Dynamic Asset Allocation Balanced Fund  (PABAX)

A globally diversified fund pursuing a balance of growth and income

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 $16.01
0.06% | $0.01
$16.01
12/13/17
$14.10
12/16/16
Historical fund price

Fund facts as of 11/30/17

Total net assets
$2,727.19M
Turnover (fiscal year end)
200%
Dividend frequency (view rate)
Quarterly
Number of holdings
1812
Fiscal year-end
September
CUSIP / Fund code
746444306 / 0041
Inception date
02/07/94
Category
Asset Allocation
Open to new investors
Ticker
PABAX

Management team


Co-Head of Global Asset Allocation

Co-Head of Global Asset Allocation

Chief Investment Officer, Global Asset Allocation

Co-Head of Global Asset Allocation


Manager commentary | Q3 2017

Sectors that offer value today

Jason Vaillancourt, Co-Head of Global Asset Allocation, talks about opportunities in the technology and financials sectors.


Literature


Market sectors that might lead in 2018
Technology’s strength seems set to continue, but with the prospect of rising rates, financials may also be among the leading market sectors.
Just how cheap are European equities?
Our analysis finds that industry group weightings play a significant role in valuation discrepancies between U.S. and European equities.
What could disturb unprecedented calm in markets?
What’s most remarkable about 2017 is the market calm, but this is not a sign that the trend will revert to the mean.

Performance

Consistency of positive performance over five years

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

Performance shown above 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 see below.

17.49%

Best 5-year annualized return

(for period ending 12/31/99)


-3.46%

Worst 5-year annualized return

(for period ending 03/31/09)


6.50%

Average 5-year annualized return


  • Total return (%) as of 09/30/17

  • Annual performance as of 09/30/17

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 12.66% 7.01% 9.28% 5.82%
After sales charge 6.18% 4.91% 7.99% 5.19%
Russell 3000 Index 18.71% 10.74% 14.23% 7.57%
Putnam Balanced Blended Benchmark 11.52% 7.23% 9.03% 6.15%

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 11/30/17 1.92 % -3.94 %
YTD as of 12/13/17 14.70 % 8.10 %

Yield

Distribution rate before sales charge
as of 12/13/17
1.40%
Distribution rate after sales charge
as of 12/13/17
1.32%
30-day SEC yield as of 11/30/17
(after sales charge)
1.41%

Risk-adjusted performance as of 10/31/17

Alpha (3 yrs.) 0.00
Sharpe ratio (3 yrs.) 0.99
Treynor ratio (3 yrs.) 10.24
Information ratio (3 yrs.) -0.93

Volatility as of 10/31/17

Standard deviation (3 yrs.) 6.63%
Beta 0.64
R-squared 0.94

Capture ratio as of 10/31/17

Up-market (3 yrs.) 67.14
Down-market (3 yrs.) 68.38

Lipper rankings as of 10/31/17

Mixed-Asset Target Alloc Moderate Funds Percentile ranking Rank/Funds in category
1 yr. 10% 51/546
3 yrs. 8% 36/498
5 yrs. 5% 21/452
10 yrs. 9% 28/339

Morningstar ratings as of 10/31/17

Allocation--50% to 70% Equity Rating Funds in category
Overall (686)
3 yrs. (686)
5 yrs. (625)
10 yrs. (438)

Distributions

Record/Ex dividend date 09/18/17
Payable date 09/20/17
Income $0.056
Extra income $0.0
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.


Holdings

Top 10 holdings as of 10/31/17

Gnma Gii30 Ma4652 03.5000 08/20/2047 2.36%
Apple 1.95%
Microsoft 1.91%
Alphabet 1.81%
S&P Gsci TOT Return Indx 3X Note 11/05/2018-DB 1.52%
JPMorgan Chase 1.34%
Johnson & Johnson 1.26%
Fnma Fn30 Ma2864 03.5000 01/01/2047 1.14%
Citigroup 1.09%
UnitedHealth Group 1.02%
Top 10 holdings, percent of portfolio 15.40%

Full portfolio holdings as of 09/30/17

GNMA GII30 MA4652 03.5000 08/20/2047 2.41%
APPLE INC 1.80%
ALPHABET INC-CL A 1.73%
MICROSOFT CORP 1.73%
JPMORGAN CHASE & CO 1.29%
JOHNSON & JOHNSON 1.19%
FNMA FN30 MA2864 03.5000 01/01/2047 1.17%
CITIGROUP INC 1.10%
FNMA FN15 AL9468 03.0000 12/01/2031 1.04%
FHLMC FH30G G08677 04.0000 11/01/2045 0.99%
UNITEDHEALTH GROUP INC 0.97%
VERIZON COMMUNICATIONS INC 0.97%
GILEAD SCIENCES INC 0.89%
FNMA FN30 TBA 03.0000 11/01/2047 0.87%
FNMA FN30 890765 03.5000 09/01/2046 0.83%
CELGENE CORP 0.74%
GOLDMAN SACHS GROUP INC 0.74%
MCDONALD'S CORP 0.73%
APPLIED MATERIALS INC 0.72%
LOWES COMPANIES INC 0.65%
PEPSICO INC 0.61%
TEXAS INSTRUMENTS INC 0.59%
EXXON MOBIL CORP 0.55%
UNION PACIFIC CORP 0.55%
WALT DISNEY CO/THE 0.52%
FNMA FN30 TBA 06.0000 10/01/2047 0.51%
TJX COMPANIES INC 0.49%
MERCK & CO. INC. 0.45%
VALERO ENERGY CORP 0.44%
FNMA FN15 TBA 03.0000 10/01/2032 0.43%
GNMA GII30 MA4451 03.5000 05/20/2047 0.43%
L3 TECHNOLOGIES INC 0.41%
FACEBOOK INC-A 0.39%
GNMA GII30 MA4586 03.5000 07/20/2047 0.39%
NORTHROP GRUMMAN CORP 0.39%
RAYTHEON COMPANY 0.39%
ELI LILLY & CO 0.38%
MCKESSON CORP 0.38%
ENTERGY CORP 0.36%
FNMA FN30 BH5117 04.0000 08/01/2047 0.36%
HP INC 0.36%
WALGREENS BOOTS ALLIANCE INC 0.36%
GNMA GII30 TBA 03.5000 10/01/2047 0.35%
KIMBERLY-CLARK CORP 0.35%
TYSON FOODS INC-CL A 0.35%
RALPH LAUREN CORP 0.34%
WAL-MART STORES INC 0.34%
DELTA AIR LINES INC 0.32%
CUMMINS INC 0.31%
SQUARE INC - A 0.31%
WILLIAMS COS INC 0.31%
FNMA FN30 AS6395 03.5000 12/01/2045 0.30%
INTUIT INC 0.30%
PRUDENTIAL FINANCIAL INC 0.30%
NORFOLK SOUTHERN CORP 0.28%
PARSLEY ENERGY INC-CLASS A 0.28%
SHERWIN-WILLIAMS CO/THE 0.28%
ALLSTATE CORP 0.27%
DISCOVERY COMMUNICATIONS-A 0.27%
E*TRADE FINANCIAL CORPORATION 0.27%
ONEOK INC 0.27%
SYSCO CORP 0.27%
CROWN HOLDINGS INC 0.26%
HOME DEPOT INC 0.26%
AFLAC INC 0.25%
AMERIPRISE FINANCIAL INC 0.24%
AMERISOURCEBERGEN CORP 0.24%
DXC TECHNOLOGY CO 0.23%
ROCHE HOLDING AG-GENUSSCHEIN 0.23%
ROSS STORES INC 0.23%
AMERICAN ELECTRIC POWER 0.22%
BAXTER INTERNATIONAL INC 0.22%
EBAY INC 0.22%
JUNIPER NETWORKS INC 0.22%
PARKER HANNIFIN CORP 0.22%
ALLISON TRANSMISSION HOLDING 0.21%
CIMAREX ENERGY CO 0.21%
PVH CORP 0.21%
UGI CORP 0.21%
CLOROX COMPANY 0.20%
CR BARD INC 0.20%
DANAHER CORP 0.20%
HARTFORD FINANCIAL SVCS GRP 0.20%
SANOFI 0.20%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.20%
AGILENT TECHNOLOGIES INC 0.19%
HERSHEY CO/THE 0.19%
TOTAL SA 0.19%
ALLIANZ SE-REG 0.18%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.18%
BAYER AG-REG 0.18%
CITRIX SYSTEMS INC 0.18%
DISCOVER FINANCIAL SERVICES 0.18%
EXELON CORP 0.18%
FIRSTENERGY CORP 0.18%
SUNTRUST BANKS INC 0.18%
BASF SE 0.17%
EQUITY RESIDENTIAL TR REIT 0.17%
GLAXOSMITHKLINE PLC 0.17%
NOVARTIS AG-REG 0.17%
WASTE MANAGEMENT INC 0.17%
3I GROUP PLC 0.16%
ENEL SPA 0.16%
HASBRO INC 0.16%
STEEL DYNAMICS INC 0.16%
VMWARE INC-CLASS A 0.16%
AMDOCS LTD 0.15%
BAKER HUGHES A GE CO 0.15%
DEUTSCHE POST AG-REG 0.15%
MAXIM INTEGRATED PRODUCTS 0.15%
MITSUBISHI UFJ FINANCIAL GRO 0.15%
PACKAGING CORP OF AMERICA 0.15%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.15%
SUMITOMO MITSUI FINANCIAL GR 0.15%
ULTA BEAUTY INC 0.15%
AMADEUS IT GROUP SA 0.14%
CONAGRA BRANDS INC 0.14%
DARDEN RESTAURANTS INC 0.14%
FNMA FN30 AS7003 03.0000 04/01/2046 0.14%
LEAR CORP 0.14%
MIZUHO FINANCIAL GROUP INC 0.14%
REPSOL SA 0.14%
ALTRIA GROUP INC 0.13%
ATOS SE 0.13%
AXA SA 0.13%
CAMPBELL SOUP CO 0.13%
CITIGROUP INC 03.8870 01/10/2028 0.13%
FNMA FN30 AS5722 03.5000 09/01/2045 0.13%
FNMA FN30 BC2733 03.0000 05/01/2046 0.13%
KAO CORP 0.13%
LINCOLN NATIONAL CORP 0.13%
MASCO CORP 0.13%
NIPPON TELEGRAPH & TELEPHONE 0.13%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.13%
SWISS RE AG 0.13%
WELLCARE HEALTH PLANS INC 0.13%
YUM BRANDS INC 0.13%
ADOBE SYSTEMS INC 0.12%
ALLY FINANCIAL INC 0.12%
BUNGE LTD 0.12%
CAS 2015-C04 2M2 06.7872 04/25/2028 0.12%
CK ASSET HOLDINGS LTD 0.12%
DELL TECHNOLOGIES INC-CL V 0.12%
EVONIK INDUSTRIES AG 0.12%
F5 NETWORKS INC 0.12%
FORTINET INC 0.12%
GE CAP INTL FUNDING USD 04.4180 11/15/2035 0.12%
HCP INC 0.12%
HEINEKEN HOLDING NV 0.12%
HUNTINGTON INGALLS INDUSTRIE 0.12%
ITOCHU CORP 0.12%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.12%
MORGAN STANLEY 0.12%
MORGAN STANLEY 03.6250 01/20/2027 0.12%
ORIX CORP 0.12%
OWENS CORNING 0.12%
PROCTER & GAMBLE CO/THE 0.12%
QUANTA SERVICES INC 0.12%
SKY PLC 0.12%
SPIRIT AEROSYSTEMS HOLD-CL A 0.12%
TAYLOR WIMPEY PLC 0.12%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.12%
ADECCO GROUP AG-REG 0.11%
ANNALY CAPITAL MANAGEMENT IN 0.11%
APPLE INC 02.1000 05/06/2019 0.11%
AVERY DENNISON CORP 0.11%
BF0101 03.5000 06/01/2056 0.11%
BNP PARIBAS 0.11%
BOUYGUES SA 0.11%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.11%
INDUSTRIVARDEN AB-A SHS 0.11%
MARUBENI CORP 0.11%
MUENCHENER RUECKVER AG-REG 0.11%
NEWMONT MINING CORP 0.11%
NISOURCE INC 0.11%
NN GROUP NV 0.11%
PERSIMMON PLC 0.11%
PEUGEOT SA 0.11%
RESONA HOLDINGS INC 0.11%
SOCIETE GENERALE SA 0.11%
SYNOPSYS INC 0.11%
TATE & LYLE PLC 0.11%
AGNC INVESTMENT CORP 0.10%
ARAMARK 0.10%
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.28 100.0 06/20/2022 0.10%
CENTERPOINT ENERGY INC 0.10%
CENTRAL JAPAN RAILWAY CO 0.10%
CENTRICA PLC 0.10%
ELECTROLUX AB-SER B 0.10%
FIAT CHRYSLER AUTOMOBILES NV 0.10%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.10%
HOCHTIEF AG 0.10%
INGREDION INC 0.10%
MANPOWERGROUP INC 0.10%
MARKS AND SPENCER LTD 0.10%
NVR INC 0.10%
OSHKOSH CORP 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%
TERADYNE INC 0.10%
TRAVELERS COS INC/THE 0.10%
UNUM GROUP 0.10%
WATSCO INC 0.10%
WM MORRISON SUPERMARKETS 0.10%
ACS ACTIVIDADES 0.09%
CAMDEN PROPERTY TRUST 0.09%
CIMIC GROUP LTD 0.09%
DBUBS 2011-LC3A D P/P 144A 05.3454 08/10/2044 0.09%
DUN & BRADSTREET CORP 0.09%
FNMA FN30 AS7154 03.0000 05/01/2046 0.09%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.09%
JACOBS ENGINEERING GROUP INC 0.09%
ORACLE CORPORATION 02.2500 10/08/2019 0.09%
SHIONOGI & CO LTD 0.09%
TELSTRA CORP LTD 0.09%
TRANSUNION 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%
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 06.9372 04/25/2028 0.08%
COCA-COLA AMATIL LTD 0.08%
DUKE REALTY CORP 0.08%
HD SUPPLY HOLDINGS INC 0.08%
HITACHI LTD 0.08%
KINGFISHER PLC 0.08%
MICROSOFT CORP 01.5500 08/08/2021 0.08%
NESTLE SA-REG 0.08%
PINNACLE FOODS INC 0.08%
QANTAS AIRWAYS LTD 0.08%
SCOTTS MIRACLE-GRO CO 0.08%
VEREIT INC 0.08%
VISTEON CORP 0.08%
VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 0.08%
ALTRIA GROUP INC 02.6250 01/14/2020 0.07%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.07%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.07%
APPLE INC 04.2500 02/09/2047 0.07%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.07%
BANCO SANTANDER SA 0.07%
BARRATT DEVELOPMENTS PLC 0.07%
BOOZ ALLEN HAMILTON HOLDINGS 0.07%
BWX TECHNOLOGIES INC 0.07%
CARLISLE COS INC 0.07%
CHARLES RIVER LABORATORIES 0.07%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.07%
DNB NOR ASA 0.07%
DR PEPPER SNAPPLE GROUP INC 0.07%
FIRST HAWAIIAN INC 0.07%
FNMA FN30 BM1172 03.0000 03/01/2047 0.07%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.07%
LAMB WESTON HOLDINGS INC 0.07%
LIBERTY MEDIA COR-SIRIUSXM A 0.07%
NEWELL BRANDS INC 04.2000 04/01/2026 0.07%
NOMURA HOLDINGS INC 0.07%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 0.07%
PARK HOTELS & RESORTS INC 0.07%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.07%
ROYAL DUTCH SHELL PLC-B SHS 0.07%
SPIRIT REALTY CAPITAL INC 0.07%
TOYOTA TSUSHO CORP 0.07%
UPM-KYMMENE OYJ 0.07%
VOYA FINANCIAL INC 0.07%
WH GROUP LTD 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%
ANA HOLDINGS INC 0.06%
APARTMENT INVT & MGMT CO -A 0.06%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.06%
BRIXMOR PROPERTY GROUP INC 0.06%
CAS 2016-C03 2M2 07.1372 10/25/2028 0.06%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.06%
COLONY NORTHSTAR INC-CLASS A 0.06%
COMM 2014-UBS6 C 04.6137 12/10/2047 0.06%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.06%
CREDIT AGRICOLE SA 0.06%
CWALT 2006-OA10 4A1 01.4272 08/25/2046 0.06%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.06%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.06%
ECOLAB INC 02.7000 11/01/2026 0.06%
ENDESA S.A. 0.06%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.06%
FOREST CITY REALTY TRUST- A 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%
HIGHWOODS PROPERTIES INC 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%
INDUSTRIAL BANK OF KOREA 0.06%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.06%
KAR AUCTION SERVICES INC 0.06%
MITSUBISHI CHEMICAL HOLDINGS 0.06%
MITSUBISHI TANABE PHARMA 0.06%
NATIONAL AUSTRALIA B P/P 144A 02.0072 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%
NCR CORPORATION 0.06%
NEW WORLD DEVELOPMENT 0.06%
POPULAR INC 0.06%
REINSURANCE GROUP OF AMERICA 0.06%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.06%
ROYAL MAIL PLC 0.06%
SANDVIK AB 0.06%
TABCORP HOLDINGS LTD 0.06%
TIMKEN COMPANY 0.06%
VALEO SA 0.06%
VANTIV INC - CL A 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%
WAMU 2005-AR12 1A8 03.1617 10/25/2035 0.06%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.06%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.06%
WFRBS 2011-C2 D P/P 144A 05.7881 02/15/2044 0.06%
WHEELOCK & CO LTD 0.06%
ALTRIA GROUP INC 02.8500 08/09/2022 0.05%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.05%
ARISTOCRAT LEISURE LTD 0.05%
ASAHI KASEI CORP 0.05%
ASSURED GUARANTY LTD 0.05%
AT&T INC 05.1500 02/14/2050 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%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.05%
BPCE SA P/P 144A 04.5000 03/15/2025 0.05%
CITIGROUP INC 02.6500 10/26/2020 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%
CSMC 2016-NXSR C 04.5094 12/15/2049 0.05%
CWALT 2006-OA7 1A2 01.8291 06/25/2046 0.05%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.05%
EAST WEST BANCORP INC 0.05%
FLIR SYSTEMS INC 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%
HOYA CORP 0.05%
JPMORGAN CHASE & CO 02.2950 08/15/2021 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%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.05%
MICHAELS COS INC/THE 0.05%
MICROSOFT CORP 03.3000 02/06/2027 0.05%
MOLSON COORS P/P 144A 01.9000 03/15/2019 0.05%
OMNICOM GROUP INC 03.6000 04/15/2026 0.05%
ORACLE CORP 02.6500 07/15/2026 0.05%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.05%
PFIZER INC 01.7000 12/15/2019 0.05%
PPL CORP 0.05%
RELIANCE STEEL & ALUMINUM 0.05%
RENAULT SA 0.05%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.05%
SERVICEMASTER GLOBAL HOLDING 0.05%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 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%
TAISEI CORP 0.05%
TIME WARNER INC 03.8000 02/15/2027 0.05%
TOPPAN PRINTING CO LTD 0.05%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.05%
WFRBS 2014-C22 XA IO 01.0658 09/15/2057 0.05%
ABBVIE INC 02.5000 05/14/2020 0.04%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.04%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.04%
AMERICAN TOWER CORP 04.0000 06/01/2025 0.04%
APPLE HOSPITALITY REIT INC 0.04%
ASSOCIATED BRITISH FOODS PLC 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%
BIOGEN INC 03.6250 09/15/2022 0.04%
BRDCOM CRP / FIN P/P 144A 03.8750 01/15/2027 0.04%
CARTERS INC 0.04%
CAS 2014-C02 1M2 03.8372 05/25/2024 0.04%
CHEVRON CORP 01.5610 05/16/2019 0.04%
CHIMERA INVESTMENT CORP 0.04%
CMLTI 2005-2 1A2A 03.2532 05/25/2035 0.04%
COMCAST CORP 03.3750 02/15/2025 0.04%
COMCAST CORP 06.9500 08/15/2037 0.04%
COMMERZBANK AG P/P 144A 08.1250 09/19/2023 0.04%
COVESTRO AG 0.04%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.04%
DAI NIPPON PRINTING CO LTD 0.04%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.04%
ENERGIZER HOLDINGS INC 0.04%
ENERGY TRANSFER LP 04.2000 04/15/2027 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
FNMA FN30 BC1155 03.0000 06/01/2046 0.04%
FNMA FN30 TBA 02.5000 10/01/2047 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%
HITACHI CHEMICAL CO LTD 0.04%
HOST HOTELS & RESORTS 05.2500 03/15/2022 0.04%
HYATT HOTELS CORP 04.8500 03/15/2026 0.04%
ISS A/S 0.04%
JPMCC 2012-C6 E P/P 144A 05.3074 05/15/2045 0.04%
KDDI CORP 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 02.1294 08/10/2022 0.04%
KURARAY CO LTD 0.04%
LANDSTAR SYSTEM INC 0.04%
LEAR CORP 03.8000 09/15/2027 0.04%
LIBERTY PROPERTY TRUST 0.04%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.04%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.04%
MONSANTO CO 05.5000 08/15/2025 0.04%
MORGAN STANLEY 02.6500 01/27/2020 0.04%
MSC INDUSTRIAL DIRECT CO-A 0.04%
NEWS CORP - CLASS A 0.04%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 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%
RIO TINTO PLC 0.04%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.04%
SPECTRUM BRANDS HOLDINGS INC 0.04%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.04%
STACR 2014-HQ3 M3 05.9872 10/25/2024 0.04%
TCF FINANCIAL CORP 0.04%
TORO CO 0.04%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.04%
VALIDUS HOLDINGS LTD 0.04%
VERIZON COMM 04.5220 09/15/2048 0.04%
VESTAS WIND SYSTEMS A/S 0.04%
WESTROCK MWV LLC 08.2000 01/15/2030 0.04%
WFRBS 2011-C3 D P/P 144A 05.8132 03/15/2044 0.04%
ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 0.03%
AES CORP/VA 05.5000 04/15/2025 0.03%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.03%
AIG LIFE HLDG INC P/P 144A 08.1250 03/15/2046 0.03%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.03%
AMAZON.COM INC 01.2000 11/29/2017 0.03%
AMERICAN FINANCIAL GROUP INC 0.03%
AMGEN INC 03.4500 10/01/2020 0.03%
ANGLO AMER PLC 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 01.3750 12/18/2017 0.03%
BANK OF NOVA SCOTIA USD 02.0500 10/30/2018 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%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.03%
CABOT CORP 0.03%
CAESARS ENT OPER TLB6B L+775 11.7500 03/01/2018 0.03%
CALTEX AUSTRALIA LTD 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%
CGPUTQL2 R USL3M P 12/01/17 CI 0.03%
CHENIERE CORP CHRIST P/P 144A 05.1250 06/30/2027 0.03%
CHEVRON CORP 01.1040 12/05/2017 0.03%
CITIGROUP INC 05.9500 12/29/2049 0.03%
CONOCOPHILLIPS COMPANY 01.0500 12/15/2017 0.03%
CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 0.03%
CORELOGIC INC 0.03%
COVIDIEN INTlL FIN USD 06.0000 10/15/2017 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 INTL CORP 03.7000 06/15/2026 0.03%
CROWN CASTLE TOWERS P/P 144A 06.1130 01/15/2020 0.03%
CSAIL 2015-C1 C 04.4417 04/15/2050 0.03%
CSAIL 2015-C1 D P/P 144A 03.9453 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%
DOLBY LABORATORIES INC-CL A 0.03%
DST SYSTEMS INC 0.03%
EDISON INTERNATIONAL 0.03%
ENBRIDGE INC USD 04.2500 12/01/2026 0.03%
EQT CORP 03.9000 10/01/2027 0.03%
EQUITY COMMONWEALTH 0.03%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.03%
EURONET WORLDWIDE INC 0.03%
FHLMC FH30G G60314 04.0000 09/01/2045 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 2011-GC3 D P/P 144A 05.8199 03/10/2044 0.03%
GSMS 2013-GC12 D P/P 144A 04.5841 06/10/2046 0.03%
HCA INC 05.5000 06/15/2047 0.03%
HOLOGIC INC 0.03%
HOME DEPOT INC 02.6250 06/01/2022 0.03%
HSBC HOLDINGS PLC 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%
INTEL CORP 01.3500 12/15/2017 0.03%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.03%
JPMBB 2013-C14 C 04.7211 08/15/2046 0.03%
JPMBB 2015-C33 XA IO 01.1840 12/15/2048 0.03%
JPMCC 2012-C8 D P/P 144A 04.8070 10/15/2045 0.03%
KAJIMA CORP 0.03%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.03%
LBMLT 2004-1 A2 02.0372 02/25/2034 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 VENTURES - SER A 0.03%
LNSTR 2015-3 B P/P 144A 03.3278 04/20/2048 0.03%
MAPFRE SA 0.03%
MEDIPAL HOLDINGS CORP 0.03%
MERCK & CO. INC. 01.3000 05/18/2018 0.03%
MICROSOFT CORP 02.4000 08/08/2026 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%
MSC 2011-C3 D P/P 144A 05.3268 07/15/2049 0.03%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 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%
ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 0.03%
OTSUKA CORP 0.03%
OUTFRONT MEDIA INC 0.03%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.03%
PETROBRAS GLOBAL FINANCE USD 08.3750 05/23/2021 0.03%
PFIZER INC 0.03%
PNC BANK NA 02.0000 05/19/2020 0.03%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.03%
PREMIER INC-CLASS A 0.03%
PRICELINE GROUP INC/THE 03.6500 03/15/2025 0.03%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.03%
PUGET SOUND ENERGY INC 06.9740 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 BANK OF CANADA USD 04.6500 01/27/2026 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 02.0872 05/25/2047 0.03%
SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 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%
SHIN-ETSU CHEMICAL CO LTD 0.03%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.03%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.03%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.03%
SPST 2017-1 A 02.1372 02/25/2049 0.03%
STACR 2013-DN2 M2 05.4872 11/25/2023 0.03%
STACR 2015-DNA2 M2 03.8372 12/25/2027 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%
SWEDISH MATCH AB 0.03%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.03%
TOHOKU ELECTRIC POWER CO INC 0.03%
TOYOTA MOTOR CREDIT CORP 01.5500 07/13/2018 0.03%
TOYOTA MOTOR CREDIT CORP 02.0000 10/24/2018 0.03%
TWO HARBORS INVESTMENT CORP 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%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.03%
WAMU 2007-HY2 1A1 03.0715 12/25/2036 0.03%
WESCO INTERNATIONAL INC 0.03%
WFCM 2016-LC25 XA IO 01.2371 12/15/2059 0.03%
WFRBS 2011-C4 E P/P 144A 05.4142 06/15/2044 0.03%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.03%
XEROX CORP 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%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.02%
ALLERGAN FUNDING SCS USD 02.3500 03/12/2018 0.02%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.02%
ALTA MESA HLDGS P/P 144A 07.8750 12/15/2024 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%
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%
ASPEN INSURANCE HOLDINGS LTD 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%
AXA SA P/P 144A 06.3790 12/29/2049 0.02%
AXA SA P/P 144A 06.4630 12/29/2049 0.02%
BANCO DEL ESTADO P/P 144A 02.0000 11/09/2017 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 TL L+425 05.5219 06/21/2024 0.02%
BUILDERS FIRSTSOURCE P/P 144A 10.7500 08/15/2023 0.02%
CABLE ONE INC 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 06.2372 07/25/2025 0.02%
CBRE SERVICES INC 04.8750 03/01/2026 0.02%
CBS CORP-CLASS B NON VOTING 0.02%
CELANESE CORP-SERIES A 0.02%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.02%
CENOVUS ENERGY INC. P/P 144A 04.2500 04/15/2027 0.02%
CGCMT 2012-GC8 XA IO P/P 144A 01.9793 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%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.02%
CIGNA CORP 04.5000 03/15/2021 0.02%
CITIGROUP INC 03.6680 07/24/2028 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%
COMCAST CORP 06.4500 03/15/2037 0.02%
COMM 2010-C1 D P/P 144A 06.3239 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 01.3908 08/10/2047 0.02%
COMMONWEALTH BK AUSTR NY 01.6250 03/12/2018 0.02%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.02%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.02%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.02%
CRANE CO 0.02%
CROWN CASTLE INTL CORP. 05.2500 01/15/2023 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 01.5661 11/20/2035 0.02%
CWCI 2007-C3 AJ 06.0488 05/15/2046 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%
DISTRIBUIDORA INTERNACIONAL 0.02%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.02%
E.I. DU PONT DE NEMOURS 01.8406 05/01/2020 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%
ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 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%
EXPEDIA INC 05.9500 08/15/2020 0.02%
FED REPUBLIC OF BRAZIL USD 04.8750 01/22/2021 0.02%
FHR 3829 AS IO 05.7156 03/15/2041 0.02%
FIRSTENERGY CORP 04.2500 03/15/2023 0.02%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.02%
FNR 2012-58 SM IO 05.2628 06/25/2042 0.02%
FORD MOTOR CO 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%
GENERAL ELECTRIC CO 05.0000 12/29/2049 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 04.8139 06/20/2043 0.02%
GNR 2015-H25 BI IO 01.9114 10/20/2065 0.02%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.02%
GNR 2016-H16 EI IO 02.2370 06/20/2066 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%
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 2011-GC5 C P/P 144A 05.5653 08/10/2044 0.02%
GSMS 2014-GC18 C 05.1091 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%
HONEYWELL INTERNATIONAL INC 0.02%
HSBC FINANCE CORP 06.6760 01/15/2021 0.02%
HUMANA INC 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%
INNOGY SE 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
INTERNATIONAL GAME TECHNOLOG 0.02%
INTERPUBLIC GROUP OF COS INC 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 06.7500 11/15/2021 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%
JPMBB 2014-C25 XA IO 01.1209 11/15/2047 0.02%
JTEKT 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%
LAGARDERE SCA 0.02%
LBUBS 2008-C1 AM 06.3193 04/15/2041 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%
MASTEC INC 04.8750 03/15/2023 0.02%
MCDONALD'S CORP 05.7000 02/01/2039 0.02%
MCDONALD'S CORP 06.3000 10/15/2037 0.02%
METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 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 APARTMENT COMM 0.02%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.02%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.02%
MITSUBISHI GAS CHEMICAL CO 0.02%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.02%
MOODY'S CORPORATION P/P 144A 03.2500 01/15/2028 0.02%
MPLX LP 04.1250 03/01/2027 0.02%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.02%
MSBAM 2012-C6 XA IO P/P 144A 01.9345 11/15/2045 0.02%
MSC 2011-C3 E P/P 144A 05.3268 07/15/2049 0.02%
MTW FOODSERVICE ESCR 09.5000 02/15/2024 0.02%
NABORS INDUSTRIES INC 04.6250 09/15/2021 0.02%
NABORS INDUSTRIES LTD 0.02%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.02%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.02%
NOMURA REAL ESTATE HOLDINGS 0.02%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.02%
O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 0.02%
ORACLE CORP 02.5000 10/15/2022 0.02%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.02%
PNC FINANCIAL SERVICES GROUP 0.02%
POOL CORP 0.02%
PPSI 2004-WCW2 M3 02.2872 10/25/2034 0.02%
PRIMERICA INC 04.7500 07/15/2022 0.02%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.02%
PULTEGROUP INC 05.5000 03/01/2026 0.02%
QUALITY CARE PROPERTIES 0.02%
RAMC 2003-4 A1 01.7572 03/25/2034 0.02%
RANGE RESOURCES CORP P/P 144A 05.7500 06/01/2021 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 04.8036 07/15/2021 0.02%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.02%
ROWAN COMPANIES PLC-A 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%
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%
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%
SPRINGLEAF FINANCE CORP 08.2500 12/15/2020 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 06.3872 11/25/2028 0.02%
SUZUKI MOTOR CORP 0.02%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 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%
TEVA PHARMACEUTICALS NE USD 03.1500 10/01/2026 0.02%
TEXAS GAS TRANSMISN P/P 144A 04.5000 02/01/2021 0.02%
TIME WARNER INC 02.9500 07/15/2026 0.02%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.02%
TUI AG-DI 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 01.8351 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%
UNITEDHEALTH GROUP INC 06.0000 02/15/2018 0.02%
VERIZON COMM 02.9460 03/15/2022 0.02%
VIACOM INC 04.5000 03/01/2021 0.02%
VOESTALPINE AG 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 01.6372 08/25/2045 0.02%
WAMU 2005-AR9 A1C3 02.1972 07/25/2045 0.02%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.02%
WBCMT 2005-C21 D 05.4681 10/15/2044 0.02%
WELLS FARGO & COMPANY 05.8750 12/29/2049 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 04.4301 07/15/2046 0.02%
WFCM 2013-LC12 D P/P 144A 04.4301 07/15/2046 0.02%
WFCM 2014-LC16 XA IO 01.5383 08/15/2050 0.02%
WFRBS 2011-C5 E P/P 144A 05.8611 11/15/2044 0.02%
WFRBS 2012-C9 D P/P 144A 04.9551 11/15/2045 0.02%
WFRBS 2012-C9 XA IO P/P 144A 02.1702 11/15/2045 0.02%
WFRBS 2013-C14 XA IO 00.9385 06/15/2046 0.02%
WFRBS 2013-C15 C 04.6281 08/15/2046 0.02%
WFRBS 2013-C15 D P/P 144A 04.6281 08/15/2046 0.02%
WHARF HOLDINGS LTD 0.02%
WILEY (JOHN) & SONS-CLASS A 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%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.02%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.02%
WYNDHAM WORLDWIDE CORP 05.6250 03/01/2021 0.02%
YANGZIJIANG SHIPBUILDING 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%
2.25 R ISWP FWD US0003M P 12/20/2027 0.01%
A SCHULMAN INC 06.8750 06/01/2023 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%
ALFRESA HOLDINGS CORP 0.01%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.01%
ALLEGHENY TECHNOLOGIES INC 09.3750 06/01/2019 0.01%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.01%
ALLERGAN FUNDING SCS USD 04.7500 03/15/2045 0.01%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 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%
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%
ANHEUSER-BUSCH INBEV FIN 01.2500 01/17/2018 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%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 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%
ASHTEAD CAPITAL INC P/P 144A 05.6250 10/01/2024 0.01%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.01%
AT&T INC 0.01%
AUD/USD 10/18/2017 RBSF 0.01%
AUSNET SERVICES 0.01%
AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 0.01%
AVAYA INC P/P 144A 07.0000 04/01/2019 0.01%
AVAYA TLB7 L+525 06.5639 05/29/2020 0.01%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.01%
BAE SYSTEMS PLC 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 ROOFING SUPPL 06.3750 10/01/2023 0.01%
BEAR STEARNS COS LLC 07.2500 02/01/2018 0.01%
BEIERSDORF AG 0.01%
BERKELEY GROUP HOLDINGS/THE 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%
BOARDWALK PIPELINES LP 04.4500 07/15/2027 0.01%
BOC HONG KONG HOLDINGS LTD 0.01%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 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%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 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 05.2857 03/11/2039 0.01%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.01%
BUMT 2005-1 1A1 01.5372 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%
CAD/USD 10/18/2017 RBSF 0.01%
CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 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 05.2372 05/25/2025 0.01%
CAS 2016-C05 2M1 02.5872 01/25/2029 0.01%
CBRE SERVICES INC 05.2500 03/15/2025 0.01%
CBS CORP 02.9000 01/15/2027 0.01%
CBS CORP 03.5000 01/15/2025 0.01%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.01%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.01%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 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%
CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 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 P/P 144A 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 12/15/2022 0.01%
CHRISTIAN DIOR SE 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 06.5000 11/15/2035 0.01%
COMM 2013-CR11 XA IO 01.1515 08/10/2050 0.01%
COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 0.01%
COMM 2014-CR18 C 04.8929 07/15/2047 0.01%
COMM 2014-CR18 XA IO 01.3868 07/15/2047 0.01%
COMM 2014-LC17 XA IO 01.1115 10/10/2047 0.01%
COMM 2014-UBS6 XA IO 01.1746 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%
CONSTELLATION BRANDS INC 03.7000 12/06/2026 0.01%
CONTINENTAL RES 04.5000 04/15/2023 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 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%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.01%
CSTN MERGER SUB INC P/P 144A 06.7500 08/15/2024 0.01%
CVS HEALTH CORP 0.01%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.01%
CWALT 2005-27 1A1 01.6613 08/25/2035 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%
DCP MIDSTREAM OPERATING 02.7000 04/01/2019 0.01%
DELIVERY HERO HOLDIN P/P 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%
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%
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%
EASYJET PLC 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%
EMERA US FINANCE LP 03.5500 06/15/2026 0.01%
ENDEAVOR ENERGY P/P 144A 08.1250 09/15/2023 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 2990 LB 13.7906 06/15/2034 0.01%
FHR 3408 EK 20.8259 04/15/2037 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%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.01%
FIRST QUANTUM P/P 144A 07.0000 02/15/2021 0.01%
FISERV INC 0.01%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.01%
FNR 2007-53 SP 19.6635 06/25/2037 0.01%
FRAPORT AG FRANKFURT AIRPORT 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%
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%
GETTY IMAGES TLB L+350 04.7500 10/18/2019 0.01%
GLP CAP LP / FIN II 04.8750 11/01/2020 0.01%
GMAC CAPITAL TRUST I PCT 07.1000 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 01.7111 10/20/2065 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 LAKES D&D 08.0000 05/15/2022 0.01%
GREAT PLAINS ENERGY INC 0.01%
GSMS 2012-GC6 D P/P 144A 05.8406 01/10/2045 0.01%
GSMS 2013-GC10 XA IO 01.5934 02/10/2046 0.01%
GSMS 2013-GC12 XA IO 01.6810 06/10/2046 0.01%
GSMS 2014-GC22 XA IO 01.1832 06/10/2047 0.01%
GSMS 2014-GC24 XA IO 00.9753 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%
HIGH RIDGE BRANDS CO P/P 144A 08.8750 03/15/2025 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 INTERNATIONAL 05.3750 03/01/2041 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 05.8750 02/01/2022 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 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%
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%
JM SMUCKER CO/THE 0.01%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.01%
JP MORGAN CHASE BANK 06.0000 10/01/2017 0.01%
JPMBB 2014-C19 XA IO 01.3218 04/15/2047 0.01%
JPMCC 2005-LDP5 F 05.8884 12/15/2044 0.01%
JPMCC 2007-CB20 C P/P 144A 06.5559 02/12/2051 0.01%
JPMCC 2012-C8 C P/P 144A 04.7589 10/15/2045 0.01%
JPMCC 2012-LC9 D P/P 144A 04.5299 12/15/2047 0.01%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.01%
JPY/USD 11/15/2017 CITI 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 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%
LAREDO PETROLEUM INC 07.3750 05/01/2022 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%
LSC COMMUNICATIONS INC 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%
MARATHON PETROLEUM CORP 0.01%
MASONITE INTL C P/P 144A 05.6250 03/15/2023 0.01%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.01%
MAZDA MOTOR CORP 0.01%
MCDONALD'S HOLDINGS CO JAPAN 0.01%
MEDTRONIC INC 03.5000 03/15/2025 0.01%
MEDTRONIC INC 04.3750 03/15/2035 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MERCER INTL INC USD 07.7500 12/01/2022 0.01%
MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 0.01%
METHANEX CORP USD 05.6500 12/01/2044 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 02.9727 02/25/2035 0.01%
MONDI PLC 0.01%
MOOG INC P/P 144A 05.2500 12/01/2022 0.01%
MRAFT 2016-4 A1 02.4350 05/10/2019 0.01%
MSAC 2004-HE6 M1 02.0622 08/25/2034 0.01%
MSBAM 2014-C17 XA IO 01.3954 08/15/2047 0.01%
MSC 2007-HQ11 AJ 05.5080 02/12/2044 0.01%
MSRR 2015-R4 CB1 00.5977 08/26/2047 0.01%
MURPHY OIL CORP 05.7500 08/15/2025 0.01%
NATIONAL BANK OF CANADA 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NATIONWIDE MUTUAL P/P 144A 08.2500 12/01/2031 0.01%
NAVISTAR INTERNATIONAL CORP 08.2500 11/01/2021 0.01%
NEIMAN MARCUS TL L+325 04.4806 10/25/2020 0.01%
NETAPP INC 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%
NORBORD INC P/P 144A 06.2500 04/15/2023 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%
NRG ENERGY INC 07.8750 05/15/2021 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%
ORANGE SA USD 04.1250 09/14/2021 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%
PACIFIC GAS & ELECTRIC 06.0500 03/01/2034 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 AUTO GRP INC 05.7500 10/01/2022 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 DE VEN P/P 144A 06.0000 11/15/2026 0.01%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.01%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 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%
PROXIMUS 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 0.01%
QVC INC 04.8500 04/01/2024 0.01%
RAYTHEON COMPANY 04.8750 10/15/2040 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 04.7350 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%
RR DONNELLEY & SONS CO 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 01.3972 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%
SEALED AIR CORP P/P 144A 06.8750 07/15/2033 0.01%
SEMGROUP CORP P/P 144A 06.3750 03/15/2025 0.01%
SERVICE CORP INTL 05.3750 05/15/2024 0.01%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.01%
SEVEN GENS ENER P/P 144A 08.2500 05/15/2020 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%
SOCIETE GENERALE USD 02.7500 10/12/2017 0.01%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.01%
SOUTHERN STAR CENT P/P 144A 05.1250 07/15/2022 0.01%
SPRINT CORP 07.8750 09/15/2023 0.01%
STACR 2015-HQ1 M2 03.4372 03/25/2025 0.01%
STACR 2016-DNA3 M1 02.3372 12/25/2028 0.01%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 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%
SUPERIOR ENERGY SERVICES INC 0.01%
SWISS LIFE HOLDING AG-REG 0.01%
T-MOBILE USA INC 05.3750 04/15/2027 0.01%
T-MOBILE USA INC 06.1250 01/15/2022 0.01%
TARGA RES PRTNRS 05.3750 02/01/2027 0.01%
TARO PHARMACEUTICAL INDUS 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%
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%
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%
TRANSDIGM INC 06.5000 07/15/2024 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.01%
TURKEY GOVERNMENT BOND TRY 11.0000 03/02/2022 0.01%
UBSBB 2012-C3 C P/P 144A 05.2098 08/10/2049 0.01%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.01%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.01%
UNITED OVERSEAS BANK LTD 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%
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 05.3750 03/15/2020 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%
VALERO ENERGY PARTNERS 04.3750 12/15/2026 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%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.01%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.01%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.01%
WELLS FARGO BANK NA 06.0000 11/15/2017 0.01%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.01%
WEST CORP P/P 144A 05.3750 07/15/2022 0.01%
WESTROCK MWV LLC 07.9500 02/15/2031 0.01%
WFRBS 2011-C5 C P/P 144A 05.8611 11/15/2044 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.7531 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%
WILLIAMS PARTNERS L.P. 04.8750 03/15/2024 0.01%
WINDSTREAM SERVICES LLC 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%
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%
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%
ZF NA CAPITAL P/P 144A 04.7500 04/29/2025 0.01%
1.80 R ISWP FWD US0003M P 12/20/2019 0.00%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.00%
1011778 BC / NEW RED P/P 144A 06.0000 04/01/2022 0.00%
2.05 R ISWP FWD US0003M P 12/20/2022 0.00%
2.2935 R ISWP US0003M P 10/02/2027 0.00%
2.50 R ISWP FWD US0003M P 12/20/2047 0.00%
ABBVIE INC 03.6000 05/14/2025 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%
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 06.2500 12/01/2017 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
ALLY FINANCIAL INC 08.0000 12/31/2018 0.00%
ALTABA INC 0.00%
ALTRIA GROUP INC 09.2500 08/06/2019 0.00%
AMAZON.COM 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%
ANDEAVOR LOGIS LP/CORP 05.2500 01/15/2025 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%
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%
AUD/USD 10/18/2017 BANKAM 0.00%
AUD/USD 10/18/2017 BCAP-FX 0.00%
AUD/USD 10/18/2017 CITI 0.00%
AUD/USD 10/18/2017 CSI-FX 0.00%
AUD/USD 10/18/2017 JPMCB 0.00%
AUD/USD 10/18/2017 SSBT 0.00%
AUD/USD 10/18/2017 UBS 0.00%
AUSTRALIAN DOLLAR ACCOUNT 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
BACM 2004-4 XC IO P/P 144A 00.0545 07/10/2042 0.00%
BACM 2004-5 XC IO P/P 144A 00.5682 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 00.2518 02/10/2051 0.00%
BANK LEUMI LE-ISRAEL 0.00%
BANK OF AMERICA CORP 02.0800 09/15/2026 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BELDEN INC P/P 144A 05.2500 07/15/2024 0.00%
BERRY GLOBAL GROUP INC 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%
BROADRIDGE FINANCIAL SOLUTIO 0.00%
BSCMS 04-PR3I X1 IO 00.2078 02/11/2041 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.5255 12/11/2038 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 10/18/2017 HSBCB 0.00%
CAD/USD 10/18/2017 JPMCB 0.00%
CAD/USD 10/18/2017 UBS 0.00%
CAE INC 0.00%
CALATLANTIC GROUP INC 05.8750 11/15/2024 0.00%
CALIFORNIA RESOURCES 05.0000 01/15/2020 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 2014-C03 2M1 02.4372 07/25/2024 0.00%
CAS 2016-C06 1M2 05.4872 04/25/2029 0.00%
CBRE SERVICES INC 05.0000 03/15/2023 0.00%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.00%
CCM MERGER INC P/P 144A 06.0000 03/15/2022 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.00%
CD 2007-CD4 XW IO P/P 144A 00.7424 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%
CDK GLOBAL INC 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 00.6204 10/15/2049 0.00%
CHECK POINT SOFTWARE TECH 0.00%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.00%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 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 12/20/2017 JPMCB 0.00%
CHS/COMMUNITY HEALTH 08.0000 11/15/2019 0.00%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 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%
CITIGROUP INC 05.8750 12/29/2049 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 CS 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 CS 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 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.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 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-.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%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.00%
COMM 2006-C8 XS IO P/P 144A 00.8512 12/10/2046 0.00%
COMM 2014-CR16 XA IO 01.3450 04/10/2047 0.00%
COMMERCEHUB INC-SERIES C 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%
CONCORDIA INTL P/P 144A 09.0000 04/01/2022 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 05/03/2024 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 02.2561 05/15/2038 0.00%
CSMC 2007-C2 AX IO P/P 144A 00.1033 01/15/2049 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
DCP MIDSTREAM OPERATING 03.8750 03/15/2023 0.00%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.00%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.00%
DFC FINANCE CORP P/P 144A 10.5000 06/15/2020 0.00%
DIAGEO PLC 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 12/20/2017 CITI 0.00%
DYNEGY INC 07.6250 11/01/2024 0.00%
DYNEGY INC P/P 144A 08.0000 01/15/2025 0.00%
ECOLAB INC 0.00%
EGYPTIAN POUND CALL ACCOUNT 0.00%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.00%
EMIN RUSSELL 2000 DEC17 RTYZ7 0.00%
EMPIRE STATE REALTY TRUST-A 0.00%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 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 12/20/2017 BANKAM 0.00%
EUR/USD 12/20/2017 BCAP-FX 0.00%
EUR/USD 12/20/2017 CITI 0.00%
EUR/USD 12/20/2017 CSI-FX 0.00%
EUR/USD 12/20/2017 GSFX 0.00%
EUR/USD 12/20/2017 HSBCB 0.00%
EUR/USD 12/20/2017 JPMCB 0.00%
EUR/USD 12/20/2017 RBSF 0.00%
EUR/USD 12/20/2017 SSBT 0.00%
EUR/USD 12/20/2017 UBS 0.00%
EUR/USD 12/20/2017 WPAC 0.00%
FABFURNISH GMBH P/P 0.00%
FEDEX CORP 02.6250 08/01/2022 0.00%
FERRARI NV 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 18.2013 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 16.2877 12/25/2035 0.00%
FNR 2005-75 GS 16.5383 08/25/2035 0.00%
FNR 2005-83 QP 14.1772 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 32.4767 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%
FORTERRA TL L+300 04.2350 10/25/2023 0.00%
FREEPORT-MCMORAN COPPER & GOL 03.5500 03/01/2022 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%
FRONTIER COMMUNICATIONS 07.6250 04/15/2024 0.00%
FTS INTL INC P/P 144A 08.8200 06/15/2020 0.00%
GATES GLOBAL TLB L+325 04.5828 03/31/2024 0.00%
GBP/USD 12/20/2017 JPMCB 0.00%
GBP/USD 12/20/2017 SSBT 0.00%
GECMC 2005-C3 XC IO P/P 144A 00.1126 07/10/2045 0.00%
GECMC 2007-C1 XC IO P/P 144A 00.4380 12/10/2049 0.00%
GEDI GRUPPO EDITORIALE SPA 0.00%
GENON ENERGY INC. 09.8750 10/15/2020 0.00%
GENPACT LTD 0.00%
GLOBAL FASHION GRP P/P 0.00%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.00%
GMACC 2005-C1 X1 IO P/P 144A 00.7940 05/10/2043 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%
GRINDING MEDIA/M P/P 144A 07.3750 12/15/2023 0.00%
GSMS 2006-GG6 XC IO P/P 144A 00.0000 04/10/2038 0.00%
HALCON RESOURCES COR P/P 144A 12.0000 02/15/2022 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%
HISTORIC TW INC 09.1500 02/01/2023 0.00%
HKD/USD 11/15/2017 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%
HUF/USD 12/20/2017 GSFX 0.00%
HYATT HOTELS CORP 03.3750 07/15/2023 0.00%
I-CABLE COMMUNICATIONS LTD 0.00%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.00%
IDR/USD 11/15/2017 GSFX 0.00%
IDR/USD 11/15/2017 JPMCB 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%
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%
JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 0.00%
JPMCC 05-CB12 X1 IO P/P 144A 00.4295 09/12/2037 0.00%
JPMCC 06-LDP6 X1 IO P/P 144A 00.0059 04/15/2043 0.00%
JPMCC 2006-LDP8 X IO 00.5248 05/15/2045 0.00%
JPMCC 2007-LDPX X IO 00.3229 01/15/2049 0.00%
JPY/USD 11/15/2017 CSI-FX 0.00%
JPY/USD 11/15/2017 GSFX 0.00%
JPY/USD 11/15/2017 HSBCB 0.00%
JPY/USD 11/15/2017 JPMCB 0.00%
JPY/USD 11/15/2017 UBS 0.00%
JPY/USD 11/15/2017 WPAC 0.00%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.00%
LAMAR ADVERTISING CO-A 0.00%
LAMAR MEDIA CORP 05.3750 01/15/2024 0.00%
LAMAR MEDIA CORP 05.8750 02/01/2022 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LAREDO PETROLEUM INC 05.6250 01/15/2022 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 00.4879 11/15/2040 0.00%
LBUBS 2007-C2 XW IO 00.4551 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 06.5000 01/15/2025 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
METRO AG 0.00%
MEZZ 2005-C3 X IO P/P 144A 07.1563 05/15/2044 0.00%
MEZZ 2006-C4 X IO P/P 144A 06.7859 07/15/2045 0.00%
MEZZ 2007-C5 X IO P/P 144A 06.1715 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 00.6738 08/12/2039 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0050 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%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.00%
MXN/USD 10/18/2017 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%
NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 12/20/2017 BANKAM 0.00%
NOK/USD 12/20/2017 CITI 0.00%
NOK/USD 12/20/2017 JPMCB 0.00%
NOK/USD 12/20/2017 UBS 0.00%
NZD/USD 10/18/2017 JPMCB 0.00%
NZD/USD 10/18/2017 SSBT 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%
OSHKOSH CORP 05.3750 03/01/2022 0.00%
PACTIV LLC 08.3750 04/15/2027 0.00%
PCCW LTD 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 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%
PHILLIPS 66 0.00%
PILGRIM'S PRIDE CORP P/P 144A 05.7500 03/15/2025 0.00%
PLATFORM SPECIALTY P P/P 144A 10.3750 05/01/2021 0.00%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 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%
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 07/15/2022 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
RUB/USD 12/20/2017 BANKAM 0.00%
RUB/USD 12/20/2017 CITI 0.00%
S&P MID 400 EMINI DEC17 FAZ7 0.00%
S&P500 EMINI FUT DEC17 ESZ7 0.00%
SANDRIDGE ENERGY INC 0.00%
SEALED AIR CORP P/P 144A 05.1250 12/01/2024 0.00%
SEALED AIR CORP P/P 144A 05.5000 09/15/2025 0.00%
SEK/USD 12/20/2017 CITI 0.00%
SEK/USD 12/20/2017 CSI-FX 0.00%
SEK/USD 12/20/2017 GSFX 0.00%
SEK/USD 12/20/2017 JPMCB 0.00%
SEK/USD 12/20/2017 RBSF 0.00%
SEK/USD 12/20/2017 SSBT 0.00%
SEK/USD 12/20/2017 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%
SESI LLC P/P 144A 07.7500 09/15/2024 0.00%
SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 0.00%
SGD/USD 11/15/2017 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%
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-DNA2 M1 02.4872 10/25/2028 0.00%
STACR 2016-HQA2 M1 02.4372 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%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.00%
TARGA RES PRTNRS 05.1250 02/01/2025 0.00%
TAYLOR MORRISON COMM P/P 144A 05.2500 04/15/2021 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%
TENET HEALTHCARE 04.7500 06/01/2020 0.00%
TENNANT CO P/P 144A 05.6250 05/01/2025 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 DEC17 TPZ7 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 12/20/2017 RBSF 0.00%
TWENTY-FIRST CENTURY FOX-A 0.00%
TXU TCEH RIGHTS 0.00%
UAL 2007 PASS TRUST 06.6360 07/02/2022 0.00%
UNITED STATES STEEL CORP 06.8750 08/15/2025 0.00%
US 10YR NOTE (CBT)DEC17 TYZ7 0.00%
US 10YR ULTRA FUT DEC17 UXYZ7 0.00%
US 2YR NOTE (CBT) DEC17 TUZ7 0.00%
US 5YR NOTE (CBT) DEC17 FVZ7 0.00%
US FOODS HOLDING CORP 0.00%
US LONG BOND(CBT) DEC17 USZ7 0.00%
US ULTRA BOND CBT DEC17 WNZ7 0.00%
USD/CNH PUT 6.40 20171207 BANKAM 0.00%
USD/CNH PUT 6.50 20171207 BANKAM 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%
VULCAN MATERIALS COMPANY 04.5000 04/01/2025 0.00%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.00%
WAL-MART STORES INC 05.0000 10/25/2040 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 00.0527 06/15/2045 0.00%
WBCMT 2006-C29 IO IO 00.4424 11/15/2048 0.00%
WBCMT 2007-C34 IO IO 00.3284 05/15/2046 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEATHERFORD BERMUDA P/P 144A 09.8750 02/15/2024 0.00%
WFRBS 2013-C12 XA IO P/P 144A 01.5049 03/15/2048 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%
ZAR/USD 10/18/2017 GSFX 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP -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%
NOK/USD 12/20/2017 SSBT -0.01%
TRY/USD 12/20/2017 GSFX -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
INDIAN RUPEE CALL ACCOUNT -0.03%
FNMA FN30 TBA 03.5000 10/01/2047 -0.04%
CDX CDX.NA.HY.29 500.0 12/20/2022 -0.07%
RU10INTR P USL3M R 11/27/17 CI -0.14%

Prior top 10 holdings

Top 10 holdings as of 10/31/17
Gnma Gii30 Ma4652 03.5000 08/20/2047
Apple
Microsoft
Alphabet
S&P Gsci TOT Return Indx 3X Note 11/05/2018-DB
JPMorgan Chase
Johnson & Johnson
Fnma Fn30 Ma2864 03.5000 01/01/2047
Citigroup
UnitedHealth Group
Holdings represent 15.40% of portfolio
Top 10 holdings as of 09/30/17
Gnma Gii30 Ma4652 03.5000 08/20/2047
Apple
Microsoft
Alphabet
JPMorgan Chase
Johnson & Johnson
Fnma Fn30 Ma2864 03.5000 01/01/2047
Citigroup
Fnma Fn15 Al9468 03.0000 12/01/2031
Fhlmc Fh30g G08677 04.0000 11/01/2045
Holdings represent 14.45% of portfolio
Top 10 holdings as of 08/31/17
Gnma Gii30 Ma4652 03.5000 08/20/2047
Apple
Microsoft
Alphabet
JPMorgan Chase
Johnson & Johnson
Fnma Fn30 Ma2864 03.5000 01/01/2047
Fnma Fn15 Al9468 03.0000 12/01/2031
Citigroup
Fhlmc Fh30g G08677 04.0000 11/01/2045
Holdings represent 14.80% of portfolio
Top 10 holdings as of 07/31/17
Gnma Gii30 Ma4321 03.5000 03/20/2047
Apple
Microsoft
Alphabet
JPMorgan Chase
Johnson & Johnson
Fnma Fn30 Ma2864 03.5000 01/01/2047
Fnma Fn15 Al9468 03.0000 12/01/2031
Citigroup
Fhlmc Fh30g G08677 04.0000 11/01/2045
Holdings represent 14.64% of portfolio

Portfolio composition as of 10/31/17

U.S. large-cap equity 38.32%
U.S. Investment-grade bonds 26.92%
U.S. small- and mid-cap equity 13.78%
International equity 11.92%
U.S. High-yield bonds 4.90%
Commodities 4.16%

Fixed income statistics as of 10/31/17

Average effective maturity 8.43 yrs.
Average effective duration 1.95 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, factors related to a specific issuer or industry and, with respect to bond prices, changing market perceptions of the risk of default and changes in government intervention. These factors may also lead to increased volatility and reduced liquidity in the bond markets. 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 greater for longer-term bonds, and credit risk is 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 1.00% 1.75% 1.75% 1.50% 1.25% 0.74% 0.64% 0.75%
What you pay 1.00% 1.75% 1.75% 1.50% 1.25% 0.74% 0.64% 0.75%

Sales charge

Investment Breakpoint Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
$0-$49,999 5.75% 0.00% 0.00% 3.50% -- -- -- --
$50,000-$99,999 4.50% 0.00% 0.00% 2.50% -- -- -- --
$100,000-$249,999 3.50% -- 0.00% 1.50% -- -- -- --
$250,000-$499,999 2.50% -- 0.00% 1.00% -- -- -- --
$500,000-$999,999 2.00% -- 0.00% 1.00% -- -- -- --
$1M-$4M 0.00% -- -- -- -- -- -- --
$4M-$50M 0.00% -- -- -- -- -- -- --
$50M+ 0.00% -- -- -- -- -- -- --

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. 0.00% 5.00% 1.00% -- -- -- -- --
2 yrs. -- 4.00% 0.00% -- -- -- -- --
3 yrs. -- 3.00% 0.00% -- -- -- -- --
4 yrs. -- 3.00% 0.00% -- -- -- -- --
5 yrs. -- 2.00% 0.00% -- -- -- -- --
6 yrs. -- 1.00% 0.00% -- -- -- -- --
7+ yrs. -- 0.00% 0.00% -- -- -- -- --

The Russell 3000 Index is an unmanaged index of the 3,000 largest U.S. companies. 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, factors related to a specific issuer or industry and, with respect to bond prices, changing market perceptions of the risk of default and changes in government intervention. These factors may also lead to increased volatility and reduced liquidity in the bond markets. 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 greater for longer-term bonds, and credit risk is 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.

Robert Kea will retire from Putnam effective 12/31/17.