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Dynamic Asset Allocation Conservative Fund (PACAX)
A globally diversified fund for preserving wealth
- Highlights
- Performance
- Holdings
- Expenses
Summary
Fund price |
Yesterday's close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$10.66
-0.09% ( $-0.01 ) |
$10.69
(07/21/17) |
$10.12
(12/01/16) |
Management team
(pictured left to right)
James A. Fetch (industry since 1994)Robert J. Kea, CFA‡ (industry since 1988)
Robert J. Schoen (industry since 1990)
Jason R. Vaillancourt, CFA (industry since 1993)
Strategy and process
- More than 10 asset classes: The fund holds a variety of investments in all market conditions to be positioned to benefit from a wide range of opportunities.
- Individual securities: The managers select individual stocks and bonds, not other funds, to finely tune the portfolio and avoid overlap in holdings.
- Active rebalancing: The managers proactively pursue opportunities and regularly rebalance the portfolio to maintain a consistent risk profile.
Manager commentary | Q2 2017
Security selection can drive diversification
Jason Vaillancourt, Co-Head of Global Asset Allocation, explains how security selection can be a method of diversification.
Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. To obtain the most recent month-end performance, visit putnam.com.
Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Absolute Return 500 Fund and 700 Fund, and 4.00% and 3.25% for income funds (1.00% and 0.75% for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, R, T1, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A, M, and T1 shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
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.
12.52%
Best 5-year annualized return
(for period ending 03/31/14)
-1.78%
Worst 5-year annualized return
(for period ending 03/31/09)
5.64%
Average 5-year annualized return
Dots represent 5-year returns in rolling quarter-end periods since inception.
72 positive 5-year periods
2 negative 5-year periods
| 97% | |
| 3% |
Performance shown above does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please see below.
Total return (%) as of 06/30/17
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 6.65% | 4.03% | 6.49% | 4.82% |
| After sales charge | 0.51% | 1.99% | 5.24% | 4.20% |
| Bloomberg Barclays U.S. Aggregate Bond Index | -0.31% | 2.48% | 2.21% | 4.48% |
| Cumulative performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 6.65% | 12.57% | 36.97% | 60.09% |
| After sales charge | 0.51% | 6.10% | 29.10% | 50.88% |
Annual performance as of 06/30/17
| 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Before sales charge | 2.37% | -24.09% | 30.47% | 10.75% | 1.47% | 10.52% | 9.42% | 8.21% | 0.36% | 4.60% |
| Bloomberg Barclays U.S. Aggregate Bond Index | 6.97% | 5.24% | 5.93% | 6.54% | 7.84% | 4.22% | -2.02% | 5.97% | 0.55% | 2.65% |
Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. To obtain the most recent month-end performance, visit putnam.com.
Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Absolute Return 500 Fund and 700 Fund, and 4.00% and 3.25% for income funds (1.00% and 0.75% for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, R, T1, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A, M, and T1 shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
Top 10 holdings as of 06/30/17
| Gnma Gii30 Ma4321 03.5000 03/20/2047 | 4.67% |
|
|---|---|---|
| Fnma Fn30 Ma2864 03.5000 01/01/2047 | 2.49% |
|
| Fnma Fn15 Al9468 03.0000 12/01/2031 | 2.14% |
|
| Fhlmc Fh30g G08677 04.0000 11/01/2045 | 2.07% |
|
| Fnma Fn30 890765 03.5000 09/01/2046 | 1.70% |
|
| Fnma Fn30 Tba 06.0000 07/01/2047 | 1.47% |
|
| Apple | 1.22% |
|
| Alphabet | 1.20% |
|
| Microsoft | 1.16% |
|
| Gnma Gii30 Tba 03.5000 07/01/2047 | 1.06% |
|
| Top 10 holdings, percent of portfolio | 19.18% |
|
Full portfolio holdings as of 03/31/17
| GNMA GII30 MA3803 03.5000 07/20/2046 | 3.84% |
|---|---|
| FNMA FN30 MA2864 03.5000 01/01/2047 | 2.55% |
| FNMA FN30 TBA 06.0000 04/01/2047 | 2.25% |
| FNMA FN15 AL9468 03.0000 12/01/2031 | 2.22% |
| FHLMC FH30G G08677 04.0000 11/01/2045 | 2.20% |
| FNMA FN30 890765 03.5000 09/01/2046 | 1.78% |
| APPLE INC | 1.23% |
| MICROSOFT CORP | 1.13% |
| ALPHABET INC-CL A | 1.12% |
| GNMA GII30 TBA 03.5000 04/01/2047 | 1.08% |
| FNMA FN30 AS4168 04.0000 12/01/2044 | 0.86% |
| JPMORGAN CHASE & CO | 0.85% |
| JOHNSON & JOHNSON | 0.84% |
| VERIZON COMMUNICATIONS INC | 0.70% |
| CITIGROUP INC | 0.67% |
| FNMA FN30 AS6395 03.5000 12/01/2045 | 0.59% |
| UNITEDHEALTH GROUP INC | 0.59% |
| GILEAD SCIENCES INC | 0.55% |
| GOLDMAN SACHS GROUP INC | 0.53% |
| LOWES COMPANIES INC | 0.49% |
| GNMA GII30 MA2961 03.5000 07/20/2045 | 0.47% |
| CELGENE CORP | 0.46% |
| PEPSICO INC | 0.45% |
| MCDONALD'S CORP | 0.44% |
| WALT DISNEY CO/THE | 0.43% |
| EXXON MOBIL CORP | 0.41% |
| APPLIED MATERIALS INC | 0.39% |
| FNMA FN15 TBA 03.0000 04/01/2032 | 0.39% |
| FNMA FN30 TBA 03.5000 05/01/2047 | 0.39% |
| TEXAS INSTRUMENTS INC | 0.39% |
| TJX COMPANIES INC | 0.38% |
| SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 | 0.37% |
| UNION PACIFIC CORP | 0.37% |
| MERCK & CO. INC. | 0.33% |
| FNMA FN30 AS7003 03.0000 04/01/2046 | 0.31% |
| ELI LILLY & CO | 0.28% |
| FNMA FN30 AS5722 03.5000 09/01/2045 | 0.28% |
| FNMA FN30 BC2733 03.0000 05/01/2046 | 0.28% |
| MCKESSON CORP | 0.28% |
| SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 | 0.28% |
| VALERO ENERGY CORP | 0.28% |
| WALGREENS BOOTS ALLIANCE INC | 0.28% |
| DISCOVERY COMMUNICATIONS-A | 0.27% |
| KIMBERLY-CLARK CORP | 0.27% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.26% |
| ENTERGY CORP | 0.26% |
| L3 TECHNOLOGIES INC | 0.26% |
| PARSLEY ENERGY INC-CLASS A | 0.26% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.25% |
| FACEBOOK INC-A | 0.24% |
| HP INC | 0.24% |
| NORTHROP GRUMMAN CORP | 0.24% |
| ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 | 0.23% |
| DELTA AIR LINES INC | 0.23% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.23% |
| RALPH LAUREN CORP | 0.23% |
| RAYTHEON COMPANY | 0.23% |
| WAL-MART STORES INC | 0.23% |
| WILLIAMS COS INC | 0.23% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.22% |
| PRUDENTIAL FINANCIAL INC | 0.22% |
| TYSON FOODS INC-CL A | 0.22% |
| RUSSIAN FEDERATION P/P 144A 05.6250 04/04/2042 | 0.21% |
| CUMMINS INC | 0.20% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.20% |
| ONEOK INC | 0.20% |
| WESTPAC BANKING CORP USD 02.1500 03/06/2020 | 0.20% |
| AMERISOURCEBERGEN CORP | 0.19% |
| APPLE INC 02.1000 05/06/2019 | 0.19% |
| FNMA FN30 TBA 03.0000 04/01/2047 | 0.19% |
| GENERAL ELECTRIC CO 04.5000 03/11/2044 | 0.19% |
| GNMA GII30 MA4069 03.5000 11/20/2046 | 0.19% |
| SYSCO CORP | 0.19% |
| VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 | 0.19% |
| BAKER HUGHES INC | 0.18% |
| CDX CDX.NA.HY.28 500.0 06/20/2022 | 0.18% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.18% |
| SPST 2017-1 A 01.8817 02/25/2049 | 0.18% |
| ALLSTATE CORP | 0.17% |
| CIMAREX ENERGY CO | 0.17% |
| CROWN HOLDINGS INC | 0.17% |
| FNMA FN30 AS7154 03.0000 05/01/2046 | 0.17% |
| HOME DEPOT INC | 0.17% |
| INTUIT INC | 0.17% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.17% |
| ROSS STORES INC | 0.17% |
| SHERWIN-WILLIAMS CO/THE | 0.17% |
| UBS GROUP FUNDING P/P 144A 03.0000 04/15/2021 | 0.17% |
| UGI CORP | 0.17% |
| AFLAC INC | 0.16% |
| AMERICAN ELECTRIC POWER | 0.16% |
| AMERIPRISE FINANCIAL INC | 0.16% |
| ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 | 0.16% |
| E*TRADE FINANCIAL CORPORATION | 0.16% |
| GE CAP INTL FUNDING USD 04.4180 11/15/2035 | 0.16% |
| JUNIPER NETWORKS INC | 0.16% |
| NORFOLK SOUTHERN CORP | 0.16% |
| ALLISON TRANSMISSION HOLDING | 0.15% |
| CLOROX COMPANY | 0.15% |
| METLIFE INC 07.7170 02/15/2019 | 0.15% |
| PARKER HANNIFIN CORP | 0.15% |
| 21ST CENTURY FOX AMERICA 07.7500 12/01/2045 | 0.14% |
| APPLE INC 04.2500 02/09/2047 | 0.14% |
| CDX CDX.NA.IG.28 100.0 06/20/2022 | 0.14% |
| CITRIX SYSTEMS INC | 0.14% |
| DISCOVER FINANCIAL SERVICES | 0.14% |
| EBAY INC | 0.14% |
| FIRSTENERGY CORP | 0.14% |
| GLAXOSMITHKLINE PLC | 0.14% |
| HERSHEY CO/THE | 0.14% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.14% |
| NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 | 0.14% |
| ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 | 0.14% |
| SANOFI | 0.14% |
| SQUARE INC - A | 0.14% |
| TOTAL SA | 0.14% |
| ULTA SALON COSMETICS & FRAGR | 0.14% |
| ALLIANZ SE-REG | 0.13% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| BASF SE | 0.13% |
| BAXTER INTERNATIONAL INC | 0.13% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.13% |
| COMPUTER SCIENCES CORP | 0.13% |
| DANAHER CORP | 0.13% |
| ECOLAB INC 02.7000 11/01/2026 | 0.13% |
| EXELON CORP | 0.13% |
| HARTFORD FINANCIAL SVCS GRP | 0.13% |
| HASBRO INC | 0.13% |
| JPMORGAN CHASE & CO 02.2950 08/15/2021 | 0.13% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.13% |
| PVH CORP | 0.13% |
| BNP PARIBAS | 0.12% |
| CONAGRA BRANDS INC | 0.12% |
| CR BARD INC | 0.12% |
| EQUITY RESIDENTIAL TR REIT | 0.12% |
| GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 | 0.12% |
| ROCHE HOLDING AG-GENUSSCHEIN | 0.12% |
| STEEL DYNAMICS INC | 0.12% |
| SUNTRUST BANKS INC | 0.12% |
| WASTE MANAGEMENT INC | 0.12% |
| AGILENT TECHNOLOGIES INC | 0.11% |
| ALTRIA GROUP INC | 0.11% |
| BAYER AG-REG | 0.11% |
| CAMPBELL SOUP CO | 0.11% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.11% |
| COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 | 0.11% |
| DARDEN RESTAURANTS INC | 0.11% |
| DBUBS 2011-LC3A D P/P 144A 05.3461 08/10/2044 | 0.11% |
| HSBC FINANCE CORP 06.6760 01/15/2021 | 0.11% |
| MIZUHO FINANCIAL GROUP INC | 0.11% |
| NATIONAL AUSTRALIA B P/P 144A 01.7962 12/09/2019 | 0.11% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.11% |
| PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 | 0.11% |
| ROYAL BANK OF CANADA USD 02.1250 03/02/2020 | 0.11% |
| 3I GROUP PLC | 0.10% |
| AIR LEASE CORP 03.3750 06/01/2021 | 0.10% |
| ALTRIA GROUP INC 02.8500 08/09/2022 | 0.10% |
| AMDOCS LTD | 0.10% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.10% |
| ATOS SE | 0.10% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.10% |
| BRITISH AMERICAN TOBACCO PLC | 0.10% |
| BUNGE LTD | 0.10% |
| CANADIAN NATURAL RESOURCE USD 05.7000 05/15/2017 | 0.10% |
| CAS 2015-C04 1M2 06.6817 04/25/2028 | 0.10% |
| CAS 2016-C03 2M2 06.8817 10/25/2028 | 0.10% |
| DEUTSCHE POST AG-REG | 0.10% |
| ENEL SPA | 0.10% |
| F5 NETWORKS INC | 0.10% |
| FNMA FN30 TBA 04.0000 04/01/2047 | 0.10% |
| FNMA FN30 TBA 04.5000 04/01/2047 | 0.10% |
| FORD MOTOR CREDIT CO LLC 08.1250 01/15/2020 | 0.10% |
| FORTINET INC | 0.10% |
| HCP INC | 0.10% |
| HILTON WORLDWIDE FIN P/P 144A 04.8750 04/01/2027 | 0.10% |
| INVESTOR AB-B SHS | 0.10% |
| MAXIM INTEGRATED PRODUCTS | 0.10% |
| MICROSOFT CORP 03.3000 02/06/2027 | 0.10% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.10% |
| NIPPON TELEGRAPH & TELEPHONE | 0.10% |
| SUMITOMO MITSUI FINANCIAL GR | 0.10% |
| SWISS RE AG | 0.10% |
| VMWARE INC-CLASS A | 0.10% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.10% |
| WESTLAKE CHEM CORP P/P 144A 03.6000 08/15/2026 | 0.10% |
| AMADEUS IT GROUP SA | 0.09% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.09% |
| CITIZENS BANK NA/RI 02.2500 03/02/2020 | 0.09% |
| COCA-COLA AMATIL LTD | 0.09% |
| DAIMLER FIN NA LLC P/P 144A 02.3750 08/01/2018 | 0.09% |
| FNMA FN30 BC1155 03.0000 06/01/2046 | 0.09% |
| FNMA FN30 TBA 02.5000 04/01/2047 | 0.09% |
| GENERAL MOTORS FINL CO 03.4500 04/10/2022 | 0.09% |
| JPMBB 2013-C14 C 04.5637 08/15/2046 | 0.09% |
| MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 | 0.09% |
| MITSUBISHI UFJ FINANCIAL GRO | 0.09% |
| MOLSON COORS P/P 144A 01.9000 03/15/2019 | 0.09% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.09% |
| OMNICOM GROUP INC 03.6000 04/15/2026 | 0.09% |
| OMV AG | 0.09% |
| ORACLE CORP 02.6500 07/15/2026 | 0.09% |
| PACKAGING CORP OF AMERICA | 0.09% |
| PETROLEOS MEXICANOS USD 04.5000 01/23/2026 | 0.09% |
| PETROLEOS MEXICANOS USD 05.5000 01/21/2021 | 0.09% |
| PROCTER & GAMBLE CO/THE | 0.09% |
| QUANTA SERVICES INC | 0.09% |
| REPSOL SA | 0.09% |
| SWISS LIFE HOLDING AG-REG | 0.09% |
| VODAFONE GROUP PLC USD 01.2500 09/26/2017 | 0.09% |
| WFRBS 2011-C5 E P/P 144A 05.6731 11/15/2044 | 0.09% |
| WPP PLC | 0.09% |
| YUM BRANDS INC | 0.09% |
| ALLY FINANCIAL INC | 0.08% |
| ANHEUSER-BUSCH INBEV 08.2000 01/15/2039 | 0.08% |
| BANK OF AMERICA CORP 02.0000 01/11/2018 | 0.08% |
| BOLIDEN AB | 0.08% |
| BRDCOM CRP / FIN P/P 144A 03.8750 01/15/2027 | 0.08% |
| CENTRAL JAPAN RAILWAY CO | 0.08% |
| CENTRICA PLC | 0.08% |
| CHEVRON CORP 01.5610 05/16/2019 | 0.08% |
| CMLTI 2005-2 1A2A 03.1401 05/25/2035 | 0.08% |
| COMCAST CORP 03.3750 02/15/2025 | 0.08% |
| COMM 2014-LC15 XA IO 01.3548 04/10/2047 | 0.08% |
| COMM 2014-UBS6 C 04.4638 12/10/2047 | 0.08% |
| CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 | 0.08% |
| CSMC 2016-NXSR C 04.3650 12/15/2049 | 0.08% |
| CWALT 2006-OA10 4A1 01.1717 08/25/2046 | 0.08% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 | 0.08% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.08% |
| FORD MOTOR CREDIT CO LLC 04.3890 01/08/2026 | 0.08% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.08% |
| GSMS 2013-GC12 C 04.1790 06/10/2046 | 0.08% |
| HUNTINGTON INGALLS INDUSTRIE | 0.08% |
| KELLOGG CO 03.2500 04/01/2026 | 0.08% |
| KINGFISHER PLC | 0.08% |
| KONINKLIJKE AHOLD DELHAIZE N | 0.08% |
| KROGER CO 06.9000 04/15/2038 | 0.08% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.08% |
| LEAR CORP | 0.08% |
| LINCOLN NATIONAL CORP | 0.08% |
| MASCO CORP | 0.08% |
| METRO AG | 0.08% |
| MORGAN STANLEY | 0.08% |
| NISOURCE INC | 0.08% |
| PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 | 0.08% |
| SABINE PASS LIQUEF P/P 144A 05.0000 03/15/2027 | 0.08% |
| SKANSKA AB-B SHS | 0.08% |
| SOCIETE GENERALE SA | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| TELSTRA CORP LTD | 0.08% |
| TIME WARNER INC 03.8000 02/15/2027 | 0.08% |
| VERIZON COMM 04.5220 09/15/2048 | 0.08% |
| ADOBE SYSTEMS INC | 0.07% |
| AMERICAN EXPRESS CO 06.1500 08/28/2017 | 0.07% |
| AMERICAN TOWER CORP 04.0000 06/01/2025 | 0.07% |
| ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 | 0.07% |
| ANNALY CAPITAL MANAGEMENT IN | 0.07% |
| ARAMARK | 0.07% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.07% |
| AVERY DENNISON CORP | 0.07% |
| AXA SA | 0.07% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.07% |
| BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| CENTERPOINT ENERGY INC | 0.07% |
| COMCAST CORP 06.9500 08/15/2037 | 0.07% |
| COMMERZBANK AG P/P 144A 08.1250 09/19/2023 | 0.07% |
| COMPASS GROUP PLC | 0.07% |
| CWALT 2006-OA7 1A2 01.5776 06/25/2046 | 0.07% |
| DELL TECHNOLOGIES INC-CL V | 0.07% |
| DIAGEO CAPITAL PLC USD 01.5000 05/11/2017 | 0.07% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.07% |
| EVONIK INDUSTRIES AG | 0.07% |
| FHLMC FH30G G60314 04.0000 09/01/2045 | 0.07% |
| FORD MOTOR COMPANY 07.4500 07/16/2031 | 0.07% |
| GENERAL MOTORS FINL CO 03.4500 01/14/2022 | 0.07% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.07% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.07% |
| HOST HOTELS & RESORTS 05.2500 03/15/2022 | 0.07% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.07% |
| INGREDION INC | 0.07% |
| JPMCC 2005-LDP5 F 05.6994 12/15/2044 | 0.07% |
| LLOYDS BANKING GROUP USD 05.3000 12/01/2045 | 0.07% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.07% |
| MITSUBISHI ELECTRIC CORP | 0.07% |
| MONSANTO CO 05.5000 08/15/2025 | 0.07% |
| NEWMONT MINING CORP | 0.07% |
| NN GROUP NV | 0.07% |
| NOVARTIS AG-REG | 0.07% |
| ORIX CORP | 0.07% |
| OWENS CORNING | 0.07% |
| PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 | 0.07% |
| RESONA HOLDINGS INC | 0.07% |
| ROCKWELL COLLINS INC 04.3500 04/15/2047 | 0.07% |
| SAMSUNG ELECTRONICS CO LTD | 0.07% |
| SIEMENS AG | 0.07% |
| SPIRIT AEROSYSTEMS HOLD-CL A | 0.07% |
| SYNOPSYS INC | 0.07% |
| TRAVELERS COS INC/THE | 0.07% |
| UBSBB 2012-C2 XA IO P/P 144A 01.6223 05/10/2063 | 0.07% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.07% |
| WAL-MART STORES INC 04.8750 07/08/2040 | 0.07% |
| WATSCO INC | 0.07% |
| WELLCARE HEALTH PLANS INC | 0.07% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.07% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% |
| WFRBS 2011-C2 D P/P 144A 05.6030 02/15/2044 | 0.07% |
| WFRBS 2011-C3 D P/P 144A 05.6409 03/15/2044 | 0.07% |
| ABBVIE INC 02.5000 05/14/2020 | 0.06% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.06% |
| AGNC INVESTMENT CORP | 0.06% |
| AMERICAN EXPRESS CO 08.1250 05/20/2019 | 0.06% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.06% |
| COMM 2013-LC13 AM P/P 144A 04.5570 08/10/2046 | 0.06% |
| COMM 2014-CR14 XA IO 00.8301 02/10/2047 | 0.06% |
| COMM 2014-CR18 C 04.7367 07/15/2047 | 0.06% |
| CONCHO RESOURCES INC 04.3750 01/15/2025 | 0.06% |
| CWALT 2005-59 1A1 01.3061 11/20/2035 | 0.06% |
| CWCI 2007-C3 AJ 05.8796 05/15/2046 | 0.06% |
| DUN & BRADSTREET CORP | 0.06% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.06% |
| ENERGY TRANSFER PARTNERS 04.2000 04/15/2027 | 0.06% |
| EXPEDIA INC 05.0000 02/15/2026 | 0.06% |
| GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 | 0.06% |
| HD SUPPLY HOLDINGS INC | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| JACOBS ENGINEERING GROUP INC | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| KEYCORP 02.3000 12/13/2018 | 0.06% |
| KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 | 0.06% |
| MANPOWERGROUP INC | 0.06% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.06% |
| MSC 2011-C3 D P/P 144A 05.1557 07/15/2049 | 0.06% |
| NESTLE SA-REG | 0.06% |
| NTT DOCOMO INC | 0.06% |
| OMEGA HLTHCARE INVES 04.5000 04/01/2027 | 0.06% |
| OSHKOSH CORP | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 08.3750 05/23/2021 | 0.06% |
| PINNACLE FOODS INC | 0.06% |
| SCOTTS MIRACLE-GRO CO | 0.06% |
| SPIRIT REALTY CAPITAL INC | 0.06% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.06% |
| STACR 2013-DN2 M2 05.2317 11/25/2023 | 0.06% |
| TATE & LYLE PLC | 0.06% |
| TERADYNE INC | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| UNUM GROUP | 0.06% |
| VEREIT INC | 0.06% |
| WHEELOCK & CO LTD | 0.06% |
| ABBVIE INC 02.9000 11/06/2022 | 0.05% |
| ACS ACTIVIDADES | 0.05% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.05% |
| AMAZON.COM INC 01.2000 11/29/2017 | 0.05% |
| AMGEN INC 02.1250 05/15/2017 | 0.05% |
| AMGEN INC 03.4500 10/01/2020 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.05% |
| ASTRAZENECA PLC USD 05.9000 09/15/2017 | 0.05% |
| AT&T INC 01.7000 06/01/2017 | 0.05% |
| AT&T INC 03.4000 05/15/2025 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| BANCO SANTANDER SA | 0.05% |
| BANK OF NOVA SCOTIA USD 01.3750 12/18/2017 | 0.05% |
| BANK OF NOVA SCOTIA USD 02.0500 10/30/2018 | 0.05% |
| BOOZ ALLEN HAMILTON HOLDINGS | 0.05% |
| BP CAPITAL MARKETS PLC USD 01.8460 05/05/2017 | 0.05% |
| BRIXMOR PROPERTY GROUP INC | 0.05% |
| CAMDEN PROPERTY TRUST | 0.05% |
| CARLISLE COS INC | 0.05% |
| CHEVRON CORP 01.1040 12/05/2017 | 0.05% |
| COLONY NORTHSTAR INC-CLASS A | 0.05% |
| CONOCOPHILLIPS COMPANY 01.0500 12/15/2017 | 0.05% |
| CORP BOND BACKED CTF P/P 144A 00.0000 09/15/2017 | 0.05% |
| COVIDIEN INTlL FIN USD 06.0000 10/15/2017 | 0.05% |
| CVS HEALTH CORP 02.2500 12/05/2018 | 0.05% |
| CVS HEALTH CORP 04.7500 12/01/2022 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| DR PEPPER SNAPPLE GROUP INC | 0.05% |
| DUKE REALTY CORP | 0.05% |
| EBAY INC 01.3500 07/15/2017 | 0.05% |
| ENDESA S.A. | 0.05% |
| FIRST HAWAIIAN INC | 0.05% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% |
| GNMA GII30 635063 04.0000 03/20/2046 | 0.05% |
| GNMA GN30 635061 04.0000 03/15/2046 | 0.05% |
| GSMS 2011-GC3 D P/P 144A 05.6332 03/10/2044 | 0.05% |
| GSMS 2012-GC6 D P/P 144A 05.6532 01/10/2045 | 0.05% |
| GSMS 2013-GC12 D P/P 144A 04.4641 06/10/2046 | 0.05% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.05% |
| HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 | 0.05% |
| INTEL CORP 01.3500 12/15/2017 | 0.05% |
| JPMCC 2012-C6 E P/P 144A 05.1525 05/15/2045 | 0.05% |
| JPMCC 2012-LC9 E P/P 144A 04.4128 12/15/2047 | 0.05% |
| JPMORGAN CHASE & CO 02.0000 08/15/2017 | 0.05% |
| JPMORGAN CHASE & CO 04.1250 12/15/2026 | 0.05% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.05% |
| LAMB WESTON HOLDINGS INC | 0.05% |
| LIBERTY MEDIA COR-SIRIUSXM A | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| MICROSOFT CORP 04.2000 06/01/2019 | 0.05% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.05% |
| MITSUBISHI TANABE PHARMA | 0.05% |
| MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 | 0.05% |
| NATIONAL AUSTRALIA BK LT 02.3000 07/25/2018 | 0.05% |
| NCR CORPORATION | 0.05% |
| NVR INC | 0.05% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.05% |
| PARK HOTELS & RESORTS INC | 0.05% |
| PEPSICO INC. 01.2500 08/13/2017 | 0.05% |
| PHILLIPS 66 02.9500 05/01/2017 | 0.05% |
| POPULAR INC | 0.05% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.05% |
| PRICELINE GROUP INC/THE 03.6500 03/15/2025 | 0.05% |
| ROYAL BANK OF CANADA USD 02.2000 07/27/2018 | 0.05% |
| ROYAL BK SCOTLND USD 04.7000 07/03/2018 | 0.05% |
| ROYAL DUTCH SHELL PLC-B SHS | 0.05% |
| ROYAL MAIL PLC | 0.05% |
| S&P GLOBAL INC P/P 144A 02.9500 01/22/2027 | 0.05% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.05% |
| SIMON PROPERTY GROUP LP 02.2000 02/01/2019 | 0.05% |
| SIMON PROPERTY GROUP P/P 144A 01.5000 02/01/2018 | 0.05% |
| SONIC HEALTHCARE LTD | 0.05% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.05% |
| STACR 2015-DNA2 M2 03.5817 12/25/2027 | 0.05% |
| TABCORP HOLDINGS LTD | 0.05% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.05% |
| TOTAL CAPITAL INTL SA USD 01.5500 06/28/2017 | 0.05% |
| TOYOTA MOTOR CREDIT CORP 01.5500 07/13/2018 | 0.05% |
| TOYOTA MOTOR CREDIT CORP 02.0000 10/24/2018 | 0.05% |
| TRANSUNION | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.05% |
| UPM-KYMMENE OYJ | 0.05% |
| VALEO SA | 0.05% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.05% |
| VISTEON CORP | 0.05% |
| VOYA FINANCIAL INC | 0.05% |
| WAMU 2004-AR3 A2 02.8459 06/25/2034 | 0.05% |
| WELLS FARGO & COMPANY 02.1000 05/08/2017 | 0.05% |
| WELLS FARGO BANK NA 06.0000 11/15/2017 | 0.05% |
| WFRBS 2011-C4 E P/P 144A 05.2482 06/15/2044 | 0.05% |
| YANGZIJIANG SHIPBUILDING | 0.05% |
| 21ST CENTURY FOX AMERICA 07.7500 01/20/2024 | 0.04% |
| ACTAVIS FUNDING SCS USD 02.3500 03/12/2018 | 0.04% |
| ACTAVIS FUNDING SCS USD 04.7500 03/15/2045 | 0.04% |
| AES CORP/VA 05.5000 04/15/2025 | 0.04% |
| AMERICAN EXPRESS COMPANY 07.0000 03/19/2018 | 0.04% |
| APARTMENT INVT & MGMT CO -A | 0.04% |
| APPLE INC 03.8500 05/04/2043 | 0.04% |
| ARCHER-DANIELS-MIDLAND C 05.4500 03/15/2018 | 0.04% |
| ARISTOCRAT LEISURE LTD | 0.04% |
| ASAHI KASEI CORP | 0.04% |
| ASHTEAD GROUP PLC | 0.04% |
| ASSURED GUARANTY LTD | 0.04% |
| ASTELLAS PHARMA INC | 0.04% |
| ASTRAZENECA PLC | 0.04% |
| AT&T INC 05.8000 02/15/2019 | 0.04% |
| BANCO DEL ESTADO P/P 144A 02.0000 11/09/2017 | 0.04% |
| BANK OF NEW YORK MELLON 01.9690 06/20/2017 | 0.04% |
| BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 | 0.04% |
| BURLINGTN NORTH SANTA FE 05.7500 05/01/2040 | 0.04% |
| BWX TECHNOLOGIES INC | 0.04% |
| CAESARS ENT OPER TLB6B L+775 11.5000 03/01/2018 | 0.04% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% |
| CBS CORP 02.9000 01/15/2027 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.7548 12/15/2047 | 0.04% |
| CGCMT 2013-GC17 C 05.1042 11/10/2046 | 0.04% |
| CHARLES RIVER LABORATORIES | 0.04% |
| CHRISTIAN DIOR SE | 0.04% |
| CIGNA CORP 04.5000 03/15/2021 | 0.04% |
| CITIGROUP INC 05.5000 09/13/2025 | 0.04% |
| CITIGROUP INC 05.9500 12/29/2049 | 0.04% |
| COMCAST CORP 02.3500 01/15/2027 | 0.04% |
| COMCAST CORP 06.4500 03/15/2037 | 0.04% |
| CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 | 0.04% |
| CONSOLIDATED EDISON INC 02.0000 03/15/2020 | 0.04% |
| COVESTRO AG | 0.04% |
| CREDIT AGRICOLE SA | 0.04% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.04% |
| CROWN CASTLE TOWERS P/P 144A 06.1130 01/15/2020 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| E.ON SE | 0.04% |
| ENERGIZER HOLDINGS INC | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| EXPEDIA INC 05.9500 08/15/2020 | 0.04% |
| FIAT CHRYSLER AUTOMOBILES NV | 0.04% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.04% |
| FNMA FN30 BD0494 03.5000 07/01/2046 | 0.04% |
| FORD MOTOR COMPANY 09.9800 02/15/2047 | 0.04% |
| FOREST CITY REALTY TRUST- A | 0.04% |
| GNR 2015-H25 BI IO 02.2047 10/20/2065 | 0.04% |
| GNR 2016-H16 EI IO 02.1754 06/20/2066 | 0.04% |
| GREAT PLAINS ENERGY INC 04.8500 04/01/2047 | 0.04% |
| GRUPO TELEVISA SAB USD 06.6250 01/15/2040 | 0.04% |
| GSMS 2012-GC6 E P/P 144A 05.0000 01/10/2045 | 0.04% |
| GSMS 2013-GC10 XA IO 01.5905 02/10/2046 | 0.04% |
| HARVEY NORMAN HOLDINGS LTD | 0.04% |
| HIGHWOODS PROPERTIES INC | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| INDUSTRIAL BANK OF KOREA | 0.04% |
| ITOCHU CORP | 0.04% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.04% |
| JPMCC 2012-C8 C P/P 144A 04.6292 10/15/2045 | 0.04% |
| KAO CORP | 0.04% |
| KAR AUCTION SERVICES INC | 0.04% |
| KRAFT HEINZ FOODS CO 06.5000 02/09/2040 | 0.04% |
| KRAFT HEINZ FOODS CO 06.8750 01/26/2039 | 0.04% |
| LBMLT 2004-1 A2 01.7817 02/25/2034 | 0.04% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.04% |
| LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.2290 04/20/2048 | 0.04% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.04% |
| MCDONALD'S CORP 06.3000 10/15/2037 | 0.04% |
| MERCK & CO. INC. 01.3000 05/18/2018 | 0.04% |
| MICHAELS COS INC/THE | 0.04% |
| MID-AMERICA APT LP 04.3000 10/15/2023 | 0.04% |
| MITSUBISHI CHEMICAL HOLDINGS | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| MITSUBISHI UFJ LEASE & FINAN | 0.04% |
| MSAC 2004-HE6 M1 01.8067 08/25/2034 | 0.04% |
| MSC 2008-T29 B P/P 144A 06.3010 01/11/2043 | 0.04% |
| MSC INDUSTRIAL DIRECT CO-A | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.04% |
| NEW WORLD DEVELOPMENT | 0.04% |
| PEPSICO INC 03.4500 10/06/2046 | 0.04% |
| PPL CORP | 0.04% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.04% |
| PUGET SOUND ENERGY INC 06.9740 06/01/2067 | 0.04% |
| QANTAS AIRWAYS LTD | 0.04% |
| REINSURANCE GROUP OF AMERICA | 0.04% |
| RELIANCE STEEL & ALUMINUM | 0.04% |
| REP OF ARGENTINA P/P 144A 07.1250 07/06/2036 | 0.04% |
| REPUBLIC OF PERU USD 04.1250 08/25/2027 | 0.04% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.04% |
| SAINSBURY (J) PLC | 0.04% |
| SANTANDER ISSUANCES USD 05.1790 11/19/2025 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| SPECTRUM BRANDS HOLDINGS INC | 0.04% |
| STARWOOD PROPERTY TRUST INC | 0.04% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.04% |
| TEVA PHARMACEUTICALS NE USD 03.1500 10/01/2026 | 0.04% |
| TIME WARNER INC 02.9500 07/15/2026 | 0.04% |
| TIMKEN COMPANY | 0.04% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.04% |
| UBS GROUP FUNDING P/P 144A 04.1250 04/15/2026 | 0.04% |
| UNITEDHEALTH GROUP INC 04.6250 11/15/2041 | 0.04% |
| VANTIV INC - CL A | 0.04% |
| VERIZON COMM P/P 144A 02.9460 03/15/2022 | 0.04% |
| WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 | 0.04% |
| WAMU 2005-AR11 A1B3 01.3817 08/25/2045 | 0.04% |
| WAMU 2005-AR9 A1C3 01.9417 07/25/2045 | 0.04% |
| WBCMT 2005-C21 D 05.2945 10/15/2044 | 0.04% |
| WFCM 2013-LC12 C 04.2961 07/15/2046 | 0.04% |
| WFCM 2013-LC12 D P/P 144A 04.2961 07/15/2046 | 0.04% |
| WH GROUP LTD | 0.04% |
| WILLIAM HILL PLC | 0.04% |
| WILLIAMS PARTNERS L.P. 04.8750 03/15/2024 | 0.04% |
| WILLIAMS PARTNERS LP 04.3000 03/04/2024 | 0.04% |
| WOLTERS KLUWER | 0.04% |
| YARA INTERNATIONAL ASA | 0.04% |
| ZFS FIN USA TRUST V P/P 144A 06.5000 05/09/2037 | 0.04% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% |
| ANA HOLDINGS INC | 0.03% |
| APPLE HOSPITALITY REIT INC | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| APPLE INC 04.3750 05/13/2045 | 0.03% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.03% |
| AXA SA P/P 144A 06.4630 12/29/2049 | 0.03% |
| BANK OF AMERICA CORP 01.7000 08/25/2017 | 0.03% |
| BANK OF AMERICA CORP 02.1510 11/09/2020 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| BCAP 2014-RR1 2A2 02.8542 01/26/2036 | 0.03% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 0.03% |
| BPCE SA P/P 144A 05.7000 10/22/2023 | 0.03% |
| BT GROUP PLC | 0.03% |
| CAESARS GROWTH PROP TL L+525 06.2500 05/08/2021 | 0.03% |
| CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 | 0.03% |
| CARGILL INC P/P 144A 04.1000 11/01/2042 | 0.03% |
| CARTERS INC | 0.03% |
| CAS 2015-C04 2M2 06.5317 04/25/2028 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.03% |
| CHARTER COMM OPT LLC P/P 144A 05.3750 05/01/2047 | 0.03% |
| CHIMERA INVESTMENT CORP | 0.03% |
| CHUBU ELECTRIC POWER CO INC | 0.03% |
| COCA-COLA CO/THE 02.2500 09/01/2026 | 0.03% |
| COMM 2012-CR1 XA IO 01.9095 05/15/2045 | 0.03% |
| COMM 2013-CCRE9 D P/P 144A 04.2561 07/10/2045 | 0.03% |
| COMM 2013-CR13 AM 04.4490 12/10/2023 | 0.03% |
| COMM 2014-CR17 XA IO 01.1554 05/10/2047 | 0.03% |
| COMM 2014-UBS6 XA IO 01.0469 12/10/2047 | 0.03% |
| COMMONWEALTH BK AUSTR NY 01.6250 03/12/2018 | 0.03% |
| CONSTELLATION BRANDS INC 03.7000 12/06/2026 | 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% |
| CSX CORP 04.1000 03/15/2044 | 0.03% |
| DAI NIPPON PRINTING CO LTD | 0.03% |
| E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 | 0.03% |
| EAST WEST BANCORP INC | 0.03% |
| ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 | 0.03% |
| ELECTROLUX AB-SER B | 0.03% |
| EPR PROPERTIES 05.2500 07/15/2023 | 0.03% |
| FHR 3065 DC 17.1233 03/15/2035 | 0.03% |
| FIDELITY NATIONAL INFORM 05.0000 10/15/2025 | 0.03% |
| FLIR SYSTEMS INC | 0.03% |
| FNMA FN30 BD6401 03.5000 09/01/2046 | 0.03% |
| GNR 2013-99 AS IO 05.0717 06/20/2043 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.3750 01/22/2018 | 0.03% |
| HCP INC 04.2500 11/15/2023 | 0.03% |
| HOLOGIC INC | 0.03% |
| HONEYWELL INTERNATIONAL 05.3750 03/01/2041 | 0.03% |
| HSBC BANK USA NA 05.6250 08/15/2035 | 0.03% |
| HSBC HOLDINGS PLC | 0.03% |
| INDUSTRIVARDEN AB-A SHS | 0.03% |
| JOHNSON & JOHNSON 05.1500 07/15/2018 | 0.03% |
| JOHNSON MATTHEY PLC | 0.03% |
| JPMBB 2014-C19 C 04.6669 04/15/2047 | 0.03% |
| JPMBB 2014-C26 C 04.4259 01/15/2048 | 0.03% |
| JPMORGAN CHASE & CO 05.3000 12/29/2049 | 0.03% |
| KDDI CORP | 0.03% |
| KERRY PROPERTIES LTD | 0.03% |
| KLX INC P/P 144A 05.8750 12/01/2022 | 0.03% |
| KURARAY CO LTD | 0.03% |
| LANDSTAR SYSTEM INC | 0.03% |
| LBUBS 2006-C1 AJ 05.2760 02/15/2041 | 0.03% |
| LIBERTY PROPERTY TRUST | 0.03% |
| LUBRIZOL CORP 08.8750 02/01/2019 | 0.03% |
| MARINE HARVEST | 0.03% |
| MARKS AND SPENCER LTD | 0.03% |
| MAZDA MOTOR CORP | 0.03% |
| MCDONALD'S CORP 05.7000 02/01/2039 | 0.03% |
| METHANEX CORP USD 05.6500 12/01/2044 | 0.03% |
| MICHELIN (CGDE) | 0.03% |
| MPLX LP 04.1250 03/01/2027 | 0.03% |
| NABORS INDUSTRIES INC 04.6250 09/15/2021 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| NEVADA POWER CO 07.1250 03/15/2019 | 0.03% |
| NEWS CORP - CLASS A | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 | 0.03% |
| ORACLE CORP 05.3750 07/15/2040 | 0.03% |
| ORANGE | 0.03% |
| PARTNERS GROUP HOLDING AG | 0.03% |
| PERSIMMON PLC | 0.03% |
| PEUGEOT SA | 0.03% |
| PRIMERICA INC 04.7500 07/15/2022 | 0.03% |
| PROGRESSIVE CORP 06.7000 06/15/2037 | 0.03% |
| PRUDENTIAL FINANCIAL INC 08.8750 06/15/2038 | 0.03% |
| REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 | 0.03% |
| RENAULT SA | 0.03% |
| REP OF ARGENTINA P/P 144A 06.8750 01/26/2027 | 0.03% |
| REP OF INDONESIA P/P 144A 05.2500 01/17/2042 | 0.03% |
| REYNOLDS GRP ISS/REY P/P 144A 04.5232 07/15/2021 | 0.03% |
| RIO TINTO PLC | 0.03% |
| RTL GROUP | 0.03% |
| SABINE PASS LIQUEFAC P/P 144A 04.2000 03/15/2028 | 0.03% |
| SCIENTIFIC GAMES INT 10.0000 12/01/2022 | 0.03% |
| SEKISUI CHEMICAL CO LTD | 0.03% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% |
| SERVICEMASTER GLOBAL HOLDING | 0.03% |
| SKY PLC | 0.03% |
| STACR 2016-HQA2 M3 06.1317 11/25/2028 | 0.03% |
| SUBARU CORP | 0.03% |
| SUN HUNG KAI PROPERTIES | 0.03% |
| SVENSKA HANDELSBANKEN AB USD 02.8750 04/04/2017 | 0.03% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.03% |
| TAISEI CORP | 0.03% |
| TAYLOR WIMPEY PLC | 0.03% |
| TCF FINANCIAL CORP | 0.03% |
| TELECOM ITALIA SPA P/P 144A 05.3030 05/30/2024 | 0.03% |
| TENNECO INC 05.3750 12/15/2024 | 0.03% |
| TEXAS GAS TRANSMISN P/P 144A 04.5000 02/01/2021 | 0.03% |
| TORO CO | 0.03% |
| UBSBB 2012-C2 D P/P 144A 04.8855 05/10/2063 | 0.03% |
| UNION ELECTRIC CO 06.4000 06/15/2017 | 0.03% |
| VALIDUS HOLDINGS LTD | 0.03% |
| VESTAS WIND SYSTEMS A/S | 0.03% |
| WAL-MART STORES INC 06.5000 08/15/2037 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.03% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.03% |
| WFRBS 2011-C5 C P/P 144A 05.6731 11/15/2044 | 0.03% |
| WFRBS 2012-C9 D P/P 144A 04.8004 11/15/2045 | 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 LP 03.6000 03/15/2022 | 0.03% |
| WM MORRISON SUPERMARKETS | 0.03% |
| WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 | 0.03% |
| WYNDHAM WORLDWIDE CORP 05.6250 03/01/2021 | 0.03% |
| 1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 | 0.02% |
| ACTAVIS FUNDING SCS USD 03.4500 03/15/2022 | 0.02% |
| ADS INC P/P 144A 05.6250 11/15/2024 | 0.02% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| ALTA MESA HLDGS P/P 144A 07.8750 12/15/2024 | 0.02% |
| AMERICAN FINANCIAL GROUP INC | 0.02% |
| ANADARKO PETROLEUM CORP 06.9500 06/15/2019 | 0.02% |
| ANHEUSER-BUSCH INBEV FIN 01.2500 01/17/2018 | 0.02% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.02% |
| APPALACHIAN POWER CO 04.6000 03/30/2021 | 0.02% |
| ARC PROP OPER PART L 04.6000 02/06/2024 | 0.02% |
| ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 | 0.02% |
| ARGENTINE REPUBLIC REGS 07.6250 04/22/2046 | 0.02% |
| ARYZTA AG | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 05.6250 10/01/2024 | 0.02% |
| ATLAS COPCO AB-A SHS | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| BANDAI NAMCO HOLDINGS INC | 0.02% |
| BARRATT DEVELOPMENTS PLC | 0.02% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% |
| BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 | 0.02% |
| BNP PARIBAS USD 02.3750 09/14/2017 | 0.02% |
| BOARDWALK PIPELINES LP 04.4500 07/15/2027 | 0.02% |
| BOEING CAPITAL CORPORATION 04.7000 10/27/2019 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| BRANDYWINE REALTY TRUST | 0.02% |
| BSCMS 2006-PW11 B P/P 144A 05.6925 03/11/2039 | 0.02% |
| BUILDERS FIRSTSOURCE P/P 144A 10.7500 08/15/2023 | 0.02% |
| CABLE ONE INC | 0.02% |
| CABOT CORP | 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% |
| CAS 2016-C05 2M1 02.3317 01/25/2029 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| CELANESE CORP-SERIES A | 0.02% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.02% |
| CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 | 0.02% |
| CGCMT 2014-GC19 X IO 01.2304 03/10/2047 | 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% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.02% |
| CLEAR CHNL WORLD 06.5000 11/15/2022 | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.02% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| COMM 2012-CR2 E P/P 144A 04.8550 08/15/2045 | 0.02% |
| COMM 2012-CR3 XA IO 02.0724 10/15/2045 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 | 0.02% |
| COMM 2013-LC13 XA IO 01.3462 08/10/2046 | 0.02% |
| COMM 2014-CR18 XA IO 01.2465 07/15/2047 | 0.02% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.02% |
| CONCHO RESOURCES INC 05.5000 04/01/2023 | 0.02% |
| CONSOLIDATED EDISON CO O 04.2000 03/15/2042 | 0.02% |
| CORELOGIC INC | 0.02% |
| CRANE CO | 0.02% |
| CREDIT ACCEPTANC 06.1250 02/15/2021 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.3750 03/17/2025 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/29/2049 | 0.02% |
| CROATIA P/P 144A 06.0000 01/26/2024 | 0.02% |
| CROWN CASTLE INTL CORP. 05.2500 01/15/2023 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| CWALT 2006-OA10 1A1 01.5976 08/25/2046 | 0.02% |
| DCP MIDSTREAM OPERATING 02.7000 04/01/2019 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| DGB FINANCIAL GROUP INC | 0.02% |
| DIAGEO INVESTMENT CORP 08.0000 09/15/2022 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| DIAMONDBACK ENER P/P 144A 05.3750 05/31/2025 | 0.02% |
| DOLBY LABORATORIES INC-CL A | 0.02% |
| DST SYSTEMS INC | 0.02% |
| DUKE REALTY LP 04.3750 06/15/2022 | 0.02% |
| EASTMAN CHEMICAL CO 03.8000 03/15/2025 | 0.02% |
| EDISON INTERNATIONAL | 0.02% |
| EDP FINANCE BV P/P 144A 05.2500 01/14/2021 | 0.02% |
| EMERA US FINANCE LP 03.5500 06/15/2026 | 0.02% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 | 0.02% |
| ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 | 0.02% |
| EQUITY COMMONWEALTH | 0.02% |
| EQUITY LIFESTYLE PROPERTIES | 0.02% |
| EURONET WORLDWIDE INC | 0.02% |
| EVEREST ACQ LLC/FIN 09.3750 05/01/2020 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FHR 2990 LB 14.6141 06/15/2034 | 0.02% |
| FHR 3249 PS 19.2647 12/15/2036 | 0.02% |
| FIRSTENERGY CORP 04.2500 03/15/2023 | 0.02% |
| FNMA FN30 BD3705 03.5000 08/01/2046 | 0.02% |
| FNR 2006-8 HP 20.9672 03/25/2036 | 0.02% |
| FORD MOTOR COMPANY 07.4000 11/01/2046 | 0.02% |
| FORTESCUE METALS GROUP LTD | 0.02% |
| FRESENIUS SE & CO KGAA | 0.02% |
| FUKUOKA FINANCIAL GROUP INC | 0.02% |
| GAMING AND LEISURE PROPERTIE | 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 DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GENERAL DYNAMICS CORP 03.6000 11/15/2042 | 0.02% |
| GENERAL ELECTRIC CO 05.0000 12/29/2049 | 0.02% |
| GENERAL MOTORS FINL CO 03.0000 09/25/2017 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.02% |
| GNR 2015-124 DI IO 03.5000 01/20/2038 | 0.02% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.02% |
| GNR 2015-H26 EI IO 01.7094 10/20/2065 | 0.02% |
| HCA INC 05.0000 03/15/2024 | 0.02% |
| HCA INC 05.2500 06/15/2026 | 0.02% |
| HCA INC 06.5000 02/15/2020 | 0.02% |
| HEALTHCARE REALTY TRUST INC 03.8750 05/01/2025 | 0.02% |
| HENKEL AG & CO KGAA VORZUG | 0.02% |
| HESS CORP 07.3000 08/15/2031 | 0.02% |
| HITACHI CHEMICAL CO LTD | 0.02% |
| HONEYWELL INTERNATIONAL 04.2500 03/01/2021 | 0.02% |
| HOST HOTELS & RESORTS LP 06.0000 10/01/2021 | 0.02% |
| HOYA CORP | 0.02% |
| HSBC CAP FUNDING USD P/P 144A 10.1760 12/29/2049 | 0.02% |
| HSBC USA INC 03.5000 06/23/2024 | 0.02% |
| HYATT HOTELS CORP - CL A | 0.02% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.02% |
| INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 | 0.02% |
| INTERPUBLIC GROUP OF COS INC | 0.02% |
| ITC HOLDINGS CORP P/P 144A 06.0500 01/31/2018 | 0.02% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.02% |
| JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 | 0.02% |
| JPMBB 2014-C19 XA IO 01.1862 04/15/2047 | 0.02% |
| JPMBB 2014-C25 XA IO 00.9938 11/15/2047 | 0.02% |
| JPMCC 2007-CB20 B P/P 144A 06.2777 02/12/2051 | 0.02% |
| JPMCC 2007-CB20 C P/P 144A 06.2777 02/12/2051 | 0.02% |
| JPMCC 2013-LC11 X IO 01.4267 04/15/2046 | 0.02% |
| JTEKT CORP | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 | 0.02% |
| LAREDO PETROLEUM INC 07.3750 05/01/2022 | 0.02% |
| LEAR CORP 05.3750 03/15/2024 | 0.02% |
| LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 | 0.02% |
| LIBERTY VENTURES - SER A | 0.02% |
| LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 | 0.02% |
| MAPFRE SA | 0.02% |
| MASTEC INC 04.8750 03/15/2023 | 0.02% |
| MEDIPAL HOLDINGS CORP | 0.02% |
| MEDTRONIC INC 03.5000 03/15/2025 | 0.02% |
| MEDTRONIC INC 04.3750 03/15/2035 | 0.02% |
| METLIFE INC. 04.7500 02/08/2021 | 0.02% |
| MFA FINANCIAL INC | 0.02% |
| MID-AMERICA APARTMENT COMM | 0.02% |
| MITSUBISHI GAS CHEMICAL CO | 0.02% |
| MIXI INC | 0.02% |
| MLMI 2005-A2 A2 02.9782 02/25/2035 | 0.02% |
| MSBAM 2014-C17 XA IO 01.2499 08/15/2047 | 0.02% |
| MSC 2007-HQ11 AJ 05.5080 02/12/2044 | 0.02% |
| MSC 2007-T27 AJ 05.7908 06/11/2042 | 0.02% |
| MTW FOODSERVICE ESCR 09.5000 02/15/2024 | 0.02% |
| NABORS INDUSTRIES LTD | 0.02% |
| NAVISTAR INTERNATIONAL CORP 08.2500 11/01/2021 | 0.02% |
| NOBLE HOLDING INTL LTD USD 06.0500 03/01/2041 | 0.02% |
| NSK LTD | 0.02% |
| OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 | 0.02% |
| ORACLE CORP 02.5000 10/15/2022 | 0.02% |
| ORANGE SA USD 04.1250 09/14/2021 | 0.02% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.02% |
| OTSUKA CORP | 0.02% |
| OUTFRONT MEDIA INC | 0.02% |
| PACIFIC GAS & ELECTRIC 06.0500 03/01/2034 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| PETROLEOS MEXICANOS USD 05.6250 01/23/2046 | 0.02% |
| POOL CORP | 0.02% |
| PREMIER INC-CLASS A | 0.02% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| PUB SVC ELEC & GAS 05.5000 03/01/2040 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| QUALITY CARE PROPERTIES | 0.02% |
| RANDSTAD HOLDING NV | 0.02% |
| RAYMOND JAMES FINANCIAL INC | 0.02% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.02% |
| REED ELSEVIER PLC | 0.02% |
| REP OF ARGENTINA P/P 144A 06.6250 07/06/2028 | 0.02% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| REP OF INDONESIA P/P 144A 05.9500 01/08/2046 | 0.02% |
| REP OF SRI LANKA P/P 144A 06.8500 11/03/2025 | 0.02% |
| ROWAN COMPANIES PLC-A | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.02% |
| RWE AG | 0.02% |
| SAMI 2007-AR1 2A1 01.1617 01/25/2037 | 0.02% |
| SENIOR HOUSING PROP TRUST | 0.02% |
| SHIN-ETSU CHEMICAL CO LTD | 0.02% |
| SIMON PROPERTY GROUP LP 03.3750 03/15/2022 | 0.02% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.02% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.02% |
| SPRINGLEAF FINANCE CORP 08.2500 12/15/2020 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| SPRINT CORP 07.8750 09/15/2023 | 0.02% |
| STACR 2015-HQ1 M2 03.1817 03/25/2025 | 0.02% |
| STACR 2016-DNA3 M1 02.0817 12/25/2028 | 0.02% |
| STACR 2016-HQA2 M1 02.1817 11/25/2028 | 0.02% |
| STATOIL ASA USD 05.1000 08/17/2040 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN | 0.02% |
| T-MOBILE USA INC 06.6250 04/01/2023 | 0.02% |
| THALES SA | 0.02% |
| THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 | 0.02% |
| TOHOKU ELECTRIC POWER CO INC | 0.02% |
| TOPPAN PRINTING CO LTD | 0.02% |
| TRAVELERS PPTY CASUALTY 07.7500 04/15/2026 | 0.02% |
| TWO HARBORS INVESTMENT CORP | 0.02% |
| UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 | 0.02% |
| UNITEDHEALTH GROUP INC 06.0000 02/15/2018 | 0.02% |
| UNIVAR USA INC P/P 144A 06.7500 07/15/2023 | 0.02% |
| VECTREN CORP | 0.02% |
| VOESTALPINE AG | 0.02% |
| WAMU 2005-AR13 A1C3 01.4717 10/25/2045 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.02% |
| WESCO INTERNATIONAL INC | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WFCM 2012-LC5 AS 03.5390 10/15/2045 | 0.02% |
| WFCM 2013-LC12 AS 04.2961 07/15/2046 | 0.02% |
| WFCM 2014-LC16 XA IO 01.3963 08/15/2050 | 0.02% |
| WFMBS 2005-AR4 1A3 03.2307 04/25/2035 | 0.02% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6775 12/15/2045 | 0.02% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.02% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7048 11/15/2045 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| WFRBS 2014-C19 C 04.6460 03/15/2047 | 0.02% |
| WILEY (JOHN) & SONS-CLASS A | 0.02% |
| WILMAR INTERNATIONAL LTD | 0.02% |
| WOORI BANK | 0.02% |
| WP CAREY INC | 0.02% |
| WP CAREY INC 04.6000 04/01/2024 | 0.02% |
| XEROX CORP | 0.02% |
| YUE YUEN INDUS | 0.02% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.02% |
| 1011778 BC / NEW RED P/P 144A 06.0000 04/01/2022 | 0.01% |
| A SCHULMAN INC 06.8750 06/01/2023 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 | 0.01% |
| ACTELION LTD-REG | 0.01% |
| ADECCO GROUP AG-REG | 0.01% |
| AENA SA | 0.01% |
| AERCAP HOLDINGS NV | 0.01% |
| AES CORP/VA 07.3750 07/01/2021 | 0.01% |
| AES CORP/VA 08.0000 06/01/2020 | 0.01% |
| AGRIUM INC USD 05.2500 01/15/2045 | 0.01% |
| AIR LEASE CORP 03.7500 02/01/2022 | 0.01% |
| ALFRESA HOLDINGS CORP | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 09.3750 06/01/2019 | 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% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.01% |
| AMERICAN AXLE & MFG INC 07.7500 11/15/2019 | 0.01% |
| AMERICAN EXPRESS CO 04.9000 12/29/2049 | 0.01% |
| 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% |
| ANADARKO PETROLEUM CORP 05.5500 03/15/2026 | 0.01% |
| ANADARKO PETROLEUM CORP 06.4500 09/15/2036 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| ARCELORMITTAL USD 10.6000 06/01/2019 | 0.01% |
| ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 | 0.01% |
| ASAHI GLASS CO LTD | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| ASPEN INSURANCE HOLDINGS LTD | 0.01% |
| ASTRAZENECA PLC USD 06.4500 09/15/2037 | 0.01% |
| AUD/USD 04/19/2017 CITI | 0.01% |
| AUD/USD 04/19/2017 JPMCB | 0.01% |
| AUTOMATIC DATA PROCESSING | 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% |
| BAE SYSTEMS PLC | 0.01% |
| BANK OF AMERICA CORP 01.8912 09/15/2026 | 0.01% |
| BANK OF MONTREAL | 0.01% |
| BANK OF NOVA SCOTIA | 0.01% |
| BEACON ROOFING SUPPL 06.3750 10/01/2023 | 0.01% |
| BEIERSDORF AG | 0.01% |
| BELDEN INC P/P 144A 05.5000 09/01/2022 | 0.01% |
| BERKSHIRE HATHAWAY 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% |
| BLUE CUBE SPINCO INC 09.7500 10/15/2023 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BOARDWALK PIPELINES LP 05.9500 06/01/2026 | 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% |
| BRUKER CORP | 0.01% |
| BSCMS 2006-PW11 C 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% |
| 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% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CAS 2014-C03 2M1 02.1817 07/25/2024 | 0.01% |
| CAS 2016-C06 1M2 05.2317 04/25/2029 | 0.01% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 | 0.01% |
| CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 | 0.01% |
| CEC ENT INC 08.0000 02/15/2022 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CENTENE CORP 06.1250 02/15/2024 | 0.01% |
| CENTURYLINK INC 06.7500 12/01/2023 | 0.01% |
| CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 | 0.01% |
| CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 | 0.01% |
| CHEMOURS CO 06.6250 05/15/2023 | 0.01% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.01% |
| CISCO SYSTEMS INC | 0.01% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.01% |
| CITIGROUP INC 05.8750 12/29/2049 | 0.01% |
| CLEAR CHNL WORLD 07.6250 03/15/2020 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COLGATE-PALMOLIVE CO | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 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% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| CROWN CASTLE TOWERS P/P 144A 04.8830 08/15/2020 | 0.01% |
| CVS HEALTH CORP | 0.01% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.01% |
| CWALT 2005-27 1A1 01.5186 08/25/2035 | 0.01% |
| CYTEC INDUSTRIES INC. 03.5000 04/01/2023 | 0.01% |
| DAIKIN INDUSTRIES LTD | 0.01% |
| DAIWA SECURITIES GROUP INC | 0.01% |
| DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 | 0.01% |
| DBUBS 2011-LC2A D P/P 144A 05.7272 07/10/2044 | 0.01% |
| DCP MIDSTREAM OPERATING 03.8750 03/15/2023 | 0.01% |
| DDR CORP. 07.8750 09/01/2020 | 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% |
| DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| DOLLAR GENERAL CORP | 0.01% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.01% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 08.1250 09/15/2023 | 0.01% |
| ENERGY TRANSFER 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% |
| 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% |
| EUTELSAT COMMUNICATIONS | 0.01% |
| EVOLUTION ESCROW P/P 144A 07.5000 03/15/2022 | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 0.01% |
| FHR 3408 EK 22.1224 04/15/2037 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FIRST DATA CORP P/P 144A 05.3750 08/15/2023 | 0.01% |
| FIRST DATA CORP P/P 144A 05.7500 01/15/2024 | 0.01% |
| FIRST DATA CORP P/P 144A 07.0000 12/01/2023 | 0.01% |
| FIRST QUANTUM P/P 144A 07.0000 02/15/2021 | 0.01% |
| 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 BD3718 03.5000 08/01/2046 | 0.01% |
| FNR 2005-106 JC 17.0801 12/25/2035 | 0.01% |
| FNR 2005-75 GS 17.3050 08/25/2035 | 0.01% |
| FNR 2006-62 PS 34.0100 07/25/2036 | 0.01% |
| FNR 2013-1 MI IO 03.0000 01/25/2043 | 0.01% |
| FORD MOTOR CO | 0.01% |
| FORD MOTOR COMPANY 07.7000 05/15/2097 | 0.01% |
| FREEPORT-MCMORAN INC P/P 144A 06.8750 02/15/2023 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| FRONTIER COMM 11.0000 09/15/2025 | 0.01% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.01% |
| GAS NATURAL SDG SA | 0.01% |
| GATES GLOBAL LLC L+325 04.2500 07/06/2021 | 0.01% |
| GCCFC 2005-GG3 E 05.0870 08/10/2042 | 0.01% |
| GEN MOTORS FIN 03.2500 05/15/2018 | 0.01% |
| GENERAL DYNAMICS CORP | 0.01% |
| GENERAL MILLS INC | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GETTY IMAGES TLB L+350 04.7500 10/18/2019 | 0.01% |
| GLENCORE PLC | 0.01% |
| GLP CAP LP / FIN II 04.8750 11/01/2020 | 0.01% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.01% |
| GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 | 0.01% |
| GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 | 0.01% |
| HAKUHODO DY HOLDINGS INC | 0.01% |
| HANA FINANCIAL GROUP | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HCA INC 03.7500 03/15/2019 | 0.01% |
| HIGH RIDGE BRANDS CO P/P 144A 08.8750 03/15/2025 | 0.01% |
| HINO MOTORS LTD | 0.01% |
| HISTORIC TW INC 09.1500 02/01/2023 | 0.01% |
| HITACHI METALS LTD | 0.01% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.01% |
| HONEYWELL INTERNATIONAL INC | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUB INTL LTD P/P 144A 07.8750 10/01/2021 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 | 0.01% |
| HYATT HOTELS CORP 03.3750 07/15/2023 | 0.01% |
| IBERDROLA SA | 0.01% |
| ICAHN ENTER/FIN 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% |
| IIDA GROUP HOLDINGS CO LTD | 0.01% |
| IMPERIAL BRANDS PLC | 0.01% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.01% |
| INFOR US INC 06.5000 05/15/2022 | 0.01% |
| INTELSAT LUXEMB USD 08.1250 06/01/2023 | 0.01% |
| INTERNATIONAL GAME TECHNOLOG | 0.01% |
| INTL CONSOLIDATED AIRLINE-DI | 0.01% |
| INTUITIVE SURGICAL INC | 0.01% |
| INVISTA FINANCE LLC P/P 144A 04.2500 10/15/2019 | 0.01% |
| IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 | 0.01% |
| ISS A/S | 0.01% |
| JABIL CIRCUIT INC 08.2500 03/15/2018 | 0.01% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.01% |
| JAPAN AIRLINES CO LTD | 0.01% |
| JARDINE CYCLE & CARRIAGE LTD | 0.01% |
| JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 | 0.01% |
| JC PENNEY CORP INC 05.6500 06/01/2020 | 0.01% |
| 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% |
| JPMCC 2006-LDP8 B 05.5200 05/15/2045 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.4128 12/15/2047 | 0.01% |
| JPMORGAN CHASE & CO 07.9000 12/29/2049 | 0.01% |
| JXTG HOLDINGS INC | 0.01% |
| KAJIMA CORP | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.01% |
| KRATON POLYMERS P/P 144A 10.5000 04/15/2023 | 0.01% |
| L3 TECHNOLOGIES INC 03.8500 12/15/2026 | 0.01% |
| LAGARDERE SCA | 0.01% |
| LANDRY'S INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| LENNAR CORP 04.7500 11/15/2022 | 0.01% |
| LIONS GATE ENT P/P 144A 05.8750 11/01/2024 | 0.01% |
| LLOYDS BANKING GROUP P/P 144A 06.6570 12/29/2049 | 0.01% |
| LOUISIANA-PACIFIC CORP 04.8750 09/15/2024 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| LSC COMMUNICATIONS INC | 0.01% |
| MAN SE | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MASONITE INTL C P/P 144A 05.6250 03/15/2023 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 06.5000 11/15/2020 | 0.01% |
| 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% |
| MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 | 0.01% |
| MGM RESORTS INTL 08.6250 02/01/2019 | 0.01% |
| MICRON TECH INC 05.8750 02/15/2022 | 0.01% |
| MITSUBISHI MATERIALS CORP | 0.01% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.01% |
| MOOG INC P/P 144A 05.2500 12/01/2022 | 0.01% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| MSC 2011-C3 E P/P 144A 05.1557 07/15/2049 | 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% |
| NEIMAN MARCUS TL L+325 04.2500 10/25/2020 | 0.01% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 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% |
| NISOURCE FINANCE CORP 06.1250 03/01/2022 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS | 0.01% |
| NORBORD INC P/P 144A 06.2500 04/15/2023 | 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 P/P 144A 06.6250 01/15/2027 | 0.01% |
| O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 | 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% |
| ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 | 0.01% |
| P G & E CORP | 0.01% |
| PAYCHEX INC | 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% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.01% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.01% |
| PETROLEOS MEXICANOS USD 04.8750 01/18/2024 | 0.01% |
| PETROLEOS MEXICANOS USD 06.3750 01/23/2045 | 0.01% |
| PFIZER INC | 0.01% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.01% |
| PNC FINANCIAL SERVICES GROUP | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| PRECISION DRILLING C P/P 144A 07.7500 12/15/2023 | 0.01% |
| PROVIDENT FDG/PFG P/P 144A 06.7500 06/15/2021 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| QEP RESOURCES INC | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| RANGE RESOURCES CORP P/P 144A 05.7500 06/01/2021 | 0.01% |
| REALTY INCOME CORP 04.6500 08/01/2023 | 0.01% |
| RECRUIT HOLDINGS CO LTD | 0.01% |
| REGENCY ENERGY PART/FINA 05.8750 03/01/2022 | 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% |
| 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% |
| RR DONNELLEY & SONS CO | 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% |
| SCHLUMBERGER LTD | 0.01% |
| SCIENTIFIC GAMES INT P/P 144A 07.0000 01/01/2022 | 0.01% |
| SEALED AIR CORP P/P 144A 06.8750 07/15/2033 | 0.01% |
| SEMGROUP CORP P/P 144A 06.3750 03/15/2025 | 0.01% |
| SERVICE CORP INTL 05.3750 01/15/2022 | 0.01% |
| SEVEN GENS ENER P/P 144A 08.2500 05/15/2020 | 0.01% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 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% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.01% |
| SM ENERGY CO 06.5000 11/15/2021 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SOFTBANK GROUP CORP | 0.01% |
| SOUTHERN STAR CENT P/P 144A 05.1250 07/15/2022 | 0.01% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.01% |
| SPRINT COMM P/P 144A 09.0000 11/15/2018 | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| STEEL DYNAMICS INC 06.3750 08/15/2022 | 0.01% |
| SUMITOMO HEAVY INDUSTRIES | 0.01% |
| SUPERIOR ENERGY SERVICES INC | 0.01% |
| SUZUKI MOTOR CORP | 0.01% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% |
| T-MOBILE USA INC 06.1250 01/15/2022 | 0.01% |
| 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% |
| 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% |
| THERMO FISHER SCIENTIFIC INC | 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% |
| TORONTO-DOMINION BANK | 0.01% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TRANSDIGM INC 06.5000 07/15/2024 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| TRIBUNE MEDIA CO 05.8750 07/15/2022 | 0.01% |
| TUI AG-DI | 0.01% |
| TWENTY-FIRST CENTURY FOX-A | 0.01% |
| UAL 2007 PASS TRUST 06.6360 07/02/2022 | 0.01% |
| UBS GROUP AG-REG | 0.01% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7484 12/10/2045 | 0.01% |
| UNITED PARCEL SERVICE-CL B | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| US CONCRETE INC P/P 144A 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% |
| VULCAN MATERIALS COMPANY 04.5000 04/01/2025 | 0.01% |
| WACHOVIA CORP 05.7500 06/15/2017 | 0.01% |
| WAL-MART STORES INC 05.0000 10/25/2040 | 0.01% |
| WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 | 0.01% |
| WALT DISNEY COMPANY/THE 02.7500 08/16/2021 | 0.01% |
| WALT DISNEY COMPANY/THE 04.3750 08/16/2041 | 0.01% |
| WAMU 2005-AR19 A1C3 01.4817 12/25/2045 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WELLS FARGO & CO | 0.01% |
| WEST CORP P/P 144A 05.3750 07/15/2022 | 0.01% |
| WESTPAC BANKING CORP USD 04.8750 11/19/2019 | 0.01% |
| WESTROCK RKT CO 04.4500 03/01/2019 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4801 08/15/2046 | 0.01% |
| WFRBS 2014-C19 D P/P 144A 04.2340 03/15/2047 | 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% |
| WOLSELEY PLC | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WOODSIDE PETROLEUM LTD | 0.01% |
| WPX ENERGY INC 06.0000 01/15/2022 | 0.01% |
| WPX ENERGY INC 07.5000 08/01/2020 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| ZEBRA TECH CORP 07.2500 10/15/2022 | 0.01% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.01% |
| 1.75 R ISWP FWD USL3M P 06/21/2019 | 0.00% |
| 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% |
| ACC CLAIMS HOLDING LLC CLASS A | 0.00% |
| ADIDAS AG | 0.00% |
| AES CORP/VA 04.8750 05/15/2023 | 0.00% |
| AGEAS | 0.00% |
| ALLEGHANY CORP | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 | 0.00% |
| ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 | 0.00% |
| ALLIANT HLDG INT LLC P/P 144A 08.2500 08/01/2023 | 0.00% |
| ALLY FINANCIAL INC 08.0000 03/15/2020 | 0.00% |
| ALLY FINANCIAL INC 08.0000 12/31/2018 | 0.00% |
| 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% |
| ASHLAND GLOBAL HOLDINGS INC | 0.00% |
| ASSOCIATED BANC-CORP | 0.00% |
| AT&T INC | 0.00% |
| AUD/USD 04/19/2017 BANKAM | 0.00% |
| AUD/USD 04/19/2017 BCAP-FX | 0.00% |
| AUD/USD 04/19/2017 CSI-FX | 0.00% |
| AUD/USD 04/19/2017 RBSF | 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% |
| AUSNET SERVICES | 0.00% |
| AUSTRALIAN DOLLAR ACCOUNT | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| BACM 2004-4 XC IO P/P 144A 00.0177 07/10/2042 | 0.00% |
| BACM 2004-5 XC IO P/P 144A 00.4232 11/10/2041 | 0.00% |
| BACM 2005-1 XW IO P/P 144A 00.0000 11/10/2042 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.3387 02/10/2051 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BANK OF NEW YORK MELLON CORP | 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% |
| BCE INC | 0.00% |
| BEAR STEARNS COS LLC 07.2500 02/01/2018 | 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% |
| BSCMS 2005-T18 D 05.1340 02/13/2042 | 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 GSFX | 0.00% |
| CAD/USD 04/19/2017 JPMCB | 0.00% |
| CAD/USD 04/19/2017 RBSF | 0.00% |
| CALATLANTIC GROUP INC 05.8750 11/15/2024 | 0.00% |
| 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% |
| CAPITAL ONE FINANCIAL CORP | 0.00% |
| CAS 2015-C03 2M2 05.9817 07/25/2025 | 0.00% |
| CBRE SERVICES INC 05.0000 03/15/2023 | 0.00% |
| CBS CORP-CLASS B NON VOTING | 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% |
| CEDAR FAIR LP/CA 05.2500 03/15/2021 | 0.00% |
| CENOVUS ENERGY INC USD 04.4500 09/15/2042 | 0.00% |
| CENTENE CORP 04.7500 01/15/2025 | 0.00% |
| CENTURYLINK INC 05.6250 04/01/2020 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.4306 10/15/2049 | 0.00% |
| 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 BCAP-FX | 0.00% |
| CHF/USD 06/21/2017 CSI-FX | 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 P/P 144A 05.5000 02/15/2019 | 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 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COMCAST CORP-CLASS A | 0.00% |
| COMM 2006-C8 XS IO P/P 144A 00.6591 12/10/2046 | 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 CORK & SEAL CO INC 07.3750 12/15/2026 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.0023 05/15/2038 | 0.00% |
| DAITO TRUST CONSTRUCT CO LTD | 0.00% |
| DAVITA INC | 0.00% |
| DBRR 2013-EZ3 A P/P 144A 01.6360 12/18/2049 | 0.00% |
| DBS GROUP HOLDINGS LTD | 0.00% |
| DEAN FOODS CO P/P 144A 06.5000 03/15/2023 | 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 07.3750 11/01/2022 | 0.00% |
| DYNEGY INC 07.6250 11/01/2024 | 0.00% |
| DYNEGY INC. 06.7500 11/01/2019 | 0.00% |
| EAGLE II ACQ CO P/P 144A 06.0000 04/01/2025 | 0.00% |
| EASYJET PLC | 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% |
| EVEREST RE GROUP LTD | 0.00% |
| EVERSOURCE ENERGY | 0.00% |
| FHR 2979 AS 20.9285 03/15/2034 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FITBIT INC - A | 0.00% |
| FLETCHER BUILDING LTD | 0.00% |
| FNMA FN20 323063 07.0000 03/01/2018 | 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 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FREEPORT-MCMORAN COPPER & GOL 03.5500 03/01/2022 | 0.00% |
| FREEPORT-MCMORAN INC P/P 144A 06.7500 02/01/2022 | 0.00% |
| FRESNILLO PLC | 0.00% |
| FRONTIER COMM 08.8750 09/15/2020 | 0.00% |
| FRONTIER COMMUNICATIONS 07.6250 04/15/2024 | 0.00% |
| FUJITSU LTD | 0.00% |
| GBP/USD 06/21/2017 BANKAM | 0.00% |
| GBP/USD 06/21/2017 BCAP-FX | 0.00% |
| GBP/USD 06/21/2017 CITI | 0.00% |
| GBP/USD 06/21/2017 GSFX | 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% |
| GENERAL MOTORS CO 06.2500 10/02/2043 | 0.00% |
| GENON ENERGY INC 09.8750 10/15/2020 | 0.00% |
| GENPACT LTD | 0.00% |
| GKN PLC | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 06.8240 | 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 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GOODMAN GROUP | 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% |
| HANOVER INSURANCE GROUP INC/ | 0.00% |
| HCA INC. 07.5000 02/15/2022 | 0.00% |
| HEINEKEN HOLDING NV | 0.00% |
| HILAND PART LP/CORP P/P 144A 05.5000 05/15/2022 | 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% |
| 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% |
| 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% |
| INR/USD 05/17/2017 GSFX | 0.00% |
| INTELSAT CONNECT FIN P/P 144A 12.5000 04/01/2022 | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| INTELSAT JACKSON HLDG USD 07.5000 04/01/2021 | 0.00% |
| INTELSAT LUXEMB USD 07.7500 06/01/2021 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN | 0.00% |
| INTL LEASE FINANCE CORP 05.8750 08/15/2022 | 0.00% |
| 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% |
| 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-LDP7 B 05.9390 04/17/2045 | 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% |
| 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 INC/DELAWA 07.7500 01/15/2032 | 0.00% |
| KOREAN WON CALL ACCOUNT | 0.00% |
| KRW/USD 05/17/2017 GSFX | 0.00% |
| KRW/USD 05/17/2017 JPMCB | 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% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 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% |
| MARSH & MCLENNAN COS | 0.00% |
| MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| 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 06.6250 12/15/2021 | 0.00% |
| MGP ESCROW ISSUER/CO 05.6250 05/01/2024 | 0.00% |
| MILAGRO OIL & GAS | 0.00% |
| MINI MSCI EAFE JUN17 MFSM7 | 0.00% |
| MLMT 2004-KEY2 XC IO P/P 144A 00.3564 08/12/2039 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0052 06/12/2043 | 0.00% |
| MOTOROLA SOLUTIONS INC | 0.00% |
| MSCI INC | 0.00% |
| MXN/USD 07/19/2017 BANKAM | 0.00% |
| NEC CORP | 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 GOLD INC P/P 144A 07.0000 04/15/2020 | 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% |
| NORSK HYDRO ASA | 0.00% |
| NRG ENERGY INC 07.8750 05/15/2021 | 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% |
| 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% |
| OPEN TEXT CORP | 0.00% |
| OSHKOSH CORP 05.3750 03/01/2022 | 0.00% |
| PACTIV LLC 08.3750 04/15/2027 | 0.00% |
| PARSLEY ENERGY 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% |
| PHILIP MORRIS INTERNATIONAL | 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% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RECKITT BENCKISER GROUP PLC | 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% |
| SCHINDLER HOLDING AG-REG | 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% |
| 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% |
| SODEXO | 0.00% |
| SONOCO PRODUCTS CO | 0.00% |
| SOUTHERN CO/THE | 0.00% |
| SOUTHWEST AIRLINES 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% |
| 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% |
| SUMITOMO DAINIPPON PHARMA CO | 0.00% |
| SWISS FRANC CALL ACCOUNT | 0.00% |
| T-MOBILE USA INC 04.0000 04/15/2022 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| T-MOBILE USA INC 06.8360 04/28/2023 | 0.00% |
| T-MOBILE USA INC. 06.6330 04/28/2021 | 0.00% |
| TARGA RES PRTNRS P/P 144A 05.1250 02/01/2025 | 0.00% |
| TAYLOR MORRISON 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% |
| 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% |
| THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 | 0.00% |
| THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 | 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% |
| 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% |
| TRANSURBAN GROUP | 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% |
| 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 BANCORP | 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% |
| VINCI SA | 0.00% |
| VOPAK | 0.00% |
| VWR CORP | 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% |
| 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 2013-C12 XA IO P/P 144A 01.3763 03/15/2048 | 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% |
| 2.20 R ISWP FWD USL3M P 06/21/2022 | -0.01% |
| 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 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% |
| RU10INTR P USL3M R 11/27/17 CI | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| CDX CDX.NA.HY.27 500.0 12/20/2021 | -0.04% |
| CGPUTQL2 R USL3M P 12/01/17 CI | -0.06% |
| GNMA GII30 TBA 04.0000 04/01/2047 | -0.10% |
| FNMA FN30 TBA 03.0000 05/01/2047 | -1.13% |
Prior top 10 holdings
| Top 10 holdings as of 06/30/17 | |
|---|---|
| Gnma Gii30 Ma4321 03.5000 03/20/2047 | |
| Fnma Fn30 Ma2864 03.5000 01/01/2047 | |
| Fnma Fn15 Al9468 03.0000 12/01/2031 | |
| Fhlmc Fh30g G08677 04.0000 11/01/2045 | |
| Fnma Fn30 890765 03.5000 09/01/2046 | |
| Fnma Fn30 Tba 06.0000 07/01/2047 | |
| Apple | |
| Alphabet | |
| Microsoft | |
| Gnma Gii30 Tba 03.5000 07/01/2047 | |
| Holdings represent 19.18% of portfolio | |
| Top 10 holdings as of 05/31/17 | |
|---|---|
| Gnma Gii30 Ma4321 03.5000 03/20/2047 | |
| Fnma Fn30 Ma2864 03.5000 01/01/2047 | |
| Fnma Fn15 Al9468 03.0000 12/01/2031 | |
| Fhlmc Fh30g G08677 04.0000 11/01/2045 | |
| Fnma Fn30 890765 03.5000 09/01/2046 | |
| Fnma Fn30 Tba 06.0000 06/01/2047 | |
| Apple | |
| Alphabet | |
| Microsoft | |
| Johnson & Johnson | |
| Holdings represent 19.33% of portfolio | |
| Top 10 holdings as of 04/30/17 | |
|---|---|
| Gnma Gii30 Ma4321 03.5000 03/20/2047 | |
| Fnma Fn30 Ma2864 03.5000 01/01/2047 | |
| Fnma Fn15 Al9468 03.0000 12/01/2031 | |
| Fhlmc Fh30g G08677 04.0000 11/01/2045 | |
| Fnma Fn30 890765 03.5000 09/01/2046 | |
| Fnma Fn30 Tba 06.0000 05/01/2047 | |
| Gnma Gii30 Tba 03.5000 05/01/2047 | |
| Apple | |
| Alphabet | |
| Microsoft | |
| Holdings represent 19.72% of portfolio | |
| Top 10 holdings as of 03/31/17 | |
|---|---|
| Gnma Gii30 Ma3803 03.5000 07/20/2046 | |
| Fnma Fn30 Ma2864 03.5000 01/01/2047 | |
| Fnma Fn30 Tba 06.0000 04/01/2047 | |
| Fnma Fn15 Al9468 03.0000 12/01/2031 | |
| Fhlmc Fh30g G08677 04.0000 11/01/2045 | |
| Fnma Fn30 890765 03.5000 09/01/2046 | |
| Apple | |
| Microsoft | |
| Alphabet | |
| Gnma Gii30 Tba 03.5000 04/01/2047 | |
| Holdings represent 19.40% of portfolio | |
Portfolio composition as of 06/30/17
| U.S. Investment-grade bonds | 59.88% |
|
|---|---|---|
| U.S. large-cap equity | 19.92% |
|
| International equity | 7.45% |
|
| U.S. small- and mid-cap equity | 6.56% |
|
| U.S. High-yield bonds | 6.19% |
|
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Expenses
Expense ratio |
Class A | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|---|
| Total expense ratio | 1.04% | 1.79% | 1.79% | 1.54% | 1.29% | 0.74% | 0.67% | 0.79% |
| What you pay | 1.04% | 1.79% | 1.79% | 1.54% | 1.29% | 0.74% | 0.67% | 0.79% |
Sales charge
| 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 Bloomberg Barclays U.S. Aggregate Bond Index is an unmanaged index of U.S. investment-grade fixed-income securities. You cannot invest directly in an index.
Consider these risks before investing: Allocation of assets among asset classes may hurt performance. Stock and bond prices may fall or fail to rise over time for several reasons, including general financial market conditions, factors related to a specific issuer or industry and, with respect to bond prices, changing market perceptions of the risk of default and changes in government intervention. These factors may also lead to increased volatility and reduced liquidity in the bond markets. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. You can lose money by investing in the fund.
‡ Robert Kea will retire from Putnam effective 12/31/17.