Dynamic Asset Allocation Growth Fund  (PAEAX)

A globally diversified fund pursuing growth

Objective

The Growth Fund seeks capital appreciation.

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $18.09
0.11% | $0.02
$18.09
10/16/17
$14.97
11/04/16
Historical fund price

Fund facts as of 09/30/17

Total net assets
$2,807.78M
Turnover (fiscal year end)
216%
Dividend frequency
Annually
Number of holdings
1855
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


Co-Head of Global Asset Allocation

Co-Head of Global Asset Allocation

Chief Investment Officer, Global Asset Allocation

Co-Head of Global Asset Allocation

Strategy and process

  • More than 10 asset classes: The fund holds a variety of investments in all market conditions to be positioned to benefit from a wide range of opportunities.
  • Individual securities: The managers select individual stocks and bonds, not other funds, to finely tune the portfolio and avoid overlap in holdings.
  • Active rebalancing: The managers proactively pursue opportunities and regularly rebalance the portfolio to maintain a consistent risk profile.

Manager commentary | Q2 2017

Security selection can drive diversification

Jason Vaillancourt, Co-Head of Global Asset Allocation, explains how security selection can be a method of diversification.


Literature


Why a meaningful near-term market correction is unlikely
2017 is a rare year without a stock market correction of at least 5%, but that doesn't make a correction more likely in the fourth quarter.
How the Japan election may influence global interest rates
The Japan election could have consequences for the future leadership of the Bank of Japan and the country's impact on global interest rate trends.
Using and enhancing ESG investment data
ESG data is having investment impact but is still evolving, and stands to benefit from feedback offered by fundamental analysts.

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)


7.04%

Average 5-year annualized return


  • Total return (%) as of 09/30/17

  • Annual performance as of 09/30/17

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 16.84% 8.18% 11.14% 5.78%
After sales charge 10.12% 6.06% 9.83% 5.15%
Russell 3000 Index 18.71% 10.74% 14.23% 7.57%
Putnam Growth Blended Benchmark 15.63% 8.28% 10.70% 6.13%

Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. To obtain the most recent month-end performance, visit putnam.com. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Absolute Return 500 Fund and 700 Fund, and 4.00% and 3.25% for income funds (1.00% and 0.75% for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, R, T1, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A, M, and T1 shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.

Performance snapshot

  Before sales charge After sales charge
1 mt. as of 09/30/17 2.00 % -3.86 %
YTD as of 10/16/17 15.44 % 8.81 %

Risk-adjusted performance as of 09/30/17

Alpha (3 yrs.) -0.95
Sharpe ratio (3 yrs.) 0.91
Treynor ratio (3 yrs.) 9.36
Information ratio (3 yrs.) -1.08

Volatility as of 09/30/17

Standard deviation (3 yrs.) 8.73%
Beta 0.85
R-squared 0.96

Capture ratio as of 09/30/17

Up-market (3 yrs.) 84.19
Down-market (3 yrs.) 91.18

Lipper rankings as of 09/30/17

Mixed-Asset Target Alloc Growth Funds Percentile ranking Rank/Funds in category
1 yr. 4% 18/503
3 yrs. 6% 24/450
5 yrs. 4% 13/420
10 yrs. 23% 70/313

Morningstar ratings as of 09/30/17

Allocation--70% to 85% Equity Rating Funds in category
Overall (319)
3 yrs. (319)
5 yrs. (284)
10 yrs. (202)

Distributions

Record/Ex dividend date 12/16/16
Payable date 12/20/16
Income $0.059
Extra income $0.0
Short-term cap. gain $0.0
Long-term cap. gain $0.188

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 09/30/17

Apple 1.83%
Microsoft 1.76%
Alphabet 1.76%
JPMorgan Chase 1.32%
Johnson & Johnson 1.22%
Citigroup 1.11%
UnitedHealth Group 0.99%
Verizon 0.98%
Gnma Gii30 Ma4652 03.5000 08/20/2047 0.96%
Gilead Sciences 0.91%
Top 10 holdings, percent of portfolio 12.84%

Full portfolio holdings as of 06/30/17

APPLE INC 1.79%
ALPHABET INC-CL A 1.76%
MICROSOFT CORP 1.70%
JPMORGAN CHASE & CO 1.32%
JOHNSON & JOHNSON 1.30%
CITIGROUP INC 1.07%
GNMA GII30 MA4321 03.5000 03/20/2047 1.04%
UNITEDHEALTH GROUP INC 0.98%
VERIZON COMMUNICATIONS INC 0.93%
GILEAD SCIENCES INC 0.83%
MCDONALD'S CORP 0.76%
GOLDMAN SACHS GROUP INC 0.73%
CELGENE CORP 0.70%
LOWES COMPANIES INC 0.67%
PEPSICO INC 0.67%
APPLIED MATERIALS INC 0.62%
WALT DISNEY CO/THE 0.60%
EXXON MOBIL CORP 0.59%
FNMA FN30 MA2864 03.5000 01/01/2047 0.56%
TEXAS INSTRUMENTS INC 0.55%
UNION PACIFIC CORP 0.55%
TJX COMPANIES INC 0.51%
MERCK & CO. INC. 0.48%
FHLMC FH30G G08677 04.0000 11/01/2045 0.46%
FNMA FN15 AL9468 03.0000 12/01/2031 0.46%
MCKESSON CORP 0.43%
KIMBERLY-CLARK CORP 0.41%
VALERO ENERGY CORP 0.41%
ELI LILLY & CO 0.39%
L3 TECHNOLOGIES INC 0.39%
WALGREENS BOOTS ALLIANCE INC 0.39%
DELTA AIR LINES INC 0.38%
ENTERGY CORP 0.38%
FNMA FN30 890765 03.5000 09/01/2046 0.38%
NORTHROP GRUMMAN CORP 0.38%
RAYTHEON COMPANY 0.38%
FACEBOOK INC-A 0.37%
SAMSUNG ELECTRONICS CO LTD 0.37%
WAL-MART STORES INC 0.35%
DISCOVERY COMMUNICATIONS-A 0.34%
FNMA FN30 TBA 06.0000 07/01/2047 0.34%
HP INC 0.33%
WILLIAMS COS INC 0.33%
PRUDENTIAL FINANCIAL INC 0.32%
TENCENT HOLDINGS LTD 0.32%
TYSON FOODS INC-CL A 0.32%
ALIBABA GROUP HOLDING-SP ADR 0.31%
CUMMINS INC 0.31%
INTUIT INC 0.31%
PARSLEY ENERGY INC-CLASS A 0.31%
RALPH LAUREN CORP 0.30%
SHERWIN-WILLIAMS CO/THE 0.30%
AMERISOURCEBERGEN CORP 0.29%
ROCHE HOLDING AG-GENUSSCHEIN 0.29%
ALLSTATE CORP 0.28%
BAYER AG-REG 0.28%
NORFOLK SOUTHERN CORP 0.28%
CROWN HOLDINGS INC 0.27%
GNMA GII30 TBA 03.5000 07/01/2047 0.27%
ONEOK INC 0.27%
SANOFI 0.27%
SQUARE INC - A 0.27%
SYSCO CORP 0.27%
AFLAC INC 0.26%
HOME DEPOT INC 0.26%
BAKER HUGHES INC 0.25%
E*TRADE FINANCIAL CORPORATION 0.25%
AMERICAN ELECTRIC POWER 0.24%
JUNIPER NETWORKS INC 0.24%
UGI CORP 0.24%
BAXTER INTERNATIONAL INC 0.23%
DXC TECHNOLOGY CO 0.23%
GLAXOSMITHKLINE PLC 0.23%
ROSS STORES INC 0.23%
ALLISON TRANSMISSION HOLDING 0.22%
AMERIPRISE FINANCIAL INC 0.22%
DANAHER CORP 0.22%
EBAY INC 0.22%
TOTAL SA 0.22%
ALLIANZ SE-REG 0.21%
CLOROX COMPANY 0.21%
CR BARD INC 0.21%
PARKER HANNIFIN CORP 0.21%
HARTFORD FINANCIAL SVCS GRP 0.20%
HASBRO INC 0.20%
HERSHEY CO/THE 0.20%
PVH CORP 0.20%
SUMITOMO MITSUI FINANCIAL GR 0.20%
ULTA BEAUTY INC 0.20%
CIMAREX ENERGY CO 0.19%
CITRIX SYSTEMS INC 0.19%
EQUITY RESIDENTIAL TR REIT 0.19%
GNMA GII30 MA4451 03.5000 05/20/2047 0.19%
NIPPON TELEGRAPH & TELEPHONE 0.19%
3I GROUP PLC 0.18%
AGILENT TECHNOLOGIES INC 0.18%
ALTRIA GROUP INC 0.18%
BASF SE 0.18%
DISCOVER FINANCIAL SERVICES 0.18%
ENEL SPA 0.18%
EXELON CORP 0.18%
FIRSTENERGY CORP 0.18%
FNMA FN30 AS4168 04.0000 12/01/2044 0.18%
MIZUHO FINANCIAL GROUP INC 0.18%
ORIX CORP 0.18%
STEEL DYNAMICS INC 0.18%
SUNTRUST BANKS INC 0.18%
DARDEN RESTAURANTS INC 0.17%
SOCIETE GENERALE SA 0.17%
WASTE MANAGEMENT INC 0.17%
AMADEUS IT GROUP SA 0.16%
AMDOCS LTD 0.16%
AXA SA 0.16%
CONAGRA BRANDS INC 0.16%
INVESTOR AB-B SHS 0.16%
MITSUBISHI UFJ FINANCIAL GRO 0.16%
PACKAGING CORP OF AMERICA 0.16%
SWISS RE AG 0.16%
CAMPBELL SOUP CO 0.15%
DEUTSCHE POST AG-REG 0.15%
FNMA FN15 TBA 03.0000 07/01/2032 0.15%
KAO CORP 0.15%
MAXIM INTEGRATED PRODUCTS 0.15%
SKY PLC 0.15%
TAIWAN SEMICONDUCTOR MANUFAC 0.15%
ATOS SE 0.14%
BUNGE LTD 0.14%
F5 NETWORKS INC 0.14%
FNMA FN30 AS6395 03.5000 12/01/2045 0.14%
HCP INC 0.14%
HEINEKEN HOLDING NV 0.14%
ITOCHU CORP 0.14%
MASCO CORP 0.14%
REPSOL SA 0.14%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.14%
SWISS LIFE HOLDING AG-REG 0.14%
VMWARE INC-CLASS A 0.14%
WELLCARE HEALTH PLANS INC 0.14%
YUM BRANDS INC 0.14%
ADOBE SYSTEMS INC 0.13%
CARNIVAL PLC 0.13%
FORTINET INC 0.13%
LEAR CORP 0.13%
LINCOLN NATIONAL CORP 0.13%
METRO AG 0.13%
MUENCHENER RUECKVER AG-REG 0.13%
NOVARTIS AG-REG 0.13%
TATE & LYLE PLC 0.13%
ADECCO GROUP AG-REG 0.12%
AIA GROUP LTD 0.12%
ANNALY CAPITAL MANAGEMENT IN 0.12%
BNP PARIBAS 0.12%
BOUYGUES SA 0.12%
CENTRAL JAPAN RAILWAY CO 0.12%
CENTRICA PLC 0.12%
EVONIK INDUSTRIES AG 0.12%
HOCHTIEF AG 0.12%
MORGAN STANLEY 0.12%
NASPERS LTD-N SHS 0.12%
NISOURCE INC 0.12%
PROCTER & GAMBLE CO/THE 0.12%
TAYLOR WIMPEY PLC 0.12%
WM MORRISON SUPERMARKETS 0.12%
ACS ACTIVIDADES 0.11%
ALLY FINANCIAL INC 0.11%
ARAMARK 0.11%
AVERY DENNISON CORP 0.11%
BF0101 03.5000 06/01/2056 0.11%
CDX CDX.NA.HY.28 500.0 06/20/2022 0.11%
COCA-COLA AMATIL LTD 0.11%
HUNTINGTON INGALLS INDUSTRIE 0.11%
IND & COMM BK OF CHINA-H 0.11%
MARKS AND SPENCER LTD 0.11%
MARUBENI CORP 0.11%
NN GROUP NV 0.11%
OWENS CORNING 0.11%
PEUGEOT SA 0.11%
PING AN INSURANCE GROUP CO-H 0.11%
QUANTA SERVICES INC 0.11%
SBERBANK PJSC -SPONSORED ADR 0.11%
SHIONOGI & CO LTD 0.11%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.11%
SYNOPSYS INC 0.11%
TELSTRA CORP LTD 0.11%
TRAVELERS COS INC/THE 0.11%
AGNC INVESTMENT CORP 0.10%
CENTERPOINT ENERGY INC 0.10%
CHEUNG KONG PROPERTY HOLDING 0.10%
CIMIC GROUP LTD 0.10%
CREDICORP LTD 0.10%
DELL TECHNOLOGIES INC-CL V 0.10%
INGREDION INC 0.10%
KINGFISHER PLC 0.10%
MANPOWERGROUP INC 0.10%
NESTLE SA-REG 0.10%
NEWMONT MINING CORP 0.10%
QANTAS AIRWAYS LTD 0.10%
SPIRIT AEROSYSTEMS HOLD-CL A 0.10%
WATSCO INC 0.10%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.10%
APPLE INC 02.1000 05/06/2019 0.09%
BOLIDEN AB 0.09%
CAMDEN PROPERTY TRUST 0.09%
DUN & BRADSTREET CORP 0.09%
JACOBS ENGINEERING GROUP INC 0.09%
NVR INC 0.09%
OSHKOSH CORP 0.09%
PINNACLE FOODS INC 0.09%
RESONA HOLDINGS INC 0.09%
ROYAL DUTCH SHELL PLC-B SHS 0.09%
TERADYNE INC 0.09%
UNUM GROUP 0.09%
UPM-KYMMENE OYJ 0.09%
VALEO SA 0.09%
ASTRAZENECA PLC 0.08%
BANCO SANTANDER SA 0.08%
BANK OF CHINA LTD-H 0.08%
DNB NOR ASA 0.08%
DUKE REALTY CORP 0.08%
HDFC BANK LIMITED 0.08%
HON HAI PRECISION INDUSTRY 0.08%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.08%
JPMCC 2013-C10 C 04.2856 12/15/2047 0.08%
LUKOIL PJSC-SPON ADR 0.08%
SCOTTS MIRACLE-GRO CO 0.08%
TOPPAN PRINTING CO LTD 0.08%
TOYOTA TSUSHO CORP 0.08%
TRANSUNION 0.08%
VEREIT INC 0.08%
VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 0.08%
WHEELOCK & CO LTD 0.08%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.07%
ANA HOLDINGS INC 0.07%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.07%
BANCO MACRO SA-ADR 0.07%
BRITISH AMERICAN TOBACCO PLC 0.07%
CARLISLE COS INC 0.07%
CHARLES RIVER LABORATORIES 0.07%
CHINA CONSTRUCTION BANK-H 0.07%
CHINA WATER AFFAIRS GROUP 0.07%
COLONY NORTHSTAR INC-CLASS A 0.07%
CREDIT AGRICOLE SA 0.07%
DBUBS 2011-LC3A D P/P 144A 05.5103 08/10/2044 0.07%
DR PEPPER SNAPPLE GROUP INC 0.07%
ENDESA S.A. 0.07%
FIRST HAWAIIAN INC 0.07%
FNMA FN30 BC1155 03.0000 06/01/2046 0.07%
FNMA FN30 BM1172 03.0000 03/01/2047 0.07%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.07%
HD SUPPLY HOLDINGS INC 0.07%
HOYA CORP 0.07%
INDUSTRIAL BANK OF KOREA 0.07%
ING GROEP NV-CVA 0.07%
ITAU UNIBANCO H-SPON PRF ADR 0.07%
KONINKLIJKE AHOLD DELHAIZE N 0.07%
LAMB WESTON HOLDINGS INC 0.07%
LIBERTY MEDIA COR-SIRIUSXM A 0.07%
METLIFE INC 07.7170 02/15/2019 0.07%
MITSUBISHI TANABE PHARMA 0.07%
NCR CORPORATION 0.07%
PARK HOTELS & RESORTS INC 0.07%
POPULAR INC 0.07%
ROYAL MAIL PLC 0.07%
SK HYNIX INC 0.07%
TABCORP HOLDINGS LTD 0.07%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.07%
VISTEON CORP 0.07%
VOYA FINANCIAL INC 0.07%
VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 0.07%
WH GROUP LTD 0.07%
APARTMENT INVT & MGMT CO -A 0.06%
ARISTOCRAT LEISURE LTD 0.06%
ASAHI KASEI CORP 0.06%
ASSURED GUARANTY LTD 0.06%
BOOZ ALLEN HAMILTON HOLDINGS 0.06%
BRIXMOR PROPERTY GROUP INC 0.06%
BWX TECHNOLOGIES INC 0.06%
CHALLENGER LTD 0.06%
CITIGROUP INC 03.8870 01/10/2028 0.06%
CWALT 2006-OA10 4A1 01.4061 08/25/2046 0.06%
EAST WEST BANCORP INC 0.06%
FIAT CHRYSLER AUTOMOBILES NV 0.06%
FNMA FN30 AS5722 03.5000 09/01/2045 0.06%
FNMA FN30 AS7003 03.0000 04/01/2046 0.06%
FNMA FN30 BC2733 03.0000 05/01/2046 0.06%
FOREST CITY REALTY TRUST- A 0.06%
GE CAP INTL FUNDING USD 04.4180 11/15/2035 0.06%
HIGHWOODS PROPERTIES INC 0.06%
HITACHI CHEMICAL CO LTD 0.06%
MICROSOFT CORP 01.5500 08/08/2021 0.06%
MITSUBISHI CHEMICAL HOLDINGS 0.06%
NEW WORLD DEVELOPMENT 0.06%
REINSURANCE GROUP OF AMERICA 0.06%
RIO TINTO PLC 0.06%
SAFARICOM LTD 0.06%
SAINSBURY (J) PLC 0.06%
SIEMENS AG 0.06%
SPIRIT REALTY CAPITAL INC 0.06%
STARWOOD PROPERTY TRUST INC 0.06%
SUN HUNG KAI PROPERTIES 0.06%
TIMKEN COMPANY 0.06%
VANTIV INC - CL A 0.06%
VESTAS WIND SYSTEMS A/S 0.06%
VODAFONE GROUP PLC USD 01.2500 09/26/2017 0.06%
X 5 RETAIL GROUP NV-REGS GDR 0.06%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.05%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.05%
ASTELLAS PHARMA INC 0.05%
BANK OF AMERICA CORP 02.0000 01/11/2018 0.05%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.05%
BANK TABUNGAN NEGARA PERSERO 0.05%
BARRATT DEVELOPMENTS PLC 0.05%
BASSO INDUSTRY CORP 0.05%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.05%
CTBC FINANCIAL HOLDING CO LT 0.05%
CWALT 2006-OA7 1A2 01.6716 06/25/2046 0.05%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.05%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.05%
DUBAI ISLAMIC BANK 0.05%
ELECTROLUX AB-SER B 0.05%
ENERGIZER HOLDINGS INC 0.05%
FLIR SYSTEMS INC 0.05%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.05%
HANA FINANCIAL GROUP 0.05%
HARVEY NORMAN HOLDINGS LTD 0.05%
HILTON WORLDWIDE FIN P/P 144A 04.8750 04/01/2027 0.05%
HINDALCO INDUSTRIES LTD 0.05%
HSBC CAP FUNDING USD P/P 144A 10.1760 12/29/2049 0.05%
INDUSTRIVARDEN AB-A SHS 0.05%
JAIN IRRIGATION SYSTEMS LTD 0.05%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.05%
KAR AUCTION SERVICES INC 0.05%
KDDI CORP 0.05%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.05%
LIBERTY PROPERTY TRUST 0.05%
MITSUBISHI UFJ LEASE & FINAN 0.05%
MORGAN STANLEY 03.6250 01/20/2027 0.05%
MSC INDUSTRIAL DIRECT CO-A 0.05%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.05%
NCSOFT CORP 0.05%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.05%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.05%
POWER GRID CORP OF INDIA LTD 0.05%
PPL CORP 0.05%
PROMOTORA Y OPERADORA DE INF 0.05%
RELIANCE STEEL & ALUMINUM 0.05%
RENAULT SA 0.05%
RICHTER GEDEON NYRT 0.05%
RUSSIAN FEDERATION P/P 144A 05.6250 04/04/2042 0.05%
SHINHAN FINANCIAL GROUP LTD 0.05%
SPECTRUM BRANDS HOLDINGS INC 0.05%
TAISEI CORP 0.05%
TORO CO 0.05%
UNITED CO RUSAL PLC 0.05%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.05%
WOLTERS KLUWER 0.05%
AMERICAN EXPRESS CO 06.1500 08/28/2017 0.04%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.04%
APPLE HOSPITALITY REIT INC 0.04%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.04%
BEAUTY COMMUNITY PCL-FOREIGN 0.04%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.04%
BPCE SA P/P 144A 04.5000 03/15/2025 0.04%
BUPA ARABIA FOR COOPERATIVE 144A/REGS WARRANT 03/22/18 0.04%
CARTERS INC 0.04%
CAS 2015-C04 1M2 06.9161 04/25/2028 0.04%
CAS 2016-C03 2M2 07.1161 10/25/2028 0.04%
CASETEK HOLDINGS LTD 0.04%
CDX CDX.NA.IG.28 100.0 06/20/2022 0.04%
CHIMERA INVESTMENT CORP 0.04%
CHINA LIFE INSURANCE CO LTD 0.04%
CHINA RESOURCES LAND LTD 0.04%
CHINA STATE CONSTRUCTION INT 0.04%
CHINA TRADITIONAL CHINESE ME 0.04%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.04%
COMM 2014-UBS6 C 04.6139 12/10/2047 0.04%
COMMERZBANK AG P/P 144A 08.1250 09/19/2023 0.04%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.04%
CONCHO RESOURCES INC 04.3750 01/15/2025 0.04%
COVESTRO AG 0.04%
COWAY CO LTD 0.04%
CROWN CASTLE INTL CORP. 05.2500 01/15/2023 0.04%
CSAIL 2015-C1 D P/P 144A 03.9422 04/15/2050 0.04%
CSMC 2016-NXSR C 04.5098 12/15/2049 0.04%
CTCI CORP 0.04%
DAI NIPPON PRINTING CO LTD 0.04%
DISCOVERY LTD 0.04%
ELITE MATERIAL CO LTD 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
FNMA FN30 AS7154 03.0000 05/01/2046 0.04%
GAMING AND LEISURE PROPERTIE 0.04%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.04%
GRUPO SUPERVIELLE SA-SP ADR 0.04%
HOLOGIC INC 0.04%
ISS A/S 0.04%
JPMCC 2013-LC11 X IO 01.5626 04/15/2046 0.04%
KERRY GROUP PLC-A 0.04%
KERRY PROPERTIES LTD 0.04%
KEYCORP 02.3000 12/13/2018 0.04%
KURARAY CO LTD 0.04%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.04%
LANDSTAR SYSTEM INC 0.04%
LG CHEM LTD 0.04%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.04%
MEDIPAL HOLDINGS CORP 0.04%
MICHAELS COS INC/THE 0.04%
MOLSON COORS P/P 144A 01.9000 03/15/2019 0.04%
MONETA MONEY BANK AS 0.04%
MRV ENGENHARIA 0.04%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.04%
NCC LTD 0.04%
NEWS CORP - CLASS A 0.04%
NINTENDO CO LTD 0.04%
NOKIA OYJ 0.04%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 0.04%
ORANGE 0.04%
PERSIMMON PLC 0.04%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.04%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.04%
PFIZER INC 0.04%
POYA INTERNATIONAL CO LTD 0.04%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.04%
PTT PCL/FOREIGN 0.04%
QUALICORP SA 0.04%
ROBINSONS RETAIL HOLDINGS IN 0.04%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.04%
RTL GROUP 0.04%
SAMSUNG ELECTRONICS-PREF 0.04%
SEKISUI CHEMICAL CO LTD 0.04%
SER EDUCACIONAL SA 0.04%
SERVICEMASTER GLOBAL HOLDING 0.04%
SHANGHAI FOSUN PHARMACEUTI-H 0.04%
SHANGHAI INTL AIRPORT CO LTD 144A REGS WARRANT 05/07/2018 0.04%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.04%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.04%
STATE BANK OF INDIA 0.04%
SUMITOMO MITSUI TRUST HOLDIN 0.04%
TCF FINANCIAL CORP 0.04%
TENEDORA NEMAK SA DE 0.04%
THALES SA 0.04%
TURKIYE GARANTI BANKASI 0.04%
TWO HARBORS INVESTMENT CORP 0.04%
UBS GROUP FUNDIN P/P 144A 03.0000 04/15/2021 0.04%
VALIDUS HOLDINGS LTD 0.04%
WFRBS 2014-C22 XA IO 01.0715 09/15/2057 0.04%
WULIANGYE YIBIN 144A/REGS WARRANT 04/12/2018 0.04%
ABBVIE INC 02.5000 05/14/2020 0.03%
AKZO NOBEL 0.03%
AMAZON.COM INC 01.2000 11/29/2017 0.03%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.03%
AMERICAN FINANCIAL GROUP INC 0.03%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.03%
APPLE INC 04.2500 02/09/2047 0.03%
ARCHER-DANIELS-MIDLAND C 05.4500 03/15/2018 0.03%
ASTRAZENECA PLC USD 05.9000 09/15/2017 0.03%
ATLAS COPCO AB-A SHS 0.03%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.03%
AUST AND NZ BANKING GROUP 0.03%
BANDAI NAMCO HOLDINGS INC 0.03%
BANK OF NOVA SCOTIA USD 01.3750 12/18/2017 0.03%
BCE INC 0.03%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.03%
BIM BIRLESIK MAGAZALAR AS 0.03%
BRANDYWINE REALTY TRUST 0.03%
BRDCOM CRP / FIN P/P 144A 03.8750 01/15/2027 0.03%
BRUKER CORP 0.03%
BT GROUP PLC 0.03%
CABLE ONE INC 0.03%
CABOT CORP 0.03%
CAESARS ENT OPER TLB6B L+775 11.5000 03/01/2018 0.03%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.03%
CBS CORP-CLASS B NON VOTING 0.03%
CEMEX SAB-SPONS ADR PART CER 0.03%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.03%
CHEVRON CORP 01.1040 12/05/2017 0.03%
CHEVRON CORP 01.5610 05/16/2019 0.03%
CHINA COMMUNICATIONS CONST-H 0.03%
CHINASOFT INTERNATIONAL LTD 0.03%
CIA BRASILEIRA DE DIS-SP PRF 0.03%
CITIGROUP INC 02.6500 10/26/2020 0.03%
CMLTI 2005-2 1A2A 03.1504 05/25/2035 0.03%
COMM 2014-LC15 XA IO 01.5084 04/10/2047 0.03%
COMPASS GROUP PLC 0.03%
CONOCOPHILLIPS COMPANY 01.0500 12/15/2017 0.03%
CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 0.03%
CORELOGIC INC 0.03%
COVIDIEN INTlL FIN USD 06.0000 10/15/2017 0.03%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.03%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.03%
CVS HEALTH CORP 02.2500 12/05/2018 0.03%
CWALT 2005-59 1A1 01.5422 11/20/2035 0.03%
DALATA HOTEL GROUP PLC 0.03%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.03%
DELIVERY HERO AG 0.03%
DGB FINANCIAL GROUP INC 0.03%
DILIP BUILDCON LTD 0.03%
DINO POLSKA SA 0.03%
DOLBY LABORATORIES INC-CL A 0.03%
DST SYSTEMS INC 0.03%
EBAY INC 01.3500 07/15/2017 0.03%
ECOLAB INC 02.7000 11/01/2026 0.03%
EDELWEISS FINANCIAL SERVICES 0.03%
EDISON INTERNATIONAL 0.03%
ENERGY TRANSFER LP 04.2000 04/15/2027 0.03%
EQUITY COMMONWEALTH 0.03%
EURONET WORLDWIDE INC 0.03%
FHLMC FH30G G60314 04.0000 09/01/2045 0.03%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.03%
FORMOSA PLASTICS CORP 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%
GRAND PACIFIC PETROCHEMICAL 0.03%
GSMS 2011-GC3 D P/P 144A 05.8201 03/10/2044 0.03%
HANKOOK TIRE CO LTD 0.03%
HCA INC 05.5000 06/15/2047 0.03%
HENKEL AG & CO KGAA VORZUG 0.03%
HERFY FOOD SERVICES 144A/REGS WARRANT 02/07/2019 0.03%
HIBERNIA REIT PLC 0.03%
HOLLYSYS AUTOMATION TECHNOLO 0.03%
HONEYWELL INTERNATIONAL INC 0.03%
HSBC FINANCE CORP 06.6760 01/15/2021 0.03%
HSBC HOLDINGS PLC 0.03%
HUMANA INC 0.03%
HYATT HOTELS CORP - CL A 0.03%
HYUNDAI MARINE 0.03%
INTEL CORP 01.3500 12/15/2017 0.03%
ITAUSA-INVESTIMENTOS ITAU-PR 0.03%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.03%
JPMCC 2012-C6 E P/P 144A 05.2988 05/15/2045 0.03%
JPMORGAN CHASE & CO 02.0000 08/15/2017 0.03%
JPMORGAN CHASE & CO 02.2950 08/15/2021 0.03%
JTEKT CORP 0.03%
KAJIMA CORP 0.03%
KUMAGAI GUMI CO LTD 0.03%
LAFARGEHOLCIM LTD-REG 0.03%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.03%
LIBERTY VENTURES - SER A 0.03%
LLOYDS BANKING GROUP PLC 0.03%
LNSTR 2015-3 B P/P 144A 03.3453 04/20/2048 0.03%
LOCALIZA RENT A CAR 0.03%
MAPFRE SA 0.03%
MAZDA MOTOR CORP 0.03%
MERCK & CO. INC. 01.3000 05/18/2018 0.03%
MERRY ELECTRONICS CO LTD 0.03%
MFA FINANCIAL INC 0.03%
MINTH GROUP LTD 0.03%
MITSUBISHI GAS CHEMICAL CO 0.03%
MIXI INC 0.03%
MONDI LTD 0.03%
MSC 2011-C3 D P/P 144A 05.3268 07/15/2049 0.03%
NATIONAL AUSTRALIA B P/P 144A 01.9110 12/09/2019 0.03%
NEWELL BRANDS INC 04.2000 04/01/2026 0.03%
OMNICOM GROUP INC 03.6000 04/15/2026 0.03%
ORKLA ASA 0.03%
OTSUKA CORP 0.03%
OUTFRONT MEDIA INC 0.03%
PEPSICO INC. 01.2500 08/13/2017 0.03%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.03%
PHILIP MORRIS INTERNATIONAL 0.03%
PNC FINANCIAL SERVICES GROUP 0.03%
PREMIER INC-CLASS A 0.03%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.03%
PUGET SOUND ENERGY INC 06.9740 06/01/2067 0.03%
QUALITY CARE PROPERTIES 0.03%
RANDSTAD HOLDING NV 0.03%
RAYMOND JAMES FINANCIAL INC 0.03%
RELX NV 0.03%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.03%
ROYAL BANK OF CANADA USD 02.2000 07/27/2018 0.03%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.03%
SHIN-ETSU CHEMICAL CO LTD 0.03%
SHRIRAM TRANSPORT FINANCE 0.03%
SONY CORP 0.03%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.03%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.03%
SPST 2017-1 A 02.1161 02/25/2049 0.03%
STACR 2015-DNA2 M2 03.8161 12/25/2027 0.03%
SUZUKI MOTOR CORP 0.03%
TDK CORP 0.03%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.03%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.03%
TIME WARNER INC 03.8000 02/15/2027 0.03%
TOHOKU ELECTRIC POWER CO INC 0.03%
TOYOTA MOTOR CREDIT CORP 01.5500 07/13/2018 0.03%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.03%
TURKCELL ILETISI 0.03%
VECTREN CORP 0.03%
VEOLIA ENVIRONNEMENT 0.03%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
VOESTALPINE AG 0.03%
WAL-MART STORES INC 06.5000 08/15/2037 0.03%
WESCO INTERNATIONAL INC 0.03%
WFRBS 2011-C2 D P/P 144A 05.7880 02/15/2044 0.03%
WFRBS 2011-C3 D P/P 144A 05.8131 03/15/2044 0.03%
WHARF HOLDINGS LTD 0.03%
WOORI BANK 0.03%
XEROX CORP 0.03%
2.20 R ISWP FWD USL3M P 09/20/2027 0.02%
ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 0.02%
ADIDAS AG 0.02%
ADMIRAL GROUP PLC 0.02%
ADS INC P/P 144A 05.6250 11/15/2024 0.02%
AENA SA 0.02%
AERCAP HOLDINGS NV 0.02%
AES CORP/VA 05.5000 04/15/2025 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
AIR LEASE CORP 03.3750 06/01/2021 0.02%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.02%
AIRBUS SE 0.02%
ALLERGAN FUNDING SCS USD 02.3500 03/12/2018 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 P/P 144A 07.8750 12/15/2024 0.02%
ALTICE NV - A 0.02%
ALTRIA GROUP INC 02.8500 08/09/2022 0.02%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.02%
AMERICAN EXPRESS COMPANY 07.0000 03/19/2018 0.02%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.02%
AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 0.02%
AMERICAN TOWER CORP 04.0000 06/01/2025 0.02%
AMUNDI SA 0.02%
ANHEUSER-BUSCH INBEV 08.2000 01/15/2039 0.02%
ARC PROP OPER PART L 04.6000 02/06/2024 0.02%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.02%
ASIAN PAINTS LTD 0.02%
ASPEN INSURANCE HOLDINGS LTD 0.02%
ASSOCIATED BRITISH FOODS PLC 0.02%
AT&T INC 05.8000 02/15/2019 0.02%
AUSNET SERVICES 0.02%
AUTOMATIC DATA PROCESSING 0.02%
AUTONATION INC. 05.5000 02/01/2020 0.02%
AXA SA P/P 144A 06.4630 12/29/2049 0.02%
BAE SYSTEMS PLC 0.02%
BALOISE HOLDING AG - REG 0.02%
BANK OF AMERICA CORP 01.7000 08/25/2017 0.02%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.02%
BANK OF MONTREAL 0.02%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.02%
BERKSHIRE HATHAWAY INC-CL B 0.02%
BIOGEN INC 03.6250 09/15/2022 0.02%
BLOOMBERRY RESORTS CORP 0.02%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.02%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.02%
BRAND ENERGY TL L+425 05.4910 06/21/2024 0.02%
BRIDGESTONE CORP 0.02%
BUILDERS FIRSTSOURCE P/P 144A 10.7500 08/15/2023 0.02%
BURFORD CAPITAL LTD 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
CAESARS GROWTH PROP TL L+300 04.0447 05/08/2021 0.02%
CALTEX AUSTRALIA LTD 0.02%
CANADIAN TIRE CORP-CLASS A 0.02%
CARLSBERG AS-B 0.02%
CAS 2015-C04 2M2 06.7661 04/25/2028 0.02%
CBS CORP 03.5000 01/15/2025 0.02%
CBS CORP 04.6000 01/15/2045 0.02%
CCC SA 0.02%
CELANESE CORP-SERIES A 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%
CENOVUS ENERGY INC P/P 144A 04.2500 04/15/2027 0.02%
CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 0.02%
CFCRE 2011-C2 E P/P 144A 05.9452 12/15/2047 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
CHENIERE CORP CHRIST P/P 144A 05.1250 06/30/2027 0.02%
CHINA MAPLE LEAF EDUCATIONAL 0.02%
CHRISTIAN DIOR SE 0.02%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.02%
CHUBB LTD 0.02%
CITIGROUP INC 06.2500 12/29/2049 0.02%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.02%
CLINIGEN GROUP PLC 0.02%
CLIO COSMETICS CO LTD 0.02%
CME GROUP INC 0.02%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.02%
COCA-COLA HBC AG-DI 0.02%
COM HEM HOLDING AB 0.02%
COMCAST CORP 03.3750 02/15/2025 0.02%
COMCAST CORP 06.9500 08/15/2037 0.02%
COMM 2010-C1 D P/P 144A 06.3032 07/10/2046 0.02%
COMM 2013-CR11 XA IO 01.3078 08/10/2050 0.02%
COMM 2014-CR17 XA IO 01.3060 05/10/2047 0.02%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.02%
COMPUGROUP MEDICAL SE 0.02%
CONCHO RESOURCES INC 05.5000 04/01/2023 0.02%
CORP BOND BACKED CTF P/P 144A 00.0000 09/15/2017 0.02%
COVERIS HOLDINGS SA P/P 144A 07.8750 11/01/2019 0.02%
COX AND KINGS LTD 0.02%
CRANE CO 0.02%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/29/2049 0.02%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.02%
CVS HEALTH CORP 0.02%
CVS HEALTH CORP 04.7500 12/01/2022 0.02%
CWCI 2007-C3 AJ 06.0607 05/15/2046 0.02%
DAIWA SECURITIES GROUP INC 0.02%
DASSAULT AVIATION SA 0.02%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.02%
DONGBU INSURANCE CO LTD 0.02%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.02%
ECORODOVIAS INFRA E LOG SA 0.02%
EDP FINANCE BV P/P 144A 05.2500 01/14/2021 0.02%
EMAMI LTD 0.02%
ENBRIDGE INC USD 04.2500 12/01/2026 0.02%
ENCANA CORP 0.02%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.02%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.02%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.02%
EXPEDIA INC 05.9500 08/15/2020 0.02%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.02%
FED REPUBLIC OF BRAZIL USD 04.8750 01/22/2021 0.02%
FIDELITY NATIONAL INFO SERV 0.02%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.02%
FIRSTENERGY CORP 04.2500 03/15/2023 0.02%
FORD MOTOR CO 0.02%
FRESENIUS SE & CO KGAA 0.02%
FUJIFILM HOLDINGS CORP 0.02%
FUJITSU LTD 0.02%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.02%
GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 0.02%
GENERAL DYNAMICS CORP 0.02%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.02%
GNR 2015-H25 BI IO 01.9935 10/20/2065 0.02%
GOLDMAN SACHS GROUP INC 02.3750 01/22/2018 0.02%
GREAT PLAINS ENERGY INC 04.8500 04/01/2047 0.02%
GRUPO TELEVISA SAB USD 06.6250 01/15/2040 0.02%
GSMS 2011-GC5 C P/P 144A 05.5656 08/10/2044 0.02%
GSMS 2013-GC12 D P/P 144A 04.5841 06/10/2046 0.02%
GSMS 2014-GC22 XA IO 01.1900 06/10/2047 0.02%
HANGZHOU HIKVISION DIGITAL-A 144A REGS WARRANT 12/18/2017 0.02%
HANSOL CHEMICAL CO LTD 0.02%
HANWHA CHEMICAL CORP 0.02%
HCA INC 06.5000 02/15/2020 0.02%
HEINEKEN NV 0.02%
HITACHI METALS LTD 0.02%
HOME DEPOT INC 02.6250 06/01/2022 0.02%
HONG KONG DOLLAR CALL ACCOUNT 0.02%
HOST HOTELS & RESORTS 05.2500 03/15/2022 0.02%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.02%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.02%
HYATT HOTELS CORP 04.8500 03/15/2026 0.02%
IBERDROLA SA 0.02%
IMPERIAL BRANDS PLC 0.02%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
INNOGY SE 0.02%
INTERPUBLIC GROUP OF COS INC 0.02%
INTL CONSOLIDATED AIRLINE-DI 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%
JAPAN AIRLINES CO LTD 0.02%
JIANGSU NHWA PHARMACEUTICAL CO LTD 144A REGS WARRANT 06/22/2 0.02%
JOHNSON & JOHNSON 05.1500 07/15/2018 0.02%
JOHNSON CONTROLS INTERNATION 0.02%
JPMBB 2013-C14 C 04.7206 08/15/2046 0.02%
JPMBB 2013-C17 XA IO 01.1011 01/15/2047 0.02%
JPMBB 2014-C19 C 04.8212 04/15/2047 0.02%
JPMCC 2012-C8 D P/P 144A 04.8071 10/15/2045 0.02%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.02%
KELLOGG CO 03.2500 04/01/2026 0.02%
KINDER MORGAN INC 0.02%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.02%
KLX INC P/P 144A 05.8750 12/01/2022 0.02%
KOMATSU LTD 0.02%
KRAFT HEINZ FOODS CO 06.8750 01/26/2039 0.02%
KYUDENKO CORP 0.02%
LAGARDERE SCA 0.02%
LBMLT 2004-1 A2 02.0161 02/25/2034 0.02%
LEGAL & GENERAL GROUP PLC 0.02%
LOBLAW COMPANIES LTD 0.02%
LSC COMMUNICATIONS INC 0.02%
MASTEC INC 04.8750 03/15/2023 0.02%
MCDONALD'S HOLDINGS CO JAPAN 0.02%
MICROSOFT CORP 03.3000 02/06/2027 0.02%
MID-AMERICA APARTMENT COMM 0.02%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.02%
MITSUBISHI CORP 0.02%
MONDI PLC 0.02%
MONSANTO CO 05.5000 08/15/2025 0.02%
MOTA ENGIL SGPS SA 0.02%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.02%
MSC 2011-C3 E P/P 144A 05.3268 07/15/2049 0.02%
MTW FOODSERVICE ESCR 09.5000 02/15/2024 0.02%
NABORS INDUSTRIES LTD 0.02%
NAVISTAR INTERNATIONAL CORP 08.2500 11/01/2021 0.02%
NEXTEER AUTOMOTIVE GROUP LTD 0.02%
NISSAN MOTOR CO LTD 0.02%
NOMURA REAL ESTATE HOLDINGS 0.02%
NORBORD INC P/P 144A 06.2500 04/15/2023 0.02%
NORDEA BANK AB 0.02%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.02%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.02%
ORACLE CORP 02.6500 07/15/2026 0.02%
OSHKOSH CORP 05.3750 03/01/2025 0.02%
P G & E CORP 0.02%
PARTNERS GROUP HOLDING AG 0.02%
PATHEON HLDG I BV P/P 144A 07.5000 02/01/2022 0.02%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.02%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.02%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.02%
PETROLEO BRASILEIRO-SPON ADR 0.02%
PETRONET LNG LTD 0.02%
PNC BANK NA 02.0000 05/19/2020 0.02%
POOL CORP 0.02%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.02%
PRICELINE GROUP INC/THE 03.6500 03/15/2025 0.02%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.02%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.02%
PRUDENTIAL PLC 0.02%
PULTEGROUP INC 05.5000 03/01/2026 0.02%
QEP RESOURCES INC 0.02%
RANGE RESOURCES CORP P/P 144A 05.7500 06/01/2021 0.02%
REED ELSEVIER PLC 0.02%
REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 0.02%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.02%
REP OF INDONESIA P/P 144A 05.2500 01/17/2042 0.02%
REYNOLDS GRP ISS/REY P/P 144A 04.6584 07/15/2021 0.02%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.02%
ROHM CO LTD 0.02%
ROWAN COMPANIES PLC-A 0.02%
ROYAL BK SCOTLND USD 04.7000 07/03/2018 0.02%
ROYAL DUTCH SHELL PLC-A SHS 0.02%
ROYAL DUTCH SHELL PLC-A SHS 0.02%
RR DONNELLEY & SONS CO 0.02%
RUSSELL 2000 MINI SEP17 RTAU7 0.02%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.02%
SABINE PASS LIQUEFAC P/P 144A 04.2000 03/15/2028 0.02%
SAFRAN SA 0.02%
SANTANDER ISSUANCES USD 05.1790 11/19/2025 0.02%
SARTORIUS AG-PFD PCT 0.000 0.02%
SCREEN HOLDINGS CO LTD 0.02%
SECURITAS AB-B SHS 0.02%
SENIOR HOUSING PROP TRUST 0.02%
SERVICE CORP INTL 05.3750 05/15/2024 0.02%
SFR GROUP SA P/P 144A 06.0000 05/15/2022 0.02%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.02%
SHIRE PLC 0.02%
SHISEIDO CO LTD 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%
SMC CORP 0.02%
SMS CO LTD 0.02%
SOFTBANK GROUP CORP 0.02%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.02%
SPRINT CORP 07.2500 09/15/2021 0.02%
SPRINT CORP 07.8750 09/15/2023 0.02%
ST PHARM CO LTD 0.02%
STACR 2016-DNA2 M2 03.4161 10/25/2028 0.02%
STACR 2016-HQA2 M3 06.3661 11/25/2028 0.02%
STEEL DYNAMICS INC 06.3750 08/15/2022 0.02%
SUNCOR ENERGY INC 0.02%
SUNNY OPTICAL TECH 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%
TEXAS GAS TRANSMISN P/P 144A 04.5000 02/01/2021 0.02%
THAI BEVERAGE PCL 0.02%
THE EURO EUR CALL ACCOUNT 0.02%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.02%
TOYO TIRE & RUBBER CO LTD 0.02%
TUI AG-DI 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%
UBSBB 2012-C4 XA IO P/P 144A 01.8896 12/10/2045 0.02%
UNICREDIT SPA 0.02%
UNILEVER NV-CVA 0.02%
UNITED OVERSEAS BANK LTD 0.02%
UNITEDHEALTH GROUP INC 06.0000 02/15/2018 0.02%
VERIZON COMM 04.5220 09/15/2048 0.02%
VINCI SA 0.02%
VODAFONE GROUP PLC 0.02%
VOLT 2017-NPL8 A1 P/P 144A 03.1250 06/25/2047 0.02%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.02%
WAMU 2004-AR12 A2B 01.6761 10/25/2044 0.02%
WAMU 2005-AR11 A1B3 01.6161 08/25/2045 0.02%
WAMU 2005-AR9 A1C3 02.1761 07/25/2045 0.02%
WAMU 2007-HY2 1A1 02.9533 12/25/2036 0.02%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.02%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.02%
WESTROCK MWV LLC 08.2000 01/15/2030 0.02%
WEYERHAEUSER CO 07.3750 03/15/2032 0.02%
WFCM 2013-LC12 C 04.4307 07/15/2046 0.02%
WFCM 2013-LC12 D P/P 144A 04.4307 07/15/2046 0.02%
WFCM 2014-LC16 XA IO 01.5482 08/15/2050 0.02%
WFRBS 2011-C5 E P/P 144A 05.8613 11/15/2044 0.02%
WFRBS 2012-C9 XA IO P/P 144A 02.2327 11/15/2045 0.02%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.02%
WFRBS 2014-C19 C 04.6460 03/15/2047 0.02%
WFRBS 2014-C24 XA IO 01.1068 11/15/2047 0.02%
WILEY (JOHN) & SONS-CLASS A 0.02%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 0.02%
WILMAR INTERNATIONAL LTD 0.02%
WOODSIDE PETROLEUM LTD 0.02%
WP CAREY INC 0.02%
WPP PLC 0.02%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.02%
YUE YUEN INDUS 0.02%
ZOETIS INC 0.02%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
A SCHULMAN INC 06.8750 06/01/2023 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%
AES CORP/VA 07.3750 07/01/2021 0.01%
AIN HOLDINGS INC 0.01%
AIXTRON AG 0.01%
ALBEMARLE CORP 0.01%
ALCOA CORP 0.01%
ALFRESA HOLDINGS CORP 0.01%
ALLEGHENY TECHNOLOGIES INC 09.3750 06/01/2019 0.01%
ALLERGAN FUNDING SCS USD 04.7500 03/15/2045 0.01%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.01%
ALLIANCE RES OP/FINA P/P 144A 07.5000 05/01/2025 0.01%
ALLIANT HLDG INT LLC P/P 144A 08.2500 08/01/2023 0.01%
ALLISON TRANSMISSION P/P 144A 05.0000 10/01/2024 0.01%
ALLY FINANCIAL INC 06.2500 12/01/2017 0.01%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.01%
ALPHABET INC-CL C 0.01%
ALTABA INC 0.01%
ALTRIA GROUP INC 04.0000 01/31/2024 0.01%
AMAG PHARMA INC P/P 144A 07.8750 09/01/2023 0.01%
AMAZON.COM INC 0.01%
AMC ENT HOLDIN P/P 144A 05.8750 11/15/2026 0.01%
AMC ENT HOLDIN P/P 144A 06.1250 05/15/2027 0.01%
AMERICA MOVIL SAB DE USD 06.1250 03/30/2040 0.01%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.01%
AMERICAN EXPRESS CO 04.9000 12/29/2049 0.01%
AMGEN INC 03.4500 10/01/2020 0.01%
ANHEUSER-BUSCH INBEV FIN 01.2500 01/17/2018 0.01%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 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%
ARCELORMITTAL 0.01%
ARCELORMITTAL USD 07.5000 10/15/2039 0.01%
ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 0.01%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 0.01%
ASAHI GLASS CO LTD 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
ASHTEAD CAPITAL INC P/P 144A 05.6250 10/01/2024 0.01%
ASML HOLDING NV 0.01%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.01%
ASTRAZENECA PLC USD 06.4500 09/15/2037 0.01%
AT&T INC 0.01%
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%
AVAYA INC P/P 144A 07.0000 04/01/2019 0.01%
AVAYA TLB7 L+525 06.4165 05/29/2020 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 DEL ESTADO P/P 144A 02.0000 11/09/2017 0.01%
BANK OF IRELAND 0.01%
BARCLAYS PLC USD 04.8360 05/09/2028 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BEIERSDORF AG 0.01%
BELDEN INC P/P 144A 05.5000 09/01/2022 0.01%
BERRY PLASTICS CORP 05.1250 07/15/2023 0.01%
BGC PARTNERS INC 05.1250 05/27/2021 0.01%
BIO-RAD LABORATORIES-A 0.01%
BLUE CUBE SPINCO INC 09.7500 10/15/2023 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BOARDWALK PIPELINES LP 04.4500 07/15/2027 0.01%
BOC HONG KONG HOLDINGS LTD 0.01%
BOYD GAMING CORPORATION 06.8750 05/15/2023 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%
BPCE SA P/P 144A 05.1500 07/21/2024 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.01%
BROOKFIELD RESID P/P 144A 06.5000 12/15/2020 0.01%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.01%
BSCMS 2006-PW11 B P/P 144A 05.3282 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%
CAE INC 0.01%
CAESARS GROW PROP HLD/FI 09.3750 05/01/2022 0.01%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 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 2016-C05 2M1 02.5661 01/25/2029 0.01%
CBRE SERVICES INC 04.8750 03/01/2026 0.01%
CBRE SERVICES INC 05.0000 03/15/2023 0.01%
CBRE SERVICES INC 05.2500 03/15/2025 0.01%
CBS CORP 02.9000 01/15/2027 0.01%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.01%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.01%
CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 0.01%
CDK GLOBAL INC 0.01%
CEC ENT INC 08.0000 02/15/2022 0.01%
CENOVUS ENERGY INC 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 HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CGCMT 2012-GC8 XA IO P/P 144A 02.1680 09/10/2045 0.01%
CGCMT 2014-GC19 X IO 01.3817 03/10/2047 0.01%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.01%
CGCMT 2014-GC21 X IO 01.4192 05/10/2047 0.01%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.01%
CHARTER COMM OPT LLC P/P 144A 05.3750 05/01/2047 0.01%
CHEMOURS CO 05.3750 05/15/2027 0.01%
CHEMOURS CO 06.6250 05/15/2023 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.01%
CIGNA CORP 04.5000 03/15/2021 0.01%
CIT GROUP INC. 05.0000 08/15/2022 0.01%
CITIGROUP INC 04.7500 05/18/2046 0.01%
CITIGROUP INC 05.5000 09/13/2025 0.01%
CITIGROUP INC 05.9500 12/29/2049 0.01%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.01%
COCA-COLA CO/THE 02.2500 09/01/2026 0.01%
COMCAST CORP 03.1500 03/01/2026 0.01%
COMCAST CORP 06.4500 03/15/2037 0.01%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.01%
COMM 2013-CR13 AM 04.4490 12/10/2023 0.01%
COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 0.01%
COMM 2014-CR18 C 04.8933 07/15/2047 0.01%
COMM 2014-UBS6 XA IO 01.1801 12/10/2047 0.01%
COMMONWEALTH BK AUSTR NY 01.6250 03/12/2018 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
COMPAGNIE DE SAINT-GOBAIN 0.01%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.01%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.01%
CONSTELLATION BRANDS INC 03.7000 12/06/2026 0.01%
CONTINENTAL RES 04.5000 04/15/2023 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
CORNING INC 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.01%
CREDIT SUISSE GROUP AG-REG 0.01%
CRH PLC 0.01%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.01%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.01%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.01%
CSX CORP 04.1000 03/15/2044 0.01%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.01%
CWALT 2005-27 1A1 01.5623 08/25/2035 0.01%
CYTEC INDUSTRIES INC. 03.5000 04/01/2023 0.01%
CZECHOSLOVAKIAN KORUNA CALL ACCOUNT 0.01%
DAIMLER AG-REGISTERED SHARES 0.01%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.01%
DANSKE BANK A/S 0.01%
DART GROUP PLC 0.01%
DCP MIDSTREAM OPERATING 02.7000 04/01/2019 0.01%
DCP MIDSTREAM OPERATING 03.8750 03/15/2023 0.01%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.01%
DEERE & COMPANY 02.6000 06/08/2022 0.01%
DELIVERY HERO HOLDIN P/P 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DEUTSCHE LUFTHANSA-REG 0.01%
DEUTSCHE TELEKOM AG-REG 0.01%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.01%
DIAGEO PLC 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DIAMONDBACK ENER P/P 144A 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%
DYNEGY INC 07.3750 11/01/2022 0.01%
E.I. DU PONT DE NEMOURS 01.6996 05/01/2020 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%
EASYJET PLC 0.01%
ECOLAB INC 0.01%
ELDORADO RESORTS INC 07.0000 08/01/2023 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 08.1250 09/15/2023 0.01%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 0.01%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 0.01%
ENERGY TRANSFER LP 06.1250 12/15/2045 0.01%
EPR PROPERTIES 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%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
EUR/USD 09/20/2017 BANKAM 0.01%
EURAZEO SA 0.01%
EUTELSAT COMMUNICATIONS 0.01%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.01%
EVOLUTION ESCROW P/P 144A 07.5000 03/15/2022 0.01%
EW SCRIPPS CO P/P 144A 05.1250 05/15/2025 0.01%
EXPEDIA INC 05.0000 02/15/2026 0.01%
FHR 3829 AS IO 05.7911 03/15/2041 0.01%
FIDELITY NATIONAL INFORM 05.0000 10/15/2025 0.01%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.01%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.01%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.01%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.01%
FIRST QUANTUM P/P 144A 07.0000 02/15/2021 0.01%
FISERV INC 0.01%
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%
FNMA FN30 BD0494 03.5000 07/01/2046 0.01%
FNMA FN30 BD3705 03.5000 08/01/2046 0.01%
FNMA FN30 BD6401 03.5000 09/01/2046 0.01%
FNR 2012-58 SM IO 05.2839 06/25/2042 0.01%
FNR 2013-1 MI IO 03.0000 01/25/2043 0.01%
FORTESCUE METALS GROUP LTD 0.01%
FOXTONS GROUP PLC 0.01%
FRAPORT AG FRANKFURT AIRPORT 0.01%
FREEPORT-MCMORAN INC 06.7500 02/01/2022 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
FRONTIER COMM 10.5000 09/15/2022 0.01%
FU SHOU YUAN INTERNATIONAL 0.01%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.01%
GAS NATURAL SDG SA 0.01%
GEN MOTORS FIN 03.2500 05/15/2018 0.01%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.01%
GENERAL ELECTRIC CO 04.5000 03/11/2044 0.01%
GENERAL ELECTRIC CO 05.0000 12/29/2049 0.01%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.01%
GENON AMERICAS GENR LLC 08.5000 10/01/2021 0.01%
GETTY IMAGES TLB L+350 04.7500 10/18/2019 0.01%
GLENCORE PLC 0.01%
GLP CAP LP / FIN II 04.8750 11/01/2020 0.01%
GMAC CAPITAL TRUST I PCT 06.9667 0.01%
GNMA GN30 635061 04.0000 03/15/2046 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 2013-99 AS IO 04.8378 06/20/2043 0.01%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.01%
GNR 2015-H24 BI IO 01.6131 08/20/2065 0.01%
GNR 2015-H26 EI IO 01.7165 10/20/2065 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 P/P 144A 08.0000 05/15/2022 0.01%
GREAT PLAINS ENERGY INC 0.01%
GREENCORE GROUP PLC 0.01%
GRUPO BIMBO SAB P/P 144A 03.8750 06/27/2024 0.01%
GSMS 2012-GC6 D P/P 144A 05.8407 01/10/2045 0.01%
GSMS 2013-GC10 D P/P 144A 04.5568 02/10/2046 0.01%
GSMS 2013-GC10 XA IO 01.7310 02/10/2046 0.01%
GSMS 2013-GC12 C 04.1790 06/10/2046 0.01%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.01%
HAKUHODO DY HOLDINGS INC 0.01%
HAMILTON LANE INC-CLASS A 0.01%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.01%
HARRIS CORP 0.01%
HCA INC 03.7500 03/15/2019 0.01%
HCA INC 05.0000 03/15/2024 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HCP INC 04.2500 11/15/2023 0.01%
HEALTHCARE REALTY TRUST INC 03.8750 05/01/2025 0.01%
HIGH RIDGE BRANDS CO P/P 144A 08.8750 03/15/2025 0.01%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.01%
HONEYWELL INTERNATIONAL 05.3750 03/01/2041 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%
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%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.01%
ILUKA RESOURCES LTD 0.01%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.01%
INDIAN RUPEE CALL ACCOUNT 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
INSTRUCTURE INC 0.01%
INSURANCE AUSTRALIA GROUP LTD 0.01%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.01%
INTELSAT LUXEMB USD 08.1250 06/01/2023 0.01%
INTERNATIONAL GAME TECHNOLOG 0.01%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 0.01%
INVISTA FINANCE LLC P/P 144A 04.2500 10/15/2019 0.01%
IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 0.01%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.01%
JAZZ PHARMACEUTICALS PLC 0.01%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.01%
JC PENNEY CORP INC 05.6500 06/01/2020 0.01%
JM SMUCKER CO/THE 0.01%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.01%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.01%
JPMCC 2005-LDP5 F 05.8239 12/15/2044 0.01%
JPMCC 2007-CB20 C P/P 144A 06.5329 02/12/2051 0.01%
JPMCC 2012-C8 C P/P 144A 04.7590 10/15/2045 0.01%
JPMCC 2012-LC9 D P/P 144A 04.5352 12/15/2047 0.01%
JPMCC 2012-LC9 E P/P 144A 04.5352 12/15/2047 0.01%
JPMORGAN CHASE & CO 07.9000 12/29/2049 0.01%
JPY/USD 08/16/2017 GSFX 0.01%
KENNEDY-WILSON HOLDINGS INC 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.01%
KINDER MORGAN 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 & CO LP 0.01%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.01%
KONINKLIJKE PHILIPS NV 0.01%
KRAFT HEINZ FOODS CO 06.5000 02/09/2040 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
KRATON POLYMERS P/P 144A 10.5000 04/15/2023 0.01%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.01%
LAMAR ADVERTISING CO-A 0.01%
LANDRY'S INC P/P 144A 06.7500 10/15/2024 0.01%
LANXESS AG 0.01%
LAREDO PETROLEUM INC 07.3750 05/01/2022 0.01%
LEAR CORP 05.3750 03/15/2024 0.01%
LENNAR CORP 04.7500 11/15/2022 0.01%
LINDAB INTERNATIONAL AB 0.01%
LIONS GATE ENT P/P 144A 05.8750 11/01/2024 0.01%
LLOYDS BANKING GROUP P/P 144A 06.6570 12/29/2049 0.01%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.01%
LLOYDS BANKING GROUP USD 05.3000 12/01/2045 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%
LUBRIZOL CORP 08.8750 02/01/2019 0.01%
LVMH MOET HENNESSY LOUIS VUI 0.01%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.01%
MAGNA INTERNATIONAL INC 0.01%
MARATHON PETROLEUM CORP 0.01%
MASONITE INTL C P/P 144A 05.6250 03/15/2023 0.01%
MATTAMY GROUP CORP P/P 144A 06.5000 11/15/2020 0.01%
MCDONALD'S CORP 05.7000 02/01/2039 0.01%
MERCER INTL INC USD 07.7500 12/01/2022 0.01%
MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 0.01%
METHANEX CORP USD 05.6500 12/01/2044 0.01%
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 05.8750 02/15/2022 0.01%
MICROSOFT CORP 02.4000 08/08/2026 0.01%
MICROSOFT CORP 04.2000 06/01/2019 0.01%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.01%
MITSUBISHI MATERIALS CORP 0.01%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.01%
MITSUI FUDOSAN CO LTD 0.01%
MLMI 2005-A2 A2 02.9811 02/25/2035 0.01%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.01%
MOODY'S CORPORATION P/P 144A 03.2500 01/15/2028 0.01%
MOOG INC P/P 144A 05.2500 12/01/2022 0.01%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.01%
MPLX LP 04.1250 03/01/2027 0.01%
MRAFT 2016-2 A 02.4171 03/10/2019 0.01%
MRAFT 2016-4 A1 02.3171 05/10/2019 0.01%
MSAC 2004-HE6 M1 02.0411 08/25/2034 0.01%
MSBAM 2014-C17 XA IO 01.4010 08/15/2047 0.01%
MTU AERO ENGINES AG 0.01%
MURATA MANUFACTURING CO LTD 0.01%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.01%
NABORS INDUSTRIES INC 04.6250 09/15/2021 0.01%
NATIONAL BANK OF CANADA 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NATIONWIDE MUTUAL P/P 144A 09.3750 08/15/2039 0.01%
NATIXIS 0.01%
NCHET 2003-4 M1 02.3411 10/25/2033 0.01%
NEIMAN MARCUS TL L+325 04.3387 10/25/2020 0.01%
NETAPP INC 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%
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%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.01%
NOBLE HOLDING INTL LTD USD 06.0500 03/01/2041 0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.01%
NOMAD FOODS LTD 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 05.8750 09/30/2026 0.01%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NRG ENERGY INC 07.2500 05/15/2026 0.01%
NSK LTD 0.01%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.01%
NTT DOCOMO INC 0.01%
O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
OMV AG 0.01%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.01%
OPEN TEXT CORP 0.01%
ORACLE CORP 02.5000 10/15/2022 0.01%
ORANGE SA USD 04.1250 09/14/2021 0.01%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.01%
OSHKOSH CORP 05.3750 03/01/2022 0.01%
PACIFIC GAS & ELECTRIC 06.0500 03/01/2034 0.01%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.01%
PANASONIC CORP 0.01%
PARK-OHIO IND INC P/P 144A 06.6250 04/15/2027 0.01%
PAYCHEX INC 0.01%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.01%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.01%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.01%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.01%
PETROBRAS GLOBAL FINANCE USD 08.3750 05/23/2021 0.01%
PETROLEO BRASIL-SP PREF ADR 0.01%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.01%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.01%
PETROLEOS MEXICANOS USD 05.6250 01/23/2046 0.01%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.01%
PHILLIPS 66 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.01%
PRECISION DRILLING C P/P 144A 07.7500 12/15/2023 0.01%
PRICELINE GROUP INC/THE 0.01%
PRIMERICA INC 04.7500 07/15/2022 0.01%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.01%
PROXIMUS 0.01%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.01%
PRUDENTIAL FINANCIAL INC 08.8750 06/15/2038 0.01%
PULTEGROUP INC. 07.8750 06/15/2032 0.01%
QVC INC 04.8500 04/01/2024 0.01%
REP OF ARGENTINA USD 06.6250 07/06/2028 0.01%
REP OF ARGENTINA USD 07.1250 07/06/2036 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%
REPUBLIC SERVICES INC 0.01%
REVLON CONS TLB L+350 04.5438 09/07/2023 0.01%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.01%
REVLON CONSUMER PRODS 05.7500 02/15/2021 0.01%
REYNOLDS GRP ISS/REY P/P 144A 07.0000 07/15/2024 0.01%
RHEINMETALL AG 0.01%
RIB SOFTWARE SE 0.01%
RIO TINTO LTD 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%
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%
RPC GROUP PLC 0.01%
RWE AG 0.01%
S&P GLOBAL INC 02.9500 01/22/2027 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 LIQUEFAC 05.8750 06/30/2026 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 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 01.3761 04/25/2036 0.01%
SBERBANK (SB CAP SA) P/P 144A 06.1250 02/07/2022 0.01%
SCHAEFFLER VERWA P/P 144A 04.7500 09/15/2026 0.01%
SCIENTIFIC GAMES INT P/P 144A 07.0000 01/01/2022 0.01%
SCOR SE 0.01%
SEALED AIR CORP P/P 144A 06.8750 07/15/2033 0.01%
SEK/USD 09/20/2017 JPMCB 0.01%
SEK/USD 09/20/2017 SSBT 0.01%
SEMGROUP CORP P/P 144A 06.3750 03/15/2025 0.01%
SERVICE CORP INTL 05.3750 01/15/2022 0.01%
SEVEN & I HOLDINGS CO LTD 0.01%
SEVEN GENS ENER P/P 144A 08.2500 05/15/2020 0.01%
SFR GROUP SA P/P 144A 07.3750 05/01/2026 0.01%
SHELF DRILL HOLD LTD P/P 144A 09.5000 11/02/2020 0.01%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 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 05.5000 04/15/2027 0.01%
SKANDINAVISKA ENSKILDA BAN-A 0.01%
SM ENERGY CO 06.1250 11/15/2022 0.01%
SM ENERGY CO 06.5000 11/15/2021 0.01%
SM ENERGY CO 06.7500 09/15/2026 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SOCIETE GENERALE USD 02.7500 10/12/2017 0.01%
SODICK CO LTD 0.01%
SOUTHERN STAR CENT P/P 144A 05.1250 07/15/2022 0.01%
SPARK NEW ZEALAND LTD 0.01%
SSE PLC 0.01%
STACR 2015-HQ1 M2 03.4161 03/25/2025 0.01%
STACR 2016-DNA2 M1 02.4661 10/25/2028 0.01%
STACR 2016-DNA2 M3 05.8661 10/25/2028 0.01%
STACR 2016-HQA2 M1 02.4161 11/25/2028 0.01%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 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%
SUMITOMO WAREHOUSE CO LTD 0.01%
SUNNY FRIEND ENVIRONMENTAL T 0.01%
SUPERIOR ENERGY SERVICES INC 0.01%
SWEDBANK AB - A SHARES 0.01%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.01%
T-MOBILE USA INC 05.3750 04/15/2027 0.01%
T-MOBILE USA INC 06.1250 01/15/2022 0.01%
TARGA RES PRTNRS P/P 144A 05.3750 02/01/2027 0.01%
TARO PHARMACEUTICAL INDUS 0.01%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.01%
TELECOM ITALIA-RSP 0.01%
TELEFONICA EMISIONES SAU USD 07.0450 06/20/2036 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 06.2500 11/01/2018 0.01%
TENET HEALTHCARE COR 04.7456 06/15/2020 0.01%
TEVA PHARMACEUTICALS NE USD 03.1500 10/01/2026 0.01%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.01%
TIME WARNER INC 02.9500 07/15/2026 0.01%
TMS INTL CORP P/P 144A 07.6250 10/15/2021 0.01%
TOKYO ELECTRON LTD 0.01%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
TRANSDIGM INC 06.5000 07/15/2024 0.01%
TRAVELERS PPTY CASUALTY 07.7500 04/15/2026 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.01%
TURKEY GOVERNMENT BOND TRY 11.0000 03/02/2022 0.01%
TYSON FOODS INC 04.8750 08/15/2034 0.01%
TYSON FOODS INC 05.1500 08/15/2044 0.01%
UBI SOFT ENTERTA 0.01%
UBS GROUP AG REGS 06.8750 12/29/2049 0.01%
UBS GROUP AG-REG 0.01%
UBSBB 2012-C3 C P/P 144A 05.1915 08/10/2049 0.01%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.01%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.01%
UNITED TECHNOLOGIES CORP 04.5000 06/01/2042 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 05.3750 03/15/2020 0.01%
VALEANT PHARMA P/P 144A 05.8750 05/15/2023 0.01%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.01%
VALEANT PHARMA P/P 144A 07.0000 03/15/2024 0.01%
VALERO ENERGY PARTNERS 04.3750 12/15/2026 0.01%
VENATOR FIN SARL/VEN P/P 144A 05.7500 07/15/2025 0.01%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.01%
VIACOM INC 04.5000 03/01/2021 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
VNESHECONOMBANK(VEB) P/P 144A 05.9420 11/21/2023 0.01%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.01%
WAMU 2005-AR13 A1C3 01.7061 10/25/2045 0.01%
WBCMT 2005-C21 D 05.4679 10/15/2044 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%
WEST CORP P/P 144A 05.3750 07/15/2022 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 04.4307 07/15/2046 0.01%
WFRBS 2011-C5 C P/P 144A 05.8613 11/15/2044 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.7944 12/15/2045 0.01%
WFRBS 2012-C9 XB IO P/P 144A 00.8639 11/15/2045 0.01%
WFRBS 2013-C15 C 04.6285 08/15/2046 0.01%
WFRBS 2013-C15 D P/P 144A 04.6285 08/15/2046 0.01%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.01%
WIDEOPENWEST FIN 10.2500 07/15/2019 0.01%
WILLIAMS PARTNERS L.P. 04.8750 03/15/2024 0.01%
WINDSTREAM SERVICES LLC 06.3750 08/01/2023 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
WOLSELEY PLC 0.01%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.01%
WPX ENERGY INC 06.0000 01/15/2022 0.01%
WPX ENERGY INC 07.5000 08/01/2020 0.01%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.01%
WYNDHAM WORLDWIDE CORP 05.6250 03/01/2021 0.01%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.01%
YAMAHA MOTOR CO LTD 0.01%
ZEE ENTERTAINMENT ENTERPRISE 0.01%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.01%
ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 0.01%
ZF NA CAPITAL P/P 144A 04.7500 04/29/2025 0.01%
1.60431 R ISWP USL3M P 07/05/2019 0.00%
1.6076 R ISWP USL3M P 07/05/2019 0.00%
1.70 R ISWP FWD USL3M P 09/20/2019 0.00%
1.90 R ISWP FWD USL3M P 09/20/2022 0.00%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
1011778 BC / NEW RED P/P 144A 06.0000 04/01/2022 0.00%
2.1965 R ISWP USL3M P 06/30/2027 0.00%
2.45 R ISWP FWD USL3M P 09/20/2047 0.00%
ABBVIE INC 03.6000 05/14/2025 0.00%
ACC CLAIMS HOLDING LLC CLASS A 0.00%
AES CORP/VA 04.8750 05/15/2023 0.00%
AES CORP/VA 08.0000 06/01/2020 0.00%
AGRIUM INC USD 05.2500 01/15/2045 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
ALLY FINANCIAL INC 08.0000 12/31/2018 0.00%
ALPINE FIN MERGER P/P 144A 06.8750 08/01/2025 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%
ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.00%
AUD/USD 07/19/2017 BANKAM 0.00%
AUD/USD 07/19/2017 BCAP-FX 0.00%
AUD/USD 07/19/2017 CITI 0.00%
AUD/USD 07/19/2017 CSI-FX 0.00%
AUD/USD 07/19/2017 GSFX 0.00%
AUD/USD 07/19/2017 JPMCB 0.00%
AUD/USD 07/19/2017 RBSF 0.00%
AUD/USD 07/19/2017 SSBT 0.00%
AUD/USD 07/19/2017 UBS 0.00%
AUD/USD 07/19/2017 WPAC 0.00%
AUSTRALIAN DOLLAR ACCOUNT 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
BACM 2004-4 XC IO P/P 144A 00.0187 07/10/2042 0.00%
BACM 2004-5 XC IO P/P 144A 00.5649 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 00.4118 01/15/2049 0.00%
BACM 2007-5 XW IO P/P 144A 00.4072 02/10/2051 0.00%
BANK LEUMI LE-ISRAEL 0.00%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BAYTEX ENERGY CORP P/P 144A 05.1250 06/01/2021 0.00%
BELDEN INC P/P 144A 05.2500 07/15/2024 0.00%
BERKELEY GROUP HOLDINGS/THE 0.00%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.00%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.00%
BERRY GLOBAL GROUP INC 0.00%
BERRY PLASTICS CORP 05.5000 05/15/2022 0.00%
BERRY PLASTICS ESCRO 06.0000 10/15/2022 0.00%
BNP PARIBAS USD 02.3750 09/14/2017 0.00%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.00%
BON-TON DEPT STORES 08.0000 06/15/2021 0.00%
BOYD GAMING CORP 06.3750 04/01/2026 0.00%
BRAZILIAN REAL CALL ACCOUNT 0.00%
BROADRIDGE FINANCIAL SOLUTIO 0.00%
BSCMS 04-PR3I X1 IO 00.2437 02/11/2041 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.5676 12/11/2038 0.00%
BSCMS 2006-PW11 C P/P 144A 05.3282 03/11/2039 0.00%
BURLINGTN NORTH SANTA FE 05.4000 06/01/2041 0.00%
BURLINGTN NORTH SANTA FE 05.7500 05/01/2040 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 07/19/2017 BANKAM 0.00%
CAD/USD 07/19/2017 CITI 0.00%
CAD/USD 07/19/2017 HSBCB 0.00%
CAD/USD 07/19/2017 JPMCB 0.00%
CAD/USD 07/19/2017 RBSF 0.00%
CAD/USD 07/19/2017 SSBT 0.00%
CAD/USD 07/19/2017 UBS 0.00%
CAD/USD 07/19/2017 WPAC 0.00%
CALATLANTIC GROUP INC 05.8750 11/15/2024 0.00%
CALATLANTIC GROUP INC. 06.2500 12/15/2021 0.00%
CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 0.00%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CALPINE CORP P/P 144A 06.0000 01/15/2022 0.00%
CANADIAN DOLLAR ACCOUNT 0.00%
CANON INC ORD JAPAN 0.00%
CAS 2014-C03 2M1 02.4161 07/25/2024 0.00%
CAS 2015-C03 2M2 06.2161 07/25/2025 0.00%
CAS 2016-C06 1M2 05.4661 04/25/2029 0.00%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.00%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.00%
CCM MERGER INC P/P 144A 06.0000 03/15/2022 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.00%
CD 2007-CD4 XW IO P/P 144A 00.7442 12/11/2049 0.00%
CENTENE CORP 04.7500 01/15/2025 0.00%
CENTURYLINK INC 05.6250 04/01/2020 0.00%
CFCRE 2011-C1 E P/P 144A 06.2810 04/15/2044 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.6258 10/15/2049 0.00%
CHECK POINT SOFTWARE TECH 0.00%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.00%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 06/15/2027 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHF/USD 09/20/2017 BCAP-FX 0.00%
CHF/USD 09/20/2017 CSI-FX 0.00%
CHF/USD 09/20/2017 GSFX 0.00%
CHS/COMMUNITY HEALTH 08.0000 11/15/2019 0.00%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.00%
CHS/COMMUNITY HEALTH SYS 07.1250 07/15/2020 0.00%
CINEMARK USA INC 04.8750 06/01/2023 0.00%
CINEMARK USA INC 05.1250 12/15/2022 0.00%
CIT GROUP INC 03.8750 02/19/2019 0.00%
CIT GROUP INC 05.0000 08/01/2023 0.00%
CIT GROUP INC P/P 144A 05.5000 02/15/2019 0.00%
CITIGROUP INC 05.8750 12/29/2049 0.00%
CITIGROUP INC 05.9000 12/29/2049 0.00%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 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 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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.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 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.00%
COMCAST CORP 02.3500 01/15/2027 0.00%
COMCAST CORP 06.5000 11/15/2035 0.00%
COMM 2006-C8 XS IO P/P 144A 00.8251 12/10/2046 0.00%
COMMERCEHUB INC-SERIES C 0.00%
CONCORDIA INTL P/P 144A 07.0000 04/15/2023 0.00%
CONCORDIA INTL P/P 144A 09.0000 04/01/2022 0.00%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.00%
CONTINENTAL RESOURCES 05.0000 09/15/2022 0.00%
CORPORATE OFFICE PROPERTIES 0.00%
CPG INTL TL L+375 04.8968 05/03/2024 0.00%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.00%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.00%
CROWN CASTLE INTL CORP 04.4500 02/15/2026 0.00%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.00%
CSFB 1998-C1 F P/P 144A 06.0000 05/17/2040 0.00%
CSFB 2003-C3 AX IO P/P 144A 02.2518 05/15/2038 0.00%
CSMC 2007-C1 AX IO P/P 144A 00.7585 02/15/2040 0.00%
CSMC 2007-C2 AX IO P/P 144A 00.1133 01/15/2049 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.00%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.00%
DFC FINANCE CORP P/P 144A 10.5000 06/15/2020 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 05.8750 06/15/2021 0.00%
DIAMONDBACK ENER P/P 144A 04.7500 11/01/2024 0.00%
DKK/USD 09/20/2017 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%
DYNEGY INC. 06.7500 11/01/2019 0.00%
EAGLE HLDG CO II LLC P/P 144A 07.6250 05/15/2022 0.00%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.00%
ELDORADO RESORTS INC P/P 144A 06.0000 04/01/2025 0.00%
EMPIRE STATE REALTY TRUST-A 0.00%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.00%
ENERGY TRANSFER LP 05.2000 02/01/2022 0.00%
ENERGY TRANSFER LP 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%
EQT MIDSTREAM PARTNERS L 04.0000 08/01/2024 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 09/20/2017 BCAP-FX 0.00%
EUR/USD 09/20/2017 CITI 0.00%
EUR/USD 09/20/2017 CSI-FX 0.00%
EUR/USD 09/20/2017 GSFX 0.00%
EUR/USD 09/20/2017 HSBCB 0.00%
EUR/USD 09/20/2017 JPMCB 0.00%
EUR/USD 09/20/2017 RBSF 0.00%
EUR/USD 09/20/2017 SSBT 0.00%
EUR/USD 09/20/2017 UBS 0.00%
EUR/USD 09/20/2017 WPAC 0.00%
FABFURNISH GMBH P/P 0.00%
FEDEX CORP 02.6250 08/01/2022 0.00%
FERRARI NV 0.00%
FHR 1208 F PO 00.0000 02/15/2022 0.00%
FHR 2990 LB 13.9837 06/15/2034 0.00%
FHR 3065 DC 16.3833 03/15/2035 0.00%
FHR 3072 SM 04.2533 11/15/2035 0.00%
FHR 3249 PS 18.4507 12/15/2036 0.00%
FHR 3326 WF 00.0000 10/15/2035 0.00%
FLR USL3M 6.00 03/07/2018 JP 0.00%
FNMA FN30 935058 04.5000 04/01/2039 0.00%
FNMA FN30 971053 04.5000 02/01/2039 0.00%
FNMA FN30 BD3718 03.5000 08/01/2046 0.00%
FNR 2001-50 BI IO 00.4044 10/25/2041 0.00%
FNR 2001-79 BI IO 00.2986 03/25/2045 0.00%
FNR 2003-34 P1 PO 00.0000 04/25/2043 0.00%
FNR 2005-75 GS 16.6017 08/25/2035 0.00%
FNR 2006-62 PS 32.6033 07/25/2036 0.00%
FNR 2006-8 HP 20.1076 03/25/2036 0.00%
FNR 2007-53 SP 19.7409 06/25/2037 0.00%
FNW 2002-W8 IO1 IO 00.3023 06/25/2042 0.00%
FREEPORT-MCMORAN COPPER & GOL 03.5500 03/01/2022 0.00%
FRONTIER COMM 11.0000 09/15/2025 0.00%
FRONTIER COMMUNICATIONS 07.6250 04/15/2024 0.00%
FTS INTL INC P/P 144A 08.7456 06/15/2020 0.00%
GATES GLOBAL TLB L+325 04.4076 03/31/2024 0.00%
GBP/USD 09/20/2017 BANKAM 0.00%
GBP/USD 09/20/2017 JPMCB 0.00%
GBP/USD 09/20/2017 SSBT 0.00%
GECMC 2005-C3 XC IO P/P 144A 00.1102 07/10/2045 0.00%
GECMC 2007-C1 XC IO P/P 144A 00.4368 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%
GENON ENERGY INC. 09.8750 10/15/2020 0.00%
GENPACT LTD 0.00%
GLOBAL FASHION GRP P/P 0.00%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.00%
GMACC 1997-C1 X IO 01.6002 07/15/2029 0.00%
GMACC 2005-C1 X1 IO P/P 144A 00.7828 05/10/2043 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 2011-18 PI IO 04.5000 08/20/2040 0.00%
GRAHAM HOLDINGS CO-CLASS B 0.00%
GRINDING MEDIA/M P/P 144A 07.3750 12/15/2023 0.00%
GSMS 2006-GG6 XC IO P/P 144A 00.0000 04/10/2038 0.00%
HALCON RESOURCES COR P/P 144A 12.0000 02/15/2022 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HALYARD HEALTH INC 06.2500 10/15/2022 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HEICO CORP 0.00%
HESS CORP 07.3000 08/15/2031 0.00%
HKD/USD 08/16/2017 BANKAM 0.00%
HONEYWELL INTERNATIONAL 04.2500 03/01/2021 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%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.00%
INR/USD 08/16/2017 BANKAM 0.00%
INR/USD 08/16/2017 GSFX 0.00%
INTELSAT CONNECT FIN P/P 144A 12.5000 04/01/2022 0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 0.00%
INTELSAT JACKSON HLDG USD 07.5000 04/01/2021 0.00%
INTELSAT LUXEMB USD 07.7500 06/01/2021 0.00%
INTERCONTINENTAL EXCHANGE IN 0.00%
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 06.0000 10/01/2020 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
ISTAR INC. 05.0000 07/01/2019 0.00%
ITAUSA-INVESTIMENTOS ITAU SA 0.00%
JABIL INC 08.2500 03/15/2018 0.00%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
JAPANESE YEN CALL ACCOUNT 0.00%
JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 0.00%
JPMCC 05-CB12 X1 IO P/P 144A 00.4325 09/12/2037 0.00%
JPMCC 2004-LN2 A2 05.1150 07/15/2041 0.00%
JPMCC 2006-CB17 X IO 00.8516 12/12/2043 0.00%
JPMCC 2006-LDP8 B 05.5200 05/15/2045 0.00%
JPMCC 2006-LDP8 X IO 00.5336 05/15/2045 0.00%
JPMCC 2007-LDPX X IO 00.3153 01/15/2049 0.00%
JPMORGAN CHASE & CO 04.1250 12/15/2026 0.00%
JPY/USD 08/16/2017 BANKAM 0.00%
JPY/USD 08/16/2017 BCAP-FX 0.00%
JPY/USD 08/16/2017 CITI 0.00%
JPY/USD 08/16/2017 CSI-FX 0.00%
JPY/USD 08/16/2017 JPMCB 0.00%
JPY/USD 08/16/2017 RBSF 0.00%
JPY/USD 08/16/2017 SSBT 0.00%
JPY/USD 08/16/2017 UBS 0.00%
KEC INTERNATIONAL LTD 0.00%
KENYA SHILLING CALL ACCOUNT 0.00%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.00%
KOREAN WON CALL ACCOUNT 0.00%
LAMAR MEDIA CORP 05.3750 01/15/2024 0.00%
LAMAR MEDIA CORP 05.8750 02/01/2022 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LAREDO PETROLEUM INC 05.6250 01/15/2022 0.00%
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 00.4815 11/15/2040 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.6239 09/15/2039 0.00%
LBUBS 2007-C2 XW IO 00.4577 02/15/2040 0.00%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.00%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.00%
MARRIOTT INTERNATIONAL -CL A 0.00%
MATAHARI DEPARTMENT STORE TB 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%
MCDONALD'S CORP 06.3000 10/15/2037 0.00%
MEDTRONIC INC 03.5000 03/15/2025 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 06.5000 01/15/2025 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MERCER INTL INC P/P 144A 06.5000 02/01/2024 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
MEZZ 2005-C3 X IO P/P 144A 07.1563 05/15/2044 0.00%
MEZZ 2006-C4 X IO P/P 144A 03.3714 07/15/2045 0.00%
MGM RESORTS INTL 05.2500 03/31/2020 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 SEP17 MFSU7 0.00%
MLMT 2004-KEY2 XC IO P/P 144A 00.6797 08/12/2039 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0052 06/12/2043 0.00%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.00%
MSC 2007-HQ11 AJ 05.5080 02/12/2044 0.00%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.00%
MSRR 2015-R4 CB1 00.5977 08/26/2047 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 AS P/P 0.00%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.00%
NEW MIDDLE EAST OTHE P/P 0.00%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.00%
NEWS CORP - CLASS B 0.00%
NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 09/20/2017 BANKAM 0.00%
NOK/USD 09/20/2017 CITI 0.00%
NOK/USD 09/20/2017 GSFX 0.00%
NOK/USD 09/20/2017 JPMCB 0.00%
NOK/USD 09/20/2017 RBSF 0.00%
NOK/USD 09/20/2017 SSBT 0.00%
NOK/USD 09/20/2017 UBS 0.00%
NRG ENERGY INC 07.8750 05/15/2021 0.00%
NZD/USD 07/19/2017 BANKAM 0.00%
NZD/USD 07/19/2017 BCAP-FX 0.00%
NZD/USD 07/19/2017 CSI-FX 0.00%
NZD/USD 07/19/2017 GSFX 0.00%
NZD/USD 07/19/2017 HSBCB 0.00%
NZD/USD 07/19/2017 JPMCB 0.00%
NZD/USD 07/19/2017 RBSF 0.00%
NZD/USD 07/19/2017 SSBT 0.00%
NZD/USD 07/19/2017 UBS 0.00%
NZD/USD 07/19/2017 WPAC 0.00%
O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 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%
ONEMAIN FIN HLDG INC P/P 144A 06.7500 12/15/2019 0.00%
ONEMAIN FIN HLDG INC P/P 144A 07.2500 12/15/2021 0.00%
PACTIV LLC 08.3750 04/15/2027 0.00%
PARSLEY ENERGY P/P 144A 05.3750 01/15/2025 0.00%
PCCW LTD 0.00%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.00%
PEPSICO INC 03.4500 10/06/2046 0.00%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.00%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PETSMART INC TLB L+300 04.2460 03/11/2022 0.00%
PILGRIM'S PRIDE CORP P/P 144A 05.7500 03/15/2025 0.00%
PLATFORM SPECIALTY P P/P 144A 10.3750 05/01/2021 0.00%
POUND STERLING CALL ACCOUNT 0.00%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
PRECISION DRILL USD 05.2500 11/15/2024 0.00%
PRESTIGE BRANDS INC P/P 144A 05.3750 12/15/2021 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%
RETAIL PROPERTIES OF AME - A 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
S&P MID 400 EMINI SEP17 FAU7 0.00%
S&P500 EMINI FUT SEP17 ESU7 0.00%
SANDRIDGE ENERGY INC 0.00%
SCIENTIFIC GAMES INTERNA 06.2500 09/01/2020 0.00%
SEALED AIR CORP P/P 144A 05.1250 12/01/2024 0.00%
SEALED AIR CORP P/P 144A 05.5000 09/15/2025 0.00%
SEK/USD 09/20/2017 BANKAM 0.00%
SEK/USD 09/20/2017 CITI 0.00%
SEK/USD 09/20/2017 CSI-FX 0.00%
SEK/USD 09/20/2017 GSFX 0.00%
SEK/USD 09/20/2017 RBSF 0.00%
SEK/USD 09/20/2017 UBS 0.00%
SELECT INCOME REIT 02.8500 02/01/2018 0.00%
SELECT INCOME REIT 03.6000 02/01/2020 0.00%
SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 0.00%
SFR GROUP SA 0.00%
SGD/USD 08/16/2017 BANKAM 0.00%
SGD/USD 08/16/2017 HSBCB 0.00%
SGD/USD 08/16/2017 JPMCB 0.00%
SGD/USD 08/16/2017 SSBT 0.00%
SHAW COMMUNICATIONS INC-B 0.00%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.00%
SM ENERGY CO 05.0000 01/15/2024 0.00%
SM ENERGY CO 06.5000 01/01/2023 0.00%
SONOCO PRODUCTS CO 0.00%
SOUTHERN CO/THE 0.00%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022 0.00%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.00%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.00%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
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%
STACR 2014-DN3 M2 03.6161 08/25/2024 0.00%
STACR 2014-HQ3 M2 03.8661 10/25/2024 0.00%
STATOIL ASA USD 05.1000 08/17/2040 0.00%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC 06.3750 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 P/P 144A 05.1250 02/01/2025 0.00%
TAYLOR MORRISON COMM P/P 144A 05.2500 04/15/2021 0.00%
TAYLOR MORRISON P/P 144A 05.6250 03/01/2024 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TECK RESOURCES LIMITED USD 04.7500 01/15/2022 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TENET HEALTHCARE 04.7500 06/01/2020 0.00%
TENNANT CO P/P 144A 05.6250 05/01/2025 0.00%
TENNECO INC 05.0000 07/15/2026 0.00%
TERVITA CORP CLASS A 0.00%
TESORO LOGISTICS LP/CORP 05.2500 01/15/2025 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 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 SEP17 TPU7 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRONOX FINANCE LLC 06.3750 08/15/2020 0.00%
TRW AUTOMOTIVE INC P/P 144A 04.5000 03/01/2021 0.00%
TRY/USD 09/20/2017 RBSF 0.00%
TRY/USD 09/20/2017 UBS 0.00%
TWD/USD 08/16/2017 CITI 0.00%
TWENTY-FIRST CENTURY FOX-A 0.00%
TXU TCEH RIGHTS 0.00%
UNILEVER PLC 0.00%
UNITEDHEALTH GROUP INC 04.6250 11/15/2041 0.00%
US 10YR NOTE (CBT)SEP17 TYU7 0.00%
US 10YR ULTRA FUT SEP17 UXYU7 0.00%
US 2YR NOTE (CBT) SEP17 TUU7 0.00%
US 5YR NOTE (CBT) SEP17 FVU7 0.00%
US CONCRETE INC P/P 144A 06.3750 06/01/2024 0.00%
US FOODS HOLDING CORP 0.00%
US LONG BOND(CBT) SEP17 USU7 0.00%
US ULTRA BOND CBT SEP17 WNU7 0.00%
USD/CNH PUT 6.60 20171006 GSFX 0.00%
USD/CNH PUT 6.60 20171013 BANKAM 0.00%
USD/CNH PUT 6.70 20171006 GSFX 0.00%
USD/CNH PUT 6.70 20171013 BANKAM 0.00%
USD/JPY PUT 103.00 20171106 BANKAM 0.00%
USD/JPY PUT 107.00 20171106 BANKAM 0.00%
VALEANT PHARMA P/P 144A 05.6250 12/01/2021 0.00%
VALEANT PHARMA P/P 144A 06.5000 03/15/2022 0.00%
VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 0.00%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.00%
VIVA ENERGY REIT 0.00%
VULCAN MATERIALS COMPANY 04.5000 04/01/2025 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%
WAMU 2005-AR19 A1C3 01.7161 12/25/2045 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 00.0662 06/15/2045 0.00%
WBCMT 2006-C29 IO IO 00.4944 11/15/2048 0.00%
WBCMT 2007-C34 IO IO 00.4614 05/15/2046 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEATHERFORD BERMUDA P/P 144A 09.8750 02/15/2024 0.00%
WFRBS 2013-C12 XA IO P/P 144A 01.5119 03/15/2048 0.00%
WFRBS 2014-C19 D P/P 144A 04.2340 03/15/2047 0.00%
WILLIAMS COS INC 07.7500 06/15/2031 0.00%
WORLD FUEL SERVICES CORP 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%
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%
HUNGARIAN FORINT CALL ACCOUNT -0.01%
NZD/USD 07/19/2017 CITI -0.01%
SOUTH AFRICAN RAND CALL ACCOUNT -0.02%
UAE DIRHAM CALL ACCOUNT -0.02%
RU10INTR P USL3M R 11/27/17 CI -0.06%
CGPUTQL2 R USL3M P 12/01/17 CI -0.07%
FNMA FN30 TBA 03.5000 07/01/2047 -0.08%

Prior top 10 holdings

Top 10 holdings as of 09/30/17
Apple
Microsoft
Alphabet
JPMorgan Chase
Johnson & Johnson
Citigroup
UnitedHealth Group
Verizon
Gnma Gii30 Ma4652 03.5000 08/20/2047
Gilead Sciences
Holdings represent 12.84% of portfolio
Top 10 holdings as of 08/31/17
Apple
Microsoft
Alphabet
JPMorgan Chase
Johnson & Johnson
Citigroup
UnitedHealth Group
Gnma Gii30 Ma4652 03.5000 08/20/2047
Verizon
Gilead Sciences
Holdings represent 13.09% of portfolio
Top 10 holdings as of 07/31/17
Apple
Microsoft
Alphabet
JPMorgan Chase
Johnson & Johnson
Citigroup
Gnma Gii30 Ma4321 03.5000 03/20/2047
UnitedHealth Group
Verizon
Gilead Sciences
Holdings represent 12.81% of portfolio
Top 10 holdings as of 06/30/17
Apple
Alphabet
Microsoft
JPMorgan Chase
Johnson & Johnson
Citigroup
Gnma Gii30 Ma4321 03.5000 03/20/2047
UnitedHealth Group
Verizon
Gilead Sciences
Holdings represent 12.72% of portfolio

Portfolio composition as of 09/30/17

U.S. large-cap equity 43.03%
U.S. small- and mid-cap equity 17.56%
International equity 17.46%
U.S. Investment-grade bonds 10.78%
Emerging-markets equity 5.62%
U.S. money markets 2.84%
U.S. High-yield bonds 2.71%

Fixed income statistics as of 09/30/17

Average effective maturity 5.28 yrs.
Average effective duration 0.69 yrs.

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

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


Expenses

Expense ratio

Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
Total expense ratio 1.11% 1.86% 1.86% 1.61% 1.36% 0.82% 0.72% 0.86%
What you pay 1.11% 1.86% 1.86% 1.61% 1.36% 0.82% 0.72% 0.86%

Sales charge

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

CDSC

  Class A (sales for $1,000,000+) Class B Class C Class M Class R Class R5 Class R6 Class Y
0 to 9 mts. 1.00% 5.00% 1.00% -- -- -- -- --
9 to 12 mts. 0.00% 5.00% 1.00% -- -- -- -- --
2 yrs. -- 4.00% 0.00% -- -- -- -- --
3 yrs. -- 3.00% 0.00% -- -- -- -- --
4 yrs. -- 3.00% 0.00% -- -- -- -- --
5 yrs. -- 2.00% 0.00% -- -- -- -- --
6 yrs. -- 1.00% 0.00% -- -- -- -- --
7+ yrs. -- 0.00% 0.00% -- -- -- -- --

The Russell 3000 Index is an unmanaged index of the 3,000 largest U.S. companies. You cannot invest directly in an index.

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

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