Advisor-only Webcast | Active Alpha in a Passive World | April 18, 2018 | 1:15pm ET

Dynamic Asset Allocation Balanced Fund (Class Y)  (PABYX)

A globally diversified fund pursuing a balance of growth and income


Track this fund
ratings as of
Allocation--50% to 70% Equity (funds in category)
Overall
(680)
3 yrs.
(680)
5 yrs.
(628)
10 yrs.
(442)

Highlights

Objective

The Balanced Fund seeks total return.

Strategy and process

  • More than 10 asset classes: The fund holds a variety of investments in all market conditions to be positioned to benefit from a wide range of opportunities.
  • Individual securities: The managers select individual stocks and bonds, not other funds, to finely tune the portfolio and avoid overlap in holdings.
  • Active rebalancing: The managers proactively pursue opportunities and regularly rebalance the portfolio to maintain a consistent risk profile.

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $15.15
-0.53% | $-0.08
$16.09
12/15/17
$14.64
04/21/17
Historical fund price

Consistency of positive performance over five years

Performance represents 5-year returns in rolling quarter-end periods since inception.

Performance shown does not reflect the effects of any sales charges. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please click on the performance tab.

17.79%

Best 5-year annualized return

(for period ending 12/31/99)


-3.21%

Worst 5-year annualized return

(for period ending 03/31/09)


6.83%

Average 5-year annualized return


Fund facts as of 03/31/18

Total net assets
$2,714.19M
Turnover (fiscal year end)
200%
Dividend frequency (view rate)
Quarterly
Number of holdings
1756
Fiscal year-end
September
CUSIP / Fund code
746444884 / 1841
Inception date
07/05/94
Category
Asset Allocation
Open to new investors
Ticker
PABYX

Management team

Chief Investment Officer, Global Asset Allocation
Co-Head of Global Asset Allocation
Co-Head of Global Asset Allocation


Manager commentary | Q4 2017

Real estate may drive inflation higher

Jason Vaillancourt, Co-Head of Global Asset Allocation, identifies factors that may drive core inflation higher.


Literature


Watch the euro as Italy votes
We are watching the referendum in Italy this weekend for yet another existential crisis for the euro.
Italy's bank troubles challenge EU
Troubled banks in Italy pose a new challenge to the EU, one that has been compounded by the U.K.'s vote in favor of Brexit.
Constrained credit threatens growth
Stock market rallies often need to climb a wall of worry, and we see that wall getting higher.

Performance

  • Total return (%) as of 03/31/18

  • Annual performance as of 03/31/18

Annualized Total return (%) as of 03/31/18

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 8.97% 5.73% 8.42% 7.30%
After sales charge N/A N/A N/A N/A
Russell 3000 Index 13.81% 10.22% 13.03% 9.62%
Putnam Balanced Blended Benchmark 8.93% 6.45% 8.11% 7.09%

Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. To obtain the most recent month-end performance, visit putnam.com. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Absolute Return 500 Fund and 700 Fund, and 4.00% and 3.25% for income funds (1.00% and 0.75% for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, R, T1, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A, M, and T1 shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.

Performance snapshot

  Before sales charge After sales charge
1 mt. as of 03/31/18 -1.15 % -
YTD as of 04/20/18 -0.75 % -

Yield

Distribution rate before sales charge
as of 04/20/18
1.74%
Distribution rate after sales charge
as of 04/20/18
1.74%
30-day SEC yield as of 03/31/18 1.84%

Risk-adjusted performance as of 03/31/18

Alpha (3 yrs.) -1.15
Sharpe ratio (3 yrs.) 0.77
Treynor ratio (3 yrs.) 8.01
Information ratio (3 yrs.) -1.20

Volatility as of 03/31/18

Standard deviation (3 yrs.) 6.85%
Beta 0.66
R-squared 0.96

Capture ratio as of 03/31/18

Up-market (3 yrs.) 66.51
Down-market (3 yrs.) 77.13

Lipper rankings as of 03/31/18

Mixed-Asset Target Alloc Moderate Funds Percentile ranking Rank/Funds in category
1 yr. 28% 150/551
3 yrs. 21% 104/495
5 yrs. 5% 19/450
10 yrs. 4% 11/345

Morningstar ratings as of 03/31/18

Allocation--50% to 70% Equity Rating Funds in category
Overall (680)
3 yrs. (680)
5 yrs. (628)
10 yrs. (442)

Distributions

Record/Ex dividend date 03/16/18
Payable date 03/20/18
Income $0.066
Extra income --
Short-term cap. gain --
Long-term cap. gain --

Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.

The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.

The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.


Compare

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Holdings

Top 10 holdings as of 03/31/18

Gnma Gii30 Ma4652 03.5000 08/20/2047 2.20%
Microsoft 1.94%
Fnma Fn30 Ma3238 03.5000 01/01/2048 1.83%
Alphabet 1.77%
JPMorgan Chase 1.46%
S&P Gsci 3x Note 04/01/2019 1.45%
Apple 1.17%
UnitedHealth Group 1.02%
Verizon 0.97%
Citigroup 0.94%
Top 10 holdings, percent of portfolio 14.75%

Full portfolio holdings as of 12/31/17

GNMA GII30 MA4652 03.5000 08/20/2047 2.29%
FNMA FN30 MA3238 03.5000 01/01/2048 1.88%
MICROSOFT CORP 1.80%
ALPHABET INC-CL A 1.77%
JPMORGAN CHASE & CO 1.41%
APPLE INC 1.18%
FNMA FN30 TBA 03.0000 01/01/2048 1.13%
VERIZON COMMUNICATIONS INC 1.07%
UNITEDHEALTH GROUP INC 1.06%
CITIGROUP INC 1.03%
FNMA FN15 AL9468 03.0000 12/01/2031 0.96%
FHLMC FH30G G08677 04.0000 11/01/2045 0.89%
EXXON MOBIL CORP 0.84%
JOHNSON & JOHNSON 0.80%
BOEING CO/THE 0.79%
HOME DEPOT INC 0.77%
SPAIN LETRAS DEL TESORO 00.0000 03/09/2018 0.77%
LOWES COMPANIES INC 0.73%
BILHETES DO TESOURO 00.0000 05/18/2018 0.67%
TEXAS INSTRUMENTS INC 0.67%
PEPSICO INC 0.64%
UNION PACIFIC CORP 0.62%
CHEVRON CORP 0.59%
NXP SEMICONDUCTORS NV 0.54%
FNMA FN30 TBA 06.0000 01/01/2048 0.53%
VALERO ENERGY CORP 0.51%
MCDONALD'S CORP 0.47%
GNMA GII30 TBA 03.5000 01/01/2048 0.45%
ANTHEM INC 0.43%
GNMA GII30 MA4837 03.5000 11/20/2047 0.42%
FNMA FN15 TBA 03.0000 01/01/2033 0.41%
INTL BUSINESS MACHINES CORP 0.41%
NORTHROP GRUMMAN CORP 0.41%
FACEBOOK INC-A 0.39%
MERCK & CO. INC. 0.39%
RALPH LAUREN CORP 0.39%
SOUTHWEST AIRLINES CO 0.39%
TYSON FOODS INC-CL A 0.39%
BUONI ORDINARI DEL TES 00.0000 03/29/2018 0.38%
CERT DI CREDITO DEL TES 00.0000 03/28/2018 0.38%
MCKESSON CORP 0.38%
CELGENE CORP 0.37%
ENTERGY CORP 0.37%
GNMA GII30 MA4586 03.5000 07/20/2047 0.37%
HP INC 0.37%
ELI LILLY & CO 0.36%
L3 TECHNOLOGIES INC 0.36%
CIGNA CORP 0.35%
FNMA FN30 BH5117 04.0000 08/01/2047 0.35%
KIMBERLY-CLARK CORP 0.35%
HUMANA INC 0.34%
ELECTRONIC ARTS INC 0.33%
INTUIT INC 0.33%
WALGREENS BOOTS ALLIANCE INC 0.33%
CUMMINS INC 0.32%
PROCTER & GAMBLE CO/THE 0.32%
MARATHON PETROLEUM CORP 0.31%
PRUDENTIAL FINANCIAL INC 0.31%
SHERWIN-WILLIAMS CO/THE 0.31%
ALLSTATE CORP 0.30%
WALT DISNEY CO/THE 0.30%
WILLIAMS COS INC 0.30%
E*TRADE FINANCIAL CORPORATION 0.29%
ROSS STORES INC 0.29%
SYSCO CORP 0.29%
DISCOVERY COMMUNICATIONS-A 0.28%
KINDER MORGAN INC 0.28%
PNC FINANCIAL SERVICES GROUP 0.28%
ABBVIE INC 0.27%
AMERIPRISE FINANCIAL INC 0.27%
FNMA FN30 AS6395 03.5000 12/01/2045 0.27%
AFLAC INC 0.26%
VMWARE INC-CLASS A 0.26%
DXC TECHNOLOGY CO 0.25%
RAYTHEON COMPANY 0.25%
REGIONS FINANCIAL CORP 0.25%
ROYAL CARIBBEAN CRUISES LTD 0.25%
S&P GLOBAL INC 0.25%
SYNCHRONY FINANCIAL 0.25%
GOLDMAN SACHS GROUP INC 0.24%
PARKER HANNIFIN CORP 0.24%
ROCHE HOLDING AG-GENUSSCHEIN 0.24%
ALLISON TRANSMISSION HOLDING 0.23%
AMERICAN ELECTRIC POWER 0.23%
AMGEN INC 0.23%
CLOROX COMPANY 0.22%
GILEAD SCIENCES INC 0.22%
INGERSOLL-RAND PLC 0.22%
JUNIPER NETWORKS INC 0.22%
NOVARTIS AG-REG 0.22%
PVH CORP 0.22%
DANAHER CORP 0.21%
DISCOVER FINANCIAL SERVICES 0.21%
BRISTOL-MYERS SQUIBB CO 0.20%
CITRIX SYSTEMS INC 0.20%
HARTFORD FINANCIAL SVCS GRP 0.20%
HERSHEY CO/THE 0.20%
HUNTSMAN CORP 0.20%
KLA-TENCOR CORP 0.20%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.20%
CROWN HOLDINGS INC 0.19%
HILTON WORLDWIDE HOLDINGS IN 0.19%
SUNTRUST BANKS INC 0.19%
TJX COMPANIES INC 0.19%
TOTAL SA 0.19%
WASTE MANAGEMENT INC 0.19%
ALLIANZ SE-REG 0.18%
EXELON CORP 0.18%
FIRSTENERGY CORP 0.18%
APPLIED MATERIALS INC 0.17%
ENEL SPA 0.17%
EQUITY RESIDENTIAL TR REIT 0.17%
MICHAEL KORS HOLDINGS LTD 0.17%
MITSUBISHI UFJ FINANCIAL GRO 0.17%
SANOFI 0.17%
3I GROUP PLC 0.16%
MAXIM INTEGRATED PRODUCTS 0.16%
SUMITOMO MITSUI FINANCIAL GR 0.16%
AMADEUS IT GROUP SA 0.15%
AMAZON.COM INC 0.15%
BNP PARIBAS 0.15%
CGPUTQL2 R US0003M P 11/27/18 CI 0.15%
CONAGRA BRANDS INC 0.15%
DEUTSCHE POST AG-REG 0.15%
GLAXOSMITHKLINE PLC 0.15%
HASBRO INC 0.15%
PACKAGING CORP OF AMERICA 0.15%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.15%
WELLCARE HEALTH PLANS INC 0.15%
YUM BRANDS INC 0.15%
ADOBE SYSTEMS INC 0.14%
AGNC INVESTMENT CORP 0.14%
ALLY FINANCIAL INC 0.14%
AMDOCS LTD 0.14%
F5 NETWORKS INC 0.14%
FORTINET INC 0.14%
ITOCHU CORP 0.14%
KAO CORP 0.14%
LEAR CORP 0.14%
MASCO CORP 0.14%
MIZUHO FINANCIAL GROUP INC 0.14%
AVERY DENNISON CORP 0.13%
CITIGROUP INC 03.8870 01/10/2028 0.13%
FNMA FN30 AS7003 03.0000 04/01/2046 0.13%
LINCOLN NATIONAL CORP 0.13%
MORGAN STANLEY 0.13%
NIPPON TELEGRAPH & TELEPHONE 0.13%
ORIX CORP 0.13%
PFIZER INC 0.13%
REPSOL SA 0.13%
SPIRIT AEROSYSTEMS HOLD-CL A 0.13%
SWISS RE AG 0.13%
AGILENT TECHNOLOGIES INC 0.12%
AXA SA 0.12%
BOUYGUES SA 0.12%
CK ASSET HOLDINGS LTD 0.12%
EDISON INTERNATIONAL 0.12%
EVONIK INDUSTRIES AG 0.12%
FNMA FN30 AS5722 03.5000 09/01/2045 0.12%
FNMA FN30 BC2733 03.0000 05/01/2046 0.12%
HUNTINGTON INGALLS INDUSTRIE 0.12%
KDDI CORP 0.12%
MORGAN STANLEY 03.6250 01/20/2027 0.12%
NVR INC 0.12%
PERSIMMON PLC 0.12%
PPL CORP 0.12%
RESONA HOLDINGS INC 0.12%
SKY PLC 0.12%
TATE & LYLE PLC 0.12%
TAYLOR WIMPEY PLC 0.12%
TUI AG-DI 0.12%
ADECCO GROUP AG-REG 0.11%
AMETEK INC 0.11%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.11%
APPLE INC 02.1000 05/06/2019 0.11%
BF0101 03.5000 06/01/2056 0.11%
CAS 2015-C04 2M2 07.1021 04/25/2028 0.11%
CIMIC GROUP LTD 0.11%
FONCIERE DES REGIONS 0.11%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.11%
HCP INC 0.11%
INGREDION INC 0.11%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.11%
MARUBENI CORP 0.11%
MUENCHENER RUECKVER AG-REG 0.11%
NEWMONT MINING CORP 0.11%
NN GROUP NV 0.11%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.11%
SYNOPSYS INC 0.11%
TOTAL SYSTEM SERVICES INC 0.11%
US FOODS HOLDING CORP 0.11%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.11%
AT&T INC 04.2500 03/01/2027 0.10%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.10%
CARNIVAL PLC 0.10%
CDX CDX.NA.IG.29 100.0 12/20/2022 0.10%
CENTERPOINT ENERGY INC 0.10%
CENTRAL JAPAN RAILWAY CO 0.10%
FIAT CHRYSLER AUTOMOBILES NV 0.10%
HITACHI LTD 0.10%
HOCHTIEF AG 0.10%
INDUSTRIVARDEN AB-A SHS 0.10%
JACOBS ENGINEERING GROUP INC 0.10%
MANPOWERGROUP INC 0.10%
RUSSIAN FEDERATION P/P 144A 05.6250 04/04/2042 0.10%
SAINSBURY (J) PLC 0.10%
SAMSUNG ELECTRONICS CO LTD 0.10%
SOCIETE GENERALE SA 0.10%
SPST 2017-6 A 01.9942 11/24/2018 0.10%
TELSTRA CORP LTD 0.10%
THOR INDUSTRIES INC 0.10%
TRAVELERS COS INC/THE 0.10%
UGI CORP 0.10%
UNUM GROUP 0.10%
VERTEX PHARMACEUTICALS INC 0.10%
VORNADO REALTY TRUST 0.10%
XEROX CORP 0.10%
ACS ACTIVIDADES 0.09%
BERKELEY GROUP HOLDINGS/THE 0.09%
CADENCE DESIGN SYS INC 0.09%
CAMDEN PROPERTY TRUST 0.09%
CBRE GROUP INC - A 0.09%
DBUBS 2011-LC3A D P/P 144A 05.3404 08/10/2044 0.09%
DUN & BRADSTREET CORP 0.09%
ELECTROLUX AB-SER B 0.09%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.09%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.09%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.09%
KINGFISHER PLC 0.09%
LIVE NATION ENTERTAINMENT IN 0.09%
MARKS AND SPENCER LTD 0.09%
MITSUI AND CO LTD 0.09%
PEUGEOT SA 0.09%
PRINCIPAL FINANCIAL GROUP 0.09%
SHIONOGI & CO LTD 0.09%
UBS GROUP FUNDIN P/P 144A 03.0000 04/15/2021 0.09%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.09%
WM MORRISON SUPERMARKETS 0.09%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.08%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.08%
CAS 2015-C04 1M2 07.2521 04/25/2028 0.08%
CDX CDX.NA.HY.29 500.0 12/20/2022 0.08%
COCA-COLA AMATIL LTD 0.08%
COGNIZANT TECH SOLUTIONS-A 0.08%
FNMA FN30 AS7154 03.0000 05/01/2046 0.08%
FNMA FN30 TBA 04.0000 02/01/2048 0.08%
LAMB WESTON HOLDINGS INC 0.08%
NESTLE SA-REG 0.08%
NOMURA HOLDINGS INC 0.08%
ORACLE CORPORATION 02.2500 10/08/2019 0.08%
PINNACLE FOODS INC 0.08%
ROYAL DUTCH SHELL PLC-B SHS 0.08%
TOYOTA TSUSHO CORP 0.08%
VISTEON CORP 0.08%
VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 0.08%
W.R. GRACE & CO 0.08%
WH GROUP LTD 0.08%
ALTRIA GROUP INC 02.6250 01/14/2020 0.07%
AMC NETWORKS INC-A 0.07%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.07%
APPLE INC 04.2500 02/09/2047 0.07%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.07%
ASSOCIATED BRITISH FOODS PLC 0.07%
BARRATT DEVELOPMENTS PLC 0.07%
BAYER AG-REG 0.07%
BWX TECHNOLOGIES INC 0.07%
CENTRICA PLC 0.07%
CHARLES RIVER LABORATORIES 0.07%
DR PEPPER SNAPPLE GROUP INC 0.07%
DUKE REALTY CORP 0.07%
EXTENDED STAY AMERICA INC 0.07%
FNMA FN30 BM1172 03.0000 03/01/2047 0.07%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.07%
INDUSTRIAL BANK OF KOREA 0.07%
KAR AUCTION SERVICES INC 0.07%
METRO AG 0.07%
MICROSOFT CORP 01.5500 08/08/2021 0.07%
PARK HOTELS & RESORTS INC 0.07%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.07%
QANTAS AIRWAYS LTD 0.07%
REINSURANCE GROUP OF AMERICA 0.07%
SPIRIT REALTY CAPITAL INC 0.07%
AIR LEASE CORP 03.6250 04/01/2027 0.06%
AMAZON.COM INC P/P 144A 03.1500 08/22/2027 0.06%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.06%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.06%
ASAHI KASEI CORP 0.06%
ASSURANT INC 0.06%
BASF SE 0.06%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.06%
BERRY GLOBAL GROUP INC 0.06%
BIOGEN INC 0.06%
BOOZ ALLEN HAMILTON HOLDINGS 0.06%
BRIXMOR PROPERTY GROUP INC 0.06%
CAS 2016-C03 2M2 07.4521 10/25/2028 0.06%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.06%
COMM 2014-UBS6 C 04.4646 12/10/2047 0.06%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.06%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.06%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.06%
DNB NOR ASA 0.06%
ECOLAB INC 02.7000 11/01/2026 0.06%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.06%
ENERGY TRANSFER PARTNERS 06.6250 12/31/2049 0.06%
FOREST CITY REALTY TRUST- A 0.06%
FRESENIUS MEDICAL CARE AG & 0.06%
GE CAP INTL FUNDING USD 02.3420 11/15/2020 0.06%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.06%
HEINEKEN HOLDING NV 0.06%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.06%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.06%
LIBERTY MEDIA COR-SIRIUSXM A 0.06%
MITSUBISHI CHEMICAL HOLDINGS 0.06%
NATIONAL AUSTRALIA B P/P 144A 02.2261 12/09/2019 0.06%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.06%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.06%
NEWELL BRANDS INC 04.2000 04/01/2026 0.06%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 0.06%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.06%
REALOGY HOLDINGS CORP 0.06%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.06%
ROYAL MAIL PLC 0.06%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.06%
SPST 2017-LD1 A 02.3521 11/25/2050 0.06%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.06%
VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 0.06%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.06%
WFRBS 2011-C2 D P/P 144A 05.6525 02/15/2044 0.06%
ALTRIA GROUP INC 02.8500 08/09/2022 0.05%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.05%
APARTMENT INVT & MGMT CO -A 0.05%
ASSURED GUARANTY LTD 0.05%
BANK OF AMERICA CORP 02.0000 01/11/2018 0.05%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.05%
BHP BILLITON LIMITED 0.05%
BPCE SA P/P 144A 04.5000 03/15/2025 0.05%
BROADCOM CRP / CAYM P/P 144A 03.5000 01/15/2028 0.05%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.05%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.05%
COLONY NORTHSTAR INC-CLASS A 0.05%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.05%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.05%
CREDIT AGRICOLE SA 0.05%
CSMC 2016-NXSR C 04.3635 12/15/2049 0.05%
CWALT 2006-OA10 4A1 01.7421 08/25/2046 0.05%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.05%
ENDESA S.A. 0.05%
GENERAL ELECTRIC CO 04.5000 03/11/2044 0.05%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.05%
HIGHWOODS PROPERTIES INC 0.05%
HOYA CORP 0.05%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.05%
KINDER MORGAN INC 03.1500 01/15/2023 0.05%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.05%
LIBERTY PROPERTY TRUST 0.05%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.05%
MICROSOFT CORP 03.3000 02/06/2027 0.05%
MITSUBISHI TANABE PHARMA 0.05%
MOLSON COORS 01.9000 03/15/2019 0.05%
NEWS CORP - CLASS A 0.05%
OMNICOM GROUP INC 03.6000 04/15/2026 0.05%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.05%
PFIZER INC 01.7000 12/15/2019 0.05%
POSTE ITALIANE SPA 0.05%
RENAULT SA 0.05%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.05%
ROCKWELL AUTOMATION INC 0.05%
SERVICE CORP INTERNATIONAL 0.05%
SERVICEMASTER GLOBAL HOLDING 0.05%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.05%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.05%
STARWOOD PROPERTY TRUST INC 0.05%
SUN HUNG KAI PROPERTIES 0.05%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.05%
SWEDISH MATCH AB 0.05%
TAISEI CORP 0.05%
TIME WARNER INC 03.8000 02/15/2027 0.05%
TOPPAN PRINTING CO LTD 0.05%
TORCHMARK CORP 0.05%
TRIMBLE INC 0.05%
WAMU 2005-AR12 1A8 03.2130 10/25/2035 0.05%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.05%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.05%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.04%
AMERICAN FINANCIAL GROUP INC 0.04%
AMERICAN TOWER CORP 04.0000 06/01/2025 0.04%
ANA HOLDINGS INC 0.04%
ANGLO AMER PLC 0.04%
APPLE HOSPITALITY REIT INC 0.04%
ATOS SE 0.04%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.04%
AUTONATION INC. 05.5000 02/01/2020 0.04%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.04%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.04%
BIOGEN INC 03.6250 09/15/2022 0.04%
BRDCOM CRP / FIN P/P 144A 03.8750 01/15/2027 0.04%
CALTEX AUSTRALIA LTD 0.04%
CARTERS INC 0.04%
CAS 2014-C02 1M2 04.1521 05/25/2024 0.04%
CHEVRON CORP 01.5610 05/16/2019 0.04%
CHIMERA INVESTMENT CORP 0.04%
CITIGROUP INC 02.6500 10/26/2020 0.04%
CMLTI 2005-2 1A2A 03.5329 05/25/2035 0.04%
COMCAST CORP 03.3750 02/15/2025 0.04%
COMCAST CORP 03.9690 11/01/2047 0.04%
COVESTRO AG 0.04%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.04%
CWALT 2006-OA7 1A2 02.0029 06/25/2046 0.04%
DAI NIPPON PRINTING CO LTD 0.04%
DOMTAR CORP 0.04%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.04%
DUKE ENERGY CORP 03.1500 08/15/2027 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
FNMA FN30 TBA 02.5000 01/01/2048 0.04%
FORD MOTOR CO 0.04%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.04%
GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 0.04%
HARVEY NORMAN HOLDINGS LTD 0.04%
HYATT HOTELS CORP 04.8500 03/15/2026 0.04%
INNOGY SE 0.04%
JPMCC 2012-C6 E P/P 144A 05.1358 05/15/2045 0.04%
KELLOGG CO 03.2500 04/01/2026 0.04%
KERRY PROPERTIES LTD 0.04%
KEYCORP 02.3000 12/13/2018 0.04%
KRAFT HEINZ FOODS CO 02.2298 08/10/2022 0.04%
KURARAY CO LTD 0.04%
LEAR CORP 03.8000 09/15/2027 0.04%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.04%
MORGAN STANLEY 02.6500 01/27/2020 0.04%
MORGAN STANLEY 04.3750 01/22/2047 0.04%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.04%
OGE ENERGY CORP 0.04%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.04%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.04%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.04%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.04%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.04%
RIO TINTO PLC 0.04%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.04%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.04%
STACR 2014-HQ3 M3 06.3021 10/25/2024 0.04%
STACR 2015-DNA2 M2 04.1521 12/25/2027 0.04%
SYNOVUS FINANCIAL CORP 0.04%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.04%
TCF FINANCIAL CORP 0.04%
TORO CO 0.04%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.04%
VERIZON COMM 04.5220 09/15/2048 0.04%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.04%
WESTROCK MWV LLC 08.2000 01/15/2030 0.04%
WFRBS 2011-C3 D P/P 144A 05.6402 03/15/2044 0.04%
WFRBS 2014-C22 XA IO 00.9107 09/15/2057 0.04%
ZEBRA TECHNOLOGIES CORP-CL A 0.04%
ABBVIE INC 02.5000 05/14/2020 0.03%
ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 0.03%
AES CORP/VA 05.5000 04/15/2025 0.03%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.03%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.03%
AMGEN INC 02.6000 08/19/2026 0.03%
AMGEN INC 03.4500 10/01/2020 0.03%
APPLE INC 02.0000 05/06/2020 0.03%
AT&T INC 03.4000 05/15/2025 0.03%
AT&T INC 04.7500 05/15/2046 0.03%
BANK OF NOVA SCOTIA USD 02.0500 10/30/2018 0.03%
BGC PARTNERS INC-CL A 0.03%
BMIR 2017-1 M1 P/P 144A 03.2521 10/25/2027 0.03%
BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.03%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.03%
BRANDYWINE REALTY TRUST 0.03%
BRUKER CORP 0.03%
BT GROUP PLC 0.03%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.03%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.03%
CBS CORP 04.6000 01/15/2045 0.03%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.03%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.03%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.03%
COMMERZBANK AG P/P 144A 08.1250 09/19/2023 0.03%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 0.03%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.03%
CROWN CASTLE TOWERS P/P 144A 06.1130 01/15/2020 0.03%
CSAIL 2015-C1 D P/P 144A 03.7980 04/15/2050 0.03%
CVS HEALTH CORP 02.2500 12/05/2018 0.03%
CVS HEALTH CORP 04.7500 12/01/2022 0.03%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.03%
DOLBY LABORATORIES INC-CL A 0.03%
EMIN RUSSELL 2000 MAR18 RTYH8 0.03%
ENBRIDGE INC USD 04.2500 12/01/2026 0.03%
EQT CORP 03.9000 10/01/2027 0.03%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.03%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.03%
FNMA FN30 BC1155 03.0000 06/01/2046 0.03%
FORTESCUE METALS GROUP LTD 0.03%
GAMING AND LEISURE PROPERTIE 0.03%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.03%
GRUPO TELEVISA SAB USD 06.6250 01/15/2040 0.03%
GSMS 2013-GC12 D P/P 144A 04.4423 06/10/2046 0.03%
HCA INC 05.5000 06/15/2047 0.03%
HITACHI CHEMICAL CO LTD 0.03%
HOME DEPOT INC 02.6250 06/01/2022 0.03%
HOST HOTELS & RESORTS 05.2500 03/15/2022 0.03%
HSBC HOLDINGS PLC 0.03%
HUDSON PACIFIC PROPERTIES IN 0.03%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.03%
HYATT HOTELS CORP - CL A 0.03%
IBM CORP 01.8750 08/01/2022 0.03%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.03%
JPMBB 2013-C14 C 04.5688 08/15/2046 0.03%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.03%
JPMCC 2012-C8 D P/P 144A 04.6540 10/15/2045 0.03%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.03%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.03%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.03%
LNSTR 2015-3 B P/P 144A 03.1131 04/20/2048 0.03%
MEDIPAL HOLDINGS CORP 0.03%
MERCK & CO INC 03.7000 02/10/2045 0.03%
MERCK & CO. INC. 01.3000 05/18/2018 0.03%
MICROSOFT CORP 02.4000 08/08/2026 0.03%
MITSUBISHI GAS CHEMICAL CO 0.03%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.03%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.03%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.03%
NISSAN MOTOR CO LTD 0.03%
NORDEA BANK AB P/P 144A 02.2500 05/27/2021 0.03%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.03%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.03%
ORACLE CORP 02.6500 07/15/2026 0.03%
OTSUKA CORP 0.03%
OUTFRONT MEDIA INC 0.03%
PETROBRAS GLOBAL FIN P/P 144A 05.9990 01/27/2028 0.03%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.03%
PNC BANK NA 02.0000 05/19/2020 0.03%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.03%
PRICELINE GROUP INC/THE 03.6500 03/15/2025 0.03%
PUGET SOUND ENERGY INC 04.0106 06/01/2067 0.03%
RANDSTAD HOLDING NV 0.03%
RAYMOND JAMES FINANCIAL INC 0.03%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.03%
ROYAL BANK OF CANADA USD 02.2000 07/27/2018 0.03%
ROYAL BK SCOTLND USD 04.7000 07/03/2018 0.03%
RTL GROUP 0.03%
S&P GLOBAL INC 02.9500 01/22/2027 0.03%
SAMI 2007-AR7 1A1 02.4021 05/25/2047 0.03%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.03%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.03%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.03%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.03%
SPST 2017-1 A 02.4521 02/25/2049 0.03%
STACR 2013-DN2 M2 05.8021 11/25/2023 0.03%
STATOIL ASA USD 02.9000 11/08/2020 0.03%
STEEL DYNAMICS INC P/P 144A 04.1250 09/15/2025 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
TOYOTA MOTOR CREDIT CORP 01.5500 07/13/2018 0.03%
TOYOTA MOTOR CREDIT CORP 02.0000 10/24/2018 0.03%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.03%
UNILEVER NV-CVA 0.03%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.03%
VECTREN CORP 0.03%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.03%
VESTAS WIND SYSTEMS A/S 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
VOESTALPINE AG 0.03%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.03%
WAMU 2007-HY2 1A1 03.1630 12/25/2036 0.03%
21ST CENTURY FOX AMERICA 07.7500 01/20/2024 0.02%
ABBVIE INC 02.9000 11/06/2022 0.02%
ADS INC P/P 144A 05.6250 11/15/2024 0.02%
AERCAP HOLDINGS NV 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
ALLERGAN FUNDING SCS USD 02.3500 03/12/2018 0.02%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.02%
ALLERGAN PLC 0.02%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.02%
ALTA MESA HLDGS 07.8750 12/15/2024 0.02%
ALTRIA GROUP INC 0.02%
AMERICAN EXPRESS COMPANY 07.0000 03/19/2018 0.02%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.02%
AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 0.02%
AMGEN INC 04.6630 06/15/2051 0.02%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.02%
APPLE INC 03.8500 05/04/2043 0.02%
APPLE INC 04.3750 05/13/2045 0.02%
ARC PROP OPER PART L 04.6000 02/06/2024 0.02%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.02%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 0.02%
ASHLAND GLOBAL HOLDINGS INC 0.02%
ASTRAZENECA PLC 0.02%
ASTRAZENECA PLC USD 06.4500 09/15/2037 0.02%
AT&T INC 05.8000 02/15/2019 0.02%
AUTOMATIC DATA PROCESSING 0.02%
AVAYA TLB-EXIT L+475 06.2270 11/09/2024 0.02%
AXA SA P/P 144A 06.3790 12/29/2049 0.02%
AXA SA P/P 144A 06.4630 12/29/2049 0.02%
BANDAI NAMCO HOLDINGS INC 0.02%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.02%
BANK OF MONTREAL 0.02%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.02%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.02%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.02%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.02%
BRAND ENERGY TL L+425 05.6150 06/21/2024 0.02%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.02%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.02%
CAS 2015-C03 2M2 06.5521 07/25/2025 0.02%
CELANESE CORP-SERIES A 0.02%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.02%
CENOVUS ENERGY INC. USD 04.2500 04/15/2027 0.02%
CGCMT 2012-GC8 XA IO P/P 144A 01.8138 09/10/2045 0.02%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
CHRISTIAN DIOR SE 0.02%
CIGNA CORP 04.5000 03/15/2021 0.02%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.02%
CITIGROUP INC 03.6680 07/24/2028 0.02%
CITIGROUP INC 04.4500 09/29/2027 0.02%
CITIGROUP INC 04.7500 05/18/2046 0.02%
CITIGROUP INC 05.5000 09/13/2025 0.02%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.02%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.02%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.02%
COCA-COLA CO/THE 02.2500 09/01/2026 0.02%
COMCAST CORP 02.3500 01/15/2027 0.02%
COMCAST CORP 03.1500 03/01/2026 0.02%
COMM 2010-C1 D P/P 144A 06.1248 07/10/2046 0.02%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.02%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.02%
COMM 2014-CR19 XA IO 01.2236 08/10/2047 0.02%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.02%
CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 0.02%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.02%
CORELOGIC INC 0.02%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.02%
CRANE CO 0.02%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.02%
CSAIL 2015-C1 C 04.2980 04/15/2050 0.02%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.02%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.02%
CSX CORP 04.1000 03/15/2044 0.02%
CWALT 2005-59 1A1 01.8311 11/20/2035 0.02%
DEERE & COMPANY 02.6000 06/08/2022 0.02%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.02%
DGB FINANCIAL GROUP INC 0.02%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.02%
E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 0.02%
EASTMAN CHEMICAL CO 03.8000 03/15/2025 0.02%
EBAY INC 0.02%
EQUITY COMMONWEALTH 0.02%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.02%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.02%
EXPEDIA INC 05.0000 02/15/2026 0.02%
FED REPUBLIC OF BRAZIL USD 04.6250 01/13/2028 0.02%
FHLMC FH30G G60314 04.0000 09/01/2045 0.02%
FIRSTENERGY CORP 04.2500 03/15/2023 0.02%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.02%
FRAC TECH INTL TLB L+475 06.3190 04/16/2021 0.02%
FUJITSU LTD 0.02%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.02%
GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 0.02%
GNMA GII30 635063 04.0000 03/20/2046 0.02%
GNMA GN30 635061 04.0000 03/15/2046 0.02%
GNR 2013-99 AS IO 04.5489 06/20/2043 0.02%
GNR 2015-H25 BI IO 02.0896 10/20/2065 0.02%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.02%
GNR 2016-H16 EI IO 02.2359 06/20/2066 0.02%
GNR 2017-162 QI IO 05.0000 10/11/2047 0.02%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.02%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.02%
GOLDMAN SACHS GROUP INC 02.3750 01/22/2018 0.02%
GREAT LAKES D&D 08.0000 05/15/2022 0.02%
GRUPO BIMBO SAB P/P 144A 03.8750 06/27/2024 0.02%
GRUPO BIMBO SAB P/P 144A 04.8750 06/27/2044 0.02%
GSMS 2014-GC18 C 04.9441 01/10/2047 0.02%
HCA INC 05.2500 06/15/2026 0.02%
HCA INC 06.5000 02/15/2020 0.02%
HCP INC 04.2500 11/15/2023 0.02%
HILTON GRAND VACATIONS 0.02%
HONEYWELL INTERNATIONAL INC 0.02%
HSBC FINANCE CORP 06.6760 01/15/2021 0.02%
IBERDROLA SA 0.02%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.02%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.02%
INTL CONSOLIDATED AIRLINE-DI 0.02%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JOHNSON & JOHNSON 05.1500 07/15/2018 0.02%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.02%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.02%
JTEKT CORP 0.02%
KAJIMA CORP 0.02%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.02%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.02%
KRAFT HEINZ FOODS CO 06.5000 02/09/2040 0.02%
LBMLT 2004-1 A2 02.3521 02/25/2034 0.02%
LBUBS 2008-C1 AM 06.3193 04/15/2041 0.02%
LIBERTY EXPEDIA HOLD-A 0.02%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.02%
LLOYDS BANKING GROUP USD 05.3000 12/01/2045 0.02%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.02%
MAPFRE SA 0.02%
MASTEC INC 04.8750 03/15/2023 0.02%
MCDONALD'S CORP 05.7000 02/01/2039 0.02%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.02%
METLIFE INC. 04.7500 02/08/2021 0.02%
MFA FINANCIAL INC 0.02%
MICROSOFT CORP 04.2000 06/01/2019 0.02%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.02%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.02%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.02%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.02%
MSBAM 2012-C6 XA IO P/P 144A 01.6354 11/15/2045 0.02%
MSBAM 2014-C17 C 04.4512 08/15/2047 0.02%
MTW FOODSERVICE ESCR 09.5000 02/15/2024 0.02%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.02%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.02%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.02%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.02%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.02%
NISOURCE INC 0.02%
NOMURA REAL ESTATE HOLDINGS 0.02%
NORFOLK SOUTHERN CORP 0.02%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.02%
O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 0.02%
ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 0.02%
ORACLE CORP 02.5000 10/15/2022 0.02%
ORACLE CORP 03.2500 11/15/2027 0.02%
OSHKOSH CORP 0.02%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.02%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.02%
PFIZER INC 03.0000 12/15/2026 0.02%
PHILLIPS 66 PARTNERS LP 03.7500 03/01/2028 0.02%
PLATFORM SPECIALTY P/P 144A 05.8750 12/01/2025 0.02%
PPSI 2004-WCW2 M3 02.6021 10/25/2034 0.02%
PREMIER INC-CLASS A 0.02%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.02%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.02%
PULTEGROUP INC 05.5000 03/01/2026 0.02%
REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 0.02%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.02%
REP OF INDONESIA P/P 144A 05.2500 01/17/2042 0.02%
REP OF INDONESIA P/P 144A 05.9500 01/08/2046 0.02%
REYNOLDS GRP ISS/REY P/P 144A 04.8592 07/15/2021 0.02%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.02%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.02%
S&P GLOBAL INC 04.4000 02/15/2026 0.02%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.02%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.02%
SAFRAN SA 0.02%
SANTANDER ISSUANCES USD 05.1790 11/19/2025 0.02%
SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 0.02%
SENIOR HOUSING PROP TRUST 0.02%
SFR GROUP SA P/P 144A 06.0000 05/15/2022 0.02%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.02%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.02%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.02%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.02%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.02%
SPRINT CORP 07.2500 09/15/2021 0.02%
STACR 2016-HQA2 M3 06.7021 11/25/2028 0.02%
SUZUKI MOTOR CORP 0.02%
T-MOBILE USA INC 06.3750 03/01/2025 0.02%
T-MOBILE USA INC 06.6250 04/01/2023 0.02%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.02%
TELECOM ITALIA SPA P/P 144A 05.3030 05/30/2024 0.02%
TENNECO INC 05.3750 12/15/2024 0.02%
TIME WARNER INC 02.9500 07/15/2026 0.02%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.02%
UBS GROUP AG REGS 06.8750 12/29/2049 0.02%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.02%
UBSBB 2012-C4 XA IO P/P 144A 01.6562 12/10/2045 0.02%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.02%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.02%
USD/MXN CALL 21.50 20180531 BCAP-FX 0.02%
VERIZON COMM 02.9460 03/15/2022 0.02%
VIACOM INC 04.5000 03/01/2021 0.02%
VOLT 2017-NP10 A1 P/P 144A 03.0000 10/25/2047 0.02%
VOLT 2017-NPL8 A1 P/P 144A 03.1250 06/25/2047 0.02%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.02%
WAMU 2005-AR11 A1B3 01.9521 08/25/2045 0.02%
WAMU 2005-AR9 A1C3 02.5121 07/25/2045 0.02%
WBCMT 2005-C21 D 05.2911 10/15/2044 0.02%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.02%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.02%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.02%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.02%
WEYERHAEUSER CO 07.3750 03/15/2032 0.02%
WFCM 2013-LC12 C 04.2910 07/15/2046 0.02%
WFCM 2013-LC12 D P/P 144A 04.2910 07/15/2046 0.02%
WFCM 2014-LC16 XA IO 01.3653 08/15/2050 0.02%
WFCM 2016-LC25 XA IO 01.0856 12/15/2059 0.02%
WFRBS 2011-C4 E P/P 144A 05.2468 06/15/2044 0.02%
WFRBS 2011-C5 E P/P 144A 05.6716 11/15/2044 0.02%
WFRBS 2012-C9 D P/P 144A 04.7926 11/15/2045 0.02%
WFRBS 2012-C9 XA IO P/P 144A 01.9618 11/15/2045 0.02%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.02%
WFRBS 2013-C14 XA IO 00.8008 06/15/2046 0.02%
WFRBS 2013-C15 C 04.4811 08/15/2046 0.02%
WFRBS 2013-C15 D P/P 144A 04.4811 08/15/2046 0.02%
WHARF REAL ESTATE INVESTMENT 0.02%
WILLIAMS PARTNERS LP 03.6000 03/15/2022 0.02%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 0.02%
WP CAREY INC 0.02%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.02%
WYNDHAM WORLDWIDE CORP 05.6250 03/01/2021 0.02%
YUE YUEN INDUS 0.02%
ZOETIS INC 0.02%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
ABBVIE INC 03.6000 05/14/2025 0.01%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
AES CORP/VA 07.3750 07/01/2021 0.01%
AGRIUM INC USD 05.2500 01/15/2045 0.01%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.01%
ALFRESA HOLDINGS CORP 0.01%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.01%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.01%
ALLERGAN FUNDING SCS USD 04.7500 03/15/2045 0.01%
ALLISON TRANSMISSION P/P 144A 05.0000 10/01/2024 0.01%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.01%
ALTABA INC 0.01%
ALTRIA GROUP INC 04.0000 01/31/2024 0.01%
AMAG PHARMA INC P/P 144A 07.8750 09/01/2023 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMC ENT HOLDIN 06.1250 05/15/2027 0.01%
AMERICA MOVIL SAB DE USD 06.1250 03/30/2040 0.01%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.01%
AMERICAN EXPRESS CO 04.9000 12/29/2049 0.01%
ANADARKO PETROLEUM CORP 06.9500 06/15/2019 0.01%
ANNALY CAPITAL MANAGEMENT IN 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
APACHE CORPORATION 03.2500 04/15/2022 0.01%
APPLE INC 03.4500 05/06/2024 0.01%
ARCELORMITTAL USD 07.5000 10/15/2039 0.01%
ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
ASHTEAD CAPITAL INC P/P 144A 04.1250 08/15/2025 0.01%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.01%
AT&T INC 0.01%
AUSNET SERVICES 0.01%
AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 0.01%
AVAYA HOLDINGS CORP 0.01%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.01%
BAE SYSTEMS PLC 0.01%
BAKER HUGHES A GE CO 0.01%
BALOISE HOLDING AG - REG 0.01%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.01%
BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 0.01%
BARCLAYS PLC USD 04.8360 05/09/2028 0.01%
BCE INC 0.01%
BEACON ESCROW CORP P/P 144A 04.8750 11/01/2025 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BEAR STEARNS COS LLC 07.2500 02/01/2018 0.01%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.01%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.01%
BERKSHIRE HATHAWAY INC-CL B 0.01%
BERRY GLOBAL INC 05.1250 07/15/2023 0.01%
BGC PARTNERS INC 05.1250 05/27/2021 0.01%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.01%
BLUE CUBE SPINCO INC 09.7500 10/15/2023 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BOC HONG KONG HOLDINGS LTD 0.01%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.01%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.01%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.01%
BPCE SA P/P 144A 05.1500 07/21/2024 0.01%
BRIDGESTONE CORP 0.01%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.01%
BROOKFIELD RESID P/P 144A 06.5000 12/15/2020 0.01%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.01%
BSCMS 2006-PW11 B P/P 144A 05.2790 03/11/2039 0.01%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.01%
BUMT 2005-1 1A1 01.8521 09/25/2045 0.01%
BURLINGTN NORTH SANTA FE 05.4000 06/01/2041 0.01%
BURLINGTN NORTH SANTA FE 05.7500 05/01/2040 0.01%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.01%
CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 0.01%
CALIFORNIA RESOURC TL L+475 06.2408 11/17/2022 0.01%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.01%
CALPINE CORP 05.7500 01/15/2025 0.01%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.01%
CANADIAN NATL RESOURCES USD 03.8500 06/01/2027 0.01%
CANADIAN TIRE CORP-CLASS A 0.01%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.01%
CARLSBERG AS-B 0.01%
CAS 2015-C02 1M2 05.5521 05/25/2025 0.01%
CAS 2016-C05 2M1 02.9021 01/25/2029 0.01%
CBRE SERVICES INC 04.8750 03/01/2026 0.01%
CBRE SERVICES INC 05.2500 03/15/2025 0.01%
CBS CORP 02.9000 01/15/2027 0.01%
CBS CORP 04.0000 01/15/2026 0.01%
CBS CORP-CLASS B NON VOTING 0.01%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.01%
CDK GLOBAL INC 0.01%
CEC ENT INC 08.0000 02/15/2022 0.01%
CENTENE CORP 04.7500 05/15/2022 0.01%
CENTENE CORP 06.1250 02/15/2024 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.01%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.01%
CHEMOURS CO 05.3750 05/15/2027 0.01%
CHEMOURS CO 06.6250 05/15/2023 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.01%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.01%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.01%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.01%
CHS/COMMUNITY HEALTH SYS 07.1250 07/15/2020 0.01%
CIT GROUP INC. 05.0000 08/15/2022 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CME GROUP INC 0.01%
COCA-COLA HBC AG-DI 0.01%
COMCAST CORP 03.9990 11/01/2049 0.01%
COMCAST CORP 04.0490 11/01/2052 0.01%
COMCAST CORP 06.5000 11/15/2035 0.01%
COMM 2013-CR11 XA IO 01.1264 08/10/2050 0.01%
COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 0.01%
COMM 2014-CR18 C 04.7347 07/15/2047 0.01%
COMM 2014-CR18 XA IO 01.2203 07/15/2047 0.01%
COMM 2014-LC17 XA IO 00.9500 10/10/2047 0.01%
COMM 2014-UBS6 XA IO 01.0193 12/10/2047 0.01%
COMMONWEALTH EDISON CO 05.9000 03/15/2036 0.01%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.01%
CONSTELLIUM NV P/P 144A 05.8750 02/15/2026 0.01%
CONTINENTAL RES 04.5000 04/15/2023 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.01%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.01%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.01%
CROWN CASTLE INTL CORP. 05.2500 01/15/2023 0.01%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.01%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.01%
CVS HEALTH CORP 0.01%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.01%
CWALT 2005-27 1A1 01.8233 08/25/2035 0.01%
CWCI 2007-C3 AJ 05.8394 05/15/2046 0.01%
DAIMLER AG-REGISTERED SHARES 0.01%
DAIWA SECURITIES GROUP INC 0.01%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.01%
DASSAULT AVIATION SA 0.01%
DELIVERY HERO AG 0.01%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DEUTSCHE LUFTHANSA-REG 0.01%
DEUTSCHE TELEKOM AG-REG 0.01%
DEVON ENERGY CORPORATION 03.2500 05/15/2022 0.01%
DIAGEO INVESTMENT CORP 08.0000 09/15/2022 0.01%
DIAGEO PLC 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.01%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.01%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.01%
DISH DBS CORP 05.8750 11/15/2024 0.01%
DISTRIBUIDORA INTERNACIONAL 0.01%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.01%
DUKE REALTY LP 04.3750 06/15/2022 0.01%
DYNEGY INC 07.3750 11/01/2022 0.01%
DYNEGY INC P/P 144A 08.1250 01/30/2026 0.01%
E.I. DU PONT DE NEMOURS 01.9068 05/01/2020 0.01%
EDP FINANCE BV P/P 144A 05.2500 01/14/2021 0.01%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.01%
ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 0.01%
EMERA US FINANCE LP 03.5500 06/15/2026 0.01%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.01%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 0.01%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 0.01%
ENERGY TRANSFER LP 05.2000 02/01/2022 0.01%
ENERGY TRANSFER LP 06.1250 12/15/2045 0.01%
ENERGY TRANSFER LP 06.5000 02/01/2042 0.01%
ENGIE 0.01%
ENI SPA 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
EUTELSAT COMMUNICATIONS 0.01%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.01%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.01%
FHR 3408 EK 19.8497 04/15/2037 0.01%
FHR 3829 AS IO 05.4730 03/15/2041 0.01%
FIDELITY NATIONAL INFO SERV 0.01%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.01%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.01%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.01%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.01%
FISERV INC 0.01%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.01%
FORTERRA TL L+300 04.5690 10/25/2023 0.01%
FRAPORT AG FRANKFURT AIRPORT 0.01%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
FRONTIER COMM 10.5000 09/15/2022 0.01%
FUJIFILM HOLDINGS CORP 0.01%
FXI HOLDINGS INC P/P 144A 07.8750 11/01/2024 0.01%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.01%
GAS NATURAL SDG SA 0.01%
GEN MOTORS FIN 03.2500 05/15/2018 0.01%
GENERAL DYNAMICS CORP 0.01%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.01%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.01%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.01%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.01%
GENON AMERICAS GENR LLC 08.5000 10/01/2021 0.01%
GMAC CAPITAL TRUST I PCT 07.2008 0.01%
GNR 2012-141 WI IO 03.5000 11/20/2041 0.01%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.01%
GNR 2015-124 DI IO 03.5000 01/20/2038 0.01%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.01%
GNR 2015-H26 EI IO 01.7177 10/20/2065 0.01%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.01%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.01%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.01%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.01%
GREAT PLAINS ENERGY INC 0.01%
GSMS 2011-GC5 C P/P 144A 05.3984 08/10/2044 0.01%
GSMS 2012-GC6 D P/P 144A 05.6521 01/10/2045 0.01%
GSMS 2013-GC10 XA IO 01.5573 02/10/2046 0.01%
GSMS 2013-GC12 XA IO 01.5251 06/10/2046 0.01%
GSMS 2014-GC22 XA IO 01.0212 06/10/2047 0.01%
GSMS 2014-GC24 XA IO 00.8349 09/10/2047 0.01%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.01%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.01%
HARRIS CORP 0.01%
HCA INC 03.7500 03/15/2019 0.01%
HCA INC 05.0000 03/15/2024 0.01%
HEALTHCARE REALTY TRUST INC 03.8750 05/01/2025 0.01%
HENKEL AG & CO KGAA VORZUG 0.01%
HESS CORP 07.3000 08/15/2031 0.01%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.01%
HITACHI METALS LTD 0.01%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.01%
HONEYWELL INTERNATIONAL 04.2500 03/01/2021 0.01%
HONEYWELL INTL P/P 144A 03.8120 11/21/2047 0.01%
HOST HOTELS & RESORTS LP 06.0000 10/01/2021 0.01%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.01%
HSBC BANK USA NA 05.6250 08/15/2035 0.01%
HSBC CAP FUNDING USD P/P 144A 10.1760 12/29/2049 0.01%
HSBC USA INC 03.5000 06/23/2024 0.01%
HUB INTL LTD P/P 144A 07.8750 10/01/2021 0.01%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.01%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
IPALCO ENTPRS IN P/P 144A 03.7000 09/01/2024 0.01%
ITRON INC P/P 144A 05.0000 01/15/2026 0.01%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.01%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.01%
JAPAN AIRLINES CO LTD 0.01%
JAPAN POST BANK CO LTD 0.01%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.01%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.01%
JM SMUCKER CO/THE 0.01%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.01%
JPMBB 2014-C19 XA IO 01.1392 04/15/2047 0.01%
JPMBB 2014-C25 XA IO 00.9677 11/15/2047 0.01%
JPMBB 2015-C33 XA IO 01.0263 12/15/2048 0.01%
JPMCC 2005-LDP5 F 05.6995 12/15/2044 0.01%
JPMCC 2012-C8 C P/P 144A 04.6059 10/15/2045 0.01%
JPMCC 2012-LC9 D P/P 144A 04.3718 12/15/2047 0.01%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.01%
JPMORGAN CHASE & CO 05.1500 12/29/2049 0.01%
KCA DEUTAG TL L+525 07.1959 05/16/2020 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.01%
KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 0.01%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.01%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.01%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.01%
KONINKLIJKE PHILIPS NV 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
KRATON POLYMERS P/P 144A 10.5000 04/15/2023 0.01%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.01%
LAGARDERE SCA 0.01%
LEGAL & GENERAL GROUP PLC 0.01%
LENNAR CORP 04.7500 11/15/2022 0.01%
LIONS GATE ENT P/P 144A 05.8750 11/01/2024 0.01%
LLOYDS BANKING GROUP P/P 144A 06.6570 12/29/2049 0.01%
LLOYDS BANKING GROUP PLC 0.01%
LOBLAW COMPANIES LTD 0.01%
LOUISIANA-PACIFIC CORP 04.8750 09/15/2024 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 0.01%
LVMH MOET HENNESSY LOUIS VUI 0.01%
MARATHON PETRO CORP 06.5000 03/01/2041 0.01%
MASONITE INTL C P/P 144A 05.6250 03/15/2023 0.01%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.01%
MAZDA MOTOR CORP 0.01%
MCDONALD'S CORP 06.3000 10/15/2037 0.01%
MCDONALD'S HOLDINGS CO JAPAN 0.01%
MEDTRONIC INC 04.3750 03/15/2035 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCER INTL INC P/P 144A 05.5000 01/15/2026 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MET LIFE GLOB FUND P/P 144A 01.5500 09/13/2019 0.01%
METHANEX CORP USD 05.6500 12/01/2044 0.01%
METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 0.01%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.01%
MGM RESORTS INTL 06.6250 12/15/2021 0.01%
MICRON TECH INC P/P 144A 05.2500 01/15/2024 0.01%
MITSUBISHI MATERIALS CORP 0.01%
MIXI INC 0.01%
MLMI 2005-A2 A2 03.0407 02/25/2035 0.01%
MONDI PLC 0.01%
MOODY'S CORPORATION P/P 144A 03.2500 01/15/2028 0.01%
MSAC 2004-HE6 M1 02.3771 08/25/2034 0.01%
MSBAM 2014-C17 XA IO 01.2324 08/15/2047 0.01%
MSC 2007-HQ11 AJ 05.5080 02/12/2044 0.01%
MSC 2011-C3 D P/P 144A 05.1549 07/15/2049 0.01%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.01%
NATIONAL BANK OF CANADA 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NEIMAN MARCUS TL L+325 04.6418 10/25/2020 0.01%
NETAPP INC 0.01%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.01%
NEVADA POWER CO 07.1250 03/15/2019 0.01%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.01%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NH FOODS LTD 0.01%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.01%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.01%
NORDEA BANK AB 0.01%
NOVA CHEMICALS CORP P/P 144A 04.8750 06/01/2024 0.01%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.01%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.01%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NRG ENERGY INC 07.2500 05/15/2026 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
OMV AG 0.01%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.01%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.01%
OPEN TEXT CORP 0.01%
ORACLE CORP 05.3750 07/15/2040 0.01%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.01%
OSHKOSH CORP 05.3750 03/01/2025 0.01%
P G & E CORP 0.01%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.01%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.01%
PARTNERS GROUP HOLDING AG 0.01%
PAYCHEX INC 0.01%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.01%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.01%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.01%
PEPSICO INC 03.4500 10/06/2046 0.01%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.01%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.01%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.01%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.01%
PHILLIPS 66 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
PRECISION DRILLING CORP USD 07.7500 12/15/2023 0.01%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.01%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.01%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.01%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.01%
PRUDENTIAL FINANCIAL INC 08.8750 06/15/2038 0.01%
PUB SVC ELEC & GAS 05.5000 03/01/2040 0.01%
PULTEGROUP INC. 07.8750 06/15/2032 0.01%
QEP RESOURCES INC 05.6250 03/01/2026 0.01%
QVC INC 04.8500 04/01/2024 0.01%
RAMC 2003-4 A1 02.0721 03/25/2034 0.01%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.01%
RAYTHEON COMPANY 04.8750 10/15/2040 0.01%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.01%
REALTY INCOME CORP 04.6500 08/01/2023 0.01%
REP OF ARGENTINA USD 06.6250 07/06/2028 0.01%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.01%
REP OF SRI LANKA P/P 144A 06.8500 11/03/2025 0.01%
REVLON CONS TLB L+350 05.0690 09/07/2023 0.01%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.01%
REYNOLDS GRP ISS/REY P/P 144A 07.0000 07/15/2024 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.01%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.01%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.01%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SASC 2006-AM1 A4 01.7121 04/25/2036 0.01%
SBERBANK (SB CAP SA) P/P 144A 06.1250 02/07/2022 0.01%
SCHAEFFLER VERWA P/P 144A 04.7500 09/15/2026 0.01%
SCIENTIFIC GAMES INT P/P 144A 07.0000 01/01/2022 0.01%
SEMGROUP CORP P/P 144A 06.3750 03/15/2025 0.01%
SERVICE CORP INTL 04.6250 12/15/2027 0.01%
SERVICE CORP INTL 05.3750 05/15/2024 0.01%
SESI LLC P/P 144A 07.7500 09/15/2024 0.01%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.01%
SFR GROUP SA P/P 144A 07.3750 05/01/2026 0.01%
SHELF DRILL HOLD LTD P/P 144A 09.5000 11/02/2020 0.01%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.01%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.01%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.01%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.01%
SM ENERGY CO 06.1250 11/15/2022 0.01%
SM ENERGY CO 06.5000 11/15/2021 0.01%
SM ENERGY CO 06.7500 09/15/2026 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.01%
SPRINGLEAF FINANCE CORP 08.2500 12/15/2020 0.01%
SPRINT CORP 07.8750 09/15/2023 0.01%
STACR 2015-HQ1 M2 03.7521 03/25/2025 0.01%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.01%
STARWOOD PROP TR P/P 144A 04.7500 03/15/2025 0.01%
STATOIL ASA USD 05.1000 08/17/2040 0.01%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.01%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.01%
SWISS LIFE HOLDING AG-REG 0.01%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.01%
T-MOBILE USA INC 05.3750 04/15/2027 0.01%
T-MOBILE USA INC 06.1250 01/15/2022 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TARGA RES PRTNRS 05.3750 02/01/2027 0.01%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.01%
TENET HEALTHCARE 06.0000 10/01/2020 0.01%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.01%
TENNANT CO P/P 144A 05.6250 05/01/2025 0.01%
THALES SA 0.01%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.01%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.01%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.01%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.01%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.01%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.01%
UBSBB 2012-C3 C P/P 144A 05.0417 08/10/2049 0.01%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.01%
UNITED OVERSEAS BANK LTD 0.01%
UNITEDHEALTH GROUP INC 06.0000 02/15/2018 0.01%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.01%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.01%
UPM-KYMMENE OYJ 0.01%
US BANCORP 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
USG CORP P/P 144A 04.8750 06/01/2027 0.01%
USG CORP P/P 144A 05.5000 03/01/2025 0.01%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.01%
VALEANT PHARMA P/P 144A 05.8750 05/15/2023 0.01%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.01%
VALEANT PHARMA P/P 144A 07.0000 03/15/2024 0.01%
VALEANT PHARMA P/P 144A 09.0000 12/15/2025 0.01%
VALERO ENERGY PARTNERS 04.3750 12/15/2026 0.01%
VANTIV INC - CL A 0.01%
VENATOR FIN SARL/VEN P/P 144A 05.7500 07/15/2025 0.01%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
VMWARE INC 03.9000 08/21/2027 0.01%
VOYA FINANCIAL INC 0.01%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.01%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.01%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.01%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.01%
WESTROCK MWV LLC 07.9500 02/15/2031 0.01%
WFRBS 2011-C5 C P/P 144A 05.6716 11/15/2044 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.5814 12/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
WFRBS 2014-C19 C 04.6460 03/15/2047 0.01%
WHARF HOLDINGS LTD 0.01%
WHITING PETROLEUM C P/P 144A 06.6250 01/15/2026 0.01%
WILLIAMS PARTNERS L.P. 04.8750 03/15/2024 0.01%
WINDSTREAM SRVC / FIN 06.3750 08/01/2023 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.01%
WOODSIDE PETROLEUM LTD 0.01%
WP CAREY INC 04.6000 04/01/2024 0.01%
WPX ENERGY INC 06.0000 01/15/2022 0.01%
WPX ENERGY INC 07.5000 08/01/2020 0.01%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.01%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.01%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.01%
YANGZIJIANG SHIPBUILDING 0.01%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.01%
ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 0.01%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
2.10 R ISWP FWD US0003M P 03/21/2020 0.00%
2.30 R ISWP FWD US0003M P 03/21/2023 0.00%
2.45 R ISWP FWD US0003M P 03/21/2028 0.00%
2.55 R ISWP FWD US0003M P 03/21/2048 0.00%
A SCHULMAN INC 06.8750 06/01/2023 0.00%
ACC CLAIMS HOLDING LLC CLASS A 0.00%
AES CORP/VA 05.1250 09/01/2027 0.00%
AK STEEL CORP 06.3750 10/15/2025 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.00%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
ALLY FINANCIAL INC 08.0000 12/31/2018 0.00%
ALTRIA GROUP INC 09.2500 08/06/2019 0.00%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.00%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.00%
AMERICAN HOME 4 RENT 0.00%
ANTERO RESOURCES 05.3750 11/01/2021 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
APACHE CORP 05.1000 09/01/2040 0.00%
ARAMARK 0.00%
ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.00%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.00%
ASPEN INSURANCE HOLDINGS LTD 0.00%
AUD/USD 01/17/2018 BCAP-FX 0.00%
AUD/USD 01/17/2018 GSFX 0.00%
AUD/USD 01/17/2018 JPMCB 0.00%
AUD/USD 01/17/2018 RBSF 0.00%
AUD/USD 01/17/2018 SSBT 0.00%
AUD/USD 01/17/2018 UBS 0.00%
AUSTRALIAN DOLLAR ACCOUNT 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2019 0.00%
BACM 2004-4 XC IO P/P 144A 00.0510 07/10/2042 0.00%
BACM 2004-5 XC IO P/P 144A 00.4301 11/10/2041 0.00%
BACM 2007-1 XW IO 00.4115 01/15/2049 0.00%
BACM 2007-5 XW IO P/P 144A 00.0467 02/10/2051 0.00%
BANK LEUMI LE-ISRAEL 0.00%
BANK OF AMERICA CORP 02.3485 09/15/2026 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.00%
BAXTER INTERNATIONAL INC 0.00%
BAYTEX ENERGY CORP P/P 144A 05.1250 06/01/2021 0.00%
BELDEN INC P/P 144A 05.2500 07/15/2024 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
BIO-RAD LABORATORIES-A 0.00%
BIOSCRIP INC 08.8750 02/15/2021 0.00%
BON-TON DEPT STORES 08.0000 06/15/2021 0.00%
BOYD GAMING CORP 06.3750 04/01/2026 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
BRAZILIAN REAL CALL ACCOUNT 0.00%
BRL/USD 01/03/2018 CITI 0.00%
BRL/USD 04/03/2018 CITI 0.00%
BRL/USD 04/03/2018 GSFX 0.00%
BROADRIDGE FINANCIAL SOLUTIO 0.00%
BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.3351 12/11/2038 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 01/17/2018 BCAP-FX 0.00%
CAD/USD 01/17/2018 GSFX 0.00%
CAD/USD 01/17/2018 JPMCB 0.00%
CAD/USD 01/17/2018 RBSF 0.00%
CAD/USD 01/17/2018 SSBT 0.00%
CAD/USD 01/17/2018 UBS 0.00%
CAE INC 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
CALATLANTIC GROUP INC 05.8750 11/15/2024 0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CANADIAN DOLLAR ACCOUNT 0.00%
CANON INC ORD JAPAN 0.00%
CAS 2016-C06 1M2 05.8021 04/25/2029 0.00%
CBRE SERVICES INC 05.0000 03/15/2023 0.00%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.00%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.00%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.00%
CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 0.00%
CD 2007-CD4 XW IO P/P 144A 00.5533 12/11/2049 0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 0.00%
CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 0.00%
CECONOMY AG 0.00%
CENTENE CORP 04.7500 01/15/2025 0.00%
CENTURYLINK INC 05.6250 04/01/2020 0.00%
CENTURYLINK INC 06.7500 12/01/2023 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.4836 10/15/2049 0.00%
CHECK POINT SOFTWARE TECH 0.00%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 06/15/2027 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHF/USD 03/21/2018 BCAP-FX 0.00%
CHF/USD 03/21/2018 JPMCB 0.00%
CINEMARK USA INC 04.8750 06/01/2023 0.00%
CINEMARK USA INC 05.1250 12/15/2022 0.00%
CIT GROUP INC 03.8750 02/19/2019 0.00%
CIT GROUP INC 05.0000 08/01/2023 0.00%
CIT GROUP INC P/P 144A 05.5000 02/15/2019 0.00%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.00%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.00%
COMM 2006-C8 XS IO P/P 144A 00.6548 12/10/2046 0.00%
COMM 2014-CR16 XA IO 01.1722 04/10/2047 0.00%
COMMERCEHUB INC-SERIES C 0.00%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.00%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.00%
CONCORDIA INTL P/P 144A 07.0000 04/15/2023 0.00%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.00%
CONTINENTAL RESOURCES 05.0000 09/15/2022 0.00%
CORNING INC 0.00%
CORPORATE OFFICE PROPERTIES 0.00%
CPG INTL TL L+375 05.0828 05/05/2024 0.00%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.00%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.00%
CROWN CASTLE TOWERS P/P 144A 04.8830 08/15/2020 0.00%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.00%
CSFB 1998-C1 F P/P 144A 06.0000 05/17/2040 0.00%
CSFB 2003-C3 AX IO P/P 144A 02.0512 05/15/2038 0.00%
CSMC 2007-C2 AX IO P/P 144A 00.0406 01/15/2049 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.00%
DELL TECHNOLOGIES INC-CL V 0.00%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 05.8750 06/15/2021 0.00%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.00%
DKK/USD 03/21/2018 CITI 0.00%
DYNEGY INC 07.6250 11/01/2024 0.00%
ECOLAB INC 0.00%
EGYPTIAN POUND CALL ACCOUNT 0.00%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.00%
EMPIRE STATE REALTY TRUST-A 0.00%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.00%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.00%
ENERGY TRANSFER EQUITY 05.5000 06/01/2027 0.00%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.00%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.00%
EPR PROPERTIES 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 03/21/2018 CSI-FX 0.00%
EUR/USD 03/21/2018 HSBCB 0.00%
EUR/USD 03/21/2018 JPMCB 0.00%
EUR/USD 03/21/2018 RBSF 0.00%
EUR/USD 03/21/2018 SSBT 0.00%
EUR/USD 03/21/2018 UBS 0.00%
EURONET WORLDWIDE INC 0.00%
FABFURNISH GMBH P/P 0.00%
FEDEX CORP 02.6250 08/01/2022 0.00%
FERRARI NV 0.00%
FHR 2990 LB 13.1705 06/15/2034 0.00%
FHR 3072 SM 04.2533 11/15/2035 0.00%
FHR 3117 AF 00.0000 02/15/2036 0.00%
FHR 3206 EO PO 00.0000 08/15/2036 0.00%
FHR 3249 PS 17.4008 12/15/2036 0.00%
FHR 3326 WF 00.0000 10/15/2035 0.00%
FHR 3391 PO PO 00.0000 04/15/2037 0.00%
FIDELITY NATIONAL INFORM 05.0000 10/15/2025 0.00%
FIRSTENERGY CORP 03.9000 07/15/2027 0.00%
FIRSTENERGY CORP 04.8500 07/15/2047 0.00%
FNR 2005-106 JC 15.3112 12/25/2035 0.00%
FNR 2005-75 GS 15.5936 08/25/2035 0.00%
FNR 2005-83 QP 13.3585 11/25/2034 0.00%
FNR 2006-125 OX PO 00.0000 01/25/2037 0.00%
FNR 2006-46 OC PO 00.0000 06/25/2036 0.00%
FNR 2006-62 PS 30.5872 07/25/2036 0.00%
FNR 2006-84 OT PO 00.0000 09/25/2036 0.00%
FNR 2007-14 KO PO 00.0000 03/25/2037 0.00%
FNR 2007-53 SP 18.5089 06/25/2037 0.00%
FREEPORT-MCMORAN INC 06.7500 02/01/2022 0.00%
FRESENIUS SE & CO KGAA 0.00%
FRONTIER COMM 11.0000 09/15/2025 0.00%
FTS INTL INC P/P 144A 09.0885 06/15/2020 0.00%
GATES GLOBAL TLB L+300 04.6934 03/31/2024 0.00%
GBP/USD 03/21/2018 BCAP-FX 0.00%
GBP/USD 03/21/2018 JPMCB 0.00%
GBP/USD 03/21/2018 SSBT 0.00%
GECMC 2005-C3 XC IO P/P 144A 00.0744 07/10/2045 0.00%
GECMC 2007-C1 XC IO P/P 144A 00.2529 12/10/2049 0.00%
GENON ENERGY INC. 09.8750 10/15/2020 0.00%
GENPACT LTD 0.00%
GETTY IMAGES TLB L+350 04.7500 10/18/2019 0.00%
GLOBAL FASHION GRP P/P 0.00%
GLP CAP LP / FIN II 04.8750 11/01/2020 0.00%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.00%
GMACC 2005-C1 X1 IO P/P 144A 00.9822 05/10/2043 0.00%
GNMA GII30 AY2298 04.7000 05/20/2067 0.00%
GNMA GII30 AY4779 04.4940 03/20/2067 0.00%
GNMA GII30 BA7681 04.6220 06/20/2067 0.00%
GNMA GII30 BB0107 04.7000 08/20/2067 0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036 0.00%
GNR 2010-103 DI IO 04.5000 12/20/2038 0.00%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.00%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.00%
GNR 2011-18 PI IO 04.5000 08/20/2040 0.00%
GRAHAM HOLDINGS CO-CLASS B 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HALYARD HEALTH INC 06.2500 10/15/2022 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HEICO CORP 0.00%
HKD/USD 02/22/2018 BANKAM 0.00%
HONG KONG DOLLAR CALL ACCOUNT 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
HUB HLDG LLC/HUB HOL P/P 144A 08.1250 07/15/2019 0.00%
HYATT HOTELS CORP 03.3750 07/15/2023 0.00%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.00%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.00%
INDIAN RUPEE CALL ACCOUNT 0.00%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.00%
INTELSAT CONNECT FIN P/P 144A 12.5000 04/01/2022 0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 0.00%
INTELSAT JACKSON HLDG USD 07.5000 04/01/2021 0.00%
INTELSAT LUXEMB USD 07.7500 06/01/2021 0.00%
INTERCONTINENTAL EXCHANGE IN 0.00%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 0.00%
INVESTOR AB-B SHS 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
ISS A/S 0.00%
ISTAR INC 05.2500 09/15/2022 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
JABIL INC 08.2500 03/15/2018 0.00%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
JAPANESE YEN CALL ACCOUNT 0.00%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.00%
JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 0.00%
JPMCC 05-CB12 X1 IO P/P 144A 00.3760 09/12/2037 0.00%
JPMCC 06-LDP6 X1 IO P/P 144A 00.0000 04/15/2043 0.00%
JPMCC 2006-LDP8 X IO 00.3075 05/15/2045 0.00%
JPMCC 2007-LDPX X IO 00.1415 01/15/2049 0.00%
JPY/USD 02/22/2018 BCAP-FX 0.00%
JPY/USD 02/22/2018 CITI 0.00%
JPY/USD 02/22/2018 CSI-FX 0.00%
JPY/USD 02/22/2018 GSFX 0.00%
JPY/USD 02/22/2018 HSBCB 0.00%
JPY/USD 02/22/2018 JPMCB 0.00%
JPY/USD 02/22/2018 RBSF 0.00%
JPY/USD 02/22/2018 SSBT 0.00%
JPY/USD 02/22/2018 UBS 0.00%
JPY/USD 02/22/2018 WPAC 0.00%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.00%
LAMAR ADVERTISING CO-A 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LANDSTAR SYSTEM INC 0.00%
LBCMT 1999-C1 G P/P 144A 06.4100 06/15/2031 0.00%
LBUBS 2005-C2 XCL IO P/P 144A 00.1950 04/15/2040 0.00%
LBUBS 2005-C7 XCL IO P/P 144A 00.3534 11/15/2040 0.00%
LBUBS 2007-C2 XW IO 00.2596 02/15/2040 0.00%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.00%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.00%
MARRIOTT INTERNATIONAL -CL A 0.00%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.600.08 P USL1M R 01/12/39 BC 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 BC 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.00%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
MEZZ 2005-C3 X IO P/P 144A 06.7545 05/15/2044 0.00%
MEZZ 2006-C4 X IO P/P 144A 06.3769 07/15/2045 0.00%
MEZZ 2007-C5 X IO P/P 144A 05.8645 12/15/2049 0.00%
MGM GROWTH/MGM FIN P/P 144A 04.5000 01/15/2028 0.00%
MGM RESORTS INTL 08.6250 02/01/2019 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MICROSOFT CORP 05.3000 02/08/2041 0.00%
MILAGRO OIL & GAS 0.00%
MLMT 2004-KEY2 XC IO P/P 144A 00.6727 08/12/2039 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0027 06/12/2043 0.00%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.00%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.00%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.00%
MSRR 2015-R4 CB1 00.5977 08/26/2047 0.00%
MXN/USD 01/17/2018 HSBCB 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.00%
NEW BIGFOOT OTHER ASSETS GMBH P/P 0.00%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.00%
NEW MIDDLE EAST OTHER ASSETS GMBH P/P 0.00%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.00%
NEWS CORP - CLASS B 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 03/21/2018 BANKAM 0.00%
NOK/USD 03/21/2018 BCAP-FX 0.00%
NOK/USD 03/21/2018 CITI 0.00%
NOK/USD 03/21/2018 CSI-FX 0.00%
NOK/USD 03/21/2018 GSFX 0.00%
NOK/USD 03/21/2018 JPMCB 0.00%
NOK/USD 03/21/2018 RBSF 0.00%
NOK/USD 03/21/2018 SSBT 0.00%
NOK/USD 03/21/2018 UBS 0.00%
NORBORD INC P/P 144A 06.2500 04/15/2023 0.00%
NORTHWEST ACQ/DOMIN P/P 144A 07.1250 11/01/2022 0.00%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.00%
NZD/USD 01/17/2018 JPMCB 0.00%
NZD/USD 01/17/2018 RBSF 0.00%
O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
ONEMAIN FIN HLDG INC P/P 144A 06.7500 12/15/2019 0.00%
ONEMAIN FIN HLDG INC P/P 144A 07.2500 12/15/2021 0.00%
PACTIV LLC 08.3750 04/15/2027 0.00%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.00%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.00%
PETROLEOS MEXICANOS USD 05.6250 01/23/2046 0.00%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PETSMART INC TLB L+300 04.2460 03/11/2022 0.00%
PILGRIM'S PRIDE CORP P/P 144A 05.7500 03/15/2025 0.00%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.00%
POOL CORP 0.00%
POPULAR INC 0.00%
POUND STERLING CALL ACCOUNT 0.00%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
PRECISION DRILL USD 05.2500 11/15/2024 0.00%
PRICELINE GROUP INC/THE 0.00%
PROXIMUS 0.00%
QUALITY CARE PROPERTIES 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REPUBLIC SERVICES INC 0.00%
RETAIL PROPERTIES OF AME - A 0.00%
REVLON CONSUMER PRODS 05.7500 02/15/2021 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
RUB/USD 03/21/2018 BANKAM 0.00%
S&P MID 400 EMINI MAR18 FAH8 0.00%
SANDRIDGE ENERGY INC 0.00%
SCOTTS MIRACLE-GRO CO 0.00%
SEALED AIR CORP P/P 144A 05.5000 09/15/2025 0.00%
SEK/USD 03/21/2018 BANKAM 0.00%
SEK/USD 03/21/2018 BCAP-FX 0.00%
SEK/USD 03/21/2018 CITI 0.00%
SEK/USD 03/21/2018 CSI-FX 0.00%
SEK/USD 03/21/2018 GSFX 0.00%
SEK/USD 03/21/2018 JPMCB 0.00%
SEK/USD 03/21/2018 RBSF 0.00%
SEK/USD 03/21/2018 SSBT 0.00%
SEK/USD 03/21/2018 UBS 0.00%
SELECT INCOME REIT 02.8500 02/01/2018 0.00%
SELECT INCOME REIT 03.6000 02/01/2020 0.00%
SERVICE CORP INTL 05.3750 01/15/2022 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 0.00%
SGD/USD 02/22/2018 JPMCB 0.00%
SHAW COMMUNICATIONS INC-B 0.00%
SM ENERGY CO 05.0000 01/15/2024 0.00%
SM ENERGY CO 06.5000 01/01/2023 0.00%
SONOCO PRODUCTS CO 0.00%
SOUTHERN CO/THE 0.00%
SOUTHERN STAR CENT P/P 144A 05.1250 07/15/2022 0.00%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022 0.00%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.00%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.00%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
STACR 2016-DNA3 M1 02.6521 12/25/2028 0.00%
STACR 2016-HQA2 M1 02.7521 11/25/2028 0.00%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC 06.8360 04/28/2023 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TAIWAN DOLLAR CALL ACCOUNT 0.00%
TARGA RES PRTNRS 05.1250 02/01/2025 0.00%
TAYLOR MORRISON P/P 144A 05.6250 03/01/2024 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TECK RESOURCES LIMITED USD 04.7500 01/15/2022 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TENNECO INC 05.0000 07/15/2026 0.00%
TERVITA CORP CLASS A 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THE AES CORPORATION 04.8750 05/15/2023 0.00%
THE EURO EUR CALL ACCOUNT 0.00%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.00%
THERMO FISHER SCIENTIFIC INC 0.00%
TIAAC 2003-1A E 144A 08.0000 12/28/2038 0.00%
TMX FIN/TITLEMAX P/P 144A 08.5000 09/15/2018 0.00%
TOKYO ELECTRON LTD 0.00%
TOPIX INDX FUTR MAR18 TPH8 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSDIGM INC 06.5000 07/15/2024 0.00%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
TRY/USD 03/21/2018 SSBT 0.00%
TWENTY-FIRST CENTURY FOX-A 0.00%
TWO HARBORS INVESTMENT CORP 0.00%
TXU TCEH RIGHTS 0.00%
UAL 2007 PASS TRUST 06.6360 07/02/2022 0.00%
ULTA BEAUTY INC 0.00%
US 10YR NOTE (CBT)MAR18 TYH8 0.00%
US 10YR ULTRA FUT MAR18 UXYH8 0.00%
US 2YR NOTE (CBT) MAR18 TUH8 0.00%
US 5YR NOTE (CBT) MAR18 FVH8 0.00%
US LONG BOND(CBT) MAR18 USH8 0.00%
US ULTRA BOND CBT MAR18 WNH8 0.00%
USD/JPY PUT 103.00 20180109 JPMCB 0.00%
USD/JPY PUT 107.00 20180109 JPMCB 0.00%
VALEANT PHARMA P/P 144A 05.3750 03/15/2020 0.00%
VALEANT PHARMA P/P 144A 05.5000 11/01/2025 0.00%
VALEANT PHARMA P/P 144A 05.6250 12/01/2021 0.00%
VALEANT PHARMA P/P 144A 06.5000 03/15/2022 0.00%
VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 0.00%
VICI PROP 1 / VICI FC 08.0000 10/15/2023 0.00%
VULCAN MATERIALS COMPANY 04.5000 04/01/2025 0.00%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.00%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.00%
WALT DISNEY COMPANY/THE 04.3750 08/16/2041 0.00%
WBCMT 2005-C18 XC IO P/P 144A 00.0000 04/15/2042 0.00%
WBCMT 2006-C26 XC IO P/P 144A 00.0511 06/15/2045 0.00%
WBCMT 2006-C29 IO IO 00.2005 11/15/2048 0.00%
WBCMT 2007-C34 IO IO 00.1486 05/15/2046 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WFRBS 2013-C12 XA IO P/P 144A 01.3072 03/15/2048 0.00%
WHITING PETROLEUM CORP 05.0000 03/15/2019 0.00%
WILEY (JOHN) & SONS-CLASS A 0.00%
WILLIAMS COS INC 07.7500 06/15/2031 0.00%
WORLD FUEL SERVICES CORP 0.00%
WPX ENERGY INC 08.2500 08/01/2023 0.00%
YAMADA DENKI CO LTD 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.01%
EUR/USD 03/21/2018 BANKAM -0.01%
EUR/USD 03/21/2018 BCAP-FX -0.01%
EUR/USD 03/21/2018 GSFX -0.01%
NZD/USD 01/17/2018 CITI -0.01%
NZD/USD 01/17/2018 GSFX -0.01%
NZD/USD 01/17/2018 SSBT -0.01%
NZD/USD 01/17/2018 UBS -0.01%
USD/MXN CALL 22.00 20180531 BCAP-FX -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
FNMA FN30 TBA 03.5000 01/01/2048 -0.04%
FNMA FN30 TBA 04.0000 01/01/2048 -0.04%
RU10INTR P US0003M R 11/27/18 CI -0.13%

Prior top 10 holdings

Top 10 holdings as of 03/31/18
Gnma Gii30 Ma4652 03.5000 08/20/2047
Microsoft
Fnma Fn30 Ma3238 03.5000 01/01/2048
Alphabet
JPMorgan Chase
S&P Gsci 3x Note 04/01/2019
Apple
UnitedHealth Group
Verizon
Citigroup
Holdings represent 14.75% of portfolio
Top 10 holdings as of 02/28/18
Gnma Gii30 Ma4652 03.5000 08/20/2047
Microsoft
Alphabet
Fnma Fn30 Ma3238 03.5000 01/01/2048
JPMorgan Chase
Apple
UnitedHealth Group
Citigroup
Boeing Co
Verizon
Holdings represent 14.61% of portfolio
Top 10 holdings as of 01/31/18
Gnma Gii30 Ma4652 03.5000 08/20/2047
Microsoft
Alphabet
Fnma Fn30 Ma3238 03.5000 01/01/2048
JPMorgan Chase
Apple
UnitedHealth Group
Verizon
Citigroup
Boeing Co
Holdings represent 14.56% of portfolio
Top 10 holdings as of 12/31/17
Gnma Gii30 Ma4652 03.5000 08/20/2047
Fnma Fn30 Ma3238 03.5000 01/01/2048
Microsoft
Alphabet
JPMorgan Chase
Apple
Fnma Fn30 Tba 03.0000 01/01/2048
Verizon
UnitedHealth Group
Citigroup
Holdings represent 14.62% of portfolio

Portfolio composition as of 03/31/18

U.S. large-cap equity 43.12%
U.S. Investment-grade bonds 26.38%
International equity 11.91%
U.S. small- and mid-cap equity 11.46%
Commodities 4.15%
U.S. High-yield bonds 2.98%

Fixed income statistics as of 03/31/18

Average effective maturity 8.19 yrs.
Average effective duration 2.02 yrs.

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

Consider these risks before investing:

Allocation of assets among asset classes may hurt performance. Stock and bond prices may fall or fail to rise over time for several reasons, including general financial market conditions, changing market perceptions (including, in the case of bonds, perceptions about the risk of default and expectations about changes in monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. You can lose money by investing in the fund.


Expenses

Expense ratio

Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
Total expense ratio 0.99% 1.74% 1.74% 1.49% 1.24% 0.74% 0.64% 0.74%
What you pay 0.99% 1.74% 1.74% 1.49% 1.24% 0.74% 0.64% 0.74%

Sales charge/Dealer allowance

 Breakpoint Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
$0-$49,999 5.75% / 5.00% 0.00% / 4.00% 0.00% / 1.00% 3.50% / 3.00% -- -- -- --
$50,000-$99,999 4.50% / 3.75% 0.00% / 4.00% 0.00% / 1.00% 2.50% / 2.00% -- -- -- --
$100,000-$249,999 3.50% / 2.75% -- 0.00% / 1.00% 1.50% / 1.00% -- -- -- --
$250,000-$499,999 2.50% / 2.00% -- 0.00% / 1.00% 1.00% / 1.00% -- -- -- --
$500,000-$999,999 2.00% / 1.75% -- 0.00% / 1.00% 1.00% / 1.00% -- -- -- --
$1M-$4M 0.00% / 1.00% -- -- -- -- -- -- --
$4M-$50M 0.00% / 0.50% -- -- -- -- -- -- --
$50M+ 0.00% / 0.25% -- -- -- -- -- -- --

CDSC

  Class A (sales for $1,000,000+) Class B Class C Class M Class R Class R5 Class R6 Class Y
0 to 9 mts. 1.00% 5.00% 1.00% -- -- -- -- --
9 to 12 mts. 1.00% 5.00% 1.00% -- -- -- -- --
2 yrs. 0.00% 4.00% 0.00% -- -- -- -- --
3 yrs. 0.00% 3.00% 0.00% -- -- -- -- --
4 yrs. 0.00% 3.00% 0.00% -- -- -- -- --
5 yrs. 0.00% 2.00% 0.00% -- -- -- -- --
6 yrs. 0.00% 1.00% 0.00% -- -- -- -- --
7+ yrs. 0.00% 0.00% 0.00% -- -- -- -- --

Trail commissions

  Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
  0.25% 0.25% 1.00% 0.65% 0.50% 0.00% 0.00% 0.00%
  NA NA NA NA NA NA NA NA
  NA NA NA NA NA NA NA NA

For sales and trail commission information on purchases over $1 million and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.

The Russell 3000 Index is an unmanaged index of the 3,000 largest U.S. companies. The Putnam Balanced Blended Benchmark is a benchmark administered by Putnam Management, comprising 50% the Russell 3000 Index, 35% the Bloomberg Barclays U.S. Aggregate Bond Index, 10% the MSCI EAFE Index (ND), and 5% the JPMorgan Developed High Yield Index. You cannot invest directly in an index.

Consider these risks before investing:

Allocation of assets among asset classes may hurt performance. Stock and bond prices may fall or fail to rise over time for several reasons, including general financial market conditions, changing market perceptions (including, in the case of bonds, perceptions about the risk of default and expectations about changes in monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. You can lose money by investing in the fund.