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Dynamic Asset Allocation Balanced Fund (PABAX)
A globally diversified fund pursuing a balance of growth and income
See the benefit of diversifying with a single fund.- Highlights
- Performance
- Holdings
- Expenses
Summary
Fund price |
Yesterday's close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$13.96
-0.57% ( $-0.08 ) |
$14.73
(11/03/15) |
$12.49
(02/11/16) |
Management team
(pictured left to right)
James A. Fetch (industry since 1994)Robert J. Kea, CFA (industry since 1988)
Robert J. Schoen (industry since 1990)
Jason R. Vaillancourt, CFA (industry since 1993)
Strategy and process
- More than 10 asset classes: The fund holds a variety of investments in all market conditions to be positioned to benefit from a wide range of opportunities.
- Individual securities: The managers select individual stocks and bonds, not other funds, to finely tune the portfolio and avoid overlap in holdings.
- Active rebalancing: The managers proactively pursue opportunities and regularly rebalance the portfolio to maintain a consistent risk profile.
Manager commentary | Q2 2016
Fed eyes labor market in rate hike question
Jason Vaillancourt, Co-Head of Global Asset Allocation, talks about labor market trends that influence the Fed's policy decisions.
Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. To obtain the most recent month-end performance, visit putnam.com.
Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Absolute Return 500 Fund and 700 Fund, and 4.00% and 3.25% for income funds (1.00% and 0.75% for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, R, T, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A, M, and T shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Performance
Consistency of positive performance over five years
Performance represents 5-year returns in rolling quarter-end periods since inception.
17.49%
Best 5-year annualized return
(for period ending 12/31/99)
-3.46%
Worst 5-year annualized return
(for period ending 03/31/09)
6.27%
Average 5-year annualized return
Dots represent 5-year returns in rolling quarter-end periods since inception.
65 positive 5-year periods
5 negative 5-year periods
| 93% | |
| 7% |
Performance shown above does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please see below.
Total return (%) as of 06/30/16
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | -0.90% | 7.52% | 7.48% | 5.57% |
| After sales charge | -6.59% | 5.42% | 6.22% | 4.95% |
| Russell 3000 Index | 2.14% | 11.13% | 11.60% | 7.40% |
| Cumulative performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | -0.90% | 24.31% | 43.46% | 71.93% |
| After sales charge | -6.59% | 17.16% | 35.21% | 62.04% |
Annual performance as of 06/30/16
| 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Before sales charge | 12.62% | 1.89% | -33.21% | 35.20% | 14.36% | -0.62% | 14.14% | 19.00% | 9.44% | 0.30% |
| Russell 3000 Index | 15.72% | 5.14% | -37.31% | 28.34% | 16.93% | 1.03% | 16.42% | 33.55% | 12.56% | 0.48% |
Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. To obtain the most recent month-end performance, visit putnam.com.
Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Absolute Return 500 Fund and 700 Fund, and 4.00% and 3.25% for income funds (1.00% and 0.75% for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, R, T, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A, M, and T shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
For each fund with at least a three-year history, Morningstar calculates a Morningstar Rating based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a fund's monthly performance (including the effects of sales charges, loads, and redemption fees), placing more emphasis on downward variations and rewarding consistent performance. The top 10% of funds in each category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. (Each share class is counted as a fraction of one fund within this scale and rated separately, which may cause slight variations in the distribution percentages.) The Overall Morningstar Rating for a fund is derived from a weighted average of the performance figures associated with its 3-, 5-, and 10-year (if applicable) Morningstar Rating metrics. Data is historical. Past performance is no guarantee of future results.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
Top 10 holdings as of 08/31/16
| Gnma Gii30 Tba 03.5000 09/01/2046 | 3.22% |
|
|---|---|---|
| Fnma Fn30 Tba 04.0000 09/01/2046 | 3.02% |
|
| Fnma Fn30 Tba 03.0000 09/01/2046 | 2.19% |
|
| Fnma Fn15 Tba 03.0000 09/01/2031 | 1.75% |
|
| Alphabet Inc-Cl A Sedol Byvy8g0 | 1.36% |
|
| Microsoft Corp Sedol 2588173 | 1.23% |
|
| Fnma Fn30 Tba 06.0000 09/01/2046 | 1.21% |
|
| Jpmorgan Chase & Co Sedol 2190385 | 1.09% |
|
| Johnson & Johnson Sedol 2475833 | 1.04% |
|
| Verizon Communications Inc Sedol 2090571 | 1.00% |
|
| Top 10 holdings, percent of portfolio | 17.11% |
|
Full portfolio holdings as of 06/30/16
| FNMA FN30 TBA 04.0000 08/01/2046 | 3.15% |
|---|---|
| FNMA FN15 TBA 03.0000 07/01/2031 | 1.68% |
| GNMA GII30 TBA 03.5000 08/01/2046 | 1.61% |
| GNMA GII30 TBA 03.5000 07/01/2046 | 1.56% |
| JOHNSON & JOHNSON | 1.35% |
| MICROSOFT CORP | 1.35% |
| FNMA FN30 TBA 06.0000 07/01/2046 | 1.21% |
| VERIZON COMMUNICATIONS INC | 1.12% |
| FNMA FN30 TBA 03.0000 07/01/2046 | 1.05% |
| JPMORGAN CHASE & CO | 1.01% |
| APPLE INC | 1.00% |
| FNMA FN30 TBA 03.0000 08/01/2046 | 1.00% |
| HOME DEPOT INC | 0.89% |
| WAL-MART STORES INC | 0.85% |
| AMGEN INC | 0.77% |
| BOEING CO/THE | 0.77% |
| ALTRIA GROUP INC | 0.73% |
| OCCIDENTAL PETROLEUM CORP | 0.73% |
| ALPHABET INC-CL A | 0.71% |
| LOWES COMPANIES INC | 0.71% |
| GILEAD SCIENCES INC | 0.70% |
| PEPSICO INC | 0.66% |
| ENTERGY CORP | 0.59% |
| EBAY INC | 0.57% |
| DR PEPPER SNAPPLE GROUP INC | 0.54% |
| NVIDIA CORP | 0.53% |
| AMERISOURCEBERGEN CORP | 0.52% |
| ANTHEM INC | 0.51% |
| ADOBE SYSTEMS INC | 0.50% |
| CITIGROUP INC | 0.50% |
| LYONDELLBASELL INDU-CL A | 0.50% |
| UNITED PARCEL SERVICE-CL B | 0.49% |
| DISCOVERY COMMUNICATIONS-A | 0.48% |
| AMAZON.COM INC | 0.47% |
| PRUDENTIAL FINANCIAL INC | 0.46% |
| L-3 COMMUNICATIONS HLDGS INC | 0.45% |
| STARBUCKS CORP | 0.45% |
| DELTA AIR LINES INC | 0.44% |
| SYNCHRONY FINANCIAL | 0.41% |
| SCHLUMBERGER LTD | 0.40% |
| ALLSTATE CORP | 0.39% |
| MORGAN STANLEY | 0.39% |
| CR BARD INC | 0.35% |
| HALLIBURTON CO | 0.35% |
| CROWN HOLDINGS INC | 0.33% |
| PPL CORP | 0.32% |
| JUNIPER NETWORKS INC | 0.31% |
| MCKESSON CORP | 0.31% |
| NIKE INC -CL B | 0.30% |
| WELLS FARGO & CO | 0.30% |
| GLOBAL PAYMENTS INC | 0.29% |
| UGI CORP | 0.29% |
| KROGER CO | 0.28% |
| MASCO CORP | 0.28% |
| ZOETIS INC | 0.28% |
| AGILENT TECHNOLOGIES INC | 0.27% |
| BANK OF NEW YORK MELLON CORP | 0.27% |
| CLOROX COMPANY | 0.27% |
| COMPUTER SCIENCES CORP | 0.26% |
| CAMPBELL SOUP CO | 0.25% |
| CARDINAL HEALTH INC | 0.25% |
| ESTEE LAUDER COMPANIES-CL A | 0.25% |
| CARTERS INC | 0.24% |
| MAXIM INTEGRATED PRODUCTS | 0.24% |
| SIRIUS XM HOLDINGS INC | 0.24% |
| XEROX CORP | 0.24% |
| APPLIED MATERIALS INC | 0.23% |
| RAYTHEON COMPANY | 0.23% |
| WASTE MANAGEMENT INC | 0.23% |
| ALLISON TRANSMISSION HOLDING | 0.22% |
| EDISON INTERNATIONAL | 0.22% |
| AMDOCS LTD | 0.21% |
| CBRE GROUP INC - A | 0.21% |
| VALERO ENERGY CORP | 0.21% |
| AMERIPRISE FINANCIAL INC | 0.20% |
| E*TRADE FINANCIAL CORPORATION | 0.20% |
| TESORO CORP | 0.20% |
| LEIDOS HOLDINGS INC | 0.19% |
| PVH CORP | 0.19% |
| SEALED AIR CORP | 0.19% |
| HOLOGIC INC | 0.18% |
| LINCOLN NATIONAL CORP | 0.18% |
| ANNALY CAPITAL MANAGEMENT IN | 0.17% |
| COCA-COLA EUROPEAN PARTNERS | 0.17% |
| VERIZON COMM 04.5220 09/15/2048 | 0.17% |
| CISCO SYSTEMS INC | 0.16% |
| GENERAL GROWTH PROPERTIES | 0.16% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.16% |
| QUANTA SERVICES INC | 0.16% |
| RED HAT INC | 0.16% |
| AMERICAN CAPITAL AGENCY CORP | 0.15% |
| EXXON MOBIL CORP | 0.15% |
| INTUIT INC | 0.15% |
| NOVARTIS AG-REG | 0.15% |
| SANOFI | 0.15% |
| GLAXOSMITHKLINE PLC | 0.14% |
| MOTOROLA SOLUTIONS INC | 0.14% |
| ROCHE HOLDING AG-GENUSSCHEIN | 0.14% |
| KAR AUCTION SERVICES INC | 0.13% |
| LEAR CORP | 0.13% |
| TOTAL SA | 0.13% |
| ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 | 0.12% |
| BRITISH AMERICAN TOBACCO PLC | 0.12% |
| CHARLES RIVER LABORATORIES | 0.12% |
| GE CAP INTL FUNDING P/P 144A 04.4180 11/15/2035 | 0.12% |
| GENERAL DYNAMICS CORP | 0.12% |
| GOODYEAR TIRE & RUBBER CO | 0.12% |
| NEWFIELD EXPLORATION CO | 0.12% |
| REGIONS FINANCIAL CORP | 0.12% |
| SPST 2016-1 A 01.4533 02/25/2017 | 0.12% |
| VINCI SA | 0.12% |
| VOYA FINANCIAL INC | 0.12% |
| WPP PLC | 0.12% |
| AMERICAN ELECTRIC POWER | 0.11% |
| CGPUTQL2 R USL3M P 12/16/16 CI | 0.11% |
| IMPERIAL BRANDS PLC | 0.11% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.11% |
| JPMCC 2006-LDP8 AJ 05.4800 05/15/2045 | 0.11% |
| MACY'S INC | 0.11% |
| NABORS INDUSTRIES LTD | 0.11% |
| NIPPON TELEGRAPH & TELEPHONE | 0.11% |
| REALOGY HOLDINGS CORP | 0.11% |
| SIEMENS AG | 0.11% |
| STARWOOD PROPERTY TRUST INC | 0.11% |
| UBS GROUP FUNDING P/P 144A 03.0000 04/15/2021 | 0.11% |
| 21ST CENTURY FOX AMERICA 07.7500 12/01/2045 | 0.10% |
| ASTELLAS PHARMA INC | 0.10% |
| B/E AEROSPACE INC | 0.10% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.10% |
| BASF SE | 0.10% |
| BROCADE COMMUNICATIONS SYS | 0.10% |
| CAS 2015-C04 1M2 06.1533 04/25/2028 | 0.10% |
| ORBITAL ATK INC | 0.10% |
| ROWAN COMPANIES PLC-A | 0.10% |
| SIX FLAGS ENTERTAINMENT CORP | 0.10% |
| SWISS RE AG | 0.10% |
| VIACOM INC-CLASS B | 0.10% |
| VISTEON CORP | 0.10% |
| VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 | 0.10% |
| ALLIANZ SE-REG | 0.09% |
| ASTRAZENECA PLC | 0.09% |
| AXALTA COATING SYSTEMS LTD | 0.09% |
| BNP PARIBAS | 0.09% |
| CHARTER COMM OPT LLC P/P 144A 06.4840 10/23/2045 | 0.09% |
| IBERDROLA SA | 0.09% |
| JAPANESE YEN CALL ACCOUNT | 0.09% |
| NCR CORPORATION | 0.09% |
| NISOURCE INC | 0.09% |
| PETROLEOS MEXICANOS USD 04.5000 01/23/2026 | 0.09% |
| POPULAR INC | 0.09% |
| ROPER TECHNOLOGIES INC | 0.09% |
| SERVICEMASTER GLOBAL HOLDING | 0.09% |
| SIMON PROPERTY GROUP INC | 0.09% |
| SPIRIT AEROSYSTEMS HOLD-CL A | 0.09% |
| SUMITOMO MITSUI FINANCIAL GR | 0.09% |
| XYLEM INC | 0.09% |
| 3I GROUP PLC | 0.08% |
| ALLEGION PLC | 0.08% |
| APARTMENT INVT & MGMT CO -A | 0.08% |
| CAMDEN PROPERTY TRUST | 0.08% |
| CAS 2016-C03 2M2 06.3533 10/25/2028 | 0.08% |
| CENTRAL JAPAN RAILWAY CO | 0.08% |
| CHIMERA INVESTMENT CORP | 0.08% |
| COMPASS GROUP PLC | 0.08% |
| CWALT 2006-OA10 4A1 00.6433 08/25/2046 | 0.08% |
| DAIMLER FIN NA LLC P/P 144A 02.3750 08/01/2018 | 0.08% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 | 0.08% |
| EDGEWELL PERSONAL CARE CO | 0.08% |
| ELEC DE FRANCE P/P 144A 05.2500 01/29/2049 | 0.08% |
| GRAPHIC PACKAGING HOLDING CO | 0.08% |
| LIBERTY SIRIUSXM GROUP-A | 0.08% |
| MID-AMERICA APARTMENT COMM | 0.08% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.08% |
| SAMSUNG ELECTRONICS CO LTD | 0.08% |
| VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 | 0.08% |
| AIR LEASE CORP 03.3750 06/01/2021 | 0.07% |
| ANHEUSER-BUSCH INBEV 08.2000 01/15/2039 | 0.07% |
| AXA SA | 0.07% |
| BROADRIDGE FINANCIAL SOLUTIO | 0.07% |
| CANADIAN NATURAL RESOURCE USD 05.7000 05/15/2017 | 0.07% |
| COCA-COLA AMATIL LTD | 0.07% |
| COMM 2014-CR18 C 04.8956 07/15/2047 | 0.07% |
| HSBC FINANCE CORP 06.6760 01/15/2021 | 0.07% |
| HSBC HOLDINGS PLC | 0.07% |
| INVESTOR AB-B SHS | 0.07% |
| KAO CORP | 0.07% |
| KONINKLIJKE AHOLD NV | 0.07% |
| MIZUHO FINANCIAL GROUP INC | 0.07% |
| MUENCHENER RUECKVER AG-REG | 0.07% |
| NATIONAL AUSTRALIA B P/P 144A 01.3466 12/09/2019 | 0.07% |
| NESTLE SA-REG | 0.07% |
| NEWS CORP - CLASS A | 0.07% |
| NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 | 0.07% |
| NUANCE COMMUNICATIONS INC | 0.07% |
| OMV AG | 0.07% |
| RELIANCE STEEL & ALUMINUM | 0.07% |
| TIME WARNER INC 02.9500 07/15/2026 | 0.07% |
| VODAFONE GROUP PLC USD 01.2500 09/26/2017 | 0.07% |
| ALLIED WORLD ASSURANCE CO | 0.06% |
| ALTRIA GROUP INC 02.8500 08/09/2022 | 0.06% |
| AMERICAN EXPRESS CO 06.1500 08/28/2017 | 0.06% |
| ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 | 0.06% |
| ANHEUSER-BUSCH INBEV SA/NV | 0.06% |
| BANK OF AMERICA CORP 02.0000 01/11/2018 | 0.06% |
| BWX TECHNOLOGIES INC | 0.06% |
| CAESARS ENT OPER TLB6B L+675 07.0052 03/01/2017 | 0.06% |
| CARLISLE COS INC | 0.06% |
| CDX CDX.NA.IG.26 100.0 06/20/2021 | 0.06% |
| CWALT 2006-OA7 1A2 01.3771 06/25/2046 | 0.06% |
| DAI NIPPON PRINTING CO LTD | 0.06% |
| DEUTSCHE POST AG-REG | 0.06% |
| DIAGEO CAPITAL PLC USD 01.5000 05/11/2017 | 0.06% |
| ELEC DE FRANCE P/P 144A 05.6250 12/29/2049 | 0.06% |
| ENERGIZER HOLDINGS INC | 0.06% |
| EQUITY LIFESTYLE PROPERTIES | 0.06% |
| FORD MOTOR CREDIT CO LLC 08.1250 01/15/2020 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.06% |
| HOLLYFRONTIER CORP | 0.06% |
| IDEX CORP | 0.06% |
| JAZZ PHARMACEUTICALS PLC | 0.06% |
| KROGER CO/THE 06.9000 04/15/2038 | 0.06% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.06% |
| MFA FINANCIAL INC | 0.06% |
| MITSUBISHI ELECTRIC CORP | 0.06% |
| MITSUBISHI UFJ FINANCIAL GRO | 0.06% |
| OMNICOM GROUP INC 03.6000 04/15/2026 | 0.06% |
| ORACLE CORP 02.6500 07/15/2026 | 0.06% |
| ORIX CORP | 0.06% |
| PETROLEOS MEXICANOS USD 05.5000 01/21/2021 | 0.06% |
| REINSURANCE GROUP OF AMERICA | 0.06% |
| REP OF ARGENTINA P/P 144A 07.5000 04/22/2026 | 0.06% |
| ROYAL DUTCH SHELL PLC-B SHS | 0.06% |
| SKY PLC | 0.06% |
| URBAN OUTFITTERS INC | 0.06% |
| VCA INC | 0.06% |
| VODAFONE GROUP PLC | 0.06% |
| WAL-MART STORES INC 06.5000 08/15/2037 | 0.06% |
| AIA GROUP LTD | 0.05% |
| AMERICAN EXPRESS CO 08.1250 05/20/2019 | 0.05% |
| AMERICAN FINANCIAL GROUP INC | 0.05% |
| AMERICAN TOWER CORP 04.0000 06/01/2025 | 0.05% |
| ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 | 0.05% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.05% |
| BANCO SANTANDER SA | 0.05% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.05% |
| BIOGEN INC 03.6250 09/15/2022 | 0.05% |
| BNP PARIBAS USD 01.3750 03/17/2017 | 0.05% |
| BRAMBLES LTD | 0.05% |
| BT GROUP PLC | 0.05% |
| BUNGE LTD | 0.05% |
| CDX CDX.NA.HY.25 500.0 12/20/2020 | 0.05% |
| CLP HOLDINGS LTD | 0.05% |
| COMCAST CORP 06.9500 08/15/2037 | 0.05% |
| COMMONWEALTH BK AUSTR NY 01.1250 03/13/2017 | 0.05% |
| CORELOGIC INC | 0.05% |
| CSRA INC | 0.05% |
| DEUTSCHE BANK AG LONDON USD 06.0000 09/01/2017 | 0.05% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.05% |
| DUKE REALTY CORP | 0.05% |
| DYCOM INDUSTRIES INC | 0.05% |
| E.ON SE | 0.05% |
| ENDESA S.A. | 0.05% |
| FNMA FN30 BC1155 03.0000 06/01/2046 | 0.05% |
| FNMA FN30 TBA 03.5000 07/01/2046 | 0.05% |
| FORD MOTOR COMPANY 07.4500 07/16/2031 | 0.05% |
| GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 | 0.05% |
| GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 | 0.05% |
| GSMS 2011-GC3 D P/P 144A 05.8206 03/10/2044 | 0.05% |
| GSMS 2013-GC12 C 04.1790 06/10/2046 | 0.05% |
| GSMS 2013-GC12 D P/P 144A 04.6145 06/10/2046 | 0.05% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.05% |
| JAPAN TOBACCO INC | 0.05% |
| JPMCC 2012-C6 E P/P 144A 05.3647 05/15/2045 | 0.05% |
| JPMORGAN CHASE & CO 07.9000 12/29/2049 | 0.05% |
| KELLOGG CO 03.2500 04/01/2026 | 0.05% |
| KERRY GROUP PLC-A | 0.05% |
| KEYCORP 02.3000 12/13/2018 | 0.05% |
| KINGFISHER PLC | 0.05% |
| LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 | 0.05% |
| MORGAN STANLEY 04.7500 03/22/2017 | 0.05% |
| NORTHROP GRUMMAN CORP | 0.05% |
| NTT DOCOMO INC | 0.05% |
| ORANGE | 0.05% |
| PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 | 0.05% |
| PROVINCIA DE BUENOS P/P 144A 09.3750 09/14/2018 | 0.05% |
| RECKITT BENCKISER GROUP PLC | 0.05% |
| REPUBLIC OF SOUTH AFRICA USD 04.6650 01/17/2024 | 0.05% |
| RESONA HOLDINGS INC | 0.05% |
| ROYAL DUTCH SHELL PLC-A SHS | 0.05% |
| ROYAL DUTCH SHELL PLC-A SHS | 0.05% |
| TWO HARBORS INVESTMENT CORP | 0.05% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.05% |
| WFRBS 2011-C2 D P/P 144A 05.7875 02/15/2044 | 0.05% |
| YANGZIJIANG SHIPBUILDING | 0.05% |
| ABBVIE INC 01.7500 11/06/2017 | 0.04% |
| ABBVIE INC 02.5000 05/14/2020 | 0.04% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.04% |
| ADVANCED ENERGY INDUSTRIES | 0.04% |
| AES CORP/VA 05.5000 04/15/2025 | 0.04% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.04% |
| AMAZON.COM INC 01.2000 11/29/2017 | 0.04% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.04% |
| AMGEN INC 02.1250 05/15/2017 | 0.04% |
| AMGEN INC 03.4500 10/01/2020 | 0.04% |
| ASPEN INSURANCE HOLDINGS LTD | 0.04% |
| ASTRAZENECA PLC USD 05.9000 09/15/2017 | 0.04% |
| AT&T INC 01.7000 06/01/2017 | 0.04% |
| AT&T INC 03.4000 05/15/2025 | 0.04% |
| AT&T INC 04.7500 05/15/2046 | 0.04% |
| ATOS SE | 0.04% |
| BANK OF MONTREAL USD 02.5000 01/11/2017 | 0.04% |
| BANK OF NOVA SCOTIA USD 01.3750 12/18/2017 | 0.04% |
| BANK OF NOVA SCOTIA USD 02.0500 10/30/2018 | 0.04% |
| BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 | 0.04% |
| BAYER AG-REG | 0.04% |
| BK TOKYO-MITSUBISHI P/P 144A 01.2000 03/10/2017 | 0.04% |
| BP CAPITAL MARKETS PLC USD 01.8460 05/05/2017 | 0.04% |
| BP PLC | 0.04% |
| BRUKER CORP | 0.04% |
| CABOT CORP | 0.04% |
| CHEMED CORP | 0.04% |
| CHEVRON CORP 01.1040 12/05/2017 | 0.04% |
| CISCO SYSTEMS INC 03.1500 03/14/2017 | 0.04% |
| COMCAST CORPORATION 06.5000 01/15/2017 | 0.04% |
| COMM 2007-C9 AJFL P/P 144A 01.1353 12/10/2049 | 0.04% |
| COMM 2013-LC13 AM P/P 144A 04.5570 08/10/2046 | 0.04% |
| COMM 2014-UBS6 C 04.6143 12/10/2047 | 0.04% |
| COMMERZBANK AG P/P 144A 08.1250 09/19/2023 | 0.04% |
| CONOCOPHILLIPS COMPANY 01.0500 12/15/2017 | 0.04% |
| COOPERATIEVE RABOBANK UA USD 03.3750 01/19/2017 | 0.04% |
| COVIDIEN INTlL FIN USD 06.0000 10/15/2017 | 0.04% |
| CSAIL 2015-C1 D P/P 144A 03.9439 04/15/2050 | 0.04% |
| CVS HEALTH CORP 02.2500 12/05/2018 | 0.04% |
| CVS HEALTH CORP 04.7500 12/01/2022 | 0.04% |
| DELHAIZE GROUP | 0.04% |
| DELPHI CORP 05.0000 02/15/2023 | 0.04% |
| DELUXE CORP | 0.04% |
| EBAY INC 01.3500 07/15/2017 | 0.04% |
| EXPEDIA INC P/P 144A 05.0000 02/15/2026 | 0.04% |
| FIAT CHRYSLER AUTOMOBILES NV | 0.04% |
| GENERAL ELECTRIC CO 06.7500 03/15/2032 | 0.04% |
| GENERAL MOTORS FINL CO 03.4500 04/10/2022 | 0.04% |
| GNR 2015-H25 BI IO 01.9804 10/20/2065 | 0.04% |
| GOODMAN GROUP | 0.04% |
| HARVEY NORMAN HOLDINGS LTD | 0.04% |
| HENKEL AG & CO KGAA VORZUG | 0.04% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.04% |
| HOST HOTELS & RESORTS 05.2500 03/15/2022 | 0.04% |
| IBM CORP 01.8750 08/01/2022 | 0.04% |
| ICU MEDICAL INC | 0.04% |
| ING GROEP NV-CVA | 0.04% |
| INTEL CORP 01.3500 12/15/2017 | 0.04% |
| JAPAN AIRLINES CO LTD | 0.04% |
| JONES LANG LASALLE INC | 0.04% |
| JPMORGAN CHASE & CO 02.0000 08/15/2017 | 0.04% |
| KDDI CORP | 0.04% |
| KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 | 0.04% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.04% |
| LLOYDS BANKING GROUP P/P 144A 05.3000 12/01/2045 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.4103 04/20/2048 | 0.04% |
| MITSUBISHI UFJ LEASE & FINAN | 0.04% |
| MONSANTO CO 05.5000 08/15/2025 | 0.04% |
| MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 | 0.04% |
| MSBAM 2012-C6 XA IO P/P 144A 02.1931 11/15/2045 | 0.04% |
| MSC 2006-HQ10 AJ 05.3890 11/12/2041 | 0.04% |
| MSC 2011-C3 D P/P 144A 05.3479 07/15/2049 | 0.04% |
| MSRR 2010-C30A A3B P/P 144A 05.2460 12/17/2043 | 0.04% |
| NRG ENERGY INC 07.8750 05/15/2021 | 0.04% |
| OMEGA HLTHCARE INVES 04.5000 04/01/2027 | 0.04% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.04% |
| PEPSICO INC. 01.2500 08/13/2017 | 0.04% |
| PETROLEOS DE VENEZUELA S USD 05.1250 10/28/2016 | 0.04% |
| PHILLIPS 66 02.9500 05/01/2017 | 0.04% |
| PNC BANK NA 01.1250 01/27/2017 | 0.04% |
| PRICELINE GROUP INC/THE 03.6500 03/15/2025 | 0.04% |
| ROYAL BANK OF CANADA USD 02.2000 07/27/2018 | 0.04% |
| ROYAL BK SCOTLND GRP PLC USD 05.1250 05/28/2024 | 0.04% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.04% |
| ROYAL MAIL PLC | 0.04% |
| RUSSIAN FEDERATION P/P 144A 05.6250 04/04/2042 | 0.04% |
| SANTANDER UK PLC USD 01.3750 03/13/2017 | 0.04% |
| SCOTTS MIRACLE-GRO CO-CL A | 0.04% |
| SHELL INTERNATIONAL FIN USD 05.2000 03/22/2017 | 0.04% |
| SHIRE PLC | 0.04% |
| SIMON PROPERTY GROUP LP 02.2000 02/01/2019 | 0.04% |
| SIMON PROPERTY GROUP P/P 144A 01.5000 02/01/2018 | 0.04% |
| SKANSKA AB-B SHS | 0.04% |
| SOCIETE GENERALE SA | 0.04% |
| SWISS LIFE HOLDING AG-REG | 0.04% |
| THALES SA | 0.04% |
| TOTAL CAPITAL INTL SA USD 01.5500 06/28/2017 | 0.04% |
| TOYOTA MOTOR CREDIT CORP 01.5500 07/13/2018 | 0.04% |
| TOYOTA MOTOR CREDIT CORP 02.0000 10/24/2018 | 0.04% |
| TRIBUNE MEDIA CO - A | 0.04% |
| TRINSEO SA | 0.04% |
| UNITED TECHNOLOGIES CORP 05.3750 12/15/2017 | 0.04% |
| US BANK NA CINCINNATI 01.1000 01/30/2017 | 0.04% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% |
| VESTAS WIND SYSTEMS A/S | 0.04% |
| WELLS FARGO & COMPANY 02.1000 05/08/2017 | 0.04% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.04% |
| WOLTERS KLUWER | 0.04% |
| WORLD FUEL SERVICES CORP | 0.04% |
| YARA INTERNATIONAL ASA | 0.04% |
| ACTAVIS FUNDING SCS USD 02.3500 03/12/2018 | 0.03% |
| ACTAVIS FUNDING SCS USD 04.7500 03/15/2045 | 0.03% |
| ADVANCED DISPOSAL SRVCES 08.2500 10/01/2020 | 0.03% |
| AFLAC INC 06.9000 12/17/2039 | 0.03% |
| AIN HOLDINGS INC | 0.03% |
| AKZO NOBEL | 0.03% |
| AMERICAN EXPRESS COMPANY 07.0000 03/19/2018 | 0.03% |
| ANA HOLDINGS INC | 0.03% |
| AP MOELLER-MAERSK A/S-B | 0.03% |
| APPLE INC 03.8500 05/04/2043 | 0.03% |
| ARCELORMITTAL USD 10.8500 06/01/2019 | 0.03% |
| ARCHER-DANIELS-MIDLAND C 05.4500 03/15/2018 | 0.03% |
| ARISTOCRAT LEISURE LTD | 0.03% |
| ASSOCIATED BRITISH FOODS PLC | 0.03% |
| ASTRAZENECA PLC USD 06.4500 09/15/2037 | 0.03% |
| AT&T INC 05.8000 02/15/2019 | 0.03% |
| AUSTRALIAN DOLLAR ACCOUNT | 0.03% |
| BANK OF AMERICA CORP 01.7000 08/25/2017 | 0.03% |
| BANK OF NEW YORK MELLON 01.9690 06/20/2017 | 0.03% |
| BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 | 0.03% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% |
| CAS 2015-C03 1M2 05.4533 07/25/2025 | 0.03% |
| CBS CORP 07.8750 07/30/2030 | 0.03% |
| CENTENE CORP | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| CHALLENGER LTD | 0.03% |
| CITIGROUP INC 05.9500 12/29/2049 | 0.03% |
| COMM 2007-C9 AJ 05.6500 12/10/2049 | 0.03% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.03% |
| COMMUNICATIONS SALES & LE | 0.03% |
| CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 | 0.03% |
| CORP BOND BACKED CTF P/P 144A 00.0000 09/15/2017 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/29/2049 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| CROWN CASTLE TOWERS P/P 144A 06.1130 01/15/2020 | 0.03% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.03% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.03% |
| DUKE ENERGY CORP 02.1500 11/15/2016 | 0.03% |
| E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 | 0.03% |
| EMPLOYERS HOLDINGS INC | 0.03% |
| ENEL SPA | 0.03% |
| ENSCO PLC-CL A | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.03% |
| EVONIK INDUSTRIES AG | 0.03% |
| EXPEDIA INC 05.9500 08/15/2020 | 0.03% |
| FORD MOTOR COMPANY 09.9800 02/15/2047 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 02.8750 04/16/2020 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.03% |
| GNMA GII30 635063 04.0000 03/20/2046 | 0.03% |
| GNMA GN30 635061 04.0000 03/15/2046 | 0.03% |
| GRUPO TELEVISA SAB USD 06.6250 01/15/2040 | 0.03% |
| HIBERNIA REIT PLC | 0.03% |
| HONG KONG DOLLAR CALL ACCOUNT | 0.03% |
| HORMEL FOODS CORP | 0.03% |
| ICF INTERNATIONAL INC | 0.03% |
| ITOCHU CORP | 0.03% |
| ITV PLC | 0.03% |
| JOHNSON & JOHNSON 05.1500 07/15/2018 | 0.03% |
| JPMCC 2012-C8 D P/P 144A 04.8134 10/15/2045 | 0.03% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.03% |
| KOPPERS HOLDINGS INC | 0.03% |
| KRAFT HEINZ FOODS CO 06.5000 02/09/2040 | 0.03% |
| KRAFT HEINZ FOODS CO P/P 144A 04.3750 06/01/2046 | 0.03% |
| LBUBS 2006-C1 AJ 05.2760 02/15/2041 | 0.03% |
| LEGGETT & PLATT INC | 0.03% |
| LGI HOMES INC | 0.03% |
| LIBERTY INTERACTIVE CORP Q-A | 0.03% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.03% |
| MADISON SQUARE GARDEN CO- A | 0.03% |
| MASTEC INC | 0.03% |
| MEDIPAL HOLDINGS CORP | 0.03% |
| MERCK & CO. INC. 01.3000 05/18/2018 | 0.03% |
| METRO AG | 0.03% |
| MICHELIN (CGDE) | 0.03% |
| MICROSOFT CORP 04.2000 06/01/2019 | 0.03% |
| MID-AMERICA APT LP 04.3000 10/15/2023 | 0.03% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.03% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.03% |
| MURATA MANUFACTURING CO LTD | 0.03% |
| NATL HEALTH INVESTORS INC | 0.03% |
| NESTE OYJ | 0.03% |
| NEW WORLD DEVELOPMENT | 0.03% |
| NISSAN MOTOR CO LTD | 0.03% |
| NMRR 2015-1R 6A9 00.6092 05/26/2047 | 0.03% |
| NN GROUP NV | 0.03% |
| NOKIA OYJ | 0.03% |
| NOVO NORDISK A/S-B | 0.03% |
| ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 | 0.03% |
| PATRICK INDUSTRIES INC | 0.03% |
| PETROLEOS DE VEN P/P 144A 08.5000 11/02/2017 | 0.03% |
| PFIZER INC | 0.03% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.03% |
| PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 | 0.03% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 | 0.03% |
| PRUDENTIAL PLC | 0.03% |
| PUGET SOUND ENERGY INC 06.9740 06/01/2067 | 0.03% |
| RENAULT SA | 0.03% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.03% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.03% |
| ROYAL BK SCOTLND USD 04.7000 07/03/2018 | 0.03% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.03% |
| SANTANDER ISSUANCES USD 05.1790 11/19/2025 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.03% |
| SCIENTIFIC GAMES INT 10.0000 12/01/2022 | 0.03% |
| STANDARD CHARTER BK P/P 144A 08.0000 05/30/2031 | 0.03% |
| STORA ENSO OYJ-R SHS | 0.03% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.03% |
| T-MOBILE USA INC 06.6250 04/01/2023 | 0.03% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.03% |
| TELSTRA CORP LTD | 0.03% |
| TESARO INC | 0.03% |
| TETRA TECH INC | 0.03% |
| TEVA PHARMACEUTICAL-SP ADR | 0.03% |
| THOR INDUSTRIES INC | 0.03% |
| TOHO GAS CO LTD | 0.03% |
| TOPPAN PRINTING CO LTD | 0.03% |
| TOWER SEMICONDUCTOR LTD | 0.03% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.03% |
| UBS GROUP FUNDING P/P 144A 04.1250 04/15/2026 | 0.03% |
| UBSBB 2012-C4 XA IO P/P 144A 01.9301 12/10/2045 | 0.03% |
| UNILEVER PLC | 0.03% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.03% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.03% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.03% |
| UPM-KYMMENE OYJ | 0.03% |
| VALEO SA | 0.03% |
| VECTREN CORP | 0.03% |
| VEOLIA ENVIRONNEMENT | 0.03% |
| VERIZON COMM 02.6250 02/21/2020 | 0.03% |
| VISTA OUTDOOR INC | 0.03% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.03% |
| WAMU 2005-AR9 A1C3 01.4133 07/25/2045 | 0.03% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.03% |
| WFCM 2014-LC16 XA IO 01.6150 08/15/2050 | 0.03% |
| WFRBS 2011-C4 E P/P 144A 05.4156 06/15/2044 | 0.03% |
| WFRBS 2011-C5 E P/P 144A 05.8471 11/15/2044 | 0.03% |
| WFRBS 2012-C9 XA IO P/P 144A 02.2948 11/15/2045 | 0.03% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.03% |
| WFRBS 2013-C15 D P/P 144A 04.6286 08/15/2046 | 0.03% |
| WFRBS 2014-C22 XA IO 01.0927 09/15/2057 | 0.03% |
| WH GROUP LTD | 0.03% |
| WHEELOCK & CO LTD | 0.03% |
| WOODWARD INC | 0.03% |
| 2.17 R ISWP FWD USL3M P 09/21/2046 | 0.02% |
| 21ST CENTURY FOX AMERICA 07.7500 01/20/2024 | 0.02% |
| ABBVIE INC 02.9000 11/06/2022 | 0.02% |
| ACCENTURE PLC-CL A | 0.02% |
| ACS ACTIVIDADES | 0.02% |
| ACTAVIS FUNDING SCS USD 03.4500 03/15/2022 | 0.02% |
| ACTELION LTD-REG | 0.02% |
| ADMIRAL GROUP PLC | 0.02% |
| AETNA INC 06.7500 12/15/2037 | 0.02% |
| AGEAS | 0.02% |
| AGRIUM INC USD 03.3750 03/15/2025 | 0.02% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.02% |
| AIRBUS GROUP SE | 0.02% |
| ALBANY MOLECULAR RESEARCH | 0.02% |
| ALFRESA HOLDINGS CORP | 0.02% |
| ALIBABA GROUP HOLDING-SP ADR | 0.02% |
| ALLERGAN PLC | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| AMADEUS IT HOLDING SA-A SHS | 0.02% |
| AMCOR LIMITED | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| AMERICAN VANGUARD CORP | 0.02% |
| AMTRUST FINANCIAL SERVICES | 0.02% |
| ANADARKO PETROLEUM CORP 05.5500 03/15/2026 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.02% |
| APPLE INC 03.4500 05/06/2024 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| ARC PROP OPER PART L 04.6000 02/06/2024 | 0.02% |
| ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 | 0.02% |
| ARGAN INC | 0.02% |
| ASAHI KASEI CORP | 0.02% |
| ASHTEAD GROUP PLC | 0.02% |
| AUST AND NZ BANKING GROUP | 0.02% |
| AUTOMATIC DATA PROCESSING | 0.02% |
| AUTOZONE INC | 0.02% |
| AXA SA P/P 144A 06.3790 12/14/2036 | 0.02% |
| AXA SA P/P 144A 06.4630 12/29/2049 | 0.02% |
| BANCO DEL ESTADO P/P 144A 02.0000 11/09/2017 | 0.02% |
| BANCO LATINOAMERICANO COME-E | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BANK OF MONTREAL | 0.02% |
| BANK OF NOVA SCOTIA | 0.02% |
| BARCLAYS BANK PLC USD 07.6250 11/21/2022 | 0.02% |
| BARCLAYS PLC USD 06.6250 06/29/2049 | 0.02% |
| BARRY CALLEBAUT AG-REG | 0.02% |
| BCAP 2014-RR1 2A2 02.5085 01/26/2036 | 0.02% |
| BEACON ROOFING SUPPLY INC | 0.02% |
| BED BATH & BEYOND INC 05.1650 08/01/2044 | 0.02% |
| BGC PARTNERS INC P/P 144A 05.1250 05/27/2021 | 0.02% |
| BHP BILLITON LIMITED | 0.02% |
| BMIR 2015-1A M1 02.9460 07/25/2025 | 0.02% |
| BORAL LTD | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| BPCE SA P/P 144A 05.7000 10/22/2023 | 0.02% |
| BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 | 0.02% |
| BRINKER INTERNATIONAL INC | 0.02% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.02% |
| BSCMS 2006-PW11 B P/P 144A 05.5616 03/11/2039 | 0.02% |
| BUILDERS FIRSTSOURCE P/P 144A 10.7500 08/15/2023 | 0.02% |
| C.H. ROBINSON WORLDWIDE INC | 0.02% |
| CAESARS GROWTH PROP TL L+525 06.2500 04/10/2021 | 0.02% |
| CAESARSTONE LTD | 0.02% |
| CAMBREX CORP | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 | 0.02% |
| CAPITAL ONE FINANCIAL CORP | 0.02% |
| CARDTRONICS INC | 0.02% |
| CARGILL INC P/P 144A 04.1000 11/01/2042 | 0.02% |
| CAS 2015-C04 2M2 06.0033 04/25/2028 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 | 0.02% |
| CEDAR FAIR LP | 0.02% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.02% |
| CENTENE CORP P/P 144A 05.6250 02/15/2021 | 0.02% |
| CENTRICA PLC | 0.02% |
| CEVA INC | 0.02% |
| CHARTER COMM OPT LLC P/P 144A 04.9080 07/23/2025 | 0.02% |
| CHEMTURA CORP | 0.02% |
| CHUBB LTD | 0.02% |
| CIGNA CORP 04.5000 03/15/2021 | 0.02% |
| CIRRUS LOGIC INC | 0.02% |
| CISCO SYSTEMS INC 01.1000 03/03/2017 | 0.02% |
| CITIGROUP INC 05.5000 09/13/2025 | 0.02% |
| CLEAR CHNL WORLD 06.5000 11/15/2022 | 0.02% |
| CNP ASSURANCES | 0.02% |
| COCA-COLA CO/THE 03.2000 11/01/2023 | 0.02% |
| COLGATE-PALMOLIVE CO | 0.02% |
| COM HEM HOLDING AB | 0.02% |
| COMCAST CORP 06.4500 03/15/2037 | 0.02% |
| COMFORTDELGRO CORP LTD | 0.02% |
| COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 | 0.02% |
| COMM 2014-CR18 XA IO 01.4326 07/15/2047 | 0.02% |
| COMM 2014-LC17 XA IO 01.1524 10/10/2047 | 0.02% |
| COMM 2014-UBS6 XA IO 01.2122 12/10/2047 | 0.02% |
| COMMONWEALTH BK AUSTR NY 01.6250 03/12/2018 | 0.02% |
| COMPUGROUP MEDICAL SE | 0.02% |
| CONAGRA FOODS INC | 0.02% |
| CONCORDIA FINANCIAL GROUP LT | 0.02% |
| CONSTELLATION BRANDS INC-A | 0.02% |
| CONTINENTAL BUILDING PRODUCT | 0.02% |
| COOPER TIRE & RUBBER | 0.02% |
| COOPER-STANDARD HOLDING | 0.02% |
| COVERIS HOLDINGS SA P/P 144A 07.8750 11/01/2019 | 0.02% |
| CROWN CASTLE INTL CORP. 05.2500 01/15/2023 | 0.02% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.02% |
| CSG SYSTEMS INTL INC | 0.02% |
| CSX CORP 04.1000 03/15/2044 | 0.02% |
| CUSTOMERS BANCORP INC | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| CWALT 2005-59 1A1 00.7778 11/20/2035 | 0.02% |
| CYPRESS SEMICONDUCTOR CORP | 0.02% |
| DBUBS 2011-LC2A D P/P 144A 05.6872 07/10/2044 | 0.02% |
| DBUBS 2011-LC3A D P/P 144A 05.5485 08/10/2044 | 0.02% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| DEXCOM INC | 0.02% |
| DIAMOND RESORTS INTERNATIONA | 0.02% |
| DOLLAR GENERAL CORP | 0.02% |
| DORMA+KABA HOLDING AG-REG B | 0.02% |
| EAST WEST BANCORP INC | 0.02% |
| ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 | 0.02% |
| EMERA US FINANCE LP P/P 144A 03.5500 06/15/2026 | 0.02% |
| ENDO INTERNATIONAL PLC | 0.02% |
| ENERSYS | 0.02% |
| EPR PROPERTIES 05.2500 07/15/2023 | 0.02% |
| ETHAN ALLEN INTERIORS INC | 0.02% |
| EXPERIAN PLC | 0.02% |
| FCB FINANCIAL HOLDINGS-CL A | 0.02% |
| FED REPUBLIC OF BRAZIL USD 04.8750 01/22/2021 | 0.02% |
| FEDERATED NATIONAL HOLDING C | 0.02% |
| FIDELITY NATIONAL INFORM 05.0000 10/15/2025 | 0.02% |
| FIRST BANCORP PUERTO RICO | 0.02% |
| FIRST DATA CORP P/P 144A 07.0000 12/01/2023 | 0.02% |
| FIRSTENERGY CORP 04.2500 03/15/2023 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| FLIGHT CENTRE TRAVEL GROUP L | 0.02% |
| FNMA FN30 AL7510 03.5000 10/01/2045 | 0.02% |
| FNMA FN30 AL7706 03.5000 11/01/2045 | 0.02% |
| FORD MOTOR COMPANY 07.4000 11/01/2046 | 0.02% |
| FTD COS INC | 0.02% |
| FUJI HEAVY INDUSTRIES LTD | 0.02% |
| GBP/USD 09/21/2016 CSI-FX | 0.02% |
| GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 | 0.02% |
| GENERAL ELECTRIC CO 05.0000 12/29/2049 | 0.02% |
| GENERAL MOTORS CO 06.7500 04/01/2046 | 0.02% |
| GENERAL MOTORS FINL CO 02.6250 07/10/2017 | 0.02% |
| GNR 2015-124 DI IO 03.5000 01/20/2038 | 0.02% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.02% |
| GNR 2015-H26 EI IO 01.7150 10/20/2065 | 0.02% |
| GOLDMAN SACHS GROUP INC 02.3750 01/22/2018 | 0.02% |
| GPT GROUP | 0.02% |
| GREATBATCH INC | 0.02% |
| GRIFOLS SA-ADR | 0.02% |
| GRUPO BIMBO SAB P/P 144A 03.8750 06/27/2024 | 0.02% |
| GRUPO BIMBO SAB P/P 144A 04.8750 06/27/2044 | 0.02% |
| GRUPO FINANCIERO BANORTE-O | 0.02% |
| GSMS 2013-GC10 XA IO 01.7527 02/10/2046 | 0.02% |
| GSMS 2014-GC24 XA IO 01.0058 09/10/2047 | 0.02% |
| GUNGHO ONLINE ENTERTAINMENT | 0.02% |
| H AND E EQUIPMENT SERVICES INC | 0.02% |
| HALYARD HEALTH INC | 0.02% |
| HANMI FINANCIAL CORPORATION | 0.02% |
| HCA INC 05.2500 06/15/2026 | 0.02% |
| HCA INC 06.5000 02/15/2020 | 0.02% |
| HCP INC 04.2500 11/15/2023 | 0.02% |
| HEALTHSOUTH CORP | 0.02% |
| HEINEKEN HOLDING NV | 0.02% |
| HESS CORP 07.3000 08/15/2031 | 0.02% |
| HITACHI CHEMICAL CO LTD | 0.02% |
| HONEYWELL INTERNATIONAL 05.3750 03/01/2041 | 0.02% |
| HORIZON PHARMA PLC | 0.02% |
| HOWARD HUGHES CORP P/P 144A 06.8750 10/01/2021 | 0.02% |
| HOYA CORP | 0.02% |
| IMPAX LABORATORIES INC | 0.02% |
| INCYTE CORP | 0.02% |
| INDUSTRIVARDEN AB-A SHS | 0.02% |
| INFOR US INC 06.5000 05/15/2022 | 0.02% |
| INTELIQUENT INC | 0.02% |
| INTERDIGITAL INC | 0.02% |
| INTERPUBLIC GROUP OF COS INC | 0.02% |
| ITC HOLDINGS CORP P/P 144A 06.0500 01/31/2018 | 0.02% |
| J2 GLOBAL INC | 0.02% |
| JAPAN HOTEL REIT INVESTMENT | 0.02% |
| JARDINE CYCLE & CARRIAGE LTD | 0.02% |
| JLL/DELTA DUTCH NEW P/P 144A 07.5000 02/01/2022 | 0.02% |
| JOHNSON CONTROLS INC 04.9500 07/02/2064 | 0.02% |
| JP MORGAN CHASE BANK 06.0000 10/01/2017 | 0.02% |
| JPMBB 2014-C19 XA IO 01.4031 04/15/2047 | 0.02% |
| JPMBB 2014-C25 XA IO 01.1515 11/15/2047 | 0.02% |
| JPMCC 2005-LDP5 F 05.7175 12/15/2044 | 0.02% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.02% |
| JPMORGAN CHASE & CO 05.3000 12/29/2049 | 0.02% |
| KADANT INC | 0.02% |
| KBR INC | 0.02% |
| KERRY PROPERTIES LTD | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| KLX INC P/P 144A 05.8750 12/01/2022 | 0.02% |
| KUMAGAI GUMI CO LTD | 0.02% |
| LAREDO PETROLEUM INC 07.3750 05/01/2022 | 0.02% |
| LATTICE SEMICONDUCTOR CORP | 0.02% |
| LBUBS 2008-C1 AM 06.2484 04/15/2041 | 0.02% |
| LEAR CORP 05.3750 03/15/2024 | 0.02% |
| LENDLEASE GROUP | 0.02% |
| LENNAR CORP 04.7500 11/15/2022 | 0.02% |
| LEXINGTON REALTY TRUST | 0.02% |
| LIONS GATE ENTERTAINMENT COR | 0.02% |
| LITTELFUSE INC | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.02% |
| LONZA GROUP AG-REG | 0.02% |
| LTC PROPERTIES INC | 0.02% |
| LUBRIZOL CORP 08.8750 02/01/2019 | 0.02% |
| MANITOWOC FOODSERVIC P/P 144A 09.5000 02/15/2024 | 0.02% |
| MARKS AND SPENCER LTD | 0.02% |
| MAZDA MOTOR CORP | 0.02% |
| MCDONALD'S CORP | 0.02% |
| MCDONALD'S CORP 05.7000 02/01/2039 | 0.02% |
| MCDONALD'S CORP 06.3000 10/15/2037 | 0.02% |
| MELLANOX TECHNOLOGIES LTD | 0.02% |
| MENTOR GRAPHICS CORP | 0.02% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.02% |
| METLIFE INC. 04.7500 02/08/2021 | 0.02% |
| MINERALS TECHNOLOGIES INC | 0.02% |
| MITSUI FUDOSAN CO LTD | 0.02% |
| MKS INSTRUMENTS INC | 0.02% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.02% |
| MSBAM 2014-C17 XA IO 01.4201 08/15/2047 | 0.02% |
| MSC 2007-HQ11 AJ 05.5080 02/12/2044 | 0.02% |
| MSC 2007-T27 AJ 05.8201 06/11/2042 | 0.02% |
| MSC 2011-C3 E P/P 144A 05.3479 07/15/2049 | 0.02% |
| MSG NETWORKS INC- A | 0.02% |
| NATIONAL AUSTRALIA BK LT 02.3000 07/25/2018 | 0.02% |
| NATIONAL CINEMEDIA INC | 0.02% |
| NELNET INC-CL A | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| NEXON CO LTD | 0.02% |
| NINTENDO CO LTD | 0.02% |
| NIPPON STEEL & SUMITOMO META | 0.02% |
| NORBORD INC P/P 144A 06.2500 04/15/2023 | 0.02% |
| NORTEK INC 08.5000 04/15/2021 | 0.02% |
| NOVELIS INC 08.7500 12/15/2020 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| NUMERICABLE-SFR SA P/P 144A 06.0000 05/15/2022 | 0.02% |
| O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 | 0.02% |
| OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 | 0.02% |
| OMEGA PROTEIN CORP | 0.02% |
| ON ASSIGNMENT INC | 0.02% |
| ON SEMICONDUCTOR CORP | 0.02% |
| ORACLE CORP 02.5000 10/15/2022 | 0.02% |
| ORKLA ASA | 0.02% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.02% |
| OSRAM LICHT AG | 0.02% |
| PACIFIC GAS & ELECTRIC 06.0500 03/01/2034 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| PAYCHEX INC | 0.02% |
| PENN NATIONAL GAMING INC | 0.02% |
| PEPSICO INC 07.9000 11/01/2018 | 0.02% |
| PGT INC | 0.02% |
| PHARMERICA CORP | 0.02% |
| PHILIP MORRIS INTERNATIONAL | 0.02% |
| PLEXUS CORP | 0.02% |
| POTOMAC EDISON CO P/P 144A 05.8000 10/15/2016 | 0.02% |
| PRIMERICA INC 04.7500 07/15/2022 | 0.02% |
| PROGRESSIVE CORP 06.7000 06/15/2037 | 0.02% |
| PROOFPOINT INC | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| QANTAS AIRWAYS LTD | 0.02% |
| RE/MAX HOLDINGS INC-CL A | 0.02% |
| REED ELSEVIER PLC | 0.02% |
| REGAL ENTERTAINMENT GROUP-A | 0.02% |
| REGUS PLC | 0.02% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| REP OF INDONESIA P/P 144A 05.2500 01/17/2042 | 0.02% |
| REP OF INDONESIA P/P 144A 05.9500 01/08/2046 | 0.02% |
| REPUBLIC OF PERU USD 04.1250 08/25/2027 | 0.02% |
| REYNOLDS GRP ISS/REY P/P 144A 04.1271 07/15/2021 | 0.02% |
| RWE AG | 0.02% |
| RYANAIR HOLDINGS PLC-SP ADR | 0.02% |
| SAINSBURY (J) PLC | 0.02% |
| SANDERSON FARMS INC | 0.02% |
| SBERBANK (SB CAP SA) P/P 144A 04.9500 02/07/2017 | 0.02% |
| SCHINDLER HOLDING-PART CERT | 0.02% |
| SENSATA TECHNOLOGIES HOLDING | 0.02% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.02% |
| SIKA AG-BR | 0.02% |
| SINCLAIR TELE 05.3750 04/01/2021 | 0.02% |
| SOCIETE GENERALE USD 02.7500 10/12/2017 | 0.02% |
| SOUTHERN CO/THE | 0.02% |
| SPARK NEW ZEALAND LTD | 0.02% |
| SPARTANNASH CO | 0.02% |
| SPRINGLEAF FIN CORP 06.0000 06/01/2020 | 0.02% |
| SPRINGLEAF FINANCE CORP 08.2500 12/15/2020 | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| STACR 2016-DNA3 M1 01.5458 12/25/2028 | 0.02% |
| STACR 2016-HQA2 M3 05.6033 11/25/2028 | 0.02% |
| STANDARD CHARTERED P/P 144A 07.0140 07/29/2049 | 0.02% |
| STANDARD CHARTERED PLC REGS 05.7000 01/25/2022 | 0.02% |
| STATE STREET CAP TR IV 01.6525 06/15/2037 | 0.02% |
| STEEL DYNAMICS INC 06.3750 08/15/2022 | 0.02% |
| SUNCOR ENERGY INC | 0.02% |
| SURGICAL CARE AFFILIATES INC | 0.02% |
| SVENSKA HANDELSBANKEN AB USD 02.8750 04/04/2017 | 0.02% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.02% |
| SYNNEX CORP | 0.02% |
| TARGET CORP | 0.02% |
| TEGNA INC P/P 144A 04.8750 09/15/2021 | 0.02% |
| TELECOM ITALIA SPA P/P 144A 05.3030 05/30/2024 | 0.02% |
| TELECOM ITALIA-RSP | 0.02% |
| TELEFONICA EMISIONES SAU USD 04.5700 04/27/2023 | 0.02% |
| TENCENT HOLDINGS LTD | 0.02% |
| TENNECO INC 05.3750 12/15/2024 | 0.02% |
| TESSERA TECHNOLOGIES INC | 0.02% |
| THE EURO EUR CALL ACCOUNT | 0.02% |
| THE GEO GROUP INC | 0.02% |
| THE WILLIAMS COMPANIES INC. 04.5500 06/24/2024 | 0.02% |
| THERMO FISHER SCIENTIFIC INC | 0.02% |
| TIFFANY & CO 04.9000 10/01/2044 | 0.02% |
| TRANSUNION | 0.02% |
| TRAVELERS PPTY CASUALTY 07.7500 04/15/2026 | 0.02% |
| TYLER TECHNOLOGIES INC | 0.02% |
| UBSBB 2012-C3 C P/P 144A 05.1230 08/10/2049 | 0.02% |
| UNION ELECTRIC CO 06.4000 06/15/2017 | 0.02% |
| UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 | 0.02% |
| UNITED INSURANCE HOLDINGS CO | 0.02% |
| UNITEDHEALTH GROUP INC 06.0000 02/15/2018 | 0.02% |
| US CONCRETE INC | 0.02% |
| VECTOR GROUP LTD | 0.02% |
| VIACOM INC 04.5000 03/01/2021 | 0.02% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.02% |
| VWR CORP | 0.02% |
| WABASH NATIONAL CORP | 0.02% |
| WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 | 0.02% |
| WAMU 2005-AR11 A1B3 00.8533 08/25/2045 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.02% |
| WEB.COM GROUP INC | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WESTERN ALLIANCE BANCORP | 0.02% |
| WESTPAC BANKING CORP USD 04.8750 11/19/2019 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.4329 07/15/2046 | 0.02% |
| WFRBS 2011-C3 D P/P 144A 05.8071 03/15/2044 | 0.02% |
| WFRBS 2012-C10 XA IO P/P 144A 01.8731 12/15/2045 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.9613 11/15/2045 | 0.02% |
| WFRBS 2013-C14 XA IO 01.0109 06/15/2046 | 0.02% |
| WFRBS 2013-C17 D P/P 144A 05.2954 12/15/2046 | 0.02% |
| WFRBS 2014-C19 C 04.6460 03/15/2047 | 0.02% |
| WFRBS 2014-C19 D P/P 144A 04.2340 03/15/2047 | 0.02% |
| WOLSELEY PLC | 0.02% |
| WOLVERINE WORLD WIDE INC | 0.02% |
| WOODSIDE PETROLEUM LTD | 0.02% |
| WORLDPAY GRP LTD | 0.02% |
| WPX ENERGY INC 06.0000 01/15/2022 | 0.02% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.02% |
| WYNDHAM WORLDWIDE CORP 05.6250 03/01/2021 | 0.02% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.02% |
| ZFS FIN USA TRUST V P/P 144A 06.5000 05/09/2037 | 0.02% |
| 1.40 R ISWP FWD USL3M P 09/21/2021 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 06.0000 04/01/2022 | 0.01% |
| A SCHULMAN INC P/P 144A 06.8750 06/01/2023 | 0.01% |
| A10 NETWORKS INC | 0.01% |
| ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 | 0.01% |
| ACADIA HEALTH 06.1250 03/15/2021 | 0.01% |
| ACADIA HEALTHCARE CO 05.1250 07/01/2022 | 0.01% |
| ACADIA PHARMACEUTICALS INC | 0.01% |
| ACCESS NATIONAL CORP | 0.01% |
| ACETO CORP | 0.01% |
| AEGEAN MARINE PETROLEUM NETW | 0.01% |
| AEGON NV | 0.01% |
| AENA SA | 0.01% |
| AERCAP HOLDINGS NV | 0.01% |
| AES CORP/VA 07.3750 07/01/2021 | 0.01% |
| AES CORP/VA 08.0000 06/01/2020 | 0.01% |
| AGREE REALTY CORP | 0.01% |
| AGRIUM INC USD 05.2500 01/15/2045 | 0.01% |
| AKORN INC | 0.01% |
| ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 | 0.01% |
| ALLY FINANCIAL INC 06.2500 12/01/2017 | 0.01% |
| ALLY FINANCIAL INC. 07.5000 09/15/2020 | 0.01% |
| ALTRA INDUSTRIAL MOTION CORP | 0.01% |
| ALTRIA GROUP INC 04.0000 01/31/2024 | 0.01% |
| AMAG PHARMA INC P/P 144A 07.8750 09/01/2023 | 0.01% |
| AMAG PHARMACEUTICALS INC | 0.01% |
| AMBARELLA INC | 0.01% |
| AMERICA MOVIL SAB DE CV USD 02.3750 09/08/2016 | 0.01% |
| AMERICA MOVIL SAB DE USD 06.1250 03/30/2040 | 0.01% |
| AMERICAN AXLE & MFG HOLDINGS | 0.01% |
| AMERICAN AXLE & MFG INC 07.7500 11/15/2019 | 0.01% |
| AMERICAN EQUITY INVT LIFE HL | 0.01% |
| AMERICAN EXPRESS CO 04.9000 12/29/2049 | 0.01% |
| AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.0000 03/15/2022 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.3750 09/15/2024 | 0.01% |
| AMSURG CORP | 0.01% |
| ANADARKO PETROLEUM CORP 06.4500 09/15/2036 | 0.01% |
| ANADARKO PETROLEUM CORP 06.9500 06/15/2019 | 0.01% |
| ANHEUSER-BUSCH INBEV FIN 01.2500 01/17/2018 | 0.01% |
| ANI PHARMACEUTICALS INC | 0.01% |
| ANICOM HOLDINGS INC | 0.01% |
| AOZORA BANK LTD | 0.01% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.01% |
| APIGEE CORP | 0.01% |
| APOLLO COMMERCIAL REAL ESTAT | 0.01% |
| APPLIED GENETIC TECHNOLOGIES | 0.01% |
| APPLIED OPTOELECTRONICS INC | 0.01% |
| ARALEZ PHARMACEUTICALS INC | 0.01% |
| ARBOR REALTY TRUST INC | 0.01% |
| ARDELYX INC | 0.01% |
| ARIAD PHARMACEUTICALS INC | 0.01% |
| ARROW ELECTRONICS INC | 0.01% |
| ASHFORD HOSPITALITY TRUST | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 05.6250 10/01/2024 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 06.5000 07/15/2022 | 0.01% |
| ASML HOLDING NV | 0.01% |
| ASPEN TECHNOLOGY INC | 0.01% |
| AT&T INC | 0.01% |
| AUD/USD 07/21/2016 BANKAM | 0.01% |
| AURIZON HOLDINGS LTD | 0.01% |
| AUROBINDO PHARMA LTD | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.01% |
| AUSTEVOLL SEAFOOD ASA | 0.01% |
| AVALONBAY COMMUNITIES INC | 0.01% |
| AVAYA INC P/P 144A 07.0000 04/01/2019 | 0.01% |
| AVAYA TLB7 L+525 06.2500 05/29/2020 | 0.01% |
| AVERY DENNISON CORP | 0.01% |
| AVG TECHNOLOGIES | 0.01% |
| AVIS BUDGET CAR 05.5000 04/01/2023 | 0.01% |
| AVIVA PLC | 0.01% |
| AZZ INC | 0.01% |
| BAE SYSTEMS PLC | 0.01% |
| BANC OF CALIFORNIA INC | 0.01% |
| BANCO BILBAO VIZCAYA ARG REGS 09.0000 05/29/2049 | 0.01% |
| BANDAI NAMCO HOLDINGS INC | 0.01% |
| BANK HAPOALIM BM | 0.01% |
| BANK OF AMERICA NA 05.3000 03/15/2017 | 0.01% |
| BANK OF IRELAND | 0.01% |
| BANK OF QUEENSLAND LTD | 0.01% |
| BASSO INDUSTRY CORP | 0.01% |
| BBVA INTL PREF UNIPERSON USD 05.9190 04/29/2049 | 0.01% |
| BCAP 2015-RR5 2A3 01.4800 01/26/2046 | 0.01% |
| BCE INC | 0.01% |
| BEACON ROOFING SUPPL 06.3750 10/01/2023 | 0.01% |
| BEAR STEARNS COS LLC 07.2500 02/01/2018 | 0.01% |
| BELDEN INC P/P 144A 05.5000 09/01/2022 | 0.01% |
| BERKELEY GROUP HOLDINGS/THE | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.01% |
| BERRY PLASTICS CORP 05.1250 07/15/2023 | 0.01% |
| BIG LOTS INC | 0.01% |
| BIOSPECIFICS TECHNOLOGIES | 0.01% |
| BLACKBAUD INC | 0.01% |
| BLUE CUBE SPINCO INC P/P 144A 09.7500 10/15/2023 | 0.01% |
| BLUELINE RENTAL FIN P/P 144A 07.0000 02/01/2019 | 0.01% |
| BNP PARIBAS USD 02.3750 09/14/2017 | 0.01% |
| BOEING CAPITAL CORPORATION 04.7000 10/27/2019 | 0.01% |
| BOFI HOLDING INC | 0.01% |
| BOISE CASCADE 06.3750 11/01/2020 | 0.01% |
| BOLIDEN AB | 0.01% |
| BOMBARDIER INC P/P 144A 04.7500 04/15/2019 | 0.01% |
| BON-TON DEPT STORES 10.6250 07/15/2017 | 0.01% |
| BOUYGUES SA | 0.01% |
| BOYD GAMING CORP | 0.01% |
| BOYD GAMING CORPORATION 06.8750 05/15/2023 | 0.01% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 0.01% |
| BRANDYWINE REALTY TRUST | 0.01% |
| BROOKFIELD RESID P/P 144A 06.5000 12/15/2020 | 0.01% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.8240 12/11/2038 | 0.01% |
| BUFFALO WILD WINGS INC | 0.01% |
| BURLINGTN NORTH SANTA FE 05.4000 06/01/2041 | 0.01% |
| BURLINGTN NORTH SANTA FE 05.7500 05/01/2040 | 0.01% |
| CABLEVISION SYSTEMS 08.6250 09/15/2017 | 0.01% |
| CACI INTERNATIONAL INC -CL A | 0.01% |
| CALAMP CORP | 0.01% |
| CALATLANTIC GROUP INC. 06.2500 12/15/2021 | 0.01% |
| CALERES INC | 0.01% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.01% |
| CALLON PETROLEUM CO | 0.01% |
| CALPINE CORP 05.7500 01/15/2025 | 0.01% |
| CAN IMPERIAL BK OF COMMERCE | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CARDINAL FINANCIAL CORP | 0.01% |
| CARDIOME PHARMA CORP | 0.01% |
| CAS 2014-C03 2M1 01.6533 07/25/2024 | 0.01% |
| CASETEK HOLDINGS LTD | 0.01% |
| CAVIUM INC | 0.01% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 | 0.01% |
| CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 | 0.01% |
| CEC ENT INC 08.0000 02/15/2022 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.01% |
| CELGENE CORP | 0.01% |
| CELLNEX TELECOM SAU | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CENTENE CORP P/P 144A 06.1250 02/15/2024 | 0.01% |
| CENTURYLINK INC 06.7500 12/01/2023 | 0.01% |
| CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 | 0.01% |
| CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 | 0.01% |
| CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 | 0.01% |
| CF INDUSTRIES INC 07.1250 05/01/2020 | 0.01% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7688 10/15/2049 | 0.01% |
| CHASE CORP | 0.01% |
| CHEESECAKE FACTORY INC/THE | 0.01% |
| CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 | 0.01% |
| CHESAPEAKE LODGING TRUST | 0.01% |
| CHICAGO BRIDGE & IRON CO NV | 0.01% |
| CHILDREN'S PLACE INC/THE | 0.01% |
| CHINA WATER AFFAIRS GROUP | 0.01% |
| CHIRON MERGER SUB 10.5000 11/01/2018 | 0.01% |
| CHOCOLADEFABRIKEN LINDT-PC | 0.01% |
| CHRISTIAN DIOR SE | 0.01% |
| CHS/COMMUNITY HEALTH 06.8750 02/01/2022 | 0.01% |
| CHUBU ELECTRIC POWER CO INC | 0.01% |
| CIENA CORP | 0.01% |
| CIMIC GROUP LTD | 0.01% |
| CIT GROUP INC 05.0000 08/15/2022 | 0.01% |
| CIT GROUP INC P/P 144A 05.5000 02/15/2019 | 0.01% |
| CIT GROUP INC P/P 144A 06.6250 04/01/2018 | 0.01% |
| CITIZENS & NORTHERN CORP | 0.01% |
| CLEAR CHNL WORLD 07.6250 03/15/2020 | 0.01% |
| CLINIGEN GROUP PLC | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CNO FINANCIAL GROUP INC | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COCHLEAR LTD | 0.01% |
| COGENT COMMUNICATIONS HOLDIN | 0.01% |
| COLONY CAPITAL INC - A | 0.01% |
| COLOPL INC | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMM 2012-LC4 D P/P 144A 05.8068 12/10/2044 | 0.01% |
| COMM 2013-CR13 XA IO 01.1296 12/10/2023 | 0.01% |
| COMM 2014-CR16 XA IO 01.3988 04/10/2047 | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| COMMUNITY HEALTHCARE TRUST I | 0.01% |
| COMPAGNIE DE SAINT-GOBAIN | 0.01% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.01% |
| CONAGRA FOODS INC. 07.0000 04/15/2019 | 0.01% |
| CONCHO RESOURCES INC 05.5000 04/01/2023 | 0.01% |
| CONCORDIA INTL P/P 144A 07.0000 04/15/2023 | 0.01% |
| CONMED CORP | 0.01% |
| CONSOLIDATED EDISON CO O 04.2000 03/15/2042 | 0.01% |
| CONSTELLATION BRANDS INC 06.0000 05/01/2022 | 0.01% |
| CONSTELLATION BRANDS INC. 07.2500 09/01/2016 | 0.01% |
| CONTINENTAL AG | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.01% |
| CONVATEC HEALTHCARE P/P 144A 10.5000 12/15/2018 | 0.01% |
| CORNERSTONE ONDEMAND INC | 0.01% |
| CORRECTIONS CORP 04.6250 05/01/2023 | 0.01% |
| COVESTRO AG | 0.01% |
| COX AND KINGS LTD | 0.01% |
| CREDICORP LTD | 0.01% |
| CREDIT ACCEPTANC 06.1250 02/15/2021 | 0.01% |
| CRH PLC | 0.01% |
| CRIMSON MERGER P/P 144A 06.6250 05/15/2022 | 0.01% |
| CRITEO SA-SPON ADR | 0.01% |
| CROATIA P/P 144A 06.0000 01/26/2024 | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| CTRIP.COM INTERNATIONAL-ADR | 0.01% |
| CUBIC CORP | 0.01% |
| CVR ENERGY INC | 0.01% |
| CWALT 2005-27 1A1 01.3561 08/25/2035 | 0.01% |
| CWALT 2006-OC2 2A3 00.7433 02/25/2036 | 0.01% |
| CWALT 2006-OC8 2A2A 00.5733 11/25/2036 | 0.01% |
| CYTEC INDUSTRIES INC. 03.5000 04/01/2023 | 0.01% |
| DAICEL CORP | 0.01% |
| DAIMLER AG-REGISTERED SHARES | 0.01% |
| DAITO TRUST CONSTRUCT CO LTD | 0.01% |
| DAIWA SECURITIES GROUP INC | 0.01% |
| DALATA HOTEL GROUP PLC | 0.01% |
| DANSKE BANK A/S | 0.01% |
| DAVITA HEALTHCARE PARTNERS I | 0.01% |
| DDR CORP. 07.8750 09/01/2020 | 0.01% |
| DEAN FOODS CO | 0.01% |
| DEAN FOODS CO P/P 144A 06.5000 03/15/2023 | 0.01% |
| DELTA AIR LINES 2009 1A 07.7500 12/17/2019 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| DEVON FINANCING CORP LLC 07.8750 09/30/2031 | 0.01% |
| DEXUS PROPERTY GROUP | 0.01% |
| DH SERVICES LUX SARL P/P 144A 07.7500 12/15/2020 | 0.01% |
| DHT HOLDINGS INC | 0.01% |
| DIAGEO INVESTMENT CORP 08.0000 09/15/2022 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.8750 06/15/2021 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DIAMONDBACK ENERGY INC | 0.01% |
| DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| DNB NOR ASA | 0.01% |
| DOMTAR CORP | 0.01% |
| DOUGLAS DYNAMICS INC | 0.01% |
| DOW CHEMICAL CO/THE | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| DSP GROUP INC | 0.01% |
| DST SYSTEMS INC | 0.01% |
| DSW INC-CLASS A | 0.01% |
| DUKE REALTY LP 04.3750 06/15/2022 | 0.01% |
| DYNAVAX TECHNOLOGIES CORP | 0.01% |
| DYNEGY INC | 0.01% |
| DYNEGY INC. 06.7500 11/01/2019 | 0.01% |
| E*TRADE FINANCIAL CORP 04.6250 09/15/2023 | 0.01% |
| E*TRADE FINANCIAL CORP 05.3750 11/15/2022 | 0.01% |
| EASTMAN CHEMICAL CO 03.8000 03/15/2025 | 0.01% |
| EDP FINANCE BV P/P 144A 05.2500 01/14/2021 | 0.01% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.01% |
| ELECTRICITE DE FRANC P/P 144A 06.9500 01/26/2039 | 0.01% |
| ELECTROLUX AB-SER B | 0.01% |
| EMERGENT BIOSOLUTIONS INC | 0.01% |
| EMS-CHEMIE HOLDING AG-REG | 0.01% |
| ENCANA CORP | 0.01% |
| ENCORE CAPITAL GROUP INC | 0.01% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.01% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 | 0.01% |
| ENERGY FUTURE P/P 144A 11.7500 03/01/2022 | 0.01% |
| ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 | 0.01% |
| ENERGY TRANSFER PARTNERS 05.2000 02/01/2022 | 0.01% |
| ENERGY TRANSFER PARTNERS 06.1250 12/15/2045 | 0.01% |
| ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 | 0.01% |
| ENI SPA | 0.01% |
| ENNIS INC | 0.01% |
| ENTERCOM RADIO LLC 10.5000 12/01/2019 | 0.01% |
| ENTERPRISE FINANCIAL SERVICES CORP | 0.01% |
| EOG RESOURCES INC | 0.01% |
| EPR PROPERTIES | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| ESSENT GROUP LTD | 0.01% |
| EURAZEO | 0.01% |
| EUTELSAT COMMUNICATIONS | 0.01% |
| EVEREST ACQ LLC/FIN 09.3750 05/01/2020 | 0.01% |
| EXPRESS INC | 0.01% |
| EXTERRAN PARTNERS/EX 06.0000 10/01/2022 | 0.01% |
| FACEBOOK INC-A | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FARMERS CAPITAL BANK CORP | 0.01% |
| FEDERAL AGRIC MTG CORP-CL C | 0.01% |
| FHR 2990 LB 15.8158 06/15/2034 | 0.01% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.01% |
| FHR 3249 PS 20.8162 12/15/2036 | 0.01% |
| FHR 3408 EK 24.0143 04/15/2037 | 0.01% |
| FIAT CHRYSLER AUTOMOBILE USD 05.2500 04/15/2023 | 0.01% |
| FIDELITY NATIONAL INFO SERV | 0.01% |
| FIDELITY NATIONAL INFORM 05.0000 03/15/2022 | 0.01% |
| FIDELITY SOUTHERN CORP | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FINANCIAL INSTITUTIONS INC | 0.01% |
| FIRST COMMUNITY BANCSHARES | 0.01% |
| FIRST DATA CORP P/P 144A 05.3750 08/15/2023 | 0.01% |
| FIRST DATA CORP P/P 144A 05.7500 01/15/2024 | 0.01% |
| FIRST INDUSTRIAL REALTY TR | 0.01% |
| FIRST QUANTUM P/P 144A 07.0000 02/15/2021 | 0.01% |
| FIRSTMERIT CORP | 0.01% |
| FISERV INC | 0.01% |
| FIVE PRIME THERAPEUTICS INC | 0.01% |
| FLAGSTAR BANCORP INC | 0.01% |
| FLEETMATICS GROUP PLC | 0.01% |
| FLUSHING FINANCIAL CORP | 0.01% |
| FNR 2007-53 SP 22.5379 06/25/2037 | 0.01% |
| FNR 2013-1 MI IO 03.0000 01/25/2043 | 0.01% |
| FORD MOTOR COMPANY 07.7000 05/15/2097 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.1340 08/04/2025 | 0.01% |
| FORTESCUE METALS GROUP LTD | 0.01% |
| FOXTONS GROUP PLC | 0.01% |
| FRANKLIN FINANCIAL NETWORK | 0.01% |
| FREEPORT-MCMORAN OIL&GAS 06.7500 02/01/2022 | 0.01% |
| FREEPORT-MCMORAN OIL&GAS 06.8750 02/15/2023 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| FRONTIER COMM 11.0000 09/15/2025 | 0.01% |
| FRONTIER COMMUNICATIONS CORP | 0.01% |
| FUJITSU LTD | 0.01% |
| FUKUOKA FINANCIAL GROUP INC | 0.01% |
| G-III APPAREL GROUP LTD | 0.01% |
| GATES GLOBAL LLC L+325 04.2500 07/06/2021 | 0.01% |
| GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 | 0.01% |
| GBP/USD 09/21/2016 GSFX | 0.01% |
| GBP/USD 09/21/2016 JPMCB | 0.01% |
| GECMC 2006-C1 AJ 05.5201 03/10/2044 | 0.01% |
| GEN MOTORS FIN 03.2500 05/15/2018 | 0.01% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.01% |
| GENERAL DYNAMICS CORP 03.6000 11/15/2042 | 0.01% |
| GENERAL MOTORS FINL CO 03.0000 09/25/2017 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GENMARK DIAGNOSTICS INC | 0.01% |
| GENON AMERICAS GENR LLC 08.5000 10/01/2021 | 0.01% |
| GENWORTH HOLDINGS INC 06.1500 11/15/2066 | 0.01% |
| GETTY IMAGES TLB L+350 04.7500 10/18/2019 | 0.01% |
| GIGAMON INC | 0.01% |
| GLENCORE PLC | 0.01% |
| GLOBAL MEDIACOM TBK PT | 0.01% |
| GLOBUS MEDICAL INC - A | 0.01% |
| GLP CAP LP / FIN II 04.8750 11/01/2020 | 0.01% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.01% |
| GMAC CAPITAL TRUST I PCT 06.4111 | 0.01% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.01% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.01% |
| GOLDEN AGRI-RESOURCES LTD | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| GRAY TELEVISION INC 07.5000 10/01/2020 | 0.01% |
| GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 | 0.01% |
| GREAT SOUTHERN BANCORP INC | 0.01% |
| GREE ELECTRIC 144A/REGS WARRANT 7/24/2017 | 0.01% |
| GREENBRIER COMPANIES INC | 0.01% |
| GSMS 2012-GC6 D P/P 144A 05.8350 01/10/2045 | 0.01% |
| GSMS 2013-GC12 XA IO 01.8489 06/10/2046 | 0.01% |
| GSMS 2014-GC22 XA IO 01.2143 06/10/2047 | 0.01% |
| GULFPORT ENERGY CORP | 0.01% |
| HAIN CELESTIAL GROUP INC | 0.01% |
| HAKUHODO DY HOLDINGS INC | 0.01% |
| HALCON RESOURCES COR P/P 144A 08.6250 02/01/2020 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HANG LUNG GROUP LTD | 0.01% |
| HCA INC 03.7500 03/15/2019 | 0.01% |
| HCA INC 05.0000 03/15/2024 | 0.01% |
| HCI GROUP INC | 0.01% |
| HD SUPPLY INC P/P 144A 05.7500 04/15/2024 | 0.01% |
| HD SUPPLY INC. 07.5000 07/15/2020 | 0.01% |
| HEALTHCARE REALTY TRUST INC 03.8750 05/01/2025 | 0.01% |
| HEALTHEQUITY INC | 0.01% |
| HEARTLAND FINANCIAL USA INC | 0.01% |
| HERCULES CAPITAL INC | 0.01% |
| HERITAGE INSURANCE HOLDINGS | 0.01% |
| HERSHA HOSPITALITY TRUST | 0.01% |
| HINO MOTORS LTD | 0.01% |
| HITACHI HIGH-TECHNOLOGY | 0.01% |
| HKT TRUST AND HKT LTD-SS | 0.01% |
| HONDA MOTOR CO LTD | 0.01% |
| HONEYWELL INTERNATIONAL 04.2500 03/01/2021 | 0.01% |
| HORIZON BANCORP INDIANA | 0.01% |
| HOST HOTELS & RESORTS LP 06.0000 10/01/2021 | 0.01% |
| HOUSING DEVELOPMENT FINANCE | 0.01% |
| HSBC BANK USA 05.6250 08/15/2035 | 0.01% |
| HSBC CAP FUNDING USD P/P 144A 10.1760 12/29/2049 | 0.01% |
| HSBC USA INC 03.5000 06/23/2024 | 0.01% |
| HUB INTL LTD P/P 144A 07.8750 10/01/2021 | 0.01% |
| HUDBAY MINERALS INC USD 09.5000 10/01/2020 | 0.01% |
| HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 | 0.01% |
| ICAHN ENTER/FIN 06.0000 08/01/2020 | 0.01% |
| ICAHN ENTERPRISES/FI 05.8750 02/01/2022 | 0.01% |
| IDEMITSU KOSAN CO LTD | 0.01% |
| IIDA GROUP HOLDINGS CO LTD | 0.01% |
| IMAX CORP | 0.01% |
| IMPRIVATA INC | 0.01% |
| INC RESEARCH HOLDINGS INC-A | 0.01% |
| INFINERA CORP | 0.01% |
| INNOPHOS HOLDINGS INC | 0.01% |
| INTEGRA LIFESCIENCES HOLDING | 0.01% |
| INTEGRATED DEVICE TECH INC | 0.01% |
| INTERSIL CORP-A | 0.01% |
| INTESA SANPAOLO SPA P/P 144A 05.7100 01/15/2026 | 0.01% |
| INTL CONSOLIDATED AIRLINE-DI | 0.01% |
| INTL LEASE FINANCE CORP 05.8750 08/15/2022 | 0.01% |
| INVESTORS REAL ESTATE TRUST | 0.01% |
| IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 | 0.01% |
| ISLE OF CAPRI CASINO 05.8750 03/15/2021 | 0.01% |
| ISS A/S | 0.01% |
| IXIA | 0.01% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.01% |
| JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 | 0.01% |
| JC PENNEY CORP INC 05.6500 06/01/2020 | 0.01% |
| JLL/DELTA DUTCH PLED P/P 144A 08.7500 05/01/2020 | 0.01% |
| JO-ANN STORES INC P/P 144A 08.1250 03/15/2019 | 0.01% |
| JOHN B. SANFILIPPO & SON INC | 0.01% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.01% |
| JPMCC 2005-LDP2 B 04.8820 07/15/2042 | 0.01% |
| JPMCC 2006-LDP8 B 05.5200 05/15/2045 | 0.01% |
| JPMCC 2007-CB20 AJ 06.2837 02/12/2051 | 0.01% |
| JPMCC 2007-CB20 C P/P 144A 06.3837 02/12/2051 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.5644 12/15/2047 | 0.01% |
| JPY/USD 08/18/2016 BCAP-FX | 0.01% |
| JTEKT CORP | 0.01% |
| KAPSTONE PAPER AND PACKAGING | 0.01% |
| KENNEDY-WILSON HOLDINGS INC | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KIA MOTORS CORP | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| KINDRED HEALTHCARE INC | 0.01% |
| KINETICS/KCI USA P/P 144A 07.8750 02/15/2021 | 0.01% |
| KKR & CO LP | 0.01% |
| KOITO MANUFACTURING CO LTD | 0.01% |
| KONE OYJ-B | 0.01% |
| KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 | 0.01% |
| KRATON PERFORMANCE POLYMERS | 0.01% |
| KRATON POLYMERS P/P 144A 10.5000 04/15/2023 | 0.01% |
| KRATOS DEFENSE & SECURITY | 0.01% |
| KURARAY CO LTD | 0.01% |
| L BRANDS INC 06.6250 04/01/2021 | 0.01% |
| LAGARDERE SCA | 0.01% |
| LAKELAND BANCORP INC | 0.01% |
| LANDAUER INC | 0.01% |
| LANNETT CO INC | 0.01% |
| LAZARD LTD-CL A | 0.01% |
| LENDINGTREE INC | 0.01% |
| LENNAR CORPORATION 04.7500 04/01/2021 | 0.01% |
| LENOVO GROUP LTD | 0.01% |
| LEVEL 3 FIN INC 06.1250 01/15/2021 | 0.01% |
| LEVEL 3 FINANCING IN 05.3750 01/15/2024 | 0.01% |
| LEVEL 3 FINANCING IN 05.3750 08/15/2022 | 0.01% |
| LIBERTY GLOBAL PLC-SERIES C | 0.01% |
| LIBERTY MEDIA GROUP-A | 0.01% |
| LIGAND PHARMACEUTICALS | 0.01% |
| LINN ENERGY LLC/FIN P/P 144A 12.0000 12/15/2020 | 0.01% |
| LIVE NATION ENTERTAINMENT IN | 0.01% |
| LLOYDS BANKING GROUP P/P 144A 06.6570 01/29/2049 | 0.01% |
| LOUISIANA PACIF 07.5000 06/01/2020 | 0.01% |
| LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 | 0.01% |
| LUXOTTICA GROUP SPA | 0.01% |
| LYONDELLBASELL IND NV 04.6250 02/26/2055 | 0.01% |
| MACQUARIE GROUP LTD | 0.01% |
| MACYS RETAIL HLDGS INC 06.9000 04/01/2029 | 0.01% |
| MAIDEN HOLDINGS LTD | 0.01% |
| MAINSOURCE FINANCIAL GROUP INC | 0.01% |
| MAN SE | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MARCUS CORPORATION | 0.01% |
| MARRIOTT VACATIONS WORLD | 0.01% |
| MASONITE INTL C P/P 144A 05.6250 03/15/2023 | 0.01% |
| MASTEC INC 04.8750 03/15/2023 | 0.01% |
| MATRIX SERVICE CO | 0.01% |
| MATSON INC | 0.01% |
| MATTAMY GROUP CORP P/P 144A 06.5000 11/15/2020 | 0.01% |
| MCBC HOLDINGS INC | 0.01% |
| MEDIA GENERAL FI 05.8750 11/15/2022 | 0.01% |
| MEDICINES COMPANY | 0.01% |
| MEDIVATION INC | 0.01% |
| MEDLEY CAPITAL CORP | 0.01% |
| MEDTRONIC INC 03.5000 03/15/2025 | 0.01% |
| MEDTRONIC INC 04.3750 03/15/2035 | 0.01% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.01% |
| MEG ENERGY TLB L+275 03.7500 03/31/2020 | 0.01% |
| MEIJI HOLDINGS CO LTD | 0.01% |
| MERCER INTL INC USD 07.7500 12/01/2022 | 0.01% |
| MERCK & CO. INC. | 0.01% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.01% |
| META FINANCIAL GROUP INC | 0.01% |
| METHANEX CORP USD 05.6500 12/01/2044 | 0.01% |
| METRO BANK PLC | 0.01% |
| MGM CHINA HOLDINGS LTD | 0.01% |
| MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 | 0.01% |
| MGM RESORTS INTL 06.6250 12/15/2021 | 0.01% |
| MICRON TECH INC 05.8750 02/15/2022 | 0.01% |
| MICRON TECH INC P/P 144A 07.5000 09/15/2023 | 0.01% |
| MICROSEMI CORP | 0.01% |
| MIMEDX GROUP INC | 0.01% |
| MITSUBISHI CORP | 0.01% |
| MITSUBISHI ESTATE CO LTD | 0.01% |
| MITSUBISHI GAS CHEMICAL CO | 0.01% |
| MITSUBISHI MATERIALS CORP | 0.01% |
| MITSUBISHI TANABE PHARMA | 0.01% |
| MIXI INC | 0.01% |
| MLCFC 2006-2 AJ 06.1975 06/12/2046 | 0.01% |
| MOBILEIRON INC | 0.01% |
| MOBILEYE NV | 0.01% |
| MOLINA HEALTHCARE IN P/P 144A 05.3750 11/15/2022 | 0.01% |
| MONOLITHIC POWER SYSTEMS INC | 0.01% |
| MOOG INC P/P 144A 05.2500 12/01/2022 | 0.01% |
| MPT OP PARTNERSHIP 06.8750 05/01/2021 | 0.01% |
| MPT OPER PARTNERSP/FINL 06.3750 02/15/2022 | 0.01% |
| MPT OPER PARTNERSP/FINL 06.3750 03/01/2024 | 0.01% |
| MSA SAFETY INC | 0.01% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| MSC 2007-IQ14 A2 05.6100 04/15/2049 | 0.01% |
| MSRR 2015-R4 CB1 00.5977 08/26/2047 | 0.01% |
| NATIONSTAR MORT/ 07.8750 10/01/2020 | 0.01% |
| NATIONWIDE MUTUAL P/P 144A 08.2500 12/01/2031 | 0.01% |
| NATIXIS | 0.01% |
| NAVISTAR INTERNATIONAL CORP 08.2500 11/01/2021 | 0.01% |
| NEC CORP | 0.01% |
| NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 | 0.01% |
| NEIMAN MARCUS TL L+325 04.2500 10/25/2020 | 0.01% |
| NEUBERGER BERMAN P/P 144A 05.8750 03/15/2022 | 0.01% |
| NEUROCRINE BIOSCIENCES INC | 0.01% |
| NEVADA POWER CO 07.1250 03/15/2019 | 0.01% |
| NEW GOLD INC P/P 144A 07.0000 04/15/2020 | 0.01% |
| NEW JERSEY BELL TELEPHON 08.0000 06/01/2022 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NEXSTAR BROADCASTING GROUP-A | 0.01% |
| NEXT PLC | 0.01% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.01% |
| NIPPON TELEVISION HOLDINGS | 0.01% |
| NISOURCE FINANCE CORP 06.1250 03/01/2022 | 0.01% |
| NMRR 2015-4R 1A14 00.5904 03/26/2047 | 0.01% |
| NN INC | 0.01% |
| NOBLE HOLDING INTL LTD USD 06.0500 03/01/2041 | 0.01% |
| NOMAD FOODS LTD | 0.01% |
| NOMURA REAL ESTATE HOLDINGS | 0.01% |
| NORSK HYDRO ASA | 0.01% |
| NORTHERN OIL AND GAS INC | 0.01% |
| NORTHERN STAR RESOURCES LTD | 0.01% |
| NRG ENERGY INC P/P 144A 07.2500 05/15/2026 | 0.01% |
| NSK LTD | 0.01% |
| NUMERICABLE-SFR | 0.01% |
| NUMERICABLE-SFR SA P/P 144A 07.3750 05/01/2026 | 0.01% |
| NUTRACEUTICAL INTL CORP | 0.01% |
| NXP BV/NXP FUNDING L P/P 144A 04.6250 06/01/2023 | 0.01% |
| NZD/USD 07/21/2016 GSFX | 0.01% |
| NZD/USD 07/21/2016 JPMCB | 0.01% |
| O'REILLY AUTOMOTIVE INC | 0.01% |
| O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 | 0.01% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.01% |
| OJI PAPER CO LTD | 0.01% |
| OMEGA HEALTHCARE INVESTORS | 0.01% |
| ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| ONE LIBERTY PROPERTIES INC | 0.01% |
| ONEX USI AC P/P 144A 07.7500 01/15/2021 | 0.01% |
| OPHTHOTECH CORP | 0.01% |
| OPPENHEIMER HOLDINGS-CL A | 0.01% |
| OPUS BANK | 0.01% |
| ORACLE CORP 05.3750 07/15/2040 | 0.01% |
| ORACLE CORP JAPAN | 0.01% |
| ORANGE SA USD 04.1250 09/14/2021 | 0.01% |
| ORASURE TECHNOLOGIES INC | 0.01% |
| ORION ENGINEERED CARBONS SA | 0.01% |
| OSHKOSH CORP 05.3750 03/01/2022 | 0.01% |
| OWENS-ILLINOIS INC | 0.01% |
| OXFORD INDUSTRIES INC | 0.01% |
| P G & E CORP | 0.01% |
| PACIFIC PREMIER BANCORP INC | 0.01% |
| PACIRA PHARMACEUTICALS INC | 0.01% |
| PACWEST BANCORP | 0.01% |
| PANASONIC CORP | 0.01% |
| PANDORA A/S | 0.01% |
| PARTNERS GROUP HOLDING AG | 0.01% |
| PAYCOM SOFTWARE INC | 0.01% |
| PAYLOCITY HOLDING CORP | 0.01% |
| PCCW LTD | 0.01% |
| PENN NATL GAMING 05.8750 11/01/2021 | 0.01% |
| PENNYMAC FINANCIAL SERVICE-A | 0.01% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.01% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.01% |
| PEOPLES BANCORP INC | 0.01% |
| PEPSICO INC 04.2500 10/22/2044 | 0.01% |
| PERFICIENT INC | 0.01% |
| PERMANENT TSB GROUP HOLDINGS | 0.01% |
| PERSIMMON PLC | 0.01% |
| PERSTORP HOLDING AB P/P 144A 08.7500 05/15/2017 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.01% |
| PETROLEOS MEXICANOS USD 04.8750 01/18/2024 | 0.01% |
| PETROLEOS MEXICANOS USD 06.3750 01/23/2045 | 0.01% |
| PEUGEOT SA | 0.01% |
| PHH CORP 06.3750 08/15/2021 | 0.01% |
| PITNEY BOWES INC | 0.01% |
| PLANTRONICS INC | 0.01% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.01% |
| PNC FINANCIAL SERVICES GROUP | 0.01% |
| POWER INTEGRATIONS INC | 0.01% |
| PRESTIGE BRANDS HOLDINGS INC | 0.01% |
| PROS HOLDINGS INC | 0.01% |
| PROSIEBENSAT.1 MEDIA SE | 0.01% |
| PROTHENA CORP PLC | 0.01% |
| PROVIDENT FDG/PFG P/P 144A 06.7500 06/15/2021 | 0.01% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| PRUDENTIAL FINANCIAL INC 08.8750 06/15/2038 | 0.01% |
| PUB SVC ELEC & GAS 05.5000 03/01/2040 | 0.01% |
| PUBLIC STORAGE | 0.01% |
| PUBLICIS GROUPE | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| QAD INC-A | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| QWEST CORP 07.2500 09/15/2025 | 0.01% |
| RADNET INC | 0.01% |
| RAIFFEISEN BANK INTERNATIONA | 0.01% |
| RAMCO-GERSHENSON PROPERTIES | 0.01% |
| RANGE RESOURCES CORP 05.7500 06/01/2021 | 0.01% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.01% |
| REALTY INCOME CORP 04.6500 08/01/2023 | 0.01% |
| REGAL ENTERTAINMENT GRP 05.7500 03/15/2022 | 0.01% |
| REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 | 0.01% |
| REGENCY ENERGY PART/FINA 05.8750 03/01/2022 | 0.01% |
| REP OF SRI LANKA P/P 144A 06.8500 11/03/2025 | 0.01% |
| REPLIGEN CORP | 0.01% |
| REPSOL SA | 0.01% |
| REPUBLIC BANCORP INC-CLASS A | 0.01% |
| RESTORATION HARDWARE HOLDING | 0.01% |
| REVLON CONSUMER PRODS 05.7500 02/15/2021 | 0.01% |
| REYNOLDS GRP ISS/REY P/P 144A 07.0000 07/15/2024 | 0.01% |
| RIB SOFTWARE AG | 0.01% |
| RIO TINTO FIN USA LTD USD 09.0000 05/01/2019 | 0.01% |
| RIO TINTO PLC | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| RIVERS PITTSBURGH LP P/P 144A 09.5000 06/15/2019 | 0.01% |
| ROC FIN LLC/ROC FIN P/P 144A 12.1250 09/01/2018 | 0.01% |
| ROCKWELL MEDICAL INC | 0.01% |
| ROGERS COMMUNICATIONS INC-B | 0.01% |
| ROVI CORP | 0.01% |
| RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 | 0.01% |
| S FOODS INC | 0.01% |
| SABINE PASS LIQUEFAC P/P 144A 05.8750 06/30/2026 | 0.01% |
| SABMILLER PLC | 0.01% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.01% |
| SAIA INC | 0.01% |
| SALMAR ASA | 0.01% |
| SANMINA-SCI CORP | 0.01% |
| SARTORIUS AG-PFD PCT 0.000 | 0.01% |
| SBERBANK (SB CAP SA) P/P 144A 06.1250 02/07/2022 | 0.01% |
| SCIENTIFIC GAMES INT P/P 144A 07.0000 01/01/2022 | 0.01% |
| SCOR SE | 0.01% |
| SCORPIO TANKERS INC | 0.01% |
| SEALED AIR CORP P/P 144A 05.2500 04/01/2023 | 0.01% |
| SEALED AIR CORP P/P 144A 06.8750 07/15/2033 | 0.01% |
| SEIKO EPSON CORP | 0.01% |
| SEK/USD 09/21/2016 BANKAM | 0.01% |
| SEK/USD 09/21/2016 CSI-FX | 0.01% |
| SEK/USD 09/21/2016 JPMCB | 0.01% |
| SEKISUI CHEMICAL CO LTD | 0.01% |
| SELECT INCOME REIT | 0.01% |
| SELECT MEDICAL HOLDINGS CORP | 0.01% |
| SERVICE CORP INTL 05.3750 01/15/2022 | 0.01% |
| SEVEN & I HOLDINGS CO LTD | 0.01% |
| SEVEN GENS ENER P/P 144A 08.2500 05/15/2020 | 0.01% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.01% |
| SHIMAMURA CO LTD | 0.01% |
| SHIONOGI & CO LTD | 0.01% |
| SHISEIDO CO LTD | 0.01% |
| SHORETEL INC | 0.01% |
| SHRIRAM TRANSPORT FINANCE | 0.01% |
| SINCLAIR BROADCAST GROUP -A | 0.01% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.01% |
| SINGAPORE AIRLINES LTD | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.2500 01/15/2021 | 0.01% |
| SJM HOLDINGS LTD | 0.01% |
| SK HYNIX INC | 0.01% |
| SKANDINAVISKA ENSKILDA BAN-A | 0.01% |
| SKYWORKS SOLUTIONS INC | 0.01% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.01% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.01% |
| SM ENERGY CO 06.5000 01/01/2023 | 0.01% |
| SMURFIT KAPPA GROUP PLC | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SOFTBANK GROUP CORP | 0.01% |
| SOFTBANK GROUP CORP P/P 144A 04.5000 04/15/2020 | 0.01% |
| SOLAR CAPITAL LTD | 0.01% |
| SOPRA STERIA GROUP | 0.01% |
| SOUTHERN STAR CENT P/P 144A 05.1250 07/15/2022 | 0.01% |
| SPECTRANETICS CORP | 0.01% |
| SPRINT COMM P/P 144A 09.0000 11/15/2018 | 0.01% |
| SPRINT COMMUNICATIONS INC. 08.3750 08/15/2017 | 0.01% |
| SPRINT CORP 07.8750 09/15/2023 | 0.01% |
| SSE PLC | 0.01% |
| ST JAMES'S PLACE PLC | 0.01% |
| STACR 2015-HQ1 M1 01.5033 03/25/2025 | 0.01% |
| STACR 2016-DNA2 M1 01.7033 10/25/2028 | 0.01% |
| STACR 2016-HQA2 M1 01.6533 11/25/2028 | 0.01% |
| STAG INDUSTRIAL INC | 0.01% |
| STAMPS.COM INC | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| STANDEX INTERNATIONAL CORP | 0.01% |
| STATOIL ASA USD 05.1000 08/17/2040 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| STERIS PLC | 0.01% |
| STEVEN MADDEN LTD | 0.01% |
| STOCKLAND | 0.01% |
| STONERIDGE INC | 0.01% |
| STROEER SE & CO KGAA | 0.01% |
| SUCAMPO PHARMACEUTICALS-CL A | 0.01% |
| SUGAR HSP GAMING P/P 144A 06.3750 06/01/2021 | 0.01% |
| SUMITOMO HEAVY INDUSTRIES | 0.01% |
| SUMITOMO MITSUI TRUST HOLDIN | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN | 0.01% |
| SUMITOMO WAREHOUSE CO LTD | 0.01% |
| SUMMIT HOTEL PROPERTIES INC | 0.01% |
| SUMMIT MATERIALS INC -CL A | 0.01% |
| SUN HUNG KAI PROPERTIES | 0.01% |
| SUPERNUS PHARMACEUTICALS INC | 0.01% |
| SVENSKA CELLULOSA AB SCA-B | 0.01% |
| SWECO AB-B SHS | 0.01% |
| SWEDBANK AB - A SHARES | 0.01% |
| SWEDISH MATCH AB | 0.01% |
| SWISS FRANC CALL ACCOUNT | 0.01% |
| SYNAPTICS INC | 0.01% |
| SYNCHRONOSS TECHNOLOGIES INC | 0.01% |
| SYSCO CORP | 0.01% |
| T-MOBILE USA INC 06.1250 01/15/2022 | 0.01% |
| T-MOBILE USA INC 06.2500 04/01/2021 | 0.01% |
| TABCORP HOLDINGS LTD | 0.01% |
| TAISEI CORP | 0.01% |
| TAIWAN DOLLAR CALL ACCOUNT | 0.01% |
| TAIWAN SEMICONDUCTOR MANUFAC | 0.01% |
| TAKASHIMAYA CO LTD | 0.01% |
| TALMER BANCORP INC -CL A | 0.01% |
| TAYLOR WIMPEY PLC | 0.01% |
| TCF FINANCIAL CORP | 0.01% |
| TDK CORP | 0.01% |
| TELENOR ASA | 0.01% |
| TEMPUR SEALY INTL P/P 144A 05.5000 06/15/2026 | 0.01% |
| TENET HEALTHCARE 06.0000 10/01/2020 | 0.01% |
| TENET HEALTHCARE 06.2500 11/01/2018 | 0.01% |
| TENET HEALTHCARE COR 04.1525 06/15/2020 | 0.01% |
| TEREX CORP 06.0000 05/15/2021 | 0.01% |
| TEXAS COMP ELEC TL EXT L+450 04.9337 10/10/2017 | 0.01% |
| THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 | 0.01% |
| THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 | 0.01% |
| THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 | 0.01% |
| TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 | 0.01% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.01% |
| TMS INTL CORP P/P 144A 07.6250 10/15/2021 | 0.01% |
| TOHOKU ELECTRIC POWER CO INC | 0.01% |
| TOKYO ELECTRIC POWER CO INC | 0.01% |
| TOKYO GAS CO LTD | 0.01% |
| TONENGENERAL SEKIYU KK | 0.01% |
| TRANSCANADA PIPELINES USD 06.3500 05/15/2067 | 0.01% |
| TRANSDIGM INC 06.5000 07/15/2024 | 0.01% |
| TRANSDIGM INC P/P 144A 06.3750 06/15/2026 | 0.01% |
| TRANSDIGM INC. 07.5000 07/15/2021 | 0.01% |
| TRAVELPORT WORLDWIDE LTD | 0.01% |
| TREX COMPANY INC | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| TRIBUNE MEDIA CO 05.8750 07/15/2022 | 0.01% |
| TRIPLE-S MANAGEMENT CORP-B | 0.01% |
| TUI AG-DI | 0.01% |
| TURKIYE GARANTI BANKASI | 0.01% |
| TWENTY-FIRST CENTURY FOX - B | 0.01% |
| TYCO INTERNATIONAL PLC | 0.01% |
| UBIQUITI NETWORKS INC | 0.01% |
| UBS GROUP AG-REG | 0.01% |
| ULTIMATE SOFTWARE GROUP INC | 0.01% |
| UNILEVER NV-CVA | 0.01% |
| UNITED COMMUNITY BANKS/GA | 0.01% |
| UNIVAR USA INC P/P 144A 06.7500 07/15/2023 | 0.01% |
| UNIVERSAL HEALTH RLTY INCOME | 0.01% |
| UNIVISION COMM INC. P/P 144A 08.5000 05/15/2021 | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| US BANCORP | 0.01% |
| US CONCRETE INC P/P 144A 06.3750 06/01/2024 | 0.01% |
| USG CORP P/P 144A 05.5000 03/01/2025 | 0.01% |
| VALEANT PHARMA P/P 144A 05.8750 05/15/2023 | 0.01% |
| VALEANT PHARMA P/P 144A 06.1250 04/15/2025 | 0.01% |
| VALEANT PHARMA P/P 144A 06.3750 10/15/2020 | 0.01% |
| VANTIV INC - CL A | 0.01% |
| VEEVA SYSTEMS INC-CLASS A | 0.01% |
| VEREIT OPERATING PARTNER 04.8750 06/01/2026 | 0.01% |
| VERIFONE SYSTEMS INC | 0.01% |
| VERINT SYSTEMS INC | 0.01% |
| VINA CONCHA Y TORO SA-SP ADR | 0.01% |
| VIRGIN MONEY HOLDINGS UK | 0.01% |
| VNESHECONOMBANK P/P 144A 06.9020 07/09/2020 | 0.01% |
| VOCUS COMMUNICATIONS LTD | 0.01% |
| VOESTALPINE AG | 0.01% |
| VULCAN MATERIALS COMPANY 04.5000 04/01/2025 | 0.01% |
| WABTEC CORP | 0.01% |
| WACHOVIA CORP 05.7500 06/15/2017 | 0.01% |
| WAGEWORKS INC | 0.01% |
| WALMART DE MEXICO SAB DE CV | 0.01% |
| WALT DISNEY COMPANY/THE 02.7500 08/16/2021 | 0.01% |
| WAMU 2005-AR13 A1C3 00.9433 10/25/2045 | 0.01% |
| WATERS CORP | 0.01% |
| WAYNE MERGER SUB LLC P/P 144A 08.2500 08/01/2023 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WELLS FARGO BANK NA 06.0000 11/15/2017 | 0.01% |
| WEST CORP P/P 144A 05.3750 07/15/2022 | 0.01% |
| WESTROCK RKT CO 04.4500 03/01/2019 | 0.01% |
| WFRBS 2013-C12 XA IO P/P 144A 01.5375 03/15/2048 | 0.01% |
| WHARF HOLDINGS LTD | 0.01% |
| WHITEWAVE FOODS CO 05.3750 10/01/2022 | 0.01% |
| WHITING PETROLEUM CORP 05.0000 03/15/2019 | 0.01% |
| WIDEOPENWEST FIN 10.2500 07/15/2019 | 0.01% |
| WILLIAM HILL PLC | 0.01% |
| WILLIAMS COMPANIES INC 03.7000 01/15/2023 | 0.01% |
| WILLIAMS PARTNERS LP 04.3000 03/04/2024 | 0.01% |
| WILLIAMS PARTNERS/ACMP 04.8750 05/15/2023 | 0.01% |
| WINDSTREAM SERVICES LLC 06.3750 08/01/2023 | 0.01% |
| WM MORRISON SUPERMARKETS | 0.01% |
| WOOLWORTHS LTD | 0.01% |
| WOORI BANK | 0.01% |
| WP CAREY INC 04.6000 04/01/2024 | 0.01% |
| WULIANGYE YIBIN 144A/ REGS WARRANT 04/17/2017 | 0.01% |
| X 5 RETAIL GROUP NV-REGS GDR | 0.01% |
| XL GROUP PLC | 0.01% |
| YAHOO JAPAN CORP | 0.01% |
| YAMAHA MOTOR CO LTD | 0.01% |
| ZEBRA TECH CORP 07.2500 10/15/2022 | 0.01% |
| ZEE ENTERTAINMENT ENTERPRISE | 0.01% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.01% |
| ZELTIQ AESTHETICS INC | 0.01% |
| ZENDESK INC | 0.01% |
| ZF NA CAPITAL P/P 144A 04.7500 04/29/2025 | 0.01% |
| ZIONS BANCORPORATION | 0.01% |
| 1.12 R ISWP FWD USL3M P 09/21/2018 | 0.00% |
| 1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 | 0.00% |
| ABBVIE INC 03.6000 05/14/2025 | 0.00% |
| ACC CLAIMS HOLDING LLC CLASS A | 0.00% |
| ACS ACTIVIDADES CONS Y-RTS | 0.00% |
| AES CORP/VA 04.8750 05/15/2023 | 0.00% |
| AG MORTGAGE INVESTMENT TRUST | 0.00% |
| AIR LEASE CORP 03.7500 02/01/2022 | 0.00% |
| ALLY FINANCIAL INC 08.0000 03/15/2020 | 0.00% |
| ALLY FINANCIAL INC 08.0000 12/31/2018 | 0.00% |
| ALTRIA GROUP INC 09.2500 08/06/2019 | 0.00% |
| AMC ENT INC 05.7500 06/15/2025 | 0.00% |
| AMC ENT INC 05.8750 02/15/2022 | 0.00% |
| AMERICAN WATER WORKS CO INC | 0.00% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.00% |
| ANTERO RESOURCES COR 05.6250 06/01/2023 | 0.00% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| APPLE INC 02.1000 05/06/2019 | 0.00% |
| APTARGROUP INC | 0.00% |
| ARCELORMITTAL USD 06.1250 06/01/2025 | 0.00% |
| ARDENT LEISURE GROUP | 0.00% |
| ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 | 0.00% |
| ARLINGTON ASSET INVESTMENT-A | 0.00% |
| ARMOUR RESIDENTIAL REIT INC | 0.00% |
| ASSURANT INC | 0.00% |
| AUD/USD 07/21/2016 BCAP-FX | 0.00% |
| AUD/USD 07/21/2016 CITI | 0.00% |
| AUD/USD 07/21/2016 DEUTB-L | 0.00% |
| AUD/USD 07/21/2016 GSFX | 0.00% |
| AUD/USD 07/21/2016 HSBCB | 0.00% |
| AUD/USD 07/21/2016 UBS | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| AVAYA INC P/P 144A 10.5000 03/01/2021 | 0.00% |
| BACM 2004-4 XC IO P/P 144A 00.0915 07/10/2042 | 0.00% |
| BACM 2004-5 XC IO P/P 144A 00.5524 11/10/2041 | 0.00% |
| BACM 2007-1 XW IO 00.5082 01/15/2049 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.4940 02/10/2051 | 0.00% |
| BALL CORP | 0.00% |
| BALOISE HOLDING AG - REG | 0.00% |
| BANK OF AMERICA CORP 01.4125 09/15/2026 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.1250 06/01/2021 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEAVER VALLEY II FUNDING 09.0000 06/01/2017 | 0.00% |
| BELDEN INC P/P 144A 05.2500 07/15/2024 | 0.00% |
| BEMIS COMPANY | 0.00% |
| BERRY PLASTICS CORP 05.5000 05/15/2022 | 0.00% |
| BERRY PLASTICS ESCRO 06.0000 10/15/2022 | 0.00% |
| BIO-RAD LABORATORIES-A | 0.00% |
| BNP PARIBAS P/P 144A 07.1950 06/29/2049 | 0.00% |
| BOARDWALK PIPELINES LP 05.9500 06/01/2026 | 0.00% |
| BON-TON DEPT STORES 08.0000 06/15/2021 | 0.00% |
| BOYD GAMING CORP P/P 144A 06.3750 04/01/2026 | 0.00% |
| BRAZILIAN REAL CALL ACCOUNT | 0.00% |
| BSCMS 04-PR3I X1 IO 00.3322 02/11/2041 | 0.00% |
| BUNGE LIMITED FINANCE CORP. 08.5000 06/15/2019 | 0.00% |
| CABLEVISION SYS CORP 08.0000 04/15/2020 | 0.00% |
| CABLEVISION SYSTEMS CORP 07.7500 04/15/2018 | 0.00% |
| CAD/USD 07/21/2016 BANKAM | 0.00% |
| CAD/USD 07/21/2016 BCAP-FX | 0.00% |
| CAD/USD 07/21/2016 CITI | 0.00% |
| CAD/USD 07/21/2016 CSI-FX | 0.00% |
| CAD/USD 07/21/2016 GSFX | 0.00% |
| CAD/USD 07/21/2016 HSBCB | 0.00% |
| CAD/USD 07/21/2016 JPMCB | 0.00% |
| CAD/USD 07/21/2016 RBSF | 0.00% |
| CAD/USD 07/21/2016 SSBT | 0.00% |
| CAD/USD 07/21/2016 UBS | 0.00% |
| CAD/USD 07/21/2016 WPAC | 0.00% |
| CAESARS ENT OPER TLB7 L+825 11.7500 03/01/2017 | 0.00% |
| CALATLANTIC GROUP INC 05.8750 11/15/2024 | 0.00% |
| CALIFORNIA RESOURCES CORP | 0.00% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.00% |
| CALPINE CORP P/P 144A 06.0000 01/15/2022 | 0.00% |
| CANADIAN DOLLAR ACCOUNT | 0.00% |
| CANON INC ORD JAPAN | 0.00% |
| CARE CAPITAL PROPERTIES INC | 0.00% |
| CAS 2015-C03 2M2 05.4533 07/25/2025 | 0.00% |
| CBL & ASSOCIATES PROPERTIES | 0.00% |
| CBRE SERVICES INC 05.0000 03/15/2023 | 0.00% |
| CBS OUT AMER CAP LLC 05.8750 03/15/2025 | 0.00% |
| CCM MERGER INC P/P 144A 09.1250 05/01/2019 | 0.00% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% |
| CCO HLDGS LLC/CAP CORP 06.6250 01/31/2022 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 00.5759 12/11/2049 | 0.00% |
| CD 2007-CD5 XS IO 144A 00.5142 11/15/2044 | 0.00% |
| CEDAR FAIR LP/CA 05.2500 03/15/2021 | 0.00% |
| CENOVUS ENERGY INC USD 04.4500 09/15/2042 | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.00% |
| CENTURYLINK INC 05.6250 04/01/2020 | 0.00% |
| CF INDUSTRIES INC 05.1500 03/15/2034 | 0.00% |
| CF INDUSTRIES INC 05.3750 03/15/2044 | 0.00% |
| CHEMOURS CO 06.6250 05/15/2023 | 0.00% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.00% |
| CHESAP OIL OP/FN 06.6250 11/15/2019 | 0.00% |
| CHF/USD 09/21/2016 BCAP-FX | 0.00% |
| CHF/USD 09/21/2016 CSI-FX | 0.00% |
| CHS/COMMUNITY HEALTH 05.1250 08/01/2021 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CIT GROUP INC 03.8750 02/19/2019 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CIT GROUP INC 05.3750 05/15/2020 | 0.00% |
| CIT GROUP INC. 05.2500 03/15/2018 | 0.00% |
| CITIGROUP INC 05.8750 12/29/2049 | 0.00% |
| CK HUTCHISON HOLDINGS LTD | 0.00% |
| CLEAR CHANNEL COMMUN 09.0000 12/15/2019 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CNO FINANCIAL GROUP INC 04.5000 05/30/2020 | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COLRUYT SA | 0.00% |
| COMM 2005-LP5 D 04.7908 05/10/2043 | 0.00% |
| COMM 2006-C8 XS IO P/P 144A 00.7192 12/10/2046 | 0.00% |
| COMMSCOPE TECH FIN L P/P 144A 06.0000 06/15/2025 | 0.00% |
| COMSCORE INC | 0.00% |
| CONCHO RESOURCES INC 05.5000 10/01/2022 | 0.00% |
| CONTINENTAL RESOURCES 03.8000 06/01/2024 | 0.00% |
| COPART INC | 0.00% |
| CORRECTIONS CORP 04.1250 04/01/2020 | 0.00% |
| CPG INTL TLB L+375 04.7500 09/30/2020 | 0.00% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.00% |
| CRAY INC | 0.00% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.00% |
| CREDIT SUISSE GROUP AG-REG | 0.00% |
| CROWN CASTLE TOWERS P/P 144A 04.8830 08/15/2020 | 0.00% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.00% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.00% |
| CSFB 1998-C1 F P/P 144A 06.0000 05/17/2040 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1972 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.2138 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| CYS INVESTMENTS INC | 0.00% |
| DBRR 2013-EZ3 A P/P 144A 01.6360 12/18/2049 | 0.00% |
| DELIVERY HERO HOLDIN P/P | 0.00% |
| DENBURY RESOURCES INC 06.3750 08/15/2021 | 0.00% |
| DEPOMED INC | 0.00% |
| DFC FINANCE CORP P/P 144A 10.5000 06/15/2020 | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| DISCOVER FINANCIAL SERVICES | 0.00% |
| DKK/USD 09/21/2016 CITI | 0.00% |
| DOLBY LABORATORIES INC-CL A | 0.00% |
| DOMINION DIAMOND CORP | 0.00% |
| DPL INC. 06.5000 10/15/2016 | 0.00% |
| DYNEGY INC 07.3750 11/01/2022 | 0.00% |
| DYNEGY INC 07.6250 11/01/2024 | 0.00% |
| EAGLE PHARMACEUTICALS INC | 0.00% |
| EASYJET PLC | 0.00% |
| ECOLAB INC | 0.00% |
| EGYPTIAN POUND CALL ACCOUNT | 0.00% |
| ENDO FIN LLC/ENDO FI P/P 144A 05.8750 01/15/2023 | 0.00% |
| ENDURANCE SPECIALTY HOLDINGS | 0.00% |
| ENERGY TRANSFER EQUITY 07.5000 10/15/2020 | 0.00% |
| ENTELLUS MEDICAL INC | 0.00% |
| EP ENER/EVEREST AC 06.3750 06/15/2023 | 0.00% |
| EQT MIDSTREAM PARTNERS L 04.0000 08/01/2024 | 0.00% |
| EQUITY COMMONWEALTH | 0.00% |
| EUR/USD 09/21/2016 BANKAM | 0.00% |
| EUR/USD 09/21/2016 BCAP-FX | 0.00% |
| EUR/USD 09/21/2016 CITI | 0.00% |
| EUR/USD 09/21/2016 CSI-FX | 0.00% |
| EUR/USD 09/21/2016 DEUTB-L | 0.00% |
| EUR/USD 09/21/2016 GSFX | 0.00% |
| EUR/USD 09/21/2016 HSBCB | 0.00% |
| EUR/USD 09/21/2016 JPMCB | 0.00% |
| EUR/USD 09/21/2016 RBSF | 0.00% |
| EUR/USD 09/21/2016 UBS | 0.00% |
| EUR/USD PUT 1.10 20160719 CITI | 0.00% |
| EURONEXT NV P/P 144A | 0.00% |
| EVEREST RE GROUP LTD | 0.00% |
| FABFURNISH GMBH P/P | 0.00% |
| FAMILY TREE ESCROW L P/P 144A 05.2500 03/01/2020 | 0.00% |
| FAMILY TREE ESCROW L P/P 144A 05.7500 03/01/2023 | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FFCA 2000-1 IO IO P/P 144A 00.9607 09/18/2027 | 0.00% |
| FHR 2979 AS 22.6525 03/15/2034 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNR 2005-106 JC 18.7184 12/25/2035 | 0.00% |
| FNR 2005-75 GS 18.8901 08/25/2035 | 0.00% |
| FNR 2005-83 QP 16.2154 11/25/2034 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-62 PS 37.1802 07/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FOUR CORNERS PROPERTY TRUST | 0.00% |
| FRANK'S INTERNATIONAL NV | 0.00% |
| FREEPORT-MCMORAN COPPER & GOL 03.5500 03/01/2022 | 0.00% |
| FREESCALE SEMICONDUC P/P 144A 06.0000 01/15/2022 | 0.00% |
| FRONTIER COMM 08.8750 09/15/2020 | 0.00% |
| FRONTIER COMMUNICATIONS 06.2500 09/15/2021 | 0.00% |
| FRONTIER COMMUNICATIONS 07.6250 04/15/2024 | 0.00% |
| FUBOA 2001-C1 IO3 IO P/P 144A 02.2001 03/15/2033 | 0.00% |
| GARTNER INC | 0.00% |
| GBP/USD 09/21/2016 BANKAM | 0.00% |
| GBP/USD 09/21/2016 BCAP-FX | 0.00% |
| GBP/USD 09/21/2016 HSBCB | 0.00% |
| GBP/USD 09/21/2016 RBSF | 0.00% |
| GBP/USD 09/21/2016 SSBT | 0.00% |
| GECMC 2005-C3 XC IO P/P 144A 00.1188 07/10/2045 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.3909 12/10/2049 | 0.00% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.00% |
| GENON ENERGY INC 09.5000 10/15/2018 | 0.00% |
| GENON ENERGY INC 09.8750 10/15/2020 | 0.00% |
| GENPACT LTD | 0.00% |
| GENTEX CORP | 0.00% |
| GENWORTH FINANCIAL INC-CL A | 0.00% |
| GIBSON BRANDS INC P/P 144A 08.8750 08/01/2018 | 0.00% |
| GLOBAL FASHION HOLDI P/P | 0.00% |
| GMACC 2005-C1 X1 IO P/P 144A 00.7848 05/10/2043 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2010-103 DI IO 04.5000 12/20/2038 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2011-18 PI IO 04.5000 08/20/2040 | 0.00% |
| GOODYEAR TIRE & RUBBER 05.0000 05/31/2026 | 0.00% |
| GSMS 2006-GG6 XC IO P/P 144A 00.0000 04/10/2038 | 0.00% |
| HALCON RESOURCES COR 08.8750 05/15/2021 | 0.00% |
| HALCON RESOURCES CORP 09.7500 07/15/2020 | 0.00% |
| HALOZYME THERAPEUTICS INC | 0.00% |
| HALYARD HEALTH INC 06.2500 10/15/2022 | 0.00% |
| HCA INC 05.3750 02/01/2025 | 0.00% |
| HCA INC. 07.5000 02/15/2022 | 0.00% |
| HILAND PART LP/CORP P/P 144A 05.5000 05/15/2022 | 0.00% |
| HILAND PART LP/CORP P/P 144A 07.2500 10/01/2020 | 0.00% |
| HISTORIC TW INC 09.1500 02/01/2023 | 0.00% |
| HITACHI METALS LTD | 0.00% |
| HKD/USD 08/18/2016 BANKAM | 0.00% |
| HKD/USD 08/18/2016 BCAP-FX | 0.00% |
| HKD/USD 08/18/2016 CSI-FX | 0.00% |
| HKD/USD 08/18/2016 HSBCB | 0.00% |
| HKD/USD 08/18/2016 JPMCB | 0.00% |
| HONEYWELL INTERNATIONAL INC | 0.00% |
| HOSPITALITY PROPERTIES T 04.5000 03/15/2025 | 0.00% |
| HUB HLDG LLC/HUB HOL P/P 144A 08.1250 07/15/2019 | 0.00% |
| HUNTSMAN INTL L 05.1250 11/15/2022 | 0.00% |
| HYATT HOTELS CORP - CL A | 0.00% |
| HYATT HOTELS CORP 03.3750 07/15/2023 | 0.00% |
| IDR/USD 08/18/2016 GSFX | 0.00% |
| IDR/USD 11/16/2016 JPMCB | 0.00% |
| IDT CORP-CLASS B | 0.00% |
| IMMUNE DESIGN CORP | 0.00% |
| INDONESIAN RUPIAH CALL ACCOUNT | 0.00% |
| INFINEON TECHNOLOGIES AG | 0.00% |
| INFOR US INC P/P 144A 05.7500 08/15/2020 | 0.00% |
| INGRAM MICRO INC-CL A | 0.00% |
| INOTEK PHARMACEUTICALS CORP | 0.00% |
| INSYS THERAPEUTICS INC | 0.00% |
| INTELSAT JACKSON HLDG USD 07.5000 04/01/2021 | 0.00% |
| INTELSAT JACKSON USD 06.6250 12/15/2022 | 0.00% |
| INTELSAT LUXEMB USD 07.7500 06/01/2021 | 0.00% |
| INTELSAT LUXEMB USD 08.1250 06/01/2023 | 0.00% |
| INTL LEASE FINANCE CORP 06.2500 05/15/2019 | 0.00% |
| INVESCO MORTGAGE CAPITAL | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| IRON MOUNTAIN INC P/P 144A 06.0000 10/01/2020 | 0.00% |
| ISTAR INC CV 03.0000 11/15/2016 | 0.00% |
| ISTAR INC. 05.0000 07/01/2019 | 0.00% |
| JABIL CIRCUIT INC 08.2500 03/15/2018 | 0.00% |
| JBS USA LLC/JBS P/P 144A 07.2500 06/01/2021 | 0.00% |
| JBS USA LLC/JBS USA P/P 144A 07.2500 06/01/2021 | 0.00% |
| JBS USA LLC/JBS USA P/P 144A 08.2500 02/01/2020 | 0.00% |
| JC PENNEY CORP INC 08.1250 10/01/2019 | 0.00% |
| JC PENNEY CORP INC P/P 144A 05.8750 07/01/2023 | 0.00% |
| JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.4959 09/12/2037 | 0.00% |
| JPMCC 06-LDP6 X1 IO P/P 144A 00.0358 04/15/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.5827 05/15/2045 | 0.00% |
| JPMCC 2007-LD12 A3 06.1310 02/15/2051 | 0.00% |
| JPMCC 2007-LDPX X IO 00.4713 01/15/2049 | 0.00% |
| JPY/USD 08/18/2016 BANKAM | 0.00% |
| JPY/USD 08/18/2016 CITI | 0.00% |
| JPY/USD 08/18/2016 GSFX | 0.00% |
| JPY/USD 08/18/2016 JPMCB | 0.00% |
| JPY/USD 08/18/2016 RBSF | 0.00% |
| JPY/USD 08/18/2016 UBS | 0.00% |
| KERR-MCGEE CORP 07.8750 09/15/2031 | 0.00% |
| KEY ENERGY SERVICES INC 06.7500 03/01/2021 | 0.00% |
| KOREA ELECTRIC POWER CORP | 0.00% |
| KRW/USD 08/18/2016 GSFX | 0.00% |
| L BRANDS INC 05.6250 02/15/2022 | 0.00% |
| LAMAR MEDIA CORP 05.3750 01/15/2024 | 0.00% |
| LAMAR MEDIA CORP 05.8750 02/01/2022 | 0.00% |
| LANDRY'S HLDG II INC P/P 144A 10.2500 01/01/2018 | 0.00% |
| LBCMT 1998-C4 H P/P 144A 05.6000 10/15/2035 | 0.00% |
| LBCMT 1999-C1 G P/P 144A 06.4100 06/15/2031 | 0.00% |
| LBUBS 2005-C2 XCL IO P/P 144A 00.1950 04/15/2040 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.4615 11/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.7367 02/15/2040 | 0.00% |
| LEAR CORP 05.2500 01/15/2025 | 0.00% |
| LEGAL & GENERAL GROUP PLC | 0.00% |
| LENNAR CORP 04.5000 06/15/2019 | 0.00% |
| LEVEL 3 COMMUNICATIONS INC. 05.7500 12/01/2022 | 0.00% |
| LIBERTY BRAVES GROUP-A | 0.00% |
| LIBERTY GLOBAL PLC LILAC - C | 0.00% |
| LIGHTSTREAM P/P 144A 08.6250 02/01/2020 | 0.00% |
| LINK REIT | 0.00% |
| LLOYDS BANKING GROUP PLC | 0.00% |
| LOCKHEED MARTIN CORP | 0.00% |
| LONE PINE RES ESCROW 10.3750 02/15/2017 | 0.00% |
| LONE PINE RESOURCES CANADA L | 0.00% |
| LONE PINE RESOURCES INC-CL A | 0.00% |
| LSB INDUSTRIES INC | 0.00% |
| MALIBU BOATS INC - A | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 | 0.00% |
| MARATHON OIL CORP 03.8500 06/01/2025 | 0.00% |
| MATCH GROUP INC | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | 0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.00% |
| MEDNAX INC | 0.00% |
| MEDNAX INC P/P 144A 05.2500 12/01/2023 | 0.00% |
| MEG ENERGY CORP P/P 144A 06.5000 03/15/2021 | 0.00% |
| MERRIMACK PHARMACEUTICALS IN | 0.00% |
| METHANEX CORP USD 03.2500 12/15/2019 | 0.00% |
| MEXICAN PESO CALL ACCOUNT | 0.00% |
| MEZZ 2005-C3 X IO P/P 144A 07.1563 05/15/2044 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.0236 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 05.8856 12/15/2049 | 0.00% |
| MGM RESORTS INTL 05.2500 03/31/2020 | 0.00% |
| MGM RESORTS INTL 08.6250 02/01/2019 | 0.00% |
| MGP ESCROW ISSUER/CO P/P 144A 05.6250 05/01/2024 | 0.00% |
| MICROSOFT CORP 05.3000 02/08/2041 | 0.00% |
| MILAGRO OIL & GAS 10.5000 05/15/2017 | 0.00% |
| MLMT 2004-KEY2 XC IO P/P 144A 00.5778 08/12/2039 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0229 06/12/2043 | 0.00% |
| MLMT 2007-C1 A3 06.0211 06/12/2050 | 0.00% |
| MOLINA HEALTHCARE INC | 0.00% |
| MTS SYSTEMS CORP | 0.00% |
| MUSTANG MERGER CORP P/P 144A 08.5000 08/15/2021 | 0.00% |
| MYR/USD 08/18/2016 BANKAM | 0.00% |
| MYRIAD GENETICS INC | 0.00% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.00% |
| NAVISTAR INTL CV 04.5000 10/15/2018 | 0.00% |
| NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 | 0.00% |
| NETSCOUT SYSTEMS INC | 0.00% |
| NETSUITE INC | 0.00% |
| NEUSTAR INC-CLASS A | 0.00% |
| NEW BIGFOOT OTHER AS P/P | 0.00% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.00% |
| NEW MIDDLE EAST OTHE P/P | 0.00% |
| NEW ZEALAND DOLLAR CALL ACCOUNT | 0.00% |
| NEWCREST MINING LTD | 0.00% |
| NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.00% |
| NEWS CORP - CLASS B | 0.00% |
| NITORI HOLDINGS CO LTD | 0.00% |
| NOK/USD 09/21/2016 BANKAM | 0.00% |
| NOK/USD 09/21/2016 BCAP-FX | 0.00% |
| NOK/USD 09/21/2016 CSI-FX | 0.00% |
| NOK/USD 09/21/2016 JPMCB | 0.00% |
| NOK/USD 09/21/2016 RBSF | 0.00% |
| NORWEGIAN KRONE CALL ACCOUNT | 0.00% |
| NOVAVAX INC | 0.00% |
| NOVELIS INC 08.3750 12/15/2017 | 0.00% |
| NZD/USD 07/21/2016 BANKAM | 0.00% |
| NZD/USD 07/21/2016 BCAP-FX | 0.00% |
| NZD/USD 07/21/2016 CITI | 0.00% |
| NZD/USD 07/21/2016 CSI-FX | 0.00% |
| NZD/USD 07/21/2016 RBSF | 0.00% |
| NZD/USD 07/21/2016 UBS | 0.00% |
| OASIS PETROLEUM INC 06.8750 01/15/2023 | 0.00% |
| OCWEN FINANCIAL CORP 06.6250 05/15/2019 | 0.00% |
| OMNICOM GROUP | 0.00% |
| ONEMAIN FIN HLDG INC P/P 144A 06.7500 12/15/2019 | 0.00% |
| ONEMAIN FIN HLDG INC P/P 144A 07.2500 12/15/2021 | 0.00% |
| ONEX CORPORATION | 0.00% |
| OTSUKA CORP | 0.00% |
| PACTIV LLC 08.3750 04/15/2027 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PERKINELMER INC | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| PETROLEOS MEXICANOS USD 05.6250 01/23/2046 | 0.00% |
| PILGRIM'S PRIDE CORP P/P 144A 05.7500 03/15/2025 | 0.00% |
| PLN/USD 09/21/2016 HSBCB | 0.00% |
| PORTOLA PHARMACEUTICALS INC | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| PQ CORP P/P 144A 06.7500 11/15/2022 | 0.00% |
| PRESTIGE BRANDS INC P/P 144A 05.3750 12/15/2021 | 0.00% |
| PROASSURANCE CORP | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| REGENCY ENERGY PART/FINA 05.0000 10/01/2022 | 0.00% |
| REGENCY ENERGY PART/FINA 05.5000 04/15/2023 | 0.00% |
| RENAISSANCERE HOLDINGS LTD | 0.00% |
| REYNOLDS GROUP 09.8750 08/15/2019 | 0.00% |
| REYNOLDS GROUP HLDG 08.2500 02/15/2021 | 0.00% |
| RIGEL PHARMACEUTICALS INC | 0.00% |
| ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 | 0.00% |
| ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 | 0.00% |
| RTL GROUP | 0.00% |
| RUB/USD 09/21/2016 JPMCB | 0.00% |
| RUSSELL 2000 MINI SEP16 RTAU6 | 0.00% |
| S&P MID 400 EMINI SEP16 FAU6 | 0.00% |
| S&P500 EMINI FUT SEP16 ESU6 | 0.00% |
| SABINE PASS LNG LP 06.5000 11/01/2020 | 0.00% |
| SAGE THERAPEUTICS INC | 0.00% |
| SAMSON INVESTMENT CO 09.7500 02/15/2020 | 0.00% |
| SANDRIDGE ENERGY INC P/P 144A 08.7500 06/01/2020 | 0.00% |
| SCIENTIFIC GAMES INTERNA 06.2500 09/01/2020 | 0.00% |
| SEALED AIR CORP P/P 144A 04.8750 12/01/2022 | 0.00% |
| SEALED AIR CORP P/P 144A 05.1250 12/01/2024 | 0.00% |
| SEALED AIR CORP P/P 144A 05.5000 09/15/2025 | 0.00% |
| SEALED AIR CORP P/P 144A 06.5000 12/01/2020 | 0.00% |
| SEK/USD 09/21/2016 BCAP-FX | 0.00% |
| SEK/USD 09/21/2016 GSFX | 0.00% |
| SEK/USD 09/21/2016 SSBT | 0.00% |
| SELECT INCOME REIT 02.8500 02/01/2018 | 0.00% |
| SELECT INCOME REIT 03.6000 02/01/2020 | 0.00% |
| SEMTECH CORP | 0.00% |
| SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 | 0.00% |
| SEVENTY SEVEN ENERGY 06.5000 07/15/2022 | 0.00% |
| SGD/USD 08/18/2016 BCAP-FX | 0.00% |
| SGD/USD 08/18/2016 SSBT | 0.00% |
| SHERWIN-WILLIAMS CO/THE | 0.00% |
| SILICON LABORATORIES INC | 0.00% |
| SIMON PROPERTY GROUP LP 03.3750 03/15/2022 | 0.00% |
| SINCLAIR TELEVISION 06.3750 11/01/2021 | 0.00% |
| SINGAPORE DOLLAR CALL ACCOUNT | 0.00% |
| SIRIUS XM RADIO INC P/P 144A 05.8750 10/01/2020 | 0.00% |
| SLM CORP | 0.00% |
| SM ENERGY CO 06.5000 11/15/2021 | 0.00% |
| SONOCO PRODUCTS CO | 0.00% |
| SPEC BND ES CORP 06.3750 11/15/2020 | 0.00% |
| SPEC BRNDS ESCROW CO 06.6250 11/15/2022 | 0.00% |
| SPECTRUM BRANDS INC 05.7500 07/15/2025 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| SPRINGLEAF FIN CORP 07.7500 10/01/2021 | 0.00% |
| SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 | 0.00% |
| SPRINT COMMUNICATIONS 07.0000 08/15/2020 | 0.00% |
| STANDARD IND INC P/P 144A 05.1250 02/15/2021 | 0.00% |
| STEEL DYNAMICS INC 05.1250 10/01/2021 | 0.00% |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 0.00% |
| STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 | 0.00% |
| SURUGA BANK LTD | 0.00% |
| SURYA SEMESTA INTERNUSA PT | 0.00% |
| SYNIVERSE HOLDINGS INC 09.1250 01/15/2019 | 0.00% |
| SYNOPSYS INC | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| T-MOBILE USA INC 06.4640 04/28/2019 | 0.00% |
| T-MOBILE USA INC 06.6330 04/28/2021 | 0.00% |
| T-MOBILE USA INC 06.8360 04/28/2023 | 0.00% |
| TARO PHARMACEUTICAL INDUS | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.2500 04/15/2021 | 0.00% |
| TAYLOR MORRISON P/P 144A 05.6250 03/01/2024 | 0.00% |
| TEAM HEALTH HOLDINGS INC | 0.00% |
| TECHNIP SA | 0.00% |
| TECK RESOURCES LTD P/P 144A 08.0000 06/01/2021 | 0.00% |
| TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 | 0.00% |
| TENET HEALTHCARE 04.3750 10/01/2021 | 0.00% |
| TENET HEALTHCARE 04.5000 04/01/2021 | 0.00% |
| TENET HEALTHCARE 04.7500 06/01/2020 | 0.00% |
| TENNECO INC 05.0000 07/15/2026 | 0.00% |
| TERVITA CORP P/P 144A 10.8750 02/15/2018 | 0.00% |
| TEXAS COMP ELEC PP L+450 04.9337 10/10/2017 | 0.00% |
| TEXAS COMP/TCEH P/P 144A 11.5000 10/01/2020 | 0.00% |
| THOMSON REUTERS CORP | 0.00% |
| TMX FIN/TITLEMAX P/P 144A 08.5000 09/15/2018 | 0.00% |
| TOKAI PHARMACEUTICALS INC | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| TRIANGLE USA PETRO P/P 144A 06.7500 07/15/2022 | 0.00% |
| TRW AUTOMOTIVE INC P/P 144A 04.5000 03/01/2021 | 0.00% |
| UAL 2007 PASS TRUST 06.6360 07/02/2022 | 0.00% |
| UKX 20160715 P 5933.42CITI | 0.00% |
| UKX 20160715 P 6058.33CITI | 0.00% |
| ULTRAGENYX PHARMACEUTICAL IN | 0.00% |
| UNIQURE NV | 0.00% |
| UNIT CORP 06.6250 05/15/2021 | 0.00% |
| US 10YR NOTE (CBT)SEP16 TYU6 | 0.00% |
| US 2YR NOTE (CBT) SEP16 TUU6 | 0.00% |
| US 5YR NOTE (CBT) SEP16 FVU6 | 0.00% |
| US LONG BOND(CBT) SEP16 USU6 | 0.00% |
| US ULTRA BOND CBT SEP16 WNU6 | 0.00% |
| USD/CAD CALL 1.32 20160719 CITI | 0.00% |
| USG CORP P/P 144A 05.8750 11/01/2021 | 0.00% |
| VALEANT PHARMA P/P 144A 05.3750 03/15/2020 | 0.00% |
| VALEANT PHARMA P/P 144A 05.6250 12/01/2021 | 0.00% |
| VALEANT PHARMA P/P 144A 07.0000 10/01/2020 | 0.00% |
| VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 | 0.00% |
| VALIDUS HOLDINGS LTD | 0.00% |
| VANDER INTERMED P/P 144A 09.7500 02/01/2019 | 0.00% |
| VERIZON COMMUNICATIONS 06.4000 09/15/2033 | 0.00% |
| VOLKSWAGEN AG PFD | 0.00% |
| WAL-MART STORES INC 05.0000 10/25/2040 | 0.00% |
| WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 | 0.00% |
| WALT DISNEY COMPANY/THE 04.3750 08/16/2041 | 0.00% |
| WALTER INV MGMT 07.8750 12/15/2021 | 0.00% |
| WAMU 2005-AR19 A1C3 00.9533 12/25/2045 | 0.00% |
| WBCMT 2005-C18 XC IO P/P 144A 00.0000 04/15/2042 | 0.00% |
| WBCMT 2006-C26 XC IO P/P 144A 00.1482 06/15/2045 | 0.00% |
| WBCMT 2006-C29 IO IO 00.5185 11/15/2048 | 0.00% |
| WBCMT 2007-C34 IO IO 00.4558 05/15/2046 | 0.00% |
| WESTERN GAS PARTNERS LP 04.6500 07/01/2026 | 0.00% |
| WHITING PETROLEUM CORP | 0.00% |
| WHITING PETROLEUM CORP 05.7500 03/15/2021 | 0.00% |
| WILEY (JOHN) & SONS-CLASS A | 0.00% |
| WILLIAMS COS INC 07.7500 06/15/2031 | 0.00% |
| WILLIAMS COS INC 07.8750 09/01/2021 | 0.00% |
| WILLIAMS PARTNERS/ACMP 06.1250 07/15/2022 | 0.00% |
| WINDSTREAM CORP 07.7500 10/01/2021 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 06.7500 04/15/2022 | 0.00% |
| WPX ENERGY INC 07.5000 08/01/2020 | 0.00% |
| WR GRACE & CO-CONN P/P 144A 05.1250 10/01/2021 | 0.00% |
| XILINX INC | 0.00% |
| ZAR/USD 07/21/2016 CITI | 0.00% |
| ZODIAC SA | 0.00% |
| AUD/USD 07/21/2016 CSI-FX | -0.01% |
| AUD/USD 07/21/2016 JPMCB | -0.01% |
| AUD/USD 07/21/2016 RBSF | -0.01% |
| AUD/USD 07/21/2016 SSBT | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| GBP/USD 09/21/2016 CITI | -0.01% |
| GBP/USD 09/21/2016 UBS | -0.01% |
| JPY/USD 08/18/2016 CSI-FX | -0.01% |
| JPY/USD 08/18/2016 DEUTB-L | -0.01% |
| KOREAN WON CALL ACCOUNT | -0.01% |
| POUND STERLING CALL ACCOUNT | -0.01% |
| 1.75 R ISWP FWD USL3M P 09/21/2026 | -0.02% |
| ISRAELI SHEKEL CALL ACCOUNT | -0.02% |
| SWEDISH KRONA CALL ACCOUNT | -0.02% |
| DANISH KRONE CALL ACCOUNT | -0.03% |
| CDX CDX.NA.HY.26 500.0 06/20/2021 | -0.04% |
| GNMA GII30 TBA 04.0000 07/01/2046 | -0.05% |
| RU10INTR P USL3M R 11/23/16 CI | -0.12% |
Prior top 10 holdings
| Top 10 holdings as of 08/31/16 | |
|---|---|
| Gnma Gii30 Tba 03.5000 09/01/2046 | |
| Fnma Fn30 Tba 04.0000 09/01/2046 | |
| Fnma Fn30 Tba 03.0000 09/01/2046 | |
| Fnma Fn15 Tba 03.0000 09/01/2031 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Microsoft Corp Sedol 2588173 | |
| Fnma Fn30 Tba 06.0000 09/01/2046 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Johnson & Johnson Sedol 2475833 | |
| Verizon Communications Inc Sedol 2090571 | |
| Holdings represent 17.11% of portfolio | |
| Top 10 holdings as of 07/31/16 | |
|---|---|
| Gnma Gii30 Tba 03.5000 08/01/2046 | |
| Fnma Fn30 Tba 04.0000 08/01/2046 | |
| Fnma Fn30 Tba 03.0000 08/01/2046 | |
| Fnma Fn15 Tba 03.0000 08/01/2031 | |
| Fnma Fn30 Tba 03.0000 09/01/2046 | |
| Microsoft Corp Sedol 2588173 | |
| Johnson & Johnson Sedol 2475833 | |
| Fnma Fn30 Tba 06.0000 08/01/2046 | |
| Verizon Communications Inc Sedol 2090571 | |
| Apple Inc Sedol 2046251 | |
| Holdings represent 17.53% of portfolio | |
| Top 10 holdings as of 06/30/16 | |
|---|---|
| Fnma Fn30 Tba 04.0000 08/01/2046 | |
| Fnma Fn15 Tba 03.0000 07/01/2031 | |
| Gnma Gii30 Tba 03.5000 08/01/2046 | |
| Gnma Gii30 Tba 03.5000 07/01/2046 | |
| Johnson & Johnson Sedol 2475833 | |
| Microsoft Corp Sedol 2588173 | |
| Fnma Fn30 Tba 06.0000 07/01/2046 | |
| Verizon Communications Inc Sedol 2090571 | |
| Fnma Fn30 Tba 03.0000 07/01/2046 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Holdings represent 15.09% of portfolio | |
| Top 10 holdings as of 05/31/16 | |
|---|---|
| Fnma Fn30 Tba 04.0000 07/01/2046 | |
| Gnma Gii30 Tba 03.5000 06/01/2046 | |
| Fnma Fn30 Tba 03.0000 07/01/2046 | |
| Fnma Fn15 Tba 03.0000 07/01/2031 | |
| Microsoft Corp Sedol 2588173 | |
| Johnson & Johnson Sedol 2475833 | |
| Fnma Fn30 Tba 06.0000 06/01/2046 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Apple Inc Sedol 2046251 | |
| Verizon Communications Inc Sedol 2090571 | |
| Holdings represent 16.52% of portfolio | |
Portfolio composition as of 08/31/16
| U.S. Investment-grade bonds | 30.04% |
|
|---|---|---|
| U.S. large-cap growth stocks | 17.80% |
|
| U.S. large-cap value stocks | 17.80% |
|
| International equity | 11.26% |
|
| U.S. small- and mid-cap value stocks | 7.67% |
|
| U.S. small-and mid-cap growth stocks | 7.62% |
|
| U.S. High-yield bonds | 5.35% |
|
| U.S. money markets | 2.46% |
|
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% | 1.49% | 1.24% | 0.74% | 0.64% | 0.74% |
| What you pay | 0.99% | 1.74% | 1.74% | 1.49% | 1.24% | 0.74% | 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 | 5.75% | 0.00% | 0.00% | 3.50% | -- | -- | -- | -- |
| $50,000-$99,999 | 4.50% | 0.00% | 0.00% | 2.50% | -- | -- | -- | -- |
| $100,000-$249,999 | 3.50% | -- | 0.00% | 1.50% | -- | -- | -- | -- |
| $250,000-$499,999 | 2.50% | -- | 0.00% | 1.00% | -- | -- | -- | -- |
| $500,000-$999,999 | 2.00% | -- | 0.00% | 1.00% | -- | -- | -- | -- |
| $1M-$4M | 0.00% | -- | -- | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% | -- | -- | -- | -- | -- | -- | -- |
| $50M+ | 0.00% | -- | -- | -- | -- | -- | -- | -- |
CDSC
|
Class A
(sales for $1,000,000+) |
Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- | -- |
| 9 to 12 mts. | 0.00% | 5.00% | 1.00% | -- | -- | -- | -- | -- |
| 2 yrs. | -- | 4.00% | 0.00% | -- | -- | -- | -- | -- |
| 3 yrs. | -- | 3.00% | 0.00% | -- | -- | -- | -- | -- |
| 4 yrs. | -- | 3.00% | 0.00% | -- | -- | -- | -- | -- |
| 5 yrs. | -- | 2.00% | 0.00% | -- | -- | -- | -- | -- |
| 6 yrs. | -- | 1.00% | 0.00% | -- | -- | -- | -- | -- |
| 7+ yrs. | -- | 0.00% | 0.00% | -- | -- | -- | -- | -- |
The Russell 3000 Index is an unmanaged index of the 3,000 largest U.S. companies. You cannot invest directly in an index.
Consider these risks before investing: Allocation of assets among asset classes may hurt performance. Stock and bond prices may fall or fail to rise over time for several reasons, including general financial market conditions, factors related to a specific issuer or industry and, with respect to bond prices, changing market perceptions of the risk of default and changes in government intervention. These factors may also lead to increased volatility and reduced liquidity in the bond markets. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. You can lose money by investing in the fund.
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.