17/2017 JPMCB | 0.00% |
| SGD/USD 05/17/2017 SSBT | 0.00% |
| SM ENERGY CO 06.5000 01/01/2023 | 0.00% |
| SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 | 0.00% |
| SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 | 0.00% |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 0.00% |
| STEEL DYNAMICS INC P/P 144A 05.0000 12/15/2026 | 0.00% |
| SUMITOMO WAREHOUSE CO LTD | 0.00% |
| SWISS FRANC CALL ACCOUNT | 0.00% |
| T-MOBILE USA INC 04.0000 04/15/2022 | 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. 06.6330 04/28/2021 | 0.00% |
| TARGA RES PRTNRS P/P 144A 05.1250 02/01/2025 | 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% |
| TEMPUR SEALY INTL 05.5000 06/15/2026 | 0.00% |
| TENET HEALTHCARE 04.7500 06/01/2020 | 0.00% |
| TENNECO INC 05.0000 07/15/2026 | 0.00% |
| TERVITA CORP CLASS A | 0.00% |
| TESORO LOGISTICS LP/CORP 05.2500 01/15/2025 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
| THE EURO EUR CALL ACCOUNT | 0.00% |
| THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 | 0.00% |
| TMX FIN/TITLEMAX P/P 144A 08.5000 09/15/2018 | 0.00% |
| TOPIX INDX FUTR JUN17 TPM7 | 0.00% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| TRANSDIGM INC P/P 144A 06.5000 05/15/2025 | 0.00% |
| TRIANGLE USA PETRO P/P 144A 06.7500 07/15/2022 | 0.00% |
| TRW AUTOMOTIVE INC P/P 144A 04.5000 03/01/2021 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| UNILEVER PLC | 0.00% |
| US 10YR NOTE (CBT)JUN17 TYM7 | 0.00% |
| US 2YR NOTE (CBT) JUN17 TUM7 | 0.00% |
| US 5YR NOTE (CBT) JUN17 FVM7 | 0.00% |
| US CONCRETE INC P/P 144A 06.3750 06/01/2024 | 0.00% |
| US LONG BOND(CBT) JUN17 USM7 | 0.00% |
| US ULTRA BOND CBT JUN17 WNM7 | 0.00% |
| USD/MXN PUT 18.25 20170421 GSFX | 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% |
| VALERO ENERGY PARTNERS 04.3750 12/15/2026 | 0.00% |
| VIVA ENERGY REIT | 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 00.0561 06/15/2045 | 0.00% |
| WBCMT 2007-C34 IO IO 00.4004 05/15/2046 | 0.00% |
| WEATHERFORD BERMUDA 08.2500 06/15/2023 | 0.00% |
| WEATHERFORD BERMUDA P/P 144A 09.8750 02/15/2024 | 0.00% |
| WHITEWAVE FOODS CO 05.3750 10/01/2022 | 0.00% |
| WHITING PETROLEUM CORP 05.7500 03/15/2021 | 0.00% |
| WILLIAMS COS INC 07.7500 06/15/2031 | 0.00% |
| WILLIAMS COS INC 07.8750 09/01/2021 | 0.00% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.00% |
| ZAR/USD 04/19/2017 CITI | 0.00% |
| ZAR/USD 07/19/2017 CITI | 0.00% |
| ZAR/USD 07/19/2017 GSFX | 0.00% |
| ZFS FIN USA TRUST V P/P 144A 06.5000 05/09/2037 | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| FLR USL3M 6.00 03/07/2018 JP | -0.01% |
| KRW/USD 05/17/2017 JPMCB | -0.01% |
| RU10INTR P USL3M R 11/27/17 CI | -0.01% |
| CDX CDX.NA.HY.27 500.0 12/20/2021 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.02% |
| CGPUTQL2 R USL3M P 12/01/17 CI | -0.08% |
| FNMA FN30 TBA 03.0000 05/01/2047 | -1.35% |
Prior top 10 holdings
| Top 10 holdings as of 05/31/17 | |
|---|---|
| 1: Gnma Gii30 Ma4321 03.5000 03/20/2047 | 2.11% |
| 2: Apple | 1.89% |
| 3: Alphabet | 1.86% |
| 4: Microsoft | 1.74% |
| 5: Fnma Fn30 Ma2864 03.5000 01/01/2047 | 1.72% |
| 6: Fhlmc Fh30g G08677 04.0000 11/01/2045 | 1.28% |
| 7: Johnson & Johnson | 1.22% |
| 8: Fnma Fn15 Al9468 03.0000 12/01/2031 | 1.20% |
| 9: JPMorgan Chase | 1.16% |
| 10: Citigroup | 0.98% |
| Holdings represent 15.16% of portfolio | |
| Top 10 holdings as of 04/30/17 | |
|---|---|
| 1: Gnma Gii30 Ma4321 03.5000 03/20/2047 | 2.11% |
| 2: Apple | 1.78% |
| 3: Alphabet | 1.75% |
| 4: Fnma Fn30 Ma2864 03.5000 01/01/2047 | 1.72% |
| 5: Microsoft | 1.71% |
| 6: Gnma Gii30 Tba 03.5000 05/01/2047 | 1.41% |
| 7: Fhlmc Fh30g G08677 04.0000 11/01/2045 | 1.30% |
| 8: JPMorgan Chase | 1.23% |
| 9: Fnma Fn15 Al9468 03.0000 12/01/2031 | 1.21% |
| 10: Johnson & Johnson | 1.18% |
| Holdings represent 15.40% of portfolio | |
| Top 10 holdings as of 03/31/17 | |
|---|---|
| 1: Gnma Gii30 Ma3803 03.5000 07/20/2046 | 1.97% |
| 2: Apple | 1.79% |
| 3: Fnma Fn30 Ma2864 03.5000 01/01/2047 | 1.73% |
| 4: Microsoft | 1.65% |
| 5: Alphabet | 1.61% |
| 6: Fnma Fn30 Tba 06.0000 04/01/2047 | 1.54% |
| 7: Fhlmc Fh30g G08677 04.0000 11/01/2045 | 1.32% |
| 8: JPMorgan Chase | 1.25% |
| 9: Fnma Fn15 Al9468 03.0000 12/01/2031 | 1.22% |
| 10: Johnson & Johnson | 1.19% |
| Holdings represent 15.27% of portfolio | |
| Top 10 holdings as of 02/28/17 | |
|---|---|
| 1: Gnma Gii30 Ma3803 03.5000 07/20/2046 | 2.00% |
| 2: Fnma Fn30 Ma2864 03.5000 01/01/2047 | 1.74% |
| 3: Fnma Fn30 Tba 06.0000 03/01/2047 | 1.54% |
| 4: Alphabet | 1.38% |
| 5: Fhlmc Fh30g G08677 04.0000 11/01/2045 | 1.35% |
| 6: Microsoft | 1.34% |
| 7: JPMorgan Chase | 1.32% |
| 8: Fnma Fn15 Al9468 03.0000 12/01/2031 | 1.23% |
| 9: Apple | 1.07% |
| 10: Johnson & Johnson | 1.01% |
| Holdings represent 13.98% of portfolio | |
Portfolio Composition as of 05/31/17
| U.S. large-cap equity | 35.88% |
|
|---|---|---|
| U.S. Investment-grade bonds | 30.59% |
|
| U.S. small- and mid-cap equity | 14.24% |
|
| International equity | 10.68% |
|
| U.S. High-yield bonds | 5.96% |
|
| U.S. money markets | 2.65% |
|
Portfolio allocations will vary over time. The unclassified sector (where applicable) includes exchange traded funds and other securities not able to be classified by sector.
International investing involves certain risks, such as currency fluctuations, economic instability, and political developments. Additional risks may be associated with emerging-market securities, including illiquidity and volatility. The fund invests some or all of its assets in small and/or midsize companies. Such investments increase the risk of greater price fluctuations. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. The use of derivatives involves additional risks, such as the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in bonds are subject to certain risks including interest-rate risk, credit risk, and inflation risk. As interest rates rise, the prices of bonds fall. Long-term bonds are more exposed to interest-rate risk than short-term bonds. Unlike bonds, bond funds have ongoing fees and expenses. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.
Sales Charges/Fees
| Breakpoint | Sales Charge | Dealer Allowance | CDSC Liab |
|---|---|---|---|
| $0 - $0 | 0.00% | 0.00% | N |
International investing involves certain risks, such as currency fluctuations, economic instability, and political developments. Additional risks may be associated with emerging-market securities, including illiquidity and volatility. The fund invests some or all of its assets in small and/or midsize companies. Such investments increase the risk of greater price fluctuations. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. The use of derivatives involves additional risks, such as the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in bonds are subject to certain risks including interest-rate risk, credit risk, and inflation risk. As interest rates rise, the prices of bonds fall. Long-term bonds are more exposed to interest-rate risk than short-term bonds. Unlike bonds, bond funds have ongoing fees and expenses. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.
‡ Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.