Dynamic Asset Allocation Growth Fund (Class A)  (PAEAX)

A globally diversified fund pursuing growth

ratings as of
Allocation--70% to 85% Equity (funds in category)
Overall
(314)
3 yrs.
(314)
5 yrs.
(275)
10 yrs.
(203)

Highlights

Objective

The Growth Fund seeks capital appreciation.

Strategy and process

  • Global benchmark: The fund starts with a globally diversified benchmark with more efficient exposures relative to a typical 80/20 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 $17.31
0.12% | $0.02
$18.69
12/15/17
$16.40
02/08/18
Historical fund price

Fund facts as of 04/30/18

Total net assets
$2,917.69M
Turnover (fiscal year end)
124%
Dividend frequency
Annually
Number of holdings
1834
Fiscal year-end
September
CUSIP / Fund code
746444108 / 0043
Inception date
02/08/94
Category
Asset Allocation
Open to new investors
Ticker
PAEAX

Management team

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


Manager commentary | Q1 2018

Rising rates could crimp profit margins

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


Literature


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

Performance

Consistency of positive performance over five years

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

Performance shown above does not reflect the effects of any sales charges. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please see below.

20.18%

Best 5-year annualized return

(for period ending 12/31/99)


-3.66%

Worst 5-year annualized return

(for period ending 03/31/09)


7.19%

Average 5-year annualized return


  • Total return (%) as of 03/31/18

  • Annual performance as of 03/31/18

Annualized Total return (%) as of 03/31/18

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 12.23% 7.04% 9.82% 7.48%
After sales charge 5.77% 4.95% 8.53% 6.85%
Russell 3000 Index 13.81% 10.22% 13.03% 9.62%
Putnam Growth Blended Benchmark 12.07% 7.98% 9.66% 7.56%

Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Multi-Asset Absolute Return Fund, and 4.00% and 3.25% for income funds (1.00% and 0.75% for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.

Performance snapshot

  Before sales charge After sales charge
1 mt. as of 04/30/18 1.01 % -4.79 %
YTD as of 05/23/18 1.58 % -4.26 %

Risk-adjusted performance as of 04/30/18

Alpha (3 yrs.) -1.79
Sharpe ratio (3 yrs.) 0.74
Treynor ratio (3 yrs.) 7.64
Information ratio (3 yrs.) -1.48

Volatility as of 04/30/18

Standard deviation (3 yrs.) 9.04%
Beta 0.87
R-squared 0.97

Capture ratio as of 04/30/18

Up-market (3 yrs.) 85.17
Down-market (3 yrs.) 100.00

Lipper rankings as of 04/30/18

Mixed-Asset Target Alloc Growth Funds Percentile ranking Rank/Funds in category
1 yr. 9% 43/498
3 yrs. 13% 54/433
5 yrs. 5% 17/407
10 yrs. 12% 36/303

Morningstar ratings as of 04/30/18

Allocation--70% to 85% Equity Rating Funds in category
Overall (314)
3 yrs. (314)
5 yrs. (275)
10 yrs. (203)

Distributions

Record/Ex dividend date 12/18/17
Payable date 12/20/17
Income $0.325
Extra income --
Short-term cap. gain $0.593
Long-term cap. gain $0.824

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 04/30/18

Microsoft 1.98%
Alphabet 1.74%
S&P Gsci 3X 144a Note 04/01/2019 1.64%
JPMorgan Chase 1.45%
Apple 1.16%
UnitedHealth Group 1.12%
Verizon 1.00%
Citigroup 0.94%
Boeing Co 0.90%
Gnma Gii30 Ma4652 03.5000 08/20/2047 0.86%
Top 10 holdings, percent of portfolio 12.79%

Full portfolio holdings as of 03/31/18

MICROSOFT CORP 1.96%
ALPHABET INC-CL A 1.79%
JPMORGAN CHASE & CO 1.48%
S&P GSCI 3X NOTE 04/01/2019 1.45%
APPLE INC 1.19%
UNITEDHEALTH GROUP INC 1.03%
VERIZON COMMUNICATIONS INC 0.98%
CITIGROUP INC 0.94%
BOEING CO/THE 0.89%
GNMA GII30 MA4652 03.5000 08/20/2047 0.88%
FNMA FN30 MA3238 03.5000 01/01/2048 0.79%
EXXON MOBIL CORP 0.77%
HOME DEPOT INC 0.74%
JOHNSON & JOHNSON 0.74%
TEXAS INSTRUMENTS INC 0.68%
AMAZON.COM INC 0.64%
UNION PACIFIC CORP 0.63%
PEPSICO INC 0.59%
LOWES COMPANIES INC 0.56%
NXP SEMICONDUCTORS NV 0.55%
CHEVRON CORP 0.54%
VALERO ENERGY CORP 0.53%
NORTHROP GRUMMAN CORP 0.48%
MCDONALD'S CORP 0.44%
ANTHEM INC 0.43%
RALPH LAUREN CORP 0.43%
SAMSUNG ELECTRONICS CO LTD 0.42%
HP INC 0.41%
INTL BUSINESS MACHINES CORP 0.41%
ELECTRONIC ARTS INC 0.39%
L3 TECHNOLOGIES INC 0.39%
FNMA FN15 AL9468 03.0000 12/01/2031 0.38%
HUMANA INC 0.38%
MERCK & CO. INC. 0.38%
FACEBOOK INC-A 0.37%
INTUIT INC 0.37%
ENTERGY CORP 0.36%
FHLMC FH30G G08677 04.0000 11/01/2045 0.35%
MARATHON PETROLEUM CORP 0.35%
TYSON FOODS INC-CL A 0.35%
ELI LILLY & CO 0.34%
MCKESSON CORP 0.34%
SOUTHWEST AIRLINES CO 0.34%
E*TRADE FINANCIAL CORPORATION 0.33%
KIMBERLY-CLARK CORP 0.33%
ROCHE HOLDING AG-GENUSSCHEIN 0.33%
TENCENT HOLDINGS LTD 0.33%
CELGENE CORP 0.32%
NOVARTIS AG-REG 0.31%
TOTAL SA 0.31%
PNC FINANCIAL SERVICES GROUP 0.30%
RAYTHEON COMPANY 0.30%
SYSCO CORP 0.30%
WALGREENS BOOTS ALLIANCE INC 0.30%
CIGNA CORP 0.29%
CUMMINS INC 0.29%
PROCTER & GAMBLE CO/THE 0.29%
PRUDENTIAL FINANCIAL INC 0.29%
S&P GLOBAL INC 0.29%
SHERWIN-WILLIAMS CO/THE 0.29%
ABBVIE INC 0.28%
ALIBABA GROUP HOLDING-SP ADR 0.28%
ALLIANZ SE-REG 0.28%
ALLSTATE CORP 0.28%
MIZUHO BANK LTD/NY USD 01.7959 04/05/2018 0.28%
REGIONS FINANCIAL CORP 0.28%
ROSS STORES INC 0.28%
WALT DISNEY CO/THE 0.28%
DISCOVERY COMMUNICATIONS-A 0.27%
DXC TECHNOLOGY CO 0.26%
LOEWS CORP 0.26%
PVH CORP 0.26%
ROYAL CARIBBEAN CRUISES LTD 0.25%
VMWARE INC-CLASS A 0.25%
WILLIAMS COS INC 0.25%
AMERIPRISE FINANCIAL INC 0.24%
DANAHER CORP 0.24%
GILEAD SCIENCES INC 0.24%
GOLDMAN SACHS GROUP INC 0.24%
KINDER MORGAN INC 0.24%
AMERICAN ELECTRIC POWER 0.23%
AMGEN INC 0.23%
3I GROUP PLC 0.22%
BRISTOL-MYERS SQUIBB CO 0.22%
ENEL SPA 0.22%
ITOCHU CORP 0.22%
SYNCHRONY FINANCIAL 0.22%
ALLISON TRANSMISSION HOLDING 0.21%
BHP BILLITON LIMITED 0.21%
CITRIX SYSTEMS INC 0.21%
FNMA FN15 TBA 03.0000 04/01/2033 0.21%
FNMA FN30 TBA 04.0000 04/01/2048 0.21%
INGERSOLL-RAND PLC 0.21%
KLA-TENCOR CORP 0.21%
MITSUBISHI UFJ FINANCIAL GRO 0.21%
PARKER HANNIFIN CORP 0.21%
TJX COMPANIES INC 0.21%
CHINA CONSTRUCTION BANK-H 0.20%
CLOROX COMPANY 0.20%
DISCOVER FINANCIAL SERVICES 0.20%
EXELON CORP 0.20%
FIRSTENERGY CORP 0.20%
FNMA FN30 TBA 03.0000 04/01/2048 0.20%
SUMITOMO MITSUI FINANCIAL GR 0.20%
SUNTRUST BANKS INC 0.20%
CROWN HOLDINGS INC 0.19%
FNMA FN30 TBA 06.0000 04/01/2048 0.19%
HILTON WORLDWIDE HOLDINGS IN 0.19%
MAXIM INTEGRATED PRODUCTS 0.19%
TUI AG-DI 0.19%
WASTE MANAGEMENT INC 0.19%
APPLIED MATERIALS INC 0.18%
CENTRAL JAPAN RAILWAY CO 0.18%
FORTINET INC 0.18%
HARTFORD FINANCIAL SVCS GRP 0.18%
HERSHEY CO/THE 0.18%
HITACHI LTD 0.18%
HUNTSMAN CORP 0.18%
IND & COMM BK OF CHINA-H 0.18%
JUNIPER NETWORKS INC 0.18%
KDDI CORP 0.18%
MIZUHO FINANCIAL GROUP INC 0.18%
REPSOL SA 0.18%
STATOIL ASA 0.18%
VINCI SA 0.18%
ABN AMRO GROUP NV-CVA 0.17%
AGEAS 0.17%
BNP PARIBAS 0.17%
BOUYGUES SA 0.17%
BT GROUP PLC 0.17%
CK ASSET HOLDINGS LTD 0.17%
EQUITY RESIDENTIAL TR REIT 0.17%
EVONIK INDUSTRIES AG 0.17%
GNMA GII30 MA4586 03.5000 07/20/2047 0.17%
GNMA GII30 MA4837 03.5000 11/20/2047 0.17%
MICHAEL KORS HOLDINGS LTD 0.17%
MUENCHENER RUECKVER AG-REG 0.17%
NIPPON TELEGRAPH & TELEPHONE 0.17%
ORIX CORP 0.17%
ADOBE SYSTEMS INC 0.16%
AXA SA 0.16%
F5 NETWORKS INC 0.16%
FIAT CHRYSLER AUTOMOBILES NV 0.16%
FNMA FN30 BH5117 04.0000 08/01/2047 0.16%
FNMA FN30 BH7058 03.5000 12/01/2047 0.16%
FONCIERE DES REGIONS 0.16%
MARUBENI CORP 0.16%
NN GROUP NV 0.16%
PERSIMMON PLC 0.16%
RESONA HOLDINGS INC 0.16%
SBERBANK PJSC -SPONSORED ADR 0.16%
TAYLOR WIMPEY PLC 0.16%
YUM BRANDS INC 0.16%
AMDOCS LTD 0.15%
COCA-COLA AMATIL LTD 0.15%
CONAGRA BRANDS INC 0.15%
COVESTRO AG 0.15%
GLAXOSMITHKLINE PLC 0.15%
HOYA CORP 0.15%
LEAR CORP 0.15%
PEUGEOT SA 0.15%
SAINSBURY (J) PLC 0.15%
SWISSCOM AG-REG 0.15%
TAIWAN SEMICONDUCTOR MANUFAC 0.15%
UCB SA 0.15%
AGNC INVESTMENT CORP 0.14%
ANGLO AMER PLC 0.14%
ENI SPA 0.14%
HASBRO INC 0.14%
HUNTINGTON INGALLS INDUSTRIE 0.14%
INDUSTRIVARDEN AB-A SHS 0.14%
KINGFISHER PLC 0.14%
MITSUI AND CO LTD 0.14%
NASPERS LTD-N SHS 0.14%
PACKAGING CORP OF AMERICA 0.14%
WELLCARE HEALTH PLANS INC 0.14%
WH GROUP LTD 0.14%
ACS ACTIVIDADES 0.13%
ALLY FINANCIAL INC 0.13%
CIMIC GROUP LTD 0.13%
ELECTROLUX AB-SER B 0.13%
FAURECIA 0.13%
MASCO CORP 0.13%
MORGAN STANLEY 0.13%
RECORDATI SPA 0.13%
RU10INTR P US0003M R 11/27/18 CI 0.13%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.13%
SWISS RE AG 0.13%
AGILENT TECHNOLOGIES INC 0.12%
AVERY DENNISON CORP 0.12%
BERKELEY GROUP HOLDINGS/THE 0.12%
COGNIZANT TECH SOLUTIONS-A 0.12%
DEUTSCHE POST AG-REG 0.12%
EDISON INTERNATIONAL 0.12%
LINCOLN NATIONAL CORP 0.12%
MEDIATEK INC 0.12%
PFIZER INC 0.12%
ROYAL MAIL PLC 0.12%
SHIONOGI & CO LTD 0.12%
SPIRIT AEROSYSTEMS HOLD-CL A 0.12%
TELSTRA CORP LTD 0.12%
TOTAL SYSTEM SERVICES INC 0.12%
US FOODS HOLDING CORP 0.12%
ADECCO GROUP AG-REG 0.11%
AMADEUS IT GROUP SA 0.11%
AMETEK INC 0.11%
ARKEMA 0.11%
INGREDION INC 0.11%
NEWMONT MINING CORP 0.11%
PPL CORP 0.11%
SWEDISH MATCH AB 0.11%
SYNOPSYS INC 0.11%
TRAVELERS COS INC/THE 0.11%
VERTEX PHARMACEUTICALS INC 0.11%
ASTELLAS PHARMA INC 0.10%
CBRE GROUP INC - A 0.10%
DNB NOR ASA 0.10%
EDELWEISS FINANCIAL SERVICES 0.10%
HCP INC 0.10%
INDUSTRIAL BANK OF KOREA 0.10%
LUKOIL PJSC-SPON ADR 0.10%
MARKS AND SPENCER LTD 0.10%
NESTLE SA-REG 0.10%
OTSUKA CORP 0.10%
ROYAL DUTCH SHELL PLC-B SHS 0.10%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.10%
TOYOTA TSUSHO CORP 0.10%
UNITED OVERSEAS BANK LTD 0.10%
WOOLWORTHS GROUP LTD 0.10%
XEROX CORP 0.10%
ASSOCIATED BRITISH FOODS PLC 0.09%
BARRATT DEVELOPMENTS PLC 0.09%
BASF SE 0.09%
BF0101 03.5000 06/01/2056 0.09%
CENTERPOINT ENERGY INC 0.09%
DUN & BRADSTREET CORP 0.09%
JACOBS ENGINEERING GROUP INC 0.09%
LIVE NATION ENTERTAINMENT IN 0.09%
MANPOWERGROUP INC 0.09%
METRO AG 0.09%
NVR INC 0.09%
SPST 2018-1 A 02.4747 04/24/2019 0.09%
TDK CORP 0.09%
UGI CORP 0.09%
VORNADO REALTY TRUST 0.09%
WALSIN TECHNOLOGY CORP 0.09%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.09%
APPLE INC 02.1000 05/06/2019 0.08%
BWX TECHNOLOGIES INC 0.08%
CADENCE DESIGN SYS INC 0.08%
CAMDEN PROPERTY TRUST 0.08%
CAS 2015-C04 2M2 07.4215 04/25/2028 0.08%
CTBC FINANCIAL HOLDING CO LT 0.08%
DR PEPPER SNAPPLE GROUP INC 0.08%
IRB BRASIL RESSEGUROS SA 0.08%
JAPAN AIRLINES CO LTD 0.08%
KAR AUCTION SERVICES INC 0.08%
LAMB WESTON HOLDINGS INC 0.08%
MACQUARIE GROUP LTD 0.08%
MITSUBISHI CHEMICAL HOLDINGS 0.08%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.08%
PINNACLE FOODS INC 0.08%
PRINCIPAL FINANCIAL GROUP 0.08%
RIO TINTO PLC 0.08%
RTL GROUP 0.08%
SPST 2017-6 A 02.3025 11/24/2018 0.08%
THOR INDUSTRIES INC 0.08%
UNUM GROUP 0.08%
VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 0.08%
AMC NETWORKS INC-A 0.07%
BOOZ ALLEN HAMILTON HOLDINGS 0.07%
CATHAY FINANCIAL HOLDING CO 0.07%
CHAILEASE HOLDING CO LTD 0.07%
CHARLES RIVER LABORATORIES 0.07%
CHINA OVERSEAS LAND & INVEST 0.07%
CHINA WATER AFFAIRS GROUP 0.07%
DUKE REALTY CORP 0.07%
ENGIE 0.07%
EXTENDED STAY AMERICA INC 0.07%
FORMOSA PLASTICS CORP 0.07%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.07%
HANA FINANCIAL GROUP 0.07%
JUBILANT FOODWORKS LTD 0.07%
KONINKLIJKE AHOLD DELHAIZE N 0.07%
LIBERTY MEDIA COR-SIRIUSXM A 0.07%
MEDIPAL HOLDINGS CORP 0.07%
NOVATEK OAO-SPONS GDR REG S 0.07%
ORACLE CORPORATION 02.2500 10/08/2019 0.07%
POSCO 0.07%
REINSURANCE GROUP OF AMERICA 0.07%
TAISEI CORP 0.07%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.07%
VISTEON CORP 0.07%
W.R. GRACE & CO 0.07%
WALMART DE MEXICO SAB DE CV 0.07%
YANDEX NV-A 0.07%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.06%
ANA HOLDINGS INC 0.06%
ARCOS DORADOS HOLDINGS INC-A 0.06%
ASHTEAD GROUP PLC 0.06%
BIOGEN INC 0.06%
BRITISH AMERICAN TOBACCO PLC 0.06%
CNOOC LTD 0.06%
CTCI CORP 0.06%
DB INSURANCE CO LTD 0.06%
EMAAR DEVELOPMENT PJSC 0.06%
FLEURY SA 0.06%
FNMA FN30 BC1155 03.0000 06/01/2046 0.06%
FNMA FN30 BM1172 03.0000 03/01/2047 0.06%
FRESENIUS MEDICAL CARE AG & 0.06%
HONG KONG EXCHANGES & CLEAR 0.06%
KAO CORP 0.06%
KERRY PROPERTIES LTD 0.06%
MICROSOFT CORP 01.5500 08/08/2021 0.06%
MOTA ENGIL SGPS SA 0.06%
MRV ENGENHARIA 0.06%
PARK HOTELS & RESORTS INC 0.06%
PING AN INSURANCE GROUP CO-H 0.06%
POLA ORBIS HOLDINGS INC 0.06%
POYA INTERNATIONAL CO LTD 0.06%
REALOGY HOLDINGS CORP 0.06%
RENAULT SA 0.06%
SPIRIT REALTY CAPITAL INC 0.06%
SUN HUNG KAI PROPERTIES 0.06%
SUNNY OPTICAL TECH 0.06%
TIM PARTICIPACOES SA-ADR 0.06%
ZEBRA TECHNOLOGIES CORP-CL A 0.06%
ALTRIA GROUP INC 02.6250 01/14/2020 0.05%
AMERICAN FINANCIAL GROUP INC 0.05%
APARTMENT INVT & MGMT CO -A 0.05%
ASSURANT INC 0.05%
ASSURED GUARANTY LTD 0.05%
BERRY GLOBAL GROUP INC 0.05%
BRIXMOR PROPERTY GROUP INC 0.05%
CANVEST ENVIRONMENTAL PROTEC 0.05%
CAS 2015-C04 1M2 07.5715 04/25/2028 0.05%
CHINA TRADITIONAL CHINESE ME 0.05%
CITIGROUP INC 03.8870 01/10/2028 0.05%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.05%
CVS HEALTH CORP 04.7800 03/25/2038 0.05%
DEUTSCHE LUFTHANSA-REG 0.05%
DISCOVERY LTD 0.05%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.05%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.05%
FNMA FN30 AS7003 03.0000 04/01/2046 0.05%
FNMA FN30 BC2733 03.0000 05/01/2046 0.05%
FOREST CITY REALTY TRUST- A 0.05%
GRUPO FINANCIERO GALICIA-ADR 0.05%
HARVEY NORMAN HOLDINGS LTD 0.05%
HDFC BANK LIMITED 0.05%
HIGHWOODS PROPERTIES INC 0.05%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.05%
INDORAMA VENTURES-FOREIGN 0.05%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.05%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.05%
KEI INDUSTRIES LTD 0.05%
KOREA ZINC CO LTD 0.05%
LIBERTY PROPERTY TRUST 0.05%
MASSMART HOLDINGS LTD 0.05%
MEGACABLE HOLDINGS-CPO 0.05%
MITSUBISHI ELECTRIC CORP 0.05%
MONDI PLC 0.05%
MORGAN STANLEY 03.6250 01/20/2027 0.05%
NEWS CORP - CLASS A 0.05%
PETROLEO BRASILEIRO-SPON ADR 0.05%
RANDSTAD HOLDING NV 0.05%
SASOL LTD 0.05%
SERVICE CORP INTERNATIONAL 0.05%
SERVICEMASTER GLOBAL HOLDING 0.05%
SHRIRAM TRANSPORT FINANCE 0.05%
SPORTON INTERNATIONAL INC 0.05%
STACR 2015-DNA3 M2 04.7215 04/25/2028 0.05%
STARWOOD PROPERTY TRUST INC 0.05%
SUMITOMO MITSUI TRUST HOLDIN 0.05%
TCF FINANCIAL CORP 0.05%
TOPPAN PRINTING CO LTD 0.05%
TRIMBLE INC 0.05%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.04%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.04%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.04%
AT&T INC 04.2500 03/01/2027 0.04%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.04%
BOLIDEN AB 0.04%
BRILLIANCE CHINA AUTOMOTIVE 0.04%
CARTERS INC 0.04%
CAS 2016-C03 2M2 07.7715 10/25/2028 0.04%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.04%
CHINA EVERBRIGHT GREENTECH L 0.04%
CHINA STATE CONSTRUCTION INT 0.04%
CHINASOFT INTERNATIONAL LTD 0.04%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.04%
CSAIL 2015-C1 D P/P 144A 03.7978 04/15/2050 0.04%
CWALT 2006-OA10 4A1 02.0615 08/25/2046 0.04%
CWALT 2006-OA7 1A2 02.2225 06/25/2046 0.04%
DBUBS 2011-LC3A D P/P 144A 05.3414 08/10/2044 0.04%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.04%
DOMTAR CORP 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
FIBRIA CELULOSE SA 0.04%
FORD MOTOR CO 0.04%
GE CAP INTL FUNDING USD 02.3420 11/15/2020 0.04%
GEOPARK LTD 0.04%
GLOBALWAFERS CO LTD 0.04%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.04%
HINDALCO INDUSTRIES LTD 0.04%
HSBC HOLDINGS PLC 0.04%
HUDSON PACIFIC PROPERTIES IN 0.04%
HYATT HOTELS CORP - CL A 0.04%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.04%
ING LIFE INS KOREA 0.04%
KWG PROPERTY HOLDING LTD 0.04%
LOMA NEGRA CIA IND-SPON ADR 0.04%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.04%
MITSUBISHI GAS CHEMICAL CO 0.04%
MOLSON COORS 01.9000 03/15/2019 0.04%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.04%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.04%
NINE DRAGONS PAPER HOLDINGS 0.04%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 0.04%
OGE ENERGY CORP 0.04%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.04%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.04%
PETRONAS CHEMICALS GROUP BHD 0.04%
PFIZER INC 01.7000 12/15/2019 0.04%
PTT PCL/FOREIGN 0.04%
ROCKWELL AUTOMATION INC 0.04%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.04%
SAMSUNG ELECTRONICS-PREF 0.04%
SINO-AMERICAN SILICON PRODUC 0.04%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.04%
SPST 2017-LD1 A 02.6715 11/25/2050 0.04%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.04%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.04%
SYNOVUS FINANCIAL CORP 0.04%
TCI CO LTD 0.04%
TESCO PLC 0.04%
TONGHUA DONGBAO PHARMA WARRANT 11/12/2018 0.04%
TORCHMARK CORP 0.04%
TORO CO 0.04%
UBS GROUP FUNDIN P/P 144A 03.0000 04/15/2021 0.04%
VOESTALPINE AG 0.04%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.04%
WM MORRISON SUPERMARKETS 0.04%
X 5 RETAIL GROUP NV-REGS GDR 0.04%
XIABUXIABU CATERING 0.04%
ABBVIE INC 02.5000 05/14/2020 0.03%
ADVANCED INFO SERVICE-FOR RG 0.03%
AMERICAN EXPRESS CO 0.03%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.03%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.03%
APPLE HOSPITALITY REIT INC 0.03%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.03%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.03%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.03%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.03%
BEAUTY COMMUNITY PCL-FOREIGN 0.03%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.03%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.03%
BGC PARTNERS INC-CL A 0.03%
BPCE SA P/P 144A 04.5000 03/15/2025 0.03%
BRANDYWINE REALTY TRUST 0.03%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.03%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.03%
CDX CDX.NA.IG.30 100.0 06/20/2023 0.03%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.03%
CHIMERA INVESTMENT CORP 0.03%
CHINA CONCH VENTURE HOLDINGS 0.03%
CHINA FORTUNE LAND DEVELOPME- A 144A/REGS WARRANT 03/25/2019 0.03%
CITIGROUP INC 02.6500 10/26/2020 0.03%
CMLTI 2005-2 1A2A 03.7881 05/25/2035 0.03%
COLONY NORTHSTAR INC-CLASS A 0.03%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.03%
CONSTELLATION BRANDS INC-A 0.03%
CORELOGIC INC 0.03%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.03%
CROWN CASTLE INTL CORP. 05.2500 01/15/2023 0.03%
CVS HEALTH CORP 02.2500 12/05/2018 0.03%
DAI NIPPON PRINTING CO LTD 0.03%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.03%
DILIP BUILDCON LTD 0.03%
DOLBY LABORATORIES INC-CL A 0.03%
EBAY INC 0.03%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.03%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.03%
FNMA FN30 AS7154 03.0000 05/01/2046 0.03%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.03%
GALAXY ENT GRP L 0.03%
GAMING AND LEISURE PROPERTIE 0.03%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.03%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.03%
GNMA GII30 635063 04.0000 03/20/2046 0.03%
GNMA GII30 TBA 03.5000 04/01/2048 0.03%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.03%
HANGZHOU HIKVISION DIGITAL - A 144A/REGS WARRANT 02/11/2019 0.03%
HYUNDAI MARINE 0.03%
INTL CONSOLIDATED AIRLINE-DI 0.03%
IOCHPE-MAXION S.A. 0.03%
JAPAN POST BANK CO LTD 0.03%
JPMCC 2012-C6 E P/P 144A 05.1367 05/15/2045 0.03%
JPMCC 2013-LC11 X IO 01.3293 04/15/2046 0.03%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.03%
JTEKT CORP 0.03%
JUMBO SA 0.03%
KAJIMA CORP 0.03%
KEC INTERNATIONAL LTD 0.03%
KEYCORP 02.3000 12/13/2018 0.03%
KEYENCE CORP 0.03%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.03%
LNSTR 2015-3 B P/P 144A 03.1119 04/20/2048 0.03%
LOCALIZA RENT A CAR 0.03%
MALAYSIAN RINGGIT CALL ACCOUNT 0.03%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.03%
MERCK & CO. INC. 01.3000 05/18/2018 0.03%
MORGAN STANLEY 02.6500 01/27/2020 0.03%
NATIONAL AUSTRALIA B P/P 144A 02.7473 12/09/2019 0.03%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.03%
NCSOFT CORP 0.03%
NEXON CO LTD 0.03%
NOMURA REAL ESTATE HOLDINGS 0.03%
RAYMOND JAMES FINANCIAL INC 0.03%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.03%
ROYAL BANK OF CANADA USD 02.2000 07/27/2018 0.03%
SAMI 2007-AR7 1A1 02.7215 05/25/2047 0.03%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.03%
SINGAPORE AIRLINES LTD 0.03%
SK HYNIX INC 0.03%
SKIPPER LTD 0.03%
SPDR S&P 500 ETF TRUST 0.03%
STACR 2015-DNA2 M2 04.4715 12/25/2027 0.03%
SUNNY FRIEND ENVIRONMENTAL T 0.03%
SUZANO PAPEL E CELULOSE SA 0.03%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.03%
TELECOM ARGENTINA SA-SP ADR 0.03%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.03%
TIME WARNER INC 0.03%
TIME WARNER INC 03.8000 02/15/2027 0.03%
TOYOTA MOTOR CORP 0.03%
TOYOTA MOTOR CREDIT CORP 01.5500 07/13/2018 0.03%
VECTREN CORP 0.03%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.03%
WAMU 2005-AR12 1A8 03.2368 10/25/2035 0.03%
WASKITA BETON PRECAST TBK PT 0.03%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.03%
WFRBS 2011-C2 D P/P 144A 05.6522 02/15/2044 0.03%
WFRBS 2011-C3 D P/P 144A 05.6861 03/15/2044 0.03%
WFRBS 2014-C22 XA IO 00.9011 09/15/2057 0.03%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.03%
YATAS YATAK VE YORGAN SANAYI 0.03%
ABERTIS INFRAESTRUCTURAS SA 0.02%
AEGON NV 0.02%
AES CORP/THE 05.1250 09/01/2027 0.02%
AES CORP/THE 05.5000 04/15/2025 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.02%
ALLERGAN PLC 0.02%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.02%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.02%
ALTA MESA HLDGS 07.8750 12/15/2024 0.02%
AMAZON.COM INC P/P 144A 03.1500 08/22/2027 0.02%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.02%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.02%
AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 0.02%
AMERICAN TOWER CORP 04.0000 06/01/2025 0.02%
ANALOG DEVICES INC 02.8500 03/12/2020 0.02%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.02%
APPLE INC 02.0000 05/06/2020 0.02%
APPLE INC 04.2500 02/09/2047 0.02%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.02%
ASAHI GROUP HOLDINGS LTD 0.02%
ASHLAND GLOBAL HOLDINGS INC 0.02%
AT&T INC 05.8000 02/15/2019 0.02%
AVAYA TLB-EXIT L+475 06.5364 12/15/2024 0.02%
BAE SYSTEMS PLC 0.02%
BANDAI NAMCO HOLDINGS INC 0.02%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.02%
BANK OF MONTREAL 0.02%
BANK OF NOVA SCOTIA 0.02%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.02%
BAXTER INTERNATIONAL INC 0.02%
BIOGEN INC 03.6250 09/15/2022 0.02%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.02%
BMIR 2017-1 M1 P/P 144A 03.5715 10/25/2027 0.02%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.02%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.02%
BRAND ENERGY TL L+425 06.0026 06/21/2024 0.02%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.02%
BRUKER CORP 0.02%
CAN IMPERIAL BK OF COMMERCE 0.02%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.02%
CARLSBERG AS-B 0.02%
CBS CORP 02.9000 01/15/2027 0.02%
CELANESE CORP-SERIES A 0.02%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.02%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.02%
CFCRE 2011-C2 E P/P 144A 05.7546 12/15/2047 0.02%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
CHEVRON CORP 01.5610 05/16/2019 0.02%
CIT GROUP INC 05.2500 03/07/2025 0.02%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.02%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.02%
COMCAST CORP 03.9690 11/01/2047 0.02%
COMM 2010-C1 D P/P 144A 06.1260 07/10/2046 0.02%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.02%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.02%
COMPUTERSHARE LTD 0.02%
CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 0.02%
CRANE CO 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%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.02%
CVS HEALTH CORP 05.0500 03/25/2048 0.02%
CWALT 2005-59 1A1 02.1521 11/20/2035 0.02%
DAIWA SECURITIES GROUP INC 0.02%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.02%
DASSAULT AVIATION SA 0.02%
DGB FINANCIAL GROUP INC 0.02%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.02%
DUKE ENERGY CORP 0.02%
ECOLAB INC 02.7000 11/01/2026 0.02%
ENBRIDGE INC USD 04.2500 12/01/2026 0.02%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.02%
EQT CORP 03.9000 10/01/2027 0.02%
EQUITY COMMONWEALTH 0.02%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.02%
EURAZEO SA 0.02%
FED REPUBLIC OF BRAZIL USD 04.6250 01/13/2028 0.02%
FHLMC FH30G G60314 04.0000 09/01/2045 0.02%
FIDELITY NATIONAL INFO SERV 0.02%
GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 0.02%
GENERAL DYNAMICS CORP 0.02%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.02%
GNR 2015-H25 BI IO 01.7593 10/20/2065 0.02%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.02%
GNR 2017-162 QI IO 05.0000 10/11/2047 0.02%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.02%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.02%
HCA INC 05.5000 06/15/2047 0.02%
HCA INC 06.5000 02/15/2020 0.02%
HENKEL AG & CO KGAA VORZUG 0.02%
HILONG HOLDING LTD 0.02%
HILTON GRAND VACATIONS 0.02%
HK ELECTRIC INVEST 0.02%
HONEYWELL INTERNATIONAL INC 0.02%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.02%
HOST HOTELS & RESORTS LP 05.2500 03/15/2022 0.02%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.02%
HUSKY TLB L+300 05.2018 03/16/2025 0.02%
IMPERIAL BRANDS PLC 0.02%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.02%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JAPAN TOBACCO INC 0.02%
JOHNSON & JOHNSON 05.1500 07/15/2018 0.02%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.02%
JPMBB 2013-C14 C 04.5699 08/15/2046 0.02%
JPMBB 2014-C22 C 04.5592 09/15/2047 0.02%
JPMCC 2012-C8 D P/P 144A 04.6546 10/15/2045 0.02%
KELLOGG CO 03.2500 04/01/2026 0.02%
KINDER MORGAN INC 03.1500 01/15/2023 0.02%
LAGARDERE SCA 0.02%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.02%
LBMLT 2004-1 A2 02.6715 02/25/2034 0.02%
LEAR CORP 03.8000 09/15/2027 0.02%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.02%
LIBERTY EXPEDIA HOLD-A 0.02%
MAN SE 0.02%
MAZDA MOTOR CORP 0.02%
MEDIOBANCA SPA 0.02%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.02%
MFA FINANCIAL INC 0.02%
MICROSOFT CORP 03.3000 02/06/2027 0.02%
MITSUBISHI TANABE PHARMA 0.02%
MORGAN STANLEY 04.3750 01/22/2047 0.02%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.02%
MSBAM 2012-C6 D P/P 144A 04.5754 11/15/2045 0.02%
MSBAM 2014-C17 C 04.4602 08/15/2047 0.02%
MTW FOODSERVICE ESCR 09.5000 02/15/2024 0.02%
NAMESON HOLDINGS LTD 0.02%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.02%
NATIONAL BANK OF CANADA 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%
NEC CORP 0.02%
NEWELL BRANDS INC 04.2000 04/01/2026 0.02%
NISOURCE INC 0.02%
NISSAN MOTOR CO LTD 0.02%
NORFOLK SOUTHERN CORP 0.02%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
NTT DOCOMO INC 0.02%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.02%
OCCIDENTAL PETROLEUM CORP 0.02%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.02%
OSHKOSH CORP 0.02%
OUTFRONT MEDIA INC 0.02%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.02%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.02%
PLATFORM SPECIALTY P/P 144A 05.8750 12/01/2025 0.02%
PNC BANK NA 02.0000 05/19/2020 0.02%
PREMIER INC-CLASS A 0.02%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.02%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.02%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.02%
RED HAT INC 0.02%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.02%
REP OF INDONESIA P/P 144A 05.2500 01/17/2042 0.02%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.02%
ROYAL BK SCOTLND USD 04.7000 07/03/2018 0.02%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.02%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.02%
SCHRODERS PLC 0.02%
SENIOR HOUSING PROP TRUST 0.02%
SERVICE CORP INTL 05.3750 05/15/2024 0.02%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.02%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.02%
SINGAPORE TECH ENGINEERING 0.02%
SOUTH AFRICAN RAND CALL ACCOUNT 0.02%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.02%
SPRINT CORP 07.2500 09/15/2021 0.02%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.02%
STACR 2016-DNA2 M2 04.0715 10/25/2028 0.02%
STACR 2016-HQA2 M3 07.0215 11/25/2028 0.02%
STATOIL ASA USD 02.9000 11/08/2020 0.02%
T-MOBILE USA INC 06.6250 04/01/2023 0.02%
TELECOM ITALIA SPA P/P 144A 05.3030 05/30/2024 0.02%
TENNECO INC 05.3750 12/15/2024 0.02%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.02%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.02%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.02%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.02%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.02%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.02%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.02%
UPM-KYMMENE OYJ 0.02%
VERIZON COMM 04.5220 09/15/2048 0.02%
VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 0.02%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.02%
WAMU 2004-AR12 A2B 02.3315 10/25/2044 0.02%
WAMU 2005-AR11 A1B3 02.2715 08/25/2045 0.02%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.02%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.02%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.02%
WESTROCK MWV LLC 08.2000 01/15/2030 0.02%
WEYERHAEUSER CO 07.3750 03/15/2032 0.02%
WFCM 2013-LC12 D P/P 144A 04.2909 07/15/2046 0.02%
WFRBS 2011-C5 E P/P 144A 05.6714 11/15/2044 0.02%
WFRBS 2014-C24 XA IO 00.9466 11/15/2047 0.02%
WOODSIDE PETROLEUM LTD 0.02%
WP CAREY INC 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%
ABBVIE INC 02.9000 11/06/2022 0.01%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 0.01%
ADS INC P/P 144A 05.6250 11/15/2024 0.01%
AIR LEASE CORP 03.6250 04/01/2027 0.01%
ALFRESA HOLDINGS CORP 0.01%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.01%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.01%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.01%
ALLISON TRANSMISSION P/P 144A 05.0000 10/01/2024 0.01%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.01%
ALPHABET INC 01.9980 08/15/2026 0.01%
ALTICE US FIN II CRP P/P 144A 07.7500 07/15/2025 0.01%
ALTRIA GROUP INC 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMC ENT HOLDIN 06.1250 05/15/2027 0.01%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 0.01%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.01%
AMERICAN EXPRESS CO 04.9000 12/29/2049 0.01%
AMGEN INC 02.6000 08/19/2026 0.01%
AMGEN INC 03.4500 10/01/2020 0.01%
AMGEN INC 04.6630 06/15/2051 0.01%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.01%
ANNALY CAPITAL MANAGEMENT IN 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
APPLE INC 03.4500 05/06/2024 0.01%
APPLE INC 03.8500 05/04/2043 0.01%
APPLE INC 04.3750 05/13/2045 0.01%
ARC PROP OPER PART L 04.6000 02/06/2024 0.01%
ARCELORMITTAL USD 07.2500 10/15/2039 0.01%
ARD SECURITIES FIN P/P 144A 08.7500 01/31/2023 0.01%
ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 0.01%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 0.01%
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%
ASHTEAD CAPITAL INC P/P 144A 04.1250 08/15/2025 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%
AT&T INC 03.4000 05/15/2025 0.01%
AT&T INC 04.7500 05/15/2046 0.01%
AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 0.01%
AUTONATION INC. 05.5000 02/01/2020 0.01%
AVAYA HOLDINGS CORP 0.01%
AXA SA P/P 144A 06.3790 12/29/2049 0.01%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.01%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.01%
BEACON ESCROW CORP P/P 144A 04.8750 11/01/2025 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BERKSHIRE HATHAWAY E P/P 144A 03.8000 07/15/2048 0.01%
BERRY GLOBAL INC 05.1250 07/15/2023 0.01%
BGC PARTNERS INC 05.1250 05/27/2021 0.01%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.01%
BOOKING HOLDINGS INC 0.01%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.01%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.01%
BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.01%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.01%
BPCE SA P/P 144A 05.1500 07/21/2024 0.01%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.01%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.01%
BSCMS 2006-PW11 B P/P 144A 05.2790 03/11/2039 0.01%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.01%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.01%
CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 0.01%
CALIFORNIA RESOURC TL L+475 06.5721 11/17/2022 0.01%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.01%
CALPINE CORP 05.7500 01/15/2025 0.01%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.01%
CANADIAN NATL RESOURCES USD 03.8500 06/01/2027 0.01%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.01%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.01%
CAS 2015-C01 1M2 06.1715 02/25/2025 0.01%
CAS 2015-C02 1M2 05.8715 05/25/2025 0.01%
CAS 2015-C03 2M2 06.8715 07/25/2025 0.01%
CBRE SERVICES INC 04.8750 03/01/2026 0.01%
CBRE SERVICES INC 05.2500 03/15/2025 0.01%
CBS CORP 04.0000 01/15/2026 0.01%
CBS CORP 04.6000 01/15/2045 0.01%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.01%
CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 0.01%
CDK GLOBAL INC 0.01%
CEC ENT INC 08.0000 02/15/2022 0.01%
CENOVUS ENERGY INC. USD 04.2500 04/15/2027 0.01%
CENTENE CORP 04.7500 05/15/2022 0.01%
CENTENE CORP 06.1250 02/15/2024 0.01%
CENTURYLINK INC 06.7500 12/01/2023 0.01%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CFCRE 2011-C1 E P/P 144A 06.0932 04/15/2044 0.01%
CGCMT 2012-GC8 XA IO P/P 144A 01.8114 09/10/2045 0.01%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.01%
CGCMT 2014-GC21 X IO 01.2300 05/10/2047 0.01%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.01%
CHEMOURS CO 06.6250 05/15/2023 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.01%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.01%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.01%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.01%
CHS/COMMUNITY HEALTH SYS 07.1250 07/15/2020 0.01%
CIGNA CORP 04.5000 03/15/2021 0.01%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.01%
CITIGROUP INC 03.6680 07/24/2028 0.01%
CITIGROUP INC 04.4500 09/29/2027 0.01%
CITIGROUP INC 04.7500 05/18/2046 0.01%
CITIGROUP INC 05.5000 09/13/2025 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.01%
CME GROUP INC 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
COCA-COLA CO/THE 02.2500 09/01/2026 0.01%
COMCAST CORP 03.1500 03/01/2026 0.01%
COMCAST CORP 03.3750 02/15/2025 0.01%
COMCAST CORP 04.0490 11/01/2052 0.01%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.01%
COMM 2013-CR11 XA IO 01.1198 08/10/2050 0.01%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.01%
COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 0.01%
COMM 2014-CR17 XA IO 01.1184 05/10/2047 0.01%
COMM 2014-CR18 C 04.7349 07/15/2047 0.01%
COMM 2014-UBS6 XA IO 01.0106 12/10/2047 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.01%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.01%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.01%
CONSTELLIUM NV P/P 144A 05.8750 02/15/2026 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
CONTINENTAL RESOURCES INC. 04.5000 04/15/2023 0.01%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.01%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.01%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.01%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.01%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.01%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.01%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 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%
CSX CORP 04.1000 03/15/2044 0.01%
CVS HEALTH CORP 04.7500 12/01/2022 0.01%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.01%
CWALT 2005-27 1A1 01.9418 08/25/2035 0.01%
CWCI 2007-C3 AJ 05.8120 05/15/2046 0.01%
DAIMLER AG-REGISTERED SHARES 0.01%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.01%
DEERE & COMPANY 02.6000 06/08/2022 0.01%
DELL TECHNOLOGIES INC-CL V 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.01%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.01%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.01%
DISH DBS CORP 05.8750 11/15/2024 0.01%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.01%
DUKE ENERGY CORP 03.1500 08/15/2027 0.01%
DYNEGY INC P/P 144A 08.1250 01/30/2026 0.01%
E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 0.01%
EASTMAN CHEMICAL CO 03.8000 03/15/2025 0.01%
ECOLAB INC 0.01%
ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 0.01%
EMERA US FINANCE LP 03.5500 06/15/2026 0.01%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.01%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 0.01%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 0.01%
ENERGY TRANSFER PARTNERS 06.1250 12/15/2045 0.01%
ENSCO PLC USD 07.7500 02/01/2026 0.01%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.01%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.01%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
EXTRACTION OIL & GAS P/P 144A 05.6250 02/01/2026 0.01%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.01%
FHR 3829 AS IO 05.1734 03/15/2041 0.01%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.01%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.01%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.01%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.01%
FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 0.01%
FISERV INC 0.01%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.01%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.01%
FORTERRA TL L+300 04.8769 10/25/2023 0.01%
FRAC TECH INTL TLB L+475 06.6269 04/16/2021 0.01%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
FRONTIER COMM 10.5000 09/15/2022 0.01%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.01%
FXI HOLDINGS INC P/P 144A 07.8750 11/01/2024 0.01%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.01%
GE CAPITAL INTL FUNDING USD 03.3730 11/15/2025 0.01%
GEN MOTORS FIN 03.2500 05/15/2018 0.01%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.01%
GLP CAP LP / FIN II 04.8750 11/01/2020 0.01%
GMAC CAPITAL TRUST I PCT 07.6237 0.01%
GNMA GN30 635061 04.0000 03/15/2046 0.01%
GNR 2012-141 WI IO 03.5000 11/20/2041 0.01%
GNR 2013-99 AS IO 04.2279 06/20/2043 0.01%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.01%
GNR 2015-H24 BI IO 01.6147 08/20/2065 0.01%
GNR 2015-H26 EI IO 01.7238 10/20/2065 0.01%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.01%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.01%
GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 0.01%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.01%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.01%
GREAT LAKES D&D 08.0000 05/15/2022 0.01%
GRUPO BIMBO SAB P/P 144A 03.8750 06/27/2024 0.01%
GSMS 2012-GC6 D P/P 144A 05.6529 01/10/2045 0.01%
GSMS 2013-GC10 D P/P 144A 04.4122 02/10/2046 0.01%
GSMS 2013-GC10 XA IO 01.5489 02/10/2046 0.01%
GSMS 2013-GC12 D P/P 144A 04.4430 06/10/2046 0.01%
GSMS 2014-GC22 XA IO 01.0140 06/10/2047 0.01%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.01%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.01%
HARRIS CORP 0.01%
HCA INC 03.7500 03/15/2019 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HERMES INTERNATIONAL 0.01%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.01%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.01%
HOME DEPOT INC 02.6250 06/01/2022 0.01%
HONEYWELL INTL 03.8120 11/21/2047 0.01%
HONGHUA GROUP 0.01%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.01%
HUB INTL LTD P/P 144A 07.8750 10/01/2021 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.01%
HYATT HOTELS CORP 04.8500 03/15/2026 0.01%
IBM CORP 01.8750 08/01/2022 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%
INDIAN RUPEE CALL ACCOUNT 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.01%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
ITRON INC P/P 144A 05.0000 01/15/2026 0.01%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.01%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.01%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.01%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.01%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.01%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.01%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.01%
JPMBB 2013-C17 XA IO 00.8538 01/15/2047 0.01%
JPMCC 2005-LDP5 F 05.7047 12/15/2044 0.01%
JPMCC 2012-LC9 D P/P 144A 04.3724 12/15/2047 0.01%
JPMCC 2012-LC9 E P/P 144A 04.3724 12/15/2047 0.01%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.01%
KANSAS CITY SOUTHERN 0.01%
KCA DEUTAG TL L+525 07.6539 05/16/2020 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.01%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.01%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.01%
KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 0.01%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.01%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.01%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.01%
KRAFT HEINZ FOODS CO 02.6305 08/10/2022 0.01%
KRAFT HEINZ FOODS CO 06.5000 02/09/2040 0.01%
KRAFT HEINZ FOODS CO 06.8750 01/26/2039 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
KRATON POLYMERS P/P 144A 10.5000 04/15/2023 0.01%
LENNAR CORP 04.7500 11/15/2022 0.01%
LIONS GATE ENT P/P 144A 05.8750 11/01/2024 0.01%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.01%
LLOYDS BANKING GROUP P/P 144A 06.6570 05/21/2037 0.01%
LLOYDS BANKING GROUP PLC USD 04.3440 01/09/2048 0.01%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.01%
LOUISIANA-PACIFIC CORP 04.8750 09/15/2024 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.01%
MASTEC INC 04.8750 03/15/2023 0.01%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCER INTL INC P/P 144A 05.5000 01/15/2026 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MERCK & CO INC 03.7000 02/10/2045 0.01%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.01%
MET LIFE GLOB FUND P/P 144A 01.5500 09/13/2019 0.01%
MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 0.01%
METHANEX CORP USD 05.6500 12/01/2044 0.01%
METLIFE INC. 04.7500 02/08/2021 0.01%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.01%
MGM RESORTS INTL 06.6250 12/15/2021 0.01%
MGM RESORTS INTL 08.6250 02/01/2019 0.01%
MICRON TECH INC P/P 144A 05.2500 01/15/2024 0.01%
MICROSOFT CORP 02.4000 08/08/2026 0.01%
MICROSOFT CORP 04.2000 06/01/2019 0.01%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.01%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.01%
MILLICOM INTL CELLULAR-SDR 0.01%
MITSUBISHI MATERIALS CORP 0.01%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.01%
MLMI 2005-A2 A2 03.5252 02/25/2035 0.01%
MONSTER BEVERAGE CORP 0.01%
MOODY'S CORPORATION P/P 144A 03.2500 01/15/2028 0.01%
MSAC 2004-HE6 M1 02.6965 08/25/2034 0.01%
MSBAM 2014-C17 XA IO 01.2090 08/15/2047 0.01%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.01%
MSRR 2015-R4 CB1 00.5977 08/26/2047 0.01%
NABORS IND INC P/P 144A 05.7500 02/01/2025 0.01%
NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NCHET 2003-4 M1 02.9965 10/25/2033 0.01%
NEIMAN MARCUS TL L+325 04.9405 10/25/2020 0.01%
NETAPP INC 0.01%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.01%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.01%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.01%
NEW RESIDENTIAL INVESTMENT 0.01%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NEXT PLC 0.01%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.01%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.01%
NORDEA BANK AB P/P 144A 02.2500 05/27/2021 0.01%
NOVA CHEMICALS CORP P/P 144A 04.8750 06/01/2024 0.01%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.01%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NRG ENERGY INC 07.2500 05/15/2026 0.01%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.01%
O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OLD REPUBLIC INTL CORP 0.01%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
OMNICOM GROUP INC 03.6000 04/15/2026 0.01%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.01%
ORACLE CORP 02.5000 10/15/2022 0.01%
ORACLE CORP 02.6500 07/15/2026 0.01%
ORACLE CORP 03.2500 11/15/2027 0.01%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.01%
OSHKOSH CORP 05.3750 03/01/2025 0.01%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 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%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.01%
PETROBRAS GLOBAL FIN P/P 144A 05.9990 01/27/2028 0.01%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.01%
PFIZER INC 03.0000 12/15/2026 0.01%
PHILLIPS 66 0.01%
PHILLIPS 66 PARTNERS LP 03.7500 03/01/2028 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.01%
PPSI 2004-WCW2 M3 02.9215 10/25/2034 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 05.2000 03/15/2044 0.01%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.01%
PRUDENTIAL FINANCIAL INC 08.8750 06/15/2038 0.01%
PULTEGROUP INC 05.5000 03/01/2026 0.01%
PULTEGROUP INC. 07.8750 06/15/2032 0.01%
QEP RESOURCES INC 05.6250 03/01/2026 0.01%
QVC INC 04.8500 04/01/2024 0.01%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.01%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.01%
REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 0.01%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.01%
REP OF ARGENTINA USD 06.6250 07/06/2028 0.01%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.01%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.01%
REP OF INDONESIA P/P 144A 05.9500 01/08/2046 0.01%
REP OF SRI LANKA P/P 144A 06.8500 11/03/2025 0.01%
REVLON CONS TLB L+350 05.3769 09/07/2023 0.01%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.01%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.01%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.01%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.01%
ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 0.01%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.01%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.01%
ROYAL DUTCH SHELL PLC-A SHS 0.01%
S&P GLOBAL INC 04.4000 02/15/2026 0.01%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.01%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SAFRAN SA 0.01%
SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 0.01%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.01%
SASC 2006-AM1 A4 02.0315 04/25/2036 0.01%
SBERBANK (SB CAP SA) P/P 144A 06.1250 02/07/2022 0.01%
SCHAEFFLER VERWA P/P 144A 04.7500 09/15/2026 0.01%
SEK/USD 06/20/2018 SSBT 0.01%
SERVICE CORP INTL 04.6250 12/15/2027 0.01%
SERVICE CORP INTL 05.3750 01/15/2022 0.01%
SESI LLC P/P 144A 07.7500 09/15/2024 0.01%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.01%
SFR GROUP SA P/P 144A 06.0000 05/15/2022 0.01%
SFR GROUP SA P/P 144A 07.3750 05/01/2026 0.01%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.01%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.01%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.01%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.01%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.01%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.01%
SKY PLC 0.01%
SM ENERGY CO 06.1250 11/15/2022 0.01%
SM ENERGY CO 06.5000 11/15/2021 0.01%
SMC CORP 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.01%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.01%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.01%
SPRINT CORP 07.8750 09/15/2023 0.01%
STACR 2014-HQ3 M3 06.6215 10/25/2024 0.01%
STACR 2016-DNA2 M3 06.5215 10/25/2028 0.01%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.01%
STARWOOD PROP TR P/P 144A 04.7500 03/15/2025 0.01%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.01%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.01%
SUZUKI MOTOR CORP 0.01%
SWISS PRIME SITE-REG 0.01%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
T-MOBILE USA INC 05.3750 04/15/2027 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TARGA RES PRTNRS 05.3750 02/01/2027 0.01%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.01%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.01%
TENET HEALTHCARE 06.0000 10/01/2020 0.01%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.01%
TENNANT CO 05.6250 05/01/2025 0.01%
TEVA PHARMA NE P/P 144A 06.0000 04/15/2024 0.01%
TEVA PHARMA NE P/P 144A 06.7500 03/01/2028 0.01%
THAILAND BAHT CALL ACCOUNT 0.01%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.01%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.01%
TIME WARNER INC 02.9500 07/15/2026 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TORONTO-DOMINION BANK 0.01%
TOYO SUISAN KAISHA LTD 0.01%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.01%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.01%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.01%
TRONOX INC P/P 144A 06.5000 04/15/2026 0.01%
UBS GROUP AG REGS 06.8750 12/29/2049 0.01%
UBSBB 2012-C3 C P/P 144A 05.0424 08/10/2049 0.01%
UBSBB 2012-C4 XA IO P/P 144A 01.6538 12/10/2045 0.01%
UDR INC 0.01%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.01%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.01%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.01%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.01%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.01%
US BANCORP 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
USG CORP P/P 144A 04.8750 06/01/2027 0.01%
USG CORP P/P 144A 05.5000 03/01/2025 0.01%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.01%
VALEANT PHARMA P/P 144A 05.8750 05/15/2023 0.01%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.01%
VALEANT PHARMA P/P 144A 07.0000 03/15/2024 0.01%
VALEANT PHARMA P/P 144A 09.0000 12/15/2025 0.01%
VALEANT PHARMA P/P 144A 09.2500 04/01/2026 0.01%
VALERO ENERGY PARTNERS 04.3750 12/15/2026 0.01%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.01%
VIACOM INC 04.5000 03/01/2021 0.01%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
VNESHECONOMBANK P/P 144A 05.9420 11/21/2023 0.01%
VOLT 2017-NP10 A1 P/P 144A 03.0000 10/25/2047 0.01%
VOLT 2017-NPL8 A1 P/P 144A 03.1250 06/25/2047 0.01%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.01%
WAMU 2005-AR9 A1C3 02.8315 07/25/2045 0.01%
WAMU 2007-HY2 1A1 03.2539 12/25/2036 0.01%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.01%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 0.01%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.01%
WBCMT 2005-C21 D 05.2958 10/15/2044 0.01%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.01%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.01%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.01%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.01%
WESTROCK MWV LLC 07.9500 02/15/2031 0.01%
WFCM 2013-LC12 AS 04.2909 07/15/2046 0.01%
WFCM 2013-LC12 C 04.2909 07/15/2046 0.01%
WFCM 2014-LC16 XA IO 01.3554 08/15/2050 0.01%
WFCM 2016-LC25 XA IO 01.0818 12/15/2059 0.01%
WFRBS 2011-C5 C P/P 144A 05.6714 11/15/2044 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.5798 12/15/2045 0.01%
WFRBS 2012-C9 XA IO P/P 144A 01.9102 11/15/2045 0.01%
WFRBS 2012-C9 XB IO P/P 144A 00.6997 11/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
WFRBS 2013-C15 D P/P 144A 04.4813 08/15/2046 0.01%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.01%
WFRBS 2014-C19 C 04.6460 03/15/2047 0.01%
WHITING PETROLEUM C P/P 144A 06.6250 01/15/2026 0.01%
WINDSTREAM SRVC / FIN 06.3750 08/01/2023 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.01%
WORLDPAY INC-CLASS A 0.01%
WPX ENERGY INC 06.0000 01/15/2022 0.01%
WPX ENERGY INC 07.5000 08/01/2020 0.01%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.01%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.01%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.01%
WYNDHAM WORLDWIDE CORP 05.6250 03/01/2021 0.01%
ZAYO GROUP HOLDINGS INC 0.01%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.01%
ZOETIS INC 0.01%
ZURICH INSURANCE GROUP AG 0.01%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
2.605 R ISWP FWD US0003M P 06/20/2020 0.00%
2.75 R ISWP FWD US0003M P 06/20/2023 0.00%
2.7845 R ISWP US0003M P 04/03/2028 0.00%
2.85 R ISWP FWD US0003M P 06/20/2048 0.00%
2.90 R ISWP FWD US0003M P 06/20/2028 0.00%
A SCHULMAN INC 06.8750 06/01/2023 0.00%
ABBVIE INC 03.6000 05/14/2025 0.00%
ACC CLAIMS HOLDING LLC CLASS A 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AGRIUM INC USD 05.2500 01/15/2045 0.00%
AIR LEASE CORP 02.5000 03/01/2021 0.00%
AK STEEL CORP 06.3750 10/15/2025 0.00%
AKORN INC 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
ALLY FINANCIAL INC 08.0000 12/31/2018 0.00%
ALTRIA GROUP INC 04.0000 01/31/2024 0.00%
ALTRIA GROUP INC 09.2500 08/06/2019 0.00%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.00%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.00%
AMERICAN HOME 4 RENT 0.00%
ANTERO RESOURCES 05.3750 11/01/2021 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
APACHE CORP 05.1000 09/01/2040 0.00%
APACHE CORPORATION 03.2500 04/15/2022 0.00%
ARAMARK 0.00%
ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.00%
ARRIS INTERNATIONAL PLC 0.00%
AUD/USD 04/18/2018 CSI-FX 0.00%
AUD/USD 04/18/2018 HSBCB 0.00%
AUD/USD 04/18/2018 WPAC 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2019 0.00%
BACM 2004-4 XC IO P/P 144A 00.0515 07/10/2042 0.00%
BACM 2004-5 XC IO P/P 144A 00.4336 11/10/2041 0.00%
BACM 2005-1 XW IO P/P 144A 00.0000 11/10/2042 0.00%
BACM 2007-1 XW IO 00.0068 01/15/2049 0.00%
BACM 2007-5 XW IO P/P 144A 00.0032 02/10/2051 0.00%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.00%
BAYTEX ENERGY CORP P/P 144A 05.1250 06/01/2021 0.00%
BB&T CORP 0.00%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.00%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.00%
BERKSHIRE HATHAWAY INC-CL B 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.00%
BIOSCRIP INC 08.8750 02/15/2021 0.00%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.00%
BOSTON SCIENTIFIC CORP 0.00%
BOYD GAMING CORP 06.3750 04/01/2026 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
BOYNE USA INC P/P 144A 07.2500 05/01/2025 0.00%
BRAZILIAN REAL CALL ACCOUNT 0.00%
BRIGHT HORIZONS FAMILY SOLUT 0.00%
BROADRIDGE FINANCIAL SOLUTIO 0.00%
BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.4181 12/11/2038 0.00%
BSCMS 2006-PW11 C P/P 144A 05.2790 03/11/2039 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 04/18/2018 BANKAM 0.00%
CAD/USD 04/18/2018 BCAP-FX 0.00%
CAD/USD 04/18/2018 SSBT 0.00%
CAE INC 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.00%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CANADIAN DOLLAR ACCOUNT 0.00%
CAS 2016-C05 2M1 03.2215 01/25/2029 0.00%
CAS 2016-C06 1M2 06.1215 04/25/2029 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%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.00%
CD 2007-CD4 XW IO P/P 144A 00.4365 12/11/2049 0.00%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.00%
CENTENE CORP 04.7500 01/15/2025 0.00%
CENTURYLINK INC 05.6250 04/01/2020 0.00%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.4861 10/15/2049 0.00%
CGI GROUP INC - CLASS A 0.00%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.00%
CHEMOURS CO 05.3750 05/15/2027 0.00%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 06/15/2027 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHF/USD 06/20/2018 BCAP-FX 0.00%
CINEMARK USA INC 04.8750 06/01/2023 0.00%
CINEMARK USA INC 05.1250 12/15/2022 0.00%
CISCO SYSTEMS INC 0.00%
CIT GROUP INC 03.8750 02/19/2019 0.00%
CIT GROUP INC 05.0000 08/01/2023 0.00%
CIT GROUP INC P/P 144A 05.5000 02/15/2019 0.00%
CIT GROUP INC. 05.0000 08/15/2022 0.00%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.00%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.00%
CLP HOLDINGS LTD 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 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 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CNH/USD 05/16/2018 GSFX 0.00%
COCA-COLA EUROPEAN PARTNERS 0.00%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.00%
COMCAST CORP 02.3500 01/15/2027 0.00%
COMCAST CORP 03.9990 11/01/2049 0.00%
COMCAST CORP 06.5000 11/15/2035 0.00%
COMM 2006-C8 XS IO P/P 144A 00.6196 12/10/2046 0.00%
CONCORDIA INTL P/P 144A 07.0000 04/15/2023 0.00%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.00%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.00%
CONTINENTAL RESOURCES 05.0000 09/15/2022 0.00%
CORNING INC 0.00%
CORPORATE OFFICE PROPERTIES 0.00%
CPG INTL TL L+375 05.0828 05/05/2024 0.00%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.00%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.00%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.00%
CROWN CASTLE INTL CORP 04.4500 02/15/2026 0.00%
CSFB 2003-C3 AX IO P/P 144A 02.0754 05/15/2038 0.00%
CSMC 2007-C1 AX IO P/P 144A 00.6826 02/15/2040 0.00%
CSMC 2007-C2 AX IO P/P 144A 00.0038 01/15/2049 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 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%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 05.8750 06/15/2021 0.00%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.00%
DKK/USD 06/20/2018 CITI 0.00%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.00%
DUKE REALTY LP 04.3750 06/15/2022 0.00%
DYNEGY INC 07.6250 11/01/2024 0.00%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
EMPIRE STATE REALTY TRUST-A 0.00%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.00%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.00%
ENERGY TRANSFER EQUITY 05.5000 06/01/2027 0.00%
ENERGY TRANSFER PARTNERS 05.2000 02/01/2022 0.00%
ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 0.00%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.00%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.00%
EPR PROPERTIES 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 06/20/2018 BANKAM 0.00%
EUR/USD 06/20/2018 BCAP-FX 0.00%
EUR/USD 06/20/2018 CITI 0.00%
EUR/USD 06/20/2018 CSI-FX 0.00%
EUR/USD 06/20/2018 GSFX 0.00%
EUR/USD 06/20/2018 HSBCB 0.00%
EUR/USD 06/20/2018 JPMCB 0.00%
EUR/USD 06/20/2018 RBSF 0.00%
EUR/USD 06/20/2018 SSBT 0.00%
EUR/USD 06/20/2018 UBS 0.00%
EUR/USD 06/20/2018 WPAC 0.00%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.00%
FEDEX CORP 02.6250 08/01/2022 0.00%
FHR 1208 F PO 00.0000 02/15/2022 0.00%
FHR 2990 LB 12.4049 06/15/2034 0.00%
FHR 3065 DC 14.5302 03/15/2035 0.00%
FHR 3072 SM 04.2533 11/15/2035 0.00%
FHR 3249 PS 16.4122 12/15/2036 0.00%
FHR 3326 WF 00.0000 10/15/2035 0.00%
FIDELITY NATIONAL INFORM 05.0000 10/15/2025 0.00%
FNMA FN30 935058 04.5000 04/01/2039 0.00%
FNMA FN30 971053 04.5000 02/01/2039 0.00%
FNR 2001-50 BI IO 00.3951 10/25/2041 0.00%
FNR 2001-79 BI IO 00.2874 03/25/2045 0.00%
FNR 2003-34 P1 PO 00.0000 04/25/2043 0.00%
FNR 2005-75 GS 14.6355 08/25/2035 0.00%
FNR 2006-62 PS 28.6710 07/25/2036 0.00%
FNR 2006-8 HP 17.7045 03/25/2036 0.00%
FNR 2007-53 SP 17.3378 06/25/2037 0.00%
FNW 2002-W8 IO1 IO 00.3040 06/25/2042 0.00%
FRONTIER COMM 11.0000 09/15/2025 0.00%
FUJITSU LTD 0.00%
GATES GLOBAL TLB L+275 05.0520 03/31/2024 0.00%
GBP/USD 06/20/2018 BANKAM 0.00%
GBP/USD 06/20/2018 CITI 0.00%
GBP/USD 06/20/2018 GSFX 0.00%
GBP/USD 06/20/2018 HSBCB 0.00%
GBP/USD 06/20/2018 SSBT 0.00%
GBP/USD 06/20/2018 UBS 0.00%
GECMC 2007-C1 XC IO P/P 144A 00.1920 12/10/2049 0.00%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.00%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.00%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.00%
GENON AMERICAS GENR LLC 08.5000 10/01/2021 0.00%
GENON ENERGY INC. 09.8750 10/15/2020 0.00%
GENPACT LTD 0.00%
GETTY IMAGES TLB L+350 04.7500 10/18/2019 0.00%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.00%
GLOBAL FASHION GRP P/P 0.00%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.00%
GMACC 1997-C1 X IO 01.0789 07/15/2029 0.00%
GMACC 2005-C1 X1 IO P/P 144A 00.9874 05/10/2043 0.00%
GNMA GII30 AY2298 04.7000 05/20/2067 0.00%
GNMA GII30 AY4779 04.4940 03/20/2067 0.00%
GNMA GII30 BA7681 04.6290 06/20/2067 0.00%
GNMA GII30 BB0107 04.7000 08/20/2067 0.00%
GNR 2010-103 DI IO 04.5000 12/20/2038 0.00%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.00%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.00%
GNR 2011-18 PI IO 04.5000 08/20/2040 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HC BRILLANT SERVICES GMBH P/P 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HESS CORP 07.3000 08/15/2031 0.00%
HKD/USD 05/16/2018 BANKAM 0.00%
HONEYWELL INTERNATIONAL 04.2500 03/01/2021 0.00%
HONG KONG DOLLAR CALL ACCOUNT 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
HOST HOTELS & RESORTS LP 06.0000 10/01/2021 0.00%
HSBC USA INC 03.5000 06/23/2024 0.00%
HUB HLDG LLC/HUB HOL P/P 144A 08.1250 07/15/2019 0.00%
HYATT HOTELS CORP 03.3750 07/15/2023 0.00%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.00%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.00%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.00%
INTELSAT CONNECT FIN P/P 144A 12.5000 04/01/2022 0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 0.00%
INTELSAT JACKSON HLDG USD 07.5000 04/01/2021 0.00%
INTERCONTINENTAL EXCHANGE IN 0.00%
INTERCONTINENTAL HOTELS GROU 0.00%
INTUITIVE SURGICAL INC 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.00%
ISS A/S 0.00%
ISTAR INC 05.2500 09/15/2022 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
JAPANESE YEN CALL ACCOUNT 0.00%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.00%
JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 0.00%
JPMCC 05-CB12 X1 IO P/P 144A 00.3741 09/12/2037 0.00%
JPMCC 2006-CB17 X IO 00.6379 12/12/2043 0.00%
JPMCC 2006-LDP8 X IO 00.2872 05/15/2045 0.00%
JPMCC 2007-LDPX X IO 00.1828 01/15/2049 0.00%
JPY/USD 05/16/2018 CITI 0.00%
JPY/USD 05/16/2018 CSI-FX 0.00%
JPY/USD 05/16/2018 HSBCB 0.00%
JPY/USD 05/16/2018 JPMCB 0.00%
JPY/USD 05/16/2018 RBSF 0.00%
JPY/USD 05/16/2018 SSBT 0.00%
JPY/USD 05/16/2018 UBS 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.00%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.00%
KOREAN WON CALL ACCOUNT 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LBUBS 2005-C2 XCL IO P/P 144A 00.1950 04/15/2040 0.00%
LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 0.00%
LBUBS 2005-C7 XCL IO P/P 144A 00.3553 11/15/2040 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.4272 09/15/2039 0.00%
LBUBS 2007-C2 XW IO 00.2030 02/15/2040 0.00%
LENNAR CORP P/P 144A 05.8750 11/15/2024 0.00%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.00%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.00%
MARRIOTT INTERNATIONAL -CL A 0.00%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.600.08 P USL1M R 01/12/39 BC 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 BC 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.00%
MEDTRONIC INC 04.3750 03/15/2035 0.00%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
METTLER-TOLEDO INTERNATIONAL 0.00%
MEZZ 2005-C3 X IO P/P 144A 05.8927 05/15/2044 0.00%
MEZZ 2006-C4 X IO P/P 144A 05.4243 07/15/2045 0.00%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MICROSOFT CORP 05.3000 02/08/2041 0.00%
MILAGRO OIL & GAS 0.00%
MINI MSCI EAFE JUN18 MFSM8 0.00%
MLMT 2004-KEY2 XC IO P/P 144A 00.5353 08/12/2039 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0025 06/12/2043 0.00%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.00%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.00%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.00%
MSC 2007-HQ11 AJ 05.5080 02/12/2044 0.00%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.00%
MSC 2011-C3 D P/P 144A 05.1557 07/15/2049 0.00%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.00%
NEVADA POWER CO 07.1250 03/15/2019 0.00%
NEW BIGFOOT OTHER ASSETS GMBH P/P 0.00%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.00%
NEW MIDDLE EAST OTHER ASSETS GMBH P/P 0.00%
NEW WORLD DEVELOPMENT 0.00%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.00%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.00%
NOK/USD 06/20/2018 BANKAM 0.00%
NOK/USD 06/20/2018 GSFX 0.00%
NOK/USD 06/20/2018 JPMCB 0.00%
NOK/USD 06/20/2018 SSBT 0.00%
NOK/USD 06/20/2018 UBS 0.00%
NORTHWEST ACQ/DOMIN P/P 144A 07.1250 11/01/2022 0.00%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.00%
NZD/USD 04/18/2018 CITI 0.00%
NZD/USD 04/18/2018 GSFX 0.00%
NZD/USD 04/18/2018 JPMCB 0.00%
NZD/USD 04/18/2018 RBSF 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.00%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.00%
PACTIV LLC 08.3750 04/15/2027 0.00%
PARTNERS GROUP HOLDING AG 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.00%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.00%
PEPSICO INC 03.4500 10/06/2046 0.00%
PERKINELMER INC 0.00%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.00%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.00%
PETROLEOS MEXICANOS P/P 144A 06.3500 02/12/2048 0.00%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PIEDMONT OFFICE REALTY TRU-A 0.00%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 0.00%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.00%
POSTE ITALIANE SPA 0.00%
POUND STERLING CALL ACCOUNT 0.00%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
PUB SVC ELEC & GAS 05.5000 03/01/2040 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
QVC INC 04.4500 02/15/2025 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
REALTY INCOME CORP 04.6500 08/01/2023 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REVLON CONSUMER PRODS 05.7500 02/15/2021 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
RUB/USD 06/20/2018 JPMCB 0.00%
S&P MID 400 EMINI JUN18 FAM8 0.00%
S&P500 EMINI FUT JUN18 ESM8 0.00%
SANDRIDGE ENERGY INC 0.00%
SCOTTS MIRACLE-GRO CO 0.00%
SECOM CO LTD 0.00%
SEK/USD 06/20/2018 BANKAM 0.00%
SEK/USD 06/20/2018 BCAP-FX 0.00%
SEK/USD 06/20/2018 CITI 0.00%
SEK/USD 06/20/2018 CSI-FX 0.00%
SEK/USD 06/20/2018 GSFX 0.00%
SEK/USD 06/20/2018 HSBCB 0.00%
SEK/USD 06/20/2018 JPMCB 0.00%
SEK/USD 06/20/2018 RBSF 0.00%
SEK/USD 06/20/2018 UBS 0.00%
SEMGROUP CORP 06.3750 03/15/2025 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 0.00%
SGD/USD 05/16/2018 JPMCB 0.00%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.00%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.00%
SM ENERGY CO 05.0000 01/15/2024 0.00%
SM ENERGY CO 06.5000 01/01/2023 0.00%
SM ENERGY CO 06.7500 09/15/2026 0.00%
SONIC HEALTHCARE LTD 0.00%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022 0.00%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.00%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.00%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
SPRINGLEAF FINANCE CORP 08.2500 12/15/2020 0.00%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
SSE PLC 0.00%
STACR 2015-HQ1 M2 04.0715 03/25/2025 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STATOIL ASA USD 05.1000 08/17/2040 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%
T-MOBILE USA INC 04.5000 02/01/2026 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC 06.3750 03/01/2025 0.00%
T-MOBILE USA INC 06.8360 04/28/2023 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TAIWAN DOLLAR CALL ACCOUNT 0.00%
TARGA RES PRTNRS 05.1250 02/01/2025 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TECK RESOURCES LIMITED USD 04.7500 01/15/2022 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TENNECO INC 05.0000 07/15/2026 0.00%
TERVITA CORP CLASS A 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THE AES CORPORATION 04.8750 05/15/2023 0.00%
THE EURO EUR CALL ACCOUNT 0.00%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.00%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.00%
THERMO FISHER SCIENTIFIC INC 0.00%
TMX FIN/TITLEMAX P/P 144A 08.5000 09/15/2018 0.00%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
TOPIX INDX FUTR JUN18 TPM8 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSDIGM INC 06.5000 07/15/2024 0.00%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
TRY/USD 06/20/2018 SSBT 0.00%
TWO HARBORS INVESTMENT CORP 0.00%
TXU TCEH RIGHTS 0.00%
UNICHARM CORP 0.00%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.00%
US 10YR NOTE (CBT)JUN18 TYM8 0.00%
US 10YR ULTRA FUT JUN18 UXYM8 0.00%
US 2YR NOTE (CBT) JUN18 TUM8 0.00%
US 5YR NOTE (CBT) JUN18 FVM8 0.00%
US LONG BOND(CBT) JUN18 USM8 0.00%
US ULTRA BOND CBT JUN18 WNM8 0.00%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.00%
VALEANT PHARMA P/P 144A 05.5000 11/01/2025 0.00%
VALEANT PHARMA P/P 144A 05.6250 12/01/2021 0.00%
VALEANT PHARMA P/P 144A 06.5000 03/15/2022 0.00%
VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 0.00%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.00%
VMWARE INC 03.9000 08/21/2027 0.00%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.00%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.00%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.00%
WALT DISNEY COMPANY/THE 04.3750 08/16/2041 0.00%
WBCMT 2005-C18 XC IO P/P 144A 00.0000 04/15/2042 0.00%
WBCMT 2006-C26 XC IO P/P 144A 00.0508 06/15/2045 0.00%
WBCMT 2006-C29 IO IO 00.1573 11/15/2048 0.00%
WBCMT 2007-C34 IO IO 00.1503 05/15/2046 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEATHERFORD INTL LLC P/P 144A 09.8750 03/01/2025 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WILEY (JOHN) & SONS-CLASS A 0.00%
WILLIAMS COS INC 07.7500 06/15/2031 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
WP CAREY INC 04.6000 04/01/2024 0.00%
WPX ENERGY INC 08.2500 08/01/2023 0.00%
YAMADA DENKI CO LTD 0.00%
AUD/USD 04/18/2018 BANKAM -0.01%
AUD/USD 04/18/2018 BCAP-FX -0.01%
AUD/USD 04/18/2018 CITI -0.01%
AUD/USD 04/18/2018 GSFX -0.01%
AUD/USD 04/18/2018 JPMCB -0.01%
AUD/USD 04/18/2018 RBSF -0.01%
AUD/USD 04/18/2018 SSBT -0.01%
AUD/USD 04/18/2018 UBS -0.01%
CAD/USD 04/18/2018 JPMCB -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
GBP/USD 06/20/2018 BCAP-FX -0.01%
GBP/USD 06/20/2018 CSI-FX -0.01%
JPY/USD 05/16/2018 GSFX -0.01%
NZD/USD 04/18/2018 UBS -0.01%
GNMA GII30 TBA 04.0000 04/01/2048 -0.04%
CDX CDX.NA.HY.30 500.0 06/20/2023 -0.07%
CGPUTQL2 R US0003M P 11/27/18 CI -0.10%
FNMA FN30 TBA 03.5000 04/01/2048 -0.10%
EMIN RUSSELL 2000 JUN18 RTYM8 -0.23%

Prior top 10 holdings

Top 10 holdings as of 04/30/18
Microsoft
Alphabet
S&P Gsci 3X 144a Note 04/01/2019
JPMorgan Chase
Apple
UnitedHealth Group
Verizon
Citigroup
Boeing Co
Gnma Gii30 Ma4652 03.5000 08/20/2047
Holdings represent 12.79% of portfolio
Top 10 holdings as of 03/31/18
Microsoft
Alphabet
JPMorgan Chase
S&P Gsci 3X 144a Note 04/01/2019
Apple
UnitedHealth Group
Verizon
Citigroup
Boeing Co
Gnma Gii30 Ma4652 03.5000 08/20/2047
Holdings represent 12.59% of portfolio
Top 10 holdings as of 02/28/18
Microsoft
Alphabet
JPMorgan Chase
Apple
UnitedHealth Group
Citigroup
Boeing Co
Verizon
Gnma Gii30 Ma4652 03.5000 08/20/2047
Fnma Fn30 Ma3238 03.5000 01/01/2048
Holdings represent 12.33% of portfolio
Top 10 holdings as of 01/31/18
Microsoft
Alphabet
JPMorgan Chase
Apple
UnitedHealth Group
Verizon
Citigroup
Boeing Co
Gnma Gii30 Ma4652 03.5000 08/20/2047
Exxon Mobil
Holdings represent 12.21% of portfolio

Portfolio composition as of 04/30/18

U.S. large-cap equity 52.99%
International equity 15.86%
U.S. small- and mid-cap equity 14.58%
Emerging-markets equity 5.97%
Commodities 4.31%
U.S. Investment-grade bonds 3.65%
U.S. High-yield bonds 2.64%

Fixed income statistics as of 04/30/18

Average effective maturity 4.84 yrs.
Average effective duration 0.71 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 perception (including, in the case of bonds, perceptions about the risk of default and expectations about changes in monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. You can lose money by investing in the fund.


Expenses

Expense ratio

Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
Total expense ratio 1.09% 1.84% 1.84% 1.59% 1.34% 0.82% 0.72% 0.84%
What you pay 1.09% 1.84% 1.84% 1.59% 1.34% 0.82% 0.72% 0.84%

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 Russell 3000 Index is an unmanaged index of the 3,000 largest U.S. companies. The Putnam Growth Blended Benchmark is a benchmark administered by Putnam Management, comprising 60% the Russell 3000 Index, 15% the MSCI EAFE Index (ND), 15% the Bloomberg Barclays U.S. Aggregate Bond Index, 5% the JPMorgan Developed High Yield Index, and 5% the MSCI Emerging Markets Index (GD). 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 perception (including, in the case of bonds, perceptions about the risk of default and expectations about changes in monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. You can lose money by investing in the fund.