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 Balanced 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 $15.03
-0.53% | $-0.08
$16.09
12/15/17
$14.61
10/29/18
Historical fund price

Fund facts as of 10/31/18

Total net assets
$2,658.94M
Turnover (fiscal year end)
200%
Dividend frequency (view rate)
Quarterly
Number of holdings
1876
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


Manager commentary | Q3 2018

Divergent global markets add to diversification

Jason Vaillancourt, Co-Head of Global Asset Allocation, discusses trends in performance among global stocks.


Literature


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

Performance

Consistency of positive performance over five years

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

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

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)


6.88%

Average 5-year annualized return


  • Total return (%) as of 09/30/18

  • Annual performance as of 09/30/18

Annualized Total return (%) as of 09/30/18

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 8.18% 9.80% 8.62% 9.22%
After sales charge N/A N/A N/A N/A
Russell 3000 Index 17.58% 17.07% 13.46% 12.01%
Putnam Balanced Blended Benchmark 8.57% 10.26% 8.24% 8.61%

Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Multi-Asset Absolute Return Fund, and 4.00% and 3.25% for income funds (2.25% and 0.75% for Putnam Short Duration Bond Fund and 1.00% and 0.75% for Putnam Floating Rate Income Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, T1, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). 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, M, and T1 shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.

Performance snapshot

  Before sales charge After sales charge
1 mt. as of 10/31/18 -5.48 % -
YTD as of 11/09/18 -0.60 % -

Yield

Distribution rate before sales charge
as of 11/09/18
2.00%
Distribution rate after sales charge
as of 11/09/18
2.00%
30-day SEC yield as of 10/31/18 2.11%

Risk-adjusted performance as of 09/30/18

Alpha (3 yrs.) -1.29
Sharpe ratio (3 yrs.) 1.50
Treynor ratio (3 yrs.) 14.27
Information ratio (3 yrs.) -1.96

Volatility as of 09/30/18

Standard deviation (3 yrs.) 6.02%
Beta 0.63
R-squared 0.93

Capture ratio as of 09/30/18

Up-market (3 yrs.) 63.85
Down-market (3 yrs.) 78.54

Lipper rankings as of 09/30/18

Time period Rank/Funds in category Percentile ranking
1 yr. 64/558 12%
3 yrs. 61/511 12%
5 yrs. 22/460 5%
10 yrs. 8/346 3%
Lipper category: Mixed-Asset Target Alloc Moderate Funds

Morningstar Ratings as of 09/30/18

Time period Funds in category Morningstar Rating
Overall 703
3 yrs. 703
5 yrs. 619
10 yrs. 450
Morningstar category: Allocation--50% to 70% Equity

Distributions

Record/Ex dividend date 09/18/18
Payable date 09/20/18
Income $0.075
Extra income --
Short-term cap. gain --
Long-term cap. gain --

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

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

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


Holdings

Top 10 holdings as of 09/30/18

Alphabet 2.01%
Gnma Gii30 Ma4652 03.5000 08/20/2047 1.98%
Fnma Fn30 Ma3238 03.5000 01/01/2048 1.66%
JPMorgan Chase 1.38%
Apple 1.14%
Cisco Systems 1.09%
Boeing 1.04%
Verizon Communications 1.04%
Citigroup 1.03%
Nvidia 1.02%
Top 10 holdings, percent of portfolio 13.39%

Full portfolio holdings as of 09/30/18

ALPHABET INC-CL A 2.01%
GNMA GII30 MA4652 03.5000 08/20/2047 1.98%
FNMA FN30 MA3238 03.5000 01/01/2048 1.66%
JPMORGAN CHASE & CO 1.38%
APPLE INC 1.14%
CISCO SYSTEMS INC 1.09%
BOEING CO/THE 1.04%
VERIZON COMMUNICATIONS INC 1.04%
CITIGROUP INC 1.03%
NVIDIA CORP 1.02%
HOME DEPOT INC 0.97%
AMAZON.COM INC 0.85%
FNMA FN15 AL9468 03.0000 12/01/2031 0.79%
FHLMC FH30G G08814 04.0000 05/01/2048 0.76%
MICROSOFT CORP 0.76%
ORACLE CORP 0.68%
PEPSICO INC 0.65%
S&P GSCI 3X NOTE 04/01/2019 0.65%
FNMA FN30 TBA 04.0000 11/01/2048 0.64%
VALERO ENERGY CORP 0.62%
JOHNSON & JOHNSON 0.59%
FACEBOOK INC-A 0.54%
COCA-COLA CO/THE 0.53%
CONOCOPHILLIPS 0.52%
ANTHEM INC 0.51%
MERCK & CO. INC. 0.47%
WALT DISNEY CO/THE 0.47%
OCCIDENTAL PETROLEUM CORP 0.46%
ELI LILLY & CO 0.45%
FNMA FN15 TBA 03.0000 10/01/2033 0.45%
INTUIT INC 0.45%
FNMA FN30 TBA 06.0000 10/01/2048 0.42%
AMGEN INC 0.41%
BRISTOL-MYERS SQUIBB CO 0.41%
HONEYWELL INTERNATIONAL INC 0.41%
NORTHROP GRUMMAN CORP 0.41%
INTL BUSINESS MACHINES CORP 0.39%
DELTA AIR LINES INC 0.37%
FNMA FN30 MA2737 03.0000 09/01/2046 0.37%
GNMA GII30 MA4837 03.5000 11/20/2047 0.37%
MONDELEZ INTERNATIONAL INC-A 0.36%
MORGAN STANLEY 0.36%
CIGNA CORP 0.35%
WALGREENS BOOTS ALLIANCE INC 0.35%
FNMA FN30 BH7058 03.5000 12/01/2047 0.34%
HALLIBURTON CO 0.34%
HUMANA INC 0.34%
ROSS STORES INC 0.34%
NETAPP INC 0.33%
GNMA GII30 MA4586 03.5000 07/20/2047 0.32%
SYSCO CORP 0.32%
LULULEMON ATHLETICA INC 0.31%
FNMA FN30 AL9859 03.0000 03/01/2047 0.30%
FNMA FN30 BH5117 04.0000 08/01/2047 0.30%
LOCKHEED MARTIN CORP 0.29%
ABIOMED INC 0.28%
AUTOMATIC DATA PROCESSING 0.28%
COGNIZANT TECH SOLUTIONS-A 0.28%
FORTINET INC 0.28%
PALO ALTO NETWORKS INC 0.28%
FORD MOTOR CO 0.27%
HP INC 0.27%
KINDER MORGAN INC 0.27%
PFIZER INC 0.27%
BAXTER INTERNATIONAL INC 0.26%
BOSTON SCIENTIFIC CORP 0.26%
PRUDENTIAL FINANCIAL INC 0.26%
RAYTHEON COMPANY 0.26%
REGIONS FINANCIAL CORP 0.26%
ROYAL CARIBBEAN CRUISES LTD 0.26%
US BANCORP 0.26%
WILLIAMS COS INC 0.26%
AGILENT TECHNOLOGIES INC 0.25%
CUMMINS INC 0.25%
E*TRADE FINANCIAL CORPORATION 0.25%
ESTEE LAUDER COMPANIES-CL A 0.25%
MCKESSON CORP 0.25%
INGERSOLL-RAND PLC 0.24%
TIFFANY & CO 0.24%
ABBVIE INC 0.23%
CAPITAL ONE FINANCIAL CORP 0.23%
CARNIVAL CORP 0.23%
ENTERGY CORP 0.23%
GILEAD SCIENCES INC 0.23%
PVH CORP 0.23%
RED HAT INC 0.23%
AMERIPRISE FINANCIAL INC 0.22%
METLIFE INC 0.22%
NOVARTIS AG-REG 0.22%
ROCHE HOLDING AG-GENUSSCHEIN 0.22%
TOTAL SA 0.22%
F5 NETWORKS INC 0.21%
MICHAEL KORS HOLDINGS LTD 0.21%
TEXAS INSTRUMENTS INC 0.21%
CENTENE CORP 0.20%
DISCOVER FINANCIAL SERVICES 0.20%
GOLDMAN SACHS GROUP INC 0.20%
FIFTH THIRD BANCORP 0.19%
HILTON WORLDWIDE HOLDINGS IN 0.19%
NRG ENERGY INC 0.19%
ROCKWELL AUTOMATION INC 0.19%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.19%
TOYOTA MOTOR CORP 0.19%
VF CORP 0.19%
WASTE MANAGEMENT INC 0.19%
KLA-TENCOR CORP 0.18%
ALLIANZ SE-REG 0.17%
DELL TECHNOLOGIES INC-CL V 0.17%
FIDELITY NATIONAL INFO SERV 0.17%
GLAXOSMITHKLINE PLC 0.17%
HARTFORD FINANCIAL SVCS GRP 0.17%
HERSHEY CO/THE 0.17%
MASTERCARD INC - A 0.17%
AIR PRODUCTS & CHEMICALS INC 0.16%
EQUITY RESIDENTIAL TR REIT 0.16%
FLEETCOR TECHNOLOGIES INC 0.16%
LAS VEGAS SANDS CORP 0.16%
WELLCARE HEALTH PLANS INC 0.16%
ALLISON TRANSMISSION HOLDING 0.15%
BIOGEN INC 0.15%
PROCTER & GAMBLE CO/THE 0.15%
RIO TINTO PLC 0.15%
SPST 2018-1 A 03.1122 04/24/2019 0.15%
SPST 2018-5 A 02.9122 09/24/2019 0.15%
ZOETIS INC 0.15%
KANSAS CITY SOUTHERN 0.14%
PACKAGING CORP OF AMERICA 0.14%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.14%
WYNDHAM DESTINATIONS INC 0.14%
ASTELLAS PHARMA INC 0.13%
CIT GROUP INC 0.13%
CMS ENERGY CORP 0.13%
CONAGRA BRANDS INC 0.13%
ENI SPA 0.13%
HUNTSMAN CORP 0.13%
IMPERIAL BRANDS PLC 0.13%
KDDI CORP 0.13%
LOEWS CORP 0.13%
MOLSON COORS BREWING CO -B 0.13%
ONEOK INC 0.13%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.13%
SUMITOMO MITSUI FINANCIAL GR 0.13%
TOTAL SYSTEM SERVICES INC 0.13%
VERTEX PHARMACEUTICALS INC 0.13%
ALLY FINANCIAL INC 0.12%
AMADEUS IT GROUP SA 0.12%
APPLIED MATERIALS INC 0.12%
AVERY DENNISON CORP 0.12%
CENTERPOINT ENERGY INC 0.12%
CENTRAL JAPAN RAILWAY CO 0.12%
CITIGROUP INC 03.8870 01/10/2028 0.12%
CK ASSET HOLDINGS LTD 0.12%
DENTSPLY SIRONA INC 0.12%
DOLLAR GENERAL CORP 0.12%
EQUINOR ASA 0.12%
HERMES INTERNATIONAL 0.12%
HITACHI LTD 0.12%
LINCOLN NATIONAL CORP 0.12%
MIZUHO FINANCIAL GROUP INC 0.12%
NEWMONT MINING CORP 0.12%
PBF ENERGY INC-CLASS A 0.12%
REPSOL SA 0.12%
SPST 2018-3 A 02.9122 07/24/2019 0.12%
SYNOPSYS INC 0.12%
WEYERHAEUSER CO 0.12%
ABN AMRO GROUP NV-CVA 0.11%
AMEREN CORPORATION 0.11%
AMERICAN ELECTRIC POWER 0.11%
AMETEK INC 0.11%
ARCELORMITTAL 0.11%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.11%
AVIVA PLC 0.11%
BASF SE 0.11%
BROADRIDGE FINANCIAL SOLUTIO 0.11%
CA INC 0.11%
CELANESE CORP 0.11%
CELGENE CORP 0.11%
COVESTRO AG 0.11%
CVS HEALTH CORP 04.7800 03/25/2038 0.11%
ENEL SPA 0.11%
FNMA FN30 AS7003 03.0000 04/01/2046 0.11%
FRESENIUS MEDICAL CARE AG & 0.11%
HOYA CORP 0.11%
ITOCHU CORP 0.11%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.11%
LEGAL & GENERAL GROUP PLC 0.11%
MACQUARIE GROUP LTD 0.11%
NIPPON TELEGRAPH & TELEPHONE 0.11%
ORIX CORP 0.11%
SANDVIK AB 0.11%
TWENTY-FIRST CENTURY FOX - B 0.11%
UGI CORP 0.11%
VOLVO AB-B SHS 0.11%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.11%
APPLE INC 02.1000 05/06/2019 0.10%
CADENCE DESIGN SYS INC 0.10%
DBUBS 2011-LC3A D P/P 144A 05.5156 08/10/2044 0.10%
DNB NOR ASA 0.10%
EXPEDITORS INTL WASH INC 0.10%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.10%
FNMA FN30 BC2733 03.0000 05/01/2046 0.10%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.10%
HCP INC 0.10%
INTL CONSOLIDATED AIRLINE-DI 0.10%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.10%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.10%
KONINKLIJKE AHOLD DELHAIZE N 0.10%
MARUBENI CORP 0.10%
MITSUI AND CO LTD 0.10%
MORGAN STANLEY 03.6250 01/20/2027 0.10%
OWENS CORNING 0.10%
PERSIMMON PLC 0.10%
PEUGEOT SA 0.10%
RESONA HOLDINGS INC 0.10%
SHIONOGI & CO LTD 0.10%
SL GREEN REALTY CORP 0.10%
SONY CORP 0.10%
SPST 2017-6 A 02.9122 11/24/2018 0.10%
SWEDBANK AB - A SHARES 0.10%
AES CORP 0.09%
AMDOCS LTD 0.09%
ANGLO AMER PLC 0.09%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.09%
ASSURANT INC 0.09%
AT&T INC P/P 144A 04.1000 02/15/2028 0.09%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.09%
BERRY GLOBAL GROUP INC 0.09%
BF0101 03.5000 06/01/2056 0.09%
CAS 2015-C04 2M2 07.7658 04/25/2028 0.09%
CBRE GROUP INC - A 0.09%
CLP HOLDINGS LTD 0.09%
DUN & BRADSTREET CORP 0.09%
FNMA FN30 AS8056 03.0000 10/01/2046 0.09%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.09%
HANG SENG BANK LTD 0.09%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.09%
KEYSIGHT TECHNOLOGIES IN 0.09%
MSCI INC 0.09%
NTT DATA CORP 0.09%
PARTNERS GROUP HOLDING AG 0.09%
PRINCIPAL FINANCIAL GROUP 0.09%
REPUBLIC SERVICES INC 0.09%
ROYAL DUTCH SHELL PLC-B SHS 0.09%
SAINSBURY (J) PLC 0.09%
SIGNET JEWELERS LTD 0.09%
TAYLOR WIMPEY PLC 0.09%
TOLL BROTHERS INC 0.09%
VINCI SA 0.09%
VORNADO REALTY TRUST 0.09%
WOOLWORTHS GROUP LTD 0.09%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.08%
ACS ACTIVIDADES 0.08%
AENA SME SA 0.08%
BLUESCOPE STEEL LTD 0.08%
BOOZ ALLEN HAMILTON HOLDINGS 0.08%
CDX CDX.NA.IG.31 100.0 12/20/2023 0.08%
CHARLES RIVER LABORATORIES 0.08%
FAURECIA 0.08%
GALAXY ENT GRP L 0.08%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.08%
KAR AUCTION SERVICES INC 0.08%
KEURIG DR PEPPER INC P/P 144A 04.5970 05/25/2028 0.08%
MANPOWERGROUP INC 0.08%
NESTLE SA-REG 0.08%
NORTHERN TRUST CORP 0.08%
NTT DOCOMO INC 0.08%
ORACLE CORPORATION 02.2500 10/08/2019 0.08%
PENTAIR PLC 0.08%
PINNACLE FOODS INC 0.08%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.08%
TUI AG-DI 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%
W.R. GRACE & CO 0.08%
ALLERGAN PLC 0.07%
ALTRIA GROUP INC 02.6250 01/14/2020 0.07%
ATHENE HOLDING LTD-CLASS A 0.07%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.07%
BRIXMOR PROPERTY GROUP INC 0.07%
CAPGEMINI SE 0.07%
CAS 2015-C04 1M2 07.9158 04/25/2028 0.07%
DOLLAR TREE INC 0.07%
DUKE REALTY CORP 0.07%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.07%
FIAT CHRYSLER AUTOMOBILES NV 0.07%
FNMA FN30 AS7154 03.0000 05/01/2046 0.07%
FNMA FN40 BF0171 04.0000 01/01/2057 0.07%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.07%
INGREDION INC 0.07%
L OREAL 0.07%
LKQ CORP 0.07%
MICROSOFT CORP 01.5500 08/08/2021 0.07%
NUANCE COMMUNICATIONS INC 0.07%
OGE ENERGY CORP 0.07%
PARK HOTELS & RESORTS INC 0.07%
PINNACLE WEST CAPITAL 0.07%
SPIRIT REALTY CAPITAL INC 0.07%
SWEDISH MATCH AB 0.07%
TPAT 2018-SL1 A P/P 144A 02.8158 01/25/2046 0.07%
UCB SA 0.07%
US BANK NA CINCINNATI 03.1500 04/26/2021 0.07%
ZEBRA TECHNOLOGIES CORP-CL A 0.07%
3I GROUP PLC 0.06%
ALPHABET INC 03.6250 05/19/2021 0.06%
AMERICAN HOME 4 RENT 0.06%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.06%
APPLE INC 04.2500 02/09/2047 0.06%
ARKEMA 0.06%
BWX TECHNOLOGIES INC 0.06%
CAS 2016-C03 2M2 08.1158 10/25/2028 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%
EASYJET PLC 0.06%
ECOLAB INC 02.7000 11/01/2026 0.06%
ELANCO ANIMAL HEALTH P/P 144A 04.9000 08/28/2028 0.06%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.06%
EVERGY INC 0.06%
EVONIK INDUSTRIES AG 0.06%
EXTENDED STAY AMERICA INC 0.06%
FHLMC FH30G G08747 03.0000 02/01/2047 0.06%
FNMA FN30 AS8074 03.0000 10/01/2046 0.06%
FNMA FN30 BM1172 03.0000 03/01/2047 0.06%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.06%
HYATT HOTELS CORP - CL A 0.06%
MADISON SQUARE GARDEN CO- A 0.06%
MONCLER SPA 0.06%
NATIONAL AUSTRALIA B P/P 144A 03.0171 12/09/2019 0.06%
NEWELL BRANDS INC 04.2000 04/01/2026 0.06%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.06%
PROSIEBENSAT.1 MEDIA SE 0.06%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.06%
SERVICEMASTER GLOBAL HOLDING 0.06%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.06%
SPST 2017-LD1 A 03.0158 11/25/2050 0.06%
TAISEI CORP 0.06%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.06%
UNITED OVERSEAS BANK LTD 0.06%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.06%
UPM-KYMMENE OYJ 0.06%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.06%
VISTEON CORP 0.06%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.06%
WFRBS 2011-C2 D P/P 144A 05.8386 02/15/2044 0.06%
AIR LEASE CORP 03.6250 04/01/2027 0.05%
AMAZON.COM INC 03.1500 08/22/2027 0.05%
AMERICAN FINANCIAL GROUP INC 0.05%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.05%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.05%
APARTMENT INVT & MGMT CO -A 0.05%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.05%
ASSOCIATED BRITISH FOODS PLC 0.05%
ATMOS ENERGY CORP 0.05%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.05%
BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 0.05%
BLACK KNIGHT INC 0.05%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.05%
CAS 2014-C04 1M2 07.1158 11/25/2024 0.05%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.05%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.05%
CWALT 2006-OA10 4A1 02.4058 08/25/2046 0.05%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.05%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.05%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.05%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.05%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.05%
GE CAP INTL FUNDING USD 02.3420 11/15/2020 0.05%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.05%
HALFMOON PARENT INC P/P 144A 03.7500 07/15/2023 0.05%
HD SUPPLY HOLDINGS INC 0.05%
HIGHWOODS PROPERTIES INC 0.05%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.05%
JAPAN AIRLINES CO LTD 0.05%
JONES LANG LASALLE INC 0.05%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.05%
KINDER MORGAN INC 03.1500 01/15/2023 0.05%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.05%
LEAR CORP 03.8000 09/15/2027 0.05%
LEIDOS HOLDINGS INC 0.05%
LIBERTY PROPERTY TRUST 0.05%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.05%
MICROSOFT CORP 03.3000 02/06/2027 0.05%
MITSUBISHI CHEMICAL HOLDINGS 0.05%
MUENCHENER RUECKVER AG-REG 0.05%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.05%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.05%
NEW RESIDENTIAL INVESTMENT 0.05%
NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 0.05%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.05%
OMV AG 0.05%
PEARSON PLC 0.05%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.05%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.05%
PFIZER INC 01.7000 12/15/2019 0.05%
RALPH LAUREN CORP 0.05%
SALESFORCE.COM INC 03.7000 04/11/2028 0.05%
SANTANDER CONSUMER USA HOLDI 0.05%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.05%
SKF AB-B SHARES 0.05%
STARWOOD PROPERTY TRUST INC 0.05%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.05%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.05%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.05%
WABCO HOLDINGS INC 0.05%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.05%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.05%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.05%
AIR LEASE CORP 04.6250 10/01/2028 0.04%
ALFRESA HOLDINGS CORP 0.04%
ANALOG DEVICES INC 02.8500 03/12/2020 0.04%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.04%
ASHTEAD GROUP PLC 0.04%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.04%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.04%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.04%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.04%
BGC PARTNERS INC-CL A 0.04%
BHP BILLITON LIMITED 0.04%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.04%
BPCE SA P/P 144A 04.5000 03/15/2025 0.04%
CABOT CORP 0.04%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.04%
CGPUTQL2 R US0003M P 11/27/18 CI 0.04%
CHEVRON CORP 01.5610 05/16/2019 0.04%
CITIGROUP INC 02.6500 10/26/2020 0.04%
COCA-COLA AMATIL LTD 0.04%
COMCAST CORP 03.9690 11/01/2047 0.04%
COMM 2014-UBS6 C 04.6122 12/10/2047 0.04%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.04%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.04%
CSAIL 2015-C1 AS 03.7910 04/15/2050 0.04%
CSAIL 2015-C1 C 04.4395 04/15/2050 0.04%
CSMC 2016-NXSR C 04.5076 12/15/2049 0.04%
CVS HEALTH CORP 05.0500 03/25/2048 0.04%
CWALT 2006-OA7 1A2 02.7850 06/25/2046 0.04%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.04%
DOMTAR CORP 0.04%
ENGIE 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
FISERV INC 04.2000 10/01/2028 0.04%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.04%
GAMING AND LEISURE PROPERTIE 0.04%
GE CAPITAL INTL FUNDING USD 03.3730 11/15/2025 0.04%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.04%
HUDSON PACIFIC PROPERTIES IN 0.04%
JPMCC 2012-C6 E P/P 144A 05.3117 05/15/2045 0.04%
KAO CORP 0.04%
KRAFT HEINZ FOODS CO 03.1605 08/10/2022 0.04%
LIBERTY MEDIA COR-SIRIUSXM A 0.04%
LNSTR 2015-3 B P/P 144A 03.2171 04/20/2048 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%
MARINE HARVEST 0.04%
MEDIPAL HOLDINGS CORP 0.04%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.04%
MORGAN STANLEY 02.6500 01/27/2020 0.04%
MSBAM 2014-C17 C 04.6136 08/15/2047 0.04%
NEWS CORP - CLASS A 0.04%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.04%
NVENT ELECTRIC PLC 0.04%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.04%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.04%
RENAISSANCERE HOLDINGS LTD 0.04%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.04%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.04%
STACR 2014-HQ3 M3 06.9658 10/25/2024 0.04%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.04%
SUN COMMUNITIES INC 0.04%
SYNOVUS FINANCIAL CORP 0.04%
WAMU 2005-AR12 1A8 04.0219 10/25/2035 0.04%
WARNER MEDIA LLC 03.8000 02/15/2027 0.04%
WATERS CORP 0.04%
WESTROCK MWV LLC 08.2000 01/15/2030 0.04%
WFRBS 2014-C22 XA IO 00.9984 09/15/2057 0.04%
ABBVIE INC 02.5000 05/14/2020 0.03%
ABC-MART INC 0.03%
ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 0.03%
AECOM 0.03%
AES CORP/THE 05.5000 04/15/2025 0.03%
AGNC INVESTMENT CORP 0.03%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.03%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.03%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.03%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.03%
AMGEN INC 02.6000 08/19/2026 0.03%
AMGEN INC 03.4500 10/01/2020 0.03%
APPLE HOSPITALITY REIT INC 0.03%
APPLE INC 02.0000 05/06/2020 0.03%
ARRIS INTERNATIONAL PLC 0.03%
ARRW 2018-1 A3 04.1570 04/25/2048 0.03%
AT&T INC 03.4000 05/15/2025 0.03%
AT&T INC 04.7500 05/15/2046 0.03%
AUTONATION INC. 05.5000 02/01/2020 0.03%
AXIS CAPITAL HOLDINGS LTD 0.03%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.03%
BANK OF NOVA SCOTIA USD 02.0500 10/30/2018 0.03%
BIOGEN INC 03.6250 09/15/2022 0.03%
BMIR 2018-2A M1B P/P 144A 03.5658 08/25/2028 0.03%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.03%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.03%
BRANDYWINE REALTY TRUST 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%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.03%
CHECK POINT SOFTWARE TECH 0.03%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.03%
CMLTI 2005-2 1A2A 04.0112 05/25/2035 0.03%
COMCAST CORP 03.3750 02/15/2025 0.03%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.03%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.03%
COPA HOLDINGS SA-CLASS A 0.03%
CORELOGIC INC 0.03%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.03%
CROWN RESORTS LTD 0.03%
CSAIL 2015-C1 D P/P 144A 03.9395 04/15/2050 0.03%
CVS HEALTH CORP 02.2500 12/05/2018 0.03%
CVS HEALTH CORP 04.7500 12/01/2022 0.03%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.03%
DOUGLAS EMMETT INC 0.03%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.03%
DUKE ENERGY CORP 03.1500 08/15/2027 0.03%
ENBRIDGE INC USD 04.2500 12/01/2026 0.03%
ENDESA S.A. 0.03%
EOG RESOURCES INC 02.6250 03/15/2023 0.03%
EQT CORP 03.9000 10/01/2027 0.03%
EQUINOR ASA USD 02.9000 11/08/2020 0.03%
FIRST HAWAIIAN INC 0.03%
FNMA FN30 BC1155 03.0000 06/01/2046 0.03%
GARDNER DENVER HOLDINGS INC 0.03%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.03%
GSMS 2010-C1 D P/P 144A 06.1966 08/10/2043 0.03%
HCA INC 05.5000 06/15/2047 0.03%
HENDERSON LAND DEVELOPMENT 0.03%
HILL-ROM HOLDINGS INC 0.03%
HOME DEPOT INC 02.6250 06/01/2022 0.03%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.03%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.03%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.03%
HYATT HOTELS CORP 04.8500 03/15/2026 0.03%
IBM CORP 01.8750 08/01/2022 0.03%
IPSEN 0.03%
JABIL INC 0.03%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.03%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.03%
JPMCC 2012-C8 D P/P 144A 04.8063 10/15/2045 0.03%
KERING 0.03%
KEYCORP 02.3000 12/13/2018 0.03%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.03%
L3 TECHNOLOGIES INC 0.03%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.03%
LIFE STORAGE INC 0.03%
LONDON STOCK EXCHANGE GROUP 0.03%
MERCK & CO INC 03.7000 02/10/2045 0.03%
MICROSOFT CORP 02.4000 08/08/2026 0.03%
MORGAN STANLEY 04.3750 01/22/2047 0.03%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.03%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.03%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.03%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.03%
NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 0.03%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.03%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.03%
OSHKOSH CORP 04.6000 05/15/2028 0.03%
PARAMOUNT GROUP INC 0.03%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.03%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.03%
POLA ORBIS HOLDINGS INC 0.03%
POPULAR INC 0.03%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.03%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.03%
RANDSTAD NV 0.03%
RAYONIER INC 0.03%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.03%
REP OF ARGENTINA USD 06.8750 01/26/2027 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%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.03%
ROYAL GOLD INC 0.03%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.03%
S&P GLOBAL INC 02.9500 01/22/2027 0.03%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.03%
SEALED AIR CORP 0.03%
SENIOR HOUSING PROP TRUST 0.03%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.03%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.03%
STACR 2015-DNA2 M2 04.8158 12/25/2027 0.03%
STACR 2016-HQA2 M3 07.3658 11/25/2028 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
SUN HUNG KAI PROPERTIES 0.03%
SWISSCOM AG-REG 0.03%
TAPESTRY INC 0.03%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.03%
TELEDYNE TECHNOLOGIES INC 0.03%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.03%
TOYOTA MOTOR CREDIT CORP 02.0000 10/24/2018 0.03%
UNIVAR INC 0.03%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.03%
WFMBS 2006-AR2 1A1 04.0186 03/25/2036 0.03%
WFMBS 2006-AR5 1A1 04.1918 04/25/2036 0.03%
WFRBS 2011-C3 D P/P 144A 05.8645 03/15/2044 0.03%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.03%
ZOETIS INC 03.9000 08/20/2028 0.03%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.02%
ALPHABET INC 01.9980 08/15/2026 0.02%
ALTA MESA HLDGS 07.8750 12/15/2024 0.02%
AMERICAN EXPRESS CO 0.02%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.02%
AMGEN INC 04.6630 06/15/2051 0.02%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.02%
APPLE INC 03.8500 05/04/2043 0.02%
APPLE INC 04.3750 05/13/2045 0.02%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.02%
ARISTOCRAT LEISURE LTD 0.02%
ASTRAZENECA PLC USD 06.4500 09/15/2037 0.02%
AT&T INC 05.8000 02/15/2019 0.02%
BANCO SANTANDER SA USD 04.3790 04/12/2028 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%
BERKELEY GROUP HOLDINGS/THE 0.02%
BERKSHIRE HATHAWAY E 03.8000 07/15/2048 0.02%
BMIR 2017-1 M1 P/P 144A 03.9158 10/25/2027 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%
BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.02%
BRAND ENERGY TL L+425 06.5956 06/21/2024 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.02%
CAS 2014-C03 2M2 05.1158 07/25/2024 0.02%
CAS 2016-C02 1M2 08.2158 09/25/2028 0.02%
CBS CORP 04.6000 01/15/2045 0.02%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.02%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.02%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.02%
CIGNA CORP 04.5000 03/15/2021 0.02%
CIMIC GROUP LTD 0.02%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.02%
CIT GROUP INC. 05.2500 03/07/2025 0.02%
CITIBANK NA 03.0500 05/01/2020 0.02%
CITIGROUP INC 03.6680 07/24/2028 0.02%
CITIGROUP INC 04.4500 09/29/2027 0.02%
CITIGROUP INC 04.7500 05/18/2046 0.02%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.02%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.02%
COMCAST CORP 02.3500 01/15/2027 0.02%
COMM 2010-C1 D P/P 144A 06.3076 07/10/2046 0.02%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.02%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.02%
CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 0.02%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.02%
CONSTELLATION BRANDS INC-A 0.02%
CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 0.02%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 0.02%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.02%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.02%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 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%
CSX CORP 04.1000 03/15/2044 0.02%
DANAHER CORP 0.02%
DEERE & COMPANY 02.6000 06/08/2022 0.02%
DEUTSCHE BOERSE AG 0.02%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.02%
DIGITAL DELTA HLDG 03.4000 10/01/2020 0.02%
DNB BANK ASA P/P 144A 02.1250 10/02/2020 0.02%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.02%
E. I. DU PONT DE NEMOUR 03.6250 01/15/2021 0.02%
EBAY INC 0.02%
EMPIRE STATE REALTY TRUST-A 0.02%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.02%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.02%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.02%
EXXON MOBIL CORP 0.02%
FED REPUBLIC OF BRAZIL USD 04.6250 01/13/2028 0.02%
FHLMC FH30G G60314 04.0000 09/01/2045 0.02%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.02%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.02%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 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%
GNMA GII30 635063 04.0000 03/20/2046 0.02%
GNR 2015-H25 BI IO 01.5389 10/20/2065 0.02%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.02%
GNR 2017-162 QI IO 05.0000 10/11/2047 0.02%
GSMS 2011-GC3 C P/P 144A 05.8253 03/10/2044 0.02%
GSMS 2014-GC18 C 05.1079 01/10/2047 0.02%
GSMS 2014-GC22 C 04.8458 06/10/2047 0.02%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.02%
HOCHTIEF AG 0.02%
HONG KONG EXCHANGES & CLEAR 0.02%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.02%
HSBC HOLDINGS PLC 0.02%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.02%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
INTELSAT 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%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.02%
IVORY COAST REGS 06.1250 06/15/2033 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.02%
JPMBB 2014-C22 C 04.7100 09/15/2047 0.02%
JPMCC 2012-C8 C P/P 144A 04.7582 10/15/2045 0.02%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.02%
KERRY PROPERTIES LTD 0.02%
KEURIG DR PEPPER INC 0.02%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.02%
KIRIN HOLDINGS CO LTD 0.02%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.02%
KYUSHU RAILWAY COMPANY 0.02%
LBMLT 2004-1 A2 03.0158 02/25/2034 0.02%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.02%
LLOYDS BANKING GROUP PLC 0.02%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.02%
LOWES COMPANIES INC 0.02%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.02%
MCDONALD'S CORP 0.02%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.02%
MICROSOFT CORP 04.2000 06/01/2019 0.02%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.02%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.02%
MITSUBISHI GAS CHEMICAL CO 0.02%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.02%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.02%
MSBAM 2012-C6 D P/P 144A 04.7262 11/15/2045 0.02%
MSBAM 2013-C7 C 04.2546 02/15/2046 0.02%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 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%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.02%
NOK/USD 12/19/2018 GSFX 0.02%
NOMURA REAL ESTATE HOLDINGS 0.02%
NORFOLK SOUTHERN 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%
NUTRIEN LTD USD 04.1250 03/15/2035 0.02%
ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 0.02%
ORACLE CORP 02.5000 10/15/2022 0.02%
ORACLE CORP 02.6500 07/15/2026 0.02%
ORACLE CORP 03.2500 11/15/2027 0.02%
OUTFRONT MEDIA INC 0.02%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.02%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.02%
PETROLEOS MEXICANOS USD 04.8750 01/24/2022 0.02%
PFIZER INC 03.0000 12/15/2026 0.02%
PNC BANK NA 02.0000 05/19/2020 0.02%
PNC FINANCIAL SERVICES GROUP 0.02%
PPSI 2004-WCW2 M3 03.2658 10/25/2034 0.02%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.02%
REP OF INDONESIA P/P 144A 05.2500 01/17/2042 0.02%
REP OF INDONESIA P/P 144A 05.9500 01/08/2046 0.02%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.02%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.02%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.02%
RTL GROUP 0.02%
S&P GLOBAL INC 04.4000 02/15/2026 0.02%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.02%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.02%
SAIL 2004-10 A10 03.1158 11/25/2034 0.02%
SAMI 2007-AR7 1A1 03.0658 05/25/2047 0.02%
SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 0.02%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.02%
SCENTRE GROUP 0.02%
SCHRODERS PLC 0.02%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.02%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.02%
SIEMENS HEALTH 0.02%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.02%
SPDR S&P 500 ETF TRUST 0.02%
SPRINT CORP 07.2500 09/15/2021 0.02%
STACR 2016-DNA1 M3 07.7658 07/25/2028 0.02%
SUZUKI MOTOR CORP 0.02%
T-MOBILE USA INC 06.3750 03/01/2025 0.02%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.02%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.02%
TJX COMPANIES INC 0.02%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.02%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.02%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.02%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.02%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.02%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.02%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.02%
VIACOM INC 04.5000 03/01/2021 0.02%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.02%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.02%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.02%
WAMU 2005-AR14 1A2 03.5377 12/25/2035 0.02%
WAMU 2005-AR9 A1C3 03.1758 07/25/2045 0.02%
WAMU 2007-HY2 1A1 03.6029 12/25/2036 0.02%
WARNER MEDIA LLC 02.9500 07/15/2026 0.02%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.02%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.02%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.02%
WEYERHAEUSER CO 07.3750 03/15/2032 0.02%
WFCM 2013-LC12 C 04.4226 07/15/2046 0.02%
WFCM 2013-LC12 D P/P 144A 04.4226 07/15/2046 0.02%
WFCM 2014-LC16 XA IO 01.4977 08/15/2050 0.02%
WFRBS 2011-C5 C P/P 144A 05.8616 11/15/2044 0.02%
WFRBS 2011-C5 E P/P 144A 05.8616 11/15/2044 0.02%
WFRBS 2012-C9 D P/P 144A 04.9397 11/15/2045 0.02%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.02%
WFRBS 2013-C14 XA IO 00.8745 06/15/2046 0.02%
WFRBS 2013-C15 C 04.6207 08/15/2046 0.02%
WFRBS 2013-C15 D P/P 144A 04.6207 08/15/2046 0.02%
WFRBS 2013-C16 AS 04.6680 09/15/2046 0.02%
WH GROUP LTD 0.02%
WILLIAMS COMPANIES INC 03.6000 03/15/2022 0.02%
WM MORRISON SUPERMARKETS 0.02%
WOLTERS KLUWER 0.02%
WOODSIDE PETROLEUM LTD 0.02%
WP CAREY INC 0.02%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.02%
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%
21ST CENTURY FOX AMERICA 07.7500 01/20/2024 0.01%
ABBVIE INC 03.6000 05/14/2025 0.01%
AEGON NV 0.01%
AGEAS 0.01%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.01%
ALCOA NEDERLAND HLDG P/P 144A 06.1250 05/15/2028 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 03.4500 03/15/2022 0.01%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.01%
ALLSTATE CORP 0.01%
ALLY FINANCIAL INC 08.0000 11/01/2031 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%
ALTICE FRANCE SA P/P 144A 07.3750 05/01/2026 0.01%
ALTICE US FIN II CRP P/P 144A 07.7500 07/15/2025 0.01%
ALTRIA GROUP INC 04.0000 01/31/2024 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMC ENT HOLDIN 06.1250 05/15/2027 0.01%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 0.01%
ANADARKO PETROLEUM CORP 06.9500 06/15/2019 0.01%
ANNALY CAPITAL MANAGEMENT IN 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
APACHE CORPORATION 03.2500 04/15/2022 0.01%
APERGY CORP P/P 144A 06.3750 05/01/2026 0.01%
APPLE INC 03.4500 05/06/2024 0.01%
ARC PROP OPER PART L 04.6000 02/06/2024 0.01%
ARCELORMITTAL USD 07.0000 10/15/2039 0.01%
ARD SECURITIES FIN P/P 144A 08.7500 01/31/2023 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
ASHTEAD CAPITAL INC P/P 144A 04.1250 08/15/2025 0.01%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.01%
AT&T INC 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 06.4084 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%
BAE SYSTEMS PLC 0.01%
BANDAI NAMCO HOLDINGS INC 0.01%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.01%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.01%
BANK OF NOVA SCOTIA 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 08.5000 01/31/2027 0.01%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.01%
BAUSCH HLTH COS INC P/P 144A 09.2500 04/01/2026 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%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 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 03.4000 08/13/2021 0.01%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.01%
BOOKING HOLDINGS INC 0.01%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 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%
BROTHER INDUSTRIES LTD 0.01%
BSCMS 2006-PW11 B P/P 144A 05.2830 03/11/2039 0.01%
BT GROUP PLC 0.01%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.01%
BUMT 2005-1 1A1 02.5158 09/25/2045 0.01%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.01%
CALIFORNIA RESOURC TL L+475 06.9622 11/17/2022 0.01%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.01%
CALPINE CORPORATION 05.7500 01/15/2025 0.01%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.01%
CAN IMPERIAL BK OF COMMERCE 0.01%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.01%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.01%
CARLSBERG AS-B 0.01%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2014-C02 1M2 04.8158 05/25/2024 0.01%
CAS 2015-C01 1M2 06.5158 02/25/2025 0.01%
CAS 2015-C02 1M2 06.2158 05/25/2025 0.01%
CAS 2015-C03 2M2 07.2158 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 02.9000 01/15/2027 0.01%
CBS CORP 04.0000 01/15/2026 0.01%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.01%
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%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CFCRE 2011-C2 D P/P 144A 05.9474 12/15/2047 0.01%
CGCMT 2012-GC8 XA IO P/P 144A 01.9663 09/10/2045 0.01%
CHARTER COMM OPT LLC 05.3750 05/01/2047 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%
CITIGROUP INC 04.6000 03/09/2026 0.01%
CME GROUP INC 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
COCA-COLA CO/THE 02.2500 09/01/2026 0.01%
COCA-COLA EUROPEAN PARTNERS 0.01%
COLOPLAST-B 0.01%
COMCAST CORP 03.1500 03/01/2026 0.01%
COMCAST CORP 04.0490 11/01/2052 0.01%
COMM 2013-CR11 XA IO 01.2718 08/10/2050 0.01%
COMM 2014-CR18 C 04.8894 07/15/2047 0.01%
COMM 2014-CR18 XA IO 01.3083 07/15/2047 0.01%
COMM 2014-CR19 XA IO 01.3444 08/10/2047 0.01%
COMM 2014-LC17 XA IO 01.0716 10/10/2047 0.01%
COMM 2014-UBS6 XA IO 01.1114 12/10/2047 0.01%
COMMONWEALTH EDISON CO 05.9000 03/15/2036 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.01%
COMPUTERSHARE LTD 0.01%
COMSTOCK ESCROW CORP P/P 144A 09.7500 08/15/2026 0.01%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.01%
CONSTELLIUM NV P/P 144A 05.8750 02/15/2026 0.01%
CONTINENTAL RES 04.5000 04/15/2023 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.01%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.01%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.01%
CROWN CASTLE INTL CORP 03.1500 07/15/2023 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%
CROWN HOLDINGS INC 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%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.01%
CWALT 2005-27 1A1 02.2169 08/25/2035 0.01%
CWALT 2005-59 1A1 02.4953 11/20/2035 0.01%
CWCI 2007-C3 AJ 06.0151 05/15/2046 0.01%
DAI NIPPON PRINTING CO LTD 0.01%
DAIMLER AG-REGISTERED SHARES 0.01%
DAIWA SECURITIES GROUP INC 0.01%
DASSAULT AVIATION SA 0.01%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DIAGEO INVESTMENT CORP 08.0000 09/15/2022 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.01%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.01%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.01%
DISH DBS CORP 05.8750 11/15/2024 0.01%
DISH NETWORK CV 03.3750 08/15/2026 0.01%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.01%
DUKE ENERGY CORP 0.01%
EAGLECLAW MID TL L+425 06.3259 06/30/2024 0.01%
ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 0.01%
EMERA US FINANCE LP 03.5500 06/15/2026 0.01%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.01%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 0.01%
ENERGY TRANSFER PARTNERS 05.2000 02/01/2022 0.01%
ENERGY TRANSFER PARTNERS 06.1250 12/15/2045 0.01%
ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 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%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
EQUINIX INC 05.3750 05/15/2027 0.01%
EQUINOR ASA USD 05.1000 08/17/2040 0.01%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
EURAZEO SE 0.01%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.01%
EXELON CORP 0.01%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.01%
FHR 3829 AS IO 04.7916 03/15/2041 0.01%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.01%
FIN & RISK US HOLD P/P 144A 06.2500 05/15/2026 0.01%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.01%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.01%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.01%
FISERV INC 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%
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%
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%
GENERAL DYNAMICS CORP 0.01%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.01%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.01%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 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%
GNMA GN30 635061 04.0000 03/15/2046 0.01%
GNR 2012-141 WI IO 03.5000 11/20/2041 0.01%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.01%
GNR 2013-99 AS IO 03.8848 06/20/2043 0.01%
GNR 2015-124 DI IO 03.5000 01/20/2038 0.01%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.01%
GNR 2015-H26 EI IO 01.7196 10/20/2065 0.01%
GNR 2016-H16 EI IO 02.2059 06/20/2066 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%
GREAT LAKES D&D 08.0000 05/15/2022 0.01%
GSMS 2013-GC10 XA IO 01.6672 02/10/2046 0.01%
GSMS 2014-GC22 XA IO 01.1470 06/10/2047 0.01%
GSMS 2014-GC24 XA IO 00.9455 09/10/2047 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%
HCA INC 06.5000 02/15/2020 0.01%
HENKEL AG & CO KGAA VORZUG 0.01%
HESS CORP 07.3000 08/15/2031 0.01%
HK ELECTRIC INVEST 0.01%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.01%
HONEYWELL INTERNATIONAL 04.2500 03/01/2021 0.01%
HONEYWELL INTL 03.8120 11/21/2047 0.01%
HSBC BANK USA NA 05.6250 08/15/2035 0.01%
HSBC USA INC 03.5000 06/23/2024 0.01%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.01%
HUSKY TLB L+300 05.2018 03/28/2025 0.01%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
ITRON INC P/P 144A 05.0000 01/15/2026 0.01%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.01%
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 POST BANK CO LTD 0.01%
JAPAN TOBACCO INC 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%
JPMBB 2014-C19 XA IO 01.2775 04/15/2047 0.01%
JPMBB 2014-C25 XA IO 01.0970 11/15/2047 0.01%
JPMBB 2015-C33 XA IO 01.1545 12/15/2048 0.01%
JPMCC 2005-LDP5 F 05.8961 12/15/2044 0.01%
JPMCC 2012-LC9 D P/P 144A 04.5178 12/15/2047 0.01%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.01%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.01%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KIMBERLY-CLARK CORP 0.01%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.01%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.01%
KINGFISHER PLC 0.01%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.01%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.01%
KONINKLIJKE PHILIPS NV 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 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%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 0.01%
MAN SE 0.01%
MARATHON PETRO CORP 06.5000 03/01/2041 0.01%
MARATHON PETROLEUM CORP 0.01%
MASTEC INC 04.8750 03/15/2023 0.01%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.01%
MAXIM INTEGRATED PRODUCTS 0.01%
MAZDA MOTOR CORP 0.01%
MEDIOBANCA SPA 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.01%
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%
METLIFE INC. 04.7500 02/08/2021 0.01%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.01%
MGM RESORTS INTL 06.6250 12/15/2021 0.01%
MITSUBISHI TANABE PHARMA 0.01%
MLMI 2005-A2 A2 03.5386 02/25/2035 0.01%
MONSTER BEVERAGE CORP 0.01%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.01%
MSAC 2004-HE6 M1 03.0408 08/25/2034 0.01%
MSBAM 2014-C17 XA IO 01.3487 08/15/2047 0.01%
MSC 2011-C3 D P/P 144A 05.3257 07/15/2049 0.01%
MSRR 2015-R4 CB1 02.8904 08/26/2047 0.01%
NABORS IND INC 05.7500 02/01/2025 0.01%
NATIONAL BANK OF CANADA 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.01%
NEC CORP 0.01%
NEIMAN MARCUS TL L+325 05.3703 10/25/2020 0.01%
NETFLIX INC P/P 144A 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%
NEVADA POWER CO 07.1250 03/15/2019 0.01%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.01%
NEXON CO LTD 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NEXT PLC 0.01%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.01%
NISSAN MOTOR CO LTD 0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.01%
NOK/USD 12/19/2018 JPMCB 0.01%
NOK/USD 12/19/2018 SSBT 0.01%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.01%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NRG ENERGY INC 07.2500 05/15/2026 0.01%
NUTRIEN LTD USD 05.2500 01/15/2045 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.01%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
OMIR 2018-1A M1 03.7658 07/25/2028 0.01%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.01%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.01%
ORACLE CORP 05.3750 07/15/2040 0.01%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.01%
OSHKOSH CORP 05.3750 03/01/2025 0.01%
OTSUKA CORP 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 TRUCK LE P/P 144A 03.4000 11/15/2026 0.01%
PEPSICO INC 03.4500 10/06/2046 0.01%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.01%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.01%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.01%
PHILLIPS 66 0.01%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 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 09.1250 03/16/2024 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%
PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 0.01%
PULTEGROUP INC 05.5000 03/01/2026 0.01%
PULTEGROUP INC. 07.8750 06/15/2032 0.01%
QVC INC 04.8500 04/01/2024 0.01%
RAMC 2003-4 A1 02.7358 03/25/2034 0.01%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.01%
RAYTHEON COMPANY 04.8750 10/15/2040 0.01%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.01%
REP OF ARGENTINA USD 06.6250 07/06/2028 0.01%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.01%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.01%
REP OF SRI LANKA P/P 144A 06.8500 11/03/2025 0.01%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.01%
REVLON CONS TLB L+350 05.8103 09/07/2023 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.01%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.01%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.01%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.01%
ROYAL DUTCH SHELL PLC-A SHS 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%
SASC 2006-AM1 A4 02.3758 04/25/2036 0.01%
SERVICE CORP INTL 04.6250 12/15/2027 0.01%
SERVICE CORP INTL 05.3750 05/15/2024 0.01%
SESI LLC 07.7500 09/15/2024 0.01%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.01%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.01%
SHERWIN-WILLIAMS CO/THE 0.01%
SINGAPORE TECH ENGINEERING 0.01%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.01%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.01%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.01%
SM ENERGY CO 06.7500 09/15/2026 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SOUTH32 LTD 0.01%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.01%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.01%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.01%
SPRINT CORP 07.8750 09/15/2023 0.01%
STACR 2015-HQ2 M2 04.1658 05/25/2025 0.01%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.01%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 0.01%
STARWOOD PROP TR 04.7500 03/15/2025 0.01%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.01%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.01%
STOCKLAND 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 AG 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%
TAIWAN DOLLAR CALL ACCOUNT 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.01%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.01%
TENNANT CO 05.6250 05/01/2025 0.01%
TENNECO INC 05.3750 12/15/2024 0.01%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.01%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 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%
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%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.01%
TORONTO-DOMINION BANK 0.01%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.01%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
TRAVELERS COS INC/THE 0.01%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.01%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.01%
TRONOX INC P/P 144A 06.5000 04/15/2026 0.01%
UBSBB 2012-C3 C P/P 144A 05.2094 08/10/2049 0.01%
UBSBB 2012-C4 XA IO P/P 144A 01.7920 12/10/2045 0.01%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.01%
UNITEDHEALTH GROUP INC 0.01%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.01%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
US FOODS HOLDING CORP 0.01%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.01%
USD/CNH CALL 7.00 20190404 GSFX 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%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.01%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.01%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.01%
VMWARE INC 03.9000 08/21/2027 0.01%
VOLT 2017-NP10 A1 P/P 144A 03.0000 10/25/2047 0.01%
VOLT 2017-NPL8 A1 P/P 144A 03.1250 06/25/2047 0.01%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.01%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.01%
WAMU 2005-AR11 A1B3 02.6158 08/25/2045 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 05.4168 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%
WESTROCK MWV LLC 07.9500 02/15/2031 0.01%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.01%
WFCM 2016-LC25 XA IO 01.2206 12/15/2059 0.01%
WFRBS 2011-C4 E P/P 144A 05.3975 06/15/2044 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.7164 12/15/2045 0.01%
WFRBS 2012-C9 XA IO P/P 144A 02.0476 11/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.01%
WINDSTREAM SRVC / P/P 144A 09.0000 06/30/2025 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.01%
WORLDPAY INC-CLASS A 0.01%
WP CAREY INC 04.6000 04/01/2024 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%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.01%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.01%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.01%
ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 0.01%
ZURICH INSURANCE GROUP AG 0.01%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
3.05 R ISWP FWD US0003M P 12/19/2020 0.00%
3.10 R ISWP FWD US0003M P 12/19/2023 0.00%
3.143 R ISWP US0003M P 09/28/2028 0.00%
3.15 R ISWP FWD US0003M P 12/19/2028 0.00%
3.20 R ISWP FWD US0003M P 12/19/2048 0.00%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AES CORP/THE 05.1250 09/01/2027 0.00%
AKORN INC 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
ALLY FINANCIAL INC 08.0000 12/31/2018 0.00%
ALTRIA GROUP INC 0.00%
ALTRIA GROUP INC. 09.2500 08/06/2019 0.00%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.00%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.00%
AMERICAN 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%
ARAMARK 0.00%
ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
ARGENTINE REPUBLIC USD 04.6250 01/11/2023 0.00%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.00%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.00%
AUD/USD 10/17/2018 BANKAM 0.00%
AUD/USD 10/17/2018 CITI 0.00%
AUD/USD 10/17/2018 CSI-FX 0.00%
AUD/USD 10/17/2018 HSBCB 0.00%
AUD/USD 10/17/2018 JPMCB 0.00%
AUD/USD 10/17/2018 RBSF 0.00%
AUD/USD 10/17/2018 SSBT 0.00%
AUD/USD 10/17/2018 UBS 0.00%
AUD/USD 10/17/2018 WPAC 0.00%
AUSTRALIAN DOLLAR ACCOUNT 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2019 0.00%
BACM 2004-4 XC IO P/P 144A 00.0862 07/10/2042 0.00%
BACM 2004-5 XC IO P/P 144A 00.5825 11/10/2041 0.00%
BACM 2007-1 XW IO 00.4119 01/15/2049 0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
BANK OF AMERICA CORP 03.0941 09/15/2026 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%
BB&T CORP 0.00%
BERKSHIRE HATHAWAY INC-CL B 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.00%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.00%
BOYD GAMING CORP 06.0000 08/15/2026 0.00%
BOYD GAMING CORP 06.3750 04/01/2026 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
BOYNE USA INC P/P 144A 07.2500 05/01/2025 0.00%
BRAZILIAN REAL CALL ACCOUNT 0.00%
BRIGHT HORIZONS FAMILY SOLUT 0.00%
BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.5061 12/11/2038 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 10/17/2018 GSFX 0.00%
CAD/USD 10/17/2018 HSBCB 0.00%
CAD/USD 10/17/2018 JPMCB 0.00%
CAD/USD 10/17/2018 SSBT 0.00%
CAE INC 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.00%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CAMDEN PROPERTY TRUST 0.00%
CANADIAN DOLLAR ACCOUNT 0.00%
CAS 2016-C05 2M1 03.5658 01/25/2029 0.00%
CAS 2016-C06 1M2 06.4658 04/25/2029 0.00%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.00%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.00%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.00%
CD 2007-CD4 XW IO P/P 144A 00.7492 12/11/2049 0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 0.00%
CDK GLOBAL INC 0.00%
CENTENE CORP P/P 144A 05.3750 06/01/2026 0.00%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.0000 10/15/2049 0.00%
CGI GROUP INC - CLASS A 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 12/19/2018 CSI-FX 0.00%
CHF/USD 12/19/2018 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%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.00%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 ML 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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 CS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 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 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 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 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 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 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.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 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 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
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MWO HOLDINGS LLC 0.00%
NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.00%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.00%
NEW BIGFOOT OTHER ASSETS GMBH P/P 0.00%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.00%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.00%
NEW MIDDLE EAST OTHER ASSETS GMBH P/P 0.00%
NEW WORLD DEVELOPMENT 0.00%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.00%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.00%
NOK/USD 12/19/2018 BANKAM 0.00%
NOK/USD 12/19/2018 BCAP-FX 0.00%
NOK/USD 12/19/2018 RBSF 0.00%
NOK/USD 12/19/2018 UBS 0.00%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.00%
NXP SEMICONDUCTORS NV 0.00%
NZD/USD 10/17/2018 GSFX 0.00%
NZD/USD 10/17/2018 JPMCB 0.00%
NZD/USD 10/17/2018 RBSF 0.00%
NZD/USD 10/17/2018 SSBT 0.00%
NZD/USD 10/17/2018 UBS 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
OLD REPUBLIC INTL CORP 0.00%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.00%
PERKINELMER INC 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%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.00%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PIEDMONT OFFICE REALTY TRU-A 0.00%
POSTE ITALIANE SPA 0.00%
POUND STERLING CALL ACCOUNT 0.00%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 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%
RACKSPACE HOSTING INC L+300 05.3482 11/03/2023 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REINSURANCE GROUP OF AMERICA 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
S&P MID 400 EMINI DEC18 FAZ8 0.00%
S&P500 EMINI FUT DEC18 ESZ8 0.00%
SANDRIDGE ENERGY INC 0.00%
SCOTTS MIRACLE-GRO CO 0.00%
SECOM CO LTD 0.00%
SEK/USD 12/19/2018 BANKAM 0.00%
SEK/USD 12/19/2018 CITI 0.00%
SEK/USD 12/19/2018 CSI-FX 0.00%
SEK/USD 12/19/2018 GSFX 0.00%
SEK/USD 12/19/2018 HSBCB 0.00%
SEK/USD 12/19/2018 JPMCB 0.00%
SEK/USD 12/19/2018 RBSF 0.00%
SEK/USD 12/19/2018 SSBT 0.00%
SERVICE CORP INTL 05.3750 01/15/2022 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 0.00%
SGD/USD 11/19/2018 JPMCB 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%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.00%
SONIC HEALTHCARE LTD 0.00%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022 0.00%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.00%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.00%
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 COMM P/P 144A 09.0000 11/15/2018 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
SSE PLC 0.00%
STACR 2015-HQ1 M2 04.4158 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%
SWISS PRIME SITE-REG 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. 04.0000 04/15/2022 0.00%
TAISHO PHARMACEUTICAL HOLDIN 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%
TENET HEALTHCARE 06.0000 10/01/2020 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 EURO EUR CALL ACCOUNT 0.00%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.00%
THERMO FISHER SCIENTIFIC INC 0.00%
TIAAC 2003-1A E 144A 08.0000 12/28/2038 0.00%
TOPIX INDX FUTR DEC18 TPZ8 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSDIGM INC 06.5000 07/15/2024 0.00%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 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%
TWO HARBORS INVESTMENT CORP 0.00%
TXU TCEH RIGHTS 0.00%
UAL 2007 PASS TRUST 06.6360 07/02/2022 0.00%
UDR INC 0.00%
UNICHARM CORP 0.00%
US 10YR NOTE (CBT)DEC18 TYZ8 0.00%
US 10YR ULTRA FUT DEC18 UXYZ8 0.00%
US 2YR NOTE (CBT) DEC18 TUZ8 0.00%
US 5YR NOTE (CBT) DEC18 FVZ8 0.00%
US LONG BOND(CBT) DEC18 USZ8 0.00%
US ULTRA BOND CBT DEC18 WNZ8 0.00%
USD/CNH CALL 7.20 20190404 GSFX 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%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.00%
WBCMT 2005-C18 XC IO P/P 144A 00.0000 04/15/2042 0.00%
WBCMT 2006-C26 XC IO P/P 144A 00.0450 06/15/2045 0.00%
WBCMT 2006-C29 IO IO 00.3742 11/15/2048 0.00%
WBCMT 2007-C34 IO IO 00.1175 05/15/2046 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEATHERFORD INTL LLC P/P 144A 09.8750 03/01/2025 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
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%
WPX ENERGY INC 06.0000 01/15/2022 0.00%
WYNDHAM DESTINATIONS INC 05.7500 04/01/2027 0.00%
YAMADA DENKI CO LTD 0.00%
ZAYO GROUP HOLDINGS INC 0.00%
CAD/USD 10/17/2018 BANKAM -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
RU10INTR P US0003M R 11/27/18 CI -0.03%
EMIN RUSSELL 2000 DEC18 RTYZ8 -0.05%
CDX CDX.NA.HY.31 500.0 12/20/2023 -0.06%
FNMA FN30 TBA 03.0000 10/01/2048 -0.10%
FNMA FN30 TBA 03.5000 10/01/2048 -0.17%

Prior top 10 holdings

Top 10 holdings as of 09/30/18
Alphabet
Gnma Gii30 Ma4652 03.5000 08/20/2047
Fnma Fn30 Ma3238 03.5000 01/01/2048
JPMorgan Chase
Apple
Cisco Systems
Boeing
Verizon Communications
Citigroup
Nvidia
Holdings represent 13.39% of portfolio
Top 10 holdings as of 08/31/18
Alphabet
Gnma Gii30 Ma4652 03.5000 08/20/2047
Fnma Fn30 Ma3238 03.5000 01/01/2048
JPMorgan Chase
Apple
Cisco Systems
Verizon Communications
Home Depot
Amazon.Com
Fnma Fn15 Al9468 03.0000 12/01/2031
Holdings represent 13.04% of portfolio
Top 10 holdings as of 07/31/18
Alphabet
Gnma Gii30 Ma4652 03.5000 08/20/2047
Fnma Fn30 Ma3238 03.5000 01/01/2048
JPMorgan Chase
Citigroup
Verizon
Boeing
Apple
Cisco
Home Depot
Holdings represent 13.23% of portfolio
Top 10 holdings as of 06/30/18
Gnma Gii30 Ma4652 03.5000 08/20/2047
Alphabet
Fnma Fn30 Ma3238 03.5000 01/01/2048
JPMorgan Chase
Verizon
Cisco
Citigroup
Apple
Boeing
Home Depot
Holdings represent 13.01% of portfolio

Portfolio composition as of 09/30/18

U.S. large-cap equity 38.44%
U.S. Investment-grade bonds 34.59%
International equity 11.28%
U.S. small- and mid-cap equity 10.70%
U.S. High-yield bonds 2.83%
Commodities 1.62%
U.S. money markets 0.54%

Fixed income statistics as of 09/30/18

Average effective maturity 9.10 yrs.
Average effective duration 2.17 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 0.99% 1.74% 1.74% 1.49% 1.24% 0.74% 0.64% 0.74%
What you pay 0.99% 1.74% 1.74% 1.49% 1.24% 0.74% 0.64% 0.74%

Sales charge

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

CDSC

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

The 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. 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.