As of 7/19/2017
% of Net Assets Market Value Security Type Description Identifier Underlying Identifier Coupon Rate Maturity Date Par Value/Quantity Security Price Currency S&P Rating Moody's Rating Fitch Rating
29.77% $29440646.00 Government U S TREASURY NOTE 912828XV7 -- $1.25 6/30/2019 29,500,000 $99.79 USD GOVT GOVT GOVT
22.51% $22255500.00 Government U S TREASURY NOTE 912828RE2 -- $1.50 8/31/2018 22,200,000 $100.26 USD GOVT GOVT GOVT
5.02% $4968555.00 Government U S TREASURY NOTE 912828T42 -- $0.75 9/30/2018 5,000,000 $99.36 USD GOVT GOVT GOVT
5.02% $4965430.00 Government U S TREASURY NOTE 912828T83 -- $0.75 10/31/2018 5,000,000 $99.30 USD GOVT GOVT GOVT
2.95% $2916256.01 Government U S TREASURY INFLATE PROT BD 912828X39 -- $0.13 4/15/2022 2,917,458 $99.95 USD GOVT GOVT GOVT
2.35% $95196.63 Currency MEXICAN NUEVO PESO MXN/USD -- $0.00 8/8/2017 40,799,035 $17.59 MXN NR NR NR
2.13% $2107426.33 Mortgage Pass Thru FNMA PASS THRU MTG JUMB #AC4532 31417QBA1 -- $5.00 1/1/2034 1,970,926 -- USD GOVT GOVT GOVT
1.80% $1781284.94 Government U S TREASURY INFLATE PROT BD 912828K33 -- $0.13 4/15/2020 1,775,973 $100.29 USD GOVT GOVT GOVT
1.52% $6770.07 Currency JAPANESE YEN JPY/USD -- $0.00 8/2/2017 167,800,000 $111.77 JPY NR NR NR
1.13% $1115555.10 Corporate QVC INC 747262AQ6 -- $3.13 4/1/2019 1,100,000 $101.40 USD BBB- Ba2 BBB-
1.04% $1026455.05 Corporate HEATHROW FUNDING LTD SR SEC 144A 05607MAA5 -- $4.88 7/15/2023 950,000 $108.05 USD A- NR A-
1.03% $1018311.00 Corporate BP CAPITAL MARKETS PLC SR UNSEC 05565QDE5 -- $2.12 9/16/2021 1,000,000 $102.07 USD A- A1 A
1.03% $1019633.00 Corporate KINDER MORGAN FINANCE CO GTD 144A 49456AAA1 -- $6.00 1/15/2018 1,000,000 $101.96 USD BBB- Baa3 BBB-
1.02% $1006346.00 Corporate FIRSTENERGY CORP GLBL **FULL CALL** 337932AE7 -- $2.75 3/15/2018 1,000,000 $100.63 USD BB+ Baa3 BBB-
1.02% $1012853.00 Corporate GOLDMAN SACHS GROUP INC SR UNSEC 38147QDN3 -- $2.90 7/15/2020 1,000,000 $101.29 USD BBB+ A3 NR
1.02% $1006679.32 Corporate ICICI BANK LTD/DUBAI 45112FAE6 -- $4.80 5/22/2019 965,000 $104.32 USD BBB- Baa3 BBB-
1.01% $1000726.00 Corporate BANK OF AMERICA CORP SR UNSEC 06051GGN3 -- $1.97 7/21/2021 1,000,000 $100.13 USD BBB+ Baa1 A
1.01% $1000831.00 Corporate CITIGROUP INC SR UNSEC 172967LN9 -- $2.25 7/24/2023 1,000,000 $100.07 USD BBB+ Baa1 A
1.01% $999305.00 Corporate HBOS PLC EMTN FRN XS0304201790 -- $1.92 9/6/2017 1,000,000 $99.93 USD BBB- Baa2 A-
1.01% $1000799.00 Corporate VOLKSWAGEN GROUP AMERICA SR UNSEC 144A 928668AG7 -- $1.61 11/20/2017 1,000,000 $100.08 USD BBB+ A3 NR
0.99% $983408.13 Asset Backed Securities NAVSL 2015-AA A2B 144A 63939EAC7 -- $2.43 12/15/2028 969,193 $101.47 USD NR Aaa AAA
0.98% $7891.73 Currency EUROPEAN MONETARY UNION EURO EUR/USD -- $0.00 8/2/2017 839,000 $0.87 EUR NR NR NR
0.94% $924633.76 Collateralized Mtge Obligation NMRR 2012-2R 2A1 144A WM37 WC4.4819 65539XAC4 -- $3.04 4/26/2037 912,269 $101.36 USD NR NR NR
0.93% $916875.00 Corporate PEMEX SR UNSEC WI **TENDER** 71654QBJ0 -- $3.50 7/18/2018 900,000 $101.88 USD BBB+ Baa3 BBB+
0.93% $917793.00 Corporate UBS AG COCO SUB CH0214139930 -- $4.75 5/22/2023 900,000 $101.98 USD BBB+ NR BBB+
0.91% $898020.00 Corporate QNB FINANCE LTD BK GTD ETMN REGS XS0854469599 -- $2.13 2/14/2018 900,000 $99.78 USD A Aa3 AA-
0.90% $894000.00 Corporate NAVIENT CORP 78442FEJ3 -- $8.00 3/25/2020 800,000 $111.75 USD B+ Ba3 BB
0.88% $870261.67 Collateralized Mtge Obligation WAMU 2004-AR8 A2 1MLIB+40BP 92922FUN6 -- $1.62 6/25/2044 884,504 $98.39 USD BBB+ Ba2 NR
0.85% $841875.00 Corporate SPRINGLEAF FINANCE CORP SR UNSEC 85172FAJ8 -- $8.25 12/15/2020 750,000 $112.25 USD B B2 B-
0.83% $819352.00 Corporate CROWN CASTLE TOWERS LLC SEC 144A 22822RBB5 -- $3.22 5/15/2042 800,000 $102.42 USD NR A2 A
0.83% $824140.80 Agency Debenture EXPORT-IMPORT BK INDIA XS1050464996 -- $3.88 10/2/2019 800,000 $103.02 USD GOVT GOVT GOVT
0.82% $806254.40 Corporate ATHENE GLOBAL FUNDING SEC 144A 04685A2F7 -- $2.53 7/1/2022 800,000 $100.78 USD A- NR A-
0.82% $808952.00 Corporate ROYAL BK SCOTLND GRP PLC SRUNSEC 780097BF7 -- $2.65 5/15/2023 800,000 $101.12 USD BBB- Baa3 BBB+
0.81% $804196.80 Corporate KANSAS CITY SOUTHERN SR UNSEC 485170AV6 -- $3.00 5/15/2023 800,000 $100.52 USD BBB- Baa3 BBB
0.81% $804259.20 Corporate SANTANDER UK GROUP HLDGS SR UNSEC 80281LAE5 -- $2.88 8/5/2021 800,000 $100.53 USD BBB Baa1 A
0.81% $803619.20 Corporate SINOPEC GRP OVERSEA 2013 USG8200QAA43 -- $2.50 10/17/2018 800,000 $100.45 USD AA- A1 NR
0.81% $800100.00 Corporate SYNCHRONY FINANCIAL SR UNSEC 87165BAA1 -- $1.88 8/15/2017 800,000 $100.01 USD BBB- NR BBB-
0.80% $787649.80 Corporate GOODMAN US FIN ONE LLC SR UNSEC 144A 38239LAA4 -- $6.38 4/15/2021 700,000 $112.52 USD BBB+ Baa1 NR
0.80% $791288.80 Corporate HYUNDAI CAPITAL AMERICA 44891AAJ6 -- $1.75 9/27/2019 800,000 $98.90 USD A- Baa1 NR
0.75% $746111.80 Corporate REYNOLDS AMERICAN INC SR UNSEC 761713BF2 -- $4.00 6/12/2022 700,000 $106.58 USD BBB+ Baa3 BBB
0.75% $743963.93 Asset Backed Securities SLMA 2008-9 A 3MLIB+150 78445JAA5 -- $2.66 4/25/2023 726,299 $102.43 USD AA+ Baa3 B
0.73% $717752.00 Corporate DELPHI AUTOMOTIVE PLC SR UNSEC 24713GAA0 -- $3.15 11/19/2020 700,000 $102.52 USD BBB Baa2 BBB
0.73% $726368.30 Corporate PIONEER NATURAL RESOURCE 723787AF4 -- $6.88 5/1/2018 700,000 $103.77 USD BBB Baa2 BBB
0.73% $721875.00 Corporate ZF FRIEDRICHSHAFEN SR UNSEC 144A 98877DAA3 -- $4.00 4/29/2020 700,000 $103.13 USD BB+ Ba1 NR
0.72% $710926.30 Corporate BARCLAYS BANK PLC SUB NT REGS XS0334249223 -- $6.05 12/4/2017 700,000 $101.56 USD BBB- Baa3 A-
0.72% $714346.50 Corporate IMPERIAL BRANDS FINANCE 453140AD7 -- $2.95 7/21/2020 700,000 $102.03 USD BBB Baa3 BBB
0.72% $711923.10 Corporate MIZUHO FINANCIAL GROUP SR UNSEC 60687YAF6 -- $2.38 9/13/2021 700,000 $101.70 USD A- A1 NR
0.71% $702360.74 Collateralized Loan Obligation CIFC 2013-3A A1AR 1MLIB+102BP 144A 12549CAN6 -- $2.17 10/24/2025 700,000 $100.34 USD AAA Aaa NR
0.71% $699197.10 Corporate CNOOC FINANCE 2013 LTD GLBL SR UNSEC 12625GAB0 -- $1.75 5/9/2018 700,000 $99.89 USD A+ A1 NR
0.71% $699534.72 Corporate CNPC GENERAL CAPITAL USG22004AD07 -- $1.95 4/16/2018 700,000 $99.93 USD A+ A2 A+
0.71% $702387.00 Corporate LEASEPLAN CORPORATION NV SR UNSEC 144A 52206AAB6 -- $2.50 5/16/2018 700,000 $100.34 USD BBB- Baa1 BBB+
0.71% $701384.03 Corporate SIAM COMMERCIAL BANK(HK) 82571AAA2 -- $3.38 9/19/2017 700,000 $100.21 USD BBB+ Baa1 BBB+
0.71% $702915.50 Corporate SOUTHERN CO SR UNSEC 842587CU9 -- $2.95 7/1/2023 700,000 $100.41 USD BBB+ Baa2 A-
0.71% $701395.80 Corporate SUMITOMO MITSUI TR BK LT SR UNSEC 144A 86563VAH2 -- $2.05 3/6/2019 700,000 $100.19 USD A A1 NR
0.70% $696320.80 Corporate TEVA PHARMACEUTICALS NE SR UNSEC 88167AAB7 -- $1.70 7/19/2019 700,000 $99.43 USD BBB Baa2 BBB
0.69% $684571.49 Collateralized Mtge Obligation CCMFC 2004-4A A1 1MLIB+23BP 144A 16678RCC9 -- $1.56 10/25/2035 722,448 $94.76 USD A+ B1 NR
0.68% $672904.14 Asset Backed Securities SLMA 2008-2 A3 784442AC9 -- $1.91 4/25/2023 675,986 $99.54 USD AA+ Baa3 B
0.67% $662174.67 Asset Backed Securities SLMA 2008-5 A4 3MLIB+170 78444YAD7 -- $2.86 7/25/2023 637,896 $103.81 USD AA+ Baa3 B
0.65% $639348.60 Corporate AERCAP IRELAND CAP LTD/A SR UNSEC 00772BAQ4 -- $4.63 10/30/2020 600,000 $106.54 USD BBB- Baa3 BBB-
0.63% $621378.00 Corporate HSBC HOLDINGS PLC SR UNSEC 404280AZ2 -- $2.85 5/25/2021 600,000 $103.56 USD A A1 AA-
0.63% $625738.65 Corporate TELECOM ITALIA CAPITAL GLBL CO GTD 87927VAU2 -- $7.00 6/4/2018 600,000 $104.29 USD BB+ Ba1 BBB-
0.62% $610125.00 Corporate ALLY FINANCIAL INC SR UNSEC 02005NAT7 -- $3.50 1/27/2019 600,000 $101.69 USD BB+ Ba3 BB+
0.62% $617839.20 Corporate ARROW ELECTRONICS INC SR UNSEC 042735BD1 -- $3.50 4/1/2022 600,000 $102.97 USD BBB- Baa3 BBB-
0.62% $608250.00 Corporate DISH DBS CORP SR UNSEC 25470XAP0 -- $4.25 4/1/2018 600,000 $101.50 USD B+ Ba3 BB-
0.62% $609900.00 Corporate PEMEX ** TENDER** 71654QBQ4 -- $3.13 1/23/2019 600,000 $101.65 USD BBB+ Baa3 BBB+
0.61% $603592.20 Corporate ABBVIE INC SR UNSEC 00287YAX7 -- $2.85 5/14/2023 600,000 $100.59 USD A- Baa2 NR
0.61% $600104.24 Collateralized Loan Obligation APID 2013-16A A1R 3MLIB+98BP 144A 03764UAN3 -- $2.19 1/19/2025 600,000 $100.02 USD AAA Aaa NR
0.61% $598749.60 Corporate SMBC AVIATION CAPITAL FI SR UNSEC 144A 78448TAA0 -- $2.65 7/15/2021 600,000 $99.79 USD BBB+ NR A-
0.60% $593842.80 Corporate AMERICAN TOWER CORP SR UNSEC 03027XAL4 -- $2.25 1/15/2022 600,000 $98.97 USD BBB- Baa3 BBB
0.60% $-6587.40 Credit Default Swap EXELON GENERATION COMPANY LLC SNR S* -- -- $1.00 12/20/2021 -600,000 $1.12 USD BBB Baa2 BBB
0.60% $591767.50 Commercial Paper FORD MOTOR CREDIT CO 4(2) DISC NT* 3454G1DC7 -- $0.00 4/12/2018 600,000 $98.63 USD A2 (Short Term) P2 (Short Term) F2 (Short Term)
0.57% $560109.50 Corporate DUQUESNE LIGHT HOLDINGS SR NT 144A 266233AD7 -- $5.90 12/1/2021 500,000 $112.01 USD BBB- Baa3 NR
0.57% $567283.50 Corporate SABINE PASS LIQUEFACTION 785592AH9 -- $6.25 3/15/2022 500,000 $113.62 USD BBB- Baa3 BBB-
0.56% $550199.00 Corporate COX COMMUNICATIONS INC SR UNSEC 144A 224044BU0 -- $9.38 1/15/2019 500,000 $110.03 USD BBB Baa2 BBB+
0.56% $558664.44 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #5164M 36202FWZ5 -- $5.50 8/20/2041 525,953 -- USD GOVT GOVT GOVT
0.56% $553044.50 Corporate NATIONAL FUEL GAS CO SR UNSECURED 636180BJ9 -- $8.75 5/1/2019 500,000 $110.60 USD BBB Baa3 BBB
0.56% $550916.00 Corporate TIME WARNER CABLE INC GLBL CO GTD 88732JAP3 -- $8.75 2/14/2019 500,000 $110.17 USD BBB- Ba1 BBB-
0.55% $542539.95 Corporate CONTINENTAL AIR EETC 2009-2 21079UAA3 -- $7.25 5/10/2021 488,146 $111.14 USD A- A3 NR
0.55% $542665.50 Corporate HARTFORD FINL SVCS GRP SR UNSECURED 416515AZ7 -- $5.50 3/30/2020 500,000 $108.52 USD BBB+ Baa2 NR
0.55% $546030.50 Corporate SABINE PASS LIQUEFACTION 785592AE6 -- $5.63 2/1/2021 500,000 $109.20 USD BBB- Baa3 BBB-
0.55% $546891.50 Corporate SKY PLC CO GTD 144A 111013AH1 -- $9.50 11/15/2018 500,000 $109.37 USD BBB Baa2 BBB-
0.53% $526410.50 Corporate CRED SUIS GP FUN LTD SR UNSEC 225433AP6 -- $3.59 4/16/2021 500,000 $105.54 USD BBB+ NR A-
0.53% $526414.50 Corporate FLEXTRONICS INTL LTD SR UNSEC 33938EAQ0 -- $4.63 2/15/2020 500,000 $105.27 USD BBB- Baa3 BBB-
0.52% $512311.00 Corporate DELL INTL LLC / EMC 144A 25272KAA1 -- $3.48 6/1/2019 500,000 $102.45 USD BBB- Baa3 BBB-
0.52% $509804.26 Collateralized Mtge Obligation GSR 2003-9 A2 12MLIB+175BP 36228FWS1 -- $3.47 8/25/2033 509,283 $100.10 USD A+ NR BBB
0.51% $505625.00 Corporate ALLY FINANCIAL INC SRUNSEC 02005NBB5 -- $3.60 5/21/2018 500,000 $101.13 USD BB+ NR BB+
0.51% $507151.00 Corporate AVIATION CAPITAL GROUP SR UNSEC 144A 05367AAE3 -- $4.63 1/31/2018 500,000 $101.43 USD A- NR BBB
0.51% $508108.50 Corporate BG ENERGY CAPITAL PLC SUB CO GTD XS0798324306 -- $6.50 11/30/2072 500,000 $101.62 USD BBB+ NR A-
0.51% $500375.00 Asset Backed Securities BOMFT 2017-RPL1 A1 144A -- -- $3.10 7/28/2032 500,000 -- USD NR NR NR
0.51% $501562.50 Agency Debenture CENTRAL NIPPON EXPRESSWY XS1572613989 -- $2.03 3/3/2022 500,000 $100.31 USD GOVT GOVT GOVT
0.51% $500581.20 Collateralized Loan Obligation GALXY 2013-16A A2R 3MLIB+113BP 144A 36320CAP5 -- $2.31 11/16/2025 500,000 $100.12 USD AAA Aaa NR
0.51% $506477.00 Corporate HUMANA INC SR UNSEC 444859BC5 -- $2.63 10/1/2019 500,000 $101.28 USD BBB+ Baa3 BBB
0.51% $501154.49 Collateralized Loan Obligation JMP 2014-1A AR 3MLIB+124BP 144A 46642WAL0 -- $2.54 10/17/2025 500,000 $100.23 USD NR Aaa AAA
0.51% $503950.00 Municipal Bond KANSAS ST DEV FIN AUT 485429Y24 -- $2.26 4/15/2019 500,000 $100.79 USD A+ Aa3 NR
0.51% $500133.50 Corporate MITSUBISHI UFJ LEASE&FIN SR UNSEC XS1089791781 -- $1.93 7/23/2019 500,000 $100.03 USD A A3 NR
0.51% $502344.00 Corporate ORIX CORP SR UNSEC XS1389922250 -- $2.65 4/13/2021 500,000 $100.47 USD A- NR A-
0.51% $504600.00 Corporate ORIX CORP SR UNSEC 686330AH4 -- $2.90 7/18/2022 500,000 $100.91 USD A- NR A-
0.51% $504366.50 Corporate SKY PLC SR UNSEC 144A 111013AM0 -- $2.63 9/16/2019 500,000 $100.86 USD BBB Baa2 BBB-
0.50% $494618.50 Government ARGENT LETRAS DEL TESORO ARARGE5203N8 -- $0.00 12/15/2017 500,000 $98.92 USD GOVT GOVT GOVT
0.49% $484567.36 Asset Backed Securities VOLT 2017-NPL5 A1 144A 91832JAA9 -- $3.38 5/28/2047 483,489 $100.22 USD NR NR NR
0.48% $479313.00 Corporate BARCLAYS PLC SUB 06738EAA3 -- $8.25 -- 450,000 $106.51 USD B+ NR BB+
0.46% $454921.65 Corporate BOC AVIATION LIMITED 09681MAA6 -- $3.00 3/30/2020 450,000 $101.09 USD A- NR A-
0.46% $450481.09 Asset Backed Securities SOFI 2016-F A2 144A 78471AAB9 -- $3.02 2/25/2040 445,711 $101.07 USD NR A2 NR
0.45% $448832.40 Corporate CANTOR FITZGERALD LP SR UNSEC 144A 138616AC1 -- $6.50 6/17/2022 400,000 $112.20 USD BBB- NR BBB-
0.44% $435125.60 Corporate FIVE CORNERS FUNDING TRS UNSEC 144A 33829TAA4 -- $4.42 11/15/2023 400,000 $108.77 USD A Baa1 NR
0.43% $422935.80 Municipal Bond CA EARTHQUAKE AUTH 13017HAE6 -- $2.81 7/1/2019 420,000 $100.70 USD NR A3 A
0.43% $423316.00 Corporate DELL INTL LLC / EMC 144A 25272KAD5 -- $4.42 6/15/2021 400,000 $105.82 USD BBB- Baa3 BBB-
0.43% $422604.18 Asset Backed Securities USROF 2016-3II A 144A 90354CAA4 -- $3.60 10/27/2036 419,811 $100.67 USD NR NR NR
0.41% $408290.40 Corporate AP MOELLER-MAERSK A/S UNSEC 144A 00203QAC1 -- $2.88 9/28/2020 400,000 $102.06 USD BBB Baa2 NR
0.41% $401359.20 Corporate AVIATION CAPITAL GROUP SR UNSEC 144A 05367AAJ2 -- $2.88 1/20/2022 400,000 $100.33 USD A- NR BBB
0.41% $409228.40 Corporate BOC AVIATION LIMITED XS1065044312 -- $3.88 5/9/2019 400,000 $102.31 USD A- NR A-
0.41% $400518.87 Collateralized Loan Obligation CGMS 2014-5A A1R 1MLIB+114BP 144A 14311AAJ1 -- $2.44 10/16/2025 400,000 $100.13 USD NR Aaa AAA
0.41% $409010.00 Corporate D.R. HORTON INC SR UNSEC 23331ABJ7 -- $3.75 3/1/2019 400,000 $102.24 USD BBB- Baa3 BBB-
0.41% $400652.79 Collateralized Loan Obligation FIG 2013-2A A1R 3MLIB+125BP 144A 31683VAL4 -- $2.52 6/20/2027 400,000 $100.16 USD AAA NR NR
0.41% $403384.40 Corporate GEORGIA-PACIFIC LLC SR UNSEC 144A 37331NAF8 -- $2.54 11/15/2019 400,000 $100.83 USD A+ A3 NR
0.41% $409814.40 Corporate MIZUHO FINANCIAL GROUP SR UNSEC 144A 60687YAC3 -- $2.78 4/12/2021 400,000 $102.45 USD A- A1 NR
0.41% $401812.00 Corporate WESTERN GAS PARTNERS LP SR UNSEC 958254AC8 -- $2.60 8/15/2018 400,000 $100.45 USD BBB- Ba1 BBB-
0.41% $400783.11 Collateralized Loan Obligation WOODS 2013-10A A1R 3MLIB+108BP 144A 66859LAU0 -- $2.25 11/4/2025 400,000 $100.20 USD AAA Aaa NR
0.40% $400198.18 Collateralized Loan Obligation REGT5 2014-1A A1AR WM22 WC4.7882 144A 75887HAQ5 -- $2.32 10/25/2026 400,000 $100.05 USD NR Aaa AAA
0.40% $399166.40 Corporate SMBC AVIATION CAPITAL FI SR UNSEC REGS USG82296AA50 -- $2.65 7/15/2021 400,000 $99.79 USD BBB+ NR A-
0.40% $400000.00 Collateralized Loan Obligation WITEH 2014-9A AR 3MLIB+116BP 144A 965249AF2 -- $0.00 7/17/2026 400,000 $100.00 USD NR Aaa AAA
0.38% $380480.57 Collateralized Loan Obligation ATCLO 2012-2A AR 3MLIB+123BP 144A 04941DAJ4 -- $2.40 1/30/2024 379,872 $100.16 USD AAA Aaa NR
0.38% $376139.50 Asset Backed Securities VOLT 2017-NPL2 A1 144A 91831PAA6 -- $3.50 3/25/2047 374,376 $100.47 USD NR NR NR
0.36% $353408.14 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #734402C 3620AM3K6 -- $4.50 4/20/2041 331,950 $106.46 USD GOVT GOVT GOVT
0.36% $358312.50 Corporate NABORS INDUSTRIES INC GLBL CO GTD 629568AQ9 -- $6.15 2/15/2018 350,000 $102.38 USD BBB- Ba2 BBB-
0.35% $347203.36 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #770947C 36176NHY0 -- $4.50 7/20/2041 325,386 $106.70 USD GOVT GOVT GOVT
0.34% $331500.00 Corporate DISH DBS CORP 25470XAB1 -- $7.88 9/1/2019 300,000 $110.50 USD B+ Ba3 BB-
0.34% $335278.20 Corporate GOODMAN FUNDING PTY LTD CO GTD 144A 38239FAA7 -- $6.38 11/12/2020 300,000 $111.74 USD BBB+ Baa1 NR
0.33% $323922.67 Corporate ASCIANO FINANCE CO GTD 144A 04363UAB2 -- $4.63 9/23/2020 311,000 $104.14 USD BBB- Baa3 NR
0.33% $321627.30 Corporate CHARTER COMM OPT LLC/CAP 161175BB9 -- $4.46 7/23/2022 300,000 $107.20 USD BBB- Ba1 BBB-
0.33% $330573.00 Corporate MGM RESORTS INTL GLBL SR UNSEC 552953BW0 -- $8.63 2/1/2019 300,000 $110.19 USD BB- B1 BB
0.32% $312987.00 Corporate ENERGY TRANSFER PARTNERS SR UNSEC 29273RAH2 -- $6.70 7/1/2018 300,000 $104.33 USD BBB- Baa3 BBB-
0.32% $312750.00 Corporate NAVIENT CORP 78442FER5 -- $5.50 1/15/2019 300,000 $104.25 USD B+ Ba3 BB
0.32% $318999.30 Corporate PETRONAS CAPITAL LTD 144A CO GTD 716743AD1 -- $5.25 8/12/2019 300,000 $106.33 USD A- A1 A-
0.31% $304682.70 Corporate BARCLAYS BANK PLC SUB 144A 06739GAE9 -- $6.05 12/4/2017 300,000 $101.56 USD BBB- Baa3 A-
0.31% $308884.80 Corporate E.ON INTL FINANCE BV NT 144A 268789AA2 -- $5.80 4/30/2018 300,000 $102.96 USD BBB Baa2 A-
0.31% $303694.50 Corporate HP ENTERPRISE CO SR UNSEC 42824CAU3 -- $2.85 10/5/2018 300,000 $101.20 USD BBB Baa2 BBB+
0.31% $302301.30 Corporate S&P GLOBAL INC SR UNSEC 78409VAH7 -- $2.50 8/15/2018 300,000 $100.76 USD NR Baa1 BBB+
0.31% $311440.80 Corporate WOOLWORTHS LIMITED SR UNSECURED 144A 980888AD3 -- $4.00 9/22/2020 300,000 $103.80 USD BBB Baa2 NR
0.30% $300441.00 Corporate BARCLAYS PLC SR UNSEC 06738EAF2 -- $2.00 3/16/2018 300,000 $100.15 USD BBB Baa2 A
0.30% $300615.94 Collateralized Loan Obligation BLUEM 2015-1A A1R 3MLIB+133BP 144A 09627XAU5 -- $2.63 4/13/2027 300,000 $100.21 USD AAA Aaa NR
0.30% $300368.82 Collateralized Loan Obligation CECLO 2013-19A A1A 1MLIB+133BP 144A 12518XAA5 -- $2.50 10/29/2025 300,000 $100.12 USD AAA Aaa NR
0.30% $300463.15 Collateralized Loan Obligation CGMS 2014-3A A1AR 3MLIB+115BP 144A 14308LAQ6 -- $2.32 7/27/2026 300,000 $100.15 USD NR Aaa AAA
0.30% $295422.27 Mortgage Pass Thru GNMA PASS THRU SGL 30YR #799863X 36177U5Z3 -- $3.75 4/15/2042 281,507 -- USD GOVT GOVT GOVT
0.30% $301364.10 Corporate RELIANCE STAND LIFE II SEC 144A 75951AAD0 -- $2.15 10/15/2018 300,000 $100.45 USD A A2 NR
0.30% $300125.70 Corporate SHIRE ACQ INV IRELAND DA SR UNSEC 82481LAC3 -- $2.88 9/23/2023 300,000 $100.03 USD BBB- Baa3 NR
0.30% $300921.00 Corporate WELLTOWER INC SR UNSEC 42217KAZ9 -- $2.25 3/15/2018 300,000 $100.30 USD BBB+ Baa1 BBB+
0.30% $300818.95 Collateralized Loan Obligation WINDR 2013-2A A2A 3MLIB+144BP 144A 88432AAN0 -- $2.74 1/18/2026 300,000 $100.27 USD AAA Aaa NR
0.29% $289354.83 Asset Backed Securities FFML 2004-FF1 M1 1MLIB+50BP 32027NGC9 -- $1.97 11/25/2034 294,337 $98.31 USD AA Baa2 BBB
0.29% $283806.85 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #627122C 36291FVP0 -- $5.50 3/20/2034 261,818 -- USD GOVT GOVT GOVT
0.29% $289283.45 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #758659C 36230TTQ5 -- $4.50 3/20/2041 271,947 $106.37 USD GOVT GOVT GOVT
0.28% $281047.10 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4241M 36202EWA3 -- $7.00 9/20/2038 260,136 $108.03 USD GOVT GOVT GOVT
0.27% $265909.00 Corporate BGC PARTNERS INC SR UNSEC 05541TAH4 -- $5.13 5/27/2021 250,000 $106.36 USD BBB- NR BBB-
0.27% $266026.74 Asset Backed Securities CSMC 2017-1A A US12651LAA89 -- $4.50 3/25/2021 265,203 $100.31 USD NR NR NR
0.26% $261644.75 Corporate CRED SUIS GP FUN LTD SR UNSEC 225433AH4 -- $3.80 9/15/2022 250,000 $104.65 USD BBB+ Baa2 A-
0.26% $256737.83 Collateralized Loan Obligation DRSLF 2012-25A AR 3MLIB+120BP 26250JAG5 -- $2.50 1/15/2025 256,420 $100.12 USD AAA Aaa NR
0.26% $252798.00 Corporate GENERAL MOTORS FINL CO SR UNSEC 37045XAJ5 -- $3.25 5/15/2018 250,000 $101.12 USD BBB Baa3 BBB
0.26% $260916.81 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #737583C 3620ARM81 -- $4.00 11/20/2040 247,487 $105.45 USD GOVT GOVT GOVT
0.26% $254827.14 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #AV9440C 36195LPZ9 -- $3.00 11/20/2046 250,794 $101.61 USD GOVT GOVT GOVT
0.26% $252765.75 Corporate SYNCHRONY FINANCIAL SR UNSEC 87165BAF0 -- $2.40 2/3/2020 250,000 $101.11 USD BBB- NR BBB-
0.26% $253865.25 Corporate WESTJET AIRLINES LTD SR UNSEC 144A 960410AC2 -- $3.50 6/16/2021 250,000 $101.54 USD BBB- Baa2 NR
0.25% $251815.00 Corporate SK BROADBAND CO LTD SR UNSEC REGS XS0985940864 -- $2.88 10/29/2018 250,000 $100.73 USD A- NR A-
0.24% $238632.72 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #734320C 3620AMYR7 -- $4.50 4/20/2041 224,332 $106.37 USD GOVT GOVT GOVT
0.24% $238770.80 Mortgage Pass Thru GNMA PASS THRU SGL 30YR #AA0060X 36177WB58 -- $3.70 4/15/2042 228,577 -- USD GOVT GOVT GOVT
0.24% $236786.40 Corporate ILFC SR UNSECURED 459745GF6 -- $8.25 12/15/2020 200,000 $118.37 USD BBB- Baa3 BBB-
0.23% $231088.07 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #AA0711C 36177WYG9 -- $3.74 7/20/2042 217,367 -- USD GOVT GOVT GOVT
0.23% $230086.58 Collateralized Mtge Obligation TMST 2005-1 A3 WM35 WC5.0402 ARM 885220HB2 -- $3.11 4/25/2045 228,826 $100.55 USD A+ NR NR
0.23% $227079.00 Corporate WEA FINANCE LLC/WESTFIEL UNSEC 144A 92890HAB8 -- $2.70 9/17/2019 225,000 $100.91 USD BBB+ A3 NR
0.22% $215437.31 Corporate BOC AVIATION LIMITED XS0838771466 -- $2.88 10/10/2017 215,000 $100.20 USD A- NR A-
0.22% $215750.00 Corporate NAVIENT CORP SR UNSEC 63938CAD0 -- $6.63 7/26/2021 200,000 $107.88 USD B+ Ba3 BB
0.22% $215954.80 Corporate REGENCY ENERGY PARTNERS GLBL SR UNSEC 75886AAK4 -- $5.75 9/1/2020 200,000 $107.96 USD BBB- Baa3 BBB-
0.22% $222233.60 Corporate WEYERHAEUSER CO SR UNSEC 962166BV5 -- $7.38 10/1/2019 200,000 $111.10 USD BBB Baa2 NR
0.21% $203998.47 Asset Backed Securities CFAB 2003-5 2A2 1MLIB+30 161546GR1 -- $1.82 7/25/2033 209,779 $97.24 USD AAA Baa1 BBB
0.21% $205250.00 Corporate CIT GROUP INC SR UNSEC 125581GS1 -- $3.88 2/19/2019 200,000 $102.63 USD BB+ Ba2 BB+
0.21% $205294.97 Corporate FOREST LABORATORIES INC SR UNSEC 144A 345838AC0 -- $4.38 2/1/2019 199,000 $103.16 USD BBB Baa3 BBB-
0.21% $212185.63 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #MA1006M 36179NDK1 -- $4.00 5/20/2043 204,296 $103.89 USD GOVT GOVT GOVT
0.21% $207736.40 Corporate HSBC HOLDINGS PLC SR UNSEC 404280BA6 -- $3.60 5/25/2023 200,000 $103.86 USD A A1 AA-
0.21% $203693.40 Corporate MORGAN STANLEY SR UNSEC 61746BEC6 -- $2.55 10/24/2023 200,000 $101.85 USD BBB+ A3 A
0.21% $212425.20 Corporate WOODSIDE FINANCE LTD CO GTD 144A 980236AL7 -- $4.60 5/10/2021 200,000 $106.21 USD BBB+ Baa1 BBB+
0.20% $198944.80 Government ARGENT LETRAS DEL TESORO ARARGE5203P3 -- $0.00 9/29/2017 200,000 $99.47 USD GOVT GOVT GOVT
0.20% $200249.40 Corporate BANQUE FED CRED MUTUEL SR UNSEC 144A 06675FAG2 -- $2.00 4/12/2019 200,000 $100.11 USD A Aa3 A+
0.20% $201701.60 Corporate CHUGOKU ELECTRIC POWER SEC XS1569934414 -- $2.70 3/16/2020 200,000 $100.85 USD NR A3 NR
0.20% $202380.58 Collateralized Mtge Obligation CSH 2016-1A A 1MLIB+150BP 144A 19626MAA3 -- $2.73 7/17/2033 199,437 $101.48 USD NR Aaa NR
0.20% $199175.71 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #773563C 36176RFC1 -- $4.50 7/20/2041 187,091 $106.46 USD GOVT GOVT GOVT
0.20% $198338.20 Corporate MITSUBISHI UFJ LEASE&FIN SR UNSEC EMTN XS1485531492 -- $2.25 9/7/2021 200,000 $99.17 USD A A3 NR
0.20% $200269.80 Corporate SANTANDER HOLDINGS USA SR UNSEC 80282KAD8 -- $2.65 4/17/2020 200,000 $100.12 USD BBB+ Baa3 NR
0.20% $198980.20 Corporate WOODSIDE FINANCE LTD SR UNSEC 144A 980236AN3 -- $3.70 9/15/2026 200,000 $99.48 USD BBB+ Baa1 NR
0.17% $169709.26 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #799902C 36177VAC6 -- $3.74 3/20/2042 159,632 -- USD GOVT GOVT GOVT
0.14% $134308.59 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #723581C 3620A92N0 -- $5.50 4/20/2035 123,116 $109.09 USD GOVT GOVT GOVT
0.14% $139675.68 Corporate LATAM AIR 2015-1 PTT A SEC 51817TAB8 -- $4.20 8/15/2029 138,981 $100.50 USD BBB+ Baa1 NR
0.13% $133111.70 Asset Backed Securities DRUGB 2014-1 A1 3MLIB+285BP 144A 26223UAC3 -- $4.01 7/15/2023 132,254 $100.65 USD BBB NR NR
0.13% $126123.09 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #MA1084M 36179NFZ6 -- $4.00 6/20/2043 121,489 $103.84 USD GOVT GOVT GOVT
0.12% $119171.55 Mortgage Pass Thru FNMA PASS THRU FHA/VA #AB6113 31417CYK5 -- $4.00 8/1/2042 114,083 -- USD GOVT GOVT GOVT
0.12% $113902.51 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4262M 36202EWX3 -- $7.00 10/20/2038 106,116 $107.33 USD GOVT GOVT GOVT
0.11% $104250.00 Corporate SPRINGLEAF FINANCE CORP SR UNSEC 85172FAG4 -- $5.25 12/15/2019 100,000 $104.25 USD B B2 B-
0.10% $101776.50 Corporate ASCIANO FINANCE CO GTD 144A 04363UAC0 -- $5.00 4/7/2018 100,000 $101.77 USD BBB- Baa3 NR
0.10% $101250.00 Corporate GENERAL ELECTRIC CO SUB 36962G3M4 -- $6.38 11/15/2067 100,000 $101.25 USD A A2 A+
0.10% $100222.20 Corporate HP ENTERPRISE CO SR UNSEC 42824CAS8 -- $2.45 10/5/2017 100,000 $100.22 USD BBB Baa2 BBB+
0.10% $102802.20 Corporate KLA-TENCOR CORP SR UNSEC 482480AC4 -- $3.38 11/1/2019 100,000 $102.79 USD BBB Baa2 BBB-
0.10% $100280.90 Corporate WOODSIDE FINANCE LTD SR UNSEC 144A 980236AM5 -- $3.65 3/5/2025 100,000 $100.28 USD BBB+ Baa1 NR
0.09% $88012.74 Asset Backed Securities EGLE 2014-1A A1 144A 26971HAA0 -- $2.57 12/15/2039 88,542 $99.40 USD A NR NR
0.09% $87990.63 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #737157C 3620AQ5S8 -- $5.50 4/20/2036 80,653 $109.10 USD GOVT GOVT GOVT
0.09% $84266.39 Collateralized Mtge Obligation MARM 2004-13 2A2 WM33 WC3.2251 ARM 576433WE2 -- $3.08 4/21/2034 82,618 $102.00 USD AA+ Baa1 NR
0.09% $93163.62 Asset Backed Securities NAVSL 2016-5A A 1MLIB+125BP 144A 63939QAA4 -- $2.47 6/25/2065 91,498 $101.82 USD NR Aaa AAA
0.09% $91495.52 Asset Backed Securities VOLT 2015-NP14 A1 92871KAA6 -- $4.38 11/27/2045 90,963 $100.59 USD NR NR NR
0.08% $79498.50 Mortgage Pass Thru FNMA PASS THRU 30YR #MA0565 31417YTX5 -- $5.50 9/1/2040 74,778 -- USD GOVT GOVT GOVT
0.08% $82604.62 Mortgage Pass Thru FNMA PRE-PAY PENALTY #923789 31412FKA0 -- $5.50 5/1/2037 82,605 $100.00 USD GOVT GOVT GOVT
0.08% $77974.70 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4165M 36202ETW9 -- $6.50 6/20/2038 73,189 $106.53 USD GOVT GOVT GOVT
0.08% $78645.73 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #5073M 36202FT63 -- $5.50 5/20/2041 74,038 $106.22 USD GOVT GOVT GOVT
0.08% $79071.02 Collateralized Mtge Obligation RALI 2004-QA2 A2 1MLIB+44BP 76110HVU0 -- $1.66 6/25/2034 80,308 $98.46 USD AA+ Aa1 NR
0.07% $68392.72 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4492M 36202E7D5 -- $6.50 7/20/2039 62,213 $109.92 USD GOVT GOVT GOVT
0.07% $71353.86 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #AH5878C 36182NQ71 -- $3.75 3/20/2044 67,692 -- USD GOVT GOVT GOVT
0.06% $59811.05 Collateralized Mtge Obligation FHASI 2003-AR3 3A1 WM33 WC4.915 ARM 32051DD58 -- $2.99 9/25/2033 58,675 $101.94 USD BB+ NR A
0.06% $58718.20 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #513283C 36211HFY2 -- $6.00 9/20/2029 52,684 $111.45 USD GOVT GOVT GOVT
0.05% $48815.56 Asset Backed Securities AMSI 2003-9 AV1 1MLIB+38BP 03072SJQ9 -- $1.98 9/25/2033 50,248 $97.15 USD AA+ A2 A
0.05% $45960.20 Asset Backed Securities BSABS 2001-3-A2 1MOLIB+40 07384YBM7 -- $2.02 10/27/2032 47,603 $96.55 USD AAA Baa2 NR
0.05% $49866.35 Collateralized Loan Obligation COAS 2014-1A A1 144A 12627UAA9 -- $2.51 4/20/2023 49,800 $100.13 USD NR Aaa NR
0.05% $44690.08 Mortgage Pass Thru GNMA II MULTPL SGL 30YR #518967C 36211PQU0 -- $6.00 9/20/2029 40,108 $111.42 USD GOVT GOVT GOVT
0.05% $48893.84 Collateralized Mtge Obligation GSR 2005-AR6 1A4 WM33 WC4.2777 ARM 362341RW1 -- $3.21 9/25/2035 47,551 $102.82 USD AA- NR BBB
0.04% $37749.51 Mortgage Pass Thru FHLMC GOLD 30YR #L0-0007 3128DFAG3 -- $5.50 3/1/2035 35,508 -- USD GOVT GOVT GOVT
0.04% $38268.76 Mortgage Pass Thru FHLMC GOLD 30YR #N3-0441 31281AP22 -- $6.00 2/1/2028 36,668 $104.36 USD GOVT GOVT GOVT
0.04% $43603.10 Mortgage Pass Thru FNMA PASS THRU FHA/VA #931884 31412QJ59 -- $4.00 9/1/2039 41,740 -- USD GOVT GOVT GOVT
0.04% $39359.25 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4312M 36202EYH6 -- $7.00 12/20/2038 37,630 $104.60 USD GOVT GOVT GOVT
0.04% $43964.44 Corporate MASCO CORP SR UNSECURED 574599BG0 -- $7.13 3/15/2020 39,000 $112.73 USD BBB Ba1 BBB-
0.04% $34860.57 Collateralized Mtge Obligation WAMU 2005-AR2 2A1A 1MLIB+31 92922FD21 -- $1.53 1/25/2045 35,612 $97.89 USD AA+ Baa3 NR
0.03% $27768.89 Mortgage Pass Thru GN II PASS THRU PRJ LOAN #4537M 36202FBE5 -- $7.00 6/20/2039 27,504 $100.97 USD GOVT GOVT GOVT
0.03% $24950.87 Collateralized Mtge Obligation JPMRR 2009-7 14A1 WM37 WC6.365 ARM 144A 46633PBA9 -- $2.85 7/27/2037 24,842 $100.44 USD NR NR AAA
0.03% $29344.50 Collateralized Mtge Obligation SAMI 2002-AR3-A1 1MOLIB+33 86358HNX3 -- $1.87 9/19/2032 30,046 $97.67 USD AA+ Ba3 NR
0.02% $15961.39 Mortgage Pass Thru FNMA PASS THRU 15YR #254761 31371K5W7 -- $5.50 6/1/2018 15,817 $100.92 USD GOVT GOVT GOVT
0.02% $19462.93 Mortgage Pass Thru FNMA PASS THRU MTG IO #889154 31410GZT3 -- $5.00 2/1/2038 18,604 $104.61 USD GOVT GOVT GOVT
0.02% $19973.61 Asset Backed Securities NCSLT 2005-1 A4 1MLIB+24BP 63543PBG0 -- $1.46 11/27/2028 19,977 $99.98 USD B+ Aaa B
0.01% $13064.04 Collateralized Mtge Obligation GNR 2009-66 UF 1MLIB+100BP 38376FRF1 -- $2.23 8/16/2039 12,763 $102.36 USD AA+ Aaa AAA
0.01% $12990.41 Collateralized Mtge Obligation SAMI 2004-AR3 1A2 AFC 1MLIB+29 86359LBY4 -- $1.81 7/19/2034 13,095 $99.20 USD AA+ A3 NR
0.01% $6187.86 Collateralized Mtge Obligation SEMT 2003-2 A1 1MLIBOR + 33BP 81743PAP1 -- $1.87 6/20/2033 6,161 $100.44 USD AA Ba1 NR
0.01% $14619.96 Collateralized Mtge Obligation SEMT 4 A STEP 1MOLIB+36 AMBAC 81743TAA6 -- $1.73 11/22/2024 14,662 $99.71 USD AA+ Aa3 NR
0.01% $5364.46 Collateralized Mtge Obligation WAMU 2003-AR5 A7 ARM WM33 WC 4.9155 929227R65 -- $3.06 6/25/2033 5,277 $101.67 USD A+ Baa1 AA
0.01% $6481.10 Collateralized Mtge Obligation WFMBS 2005-AR11 1A1 WM33 WC4.8745 ARM 94982RAA3 -- $3.05 6/25/2035 6,438 $100.68 USD BB+ Ba3 NR
0.00% -- Corporate AT&T INC SRUNSEC 00206RDV1 -- $2.25 7/15/2021 0 $101.03 USD BBB+ Baa1 A-
0.00% -- Corporate BANK OF AMERICA CORP NT MTN 59018YN64 -- $6.88 4/25/2018 0 $103.82 USD BBB+ Baa1 A
0.00% $2595.13 Collateralized Mtge Obligation BSARM 2002-11 1A1 WM31 WC6.2 07384MSH6 -- $2.95 2/25/2033 2,591 $100.18 USD NR NR NR
0.00% $1988.55 Collateralized Mtge Obligation CMLTI 2008-AR4 1A1A WM37 WC2.858 144A 17314RAC9 -- $3.57 11/25/2038 1,987 $100.07 USD NR NR AAA
-0.98% $-11218.37 Currency EUROPEAN MONETARY UNION EURO EUR/USD -- $0.00 8/2/2017 -839,000 $0.87 EUR NR NR NR
-2.35% $-167799.07 Currency MEXICAN NUEVO PESO MXN/USD -- $0.00 8/8/2017 -40,812,767 $17.59 MXN NR NR NR
-2.53% $-19408.47 Currency CANADIAN DOLLAR CAD/USD -- $0.00 8/2/2017 -3,145,000 $1.26 CAD NR NR NR
-2.61% $-184140.00 Credit Default Swap CDX HY28 5Y -- -- $5.00 6/20/2022 2,400,000 $-7.64 USD NR NR NR
-2.62% $-115460.75 Currency AUSTRALIAN DOLLARS AUD/USD -- $0.00 8/2/2017 -3,266,000 $1.26 AUD NR NR NR
-3.04% $-8644.45 Currency JAPANESE YEN JPY/USD -- $0.00 8/2/2017 -335,900,000 $111.77 JPY NR NR NR
-4.03% $-3988436.00 Government U S TREASURY NOTE 912828XR6 -- $1.75 5/31/2022 -4,000,000 $99.70 USD GOVT GOVT GOVT
-9.81% $4812.50 Future FIN FUT US 10YR CBT 09/20/17 TYU7 -- $6.00 9/21/2017 -77 $126.05 USD NR NR NR
-9.82% $-215773.50 Credit Default Swap CDX IG26 5Y -- -- $1.00 6/20/2021 9,500,000 $-2.27 USD NR NR NR
-10.51% $1126.14 Future FIN FUT US 5YR CBT 09/29/17 FVU7 -- $6.00 9/30/2017 -88 $118.13 USD NR NR NR
-22.62% $-22366500.00 Reverse Repo U S TREASURY REV REPO -- -- $1.13 8/31/2017 -22,366,500 $100.00 USD NR NR NR
3.10% -- Other net assets (liabilities)1 -- -- -- -- -- -- Not Rated Not Rated Not Rated
1 Includes, but is not limited to, unsettled activity from creation/redemption transactions and portfolio security trades and accrued interest. It does not include the accrual of annual fund operating expenses after expense reimbursements.


The adjusted shares outstanding is 980,000. This includes any changes in shares outstanding due to creations or redemptions on the previous business day.

Legend:
% of Net Assets: Exposure in percentage terms relative to the net assets of the Fund for each position. For non-derivative holdings, market value of the Fund's holdings. For derivative positions excluding options, notional exposure of the position. For options, daily gain or loss of the position.
$ Market Value: For non-derivative holdings, market value of the Fund's positions in U.S. dollars. For derivative positions, daily gain or loss of the position or change in variation margin.
Description: Summary description of the position. For cleared swaps and listed options, this will include exchange or clearing information. For options, this includes the strike price. For total return swaps, this includes the initial levels for total return swaps. For credit default swaps, interest rate swaps and swaptions, this includes information on the underlying exposure such as tenor or currency.
Identifier: Unique identifier for the position which may be a CUSIP, ISIN, Sedol, exchange ticker, Markit RED code, or currency pair. Please note that certain positions such as OTC derivatives and some forwards may not have an identifier.
Underlying Identifier: Information on the underlying security or index referenced in a derivative contract.
Coupon Rate: Coupon rate of position. For credit default swaps or interest rate swaps, this is the rate for the fixed leg of the swap.
Maturity Date: Maturity date or expirary of the position.
Par Value/Quantity: For bonds this provides par value. For options and futures, this provides number of contracts. For credit default swaps, interest rate swaps and swaptions, this provides the amount of exposure. For total return swaps, this provides the number of units of the swap, which can be multiplied by the initial level or price to determine the amount of exposure.
Security Price: The price of the position as of the previous close. For credit default swaps, this price is the points up-front, priced in percentage of par. For options and futures, this is the price per contract. For currency pairs, this is the exchange rate. For total return swaps, this is the price or index level of the underlying security or index. For interest rate swaps and swaptions, this is the premium, quoted in percentage terms of the amount of exposure.
Currency: The currency of the position. Please note that Par Value is provided in the specified currency.
Credit quality: Ratings for each issue are obtained using ratings from Standard & Poor's (S&P), Moody's Investors Service, Fitch Ratings or other rating services. In the fund holdings, the credit rating for other net assets (liabilities) appears as "NL", not rated securities are indicated as "NR" and U.S. Treasury, U.S. Agency, U.S. Agency mortgage-backed securities and other Sovereign (foreign or domestic) securities appear under "GOVT". The credit quality of a particular security or group of securities does not ensure the stability or safety of the overall portfolio.