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

Dynamic Asset Allocation Conservative Fund (Class Y)  (PACYX)

A globally diversified fund for preserving wealth

Highlights

Objective

The Conservative Fund seeks total return consistent with preservation of capital.

Strategy and process

  • Global benchmark: The fund starts with a globally diversified benchmark with more efficient exposures relative to a typical 30/70 benchmark.
  • Tactical flexibility: The managers have the ability to tilt overall equity and fixed-income allocations +/-15% and shift exposures within each asset class.
  • Active implementation: Managers proactively research and determine the most efficient implementation for each asset class.

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $10.80
0.09% | $0.01
$11.14
01/26/18
$10.56
03/23/18
Historical fund price

Fund facts as of 04/30/18

Total net assets
$1,104.38M
Turnover (fiscal year end)
327%
Dividend frequency (view rate)
Monthly
Number of holdings
1728
Fiscal year-end
September
CUSIP / Fund code
746444801 / 1842
Inception date
07/14/94
Class Y  
Category
Asset Allocation
Open to new investors
Ticker
PACYX

Management team

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


Manager commentary | Q1 2018

Rising rates could crimp profit margins

Jason Vaillancourt, Co-Head of Global Asset Allocation, discusses the impact of rising rates on corporate ability to reduce interest expenses.



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 5.05% 3.39% 5.47% 5.72%
After sales charge N/A N/A N/A N/A
Bloomberg Barclays U.S. Aggregate Bond Index 1.20% 1.20% 1.82% 3.63%
Putnam Conservative Blended Benchmark 5.11% 3.96% 5.06% 5.60%

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. 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 Multi-Asset Absolute Return 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, Putnam Fixed Income Absolute Return 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, Putnam Fixed Income Absolute Return 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, 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. 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 04/30/18 0.35 % -
YTD as of 05/25/18 -0.82 % -

Yield

Distribution rate before sales charge
as of 05/25/18
2.00%
Distribution rate after sales charge
as of 05/25/18
2.00%
30-day SEC yield as of 04/30/18 2.15%

Risk-adjusted performance as of 04/30/18

Alpha (3 yrs.) 2.75
Sharpe ratio (3 yrs.) 0.72
Treynor ratio (3 yrs.) 6.28
Information ratio (3 yrs.) 0.58

Volatility as of 04/30/18

Standard deviation (3 yrs.) 4.17%
Beta 0.48
R-squared 0.10

Capture ratio as of 04/30/18

Up-market (3 yrs.) 134.43
Down-market (3 yrs.) 66.07

Lipper rankings as of 04/30/18

Mixed-Asset Target Alloc Consv Funds Percentile ranking Rank/Funds in category
1 yr. 38% 133/357
3 yrs. 26% 79/308
5 yrs. 7% 19/280
10 yrs. 12% 25/211

Morningstar ratings as of 04/30/18

Tactical Allocation Rating Funds in category
Overall (242)
3 yrs. (242)
5 yrs. (182)
10 yrs. (75)

Distributions

Record/Ex dividend date 05/17/18
Payable date 05/21/18
Income $0.018
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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See how this fund compares:

  • Putnam Dynamic Asset Allocation Conservative Fund vs.
  • PIMCO All Asset Instl**

Trailing 5 year performance

** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.

** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.


Holdings

Top 10 holdings as of 04/30/18

Gnma Gii30 Ma4652 03.5000 08/20/2047 4.10%
Fnma Fn30 Ma3238 03.5000 01/01/2048 3.64%
Fnma Fn15 Al9468 03.0000 12/01/2031 1.79%
Fhlmc Fh30g G08814 04.0000 05/01/2048 1.62%
Microsoft 1.42%
Fnma Fn30 Tba 03.0000 05/01/2048 1.31%
Alphabet 1.25%
JPMorgan Chase 1.03%
S&P Gsci 3X 144a Note 04/01/2019 1.02%
Apple 0.82%
Top 10 holdings, percent of portfolio 18.00%

Full portfolio holdings as of 03/31/18

GNMA GII30 MA4652 03.5000 08/20/2047 4.18%
FNMA FN30 MA3238 03.5000 01/01/2048 3.71%
FNMA FN15 AL9468 03.0000 12/01/2031 1.83%
FHLMC FH30G G08677 04.0000 11/01/2045 1.68%
FNMA FN30 TBA 03.0000 04/01/2048 1.60%
MICROSOFT CORP 1.39%
ALPHABET INC-CL A 1.27%
JPMORGAN CHASE & CO 1.04%
S&P GSCI 3X NOTE 04/01/2019 0.90%
APPLE INC 0.84%
GNMA GII30 MA4837 03.5000 11/20/2047 0.82%
FNMA FN30 TBA 06.0000 04/01/2048 0.81%
FNMA FN30 BH5117 04.0000 08/01/2047 0.74%
UNITEDHEALTH GROUP INC 0.73%
FNMA FN30 BH7058 03.5000 12/01/2047 0.71%
VERIZON COMMUNICATIONS INC 0.70%
CITIGROUP INC 0.68%
BOEING CO/THE 0.64%
FNMA FN15 TBA 03.0000 04/01/2033 0.64%
GNMA GII30 MA4586 03.5000 07/20/2047 0.61%
EXXON MOBIL CORP 0.54%
HOME DEPOT INC 0.52%
JOHNSON & JOHNSON 0.52%
TEXAS INSTRUMENTS INC 0.48%
AMAZON.COM INC 0.46%
UNION PACIFIC CORP 0.45%
PEPSICO INC 0.42%
NXP SEMICONDUCTORS NV 0.40%
CHEVRON CORP 0.39%
LOWES COMPANIES INC 0.39%
VALERO ENERGY CORP 0.38%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.35%
NORTHROP GRUMMAN CORP 0.33%
MCDONALD'S CORP 0.31%
RALPH LAUREN CORP 0.31%
ANTHEM INC 0.30%
HP INC 0.29%
INTL BUSINESS MACHINES CORP 0.29%
ELECTRONIC ARTS INC 0.28%
L3 TECHNOLOGIES INC 0.28%
FNMA FN30 AS7003 03.0000 04/01/2046 0.27%
HUMANA INC 0.27%
MERCK & CO. INC. 0.27%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.27%
ENTERGY CORP 0.26%
FACEBOOK INC-A 0.26%
CITIGROUP INC 03.8870 01/10/2028 0.25%
INTUIT INC 0.25%
MCKESSON CORP 0.25%
TYSON FOODS INC-CL A 0.25%
E*TRADE FINANCIAL CORPORATION 0.24%
ELI LILLY & CO 0.24%
FNMA FN30 BC2733 03.0000 05/01/2046 0.24%
MARATHON PETROLEUM CORP 0.24%
SOUTHWEST AIRLINES CO 0.24%
CELGENE CORP 0.23%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.23%
KIMBERLY-CLARK CORP 0.23%
CVS HEALTH CORP 04.7800 03/25/2038 0.22%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.22%
MORGAN STANLEY 03.6250 01/20/2027 0.22%
WALGREENS BOOTS ALLIANCE INC 0.22%
CIGNA CORP 0.21%
CUMMINS INC 0.21%
PNC FINANCIAL SERVICES GROUP 0.21%
SHERWIN-WILLIAMS CO/THE 0.21%
SPST 2018-1 A 02.4747 04/24/2019 0.21%
SYSCO CORP 0.21%
ABBVIE INC 0.20%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.20%
PROCTER & GAMBLE CO/THE 0.20%
PRUDENTIAL FINANCIAL INC 0.20%
RAYTHEON COMPANY 0.20%
REGIONS FINANCIAL CORP 0.20%
ROSS STORES INC 0.20%
S&P GLOBAL INC 0.20%
WALT DISNEY CO/THE 0.20%
ALLSTATE CORP 0.19%
AT&T INC 04.2500 03/01/2027 0.19%
DISCOVERY COMMUNICATIONS-A 0.19%
DXC TECHNOLOGY CO 0.19%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.19%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.19%
APPLE INC 02.1000 05/06/2019 0.18%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.18%
LOEWS CORP 0.18%
NOVARTIS AG-REG 0.18%
PVH CORP 0.18%
ROCHE HOLDING AG-GENUSSCHEIN 0.18%
ROYAL CARIBBEAN CRUISES LTD 0.18%
VMWARE INC-CLASS A 0.18%
WILLIAMS COS INC 0.18%
AMERIPRISE FINANCIAL INC 0.17%
CAS 2015-C04 2M2 07.4215 04/25/2028 0.17%
GILEAD SCIENCES INC 0.17%
GOLDMAN SACHS GROUP INC 0.17%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.17%
KINDER MORGAN INC 0.17%
SPST 2017-6 A 02.3025 11/24/2018 0.17%
TOTAL SA 0.17%
ALLIANZ SE-REG 0.16%
AMERICAN ELECTRIC POWER 0.16%
AMGEN INC 0.16%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.16%
DANAHER CORP 0.16%
SYNCHRONY FINANCIAL 0.16%
UBS GROUP FUNDIN P/P 144A 03.0000 04/15/2021 0.16%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.15%
ALLISON TRANSMISSION HOLDING 0.15%
BRISTOL-MYERS SQUIBB CO 0.15%
CITRIX SYSTEMS INC 0.15%
FNMA FN30 AS7154 03.0000 05/01/2046 0.15%
INGERSOLL-RAND PLC 0.15%
KLA-TENCOR CORP 0.15%
PARKER HANNIFIN CORP 0.15%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.15%
CLOROX COMPANY 0.14%
DISCOVER FINANCIAL SERVICES 0.14%
EXELON CORP 0.14%
FIRSTENERGY CORP 0.14%
HILTON WORLDWIDE HOLDINGS IN 0.14%
MAXIM INTEGRATED PRODUCTS 0.14%
ORACLE CORPORATION 02.2500 10/08/2019 0.14%
SUNTRUST BANKS INC 0.14%
TJX COMPANIES INC 0.14%
3I GROUP PLC 0.13%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.13%
APPLE INC 04.2500 02/09/2047 0.13%
CROWN HOLDINGS INC 0.13%
ENEL SPA 0.13%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.13%
FORTINET INC 0.13%
HARTFORD FINANCIAL SVCS GRP 0.13%
HUNTSMAN CORP 0.13%
ITOCHU CORP 0.13%
JUNIPER NETWORKS INC 0.13%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 0.13%
ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 0.13%
WASTE MANAGEMENT INC 0.13%
ADOBE SYSTEMS INC 0.12%
ALTRIA GROUP INC 02.6250 01/14/2020 0.12%
APPLIED MATERIALS INC 0.12%
BHP BILLITON LIMITED 0.12%
CAS 2015-C04 1M2 07.5715 04/25/2028 0.12%
ECOLAB INC 02.7000 11/01/2026 0.12%
HERSHEY CO/THE 0.12%
MICHAEL KORS HOLDINGS LTD 0.12%
MICROSOFT CORP 01.5500 08/08/2021 0.12%
MITSUBISHI UFJ FINANCIAL GRO 0.12%
SUMITOMO MITSUI FINANCIAL GR 0.12%
AMAZON.COM INC P/P 144A 03.1500 08/22/2027 0.11%
AMDOCS LTD 0.11%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.11%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.11%
EQUITY RESIDENTIAL TR REIT 0.11%
F5 NETWORKS INC 0.11%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.11%
GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 0.11%
MIZUHO FINANCIAL GROUP INC 0.11%
NATIONAL AUSTRALIA B P/P 144A 02.7473 12/09/2019 0.11%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.11%
RU10INTR P US0003M R 11/27/18 CI 0.11%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.11%
TUI AG-DI 0.11%
YUM BRANDS INC 0.11%
AGNC INVESTMENT CORP 0.10%
AIR LEASE CORP 03.6250 04/01/2027 0.10%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.10%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.10%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.10%
BOUYGUES SA 0.10%
BT GROUP PLC 0.10%
CAS 2016-C03 2M2 07.7715 10/25/2028 0.10%
CDX CDX.NA.IG.30 100.0 06/20/2023 0.10%
CENTRAL JAPAN RAILWAY CO 0.10%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.10%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.10%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.10%
CONAGRA BRANDS INC 0.10%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.10%
FNMA FN30 TBA 04.5000 04/01/2048 0.10%
GE CAP INTL FUNDING USD 02.3420 11/15/2020 0.10%
HASBRO INC 0.10%
HITACHI LTD 0.10%
KDDI CORP 0.10%
KINDER MORGAN INC 03.1500 01/15/2023 0.10%
LEAR CORP 0.10%
MARUBENI CORP 0.10%
MICROSOFT CORP 03.3000 02/06/2027 0.10%
MUENCHENER RUECKVER AG-REG 0.10%
NEWELL BRANDS INC 04.2000 04/01/2026 0.10%
NIPPON TELEGRAPH & TELEPHONE 0.10%
NN GROUP NV 0.10%
ORIX CORP 0.10%
PACKAGING CORP OF AMERICA 0.10%
REPSOL SA 0.10%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.10%
SPST 2017-LD1 A 02.6715 11/25/2050 0.10%
STATOIL ASA 0.10%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.10%
VINCI SA 0.10%
WELLCARE HEALTH PLANS INC 0.10%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.10%
ABN AMRO GROUP NV-CVA 0.09%
AGEAS 0.09%
AGILENT TECHNOLOGIES INC 0.09%
ALLY FINANCIAL INC 0.09%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.09%
AXA SA 0.09%
BNP PARIBAS 0.09%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.09%
CK ASSET HOLDINGS LTD 0.09%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.09%
COVESTRO AG 0.09%
DBUBS 2011-LC3A D P/P 144A 05.3414 08/10/2044 0.09%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.09%
EVONIK INDUSTRIES AG 0.09%
FIAT CHRYSLER AUTOMOBILES NV 0.09%
FNMA FN30 AL9657 03.5000 01/01/2047 0.09%
FNMA FN30 TBA 04.0000 04/01/2048 0.09%
FONCIERE DES REGIONS 0.09%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.09%
HUNTINGTON INGALLS INDUSTRIE 0.09%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.09%
LINCOLN NATIONAL CORP 0.09%
MASCO CORP 0.09%
MOLSON COORS 01.9000 03/15/2019 0.09%
MORGAN STANLEY 0.09%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.09%
PERSIMMON PLC 0.09%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.09%
PEUGEOT SA 0.09%
RESONA HOLDINGS INC 0.09%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.09%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.09%
SAINSBURY (J) PLC 0.09%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.09%
SPIRIT AEROSYSTEMS HOLD-CL A 0.09%
TAYLOR WIMPEY PLC 0.09%
TOTAL SYSTEM SERVICES INC 0.09%
UCB SA 0.09%
VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 0.09%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.09%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.09%
ACS ACTIVIDADES 0.08%
AMETEK INC 0.08%
ANALOG DEVICES INC 02.8500 03/12/2020 0.08%
ANGLO AMER PLC 0.08%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.08%
AVERY DENNISON CORP 0.08%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.08%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.08%
BF0101 03.5000 06/01/2056 0.08%
BPCE SA P/P 144A 04.5000 03/15/2025 0.08%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.08%
CIMIC GROUP LTD 0.08%
CITIGROUP INC 02.6500 10/26/2020 0.08%
COCA-COLA AMATIL LTD 0.08%
COGNIZANT TECH SOLUTIONS-A 0.08%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.08%
CVS HEALTH CORP 05.0500 03/25/2048 0.08%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.08%
EDISON INTERNATIONAL 0.08%
ELECTROLUX AB-SER B 0.08%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.08%
ENI SPA 0.08%
FAURECIA 0.08%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.08%
FNMA FN30 BC1155 03.0000 06/01/2046 0.08%
FNMA FN30 BM1172 03.0000 03/01/2047 0.08%
GE CAPITAL INTL FUNDING USD 03.3730 11/15/2025 0.08%
GLAXOSMITHKLINE PLC 0.08%
HOYA CORP 0.08%
INDUSTRIVARDEN AB-A SHS 0.08%
KINGFISHER PLC 0.08%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.08%
MITSUI AND CO LTD 0.08%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.08%
NEWMONT MINING CORP 0.08%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.08%
OMNICOM GROUP INC 03.6000 04/15/2026 0.08%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.08%
PFIZER INC 0.08%
PFIZER INC 01.7000 12/15/2019 0.08%
PPL CORP 0.08%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.08%
SAMSUNG ELECTRONICS CO LTD 0.08%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.08%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.08%
SWISSCOM AG-REG 0.08%
SYNOPSYS INC 0.08%
TIME WARNER INC 03.8000 02/15/2027 0.08%
TRAVELERS COS INC/THE 0.08%
US FOODS HOLDING CORP 0.08%
VERIZON COMM 04.5220 09/15/2048 0.08%
VERTEX PHARMACEUTICALS INC 0.08%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.08%
WFRBS 2011-C5 E P/P 144A 05.6714 11/15/2044 0.08%
WH GROUP LTD 0.08%
AMERICAN TOWER CORP 04.0000 06/01/2025 0.07%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.07%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.07%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.07%
BERKELEY GROUP HOLDINGS/THE 0.07%
CBRE GROUP INC - A 0.07%
CENTERPOINT ENERGY INC 0.07%
CHEVRON CORP 01.5610 05/16/2019 0.07%
COMCAST CORP 03.3750 02/15/2025 0.07%
COMCAST CORP 03.9690 11/01/2047 0.07%
DEUTSCHE POST AG-REG 0.07%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.07%
DUKE ENERGY CORP 03.1500 08/15/2027 0.07%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.07%
HCP INC 0.07%
INGREDION INC 0.07%
KELLOGG CO 03.2500 04/01/2026 0.07%
KRAFT HEINZ FOODS CO 02.6305 08/10/2022 0.07%
LEAR CORP 03.8000 09/15/2027 0.07%
MANPOWERGROUP INC 0.07%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.07%
MORGAN STANLEY 02.6500 01/27/2020 0.07%
MORGAN STANLEY 04.3750 01/22/2047 0.07%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.07%
NVR INC 0.07%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.07%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.07%
RECORDATI SPA 0.07%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.07%
ROYAL MAIL PLC 0.07%
SHIONOGI & CO LTD 0.07%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.07%
SWISS RE AG 0.07%
TELSTRA CORP LTD 0.07%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.07%
UGI CORP 0.07%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.07%
VORNADO REALTY TRUST 0.07%
WAMU 2005-AR12 1A8 03.2368 10/25/2035 0.07%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.07%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.07%
WESTROCK MWV LLC 08.2000 01/15/2030 0.07%
WFRBS 2011-C2 D P/P 144A 05.6522 02/15/2044 0.07%
XEROX CORP 0.07%
ADECCO GROUP AG-REG 0.06%
AMADEUS IT GROUP SA 0.06%
AMGEN INC 02.6000 08/19/2026 0.06%
ARKEMA 0.06%
AUTONATION INC. 05.5000 02/01/2020 0.06%
BIOGEN INC 03.6250 09/15/2022 0.06%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.06%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.06%
CADENCE DESIGN SYS INC 0.06%
CAMDEN PROPERTY TRUST 0.06%
CMLTI 2005-2 1A2A 03.7881 05/25/2035 0.06%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.06%
CWALT 2006-OA10 4A1 02.0615 08/25/2046 0.06%
DR PEPPER SNAPPLE GROUP INC 0.06%
DUN & BRADSTREET CORP 0.06%
ENBRIDGE INC USD 04.2500 12/01/2026 0.06%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.06%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.06%
HOST HOTELS & RESORTS LP 05.2500 03/15/2022 0.06%
HYATT HOTELS CORP 04.8500 03/15/2026 0.06%
IBM CORP 01.8750 08/01/2022 0.06%
INDUSTRIAL BANK OF KOREA 0.06%
JACOBS ENGINEERING GROUP INC 0.06%
KAR AUCTION SERVICES INC 0.06%
KEYCORP 02.3000 12/13/2018 0.06%
LAMB WESTON HOLDINGS INC 0.06%
LIVE NATION ENTERTAINMENT IN 0.06%
MARKS AND SPENCER LTD 0.06%
MERCK & CO INC 03.7000 02/10/2045 0.06%
MICROSOFT CORP 02.4000 08/08/2026 0.06%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.06%
NESTLE SA-REG 0.06%
NORDEA BANK AB P/P 144A 02.2500 05/27/2021 0.06%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.06%
PRINCIPAL FINANCIAL GROUP 0.06%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.06%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.06%
ROYAL DUTCH SHELL PLC-B SHS 0.06%
SAMI 2007-AR7 1A1 02.7215 05/25/2047 0.06%
SWEDISH MATCH AB 0.06%
THOR INDUSTRIES INC 0.06%
TOYOTA TSUSHO CORP 0.06%
UBS GROUP AG REGS 06.8750 12/29/2049 0.06%
UBSBB 2012-C2 XA IO P/P 144A 01.3400 05/10/2063 0.06%
UNITED OVERSEAS BANK LTD 0.06%
UNUM GROUP 0.06%
WFRBS 2011-C3 D P/P 144A 05.6861 03/15/2044 0.06%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.06%
ABBVIE INC 02.5000 05/14/2020 0.05%
ABBVIE INC 02.9000 11/06/2022 0.05%
ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 0.05%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.05%
AMC NETWORKS INC-A 0.05%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.05%
AMGEN INC 03.4500 10/01/2020 0.05%
AMGEN INC 04.6630 06/15/2051 0.05%
APPLE INC 02.0000 05/06/2020 0.05%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 0.05%
ASSOCIATED BRITISH FOODS PLC 0.05%
ASTELLAS PHARMA INC 0.05%
AT&T INC 03.4000 05/15/2025 0.05%
AT&T INC 04.7500 05/15/2046 0.05%
BANK OF NOVA SCOTIA USD 02.0500 10/30/2018 0.05%
BARRATT DEVELOPMENTS PLC 0.05%
BASF SE 0.05%
BERKSHIRE HATHAWAY E P/P 144A 03.8000 07/15/2048 0.05%
BMIR 2017-1 M1 P/P 144A 03.5715 10/25/2027 0.05%
BOOZ ALLEN HAMILTON HOLDINGS 0.05%
BWX TECHNOLOGIES INC 0.05%
CHARLES RIVER LABORATORIES 0.05%
COMM 2014-CR14 XA IO 00.7804 02/10/2047 0.05%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.05%
CVS HEALTH CORP 02.2500 12/05/2018 0.05%
CWALT 2005-59 1A1 02.1521 11/20/2035 0.05%
CWALT 2006-OA7 1A2 02.2225 06/25/2046 0.05%
DEERE & COMPANY 02.6000 06/08/2022 0.05%
DNB NOR ASA 0.05%
DUKE REALTY CORP 0.05%
EQT CORP 03.9000 10/01/2027 0.05%
EXTENDED STAY AMERICA INC 0.05%
FHLMC FH30G G60314 04.0000 09/01/2045 0.05%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.05%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.05%
GSMS 2014-GC22 C 04.6459 06/10/2047 0.05%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.05%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.05%
JPMBB 2013-C14 C 04.5699 08/15/2046 0.05%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.05%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.05%
LIBERTY MEDIA COR-SIRIUSXM A 0.05%
MACQUARIE GROUP LTD 0.05%
METRO AG 0.05%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.05%
MITSUBISHI CHEMICAL HOLDINGS 0.05%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.05%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.05%
ORACLE CORP 02.6500 07/15/2026 0.05%
OTSUKA CORP 0.05%
PARK HOTELS & RESORTS INC 0.05%
PETROBRAS GLOBAL FIN P/P 144A 05.9990 01/27/2028 0.05%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.05%
PFIZER INC 03.0000 12/15/2026 0.05%
PINNACLE FOODS INC 0.05%
REALOGY HOLDINGS CORP 0.05%
REINSURANCE GROUP OF AMERICA 0.05%
ROYAL BANK OF CANADA USD 02.2000 07/27/2018 0.05%
ROYAL BK SCOTLND USD 04.7000 07/03/2018 0.05%
RTL GROUP 0.05%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.05%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.05%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.05%
STACR 2015-DNA2 M2 04.4715 12/25/2027 0.05%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.05%
TDK CORP 0.05%
TOYOTA MOTOR CREDIT CORP 01.5500 07/13/2018 0.05%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.05%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.05%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.05%
VISTEON CORP 0.05%
VOLT 2017-NP10 A1 P/P 144A 03.0000 10/25/2047 0.05%
W.R. GRACE & CO 0.05%
WOOLWORTHS GROUP LTD 0.05%
AES CORP/THE 05.5000 04/15/2025 0.04%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.04%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.04%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.04%
APPLE INC 03.8500 05/04/2043 0.04%
ASSURANT INC 0.04%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.04%
BERRY GLOBAL GROUP INC 0.04%
BIOGEN INC 0.04%
BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.04%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.04%
CFCRE 2011-C2 E P/P 144A 05.7546 12/15/2047 0.04%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.04%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.04%
CITIGROUP INC 03.6680 07/24/2028 0.04%
CITIGROUP INC 04.4500 09/29/2027 0.04%
COMCAST CORP 02.3500 01/15/2027 0.04%
COMM 2010-C1 D P/P 144A 06.1260 07/10/2046 0.04%
CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 0.04%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.04%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.04%
CVS HEALTH CORP 04.7500 12/01/2022 0.04%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.04%
EASTMAN CHEMICAL CO 03.8000 03/15/2025 0.04%
ENGIE 0.04%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.04%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.04%
FIRSTENERGY CORP 04.8500 07/15/2047 0.04%
FRESENIUS MEDICAL CARE AG & 0.04%
GNMA GII30 635063 04.0000 03/20/2046 0.04%
GNMA GN30 635061 04.0000 03/15/2046 0.04%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.04%
GNR 2016-H16 EI IO 02.2368 06/20/2066 0.04%
GNR 2017-162 QI IO 05.0000 10/11/2047 0.04%
GSMS 2012-GC6 D P/P 144A 05.6529 01/10/2045 0.04%
GSMS 2012-GC6 E P/P 144A 05.0000 01/10/2045 0.04%
GSMS 2013-GC10 XA IO 01.5489 02/10/2046 0.04%
HCA INC 05.5000 06/15/2047 0.04%
HOME DEPOT INC 02.6250 06/01/2022 0.04%
HOME DEPOT INC 05.9500 04/01/2041 0.04%
JAPAN AIRLINES CO LTD 0.04%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.04%
JPMCC 2012-C6 E P/P 144A 05.1367 05/15/2045 0.04%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.04%
KAO CORP 0.04%
KERRY PROPERTIES LTD 0.04%
KONINKLIJKE AHOLD DELHAIZE N 0.04%
KRAFT HEINZ FOODS CO 06.5000 02/09/2040 0.04%
KRAFT HEINZ FOODS CO 06.8750 01/26/2039 0.04%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.04%
LBMLT 2004-1 A2 02.6715 02/25/2034 0.04%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.04%
LNSTR 2015-3 B P/P 144A 03.1119 04/20/2048 0.04%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.04%
MEDIPAL HOLDINGS CORP 0.04%
MERCK & CO. INC. 01.3000 05/18/2018 0.04%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.04%
METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 0.04%
MICROSOFT CORP 04.2000 06/01/2019 0.04%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.04%
MSC 2008-T29 B P/P 144A 06.2381 01/11/2043 0.04%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.04%
ORACLE CORP 03.2500 11/15/2027 0.04%
PNC BANK NA 02.0000 05/19/2020 0.04%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.04%
RENAULT SA 0.04%
RIO TINTO PLC 0.04%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.04%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.04%
SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 0.04%
SERVICE CORP INTERNATIONAL 0.04%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.04%
SPIRIT REALTY CAPITAL INC 0.04%
STARWOOD PROPERTY TRUST INC 0.04%
STATOIL ASA USD 02.9000 11/08/2020 0.04%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.04%
TAISEI CORP 0.04%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.04%
TIME WARNER INC 02.9500 07/15/2026 0.04%
TOYOTA MOTOR CREDIT CORP 02.0000 10/24/2018 0.04%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.04%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.04%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.04%
WAMU 2004-AR3 A2 03.2675 06/25/2034 0.04%
WAMU 2005-AR10 1A3 03.3240 09/25/2035 0.04%
WAMU 2005-AR11 A1B3 02.2715 08/25/2045 0.04%
WFCM 2013-LC12 C 04.2909 07/15/2046 0.04%
WFCM 2013-LC12 D P/P 144A 04.2909 07/15/2046 0.04%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 0.04%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.04%
ZEBRA TECHNOLOGIES CORP-CL A 0.04%
21ST CENTURY FOX AMERICA 07.7500 01/20/2024 0.03%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.03%
ALPHABET INC 01.9980 08/15/2026 0.03%
AMERICAN FINANCIAL GROUP INC 0.03%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.03%
ANA HOLDINGS INC 0.03%
APARTMENT INVT & MGMT CO -A 0.03%
APPLE INC 03.4500 05/06/2024 0.03%
APPLE INC 04.3750 05/13/2045 0.03%
ASHTEAD GROUP PLC 0.03%
ASSURED GUARANTY LTD 0.03%
AT&T INC 05.8000 02/15/2019 0.03%
AXA SA P/P 144A 06.3790 12/29/2049 0.03%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.03%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.03%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.03%
BRITISH AMERICAN TOBACCO PLC 0.03%
BRIXMOR PROPERTY GROUP INC 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%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.03%
CARTERS INC 0.03%
CAS 2015-C02 1M2 05.8715 05/25/2025 0.03%
CAS 2015-C03 2M2 06.8715 07/25/2025 0.03%
CBS CORP 04.6000 01/15/2045 0.03%
CENOVUS ENERGY INC. USD 04.2500 04/15/2027 0.03%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.03%
CIGNA CORP 04.5000 03/15/2021 0.03%
CIT GROUP INC 05.2500 03/07/2025 0.03%
CITIGROUP INC 04.7500 05/18/2046 0.03%
CITIGROUP INC 05.5000 09/13/2025 0.03%
COCA-COLA CO/THE 02.2500 09/01/2026 0.03%
COMCAST CORP 04.0490 11/01/2052 0.03%
COMM 2013-CCRE9 D P/P 144A 04.2666 07/10/2045 0.03%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.03%
COMM 2013-LC13 XA IO 01.2627 08/10/2046 0.03%
COMM 2014-UBS4 XA IO 01.2123 08/10/2047 0.03%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.03%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.03%
CSAIL 2015-C1 C 04.2978 04/15/2050 0.03%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.03%
CSX CORP 04.1000 03/15/2044 0.03%
DEUTSCHE LUFTHANSA-REG 0.03%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.03%
DOMTAR CORP 0.03%
E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 0.03%
EQUITY LIFESTYLE PROPERTIES 0.03%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.03%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.03%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.03%
FORD MOTOR CO 0.03%
FOREST CITY REALTY TRUST- A 0.03%
GNR 2015-H25 BI IO 01.7593 10/20/2065 0.03%
GSMS 2010-C1 D P/P 144A 06.0517 08/10/2043 0.03%
HARVEY NORMAN HOLDINGS LTD 0.03%
HIGHWOODS PROPERTIES INC 0.03%
HSBC BANK USA NA 05.6250 08/15/2035 0.03%
HYATT HOTELS CORP - CL A 0.03%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.03%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.03%
JOHNSON & JOHNSON 05.1500 07/15/2018 0.03%
JPMBB 2014-C22 C 04.5592 09/15/2047 0.03%
JPMCC 2005-LDP5 F 05.7047 12/15/2044 0.03%
JPMCC 2012-LC9 E P/P 144A 04.3724 12/15/2047 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%
LIBERTY PROPERTY TRUST 0.03%
LLOYDS BANKING GROUP PLC USD 04.3440 01/09/2048 0.03%
METHANEX CORP USD 05.6500 12/01/2044 0.03%
MITSUBISHI ELECTRIC CORP 0.03%
MOODY'S CORPORATION P/P 144A 03.2500 01/15/2028 0.03%
MSAC 2004-HE6 M1 02.6965 08/25/2034 0.03%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.03%
NEVADA POWER CO 07.1250 03/15/2019 0.03%
NEWS CORP - CLASS A 0.03%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.03%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.03%
O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 0.03%
OGE ENERGY CORP 0.03%
ORACLE CORP 05.3750 07/15/2040 0.03%
PEPSICO INC 03.4500 10/06/2046 0.03%
PHILLIPS 66 PARTNERS LP 03.7500 03/01/2028 0.03%
POLA ORBIS HOLDINGS INC 0.03%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.03%
PPSI 2004-WCW2 M3 02.9215 10/25/2034 0.03%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.03%
PRUDENTIAL FINANCIAL INC 08.8750 06/15/2038 0.03%
RANDSTAD HOLDING NV 0.03%
REP OF INDONESIA P/P 144A 05.2500 01/17/2042 0.03%
ROCKWELL AUTOMATION INC 0.03%
S&P GLOBAL INC 04.4000 02/15/2026 0.03%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.03%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.03%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.03%
SERVICE CORP INTL 05.3750 05/15/2024 0.03%
SERVICEMASTER GLOBAL HOLDING 0.03%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.03%
STACR 2014-HQ3 M3 06.6215 10/25/2024 0.03%
STACR 2016-HQA2 M3 07.0215 11/25/2028 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
SUN HUNG KAI PROPERTIES 0.03%
SYNOVUS FINANCIAL CORP 0.03%
T-MOBILE USA INC 06.3750 03/01/2025 0.03%
TCF FINANCIAL CORP 0.03%
TELECOM ITALIA SPA P/P 144A 05.3030 05/30/2024 0.03%
TENNECO INC 05.3750 12/15/2024 0.03%
TESCO PLC 0.03%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.03%
TOPPAN PRINTING CO LTD 0.03%
TORCHMARK CORP 0.03%
TORO CO 0.03%
TRIMBLE INC 0.03%
UBSBB 2012-C2 D P/P 144A 04.8945 05/10/2063 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
WAMU 2005-AR9 A1C3 02.8315 07/25/2045 0.03%
WBCMT 2005-C21 D 05.2958 10/15/2044 0.03%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.03%
WEYERHAEUSER CO 07.3750 03/15/2032 0.03%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.03%
WFRBS 2011-C4 E P/P 144A 05.2395 06/15/2044 0.03%
WFRBS 2012-C9 D P/P 144A 04.7953 11/15/2045 0.03%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.03%
WYNDHAM WORLDWIDE CORP 05.6250 03/01/2021 0.03%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.02%
ALLERGAN PLC 0.02%
ALTA MESA HLDGS 07.8750 12/15/2024 0.02%
AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 0.02%
ANADARKO PETROLEUM CORP 06.9500 06/15/2019 0.02%
APACHE CORPORATION 03.2500 04/15/2022 0.02%
APPALACHIAN POWER CO 04.6000 03/30/2021 0.02%
APPLE HOSPITALITY REIT INC 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%
ASHLAND GLOBAL HOLDINGS INC 0.02%
AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 0.02%
AVAYA TLB-EXIT L+475 06.5364 12/15/2024 0.02%
BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 0.02%
BGC PARTNERS INC 05.1250 05/27/2021 0.02%
BGC PARTNERS INC-CL A 0.02%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.02%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.02%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.02%
BOLIDEN AB 0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.02%
BPCE SA P/P 144A 05.1500 07/21/2024 0.02%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.02%
BRAND ENERGY TL L+425 06.0026 06/21/2024 0.02%
BRANDYWINE REALTY TRUST 0.02%
BRUKER CORP 0.02%
BUMT 2005-1 1A1 02.1715 09/25/2045 0.02%
CANADIAN NATL RESOURCES USD 03.8500 06/01/2027 0.02%
CBRE SERVICES INC 04.8750 03/01/2026 0.02%
CBS CORP 02.9000 01/15/2027 0.02%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.02%
CELANESE CORP-SERIES A 0.02%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.02%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.02%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
CHIMERA INVESTMENT CORP 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%
COLONY NORTHSTAR INC-CLASS A 0.02%
COMCAST CORP 03.1500 03/01/2026 0.02%
COMM 2012-CR1 XA IO 01.8758 05/15/2045 0.02%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.02%
COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 0.02%
COMM 2014-CR17 XA IO 01.1184 05/10/2047 0.02%
COMM 2014-CR18 C 04.7349 07/15/2047 0.02%
COMM 2014-UBS6 XA IO 01.0106 12/10/2047 0.02%
COMMONWEALTH EDISON CO 05.9000 03/15/2036 0.02%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.02%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.02%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.02%
CORELOGIC INC 0.02%
CRANE CO 0.02%
CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 0.02%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 0.02%
CROWN CASTLE INTL CORP. 05.2500 01/15/2023 0.02%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.02%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.02%
CWALT 2006-OA10 1A1 02.2425 08/25/2046 0.02%
CWCI 2007-C3 AJ 05.8120 05/15/2046 0.02%
DAI NIPPON PRINTING CO LTD 0.02%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.02%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.02%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.02%
DOLBY LABORATORIES INC-CL A 0.02%
DUKE REALTY LP 04.3750 06/15/2022 0.02%
ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 0.02%
EMERA US FINANCE LP 03.5500 06/15/2026 0.02%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.02%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 0.02%
EQUITY COMMONWEALTH 0.02%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.02%
FHR 3065 DC 14.5302 03/15/2035 0.02%
FHR 3829 AS IO 05.1734 03/15/2041 0.02%
FIRSTENERGY CORP 03.9000 07/15/2027 0.02%
GALAXY ENT GRP L 0.02%
GAMING AND LEISURE PROPERTIE 0.02%
GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 0.02%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.02%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.02%
GNR 2013-99 AS IO 04.2279 06/20/2043 0.02%
GNR 2015-H26 EI IO 01.7238 10/20/2065 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%
GREAT LAKES D&D 08.0000 05/15/2022 0.02%
HCA INC 06.5000 02/15/2020 0.02%
HESS CORP 07.3000 08/15/2031 0.02%
HILTON GRAND VACATIONS 0.02%
HONEYWELL INTL 03.8120 11/21/2047 0.02%
HONG KONG EXCHANGES & CLEAR 0.02%
HSBC HOLDINGS PLC 0.02%
HUDSON PACIFIC PROPERTIES IN 0.02%
HUSKY TLB L+300 05.2018 03/16/2025 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%
INTL CONSOLIDATED AIRLINE-DI 0.02%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JPMBB 2014-C19 XA IO 01.1370 04/15/2047 0.02%
JPMBB 2014-C25 XA IO 00.9621 11/15/2047 0.02%
JPMCC 2013-LC11 X IO 01.3293 04/15/2046 0.02%
JTEKT CORP 0.02%
KAJIMA CORP 0.02%
KEYENCE CORP 0.02%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.02%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.02%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.02%
LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 0.02%
MEDTRONIC INC 04.3750 03/15/2035 0.02%
MET LIFE GLOB FUND P/P 144A 01.5500 09/13/2019 0.02%
METLIFE INC. 04.7500 02/08/2021 0.02%
MFA FINANCIAL INC 0.02%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.02%
MITSUBISHI GAS CHEMICAL CO 0.02%
MLMI 2005-A2 A2 03.5252 02/25/2035 0.02%
MSBAM 2012-C6 D P/P 144A 04.5754 11/15/2045 0.02%
MSBAM 2014-C17 XA IO 01.2090 08/15/2047 0.02%
MTW FOODSERVICE ESCR 09.5000 02/15/2024 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%
NEXON CO LTD 0.02%
NOMURA REAL ESTATE HOLDINGS 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.02%
ORACLE CORP 02.5000 10/15/2022 0.02%
OSHKOSH CORP 05.3750 03/01/2025 0.02%
OUTFRONT MEDIA INC 0.02%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.02%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.02%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.02%
PLATFORM SPECIALTY P/P 144A 05.8750 12/01/2025 0.02%
PREMIER INC-CLASS A 0.02%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.02%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.02%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.02%
PUB SVC ELEC & GAS 05.5000 03/01/2040 0.02%
PULTEGROUP INC 05.5000 03/01/2026 0.02%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.02%
RAYMOND JAMES FINANCIAL INC 0.02%
RAYTHEON COMPANY 04.8750 10/15/2040 0.02%
REP OF ARGENTINA USD 06.6250 07/06/2028 0.02%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.02%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.02%
REP OF INDONESIA P/P 144A 05.9500 01/08/2046 0.02%
REP OF SRI LANKA P/P 144A 06.8500 11/03/2025 0.02%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.02%
SAMI 2007-AR1 2A1 02.0515 01/25/2037 0.02%
SERVICE CORP INTL 04.6250 12/15/2027 0.02%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.02%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.02%
SINGAPORE AIRLINES LTD 0.02%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.02%
SK HYNIX INC 0.02%
SPRINT CORP 07.2500 09/15/2021 0.02%
SPRINT CORP 07.8750 09/15/2023 0.02%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.02%
STATOIL ASA USD 05.1000 08/17/2040 0.02%
T-MOBILE USA INC 06.6250 04/01/2023 0.02%
TEVA PHARMA NE P/P 144A 06.7500 03/01/2028 0.02%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.02%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.02%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.02%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.02%
VECTREN CORP 0.02%
VMWARE INC 03.9000 08/21/2027 0.02%
VOESTALPINE AG 0.02%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.02%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.02%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.02%
WESTROCK MWV LLC 07.9500 02/15/2031 0.02%
WFCM 2013-LC12 AS 04.2909 07/15/2046 0.02%
WFCM 2014-LC16 XA IO 01.3554 08/15/2050 0.02%
WFCM 2016-LC25 XA IO 01.0818 12/15/2059 0.02%
WFMBS 2005-AR4 1A3 03.9727 04/25/2035 0.02%
WFRBS 2011-C5 C P/P 144A 05.6714 11/15/2044 0.02%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.02%
WFRBS 2012-C9 XB IO P/P 144A 00.6997 11/15/2045 0.02%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.02%
WM MORRISON SUPERMARKETS 0.02%
WP CAREY INC 04.6000 04/01/2024 0.02%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 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%
A SCHULMAN INC 06.8750 06/01/2023 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%
ABERTIS INFRAESTRUCTURAS SA 0.01%
ADS INC P/P 144A 05.6250 11/15/2024 0.01%
AEGON NV 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%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.01%
ALTRIA GROUP INC 04.0000 01/31/2024 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMC ENT HOLDIN 06.1250 05/15/2027 0.01%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.01%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 0.01%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.01%
AMERICAN EXPRESS CO 0.01%
AMERICAN EXPRESS CO 04.9000 12/29/2049 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
ARCELORMITTAL USD 07.2500 10/15/2039 0.01%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.01%
ASAHI GROUP HOLDINGS LTD 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.01%
ASTRAZENECA PLC USD 06.4500 09/15/2037 0.01%
AVAYA HOLDINGS CORP 0.01%
BAE SYSTEMS PLC 0.01%
BANDAI NAMCO HOLDINGS INC 0.01%
BANK OF AMERICA CORP 02.8845 09/15/2026 0.01%
BANK OF MONTREAL 0.01%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.01%
BANK OF NOVA SCOTIA 0.01%
BAXTER INTERNATIONAL 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%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.01%
BERRY GLOBAL INC 05.1250 07/15/2023 0.01%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.01%
BRIGGS & STRATTON CORPORATION 06.8750 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%
BSCMS 2006-PW11 C P/P 144A 05.2790 03/11/2039 0.01%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 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 06.5721 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%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.01%
CAN IMPERIAL BK OF COMMERCE 0.01%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.01%
CARLSBERG AS-B 0.01%
CAS 2015-C01 1M2 06.1715 02/25/2025 0.01%
CAS 2016-C05 2M1 03.2215 01/25/2029 0.01%
CAS 2016-C06 1M2 06.1215 04/25/2029 0.01%
CBRE SERVICES INC 05.2500 03/15/2025 0.01%
CBS CORP 04.0000 01/15/2026 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.01%
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%
CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 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 08/01/2023 0.01%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
COMCAST CORP 03.9990 11/01/2049 0.01%
COMCAST CORP 06.5000 11/15/2035 0.01%
COMM 2014-CR18 XA IO 01.2120 07/15/2047 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
COMPUTERSHARE LTD 0.01%
CONSTELLATION BRANDS INC-A 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
CONTINENTAL RESOURCES INC. 04.5000 04/15/2023 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 AMER/CAP P/P 144A 04.7500 02/01/2026 0.01%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.01%
CROWN CASTLE TOWERS P/P 144A 04.8830 08/15/2020 0.01%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.01%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.01%
CWALT 2005-27 1A1 01.9418 08/25/2035 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%
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%
DGB FINANCIAL GROUP INC 0.01%
DIAGEO INVESTMENT CORP 08.0000 09/15/2022 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%
DISH DBS CORP 05.8750 11/15/2024 0.01%
DUKE ENERGY CORP 0.01%
DYNEGY INC P/P 144A 08.1250 01/30/2026 0.01%
EBAY INC 0.01%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.01%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.01%
ENERGY TRANSFER PARTNERS 05.2000 02/01/2022 0.01%
ENERGY TRANSFER PARTNERS 06.1250 12/15/2045 0.01%
ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 0.01%
ENSCO PLC USD 07.7500 02/01/2026 0.01%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
EURAZEO SA 0.01%
EXTRACTION OIL & GAS P/P 144A 05.6250 02/01/2026 0.01%
FEDEX CORP 02.6250 08/01/2022 0.01%
FHR 2990 LB 12.4049 06/15/2034 0.01%
FHR 3249 PS 16.4122 12/15/2036 0.01%
FHR 3408 EK 18.6443 04/15/2037 0.01%
FIDELITY NATIONAL INFO SERV 0.01%
FIDELITY NATIONAL INFORM 05.0000 10/15/2025 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%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.01%
FNR 2005-106 JC 14.3209 12/25/2035 0.01%
FNR 2006-8 HP 17.7045 03/25/2036 0.01%
FORTERRA TL L+300 04.8769 10/25/2023 0.01%
FRAC TECH INTL TLB L+475 06.6269 04/16/2021 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%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 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%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 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 MOTORS FINL CO 04.0000 01/15/2025 0.01%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.01%
GLP CAP LP / FIN II 04.8750 11/01/2020 0.01%
GNMA GII30 AY2298 04.7000 05/20/2067 0.01%
GNMA GII30 AY4779 04.4940 03/20/2067 0.01%
GNMA GII30 BA7681 04.6290 06/20/2067 0.01%
GNMA GII30 BB0107 04.7000 08/20/2067 0.01%
GNR 2010-9 UI IO 05.0000 01/20/2040 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%
GOEASY LTD P/P 144A 07.8750 11/01/2022 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%
GSMS 2013-GC12 D P/P 144A 04.4430 06/10/2046 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 05.2500 06/15/2026 0.01%
HENKEL AG & CO KGAA VORZUG 0.01%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.01%
HK ELECTRIC INVEST 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 INTERNATIONAL INC 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 USA INC 03.5000 06/23/2024 0.01%
HUB INTL LTD P/P 144A 07.8750 10/01/2021 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.01%
HYATT HOTELS CORP 03.3750 07/15/2023 0.01%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.01%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
IMPERIAL BRANDS PLC 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 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 POST BANK CO LTD 0.01%
JAPAN TOBACCO INC 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%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.01%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.01%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.01%
JPMCC 2012-LC9 D P/P 144A 04.3724 12/15/2047 0.01%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.01%
KCA DEUTAG TL L+525 07.6539 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 05.4000 09/01/2044 0.01%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
KRATON POLYMERS P/P 144A 10.5000 04/15/2023 0.01%
LAGARDERE SCA 0.01%
LENNAR CORP 04.7500 11/15/2022 0.01%
LIBERTY EXPEDIA HOLD-A 0.01%
LIONS GATE ENT P/P 144A 05.8750 11/01/2024 0.01%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.01%
LLOYDS BANKING GROUP P/P 144A 06.6570 05/21/2037 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%
MAN SE 0.01%
MARATHON PETRO CORP 06.5000 03/01/2041 0.01%
MASTEC INC 04.8750 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%
MEDIOBANCA SPA 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%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.01%
MGM RESORTS INTL 08.6250 02/01/2019 0.01%
MICRON TECH INC P/P 144A 05.2500 01/15/2024 0.01%
MITSUBISHI MATERIALS CORP 0.01%
MITSUBISHI TANABE PHARMA 0.01%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.01%
MSC 2007-HQ11 AJ 05.5080 02/12/2044 0.01%
MSC 2011-C3 D P/P 144A 05.1557 07/15/2049 0.01%
MSRR 2015-R4 CB1 00.5977 08/26/2047 0.01%
NABORS IND INC P/P 144A 05.7500 02/01/2025 0.01%
NATIONAL BANK OF CANADA 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NEC CORP 0.01%
NEIMAN MARCUS TL L+325 04.9405 10/25/2020 0.01%
NETFLIX INC P/P 144A 04.8750 04/15/2028 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%
NEXT PLC 0.01%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.01%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.01%
NISOURCE INC 0.01%
NISSAN MOTOR CO LTD 0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.01%
NORFOLK SOUTHERN CORP 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 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%
NTT DOCOMO INC 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OCCIDENTAL PETROLEUM CORP 0.01%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.01%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.01%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.01%
OSHKOSH CORP 0.01%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.01%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.01%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.01%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.01%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.01%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.01%
PETROLEOS MEXICANOS P/P 144A 06.3500 02/12/2048 0.01%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 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%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.01%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 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%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.01%
REALTY INCOME CORP 04.6500 08/01/2023 0.01%
RED HAT INC 0.01%
REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 0.01%
REVLON CONS TLB L+350 05.3769 09/07/2023 0.01%
REVLON CONSUMER PROD 06.2500 08/01/2024 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%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.01%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 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%
SCHRODERS PLC 0.01%
SENIOR HOUSING PROP TRUST 0.01%
SERVICE CORP INTL 05.3750 01/15/2022 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%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.01%
SINGAPORE TECH ENGINEERING 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%
SMC CORP 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%
SPDR S&P 500 ETF TRUST 0.01%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.01%
STACR 2015-HQ1 M2 04.0715 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%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.01%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.01%
SUZUKI MOTOR CORP 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
T-MOBILE USA INC 05.3750 04/15/2027 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 05.6250 05/01/2025 0.01%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.01%
TIME WARNER INC 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TORONTO-DOMINION BANK 0.01%
TOYO SUISAN KAISHA LTD 0.01%
TOYOTA MOTOR CORP 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%
TRANSDIGM INC 06.5000 07/15/2024 0.01%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 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%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.01%
TRONOX INC P/P 144A 06.5000 04/15/2026 0.01%
UAL 2007 PASS TRUST 06.6360 07/02/2022 0.01%
UBSBB 2012-C4 XA IO P/P 144A 01.6538 12/10/2045 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 CONCRETE INC 06.3750 06/01/2024 0.01%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 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%
VALEANT PHARMA P/P 144A 09.2500 04/01/2026 0.01%
VALERO ENERGY PARTNERS 04.3750 12/15/2026 0.01%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.01%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.01%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 0.01%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.01%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.01%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.01%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.5798 12/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
WFRBS 2013-C15 D P/P 144A 04.4813 08/15/2046 0.01%
WFRBS 2014-C19 C 04.6460 03/15/2047 0.01%
WHITING PETROLEUM C P/P 144A 06.6250 01/15/2026 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 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%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.01%
YANGZIJIANG SHIPBUILDING 0.01%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.01%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
2.605 R ISWP FWD US0003M P 06/20/2020 0.00%
2.75 R ISWP FWD US0003M P 06/20/2023 0.00%
2.7845 R ISWP US0003M P 04/03/2028 0.00%
2.85 R ISWP FWD US0003M P 06/20/2048 0.00%
2.90 R ISWP FWD US0003M P 06/20/2028 0.00%
ACC CLAIMS HOLDING LLC CLASS A 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AES CORP/THE 05.1250 09/01/2027 0.00%
AIR LEASE CORP 02.5000 03/01/2021 0.00%
AK STEEL CORP 06.3750 10/15/2025 0.00%
AKORN INC 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.00%
ALLIANT 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 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%
ANNALY CAPITAL MANAGEMENT IN 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%
ARRIS INTERNATIONAL PLC 0.00%
AUD/USD 04/18/2018 BCAP-FX 0.00%
AUD/USD 04/18/2018 CSI-FX 0.00%
AUD/USD 04/18/2018 HSBCB 0.00%
AUD/USD 04/18/2018 UBS 0.00%
AUD/USD 04/18/2018 WPAC 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 00.0515 07/10/2042 0.00%
BACM 2004-5 XC IO P/P 144A 00.4336 11/10/2041 0.00%
BACM 2005-1 XW IO P/P 144A 00.0000 11/10/2042 0.00%
BACM 2007-5 XW IO P/P 144A 00.0032 02/10/2051 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BAYTEX ENERGY CORP P/P 144A 05.1250 06/01/2021 0.00%
BB&T CORP 0.00%
BERKSHIRE HATHAWAY INC-CL B 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.00%
BIOSCRIP INC 08.8750 02/15/2021 0.00%
BOOKING HOLDINGS INC 0.00%
BOSTON SCIENTIFIC CORP 0.00%
BOYD GAMING CORP 06.3750 04/01/2026 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
BOYNE USA INC P/P 144A 07.2500 05/01/2025 0.00%
BRAZILIAN REAL CALL ACCOUNT 0.00%
BRIGHT HORIZONS FAMILY SOLUT 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 00.4181 12/11/2038 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 04/18/2018 BCAP-FX 0.00%
CAD/USD 04/18/2018 SSBT 0.00%
CAE INC 0.00%
CAESARS ENTERTAINMENT CORP 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%
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%
CDK GLOBAL INC 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%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.4861 10/15/2049 0.00%
CGI GROUP INC - CLASS A 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 06/20/2018 JPMCB 0.00%
CINEMARK USA INC 04.8750 06/01/2023 0.00%
CINEMARK USA INC 05.1250 12/15/2022 0.00%
CISCO SYSTEMS INC 0.00%
CIT GROUP INC 03.8750 02/19/2019 0.00%
CIT GROUP INC P/P 144A 05.5000 02/15/2019 0.00%
CIT GROUP INC. 05.0000 08/15/2022 0.00%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.00%
CLP HOLDINGS LTD 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 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 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 CG 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 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 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 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 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 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.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.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CME GROUP INC 0.00%
CNH/USD 05/16/2018 GSFX 0.00%
COCA-COLA EUROPEAN PARTNERS 0.00%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.00%
COMM 2006-C8 XS IO P/P 144A 00.6196 12/10/2046 0.00%
CONCHO RESOURCES INC 03.7500 10/01/2027 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%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.00%
CSFB 2003-C3 AX IO P/P 144A 02.0754 05/15/2038 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
DAIMLER AG-REGISTERED SHARES 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 06/20/2018 CITI 0.00%
DYNEGY INC 07.6250 11/01/2024 0.00%
ECOLAB INC 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
EMPIRE STATE REALTY TRUST-A 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 06/20/2018 BANKAM 0.00%
EUR/USD 06/20/2018 BCAP-FX 0.00%
EUR/USD 06/20/2018 CITI 0.00%
EUR/USD 06/20/2018 CSI-FX 0.00%
EUR/USD 06/20/2018 GSFX 0.00%
EUR/USD 06/20/2018 HSBCB 0.00%
EUR/USD 06/20/2018 JPMCB 0.00%
EUR/USD 06/20/2018 RBSF 0.00%
EUR/USD 06/20/2018 SSBT 0.00%
EUR/USD 06/20/2018 UBS 0.00%
EUR/USD 06/20/2018 WPAC 0.00%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.00%
FHR 3206 EO PO 00.0000 08/15/2036 0.00%
FHR 3300 PO PO 00.0000 02/15/2037 0.00%
FHR 3326 WF 00.0000 10/15/2035 0.00%
FHR 3391 PO PO 00.0000 04/15/2037 0.00%
FISERV INC 0.00%
FNR 2005-75 GS 14.6355 08/25/2035 0.00%
FNR 2005-83 QP 12.5281 11/25/2034 0.00%
FNR 2006-125 OX PO 00.0000 01/25/2037 0.00%
FNR 2006-62 PS 28.6710 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 2007-64 LO PO 00.0000 07/25/2037 0.00%
FRONTIER COMM 11.0000 09/15/2025 0.00%
FUJITSU LTD 0.00%
GATES GLOBAL TLB L+275 05.0520 03/31/2024 0.00%
GBP/USD 06/20/2018 BANKAM 0.00%
GBP/USD 06/20/2018 CITI 0.00%
GBP/USD 06/20/2018 CSI-FX 0.00%
GBP/USD 06/20/2018 HSBCB 0.00%
GBP/USD 06/20/2018 JPMCB 0.00%
GBP/USD 06/20/2018 SSBT 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%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.00%
GMAC CAPITAL TRUST I PCT 07.6237 0.00%
GMACC 2005-C1 X1 IO P/P 144A 00.9874 05/10/2043 0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036 0.00%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HERMES INTERNATIONAL 0.00%
HKD/USD 05/16/2018 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%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.00%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 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%
INTERCONTINENTAL EXCHANGE IN 0.00%
INTERCONTINENTAL HOTELS GROU 0.00%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 0.00%
INTUITIVE SURGICAL INC 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 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%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
JAPANESE YEN CALL ACCOUNT 0.00%
JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 0.00%
JPMCC 05-CB12 X1 IO P/P 144A 00.3741 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 00.2872 05/15/2045 0.00%
JPY/USD 05/16/2018 BCAP-FX 0.00%
JPY/USD 05/16/2018 CSI-FX 0.00%
JPY/USD 05/16/2018 GSFX 0.00%
JPY/USD 05/16/2018 JPMCB 0.00%
JPY/USD 05/16/2018 RBSF 0.00%
JPY/USD 05/16/2018 SSBT 0.00%
JPY/USD 05/16/2018 UBS 0.00%
KANSAS CITY SOUTHERN 0.00%
KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 0.00%
KOREAN WON CALL ACCOUNT 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 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 00.3553 11/15/2040 0.00%
LENNAR CORP P/P 144A 05.8750 11/15/2024 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.FN30.600.08 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%
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%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
METTLER-TOLEDO INTERNATIONAL 0.00%
MEZZ 2005-C3 X IO P/P 144A 05.8927 05/15/2044 0.00%
MEZZ 2006-C4 X IO P/P 144A 05.4243 07/15/2045 0.00%
MEZZ 2007-C5 X IO P/P 144A 05.0450 12/15/2049 0.00%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.00%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.00%
MGM RESORTS INTL 06.6250 12/15/2021 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MILAGRO OIL & GAS 0.00%
MILLICOM INTL CELLULAR-SDR 0.00%
MINI MSCI EAFE JUN18 MFSM8 0.00%
MLMT 2004-KEY2 XC IO P/P 144A 00.5353 08/12/2039 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0025 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%
MONSTER BEVERAGE CORP 0.00%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.00%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.00%
NETAPP INC 0.00%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.00%
NEW RESIDENTIAL INVESTMENT 0.00%
NEW WORLD DEVELOPMENT 0.00%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.00%
NOK/USD 06/20/2018 BANKAM 0.00%
NOK/USD 06/20/2018 GSFX 0.00%
NOK/USD 06/20/2018 JPMCB 0.00%
NOK/USD 06/20/2018 SSBT 0.00%
NOK/USD 06/20/2018 UBS 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 04/18/2018 CITI 0.00%
NZD/USD 04/18/2018 GSFX 0.00%
NZD/USD 04/18/2018 JPMCB 0.00%
NZD/USD 04/18/2018 RBSF 0.00%
NZD/USD 04/18/2018 UBS 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
OLD REPUBLIC INTL CORP 0.00%
PACTIV LLC 08.3750 04/15/2027 0.00%
PARTNERS GROUP HOLDING AG 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
PERKINELMER INC 0.00%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PHILLIPS 66 0.00%
PIEDMONT OFFICE REALTY TRU-A 0.00%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 0.00%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.00%
POSTE ITALIANE SPA 0.00%
POUND STERLING CALL ACCOUNT 0.00%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REVLON CONSUMER PRODS 05.7500 02/15/2021 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
ROYAL DUTCH SHELL PLC-A SHS 0.00%
RUB/USD 06/20/2018 JPMCB 0.00%
S&P MID 400 EMINI JUN18 FAM8 0.00%
S&P500 EMINI FUT JUN18 ESM8 0.00%
SAFRAN SA 0.00%
SANDRIDGE ENERGY INC 0.00%
SCOTTS MIRACLE-GRO CO 0.00%
SECOM CO LTD 0.00%
SEK/USD 06/20/2018 BANKAM 0.00%
SEK/USD 06/20/2018 BCAP-FX 0.00%
SEK/USD 06/20/2018 CITI 0.00%
SEK/USD 06/20/2018 CSI-FX 0.00%
SEK/USD 06/20/2018 GSFX 0.00%
SEK/USD 06/20/2018 HSBCB 0.00%
SEK/USD 06/20/2018 JPMCB 0.00%
SEK/USD 06/20/2018 RBSF 0.00%
SEK/USD 06/20/2018 SSBT 0.00%
SEK/USD 06/20/2018 UBS 0.00%
SEMGROUP CORP 06.3750 03/15/2025 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 05/16/2018 JPMCB 0.00%
SKY PLC 0.00%
SM ENERGY CO 05.0000 01/15/2024 0.00%
SM ENERGY CO 06.5000 01/01/2023 0.00%
SONIC HEALTHCARE LTD 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%
SPRINGLEAF FINANCE CORP 08.2500 12/15/2020 0.00%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.00%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
SSE PLC 0.00%
STACR 2016-DNA3 M1 02.9715 12/25/2028 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STEEL DYNAMICS INC 04.1250 09/15/2025 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%
SWISS FRANC CALL ACCOUNT 0.00%
SWISS PRIME SITE-REG 0.00%
T-MOBILE USA INC 04.5000 02/01/2026 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%
TARGA RES PRTNRS 05.1250 02/01/2025 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%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 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%
TOPIX INDX FUTR JUN18 TPM8 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 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 06/20/2018 SSBT 0.00%
TWO HARBORS INVESTMENT CORP 0.00%
TXU TCEH RIGHTS 0.00%
UDR INC 0.00%
UNICHARM CORP 0.00%
US 10YR NOTE (CBT)JUN18 TYM8 0.00%
US 10YR ULTRA FUT JUN18 UXYM8 0.00%
US 2YR NOTE (CBT) JUN18 TUM8 0.00%
US 5YR NOTE (CBT) JUN18 FVM8 0.00%
US BANCORP 0.00%
US LONG BOND(CBT) JUN18 USM8 0.00%
US ULTRA BOND CBT JUN18 WNM8 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%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 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 00.0508 06/15/2045 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEATHERFORD INTL LLC P/P 144A 09.8750 03/01/2025 0.00%
WILEY (JOHN) & SONS-CLASS A 0.00%
WILLIAMS COS INC 07.7500 06/15/2031 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
WORLDPAY INC-CLASS A 0.00%
WPX ENERGY INC 08.2500 08/01/2023 0.00%
YAMADA DENKI CO LTD 0.00%
ZAYO GROUP HOLDINGS INC 0.00%
ZOETIS INC 0.00%
ZURICH INSURANCE GROUP AG 0.00%
AUD/USD 04/18/2018 BANKAM -0.01%
AUD/USD 04/18/2018 CITI -0.01%
AUD/USD 04/18/2018 GSFX -0.01%
AUD/USD 04/18/2018 JPMCB -0.01%
AUD/USD 04/18/2018 RBSF -0.01%
AUD/USD 04/18/2018 SSBT -0.01%
CAD/USD 04/18/2018 JPMCB -0.01%
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 GS -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%
GBP/USD 06/20/2018 BCAP-FX -0.01%
GBP/USD 06/20/2018 GSFX -0.01%
JPY/USD 05/16/2018 CITI -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CDX CDX.NA.HY.30 500.0 06/20/2023 -0.05%
CGPUTQL2 R US0003M P 11/27/18 CI -0.08%
FNMA FN30 TBA 03.5000 04/01/2048 -0.09%
EMIN RUSSELL 2000 JUN18 RTYM8 -0.10%

Prior top 10 holdings

Top 10 holdings as of 04/30/18
Gnma Gii30 Ma4652 03.5000 08/20/2047
Fnma Fn30 Ma3238 03.5000 01/01/2048
Fnma Fn15 Al9468 03.0000 12/01/2031
Fhlmc Fh30g G08814 04.0000 05/01/2048
Microsoft
Fnma Fn30 Tba 03.0000 05/01/2048
Alphabet
JPMorgan Chase
S&P Gsci 3X 144a Note 04/01/2019
Apple
Holdings represent 18.00% of portfolio
Top 10 holdings as of 03/31/18
Gnma Gii30 Ma4652 03.5000 08/20/2047
Fnma Fn30 Ma3238 03.5000 01/01/2048
Fnma Fn15 Al9468 03.0000 12/01/2031
Fhlmc Fh30g G08677 04.0000 11/01/2045
Fnma Fn30 Tba 03.0000 04/01/2048
Microsoft
Alphabet
JPMorgan Chase
S&P Gsci 3X 144a Note 04/01/2019
Apple
Holdings represent 18.44% of portfolio
Top 10 holdings as of 02/28/18
Gnma Gii30 Ma4652 03.5000 08/20/2047
Fnma Fn30 Ma3238 03.5000 01/01/2048
Fnma Fn15 Al9468 03.0000 12/01/2031
Fhlmc Fh30g G08677 04.0000 11/01/2045
Fnma Fn30 Tba 03.0000 04/01/2048
Microsoft
Alphabet
JPMorgan Chase
Apple
Gnma Gii30 Ma4837 03.5000 11/20/2047
Holdings represent 18.48% of portfolio
Top 10 holdings as of 01/31/18
Gnma Gii30 Ma4652 03.5000 08/20/2047
Fnma Fn30 Ma3238 03.5000 01/01/2048
Fnma Fn15 Al9468 03.0000 12/01/2031
Fhlmc Fh30g G08677 04.0000 11/01/2045
Fnma Fn30 Tba 03.0000 03/01/2048
Microsoft
Alphabet
Bilhetes Do Tesouro 00.0000 05/18/2018
JPMorgan Chase
Gnma Gii30 Tba 03.5000 02/01/2048
Holdings represent 18.76% of portfolio

Portfolio composition as of 04/30/18

U.S. Investment-grade bonds 54.04%
U.S. large-cap equity 26.32%
International equity 7.49%
U.S. small- and mid-cap equity 6.02%
U.S. High-yield bonds 3.45%
Commodities 2.68%

Fixed income statistics as of 04/30/18

Average effective maturity 10.27 yrs.
Average effective duration 3.67 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 1.02% 1.77% 1.77% 1.52% 1.27% 0.73% 0.66% 0.77%
What you pay 1.02% 1.77% 1.77% 1.52% 1.27% 0.73% 0.66% 0.77%

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 Bloomberg Barclays U.S. Aggregate Bond Index is an unmanaged index of U.S. investment-grade fixed-income securities. The Putnam Conservative Blended Benchmark is a benchmark administered by Putnam Management, comprising 65% the Bloomberg Barclays U.S. Aggregate Bond Index, 25% the Russell 3000 Index, 5% 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.