Page 1 of 23 - T. Rowe Price Malaysia Holdings 117,400 76,882 0.022% Atmos Energy 1,207 103,669...

T. Rowe Price Global Allocation Fund 12/31/2017

(Unaudited)

Portfolio of Investments

Investments in Securities Coupon % Maturity Shares/Par Value ($) % of Net Assets

21ST CENTURY FOX AMERICA 4.5 2/15/21 20,000 21,164 0.006%

21ST CENTURY FOX AMERICA 5.65 8/15/20 20,000 21,607 0.006%

3SBio 34,500 67,627 0.020%

58.com, ADR 1,968 140,850 0.041%

AAC Technologies Holdings 2,000 35,397 0.010%

Aalberts Industries 1,414 71,839 0.021%

ABB 8,169 218,801 0.064%

Abbott Laboratories 4,483 255,845 0.074%

ABBVIE INC 4.5 5/14/35 30,000 32,957 0.010%

Abcam 12,275 174,617 0.051%

Abn Amro 9,431 304,064 0.088%

Acacia Mining 557 1,480 0.000%

Acadia Realty Trust, REIT 1,009 27,606 0.008%

ACER 2015-2A A3 144A 1.93 3/11/19 25,692 25,689 0.007%

Acerinox 5,346 76,292 0.022%

ACTAVIS FUNDING SCS 3.45 3/15/22 45,000 45,677 0.013%

Activision Blizzard 509 32,230 0.009%

Ado Properties 714 36,139 0.010%

Advanced Process Systems 1,326 43,219 0.013%

Advantage Oil & Gas 800 3,437 0.001%

Aedas Homes SAU 2,384 87,529 0.025%

Aetna 6,184 1,115,532 0.324%

AFIN 2015-4 A4 2.01 7/20/20 20,000 19,994 0.006%

AfreecaTV 1,660 29,748 0.009%

AGCO 95 6,786 0.002%

Agilent Technologies 4,216 282,346 0.082%

AGILENT TECHNOLOGIES INC 3.88 7/15/23 65,000 67,393 0.020%

Agrium 74 8,510 0.002%

Ahlsell 9,873 63,562 0.018%

AHPT 2017-ATRM A 144A 2.41 11/15/19 150,000 150,000 0.044%

AHS HOSPITAL CORP 5.02 7/1/45 20,000 24,100 0.007%

AIA Group 159,800 1,359,203 0.395%

AIG GLOBAL FUNDING 144A 2.15 7/2/20 25,000 24,689 0.007%

Air Arabia 113,931 38,428 0.011%

Airbus 1,256 124,830 0.036%

AIR LEASE CORP 3.63 4/1/27 45,000 44,930 0.013%

Air Liquide 2,533 318,434 0.092%

Airports of Thailand 45,500 94,937 0.028%

Air Products & Chemicals 202 33,144 0.010%

Air Water 2,600 54,733 0.016%

Aisin Seiki 1,300 72,829 0.021%

Aixtron 9,446 130,565 0.038%

Akzo Nobel 2,133 187,160 0.054%

Alamos Gold 800 5,212 0.002%

Alaska Air Group 1,379 101,370 0.029%

Albemarle 20 2,558 0.001%

ALBERTA 2.2 7/26/22 130,000 128,135 0.037%

Alexander & Baldwin, REIT 211 5,853 0.002%

Alexandria Real Estate, REIT 213 27,816 0.008%

Alexion Pharmaceuticals 1,615 193,138 0.056%

Alfa Financial Software Holdings 9,064 65,640 0.019%

ALIBABA GROUP HOLDING 4 12/6/37 200,000 207,235 0.060%

Alibaba Group Holding, ADR 12,048 2,077,437 0.603%

Alimentation Couche-Tard 3,621 188,943 0.055%

Allergan 20 3,272 0.001%

ALLYA 2015-1 A4 1.75 5/15/20 25,000 24,962 0.007%

Alnylam Pharmaceuticals 361 45,865 0.013%

Alphabet Class A 353 371,850 0.108%

Alphabet Class C 1,519 1,589,482 0.462%

Alsea SAB de CV 9,500 31,086 0.009%

ALS Queensland 9,275 50,391 0.015%

Altice 6,841 71,738 0.021%

ALTRIA GROUP INC 4.75 5/5/21 20,000 21,429 0.006%

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Altus Group 2,500 73,449 0.021%

Alumina 11,303 21,301 0.006%

Amadeus IT 5,098 366,865 0.107%

Amazon.com 2,527 2,955,251 0.858%

AMAZON.COM INC 144A 2.8 8/22/24 50,000 49,836 0.014%

AMAZON.COM INC 144A 3.88 8/22/37 150,000 159,172 0.046%

Ambu 1,280 114,447 0.033%

AMCAR 2015-4 A3 1.7 7/8/20 22,791 22,774 0.007%

Amcor 31,611 378,773 0.110%

AMER AIRLN 14-1 A PTT 3.7 4/1/28 29,075 29,622 0.009%

AMER AIRLN 15-1 A PTT 3.38 11/1/28 30,753 30,771 0.009%

America Movil, ADR 4,300 73,745 0.021%

American Airlines 12,728 662,238 0.192%

AMERICAN CAMPUS CMNTYS 3.35 10/1/20 10,000 10,192 0.003%

American Campus Communities, REIT 762 31,265 0.009%

American Electric Power 6,289 462,682 0.134%

American Express 28 2,781 0.001%

AMERICAN EXPRESS CREDIT 2.2 3/3/20 95,000 94,682 0.027%

AMERICAN EXPRESS CREDIT 2.13 7/27/18 25,000 25,032 0.007%

American International Group 4,318 257,266 0.075%

AMERICAN INTL GROUP 3.3 3/1/21 70,000 71,181 0.021%

AMERICAN INTL GROUP 2.3 7/16/19 15,000 14,991 0.004%

American Tower, REIT 2,831 403,899 0.117%

Ameriprise Financial 521 88,294 0.026%

AmorePacific 405 53,321 0.015%

Amplifon 5,265 81,106 0.024%

Ams 967 87,602 0.025%

Analog Devices 12 1,068 0.000%

Andeavor 2,102 240,343 0.070%

Andritz 96 5,417 0.002%

Anglo American 620 12,895 0.004%

ANHEUSER-BUSCH INBEV FIN 2.65 2/1/21 75,000 75,364 0.022%



Anheuser-Busch InBev SA/NV 1,860 207,653 0.060%

Anhui Conch Cement 6,000 28,162 0.008%

Anhui Conch Cement 17,600 79,180 0.023%

Anthem 2,310 519,773 0.151%

ANTHEM INC 2.5 11/21/20 50,000 49,890 0.014%

ANTHEM INC 4.65 1/15/43 20,000 22,100 0.006%

Antofagasta 19,797 267,182 0.078%

AON PLC 3.88 12/15/25 25,000 26,079 0.008%

AON PLC 2.8 3/15/21 65,000 65,183 0.019%

Aperam 318 16,337 0.005%

APPALACHIAN POWER CO 4.45 6/1/45 40,000 44,521 0.013%

Apple 8,904 1,506,824 0.438%

APPLE INC 3.2 5/13/25 75,000 76,408 0.022%

APPLE INC 1 5/3/18 20,000 19,956 0.006%

Applied Materials 2,890 147,737 0.043%

Aptiv 358 30,369 0.009%

ARBYS 2015-1A A2 144A 4.97 10/30/45 98,000 99,621 0.029%

ARC Resources 800 9,387 0.003%

Aruhi 3,200 37,403 0.011%

Asahi Kasei 12,800 164,728 0.048%

Ascential 30,991 160,731 0.047%

Asics 6,400 101,727 0.030%

ASML Holding 80 13,906 0.004%

ASML Holding 1,888 328,245 0.095%

Aspen Pharmacare Holdings 4,073 91,297 0.027%

Astellas Pharma 51,800 658,029 0.191%

Astra International 178,100 108,789 0.032%

AstraZeneca, ADR 13,035 452,315 0.131%

Astro Malaysia Holdings 117,400 76,882 0.022%

Atmos Energy 1,207 103,669 0.030%

AT&T INC 5.8 2/15/19 65,000 67,468 0.020%

Aumann 548 41,892 0.012%

Aurubis 91 8,447 0.002%

Australia & New Zealand Banking 9,466 211,177 0.061%

Autoliv 918 117,015 0.034%

AUTOZONE INC 3.13 4/21/26 20,000 19,457 0.006%

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AUTOZONE INC 3.75 6/1/27 70,000 71,029 0.021%

AvalonBay Communities, REIT 571 101,872 0.030%

Avanza Holding Bank 1,328 55,680 0.016%

Aviva 17,388 118,592 0.034%

AXA 23,535 697,418 0.203%

Axalta Coating Systems 239 7,734 0.002%

Axiare Patrimonio Socimi 6,772 149,684 0.043%

Axis Bank 24,487 215,559 0.063%

Axis Bank, GDR 2,865 124,626 0.036%

B2Gold 4,400 13,582 0.004%

BAE Systems 12,221 94,423 0.027%

Baidu, ADR 1,527 357,639 0.104%

Baker Hughes A Ge 458 14,491 0.004%

Bakkavor 24,760 64,436 0.019%

Ball 5,502 208,251 0.060%

BALTIMORE GAS & ELECTRIC 3.35 7/1/23 25,000 25,485 0.007%

Banca Generali 1,851 61,508 0.018%

Banca Mediolanum 26,081 225,514 0.065%

BANCO BRADESCO SA-PREF 10,801 110,135 0.032%

Banco Santander Chile, ADR 4,154 129,896 0.038%

Bank Central Asia 244,800 394,971 0.115%

BANK OF AMERICA CORP 4.45 3/3/26 50,000 53,367 0.015%



Bank Of Ireland 10,594 90,270 0.026%

Bank of New York Mellon 7,110 382,945 0.111%

Bank of the Ryukyus 2,700 40,437 0.012%

Baozun, ADR 2,832 89,378 0.026%

Barclays, ADR 3,884 42,336 0.012%

Barclays Africa 10,111 148,121 0.043%

Baron de Ley 214 28,325 0.008%

BASF 1,450 158,966 0.046%

Bayer 9,608 1,193,921 0.347%

BB Seguridade Participacoes 24,714 212,059 0.062%

BBVA BANCOMER SA TEXAS 144A 4.38 4/10/24 150,000 156,750 0.046%

BDO Unibank 18,535 60,818 0.018%

BECTON DICKINSON AND CO 3.7 6/6/27 130,000 130,982 0.038%

BECTON DICKINSON AND CO CVT 6.125000 A 1,176 67,798 0.020%

Becton, Dickinson & Company 5,625 1,204,088 0.350%

Beiersdorf 785 92,028 0.027%

Benesse Holdings 5,500 193,511 0.056%

BERKSHIRE HATHAWAY INC 1.55 2/9/18 25,000 24,994 0.007%

BERKSHIRE HATHAWAY INC 2.75 3/15/23 35,000 35,228 0.010%

BHP Billiton 5,868 118,653 0.034%

BHP Billiton Limited 8,646 198,607 0.058%

Bid 2,037 49,509 0.014%

BIM Birlesik Magazalar 5,213 107,204 0.031%

Biogen 1,265 402,991 0.117%

BIOGEN INC 3.63 9/15/22 90,000 93,066 0.027%

BioMerieux 250 22,383 0.007%

Black Knight 2,632 116,203 0.034%

Blackstone Hedge Fund Solutions 29,822 32,594,123 9.466%

BMW 1,569 162,677 0.047%

BMWLT 2017-2 A3 2.07 10/20/20 30,000 29,917 0.009%

BNP Paribas 10,599 788,444 0.229%

BNP PARIBAS 2.7 8/20/18 25,000 25,093 0.007%

BOARDWALK PIPELINES LP 4.95 12/15/24 10,000 10,600 0.003%

Boeing 5,256 1,550,047 0.450%

Boliden 1,062 36,318 0.011%

Booz Allen Hamilton 4,708 179,516 0.052%

BORAL FINANCE PTY LTD 144A 3 11/1/22 10,000 9,909 0.003%

Boston Properties, REIT 383 49,801 0.014%

Boston Scientific 2,200 54,538 0.016%

BP 3,864 27,107 0.008%

BP, ADR 5,900 247,977 0.072%

BP CAPITAL MARKETS PLC 1.77 9/19/19 45,000 44,673 0.013%

BPCE SA 144A 4.5 3/15/25 200,000 208,936 0.061%

Brasil Brokers Participacoes 19,500 5,822 0.002%

Brenntag 850 53,587 0.016%

BRF 8,666 95,600 0.028%

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Bridgestone 1,600 74,052 0.022%

Britannia Industries 764 56,373 0.016%

British American Tobacco 16,834 1,137,958 0.331%

BRITISH COLUMBIA 2 10/23/22 15,000 14,706 0.004%

BRIXMOR OPERATING PART 3.9 3/15/27 25,000 24,705 0.007%

BRIXMOR OPERATING PART 3.88 8/15/22 20,000 20,458 0.006%

BR Malls Participacoes 26,347 101,120 0.029%

Broadcom 4,084 1,049,180 0.305%

BROADCOM CRP/CAYMN FI 144A 2.2 1/15/21 135,000 132,054 0.038%

BROADCOM CRP/CAYMN FI 144A 3 1/15/22 110,000 109,236 0.032%

Brunello Cucinelli 1,301 42,094 0.012%

BT Investment Management 6,462 56,717 0.016%

Bunge Limited 2,255 151,265 0.044%

Burberry 15,870 382,624 0.111%

BURLINGTN NORTH SANTA FE 3.05 9/1/22 65,000 65,975 0.019%

CAE 2,800 52,013 0.015%

Cairn Energy 1,854 5,343 0.002%

Cairn Homes 26,824 62,976 0.018%

Cal-Maine Foods 145 6,445 0.002%

Calyxt 60 1,322 0.000%

Camden Property Trust, REIT 464 42,716 0.012%

Canadian Natural Resources 3,120 111,446 0.032%

Canadian Natural Resources 7,641 273,058 0.079%

Canadian Pacific Railway 217 39,659 0.012%

Canadian Pacific Railway 1,027 187,638 0.054%

Canadian Real Estate Investment Trust 280 10,313 0.003%

Capcom 900 28,462 0.008%

Capita 26,117 141,113 0.041%

CapitaLand Mall Trust 10,500 16,705 0.005%

Carlisle Companies 47 5,342 0.002%

CARMX 2015-4 A3 1.56 11/16/20 80,690 80,453 0.023%

CARMX 2017-4 A3 2.11 10/17/22 20,000 19,899 0.006%

CAS 2016-C07 2M1 2.85 5/25/29 31,399 31,596 0.009%

CA ST TXBLE BUILD AMERICA 7.63 3/1/40 35,000 54,756 0.016%

Catcher Technology 13,000 142,450 0.041%

Caterpillar 486 76,584 0.022%

CATHOLIC HEALTH INITIATI 2.95 11/1/22 25,000 24,761 0.007%

CA UNIV REVS BUILD AMERICA 5.77 5/15/43 15,000 19,619 0.006%

Cboe Global Markets 2,039 254,039 0.074%

CC HOLDINGS GS V LLC/CRO 3.85 4/15/23 25,000 25,801 0.007%

CD 2016-CD2 A4 3.53 11/10/49 55,000 56,753 0.016%

Celgene 443 46,231 0.013%

CELGENE CORP 3.55 8/15/22 50,000 51,340 0.015%

CELULOSA ARAUCO CONSTITU 144A 5.5 11/2/47 250,000 260,625 0.076%

Centamin 9,450 20,128 0.006%

Centene 1,315 132,657 0.039%

Centennial Resource Development 666 13,187 0.004%

Centerra Gold 643 3,294 0.001%

Central Japan Railway 700 125,272 0.036%

CF Industries 5,203 221,336 0.064%

CGCMT 2014-GC19 A1 1.2 3/10/47 491 491 0.000%

CGCMT 2015-GC33 A4 3.78 9/10/58 25,000 26,204 0.008%

CGCMT 2017-P7 AS 3.92 4/14/50 100,000 103,303 0.030%

Challenger Ltd/Australia 14,799 161,390 0.047%

Charles Schwab 1,502 77,158 0.022%

CHARTER COMM OPT LLC/CAP WI 4.91 7/23/25 50,000 52,886 0.015%

Charter Communications 973 326,889 0.095%

Charter Hall Retail REIT 3,645 11,813 0.003%

Chevron 3,079 385,460 0.112%

China Lodging, ADR 697 100,668 0.029%

China Longyuan Power 180,000 127,814 0.037%

China Mengniu Dairy 98,000 291,113 0.085%

China Overseas Land & Investment 46,000 147,655 0.043%

Chow Sang Sang Holdings International 18,000 43,420 0.013%

Chubb 4,668 682,135 0.198%

Chugai Pharmaceutical 3,300 168,659 0.049%

Cie Automotive 1,765 51,154 0.015%

Cigna 1,115 226,445 0.066%

Cimarex Energy 58 7,077 0.002%

Cineworld 6,807 55,083 0.016%

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Cintas 185 28,829 0.008%

Cisco Systems 8,512 326,010 0.095%

Citigroup 11,444 851,548 0.247%

CITIGROUP INC 3.89 1/10/28 125,000 128,768 0.037%

CITIGROUP INC 2.15 7/30/18 75,000 75,113 0.022%

CITIGROUP INC 4.45 9/29/27 70,000 73,820 0.021%

CK Asset Holdings 26,656 232,365 0.067%

CK Hutchison Holdings 69,916 876,068 0.254%

Clicks Group 3,802 55,548 0.016%

Close Brothers 1,141 22,293 0.006%

CMS ENERGY CORP 4.88 3/1/44 25,000 29,183 0.008%

CNA FINANCIAL CORP 3.95 5/15/24 90,000 93,539 0.027%

CNA FINANCIAL CORP 5.88 8/15/20 25,000 26,946 0.008%

CNH 2017-C A3 2.08 2/15/23 40,000 39,823 0.012%

CNOOC 99,000 142,126 0.041%

Cobham 75,517 128,490 0.037%

Coca-Cola Bottlers Japan 1,700 62,031 0.018%

Cochlear 666 88,780 0.026%

Coherent 234 66,039 0.019%

Colgate-Palmolive 1,108 83,599 0.024%

COLUMBIA PIPELINE GROUP 3.3 6/1/20 40,000 40,482 0.012%

Comcast 2,557 102,408 0.030%

COMM 2014-CR20 A1 1.32 11/10/47 4,380 4,353 0.001%

COMM 2014-LC15 B 4.6 4/10/47 45,000 46,730 0.014%

COMM 2014-UBS2 A1 1.3 3/10/47 10,241 10,209 0.003%

COMM 2014-UBS5 A1 1.37 9/10/47 1,185 1,184 0.000%

COMM 2015-CR24 A5 3.7 8/10/48 40,000 41,775 0.012%

COMM 2015-LC21 A4 3.71 7/10/48 60,000 62,637 0.018%

COMM 2015-LC23 A4 3.77 10/10/48 100,000 104,831 0.030%

Commerzbank 14,666 218,777 0.064%

Compass Group 7,076 152,574 0.044%

Computer Modelling 1,440 10,998 0.003%

Concentradora Fibra Danhos 23,000 35,771 0.010%

Concho Resources 216 32,448 0.009%

CONCHO RESOURCES INC 3.75 10/1/27 25,000 25,250 0.007%

Constellation Brands 174 39,771 0.012%

Continental Resources 204 10,806 0.003%

ConvaTec 56,381 155,461 0.045%

Cooper Companies 1,806 393,491 0.114%

Corbion 191 6,187 0.002%

CoStar Group 15 4,454 0.001%

Costco Wholesale 16 2,978 0.001%

Covestro 859 88,448 0.026%

CP ALL 153,200 361,964 0.105%

Credicorp 730 151,424 0.044%

Credit Saison 8,900 161,618 0.047%

Crew Energy 714 1,789 0.001%

Croda International 189 11,267 0.003%

Crown Castle International, REIT 6,844 759,752 0.221%

CROWN CASTLE INTL CORP 4.75 5/15/47 30,000 31,548 0.009%

CROWN CASTLE INTL CORP 3.7 6/15/26 40,000 39,929 0.012%

CSL 650 71,431 0.021%

CSPC Pharmaceutical 74,000 149,082 0.043%

CSX 1,001 55,065 0.016%

Ctrip.com International, ADR 5,986 263,983 0.077%

CubeSmart, REIT 263 7,606 0.002%

CVS Health 2,863 207,568 0.060%

CVS HEALTH CORP 3.5 7/20/22 40,000 40,597 0.012%

CyberAgent 4,600 179,274 0.052%

Cyient 8,095 74,810 0.022%

DAIMLER FINANCE NA LLC 144A 2.3 2/12/21 150,000 148,788 0.043%

Daio Paper 4,900 64,729 0.019%

Danaher 6,368 591,078 0.172%

DANAHER CORP 2.4 9/15/20 40,000 40,073 0.012%

Danone 1,290 108,090 0.031%

Danske Bank 3,675 143,038 0.042%

Dassault Aviation 207 321,858 0.093%

DBS Group 11,300 209,008 0.061%

DCC 2,320 233,478 0.068%

DCP MIDSTREAM OPERATING 3.88 3/15/23 25,000 24,813 0.007%

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DCT Industrial Trust, REIT 746 43,850 0.013%

Delek US Holdings 127 4,437 0.001%

DELPHI CORP 4.15 3/15/24 15,000 15,869 0.005%

Delta Air Lines 7,825 438,200 0.127%

DELTA AIRLINES 2015B 4.25 1/30/25 34,710 35,784 0.010%

DELTA AIR LINES INC 2.88 3/13/20 125,000 125,622 0.036%

Denka 1,900 75,818 0.022%

DENVER COLO PUB SCHS SER B 4.24 12/15/37 15,000 15,921 0.005%

Derwent London 403 16,956 0.005%

Descartes Systems 2,010 57,150 0.017%

Despegar.com 396 10,882 0.003%

Detour Gold 353 4,151 0.001%

Devon Energy 1,276 52,826 0.015%

Diageo 5,690 208,563 0.061%

Diamondback Energy 168 21,210 0.006%

DIC 6,500 244,535 0.071%

Direct Line Insurance 72,103 371,027 0.108%

DIRTT Environmental Solutions 13,267 71,137 0.021%

Disco 300 66,492 0.019%

DISCOVER FINANCIAL SVS 3.75 3/4/25 15,000 15,089 0.004%

Dish TV India 37,943 48,517 0.014%

Dixons Carphone 23,150 62,104 0.018%

DKSH Holding 875 76,547 0.022%

DNB 21,041 389,499 0.113%

DNKN 2015-1A A2II 144A 3.98 2/20/45 48,625 49,632 0.014%

DNKN 2017-1A A2I 144A 3.63 11/20/47 50,000 50,326 0.015%

Dollar General 969 90,127 0.026%

Dometic 6,342 64,593 0.019%

DOMINION ENERGY INC 2.58 7/1/20 30,000 29,986 0.009%

DOMINION RESOURCES INC 2.5 12/1/19 20,000 20,051 0.006%

Douglas Emmett, REIT 1,467 60,235 0.017%

Douzone Bizon 1,676 52,015 0.015%

DowDuPont 5,867 417,848 0.121%

Downer EDI 32,961 177,320 0.051%

DP World 6,869 171,649 0.050%

Dril-Quip 50 2,385 0.001%

DROT 2015-2 A 144A 2.99 5/22/28 28,204 28,068 0.008%

DTE Energy 2,060 225,488 0.065%

DTE ENERGY CO CVT 6.5% 10/19 70 3,815 0.001%

Dufry 561 83,275 0.024%

DUKE ENERGY CORP 2.1 6/15/18 25,000 25,027 0.007%

Dundee Precious Metals 1,200 2,864 0.001%

DXC TECHNOLOGY CO 2.88 3/27/20 45,000 45,179 0.013%

EastGroup Properties, REIT 124 10,959 0.003%

EATON VANCE CORP 3.63 6/15/23 15,000 15,474 0.004%

Ebiquity 13,433 19,270 0.006%

ECOLAB INC 144A 3.25 12/1/27 65,000 65,029 0.019%

ECOPETROL SA 4.25 9/18/18 25,000 25,288 0.007%

Edenred 1,834 53,094 0.015%

Edita Food Industries SAE, GDR 1,078 5,810 0.002%

Edita Food Industries SAE, GDR 2,522 13,567 0.004%

Eiken Chemical 1,500 71,633 0.021%

Electric Power development 6,800 182,917 0.053%

Electronic Arts 3,193 335,457 0.097%

Elekta 14,284 117,948 0.034%

Element Fleet Management 22,700 171,559 0.050%

Emaar Malls PJSC 48,799 28,262 0.008%

Emaar Properties 61,124 115,604 0.034%

Empire 5,200 101,311 0.029%

ENBRIDGE ENERGY PARTNERS 5.2 3/15/20 25,000 26,233 0.008%

ENBRIDGE INC 6 1/15/77 35,000 36,444 0.011%

Encana 3,050 40,657 0.012%

Energias do Brasil 52,536 221,886 0.064%

Engie 11,430 196,499 0.057%

ENLINK MIDSTREAM PARTNER 2.7 4/1/19 5,000 4,996 0.001%

Entergy 1,698 138,200 0.040%

EOG Resources 5,264 568,038 0.165%

E.ON 5,723 62,015 0.018%

EPAM Systems 1,218 130,850 0.038%

Equifax 1,277 150,584 0.044%

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Equinix, REIT 121 54,840 0.016%

Equity Residential, REIT 1,603 102,223 0.030%

ERAC USA FINANCE LLC 144A 2.8 11/1/18 5,000 5,026 0.001%

Erste Group Bank 16,824 729,078 0.212%

Escorts 5,593 68,856 0.020%

Essex Property Trust, REIT 268 64,687 0.019%

Essity 10,798 306,856 0.089%

Eurofins Scientific 155 94,211 0.027%

EUROPEAN INVESTMENT BANK 1.63 12/15/20 65,000 64,031 0.019%

Eutelsat Communications 7,131 165,101 0.048%

Eversource Energy 5,032 317,922 0.092%

Evolution Mining 15,478 32,052 0.009%

Exelon 2,565 101,087 0.029%

EXELON GENERATION CO LLC 5.2 10/1/19 25,000 26,095 0.008%

EXELON GENERATION CO LLC 2.95 1/15/20 10,000 10,101 0.003%

EXPEDIA INC 5 2/15/26 35,000 37,418 0.011%

Experian 11,032 243,175 0.071%

Express Scripts Holding 1,055 78,745 0.023%

EXPRESS SCRIPTS HOLDING 2.6 11/30/20 145,000 144,801 0.042%

ExxonMobil 437 36,551 0.011%

Ezaki Glico 4,100 204,504 0.059%

Facebook 10,372 1,830,243 0.532%

FANNIE MAE 1.25 8/17/21 175,000 169,559 0.049%

FEDERAL HOME LOAN BANK 1.38 5/28/19 75,000 74,483 0.022%

FEDERAL HOME LOAN BANK 1 9/26/19 200,000 196,873 0.057%

FEDERAL REALTY INVESTMEN 2.55 1/15/21 60,000 59,870 0.017%

Federal Realty Investment Trust, REIT 278 36,921 0.011%

FedEx 26 6,488 0.002%

Ferrari 491 51,476 0.015%

Ferrexpo 1,477 5,832 0.002%

FHMS 2014K 36 A1 2.78 4/25/23 17,021 17,213 0.005%

FHMS K068 A1 2.95 2/25/27 34,845 35,350 0.010%

FHMS K713 A1 1.67 9/25/19 8,367 8,355 0.002%

FHMS K716 A1 2.41 1/25/21 5,964 5,984 0.002%

Fibra Uno Administracion 47,700 70,571 0.020%

Fidelity National Information 2,866 269,662 0.078%

Fifth Third Bancorp 11,629 352,824 0.102%

FIFTH THIRD BANCORP 4.3 1/16/24 65,000 68,691 0.020%

FinecoBank Banca Fineco 8,516 86,988 0.025%

First derivatives 1,280 72,097 0.021%

FIRSTENERGY CORP 7.38 11/15/31 60,000 80,512 0.023%

FIRSTENERGY TRANSMISSION 144A 4.35 1/15/25 65,000 68,482 0.020%

First Majestic Silver 447 3,016 0.001%

First Quantum Minerals 1,882 26,366 0.008%

FirstRand 60,118 325,455 0.095%

First Republic Bank 46 3,985 0.001%

Fiserv 2,448 321,006 0.093%

Fisher & Paykel Healthcare 13,299 134,926 0.039%

FleetCor Technologies 2,078 399,870 0.116%

FL HURRICANE CATASTROPHE FD SR A 2.11 7/1/18 20,000 20,007 0.006%

FLORIDA GAS TRANSMISSION 144A 3.88 7/15/22 20,000 20,707 0.006%

FLORIDA GAS TRANSMISSION 144A 4.35 7/15/25 15,000 16,018 0.005%

FL ST BRD OF ADMIN FIN CORP TXBL SER A 2.64 7/1/21 45,000 45,046 0.013%

Flybe 27,755 11,752 0.003%

Fortive 1,656 119,812 0.035%

Fortuna Silver Mines 1,777 9,274 0.003%

Fortune Brands Home & Security 4,800 328,512 0.095%

Franco-Nevada 1,954 156,222 0.045%

Franco-Nevada 842 67,293 0.020%

Frank's International 300 1,995 0.001%

FREDDIE MAC 0.75 1/12/18 50,000 49,992 0.015%

Fresenius 7,724 600,709 0.174%

Fresnillo 4,311 82,831 0.024%

Fufeng 84,000 54,784 0.016%

Fujitec 6,300 90,866 0.026%

Fujitsu General 14,200 311,291 0.090%

Fukuoka Financial 14,000 78,340 0.023%

GALC 2017-1 A3 144A 2.06 6/22/20 100,000 99,722 0.029%

Galp Energia 727 13,357 0.004%

Gam Holding 5,829 94,055 0.027%

of 23

Gas Natural 11,533 266,164 0.077%

GATX CORP 2.6 3/30/20 5,000 4,996 0.001%

GCP Applied Technologies 190 6,061 0.002%

GEA Group 5,206 249,077 0.072%

Gecina 1,615 298,206 0.087%

GENERAL ELEC CAP CORP 2.2 1/9/20 60,000 59,790 0.017%

GENERAL ELEC CAP CORP 1.63 4/2/18 50,000 49,997 0.015%

GENERAL MOTORS CO 4 4/1/25 55,000 56,374 0.016%

GENERAL MOTORS FINL CO 3.1 1/15/19 45,000 45,286 0.013%

GENERAL MOTORS FINL CO 3.15 1/15/20 20,000 20,197 0.006%

Genus 1,561 53,372 0.016%

GEORGE WASHINGTON UNIVER 4.3 9/15/44 15,000 16,241 0.005%

Georgia Healthcare 11,011 52,581 0.015%

GEORGIA POWER CO 2 9/8/20 185,000 183,900 0.053%

Getinge 7,695 111,583 0.032%

GGP, REIT 3,305 77,304 0.022%

Gilead Sciences 4,510 323,096 0.094%

GILEAD SCIENCES INC 3.25 9/1/22 20,000 20,509 0.006%

GILEAD SCIENCES INC 1.85 9/20/19 45,000 44,815 0.013%

Gima TT 2,622 52,255 0.015%

GKN 19,510 83,899 0.024%

GlaxoSmithKline 3,960 70,128 0.020%

GlaxoSmithKline, ADR 14,562 516,514 0.150%

Glencore 9,181 48,053 0.014%

Global Payments 1,376 137,930 0.040%

GN Store Nord 8,064 260,443 0.076%

GOLDCORP INC 2.13 3/15/18 25,000 25,013 0.007%

GOLDMAN SACHS 7.5 2/15/19 20,000 21,143 0.006%

GOLDMAN SACHS GROUP INC 3.85 1/26/27 115,000 117,850 0.034%

GOLDMAN SACHS GROUP INC 3 4/26/22 125,000 125,499 0.036%



GOLDMAN SACHS GRP INC 6.75 10/1/37 10,000 13,390 0.004%

Granges 1,084 11,117 0.003%

Great Portland Estates 9,653 89,587 0.026%

Gree Electric Appliances Inc of Zhuhai 42,800 287,069 0.083%

Grifols 2,622 76,665 0.022%

Grifols, ADR 16,106 369,150 0.107%

Grupo Aeroportuario del Sureste, ADR 109 19,894 0.006%

Grupo Aval Acciones y Valores, ADR 4,350 36,975 0.011%

Grupo Financiero Santander Mexico, ADR 23,100 168,861 0.049%

Grupo Mexico 8,875 29,307 0.009%

GSMS 2014-GC24 A1 1.51 9/10/47 17,441 17,358 0.005%

GSMS 2015-GC32 A4 3.76 7/10/48 25,000 26,271 0.008%

GT Capital Holdings 2,050 53,032 0.015%

Guidewire Software 1,278 94,904 0.028%

Guyana Goldfields 600 2,425 0.001%

Haier Electronics 30,000 81,773 0.024%

Halliburton 140 6,842 0.002%

Hamamatsu Photonics KK 1,600 53,665 0.016%

Hang Lung Properties 4,000 9,744 0.003%

Hangzhou Hikvision Digital Technology 8,800 52,627 0.015%

Hangzhou Robam Appliances 12,690 93,661 0.027%

Hannover Rueck 608 76,282 0.022%

Hanssem 307 51,558 0.015%

Hanwa 1,800 83,073 0.024%

Hanwha Techwin 2,329 77,318 0.022%

Harris 2,202 311,913 0.091%

HARRIS CORPORATION 4.85 4/27/35 50,000 55,807 0.016%

HCA Healthcare 5,630 494,539 0.144%

HDFC Bank 2,712 80,470 0.023%

HDFC Standard Life Insurance 1,495 9,015 0.003%

HD Supply Holdings 2,797 111,964 0.033%

HEALTHCARE REALTY TRUST 3.63 1/15/28 30,000 29,676 0.009%

Healthcare Realty Trust, REIT 931 29,904 0.009%

Helix Energy Solutions Group 700 5,278 0.002%

Hengan International Group 15,000 166,080 0.048%

HENKEL AG & CO KGAA PREF 47 6,207 0.002%

Hexagon 6,049 303,443 0.088%

Hexaware Technologies 12,547 66,563 0.019%

of 23

Highland Gold Mining 629 1,449 0.000%

Highwoods Properties, REIT 213 10,844 0.003%

Hikari Tsushin 600 86,145 0.025%

Hilton Worldwide Holdings 1,163 92,877 0.027%

Hindustan Zinc 1,881 9,074 0.003%

HIS 1,100 39,825 0.012%

Hitachi Metals 18,900 270,318 0.079%

HollyFrontier 194 9,937 0.003%

Hologic 5,243 224,138 0.065%

Home Depot 1,711 324,286 0.094%

Honda Motor 14,400 491,436 0.143%

Honeywell International 4,308 660,675 0.192%

Hongkong Land Holdings 27,300 192,024 0.056%

Horiba 1,000 60,205 0.017%

Hoshino Resorts REIT 16 77,655 0.023%

Host Hotels & Resorts, REIT 903 17,925 0.005%

Housing Development Finance 19,025 509,494 0.148%

HOWARD HUGHES MEDICAL IN 3.5 9/1/23 20,000 20,659 0.006%

HP ENTERPRISE CO 144A 2.1 10/4/19 50,000 49,639 0.014%

HSBC Holdings 16,737 172,861 0.050%

HSBC HOLDINGS PLC 5.1 4/5/21 20,000 21,476 0.006%

Huaneng Renewables 108,000 36,562 0.011%

Hudson Pacific Properties, REIT 599 20,516 0.006%

Hufvudstaden 611 9,785 0.003%

Huhtamaki 1,167 48,984 0.014%

Humana 510 126,516 0.037%

HUMANA INC 2.63 10/1/19 25,000 25,039 0.007%

Huntsworth 19,637 21,530 0.006%

HYATT HOTELS CORP 3.38 7/15/23 30,000 30,608 0.009%

Hysan Development 3,000 15,899 0.005%

HYUNDAI CAPITAL AMERICA 144A 2.55 2/6/19 20,000 19,965 0.006%

Hyundai Mobis 396 97,302 0.028%

Iberdrola 30,458 235,784 0.068%

ICICI Bank 10,069 49,388 0.014%

ICICI Bank, ADR 4,752 46,237 0.013%

IDEC 1,100 26,162 0.008%

Iguatemi Empresa de Shopping Centers 5,100 60,498 0.018%

IHS Markit 115 5,192 0.002%

Illumina 35 7,647 0.002%

Imcd 1,381 86,840 0.025%

Incitec Pivot 58,276 176,580 0.051%

Incyte 657 62,224 0.018%

Independence 36,086 133,155 0.039%

Indra Sistemas 13,001 177,772 0.052%

Infosys 12,782 207,592 0.060%

Infosys, ADR 6,800 110,296 0.032%

ING Groep 24,856 456,275 0.133%

Inmobiliaria Colonial SocimiSA 1,372 13,620 0.004%

Inpex 9,900 123,216 0.036%

Integrated Diagnostics Holdings 8,917 41,500 0.012%

Intercontinental Exchange 7,296 514,806 0.150%

INTERCONTINENTALEXCHANGE 2.5 10/15/18 5,000 5,020 0.001%

INTERCONTINENTALEXCHANGE 3.75 12/1/25 75,000 78,698 0.023%

Intermediate Capital 7,071 109,182 0.032%

International Paper 7,730 447,876 0.130%

INTERNATIONAL PAPER CO 5 9/15/35 35,000 39,583 0.011%

INTERPUBLIC GROUP COS 4 3/15/22 55,000 56,857 0.017%

Intertrust 2,203 41,318 0.012%

Intesa Sanpaolo 49,413 163,945 0.048%

Intuit 3,919 618,340 0.180%

Intuitive Surgical 1,219 444,862 0.129%

Investec 22,946 165,217 0.048%

Inwido 2,405 24,525 0.007%

IP 18,406 35,209 0.010%

IQE 101,665 187,985 0.055%

Italgas 1,382 8,433 0.002%

ITAU UNIBANCO HOLDING SA PREF 30,564 391,943 0.114%

ITC HOLDINGS CORP 144A 2.7 11/15/22 95,000 94,677 0.027%

Jacobs Engineering Group 60 3,958 0.001%

Jagged Peak Energy 360 5,681 0.002%

of 23

Japan Securities Finance 5,800 32,788 0.010%

Japan Tobacco 13,600 437,963 0.127%

Jardine Matheson Holdings 4,200 254,824 0.074%

JBG SMITH Properties, REIT 623 21,637 0.006%

JB HUNT TRANSPRT SVCS 2.4 3/15/19 5,000 5,005 0.001%

JFE Holdings 5,000 119,487 0.035%

JIMMY 2017-1A A2I 144A 3.61 7/30/47 24,938 25,034 0.007%

JOBSOHIO BEV SYS LIQ PROFIT SR B 3.99 1/1/29 15,000 15,902 0.005%

Johnson Controls International 11,373 433,425 0.126%

Johnson & Johnson 2,407 336,306 0.098%

Johnson Matthey 2,408 99,784 0.029%

JPMBB 2014-C22 A1 1.45 9/15/47 3,477 3,463 0.001%

JPMBB 2014-C23 A1 1.65 9/15/47 8,230 8,208 0.002%

JPMBB 2015-C30 A5 3.82 7/15/48 65,000 68,261 0.020%

JPMBB 2015-C31 A3 3.8 8/15/48 50,000 52,384 0.015%

JPMorgan Chase 22,025 2,355,354 0.684%

JPMORGAN CHASE & CO 3.38 5/1/23 90,000 91,505 0.027%




JSR 1,200 23,573 0.007%

Julius Baer 3,982 243,508 0.071%

Just Eat 12,090 127,165 0.037%

Kaiser Aluminum 40 4,274 0.001%

Kakaku.com 6,900 116,477 0.034%

Kansai Paint 3,400 88,227 0.026%

Kansas City Southern 625 65,763 0.019%

KANSAS CITY SOUTHERN 4.3 5/15/43 25,000 25,931 0.008%

KBC 1,187 101,148 0.029%

Kelt Exploration 860 4,919 0.001%

Kendrion 1,097 52,876 0.015%

KENTUCKY UTILITIES CO 4.38 10/1/45 65,000 72,521 0.021%

Kering 346 162,872 0.047%

KeyCorp 19,927 401,928 0.117%

KEYCORP 2.9 9/15/20 40,000 40,342 0.012%

Keysight Technologies 5,061 210,538 0.061%

KEYSIGHT TECHNOLOGIES 3.3 10/30/19 25,000 25,263 0.007%

Keywords Studios 2,895 62,365 0.018%

KILROY REALTY LP 4.38 10/1/25 15,000 15,743 0.005%

KILROY REALTY LP 3.45 12/15/24 40,000 39,890 0.012%

KILROY REALTY LP 4.25 8/15/29 25,000 25,776 0.007%

Kilroy Realty, REIT 472 35,235 0.010%

KIMCO REALTY CORP 3.4 11/1/22 20,000 20,397 0.006%

Kimco Realty, REIT 1,146 20,800 0.006%

Kingfisher 96,724 441,645 0.128%

Kirin Holdings 5,900 148,688 0.043%

Kirkland Lake Gold 1,303 19,975 0.006%

Klepierre 183 8,044 0.002%

Klondex Mines 3,600 9,337 0.003%

Koito Manufacturing 4,300 301,057 0.087%

Konecranes 1,170 53,550 0.016%

Koninklijke Ahold Delhaize 2,638 57,991 0.017%

Koninklijke DSM 2,626 250,846 0.073%

Koninklijke Philips 7,131 269,257 0.078%

Koninklijke Volkerwessels 1,505 42,859 0.012%

Koninklijke Vopak 301 13,185 0.004%

Korean Reinsurance 3,192 32,793 0.010%

Kosmos Energy 1,300 8,905 0.003%

Krones 47 6,433 0.002%

KT 3,310 99,226 0.029%

KT, ADR 6,657 103,916 0.030%

KT&G 1,300 140,071 0.041%

Kusuri no Aoki Holdings 300 15,873 0.005%

Kweichow Moutai 2,430 260,081 0.076%

Kyocera 2,700 176,275 0.051%

Laboratorios Farmaceuticos Rovi 2,619 49,121 0.014%

Labrador Iron Ore Royalty Corp 298 6,448 0.002%

L A CA DEPT ARPTS BAB TXB SUB SR C 7.05 5/15/40 15,000 21,583 0.006%

Lam Research 89 16,382 0.005%

Largan Precision 3,000 402,694 0.117%

of 23

L Brands 2,618 157,656 0.046%

LEENO Industrial 690 37,003 0.011%

Legrand 2,085 160,293 0.047%

Lennar 3,536 223,617 0.065%

Leonardo 12,928 153,626 0.045%

Leoni 656 48,879 0.014%

LG Household & Health Care 402 446,238 0.130%

Liberty Global 7,673 275,000 0.080%

Liberty Global 4,364 147,678 0.043%

Liberty Global Plc LiLAC 4,970 98,853 0.029%

LIBERTY MUTUAL GROUP INC 144A 4.25 6/15/23 10,000 10,509 0.003%

LIBERTY MUTUAL GROUP INC 144A 4.85 8/1/44 20,000 22,161 0.006%

Liberty SiriusXM 4,631 183,665 0.053%

Lindab International 4,357 36,238 0.011%

Linde 582 136,458 0.040%

LivaNova 2,408 192,447 0.056%

Lloyds Banking Group 577,336 529,407 0.154%

LM Ericsson 25,343 167,257 0.049%

LOCKHEED MARTIN CORP 4.7 5/15/46 75,000 87,175 0.025%

Lojas Renner 32,175 343,931 0.100%

Loma Negra Cia Industrial Argentina, ADR 1,035 23,846 0.007%

London Stock Exchange 1,189 60,814 0.018%

Lonking Holdings 186,000 81,359 0.024%

L'Oreal 891 197,429 0.057%

Lowe's 42 3,903 0.001%

Lucara Diamond 4,219 9,432 0.003%

Lundin Mining 3,505 23,311 0.007%

Lundin Petroleum 258 5,906 0.002%

Luthai Textile 40,700 44,268 0.013%

Mabuchi Motor 1,200 64,865 0.019%

Macerich Company, REIT 820 53,858 0.016%

Macquarie Group 1,809 139,917 0.041%

Maersk 15 26,145 0.008%

Magna International 13,435 761,361 0.221%

Magnit, GDR 3,544 96,455 0.028%

Mail.Ru, GDR 5,237 150,347 0.044%

Majestic Wine 8,377 50,577 0.015%

Marathon Petroleum 4,439 292,885 0.085%

MARCOPOLO SA-PREF 73,200 88,080 0.026%

Marriott 2,650 359,685 0.104%

Marsh & McLennan 6,165 501,769 0.146%

MARSH & MCLENNAN COS INC 4.35 1/30/47 10,000 11,088 0.003%

MARSH & MCLENNAN COS INC 3.3 3/14/23 10,000 10,170 0.003%

Martin Marietta Materials 32 7,073 0.002%

Maruti Suzuki India 716 109,089 0.032%

MASSMUTUAL GLOBAL FUNDIN 144A 1.95 9/22/20 200,000 197,855 0.057%

MasterCard 7,622 1,153,666 0.335%

Matador Resources 206 6,413 0.002%

Matahari Department Store 27,900 20,496 0.006%

Mayora Indah 311,125 46,324 0.013%

McDonald's 573 98,625 0.029%

MCKESSON CORP 1.4 3/15/18 25,000 24,990 0.007%

MD ST HHEFA UNI MD MED SYS SR B 4.67 7/1/36 20,000 21,152 0.006%

MEAD JOHNSON NUTRITION C 4.13 11/15/25 110,000 117,067 0.034%

Medtronic 6,668 538,441 0.156%

MEDTRONIC GLOBAL HLDINGS 1.7 3/28/19 130,000 129,441 0.038%

Meggitt 52,038 337,902 0.098%

MercadoLibre 810 254,875 0.074%

Merck 1,628 174,744 0.051%

Merck 14,391 809,782 0.235%

MERRILL LYNCH & CO 6.88 4/25/18 25,000 25,374 0.007%

METAWATER 2,200 56,926 0.017%

MetLife 2,659 134,439 0.039%

MET LIFE GLOB FUNDING I 144A 2.05 6/12/20 150,000 148,449 0.043%

METRO TRANS NY BUILD AMERICA 5.87 11/15/39 15,000 19,331 0.006%

MGM Growth Properties, REIT 1,615 47,077 0.014%

MGM Resorts International 3,073 102,607 0.030%

Microchip Technology 622 54,661 0.016%

Microsoft 43,250 3,699,605 1.074%

MICROSOFT CORP 4.2 11/3/35 90,000 101,843 0.030%

of 23

MIDAMERICAN ENERGY HLDGS 5.15 11/15/43 25,000 30,032 0.009%

Miraca Holdings 4,000 170,620 0.050%

Mitsubishi Corporation 4,900 135,112 0.039%

Mitsubishi Electric 38,700 641,359 0.186%

Mitsubishi Estate 1,200 20,836 0.006%

Mitsubishi Estate Logistics REIT Invmnt 4 9,717 0.003%

Mitsubishi Motors 26,000 187,046 0.054%

Mitsubishi UFJ Financial 73,400 534,203 0.155%

Mitsubishi UFJ Lease & Finance 27,700 164,407 0.048%

Mitsui Fudosan 5,900 131,956 0.038%

Mitsui Fudosan Logistics Park 15 47,650 0.014%

Miura 2,100 56,378 0.016%

MMAF 2017-B A3 144A 2.21 10/17/22 100,000 99,548 0.029%

MMC Norilsk Nickel, ADR 12,502 233,285 0.068%

Moncler 6,005 187,701 0.055%

Monster Beverage 211 13,354 0.004%

Morgan Stanley 21,509 1,128,577 0.328%

MORGAN STANLEY 4.3 1/27/45 45,000 48,264 0.014%

MORGAN STANLEY 2.13 4/25/18 90,000 90,043 0.026%

MORGAN STANLEY 3.97 7/22/38 135,000 138,817 0.040%

Mori Hills REIT Investment 39 47,134 0.014%

Mr Price 4,048 79,833 0.023%

MSBAM 2013-C9 A4 3.1 5/15/46 20,000 20,297 0.006%

MSBAM 2014-C17 B 4.46 8/15/47 20,000 20,709 0.006%

MSBAM 2014-C18 A1 1.69 10/15/47 5,160 5,154 0.001%

MSBAM 2015-C24 AS 4.04 5/15/48 35,000 36,289 0.011%

MSBAM 2015-C27 A4 3.75 12/15/47 85,000 89,122 0.026%

Mueller Water Products 364 4,561 0.001%

Multiplan Empreendimentos Imobiliarios 2,409 51,502 0.015%

Munich Re 2,855 616,537 0.179%

Murata Manufacturing 1,000 133,888 0.039%

Musashi Seimitsu Industry 2,600 82,715 0.024%

Myob 18,864 53,023 0.015%

Nabtesco 1,800 68,781 0.020%

Nakanishi 600 31,282 0.009%

NALT 2015-B A4 1.7 4/15/21 33,030 33,028 0.010%

NAROT 2015-B A4 1.79 1/17/22 25,000 24,882 0.007%

Nasdaq 74 5,685 0.002%

Naspers 665 184,241 0.054%

National Aluminium 8,443 11,338 0.003%

National Bank of Abu Dhabi 80,889 225,555 0.066%

National Bank of Canada 7,965 397,426 0.115%

National Grid 12,022 141,722 0.041%

NATIONAL RURAL UTIL COOP 2.35 6/15/20 10,000 9,991 0.003%

NAVER 626 508,550 0.148%

NBC UNIVERSAL MEDIA LLC 5.15 4/30/20 40,000 42,519 0.012%

Nestle 12,538 1,077,970 0.313%

Netflix 2,325 446,307 0.130%

Netmarble Games 369 64,820 0.019%

New Gold 1,610 5,297 0.002%

NEW YORK LIFE GLOBAL FDG 144A 1.5 10/24/19 75,000 74,017 0.021%

Next 1,935 117,937 0.034%

NextEra Energy 4,088 638,505 0.185%

NEXTERA ENERGY INC CVT 6.123000 2,504 142,629 0.041%

NGK Spark Plug 2,700 65,441 0.019%

Nifco 1,300 88,499 0.026%

Nikkiso 4,600 50,114 0.015%

Nippon Accommodations Fund 5 20,618 0.006%

Nippon Ceramic 2,100 53,823 0.016%

Nippon Light Metal Holdings 3,500 9,942 0.003%

Nippon Prologis REIT 4 8,452 0.002%

Nippon Seiki 4,300 92,244 0.027%

Nippon Shokubai 2,600 175,267 0.051%

Nippon Soda 11,000 73,139 0.021%

Nippon Telegraph & Telephone 21,700 1,020,206 0.296%

NiSource 5,235 134,382 0.039%

NISOURCE FINANCE CORP 3.95 3/30/48 105,000 106,978 0.031%

NISOURCE FINANCE CORP 3.49 5/15/27 65,000 66,121 0.019%

NMDC 5,182 11,183 0.003%

Noble Energy 4,510 131,421 0.038%

of 23

NOF 2,500 66,961 0.019%

Nordea Bank 44,489 538,671 0.156%

Norma 1,367 91,528 0.027%

Norsk Hydro 2,917 22,113 0.006%

NORTHEAST UTILITIES 1.6 1/15/18 5,000 4,997 0.001%

Northern Star Resources 6,524 31,061 0.009%

NORTHERN TRUST CORP 3.95 10/30/25 25,000 26,440 0.008%

Northrop Grumman 151 46,343 0.013%

Norwegian Cruise Line Holdings 5,214 277,646 0.081%

Novartis 7,725 650,078 0.189%

Novo Nordisk 1,949 104,730 0.030%

NTPC Limited 113,331 312,790 0.091%

Nucor 817 51,945 0.015%

NXP Semiconductors 1,149 134,536 0.039%

NY ST DORM AUTH INC TX BUILD AMER 5.63 3/15/39 15,000 18,734 0.005%

Obara Group 1,800 123,180 0.036%

Occidental Petroleum 4,864 358,282 0.104%

OCCIDENTAL PETROLEUM COR 3.4 4/15/26 75,000 76,937 0.022%

OceanaGold 999 2,567 0.001%

Oceaneering International 190 4,017 0.001%

OdontoPrev 8,500 40,755 0.012%

Olympus 2,000 76,510 0.022%

OMNICOM GROUP INC 3.65 11/1/24 50,000 51,016 0.015%

OMNICOM GROUP INC 3.6 4/15/26 50,000 50,555 0.015%

Omron 2,300 136,802 0.040%

ONTARIO 1.2 2/14/18 15,000 14,980 0.004%

ONTARIO 3 7/16/18 40,000 40,205 0.012%

Opple Lighting 7,100 46,734 0.014%

ORACLE CORP 2.25 10/8/19 25,000 25,102 0.007%

ORACLE CORP 2.4 9/15/23 150,000 148,145 0.043%

O'Reilly Automotive 13 3,127 0.001%

OREILLY AUTOMOTIVE INC 3.8 9/1/22 25,000 26,113 0.008%

OREILLY AUTOMOTIVE INC 3.6 9/1/27 145,000 145,177 0.042%

Oriflame Holding 1,225 50,485 0.015%

Orion Engineered Carbons 150 3,840 0.001%

Orora 2,564 6,754 0.002%

Osisko Gold Royalties 2,067 23,877 0.007%

Osstem Implant 1,106 61,039 0.018%

OTP Bank 1,194 49,313 0.014%

Outokumpu 953 8,844 0.003%

Oxford Instruments 4,592 52,667 0.015%

OZ Minerals 1,083 7,692 0.002%

Pacific Textiles 41,000 43,254 0.013%

PACKAGING CORP OF AMERIC 2.45 12/15/20 50,000 50,072 0.015%

PACKAGING CORP OF AMERIC 3.65 9/15/24 15,000 15,363 0.004%

Paddy Power Betfair 731 86,884 0.025%

PALTAC 2,300 104,820 0.030%

PANAMA 6.7 1/26/36 25,000 33,400 0.010%

Panasonic 21,300 310,851 0.090%

Paramount, REIT 670 10,620 0.003%

PayPal Holdings 7,700 566,874 0.165%

Pebblebrook Hotel Trust, REIT 316 11,746 0.003%

PEMEX PROJ FDG MASTER TR 6.63 6/15/35 20,000 21,442 0.006%

PENSKE TRUCK LEASING/PTL 144A 2.5 6/15/19 20,000 20,033 0.006%

PENSKE TRUCK LEASING/PTL 144A 3.2 7/15/20 65,000 65,840 0.019%

Pentair 158 11,158 0.003%

Perrigo 1,941 169,178 0.049%

Persimmon 4,908 181,323 0.053%

Persol Holdings 3,500 87,627 0.025%

Petra Diamonds 13,037 13,749 0.004%

PETROLEOS MEXICANOS 6.38 2/4/21 20,000 21,790 0.006%

PETROLEOS MEXICANOS 6 3/5/20 20,000 21,245 0.006%



Petronet LNG 14,750 58,616 0.017%

Pfizer 14,272 516,932 0.150%

PG&E 3,785 169,682 0.049%

PHILA PA CITY SVC AGR REV TXBL REF 3.96 4/15/26 5,000 5,064 0.001%

Philip Morris International 10,283 1,086,399 0.316%

Ping An Insurance 26,500 274,860 0.080%

of 23

Ping An Insurance 9,300 99,779 0.029%

Pioneer Natural Resources 64 11,062 0.003%

Plains Gp Holdings 312 6,848 0.002%

Playtech 33,497 388,756 0.113%

PNB Housing Finance 3,187 66,593 0.019%

PNC Financial Services Group 3,469 500,542 0.145%

PNC FUNDING CORP 3.3 3/8/22 20,000 20,499 0.006%

POLAND 3.25 4/6/26 55,000 56,278 0.016%

Pola Orbis Holdings 1,700 59,569 0.017%

PORT AUTH NY & NJ SER 182 5.31 8/1/46 20,000 22,400 0.007%

POSCO 100 31,105 0.009%

Power Grid Corp of India 45,553 142,682 0.041%

PPG Industries 302 35,280 0.010%

Praxair 122 18,871 0.005%

PRES & FELLOWS OF HARVAR 3.62 10/1/37 25,000 26,585 0.008%

President Chain Store 10,000 95,237 0.028%

Press Kogyo 15,000 90,510 0.026%

Priceline 933 1,621,311 0.471%

PRICELINE GROUP INC/THE 3.65 3/15/25 30,000 30,351 0.009%

Primary Health Care Limited 57,634 162,183 0.047%

PRINCIPAL FINANCIAL GROUP 3.4 5/15/25 35,000 35,514 0.010%

PRINCIPAL FINANCIAL GROUP 3.3 9/15/22 25,000 25,453 0.007%

PROGRESS ENERGY INC 7.05 3/15/19 150,000 158,410 0.046%

Progressive 552 31,089 0.009%

Prologis, REIT 1,702 109,796 0.032%

Prosegur Cia de Seguridad 5,747 45,086 0.013%

PROVINCE OF QUEBEC 2.88 10/16/24 50,000 50,524 0.015%

PROV OF NEW BRUNSWICK 2.75 6/15/18 15,000 15,056 0.004%

Prudential 33,492 857,741 0.249%

PRVDNC HLTH & SVC OBL GR 4.38 10/1/23 25,000 27,115 0.008%

Prysmian 4,253 138,584 0.040%

PS Business Parks, REIT 66 8,256 0.002%

PSP Swiss Property 2,020 191,492 0.056%

Publicis Groupe 2,696 182,754 0.053%

Public Storage, REIT 269 56,221 0.016%

Puma Biotechnology 511 50,512 0.015%

Pure Industrial Real Estate Trust 900 4,847 0.001%

Qualcomm 8,138 520,995 0.151%

QUALCOMM INC 3 5/20/22 80,000 80,081 0.023%

Quintis 23,792 5,476 0.002%

QVC INC 4.85 4/1/24 20,000 20,925 0.006%

Raia Drogasil 9,782 270,611 0.079%

Randgold Resources 1,098 109,026 0.032%

Rathbone Brothers 883 30,400 0.009%

Rayonier, REIT 480 15,182 0.004%

Raytheon 19 3,569 0.001%

Realtek Semiconductor 12,000 43,742 0.013%

Reckitt Benckiser 2,200 205,246 0.060%

Recruit Holdings 4,700 116,701 0.034%

Red Electrica 455 10,213 0.003%

Red Hat 1,223 146,882 0.043%

Regency Centers, REIT 1,028 71,117 0.021%

Regeneron Pharmaceuticals 10 3,760 0.001%

Regis Resources 4,113 13,796 0.004%

REINSURANCE GRP OF AMER 5 6/1/21 20,000 21,311 0.006%

Renesas Electronics 12,400 143,808 0.042%

Renishaw 763 53,536 0.016%

REPUBLIC SERVICES INC 3.38 11/15/27 30,000 30,227 0.009%

REPUBLIC SERVICES INC 5.5 9/15/19 25,000 26,320 0.008%

Rexel 12,390 224,345 0.065%

REYNOLDS AMERICAN INC 2.3 6/12/18 20,000 20,016 0.006%

Rio Tinto 3,274 171,746 0.050%

Rio Tinto 1,124 66,086 0.019%

Roche Holding 4,606 1,164,652 0.338%

Rolls-Royce 23,952 273,359 0.079%

Rolls-Royce 1,006,388 1,359 0.000%

ROPER INDUSTRIES INC 2.05 10/1/18 5,000 4,998 0.001%

Roper Technologies 2,074 537,166 0.156%

ROPER TECHNOLOGIES INC 3 12/15/20 50,000 50,580 0.015%

ROPER TECHNOLOGIES INC 3.8 12/15/26 50,000 51,553 0.015%

of 23

Ross Stores 3,990 320,198 0.093%

Round One 2,800 46,997 0.014%

Roxgold 1,300 1,448 0.000%

ROYAL BANK OF CANADA 2.2 7/27/18 25,000 25,034 0.007%

Royal Bank of Scotland 69,387 260,187 0.076%

Royal Caribbean Cruises 856 102,104 0.030%

Royal Dutch Shell, ADR 3,010 205,553 0.060%

Royal Dutch Shell, ADR 3,981 265,573 0.077%

Royal Gold 48 3,942 0.001%

RPM 287 15,045 0.004%

Rsa Insurance 44,606 380,220 0.110%

RSP Permian 271 11,024 0.003%

Ryanair Holdings, ADR 1,535 159,932 0.046%

SABINE PASS LIQUEFACTION 4.2 3/15/28 50,000 50,750 0.015%

SACI Falabella 9,139 91,293 0.027%

Safran 563 58,071 0.017%

Saigon Securities 15,407 19,532 0.006%

Sakata INX 2,300 36,638 0.011%

Sakata Seed 1,400 48,531 0.014%

Salesforce.com 6,260 639,960 0.186%

Sampo 5,845 320,786 0.093%

Samsonite International 22,500 103,208 0.030%

Samsung Electronics 628 1,492,072 0.433%

SAMSUNG ELECTRONICS-PREF 61 118,792 0.035%

Samsung Fire & Marine 662 165,065 0.048%

Sandfire Resources 1,462 7,838 0.002%

Sandvik 346 6,057 0.002%

Sanlam 17,288 121,162 0.035%

Sanofi 7,454 641,729 0.186%

SANTANDER UK PLC 2.35 9/10/19 25,000 25,007 0.007%

Sanwa Holdings 7,900 108,566 0.032%

Saracen Mineral Holdings 8,928 11,777 0.003%

Sarana Menara Nusantara 428,900 126,347 0.037%

SBA Communications, REIT 63 10,292 0.003%

SBA TOWER TRUST 144A 2.9 10/11/44 25,000 25,069 0.007%

Sberbank of Russia, ADR 23,178 390,678 0.113%

Scentre 41,460 135,241 0.039%

Schlumberger 123 8,289 0.002%

Schneider Electric 4,263 361,419 0.105%

Scout24 Holding 6,502 264,995 0.077%

SCRT 2016-1 M1 144A 3 9/25/55 15,000 14,512 0.004%

SC ST PUB SVC AUTH TXBL REV SER D 2.39 12/1/23 50,000 47,599 0.014%

Sea, ADR 6,000 79,980 0.023%

Semafo 1,800 5,112 0.001%

Sembcorp Industries 10,300 23,266 0.007%

Sempra Energy 4,592 490,977 0.143%

Sensata Technologies Holding 2,276 116,326 0.034%

Sentinel Energy Services 341 3,400 0.001%

Serco Group 30,175 40,169 0.012%

ServiceNow 2,228 290,509 0.084%

Seven Generations Energy 11,135 157,502 0.046%

Seven & i Holdings 12,100 501,259 0.146%

SFS 284 32,958 0.010%

SG Holdings 3,100 63,004 0.018%

SGL Carbon 131 1,784 0.001%

Shaftesbury 1,465 20,653 0.006%

SHELL INTERNATIONAL FIN 3.25 5/11/25 75,000 77,054 0.022%

Sherwin-Williams 301 123,422 0.036%

Shire 6,419 332,640 0.097%

Shire, ADR 764 118,512 0.034%

SH Kelkar 7,530 35,000 0.010%

Shop Apotheke Europe 873 48,686 0.014%

Shopify 1,108 112,043 0.033%

Shoprite Holdings 9,963 178,092 0.052%

Siemens 5,081 703,503 0.204%

Siemens Gamesa Renewable Energy 177 2,424 0.001%

Silvercorp Metals 900 2,348 0.001%

SIMON PROPERTY GROUP LP 3.38 10/1/24 45,000 45,982 0.013%

Simon Property Group, REIT 414 71,100 0.021%

Sims Metal Management 868 10,616 0.003%

of 23

Sinbon Electronics 16,299 47,172 0.014%

Sino Biopharmaceutical 47,000 83,092 0.024%

Sinopec Engineering 9,000 8,527 0.002%

Sinotrans 114,000 55,769 0.016%

Sirius XM Holdings 20,149 107,999 0.031%

SITC International Holdings 71,000 70,089 0.020%

SL Green Realty, REIT 692 69,844 0.020%

SLM Corporation 11,543 130,436 0.038%

SmarTone Telecommunications Holdings 20,500 24,702 0.007%

SMAT 2015-3US A3A 1.66 8/14/19 50,545 50,439 0.015%

SMB 2015-A A2A 144A 2.49 6/15/27 99,604 99,386 0.029%

SMC 300 123,115 0.036%

SMCP SAS 1,753 40,489 0.012%

SM Investments 7,901 156,545 0.045%

Smith & Nephew 10,753 186,061 0.054%

Softbank 1,200 95,005 0.028%

Sony 1,700 76,301 0.022%

South32 159,807 433,165 0.126%

SOUTHERN CO 2.45 9/1/18 25,000 25,069 0.007%

Southern Company 8,483 407,947 0.118%

Southern Copper 3,320 157,534 0.046%

SPECTRA ENERGY PARTNERS 3.38 10/15/26 40,000 39,313 0.011%

SPECTRA ENERGY PARTNERS 4.75 3/15/24 20,000 21,620 0.006%

S&P Global 311 52,683 0.015%

Spie 4,467 116,138 0.034%

Spin Master 1,700 73,058 0.021%

Spirax Sarco Engineering 692 52,318 0.015%

Square Enix Holdings 3,000 142,343 0.041%

SRFC 2014-2A A 144A 2.05 6/20/31 15,738 15,706 0.005%

SRFC 2015-3A A 144A 2.58 9/20/32 30,624 30,579 0.009%

SRT 2017-A A3 144A 2.22 1/20/21 50,000 49,846 0.014%

SS&C Technologies Holdings 2,373 96,059 0.028%

SSE 3,450 61,333 0.018%

Standard Chartered 9,275 97,402 0.028%

Stanley Black & Decker 2,475 419,983 0.122%

STANLEY BLACK & DECKER I 2.45 11/17/18 80,000 80,252 0.023%

Stanley Electric 3,600 145,665 0.042%

Starbucks 3,399 195,205 0.057%

State Street 4,922 480,436 0.140%

STATE STREET CORP 3.1 5/15/23 25,000 25,219 0.007%

STATE STREET CORP 2.55 8/18/20 65,000 65,363 0.019%

Statoil 4,530 96,980 0.028%

STATOIL ASA 1.2 1/17/18 20,000 19,995 0.006%

Steel Dynamics 1,318 56,845 0.017%

Stericycle 2,114 143,731 0.042%

S&T Motiv 617 26,981 0.008%

Stora Enso 8,313 131,701 0.038%

Storebrand 17,033 138,567 0.040%

Stroeer SE & Co KGaA 1,165 85,842 0.025%

Stryker 4,069 630,044 0.183%

Subsea 7 201 3,011 0.001%

Sumitomo Corporation 51,600 875,227 0.254%

Sumitomo Metal Mining 300 13,725 0.004%

Sumitomo Mitsui Financial 2,500 107,761 0.031%

Sumitomo Mitsui Trust Holdings 4,100 162,221 0.047%

Sumitomo Realty & Development 4,000 131,276 0.038%

Sumitomo Rubber Industries 13,200 244,639 0.071%

Sumitomo Seika Chemicals 1,300 72,101 0.021%

Suncor Energy 266 9,768 0.003%

Suncorp Group 18,468 199,053 0.058%

Sun Hung Kai Properties 1,083 18,031 0.005%

Sun Life Financial 3,800 156,837 0.046%

Sunny Optical Technology 6,000 76,184 0.022%

Sunstone Hotel Investors, REIT 1,556 25,721 0.007%

Suofeiya Home Collection 16,300 92,074 0.027%

Surya Citra Media 65,100 11,880 0.003%

Suzuki Motor 4,800 277,842 0.081%

Svenska Handelsbanken 22,914 313,144 0.091%

Symantec 24,864 697,684 0.203%

Symrise 97 8,317 0.002%

of 23

Synchrony Financial 6,138 236,988 0.069%

SYNCT 2015-2 A 1.6 4/15/21 100,000 99,936 0.029%

SYNCT 2017-2 A 2.62 10/15/25 50,000 49,977 0.015%

Synopsys 3,562 303,625 0.088%

Tableau Software 1,269 87,815 0.026%

Tahoe Resources 600 2,874 0.001%

Taiwan Semiconductor Manufacturing 182,000 1,393,587 0.405%

Taiwan Union Technology 6,000 16,854 0.005%

Takeaway.com Holding BV 1,636 99,884 0.029%

TAL Education, ADR 4,780 142,014 0.041%

Tapestry 4,677 206,864 0.060%

Tarkett 1,322 55,446 0.016%

Tata Motors 6,579 44,325 0.013%

Taubman Centers, REIT 126 8,244 0.002%

TD Ameritrade Holding 9,578 489,723 0.142%

TDC 43,668 268,240 0.078%

TEACHERS INSUR & ANNUITY 144A 4.27 5/15/47 130,000 137,580 0.040%

TeamLease Services 1,342 50,891 0.015%

Tecan 521 108,204 0.031%

Teck Resources 664 17,377 0.005%

Teco Electric & Machinery 32,000 30,559 0.009%

TE Connectivity 1,471 139,804 0.041%

Ted Baker 1,302 47,526 0.014%

Tele Columbus 6,518 72,083 0.021%

Telecom Italia 107,578 76,310 0.022%

Telefonica 38,677 376,627 0.109%

Telefonica Deutschland Holding 104,464 522,815 0.152%

Telstra 11,995 33,908 0.010%

Tenaris 596 9,460 0.003%

Tenaris, ADR 1,453 46,293 0.013%

Tencent Holdings 40,400 2,091,022 0.607%

Ternium, ADR 262 8,277 0.002%

Terreno Realty, REIT 538 18,862 0.005%

Terumo 1,800 85,157 0.025%

Terveystalo 3,535 37,728 0.011%

Tesla 858 267,138 0.078%

TEVA PHARMACEUTICALS NE 1.7 7/19/19 140,000 135,868 0.039%

TEVA PHARM FIN IV BV 3.65 11/10/21 35,000 33,297 0.010%

Texas Instruments 1,984 207,209 0.060%

Textron 29 1,641 0.000%

Thales 2,634 283,470 0.082%

Thermo Fisher Scientific 2,045 388,305 0.113%

THERMO FISHER SCIENTIFIC 2.4 2/1/19 90,000 90,015 0.026%

THK 5,000 186,899 0.054%

THOMSON REUTERS CORP 3.35 5/15/26 10,000 9,917 0.003%

Thule 3,124 70,374 0.020%

TIME WARNER CABLE INC 5 2/1/20 10,000 10,429 0.003%

TIME WARNER CABLE INC 8.75 2/14/19 10,000 10,677 0.003%




TIME WARNER CABLE INC 4 9/1/21 10,000 10,271 0.003%

TIPS 2.13 1/15/19 228,401 233,076 0.068%

TIPS 1.38 1/15/20 136,882 140,432 0.041%

TIPS 1.13 1/15/21 252,021 259,463 0.075%

TIPS 0.13 1/15/22 1,106,624 1,101,609 0.320%

TIPS 0.13 1/15/23 286,398 284,116 0.083%

TIPS 0.63 1/15/24 385,863 392,435 0.114%

TIPS 2.38 1/15/25 43,184 49,169 0.014%

TIPS 0.25 1/15/25 139,552 138,243 0.040%

TIPS 2 1/15/26 84,510 94,982 0.028%

TIPS 0.63 1/15/26 258,492 262,490 0.076%

TIPS 0.38 1/15/27 411,013 407,802 0.118%

TIPS 1.75 1/15/28 125,985 141,458 0.041%

TIPS 2.5 1/15/29 110,294 133,715 0.039%

TIPS 2.13 2/15/40 157,491 204,665 0.059%

TIPS 2.13 2/15/41 42,802 56,011 0.016%

TIPS 0.75 2/15/42 145,188 146,277 0.042%

TIPS 0.63 2/15/43 159,108 155,354 0.045%

TIPS 1.38 2/15/44 132,087 152,251 0.044%

of 23

TIPS 0.75 2/15/45 121,510 122,023 0.035%

TIPS 1 2/15/46 84,324 89,924 0.026%

TIPS 0.88 2/15/47 84,814 87,968 0.026%

TIPS 0.13 4/15/19 618,461 616,915 0.179%

TIPS 0.13 4/15/20 661,485 660,141 0.192%

TIPS 0.13 4/15/21 902,443 898,495 0.261%

TIPS 0.13 4/15/22 445,673 442,331 0.128%

TIPS 3.63 4/15/28 33,552 44,006 0.013%

TIPS 3.88 4/15/29 50,266 68,495 0.020%

TIPS 3.38 4/15/32 35,576 49,189 0.014%

TIPS 1.38 7/15/18 6,749 6,822 0.002%

TIPS 1.88 7/15/19 387,705 399,639 0.116%

TIPS 1.25 7/15/20 20,698 21,368 0.006%

TIPS 0.63 7/15/21 711,386 724,724 0.210%

TIPS 0.13 7/15/22 685,417 684,239 0.199%

TIPS 0.38 7/15/23 231,067 232,656 0.068%

TIPS 0.13 7/15/24 517,446 510,897 0.148%

TIPS 0.38 7/15/25 452,470 452,894 0.132%

TIPS 0.13 7/15/26 393,101 383,888 0.111%

TIPS 0.38 7/15/27 409,402 406,971 0.118%

TJX 52 3,976 0.001%

TMAC Resources 460 3,535 0.001%

T-Mobile US 3,550 225,461 0.065%

Tokio Marine Holdings 12,300 559,441 0.162%

Tokmanni 4,058 35,275 0.010%

Tokyo Electron 1,200 216,467 0.063%

TORONTO-DOMINION BANK 1.75 7/23/18 65,000 64,927 0.019%

Torrent Pharmaceuticals 2,553 56,783 0.016%

Tosoh 1,700 38,352 0.011%

Total 20,991 1,158,702 0.337%

Total, ADR 5,952 329,027 0.096%

TOTAL SA COUP RTS 1/18 20,991 0 0.000%

Toyota Motor 9,800 624,554 0.181%

TOYOTA MOTOR CREDIT CORP 1.45 1/12/18 20,000 19,998 0.006%

TPG Pace Energy Holdings 300 3,057 0.001%

TPMT 2015-5 A1B 144A 2.75 5/25/55 85,326 85,332 0.025%

TPMT 2017-6 A1 144A 2.75 10/25/57 128,368 127,907 0.037%

TransCanada 14,132 687,380 0.200%

TRANS-CANADA PIPELINES 2.5 8/1/22 20,000 19,833 0.006%

Transmissora Alianca de Energia Eletrica 7,287 46,839 0.014%

TRANSURBAN FINANCE CO 144A 4.13 2/2/26 15,000 15,394 0.004%

TravelSky Technology 25,000 74,732 0.022%

TRINITY HEALTH CREDIT GR 4.13 12/1/45 25,000 26,420 0.008%

TRP Dynamic Global Bd - I 959,245 9,419,781 2.736%

TRP Emerg Markets Local Currency Bd 1,516,608 10,510,091 3.052%

TRP Inst Emerging Markets Bd - Inst 1,455,124 13,154,324 3.820%

TRP Inst Floating Rate - Inst 684,255 6,856,235 1.991%

TRP Inst Frontier Markets Eq - Inst 168,989 1,835,217 0.533%

TRP Inst International Bd - Inst 976,085 8,716,441 2.532%

TRP Institutional High Yield - Inst 615,157 5,536,412 1.608%

TRP Treasury Reserve 1.25 21,912,037 21,912,037 6.364%

TTK Prestige 254 30,609 0.009%

Twenty-First Century Fox 10,299 351,402 0.102%

Tyman 10,944 53,510 0.016%

Tyson Foods 21,826 1,769,434 0.514%

UBS 31,893 585,962 0.170%

Ulta Beauty 18 4,026 0.001%

Ultimate Software Group 700 152,761 0.044%

Umicore 2,923 138,401 0.040%

Unibail-Rodamco 670 168,607 0.049%

UniCredit 13,262 247,393 0.072%

Unilever 7,585 420,711 0.122%

Union Pacific 27 3,621 0.001%

UNION PACIFIC CORP 2.25 2/15/19 25,000 25,040 0.007%

UNION PACIFIC CORP 4.75 9/15/41 10,000 11,555 0.003%

Uni-President Enterprises 36,910 81,742 0.024%

Uni-Select 1,349 30,489 0.009%

UNITE 1,883 20,472 0.006%

UNITED AIR 2014-1 B PTT 4.75 10/11/23 3,850 3,973 0.001%

UNITED AIR 2014-2 A PTT 3.75 3/3/28 4,426 4,538 0.001%

of 23

United Continental 169 11,391 0.003%

UnitedHealth Group 4,111 906,311 0.263%

UNITEDHEALTH GROUP INC 3.75 7/15/25 40,000 42,091 0.012%

UNITED MEXICAN STATES 4.75 3/8/44 30,000 30,405 0.009%

United Overseas Bank 19,000 374,547 0.109%

United Technologies 1,290 164,565 0.048%

UNIV CA REV TAX GEN SR AJ 4.6 5/15/31 25,000 27,787 0.008%

Universal Robina 30,270 91,576 0.027%

UPS 3,180 378,897 0.110%

Urban Edge Properties, REIT 1,580 40,274 0.012%

U.S. Bancorp 6,365 341,037 0.099%

US Silica Holdings 130 4,233 0.001%

US TREASURY N/B 1.75 10/31/20 195,000 193,903 0.056%

US TREASURY N/B 2.25 11/15/24 20,000 19,891 0.006%

US TREASURY N/B 2.25 11/15/25 60,000 59,456 0.017%

US TREASURY N/B 3.13 11/15/41 2,007,000 2,156,271 0.626%

US TREASURY N/B 2.75 11/15/42 65,000 65,355 0.019%

US TREASURY N/B 3 11/15/44 395,000 414,812 0.120%

US TREASURY N/B 1.75 11/30/21 650,000 640,859 0.186%

US TREASURY N/B 2 11/30/22 715,000 708,632 0.206%

US TREASURY N/B 1.38 12/15/19 90,000 89,128 0.026%

US TREASURY N/B 1.88 1/31/22 160,000 158,325 0.046%

US TREASURY N/B 2 2/15/22 720,000 716,400 0.208%

US TREASURY N/B 1.63 2/15/26 35,000 33,042 0.010%

US TREASURY N/B 2.25 2/15/27 715,000 705,392 0.205%

US TREASURY N/B 3.5 2/15/39 415,000 473,554 0.138%

US TREASURY N/B 3.13 2/15/43 20,000 21,484 0.006%

US TREASURY N/B 2.5 2/15/45 145,000 138,226 0.040%

US TREASURY N/B 3 2/15/47 220,000 231,275 0.067%

US TREASURY N/B 1.13 2/28/21 650,000 631,922 0.184%

US TREASURY N/B 1.38 2/29/20 1,005,000 993,694 0.289%

US TREASURY N/B 1.88 3/31/22 80,000 79,088 0.023%

US TREASURY N/B 1.38 4/30/20 55,000 54,321 0.016%

US TREASURY N/B 1.13 4/30/20 570,000 559,847 0.163%

US TREASURY N/B 1.38 4/30/21 60,000 58,697 0.017%

US TREASURY N/B 4.5 5/15/38 340,000 441,841 0.128%

US TREASURY N/B 3 5/15/45 375,000 393,809 0.114%

US TREASURY N/B 2.5 5/15/46 200,000 190,219 0.055%

US TREASURY N/B 3 5/15/47 100,000 105,125 0.031%

US TREASURY N/B 1.75 5/31/22 995,000 977,588 0.284%

US TREASURY N/B 0.88 6/15/19 310,000 305,689 0.089%

US TREASURY N/B 1.5 6/15/20 500,000 494,922 0.144%

US TREASURY N/B 1.13 6/30/21 85,000 82,304 0.024%

US TREASURY N/B 1.75 6/30/22 550,000 540,031 0.157%

US TREASURY N/B 1.13 7/31/21 345,000 333,626 0.097%

US TREASURY N/B 2.63 8/15/20 300,000 305,203 0.089%

US TREASURY N/B 2.13 8/15/21 10,000 10,013 0.003%

US TREASURY N/B 1.5 8/15/26 1,160,000 1,078,800 0.313%

US TREASURY N/B 2.25 8/15/27 535,000 527,309 0.153%

US TREASURY N/B 3.88 8/15/40 215,000 258,941 0.075%

US TREASURY N/B 3.63 8/15/43 195,000 227,571 0.066%

US TREASURY N/B 3.13 8/15/44 375,000 402,539 0.117%

US TREASURY N/B 2.88 8/15/45 570,000 584,161 0.170%

US TREASURY N/B 2.25 8/15/46 785,000 707,849 0.206%

US TREASURY N/B 2.75 8/15/47 1,485,000 1,486,392 0.432%

US TREASURY N/B 1.13 8/31/21 65,000 62,786 0.018%

US TREASURY N/B 1.63 8/31/22 1,390,000 1,355,250 0.394%

US TREASURY N/B 1.13 9/30/21 100,000 96,484 0.028%

US TREASURY N/B 1.88 9/30/22 25,000 24,637 0.007%

UT 100 2,895 0.001%

Vale 1,323 16,028 0.005%

Valmont Industries 24 3,980 0.001%

Valvoline 355 8,896 0.003%

Van Lanschot Kempen 2,231 69,954 0.020%

Vantiv 626 46,042 0.013%

Varta 1,096 27,997 0.008%

VA ST CMWLTH UNIV HLTH SYS TXBL A 4.96 1/1/44 25,000 29,541 0.009%

VENTAS REALTY LP/CAP CRP 3.25 8/15/22 20,000 20,210 0.006%

Verizon Communications 13,977 739,803 0.215%

VERIZON COMMUNICATIONS 5.15 9/15/23 25,000 27,803 0.008%

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Vertex Pharmaceuticals 4,009 600,789 0.174%

Vestas Wind Systems 34 2,349 0.001%

Vicinity Centres 7,195 15,240 0.004%

Victrex 4,446 158,306 0.046%

Vidrala 74 7,500 0.002%

Visa 9,607 1,095,390 0.318%

VISA INC 4.15 12/14/35 90,000 99,868 0.029%

VISA INC 2.15 9/15/22 90,000 88,591 0.026%

VMware 315 39,476 0.011%

Vodafone 75,701 239,291 0.069%

Vodafone, ADR 20,575 656,343 0.191%

Voestalpine 228 13,612 0.004%

Vornado Realty Trust, REIT 668 52,224 0.015%

Vostok New Ventures 7,417 56,390 0.016%

Voya Financial 2,191 108,389 0.031%

VOYA FINANCIAL INC 2.9 2/15/18 9,000 9,011 0.003%

VT Holdings 8,000 39,788 0.012%

Vulcan Materials 350 44,930 0.013%

Wabtec 1,150 93,645 0.027%

Wal-Mart 7,107 701,816 0.204%

Wal-Mart de Mexico 59,993 147,126 0.043%

WANdisco 5,080 39,296 0.011%

Weingarten Realty Investors, REIT 363 11,932 0.003%

Wells Fargo 19,638 1,191,437 0.346%

WELLS FARGO & COMPANY 3.07 1/24/23 165,000 166,171 0.048%

WELLS FARGO & COMPANY 3.5 3/8/22 95,000 97,975 0.028%

WEN 2015-1A A2II 144A 4.08 6/15/45 97,750 100,060 0.029%

Westar Energy 5,525 291,720 0.085%

Western Areas 3,283 8,250 0.002%

WESTERN GAS PARTNERS 4 7/1/22 20,000 20,359 0.006%

WESTERN GAS PARTNERS LP 5.45 4/1/44 25,000 26,580 0.008%

WESTPAC BANKING CORP 2.15 3/6/20 110,000 109,468 0.032%

WESTPAC BANKING CORP 2.25 7/30/18 25,000 25,039 0.007%

Weyerhaeuser, REIT 5,638 198,796 0.058%

WFCM 2015-C30 A4 3.66 9/15/58 41,000 42,657 0.012%

WFCM 2015-C31 A4 3.7 11/15/48 100,000 104,313 0.030%

WFCM 2015-NXS2 A5 3.77 7/15/58 75,000 78,567 0.023%

WFRBS 2013-C17 A1 1.15 12/15/46 1,517 1,513 0.000%

WFRBS 2014-C19 A1 1.23 3/15/47 2,544 2,539 0.001%

WFRBS 2014-C22 A1 1.48 9/15/57 4,216 4,196 0.001%

William Hill 44,460 192,854 0.056%

WILLIS NORTH AMERICA INC 3.6 5/15/24 40,000 40,627 0.012%

Willis Towers Watson 4,099 617,678 0.179%

Wilmar International 44,600 102,780 0.030%

Wipro 17,244 83,959 0.024%

Wirecard 2,238 248,737 0.072%

WISCONSIN GEN FUND ANN APPR TXBL SER A 3.95 5/1/36 110,000 114,406 0.033%

Wix.com 830 47,767 0.014%

WOART 2016-A A3 1.77 9/15/21 70,000 69,780 0.020%

WOODSIDE FINANCE LTD 144A 3.7 3/15/28 67,000 66,634 0.019%

Woodside Petroleum 293 7,538 0.002%

Workday 900 91,566 0.027%

WorleyParsons 17,089 190,462 0.055%

Worthington Industries 187 8,239 0.002%

WPP 16,149 291,744 0.085%

WuXi Biologics 1,000 5,585 0.002%

X5 Retail Group, GDR 1,312 49,454 0.014%

Xaar 10,811 53,741 0.016%

Xilinx 688 46,385 0.013%

XL Group 8,249 290,035 0.084%

XXL 5,359 55,505 0.016%

Yahoo! Japan 60,300 276,264 0.080%

Yandex 1,454 47,619 0.014%

Yara International 2,092 96,053 0.028%

Yellow Hat 2,100 63,359 0.018%

Yes Bank 33,953 167,252 0.049%

Yoox Net-A-Porter 5,544 193,386 0.056%

YouGov 12,865 54,872 0.016%

YPF, ADR 3,600 82,476 0.024%

Yum! Brands 4,096 334,275 0.097%

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YY, ADR 3,686 416,739 0.121%

Zhou Hei Ya International Holdings 53,000 55,596 0.016%

Zodiac Aerospace 7,070 211,325 0.061%

Zoetis 1,605 115,624 0.034%

Zurich Insurance Group 1,747 531,164 0.154%

Zur Rose 359 48,412 0.014%

Miscellaneous Securities ‡ 37,921

Total Investments in Securities 338,829,032

‡ At the discretion of the advisor, the identity of certain securities has been concealed to protect the fund's interests.

Forwards Contracts

Currency

Bought Receive

Currency

Sold Deliver Settlement Unrealized G/L % of Net Assets

BNP SECURITIES LONDON USD 1,557,833 AUD 2,052,000 01/03/2018 (43,240) -0.013%

BNP SECURITIES LONDON USD 7,558,976 EUR 6,325,000 01/03/2018 (30,071) -0.009%

BNP SECURITIES LONDON USD 1,847,908 CHF 1,809,000 01/03/2018 (8,524) -0.002%

BNP SECURITIES LONDON USD 631,709 SEK 5,249,000 01/03/2018 (8,171) -0.002%

BNP SECURITIES LONDON USD 305,118 SGD 411,000 01/03/2018 (2,183) -0.001%

BNP SECURITIES LONDON USD 412,953 DKK 2,572,000 01/03/2018 (1,572) 0.000%

BNP SECURITIES LONDON USD 150,160 NOK 1,243,000 01/03/2018 (1,230) 0.000%

BNP SECURITIES LONDON USD 761,298 HKD 5,944,000 01/03/2018 500 0.000%

BNP SECURITIES LONDON USD 4,003,202 GBP 2,954,000 01/03/2018 14,856 0.004%

BNP SECURITIES LONDON USD 5,555,309 JPY 620,578,000 01/04/2018 47,628 0.014%

JPMorgan GBP 2,976,500 USD 4,025,716 01/03/2018 (6,992) -0.002%

JPMorgan EUR 6,373,500 USD 7,652,661 01/03/2018 (5,422) -0.002%

JPMorgan AUD 2,067,700 USD 1,616,941 01/03/2018 (3,618) -0.001%

JPMorgan SEK 5,289,600 USD 646,224 01/03/2018 (1,394) 0.000%

JPMorgan USD 37,714 NZD 55,000 01/03/2018 (1,265) 0.000%

JPMorgan USD 32,596 EUR 27,700 01/03/2018 (640) 0.000%

JPMorgan NOK 1,252,600 USD 153,094 01/03/2018 (535) 0.000%

JPMorgan USD 24,521 EUR 20,800 01/03/2018 (436) 0.000%

JPMorgan DKK 2,591,700 USD 417,949 01/03/2018 (249) 0.000%

JPMorgan CHF 1,822,900 USD 1,870,917 01/03/2018 (221) 0.000%

JPMorgan USD 6,802 AUD 9,000 01/03/2018 (220) 0.000%

JPMorgan USD 17,203 GBP 12,900 01/03/2018 (214) 0.000%

JPMorgan USD 5,026 AUD 6,700 01/03/2018 (202) 0.000%

JPMorgan SGD 414,100 USD 309,793 01/03/2018 (174) 0.000%

JPMorgan USD 57,891 ILS 202,000 01/03/2018 (161) 0.000%

JPMorgan NZD 55,200 USD 39,249 01/03/2018 (129) 0.000%

JPMorgan USD 7,984 CHF 7,900 01/03/2018 (123) 0.000%

JPMorgan ILS 202,900 USD 58,423 01/03/2018 (112) 0.000%

JPMorgan USD 6,059 CHF 6,000 01/03/2018 (98) 0.000%

JPMorgan USD 12,877 GBP 9,600 01/03/2018 (84) 0.000%

JPMorgan USD 2,762 SEK 23,200 01/03/2018 (66) 0.000%

JPMorgan USD 2,063 SEK 17,400 01/03/2018 (58) 0.000%

JPMorgan USD 1,787 DKK 11,300 01/03/2018 (35) 0.000%

JPMorgan USD 1,331 DKK 8,400 01/03/2018 (23) 0.000%

JPMorgan USD 1,331 SGD 1,800 01/03/2018 (15) 0.000%

JPMorgan USD 961 SGD 1,300 01/03/2018 (11) 0.000%

JPMorgan USD 660 NOK 5,500 01/03/2018 (10) 0.000%

JPMorgan USD 254 ILS 900 01/03/2018 (5) 0.000%

JPMorgan USD 494 NOK 4,100 01/03/2018 (5) 0.000%

JPMorgan USD 139 NZD 200 01/03/2018 (3) 0.000%

JPMorgan USD 2,486 HKD 19,400 01/03/2018 3 0.000%

JPMorgan USD 3,319 HKD 25,900 01/03/2018 4 0.000%

JPMorgan HKD 5,989,300 USD 766,130 01/03/2018 466 0.000%

JPMorgan JPY 628,771,300 USD 5,580,541 01/04/2018 (144) 0.000%

JPMorgan USD 24,148 JPY 2,736,300 01/04/2018 (137) 0.000%

JPMorgan USD 48,751 JPY 5,457,000 01/04/2018 320 0.000%

JPMorgan USD 787,565 HKD 6,153,000 02/02/2018 (462) 0.000%

JPMorgan USD 5,728,699 JPY 644,588,000 02/02/2018 87 0.000%

JPMorgan USD 59,672 ILS 207,000 02/02/2018 118 0.000%

JPMorgan USD 41,220 NZD 58,000 02/02/2018 131 0.000%

JPMorgan USD 314,361 SGD 420,000 02/02/2018 185 0.000%

JPMorgan USD 1,918,018 CHF 1,865,000 02/02/2018 249 0.000%

JPMorgan USD 434,748 DKK 2,691,000 02/02/2018 261 0.000%

JPMorgan USD 158,532 NOK 1,296,000 02/02/2018 553 0.000%

JPMorgan USD 644,719 SEK 5,268,000 02/02/2018 1,388 0.000%

JPMorgan USD 1,654,693 AUD 2,116,000 02/02/2018 3,648 0.001%

JPMorgan USD 7,697,517 EUR 6,400,000 02/02/2018 5,205 0.002%

JPMorgan USD 4,204,856 GBP 3,106,000 02/02/2018 7,228 0.002%

CITIBANK NA USD 98,616 GBP 75,000 01/19/2018 (2,697) -0.001%

STANDARD CHARTERED GLOBAL MARKET USD 148,711 JPY 16,845,000 01/19/2018 (893) 0.000%

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Total Forward Currency Exchange Contracts (39,017)

Options Strike Price($) Exercise Date Shares/Par Value ($) % of Net Assets

ESH8 3/18 P2600 2,600.00 3/16/2018 (50) (1,325) 0.000%

SPX 3/18 C2650 2,650.00 3/16/2018 (16,200) (1,031,130) (0.299%)

TYH8C 125.5 CALL OPT US 10YR FUT MAR18 125.50 2/23/2018 (21,000) (4,266) (0.001%)

TYH8P 122.5 PUT OPT 10YR FUT MAR 18 122.50 2/23/2018 (21,000) (3,938) (0.001%)

Total Options (1,040,658)

Futures Contracts Contracts Expiration Contract Value Unrealized G/L % of Net Assets

EMIN RUSSELL 2000 FUT 3/18 209 3/16/2018 16,056,425 127,534 4.663%

FVH8 5YR US NOTE FUT MAR 18 (14) 3/29/2018 (1,626,297) 6,665 (0.472%)

MSCI EAFE FUT 3/18 (20) 3/16/2018 (2,045,500) (42,069) (0.594%)

S&P500 EMINI FUT 3/18 187 3/16/2018 25,020,600 264,053 7.267%

TUH8 2YR US NOTE FUT MAR 18 (1) 3/29/2018 (214,109) 202 (0.062%)

TYH8 US 10YR NOTE FUT MAR18 4 3/20/2018 496,188 (2,694) 0.144%

UXYH8 UST 10YR ULTRA FUT MAR 18 (1) 3/20/2018 (133,563) 452 (0.039%)

Total Futures Contracts 354,143

NET ASSETS 344,312,003

NET ASSET VALUE PER SHARE

Global Allocation Fund Shares 12.68

($302,226,281 / 23,831,555 Shares Outstanding)

Global Allocation Fund - Advisor Class Shares 12.64

($10,770,632 / 852,282 Shares Outstanding)

Global Allocation Fund - I Class Shares 12.70

($31,315,090 / 2,465,620 Shares Outstanding)

ADR American Depository Receipts

ADS American Depository Shares

AR Auction Rate security with an interest rate reset feature through a modified Dutch auction at predetermined short-term intervals; rate shown is effective rate at period end

ARM Adjustable Rate Mortgage

BAN Bond Anticipation Note

CDA Community Development Administration

CLN Credit Linked Note

CMO Collateralized Mortgage Obligation

COP Certificate of Participation

DOT Department of Transportation

EFA Educational Facility Authority

ETC Equipment Trust Certificate

FDR Fiduciary Depository Receipt

FRN Floating Rate Note

GDR Global Depository Receipts

GDS Global Depository Shares

GO General Obligation

HDA Housing Development Authority

HEFA Health & Education Facility Authority

HFA Health Facility Authority

HFC Housing Finance Corp

HFFA Health Facility Financing Authority

HHEFA Health & Higher Education Facility Authority

IDA Industrial Development Authority/Agency

IDB Industrial Development Bond

IDC Industrial Development Corp

IDRB Industrial Development Revenue Bond

IO Interest Only security for which the fund receives interest on notional principal (par)

PCR Pollution Control Revenue

PFA Public Finance Authority

PIK Payment-in-kind

PTC Pass-Through Certificate

RAC Revenue Anticipation Certificate

RAN Revenue Anticipation Note

RAW Revenue Anticipation Warrant

REIT Real Estate Investment Trust

RIB Residual interest bond issued by a third party securitization trust and purchased directly through a cash transaction that involved no exchange of previously held securities; rate varies

inversely to short-term rates and the rate presented is the effective rate at period-end

STEP Stepped coupon bond for which the coupon rate of interest will adjust on specified future dates(s)

TAN Tax Anticipation Note

TAW Tax Anticipation Warrant

TBA To Be Announced purchase commitment

TDFA Trade & Deposit Facility Agreement

TECP Tax-Exempt Commercial Paper

TRAN Tax Revenue Anticipation Note

VR Variable Rate; rate shown is effective rate at period end

VRDN Variable Rate Demand Note under which the holder has the right to sell the security to the issuer or the issuer's agent at a predetermined price (generally par) on specified dates upon

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required notification; rate shown is effective rate at period-end

ADP Andorran Peseta DOP Dominican Peso LBP Lebanese Pound QAR Qatari Rial

AED United Arab Emirates Dirham DZD Algerian Dinar LKR Sri Lanka Rupee RON Romanian Leu

AFA Afghanistan Afghani ECS Ecuador Sucre LRD Liberian Dollar RSD Serbian Dinar

ALL Albania Lek EEK Estonian Kroon LTL Lithuanian Litas RUB Russian Rouble

AMD Armenian Dram EGP Egyptian Pound LVL Latvian Lats RWF Rwandan Franc

ANG Netherlands Antillian Guilder ETB Ethiopian Birr LYD Libyan Dinar SAR Saudi Riyal

AOA Angolan Kwanza EUR Euro MAD Moroccan Dirham SDD Sudanese Dinar

ARS Argentine Peso FJD Fiji Dollar MDL Moldavan Leu SEK Swedish Krona

AUD Australian Dollar FKP Falkland Islands Pound MGA Malagasy Franc SGD Singapore Dollar

AZM Azerbaijan Manat GBP British Pound MOP Macau Pataca SIT Slovenian Tolar

BAM Bosnia and Herzegovina Convertible Mark GHC Ghanaian Cedi MRO Mauritanian Ouguiya SKK Slovak Koruna

BBD Bardados Dollar GIP Gibraltar Pound MTL Maltese Lira SLL Sierra Leonean Leone

BDT Bandladesh Taka GTQ Guatemalan Quetzal MUR Mauritius Rupee SOS Somali Shilling

BGN Bulgarian Lev GYD Guyanan Dollar MWK Malawi Kwacha SVC El Salvador Colon

BHD Bahraini Dinar HKD Hong Kong Dollar MXN Mexican Peso SZL Swazi Lilangeni

BMD Bermudian Dollar HNL Honduran Lempira MYR Malaysian Ringgit THB Thai Baht

BOB Bolivian Boliviano HRK Croatian Kuna MZM Mozambican Metical TND Tunisian Dinar

BRL Brazilian Real HTG Haitian Gourde NAD Namibian Dollar TRY Turkish Lira

BSD Bahamian Dollar HUF Hungarian Forint NGN Nigerian Naira TTD Trinidad and Tobago Dollar

BWP Botswana Pula IDR Indonesian Rupiah NIO Nicarguan Cordoba Oro TWD Taiwan Dollar

BYR Belarusian Ruble ILS Israeli New Shekel NOK Norwegian Kroner TZS Tanzanian Shilling

BZD Belize Dollar INR Indian Rupee NPR Nepalese Rupee UAG Ukrainian Hryvnai

CAD Canadian Dollar IQD Iraqi Dinar NZD New Zealand Dollar UGX Uganda Shilling

CHF Swiss Franc IRR Iranian Rial OMR Omani Rial USD U.S. Dollar

CLP Chilean Peso ISK Iceland Krona PAB Panamanian Balboa UYU Uruguayan Peso

CNY China Yuan Renminbi JMD Jamaican Dollar PEN Peruvian Nuevo Sol VEB Venezuelan Bolivar

COP Columbian Peso JOD Jordanian Dinar PGK Papua New Guinea Kina VND Vietnamese Dong

CRC Costa Rican Colon JPY Japanese Yen PHP Philippine Peso XAF CFA Franc BEAC

CUP Cuban Peso KES Kenyan Shilling PKR Pakistan Rupee XCD East Caribbean Dollar

CYP Cyprus Pound KHR Cambodian Riel PLN Polish Zloty XOF CFA Franc BCEAO

CZK Czech Koruna KPW North Korean Won PYG Guarani YER Yemeni Rial

Important Information

The portfolio data contained herein is for informational purposes only and does not constitute a recommendation or an offer for a particular security or investment. Unlike the fund's regulatory

filings, the portfolio data and its presentation in this document do not conform to Generally Accepted Accounting Principles (GAAP) and Securities and Exchange Commission (SEC) presentation

requirements. The holdings are not audited and the information may differ in certain respects, such as derivatives exposure and security name, from the information found in the complete list

of portfolio investments in the semiannual and annual shareholder reports and Form N-Q.

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