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 $15.70
0.51% | $0.08
$16.09
12/15/17
$14.73
03/23/18
Historical fund price

Fund facts as of 08/31/18

Total net assets
$2,830.68M
Turnover (fiscal year end)
200%
Dividend frequency (view rate)
Quarterly
Number of holdings
1853
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 | Q2 2018

Security selection and tactical allocation drive funds

Jason Vaillancourt, Co-Head of Global Asset Allocation, talks about the asset allocation team's strategies and process.


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)


6.86%

Average 5-year annualized return


  • Total return (%) as of 06/30/18

  • Annual performance as of 06/30/18

Annualized Total return (%) as of 06/30/18

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 8.11% 6.55% 8.81% 7.51%
After sales charge N/A N/A N/A N/A
Russell 3000 Index 14.78% 11.58% 13.29% 10.23%
Putnam Balanced Blended Benchmark 7.96% 7.24% 8.42% 7.41%

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, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.

Performance snapshot

  Before sales charge After sales charge
1 mt. as of 08/31/18 1.22 % -
YTD as of 09/19/18 3.30 % -

Yield

Distribution rate before sales charge
as of 09/19/18
1.92%
Distribution rate after sales charge
as of 09/19/18
1.92%
30-day SEC yield as of 08/31/18 1.90%

Risk-adjusted performance as of 08/31/18

Alpha (3 yrs.) -1.51
Sharpe ratio (3 yrs.) 1.31
Treynor ratio (3 yrs.) 12.79
Information ratio (3 yrs.) -1.86

Volatility as of 08/31/18

Standard deviation (3 yrs.) 6.25%
Beta 0.64
R-squared 0.94

Capture ratio as of 08/31/18

Up-market (3 yrs.) 63.18
Down-market (3 yrs.) 77.82

Lipper rankings as of 08/31/18

Time period Rank/Funds in category Percentile ranking
1 yr. 68/556 13%
3 yrs. 73/509 15%
5 yrs. 19/460 5%
10 yrs. 9/346 3%
Lipper category: Mixed-Asset Target Alloc Moderate Funds

Morningstar Ratings as of 08/31/18

Time period Funds in category Morningstar Rating
Overall 704
3 yrs. 704
5 yrs. 620
10 yrs. 443
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 08/31/18

Alphabet 2.05%
Gnma Gii30 Ma4652 03.5000 08/20/2047 2.01%
Fnma Fn30 Ma3238 03.5000 01/01/2048 1.69%
JPMorgan Chase 1.41%
Apple 1.15%
Cisco Systems 1.07%
Verizon Communications 1.06%
Home Depot The 0.94%
Amazon.Com 0.85%
Fnma Fn15 Al9468 03.0000 12/01/2031 0.81%
Top 10 holdings, percent of portfolio 13.04%

Full portfolio holdings as of 06/30/18

GNMA GII30 MA4652 03.5000 08/20/2047 2.11%
ALPHABET INC-CL A 1.94%
FNMA FN30 MA3238 03.5000 01/01/2048 1.77%
JPMORGAN CHASE & CO 1.32%
VERIZON COMMUNICATIONS INC 1.01%
CISCO SYSTEMS INC 0.99%
CITIGROUP INC 0.99%
APPLE INC 0.97%
BOEING CO/THE 0.97%
HOME DEPOT INC 0.94%
NVIDIA CORP 0.88%
FNMA FN15 AL9468 03.0000 12/01/2031 0.86%
FHLMC FH30G G08814 04.0000 05/01/2048 0.80%
AMAZON.COM INC 0.74%
MICROSOFT CORP 0.67%
FACEBOOK INC-A 0.66%
PEPSICO INC 0.65%
S&P GSCI 3X NOTE 04/01/2019 0.65%
VALERO ENERGY CORP 0.62%
ORACLE CORP 0.60%
JOHNSON & JOHNSON 0.54%
COCA-COLA CO/THE 0.52%
FNMA FN30 TBA 04.0000 07/01/2048 0.52%
FNMA FN15 TBA 03.0000 07/01/2033 0.51%
CONOCOPHILLIPS 0.48%
OCCIDENTAL PETROLEUM CORP 0.48%
ANTHEM INC 0.45%
FNMA FN30 TBA 06.0000 07/01/2048 0.44%
WALT DISNEY CO/THE 0.43%
INTUIT INC 0.42%
MERCK & CO. INC. 0.41%
NORTHROP GRUMMAN CORP 0.41%
FNMA FN30 MA2737 03.0000 09/01/2046 0.40%
GNMA GII30 MA4837 03.5000 11/20/2047 0.39%
HALLIBURTON CO 0.39%
AMGEN INC 0.38%
BRISTOL-MYERS SQUIBB CO 0.38%
ELI LILLY & CO 0.37%
INTL BUSINESS MACHINES CORP 0.37%
MORGAN STANLEY 0.37%
FNMA FN30 BH7058 03.5000 12/01/2047 0.36%
HONEYWELL INTERNATIONAL INC 0.36%
MONDELEZ INTERNATIONAL INC-A 0.35%
FORD MOTOR CO 0.34%
GNMA GII30 MA4586 03.5000 07/20/2047 0.34%
DELTA AIR LINES INC 0.33%
FNMA FN30 BH5117 04.0000 08/01/2047 0.33%
HUMANA INC 0.31%
NETAPP INC 0.31%
SYSCO CORP 0.31%
E*TRADE FINANCIAL CORPORATION 0.30%
ROSS STORES INC 0.30%
WALGREENS BOOTS ALLIANCE INC 0.30%
CIGNA CORP 0.29%
COGNIZANT TECH SOLUTIONS-A 0.29%
KINDER MORGAN INC 0.27%
WILLIAMS COS INC 0.27%
ABIOMED INC 0.26%
AUTOMATIC DATA PROCESSING 0.26%
BAXTER INTERNATIONAL INC 0.26%
ESTEE LAUDER COMPANIES-CL A 0.26%
LOCKHEED MARTIN CORP 0.26%
MCKESSON CORP 0.26%
PALO ALTO NETWORKS INC 0.26%
REGIONS FINANCIAL CORP 0.26%
TIFFANY & CO 0.26%
US BANCORP 0.26%
FNMA FN30 TBA 03.0000 08/01/2048 0.25%
PRUDENTIAL FINANCIAL INC 0.25%
PVH CORP 0.25%
RAYTHEON COMPANY 0.25%
CUMMINS INC 0.24%
HP INC 0.24%
LULULEMON ATHLETICA INC 0.24%
RED HAT INC 0.24%
ABBVIE INC 0.23%
BOSTON SCIENTIFIC CORP 0.23%
CAPITAL ONE FINANCIAL CORP 0.23%
ENTERGY CORP 0.23%
PFIZER INC 0.23%
AGILENT TECHNOLOGIES INC 0.22%
AMERIPRISE FINANCIAL INC 0.22%
GILEAD SCIENCES INC 0.22%
INGERSOLL-RAND PLC 0.22%
LAS VEGAS SANDS CORP 0.22%
NOVARTIS AG-REG 0.22%
ROCHE HOLDING AG-GENUSSCHEIN 0.22%
TEXAS INSTRUMENTS INC 0.22%
TOTAL SA 0.22%
CARNIVAL CORP 0.21%
GOLDMAN SACHS GROUP INC 0.21%
METLIFE INC 0.21%
MICHAEL KORS HOLDINGS LTD 0.21%
ROYAL CARIBBEAN CRUISES LTD 0.21%
FIFTH THIRD BANCORP 0.20%
DISCOVER FINANCIAL SERVICES 0.19%
FORTINET INC 0.19%
HILTON WORLDWIDE HOLDINGS IN 0.19%
KLA-TENCOR CORP 0.19%
ROYAL DUTCH SHELL PLC-B SHS 0.19%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.19%
CENTENE CORP 0.18%
F5 NETWORKS INC 0.18%
HARTFORD FINANCIAL SVCS GRP 0.18%
WASTE MANAGEMENT INC 0.18%
FIDELITY NATIONAL INFO SERV 0.17%
ROCKWELL AUTOMATION INC 0.17%
VF CORP 0.17%
ALLIANZ SE-REG 0.16%
BHP BILLITON LIMITED 0.16%
EQUITY RESIDENTIAL TR REIT 0.16%
HERSHEY CO/THE 0.16%
NEWMONT MINING CORP 0.16%
NRG ENERGY INC 0.16%
AIR PRODUCTS & CHEMICALS INC 0.15%
APPLIED MATERIALS INC 0.15%
DELL TECHNOLOGIES INC-CL V 0.15%
FLEETCOR TECHNOLOGIES INC 0.15%
MASTERCARD INC - A 0.15%
MOLSON COORS BREWING CO -B 0.15%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.15%
SPST 2018-1 A 02.8613 04/24/2019 0.15%
WEYERHAEUSER CO 0.15%
WYNDHAM DESTINATIONS INC 0.15%
ZOETIS INC 0.15%
CONAGRA BRANDS INC 0.14%
DENTSPLY SIRONA INC 0.14%
HUNTSMAN CORP 0.14%
ONEOK INC 0.14%
PACKAGING CORP OF AMERICA 0.14%
PROCTER & GAMBLE CO/THE 0.14%
ALLY FINANCIAL INC 0.13%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.13%
ASTELLAS PHARMA INC 0.13%
CIT GROUP INC 0.13%
CMS ENERGY CORP 0.13%
KANSAS CITY SOUTHERN 0.13%
KDDI CORP 0.13%
LOEWS CORP 0.13%
REPSOL SA 0.13%
SUMITOMO MITSUI FINANCIAL GR 0.13%
WELLCARE HEALTH PLANS INC 0.13%
AGEAS 0.12%
ALLISON TRANSMISSION HOLDING 0.12%
BASF SE 0.12%
BIOGEN INC 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%
CVS HEALTH CORP 04.7800 03/25/2038 0.12%
ENEL SPA 0.12%
ENI SPA 0.12%
EQUINOR ASA 0.12%
FNMA FN30 AS7003 03.0000 04/01/2046 0.12%
FRESENIUS MEDICAL CARE AG & 0.12%
HITACHI LTD 0.12%
KONINKLIJKE AHOLD DELHAIZE N 0.12%
MIZUHO FINANCIAL GROUP INC 0.12%
NIPPON TELEGRAPH & TELEPHONE 0.12%
OWENS CORNING 0.12%
SPST 2018-3 A 02.7911 07/24/2019 0.12%
TOTAL SYSTEM SERVICES INC 0.12%
TWENTY-FIRST CENTURY FOX - B 0.12%
XL GROUP LTD 0.12%
AMEREN CORPORATION 0.11%
AMERICAN ELECTRIC POWER 0.11%
AVERY DENNISON CORP 0.11%
CELANESE CORP-SERIES A 0.11%
COVESTRO AG 0.11%
DBUBS 2011-LC3A D P/P 144A 05.5154 08/10/2044 0.11%
DNB NOR ASA 0.11%
DOLLAR GENERAL CORP 0.11%
DR PEPPER SNAPPLE GROUP INC 0.11%
FNMA FN30 BC2733 03.0000 05/01/2046 0.11%
GLAXOSMITHKLINE PLC 0.11%
HCP INC 0.11%
HOYA CORP 0.11%
ITOCHU CORP 0.11%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.11%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.11%
LEGAL & GENERAL GROUP PLC 0.11%
LINCOLN NATIONAL CORP 0.11%
MORGAN STANLEY 03.6250 01/20/2027 0.11%
MUENCHENER RUECKVER AG-REG 0.11%
PBF ENERGY INC-CLASS A 0.11%
PEUGEOT SA 0.11%
RIO TINTO PLC 0.11%
SAINSBURY (J) PLC 0.11%
SANDVIK AB 0.11%
SL GREEN REALTY CORP 0.11%
SYNOPSYS INC 0.11%
UGI CORP 0.11%
VERTEX PHARMACEUTICALS INC 0.11%
VINCI SA 0.11%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.11%
WOOLWORTHS GROUP LTD 0.11%
ABN AMRO GROUP NV-CVA 0.10%
AMDOCS LTD 0.10%
AMETEK INC 0.10%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.10%
APPLE INC 02.1000 05/06/2019 0.10%
ARCELORMITTAL 0.10%
AXA SA 0.10%
BNP PARIBAS 0.10%
BROADRIDGE FINANCIAL SOLUTIO 0.10%
CADENCE DESIGN SYS INC 0.10%
CAS 2015-C04 2M2 07.6411 04/25/2028 0.10%
CBRE GROUP INC - A 0.10%
CELGENE CORP 0.10%
EXPEDITORS INTL WASH INC 0.10%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.10%
FIAT CHRYSLER AUTOMOBILES NV 0.10%
FNMA FN30 AS8056 03.0000 10/01/2046 0.10%
GALAXY ENT GRP L 0.10%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.10%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.10%
MITSUI AND CO LTD 0.10%
ORIX CORP 0.10%
RESONA HOLDINGS INC 0.10%
SPST 2017-6 A 02.6613 11/24/2018 0.10%
SWISSCOM AG-REG 0.10%
TAYLOR WIMPEY PLC 0.10%
TOLL BROTHERS INC 0.10%
VOLVO AB-B SHS 0.10%
VORNADO REALTY TRUST 0.10%
ACS ACTIVIDADES 0.09%
AES CORP 0.09%
ANGLO AMER PLC 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%
CA INC 0.09%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.09%
MSCI INC 0.09%
NORTHERN TRUST CORP 0.09%
PERSIMMON PLC 0.09%
PINNACLE FOODS INC 0.09%
REPUBLIC SERVICES INC 0.09%
SAMSUNG ELECTRONICS CO LTD 0.09%
TAIWAN SEMICONDUCTOR MANUFAC 0.09%
TUI AG-DI 0.09%
AMADEUS IT GROUP SA 0.08%
BERKELEY GROUP HOLDINGS/THE 0.08%
DUKE REALTY CORP 0.08%
DUN & BRADSTREET CORP 0.08%
EVONIK INDUSTRIES AG 0.08%
FNMA FN30 AS7154 03.0000 05/01/2046 0.08%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.08%
INTL CONSOLIDATED AIRLINE-DI 0.08%
KAR AUCTION SERVICES INC 0.08%
KEYSIGHT TECHNOLOGIES IN 0.08%
MANPOWERGROUP INC 0.08%
MAPLE ESCROW SUB P/P 144A 04.5970 05/25/2028 0.08%
MARUBENI CORP 0.08%
ORACLE CORPORATION 02.2500 10/08/2019 0.08%
PENTAIR PLC 0.08%
PRINCIPAL FINANCIAL GROUP 0.08%
RECORDATI SPA 0.08%
SHIONOGI & CO LTD 0.08%
SIGNET JEWELERS LTD 0.08%
SWEDISH MATCH AB 0.08%
SWISS RE AG 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%
US BANK NA CINCINNATI 03.1500 04/26/2021 0.08%
VISTEON CORP 0.08%
W.R. GRACE & CO 0.08%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.07%
3I GROUP PLC 0.07%
ALLERGAN PLC 0.07%
ALTRIA GROUP INC 02.6250 01/14/2020 0.07%
ARKEMA 0.07%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.07%
BOOZ ALLEN HAMILTON HOLDINGS 0.07%
BRIXMOR PROPERTY GROUP INC 0.07%
CAS 2015-C04 1M2 07.7911 04/25/2028 0.07%
CHARLES RIVER LABORATORIES 0.07%
DOLLAR TREE INC 0.07%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.07%
FAURECIA 0.07%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.07%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.07%
INGREDION INC 0.07%
LKQ CORP 0.07%
MICROSOFT CORP 01.5500 08/08/2021 0.07%
NTT DOCOMO INC 0.07%
OGE ENERGY CORP 0.07%
PARK HOTELS & RESORTS INC 0.07%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.07%
PINNACLE WEST CAPITAL 0.07%
ROYAL MAIL PLC 0.07%
SPIRIT REALTY CAPITAL INC 0.07%
TDK CORP 0.07%
TELSTRA CORP LTD 0.07%
TOYOTA MOTOR CORP 0.07%
TPAT 2018-SL1 A P/P 144A 02.6911 01/25/2046 0.07%
UCB SA 0.07%
UNITED OVERSEAS BANK LTD 0.07%
WH GROUP LTD 0.07%
AIR LEASE CORP 03.6250 04/01/2027 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%
ASSOCIATED BRITISH FOODS PLC 0.06%
ATHENE HOLDING LTD-CLASS A 0.06%
BT GROUP PLC 0.06%
BWX TECHNOLOGIES INC 0.06%
CAS 2016-C03 2M2 07.9911 10/25/2028 0.06%
CDX CDX.NA.IG.30 100.0 06/20/2023 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%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.06%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.06%
ECOLAB INC 02.7000 11/01/2026 0.06%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.06%
EVERGY INC 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%
JONES LANG LASALLE INC 0.06%
MACQUARIE GROUP LTD 0.06%
MADISON SQUARE GARDEN CO- A 0.06%
NATIONAL AUSTRALIA B P/P 144A 03.0163 12/09/2019 0.06%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.06%
NESTLE SA-REG 0.06%
NEWELL BRANDS INC 04.2000 04/01/2026 0.06%
NUANCE COMMUNICATIONS INC 0.06%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 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%
SK HYNIX INC 0.06%
SPST 2017-LD1 A 02.8911 11/25/2050 0.06%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.06%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.06%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.06%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.06%
WFRBS 2011-C2 D P/P 144A 05.8385 02/15/2044 0.06%
ZEBRA TECHNOLOGIES CORP-CL A 0.06%
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%
ATMOS ENERGY CORP 0.05%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 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%
BPCE SA P/P 144A 04.5000 03/15/2025 0.05%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.05%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.05%
CWALT 2006-OA10 4A1 02.2811 08/25/2046 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%
ENGIE 0.05%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.05%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.05%
FORMOSA CHEMICALS & FIBRE 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%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 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%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.05%
KINDER MORGAN INC 03.1500 01/15/2023 0.05%
KIRIN HOLDINGS CO LTD 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%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.05%
MARINE HARVEST 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%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.05%
NEW RESIDENTIAL INVESTMENT 0.05%
NEWS CORP - CLASS A 0.05%
NORDEA BANK AB P/P 144A 02.5000 09/17/2020 0.05%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.05%
OTSUKA CORP 0.05%
PARTNERS GROUP HOLDING AG 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%
TAISEI CORP 0.05%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.05%
WABCO HOLDINGS INC 0.05%
WAMU 2005-AR12 1A8 03.2781 10/25/2035 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%
AECOM 0.04%
AENA SME SA 0.04%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.04%
ANA HOLDINGS INC 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%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.04%
BGC PARTNERS INC-CL A 0.04%
BIOGEN INC 03.6250 09/15/2022 0.04%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.04%
BRANDYWINE REALTY TRUST 0.04%
CABOT CORP 0.04%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 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 04.6125 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%
COPA HOLDINGS SA-CLASS A 0.04%
CSAIL 2015-C1 AS 03.7910 04/15/2050 0.04%
CSAIL 2015-C1 C 04.4401 04/15/2050 0.04%
CSMC 2016-NXSR C 04.5081 12/15/2049 0.04%
CVS HEALTH CORP 05.0500 03/25/2048 0.04%
CWALT 2006-OA7 1A2 02.4981 06/25/2046 0.04%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.04%
DOMTAR CORP 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
FIRST HAWAIIAN INC 0.04%
GAMING AND LEISURE PROPERTIE 0.04%
GARDNER DENVER HOLDINGS INC 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%
GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 0.04%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.04%
HUDSON PACIFIC PROPERTIES IN 0.04%
INDUSTRIAL BANK OF KOREA 0.04%
JABIL INC 0.04%
JPMCC 2012-C6 E P/P 144A 05.3121 05/15/2045 0.04%
KAO CORP 0.04%
KELLOGG CO 03.2500 04/01/2026 0.04%
KEYCORP 02.3000 12/13/2018 0.04%
KRAFT HEINZ FOODS CO 03.1725 08/10/2022 0.04%
LIBERTY MEDIA COR-SIRIUSXM A 0.04%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.04%
MEDIPAL HOLDINGS CORP 0.04%
MORGAN STANLEY 02.6500 01/27/2020 0.04%
MSBAM 2014-C17 C 04.6137 08/15/2047 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%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.04%
POLA ORBIS HOLDINGS INC 0.04%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.04%
RENAISSANCERE HOLDINGS LTD 0.04%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.04%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.04%
ROYAL GOLD INC 0.04%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.04%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.04%
STACR 2014-HQ3 M3 06.8411 10/25/2024 0.04%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.04%
SUN COMMUNITIES INC 0.04%
SUN HUNG KAI PROPERTIES 0.04%
SYNOVUS FINANCIAL CORP 0.04%
TESCO PLC 0.04%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.04%
VALIDUS HOLDINGS LTD 0.04%
VERIZON COMM 04.5220 09/15/2048 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 01.0395 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%
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%
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%
BERKSHIRE HATHAWAY E 03.8000 07/15/2048 0.03%
BLUESCOPE STEEL LTD 0.03%
BOLIDEN AB 0.03%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.03%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.03%
CAS 2016-C02 1M2 08.0911 09/25/2028 0.03%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.03%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.03%
CIMIC GROUP LTD 0.03%
CMLTI 2005-2 1A2A 03.8164 05/25/2035 0.03%
COMCAST CORP 03.3750 02/15/2025 0.03%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.03%
CORELOGIC INC 0.03%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.03%
CSAIL 2015-C1 D P/P 144A 03.9401 04/15/2050 0.03%
CTBC FINANCIAL HOLDING CO LT 0.03%
CVS HEALTH CORP 02.2500 12/05/2018 0.03%
CVS HEALTH CORP 04.7500 12/01/2022 0.03%
DAI NIPPON PRINTING CO LTD 0.03%
DEUTSCHE LUFTHANSA-REG 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%
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%
FNMA FN30 BC1155 03.0000 06/01/2046 0.03%
HCA INC 05.5000 06/15/2047 0.03%
HERMES INTERNATIONAL 0.03%
HILL-ROM HOLDINGS INC 0.03%
HOME DEPOT INC 02.6250 06/01/2022 0.03%
HONDA MOTOR CO LTD 0.03%
HOST HOTELS & RESORTS LP 05.2500 03/15/2022 0.03%
HSBC HOLDINGS PLC 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%
INDUSTRIVARDEN AB-A SHS 0.03%
IPSEN 0.03%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.03%
JPMBB 2013-C14 C 04.7172 08/15/2046 0.03%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.03%
JPMCC 2012-C8 D P/P 144A 04.8088 10/15/2045 0.03%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.03%
L3 TECHNOLOGIES INC 0.03%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.03%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.03%
LIFE STORAGE INC 0.03%
LLOYDS BANKING GROUP PLC 0.03%
LNSTR 2015-3 B P/P 144A 03.2457 04/20/2048 0.03%
MERCK & CO INC 03.7000 02/10/2045 0.03%
MICROSOFT CORP 02.4000 08/08/2026 0.03%
MITSUBISHI ELECTRIC CORP 0.03%
MORGAN STANLEY 04.3750 01/22/2047 0.03%
MSBAM 2012-C5 AS 03.7920 08/15/2045 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 AB 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%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.03%
PNC BANK NA 02.0000 05/19/2020 0.03%
POPULAR INC 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%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.03%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.03%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.03%
ROYAL BANK OF CANADA USD 02.2000 07/27/2018 0.03%
ROYAL BK SCOTLND USD 04.7000 07/03/2018 0.03%
RTL GROUP 0.03%
S&P GLOBAL INC 02.9500 01/22/2027 0.03%
SAIL 2004-10 A10 02.9911 11/25/2034 0.03%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 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%
SONY CORP 0.03%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.03%
STACR 2015-DNA2 M2 04.6911 12/25/2027 0.03%
STACR 2016-DNA1 M3 07.6411 07/25/2028 0.03%
STACR 2016-HQA2 M3 07.2411 11/25/2028 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.03%
TELEDYNE TECHNOLOGIES INC 0.03%
TOPPAN PRINTING CO LTD 0.03%
TOYOTA MOTOR CREDIT CORP 01.5500 07/13/2018 0.03%
TOYOTA MOTOR CREDIT CORP 02.0000 10/24/2018 0.03%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.03%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.03%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.03%
WFCM 2014-LC16 XA IO 01.5012 08/15/2050 0.03%
WFMBS 2006-AR2 1A1 03.8211 03/25/2036 0.03%
WFMBS 2006-AR5 1A1 04.1838 04/25/2036 0.03%
WFRBS 2011-C3 D P/P 144A 05.8471 03/15/2044 0.03%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 0.03%
WYNDHAM DESTINATIONS INC 04.5000 04/01/2027 0.03%
21ST CENTURY FOX AMERICA 07.7500 01/20/2024 0.02%
ABBVIE INC 02.9000 11/06/2022 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.02%
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%
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%
BANDAI NAMCO HOLDINGS INC 0.02%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.02%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.02%
BMIR 2017-1 M1 P/P 144A 03.7911 10/25/2027 0.02%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 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 & I P/P 144A 08.5000 07/15/2025 0.02%
BRAND ENERGY TL L+425 06.6108 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%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.02%
CAS 2014-C03 2M2 04.9911 07/25/2024 0.02%
CAS 2015-C03 2M2 07.0911 07/25/2025 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-GC19 C 05.0643 03/10/2047 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%
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 06.2854 07/10/2046 0.02%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.02%
COMM 2013-LC6 AM 03.2820 01/10/2046 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%
CWALT 2005-59 1A1 02.4138 11/20/2035 0.02%
DANAHER CORP 0.02%
DEERE & COMPANY 02.6000 06/08/2022 0.02%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 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 NEMOURS 03.6250 01/15/2021 0.02%
EASTMAN CHEMICAL CO 03.8000 03/15/2025 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%
FORMOSA PETROCHEMICAL CORP 0.02%
GLAXOSMITHKLINE CAP INC 03.8750 05/15/2028 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%
GNMA GN30 635061 04.0000 03/15/2046 0.02%
GNR 2015-H25 BI IO 01.4386 10/20/2065 0.02%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.02%
GNR 2016-H16 EI IO 02.4833 06/20/2066 0.02%
GNR 2017-162 QI IO 05.0000 10/11/2047 0.02%
GSMS 2014-GC18 C 05.1083 01/10/2047 0.02%
HARVEY NORMAN HOLDINGS LTD 0.02%
HCA INC 06.5000 02/15/2020 0.02%
HONG KONG EXCHANGES & CLEAR 0.02%
HUSKY TLB L+300 05.2018 03/28/2025 0.02%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.02%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JAPAN POST BANK CO LTD 0.02%
JOHNSON & JOHNSON 05.1500 07/15/2018 0.02%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.02%
JPMBB 2014-C22 C 04.7103 09/15/2047 0.02%
JPMCC 2012-C8 C P/P 144A 04.7607 10/15/2045 0.02%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.02%
JTEKT CORP 0.02%
KERRY PROPERTIES LTD 0.02%
KEYENCE CORP 0.02%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.02%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.02%
KRAFT HEINZ FOODS CO 06.5000 02/09/2040 0.02%
LBMLT 2004-1 A2 02.8911 02/25/2034 0.02%
LBUBS 2008-C1 AM 06.3193 04/15/2041 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%
MITSUBISHI UFJ FINANCIAL GRO 0.02%
MSBAM 2012-C6 D P/P 144A 04.7268 11/15/2045 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%
NEXON CO LTD 0.02%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.02%
NOMURA REAL ESTATE HOLDINGS 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.02%
NZD/USD 07/18/2018 UBS 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%
PFIZER INC 03.0000 12/15/2026 0.02%
PNC FINANCIAL SERVICES GROUP 0.02%
PPSI 2004-WCW2 M3 03.1411 10/25/2034 0.02%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.02%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 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%
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%
SAMI 2007-AR7 1A1 02.9411 05/25/2047 0.02%
SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 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%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.02%
SINGAPORE AIRLINES LTD 0.02%
SPDR S&P 500 ETF TRUST 0.02%
SPRINT CORP 07.2500 09/15/2021 0.02%
T-MOBILE USA INC 06.3750 03/01/2025 0.02%
TAPESTRY INC 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%
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%
UNIVAR INC 0.02%
VIACOM INC 04.5000 03/01/2021 0.02%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.02%
WAMU 2005-AR11 A1B3 02.4911 08/25/2045 0.02%
WAMU 2005-AR14 1A2 03.4129 12/25/2035 0.02%
WAMU 2005-AR9 A1C3 03.0511 07/25/2045 0.02%
WAMU 2007-HY2 1A1 03.4377 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 04.4231 07/15/2046 0.02%
WFCM 2013-LC12 D P/P 144A 04.4231 07/15/2046 0.02%
WFRBS 2011-C5 C P/P 144A 05.8594 11/15/2044 0.02%
WFRBS 2011-C5 E P/P 144A 05.8594 11/15/2044 0.02%
WFRBS 2012-C9 D P/P 144A 04.9398 11/15/2045 0.02%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.02%
WFRBS 2013-C14 XA IO 00.8843 06/15/2046 0.02%
WFRBS 2013-C15 C 04.6278 08/15/2046 0.02%
WFRBS 2013-C15 D P/P 144A 04.6278 08/15/2046 0.02%
WFRBS 2013-C16 AS 04.6680 09/15/2046 0.02%
WILLIAMS PARTNERS LP 03.6000 03/15/2022 0.02%
WM MORRISON SUPERMARKETS 0.02%
WOODSIDE PETROLEUM LTD 0.02%
WP CAREY INC 0.02%
WYNDHAM DESTINATIONS INC 05.6250 03/01/2021 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%
ABBVIE INC 03.6000 05/14/2025 0.01%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
ADS INC P/P 144A 05.6250 11/15/2024 0.01%
AEGON NV 0.01%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.01%
ALFRESA HOLDINGS CORP 0.01%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.01%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.01%
ALLISON TRANSMISSION P/P 144A 05.0000 10/01/2024 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 06.0000 05/15/2022 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%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.01%
AMERICAN EXPRESS CO 04.9000 12/29/2049 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%
ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 0.01%
ARGENTINE REPUBLIC USD 04.6250 01/11/2023 0.01%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 0.01%
ASAHI GROUP HOLDINGS LTD 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 06.3232 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%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.01%
BANK OF MONTREAL 0.01%
BANK OF NOVA SCOTIA 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%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.01%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.01%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 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%
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 05.2830 03/11/2039 0.01%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.01%
BUMT 2005-1 1A1 02.3911 09/25/2045 0.01%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.01%
CALIFORNIA RESOURC TL L+475 06.8379 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 04.8750 06/15/2023 0.01%
CAN IMPERIAL BK OF COMMERCE 0.01%
CANADIAN NATL RESOURCES USD 03.8500 06/01/2027 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 04.6911 05/25/2024 0.01%
CAS 2014-C04 1M2 06.9911 11/25/2024 0.01%
CAS 2015-C01 1M2 06.3911 02/25/2025 0.01%
CAS 2015-C02 1M2 06.0911 05/25/2025 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%
CGCMT 2012-GC8 XA IO P/P 144A 01.9696 09/10/2045 0.01%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 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%
COMCAST CORP 03.1500 03/01/2026 0.01%
COMCAST CORP 04.0490 11/01/2052 0.01%
COMM 2013-CR11 XA IO 01.2793 08/10/2050 0.01%
COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 0.01%
COMM 2014-CR18 C 04.8898 07/15/2047 0.01%
COMM 2014-CR18 XA IO 01.3115 07/15/2047 0.01%
COMM 2014-CR19 XA IO 01.3551 08/10/2047 0.01%
COMM 2014-LC17 XA IO 01.0816 10/10/2047 0.01%
COMM 2014-UBS6 XA IO 01.1141 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%
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 02.0513 08/25/2035 0.01%
CWCI 2007-C3 AJ 06.0153 05/15/2046 0.01%
DAIMLER AG-REGISTERED SHARES 0.01%
DAIWA SECURITIES GROUP INC 0.01%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.01%
DASSAULT AVIATION SA 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DENBURY RESOURCES INC 06.3750 08/15/2021 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%
DUKE REALTY LP 04.3750 06/15/2022 0.01%
EAGLECLAW MID TL L+425 06.4211 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%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 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%
EQUINOR ASA USD 05.1000 08/17/2040 0.01%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
EURAZEO SA 0.01%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.01%
EXELON CORP 0.01%
EXTRACTION OIL & GAS P/P 144A 05.6250 02/01/2026 0.01%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.01%
FHR 3829 AS IO 04.8768 03/15/2041 0.01%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.01%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.01%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.01%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.01%
FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 0.01%
FISERV INC 0.01%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.01%
FORTERRA TL L+300 05.0935 10/25/2023 0.01%
FRAC TECH INTL TLB L+475 06.8435 04/16/2021 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%
FXI HOLDINGS INC P/P 144A 07.8750 11/01/2024 0.01%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.01%
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%
GMAC CAPITAL TRUST I PCT 08.1275 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 03.9663 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%
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 TELEVISION INC P/P 144A 05.8750 07/15/2026 0.01%
GREAT LAKES D&D 08.0000 05/15/2022 0.01%
GSMS 2012-GC6 D P/P 144A 05.8403 01/10/2045 0.01%
GSMS 2013-GC10 XA IO 01.6921 02/10/2046 0.01%
GSMS 2013-GC12 XA IO 01.5781 06/10/2046 0.01%
GSMS 2014-GC22 XA IO 01.1598 06/10/2047 0.01%
GSMS 2014-GC24 XA IO 00.9530 09/10/2047 0.01%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.01%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.01%
HARRIS CORP 0.01%
HCA INC 03.7500 03/15/2019 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HENKEL AG & CO KGAA VORZUG 0.01%
HESS CORP 07.3000 08/15/2031 0.01%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 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%
HOST HOTELS & RESORTS LP 06.0000 10/01/2021 0.01%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 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%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
IMPERIAL BRANDS PLC 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 TOBACCO INC 0.01%
JAPANESE YEN CALL ACCOUNT 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%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.01%
JPMBB 2014-C19 XA IO 01.2893 04/15/2047 0.01%
JPMBB 2014-C25 XA IO 01.1033 11/15/2047 0.01%
JPMBB 2015-C33 XA IO 01.1717 12/15/2048 0.01%
JPMCC 2005-LDP5 F 05.8948 12/15/2044 0.01%
JPMCC 2012-LC9 D P/P 144A 04.5177 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%
JPY/USD 08/16/2018 CITI 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%
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 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%
METHANEX CORP USD 05.6500 12/01/2044 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 03.5373 02/25/2035 0.01%
MONSTER BEVERAGE CORP 0.01%
MOODY'S CORPORATION 03.2500 01/15/2028 0.01%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.01%
MSAC 2004-HE6 M1 02.9161 08/25/2034 0.01%
MSBAM 2014-C17 XA IO 01.3553 08/15/2047 0.01%
MSC 2011-C3 D P/P 144A 05.3267 07/15/2049 0.01%
MSRR 2015-R4 CB1 00.5977 08/26/2047 0.01%
NABORS IND INC P/P 144A 05.7500 02/01/2025 0.01%
NATIONAL BANK OF CANADA 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NEC CORP 0.01%
NEIMAN MARCUS TL L+325 05.2630 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%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.01%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
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%
NORFOLK SOUTHERN CORP 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%
NZD/USD 07/18/2018 CITI 0.01%
NZD/USD 07/18/2018 GSFX 0.01%
NZD/USD 07/18/2018 SSBT 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%
OMV AG 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%
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 FINANCE REGS 05.9990 01/27/2028 0.01%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.01%
PETROLEOS MEXICANOS USD 05.3750 03/13/2022 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%
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%
PUB SVC ELEC & GAS 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%
QEP RESOURCES INC 05.6250 03/01/2026 0.01%
QVC INC 04.8500 04/01/2024 0.01%
RAMC 2003-4 A1 02.6111 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%
REALTY INCOME CORP 04.6500 08/01/2023 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 SRI LANKA P/P 144A 06.8500 11/03/2025 0.01%
REVLON CONS TLB L+350 05.5935 09/07/2023 0.01%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.01%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.01%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.01%
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 02.2511 04/25/2036 0.01%
SCHAEFFLER VERWA P/P 144A 04.7500 09/15/2026 0.01%
SCHRODERS PLC 0.01%
SEK/USD 09/19/2018 GSFX 0.01%
SEK/USD 09/19/2018 SSBT 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%
SKY PLC 0.01%
SM ENERGY CO 06.1250 11/15/2022 0.01%
SM ENERGY CO 06.5000 11/15/2021 0.01%
SM ENERGY CO 06.7500 09/15/2026 0.01%
SMC CORP 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.01%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.01%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.01%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.01%
SPRINT CORP 07.8750 09/15/2023 0.01%
STACR 2015-HQ2 M2 04.0411 05/25/2025 0.01%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.01%
STARWOOD PROP TR P/P 144A 04.7500 03/15/2025 0.01%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.01%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.01%
SUNTRUST BANKS INC 0.01%
SUZUKI MOTOR CORP 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%
TAISHO PHARMACEUTICAL HOLDIN 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TARGA RES PRTNRS 05.3750 02/01/2027 0.01%
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%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.01%
UBSBB 2012-C3 C P/P 144A 05.2095 08/10/2049 0.01%
UBSBB 2012-C4 XA IO P/P 144A 01.7949 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%
UPM-KYMMENE OYJ 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%
USG CORP P/P 144A 04.8750 06/01/2027 0.01%
USG CORP P/P 144A 05.5000 03/01/2025 0.01%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.01%
VALEANT PHARMA P/P 144A 05.8750 05/15/2023 0.01%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.01%
VALEANT PHARMA P/P 144A 07.0000 03/15/2024 0.01%
VALEANT PHARMA P/P 144A 08.5000 01/31/2027 0.01%
VALEANT PHARMA P/P 144A 09.0000 12/15/2025 0.01%
VALEANT PHARMA P/P 144A 09.2500 04/01/2026 0.01%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.01%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 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%
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%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.01%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 0.01%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.01%
WBCMT 2005-C21 D 05.4644 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 01.2249 12/15/2059 0.01%
WFRBS 2011-C4 E P/P 144A 05.3988 06/15/2044 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.7208 12/15/2045 0.01%
WFRBS 2012-C9 XA IO P/P 144A 02.0511 11/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
WFRBS 2014-C19 C 04.6460 03/15/2047 0.01%
WHITING PETROLEUM C P/P 144A 06.6250 01/15/2026 0.01%
WINDSTREAM SRVC / FIN 06.3750 08/01/2023 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.01%
WORLDPAY INC-CLASS A 0.01%
WP CAREY INC 04.6000 04/01/2024 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%
YANGZIJIANG SHIPBUILDING 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%
2.75 R ISWP FWD US0003M P 06/20/2023 0.00%
2.875 R ISWP FWD US0003M P 09/19/2020 0.00%
2.90 R ISWP FWD US0003M P 09/19/2023 0.00%
2.9245 R ISWP US0003M P 07/03/2028 0.00%
2.95 R ISWP FWD US0003M P 09/19/2028 0.00%
3.00 R ISWP FWD US0003M P 09/19/2048 0.00%
A SCHULMAN INC 06.8750 06/01/2023 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
ACC CLAIMS HOLDING LLC CLASS A 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%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
ALLY FINANCIAL INC 08.0000 12/31/2018 0.00%
ALTRIA GROUP INC 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%
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%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 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 00.0595 07/10/2042 0.00%
BACM 2004-5 XC IO P/P 144A 00.5789 11/10/2041 0.00%
BACM 2007-1 XW IO 00.4118 01/15/2049 0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
BANK OF AMERICA CORP 03.1006 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%
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%
BIOSCRIP INC 08.8750 02/15/2021 0.00%
BOYD GAMING CORP 06.3750 04/01/2026 0.00%
BOYD GAMING CORP P/P 144A 06.0000 08/15/2026 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 00.5135 12/11/2038 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 07/18/2018 BANKAM 0.00%
CAD/USD 07/18/2018 BCAP-FX 0.00%
CAD/USD 07/18/2018 CITI 0.00%
CAD/USD 07/18/2018 CSI-FX 0.00%
CAD/USD 07/18/2018 GSFX 0.00%
CAD/USD 07/18/2018 JPMCB 0.00%
CAD/USD 07/18/2018 RBSF 0.00%
CAD/USD 07/18/2018 SSBT 0.00%
CAD/USD 07/18/2018 UBS 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 05.8750 01/15/2024 0.00%
CAMDEN PROPERTY TRUST 0.00%
CANADIAN DOLLAR ACCOUNT 0.00%
CAS 2016-C05 2M1 03.4411 01/25/2029 0.00%
CAS 2016-C06 1M2 06.3411 04/25/2029 0.00%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.00%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.00%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.00%
CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 0.00%
CD 2007-CD4 XW IO P/P 144A 00.7837 12/11/2049 0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 0.00%
CDK GLOBAL INC 0.00%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.00%
CENTURYLINK INC 05.6250 04/01/2020 0.00%
CENTURYLINK INC 06.7500 12/01/2023 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 00.6857 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 CO P/P 144A 08.0000 12/15/2022 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.00%
CHF/USD 09/19/2018 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 03.8750 02/19/2019 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%
CLP HOLDINGS LTD 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 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG 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.A.7 2047-01-17 200.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 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 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.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 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 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 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 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
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NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.00%
NOK/SEK PUT 1.0735 20180712 HSBCB 0.00%
NOK/SEK PUT 1.075 20180712 BCAP-FX 0.00%
NOK/SEK PUT 1.075 20180712 GSFX 0.00%
NOK/USD 09/19/2018 BANKAM 0.00%
NOK/USD 09/19/2018 BCAP-FX 0.00%
NOK/USD 09/19/2018 CITI 0.00%
NOK/USD 09/19/2018 GSFX 0.00%
NOK/USD 09/19/2018 JPMCB 0.00%
NOK/USD 09/19/2018 SSBT 0.00%
NOK/USD 09/19/2018 UBS 0.00%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.00%
NXP SEMICONDUCTORS NV 0.00%
NZD/USD 07/18/2018 BANKAM 0.00%
NZD/USD 07/18/2018 CSI-FX 0.00%
NZD/USD 07/18/2018 HSBCB 0.00%
NZD/USD 07/18/2018 JPMCB 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 FINANCE REGS 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%
PLATFORM SPECIALTY P/P 144A 05.8750 12/01/2025 0.00%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.00%
POSTE ITALIANE SPA 0.00%
POUND STERLING CALL ACCOUNT 0.00%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
RACKSPACE HOSTING INC L+300 05.3631 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 SEP18 FAU8 0.00%
S&P500 EMINI FUT SEP18 ESU8 0.00%
SANDRIDGE ENERGY INC 0.00%
SCOTTS MIRACLE-GRO CO 0.00%
SECOM CO LTD 0.00%
SEK/USD 09/19/2018 BANKAM 0.00%
SEK/USD 09/19/2018 BCAP-FX 0.00%
SEK/USD 09/19/2018 CITI 0.00%
SEK/USD 09/19/2018 CSI-FX 0.00%
SEK/USD 09/19/2018 HSBCB 0.00%
SEK/USD 09/19/2018 JPMCB 0.00%
SEK/USD 09/19/2018 RBSF 0.00%
SEK/USD 09/19/2018 UBS 0.00%
SEMGROUP CORP 06.3750 03/15/2025 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 08/16/2018 JPMCB 0.00%
SM ENERGY CO 05.0000 01/15/2024 0.00%
SM ENERGY CO 06.5000 01/01/2023 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%
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 04.2911 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%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TECK RESOURCES LIMITED USD 04.7500 01/15/2022 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TENET HEALTHCARE 06.0000 10/01/2020 0.00%
TERVITA CORP CLASS A 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THE AES CORPORATION 04.8750 05/15/2023 0.00%
THE EURO EUR CALL ACCOUNT 0.00%
THE 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 SEP18 TPU8 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSDIGM INC 06.5000 07/15/2024 0.00%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
TRY/USD 09/19/2018 SSBT 0.00%
TWD/USD 08/16/2018 BANKAM 0.00%
TWD/USD 08/16/2018 GSFX 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)SEP18 TYU8 0.00%
US 10YR ULTRA FUT SEP18 UXYU8 0.00%
US 2YR NOTE (CBT) SEP18 TUU8 0.00%
US 5YR NOTE (CBT) SEP18 FVU8 0.00%
US LONG BOND(CBT) SEP18 USU8 0.00%
US ULTRA BOND CBT SEP18 WNU8 0.00%
VALEANT PHARMA P/P 144A 05.5000 11/01/2025 0.00%
VALEANT PHARMA P/P 144A 05.6250 12/01/2021 0.00%
VALEANT PHARMA P/P 144A 06.5000 03/15/2022 0.00%
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%
WAND MERGER CORP P/P 144A 08.1250 07/15/2023 0.00%
WAND MERGER CORP P/P 144A 09.1250 07/15/2026 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 00.0506 06/15/2045 0.00%
WBCMT 2006-C29 IO IO 00.3769 11/15/2048 0.00%
WBCMT 2007-C34 IO IO 00.1699 05/15/2046 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEATHERFORD INTL LLC P/P 144A 09.8750 03/01/2025 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WILEY (JOHN) & SONS-CLASS A 0.00%
WILLIAMS COS INC 07.7500 06/15/2031 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
WPX ENERGY INC 05.7500 06/01/2026 0.00%
WPX ENERGY INC 06.0000 01/15/2022 0.00%
WPX ENERGY INC 08.2500 08/01/2023 0.00%
YAMADA DENKI CO LTD 0.00%
ZAR/USD 07/18/2018 GSFX 0.00%
ZAYO GROUP HOLDINGS INC 0.00%
AUD/USD 07/18/2018 BANKAM -0.01%
AUD/USD 07/18/2018 BCAP-FX -0.01%
AUD/USD 07/18/2018 CITI -0.01%
AUD/USD 07/18/2018 HSBCB -0.01%
AUD/USD 07/18/2018 SSBT -0.01%
AUD/USD 07/18/2018 UBS -0.01%
AUD/USD 07/18/2018 WPAC -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%
AUD/USD 07/18/2018 CSI-FX -0.02%
AUD/USD 07/18/2018 GSFX -0.02%
AUD/USD 07/18/2018 JPMCB -0.02%
CDX CDX.NA.HY.30 500.0 06/20/2023 -0.05%
RU10INTR P US0003M R 11/27/18 CI -0.06%
EMIN RUSSELL 2000 SEP18 RTYU8 -0.07%
CGPUTQL2 R US0003M P 11/27/18 CI -0.12%
FNMA FN30 TBA 03.5000 07/01/2048 -0.15%

Prior top 10 holdings

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 The
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 The
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
Top 10 holdings as of 05/31/18
Gnma Gii30 Ma4652 03.5000 08/20/2047
Microsoft
Alphabet
Fnma Fn30 Ma3238 03.5000 01/01/2048
JPMorgan Chase
Apple
UnitedHealth Group
Verizon
Boeing
Citigroup
Holdings represent 14.43% of portfolio

Portfolio composition as of 08/31/18

U.S. large-cap equity 38.60%
U.S. Investment-grade bonds 30.28%
International equity 11.95%
U.S. small- and mid-cap equity 10.92%
U.S. money markets 3.88%
U.S. High-yield bonds 2.83%
Commodities 1.54%

Fixed income statistics as of 08/31/18

Average effective maturity 8.28 yrs.
Average effective duration 1.92 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.