Always Innovative. Always Active.

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  

Highlights

Objective

The fund seeks capital appreciation.

Strategy and process

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

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $15.62
-0.32% | $-0.05
$17.82
09/21/18
$13.30
12/24/18
Historical fund price

Fund facts as of 05/31/19

Total net assets
$2,734.24M
Turnover (fiscal year end)
109%
Dividend frequency
Annually
Number of holdings
1804
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
Portfolio Manager


Manager commentary | Q1 2019

Active management is a differentiator in risk management

Jason Vaillancourt, Co-Head of Global Asset Allocation, explains the key components of his defensive strategy.


Literature


Market volatility returns to "old" normal
Our outlook for stock market volatility sees the levels reached in 2018 continuing, in part because these levels were close to the long-term norm.
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.

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)


7.22%

Average 5-year annualized return


  • Total return (%) as of 03/31/19

  • Annual performance as of 03/31/19

Annualized Total return (%) as of 03/31/19

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 2.13% 9.44% 6.66% 12.79%
After sales charge -3.74% 7.30% 5.40% 12.13%
Russell 3000 Index 8.77%13.48%10.36%16.00%
Putnam Growth Blended Benchmark 5.47%10.58%7.52%12.69%

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

Performance snapshot

  Before sales charge After sales charge
1 mt. as of 05/31/19 -5.64% -11.06%
YTD as of 06/14/19 11.97% 5.53%

Risk-adjusted performance as of 04/30/19

Sharpe ratio (3 yrs.) 0.96

Volatility as of 04/30/19

Standard deviation (3 yrs.) 9.37%

Lipper rankings as of 04/30/19

Time period Rank/Funds in category Percentile ranking
1 yr. 373/482 78%
3 yrs. 61/449 14%
5 yrs. 72/399 18%
10 yrs. 11/303 4%
Lipper category: Mixed-Asset Target Alloc Growth Funds

Morningstar Ratings as of 04/30/19

Time period Funds in category Morningstar Rating
Overall 322
3 yrs. 322
5 yrs. 284
10 yrs. 199
Morningstar category: Allocation--70% to 85% Equity

Distributions

Record/Ex dividend date 12/18/18
Payable date 12/20/18
Income $0.18
Extra income --
Short-term cap. gain $0.262
Long-term cap. gain $1.01

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

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

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


Holdings

Top 10 holdings as of 04/30/19

Alphabet 1.92%
JPMorgan Chase 1.47%
Cisco Systems 1.18%
Apple 1.12%
Verizon Communications 1.06%
Amazon 1.05%
Boeing 1.05%
Chevron 1.04%
Citigroup 1.04%
Microsoft 1.02%
Top 10 holdings, percent of portfolio 11.95%

Full portfolio holdings as of 03/31/19

S&P500 EMINI FUT JUN19 ESM9 6.53%
CGPUTQL2 R US0003M P 11/26/19 CI 5.12%
E-MINI RUSS 2000 JUN19 RTYM9 4.88%
S&P MID 400 EMINI JUN19 FAM9 2.11%
ALPHABET INC-CL A 1.96%
CDX CDX.NA.HY.32 500.0 06/20/2024 1.83%
CDX CDX.NA.IG.32 100.0 06/20/2024 1.60%
JPMORGAN CHASE & CO 1.37%
CISCO SYSTEMS INC 1.18%
VERIZON COMMUNICATIONS INC 1.13%
APPLE INC 1.10%
BOEING CO/THE 1.10%
CHEVRON CORP 1.02%
AMAZON.COM INC 1.01%
CITIGROUP INC 0.98%
ORACLE CORP 0.95%
INTL BUSINESS MACHINES CORP 0.94%
MICROSOFT CORP 0.94%
HOME DEPOT INC 0.92%
STARBUCKS CORP 0.92%
US ULTRA BOND CBT JUN19 WNM9 0.86%
GNMA GII30 MA4652 03.5000 08/20/2047 0.82%
ADOBE INC 0.77%
COCA-COLA CO/THE 0.76%
FNMA FN30 MA3238 03.5000 01/01/2048 0.76%
LOWES COMPANIES INC 0.72%
JOHNSON & JOHNSON 0.69%
MEDTRONIC PLC 0.61%
ABBOTT LABORATORIES 0.60%
AMGEN INC 0.58%
FACEBOOK INC-CLASS A 0.58%
PEPSICO INC 0.57%
CONOCOPHILLIPS 0.56%
MERCK & CO. INC. 0.56%
INTUIT INC 0.55%
US 2YR NOTE (CBT) JUN19 TUM9 0.52%
HONEYWELL INTERNATIONAL INC 0.51%
US 5YR NOTE (CBT) JUN19 FVM9 0.49%
NXP SEMICONDUCTORS NV 0.47%
XILINX INC 0.47%
AUTOMATIC DATA PROCESSING 0.45%
LOCKHEED MARTIN CORP 0.45%
FNMA FN30 TBA 04.0000 04/01/2049 0.43%
MONDELEZ INTERNATIONAL INC-A 0.43%
WALGREENS BOOTS ALLIANCE INC 0.43%
US LONG BOND(CBT) JUN19 USM9 0.41%
METLIFE INC 0.39%
MORGAN STANLEY 0.38%
WALMART INC 0.38%
EXELON CORP 0.37%
DELTA AIR LINES INC 0.36%
PROCTER & GAMBLE CO/THE 0.35%
UNITED CONTINENTAL HOLDINGS 0.35%
BOOKING HOLDINGS INC 0.34%
ROCHE HOLDING AG-GENUSSCHEIN 0.34%
VALERO ENERGY CORP 0.34%
FHLMC FH30G G08814 04.0000 05/01/2048 0.33%
FNMA FN15 AL9468 03.0000 12/01/2031 0.33%
PHILLIPS 66 0.33%
ABBVIE INC 0.32%
LYONDELLBASELL INDU-CL A 0.31%
PFIZER INC 0.31%
SYSCO CORP 0.31%
WASTE MANAGEMENT INC 0.29%
BIOGEN INC 0.28%
BROADCOM INC 0.28%
CUMMINS INC 0.28%
ROSS STORES INC 0.28%
ALIBABA GROUP HOLDING-SP ADR 0.27%
FORTINET INC 0.27%
NORFOLK SOUTHERN CORP 0.27%
AGILENT TECHNOLOGIES INC 0.26%
INGERSOLL-RAND PLC 0.26%
KLA-TENCOR CORP 0.26%
PRUDENTIAL FINANCIAL INC 0.26%
TENCENT HOLDINGS LTD 0.25%
CAPITAL ONE FINANCIAL CORP 0.24%
PUBLIC SERVICE ENTERPRISE GP 0.24%
TOTAL SA 0.24%
E*TRADE FINANCIAL CORPORATION 0.23%
GLAXOSMITHKLINE PLC 0.23%
MCKESSON CORP 0.23%
SYNCHRONY FINANCIAL 0.23%
UNITEDHEALTH GROUP INC 0.23%
ALLIANZ SE-REG 0.22%
OMNICOM GROUP 0.22%
RIO TINTO PLC 0.22%
AFLAC INC 0.21%
AMERIPRISE FINANCIAL INC 0.21%
DARDEN RESTAURANTS INC 0.21%
GILEAD SCIENCES INC 0.21%
HILTON WORLDWIDE HOLDINGS IN 0.21%
MARATHON PETROLEUM CORP 0.21%
CITIZENS FINANCIAL GROUP 0.20%
DISCOVER FINANCIAL SERVICES 0.20%
NOVARTIS AG-REG 0.20%
CENTENE CORP 0.19%
COMERICA INC 0.19%
ELI LILLY & CO 0.19%
FNMA FN30 TBA 06.0000 04/01/2049 0.19%
HERSHEY CO/THE 0.19%
IMPERIAL BRANDS PLC 0.19%
ALLERGAN PLC 0.18%
F5 NETWORKS INC 0.18%
FNMA FN15 TBA 03.0000 04/01/2034 0.18%
FREEPORT-MCMORAN INC 0.18%
GOLDMAN SACHS GROUP INC 0.18%
HARTFORD FINANCIAL SVCS GRP 0.18%
ROCKWELL AUTOMATION INC 0.18%
TAIWAN SEMICONDUCTOR MANUFAC 0.18%
CADENCE DESIGN SYS INC 0.17%
CENTRAL JAPAN RAILWAY CO 0.17%
CK ASSET HOLDINGS LTD 0.17%
ENI SPA 0.17%
FNMA FN30 AL9859 03.0000 03/01/2047 0.17%
HITACHI LTD 0.17%
KONINKLIJKE AHOLD DELHAIZE N 0.17%
MACQUARIE GROUP LTD 0.17%
MIZUHO FINANCIAL GROUP INC 0.17%
VOLVO AB-B SHS 0.17%
ALLSTATE CORP 0.16%
ASTELLAS PHARMA INC 0.16%
CARDINAL HEALTH INC 0.16%
FNMA FN30 BH7058 03.5000 12/01/2047 0.16%
FNMA FN30 MA2737 03.0000 09/01/2046 0.16%
FOOT LOCKER INC 0.16%
GNMA GII30 MA4586 03.5000 07/20/2047 0.16%
GNMA GII30 MA4837 03.5000 11/20/2047 0.16%
HERMES INTERNATIONAL 0.16%
HOYA CORP 0.16%
LEGAL & GENERAL GROUP PLC 0.16%
NRG ENERGY INC 0.16%
ROYAL DUTCH SHELL PLC-B SHS 0.16%
SAMSUNG ELECTRONICS CO LTD 0.16%
SUMITOMO MITSUI FINANCIAL GR 0.16%
AGNC INVESTMENT CORP 0.15%
CENTERPOINT ENERGY INC 0.15%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.15%
ELECTRONIC ARTS INC 0.15%
FNMA FN30 BH5117 04.0000 08/01/2047 0.15%
HCA HEALTHCARE INC 0.15%
L OREAL 0.15%
PARTNERS GROUP HOLDING AG 0.15%
PEUGEOT SA 0.15%
SANDVIK AB 0.15%
BROADRIDGE FINANCIAL SOLUTIO 0.14%
CF INDUSTRIES HOLDINGS INC 0.14%
COCA-COLA EUROPEAN PARTNERS 0.14%
DELL TECHNOLOGIES -C 0.14%
EQUINOR ASA 0.14%
INTEL CORP 0.14%
MOLSON COORS BREWING CO -B 0.14%
NESTLE SA-REG 0.14%
PING AN INSURANCE GROUP CO-H 0.14%
SHIONOGI & CO LTD 0.14%
SONY CORP 0.14%
AES CORP 0.13%
AIA GROUP LTD 0.13%
AMADEUS IT GROUP SA 0.13%
ANGLO AMER PLC 0.13%
AVALONBAY COMMUNITIES INC 0.13%
AVIVA PLC 0.13%
BASF SE 0.13%
BRISTOL-MYERS SQUIBB CO 0.13%
KEYSIGHT TECHNOLOGIES IN 0.13%
LAS VEGAS SANDS CORP 0.13%
LINCOLN NATIONAL CORP 0.13%
ORIX CORP 0.13%
PACKAGING CORP OF AMERICA 0.13%
PERSIMMON PLC 0.13%
PINNACLE WEST CAPITAL 0.13%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.13%
TAISEI CORP 0.13%
ABN AMRO GROUP NV-CVA 0.12%
ACS ACTIVIDADES 0.12%
AENA SME SA 0.12%
AMETEK INC 0.12%
DISCOVERY INC - A 0.12%
HANG SENG BANK LTD 0.12%
HDFC BANK LIMITED 0.12%
LLOYDS BANKING GROUP PLC 0.12%
MITSUI AND CO LTD 0.12%
SANOFI 0.12%
TELENOR ASA 0.12%
VICI PROPERTIES INC 0.12%
ASHTEAD GROUP PLC 0.11%
BERRY GLOBAL GROUP INC 0.11%
DEUTSCHE TELEKOM AG-REG 0.11%
ENDESA S.A. 0.11%
ENEL SPA 0.11%
EVERGY INC 0.11%
EXXON MOBIL CORP 0.11%
HUNTSMAN CORP 0.11%
INTL CONSOLIDATED AIRLINE-DI 0.11%
MARUBENI CORP 0.11%
NEW RESIDENTIAL INVESTMENT 0.11%
RESONA HOLDINGS INC 0.11%
TOYOTA MOTOR CORP 0.11%
TRIPADVISOR INC 0.11%
ZEBRA TECHNOLOGIES CORP-CL A 0.11%
ZOETIS INC 0.11%
BT GROUP PLC 0.10%
CBRE GROUP INC - A 0.10%
CDW CORP/DE 0.10%
CREDICORP LTD 0.10%
DOVER CORP 0.10%
HD SUPPLY HOLDINGS INC 0.10%
JAPAN AIRLINES CO LTD 0.10%
JUNIPER NETWORKS INC 0.10%
LEAR CORP 0.10%
LUKOIL PJSC-SPON ADR 0.10%
PROLOGIS INC 0.10%
RECKITT BENCKISER GROUP PLC 0.10%
REPUBLIC SERVICES INC 0.10%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.10%
UGI CORP 0.10%
UPM-KYMMENE OYJ 0.10%
WELLS FARGO & CO 0.10%
WOLTERS KLUWER 0.10%
WULIANGYE YIBIN 144A/REGS WARRANT 04/12/2019 0.10%
XEROX CORP 0.10%
3I GROUP PLC 0.09%
ALLISON TRANSMISSION HOLDING 0.09%
BF0101 03.5000 06/01/2056 0.09%
BLUESCOPE STEEL LTD 0.09%
BP PLC 0.09%
CHINA WATER AFFAIRS GROUP 0.09%
DEVON ENERGY CORP 0.09%
MITSUBISHI CORP 0.09%
NASPERS LTD-N SHS 0.09%
NTT DATA CORP 0.09%
PETROLEO BRASILEIRO-SPON ADR 0.09%
SPST 2018-1 A 03.3811 04/24/2019 0.09%
STEEL DYNAMICS INC 0.09%
UCB SA 0.09%
UNUM GROUP 0.09%
VISTRA ENERGY CORP 0.09%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.09%
APPLE INC 02.1000 05/06/2019 0.08%
ASPEN TECHNOLOGY INC 0.08%
ASSOCIATED BRITISH FOODS PLC 0.08%
ATHENE HOLDING LTD-CLASS A 0.08%
BRIXMOR PROPERTY GROUP INC 0.08%
CAPGEMINI SE 0.08%
CARLSBERG AS-B 0.08%
CHINA MOBILE LTD 0.08%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.08%
CNOOC LTD 0.08%
DUKE REALTY CORP 0.08%
FAURECIA 0.08%
HOLOGIC INC 0.08%
HUMANA INC 0.08%
KAR AUCTION SERVICES INC 0.08%
KDDI CORP 0.08%
MASIMO CORP 0.08%
MEDICAL PROPERTIES TRUST INC 0.08%
NINTENDO CO LTD 0.08%
NOVO NORDISK A/S-B 0.08%
NTT DOCOMO INC 0.08%
PENTAIR PLC 0.08%
SL GREEN REALTY CORP 0.08%
SOFTBANK GROUP CORP 0.08%
STORE CAPITAL CORP 0.08%
SWEDBANK AB - A SHARES 0.08%
TAYLOR WIMPEY PLC 0.08%
ARKEMA 0.07%
BANK TABUNGAN PENSIUNAN NASI 0.07%
CAMDEN PROPERTY TRUST 0.07%
COVESTRO AG 0.07%
FNMA FN30 BJ9256 04.0000 06/01/2048 0.07%
FNMA FN30 MA3306 04.0000 03/01/2048 0.07%
GAMING AND LEISURE PROPERTIE 0.07%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.07%
INFOSYS LTD 0.07%
MEDIATEK INC 0.07%
NATIONAL BANK OF KUWAIT 144A/REGS WARRANT 01/16/2020 0.07%
ORACLE CORPORATION 02.2500 10/08/2019 0.07%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.07%
RAYTHEON COMPANY 0.07%
SCENTRE GROUP 0.07%
SPST 2018-3 A 03.1811 07/24/2019 0.07%
SPST 2018-5 A 03.1811 09/24/2019 0.07%
SPST 2018-8 A 03.1811 02/24/2020 0.07%
SWEDISH MATCH AB 0.07%
TELSTRA CORP LTD 0.07%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.07%
WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 0.07%
ABU DHABI COMMERCIAL BANK 0.06%
ALFRESA HOLDINGS CORP 0.06%
ALLIANCE GLOBAL GROUP INC 0.06%
ARCELORMITTAL 0.06%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.06%
ARRIS INTERNATIONAL PLC 0.06%
AT&T INC 0.06%
AUROBINDO PHARMA LTD 0.06%
BLACK KNIGHT INC 0.06%
CAS 2015-C04 2M2 08.0355 04/25/2028 0.06%
CHINA CONSTRUCTION BANK-H 0.06%
CLP HOLDINGS LTD 0.06%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.06%
CROWN RESORTS LTD 0.06%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.06%
DINO POLSKA SA 0.06%
EQUITY LIFESTYLE PROPERTIES 0.06%
FIAT CHRYSLER AUTOMOBILES NV 0.06%
FNMA FN30 BM1172 03.0000 03/01/2047 0.06%
GRUPO BIMBO SAB- SERIES A 0.06%
HEALTHCARE TRUST OF AME-CL A 0.06%
HENDERSON LAND DEVELOPMENT 0.06%
HILL-ROM HOLDINGS INC 0.06%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.06%
JONES LANG LASALLE INC 0.06%
MICROSOFT CORP 01.5500 08/08/2021 0.06%
MONETA MONEY BANK AS 0.06%
NIPPON TELEGRAPH & TELEPHONE 0.06%
OMV AG 0.06%
PBF ENERGY INC-CLASS A 0.06%
PEARSON PLC 0.06%
REINSURANCE GROUP OF AMERICA 0.06%
SPIRIT REALTY CAPITAL INC 0.06%
STACR 2015-DNA3 M2 05.3355 04/25/2028 0.06%
SUN HUNG KAI PROPERTIES 0.06%
TUI AG-DI 0.06%
VERTEX PHARMACEUTICALS INC 0.06%
ABSA GROUP LTD 0.05%
AL RAJHI BANK 144A/REGS WARRANT 12/16/2021 0.05%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.05%
ATACADAO DISTRIBUICAO COMERC 0.05%
AYALA LAND INC 0.05%
BANDAI NAMCO HOLDINGS INC 0.05%
BUPA ARABIA 144A/REGS WARRANT 12/16/2021 0.05%
CAPRI HOLDINGS LTD 0.05%
CAS 2016-C01 1M2 09.2355 08/25/2028 0.05%
CELANESE CORP 0.05%
CHARLES RIVER LABORATORIES 0.05%
CHEMED CORP 0.05%
CITIGROUP INC 03.8870 01/10/2028 0.05%
CK HUTCHISON HOLDINGS LTD 0.05%
COMMERCIAL INTL BANK-GDR REG 0.05%
CTCI CORP 0.05%
DBUBS 2011-LC3A D P/P 144A 05.3390 08/10/2044 0.05%
EAST WEST BANCORP INC 0.05%
EBAY INC 0.05%
EDELWEISS FINANCIAL SERVICES 0.05%
ELANCO ANIMAL HEALTH P/P 144A 04.9000 08/28/2028 0.05%
ENCOMPASS HEALTH CORP 0.05%
ENERGY TRANSFER OPERATNG 05.8750 01/15/2024 0.05%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.05%
EQUINIX INC 0.05%
EXTENDED STAY AMERICA INC 0.05%
FNMA FN30 AS7003 03.0000 04/01/2046 0.05%
FNMA FN30 BC1155 03.0000 06/01/2046 0.05%
GENTING SINGAPORE LTD 0.05%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.05%
HANA FINANCIAL GROUP 0.05%
HIGHWOODS PROPERTIES INC 0.05%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.05%
HOCHTIEF AG 0.05%
ILLUMINA INC 0.05%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.05%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.05%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.05%
JUBILANT FOODWORKS LTD 0.05%
LIBERTY PROPERTY TRUST 0.05%
MOL HUNGARIAN OIL AND GAS PL 0.05%
MORGAN STANLEY 03.6250 01/20/2027 0.05%
POYA INTERNATIONAL CO LTD 0.05%
PROOFPOINT INC 0.05%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.05%
SOUTH32 LTD 0.05%
STOCKLAND 0.05%
SUMITOMO CHEMICAL CO LTD 0.05%
SUNNY FRIEND ENVIRONMENTAL T 0.05%
TELEPHONE AND DATA SYSTEMS 0.05%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.05%
YANGZIJIANG SHIPBUILDING 0.05%
ABC-MART INC 0.04%
AFREECATV CO LTD 0.04%
AIR LEASE CORP 04.6250 10/01/2028 0.04%
AMERICAN FINANCIAL GROUP INC 0.04%
ANNALY CAPITAL MANAGEMENT IN 0.04%
APPLE HOSPITALITY REIT INC 0.04%
AT&T INC 04.1000 02/15/2028 0.04%
BANK LEUMI LE-ISRAEL 0.04%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.04%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.04%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.04%
CANVEST ENVIRONMENTAL PROTEC 0.04%
CAS 2015-C04 1M2 08.1855 04/25/2028 0.04%
CHAILEASE HOLDING CO LTD 0.04%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.04%
CHINA OVERSEAS LAND & INVEST 0.04%
CIMIC GROUP LTD 0.04%
CIT GROUP INC. 05.2500 03/07/2025 0.04%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.04%
COBALT 27 CAPITAL CORP 0.04%
COLRUYT SA 0.04%
COSTAR GROUP INC 0.04%
CVS HEALTH CORP 04.7800 03/25/2038 0.04%
CWALT 2006-OA10 4A1 02.6755 08/25/2046 0.04%
DB INSURANCE CO LTD 0.04%
DEUTSCHE BOERSE AG 0.04%
DOUGLAS EMMETT INC 0.04%
FAST RETAILING CO LTD 0.04%
FEDERATIVE REP OF BRAZIL USD 06.0000 04/07/2026 0.04%
FNMA FN30 AS8056 03.0000 10/01/2046 0.04%
FNMA FN30 BC2733 03.0000 05/01/2046 0.04%
FNMA FN40 BF0171 04.0000 01/01/2057 0.04%
FOCUS MEDIA INFO TECH 144A/REGS WARRANT 01/16/2020 0.04%
FU SHOU YUAN INTERNATIONAL 0.04%
FUJITSU LTD 0.04%
GALAXY ENT GRP L 0.04%
GEOPARK LTD 0.04%
GRAPE KING BIO LTD 0.04%
HKT TRUST AND HKT LTD-SS 0.04%
HUDSON PACIFIC PROPERTIES IN 0.04%
HYUNDAI MARINE 0.04%
INDUSTRIA DE DISENO TEXTIL 0.04%
ITAU UNIBANCO H-SPON PRF ADR 0.04%
JERONIMO MARTINS 0.04%
KAJIMA CORP 0.04%
KEI INDUSTRIES LTD 0.04%
KERING 0.04%
KEURIG DR PEPPER INC P/P 144A 04.5970 05/25/2028 0.04%
KONINKLIJKE PHILIPS NV 0.04%
LG HOUSEHOLD & HEALTH CARE 0.04%
LIBERTY MEDIA COR-SIRIUSXM A 0.04%
LNSTR 2015-3 B P/P 144A 03.1280 04/20/2048 0.04%
LOGAN PROPERTY HOLDINGS CO L 0.04%
LONDON STOCK EXCHANGE GROUP 0.04%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.04%
MEDIPAL HOLDINGS CORP 0.04%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.04%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.04%
NESTLE INDIA LTD 0.04%
NETEASE INC-ADR 0.04%
NEXT PLC 0.04%
NIELSEN HOLDINGS PLC 0.04%
OUTFRONT MEDIA INC 0.04%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.04%
POPULAR INC 0.04%
POWER GRID CORP OF INDIA LTD 0.04%
PUREGOLD PRICE CLUB INC 0.04%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.04%
SAINSBURY (J) PLC 0.04%
SARTORIUS STEDIM BIOTECH 0.04%
SBERBANK PJSC -SPONSORED ADR 0.04%
SCHRODERS PLC 0.04%
SERVICEMASTER GLOBAL HOLDING 0.04%
SHENZHOU INTERNATIONAL GROUP 0.04%
SPST 2017-LD1 A 03.2855 11/25/2050 0.04%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.04%
STRAUMANN HOLDING AG-REG 0.04%
SUMITOMO MITSUI TRUST HOLDIN 0.04%
SUZANO PAPEL E CELULOSE SA 0.04%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.04%
SWISSCOM AG-REG 0.04%
TCI CO LTD 0.04%
TELEDYNE TECHNOLOGIES INC 0.04%
TENCENT HOLDINGS LTD-UNS ADR 0.04%
TIM PARTICIPACOES SA-ADR 0.04%
TPAT 2018-SL1 A P/P 144A 03.0899 01/25/2046 0.04%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.04%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.04%
VOLKSWAGEN AG PFD 0.04%
WATERS CORP 0.04%
WINTRUST FINANCIAL CORP 0.04%
YUM CHINA HOLDINGS INC 0.04%
ABBVIE INC 02.5000 05/14/2020 0.03%
AMAZON.COM INC 03.1500 08/22/2027 0.03%
AMERICAN ELECTRIC POWER 0.03%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.03%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.03%
ARISTOCRAT LEISURE LTD 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%
AZUL SA-ADR 0.03%
BAXTER INTERNATIONAL INC 0.03%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.03%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.03%
BEMIS COMPANY 0.03%
BERKELEY GROUP HOLDINGS/THE 0.03%
BOLIDEN AB 0.03%
BPCE SA P/P 144A 04.5000 03/15/2025 0.03%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.03%
BROOKFIELD PROPERTY REIT I-A 0.03%
CAS 2016-C01 2M2 09.4355 08/25/2028 0.03%
CAS 2016-C03 2M2 08.3855 10/25/2028 0.03%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.03%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.03%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.03%
CHEVRON CORP 01.5610 05/16/2019 0.03%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.03%
CITIGROUP INC 02.6500 10/26/2020 0.03%
CLEAN TEQ HOLDINGS LTD 0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.03%
COGNIZANT TECH SOLUTIONS-A 0.03%
COMM 2010-C1 D P/P 144A 06.1277 07/10/2046 0.03%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.03%
COMPANHIA DE LOCACAO DAS AME 0.03%
CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 0.03%
CSAIL 2015-C1 D P/P 144A 03.7956 04/15/2050 0.03%
CTBC FINANCIAL HOLDING CO LT 0.03%
CWALT 2006-OA7 1A2 03.3365 06/25/2046 0.03%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.03%
DEUTSCHE POST AG-REG 0.03%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.03%
DILIP BUILDCON LTD 0.03%
ECOLAB INC 02.7000 11/01/2026 0.03%
EVONIK INDUSTRIES AG 0.03%
FAIRFAX FINL HLDGS USD 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%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.03%
GNMA GII30 635063 04.0000 03/20/2046 0.03%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.03%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.03%
GRUPO FINANCIERO GALICIA-ADR 0.03%
GS RETAIL CO LTD 0.03%
GSMS 2011-GC3 D P/P 144A 05.6380 03/10/2044 0.03%
HILONG HOLDING LTD 0.03%
HSBC HOLDINGS PLC 0.03%
I-SENS INC 0.03%
IVANHOE MINES LTD-CL A 0.03%
JARIR MARKETING CO 144A/REGS WARRANT 02/04/2020 0.03%
JAZZ PHARMACEUTICALS PLC 0.03%
JPMCC 2012-C6 E P/P 144A 05.1568 05/15/2045 0.03%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.03%
KBC GROUP NV 0.03%
LEAR CORP 03.8000 09/15/2027 0.03%
LOMA NEGRA CIA IND-SPON ADR 0.03%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.03%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.03%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.03%
MICROSOFT CORP 02.4000 08/08/2026 0.03%
MIRVAC GROUP 0.03%
MITSUBISHI CHEMICAL HOLDINGS 0.03%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.03%
MORGAN STANLEY 02.6500 01/27/2020 0.03%
MOWI ASA 0.03%
NASPERS LTD-N SHS SPON ADR 0.03%
NATIONAL AUSTRALIA B P/P 144A 03.2906 12/09/2019 0.03%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.03%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.03%
OCCIDENTAL PETROLEUM CORP 0.03%
POLA ORBIS HOLDINGS INC 0.03%
PROSIEBENSAT.1 MEDIA SE 0.03%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.03%
PULTEGROUP INC 0.03%
RANDSTAD NV 0.03%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.03%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.03%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.03%
RTL GROUP 0.03%
SAFARICOM PLC 0.03%
SAMBA FINANCIAL GROUP 144A/REGS WARRANT 12/16/2021 0.03%
SG HOLDINGS CO LTD 0.03%
SHIMIZU CORP 0.03%
SIEMENS HEALTH 0.03%
SINO-AMERICAN SILICON PRODUC 0.03%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.03%
TEXAS INSTRUMENTS INC 0.03%
THERMO FISHER SCIENTIFIC INC 0.03%
TJX COMPANIES INC 0.03%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.03%
UNITEDHEALTH GROUP INC 03.1500 06/15/2021 0.03%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.03%
US 10YR ULTRA FUT JUN19 UXYM9 0.03%
VERIZON COMM 04.3290 09/21/2028 0.03%
WALT DISNEY CO/THE 0.03%
WARNER MEDIA LLC 03.8000 02/15/2027 0.03%
WEINGARTEN REALTY INVESTORS 0.03%
WESCO INTERNATIONAL INC 0.03%
WESFARMERS LTD 0.03%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.03%
WFRBS 2011-C2 D P/P 144A 05.6525 02/15/2044 0.03%
WFRBS 2011-C3 D P/P 144A 05.6839 03/15/2044 0.03%
WFRBS 2014-C22 XA IO 00.8451 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%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.02%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.02%
ALPHABET INC 03.6250 05/19/2021 0.02%
AMCOR LIMITED 0.02%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.02%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.02%
AMERICAN EXPRESS CO 0.02%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.02%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.02%
AMG ADVANCED METALLURGICAL 0.02%
ANALOG DEVICES INC 02.8500 03/12/2020 0.02%
ANHEUSER-BUSCH CO/IN P/P 144A 03.6500 02/01/2026 0.02%
AP MOELLER-MAERSK A/S-A 0.02%
APPLE INC 04.2500 02/09/2047 0.02%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.02%
ATLAS COPCO AB-B SHS 0.02%
AUTOZONE INC 0.02%
AXA SA 0.02%
BAE SYSTEMS PLC 0.02%
BAFC 2005-B 3M1 03.1628 04/20/2035 0.02%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.02%
BANK OF AMERICA CORP 03.4990 05/17/2022 0.02%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.02%
BANK OF MONTREAL 0.02%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.02%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.02%
BAYERISCHE MOTOREN WERKE-PRF 0.02%
BCE INC 0.02%
BIOGEN INC 03.6250 09/15/2022 0.02%
BMIR 2017-1 M1 P/P 144A 04.1855 10/25/2027 0.02%
BMIR 2018-2A M1B P/P 144A 03.8355 08/25/2028 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%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.02%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.02%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.02%
BROTHER INDUSTRIES LTD 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%
CAS 2016-C02 1M2 08.4855 09/25/2028 0.02%
CAS 2016-C04 1M2 06.7355 01/25/2029 0.02%
CBS CORP 02.9000 01/15/2027 0.02%
CBS CORP 04.2000 06/01/2029 0.02%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.02%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.02%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.02%
CFCRE 2011-C2 E P/P 144A 05.7568 12/15/2047 0.02%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
CHINA TRADITIONAL CHINESE ME 0.02%
CHOCOLADEFABRIKEN LINDT-PC 0.02%
CIGNA CORP 0.02%
CIGNA CORP P/P 144A 03.7500 07/15/2023 0.02%
CITIGROUP INC 02.9000 12/08/2021 0.02%
CITRIX SYSTEMS INC 0.02%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.02%
CMLTI 2005-2 1A2A 04.9126 05/25/2035 0.02%
CNP ASSURANCES 0.02%
COCA-COLA AMATIL LTD 0.02%
COMCAST CORP 03.3750 02/15/2025 0.02%
COMCAST CORP 03.9690 11/01/2047 0.02%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.02%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.02%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.02%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 0.02%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.02%
CURTISS-WRIGHT CORP 0.02%
CVS HEALTH CORP 05.0500 03/25/2048 0.02%
CWALT 2005-59 1A1 02.8178 11/20/2035 0.02%
DAIWA SECURITIES GROUP INC 0.02%
DEUTSCHE LUFTHANSA-REG 0.02%
DEUTSCHE WOHNEN SE 0.02%
DIRECT LINE INSURANCE GROUP 0.02%
DISH DBS CORP 05.8750 11/15/2024 0.02%
DNB NOR ASA 0.02%
DOLBY LABORATORIES INC-CL A 0.02%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.02%
DUKE ENERGY CORP 03.1500 08/15/2027 0.02%
EMIR 2018-1 M1 04.1855 11/25/2028 0.02%
ENAGAS SA 0.02%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.02%
EQT CORP 03.9000 10/01/2027 0.02%
EQUINIX INC 05.3750 05/15/2027 0.02%
EQUINOR ASA USD 02.9000 11/08/2020 0.02%
EQUITY RESIDENTIAL TR REIT 0.02%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.02%
EUTELSAT COMMUNICATIONS 0.02%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 0.02%
FHLMC FH30G G60314 04.0000 09/01/2045 0.02%
FIDELITY NATIONAL INFO SERV 0.02%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.02%
FISERV INC 0.02%
FISERV INC 04.2000 10/01/2028 0.02%
FNMA FN30 AS8074 03.0000 10/01/2046 0.02%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.02%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.02%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.02%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.02%
GLENCORE PLC 0.02%
GNR 2015-H25 BI IO 01.8864 10/20/2065 0.02%
GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 0.02%
GSMS 2014-GC22 C 04.6895 06/10/2047 0.02%
HENKEL AG & CO KGAA 0.02%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.02%
HIKARI TSUSHIN INC 0.02%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.02%
HONGKONG LAND HOLDINGS LTD 0.02%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.02%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.02%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.02%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JFE HOLDINGS INC 0.02%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.02%
JPMBB 2014-C22 C 04.5605 09/15/2047 0.02%
JPMCC 2012-C8 D P/P 144A 04.6530 10/15/2045 0.02%
JPMCC 2013-LC11 X IO 01.2692 04/15/2046 0.02%
KIMBERLY-CLARK CORP 0.02%
KINDER MORGAN INC 0.02%
KINDER MORGAN INC 03.1500 01/15/2023 0.02%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.02%
LBMLT 2004-1 A2 03.2855 02/25/2034 0.02%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.02%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.02%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.02%
MATAHARI DEPARTMENT STORE TB 0.02%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.02%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.02%
MITSUBISHI GAS CHEMICAL CO 0.02%
MITSUBISHI UFJ LEASE & FINAN 0.02%
MONCLER SPA 0.02%
MORGAN STANLEY 04.3750 01/22/2047 0.02%
MOTA ENGIL SGPS SA 0.02%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.02%
MSBAM 2012-C6 D P/P 144A 04.6111 11/15/2045 0.02%
MSBAM 2014-C17 C 04.4570 08/15/2047 0.02%
NATIONAL BANK OF CANADA 0.02%
NATIONAL GRID PLC 0.02%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.02%
NAVISTAR INTL TLB L+350 05.8900 11/06/2024 0.02%
NEC CORP 0.02%
NEWCREST MINING LTD 0.02%
NIPPON STEEL & SUMITOMO META 0.02%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.02%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
NUTRIEN LTD USD 04.2000 04/01/2029 0.02%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.02%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.02%
ORACLE CORP 02.6500 07/15/2026 0.02%
OSHKOSH CORP 04.6000 05/15/2028 0.02%
OSHKOSH CORP 05.3750 03/01/2025 0.02%
PAMPA ENERGIA SA-SPON ADR 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%
PFIZER INC 01.9500 06/03/2021 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 CORDOBA REGS 07.4500 09/01/2024 0.02%
QIAGEN N.V. 0.02%
RAYTHEON COMPANY 02.5000 12/15/2022 0.02%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.02%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.02%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.02%
RWE AG 0.02%
SALESFORCE.COM INC 03.7000 04/11/2028 0.02%
SAMI 2007-AR7 1A1 03.3355 05/25/2047 0.02%
SCHINDLER HOLDING AG-REG 0.02%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.02%
SERVICE CORP INTL 05.3750 05/15/2024 0.02%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.02%
SMITH & NEPHEW PLC 0.02%
SNAM SPA 0.02%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.02%
SPRINT CORP 07.2500 09/15/2021 0.02%
SPRINT CORP 07.8750 09/15/2023 0.02%
STACR 2015-DNA2 M2 05.0855 12/25/2027 0.02%
STACR 2015-DNA3 M3 07.1855 04/25/2028 0.02%
STACR 2016-HQA2 M3 07.6355 11/25/2028 0.02%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 0.02%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.02%
SUZUKI MOTOR CORP 0.02%
SWATCH GROUP AG/THE-REG 0.02%
SWIRE PROPERTIES LTD 0.02%
TAPESTRY INC 0.02%
TARGA RESOURCES PART 05.0000 01/15/2028 0.02%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.02%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.02%
TORONTO-DOMINION BANK 0.02%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.02%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.02%
TRK 2019-1 A1 04.3356 03/25/2022 0.02%
TUPRAS-TURKIYE PETROL RAFINE 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%
UNILEVER PLC 0.02%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.02%
VOLKSWAGEN AG 0.02%
WAMU 2004-AR12 A2B 03.4055 10/25/2044 0.02%
WAMU 2005-AR11 A1B3 02.8855 08/25/2045 0.02%
WAMU 2005-AR12 1A8 04.0163 10/25/2035 0.02%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.02%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.02%
WEYERHAEUSER CO 07.3750 03/15/2032 0.02%
WFCM 2013-LC12 D P/P 144A 04.2867 07/15/2046 0.02%
WFCM 2014-LC16 XA IO 01.3202 08/15/2050 0.02%
WFRBS 2011-C5 E P/P 144A 05.6731 11/15/2044 0.02%
WH GROUP LTD 0.02%
WILCON DEPOT INC 0.02%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.02%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.02%
X 5 RETAIL GROUP NV-REGS GDR 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%
ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 0.01%
AEGON NV 0.01%
AGL ENERGY LTD 0.01%
AIB GROUP PLC 0.01%
AIR LEASE CORP 03.6250 04/01/2027 0.01%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.01%
ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 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%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.01%
ALPHA 2 BV P/P 144A 08.7500 06/01/2023 0.01%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.01%
ALPHABET INC 01.9980 08/15/2026 0.01%
ALTICE FRANCE SA P/P 144A 07.3750 05/01/2026 0.01%
ALTRIA GROUP INC 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMDOCS LTD 0.01%
AMGEN INC 02.6000 08/19/2026 0.01%
AMGEN INC 03.4500 10/01/2020 0.01%
AMGEN INC 04.6630 06/15/2051 0.01%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
ANTHEM INC 0.01%
APERGY CORP 06.3750 05/01/2026 0.01%
APPLE INC 03.4500 05/06/2024 0.01%
APPLE INC 03.8500 05/04/2043 0.01%
APPLE INC 04.3750 05/13/2045 0.01%
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%
ARGENTINE REPUBLIC USD 06.6250 07/06/2028 0.01%
ARRW 2019-1 A3 01.3040 01/25/2049 0.01%
ASAHI KASEI CORP 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%
ASHLAND GLOBAL HOLDINGS 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 06.7775 12/15/2024 0.01%
AXA SA P/P 144A 06.3790 12/29/2049 0.01%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.01%
AXALTA COATING SYSTEMS LTD 0.01%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.01%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.01%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.01%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 0.01%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 0.01%
BAUSCH HLTH COS INC P/P 144A 05.8750 05/15/2023 0.01%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.01%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.01%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.01%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BERKSHIRE HATHAWAY E 03.8000 07/15/2048 0.01%
BERRY GLOBAL INC 05.1250 07/15/2023 0.01%
BGC PARTNERS INC 05.1250 05/27/2021 0.01%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.01%
BOMBARDIER INC P/P 144A 07.8750 04/15/2027 0.01%
BP CAP MARKETS AMERICA 03.1190 05/04/2026 0.01%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.01%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.01%
BPCE SA P/P 144A 05.1500 07/21/2024 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
BRAND ENERGY TL L+425 06.9566 06/21/2024 0.01%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.01%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.01%
BSCMS 2006-PW11 B P/P 144A 05.2509 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 07.0365 12/31/2022 0.01%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.01%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.01%
CALPINE CORPORATION 05.7500 01/15/2025 0.01%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.01%
CANADIAN UTILITIES LTD-A 0.01%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.01%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.01%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2014-C03 2M2 05.3855 07/25/2024 0.01%
CAS 2014-C04 1M2 07.3855 11/25/2024 0.01%
CAS 2015-C01 1M2 06.7855 02/25/2025 0.01%
CAS 2015-C02 1M2 06.4855 05/25/2025 0.01%
CAS 2015-C03 2M2 07.4855 07/25/2025 0.01%
CBRE SERVICES INC 04.8750 03/01/2026 0.01%
CBRE SERVICES INC 05.2500 03/15/2025 0.01%
CBS CORP 04.6000 01/15/2045 0.01%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.01%
CEC ENT INC 08.0000 02/15/2022 0.01%
CELGENE CORP 0.01%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.01%
CENTENE CORP 04.7500 05/15/2022 0.01%
CENTENE CORP 06.1250 02/15/2024 0.01%
CENTRICA PLC 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CFCRE 2011-C1 D P/P 144A 06.0705 04/15/2044 0.01%
CFCRE 2011-C2 D P/P 144A 05.7568 12/15/2047 0.01%
CGCMT 2012-GC8 XA IO P/P 144A 01.7886 09/10/2045 0.01%
CGCMT 2014-GC19 AS 04.3450 03/10/2047 0.01%
CGCMT 2014-GC21 X IO 01.2135 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 CORPORATION 08.0000 01/15/2025 0.01%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.01%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.01%
CIGNA HOLDING CO 04.5000 03/15/2021 0.01%
CISCO SYSTEMS INC 02.2000 02/28/2021 0.01%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.01%
CITIGROUP INC 03.6680 07/24/2028 0.01%
CITIGROUP INC 04.4500 09/29/2027 0.01%
CITIGROUP INC 04.6000 03/09/2026 0.01%
CITIGROUP INC 04.7500 05/18/2046 0.01%
CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 0.01%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.01%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 0.01%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
COLES GROUP LTD 0.01%
COMCAST CORP 03.1500 03/01/2026 0.01%
COMCAST CORP 04.0490 11/01/2052 0.01%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.01%
COMM 2013-CR11 XA IO 00.9530 08/10/2050 0.01%
COMM 2014-CR17 XA IO 01.0502 05/10/2047 0.01%
COMM 2014-CR18 C 04.7314 07/15/2047 0.01%
COMM 2014-UBS6 XA IO 00.9441 12/10/2047 0.01%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
COMPASS GROUP PLC 0.01%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.01%
COMSTOCK RESOURCES P/P 144A 09.7500 08/15/2026 0.01%
CONCHO RESOURCES INC 03.7500 10/01/2027 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 RESOURCES 04.9000 06/01/2044 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.01%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.01%
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%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.01%
CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 0.01%
CSX CORP 04.1000 03/15/2044 0.01%
CVS HEALTH CORP 04.7500 12/01/2022 0.01%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.01%
CWALT 2005-27 1A1 02.5276 08/25/2035 0.01%
CWALT 2006-24CB A13 02.8355 08/01/2036 0.01%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.01%
DEERE & COMPANY 02.6000 06/08/2022 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.01%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
DIGITAL DELTA HLDG 03.4000 10/01/2020 0.01%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.01%
DUKE ENERGY OHIO INC 03.6500 02/01/2029 0.01%
EAGLECLAW MID TL L+425 06.8789 06/30/2024 0.01%
ECOLAB INC 0.01%
EIFFAGE 0.01%
ENBRIDGE INC USD 04.2500 12/01/2026 0.01%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.01%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 0.01%
ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 0.01%
ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 0.01%
ENSCO PLC USD 07.7500 02/01/2026 0.01%
EOG RESOURCES INC 02.6250 03/15/2023 0.01%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
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%
EUR/USD 06/19/2019 JPMCB 0.01%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.01%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.01%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 0.01%
FHR 3829 AS IO 04.4663 03/15/2041 0.01%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.01%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.01%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.01%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.01%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.01%
FORD MOTOR CO 0.01%
FOX CORP P/P 144A 04.0300 01/25/2024 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 11.0000 09/15/2025 0.01%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.01%
FUJIFILM HOLDINGS CORP 0.01%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GENERAL DYNAMICS CORP 0.01%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.01%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.01%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.01%
GMAC CAPITAL TRUST I PCT 08.4687 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 03.5623 06/20/2043 0.01%
GNR 2015-H24 BI IO 01.6291 08/20/2065 0.01%
GNR 2015-H26 EI IO 01.7465 10/20/2065 0.01%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.01%
GNR 2017-162 QI IO 05.0000 10/11/2047 0.01%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.01%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.01%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.01%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.01%
GOOGLE INC 03.3750 02/25/2024 0.01%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.01%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.01%
GREAT LAKES D&D 08.0000 05/15/2022 0.01%
GREIF INC P/P 144A 06.5000 03/01/2027 0.01%
GSMS 2010-C1 D P/P 144A 06.0520 08/10/2043 0.01%
GSMS 2011-GC3 C P/P 144A 05.6380 03/10/2044 0.01%
GSMS 2013-GC10 XA IO 01.5164 02/10/2046 0.01%
GSMS 2013-GC16 D P/P 144A 05.3113 11/10/2046 0.01%
GSMS 2014-GC22 XA IO 00.9894 06/10/2047 0.01%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.01%
HARRIS CORP 0.01%
HCA INC 05.0000 03/15/2024 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HCA INC 05.5000 06/15/2047 0.01%
HMIR 2018-1 M1 P/P 144A 04.0855 10/25/2028 0.01%
HOME DEPOT INC 02.6250 06/01/2022 0.01%
HONEYWELL INTL 03.8120 11/21/2047 0.01%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.01%
HUSKY TLB L+300 05.4930 03/28/2025 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%
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 FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.01%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
IPSEN 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
ITRON INC P/P 144A 05.0000 01/15/2026 0.01%
IVORY COAST REGS 05.3750 07/23/2024 0.01%
IVORY COAST REGS 06.1250 06/15/2033 0.01%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.01%
JAGGED PEAK ENERGY 05.8750 05/01/2026 0.01%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.01%
JAPAN TOBACCO INC 0.01%
JARDINE MATHESON HLDGS LTD 0.01%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.01%
JO-ANN STORES 2NDL L+925 11.7272 05/21/2024 0.01%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.01%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.01%
JPMBB 2013-C17 XA IO 00.7722 01/15/2047 0.01%
JPMCC 2012-LC9 D P/P 144A 04.3835 12/15/2047 0.01%
JPMCC 2013-C16 D P/P 144A 05.0283 12/15/2046 0.01%
JPMCC 2013-LC11 C 03.9582 04/15/2046 0.01%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.01%
JXTG HOLDINGS INC 0.01%
KANSAI ELECTRIC POWER CO INC 0.01%
KERRY PROPERTIES LTD 0.01%
KEURIG DR PEPPER INC P/P 144A 04.4170 05/25/2025 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.01%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.01%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.01%
KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 0.01%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.01%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.01%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.01%
L3 TECHNOLOGIES INC 04.4000 06/15/2028 0.01%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.01%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 0.01%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.01%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.01%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.01%
LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 0.01%
LOEWS CORP 0.01%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.01%
MASTEC INC 04.8750 03/15/2023 0.01%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MAXIM INTEGRATED PRODUCTS 0.01%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.01%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 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 02.9000 03/07/2024 0.01%
MERCK & CO INC 03.7000 02/10/2045 0.01%
MEREDITH CORP 06.8750 02/01/2026 0.01%
MET LIFE GLOB FUND P/P 144A 01.5500 09/13/2019 0.01%
MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 0.01%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.01%
MGM RESORTS INTL 06.6250 12/15/2021 0.01%
MICROSOFT CORP 03.7000 08/08/2046 0.01%
MICROSOFT CORP 04.2000 06/01/2019 0.01%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.01%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.01%
MITSUBISHI MOTORS CORP 0.01%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.01%
MLMI 2005-A2 A2 04.4466 02/25/2035 0.01%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.01%
MONSTER BEVERAGE CORP 0.01%
MSAC 2004-HE6 M1 03.3105 08/25/2034 0.01%
MSBAM 2014-C17 XA IO 01.1892 08/15/2047 0.01%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.01%
MSC 2011-C3 D P/P 144A 05.1547 07/15/2049 0.01%
MSRR 2015-R4 CB1 03.3155 08/26/2047 0.01%
MWST 2018-W1 A 03.3355 11/25/2051 0.01%
NABORS INDUSTRIES INC. 05.7500 02/01/2025 0.01%
NATIONAL AUSTRALIA BANK LTD 0.01%
NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.01%
NCHET 2003-4 M1 03.6105 10/25/2033 0.01%
NCI BUILDING SYS INC P/P 144A 08.0000 04/15/2026 0.01%
NEIMAN MARCUS TL L+325 05.7631 10/25/2020 0.01%
NETFLIX INC 04.8750 04/15/2028 0.01%
NETFLIX INC. P/P 144A 05.8750 11/15/2028 0.01%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.01%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.01%
NEWS CORP - CLASS A 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.01%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.01%
NN GROUP NV 0.01%
NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 0.01%
NORTHROP GRUMMAN CORP 0.01%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NRG ENERGY INC 07.2500 05/15/2026 0.01%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.01%
NUTRIEN LTD USD 04.1250 03/15/2035 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.01%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.01%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.01%
ORACLE CORP 02.5000 10/15/2022 0.01%
ORACLE CORP JAPAN 0.01%
ORKLA ASA 0.01%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.01%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.01%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 0.01%
PAR PHARMA INC P/P 144A 07.5000 04/01/2027 0.01%
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 FIN USD 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%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.01%
PFIZER INC 03.0000 12/15/2026 0.01%
PIGEON CORP 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.01%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.01%
PPSI 2004-WCW2 M3 03.5355 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 BUENOS P/P 144A 10.8750 01/26/2021 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.01%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.01%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.01%
PUBLICIS GROUPE 0.01%
PULTEGROUP INC 05.5000 03/01/2026 0.01%
PULTEGROUP INC. 07.8750 06/15/2032 0.01%
PVH CORP 0.01%
QORVO INC P/P 144A 05.5000 07/15/2026 0.01%
QUEST DIAGNOSTICS INC 0.01%
QVC INC 04.8500 04/01/2024 0.01%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.01%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.01%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.01%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.01%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.01%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.01%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.01%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.01%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.01%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.01%
ROBERTSHAW TL 2L L+800 10.5000 02/28/2026 0.01%
ROBERTSHAW US HOLDING L+350 06.0000 02/28/2025 0.01%
ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 0.01%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.01%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.01%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.01%
S&P GLOBAL INC 04.4000 02/15/2026 0.01%
SABINE PASS LIQUEF 05.0000 03/15/2027 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%
SAMPO OYJ-A SHS 0.01%
SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 0.01%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.01%
SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 0.01%
SECOM CO LTD 0.01%
SERVICE CORP INTL 04.6250 12/15/2027 0.01%
SERVICE CORP INTL 05.3750 01/15/2022 0.01%
SESI LLC 07.7500 09/15/2024 0.01%
SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 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%
SIKA AG-REG 0.01%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.01%
SINGAPORE EXCHANGE LTD 0.01%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.01%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.01%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SOCIETE BIC SA 0.01%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.01%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.01%
SS&C TECH INC P/P 144A 05.5000 09/30/2027 0.01%
STACR 2014-HQ3 M3 07.2355 10/25/2024 0.01%
STACR 2015-HQ2 M2 04.4355 05/25/2025 0.01%
STACR 2016-DNA2 M2 04.6855 10/25/2028 0.01%
STACR 2016-DNA2 M3 07.1355 10/25/2028 0.01%
STACR 2017-DNA1 M2 05.7355 07/25/2029 0.01%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.01%
STARWOOD PROP TR 04.7500 03/15/2025 0.01%
STARWOOD PROPERTY TRUST INC 0.01%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.01%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.01%
SUNTRUST BANKS INC 0.01%
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%
SYNOPSYS INC 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
TAKEDA PHARMACEUTIC-SP ADR 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.01%
TENET HEALTHCARE 04.6250 07/15/2024 0.01%
TENET HEALTHCARE 06.0000 10/01/2020 0.01%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.01%
TENNANT CO 05.6250 05/01/2025 0.01%
TEVA PHARMACEUTICAL-SP ADR 0.01%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.01%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.01%
THALES SA 0.01%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.01%
TOKYO ELECTRON LTD 0.01%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.01%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.01%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.01%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.01%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
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 05.0317 08/10/2049 0.01%
UBSBB 2012-C4 XA IO P/P 144A 01.6374 12/10/2045 0.01%
UBSCM 2017-C7 XA IO 01.0678 12/15/2050 0.01%
UDR 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 BANCORP 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
US FOODS HOLDING CORP 0.01%
USA COMPRESSION PART 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%
USI INC/NY P/P 144A 06.8750 05/01/2025 0.01%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.01%
VIACOM INC 04.5000 03/01/2021 0.01%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.01%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.01%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.01%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.01%
WAMU 2005-AR9 A1C3 03.4455 07/25/2045 0.01%
WAMU 2007-HY2 1A1 03.7101 12/25/2036 0.01%
WARNER MEDIA LLC 02.9500 07/15/2026 0.01%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.01%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.01%
WBCMT 2005-C21 D 05.2380 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%
WESTROCK MWV LLC 08.2000 01/15/2030 0.01%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.01%
WFCM 2013-LC12 AS 04.2867 07/15/2046 0.01%
WFCM 2013-LC12 C 04.2867 07/15/2046 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.5622 12/15/2045 0.01%
WFRBS 2012-C9 XA IO P/P 144A 01.8819 11/15/2045 0.01%
WFRBS 2012-C9 XB IO P/P 144A 00.6854 11/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
WFRBS 2013-C15 D P/P 144A 04.4721 08/15/2046 0.01%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.01%
WFRBS 2014-C24 XA IO 00.8696 11/15/2047 0.01%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.01%
WM MORRISON SUPERMARKETS 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.01%
WPX ENERGY INC 05.7500 06/01/2026 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.01%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.01%
YAHOO JAPAN CORP 0.01%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.01%
ZIGGO BV P/P 144A 05.5000 01/15/2027 0.01%
ZOETIS INC 03.9000 08/20/2028 0.01%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
2.50 R ISWP FWD US0003M P 06/19/2024 0.00%
2.55 R ISWP FWD US0003M P 06/19/2021 0.00%
2.65 R ISWP FWD US0003M P 06/19/2029 0.00%
2.80 R ISWP FWD US0003M P 06/19/2049 0.00%
ABBVIE INC 03.6000 05/14/2025 0.00%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
ADVANZ PHARMA CORP 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AIR LEASE CORP 02.5000 03/01/2021 0.00%
AKER BP ASA P/P 144A 05.8750 03/31/2025 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
ALTA MESA HLDGS 07.8750 12/15/2024 0.00%
ALTRIA GROUP INC. 09.2500 08/06/2019 0.00%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 0.00%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.00%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.00%
AMERICAN HOME 4 RENT 0.00%
ANTERO RESOURCES 05.3750 11/01/2021 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
ANTERO RESOURCES CORP 05.0000 03/01/2025 0.00%
APACHE CORPORATION 03.2500 04/15/2022 0.00%
APARTMENT INVT & MGMT CO -A 0.00%
APPLE INC 02.8500 05/06/2021 0.00%
ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.00%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.00%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.00%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.00%
AT&T INC 04.3500 03/01/2029 0.00%
AUD/USD 04/17/2019 BANKAM 0.00%
AUD/USD 04/17/2019 CITI 0.00%
AUD/USD 04/17/2019 CSI-FX 0.00%
AUD/USD 04/17/2019 GSFX 0.00%
AUD/USD 04/17/2019 HSBCB 0.00%
AUD/USD 04/17/2019 JPMCB 0.00%
AUD/USD 04/17/2019 RBSF 0.00%
AUD/USD 04/17/2019 SSBT 0.00%
AUD/USD 04/17/2019 UBS 0.00%
AUD/USD 04/17/2019 WPAC 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 0.00%
BACM 2004-4 XC IO P/P 144A 00.3283 07/10/2042 0.00%
BACM 2004-5 XC IO P/P 144A 00.4451 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 00.0000 01/15/2049 0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.00%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.00%
BAUSCH HLTH COS INC P/P 144A 05.7500 08/15/2027 0.00%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.00%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.00%
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%
BMW US CAPITAL LLC P/P 144A 02.8000 04/11/2026 0.00%
BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 0.00%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.00%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.00%
BOOZ ALLEN HAMILTON HOLDINGS 0.00%
BOYD GAMING CORP 06.3750 04/01/2026 0.00%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
BP CAP MARKETS AMERICA 03.9370 09/21/2028 0.00%
BRIGHT HORIZONS FAMILY SOLUT 0.00%
BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.2693 12/11/2038 0.00%
BSCMS 2006-PW11 C P/P 144A 05.2509 03/11/2039 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 04/17/2019 BANKAM 0.00%
CAD/USD 04/17/2019 BCAP-FX 0.00%
CAD/USD 04/17/2019 CITI 0.00%
CAD/USD 04/17/2019 CSI-FX 0.00%
CAD/USD 04/17/2019 HSBCB 0.00%
CAD/USD 04/17/2019 JPMCB 0.00%
CAD/USD 04/17/2019 RBSF 0.00%
CAD/USD 04/17/2019 UBS 0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CAS 2015-C02 2M2 06.4855 05/25/2025 0.00%
CAS 2016-C05 2M1 03.8355 01/25/2029 0.00%
CAS 2016-C06 1M2 06.7355 04/25/2029 0.00%
CBS CORP 04.0000 01/15/2026 0.00%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.00%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.00%
CD 2007-CD4 XW IO P/P 144A 00.6141 12/11/2049 0.00%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.00%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.4723 10/15/2049 0.00%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.00%
CHEMOURS CO 05.3750 05/15/2027 0.00%
CHEMOURS CO 06.6250 05/15/2023 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.00%
CHEVRON CORP 02.1000 05/16/2021 0.00%
CHF/USD 06/19/2019 BCAP-FX 0.00%
CHF/USD 06/19/2019 JPMCB 0.00%
CHIMERA INVESTMENT CORP 0.00%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 0.00%
CINEMARK USA INC 04.8750 06/01/2023 0.00%
CINEMARK USA INC 05.1250 12/15/2022 0.00%
CIT GROUP INC 05.0000 08/01/2023 0.00%
CIT GROUP INC. 05.0000 08/15/2022 0.00%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.00%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 ML 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CNH/USD 05/15/2019 HSBCB 0.00%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.00%
COMCAST CORP 02.3500 01/15/2027 0.00%
COMCAST CORP 03.9990 11/01/2049 0.00%
COMCAST CORP 06.5000 11/15/2035 0.00%
COMM 2006-C8 XS IO P/P 144A 00.4515 12/10/2046 0.00%
COMMSCOPE FIN LLC P/P 144A 05.5000 03/01/2024 0.00%
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CPG INTL TL L+375 06.6330 05/05/2024 0.00%
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CSFB 2003-C3 AX IO P/P 144A 01.5924 05/15/2038 0.00%
CSMC 2007-C1 AX IO P/P 144A 00.4583 02/15/2040 0.00%
CSMC 2007-C2 AX IO P/P 144A 00.0144 01/15/2049 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
DCP MIDSTREAM OPERATING 05.3750 07/15/2025 0.00%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.00%
DENBURY RESOURCES P/P 144A 07.5000 02/15/2024 0.00%
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DIGICEL LTD P/P 144A 06.7500 03/01/2023 0.00%
DISH NETWORK CV 03.3750 08/15/2026 0.00%
DKK/USD 06/19/2019 CITI 0.00%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.00%
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ELDORADO RESORTS INC 06.0000 09/15/2026 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
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ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 0.00%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 0.00%
ENERGY TRANSFER OPERATNG 05.5000 06/01/2027 0.00%
EOG RESOURCES INC 04.1500 01/15/2026 0.00%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.00%
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EQUINOR ASA USD 05.1000 08/17/2040 0.00%
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ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
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FHR 1208 F PO 00.0000 02/15/2022 0.00%
FHR 2990 LB 10.5974 06/15/2034 0.00%
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FIDELITY NATIONAL INFORM 03.0000 08/15/2026 0.00%
FNMA FN30 935058 04.5000 04/01/2039 0.00%
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FNR 2001-50 BI IO 00.3766 10/25/2041 0.00%
FNR 2001-79 BI IO 00.2831 03/25/2045 0.00%
FNR 2003-34 P1 PO 00.0000 04/25/2043 0.00%
FNR 2005-75 GS 12.7935 08/25/2035 0.00%
FNR 2006-62 PS 24.9870 07/25/2036 0.00%
FNR 2006-8 HP 15.4532 03/25/2036 0.00%
FNR 2007-53 SP 15.0865 06/25/2037 0.00%
FNW 2002-W8 IO1 IO 00.3061 06/25/2042 0.00%
FOX CORP - CLASS B 0.00%
FRAC TECH INTL TLB L+475 07.2430 04/16/2021 0.00%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.00%
GARMIN LTD 0.00%
GARRETT MOTION INC 0.00%
GATES GLOBAL TLB L+275 05.2724 03/31/2024 0.00%
GBP/USD 06/19/2019 BANKAM 0.00%
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GBP/USD CALL 1.37 20190726 BANKAM 0.00%
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GECMC 2007-C1 XC IO P/P 144A 00.0041 12/10/2049 0.00%
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GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.00%
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GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.00%
GNMA GII30 AY2298 04.7000 05/20/2067 0.00%
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HC BRILLANT SERVICES GMBH P/P 0.00%
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IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.00%
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JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
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SM ENERGY CO 05.0000 01/15/2024 0.00%
SM ENERGY CO 06.1250 11/15/2022 0.00%
SM ENERGY CO 06.6250 01/15/2027 0.00%
SM ENERGY CO 06.7500 09/15/2026 0.00%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 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 07.1250 03/15/2026 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.00%
STACR 2019-DNA1 M2 05.1355 01/25/2049 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STAR MERGER SUB INC P/P 144A 06.8750 08/15/2026 0.00%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.00%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.00%
SUBARU CORP 0.00%
T-MOBILE US INC 0.00%
T-MOBILE USA INC 04.5000 02/01/2026 0.00%
T-MOBILE USA INC 05.3750 04/15/2027 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC 06.3750 03/01/2025 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 0.00%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 0.00%
TERVITA CORP 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THE AES CORPORATION 04.8750 05/15/2023 0.00%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.00%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSDIGM INC 06.5000 07/15/2024 0.00%
TRANSOCEAN INC 07.5000 04/15/2031 0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 0.00%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 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%
TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 0.00%
TWO HARBORS INVESTMENT CORP 0.00%
TXU TCEH RIGHTS 0.00%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.00%
USA COM PART/USA COM P/P 144A 06.8750 09/01/2027 0.00%
USD/CNH CALL 7.00 20190404 GSFX 0.00%
USD/CNH CALL 7.20 20190404 GSFX 0.00%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.00%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.00%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.00%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.00%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.00%
VMWARE INC 03.9000 08/21/2027 0.00%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.00%
WBCMT 2006-C29 IO IO 00.0509 11/15/2048 0.00%
WBCMT 2007-C34 IO IO 00.0909 05/15/2046 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.00%
WFCM 2016-LC25 XA IO 01.0120 12/15/2059 0.00%
WILEY (JOHN) & SONS-CLASS A 0.00%
WILLIAMS COS INC 07.7500 06/15/2031 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
WP CAREY INC 04.6000 04/01/2024 0.00%
WPX ENERGY INC 06.0000 01/15/2022 0.00%
CAD/USD 04/17/2019 SSBT -0.01%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP -0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP -0.03%
GNMA GII30 TBA 04.0000 04/01/2049 -0.04%
FNMA FN30 TBA 03.5000 04/01/2049 -0.11%
FNMA FN30 TBA 03.0000 04/01/2049 -0.28%
RU10INTR P US0003M R 11/26/19 CI -4.44%
US 10YR NOTE (CBT)JUN19 TYM9 -6.95%

Prior top 10 holdings

Top 10 holdings as of 04/30/19
Alphabet
JPMorgan Chase
Cisco Systems
Apple
Verizon Communications
Amazon
Boeing
Chevron
Citigroup
Microsoft
Holdings represent 11.95% of portfolio
Top 10 holdings as of 03/31/19
Alphabet
JPMorgan Chase
Cisco Systems
Verizon Communications
Boeing
Apple
Chevron
Amazon
Citigroup
Oracle
Holdings represent 11.80% of portfolio
Top 10 holdings as of 02/28/19
Alphabet
JPMorgan Chase
Apple
Cisco Systems
Boeing
Verizon Communications
Home Depot
Chevron
Citigroup
IBM
Holdings represent 11.92% of portfolio
Top 10 holdings as of 01/31/19
Alphabet
S&P Gsci Excess Return Index 3x Note 1/27/2020
JPMorgan Chase
Apple
Cisco Systems
Boeing
Home Depot
Verizon Communications
Citigroup
Chevron
Holdings represent 12.57% of portfolio

Portfolio composition as of 04/30/19

U.S. large-cap equity 49.72%
International equity 14.23%
U.S. small- and mid-cap equity 12.02%
U.S. Investment-grade bonds 7.06%
U.S. money markets 6.32%
U.S. High-yield bonds 5.39%
Emerging-markets equity 5.26%

Fixed income statistics as of 04/30/19

Average effective maturity 4.15 yrs.
Average effective duration 0.42 yrs.

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

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


Expenses

Expense ratio

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

Sales charge

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