Dynamic Asset Allocation Conservative Fund (Class A)  (PACAX)

A globally diversified fund for preserving wealth

Dynamic Asset Allocation Conservative Fund received an  Overall Morningstar Rating  of  

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 $10.85
0.18% | $0.02
$11.10
01/26/18
$10.53
03/23/18
Historical fund price

Fund facts as of 08/31/18

Total net assets
$1,117.97M
Turnover (fiscal year end)
327%
Dividend frequency (view rate)
Monthly
Number of holdings
1769
Fiscal year-end
September
CUSIP / Fund code
746444504 / 0042
Inception date
02/07/94
Category
Asset Allocation
Open to new investors
Ticker
PACAX

Management team

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


Manager commentary | Q2 2018

Security selection and tactical allocation drive funds

Jason Vaillancourt, Co-Head of Global Asset Allocation, talks about the asset allocation team's strategies and process.


Literature


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

Performance

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.

12.52%

Best 5-year annualized return

(for period ending 03/31/14)


-1.78%

Worst 5-year annualized return

(for period ending 03/31/09)


5.65%

Average 5-year annualized return


  • Total return (%) as of 06/30/18

  • Annual performance as of 06/30/18

Annualized Total return (%) as of 06/30/18

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 3.62% 3.86% 5.66% 5.60%
After sales charge -2.34% 1.83% 4.41% 4.98%
Bloomberg Barclays U.S. Aggregate Bond Index -0.40% 1.72% 2.27% 3.72%
Putnam Conservative Blended Benchmark 3.82% 4.61% 5.45% 5.80%

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 (2.25% and 0.75% for Putnam Short Duration Bond Fund and 1.00% and 0.75% for Putnam Floating Rate Income 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 Short Duration Bond 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 08/31/18 0.71 % -5.08 %
YTD as of 09/21/18 0.54 % -5.24 %

Yield

Distribution rate before sales charge
as of 09/21/18
1.88%
Distribution rate after sales charge
as of 09/21/18
1.77%
30-day SEC yield as of 08/31/18
(after sales charge)
1.88%

Risk-adjusted performance as of 08/31/18

Alpha (3 yrs.) 3.95
Sharpe ratio (3 yrs.) 1.16
Treynor ratio (3 yrs.) 11.70
Information ratio (3 yrs.) 0.83

Volatility as of 08/31/18

Standard deviation (3 yrs.) 3.74%
Beta 0.37
R-squared 0.07

Capture ratio as of 08/31/18

Up-market (3 yrs.) 135.59
Down-market (3 yrs.) 35.19

Lipper rankings as of 08/31/18

Time period Rank/Funds in category Percentile ranking
1 yr. 141/352 40%
3 yrs. 137/318 43%
5 yrs. 43/280 16%
10 yrs. 40/209 20%
Lipper category: Mixed-Asset Target Alloc Consv Funds

Morningstar Ratings as of 08/31/18

Time period Funds in category Morningstar Rating
Overall 242
3 yrs. 242
5 yrs. 179
10 yrs. 70
Morningstar category: Tactical Allocation

Distributions

Record/Ex dividend date 09/18/18
Payable date 09/20/18
Income $0.017
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.


Holdings

Top 10 holdings as of 08/31/18

Gnma Gii30 Ma4652 03.5000 08/20/2047 3.93%
Fnma Fn30 Ma3238 03.5000 01/01/2048 3.52%
Fnma Fn15 Al9468 03.0000 12/01/2031 1.67%
Fhlmc Fh30g G08814 04.0000 05/01/2048 1.58%
Alphabet 1.51%
JPMorgan Chase 1.04%
Apple 0.85%
Cisco Systems 0.79%
Verizon Communications 0.78%
Gnma Gii30 Ma4837 03.5000 11/20/2047 0.78%
Top 10 holdings, percent of portfolio 16.45%

Full portfolio holdings as of 06/30/18

GNMA GII30 MA4652 03.5000 08/20/2047 4.03%
FNMA FN30 MA3238 03.5000 01/01/2048 3.60%
FNMA FN15 AL9468 03.0000 12/01/2031 1.73%
FHLMC FH30G G08814 04.0000 05/01/2048 1.61%
ALPHABET INC-CL A 1.40%
JPMORGAN CHASE & CO 0.95%
FNMA FN15 TBA 03.0000 07/01/2033 0.81%
GNMA GII30 MA4837 03.5000 11/20/2047 0.80%
FNMA FN30 TBA 06.0000 07/01/2048 0.79%
VERIZON COMMUNICATIONS INC 0.73%
CISCO SYSTEMS INC 0.72%
CITIGROUP INC 0.72%
BOEING CO/THE 0.71%
FNMA FN30 BH5117 04.0000 08/01/2047 0.71%
APPLE INC 0.70%
FNMA FN30 BH7058 03.5000 12/01/2047 0.69%
HOME DEPOT INC 0.68%
NVIDIA CORP 0.64%
FNMA FN30 MA2737 03.0000 09/01/2046 0.61%
GNMA GII30 MA4586 03.5000 07/20/2047 0.59%
AMAZON.COM INC 0.54%
MICROSOFT CORP 0.49%
FACEBOOK INC-A 0.47%
PEPSICO INC 0.47%
VALERO ENERGY CORP 0.45%
ORACLE CORP 0.44%
S&P GSCI 3X NOTE 04/01/2019 0.40%
JOHNSON & JOHNSON 0.39%
COCA-COLA CO/THE 0.38%
FNMA FN30 TBA 04.0000 07/01/2048 0.37%
CONOCOPHILLIPS 0.35%
FNMA FN30 TBA 03.0000 08/01/2048 0.35%
OCCIDENTAL PETROLEUM CORP 0.35%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.35%
ANTHEM INC 0.33%
WALT DISNEY CO/THE 0.31%
INTUIT INC 0.30%
MERCK & CO. INC. 0.30%
NORTHROP GRUMMAN CORP 0.30%
HALLIBURTON CO 0.28%
AMGEN INC 0.27%
BRISTOL-MYERS SQUIBB CO 0.27%
ELI LILLY & CO 0.27%
INTL BUSINESS MACHINES CORP 0.27%
MORGAN STANLEY 0.27%
HONEYWELL INTERNATIONAL INC 0.26%
MONDELEZ INTERNATIONAL INC-A 0.26%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.26%
FNMA FN30 AS7003 03.0000 04/01/2046 0.25%
FORD MOTOR CO 0.25%
CITIGROUP INC 03.8870 01/10/2028 0.24%
DELTA AIR LINES INC 0.24%
FNMA FN30 BC2733 03.0000 05/01/2046 0.23%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.23%
E*TRADE FINANCIAL CORPORATION 0.22%
HUMANA INC 0.22%
MORGAN STANLEY 03.6250 01/20/2027 0.22%
NETAPP INC 0.22%
ROSS STORES INC 0.22%
SYSCO CORP 0.22%
WALGREENS BOOTS ALLIANCE INC 0.22%
CIGNA CORP 0.21%
COGNIZANT TECH SOLUTIONS-A 0.21%
CVS HEALTH CORP 04.7800 03/25/2038 0.21%
SPST 2018-1 A 02.8613 04/24/2019 0.21%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.20%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.20%
KINDER MORGAN INC 0.20%
ABIOMED INC 0.19%
AUTOMATIC DATA PROCESSING 0.19%
ESTEE LAUDER COMPANIES-CL A 0.19%
LOCKHEED MARTIN CORP 0.19%
MCKESSON CORP 0.19%
PALO ALTO NETWORKS INC 0.19%
REGIONS FINANCIAL CORP 0.19%
TIFFANY & CO 0.19%
US BANCORP 0.19%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.19%
WILLIAMS COS INC 0.19%
APPLE INC 02.1000 05/06/2019 0.18%
AT&T INC P/P 144A 04.1000 02/15/2028 0.18%
BAXTER INTERNATIONAL INC 0.18%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.18%
LULULEMON ATHLETICA INC 0.18%
NOVARTIS AG-REG 0.18%
PRUDENTIAL FINANCIAL INC 0.18%
PVH CORP 0.18%
RAYTHEON COMPANY 0.18%
ROCHE HOLDING AG-GENUSSCHEIN 0.18%
BOSTON SCIENTIFIC CORP 0.17%
CAPITAL ONE FINANCIAL CORP 0.17%
CUMMINS INC 0.17%
ENTERGY CORP 0.17%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.17%
HP INC 0.17%
RED HAT INC 0.17%
SPST 2017-6 A 02.6613 11/24/2018 0.17%
TOTAL SA 0.17%
ABBVIE INC 0.16%
AGILENT TECHNOLOGIES INC 0.16%
AMERIPRISE FINANCIAL INC 0.16%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.16%
CARNIVAL CORP 0.16%
CAS 2015-C04 2M2 07.6411 04/25/2028 0.16%
FHLMC FH30G G08747 03.0000 02/01/2047 0.16%
FNMA FN30 AS8056 03.0000 10/01/2046 0.16%
GILEAD SCIENCES INC 0.16%
INGERSOLL-RAND PLC 0.16%
LAS VEGAS SANDS CORP 0.16%
METLIFE INC 0.16%
PFIZER INC 0.16%
ROYAL CARIBBEAN CRUISES LTD 0.16%
ROYAL DUTCH SHELL PLC-B SHS 0.16%
SPST 2018-3 A 02.7911 07/24/2019 0.16%
TEXAS INSTRUMENTS INC 0.16%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.15%
FIFTH THIRD BANCORP 0.15%
GOLDMAN SACHS GROUP INC 0.15%
MICHAEL KORS HOLDINGS LTD 0.15%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.15%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.15%
DISCOVER FINANCIAL SERVICES 0.14%
FNMA FN30 AS7154 03.0000 05/01/2046 0.14%
FORTINET INC 0.14%
HILTON WORLDWIDE HOLDINGS IN 0.14%
KLA-TENCOR CORP 0.14%
ORACLE CORPORATION 02.2500 10/08/2019 0.14%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.14%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.13%
ALLIANZ SE-REG 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%
BHP BILLITON LIMITED 0.13%
CENTENE CORP 0.13%
F5 NETWORKS INC 0.13%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.13%
HARTFORD FINANCIAL SVCS GRP 0.13%
ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 0.13%
ROCKWELL AUTOMATION INC 0.13%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.13%
WASTE MANAGEMENT INC 0.13%
ALTRIA GROUP INC 02.6250 01/14/2020 0.12%
CAS 2015-C04 1M2 07.7911 04/25/2028 0.12%
ECOLAB INC 02.7000 11/01/2026 0.12%
EQUITY RESIDENTIAL TR REIT 0.12%
FIDELITY NATIONAL INFO SERV 0.12%
HERSHEY CO/THE 0.12%
MAPLE ESCROW SUB P/P 144A 04.5970 05/25/2028 0.12%
MICROSOFT CORP 01.5500 08/08/2021 0.12%
NEWMONT MINING CORP 0.12%
NRG ENERGY INC 0.12%
VF CORP 0.12%
AIR PRODUCTS & CHEMICALS INC 0.11%
AMAZON.COM INC 03.1500 08/22/2027 0.11%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.11%
DBUBS 2011-LC3A D P/P 144A 05.5154 08/10/2044 0.11%
DELL TECHNOLOGIES INC-CL V 0.11%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.11%
FLEETCOR TECHNOLOGIES INC 0.11%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.11%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.11%
GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 0.11%
KDDI CORP 0.11%
MASTERCARD INC - A 0.11%
MOLSON COORS BREWING CO -B 0.11%
NATIONAL AUSTRALIA B P/P 144A 03.0163 12/09/2019 0.11%
SUMITOMO MITSUI FINANCIAL GR 0.11%
WEYERHAEUSER CO 0.11%
WYNDHAM DESTINATIONS INC 0.11%
ZOETIS INC 0.11%
AIR LEASE CORP 03.6250 04/01/2027 0.10%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.10%
APPLIED MATERIALS INC 0.10%
ASTELLAS PHARMA INC 0.10%
BASF SE 0.10%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.10%
CAS 2016-C03 2M2 07.9911 10/25/2028 0.10%
CDX CDX.NA.IG.30 100.0 06/20/2023 0.10%
CENTRAL JAPAN RAILWAY CO 0.10%
CK ASSET HOLDINGS LTD 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%
DENTSPLY SIRONA INC 0.10%
ENEL SPA 0.10%
ENI SPA 0.10%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.10%
EQUINOR ASA 0.10%
FNMA FN30 AS8074 03.0000 10/01/2046 0.10%
FRESENIUS MEDICAL CARE AG & 0.10%
GE CAP INTL FUNDING USD 02.3420 11/15/2020 0.10%
HITACHI LTD 0.10%
HUNTSMAN CORP 0.10%
KINDER MORGAN INC 03.1500 01/15/2023 0.10%
KONINKLIJKE AHOLD DELHAIZE N 0.10%
MIZUHO FINANCIAL GROUP INC 0.10%
NEWELL BRANDS INC 04.2000 04/01/2026 0.10%
NIPPON TELEGRAPH & TELEPHONE 0.10%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.10%
ONEOK INC 0.10%
PACKAGING CORP OF AMERICA 0.10%
PROCTER & GAMBLE CO/THE 0.10%
REPSOL SA 0.10%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.10%
SANDVIK AB 0.10%
SPST 2017-LD1 A 02.8911 11/25/2050 0.10%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.10%
TPAT 2018-SL1 A P/P 144A 02.6911 01/25/2046 0.10%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.10%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.10%
AGEAS 0.09%
ALLISON TRANSMISSION HOLDING 0.09%
ALLY FINANCIAL INC 0.09%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.09%
AXA SA 0.09%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.09%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.09%
BIOGEN INC 0.09%
CENTERPOINT ENERGY INC 0.09%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.09%
CIT GROUP INC 0.09%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.09%
CMS ENERGY CORP 0.09%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.09%
COVESTRO AG 0.09%
DNB NOR ASA 0.09%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.09%
FIAT CHRYSLER AUTOMOBILES NV 0.09%
FNMA FN30 TBA 04.5000 08/01/2047 0.09%
GALAXY ENT GRP L 0.09%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.09%
HOYA CORP 0.09%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.09%
ITOCHU CORP 0.09%
KANSAS CITY SOUTHERN 0.09%
LEGAL & GENERAL GROUP PLC 0.09%
LOEWS CORP 0.09%
MICROSOFT CORP 03.3000 02/06/2027 0.09%
MUENCHENER RUECKVER AG-REG 0.09%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.09%
ORIX CORP 0.09%
OWENS CORNING 0.09%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.09%
PEUGEOT SA 0.09%
RIO TINTO PLC 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%
TWENTY-FIRST CENTURY FOX - B 0.09%
VINCI SA 0.09%
WELLCARE HEALTH PLANS INC 0.09%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.09%
XL GROUP LTD 0.09%
ABN AMRO GROUP NV-CVA 0.08%
ACS ACTIVIDADES 0.08%
AMEREN CORPORATION 0.08%
AMERICAN ELECTRIC POWER 0.08%
AMETEK INC 0.08%
ANALOG DEVICES INC 02.8500 03/12/2020 0.08%
ANGLO AMER PLC 0.08%
ARCELORMITTAL 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%
BNP PARIBAS 0.08%
BPCE SA P/P 144A 04.5000 03/15/2025 0.08%
CELANESE CORP-SERIES A 0.08%
CITIGROUP INC 02.6500 10/26/2020 0.08%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.08%
DOLLAR GENERAL CORP 0.08%
DR PEPPER SNAPPLE GROUP INC 0.08%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.08%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 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%
HCP INC 0.08%
LEAR CORP 03.8000 09/15/2027 0.08%
LINCOLN NATIONAL CORP 0.08%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.08%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.08%
MITSUI AND CO LTD 0.08%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.08%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.08%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.08%
PBF ENERGY INC-CLASS A 0.08%
PERSIMMON PLC 0.08%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.08%
RESONA HOLDINGS INC 0.08%
SALESFORCE.COM INC 03.7000 04/11/2028 0.08%
SAMSUNG ELECTRONICS CO LTD 0.08%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.08%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.08%
SL GREEN REALTY CORP 0.08%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.08%
SWISSCOM AG-REG 0.08%
SYNOPSYS INC 0.08%
TAYLOR WIMPEY PLC 0.08%
TOLL BROTHERS INC 0.08%
TOTAL SYSTEM SERVICES INC 0.08%
UGI CORP 0.08%
VERIZON COMM 04.5220 09/15/2048 0.08%
VERTEX PHARMACEUTICALS INC 0.08%
VOLVO AB-B SHS 0.08%
WARNER MEDIA LLC 03.8000 02/15/2027 0.08%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.08%
WFRBS 2011-C5 E P/P 144A 05.8594 11/15/2044 0.08%
WOOLWORTHS GROUP LTD 0.08%
AES CORP 0.07%
AMADEUS IT GROUP SA 0.07%
AMDOCS LTD 0.07%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.07%
ASSURANT INC 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%
BERRY GLOBAL GROUP INC 0.07%
BROADRIDGE FINANCIAL SOLUTIO 0.07%
CA INC 0.07%
CADENCE DESIGN SYS INC 0.07%
CBRE GROUP INC - A 0.07%
CELGENE CORP 0.07%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.07%
CHEVRON CORP 01.5610 05/16/2019 0.07%
CVS HEALTH CORP 05.0500 03/25/2048 0.07%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.07%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.07%
DUKE ENERGY CORP 03.1500 08/15/2027 0.07%
EXPEDITORS INTL WASH INC 0.07%
FNMA FN30 BC1155 03.0000 06/01/2046 0.07%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.07%
INTL CONSOLIDATED AIRLINE-DI 0.07%
KELLOGG CO 03.2500 04/01/2026 0.07%
KRAFT HEINZ FOODS CO 03.1725 08/10/2022 0.07%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.07%
MARUBENI CORP 0.07%
MORGAN STANLEY 02.6500 01/27/2020 0.07%
MSCI INC 0.07%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 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%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.07%
SHIONOGI & CO LTD 0.07%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.07%
SWEDISH MATCH AB 0.07%
TAIWAN SEMICONDUCTOR MANUFAC 0.07%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.07%
TUI AG-DI 0.07%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.07%
VORNADO REALTY TRUST 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 05.8385 02/15/2044 0.07%
3I GROUP PLC 0.06%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.06%
AMGEN INC 02.6000 08/19/2026 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%
COMCAST CORP 03.9690 11/01/2047 0.06%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.06%
CSAIL 2015-C1 C 04.4401 04/15/2050 0.06%
CWALT 2006-OA10 4A1 02.2811 08/25/2046 0.06%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.06%
DUKE REALTY CORP 0.06%
DUN & BRADSTREET CORP 0.06%
ENBRIDGE INC USD 04.2500 12/01/2026 0.06%
EOG RESOURCES INC 02.6250 03/15/2023 0.06%
EVONIK INDUSTRIES AG 0.06%
FAURECIA 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%
KAR AUCTION SERVICES INC 0.06%
KEYCORP 02.3000 12/13/2018 0.06%
KEYSIGHT TECHNOLOGIES IN 0.06%
MANPOWERGROUP INC 0.06%
MERCK & CO INC 03.7000 02/10/2045 0.06%
MICROSOFT CORP 02.4000 08/08/2026 0.06%
MORGAN STANLEY 04.3750 01/22/2047 0.06%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.06%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.06%
NORDEA BANK AB P/P 144A 02.2500 05/27/2021 0.06%
NORTHERN TRUST CORP 0.06%
NTT DOCOMO INC 0.06%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.06%
PINNACLE FOODS INC 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%
REPUBLIC SERVICES INC 0.06%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.06%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.06%
ROYAL MAIL PLC 0.06%
SIGNET JEWELERS LTD 0.06%
SWISS RE AG 0.06%
TDK CORP 0.06%
TELSTRA CORP LTD 0.06%
TOYOTA MOTOR CORP 0.06%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.06%
UCB SA 0.06%
UNITED OVERSEAS BANK LTD 0.06%
VISTEON CORP 0.06%
W.R. GRACE & CO 0.06%
WAMU 2005-AR12 1A8 03.2781 10/25/2035 0.06%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.06%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.06%
WH GROUP LTD 0.06%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 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%
ALLERGAN PLC 0.05%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.05%
AMGEN INC 03.4500 10/01/2020 0.05%
ARKEMA 0.05%
ASSOCIATED BRITISH FOODS PLC 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%
BERKSHIRE HATHAWAY E 03.8000 07/15/2048 0.05%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.05%
BOOZ ALLEN HAMILTON HOLDINGS 0.05%
BRIXMOR PROPERTY GROUP INC 0.05%
BT GROUP PLC 0.05%
BWX TECHNOLOGIES INC 0.05%
CHARLES RIVER LABORATORIES 0.05%
CMLTI 2005-2 1A2A 03.8164 05/25/2035 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 02.4138 11/20/2035 0.05%
CWALT 2006-OA7 1A2 02.4981 06/25/2046 0.05%
DEERE & COMPANY 02.6000 06/08/2022 0.05%
DOLLAR TREE INC 0.05%
EQT CORP 03.9000 10/01/2027 0.05%
EVERGY INC 0.05%
EXTENDED STAY AMERICA INC 0.05%
FHLMC FH30G G60314 04.0000 09/01/2045 0.05%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.05%
GSMS 2012-GC6 D P/P 144A 05.8403 01/10/2045 0.05%
GSMS 2014-GC22 C 04.8003 06/10/2047 0.05%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.05%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.05%
INGREDION INC 0.05%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.05%
JONES LANG LASALLE INC 0.05%
JPMBB 2013-C14 C 04.7172 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%
LKQ CORP 0.05%
MACQUARIE GROUP LTD 0.05%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.05%
NESTLE SA-REG 0.05%
OGE ENERGY CORP 0.05%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.05%
ORACLE CORP 02.6500 07/15/2026 0.05%
PARK HOTELS & RESORTS INC 0.05%
PENTAIR PLC 0.05%
PFIZER INC 03.0000 12/15/2026 0.05%
PINNACLE WEST CAPITAL 0.05%
PROSIEBENSAT.1 MEDIA SE 0.05%
ROYAL BK SCOTLND USD 04.7000 07/03/2018 0.05%
SAMI 2007-AR7 1A1 02.9411 05/25/2047 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%
SK HYNIX INC 0.05%
SPIRIT REALTY CAPITAL INC 0.05%
STACR 2015-DNA2 M2 04.6911 12/25/2027 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%
UBSBB 2012-C2 XA IO P/P 144A 01.4919 05/10/2063 0.05%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.05%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.05%
WFRBS 2011-C3 D P/P 144A 05.8471 03/15/2044 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%
ALPHABET INC 01.9980 08/15/2026 0.04%
AMERICAN HOME 4 RENT 0.04%
AMGEN INC 04.6630 06/15/2051 0.04%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.04%
APARTMENT INVT & MGMT CO -A 0.04%
APPLE INC 03.8500 05/04/2043 0.04%
ASHTEAD GROUP PLC 0.04%
ATHENE HOLDING LTD-CLASS A 0.04%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.04%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.04%
BLACK KNIGHT INC 0.04%
BMIR 2017-1 M1 P/P 144A 03.7911 10/25/2027 0.04%
BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.04%
CFCRE 2011-C2 E P/P 144A 05.9467 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%
COMCAST CORP 02.3500 01/15/2027 0.04%
COMM 2010-C1 D P/P 144A 06.2854 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%
EQUINOR ASA USD 02.9000 11/08/2020 0.04%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.04%
FIRSTENERGY CORP 04.8500 07/15/2047 0.04%
FORMOSA CHEMICALS & FIBRE 0.04%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.04%
GNMA GII30 635063 04.0000 03/20/2046 0.04%
GNMA GN30 635061 04.0000 03/15/2046 0.04%
GNR 2016-H16 EI IO 02.4833 06/20/2066 0.04%
GSMS 2013-GC10 XA IO 01.6921 02/10/2046 0.04%
HCA INC 05.5000 06/15/2047 0.04%
HD SUPPLY HOLDINGS INC 0.04%
HIGHWOODS PROPERTIES INC 0.04%
HOME DEPOT INC 02.6250 06/01/2022 0.04%
HYATT HOTELS CORP - CL A 0.04%
JAPAN AIRLINES CO LTD 0.04%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.04%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.04%
JPMCC 2012-C6 E P/P 144A 05.3121 05/15/2045 0.04%
KAO CORP 0.04%
KIRIN HOLDINGS CO LTD 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 02.8911 02/25/2034 0.04%
LIBERTY PROPERTY TRUST 0.04%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.04%
LNSTR 2015-3 B P/P 144A 03.2457 04/20/2048 0.04%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.04%
MADISON SQUARE GARDEN CO- A 0.04%
MARINE HARVEST 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 CHEMICAL HOLDINGS 0.04%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.04%
MSC 2008-T29 B P/P 144A 06.3676 01/11/2043 0.04%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.04%
NEWS CORP - CLASS A 0.04%
NUANCE COMMUNICATIONS INC 0.04%
ORACLE CORP 03.2500 11/15/2027 0.04%
OSHKOSH CORP 04.6000 05/15/2028 0.04%
OTSUKA CORP 0.04%
PARTNERS GROUP HOLDING AG 0.04%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.04%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.04%
PNC BANK NA 02.0000 05/19/2020 0.04%
POLA ORBIS HOLDINGS INC 0.04%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.04%
RALPH LAUREN CORP 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%
SERVICEMASTER GLOBAL HOLDING 0.04%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.04%
SKF AB-B SHARES 0.04%
STARWOOD PROPERTY TRUST INC 0.04%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.04%
TAISEI CORP 0.04%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.04%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 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%
VOLT 2017-NP10 A1 P/P 144A 03.0000 10/25/2047 0.04%
WABCO HOLDINGS INC 0.04%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.04%
WAMU 2004-AR3 A2 03.9523 06/25/2034 0.04%
WAMU 2005-AR10 1A3 03.3594 09/25/2035 0.04%
WARNER MEDIA LLC 02.9500 07/15/2026 0.04%
WFCM 2013-LC12 D P/P 144A 04.4231 07/15/2046 0.04%
WYNDHAM DESTINATIONS INC 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%
AECOM 0.03%
AENA SME SA 0.03%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.03%
AMERICAN FINANCIAL GROUP INC 0.03%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.03%
ANA HOLDINGS INC 0.03%
APPLE INC 04.3750 05/13/2045 0.03%
AT&T INC 05.8000 02/15/2019 0.03%
ATMOS ENERGY CORP 0.03%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.03%
BGC PARTNERS INC-CL A 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%
BRANDYWINE REALTY TRUST 0.03%
CABOT CORP 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%
CAS 2014-C03 2M2 04.9911 07/25/2024 0.03%
CAS 2015-C02 1M2 06.0911 05/25/2025 0.03%
CAS 2015-C03 2M2 07.0911 07/25/2025 0.03%
CAS 2016-C02 1M2 08.0911 09/25/2028 0.03%
CBS CORP 04.6000 01/15/2045 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 04.4500 09/29/2027 0.03%
CITIGROUP INC 04.6000 03/09/2026 0.03%
COCA-COLA AMATIL LTD 0.03%
COCA-COLA CO/THE 02.2500 09/01/2026 0.03%
COMM 2013-CCRE9 D P/P 144A 04.4040 07/10/2045 0.03%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.03%
COMM 2013-LC13 XA IO 01.4230 08/10/2046 0.03%
COMM 2014-CR14 XA IO 00.8764 02/10/2047 0.03%
COMM 2014-UBS4 XA IO 01.3585 08/10/2047 0.03%
COPA HOLDINGS SA-CLASS A 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%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.03%
CSX CORP 04.1000 03/15/2044 0.03%
CTBC FINANCIAL HOLDING CO LT 0.03%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.03%
DOMTAR CORP 0.03%
DOUGLAS EMMETT INC 0.03%
E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 0.03%
ENGIE 0.03%
EQUITY LIFESTYLE PROPERTIES 0.03%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.03%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.03%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.03%
FIRST HAWAIIAN INC 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%
GAMING AND LEISURE PROPERTIE 0.03%
GARDNER DENVER HOLDINGS INC 0.03%
GLAXOSMITHKLINE CAP INC 03.8750 05/15/2028 0.03%
GNR 2015-H25 BI IO 01.4386 10/20/2065 0.03%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.03%
GNR 2017-162 QI IO 05.0000 10/11/2047 0.03%
GSMS 2010-C1 D P/P 144A 06.1964 08/10/2043 0.03%
GSMS 2012-GC6 E P/P 144A 05.0000 01/10/2045 0.03%
HOME DEPOT INC 05.9500 04/01/2041 0.03%
HSBC BANK USA NA 05.6250 08/15/2035 0.03%
HSBC HOLDINGS PLC 0.03%
HUDSON PACIFIC PROPERTIES IN 0.03%
INDUSTRIAL BANK OF KOREA 0.03%
INDUSTRIVARDEN AB-A SHS 0.03%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.03%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.03%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.03%
JABIL INC 0.03%
JPMCC 2005-LDP5 F 05.8948 12/15/2044 0.03%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.03%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.03%
LEIDOS HOLDINGS INC 0.03%
LIBERTY MEDIA COR-SIRIUSXM A 0.03%
MEDIPAL HOLDINGS CORP 0.03%
METHANEX CORP USD 05.6500 12/01/2044 0.03%
MOODY'S CORPORATION 03.2500 01/15/2028 0.03%
MSAC 2004-HE6 M1 02.9161 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%
NEW RESIDENTIAL INVESTMENT 0.03%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.03%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.03%
NVENT ELECTRIC PLC 0.03%
ORACLE CORP 05.3750 07/15/2040 0.03%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.03%
PEPSICO INC 03.4500 10/06/2046 0.03%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.03%
PPSI 2004-WCW2 M3 03.1411 10/25/2034 0.03%
RENAISSANCERE HOLDINGS LTD 0.03%
REP OF INDONESIA P/P 144A 05.2500 01/17/2042 0.03%
ROYAL GOLD INC 0.03%
RTL GROUP 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%
SANTANDER CONSUMER USA HOLDI 0.03%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.03%
SERVICE CORP INTL 05.3750 05/15/2024 0.03%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.03%
STACR 2014-HQ3 M3 06.8411 10/25/2024 0.03%
STACR 2016-HQA2 M3 07.2411 11/25/2028 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
SUN COMMUNITIES INC 0.03%
SUN HUNG KAI PROPERTIES 0.03%
SYNOVUS FINANCIAL CORP 0.03%
T-MOBILE USA INC 06.3750 03/01/2025 0.03%
TESCO PLC 0.03%
TOPPAN PRINTING CO LTD 0.03%
UBSBB 2012-C2 D P/P 144A 05.0502 05/10/2063 0.03%
VALIDUS HOLDINGS LTD 0.03%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.03%
WAMU 2005-AR11 A1B3 02.4911 08/25/2045 0.03%
WAMU 2005-AR9 A1C3 03.0511 07/25/2045 0.03%
WATERS CORP 0.03%
WBCMT 2005-C21 D 05.4644 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%
WFCM 2013-LC12 C 04.4231 07/15/2046 0.03%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.03%
WYNDHAM DESTINATIONS INC 05.6250 03/01/2021 0.03%
ABC-MART INC 0.02%
AGNC INVESTMENT CORP 0.02%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.02%
ALTA MESA HLDGS 07.8750 12/15/2024 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%
APPLE INC 03.4500 05/06/2024 0.02%
ARC PROP OPER PART L 04.6000 02/06/2024 0.02%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.02%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 0.02%
ARRIS INTERNATIONAL PLC 0.02%
AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 0.02%
AXA SA P/P 144A 06.3790 12/29/2049 0.02%
AXIS CAPITAL HOLDINGS LTD 0.02%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.02%
BGC PARTNERS INC 05.1250 05/27/2021 0.02%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.02%
BLUESCOPE STEEL LTD 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 07.5000 12/01/2024 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 06.6108 06/21/2024 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
CANADIAN NATL RESOURCES USD 03.8500 06/01/2027 0.02%
CAS 2014-C04 1M2 06.9911 11/25/2024 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 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%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.02%
CIMIC GROUP LTD 0.02%
CITIGROUP INC 04.7500 05/18/2046 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%
COMCAST CORP 03.1500 03/01/2026 0.02%
COMCAST CORP 04.0490 11/01/2052 0.02%
COMM 2012-CR1 XA IO 02.0504 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 01.2444 05/10/2047 0.02%
COMM 2014-CR18 C 04.8898 07/15/2047 0.02%
COMM 2014-UBS6 XA IO 01.1141 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%
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 03.1500 07/15/2023 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 02.5181 08/25/2046 0.02%
CWCI 2007-C3 AJ 06.0153 05/15/2046 0.02%
DAI NIPPON PRINTING CO LTD 0.02%
DEUTSCHE LUFTHANSA-REG 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%
DISH DBS CORP 05.8750 11/15/2024 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%
EMPIRE STATE REALTY TRUST-A 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%
EQUINOR ASA USD 05.1000 08/17/2040 0.02%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.02%
FHR 3065 DC 13.6403 03/15/2035 0.02%
FHR 3829 AS IO 04.8768 03/15/2041 0.02%
FIRSTENERGY CORP 03.9000 07/15/2027 0.02%
FORMOSA PETROCHEMICAL CORP 0.02%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.02%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.02%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.02%
GNR 2013-99 AS IO 03.9663 06/20/2043 0.02%
GREAT LAKES D&D 08.0000 05/15/2022 0.02%
HCA INC 06.5000 02/15/2020 0.02%
HERMES INTERNATIONAL 0.02%
HESS CORP 07.3000 08/15/2031 0.02%
HILL-ROM HOLDINGS INC 0.02%
HONDA MOTOR CO LTD 0.02%
HONEYWELL INTL 03.8120 11/21/2047 0.02%
HONG KONG EXCHANGES & CLEAR 0.02%
HUSKY TLB L+300 05.2018 03/28/2025 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%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.02%
IPSEN 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JPMBB 2014-C22 C 04.7103 09/15/2047 0.02%
JPMBB 2014-C25 XA IO 01.1033 11/15/2047 0.02%
JPMCC 2013-LC11 X IO 01.4224 04/15/2046 0.02%
JTEKT 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%
L3 TECHNOLOGIES INC 0.02%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.02%
LIFE STORAGE INC 0.02%
LLOYDS BANKING GROUP PLC 0.02%
LLOYDS BANKING GROUP PLC USD 04.3440 01/09/2048 0.02%
LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 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%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.02%
MITSUBISHI ELECTRIC CORP 0.02%
MITSUBISHI GAS CHEMICAL CO 0.02%
MITSUBISHI UFJ FINANCIAL GRO 0.02%
MLMI 2005-A2 A2 03.5373 02/25/2035 0.02%
MSBAM 2012-C6 D P/P 144A 04.7268 11/15/2045 0.02%
MSBAM 2014-C17 XA IO 01.3553 08/15/2047 0.02%
MSC 2011-C3 D P/P 144A 05.3267 07/15/2049 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%
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%
PARAMOUNT GROUP INC 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%
PETROBRAS GLOBAL FINANCE REGS 05.9990 01/27/2028 0.02%
POPULAR INC 0.02%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.02%
PUB SVC ELEC & GAS 05.5000 03/01/2040 0.02%
PULTEGROUP INC 05.5000 03/01/2026 0.02%
RANDSTAD NV 0.02%
RAYONIER 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 04.8920 05/18/2029 0.02%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.02%
SAMI 2007-AR1 2A1 02.2711 01/25/2037 0.02%
SEALED AIR CORP 0.02%
SENIOR HOUSING PROP TRUST 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%
SONY CORP 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%
TAPESTRY INC 0.02%
TELEDYNE TECHNOLOGIES INC 0.02%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.02%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.02%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 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%
UNIVAR INC 0.02%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.02%
VMWARE INC 03.9000 08/21/2027 0.02%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 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%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.02%
WFCM 2013-LC12 AS 04.4231 07/15/2046 0.02%
WFCM 2014-LC16 XA IO 01.5012 08/15/2050 0.02%
WFCM 2016-LC25 XA IO 01.2249 12/15/2059 0.02%
WFRBS 2011-C4 E P/P 144A 05.3988 06/15/2044 0.02%
WFRBS 2011-C5 C P/P 144A 05.8594 11/15/2044 0.02%
WFRBS 2012-C9 D P/P 144A 04.9398 11/15/2045 0.02%
WFRBS 2012-C9 XB IO P/P 144A 00.8441 11/15/2045 0.02%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.02%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.02%
WP CAREY INC 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%
2.75 R ISWP FWD US0003M P 06/20/2023 0.01%
3.00 R ISWP FWD US0003M P 09/19/2048 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%
ADS INC P/P 144A 05.6250 11/15/2024 0.01%
AEGON NV 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%
ALLSTATE CORP 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%
APERGY CORP P/P 144A 06.3750 05/01/2026 0.01%
ARCELORMITTAL USD 07.0000 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%
AT&T INC 0.01%
AVAYA HOLDINGS CORP 0.01%
AVAYA TLB L+425 06.3232 12/15/2024 0.01%
BAE SYSTEMS PLC 0.01%
BANDAI NAMCO HOLDINGS INC 0.01%
BANK OF AMERICA CORP 03.1006 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%
BEACON ROOFING SUPP 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 08.7500 12/01/2021 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 05.2830 03/11/2039 0.01%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.01%
BUMT 2005-1 1A1 02.3911 09/25/2045 0.01%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.01%
CALIFORNIA RESOURC TL L+475 06.8379 11/17/2022 0.01%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.01%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.01%
CALPINE CORPORATION 05.7500 01/15/2025 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%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2015-C01 1M2 06.3911 02/25/2025 0.01%
CAS 2016-C05 2M1 03.4411 01/25/2029 0.01%
CAS 2016-C06 1M2 06.3411 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%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.01%
CHEMOURS CO 06.6250 05/15/2023 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.01%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.01%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 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%
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 01.3115 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 RES 04.5000 04/15/2023 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.01%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.01%
CROWN 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 02.0513 08/25/2035 0.01%
DAIWA SECURITIES GROUP INC 0.01%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.01%
DANAHER CORP 0.01%
DASSAULT AVIATION SA 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DENBURY RESOURCES INC 06.3750 08/15/2021 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%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
DISH NETWORK CV 03.3750 08/15/2026 0.01%
DUKE ENERGY CORP 0.01%
EAGLECLAW MID TL L+425 06.4211 06/30/2024 0.01%
EBAY INC 0.01%
EL PASO NATURAL GAS 08.3750 06/15/2032 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 07.7500 05/15/2026 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%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.01%
EXTRACTION OIL & GAS P/P 144A 05.6250 02/01/2026 0.01%
EXXON MOBIL CORP 0.01%
FEDEX CORP 02.6250 08/01/2022 0.01%
FHR 2990 LB 11.6466 06/15/2034 0.01%
FHR 3249 PS 15.4333 12/15/2036 0.01%
FHR 3408 EK 17.4506 04/15/2037 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 2006-8 HP 16.8992 03/25/2036 0.01%
FORTERRA TL L+300 05.0935 10/25/2023 0.01%
FRAC TECH INTL TLB L+475 06.8435 04/16/2021 0.01%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.01%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 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%
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 CAPITAL LP / FIN II 05.2500 06/01/2025 0.01%
GNMA GII30 AY2298 04.7000 05/20/2067 0.01%
GNMA GII30 AY4779 04.5010 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%
GNR 2015-H26 EI IO 01.7196 10/20/2065 0.01%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.01%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.01%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 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%
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%
HARVEY NORMAN HOLDINGS LTD 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%
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 07.0000 05/01/2026 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%
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%
JAGGED PEAK ENERGY P/P 144A 05.8750 05/01/2026 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%
JAPANESE YEN CALL ACCOUNT 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%
JO-ANN STORES 2NDL L+925 11.6038 05/21/2024 0.01%
JO-ANN STORES TL L+500 07.5094 10/16/2023 0.01%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.01%
JPMBB 2014-C19 XA IO 01.2893 04/15/2047 0.01%
JPMCC 2012-LC9 D P/P 144A 04.5177 12/15/2047 0.01%
JPMCC 2012-LC9 E P/P 144A 04.5177 12/15/2047 0.01%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.01%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 0.01%
KERRY PROPERTIES LTD 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%
KIMBERLY-CLARK CORP 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%
LENNAR CORP 04.7500 11/15/2022 0.01%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.01%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.01%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
LOWES COMPANIES INC 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%
MARATHON PETROLEUM CORP 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%
MCDONALD'S CORP 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 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%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 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 05.2630 10/25/2020 0.01%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.01%
NETFLIX INC P/P 144A 05.8750 11/15/2028 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%
NEXON CO LTD 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%
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 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%
NUTRIEN LTD USD 05.2500 01/15/2045 0.01%
NZD/USD 07/18/2018 CITI 0.01%
NZD/USD 07/18/2018 GSFX 0.01%
NZD/USD 07/18/2018 UBS 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 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%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 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%
PETROBRAS GLOBAL FINANCE REGS 05.2990 01/27/2025 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 05.3750 03/13/2022 0.01%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
PNC FINANCIAL SERVICES GROUP 0.01%
PQ CORP P/P 144A 05.7500 12/15/2025 0.01%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.01%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.01%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.01%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.01%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.01%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.01%
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%
RACKSPACE HOSTING INC L+300 05.3631 11/03/2023 0.01%
RANGE RESOURCES CORP 05.7500 06/01/2021 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%
REVLON CONS TLB L+350 05.5935 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%
SEK/USD 09/19/2018 GSFX 0.01%
SEK/USD 09/19/2018 SSBT 0.01%
SERVICE CORP INTL 05.3750 01/15/2022 0.01%
SESI LLC 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%
SKY PLC 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 04.2911 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%
TAISHO PHARMACEUTICAL HOLDIN 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%
TENNECO INC 05.3750 12/15/2024 0.01%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.01%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.01%
TJX COMPANIES INC 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.01%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.01%
TORONTO-DOMINION BANK 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 01.7949 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 08.5000 01/31/2027 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%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.01%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.01%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 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%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.01%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.01%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.01%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.01%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.01%
WFMBS 2005-AR4 1A3 04.0030 04/25/2035 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.7208 12/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
WFRBS 2013-C15 D P/P 144A 04.6278 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%
WM MORRISON SUPERMARKETS 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%
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%
2.875 R ISWP FWD US0003M P 09/19/2020 0.00%
2.90 R ISWP FWD US0003M P 09/19/2023 0.00%
2.9245 R ISWP US0003M P 07/03/2028 0.00%
2.95 R ISWP FWD US0003M P 09/19/2028 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 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%
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%
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%
ARAMARK 0.00%
ARCELORMITTAL USD 06.1250 06/01/2025 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 00.0595 07/10/2042 0.00%
BACM 2004-5 XC IO P/P 144A 00.5789 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 00.0000 02/10/2051 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 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%
BOYD GAMING CORP 06.3750 04/01/2026 0.00%
BOYD GAMING CORP P/P 144A 06.0000 08/15/2026 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%
BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.5135 12/11/2038 0.00%
BSCMS 2006-PW11 C P/P 144A 05.2830 03/11/2039 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 07/18/2018 BCAP-FX 0.00%
CAD/USD 07/18/2018 CITI 0.00%
CAD/USD 07/18/2018 CSI-FX 0.00%
CAD/USD 07/18/2018 GSFX 0.00%
CAD/USD 07/18/2018 JPMCB 0.00%
CAD/USD 07/18/2018 RBSF 0.00%
CAD/USD 07/18/2018 SSBT 0.00%
CAD/USD 07/18/2018 UBS 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%
CAMDEN PROPERTY TRUST 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 ESCROW I CO P/P 144A 05.3750 06/01/2026 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 00.6857 10/15/2049 0.00%
CGI GROUP INC - CLASS A 0.00%
CHEMOURS CO 05.3750 05/15/2027 0.00%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.00%
CHF/USD 09/19/2018 JPMCB 0.00%
CHIMERA INVESTMENT CORP 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 08/15/2022 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 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 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 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 JP 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 CG 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.A.7 2047-01-17 200.0 01/17/2047 MS 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 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 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 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 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.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 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 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 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 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 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 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 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML 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 08/16/2018 GSFX 0.00%
CNH/USD 08/16/2018 HSBCB 0.00%
COCA-COLA EUROPEAN PARTNERS 0.00%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.00%
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CONCHO RESOURCES INC 03.7500 10/01/2027 0.00%
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ECOLAB INC 0.00%
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ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
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EUR/USD 09/19/2018 SSBT 0.00%
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EXELON CORP 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%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 0.00%
FNR 2005-106 JC 13.6399 12/25/2035 0.00%
FNR 2005-75 GS 13.9766 08/25/2035 0.00%
FNR 2005-83 QP 11.9571 11/25/2034 0.00%
FNR 2006-125 OX PO 00.0000 01/25/2037 0.00%
FNR 2006-62 PS 27.3532 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%
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GENPACT LTD 0.00%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.00%
GMAC CAPITAL TRUST I PCT 08.1275 0.00%
GMACC 2005-C1 X1 IO P/P 144A 01.1752 05/10/2043 0.00%
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GNR 2010-9 QI IO 04.5000 01/20/2040 0.00%
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HARRIS CORP 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
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HONG KONG DOLLAR CALL ACCOUNT 0.00%
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IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.00%
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INTERCONTINENTAL HOTELS GROU 0.00%
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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%
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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%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.00%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.00%
JPMCC 05-CB12 X1 IO P/P 144A 00.4065 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 00.2865 05/15/2045 0.00%
JPY/USD 08/16/2018 BANKAM 0.00%
JPY/USD 08/16/2018 BCAP-FX 0.00%
JPY/USD 08/16/2018 CITI 0.00%
JPY/USD 08/16/2018 CSI-FX 0.00%
JPY/USD 08/16/2018 GSFX 0.00%
JPY/USD 08/16/2018 HSBCB 0.00%
JPY/USD 08/16/2018 JPMCB 0.00%
JPY/USD 08/16/2018 RBSF 0.00%
JPY/USD 08/16/2018 SSBT 0.00%
JPY/USD 08/16/2018 UBS 0.00%
JPY/USD 08/16/2018 WPAC 0.00%
KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 0.00%
KINGFISHER PLC 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LBUBS 2005-C7 XCL IO P/P 144A 00.5244 11/15/2040 0.00%
LENNAR CORP 05.8750 11/15/2024 0.00%
LIBERTY EXPEDIA HOLD-A 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%
MAXIM INTEGRATED PRODUCTS 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%
MEDIOBANCA SPA 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%
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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 07.1367 05/15/2044 0.00%
MEZZ 2006-C4 X IO P/P 144A 06.6414 07/15/2045 0.00%
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MFA FINANCIAL INC 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%
MILLICOM INTL CELLULAR-SDR 0.00%
MINI MSCI EAFE SEP18 MFSU8 0.00%
MITSUBISHI TANABE PHARMA 0.00%
MLMT 2004-KEY2 XC IO P/P 144A 01.0807 08/12/2039 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0016 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%
MWO HOLDINGS LLC 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.00%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 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/SEK PUT 1.0735 20180712 HSBCB 0.00%
NOK/SEK PUT 1.075 20180712 BCAP-FX 0.00%
NOK/SEK PUT 1.075 20180712 GSFX 0.00%
NOK/USD 09/19/2018 BANKAM 0.00%
NOK/USD 09/19/2018 BCAP-FX 0.00%
NOK/USD 09/19/2018 CITI 0.00%
NOK/USD 09/19/2018 GSFX 0.00%
NOK/USD 09/19/2018 JPMCB 0.00%
NOK/USD 09/19/2018 SSBT 0.00%
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NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.00%
NXP SEMICONDUCTORS NV 0.00%
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NZD/USD 07/18/2018 HSBCB 0.00%
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NZD/USD 07/18/2018 SSBT 0.00%
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OLD REPUBLIC INTL CORP 0.00%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.00%
PERKINELMER INC 0.00%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PHILLIPS 66 0.00%
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PLATFORM SPECIALTY P/P 144A 05.8750 12/01/2025 0.00%
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POUND STERLING CALL ACCOUNT 0.00%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
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REGENCY ENERGY P 04.5000 11/01/2023 0.00%
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ROYAL DUTCH SHELL PLC-A SHS 0.00%
S&P MID 400 EMINI SEP18 FAU8 0.00%
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SAFRAN SA 0.00%
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SCOTTS MIRACLE-GRO CO 0.00%
SECOM CO LTD 0.00%
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SEK/USD 09/19/2018 CSI-FX 0.00%
SEK/USD 09/19/2018 HSBCB 0.00%
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SEK/USD 09/19/2018 UBS 0.00%
SEMGROUP CORP 06.3750 03/15/2025 0.00%
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SHERWIN-WILLIAMS CO/THE 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%
SPIRIT MTA REIT 0.00%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
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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%
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%
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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. 04.0000 04/15/2022 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
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TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 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%
TOPIX INDX FUTR SEP18 TPU8 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
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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 09/19/2018 SSBT 0.00%
TWD/USD 08/16/2018 BANKAM 0.00%
TWD/USD 08/16/2018 GSFX 0.00%
TWO HARBORS INVESTMENT CORP 0.00%
TXU TCEH RIGHTS 0.00%
UDR INC 0.00%
UNICHARM CORP 0.00%
UNITEDHEALTH GROUP INC 0.00%
US 10YR NOTE (CBT)SEP18 TYU8 0.00%
US 10YR ULTRA FUT SEP18 UXYU8 0.00%
US 2YR NOTE (CBT) SEP18 TUU8 0.00%
US 5YR NOTE (CBT) SEP18 FVU8 0.00%
US FOODS HOLDING CORP 0.00%
US LONG BOND(CBT) SEP18 USU8 0.00%
US ULTRA BOND CBT SEP18 WNU8 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%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.00%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.00%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.00%
WAND MERGER CORP P/P 144A 08.1250 07/15/2023 0.00%
WAND MERGER CORP P/P 144A 09.1250 07/15/2026 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 00.0506 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 05.7500 06/01/2026 0.00%
WPX ENERGY INC 06.0000 01/15/2022 0.00%
WPX ENERGY INC 08.2500 08/01/2023 0.00%
YAMADA DENKI CO LTD 0.00%
ZAYO GROUP HOLDINGS INC 0.00%
ZURICH INSURANCE GROUP AG 0.00%
AUD/USD 07/18/2018 BANKAM -0.01%
AUD/USD 07/18/2018 BCAP-FX -0.01%
AUD/USD 07/18/2018 CITI -0.01%
AUD/USD 07/18/2018 GSFX -0.01%
AUD/USD 07/18/2018 HSBCB -0.01%
AUD/USD 07/18/2018 JPMCB -0.01%
AUD/USD 07/18/2018 SSBT -0.01%
AUD/USD 07/18/2018 UBS -0.01%
AUD/USD 07/18/2018 WPAC -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-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
AUD/USD 07/18/2018 CSI-FX -0.02%
CDX CDX.NA.HY.30 500.0 06/20/2023 -0.04%
EMIN RUSSELL 2000 SEP18 RTYU8 -0.04%
RU10INTR P US0003M R 11/27/18 CI -0.05%
CGPUTQL2 R US0003M P 11/27/18 CI -0.10%
GNMA GII30 TBA 03.5000 07/01/2048 -0.18%

Prior top 10 holdings

Top 10 holdings as of 08/31/18
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 G08814 04.0000 05/01/2048
Alphabet
JPMorgan Chase
Apple
Cisco Systems
Verizon Communications
Gnma Gii30 Ma4837 03.5000 11/20/2047
Holdings represent 16.45% of portfolio
Top 10 holdings as of 07/31/18
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 G08814 04.0000 05/01/2048
Alphabet
JPMorgan Chase
Gnma Gii30 Ma4837 03.5000 11/20/2047
Fnma Fn30 Tba 06.0000 08/01/2048
Citigroup
Verizon
Holdings represent 16.42% of portfolio
Top 10 holdings as of 06/30/18
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
Alphabet
JPMorgan Chase
Fnma Fn15 Tba 03.0000 07/01/2033
Gnma Gii30 Ma4837 03.5000 11/20/2047
Fnma Fn30 Tba 06.0000 07/01/2048
Verizon Communications Inc Sedol 2090571
Holdings represent 16.45% of portfolio
Top 10 holdings as of 05/31/18
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 G08814 04.0000 05/01/2048
Microsoft
Alphabet
JPMorgan Chase
Apple
UnitedHealth Group
Gnma Gii30 Ma4837 03.5000 11/20/2047
Holdings represent 17.42% of portfolio

Portfolio composition as of 08/31/18

U.S. Investment-grade bonds 60.37%
U.S. large-cap equity 18.78%
International equity 7.95%
U.S. small- and mid-cap equity 5.68%
U.S. High-yield bonds 3.42%
U.S. money markets 2.83%
Commodities 0.97%

Fixed income statistics as of 08/31/18

Average effective maturity 10.45 yrs.
Average effective duration 3.70 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

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. 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% -- -- -- -- --

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.