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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 $10.44
0.00% | $0.00
$10.89
08/29/18
$9.75
12/24/18
Historical fund price

Fund facts as of 02/28/19

Total net assets
$1,057.65M
Turnover (fiscal year end)
166%
Dividend frequency (view rate)
Monthly
Number of holdings
1745
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 | Q4 2018

Demand could boost energy sector

Jason Vaillancourt, Co-Head of Global Asset Allocation, explains why he is bullish on energy and commodities stocks for 2019.


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)


5.62%

Average 5-year annualized return


  • Total return (%) as of 12/31/18

  • Annual performance as of 12/31/18

Annualized Total return (%) as of 12/31/18

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge -4.78% 3.00% 3.48% 7.72%
After sales charge -10.25% 0.99% 2.27% 7.09%
Bloomberg Barclays U.S. Aggregate Bond Index 0.01%2.06%2.52%3.48%
Putnam Conservative Blended Benchmark -1.92%4.22%3.97%6.62%

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 02/28/19 0.96% -4.84%
YTD as of 03/19/19 5.48% -0.58%

Yield

Distribution rate before sales charge
as of 03/19/19
2.18%
Distribution rate after sales charge
as of 03/19/19
2.06%
30-day SEC yield as of 02/28/19
(after sales charge)
2.04%

Risk-adjusted performance as of 02/28/19

Sharpe ratio (3 yrs.) 0.96

Volatility as of 02/28/19

Standard deviation (3 yrs.) 4.42%

Lipper rankings as of 02/28/19

Time period Rank/Funds in category Percentile ranking
1 yr. 167/342 49%
3 yrs. 177/318 56%
5 yrs. 56/278 21%
10 yrs. 31/209 15%
Lipper category: Mixed-Asset Target Alloc Consv Funds

Morningstar Ratings as of 02/28/19

Time period Funds in category Morningstar Rating
Overall 238
3 yrs. 238
5 yrs. 179
10 yrs. 63
Morningstar category: Tactical Allocation

Distributions

Record/Ex dividend date 03/18/19
Payable date 03/20/19
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 02/28/19

Gnma Gii30 Ma4652 03.5000 08/20/2047 3.98%
Fnma Fn30 Ma3238 03.5000 01/01/2048 3.61%
Fnma Fn15 Al9468 03.0000 12/01/2031 1.63%
Fhlmc Fh30g G08814 04.0000 05/01/2048 1.61%
Alphabet 1.43%
JPMorgan Chase 0.97%
Fnma Fn30 Tba 04.0000 03/01/2049 0.96%
Apple 0.86%
Cisco Systems 0.85%
Boeing 0.84%
Top 10 holdings, percent of portfolio 16.74%

Full portfolio holdings as of 12/31/18

GNMA GII30 MA4652 03.5000 08/20/2047 4.20%
FNMA FN30 MA3238 03.5000 01/01/2048 3.79%
FNMA FN15 AL9468 03.0000 12/01/2031 1.74%
FHLMC FH30G G08814 04.0000 05/01/2048 1.69%
ALPHABET INC-CL A 1.34%
JPMORGAN CHASE & CO 0.93%
FNMA FN30 TBA 06.0000 01/01/2049 0.85%
GNMA GII30 MA4837 03.5000 11/20/2047 0.83%
APPLE INC 0.82%
VERIZON COMMUNICATIONS INC 0.81%
FNMA FN30 TBA 04.0000 01/01/2049 0.80%
HOME DEPOT INC 0.79%
CISCO SYSTEMS INC 0.78%
BOEING CO/THE 0.76%
FNMA FN30 BH5117 04.0000 08/01/2047 0.73%
FNMA FN30 BH7058 03.5000 12/01/2047 0.73%
S&P GSCI EXCESS RETURN INDEX 3X NOTE 1/27/2020 0.72%
CHEVRON CORP 0.69%
FNMA FN15 TBA 03.0000 01/01/2034 0.69%
FNMA FN30 MA2737 03.0000 09/01/2046 0.64%
STARBUCKS CORP 0.63%
CITIGROUP INC 0.61%
GNMA GII30 MA4586 03.5000 07/20/2047 0.61%
INTL BUSINESS MACHINES CORP 0.59%
AMAZON.COM INC 0.58%
COCA-COLA CO/THE 0.58%
MICROSOFT CORP 0.56%
FNMA FN30 AL9859 03.0000 03/01/2047 0.55%
PEPSICO INC 0.51%
ORACLE CORP 0.47%
ADOBE INC 0.46%
AMGEN INC 0.46%
LOWES COMPANIES INC 0.45%
JOHNSON & JOHNSON 0.44%
MEDTRONIC PLC 0.43%
CONOCOPHILLIPS 0.39%
MERCK & CO. INC. 0.39%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.38%
ELI LILLY & CO 0.37%
WALGREENS BOOTS ALLIANCE INC 0.36%
FACEBOOK INC-CLASS A 0.34%
INTUIT INC 0.30%
LOCKHEED MARTIN CORP 0.30%
INTEL CORP 0.29%
METLIFE INC 0.29%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.29%
MONDELEZ INTERNATIONAL INC-A 0.28%
NXP SEMICONDUCTORS NV 0.28%
AUTOMATIC DATA PROCESSING 0.27%
DELTA AIR LINES INC 0.27%
MORGAN STANLEY 0.27%
CIGNA CORP 0.26%
CITIGROUP INC 03.8870 01/10/2028 0.26%
FNMA FN30 AS7003 03.0000 04/01/2046 0.26%
HONEYWELL INTERNATIONAL INC 0.26%
ROSS STORES INC 0.26%
BOOKING HOLDINGS INC 0.25%
PFIZER INC 0.25%
EXELON CORP 0.24%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.24%
LYONDELLBASELL INDU-CL A 0.24%
FNMA FN30 BC2733 03.0000 05/01/2046 0.23%
MORGAN STANLEY 03.6250 01/20/2027 0.23%
SPST 2018-1 A 03.2151 04/24/2019 0.23%
VALERO ENERGY CORP 0.23%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.22%
CVS HEALTH CORP 04.7800 03/25/2038 0.22%
HCA HEALTHCARE INC 0.22%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.22%
PHILLIPS 66 0.22%
PROCTER & GAMBLE CO/THE 0.22%
UNITED CONTINENTAL HOLDINGS 0.22%
SYSCO CORP 0.21%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.21%
AT&T INC 04.1000 02/15/2028 0.20%
AGILENT TECHNOLOGIES INC 0.19%
APPLE INC 02.1000 05/06/2019 0.19%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.19%
ABBVIE INC 0.18%
COGNIZANT TECH SOLUTIONS-A 0.18%
CUMMINS INC 0.18%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.18%
NETAPP INC 0.18%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.18%
ROCHE HOLDING AG-GENUSSCHEIN 0.18%
RU10INTR P US0003M R 11/26/19 CI 0.18%
SPST 2018-3 A 03.0151 07/24/2019 0.18%
TWENTY-FIRST CENTURY FOX - B 0.18%
WASTE MANAGEMENT INC 0.18%
BAXTER INTERNATIONAL INC 0.17%
CAPITAL ONE FINANCIAL CORP 0.17%
E*TRADE FINANCIAL CORPORATION 0.17%
FHLMC FH30G G08747 03.0000 02/01/2047 0.17%
FORTINET INC 0.17%
INGERSOLL-RAND PLC 0.17%
MCKESSON CORP 0.17%
MICROSOFT CORP 02.4000 08/08/2026 0.17%
OMNICOM GROUP 0.17%
PRUDENTIAL FINANCIAL INC 0.17%
SPST 2018-8 A 02.9819 02/24/2020 0.17%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.17%
UNITEDHEALTH GROUP INC 0.17%
CAS 2015-C04 2M2 08.0563 04/25/2028 0.16%
FNMA FN30 AS8056 03.0000 10/01/2046 0.16%
FREEPORT-MCMORAN INC 0.16%
ORACLE CORPORATION 02.2500 10/08/2019 0.16%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.16%
PUBLIC SERVICE ENTERPRISE GP 0.16%
RAYTHEON COMPANY 0.16%
SPST 2018-5 A 03.0151 09/24/2019 0.16%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.16%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.15%
CENTENE CORP 0.15%
FNMA FN30 AS7154 03.0000 05/01/2046 0.15%
GILEAD SCIENCES INC 0.15%
KLA-TENCOR CORP 0.15%
TEXAS INSTRUMENTS INC 0.15%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.15%
AFLAC INC 0.14%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.14%
APPLE INC 04.2500 02/09/2047 0.14%
CITIZENS FINANCIAL GROUP 0.14%
CITRIX SYSTEMS INC 0.14%
DBUBS 2011-LC3A D P/P 144A 05.3379 08/10/2044 0.14%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.14%
TOTAL SA 0.14%
ALLIANZ SE-REG 0.13%
AMERIPRISE FINANCIAL INC 0.13%
COMERICA INC 0.13%
DARDEN RESTAURANTS INC 0.13%
ECOLAB INC 02.7000 11/01/2026 0.13%
ELANCO ANIMAL HEALTH P/P 144A 04.9000 08/28/2028 0.13%
F5 NETWORKS INC 0.13%
GLAXOSMITHKLINE PLC 0.13%
HERSHEY CO/THE 0.13%
HILTON WORLDWIDE HOLDINGS IN 0.13%
KEURIG DR PEPPER INC P/P 144A 04.5970 05/25/2028 0.13%
MICROSOFT CORP 01.5500 08/08/2021 0.13%
NRG ENERGY INC 0.13%
ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 0.13%
AMAZON.COM INC 03.1500 08/22/2027 0.12%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.12%
BIOGEN INC 0.12%
CAS 2015-C04 1M2 08.2063 04/25/2028 0.12%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.12%
DISCOVER FINANCIAL SERVICES 0.12%
GOLDMAN SACHS GROUP INC 0.12%
HARTFORD FINANCIAL SVCS GRP 0.12%
NATIONAL AUSTRALIA B P/P 144A 03.4571 12/09/2019 0.12%
ROCKWELL AUTOMATION INC 0.12%
SYNCHRONY FINANCIAL 0.12%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.11%
CENTERPOINT ENERGY INC 0.11%
CIGNA CORP P/P 144A 03.7500 07/15/2023 0.11%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.11%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.11%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.11%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.11%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.11%
NEWELL BRANDS INC 04.2000 04/01/2026 0.11%
NOVARTIS AG-REG 0.11%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.11%
RIO TINTO PLC 0.11%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.11%
SPST 2017-LD1 A 03.3063 11/25/2050 0.11%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.11%
VERIZON COMM 04.3290 09/21/2028 0.11%
WELLS FARGO & COMPANY 02.6000 07/22/2020 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%
BRISTOL-MYERS SQUIBB CO 0.10%
BROADRIDGE FINANCIAL SOLUTIO 0.10%
CAS 2016-C03 2M2 08.4063 10/25/2028 0.10%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.10%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.10%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.10%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.10%
FNMA FN30 AS8074 03.0000 10/01/2046 0.10%
FNMA FN30 TBA 04.5000 01/01/2049 0.10%
HUMANA INC 0.10%
IMPERIAL BRANDS PLC 0.10%
KINDER MORGAN INC 03.1500 01/15/2023 0.10%
KONINKLIJKE AHOLD DELHAIZE N 0.10%
MIZUHO FINANCIAL GROUP INC 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%
SONY CORP 0.10%
ALLISON TRANSMISSION HOLDING 0.09%
AMEREN CORPORATION 0.09%
BPCE SA P/P 144A 04.5000 03/15/2025 0.09%
CAPRI HOLDINGS LTD 0.09%
CENTRAL JAPAN RAILWAY CO 0.09%
CITIGROUP INC 02.6500 10/26/2020 0.09%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.09%
ENERGY TRANSFER LP 05.8750 01/15/2024 0.09%
ENI SPA 0.09%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.09%
FNMA FN40 BF0171 04.0000 01/01/2057 0.09%
GSMS 2014-GC22 C 04.6893 06/10/2047 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%
LINCOLN NATIONAL CORP 0.09%
MACQUARIE GROUP LTD 0.09%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.09%
ORACLE CORP 02.6500 07/15/2026 0.09%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 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%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.09%
SUMITOMO MITSUI FINANCIAL GR 0.09%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.09%
TPAT 2018-SL1 A P/P 144A 03.1063 01/25/2046 0.09%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.09%
VERTEX PHARMACEUTICALS INC 0.09%
VOLVO AB-B SHS 0.09%
WFRBS 2011-C5 E P/P 144A 05.6723 11/15/2044 0.09%
AES CORP 0.08%
ALLERGAN PLC 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%
ASTELLAS PHARMA INC 0.08%
AVALONBAY COMMUNITIES INC 0.08%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 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%
CADENCE DESIGN SYS INC 0.08%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.08%
CHEVRON CORP 01.5610 05/16/2019 0.08%
CK ASSET HOLDINGS LTD 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 04.2957 04/15/2050 0.08%
CVS HEALTH CORP 05.0500 03/25/2048 0.08%
ELECTRONIC ARTS INC 0.08%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.08%
EQUINOR ASA 0.08%
FISERV INC 04.2000 10/01/2028 0.08%
FNMA FN30 BC1155 03.0000 06/01/2046 0.08%
FNMA FN30 BM1172 03.0000 03/01/2047 0.08%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.08%
GE CAPITAL INTL FUNDING USD 03.3730 11/15/2025 0.08%
HERMES INTERNATIONAL 0.08%
HITACHI LTD 0.08%
INTL CONSOLIDATED AIRLINE-DI 0.08%
L OREAL 0.08%
LEAR CORP 03.8000 09/15/2027 0.08%
LEGAL & GENERAL GROUP PLC 0.08%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 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%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.08%
NESTLE SA-REG 0.08%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.08%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.08%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.08%
ORIX CORP 0.08%
PACKAGING CORP OF AMERICA 0.08%
PARTNERS GROUP HOLDING AG 0.08%
PEUGEOT SA 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%
RESMED INC 0.08%
RESONA HOLDINGS INC 0.08%
ROYAL DUTCH SHELL PLC-B SHS 0.08%
SANDVIK AB 0.08%
SHIONOGI & CO LTD 0.08%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.08%
SWEDBANK AB - A SHARES 0.08%
SYNOPSYS INC 0.08%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.08%
TOTAL SYSTEM SERVICES INC 0.08%
UGI CORP 0.08%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.08%
WARNER MEDIA LLC 03.8000 02/15/2027 0.08%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.08%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.08%
ABN AMRO GROUP NV-CVA 0.07%
AMADEUS IT GROUP SA 0.07%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.07%
AMETEK INC 0.07%
ANNALY CAPITAL MANAGEMENT IN 0.07%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.07%
AUTONATION INC. 05.5000 02/01/2020 0.07%
AVIVA PLC 0.07%
BASF SE 0.07%
BERRY GLOBAL GROUP INC 0.07%
BIOGEN INC 03.6250 09/15/2022 0.07%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.07%
BT GROUP PLC 0.07%
CDW CORP/DE 0.07%
CELANESE CORP 0.07%
COMCAST CORP 03.9690 11/01/2047 0.07%
COMM 2010-C1 D P/P 144A 06.1264 07/10/2046 0.07%
COSTAR GROUP INC 0.07%
DEUTSCHE TELEKOM AG-REG 0.07%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.07%
DUKE ENERGY CORP 03.1500 08/15/2027 0.07%
DUN & BRADSTREET CORP 0.07%
EOG RESOURCES INC 02.6250 03/15/2023 0.07%
GSMS 2010-C1 D P/P 144A 06.0511 08/10/2043 0.07%
HANG SENG BANK LTD 0.07%
HUNTSMAN CORP 0.07%
HYATT HOTELS CORP 04.8500 03/15/2026 0.07%
JUNIPER NETWORKS INC 0.07%
KRAFT HEINZ FOODS CO 03.4381 08/10/2022 0.07%
LAS VEGAS SANDS CORP 0.07%
LNSTR 2015-3 B P/P 144A 03.1284 04/20/2048 0.07%
MARUBENI CORP 0.07%
MERCK & CO INC 03.7000 02/10/2045 0.07%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 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%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.07%
PERSIMMON PLC 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%
SANOFI 0.07%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.07%
TAISEI CORP 0.07%
TELENOR ASA 0.07%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.07%
VICI PROPERTIES INC 0.07%
WESTROCK MWV LLC 08.2000 01/15/2030 0.07%
WFRBS 2011-C2 D P/P 144A 05.6515 02/15/2044 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%
ACS ACTIVIDADES 0.06%
AENA SME SA 0.06%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.06%
AMGEN INC 02.6000 08/19/2026 0.06%
ANGLO AMER PLC 0.06%
ASHTEAD GROUP PLC 0.06%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.06%
BOOZ ALLEN HAMILTON HOLDINGS 0.06%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.06%
CBRE GROUP INC - A 0.06%
CELGENE CORP 0.06%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.06%
CWALT 2006-OA10 4A1 02.6963 08/25/2046 0.06%
DEERE & COMPANY 02.6000 06/08/2022 0.06%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.06%
ENDESA S.A. 0.06%
ENEL SPA 0.06%
EVERGY INC 0.06%
EXXON MOBIL CORP 0.06%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.06%
HD SUPPLY HOLDINGS INC 0.06%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.06%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.06%
IBM CORP 01.8750 08/01/2022 0.06%
JAPAN AIRLINES CO LTD 0.06%
LLOYDS BANKING GROUP PLC 0.06%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.06%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.06%
NEW RESIDENTIAL INVESTMENT 0.06%
NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 0.06%
OGE ENERGY CORP 0.06%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.06%
PBF ENERGY INC-CLASS A 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%
TOYOTA MOTOR CORP 0.06%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.06%
UNUM GROUP 0.06%
WAMU 2005-AR12 1A8 04.0381 10/25/2035 0.06%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.06%
WFRBS 2011-C3 D P/P 144A 05.6828 03/15/2044 0.06%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.06%
WOLTERS KLUWER 0.06%
ZEBRA TECHNOLOGIES CORP-CL A 0.06%
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%
ALPHABET INC 01.9980 08/15/2026 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%
ASPEN TECHNOLOGY INC 0.05%
AT&T INC 03.4000 05/15/2025 0.05%
AT&T INC 04.7500 05/15/2046 0.05%
ATHENE HOLDING LTD-CLASS A 0.05%
BERKSHIRE HATHAWAY E 03.8000 07/15/2048 0.05%
BP PLC 0.05%
BRIXMOR PROPERTY GROUP INC 0.05%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.05%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.05%
CMLTI 2005-2 1A2A 04.5375 05/25/2035 0.05%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.05%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.05%
CWALT 2005-59 1A1 02.8001 11/20/2035 0.05%
CWALT 2006-OA7 1A2 03.0974 06/25/2046 0.05%
DUKE REALTY CORP 0.05%
EMIR 2018-1 M1 03.9169 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%
FHLMC FH30G G60314 04.0000 09/01/2045 0.05%
FIRSTENERGY CORP 04.8500 07/15/2047 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%
GNMA GII30 635063 04.0000 03/20/2046 0.05%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.05%
HOME DEPOT INC 02.6250 06/01/2022 0.05%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.05%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.05%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.05%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.05%
JPMCC 2012-C6 E P/P 144A 05.1401 05/15/2045 0.05%
KAR AUCTION SERVICES INC 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%
MASIMO CORP 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%
NTT DOCOMO INC 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%
PENTAIR PLC 0.05%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.05%
PFIZER INC 03.0000 12/15/2026 0.05%
PNC BANK NA 02.0000 05/19/2020 0.05%
PRINCIPAL FINANCIAL GROUP 0.05%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.05%
RESIDEO TECHNOLOGIES INC 0.05%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.05%
SAMI 2007-AR7 1A1 03.3563 05/25/2047 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%
SPIRIT REALTY CAPITAL INC 0.05%
STEEL DYNAMICS INC 0.05%
STORE CAPITAL CORP 0.05%
SYNOVUS FINANCIAL CORP 0.05%
TARGA RESOURCES PART 05.0000 01/15/2028 0.05%
TUI AG-DI 0.05%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.05%
UBSBB 2012-C2 XA IO P/P 144A 01.3265 05/10/2063 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%
UPM-KYMMENE OYJ 0.05%
WEYERHAEUSER CO 0.05%
ZOETIS INC 03.9000 08/20/2028 0.05%
3I GROUP PLC 0.04%
AES CORP/THE 05.5000 04/15/2025 0.04%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.04%
AMERICAN HOME 4 RENT 0.04%
APARTMENT INVT & MGMT CO -A 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%
ASSOCIATED BRITISH FOODS PLC 0.04%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.04%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.04%
BERKSHIRE HATHAWAY INC-CL B 0.04%
BLACK KNIGHT INC 0.04%
BLUESCOPE STEEL LTD 0.04%
BMIR 2017-1 M1 P/P 144A 04.2063 10/25/2027 0.04%
BMIR 2018-2A M1B P/P 144A 03.8563 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%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.04%
CAPGEMINI SE 0.04%
CARLSBERG AS-B 0.04%
CAS 2016-C02 1M2 08.5063 09/25/2028 0.04%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.04%
CFCRE 2011-C2 E P/P 144A 05.7556 12/15/2047 0.04%
CGCMT 2013-GC11 D P/P 144A 04.4219 04/10/2046 0.04%
CIGNA HOLDING CO 04.5000 03/15/2021 0.04%
CITIGROUP INC 03.6680 07/24/2028 0.04%
CITIGROUP INC 04.4500 09/29/2027 0.04%
COMCAST CORP 02.3500 01/15/2027 0.04%
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%
DELL TECHNOLOGIES -C 0.04%
DIGITAL DELTA HLDG 03.4000 10/01/2020 0.04%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.04%
ENBRIDGE INC USD 04.2500 12/01/2026 0.04%
ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 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%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.04%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.04%
GAMING AND LEISURE PROPERTIE 0.04%
GNMA GN30 635061 04.0000 03/15/2046 0.04%
GNR 2016-H16 EI IO 02.2090 06/20/2066 0.04%
GSMS 2012-GC6 E P/P 144A 05.0000 01/10/2045 0.04%
GSMS 2013-GC10 XA IO 01.5182 02/10/2046 0.04%
HCA INC 05.5000 06/15/2047 0.04%
HEALTHCARE TRUST OF AME-CL A 0.04%
HILL-ROM HOLDINGS INC 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%
JONES LANG LASALLE INC 0.04%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.04%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.04%
L3 TECHNOLOGIES INC 04.4000 06/15/2028 0.04%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.04%
LBMLT 2004-1 A2 03.3063 02/25/2034 0.04%
LEGRAND FRANCE USD 08.5000 02/15/2025 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%
MEDICAL PROPERTIES TRUST INC 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%
PEARSON PLC 0.04%
PEPSICO INC 03.4500 10/06/2046 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%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.04%
REINSURANCE GROUP OF AMERICA 0.04%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.04%
S&P GLOBAL INC 04.4000 02/15/2026 0.04%
SABINE PASS LIQUEF 05.0000 03/15/2027 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%
STACR 2015-DNA2 M2 05.1063 12/25/2027 0.04%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.04%
TAYLOR WIMPEY PLC 0.04%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.04%
TELEPHONE AND DATA SYSTEMS 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%
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%
WESTLAKE CHEMICAL CORP 0.04%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.04%
WFCM 2013-LC12 C 04.2866 07/15/2046 0.04%
WFCM 2013-LC12 D P/P 144A 04.2866 07/15/2046 0.04%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.04%
WYNDHAM DESTINATIONS INC 0.04%
ALFRESA HOLDINGS CORP 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%
APPLE INC 03.4500 05/06/2024 0.03%
BANDAI NAMCO HOLDINGS INC 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 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%
CAS 2014-C03 2M2 05.4063 07/25/2024 0.03%
CAS 2014-C04 1M2 07.4063 11/25/2024 0.03%
CAS 2015-C02 1M2 06.5063 05/25/2025 0.03%
CBS CORP 02.9000 01/15/2027 0.03%
CBS CORP 04.6000 01/15/2045 0.03%
CDX CDX.NA.HY.31 500.0 12/20/2023 0.03%
CDX CDX.NA.IG.31 100.0 12/20/2023 0.03%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.03%
CHARLES RIVER LABORATORIES 0.03%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.03%
CIT GROUP INC. 05.2500 03/07/2025 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%
COCA-COLA CO/THE 02.2500 09/01/2026 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 04.2567 07/10/2045 0.03%
COMM 2014-CR14 XA IO 00.6532 02/10/2047 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%
EAST WEST BANCORP INC 0.03%
ENCOMPASS HEALTH CORP 0.03%
EQUITY LIFESTYLE PROPERTIES 0.03%
EXTENDED STAY AMERICA INC 0.03%
FAST RETAILING CO LTD 0.03%
FIAT CHRYSLER AUTOMOBILES NV 0.03%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.03%
FIRSTENERGY CORP 03.9000 07/15/2027 0.03%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.03%
GENTING SINGAPORE LTD 0.03%
GNR 2015-H25 BI IO 02.1202 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 2011-GC3 C P/P 144A 05.6373 03/10/2044 0.03%
GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 0.03%
HENDERSON LAND DEVELOPMENT 0.03%
HIGHWOODS PROPERTIES INC 0.03%
HMIR 2018-1 M1 04.1063 10/25/2028 0.03%
HOCHTIEF AG 0.03%
HSBC BANK USA NA 05.6250 08/15/2035 0.03%
IVORY COAST REGS 06.1250 06/15/2033 0.03%
JPMBB 2014-C22 C 04.5579 09/15/2047 0.03%
JPMCC 2013-LC11 C 03.9582 04/15/2046 0.03%
LIBERTY MEDIA COR-SIRIUSXM A 0.03%
LIBERTY PROPERTY TRUST 0.03%
MET LIFE GLOB FUND P/P 144A 01.5500 09/13/2019 0.03%
MSAC 2004-HE6 M1 03.3313 08/25/2034 0.03%
MSBAM 2012-C6 D P/P 144A 04.6104 11/15/2045 0.03%
MSBAM 2014-C17 C 04.4567 08/15/2047 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%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.03%
NIPPON TELEGRAPH & TELEPHONE 0.03%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.03%
OMV AG 0.03%
ORACLE CORP 05.3750 07/15/2040 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%
POPULAR INC 0.03%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.03%
PPSI 2004-WCW2 M3 03.5563 10/25/2034 0.03%
PROSIEBENSAT.1 MEDIA SE 0.03%
PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 0.03%
REP OF INDONESIA P/P 144A 05.2500 01/17/2042 0.03%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.03%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.03%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.03%
SERVICE CORP INTL 05.3750 05/15/2024 0.03%
SERVICEMASTER GLOBAL HOLDING 0.03%
SOFTBANK GROUP CORP 0.03%
SOUTH32 LTD 0.03%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.03%
STACR 2014-HQ3 M3 07.2563 10/25/2024 0.03%
STACR 2016-HQA2 M3 07.6563 11/25/2028 0.03%
STOCKLAND 0.03%
SUMITOMO CHEMICAL CO LTD 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
SUN HUNG KAI PROPERTIES 0.03%
SWEDISH MATCH AB 0.03%
T-MOBILE USA INC 06.3750 03/01/2025 0.03%
TELSTRA CORP LTD 0.03%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.03%
UBSBB 2012-C2 D P/P 144A 04.8922 05/10/2063 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
WAMU 2004-AR3 A2 03.9582 06/25/2034 0.03%
WAMU 2005-AR10 1A3 04.1262 09/25/2035 0.03%
WAMU 2005-AR11 A1B3 02.9063 08/25/2045 0.03%
WAMU 2005-AR9 A1C3 03.4663 07/25/2045 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%
WFCM 2013-LC12 AS 04.2866 07/15/2046 0.03%
WFCM 2014-LC16 XA IO 01.3311 08/15/2050 0.03%
WFRBS 2012-C9 D P/P 144A 04.7802 11/15/2045 0.03%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.03%
ABC-MART INC 0.02%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.02%
ANADARKO PETROLEUM CORP 06.9500 06/15/2019 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%
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%
BAFC 2005-B 3M1 03.1451 04/20/2035 0.02%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.02%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.02%
BANK LEUMI LE-ISRAEL 0.02%
BAYER AG-REG 0.02%
BGC PARTNERS INC 05.1250 05/27/2021 0.02%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 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 06.7324 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%
CAD/USD 01/16/2019 JPMCB 0.02%
CAS 2015-C03 2M2 07.5063 07/25/2025 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%
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%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.02%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 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 01.1630 08/10/2046 0.02%
COMM 2014-CR17 XA IO 01.0783 05/10/2047 0.02%
COMM 2014-CR18 C 04.7313 07/15/2047 0.02%
COMM 2014-UBS4 XA IO 01.1781 08/10/2047 0.02%
COMM 2014-UBS6 XA IO 00.9541 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%
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-OA10 1A1 03.1174 08/25/2046 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%
DIAGEO INVESTMENT CORP 08.0000 09/15/2022 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%
DOUGLAS EMMETT INC 0.02%
ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 0.02%
EMERA US FINANCE LP 03.5500 06/15/2026 0.02%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.02%
EQUINIX INC 05.3750 05/15/2027 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 12.4946 03/15/2035 0.02%
FHR 3829 AS IO 04.4949 03/15/2041 0.02%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.02%
FUJITSU LTD 0.02%
GALAXY ENT GRP L 0.02%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 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 03.5799 06/20/2043 0.02%
GRAY ESCROW INC P/P 144A 07.0000 05/15/2027 0.02%
GREAT LAKES D&D 08.0000 05/15/2022 0.02%
HCA INC 06.5000 02/15/2020 0.02%
HESS CORP 07.3000 08/15/2031 0.02%
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%
HSBC USA INC 03.5000 06/23/2024 0.02%
HUDSON PACIFIC PROPERTIES IN 0.02%
HUSKY TLB L+300 05.5224 03/28/2025 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%
JPMBB 2014-C19 XA IO 01.1175 04/15/2047 0.02%
JPMBB 2014-C25 XA IO 00.9424 11/15/2047 0.02%
JPMCC 2013-C16 D P/P 144A 05.0277 12/15/2046 0.02%
KAJIMA CORP 0.02%
KBC GROUP NV 0.02%
KERING 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%
KONINKLIJKE PHILIPS NV 0.02%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.02%
LLOYDS BANKING GROUP PLC USD 04.3440 01/09/2048 0.02%
LONDON STOCK EXCHANGE GROUP 0.02%
LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 0.02%
MEDIPAL HOLDINGS CORP 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%
MLMI 2005-A2 A2 03.6773 02/25/2035 0.02%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.02%
MOWI ASA 0.02%
MSBAM 2014-C17 XA IO 01.1903 08/15/2047 0.02%
MSC 2011-C3 D P/P 144A 05.1539 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%
NEXT PLC 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%
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%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.02%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.02%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 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%
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%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 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%
SAINSBURY (J) PLC 0.02%
SAMI 2007-AR1 2A1 02.6863 01/25/2037 0.02%
SARTORIUS STEDIM BIOTECH 0.02%
SCHRODERS PLC 0.02%
SERVICE CORP INTL 04.6250 12/15/2027 0.02%
SG HOLDINGS CO LTD 0.02%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.02%
SIEMENS HEALTH 0.02%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.02%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.02%
SPRINT CORP 07.2500 09/15/2021 0.02%
SPRINT CORP 07.8750 09/15/2023 0.02%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.02%
STRAUMANN HOLDING AG-REG 0.02%
SWISSCOM AG-REG 0.02%
TAPESTRY INC 0.02%
TCF FINANCIAL CORP 0.02%
TELEDYNE TECHNOLOGIES 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%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.02%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.02%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.02%
UBSCM 2017-C7 XA IO 01.0704 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%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.02%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.02%
WBCMT 2005-C21 D 05.2264 10/15/2044 0.02%
WEINGARTEN REALTY INVESTORS 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 2016-LC25 XA IO 01.0173 12/15/2059 0.02%
WFRBS 2011-C4 E P/P 144A 05.2310 06/15/2044 0.02%
WFRBS 2012-C9 XB IO P/P 144A 00.6846 11/15/2045 0.02%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.02%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.02%
WINTRUST FINANCIAL CORP 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%
YANGZIJIANG SHIPBUILDING 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%
2.95 R ISWP FWD US0003M P 03/18/2049 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%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.01%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.01%
ALTA MESA HLDGS 07.8750 12/15/2024 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 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%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.01%
ASTRAZENECA PLC USD 06.4500 09/15/2037 0.01%
ATLAS COPCO AB-B SHS 0.01%
AUD/USD 01/16/2019 GSFX 0.01%
AUTOZONE INC 0.01%
AVAYA HOLDINGS CORP 0.01%
AVAYA TLB L+425 06.7010 12/15/2024 0.01%
AXA SA 0.01%
BAE SYSTEMS PLC 0.01%
BANK OF AMERICA CORP 03.5482 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 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%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.01%
BERRY GLOBAL INC 05.1250 07/15/2023 0.01%
BIOSCRIP INC 08.8750 02/15/2021 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BOLIDEN AB 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 05.2698 03/11/2039 0.01%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.01%
BUMT 2005-1 1A1 02.8063 09/25/2045 0.01%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.01%
CAD/USD 01/16/2019 SSBT 0.01%
CALIFORNIA RESOURC TL L+475 07.0365 11/17/2022 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 06.8063 02/25/2025 0.01%
CAS 2016-C06 1M2 06.7563 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%
CENTRICA PLC 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CFCRE 2011-C2 D P/P 144A 05.7556 12/15/2047 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%
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%
CIT GROUP INC 05.0000 08/01/2023 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
CNP ASSURANCES 0.01%
COCA-COLA AMATIL LTD 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 01.1474 07/15/2047 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
COMSTOCK ESCROW CORP 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%
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 CORK & SEAL CO INC 07.3750 12/15/2026 0.01%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.01%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.01%
CWALT 2005-27 1A1 02.3930 08/25/2035 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%
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%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.01%
DIRECT LINE INSURANCE GROUP 0.01%
DNB NOR ASA 0.01%
DOW CHEMICAL CO/THE P/P 144A 04.8000 11/30/2028 0.01%
EAGLECLAW MID TL L+425 06.8690 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%
ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 0.01%
ENSCO PLC USD 07.7500 02/01/2026 0.01%
EOG RESOURCES INC 04.1500 01/15/2026 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%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.01%
EVONIK INDUSTRIES AG 0.01%
FEDEX CORP 02.6250 08/01/2022 0.01%
FHR 2990 LB 10.6706 06/15/2034 0.01%
FHR 3249 PS 14.1731 12/15/2036 0.01%
FHR 3408 EK 15.9139 04/15/2037 0.01%
FIDELITY NATIONAL INFO SERV 0.01%
FIDELITY NATIONAL INFORM 05.0000 10/15/2025 0.01%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.01%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.01%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.01%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 0.01%
FNR 2006-8 HP 15.3771 03/25/2036 0.01%
FORTERRA TL L+300 05.5224 10/25/2023 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 11.0000 09/15/2025 0.01%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.01%
FTS INTL INC 06.2500 05/01/2022 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%
GBP/USD CALL 1.34 20190613 BANKAM 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%
GMAC CAPITAL TRUST I PCT 08.4011 0.01%
GNMA GII30 AY2298 04.7000 05/20/2067 0.01%
GNMA GII30 AY4779 04.5070 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 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 01.7202 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%
GSMS 2012-GC6 D P/P 144A 05.6517 01/10/2045 0.01%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 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%
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%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 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%
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 P/P 144A 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 11.6038 05/21/2024 0.01%
JO-ANN STORES TL L+500 07.4772 10/16/2023 0.01%
JPMCC 2012-LC9 D P/P 144A 04.3698 12/15/2047 0.01%
JPMCC 2013-LC11 X IO 01.2710 04/15/2046 0.01%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.01%
JXTG HOLDINGS INC 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%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 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%
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 06.8750 12/15/2023 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 INTERNATIONAL 06.7500 10/01/2020 0.01%
MGM RESORTS INTL 08.6250 02/01/2019 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%
MONCLER SPA 0.01%
MSRR 2015-R4 CB1 03.1408 08/26/2047 0.01%
MWST 2018-W1 A 03.1314 11/25/2051 0.01%
NABORS IND 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 05.6295 10/25/2020 0.01%
NETFLIX INC 04.8750 04/15/2028 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%
NORFOLK SOUTHERN CORP 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%
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%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.01%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
POLA ORBIS HOLDINGS INC 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%
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 08.2500 10/13/2024 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%
REVLON CONS TLB L+350 06.2066 09/07/2023 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%
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%
SENIOR HOUSING PROP TRUST 0.01%
SERVICE CORP INTL 05.3750 01/15/2022 0.01%
SESI LLC 07.7500 09/15/2024 0.01%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.01%
SHIMIZU CORP 0.01%
SHIRE PLC 0.01%
SIKA AG-REG 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%
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%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 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%
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%
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%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 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 P/P 144A 06.8750 04/01/2026 0.01%
USD/JPY PUT 108.00 20190128 CITI 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 INTL P/P 144A 08.5000 01/31/2027 0.01%
VALEANT PHARMA INTL 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%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.01%
VOLKSWAGEN AG 0.01%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.01%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.01%
WALT DISNEY CO/THE 0.01%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 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 04.1769 04/25/2035 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.5649 12/15/2045 0.01%
WFRBS 2013-C15 D P/P 144A 04.4731 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%
YAHOO JAPAN CORP 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%
2.75 R ISWP FWD US0003M P 03/18/2021 0.00%
2.7845 R ISWP US0003M P 12/31/2028 0.00%
2.9585 R ISWP US0003M P 12/20/2028 0.00%
2.9585 R ISWP US0003M P 12/20/2048 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%
ALTRIA GROUP INC 0.00%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 0.00%
AMDOCS LTD 0.00%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.00%
ANTERO RESOURCES 05.3750 11/01/2021 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
ANTHEM INC 0.00%
ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
ARRIS INTERNATIONAL PLC 0.00%
ASAHI KASEI CORP 0.00%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.00%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.00%
ASHLAND GLOBAL HOLDINGS INC 0.00%
AT&T INC 0.00%
AUD/USD 01/16/2019 BANKAM 0.00%
AUD/USD 01/16/2019 BCAP-FX 0.00%
AUD/USD 01/16/2019 CITI 0.00%
AUD/USD 01/16/2019 JPMCB 0.00%
AUD/USD 01/16/2019 RBSF 0.00%
AUD/USD 01/16/2019 SSBT 0.00%
AUD/USD 01/16/2019 UBS 0.00%
AUD/USD 01/16/2019 WPAC 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
AXALTA COATING SYSTEMS LTD 0.00%
BACM 2004-4 XC IO P/P 144A 00.3242 07/10/2042 0.00%
BACM 2004-5 XC IO P/P 144A 00.4413 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 05.6250 12/01/2021 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%
BEMIS COMPANY 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%
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 06-PW14 X1 IO P/P 144A 00.3144 12/11/2038 0.00%
BSCMS 2006-PW11 C P/P 144A 05.2698 03/11/2039 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 01/16/2019 BCAP-FX 0.00%
CAD/USD 01/16/2019 CITI 0.00%
CAD/USD 01/16/2019 GSFX 0.00%
CAD/USD 01/16/2019 HSBCB 0.00%
CAD/USD 01/16/2019 RBSF 0.00%
CAD/USD 01/16/2019 UBS 0.00%
CAD/USD 01/16/2019 WPAC 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CAMDEN PROPERTY TRUST 0.00%
CANADIAN UTILITIES LTD-A 0.00%
CAS 2016-C05 2M1 03.8563 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%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.4954 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 03/20/2019 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. 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 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 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 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 ML 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.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.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 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 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 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 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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 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%
CNH/USD 02/20/2019 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 00.4405 12/10/2046 0.00%
COMPASS GROUP PLC 0.00%
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CONTINENTAL RESOURCES 05.0000 09/15/2022 0.00%
CORELOGIC INC 0.00%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.00%
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CPG INTL TL L+375 05.0828 05/05/2024 0.00%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.00%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.00%
CSFB 2003-C3 AX IO P/P 144A 02.0106 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%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.00%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.00%
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DENBURY RESOURCES P/P 144A 07.5000 02/15/2024 0.00%
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ECOLAB INC 0.00%
EIFFAGE 0.00%
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EMPIRE STATE REALTY TRUST-A 0.00%
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ENERGY TRANSFER LP 05.5000 06/01/2027 0.00%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.00%
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EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.00%
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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%
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EUR/USD 03/20/2019 HSBCB 0.00%
EUR/USD 03/20/2019 JPMCB 0.00%
EUR/USD 03/20/2019 RBSF 0.00%
EUR/USD 03/20/2019 SSBT 0.00%
EUR/USD 03/20/2019 UBS 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%
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FNR 2005-75 GS 12.7313 08/25/2035 0.00%
FNR 2005-83 QP 10.8778 11/25/2034 0.00%
FNR 2006-125 OX PO 00.0000 01/25/2037 0.00%
FNR 2006-62 PS 24.8625 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%
FRAC TECH INTL TLB L+475 07.2724 04/16/2021 0.00%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.00%
FUJIFILM HOLDINGS CORP 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 03/20/2019 BANKAM 0.00%
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GBP/USD 03/20/2019 GSFX 0.00%
GBP/USD 03/20/2019 HSBCB 0.00%
GBP/USD 03/20/2019 JPMCB 0.00%
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GBP/USD 03/20/2019 UBS 0.00%
GBP/USD CALL 1.44 20190613 BANKAM 0.00%
GENERAL DYNAMICS CORP 0.00%
GENON ENERGY INC. 09.8750 10/15/2020 0.00%
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GETLINK SE 0.00%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.00%
GMACC 2005-C1 X1 IO P/P 144A 00.9823 05/10/2043 0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036 0.00%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HARRIS CORP 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HKD/USD 02/20/2019 BANKAM 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
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IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.00%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.00%
INFOR US INC P/P 144A 05.7500 08/15/2020 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%
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IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 JP 0.00%
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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%
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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%
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%
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 00.3613 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 00.2854 05/15/2045 0.00%
JPY/USD 02/20/2019 BANKAM 0.00%
JPY/USD 02/20/2019 CSI-FX 0.00%
JPY/USD 02/20/2019 GSFX 0.00%
JPY/USD 02/20/2019 HSBCB 0.00%
JPY/USD 02/20/2019 JPMCB 0.00%
JPY/USD 02/20/2019 RBSF 0.00%
JPY/USD 02/20/2019 SSBT 0.00%
KANSAI ELECTRIC POWER CO INC 0.00%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 0.00%
KEANE GROUP TLB L+375 06.3125 05/25/2025 0.00%
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KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 0.00%
KRW/USD 02/20/2019 BANKAM 0.00%
KRW/USD 02/20/2019 CITI 0.00%
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LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LBUBS 2005-C7 XCL IO P/P 144A 00.3173 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%
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MARRIOTT INTERNATIONAL -CL A 0.00%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.00%
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MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.600.08 P USL1M R 01/12/39 BC 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 BC 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MERCER INTL INC P/P 144A 07.3750 01/15/2025 0.00%
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METHANEX CORP USD 03.2500 12/15/2019 0.00%
MEZZ 2005-C3 X IO P/P 144A 06.7220 05/15/2044 0.00%
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MFA FINANCIAL INC 0.00%
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MGM RESORTS INTL 06.6250 12/15/2021 0.00%
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MLMT 2004-KEY2 XC IO P/P 144A 00.9044 08/12/2039 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0013 06/12/2043 0.00%
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MONSTER BEVERAGE CORP 0.00%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.00%
MWO HOLDINGS LLC 0.00%
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NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.00%
NETFLIX INC P/P 144A 06.3750 05/15/2029 0.00%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.00%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.00%
NEWS CORP - CLASS A 0.00%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.00%
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PIGEON CORP 0.00%
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QUEST DIAGNOSTICS INC 0.00%
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UDR INC 0.00%
US BANCORP 0.00%
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USD/CNH CALL 7.00 20190404 GSFX 0.00%
USD/CNH CALL 7.20 20190404 GSFX 0.00%
USD/JPY PUT 105.00 20190128 CITI 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%
WBCMT 2006-C26 XC IO P/P 144A 00.0450 06/15/2045 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%
ZAR/USD 01/16/2019 GSFX 0.00%
2.85 R ISWP FWD US0003M P 03/18/2029 -0.01%
AUD/USD 01/16/2019 CSI-FX -0.01%
AUD/USD 01/16/2019 HSBCB -0.01%
CAD/USD 01/16/2019 BANKAM -0.01%
CAD/USD 01/16/2019 CSI-FX -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -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%
JPY/USD 02/20/2019 CITI -0.01%
NOK/USD 03/20/2019 GSFX -0.01%
NZD/USD 01/16/2019 GSFX -0.01%
2.80 R ISWP FWD US0003M P 03/18/2024 -0.02%
FNMA FN30 TBA 03.5000 01/01/2049 -0.10%
E-MINI RUSS 2000 MAR19 RTYH9 -0.12%
CGPUTQL2 R US0003M P 11/26/19 CI -0.21%
FNMA FN30 TBA 03.0000 01/01/2049 -0.29%
GNMA GII30 TBA 03.5000 01/01/2049 -0.30%

Prior top 10 holdings

Top 10 holdings as of 02/28/19
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
JPMorgan Chase
Fnma Fn30 Tba 04.0000 03/01/2049
Apple
Cisco Systems
Boeing
Holdings represent 16.74% of portfolio
Top 10 holdings as of 01/31/19
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
JPMorgan Chase
S&P Gsci Excess Return Index 3x Note 1/27/2020
Apple
Fnma Fn30 Tba 06.0000 02/01/2049
Cisco Systems
Holdings represent 16.78% of portfolio
Top 10 holdings as of 12/31/18
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
Fnma Fn30 Tba 06.0000 01/01/2049
Gnma Gii30 Ma4837 03.5000 11/20/2047
Apple
Verizon Communications
Holdings represent 17.00% of portfolio
Top 10 holdings as of 11/30/18
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
Fnma Fn30 Tba 06.0000 12/01/2048
Gnma Gii30 Ma4837 03.5000 11/20/2047
Fnma Fn30 Tba 04.0000 01/01/2049
Fnma Fn30 Bh5117 04.0000 08/01/2047
Fnma Fn30 Bh7058 03.5000 12/01/2047
Fnma Fn30 Ma2737 03.0000 09/01/2046
Holdings represent 15.39% of portfolio

Portfolio composition as of 02/28/19

U.S. Investment-grade bonds 54.45%
U.S. large-cap equity 21.76%
U.S. money markets 7.14%
U.S. High-yield bonds 6.41%
International equity 6.08%
U.S. small- and mid-cap equity 4.16%

Fixed income statistics as of 02/28/19

Average effective maturity 9.77 yrs.
Average effective duration 3.31 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 monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. You can lose money by investing in the fund.


Expenses

Expense ratio

Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
Total expense ratio 0.99% 1.74% 1.74% 1.49% 1.24% 0.71% 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. 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 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.