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Diversified Income Trust (PDINX)
Offering a diversified portfolio of income opportunities since 1988
About this
fund with
D. William
Kohli
fund with
D. William
Kohli
-
The opportunity
Designed for all-weather income
(Portfolio composition as of 12/31/13)
Today, a 1% rise in rates could lead to a 9% decline in 10-year Treasury bonds.
Putnam Diversified Income Trust pursues fixed-income opportunities not reliant on declining rates to drive returns.
The team takes a 360-degree view of the fixed-income markets
Successful investing in today’s markets requires a broad-based approach, the flexibility to exploit a range of sectors and investment opportunities, and a keen understanding of the complex global interrelationships that drive the markets.
That's why Putnam has more than 70 fixed-income professionals focusing on key areas such as global rates, securitized bonds, credit, emerging markets, and currency. Together, our team offers comprehensive coverage of every aspect of the fixed-income world, based not only on sector, but also on the broad sources of risk — and opportunities — most likely to drive returns.
Summary
Fund price |
Yesterday's close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$7.98
0.25% ( $0.02 ) |
$8.05
(04/02/14) |
$7.73
(06/25/13) |
Management team
- D. William Kohli (Investing since 1986)
- Michael J. Atkin (Investing since 1988)
- Kevin F. Murphy (Investing since 1988)
- Michael V. Salm (Investing since 1989)
- Paul D. Scanlon, CFA® (Investing since 1986)
Strategy and process
- Broad diversification: The fund seeks multiple sources of return outside the constraints of its benchmark, investing across traditional and alternative bond markets.
- Flexible risk allocations: The fund takes a unique approach to asset allocation, dynamically establishing diversified risk exposures rather than sector exposures.
- Active duration management: As the fund`s duration is independent of any index, the fund employs strategies that seek to reduce interest-rate risk.
Fund manager commentary
Many contributors to performance in multi-asset strategy
Bill Kohli, Co-Head of Fixed Income, identifies multiple strategies that contributed to recent performance.
The opportunity
Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. To obtain the most recent month-end performance, visit putnam.com.
Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Absolute Return 500 Fund and 700 Fund, and 4.00% and 3.25% for income funds (1.00% and 0.75% for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, R, T, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A, M, and T shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Performance
Total return (%) as of 03/31/14
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 6.61% | 5.02% | 15.47% | 5.19% |
| After sales charge | 2.34% | 3.60% | 14.54% | 4.76% |
| Barclays U.S. Aggregate Bond Index | -0.10% | 3.75% | 4.80% | 4.46% |
| Cumulative performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 6.61% | 15.83% | 105.32% | 65.83% |
| After sales charge | 2.34% | 11.20% | 97.10% | 59.20% |
Annual performance as of 03/31/14
| 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Before sales charge | 9.13% | 3.26% | 6.80% | 3.43% | -36.14% | 57.97% | 13.20% | -3.61% | 12.72% | 7.85% |
| Barclays U.S. Aggregate Bond Index | 4.34% | 2.43% | 4.33% | 6.97% | 5.24% | 5.93% | 6.54% | 7.84% | 4.22% | -2.02% |
Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. To obtain the most recent month-end performance, visit putnam.com.
Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Absolute Return 500 Fund and 700 Fund, and 4.00% and 3.25% for income funds (1.00% and 0.75% for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, R, T, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A, M, and T shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
For each fund with at least a three-year history, Morningstar calculates a Morningstar Rating based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a fund's monthly performance (including the effects of sales charges, loads, and redemption fees), placing more emphasis on downward variations and rewarding consistent performance. The top 10% of funds in each category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. (Each share class is counted as a fraction of one fund within this scale and rated separately, which may cause slight variations in the distribution percentages.) The Overall Morningstar Rating for a fund is derived from a weighted average of the performance figures associated with its 3-, 5-, and 10-year (if applicable) Morningstar Rating metrics. Data is historical. Past performance is no guarantee of future results.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
Top 10 holdings as of 03/31/14
| Fnma Fn30 Tba 04.5000 05/01/2044 | 2.32% |
|
|---|---|---|
| Fnma Fn30 Tba 04.0000 05/01/2044 | 2.00% |
|
| Gnr 2010-9 Ui Io 05.0000 01/20/2040 | 0.85% |
|
| Republic Of Argentina Usd 07.0000 10/03/2015 | 0.71% |
|
| Argentine Republic Usd 08.2800 12/31/2033 | 0.67% |
|
| Vtb Bank (Vtb Cap P/P 144a 06.9500 10/17/2022 | 0.65% |
|
| Fhs 326 S2 Io 05.7920 03/15/2044 | 0.62% |
|
| Irish Tsy 5.5 2017 05.5000 10/18/2017 | 0.60% |
|
| Gnr 2010-9 Qi Io 04.5000 01/20/2040 | 0.56% |
|
| Cwalt 2005-38 A3 00.5043 09/25/2035 | 0.53% |
|
| Top 10 holdings, percent of portfolio | 9.51% |
|
Full portfolio holdings as of 12/31/13
| FNMA FN30 TBA 04.0000 01/01/2044 | 4.52 % |
|---|---|
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.84 % |
| CHF/USD 03/19/2014 DEUTB-L | 0.73 % |
| REPUBLIC OF ARGENTINA USD 07.0000 10/03/2015 | 0.70 % |
| IRISH TSY 5.5 2017 05.5000 10/18/2017 | 0.66 % |
| FNMA FN30 TBA 03.0000 01/01/2044 | 0.65 % |
| FHS 311 S1 IO 05.7834 08/15/2043 | 0.61 % |
| WAMU 2005-AR13 A1C3 00.6546 10/25/2045 | 0.59 % |
| FHR 4240 SA IO 05.8334 08/15/2043 | 0.58 % |
| GNR 2010-9 XD IO 06.4334 01/16/2040 | 0.58 % |
| PETROLEOS DE VENEZUELA S USD 04.9000 10/28/2014 | 0.58 % |
| FNS 418 C15 IO 03.5000 08/25/2043 | 0.57 % |
| CHF/USD 03/19/2014 CSI-FX | 0.56 % |
| ARGENTINE REPUBLIC USD 08.2800 12/31/2033 | 0.55 % |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.55 % |
| DBUBS 2011-LC3A D P/P 144A 05.4175 08/10/2044 | 0.53 % |
| FHLMC FH30G U90067 04.0000 08/01/2042 | 0.51 % |
| CAD/USD 01/16/2014 BCAP-FX | 0.48 % |
| FNMA FN30 TBA 05.5000 01/01/2044 | 0.48 % |
| RALI 2006-QO7 1A1 00.9433 09/25/2046 | 0.48 % |
| VTB BANK (VTB CAP SA P/P 144A 06.2500 06/30/2035 | 0.48 % |
| VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 | 0.47 % |
| WBCMT 2005-C21 D 05.2389 10/15/2044 | 0.47 % |
| JPY/USD 02/19/2014 BCAP-FX | 0.46 % |
| CHF/USD 03/19/2014 JPMCB | 0.41 % |
| JPMCC 2006-LDP6 AJ 05.5650 04/15/2043 | 0.41 % |
| WBCMT 2006-C26 AJ 05.9974 06/15/2045 | 0.41 % |
| WFRBS 2013-C17 D P/P 144A 05.1271 12/15/2046 | 0.41 % |
| GNR 2010-20 SC IO 05.9832 02/20/2040 | 0.40 % |
| SASC 2007-4 1A3 IO 06.0071 03/28/2045 | 0.40 % |
| CAD/USD 01/16/2014 UBS | 0.38 % |
| CHF/USD 03/19/2014 UBS | 0.38 % |
| EUR/USD 03/19/2014 BCAP-FX | 0.38 % |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.38 % |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.37 % |
| KRW/USD 02/19/2014 SSBT | 0.37 % |
| PETROLEOS DE VEN P/P 144A 08.5000 11/02/2017 | 0.37 % |
| GNR 2011-56 MI IO 06.2832 04/20/2041 | 0.35 % |
| CHF/USD 03/19/2014 CITI | 0.34 % |
| GSMS 2011-GC3 D P/P 144A 05.5433 03/10/2044 | 0.34 % |
| SGD/USD 02/19/2014 JPMCB | 0.34 % |
| WAMU 2006-AR3 A1B 01.1433 02/25/2046 | 0.34 % |
| CAD/USD 01/16/2014 GSFX | 0.33 % |
| FHLMC FH30G U99054 04.0000 06/01/2043 | 0.33 % |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.33 % |
| COMM 2013-LC13 D P/P 144A 05.0497 08/10/2046 | 0.32 % |
| FNMA FN30 TBA 03.5000 01/01/2044 | 0.32 % |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.32 % |
| WFRBS 2013-C15 D P/P 144A 04.4859 08/15/2046 | 0.32 % |
| AHM 2007-1 GA1A 00.3246 05/25/2047 | 0.31 % |
| GCCFC 2005-GG3 D 04.9860 08/10/2042 | 0.31 % |
| GNR 2010-20 SE IO 06.0832 02/20/2040 | 0.31 % |
| HELLENIC REPUBLIC REGS 02.0000 02/24/2025 | 0.31 % |
| PETROLEOS DE VENEZUELA REGS 05.2500 04/12/2017 | 0.31 % |
| EUR/USD 03/19/2014 CSI-FX | 0.30 % |
| REPUBLIC OF ARGENTINA USD 07.0000 04/17/2017 | 0.30 % |
| WBCMT 2005-C20 B 05.2408 07/15/2042 | 0.30 % |
| EUR/USD 03/19/2014 DEUTB-L | 0.29 % |
| FNS 418 C24 IO 04.0000 08/25/2043 | 0.29 % |
| KRW/USD 02/19/2014 JPMCB | 0.29 % |
| WAMU 2005-AR19 A1C3 00.6646 12/25/2045 | 0.29 % |
| WBCMT 2006-C24 AJ 05.6580 03/15/2045 | 0.29 % |
| CGCMT 2005-C3 B 05.0290 05/15/2043 | 0.28 % |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.28 % |
| LBUBS 2007-C1 AJ 05.4840 02/15/2040 | 0.28 % |
| MSC 2004-HQ3 K P/P 144A 05.7595 01/13/2041 | 0.28 % |
| PETROLEOS DE VENEZUELA S USD 05.0000 10/28/2015 | 0.27 % |
| WAMU 2006-AR1 2A1B 01.2133 01/25/2046 | 0.27 % |
| EUR/USD 03/19/2014 CITI | 0.26 % |
| EUR/USD 03/19/2014 SSBT | 0.26 % |
| FHR 4141 IM IO 03.5000 12/15/2042 | 0.26 % |
| JPY/USD 02/19/2014 DEUTB-L | 0.26 % |
| MXN/USD 01/16/2014 UBS | 0.26 % |
| SEK/USD 03/19/2014 UBS | 0.26 % |
| 1.237 R ISWP FWD USL3M P 12/05/2016 | 0.25 % |
| CAD/USD 01/16/2014 RBSF | 0.25 % |
| CHF/USD 03/19/2014 BCAP-FX | 0.25 % |
| FHS 314 AS IO 05.7234 09/15/2043 | 0.25 % |
| FNR 2013-102 SH IO 05.7354 10/25/2043 | 0.25 % |
| GBP/USD 03/19/2014 CSI-FX | 0.25 % |
| GBP/USD 03/19/2014 JPMCB | 0.25 % |
| JPMCC 2007-CB20 AJ 06.0714 02/12/2051 | 0.25 % |
| JPY/USD 02/19/2014 RBSF | 0.25 % |
| AUD/USD 01/16/2014 JPMCB | 0.24 % |
| CAD/USD 01/16/2014 DEUTB-L | 0.24 % |
| CAD/USD 01/16/2014 HSBCB | 0.24 % |
| CAD/USD 01/16/2014 JPMCB | 0.24 % |
| CAD/USD 01/16/2014 SSBT | 0.24 % |
| CAD/USD 01/16/2014 WPAC | 0.24 % |
| CHF/USD 03/19/2014 SSBT | 0.24 % |
| COMM 2007-C9 AJFL P/P 144A 00.8595 12/10/2049 | 0.24 % |
| EUR/USD 03/19/2014 JPMCB | 0.24 % |
| FHR 4245 AS IO 05.8334 08/15/2043 | 0.24 % |
| GBP/USD 03/19/2014 SSBT | 0.24 % |
| GNR 13-184 SP IO 05.9807 12/20/2043 | 0.24 % |
| HELLENIC REPUBLIC REGS 02.0000 02/24/2024 | 0.24 % |
| JPMBB 2013-C12 D 04.0874 07/15/2045 | 0.24 % |
| JPMCC 2005-LDP2 E 04.9810 07/15/2042 | 0.24 % |
| JPY/USD 02/19/2014 CITI | 0.24 % |
| JPY/USD 02/19/2014 GSFX | 0.24 % |
| SEK/USD 03/19/2014 CSI-FX | 0.24 % |
| AUD/USD 01/16/2014 BCAP-FX | 0.23 % |
| BACM 2006-4 AJ 05.6950 07/10/2046 | 0.23 % |
| CAD/USD 01/16/2014 CITI | 0.23 % |
| CWALT 2005-56 4A1 00.4746 11/25/2035 | 0.23 % |
| WBCMT 2006-C25 AJ 05.7243 05/15/2043 | 0.23 % |
| CAD/USD 01/16/2014 CSI-FX | 0.22 % |
| CWL 2005-11 AF3 04.7780 02/25/2036 | 0.22 % |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.22 % |
| FIRST DATA CORP P/P 144A 08.2500 01/15/2021 | 0.22 % |
| FNR 13-128 CS IO 05.7354 12/25/2043 | 0.22 % |
| FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.22 % |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.22 % |
| JPMCC 2013-C13 D P/P 144A 04.0556 01/15/2046 | 0.22 % |
| WAMU 2005-AR11 A1B3 00.5646 08/25/2045 | 0.22 % |
| AUD/USD 01/16/2014 SSBT | 0.21 % |
| BCAP 2009-RR7 1A7 IO 01.6851 12/26/2046 | 0.21 % |
| CWALT 2007-16CB 4A7 06.0000 08/25/2037 | 0.21 % |
| FHS 308 S1 IO 05.7834 07/15/2043 | 0.21 % |
| GNR 2010-31 SA IO 05.5832 03/20/2040 | 0.21 % |
| JPMCC 2006-LDP7 AJ 05.8631 04/15/2045 | 0.21 % |
| JPMCC 2013-LC11 D 04.2427 04/15/2046 | 0.21 % |
| JPY/USD 02/19/2014 CSI-FX | 0.21 % |
| BCAP 2010-RR12 6A1 05.9949 07/27/2037 | 0.20 % |
| CGCMT 2006-C4 B 05.7778 03/15/2049 | 0.20 % |
| CHF/USD 03/19/2014 BANKAM | 0.20 % |
| CROATIA P/P 144A 06.0000 01/26/2024 | 0.20 % |
| CWALT 2005-59 1A1 00.4968 11/20/2035 | 0.20 % |
| MLCFC 2006-4 AJ 05.2390 12/12/2049 | 0.20 % |
| MSC 2006-HQ10 AJ 05.3890 11/12/2041 | 0.20 % |
| PLN/USD 03/19/2014 DEUTB-L | 0.20 % |
| WFRBS 2013-C14 D P/P 144A 04.0023 06/15/2046 | 0.20 % |
| BCAP 2009-RR7 2A7 IO 01.5081 03/26/2047 | 0.19 % |
| CAESARS ENT OPER TLB6 L+525 05.4883 01/28/2018 | 0.19 % |
| GECMC 2005-C4 AJ 05.3105 11/10/2045 | 0.19 % |
| GRAN 2003-2 2C1 EUR 02.7740 07/20/2043 | 0.19 % |
| HELLENIC REPUBLIC REGS 02.0000 02/24/2030 | 0.19 % |
| LBUBS 2006-C3 AJ 05.7200 03/15/2039 | 0.19 % |
| MXN/USD 01/16/2014 CSI-FX | 0.19 % |
| OPMAC 2005-4 1A2 00.5546 11/25/2035 | 0.19 % |
| WAMU 2005-AR8 2AC2 00.6246 07/25/2045 | 0.19 % |
| WFCM 2013-LC12 D P/P 144A 04.3043 07/15/2046 | 0.19 % |
| CLEAR CHANNEL TLD L+675 06.9190 01/31/2019 | 0.18 % |
| CWALT 2007-4CB 1A6 05.7500 04/25/2037 | 0.18 % |
| EUR/USD 03/19/2014 GSFX | 0.18 % |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.18 % |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.18 % |
| GNR 2013-91 SP IO 06.1332 01/20/2042 | 0.18 % |
| INTELSAT LUXEMB P/P 144A 07.7500 06/01/2021 | 0.18 % |
| NAFTOGAZ UKRAINE USD 09.5000 09/30/2014 | 0.18 % |
| SGD/USD 02/19/2014 BANKAM | 0.18 % |
| AHMA 2006-5 A1 01.0640 11/25/2046 | 0.17 % |
| EUR/USD 03/19/2014 UBS | 0.17 % |
| EUR/USD 03/19/2014 WPAC | 0.17 % |
| FHS 315 S1 IO 05.7534 09/15/2043 | 0.17 % |
| FNR 2012-132 SB IO 06.0354 12/25/2042 | 0.17 % |
| FNR 2013-92 SA IO 05.7854 09/25/2043 | 0.17 % |
| GBP/USD 03/19/2014 CITI | 0.17 % |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.17 % |
| GNR 2013-149 MS IO 05.9332 12/20/2039 | 0.17 % |
| GNR 2013-87 AS IO 06.0332 06/20/2043 | 0.17 % |
| HELLENIC REPUBLIC REGS 02.0000 02/24/2023 | 0.17 % |
| JPMCC 2007-CB20 C P/P 144A 06.1714 02/12/2051 | 0.17 % |
| LBUBS 2006-C6 E 05.5410 09/15/2039 | 0.17 % |
| MLCFC 2006-4 AJFX P/P 144A 05.1470 12/12/2049 | 0.17 % |
| MSC 2004-RR F7 P/P 144A 06.0000 04/28/2039 | 0.17 % |
| SGD/USD 02/19/2014 UBS | 0.17 % |
| WFRBS 2013-C12 D P/P 144A 04.3572 03/15/2048 | 0.17 % |
| AGUILA 3 SA REGS 07.8750 01/31/2018 | 0.16 % |
| ALLY FINANCIAL INC. 07.5000 09/15/2020 | 0.16 % |
| BCAP 2012-RR10 9A2 02.6650 10/26/2035 | 0.16 % |
| CD 2007-CD5 E P/P 144A 06.1750 11/15/2044 | 0.16 % |
| CSFB 2002-CP5 H P/P 144A 06.3260 12/15/2035 | 0.16 % |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.16 % |
| HELLENIC REPUBLIC REGS 02.0000 02/24/2038 | 0.16 % |
| JPMCC 2006-LDP7 B 05.8631 04/15/2045 | 0.16 % |
| KRW/USD 02/19/2014 CSI-FX | 0.16 % |
| LBCMT 1999-C1 G P/P 144A 06.4100 06/15/2031 | 0.16 % |
| MSBAM 2013-C11 D P/P 144A 04.4192 08/15/2046 | 0.16 % |
| PLN/USD 03/19/2014 SSBT | 0.16 % |
| SGD/USD 02/19/2014 CSI-FX | 0.16 % |
| SGD/USD 02/19/2014 SSBT | 0.16 % |
| WAMU 2005-AR15 A1B2 00.5746 11/25/2045 | 0.16 % |
| COMM 2012-LC4 D P/P 144A 05.6478 12/10/2044 | 0.15 % |
| ENERGY FUTURE/EFIH FINAN 10.0000 12/01/2020 | 0.15 % |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.15 % |
| FNR 2013-9 JS IO 05.9854 02/25/2043 | 0.15 % |
| GNR 2011-70 SH IO 05.7234 04/16/2041 | 0.15 % |
| GNR 2011-70 SM IO 05.7234 05/16/2041 | 0.15 % |
| HCA INC 06.5000 02/15/2020 | 0.15 % |
| JPY/USD 02/19/2014 UBS | 0.15 % |
| WAMU 2006-AR4 1A1B 01.0833 05/25/2046 | 0.15 % |
| ADS WASTE HOLDINGS INC 08.2500 10/01/2020 | 0.14 % |
| BACM 2005-6 B 05.1841 09/10/2047 | 0.14 % |
| BRL/USD 04/02/2014 BCAP-FX | 0.14 % |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.14 % |
| CGCMT 2006-C5 AJ 05.4820 10/15/2049 | 0.14 % |
| COMM 2013-LC6 D P/P 144A 04.2901 01/10/2046 | 0.14 % |
| CONSOL ENERGY INC 08.0000 04/01/2017 | 0.14 % |
| CWALT 2005-81 A1 00.4446 02/25/2037 | 0.14 % |
| ENERGY FUTURE P/P 144A 10.0000 12/01/2020 | 0.14 % |
| FED REPUBLIC OF BRAZIL USD 04.8750 01/22/2021 | 0.14 % |
| FHR 4141 IQ IO 03.5000 12/15/2042 | 0.14 % |
| FIRST DATA CORP 12.6250 01/15/2021 | 0.14 % |
| FNR 2013-101 CS IO 05.7354 10/25/2043 | 0.14 % |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.14 % |
| FNS 406 2 IO 04.0000 02/25/2041 | 0.14 % |
| FNS 409 81 IO 04.5000 11/25/2040 | 0.14 % |
| GNR 2013-113 SL IO 06.0632 02/20/2042 | 0.14 % |
| GSMS 2005-GG4 AJ 04.7820 07/10/2039 | 0.14 % |
| INR/USD 02/19/2014 CSI-FX | 0.14 % |
| JPY/USD 02/19/2014 SSBT | 0.14 % |
| JPY/USD 02/19/2014 WPAC | 0.14 % |
| MANA 2007-OAR2 A1 00.3446 04/25/2037 | 0.14 % |
| MSC 2006-HQ8 D 05.4971 03/12/2044 | 0.14 % |
| MXN/USD 01/16/2014 RBSF | 0.14 % |
| UBSBB 2013-C6 D P/P 144A 04.3542 04/10/2046 | 0.14 % |
| WAMU 2005-AR13 A1B2 00.5946 10/25/2045 | 0.14 % |
| WBCMT 2004-C10 J P/P 144A 05.0070 02/15/2041 | 0.14 % |
| WIDEOPENWEST FIN 10.2500 07/15/2019 | 0.14 % |
| BACM 2005-1 B 05.2895 11/10/2042 | 0.13 % |
| BCAP 2009-RR6 1A2 02.4300 10/26/2035 | 0.13 % |
| CMLTI 2011-12 2A2 00.5346 08/25/2035 | 0.13 % |
| GNR 13-184 SK IO 05.8807 12/20/2043 | 0.13 % |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.13 % |
| GNR 2011-17 S IO 05.8832 02/20/2041 | 0.13 % |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.13 % |
| GNR 2013-122 DS IO 05.9832 08/20/2043 | 0.13 % |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.13 % |
| HELLENIC REPUBLIC REGS 02.0000 02/24/2028 | 0.13 % |
| JPMCC 2005-LDP3 D 05.1921 08/15/2042 | 0.13 % |
| JPMCC 2011-C3 E P/P 144A 05.5408 02/15/2046 | 0.13 % |
| MHL 2005-3 A2 00.5146 08/25/2035 | 0.13 % |
| MXN/USD 01/16/2014 JPMCB | 0.13 % |
| MXN/USD 01/16/2014 SSBT | 0.13 % |
| NRG ENERGY INC 07.8750 05/15/2021 | 0.13 % |
| PETROBAKKEN ENER P/P 144A 08.6250 02/01/2020 | 0.13 % |
| REPUBLIC OF TURKEY USD 05.6250 03/30/2021 | 0.13 % |
| WBCMT 2004-C10 H P/P 144A 05.4286 02/15/2041 | 0.13 % |
| ASHTEAD CAPITAL INC P/P 144A 06.5000 07/15/2022 | 0.12 % |
| AUD/USD 01/16/2014 WPAC | 0.12 % |
| BRL/USD 04/02/2014 CITI | 0.12 % |
| CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 | 0.12 % |
| CMLTI 2011-2 3A2 08.3294 09/25/2037 | 0.12 % |
| COMM 2013-CR6 D P/P 144A 04.1761 03/10/2046 | 0.12 % |
| COMM 2013-CR8 D 03.9712 06/10/2046 | 0.12 % |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.12 % |
| GABONESE REPUBLIC P/P 144A 06.3750 12/12/2024 | 0.12 % |
| GBP/USD 03/19/2014 BCAP-FX | 0.12 % |
| GECMC 2006-C1 AJ 05.2800 03/10/2044 | 0.12 % |
| GNR 2010-35 CS IO 06.3032 03/20/2040 | 0.12 % |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.12 % |
| GNR 2012-77 MS IO 05.9332 06/20/2042 | 0.12 % |
| GNR 2013-16 IB IO 05.0000 10/20/2040 | 0.12 % |
| GNR 2013-87 SA IO 06.0332 06/20/2043 | 0.12 % |
| HELLENIC REPUBLIC REGS 02.0000 02/24/2026 | 0.12 % |
| HELLENIC REPUBLIC REGS 02.0000 02/24/2035 | 0.12 % |
| INDX 2006-AR15 A1 00.2846 07/25/2036 | 0.12 % |
| JPMCC 2012-LC9 E P/P 144A 04.4268 12/15/2047 | 0.12 % |
| KINGDOM OF SPAIN 05.5000 07/30/2017 | 0.12 % |
| MTR GAMING GROUP INC 11.5000 08/01/2019 | 0.12 % |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.12 % |
| SPRINT CORP P/P 144A 07.2500 09/15/2021 | 0.12 % |
| TRY/USD 03/19/2014 BCAP-FX | 0.12 % |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.12 % |
| WHITING PETROLEUM CORP 05.7500 03/15/2021 | 0.12 % |
| 2.14 P ISWP FWD USL3M R 11/20/2018 | 0.11 % |
| ACCESS MIDSTREAM PARTNER 04.8750 05/15/2023 | 0.11 % |
| AUD/USD 01/16/2014 UBS | 0.11 % |
| BAFC 2006-2 2A13 06.0000 03/25/2036 | 0.11 % |
| CHS/COMMUNITY HEALTH SYS 05.1250 08/15/2018 | 0.11 % |
| CSMC 2008-4R 3A4 02.7019 01/26/2038 | 0.11 % |
| EL PASO LLC 07.0000 06/15/2017 | 0.11 % |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.11 % |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.11 % |
| FNMA FN30 MA1664 04.5000 11/01/2043 | 0.11 % |
| FNR 2013-103 SK IO 05.7554 10/25/2043 | 0.11 % |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.11 % |
| FNR 2013-81 QS IO 06.0354 09/25/2041 | 0.11 % |
| GNR 2010-113 SM IO 05.8832 09/20/2040 | 0.11 % |
| GNR 2010-158 IP IO 04.5000 06/20/2039 | 0.11 % |
| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.11 % |
| GNR 2013-24 IK IO 04.5000 02/20/2043 | 0.11 % |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.11 % |
| GNR 2013-98 GS IO 06.0334 09/16/2042 | 0.11 % |
| GNR 2013-99 SL IO 05.9832 03/20/2043 | 0.11 % |
| KINETICS CONCEPT/KCI 10.5000 11/01/2018 | 0.11 % |
| MSBAM 2013-C10 D P/P 144A 04.0829 07/15/2046 | 0.11 % |
| MSBAM 2013-C8 D 04.1723 12/15/2048 | 0.11 % |
| NOK/USD 03/19/2014 JPMCB | 0.11 % |
| OBRIGACOES DO TESOUR P/P REGS 04.3500 10/16/2017 | 0.11 % |
| REPUBLIC OF TURKEY USD 07.5000 07/14/2017 | 0.11 % |
| SOFTBANK CORP P/P 144A 04.5000 04/15/2020 | 0.11 % |
| TEREX CORP 06.0000 05/15/2021 | 0.11 % |
| THE AES CORPORATION 08.0000 10/15/2017 | 0.11 % |
| TRW AUTOMOTIVE INC. P/P 144A 07.2500 03/15/2017 | 0.11 % |
| WAMU 2005-AR11 A1B2 00.6146 08/25/2045 | 0.11 % |
| WAMU 2005-AR15 A1B3 00.5046 11/25/2045 | 0.11 % |
| WAMU 2005-AR19 A1C4 00.5646 12/25/2045 | 0.11 % |
| WBCMT 2004-C11 G P/P 144A 05.4272 01/15/2041 | 0.11 % |
| WIND ACQ FIN SA P/P 144A 07.3750 02/15/2018 | 0.11 % |
| 2.1525 P ISWP FWD USL3M R 11/21/2018 | 0.10 % |
| ALLY FINANCIAL INC. 08.3000 02/12/2015 | 0.10 % |
| AUD/USD 01/16/2014 DEUTB-L | 0.10 % |
| BAFC 2006-2 2A2 06.2500 03/25/2036 | 0.10 % |
| CERIDIAN CORP 11.2500 11/15/2015 | 0.10 % |
| CROWN NEWCO 3 PLC P/P 144A 07.0000 02/15/2018 | 0.10 % |
| CRTX ENRG/CRTX ENRG 08.8750 02/15/2018 | 0.10 % |
| DIGICEL LIMITED P/P 144A 08.2500 09/01/2017 | 0.10 % |
| E*TRADE FINANCIAL CORP 06.3750 11/15/2019 | 0.10 % |
| EUR/USD 03/19/2014 HSBCB | 0.10 % |
| FHR 4122 CI IO 03.5000 10/15/2042 | 0.10 % |
| FHR 4218 PS IO 06.0834 05/15/2042 | 0.10 % |
| FNR 2010-46 WS IO 05.5854 05/25/2040 | 0.10 % |
| FNR 2013-18 SB IO 05.9854 10/25/2041 | 0.10 % |
| FNS 406 1 IO 04.0000 01/25/2041 | 0.10 % |
| FNS 409 C16 IO 04.0000 11/25/2040 | 0.10 % |
| FREESCALE SEMICO 10.7500 08/01/2020 | 0.10 % |
| GNR 2010-121 SE IO 05.8332 09/20/2040 | 0.10 % |
| GNR 2010-151 SA IO 05.8832 11/20/2040 | 0.10 % |
| GNR 2012-149 LS IO 06.0832 12/20/2042 | 0.10 % |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.10 % |
| GNR 2013-99 VS IO 05.9334 07/16/2043 | 0.10 % |
| GOVERNMENT OF UKRAIN P/P 144A 09.2500 07/24/2017 | 0.10 % |
| INEOS GROUP HLDG SA P/P 144A 06.1250 08/15/2018 | 0.10 % |
| INMARSAT FINANCE PLC P/P 144A 07.3750 12/01/2017 | 0.10 % |
| ISLE OF CAPRI 07.7500 03/15/2019 | 0.10 % |
| JPMCC 2013-C10 D 04.1605 12/15/2047 | 0.10 % |
| LINN ENERGY LLC P/P 144A 07.0000 11/01/2019 | 0.10 % |
| LUKOIL INTL FIN BV P/P 144A 06.1250 11/09/2020 | 0.10 % |
| MLMT 2005-CIP1 B 05.1799 07/12/2038 | 0.10 % |
| MLMT 2005-CIP1 C 05.2099 07/12/2038 | 0.10 % |
| PLN/USD 03/19/2014 BCAP-FX | 0.10 % |
| REP OF VENEZUELA P/P 144A 13.6250 08/15/2018 | 0.10 % |
| REPUBLIC OF GHANA P/P 144A 07.8750 08/07/2023 | 0.10 % |
| SBERBANK (SB CAP SA) P/P 144A 04.9500 02/07/2017 | 0.10 % |
| SPRINT COMM P/P 144A 09.0000 11/15/2018 | 0.10 % |
| SPRINT COMMUNICATIONS INC. 08.3750 08/15/2017 | 0.10 % |
| UKRAINE GOVERNMENT P/P 144A 07.7500 09/23/2020 | 0.10 % |
| UKRAINE GOVERNMENT P/P 144A 07.9500 06/04/2014 | 0.10 % |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.10 % |
| VTB BANK (VTB CAP SA P/P 144A 06.5510 10/13/2020 | 0.10 % |
| WAMU 2005-AR1 A1B 00.5546 01/25/2045 | 0.10 % |
| WFRBS 2012-C6 D P/P 144A 05.5626 04/15/2045 | 0.10 % |
| AMERICAN AXLE & MFG INC 07.7500 11/15/2019 | 0.09 % |
| ANHEUSER-BUSCH INBEV WOR 09.7500 11/17/2015 | 0.09 % |
| AUD/USD 01/16/2014 GSFX | 0.09 % |
| BANCO NAC DESENV P/P 144A 05.7500 09/26/2023 | 0.09 % |
| BCAP 2012-RR1 1A4 02.7578 04/26/2037 | 0.09 % |
| BCAP 2012-RR1 6A5 00.3580 12/26/2046 | 0.09 % |
| BCAP 2013-RR1 1A2 02.4341 11/26/2035 | 0.09 % |
| BCAP 2013-RR1 2A4 11.5707 06/26/2036 | 0.09 % |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.09 % |
| BSCMS 2006-PW13 AJ 05.6110 09/11/2041 | 0.09 % |
| CALPINE CORP P/P 144A 07.8750 07/31/2020 | 0.09 % |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.09 % |
| CSFB 2005-C5 F 05.1000 08/15/2038 | 0.09 % |
| CWALT 2006-5T2 A7 06.0000 04/25/2036 | 0.09 % |
| DINEEQUITY INC 09.5000 10/30/2018 | 0.09 % |
| FHR 3860 SP IO 06.4334 06/15/2040 | 0.09 % |
| FHS 310 S4 IO 05.7834 09/15/2043 | 0.09 % |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.09 % |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.09 % |
| GNR 2010-37 SG IO 05.5332 03/20/2040 | 0.09 % |
| GNR 2010-55 SG IO 06.3332 05/20/2040 | 0.09 % |
| GNR 2011-41 BI IO 05.0000 05/20/2040 | 0.09 % |
| GNR 2013-102 AS IO 05.9832 03/20/2043 | 0.09 % |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.09 % |
| GNR 2013-129 SN IO 05.9832 09/20/2043 | 0.09 % |
| GNR 2013-130 IB IO 05.0000 12/20/2040 | 0.09 % |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.09 % |
| GNR 2013-37 UI IO 03.0000 02/20/2042 | 0.09 % |
| GOODRICH PETROLEUM 08.8750 03/15/2019 | 0.09 % |
| GSMS 2013-GC10 D P/P 144A 04.4151 02/10/2046 | 0.09 % |
| HELLENIC REPUBLIC REGS 02.0000 02/24/2032 | 0.09 % |
| HELLENIC REPUBLIC REGS 02.0000 02/24/2036 | 0.09 % |
| HEXION FIN/ESCRO 08.8750 02/01/2018 | 0.09 % |
| HUNTSMAN INTL L 08.6250 03/15/2021 | 0.09 % |
| JPMCC 2004-C3 C 04.9810 01/15/2042 | 0.09 % |
| METROPCS WIRELES P/P 144A 06.2500 04/01/2021 | 0.09 % |
| MLMT 2008-C1 AJ 06.2634 02/12/2051 | 0.09 % |
| MSC 2004-HQ4 E 05.1500 04/14/2040 | 0.09 % |
| NOK/USD 03/19/2014 UBS | 0.09 % |
| PHONES4U FINANCE PLC P/P 144A 09.5000 04/01/2018 | 0.09 % |
| REPUBLIC OF TURKEY USD 06.7500 05/30/2040 | 0.09 % |
| REYNOLDS GROUP HLDG 08.2500 02/15/2021 | 0.09 % |
| RITE AID CORP 09.2500 03/15/2020 | 0.09 % |
| SPRINGLEAF FINANCE CORP 06.9000 12/15/2017 | 0.09 % |
| SWIFT SVCS HLDGS INC 10.0000 11/15/2018 | 0.09 % |
| TRAVELPORT TL1 2NDL L+800 09.5000 01/31/2016 | 0.09 % |
| UNITED RENTALS NORTH 07.6250 04/15/2022 | 0.09 % |
| VTB CAPITAL SA REGS 06.2500 07/02/2035 | 0.09 % |
| ALCATEL-LUCENT USA I P/P 144A 06.7500 11/15/2020 | 0.08 % |
| ALLEGION US HLDG CO P/P 144A 05.7500 10/01/2021 | 0.08 % |
| ARCELORMITTAL USD 10.3500 06/01/2019 | 0.08 % |
| ASHLAND INC 03.0000 03/15/2016 | 0.08 % |
| CARRIZO OIL & GAS 08.6250 10/15/2018 | 0.08 % |
| CCO HLDGS LLC/CAP CORP 05.1250 02/15/2023 | 0.08 % |
| CENTURYLINK INC 06.7500 12/01/2023 | 0.08 % |
| CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 | 0.08 % |
| CLEAR CHANNEL COMM 09.0000 03/01/2021 | 0.08 % |
| CSFB 2005-C5 C 05.1000 08/15/2038 | 0.08 % |
| EXCO RESOURCES INC 07.5000 09/15/2018 | 0.08 % |
| FNR 2005-45 DA 23.8165 06/25/2035 | 0.08 % |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.08 % |
| GAZPROM (GAZ CAP SA) P/P 144A 09.2500 04/23/2019 | 0.08 % |
| GNR 2010-163 SI IO 06.4628 08/16/2037 | 0.08 % |
| GNR 2010-168 PI IO 04.5000 11/20/2039 | 0.08 % |
| GNR 2010-26 QS IO 06.0832 02/20/2040 | 0.08 % |
| GNR 2011-11 PS IO 06.4332 04/20/2040 | 0.08 % |
| GNR 2011-128 TS IO 05.8834 05/16/2041 | 0.08 % |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.08 % |
| GNR 2013-37 S IO 06.0632 03/20/2043 | 0.08 % |
| GNR 2013-41 MI IO 03.0000 11/20/2041 | 0.08 % |
| GRAN 2003-2 3C 03.0672 07/20/2043 | 0.08 % |
| GRAY TELEVISION INC 07.5000 10/01/2020 | 0.08 % |
| HALCON RESOURCES COR 08.8750 05/15/2021 | 0.08 % |
| HAWK ACQ SUB INC P/P 144A 04.2500 10/15/2020 | 0.08 % |
| HELLENIC REPUBLIC REGS 02.0000 02/24/2034 | 0.08 % |
| HUGHES SATELLITE SYSTEMS 07.6250 06/15/2021 | 0.08 % |
| ICAHN ENTERPRISES 08.0000 01/15/2018 | 0.08 % |
| INTELSAT LUXEMB P/P 144A 08.1250 06/01/2023 | 0.08 % |
| KODIAK OIL & GAS COR 05.5000 02/01/2022 | 0.08 % |
| LBCMT 1998-C4 J P/P 144A 05.6000 10/15/2035 | 0.08 % |
| LBUBS 2005-C2 D 05.2440 04/15/2040 | 0.08 % |
| LBUBS 2006-C6 C 05.4820 09/15/2039 | 0.08 % |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.08 % |
| MASTEC INC 04.8750 03/15/2023 | 0.08 % |
| METROPCS WIRELES P/P 144A 06.6250 04/01/2023 | 0.08 % |
| MLMT 2004-KEY2 D 05.0460 08/12/2039 | 0.08 % |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.08 % |
| NEIMAN MARCUS TL L+400 05.0000 10/18/2020 | 0.08 % |
| NUVEEN INVESTMENTS P/P 144A 09.5000 10/15/2020 | 0.08 % |
| SABRE INC P/P 144A 08.5000 05/15/2019 | 0.08 % |
| SAMSON INV COMPAN P/P 144A 10.5000 02/15/2020 | 0.08 % |
| SCHAEFFLER FIN BV P/P 144A 08.7500 02/15/2019 | 0.08 % |
| SIX FLAGS ENT P/P 144A 05.2500 01/15/2021 | 0.08 % |
| TAYLOR MORRISON COMM P/P 144A 05.2500 04/15/2021 | 0.08 % |
| TELENET FINANCE V P/P 144A 06.7500 08/15/2024 | 0.08 % |
| THOMAS COOK GROUP PLC 07.7500 06/22/2017 | 0.08 % |
| WELLCARE HEALTH PLANS IN 05.7500 11/15/2020 | 0.08 % |
| WPX ENERGY INC 06.0000 01/15/2022 | 0.08 % |
| AFFINION GROUP INC 07.8750 12/15/2018 | 0.07 % |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.07 % |
| ATKORE INTL INC 09.8750 01/01/2018 | 0.07 % |
| AVAYA INC P/P 144A 07.0000 04/01/2019 | 0.07 % |
| BACM 2006-1 B 05.4900 09/10/2045 | 0.07 % |
| BAFC 2006-G 2A5 00.4468 07/20/2036 | 0.07 % |
| BCAP 2012-RR10 8A2 4.0000 03/26/2036 | 0.07 % |
| BRIGGS & STRATTON CORP 06.8750 12/15/2020 | 0.07 % |
| BSCMS 2005-PWR7 D 05.3040 02/11/2041 | 0.07 % |
| BSCMS 2005-PWR9 C 05.0550 09/11/2042 | 0.07 % |
| BSCMS 2006-PW11 C P/P 144A 05.4390 03/11/2039 | 0.07 % |
| CAPSUGEL FINANCE P/P 144A 09.8750 08/01/2019 | 0.07 % |
| CHESAPEAKE ENERGY CORP 09.5000 02/15/2015 | 0.07 % |
| CIT GROUP INC 05.0000 08/15/2022 | 0.07 % |
| CONCHO RESOURCES INC 06.5000 01/15/2022 | 0.07 % |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.07 % |
| CROWN CASTLE INT 05.2500 01/15/2023 | 0.07 % |
| CSMC 2008-4R 1A4 00.5646 08/26/2037 | 0.07 % |
| DIGICEL GROUP LTD P/P 144A 08.2500 09/30/2020 | 0.07 % |
| DISH DBS CORP 04.2500 04/01/2018 | 0.07 % |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.07 % |
| DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 | 0.07 % |
| EL PASO NATURAL GAS 08.6250 01/15/2022 | 0.07 % |
| FELCOR LODGING LP 06.7500 06/01/2019 | 0.07 % |
| FHR 3998 KS IO 06.5334 02/15/2027 | 0.07 % |
| FHR 4048 GS IO 06.4834 10/15/2040 | 0.07 % |
| FHR 4105 LS IO 05.9834 08/15/2041 | 0.07 % |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.07 % |
| FIRST DATA CORP P/P 144A 11.7500 08/15/2021 | 0.07 % |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.07 % |
| FREESCALE SEMICO TLB5 L+375 05.0000 01/15/2021 | 0.07 % |
| GMACC 2004-C3 B 04.9650 12/10/2041 | 0.07 % |
| GNR 2010-115 BS IO 05.2332 09/20/2040 | 0.07 % |
| GNR 2010-15 BS IO 05.6132 02/20/2040 | 0.07 % |
| GNR 2010-43 KS IO 05.5832 04/20/2040 | 0.07 % |
| GNR 2011-41 SM IO 06.4332 03/20/2041 | 0.07 % |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.07 % |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.07 % |
| GNR 2013-165 LS IO 05.9832 03/20/2043 | 0.07 % |
| GSMS 2006-GG8 AJ 05.6220 11/10/2039 | 0.07 % |
| GSR 2005-AR4 3A5 02.6505 07/25/2035 | 0.07 % |
| GTECH SPA REGS 08.2500 03/31/2066 | 0.07 % |
| HD SUPPLY INC 07.5000 07/15/2020 | 0.07 % |
| HD SUPPLY INC 11.5000 07/15/2020 | 0.07 % |
| HEALTH NET INC. 06.3750 06/01/2017 | 0.07 % |
| HELLENIC REPUBLIC REGS 02.0000 02/24/2039 | 0.07 % |
| HUNGARY USD 04.1250 02/19/2018 | 0.07 % |
| INTL BK RECON & DEVELOP 05.2500 11/24/2014 | 0.07 % |
| JBS USA LLC/JBS P/P 144A 07.2500 06/01/2021 | 0.07 % |
| LEVEL 3 FIN INC 08.6250 07/15/2020 | 0.07 % |
| MLCFC 2006-3 AJ 05.4850 07/12/2046 | 0.07 % |
| MLMT 2005-MCP1 D 05.0230 06/12/2043 | 0.07 % |
| MOMENTIVE PERFORM 08.8750 10/15/2020 | 0.07 % |
| NEEDLE MERGER SUB CO P/P 144A 08.1250 03/15/2019 | 0.07 % |
| OASIS PETROLEUM INC P/P 144A 06.8750 03/15/2022 | 0.07 % |
| ONEX USI ACQ COR P/P 144A 07.7500 01/15/2021 | 0.07 % |
| PAETEC HOLDING CORP 09.8750 12/01/2018 | 0.07 % |
| PERTAMINA PT P/P 144A 05.2500 05/23/2021 | 0.07 % |
| PETROLEOS DE VENEZUELA S USD 05.1250 10/28/2016 | 0.07 % |
| PHH CORPORATION 07.3750 09/01/2019 | 0.07 % |
| REPUBLIC OF POLAND USD 05.0000 03/23/2022 | 0.07 % |
| REYNOLDS GRP ISS/REY 09.0000 04/15/2019 | 0.07 % |
| ROSETTA RESOURCES 09.5000 04/15/2018 | 0.07 % |
| ROYAL BK SCOTLND GRP PLC EUR 07.0916 10/29/2049 | 0.07 % |
| SABRE HOLDINGS CORPORATION 08.3500 03/15/2016 | 0.07 % |
| SERVICE CORP INTL 07.0000 06/15/2017 | 0.07 % |
| SIRIUS XM HLDG INC P/P 144A 05.8750 10/01/2020 | 0.07 % |
| SLM CORP 08.4500 06/15/2018 | 0.07 % |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.07 % |
| SPRINT COMMUNICATIONS 07.0000 08/15/2020 | 0.07 % |
| SPRINT CORP P/P 144A 07.8750 09/15/2023 | 0.07 % |
| SYNIVERSE HOLDINGS INC 09.1250 01/15/2019 | 0.07 % |
| TAMINCO GLOBAL CHEM P/P 144A 09.7500 03/31/2020 | 0.07 % |
| UNITYMEDIA KABELBW GMBH REGS 09.6250 12/01/2019 | 0.07 % |
| VIRGIN MEDIA SEC P/P 144A 06.0000 04/15/2021 | 0.07 % |
| WAMU 2005-AR6 2AB3 00.4346 04/25/2045 | 0.07 % |
| WFRBS 2013-C11 D P/P 144A 04.1841 03/15/2045 | 0.07 % |
| 0.5175 R ISWP JPL6M P 07/12/2018 BC | 0.06 % |
| ACI WORLDWIDE INC P/P 144A 06.3750 08/15/2020 | 0.06 % |
| AIR MEDICAL GRP HLDG 09.2500 11/01/2018 | 0.06 % |
| AMC ENTERTAINMENT INC 09.7500 12/01/2020 | 0.06 % |
| AUTONATION INC 06.7500 04/15/2018 | 0.06 % |
| B/E AEROSPACE INC. 06.8750 10/01/2020 | 0.06 % |
| BCAP 2012-RR12 2A3 12.6248 06/26/2035 | 0.06 % |
| BCAP 2013-RR1 3A2 04.0000 10/26/2037 | 0.06 % |
| BCAP 2013-RR1 3A3 13.0571 10/26/2037 | 0.06 % |
| BCAP 2013-RR1 4A2 04.0000 08/26/2037 | 0.06 % |
| BCAP 2013-RR2 3A2 07.6697 03/26/2036 | 0.06 % |
| BSCMS 2007-PW17 AJ 05.8872 06/11/2050 | 0.06 % |
| CAESARS ENTERTAINMENT OP 09.0000 02/15/2020 | 0.06 % |
| CAPELLA HEALTHCARE 09.2500 07/01/2017 | 0.06 % |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.06 % |
| CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.06 % |
| CIT GROUP INC P/P 144A 06.6250 04/01/2018 | 0.06 % |
| COMM 2007-C9 AJ 05.6500 12/10/2049 | 0.06 % |
| CST BRANDS INC 05.0000 05/01/2023 | 0.06 % |
| ENTERPRISE INNS PLC 06.5000 12/06/2018 | 0.06 % |
| EP ENERGY/EP FIN INC 09.3750 05/01/2020 | 0.06 % |
| FHR 3687 CI IO 05.0000 11/15/2038 | 0.06 % |
| FHR 4104 S IO 05.9334 09/15/2042 | 0.06 % |
| FHR 4125 SH IO 05.9834 11/15/2042 | 0.06 % |
| FHR 4220 IE IO 04.0000 06/15/2028 | 0.06 % |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.06 % |
| FORD MOTOR CREDIT CO LLC 05.7500 02/01/2021 | 0.06 % |
| FRONTIER COMMUNICATIONS 08.1250 10/01/2018 | 0.06 % |
| GENERAL MOTORS CO P/P 144A 04.8750 10/02/2023 | 0.06 % |
| GNR 2010-151 SL IO 06.5332 08/20/2039 | 0.06 % |
| GNR 2010-68 MS IO 05.6832 06/20/2040 | 0.06 % |
| GNR 2011-140 BI IO 04.5000 12/20/2040 | 0.06 % |
| GNR 2013-6 IC IO 05.0000 01/20/2043 | 0.06 % |
| GNR 2013-99 AS IO 05.8832 06/20/2043 | 0.06 % |
| GROHE HOLDING GMBH P/P 144A 04.2770 09/15/2017 | 0.06 % |
| GULFPORT ENERGY CORP 07.7500 11/01/2020 | 0.06 % |
| HALCON RESOURCES CORP 09.7500 07/15/2020 | 0.06 % |
| HELLENIC REPUBLIC REGS 02.0000 02/24/2027 | 0.06 % |
| HELLENIC REPUBLIC REGS 02.0000 02/24/2029 | 0.06 % |
| HELLENIC REPUBLIC REGS 02.0000 02/24/2033 | 0.06 % |
| HELLENIC REPUBLIC REGS 02.0000 02/24/2037 | 0.06 % |
| HELLENIC REPUBLIC REGS 02.0000 02/24/2040 | 0.06 % |
| HELLENIC REPUBLIC REGS 02.0000 02/24/2042 | 0.06 % |
| HILTON WORLDWIDE TLB L+275 03.7500 09/23/2020 | 0.06 % |
| HOWARD HUGHES CORP P/P 144A 06.8750 10/01/2021 | 0.06 % |
| HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 | 0.06 % |
| JPMMT 2007-A1 3A4 02.8129 07/25/2035 | 0.06 % |
| L BRANDS INC 06.6250 04/01/2021 | 0.06 % |
| LAREDO PETROLEUM INC 09.5000 02/15/2019 | 0.06 % |
| LOUISIANA PACIF 07.5000 06/01/2020 | 0.06 % |
| MANITOWOC COMPANY INC 05.8750 10/15/2022 | 0.06 % |
| MGM RESORTS INTERNATIONAL 07.6250 01/15/2017 | 0.06 % |
| MGM RESORTS INTL 06.7500 10/01/2020 | 0.06 % |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.06 % |
| NAVISTAR INTERNATIONAL CORP 08.2500 11/01/2021 | 0.06 % |
| NOTA DO TESOURO NACIONAL 10.0000 01/01/2017 | 0.06 % |
| PEABODY ENERGY CORPORATION 07.3750 11/01/2016 | 0.06 % |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.06 % |
| PERSTORP HOLDING AB P/P 144A 08.7500 05/15/2017 | 0.06 % |
| PITTSBURGH GLASS P/P 144A 08.0000 11/15/2018 | 0.06 % |
| PROVIDENT FDG/PFG P/P 144A 06.7500 06/15/2021 | 0.06 % |
| REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 | 0.06 % |
| REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.06 % |
| REVLON CONSUMER PRODS 05.7500 02/15/2021 | 0.06 % |
| ROC FIN LLC/ROC FIN P/P 144A 12.1250 09/01/2018 | 0.06 % |
| ROYAL BK SCOTLND GRP PLC USD 07.6400 03/29/2049 | 0.06 % |
| SABINE PASS LNG LP 07.5000 11/30/2016 | 0.06 % |
| SBA TELECOMMUNICATIONS 08.2500 08/15/2019 | 0.06 % |
| STEWART ENTERPRISES 06.5000 04/15/2019 | 0.06 % |
| SWPTN FWD PREM 6MX3Y P 1.18 USD 05/27/2014 GS | 0.06 % |
| SWPTN FWD PREM LIABILITY 6MX5Y R 1.6 USD 05/22/2014 JP | 0.06 % |
| TRANSDIGM INC 07.7500 12/15/2018 | 0.06 % |
| UBS AG JERSEY BRANCH EUR 07.1520 12/29/2049 | 0.06 % |
| UKREXIMBANK(BIZ FIN PLC) REGS 08.3750 04/27/2015 | 0.06 % |
| UNITYMEDIA HESSEN P/P 144A 05.1250 01/21/2023 | 0.06 % |
| UPC HOLDING B.V. REGS 08.3750 08/15/2020 | 0.06 % |
| WAMU 2005-AR8 2AC3 00.5546 07/25/2045 | 0.06 % |
| WINDSTREAM CORPORATION 07.8750 11/01/2017 | 0.06 % |
| AIR MEDICAL TL 07.6250 05/20/2018 | 0.05 % |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.05 % |
| ASHLAND INC 04.7500 08/15/2022 | 0.05 % |
| AUD/USD 01/16/2014 CITI | 0.05 % |
| BCAP 2012-RR12 2A2 04.0000 06/26/2035 | 0.05 % |
| BCAP 2013-RR1 9A4 10.1316 03/26/2036 | 0.05 % |
| BOISE CASCADE 06.3750 11/01/2020 | 0.05 % |
| BOPARAN FINANCE PLC P/P 144A 09.8750 04/30/2018 | 0.05 % |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.05 % |
| BUILDING MAT P/P 144A 07.0000 02/15/2020 | 0.05 % |
| CABLEVISION SYSTEMS 08.6250 09/15/2017 | 0.05 % |
| CB RICHARD ELLIS 06.6250 10/15/2020 | 0.05 % |
| CEMEX SAB DE CV P/P 144A 06.5000 12/10/2019 | 0.05 % |
| CHC HELICOPTER SA USD 09.2500 10/15/2020 | 0.05 % |
| CHRYSLER GP/CG CO 08.2500 06/15/2021 | 0.05 % |
| CLAIRE'S STORES INC P/P 144A 09.0000 03/15/2019 | 0.05 % |
| CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 | 0.05 % |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.05 % |
| CONSTELLATION BRANDS INC 03.7500 05/01/2021 | 0.05 % |
| CONSTELLATION BRANDS INC. 07.2500 09/01/2016 | 0.05 % |
| CONVATEC FIN INTL SA P/P 144A 08.2500 01/15/2019 | 0.05 % |
| CROWN AMER/CAP CORP 04.5000 01/15/2023 | 0.05 % |
| CUMULUS MEDIA HLDG 07.7500 05/01/2019 | 0.05 % |
| DEAN FOODS COMPANY 07.0000 06/01/2016 | 0.05 % |
| DEMATIC SA / DH P/P 144A 07.7500 12/15/2020 | 0.05 % |
| DENBURY RESOURCES INC 08.2500 02/15/2020 | 0.05 % |
| DISH DBS CORPORATION 06.7500 06/01/2021 | 0.05 % |
| DSLA 2004-AR2 X2 IO 00.0000 11/19/2044 | 0.05 % |
| ENERGY TRANSFER EQUITY 07.5000 10/15/2020 | 0.05 % |
| ENTERCOM RADIO LLC 10.5000 12/01/2019 | 0.05 % |
| EUR/USD 03/19/2014 RBSF | 0.05 % |
| FHR 4032 SA IO 06.3334 04/15/2042 | 0.05 % |
| FHR 4105 HI IO 03.5000 07/15/2041 | 0.05 % |
| FIELDWOOD ENERGY 2NDL L+713 08.3750 09/30/2020 | 0.05 % |
| FINANCING INFRAS P/P 144A 08.3750 11/03/2017 | 0.05 % |
| FIRST DATA CORP P/P 144A 11.2500 01/15/2021 | 0.05 % |
| FMG RES AUG 2006 P/P 144A 06.8750 02/01/2018 | 0.05 % |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.05 % |
| FNR 2013-41 SP IO 06.0354 06/25/2040 | 0.05 % |
| FORUM ENERGY TEC P/P 144A 06.2500 10/01/2021 | 0.05 % |
| FREESCALE SEMICO P/P 144A 06.0000 01/15/2022 | 0.05 % |
| FRESENIUS US FINANCE P/P 144A 09.0000 07/15/2015 | 0.05 % |
| GENON ENERGY INC 09.8750 10/15/2020 | 0.05 % |
| GIBSON BRANDS INC P/P 144A 08.8750 08/01/2018 | 0.05 % |
| GLP CAP LP / FIN II P/P 144A 04.8750 11/01/2020 | 0.05 % |
| GNR 2010-67 SE IO 06.2832 05/20/2040 | 0.05 % |
| GNR 2013-6 CI IO 05.0000 12/20/2042 | 0.05 % |
| GRAPHIC PACKAGING INTL 04.7500 04/15/2021 | 0.05 % |
| GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 | 0.05 % |
| GSMS 2005-GG4 XC IO P/P 144A 00.7421 07/10/2039 | 0.05 % |
| HELLENIC REPUBLIC REGS 02.0000 02/24/2031 | 0.05 % |
| HELLENIC REPUBLIC REGS 02.0000 02/24/2041 | 0.05 % |
| HUB INTL LTD P/P 144A 07.8750 10/01/2021 | 0.05 % |
| INTELSAT LUXEMB P/P 144A 06.7500 06/01/2018 | 0.05 % |
| ISTAR FINANCIAL INC. 07.1250 02/15/2018 | 0.05 % |
| JM HUBER CORP P/P 144A 09.8750 11/01/2019 | 0.05 % |
| JPMCC 07-CB20 X1 IO P/P 144A 00.1540 02/12/2051 | 0.05 % |
| JPMCC 2004-CBX B 05.0210 01/12/2037 | 0.05 % |
| KRATOS DEFENSE & SEC 10.0000 06/01/2017 | 0.05 % |
| LAMAR MEDIA CORP 05.8750 02/01/2022 | 0.05 % |
| LANDRY'S INC P/P 144A 09.3750 05/01/2020 | 0.05 % |
| LENDER PROCESS SERVICES 05.7500 04/15/2023 | 0.05 % |
| LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 | 0.05 % |
| LUKOIL INTL FINANCE P/P 144A 06.6560 06/07/2022 | 0.05 % |
| M/I HOMES INC 08.6250 11/15/2018 | 0.05 % |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.05 % |
| MGM RESORTS INTL 07.7500 03/15/2022 | 0.05 % |
| MICHAELS FINCO HLDG P/P 144A 07.5000 08/01/2018 | 0.05 % |
| MOTOR CITY TLB L+375 05.0000 03/01/2017 | 0.05 % |
| MPT OPER PARTNERSP/FINL 06.3750 02/15/2022 | 0.05 % |
| NEXSTAR BROADCASTING 06.8750 11/15/2020 | 0.05 % |
| NOK/USD 03/19/2014 SSBT | 0.05 % |
| NORTEK INC 08.5000 04/15/2021 | 0.05 % |
| NORTEK INC 10.0000 12/01/2018 | 0.05 % |
| NOVELIS INC 08.7500 12/15/2020 | 0.05 % |
| OFFSHORE GROUP I USD 07.5000 11/01/2019 | 0.05 % |
| PAR PHARMACEUTICAL 07.3750 10/15/2020 | 0.05 % |
| PENN NATL GAMING P/P 144A 05.8750 11/01/2021 | 0.05 % |
| REPUBLIC OF IRAQ P/P 144A 05.8000 01/15/2028 | 0.05 % |
| SABINE PASS LIQU P/P 144A 06.2500 03/15/2022 | 0.05 % |
| SOCIETE GENERALE P/P 144A 07.8750 12/18/2023 | 0.05 % |
| SWPTN FWD PREM 6MX3Y P 1.1925 USD 05/22/2014 GS | 0.05 % |
| TECHEM ENERGY MET P/P 144A 07.8750 10/01/2020 | 0.05 % |
| TELEFLEX INC 06.8750 06/01/2019 | 0.05 % |
| TENET HEALTHCARE 06.2500 11/01/2018 | 0.05 % |
| TENNECO INC 07.7500 08/15/2018 | 0.05 % |
| TEXAS COMP ELEC TL EXT L+450 04.7304 10/10/2017 | 0.05 % |
| TPC GROUP INC P/P 144A 08.7500 12/15/2020 | 0.05 % |
| TRAVELPORT LLC 11.8750 09/01/2016 | 0.05 % |
| TRAVELPORT LLC P/P 144A 13.8750 03/01/2016 | 0.05 % |
| TRIONISTA TOPCO GMBH P/P 144A 06.8750 04/30/2021 | 0.05 % |
| UBSBB 2012-C3 D P/P 144A 04.9582 08/10/2049 | 0.05 % |
| UNITYMEDIA HESSEN / NRW REGS 07.5000 03/15/2019 | 0.05 % |
| UNIVISION COMM P/P 144A 07.8750 11/01/2020 | 0.05 % |
| USG CORPORATION 09.7500 01/15/2018 | 0.05 % |
| VALEANT PHARMA P/P 144A 06.7500 08/15/2018 | 0.05 % |
| WFMBS 2007-12 A7 05.5000 09/25/2037 | 0.05 % |
| 1.945 P ISWP EURIBOR6MD R 07/15/2023 GS | 0.04 % |
| ACADIA HEALTH P/P 144A 06.1250 03/15/2021 | 0.04 % |
| AES CORPORATION 07.3750 07/01/2021 | 0.04 % |
| ALLY FINANCIAL INC 06.2500 12/01/2017 | 0.04 % |
| ANTERO RESOURCES FIN P/P 144A 05.3750 11/01/2021 | 0.04 % |
| ARCELORMITTAL USD 07.5000 10/15/2039 | 0.04 % |
| ARDAGH PKG FIN P/P 144A 07.0000 11/15/2020 | 0.04 % |
| ASURION TL L+950 11.0000 09/02/2019 | 0.04 % |
| ASURION TLB1 L+325 04.5000 05/24/2019 | 0.04 % |
| ATHLON HLDS LP / FIN P/P 144A 07.3750 04/15/2021 | 0.04 % |
| AVIV HLTH PROP/AVIV 07.7500 02/15/2019 | 0.04 % |
| BACM 2007-5 XW IO P/P 144A 00.3642 02/10/2051 | 0.04 % |
| BANCO NAL COSTA RICA P/P 144A 04.8750 11/01/2018 | 0.04 % |
| BIOMET INC 06.5000 08/01/2020 | 0.04 % |
| BIOMET INC 06.5000 10/01/2020 | 0.04 % |
| BROOKFIELD RESID P/P 144A 06.5000 12/15/2020 | 0.04 % |
| BUILDING MATERIALS P/P 144A 06.7500 05/01/2021 | 0.04 % |
| BURLINGTON COAT FACT 10.0000 02/15/2019 | 0.04 % |
| CAPSUGEL SA P/P 144A 07.0000 05/15/2019 | 0.04 % |
| CEMEX SAB DE CV P/P 144A 07.2500 01/15/2021 | 0.04 % |
| CHAPARRAL ENERGY INC 09.8750 10/01/2020 | 0.04 % |
| CHESAPEAKE ENERGY TLB L+450 05.7500 12/02/2017 | 0.04 % |
| CHESAPEAKE MIDSTREAM 05.8750 04/15/2021 | 0.04 % |
| CHINOS INT HLDS P/P 144A 07.7500 05/01/2019 | 0.04 % |
| CIT GROUP INC P/P 144A 05.5000 02/15/2019 | 0.04 % |
| CLAIRE'S STORES INC 08.8750 03/15/2019 | 0.04 % |
| COMMUNITY CHOICE 10.7500 05/01/2019 | 0.04 % |
| CONSOL ENERGY INC 08.2500 04/01/2020 | 0.04 % |
| CONVATEC HEALTHCARE P/P 144A 10.5000 12/15/2018 | 0.04 % |
| ELIZABETH ARDEN INC 07.3750 03/15/2021 | 0.04 % |
| EMERGENCY MEDICAL TLB L+300 04.0000 05/25/2018 | 0.04 % |
| ENDO FINANCE CO P/P 144A 05.7500 01/15/2022 | 0.04 % |
| EVEREST ACQ LLC/FIN 06.8750 05/01/2019 | 0.04 % |
| EXOPACK HOLDINGS SA P/P 144A 07.8750 11/01/2019 | 0.04 % |
| FHR 3861 PS IO 06.4334 03/15/2037 | 0.04 % |
| FNR 2006-8 HP 23.9631 03/25/2036 | 0.04 % |
| FNR 2012-105 S IO 05.8854 10/25/2042 | 0.04 % |
| FORBES ENERGY SVCS 09.0000 06/15/2019 | 0.04 % |
| FRESENIUS MED CARE P/P 144A 05.6250 07/31/2019 | 0.04 % |
| FUCMT 1999-C1 G P/P 144A 05.3500 10/15/2035 | 0.04 % |
| GARDA WORLD SECURITY P/P 144A 07.2500 11/15/2021 | 0.04 % |
| GAZPROM (GAZ CAPITAL SA) REGS 07.2880 08/16/2037 | 0.04 % |
| GBP/USD 03/19/2014 GSFX | 0.04 % |
| GESTAMP FUND LUX SA P/P 144A 05.6250 05/31/2020 | 0.04 % |
| GNR 2010-158 SA IO 05.8832 12/20/2040 | 0.04 % |
| GNR 2010-89 SD IO 05.7632 07/20/2040 | 0.04 % |
| GNR 2013-24 IC IO 04.5000 02/20/2043 | 0.04 % |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.04 % |
| GRAFTECH INTL 06.3750 11/15/2020 | 0.04 % |
| HEXION US FIN CORP 06.6250 04/15/2020 | 0.04 % |
| HUGHES SATELITE SYSTEMS 06.5000 06/15/2019 | 0.04 % |
| ICAHN ENTER/FIN P/P 144A 06.0000 08/01/2020 | 0.04 % |
| INTELSAT JACKSON HLDG USD 07.5000 04/01/2021 | 0.04 % |
| IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 | 0.04 % |
| ISS A/S REGS 08.8750 05/15/2016 | 0.04 % |
| JAGUAR HOLDING CO I P/P 144A 09.3750 10/15/2017 | 0.04 % |
| KABEL DEUTSCHLAND GM P/P 144A 06.5000 06/29/2018 | 0.04 % |
| LBG CAPITAL NO.1 PLC P/P 144A 08.0000 12/29/2049 | 0.04 % |
| LENNAR CORP 04.7500 11/15/2022 | 0.04 % |
| LEVEL 3 FINANCING 09.3750 04/01/2019 | 0.04 % |
| NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 | 0.04 % |
| PRESTIGE BRANDS INC P/P 144A 05.3750 12/15/2021 | 0.04 % |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.04 % |
| REPUBLIC OF ARGENTINA USD 08.2800 12/31/2033 | 0.04 % |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.04 % |
| RUB/USD 03/19/2014 UBS | 0.04 % |
| RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 | 0.04 % |
| SBERBANK (SB CAP SA) P/P 144A 06.1250 02/07/2022 | 0.04 % |
| SCHAEFFLER FIN BV P/P 144A 04.7500 05/15/2021 | 0.04 % |
| SCHAEFFLER HLDG FIN P/P 144A 06.8750 08/15/2018 | 0.04 % |
| SERVICE CORP INTL 04.5000 11/15/2020 | 0.04 % |
| SHELF DRILL HOLD LTD P/P 144A 08.6250 11/01/2018 | 0.04 % |
| SINCLAIR TELEVISION 06.1250 10/01/2022 | 0.04 % |
| SINCLAIR TELEVISION P/P 144A 06.3750 11/01/2021 | 0.04 % |
| SPRINGLEAF FIN CORP 06.0000 06/01/2020 | 0.04 % |
| SUGAR HSP GAMING P/P 144A 06.3750 06/01/2021 | 0.04 % |
| SUNGARD DATA SYSTEMS INC. 07.6250 11/15/2020 | 0.04 % |
| SWPTN FWD PREM 6MX3Y P 1.155 USD 05/21/2014 JP | 0.04 % |
| T-MOBILE USA INC 06.1250 01/15/2022 | 0.04 % |
| TENNECO INC 06.8750 12/15/2020 | 0.04 % |
| THERMADYNE HLDG CORP 09.0000 12/15/2017 | 0.04 % |
| TRIBUNE TLB L+300 04.0000 11/20/2020 | 0.04 % |
| TRONOX FINANCE LLC 06.3750 08/15/2020 | 0.04 % |
| UNIT CORP 06.6250 05/15/2021 | 0.04 % |
| VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 | 0.04 % |
| WALTER INV MGMT P/P 144A 07.8750 12/15/2021 | 0.04 % |
| WIND ACQUISITION HOLDING REGS 12.2500 07/15/2017 | 0.04 % |
| 1.41727 R ISWP FWD EONIA P 08/03/2017 BC | 0.03 % |
| 1.530 R ISWP FWD EONIA P 09/03/2017 BC | 0.03 % |
| 1.9825 P ISWP EURIBOR6MD R 12/05/2023 BC | 0.03 % |
| 1.9885 P ISWP EURIBOR6MD R 12/05/2023 BC | 0.03 % |
| 3.00 R ISWP FWD GBL6M P 03/19/2024 | 0.03 % |
| AGUILA 3 SA P/P 144A 07.8750 01/31/2018 | 0.03 % |
| ALLY FINANCIAL INC 08.0000 12/31/2018 | 0.03 % |
| ALPHA NATURAL RESOURCES 06.2500 06/01/2021 | 0.03 % |
| AURORA USA OIL & GAS P/P 144A 09.8750 02/15/2017 | 0.03 % |
| AVAYA INC P/P 144A 10.5000 03/01/2021 | 0.03 % |
| AVAYA INC TL B3-EXT 04.5000 10/26/2017 | 0.03 % |
| B/E AEROSPACE INC 05.2500 04/01/2022 | 0.03 % |
| BEAZER HOMES USA 07.2500 02/01/2023 | 0.03 % |
| BEV PCK HD LU/IN P/P 144A 05.6250 12/15/2016 | 0.03 % |
| BOPARAN FINANCE PLC P/P 144A 09.7500 04/30/2018 | 0.03 % |
| BSCMS 2005-PWR9 AJ 04.9850 09/11/2042 | 0.03 % |
| BSCMS 2006-PW11 AJ 05.4390 03/11/2039 | 0.03 % |
| BURGER KING CORP 09.8750 10/15/2018 | 0.03 % |
| CCO HLDGS LLC/CAP CORP 07.0000 01/15/2019 | 0.03 % |
| CCO HOLDINGS 06.5000 04/30/2021 | 0.03 % |
| CIT GROUP INC 05.3750 05/15/2020 | 0.03 % |
| CLEAR CHANNEL COMMUN 09.0000 12/15/2019 | 0.03 % |
| CLEAR CHNL WORLD 06.5000 11/15/2022 | 0.03 % |
| CLEAR CHNL WORLD 07.6250 03/15/2020 | 0.03 % |
| CONNACHER OIL GAS P/P 144A 08.7500 08/01/2018 | 0.03 % |
| CORRECTIONS CORP 04.1250 04/01/2020 | 0.03 % |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.03 % |
| CPURNSA P 2.225 R 08/15/18 GS | 0.03 % |
| CPURNSA P 2.2575 R 08/09/18 GS | 0.03 % |
| DEL MONTE 2NDL L+725 08.2500 05/26/2021 | 0.03 % |
| EMERGENCY MEDICA 08.1250 06/01/2019 | 0.03 % |
| FELCOR LODGING LP 10.0000 10/01/2014 | 0.03 % |
| FERRO CORP 07.8750 08/15/2018 | 0.03 % |
| FHR 3182 SP 27.9336 04/15/2032 | 0.03 % |
| FIRST DATA CORP P/P 144A 07.3750 06/15/2019 | 0.03 % |
| FNR 2012-96 PI IO 04.0000 07/25/2041 | 0.03 % |
| FRAC TECH INTL TLB L+700 08.5000 04/19/2016 | 0.03 % |
| GANNETT CO INC P/P 144A 05.1250 10/15/2019 | 0.03 % |
| GAZPROM (GAZ CAP SA) P/P 144A 07.2880 08/16/2037 | 0.03 % |
| GNR 2010-98 PI IO 04.5000 10/20/2037 | 0.03 % |
| GNR 2011-3 SG IO 06.3832 01/20/2041 | 0.03 % |
| GRIFFEY INTR INC P/P 144A 07.0000 10/15/2020 | 0.03 % |
| GRUPO TELEVISA SAB 07.2500 05/14/2043 | 0.03 % |
| HCA INC 07.8750 02/15/2020 | 0.03 % |
| HILAND PART LP/CORP P/P 144A 07.2500 10/01/2020 | 0.03 % |
| HJ HEINZ TLB2 L+250 03.5000 03/27/2020 | 0.03 % |
| HSBC CAPITAL FUNDING LP EUR 05.1300 03/29/2049 | 0.03 % |
| IASIS HEALTHCARE 08.3750 05/15/2019 | 0.03 % |
| IND & CON BANK (OR-ICB) USD 05.0100 09/29/2015 | 0.03 % |
| INEOS FINANCE PLC P/P 144A 07.5000 05/01/2020 | 0.03 % |
| INTL LEASE FINANCE CORP 03.8750 04/15/2018 | 0.03 % |
| ISLE OF CAPRI 08.8750 06/15/2020 | 0.03 % |
| JAGUAR HLD/MERGE P/P 144A 09.5000 12/01/2019 | 0.03 % |
| JBS USA LLC/JBS USA P/P 144A 07.2500 06/01/2021 | 0.03 % |
| KEY ENERGY SERVICES INC 06.7500 03/01/2021 | 0.03 % |
| KINDER MORGAN P/P 144A 05.0000 02/15/2021 | 0.03 % |
| KINETICS/KCI USA 12.5000 11/01/2019 | 0.03 % |
| L BRANDS INC 05.6250 02/15/2022 | 0.03 % |
| LIBBEY GLASS INC 06.8750 05/15/2020 | 0.03 % |
| LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 | 0.03 % |
| MASONITE INTL C P/P 144A 08.2500 04/15/2021 | 0.03 % |
| MATTAMY GROUP CORP P/P 144A 06.5000 11/15/2020 | 0.03 % |
| MEG ENERGY CORP P/P 144A 06.5000 03/15/2021 | 0.03 % |
| NATIONAL MONEY MART USD 10.3750 12/15/2016 | 0.03 % |
| NATIONSTAR MORT/CAP CORP 06.5000 08/01/2018 | 0.03 % |
| NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 | 0.03 % |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.03 % |
| NII INTL TELECOM P/P 144A 07.8750 08/15/2019 | 0.03 % |
| NSTAR 1A C1A P/P 144A 03.2376 08/28/2038 | 0.03 % |
| NUVEEN INVESTMENTS P/P 144A 09.1250 10/15/2017 | 0.03 % |
| OFFSHORE GROUP I USD 07.1250 04/01/2023 | 0.03 % |
| OMEGA HLTHCRE INVEST 06.7500 10/15/2022 | 0.03 % |
| PETCO ANIMAL SUP P/P 144A 09.2500 12/01/2018 | 0.03 % |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.03 % |
| PHH CORP 06.3750 08/15/2021 | 0.03 % |
| POLYPORE INTL I 07.5000 11/15/2017 | 0.03 % |
| PQ CORP P/P 144A 08.7500 05/01/2018 | 0.03 % |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.03 % |
| QWEST CORP 07.2500 09/15/2025 | 0.03 % |
| RANGE RESOURCES CORP 06.7500 08/01/2020 | 0.03 % |
| RENT-A-CENTER INC 04.7500 05/01/2021 | 0.03 % |
| REP OF SRI LANKA P/P 144A 07.4000 01/22/2015 | 0.03 % |
| REPUBLIC OF GHANA P/P 144A 08.5000 10/04/2017 | 0.03 % |
| REVLON CONS TLB L+300 04.0000 08/19/2019 | 0.03 % |
| REYNOLDS GROUP 09.8750 08/15/2019 | 0.03 % |
| REYNOLDS GRP ISS/REY 05.7500 10/15/2020 | 0.03 % |
| REYNOLDS GRP ISS/REY 07.8750 08/15/2019 | 0.03 % |
| ROSETTA RESOURCES INC 05.6250 05/01/2021 | 0.03 % |
| ROYAL BK SCOTLND GRP PLC USD 06.0000 12/19/2023 | 0.03 % |
| RUB/USD 03/19/2014 JPMCB | 0.03 % |
| RUSSIA FOREIGN BOND P/P 144A 07.5000 03/31/2030 | 0.03 % |
| RYERSON INC / JOSEPH 09.0000 10/15/2017 | 0.03 % |
| SCHAEFFLER HLDG FIN P/P 144A 06.8750 08/15/2018 | 0.03 % |
| SEALED AIR CORP P/P 144A 06.5000 12/01/2020 | 0.03 % |
| SHELF DRILL MIDCO TL L+900 10.0000 10/08/2018 | 0.03 % |
| SMITHFIELD FOODS INC. 06.6250 08/15/2022 | 0.03 % |
| SPRINGLEAF FIN CORP 07.7500 10/01/2021 | 0.03 % |
| STANDARD PACIFIC CORP 06.2500 12/15/2021 | 0.03 % |
| STATE BANK INDIA LON P/P 144A 04.5000 07/27/2015 | 0.03 % |
| STEEL DYNAMICS INC 06.1250 08/15/2019 | 0.03 % |
| SUN MERGER SUB INC P/P 144A 05.2500 08/01/2018 | 0.03 % |
| SUNGARD DATA SYS INC 06.6250 11/01/2019 | 0.03 % |
| SWPTN FWD PREM LIABILITY 6MX3Y P 1.035 EUR 05/22/2014 GS | 0.03 % |
| TENET HEALTHCARE 04.3750 10/01/2021 | 0.03 % |
| TENET HEALTHCARE 04.5000 04/01/2021 | 0.03 % |
| TENET HEALTHCARE P/P 144A 06.0000 10/01/2020 | 0.03 % |
| TLMGE 2005-2A E P/P 144A 02.1646 08/26/2030 | 0.03 % |
| TRANSDIGM INC 05.5000 10/15/2020 | 0.03 % |
| TRIUMPH GROUP INC 04.8750 04/01/2021 | 0.03 % |
| UBS AG JERSEY BRANCH EUR 04.2800 04/29/2049 | 0.03 % |
| UNITED CONTINENTAL HLDGS 06.0000 12/01/2020 | 0.03 % |
| UNIVISION COMM INC. P/P 144A 08.5000 05/15/2021 | 0.03 % |
| UNIVISION COMM P/P 144A 06.8750 05/15/2019 | 0.03 % |
| USG CORP P/P 144A 05.8750 11/01/2021 | 0.03 % |
| VALEANT PHARMA TLE L+375 04.5000 06/01/2020 | 0.03 % |
| VTB BK (VTB EURASIA) P/P 144A 09.5000 12/29/2049 | 0.03 % |
| WAMU 2005-AR17 A1B2 00.5746 12/25/2045 | 0.03 % |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.03 % |
| WFRBS 2012-C9 D P/P 144A 04.8029 11/15/2045 | 0.03 % |
| 0.4825 R ISWP JPL6M P 07/18/2018 BC | 0.02 % |
| 2.05 P ISWP EURIBOR6MD R 12/18/2023 BC | 0.02 % |
| 2.534 P ISWP CDOR03 R 05/30/2023 GS | 0.02 % |
| 2.89 P ISWP FWD EURIBOR6MD R 07/03/2023 GS | 0.02 % |
| 2.895 P ISWP FWD EURIBOR6MD R 07/02/2023 GS | 0.02 % |
| 2.9075 P ISWP CDOR03 R 10/31/2023 BA | 0.02 % |
| 3.0207 P ISWP CDOR03 R 12/11/2023 BA | 0.02 % |
| AES CORPORATION 04.8750 05/15/2023 | 0.02 % |
| AFFINION INV LLC P/P 144A 13.5000 08/15/2018 | 0.02 % |
| AMSURG CORP 05.6250 11/30/2020 | 0.02 % |
| ARDENT HEALTH 1STL L+525 06.7500 05/02/2018 | 0.02 % |
| B&G FOODS INC 04.6250 06/01/2021 | 0.02 % |
| BACM 2001-1 K P/P 144A 06.1250 04/15/2036 | 0.02 % |
| BANCO BRASL (CI) P/P 144A 05.8750 01/19/2023 | 0.02 % |
| BAYER AG 05.0000 07/29/2105 | 0.02 % |
| BCAP 2012-RR10 8A3 15.1030 03/26/2036 | 0.02 % |
| BCAP 2012-RR11 5A3 11.0124 04/26/2037 | 0.02 % |
| BERRY PLASTICS CORPORATION 09.5000 05/15/2018 | 0.02 % |
| BOE MERGER CORP P/P 144A 09.5000 11/01/2017 | 0.02 % |
| BOMBARDIER INC P/P 144A 04.2500 01/15/2016 | 0.02 % |
| BOMBARDIER INC P/P 144A 06.1250 01/15/2023 | 0.02 % |
| BON-TON DEPT STORES 10.6250 07/15/2017 | 0.02 % |
| BUILDING MATERIALS P/P 144A 07.5000 03/15/2020 | 0.02 % |
| CAESARS ENTERTAINMENT OP 11.2500 06/01/2017 | 0.02 % |
| CEDAR FAIR LP/CA 05.2500 03/15/2021 | 0.02 % |
| CEDAR FAIR LP/CA W 09.1250 08/01/2018 | 0.02 % |
| CEMEX FINANCE LLC P/P 144A 09.3750 10/12/2022 | 0.02 % |
| CEMEX SAB DE CV P/P 144A 05.8750 03/25/2019 | 0.02 % |
| CEMEX SAB DE CV P/P 144A 09.5000 06/15/2018 | 0.02 % |
| CERIDIAN CORP P/P 144A 08.8750 07/15/2019 | 0.02 % |
| CHESAPEAKE ENERGY CORP 06.2500 01/15/2017 | 0.02 % |
| CHESAPEAKE MIDSTREAM 06.1250 07/15/2022 | 0.02 % |
| CHS/COMMUNITY HEALTH 08.0000 11/15/2019 | 0.02 % |
| CHURCHILL DOWNS INC P/P 144A 05.3750 12/15/2021 | 0.02 % |
| CIT GROUP INC 05.0000 08/01/2023 | 0.02 % |
| COMMERZBANK AG P/P 144A 08.1250 09/19/2023 | 0.02 % |
| CONCHO RESOURCES INC 05.5000 04/01/2023 | 0.02 % |
| CONCHO RESOURCES INC 05.5000 10/01/2022 | 0.02 % |
| CONSTELLATION BRANDS INC 06.0000 05/01/2022 | 0.02 % |
| CONTINENTAL RESOURCES 07.1250 04/01/2021 | 0.02 % |
| CONVATEC HEALTHCARE P/P 144A 07.3750 12/15/2017 | 0.02 % |
| CROWN CASTLE INTL CORP 07.1250 11/01/2019 | 0.02 % |
| CSMC 2006-C5 AX IO 00.2111 12/15/2039 | 0.02 % |
| DELPHI CORP 05.0000 02/15/2023 | 0.02 % |
| ENERGY FUTURE P/P 144A 12.2500 03/01/2022 | 0.02 % |
| EPE HLD/EP BOND P/P 144A 08.8750 12/15/2017 | 0.02 % |
| EPICOR SOFTWARE CORP 08.6250 05/01/2019 | 0.02 % |
| ESAL GMBH P/P 144A 06.2500 02/05/2023 | 0.02 % |
| FIRST DATA CORP EXT L+400 04.1640 03/24/2018 | 0.02 % |
| FMG RES AUG 2006 P/P 144A 06.8750 04/01/2022 | 0.02 % |
| FMG RESOURCES AUG P/P 144A 07.0000 11/01/2015 | 0.02 % |
| FNS 374 6 IO 05.5000 08/01/2036 | 0.02 % |
| FNS 378 19 IO 05.0000 06/01/2035 | 0.02 % |
| GANNETT CO INC P/P 144A 05.1250 07/15/2020 | 0.02 % |
| GAZPROM (GAZ CAP SA) P/P 144A 08.1460 04/11/2018 | 0.02 % |
| GETTY IMAGES TLB L+350 04.7500 10/18/2019 | 0.02 % |
| GLP CAP LP / FIN II P/P 144A 04.3750 11/01/2018 | 0.02 % |
| GRUPO TELEVISA SAB USD 06.6250 01/15/2040 | 0.02 % |
| HCA INC 07.5000 02/15/2022 | 0.02 % |
| HEALTHCARE TECH IN P/P 144A 07.3750 09/01/2018 | 0.02 % |
| HERCULES OFFSHORE P/P 144A 07.5000 10/01/2021 | 0.02 % |
| HERCULES OFFSHORE P/P 144A 08.7500 07/15/2021 | 0.02 % |
| HUNTSMAN INTERNATION 08.6250 03/15/2020 | 0.02 % |
| HUNTSMAN INTL L P/P 144A 05.1250 04/15/2021 | 0.02 % |
| IGLOO HOLDINGS CORP P/P 144A 08.2500 12/15/2017 | 0.02 % |
| IMS HEALTH INC P/P 144A 06.0000 11/01/2020 | 0.02 % |
| INTELSAT JACKSON USD 06.6250 12/15/2022 | 0.02 % |
| INTERACTIVE DATA COR 10.2500 08/01/2018 | 0.02 % |
| INTL LEASE FINANCE CORP 04.6250 04/15/2021 | 0.02 % |
| ISLE OF CAPRI CASINO 05.8750 03/15/2021 | 0.02 % |
| ISTAR FINANCIAL INC CV 03.0000 11/15/2016 | 0.02 % |
| ISTAR FINANCIAL TL L+350 04.5000 10/15/2017 | 0.02 % |
| JC PENNEY TL L+500 06.0000 05/01/2018 | 0.02 % |
| K HOVNANIAN ENTR P/P 144A 07.2500 10/15/2020 | 0.02 % |
| KION FINANCE SA P/P 144A 06.7500 02/15/2020 | 0.02 % |
| LANDRY'S HLDG II INC P/P 144A 10.2500 01/01/2018 | 0.02 % |
| LEVEL 3 FIN INC P/P 144A 06.1250 01/15/2021 | 0.02 % |
| METLIFE CAP TRST X P/P 144A 09.2500 04/08/2038 | 0.02 % |
| MGM RESORTS INTL 06.8750 04/01/2016 | 0.02 % |
| MICHAELS STORES INC 11.3750 11/01/2016 | 0.02 % |
| MPH INTERMEDIATE HLD P/P 144A 08.3750 08/01/2018 | 0.02 % |
| MULTIPLAN INC P/P 144A 09.8750 09/01/2018 | 0.02 % |
| NATIONSTAR MORT/CAP 09.6250 05/01/2019 | 0.02 % |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.02 % |
| NEWFIELD EXPLORATION CO 06.8750 02/01/2020 | 0.02 % |
| NEXEO SOLUTIONS TLB L+350 05.0000 09/30/2017 | 0.02 % |
| NOK/USD 03/19/2014 CSI-FX | 0.02 % |
| NORTHERN OIL 08.0000 06/01/2020 | 0.02 % |
| NUVEEN INVESTMENTS 2ND L+525 06.5000 02/28/2019 | 0.02 % |
| OASIS PETROLEUM INC 06.8750 01/15/2023 | 0.02 % |
| OWENS CORNING INC 09.0000 06/15/2019 | 0.02 % |
| OXEA SARL 2NDL L+725 08.2500 06/01/2020 | 0.02 % |
| PETROLEOS DE VENEZ P/P 144A 12.7500 02/17/2022 | 0.02 % |
| PETROLEOS MEXICANOS USD 06.5000 06/02/2041 | 0.02 % |
| POST HOLDINGS INC 07.3750 02/15/2022 | 0.02 % |
| RANGE RESOURCES CORP 05.0000 08/15/2022 | 0.02 % |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.02 % |
| REGENCY ENERGY PARTNERS 05.5000 04/15/2023 | 0.02 % |
| REPUBLIC OF SERBIA P/P 144A 04.8750 02/25/2020 | 0.02 % |
| REXAM PLC 06.7500 06/29/2067 | 0.02 % |
| RUSSIAN FEDERATION REGS 07.5000 03/31/2030 | 0.02 % |
| SALIX PHARMA LT P/P 144A 06.0000 01/15/2021 | 0.02 % |
| SEALED AIR CORP P/P 144A 05.2500 04/01/2023 | 0.02 % |
| SERVICE CORP INTL 07.0000 05/15/2019 | 0.02 % |
| SERVICE CORP INTL P/P 144A 05.3750 01/15/2022 | 0.02 % |
| SINCLAIR TELE 05.3750 04/01/2021 | 0.02 % |
| SM ENERGY CO 06.5000 01/01/2023 | 0.02 % |
| SM ENERGY CO 06.6250 02/15/2019 | 0.02 % |
| SPECTRUM BRANDS HLDG 06.7500 03/15/2020 | 0.02 % |
| STRIP 2003-1A N P/P 144A 05.0000 03/24/2018 | 0.02 % |
| SWPTN 6MX10Y R 2.79625 USD 05/21/2014 CS | 0.02 % |
| SWPTN FWD PREM 6MX10Y R 2.777 USD 05/22/2014 JP | 0.02 % |
| SWPTN FWD PREM LIABILITY 6MX3Y P 1.004 EUR 05/21/2014 JP | 0.02 % |
| SWPTN FWD PREM LIABILITY 6MX3Y P 1.029 EUR 05/27/2014 GS | 0.02 % |
| T-MOBILE USA INC P/P 144A 05.2500 09/01/2018 | 0.02 % |
| TELENET FINANCE V P/P 144A 06.2500 08/15/2022 | 0.02 % |
| TEXAS COMP/TCEH P/P 144A 11.5000 10/01/2020 | 0.02 % |
| THE HERTZ CORPORATION 07.5000 10/15/2018 | 0.02 % |
| THE NEIMAN MARCUS GROUP INC. 07.1250 06/01/2028 | 0.02 % |
| TIAAC 2003-1A E USD 08.0000 12/28/2038 | 0.02 % |
| TITAN INTL INC P/P 144A 06.8750 10/01/2020 | 0.02 % |
| TITN 2005-CT2A E P/P 144A 01.5672 10/23/2014 | 0.02 % |
| TRONOX INC TLB L+350 04.5000 02/26/2020 | 0.02 % |
| UKRAINE GOVERNMENT P/P 144A 07.8000 11/28/2022 | 0.02 % |
| UNITED RENTALS NORTH 07.3750 05/15/2020 | 0.02 % |
| UNITYMEDIA KABEL BW P/P 144A 09.5000 03/15/2021 | 0.02 % |
| VALEANT PHARMA P/P 144A 06.8750 12/01/2018 | 0.02 % |
| VATTENFALL TREASURY AB 05.2500 06/29/2049 | 0.02 % |
| WADDINGTON 2NDL L+725 08.5000 10/31/2020 | 0.02 % |
| WBCMT 2007-C34 IO IO 00.3366 05/15/2046 | 0.02 % |
| WEEKLEY HOMES LLC P/P 144A 06.0000 02/01/2023 | 0.02 % |
| WILLIAMS COS INC 07.8750 09/01/2021 | 0.02 % |
| WIND ACQ FIN SA P/P 144A 07.2500 02/15/2018 | 0.02 % |
| WINDSTREAM CORP 07.7500 10/01/2021 | 0.02 % |
| WPX ENERGY INC 05.2500 01/15/2017 | 0.02 % |
| 1.4675 P ISWP CHL6M R 12/04/2023 CS | 0.01 % |
| 1.47 P ISWP CHL6M R 11/20/2023 CS | 0.01 % |
| 1.475 P ISWP CHL6M R 11/07/2023 GS | 0.01 % |
| 1.4775 P ISWP CHL6M R 11/19/2023 CS | 0.01 % |
| 1.489 P ISWP CHL6M R 12/05/2023 BC | 0.01 % |
| 1.492 P ISWP CHL6M R 11/18/2023 BC | 0.01 % |
| 1.90 R ISWP FWD USL3M P 03/19/2019 | 0.01 % |
| 1.906 P ISWP EURIBOR6MD R 07/17/2023 BC | 0.01 % |
| 1.918 P ISWP EURIBOR6MD R 07/17/2023 BC | 0.01 % |
| 2.028 P ISWP EURIBOR6MD R 12/06/2023 GS | 0.01 % |
| 2.044 P ISWP EURIBOR6MD R 12/09/2023 BA | 0.01 % |
| 2.081 P ISWP EURIBOR6MD R 12/12/2023 GS | 0.01 % |
| 2.168 R ISWP EURIBOR6MD P 10/21/2023 BC | 0.01 % |
| 2.745 P ISWP SES3M R 11/12/2023 JP | 0.01 % |
| 2.9275 P ISWP CDOR03 R 11/01/2023 BA | 0.01 % |
| 3.23 R ISWP CDOR03 P 09/17/2023 JP | 0.01 % |
| ACADEMY LTD/ACADEMY P/P 144A 09.2500 08/01/2019 | 0.01 % |
| ARCELORMITTAL USD 05.0000 02/25/2017 | 0.01 % |
| ARDAGH PKG FIN P/P 144A 04.8750 11/15/2022 | 0.01 % |
| ATWOOD OCEANICS INC 06.5000 02/01/2020 | 0.01 % |
| AUTONATION INC 05.5000 02/01/2020 | 0.01 % |
| AVIS BUDGET CAR 05.5000 04/01/2023 | 0.01 % |
| BARRY CALLE SVCS P/P 144A 05.5000 06/15/2023 | 0.01 % |
| BEAZER HOMES USA 08.1250 06/15/2016 | 0.01 % |
| BERRY PLASTICS CORP 09.7500 01/15/2021 | 0.01 % |
| BON-TON DEPT STORES 08.0000 06/15/2021 | 0.01 % |
| BOYD GAMING CORPORATION 09.1250 12/01/2018 | 0.01 % |
| BURLINGTON COAT TLB2 L+325 04.2500 02/23/2017 | 0.01 % |
| CABLEVISION SYSTEMS CORP 07.7500 04/15/2018 | 0.01 % |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.01 % |
| CALPINE CORP P/P 144A 06.0000 01/15/2022 | 0.01 % |
| CBRE SERVICES INC 05.0000 03/15/2023 | 0.01 % |
| CD 2007-CD5 XS IO 144A 00.0430 11/15/2044 | 0.01 % |
| CDS PORTUGUESE OT'S 100.0 09/20/2017 BC | 0.01 % |
| CENT ELET BRASIL P/P 144A 05.7500 10/27/2021 | 0.01 % |
| CENTURYLINK INC 05.6250 04/01/2020 | 0.01 % |
| CERIDIAN CORP 12.2500 11/15/2015 | 0.01 % |
| CHAPARRAL ENERGY INC 08.2500 09/01/2021 | 0.01 % |
| CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 | 0.01 % |
| CINEMARK USA INC 07.3750 06/15/2021 | 0.01 % |
| CLAIRE'S STORES INC P/P 144A 06.1250 03/15/2020 | 0.01 % |
| CONNACHER OIL AND GA P/P 144A 08.5000 08/01/2019 | 0.01 % |
| CONSTELLATION BRANDS INC 04.2500 05/01/2023 | 0.01 % |
| CORRECTIONS CORP 04.6250 05/01/2023 | 0.01 % |
| CYRUSONE LP/CYRU 06.3750 11/15/2022 | 0.01 % |
| D.R. HORTON INC 05.7500 08/15/2023 | 0.01 % |
| EP ENER/EVEREST 07.7500 09/01/2022 | 0.01 % |
| EXIDE TECHNOLOGIES 08.6250 02/01/2018 | 0.01 % |
| FELCOR LODGING LP 05.6250 03/01/2023 | 0.01 % |
| FHR 2979 AS 23.6625 03/15/2034 | 0.01 % |
| FHR 3408 EK 25.1227 04/15/2037 | 0.01 % |
| FHR 3632 CI IO 05.0000 06/15/2038 | 0.01 % |
| FHR 3747 HI IO 04.5000 07/15/2037 | 0.01 % |
| FIRST DATA CORP P/P 144A 11.7500 08/15/2021 | 0.01 % |
| FIRSTENERGY CORP 04.2500 03/15/2023 | 0.01 % |
| FNR 2005-83 QP 16.9660 11/25/2034 | 0.01 % |
| FNS 366 22 IO 04.5000 10/01/2035 | 0.01 % |
| FNS 398 C5 IO 05.0000 05/25/2039 | 0.01 % |
| FRONTIER COMMUNICATIONS 07.6250 04/15/2024 | 0.01 % |
| G2SF 6.5 2008 | 0.01 % |
| GEN MOTORS FIN P/P 144A 04.2500 05/15/2023 | 0.01 % |
| GENON ENERGY INC 09.5000 10/15/2018 | 0.01 % |
| GRUPO TELEVISA SAB USD 06.0000 05/15/2018 | 0.01 % |
| HERTZ CORP 05.8750 10/15/2020 | 0.01 % |
| HERTZ CORP 06.2500 10/15/2022 | 0.01 % |
| IAMGOLD CORP P/P 144A 06.7500 10/01/2020 | 0.01 % |
| INFOR GLOBAL SOLUT 09.3750 04/01/2019 | 0.01 % |
| INTL LEASE FINANCE CORP 05.8750 08/15/2022 | 0.01 % |
| INTL LEASE FINANCE CORP 06.2500 05/15/2019 | 0.01 % |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.01 % |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.01 % |
| ISTAR FINANCIAL INC 04.8750 07/01/2018 | 0.01 % |
| JBS USA LLC/JBS USA P/P 144A 08.2500 02/01/2020 | 0.01 % |
| JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 | 0.01 % |
| KODIAK OIL & GAS 08.1250 12/01/2019 | 0.01 % |
| LEVEL 3 FINANCING 08.1250 07/01/2019 | 0.01 % |
| LINN ENERGY LLC/FIN 06.5000 05/15/2019 | 0.01 % |
| MEDIACOM LLC 09.1250 08/15/2019 | 0.01 % |
| MEZZ 2007-C5 X IO P/P 144A 05.4883 12/15/2049 | 0.01 % |
| MGM RESORTS INTL 06.6250 12/15/2021 | 0.01 % |
| MOMENTIVE PERFORM 10.0000 10/15/2020 | 0.01 % |
| MXN/USD 01/16/2014 BCAP-FX | 0.01 % |
| NATIONSTAR MORT/ 07.8750 10/01/2020 | 0.01 % |
| NAVISTAR TLB L+450 05.7500 08/17/2017 | 0.01 % |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.01 % |
| NIELSEN FIN LLC/CO 04.5000 10/01/2020 | 0.01 % |
| NOK/USD 03/19/2014 BCAP-FX | 0.01 % |
| NUFARM AUSTRALIA LTD P/P 144A 06.3750 10/15/2019 | 0.01 % |
| PEMEX PROJ FDG MASTER TR 06.6250 06/15/2038 | 0.01 % |
| PERTAMINA PT P/P 144A 04.8750 05/03/2022 | 0.01 % |
| PETCO HOLDINGS INC P/P 144A 08.5000 10/15/2017 | 0.01 % |
| PROVIDENT FDG/PFG P/P 144A 10.1250 02/15/2019 | 0.01 % |
| QUIKSILVER INC/QS WH 10.0000 08/01/2020 | 0.01 % |
| QWEST CORP 07.5000 10/01/2014 | 0.01 % |
| REPUBLIC OF SERBIA P/P 144A 06.7500 11/01/2024 | 0.01 % |
| REXEL SA P/P 144A 06.1250 12/15/2019 | 0.01 % |
| RITE AID CORP 08.0000 08/15/2020 | 0.01 % |
| RIVERS PITTSBURGH LP P/P 144A 09.5000 06/15/2019 | 0.01 % |
| ROC FINANCE TL L+375 05.0000 03/15/2019 | 0.01 % |
| ROOFING SUPPLY/FIN P/P 144A 10.0000 06/01/2020 | 0.01 % |
| SABINE PASS LNG LP 06.5000 11/01/2020 | 0.01 % |
| SANDRIDGE ENERGY INC 07.5000 03/15/2021 | 0.01 % |
| SBA TELECOM INC 05.7500 07/15/2020 | 0.01 % |
| SCHAEFFLER FIN BV P/P 144A 08.5000 02/15/2019 | 0.01 % |
| SEVEN GENS ENER P/P 144A 08.2500 05/15/2020 | 0.01 % |
| SMURFIT KAPPA ACQ P/P 144A 04.8750 09/15/2018 | 0.01 % |
| STEEL DYNAMICS INC 06.3750 08/15/2022 | 0.01 % |
| SUN MERGER SUB INC P/P 144A 05.8750 08/01/2021 | 0.01 % |
| SUNRISE COMM I P/P 144A 07.0000 12/31/2017 | 0.01 % |
| SUNRISE COMM I P/P 144A 07.0000 12/31/2017 | 0.01 % |
| TENNESSEE GAS PIPELINE 07.0000 10/15/2028 | 0.01 % |
| TEREX CORP 06.5000 04/01/2020 | 0.01 % |
| TERVITA CORP P/P 144A 08.0000 11/15/2018 | 0.01 % |
| TERVITA CORP P/P 144A 09.0000 11/15/2018 | 0.01 % |
| TERVITA CORP P/P 144A 10.8750 02/15/2018 | 0.01 % |
| TRANSDIGM INC 07.5000 07/15/2021 | 0.01 % |
| TRAVELPORT LLC 1STL L+500 06.2500 06/21/2019 | 0.01 % |
| TRAVELPORT TL2 2ND 08.3750 12/01/2016 | 0.01 % |
| TRW AUTOMOTIVE INC P/P 144A 04.5000 03/01/2021 | 0.01 % |
| VALEANT PHARMA P/P 144A 06.3750 10/15/2020 | 0.01 % |
| VALEANT PHARMA P/P 144A 06.7500 10/01/2017 | 0.01 % |
| VALEANT PHARMA P/P 144A 07.0000 10/01/2020 | 0.01 % |
| VIRGIN MEDIA FINANCE PLC 08.8750 10/15/2019 | 0.01 % |
| WELLS ENTERPRISE P/P 144A 06.7500 02/01/2020 | 0.01 % |
| WESCO DISTRIBUTION P/P 144A 05.3750 12/15/2021 | 0.01 % |
| WILLIAMS COS INC 07.7500 06/15/2031 | 0.01 % |
| WIND ACQ FIN S.A. REGS 07.3750 02/15/2018 | 0.01 % |
| WINDSTREAM CORP 06.3750 08/01/2023 | 0.01 % |
| 0.086 R ISWP EONIA P 09/03/2014 GS | 0.00 % |
| 0.11 R ISWP EONIA P 08/30/2014 GS | 0.00 % |
| 0.11 R ISWP EONIA P 08/31/2014 GS | 0.00 % |
| 0.403 P ISWP JPL6M R 10/03/2018 BC | 0.00 % |
| 0.403 P ISWP JPL6M R 10/03/2018 CS | 0.00 % |
| 1.4925 P ISWP CHL6M R 07/18/2023 CS | 0.00 % |
| 1.515 R ISWP CHL6M P 07/02/2023 GS | 0.00 % |
| 1.51875 R ISWP CHL6M P 10/22/2023 CS | 0.00 % |
| 1.5275 R ISWP CHL6M P 07/03/2023 GS | 0.00 % |
| 1.55 R ISWP CHL6M P 10/21/2023 GS | 0.00 % |
| 1.5825 R ISWP CHL6M P 12/19/2023 CS | 0.00 % |
| 1.5825 R ISWP CHL6M P 12/19/2023 CS | 0.00 % |
| 1.585 R ISWP CHL6M P 09/03/2023 GS | 0.00 % |
| 1.8425 R ISWP JPL6M P 10/03/2043 BC | 0.00 % |
| 1.843 R ISWP JPL6M P 10/03/2043 CS | 0.00 % |
| 10YR MINI JGB FUT MAR14 BJH4 | 0.00 % |
| 2.037 P ISWP EURIBOR6MD R 12/20/2023 GS | 0.00 % |
| 2.052 P ISWP EURIBOR6MD R 12/20/2023 BC | 0.00 % |
| 2.068 P ISWP EURIBOR6MD R 12/16/2023 GS | 0.00 % |
| 2.09 P ISWP EURIBOR6MD R 12/11/2023 GS | 0.00 % |
| 2.092 P ISWP EURIBOR6MD R 12/09/2023 GS | 0.00 % |
| 2.095 P ISWP EURIBOR6MD R 12/09/2023 BC | 0.00 % |
| 2.125 R ISWP EURIBOR6MD P 10/22/2023 JP | 0.00 % |
| 2.166 R ISWP EURIBOR6MD P 01/02/2024 GS | 0.00 % |
| 2.1675 R ISWP EURIBOR6MD P 01/02/2024 CS | 0.00 % |
| 2.171 R ISWP EURIBOR6MD P 01/02/2024 GS | 0.00 % |
| 2.771 R ISWP KRW3MCD P 07/12/2015 GS | 0.00 % |
| 2.80 R ISWP SES3M P 12/23/2023 JP | 0.00 % |
| 2.81 R ISWP SES3M P 12/23/2023 CS | 0.00 % |
| 2.84 P ISWP SES3M R 10/14/2023 GS | 0.00 % |
| 2.90 P ISWP GBL6M R 12/19/2023 BC | 0.00 % |
| 2.92 R ISWP FWD USL3M P 09/25/2023 | 0.00 % |
| 2.932 R ISWP FWD EURIBOR6MD P 07/18/2023 BC | 0.00 % |
| 3.01625 R ISWP CDOR03 P 08/06/2023 JP | 0.00 % |
| 3.07 P ISWP KRW3MCD R 07/12/2018 GS | 0.00 % |
| 3.072 R ISWP CDOR03 P 12/17/2023 JP | 0.00 % |
| 3.076 R ISWP CDOR03 P 12/13/2023 JP | 0.00 % |
| 3.0925 P ISWP FWD EURIBOR6MD R 09/03/2023 GS | 0.00 % |
| 3.10 P ISWP CDOR03 R 12/20/2023 BA | 0.00 % |
| 3.12875 P ISWP CDOR03 R 12/24/2023 BA | 0.00 % |
| 3.135 R ISWP CDOR03 P 12/19/2023 BA | 0.00 % |
| 3.15 R ISWP FWD USL3M P 03/19/2024 | 0.00 % |
| 3.20 P ISWP CDOR03 R 12/27/2023 BA | 0.00 % |
| 4.505 R ISWP AUDBB6M P 11/19/2023 JP | 0.00 % |
| 4.535 R ISWP AUDBB6M P 11/20/2023 GS | 0.00 % |
| 4.545 R ISWP AUDBB6M P 11/18/2023 CS | 0.00 % |
| 4.545 R ISWP AUDBB6M P 11/18/2023 GS | 0.00 % |
| 4.555 P ISWP AUDBB6M R 12/19/2023 BC | 0.00 % |
| 4.56 P ISWP AUDBB6M R 12/19/2023 BC | 0.00 % |
| 4.57 R ISWP AUDBB6M P 11/27/2023 BC | 0.00 % |
| 4.5925 P ISWP AUDBB6M R 12/18/2023 JP | 0.00 % |
| 4.61 P ISWP FWD AUDBB6M R 01/06/2024 BC | 0.00 % |
| 4.6165 P ISWP AUDBB6M R 12/23/2023 BC | 0.00 % |
| 4.618 P ISWP AUDBB6M R 12/23/2023 BC | 0.00 % |
| 4.6275 P ISWP AUDBB6M R 12/16/2023 BC | 0.00 % |
| 4.6275 P ISWP FWD AUDBB6M R 01/06/2024 BC | 0.00 % |
| 4.63 P ISWP AUDBB6M R 12/16/2023 CS | 0.00 % |
| 4.6375 P ISWP AUDBB6M R 12/13/2023 JP | 0.00 % |
| 4.65425 P ISWP AUDBB6M R 12/31/2023 BC | 0.00 % |
| 5.90 P ISWP JIBA3M R 07/10/2015 JP | 0.00 % |
| 7.11 R ISWP JIBA3M P 07/10/2018 JP | 0.00 % |
| AUD/USD 01/16/2014 RBSF | 0.00 % |
| AUD/USD 01/16/2014 RBSF | 0.00 % |
| AUST 10Y BOND FUT MAR14 XMH4 | 0.00 % |
| BSABS 2004-FR3 M6 05.0396 09/25/2034 | 0.00 % |
| CDS ARGENT-$DIS 500.0 01/20/2014 BC | 0.00 % |
| CDS IRISH GOVT 100.0 09/20/2017 BC | 0.00 % |
| CDS SPANISH GOV'T 100.0 09/20/2017 CS | 0.00 % |
| CINEMARK USA INC 04.8750 06/01/2023 | 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 BC | 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 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 CS | 0.00 % |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00 % |
| CONS CNT CO/CONS CNT P/P 144A 10.1250 07/15/2020 | 0.00 % |
| CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.00 % |
| CSFB 2002-CP5 M P/P 144A 05.2500 12/15/2035 | 0.00 % |
| EURO BUXL 30Y BND MAR14 UBH4 | 0.00 % |
| EURO-BOBL FUTURE MAR14 OEH4 | 0.00 % |
| EURO-BUND FUTURE MAR14 RXH4 | 0.00 % |
| FFCA 2000-1 IO IO P/P 144A 01.0319 09/18/2027 | 0.00 % |
| FHR 1208 F PO 00.0000 02/15/2022 | 0.00 % |
| FHR 3314 PO PO 00.0000 11/15/2036 | 0.00 % |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00 % |
| FHR 3626 DI IO 05.0000 11/15/2037 | 0.00 % |
| FIRST DATA TL L+400 04.1640 03/24/2017 | 0.00 % |
| FMG RES AUG 2006 P/P 144A 08.2500 11/01/2019 | 0.00 % |
| FNGT 1998-T2 A4 IO 06.5000 10/25/2036 | 0.00 % |
| FNGT 2000-T6 IO IO 00.7387 06/25/2030 | 0.00 % |
| FNGT 2001-T1 IO1 IO 00.7217 10/25/2040 | 0.00 % |
| FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00 % |
| FNR 2001-50 BI IO 00.4087 10/25/2041 | 0.00 % |
| FNR 2010-13 EI IO 05.0000 05/25/2038 | 0.00 % |
| FNS 399 2 IO 05.5000 11/25/2039 | 0.00 % |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.00 % |
| FNS 405 2 IO 04.0000 10/25/2040 | 0.00 % |
| FNW 2002-W8 IO1 IO 00.3213 06/25/2042 | 0.00 % |
| FNW 2003-W10 1 IO 02.0887 06/25/2043 | 0.00 % |
| FSPC T-56 1IO IO 00.0000 05/25/2043 | 0.00 % |
| FSPC T-56 2IO IO 00.0000 05/25/2043 | 0.00 % |
| FSPC T-56 3IO IO 00.0000 05/25/2043 | 0.00 % |
| FSPC T-56 AIO IO 00.5240 05/25/2043 | 0.00 % |
| FSPC T-57 1AX IO 00.3988 07/25/2043 | 0.00 % |
| GBP/USD 03/19/2014 UBS | 0.00 % |
| GBP/USD 03/19/2014 UBS | 0.00 % |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00 % |
| GNR 2006-64 PO PO 00.0000 04/16/2034 | 0.00 % |
| GTHIL 1995-D B2 07.4500 09/15/2025 | 0.00 % |
| GTHIL 1995-F B2 07.1000 01/15/2021 | 0.00 % |
| HERCULES OFFSHORE P/P 144A 07.1250 04/01/2017 | 0.00 % |
| IOS.FN30.300.12 R USL1M P 01/12/43 CS | 0.00 % |
| IOS.FN30.350.10 R USL1M P 01/12/41 BC | 0.00 % |
| IOS.FN30.400.09 P USL1M R 01/12/40 BA | 0.00 % |
| IOS.FN30.400.09 P USL1M R 01/12/40 CI | 0.00 % |
| IOS.FN30.400.09 P USL1M R 01/12/40 CS | 0.00 % |
| IOS.FN30.400.10 P USL1M R 01/12/41 CI | 0.00 % |
| IOS.FN30.400.10 P USL1M R 01/12/41 CI | 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 CS | 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 CS | 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 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.FN30.400.10 R USL1M P 01/12/41 CI | 0.00 % |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.00 % |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00 % |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00 % |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00 % |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00 % |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00 % |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00 % |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00 % |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00 % |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00 % |
| IOS.FN30.400.10 R USL1M P 01/12/41 RB | 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.FN30.400.11 R USL1M P 01/12/42 GS | 0.00 % |
| IOS.FN30.450.10 P USL1M R 01/12/41 BC | 0.00 % |
| IOS.FN30.450.10 P USL1M R 01/12/41 BC | 0.00 % |
| IOS.FN30.450.10 P USL1M R 01/12/41 CI | 0.00 % |
| IOS.FN30.450.10 P USL1M R 01/12/41 CI | 0.00 % |
| IOS.FN30.450.10 P USL1M R 01/12/41 CS | 0.00 % |
| IOS.FN30.450.10 P USL1M R 01/12/41 CS | 0.00 % |
| IOS.FN30.450.10 P USL1M R 01/12/41 CS | 0.00 % |
| IOS.FN30.450.10 P USL1M R 01/12/41 CS | 0.00 % |
| IOS.FN30.450.10 P USL1M R 01/12/41 CS | 0.00 % |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.00 % |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00 % |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00 % |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00 % |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00 % |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00 % |
| IOS.FN30.450.10 R USL1M P 01/12/41 JP | 0.00 % |
| IOS.FN30.450.11 R USL1M P 01/12/42 CS | 0.00 % |
| IOS.FN30.500.09 R USL1M P 01/12/40 CS | 0.00 % |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | 0.00 % |
| IOS.FN30.500.10 R USL1M P 01/12/41 BC | 0.00 % |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00 % |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00 % |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00 % |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00 % |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00 % |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00 % |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00 % |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00 % |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00 % |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00 % |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00 % |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00 % |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00 % |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00 % |
| IOS.GII30.400.10 P USL1M R 01/12/41 GS | 0.00 % |
| IOS.GII30.450.10 P USL1M R 01/12/41 BC | 0.00 % |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00 % |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00 % |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00 % |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00 % |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.00 % |
| IOS.GII30.500.10 R USL1M P 01/12/41 GS | 0.00 % |
| JPN 10Y BOND(TSE) MAR14 JBH4 | 0.00 % |
| LEVEL 3 FIN INC 07.0000 06/01/2020 | 0.00 % |
| LONE PINE RESOUR USD 10.3750 02/15/2017 | 0.00 % |
| LONG GILT FUTURE MAR14 G H4 | 0.00 % |
| MBX.FN30.350.10 R USL1M P 01/12/41 BC | 0.00 % |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.00 % |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.00 % |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.00 % |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.00 % |
| MBX.FN30.400.09 R USL1M P 01/12/40 DE | 0.00 % |
| MBX.FN30.400.10 R USL1M P 01/12/41 BC | 0.00 % |
| MBX.FN30.450.09 P USL1M R 01/12/40 GS | 0.00 % |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00 % |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00 % |
| MBX.FN30.450.10 R USL1M P 01/12/41 BC | 0.00 % |
| MBX.FN30.450.11 R USL1M P 01/12/42 CS | 0.00 % |
| MBX.FN30.500.03 R USL1M P 01/12/34 CS | 0.00 % |
| MBX.FN30.500.05 R USL1M P 01/12/36 CS | 0.00 % |
| MBX.FN30.500.08 R USL1M P 01/12/39 CS | 0.00 % |
| MBX.FN30.500.09 P USL1M R 01/12/40 GS | 0.00 % |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00 % |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00 % |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00 % |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00 % |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00 % |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00 % |
| MBX.FN30.500.09 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 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 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 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 BC | 0.00 % |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00 % |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00 % |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.00 % |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.00 % |
| MBX.FN30.550.03 R USL1M P 01/12/34 DE | 0.00 % |
| MBX.FN30.550.05 R USL1M P 01/12/36 DE | 0.00 % |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | 0.00 % |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | 0.00 % |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | 0.00 % |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | 0.00 % |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | 0.00 % |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | 0.00 % |
| MBX.FN30.550.08 R USL1M P 01/12/39 GS | 0.00 % |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | 0.00 % |
| MBX.FN30.600.08 P USL1M R 01/12/39 GS | 0.00 % |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | 0.00 % |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | 0.00 % |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | 0.00 % |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | 0.00 % |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | 0.00 % |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | 0.00 % |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | 0.00 % |
| MBX.FN30.650.67 P USL1M R 01/12/38 CS | 0.00 % |
| MBX.FN30.650.67 P USL1M R 01/12/38 DE | 0.00 % |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00 % |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00 % |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00 % |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00 % |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00 % |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00 % |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00 % |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00 % |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00 % |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00 % |
| MBX.FN30.650.67 R USL1M P 01/12/38 GS | 0.00 % |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.00 % |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.00 % |
| MEZZ 2004-C1 X IO P/P 144A 08.5904 01/15/2037 | 0.00 % |
| MLMI 1996-C2 IO IO 02.3798 11/21/2028 | 0.00 % |
| POST HOLDINGS INC P/P 144A 07.3750 02/15/2022 | 0.00 % |
| QUIKSILVER INC/QS WH P/P 144A 07.8750 08/01/2018 | 0.00 % |
| SASC 1998-RF3 AIO IO 06.1000 06/15/2028 | 0.00 % |
| SIRIUS XM HLDG INC P/P 144A 05.2500 08/15/2022 | 0.00 % |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.00 % |
| SOFTBRANDS/ATLAN 11.5000 07/15/2018 | 0.00 % |
| SPEC BND ES CORP P/P 144A 06.3750 11/15/2020 | 0.00 % |
| SPEC BRNDS ESCROW CO P/P 144A 06.6250 11/15/2022 | 0.00 % |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 0.00 % |
| TITN 2005-CT1A D P/P 144A 01.5653 07/28/2014 | 0.00 % |
| US 10YR NOTE (CBT) MAR14 TYH4 | 0.00 % |
| US 5YR NOTE (CBT) MAR14 FVH4 | 0.00 % |
| US LONG BOND(CBT) MAR14 USH4 | 0.00 % |
| 0.283 P ISWP EURIBOR3MD R 09/03/2014 GS | -0.01 % |
| 0.309 P ISWP EURIBOR3MD R 08/30/2014 GS | -0.01 % |
| 0.314 P ISWP EURIBOR3MD R 08/31/2014 GS | -0.01 % |
| 2.1125 R ISWP CDOR03 P 12/05/2018 BA | -0.01 % |
| 2.60 R ISWP SES3M P 11/29/2023 GS | -0.01 % |
| 2.635 R ISWP SES3M P 11/28/2023 CS | -0.01 % |
| 2.69 R ISWP SES3M P 12/19/2023 CS | -0.01 % |
| 2.72125 R ISWP SES3M P 12/06/2023 GS | -0.01 % |
| 2.92 R ISWP FWD EURIBOR6MD P 07/19/2023 CS | -0.01 % |
| 2.955 R ISWP CDOR03 P 11/26/2023 JP | -0.01 % |
| 3.003 R ISWP CDOR03 P 11/06/2023 JP | -0.01 % |
| 3.06 R ISWP CDOR03 P 12/09/2023 BA | -0.01 % |
| 3.063 R ISWP CDOR03 P 12/13/2023 JP | -0.01 % |
| 3.065 R ISWP CDOR03 P 12/05/2023 JP | -0.01 % |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.01 % |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01 % |
| MXN/USD 01/16/2014 BCAP-FX | -0.01 % |
| NOK/USD 03/19/2014 BCAP-FX | -0.01 % |
| 0.44750 P ISWP JPL6M R 08/28/2018 BC | -0.02 % |
| 1.102 R ISWP FWD EONIA P 08/06/2017 GS | -0.02 % |
| 1.465 R ISWP CHL6M P 11/08/2023 GS | -0.02 % |
| 1.65 R ISWP CDOR03 P 02/26/2018 JP | -0.02 % |
| 1.73 R ISWP JPL6M P 10/15/2043 BC | -0.02 % |
| 1.9825 P ISWP JPL6M R 07/18/2043 BC | -0.02 % |
| 2.9675 R ISWP CDOR03 P 11/18/2023 BA | -0.02 % |
| CDS ARGENT-$DIS 500.0 03/20/2017 DE | -0.02 % |
| NOK/USD 03/19/2014 CSI-FX | -0.02 % |
| SWPTN 6MX5Y R 1.5775 USD 05/21/2014 CS | -0.02 % |
| SWPTN FWD PREM 6MX5Y R 1.6 USD 05/22/2014 JP | -0.02 % |
| SWPTN FWD PREM LIABILITY 6MX3Y P 1.155 USD 05/21/2014 JP | -0.02 % |
| 0.85 P ISWP EURIBOR6MD R 06/28/2014 CS | -0.03 % |
| 0.915 R ISWP FWD EURIBOR6MD P 11/25/2016 CI | -0.03 % |
| 0.918 R ISWP FWD EURIBOR6MD P 12/05/2016 CS | -0.03 % |
| 0.925 R ISWP FWD EURIBOR6MD P 11/25/2016 CS | -0.03 % |
| 0.926 R ISWP FWD EURIBOR6MD P 12/04/2016 BC | -0.03 % |
| 0.942 R ISWP FWD EURIBOR6MD P 11/27/2016 GS | -0.03 % |
| 1.015 R ISWP FWD EONIA P 09/20/2017 GS | -0.03 % |
| 2.1825 P ISWP EURIBOR6MD R 09/03/2023 BC | -0.03 % |
| RUB/USD 03/19/2014 JPMCB | -0.03 % |
| SWPTN FWD PREM 6MX3Y P 1.004 EUR 05/21/2014 JP | -0.03 % |
| SWPTN FWD PREM 6MX3Y P 1.035 EUR 05/22/2014 GS | -0.03 % |
| SWPTN FWD PREM LIABILITY 6MX3Y P 1.18 USD 05/27/2014 GS | -0.03 % |
| SWPTN FWD PREM LIABILITY 6MX3Y P 1.1925 USD 05/22/2014 GS | -0.03 % |
| 3.1175 R ISWP GBL6M P 09/23/2031 GS | -0.04 % |
| GBP/USD 03/19/2014 GSFX | -0.04 % |
| SWPTN FWD PREM 6MX3Y P 1.029 EUR 05/27/2014 GS | -0.04 % |
| 2.024375 P ISWP JPL6M R 07/12/2043 BC | -0.05 % |
| 3.6 P ISWP GBL6M R 08/15/2031 BC | -0.05 % |
| AUD/USD 01/16/2014 CITI | -0.05 % |
| NOK/USD 03/19/2014 SSBT | -0.05 % |
| RUB/USD 03/19/2014 UBS | -0.05 % |
| EUR/USD 03/19/2014 RBSF | -0.06 % |
| SWPTN FWD PREM LIABILITY 6MX10Y R 2.777 USD 05/22/2014 JP | -0.06 % |
| 4.255 R ISWP FWD USL3M P 11/20/2023 | -0.08 % |
| 2.00 R ISWP FWD USL3M P 03/19/2019 | -0.09 % |
| 4.22125 R ISWP FWD USL3M P 11/21/2023 | -0.09 % |
| AUD/USD 01/16/2014 GSFX | -0.09 % |
| NOK/USD 03/19/2014 UBS | -0.09 % |
| 3.75 R ISWP FWD USL3M P 03/19/2044 | -0.10 % |
| EUR/USD 03/19/2014 HSBCB | -0.10 % |
| PLN/USD 03/19/2014 BCAP-FX | -0.10 % |
| AUD/USD 01/16/2014 DEUTB-L | -0.11 % |
| AUD/USD 01/16/2014 UBS | -0.11 % |
| NOK/USD 03/19/2014 JPMCB | -0.11 % |
| GBP/USD 03/19/2014 BCAP-FX | -0.12 % |
| JPY/USD 02/19/2014 SSBT | -0.12 % |
| AUD/USD 01/16/2014 WPAC | -0.13 % |
| BRL/USD 04/02/2014 CITI | -0.13 % |
| MXN/USD 01/16/2014 JPMCB | -0.13 % |
| MXN/USD 01/16/2014 SSBT | -0.13 % |
| TRY/USD 03/19/2014 BCAP-FX | -0.13 % |
| 0.75 R ISWP FWD USL3M P 03/19/2016 | -0.14 % |
| BRL/USD 04/02/2014 BCAP-FX | -0.14 % |
| INR/USD 02/19/2014 CSI-FX | -0.14 % |
| JPY/USD 02/19/2014 UBS | -0.14 % |
| JPY/USD 02/19/2014 WPAC | -0.14 % |
| MXN/USD 01/16/2014 RBSF | -0.14 % |
| SGD/USD 02/19/2014 SSBT | -0.15 % |
| KRW/USD 02/19/2014 CSI-FX | -0.16 % |
| PLN/USD 03/19/2014 SSBT | -0.16 % |
| SGD/USD 02/19/2014 CSI-FX | -0.16 % |
| SGD/USD 02/19/2014 UBS | -0.16 % |
| EUR/USD 03/19/2014 WPAC | -0.17 % |
| SGD/USD 02/19/2014 BANKAM | -0.17 % |
| EUR/USD 03/19/2014 UBS | -0.18 % |
| GBP/USD 03/19/2014 CITI | -0.18 % |
| MXN/USD 01/16/2014 CSI-FX | -0.18 % |
| 3.25 R ISWP FWD USL3M P 03/19/2024 | -0.19 % |
| EUR/USD 03/19/2014 GSFX | -0.19 % |
| PLN/USD 03/19/2014 DEUTB-L | -0.19 % |
| CHF/USD 03/19/2014 BANKAM | -0.20 % |
| JPY/USD 02/19/2014 CSI-FX | -0.20 % |
| CAD/USD 01/16/2014 CSI-FX | -0.21 % |
| AUD/USD 01/16/2014 SSBT | -0.22 % |
| CAD/USD 01/16/2014 CITI | -0.23 % |
| JPY/USD 02/19/2014 GSFX | -0.23 % |
| AUD/USD 01/16/2014 BCAP-FX | -0.24 % |
| AUD/USD 01/16/2014 JPMCB | -0.24 % |
| CAD/USD 01/16/2014 DEUTB-L | -0.24 % |
| CAD/USD 01/16/2014 HSBCB | -0.24 % |
| CAD/USD 01/16/2014 JPMCB | -0.24 % |
| CAD/USD 01/16/2014 RBSF | -0.24 % |
| CAD/USD 01/16/2014 SSBT | -0.24 % |
| CAD/USD 01/16/2014 WPAC | -0.24 % |
| CHF/USD 03/19/2014 SSBT | -0.24 % |
| EUR/USD 03/19/2014 JPMCB | -0.24 % |
| GBP/USD 03/19/2014 SSBT | -0.24 % |
| JPY/USD 02/19/2014 CITI | -0.24 % |
| JPY/USD 02/19/2014 RBSF | -0.24 % |
| CHF/USD 03/19/2014 BCAP-FX | -0.25 % |
| GBP/USD 03/19/2014 CSI-FX | -0.25 % |
| GBP/USD 03/19/2014 JPMCB | -0.25 % |
| MXN/USD 01/16/2014 UBS | -0.25 % |
| SEK/USD 03/19/2014 CSI-FX | -0.25 % |
| EUR/USD 03/19/2014 SSBT | -0.26 % |
| JPY/USD 02/19/2014 DEUTB-L | -0.26 % |
| EUR/USD 03/19/2014 CITI | -0.27 % |
| SEK/USD 03/19/2014 UBS | -0.27 % |
| EUR/USD 03/19/2014 DEUTB-L | -0.29 % |
| KRW/USD 02/19/2014 JPMCB | -0.29 % |
| EUR/USD 03/19/2014 CSI-FX | -0.30 % |
| CAD/USD 01/16/2014 GSFX | -0.33 % |
| SGD/USD 02/19/2014 JPMCB | -0.34 % |
| CHF/USD 03/19/2014 CITI | -0.35 % |
| KRW/USD 02/19/2014 SSBT | -0.37 % |
| CAD/USD 01/16/2014 UBS | -0.38 % |
| CHF/USD 03/19/2014 UBS | -0.38 % |
| EUR/USD 03/19/2014 BCAP-FX | -0.39 % |
| CHF/USD 03/19/2014 JPMCB | -0.41 % |
| JPY/USD 02/19/2014 BCAP-FX | -0.44 % |
| CAD/USD 01/16/2014 BCAP-FX | -0.48 % |
| CHF/USD 03/19/2014 CSI-FX | -0.57 % |
| CHF/USD 03/19/2014 DEUTB-L | -0.74 % |
Prior top 10 holdings
| Top 10 holdings as of 03/31/14 |
|---|
| Fnma Fn30 Tba 04.5000 05/01/2044 |
| Fnma Fn30 Tba 04.0000 05/01/2044 |
| Gnr 2010-9 Ui Io 05.0000 01/20/2040 |
| Republic Of Argentina Usd 07.0000 10/03/2015 |
| Argentine Republic Usd 08.2800 12/31/2033 |
| Vtb Bank (Vtb Cap P/P 144a 06.9500 10/17/2022 |
| Fhs 326 S2 Io 05.7920 03/15/2044 |
| Irish Tsy 5.5 2017 05.5000 10/18/2017 |
| Gnr 2010-9 Qi Io 04.5000 01/20/2040 |
| Cwalt 2005-38 A3 00.5043 09/25/2035 |
| Holdings represent 9.51% of portfolio |
| Top 10 holdings as of 02/28/14 |
|---|
| Fnma Fn30 Tba 04.0000 03/01/2044 |
| Fnma Fn30 Tba 04.5000 03/01/2044 |
| Gnr 2010-9 Ui Io 05.0000 01/20/2040 |
| Republic Of Argentina Usd 07.0000 10/03/2015 |
| Argentine Republic Usd 08.2800 12/31/2033 |
| Fhs 326 S2 Io 04.0000 03/15/2044 |
| Irish Tsy 5.5 2017 05.5000 10/18/2017 |
| Gnr 2010-9 Qi Io 04.5000 01/20/2040 |
| Fhr 4240 Io 05.8455 08/15/2043 |
| Wamu 2005-Ar13 A1c3 00.6455 10/25/2045 |
| Holdings represent 10.39% of portfolio |
| Top 10 holdings as of 01/31/14 |
|---|
| Fnma Fn30 Tba 04.0000 02/01/2044 |
| Fnma Fn30 Tba 04.5000 02/01/2044 |
| Gnr 2010-9 Ui Io 05.0000 01/20/2040 |
| Fnma Fn30 Tba 03.0000 02/01/2044 |
| Gnr 2010-9 Qi Io 04.5000 01/20/2040 |
| Irish Tsy 5.5 2017 05.5000 10/18/2017 |
| Republic Of Argentina Usd 07.0000 10/03/2015 |
| Fhr 4240 Io 05.8400 08/15/2043 |
| Petroleos De Venezuela S Usd 04.9000 10/28/2014 |
| Fhs 311 S1 Io 05.7900 08/15/2043 |
| Holdings represent 9.87% of portfolio |
| Top 10 holdings as of 12/31/13 |
|---|
| Fnma Fn30 Tba 04.0000 01/01/2044 |
| Gnr 2010-9 Ui Io 05.0000 01/20/2040 |
| Republic Of Argentina Usd 07.0000 10/03/2015 |
| Irish Tsy 5.5 2017 05.5000 10/18/2017 |
| Fnma Fn30 Tba 03.0000 01/01/2044 |
| Fhs 311 S1 Io 05.7834 08/15/2043 |
| Wamu 2005-Ar13 A1c3 00.6546 10/25/2045 |
| Gnr 2010-9 Xd Io 06.4334 01/16/2040 |
| Fhr 4240 Io 05.8334 08/15/2043 |
| Petroleos De Venezuela S Usd 04.9000 10/28/2014 |
| Holdings represent 10.31% of portfolio |
Fixed income statistics as of 03/31/14
| Average effective maturity | 5.36 yrs. |
|---|---|
| Average effective duration | -0.99 yrs. |
| Average yield to maturity | 5.97% |
| Average coupon | 5.09% |
| Average price | $82.72 |
Average effective maturity depends on the maturity of the underlying bonds within each fund. The longer the maturity, the greater the interest-rate risk.
Average effective duration provides a measure of a fund's interest-rate sensitivity. The longer a fund's duration, the more sensitive the fund is to shifts in interest rates.
Average yield to maturity is the weighted average of the yield to maturities of all the bonds in a portfolio. The yield to maturity of an individual bond is the anticipated rate of return if the bond is held to maturity and all coupons are reinvested at the same rate of return as the bond's current yield.
Average coupon is the weighted average coupon rate of each bond in the portfolio.
Average price is the weighted average of the price of each bond in the portfolio.
Duration to worst is the weighted average of the duration to worst value of each bond in the portfolio. Duration to worst is the duration of a bond computed using the bond's nearest call date or maturity, whichever comes first.
Sector weightings as of 03/31/14
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| High-yield corporate bonds | 24.45% | 0.97 | 0.00% | 0.00 | 24.45% | 0.97 |
| Agency CMO | 20.11% | 0.76 | 1.56% | 0.08 | 21.67% | 0.84 |
| Commercial MBS | 16.59% | 0.63 | 1.18% | 0.08 | 17.77% | 0.71 |
| Net cash | 11.04% | 0.00 | 0.00% | 0.00 | 11.04% | 0.00 |
| Residential MBS (non-agency) | 9.82% | 0.53 | 0.00% | 0.00 | 9.82% | 0.53 |
| Emerging-market bonds | 9.66% | 0.40 | 0.03% | 0.00 | 9.70% | 0.40 |
| Agency pass-through | 0.81% | 0.05 | 5.43% | 0.57 | 6.24% | 0.62 |
| International Treasury/agency | 3.97% | 0.41 | -0.21% | -0.21 | 3.76% | 0.20 |
| Bank loans | 1.91% | 0.08 | 0.00% | 0.00 | 1.91% | 0.08 |
| Investment-grade corporate bonds | 1.61% | 0.09 | 0.00% | 0.00 | 1.61% | 0.09 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -2.65 | 0.00% | -2.65 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -1.39 | 0.00% | -1.39 |
Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury sector where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a fund's interest-rate sensitivity. The longer a fund's duration, the more sensitive the fund is to shifts in interest rates.
Maturity detail as of 03/31/14
| 0 - 1 yr. | 3.29% |
|---|---|
| 1 - 5 yrs. | 23.65% |
| 5 - 10 yrs. | 65.69% |
| 10 - 15 yrs. | 3.54% |
| Over 15 yrs. | 3.83% |
Quality rating as of 03/31/14
| AAA | 20.82% |
|---|---|
| AA | 0.42% |
| A | 1.16% |
| BBB | 14.80% |
| BB | 17.88% |
| B | 20.09% |
| CCC and Below | 12.20% |
| Not Rated | 1.59% |
| Net cash | 11.04% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Expenses
Expense ratio |
Class A | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|---|
| Total expense ratio | 0.99% | 1.74% | 1.74% | 1.24% | 1.24% | 0.71% | 0.64% | 0.74% |
| What you pay | 0.99% | 1.74% | 1.74% | 1.24% | 1.24% | 0.71% | 0.64% | 0.74% |
Sales charge
| Investment Breakpoint | Class A | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|---|
| $0-$49,999 | 4.00% | -- | -- | 3.25% | -- | -- | -- | -- |
| $50,000-$99,999 | 4.00% | -- | -- | 2.25% | -- | -- | -- | -- |
| $100,000-$249,999 | 3.25% | -- | -- | 1.25% | -- | -- | -- | -- |
| $250,000-$499,999 | 2.50% | -- | -- | 1.00% | -- | -- | -- | -- |
| $500,000-$999,999 | -- | -- | -- | -- | -- | -- | -- | -- |
| $1M-$4M | -- | -- | -- | -- | -- | -- | -- | -- |
| $4M-$50M | -- | -- | -- | -- | -- | -- | -- | -- |
| $50M+ | -- | -- | -- | -- | -- | -- | -- | -- |
CDSC
|
Class A
(sales for $500,000+) |
Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- | -- |
| 9 to 12 mts. | -- | 5.00% | 1.00% | -- | -- | -- | -- | -- |
| 2 yrs. | -- | 4.00% | -- | -- | -- | -- | -- | -- |
| 3 yrs. | -- | 3.00% | -- | -- | -- | -- | -- | -- |
| 4 yrs. | -- | 3.00% | -- | -- | -- | -- | -- | -- |
| 5 yrs. | -- | 2.00% | -- | -- | -- | -- | -- | -- |
| 6 yrs. | -- | 1.00% | -- | -- | -- | -- | -- | -- |
| 7+ yrs. | -- | -- | -- | -- | -- | -- | -- | -- |
Yield more closely reflects current performance than total return.
The Barclays U.S. Aggregate Bond Index is an unmanaged index of U.S. investment-grade fixed-income securities. Securities in the fund do not match those in the indexes and performance of the fund will differ. It is not possible to invest directly in an index.
Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. 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 and the risk that they may increase in value less when interest rates decline and decline in value more when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. Bond prices may fall or fail to rise over time for several reasons, including general financial market conditions and factors related to a specific issuer or industry. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of net assets as of the date indicated above. A bond rated Baa or higher (Prime-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor`s, Moody`s and Fitch. Short-term cash bonds are included in the net cash category. Ratings and portfolio credit quality will vary over time. Credit quality includes the fixed-income portion of the portfolio. Derivative instruments, including currency forwards, are only included to the extent of any unrealized gain or loss on such instruments and are shown in the net cash category. The fund itself has not been rated by an independent rating agency.
You can lose money by investing in a fund. Any given fund may not achieve its goal, and is not intended as a complete investment program. All funds have risk. The value and/or returns of a portfolio will fluctuate with market conditions. You may have more or less than the original amount invested when you redeem your shares.