Dynamic Asset Allocation Growth Fund (Class A)  (PAEAX)

A globally diversified fund pursuing growth

Dynamic Asset Allocation Growth Fund received an  Overall Morningstar Rating  of  

Jason Vaillancourt, Co-Head of Global Asset Allocation, discusses technology sector volatility, commodities, and rising Treasury debt

    Highlights

    Objective

    The Growth Fund seeks capital appreciation.

    Strategy and process

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

    Fund price

    Yesterday’s close 52-week high 52-week low
    Net asset value $17.82
    0.11% | $0.02
    $18.69
    12/15/17
    $16.40
    02/08/18
    Historical fund price

    Fund facts as of 08/31/18

    Total net assets
    $3,021.46M
    Turnover (fiscal year end)
    124%
    Dividend frequency
    Annually
    Number of holdings
    1885
    Fiscal year-end
    September
    CUSIP / Fund code
    746444108 / 0043
    Inception date
    02/08/94
    Category
    Asset Allocation
    Open to new investors
    Ticker
    PAEAX

    Management team

    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.

    20.18%

    Best 5-year annualized return

    (for period ending 12/31/99)


    -3.66%

    Worst 5-year annualized return

    (for period ending 03/31/09)


    7.23%

    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 10.48% 7.70% 10.05% 7.67%
    After sales charge 4.12% 5.59% 8.75% 7.03%
    Russell 3000 Index 14.78% 11.58% 13.29% 10.23%
    Putnam Growth Blended Benchmark 10.36% 8.61% 9.90% 7.90%

    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 1.14 % -4.67 %
    YTD as of 09/21/18 4.58 % -1.44 %

    Risk-adjusted performance as of 08/31/18

    Alpha (3 yrs.) -2.64
    Sharpe ratio (3 yrs.) 1.23
    Treynor ratio (3 yrs.) 12.02
    Information ratio (3 yrs.) -2.01

    Volatility as of 08/31/18

    Standard deviation (3 yrs.) 8.22%
    Beta 0.84
    R-squared 0.94

    Capture ratio as of 08/31/18

    Up-market (3 yrs.) 79.09
    Down-market (3 yrs.) 101.50

    Lipper rankings as of 08/31/18

    Time period Rank/Funds in category Percentile ranking
    1 yr. 86/496 18%
    3 yrs. 39/452 9%
    5 yrs. 19/413 5%
    10 yrs. 34/308 12%
    Lipper category: Mixed-Asset Target Alloc Growth Funds

    Morningstar Ratings as of 08/31/18

    Time period Funds in category Morningstar Rating
    Overall 323
    3 yrs. 323
    5 yrs. 279
    10 yrs. 201
    Morningstar category: Allocation--70% to 85% Equity

    Distributions

    Record/Ex dividend date 12/18/17
    Payable date 12/20/17
    Income $0.325
    Extra income --
    Short-term cap. gain $0.593
    Long-term cap. gain $0.824

    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%
    JPMorgan Chase 1.41%
    Apple 1.15%
    Cisco Systems 1.06%
    Verizon Communications 1.06%
    Citigroup 1.02%
    Nvidia 1.01%
    Boeing The 0.96%
    Home Depot The 0.93%
    Amazon.Com 0.85%
    Top 10 holdings, percent of portfolio 11.50%

    Full portfolio holdings as of 06/30/18

    ALPHABET INC-CL A 1.94%
    JPMORGAN CHASE & CO 1.33%
    VERIZON COMMUNICATIONS INC 1.02%
    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%
    GNMA GII30 MA4652 03.5000 08/20/2047 0.85%
    FNMA FN30 MA3238 03.5000 01/01/2048 0.77%
    AMAZON.COM INC 0.74%
    MICROSOFT CORP 0.68%
    FACEBOOK INC-A 0.66%
    S&P GSCI 3X NOTE 04/01/2019 0.66%
    PEPSICO INC 0.65%
    VALERO ENERGY CORP 0.62%
    ORACLE CORP 0.60%
    JOHNSON & JOHNSON 0.54%
    COCA-COLA CO/THE 0.52%
    OCCIDENTAL PETROLEUM CORP 0.49%
    CONOCOPHILLIPS 0.48%
    ANTHEM INC 0.45%
    WALT DISNEY CO/THE 0.44%
    INTUIT INC 0.43%
    MERCK & CO. INC. 0.42%
    NORTHROP GRUMMAN CORP 0.42%
    HALLIBURTON CO 0.39%
    AMGEN INC 0.38%
    BRISTOL-MYERS SQUIBB CO 0.38%
    ELI LILLY & CO 0.37%
    HONEYWELL INTERNATIONAL INC 0.37%
    INTL BUSINESS MACHINES CORP 0.37%
    MORGAN STANLEY 0.37%
    FNMA FN15 AL9468 03.0000 12/01/2031 0.35%
    MONDELEZ INTERNATIONAL INC-A 0.35%
    FHLMC FH30G G08814 04.0000 05/01/2048 0.34%
    FORD MOTOR CO 0.34%
    SAMSUNG ELECTRONICS CO LTD 0.34%
    TENCENT HOLDINGS LTD 0.34%
    DELTA AIR LINES INC 0.33%
    HUMANA INC 0.32%
    ROCHE HOLDING AG-GENUSSCHEIN 0.32%
    ALIBABA GROUP HOLDING-SP ADR 0.31%
    NETAPP INC 0.31%
    NOVARTIS AG-REG 0.31%
    SYSCO CORP 0.31%
    TOTAL SA 0.31%
    COGNIZANT TECH SOLUTIONS-A 0.30%
    E*TRADE FINANCIAL CORPORATION 0.30%
    ROSS STORES INC 0.30%
    WALGREENS BOOTS ALLIANCE INC 0.30%
    CIGNA CORP 0.29%
    KINDER MORGAN INC 0.28%
    ROYAL DUTCH SHELL PLC-B SHS 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%
    RAYTHEON COMPANY 0.26%
    REGIONS FINANCIAL CORP 0.26%
    US BANCORP 0.26%
    HP INC 0.25%
    PRUDENTIAL FINANCIAL INC 0.25%
    PVH CORP 0.25%
    TAIWAN SEMICONDUCTOR MANUFAC 0.25%
    TIFFANY & CO 0.25%
    CUMMINS INC 0.24%
    FNMA FN15 TBA 03.0000 07/01/2033 0.24%
    FNMA FN30 TBA 04.0000 07/01/2048 0.24%
    LULULEMON ATHLETICA INC 0.24%
    PFIZER INC 0.24%
    RED HAT INC 0.24%
    ABBVIE INC 0.23%
    ALLIANZ SE-REG 0.23%
    BOSTON SCIENTIFIC CORP 0.23%
    CAPITAL ONE FINANCIAL CORP 0.23%
    ENTERGY CORP 0.23%
    TEXAS INSTRUMENTS INC 0.23%
    AGILENT TECHNOLOGIES INC 0.22%
    AMERIPRISE FINANCIAL INC 0.22%
    BHP BILLITON LIMITED 0.22%
    GILEAD SCIENCES INC 0.22%
    INGERSOLL-RAND PLC 0.22%
    LAS VEGAS SANDS CORP 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%
    ASTELLAS PHARMA INC 0.19%
    DISCOVER FINANCIAL SERVICES 0.19%
    F5 NETWORKS INC 0.19%
    FNMA FN30 TBA 06.0000 07/01/2048 0.19%
    FORTINET INC 0.19%
    HILTON WORLDWIDE HOLDINGS IN 0.19%
    KDDI CORP 0.19%
    KLA-TENCOR CORP 0.19%
    SUMITOMO MITSUI FINANCIAL GR 0.19%
    CENTENE CORP 0.18%
    HARTFORD FINANCIAL SVCS GRP 0.18%
    KONINKLIJKE AHOLD DELHAIZE N 0.18%
    REPSOL SA 0.18%
    WASTE MANAGEMENT INC 0.18%
    AGEAS 0.17%
    BASF SE 0.17%
    CENTRAL JAPAN RAILWAY CO 0.17%
    CK ASSET HOLDINGS LTD 0.17%
    ENEL SPA 0.17%
    ENI SPA 0.17%
    EQUINOR ASA 0.17%
    EQUITY RESIDENTIAL TR REIT 0.17%
    FIDELITY NATIONAL INFO SERV 0.17%
    FRESENIUS MEDICAL CARE AG & 0.17%
    GNMA GII30 MA4837 03.5000 11/20/2047 0.17%
    HITACHI LTD 0.17%
    MIZUHO FINANCIAL GROUP INC 0.17%
    NASPERS LTD-N SHS 0.17%
    NIPPON TELEGRAPH & TELEPHONE 0.17%
    ROCKWELL AUTOMATION INC 0.17%
    VF CORP 0.17%
    DELL TECHNOLOGIES INC-CL V 0.16%
    DNB NOR ASA 0.16%
    FNMA FN30 BH7058 03.5000 12/01/2047 0.16%
    FNMA FN30 MA2737 03.0000 09/01/2046 0.16%
    GNMA GII30 MA4586 03.5000 07/20/2047 0.16%
    HERSHEY CO/THE 0.16%
    HOYA CORP 0.16%
    ITOCHU CORP 0.16%
    LEGAL & GENERAL GROUP PLC 0.16%
    MUENCHENER RUECKVER AG-REG 0.16%
    NEWMONT MINING CORP 0.16%
    NRG ENERGY INC 0.16%
    RIO TINTO PLC 0.16%
    SAINSBURY (J) PLC 0.16%
    SANDVIK AB 0.16%
    VINCI SA 0.16%
    ABN AMRO GROUP NV-CVA 0.15%
    AIR PRODUCTS & CHEMICALS INC 0.15%
    APPLIED MATERIALS INC 0.15%
    AXA SA 0.15%
    COVESTRO AG 0.15%
    FIAT CHRYSLER AUTOMOBILES NV 0.15%
    FLEETCOR TECHNOLOGIES INC 0.15%
    FNMA FN30 BH5117 04.0000 08/01/2047 0.15%
    GALAXY ENT GRP L 0.15%
    GLAXOSMITHKLINE PLC 0.15%
    MASTERCARD INC - A 0.15%
    MOLSON COORS BREWING CO -B 0.15%
    ORIX CORP 0.15%
    PEUGEOT SA 0.15%
    PROCTER & GAMBLE CO/THE 0.15%
    WEYERHAEUSER CO 0.15%
    WOOLWORTHS GROUP LTD 0.15%
    WYNDHAM DESTINATIONS INC 0.15%
    ZOETIS INC 0.15%
    ARCELORMITTAL 0.14%
    BNP PARIBAS 0.14%
    CONAGRA BRANDS INC 0.14%
    DENTSPLY SIRONA INC 0.14%
    HUNTSMAN CORP 0.14%
    MITSUI AND CO LTD 0.14%
    ONEOK INC 0.14%
    PACKAGING CORP OF AMERICA 0.14%
    RESONA HOLDINGS INC 0.14%
    SWISSCOM AG-REG 0.14%
    TAYLOR WIMPEY PLC 0.14%
    VOLVO AB-B SHS 0.14%
    ACS ACTIVIDADES 0.13%
    ALLY FINANCIAL INC 0.13%
    ANGLO AMER PLC 0.13%
    CIT GROUP INC 0.13%
    CMS ENERGY CORP 0.13%
    KANSAS CITY SOUTHERN 0.13%
    LOEWS CORP 0.13%
    PERSIMMON PLC 0.13%
    TUI AG-DI 0.13%
    WELLCARE HEALTH PLANS INC 0.13%
    ALLISON TRANSMISSION HOLDING 0.12%
    AMADEUS IT GROUP SA 0.12%
    AMERICAN ELECTRIC POWER 0.12%
    AVERY DENNISON CORP 0.12%
    BIOGEN INC 0.12%
    CENTERPOINT ENERGY INC 0.12%
    CTBC FINANCIAL HOLDING CO LT 0.12%
    MARUBENI CORP 0.12%
    OWENS CORNING 0.12%
    RECORDATI SPA 0.12%
    SHIONOGI & CO LTD 0.12%
    SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.12%
    SWEDISH MATCH AB 0.12%
    TWENTY-FIRST CENTURY FOX - B 0.12%
    VERTEX PHARMACEUTICALS INC 0.12%
    XL GROUP LTD 0.12%
    AMEREN CORPORATION 0.11%
    BERKELEY GROUP HOLDINGS/THE 0.11%
    CELANESE CORP-SERIES A 0.11%
    DOLLAR GENERAL CORP 0.11%
    DR PEPPER SNAPPLE GROUP INC 0.11%
    EVONIK INDUSTRIES AG 0.11%
    HCP INC 0.11%
    INTL CONSOLIDATED AIRLINE-DI 0.11%
    LINCOLN NATIONAL CORP 0.11%
    LUKOIL PJSC-SPON ADR 0.11%
    MEDIATEK INC 0.11%
    NTT DOCOMO INC 0.11%
    PBF ENERGY INC-CLASS A 0.11%
    SL GREEN REALTY CORP 0.11%
    SWISS RE AG 0.11%
    SYNOPSYS INC 0.11%
    TOTAL SYSTEM SERVICES INC 0.11%
    UGI CORP 0.11%
    WH GROUP LTD 0.11%
    3I GROUP PLC 0.10%
    AMDOCS LTD 0.10%
    AMETEK INC 0.10%
    BROADRIDGE FINANCIAL SOLUTIO 0.10%
    CADENCE DESIGN SYS INC 0.10%
    CBRE GROUP INC - A 0.10%
    CELGENE CORP 0.10%
    EXPEDITORS INTL WASH INC 0.10%
    FAURECIA 0.10%
    ROYAL MAIL PLC 0.10%
    SBERBANK PJSC -SPONSORED ADR 0.10%
    TDK CORP 0.10%
    TOLL BROTHERS INC 0.10%
    TOYOTA MOTOR CORP 0.10%
    UCB SA 0.10%
    UNITED OVERSEAS BANK LTD 0.10%
    VORNADO REALTY TRUST 0.10%
    AES CORP 0.09%
    ARKEMA 0.09%
    ASSOCIATED BRITISH FOODS PLC 0.09%
    ASSURANT INC 0.09%
    BERRY GLOBAL GROUP INC 0.09%
    BF0101 03.5000 06/01/2056 0.09%
    CA INC 0.09%
    CHINA CONSTRUCTION BANK-H 0.09%
    MACQUARIE GROUP LTD 0.09%
    MSCI INC 0.09%
    NESTLE SA-REG 0.09%
    NORTHERN TRUST CORP 0.09%
    PINNACLE FOODS INC 0.09%
    REPUBLIC SERVICES INC 0.09%
    SASOL LTD 0.09%
    SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.09%
    SPST 2018-1 A 02.8613 04/24/2019 0.09%
    TELSTRA CORP LTD 0.09%
    WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.09%
    APPLE INC 02.1000 05/06/2019 0.08%
    BT GROUP PLC 0.08%
    CATHAY FINANCIAL HOLDING CO 0.08%
    CHINA WATER AFFAIRS GROUP 0.08%
    DUKE REALTY CORP 0.08%
    DUN & BRADSTREET CORP 0.08%
    HONG KONG EXCHANGES & CLEAR 0.08%
    HOUSING DEVELOPMENT FINANCE 0.08%
    KAR AUCTION SERVICES INC 0.08%
    KEYSIGHT TECHNOLOGIES IN 0.08%
    MANPOWERGROUP INC 0.08%
    OTSUKA CORP 0.08%
    PENTAIR PLC 0.08%
    PRINCIPAL FINANCIAL GROUP 0.08%
    PROSIEBENSAT.1 MEDIA SE 0.08%
    SIGNET JEWELERS LTD 0.08%
    SK HYNIX INC 0.08%
    SPST 2017-6 A 02.6613 11/24/2018 0.08%
    TAISEI CORP 0.08%
    VISTEON CORP 0.08%
    W.R. GRACE & CO 0.08%
    YANDEX NV-A 0.08%
    ALLERGAN PLC 0.07%
    ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.07%
    BOOZ ALLEN HAMILTON HOLDINGS 0.07%
    BRIXMOR PROPERTY GROUP INC 0.07%
    BWX TECHNOLOGIES INC 0.07%
    CAS 2015-C04 2M2 07.6411 04/25/2028 0.07%
    CHAILEASE HOLDING CO LTD 0.07%
    CHARLES RIVER LABORATORIES 0.07%
    CNOOC LTD 0.07%
    DOLLAR TREE INC 0.07%
    EDELWEISS FINANCIAL SERVICES 0.07%
    ENGIE 0.07%
    FORMOSA CHEMICALS & FIBRE 0.07%
    GRUMA S.A.B.-B 0.07%
    INGREDION INC 0.07%
    JAPAN AIRLINES CO LTD 0.07%
    KIRIN HOLDINGS CO LTD 0.07%
    LKQ CORP 0.07%
    MARINE HARVEST 0.07%
    MITSUBISHI CHEMICAL HOLDINGS 0.07%
    OGE ENERGY CORP 0.07%
    PARK HOTELS & RESORTS INC 0.07%
    PARTNERS GROUP HOLDING AG 0.07%
    PING AN INSURANCE GROUP CO-H 0.07%
    PINNACLE WEST CAPITAL 0.07%
    SKF AB-B SHARES 0.07%
    SPIRIT REALTY CAPITAL INC 0.07%
    SPST 2018-3 A 02.7911 07/24/2019 0.07%
    WALMART DE MEXICO SAB DE CV 0.07%
    21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.06%
    AENA SME SA 0.06%
    AMERICAN HOME 4 RENT 0.06%
    ANA HOLDINGS INC 0.06%
    ASHTEAD GROUP PLC 0.06%
    ATHENE HOLDING LTD-CLASS A 0.06%
    BRILLIANCE CHINA AUTOMOTIVE 0.06%
    CANVEST ENVIRONMENTAL PROTEC 0.06%
    EVERGY INC 0.06%
    EXTENDED STAY AMERICA INC 0.06%
    FNMA FN30 BC1155 03.0000 06/01/2046 0.06%
    FNMA FN30 BM1172 03.0000 03/01/2047 0.06%
    GENTERA SAB DE CV 0.06%
    GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.06%
    HANA FINANCIAL GROUP 0.06%
    HYATT HOTELS CORP - CL A 0.06%
    JONES LANG LASALLE INC 0.06%
    KAO CORP 0.06%
    KEI INDUSTRIES LTD 0.06%
    MADISON SQUARE GARDEN CO- A 0.06%
    NUANCE COMMUNICATIONS INC 0.06%
    ORACLE CORPORATION 02.2500 10/08/2019 0.06%
    PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.06%
    POLA ORBIS HOLDINGS INC 0.06%
    SERVICEMASTER GLOBAL HOLDING 0.06%
    UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.06%
    ZEBRA TECHNOLOGIES CORP-CL A 0.06%
    ADVANCED INFO SERVICE-FOR RG 0.05%
    AL RAJHI BANK 144A/REGS WARRANT 02/21/2019 0.05%
    ALTRIA GROUP INC 02.6250 01/14/2020 0.05%
    AMERICAN FINANCIAL GROUP INC 0.05%
    APARTMENT INVT & MGMT CO -A 0.05%
    ATMOS ENERGY CORP 0.05%
    BLACK KNIGHT INC 0.05%
    CHINA EVERBRIGHT GREENTECH L 0.05%
    CITIGROUP INC 03.8870 01/10/2028 0.05%
    COCA-COLA AMATIL LTD 0.05%
    COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.05%
    CVS HEALTH CORP 04.7800 03/25/2038 0.05%
    DB INSURANCE CO LTD 0.05%
    DISCOVERY LTD 0.05%
    EMAAR DEVELOPMENT PJSC 0.05%
    ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.05%
    FNMA FN30 AS7003 03.0000 04/01/2046 0.05%
    FORMOSA PLASTICS CORP 0.05%
    GRAPE KING BIO LTD 0.05%
    GRUPO FINANCIERO BANORTE-O 0.05%
    HANGZHOU HIKVISION DIGITAL - A 144A/REGS WARRANT 02/11/2019 0.05%
    HD SUPPLY HOLDINGS INC 0.05%
    HDFC BANK LIMITED 0.05%
    HIGHWOODS PROPERTIES INC 0.05%
    IND & COMM BK OF CHINA-H 0.05%
    INDUSIND BANK LTD 0.05%
    INDUSTRIAL BANK OF KOREA 0.05%
    INDUSTRIVARDEN AB-A SHS 0.05%
    JPMORGAN CHASE & CO 03.9640 11/15/2048 0.05%
    KEC INTERNATIONAL LTD 0.05%
    LARSEN & TOUBRO INFO 0.05%
    LEIDOS HOLDINGS INC 0.05%
    LIBERTY PROPERTY TRUST 0.05%
    MEDIPAL HOLDINGS CORP 0.05%
    MEGACABLE HOLDINGS-CPO 0.05%
    MICROSOFT CORP 01.5500 08/08/2021 0.05%
    MODETOUR NETWORK INC 0.05%
    MONDI PLC 0.05%
    MORGAN STANLEY 03.6250 01/20/2027 0.05%
    NEW RESIDENTIAL INVESTMENT 0.05%
    NEWS CORP - CLASS A 0.05%
    PETRONAS CHEMICALS GROUP BHD 0.05%
    RALPH LAUREN CORP 0.05%
    RTL GROUP 0.05%
    SAMSUNG ELECTRONICS-PREF 0.05%
    SANTANDER CONSUMER USA HOLDI 0.05%
    SHENGYI TECH 144A/REGS WARRANT 05/24/2019 0.05%
    SHRIRAM TRANSPORT FINANCE 0.05%
    STACR 2015-DNA3 M2 04.9411 04/25/2028 0.05%
    STARWOOD PROPERTY TRUST INC 0.05%
    SUMITOMO MITSUI TRUST HOLDIN 0.05%
    SUN HUNG KAI PROPERTIES 0.05%
    SUNNY FRIEND ENVIRONMENTAL T 0.05%
    SUNNY OPTICAL TECH 0.05%
    SUZANO PAPEL E CELULOSE SA 0.05%
    TAIWAN DOLLAR CALL ACCOUNT 0.05%
    TESCO PLC 0.05%
    TOPPAN PRINTING CO LTD 0.05%
    WABCO HOLDINGS INC 0.05%
    XIABUXIABU CATERING 0.05%
    ABC-MART INC 0.04%
    AECOM 0.04%
    AMERICAN TOWER CORP 03.1250 01/15/2027 0.04%
    ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.04%
    ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.04%
    AT&T INC P/P 144A 04.1000 02/15/2028 0.04%
    BANK OF AMERICA CORP 06.1100 01/29/2037 0.04%
    BGC PARTNERS INC-CL A 0.04%
    BLUESCOPE STEEL LTD 0.04%
    BOLIDEN AB 0.04%
    BRANDYWINE REALTY TRUST 0.04%
    CABOT CORP 0.04%
    CAFE24 CORP 0.04%
    CAS 2015-C04 1M2 07.7911 04/25/2028 0.04%
    CAS 2016-C03 2M2 07.9911 10/25/2028 0.04%
    CHINA TRADITIONAL CHINESE ME 0.04%
    CIMIC GROUP LTD 0.04%
    CITIZENS BANK NA/RI 02.2500 03/02/2020 0.04%
    COPA HOLDINGS SA-CLASS A 0.04%
    CSAIL 2015-C1 D P/P 144A 03.9401 04/15/2050 0.04%
    CTRIP.COM INTERNATIONAL-ADR 0.04%
    CWALT 2006-OA10 4A1 02.2811 08/25/2046 0.04%
    CWALT 2006-OA7 1A2 02.4981 06/25/2046 0.04%
    DAI NIPPON PRINTING CO LTD 0.04%
    DBUBS 2011-LC3A D P/P 144A 05.5154 08/10/2044 0.04%
    DEUTSCHE LUFTHANSA-REG 0.04%
    DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.04%
    DOMTAR CORP 0.04%
    ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.04%
    EQUITY LIFESTYLE PROPERTIES 0.04%
    FIRST HAWAIIAN INC 0.04%
    FLEURY SA 0.04%
    FNMA FN30 AS8056 03.0000 10/01/2046 0.04%
    FNMA FN30 BC2733 03.0000 05/01/2046 0.04%
    GAMING AND LEISURE PROPERTIE 0.04%
    GE CAP INTL FUNDING USD 02.3420 11/15/2020 0.04%
    GEOPARK LTD 0.04%
    GLOBALWAFERS CO LTD 0.04%
    GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.04%
    HERMES INTERNATIONAL 0.04%
    HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.04%
    HONDA MOTOR CO LTD 0.04%
    HSBC HOLDINGS PLC 0.04%
    HUDSON PACIFIC PROPERTIES IN 0.04%
    IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.04%
    INDORAMA VENTURES-FOREIGN 0.04%
    INFOSYS LTD 0.04%
    IPSEN 0.04%
    JABIL INC 0.04%
    JPMORGAN CHASE & CO 03.6250 12/01/2027 0.04%
    LIBERTY MEDIA COR-SIRIUSXM A 0.04%
    LLOYDS BANKING GROUP PLC 0.04%
    LOCALIZA RENT A CAR 0.04%
    MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.04%
    MAPLE ESCROW SUB P/P 144A 04.5970 05/25/2028 0.04%
    MITSUBISHI ELECTRIC CORP 0.04%
    NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.04%
    NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.04%
    NINE DRAGONS PAPER HOLDINGS 0.04%
    NVENT ELECTRIC PLC 0.04%
    PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.04%
    PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.04%
    POYA INTERNATIONAL CO LTD 0.04%
    RANDSTAD NV 0.04%
    RENAISSANCERE HOLDINGS LTD 0.04%
    ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.04%
    ROYAL GOLD INC 0.04%
    SHINSEGAE INC 0.04%
    SINO-AMERICAN SILICON PRODUC 0.04%
    SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.04%
    SONY CORP 0.04%
    SPST 2017-LD1 A 02.8911 11/25/2050 0.04%
    SUN COMMUNITIES INC 0.04%
    SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.04%
    SYNOVUS FINANCIAL CORP 0.04%
    TPAT 2018-SL1 A P/P 144A 02.6911 01/25/2046 0.04%
    UNITED TRACTORS TBK PT 0.04%
    VALIDUS HOLDINGS LTD 0.04%
    WATERS CORP 0.04%
    WELLS FARGO & COMPANY 02.6000 07/22/2020 0.04%
    WIZZ AIR HLDG PLC 0.04%
    WULIANGYE YIBIN 144A/REGS WARRANT 04/12/2019 0.04%
    XINYI GLASS HOLDINGS LTD 0.04%
    ABBVIE INC 02.5000 05/14/2020 0.03%
    AGNC INVESTMENT CORP 0.03%
    AMERICAN EXPRESS CO 0.03%
    AMERICAN EXPRESS CO 08.1250 05/20/2019 0.03%
    ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.03%
    APPLE HOSPITALITY REIT INC 0.03%
    ARRIS INTERNATIONAL PLC 0.03%
    ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.03%
    AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.03%
    AXIS CAPITAL HOLDINGS LTD 0.03%
    AZUL SA-ADR 0.03%
    BANK OF AMERICA CORP 03.2480 10/21/2027 0.03%
    BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.03%
    BECTON DICKINSON AND CO 03.7000 06/06/2027 0.03%
    BECTON DICKINSON AND CO 04.6690 06/06/2047 0.03%
    BPCE SA P/P 144A 04.5000 03/15/2025 0.03%
    BRDCOM CRP / FIN 03.8750 01/15/2027 0.03%
    CDX CDX.NA.IG.30 100.0 06/20/2023 0.03%
    CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.03%
    CHARTER COMM OPT LLC 06.4840 10/23/2045 0.03%
    CHINA FORTUNE LAND DEVELOPME- A 144A/REGS WARRANT 03/25/2019 0.03%
    CHINA STATE CONSTRUCTION INT 0.03%
    CITIGROUP INC 02.6500 10/26/2020 0.03%
    CLEAN TEQ HOLDINGS LTD 0.03%
    COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.03%
    CONSTELLATION BRANDS INC-A 0.03%
    CORELOGIC INC 0.03%
    CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.03%
    CROWN CASTLE INTL CORP 03.1500 07/15/2023 0.03%
    CTCI CORP 0.03%
    CVS HEALTH CORP 02.2500 12/05/2018 0.03%
    DANAHER CORP 0.03%
    DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.03%
    DOUGLAS EMMETT INC 0.03%
    EBAY INC 0.03%
    EXXON MOBIL CORP 0.03%
    FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.03%
    FHLMC FH30G G08747 03.0000 02/01/2047 0.03%
    FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.03%
    FNMA FN30 AS7154 03.0000 05/01/2046 0.03%
    FORD MOTOR COMPANY 04.3460 12/08/2026 0.03%
    FORMOSA PETROCHEMICAL CORP 0.03%
    GARDNER DENVER HOLDINGS INC 0.03%
    GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.03%
    GNMA GII30 635063 04.0000 03/20/2046 0.03%
    GNMA GII30 TBA 03.5000 08/01/2048 0.03%
    GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.03%
    GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.03%
    GRUPO FINANCIERO GALICIA-ADR 0.03%
    HILL-ROM HOLDINGS INC 0.03%
    HYUNDAI MARINE 0.03%
    INARI AMERTRON BHD 0.03%
    IRB BRASIL RESSEGUROS SA 0.03%
    JNBY DESIGN LTD 0.03%
    JPMCC 2012-C6 E P/P 144A 05.3121 05/15/2045 0.03%
    JPMCC 2013-LC11 X IO 01.4224 04/15/2046 0.03%
    JTEKT CORP 0.03%
    KERRY PROPERTIES LTD 0.03%
    KEYCORP 02.3000 12/13/2018 0.03%
    KEYENCE CORP 0.03%
    L3 TECHNOLOGIES INC 0.03%
    LEAR CORP 03.8000 09/15/2027 0.03%
    LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.03%
    LIFE STORAGE INC 0.03%
    LNSTR 2015-3 B P/P 144A 03.2457 04/20/2048 0.03%
    LOWES COMPANIES INC 0.03%
    MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.03%
    MCDONALD'S CORP 0.03%
    MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.03%
    MITSUBISHI GAS CHEMICAL CO 0.03%
    MITSUBISHI UFJ FINANCIAL GRO 0.03%
    MORGAN STANLEY 02.6500 01/27/2020 0.03%
    MOTOR OIL (HELLAS) SA 0.03%
    NATIONAL AUSTRALIA B P/P 144A 03.0163 12/09/2019 0.03%
    NCSOFT CORP 0.03%
    NOMURA REAL ESTATE HOLDINGS 0.03%
    PARAMOUNT GROUP INC 0.03%
    PNC FINANCIAL SERVICES GROUP 0.03%
    POPULAR INC 0.03%
    RAYONIER INC 0.03%
    REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.03%
    SAMI 2007-AR7 1A1 02.9411 05/25/2047 0.03%
    SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.03%
    SEALED AIR CORP 0.03%
    SENIOR HOUSING PROP TRUST 0.03%
    SINGAPORE AIRLINES LTD 0.03%
    SKIPPER LTD 0.03%
    SPDR S&P 500 ETF TRUST 0.03%
    SPORTON INTERNATIONAL INC 0.03%
    STACR 2015-DNA2 M2 04.6911 12/25/2027 0.03%
    STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.03%
    TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.03%
    TELEDYNE TECHNOLOGIES INC 0.03%
    TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.03%
    THE FOSCHINI GROUP LTD 0.03%
    TJX COMPANIES INC 0.03%
    TOYOTA MOTOR CREDIT CORP 01.5500 07/13/2018 0.03%
    TUPY SA 0.03%
    UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.03%
    UNITEDHEALTH GROUP INC 03.1500 06/15/2021 0.03%
    UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.03%
    VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.03%
    WAMU 2005-AR12 1A8 03.2781 10/25/2035 0.03%
    WARNER MEDIA LLC 03.8000 02/15/2027 0.03%
    WASKITA BETON PRECAST TBK PT 0.03%
    WESTERN DIGITAL CORP 04.7500 02/15/2026 0.03%
    WFRBS 2011-C2 D P/P 144A 05.8385 02/15/2044 0.03%
    WFRBS 2014-C22 XA IO 01.0395 09/15/2057 0.03%
    AES CORP/THE 05.1250 09/01/2027 0.02%
    AES CORP/THE 05.5000 04/15/2025 0.02%
    AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
    AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.02%
    ALLSTATE CORP 0.02%
    ALLY FINANCIAL INC 05.7500 11/20/2025 0.02%
    ALLY FINANCIAL INC 08.0000 11/01/2031 0.02%
    ALTA MESA HLDGS 07.8750 12/15/2024 0.02%
    AMAZON.COM INC 03.1500 08/22/2027 0.02%
    AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.02%
    AMERICAN INTL GROUP 08.1750 05/15/2058 0.02%
    AMERICAN TOWER CORP 03.5500 07/15/2027 0.02%
    ANALOG DEVICES INC 02.8500 03/12/2020 0.02%
    ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.02%
    APPLE INC 04.2500 02/09/2047 0.02%
    ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.02%
    ASAHI GROUP HOLDINGS LTD 0.02%
    AT&T INC 05.8000 02/15/2019 0.02%
    BAE SYSTEMS PLC 0.02%
    BANDAI NAMCO HOLDINGS INC 0.02%
    BANK OF AMERICA CORP 06.1000 12/29/2049 0.02%
    BANK OF MONTREAL 0.02%
    BANK OF MONTREAL USD 03.1000 04/13/2021 0.02%
    BANK OF NOVA SCOTIA 0.02%
    BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.02%
    BIOGEN INC 03.6250 09/15/2022 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%
    BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.02%
    BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.02%
    BRAND ENERGY TL L+425 06.6108 06/21/2024 0.02%
    BROADCOM CRP / CAYM 03.5000 01/15/2028 0.02%
    BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
    CAN IMPERIAL BK OF COMMERCE 0.02%
    CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.02%
    CARLSBERG AS-B 0.02%
    CAS 2016-C02 1M2 08.0911 09/25/2028 0.02%
    CBS CORP 02.9000 01/15/2027 0.02%
    CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.02%
    CFCRE 2011-C2 E P/P 144A 05.9467 12/15/2047 0.02%
    CHENIERE CORP CHRIST 05.1250 06/30/2027 0.02%
    CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
    CHEVRON CORP 01.5610 05/16/2019 0.02%
    CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.02%
    CLEAR CHNL WORLD 06.5000 11/15/2022 0.02%
    CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.02%
    CMLTI 2005-2 1A2A 03.8164 05/25/2035 0.02%
    COMCAST CORP 03.9690 11/01/2047 0.02%
    COMM 2010-C1 D P/P 144A 06.2854 07/10/2046 0.02%
    COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.02%
    COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.02%
    COMPUTERSHARE LTD 0.02%
    CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 0.02%
    CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 0.02%
    CSC HOLDINGS LLC 05.2500 06/01/2024 0.02%
    CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.02%
    CVS HEALTH CORP 05.0500 03/25/2048 0.02%
    CWALT 2005-59 1A1 02.4138 11/20/2035 0.02%
    DAIWA SECURITIES GROUP INC 0.02%
    DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.02%
    DASSAULT AVIATION SA 0.02%
    DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.02%
    DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.02%
    DUKE ENERGY CORP 0.02%
    ECOLAB INC 02.7000 11/01/2026 0.02%
    EMPIRE STATE REALTY TRUST-A 0.02%
    ENBRIDGE INC USD 04.2500 12/01/2026 0.02%
    ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.02%
    EQT CORP 03.9000 10/01/2027 0.02%
    EQUINOR ASA USD 02.9000 11/08/2020 0.02%
    ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.02%
    FED REPUBLIC OF BRAZIL USD 04.6250 01/13/2028 0.02%
    FHLMC FH30G G60314 04.0000 09/01/2045 0.02%
    FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.02%
    FNMA FN30 AS8074 03.0000 10/01/2046 0.02%
    GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.02%
    GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.02%
    GNR 2015-H25 BI IO 01.4386 10/20/2065 0.02%
    GNR 2016-123 LI IO 03.5000 03/20/2044 0.02%
    HARVEY NORMAN HOLDINGS LTD 0.02%
    HCA INC 05.5000 06/15/2047 0.02%
    HCA INC 06.5000 02/15/2020 0.02%
    HENKEL AG & CO KGAA VORZUG 0.02%
    HILONG HOLDING LTD 0.02%
    HK ELECTRIC INVEST 0.02%
    HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.02%
    HOST HOTELS & RESORTS LP 05.2500 03/15/2022 0.02%
    HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.02%
    HUSKY TLB L+300 05.2018 03/28/2025 0.02%
    IMPERIAL BRANDS 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 JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
    JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
    JAPAN POST BANK CO LTD 0.02%
    JAPAN TOBACCO INC 0.02%
    JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.02%
    JPMBB 2013-C14 C 04.7172 08/15/2046 0.02%
    JPMBB 2014-C22 C 04.7103 09/15/2047 0.02%
    JPMCC 2012-C8 D P/P 144A 04.8088 10/15/2045 0.02%
    JPMORGAN CHASE & CO 05.3000 12/29/2049 0.02%
    JUBILANT FOODWORKS LTD 0.02%
    JUBILANT FOODWORKS LTD 0.02%
    KELLOGG CO 03.2500 04/01/2026 0.02%
    KIMBERLY-CLARK CORP 0.02%
    KINDER MORGAN INC 03.1500 01/15/2023 0.02%
    LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.02%
    LBMLT 2004-1 A2 02.8911 02/25/2034 0.02%
    LEGRAND FRANCE USD 08.5000 02/15/2025 0.02%
    MAN SE 0.02%
    MARATHON PETROLEUM CORP 0.02%
    MAZDA MOTOR CORP 0.02%
    MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.02%
    MICROSOFT CORP 03.3000 02/06/2027 0.02%
    MORGAN STANLEY 04.3750 01/22/2047 0.02%
    MSBAM 2012-C6 AS 03.4760 11/15/2045 0.02%
    MSBAM 2012-C6 D P/P 144A 04.7268 11/15/2045 0.02%
    MSBAM 2014-C17 C 04.6137 08/15/2047 0.02%
    NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.02%
    NATIONAL BANK OF CANADA 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%
    NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.02%
    NEC CORP 0.02%
    NEWELL BRANDS INC 04.2000 04/01/2026 0.02%
    NEXON CO LTD 0.02%
    NEXT PLC 0.02%
    NISSAN MOTOR CO LTD 0.02%
    NORFOLK SOUTHERN CORP 0.02%
    NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.02%
    NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
    OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.02%
    OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.02%
    OSHKOSH CORP 04.6000 05/15/2028 0.02%
    OUTFRONT MEDIA INC 0.02%
    PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.02%
    PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.02%
    PNC BANK NA 02.0000 05/19/2020 0.02%
    PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.02%
    PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.02%
    PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.02%
    REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.02%
    REP OF INDONESIA P/P 144A 05.2500 01/17/2042 0.02%
    ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.02%
    ROYAL BK SCOTLND USD 04.7000 07/03/2018 0.02%
    RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.02%
    SABINE PASS LIQUEF 05.0000 03/15/2027 0.02%
    SALESFORCE.COM INC 03.7000 04/11/2028 0.02%
    SERVICE CORP INTL 05.3750 05/15/2024 0.02%
    SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.02%
    SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.02%
    SINGAPORE TECH ENGINEERING 0.02%
    SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.02%
    SPRINT CORP 07.2500 09/15/2021 0.02%
    SPRINT CORP 07.8750 09/15/2023 0.02%
    SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.02%
    STACR 2016-HQA2 M3 07.2411 11/25/2028 0.02%
    TAISHO PHARMACEUTICAL HOLDIN 0.02%
    TAPESTRY INC 0.02%
    THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.02%
    THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.02%
    TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.02%
    TRANSCANADA TRUST USD 05.3000 03/15/2077 0.02%
    UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.02%
    UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.02%
    UNIVAR INC 0.02%
    UPM-KYMMENE OYJ 0.02%
    VERIZON COMM 04.5220 09/15/2048 0.02%
    WAMU 2004-AR12 A2B 03.0111 10/25/2044 0.02%
    WAMU 2005-AR11 A1B3 02.4911 08/25/2045 0.02%
    WELLS FARGO & COMPANY 05.8750 12/29/2049 0.02%
    WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.02%
    WESTROCK MWV LLC 08.2000 01/15/2030 0.02%
    WEYERHAEUSER CO 07.3750 03/15/2032 0.02%
    WFCM 2013-LC12 D P/P 144A 04.4231 07/15/2046 0.02%
    WFCM 2014-LC16 XA IO 01.5012 08/15/2050 0.02%
    WFRBS 2011-C3 D P/P 144A 05.8471 03/15/2044 0.02%
    WFRBS 2011-C5 E P/P 144A 05.8594 11/15/2044 0.02%
    WM MORRISON SUPERMARKETS 0.02%
    WOODSIDE PETROLEUM LTD 0.02%
    WP CAREY INC 0.02%
    WYNDHAM DESTINATIONS INC 04.5000 04/01/2027 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 02.9000 11/06/2022 0.01%
    ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
    ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 0.01%
    ADS INC P/P 144A 05.6250 11/15/2024 0.01%
    AEGON NV 0.01%
    AIR LEASE CORP 03.6250 04/01/2027 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 03.8000 03/15/2025 0.01%
    ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.01%
    ALPHA 2 BV P/P 144A 08.7500 06/01/2023 0.01%
    ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.01%
    ALPHABET INC 01.9980 08/15/2026 0.01%
    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 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%
    AMGEN INC 02.6000 08/19/2026 0.01%
    AMGEN INC 03.4500 10/01/2020 0.01%
    AMGEN INC 04.6630 06/15/2051 0.01%
    ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.01%
    ANNALY CAPITAL MANAGEMENT IN 0.01%
    ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
    APERGY CORP P/P 144A 06.3750 05/01/2026 0.01%
    APPLE INC 03.4500 05/06/2024 0.01%
    APPLE INC 03.8500 05/04/2043 0.01%
    APPLE INC 04.3750 05/13/2045 0.01%
    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 07.6250 04/22/2046 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%
    ASTRAZENECA PLC USD 06.4500 09/15/2037 0.01%
    AT&T INC 0.01%
    AT&T INC 03.4000 05/15/2025 0.01%
    AT&T INC 04.7500 05/15/2046 0.01%
    AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 0.01%
    AUTONATION INC. 05.5000 02/01/2020 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%
    BANCO SANTANDER SA USD 04.3790 04/12/2028 0.01%
    BANCO SANTANDER SA USD 05.1790 11/19/2025 0.01%
    BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.01%
    BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
    BERKSHIRE HATHAWAY E 03.8000 07/15/2048 0.01%
    BERRY GLOBAL INC 05.1250 07/15/2023 0.01%
    BGC PARTNERS INC 05.1250 05/27/2021 0.01%
    BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.01%
    BMC EAST LLC P/P 144A 05.5000 10/01/2024 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 01.7680 09/19/2019 0.01%
    BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.01%
    BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.01%
    BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.01%
    BPCE SA P/P 144A 05.1500 07/21/2024 0.01%
    BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
    BRAZILIAN REAL CALL ACCOUNT 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%
    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 CORPORATION 05.7500 01/15/2025 0.01%
    CAMDEN PROPERTY TRUST 0.01%
    CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.01%
    CANADIAN NATL RESOURCES USD 03.8500 06/01/2027 0.01%
    CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.01%
    CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.01%
    CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
    CAS 2014-C03 2M2 04.9911 07/25/2024 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%
    CAS 2015-C03 2M2 07.0911 07/25/2025 0.01%
    CBRE SERVICES INC 04.8750 03/01/2026 0.01%
    CBRE SERVICES INC 05.2500 03/15/2025 0.01%
    CBS CORP 04.0000 01/15/2026 0.01%
    CBS CORP 04.6000 01/15/2045 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%
    CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 0.01%
    CDK GLOBAL INC 0.01%
    CEC ENT INC 08.0000 02/15/2022 0.01%
    CENTENE CORP 04.7500 05/15/2022 0.01%
    CENTENE CORP 06.1250 02/15/2024 0.01%
    CENTURYLINK INC 06.7500 12/01/2023 0.01%
    CEQUEL COM & 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%
    CGCMT 2014-GC21 X IO 01.3793 05/10/2047 0.01%
    CHARTER COMM OPT LLC 04.9080 07/23/2025 0.01%
    CHEMOURS CO 07.0000 05/15/2025 0.01%
    CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.01%
    CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.01%
    CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.01%
    CIGNA CORP 04.5000 03/15/2021 0.01%
    CISCO SYSTEMS INC 02.5000 09/20/2026 0.01%
    CIT GROUP INC. 05.2500 03/07/2025 0.01%
    CITIGROUP INC 03.6680 07/24/2028 0.01%
    CITIGROUP INC 04.4500 09/29/2027 0.01%
    CITIGROUP INC 04.6000 03/09/2026 0.01%
    CITIGROUP INC 04.7500 05/18/2046 0.01%
    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 03.3750 02/15/2025 0.01%
    COMCAST CORP 04.0490 11/01/2052 0.01%
    COMM 2012-CR2 AM 03.7910 08/15/2045 0.01%
    COMM 2013-CR11 XA IO 01.2793 08/10/2050 0.01%
    COMM 2013-CR13 AM 04.4490 11/10/2046 0.01%
    COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 0.01%
    COMM 2014-CR17 XA IO 01.2444 05/10/2047 0.01%
    COMM 2014-CR18 C 04.8898 07/15/2047 0.01%
    COMM 2014-UBS6 XA IO 01.1141 12/10/2047 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%
    CONSOLIDATED EDISON INC 02.0000 03/15/2020 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%
    COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 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 03.6500 09/01/2027 0.01%
    CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.01%
    CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.01%
    CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.01%
    CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.01%
    CROWN HOLDINGS INC 0.01%
    CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.01%
    CSX CORP 04.1000 03/15/2044 0.01%
    CVS HEALTH CORP 04.7500 12/01/2022 0.01%
    CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.01%
    CWALT 2005-27 1A1 02.0513 08/25/2035 0.01%
    CWCI 2007-C3 AJ 06.0153 05/15/2046 0.01%
    DAIMLER AG-REGISTERED SHARES 0.01%
    DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.01%
    DEERE & COMPANY 02.6000 06/08/2022 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%
    DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 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%
    DOLLAR GENERAL CORP 03.2500 04/15/2023 0.01%
    DUKE ENERGY CORP 03.1500 08/15/2027 0.01%
    E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 0.01%
    EAGLECLAW MID TL L+425 06.4211 06/30/2024 0.01%
    EASTMAN CHEMICAL CO 03.8000 03/15/2025 0.01%
    ECOLAB INC 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 06.1250 12/15/2045 0.01%
    ENSCO PLC USD 07.7500 02/01/2026 0.01%
    EOG RESOURCES INC 02.6250 03/15/2023 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 0.01%
    EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
    ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.01%
    ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 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%
    FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.01%
    FIFTH THIRD BANCORP 05.1000 12/29/2049 0.01%
    FIRST ABU DHABI BANK PJSC 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%
    FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.01%
    FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.01%
    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%
    GE CAPITAL INTL FUNDING USD 03.3730 11/15/2025 0.01%
    GENERAL DYNAMICS CORP 0.01%
    GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.01%
    GLAXOSMITHKLINE CAP INC 03.8750 05/15/2028 0.01%
    GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.01%
    GMAC CAPITAL TRUST I PCT 08.1275 0.01%
    GNMA GN30 635061 04.0000 03/15/2046 0.01%
    GNR 2012-141 WI IO 03.5000 11/20/2041 0.01%
    GNR 2013-99 AS IO 03.9663 06/20/2043 0.01%
    GNR 2015-124 NI IO 03.5000 06/20/2039 0.01%
    GNR 2015-H24 BI IO 01.6026 08/20/2065 0.01%
    GNR 2015-H26 EI IO 01.7196 10/20/2065 0.01%
    GNR 2017-162 QI IO 05.0000 10/11/2047 0.01%
    GOEASY LTD P/P 144A 07.8750 11/01/2022 0.01%
    GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.01%
    GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.01%
    GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.01%
    GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 0.01%
    GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.01%
    GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.01%
    GREAT LAKES D&D 08.0000 05/15/2022 0.01%
    GSMS 2012-GC6 D P/P 144A 05.8403 01/10/2045 0.01%
    GSMS 2013-GC10 D P/P 144A 04.5576 02/10/2046 0.01%
    GSMS 2013-GC10 XA IO 01.6921 02/10/2046 0.01%
    GSMS 2014-GC22 XA IO 01.1598 06/10/2047 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%
    HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.01%
    HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.01%
    HOME DEPOT INC 02.6250 06/01/2022 0.01%
    HONEYWELL INTL 03.8120 11/21/2047 0.01%
    HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.01%
    HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.01%
    HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
    HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.01%
    HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.01%
    HYATT HOTELS CORP 04.8500 03/15/2026 0.01%
    IBM CORP 01.8750 08/01/2022 0.01%
    ICAHN ENTER/FIN 06.7500 02/01/2024 0.01%
    ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.01%
    ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
    INDIAN RUPEE CALL ACCOUNT 0.01%
    INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
    INFOR US INC 06.5000 05/15/2022 0.01%
    ING BANK NV P/P 144A 05.8000 09/25/2023 0.01%
    INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
    INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.01%
    INTL LEASE FINANCE CORP 05.8750 08/15/2022 0.01%
    IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
    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%
    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%
    JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.01%
    JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.01%
    JPMBB 2013-C17 XA IO 01.0095 01/15/2047 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%
    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%
    KINDER MORGAN ENER PART 03.4500 02/15/2023 0.01%
    KINDER MORGAN ENER PART 03.5000 03/01/2021 0.01%
    KINDER MORGAN ENER PART 05.4000 09/01/2044 0.01%
    KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 0.01%
    KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.01%
    KINGFISHER PLC 0.01%
    KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.01%
    KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.01%
    KOREAN WON CALL ACCOUNT 0.01%
    KRAFT HEINZ FOODS CO 03.1725 08/10/2022 0.01%
    KRAFT HEINZ FOODS CO 06.5000 02/09/2040 0.01%
    KRAFT HEINZ FOODS CO 06.8750 01/26/2039 0.01%
    KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 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%
    LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.01%
    LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
    LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
    MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.01%
    MASTEC INC 04.8750 03/15/2023 0.01%
    MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
    MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.01%
    MAXIM INTEGRATED PRODUCTS 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%
    MERCK & CO INC 03.7000 02/10/2045 0.01%
    MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.01%
    MET LIFE GLOB FUND P/P 144A 01.5500 09/13/2019 0.01%
    MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 0.01%
    METHANEX CORP USD 05.6500 12/01/2044 0.01%
    METLIFE INC. 04.7500 02/08/2021 0.01%
    MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.01%
    MGM RESORTS INTL 06.6250 12/15/2021 0.01%
    MGM RESORTS INTL 08.6250 02/01/2019 0.01%
    MICROSOFT CORP 02.4000 08/08/2026 0.01%
    MICROSOFT CORP 04.2000 06/01/2019 0.01%
    MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.01%
    MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.01%
    MILLICOM INTL CELLULAR-SDR 0.01%
    MITSUBISHI TANABE PHARMA 0.01%
    MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 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%
    MSAC 2004-HE6 M1 02.9161 08/25/2034 0.01%
    MSBAM 2014-C17 XA IO 01.3553 08/15/2047 0.01%
    MSBAM 2014-C18 C 04.4893 10/15/2047 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 AUSTRALIA BK/NY 02.8750 04/12/2023 0.01%
    NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
    NCHET 2003-4 M1 03.2161 10/25/2033 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%
    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%
    NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.01%
    NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.01%
    NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.01%
    NORDEA BANK AB P/P 144A 02.2500 05/27/2021 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%
    NSTAR ELECTRIC CO 02.3750 10/15/2022 0.01%
    NZD/USD 07/18/2018 CITI 0.01%
    NZD/USD 07/18/2018 GSFX 0.01%
    NZD/USD 07/18/2018 JPMCB 0.01%
    NZD/USD 07/18/2018 SSBT 0.01%
    NZD/USD 07/18/2018 UBS 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%
    OLD REPUBLIC INTL CORP 0.01%
    OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
    OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.01%
    OMV AG 0.01%
    ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.01%
    ORACLE CORP 02.5000 10/15/2022 0.01%
    ORACLE CORP 02.6500 07/15/2026 0.01%
    ORACLE CORP 03.2500 11/15/2027 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 AUTO GRP INC 05.7500 10/01/2022 0.01%
    PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 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%
    PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.01%
    PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.01%
    PFIZER INC 03.0000 12/15/2026 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%
    PPSI 2004-WCW2 M3 03.1411 10/25/2034 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 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%
    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%
    RANGE RESOURCES CORP 05.7500 06/01/2021 0.01%
    RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.01%
    REGIONS FINANCIAL CORP 02.7500 08/14/2022 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 INDONESIA P/P 144A 05.9500 01/08/2046 0.01%
    REP OF SRI LANKA P/P 144A 06.8500 11/03/2025 0.01%
    REPUBLIC SERVICES INC 03.9500 05/15/2028 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%
    ROCKWELL COLLINS INC 04.3500 04/15/2047 0.01%
    ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 0.01%
    ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.01%
    ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.01%
    ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.01%
    ROYAL DUTCH SHELL PLC-A SHS 0.01%
    S&P GLOBAL INC 04.4000 02/15/2026 0.01%
    SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.01%
    SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.01%
    SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
    SAFRAN SA 0.01%
    SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 0.01%
    SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.01%
    SASC 2006-AM1 A4 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 01/15/2022 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 03.4500 06/01/2027 0.01%
    SHERWIN-WILLIAMS CO/THE 0.01%
    SHIRE ACQ INV IE 03.2000 09/23/2026 0.01%
    SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.01%
    SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.01%
    SIX FLAGS ENT P/P 144A 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%
    STACR 2014-HQ3 M3 06.8411 10/25/2024 0.01%
    STACR 2015-HQ2 M2 04.0411 05/25/2025 0.01%
    STACR 2016-DNA2 M2 04.2911 10/25/2028 0.01%
    STACR 2016-DNA2 M3 06.7411 10/25/2028 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 PRIME SITE-REG 0.01%
    SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.01%
    SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 0.01%
    SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 0.01%
    T-MOBILE USA INC 04.7500 02/01/2028 0.01%
    TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
    TARGA RES PRTNRS 05.3750 02/01/2027 0.01%
    TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.01%
    TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.01%
    TENET HEALTHCARE 06.0000 10/01/2020 0.01%
    TENET HEALTHCARE 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%
    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%
    UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 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%
    UDR INC 0.01%
    UNITEDHEALTH GROUP INC 0.01%
    UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.01%
    UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.01%
    UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.01%
    UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.01%
    UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.01%
    US 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%
    VERIZON COMMUNICATIONS 04.4000 11/01/2034 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%
    VIACOM INC 04.5000 03/01/2021 0.01%
    VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.01%
    VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
    VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.01%
    VODAFONE GROUP PLC USD 04.3750 05/30/2028 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%
    VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.01%
    WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.01%
    WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.01%
    WAMU 2005-AR9 A1C3 03.0511 07/25/2045 0.01%
    WAMU 2007-HY2 1A1 03.4377 12/25/2036 0.01%
    WARNER MEDIA LLC 02.9500 07/15/2026 0.01%
    WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.01%
    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%
    WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.01%
    WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.01%
    WESTROCK MWV LLC 07.9500 02/15/2031 0.01%
    WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.01%
    WFCM 2013-LC12 AS 04.4231 07/15/2046 0.01%
    WFCM 2013-LC12 C 04.4231 07/15/2046 0.01%
    WFCM 2016-LC25 XA IO 01.2249 12/15/2059 0.01%
    WFRBS 2011-C5 C P/P 144A 05.8594 11/15/2044 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 2012-C9 XB IO P/P 144A 00.8441 11/15/2045 0.01%
    WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
    WFRBS 2013-C15 D P/P 144A 04.6278 08/15/2046 0.01%
    WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.01%
    WFRBS 2014-C19 C 04.6460 03/15/2047 0.01%
    WFRBS 2014-C24 XA IO 01.0323 11/15/2047 0.01%
    WHITING PETROLEUM C P/P 144A 06.6250 01/15/2026 0.01%
    WILLIAMS PARTNERS LP 04.3000 03/04/2024 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%
    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 DESTINATIONS INC 05.6250 03/01/2021 0.01%
    WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.01%
    YANGZIJIANG SHIPBUILDING 0.01%
    ZAYO GROUP HOLDINGS INC 0.01%
    ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 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%
    ABBVIE INC 03.6000 05/14/2025 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%
    AIR LEASE CORP 02.5000 03/01/2021 0.00%
    AKORN INC 0.00%
    ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
    ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 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%
    ALLISON TRANSMISSION P/P 144A 05.0000 10/01/2024 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 04.0000 01/31/2024 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%
    APACHE CORPORATION 03.2500 04/15/2022 0.00%
    ARAMARK 0.00%
    ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
    ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 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 2005-1 XW IO P/P 144A 00.0000 11/10/2042 0.00%
    BACM 2007-1 XW IO 00.4118 01/15/2049 0.00%
    BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
    BANK OF AMERICA CORP 02.1510 11/09/2020 0.00%
    BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
    BANK OF MONTREAL USD 03.8030 12/15/2032 0.00%
    BB&T CORP 0.00%
    BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.00%
    BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 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%
    BOEING CAPITAL CORPORATION 04.7000 10/27/2019 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%
    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%
    BSCMS 2006-PW11 C P/P 144A 05.2830 03/11/2039 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 05.2500 06/01/2026 0.00%
    CALPINE CORP P/P 144A 05.8750 01/15/2024 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%
    CD 2007-CD4 XW IO P/P 144A 00.7837 12/11/2049 0.00%
    CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.00%
    CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.00%
    CENTURYLINK INC 05.6250 04/01/2020 0.00%
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    CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
    CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
    CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
    CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
    CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
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    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.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%
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    CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 0.00%
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    CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
    CMB CMBX.NA.BB.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%
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    CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
    CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
    CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
    CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
    CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
    CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
    CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
    CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
    CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
    CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
    CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
    CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
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    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%
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    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 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 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%
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    JPMCC 2006-LDP8 X IO 00.2865 05/15/2045 0.00%
    JPMCC 2007-LDPX X IO 00.3316 01/15/2049 0.00%
    JPMCC 2012-LC9 E P/P 144A 04.5177 12/15/2047 0.00%
    JPY/USD 08/16/2018 BANKAM 0.00%
    JPY/USD 08/16/2018 BCAP-FX 0.00%
    JPY/USD 08/16/2018 CITI 0.00%
    JPY/USD 08/16/2018 CSI-FX 0.00%
    JPY/USD 08/16/2018 GSFX 0.00%
    JPY/USD 08/16/2018 HSBCB 0.00%
    JPY/USD 08/16/2018 JPMCB 0.00%
    JPY/USD 08/16/2018 RBSF 0.00%
    JPY/USD 08/16/2018 SSBT 0.00%
    JPY/USD 08/16/2018 UBS 0.00%
    KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.00%
    KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.00%
    LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
    LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 0.00%
    LBUBS 2005-C7 XCL IO P/P 144A 00.5244 11/15/2040 0.00%
    LBUBS 2006-C6 XCL IO P/P 144A 00.6236 09/15/2039 0.00%
    LBUBS 2007-C2 XW IO 00.3470 02/15/2040 0.00%
    LENNAR CORP 04.7500 11/15/2022 0.00%
    LENNAR CORP 05.8750 11/15/2024 0.00%
    LIBERTY EXPEDIA HOLD-A 0.00%
    LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.00%
    MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.00%
    MARRIOTT INTERNATIONAL -CL A 0.00%
    MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.00%
    MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
    MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
    MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
    MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
    MBX.FN30.600.08 P USL1M R 01/12/39 BC 0.00%
    MBX.FN30.650.67 P USL1M R 01/12/38 BC 0.00%
    MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
    MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
    MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
    MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.00%
    MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.00%
    MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
    MERCER INTL INC P/P 144A 05.5000 01/15/2026 0.00%
    MERCER INTL INC USD 07.7500 12/01/2022 0.00%
    METHANEX CORP USD 03.2500 12/15/2019 0.00%
    METTLER-TOLEDO INTERNATIONAL 0.00%
    MEZZ 2005-C3 X IO P/P 144A 07.1367 05/15/2044 0.00%
    MEZZ 2006-C4 X IO P/P 144A 06.6414 07/15/2045 0.00%
    MFA FINANCIAL INC 0.00%
    MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.00%
    MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
    MICROSOFT CORP 05.3000 02/08/2041 0.00%
    MINI MSCI EAFE SEP18 MFSU8 0.00%
    MLMT 2004-KEY2 XC IO P/P 144A 01.0807 08/12/2039 0.00%
    MLMT 2005-MCP1 XC IO P/P 144A 00.0016 06/12/2043 0.00%
    MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.00%
    MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.00%
    MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.00%
    MSC 2007-HQ11 C 05.5580 02/12/2044 0.00%
    MWO HOLDINGS LLC 0.00%
    NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.00%
    NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.00%
    NEVADA POWER CO 07.1250 03/15/2019 0.00%
    NEW BIGFOOT OTHER ASSETS GMBH P/P 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/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%
    NUTRIEN LTD USD 05.2500 01/15/2045 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%
    OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
    ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.00%
    ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.00%
    PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
    PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.00%
    PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.00%
    PEPSICO INC 03.4500 10/06/2046 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 MEXICANOS USD 05.3750 03/13/2022 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%
    PUB SVC ELEC & GAS 05.5000 03/01/2040 0.00%
    QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
    QVC INC 04.4500 02/15/2025 0.00%
    RACKSPACE HOSTING INC L+300 05.3631 11/03/2023 0.00%
    RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
    REALTY INCOME CORP 04.6500 08/01/2023 0.00%
    REGENCY ENERGY P 04.5000 11/01/2023 0.00%
    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%
    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%
    SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.00%
    SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.00%
    SM ENERGY CO 05.0000 01/15/2024 0.00%
    SM ENERGY CO 06.5000 01/01/2023 0.00%
    SONIC HEALTHCARE LTD 0.00%
    SOUTH AFRICAN RAND CALL ACCOUNT 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%
    T-MOBILE USA INC 04.5000 02/01/2026 0.00%
    T-MOBILE USA INC 05.3750 04/15/2027 0.00%
    T-MOBILE USA INC 06.0000 03/01/2023 0.00%
    T-MOBILE USA INC 06.3750 03/01/2025 0.00%
    T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
    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%
    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 HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.00%
    THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.00%
    THERMO FISHER SCIENTIFIC INC 0.00%
    TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
    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%
    UAE DIRHAM CALL ACCOUNT 0.00%
    UNICHARM CORP 0.00%
    UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 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%
    VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.00%
    VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.00%
    VIETNAMESE DONG CALL ACCOUNT 0.00%
    VISTRA ENERGY CORP 07.6250 11/01/2024 0.00%
    VMWARE INC 03.9000 08/21/2027 0.00%
    WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.00%
    WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.00%
    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%
    WP CAREY INC 04.6000 04/01/2024 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%
    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%
    GBP/USD 09/19/2018 BANKAM -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%
    GNMA GII30 TBA 04.0000 07/01/2048 -0.04%
    HONG KONG DOLLAR CALL ACCOUNT -0.04%
    RU10INTR P US0003M R 11/27/18 CI -0.06%
    CDX CDX.NA.HY.30 500.0 06/20/2023 -0.07%
    FNMA FN30 TBA 03.0000 08/01/2048 -0.07%
    EMIN RUSSELL 2000 SEP18 RTYU8 -0.09%
    FNMA FN30 TBA 03.5000 07/01/2048 -0.10%
    CGPUTQL2 R US0003M P 11/27/18 CI -0.12%

    Prior top 10 holdings

    Top 10 holdings as of 08/31/18
    Alphabet
    JPMorgan Chase
    Apple
    Cisco Systems
    Verizon Communications
    Citigroup
    Nvidia
    Boeing The
    Home Depot The
    Amazon.Com
    Holdings represent 11.50% of portfolio
    Top 10 holdings as of 07/31/18
    Alphabet
    JPMorgan Chase
    Citigroup
    Verizon
    Boeing The
    Apple
    Cisco
    Home Depot
    Nvidia
    Gnma Gii30 Ma4652 03.5000 08/20/2047
    Holdings represent 11.12% of portfolio
    Top 10 holdings as of 06/30/18
    Alphabet
    JPMorgan Chase
    Verizon
    Citigroup
    Cisco
    Apple
    Boeing
    Home Depot
    Nvidia
    Gnma Gii30 Ma4652 03.5000 08/20/2047
    Holdings represent 10.87% of portfolio
    Top 10 holdings as of 05/31/18
    Microsoft
    Alphabet
    JPMorgan Chase
    Apple
    UnitedHealth Group
    Verizon
    Boeing
    Citigroup
    Gnma Gii30 Ma4652 03.5000 08/20/2047
    Exxon Mobil
    Holdings represent 12.28% of portfolio

    Portfolio composition as of 08/31/18

    U.S. large-cap equity 46.59%
    International equity 15.28%
    U.S. small- and mid-cap equity 14.08%
    U.S. Investment-grade bonds 10.78%
    Emerging-markets equity 5.08%
    U.S. money markets 4.13%
    U.S. High-yield bonds 2.51%
    Commodities 1.55%

    Fixed income statistics as of 08/31/18

    Average effective maturity 4.79 yrs.
    Average effective duration 0.71 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 perception (including, in the case of bonds, perceptions about the risk of default and expectations about changes in monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. You can lose money by investing in the fund.


    Expenses

    Expense ratio

    Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
    Total expense ratio 1.09% 1.84% 1.84% 1.59% 1.34% 0.82% 0.72% 0.84%
    What you pay 1.09% 1.84% 1.84% 1.59% 1.34% 0.82% 0.72% 0.84%

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

    Consider these risks before investing: Allocation of assets among asset classes may hurt performance. Stock and bond prices may fall or fail to rise over time for several reasons, including general financial market conditions, changing market perception (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.