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Dynamic Asset Allocation Growth Fund (Class Y)  (PAGYX)

A globally diversified fund pursuing growth

Dynamic Asset Allocation Growth Fund received an  Overall Morningstar Rating  of  

Highlights

Objective

The Growth Fund seeks capital appreciation.

Strategy and process

  • Global benchmark: The fund starts with a globally diversified benchmark with more efficient exposures relative to a typical 80/20 benchmark.
  • Tactical flexibility: The managers have the ability to tilt overall equity and fixed-income allocations +/-15% and shift exposures within each asset class.
  • Active implementation: Managers proactively research and determine the most efficient implementation for each asset class.

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $15.75
0.00% | $0.00
$18.04
09/21/18
$13.45
12/24/18
Historical fund price

Fund facts as of 02/28/19

Total net assets
$2,833.35M
Turnover (fiscal year end)
109%
Dividend frequency
Annually
Number of holdings
1868
Fiscal year-end
September
CUSIP / Fund code
746444702 / 1843
Inception date
07/14/94
Class Y  
Category
Asset Allocation
Open to new investors
Ticker
PAGYX

Management team

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


Manager commentary | Q4 2018

Demand could boost energy sector

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



Performance

  • Total return (%) as of 12/31/18

  • Annual performance as of 12/31/18

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

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge -9.41% 5.56% 5.14% 11.07%
After sales charge N/A N/A N/A N/A
Russell 3000 Index -5.24%8.97%7.91%13.18%
Putnam Growth Blended Benchmark -5.91%7.11%5.63%10.55%

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

Performance snapshot

  Before sales charge After sales charge
1 mt. as of 02/28/19 2.43% -
YTD as of 03/19/19 11.62% -

Risk-adjusted performance as of 02/28/19

Sharpe ratio (3 yrs.) 1.08

Volatility as of 02/28/19

Standard deviation (3 yrs.) 9.71%

Lipper rankings as of 02/28/19

Time period Rank/Funds in category Percentile ranking
1 yr. 306/495 62%
3 yrs. 36/461 8%
5 yrs. 43/409 11%
10 yrs. 8/313 3%
Lipper category: Mixed-Asset Target Alloc Growth Funds

Morningstar Ratings as of 02/28/19

Time period Funds in category Morningstar Rating
Overall 325
3 yrs. 325
5 yrs. 285
10 yrs. 196
Morningstar category: Allocation--70% to 85% Equity

Distributions

Record/Ex dividend date 12/18/18
Payable date 12/20/18
Income $0.225
Extra income --
Short-term cap. gain $0.262
Long-term cap. gain $1.01

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.


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


Holdings

Top 10 holdings as of 02/28/19

Alphabet 1.98%
JPMorgan Chase 1.35%
Apple 1.20%
Cisco Systems 1.17%
Boeing 1.16%
Verizon Communications 1.09%
Home Depot 1.09%
Chevron 0.99%
Citigroup 0.96%
IBM 0.93%
Top 10 holdings, percent of portfolio 11.92%

Full portfolio holdings as of 12/31/18

ALPHABET INC-CL A 1.96%
JPMORGAN CHASE & CO 1.37%
S&P GSCI EXCESS RETURN INDEX 3X NOTE 1/27/2020 1.33%
APPLE INC 1.21%
VERIZON COMMUNICATIONS INC 1.19%
HOME DEPOT INC 1.15%
CISCO SYSTEMS INC 1.14%
BOEING CO/THE 1.11%
CHEVRON CORP 1.00%
STARBUCKS CORP 0.93%
GNMA GII30 MA4652 03.5000 08/20/2047 0.92%
CITIGROUP INC 0.88%
AMAZON.COM INC 0.86%
INTL BUSINESS MACHINES CORP 0.86%
COCA-COLA CO/THE 0.85%
FNMA FN30 MA3238 03.5000 01/01/2048 0.84%
MICROSOFT CORP 0.83%
PEPSICO INC 0.75%
ORACLE CORP 0.69%
AMGEN INC 0.68%
ADOBE INC 0.67%
LOWES COMPANIES INC 0.67%
JOHNSON & JOHNSON 0.65%
MEDTRONIC PLC 0.62%
CONOCOPHILLIPS 0.57%
MERCK & CO. INC. 0.57%
ELI LILLY & CO 0.55%
WALGREENS BOOTS ALLIANCE INC 0.52%
FACEBOOK INC-CLASS A 0.50%
INTUIT INC 0.46%
FNMA FN30 TBA 04.0000 01/01/2049 0.44%
LOCKHEED MARTIN CORP 0.44%
INTEL CORP 0.42%
METLIFE INC 0.42%
MONDELEZ INTERNATIONAL INC-A 0.42%
NXP SEMICONDUCTORS NV 0.42%
AUTOMATIC DATA PROCESSING 0.41%
CIGNA CORP 0.39%
DELTA AIR LINES INC 0.39%
MORGAN STANLEY 0.39%
BOOKING HOLDINGS INC 0.38%
HONEYWELL INTERNATIONAL INC 0.38%
PFIZER INC 0.38%
ROSS STORES INC 0.38%
EXELON CORP 0.37%
FHLMC FH30G G08814 04.0000 05/01/2048 0.37%
FNMA FN15 AL9468 03.0000 12/01/2031 0.37%
ROCHE HOLDING AG-GENUSSCHEIN 0.35%
LYONDELLBASELL INDU-CL A 0.34%
VALERO ENERGY CORP 0.34%
PHILLIPS 66 0.33%
PROCTER & GAMBLE CO/THE 0.33%
UNITED CONTINENTAL HOLDINGS 0.33%
HCA HEALTHCARE INC 0.32%
SYSCO CORP 0.32%
AGILENT TECHNOLOGIES INC 0.28%
ABBVIE INC 0.27%
COGNIZANT TECH SOLUTIONS-A 0.27%
CUMMINS INC 0.27%
WASTE MANAGEMENT INC 0.27%
TOTAL SA 0.26%
TWENTY-FIRST CENTURY FOX - B 0.26%
UNITEDHEALTH GROUP INC 0.26%
BAXTER INTERNATIONAL INC 0.25%
CAPITAL ONE FINANCIAL CORP 0.25%
FORTINET INC 0.25%
INGERSOLL-RAND PLC 0.25%
NETAPP INC 0.25%
PRUDENTIAL FINANCIAL INC 0.25%
E*TRADE FINANCIAL CORPORATION 0.24%
GLAXOSMITHKLINE PLC 0.24%
MCKESSON CORP 0.24%
OMNICOM GROUP 0.24%
RAYTHEON COMPANY 0.24%
RU10INTR P US0003M R 11/26/19 CI 0.24%
TENCENT HOLDINGS LTD 0.24%
ALIBABA GROUP HOLDING-SP ADR 0.23%
ALLIANZ SE-REG 0.23%
CENTENE CORP 0.23%
FREEPORT-MCMORAN INC 0.23%
PUBLIC SERVICE ENTERPRISE GP 0.23%
TEXAS INSTRUMENTS INC 0.23%
AFLAC INC 0.22%
GILEAD SCIENCES INC 0.22%
KLA-TENCOR CORP 0.22%
SAMSUNG ELECTRONICS CO LTD 0.22%
CITRIX SYSTEMS INC 0.21%
FNMA FN30 TBA 06.0000 01/01/2049 0.21%
CITIZENS FINANCIAL GROUP 0.20%
F5 NETWORKS INC 0.20%
HERSHEY CO/THE 0.20%
NOVARTIS AG-REG 0.20%
RIO TINTO PLC 0.20%
AMERIPRISE FINANCIAL INC 0.19%
COMERICA INC 0.19%
DARDEN RESTAURANTS INC 0.19%
FNMA FN15 TBA 03.0000 01/01/2034 0.19%
HILTON WORLDWIDE HOLDINGS IN 0.19%
IMPERIAL BRANDS PLC 0.19%
MIZUHO FINANCIAL GROUP INC 0.19%
NRG ENERGY INC 0.19%
BIOGEN INC 0.18%
DISCOVER FINANCIAL SERVICES 0.18%
FNMA FN30 AL9859 03.0000 03/01/2047 0.18%
FNMA FN30 MA2737 03.0000 09/01/2046 0.18%
GNMA GII30 MA4837 03.5000 11/20/2047 0.18%
GOLDMAN SACHS GROUP INC 0.18%
HARTFORD FINANCIAL SVCS GRP 0.18%
KONINKLIJKE AHOLD DELHAIZE N 0.18%
SONY CORP 0.18%
SYNCHRONY FINANCIAL 0.18%
CENTRAL JAPAN RAILWAY CO 0.17%
ENI SPA 0.17%
FNMA FN30 BH7058 03.5000 12/01/2047 0.17%
GNMA GII30 MA4586 03.5000 07/20/2047 0.17%
ROCKWELL AUTOMATION INC 0.17%
ROYAL DUTCH SHELL PLC-B SHS 0.17%
SUMITOMO MITSUI FINANCIAL GR 0.17%
AGNC INVESTMENT CORP 0.16%
CENTERPOINT ENERGY INC 0.16%
FNMA FN30 BH5117 04.0000 08/01/2047 0.16%
HITACHI LTD 0.16%
HOYA CORP 0.16%
HUMANA INC 0.16%
MACQUARIE GROUP LTD 0.16%
TAIWAN SEMICONDUCTOR MANUFAC 0.16%
VOLVO AB-B SHS 0.16%
ALLSTATE CORP 0.15%
ASTELLAS PHARMA INC 0.15%
BRISTOL-MYERS SQUIBB CO 0.15%
BROADRIDGE FINANCIAL SOLUTIO 0.15%
CK ASSET HOLDINGS LTD 0.15%
EQUINOR ASA 0.15%
HERMES INTERNATIONAL 0.15%
INTL CONSOLIDATED AIRLINE-DI 0.15%
L OREAL 0.15%
LEGAL & GENERAL GROUP PLC 0.15%
MOLSON COORS BREWING CO -B 0.15%
ORIX CORP 0.15%
PEUGEOT SA 0.15%
ABN AMRO GROUP NV-CVA 0.14%
COCA-COLA EUROPEAN PARTNERS 0.14%
MITSUI AND CO LTD 0.14%
NESTLE SA-REG 0.14%
PARTNERS GROUP HOLDING AG 0.14%
RESONA HOLDINGS INC 0.14%
SANDVIK AB 0.14%
SHIONOGI & CO LTD 0.14%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.14%
SWEDBANK AB - A SHARES 0.14%
ALLISON TRANSMISSION HOLDING 0.13%
AMADEUS IT GROUP SA 0.13%
AMEREN CORPORATION 0.13%
AVIVA PLC 0.13%
BASF SE 0.13%
CADENCE DESIGN SYS INC 0.13%
CAPRI HOLDINGS LTD 0.13%
DEUTSCHE TELEKOM AG-REG 0.13%
HANG SENG BANK LTD 0.13%
LINCOLN NATIONAL CORP 0.13%
MARUBENI CORP 0.13%
PERSIMMON PLC 0.13%
PINNACLE WEST CAPITAL 0.13%
SANOFI 0.13%
TAISEI CORP 0.13%
TELENOR ASA 0.13%
VERTEX PHARMACEUTICALS INC 0.13%
ACS ACTIVIDADES 0.12%
AES CORP 0.12%
AIA GROUP LTD 0.12%
ANGLO AMER PLC 0.12%
AVALONBAY COMMUNITIES INC 0.12%
BT GROUP PLC 0.12%
ELECTRONIC ARTS INC 0.12%
ENDESA S.A. 0.12%
LUKOIL PJSC-SPON ADR 0.12%
PACKAGING CORP OF AMERICA 0.12%
SYNOPSYS INC 0.12%
TOTAL SYSTEM SERVICES INC 0.12%
TOYOTA MOTOR CORP 0.12%
UGI CORP 0.12%
AENA SME SA 0.11%
ALLERGAN PLC 0.11%
AMETEK INC 0.11%
ANNALY CAPITAL MANAGEMENT IN 0.11%
BERRY GLOBAL GROUP INC 0.11%
DUN & BRADSTREET CORP 0.11%
ENEL SPA 0.11%
HDFC BANK LIMITED 0.11%
JAPAN AIRLINES CO LTD 0.11%
JUNIPER NETWORKS INC 0.11%
LLOYDS BANKING GROUP PLC 0.11%
RESMED INC 0.11%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.11%
VICI PROPERTIES INC 0.11%
ZOETIS INC 0.11%
ASHTEAD GROUP PLC 0.10%
CDW CORP/DE 0.10%
CELANESE CORP 0.10%
CHINA MOBILE LTD 0.10%
COSTAR GROUP INC 0.10%
CREDICORP LTD 0.10%
EXXON MOBIL CORP 0.10%
HUNTSMAN CORP 0.10%
KDDI CORP 0.10%
LAS VEGAS SANDS CORP 0.10%
NASPERS LTD-N SHS 0.10%
NEW RESIDENTIAL INVESTMENT 0.10%
NTT DATA CORP 0.10%
PING AN INSURANCE GROUP CO-H 0.10%
RECKITT BENCKISER GROUP PLC 0.10%
REPUBLIC SERVICES INC 0.10%
SPST 2018-1 A 03.2151 04/24/2019 0.10%
TUI AG-DI 0.10%
UPM-KYMMENE OYJ 0.10%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.10%
WOLTERS KLUWER 0.10%
APPLE INC 02.1000 05/06/2019 0.09%
BF0101 03.5000 06/01/2056 0.09%
BOOZ ALLEN HAMILTON HOLDINGS 0.09%
CBRE GROUP INC - A 0.09%
CELGENE CORP 0.09%
CHINA CONSTRUCTION BANK-H 0.09%
CHINA WATER AFFAIRS GROUP 0.09%
CNOOC LTD 0.09%
EVERGY INC 0.09%
FAURECIA 0.09%
HD SUPPLY HOLDINGS INC 0.09%
ITAU UNIBANCO H-SPON PRF ADR 0.09%
MITSUBISHI CORP 0.09%
NTT DOCOMO INC 0.09%
OGE ENERGY CORP 0.09%
PBF ENERGY INC-CLASS A 0.09%
SL GREEN REALTY CORP 0.09%
UCB SA 0.09%
UNUM GROUP 0.09%
ZEBRA TECHNOLOGIES CORP-CL A 0.09%
3I GROUP PLC 0.08%
ASSOCIATED BRITISH FOODS PLC 0.08%
BP PLC 0.08%
CARLSBERG AS-B 0.08%
DUKE REALTY CORP 0.08%
FNMA FN30 MA3306 04.0000 03/01/2048 0.08%
HOUSING DEVELOPMENT FINANCE 0.08%
INFOSYS LTD 0.08%
KAR AUCTION SERVICES INC 0.08%
MEDIATEK INC 0.08%
NINTENDO CO LTD 0.08%
PEARSON PLC 0.08%
PENTAIR PLC 0.08%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.08%
PETROLEO BRASILEIRO-SPON ADR 0.08%
RESIDEO TECHNOLOGIES INC 0.08%
SPST 2018-3 A 03.0151 07/24/2019 0.08%
SPST 2018-5 A 03.0151 09/24/2019 0.08%
SPST 2018-8 A 02.9819 02/24/2020 0.08%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.07%
AL RAJHI BANK 144A/REGS WARRANT 02/21/2019 0.07%
ARCELORMITTAL 0.07%
ARKEMA 0.07%
ASPEN TECHNOLOGY INC 0.07%
ATHENE HOLDING LTD-CLASS A 0.07%
BLUESCOPE STEEL LTD 0.07%
BRIXMOR PROPERTY GROUP INC 0.07%
CANVEST ENVIRONMENTAL PROTEC 0.07%
CAPGEMINI SE 0.07%
CAS 2015-C04 2M2 08.0563 04/25/2028 0.07%
COVESTRO AG 0.07%
FNMA FN30 BM1172 03.0000 03/01/2047 0.07%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.07%
MASIMO CORP 0.07%
NOVO NORDISK A/S-B 0.07%
ORACLE CORPORATION 02.2500 10/08/2019 0.07%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.07%
PRINCIPAL FINANCIAL GROUP 0.07%
SASOL LTD 0.07%
SCENTRE GROUP 0.07%
SPIRIT REALTY CAPITAL INC 0.07%
STACR 2015-DNA3 M2 05.3563 04/25/2028 0.07%
STEEL DYNAMICS INC 0.07%
STORE CAPITAL CORP 0.07%
SYNOVUS FINANCIAL CORP 0.07%
TAYLOR WIMPEY PLC 0.07%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.07%
WEYERHAEUSER CO 0.07%
ABU DHABI COMMERCIAL BANK 0.06%
ALFRESA HOLDINGS CORP 0.06%
AMERICAN HOME 4 RENT 0.06%
APARTMENT INVT & MGMT CO -A 0.06%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.06%
BERKSHIRE HATHAWAY INC-CL B 0.06%
BUPA ARABIA 144A/REGS WARRANT 03/06/19 0.06%
CITIGROUP INC 03.8870 01/10/2028 0.06%
CLP HOLDINGS LTD 0.06%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.06%
CROWN RESORTS LTD 0.06%
DBUBS 2011-LC3A D P/P 144A 05.3379 08/10/2044 0.06%
DELL TECHNOLOGIES -C 0.06%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.06%
FIAT CHRYSLER AUTOMOBILES NV 0.06%
FNMA FN30 BC1155 03.0000 06/01/2046 0.06%
HEALTHCARE TRUST OF AME-CL A 0.06%
HILL-ROM HOLDINGS INC 0.06%
MEDICAL PROPERTIES TRUST INC 0.06%
MICROSOFT CORP 01.5500 08/08/2021 0.06%
NIPPON TELEGRAPH & TELEPHONE 0.06%
OMV AG 0.06%
REINSURANCE GROUP OF AMERICA 0.06%
SAMBA FINANCIAL GROUP 144A/REGS WARRANT 07/15/19 0.06%
SOFTBANK GROUP CORP 0.06%
SUMITOMO CHEMICAL CO LTD 0.06%
SUN HUNG KAI PROPERTIES 0.06%
SUNNY FRIEND ENVIRONMENTAL T 0.06%
SWEDISH MATCH AB 0.06%
TELEPHONE AND DATA SYSTEMS 0.06%
TELSTRA CORP LTD 0.06%
WESTLAKE CHEMICAL CORP 0.06%
WULIANGYE YIBIN 144A/REGS WARRANT 04/12/2019 0.06%
WYNDHAM DESTINATIONS INC 0.06%
X 5 RETAIL GROUP NV-REGS GDR 0.06%
ABSA GROUP LTD 0.05%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.05%
BANDAI NAMCO HOLDINGS INC 0.05%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.05%
BLACK KNIGHT INC 0.05%
CHINA TRADITIONAL CHINESE ME 0.05%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.05%
CK HUTCHISON HOLDINGS LTD 0.05%
CTCI CORP 0.05%
CVS HEALTH CORP 04.7800 03/25/2038 0.05%
DB INSURANCE CO LTD 0.05%
DINO POLSKA SA 0.05%
EAST WEST BANCORP INC 0.05%
ELANCO ANIMAL HEALTH P/P 144A 04.9000 08/28/2028 0.05%
ENCOMPASS HEALTH CORP 0.05%
ENERGY TRANSFER LP 05.8750 01/15/2024 0.05%
EQUITY LIFESTYLE PROPERTIES 0.05%
EXTENDED STAY AMERICA INC 0.05%
FAST RETAILING CO LTD 0.05%
FNMA FN30 AS7003 03.0000 04/01/2046 0.05%
FNMA FN30 BC2733 03.0000 05/01/2046 0.05%
FORMOSA PLASTICS CORP 0.05%
GAMING AND LEISURE PROPERTIE 0.05%
GENTING SINGAPORE LTD 0.05%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.05%
GRUMA S.A.B.-B 0.05%
GS RETAIL CO LTD 0.05%
HANA FINANCIAL GROUP 0.05%
HENDERSON LAND DEVELOPMENT 0.05%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.05%
HOCHTIEF AG 0.05%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.05%
INDORAMA VENTURES-FOREIGN 0.05%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.05%
JONES LANG LASALLE INC 0.05%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.05%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.05%
KEURIG DR PEPPER INC P/P 144A 04.5970 05/25/2028 0.05%
LARSEN & TOUBRO INFO 0.05%
LIBERTY PROPERTY TRUST 0.05%
MOL HUNGARIAN OIL AND GAS PL 0.05%
MORGAN STANLEY 03.6250 01/20/2027 0.05%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.05%
NATIONAL BANK OF KUWAIT 144A/REGS WARRANT 11/13/2019 0.05%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.05%
NESTLE INDIA LTD 0.05%
POYA INTERNATIONAL CO LTD 0.05%
PROSIEBENSAT.1 MEDIA SE 0.05%
SAINSBURY (J) PLC 0.05%
SAMSUNG ELECTRONICS-PREF 0.05%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.05%
SOUTH32 LTD 0.05%
SPST 2017-LD1 A 03.3063 11/25/2050 0.05%
STOCKLAND 0.05%
SUMITOMO MITSUI TRUST HOLDIN 0.05%
TCI CO LTD 0.05%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.05%
VALE SA-SP ADR 0.05%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.05%
YANGZIJIANG SHIPBUILDING 0.05%
ABC-MART INC 0.04%
AIR LEASE CORP 04.6250 10/01/2028 0.04%
ALLIANCE GLOBAL GROUP INC 0.04%
AMERICAN FINANCIAL GROUP INC 0.04%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.04%
AT&T INC 04.1000 02/15/2028 0.04%
AYALA LAND INC 0.04%
BANK LEUMI LE-ISRAEL 0.04%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.04%
BANK TABUNGAN PENSIUNAN NASI 0.04%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.04%
BPCE SA P/P 144A 04.5000 03/15/2025 0.04%
CAS 2015-C04 1M2 08.2063 04/25/2028 0.04%
CAS 2016-C03 2M2 08.4063 10/25/2028 0.04%
CHARLES RIVER LABORATORIES 0.04%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.04%
CHINA OVERSEAS LAND & INVEST 0.04%
CIMIC GROUP LTD 0.04%
CLEAN TEQ HOLDINGS LTD 0.04%
COLRUYT SA 0.04%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.04%
CSAIL 2015-C1 D P/P 144A 03.7957 04/15/2050 0.04%
CTBC FINANCIAL HOLDING CO LT 0.04%
CWALT 2006-OA10 4A1 02.6963 08/25/2046 0.04%
CWALT 2006-OA7 1A2 03.0974 06/25/2046 0.04%
DEUTSCHE BOERSE AG 0.04%
EDELWEISS FINANCIAL SERVICES 0.04%
ELITE MATERIAL CO LTD 0.04%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.04%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.04%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.04%
FNMA FN30 AS8056 03.0000 10/01/2046 0.04%
FNMA FN40 BF0171 04.0000 01/01/2057 0.04%
FUJITSU LTD 0.04%
GALAXY ENT GRP L 0.04%
GEOPARK LTD 0.04%
GNMA GII30 TBA 03.5000 01/01/2049 0.04%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.04%
GRAPE KING BIO LTD 0.04%
HIGHWOODS PROPERTIES INC 0.04%
HKT TRUST AND HKT LTD-SS 0.04%
HYUNDAI MARINE 0.04%
KAJIMA CORP 0.04%
KEI INDUSTRIES LTD 0.04%
KERING 0.04%
LG HOUSEHOLD & HEALTH CARE 0.04%
LIBERTY MEDIA COR-SIRIUSXM A 0.04%
LNSTR 2015-3 B P/P 144A 03.1284 04/20/2048 0.04%
LOGAN PROPERTY HOLDINGS CO L 0.04%
LONDON STOCK EXCHANGE GROUP 0.04%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.04%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.04%
MEDIPAL HOLDINGS CORP 0.04%
MEXICHEM SAB DE CV-* 0.04%
MONETA MONEY BANK AS 0.04%
NATURA COSMETICOS SA 0.04%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.04%
PETRONAS CHEMICALS GROUP BHD 0.04%
POPULAR INC 0.04%
RANDSTAD NV 0.04%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.04%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.04%
SARTORIUS STEDIM BIOTECH 0.04%
SCHRODERS PLC 0.04%
SERVICEMASTER GLOBAL HOLDING 0.04%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.04%
STRAUMANN HOLDING AG-REG 0.04%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.04%
SWISSCOM AG-REG 0.04%
TELEDYNE TECHNOLOGIES INC 0.04%
TPAT 2018-SL1 A P/P 144A 03.1063 01/25/2046 0.04%
TUPY SA 0.04%
TURKIYE GARANTI BANKASI 0.04%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.04%
VOLKSWAGEN AG PFD 0.04%
WATERS CORP 0.04%
ABBVIE INC 02.5000 05/14/2020 0.03%
AMAZON.COM INC 03.1500 08/22/2027 0.03%
AMERICAN ELECTRIC POWER 0.03%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.03%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.03%
APPLE HOSPITALITY REIT INC 0.03%
APPLE INC 04.2500 02/09/2047 0.03%
ARISTOCRAT LEISURE LTD 0.03%
AUROBINDO PHARMA LTD 0.03%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.03%
BANGKOK CHAIN HOSPITAL-FOREG 0.03%
BAYER AG-REG 0.03%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.03%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.03%
BERKELEY GROUP HOLDINGS/THE 0.03%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.03%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.03%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.03%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.03%
CHAILEASE HOLDING CO LTD 0.03%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.03%
CHEVRON CORP 01.5610 05/16/2019 0.03%
CIGNA CORP P/P 144A 03.7500 07/15/2023 0.03%
CITIGROUP INC 02.6500 10/26/2020 0.03%
COMM 2010-C1 D P/P 144A 06.1264 07/10/2046 0.03%
CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 0.03%
DAI DONG CO LTD 0.03%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.03%
DEUTSCHE POST AG-REG 0.03%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.03%
DOUGLAS EMMETT INC 0.03%
ECOLAB INC 02.7000 11/01/2026 0.03%
EMIR 2018-1 M1 03.9169 11/25/2028 0.03%
EVONIK INDUSTRIES AG 0.03%
FHLMC FH30G G08747 03.0000 02/01/2047 0.03%
FNMA FN30 AS7154 03.0000 05/01/2046 0.03%
FNMA FN30 AS8074 03.0000 10/01/2046 0.03%
FU SHOU YUAN INTERNATIONAL 0.03%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.03%
GNMA GII30 635063 04.0000 03/20/2046 0.03%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.03%
HCA INC 05.5000 06/15/2047 0.03%
HSBC HOLDINGS PLC 0.03%
HUDSON PACIFIC PROPERTIES IN 0.03%
INDUSTRIA DE DISENO TEXTIL 0.03%
JPMCC 2012-C6 E P/P 144A 05.1401 05/15/2045 0.03%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.03%
KBC GROUP NV 0.03%
KONINKLIJKE PHILIPS NV 0.03%
KWG GROUP HOLDINGS LTD 0.03%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.03%
LEAR CORP 03.8000 09/15/2027 0.03%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.03%
LOCALIZA RENT A CAR 0.03%
MATAHARI DEPARTMENT STORE TB 0.03%
MAVI GIYIM SANAYI 0.03%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.03%
MICROSOFT CORP 02.4000 08/08/2026 0.03%
MIRVAC GROUP 0.03%
MITSUBISHI CHEMICAL HOLDINGS 0.03%
MITSUBISHI GAS CHEMICAL CO 0.03%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.03%
MORGAN STANLEY 02.6500 01/27/2020 0.03%
MOWI ASA 0.03%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.03%
MSBAM 2014-C17 C 04.4567 08/15/2047 0.03%
NATIONAL AUSTRALIA B P/P 144A 03.4571 12/09/2019 0.03%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.03%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.03%
NETEASE INC-ADR 0.03%
NEWELL BRANDS INC 04.2000 04/01/2026 0.03%
NEXT PLC 0.03%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.03%
OCCIDENTAL PETROLEUM CORP 0.03%
OLD MUTUAL LTD 0.03%
PARAMOUNT GROUP INC 0.03%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.03%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.03%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.03%
RTL GROUP 0.03%
SAFARICOM PLC 0.03%
SALESFORCE.COM INC 03.7000 04/11/2028 0.03%
SAMI 2007-AR7 1A1 03.3563 05/25/2047 0.03%
SBERBANK PJSC -SPONSORED ADR 0.03%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.03%
SG HOLDINGS CO LTD 0.03%
SHIMIZU CORP 0.03%
SIEMENS HEALTH 0.03%
SUZUKI MOTOR CORP 0.03%
TARGA RESOURCES PART 05.0000 01/15/2028 0.03%
TCF FINANCIAL CORP 0.03%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.03%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.03%
TJX COMPANIES INC 0.03%
UNILEVER PLC 0.03%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.03%
UNITEDHEALTH GROUP INC 03.1500 06/15/2021 0.03%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.03%
VERIZON COMM 04.3290 09/21/2028 0.03%
WAMU 2005-AR12 1A8 04.0381 10/25/2035 0.03%
WARNER MEDIA LLC 03.8000 02/15/2027 0.03%
WEINGARTEN REALTY INVESTORS 0.03%
WESFARMERS LTD 0.03%
WEST CHINA CEMENT LTD 0.03%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.03%
WFRBS 2011-C2 D P/P 144A 05.6515 02/15/2044 0.03%
WFRBS 2011-C3 D P/P 144A 05.6828 03/15/2044 0.03%
WFRBS 2014-C22 XA IO 00.8472 09/15/2057 0.03%
WINTRUST FINANCIAL CORP 0.03%
ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 0.02%
AES CORP/THE 05.1250 09/01/2027 0.02%
AES CORP/THE 05.5000 04/15/2025 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.02%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.02%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.02%
AMCOR LIMITED 0.02%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.02%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.02%
AMERICAN EXPRESS CO 0.02%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.02%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.02%
ANALOG DEVICES INC 02.8500 03/12/2020 0.02%
ANHEUSER-BUSCH CO/IN P/P 144A 03.6500 02/01/2026 0.02%
AP MOELLER-MAERSK A/S-A 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%
ATLAS COPCO AB-B SHS 0.02%
AUTONATION INC. 05.5000 02/01/2020 0.02%
AUTOZONE INC 0.02%
AXA SA 0.02%
BAE SYSTEMS PLC 0.02%
BAFC 2005-B 3M1 03.1451 04/20/2035 0.02%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.02%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.02%
BANK OF MONTREAL 0.02%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.02%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.02%
BAYERISCHE MOTOREN WERKE-PRF 0.02%
BCE INC 0.02%
BIOGEN INC 03.6250 09/15/2022 0.02%
BMIR 2017-1 M1 P/P 144A 04.2063 10/25/2027 0.02%
BMIR 2018-2A M1B P/P 144A 03.8563 08/25/2028 0.02%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.02%
BOLIDEN AB 0.02%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.02%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.02%
BRAND ENERGY TL L+425 06.7324 06/21/2024 0.02%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.02%
BROOKFIELD PROPERTY REIT I-A 0.02%
BROTHER INDUSTRIES LTD 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
CAD/USD 01/16/2019 BANKAM 0.02%
CAN IMPERIAL BK OF COMMERCE 0.02%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.02%
CAS 2016-C02 1M2 08.5063 09/25/2028 0.02%
CBS CORP 02.9000 01/15/2027 0.02%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.02%
CDX CDX.NA.HY.31 500.0 12/20/2023 0.02%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.02%
CENTRICA PLC 0.02%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.02%
CFCRE 2011-C2 E P/P 144A 05.7556 12/15/2047 0.02%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
CHOCOLADEFABRIKEN LINDT-PC 0.02%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.02%
CIT GROUP INC. 05.2500 03/07/2025 0.02%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.02%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.02%
CMLTI 2005-2 1A2A 04.5375 05/25/2035 0.02%
CNP ASSURANCES 0.02%
COCA-COLA AMATIL LTD 0.02%
COMCAST CORP 03.3750 02/15/2025 0.02%
COMCAST CORP 03.9690 11/01/2047 0.02%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.02%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.02%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.02%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.02%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.02%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 0.02%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.02%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.02%
CURTISS-WRIGHT CORP 0.02%
CVS HEALTH CORP 05.0500 03/25/2048 0.02%
CWALT 2005-59 1A1 02.8001 11/20/2035 0.02%
DAIWA SECURITIES GROUP INC 0.02%
DEUTSCHE LUFTHANSA-REG 0.02%
DEUTSCHE WOHNEN SE 0.02%
DIRECT LINE INSURANCE GROUP 0.02%
DISH DBS CORP 05.8750 11/15/2024 0.02%
DNB NOR ASA 0.02%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.02%
DUKE ENERGY CORP 03.1500 08/15/2027 0.02%
ENAGAS SA 0.02%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.02%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.02%
EOG RESOURCES INC 02.6250 03/15/2023 0.02%
EQT CORP 03.9000 10/01/2027 0.02%
EQUINOR ASA USD 02.9000 11/08/2020 0.02%
EQUITY RESIDENTIAL TR REIT 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%
EUTELSAT COMMUNICATIONS 0.02%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.02%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 0.02%
FHLMC FH30G G60314 04.0000 09/01/2045 0.02%
FIDELITY NATIONAL INFO SERV 0.02%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.02%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.02%
FISERV INC 04.2000 10/01/2028 0.02%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.02%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.02%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.02%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.02%
GLENCORE PLC 0.02%
GNR 2015-H25 BI IO 02.1202 10/20/2065 0.02%
GREAT LAKES D&D 08.0000 05/15/2022 0.02%
GSMS 2011-GC3 C P/P 144A 05.6373 03/10/2044 0.02%
GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 0.02%
GSMS 2014-GC22 C 04.6893 06/10/2047 0.02%
HANS LASER TECHNOLOGY 144A/REGS WARRANT 09/27/2019 0.02%
HCA INC 06.5000 02/15/2020 0.02%
HENKEL AG & CO KGAA 0.02%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.02%
HIKARI TSUSHIN INC 0.02%
HILONG HOLDING LTD 0.02%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.02%
HOME DEPOT INC 02.6250 06/01/2022 0.02%
HONGKONG LAND HOLDINGS LTD 0.02%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 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%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JFE HOLDINGS INC 0.02%
JNBY DESIGN LTD 0.02%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.02%
JPMBB 2014-C22 C 04.5579 09/15/2047 0.02%
JPMCC 2012-C8 D P/P 144A 04.6524 10/15/2045 0.02%
JPMCC 2013-LC11 X IO 01.2710 04/15/2046 0.02%
KIMBERLY-CLARK CORP 0.02%
KINDER MORGAN INC 0.02%
KINDER MORGAN INC 03.1500 01/15/2023 0.02%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.02%
LBMLT 2004-1 A2 03.3063 02/25/2034 0.02%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.02%
MARATHON PETROLEUM CORP 0.02%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.02%
MITSUBISHI MOTORS CORP 0.02%
MITSUBISHI UFJ LEASE & FINAN 0.02%
MONCLER SPA 0.02%
MORGAN STANLEY 04.3750 01/22/2047 0.02%
MSBAM 2012-C6 D P/P 144A 04.6104 11/15/2045 0.02%
NATIONAL BANK OF CANADA 0.02%
NATIONAL GRID PLC 0.02%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.02%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.02%
NEC CORP 0.02%
NEWCREST MINING LTD 0.02%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.02%
NIPPON STEEL & SUMITOMO META 0.02%
NORFOLK SOUTHERN CORP 0.02%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.02%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.02%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.02%
ORACLE CORP 02.6500 07/15/2026 0.02%
OSHKOSH CORP 04.6000 05/15/2028 0.02%
OSHKOSH CORP 05.3750 03/01/2025 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%
PNC BANK NA 02.0000 05/19/2020 0.02%
POLA ORBIS HOLDINGS INC 0.02%
PPSI 2004-WCW2 M3 03.5563 10/25/2034 0.02%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.02%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.02%
QIAGEN N.V. 0.02%
RAYTHEON COMPANY 02.5000 12/15/2022 0.02%
REP OF INDONESIA P/P 144A 05.2500 01/17/2042 0.02%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.02%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.02%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.02%
RWE AG 0.02%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.02%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.02%
SCHINDLER HOLDING AG-REG 0.02%
SENIOR HOUSING PROP TRUST 0.02%
SERVICE CORP INTL 05.3750 05/15/2024 0.02%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.02%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.02%
SHIRE PLC 0.02%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.02%
SMITH & NEPHEW PLC 0.02%
SNAM SPA 0.02%
SOCIETE BIC SA 0.02%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.02%
SPRINT CORP 07.2500 09/15/2021 0.02%
SPRINT CORP 07.8750 09/15/2023 0.02%
STACR 2015-DNA2 M2 05.1063 12/25/2027 0.02%
STACR 2016-HQA2 M3 07.6563 11/25/2028 0.02%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 0.02%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.02%
SWATCH GROUP AG/THE-REG 0.02%
TAPESTRY INC 0.02%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.02%
TORONTO-DOMINION BANK 0.02%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.02%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.02%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.02%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.02%
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%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.02%
VOLKSWAGEN AG 0.02%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.02%
WALT DISNEY CO/THE 0.02%
WAMU 2004-AR12 A2B 03.4263 10/25/2044 0.02%
WAMU 2005-AR11 A1B3 02.9063 08/25/2045 0.02%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.02%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.02%
WESTROCK MWV LLC 08.2000 01/15/2030 0.02%
WEYERHAEUSER CO 07.3750 03/15/2032 0.02%
WFCM 2013-LC12 C 04.2866 07/15/2046 0.02%
WFCM 2013-LC12 D P/P 144A 04.2866 07/15/2046 0.02%
WFCM 2014-LC16 XA IO 01.3311 08/15/2050 0.02%
WFRBS 2011-C5 E P/P 144A 05.6723 11/15/2044 0.02%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.02%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.02%
YAHOO JAPAN CORP 0.02%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
AEGON NV 0.01%
AGL ENERGY LTD 0.01%
AIB GROUP PLC 0.01%
AIR LEASE CORP 03.6250 04/01/2027 0.01%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.01%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.01%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.01%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.01%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 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%
ALPHABET INC 01.9980 08/15/2026 0.01%
ALTA MESA HLDGS 07.8750 12/15/2024 0.01%
ALTICE FRANCE SA P/P 144A 07.3750 05/01/2026 0.01%
ALTRIA GROUP INC 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.01%
AMDOCS LTD 0.01%
AMGEN INC 02.6000 08/19/2026 0.01%
AMGEN INC 03.4500 10/01/2020 0.01%
AMGEN INC 04.6630 06/15/2051 0.01%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
ANTHEM INC 0.01%
APERGY CORP 06.3750 05/01/2026 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 USD 07.0000 10/15/2039 0.01%
ARD SECURITIES FIN P/P 144A 08.7500 01/31/2023 0.01%
ARGENTINE REPUBLIC USD 06.6250 07/06/2028 0.01%
ASAHI KASEI CORP 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
ASHLAND GLOBAL HOLDINGS INC 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%
AUD/USD 01/16/2019 GSFX 0.01%
AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 0.01%
AVAYA HOLDINGS CORP 0.01%
AVAYA TLB L+425 06.7010 12/15/2024 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%
AXALTA COATING SYSTEMS LTD 0.01%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.01%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.01%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.01%
BAUSCH HLTH COS INC P/P 144A 05.8750 05/15/2023 0.01%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.01%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.01%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.01%
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 E 03.8000 07/15/2048 0.01%
BERRY GLOBAL INC 05.1250 07/15/2023 0.01%
BGC PARTNERS INC 05.1250 05/27/2021 0.01%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.01%
BIOSCRIP INC 08.8750 02/15/2021 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.01%
BP CAP MARKETS AMERICA 03.1190 05/04/2026 0.01%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.01%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.01%
BPCE SA P/P 144A 05.1500 07/21/2024 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.01%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.01%
BSCMS 2006-PW11 B P/P 144A 05.2698 03/11/2039 0.01%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.01%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.01%
CAD/USD 01/16/2019 SSBT 0.01%
CALIFORNIA RESOURC TL L+475 07.0365 11/17/2022 0.01%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.01%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.01%
CALPINE CORPORATION 05.7500 01/15/2025 0.01%
CAMDEN PROPERTY TRUST 0.01%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.01%
CANADIAN UTILITIES LTD-A 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%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2014-C03 2M2 05.4063 07/25/2024 0.01%
CAS 2014-C04 1M2 07.4063 11/25/2024 0.01%
CAS 2015-C01 1M2 06.8063 02/25/2025 0.01%
CAS 2015-C02 1M2 06.5063 05/25/2025 0.01%
CAS 2015-C03 2M2 07.5063 07/25/2025 0.01%
CBRE SERVICES INC 04.8750 03/01/2026 0.01%
CBRE SERVICES INC 05.2500 03/15/2025 0.01%
CBS CORP 04.6000 01/15/2045 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%
CDX CDX.NA.IG.31 100.0 12/20/2023 0.01%
CEC ENT INC 08.0000 02/15/2022 0.01%
CENTENE CORP 04.7500 05/15/2022 0.01%
CENTENE CORP 06.1250 02/15/2024 0.01%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CFCRE 2011-C2 D P/P 144A 05.7556 12/15/2047 0.01%
CGCMT 2012-GC8 XA IO P/P 144A 01.8005 09/10/2045 0.01%
CGCMT 2013-GC11 D P/P 144A 04.4219 04/10/2046 0.01%
CGCMT 2014-GC19 AS 04.3450 03/10/2047 0.01%
CGCMT 2014-GC21 X IO 01.1917 05/10/2047 0.01%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.01%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.01%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.01%
CIGNA HOLDING CO 04.5000 03/15/2021 0.01%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.01%
CITIGROUP INC 03.6680 07/24/2028 0.01%
CITIGROUP INC 04.4500 09/29/2027 0.01%
CITIGROUP INC 04.6000 03/09/2026 0.01%
CITIGROUP INC 04.7500 05/18/2046 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
COCA-COLA CO/THE 02.2500 09/01/2026 0.01%
COLES GROUP LTD 0.01%
COMCAST CORP 03.1500 03/01/2026 0.01%
COMCAST CORP 04.0490 11/01/2052 0.01%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.01%
COMM 2013-CR11 XA IO 01.0952 08/10/2050 0.01%
COMM 2014-CR17 XA IO 01.0783 05/10/2047 0.01%
COMM 2014-CR18 C 04.7313 07/15/2047 0.01%
COMM 2014-UBS6 XA IO 00.9541 12/10/2047 0.01%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
COMPASS GROUP PLC 0.01%
COMSTOCK ESCROW CORP P/P 144A 09.7500 08/15/2026 0.01%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.01%
CONSTELLIUM NV P/P 144A 05.8750 02/15/2026 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.01%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.01%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.01%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.01%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.01%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.01%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.01%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.01%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.01%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.01%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.01%
CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 0.01%
CSX CORP 04.1000 03/15/2044 0.01%
CVS HEALTH CORP 04.7500 12/01/2022 0.01%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.01%
CWALT 2005-27 1A1 02.3930 08/25/2035 0.01%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.01%
DEERE & COMPANY 02.6000 06/08/2022 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.01%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.01%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.01%
DIGITAL DELTA HLDG 03.4000 10/01/2020 0.01%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.01%
EAGLECLAW MID TL L+425 06.8690 06/30/2024 0.01%
ECOLAB INC 0.01%
EIFFAGE 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%
ENBRIDGE INC USD 04.2500 12/01/2026 0.01%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.01%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 0.01%
ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 0.01%
ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 0.01%
ENSCO PLC USD 07.7500 02/01/2026 0.01%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
EQUINIX INC 05.3750 05/15/2027 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%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.01%
FEDERATIVE REP OF BRAZIL USD 05.0000 01/27/2045 0.01%
FHR 3829 AS IO 04.4949 03/15/2041 0.01%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.01%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.01%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.01%
FISERV INC 0.01%
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%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 0.01%
FORD MOTOR CO 0.01%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.01%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
FRONTIER COMM 10.5000 09/15/2022 0.01%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.01%
FUJIFILM HOLDINGS CORP 0.01%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GBP/USD CALL 1.34 20190613 BANKAM 0.01%
GE CAPITAL INTL FUNDING USD 03.3730 11/15/2025 0.01%
GENERAL DYNAMICS CORP 0.01%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.01%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.01%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.01%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.01%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.01%
GMAC CAPITAL TRUST I PCT 08.4011 0.01%
GNMA GN30 635061 04.0000 03/15/2046 0.01%
GNR 2012-141 WI IO 03.5000 11/20/2041 0.01%
GNR 2013-99 AS IO 03.5799 06/20/2043 0.01%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.01%
GNR 2015-H24 BI IO 01.6020 08/20/2065 0.01%
GNR 2015-H26 EI IO 01.7202 10/20/2065 0.01%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.01%
GNR 2017-162 QI IO 05.0000 10/11/2047 0.01%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.01%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.01%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.01%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.01%
GRAY ESCROW INC P/P 144A 07.0000 05/15/2027 0.01%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.01%
GSMS 2010-C1 D P/P 144A 06.0511 08/10/2043 0.01%
GSMS 2013-GC10 XA IO 01.5182 02/10/2046 0.01%
GSMS 2014-GC22 XA IO 00.9899 06/10/2047 0.01%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.01%
HARRIS CORP 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HMIR 2018-1 M1 04.1063 10/25/2028 0.01%
HONEYWELL INTL 03.8120 11/21/2047 0.01%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.01%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.01%
HUSKY TLB L+300 05.5224 03/28/2025 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%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.01%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
IPSEN 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
ITRON INC P/P 144A 05.0000 01/15/2026 0.01%
IVORY COAST REGS 05.3750 07/23/2024 0.01%
IVORY COAST REGS 06.1250 06/15/2033 0.01%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.01%
JAGGED PEAK ENERGY P/P 144A 05.8750 05/01/2026 0.01%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.01%
JAPAN TOBACCO INC 0.01%
JARDINE MATHESON HLDGS LTD 0.01%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.01%
JO-ANN STORES 2NDL L+925 11.6038 05/21/2024 0.01%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.01%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.01%
JPMBB 2013-C17 XA IO 00.7997 01/15/2047 0.01%
JPMCC 2012-LC9 D P/P 144A 04.3698 12/15/2047 0.01%
JPMCC 2013-C16 D P/P 144A 05.0277 12/15/2046 0.01%
JPMCC 2013-LC11 C 03.9582 04/15/2046 0.01%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.01%
JXTG HOLDINGS INC 0.01%
KANSAI ELECTRIC POWER CO INC 0.01%
KERRY PROPERTIES LTD 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.01%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.01%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.01%
KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 0.01%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.01%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.01%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.01%
KRAFT HEINZ FOODS CO 03.4381 08/10/2022 0.01%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
L3 TECHNOLOGIES INC 04.4000 06/15/2028 0.01%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.01%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.01%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.01%
LLOYDS BANKING GROUP PLC USD 04.3440 01/09/2048 0.01%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.01%
LOEWS CORP 0.01%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.01%
MASTEC INC 04.8750 03/15/2023 0.01%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MAXIM INTEGRATED PRODUCTS 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MERCK & CO INC 03.7000 02/10/2045 0.01%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.01%
MET LIFE GLOB FUND P/P 144A 01.5500 09/13/2019 0.01%
MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 0.01%
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%
MICROSOFT CORP 03.7000 08/08/2046 0.01%
MICROSOFT CORP 04.2000 06/01/2019 0.01%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.01%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.01%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.01%
MLMI 2005-A2 A2 03.6773 02/25/2035 0.01%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.01%
MONSTER BEVERAGE CORP 0.01%
MSAC 2004-HE6 M1 03.3313 08/25/2034 0.01%
MSBAM 2014-C17 XA IO 01.1903 08/15/2047 0.01%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.01%
MSC 2011-C3 D P/P 144A 05.1539 07/15/2049 0.01%
MSRR 2015-R4 CB1 03.1408 08/26/2047 0.01%
MWST 2018-W1 A 03.1314 11/25/2051 0.01%
NABORS IND INC 05.7500 02/01/2025 0.01%
NATIONAL AUSTRALIA BANK LTD 0.01%
NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.01%
NCHET 2003-4 M1 03.6313 10/25/2033 0.01%
NCI BUILDING SYS INC P/P 144A 08.0000 04/15/2026 0.01%
NEIMAN MARCUS TL L+325 05.6295 10/25/2020 0.01%
NETFLIX INC 04.8750 04/15/2028 0.01%
NETFLIX INC P/P 144A 05.8750 11/15/2028 0.01%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.01%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.01%
NEWS CORP - CLASS A 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.01%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.01%
NN GROUP NV 0.01%
NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 0.01%
NORTHROP GRUMMAN CORP 0.01%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NRG ENERGY INC 07.2500 05/15/2026 0.01%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.01%
NUTRIEN LTD USD 04.1250 03/15/2035 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.01%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.01%
ORACLE CORP 02.5000 10/15/2022 0.01%
ORACLE CORP JAPAN 0.01%
ORKLA ASA 0.01%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.01%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.01%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.01%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.01%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.01%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.01%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.01%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.01%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.01%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.01%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.01%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.01%
PFIZER INC 03.0000 12/15/2026 0.01%
PIGEON CORP 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%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.01%
PQ CORP P/P 144A 05.7500 12/15/2025 0.01%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.01%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.01%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.01%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.01%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.01%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.01%
PUBLICIS GROUPE 0.01%
PULTEGROUP INC 05.5000 03/01/2026 0.01%
PULTEGROUP INC. 07.8750 06/15/2032 0.01%
PVH CORP 0.01%
QUEST DIAGNOSTICS INC 0.01%
QVC INC 04.8500 04/01/2024 0.01%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.01%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.01%
RED ELECTRICA CORPORACION SA 0.01%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.01%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 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 OF SENEGAL REGS 06.2500 05/23/2033 0.01%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.01%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.01%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.01%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.01%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 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 04.8920 05/18/2029 0.01%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.01%
S&P GLOBAL INC 04.4000 02/15/2026 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%
SAFRAN SA 0.01%
SAMPO OYJ-A SHS 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%
SECOM CO LTD 0.01%
SERVICE CORP INTL 04.6250 12/15/2027 0.01%
SERVICE CORP INTL 05.3750 01/15/2022 0.01%
SESI LLC 07.7500 09/15/2024 0.01%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.01%
SHERWIN-WILLIAMS CO/THE 0.01%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.01%
SIKA AG-REG 0.01%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.01%
SINGAPORE EXCHANGE LTD 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%
SKIPPER LTD 0.01%
SM ENERGY CO 06.7500 09/15/2026 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.01%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.01%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.01%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.01%
STACR 2014-HQ3 M3 07.2563 10/25/2024 0.01%
STACR 2015-HQ2 M2 04.4563 05/25/2025 0.01%
STACR 2016-DNA2 M2 04.7063 10/25/2028 0.01%
STACR 2016-DNA2 M3 07.1563 10/25/2028 0.01%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.01%
STARWOOD PROP TR 04.7500 03/15/2025 0.01%
STARWOOD PROPERTY TRUST INC 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%
SUNTRUST BANKS INC 0.01%
SWIRE PROPERTIES LTD 0.01%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 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%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.01%
TENCENT HOLDINGS LTD-UNS ADR 0.01%
TENET HEALTHCARE 06.0000 10/01/2020 0.01%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.01%
TENNANT CO 05.6250 05/01/2025 0.01%
TEVA PHARMACEUTICAL-SP ADR 0.01%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.01%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.01%
THALES SA 0.01%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.01%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.01%
TOKYO ELECTRON LTD 0.01%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.01%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
TRANSDIGM INC 06.5000 07/15/2024 0.01%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.01%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.01%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.01%
UBSBB 2012-C3 C P/P 144A 05.0310 08/10/2049 0.01%
UBSBB 2012-C4 XA IO P/P 144A 01.6397 12/10/2045 0.01%
UBSCM 2017-C7 XA IO 01.0704 12/15/2050 0.01%
UDR INC 0.01%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 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%
US FOODS HOLDING CORP 0.01%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.01%
USD/JPY PUT 108.00 20190128 CITI 0.01%
USG CORP P/P 144A 04.8750 06/01/2027 0.01%
USG CORP P/P 144A 05.5000 03/01/2025 0.01%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.01%
VALEANT PHARMA INTL P/P 144A 08.5000 01/31/2027 0.01%
VALEANT PHARMA INTL P/P 144A 09.2500 04/01/2026 0.01%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.01%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.01%
VIACOM INC 04.5000 03/01/2021 0.01%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.01%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.01%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.01%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.01%
WAMU 2005-AR9 A1C3 03.4663 07/25/2045 0.01%
WAMU 2007-HY2 1A1 03.6454 12/25/2036 0.01%
WARNER MEDIA LLC 02.9500 07/15/2026 0.01%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.01%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.01%
WBCMT 2005-C21 D 05.2264 10/15/2044 0.01%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.01%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.01%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 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%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.01%
WFCM 2013-LC12 AS 04.2866 07/15/2046 0.01%
WFCM 2016-LC25 XA IO 01.0173 12/15/2059 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.5649 12/15/2045 0.01%
WFRBS 2012-C9 XA IO P/P 144A 01.8847 11/15/2045 0.01%
WFRBS 2012-C9 XB IO P/P 144A 00.6846 11/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
WFRBS 2013-C15 D P/P 144A 04.4731 08/15/2046 0.01%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.01%
WFRBS 2014-C24 XA IO 00.8726 11/15/2047 0.01%
WH GROUP LTD 0.01%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.01%
WM MORRISON SUPERMARKETS 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.01%
WPX ENERGY INC 05.7500 06/01/2026 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.01%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.01%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.01%
ZOETIS INC 03.9000 08/20/2028 0.01%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
2.75 R ISWP FWD US0003M P 03/18/2021 0.00%
2.7845 R ISWP US0003M P 12/31/2028 0.00%
2.95 R ISWP FWD US0003M P 03/18/2049 0.00%
2.9585 R ISWP US0003M P 12/20/2028 0.00%
2.9585 R ISWP US0003M P 12/20/2048 0.00%
ABBVIE INC 03.6000 05/14/2025 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
ADVANZ PHARMA CORP 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AIR LEASE CORP 02.5000 03/01/2021 0.00%
AKER BP ASA P/P 144A 05.8750 03/31/2025 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%
ALTRIA GROUP INC. 09.2500 08/06/2019 0.00%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 0.00%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.00%
ANTERO RESOURCES 05.3750 11/01/2021 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
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%
ARRIS INTERNATIONAL PLC 0.00%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.00%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.00%
AUD/USD 01/16/2019 BANKAM 0.00%
AUD/USD 01/16/2019 BCAP-FX 0.00%
AUD/USD 01/16/2019 JPMCB 0.00%
AUD/USD 01/16/2019 RBSF 0.00%
AUD/USD 01/16/2019 SSBT 0.00%
AUD/USD 01/16/2019 UBS 0.00%
AUD/USD 01/16/2019 WPAC 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
BACM 2004-4 XC IO P/P 144A 00.3242 07/10/2042 0.00%
BACM 2004-5 XC IO P/P 144A 00.4413 11/10/2041 0.00%
BACM 2005-1 XW IO P/P 144A 00.0000 11/10/2042 0.00%
BACM 2007-1 XW IO 00.2114 01/15/2049 0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.00%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.00%
BAUSCH HLTH COS INC P/P 144A 05.6250 12/01/2021 0.00%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.00%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.00%
BEMIS COMPANY 0.00%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.00%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.00%
BMW US CAPITAL LLC P/P 144A 02.8000 04/11/2026 0.00%
BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 0.00%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.00%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.00%
BOYD GAMING CORP 06.3750 04/01/2026 0.00%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
BP CAP MARKETS AMERICA 03.9370 09/21/2028 0.00%
BRIGHT HORIZONS FAMILY SOLUT 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.3144 12/11/2038 0.00%
BSCMS 2006-PW11 C P/P 144A 05.2698 03/11/2039 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 01/16/2019 BCAP-FX 0.00%
CAD/USD 01/16/2019 GSFX 0.00%
CAD/USD 01/16/2019 HSBCB 0.00%
CAD/USD 01/16/2019 JPMCB 0.00%
CAD/USD 01/16/2019 RBSF 0.00%
CAD/USD 01/16/2019 UBS 0.00%
CAD/USD 01/16/2019 WPAC 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CAS 2016-C05 2M1 03.8563 01/25/2029 0.00%
CAS 2016-C06 1M2 06.7563 04/25/2029 0.00%
CBS CORP 04.0000 01/15/2026 0.00%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.00%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.00%
CD 2007-CD4 XW IO P/P 144A 00.7515 12/11/2049 0.00%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.00%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.4954 10/15/2049 0.00%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.00%
CHEMOURS CO 05.3750 05/15/2027 0.00%
CHEMOURS CO 06.6250 05/15/2023 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.00%
CHF/USD 03/20/2019 BCAP-FX 0.00%
CHF/USD 03/20/2019 JPMCB 0.00%
CHIMERA INVESTMENT CORP 0.00%
CINEMARK USA INC 04.8750 06/01/2023 0.00%
CINEMARK USA INC 05.1250 12/15/2022 0.00%
CIT GROUP INC 05.0000 08/01/2023 0.00%
CIT GROUP INC. 05.0000 08/15/2022 0.00%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.00%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.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 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CNH/USD 02/20/2019 GSFX 0.00%
CNH/USD 02/20/2019 HSBCB 0.00%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.00%
COMCAST CORP 02.3500 01/15/2027 0.00%
COMCAST CORP 03.9990 11/01/2049 0.00%
COMCAST CORP 06.5000 11/15/2035 0.00%
COMM 2006-C8 XS IO P/P 144A 00.4405 12/10/2046 0.00%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.00%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.00%
CONTINENTAL RESOURCES 05.0000 09/15/2022 0.00%
CORELOGIC INC 0.00%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.00%
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CPG INTL TL L+375 05.0828 05/05/2024 0.00%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.00%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.00%
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CSFB 2003-C3 AX IO P/P 144A 02.0106 05/15/2038 0.00%
CSMC 2007-C1 AX IO P/P 144A 00.6055 02/15/2040 0.00%
CSMC 2007-C2 AX IO P/P 144A 00.0396 01/15/2049 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
DCP MIDSTREAM OPERATING 05.3750 07/15/2025 0.00%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.00%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.00%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.00%
DENBURY RESOURCES P/P 144A 07.5000 02/15/2024 0.00%
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DISH NETWORK CV 03.3750 08/15/2026 0.00%
DKK/USD 03/20/2019 CITI 0.00%
DOW CHEMICAL CO/THE P/P 144A 04.8000 11/30/2028 0.00%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.00%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
ELDORADO RESORTS INC P/P 144A 06.0000 09/15/2026 0.00%
EMPIRE STATE REALTY TRUST-A 0.00%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.00%
ENERGIZER GAMM P/P 144A 06.3750 07/15/2026 0.00%
ENERGY TRANSFER LP 05.5000 06/01/2027 0.00%
ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 0.00%
EOG RESOURCES INC 04.1500 01/15/2026 0.00%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.00%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.00%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.00%
EQUINIX INC 05.8750 01/15/2026 0.00%
EQUINOR ASA USD 05.1000 08/17/2040 0.00%
EQUITY COMMONWEALTH 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
ESSITY AKTIEBOLAG-B 0.00%
EUR/NOK PUT 9.60 20190319 JPMCB 0.00%
EUR/NOK PUT 9.80 20190319 JPMCB 0.00%
EUR/USD 03/20/2019 BANKAM 0.00%
EUR/USD 03/20/2019 BCAP-FX 0.00%
EUR/USD 03/20/2019 CITI 0.00%
EUR/USD 03/20/2019 CSI-FX 0.00%
EUR/USD 03/20/2019 GSFX 0.00%
EUR/USD 03/20/2019 HSBCB 0.00%
EUR/USD 03/20/2019 JPMCB 0.00%
EUR/USD 03/20/2019 RBSF 0.00%
EUR/USD 03/20/2019 SSBT 0.00%
EUR/USD 03/20/2019 UBS 0.00%
FEDEX CORP 02.6250 08/01/2022 0.00%
FHR 1208 F PO 00.0000 02/15/2022 0.00%
FHR 2990 LB 10.6706 06/15/2034 0.00%
FHR 3065 DC 12.4946 03/15/2035 0.00%
FHR 3072 SM 04.2533 11/15/2035 0.00%
FHR 3249 PS 14.1731 12/15/2036 0.00%
FHR 3326 WF 00.0000 10/15/2035 0.00%
FIDELITY NATIONAL INFORM 05.0000 10/15/2025 0.00%
FNMA FN30 935058 04.5000 04/01/2039 0.00%
FNMA FN30 971053 04.5000 02/01/2039 0.00%
FNR 2001-50 BI IO 00.3783 10/25/2041 0.00%
FNR 2001-79 BI IO 00.2842 03/25/2045 0.00%
FNR 2003-34 P1 PO 00.0000 04/25/2043 0.00%
FNR 2005-75 GS 12.7313 08/25/2035 0.00%
FNR 2006-62 PS 24.8625 07/25/2036 0.00%
FNR 2006-8 HP 15.3771 03/25/2036 0.00%
FNR 2007-53 SP 15.0104 06/25/2037 0.00%
FNW 2002-W8 IO1 IO 00.3028 06/25/2042 0.00%
FORTERRA TL L+300 05.5224 10/25/2023 0.00%
FRAC TECH INTL TLB L+475 07.2724 04/16/2021 0.00%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.00%
FRONTIER COMM 11.0000 09/15/2025 0.00%
FTS INTL INC 06.2500 05/01/2022 0.00%
GARMIN LTD 0.00%
GARRETT MOTION INC 0.00%
GATES GLOBAL TLB L+275 05.2724 03/31/2024 0.00%
GBP/USD 03/20/2019 BANKAM 0.00%
GBP/USD 03/20/2019 BCAP-FX 0.00%
GBP/USD 03/20/2019 HSBCB 0.00%
GBP/USD 03/20/2019 JPMCB 0.00%
GBP/USD 03/20/2019 UBS 0.00%
GBP/USD CALL 1.44 20190613 BANKAM 0.00%
GECMC 2007-C1 XC IO P/P 144A 00.0871 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%
GENON ENERGY/NRG AMER 09.3923 12/01/2023 0.00%
GENPACT LTD 0.00%
GETLINK SE 0.00%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.00%
GLOBAL FASHION GRP P/P 0.00%
GMACC 1997-C1 X IO 01.3518 07/15/2029 0.00%
GMACC 2005-C1 X1 IO P/P 144A 00.9823 05/10/2043 0.00%
GNMA GII30 AY2298 04.7000 05/20/2067 0.00%
GNMA GII30 AY4779 04.5070 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 2010-9 QI IO 04.5000 01/20/2040 0.00%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.00%
GNR 2018-127 IB IO 04.5000 06/20/2045 0.00%
GSMS 2012-GC6 D P/P 144A 05.6517 01/10/2045 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HC BRILLANT SERVICES GMBH P/P 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HESS CORP 07.3000 08/15/2031 0.00%
HKD/USD 02/20/2019 BANKAM 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
HSBC USA INC 03.5000 06/23/2024 0.00%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.00%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.00%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.00%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 0.00%
INTERCONTINENTAL EXCHANGE IN 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.00%
ISTAR INC 05.2500 09/15/2022 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.00%
JO-ANN STORES TL L+500 07.4772 10/16/2023 0.00%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.00%
JPMCC 05-CB12 X1 IO P/P 144A 00.3613 09/12/2037 0.00%
JPMCC 2006-CB17 X IO 00.6307 12/12/2043 0.00%
JPMCC 2006-LDP8 X IO 00.2854 05/15/2045 0.00%
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JPY/USD 02/20/2019 BANKAM 0.00%
JPY/USD 02/20/2019 CITI 0.00%
JPY/USD 02/20/2019 CSI-FX 0.00%
JPY/USD 02/20/2019 HSBCB 0.00%
JPY/USD 02/20/2019 JPMCB 0.00%
JPY/USD 02/20/2019 RBSF 0.00%
JPY/USD 02/20/2019 SSBT 0.00%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 0.00%
KEANE GROUP TLB L+375 06.3125 05/25/2025 0.00%
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LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 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 00.3173 11/15/2040 0.00%
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LBUBS 2007-C2 XW IO 00.1821 02/15/2040 0.00%
LENNAR CORP 05.8750 11/15/2024 0.00%
LIBERTY MEDIA COR-SIRIUSXM C 0.00%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.00%
MARKS AND SPENCER LTD 0.00%
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MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
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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%
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MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.00%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.00%
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MFA FINANCIAL INC 0.00%
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MICROSOFT CORP 05.3000 02/08/2041 0.00%
MLMT 2004-KEY2 XC IO P/P 144A 00.9044 08/12/2039 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0013 06/12/2043 0.00%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.00%
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MSC 2007-HQ11 C 05.5580 02/12/2044 0.00%
MWO HOLDINGS LLC 0.00%
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NRG ENERGY INC 05.7500 01/15/2028 0.00%
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ONO PHARMACEUTICAL CO LTD 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 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 FIN USD 05.2990 01/27/2025 0.00%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.00%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 0.00%
QIAGEN N.V. 0.00%
QORVO INC P/P 144A 05.5000 07/15/2026 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
QVC INC 04.4500 02/15/2025 0.00%
RACKSPACE HOSTING INC L+300 05.5815 11/03/2023 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REPSOL SA- RTS 0.00%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.00%
REVLON CONS TLB L+350 06.2066 09/07/2023 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
ROYAL BANK OF CANADA 0.00%
SASC 2006-AM1 A4 02.6663 04/25/2036 0.00%
SEK/USD 03/20/2019 GSFX 0.00%
SEK/USD 03/20/2019 HSBCB 0.00%
SEK/USD 03/20/2019 JPMCB 0.00%
SEK/USD 03/20/2019 SSBT 0.00%
SERVICE CORP INTERNATIONAL 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SGD/USD 02/20/2019 BCAP-FX 0.00%
SGD/USD 02/20/2019 JPMCB 0.00%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.00%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.00%
SM ENERGY CO 05.0000 01/15/2024 0.00%
SM ENERGY CO 06.1250 11/15/2022 0.00%
SM ENERGY CO 06.6250 01/15/2027 0.00%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022 0.00%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.00%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.00%
SPIRIT MTA REIT 0.00%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
STACR 2015-HQ1 M2 04.7063 03/25/2025 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.00%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.00%
SUBARU CORP 0.00%
T-MOBILE US INC 0.00%
T-MOBILE USA INC 04.5000 02/01/2026 0.00%
T-MOBILE USA INC 05.3750 04/15/2027 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC 06.3750 03/01/2025 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TARGA RES PRTNRS 05.3750 02/01/2027 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TERVITA CORP 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THE AES CORPORATION 04.8750 05/15/2023 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%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSOCEAN INC 07.5000 04/15/2031 0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 0.00%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
TWD/USD 02/20/2019 GSFX 0.00%
TWO HARBORS INVESTMENT CORP 0.00%
TXU TCEH RIGHTS 0.00%
USD/CNH CALL 7.00 20190404 GSFX 0.00%
USD/CNH CALL 7.20 20190404 GSFX 0.00%
USD/JPY PUT 105.00 20190128 CITI 0.00%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.00%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.00%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.00%
VMWARE INC 03.9000 08/21/2027 0.00%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.00%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.00%
WBCMT 2006-C26 XC IO P/P 144A 00.0450 06/15/2045 0.00%
WBCMT 2006-C29 IO IO 00.2793 11/15/2048 0.00%
WBCMT 2007-C34 IO IO 00.1069 05/15/2046 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.00%
WILEY (JOHN) & SONS-CLASS A 0.00%
WILLIAMS COS INC 07.7500 06/15/2031 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
WP CAREY INC 04.6000 04/01/2024 0.00%
WPX ENERGY INC 06.0000 01/15/2022 0.00%
2.80 R ISWP FWD US0003M P 03/18/2024 -0.01%
2.85 R ISWP FWD US0003M P 03/18/2029 -0.01%
AUD/USD 01/16/2019 CITI -0.01%
AUD/USD 01/16/2019 CSI-FX -0.01%
AUD/USD 01/16/2019 HSBCB -0.01%
CAD/USD 01/16/2019 CITI -0.01%
CAD/USD 01/16/2019 CSI-FX -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
NOK/USD 03/20/2019 GSFX -0.01%
NOK/USD 03/20/2019 SSBT -0.01%
ZAR/USD 01/16/2019 GSFX -0.01%
NZD/USD 01/16/2019 GSFX -0.02%
GNMA GII30 TBA 04.0000 01/01/2049 -0.04%
FNMA FN30 TBA 03.5000 01/01/2049 -0.12%
CGPUTQL2 R US0003M P 11/26/19 CI -0.27%
FNMA FN30 TBA 03.0000 01/01/2049 -0.30%
E-MINI RUSS 2000 MAR19 RTYH9 -0.31%

Prior top 10 holdings

Top 10 holdings as of 02/28/19
Alphabet
JPMorgan Chase
Apple
Cisco Systems
Boeing
Verizon Communications
Home Depot
Chevron
Citigroup
IBM
Holdings represent 11.92% of portfolio
Top 10 holdings as of 01/31/19
Alphabet
S&P Gsci Excess Return Index 3x Note 1/27/2020
JPMorgan Chase
Apple
Cisco Systems
Boeing
Home Depot
Verizon Communications
Citigroup
Chevron
Holdings represent 12.57% of portfolio
Top 10 holdings as of 12/31/18
Alphabet
JPMorgan Chase
S&P Gsci Excess Return Index 3x Note 1/27/2020
Apple
Verizon Communications
Home Depot
Cisco Systems
Boeing
Chevron
Starbucks
Holdings represent 12.39% of portfolio
Top 10 holdings as of 11/30/18
Alphabet
JPMorgan Chase
Apple
Verizon Communications
Cisco Systems
Home Depot
Boeing
Citigroup
Chevron
Amazon
Holdings represent 12.01% of portfolio

Portfolio composition as of 02/28/19

U.S. large-cap equity 49.70%
International equity 15.32%
U.S. small- and mid-cap equity 12.30%
U.S. money markets 6.38%
U.S. Investment-grade bonds 5.58%
U.S. High-yield bonds 5.47%
Emerging-markets equity 5.25%

Fixed income statistics as of 02/28/19

Average effective maturity 4.19 yrs.
Average effective duration 0.42 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. Stock and bond prices may fall or fail to rise over time for several reasons, including general financial market conditions, changing market perceptions (including, in the case of bonds, perceptions about the risk of default and expectations about changes in monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. You can lose money by investing in the fund.


Expenses

Expense ratio

Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
Total expense ratio 1.07% 1.82% 1.82% 1.57% 1.32% 0.80% 0.70% 0.82%
What you pay 1.07% 1.82% 1.82% 1.57% 1.32% 0.80% 0.70% 0.82%

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 Growth Blended Benchmark is a benchmark administered by Putnam Management, comprising 60% the Russell 3000 Index, 15% the MSCI EAFE Index (ND), 15% the Bloomberg Barclays U.S. Aggregate Bond Index, 5% the JPMorgan Developed High Yield Index, and 5% the MSCI Emerging Markets Index (GD). You cannot invest directly in an index.

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