Always Innovative. Always Active.

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 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 $10.76
0.09% | $0.01
$10.89
08/29/18
$9.75
12/24/18
Historical fund price

Fund facts as of 06/30/19

Total net assets
$1,087.98M
Turnover (fiscal year end)
166%
Dividend frequency (view rate)
Monthly
Number of holdings
1689
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
Portfolio Manager


Manager commentary | Q1 2019

Active management is a differentiator in risk management

Jason Vaillancourt, Co-Head of Global Asset Allocation, explains the key components of his defensive strategy.


Literature


Market volatility returns to "old" normal
Our outlook for stock market volatility sees the levels reached in 2018 continuing, in part because these levels were close to the long-term norm.
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.

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)


5.58%

Average 5-year annualized return


  • Total return (%) as of 06/30/19

  • Annual performance as of 06/30/19

Annualized Total return (%) as of 06/30/19

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 4.98% 5.07% 4.13% 7.33%
After sales charge -1.05% 3.02% 2.91% 6.69%
Bloomberg Barclays U.S. Aggregate Bond Index 7.87%2.31%2.95%3.90%
Putnam Conservative Blended Benchmark 8.18%5.93%4.96%7.16%

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, 4.00% and 3.25% for income funds and 2.25% and 0.75% for Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return 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, which is 3% in the first year, declining to 1% in the fourth 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, N, 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). Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. 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 and M shares of Putnam money market funds have no initial sales charge. For a portion of the periods, some funds had expense 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 06/30/19 2.97% -2.95%
YTD as of 07/12/19 9.20% 2.92%

Yield

Distribution rate before sales charge
as of 07/12/19
2.12%
Distribution rate after sales charge
as of 07/12/19
2.00%
30-day SEC yield as of 06/28/19
(after sales charge)
1.89%

Risk-adjusted performance as of 06/30/19

Sharpe ratio (3 yrs.) 0.81

Volatility as of 06/30/19

Standard deviation (3 yrs.) 4.62%

Lipper rankings as of 06/30/19

Time period Rank/Funds in category Percentile ranking
1 yr. 201/325 62%
3 yrs. 136/309 44%
5 yrs. 56/270 21%
10 yrs. 38/192 20%
Lipper category: Mixed-Asset Target Alloc Consv Funds

Morningstar Ratings as of 06/30/19

Time period Funds in category Morningstar Rating
Overall 492
3 yrs. 492
5 yrs. 398
10 yrs. 265
Morningstar category: Allocation--30% to 50% Equity

Distributions

Record/Ex dividend date 06/18/19
Payable date 06/20/19
Income $0.019
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 06/30/19

Gnma Gii30 Ma4652 03.5000 08/20/2047 3.79%
Fhlmc Fh30g G08795 03.0000 01/01/2048 3.02%
Fnma Fn30 Tba Umbs 04.0000 08/01/2049 2.47%
Fnma Fn15 Al9468 Umbs 03.0000 12/01/2031 1.55%
Fnma Fn30 Tba Umbs 04.0000 07/01/2049 1.42%
Alphabet 1.27%
JPMorgan Chase 1.00%
Amazon 0.98%
Cisco Systems 0.84%
Chevron 0.83%
Top 10 holdings, percent of portfolio 17.17%

Full portfolio holdings as of 03/31/19

US 5YR NOTE (CBT) JUN19 FVM9 8.76%
US 2YR NOTE (CBT) JUN19 TUM9 8.07%
CDX CDX.NA.IG.32 100.0 06/20/2024 6.02%
CGPUTQL2 R US0003M P 11/26/19 CI 4.17%
GNMA GII30 MA4652 03.5000 08/20/2047 3.94%
US ULTRA BOND CBT JUN19 WNM9 3.78%
FNMA FN30 MA3238 03.5000 01/01/2048 3.59%
CDX CDX.NA.HY.32 500.0 06/20/2024 2.44%
E-MINI RUSS 2000 JUN19 RTYM9 2.10%
US LONG BOND(CBT) JUN19 USM9 1.63%
FNMA FN15 AL9468 03.0000 12/01/2031 1.60%
FHLMC FH30G G08814 04.0000 05/01/2048 1.59%
ALPHABET INC-CL A 1.40%
FNMA FN30 TBA 04.0000 04/01/2049 1.06%
JPMORGAN CHASE & CO 0.97%
CISCO SYSTEMS INC 0.85%
VERIZON COMMUNICATIONS INC 0.81%
FNMA FN30 TBA 06.0000 04/01/2049 0.80%
BOEING CO/THE 0.79%
APPLE INC 0.78%
GNMA GII30 MA4837 03.5000 11/20/2047 0.78%
CHEVRON CORP 0.74%
AMAZON.COM INC 0.71%
CITIGROUP INC 0.71%
FNMA FN30 BH5117 04.0000 08/01/2047 0.70%
FNMA FN30 BH7058 03.5000 12/01/2047 0.69%
ORACLE CORP 0.69%
INTL BUSINESS MACHINES CORP 0.68%
MICROSOFT CORP 0.67%
HOME DEPOT INC 0.66%
STARBUCKS CORP 0.65%
FNMA FN30 MA2737 03.0000 09/01/2046 0.61%
GNMA GII30 MA4586 03.5000 07/20/2047 0.58%
ADOBE INC 0.56%
FNMA FN15 TBA 03.0000 04/01/2034 0.56%
COCA-COLA CO/THE 0.54%
FNMA FN30 AL9859 03.0000 03/01/2047 0.53%
LOWES COMPANIES INC 0.51%
JOHNSON & JOHNSON 0.49%
ABBOTT LABORATORIES 0.44%
MEDTRONIC PLC 0.44%
AMGEN INC 0.42%
CONOCOPHILLIPS 0.41%
FACEBOOK INC-CLASS A 0.41%
PEPSICO INC 0.41%
MERCK & CO. INC. 0.40%
INTUIT INC 0.38%
HONEYWELL INTERNATIONAL INC 0.36%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.36%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.34%
XILINX INC 0.34%
LOCKHEED MARTIN CORP 0.33%
NXP SEMICONDUCTORS NV 0.33%
AUTOMATIC DATA PROCESSING 0.32%
WALGREENS BOOTS ALLIANCE INC 0.31%
MONDELEZ INTERNATIONAL INC-A 0.30%
METLIFE INC 0.28%
MORGAN STANLEY 0.27%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.27%
WALMART INC 0.27%
CITIGROUP INC 03.8870 01/10/2028 0.26%
DELTA AIR LINES INC 0.26%
EXELON CORP 0.26%
FNMA FN30 AS7003 03.0000 04/01/2046 0.25%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.25%
PROCTER & GAMBLE CO/THE 0.25%
UNITED CONTINENTAL HOLDINGS 0.25%
VALERO ENERGY CORP 0.25%
BOOKING HOLDINGS INC 0.24%
ABBVIE INC 0.23%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.23%
LYONDELLBASELL INDU-CL A 0.23%
MORGAN STANLEY 03.6250 01/20/2027 0.23%
PHILLIPS 66 0.23%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.22%
FNMA FN30 BC2733 03.0000 05/01/2046 0.22%
SPST 2018-1 A 03.3811 04/24/2019 0.22%
SYSCO CORP 0.22%
CUMMINS INC 0.21%
PFIZER INC 0.21%
AT&T INC 04.1000 02/15/2028 0.20%
BIOGEN INC 0.20%
BROADCOM INC 0.20%
WASTE MANAGEMENT INC 0.20%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.20%
AGILENT TECHNOLOGIES INC 0.19%
APPLE INC 02.1000 05/06/2019 0.19%
FNMA FN30 BJ9256 04.0000 06/01/2048 0.19%
FORTINET INC 0.19%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.19%
INGERSOLL-RAND PLC 0.19%
KLA-TENCOR CORP 0.19%
NORFOLK SOUTHERN CORP 0.19%
PRUDENTIAL FINANCIAL INC 0.19%
ROCHE HOLDING AG-GENUSSCHEIN 0.19%
ROSS STORES INC 0.19%
CAPITAL ONE FINANCIAL CORP 0.18%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.18%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.17%
E*TRADE FINANCIAL CORPORATION 0.17%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.17%
MCKESSON CORP 0.17%
PUBLIC SERVICE ENTERPRISE GP 0.17%
SPST 2018-3 A 03.1811 07/24/2019 0.17%
SYNCHRONY FINANCIAL 0.17%
CVS HEALTH CORP 04.7800 03/25/2038 0.16%
FHLMC FH30G G08747 03.0000 02/01/2047 0.16%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.16%
MICROSOFT CORP 02.4000 08/08/2026 0.16%
OMNICOM GROUP 0.16%
SPST 2018-8 A 03.1811 02/24/2020 0.16%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.16%
UNITEDHEALTH GROUP INC 0.16%
WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 0.16%
AFLAC INC 0.15%
AMERIPRISE FINANCIAL INC 0.15%
DARDEN RESTAURANTS INC 0.15%
ELANCO ANIMAL HEALTH P/P 144A 04.9000 08/28/2028 0.15%
FNMA FN30 AS8056 03.0000 10/01/2046 0.15%
GILEAD SCIENCES INC 0.15%
HILTON WORLDWIDE HOLDINGS IN 0.15%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.15%
ORACLE CORPORATION 02.2500 10/08/2019 0.15%
SPST 2018-5 A 03.1811 09/24/2019 0.15%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.15%
APPLE INC 04.2500 02/09/2047 0.14%
CAS 2015-C04 2M2 08.0355 04/25/2028 0.14%
CITIZENS FINANCIAL GROUP 0.14%
DISCOVER FINANCIAL SERVICES 0.14%
FNMA FN30 AS7154 03.0000 05/01/2046 0.14%
GLAXOSMITHKLINE PLC 0.14%
MARATHON PETROLEUM CORP 0.14%
TOTAL SA 0.14%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.14%
ALLERGAN PLC 0.13%
ALLIANZ SE-REG 0.13%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.13%
CENTENE CORP 0.13%
COMERICA INC 0.13%
ECOLAB INC 02.7000 11/01/2026 0.13%
ELI LILLY & CO 0.13%
FREEPORT-MCMORAN INC 0.13%
GOLDMAN SACHS GROUP INC 0.13%
HARTFORD FINANCIAL SVCS GRP 0.13%
HERSHEY CO/THE 0.13%
MICROSOFT CORP 01.5500 08/08/2021 0.13%
ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 0.13%
RIO TINTO PLC 0.13%
ROCKWELL AUTOMATION INC 0.13%
AMAZON.COM INC 03.1500 08/22/2027 0.12%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.12%
CADENCE DESIGN SYS INC 0.12%
CARDINAL HEALTH INC 0.12%
CAS 2016-C01 1M2 09.2355 08/25/2028 0.12%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.12%
DBUBS 2011-LC3A D P/P 144A 05.3390 08/10/2044 0.12%
F5 NETWORKS INC 0.12%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.12%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.12%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.11%
CAS 2015-C04 1M2 08.1855 04/25/2028 0.11%
CENTERPOINT ENERGY INC 0.11%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.11%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.11%
ELECTRONIC ARTS INC 0.11%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.11%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 0.11%
FOOT LOCKER INC 0.11%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.11%
HCA HEALTHCARE INC 0.11%
IMPERIAL BRANDS PLC 0.11%
KEURIG DR PEPPER INC P/P 144A 04.5970 05/25/2028 0.11%
NATIONAL AUSTRALIA B P/P 144A 03.2906 12/09/2019 0.11%
NOVARTIS AG-REG 0.11%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.11%
NRG ENERGY INC 0.11%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.11%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.11%
VERIZON COMM 04.3290 09/21/2028 0.11%
AGNC INVESTMENT CORP 0.10%
AIR LEASE CORP 03.6250 04/01/2027 0.10%
ALLSTATE CORP 0.10%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.10%
ANHEUSER-BUSCH CO/IN P/P 144A 03.6500 02/01/2026 0.10%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.10%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.10%
BROADRIDGE FINANCIAL SOLUTIO 0.10%
CENTRAL JAPAN RAILWAY CO 0.10%
CF INDUSTRIES HOLDINGS INC 0.10%
CIGNA CORP P/P 144A 03.7500 07/15/2023 0.10%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.10%
DELL TECHNOLOGIES -C 0.10%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.10%
ENI SPA 0.10%
FNMA FN30 AS8074 03.0000 10/01/2046 0.10%
FNMA FN30 TBA 04.5000 04/01/2049 0.10%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.10%
HITACHI LTD 0.10%
INTEL CORP 0.10%
KINDER MORGAN INC 03.1500 01/15/2023 0.10%
KONINKLIJKE AHOLD DELHAIZE N 0.10%
LAS VEGAS SANDS CORP 0.10%
LEGAL & GENERAL GROUP PLC 0.10%
LINCOLN NATIONAL CORP 0.10%
MACQUARIE GROUP LTD 0.10%
MOLSON COORS BREWING CO -B 0.10%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.10%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.10%
SPST 2017-LD1 A 03.2855 11/25/2050 0.10%
VOLVO AB-B SHS 0.10%
AES CORP 0.09%
AMETEK INC 0.09%
ASTELLAS PHARMA INC 0.09%
AVALONBAY COMMUNITIES INC 0.09%
BRISTOL-MYERS SQUIBB CO 0.09%
CAS 2016-C03 2M2 08.3855 10/25/2028 0.09%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.09%
CK ASSET HOLDINGS LTD 0.09%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.09%
DISCOVERY INC - A 0.09%
ENERGY TRANSFER OPERATNG 05.8750 01/15/2024 0.09%
FNMA FN40 BF0171 04.0000 01/01/2057 0.09%
GSMS 2014-GC22 C 04.6895 06/10/2047 0.09%
HERMES INTERNATIONAL 0.09%
HOYA CORP 0.09%
KEYSIGHT TECHNOLOGIES IN 0.09%
L OREAL 0.09%
MIZUHO FINANCIAL GROUP INC 0.09%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.09%
ORACLE CORP 02.6500 07/15/2026 0.09%
PACKAGING CORP OF AMERICA 0.09%
PARTNERS GROUP HOLDING AG 0.09%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.09%
PEUGEOT SA 0.09%
PINNACLE WEST CAPITAL 0.09%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.09%
SALESFORCE.COM INC 03.7000 04/11/2028 0.09%
SANDVIK AB 0.09%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.09%
SUMITOMO MITSUI FINANCIAL GR 0.09%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.09%
WFRBS 2011-C5 E P/P 144A 05.6731 11/15/2044 0.09%
AMADEUS IT GROUP SA 0.08%
ANALOG DEVICES INC 02.8500 03/12/2020 0.08%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 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%
BERRY GLOBAL GROUP INC 0.08%
BF0101 03.5000 06/01/2056 0.08%
BPCE SA P/P 144A 04.5000 03/15/2025 0.08%
CBRE GROUP INC - A 0.08%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.08%
CHEVRON CORP 01.5610 05/16/2019 0.08%
CIT GROUP INC. 05.2500 03/07/2025 0.08%
CITIGROUP INC 02.6500 10/26/2020 0.08%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.08%
COCA-COLA EUROPEAN PARTNERS 0.08%
CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 0.08%
CSAIL 2015-C1 C 04.2956 04/15/2050 0.08%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.08%
EQUINOR ASA 0.08%
EVERGY INC 0.08%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.08%
FISERV INC 04.2000 10/01/2028 0.08%
FNMA FN30 BM1172 03.0000 03/01/2047 0.08%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.08%
HUNTSMAN CORP 0.08%
LEAR CORP 03.8000 09/15/2027 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%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.08%
NESTLE SA-REG 0.08%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.08%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.08%
ORIX CORP 0.08%
PERSIMMON PLC 0.08%
RAYTHEON COMPANY 02.5000 12/15/2022 0.08%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.08%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.08%
ROYAL DUTCH SHELL PLC-B SHS 0.08%
SHIONOGI & CO LTD 0.08%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.08%
SONY CORP 0.08%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.08%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.08%
TPAT 2018-SL1 A P/P 144A 03.0899 01/25/2046 0.08%
TRIPADVISOR INC 0.08%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.08%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.08%
VICI PROPERTIES INC 0.08%
WARNER MEDIA LLC 03.8000 02/15/2027 0.08%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.08%
ZEBRA TECHNOLOGIES CORP-CL A 0.08%
ABN AMRO GROUP NV-CVA 0.07%
ACS ACTIVIDADES 0.07%
AENA SME SA 0.07%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.07%
ANGLO AMER PLC 0.07%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.07%
AVIVA PLC 0.07%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.07%
BASF SE 0.07%
BIOGEN INC 03.6250 09/15/2022 0.07%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.07%
CBS CORP 04.2000 06/01/2029 0.07%
CDW CORP/DE 0.07%
COMCAST CORP 03.9690 11/01/2047 0.07%
COMM 2010-C1 D P/P 144A 06.1277 07/10/2046 0.07%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.07%
CVS HEALTH CORP 05.0500 03/25/2048 0.07%
DEUTSCHE TELEKOM AG-REG 0.07%
DOVER CORP 0.07%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.07%
DUKE ENERGY CORP 03.1500 08/15/2027 0.07%
EXXON MOBIL CORP 0.07%
FNMA FN30 BC1155 03.0000 06/01/2046 0.07%
HANG SENG BANK LTD 0.07%
HD SUPPLY HOLDINGS INC 0.07%
HYATT HOTELS CORP 04.8500 03/15/2026 0.07%
JUNIPER NETWORKS INC 0.07%
LEAR CORP 0.07%
LLOYDS BANKING GROUP PLC 0.07%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.07%
MARUBENI CORP 0.07%
MITSUI AND CO LTD 0.07%
MORGAN STANLEY 02.6500 01/27/2020 0.07%
MORGAN STANLEY 04.3750 01/22/2047 0.07%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.07%
NEW RESIDENTIAL INVESTMENT 0.07%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.07%
PROLOGIS INC 0.07%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.07%
REPUBLIC SERVICES INC 0.07%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.07%
RESONA HOLDINGS INC 0.07%
SANOFI 0.07%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.07%
TAISEI CORP 0.07%
TELENOR ASA 0.07%
UGI CORP 0.07%
UNUM GROUP 0.07%
WELLS FARGO & CO 0.07%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.07%
WFRBS 2011-C2 D P/P 144A 05.6525 02/15/2044 0.07%
XEROX CORP 0.07%
ZOETIS INC 0.07%
ABBVIE INC 02.5000 05/14/2020 0.06%
ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 0.06%
ALLISON TRANSMISSION HOLDING 0.06%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.06%
AMGEN INC 02.6000 08/19/2026 0.06%
ASHTEAD GROUP PLC 0.06%
ASPEN TECHNOLOGY INC 0.06%
ATHENE HOLDING LTD-CLASS A 0.06%
AUTONATION INC. 05.5000 02/01/2020 0.06%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.06%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.06%
BRIXMOR PROPERTY GROUP INC 0.06%
BT GROUP PLC 0.06%
CAS 2016-C01 2M2 09.4355 08/25/2028 0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.06%
CWALT 2006-OA10 4A1 02.6755 08/25/2046 0.06%
DEVON ENERGY CORP 0.06%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.06%
DUKE ENERGY OHIO INC 03.6500 02/01/2029 0.06%
DUKE REALTY CORP 0.06%
ENDESA S.A. 0.06%
ENEL SPA 0.06%
EOG RESOURCES INC 02.6250 03/15/2023 0.06%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.06%
GSMS 2011-GC3 D P/P 144A 05.6380 03/10/2044 0.06%
HOLOGIC INC 0.06%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.06%
IBM CORP 01.8750 08/01/2022 0.06%
INTL CONSOLIDATED AIRLINE-DI 0.06%
KAR AUCTION SERVICES INC 0.06%
LNSTR 2015-3 B P/P 144A 03.1280 04/20/2048 0.06%
MASIMO CORP 0.06%
MEDICAL PROPERTIES TRUST INC 0.06%
MERCK & CO INC 03.7000 02/10/2045 0.06%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 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 ABP P/P 144A 02.2500 05/27/2021 0.06%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.06%
PENTAIR PLC 0.06%
RECKITT BENCKISER GROUP PLC 0.06%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.06%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.06%
SL GREEN REALTY CORP 0.06%
STEEL DYNAMICS INC 0.06%
STORE CAPITAL CORP 0.06%
TOYOTA MOTOR CORP 0.06%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.06%
UPM-KYMMENE OYJ 0.06%
VISTRA ENERGY CORP 0.06%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.06%
WESTROCK MWV LLC 08.2000 01/15/2030 0.06%
WFRBS 2011-C3 D P/P 144A 05.6839 03/15/2044 0.06%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.06%
WOLTERS KLUWER 0.06%
3I GROUP PLC 0.05%
AIR LEASE CORP 04.6250 10/01/2028 0.05%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.05%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.05%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.05%
AMGEN INC 03.4500 10/01/2020 0.05%
AMGEN INC 04.6630 06/15/2051 0.05%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.05%
ARRIS INTERNATIONAL PLC 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%
BERKSHIRE HATHAWAY E 03.8000 07/15/2048 0.05%
BLUESCOPE STEEL LTD 0.05%
BP PLC 0.05%
CAMDEN PROPERTY TRUST 0.05%
CARLSBERG AS-B 0.05%
CAS 2016-C02 1M2 08.4855 09/25/2028 0.05%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.05%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.05%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.05%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.05%
CWALT 2006-OA7 1A2 03.3365 06/25/2046 0.05%
DEERE & COMPANY 02.6000 06/08/2022 0.05%
EMIR 2018-1 M1 04.1855 11/25/2028 0.05%
EQT CORP 03.9000 10/01/2027 0.05%
EQUINOR ASA USD 02.9000 11/08/2020 0.05%
FAURECIA 0.05%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 0.05%
FEDERATIVE REP OF BRAZIL USD 06.0000 04/07/2026 0.05%
FHLMC FH30G G60314 04.0000 09/01/2045 0.05%
FIRSTENERGY CORP 04.8500 07/15/2047 0.05%
GAMING AND LEISURE PROPERTIE 0.05%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.05%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.05%
GOOGLE INC 03.3750 02/25/2024 0.05%
GSMS 2010-C1 D P/P 144A 06.0520 08/10/2043 0.05%
HUMANA INC 0.05%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.05%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.05%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.05%
JAPAN AIRLINES CO LTD 0.05%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.05%
JONES LANG LASALLE INC 0.05%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.05%
JPMCC 2012-C6 E P/P 144A 05.1568 05/15/2045 0.05%
KDDI CORP 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%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.05%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.05%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.05%
MICROSOFT CORP 04.2000 06/01/2019 0.05%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.05%
MITSUBISHI CORP 0.05%
NINTENDO CO LTD 0.05%
NTT DATA CORP 0.05%
NUTRIEN LTD USD 04.1250 03/15/2035 0.05%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.05%
OSHKOSH CORP 04.6000 05/15/2028 0.05%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.05%
PFIZER INC 03.0000 12/15/2026 0.05%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.05%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.05%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.05%
SWEDBANK AB - A SHARES 0.05%
TAYLOR WIMPEY PLC 0.05%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.05%
UCB SA 0.05%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.05%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.05%
WAMU 2005-AR12 1A8 04.0163 10/25/2035 0.05%
ZOETIS INC 03.9000 08/20/2028 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%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.04%
ALPHABET INC 01.9980 08/15/2026 0.04%
ALPHABET INC 03.6250 05/19/2021 0.04%
APPLE INC 03.8500 05/04/2043 0.04%
APPLE INC 04.3750 05/13/2045 0.04%
ARCELORMITTAL 0.04%
ARKEMA 0.04%
AT&T INC 0.04%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.04%
BANK OF AMERICA CORP 03.4990 05/17/2022 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 04.1855 10/25/2027 0.04%
BMIR 2018-2A M1B P/P 144A 03.8355 08/25/2028 0.04%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.04%
BP CAP MARKETS AMERICA 03.1190 05/04/2026 0.04%
CAPGEMINI SE 0.04%
CAS 2016-C04 1M2 06.7355 01/25/2029 0.04%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.04%
CELANESE CORP 0.04%
CFCRE 2011-C2 E P/P 144A 05.7568 12/15/2047 0.04%
CHARLES RIVER LABORATORIES 0.04%
CHEMED CORP 0.04%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.04%
CITIGROUP INC 03.6680 07/24/2028 0.04%
CITIGROUP INC 04.4500 09/29/2027 0.04%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.04%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.04%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.04%
CMLTI 2005-2 1A2A 04.9126 05/25/2035 0.04%
COMCAST CORP 02.3500 01/15/2027 0.04%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.04%
COVESTRO AG 0.04%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.04%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.04%
CVS HEALTH CORP 04.7500 12/01/2022 0.04%
CWALT 2005-59 1A1 02.8178 11/20/2035 0.04%
DIGITAL DELTA HLDG 03.4000 10/01/2020 0.04%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.04%
EBAY INC 0.04%
ENBRIDGE INC USD 04.2500 12/01/2026 0.04%
EQUINIX INC 05.3750 05/15/2027 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.04%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.04%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.04%
GNMA GII30 635063 04.0000 03/20/2046 0.04%
GNMA GN30 635061 04.0000 03/15/2046 0.04%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.04%
GSMS 2012-GC6 E P/P 144A 05.0000 01/10/2045 0.04%
HEALTHCARE TRUST OF AME-CL A 0.04%
HILL-ROM HOLDINGS INC 0.04%
HOME DEPOT INC 02.6250 06/01/2022 0.04%
HOME DEPOT INC 05.9500 04/01/2041 0.04%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.04%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.04%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.04%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.04%
L3 TECHNOLOGIES INC 04.4000 06/15/2028 0.04%
LBMLT 2004-1 A2 03.2855 02/25/2034 0.04%
LIBERTY PROPERTY TRUST 0.04%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.04%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 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%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.04%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.04%
NOVO NORDISK A/S-B 0.04%
NTT DOCOMO INC 0.04%
PBF ENERGY INC-CLASS A 0.04%
PEARSON PLC 0.04%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.04%
PNC BANK NA 02.0000 05/19/2020 0.04%
PROOFPOINT INC 0.04%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.04%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.04%
RAYTHEON COMPANY 0.04%
REINSURANCE GROUP OF AMERICA 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%
S&P GLOBAL INC 04.4000 02/15/2026 0.04%
SAMI 2007-AR7 1A1 03.3355 05/25/2047 0.04%
SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 0.04%
SCENTRE GROUP 0.04%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.04%
SOFTBANK GROUP CORP 0.04%
SPIRIT REALTY CAPITAL INC 0.04%
SUN HUNG KAI PROPERTIES 0.04%
SWEDISH MATCH AB 0.04%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.04%
TARGA RESOURCES PART 05.0000 01/15/2028 0.04%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.04%
TELSTRA CORP LTD 0.04%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.04%
TRK 2019-1 A1 04.3356 03/25/2022 0.04%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.04%
UBSBB 2012-C2 XA IO P/P 144A 01.3229 05/10/2063 0.04%
VERTEX PHARMACEUTICALS INC 0.04%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.04%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.04%
WARNER MEDIA LLC 02.9500 07/15/2026 0.04%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.04%
WFCM 2013-LC12 C 04.2867 07/15/2046 0.04%
WFCM 2013-LC12 D P/P 144A 04.2867 07/15/2046 0.04%
ALFRESA HOLDINGS CORP 0.03%
AMERICAN FINANCIAL GROUP INC 0.03%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.03%
APPLE INC 03.4500 05/06/2024 0.03%
AXA SA P/P 144A 06.3790 12/29/2049 0.03%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.03%
BMW US CAPITAL LLC P/P 144A 02.8000 04/11/2026 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%
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%
CAPRI HOLDINGS LTD 0.03%
CAS 2014-C03 2M2 05.3855 07/25/2024 0.03%
CBS CORP 02.9000 01/15/2027 0.03%
CBS CORP 04.6000 01/15/2045 0.03%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.03%
CFCRE 2011-C1 D P/P 144A 06.0705 04/15/2044 0.03%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.03%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.03%
CIGNA HOLDING CO 04.5000 03/15/2021 0.03%
CITIGROUP INC 02.9000 12/08/2021 0.03%
CITIGROUP INC 04.6000 03/09/2026 0.03%
CITIGROUP INC 04.7500 05/18/2046 0.03%
CK HUTCHISON HOLDINGS LTD 0.03%
CLP HOLDINGS LTD 0.03%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.03%
COMCAST CORP 04.0490 11/01/2052 0.03%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.03%
COMM 2013-CR9 D P/P 144A 04.2568 07/10/2045 0.03%
COMM 2014-CR14 XA IO 00.6235 02/10/2047 0.03%
COSTAR GROUP INC 0.03%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.03%
CROWN RESORTS LTD 0.03%
CSX CORP 04.1000 03/15/2044 0.03%
DOUGLAS EMMETT INC 0.03%
EAST WEST BANCORP INC 0.03%
ENCOMPASS HEALTH CORP 0.03%
ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 0.03%
EQUINIX INC 0.03%
EXTENDED STAY AMERICA INC 0.03%
FIAT CHRYSLER AUTOMOBILES NV 0.03%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.03%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.03%
FIRSTENERGY CORP 03.9000 07/15/2027 0.03%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.03%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.03%
GENTING SINGAPORE LTD 0.03%
GNR 2016-H16 EI IO 02.2094 06/20/2066 0.03%
GNR 2017-162 QI IO 05.0000 10/11/2047 0.03%
GSMS 2011-GC3 C P/P 144A 05.6380 03/10/2044 0.03%
GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 0.03%
GSMS 2013-GC10 XA IO 01.5164 02/10/2046 0.03%
GSMS 2013-GC16 D P/P 144A 05.3113 11/10/2046 0.03%
HCA INC 05.5000 06/15/2047 0.03%
HENDERSON LAND DEVELOPMENT 0.03%
HIGHWOODS PROPERTIES INC 0.03%
HMIR 2018-1 M1 P/P 144A 04.0855 10/25/2028 0.03%
HOCHTIEF AG 0.03%
HSBC BANK USA NA 05.6250 08/15/2035 0.03%
HUDSON PACIFIC PROPERTIES IN 0.03%
ILLUMINA INC 0.03%
IVORY COAST REGS 06.1250 06/15/2033 0.03%
JPMBB 2014-C22 C 04.5605 09/15/2047 0.03%
JPMCC 2013-LC11 C 03.9582 04/15/2046 0.03%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.03%
LIBERTY MEDIA COR-SIRIUSXM A 0.03%
LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 0.03%
MSBAM 2012-C6 D P/P 144A 04.6111 11/15/2045 0.03%
MSBAM 2014-C17 C 04.4570 08/15/2047 0.03%
NEXT PLC 0.03%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.03%
NIELSEN HOLDINGS PLC 0.03%
NIPPON TELEGRAPH & TELEPHONE 0.03%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.03%
NUTRIEN LTD USD 04.2000 04/01/2029 0.03%
OMV AG 0.03%
ORACLE CORP 05.3750 07/15/2040 0.03%
OUTFRONT MEDIA INC 0.03%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.03%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.03%
PFIZER INC 01.9500 06/03/2021 0.03%
POPULAR INC 0.03%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.03%
PPSI 2004-WCW2 M3 03.5355 10/25/2034 0.03%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.03%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.03%
SERVICE CORP INTL 05.3750 05/15/2024 0.03%
SOUTH32 LTD 0.03%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.03%
STACR 2014-HQ3 M3 07.2355 10/25/2024 0.03%
STACR 2015-DNA2 M2 05.0855 12/25/2027 0.03%
STACR 2016-HQA2 M3 07.6355 11/25/2028 0.03%
STOCKLAND 0.03%
SUMITOMO CHEMICAL CO LTD 0.03%
T-MOBILE USA INC 06.3750 03/01/2025 0.03%
TELEDYNE TECHNOLOGIES INC 0.03%
TELEPHONE AND DATA SYSTEMS 0.03%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.03%
TUI AG-DI 0.03%
UBSBB 2012-C2 D P/P 144A 04.8925 05/10/2063 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
WAMU 2004-AR3 A2 04.0497 06/25/2034 0.03%
WAMU 2005-AR10 1A3 04.1168 09/25/2035 0.03%
WAMU 2005-AR11 A1B3 02.8855 08/25/2045 0.03%
WATERS CORP 0.03%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.03%
WEYERHAEUSER CO 07.3750 03/15/2032 0.03%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.03%
WFRBS 2012-C9 D P/P 144A 04.7810 11/15/2045 0.03%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.03%
WINTRUST FINANCIAL CORP 0.03%
YANGZIJIANG SHIPBUILDING 0.03%
ABC-MART INC 0.02%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.02%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.02%
ANNALY CAPITAL MANAGEMENT IN 0.02%
APPALACHIAN POWER CO 04.6000 03/30/2021 0.02%
APPLE HOSPITALITY REIT INC 0.02%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.02%
ARGENTINE REPUBLIC USD 06.6250 07/06/2028 0.02%
ARISTOCRAT LEISURE LTD 0.02%
ARRW 2019-1 A3 01.3040 01/25/2049 0.02%
AT&T INC 04.3500 03/01/2029 0.02%
AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 0.02%
BAFC 2005-B 3M1 03.1628 04/20/2035 0.02%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.02%
BANDAI NAMCO HOLDINGS INC 0.02%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.02%
BANK LEUMI LE-ISRAEL 0.02%
BAXTER INTERNATIONAL INC 0.02%
BEMIS COMPANY 0.02%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.02%
BGC PARTNERS INC 05.1250 05/27/2021 0.02%
BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 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%
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 TL L+425 06.9566 06/21/2024 0.02%
BROOKFIELD PROPERTY REIT I-A 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
CAS 2014-C04 1M2 07.3855 11/25/2024 0.02%
CBRE SERVICES INC 04.8750 03/01/2026 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%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.02%
CGCMT 2014-GC19 AS 04.3450 03/10/2047 0.02%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
CIMIC GROUP LTD 0.02%
CISCO SYSTEMS INC 02.2000 02/28/2021 0.02%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.02%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.02%
COLRUYT SA 0.02%
COMCAST CORP 03.1500 03/01/2026 0.02%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.02%
COMM 2013-LC13 XA IO 01.1613 08/10/2046 0.02%
COMM 2014-CR17 XA IO 01.0502 05/10/2047 0.02%
COMM 2014-CR18 C 04.7314 07/15/2047 0.02%
COMM 2014-UBS4 XA IO 01.1717 08/10/2047 0.02%
COMM 2014-UBS6 XA IO 00.9441 12/10/2047 0.02%
COMMONWEALTH EDISON CO 05.9000 03/15/2036 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%
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%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.02%
CURTISS-WRIGHT CORP 0.02%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.02%
CWALT 2006-24CB A13 02.8355 08/01/2036 0.02%
DEUTSCHE BOERSE AG 0.02%
DEUTSCHE POST AG-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%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.02%
DISH DBS CORP 05.8750 11/15/2024 0.02%
DOLBY LABORATORIES INC-CL A 0.02%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.02%
EQUINOR ASA USD 05.1000 08/17/2040 0.02%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.02%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.02%
FAST RETAILING CO LTD 0.02%
FHR 3829 AS IO 04.4663 03/15/2041 0.02%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.02%
FOX CORP P/P 144A 04.0300 01/25/2024 0.02%
FRONTIER COMM 11.0000 09/15/2025 0.02%
FUJITSU LTD 0.02%
GALAXY ENT GRP L 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 03.5623 06/20/2043 0.02%
GNR 2015-H25 BI IO 01.8864 10/20/2065 0.02%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.02%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.02%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.02%
GREAT LAKES D&D 08.0000 05/15/2022 0.02%
HESS CORP 07.3000 08/15/2031 0.02%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.02%
HKT TRUST AND HKT LTD-SS 0.02%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.02%
HONEYWELL INTL 03.8120 11/21/2047 0.02%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.02%
INDUSTRIA DE DISENO TEXTIL 0.02%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
IPALCO ENTPRS IN 03.7000 09/01/2024 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%
JAZZ PHARMACEUTICALS PLC 0.02%
JPMCC 2013-C16 D P/P 144A 05.0283 12/15/2046 0.02%
KAJIMA CORP 0.02%
KBC GROUP NV 0.02%
KERING 0.02%
KEURIG DR PEPPER INC P/P 144A 04.4170 05/25/2025 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 PHILIPS NV 0.02%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.02%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.02%
LONDON STOCK EXCHANGE GROUP 0.02%
LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 0.02%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.02%
MEDIPAL HOLDINGS CORP 0.02%
MERCK & CO INC 02.9000 03/07/2024 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%
MIRVAC GROUP 0.02%
MITSUBISHI CHEMICAL HOLDINGS 0.02%
MOWI ASA 0.02%
MSAC 2004-HE6 M1 03.3105 08/25/2034 0.02%
MSBAM 2014-C17 XA IO 01.1892 08/15/2047 0.02%
MSC 2011-C3 D P/P 144A 05.1547 07/15/2049 0.02%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.02%
NAVISTAR INTL TLB L+350 05.8900 11/06/2024 0.02%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.02%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 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%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.02%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.02%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.02%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.02%
POLA ORBIS HOLDINGS INC 0.02%
PROSIEBENSAT.1 MEDIA SE 0.02%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.02%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.02%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.02%
PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 0.02%
PULTEGROUP INC 0.02%
PULTEGROUP INC 05.5000 03/01/2026 0.02%
RANDSTAD NV 0.02%
RAYTHEON COMPANY 04.8750 10/15/2040 0.02%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 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%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.02%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 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%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.02%
SAINSBURY (J) PLC 0.02%
SAMI 2007-AR1 2A1 02.6655 01/25/2037 0.02%
SARTORIUS STEDIM BIOTECH 0.02%
SCHRODERS PLC 0.02%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.02%
SERVICE CORP INTL 04.6250 12/15/2027 0.02%
SERVICEMASTER GLOBAL HOLDING 0.02%
SG HOLDINGS CO LTD 0.02%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.02%
SIEMENS HEALTH 0.02%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.02%
SPRINT CORP 07.2500 09/15/2021 0.02%
SPRINT CORP 07.8750 09/15/2023 0.02%
STACR 2017-DNA1 M2 05.7355 07/25/2029 0.02%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.02%
STRAUMANN HOLDING AG-REG 0.02%
SUMITOMO MITSUI TRUST HOLDIN 0.02%
SWISSCOM AG-REG 0.02%
TAPESTRY INC 0.02%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.02%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.02%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.02%
THERMO FISHER SCIENTIFIC INC 0.02%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.02%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.02%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.02%
UBSCM 2017-C7 XA IO 01.0678 12/15/2050 0.02%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.02%
VMWARE INC 03.9000 08/21/2027 0.02%
VOLKSWAGEN AG PFD 0.02%
WAMU 2005-AR9 A1C3 03.4455 07/25/2045 0.02%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.02%
WBCMT 2005-C21 D 05.2380 10/15/2044 0.02%
WEINGARTEN REALTY INVESTORS 0.02%
WESCO INTERNATIONAL INC 0.02%
WESFARMERS LTD 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 04.2867 07/15/2046 0.02%
WFCM 2014-LC16 XA IO 01.3202 08/15/2050 0.02%
WFCM 2016-LC25 XA IO 01.0120 12/15/2059 0.02%
WFRBS 2011-C4 E P/P 144A 05.2316 06/15/2044 0.02%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.02%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 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%
ABBVIE INC 03.6000 05/14/2025 0.01%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.01%
ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 0.01%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMCOR LIMITED 0.01%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.01%
AMERICAN ELECTRIC POWER 0.01%
AMERICAN EXPRESS CO 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
AP MOELLER-MAERSK A/S-A 0.01%
APACHE CORPORATION 03.2500 04/15/2022 0.01%
APERGY CORP 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%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 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%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.01%
ATLAS COPCO AB-B SHS 0.01%
AUTOZONE INC 0.01%
AVAYA HOLDINGS CORP 0.01%
AVAYA TLB L+425 06.7775 12/15/2024 0.01%
AXA SA 0.01%
BAE SYSTEMS PLC 0.01%
BANK OF AMERICA CORP 03.3709 09/15/2026 0.01%
BANK OF MONTREAL 0.01%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.01%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.01%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 0.01%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 0.01%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.01%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.01%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.01%
BAYERISCHE MOTOREN WERKE-PRF 0.01%
BCE INC 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%
BERKELEY GROUP HOLDINGS/THE 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%
BOLIDEN AB 0.01%
BOMBARDIER INC P/P 144A 07.8750 04/15/2027 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 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%
BROTHER INDUSTRIES LTD 0.01%
BSCMS 2006-PW11 B P/P 144A 05.2509 03/11/2039 0.01%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.01%
BUMT 2005-1 1A1 02.7855 09/25/2045 0.01%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.01%
CALIFORNIA RESOURC TL L+475 07.0365 12/31/2022 0.01%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.01%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 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%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2015-C01 1M2 06.7855 02/25/2025 0.01%
CAS 2015-C02 1M2 06.4855 05/25/2025 0.01%
CAS 2015-C02 2M2 06.4855 05/25/2025 0.01%
CAS 2015-C03 2M2 07.4855 07/25/2025 0.01%
CAS 2016-C06 1M2 06.7355 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%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.01%
CENTENE CORP 04.7500 05/15/2022 0.01%
CENTENE CORP 06.1250 02/15/2024 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CFCRE 2011-C2 D P/P 144A 05.7568 12/15/2047 0.01%
CHEMOURS CO 06.6250 05/15/2023 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 0.01%
CHOCOLADEFABRIKEN LINDT-PC 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%
CIGNA CORP 0.01%
CIT GROUP INC 05.0000 08/01/2023 0.01%
CITRIX SYSTEMS INC 0.01%
CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 0.01%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML 0.01%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.01%
CMB CMBX.NA.BBB-.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 GS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
CNP ASSURANCES 0.01%
COCA-COLA AMATIL LTD 0.01%
COGNIZANT TECH SOLUTIONS-A 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 01.1446 07/15/2047 0.01%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
COMSTOCK RESOURCES P/P 144A 09.7500 08/15/2026 0.01%
CONCHO RESOURCES INC 03.7500 10/01/2027 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%
CROWN AMER/CAP 04.7500 02/01/2026 0.01%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.01%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.01%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.01%
CWALT 2005-27 1A1 02.5276 08/25/2035 0.01%
CWALT 2006-OA10 1A1 03.3565 08/25/2046 0.01%
DAIWA SECURITIES GROUP INC 0.01%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DEUTSCHE LUFTHANSA-REG 0.01%
DEUTSCHE WOHNEN SE 0.01%
DIAGEO INVESTMENT CORP 08.0000 09/15/2022 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.01%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.01%
DIRECT LINE INSURANCE GROUP 0.01%
DNB NOR ASA 0.01%
EAGLECLAW MID TL L+425 06.8789 06/30/2024 0.01%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.01%
ENAGAS SA 0.01%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.01%
ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 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%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
EQUITY RESIDENTIAL TR REIT 0.01%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
EUTELSAT COMMUNICATIONS 0.01%
EVONIK INDUSTRIES AG 0.01%
FEDEX CORP 02.6250 08/01/2022 0.01%
FHR 2990 LB 10.5974 06/15/2034 0.01%
FHR 3065 DC 12.4088 03/15/2035 0.01%
FHR 3249 PS 14.0786 12/15/2036 0.01%
FHR 3408 EK 15.7988 04/15/2037 0.01%
FIDELITY NATIONAL INFO SERV 0.01%
FIDELITY NATIONAL INFORM 03.0000 08/15/2026 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%
FISERV INC 0.01%
FNR 2006-8 HP 15.4532 03/25/2036 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 P/P 144A 08.5000 04/01/2026 0.01%
FUJIFILM HOLDINGS CORP 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%
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%
GLENCORE PLC 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 04.5080 03/20/2067 0.01%
GNMA GII30 BA7681 04.6270 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 NI IO 03.5000 06/20/2039 0.01%
GNR 2015-H26 EI IO 01.7465 10/20/2065 0.01%
GOEASY LTD P/P 144A 07.8750 11/01/2022 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%
GREIF INC P/P 144A 06.5000 03/01/2027 0.01%
GSMS 2012-GC6 D P/P 144A 05.6525 01/10/2045 0.01%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.01%
HARRIS CORP 0.01%
HCA INC 05.0000 03/15/2024 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HENKEL AG & CO KGAA 0.01%
HIKARI TSUSHIN INC 0.01%
HONGKONG LAND HOLDINGS LTD 0.01%
HSBC HOLDINGS PLC 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%
HUSKY TLB L+300 05.4930 03/28/2025 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%
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%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.01%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.01%
IPSEN 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%
JAGGED PEAK ENERGY 05.8750 05/01/2026 0.01%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 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%
JFE HOLDINGS INC 0.01%
JO-ANN STORES 2NDL L+925 11.7272 05/21/2024 0.01%
JO-ANN STORES TL L+500 07.7610 10/16/2023 0.01%
JPMBB 2014-C19 XA IO 01.0573 04/15/2047 0.01%
JPMBB 2014-C25 XA IO 00.9362 11/15/2047 0.01%
JPMCC 2012-LC9 D P/P 144A 04.3835 12/15/2047 0.01%
JPMCC 2013-LC11 X IO 01.2692 04/15/2046 0.01%
JPMORGAN CHASE & CO 06.1000 02/01/2049 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%
KINDER MORGAN INC 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%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.01%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 0.01%
LIVE NATION ENT P/P 144A 04.8750 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%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
MARATHON PETRO CORP 06.5000 03/01/2041 0.01%
MASTEC INC 04.8750 03/15/2023 0.01%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCER INTL INC USD 05.5000 01/15/2026 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MEREDITH CORP 06.8750 02/01/2026 0.01%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.01%
MICROSOFT CORP 02.4000 02/06/2022 0.01%
MICROSOFT CORP 03.7000 08/08/2046 0.01%
MITSUBISHI GAS CHEMICAL CO 0.01%
MITSUBISHI MOTORS CORP 0.01%
MITSUBISHI UFJ LEASE & FINAN 0.01%
MLMI 2005-A2 A2 04.4466 02/25/2035 0.01%
MONCLER SPA 0.01%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.01%
MSRR 2015-R4 CB1 03.3155 08/26/2047 0.01%
MWST 2018-W1 A 03.3355 11/25/2051 0.01%
NABORS INDUSTRIES INC. 05.7500 02/01/2025 0.01%
NATIONAL BANK OF CANADA 0.01%
NATIONAL GRID PLC 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.01%
NCI BUILDING SYS INC P/P 144A 08.0000 04/15/2026 0.01%
NEC CORP 0.01%
NEIMAN MARCUS TL L+325 05.7631 10/25/2020 0.01%
NETFLIX INC 04.8750 04/15/2028 0.01%
NETFLIX INC P/P 144A 06.3750 05/15/2029 0.01%
NETFLIX INC. P/P 144A 05.8750 11/15/2028 0.01%
NEWCREST MINING LTD 0.01%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.01%
NIPPON STEEL & SUMITOMO META 0.01%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 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%
NUTRIEN LTD USD 05.2500 01/15/2045 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%
OCCIDENTAL PETROLEUM CORP 0.01%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.01%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.01%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.01%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 0.01%
PAR PHARMA INC P/P 144A 07.5000 04/01/2027 0.01%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.01%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.01%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.01%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.01%
PETROBRAS GLOBAL FIN USD 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%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 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 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 05.6250 06/15/2043 0.01%
PULTEGROUP INC. 07.8750 06/15/2032 0.01%
QIAGEN N.V. 0.01%
QORVO INC P/P 144A 05.5000 07/15/2026 0.01%
QVC INC 04.8500 04/01/2024 0.01%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.01%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.01%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.01%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 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 TL 2L L+800 10.5000 02/28/2026 0.01%
ROBERTSHAW US HOLDING L+350 06.0000 02/28/2025 0.01%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.01%
RTL GROUP 0.01%
RWE AG 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%
SCHINDLER HOLDING AG-REG 0.01%
SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 0.01%
SERVICE CORP INTL 05.3750 01/15/2022 0.01%
SESI LLC 07.1250 12/15/2021 0.01%
SESI LLC 07.7500 09/15/2024 0.01%
SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 0.01%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.01%
SHIMIZU CORP 0.01%
SIKA AG-REG 0.01%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 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 06.7500 09/15/2026 0.01%
SMITH & NEPHEW PLC 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SNAM SPA 0.01%
SOCIETE BIC SA 0.01%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.01%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.01%
SS&C TECH INC P/P 144A 05.5000 09/30/2027 0.01%
STACR 2019-DNA1 M2 05.1355 01/25/2049 0.01%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.01%
STARWOOD PROP TR 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%
SWATCH GROUP AG/THE-REG 0.01%
SWIRE PROPERTIES LTD 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
TAKEDA PHARMACEUTIC-SP ADR 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 0.01%
TENET HEALTHCARE 04.6250 07/15/2024 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%
TEXAS INSTRUMENTS INC 0.01%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 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%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
TRANSDIGM INC 06.5000 07/15/2024 0.01%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 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%
TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 0.01%
UAL 2007 PASS TRUST 06.6360 07/02/2022 0.01%
UNILEVER PLC 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 CONCRETE INC 06.3750 06/01/2024 0.01%
USA COMPRESSION PART 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%
USI INC/NY P/P 144A 06.8750 05/01/2025 0.01%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 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%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.01%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.01%
VOLKSWAGEN AG 0.01%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.01%
WALT DISNEY CO/THE 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%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.01%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.01%
WFMBS 2005-AR4 1A3 05.1445 04/25/2035 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.5622 12/15/2045 0.01%
WFRBS 2012-C9 XB IO P/P 144A 00.6854 11/15/2045 0.01%
WFRBS 2013-C15 D P/P 144A 04.4721 08/15/2046 0.01%
WH GROUP LTD 0.01%
WHITING PETROLEUM CORP 06.6250 01/15/2026 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%
WPX ENERGY INC 05.7500 06/01/2026 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.01%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 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%
2.50 R ISWP FWD US0003M P 06/19/2024 0.00%
2.55 R ISWP FWD US0003M P 06/19/2021 0.00%
2.65 R ISWP FWD US0003M P 06/19/2029 0.00%
2.80 R ISWP FWD US0003M P 06/19/2049 0.00%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
ADVANZ PHARMA CORP 0.00%
AEGON NV 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AES CORP/THE 05.1250 09/01/2027 0.00%
AGL ENERGY LTD 0.00%
AIB GROUP PLC 0.00%
AIR LEASE CORP 02.5000 03/01/2021 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%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
ALTA MESA HLDGS 07.8750 12/15/2024 0.00%
ALTRIA GROUP INC 0.00%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 0.00%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.00%
AMDOCS LTD 0.00%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.00%
AMERICAN HOME 4 RENT 0.00%
ANTERO RESOURCES 05.3750 11/01/2021 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
ANTERO RESOURCES CORP 05.0000 03/01/2025 0.00%
ANTHEM INC 0.00%
APARTMENT INVT & MGMT CO -A 0.00%
APPLE INC 02.8500 05/06/2021 0.00%
ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
ASAHI KASEI CORP 0.00%
ASHLAND GLOBAL HOLDINGS INC 0.00%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.00%
AUD/USD 04/17/2019 BANKAM 0.00%
AUD/USD 04/17/2019 CITI 0.00%
AUD/USD 04/17/2019 CSI-FX 0.00%
AUD/USD 04/17/2019 GSFX 0.00%
AUD/USD 04/17/2019 HSBCB 0.00%
AUD/USD 04/17/2019 RBSF 0.00%
AUD/USD 04/17/2019 SSBT 0.00%
AUD/USD 04/17/2019 UBS 0.00%
AUD/USD 04/17/2019 WPAC 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 0.00%
AXALTA COATING SYSTEMS LTD 0.00%
BACM 2004-4 XC IO P/P 144A 00.3283 07/10/2042 0.00%
BACM 2004-5 XC IO P/P 144A 00.4451 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%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.00%
BAUSCH HLTH COS INC P/P 144A 05.7500 08/15/2027 0.00%
BAUSCH HLTH COS INC P/P 144A 05.8750 05/15/2023 0.00%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.00%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 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%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.00%
BOOZ ALLEN HAMILTON HOLDINGS 0.00%
BOYD GAMING CORP 06.3750 04/01/2026 0.00%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 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 00.2693 12/11/2038 0.00%
BSCMS 2006-PW11 C P/P 144A 05.2509 03/11/2039 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 04/17/2019 BCAP-FX 0.00%
CAD/USD 04/17/2019 CITI 0.00%
CAD/USD 04/17/2019 HSBCB 0.00%
CAD/USD 04/17/2019 JPMCB 0.00%
CAD/USD 04/17/2019 RBSF 0.00%
CAD/USD 04/17/2019 UBS 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CANADIAN UTILITIES LTD-A 0.00%
CAS 2016-C05 2M1 03.8355 01/25/2029 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%
CELGENE CORP 0.00%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.00%
CENTRICA PLC 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.4723 10/15/2049 0.00%
CHEMOURS CO 05.3750 05/15/2027 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.00%
CHF/USD 06/19/2019 JPMCB 0.00%
CHIMERA INVESTMENT CORP 0.00%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 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. 05.0000 08/15/2022 0.00%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.00%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 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 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 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 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 GS 0.00%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS 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 CS 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 CS 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 JP 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.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.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML 0.00%
CNH/USD 05/15/2019 HSBCB 0.00%
COLES GROUP LTD 0.00%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.00%
COMM 2006-C8 XS IO P/P 144A 00.4515 12/10/2046 0.00%
COMMSCOPE FIN LLC P/P 144A 05.5000 03/01/2024 0.00%
COMMSCOPE FIN LLC P/P 144A 06.0000 03/01/2026 0.00%
COMPASS GROUP PLC 0.00%
CONTINENTAL RESOURCES 05.0000 09/15/2022 0.00%
CORELOGIC INC 0.00%
CPG INTL TL L+375 06.6330 05/05/2024 0.00%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.00%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.00%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 0.00%
CSFB 2003-C3 AX IO P/P 144A 01.5924 05/15/2038 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
DCP MIDSTREAM OPERATING 05.3750 07/15/2025 0.00%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.00%
DENBURY RESOURCES P/P 144A 07.5000 02/15/2024 0.00%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.00%
DISH NETWORK CV 03.3750 08/15/2026 0.00%
DKK/USD 06/19/2019 CITI 0.00%
ECOLAB INC 0.00%
EIFFAGE 0.00%
ELDORADO RESORTS INC 06.0000 09/15/2026 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
EMPIRE STATE REALTY TRUST-A 0.00%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 0.00%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 0.00%
ENERGY TRANSFER OPERATNG 05.5000 06/01/2027 0.00%
EOG RESOURCES INC 04.1500 01/15/2026 0.00%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.00%
EQUINIX INC 05.8750 01/15/2026 0.00%
EQUITY COMMONWEALTH 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
ESSITY AKTIEBOLAG-B 0.00%
EUR/USD 06/19/2019 BANKAM 0.00%
EUR/USD 06/19/2019 BCAP-FX 0.00%
EUR/USD 06/19/2019 CITI 0.00%
EUR/USD 06/19/2019 CSI-FX 0.00%
EUR/USD 06/19/2019 GSFX 0.00%
EUR/USD 06/19/2019 HSBCB 0.00%
EUR/USD 06/19/2019 JPMCB 0.00%
EUR/USD 06/19/2019 RBSF 0.00%
EUR/USD 06/19/2019 SSBT 0.00%
EUR/USD 06/19/2019 UBS 0.00%
EUR/USD 06/19/2019 WPAC 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%
FNR 2005-106 JC 12.4171 12/25/2035 0.00%
FNR 2005-75 GS 12.7935 08/25/2035 0.00%
FNR 2005-83 QP 10.9317 11/25/2034 0.00%
FNR 2006-125 OX PO 00.0000 01/25/2037 0.00%
FNR 2006-62 PS 24.9870 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%
FORD MOTOR CO 0.00%
FOX CORP - CLASS B 0.00%
FRAC TECH INTL TLB L+475 07.2430 04/16/2021 0.00%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.00%
GARMIN LTD 0.00%
GARRETT MOTION INC 0.00%
GATES GLOBAL TLB L+275 05.2724 03/31/2024 0.00%
GBP/USD 06/19/2019 BANKAM 0.00%
GBP/USD 06/19/2019 HSBCB 0.00%
GBP/USD 06/19/2019 JPMCB 0.00%
GBP/USD 06/19/2019 SSBT 0.00%
GBP/USD CALL 1.37 20190726 BANKAM 0.00%
GBP/USD CALL 1.47 20190726 BANKAM 0.00%
GENERAL DYNAMICS CORP 0.00%
GENON 939CER907 0.00%
GENON ENERGY/NRG AMER 09.3923 12/01/2023 0.00%
GENPACT LTD 0.00%
GETLINK SE 0.00%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.00%
GMAC CAPITAL TRUST I PCT 08.4687 0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036 0.00%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HKD/USD 05/15/2019 BCAP-FX 0.00%
HOLOGIC INC P/P 144A 04.3750 10/15/2025 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.00%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.00%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.00%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 0.00%
INTERCONTINENTAL EXCHANGE IN 0.00%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 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.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
ISTAR INC. 05.2500 09/15/2022 0.00%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
JAPAN TOBACCO INC 0.00%
JARDINE MATHESON HLDGS LTD 0.00%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.00%
JPMCC 05-CB12 X1 IO P/P 144A 00.5022 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 00.2852 05/15/2045 0.00%
JPY/USD 05/15/2019 BANKAM 0.00%
JPY/USD 05/15/2019 BCAP-FX 0.00%
JPY/USD 05/15/2019 CITI 0.00%
JPY/USD 05/15/2019 CSI-FX 0.00%
JPY/USD 05/15/2019 GSFX 0.00%
JPY/USD 05/15/2019 HSBCB 0.00%
JPY/USD 05/15/2019 JPMCB 0.00%
JPY/USD 05/15/2019 RBSF 0.00%
JPY/USD 05/15/2019 SSBT 0.00%
JPY/USD 05/15/2019 UBS 0.00%
JXTG HOLDINGS INC 0.00%
KANSAI ELECTRIC POWER CO INC 0.00%
KCA DEUTAG US FIN LLC L+675 09.5530 03/21/2023 0.00%
KEANE GROUP TLB L+375 06.3125 05/25/2025 0.00%
KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 0.00%
KYUSHU RAILWAY COMPANY 0.00%
LABORATORY CRP OF AMER HLDGS 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LBUBS 2005-C7 XCL IO P/P 144A 00.3186 11/15/2040 0.00%
LENNAR CORP 05.8750 11/15/2024 0.00%
LIBERTY MEDIA COR-SIRIUSXM C 0.00%
LOEWS CORP 0.00%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.00%
MARKS AND SPENCER LTD 0.00%
MARRIOTT INTERNATIONAL -CL A 0.00%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.00%
MAXIM INTEGRATED PRODUCTS 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 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 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MERCER INTL INC P/P 144A 07.3750 01/15/2025 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
MEZZ 2005-C3 X IO P/P 144A 05.8927 05/15/2044 0.00%
MEZZ 2006-C4 X IO P/P 144A 05.4233 07/15/2045 0.00%
MEZZ 2007-C5 X IO P/P 144A 04.9727 12/15/2049 0.00%
MFA FINANCIAL INC 0.00%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.00%
MGM RESORTS INTL 06.6250 12/15/2021 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MLMT 2004-KEY2 XC IO P/P 144A 00.8919 08/12/2039 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0012 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%
NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.00%
NATIONAL AUSTRALIA BANK LTD 0.00%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.00%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.00%
NEWS CORP - CLASS A 0.00%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NN GROUP NV 0.00%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.00%
NOK/USD 06/19/2019 BANKAM 0.00%
NOK/USD 06/19/2019 BCAP-FX 0.00%
NOK/USD 06/19/2019 GSFX 0.00%
NOK/USD 06/19/2019 HSBCB 0.00%
NOK/USD 06/19/2019 JPMCB 0.00%
NOK/USD 06/19/2019 RBSF 0.00%
NOK/USD 06/19/2019 SSBT 0.00%
NORTHROP GRUMMAN CORP 0.00%
NRG ENERGY INC 05.7500 01/15/2028 0.00%
NZD/USD 04/17/2019 GSFX 0.00%
NZD/USD 04/17/2019 SSBT 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
ONO PHARMACEUTICAL CO LTD 0.00%
ORACLE CORP 02.5000 05/15/2022 0.00%
ORACLE CORP JAPAN 0.00%
ORKLA ASA 0.00%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
PIGEON CORP 0.00%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
PUBLICIS GROUPE 0.00%
PVH CORP 0.00%
QIAGEN N.V. 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
QUEST DIAGNOSTICS INC 0.00%
RACKSPACE HOSTING INC L+300 05.7375 11/03/2023 0.00%
REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 0.00%
RED ELECTRICA CORPORACION SA 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REPSOL SA 0.00%
RESIDEO TECHNOLOGIES INC 0.00%
REVLON CONS TLB L+350 06.1275 09/07/2023 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
ROYAL BANK OF CANADA 0.00%
SAFRAN SA 0.00%
SAMPO OYJ-A SHS 0.00%
SECOM CO LTD 0.00%
SEK/USD 06/19/2019 BCAP-FX 0.00%
SEK/USD 06/19/2019 JPMCB 0.00%
SEK/USD 06/19/2019 SSBT 0.00%
SERVICE CORP INTERNATIONAL 0.00%
SGD/USD 05/15/2019 JPMCB 0.00%
SHERWIN-WILLIAMS CO/THE 0.00%
SINGAPORE EXCHANGE LTD 0.00%
SM ENERGY CO 05.0000 01/15/2024 0.00%
SM ENERGY CO 06.6250 01/15/2027 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 07.1250 03/15/2026 0.00%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STAR MERGER SUB INC P/P 144A 06.8750 08/15/2026 0.00%
STARWOOD PROPERTY TRUST INC 0.00%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.00%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.00%
SUBARU CORP 0.00%
SUNTRUST BANKS INC 0.00%
SYNOPSYS INC 0.00%
T-MOBILE US INC 0.00%
T-MOBILE USA INC 04.5000 02/01/2026 0.00%
T-MOBILE USA INC 05.3750 04/15/2027 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 0.00%
TERVITA CORP 0.00%
TEVA PHARMACEUTICAL-SP ADR 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THALES SA 0.00%
THE AES CORPORATION 04.8750 05/15/2023 0.00%
TIAAC 2003-1A E 144A 08.0000 12/28/2038 0.00%
TOKYO ELECTRON LTD 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSOCEAN INC 07.5000 04/15/2031 0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 0.00%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 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%
TWO HARBORS INVESTMENT CORP 0.00%
TXU TCEH RIGHTS 0.00%
UBSBB 2012-C4 XA IO P/P 144A 01.6374 12/10/2045 0.00%
UDR INC 0.00%
US BANCORP 0.00%
US FOODS HOLDING CORP 0.00%
USA COM PART/USA COM P/P 144A 06.8750 09/01/2027 0.00%
USD/CNH CALL 7.00 20190404 GSFX 0.00%
USD/CNH CALL 7.20 20190404 GSFX 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 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%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.00%
WILEY (JOHN) & SONS-CLASS A 0.00%
WILLIAMS COS INC 07.7500 06/15/2031 0.00%
WM MORRISON SUPERMARKETS 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
WPX ENERGY INC 06.0000 01/15/2022 0.00%
YAHOO JAPAN CORP 0.00%
CAD/USD 04/17/2019 SSBT -0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS -0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS -0.01%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS -0.01%
IOS.FN30.400.10 P USL1M R 01/12/41 JP -0.01%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG -0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS -0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS -0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP -0.02%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -0.02%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS -0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS -0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP -0.03%
FNMA FN30 TBA 03.5000 04/01/2049 -0.09%
FNMA FN30 TBA 03.0000 04/01/2049 -0.28%
US 10YR ULTRA FUT JUN19 UXYM9 -0.32%
GNMA GII30 TBA 03.5000 04/01/2049 -0.38%
S&P MID 400 EMINI JUN19 FAM9 -1.12%
MSCI EAFE JUN19 MFSM9 -2.92%
RU10INTR P US0003M R 11/26/19 CI -3.60%
US 10YR NOTE (CBT)JUN19 TYM9 -4.44%
S&P500 EMINI FUT JUN19 ESM9 -9.42%

Prior top 10 holdings

Top 10 holdings as of 06/30/19
Gnma Gii30 Ma4652 03.5000 08/20/2047
Fhlmc Fh30g G08795 03.0000 01/01/2048
Fnma Fn30 Tba Umbs 04.0000 08/01/2049
Fnma Fn15 Al9468 Umbs 03.0000 12/01/2031
Fnma Fn30 Tba Umbs 04.0000 07/01/2049
Alphabet
JPMorgan Chase
Amazon
Cisco Systems
Chevron
Holdings represent 17.17% of portfolio
Top 10 holdings as of 05/31/19
Gnma Gii30 Ma4652 Umbs 03.5000 08/20/2047
Fhlmc Fh30g G08795 03.0000 01/01/2048
Fnma Fn15 Al9468 03.0000 12/01/2031
Fhlmc Fh30g G08814 04.0000 05/01/2048
Alphabet
JPMorgan Chase
Umbs Fn30 Tba 06.0000 06/01/2049
Cisco Systems
Chevron
Gnma Gii30 Ma4837 Umbs 03.5000 11/20/2047
Holdings represent 15.74% of portfolio
Top 10 holdings as of 04/30/19
Gnma Gii30 Ma4652 03.5000 08/20/2047
Fhlmc Fh30g G08795 03.0000 01/01/2048
Fnma Fn15 Al9468 03.0000 12/01/2031
Fhlmc Fh30g G08814 04.0000 05/01/2048
Alphabet
JPMorgan Chase
Umbs Fn30 Tba 06.0000 06/01/2049
Cisco Systems
Apple
Umbs Fn30 Tba 04.0000 06/01/2049
Holdings represent 16.02% of portfolio
Top 10 holdings as of 03/31/19
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
Fnma Fn30 Tba 04.0000 04/01/2049
JPMorgan Chase
Cisco Systems
Verizon Communications
Fnma Fn30 Tba 06.0000 04/01/2049
Holdings represent 16.61% of portfolio

Portfolio composition as of 06/30/19

U.S. Investment-grade bonds 54.63%
U.S. large-cap equity 20.30%
U.S. money markets 11.28%
International equity 4.90%
U.S. small- and mid-cap equity 4.56%
U.S. High-yield bonds 4.33%

Fixed income statistics as of 06/30/19

Average effective maturity 8.72 yrs.
Average effective duration 3.03 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. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, asset class, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. You can lose money by investing in the fund.


Expenses

Expense ratio

Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
Total expense ratio 0.99% 1.74% 1.74% 1.49% 1.24% 0.71% 0.64% 0.74%
What you pay 0.99% 1.74% 1.74% 1.49% 1.24% 0.71% 0.64% 0.74%

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. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, asset class, geography, industry or sector. 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.