Dynamic Asset Allocation Growth Fund  (PAEAX)

A globally diversified fund pursuing growth

ratings as of
Allocation--70% to 85% Equity (funds in category)
Overall
(316)
3 yrs.
(316)
5 yrs.
(279)
10 yrs.
(201)

Objective

The Growth Fund seeks capital appreciation.

Strategy and process

  • More than 10 asset classes: The fund holds a variety of investments in all market conditions to be positioned to benefit from a wide range of opportunities.
  • Individual securities: The managers select individual stocks and bonds, not other funds, to finely tune the portfolio and avoid overlap in holdings.
  • Active rebalancing: The managers proactively pursue opportunities and regularly rebalance the portfolio to maintain a consistent risk profile.

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $17.07
-0.47% | $-0.08
$18.69
12/15/17
$16.30
04/13/17
Historical fund price

Fund facts as of 11/30/17

Total net assets
$2,929.30M
Turnover (fiscal year end)
124%
Dividend frequency
Annually
Number of holdings
1892
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

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


Manager commentary | Q4 2017

Real estate may drive inflation higher

Jason Vaillancourt, Co-Head of Global Asset Allocation, identifies factors that may drive core inflation higher.


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)


7.15%

Average 5-year annualized return


  • Total return (%) as of 12/31/17

  • Annual performance as of 12/31/17

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 19.85% 8.83% 11.89% 6.67%
After sales charge 12.96% 6.70% 10.57% 6.04%
Russell 3000 Index 21.13% 11.12% 15.58% 8.60%
Putnam Growth Blended Benchmark 19.02% 9.10% 11.41% 6.82%

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. To obtain the most recent month-end performance, visit putnam.com. 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 Absolute Return 500 Fund and 700 Fund, and 4.00% and 3.25% for income funds (1.00% and 0.75% for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 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 Absolute Return 100 Fund and 300 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, T1, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A, M, and T1 shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.

Performance snapshot

  Before sales charge After sales charge
1 mt. as of 01/31/18 3.93 % -2.04 %
YTD as of 02/16/18 0.65 % -5.14 %

Risk-adjusted performance as of 08/31/16

Alpha (3 yrs.) -1.78
Sharpe ratio (3 yrs.) 0.87
Treynor ratio (3 yrs.) 9.63
Information ratio (3 yrs.) -1.56

Volatility as of 08/31/16

Standard deviation (3 yrs.) 9.62%
Beta 0.87
R-squared 0.97

Capture ratio as of 08/31/16

Up-market (3 yrs.) 82.02
Down-market (3 yrs.) 91.42

Lipper rankings as of 11/30/17

Mixed-Asset Target Alloc Growth Funds Percentile ranking Rank/Funds in category
1 yr. 6% 27/503
3 yrs. 5% 21/452
5 yrs. 3% 12/424
10 yrs. 16% 48/316

Morningstar ratings as of 12/31/17

Allocation--70% to 85% Equity Rating Funds in category
Overall (316)
3 yrs. (316)
5 yrs. (279)
10 yrs. (201)

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 11/30/17

Microsoft 1.77%
Alphabet 1.75%
JPMorgan Chase 1.38%
Apple 1.20%
UnitedHealth Group 1.10%
Citigroup 1.04%
Verizon 1.03%
Gnma Gii30 Ma4652 03.5000 08/20/2047 0.91%
Exxon Mobil 0.84%
Johnson & Johnson 0.81%
Top 10 holdings, percent of portfolio 11.83%

Full portfolio holdings as of 12/31/17

MICROSOFT CORP 1.80%
ALPHABET INC-CL A 1.77%
JPMORGAN CHASE & CO 1.41%
APPLE INC 1.18%
VERIZON COMMUNICATIONS INC 1.07%
UNITEDHEALTH GROUP INC 1.06%
CITIGROUP INC 1.02%
GNMA GII30 MA4652 03.5000 08/20/2047 0.91%
EXXON MOBIL CORP 0.84%
FNMA FN30 MA3238 03.5000 01/01/2048 0.81%
JOHNSON & JOHNSON 0.81%
BOEING CO/THE 0.79%
HOME DEPOT INC 0.77%
LOWES COMPANIES INC 0.73%
TEXAS INSTRUMENTS INC 0.68%
PEPSICO INC 0.64%
UNION PACIFIC CORP 0.62%
CHEVRON CORP 0.59%
SPAIN LETRAS DEL TESORO 00.0000 03/09/2018 0.58%
NXP SEMICONDUCTORS NV 0.54%
VALERO ENERGY CORP 0.51%
MCDONALD'S CORP 0.48%
BILHETES DO TESOURO 00.0000 05/18/2018 0.46%
SAMSUNG ELECTRONICS CO LTD 0.45%
ANTHEM INC 0.43%
NORTHROP GRUMMAN CORP 0.42%
FNMA FN30 TBA 03.0000 01/01/2048 0.41%
INTL BUSINESS MACHINES CORP 0.40%
FACEBOOK INC-A 0.39%
FNMA FN15 AL9468 03.0000 12/01/2031 0.39%
MERCK & CO. INC. 0.39%
RALPH LAUREN CORP 0.39%
TYSON FOODS INC-CL A 0.39%
SOUTHWEST AIRLINES CO 0.38%
ENTERGY CORP 0.37%
FHLMC FH30G G08677 04.0000 11/01/2045 0.37%
HP INC 0.37%
L3 TECHNOLOGIES INC 0.37%
MCKESSON CORP 0.37%
CELGENE CORP 0.36%
ELI LILLY & CO 0.36%
CIGNA CORP 0.35%
HUMANA INC 0.35%
KIMBERLY-CLARK CORP 0.35%
TENCENT HOLDINGS LTD 0.35%
ROCHE HOLDING AG-GENUSSCHEIN 0.34%
ELECTRONIC ARTS INC 0.33%
INTUIT INC 0.33%
WALGREENS BOOTS ALLIANCE INC 0.33%
NOVARTIS AG-REG 0.32%
PROCTER & GAMBLE CO/THE 0.32%
SHERWIN-WILLIAMS CO/THE 0.32%
CUMMINS INC 0.31%
MARATHON PETROLEUM CORP 0.31%
PRUDENTIAL FINANCIAL INC 0.31%
ALLSTATE CORP 0.30%
SYSCO CORP 0.30%
WALT DISNEY CO/THE 0.30%
WILLIAMS COS INC 0.30%
BUONI ORDINARI DEL TES 00.0000 03/29/2018 0.29%
CERT DI CREDITO DEL TES 00.0000 03/28/2018 0.29%
E*TRADE FINANCIAL CORPORATION 0.29%
KINDER MORGAN INC 0.29%
PNC FINANCIAL SERVICES GROUP 0.29%
ROSS STORES INC 0.29%
DISCOVERY COMMUNICATIONS-A 0.28%
ABBVIE INC 0.27%
AFLAC INC 0.27%
AMERIPRISE FINANCIAL INC 0.27%
TOTAL SA 0.27%
ALIBABA GROUP HOLDING-SP ADR 0.26%
ALLIANZ SE-REG 0.26%
RAYTHEON COMPANY 0.26%
DXC TECHNOLOGY CO 0.25%
GNMA GII30 TBA 03.5000 01/01/2048 0.25%
REGIONS FINANCIAL CORP 0.25%
ROYAL CARIBBEAN CRUISES LTD 0.25%
S&P GLOBAL INC 0.25%
SYNCHRONY FINANCIAL 0.25%
VMWARE INC-CLASS A 0.25%
ENEL SPA 0.24%
GOLDMAN SACHS GROUP INC 0.24%
MITSUBISHI UFJ FINANCIAL GRO 0.24%
PARKER HANNIFIN CORP 0.24%
SANOFI 0.24%
ALLISON TRANSMISSION HOLDING 0.23%
AMERICAN ELECTRIC POWER 0.23%
FNMA FN30 TBA 06.0000 01/01/2048 0.23%
JUNIPER NETWORKS INC 0.23%
SUMITOMO MITSUI FINANCIAL GR 0.23%
3I GROUP PLC 0.22%
AMADEUS IT GROUP SA 0.22%
AMGEN INC 0.22%
CLOROX COMPANY 0.22%
DANAHER CORP 0.22%
DEUTSCHE POST AG-REG 0.22%
GILEAD SCIENCES INC 0.22%
PVH CORP 0.22%
BNP PARIBAS 0.21%
DISCOVER FINANCIAL SERVICES 0.21%
FNMA FN15 TBA 03.0000 01/01/2033 0.21%
GLAXOSMITHKLINE PLC 0.21%
INGERSOLL-RAND PLC 0.21%
BRISTOL-MYERS SQUIBB CO 0.20%
CITRIX SYSTEMS INC 0.20%
HERSHEY CO/THE 0.20%
HUNTSMAN CORP 0.20%
KAO CORP 0.20%
KLA-TENCOR CORP 0.20%
MIZUHO FINANCIAL GROUP INC 0.20%
TJX COMPANIES INC 0.20%
CROWN HOLDINGS INC 0.19%
HARTFORD FINANCIAL SVCS GRP 0.19%
HILTON WORLDWIDE HOLDINGS IN 0.19%
ITOCHU CORP 0.19%
NIPPON TELEGRAPH & TELEPHONE 0.19%
REPSOL SA 0.19%
SUNTRUST BANKS INC 0.19%
SWISS RE AG 0.19%
WASTE MANAGEMENT INC 0.19%
APPLIED MATERIALS INC 0.18%
AXA SA 0.18%
EXELON CORP 0.18%
FIRSTENERGY CORP 0.18%
GNMA GII30 MA4837 03.5000 11/20/2047 0.18%
ORIX CORP 0.18%
SKY PLC 0.18%
BOUYGUES SA 0.17%
CHINA CONSTRUCTION BANK-H 0.17%
CK ASSET HOLDINGS LTD 0.17%
EQUITY RESIDENTIAL TR REIT 0.17%
EVONIK INDUSTRIES AG 0.17%
GNMA GII30 MA4586 03.5000 07/20/2047 0.17%
KDDI CORP 0.17%
MICHAEL KORS HOLDINGS LTD 0.17%
PERSIMMON PLC 0.17%
RESONA HOLDINGS INC 0.17%
TATE & LYLE PLC 0.17%
TAYLOR WIMPEY PLC 0.17%
TUI AG-DI 0.17%
FNMA FN30 BH5117 04.0000 08/01/2047 0.16%
FONCIERE DES REGIONS 0.16%
MARUBENI CORP 0.16%
MAXIM INTEGRATED PRODUCTS 0.16%
MUENCHENER RUECKVER AG-REG 0.16%
NASPERS LTD-N SHS 0.16%
NN GROUP NV 0.16%
WH GROUP LTD 0.16%
ADECCO GROUP AG-REG 0.15%
CARNIVAL PLC 0.15%
CENTRAL JAPAN RAILWAY CO 0.15%
CGPUTQL2 R US0003M P 11/27/18 CI 0.15%
CIMIC GROUP LTD 0.15%
CONAGRA BRANDS INC 0.15%
HASBRO INC 0.15%
HITACHI LTD 0.15%
HOCHTIEF AG 0.15%
PACKAGING CORP OF AMERICA 0.15%
WELLCARE HEALTH PLANS INC 0.15%
YUM BRANDS INC 0.15%
ADOBE SYSTEMS INC 0.14%
AGNC INVESTMENT CORP 0.14%
ALLY FINANCIAL INC 0.14%
AMAZON.COM INC 0.14%
AMDOCS LTD 0.14%
F5 NETWORKS INC 0.14%
FIAT CHRYSLER AUTOMOBILES NV 0.14%
FORTINET INC 0.14%
INDUSTRIVARDEN AB-A SHS 0.14%
LEAR CORP 0.14%
MASCO CORP 0.14%
PFIZER INC 0.14%
SAINSBURY (J) PLC 0.14%
SOCIETE GENERALE SA 0.14%
TELSTRA CORP LTD 0.14%
ACS ACTIVIDADES 0.13%
AVERY DENNISON CORP 0.13%
BERKELEY GROUP HOLDINGS/THE 0.13%
ELECTROLUX AB-SER B 0.13%
KINGFISHER PLC 0.13%
LINCOLN NATIONAL CORP 0.13%
MARKS AND SPENCER LTD 0.13%
MITSUI AND CO LTD 0.13%
MORGAN STANLEY 0.13%
SBERBANK PJSC -SPONSORED ADR 0.13%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.13%
SPIRIT AEROSYSTEMS HOLD-CL A 0.13%
WM MORRISON SUPERMARKETS 0.13%
AGILENT TECHNOLOGIES INC 0.12%
COCA-COLA AMATIL LTD 0.12%
EDISON INTERNATIONAL 0.12%
FNMA FN30 AS6395 03.5000 12/01/2045 0.12%
HUNTINGTON INGALLS INDUSTRIE 0.12%
NESTLE SA-REG 0.12%
NVR INC 0.12%
PEUGEOT SA 0.12%
PPL CORP 0.12%
SHIONOGI & CO LTD 0.12%
TOYOTA TSUSHO CORP 0.12%
AMETEK INC 0.11%
HCP INC 0.11%
IND & COMM BK OF CHINA-H 0.11%
INGREDION INC 0.11%
NEWMONT MINING CORP 0.11%
NOMURA HOLDINGS INC 0.11%
ROYAL DUTCH SHELL PLC-B SHS 0.11%
SYNOPSYS INC 0.11%
TAIWAN SEMICONDUCTOR MANUFAC 0.11%
TOTAL SYSTEM SERVICES INC 0.11%
TRAVELERS COS INC/THE 0.11%
US FOODS HOLDING CORP 0.11%
ASSOCIATED BRITISH FOODS PLC 0.10%
BARRATT DEVELOPMENTS PLC 0.10%
BAYER AG-REG 0.10%
BF0101 03.5000 06/01/2056 0.10%
CENTERPOINT ENERGY INC 0.10%
CENTRICA PLC 0.10%
INDUSTRIAL BANK OF KOREA 0.10%
JACOBS ENGINEERING GROUP INC 0.10%
MANPOWERGROUP INC 0.10%
METRO AG 0.10%
QANTAS AIRWAYS LTD 0.10%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.10%
THOR INDUSTRIES INC 0.10%
UGI CORP 0.10%
UNUM GROUP 0.10%
VERTEX PHARMACEUTICALS INC 0.10%
VORNADO REALTY TRUST 0.10%
XEROX CORP 0.10%
BASF SE 0.09%
CADENCE DESIGN SYS INC 0.09%
CAMDEN PROPERTY TRUST 0.09%
CBRE GROUP INC - A 0.09%
DNB NOR ASA 0.09%
DUN & BRADSTREET CORP 0.09%
IRB BRASIL RESSEGUROS SA 0.09%
LIVE NATION ENTERTAINMENT IN 0.09%
MEDIATEK INC 0.09%
MITSUBISHI CHEMICAL HOLDINGS 0.09%
PING AN INSURANCE GROUP CO-H 0.09%
PRINCIPAL FINANCIAL GROUP 0.09%
ROYAL MAIL PLC 0.09%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.09%
APPLE INC 02.1000 05/06/2019 0.08%
ASAHI KASEI CORP 0.08%
BHP BILLITON LIMITED 0.08%
CAS 2015-C04 2M2 07.1021 04/25/2028 0.08%
COGNIZANT TECH SOLUTIONS-A 0.08%
CREDIT AGRICOLE SA 0.08%
FRESENIUS MEDICAL CARE AG & 0.08%
HEINEKEN HOLDING NV 0.08%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.08%
LAMB WESTON HOLDINGS INC 0.08%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.08%
PINNACLE FOODS INC 0.08%
SPST 2017-6 A 01.9942 11/24/2018 0.08%
VISTEON CORP 0.08%
VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 0.08%
W.R. GRACE & CO 0.08%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.07%
AMC NETWORKS INC-A 0.07%
BWX TECHNOLOGIES INC 0.07%
CHARLES RIVER LABORATORIES 0.07%
CTBC FINANCIAL HOLDING CO LT 0.07%
DBUBS 2011-LC3A D P/P 144A 05.3404 08/10/2044 0.07%
DR PEPPER SNAPPLE GROUP INC 0.07%
DUKE REALTY CORP 0.07%
ENDESA S.A. 0.07%
EXTENDED STAY AMERICA INC 0.07%
HOYA CORP 0.07%
KAR AUCTION SERVICES INC 0.07%
MITSUBISHI TANABE PHARMA 0.07%
PARK HOTELS & RESORTS INC 0.07%
POSTE ITALIANE SPA 0.07%
PTT PCL/FOREIGN 0.07%
REINSURANCE GROUP OF AMERICA 0.07%
RENAULT SA 0.07%
SPIRIT REALTY CAPITAL INC 0.07%
SUN HUNG KAI PROPERTIES 0.07%
TAISEI CORP 0.07%
TOPPAN PRINTING CO LTD 0.07%
ANA HOLDINGS INC 0.06%
ANGLO AMER PLC 0.06%
ASSURANT INC 0.06%
ATOS SE 0.06%
BANK OF CHINA LTD-H 0.06%
BERRY GLOBAL GROUP INC 0.06%
BIOGEN INC 0.06%
BOOZ ALLEN HAMILTON HOLDINGS 0.06%
BRIXMOR PROPERTY GROUP INC 0.06%
CDX CDX.NA.HY.29 500.0 12/20/2022 0.06%
CHAILEASE HOLDING CO LTD 0.06%
COVESTRO AG 0.06%
EDELWEISS FINANCIAL SERVICES 0.06%
FNMA FN30 BC1155 03.0000 06/01/2046 0.06%
FNMA FN30 BM1172 03.0000 03/01/2047 0.06%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.06%
GRUPO FINANCIERO GALICIA-ADR 0.06%
HANA FINANCIAL GROUP 0.06%
HARVEY NORMAN HOLDINGS LTD 0.06%
INNOGY SE 0.06%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.06%
KEC INTERNATIONAL LTD 0.06%
KERRY PROPERTIES LTD 0.06%
LIBERTY MEDIA COR-SIRIUSXM A 0.06%
LUKOIL PJSC-SPON ADR 0.06%
MICROSOFT CORP 01.5500 08/08/2021 0.06%
ORACLE CORPORATION 02.2500 10/08/2019 0.06%
REALOGY HOLDINGS CORP 0.06%
RICHTER GEDEON NYRT 0.06%
RIO TINTO PLC 0.06%
STACR 2015-DNA3 M2 04.4021 04/25/2028 0.06%
SUNNY OPTICAL TECH 0.06%
SWEDISH MATCH AB 0.06%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.06%
VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 0.06%
WALMART DE MEXICO SAB DE CV 0.06%
ALTRIA GROUP INC 02.6250 01/14/2020 0.05%
APARTMENT INVT & MGMT CO -A 0.05%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.05%
ASSURED GUARANTY LTD 0.05%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.05%
CALTEX AUSTRALIA LTD 0.05%
CANVEST ENVIRONMENTAL PROTEC 0.05%
CAS 2015-C04 1M2 07.2521 04/25/2028 0.05%
CHINASOFT INTERNATIONAL LTD 0.05%
CITIGROUP INC 03.8870 01/10/2028 0.05%
COLONY NORTHSTAR INC-CLASS A 0.05%
COMM 2014-UBS6 C 04.4646 12/10/2047 0.05%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.05%
DAI NIPPON PRINTING CO LTD 0.05%
DEWAN HOUSING FINANCE CORP 0.05%
DUBAI ISLAMIC BANK 0.05%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.05%
ENERGY TRANSFER PARTNERS 06.6250 12/31/2049 0.05%
FLEURY SA 0.05%
FNMA FN30 AS5722 03.5000 09/01/2045 0.05%
FNMA FN30 AS7003 03.0000 04/01/2046 0.05%
FNMA FN30 BC2733 03.0000 05/01/2046 0.05%
FOREST CITY REALTY TRUST- A 0.05%
FORMOSA PLASTICS CORP 0.05%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.05%
GRUMA S.A.B.-B 0.05%
GRUPO SUPERVIELLE SA-SP ADR 0.05%
HIGHWOODS PROPERTIES INC 0.05%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.05%
HINDALCO INDUSTRIES LTD 0.05%
HSBC CAP FUNDING USD P/P 144A 10.1760 12/29/2049 0.05%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.05%
ING LIFE INS KOREA 0.05%
IOCHPE-MAXION S.A. 0.05%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.05%
JUBILANT FOODWORKS LTD 0.05%
KOREA ZINC CO LTD 0.05%
KURARAY CO LTD 0.05%
LIBERTY PROPERTY TRUST 0.05%
MEDIPAL HOLDINGS CORP 0.05%
MEGACABLE HOLDINGS-CPO 0.05%
MORGAN STANLEY 03.6250 01/20/2027 0.05%
MRV ENGENHARIA 0.05%
NEWS CORP - CLASS A 0.05%
NISSAN MOTOR CO LTD 0.05%
OTSUKA CORP 0.05%
POSCO 0.05%
POYA INTERNATIONAL CO LTD 0.05%
ROCKWELL AUTOMATION INC 0.05%
RUSSIAN FEDERATION P/P 144A 05.6250 04/04/2042 0.05%
SERVICE CORP INTERNATIONAL 0.05%
SERVICEMASTER GLOBAL HOLDING 0.05%
SKIPPER LTD 0.05%
STARWOOD PROPERTY TRUST INC 0.05%
SUMITOMO MITSUI TRUST HOLDIN 0.05%
TORCHMARK CORP 0.05%
TRIMBLE INC 0.05%
UNIFIN FINANCIERA SAB DE CV 0.05%
VESTAS WIND SYSTEMS A/S 0.05%
X 5 RETAIL GROUP NV-REGS GDR 0.05%
AMERICAN FINANCIAL GROUP INC 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 03.6500 02/01/2026 0.04%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.04%
APPLE HOSPITALITY REIT INC 0.04%
ASPEN PHARMACARE HOLDINGS LT 0.04%
AT&T INC 04.2500 03/01/2027 0.04%
BANK OF AMERICA CORP 02.0000 01/11/2018 0.04%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.04%
BASSO INDUSTRY CORP 0.04%
BT GROUP PLC 0.04%
CARTERS INC 0.04%
CAS 2016-C03 2M2 07.4521 10/25/2028 0.04%
CDX CDX.NA.IG.29 100.0 12/20/2022 0.04%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.04%
CHIMERA INVESTMENT CORP 0.04%
CHINA CONCH VENTURE HOLDINGS 0.04%
CHINA STATE CONSTRUCTION INT 0.04%
CHINA TRADITIONAL CHINESE ME 0.04%
CHINA WATER AFFAIRS GROUP 0.04%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.04%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.04%
CSAIL 2015-C1 D P/P 144A 03.7980 04/15/2050 0.04%
CSMC 2016-NXSR C 04.3635 12/15/2049 0.04%
CTCI CORP 0.04%
CWALT 2006-OA10 4A1 01.7421 08/25/2046 0.04%
CWALT 2006-OA7 1A2 02.0029 06/25/2046 0.04%
DB INSURANCE CO LTD 0.04%
DGB FINANCIAL GROUP INC 0.04%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.04%
DIXON TECHNOLOGIES INDIA LTD 0.04%
DOMTAR CORP 0.04%
ELITE MATERIAL CO LTD 0.04%
EMIN RUSSELL 2000 MAR18 RTYH8 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
FNMA FN30 TBA 04.0000 02/01/2048 0.04%
FORD MOTOR CO 0.04%
FORTESCUE METALS GROUP LTD 0.04%
FU SHOU YUAN INTERNATIONAL 0.04%
GAMING AND LEISURE PROPERTIE 0.04%
GE CAP INTL FUNDING USD 02.3420 11/15/2020 0.04%
GRAPE KING BIO LTD 0.04%
HDFC BANK LIMITED 0.04%
HITACHI CHEMICAL CO LTD 0.04%
HSBC HOLDINGS PLC 0.04%
JTEKT CORP 0.04%
KWG PROPERTY HOLDING LTD 0.04%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.04%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.04%
MITSUBISHI GAS CHEMICAL CO 0.04%
MOLSON COORS 01.9000 03/15/2019 0.04%
MOTA ENGIL SGPS SA 0.04%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.04%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.04%
NCSOFT CORP 0.04%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 0.04%
OGE ENERGY CORP 0.04%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.04%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.04%
PFIZER INC 01.7000 12/15/2019 0.04%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.04%
QUALICORP SA 0.04%
RANDSTAD HOLDING NV 0.04%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.04%
RTL GROUP 0.04%
SAMSUNG ELECTRONICS-PREF 0.04%
SER EDUCACIONAL SA 0.04%
SHANGHAI INTL AIRPORT CO LTD 144A REGS WARRANT 05/07/2018 0.04%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.04%
SPORTON INTERNATIONAL INC 0.04%
SPST 2017-LD1 A 02.3521 11/25/2050 0.04%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.04%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.04%
SYNOVUS FINANCIAL CORP 0.04%
TAIWAN DOLLAR CALL ACCOUNT 0.04%
TAL EDUCATION GROUP- ADR 0.04%
TCF FINANCIAL CORP 0.04%
TELECOM ARGENTINA SA-SP ADR 0.04%
TELEKOMUNIKASI INDONESIA PER 0.04%
TORO CO 0.04%
UBS GROUP FUNDIN P/P 144A 03.0000 04/15/2021 0.04%
UNILEVER NV-CVA 0.04%
VOESTALPINE AG 0.04%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.04%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.04%
WFRBS 2014-C22 XA IO 00.9107 09/15/2057 0.04%
XINYI GLASS HOLDINGS LTD 0.04%
YANDEX NV-A 0.04%
ZEBRA TECHNOLOGIES CORP-CL A 0.04%
ABBVIE INC 02.5000 05/14/2020 0.03%
AERCAP HOLDINGS NV 0.03%
AIA GROUP LTD 0.03%
ALTRIA GROUP INC 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 INC 04.2500 02/09/2047 0.03%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.03%
BANDAI NAMCO HOLDINGS INC 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%
BGC PARTNERS INC-CL A 0.03%
BIM BIRLESIK MAGAZALAR AS 0.03%
BPCE SA P/P 144A 04.5000 03/15/2025 0.03%
BRANDYWINE REALTY TRUST 0.03%
BRDCOM CRP / FIN P/P 144A 03.8750 01/15/2027 0.03%
BRUKER CORP 0.03%
CASETEK HOLDINGS LTD 0.03%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.03%
CHINA AOYUAN PROPERTY GROUP 0.03%
CITIGROUP INC 02.6500 10/26/2020 0.03%
CMLTI 2005-2 1A2A 03.5329 05/25/2035 0.03%
COMMERZBANK AG P/P 144A 08.1250 09/19/2023 0.03%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.03%
CORELOGIC INC 0.03%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.03%
CROWN CASTLE INTL CORP. 05.2500 01/15/2023 0.03%
CVS HEALTH CORP 02.2500 12/05/2018 0.03%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.03%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.03%
DOLBY LABORATORIES INC-CL A 0.03%
EBAY INC 0.03%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.03%
FNMA FN30 AS7154 03.0000 05/01/2046 0.03%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.03%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.03%
GENTING BHD 0.03%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.03%
GNMA GII30 635063 04.0000 03/20/2046 0.03%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.03%
GOURMET MASTER CO LTD 0.03%
HONEYWELL INTERNATIONAL INC 0.03%
HUDSON PACIFIC PROPERTIES IN 0.03%
HYATT HOTELS CORP - CL A 0.03%
HYUNDAI MARINE 0.03%
INDIAN OIL CORPORATION LTD 0.03%
INTL CONSOLIDATED AIRLINE-DI 0.03%
JIANGSU NHWA PHARMACEUTICAL CO LTD 144A REGS WARRANT 06/22/2 0.03%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.03%
JPMCC 2012-C6 E P/P 144A 05.1358 05/15/2045 0.03%
JPMCC 2013-LC11 X IO 01.3400 04/15/2046 0.03%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.03%
JUMBO SA 0.03%
KAJIMA CORP 0.03%
KEYCORP 02.3000 12/13/2018 0.03%
LEAR CORP 03.8000 09/15/2027 0.03%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.03%
LNSTR 2015-3 B P/P 144A 03.1131 04/20/2048 0.03%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.03%
MAPFRE SA 0.03%
MERCK & CO. INC. 01.3000 05/18/2018 0.03%
MORGAN STANLEY 02.6500 01/27/2020 0.03%
NAMESON HOLDINGS LTD 0.03%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.03%
NEWELL BRANDS INC 04.2000 04/01/2026 0.03%
NINE DRAGONS PAPER HOLDINGS 0.03%
NOMURA REAL ESTATE HOLDINGS 0.03%
NORFOLK SOUTHERN CORP 0.03%
NOVATEK OAO-SPONS GDR REG S 0.03%
OUTFRONT MEDIA INC 0.03%
PADINI HOLDINGS BERHAD 0.03%
PAMPA ENERGIA SA-SPON ADR 0.03%
PC JEWELLER LTD 0.03%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.03%
PUGET SOUND ENERGY INC 04.0106 06/01/2067 0.03%
QINGDAO HAIER CO LTD 144A/REGS WARRANT 09/24/2018 0.03%
RAYMOND JAMES FINANCIAL INC 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%
ROBINSONS RETAIL HOLDINGS IN 0.03%
ROYAL BANK OF CANADA USD 02.2000 07/27/2018 0.03%
RUSHYDRO PJSC-ADR 0.03%
SAMI 2007-AR7 1A1 02.4021 05/25/2047 0.03%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.03%
SHRIRAM TRANSPORT FINANCE 0.03%
SOGOU INC-ADR 0.03%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.03%
STACR 2014-HQ3 M3 06.3021 10/25/2024 0.03%
STACR 2015-DNA2 M2 04.1521 12/25/2027 0.03%
STEEL DYNAMICS INC P/P 144A 04.1250 09/15/2025 0.03%
SUZUKI MOTOR CORP 0.03%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.03%
TIM PARTICIPACOES SA-ADR 0.03%
TIME WARNER INC 03.8000 02/15/2027 0.03%
TONGHUA DONGBAO PHARMA WARRANT 11/12/2018 0.03%
TOYOTA MOTOR CREDIT CORP 01.5500 07/13/2018 0.03%
TURKCELL ILETISI 0.03%
UNITED CO RUSAL PLC 0.03%
VECTREN CORP 0.03%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.03%
WAMU 2005-AR12 1A8 03.2130 10/25/2035 0.03%
WFRBS 2011-C2 D P/P 144A 05.6525 02/15/2044 0.03%
WFRBS 2011-C3 D P/P 144A 05.6402 03/15/2044 0.03%
YUE YUEN INDUS 0.03%
ADS INC P/P 144A 05.6250 11/15/2024 0.02%
AES CORP/VA 05.1250 09/01/2027 0.02%
AES CORP/VA 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%
ALLERGAN FUNDING SCS USD 02.3500 03/12/2018 0.02%
ALLERGAN PLC 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%
ALTRIA GROUP INC 02.8500 08/09/2022 0.02%
AMAZON.COM INC P/P 144A 03.1500 08/22/2027 0.02%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.02%
AMERICAN EXPRESS COMPANY 07.0000 03/19/2018 0.02%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.02%
AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 0.02%
AMERICAN TOWER CORP 04.0000 06/01/2025 0.02%
APPLE INC 02.0000 05/06/2020 0.02%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.02%
ASHLAND GLOBAL HOLDINGS INC 0.02%
ASTRAZENECA PLC 0.02%
AT&T INC 05.8000 02/15/2019 0.02%
AUSNET SERVICES 0.02%
AUTOMATIC DATA PROCESSING 0.02%
BAE SYSTEMS PLC 0.02%
BALOISE HOLDING AG - REG 0.02%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.02%
BANK OF MONTREAL 0.02%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.02%
BCE INC 0.02%
BERKSHIRE HATHAWAY INC-CL B 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 03.2521 10/25/2027 0.02%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.02%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.02%
BRAND ENERGY TL L+425 05.6150 06/21/2024 0.02%
BRIDGESTONE CORP 0.02%
BROADCOM CRP / CAYM P/P 144A 03.5000 01/15/2028 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
CANADIAN TIRE CORP-CLASS A 0.02%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.02%
CARLSBERG AS-B 0.02%
CAS 2014-C02 1M2 04.1521 05/25/2024 0.02%
CBS CORP 02.9000 01/15/2027 0.02%
CBS CORP-CLASS B NON VOTING 0.02%
CELANESE CORP-SERIES A 0.02%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.02%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.02%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.02%
CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 0.02%
CFCRE 2011-C2 E P/P 144A 05.7536 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%
CHRISTIAN DIOR SE 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%
CME GROUP INC 0.02%
COCA-COLA HBC AG-DI 0.02%
COMCAST CORP 03.9690 11/01/2047 0.02%
COMM 2010-C1 D P/P 144A 06.1248 07/10/2046 0.02%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.02%
CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 0.02%
CRANE CO 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 0.02%
CVS HEALTH CORP 04.7500 12/01/2022 0.02%
CWALT 2005-59 1A1 01.8311 11/20/2035 0.02%
DAIWA SECURITIES GROUP INC 0.02%
DASSAULT AVIATION SA 0.02%
DEUTSCHE LUFTHANSA-REG 0.02%
DISTRIBUIDORA INTERNACIONAL 0.02%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.02%
DUKE ENERGY CORP 03.1500 08/15/2027 0.02%
ECOLAB INC 02.7000 11/01/2026 0.02%
EDP FINANCE BV P/P 144A 05.2500 01/14/2021 0.02%
ENBRIDGE INC USD 04.2500 12/01/2026 0.02%
EQT CORP 03.9000 10/01/2027 0.02%
EQUITY COMMONWEALTH 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%
FIDELITY NATIONAL INFO SERV 0.02%
FIRSTENERGY CORP 04.2500 03/15/2023 0.02%
FUJIFILM HOLDINGS CORP 0.02%
FUJITSU LTD 0.02%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.02%
GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 0.02%
GENERAL DYNAMICS CORP 0.02%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.02%
GNR 2015-H25 BI IO 02.0896 10/20/2065 0.02%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.02%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.02%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.02%
GOLDMAN SACHS GROUP INC 02.3750 01/22/2018 0.02%
GRUPO TELEVISA SAB USD 06.6250 01/15/2040 0.02%
GSMS 2013-GC12 D P/P 144A 04.4423 06/10/2046 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%
HILTON GRAND VACATIONS 0.02%
HOST HOTELS & RESORTS 05.2500 03/15/2022 0.02%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.02%
IBERDROLA SA 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%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JAPAN AIRLINES CO LTD 0.02%
JOHNSON & JOHNSON 05.1500 07/15/2018 0.02%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.02%
JPMBB 2013-C14 C 04.5688 08/15/2046 0.02%
JPMCC 2012-C8 D P/P 144A 04.6540 10/15/2045 0.02%
KEI INDUSTRIES LTD 0.02%
KELLOGG CO 03.2500 04/01/2026 0.02%
KINDER MORGAN INC 03.1500 01/15/2023 0.02%
KRAFT HEINZ FOODS CO 06.8750 01/26/2039 0.02%
LAGARDERE SCA 0.02%
LBMLT 2004-1 A2 02.3521 02/25/2034 0.02%
LEGAL & GENERAL GROUP PLC 0.02%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.02%
LIBERTY EXPEDIA HOLD-A 0.02%
LLOYDS BANKING GROUP PLC 0.02%
LOBLAW COMPANIES LTD 0.02%
LOMA NEGRA CIA IND-SPON ADR 0.02%
MASTEC INC 04.8750 03/15/2023 0.02%
MAZDA MOTOR CORP 0.02%
MCDONALD'S HOLDINGS CO JAPAN 0.02%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.02%
MFA FINANCIAL INC 0.02%
MICROSOFT CORP 03.3000 02/06/2027 0.02%
MONDI PLC 0.02%
MORGAN STANLEY 04.3750 01/22/2047 0.02%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.02%
MSBAM 2014-C17 C 04.4512 08/15/2047 0.02%
MTW FOODSERVICE ESCR 09.5000 02/15/2024 0.02%
NATIONAL AUSTRALIA B P/P 144A 02.2261 12/09/2019 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%
NISOURCE INC 0.02%
NORDEA BANK AB 0.02%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.02%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.02%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.02%
OMNICOM GROUP INC 03.6000 04/15/2026 0.02%
OSHKOSH CORP 0.02%
OSHKOSH CORP 05.3750 03/01/2025 0.02%
PARTNERS GROUP HOLDING AG 0.02%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.02%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.02%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.02%
PETROLEO BRASILEIRO-SPON ADR 0.02%
PLATFORM SPECIALTY P/P 144A 05.8750 12/01/2025 0.02%
PNC BANK NA 02.0000 05/19/2020 0.02%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.02%
PREMIER INC-CLASS A 0.02%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.02%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.02%
REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 0.02%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.02%
REP OF INDONESIA P/P 144A 05.2500 01/17/2042 0.02%
REYNOLDS GRP ISS/REY P/P 144A 04.8592 07/15/2021 0.02%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.02%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.02%
ROYAL BK SCOTLND USD 04.7000 07/03/2018 0.02%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.02%
SAFRAN SA 0.02%
SENIOR HOUSING PROP TRUST 0.02%
SERVICE CORP INTL 05.3750 05/15/2024 0.02%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.02%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.02%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 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%
SPST 2017-1 A 02.4521 02/25/2049 0.02%
STACR 2016-DNA2 M2 03.7521 10/25/2028 0.02%
STACR 2016-HQA2 M3 06.7021 11/25/2028 0.02%
STATOIL ASA USD 02.9000 11/08/2020 0.02%
SWISS LIFE HOLDING AG-REG 0.02%
T-MOBILE USA INC 06.6250 04/01/2023 0.02%
TELECOM ITALIA SPA P/P 144A 05.3030 05/30/2024 0.02%
TENNECO INC 05.3750 12/15/2024 0.02%
THALES SA 0.02%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 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%
UBSBB 2012-C4 XA IO P/P 144A 01.6562 12/10/2045 0.02%
UNITED OVERSEAS BANK LTD 0.02%
UPM-KYMMENE OYJ 0.02%
USD/MXN CALL 21.50 20180531 BCAP-FX 0.02%
VERIZON COMM 04.5220 09/15/2048 0.02%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.02%
VIEWORKS CO LTD 0.02%
WAMU 2004-AR12 A2B 02.0121 10/25/2044 0.02%
WAMU 2005-AR11 A1B3 01.9521 08/25/2045 0.02%
WASKITA BETON PRECAST TBK PT 0.02%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.02%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 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 04.2910 07/15/2046 0.02%
WFRBS 2011-C5 E P/P 144A 05.6716 11/15/2044 0.02%
WFRBS 2014-C24 XA IO 00.9517 11/15/2047 0.02%
WHARF REAL ESTATE INVESTMENT 0.02%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 0.02%
WOODSIDE PETROLEUM LTD 0.02%
WP CAREY INC 0.02%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.02%
YANGZIJIANG SHIPBUILDING 0.02%
ZOETIS INC 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%
AES CORP/VA 07.3750 07/01/2021 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%
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 05.0000 10/01/2024 0.01%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.01%
ALTABA INC 0.01%
ALTRIA GROUP INC 04.0000 01/31/2024 0.01%
AMAG PHARMA INC P/P 144A 07.8750 09/01/2023 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMC ENT HOLDIN 06.1250 05/15/2027 0.01%
AMERICA MOVIL SAB DE USD 06.1250 03/30/2040 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%
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 07.5000 10/15/2039 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%
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%
AUD/USD 01/17/2018 UBS 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-EXIT L+475 06.2270 11/09/2024 0.01%
AXA SA P/P 144A 06.3790 12/29/2049 0.01%
AXA SA P/P 144A 06.4630 12/29/2049 0.01%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.01%
BAKER HUGHES A GE CO 0.01%
BARCLAYS PLC USD 04.8360 05/09/2028 0.01%
BEACON ESCROW CORP P/P 144A 04.8750 11/01/2025 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 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%
BLUE CUBE SPINCO INC 09.7500 10/15/2023 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BOC HONG KONG HOLDINGS LTD 0.01%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 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%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.01%
BROOKFIELD RESID P/P 144A 06.5000 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 05.2790 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%
CAE INC 0.01%
CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 0.01%
CALIFORNIA RESOURC TL L+475 06.2408 11/17/2022 0.01%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.01%
CALPINE CORP 05.7500 01/15/2025 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%
CAS 2015-C01 1M2 05.8521 02/25/2025 0.01%
CAS 2015-C02 1M2 05.5521 05/25/2025 0.01%
CAS 2015-C03 2M2 06.5521 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%
CENOVUS ENERGY INC. USD 04.2500 04/15/2027 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 HLDG I/CA P/P 144A 05.1250 12/15/2021 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 01.8138 09/10/2045 0.01%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.01%
CGCMT 2014-GC21 X IO 01.2391 05/10/2047 0.01%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.01%
CHEMOURS CO 05.3750 05/15/2027 0.01%
CHEMOURS CO 06.6250 05/15/2023 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.01%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.01%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.01%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.01%
CHS/COMMUNITY HEALTH SYS 07.1250 07/15/2020 0.01%
CIGNA CORP 04.5000 03/15/2021 0.01%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.01%
CIT GROUP INC. 05.0000 08/15/2022 0.01%
CITIGROUP INC 03.6680 07/24/2028 0.01%
CITIGROUP INC 04.4500 09/29/2027 0.01%
CITIGROUP INC 04.7500 05/18/2046 0.01%
CITIGROUP INC 05.5000 09/13/2025 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
COCA-COLA CO/THE 02.2500 09/01/2026 0.01%
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 01.1264 08/10/2050 0.01%
COMM 2013-CR13 AM 04.4490 11/12/2046 0.01%
COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 0.01%
COMM 2014-CR17 XA IO 01.1275 05/10/2047 0.01%
COMM 2014-CR18 C 04.7347 07/15/2047 0.01%
COMM 2014-UBS6 XA IO 01.0193 12/10/2047 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%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.01%
CORNING INC 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 04.8750 04/15/2022 0.01%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.01%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.01%
CSX CORP 04.1000 03/15/2044 0.01%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.01%
CWALT 2005-27 1A1 01.8233 08/25/2035 0.01%
CWCI 2007-C3 AJ 05.8394 05/15/2046 0.01%
DAIMLER AG-REGISTERED SHARES 0.01%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.01%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.01%
DEERE & COMPANY 02.6000 06/08/2022 0.01%
DELIVERY HERO AG 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DEUTSCHE TELEKOM AG-REG 0.01%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.01%
DIAGEO PLC 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%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.01%
DYNEGY INC 07.3750 11/01/2022 0.01%
DYNEGY INC P/P 144A 08.1250 01/30/2026 0.01%
E.I. DU PONT DE NEMOURS 01.9068 05/01/2020 0.01%
E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 0.01%
EASTMAN CHEMICAL CO 03.8000 03/15/2025 0.01%
ECOLAB INC 0.01%
ELDORADO RESORTS INC 07.0000 08/01/2023 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 LP 06.1250 12/15/2045 0.01%
ENGIE 0.01%
ENI SPA 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%
EUTELSAT COMMUNICATIONS 0.01%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.01%
EXPEDIA INC 05.0000 02/15/2026 0.01%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.01%
FHR 3829 AS IO 05.4730 03/15/2041 0.01%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.01%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.01%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.01%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.01%
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%
FORTERRA TL L+300 04.5690 10/25/2023 0.01%
FRAC TECH INTL TLB L+475 06.3190 04/16/2021 0.01%
FRAPORT AG FRANKFURT AIRPORT 0.01%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
FRONTIER COMM 10.5000 09/15/2022 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%
GAS NATURAL SDG SA 0.01%
GEN MOTORS FIN 03.2500 05/15/2018 0.01%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.01%
GENERAL ELECTRIC CO 04.5000 03/11/2044 0.01%
GENON AMERICAS GENR LLC 08.5000 10/01/2021 0.01%
GLP CAP LP / FIN II 04.8750 11/01/2020 0.01%
GMAC CAPITAL TRUST I PCT 07.2008 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 04.5489 06/20/2043 0.01%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.01%
GNR 2015-H24 BI IO 01.6128 08/20/2065 0.01%
GNR 2015-H26 EI IO 01.7177 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%
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%
GREAT PLAINS ENERGY INC 0.01%
GRUPO BIMBO SAB P/P 144A 03.8750 06/27/2024 0.01%
GSMS 2011-GC5 C P/P 144A 05.3984 08/10/2044 0.01%
GSMS 2012-GC6 D P/P 144A 05.6521 01/10/2045 0.01%
GSMS 2013-GC10 D P/P 144A 04.4123 02/10/2046 0.01%
GSMS 2013-GC10 XA IO 01.5573 02/10/2046 0.01%
GSMS 2014-GC22 XA IO 01.0212 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 05.0000 03/15/2024 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HCP INC 04.2500 11/15/2023 0.01%
HEALTHCARE REALTY TRUST INC 03.8750 05/01/2025 0.01%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.01%
HITACHI METALS LTD 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 P/P 144A 03.8120 11/21/2047 0.01%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.01%
HSBC FINANCE CORP 06.6760 01/15/2021 0.01%
HUB INTL LTD P/P 144A 07.8750 10/01/2021 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%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.01%
INDIAN RUPEE CALL ACCOUNT 0.01%
INDONESIAN RUPIAH CALL ACCOUNT 0.01%
INFOR US INC 06.5000 05/15/2022 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 P/P 144A 03.7000 09/01/2024 0.01%
ISS A/S 0.01%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.01%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.01%
JAPAN POST BANK CO LTD 0.01%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.01%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.01%
JM SMUCKER CO/THE 0.01%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.01%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.01%
JPMBB 2013-C17 XA IO 00.8588 01/15/2047 0.01%
JPMCC 2005-LDP5 F 05.6995 12/15/2044 0.01%
JPMCC 2012-C8 C P/P 144A 04.6059 10/15/2045 0.01%
JPMCC 2012-LC9 D P/P 144A 04.3718 12/15/2047 0.01%
JPMCC 2012-LC9 E P/P 144A 04.3718 12/15/2047 0.01%
JPMORGAN CHASE & CO 05.1500 12/29/2049 0.01%
KCA DEUTAG TL L+525 07.1959 05/16/2020 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%
KONINKLIJKE PHILIPS NV 0.01%
KRAFT HEINZ FOODS CO 02.2298 08/10/2022 0.01%
KRAFT HEINZ FOODS CO 06.5000 02/09/2040 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
KRATON POLYMERS P/P 144A 10.5000 04/15/2023 0.01%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.01%
LENNAR CORP 04.7500 11/15/2022 0.01%
LIONS GATE ENT P/P 144A 05.8750 11/01/2024 0.01%
LLOYDS BANKING GROUP P/P 144A 06.6570 12/29/2049 0.01%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.01%
LLOYDS BANKING GROUP USD 05.3000 12/01/2045 0.01%
LOUISIANA-PACIFIC CORP 04.8750 09/15/2024 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
LVMH MOET HENNESSY LOUIS VUI 0.01%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.01%
MASONITE INTL C P/P 144A 05.6250 03/15/2023 0.01%
MASSMART HOLDINGS LTD 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%
MCDONALD'S CORP 05.7000 02/01/2039 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCER INTL INC P/P 144A 05.5000 01/15/2026 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MERCK & CO INC 03.7000 02/10/2045 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%
MICRON TECH INC P/P 144A 05.2500 01/15/2024 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%
MITSUBISHI MATERIALS CORP 0.01%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.01%
MIXI INC 0.01%
MLMI 2005-A2 A2 03.0407 02/25/2035 0.01%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.01%
MOODY'S CORPORATION P/P 144A 03.2500 01/15/2028 0.01%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.01%
MSAC 2004-HE6 M1 02.3771 08/25/2034 0.01%
MSBAM 2014-C17 XA IO 01.2324 08/15/2047 0.01%
MSC 2011-C3 D P/P 144A 05.1549 07/15/2049 0.01%
NATIONAL BANK OF CANADA 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NCHET 2003-4 M1 02.6771 10/25/2033 0.01%
NEIMAN MARCUS TL L+325 04.6418 10/25/2020 0.01%
NETAPP INC 0.01%
NETFLIX INC P/P 144A 04.8750 04/15/2028 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%
NH FOODS LTD 0.01%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 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 04.8750 06/01/2024 0.01%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.01%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 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%
O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
OMV AG 0.01%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.01%
OPEN TEXT CORP 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%
P G & E CORP 0.01%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.01%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.01%
PAYCHEX INC 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%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.01%
PETROBRAS GLOBAL FIN P/P 144A 05.9990 01/27/2028 0.01%
PETROLEO BRASIL-SP PREF ADR 0.01%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.01%
PETROLEOS MEXICANOS USD 05.6250 01/23/2046 0.01%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.01%
PFIZER INC 03.0000 12/15/2026 0.01%
PHILLIPS 66 0.01%
PHILLIPS 66 PARTNERS LP 03.7500 03/01/2028 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
PPSI 2004-WCW2 M3 02.6021 10/25/2034 0.01%
PRECISION DRILLING CORP USD 07.7500 12/15/2023 0.01%
PRICELINE GROUP INC/THE 0.01%
PRICELINE GROUP INC/THE 03.6500 03/15/2025 0.01%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 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%
PROXIMUS 0.01%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.01%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.01%
PRUDENTIAL FINANCIAL INC 08.8750 06/15/2038 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 0.01%
REVLON CONS TLB L+350 05.0690 09/07/2023 0.01%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.01%
REYNOLDS GRP ISS/REY P/P 144A 07.0000 07/15/2024 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%
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 07.5000 12/29/2049 0.01%
S&P GLOBAL INC 02.9500 01/22/2027 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%
SANTANDER ISSUANCES USD 05.1790 11/19/2025 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 01.7121 04/25/2036 0.01%
SBERBANK (SB CAP SA) P/P 144A 06.1250 02/07/2022 0.01%
SCHAEFFLER VERWA P/P 144A 04.7500 09/15/2026 0.01%
SCIENTIFIC GAMES INT P/P 144A 07.0000 01/01/2022 0.01%
SEMGROUP CORP P/P 144A 06.3750 03/15/2025 0.01%
SERVICE CORP INTL 04.6250 12/15/2027 0.01%
SERVICE CORP INTL 05.3750 01/15/2022 0.01%
SESI LLC P/P 144A 07.7500 09/15/2024 0.01%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.01%
SFR GROUP SA P/P 144A 06.0000 05/15/2022 0.01%
SFR GROUP SA P/P 144A 07.3750 05/01/2026 0.01%
SHELF DRILL HOLD LTD P/P 144A 09.5000 11/02/2020 0.01%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 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%
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%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.01%
STACR 2016-DNA2 M3 06.2021 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%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.01%
T-MOBILE USA INC 05.3750 04/15/2027 0.01%
T-MOBILE USA INC 06.1250 01/15/2022 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%
TELEFONICA EMISIONES SAU USD 07.0450 06/20/2036 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 P/P 144A 05.6250 05/01/2025 0.01%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.01%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.01%
TIME WARNER INC 02.9500 07/15/2026 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TOKYO ELECTRON LTD 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%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.01%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.01%
UBS GROUP AG REGS 06.8750 12/29/2049 0.01%
UBSBB 2012-C3 C P/P 144A 05.0417 08/10/2049 0.01%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.01%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.01%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.01%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.01%
UNITEDHEALTH GROUP INC 06.0000 02/15/2018 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%
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 09.0000 12/15/2025 0.01%
VALERO ENERGY PARTNERS 04.3750 12/15/2026 0.01%
VANTIV INC - CL A 0.01%
VENATOR FIN SARL/VEN P/P 144A 05.7500 07/15/2025 0.01%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.01%
VIACOM INC 04.5000 03/01/2021 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
VNESHECONOMBANK P/P 144A 05.9420 11/21/2023 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%
VOYA FINANCIAL INC 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 02.5121 07/25/2045 0.01%
WAMU 2007-HY2 1A1 03.1630 12/25/2036 0.01%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.01%
WBCMT 2005-C21 D 05.2911 10/15/2044 0.01%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.01%
WEEKLEY HOMES LLC 06.0000 02/01/2023 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%
WFCM 2013-LC12 AS 04.2910 07/15/2046 0.01%
WFCM 2013-LC12 C 04.2910 07/15/2046 0.01%
WFCM 2014-LC16 XA IO 01.3653 08/15/2050 0.01%
WFCM 2016-LC25 XA IO 01.0856 12/15/2059 0.01%
WFRBS 2011-C5 C P/P 144A 05.6716 11/15/2044 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.5814 12/15/2045 0.01%
WFRBS 2012-C9 XA IO P/P 144A 01.9618 11/15/2045 0.01%
WFRBS 2012-C9 XB IO P/P 144A 00.6970 11/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
WFRBS 2013-C15 C 04.4811 08/15/2046 0.01%
WFRBS 2013-C15 D P/P 144A 04.4811 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%
WHARF HOLDINGS LTD 0.01%
WHITING PETROLEUM C P/P 144A 06.6250 01/15/2026 0.01%
WILLIAMS PARTNERS L.P. 04.8750 03/15/2024 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%
WPX ENERGY INC 06.0000 01/15/2022 0.01%
WPX ENERGY INC 07.5000 08/01/2020 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 WORLDWIDE CORP 05.6250 03/01/2021 0.01%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.01%
XIABUXIABU CATERING 0.01%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.01%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
2.10 R ISWP FWD US0003M P 03/21/2020 0.00%
2.30 R ISWP FWD US0003M P 03/21/2023 0.00%
2.45 R ISWP FWD US0003M P 03/21/2028 0.00%
2.55 R ISWP FWD US0003M P 03/21/2048 0.00%
A SCHULMAN INC 06.8750 06/01/2023 0.00%
ABBVIE INC 03.6000 05/14/2025 0.00%
ACC CLAIMS HOLDING LLC CLASS A 0.00%
AGRIUM INC USD 05.2500 01/15/2045 0.00%
AK STEEL CORP 06.3750 10/15/2025 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.00%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.00%
ALLERGAN FUNDING SCS USD 04.7500 03/15/2045 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
ALLY FINANCIAL INC 08.0000 12/31/2018 0.00%
ALTRIA GROUP INC 09.2500 08/06/2019 0.00%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.00%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.00%
AMERICAN HOME 4 RENT 0.00%
ANTERO RESOURCES 05.3750 11/01/2021 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
APACHE CORP 05.1000 09/01/2040 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%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.00%
ASPEN INSURANCE HOLDINGS LTD 0.00%
AUD/USD 01/17/2018 BCAP-FX 0.00%
AUD/USD 01/17/2018 GSFX 0.00%
AUD/USD 01/17/2018 JPMCB 0.00%
AUD/USD 01/17/2018 RBSF 0.00%
AUD/USD 01/17/2018 SSBT 0.00%
AUSTRALIAN DOLLAR ACCOUNT 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2019 0.00%
BACM 2004-4 XC IO P/P 144A 00.0510 07/10/2042 0.00%
BACM 2004-5 XC IO P/P 144A 00.4301 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 00.4115 01/15/2049 0.00%
BACM 2007-5 XW IO P/P 144A 00.0467 02/10/2051 0.00%
BANK LEUMI LE-ISRAEL 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%
BAXTER INTERNATIONAL INC 0.00%
BAYTEX ENERGY CORP P/P 144A 05.1250 06/01/2021 0.00%
BELDEN INC P/P 144A 05.2500 07/15/2024 0.00%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.00%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
BIO-RAD LABORATORIES-A 0.00%
BIOSCRIP INC 08.8750 02/15/2021 0.00%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.00%
BON-TON DEPT STORES 08.0000 06/15/2021 0.00%
BOYD GAMING CORP 06.3750 04/01/2026 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
BRAZILIAN REAL CALL ACCOUNT 0.00%
BRL/USD 01/03/2018 CITI 0.00%
BRL/USD 04/03/2018 CITI 0.00%
BRL/USD 04/03/2018 GSFX 0.00%
BROADRIDGE FINANCIAL SOLUTIO 0.00%
BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.3351 12/11/2038 0.00%
BSCMS 2006-PW11 C P/P 144A 05.2790 03/11/2039 0.00%
BURLINGTN NORTH SANTA FE 05.4000 06/01/2041 0.00%
BURLINGTN NORTH SANTA FE 05.7500 05/01/2040 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 01/17/2018 BANKAM 0.00%
CAD/USD 01/17/2018 BCAP-FX 0.00%
CAD/USD 01/17/2018 GSFX 0.00%
CAD/USD 01/17/2018 JPMCB 0.00%
CAD/USD 01/17/2018 RBSF 0.00%
CAD/USD 01/17/2018 SSBT 0.00%
CAD/USD 01/17/2018 UBS 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
CALATLANTIC GROUP INC 05.8750 11/15/2024 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%
CANON INC ORD JAPAN 0.00%
CAS 2016-C05 2M1 02.9021 01/25/2029 0.00%
CAS 2016-C06 1M2 05.8021 04/25/2029 0.00%
CBRE SERVICES INC 05.0000 03/15/2023 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 00.5533 12/11/2049 0.00%
CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 0.00%
CECONOMY AG 0.00%
CENTENE CORP 04.7500 01/15/2025 0.00%
CENTURYLINK INC 05.6250 04/01/2020 0.00%
CFCRE 2011-C1 E P/P 144A 06.0785 04/15/2044 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.4836 10/15/2049 0.00%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.00%
CHECK POINT SOFTWARE TECH 0.00%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 06/15/2027 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHF/USD 03/21/2018 BCAP-FX 0.00%
CHF/USD 03/21/2018 JPMCB 0.00%
CINEMARK USA INC 04.8750 06/01/2023 0.00%
CINEMARK USA INC 05.1250 12/15/2022 0.00%
CIT GROUP INC 03.8750 02/19/2019 0.00%
CIT GROUP INC 05.0000 08/01/2023 0.00%
CIT GROUP INC P/P 144A 05.5000 02/15/2019 0.00%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.00%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.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 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-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
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 00.6548 12/10/2046 0.00%
COMMERCEHUB INC-SERIES C 0.00%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.00%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.00%
CONCORDIA INTL P/P 144A 07.0000 04/15/2023 0.00%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.00%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.00%
CONTINENTAL RESOURCES 05.0000 09/15/2022 0.00%
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CPG INTL TL L+375 05.0828 05/05/2024 0.00%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.00%
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CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.00%
CSFB 1998-C1 F P/P 144A 06.0000 05/17/2040 0.00%
CSFB 2003-C3 AX IO P/P 144A 02.0512 05/15/2038 0.00%
CSMC 2007-C1 AX IO P/P 144A 00.6826 02/15/2040 0.00%
CSMC 2007-C2 AX IO P/P 144A 00.0406 01/15/2049 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
DELL TECHNOLOGIES INC-CL V 0.00%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.00%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 05.8750 06/15/2021 0.00%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.00%
DKK/USD 03/21/2018 CITI 0.00%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.00%
DUKE REALTY LP 04.3750 06/15/2022 0.00%
DYNEGY INC 07.6250 11/01/2024 0.00%
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EMPIRE STATE REALTY TRUST-A 0.00%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.00%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.00%
ENERGY TRANSFER EQUITY 05.5000 06/01/2027 0.00%
ENERGY TRANSFER LP 05.2000 02/01/2022 0.00%
ENERGY TRANSFER LP 06.5000 02/01/2042 0.00%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.00%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
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EUR/USD 03/21/2018 CITI 0.00%
EUR/USD 03/21/2018 HSBCB 0.00%
EUR/USD 03/21/2018 JPMCB 0.00%
EUR/USD 03/21/2018 RBSF 0.00%
EUR/USD 03/21/2018 SSBT 0.00%
EUR/USD 03/21/2018 UBS 0.00%
EURONET WORLDWIDE INC 0.00%
FABFURNISH GMBH P/P 0.00%
FEDEX CORP 02.6250 08/01/2022 0.00%
FERRARI NV 0.00%
FHR 1208 F PO 00.0000 02/15/2022 0.00%
FHR 2990 LB 13.1705 06/15/2034 0.00%
FHR 3065 DC 15.4289 03/15/2035 0.00%
FHR 3072 SM 04.2533 11/15/2035 0.00%
FHR 3249 PS 17.4008 12/15/2036 0.00%
FHR 3326 WF 00.0000 10/15/2035 0.00%
FIDELITY NATIONAL INFORM 05.0000 10/15/2025 0.00%
FLR USL3M 6.00 03/07/2018 JP 0.00%
FNMA FN30 935058 04.5000 04/01/2039 0.00%
FNMA FN30 971053 04.5000 02/01/2039 0.00%
FNR 2001-50 BI IO 00.4035 10/25/2041 0.00%
FNR 2001-79 BI IO 00.2928 03/25/2045 0.00%
FNR 2003-34 P1 PO 00.0000 04/25/2043 0.00%
FNR 2005-75 GS 15.5936 08/25/2035 0.00%
FNR 2006-62 PS 30.5872 07/25/2036 0.00%
FNR 2006-8 HP 18.8755 03/25/2036 0.00%
FNR 2007-53 SP 18.5089 06/25/2037 0.00%
FNW 2002-W8 IO1 IO 00.3042 06/25/2042 0.00%
FREEPORT-MCMORAN INC 06.7500 02/01/2022 0.00%
FRESENIUS SE & CO KGAA 0.00%
FRONTIER COMM 11.0000 09/15/2025 0.00%
FTS INTL INC P/P 144A 09.0885 06/15/2020 0.00%
GATES GLOBAL TLB L+300 04.6934 03/31/2024 0.00%
GBP/USD 03/21/2018 BANKAM 0.00%
GBP/USD 03/21/2018 BCAP-FX 0.00%
GBP/USD 03/21/2018 SSBT 0.00%
GBP/USD 03/21/2018 UBS 0.00%
GECMC 2005-C3 XC IO P/P 144A 00.0744 07/10/2045 0.00%
GECMC 2007-C1 XC IO P/P 144A 00.2529 12/10/2049 0.00%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.00%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.00%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.00%
GENON ENERGY INC. 09.8750 10/15/2020 0.00%
GENPACT LTD 0.00%
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GLOBAL FASHION GRP P/P 0.00%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.00%
GMACC 1997-C1 X IO 01.4414 07/15/2029 0.00%
GMACC 2005-C1 X1 IO P/P 144A 00.9822 05/10/2043 0.00%
GNMA GII30 AY2298 04.7000 05/20/2067 0.00%
GNMA GII30 AY4779 04.4940 03/20/2067 0.00%
GNMA GII30 BA7681 04.6220 06/20/2067 0.00%
GNMA GII30 BB0107 04.7000 08/20/2067 0.00%
GNR 2010-103 DI IO 04.5000 12/20/2038 0.00%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.00%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.00%
GNR 2011-18 PI IO 04.5000 08/20/2040 0.00%
GRAHAM HOLDINGS CO-CLASS B 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HALYARD HEALTH INC 06.2500 10/15/2022 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HEICO CORP 0.00%
HESS CORP 07.3000 08/15/2031 0.00%
HKD/USD 02/22/2018 BANKAM 0.00%
HONEYWELL INTERNATIONAL 04.2500 03/01/2021 0.00%
HONG KONG DOLLAR CALL ACCOUNT 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
HOST HOTELS & RESORTS LP 06.0000 10/01/2021 0.00%
HSBC USA INC 03.5000 06/23/2024 0.00%
HUB HLDG LLC/HUB HOL P/P 144A 08.1250 07/15/2019 0.00%
HYATT HOTELS CORP 03.3750 07/15/2023 0.00%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.00%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.00%
INTELSAT CONNECT FIN P/P 144A 12.5000 04/01/2022 0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 0.00%
INTELSAT JACKSON HLDG USD 07.5000 04/01/2021 0.00%
INTELSAT LUXEMB USD 07.7500 06/01/2021 0.00%
INTERCONTINENTAL EXCHANGE IN 0.00%
INVESTOR AB-B SHS 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
ISTAR INC 05.2500 09/15/2022 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
ITRON INC P/P 144A 05.0000 01/15/2026 0.00%
JABIL INC 08.2500 03/15/2018 0.00%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
JAPANESE YEN CALL ACCOUNT 0.00%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.00%
JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 0.00%
JPMCC 05-CB12 X1 IO P/P 144A 00.3760 09/12/2037 0.00%
JPMCC 2006-CB17 X IO 00.6401 12/12/2043 0.00%
JPMCC 2006-LDP8 X IO 00.3075 05/15/2045 0.00%
JPMCC 2007-LDPX X IO 00.1415 01/15/2049 0.00%
JPY/USD 02/22/2018 BCAP-FX 0.00%
JPY/USD 02/22/2018 CITI 0.00%
JPY/USD 02/22/2018 CSI-FX 0.00%
JPY/USD 02/22/2018 GSFX 0.00%
JPY/USD 02/22/2018 HSBCB 0.00%
JPY/USD 02/22/2018 JPMCB 0.00%
JPY/USD 02/22/2018 RBSF 0.00%
JPY/USD 02/22/2018 SSBT 0.00%
JPY/USD 02/22/2018 UBS 0.00%
JPY/USD 02/22/2018 WPAC 0.00%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.00%
KOREAN WON CALL ACCOUNT 0.00%
LAMAR ADVERTISING CO-A 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LANDSTAR SYSTEM INC 0.00%
LBUBS 2005-C2 XCL IO P/P 144A 00.1950 04/15/2040 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 00.3534 11/15/2040 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.4846 09/15/2039 0.00%
LBUBS 2007-C2 XW IO 00.2596 02/15/2040 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%
MCDONALD'S CORP 06.3000 10/15/2037 0.00%
MEDTRONIC INC 04.3750 03/15/2035 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 USD 07.7500 12/01/2022 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
MEZZ 2005-C3 X IO P/P 144A 06.7545 05/15/2044 0.00%
MEZZ 2006-C4 X IO P/P 144A 06.3769 07/15/2045 0.00%
MGM GROWTH/MGM FIN P/P 144A 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%
MILAGRO OIL & GAS 0.00%
MINI MSCI EAFE MAR18 MFSH8 0.00%
MLMT 2004-KEY2 XC IO P/P 144A 00.6727 08/12/2039 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0027 06/12/2043 0.00%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.00%
MSC 2007-HQ11 AJ 05.5080 02/12/2044 0.00%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.00%
MSRR 2015-R4 CB1 00.5977 08/26/2047 0.00%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.00%
MXN/USD 01/17/2018 HSBCB 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%
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NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.00%
NEW MIDDLE EAST OTHER ASSETS GMBH P/P 0.00%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.00%
NEWS CORP - CLASS B 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 03/21/2018 BANKAM 0.00%
NOK/USD 03/21/2018 BCAP-FX 0.00%
NOK/USD 03/21/2018 CITI 0.00%
NOK/USD 03/21/2018 CSI-FX 0.00%
NOK/USD 03/21/2018 GSFX 0.00%
NOK/USD 03/21/2018 JPMCB 0.00%
NOK/USD 03/21/2018 RBSF 0.00%
NOK/USD 03/21/2018 SSBT 0.00%
NOK/USD 03/21/2018 UBS 0.00%
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NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.00%
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NZD/USD 01/17/2018 JPMCB 0.00%
NZD/USD 01/17/2018 RBSF 0.00%
O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.00%
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ONEMAIN FIN HLDG INC P/P 144A 07.2500 12/15/2021 0.00%
PACTIV LLC 08.3750 04/15/2027 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
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POOL CORP 0.00%
POPULAR INC 0.00%
POUND STERLING CALL ACCOUNT 0.00%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
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PUB SVC ELEC & GAS 05.5000 03/01/2040 0.00%
QUALITY CARE PROPERTIES 0.00%
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QVC INC 04.4500 02/15/2025 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
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S&P500 EMINI FUT MAR18 ESH8 0.00%
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SCOTTS MIRACLE-GRO CO 0.00%
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SEK/USD 03/21/2018 BCAP-FX 0.00%
SEK/USD 03/21/2018 CSI-FX 0.00%
SEK/USD 03/21/2018 GSFX 0.00%
SEK/USD 03/21/2018 JPMCB 0.00%
SEK/USD 03/21/2018 RBSF 0.00%
SEK/USD 03/21/2018 SSBT 0.00%
SEK/USD 03/21/2018 UBS 0.00%
SELECT INCOME REIT 02.8500 02/01/2018 0.00%
SELECT INCOME REIT 03.6000 02/01/2020 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 0.00%
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SHAW COMMUNICATIONS INC-B 0.00%
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SM ENERGY CO 05.0000 01/15/2024 0.00%
SM ENERGY CO 06.5000 01/01/2023 0.00%
SONOCO PRODUCTS CO 0.00%
SOUTH AFRICAN RAND CALL ACCOUNT 0.00%
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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%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
SPRINGLEAF FINANCE CORP 08.2500 12/15/2020 0.00%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
STACR 2014-HQ3 M2 04.2021 10/25/2024 0.00%
STACR 2015-HQ1 M2 03.7521 03/25/2025 0.00%
STACR 2016-HQA2 M1 02.7521 11/25/2028 0.00%
STATOIL ASA USD 05.1000 08/17/2040 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 06.0000 03/01/2023 0.00%
T-MOBILE USA INC 06.3750 03/01/2025 0.00%
T-MOBILE USA INC 06.8360 04/28/2023 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TARGA RES PRTNRS 05.1250 02/01/2025 0.00%
TAYLOR MORRISON P/P 144A 05.6250 03/01/2024 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%
TENNECO INC 05.0000 07/15/2026 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%
TMX FIN/TITLEMAX P/P 144A 08.5000 09/15/2018 0.00%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
TOPIX INDX FUTR MAR18 TPH8 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 03/21/2018 SSBT 0.00%
TWENTY-FIRST CENTURY FOX-A 0.00%
TWO HARBORS INVESTMENT CORP 0.00%
TXU TCEH RIGHTS 0.00%
ULTA BEAUTY INC 0.00%
UNITEDHEALTH GROUP INC 04.6250 11/15/2041 0.00%
US 10YR NOTE (CBT)MAR18 TYH8 0.00%
US 10YR ULTRA FUT MAR18 UXYH8 0.00%
US 2YR NOTE (CBT) MAR18 TUH8 0.00%
US 5YR NOTE (CBT) MAR18 FVH8 0.00%
US LONG BOND(CBT) MAR18 USH8 0.00%
US ULTRA BOND CBT MAR18 WNH8 0.00%
USD/JPY PUT 103.00 20180109 JPMCB 0.00%
USD/JPY PUT 107.00 20180109 JPMCB 0.00%
VALEANT PHARMA P/P 144A 05.3750 03/15/2020 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%
VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 0.00%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.00%
VICI PROP 1 / VICI FC 08.0000 10/15/2023 0.00%
VMWARE INC 03.9000 08/21/2027 0.00%
VULCAN MATERIALS COMPANY 04.5000 04/01/2025 0.00%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.00%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.00%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.00%
WALT DISNEY COMPANY/THE 04.3750 08/16/2041 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 00.0511 06/15/2045 0.00%
WBCMT 2006-C29 IO IO 00.2005 11/15/2048 0.00%
WBCMT 2007-C34 IO IO 00.1486 05/15/2046 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WFRBS 2013-C12 XA IO P/P 144A 01.3072 03/15/2048 0.00%
WHITING PETROLEUM CORP 05.0000 03/15/2019 0.00%
WILEY (JOHN) & SONS-CLASS A 0.00%
WILLIAMS COS INC 07.7500 06/15/2031 0.00%
WORLD FUEL SERVICES CORP 0.00%
WP CAREY INC 04.6000 04/01/2024 0.00%
WPX ENERGY INC 08.2500 08/01/2023 0.00%
YAMADA DENKI CO LTD 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
EUR/USD 03/21/2018 BANKAM -0.01%
EUR/USD 03/21/2018 GSFX -0.01%
NZD/USD 01/17/2018 GSFX -0.01%
NZD/USD 01/17/2018 SSBT -0.01%
NZD/USD 01/17/2018 UBS -0.01%
USD/MXN CALL 22.00 20180531 BCAP-FX -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
FNMA FN30 TBA 03.5000 01/01/2048 -0.03%
GNMA GII30 TBA 04.0000 01/01/2048 -0.04%
RU10INTR P US0003M R 11/27/18 CI -0.13%

Prior top 10 holdings

Top 10 holdings as of 11/30/17
Microsoft
Alphabet
JPMorgan Chase
Apple
UnitedHealth Group
Citigroup
Verizon
Gnma Gii30 Ma4652 03.5000 08/20/2047
Exxon Mobil
Johnson & Johnson
Holdings represent 11.83% of portfolio
Top 10 holdings as of 10/31/17
Apple
Microsoft
Alphabet
S&P Gsci TOT Return Indx 3X Note 11/05/2018-DB
JPMorgan Chase
Johnson & Johnson
Citigroup
UnitedHealth Group
Gnma Gii30 Ma4652 03.5000 08/20/2047
Verizon
Holdings represent 13.97% of portfolio
Top 10 holdings as of 09/30/17
Apple
Microsoft
Alphabet
JPMorgan Chase
Johnson & Johnson
Citigroup
UnitedHealth Group
Verizon
Gnma Gii30 Ma4652 03.5000 08/20/2047
Gilead Sciences
Holdings represent 12.84% of portfolio
Top 10 holdings as of 08/31/17
Apple
Microsoft
Alphabet
JPMorgan Chase
Johnson & Johnson
Citigroup
UnitedHealth Group
Gnma Gii30 Ma4652 03.5000 08/20/2047
Verizon
Gilead Sciences
Holdings represent 13.09% of portfolio

Portfolio composition as of 11/30/17

U.S. large-cap equity 47.33%
International equity 15.53%
U.S. small- and mid-cap equity 14.42%
U.S. Investment-grade bonds 10.98%
Emerging-markets equity 5.66%
U.S. High-yield bonds 4.60%
U.S. money markets 1.48%

Fixed income statistics as of 11/30/17

Average effective maturity 5.57 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, factors related to a specific issuer or industry and, with respect to bond prices, changing market perceptions of the risk of default and changes in government intervention. These factors may also lead to increased volatility and reduced liquidity in the bond markets. 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 greater for longer-term bonds, and credit risk is 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 1.11% 1.86% 1.86% 1.61% 1.36% 0.82% 0.72% 0.86%
What you pay 1.11% 1.86% 1.86% 1.61% 1.36% 0.82% 0.72% 0.86%

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. 0.00% 5.00% 1.00% -- -- -- -- --
2 yrs. -- 4.00% 0.00% -- -- -- -- --
3 yrs. -- 3.00% 0.00% -- -- -- -- --
4 yrs. -- 3.00% 0.00% -- -- -- -- --
5 yrs. -- 2.00% 0.00% -- -- -- -- --
6 yrs. -- 1.00% 0.00% -- -- -- -- --
7+ yrs. -- 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, factors related to a specific issuer or industry and, with respect to bond prices, changing market perceptions of the risk of default and changes in government intervention. These factors may also lead to increased volatility and reduced liquidity in the bond markets. 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 greater for longer-term bonds, and credit risk is 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.