Always Aligned. Always Active.

Dynamic Asset Allocation Growth Fund (Class Y)  (PAGYX)

A globally diversified fund pursuing growth

Dynamic Asset Allocation Growth Fund received an  Overall Morningstar Rating  of  

Highlights

Objective

The Growth Fund seeks capital appreciation.

Strategy and process

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

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $16.59
-1.25% | $-0.21
$18.91
12/15/17
$16.38
10/29/18
Historical fund price

Fund facts as of 09/30/18

Total net assets
$3,035.42M
Turnover (fiscal year end)
124%
Dividend frequency
Annually
Number of holdings
1874
Fiscal year-end
September
CUSIP / Fund code
746444702 / 1843
Inception date
07/14/94
Category
Asset Allocation
Open to new investors
Ticker
PAGYX

Management team

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


Manager commentary | Q3 2018

Divergent global markets add to diversification

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


Literature


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

Performance

Consistency of positive performance over five years

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

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

20.56%

Best 5-year annualized return

(for period ending 12/31/99)


-3.41%

Worst 5-year annualized return

(for period ending 03/31/09)


7.52%

Average 5-year annualized return


  • Total return (%) as of 09/30/18

  • Annual performance as of 09/30/18

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

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 10.14% 12.35% 9.99% 9.98%
After sales charge N/A N/A N/A N/A
Russell 3000 Index 17.58% 17.07% 13.46% 12.01%
Putnam Growth Blended Benchmark 10.74% 12.88% 9.59% 9.56%

Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Multi-Asset Absolute Return Fund, and 4.00% and 3.25% for income funds (2.25% and 0.75% for Putnam Short Duration Bond Fund and 1.00% and 0.75% for Putnam Floating Rate Income Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, T1, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A, M, and T1 shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.

Performance snapshot

  Before sales charge After sales charge
1 mt. as of 10/31/18 -7.00 % -
YTD as of 11/19/18 -3.60 % -

Risk-adjusted performance as of 09/30/18

Alpha (3 yrs.) -1.98
Sharpe ratio (3 yrs.) 1.47
Treynor ratio (3 yrs.) 13.93
Information ratio (3 yrs.) -1.84

Volatility as of 09/30/18

Standard deviation (3 yrs.) 7.90%
Beta 0.83
R-squared 0.93

Capture ratio as of 09/30/18

Up-market (3 yrs.) 80.28
Down-market (3 yrs.) 100.77

Lipper rankings as of 09/30/18

Time period Rank/Funds in category Percentile ranking
1 yr. 73/497 15%
3 yrs. 18/451 4%
5 yrs. 16/412 4%
10 yrs. 6/316 2%
Lipper category: Mixed-Asset Target Alloc Growth Funds

Morningstar Ratings as of 09/30/18

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

Distributions

Record/Ex dividend date 12/18/17
Payable date 12/20/17
Income $0.372
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 09/30/18

Alphabet 2.00%
JPMorgan Chase 1.38%
Apple 1.14%
Cisco Systems 1.08%
Verizon Communications 1.04%
Boeing 1.03%
Citigroup 1.02%
Nvidia 1.01%
Home Depot 0.96%
Amazon 0.84%
Top 10 holdings, percent of portfolio 11.50%

Full portfolio holdings as of 09/30/18

ALPHABET INC-CL A 2.00%
JPMORGAN CHASE & CO 1.38%
APPLE INC 1.14%
CISCO SYSTEMS INC 1.08%
VERIZON COMMUNICATIONS INC 1.04%
BOEING CO/THE 1.03%
CITIGROUP INC 1.02%
NVIDIA CORP 1.01%
HOME DEPOT INC 0.96%
AMAZON.COM INC 0.84%
GNMA GII30 MA4652 03.5000 08/20/2047 0.79%
MICROSOFT CORP 0.75%
FNMA FN30 MA3238 03.5000 01/01/2048 0.71%
ORACLE CORP 0.67%
S&P GSCI 3X NOTE 04/01/2019 0.65%
PEPSICO INC 0.64%
VALERO ENERGY CORP 0.62%
JOHNSON & JOHNSON 0.60%
FACEBOOK INC-A 0.54%
COCA-COLA CO/THE 0.52%
CONOCOPHILLIPS 0.51%
ANTHEM INC 0.50%
MERCK & CO. INC. 0.47%
WALT DISNEY CO/THE 0.47%
INTUIT INC 0.46%
OCCIDENTAL PETROLEUM CORP 0.46%
ELI LILLY & CO 0.45%
NORTHROP GRUMMAN CORP 0.42%
AMGEN INC 0.41%
BRISTOL-MYERS SQUIBB CO 0.41%
HONEYWELL INTERNATIONAL INC 0.41%
INTL BUSINESS MACHINES CORP 0.38%
DELTA AIR LINES INC 0.37%
HUMANA INC 0.35%
MONDELEZ INTERNATIONAL INC-A 0.35%
MORGAN STANLEY 0.35%
WALGREENS BOOTS ALLIANCE INC 0.35%
CIGNA CORP 0.34%
ROSS STORES INC 0.34%
HALLIBURTON CO 0.33%
NETAPP INC 0.33%
FHLMC FH30G G08814 04.0000 05/01/2048 0.32%
FNMA FN15 AL9468 03.0000 12/01/2031 0.32%
SYSCO CORP 0.32%
ROCHE HOLDING AG-GENUSSCHEIN 0.31%
FNMA FN30 TBA 04.0000 11/01/2048 0.30%
LULULEMON ATHLETICA INC 0.30%
NOVARTIS AG-REG 0.30%
TOTAL SA 0.30%
LOCKHEED MARTIN CORP 0.29%
ABIOMED INC 0.28%
AUTOMATIC DATA PROCESSING 0.28%
COGNIZANT TECH SOLUTIONS-A 0.28%
FORTINET INC 0.28%
PFIZER INC 0.28%
BAXTER INTERNATIONAL INC 0.27%
FORD MOTOR CO 0.27%
HP INC 0.27%
KINDER MORGAN INC 0.27%
PALO ALTO NETWORKS INC 0.27%
RAYTHEON COMPANY 0.27%
ALIBABA GROUP HOLDING-SP ADR 0.26%
BOSTON SCIENTIFIC CORP 0.26%
PRUDENTIAL FINANCIAL INC 0.26%
REGIONS FINANCIAL CORP 0.26%
ROYAL CARIBBEAN CRUISES LTD 0.26%
TOYOTA MOTOR CORP 0.26%
US BANCORP 0.26%
WILLIAMS COS INC 0.26%
CUMMINS INC 0.25%
E*TRADE FINANCIAL CORPORATION 0.25%
ESTEE LAUDER COMPANIES-CL A 0.25%
MCKESSON CORP 0.25%
AGILENT TECHNOLOGIES INC 0.24%
ALLIANZ SE-REG 0.24%
GLAXOSMITHKLINE PLC 0.24%
INGERSOLL-RAND PLC 0.24%
TIFFANY & CO 0.24%
ABBVIE INC 0.23%
CAPITAL ONE FINANCIAL CORP 0.23%
CARNIVAL CORP 0.23%
ENTERGY CORP 0.23%
GILEAD SCIENCES INC 0.23%
PVH CORP 0.23%
RED HAT INC 0.23%
SAMSUNG ELECTRONICS CO LTD 0.23%
AMERIPRISE FINANCIAL INC 0.22%
METLIFE INC 0.22%
TEXAS INSTRUMENTS INC 0.22%
F5 NETWORKS INC 0.21%
MICHAEL KORS HOLDINGS LTD 0.21%
RIO TINTO PLC 0.21%
TENCENT HOLDINGS LTD 0.21%
CENTENE CORP 0.20%
DISCOVER FINANCIAL SERVICES 0.20%
FNMA FN15 TBA 03.0000 10/01/2033 0.20%
GOLDMAN SACHS GROUP INC 0.20%
WASTE MANAGEMENT INC 0.20%
FIFTH THIRD BANCORP 0.19%
NRG ENERGY INC 0.19%
ROCKWELL AUTOMATION INC 0.19%
VF CORP 0.19%
ASTELLAS PHARMA INC 0.18%
ENI SPA 0.18%
FNMA FN30 TBA 06.0000 10/01/2048 0.18%
HILTON WORLDWIDE HOLDINGS IN 0.18%
IMPERIAL BRANDS PLC 0.18%
KDDI CORP 0.18%
KLA-TENCOR CORP 0.18%
SUMITOMO MITSUI FINANCIAL GR 0.18%
AMADEUS IT GROUP SA 0.17%
CK ASSET HOLDINGS LTD 0.17%
DELL TECHNOLOGIES INC-CL V 0.17%
EQUINOR ASA 0.17%
EQUITY RESIDENTIAL TR REIT 0.17%
FIDELITY NATIONAL INFO SERV 0.17%
HARTFORD FINANCIAL SVCS GRP 0.17%
HERMES INTERNATIONAL 0.17%
HERSHEY CO/THE 0.17%
MASTERCARD INC - A 0.17%
REPSOL SA 0.17%
ARCELORMITTAL 0.16%
CENTRAL JAPAN RAILWAY CO 0.16%
FLEETCOR TECHNOLOGIES INC 0.16%
FNMA FN30 AL9859 03.0000 03/01/2047 0.16%
GNMA GII30 MA4837 03.5000 11/20/2047 0.16%
HITACHI LTD 0.16%
HOYA CORP 0.16%
ITOCHU CORP 0.16%
LAS VEGAS SANDS CORP 0.16%
MACQUARIE GROUP LTD 0.16%
MIZUHO FINANCIAL GROUP INC 0.16%
NIPPON TELEGRAPH & TELEPHONE 0.16%
TAIWAN SEMICONDUCTOR MANUFAC 0.16%
WELLCARE HEALTH PLANS INC 0.16%
ZOETIS INC 0.16%
ABN AMRO GROUP NV-CVA 0.15%
AIR PRODUCTS & CHEMICALS INC 0.15%
ALLISON TRANSMISSION HOLDING 0.15%
AVIVA PLC 0.15%
BASF SE 0.15%
BIOGEN INC 0.15%
COVESTRO AG 0.15%
ENEL SPA 0.15%
FNMA FN30 BH7058 03.5000 12/01/2047 0.15%
FNMA FN30 MA2737 03.0000 09/01/2046 0.15%
FRESENIUS MEDICAL CARE AG & 0.15%
GNMA GII30 MA4586 03.5000 07/20/2047 0.15%
KONINKLIJKE AHOLD DELHAIZE N 0.15%
LEGAL & GENERAL GROUP PLC 0.15%
ORIX CORP 0.15%
PROCTER & GAMBLE CO/THE 0.15%
SANDVIK AB 0.15%
SONY CORP 0.15%
VOLVO AB-B SHS 0.15%
DNB NOR ASA 0.14%
FNMA FN30 BH5117 04.0000 08/01/2047 0.14%
INTL CONSOLIDATED AIRLINE-DI 0.14%
KANSAS CITY SOUTHERN 0.14%
MARUBENI CORP 0.14%
MITSUI AND CO LTD 0.14%
PERSIMMON PLC 0.14%
PEUGEOT SA 0.14%
RESONA HOLDINGS INC 0.14%
SHIONOGI & CO LTD 0.14%
SWEDBANK AB - A SHARES 0.14%
WYNDHAM DESTINATIONS INC 0.14%
ANGLO AMER PLC 0.13%
CIT GROUP INC 0.13%
CLP HOLDINGS LTD 0.13%
CMS ENERGY CORP 0.13%
CONAGRA BRANDS INC 0.13%
HANG SENG BANK LTD 0.13%
LOEWS CORP 0.13%
MOLSON COORS BREWING CO -B 0.13%
NTT DATA CORP 0.13%
ONEOK INC 0.13%
PACKAGING CORP OF AMERICA 0.13%
PARTNERS GROUP HOLDING AG 0.13%
ROYAL DUTCH SHELL PLC-B SHS 0.13%
TAYLOR WIMPEY PLC 0.13%
TOTAL SYSTEM SERVICES INC 0.13%
VERTEX PHARMACEUTICALS INC 0.13%
VINCI SA 0.13%
WOOLWORTHS GROUP LTD 0.13%
AENA SME SA 0.12%
ALLY FINANCIAL INC 0.12%
APPLIED MATERIALS INC 0.12%
AVERY DENNISON CORP 0.12%
BLUESCOPE STEEL LTD 0.12%
DENTSPLY SIRONA INC 0.12%
DOLLAR GENERAL CORP 0.12%
FAURECIA 0.12%
GALAXY ENT GRP L 0.12%
HUNTSMAN CORP 0.12%
LINCOLN NATIONAL CORP 0.12%
LUKOIL PJSC-SPON ADR 0.12%
NEWMONT MINING CORP 0.12%
PBF ENERGY INC-CLASS A 0.12%
PING AN INSURANCE GROUP CO-H 0.12%
SAINSBURY (J) PLC 0.12%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.12%
SYNOPSYS INC 0.12%
WEYERHAEUSER CO 0.12%
ACS ACTIVIDADES 0.11%
AMEREN CORPORATION 0.11%
AMERICAN ELECTRIC POWER 0.11%
AMETEK INC 0.11%
BROADRIDGE FINANCIAL SOLUTIO 0.11%
CA INC 0.11%
CELANESE CORP 0.11%
CELGENE CORP 0.11%
CENTERPOINT ENERGY INC 0.11%
NESTLE SA-REG 0.11%
NTT DOCOMO INC 0.11%
TUI AG-DI 0.11%
TWENTY-FIRST CENTURY FOX - B 0.11%
UGI CORP 0.11%
CADENCE DESIGN SYS INC 0.10%
CNOOC LTD 0.10%
EXPEDITORS INTL WASH INC 0.10%
HCP INC 0.10%
L OREAL 0.10%
OWENS CORNING 0.10%
SL GREEN REALTY CORP 0.10%
SWEDISH MATCH AB 0.10%
UCB SA 0.10%
AES CORP 0.09%
AIA GROUP LTD 0.09%
AMDOCS LTD 0.09%
ARKEMA 0.09%
ASSURANT INC 0.09%
BERRY GLOBAL GROUP INC 0.09%
CAPGEMINI SE 0.09%
CBRE GROUP INC - A 0.09%
CHINA CONSTRUCTION BANK-H 0.09%
DUN & BRADSTREET CORP 0.09%
EASYJET PLC 0.09%
EVONIK INDUSTRIES AG 0.09%
FIAT CHRYSLER AUTOMOBILES NV 0.09%
MSCI INC 0.09%
PINNACLE FOODS INC 0.09%
REPUBLIC SERVICES INC 0.09%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.09%
SIGNET JEWELERS LTD 0.09%
SPST 2018-1 A 03.1122 04/24/2019 0.09%
TAISEI CORP 0.09%
TOLL BROTHERS INC 0.09%
UPM-KYMMENE OYJ 0.09%
VORNADO REALTY TRUST 0.09%
3I GROUP PLC 0.08%
APPLE INC 02.1000 05/06/2019 0.08%
BF0101 03.5000 06/01/2056 0.08%
BOOZ ALLEN HAMILTON HOLDINGS 0.08%
CHARLES RIVER LABORATORIES 0.08%
ITAU UNIBANCO H-SPON PRF ADR 0.08%
KAR AUCTION SERVICES INC 0.08%
KEYSIGHT TECHNOLOGIES IN 0.08%
MANPOWERGROUP INC 0.08%
MEDIATEK INC 0.08%
MITSUBISHI CHEMICAL HOLDINGS 0.08%
MONCLER SPA 0.08%
NASPERS LTD-N SHS 0.08%
NORTHERN TRUST CORP 0.08%
PRINCIPAL FINANCIAL GROUP 0.08%
PROSIEBENSAT.1 MEDIA SE 0.08%
SASOL LTD 0.08%
UNITED OVERSEAS BANK LTD 0.08%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.08%
ALLERGAN PLC 0.07%
ASSOCIATED BRITISH FOODS PLC 0.07%
ATHENE HOLDING LTD-CLASS A 0.07%
BRIXMOR PROPERTY GROUP INC 0.07%
CAS 2015-C04 2M2 07.7658 04/25/2028 0.07%
CHINA MOBILE LTD 0.07%
CHINA WATER AFFAIRS GROUP 0.07%
DOLLAR TREE INC 0.07%
DUKE REALTY CORP 0.07%
GRUMA S.A.B.-B 0.07%
HOUSING DEVELOPMENT FINANCE 0.07%
INGREDION INC 0.07%
JAPAN AIRLINES CO LTD 0.07%
LKQ CORP 0.07%
MUENCHENER RUECKVER AG-REG 0.07%
NUANCE COMMUNICATIONS INC 0.07%
OGE ENERGY CORP 0.07%
OMV AG 0.07%
PARK HOTELS & RESORTS INC 0.07%
PEARSON PLC 0.07%
PENTAIR PLC 0.07%
PINNACLE WEST CAPITAL 0.07%
SKF AB-B SHARES 0.07%
SPIRIT REALTY CAPITAL INC 0.07%
SPST 2017-6 A 02.9122 11/24/2018 0.07%
SPST 2018-3 A 02.9122 07/24/2019 0.07%
W.R. GRACE & CO 0.07%
ZEBRA TECHNOLOGIES CORP-CL A 0.07%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.06%
AMERICAN HOME 4 RENT 0.06%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.06%
ASHTEAD GROUP PLC 0.06%
BHP BILLITON LIMITED 0.06%
BRILLIANCE CHINA AUTOMOTIVE 0.06%
BWX TECHNOLOGIES INC 0.06%
DB INSURANCE CO LTD 0.06%
ENGIE 0.06%
EVERGY INC 0.06%
EXTENDED STAY AMERICA INC 0.06%
GENTERA SAB DE CV 0.06%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.06%
HANA FINANCIAL GROUP 0.06%
HDFC BANK LIMITED 0.06%
HYATT HOTELS CORP - CL A 0.06%
INDORAMA VENTURES-FOREIGN 0.06%
KAO CORP 0.06%
MADISON SQUARE GARDEN CO- A 0.06%
MARINE HARVEST 0.06%
MEGACABLE HOLDINGS-CPO 0.06%
ORACLE CORPORATION 02.2500 10/08/2019 0.06%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.06%
SERVICEMASTER GLOBAL HOLDING 0.06%
SPST 2018-5 A 02.9122 09/24/2019 0.06%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.06%
VALE SA-SP ADR 0.06%
VISTEON CORP 0.06%
WULIANGYE YIBIN 144A/REGS WARRANT 04/12/2019 0.06%
ABU DHABI COMMERCIAL BANK 0.05%
AL RAJHI BANK 144A/REGS WARRANT 02/21/2019 0.05%
ALFRESA HOLDINGS CORP 0.05%
ALTRIA GROUP INC 02.6250 01/14/2020 0.05%
AMERICAN FINANCIAL GROUP INC 0.05%
APARTMENT INVT & MGMT CO -A 0.05%
ATMOS ENERGY CORP 0.05%
BLACK KNIGHT INC 0.05%
CANVEST ENVIRONMENTAL PROTEC 0.05%
CATHAY FINANCIAL HOLDING CO 0.05%
CHAILEASE HOLDING CO LTD 0.05%
CHECK POINT SOFTWARE TECH 0.05%
CHINA STATE CONSTRUCTION INT 0.05%
CITIGROUP INC 03.8870 01/10/2028 0.05%
COCA-COLA AMATIL LTD 0.05%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.05%
CREDICORP LTD 0.05%
CROWN RESORTS LTD 0.05%
CTCI CORP 0.05%
FNMA FN30 AS7003 03.0000 04/01/2046 0.05%
FNMA FN30 BC1155 03.0000 06/01/2046 0.05%
FNMA FN30 BM1172 03.0000 03/01/2047 0.05%
FORMOSA PLASTICS CORP 0.05%
GEOPARK LTD 0.05%
GRUPO FINANCIERO BANORTE-O 0.05%
HD SUPPLY HOLDINGS INC 0.05%
HIGHWOODS PROPERTIES INC 0.05%
INFOSYS LTD 0.05%
JONES LANG LASALLE INC 0.05%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.05%
KERING 0.05%
LARSEN & TOUBRO INFO 0.05%
LEIDOS HOLDINGS INC 0.05%
LIBERTY PROPERTY TRUST 0.05%
MEDIPAL HOLDINGS CORP 0.05%
MICROSOFT CORP 01.5500 08/08/2021 0.05%
MOTOR OIL (HELLAS) SA 0.05%
NEW RESIDENTIAL INVESTMENT 0.05%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.05%
PETRONAS CHEMICALS GROUP BHD 0.05%
POLA ORBIS HOLDINGS INC 0.05%
RALPH LAUREN CORP 0.05%
SAMBA FINANCIAL GROUP 144A/REGS WARRANT 07/15/19 0.05%
SAMSUNG ELECTRONICS-PREF 0.05%
SANTANDER CONSUMER USA HOLDI 0.05%
STARWOOD PROPERTY TRUST INC 0.05%
SUMITOMO MITSUI TRUST HOLDIN 0.05%
SUN HUNG KAI PROPERTIES 0.05%
SUNNY FRIEND ENVIRONMENTAL T 0.05%
SWISSCOM AG-REG 0.05%
WABCO HOLDINGS INC 0.05%
ABC-MART INC 0.04%
ADVANCED INFO SERVICE-FOR RG 0.04%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.04%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.04%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.04%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.04%
BGC PARTNERS INC-CL A 0.04%
CABOT CORP 0.04%
CAS 2015-C04 1M2 07.9158 04/25/2028 0.04%
CGPUTQL2 R US0003M P 11/27/18 CI 0.04%
CHINA TRADITIONAL CHINESE ME 0.04%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.04%
CTBC FINANCIAL HOLDING CO LT 0.04%
CVS HEALTH CORP 04.7800 03/25/2038 0.04%
CWALT 2006-OA10 4A1 02.4058 08/25/2046 0.04%
CWALT 2006-OA7 1A2 02.7850 06/25/2046 0.04%
DBUBS 2011-LC3A D P/P 144A 05.5156 08/10/2044 0.04%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.04%
DINO POLSKA SA 0.04%
DISCOVERY LTD 0.04%
DOMTAR CORP 0.04%
ENDESA S.A. 0.04%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.04%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.04%
EQUITY LIFESTYLE PROPERTIES 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%
GAMING AND LEISURE PROPERTIE 0.04%
GE CAP INTL FUNDING USD 02.3420 11/15/2020 0.04%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.04%
GRAPE KING BIO LTD 0.04%
HANGZHOU HIKVISION DIGITAL - A 144A/REGS WARRANT 02/11/2019 0.04%
HENDERSON LAND DEVELOPMENT 0.04%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.04%
HUDSON PACIFIC PROPERTIES IN 0.04%
HYUNDAI MARINE 0.04%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.04%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.04%
IPSEN 0.04%
JNBY DESIGN LTD 0.04%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.04%
KEI INDUSTRIES LTD 0.04%
KEURIG DR PEPPER INC P/P 144A 04.5970 05/25/2028 0.04%
L3 TECHNOLOGIES INC 0.04%
LG HOUSEHOLD & HEALTH CARE 0.04%
LIBERTY MEDIA COR-SIRIUSXM A 0.04%
LOCALIZA RENT A CAR 0.04%
LONDON STOCK EXCHANGE GROUP 0.04%
MEXICHEM SAB DE CV-* 0.04%
MGM CHINA HOLDINGS LTD 0.04%
MORGAN STANLEY 03.6250 01/20/2027 0.04%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.04%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.04%
NEW ORIENTAL EDUCATIO-SP ADR 0.04%
NEWS CORP - CLASS A 0.04%
NVENT ELECTRIC PLC 0.04%
PETROLEO BRASILEIRO-SPON ADR 0.04%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.04%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.04%
RANDSTAD NV 0.04%
RENAISSANCERE HOLDINGS LTD 0.04%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.04%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.04%
SPST 2017-LD1 A 03.0158 11/25/2050 0.04%
STACR 2015-DNA3 M2 05.0658 04/25/2028 0.04%
SUN COMMUNITIES INC 0.04%
SYNOVUS FINANCIAL CORP 0.04%
TAIWAN DOLLAR CALL ACCOUNT 0.04%
TPAT 2018-SL1 A P/P 144A 02.8158 01/25/2046 0.04%
WALMART DE MEXICO SAB DE CV 0.04%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.04%
YANDEX NV-A 0.04%
ABBVIE INC 02.5000 05/14/2020 0.03%
AECOM 0.03%
AGNC INVESTMENT CORP 0.03%
AIR LEASE CORP 04.6250 10/01/2028 0.03%
AMERICAN EXPRESS CO 0.03%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.03%
APPLE HOSPITALITY REIT INC 0.03%
ARRIS INTERNATIONAL PLC 0.03%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.03%
AT&T INC P/P 144A 04.1000 02/15/2028 0.03%
AUROBINDO PHARMA LTD 0.03%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.03%
AXIS CAPITAL HOLDINGS LTD 0.03%
AZUL SA-ADR 0.03%
BANGKOK CHAIN HOSPITAL-FOREG 0.03%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.03%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.03%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.03%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.03%
BERKELEY GROUP HOLDINGS/THE 0.03%
BOLIDEN AB 0.03%
BPCE SA P/P 144A 04.5000 03/15/2025 0.03%
BRANDYWINE REALTY TRUST 0.03%
CAFE24 CORP 0.03%
CAS 2014-C04 1M2 07.1158 11/25/2024 0.03%
CAS 2016-C03 2M2 08.1158 10/25/2028 0.03%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.03%
CDX CDX.NA.IG.31 100.0 12/20/2023 0.03%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.03%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.03%
CHINA EVERBRIGHT GREENTECH L 0.03%
CHINA ORIENTAL GROUP CO LTD 0.03%
CIMIC GROUP LTD 0.03%
CITIGROUP INC 02.6500 10/26/2020 0.03%
CLEAN TEQ HOLDINGS LTD 0.03%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.03%
CONSTELLATION BRANDS INC-A 0.03%
COPA HOLDINGS SA-CLASS A 0.03%
CORELOGIC INC 0.03%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.03%
CROWN CASTLE INTL CORP 03.1500 07/15/2023 0.03%
CSAIL 2015-C1 D P/P 144A 03.9395 04/15/2050 0.03%
CVS HEALTH CORP 02.2500 12/05/2018 0.03%
DAI DONG CO LTD 0.03%
DANAHER CORP 0.03%
DEUTSCHE BOERSE AG 0.03%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.03%
DOUGLAS EMMETT INC 0.03%
ELANCO ANIMAL HEALTH P/P 144A 04.9000 08/28/2028 0.03%
ERAJAYA SWASEMBADA TBK PT 0.03%
EXXON MOBIL CORP 0.03%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.03%
FHLMC FH30G G08747 03.0000 02/01/2047 0.03%
FIRST ABU DHABI BANK PJSC 0.03%
FIRST HAWAIIAN INC 0.03%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.03%
FLEURY SA 0.03%
FNMA FN30 AS7154 03.0000 05/01/2046 0.03%
GARDNER DENVER HOLDINGS INC 0.03%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.03%
GNMA GII30 TBA 03.5000 10/01/2048 0.03%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.03%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.03%
HANS LASER TECHNOLOGY 144A/REGS WARRANT 09/27/2019 0.03%
HILL-ROM HOLDINGS INC 0.03%
HONG KONG EXCHANGES & CLEAR 0.03%
HSBC HOLDINGS PLC 0.03%
JABIL INC 0.03%
JPMCC 2012-C6 E P/P 144A 05.3117 05/15/2045 0.03%
JPMCC 2013-LC11 X IO 01.4127 04/15/2046 0.03%
KEYCORP 02.3000 12/13/2018 0.03%
KIRIN HOLDINGS CO LTD 0.03%
KYUSHU RAILWAY COMPANY 0.03%
LEAR CORP 03.8000 09/15/2027 0.03%
LIFE STORAGE INC 0.03%
LLOYDS BANKING GROUP PLC 0.03%
LNSTR 2015-3 B P/P 144A 03.2171 04/20/2048 0.03%
LOWES COMPANIES INC 0.03%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.03%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.03%
MCDONALD'S CORP 0.03%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.03%
MITSUBISHI GAS CHEMICAL CO 0.03%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.03%
MORGAN STANLEY 02.6500 01/27/2020 0.03%
NATURA COSMETICOS SA 0.03%
NOMURA REAL ESTATE HOLDINGS 0.03%
PARAMOUNT GROUP INC 0.03%
PNC FINANCIAL SERVICES GROUP 0.03%
POPULAR INC 0.03%
POYA INTERNATIONAL CO LTD 0.03%
RAYONIER INC 0.03%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.03%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.03%
ROYAL GOLD INC 0.03%
RTL GROUP 0.03%
SAUDI KAYAN PETROCHEMICAL 144A/REGS WARRANT 02/16/2021 0.03%
SBERBANK PJSC -SPONSORED ADR 0.03%
SCENTRE GROUP 0.03%
SCHRODERS PLC 0.03%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.03%
SEALED AIR CORP 0.03%
SENIOR HOUSING PROP TRUST 0.03%
SHENGYI TECH 144A/REGS WARRANT 05/24/2019 0.03%
SIEMENS HEALTH 0.03%
SPDR S&P 500 ETF TRUST 0.03%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.03%
SUNNY OPTICAL TECH 0.03%
SUZANO PAPEL E CELULOSE SA 0.03%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.03%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.03%
TCI CO LTD 0.03%
TELEDYNE TECHNOLOGIES INC 0.03%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.03%
TJX COMPANIES INC 0.03%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.03%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.03%
UNIVAR INC 0.03%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.03%
WAMU 2005-AR12 1A8 04.0219 10/25/2035 0.03%
WARNER MEDIA LLC 03.8000 02/15/2027 0.03%
WATERS CORP 0.03%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.03%
WFRBS 2011-C2 D P/P 144A 05.8386 02/15/2044 0.03%
WFRBS 2014-C22 XA IO 00.9984 09/15/2057 0.03%
WH GROUP LTD 0.03%
AES CORP/THE 05.1250 09/01/2027 0.02%
AES CORP/THE 05.5000 04/15/2025 0.02%
AGEAS 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
ALLSTATE CORP 0.02%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.02%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.02%
ALTA MESA HLDGS 07.8750 12/15/2024 0.02%
AMAZON.COM INC 03.1500 08/22/2027 0.02%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.02%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.02%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.02%
ANALOG DEVICES INC 02.8500 03/12/2020 0.02%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.02%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 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%
ARISTOCRAT LEISURE LTD 0.02%
AT&T INC 05.8000 02/15/2019 0.02%
BAE SYSTEMS PLC 0.02%
BANDAI NAMCO HOLDINGS INC 0.02%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.02%
BANK OF MONTREAL 0.02%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.02%
BANK OF NOVA SCOTIA 0.02%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.02%
BIOGEN INC 03.6250 09/15/2022 0.02%
BMIR 2017-1 M1 P/P 144A 03.9158 10/25/2027 0.02%
BMIR 2018-2A M1B P/P 144A 03.5658 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%
BRDCOM CRP / FIN 03.8750 01/15/2027 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%
CARLSBERG AS-B 0.02%
CBS CORP 02.9000 01/15/2027 0.02%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.02%
CFCRE 2011-C2 E P/P 144A 05.9474 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%
CHINA NATIONAL BUILDING MA-H 0.02%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.02%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.02%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.02%
CMLTI 2005-2 1A2A 04.0112 05/25/2035 0.02%
COMCAST CORP 03.9690 11/01/2047 0.02%
COMM 2010-C1 D P/P 144A 06.3076 07/10/2046 0.02%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.02%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.02%
COMPUTERSHARE LTD 0.02%
CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 0.02%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 0.02%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.02%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.02%
CWALT 2005-59 1A1 02.4953 11/20/2035 0.02%
DAI NIPPON PRINTING CO LTD 0.02%
DAIWA SECURITIES GROUP INC 0.02%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.02%
DASSAULT AVIATION SA 0.02%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.02%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.02%
DUKE ENERGY CORP 0.02%
EBAY INC 0.02%
ECOLAB INC 02.7000 11/01/2026 0.02%
EDELWEISS FINANCIAL SERVICES 0.02%
ELITE MATERIAL CO LTD 0.02%
EMPIRE STATE REALTY TRUST-A 0.02%
ENBRIDGE INC USD 04.2500 12/01/2026 0.02%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.02%
EQT CORP 03.9000 10/01/2027 0.02%
EQUINOR ASA USD 02.9000 11/08/2020 0.02%
FED REPUBLIC OF BRAZIL USD 04.6250 01/13/2028 0.02%
FHLMC FH30G G60314 04.0000 09/01/2045 0.02%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.02%
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%
FU SHOU YUAN INTERNATIONAL 0.02%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.02%
GENERAL DYNAMICS CORP 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%
GNMA GII30 635063 04.0000 03/20/2046 0.02%
GNR 2015-H25 BI IO 01.5389 10/20/2065 0.02%
HALFMOON PARENT INC P/P 144A 03.7500 07/15/2023 0.02%
HCA INC 05.5000 06/15/2047 0.02%
HCA INC 06.5000 02/15/2020 0.02%
HENKEL AG & CO KGAA VORZUG 0.02%
HILONG HOLDING LTD 0.02%
HK ELECTRIC INVEST 0.02%
HOCHTIEF AG 0.02%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.02%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.02%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.02%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JAPAN TOBACCO INC 0.02%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.02%
JPMBB 2014-C22 C 04.7100 09/15/2047 0.02%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.02%
KEC INTERNATIONAL LTD 0.02%
KERRY PROPERTIES LTD 0.02%
KEURIG DR PEPPER INC 0.02%
KIMBERLY-CLARK CORP 0.02%
KINDER MORGAN INC 03.1500 01/15/2023 0.02%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.02%
LBMLT 2004-1 A2 03.0158 02/25/2034 0.02%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.02%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.02%
MAN SE 0.02%
MARATHON PETROLEUM CORP 0.02%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.02%
MICROSOFT CORP 03.3000 02/06/2027 0.02%
MORGAN STANLEY 04.3750 01/22/2047 0.02%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.02%
MSBAM 2014-C17 C 04.6136 08/15/2047 0.02%
NATIONAL AUSTRALIA B P/P 144A 03.0171 12/09/2019 0.02%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.02%
NATIONAL BANK OF CANADA 0.02%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.02%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.02%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.02%
NEC CORP 0.02%
NEWELL BRANDS INC 04.2000 04/01/2026 0.02%
NEXON CO LTD 0.02%
NISSAN MOTOR CO LTD 0.02%
NOK/USD 12/19/2018 GSFX 0.02%
NORFOLK SOUTHERN CORP 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%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.02%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.02%
OSHKOSH CORP 04.6000 05/15/2028 0.02%
OUTFRONT MEDIA INC 0.02%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.02%
PNC BANK NA 02.0000 05/19/2020 0.02%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.02%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.02%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.02%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.02%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 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%
SALESFORCE.COM INC 03.7000 04/11/2028 0.02%
SAMI 2007-AR7 1A1 03.0658 05/25/2047 0.02%
SERVICE CORP INTL 05.3750 05/15/2024 0.02%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.02%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.02%
SINGAPORE TECH ENGINEERING 0.02%
SKIPPER LTD 0.02%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.02%
SPRINT CORP 07.2500 09/15/2021 0.02%
STACR 2015-DNA2 M2 04.8158 12/25/2027 0.02%
STACR 2016-HQA2 M3 07.3658 11/25/2028 0.02%
SUZUKI MOTOR CORP 0.02%
SWISS RE AG 0.02%
TAPESTRY INC 0.02%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.02%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.02%
TORONTO-DOMINION BANK 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%
UNITEDHEALTH GROUP INC 03.1500 06/15/2021 0.02%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.02%
WAMU 2004-AR12 A2B 03.1358 10/25/2044 0.02%
WAMU 2005-AR11 A1B3 02.6158 08/25/2045 0.02%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.02%
WEST CHINA CEMENT LTD 0.02%
WESTROCK MWV LLC 08.2000 01/15/2030 0.02%
WFCM 2013-LC12 D P/P 144A 04.4226 07/15/2046 0.02%
WFCM 2014-LC16 XA IO 01.4977 08/15/2050 0.02%
WFRBS 2011-C3 D P/P 144A 05.8645 03/15/2044 0.02%
WFRBS 2011-C5 E P/P 144A 05.8616 11/15/2044 0.02%
WM MORRISON SUPERMARKETS 0.02%
WOLTERS KLUWER 0.02%
WOODSIDE PETROLEUM LTD 0.02%
WP CAREY INC 0.02%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.02%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 0.01%
AEGON NV 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%
ALCOA NEDERLAND HLDG P/P 144A 06.1250 05/15/2028 0.01%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.01%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLERGAN FUNDING SCS USD 03.8000 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%
ALTICE US FIN II CRP P/P 144A 07.7500 07/15/2025 0.01%
ALTRIA GROUP INC 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMC ENT HOLDIN 06.1250 05/15/2027 0.01%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 0.01%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.01%
AMGEN INC 02.6000 08/19/2026 0.01%
AMGEN INC 03.4500 10/01/2020 0.01%
AMGEN INC 04.6630 06/15/2051 0.01%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.01%
ANNALY CAPITAL MANAGEMENT IN 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
APERGY CORP P/P 144A 06.3750 05/01/2026 0.01%
APPLE INC 03.4500 05/06/2024 0.01%
APPLE INC 03.8500 05/04/2043 0.01%
APPLE INC 04.3750 05/13/2045 0.01%
ARC PROP OPER PART L 04.6000 02/06/2024 0.01%
ARCELORMITTAL USD 07.0000 10/15/2039 0.01%
ARD SECURITIES FIN P/P 144A 08.7500 01/31/2023 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
ASHTEAD CAPITAL INC P/P 144A 04.1250 08/15/2025 0.01%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.01%
ASTRAZENECA PLC USD 06.4500 09/15/2037 0.01%
AT&T INC 0.01%
AT&T INC 03.4000 05/15/2025 0.01%
AT&T INC 04.7500 05/15/2046 0.01%
AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 0.01%
AUTONATION INC. 05.5000 02/01/2020 0.01%
AVAYA HOLDINGS CORP 0.01%
AVAYA TLB L+425 06.4084 12/15/2024 0.01%
AXA SA P/P 144A 06.3790 12/29/2049 0.01%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.01%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.01%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.01%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 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 08.5000 01/31/2027 0.01%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.01%
BAUSCH HLTH COS INC P/P 144A 09.2500 04/01/2026 0.01%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BERKSHIRE HATHAWAY 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%
BIOSCRIP INC 08.8750 02/15/2021 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.01%
BOOKING HOLDINGS INC 0.01%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.01%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.01%
BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.01%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.01%
BPCE SA P/P 144A 05.1500 07/21/2024 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
BRAND ENERGY TL L+425 06.5956 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 05.2830 03/11/2039 0.01%
BT GROUP PLC 0.01%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.01%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.01%
CALIFORNIA RESOURC TL L+475 06.9622 11/17/2022 0.01%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.01%
CALPINE CORPORATION 05.7500 01/15/2025 0.01%
CAMDEN PROPERTY TRUST 0.01%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 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 05.1158 07/25/2024 0.01%
CAS 2015-C01 1M2 06.5158 02/25/2025 0.01%
CAS 2015-C02 1M2 06.2158 05/25/2025 0.01%
CAS 2015-C03 2M2 07.2158 07/25/2025 0.01%
CAS 2016-C02 1M2 08.2158 09/25/2028 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%
CDK GLOBAL INC 0.01%
CEC ENT INC 08.0000 02/15/2022 0.01%
CENTENE CORP 04.7500 05/15/2022 0.01%
CENTENE CORP 06.1250 02/15/2024 0.01%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CFCRE 2011-C2 D P/P 144A 05.9474 12/15/2047 0.01%
CGCMT 2012-GC8 XA IO P/P 144A 01.9663 09/10/2045 0.01%
CGCMT 2013-GC11 D P/P 144A 04.5672 04/10/2046 0.01%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.01%
CGCMT 2014-GC21 X IO 01.3569 05/10/2047 0.01%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.01%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.01%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.01%
CIGNA CORP 04.5000 03/15/2021 0.01%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.01%
CIT GROUP INC. 05.2500 03/07/2025 0.01%
CITIGROUP INC 03.6680 07/24/2028 0.01%
CITIGROUP INC 04.4500 09/29/2027 0.01%
CITIGROUP INC 04.6000 03/09/2026 0.01%
CITIGROUP INC 04.7500 05/18/2046 0.01%
CME GROUP INC 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
COCA-COLA CO/THE 02.2500 09/01/2026 0.01%
COCA-COLA EUROPEAN PARTNERS 0.01%
COLOPLAST-B 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 01.2718 08/10/2050 0.01%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.01%
COMM 2014-CR17 XA IO 01.2414 05/10/2047 0.01%
COMM 2014-CR18 C 04.8894 07/15/2047 0.01%
COMM 2014-UBS6 XA IO 01.1114 12/10/2047 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.01%
COMSTOCK ESCROW CORP P/P 144A 09.7500 08/15/2026 0.01%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.01%
CONSTELLIUM NV P/P 144A 05.8750 02/15/2026 0.01%
CONTINENTAL RES 04.5000 04/15/2023 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.01%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.01%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.01%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.01%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.01%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.01%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.01%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.01%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.01%
CROWN HOLDINGS INC 0.01%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.01%
CSX CORP 04.1000 03/15/2044 0.01%
CVS HEALTH CORP 04.7500 12/01/2022 0.01%
CVS HEALTH CORP 05.0500 03/25/2048 0.01%
CWALT 2005-27 1A1 02.2169 08/25/2035 0.01%
CWCI 2007-C3 AJ 06.0151 05/15/2046 0.01%
DAIMLER AG-REGISTERED SHARES 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 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%
DIGITAL DELTA HLDG 03.4000 10/01/2020 0.01%
DISH DBS CORP 05.8750 11/15/2024 0.01%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.01%
DUKE ENERGY CORP 03.1500 08/15/2027 0.01%
E. I. DU PONT DE NEMOUR 03.6250 01/15/2021 0.01%
EAGLECLAW MID TL L+425 06.3259 06/30/2024 0.01%
ECOLAB INC 0.01%
ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 0.01%
EMERA US FINANCE LP 03.5500 06/15/2026 0.01%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.01%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 0.01%
ENERGY TRANSFER PARTNERS 06.1250 12/15/2045 0.01%
ENSCO PLC USD 07.7500 02/01/2026 0.01%
EOG RESOURCES INC 02.6250 03/15/2023 0.01%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.01%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.01%
EPR PROPERTIES 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
EQUINIX INC 05.3750 05/15/2027 0.01%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.01%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.01%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.01%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
EURAZEO SE 0.01%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.01%
EXELON CORP 0.01%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.01%
FHR 3829 AS IO 04.7916 03/15/2041 0.01%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.01%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.01%
FIN & RISK US HOLD P/P 144A 06.2500 05/15/2026 0.01%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.01%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.01%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.01%
FISERV INC 0.01%
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%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 0.01%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.01%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
FRONTIER COMM 10.5000 09/15/2022 0.01%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GBP/USD 12/19/2018 BANKAM 0.01%
GE CAPITAL INTL FUNDING USD 03.3730 11/15/2025 0.01%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.01%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.01%
GMAC CAPITAL TRUST I PCT 08.0987 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 03.8848 06/20/2043 0.01%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.01%
GNR 2015-H24 BI IO 01.6026 08/20/2065 0.01%
GNR 2015-H26 EI IO 01.7196 10/20/2065 0.01%
GNR 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%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.01%
GREAT LAKES D&D 08.0000 05/15/2022 0.01%
GSMS 2010-C1 D P/P 144A 06.1966 08/10/2043 0.01%
GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 0.01%
GSMS 2013-GC10 XA IO 01.6672 02/10/2046 0.01%
GSMS 2014-GC22 C 04.8458 06/10/2047 0.01%
GSMS 2014-GC22 XA IO 01.1470 06/10/2047 0.01%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.01%
HARRIS CORP 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.01%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.01%
HOME DEPOT INC 02.6250 06/01/2022 0.01%
HONG KONG DOLLAR CALL ACCOUNT 0.01%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.01%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.01%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.01%
HUSKY TLB L+300 05.2018 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%
INDIAN RUPEE CALL ACCOUNT 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.01%
INTL 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%
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 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 P/P 144A 05.8750 05/01/2026 0.01%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.01%
JAPAN POST BANK CO LTD 0.01%
JO-ANN STORES 2NDL L+925 11.6038 05/21/2024 0.01%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.01%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.01%
JPMBB 2013-C17 XA IO 00.9627 01/15/2047 0.01%
JPMCC 2005-LDP5 F 05.8961 12/15/2044 0.01%
JPMCC 2012-C8 D P/P 144A 04.8063 10/15/2045 0.01%
JPMCC 2012-LC9 D P/P 144A 04.5178 12/15/2047 0.01%
JPMCC 2013-C16 D P/P 144A 05.1774 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%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.01%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.01%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.01%
KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 0.01%
KINGFISHER PLC 0.01%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.01%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.01%
KONINKLIJKE PHILIPS NV 0.01%
KRAFT HEINZ FOODS CO 03.1605 08/10/2022 0.01%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.01%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.01%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.01%
LLOYDS BANKING GROUP PLC USD 04.3440 01/09/2048 0.01%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.01%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.01%
MASTEC INC 04.8750 03/15/2023 0.01%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.01%
MAXIM INTEGRATED PRODUCTS 0.01%
MAZDA MOTOR CORP 0.01%
MEDIOBANCA SPA 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MERCK & CO INC 03.7000 02/10/2045 0.01%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.01%
MET LIFE GLOB FUND P/P 144A 01.5500 09/13/2019 0.01%
MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 0.01%
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%
MICROSOFT CORP 02.4000 08/08/2026 0.01%
MICROSOFT CORP 04.2000 06/01/2019 0.01%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.01%
MILLICOM INTL CELLULAR-SDR 0.01%
MITSUBISHI TANABE PHARMA 0.01%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.01%
MLMI 2005-A2 A2 03.5386 02/25/2035 0.01%
MONSTER BEVERAGE CORP 0.01%
MSAC 2004-HE6 M1 03.0408 08/25/2034 0.01%
MSBAM 2012-C6 D P/P 144A 04.7262 11/15/2045 0.01%
MSBAM 2013-C7 C 04.2546 02/15/2046 0.01%
MSBAM 2014-C17 XA IO 01.3487 08/15/2047 0.01%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.01%
MSC 2011-C3 D P/P 144A 05.3257 07/15/2049 0.01%
MSRR 2015-R4 CB1 02.8904 08/26/2047 0.01%
NABORS IND INC 05.7500 02/01/2025 0.01%
NATIONAL 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 03.3408 10/25/2033 0.01%
NEIMAN MARCUS TL L+325 05.3703 10/25/2020 0.01%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.01%
NETFLIX INC P/P 144A 05.8750 11/15/2028 0.01%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.01%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NEXT PLC 0.01%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.01%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.01%
NOK/USD 12/19/2018 SSBT 0.01%
NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 0.01%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.01%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NRG ENERGY INC 07.2500 05/15/2026 0.01%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.01%
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%
OLD REPUBLIC INTL CORP 0.01%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.01%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.01%
ORACLE CORP 02.5000 10/15/2022 0.01%
ORACLE CORP 02.6500 07/15/2026 0.01%
ORACLE CORP 03.2500 11/15/2027 0.01%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.01%
OSHKOSH CORP 05.3750 03/01/2025 0.01%
OTSUKA CORP 0.01%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.01%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.01%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.01%
PENSKE 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%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.01%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.01%
PETROLEOS MEXICANOS USD 04.8750 01/24/2022 0.01%
PFIZER INC 03.0000 12/15/2026 0.01%
PHILLIPS 66 0.01%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.01%
PPSI 2004-WCW2 M3 03.2658 10/25/2034 0.01%
PQ CORP P/P 144A 05.7500 12/15/2025 0.01%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.01%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.01%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.01%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.01%
PULTEGROUP INC 05.5000 03/01/2026 0.01%
PULTEGROUP INC. 07.8750 06/15/2032 0.01%
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 05.2500 01/17/2042 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 OF SENEGAL REGS 06.2500 05/23/2033 0.01%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.01%
REVLON CONS TLB L+350 05.8103 09/07/2023 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.01%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.01%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.01%
ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 0.01%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.01%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.01%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.01%
ROYAL DUTCH SHELL PLC-A SHS 0.01%
S&P GLOBAL INC 04.4000 02/15/2026 0.01%
SABINE PASS 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%
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%
SERVICE CORP INTL 04.6250 12/15/2027 0.01%
SERVICE CORP INTL 05.3750 01/15/2022 0.01%
SESI LLC 07.7500 09/15/2024 0.01%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.01%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.01%
SHERWIN-WILLIAMS CO/THE 0.01%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.01%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.01%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.01%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.01%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SOUTH32 LTD 0.01%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.01%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.01%
SPRINT CORP 07.8750 09/15/2023 0.01%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.01%
STACR 2014-HQ3 M3 06.9658 10/25/2024 0.01%
STACR 2015-HQ2 M2 04.1658 05/25/2025 0.01%
STACR 2016-DNA2 M2 04.4158 10/25/2028 0.01%
STACR 2016-DNA2 M3 06.8658 10/25/2028 0.01%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.01%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 0.01%
STARWOOD PROP TR 04.7500 03/15/2025 0.01%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.01%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.01%
STOCKLAND 0.01%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.01%
SUNTRUST BANKS INC 0.01%
SWIRE PROPERTIES LTD 0.01%
SWISS PRIME SITE-REG 0.01%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.01%
SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 0.01%
SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
TAISHO PHARMACEUTICAL HOLDIN 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%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.01%
TENET HEALTHCARE 06.0000 10/01/2020 0.01%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.01%
TENNANT CO 05.6250 05/01/2025 0.01%
TENNECO INC 05.3750 12/15/2024 0.01%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.01%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.01%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.01%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.01%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.01%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
TRAVELERS COS INC/THE 0.01%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.01%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.01%
TRONOX INC P/P 144A 06.5000 04/15/2026 0.01%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.01%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.01%
UBSBB 2012-C3 C P/P 144A 05.2094 08/10/2049 0.01%
UBSBB 2012-C4 XA IO P/P 144A 01.7920 12/10/2045 0.01%
UBSCM 2017-C7 XA IO 01.2261 12/15/2050 0.01%
UDR INC 0.01%
UNITEDHEALTH GROUP INC 0.01%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.01%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.01%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.01%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.01%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
US FOODS HOLDING CORP 0.01%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.01%
USD/CNH CALL 7.00 20190404 GSFX 0.01%
USG CORP P/P 144A 04.8750 06/01/2027 0.01%
USG CORP P/P 144A 05.5000 03/01/2025 0.01%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.01%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.01%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.01%
VIACOM INC 04.5000 03/01/2021 0.01%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.01%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.01%
VOLT 2017-NP10 A1 P/P 144A 03.0000 10/25/2047 0.01%
VOLT 2017-NPL8 A1 P/P 144A 03.1250 06/25/2047 0.01%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.01%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.01%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.01%
WAMU 2005-AR9 A1C3 03.1758 07/25/2045 0.01%
WAMU 2007-HY2 1A1 03.6029 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 05.4168 10/15/2044 0.01%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.01%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.01%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.01%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.01%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.01%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.01%
WESTROCK MWV LLC 07.9500 02/15/2031 0.01%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.01%
WEYERHAEUSER CO 07.3750 03/15/2032 0.01%
WFCM 2013-LC12 AS 04.4226 07/15/2046 0.01%
WFCM 2013-LC12 C 04.4226 07/15/2046 0.01%
WFCM 2016-LC25 XA IO 01.2206 12/15/2059 0.01%
WFRBS 2011-C5 C P/P 144A 05.8616 11/15/2044 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.7164 12/15/2045 0.01%
WFRBS 2012-C9 XA IO P/P 144A 02.0476 11/15/2045 0.01%
WFRBS 2012-C9 XB IO P/P 144A 00.8440 11/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
WFRBS 2013-C15 D P/P 144A 04.6207 08/15/2046 0.01%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.01%
WFRBS 2014-C24 XA IO 01.0303 11/15/2047 0.01%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.01%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.01%
WINDSTREAM SRVC / P/P 144A 09.0000 06/30/2025 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.01%
WORLDPAY INC-CLASS A 0.01%
WPX ENERGY INC 05.7500 06/01/2026 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.01%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.01%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.01%
ZAYO GROUP HOLDINGS INC 0.01%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.01%
ZOETIS INC 03.9000 08/20/2028 0.01%
ZURICH INSURANCE GROUP AG 0.01%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
3.05 R ISWP FWD US0003M P 12/19/2020 0.00%
3.10 R ISWP FWD US0003M P 12/19/2023 0.00%
3.143 R ISWP US0003M P 09/28/2028 0.00%
3.15 R ISWP FWD US0003M P 12/19/2028 0.00%
3.20 R ISWP FWD US0003M P 12/19/2048 0.00%
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%
AES CORP/THE 04.5000 03/15/2023 0.00%
AIR LEASE CORP 02.5000 03/01/2021 0.00%
AKORN INC 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
ALLY FINANCIAL INC 08.0000 12/31/2018 0.00%
ALTRIA GROUP INC 04.0000 01/31/2024 0.00%
ALTRIA GROUP INC. 09.2500 08/06/2019 0.00%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.00%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.00%
ANTERO RESOURCES 05.3750 11/01/2021 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
APACHE CORPORATION 03.2500 04/15/2022 0.00%
ARAMARK 0.00%
ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.00%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.00%
AUD/USD 10/17/2018 BANKAM 0.00%
AUD/USD 10/17/2018 CITI 0.00%
AUD/USD 10/17/2018 CSI-FX 0.00%
AUD/USD 10/17/2018 HSBCB 0.00%
AUD/USD 10/17/2018 JPMCB 0.00%
AUD/USD 10/17/2018 RBSF 0.00%
AUD/USD 10/17/2018 SSBT 0.00%
AUSTRALIAN DOLLAR ACCOUNT 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2019 0.00%
BACM 2004-4 XC IO P/P 144A 00.0862 07/10/2042 0.00%
BACM 2004-5 XC IO P/P 144A 00.5825 11/10/2041 0.00%
BACM 2005-1 XW IO P/P 144A 00.0000 11/10/2042 0.00%
BACM 2007-1 XW IO 00.4119 01/15/2049 0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
BANK OF AMERICA CORP 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 05.6250 12/01/2021 0.00%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.00%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.00%
BB&T CORP 0.00%
BERKSHIRE HATHAWAY 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 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%
BOYD GAMING CORP 06.0000 08/15/2026 0.00%
BOYD GAMING CORP 06.3750 04/01/2026 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
BOYNE USA INC P/P 144A 07.2500 05/01/2025 0.00%
BRAZILIAN REAL CALL ACCOUNT 0.00%
BRIGHT HORIZONS FAMILY SOLUT 0.00%
BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.5061 12/11/2038 0.00%
BSCMS 2006-PW11 C P/P 144A 05.2830 03/11/2039 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 10/17/2018 GSFX 0.00%
CAD/USD 10/17/2018 HSBCB 0.00%
CAD/USD 10/17/2018 SSBT 0.00%
CAE INC 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.00%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CANADIAN DOLLAR ACCOUNT 0.00%
CAS 2016-C05 2M1 03.5658 01/25/2029 0.00%
CAS 2016-C06 1M2 06.4658 04/25/2029 0.00%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.00%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.00%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.00%
CD 2007-CD4 XW IO P/P 144A 00.7492 12/11/2049 0.00%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.00%
CENTENE CORP P/P 144A 05.3750 06/01/2026 0.00%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.0000 10/15/2049 0.00%
CGI GROUP INC - CLASS A 0.00%
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%
CHF/USD 12/19/2018 BCAP-FX 0.00%
CHF/USD 12/19/2018 CSI-FX 0.00%
CHF/USD 12/19/2018 JPMCB 0.00%
CHIMERA INVESTMENT CORP 0.00%
CINEMARK USA INC 04.8750 06/01/2023 0.00%
CINEMARK USA INC 05.1250 12/15/2022 0.00%
CIT GROUP INC 05.0000 08/01/2023 0.00%
CIT GROUP INC. 05.0000 08/15/2022 0.00%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.00%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.00%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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 CG 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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.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 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
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COMCAST CORP 02.3500 01/15/2027 0.00%
COMCAST CORP 03.9990 11/01/2049 0.00%
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FHR 3326 WF 00.0000 10/15/2035 0.00%
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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 00.3806 10/25/2041 0.00%
FNR 2001-79 BI IO 00.2841 03/25/2045 0.00%
FNR 2003-34 P1 PO 00.0000 04/25/2043 0.00%
FNR 2005-75 GS 13.6026 08/25/2035 0.00%
FNR 2006-62 PS 26.6051 07/25/2036 0.00%
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FNW 2002-W8 IO1 IO 00.2990 06/25/2042 0.00%
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FRAC TECH INTL TLB L+475 06.8259 04/16/2021 0.00%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.00%
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FUJITSU LTD 0.00%
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GBP/USD 12/19/2018 BCAP-FX 0.00%
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GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.00%
GMACC 1997-C1 X IO 01.5082 07/15/2029 0.00%
GMACC 2005-C1 X1 IO P/P 144A 01.1752 05/10/2043 0.00%
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GNMA GII30 BB0107 04.7000 08/20/2067 0.00%
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NOK/USD 12/19/2018 BCAP-FX 0.00%
NOK/USD 12/19/2018 JPMCB 0.00%
NOK/USD 12/19/2018 RBSF 0.00%
NOK/USD 12/19/2018 UBS 0.00%
NORWEGIAN KRONE CALL ACCOUNT 0.00%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.00%
NUTRIEN LTD USD 05.2500 01/15/2045 0.00%
NXP SEMICONDUCTORS NV 0.00%
NZD/USD 10/17/2018 CITI 0.00%
NZD/USD 10/17/2018 GSFX 0.00%
NZD/USD 10/17/2018 RBSF 0.00%
NZD/USD 10/17/2018 SSBT 0.00%
NZD/USD 10/17/2018 UBS 0.00%
NZD/USD 10/17/2018 WPAC 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.00%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.00%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.00%
PEPSICO INC 03.4500 10/06/2046 0.00%
PERKINELMER INC 0.00%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.00%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.00%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PIEDMONT OFFICE REALTY TRU-A 0.00%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.00%
POSTE ITALIANE SPA 0.00%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.00%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.00%
PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 0.00%
QORVO INC P/P 144A 05.5000 07/15/2026 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
QVC INC 04.4500 02/15/2025 0.00%
RACKSPACE HOSTING INC L+300 05.3482 11/03/2023 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REINSURANCE GROUP OF AMERICA 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
S&P MID 400 EMINI DEC18 FAZ8 0.00%
S&P500 EMINI FUT DEC18 ESZ8 0.00%
SANDRIDGE ENERGY INC 0.00%
SASC 2006-AM1 A4 02.3758 04/25/2036 0.00%
SCOTTS MIRACLE-GRO CO 0.00%
SECOM CO LTD 0.00%
SEK/USD 12/19/2018 BANKAM 0.00%
SEK/USD 12/19/2018 CITI 0.00%
SEK/USD 12/19/2018 GSFX 0.00%
SEK/USD 12/19/2018 HSBCB 0.00%
SEK/USD 12/19/2018 RBSF 0.00%
SEK/USD 12/19/2018 SSBT 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 0.00%
SGD/USD 11/19/2018 JPMCB 0.00%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.00%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.00%
SINGAPORE DOLLAR CALL ACCOUNT 0.00%
SM ENERGY CO 05.0000 01/15/2024 0.00%
SM ENERGY CO 06.1250 11/15/2022 0.00%
SM ENERGY CO 06.6250 01/15/2027 0.00%
SM ENERGY CO 06.7500 09/15/2026 0.00%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.00%
SONIC HEALTHCARE LTD 0.00%
SOUTH AFRICAN RAND CALL ACCOUNT 0.00%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022 0.00%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.00%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.00%
SPIRIT MTA REIT 0.00%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.00%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
SSE PLC 0.00%
STACR 2015-HQ1 M2 04.4158 03/25/2025 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.00%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.00%
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 RES PRTNRS 05.3750 02/01/2027 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
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%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.00%
THERMO FISHER SCIENTIFIC INC 0.00%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
TOPIX INDX FUTR DEC18 TPZ8 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSDIGM INC 06.5000 07/15/2024 0.00%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.00%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
TWO HARBORS INVESTMENT CORP 0.00%
TXU TCEH RIGHTS 0.00%
UAE DIRHAM CALL ACCOUNT 0.00%
UNICHARM CORP 0.00%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.00%
US 10YR NOTE (CBT)DEC18 TYZ8 0.00%
US 10YR ULTRA FUT DEC18 UXYZ8 0.00%
US 2YR NOTE (CBT) DEC18 TUZ8 0.00%
US 5YR NOTE (CBT) DEC18 FVZ8 0.00%
US LONG BOND(CBT) DEC18 USZ8 0.00%
US ULTRA BOND CBT DEC18 WNZ8 0.00%
USD/CNH CALL 7.20 20190404 GSFX 0.00%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.00%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.00%
VIETNAMESE DONG CALL ACCOUNT 0.00%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.00%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.00%
VMWARE INC 03.9000 08/21/2027 0.00%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.00%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.00%
WBCMT 2005-C18 XC IO P/P 144A 00.0000 04/15/2042 0.00%
WBCMT 2006-C26 XC IO P/P 144A 00.0450 06/15/2045 0.00%
WBCMT 2006-C29 IO IO 00.3742 11/15/2048 0.00%
WBCMT 2007-C34 IO IO 00.1175 05/15/2046 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEATHERFORD INTL LLC P/P 144A 09.8750 03/01/2025 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.00%
WILEY (JOHN) & SONS-CLASS A 0.00%
WILLIAMS COS INC 07.7500 06/15/2031 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
WP CAREY INC 04.6000 04/01/2024 0.00%
WPX ENERGY INC 06.0000 01/15/2022 0.00%
WYNDHAM DESTINATIONS INC 05.7500 04/01/2027 0.00%
YAMADA DENKI CO LTD 0.00%
AUD/USD 10/17/2018 UBS -0.01%
CAD/USD 10/17/2018 BANKAM -0.01%
MEXICAN PESO CALL ACCOUNT -0.01%
SEK/USD 12/19/2018 JPMCB -0.01%
SWEDISH KRONA CALL ACCOUNT -0.01%
SWISS FRANC CALL ACCOUNT -0.01%
GNMA GII30 TBA 04.0000 10/01/2048 -0.03%
RU10INTR P US0003M R 11/27/18 CI -0.03%
JAPANESE YEN CALL ACCOUNT -0.05%
POUND STERLING CALL ACCOUNT -0.05%
THE EURO EUR CALL ACCOUNT -0.05%
EMIN RUSSELL 2000 DEC18 RTYZ8 -0.06%
CDX CDX.NA.HY.31 500.0 12/20/2023 -0.08%
FNMA FN30 TBA 03.5000 10/01/2048 -0.10%
FNMA FN30 TBA 03.0000 10/01/2048 -0.25%

Prior top 10 holdings

Top 10 holdings as of 09/30/18
Alphabet
JPMorgan Chase
Apple
Cisco Systems
Verizon Communications
Boeing
Citigroup
Nvidia
Home Depot
Amazon
Holdings represent 11.50% of portfolio
Top 10 holdings as of 08/31/18
Alphabet
JPMorgan Chase
Apple
Cisco Systems
Verizon Communications
Citigroup
Nvidia
Boeing
Home Depot
Amazon.Com
Holdings represent 11.50% of portfolio
Top 10 holdings as of 07/31/18
Alphabet
JPMorgan Chase
Citigroup
Verizon
Boeing
Apple
Cisco
Home Depot
Nvidia
Gnma Gii30 Ma4652 03.5000 08/20/2047
Holdings represent 11.12% of portfolio
Top 10 holdings as of 06/30/18
Alphabet
JPMorgan Chase
Verizon
Citigroup
Cisco
Apple
Boeing
Home Depot
Nvidia
Gnma Gii30 Ma4652 03.5000 08/20/2047
Holdings represent 10.87% of portfolio

Portfolio composition as of 09/30/18

U.S. large-cap equity 46.11%
International equity 15.63%
U.S. Investment-grade bonds 14.74%
U.S. small- and mid-cap equity 13.80%
Emerging-markets equity 5.07%
U.S. High-yield bonds 2.49%
Commodities 1.62%
U.S. money markets 0.54%

Fixed income statistics as of 09/30/18

Average effective maturity 5.79 yrs.
Average effective duration 0.94 yrs.

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

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


Expenses

Expense ratio

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

Sales charge

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

CDSC

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

The Russell 3000 Index is an unmanaged index of the 3,000 largest U.S. companies. The Putnam Growth Blended Benchmark is a benchmark administered by Putnam Management, comprising 60% the Russell 3000 Index, 15% the MSCI EAFE Index (ND), 15% the Bloomberg Barclays U.S. Aggregate Bond Index, 5% the JPMorgan Developed High Yield Index, and 5% the MSCI Emerging Markets Index (GD). You cannot invest directly in an index.

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