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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 |
$14.97
0.20% ( $0.03 ) |
$15.06
(06/02/17) |
$13.17
(06/27/16) |
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 | Q1 2017
High-yield bonds: Proceed with caution
Jason Vaillancourt, Co-Head of Global Asset Allocation, discusses trends in high-yield bond sectors including energy and retail.
Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. To obtain the most recent month-end performance, visit putnam.com.
Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Absolute Return 500 Fund and 700 Fund, and 4.00% and 3.25% for income funds (1.00% and 0.75% for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, R, T1, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A, M, and T1 shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
Performance
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)
6.42%
Average 5-year annualized return
Dots represent 5-year returns in rolling quarter-end periods since inception.
68 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 03/31/17
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 11.18% | 5.92% | 8.64% | 5.47% |
| After sales charge | 4.79% | 3.85% | 7.36% | 4.84% |
| Russell 3000 Index | 18.07% | 9.76% | 13.18% | 7.54% |
| Cumulative performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 11.18% | 18.84% | 51.31% | 70.27% |
| After sales charge | 4.79% | 12.01% | 42.61% | 60.48% |
Annual performance as of 03/31/17
| 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Before sales charge | 1.89% | -33.21% | 35.20% | 14.36% | -0.62% | 14.14% | 19.00% | 9.44% | 0.30% | 6.69% |
| Russell 3000 Index | 5.14% | -37.31% | 28.34% | 16.93% | 1.03% | 16.42% | 33.55% | 12.56% | 0.48% | 12.74% |
Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. To obtain the most recent month-end performance, visit putnam.com.
Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Absolute Return 500 Fund and 700 Fund, and 4.00% and 3.25% for income funds (1.00% and 0.75% for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, R, T1, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A, M, and T1 shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
Top 10 holdings as of 05/31/17
| Gnma Gii30 Ma4321 03.5000 03/20/2047 | 2.52% |
|
|---|---|---|
| Apple | 1.87% |
|
| Alphabet | 1.82% |
|
| Microsoft | 1.70% |
|
| Fnma Fn30 Ma2864 03.5000 01/01/2047 | 1.26% |
|
| Johnson & Johnson | 1.23% |
|
| JPMorgan Chase | 1.16% |
|
| Fnma Fn15 Al9468 03.0000 12/01/2031 | 1.13% |
|
| Fhlmc Fh30g G08677 04.0000 11/01/2045 | 1.11% |
|
| Citigroup | 0.95% |
|
| Top 10 holdings, percent of portfolio | 14.75% |
|
Full portfolio holdings as of 03/31/17
| GNMA GII30 MA3803 03.5000 07/20/2046 | 2.03% |
|---|---|
| APPLE INC | 1.73% |
| MICROSOFT CORP | 1.58% |
| ALPHABET INC-CL A | 1.57% |
| FNMA FN30 MA2864 03.5000 01/01/2047 | 1.29% |
| FNMA FN30 TBA 06.0000 04/01/2047 | 1.24% |
| JPMORGAN CHASE & CO | 1.20% |
| JOHNSON & JOHNSON | 1.18% |
| FNMA FN15 AL9468 03.0000 12/01/2031 | 1.17% |
| FHLMC FH30G G08677 04.0000 11/01/2045 | 1.16% |
| VERIZON COMMUNICATIONS INC | 0.99% |
| FNMA FN30 890765 03.5000 09/01/2046 | 0.94% |
| CITIGROUP INC | 0.93% |
| UNITEDHEALTH GROUP INC | 0.84% |
| GILEAD SCIENCES INC | 0.77% |
| GOLDMAN SACHS GROUP INC | 0.74% |
| LOWES COMPANIES INC | 0.69% |
| CELGENE CORP | 0.65% |
| PEPSICO INC | 0.64% |
| MCDONALD'S CORP | 0.62% |
| WALT DISNEY CO/THE | 0.60% |
| EXXON MOBIL CORP | 0.58% |
| APPLIED MATERIALS INC | 0.56% |
| GNMA GII30 TBA 03.5000 04/01/2047 | 0.55% |
| TEXAS INSTRUMENTS INC | 0.54% |
| TJX COMPANIES INC | 0.53% |
| UNION PACIFIC CORP | 0.52% |
| MERCK & CO. INC. | 0.46% |
| FNMA FN30 AS4168 04.0000 12/01/2044 | 0.40% |
| ELI LILLY & CO | 0.39% |
| MCKESSON CORP | 0.39% |
| VALERO ENERGY CORP | 0.39% |
| WALGREENS BOOTS ALLIANCE INC | 0.39% |
| DISCOVERY COMMUNICATIONS-A | 0.38% |
| KIMBERLY-CLARK CORP | 0.38% |
| ENTERGY CORP | 0.37% |
| L3 TECHNOLOGIES INC | 0.37% |
| PARSLEY ENERGY INC-CLASS A | 0.36% |
| FACEBOOK INC-A | 0.34% |
| NORTHROP GRUMMAN CORP | 0.34% |
| RAYTHEON COMPANY | 0.34% |
| FNMA FN30 AS6395 03.5000 12/01/2045 | 0.33% |
| HP INC | 0.33% |
| RALPH LAUREN CORP | 0.33% |
| DELTA AIR LINES INC | 0.32% |
| WAL-MART STORES INC | 0.32% |
| WILLIAMS COS INC | 0.32% |
| PRUDENTIAL FINANCIAL INC | 0.31% |
| TYSON FOODS INC-CL A | 0.31% |
| CUMMINS INC | 0.29% |
| FNMA FN15 TBA 03.0000 04/01/2032 | 0.29% |
| ONEOK INC | 0.28% |
| AMERISOURCEBERGEN CORP | 0.27% |
| GNMA GII30 MA2961 03.5000 07/20/2045 | 0.27% |
| SYSCO CORP | 0.27% |
| BAKER HUGHES INC | 0.25% |
| INTUIT INC | 0.25% |
| ALLSTATE CORP | 0.24% |
| CROWN HOLDINGS INC | 0.24% |
| HOME DEPOT INC | 0.24% |
| NORFOLK SOUTHERN CORP | 0.24% |
| ROSS STORES INC | 0.24% |
| SHERWIN-WILLIAMS CO/THE | 0.24% |
| CIMAREX ENERGY CO | 0.23% |
| JUNIPER NETWORKS INC | 0.23% |
| UGI CORP | 0.23% |
| AFLAC INC | 0.22% |
| AMERICAN ELECTRIC POWER | 0.22% |
| AMERIPRISE FINANCIAL INC | 0.22% |
| E*TRADE FINANCIAL CORPORATION | 0.22% |
| SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 | 0.22% |
| ALLISON TRANSMISSION HOLDING | 0.21% |
| CLOROX COMPANY | 0.21% |
| CITRIX SYSTEMS INC | 0.20% |
| DISCOVER FINANCIAL SERVICES | 0.20% |
| EBAY INC | 0.20% |
| FNMA FN30 TBA 03.0000 04/01/2047 | 0.20% |
| HERSHEY CO/THE | 0.20% |
| PARKER HANNIFIN CORP | 0.20% |
| BAXTER INTERNATIONAL INC | 0.19% |
| COMPUTER SCIENCES CORP | 0.19% |
| DANAHER CORP | 0.19% |
| FIRSTENERGY CORP | 0.19% |
| SQUARE INC - A | 0.19% |
| ULTA SALON COSMETICS & FRAGR | 0.19% |
| EXELON CORP | 0.18% |
| HARTFORD FINANCIAL SVCS GRP | 0.18% |
| HASBRO INC | 0.18% |
| PVH CORP | 0.18% |
| CONAGRA BRANDS INC | 0.17% |
| CR BARD INC | 0.17% |
| GNMA GII30 MA4069 03.5000 11/20/2046 | 0.17% |
| SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 | 0.17% |
| STEEL DYNAMICS INC | 0.17% |
| SUNTRUST BANKS INC | 0.17% |
| WASTE MANAGEMENT INC | 0.17% |
| AGILENT TECHNOLOGIES INC | 0.16% |
| ALTRIA GROUP INC | 0.16% |
| CAMPBELL SOUP CO | 0.16% |
| CDX CDX.NA.HY.28 500.0 06/20/2022 | 0.16% |
| EQUITY RESIDENTIAL TR REIT | 0.16% |
| FNMA FN30 AS7003 03.0000 04/01/2046 | 0.16% |
| AMDOCS LTD | 0.15% |
| DARDEN RESTAURANTS INC | 0.15% |
| FNMA FN30 AS5722 03.5000 09/01/2045 | 0.15% |
| SANOFI | 0.15% |
| TOTAL SA | 0.15% |
| BUNGE LTD | 0.14% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.14% |
| F5 NETWORKS INC | 0.14% |
| FNMA FN30 BC2733 03.0000 05/01/2046 | 0.14% |
| GLAXOSMITHKLINE PLC | 0.14% |
| HCP INC | 0.14% |
| MAXIM INTEGRATED PRODUCTS | 0.14% |
| VMWARE INC-CLASS A | 0.14% |
| ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 | 0.13% |
| FORTINET INC | 0.13% |
| GE CAP INTL FUNDING USD 04.4180 11/15/2035 | 0.13% |
| PACKAGING CORP OF AMERICA | 0.13% |
| QUANTA SERVICES INC | 0.13% |
| WESTPAC BANKING CORP USD 02.1500 03/06/2020 | 0.13% |
| WPP PLC | 0.13% |
| ALLIANZ SE-REG | 0.12% |
| APPLE INC 02.1000 05/06/2019 | 0.12% |
| BASF SE | 0.12% |
| FNMA FN30 TBA 03.5000 05/01/2047 | 0.12% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.12% |
| LEAR CORP | 0.12% |
| LINCOLN NATIONAL CORP | 0.12% |
| MASCO CORP | 0.12% |
| MIZUHO FINANCIAL GROUP INC | 0.12% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.12% |
| PROCTER & GAMBLE CO/THE | 0.12% |
| ROCHE HOLDING AG-GENUSSCHEIN | 0.12% |
| SIEMENS AG | 0.12% |
| SOCIETE GENERALE SA | 0.12% |
| YUM BRANDS INC | 0.12% |
| ALLY FINANCIAL INC | 0.11% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.11% |
| BAYER AG-REG | 0.11% |
| BNP PARIBAS | 0.11% |
| BRITISH AMERICAN TOBACCO PLC | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% |
| HUNTINGTON INGALLS INDUSTRIE | 0.11% |
| MORGAN STANLEY | 0.11% |
| NIPPON TELEGRAPH & TELEPHONE | 0.11% |
| NISOURCE INC | 0.11% |
| NOVARTIS AG-REG | 0.11% |
| RUSSIAN FEDERATION P/P 144A 05.6250 04/04/2042 | 0.11% |
| SPST 2017-1 A 01.8817 02/25/2049 | 0.11% |
| SUMITOMO MITSUI FINANCIAL GR | 0.11% |
| ADOBE SYSTEMS INC | 0.10% |
| ANNALY CAPITAL MANAGEMENT IN | 0.10% |
| ARAMARK | 0.10% |
| AVERY DENNISON CORP | 0.10% |
| CENTERPOINT ENERGY INC | 0.10% |
| DELL TECHNOLOGIES INC-CL V | 0.10% |
| ENEL SPA | 0.10% |
| FNMA FN30 AS7154 03.0000 05/01/2046 | 0.10% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.10% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.10% |
| INGREDION INC | 0.10% |
| KONINKLIJKE AHOLD DELHAIZE N | 0.10% |
| NEWMONT MINING CORP | 0.10% |
| OWENS CORNING | 0.10% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.10% |
| SYNOPSYS INC | 0.10% |
| TRAVELERS COS INC/THE | 0.10% |
| UBS GROUP FUNDING P/P 144A 03.0000 04/15/2021 | 0.10% |
| WELLCARE HEALTH PLANS INC | 0.10% |
| 3I GROUP PLC | 0.09% |
| AGNC INVESTMENT CORP | 0.09% |
| ATOS SE | 0.09% |
| COCA-COLA AMATIL LTD | 0.09% |
| COMPASS GROUP PLC | 0.09% |
| DUN & BRADSTREET CORP | 0.09% |
| HD SUPPLY HOLDINGS INC | 0.09% |
| INVESTOR AB-B SHS | 0.09% |
| JACOBS ENGINEERING GROUP INC | 0.09% |
| MANPOWERGROUP INC | 0.09% |
| METLIFE INC 07.7170 02/15/2019 | 0.09% |
| OMV AG | 0.09% |
| ORIX CORP | 0.09% |
| SPIRIT AEROSYSTEMS HOLD-CL A | 0.09% |
| SWISS LIFE HOLDING AG-REG | 0.09% |
| SWISS RE AG | 0.09% |
| TERADYNE INC | 0.09% |
| UNUM GROUP | 0.09% |
| VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 | 0.09% |
| WATSCO INC | 0.09% |
| 21ST CENTURY FOX AMERICA 07.7500 12/01/2045 | 0.08% |
| AMADEUS IT GROUP SA | 0.08% |
| ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 | 0.08% |
| AXA SA | 0.08% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.08% |
| BOLIDEN AB | 0.08% |
| CARLISLE COS INC | 0.08% |
| CDX CDX.NA.IG.28 100.0 06/20/2022 | 0.08% |
| CENTRAL JAPAN RAILWAY CO | 0.08% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.08% |
| CWALT 2006-OA10 4A1 01.1717 08/25/2046 | 0.08% |
| DEUTSCHE POST AG-REG | 0.08% |
| METRO AG | 0.08% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.08% |
| MITSUBISHI UFJ FINANCIAL GRO | 0.08% |
| OSHKOSH CORP | 0.08% |
| PETROLEOS MEXICANOS USD 04.5000 01/23/2026 | 0.08% |
| PINNACLE FOODS INC | 0.08% |
| SCOTTS MIRACLE-GRO CO | 0.08% |
| SPIRIT REALTY CAPITAL INC | 0.08% |
| VEREIT INC | 0.08% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.07% |
| APPLE INC 04.2500 02/09/2047 | 0.07% |
| BOOZ ALLEN HAMILTON HOLDINGS | 0.07% |
| BRIXMOR PROPERTY GROUP INC | 0.07% |
| CAMDEN PROPERTY TRUST | 0.07% |
| CAS 2015-C04 1M2 06.6817 04/25/2028 | 0.07% |
| CAS 2016-C03 2M2 06.8817 10/25/2028 | 0.07% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.07% |
| CENTRICA PLC | 0.07% |
| DAIMLER FIN NA LLC P/P 144A 02.3750 08/01/2018 | 0.07% |
| DR PEPPER SNAPPLE GROUP INC | 0.07% |
| DUKE REALTY CORP | 0.07% |
| ECOLAB INC 02.7000 11/01/2026 | 0.07% |
| FIRST HAWAIIAN INC | 0.07% |
| KINGFISHER PLC | 0.07% |
| LAMB WESTON HOLDINGS INC | 0.07% |
| NCR CORPORATION | 0.07% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.07% |
| NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 | 0.07% |
| NVR INC | 0.07% |
| PARK HOTELS & RESORTS INC | 0.07% |
| POPULAR INC | 0.07% |
| REPSOL SA | 0.07% |
| RESONA HOLDINGS INC | 0.07% |
| SAMSUNG ELECTRONICS CO LTD | 0.07% |
| SKANSKA AB-B SHS | 0.07% |
| TELSTRA CORP LTD | 0.07% |
| TRANSUNION | 0.07% |
| VISTEON CORP | 0.07% |
| VOYA FINANCIAL INC | 0.07% |
| VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 | 0.07% |
| WFRBS 2011-C2 D P/P 144A 05.6030 02/15/2044 | 0.07% |
| AIR LEASE CORP 03.3750 06/01/2021 | 0.06% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.06% |
| ANHEUSER-BUSCH INBEV 08.2000 01/15/2039 | 0.06% |
| APARTMENT INVT & MGMT CO -A | 0.06% |
| ASTRAZENECA PLC | 0.06% |
| BWX TECHNOLOGIES INC | 0.06% |
| CANADIAN NATURAL RESOURCE USD 05.7000 05/15/2017 | 0.06% |
| CHARLES RIVER LABORATORIES | 0.06% |
| CITIZENS BANK NA/RI 02.2500 03/02/2020 | 0.06% |
| COLONY NORTHSTAR INC-CLASS A | 0.06% |
| COMM 2013-LC13 AM P/P 144A 04.5570 08/10/2046 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 | 0.06% |
| CWALT 2006-OA7 1A2 01.5776 06/25/2046 | 0.06% |
| DBUBS 2011-LC3A D P/P 144A 05.3461 08/10/2044 | 0.06% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 | 0.06% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.06% |
| EVONIK INDUSTRIES AG | 0.06% |
| GENERAL MOTORS FINL CO 03.4500 04/10/2022 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.06% |
| HILTON WORLDWIDE FIN P/P 144A 04.8750 04/01/2027 | 0.06% |
| HSBC FINANCE CORP 06.6760 01/15/2021 | 0.06% |
| ING GROEP NV-CVA | 0.06% |
| LIBERTY MEDIA COR-SIRIUSXM A | 0.06% |
| MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 | 0.06% |
| MITSUBISHI ELECTRIC CORP | 0.06% |
| MOLSON COORS P/P 144A 01.9000 03/15/2019 | 0.06% |
| MSC INDUSTRIAL DIRECT CO-A | 0.06% |
| NATIONAL AUSTRALIA B P/P 144A 01.7962 12/09/2019 | 0.06% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.06% |
| NESTLE SA-REG | 0.06% |
| NN GROUP NV | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 | 0.06% |
| REINSURANCE GROUP OF AMERICA | 0.06% |
| RELIANCE STEEL & ALUMINUM | 0.06% |
| ROYAL BANK OF CANADA USD 02.1250 03/02/2020 | 0.06% |
| ROYAL DUTCH SHELL PLC-B SHS | 0.06% |
| SPECTRUM BRANDS HOLDINGS INC | 0.06% |
| TIMKEN COMPANY | 0.06% |
| VALEO SA | 0.06% |
| VANTIV INC - CL A | 0.06% |
| VODAFONE GROUP PLC USD 01.2500 09/26/2017 | 0.06% |
| WESTLAKE CHEM CORP P/P 144A 03.6000 08/15/2026 | 0.06% |
| WFRBS 2014-C22 XA IO 00.9292 09/15/2057 | 0.06% |
| ACS ACTIVIDADES | 0.05% |
| ALTRIA GROUP INC 02.8500 08/09/2022 | 0.05% |
| AMERICAN EXPRESS CO 06.1500 08/28/2017 | 0.05% |
| ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 | 0.05% |
| ASHTEAD GROUP PLC | 0.05% |
| ASSURED GUARANTY LTD | 0.05% |
| AUST AND NZ BANKING GROUP | 0.05% |
| BANK OF AMERICA CORP 02.0000 01/11/2018 | 0.05% |
| BRDCOM CRP / FIN P/P 144A 03.8750 01/15/2027 | 0.05% |
| CHALLENGER LTD | 0.05% |
| CHEVRON CORP 01.5610 05/16/2019 | 0.05% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.05% |
| CMLTI 2005-2 1A2A 03.1401 05/25/2035 | 0.05% |
| COMM 2014-UBS6 C 04.4638 12/10/2047 | 0.05% |
| CSMC 2016-NXSR C 04.3650 12/15/2049 | 0.05% |
| DIAGEO CAPITAL PLC USD 01.5000 05/11/2017 | 0.05% |
| EAST WEST BANCORP INC | 0.05% |
| ENDESA S.A. | 0.05% |
| ENERGIZER HOLDINGS INC | 0.05% |
| FLIR SYSTEMS INC | 0.05% |
| FORD MOTOR CREDIT CO LLC 08.1250 01/15/2020 | 0.05% |
| FOREST CITY REALTY TRUST- A | 0.05% |
| GENERAL ELECTRIC CO 04.5000 03/11/2044 | 0.05% |
| GSMS 2013-GC12 C 04.1790 06/10/2046 | 0.05% |
| HIGHWOODS PROPERTIES INC | 0.05% |
| HOYA CORP | 0.05% |
| ITOCHU CORP | 0.05% |
| JPMBB 2013-C14 C 04.5637 08/15/2046 | 0.05% |
| JPMORGAN CHASE & CO 02.2950 08/15/2021 | 0.05% |
| JPMORGAN CHASE & CO 07.9000 12/29/2049 | 0.05% |
| KAR AUCTION SERVICES INC | 0.05% |
| KELLOGG CO 03.2500 04/01/2026 | 0.05% |
| KROGER CO 06.9000 04/15/2038 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 | 0.05% |
| MICHAELS COS INC/THE | 0.05% |
| MICROSOFT CORP 03.3000 02/06/2027 | 0.05% |
| NSK LTD | 0.05% |
| NTT DOCOMO INC | 0.05% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.05% |
| OMNICOM GROUP INC 03.6000 04/15/2026 | 0.05% |
| ORACLE CORP 02.6500 07/15/2026 | 0.05% |
| PETROLEOS MEXICANOS USD 05.5000 01/21/2021 | 0.05% |
| PPL CORP | 0.05% |
| PRUDENTIAL PLC | 0.05% |
| SABINE PASS LIQUEF P/P 144A 05.0000 03/15/2027 | 0.05% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% |
| STARWOOD PROPERTY TRUST INC | 0.05% |
| TABCORP HOLDINGS LTD | 0.05% |
| TATE & LYLE PLC | 0.05% |
| TIME WARNER INC 03.8000 02/15/2027 | 0.05% |
| UPM-KYMMENE OYJ | 0.05% |
| WAL-MART STORES INC 06.5000 08/15/2037 | 0.05% |
| WHEELOCK & CO LTD | 0.05% |
| YARA INTERNATIONAL ASA | 0.05% |
| ABBVIE INC 02.5000 05/14/2020 | 0.04% |
| AIA GROUP LTD | 0.04% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.04% |
| AMERICAN EXPRESS CO 08.1250 05/20/2019 | 0.04% |
| AMERICAN TOWER CORP 04.0000 06/01/2025 | 0.04% |
| AMGEN INC 02.1250 05/15/2017 | 0.04% |
| APPLE HOSPITALITY REIT INC | 0.04% |
| ASTRAZENECA PLC USD 05.9000 09/15/2017 | 0.04% |
| AT&T INC 01.7000 06/01/2017 | 0.04% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.04% |
| BANCO SANTANDER SA | 0.04% |
| BANK OF NOVA SCOTIA USD 01.3750 12/18/2017 | 0.04% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.04% |
| BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| BP CAPITAL MARKETS PLC USD 01.8460 05/05/2017 | 0.04% |
| CARTERS INC | 0.04% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.04% |
| CHIMERA INVESTMENT CORP | 0.04% |
| CHRISTIAN DIOR SE | 0.04% |
| COMCAST CORP 03.3750 02/15/2025 | 0.04% |
| COMCAST CORP 06.9500 08/15/2037 | 0.04% |
| COMMERZBANK AG P/P 144A 08.1250 09/19/2023 | 0.04% |
| CONCHO RESOURCES INC 04.3750 01/15/2025 | 0.04% |
| CONOCOPHILLIPS COMPANY 01.0500 12/15/2017 | 0.04% |
| COVESTRO AG | 0.04% |
| COVIDIEN INTlL FIN USD 06.0000 10/15/2017 | 0.04% |
| CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 | 0.04% |
| CSAIL 2015-C1 D P/P 144A 03.7997 04/15/2050 | 0.04% |
| CVS HEALTH CORP 02.2500 12/05/2018 | 0.04% |
| CWCI 2007-C3 AJ 05.8796 05/15/2046 | 0.04% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.04% |
| E.ON SE | 0.04% |
| EBAY INC 01.3500 07/15/2017 | 0.04% |
| ENERGY TRANSFER PARTNERS 04.2000 04/15/2027 | 0.04% |
| EXPEDIA INC 05.0000 02/15/2026 | 0.04% |
| FIAT CHRYSLER AUTOMOBILES NV | 0.04% |
| FNMA FN30 BC1155 03.0000 06/01/2046 | 0.04% |
| FNMA FN30 TBA 02.5000 04/01/2047 | 0.04% |
| FNMA FN30 TBA 04.0000 04/01/2047 | 0.04% |
| FNMA FN30 TBA 04.5000 04/01/2047 | 0.04% |
| FORD MOTOR COMPANY 07.4500 07/16/2031 | 0.04% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.04% |
| GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 | 0.04% |
| GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 | 0.04% |
| HOLOGIC INC | 0.04% |
| HOST HOTELS & RESORTS 05.2500 03/15/2022 | 0.04% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% |
| IMPERIAL BRANDS PLC | 0.04% |
| INTEL CORP 01.3500 12/15/2017 | 0.04% |
| JPMCC 2012-C6 E P/P 144A 05.1525 05/15/2045 | 0.04% |
| JPMORGAN CHASE & CO 02.0000 08/15/2017 | 0.04% |
| KDDI CORP | 0.04% |
| KERRY GROUP PLC-A | 0.04% |
| KEYCORP 02.3000 12/13/2018 | 0.04% |
| LANDSTAR SYSTEM INC | 0.04% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.04% |
| LIBERTY PROPERTY TRUST | 0.04% |
| LLOYDS BANKING GROUP USD 05.3000 12/01/2045 | 0.04% |
| MITSUBISHI TANABE PHARMA | 0.04% |
| MONSANTO CO 05.5000 08/15/2025 | 0.04% |
| NEW WORLD DEVELOPMENT | 0.04% |
| NEWS CORP - CLASS A | 0.04% |
| OMEGA HLTHCARE INVES 04.5000 04/01/2027 | 0.04% |
| PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 | 0.04% |
| PHILLIPS 66 02.9500 05/01/2017 | 0.04% |
| PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 | 0.04% |
| REP OF ARGENTINA P/P 144A 06.8750 01/26/2027 | 0.04% |
| RIO TINTO PLC | 0.04% |
| ROCKWELL COLLINS INC 04.3500 04/15/2047 | 0.04% |
| ROYAL BANK OF CANADA USD 02.2000 07/27/2018 | 0.04% |
| ROYAL MAIL PLC | 0.04% |
| SAINSBURY (J) PLC | 0.04% |
| SERVICEMASTER GLOBAL HOLDING | 0.04% |
| SIMON PROPERTY GROUP LP 02.2000 02/01/2019 | 0.04% |
| SONIC HEALTHCARE LTD | 0.04% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.04% |
| STACR 2015-DNA2 M2 03.5817 12/25/2027 | 0.04% |
| TCF FINANCIAL CORP | 0.04% |
| TORO CO | 0.04% |
| TOYOTA MOTOR CREDIT CORP 01.5500 07/13/2018 | 0.04% |
| VALIDUS HOLDINGS LTD | 0.04% |
| VERIZON COMM 04.5220 09/15/2048 | 0.04% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% |
| WFRBS 2011-C3 D P/P 144A 05.6409 03/15/2044 | 0.04% |
| WFRBS 2013-C15 C 04.4801 08/15/2046 | 0.04% |
| WH GROUP LTD | 0.04% |
| WILLIAM HILL PLC | 0.04% |
| YANGZIJIANG SHIPBUILDING | 0.04% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.03% |
| ACTAVIS FUNDING SCS USD 02.3500 03/12/2018 | 0.03% |
| ACTAVIS FUNDING SCS USD 04.7500 03/15/2045 | 0.03% |
| AES CORP/VA 05.5000 04/15/2025 | 0.03% |
| AKZO NOBEL | 0.03% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.03% |
| AMAZON.COM INC 01.2000 11/29/2017 | 0.03% |
| AMERICAN EXPRESS COMPANY 07.0000 03/19/2018 | 0.03% |
| AMERICAN FINANCIAL GROUP INC | 0.03% |
| AMGEN INC 03.4500 10/01/2020 | 0.03% |
| ANA HOLDINGS INC | 0.03% |
| ARCELORMITTAL USD 10.6000 06/01/2019 | 0.03% |
| ARCHER-DANIELS-MIDLAND C 05.4500 03/15/2018 | 0.03% |
| ARISTOCRAT LEISURE LTD | 0.03% |
| ASAHI KASEI CORP | 0.03% |
| ASTELLAS PHARMA INC | 0.03% |
| AT&T INC 03.4000 05/15/2025 | 0.03% |
| AT&T INC 04.7500 05/15/2046 | 0.03% |
| BANK OF NEW YORK MELLON 01.9690 06/20/2017 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0500 10/30/2018 | 0.03% |
| BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 | 0.03% |
| BRANDYWINE REALTY TRUST | 0.03% |
| CABOT CORP | 0.03% |
| CAESARS ENT OPER TLB6B L+775 11.5000 03/01/2018 | 0.03% |
| CAESARS GROWTH PROP TL L+525 06.2500 05/08/2021 | 0.03% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% |
| CGCMT 2013-GC17 C 05.1042 11/10/2046 | 0.03% |
| CHEVRON CORP 01.1040 12/05/2017 | 0.03% |
| CISCO SYSTEMS INC | 0.03% |
| CITIGROUP INC 05.9500 12/29/2049 | 0.03% |
| COMM 2014-CR18 C 04.7367 07/15/2047 | 0.03% |
| CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 | 0.03% |
| CONSOLIDATED EDISON INC 02.0000 03/15/2020 | 0.03% |
| CORP BOND BACKED CTF P/P 144A 00.0000 09/15/2017 | 0.03% |
| CREDIT AGRICOLE SA | 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% |
| CSAIL 2015-C1 C 04.2997 04/15/2050 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 | 0.03% |
| CVS HEALTH CORP 04.7500 12/01/2022 | 0.03% |
| DAI NIPPON PRINTING CO LTD | 0.03% |
| DALATA HOTEL GROUP PLC | 0.03% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.03% |
| DOLBY LABORATORIES INC-CL A | 0.03% |
| DST SYSTEMS INC | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| EQUITY COMMONWEALTH | 0.03% |
| EQUITY LIFESTYLE PROPERTIES | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.03% |
| FHLMC FH30G G60314 04.0000 09/01/2045 | 0.03% |
| GAMING AND LEISURE PROPERTIE | 0.03% |
| GENERAL MOTORS FINL CO 03.4500 01/14/2022 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.03% |
| GNR 2015-H25 BI IO 02.2047 10/20/2065 | 0.03% |
| GREAT PLAINS ENERGY INC 04.8500 04/01/2047 | 0.03% |
| GSMS 2011-GC3 D P/P 144A 05.6332 03/10/2044 | 0.03% |
| GSMS 2013-GC12 D P/P 144A 04.4641 06/10/2046 | 0.03% |
| HARVEY NORMAN HOLDINGS LTD | 0.03% |
| HENKEL AG & CO KGAA VORZUG | 0.03% |
| HIBERNIA REIT PLC | 0.03% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.03% |
| HSBC HOLDINGS PLC | 0.03% |
| HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 | 0.03% |
| HYATT HOTELS CORP - CL A | 0.03% |
| IBM CORP 01.8750 08/01/2022 | 0.03% |
| INDUSTRIAL BANK OF KOREA | 0.03% |
| INDUSTRIVARDEN AB-A SHS | 0.03% |
| INTERPUBLIC GROUP OF COS INC | 0.03% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.03% |
| JOHNSON MATTHEY PLC | 0.03% |
| JPMCC 2012-C8 D P/P 144A 04.6773 10/15/2045 | 0.03% |
| KAO CORP | 0.03% |
| KERRY PROPERTIES LTD | 0.03% |
| KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 | 0.03% |
| LAFARGEHOLCIM LTD-REG | 0.03% |
| LBMLT 2004-1 A2 01.7817 02/25/2034 | 0.03% |
| LNSTR 2015-3 B P/P 144A 03.2290 04/20/2048 | 0.03% |
| MARINE HARVEST | 0.03% |
| MARKS AND SPENCER LTD | 0.03% |
| MERCK & CO. INC. 01.3000 05/18/2018 | 0.03% |
| MICHELIN (CGDE) | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| MITSUBISHI CHEMICAL HOLDINGS | 0.03% |
| MITSUBISHI UFJ LEASE & FINAN | 0.03% |
| MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 | 0.03% |
| MSBAM 2012-C5 AS 03.7920 08/15/2045 | 0.03% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.03% |
| MSBAM 2012-C6 XA IO P/P 144A 01.9734 11/15/2045 | 0.03% |
| MSC 2011-C3 D P/P 144A 05.1557 07/15/2049 | 0.03% |
| NABORS INDUSTRIES LTD | 0.03% |
| NOKIA OYJ | 0.03% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.03% |
| ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 | 0.03% |
| ORANGE | 0.03% |
| ORKLA ASA | 0.03% |
| OUTFRONT MEDIA INC | 0.03% |
| PARTNERS GROUP HOLDING AG | 0.03% |
| PEPSICO INC. 01.2500 08/13/2017 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 08.3750 05/23/2021 | 0.03% |
| PEUGEOT SA | 0.03% |
| PFIZER INC | 0.03% |
| PHILIP MORRIS INTERNATIONAL | 0.03% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.03% |
| PREMIER INC-CLASS A | 0.03% |
| PRICELINE GROUP INC/THE 03.6500 03/15/2025 | 0.03% |
| PUGET SOUND ENERGY INC 06.9740 06/01/2067 | 0.03% |
| QANTAS AIRWAYS LTD | 0.03% |
| QUALITY CARE PROPERTIES | 0.03% |
| RAYMOND JAMES FINANCIAL INC | 0.03% |
| RENAULT SA | 0.03% |
| REP OF ARGENTINA P/P 144A 07.1250 07/06/2036 | 0.03% |
| ROWAN COMPANIES PLC-A | 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% |
| RWE AG | 0.03% |
| S&P GLOBAL INC P/P 144A 02.9500 01/22/2027 | 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% |
| SEKISUI CHEMICAL CO LTD | 0.03% |
| SIMON PROPERTY GROUP P/P 144A 01.5000 02/01/2018 | 0.03% |
| SOFTBANK GROUP CORP | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| STACR 2013-DN2 M2 05.2317 11/25/2023 | 0.03% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.03% |
| T-MOBILE USA INC 06.6250 04/01/2023 | 0.03% |
| TAISEI CORP | 0.03% |
| THALES SA | 0.03% |
| TOTAL CAPITAL INTL SA USD 01.5500 06/28/2017 | 0.03% |
| TOYOTA MOTOR CREDIT CORP 02.0000 10/24/2018 | 0.03% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.03% |
| TWO HARBORS INVESTMENT CORP | 0.03% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.03% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.03% |
| VECTREN CORP | 0.03% |
| VERIZON COMM P/P 144A 02.9460 03/15/2022 | 0.03% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.03% |
| VESTAS WIND SYSTEMS A/S | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| VINCI SA | 0.03% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.03% |
| WAMU 2005-AR9 A1C3 01.9417 07/25/2045 | 0.03% |
| WAMU 2007-HY2 1A1 02.7704 12/25/2036 | 0.03% |
| WELLS FARGO & COMPANY 02.1000 05/08/2017 | 0.03% |
| WESCO INTERNATIONAL INC | 0.03% |
| WFRBS 2011-C4 E P/P 144A 05.2482 06/15/2044 | 0.03% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.03% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.03% |
| WHARF HOLDINGS LTD | 0.03% |
| WILLIAMS PARTNERS L.P. 04.8750 03/15/2024 | 0.03% |
| WM MORRISON SUPERMARKETS | 0.03% |
| WOLTERS KLUWER | 0.03% |
| XEROX CORP | 0.03% |
| 21ST CENTURY FOX AMERICA 07.7500 01/20/2024 | 0.02% |
| ABBVIE INC 02.9000 11/06/2022 | 0.02% |
| ADIDAS AG | 0.02% |
| ADMIRAL GROUP PLC | 0.02% |
| ADS INC P/P 144A 05.6250 11/15/2024 | 0.02% |
| AENA SA | 0.02% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.02% |
| ALIBABA GROUP HOLDING-SP ADR | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| ALTA MESA HLDGS P/P 144A 07.8750 12/15/2024 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.02% |
| APPLE INC 03.8500 05/04/2043 | 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% |
| ARYZTA AG | 0.02% |
| ASPEN INSURANCE HOLDINGS LTD | 0.02% |
| ASSOCIATED BRITISH FOODS PLC | 0.02% |
| ASTRAZENECA PLC USD 06.4500 09/15/2037 | 0.02% |
| AT&T INC 05.8000 02/15/2019 | 0.02% |
| ATLAS COPCO AB-A SHS | 0.02% |
| AUTOMATIC DATA PROCESSING | 0.02% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 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% |
| BANK OF AMERICA CORP 01.7000 08/25/2017 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BANK OF NOVA SCOTIA | 0.02% |
| BCAP 2014-RR1 2A2 02.8542 01/26/2036 | 0.02% |
| BCE INC | 0.02% |
| BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.02% |
| BPCE SA P/P 144A 05.7000 10/22/2023 | 0.02% |
| BRUKER CORP | 0.02% |
| BT GROUP PLC | 0.02% |
| BUILDERS FIRSTSOURCE P/P 144A 10.7500 08/15/2023 | 0.02% |
| CABLE ONE INC | 0.02% |
| CAESARS GROW PROP HLD/FI 09.3750 05/01/2022 | 0.02% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 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% |
| CARGILL INC P/P 144A 04.1000 11/01/2042 | 0.02% |
| CAS 2015-C04 2M2 06.5317 04/25/2028 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| CBS CORP 02.9000 01/15/2027 | 0.02% |
| CELANESE CORP-SERIES A | 0.02% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.02% |
| CHENIERE CORP CHRIST P/P 144A 05.8750 03/31/2025 | 0.02% |
| CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 | 0.02% |
| CHS/COMMUNITY HEALTH 06.8750 02/01/2022 | 0.02% |
| CHUBB LTD | 0.02% |
| CHUBU ELECTRIC POWER CO INC | 0.02% |
| CIGNA CORP 04.5000 03/15/2021 | 0.02% |
| CITIGROUP INC 05.5000 09/13/2025 | 0.02% |
| CLEAR CHNL WORLD 06.5000 11/15/2022 | 0.02% |
| CLINIGEN GROUP PLC | 0.02% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.02% |
| COCA-COLA CO/THE 02.2500 09/01/2026 | 0.02% |
| COM HEM HOLDING AB | 0.02% |
| COMCAST CORP 02.3500 01/15/2027 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| COMCAST CORP 06.4500 03/15/2037 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.02% |
| COMM 2014-UBS6 XA IO 01.0469 12/10/2047 | 0.02% |
| COMMONWEALTH BK AUSTR NY 01.6250 03/12/2018 | 0.02% |
| COMPUGROUP MEDICAL SE | 0.02% |
| CONCHO RESOURCES INC 05.5000 04/01/2023 | 0.02% |
| CORELOGIC INC | 0.02% |
| COVERIS HOLDINGS SA P/P 144A 07.8750 11/01/2019 | 0.02% |
| CRANE CO | 0.02% |
| CROWN CASTLE INTL CORP. 05.2500 01/15/2023 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.02% |
| CSX CORP 04.1000 03/15/2044 | 0.02% |
| CWALT 2005-59 1A1 01.3061 11/20/2035 | 0.02% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| DGB FINANCIAL GROUP INC | 0.02% |
| DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 | 0.02% |
| DIAMONDBACK ENER P/P 144A 05.3750 05/31/2025 | 0.02% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.02% |
| E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 | 0.02% |
| EDISON INTERNATIONAL | 0.02% |
| ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 | 0.02% |
| ELECTROLUX AB-SER B | 0.02% |
| ENCANA CORP | 0.02% |
| ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 | 0.02% |
| EPR PROPERTIES 05.2500 07/15/2023 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| EURONET WORLDWIDE INC | 0.02% |
| EVEREST ACQ LLC/FIN 09.3750 05/01/2020 | 0.02% |
| EXPEDIA INC 05.9500 08/15/2020 | 0.02% |
| FED REPUBLIC OF BRAZIL USD 04.8750 01/22/2021 | 0.02% |
| FIDELITY NATIONAL INFORM 05.0000 10/15/2025 | 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% |
| FNMA FN30 AL7510 03.5000 10/01/2045 | 0.02% |
| FNMA FN30 AL7706 03.5000 11/01/2045 | 0.02% |
| FNMA FN30 BD0494 03.5000 07/01/2046 | 0.02% |
| FORD MOTOR CO | 0.02% |
| FORD MOTOR COMPANY 09.9800 02/15/2047 | 0.02% |
| FORD MOTOR CREDIT CO LLC 04.3890 01/08/2026 | 0.02% |
| FORTESCUE METALS GROUP LTD | 0.02% |
| FRESENIUS SE & CO KGAA | 0.02% |
| FUKUOKA FINANCIAL GROUP INC | 0.02% |
| GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 | 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 05.2000 04/01/2045 | 0.02% |
| GENERAL MOTORS FINL CO 02.6250 07/10/2017 | 0.02% |
| GLENCORE PLC | 0.02% |
| GNMA GII30 635063 04.0000 03/20/2046 | 0.02% |
| GNMA GN30 635061 04.0000 03/15/2046 | 0.02% |
| GNR 2013-99 AS IO 05.0717 06/20/2043 | 0.02% |
| GNR 2016-H16 EI IO 02.1754 06/20/2066 | 0.02% |
| GOLDMAN SACHS GROUP INC 02.3750 01/22/2018 | 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 TELEVISA SAB USD 06.6250 01/15/2040 | 0.02% |
| GSMS 2011-GC5 C P/P 144A 05.4000 08/10/2044 | 0.02% |
| GSMS 2014-GC18 C 04.9454 01/10/2047 | 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% |
| HDFC BANK LIMITED | 0.02% |
| HEINEKEN NV | 0.02% |
| HITACHI CHEMICAL CO LTD | 0.02% |
| HONEYWELL INTERNATIONAL 05.3750 03/01/2041 | 0.02% |
| HONEYWELL INTERNATIONAL INC | 0.02% |
| INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 | 0.02% |
| INTERNATIONAL GAME TECHNOLOG | 0.02% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.02% |
| JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 | 0.02% |
| JAPAN AIRLINES CO LTD | 0.02% |
| JOHNSON & JOHNSON 05.1500 07/15/2018 | 0.02% |
| JOHNSON CONTROLS INTERNATION | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| JPMBB 2014-C19 C 04.6669 04/15/2047 | 0.02% |
| JPMBB 2014-C25 XA IO 00.9938 11/15/2047 | 0.02% |
| JPMBB 2014-C26 C 04.4259 01/15/2048 | 0.02% |
| JPMCC 2005-LDP5 F 05.6994 12/15/2044 | 0.02% |
| JPMCC 2012-C8 C P/P 144A 04.6292 10/15/2045 | 0.02% |
| JPMORGAN CHASE & CO 05.3000 12/29/2049 | 0.02% |
| JTEKT CORP | 0.02% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.02% |
| KLX INC P/P 144A 05.8750 12/01/2022 | 0.02% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.02% |
| KRAFT HEINZ FOODS CO 06.5000 02/09/2040 | 0.02% |
| KUMAGAI GUMI CO LTD | 0.02% |
| KURARAY CO LTD | 0.02% |
| LAREDO PETROLEUM INC 07.3750 05/01/2022 | 0.02% |
| LBUBS 2006-C1 AJ 05.2760 02/15/2041 | 0.02% |
| LBUBS 2008-C1 AM 06.1265 04/15/2041 | 0.02% |
| LIBERTY VENTURES - SER A | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.02% |
| LSC COMMUNICATIONS INC | 0.02% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.02% |
| MAPFRE SA | 0.02% |
| MASTEC INC 04.8750 03/15/2023 | 0.02% |
| MAZDA MOTOR CORP | 0.02% |
| MCDONALD'S CORP 05.7000 02/01/2039 | 0.02% |
| MCDONALD'S CORP 06.3000 10/15/2037 | 0.02% |
| MEDIPAL HOLDINGS CORP | 0.02% |
| METHANEX CORP USD 05.6500 12/01/2044 | 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% |
| MFA FINANCIAL INC | 0.02% |
| MICROSOFT CORP 04.2000 06/01/2019 | 0.02% |
| MID-AMERICA APARTMENT COMM | 0.02% |
| MID-AMERICA APT LP 04.3000 10/15/2023 | 0.02% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.02% |
| MITSUBISHI CORP | 0.02% |
| MITSUBISHI GAS CHEMICAL CO | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| MITSUI FUDOSAN CO LTD | 0.02% |
| MLMI 2005-A2 A2 02.9782 02/25/2035 | 0.02% |
| MPLX LP 04.1250 03/01/2027 | 0.02% |
| MSC 2011-C3 E P/P 144A 05.1557 07/15/2049 | 0.02% |
| MTW FOODSERVICE ESCR 09.5000 02/15/2024 | 0.02% |
| MURATA MANUFACTURING CO LTD | 0.02% |
| NABORS INDUSTRIES INC 04.6250 09/15/2021 | 0.02% |
| NATIONAL AUSTRALIA BK LT 02.3000 07/25/2018 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.02% |
| NAVISTAR INTERNATIONAL CORP 08.2500 11/01/2021 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| NINTENDO CO LTD | 0.02% |
| NISSAN MOTOR CO LTD | 0.02% |
| NORBORD INC P/P 144A 06.2500 04/15/2023 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 | 0.02% |
| OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 | 0.02% |
| ORACLE CORP 02.5000 10/15/2022 | 0.02% |
| OTSUKA CORP | 0.02% |
| PAYCHEX INC | 0.02% |
| PERSIMMON PLC | 0.02% |
| PNC FINANCIAL SERVICES GROUP | 0.02% |
| POOL CORP | 0.02% |
| PRIMERICA INC 04.7500 07/15/2022 | 0.02% |
| PROGRESSIVE CORP 06.7000 06/15/2037 | 0.02% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| QEP RESOURCES INC | 0.02% |
| RANDSTAD HOLDING NV | 0.02% |
| REED ELSEVIER PLC | 0.02% |
| REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 | 0.02% |
| RELX NV | 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 04.5232 07/15/2021 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| ROHM CO LTD | 0.02% |
| ROYAL DUTCH SHELL PLC-A SHS | 0.02% |
| RTL GROUP | 0.02% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.02% |
| SABINE PASS LIQUEFAC P/P 144A 04.2000 03/15/2028 | 0.02% |
| SASC 2006-AM1 A4 01.1417 04/25/2036 | 0.02% |
| SCHLUMBERGER LTD | 0.02% |
| SECURITAS AB-B SHS | 0.02% |
| SENIOR HOUSING PROP TRUST | 0.02% |
| SFR GROUP SA | 0.02% |
| SFR GROUP SA P/P 144A 06.0000 05/15/2022 | 0.02% |
| SHIN-ETSU CHEMICAL CO LTD | 0.02% |
| SHIRE PLC | 0.02% |
| SHISEIDO CO LTD | 0.02% |
| SHRIRAM TRANSPORT FINANCE | 0.02% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.02% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.02% |
| SKY PLC | 0.02% |
| SMS CO LTD | 0.02% |
| SOCIETE GENERALE USD 02.7500 10/12/2017 | 0.02% |
| SONY CORP | 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-HQA2 M3 06.1317 11/25/2028 | 0.02% |
| STEEL DYNAMICS INC 06.3750 08/15/2022 | 0.02% |
| SUBARU CORP | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN | 0.02% |
| SUN HUNG KAI PROPERTIES | 0.02% |
| SUNCOR ENERGY INC | 0.02% |
| SUPERIOR ENERGY SERVICES 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% |
| TAIWAN SEMICONDUCTOR MANUFAC | 0.02% |
| TAYLOR WIMPEY PLC | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| TELECOM ITALIA SPA P/P 144A 05.3030 05/30/2024 | 0.02% |
| TENCENT HOLDINGS LTD | 0.02% |
| TENNECO INC 05.3750 12/15/2024 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 03.1500 10/01/2026 | 0.02% |
| TEXAS GAS TRANSMISN P/P 144A 04.5000 02/01/2021 | 0.02% |
| THERMO FISHER SCIENTIFIC INC | 0.02% |
| TIME WARNER INC 02.9500 07/15/2026 | 0.02% |
| TOHOKU ELECTRIC POWER CO INC | 0.02% |
| TORONTO-DOMINION BANK | 0.02% |
| UBS GROUP AG-REG | 0.02% |
| UBS GROUP FUNDING P/P 144A 04.1250 04/15/2026 | 0.02% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7484 12/10/2045 | 0.02% |
| UNILEVER NV-CVA | 0.02% |
| UNITED PARCEL SERVICE-CL B | 0.02% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.02% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.02% |
| UNITEDHEALTH GROUP INC 06.0000 02/15/2018 | 0.02% |
| VEOLIA ENVIRONNEMENT | 0.02% |
| VIACOM INC 04.5000 03/01/2021 | 0.02% |
| VODAFONE GROUP PLC | 0.02% |
| WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 | 0.02% |
| WAMU 2005-AR11 A1B3 01.3817 08/25/2045 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.02% |
| WBCMT 2005-C21 D 05.2945 10/15/2044 | 0.02% |
| WELLS FARGO & CO | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.02% |
| WESTPAC BANKING CORP USD 04.8750 11/19/2019 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| WFCM 2013-LC12 C 04.2961 07/15/2046 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.2961 07/15/2046 | 0.02% |
| WFCM 2014-LC16 XA IO 01.3963 08/15/2050 | 0.02% |
| WFRBS 2011-C5 E P/P 144A 05.6731 11/15/2044 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.8004 11/15/2045 | 0.02% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0868 11/15/2045 | 0.02% |
| WFRBS 2013-C15 D P/P 144A 04.4801 08/15/2046 | 0.02% |
| WFRBS 2014-C19 C 04.6460 03/15/2047 | 0.02% |
| WILEY (JOHN) & SONS-CLASS A | 0.02% |
| WILLIAMS PARTNERS LP 03.6000 03/15/2022 | 0.02% |
| WILLIAMS PARTNERS LP 04.3000 03/04/2024 | 0.02% |
| WILMAR INTERNATIONAL LTD | 0.02% |
| WOLSELEY PLC | 0.02% |
| WOORI BANK | 0.02% |
| WP CAREY INC | 0.02% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.02% |
| WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 | 0.02% |
| WYNDHAM WORLDWIDE CORP 05.6250 03/01/2021 | 0.02% |
| YAMAHA MOTOR CO LTD | 0.02% |
| YUE YUEN INDUS | 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% |
| 1011778 BC / NEW RED P/P 144A 06.0000 04/01/2022 | 0.01% |
| A SCHULMAN INC 06.8750 06/01/2023 | 0.01% |
| AAC TECHNOLOGIES HOLDINGS IN | 0.01% |
| ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 | 0.01% |
| ACTAVIS FUNDING SCS USD 03.4500 03/15/2022 | 0.01% |
| ACTELION LTD-REG | 0.01% |
| ADECCO GROUP AG-REG | 0.01% |
| AERCAP HOLDINGS NV | 0.01% |
| AES CORP/VA 07.3750 07/01/2021 | 0.01% |
| AES CORP/VA 08.0000 06/01/2020 | 0.01% |
| AGEAS | 0.01% |
| AGRIUM INC USD 05.2500 01/15/2045 | 0.01% |
| AIN HOLDINGS INC | 0.01% |
| AIRBUS SE | 0.01% |
| AIXTRON AG | 0.01% |
| ALBEMARLE CORP | 0.01% |
| ALFRESA HOLDINGS CORP | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 09.3750 06/01/2019 | 0.01% |
| ALLERGAN PLC | 0.01% |
| ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 05.0000 10/01/2024 | 0.01% |
| ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 | 0.01% |
| ALPHABET INC-CL C | 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% |
| AMAZON.COM INC | 0.01% |
| AMERICA MOVIL SAB DE USD 06.1250 03/30/2040 | 0.01% |
| AMERICAN AXLE & MFG INC 07.7500 11/15/2019 | 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% |
| AMUNDI SA | 0.01% |
| ANADARKO PETROLEUM CORP 05.5500 03/15/2026 | 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% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| ARCELORMITTAL | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 | 0.01% |
| ARGENTINE REPUBLIC REGS 07.6250 04/22/2046 | 0.01% |
| ASAHI GLASS CO LTD | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 05.6250 10/01/2024 | 0.01% |
| AT&T INC | 0.01% |
| AUD/USD 04/19/2017 CITI | 0.01% |
| AUD/USD 04/19/2017 CSI-FX | 0.01% |
| AUD/USD 04/19/2017 JPMCB | 0.01% |
| AUD/USD 04/19/2017 RBSF | 0.01% |
| AUSNET SERVICES | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.01% |
| AUTOZONE 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% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.01% |
| B2W CIA DIGITAL | 0.01% |
| BAE SYSTEMS PLC | 0.01% |
| BANCO MACRO SA-ADR | 0.01% |
| BANDAI NAMCO HOLDINGS INC | 0.01% |
| BANK OF AMERICA CORP 02.1510 11/09/2020 | 0.01% |
| BANK OF IRELAND | 0.01% |
| BANK OF MONTREAL | 0.01% |
| BANK OF NEW YORK MELLON CORP | 0.01% |
| BARRATT DEVELOPMENTS PLC | 0.01% |
| BASSO INDUSTRY CORP | 0.01% |
| BEACON ROOFING SUPPL 06.3750 10/01/2023 | 0.01% |
| BEAR STEARNS COS LLC 07.2500 02/01/2018 | 0.01% |
| BEIERSDORF AG | 0.01% |
| BELDEN INC P/P 144A 05.5000 09/01/2022 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.01% |
| BERKSHIRE HATHAWAY INC-CL B | 0.01% |
| BERRY PLASTICS CORP 05.1250 07/15/2023 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BLUE CUBE SPINCO INC 09.7500 10/15/2023 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BNP PARIBAS USD 02.3750 09/14/2017 | 0.01% |
| BOARDWALK PIPELINES LP 04.4500 07/15/2027 | 0.01% |
| BOARDWALK PIPELINES LP 05.9500 06/01/2026 | 0.01% |
| BOEING CAPITAL CORPORATION 04.7000 10/27/2019 | 0.01% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| BRIDGESTONE CORP | 0.01% |
| BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.5000 12/15/2020 | 0.01% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.01% |
| BSCMS 2006-PW11 B P/P 144A 05.6925 03/11/2039 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.01% |
| BURLINGTN NORTH SANTA FE 05.4000 06/01/2041 | 0.01% |
| BURLINGTN NORTH SANTA FE 05.7500 05/01/2040 | 0.01% |
| BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CALATLANTIC GROUP INC. 06.2500 12/15/2021 | 0.01% |
| CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 | 0.01% |
| CALIFORNIA RESOURCES 05.0000 01/15/2020 | 0.01% |
| CALPINE CORP 05.7500 01/15/2025 | 0.01% |
| CAN FIN HOMES LTD | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CAPITAL ONE FINANCIAL CORP | 0.01% |
| CAS 2016-C05 2M1 02.3317 01/25/2029 | 0.01% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% |
| CBS CORP-CLASS B NON VOTING | 0.01% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.01% |
| CCC SA | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 | 0.01% |
| CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 | 0.01% |
| CEC ENT INC 08.0000 02/15/2022 | 0.01% |
| CENOVUS ENERGY INC | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CENTENE CORP 06.1250 02/15/2024 | 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% |
| CHARTER COMM OPT LLC P/P 144A 05.3750 05/01/2047 | 0.01% |
| CHEMOURS CO 06.6250 05/15/2023 | 0.01% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.01% |
| CHENIERE ENERGY INC | 0.01% |
| CHINA WATER AFFAIRS GROUP | 0.01% |
| CIT GROUP INC P/P 144A 06.6250 04/01/2018 | 0.01% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.01% |
| CLEAR CHNL WORLD 07.6250 03/15/2020 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| COLGATE-PALMOLIVE CO | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMCAST CORP-CLASS A | 0.01% |
| COMM 2013-CR11 XA IO 01.1477 08/10/2050 | 0.01% |
| COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 | 0.01% |
| COMM 2014-CR18 XA IO 01.2465 07/15/2047 | 0.01% |
| COMM 2014-LC17 XA IO 00.9773 10/10/2047 | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| COMPAGNIE DE SAINT-GOBAIN | 0.01% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.01% |
| CONCORD NEW ENERGY GROUP LTD | 0.01% |
| CONSOLIDATED EDISON CO O 04.2000 03/15/2042 | 0.01% |
| CONSTELLATION BRANDS INC 03.7000 12/06/2026 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.01% |
| COX AND KINGS LTD | 0.01% |
| CREDICORP LTD | 0.01% |
| CREDIT ACCEPTANC 06.1250 02/15/2021 | 0.01% |
| CREDIT SUISSE GROUP AG-REG | 0.01% |
| CRH PLC | 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% |
| CVS HEALTH CORP | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| CWALT 2005-27 1A1 01.5186 08/25/2035 | 0.01% |
| CYTEC INDUSTRIES INC. 03.5000 04/01/2023 | 0.01% |
| DAITO TRUST CONSTRUCT CO LTD | 0.01% |
| DAIWA SECURITIES GROUP INC | 0.01% |
| DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 | 0.01% |
| DANSKE BANK A/S | 0.01% |
| DAVITA INC | 0.01% |
| DBS GROUP HOLDINGS LTD | 0.01% |
| DBUBS 2011-LC2A D P/P 144A 05.7272 07/10/2044 | 0.01% |
| DCP MIDSTREAM OPERATING 02.7000 04/01/2019 | 0.01% |
| DCP MIDSTREAM OPERATING 03.8750 03/15/2023 | 0.01% |
| DDR CORP. 07.8750 09/01/2020 | 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% |
| DENBURY RESOURCES INC 06.3750 08/15/2021 | 0.01% |
| DEUTSCHE LUFTHANSA-REG | 0.01% |
| DEVON ENERGY CORPORATION 03.2500 05/15/2022 | 0.01% |
| DEVON FINANCING CORP LLC 07.8750 09/30/2031 | 0.01% |
| DIAGEO INVESTMENT CORP 08.0000 09/15/2022 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 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% |
| DOLLAR GENERAL CORP | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| DUBAI ISLAMIC BANK | 0.01% |
| DUKE REALTY LP 04.3750 06/15/2022 | 0.01% |
| DYNEGY INC 07.3750 11/01/2022 | 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% |
| EMERA US FINANCE LP 03.5500 06/15/2026 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 08.1250 09/15/2023 | 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 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% |
| EOG RESOURCES INC | 0.01% |
| EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 | 0.01% |
| EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| 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% |
| EURAZEO | 0.01% |
| EUTELSAT COMMUNICATIONS | 0.01% |
| EVOLUTION ESCROW P/P 144A 07.5000 03/15/2022 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FHR 2990 LB 14.6141 06/15/2034 | 0.01% |
| FHR 3408 EK 22.1224 04/15/2037 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FIRST DATA CORP P/P 144A 05.3750 08/15/2023 | 0.01% |
| FIRST DATA CORP P/P 144A 05.7500 01/15/2024 | 0.01% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.01% |
| FIRST QUANTUM P/P 144A 07.0000 02/15/2021 | 0.01% |
| FIRST QUANTUM P/P 144A 07.2500 10/15/2019 | 0.01% |
| FISERV INC | 0.01% |
| FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 | 0.01% |
| FLIGHT CENTRE TRAVEL GROUP L | 0.01% |
| FNMA FN30 BD3705 03.5000 08/01/2046 | 0.01% |
| FNMA FN30 BD6401 03.5000 09/01/2046 | 0.01% |
| FNR 2007-53 SP 20.6005 06/25/2037 | 0.01% |
| FNR 2013-1 MI IO 03.0000 01/25/2043 | 0.01% |
| FORD MOTOR COMPANY 07.4000 11/01/2046 | 0.01% |
| FORD MOTOR COMPANY 07.7000 05/15/2097 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.1340 08/04/2025 | 0.01% |
| FOXTONS GROUP PLC | 0.01% |
| FREEPORT-MCMORAN INC P/P 144A 06.7500 02/01/2022 | 0.01% |
| FREEPORT-MCMORAN INC P/P 144A 06.8750 02/15/2023 | 0.01% |
| FRESNILLO PLC | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.01% |
| GAS NATURAL SDG SA | 0.01% |
| GATES GLOBAL LLC L+325 04.2500 07/06/2021 | 0.01% |
| GEN MOTORS FIN 03.2500 05/15/2018 | 0.01% |
| GENERAL DYNAMICS CORP | 0.01% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.01% |
| GENERAL DYNAMICS CORP 03.6000 11/15/2042 | 0.01% |
| GENERAL MILLS INC | 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% |
| GENON AMERICAS GENR LLC 08.5000 10/01/2021 | 0.01% |
| GETTY IMAGES TLB L+350 04.7500 10/18/2019 | 0.01% |
| GKN PLC | 0.01% |
| GLP CAP LP / FIN II 04.8750 11/01/2020 | 0.01% |
| GMAC CAPITAL TRUST I PCT 06.8240 | 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% |
| GNR 2015-124 DI IO 03.5000 01/20/2038 | 0.01% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.01% |
| GNR 2015-H26 EI IO 01.7094 10/20/2065 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| GOODMAN GROUP | 0.01% |
| GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 | 0.01% |
| GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 | 0.01% |
| GREENCORE GROUP PLC | 0.01% |
| GSMS 2012-GC6 D P/P 144A 05.6532 01/10/2045 | 0.01% |
| GSMS 2013-GC10 XA IO 01.5905 02/10/2046 | 0.01% |
| GSMS 2013-GC12 XA IO 01.5736 06/10/2046 | 0.01% |
| GSMS 2014-GC22 XA IO 01.0421 06/10/2047 | 0.01% |
| GSMS 2014-GC24 XA IO 00.8557 09/10/2047 | 0.01% |
| HAKUHODO DY HOLDINGS INC | 0.01% |
| HANA FINANCIAL GROUP | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HANGZHOU HIKVISION DIGITAL-A 144A REGS WARRANT 12/18/2017 | 0.01% |
| HCA INC 03.7500 03/15/2019 | 0.01% |
| HCA INC 05.0000 03/15/2024 | 0.01% |
| HEALTHCARE REALTY TRUST INC 03.8750 05/01/2025 | 0.01% |
| HEINEKEN HOLDING NV | 0.01% |
| HESS CORP 07.3000 08/15/2031 | 0.01% |
| HIGH RIDGE BRANDS CO P/P 144A 08.8750 03/15/2025 | 0.01% |
| HINO MOTORS LTD | 0.01% |
| HITACHI METALS LTD | 0.01% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.01% |
| HONEYWELL INTERNATIONAL 04.2500 03/01/2021 | 0.01% |
| HOST HOTELS & RESORTS LP 06.0000 10/01/2021 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HSBC BANK USA NA 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 P/P 144A 07.6250 01/15/2025 | 0.01% |
| HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 | 0.01% |
| IBERDROLA SA | 0.01% |
| ICAHN ENTER/FIN P/P 144A 06.7500 02/01/2024 | 0.01% |
| ICAHN ENTERPRISES/FI 05.8750 02/01/2022 | 0.01% |
| ICAHN ENTERPRISES/FI P/P 144A 06.2500 02/01/2022 | 0.01% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.01% |
| IIDA GROUP HOLDINGS CO LTD | 0.01% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.01% |
| INFINEON TECHNOLOGIES AG | 0.01% |
| INFOR US INC 06.5000 05/15/2022 | 0.01% |
| INR/USD 05/17/2017 GSFX | 0.01% |
| INSURANCE AUSTRALIA GROUP LTD | 0.01% |
| INTELSAT LUXEMB USD 08.1250 06/01/2023 | 0.01% |
| INTERCONTINENTAL EXCHANGE IN | 0.01% |
| INTERXION HOLDING NV | 0.01% |
| INTL CONSOLIDATED AIRLINE-DI | 0.01% |
| INTUITIVE SURGICAL INC | 0.01% |
| IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 | 0.01% |
| ISS A/S | 0.01% |
| ITC HOLDINGS CORP P/P 144A 06.0500 01/31/2018 | 0.01% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.01% |
| JARDINE CYCLE & CARRIAGE LTD | 0.01% |
| JAZZ PHARMACEUTICALS PLC | 0.01% |
| 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 NEW P/P 144A 07.5000 02/01/2022 | 0.01% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.01% |
| JOYOUNG CO LTD -A 144A/REGS WARRANT 11/20/2017 | 0.01% |
| JP MORGAN CHASE BANK 06.0000 10/01/2017 | 0.01% |
| JPMBB 2014-C19 XA IO 01.1862 04/15/2047 | 0.01% |
| JPMCC 2006-LDP8 B 05.5200 05/15/2045 | 0.01% |
| JPMCC 2007-CB20 C P/P 144A 06.2777 02/12/2051 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.4128 12/15/2047 | 0.01% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.01% |
| JXTG HOLDINGS INC | 0.01% |
| KAJIMA CORP | 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% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 | 0.01% |
| KKR & CO LP | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| KOMATSU LTD | 0.01% |
| KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.01% |
| KRATON POLYMERS P/P 144A 10.5000 04/15/2023 | 0.01% |
| KYUDENKO CORP | 0.01% |
| L3 TECHNOLOGIES INC 03.8500 12/15/2026 | 0.01% |
| LAGARDERE SCA | 0.01% |
| LANDRY'S INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| LANXESS AG | 0.01% |
| LEAR CORP 05.3750 03/15/2024 | 0.01% |
| LENNAR CORP 04.7500 11/15/2022 | 0.01% |
| LENOVO GROUP LTD | 0.01% |
| LIONS GATE ENT P/P 144A 05.8750 11/01/2024 | 0.01% |
| LLOYDS BANKING GROUP P/P 144A 06.6570 12/29/2049 | 0.01% |
| LOUISIANA-PACIFIC CORP 04.8750 09/15/2024 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| LUBRIZOL CORP 08.8750 02/01/2019 | 0.01% |
| LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 | 0.01% |
| MAGNA INTERNATIONAL INC | 0.01% |
| MAN SE | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MARSH & MCLENNAN COS | 0.01% |
| MASONITE INTL C P/P 144A 05.6250 03/15/2023 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 06.5000 11/15/2020 | 0.01% |
| 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% |
| MERCER INTL INC USD 07.7500 12/01/2022 | 0.01% |
| MERCK KGAA | 0.01% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 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% |
| MITSUBISHI MATERIALS CORP | 0.01% |
| MIXI INC | 0.01% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.01% |
| MOOG INC P/P 144A 05.2500 12/01/2022 | 0.01% |
| MSAC 2004-HE6 M1 01.8067 08/25/2034 | 0.01% |
| MSBAM 2014-C17 XA IO 01.2499 08/15/2047 | 0.01% |
| MSC 2007-HQ11 AJ 05.5080 02/12/2044 | 0.01% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| MSC 2007-T27 AJ 05.7908 06/11/2042 | 0.01% |
| MSRR 2015-R4 CB1 00.5977 08/26/2047 | 0.01% |
| MUENCHENER RUECKVER AG-REG | 0.01% |
| MURPHY OIL CORP 06.8750 08/15/2024 | 0.01% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.01% |
| NATIONWIDE MUTUAL P/P 144A 08.2500 12/01/2031 | 0.01% |
| NATIXIS | 0.01% |
| NEC CORP | 0.01% |
| NEIMAN MARCUS TL L+325 04.2500 10/25/2020 | 0.01% |
| NEVADA POWER CO 07.1250 03/15/2019 | 0.01% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.01% |
| NEW GOLD INC P/P 144A 07.0000 04/15/2020 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.01% |
| NIPPON TELEVISION HOLDINGS | 0.01% |
| NIPRO CORP | 0.01% |
| NISOURCE FINANCE CORP 06.1250 03/01/2022 | 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% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.01% |
| NOVELIS CORP P/P 144A 06.2500 08/15/2024 | 0.01% |
| NRG ENERGY INC 07.2500 05/15/2026 | 0.01% |
| NRG ENERGY INC 07.8750 05/15/2021 | 0.01% |
| NRG ENERGY INC P/P 144A 06.6250 01/15/2027 | 0.01% |
| NUCOR CORP | 0.01% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.01% |
| OLIN CORP 05.1250 09/15/2027 | 0.01% |
| ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| ONEMAIN FIN HLDG INC P/P 144A 06.7500 12/15/2019 | 0.01% |
| ONEX USI AC P/P 144A 07.7500 01/15/2021 | 0.01% |
| OPEN TEXT CORP | 0.01% |
| ORACLE CORP 05.3750 07/15/2040 | 0.01% |
| ORANGE SA USD 04.1250 09/14/2021 | 0.01% |
| ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 | 0.01% |
| OSHKOSH CORP 05.3750 03/01/2022 | 0.01% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.01% |
| P G & E CORP | 0.01% |
| PACIFIC GAS & ELECTRIC 06.0500 03/01/2034 | 0.01% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| PANASONIC CORP | 0.01% |
| PCCW LTD | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.01% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| PEPSICO INC 03.4500 10/06/2046 | 0.01% |
| PERMANENT TSB GROUP HOLDINGS | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.01% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.01% |
| PETROLEOS MEXICANOS USD 04.8750 01/18/2024 | 0.01% |
| PETROLEOS MEXICANOS USD 06.3750 01/23/2045 | 0.01% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| PRECISION DRILLING C P/P 144A 07.7500 12/15/2023 | 0.01% |
| PROVIDENT FDG/PFG P/P 144A 06.7500 06/15/2021 | 0.01% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 | 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% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| QUIMICA Y MINERA CHIL-SP ADR | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| RANGE RESOURCES CORP P/P 144A 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% |
| RECKITT BENCKISER GROUP PLC | 0.01% |
| REGENCY ENERGY PART/FINA 05.8750 03/01/2022 | 0.01% |
| RELO GROUP INC | 0.01% |
| REP OF ARGENTINA P/P 144A 06.6250 07/06/2028 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| REP OF SRI LANKA P/P 144A 06.8500 11/03/2025 | 0.01% |
| REVLON CONS TLB L+350 04.3144 09/07/2023 | 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 LTD | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 | 0.01% |
| ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.01% |
| ROYAL DUTCH SHELL PLC-A SHS | 0.01% |
| RPC GROUP PLC | 0.01% |
| RR DONNELLEY & SONS CO | 0.01% |
| RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 | 0.01% |
| SAAB AB-B | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SABINE PASS LIQUEFAC P/P 144A 05.8750 06/30/2026 | 0.01% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.01% |
| SARTORIUS AG-PFD PCT 0.000 | 0.01% |
| SBERBANK (SB CAP SA) P/P 144A 06.1250 02/07/2022 | 0.01% |
| SBERBANK PJSC -SPONSORED ADR | 0.01% |
| SCHINDLER HOLDING AG-REG | 0.01% |
| SCIENTIFIC GAMES INT P/P 144A 07.0000 01/01/2022 | 0.01% |
| SCOR SE | 0.01% |
| SCREEN HOLDINGS CO LTD | 0.01% |
| SEALED AIR CORP P/P 144A 06.8750 07/15/2033 | 0.01% |
| SEMGROUP CORP P/P 144A 06.3750 03/15/2025 | 0.01% |
| SERVICE CORP INTL 05.3750 01/15/2022 | 0.01% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.01% |
| SEVEN & I HOLDINGS CO LTD | 0.01% |
| SEVEN GENS ENER P/P 144A 08.2500 05/15/2020 | 0.01% |
| SFR GROUP SA P/P 144A 07.3750 05/01/2026 | 0.01% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.01% |
| SHIONOGI & CO LTD | 0.01% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.01% |
| SIKA AG-BR | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SK HYNIX INC | 0.01% |
| SKANDINAVISKA ENSKILDA BAN-A | 0.01% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.01% |
| SM ENERGY CO 06.5000 11/15/2021 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SMC CORP | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SODEXO | 0.01% |
| SOPRA STERIA GROUP | 0.01% |
| SOUTHERN CO/THE | 0.01% |
| SOUTHERN STAR CENT P/P 144A 05.1250 07/15/2022 | 0.01% |
| SOUTHWEST AIRLINES CO | 0.01% |
| SPARK NEW ZEALAND LTD | 0.01% |
| SPRINT COMM P/P 144A 09.0000 11/15/2018 | 0.01% |
| SPRINT CORP 07.8750 09/15/2023 | 0.01% |
| SSE PLC | 0.01% |
| STACR 2015-HQ1 M2 03.1817 03/25/2025 | 0.01% |
| STACR 2016-DNA2 M1 02.2317 10/25/2028 | 0.01% |
| STACR 2016-DNA3 M1 02.0817 12/25/2028 | 0.01% |
| STACR 2016-HQA2 M1 02.1817 11/25/2028 | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| STATE STREET CORP 02.1312 06/15/2037 | 0.01% |
| STATOIL ASA USD 05.1000 08/17/2040 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| SUMITOMO DAINIPPON PHARMA CO | 0.01% |
| SUMITOMO HEAVY INDUSTRIES | 0.01% |
| SUMITOMO WAREHOUSE CO LTD | 0.01% |
| SUZUKI MOTOR CORP | 0.01% |
| SWEDBANK AB - A SHARES | 0.01% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% |
| T-MOBILE USA INC 06.1250 01/15/2022 | 0.01% |
| T-MOBILE USA INC 06.2500 04/01/2021 | 0.01% |
| TARGA RES PRTNRS P/P 144A 05.3750 02/01/2027 | 0.01% |
| TARO PHARMACEUTICAL INDUS | 0.01% |
| TELECOM ITALIA-RSP | 0.01% |
| TENET HEALTHCARE 06.0000 10/01/2020 | 0.01% |
| TENET HEALTHCARE 06.2500 11/01/2018 | 0.01% |
| TENET HEALTHCARE COR 04.6312 06/15/2020 | 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% |
| TMS INTL CORP P/P 144A 07.6250 10/15/2021 | 0.01% |
| TOKYO ELECTRIC POWER CO INC | 0.01% |
| TOKYO GAS CO LTD | 0.01% |
| TOPPAN PRINTING CO LTD | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TRANSDIGM INC 06.5000 07/15/2024 | 0.01% |
| TRANSURBAN GROUP | 0.01% |
| TRAVELERS PPTY CASUALTY 07.7500 04/15/2026 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| TRIBUNE MEDIA CO 05.8750 07/15/2022 | 0.01% |
| TUI AG-DI | 0.01% |
| TWENTY-FIRST CENTURY FOX-A | 0.01% |
| UBI SOFT ENTERTA | 0.01% |
| UBSBB 2012-C3 C P/P 144A 05.1233 08/10/2049 | 0.01% |
| UNION ELECTRIC CO 06.4000 06/15/2017 | 0.01% |
| UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 | 0.01% |
| UNITED INTERNET AG-REG SHARE | 0.01% |
| UNIVAR USA INC P/P 144A 06.7500 07/15/2023 | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| US BANCORP | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| USD/MXN PUT 19.00 20170421 GSFX | 0.01% |
| USG CORP P/P 144A 05.5000 03/01/2025 | 0.01% |
| VALEANT PHARMA P/P 144A 05.3750 03/15/2020 | 0.01% |
| VALEANT PHARMA P/P 144A 05.8750 05/15/2023 | 0.01% |
| VALEANT PHARMA P/P 144A 07.0000 03/15/2024 | 0.01% |
| VALERO ENERGY PARTNERS 04.3750 12/15/2026 | 0.01% |
| VEREIT OPERATING PARTNER 04.8750 06/01/2026 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VNESHECONOMBANK P/P 144A 06.9020 07/09/2020 | 0.01% |
| VOESTALPINE AG | 0.01% |
| WALT DISNEY COMPANY/THE 02.7500 08/16/2021 | 0.01% |
| WAMU 2005-AR13 A1C3 01.4717 10/25/2045 | 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 MWV LLC 07.9500 02/15/2031 | 0.01% |
| WESTROCK RKT CO 04.4500 03/01/2019 | 0.01% |
| WFRBS 2011-C5 C P/P 144A 05.6731 11/15/2044 | 0.01% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6775 12/15/2045 | 0.01% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% |
| WFRBS 2013-C12 XA IO P/P 144A 01.3763 03/15/2048 | 0.01% |
| WFRBS 2013-C14 XA IO 00.8219 06/15/2046 | 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% |
| WINDSTREAM SERVICES LLC 06.3750 08/01/2023 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WOODSIDE PETROLEUM LTD | 0.01% |
| WP CAREY INC 04.6000 04/01/2024 | 0.01% |
| WPX ENERGY INC 06.0000 01/15/2022 | 0.01% |
| WPX ENERGY INC 07.5000 08/01/2020 | 0.01% |
| WULIANGYE YIBIN 144A/ REGS WARRANT 04/17/2017 | 0.01% |
| X 5 RETAIL GROUP NV-REGS GDR | 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% |
| ZF NA CAPITAL P/P 144A 04.7500 04/29/2025 | 0.01% |
| 1.75 R ISWP FWD USL3M P 06/21/2019 | 0.00% |
| 1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 | 0.00% |
| 2.20 R ISWP FWD USL3M P 06/21/2022 | 0.00% |
| 2.50 R ISWP FWD USL3M P 06/21/2027 | 0.00% |
| 2.70 R ISWP FWD USL3M P 06/21/2047 | 0.00% |
| ABB LTD-REG | 0.00% |
| ABBVIE INC 03.6000 05/14/2025 | 0.00% |
| ACC CLAIMS HOLDING LLC CLASS A | 0.00% |
| AES CORP/VA 04.8750 05/15/2023 | 0.00% |
| AIR LEASE CORP 03.7500 02/01/2022 | 0.00% |
| ALLEGHANY CORP | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 | 0.00% |
| ALLIANT HLDG INT LLC P/P 144A 08.2500 08/01/2023 | 0.00% |
| ALLY FINANCIAL INC 06.2500 12/01/2017 | 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 HOLDIN P/P 144A 05.8750 11/15/2026 | 0.00% |
| AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 | 0.00% |
| AMC ENTERTAINMENT HOLDIN 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% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ARCELORMITTAL USD 06.1250 06/01/2025 | 0.00% |
| ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 | 0.00% |
| ASHLAND GLOBAL HOLDINGS INC | 0.00% |
| ASSOCIATED BANC-CORP | 0.00% |
| AUD/USD 04/19/2017 BANKAM | 0.00% |
| AUD/USD 04/19/2017 BCAP-FX | 0.00% |
| AUD/USD 04/19/2017 SSBT | 0.00% |
| AUD/USD 04/19/2017 UBS | 0.00% |
| AUD/USD 04/19/2017 WPAC | 0.00% |
| AUSTRALIAN DOLLAR ACCOUNT | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| AVICHINA INDUSTRY & TECH-H | 0.00% |
| B2W CIA DIGITAL-RTS | 0.00% |
| BACM 2004-4 XC IO P/P 144A 00.0177 07/10/2042 | 0.00% |
| BACM 2004-5 XC IO P/P 144A 00.4232 11/10/2041 | 0.00% |
| BACM 2007-1 XW IO 00.3006 01/15/2049 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.3387 02/10/2051 | 0.00% |
| BANK OF AMERICA CORP 01.8912 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% |
| BERKELEY GROUP HOLDINGS/THE | 0.00% |
| BERRY PLASTICS CORP 05.5000 05/15/2022 | 0.00% |
| BERRY PLASTICS ESCRO 06.0000 10/15/2022 | 0.00% |
| BERRY PLASTICS GROUP INC | 0.00% |
| BON-TON DEPT STORES 08.0000 06/15/2021 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BOYD GAMING CORPORATION 06.8750 05/15/2023 | 0.00% |
| BP PLC | 0.00% |
| BRAZILIAN REAL CALL ACCOUNT | 0.00% |
| BRL/USD 07/03/2017 BANKAM | 0.00% |
| BRL/USD 07/03/2017 CITI | 0.00% |
| BRL/USD 07/03/2017 JPMCB | 0.00% |
| BROADRIDGE FINANCIAL SOLUTIO | 0.00% |
| BSCMS 04-PR3I X1 IO 00.2010 02/11/2041 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5557 12/11/2038 | 0.00% |
| BUNGE LIMITED FINANCE CORP. 08.5000 06/15/2019 | 0.00% |
| CABLEVISION SYS CORP 08.0000 04/15/2020 | 0.00% |
| CAD/USD 04/19/2017 JPMCB | 0.00% |
| CAD/USD 04/19/2017 RBSF | 0.00% |
| CALATLANTIC GROUP INC 05.8750 11/15/2024 | 0.00% |
| 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% |
| CAN IMPERIAL BK OF COMMERCE | 0.00% |
| CANADIAN DOLLAR ACCOUNT | 0.00% |
| CAS 2014-C03 2M1 02.1817 07/25/2024 | 0.00% |
| CAS 2015-C03 2M2 05.9817 07/25/2025 | 0.00% |
| CAS 2016-C06 1M2 05.2317 04/25/2029 | 0.00% |
| CBRE SERVICES INC 05.0000 03/15/2023 | 0.00% |
| CBS OUT AMER CAP LLC 05.8750 03/15/2025 | 0.00% |
| CBS RADIO INC P/P 144A 07.2500 11/01/2024 | 0.00% |
| CCM MERGER INC P/P 144A 06.0000 03/15/2022 | 0.00% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 00.9106 12/11/2049 | 0.00% |
| CD 2007-CD5 XS IO 144A 00.1510 11/15/2044 | 0.00% |
| CEDAR FAIR LP/CA 05.2500 03/15/2021 | 0.00% |
| CENOVUS ENERGY INC | 0.00% |
| CENOVUS ENERGY INC USD 04.4500 09/15/2042 | 0.00% |
| CENTENE CORP 04.7500 01/15/2025 | 0.00% |
| CENTURYLINK INC 05.6250 04/01/2020 | 0.00% |
| CENTURYLINK INC 06.7500 12/01/2023 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.4306 10/15/2049 | 0.00% |
| CHECK POINT SOFTWARE TECH | 0.00% |
| CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 | 0.00% |
| CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 | 0.00% |
| CHF/USD 06/21/2017 JPMCB | 0.00% |
| CHINA BIOLOGIC PRODUCTS INC | 0.00% |
| CHS/COMMUNITY HEALTH 08.0000 11/15/2019 | 0.00% |
| CHS/COMMUNITY HEALTH SYS 07.1250 07/15/2020 | 0.00% |
| CHURCH & DWIGHT CO INC | 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 P/P 144A 05.5000 02/15/2019 | 0.00% |
| CIT GROUP INC. 05.2500 03/15/2018 | 0.00% |
| CITIGROUP INC 05.8750 12/29/2049 | 0.00% |
| CLEAR CHANNEL COMMUN 09.0000 12/15/2019 | 0.00% |
| CLP/USD 07/19/2017 BANKAM | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 BC | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 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% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COMM 2006-C8 XS IO P/P 144A 00.6591 12/10/2046 | 0.00% |
| COMM 2014-CR16 XA IO 01.2012 04/10/2047 | 0.00% |
| COMMERCEHUB INC-SERIES C | 0.00% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.00% |
| CONCHO RESOURCES INC 05.5000 10/01/2022 | 0.00% |
| CONCORDIA INTL P/P 144A 07.0000 04/15/2023 | 0.00% |
| CONCORDIA INTL P/P 144A 09.0000 04/01/2022 | 0.00% |
| CONSTELLATION BRANDS INC-A | 0.00% |
| CONTINENTAL RESOURCES 03.8000 06/01/2024 | 0.00% |
| CORPORATE OFFICE PROPERTIES | 0.00% |
| COTY INC-CL A | 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% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 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% |
| CSFB 1998-C1 F P/P 144A 06.0000 05/17/2040 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.0023 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0863 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DAIKIN INDUSTRIES LTD | 0.00% |
| DBRR 2013-EZ3 A P/P 144A 01.6360 12/18/2049 | 0.00% |
| DELIVERY HERO HOLDIN P/P | 0.00% |
| DFC FINANCE CORP P/P 144A 10.5000 06/15/2020 | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.8750 06/15/2021 | 0.00% |
| DIAMONDBACK ENER P/P 144A 04.7500 11/01/2024 | 0.00% |
| DIXONS CARPHONE PLC | 0.00% |
| DKK/USD 06/21/2017 CITI | 0.00% |
| DRIL-QUIP INC | 0.00% |
| DYNEGY INC 07.6250 11/01/2024 | 0.00% |
| DYNEGY INC. 06.7500 11/01/2019 | 0.00% |
| EAGLE II ACQ CO P/P 144A 06.0000 04/01/2025 | 0.00% |
| EASYJET PLC | 0.00% |
| EGYPTIAN POUND CALL ACCOUNT | 0.00% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.00% |
| ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 | 0.00% |
| ENERGY TRANSFER EQUITY 07.5000 10/15/2020 | 0.00% |
| EQT MIDSTREAM PARTNERS L 04.0000 08/01/2024 | 0.00% |
| ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 | 0.00% |
| ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% |
| EUR/JPY CALL 127.50 20170612 BANKAM | 0.00% |
| EUR/JPY PUT 115.30 20170612 BANKAM | 0.00% |
| EUR/USD 06/21/2017 BANKAM | 0.00% |
| EUR/USD 06/21/2017 BCAP-FX | 0.00% |
| EUR/USD 06/21/2017 CITI | 0.00% |
| EUR/USD 06/21/2017 CSI-FX | 0.00% |
| EUR/USD 06/21/2017 GSFX | 0.00% |
| EUR/USD 06/21/2017 HSBCB | 0.00% |
| EUR/USD 06/21/2017 JPMCB | 0.00% |
| EUR/USD 06/21/2017 RBSF | 0.00% |
| EUR/USD 06/21/2017 SSBT | 0.00% |
| EUR/USD 06/21/2017 UBS | 0.00% |
| EUR/USD 06/21/2017 WPAC | 0.00% |
| EURONEXT NV P/P 144A | 0.00% |
| EVEREST RE GROUP LTD | 0.00% |
| EVERSOURCE ENERGY | 0.00% |
| FABFURNISH GMBH P/P | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 2979 AS 20.9285 03/15/2034 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3249 PS 19.2647 12/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FITBIT INC - A | 0.00% |
| FLETCHER BUILDING LTD | 0.00% |
| FNMA FN30 BD3718 03.5000 08/01/2046 | 0.00% |
| FNR 2005-106 JC 17.0801 12/25/2035 | 0.00% |
| FNR 2005-75 GS 17.3050 08/25/2035 | 0.00% |
| FNR 2005-83 QP 14.8417 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 34.0100 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% |
| FREEPORT-MCMORAN COPPER & GOL 03.5500 03/01/2022 | 0.00% |
| FRONTIER COMM 08.8750 09/15/2020 | 0.00% |
| FRONTIER COMM 11.0000 09/15/2025 | 0.00% |
| FRONTIER COMMUNICATIONS 07.6250 04/15/2024 | 0.00% |
| FUJITSU LTD | 0.00% |
| GBP/USD 06/21/2017 BANKAM | 0.00% |
| GBP/USD 06/21/2017 BCAP-FX | 0.00% |
| GBP/USD 06/21/2017 CITI | 0.00% |
| GBP/USD 06/21/2017 JPMCB | 0.00% |
| GBP/USD 06/21/2017 RBSF | 0.00% |
| GBP/USD 06/21/2017 SSBT | 0.00% |
| GECMC 2005-C3 XC IO P/P 144A 00.0723 07/10/2045 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.3277 12/10/2049 | 0.00% |
| GENON ENERGY INC 09.8750 10/15/2020 | 0.00% |
| GENPACT LTD | 0.00% |
| GLOBAL FASHION GRP P/P | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMACC 2005-C1 X1 IO P/P 144A 00.4402 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% |
| GREAT PLAINS ENERGY INC | 0.00% |
| GRINDING MEDIA/M P/P 144A 07.3750 12/15/2023 | 0.00% |
| GSMS 2006-GG6 XC IO P/P 144A 00.0000 04/10/2038 | 0.00% |
| HALCON RESOURCES COR P/P 144A 12.0000 02/15/2022 | 0.00% |
| HALCON RESOURCES CORP | 0.00% |
| HALCON RESOURCES CORP - WARRA | 0.00% |
| HALYARD HEALTH INC 06.2500 10/15/2022 | 0.00% |
| HAMILTON LANE INC-CLASS A | 0.00% |
| HANOVER INSURANCE GROUP INC/ | 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% |
| HISTORIC TW INC 09.1500 02/01/2023 | 0.00% |
| HITACHI HIGH-TECHNOLOGY | 0.00% |
| HK ELECTRIC INVEST | 0.00% |
| HKD/USD 05/17/2017 BANKAM | 0.00% |
| HKD/USD 05/17/2017 CSI-FX | 0.00% |
| HKD/USD 05/17/2017 HSBCB | 0.00% |
| HKD/USD 05/17/2017 JPMCB | 0.00% |
| HOMESERVE PLC | 0.00% |
| HONG KONG DOLLAR CALL ACCOUNT | 0.00% |
| HOSPITALITY PROPERTIES T 04.5000 03/15/2025 | 0.00% |
| HUB HLDG LLC/HUB HOL P/P 144A 08.1250 07/15/2019 | 0.00% |
| HUNTSMAN INTL L 05.1250 11/15/2022 | 0.00% |
| HYATT HOTELS CORP 03.3750 07/15/2023 | 0.00% |
| ICAHN ENTER/FIN 06.0000 08/01/2020 | 0.00% |
| IDR/USD 05/17/2017 CITI | 0.00% |
| IDR/USD 05/17/2017 JPMCB | 0.00% |
| INFOR US INC P/P 144A 05.7500 08/15/2020 | 0.00% |
| INR/USD 05/17/2017 BANKAM | 0.00% |
| INSTRUCTURE INC | 0.00% |
| INTELSAT CONNECT FIN P/P 144A 12.5000 04/01/2022 | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| INTELSAT JACKSON HLDG USD 07.5000 04/01/2021 | 0.00% |
| INTELSAT LUXEMB USD 07.7500 06/01/2021 | 0.00% |
| INTL LEASE FINANCE CORP 05.8750 08/15/2022 | 0.00% |
| INTL LEASE FINANCE CORP 06.2500 05/15/2019 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| IRON MOUNTAIN INC P/P 144A 06.0000 10/01/2020 | 0.00% |
| ISLE OF CAPRI CASINO 05.8750 03/15/2021 | 0.00% |
| ISTAR INC 06.0000 04/01/2022 | 0.00% |
| ISTAR INC. 05.0000 07/01/2019 | 0.00% |
| JABIL CIRCUIT INC 08.2500 03/15/2018 | 0.00% |
| JACOBS ENT INC P/P 144A 07.8750 02/01/2024 | 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% |
| JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3891 09/12/2037 | 0.00% |
| JPMCC 06-LDP6 X1 IO P/P 144A 00.0223 04/15/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.4229 05/15/2045 | 0.00% |
| JPMCC 2007-CB20 AJ 06.1777 02/12/2051 | 0.00% |
| JPMCC 2007-LDPX X IO 00.3976 01/15/2049 | 0.00% |
| JPY/USD 05/17/2017 BANKAM | 0.00% |
| JPY/USD 05/17/2017 BCAP-FX | 0.00% |
| JPY/USD 05/17/2017 CITI | 0.00% |
| JPY/USD 05/17/2017 GSFX | 0.00% |
| JPY/USD 05/17/2017 JPMCB | 0.00% |
| JPY/USD 05/17/2017 RBSF | 0.00% |
| JPY/USD 05/17/2017 SSBT | 0.00% |
| JPY/USD 05/17/2017 UBS | 0.00% |
| KERR-MCGEE CORP 07.8750 09/15/2031 | 0.00% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.00% |
| KOREAN WON CALL ACCOUNT | 0.00% |
| KOSPI2 20170413 P 247.50CSI | 0.00% |
| KOSPI2 20170413 P 252.50CSI | 0.00% |
| KRW/USD 05/17/2017 GSFX | 0.00% |
| LAMAR MEDIA CORP 05.3750 01/15/2024 | 0.00% |
| LAMAR MEDIA CORP 05.8750 02/01/2022 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LAREDO PETROLEUM INC 05.6250 01/15/2022 | 0.00% |
| LBCMT 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 00.3415 11/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.7088 02/15/2040 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| LLOYDS BANKING GROUP PLC | 0.00% |
| MACERICH CO/THE | 0.00% |
| MADISON SQUARE GARDEN CO- A | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 | 0.00% |
| MATAHARI DEPARTMENT STORE TB | 0.00% |
| MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.00% |
| MEDIBANK PRIVATE LTD | 0.00% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.00% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.00% |
| MERCER INTL INC P/P 144A 06.5000 02/01/2024 | 0.00% |
| METHANEX CORP USD 03.2500 12/15/2019 | 0.00% |
| MEZZ 2005-C3 X IO P/P 144A 05.9105 05/15/2044 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 02.9842 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 04.5456 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 05.6250 05/01/2024 | 0.00% |
| MICROSOFT CORP 05.3000 02/08/2041 | 0.00% |
| MILAGRO OIL & GAS | 0.00% |
| MLMT 2004-KEY2 XC IO P/P 144A 00.3564 08/12/2039 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0052 06/12/2043 | 0.00% |
| MOTOROLA SOLUTIONS INC | 0.00% |
| MSCI INC | 0.00% |
| MXN/USD 07/19/2017 BANKAM | 0.00% |
| NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 | 0.00% |
| NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 | 0.00% |
| NEUBERGER BERMAN P/P 144A 05.8750 03/15/2022 | 0.00% |
| NEW BIGFOOT OTHER AS P/P | 0.00% |
| NEW MIDDLE EAST OTHE P/P | 0.00% |
| NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.00% |
| NEWS CORP - CLASS B | 0.00% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.00% |
| NOK/USD 06/21/2017 BANKAM | 0.00% |
| NOK/USD 06/21/2017 CITI | 0.00% |
| NOK/USD 06/21/2017 CSI-FX | 0.00% |
| NZD/USD 04/19/2017 BANKAM | 0.00% |
| NZD/USD 04/19/2017 BCAP-FX | 0.00% |
| NZD/USD 04/19/2017 CITI | 0.00% |
| NZD/USD 04/19/2017 CSI-FX | 0.00% |
| NZD/USD 04/19/2017 GSFX | 0.00% |
| NZD/USD 04/19/2017 JPMCB | 0.00% |
| NZD/USD 04/19/2017 SSBT | 0.00% |
| NZD/USD 04/19/2017 UBS | 0.00% |
| NZD/USD 04/19/2017 WPAC | 0.00% |
| O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 | 0.00% |
| OASIS PETROLEUM INC 06.8750 01/15/2023 | 0.00% |
| OMNICOM GROUP | 0.00% |
| ONEMAIN FIN HLDG INC P/P 144A 07.2500 12/15/2021 | 0.00% |
| ONEX CORPORATION | 0.00% |
| PACTIV LLC 08.3750 04/15/2027 | 0.00% |
| PARSLEY ENERGY LLC/F P/P 144A 05.2500 08/15/2025 | 0.00% |
| PARSLEY ENERGY P/P 144A 05.3750 01/15/2025 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| PETROLEOS MEXICANOS USD 05.6250 01/23/2046 | 0.00% |
| PHILLIPS 66 | 0.00% |
| PILGRIM'S PRIDE CORP P/P 144A 05.7500 03/15/2025 | 0.00% |
| PLATFORM SPECIALTY P P/P 144A 10.3750 05/01/2021 | 0.00% |
| POUND STERLING CALL ACCOUNT | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| PQ CORP P/P 144A 06.7500 11/15/2022 | 0.00% |
| PRECISION DRILL USD 05.2500 11/15/2024 | 0.00% |
| PRESTIGE BRANDS INC P/P 144A 05.3750 12/15/2021 | 0.00% |
| PUBLIC STORAGE | 0.00% |
| QORVO INC | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RECRUIT HOLDINGS CO LTD | 0.00% |
| REGENCY CENTERS CORP | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| RETAIL PROPERTIES OF AME - A | 0.00% |
| REVLON CONSUMER PROD 06.2500 08/01/2024 | 0.00% |
| RITCHIE BROS AUC P/P 144A 05.3750 01/15/2025 | 0.00% |
| ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 | 0.00% |
| RUSSELL 2000 MINI JUN17 RTAM7 | 0.00% |
| S&P MID 400 EMINI JUN17 FAM7 | 0.00% |
| S&P500 EMINI FUT JUN17 ESM7 | 0.00% |
| SANDRIDGE ENERGY INC | 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 05.2500 04/01/2023 | 0.00% |
| SEALED AIR CORP P/P 144A 05.5000 09/15/2025 | 0.00% |
| SEALED AIR CORP P/P 144A 06.5000 12/01/2020 | 0.00% |
| SEK/USD 06/21/2017 BANKAM | 0.00% |
| SEK/USD 06/21/2017 BCAP-FX | 0.00% |
| SEK/USD 06/21/2017 CITI | 0.00% |
| SEK/USD 06/21/2017 CSI-FX | 0.00% |
| SEK/USD 06/21/2017 GSFX | 0.00% |
| SEK/USD 06/21/2017 JPMCB | 0.00% |
| SEK/USD 06/21/2017 RBSF | 0.00% |
| SEK/USD 06/21/2017 SSBT | 0.00% |
| SEK/USD 06/21/2017 UBS | 0.00% |
| SELECT INCOME REIT 02.8500 02/01/2018 | 0.00% |
| SELECT INCOME REIT 03.6000 02/01/2020 | 0.00% |
| SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 | 0.00% |
| SGD/USD 05/17/2017 BANKAM | 0.00% |
| SGD/USD 05/17/2017 JPMCB | 0.00% |
| SGD/USD 05/17/2017 SSBT | 0.00% |
| SIMON PROPERTY GROUP LP 03.3750 03/15/2022 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.5000 01/01/2023 | 0.00% |
| SMITH & NEPHEW PLC | 0.00% |
| SODICK CO LTD | 0.00% |
| SONOCO PRODUCTS CO | 0.00% |
| SPEC BRNDS ESCROW CO 06.6250 11/15/2022 | 0.00% |
| SPECTRUM BRANDS INC 05.7500 07/15/2025 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 | 0.00% |
| SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 | 0.00% |
| SPRINT COMMUNICATIONS INC. 08.3750 08/15/2017 | 0.00% |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 0.00% |
| STEEL DYNAMICS INC P/P 144A 05.0000 12/15/2026 | 0.00% |
| STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 | 0.00% |
| SUGAR HSP GAMING P/P 144A 06.3750 06/01/2021 | 0.00% |
| T-MOBILE USA INC 04.0000 04/15/2022 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| T-MOBILE USA INC 06.8360 04/28/2023 | 0.00% |
| T-MOBILE USA INC. 06.6330 04/28/2021 | 0.00% |
| TARGA RES PRTNRS P/P 144A 05.1250 02/01/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.2500 04/15/2021 | 0.00% |
| TAYLOR MORRISON P/P 144A 05.6250 03/01/2024 | 0.00% |
| TECHNIPFMC PLC | 0.00% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.00% |
| TECK RESOURCES LIMITED USD 04.7500 01/15/2022 | 0.00% |
| TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 | 0.00% |
| TEMPUR SEALY INTL 05.5000 06/15/2026 | 0.00% |
| TENET HEALTHCARE 04.7500 06/01/2020 | 0.00% |
| TENNECO INC 05.0000 07/15/2026 | 0.00% |
| TERVITA CORP CLASS A | 0.00% |
| TESORO LOGISTICS LP/CORP 05.2500 01/15/2025 | 0.00% |
| TEVA PHARMACEUTICAL IND LTD | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
| THE EURO EUR CALL ACCOUNT | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| TMX FIN/TITLEMAX P/P 144A 08.5000 09/15/2018 | 0.00% |
| TOKYO ELECTRON LTD | 0.00% |
| TOPIX INDX FUTR JUN17 TPM7 | 0.00% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| TRANSDIGM INC P/P 144A 06.5000 05/15/2025 | 0.00% |
| TRIANGLE USA PETRO P/P 144A 06.7500 07/15/2022 | 0.00% |
| TRONOX FINANCE LLC 06.3750 08/15/2020 | 0.00% |
| TRW AUTOMOTIVE INC P/P 144A 04.5000 03/01/2021 | 0.00% |
| TRYG A/S | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| UAL 2007 PASS TRUST 06.6360 07/02/2022 | 0.00% |
| UNILEVER PLC | 0.00% |
| US 10YR NOTE (CBT)JUN17 TYM7 | 0.00% |
| US 10YR ULTRA FUT JUN17 UXYM7 | 0.00% |
| US 2YR NOTE (CBT) JUN17 TUM7 | 0.00% |
| US 5YR NOTE (CBT) JUN17 FVM7 | 0.00% |
| US CONCRETE INC P/P 144A 06.3750 06/01/2024 | 0.00% |
| US FOODS HOLDING CORP | 0.00% |
| US LONG BOND(CBT) JUN17 USM7 | 0.00% |
| US ULTRA BOND CBT JUN17 WNM7 | 0.00% |
| USD/MXN PUT 18.25 20170421 GSFX | 0.00% |
| VAIL RESORTS INC | 0.00% |
| VALEANT PHARMA P/P 144A 05.6250 12/01/2021 | 0.00% |
| VALEANT PHARMA P/P 144A 06.1250 04/15/2025 | 0.00% |
| VALEANT PHARMA P/P 144A 06.5000 03/15/2022 | 0.00% |
| VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 | 0.00% |
| VIVA ENERGY REIT | 0.00% |
| VOPAK | 0.00% |
| VULCAN MATERIALS COMPANY 04.5000 04/01/2025 | 0.00% |
| VWR CORP | 0.00% |
| WACHOVIA CORP 05.7500 06/15/2017 | 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% |
| WAMU 2005-AR19 A1C3 01.4817 12/25/2045 | 0.00% |
| WATERS CORP | 0.00% |
| WBCMT 2005-C18 XC IO P/P 144A 00.0000 04/15/2042 | 0.00% |
| WBCMT 2006-C26 XC IO P/P 144A 00.0561 06/15/2045 | 0.00% |
| WBCMT 2006-C29 IO IO 00.2778 11/15/2048 | 0.00% |
| WBCMT 2007-C34 IO IO 00.4004 05/15/2046 | 0.00% |
| WEATHERFORD BERMUDA 08.2500 06/15/2023 | 0.00% |
| WEATHERFORD BERMUDA P/P 144A 09.8750 02/15/2024 | 0.00% |
| WEINGARTEN REALTY INVESTORS | 0.00% |
| WESTAR ENERGY INC | 0.00% |
| WESTERN ALLIANCE BANCORP | 0.00% |
| WFRBS 2014-C19 D P/P 144A 04.2340 03/15/2047 | 0.00% |
| WHITING PETROLEUM CORP 05.7500 03/15/2021 | 0.00% |
| WILLIAMS COS INC 07.7500 06/15/2031 | 0.00% |
| WILLIAMS COS INC 07.8750 09/01/2021 | 0.00% |
| WORLD FUEL SERVICES CORP | 0.00% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.00% |
| ZAR/USD 04/19/2017 CITI | 0.00% |
| ZAR/USD 07/19/2017 CITI | 0.00% |
| ZAR/USD 07/19/2017 GSFX | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| KRW/USD 05/17/2017 JPMCB | -0.01% |
| RU10INTR P USL3M R 11/27/17 CI | -0.01% |
| CDX CDX.NA.HY.27 500.0 12/20/2021 | -0.02% |
| GNMA GII30 TBA 04.0000 04/01/2047 | -0.04% |
| GNMA GII30 TBA 04.5000 04/01/2047 | -0.04% |
| CGPUTQL2 R USL3M P 12/01/17 CI | -0.07% |
| FNMA FN30 TBA 03.0000 05/01/2047 | -0.64% |
Prior top 10 holdings
| Top 10 holdings as of 05/31/17 | |
|---|---|
| Gnma Gii30 Ma4321 03.5000 03/20/2047 | |
| Apple | |
| Alphabet | |
| Microsoft | |
| Fnma Fn30 Ma2864 03.5000 01/01/2047 | |
| Johnson & Johnson | |
| JPMorgan Chase | |
| Fnma Fn15 Al9468 03.0000 12/01/2031 | |
| Fhlmc Fh30g G08677 04.0000 11/01/2045 | |
| Citigroup | |
| Holdings represent 14.75% of portfolio | |
| Top 10 holdings as of 04/30/17 | |
|---|---|
| Gnma Gii30 Ma4321 03.5000 03/20/2047 | |
| Apple | |
| Alphabet | |
| Microsoft | |
| Fnma Fn30 Ma2864 03.5000 01/01/2047 | |
| JPMorgan Chase | |
| Johnson & Johnson | |
| Fnma Fn15 Al9468 03.0000 12/01/2031 | |
| Fhlmc Fh30g G08677 04.0000 11/01/2045 | |
| Fnma Fn30 890765 03.5000 09/01/2046 | |
| Holdings represent 14.34% of portfolio | |
| Top 10 holdings as of 03/31/17 | |
|---|---|
| Gnma Gii30 Ma3803 03.5000 07/20/2046 | |
| Apple | |
| Microsoft | |
| Alphabet | |
| Fnma Fn30 Ma2864 03.5000 01/01/2047 | |
| Fnma Fn30 Tba 06.0000 04/01/2047 | |
| JPMorgan Chase | |
| Johnson & Johnson | |
| Fnma Fn15 Al9468 03.0000 12/01/2031 | |
| Fhlmc Fh30g G08677 04.0000 11/01/2045 | |
| Holdings represent 14.12% of portfolio | |
| Top 10 holdings as of 02/28/17 | |
|---|---|
| Gnma Gii30 Ma3803 03.5000 07/20/2046 | |
| Alphabet | |
| Fnma Fn30 Ma2864 03.5000 01/01/2047 | |
| Microsoft | |
| JPMorgan Chase | |
| Fnma Fn30 Tba 06.0000 03/01/2047 | |
| Fnma Fn15 Al9468 03.0000 12/01/2031 | |
| Fhlmc Fh30g G08677 04.0000 11/01/2045 | |
| Apple | |
| Johnson & Johnson | |
| Holdings represent 12.78% of portfolio | |
Portfolio composition as of 05/31/17
| U.S. large-cap equity | 33.65% |
|
|---|---|---|
| U.S. Investment-grade bonds | 30.95% |
|
| U.S. small- and mid-cap equity | 13.78% |
|
| International equity | 12.88% |
|
| U.S. High-yield bonds | 6.07% |
|
| U.S. money markets | 2.67% |
|
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Expenses
Expense ratio |
Class A | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|---|
| Total expense ratio | 1.00% | 1.75% | 1.75% | 1.50% | 1.25% | 0.74% | 0.64% | 0.75% |
| What you pay | 1.00% | 1.75% | 1.75% | 1.50% | 1.25% | 0.74% | 0.64% | 0.75% |
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 investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. You can lose money by investing in the fund.