page 1 of 24 - individual.troweprice.com. rowe price personal strategy balanced fund 03/31/2017...

T. Rowe Price Personal Strategy Balanced Fund 03/31/2018

(Unaudited)

Portfolio of Investments

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

2U 6,125 514,684 0.021%

3M 1,450 318,304 0.013%

ABB 114,852 2,730,973 0.113%

Abbott Laboratories 26,933 1,613,825 0.067%

ABBVIE INC 3.6 5/14/25 655,000 645,138 0.027%

Abn Amro 58,480 1,763,371 0.073%

Acadia Healthcare 17,309 678,167 0.028%

Acadia Realty Trust, REIT 9,000 221,400 0.009%

Acceleron Pharma 7,100 277,610 0.012%

ACER 2017-1A A2 144A 1.87 7/10/19 93,248 92,984 0.004%

ACER 2017-1A A3 144A 2.29 6/10/21 110,000 108,841 0.005%

Activision Blizzard 11,200 755,552 0.031%

ACTIVISION BLIZZARD 4.5 6/15/47 915,000 909,122 0.038%

Advantage Oil & Gas 30,212 89,345 0.004%

AERCAP IRELAND CAP/GLOBA 3.5 5/26/22 200,000 196,750 0.008%



AERCAP IRELAND CAP LTD/A 3.95 2/1/22 1,015,000 1,018,806 0.042%

Aerojet Rocketdyne Holdings 16,842 471,071 0.020%

AESOP 2013-1A A 144A 1.92 9/20/19 645,000 643,808 0.027%

AESOP 2013-2A A 144A 2.97 2/20/20 350,000 350,408 0.015%

AESOP 2014-1A A 144A 2.46 7/20/20 580,000 577,765 0.024%

AESOP 2014-2A A 144A 2.5 2/20/21 1,660,000 1,647,585 0.068%

AESOP 2016-2A A 144A 2.72 11/20/22 380,000 372,861 0.015%

Aetna 19,094 3,226,886 0.134%

AFIN 2015-2 A3 1.73 9/20/19 128,841 128,678 0.005%

Agilent Technologies 48,136 3,220,298 0.134%

Agios Pharmaceuticals 3,109 254,254 0.011%

AHPT 2017-ATRM A 144A 2.71 12/15/36 770,000 770,711 0.032%

AIA Group 294,000 2,513,311 0.104%

AIA GROUP LTD 144A 3.9 4/6/28 665,000 669,199 0.028%

Aimmune Therapeutics 8,583 273,197 0.011%

AIR LEASE CORP 2.75 1/15/23 570,000 549,577 0.023%

AIR LEASE CORP 3.63 12/1/27 1,180,000 1,114,522 0.046%

Air Liquide 15,794 1,938,205 0.081%

Aisin Seiki 19,600 1,064,687 0.044%

Alamo 2,800 307,720 0.013%

Alaska Air Group 14,369 890,303 0.037%

Alexander & Baldwin Investments 18,116 419,023 0.017%

ALEXANDRIA REAL ESTATE E 3.95 1/15/27 380,000 373,242 0.016%



Alexion Pharmaceuticals 33,056 3,684,422 0.153%

ALIBABA GROUP HOLDING 3.6 11/28/24 1,875,000 1,861,332 0.077%

Alibaba Group Holding, ADR 91,144 16,728,570 0.695%

Alkermes 6,900 399,924 0.017%

ALLEG 2015-1A AR 144A 2.59 7/25/27 475,000 471,429 0.020%

ALLYA 2015-2 D 144A 3.01 3/15/22 55,000 55,053 0.002%

ALLYA 2016-1 C 2.29 6/15/21 155,000 154,509 0.006%

ALLYA 2017-2 B 2.33 6/15/22 60,000 59,335 0.002%

ALM 2014-11A A2AR 144A 3.28 10/17/26 655,000 654,886 0.027%

Alphabet Class A 6,386 6,623,176 0.275%

Alphabet Class C 15,041 15,519,153 0.645%

Amazon.com 26,547 38,422,535 1.597%

AMAZON.COM INC 144A 3.88 8/22/37 1,245,000 1,235,804 0.051%

AMAZON.COM INC 144A 4.05 8/22/47 1,000,000 989,858 0.041%

Ambarella 2,700 132,273 0.005%

AMCAR 2015-2 C 2.4 1/8/21 193,000 192,312 0.008%

AMCAR 2015-3 B 2.08 9/8/20 390,000 389,183 0.016%

AMCAR 2015-4 C 2.88 7/8/21 175,000 175,321 0.007%

AMCAR 2015-4 D 3.72 12/8/21 465,000 470,585 0.020%

AMCAR 2016-1 A3 1.81 10/8/20 92,889 92,648 0.004%

AMCAR 2016-2 C 2.87 11/8/21 85,000 85,168 0.004%

AMCAR 2016-4 D 2.74 12/8/22 860,000 843,628 0.035%

AMCAR 2017-1 C 2.71 8/18/22 65,000 64,209 0.003%

of 25

AMCAR 2017-1 D 3.13 1/18/23 990,000 982,707 0.041%

Amcor 144,217 1,579,224 0.066%

AMER AIRLINE 17-1B PTT 4.95 8/15/26 485,550 498,973 0.021%

AMER AIRLINE 17-2 AA PTT 3.35 4/15/31 205,000 197,270 0.008%

AMER AIRLN 13-1 A PASS T 4 1/15/27 457,387 460,489 0.019%

AMER AIRLN 14-1 B PTT 4.38 4/1/24 62,715 62,965 0.003%

AMER AIRLN 15-1 B PTT 3.7 11/1/24 137,481 135,100 0.006%

America Movil, ADR 64,800 1,237,032 0.051%

American Airlines 190,494 9,898,068 0.411%

AMERICAN AIRLINES 2013-2 4.95 7/15/24 485,031 504,068 0.021%

AMERICAN CAMPUS CMNTYS 3.63 11/15/27 225,000 214,094 0.009%

American Campus Communities, REIT 13,000 502,060 0.021%

American Electric Power 3,783 259,476 0.011%

American International Group 87,293 4,750,485 0.197%

American Public Education 7,957 342,151 0.014%

American Tower, REIT 11,884 1,727,221 0.072%

Ameriprise Financial 4,113 608,477 0.025%

Amicus Therapeutics 4,112 61,844 0.003%

AMOT 2015-3 A 1.63 5/15/20 760,000 759,409 0.032%

AMXCA 2017-7 B 2.54 5/15/25 560,000 547,499 0.023%

Andeavor 10,840 1,090,070 0.045%

ANHEUSER-BUSCH INBEV FIN 3.65 2/1/26 750,000 742,244 0.031%

ANHEUSER-BUSCH INBEV FIN 4.9 2/1/46 350,000 374,416 0.016%

Anthem 28,915 6,352,626 0.264%

ANTHEM INC 4.65 1/15/43 995,000 999,884 0.042%

ANTHEM INC 3.5 8/15/24 410,000 399,838 0.017%

Antofagasta 86,284 1,115,551 0.046%

Apple 18,288 3,068,361 0.128%

APPLE INC 3.75 11/13/47 2,635,000 2,525,819 0.105%

APPLE INC 4.25 2/9/47 225,000 233,015 0.010%

Applied Materials 47,215 2,625,626 0.109%

Aptiv 10,024 851,739 0.035%

APT PIPELINES LTD 144A 3.88 10/11/22 345,000 348,153 0.014%

APT PIPELINES LTD 144A 4.25 7/15/27 210,000 208,853 0.009%

Aquinox Pharmaceuticals 4,221 59,432 0.002%

ARCONIC INC 5.87 2/23/22 215,000 226,825 0.009%

ARCONIC INC 6.15 8/15/20 870,000 911,325 0.038%

ARGENTINA 5.88 1/11/28 985,000 928,239 0.039%

Argenx, ADR 2,367 190,401 0.008%

ARIFL 2017-A A2 144A 1.91 4/15/26 155,000 154,150 0.006%

Asahi Kasei 184,500 2,425,784 0.101%

Ascendis Pharma, ADR 5,562 363,755 0.015%

ASML Holding 1,475 292,876 0.012%

ASML Holding 11,006 2,182,422 0.091%

Assured Guaranty 17,621 637,880 0.027%

Astellas Pharma 243,400 3,692,003 0.153%

Atlantic Capital Bancshares 15,580 281,998 0.012%

Australia & New Zealand Banking 149,543 3,112,490 0.129%

Autoliv 14,130 2,048,420 0.085%

AUTORIDAD CANAL DE PANAM 144A 4.95 7/29/35 200,000 215,500 0.009%

Aviva 279,024 1,947,328 0.081%

AVNET INC 4.63 4/15/26 625,000 624,639 0.026%

AXA 172,273 4,579,539 0.190%

Axis Capital Holdings 4,800 276,336 0.011%

AZZ 13,400 585,580 0.024%

BABSN 2013-IA AR 144A 2.54 1/20/28 535,000 533,709 0.022%

BAHAMAS 144A 6 11/21/28 635,000 661,988 0.028%

Baidu, ADR 7,000 1,562,330 0.065%

BAIDU INC 4.38 3/29/28 1,005,000 1,008,400 0.042%

BAIDU INC 2.88 7/6/22 610,000 592,111 0.025%

Ball 7,054 280,114 0.012%

BANCO DE BOGOTA SA 144A 4.38 8/3/27 600,000 578,400 0.024%

BANCO SANTANDER CHILE 144A 3.88 9/20/22 315,000 318,317 0.013%

BANCO SANTANDER SA 3.8 2/23/28 600,000 577,264 0.024%

BANCO SANTANDER SA 3.5 4/11/22 800,000 796,320 0.033%

BANK 2017-BNK4 A4 3.63 5/15/50 500,000 502,787 0.021%

BANK 2017-BNK5 A5 3.39 6/15/60 525,000 518,294 0.022%

BANK 2017-BNK5 B 3.9 6/15/60 470,000 474,090 0.020%

Bank of America 156,174 4,683,658 0.195%

BANK OF AMERICA CORP 3.25 10/21/27 3,120,000 2,939,162 0.122%

BANK OF AMERICA CORP 3.3 1/11/23 550,000 547,654 0.023%


of 25


BANK OF AMERICA CORP 4.24 4/24/38 845,000 860,965 0.036%

Bank of New York Mellon 44,999 2,318,798 0.096%

BankUnited 31,600 1,263,368 0.053%

Barclays, ADR 47,220 558,140 0.023%

BARCLAYS BANK PLC 5.14 10/14/20 455,000 469,394 0.020%

BARCLAYS PLC 3.68 1/10/23 790,000 782,476 0.033%

Barnes Group 12,900 772,581 0.032%

BASF 22,842 2,316,578 0.096%

BAY AREA TOLL BRDG CA BUILD AMER 6.26 4/1/49 515,000 723,451 0.030%

Bayer 54,639 6,159,664 0.256%

BBVA BANCOMER SA TEXAS 144A 4.38 4/10/24 885,000 898,275 0.037%

BECTON DICKINSON AND CO 3.73 12/15/24 300,000 294,235 0.012%


BECTON DICKINSON AND CO 3.7 6/6/27 1,170,000 1,128,949 0.047%


BECTON DICKINSON AND CO CVT 6.125000 A 15,188 885,237 0.037%

Becton, Dickinson & Company 52,508 11,378,484 0.473%

BeiGene, ADR 379 63,672 0.003%

Beneficial Bancorp 28,101 436,971 0.018%

BERMUDA 144A 4.85 2/6/24 555,000 586,663 0.024%

BHP Billiton 84,564 1,671,253 0.069%

BHP Billiton Limited 26,657 590,866 0.025%

Biogen 5,780 1,582,680 0.066%

Blackstone Hedge Fund Solutions 112,110 124,902,216 5.191%

Blue Hills Bancorp 16,481 343,629 0.014%

Blueprint Medicines 5,756 527,825 0.022%

BMARK 2018-B1 C 4.12 1/15/51 45,000 44,931 0.002%

BMW 14,829 1,612,949 0.067%

BMWLT 2017-1 A3 1.98 5/20/20 185,000 183,819 0.008%

BMWLT 2017-2 A3 2.07 10/20/20 305,000 301,887 0.013%

BNP Paribas 61,986 4,596,930 0.191%

BNP PARIBAS 144A 3.8 1/10/24 660,000 659,165 0.027%

BNP PARIBAS 144A 2.95 5/23/22 335,000 328,535 0.014%

BOAMS 2004-A 2A2 3.86 2/25/34 24,922 24,896 0.001%

BOAMS 2004-D 2A2 3.68 5/25/34 19,814 19,972 0.001%

BOAMS 2004-H 2A2 3.6 9/25/34 24,954 24,687 0.001%

BOAMS 2004-I 3A2 3.77 10/25/34 9,830 9,933 0.000%

BOAMS 2005-J 2A1 3.69 11/25/35 100,803 93,826 0.004%

BOAMS 2005-J 3A1 4.02 11/25/35 39,107 40,345 0.002%

BOARDWALK PIPELINES LP 4.95 12/15/24 375,000 385,216 0.016%




Boeing 59,882 19,634,110 0.816%

BOMFT 2017-RT1 A1 144A 3 3/28/57 96,348 95,056 0.004%

BOMFT 2017-RT3 A 144A 3.5 1/28/58 363,823 366,122 0.015%

Booking Holdings 9,796 20,379,500 0.847%

Booz Allen Hamilton 24,300 940,896 0.039%

BORAL FINANCE PTY LTD 144A 3 11/1/22 60,000 58,433 0.002%

BORAL FINANCE PTY LTD 144A 3.75 5/1/28 1,600,000 1,547,246 0.064%

Boston Beer 3,700 699,485 0.029%

BOSTON PROPERTIES LP 2.75 10/1/26 756,000 686,799 0.029%



BPCE SA 144A 3.5 10/23/27 860,000 812,779 0.034%

BPCE SA 144A 3 5/22/22 260,000 254,598 0.011%

BRAMBLES USA INC 144A 4.13 10/23/25 240,000 242,975 0.010%

BRASKEM FINANCE LTD 7.38 1/4/67 300,000 303,672 0.013%

BRAZIL NTN-F 10 1/1/23 3,580,000 1,131,806 0.047%

Bridge Bancorp 13,100 439,505 0.018%

Bright Horizons Family Solutions 3,308 329,874 0.014%

Brinks Company 14,398 1,027,297 0.043%

BRIXMOR OPERATING PART 3.85 2/1/25 170,000 166,162 0.007%




Broadcom 50,419 11,881,237 0.494%

BROADCOM CRP / CAYMN FI 3 1/15/22 675,000 661,386 0.027%

BROADCOM CRP / CAYMN FI 3.63 1/15/24 935,000 918,257 0.038%



of 25

Bruker 17,070 510,734 0.021%

Bunge Limited 50,682 3,747,427 0.156%

BUNGE LTD FINANCE CORP 3.75 9/25/27 565,000 545,585 0.023%

Burberry 99,015 2,360,165 0.098%

Burlington Stores 6,900 918,735 0.038%

BWX Technologies 18,900 1,200,717 0.050%

BX 2017-IMC A 144A 2.83 10/15/32 605,000 605,377 0.025%

BX 2017-IMC D 144A 4.03 10/15/32 470,000 471,043 0.020%

Cable One 1,595 1,095,940 0.046%

Caesars Entertainment 9,777 109,991 0.005%

California Water Service Group 15,500 577,375 0.024%

Cal-Maine Foods 26,611 1,162,901 0.048%

Canadian Natural Resources 14,801 465,787 0.019%

Canadian Pacific Railway 4,441 783,837 0.033%

CAPITAL ONE BANK USA NA 3.38 2/15/23 1,045,000 1,017,838 0.042%

CAPITAL ONE FINANCIAL CO 3.3 10/30/24 430,000 414,990 0.017%

CAPITAL ONE FINANCIAL CO 3.8 1/31/28 320,000 309,646 0.013%

Capitol Federal Financial 31,040 383,344 0.016%

Cardtronics 15,300 341,343 0.014%

CARGILL INC 144A 3.25 3/1/23 135,000 135,218 0.006%

Cargurus 13,418 516,190 0.021%

Cargurus 11,754 429,568 0.018%

CARMX 2016-1 A4 1.88 6/15/21 465,000 458,726 0.019%

CARMX 2016-2 B 2.16 12/15/21 85,000 83,710 0.003%

CARMX 2016-4 A3 1.4 8/15/21 625,000 616,252 0.026%

CARMX 2017-4 A3 2.11 10/17/22 190,000 187,428 0.008%

CAS 2017-C01 1M1 3.17 7/25/29 183,972 185,456 0.008%

CAS 2017-C03 1M1 2.82 10/25/29 249,702 251,108 0.010%

CAS 2017-C06 1M1 2.62 2/25/30 145,198 145,434 0.006%

CAS 2017-C06 2M2 4.67 2/25/30 1,085,000 1,122,393 0.047%

CAS 2017-C07 2M1 2.52 5/25/30 189,584 189,651 0.008%

CAS 2017-C07 2M2 4.37 5/25/30 1,150,000 1,167,807 0.049%

CAS 2018-C01 1M1 2.47 7/25/30 1,875,912 1,875,231 0.078%

CAS 2018-C02 2M2 4.07 8/25/30 725,000 728,920 0.030%

Catalent 20,033 822,555 0.034%

CATHOLIC HEALTH INITIATI 2.95 11/1/22 250,000 242,949 0.010%

Cboe Global Markets 11,870 1,354,367 0.056%

CCART 2016-BA A2 144A 1.36 1/15/20 29,833 29,822 0.001%

CCART 2016-BA A3 144A 1.64 7/15/21 185,000 183,658 0.008%

CCCI TREASURE LTD 3.5 10/21/66 210,000 207,925 0.009%

CCG 2016-1 A2 144A 1.69 9/14/22 185,316 184,201 0.008%

CC HOLDINGS GS V LLC/CRO 3.85 4/15/23 1,190,000 1,197,314 0.050%

Celgene 1,298 115,795 0.005%

CELGENE CORP 4.35 11/15/47 430,000 406,734 0.017%

CELGENE CORP 3.63 5/15/24 810,000 798,660 0.033%

CELGENE CORP 3.88 8/15/25 505,000 499,926 0.021%

CELULOSA ARAUCO CONSTITU 144A 3.88 11/2/27 300,000 289,350 0.012%

CELULOSA ARAUCO CONSTITU 144A 5.5 11/2/47 200,000 204,400 0.008%

CENCOSUD SA 5.15 2/12/25 610,000 633,658 0.026%

CENOVUS ENERGY INC 4.25 4/15/27 145,000 141,194 0.006%

Centene 9,600 1,025,952 0.043%

Centennial Resource Development 18,049 331,199 0.014%

Central Japan Railway 10,600 2,005,338 0.083%

CFAB 2002 2 1M1 5.6 9/25/31 824 854 0.000%

CF Industries 64,095 2,418,304 0.101%

CGCMT 2014-GC21 AS 4.03 5/10/47 380,000 386,105 0.016%

CGCMT 2015-GC27 A5 3.14 2/10/48 225,000 221,260 0.009%

CGCMT 2016-GC36 B 4.76 2/10/49 460,000 490,937 0.020%

CGCMT 2018-B2 C 4.83 3/10/51 275,000 285,459 0.012%

CGGS 2018-WSS B 144A 2.85 2/15/37 400,000 400,256 0.017%

CGMS 2015-1A AR 144A 2.74 4/20/27 820,000 818,545 0.034%

Challenger Ltd/Australia 221,899 1,987,288 0.083%

Charles Schwab 29,366 1,533,493 0.064%

CHARTER COMM OPT LLC/CAP WI 4.91 7/23/25 570,000 580,630 0.024%

Chart Industries 24,400 1,440,332 0.060%

Chegg 40,004 826,483 0.034%

Chesapeake Utilities 7,450 524,108 0.022%

Chevron 60,880 6,942,755 0.289%

CHICAGO IL INTL ARPT BLD AMERICA 6.4 1/1/40 260,000 352,583 0.015%

CHICAGO IL WTR REC BLD AMERICA 5.72 12/1/38 430,000 542,995 0.023%

Chubb 56,269 7,695,911 0.320%

Chuy's Holdings 11,369 297,868 0.012%

of 25

Cigna 25,642 4,301,189 0.179%

Cintas 4,353 742,535 0.031%

Cisco Systems 151,294 6,489,000 0.270%

Citigroup 61,577 4,156,448 0.173%

CITIGROUP INC 3.89 1/10/28 1,620,000 1,609,640 0.067%

CITIGROUP INC 2.88 7/24/23 815,000 792,675 0.033%

CK Hutchison Holdings 229,386 2,756,135 0.115%

Clifton Bancorp 4,336 67,858 0.003%

Close Brothers 17,606 355,071 0.015%

CNAC HK FINBRIDGE CO LTD 4.63 3/14/23 760,000 765,422 0.032%

CNA FINANCIAL CORP 5.88 8/15/20 875,000 927,670 0.039%

CNH 2017-C B 2.54 5/15/25 50,000 49,002 0.002%

CNOOC FINANCE 2014 ULC 4.25 4/30/24 200,000 203,091 0.008%

CNOOC FINANCE 2015 US 3.5 5/5/25 800,000 774,130 0.032%

CODELCO INC 144A 3.63 8/1/27 200,000 194,758 0.008%

Colliers International 6,600 458,370 0.019%

COLT 2017-2 A1A 144A 2.42 10/25/47 160,617 160,858 0.007%

COLT 2017-2 A3A 144A 2.77 10/25/47 78,350 78,437 0.003%

COLT 2018-1 A1 144A 2.93 2/25/48 325,555 325,542 0.014%

COLT 2018-1 A2 144A 2.98 2/25/48 95,751 95,747 0.004%

Columbia Banking System 8,473 355,442 0.015%

COMCAST CORP 3.3 2/1/27 200,000 193,378 0.008%

COMCAST CORP 3.9 3/1/38 515,000 496,630 0.021%

COMCAST CORP 3.2 7/15/36 70,000 61,403 0.003%

COMET 2005-B3 B3 2.27 5/15/28 320,000 317,794 0.013%

COMISION FED DE ELECTRIC 144A 4.88 1/15/24 200,000 206,250 0.009%

COMM 2014-TSC A 144A 2.57 2/13/32 320,000 320,203 0.013%

COMM 2014-UBS5 A4 3.84 9/10/47 480,000 493,302 0.021%

COMM 2015-CR24 AM 4.03 8/10/48 230,000 235,362 0.010%

COMM 2015-CR25 C 4.55 8/10/48 180,000 180,144 0.007%

COMM 2015-CR26 A4 3.63 10/10/48 825,000 831,704 0.035%

COMM 2015-LC21 B 4.31 7/10/48 500,000 504,282 0.021%

COMM 2015-LC23 AM 4.16 10/10/48 845,000 872,310 0.036%

COMM 2015-PC1 B 4.44 7/10/50 250,000 250,661 0.010%

COMM 2016-CR28 A4 3.76 2/10/49 430,000 436,153 0.018%

COMM 2016-CR28 AHR 3.65 2/10/49 328,013 331,820 0.014%

COMM 2016-DC2 A5 3.77 2/10/49 370,000 378,381 0.016%

Commerzbank 62,926 816,927 0.034%

Compass Group 80,407 1,641,823 0.068%

Compass Minerals 3,000 180,900 0.008%

Computer Modelling 23,000 165,848 0.007%

CONCHO RESOURCES INC 3.75 10/1/27 625,000 609,375 0.025%

Constellation Brands 2,990 681,481 0.028%

Constellium 14,100 152,985 0.006%

Cooper Companies 7,794 1,783,345 0.074%

Core-Mark Holding 12,522 266,218 0.011%

Corning 60,949 1,699,258 0.071%

Corvus Pharmaceuticals 4,778 55,090 0.002%

CoStar Group 1,713 621,271 0.026%

Costco Wholesale 372 70,096 0.003%

Coupa Software 11,433 521,573 0.022%

Covestro 13,103 1,290,216 0.054%

CRCC YUPENG LTD 3.95 2/1/67 580,000 580,057 0.024%

CREDIT AGRICOLE LONDON 144A 3.25 10/4/24 740,000 710,393 0.030%

Credit Saison 63,400 1,040,927 0.043%

CREDIT SUISSE GROUP AG 144A 3 12/14/23 600,000 580,090 0.024%

Crew Energy 76,288 111,914 0.005%

Cross Country Healthcare 18,715 207,924 0.009%

Crown Castle International, REIT 57,559 6,309,042 0.262%

CROWN CASTLE INTL CORP 5.25 1/15/23 320,000 339,903 0.014%

CROWN CASTLE TOWERS LLC 144A 3.66 5/15/45 725,000 724,542 0.030%

CSAIL 2015-C3 A4 3.72 8/15/48 275,000 278,455 0.012%

CSAIL 2016-C6 A5 3.09 1/15/49 370,000 358,471 0.015%

CSL 9,885 1,190,930 0.049%

CSMC 2015-GLPB A 144A 3.64 11/15/34 580,000 592,204 0.025%

CSMC 2015-GLPB B 144A 3.81 11/15/34 495,000 503,675 0.021%

CSW Industrials 5,000 225,250 0.009%

CSX 11,918 663,952 0.028%

Ctrip.com International, ADR 8,636 402,610 0.017%

CTRIP.COM INTL LTD CB 1.25% 9/22 1.25 9/15/22 435,000 453,896 0.019%

CTS 12,000 326,400 0.014%

CVS Health 46,412 2,887,291 0.120%

of 25

CVS HEALTH CORP 3.7 3/9/23 1,665,000 1,673,648 0.070%

CWL 2004-BC1 M2 3.48 1/25/34 18,373 17,823 0.001%

CyberAgent 27,100 1,347,296 0.056%

Cyber-Ark Software 10,290 524,996 0.022%

CytomX Therapeutics 6,300 179,235 0.007%

Danaher 96,172 9,416,201 0.391%

Danske Bank 60,263 2,257,953 0.094%

DBS Group 159,842 3,376,238 0.140%

DCC 20,634 1,901,153 0.079%

DC INCOME TAX BUILD AMERICA E 5.59 12/1/34 70,000 84,013 0.003%

Delta Air Lines 95,194 5,217,583 0.217%

DELTA AIR LINES 4.95 5/23/19 44,237 44,796 0.002%

DELTA AIR LINES 7.75 6/17/21 40,865 43,255 0.002%

DELTA AIR LINES 2011-1 5.3 10/15/20 35,607 36,280 0.002%

DELTA AIR LINES 2015-1AA 3.63 1/30/29 352,550 349,104 0.015%

DELTA AIR LINES INC 3.63 3/15/22 440,000 437,931 0.018%

Denny's 57,000 879,510 0.037%

DENVER COLO PUB SCHS SER B 4.24 12/15/37 210,000 221,588 0.009%

Descartes Systems 32,500 927,875 0.039%

Diageo 82,132 2,777,675 0.115%

Diamondback Energy 5,100 645,252 0.027%

Direct Line Insurance 423,846 2,269,484 0.094%

DISCOVER FINANCIAL SVS 4.1 2/9/27 800,000 792,935 0.033%

DISCOVER FINANCIAL SVS 3.75 3/4/25 430,000 416,628 0.017%

DNB 199,413 3,927,886 0.163%

DNKN 2017-1A A2I 144A 3.63 11/20/47 284,288 283,011 0.012%

Dollar General 26,687 2,496,569 0.104%

DowDuPont 70,780 4,509,394 0.187%

Dril-Quip 5,900 264,320 0.011%

DROCK 2014-3 A 2.41 7/15/22 525,000 523,080 0.022%

DROCK 2015-1 A 2.2 12/15/22 135,000 133,542 0.006%

DSLA 2004-AR1 A1A 2.65 9/19/44 113,797 111,505 0.005%

Dunkin Brands 12,200 728,218 0.030%

EastGroup Properties, REIT 9,500 785,270 0.033%

E BAY CA MUD BUILD AMERICA 5.87 6/1/40 530,000 689,005 0.029%

Edgewell Personal Care 11,200 546,784 0.023%

EFF 2016-2 A2 144A 1.74 2/22/22 181,614 180,719 0.008%

EFF 2017-1 A2 144A 2.13 7/20/22 173,368 172,428 0.007%

EFF 2018-1 A2 144A 2.87 10/20/23 320,000 319,967 0.013%

EHGVT 2014-A A 144A 2.53 2/25/27 118,553 116,269 0.005%

Electric Power development 70,400 1,774,473 0.074%

Electronic Arts 18,886 2,289,739 0.095%

Elekta 125,853 1,347,349 0.056%

Element Fleet Management 245,295 790,138 0.033%

Ellie Mae 6,860 630,708 0.026%

ENBRIDGE ENERGY PARTNERS 7.38 10/15/45 515,000 664,968 0.028%

ENBRIDGE INC 6 1/15/77 490,000 482,038 0.020%

Encore Capital 11,400 515,280 0.021%

ENEL FINANCE INTL NV 144A 2.75 4/6/23 845,000 816,350 0.034%

ENEL FINANCE INTL NV 144A 3.63 5/25/27 1,020,000 968,842 0.040%

ENEL FINANCE INTL NV 144A 4.75 5/25/47 845,000 864,528 0.036%

ENERSIS AMERICAS SA 4 10/25/26 600,000 587,796 0.024%

Engie 184,589 3,082,362 0.128%

ENLINK MIDSTREAM PARTNER 4.85 7/15/26 380,000 383,430 0.016%

Entegris 14,400 501,120 0.021%

Entergy 29,368 2,313,611 0.096%

EOG Resources 36,891 3,883,516 0.161%

E.ON 87,276 969,820 0.040%

EQUATE PETROCHEMICAL BV 4.25 11/3/26 395,000 392,876 0.016%

Equinix, REIT 314 131,296 0.005%

Equity Commonwealth, REIT 18,100 555,127 0.023%

Erste Group Bank 36,935 1,856,848 0.077%

ESCO Technologies 15,865 928,896 0.039%

Essent 5,400 229,824 0.010%

ESSEX PORTFOLIO LP 3.38 4/15/26 405,000 388,736 0.016%

ESSEX PORTFOLIO LP 3.63 5/1/27 525,000 509,212 0.021%

Essity 57,501 1,593,535 0.066%

Euronet Worldwide 500 39,460 0.002%

Eutelsat Communications 55,858 1,107,132 0.046%

Eversource Energy 41,754 2,460,146 0.102%

Exelixis 14,500 321,175 0.013%

Expedia 5,560 613,880 0.026%

of 25

EXPEDIA INC 5 2/15/26 1,175,000 1,208,523 0.050%

EXPRESS SCRIPTS HOLDING 4.5 2/25/26 400,000 407,884 0.017%

EXPRESS SCRIPTS HOLDING 4.8 7/15/46 380,000 386,512 0.016%

Facebook 110,017 17,579,616 0.731%

FB Financial 14,000 568,260 0.024%

FedEx 623 149,589 0.006%

FED HOME LOAN GOLD 7 10/1/25 320 340 0.000%

FED HOME LOAN MTG GOLD 6 11/1/25 79 88 0.000%

FED HOME LOAN MTG GOLD 6 4/1/24 810 900 0.000%

FED NATL MTG ASSN 8.5 11/1/21 32 34 0.000%

FED NATL MTG ASSN 6.5 8/1/23 163 181 0.000%

FED NATL MTG ASSOC BENCHMARK BONDS 7.13 1/15/30 1,270,000 1,776,115 0.074%

Ferrari 7,000 843,640 0.035%

FHL ARM 3.54 9/1/32 1,419 1,451 0.000%

FHLMC 15YR GIANT 6 8/1/22 50,358 52,455 0.002%

FHLMC 15YR GOLD 5 10/1/18 578 581 0.000%

FHLMC 15YR GOLD 5.5 11/1/18 1,974 1,985 0.000%

FHLMC 15YR GOLD 5 1/1/24 82,801 86,719 0.004%

FHLMC 15YR GOLD 4 1/1/25 34,188 35,243 0.001%

FHLMC 15YR GOLD 4.5 12/1/18 216 217 0.000%

FHLMC 15YR GOLD 2.5 4/1/30 366,573 358,995 0.015%

FHLMC 15YR GOLD 4 6/1/24 111,965 115,415 0.005%

FHLMC 15YR GOLD 5 7/1/25 1,961 1,971 0.000%

FHLMC 15YR GOLD 6 8/1/21 17,814 18,330 0.001%

FHLMC ARM 3.56 1/1/37 26,735 27,945 0.001%

FHLMC ARM 3.63 2/1/35 86,160 90,222 0.004%

FHLMC ARM 3.64 2/1/37 76,759 79,993 0.003%

FHLMC ARM 3.51 7/1/35 19,852 20,888 0.001%

FHLMC GOLD 6 10/1/32 6,230 6,956 0.000%

FHLMC GOLD 6.5 10/1/32 8,448 9,513 0.000%

FHLMC GOLD 4.5 10/1/39 114,063 120,581 0.005%

FHLMC GOLD 4.5 10/1/39 155,515 164,490 0.007%

FHLMC GOLD 4 10/1/40 10,488 10,853 0.000%

FHLMC GOLD 4 10/1/40 6,118 6,331 0.000%

FHLMC GOLD 4.5 10/1/40 82,891 87,676 0.004%

FHLMC GOLD 4.5 10/1/41 293,085 309,967 0.013%

FHLMC GOLD 3.5 10/1/42 260,116 261,925 0.011%

FHLMC GOLD 5 11/1/18 559 562 0.000%

FHLMC GOLD 6.5 11/1/29 10,867 12,237 0.001%

FHLMC GOLD 4 11/1/40 6,148 6,361 0.000%

FHLMC GOLD 4 11/1/40 186,032 192,499 0.008%

FHLMC GOLD 4 1/1/41 439,569 454,857 0.019%

FHLMC GOLD 6 12/1/33 71,945 81,096 0.003%

FHLMC GOLD 5 12/1/36 22,684 24,468 0.001%

FHLMC GOLD 4.5 12/1/39 47,316 50,040 0.002%

FHLMC GOLD 4 12/1/40 1,960 2,028 0.000%

FHLMC GOLD 4 12/1/40 49,409 51,129 0.002%

FHLMC GOLD 3 12/1/42 917,799 901,484 0.037%

FHLMC GOLD 4 2/1/41 57,734 59,744 0.002%

FHLMC GOLD 4 2/1/41 326,498 337,844 0.014%

FHLMC GOLD 3 2/1/43 62,170 60,987 0.003%

FHLMC GOLD 6.5 3/1/32 5,708 6,428 0.000%

FHLMC GOLD 6 3/1/33 156,744 176,419 0.007%

FHLMC GOLD 3 3/1/43 23,854 23,401 0.001%

FHLMC GOLD 3 3/1/43 15,812 15,512 0.001%

FHLMC GOLD 3 3/1/43 240,315 236,035 0.010%

FHLMC GOLD 3.5 3/1/46 1,912,785 1,923,567 0.080%

FHLMC GOLD 7 4/1/32 3,414 3,900 0.000%

FHLMC GOLD 6.5 4/1/32 13,956 15,716 0.001%

FHLMC GOLD 5 4/1/40 13,011 14,027 0.001%

FHLMC GOLD 3 4/1/43 491,460 482,712 0.020%

FHLMC GOLD 3 4/1/43 435,525 427,767 0.018%

FHLMC GOLD 6.5 5/1/32 4,111 4,630 0.000%

FHLMC GOLD 3.5 5/1/43 196,398 197,763 0.008%

FHLMC GOLD 7 6/1/32 2,010 2,072 0.000%

FHLMC GOLD 7 6/1/32 6,465 6,852 0.000%

FHLMC GOLD 4.5 6/1/39 271,433 287,045 0.012%

FHLMC GOLD 6.5 7/1/35 2,925 3,294 0.000%

FHLMC GOLD 5 7/1/40 71,628 77,119 0.003%

FHLMC GOLD 3 7/1/43 341,595 335,245 0.014%

FHLMC GOLD 6 8/1/38 10,276 11,547 0.000%

FHLMC GOLD 4.5 8/1/39 56,518 59,780 0.002%

of 25

FHLMC GOLD 4.5 8/1/40 40,756 43,107 0.002%

FHLMC GOLD 5 8/1/40 137,157 147,883 0.006%

FHLMC GOLD 4 8/1/40 80,253 83,040 0.003%

FHLMC GOLD 5 8/1/40 117,265 126,436 0.005%

FHLMC GOLD 3.5 8/1/42 731,693 736,780 0.031%

FHLMC GOLD 3.5 9/1/42 101,705 102,412 0.004%

FHLM Gold 4 10/1/41 159,513 165,075 0.007%

FHLM Gold 4 12/1/41 154,947 160,349 0.007%

FHMS K025 A1 1.88 4/25/22 240,577 236,505 0.010%

FHR 4621 FK 2.28 10/15/46 131,515 132,241 0.005%

FHR 4623 EF 2.23 10/15/46 166,766 167,946 0.007%

FHR 4623 MF 2.28 10/15/46 162,383 163,496 0.007%

FHR 4650 FL 2.23 1/15/47 356,179 358,802 0.015%

FHR 4654 FK 2.28 2/15/47 150,268 151,796 0.006%

Fidelity National Information 18,610 1,792,143 0.074%

Fiesta Restaurant 16,119 298,202 0.012%

Fifth Third Bancorp 116,318 3,693,097 0.153%

Finisar 15,422 243,822 0.010%

FIRSTENERGY CORP 3.9 7/15/27 820,000 803,467 0.033%

FIRSTENERGY TRANSMISSION 144A 4.35 1/15/25 815,000 834,024 0.035%

First Hawaiian 11,042 307,299 0.013%

First Republic Bank 18,581 1,720,786 0.072%

FirstService 12,600 922,068 0.038%

Fiserv 50,454 3,597,875 0.150%

Five9 33,200 989,028 0.041%

Five Below 4,800 352,032 0.015%

Five Prime Therapeutics 2,028 34,841 0.001%

FKMT 2014-1 B2 144A 4.02 11/25/44 185,359 190,904 0.008%

FleetCor Technologies 7,020 1,421,550 0.059%

FL HURRICANE CATASTROPHE FD SR A 3 7/1/20 430,000 432,434 0.018%

FL ST BRD OF ADMIN FIN CORP TXBL SER A 2.16 7/1/19 175,000 174,566 0.007%

FNMA 15YR 5 10/1/18 8,618 8,753 0.000%

FNMA 15YR 4.5 10/1/26 11,194 11,669 0.000%

FNMA 15YR 3 10/1/29 129,301 129,464 0.005%

FNMA 15YR 3 10/1/30 223,379 223,524 0.009%

FNMA 15YR 5 11/1/18 5,167 5,248 0.000%

FNMA 15YR 5.5 11/1/18 2,624 2,629 0.000%

FNMA 15YR 4 11/1/27 122,141 125,656 0.005%

FNMA 15YR 3 11/1/28 135,372 135,626 0.006%

FNMA 15YR 2.5 11/1/31 535,523 524,727 0.022%

FNMA 15YR 3.5 11/1/32 581,938 594,651 0.025%

FNMA 15YR 5 1/1/20 27,199 27,824 0.001%

FNMA 15YR 4 1/1/26 87,037 89,560 0.004%

FNMA 15YR 5.5 12/1/18 263 264 0.000%

FNMA 15YR 4.5 12/1/20 1,531 1,544 0.000%

FNMA 15YR 4 12/1/24 10,945 11,409 0.000%

FNMA 15YR 4 2/1/27 183,573 188,895 0.008%

FNMA 15YR 4 3/1/24 13,684 14,077 0.001%

FNMA 15YR 5.5 4/1/19 1,042 1,046 0.000%

FNMA 15YR 4.5 4/1/26 59,333 61,870 0.003%

FNMA 15YR 4.5 4/1/26 183,889 191,068 0.008%

FNMA 15YR 4.5 5/1/19 1,531 1,542 0.000%

FNMA 15YR 6 5/1/21 7,553 7,824 0.000%

FNMA 15YR 4.5 5/1/22 7,520 7,582 0.000%

FNMA 15YR 2.5 5/1/32 766,867 751,657 0.031%

FNMA 15YR 5.5 6/1/18 6 6 0.000%

FNMA 15YR 5.5 7/1/19 1,917 1,933 0.000%

FNMA 15YR 5.5 8/1/19 830 838 0.000%

FNMA 15YR 5.5 8/1/19 4,713 4,757 0.000%

FNMA 15YR 5.5 8/1/19 104 104 0.000%

FNMA 15YR 6 8/1/21 718 734 0.000%

FNMA 15YR 4 8/1/26 46,137 47,475 0.002%

FNMA 15YR 3 8/1/27 118,332 118,844 0.005%

FNMA 15YR 3 8/1/32 952,279 951,240 0.040%

FNMA 15YR 5.5 9/1/19 1,308 1,321 0.000%

FNMA 15YR 5 9/1/23 16,601 16,944 0.001%

FNMA 15YR 4 9/1/26 80,708 83,049 0.003%

FNMA 15 YR TBA APR 3.5 1/1/26 4,180,000 4,260,402 0.177%

FNMA 20YR 3 11/1/36 678,921 674,434 0.028%

FNMA 20YR 3 11/1/36 177,278 176,107 0.007%

FNMA 20YR 3.5 1/1/36 415,483 423,071 0.018%

FNMA 20YR 3.5 2/1/35 41,738 42,487 0.002%

of 25

FNMA 30 yr 3.5 10/1/42 616,880 621,133 0.026%

FNMA 30 yr 3.5 1/1/43 378,225 380,844 0.016%

FNMA 30 yr 3 1/1/43 15,306 15,033 0.001%

FNMA 30 yr 3.5 1/1/44 238,402 240,042 0.010%

FNMA 30 yr 3.5 12/1/44 668,289 672,885 0.028%

FNMA 30 yr 3 2/1/43 15,146 14,876 0.001%

FNMA 30 yr 3 3/1/43 22,713 22,309 0.001%

FNMA 30 yr 3 3/1/43 88,616 87,038 0.004%

FNMA 30 yr 3.5 3/1/43 790,350 795,796 0.033%

FNMA 30 yr 3 4/1/33 3,917 3,826 0.000%

FNMA 30 yr 3 4/1/43 17,101 16,796 0.001%

FNMA 30 yr 3 4/1/45 23,542 22,918 0.001%

FNMA 30 yr 3.5 6/1/42 90,071 90,693 0.004%

FNMA 30 yr 3.5 6/1/42 137,928 138,878 0.006%

FNMA 30 yr 3.5 7/1/42 1,044,632 1,051,815 0.044%

FNMA 30 yr 3.5 7/1/42 116,871 117,674 0.005%

FNMA 30 yr 3.5 8/1/42 236,796 238,428 0.010%

FNMA 30 yr 3 8/1/43 221,373 217,438 0.009%

FNMA 30 yr 3.5 9/1/42 278,093 280,007 0.012%

FNMA 30 yr 3 9/1/44 45,161 44,356 0.002%

FNMA 30 YR 5 10/1/33 12,533 13,529 0.001%

FNMA 30 YR 6 10/1/34 1,864 2,071 0.000%

FNMA 30 YR 5.5 10/1/35 86,437 94,955 0.004%

FNMA 30 YR 5 10/1/35 53,051 57,263 0.002%

FNMA 30 YR 5 10/1/35 20,041 21,630 0.001%

FNMA 30 YR 6.5 10/1/36 2,850 3,185 0.000%

FNMA 30 YR 6.5 10/1/37 18,275 20,410 0.001%

FNMA 30 YR 6 10/1/38 114,673 128,612 0.005%

FNMA 30 YR 6 10/1/40 55,472 62,243 0.003%

FNMA 30 YR 4 10/1/41 495,281 511,759 0.021%

FNMA 30 YR 3 10/1/42 141,929 139,624 0.006%

FNMA 30 YR 3 10/1/42 113,693 111,844 0.005%

FNMA 30 YR 3 10/1/42 194,516 191,350 0.008%

FNMA 30 YR 3 10/1/42 406,775 400,153 0.017%

FNMA 30 YR 3 10/1/46 82,331 80,131 0.003%

FNMA 30 YR 3 10/1/46 103,899 101,158 0.004%

FNMA 30 YR 4.5 10/1/46 821,821 860,490 0.036%

FNMA 30 YR 3.5 10/1/46 256,070 256,724 0.011%

FNMA 30 YR 3 10/1/46 1,342,672 1,312,104 0.055%

FNMA 30 YR 3 10/1/46 484,081 473,066 0.020%

FNMA 30 YR 3 10/1/46 503,202 491,008 0.020%

FNMA 30 YR 5 11/1/33 110,092 119,197 0.005%

FNMA 30 YR 5 11/1/33 27,371 29,545 0.001%

FNMA 30 YR 6 11/1/34 19,677 22,122 0.001%

FNMA 30 YR 5.5 11/1/34 28,851 31,681 0.001%

FNMA 30 YR 6.5 11/1/34 6,549 7,308 0.000%

FNMA 30 YR 5.5 11/1/35 28,674 31,485 0.001%

FNMA 30 YR 5.5 11/1/36 13,112 14,388 0.001%

FNMA 30 YR 6.5 11/1/36 9,980 11,241 0.000%

FNMA 30 YR 6.5 11/1/37 8,493 9,477 0.000%

FNMA 30 YR 6 11/1/38 20,377 22,893 0.001%

FNMA 30 YR 4.5 11/1/39 31,591 33,395 0.001%

FNMA 30 YR 4 11/1/40 420,025 434,187 0.018%

FNMA 30 YR 4 11/1/40 72,953 75,375 0.003%

FNMA 30 YR 4 11/1/41 151,867 156,918 0.007%

FNMA 30 YR 2.5 11/1/42 36,321 34,281 0.001%

FNMA 30 YR 3 11/1/42 115,752 113,864 0.005%

FNMA 30 YR 4 11/1/43 543,623 561,711 0.023%

FNMA 30 YR 5 11/1/44 74,989 81,059 0.003%

FNMA 30 YR 3.5 11/1/45 379,557 380,849 0.016%

FNMA 30 YR 3.5 11/1/45 1,466,016 1,470,228 0.061%

FNMA 30 YR 3 11/1/46 1,280,732 1,251,567 0.052%

FNMA 30 YR 3 11/1/46 151,396 148,074 0.006%

FNMA 30 YR 3 11/1/46 224,731 219,800 0.009%

FNMA 30 YR 3 11/1/46 99,567 97,383 0.004%

FNMA 30 YR 3.5 11/1/46 795,894 798,678 0.033%

FNMA 30 YR 5.5 1/1/35 5,096 5,606 0.000%

FNMA 30 YR 5.5 1/1/36 177,036 194,346 0.008%

FNMA 30 YR 5.5 1/1/36 41,908 46,061 0.002%

FNMA 30 YR 5.5 1/1/36 16,680 18,318 0.001%

FNMA 30 YR 6 1/1/36 5,061 5,676 0.000%

FNMA 30 YR 6 1/1/37 1,361 1,529 0.000%

of 25

FNMA 30 YR 4.5 1/1/42 16,006 16,919 0.001%

FNMA 30 YR 2.5 1/1/43 217,518 205,811 0.009%

FNMA 30 YR 4.5 1/1/44 181,882 190,838 0.008%

FNMA 30 YR 3.5 1/1/44 328,833 331,913 0.014%

FNMA 30 YR 3.5 1/1/46 185,149 185,932 0.008%

FNMA 30 YR 3.5 1/1/46 1,131,240 1,134,142 0.047%

FNMA 30 YR 3.5 1/1/46 249,573 250,627 0.010%

FNMA 30 YR 3.5 1/1/46 350,260 351,158 0.015%

FNMA 30 YR 6.5 12/1/32 20,298 22,687 0.001%

FNMA 30 YR 5.5 12/1/34 25,870 28,392 0.001%

FNMA 30 YR 5.5 12/1/35 90,716 99,642 0.004%

FNMA 30 YR 5.5 12/1/35 39,902 43,824 0.002%

FNMA 30 YR 5 12/1/36 22,056 23,800 0.001%

FNMA 30 YR 5.5 12/1/38 232,394 255,203 0.011%

FNMA 30 YR 4.5 12/1/39 102,743 108,628 0.005%

FNMA 30 YR 4 12/1/40 263,536 272,300 0.011%

FNMA 30 YR 4 12/1/40 181,107 187,127 0.008%

FNMA 30 YR 3.5 12/1/41 20,787 20,969 0.001%

FNMA 30 YR 4 12/1/41 165,164 170,641 0.007%

FNMA 30 YR 4.5 12/1/45 258,170 273,157 0.011%

FNMA 30 YR 3.5 12/1/45 232,502 233,098 0.010%

FNMA 30 YR 4 12/1/45 1,079,635 1,112,648 0.046%

FNMA 30 YR 4 12/1/45 158,702 163,553 0.007%

FNMA 30 YR 4 12/1/45 302,396 310,564 0.013%

FNMA 30 YR 3 12/1/46 488,415 477,700 0.020%

FNMA 30 YR 3 12/1/46 371,595 362,435 0.015%

FNMA 30 YR 3 12/1/46 475,133 464,312 0.019%

FNMA 30 YR 3 12/1/46 714,205 698,641 0.029%

FNMA 30 YR 3 12/1/46 1,936,979 1,894,486 0.079%

FNMA 30 YR 3 12/1/46 125,142 122,397 0.005%

FNMA 30 YR 5 2/1/34 44,108 47,611 0.002%

FNMA 30 YR 6 2/1/34 34,019 38,158 0.002%

FNMA 30 YR 5.5 2/1/35 6,386 7,014 0.000%

FNMA 30 YR 6 2/1/37 13,937 15,636 0.001%

FNMA 30 YR 6.5 2/1/37 23,704 26,450 0.001%

FNMA 30 YR 6 2/1/37 99,979 112,433 0.005%

FNMA 30 YR 5 2/1/38 18,555 20,026 0.001%

FNMA 30 YR 5.5 2/1/38 139,555 153,244 0.006%

FNMA 30 YR 5.5 2/1/38 43,008 47,205 0.002%

FNMA 30 YR 4.5 2/1/40 112,799 119,259 0.005%

FNMA 30 YR 4.5 2/1/40 149,291 157,841 0.007%

FNMA 30 YR 4 2/1/41 130,704 135,038 0.006%

FNMA 30 YR 4.5 2/1/41 14,480 15,312 0.001%

FNMA 30 YR 4 2/1/41 94,156 97,276 0.004%

FNMA 30 YR 4 2/1/41 738,895 763,877 0.032%

FNMA 30 YR 5 2/1/42 27,436 29,655 0.001%

FNMA 30 YR 2.5 2/1/43 193,463 183,058 0.008%

FNMA 30 YR 3 2/1/44 23,842 23,204 0.001%

FNMA 30 YR 4 2/1/47 95,694 98,225 0.004%

FNMA 30 YR 3.5 2/1/48 899,594 901,692 0.037%

FNMA 30 YR 6 3/1/33 91,747 102,953 0.004%

FNMA 30 YR 5 3/1/34 127,314 137,675 0.006%

FNMA 30 YR 5 3/1/34 41,451 44,876 0.002%

FNMA 30 YR 5 3/1/34 137,067 147,955 0.006%

FNMA 30 YR 5 3/1/34 113,732 122,770 0.005%

FNMA 30 YR 5 3/1/35 161,338 174,137 0.007%

FNMA 30 YR 5 3/1/36 24,546 26,493 0.001%

FNMA 30 YR 5.5 3/1/36 32,847 36,065 0.001%

FNMA 30 YR 6 3/1/37 49,285 55,339 0.002%

FNMA 30 YR 6 3/1/37 296,170 332,786 0.014%

FNMA 30 YR 4.5 3/1/41 235,508 249,008 0.010%

FNMA 30 YR 2.5 3/1/43 418,145 395,654 0.016%

FNMA 30 YR 2.5 3/1/43 43,098 40,779 0.002%

FNMA 30 YR 3 3/1/43 1,536,120 1,511,135 0.063%

FNMA 30 YR 3 3/1/43 173,645 170,821 0.007%

FNMA 30 YR 3.5 3/1/44 137,505 138,536 0.006%

FNMA 30 YR 4 3/1/46 812,807 835,273 0.035%

FNMA 30 YR 7 4/1/32 3,511 4,003 0.000%

FNMA 30 YR 5.5 4/1/35 21,934 24,082 0.001%

FNMA 30 YR 5 4/1/35 22,027 23,774 0.001%

FNMA 30 YR 5 4/1/35 164,567 177,627 0.007%

FNMA 30 YR 5 4/1/35 17,313 18,688 0.001%

of 25

FNMA 30 YR 6 4/1/36 419 470 0.000%

FNMA 30 YR 6 4/1/40 67,924 76,195 0.003%

FNMA 30 YR 4.5 4/1/42 168,128 177,765 0.007%

FNMA 30 YR 3.5 4/1/43 28,016 28,229 0.001%

FNMA 30 YR 3.5 4/1/43 53,452 53,853 0.002%

FNMA 30 YR 3 4/1/43 255,225 251,075 0.010%

FNMA 30 YR 3 4/1/43 233,511 229,728 0.010%

FNMA 30 YR 2.5 4/1/43 154,066 145,774 0.006%

FNMA 30 YR 3.5 4/1/43 157,500 158,685 0.007%

FNMA 30 YR 4 4/1/44 423,347 437,382 0.018%

FNMA 30 YR 3.5 4/1/45 352,334 353,673 0.015%

FNMA 30 YR 6 5/1/36 33,695 37,820 0.002%

FNMA 30 YR 6 5/1/37 2,220 2,495 0.000%

FNMA 30 YR 5.5 5/1/39 70,860 77,415 0.003%

FNMA 30 YR 6.5 5/1/40 50,038 55,843 0.002%

FNMA 30 YR 6.5 5/1/40 41,195 46,256 0.002%

FNMA 30 YR 5 5/1/40 54,395 58,602 0.002%

FNMA 30 YR 4.5 5/1/41 294,841 311,752 0.013%

FNMA 30 YR 6 5/1/42 56,063 63,273 0.003%

FNMA 30 YR 4 5/1/42 454,350 469,422 0.020%

FNMA 30 YR 5 5/1/42 61,568 66,552 0.003%

FNMA 30 YR 3.5 5/1/42 519,313 523,863 0.022%

FNMA 30 YR 3 6/1/33 18,616 18,182 0.001%

FNMA 30 YR 5 6/1/35 35,950 38,803 0.002%

FNMA 30 YR 5 6/1/35 10,275 11,090 0.000%

FNMA 30 YR 5 6/1/35 57,223 61,764 0.003%

FNMA 30 YR 6 6/1/36 707 794 0.000%

FNMA 30 YR 6.5 6/1/39 13,844 15,465 0.001%

FNMA 30 YR 3 6/1/41 480,245 470,052 0.020%

FNMA 30 YR 5 6/1/41 27,008 29,170 0.001%

FNMA 30 YR 3.5 6/1/43 84,344 84,994 0.004%

FNMA 30 YR 3.5 6/1/43 27,701 27,909 0.001%

FNMA 30 YR 4 6/1/45 2,427,341 2,495,697 0.104%

FNMA 30 YR 3.5 6/1/46 545,719 548,647 0.023%

FNMA 30 YR 6.5 7/1/32 87,940 98,524 0.004%

FNMA 30 YR 6.5 7/1/32 14,764 16,474 0.001%

FNMA 30 YR 5 7/1/33 24,896 26,873 0.001%

FNMA 30 YR 5 7/1/35 172,397 186,098 0.008%

FNMA 30 YR 5 7/1/35 103,604 111,836 0.005%

FNMA 30 YR 6.5 7/1/36 167,457 187,188 0.008%

FNMA 30 YR 5.5 7/1/36 105,300 115,816 0.005%

FNMA 30 YR 5 7/1/37 5,021 5,421 0.000%

FNMA 30 YR 4.5 7/1/39 28,065 29,667 0.001%

FNMA 30 YR 5 7/1/42 143,813 155,493 0.006%

FNMA 30 YR 3.5 7/1/43 234,577 236,460 0.010%

FNMA 30 YR 3.5 7/1/43 63,668 64,145 0.003%

FNMA 30 YR 3.5 7/1/47 1,788,211 1,792,812 0.075%

FNMA 30 YR 7 8/1/31 5,104 5,829 0.000%

FNMA 30 YR 5 8/1/34 34,110 36,820 0.002%

FNMA 30 YR 5 8/1/35 218,257 235,609 0.010%

FNMA 30 YR 6.5 8/1/36 439 497 0.000%

FNMA 30 YR 6 8/1/37 353,601 398,047 0.017%

FNMA 30 YR 5.5 8/1/37 16,849 18,511 0.001%

FNMA 30 YR 5.5 8/1/37 6,333 6,955 0.000%

FNMA 30 YR 6.5 8/1/37 10,802 12,053 0.001%

FNMA 30 YR 6.5 8/1/37 12,241 13,660 0.001%

FNMA 30 YR 5.5 8/1/37 12,754 14,003 0.001%

FNMA 30 YR 5.5 8/1/37 18,386 20,187 0.001%

FNMA 30 YR 5.5 8/1/37 48,559 53,297 0.002%

FNMA 30 YR 6.5 8/1/38 40,117 44,962 0.002%

FNMA 30 YR 6 8/1/38 45,976 52,028 0.002%

FNMA 30 YR 4.5 8/1/39 39,729 41,996 0.002%

FNMA 30 YR 4 8/1/42 247,676 255,899 0.011%

FNMA 30 YR 3.5 8/1/43 49,016 49,384 0.002%

FNMA 30 YR 3 8/1/43 116,342 113,233 0.005%

FNMA 30 YR 3.5 8/1/43 64,747 65,253 0.003%

FNMA 30 YR 5 8/1/45 21,608 23,318 0.001%

FNMA 30 YR 3.5 8/1/46 570,864 572,319 0.024%

FNMA 30 YR 3.5 8/1/56 683,198 682,837 0.028%

FNMA 30 YR 7 9/1/30 137 148 0.000%

FNMA 30 YR 5 9/1/35 84,850 91,593 0.004%

FNMA 30 YR 6.5 9/1/37 8,254 9,211 0.000%

of 25

FNMA 30 YR 6 9/1/38 143,440 161,305 0.007%

FNMA 30 YR 5.5 9/1/38 108,574 119,226 0.005%

FNMA 30 YR 4.5 9/1/39 50,488 53,369 0.002%

FNMA 30 YR 6 9/1/39 44,407 49,915 0.002%

FNMA 30 YR 4.5 9/1/40 20,884 22,083 0.001%

FNMA 30 YR 4 9/1/41 263,889 272,632 0.011%

FNMA 30 YR 5.5 9/1/41 191,580 210,412 0.009%

FNMA 30 YR 4.5 9/1/42 113,225 119,516 0.005%

FNMA 30 YR 3.5 9/1/43 298,550 300,916 0.013%

FNMA 30 YR 4 9/1/45 73,633 75,594 0.003%

FNMA 30 YR 4 9/1/46 57,718 59,263 0.002%

FNMA 30YR 4 11/1/40 854,887 880,473 0.037%

FNMA 30YR 6.5 7/1/32 72,548 81,377 0.003%

FNMA 30 YR TBA APR 4 1/1/39 5,625,000 5,769,746 0.240%

FNMA ARM 3.54 8/1/36 58,114 61,059 0.003%

FNR 2016-70 F 2.32 10/25/46 195,744 197,600 0.008%

FNR 2017-16 FA 2.32 3/25/47 534,123 537,951 0.022%

FNS 319 2 6.5 2/25/32 7,039 1,582 0.000%

Fortive 27,088 2,099,862 0.087%

Franco-Nevada 3,300 225,148 0.009%

Frank's International 24,600 133,578 0.006%

Fresenius 53,739 4,109,147 0.171%

GALC 2017-1 A2 144A 1.72 4/22/19 62,199 62,036 0.003%

GALC 2017-1 A3 144A 2.06 6/22/20 100,000 99,390 0.004%

Gam Holding 72,935 1,228,105 0.051%

GCP Applied Technologies 13,400 389,270 0.016%

GE 8,760 118,085 0.005%

General Dynamics 361 79,745 0.003%

General Motors 7,927 288,067 0.012%

GENERAL MOTORS CO 2.59 8/7/20 410,000 410,453 0.017%

Genesee & Wyoming 1,900 134,501 0.006%

Gentherm 20,175 684,941 0.028%

GFORT 2016-1 A1 144A 1.96 5/17/21 560,000 555,573 0.023%

GFORT 2016-1 B 144A 2.41 5/17/21 150,000 149,253 0.006%

GFORT 2016-1 C 144A 2.85 5/17/21 100,000 99,261 0.004%

GFORT 2017-1 A1 144A 2.22 1/18/22 435,000 430,470 0.018%

GFORT 2017-1 B 144A 2.58 1/18/22 270,000 268,330 0.011%

GFORT 2017-1 C 144A 2.97 1/18/22 715,000 712,983 0.030%

GFORT 2017-2 C 144A 2.63 7/15/22 250,000 245,403 0.010%

GFORT 2017-3 B 144A 2.26 8/16/21 625,000 619,940 0.026%

GFORT 2017-3 C 144A 2.46 8/16/21 835,000 825,430 0.034%

GFORT 2018-1 A 144A 2.16 3/15/22 1,355,000 1,354,032 0.056%

GFORT 2018-1 C 144A 3.25 3/15/22 855,000 856,036 0.036%

Gibraltar Industries 17,550 594,068 0.025%

Gilead Sciences 26,450 1,994,066 0.083%

GKN 227,800 1,476,563 0.061%

GlaxoSmithKline, ADR 74,100 2,895,087 0.120%

Global Blood Therapeutics 5,898 284,873 0.012%

Global Payments 29,523 3,292,405 0.137%

GlycoMimetics 5,785 93,891 0.004%

GMALT 2016-2 B 2.08 3/20/20 375,000 372,341 0.015%

GMALT 2016-2 C 2.58 3/20/20 230,000 229,218 0.010%

GMALT 2017-1 A3 2.06 5/20/20 460,000 457,126 0.019%

GMALT 2017-3 A3 2.01 11/20/20 240,000 237,599 0.010%

GMCAR 2017-1A C 144A 2.45 7/17/23 100,000 98,145 0.004%

GMCAR 2017-3A B 144A 2.33 3/16/23 95,000 92,960 0.004%

GMCAR 2017-3A C 144A 2.52 3/16/23 170,000 166,391 0.007%

GMS 15,999 488,929 0.020%

GNMA 15 YR PLAT 6 4/15/36 1,061 1,192 0.000%

GNMA 30 YR 5 10/15/39 44,884 47,949 0.002%

GNMA 30 YR 7.5 1/15/30 4,101 4,161 0.000%

GNMA 30 YR 6.5 2/15/29 2,692 3,011 0.000%

GNMA 30 YR 3.5 2/15/45 99,710 100,978 0.004%

GNMA 30 YR 5 9/15/39 42,185 45,311 0.002%

GNMA 30 YR 3 9/15/42 20,606 20,357 0.001%

GNMA 30 YR 3 9/15/42 439,848 434,525 0.018%

GNMA 30 YR PLAT 5 12/15/39 59,608 64,023 0.003%

GNMA 30 YR PLAT 5 2/15/40 69,421 75,279 0.003%

GNMA 30 YR PLAT 5 2/15/40 69,421 75,279 0.003%

GNMA 30 YR PLAT 5 6/15/40 30,246 32,495 0.001%

GNMA 30 YR PLAT 3 7/15/43 73,861 72,967 0.003%

GNMA 30 YR PLAT 5.5 7/20/34 17,597 19,380 0.001%

of 25

GNMA 30 YR PLAT 4.5 9/15/45 122,827 129,850 0.005%

GNMA II 30 YR 2.5 11/20/42 24,152 23,246 0.001%

GNMA II 30 YR 6 12/20/38 385,838 435,926 0.018%

GNMA II 30 YR 3.5 2/20/46 451,575 457,489 0.019%

GNMA II 30 YR 3.5 3/20/43 307,495 310,522 0.013%

GNMA II 30 YR 3.5 6/20/43 498,244 504,039 0.021%

GNMA II 30 YR 5.5 6/20/44 232,496 253,181 0.011%

GNMA II 30 YR 4.5 9/20/47 674,400 701,620 0.029%

GNMA II 30 YR 5 9/20/47 552,999 583,009 0.024%

GNMA II TBA APR 4.5 1/1/36 530,000 550,840 0.023%

GNMA ll 30 YR 5.5 10/20/32 10,560 11,631 0.000%

GNMA ll 30 YR 5 10/20/39 30,790 33,110 0.001%

GNMA ll 30 YR 4.5 10/20/40 81,566 85,736 0.004%

GNMA ll 30 YR 5 10/20/40 129,342 138,912 0.006%

GNMA ll 30 YR 3.5 10/20/42 203,037 206,037 0.009%

GNMA ll 30 YR 3.5 10/20/44 342,855 346,777 0.014%

GNMA ll 30 YR 3.5 10/20/44 51,634 52,219 0.002%

GNMA ll 30 YR 3.5 10/20/46 288,820 291,730 0.012%

GNMA ll 30 YR 5 10/20/47 75,658 79,734 0.003%

GNMA ll 30 YR 4.5 11/20/39 34,843 36,642 0.002%

GNMA ll 30 YR 5 11/20/39 129,518 138,961 0.006%

GNMA ll 30 YR 4.5 11/20/40 684,870 719,836 0.030%

GNMA ll 30 YR 3.5 11/20/42 9,679 9,783 0.000%

GNMA ll 30 YR 4 11/20/42 17,661 18,368 0.001%

GNMA ll 30 YR 3 11/20/46 289,275 285,040 0.012%

GNMA ll 30 YR 3 11/20/46 1,048,413 1,033,059 0.043%

GNMA ll 30 YR 5 11/20/47 432,460 455,731 0.019%

GNMA ll 30 YR 5.5 1/20/36 164,599 179,622 0.007%

GNMA ll 30 YR 4.5 1/20/41 342,283 359,752 0.015%

GNMA ll 30 YR 2.5 1/20/43 396,237 381,370 0.016%

GNMA ll 30 YR 3.5 1/20/46 42,593 43,049 0.002%

GNMA ll 30 YR 4.5 1/20/46 142,333 149,538 0.006%

GNMA ll 30 YR 3.5 1/20/46 24,579 24,855 0.001%

GNMA ll 30 YR 4.5 1/20/47 58,996 61,676 0.003%

GNMA ll 30 YR 5 1/20/48 631,263 665,329 0.028%

GNMA ll 30 YR 6 12/20/37 1,492 1,682 0.000%

GNMA ll 30 YR 2.5 12/20/42 306,676 295,168 0.012%

GNMA ll 30 YR 3.5 12/20/42 211,058 214,176 0.009%

GNMA ll 30 YR 5.5 2/20/35 13,319 14,666 0.001%

GNMA ll 30 YR 4 2/20/41 24,996 26,124 0.001%

GNMA ll 30 YR 3.5 2/20/43 135,517 137,520 0.006%

GNMA ll 30 YR 4 2/20/44 626,010 647,830 0.027%

GNMA ll 30 YR 3.5 2/20/45 110,186 111,437 0.005%

GNMA ll 30 YR 3.5 2/20/46 503,636 509,238 0.021%

GNMA ll 30 YR 5.5 3/20/34 8,284 9,124 0.000%

GNMA ll 30 YR 4.5 3/20/41 64,771 68,081 0.003%

GNMA ll 30 YR 5 3/20/41 23,638 25,298 0.001%

GNMA ll 30 YR 4.5 3/20/47 882,649 922,429 0.038%

GNMA ll 30 YR 3.5 4/20/45 24,114 24,387 0.001%

GNMA ll 30 YR 3 4/20/46 190,090 187,716 0.008%

GNMA ll 30 YR 3.5 4/20/46 259,188 261,901 0.011%

GNMA ll 30 YR 3 4/20/47 1,246,590 1,227,878 0.051%

GNMA ll 30 YR 3.5 4/20/47 179,297 181,104 0.008%

GNMA ll 30 YR 4 4/20/47 575,031 591,911 0.025%

GNMA ll 30 YR 4.5 5/20/40 196,099 206,116 0.009%

GNMA ll 30 YR 5 5/20/40 81,664 87,814 0.004%

GNMA ll 30 YR 3.5 5/20/45 40,761 41,224 0.002%

GNMA ll 30 YR 3.5 5/20/45 91,062 92,092 0.004%

GNMA ll 30 YR 3.5 5/20/46 24,176 24,451 0.001%

GNMA ll 30 YR 3.5 5/20/46 21,475 21,714 0.001%

GNMA ll 30 YR 3 5/20/46 23,256 22,930 0.001%

GNMA ll 30 YR 3 5/20/46 63,065 62,232 0.003%

GNMA ll 30 YR 4 5/20/47 3,687,250 3,798,049 0.158%

GNMA ll 30 YR 3 6/20/46 126,763 124,907 0.005%

GNMA ll 30 YR 5 6/20/47 187,778 198,055 0.008%

GNMA ll 30 YR 5 7/20/39 37,139 39,996 0.002%

GNMA ll 30 YR 4 7/20/42 280,376 292,307 0.012%

GNMA ll 30 YR 3.5 7/20/43 234,162 237,623 0.010%

GNMA ll 30 YR 4.5 7/20/46 143,355 150,611 0.006%

GNMA ll 30 YR 3 7/20/46 527,757 520,236 0.022%

GNMA ll 30 YR 3 7/20/46 58,760 57,984 0.002%

GNMA ll 30 YR 3 7/20/46 116,703 115,064 0.005%

of 25

GNMA ll 30 YR 3 7/20/46 111,043 109,489 0.005%

GNMA ll 30 YR 3 7/20/46 162,180 159,912 0.007%

GNMA ll 30 YR 3 7/20/46 38,707 38,089 0.002%

GNMA ll 30 YR 3 7/20/46 219,725 216,637 0.009%

GNMA ll 30 YR 5 7/20/47 129,521 136,530 0.006%

GNMA ll 30 YR 4.5 7/20/47 470,614 489,406 0.020%

GNMA ll 30 YR 6 8/20/34 133,333 150,528 0.006%

GNMA ll 30 YR 5 8/20/40 123,038 131,275 0.005%

GNMA ll 30 YR 5 8/20/41 141,373 151,298 0.006%

GNMA ll 30 YR 4 8/20/42 138,373 144,135 0.006%

GNMA ll 30 YR 4.5 8/20/46 227,575 238,956 0.010%

GNMA ll 30 YR 3 8/20/46 776,558 765,866 0.032%

GNMA ll 30 YR 3 8/20/46 51,883 51,126 0.002%

GNMA ll 30 YR 3 8/20/46 83,609 82,440 0.003%

GNMA ll 30 YR 3 8/20/46 92,704 91,479 0.004%

GNMA ll 30 YR 4.5 8/20/47 1,201,779 1,249,955 0.052%

GNMA ll 30 YR 5.5 9/20/34 3,625 3,993 0.000%

GNMA ll 30 YR 4.5 9/20/40 248,094 260,770 0.011%

GNMA ll 30 YR 3.5 9/20/42 545,016 553,069 0.023%

GNMA ll 30 YR 4 9/20/42 21,657 22,539 0.001%

GNMA ll 30 YR 4.5 9/20/46 188,628 197,979 0.008%

GNMA ll 30 YR 3 9/20/46 51,354 50,604 0.002%

GNMA ll 30 YR 3 9/20/46 52,764 52,025 0.002%

GNR 2010-103 IN 4.5 2/20/39 15,476 778 0.000%

GNR 2011-41 AI 4.5 12/20/39 167,341 9,820 0.000%

GNR 2011-88 EI 4.5 11/20/39 26,251 1,604 0.000%

GNR 2012-94 BI 4 5/20/37 391,590 51,028 0.002%

GNR 2013-24 OI 4 2/20/43 156,825 31,421 0.001%

GNR 2013-82 IG 3.5 5/20/43 301,495 62,770 0.003%

GNR 2017-184 JH 3 12/20/47 457,153 454,499 0.019%

GNR 2018-8 DA 3 11/20/47 366,806 368,255 0.015%

GN Store Nord 66,848 2,370,954 0.099%

GOLDMAN SACHS GROUP INC 3.5 11/16/26 1,610,000 1,546,806 0.064%

GOLDMAN SACHS GROUP INC 2.91 6/5/23 2,860,000 2,780,978 0.116%

GOLDMAN SACHS GROUP INC 3.69 6/5/28 860,000 837,572 0.035%

GOVT NATL MTG ASSN I 8 11/15/24 640 685 0.000%



GOVT NATL MTG ASSN II 8 10/20/25 347 375 0.000%

GOVT NATL MTG ASSN II 30 YR 7 9/20/27 2,902 3,268 0.000%

GOVT NATL MTG ASSN I NEW 6.5 10/15/27 1,132 1,266 0.000%

GOVT NATL MTG ASSN I NEW 6.5 4/15/27 2,398 2,682 0.000%

Graco 12,700 580,644 0.024%

GRAIN SPECTRUM FUNDING 144A 4 10/10/33 660,000 659,558 0.027%

Great Portland Estates 97,228 907,342 0.038%

GrubHub 9,312 944,889 0.039%

GSAA 2005-8 A3 2.3 6/25/35 275,194 272,845 0.011%

GSMBS 2014-EB1A 2A1 144A 2.47 7/25/44 122,999 120,624 0.005%

GSMS 2014-GC26 A5 3.63 11/10/47 220,000 222,874 0.009%

GTP ACQUISITION PARTNERS 144A 2.35 6/15/45 875,000 864,950 0.036%

GTT Communications 6,600 374,220 0.016%

Guaranty Bancorp 13,000 368,550 0.015%

Guidewire Software 11,900 961,877 0.040%

GWT 2017-WOLF A 144A 2.78 9/15/34 760,000 760,713 0.032%

GWT 2017-WOLF B 144A 2.98 9/15/34 395,000 395,872 0.016%

HALST 2016-B A4 144A 1.68 4/15/20 100,000 99,532 0.004%

HALST 2016-C A3 144A 1.49 2/18/20 615,000 612,185 0.025%

HALST 2017-C A3 144A 2.12 2/16/21 230,000 227,874 0.009%

HALST 2018-A A3 144A 2.81 4/15/21 425,000 424,870 0.018%

Halyard Health 15,200 700,416 0.029%

Hamamatsu Photonics KK 24,700 933,170 0.039%

Hannon Armstrong Sustainabl Infrstrc Cap, REIT 11,500 224,250 0.009%

Hanover Insurance Group 7,800 919,542 0.038%

Harris 22,230 3,585,254 0.149%

HARRIS CORPORATION 4.85 4/27/35 875,000 937,030 0.039%

HART 2016-B D 2.68 9/15/23 325,000 316,777 0.013%

Haynes International 12,100 449,031 0.019%

Healthcare Services 4,700 204,356 0.008%

HEATHROW FUNDING LTD 144A 4.88 7/15/23 695,000 733,562 0.030%

Heritage Commerce 23,421 385,978 0.016%

Heritage-Crystal Clean 7,100 167,205 0.007%

Heritage Financial Corp. 13,700 419,220 0.017%

of 25

Hess 25,649 1,298,352 0.054%

HESS CORP 4.3 4/1/27 885,000 860,955 0.036%

HESS CORP 5.8 4/1/47 495,000 515,310 0.021%

HGVT 2014-AA A 144A 1.77 11/25/26 182,145 178,833 0.007%

HGVT 2017-AA A 144A 2.66 12/26/28 96,356 95,053 0.004%

HIGHWOODS REALTY LP 4.13 3/15/28 110,000 109,035 0.005%

HILT 2018-ORL A 144A 2.55 12/15/34 695,000 695,900 0.029%

Hilton Worldwide Holdings 13,546 1,066,883 0.044%

HLA 2014-3A AR 144A 2.84 10/22/25 405,000 404,997 0.017%

HMS Holdings 30,900 520,356 0.022%

HNGRY 2013-1A A2 144A 4.47 3/20/43 1,177,933 1,182,277 0.049%

HOLCIM US FINANCE SARL 144A 5.15 9/12/23 395,000 420,675 0.017%

Hologic 53,463 1,997,378 0.083%

Home Bancshares 26,200 597,622 0.025%

Home Depot 18,245 3,251,989 0.135%

Honda Motor 65,500 2,252,996 0.094%

Honeywell International 36,458 5,268,546 0.219%

Hope Bancorp 19,200 349,248 0.015%

HPLY 2017-HIT A 144A 2.56 5/8/30 145,000 145,272 0.006%

HSBC HOLDINGS PLC 2.65 1/5/22 340,000 330,442 0.014%



Humana 9,479 2,548,240 0.106%

HUMANA INC 3.85 10/1/24 130,000 130,052 0.005%

HUNGARY 3 10/27/27 285,420,000 1,184,417 0.049%

HUNT 2016-1 A4 1.93 4/15/22 365,000 359,949 0.015%

IHPT 2018-STAY A 144A 2.48 1/15/33 230,000 230,225 0.010%

IHS Markit 2,136 103,041 0.004%

Illumina 724 171,168 0.007%

Incyte 3,000 249,990 0.010%

Independence 449,516 1,610,643 0.067%

Independent Bank Group 4,746 335,542 0.014%

INDONESIA 2.95 1/11/23 650,000 628,944 0.026%

INDONESIA 144A 3.7 1/8/22 200,000 200,914 0.008%

Infosys, ADR 101,600 1,813,560 0.075%

ING BANK NV 4.13 11/21/23 990,000 997,227 0.041%

ING Groep 241,595 4,076,968 0.169%

Inphi 13,400 403,340 0.017%

Insmed 21,723 489,202 0.020%

Integrated Device Technology 13,900 424,784 0.018%

Intel 44,844 2,335,476 0.097%

Intercontinental Exchange 108,101 7,839,485 0.326%

International Paper 121,174 6,474,327 0.269%

INTERPUBLIC GROUP COS 3.75 2/15/23 50,000 50,167 0.002%

INTERPUBLIC GROUP COS 4 3/15/22 240,000 243,115 0.010%

INTERPUBLIC GROUP COS 4.2 4/15/24 240,000 244,562 0.010%

Intesa Sanpaolo 715,833 2,606,355 0.108%

INTESA SANPAOLO SPA 144A 3.88 1/12/28 695,000 654,424 0.027%



Intuit 24,536 4,253,316 0.177%

Intuitive Surgical 13,034 5,380,826 0.224%

Investors Bancorp 33,200 452,848 0.019%

Ironwood Pharmaceuticals 27,600 425,868 0.018%

J2 Acquisition 30,967 293,204 0.012%

J2 ACQUISITION LTD WTS 10/20 30,967 15,174 0.001%

Jack in the Box 4,000 341,320 0.014%

Jagged Peak Energy 18,500 261,405 0.011%

JIMMY 2017-1A A2I 144A 3.61 7/30/47 99,500 99,389 0.004%

JOBSOHIO BEV SYS LIQ PROFIT SR B 4.53 1/1/35 515,000 561,839 0.023%

John Bean Technologies 14,499 1,644,187 0.068%

Johnson Controls International 96,036 3,384,309 0.141%

Johnson & Johnson 37,645 4,824,207 0.200%

Johnson Matthey 46,025 1,963,478 0.082%

JPMBB 2014-C19 AS 4.24 4/15/47 350,000 360,845 0.015%

JPMBB 2014-C22 A4 3.8 9/15/47 395,000 404,554 0.017%

JPMBB 2014-C24 A5 3.64 11/15/47 210,000 212,978 0.009%

JPMBB 2015-C31 A3 3.8 8/15/48 745,000 759,347 0.032%

JPMCC 2012-C8 A3 2.83 10/15/45 492,172 484,142 0.020%

JPMCC 2013-LC11 A5 2.96 4/15/46 315,000 310,350 0.013%

JPMDB 2016-C2 A4 3.14 6/15/49 310,000 301,810 0.013%

JPMorgan Chase 193,655 21,296,240 0.885%

of 25

JPMORGAN CHASE & CO 2.95 10/1/26 2,335,000 2,190,417 0.091%

JPMORGAN CHASE & CO 2.97 10/24/23 1,995,000 2,022,501 0.084%

JPMORGAN CHASE & CO 3.78 2/1/28 505,000 500,065 0.021%





JPMORGAN CHASE & CO 3.88 7/24/38 1,030,000 998,861 0.042%

K2M Group Holdings 41,702 790,253 0.033%

KAISER FOUNDATION HOSPIT 3.5 4/1/22 275,000 279,582 0.012%

Kakaku.com 49,600 867,959 0.036%

KAZMUNAYGAS NATIONAL CO 4.75 4/19/27 200,000 200,378 0.008%

Kering 4,659 2,234,540 0.093%

KeyCorp 202,400 3,956,920 0.164%

Keysight Technologies 71,756 3,759,297 0.156%

KEYSIGHT TECHNOLOGIES 4.6 4/6/27 750,000 764,217 0.032%

KIMCO REALTY CORP 3.8 4/1/27 540,000 517,952 0.022%

Kingfisher 614,428 2,520,563 0.105%

Kirin Holdings 44,200 1,176,604 0.049%

KKR 12 A1R 144A 2.77 7/15/27 1,025,000 1,024,631 0.043%

KMG Chemicals 5,100 305,745 0.013%

Knight-Swift Transportation Holdings 4,267 196,325 0.008%

Koito Manufacturing 11,200 776,806 0.032%

Koninklijke Philips 118,356 4,532,095 0.188%

Kosmos Energy 9,614 60,568 0.003%

KRAFT HEINZ FOODS CO 4.38 6/1/46 310,000 282,202 0.012%

KT 43,394 1,121,592 0.047%

L A CA DEPT ARPTS BAB TXB SUB SR C 7.05 5/15/40 295,000 410,375 0.017%

Lam Research 1,221 248,058 0.010%

Lancaster Colony 1,400 172,396 0.007%

Landstar System 4,300 471,495 0.020%

Largan Precision 9,000 1,034,057 0.043%

Lattice Semiconductor 46,425 258,587 0.011%

LBTY 2016-225L A 144A 3.6 2/10/36 235,000 235,913 0.010%

Legrand 22,975 1,802,637 0.075%

Lennar 40,998 2,416,422 0.100%

Lennox International 2,800 572,236 0.024%

Liberty Global 32,292 1,011,063 0.042%

LIBERTY MUTUAL GROUP INC 144A 4.85 8/1/44 955,000 1,002,250 0.042%

LifePoint Health 5,900 277,300 0.012%

LIFE TECHNOLOGIES CORP 6 3/1/20 800,000 842,000 0.035%

LINCOLN NATIONAL CORP 4.35 3/1/48 150,000 147,161 0.006%

Littelfuse 700 145,726 0.006%

Live Oak Bancshares 14,741 409,800 0.017%

Lloyds Banking Group 3,196,425 2,907,551 0.121%

LM Ericsson 148,433 945,215 0.039%

LOCKHEED MARTIN CORP 3.55 1/15/26 345,000 342,357 0.014%

LOCKHEED MARTIN CORP 3.6 3/1/35 195,000 185,255 0.008%

Lojas Renner 91,239 943,771 0.039%

L'Oreal 13,684 3,090,652 0.128%

Louisiana Pacific 13,100 376,887 0.016%

Lowe's 689 60,460 0.003%

Loxo Oncology 1,900 219,203 0.009%

Lumber Liquidators 5,100 121,992 0.005%

Lumentum Holdings 18,600 1,186,680 0.049%

Luxfer Holdings 16,300 208,640 0.009%

MACOM Technology Solutions Holdings 15,400 255,640 0.011%

Macquarie Group 29,089 2,319,472 0.096%

MacroGenics 3,026 76,134 0.003%

Magna International 98,074 5,526,470 0.230%

MAGNE 2015-16A BR 144A 2.98 1/18/28 455,000 454,898 0.019%

MANITOBA 3.05 5/14/24 170,000 169,442 0.007%

MARATHON OIL CORP 4.4 7/15/27 485,000 490,749 0.020%

Marathon Petroleum 42,968 3,141,390 0.131%

Marriott 30,561 4,155,685 0.173%

Marsh & McLennan 64,764 5,348,859 0.222%

MARTIN MARIETTA MATERIAL 4.25 12/15/47 385,000 353,897 0.015%

MARTIN MARIETTA MATERIAL 4.25 7/2/24 755,000 770,065 0.032%

Martin Marietta Materials 900 186,570 0.008%

MASS INSTITUTE OF TECH 3.96 7/1/38 350,000 368,346 0.015%

MasterCard 63,318 11,090,781 0.461%

Matador Resources 13,940 416,945 0.017%

of 25

Matson 20,900 598,576 0.025%

Maxim Integrated Products 40,004 2,409,041 0.100%

MBALT 2017-A A3 1.79 4/15/20 405,000 402,305 0.017%

McDonald's 5,944 929,523 0.039%

MCMLT 2016-1 A1 144A 2.5 4/25/57 184,278 181,681 0.008%

MD ST TRANS BUILD AMERICA 5.89 7/1/43 375,000 484,755 0.020%

MD TRANS AUTH BUILD AMERICA B 5.75 7/1/41 590,000 751,170 0.031%

MEAD JOHNSON NUTRITION C 4.13 11/15/25 440,000 451,022 0.019%

Medtronic 48,210 3,867,406 0.161%

Meggitt 349,283 2,118,929 0.088%

Merck 99,859 5,439,320 0.226%

Meridian Bancorp 25,419 512,193 0.021%

MetLife 61,138 2,805,623 0.117%

MET TRANS AUTH NY DED TX BLD AMER 7.34 11/15/39 220,000 331,599 0.014%

MEXICO 10 12/5/24 14,965,000 945,133 0.039%

MGM Resorts International 39,118 1,369,912 0.057%

Michaels 20,200 398,142 0.017%

Microchip Technology 22,016 2,011,382 0.084%

Microsoft 392,310 35,806,134 1.488%

MICROSOFT CORP 2.88 2/6/24 1,720,000 1,687,349 0.070%

MICROSOFT CORP 4.1 2/6/37 1,755,000 1,857,036 0.077%

Middlesex Water 1,599 58,683 0.002%

Minerals Technologies 7,400 495,430 0.021%

Miraca Holdings 24,900 972,318 0.040%

Mitsubishi Corporation 71,300 1,917,773 0.080%

Mitsubishi Electric 282,600 4,518,997 0.188%

Mitsubishi UFJ Financial 498,900 3,268,017 0.136%

Mitsubishi UFJ Lease & Finance 205,800 1,206,891 0.050%

Mitsui Fudosan 68,500 1,661,884 0.069%

MKS Instruments 2,600 300,690 0.012%

MMAF 2014-AA A4 144A 1.59 2/8/22 409,368 406,116 0.017%

MMAF 2015-AA A4 144A 1.93 7/16/21 390,000 388,298 0.016%

MMAF 2016-AA A4 144A 1.76 1/17/23 435,000 424,312 0.018%

MMAF 2017-AA A2 144A 1.73 5/18/20 100,898 100,530 0.004%

MMAF 2017-B A5 144A 2.72 6/15/40 925,000 899,245 0.037%

Molina Healthcare 13,012 1,056,314 0.044%

Moncler 56,287 2,142,186 0.089%

MongoDB 1,575 68,355 0.003%

MongoDB 1,318 54,341 0.002%

Monolithic Power Systems 1,196 138,461 0.006%

Monro 17,450 935,320 0.039%

Monster Beverage 2,000 114,420 0.005%

Moog 5,600 461,496 0.019%

Morgan Stanley 347,082 18,728,545 0.778%

MORGAN STANLEY 3.7 10/23/24 1,325,000 1,313,800 0.055%

MORGAN STANLEY 4.88 11/1/22 1,900,000 1,983,661 0.082%

MORGAN STANLEY 3.75 2/25/23 1,955,000 1,976,159 0.082%

MORGAN STANLEY 3.97 7/22/38 460,000 447,922 0.019%

MORGAN STANLEY 3.13 7/27/26 185,000 173,844 0.007%

MPT OPER PARTNERSP/FINL 5 10/15/27 455,000 445,331 0.019%

MSA Safety 5,600 466,144 0.019%

MSBAM 2014-C18 300A 3.75 8/15/31 225,000 225,250 0.009%

MSBAM 2015-C24 AS 4.04 5/15/48 125,000 128,071 0.005%

MSBAM 2015-C24 B 4.35 5/15/48 150,000 149,429 0.006%

MSBAM 2015-C27 AS 4.07 12/15/47 320,000 328,714 0.014%

MSBAM 2016-C29 A4 3.33 5/15/49 235,000 232,072 0.010%

MSC 2015-MS1 AS 4.03 5/15/48 55,000 55,683 0.002%

MSC 2017-ASHF B 144A 3.03 11/15/34 590,000 590,000 0.025%

MSC 2017-H1 A5 3.53 6/15/50 680,000 678,753 0.028%

MSC 2017-JWDR A 144A 2.63 11/15/34 695,000 696,717 0.029%

MSC 2017-JWDR B 144A 2.98 11/15/34 460,000 460,568 0.019%

Mueller Water Products 38,000 413,060 0.017%

Multi-Color 1,641 108,388 0.005%

Munich Re 28,805 6,698,365 0.278%

MVWOT 2013-1A A 144A 2.15 4/22/30 31,787 31,216 0.001%

MVWOT 2014-1A A 144A 2.25 9/22/31 57,425 56,317 0.002%

MVWOT 2015-1A A 144A 2.52 12/20/32 441,894 435,988 0.018%

MyoKardia 3,600 175,680 0.007%

NALT 2017-A A3 1.91 4/15/20 175,000 173,413 0.007%

NALT 2017-B A3 2.05 9/15/20 470,000 465,702 0.019%

National Bank of Canada 57,500 2,706,407 0.112%

National Commerce 3,500 152,425 0.006%

of 25

National Grid 197,349 2,221,451 0.092%

National Instruments 19,551 988,694 0.041%

National Vision Holdings 3,394 109,660 0.005%

NAVER 966 717,771 0.030%

NAVSL 2016-1A A 144A 2.57 2/25/70 776,486 778,834 0.032%

NAVSL 2017-A A2A 144A 2.88 12/16/58 160,000 157,709 0.007%

NAVSL 2018-2A A2 144A 2.36 3/25/67 800,000 800,000 0.033%

NCS Multistage Holdings 2,412 36,180 0.002%

NC ST ESTRN MUNI PWR AGY TXBL 2 7/1/18 20,000 20,002 0.001%

Nestle 107,416 8,490,329 0.353%

Netflix 18,196 5,374,189 0.223%

NEUB 2015-19A A1R 144A 2.77 7/15/27 250,000 249,712 0.010%

NEUB 2015-19A A2R2 144A 1 4/15/27 1,180,000 1,180,000 0.049%

NEUB 2017-16SA A 144A 2.57 1/15/28 605,000 605,584 0.025%

NextEra Energy 45,350 7,407,016 0.308%

NEXTERA ENERGY INC CVT 6.123000 29,653 1,719,079 0.071%

Nextera Energy Partners 8,400 335,916 0.014%

Nippon Telegraph & Telephone 127,500 5,871,435 0.244%

NiSource 44,515 1,064,354 0.044%

NISOURCE FINANCE CORP 4.38 5/15/47 559,000 560,393 0.023%

NMOTR 2017-C A 2.1 10/17/22 585,000 585,117 0.024%

Nordea Bank 309,428 3,310,867 0.138%

Northern Star Resources 35,907 174,277 0.007%

Northern Trust 621 64,044 0.003%

Northrop Grumman 18,334 6,400,766 0.266%

Norwegian Cruise Line Holdings 69,944 3,704,934 0.154%

Novanta 23,789 1,240,596 0.052%

Novartis 75,491 6,105,778 0.254%

Novo Nordisk 29,559 1,453,885 0.060%

NSLT 2006-1 A6 144A 2.37 8/23/36 705,000 691,846 0.029%

NYC FIN AUTH BUILD AMERICA 5.51 8/1/37 600,000 744,522 0.031%

NYC MUN WTR SWR BUILD AMERICA 5.95 6/15/42 160,000 213,237 0.009%

NYC SR H-1 BABS 5.85 6/1/40 270,000 346,764 0.014%

NYC TXBL BAB SR F1 6.27 12/1/37 540,000 721,802 0.030%

Occidental Petroleum 7,820 507,987 0.021%

Okta 16,100 641,585 0.027%

Ollies Bargain Outlet Holdings 11,653 702,676 0.029%

OMNICOM GROUP INC 3.65 11/1/24 1,005,000 994,329 0.041%

OMPT 2017-1MKT A 144A 3.61 2/10/32 225,000 226,850 0.009%

Omron 33,200 1,953,216 0.081%

ONE Gas 19,300 1,274,186 0.053%

ONTARIO 2.5 9/10/21 1,240,000 1,225,023 0.051%

OREGON ST TAXABLE PENSION 5.89 6/1/27 130,000 153,498 0.006%

O'Reilly Automotive 218 53,929 0.002%

OREILLY AUTOMOTIVE INC 3.8 9/1/22 270,000 275,118 0.011%

OREILLY AUTOMOTIVE INC 4.63 9/15/21 80,000 83,425 0.003%

Orion Engineered Carbons 15,847 429,454 0.018%

Osisko Gold Royalties 23,700 228,842 0.010%

Outfront Media, REIT 5,664 106,143 0.004%

OZLM 2014-8A A1AR 144A 2.86 10/17/26 665,000 664,871 0.028%

PACCAR 3,186 210,818 0.009%

Pacific Premier Bancorp 10,600 426,120 0.018%

Pacira Pharmaceuticals 11,100 345,765 0.014%

Panasonic 182,800 2,613,024 0.109%

Paramount, REIT 31,827 453,216 0.019%

Paylocity Holding 1,200 61,476 0.003%

PayPal Holdings 64,712 4,909,699 0.204%

PCT 2016-PLSD A 144A 2.71 4/13/33 830,000 813,906 0.034%

PDF Solutions 19,592 228,443 0.009%

PennyMac Financial Services 8,000 181,200 0.008%

Penumbra 1,018 117,732 0.005%

Performance Food 15,900 474,615 0.020%

Perrigo 17,446 1,453,950 0.060%

Persimmon 73,921 2,623,616 0.109%

PERTAMINA PERSERO PT 144A 6.45 5/30/44 265,000 300,320 0.012%

PERU 144A 6.15 8/12/32 2,765,000 946,282 0.039%

PERUSAHAAN PENERBIT SBSN 4.35 9/10/24 200,000 204,070 0.008%

PETROLEOS MEXICANOS 5.5 1/21/21 265,000 276,196 0.011%

PETROLEOS MEXICANOS 4.88 1/24/22 940,000 965,756 0.040%

Pfizer 183,060 6,496,799 0.270%

PG&E 67,092 2,947,352 0.122%

PGT Innovations 23,899 445,716 0.019%

of 25

Philip Morris International 96,062 9,548,563 0.397%

Ping An Insurance 173,000 1,783,747 0.074%

Pinnacle Financial Partners 10,502 674,228 0.028%

Pinnacle Foods 15,000 811,500 0.034%

PLAINS ALL AMER PIPELINE 4.65 10/15/25 630,000 631,840 0.026%

PLAINS ALL AMER PIPELINE 2.85 1/31/23 100,000 94,422 0.004%

Plains Gp Holdings 7,400 160,950 0.007%

PNC Financial Services Group 40,355 6,103,290 0.254%

PNM Resources 23,400 895,050 0.037%

Pola Orbis Holdings 25,600 1,048,973 0.044%

PolyOne 10,400 442,208 0.018%

Popular 10,900 453,658 0.019%

PORT AUTH NY & NJ CONS 174TH 4.46 10/1/62 905,000 990,342 0.041%

Portland General Electric 3,400 137,734 0.006%

Post Holdings 10,600 803,056 0.033%

PPG Industries 9,189 1,025,492 0.043%

PRA Group 23,100 877,800 0.036%

PRES & FELLOWS OF HARVAR 3.62 10/1/37 225,000 224,670 0.009%

Prestige Brands 3,900 131,508 0.005%

PRICELINE GROUP INC/THE 3.65 3/15/25 670,000 664,167 0.028%

PRICELINE GROUP INC/THE 3.55 3/15/28 1,013,000 978,823 0.041%

PRICELINE GROUP INC/THE 3.6 6/1/26 565,000 554,257 0.023%

PRINCIPAL FINANCIAL GROUP 4.7 5/15/55 710,000 713,550 0.030%

PRK 2017-280P A 144A 2.66 9/15/34 645,000 647,528 0.027%

Progressive 16,668 1,015,581 0.042%

Proofpoint 9,500 1,079,675 0.045%

Prosperity Bancshares 9,000 653,670 0.027%

Prothena 15,124 555,202 0.023%

Prudential 147,597 3,688,247 0.153%

Prysmian 52,538 1,649,809 0.069%

PS Business Parks, REIT 8,664 979,379 0.041%

Q2 Holdings 4,265 194,271 0.008%

Qualcomm 34,636 1,919,181 0.080%

Quanex Building Products 14,763 256,876 0.011%

Quotient Technology 16,383 214,617 0.009%

QVC INC 5.13 7/2/22 1,175,000 1,215,240 0.051%

Radian 30,500 580,720 0.024%

Radius Health 18,200 654,108 0.027%

Raymond James Financial 841 75,194 0.003%

Raytheon 376 81,148 0.003%

RBC Bearings 2,500 310,500 0.013%

Recruit Holdings 66,400 1,650,250 0.069%

Red Hat 24,814 3,709,941 0.154%

Red Robin Gourmet Burgers 10,628 616,424 0.026%

REGENCY CENTERS LP 3.6 2/1/27 300,000 289,113 0.012%

REGENCY CENTERS LP 4.13 3/15/28 155,000 155,266 0.006%

Regency Centers, REIT 5,600 330,288 0.014%

Regeneron Pharmaceuticals 225 77,481 0.003%

REINSURANCE GRP OF AMER 5 6/1/21 450,000 470,373 0.020%

REI - SECURITY LENDING COLLATERAL 550,576 5,505,758 0.229%

RE/MAX Holdings 8,606 520,233 0.022%

Renesas Electronics 86,400 868,831 0.036%

RESOLUTION FUNDING CORP 8.13 10/15/19 210,000 228,363 0.009%

Retail Opportunity Investments, REIT 25,800 455,886 0.019%

RETL 2018-RVP A 144A 2.88 3/15/33 340,000 340,000 0.014%

Rev 10,792 224,042 0.009%

REYNOLDS AMERICAN INC 5.85 8/15/45 290,000 336,840 0.014%

RH 5,176 493,169 0.020%

RingCentral 5,763 365,951 0.015%

Rio Tinto 17,358 983,369 0.041%

Roche Holding 29,958 6,872,283 0.286%

Roper Technologies 18,783 5,272,200 0.219%

Ross Stores 38,291 2,985,932 0.124%

ROYAL BK SCOTLND GRP PLC 3.5 5/15/23 895,000 878,962 0.037%

ROYAL BK SCOTLND GRP PLC 3.88 9/12/23 375,000 370,487 0.015%

Royal Caribbean Cruises 17,300 2,036,902 0.085%

Royal Dutch Shell, ADR 53,700 3,518,961 0.146%

Rsa Insurance 239,291 2,118,550 0.088%

SABINE PASS LIQUEFACTION 5 3/15/27 910,000 942,988 0.039%

SABINE PASS LIQUEFACTION 4.2 3/15/28 900,000 885,375 0.037%



of 25

Safety Insurance Group 4,487 344,826 0.014%

SAGE Therapeutics 10,021 1,614,082 0.067%

Saia 1,418 106,563 0.004%

Salesforce.com 66,092 7,686,500 0.319%

Samsonite International 341,100 1,560,129 0.065%

Samsung Electronics 1,475 3,405,549 0.142%

SAN DIEGO CA WTR BUILD AMERICA B 6.14 5/1/49 170,000 232,419 0.010%

Sanofi 40,332 3,236,248 0.134%

Santander Consumer USA Holdings 12,900 210,270 0.009%

SBA TOWER TRUST 144A 3.16 10/10/45 650,000 650,627 0.027%

SBA TOWER TRUST 144A 2.9 10/11/44 445,000 443,079 0.018%

SBA TOWER TRUST 144A 3.87 10/8/49 785,000 798,047 0.033%

SBA TOWER TRUST 144A 3.45 3/15/48 100,000 100,238 0.004%

SBA TOWER TRUST 144A 3.17 4/15/22 605,000 602,770 0.025%

Scentre 544,839 1,607,764 0.067%

Schneider National 13,311 346,885 0.014%

SCRT 2016-1 M1 144A 3 9/25/55 120,000 116,623 0.005%

SC ST PSA REV TXBL OBLIG SR E 4.32 12/1/27 360,000 370,886 0.015%

SDART 2015-4 C 2.97 3/15/21 192,000 192,334 0.008%

SDART 2017-1 A2 1.49 2/18/20 56,759 56,693 0.002%

SDART 2017-1 B 2.1 6/15/21 75,000 74,655 0.003%

SDART 2017-1 C 2.58 5/16/22 85,000 84,433 0.004%

SDART 2018-1 C 2.96 3/15/24 190,000 189,067 0.008%

Seacoast Banking 28,164 745,501 0.031%

SEACOR Holdings 7,623 389,535 0.016%

Seattle Genetics 6,198 324,403 0.013%

Selective Insurance 19,400 1,177,580 0.049%

Sembcorp Industries 130,080 311,083 0.013%

Sempra Energy 52,571 5,846,947 0.243%

SEMPRA ENERGY 3.4 2/1/28 1,565,000 1,491,248 0.062%

SEMPRA ENERGY 3.8 2/1/38 305,000 286,914 0.012%

SEMPRA ENERGY 4 2/1/48 175,000 163,288 0.007%

SEMPRA ENERGY 3.25 6/15/27 169,000 160,401 0.007%

SEMPRA ENERGY CVT 6.00% A 1/21 7,401 756,842 0.031%

SEMT 2017-5 B1 144A 3.88 8/25/47 241,380 247,997 0.010%

SEMT 2018-CH1 A2 144A 3.5 2/25/48 191,548 192,334 0.008%

ServiceNow 41,084 6,797,348 0.282%

Seven & i Holdings 66,800 2,865,234 0.119%

Sherwin-Williams 3,832 1,502,604 0.062%

SHIRE ACQ INV IRELAND DA 2.88 9/23/23 585,000 558,030 0.023%

SHIRE ACQ INV IRELAND DA 3.2 9/23/26 530,000 494,063 0.021%

Shire, ADR 11,400 1,703,046 0.071%

Siemens 42,833 5,465,381 0.227%

Siemens Healthineers 37,600 1,545,250 0.064%

SIGMA ALIMENTOS SA 4.13 5/2/26 360,000 347,850 0.014%

Simmons First National 12,200 347,090 0.014%

Simply Good Foods 28,184 386,966 0.016%

SIMPLY GOOD FOODS CO-CW22 WTS 7/22 4,782 16,737 0.001%

Simpson Manufacturing 5,300 305,227 0.013%

SiteOne Landscape Supply 13,700 1,055,448 0.044%

SLFT 2016-AA A 144A 2.9 11/15/29 255,000 253,879 0.011%

SL Green Realty, REIT 3,093 299,495 0.012%

SLMA 2008-4 A4 3.4 7/25/22 394,821 403,898 0.017%

SLMA 2008-5 A4 3.45 7/25/23 546,689 560,968 0.023%

SLMA 2008-9 A 3.25 4/25/23 526,712 537,549 0.022%

SLM Corporation 61,064 684,527 0.028%

SMAT 2016-2US A3A 1.71 3/15/21 595,000 586,019 0.024%

SMB 2015-A A2A 144A 2.49 6/15/27 386,919 382,071 0.016%

SMB 2015-B A2A 144A 2.98 7/15/27 402,073 399,899 0.017%

SMB 2015-C A2A 144A 2.75 7/15/27 402,604 399,984 0.017%

SMB 2015-C A3 144A 3.73 8/16/32 455,000 475,653 0.020%

SMB 2016-A A2A 144A 2.7 5/15/31 191,587 188,747 0.008%

SMB 2016-B A2A 144A 2.43 2/17/32 930,000 906,619 0.038%

SMB 2016-C A2B 144A 2.88 9/15/34 1,180,000 1,200,025 0.050%

SMB 2017-B A2A 144A 2.82 10/15/35 1,220,000 1,192,525 0.050%

SMC 4,400 1,781,007 0.074%

Softbank 17,200 1,285,090 0.053%

SOLVAY FINANCE (AMERICA) 144A 4.45 12/3/25 590,000 611,162 0.025%

Sonic 36,549 922,131 0.038%

Sony 24,000 1,160,697 0.048%

South32 437,450 1,099,387 0.046%

Southern Company 32,057 1,431,666 0.059%

of 25

South Jersey Industries 15,100 425,216 0.018%

South State 5,707 486,807 0.020%

Southwest Gas Holdings 8,900 601,907 0.025%

SPAIN 1.45 10/31/27 930,000 1,180,574 0.049%

Spark Therapeutics 7,000 466,130 0.019%

SPECTRA ENERGY PARTNERS 3.38 10/15/26 315,000 295,367 0.012%

S&P Global 9,070 1,732,914 0.072%

SRFC 2014-2A A 144A 2.05 6/20/31 81,074 80,595 0.003%

SRFC 2015-1A A 144A 2.4 3/22/32 246,935 244,993 0.010%

SRFC 2015-2A A 144A 2.43 6/20/32 101,653 100,711 0.004%

SRFC 2015-3A A 144A 2.58 9/20/32 71,385 71,151 0.003%

SRFC 2016-1A A 144A 3.08 3/21/33 335,743 336,497 0.014%

SRT 2017-A A3 144A 2.22 1/20/21 210,000 207,850 0.009%

SS&C Technologies Holdings 28,900 1,550,196 0.064%

SSE 53,174 953,904 0.040%

STACR 2014-HQ2 M2 4.07 9/25/24 356,567 368,093 0.015%

STACR 2015-DNA1 M2 3.72 10/25/27 725,000 740,037 0.031%

STACR 2015-DNA3 M2 4.72 4/25/28 246,380 255,383 0.011%

STACR 2015-HQ1 M2 4.07 3/25/25 125,153 126,096 0.005%

STACR 2015-HQ2 M2 3.82 5/25/25 407,894 418,761 0.017%

STACR 2016-DNA1 M2 4.77 7/25/28 290,000 297,540 0.012%

STACR 2016-DNA3 M2 3.87 12/25/28 455,000 463,307 0.019%

STACR 2016-HQA3 M2 3.22 3/25/29 250,000 254,438 0.011%

STACR 2017-DNA1 M1 3.07 7/25/29 233,587 235,612 0.010%

STACR 2017-DNA2 M1 3.07 10/25/29 280,567 283,658 0.012%

STACR 2017-HQA1 M1 3.07 8/25/29 229,341 231,349 0.010%

STACR 2017-HQA2 M1 2.67 12/25/29 321,342 322,205 0.013%

STACR 2017-HQA3 M1 2.42 4/25/30 239,716 239,716 0.010%

STACR 2018-HQA1 M2 4.15 9/25/30 1,125,000 1,125,000 0.047%

STACR 2018-SPI1 M2 144A 3.75 2/25/48 170,000 149,736 0.006%

Standard Chartered 140,092 1,404,049 0.058%

Stanley Black & Decker 32,550 4,986,660 0.207%

State Auto Financial 11,400 325,698 0.014%

STATE GRID OVERSEAS INV 144A 2.75 5/4/22 1,060,000 1,032,689 0.043%

State Street 58,414 5,825,628 0.242%

Statoil 67,320 1,593,328 0.066%

Stericycle 10,304 603,093 0.025%

STERIS 8,400 784,224 0.033%

Sterling Bancorp Inc/MI 16,879 228,035 0.009%

Stora Enso 123,813 2,276,475 0.095%

Storebrand 244,034 2,006,826 0.083%

Stroeer SE & Co KGaA 17,941 1,253,768 0.052%

Stryker 62,125 9,997,155 0.415%

Sumitomo Corporation 258,400 4,349,367 0.181%

Sumitomo Mitsui Trust Holdings 52,197 2,112,800 0.088%

Sumitomo Rubber Industries 47,400 869,553 0.036%

Sun Hydraulics 5,837 312,630 0.013%

Sun Life Financial 62,497 2,566,629 0.107%

SunTrust 25,023 1,702,565 0.071%

Suzuki Motor 35,900 1,933,246 0.080%

Svenska Handelsbanken 227,939 2,853,076 0.119%

Symantec 15,469 399,874 0.017%

Synchrony Financial 114,167 3,828,020 0.159%

SYNCT 2015-1 B 2.64 3/15/23 500,000 495,234 0.021%

Synopsys 33,777 2,811,597 0.117%

Tableau Software 10,760 869,623 0.036%

Taiwan Semiconductor Manufacturing 571,759 4,853,392 0.202%

Tapestry 3,400 178,874 0.007%

TD Ameritrade Holding 117,456 6,956,919 0.289%

TDC 272,820 2,260,746 0.094%

Team 13,700 188,375 0.008%

TE Connectivity 18,817 1,879,818 0.078%

Telecom Italia 1,789,383 1,489,793 0.062%

Teledyne Technologies 8,700 1,628,379 0.068%

Telefonica 185,856 1,841,251 0.077%

Telefonica Deutschland Holding 462,064 2,171,197 0.090%

Telstra 177,698 430,149 0.018%

Tempur Sealy International 19,200 869,568 0.036%

Tencent Holdings 192,810 10,349,962 0.430%

TENCENT HOLDINGS LTD 3.8 2/11/25 1,230,000 1,234,722 0.051%

TENCENT HOLDINGS LTD 144A 3.93 1/19/38 200,000 190,070 0.008%

TENCENT HOLDINGS LTD 144A 2.88 2/11/20 400,000 399,390 0.017%

of 25

TESARO 4,402 251,530 0.010%

Tesla 6,437 1,713,079 0.071%

TEVA PHARMACEUTICALS NE 2.2 7/21/21 1,135,000 1,022,005 0.042%

Texas Capital Bancshares 6,070 545,693 0.023%

Texas Instruments 51,215 5,320,726 0.221%

Textron 2,100 123,837 0.005%

Therapeutics MD 65,261 317,821 0.013%

Thermo Fisher Scientific 34,185 7,057,835 0.293%

Thermon Group Holdings 17,900 401,139 0.017%

THK 66,700 2,758,141 0.115%

THOMSON REUTERS CORP 3.35 5/15/26 760,000 724,835 0.030%

Time Warner 7,008 662,817 0.028%

TIME WARNER CABLE INC 6.55 5/1/37 305,000 341,955 0.014%

TIME WARNER CABLE INC 6.75 6/15/39 565,000 638,446 0.027%

TIPS 0.63 1/15/26 2,045,324 2,042,767 0.085%

TIPS 0.13 4/15/22 4,501,952 4,436,533 0.184%

TIPS 0.38 7/15/27 491,441 478,924 0.020%

TJX 500 40,780 0.002%

TMTS 2005-14HE AF2 4.85 8/25/36 5,644 5,647 0.000%

Tokio Marine Holdings 63,600 2,830,187 0.118%

Tokyo Electron 17,200 3,235,355 0.134%

Toro 11,900 743,155 0.031%

TORONTO-DOMINION BANK 3.63 9/15/31 950,000 909,540 0.038%

Tosoh 26,500 520,013 0.022%

Total 99,177 5,684,801 0.236%

Total, ADR 122,113 7,044,699 0.293%

Towne Bank/Portsmouth VA 16,300 466,180 0.019%

Toyota Motor 65,400 4,194,869 0.174%

TPMT 2015-3 A1B 144A 3 3/25/54 276,791 276,013 0.011%

TPMT 2015-4 A1B 144A 2.75 4/25/55 305,836 303,530 0.013%

TPMT 2015-4 M1 144A 3.75 4/25/55 575,000 583,127 0.024%

TPMT 2015-5 A1B 144A 2.75 5/25/55 190,249 188,746 0.008%

TPMT 2015-5 M1 144A 3.5 5/25/55 460,000 460,247 0.019%

TPMT 2016-1 A1B 144A 2.75 2/25/55 242,368 240,486 0.010%

TPMT 2016-1 A3B 144A 3 2/25/55 307,559 305,826 0.013%

TPMT 2016-2 A1A 144A 2.75 8/25/55 222,154 219,114 0.009%

TPMT 2017-1 A1 144A 2.75 10/25/56 123,321 121,952 0.005%

TPMT 2017-2 A1 144A 2.75 4/25/57 135,591 134,604 0.006%

TPMT 2017-3 A1 144A 2.75 7/25/57 342,916 339,763 0.014%

TPMT 2017-5 A1 144A 2.47 2/25/57 280,467 281,475 0.012%

TransCanada 133,306 5,506,871 0.229%

TRANSCANADA TRUST 5.3 3/15/77 610,000 605,065 0.025%

TRANSCONT GAS PIPE LINE 144A 4 3/15/28 170,000 165,857 0.007%

TRANSCONT GAS PIPE LINE 144A 4.6 3/15/48 240,000 231,862 0.010%

TRANSURBAN FINANCE CO 144A 4.13 2/2/26 130,000 130,096 0.005%

TRANSURBAN FINANCE CO 144A 3.38 3/22/27 1,405,000 1,320,762 0.055%

TreeHouse Foods 9,800 375,046 0.016%

Triangle Capital 19,400 215,922 0.009%

TRINITY ACQUISITION PLC 3.5 9/15/21 165,000 162,553 0.007%

Tri Pointe 48,063 789,675 0.033%

TRP Dynamic Global Bd - I 9,933,043 98,138,469 4.079%

TRP Inflation Protected Bond - I 727,957 8,575,338 0.356%

TRP Inst Emerging Markets Bd - Inst 8,761,332 77,537,791 3.222%

TRP Inst Emerging Markets Eq - Inst 2,140,086 90,440,052 3.759%

TRP Inst Floating Rate - Inst 2,902,674 29,055,762 1.208%

TRP Inst International Bd - Inst 8,321,250 76,971,559 3.199%

TRP Institutional High Yield - Inst 7,468,520 65,498,918 2.722%

TRP Real Assets - I 2,693,490 30,032,412 1.248%

TRP Treasury Reserve 1.61 33,744,291 33,744,291 1.402%

TRP US Treasury Long-Term - I 5,254,241 64,627,168 2.686%

Tucows 3,366 188,496 0.008%

Tuesday Morning 55,700 220,015 0.009%

Twenty-First Century Fox 75,305 2,738,843 0.114%

TX ST TRANSN 1ST TIER B BLD AMERICA 5.18 4/1/30 485,000 567,659 0.024%

Tyson Foods 227,991 16,686,661 0.693%

UBS GROUP FUNDING 144A 4.13 9/24/25 1,135,000 1,139,455 0.047%

UBS GROUP FUNDING SWITZE 144A 3.49 5/23/23 515,000 511,565 0.021%

UBS GROUP FUNDING SWITZE 144A 2.86 8/15/23 370,000 356,793 0.015%

UDSA 2013-T T1 2.04 6/15/21 263,000 261,809 0.011%

Ulta Salon Cosmetics & Fragrance 200 40,854 0.002%

Ultragenyx Pharmaceutical 400 20,396 0.001%

Umicore 43,282 2,292,874 0.095%

of 25

Unibail-Rodamco 8,590 1,962,161 0.082%

UNICREDIT SPA 144A 3.75 4/12/22 455,000 452,413 0.019%

UNICREDIT SPA 144A 4.63 4/12/27 1,165,000 1,175,394 0.049%

Unilever 125,301 6,949,495 0.289%

Union Pacific 800 107,544 0.004%

United Continental 6,592 457,946 0.019%

UnitedHealth Group 55,093 11,789,902 0.490%

UNITED MEXICAN STATES 4.13 1/21/26 1,235,000 1,253,834 0.052%

United Overseas Bank 83,000 1,746,505 0.073%

Univest 13,071 362,067 0.015%

UNIV OF NC CHAPEL HILL TXBL 3.85 12/1/34 955,000 999,436 0.042%

Urban Edge Properties, REIT 10,400 222,040 0.009%

US AIRWAYS 2012-2A PTT 4.63 12/3/26 928,652 958,000 0.040%

US AIRWAYS 2013-1A PTT 3.95 5/15/27 309,075 309,984 0.013%

U.S. Bancorp 31,310 1,581,155 0.066%

U.S. Physical Therapy 6,910 561,783 0.023%

US TREASURY N/B 2 10/31/22 1,610,000 1,571,763 0.065%

US TREASURY N/B 1.75 11/15/20 2,360,000 2,323,494 0.097%

US TREASURY N/B 2.25 11/15/27 2,135,000 2,043,595 0.085%

US TREASURY N/B 3 11/15/44 3,105,000 3,118,584 0.130%

US TREASURY N/B 2.75 11/15/47 1,980,000 1,887,188 0.078%

US TREASURY N/B 1.5 11/30/19 2,000,000 1,975,625 0.082%

US TREASURY N/B 2.75 2/15/19 270,000 271,392 0.011%

US TREASURY N/B 2.25 2/15/27 260,000 249,763 0.010%

US TREASURY N/B 3.13 2/15/43 7,795,000 8,013,016 0.333%

US TREASURY N/B 2.5 2/15/46 2,060,000 1,870,094 0.078%

US TREASURY N/B 2.38 5/15/27 345,000 334,542 0.014%

US TREASURY N/B 3.38 5/15/44 2,055,000 2,204,630 0.092%

US TREASURY N/B 3 5/15/47 1,095,000 1,097,566 0.046%

US TREASURY N/B 1.5 5/31/19 1,990,000 1,974,453 0.082%

US TREASURY N/B 1.75 6/30/22 325,000 314,844 0.013%

US TREASURY N/B 1.5 8/15/20 5,310,000 5,208,778 0.216%

US TREASURY N/B 2.25 8/15/27 2,960,000 2,836,975 0.118%

US TREASURY N/B 2.75 8/15/47 2,740,000 2,611,991 0.109%

US TREASURY N/B 2 8/31/21 9,655,000 9,508,666 0.395%

US TREASURY N/B 1.63 8/31/22 790,000 759,881 0.032%

UT TRAN TAX REV BUILD AMERICA B 5.94 6/15/39 520,000 677,622 0.028%

Valero Energy 10,799 1,001,823 0.042%

Valmont Industries 5,289 773,781 0.032%

VA PUB BLDG BUILD AMERICA 5.9 8/1/30 420,000 501,367 0.021%

VA ST PUB SCH QUAL SCH CONSTR 4.25 12/15/30 800,000 835,008 0.035%

VA TRANS REV BUILD AMERICA BONDS 5.35 5/15/35 60,000 69,886 0.003%

VEREIT OPERATING PARTNER 4.6 2/6/24 1,265,000 1,280,196 0.053%

VEREIT OPERATING PARTNER 4.88 6/1/26 105,000 106,444 0.004%

VEREIT OPERATING PARTNER 3.95 8/15/27 399,000 374,975 0.016%

Verizon Communications 113,064 5,406,720 0.225%

VERIZON COMMUNICATIONS 3.38 2/15/25 955,000 938,288 0.039%

VERIZON COMMUNICATIONS 5.25 3/16/37 2,011,000 2,154,075 0.090%

Vertex Pharmaceuticals 41,924 6,832,774 0.284%

VFET 2016-1A A3 144A 1.67 2/18/20 282,712 281,690 0.012%

Visa 105,003 12,560,459 0.522%

VISA INC 4.3 12/14/45 835,000 884,472 0.037%

VMOT 2017-A A 144A 2.28 11/15/22 145,000 145,748 0.006%

VMware 1,823 221,075 0.009%

Vodafone, ADR 150,818 4,195,757 0.174%

VOYA 2016-1A A2R 144A 3.02 1/20/31 505,000 505,000 0.021%

VULCAN MATERIALS CO 4.5 6/15/47 545,000 517,825 0.022%

VZOT 2017-1A A 144A 2.06 9/20/21 540,000 534,694 0.022%

VZOT 2017-1A B 144A 2.45 9/20/21 155,000 153,361 0.006%

VZOT 2017-1A C 144A 2.65 9/20/21 210,000 207,922 0.009%

VZOT 2017-2A B 144A 2.22 12/20/21 605,000 595,179 0.025%

VZOT 2017-3A B 144A 2.38 4/20/22 445,000 437,675 0.018%

VZOT 2018-1A C 144A 3.2 9/20/22 365,000 365,311 0.015%

Wal-Mart 77,066 6,856,562 0.285%

Walt Disney 2,025 203,391 0.008%

WAMU 2005-AR12 2A1 3.45 9/25/35 3,760 3,771 0.000%

Waste Connections 14,175 1,016,915 0.042%

Watsco 400 72,388 0.003%

WaVe Life Sciences 7,146 286,555 0.012%

Webster Financial 10,152 562,421 0.023%

Welbilt 21,000 408,450 0.017%

Wells Fargo 151,356 7,932,568 0.330%

of 25

WEN 2018-1A A2I 144A 3.57 3/15/48 169,575 167,513 0.007%

Westar Energy 56,696 2,981,643 0.124%

Western Alliance Bancorp 18,100 1,051,791 0.044%

WESTERN GAS PARTNERS 4 7/1/22 750,000 751,597 0.031%

Weyerhaeuser, REIT 46,648 1,632,680 0.068%

WFCM 2015-C31 A4 3.7 11/15/48 665,000 672,916 0.028%

WFCM 2015-LC20 C 4.06 4/15/50 345,000 328,082 0.014%

WFCM 2015-NXS2 C 4.25 7/15/58 95,000 92,369 0.004%

WFCM 2015-SG1 A4 3.79 9/15/48 530,000 538,680 0.022%

WFCM 2016-C34 A4 3.1 6/15/49 700,000 678,262 0.028%

WFCM 2016-C35 AS 3.18 7/15/48 695,000 673,971 0.028%

WFCM 2017-C39 B 4.03 9/15/50 1,165,000 1,176,876 0.049%

WFMBS 2003-O 5A1 3.6 1/25/34 30,461 31,302 0.001%

WFMBS 2004-G A3 3.35 6/25/34 10,028 10,123 0.000%

WFRBS 2013-C13 A4 3 5/15/45 650,000 641,863 0.027%

WFRBS 2013-C18 A3 3.65 12/15/46 285,000 289,140 0.012%

WFRBS 2014-C19 A5 4.1 3/15/47 355,000 369,365 0.015%

WFRBS 2014-C19 B 4.72 3/15/47 103,000 107,447 0.004%

WFRBS 2014-C20 A4 3.72 5/15/47 220,000 223,878 0.009%

WFRBS 2014-C20 AS 4.18 5/15/47 575,000 585,775 0.024%

WFRBS 2014-C22 AS 4.07 9/15/57 430,000 441,750 0.018%

WHLS 2015-1A A2 144A 1.27 4/22/24 6,387 6,382 0.000%

WILLIAMS PARTNERS LP 4.85 3/1/48 525,000 518,870 0.022%

WILLIS NORTH AMERICA INC 3.6 5/15/24 685,000 669,753 0.028%

Willis Towers Watson 32,311 4,917,411 0.204%

Wilmar International 623,300 1,519,634 0.063%

Wingstop 21,000 991,830 0.041%

Wix.com 9,875 785,556 0.033%

WOART 2018-A A2 2.19 5/17/21 85,000 84,748 0.004%

WOLS 2018-A B 3.06 5/15/23 210,000 209,962 0.009%

WOODSIDE FINANCE LTD 144A 3.7 3/15/28 1,485,000 1,428,205 0.059%

WOODSIDE FINANCE LTD 144A 3.65 3/5/25 470,000 462,544 0.019%

WOODSIDE FINANCE LTD 144A 3.7 9/15/26 439,000 426,759 0.018%

Workday 20,674 2,627,872 0.109%

Worldpay 16,929 1,392,241 0.058%

WorleyParsons 117,763 1,314,082 0.055%

WPP 162,983 2,590,059 0.108%

WPP FINANCE 2010 3.75 9/19/24 1,230,000 1,210,327 0.050%

WPT 2017-WWP A 144A 3.53 11/10/36 420,000 419,696 0.017%

Wright Medical 25,801 511,892 0.021%

WSFS Financial 6,000 287,400 0.012%

Wynn Resorts 7,840 1,429,702 0.059%

XCEL Energy 5,688 258,690 0.011%

Xencor 11,723 351,456 0.015%

Yahoo! Japan 270,200 1,254,441 0.052%

Yum! Brands 35,444 3,017,348 0.125%

YY, ADR 16,314 1,716,233 0.071%

Zendesk 14,300 684,541 0.028%

Zillow 700 37,800 0.002%

Zillow 1,800 96,840 0.004%

Zoetis 4,300 359,093 0.015%

Zscaler 2,019 56,673 0.002%

Zumiez 7,300 174,470 0.007%

Zurich Insurance Group 8,347 2,753,361 0.114%

Zynga 137,000 501,420 0.021%

Miscellaneous Securities ‡ 2,518,322

Total Investments in Securities 2,425,735,260

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

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

CDX IG S29 PAY 70 04/18/2018 70.00 4/18/2018 (9,500,000) (3,007) 0.000%

CDX IG S29 PAY 80 06/20/2018 80.00 6/20/2018 (9,500,000) (9,982) 0.000%

SPX 5/18 C2630 2,630.00 5/18/2018 (50,000) (3,615,000) (0.150%)

TYM8C 121.5 CALL OPT 10YR FUT JUN 18 121.50 5/25/2018 19,500,000 118,828 0.005%

Total Options (3,509,160)

Swap Contracts Notional Amount Market Value % of Net Assets

CDX IG CDSI S29 5YR 12/20/2022 1,360,000 25,274 0.001%

25,274Total Swap Contracts

of 25

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

FVM8 5YR US NOTE FUT JUN 18 285 6/29/2018 32,621,368 191,030 1.356%

MSCI EAFE FUT 6/18 (106) 6/15/2018 (10,603,180) 147,766 (0.441%)

S&P500 EMINI FUT 6/18 335 6/15/2018 44,270,250 (24,760) 1.840%

TUM8 2YR US NOTE FUT JUN 18 169 6/29/2018 35,930,985 31,417 1.493%

TYM8 UST 10YR FUT JUN 18 (222) 6/20/2018 (26,893,220) (311,638) (1.118%)

USM8 US LONG BOND FUT JUN 18 59 6/20/2018 8,650,875 210,734 0.360%

UXYM8 UST 10YR ULTRA FUT JUN18 (98) 6/20/2018 (12,726,219) (214,633) (0.529%)

WNM8 ULTRA US BOND FUT JUN18 30 6/20/2018 4,814,063 160,733 0.200%

Total Futures Contracts 190,649

NET ASSETS 2,406,174,284

NET ASSET VALUE PER SHARE

Personal Strategy Balanced Fund Shares 24.16

($2,218,811,046 / 91,879,691 Shares Outstanding)

Personal Strategy Balanced Fund - I Class Shares 24.16

($187,363,238 / 7,679,282 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

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

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.

of 25

page 1 of 24 - individual.troweprice.com. rowe price personal strategy balanced fund 03/31/2017...

Documents