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Dynamic Asset Allocation Balanced Fund (Class Y)  (PABYX)

A globally diversified fund pursuing a balance of growth and income

Dynamic Asset Allocation Balanced Fund received an  Overall Morningstar Rating  of  

Highlights

Objective

The fund seeks total return.

Strategy and process

  • Global benchmark: The fund starts with a globally diversified benchmark with more efficient exposures relative to a typical 60/40 benchmark.
  • Tactical flexibility: The managers have the ability to tilt overall equity and fixed-income allocations +/-15% and shift exposures within each asset class.
  • Active implementation: Managers proactively research and determine the most efficient implementation for each asset class.

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $14.39
0.91% | $0.13
$15.77
08/29/18
$12.63
12/24/18
Historical fund price

Consistency of positive performance over five years

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

Performance shown 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 click on the performance tab.

17.79%

Best 5-year annualized return

(for period ending 12/31/99)


-3.21%

Worst 5-year annualized return

(for period ending 03/31/09)


6.84%

Average 5-year annualized return


Fund facts as of 07/31/19

Total net assets
$2,784.38M
Turnover (fiscal year end)
129%
Dividend frequency (view rate)
Quarterly
Number of holdings
1792
Fiscal year-end
September
CUSIP / Fund code
746444884 / 1841
Inception date
07/05/94
Category
Asset Allocation
Open to new investors
Ticker
PABYX

Management team

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


Manager commentary | Q2 2019

Growth expectations ease

Jason Vaillancourt, Co-Head of Global Asset Allocation, discusses trends in growth and earnings expectations.


Literature


Actively targeting inflation risk for retirement savers
We explain why a dynamic approach to hedging inflation risk in a target-date fund may be a better way to protect a retirement nest egg.
Market volatility returns to "old" normal
Our outlook for stock market volatility sees the levels reached in 2018 continuing, in part because these levels were close to the long-term norm.
Calibrate equity allocations with higher savings rates
Evidence of higher savings rates by plan participants make it reasonable to consider lower equity allocations across the glide path of target-date funds.

Performance

  • Total return (%) as of 06/30/19

  • Annual performance as of 06/30/19

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

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 4.60% 8.40% 6.07% 10.37%
After sales charge N/A N/A N/A N/A
Russell 3000 Index 8.98%14.02%10.19%14.67%
Putnam Balanced Blended Benchmark 8.16%9.22%6.75%10.03%

Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Multi-Asset Absolute Return Fund, 4.00% and 3.25% for income funds and 2.25% and 0.75% for Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund, respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, which is 3% in the first year, declining to 1% in the fourth year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A and M shares of Putnam money market funds have no initial sales charge. For a portion of the periods, some funds had expense limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.

Performance snapshot

  Before sales charge After sales charge
1 mt. as of 07/31/19 0.55% -
YTD as of 08/16/19 10.93% -

Yield

Distribution rate before sales charge
as of 08/16/19
2.20%
Distribution rate after sales charge
as of 08/16/19
2.20%
30-day SEC yield as of 07/31/19 1.99%

Risk-adjusted performance as of 07/31/19

Sharpe ratio (3 yrs.) 0.77

Volatility as of 07/31/19

Standard deviation (3 yrs.) 7.95%

Lipper rankings as of 07/31/19

Time period Rank/Funds in category Percentile ranking
1 yr. 464/601 78%
3 yrs. 91/538 17%
5 yrs. 53/485 11%
10 yrs. 14/363 4%
Lipper category: Mixed-Asset Target Alloc Moderate Funds

Morningstar Ratings as of 07/31/19

Time period Funds in category Morningstar Rating
Overall 666
3 yrs. 666
5 yrs. 585
10 yrs. 431
Morningstar category: Allocation--50% to 70% Equity

Distributions

Record/Ex dividend date 06/18/19
Payable date 06/20/19
Income $0.079
Extra income --
Short-term cap. gain --
Long-term cap. gain --

Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.

The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.

The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.


Compare

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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.


Holdings

Top 10 holdings as of 07/31/19

Gnma Gii30 Ma4652 03.5000 08/20/2047 1.90%
Fhlmc Fh30g G08814 04.0000 05/01/2048 1.44%
Fnma Fn30 Ma3563 Umbs 04.0000 01/01/2049 1.30%
Fnma Fn15 Tba Umbs 03.0000 08/01/2034 1.28%
Fnma Fn30 Tba Umbs 04.0000 08/01/2049 0.89%
Fnma Fn30 Tba Umbs 06.0000 08/01/2049 0.43%
Fnma Fn30 Ma2737 03.0000 09/01/2046 0.36%
Gnma Gii30 Ma4837 03.5000 11/20/2047 0.35%
Fnma Fn30 Bm5024 UMBS 03.0000 11/01/2048 0.32%
Gnma Gii30 Ma4586 03.5000 07/20/2047 0.31%
Top 10 holdings, percent of portfolio 8.58%

Full portfolio holdings as of 06/30/19

CGPUTQL2 R US0003M P 11/26/19 CI 5.02%
US 5YR NOTE (CBT) SEP19 FVU9 4.72%
E-MINI RUSS 2000 SEP19 RTYU9 4.06%
US 2YR NOTE (CBT) SEP19 TUU9 3.91%
US ULTRA BOND CBT SEP19 WNU9 2.11%
GNMA GII30 MA4652 03.5000 08/20/2047 1.92%
ALPHABET INC-CL A 1.69%
FHLMC FH30G G08795 03.0000 01/01/2048 1.45%
FNMA FN30 TBA UMBS 04.0000 08/01/2049 1.34%
AMAZON.COM INC 1.33%
JPMORGAN CHASE & CO 1.33%
CISCO SYSTEMS INC 1.12%
CHEVRON CORP 1.11%
MICROSOFT CORP 1.04%
VERIZON COMMUNICATIONS INC 1.03%
APPLE INC 1.03%
BOEING CO/THE 0.98%
CITIGROUP INC 0.97%
ORACLE CORP 0.96%
STARBUCKS CORP 0.92%
INTL BUSINESS MACHINES CORP 0.87%
US LONG BOND(CBT) SEP19 USU9 0.84%
FNMA FN30 TBA UMBS 04.0000 07/01/2049 0.82%
ADOBE INC 0.81%
COCA-COLA CO/THE 0.78%
FNMA FN15 AL9468 UMBS 03.0000 12/01/2031 0.74%
COMCAST CORP-CLASS A 0.66%
JOHNSON & JOHNSON 0.65%
MEDTRONIC PLC 0.62%
ABBOTT LABORATORIES 0.61%
MERCK & CO. INC. 0.60%
PEPSICO INC 0.57%
AMGEN INC 0.53%
HONEYWELL INTERNATIONAL INC 0.52%
LOCKHEED MARTIN CORP 0.52%
FNMA FN15 TBA UMBS 03.0000 07/01/2034 0.51%
INTUIT INC 0.51%
CONOCOPHILLIPS 0.50%
SKANDINAVISKA ENSKILDA BANKEN 83050UVL9 DCP 08/20/2019 0.48%
TOTAL CAPITAL CANADA LTD 89153QUP3 DCP 07/23/2019 0.48%
HOME DEPOT INC 0.47%
REGENCY MARKETS NO. 1 LLC 7588R1UA1 DCP 07/10/2019 0.47%
INTERNATIONAL BUSINESS MACHIN 45920GVL7 DCP 08/20/2019 0.46%
SIMON PROPERTY GROUP LP 82880XVK3 DCP 08/19/2019 0.46%
NXP SEMICONDUCTORS NV 0.46%
BARCLAYS BANK PLC CCP 06742QWG3 DCP 08/21/2019 0.45%
NRW BANK 62939MUA3 DCP 07/10/2019 0.45%
CHARIOT FUNDING LLC 15963UWD4 DCP 09/13/2019 0.45%
MANHATTAN ASSET FUNDING CO LL 56274MWA6 DCP 09/10/2019 0.45%
FED HOME LN DISCOUNT NT 313384KZ1 GDC 08/28/2019 0.44%
ATLANTIC ASSET SECURITIZATION 04821UVT6 DCP 08/27/2019 0.44%
AUTOMATIC DATA PROCESSING 0.44%
MONDELEZ INTERNATIONAL INC-A 0.43%
FNMA FN30 TBA UMBS 06.0000 08/01/2049 0.43%
METLIFE INC 0.43%
TORONTO-DOMINION BANK/THE 89119BV60 DCP 08/06/2019 0.43%
XILINX INC 0.42%
WALMART INC 0.41%
DELTA AIR LINES INC 0.38%
FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 0.37%
PROCTER & GAMBLE CO/THE 0.37%
GNMA GII30 MA4837 03.5000 11/20/2047 0.36%
EBAY INC 0.35%
MORGAN STANLEY 0.34%
EXELON CORP 0.33%
VALERO ENERGY CORP 0.33%
FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 0.32%
BOOKING HOLDINGS INC 0.32%
WASTE MANAGEMENT INC 0.31%
LOWES COMPANIES INC 0.31%
GNMA GII30 MA4586 03.5000 07/20/2047 0.31%
FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 0.30%
SYSCO CORP 0.30%
LYONDELLBASELL INDU-CL A 0.30%
NIKE INC -CL B 0.30%
PHILLIPS 66 0.30%
DANAHER CORP 0.30%
CUMMINS INC 0.29%
INGERSOLL-RAND PLC 0.29%
PFIZER INC 0.29%
BEST BUY CO INC 0.28%
NORFOLK SOUTHERN CORP 0.27%
PAYPAL HOLDINGS INC 0.27%
PRUDENTIAL FINANCIAL INC 0.27%
BIOGEN INC 0.26%
ABBVIE INC 0.26%
BROADCOM INC 0.26%
GNMA GII30 TBA 03.5000 07/01/2049 0.26%
CAPITAL ONE FINANCIAL CORP 0.26%
MCKESSON CORP 0.25%
CROWN CASTLE INTL CORP 0.25%
OLD LINE FUNDING LLC 67983UV59 DCP 08/05/2019 0.25%
ROCHE HOLDING AG-GENUSSCHEIN 0.24%
HILTON WORLDWIDE HOLDINGS IN 0.24%
SYNCHRONY FINANCIAL 0.24%
OMNICOM GROUP 0.23%
AGILENT TECHNOLOGIES INC 0.23%
FORTINET INC 0.23%
PUBLIC SERVICE ENTERPRISE GP 0.23%
AFLAC INC 0.22%
AMERIPRISE FINANCIAL INC 0.22%
ELI LILLY & CO 0.21%
HERSHEY CO/THE 0.21%
CITIZENS FINANCIAL GROUP 0.21%
DISCOVER FINANCIAL SERVICES 0.20%
GILEAD SCIENCES INC 0.20%
DARDEN RESTAURANTS INC 0.20%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.19%
ZEBRA TECHNOLOGIES CORP-CL A 0.19%
CADENCE DESIGN SYS INC 0.19%
ALLERGAN PLC 0.19%
FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 0.18%
GOLDMAN SACHS GROUP INC 0.18%
E*TRADE FINANCIAL CORPORATION 0.18%
EMERSON ELECTRIC CO 0.17%
TOTAL SA 0.17%
COMERICA INC 0.17%
HARTFORD FINANCIAL SVCS GRP 0.17%
VERIZON COMM 04.3290 09/21/2028 0.17%
ZIMMER BIOMET HOLDINGS INC 0.17%
ROCKWELL AUTOMATION INC 0.16%
ALLIANZ SE-REG 0.16%
TREASURY BILL 00.0000 08/01/2019 0.16%
TREASURY BILL 00.0000 08/08/2019 0.16%
CF INDUSTRIES HOLDINGS INC 0.16%
ALLSTATE CORP 0.15%
NOVO NORDISK A/S-B 0.15%
CARDINAL HEALTH INC 0.15%
F5 NETWORKS INC 0.15%
CENTERPOINT ENERGY INC 0.15%
SPST 2018-5 A 03.1296 09/24/2019 0.15%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.15%
NESTLE SA-REG 0.14%
VISTRA ENERGY CORP 0.14%
KEYSIGHT TECHNOLOGIES IN 0.14%
LINCOLN NATIONAL CORP 0.14%
S&P MID 400 EMINI SEP19 FAU9 0.14%
UNILEVER PLC 0.14%
RIO TINTO PLC 0.14%
DISCOVERY INC - A 0.13%
ENEL SPA 0.13%
STACR 2016-DNA2 M3 07.0544 10/25/2028 0.13%
AES CORP 0.13%
KLA-TENCOR CORP 0.13%
MOLSON COORS BREWING CO -B 0.13%
ANNALY CAPITAL MANAGEMENT IN 0.13%
NOVARTIS AG-REG 0.12%
SERVICENOW INC 0.12%
AMETEK INC 0.12%
HITACHI LTD 0.12%
NRG ENERGY INC 0.12%
AVALONBAY COMMUNITIES INC 0.12%
GLAXOSMITHKLINE PLC 0.12%
LAS VEGAS SANDS CORP 0.12%
CITIGROUP INC 03.6680 07/24/2028 0.12%
DELL TECHNOLOGIES -C 0.12%
PACKAGING CORP OF AMERICA 0.12%
SHIN-ETSU CHEMICAL CO LTD 0.12%
SPST 2018-3 A 03.1296 07/24/2019 0.12%
SUMITOMO MITSUI FINANCIAL GR 0.12%
KERING 0.12%
PINNACLE WEST CAPITAL 0.12%
KONINKLIJKE AHOLD DELHAIZE N 0.12%
AGNC INVESTMENT CORP 0.12%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.12%
MORGAN STANLEY 03.6250 01/20/2027 0.12%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.11%
CDW CORP/DE 0.11%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.11%
FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 0.11%
HOYA CORP 0.11%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.11%
SANDVIK AB 0.11%
BANCO BILBAO VIZCAYA ARGENTA 0.11%
L OREAL 0.11%
XEROX CORP 0.11%
TREASURY BILL 00.0000 07/16/2019 0.11%
EVERGY INC 0.11%
ENI SPA 0.10%
DOVER CORP 0.10%
PARTNERS GROUP HOLDING AG 0.10%
UNILEVER NV-CVA 0.10%
ZOETIS INC 0.10%
ASHTEAD GROUP PLC 0.10%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.10%
CBRE GROUP INC - A 0.10%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.10%
FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 0.10%
HERMES INTERNATIONAL 0.10%
MACQUARIE GROUP LTD 0.10%
REPUBLIC SERVICES INC 0.10%
TELSTRA CORP LTD 0.10%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.10%
ASTELLAS PHARMA INC 0.10%
DEUTSCHE TELEKOM AG-REG 0.10%
ITOCHU CORP 0.10%
THERMO FISHER SCIENTIFIC INC 0.10%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.10%
CK ASSET HOLDINGS LTD 0.10%
SONY CORP 0.10%
TESCO PLC 0.10%
ELANCO ANIMAL HEALTH 04.9000 08/28/2028 0.10%
LEAR CORP 0.10%
ROYAL DUTCH SHELL PLC-B SHS 0.10%
AVIVA PLC 0.10%
PEUGEOT SA 0.10%
WALGREENS BOOTS ALLIANCE INC 0.10%
BERRY GLOBAL GROUP INC 0.10%
LEGAL & GENERAL GROUP PLC 0.10%
AT&T INC 04.1000 02/15/2028 0.10%
CENTRAL JAPAN RAILWAY CO 0.10%
DBUBS 2011-LC3A D P/P 144A 05.5115 08/10/2044 0.10%
BRISTOL-MYERS SQUIBB CO 0.10%
COVESTRO AG 0.10%
HUNTSMAN CORP 0.10%
MARATHON PETROLEUM CORP 0.10%
TRIPADVISOR INC 0.10%
WOLTERS KLUWER 0.10%
ASPEN TECHNOLOGY INC 0.09%
COCA-COLA EUROPEAN PARTNERS 0.09%
FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 0.09%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.09%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.09%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.09%
CAS 2016-C02 1M2 08.4044 09/25/2028 0.09%
JAPAN AIRLINES CO LTD 0.09%
JUNIPER NETWORKS INC 0.09%
ORIX CORP 0.09%
WELLS FARGO & CO 0.09%
VICI PROPERTIES INC 0.09%
ANGLO AMER PLC 0.09%
E.ON SE 0.09%
HD SUPPLY HOLDINGS INC 0.09%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.09%
SPST 2018-8 A 03.1296 02/24/2020 0.09%
EXXON MOBIL CORP 0.09%
AENA SME SA 0.09%
BF0101 03.5000 06/01/2056 0.09%
CVS HEALTH CORP 04.7800 03/25/2038 0.09%
MASIMO CORP 0.09%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.09%
STEEL DYNAMICS INC 0.09%
WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 0.09%
SHIONOGI & CO LTD 0.08%
UNUM GROUP 0.08%
IMPERIAL BRANDS PLC 0.08%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.08%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.08%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.08%
HANG SENG BANK LTD 0.08%
AT&T INC 03.8000 02/15/2027 0.08%
EQUINOR ASA 0.08%
NEW RESIDENTIAL INVESTMENT 0.08%
ORACLE CORPORATION 02.2500 10/08/2019 0.08%
BALL CORP 0.08%
DUKE REALTY CORP 0.08%
FAURECIA 0.08%
PROLOGIS INC 0.08%
WH GROUP LTD 0.08%
ATHENE HOLDING LTD-CLASS A 0.08%
AXALTA COATING SYSTEMS LTD 0.08%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.08%
CAS 2016-C01 1M2 09.1544 08/25/2028 0.08%
CDX CDX.NA.IG.32 100.0 06/20/2024 0.08%
LLOYDS BANKING GROUP PLC 0.08%
ABN AMRO BANK NV-CVA 0.08%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 0.08%
FUJIFILM HOLDINGS CORP 0.08%
MICROSOFT CORP 02.4000 08/08/2026 0.08%
ALLISON TRANSMISSION HOLDING 0.08%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.08%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.08%
ALPHABET INC 03.6250 05/19/2021 0.08%
ENDESA S.A. 0.08%
PERSIMMON PLC 0.08%
US BANK NA CINCINNATI 03.1500 04/26/2021 0.08%
KEURIG DR PEPPER INC 04.5970 05/25/2028 0.08%
BRIXMOR PROPERTY GROUP INC 0.07%
CIT GROUP INC. 05.2500 03/07/2025 0.07%
DEVON ENERGY CORP 0.07%
FACEBOOK INC-CLASS A 0.07%
HOLOGIC INC 0.07%
SPST 2019-3 A 03.1296 06/24/2020 0.07%
CAS 2015-C04 2M2 07.9544 04/25/2028 0.07%
INTERPUBLIC GROUP OF COS INC 0.07%
MEDICAL PROPERTIES TRUST INC 0.07%
MICROSOFT CORP 01.5500 08/08/2021 0.07%
NIELSEN HOLDINGS PLC 0.07%
NTT DATA CORP 0.07%
STORE CAPITAL CORP 0.07%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.07%
YANGZIJIANG SHIPBUILDING 0.07%
ACS ACTIVIDADES 0.07%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.07%
FAIR ISAAC CORP 0.07%
HEIDELBERGCEMENT AG 0.07%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.07%
THALES SA 0.07%
BANK LEUMI LE-ISRAEL 0.07%
NINTENDO CO LTD 0.07%
US FOODS HOLDING CORP 0.07%
APPLE INC 04.2500 02/09/2047 0.07%
FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 0.07%
AVERY DENNISON CORP 0.06%
BRIDGESTONE CORP 0.06%
SL GREEN REALTY CORP 0.06%
BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 0.06%
UCB SA 0.06%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.06%
CAMDEN PROPERTY TRUST 0.06%
FEDERATIVE REP OF BRAZIL USD 06.0000 04/07/2026 0.06%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.06%
UPM-KYMMENE OYJ 0.06%
BLUESCOPE STEEL LTD 0.06%
FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 0.06%
HILL-ROM HOLDINGS INC 0.06%
POST HOLDINGS INC 0.06%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.06%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.06%
ECOLAB INC 02.7000 11/01/2026 0.06%
FHLMC FH30G G08747 03.0000 02/01/2047 0.06%
BALOISE HOLDING AG - REG 0.06%
BT GROUP PLC 0.06%
FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 0.06%
GAMING AND LEISURE PROPERTIE 0.06%
3I GROUP PLC 0.06%
AIR LEASE CORP 03.6250 04/01/2027 0.06%
AMAZON.COM INC 03.1500 08/22/2027 0.06%
ENERGY TRANSFER OPERA 05.8750 01/15/2024 0.06%
MWST 2019-1 A 03.2044 06/25/2052 0.06%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.06%
WFRBS 2011-C2 D P/P 144A 05.8388 02/15/2044 0.06%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.06%
CARLSBERG AS-B 0.06%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.06%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.06%
NTT DOCOMO INC 0.06%
REINSURANCE GROUP OF AMERICA 0.06%
BLACK KNIGHT INC 0.06%
CAS 2015-C04 1M2 08.1044 04/25/2028 0.06%
CSAIL 2015-C1 C 04.4364 04/15/2050 0.06%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.06%
FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 0.06%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.06%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.06%
TAISEI CORP 0.06%
AT&T INC 0.06%
CBS CORP 04.2000 06/01/2029 0.06%
CHEMED CORP 0.06%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.06%
JONES LANG LASALLE INC 0.06%
NATIONAL AUSTRALIA B P/P 144A 03.1406 12/09/2019 0.06%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.06%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.06%
CAPGEMINI SE 0.06%
CIGNA CORP P/P 144A 03.7500 07/15/2023 0.06%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.06%
HEALTHCARE TRUST OF AME-CL A 0.06%
ILLUMINA INC 0.05%
MITSUBISHI CORP 0.05%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.05%
TPAT 2018-SL1 A P/P 144A 03.0044 01/25/2046 0.05%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.05%
ASSOCIATED BRITISH FOODS PLC 0.05%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.05%
CAS 2016-C03 2M2 08.3044 10/25/2028 0.05%
LEAR CORP 03.8000 09/15/2027 0.05%
MICROCHIP TECH INC 04.3330 06/01/2023 0.05%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.05%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.05%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.05%
EQUINIX INC 0.05%
FORTESCUE METALS GROUP LTD 0.05%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.05%
CAS 2016-C01 2M2 09.3544 08/25/2028 0.05%
CELANESE CORP 0.05%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.05%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.05%
SALESFORCE.COM INC 03.7000 04/11/2028 0.05%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.05%
KINDER MORGAN INC 03.1500 01/15/2023 0.05%
SOFTBANK GROUP CORP 0.05%
BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 0.05%
BP PLC 0.05%
BPCE SA P/P 144A 04.5000 03/15/2025 0.05%
GARMIN LTD 0.05%
LIBERTY PROPERTY TRUST 0.05%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.05%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.05%
COSTAR GROUP INC 0.05%
FIDELITY NATL INFO SERV 03.7500 05/21/2029 0.05%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.05%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.05%
CHARLES RIVER LABORATORIES 0.05%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.05%
CSMC 2016-NXSR C 04.5060 12/15/2049 0.05%
GENTING SINGAPORE LTD 0.05%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.05%
NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 0.05%
PFIZER INC 01.7000 12/15/2019 0.05%
PROOFPOINT INC 0.05%
TELEDYNE TECHNOLOGIES INC 0.05%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.05%
ENCOMPASS HEALTH CORP 0.05%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.05%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029 0.05%
AMADEUS IT GROUP SA 0.04%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.04%
CWALT 2006-OA10 4A1 02.5944 08/25/2046 0.04%
ING GROEP NV-CVA 0.04%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.04%
ORACLE CORP 02.6500 07/15/2026 0.04%
RAYTHEON COMPANY 02.5000 12/15/2022 0.04%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.04%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.04%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.04%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.04%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.04%
FIAT CHRYSLER AUTOMOBILES NV 0.04%
HEICO CORP 0.04%
HOCHTIEF AG 0.04%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.04%
OMV AG 0.04%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.04%
ARKEMA 0.04%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.04%
AT&T INC 04.7500 05/15/2046 0.04%
CITIGROUP INC 02.6500 10/26/2020 0.04%
CK HUTCHISON HOLDINGS LTD 0.04%
COMCAST CORP 03.9690 11/01/2047 0.04%
EXTENDED STAY AMERICA INC 0.04%
FISERV INC 04.2000 10/01/2028 0.04%
KBC GROUP NV 0.04%
LNSTR 2015-3 B P/P 144A 03.2727 04/20/2048 0.04%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.04%
POPULAR INC 0.04%
TREASURY BILL 00.0000 07/18/2019 0.04%
AMERICAN FINANCIAL GROUP INC 0.04%
CARNIVAL PLC 0.04%
DEUTSCHE LUFTHANSA-REG 0.04%
ELECTRONIC ARTS INC 0.04%
TOTAL SYSTEM SERVICES IN 04.0000 06/01/2023 0.04%
COMM 2010-C1 D P/P 144A 06.2870 07/10/2046 0.04%
EQUINIX INC 05.3750 05/15/2027 0.04%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 0.04%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.04%
NIPPON TELEGRAPH & TELEPHONE 0.04%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.04%
SCENTRE GROUP 0.04%
SUN HUNG KAI PROPERTIES 0.04%
TELEPHONE AND DATA SYSTEMS 0.04%
AIR LEASE CORP 04.6250 10/01/2028 0.04%
ANALOG DEVICES INC 02.8500 03/12/2020 0.04%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.04%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.04%
COMM 2014-UBS6 C 04.6048 12/10/2047 0.04%
CSAIL 2015-C1 AS 03.7910 04/15/2050 0.04%
JPMCC 2012-C6 E P/P 144A 05.3202 05/15/2045 0.04%
MSBAM 2014-C17 C 04.6549 08/15/2047 0.04%
UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 0.04%
ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 0.04%
GSMS 2011-GC3 C P/P 144A 05.8247 03/10/2044 0.04%
HCA HEALTHCARE INC 0.04%
HENDERSON LAND DEVELOPMENT 0.04%
MORGAN STANLEY 04.3750 01/22/2047 0.04%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.04%
CLP HOLDINGS LTD 0.04%
GENPACT LTD 0.04%
MORGAN STANLEY 02.6500 01/27/2020 0.04%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.04%
SANTOS LTD 0.04%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.04%
ACCENTURE PLC-CL A 0.04%
EMIR 2018-1 M1 04.1044 11/25/2028 0.04%
GSMS 2011-GC3 D P/P 144A 05.8247 03/10/2044 0.04%
OTSUKA CORP 0.04%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.04%
WINTRUST FINANCIAL CORP 0.04%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.04%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.04%
BIOGEN INC 03.6250 09/15/2022 0.04%
CME GROUP INC 0.04%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.04%
DUKE ENERGY CORP 03.1500 08/15/2027 0.04%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.04%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.04%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.04%
KAR AUCTION SERVICES INC 0.04%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.04%
BANK OF AMERICA CORP 03.4990 05/17/2022 0.04%
COMCAST CORP 03.3750 02/15/2025 0.04%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.04%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.04%
CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 0.04%
DAIWA HOUSE INDUSTRY CO LTD 0.04%
GSMS 2014-GC22 C 04.8475 06/10/2047 0.04%
HYATT HOTELS CORP 04.8500 03/15/2026 0.04%
KAJIMA CORP 0.04%
NEWS CORP - CLASS A 0.04%
OUTFRONT MEDIA INC 0.04%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.04%
SUZUKEN CO LTD 0.04%
TREASURY BILL 00.0000 08/13/2019 0.04%
ABBVIE INC 02.5000 05/14/2020 0.03%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.03%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.03%
LIBERTY MEDIA COR-SIRIUSXM A 0.03%
NVENT ELECTRIC PLC 0.03%
OSHKOSH CORP 04.6000 05/15/2028 0.03%
SONOCO PRODUCTS CO 0.03%
STACR 2015-DNA3 M3 07.1044 04/25/2028 0.03%
WAMU 2005-AR12 1A8 03.9935 10/25/2035 0.03%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.03%
WFRBS 2011-C3 D P/P 144A 05.8555 03/15/2044 0.03%
AUTONATION INC. 05.5000 02/01/2020 0.03%
BANDAI NAMCO HOLDINGS INC 0.03%
DOUGLAS EMMETT INC 0.03%
DUKE ENERGY OHIO INC 03.6500 02/01/2029 0.03%
EOG RESOURCES INC 02.6250 03/15/2023 0.03%
HUDSON PACIFIC PROPERTIES IN 0.03%
MERCK & CO INC 03.7000 02/10/2045 0.03%
TRK 2019-1 A1 04.3356 03/25/2022 0.03%
WESTROCK MWV LLC 08.2000 01/15/2030 0.03%
WFRBS 2014-C22 XA IO 00.9737 09/15/2057 0.03%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.03%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.03%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.03%
CWALT 2006-OA7 1A2 03.4437 06/25/2046 0.03%
ENBRIDGE INC USD 04.2500 12/01/2026 0.03%
MSBAM 2014-C18 C 04.6249 10/15/2047 0.03%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.03%
PULTEGROUP INC 0.03%
SERVICEMASTER GLOBAL HOLDING 0.03%
STACR 2016-HQA2 M3 07.5544 11/25/2028 0.03%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.03%
AES CORP/THE 05.5000 04/15/2025 0.03%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.03%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.03%
SOUTH32 LTD 0.03%
STACR 2014-HQ3 M3 07.1544 10/25/2024 0.03%
TWO HARBORS INVESTMENT CORP 0.03%
UGI CORP 0.03%
ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 0.03%
APPLE HOSPITALITY REIT INC 0.03%
BROOKFIELD PROPERTY REIT I-A 0.03%
CAS 2015-C03 2M2 07.4044 07/25/2025 0.03%
FUKUOKA FINANCIAL GROUP INC 0.03%
IBM CORP 01.8750 08/01/2022 0.03%
JAZZ PHARMACEUTICALS PLC 0.03%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.03%
MWST 2018-W1 A 03.2544 11/25/2051 0.03%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.03%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.03%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.03%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.03%
CROWN RESORTS LTD 0.03%
HOME DEPOT INC 02.6250 06/01/2022 0.03%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.03%
MACQUARIE INFRASTRUCTURE COR 0.03%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.03%
NEXT PLC 0.03%
NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 0.03%
NRZT 2018-4A A1M 03.3044 01/25/2048 0.03%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.03%
S&P GLOBAL INC 02.9500 01/22/2027 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
TAYLOR WIMPEY PLC 0.03%
VERIZON COMM 04.6720 03/15/2055 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
W.R. GRACE & CO 0.03%
WEINGARTEN REALTY INVESTORS 0.03%
AMGEN INC 02.6000 08/19/2026 0.03%
APPLE INC 02.0000 05/06/2020 0.03%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.03%
CAS 2016-C04 1M2 06.6544 01/25/2029 0.03%
DEUTSCHE BOERSE AG 0.03%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.03%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.03%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.03%
JPMCC 2012-C8 D P/P 144A 04.8049 10/15/2045 0.03%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.03%
TREASURY BILL 00.0000 07/25/2019 0.03%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024 0.03%
ZOETIS INC 03.9000 08/20/2028 0.03%
ALFRESA HOLDINGS CORP 0.03%
AMGEN INC 03.4500 10/01/2020 0.03%
ARGENTINE REPUBLIC USD 06.8750 01/26/2027 0.03%
BERKSHIRE HATHAWAY E 03.8000 07/15/2048 0.03%
CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 0.03%
CITIGROUP INC 03.8870 01/10/2028 0.03%
DNB NOR ASA 0.03%
EQT CORP 03.9000 10/01/2027 0.03%
FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 0.03%
GOOGLE INC 03.3750 02/25/2024 0.03%
GSMS 2010-C1 D P/P 144A 06.1971 08/10/2043 0.03%
HCA INC 04.1250 06/15/2029 0.03%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.03%
NUANCE COMMUNICATIONS INC 0.03%
NUTRIEN LTD. USD 04.2000 04/01/2029 0.03%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.03%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.03%
WESCO INTERNATIONAL INC 0.03%
ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 0.03%
BAXTER INTERNATIONAL INC 0.03%
BMIR 2018-2A M1B P/P 144A 03.7544 08/25/2028 0.03%
BOC HONG KONG HOLDINGS LTD 0.03%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.03%
EQUINOR ASA USD 02.9000 11/08/2020 0.03%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.03%
NUTRIEN LTD USD 04.1250 03/15/2035 0.03%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.03%
SWISSCOM AG-REG 0.03%
VISTRA OPERATION P/P 144A 04.3000 07/15/2029 0.03%
AMAZON.COM INC. 02.5000 11/29/2022 0.02%
ARRW 2018-1 A3 04.1570 04/25/2048 0.02%
BP CAP MARKETS AMERICA 03.1190 05/04/2026 0.02%
CELANESE US HOLDINGS LLC 03.5000 05/08/2024 0.02%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.02%
CURTISS-WRIGHT CORP 0.02%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.02%
FUJITSU LTD 0.02%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.02%
JARDINE CYCLE & CARRIAGE LTD 0.02%
LBMLT 2004-1 A2 03.2044 02/25/2034 0.02%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.02%
PFIZER INC 03.0000 12/15/2026 0.02%
PNC BANK NA 02.0000 05/19/2020 0.02%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.02%
SAIL 2004-10 A10 03.3044 11/25/2034 0.02%
TARGA RESOURCES PART 05.0000 01/15/2028 0.02%
UNITEDHEALTH GROUP INC 03.3750 11/15/2021 0.02%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.02%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.02%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.02%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.02%
DEUTSCHE WOHNEN SE 0.02%
DISH DBS CORP 05.8750 11/15/2024 0.02%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.02%
MEDIPAL HOLDINGS CORP 0.02%
NRG P/P 144A 03.7500 06/15/2024 0.02%
ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 0.02%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.02%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.02%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.02%
SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 0.02%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.02%
STACR 2016-DNA1 M3 07.9544 07/25/2028 0.02%
TEXAS INSTRUMENTS INC 0.02%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.02%
WALT DISNEY CO/THE 0.02%
ALPHABET INC 01.9980 08/15/2026 0.02%
ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 0.02%
APPLE INC 03.8500 05/04/2043 0.02%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.02%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.02%
CFCRE 2011-C1 D P/P 144A 06.2719 04/15/2044 0.02%
CITIBANK NA 03.0500 05/01/2020 0.02%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.02%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 0.02%
CVS HEALTH CORP 03.7000 03/09/2023 0.02%
CWALT 2006-OA19 A1 02.5629 02/20/2047 0.02%
DEUTSCHE POST AG-REG 0.02%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.02%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.02%
WESFARMERS LTD 0.02%
AMGEN INC 04.6630 06/15/2051 0.02%
COLRUYT SA 0.02%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.02%
ESSITY AKTIEBOLAG-B 0.02%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.02%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.02%
LEIDOS HOLDINGS INC 0.02%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.02%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.02%
SG HOLDINGS CO LTD 0.02%
STACR 2016-HQA3 M3 06.2544 03/25/2029 0.02%
TAPESTRY INC 0.02%
TJX COMPANIES INC 0.02%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.02%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.02%
WASTE CONNECTIONS INC 03.5000 05/01/2029 0.02%
AMERICAN ELECTRIC POWER 0.02%
APPLE INC 02.8500 05/11/2024 0.02%
AT&T INC 02.9500 07/15/2026 0.02%
BCE INC 0.02%
BERKELEY GROUP HOLDINGS/THE 0.02%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.02%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.02%
CITIGROUP INC 02.9000 12/08/2021 0.02%
CMLTI 2005-2 1A2A 04.9214 05/25/2035 0.02%
CSAIL 2015-C1 D P/P 144A 03.9364 04/15/2050 0.02%
DASSAULT AVIATION SA 0.02%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.02%
GSMS 2013-GC16 D P/P 144A 05.4877 11/10/2046 0.02%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.02%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.02%
SAMI 2007-AR7 1A1 03.2544 05/25/2047 0.02%
SARTORIUS STEDIM BIOTECH 0.02%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.02%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.02%
SWISS LIFE HOLDING AG-REG 0.02%
T-MOBILE USA INC 06.3750 03/01/2025 0.02%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.02%
WFMBS 2006-AR2 1A1 04.9486 03/25/2036 0.02%
WFMBS 2006-AR5 1A1 05.2076 04/25/2036 0.02%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.02%
ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 0.02%
APPLE INC 04.3750 05/13/2045 0.02%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.02%
CISCO SYSTEMS INC 02.2000 02/28/2021 0.02%
CITIGROUP INC 04.4500 09/29/2027 0.02%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.02%
CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 0.02%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.02%
DNB BANK ASA P/P 144A 02.1250 10/02/2020 0.02%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.02%
HMIR 2018-1 M1 P/P 144A 03.8300 10/25/2028 0.02%
IVORY COAST REGS 05.3750 07/23/2024 0.02%
IVORY COAST REGS 06.1250 06/15/2033 0.02%
L3 TECHNOLOGIES INC 04.4000 06/15/2028 0.02%
MORGAN STANLEY 02.7500 05/19/2022 0.02%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.02%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.02%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.02%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.02%
WEYERHAEUSER CO 07.3750 03/15/2032 0.02%
WFRBS 2012-C9 D P/P 144A 04.9713 11/15/2045 0.02%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.02%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.02%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.02%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
COMCAST CORP 02.3500 01/15/2027 0.02%
DEERE & COMPANY 02.6000 06/08/2022 0.02%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.02%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JPMBB 2014-C22 C 04.7093 09/15/2047 0.02%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.02%
NAVISTAR INTL TLB L+350 05.8900 11/06/2024 0.02%
PPSI 2004-WCW2 M3 03.4544 10/25/2034 0.02%
S&P GLOBAL INC 04.4000 02/15/2026 0.02%
STAPLES INC P/P 144A 07.5000 04/15/2026 0.02%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.02%
UBSCM 2012-C1 C P/P 144A 05.7280 05/10/2045 0.02%
US BANCORP 02.6250 01/24/2022 0.02%
WAMU 2007-HY2 1A1 03.8239 12/25/2036 0.02%
WFRBS 2013-C16 AS 04.6680 09/15/2046 0.02%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.02%
CAS 2014-C03 2M2 05.3044 07/25/2024 0.02%
CIGNA HOLDING CO 04.5000 03/15/2021 0.02%
CITIGROUP INC 04.7500 05/18/2046 0.02%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.02%
COGNIZANT TECH SOLUTIONS-A 0.02%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.02%
CSX CORP 04.1000 03/15/2044 0.02%
ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 0.02%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.02%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.02%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.02%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.02%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.02%
MARSH & MCLENNAN COS INC 04.3750 03/15/2029 0.02%
MSBAM 2012-C6 D P/P 144A 04.7621 11/15/2045 0.02%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.02%
ORACLE CORP 02.5000 10/15/2022 0.02%
RAYTHEON COMPANY 0.02%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.02%
SPRINT CORP 07.2500 09/15/2021 0.02%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.02%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.02%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.02%
WFCM 2013-LC12 C 04.4208 07/15/2046 0.02%
AMERICAN EXPRESS CO 0.02%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.02%
CAS 2014-C04 1M2 07.3044 11/25/2024 0.02%
CBS CORP 04.6000 01/15/2045 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.02%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.02%
FHLMC FH30G G60314 04.0000 09/01/2045 0.02%
FISERV INC 03.5000 07/01/2029 0.02%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.02%
FOX CORP P/P 144A 04.0300 01/25/2024 0.02%
HUMANA INC 0.02%
LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 0.02%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.02%
PFIZER INC 01.9500 06/03/2021 0.02%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.02%
TORONTO-DOMINION BANK 0.02%
WFCM 2013-LC12 D P/P 144A 04.4208 07/15/2046 0.02%
WFCM 2014-LC16 XA IO 01.3139 08/15/2050 0.02%
WFRBS 2013-C15 D P/P 144A 04.6216 08/15/2046 0.02%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.02%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.02%
CITIGROUP INC 04.6000 03/09/2026 0.02%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.02%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.02%
GNMA GII30 635063 04.0000 03/20/2046 0.02%
GNR 2015-H25 BI IO 01.9048 10/20/2065 0.02%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.02%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.02%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.02%
MSC 2016-BNK2 C 04.0371 11/15/2049 0.02%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.02%
NEC CORP 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.02%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.02%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.02%
SMITH & NEPHEW PLC 0.02%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.02%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.02%
VIACOM INC 04.5000 03/01/2021 0.02%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.02%
AT&T INC 04.3500 03/01/2029 0.02%
AXA SA 0.02%
AXA SA P/P 144A 06.3790 12/29/2049 0.02%
BAFC 2005-B 3M1 03.0579 04/20/2035 0.02%
BMIR 2017-1 M1 P/P 144A 04.1044 10/25/2027 0.02%
BMW US CAPITAL LLC P/P 144A 02.8000 04/11/2026 0.02%
BOLIDEN AB 0.02%
BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.02%
COMCAST CORP 03.1500 03/01/2026 0.02%
DOLLAR TREE INC 0.02%
DTE ENERGY COMPANY 0.02%
FIDELITY NATIONAL INFO SERV 0.02%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.02%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.02%
MITSUBISHI UFJ LEASE & FINAN 0.02%
NETFLIX INC. 05.8750 11/15/2028 0.02%
NEWCREST MINING LTD 0.02%
PULTEGROUP INC 05.5000 03/01/2026 0.02%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.02%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.02%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.02%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.02%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.02%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.02%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.02%
WALT DISNEY COMP P/P 144A 07.7500 01/20/2024 0.02%
ARRW 2019-1 A3 04.2080 01/25/2049 0.01%
AUTOZONE INC 0.01%
BANK OF MONTREAL 0.01%
BRAND ENERGY TL L+425 06.7871 06/21/2024 0.01%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.01%
CBRE SERVICES INC 04.8750 03/01/2026 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.01%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.01%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.01%
FRONTIER COMM 11.0000 09/15/2025 0.01%
GNMA GN30 635061 04.0000 03/15/2046 0.01%
GNR 2016-H16 EI IO 02.2306 06/20/2066 0.01%
GNR 2017-162 QI IO 05.0000 10/11/2047 0.01%
GREAT LAKES D&D 08.0000 05/15/2022 0.01%
HSBC HOLDINGS PLC 0.01%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.01%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.01%
MET LIFE GLOB FUND P/P 144A 01.5500 09/13/2019 0.01%
METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 0.01%
MICROSOFT CORP 03.7000 08/08/2046 0.01%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.01%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.01%
OCCIDENTAL PETROLEUM CORP 0.01%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.01%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.01%
VOLKSWAGEN AG 0.01%
WAMU 2005-AR9 A1C3 03.3644 07/25/2045 0.01%
AMCOR LIMITED 0.01%
APPLE INC 03.4500 05/06/2024 0.01%
BAE SYSTEMS PLC 0.01%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.01%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
CAS 2014-C02 1M2 05.0044 05/25/2024 0.01%
CBS CORP 02.9000 01/15/2027 0.01%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.01%
COMCAST CORP 04.0490 11/01/2052 0.01%
COMM 2014-CR18 C 04.8912 07/15/2047 0.01%
COMPASS GROUP PLC 0.01%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.01%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.01%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.01%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.01%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.01%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
MEREDITH CORP 06.8750 02/01/2026 0.01%
NATIONAL GRID PLC 0.01%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
OSHKOSH CORP 05.3750 03/01/2025 0.01%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.01%
RAMC 2003-4 A1 02.9244 03/25/2034 0.01%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.01%
SERVICE CORP INTL 05.3750 05/15/2024 0.01%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.01%
STACR 2014-HQ2 M3 06.1544 09/25/2024 0.01%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.01%
UNITEDHEALTH GROUP INC 02.8750 03/15/2022 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
WAMU 2005-AR14 1A2 04.1807 12/25/2035 0.01%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.01%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.01%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.01%
BGC PARTNERS INC 05.1250 05/27/2021 0.01%
BPCE SA P/P 144A 05.1500 07/21/2024 0.01%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.01%
CAN IMPERIAL BK OF COMMERCE 0.01%
CHOCOLADEFABRIKEN LINDT-PC 0.01%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.01%
COMM 2014-CR19 XA IO 01.2855 08/10/2047 0.01%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.01%
CWALT 2005-59 1A1 02.7129 11/20/2035 0.01%
CWALT 2006-24CB A19 02.9044 08/01/2036 0.01%
DIRECT LINE INSURANCE GROUP 0.01%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.01%
GLENCORE PLC 0.01%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.01%
HCA INC 05.5000 06/15/2047 0.01%
HONEYWELL INTL 03.8120 11/21/2047 0.01%
HUSKY TLB L+300 05.4024 03/28/2025 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
KEURIG DR PEPPER INC 04.4170 05/25/2025 0.01%
KINDER MORGAN INC 0.01%
L3HARRIS TECHNOLOGIES INC 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
MERCK & CO INC 02.9000 03/07/2024 0.01%
MSC 2011-C3 D P/P 144A 05.2816 07/15/2049 0.01%
NATIONAL BANK OF CANADA 0.01%
NOK/USD 09/18/2019 GSFX 0.01%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.01%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.01%
ROSS STORES INC 0.01%
SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 0.01%
SERVICE CORP INTL 05.1250 06/01/2029 0.01%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.01%
SNAM SPA 0.01%
SPRINT CORP 07.8750 09/15/2023 0.01%
STACR 2015-DN1 M3 06.5544 01/25/2025 0.01%
STACR 2017-DNA1 M2 05.6544 07/25/2029 0.01%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.01%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.01%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
UBSBB 2012-C3 C P/P 144A 05.1984 08/10/2049 0.01%
WAMU 2005-AR11 A1B3 02.8044 08/25/2045 0.01%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.01%
WESTROCK MWV LLC 07.9500 02/15/2031 0.01%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.01%
WFRBS 2013-C14 XA IO 00.8687 06/15/2046 0.01%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
APERGY CORP 06.3750 05/01/2026 0.01%
AVAYA TLB L+425 06.7226 12/15/2024 0.01%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.01%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BROTHER INDUSTRIES LTD 0.01%
CAS 2015-C01 1M2 06.7044 02/25/2025 0.01%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.01%
CIGNA CORP 0.01%
CON EDISON CO OF NY INC 04.2000 03/15/2042 0.01%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
ENAGAS SA 0.01%
EQUINOR ASA USD 05.1000 08/17/2040 0.01%
EUTELSAT COMMUNICATIONS 0.01%
FISERV INC 0.01%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.01%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.01%
GREIF INC P/P 144A 06.5000 03/01/2027 0.01%
HSBC BANK USA NA 05.6250 08/15/2035 0.01%
HSBC USA INC 03.5000 06/23/2024 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
ITRON INC P/P 144A 05.0000 01/15/2026 0.01%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.01%
KIMBERLY-CLARK CORP 0.01%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.01%
MICROSOFT CORP 02.4000 02/06/2022 0.01%
MIZUHO FINANCIAL GROUP INC 0.01%
NABORS INDUSTRIES INC. 05.7500 02/01/2025 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NIPPON STEEL CORP 0.01%
NORTHROP GRUMMAN CORP 0.01%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.01%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.01%
PULTEGROUP INC. 07.8750 06/15/2032 0.01%
QIAGEN N.V. 0.01%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.01%
SERVICE CORPORATION INTL 04.6250 12/15/2027 0.01%
STAPLES INC P/P 144A 10.7500 04/15/2027 0.01%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.01%
WFCM 2016-LC25 XA IO 01.1524 12/15/2059 0.01%
YAHOO JAPAN CORP 0.01%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 0.01%
ARCELORMITTAL USD 07.0000 10/15/2039 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.01%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 0.01%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 0.01%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.01%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.01%
CBRE SERVICES INC 05.2500 03/15/2025 0.01%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.01%
CENTENE CORP 0.01%
CGCMT 2012-GC8 XA IO P/P 144A 01.9387 09/10/2045 0.01%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 0.01%
FHR 3829 AS IO 04.5558 03/15/2041 0.01%
GENERAL DYNAMICS CORP 0.01%
GNR 2013-99 AS IO 03.6671 06/20/2043 0.01%
HKT TRUST AND HKT LTD-SS 0.01%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
JFE HOLDINGS INC 0.01%
JPMBB 2014-C25 XA IO 01.0790 11/15/2047 0.01%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.01%
MTR CORP 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
ORACLE CORP 05.3750 07/15/2040 0.01%
PQ CORP P/P 144A 05.7500 12/15/2025 0.01%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.01%
SINGAPORE EXCHANGE LTD 0.01%
SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 0.01%
SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 0.01%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.01%
THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.01%
TRAVELPORT TLB L+500 07.5412 03/18/2026 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
VMWARE INC 03.9000 08/21/2027 0.01%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.01%
WFRBS 2012-C9 XA IO P/P 144A 02.0650 11/15/2045 0.01%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.01%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.01%
ALTICE LUXEMBOURG SA P/P 144A 10.5000 05/15/2027 0.01%
ARGENTINE REPUBLIC USD 06.6250 07/06/2028 0.01%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.01%
BOMBARDIER INC P/P 144A 07.8750 04/15/2027 0.01%
CAS 2015-C02 2M2 06.4044 05/25/2025 0.01%
CENTENE CORP 06.1250 02/15/2024 0.01%
CFCRE 2011-C2 D P/P 144A 05.9393 12/15/2047 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
CNP ASSURANCES 0.01%
COMM 2014-UBS6 XA IO 01.0876 12/10/2047 0.01%
CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.01%
EIFFAGE 0.01%
ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.01%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.01%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.01%
GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 0.01%
GNR 2015-H26 EI IO 01.7336 10/20/2065 0.01%
GSMS 2013-GC10 XA IO 01.6567 02/10/2046 0.01%
HCA INC 05.0000 03/15/2024 0.01%
HONGKONG LAND HOLDINGS LTD 0.01%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
JPMBB 2015-C33 XA IO 01.1392 12/15/2048 0.01%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.01%
LOEWS CORP 0.01%
MIRVAC GROUP 0.01%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029 0.01%
NUCOR CORP 0.01%
ORKLA ASA 0.01%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.01%
QUEST DIAGNOSTICS INC 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
STACR 2015-DNA2 M3 06.3044 12/25/2027 0.01%
STACR 2015-HQ2 M2 04.3544 05/25/2025 0.01%
STARWOOD PROP TR 04.7500 03/15/2025 0.01%
UNITEDHEALTH GROUP INC 0.01%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.01%
ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 0.01%
ALTICE FRANCE P/P 144A 07.3750 05/01/2026 0.01%
ARD SECURITIES FIN P/P 144A 08.7500 01/31/2023 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 0.01%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 0.01%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.01%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.01%
BERRY GLOBAL INC 05.1250 07/15/2023 0.01%
BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 0.01%
BUMT 2005-1 1A1 02.7044 09/25/2045 0.01%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.01%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2019-R02 1M2 04.7044 08/25/2031 0.01%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029 0.01%
COMM 2014-LC17 XA IO 01.0365 10/10/2047 0.01%
CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 0.01%
ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 0.01%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
JO-ANN STORES 2NDL L+925 11.7272 05/21/2024 0.01%
JPMORGAN CHASE & CO 02.2500 01/23/2020 0.01%
KERRY PROPERTIES LTD 0.01%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 0.01%
MARATHON PETRO CORP 06.5000 03/01/2041 0.01%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.01%
NETFLIX INC 04.8750 04/15/2028 0.01%
NEWELL BRANDS INC 04.2000 04/01/2026 0.01%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.01%
ORACLE CORP 02.5000 05/15/2022 0.01%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 0.01%
PAR PHARMA INC P/P 144A 07.5000 04/01/2027 0.01%
SANOFI 0.01%
SCHINDLER HOLDING AG-REG 0.01%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.01%
SWIRE PROPERTIES LTD 0.01%
SWISS PRIME SITE-REG 0.01%
SYNOPSYS INC 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.01%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
US BANCORP 0.01%
USI INC/NY P/P 144A 06.8750 05/01/2025 0.01%
WFRBS 2011-C4 E P/P 144A 05.3968 06/15/2044 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.7032 12/15/2045 0.01%
WPX ENERGY INC 05.7500 06/01/2026 0.01%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.01%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
AIB GROUP PLC 0.01%
ALPHA 2 BV P/P 144A 08.7500 06/01/2023 0.01%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.01%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.01%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.01%
CALPINE CORPORATION 05.7500 01/15/2025 0.01%
CDX CDX.NA.HY.32 500.0 06/20/2024 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
COMM 2013-CR11 XA IO 01.1005 08/10/2050 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
EMIR 2018-1 M2 05.4044 11/25/2028 0.01%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.01%
GSMS 2014-GC18 C 05.1566 01/10/2047 0.01%
INTEL CORP 0.01%
IPSEN 0.01%
JARDINE MATHESON HLDGS LTD 0.01%
JPMCC 2012-LC9 D P/P 144A 04.5291 12/15/2047 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%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.01%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.01%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 0.01%
MASTEC INC 04.8750 03/15/2023 0.01%
MAXIM INTEGRATED PRODUCTS 0.01%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.01%
MGM RESORTS INTL 06.6250 12/15/2021 0.01%
MLMI 2005-A2 A2 04.4525 02/25/2035 0.01%
MSAC 2004-HE6 M1 03.2294 08/25/2034 0.01%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.01%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.01%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.01%
NRG ENERGY INC. 07.2500 05/15/2026 0.01%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.01%
OMIR 2018-1A M1 03.9544 07/25/2028 0.01%
ORACLE CORP JAPAN 0.01%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.01%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.01%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.01%
PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 0.01%
QORVO INC 05.5000 07/15/2026 0.01%
QVC INC 04.8500 04/01/2024 0.01%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.01%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.01%
SHERWIN-WILLIAMS CO/THE 0.01%
STACR 2017-DNA3 M2 04.9044 03/25/2030 0.01%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TENNANT CO 05.6250 05/01/2025 0.01%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.01%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.01%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 0.01%
TREASURY BILL 00.0000 08/15/2019 0.01%
UBSBB 2012-C4 XA IO P/P 144A 01.7835 12/10/2045 0.01%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.01%
USA COMPRESSION PART 06.8750 04/01/2026 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
WM MORRISON SUPERMARKETS 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.01%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.01%
ABC-MART INC 0.01%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.01%
AUD/JPY PUT 73.00 20190917 HSBCB 0.01%
BSCMS 2006-PW11 B P/P 144A 05.8095 03/11/2039 0.01%
CBS CORP 04.0000 01/15/2026 0.01%
CENTENE CORP 04.7500 05/15/2022 0.01%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.01%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 0.01%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 0.01%
CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 0.01%
COMMONWEALTH EDISON CO 05.9000 03/15/2036 0.01%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.01%
COMSTOCK RESOURCES 09.7500 08/15/2026 0.01%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.01%
CWALT 2005-27 1A1 02.5847 08/25/2035 0.01%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.01%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.01%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.01%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.01%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.01%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.01%
GSMS 2014-GC22 XA IO 01.1443 06/10/2047 0.01%
GSMS 2014-GC24 XA IO 00.8897 09/10/2047 0.01%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.01%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.01%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.01%
JAPAN TOBACCO INC 0.01%
KONINKLIJKE PHILIPS NV 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MSBAM 2014-C17 XA IO 01.2783 08/15/2047 0.01%
MSRR 2015-R4 CB1 03.2533 08/26/2047 0.01%
NATIONAL AUSTRALIA BANK LTD 0.01%
NUTRIEN LTD USD 05.2500 01/15/2045 0.01%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.01%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.01%
PUBLICIS GROUPE 0.01%
RAYTHEON COMPANY 04.8750 10/15/2040 0.01%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.01%
ROBERTSHAW US HOLDING L+350 06.0000 02/28/2025 0.01%
RTL GROUP 0.01%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SAMPO OYJ-A SHS 0.01%
SS&C TECH INC P/P 144A 05.5000 09/30/2027 0.01%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 0.01%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.01%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.01%
TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 0.01%
VISTRA OPERATION P/P 144A 05.0000 07/31/2027 0.01%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 0.01%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.00%
APPLE INC 02.8500 05/06/2021 0.00%
ARGENTINE REPUBLIC USD 04.6250 01/11/2023 0.00%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.00%
AVAYA HOLDINGS CORP 0.00%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.00%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.00%
CALIFORNIA RESOURC TL L+475 07.1524 12/31/2022 0.00%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.00%
CAS 2015-C02 1M2 06.4044 05/25/2025 0.00%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.00%
COMCAST CORP 03.9990 11/01/2049 0.00%
COMCAST CORP 06.5000 11/15/2035 0.00%
CROWN AMER/CAP 04.7500 02/01/2026 0.00%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.00%
ECOLAB INC 0.00%
ENSCO ROWAN PLC USD 07.7500 02/01/2026 0.00%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.00%
FIDELITY NATIONAL INFORM 03.0000 08/15/2026 0.00%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.00%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.00%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.00%
GMAC CAPITAL TRUST I PCT 08.3030 0.00%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.00%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.00%
IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.00%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.00%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.00%
KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 0.00%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.00%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.00%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.00%
MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 0.00%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.00%
NETFLIX INC P/P 144A 06.3750 05/15/2029 0.00%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.00%
NOK/USD 09/18/2019 BCAP-FX 0.00%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.00%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.00%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.00%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.00%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.00%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.00%
REVLON CONS TLB L+350 06.0469 09/07/2023 0.00%
ROBERTSHAW TL 2L L+800 10.4375 02/28/2026 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.00%
SASC 2006-AM1 A4 02.5644 04/25/2036 0.00%
SECOM CO LTD 0.00%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.00%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.00%
SM ENERGY CO 06.7500 09/15/2026 0.00%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.00%
SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 0.00%
STACR 2019-DNA1 M2 05.0544 01/25/2049 0.00%
TENET HEALTHCARE 04.6250 07/15/2024 0.00%
TENET HEALTHCARE 06.0000 10/01/2020 0.00%
TOKYO ELECTRON LTD 0.00%
TRANSDIGM INC. 06.5000 07/15/2024 0.00%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 0.00%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.00%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.00%
ZIGGO BV P/P 144A 05.5000 01/15/2027 0.00%
2.25 R ISWP FWD US0003M P 09/18/2049 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AES CORP/THE 05.1250 09/01/2027 0.00%
AGL ENERGY LTD 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
ALTRIA GROUP INC 0.00%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.00%
ANTHEM INC 0.00%
APACHE CORPORATION 03.2500 04/15/2022 0.00%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
BANK OF AMERICA CORP 03.1703 09/15/2026 0.00%
BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 0.00%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.00%
BERRY GLOBAL ESCR P/P 144A 05.6250 07/15/2027 0.00%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.00%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
CAD/USD 07/17/2019 BANKAM 0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.00%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.00%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.00%
CHEMOURS CO 05.3750 05/15/2027 0.00%
CHEMOURS CO 06.6250 05/15/2023 0.00%
CHEVRON CORP 02.1000 05/16/2021 0.00%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 0.00%
CINEMARK USA INC 05.1250 12/15/2022 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026 0.00%
CPG INTL TL L+375 05.9332 05/05/2024 0.00%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 0.00%
DAIWA SECURITIES GROUP INC 0.00%
DIGICEL LTD P/P 144A 06.7500 03/01/2023 0.00%
DISH NETWORK CV 03.3750 08/15/2026 0.00%
ENERGY TRANSFER OPERATNG 05.5000 06/01/2027 0.00%
EOG RESOURCES INC 04.1500 01/15/2026 0.00%
FHR 3408 EK 16.1589 04/15/2037 0.00%
FNR 2007-53 SP 15.3839 06/25/2037 0.00%
FORD MOTOR CO 0.00%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.00%
GATES GLOBAL TLB L+275 05.1524 03/31/2024 0.00%
GNMA GII30 AY2298 04.7000 05/20/2067 0.00%
GNMA GII30 AY4779 04.5080 03/20/2067 0.00%
GNMA GII30 BA7681 04.6270 06/20/2067 0.00%
GNMA GII30 BB0107 04.7000 08/20/2067 0.00%
GNR 2012-141 WI IO 03.5000 11/20/2041 0.00%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.00%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.00%
GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 0.00%
GSMS 2013-GC12 XA IO 01.5614 06/10/2046 0.00%
HOLOGIC INC P/P 144A 04.3750 10/15/2025 0.00%
INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 0.00%
ISTAR INC. 05.2500 09/15/2022 0.00%
JO-ANN STORES TL L+500 07.5915 10/16/2023 0.00%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.00%
JPMBB 2014-C19 XA IO 00.9548 04/15/2047 0.00%
LBUBS 2008-C1 AM 06.2786 04/15/2041 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MERCER INTL INC USD 05.5000 01/15/2026 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MICROSOFT CORP 05.3000 02/08/2041 0.00%
NEIMAN MARCUS TL L+600 08.4209 10/25/2023 0.00%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.00%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.00%
NRG ENERGY INC 05.7500 01/15/2028 0.00%
P/P 144A 06.8750 08/15/2026 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.00%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.00%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.00%
PVH CORP 0.00%
QORVO INC 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SM ENERGY CO 06.1250 11/15/2022 0.00%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.00%
SWEDISH MATCH AB 0.00%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 0.00%
TD AMERITRADE HOLDING CORP 0.00%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 0.00%
TRANSOCEAN INC 07.5000 04/15/2031 0.00%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.00%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.00%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 0.00%
ANTERO RESOURCES 05.3750 11/01/2021 0.00%
ANTERO RESOURCES CORP 05.0000 03/01/2025 0.00%
AZRIELI GROUP LTD 0.00%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.00%
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GETLINK SE 0.00%
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GNMA GII30 BN1509 05.0000 05/20/2049 0.00%
GNMA GII30 BN2618 04.5000 05/20/2049 0.00%
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T-MOBILE USA INC 06.0000 03/01/2023 0.00%
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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 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
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CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 0.00%
EUR/USD 09/18/2019 BCAP-FX 0.00%
EUR/USD 09/18/2019 GSFX 0.00%
EUR/USD 09/18/2019 SSBT 0.00%
FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 0.00%
FNR 2005-75 GS 13.0369 08/25/2035 0.00%
FNR 2005-83 QP 11.1426 11/25/2034 0.00%
FNR 2007-14 KO PO 00.0000 03/25/2037 0.00%
GBP/USD 09/18/2019 BANKAM 0.00%
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GNMA GII30 BN7073 04.5000 05/20/2049 0.00%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.00%
GNR 2019-78 SJ IO 03.6390 06/20/2049 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
IHEARTMEDIA INC - CLASS A 0.00%
IHEARTMEDIA TL L+400 06.5790 05/01/2026 0.00%
INR/USD 11/20/2019 GSFX 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
JPY/USD 08/21/2019 BANKAM 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.00%
NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.00%
NOK/USD 09/18/2019 JPMCB 0.00%
NOK/USD 09/18/2019 RBSF 0.00%
NOK/USD 09/18/2019 SSBT 0.00%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
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STEEL DYNAMICS INC 04.1250 09/15/2025 0.00%
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TRANSDIGM INC 06.5000 05/15/2025 0.00%
1.70 R ISWP FWD US0003M P 09/18/2021 0.00%
ADVANZ PHARMA CORP 0.00%
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BACM 2007-1 XW IO 00.4020 01/15/2049 0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
BRL/USD 10/02/2019 CITI 0.00%
BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.5010 12/11/2038 0.00%
CD 2007-CD4 XW IO P/P 144A 00.7284 12/11/2049 0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.7231 10/15/2049 0.00%
CLEAR CHANNEL OUTDOOR HOLDIN 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 ML 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC 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 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
COMM 2006-C8 XS IO P/P 144A 00.6983 12/10/2046 0.00%
CSFB 2003-C3 AX IO P/P 144A 02.2137 05/15/2038 0.00%
CSMC 2007-C2 AX IO P/P 144A 00.0484 01/15/2049 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 09/18/2019 BANKAM 0.00%
EUR/USD 09/18/2019 CITI 0.00%
EUR/USD 09/18/2019 CSI-FX 0.00%
EUR/USD 09/18/2019 JPMCB 0.00%
FHR 3117 AF 00.0000 02/15/2036 0.00%
FHR 3206 EO PO 00.0000 08/15/2036 0.00%
FHR 3326 WF 00.0000 10/15/2035 0.00%
FHR 3391 PO PO 00.0000 04/15/2037 0.00%
FIRSTENERGY CORP 03.9000 07/15/2027 0.00%
FIRSTENERGY CORP 04.8500 07/15/2047 0.00%
FNR 2006-125 OX PO 00.0000 01/25/2037 0.00%
FNR 2006-46 OC PO 00.0000 06/25/2036 0.00%
FNR 2006-84 OT PO 00.0000 09/25/2036 0.00%
GBP/USD 09/18/2019 SSBT 0.00%
GECMC 2007-C1 XC IO P/P 144A 00.2697 12/10/2049 0.00%
GLOBAL FASHION GRP P/P 0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036 0.00%
GNR 2018-127 IB IO 04.5000 06/20/2045 0.00%
HC BRILLANT SERVICES GMBH P/P 0.00%
HKD/USD 08/21/2019 BCAP-FX 0.00%
IDR/USD 11/20/2019 HSBCB 0.00%
INR/USD 11/20/2019 RBSF 0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 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%
JPMCC 05-CB12 X1 IO P/P 144A 00.5133 09/12/2037 0.00%
JPMCC 06-LDP6 X1 IO P/P 144A 00.0000 04/15/2043 0.00%
JPMCC 2006-LDP8 X IO 00.2853 05/15/2045 0.00%
JPMCC 2007-LDPX X IO 00.3240 01/15/2049 0.00%
KEANE GROUP TLB L+375 06.3125 05/25/2025 0.00%
KRW/USD 11/20/2019 GSFX 0.00%
KRW/USD 11/20/2019 HSBCB 0.00%
LBUBS 2005-C7 XCL IO P/P 144A 00.5069 11/15/2040 0.00%
LBUBS 2007-C2 XW IO 00.4815 02/15/2040 0.00%
MEZZ 2005-C3 X IO P/P 144A 07.1366 05/15/2044 0.00%
MEZZ 2006-C4 X IO P/P 144A 06.5270 07/15/2045 0.00%
MEZZ 2007-C5 X IO P/P 144A 06.2193 12/15/2049 0.00%
MLMT 2004-KEY2 XC IO P/P 144A 01.0098 08/12/2039 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 0.00%
MWO HOLDINGS LLC 0.00%
MXN/USD 10/16/2019 BANKAM 0.00%
NEW BIGFOOT OTHER ASSETS GMBH P/P 0.00%
NEW MIDDLE EAST OTHER ASSETS GMBH P/P 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 09/18/2019 CITI 0.00%
NZD/USD 07/17/2019 SSBT 0.00%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.00%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 0.00%
RUB/USD 09/18/2019 GSFX 0.00%
SEK/USD 09/18/2019 RBSF 0.00%
SGD/USD 08/21/2019 JPMCB 0.00%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
TERVITA CORP 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 0.00%
TWD/USD 08/21/2019 GSFX 0.00%
TWD/USD 08/21/2019 RBSF 0.00%
TXU TCEH RIGHTS 0.00%
WBCMT 2006-C29 IO IO 00.4775 11/15/2048 0.00%
WBCMT 2007-C34 IO IO 00.1233 05/15/2046 0.00%
WILLIAMS COS INC 07.7500 06/15/2031 0.00%
CAD/USD 07/17/2019 CITI -0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG -0.00%
CMB CMBX.NA.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-.7 2047-01-17 300.0 01/17/2047 CS -0.00%
DKK/USD 09/18/2019 CITI -0.00%
EUR/USD 09/18/2019 RBSF -0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP -0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC -0.00%
MBX.FN30.600.08 P USL1M R 01/12/39 BC -0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.00%
NZD/USD 07/17/2019 BCAP-FX -0.00%
SEK/USD 09/18/2019 JPMCB -0.00%
AUD/JPY PUT 69.00 20190917 HSBCB -0.00%
AUD/USD 07/17/2019 SSBT -0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.00%
EUR/USD 09/18/2019 UBS -0.00%
JPY/USD 08/21/2019 HSBCB -0.00%
JPY/USD 08/21/2019 RBSF -0.00%
SEK/USD 09/18/2019 UBS -0.00%
1.80 R ISWP FWD US0003M P 09/18/2024 -0.00%
NZD/USD 07/17/2019 CITI -0.00%
SEK/USD 09/18/2019 GSFX -0.00%
SEK/USD 09/18/2019 SSBT -0.00%
CAD/USD 07/17/2019 BCAP-FX -0.00%
JPY/USD 08/21/2019 CITI -0.00%
NZD/USD 07/17/2019 JPMCB -0.00%
AUD/USD 07/17/2019 BANKAM -0.00%
CAD/USD 07/17/2019 JPMCB -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.00%
JPY/USD 08/21/2019 GSFX -0.00%
NZD/USD 07/17/2019 GSFX -0.00%
2.05 R ISWP FWD US0003M P 09/18/2029 -0.01%
AUD/USD 07/17/2019 HSBCB -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
IOS.FN30.400.10 P USL1M R 01/12/41 JP -0.01%
AUD/USD 07/17/2019 RBSF -0.01%
AUD/USD 07/17/2019 UBS -0.01%
JPY/USD 08/21/2019 UBS -0.01%
JPY/USD 08/21/2019 SSBT -0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.01%
US 10YR ULTRA FUT SEP19 UXYU9 -0.06%
FNMA FN30 TBA UMBS 03.0000 08/01/2049 -0.11%
FNMA FN30 TBA UMBS 03.5000 08/01/2049 -0.18%
S&P500 EMINI FUT SEP19 ESU9 -1.54%
RU10INTR P US0003M R 11/26/19 CI -4.39%
US 10YR NOTE (CBT)SEP19 TYU9 -8.17%

Prior top 10 holdings

Top 10 holdings as of 07/31/19
Gnma Gii30 Ma4652 03.5000 08/20/2047
Fhlmc Fh30g G08814 04.0000 05/01/2048
Fnma Fn30 Ma3563 Umbs 04.0000 01/01/2049
Fnma Fn15 Tba Umbs 03.0000 08/01/2034
Fnma Fn30 Tba Umbs 04.0000 08/01/2049
Fnma Fn30 Tba Umbs 06.0000 08/01/2049
Fnma Fn30 Ma2737 03.0000 09/01/2046
Gnma Gii30 Ma4837 03.5000 11/20/2047
Fnma Fn30 Bm5024 UMBS 03.0000 11/01/2048
Gnma Gii30 Ma4586 03.5000 07/20/2047
Holdings represent 8.58% of portfolio
Top 10 holdings as of 06/30/19
Gnma Gii30 Ma4652 03.5000 08/20/2047
Alphabet
Fhlmc Fh30g G08795 03.0000 01/01/2048
Amazon
Fnma Fn30 Tba Umbs 04.0000 08/01/2049
JPMorgan Chase
Cisco Systems
Chevron
Microsoft
Verizon Communications
Holdings represent 13.35% of portfolio
Top 10 holdings as of 05/31/19
Gnma Gii30 Ma4652 Umbs 03.5000 08/20/2047
Alphabet
Fhlmc Fh30g G08795 03.0000 01/01/2048
JPMorgan Chase
Cisco Systems
Chevron
Verizon Communications
Microsoft
Apple
Amazon
Holdings represent 12.83% of portfolio
Top 10 holdings as of 04/30/19
Gnma Gii30 Ma4652 03.5000 08/20/2047
Alphabet
Fhlmc Fh30g G08795 03.0000 01/01/2048
JPMorgan Chase
Cisco Systems
Apple
Verizon Communications
Boeing
Amazon
Chevron
Holdings represent 13.15% of portfolio

Portfolio composition as of 07/31/19

U.S. large-cap equity 44.62%
U.S. Investment-grade bonds 25.33%
International equity 9.49%
U.S. small- and mid-cap equity 9.40%
U.S. money markets 7.44%
U.S. High-yield bonds 3.71%

Fixed income statistics as of 07/31/19

Average effective maturity 6.52 yrs.
Average effective duration 1.42 yrs.

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

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


Expenses

Expense ratio

Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
Total expense ratio 0.97% 1.72% 1.72% 1.47% 1.22% 0.72% 0.62% 0.72%
What you pay 0.97% 1.72% 1.72% 1.47% 1.22% 0.72% 0.62% 0.72%

Sales charge

 Breakpoint Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
$0-$49,999 5.75% / 5.00% 0.00% / 4.00% 0.00% / 1.00% 3.50% / 3.00% -- -- -- --
$50,000-$99,999 4.50% / 3.75% 0.00% / 4.00% 0.00% / 1.00% 2.50% / 2.00% -- -- -- --
$100,000-$249,999 3.50% / 2.75% -- 0.00% / 1.00% 1.50% / 1.00% -- -- -- --
$250,000-$499,999 2.50% / 2.00% -- 0.00% / 1.00% 1.00% / 1.00% -- -- -- --
$500,000-$999,999 2.00% / 1.75% -- 0.00% / 1.00% 1.00% / 1.00% -- -- -- --
$1M-$4M 0.00% / 1.00% -- -- -- -- -- -- --
$4M-$50M 0.00% / 0.50% -- -- -- -- -- -- --
$50M+ 0.00% / 0.25% -- -- -- -- -- -- --

CDSC

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

Trail commissions

  Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
  0.25% 0.25% 1.00% 0.65% 0.50% 0.00% 0.00% 0.00%
  NA NA NA NA NA NA NA NA
  NA NA NA NA NA NA NA NA

For sales and trail commission information on purchases over $1 million and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.

The Russell 3000 Index is an unmanaged index of the 3,000 largest U.S. companies. The Putnam Balanced Blended Benchmark is a benchmark administered by Putnam Management, comprising 50% the Russell 3000 Index, 35% the Bloomberg Barclays U.S. Aggregate Bond Index, 10% the MSCI EAFE Index (ND), and 5% the JPMorgan Developed High Yield Index. You cannot invest directly in an index.

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