Active Allocation

Dynamic Asset Allocation Conservative Fund (Class C)  (PACCX)

A globally diversified fund for preserving wealth

Highlights

Objective

The fund seeks total return consistent with preservation of capital.

Strategy and process

  • Global benchmark: The fund starts with a globally diversified benchmark with more efficient exposures relative to a typical 30/70 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 $10.61
0.00% | $0.00
$10.71
09/21/18
$9.62
12/24/18
Historical fund price

Consistency of positive performance over five years

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

Performance shown 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 click on the performance tab.

11.69%

Best 5-year annualized return

(for period ending 03/31/14)


-2.46%

Worst 5-year annualized return

(for period ending 03/31/09)


4.80%

Average 5-year annualized return


Fund facts as of 08/31/19

Total net assets
$1,087.36M
Turnover (fiscal year end)
166%
Dividend frequency (view rate)
Monthly
Number of holdings
1671
Fiscal year-end
September
CUSIP / Fund code
746444868 / 0442
Inception date
09/01/94
Category
Asset Allocation
Open to new investors
Ticker
PACCX

Management team

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


Manager commentary | Q2 2019

Growth expectations ease

Jason Vaillancourt, Co-Head of Global Asset Allocation, discusses trends in growth and earnings expectations.


Literature


Actively targeting inflation risk for retirement savers
We explain why a dynamic approach to hedging inflation risk in a target-date fund may be a better way to protect a retirement nest egg.
Market volatility returns to "old" normal
Our outlook for stock market volatility sees the levels reached in 2018 continuing, in part because these levels were close to the long-term norm.
Calibrate equity allocations with higher savings rates
Evidence of higher savings rates by plan participants make it reasonable to consider lower equity allocations across the glide path of target-date funds.

Performance

  • Total return (%) as of 06/30/19

  • Annual performance as of 06/30/19

Annualized Total return (%) as of 06/30/19

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 4.17% 4.26% 3.34% 6.53%
After sales charge 3.17% 4.26% 3.34% 6.53%
Bloomberg Barclays U.S. Aggregate Bond Index 7.87%2.31%2.95%3.90%
Putnam Conservative Blended Benchmark 8.18%5.93%4.96%7.16%

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

Performance snapshot

  Before sales charge After sales charge
1 mt. as of 08/31/19 0.41% -0.59%
YTD as of 09/20/19 9.33% 8.33%

Yield

Distribution rate before sales charge
as of 09/20/19
1.36%
Distribution rate after sales charge
as of 09/20/19
1.36%
30-day SEC yield as of 08/30/19 1.11%

Lipper rankings as of 08/31/19

Time period Rank/Funds in category Percentile ranking
1 yr. 262/326 81%
3 yrs. 236/309 77%
5 yrs. 140/269 52%
10 yrs. 90/195 46%
Lipper category: Mixed-Asset Trgt Alloc Con Fds

Morningstar Ratings as of 08/31/19

Time period Funds in category Morningstar Rating
Overall 494
3 yrs. 494
5 yrs. 399
10 yrs. 267
Morningstar category: Allocation--30% to 50% Equity

Distributions

Record/Ex dividend date 09/18/19
Payable date 09/20/19
Income $0.012
Extra income --
Short-term cap. gain --
Long-term cap. gain --

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

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

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


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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.


Holdings

Top 10 holdings as of 08/31/19

Gnma Gii30 Ma4652 03.5000 08/20/2047 3.68%
Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 3.00%
Fnma Fn30 Tba Umbs 04.0000 09/01/2049 2.39%
Fnma Fn15 Tba Umbs 03.0000 09/01/2034 2.26%
Fnma Fn30 Ma3563 Umbs 04.0000 01/01/2049 2.25%
Alphabet 1.35%
Amazon 1.15%
JPMorgan Chase 0.98%
Fnma Fn30 Tba Umbs 06.0000 09/01/2049 0.81%
Apple 0.80%
Top 10 holdings, percent of portfolio 18.67%

Full portfolio holdings as of 06/30/19

US 2YR NOTE (CBT) SEP19 TUU9 8.66%
US 5YR NOTE (CBT) SEP19 FVU9 8.63%
CGPUTQL2 R US0003M P 11/26/19 CI 4.09%
US ULTRA BOND CBT SEP19 WNU9 3.92%
GNMA GII30 MA4652 03.5000 08/20/2047 3.78%
FHLMC FH30G G08795 03.0000 01/01/2048 3.01%
FNMA FN30 TBA UMBS 04.0000 08/01/2049 2.47%
E-MINI RUSS 2000 SEP19 RTYU9 2.10%
US LONG BOND(CBT) SEP19 USU9 1.56%
FNMA FN15 AL9468 UMBS 03.0000 12/01/2031 1.54%
FNMA FN30 TBA UMBS 04.0000 07/01/2049 1.42%
ALPHABET INC-CL A 1.27%
JPMORGAN CHASE & CO 1.00%
AMAZON.COM INC 0.98%
CISCO SYSTEMS INC 0.84%
CHEVRON CORP 0.83%
FNMA FN30 TBA UMBS 06.0000 08/01/2049 0.80%
MICROSOFT CORP 0.78%
VERIZON COMMUNICATIONS INC 0.77%
APPLE INC 0.77%
FNMA FN15 TBA UMBS 03.0000 07/01/2034 0.75%
GNMA GII30 MA4837 03.5000 11/20/2047 0.75%
BOEING CO/THE 0.74%
CITIGROUP INC 0.73%
ORACLE CORP 0.72%
STARBUCKS CORP 0.69%
INTL BUSINESS MACHINES CORP 0.66%
ADOBE INC 0.61%
FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 0.59%
COCA-COLA CO/THE 0.58%
FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 0.56%
GNMA GII30 MA4586 03.5000 07/20/2047 0.55%
FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 0.52%
COMCAST CORP-CLASS A 0.49%
JOHNSON & JOHNSON 0.48%
MEDTRONIC PLC 0.47%
ABBOTT LABORATORIES 0.45%
MERCK & CO. INC. 0.44%
PEPSICO INC 0.43%
AMGEN INC 0.40%
LOCKHEED MARTIN CORP 0.39%
HONEYWELL INTERNATIONAL INC 0.39%
CONOCOPHILLIPS 0.38%
INTUIT INC 0.38%
HOME DEPOT INC 0.36%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.36%
NXP SEMICONDUCTORS NV 0.35%
TREASURY BILL 00.0000 08/01/2019 0.34%
AUTOMATIC DATA PROCESSING 0.32%
METLIFE INC 0.32%
MONDELEZ INTERNATIONAL INC-A 0.32%
XILINX INC 0.31%
WALMART INC 0.30%
GNMA GII30 TBA 03.5000 07/01/2049 0.28%
DELTA AIR LINES INC 0.28%
VERIZON COMM 04.3290 09/21/2028 0.27%
PROCTER & GAMBLE CO/THE 0.27%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.27%
EBAY INC 0.26%
MORGAN STANLEY 0.26%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.25%
VALERO ENERGY CORP 0.24%
EXELON CORP 0.24%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.24%
BOOKING HOLDINGS INC 0.24%
CITIGROUP INC 03.6680 07/24/2028 0.24%
FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 0.24%
MORGAN STANLEY 03.6250 01/20/2027 0.24%
LOWES COMPANIES INC 0.24%
WASTE MANAGEMENT INC 0.23%
LYONDELLBASELL INDU-CL A 0.23%
SYSCO CORP 0.23%
PHILLIPS 66 0.22%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.22%
NIKE INC -CL B 0.22%
CUMMINS INC 0.22%
DANAHER CORP 0.22%
INGERSOLL-RAND PLC 0.22%
FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 0.22%
PFIZER INC 0.22%
BEST BUY CO INC 0.21%
PRUDENTIAL FINANCIAL INC 0.20%
AT&T INC 04.1000 02/15/2028 0.20%
PAYPAL HOLDINGS INC 0.20%
NORFOLK SOUTHERN CORP 0.20%
TREASURY BILL 00.0000 08/08/2019 0.20%
BIOGEN INC 0.20%
ABBVIE INC 0.20%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.20%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.20%
ROCHE HOLDING AG-GENUSSCHEIN 0.20%
BROADCOM INC 0.19%
CAPITAL ONE FINANCIAL CORP 0.19%
MCKESSON CORP 0.19%
CROWN CASTLE INTL CORP 0.19%
FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 0.18%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.18%
HILTON WORLDWIDE HOLDINGS IN 0.18%
SYNCHRONY FINANCIAL 0.18%
OMNICOM GROUP 0.18%
AGILENT TECHNOLOGIES INC 0.18%
FORTINET INC 0.17%
STACR 2016-DNA2 M3 07.0544 10/25/2028 0.17%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.17%
CVS HEALTH CORP 04.7800 03/25/2038 0.17%
PUBLIC SERVICE ENTERPRISE GP 0.17%
SPST 2018-3 A 03.1296 07/24/2019 0.17%
MICROSOFT CORP 02.4000 08/08/2026 0.17%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.16%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.16%
AFLAC INC 0.16%
AMERIPRISE FINANCIAL INC 0.16%
WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 0.16%
ELANCO ANIMAL HEALTH 04.9000 08/28/2028 0.16%
SPST 2018-8 A 03.1296 02/24/2020 0.16%
ELI LILLY & CO 0.16%
FHLMC FH30G G08747 03.0000 02/01/2047 0.16%
CITIZENS FINANCIAL GROUP 0.16%
DISCOVER FINANCIAL SERVICES 0.15%
HERSHEY CO/THE 0.15%
DARDEN RESTAURANTS INC 0.15%
GILEAD SCIENCES INC 0.15%
FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 0.15%
SPST 2018-5 A 03.1296 09/24/2019 0.15%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.15%
APPLE INC 04.2500 02/09/2047 0.15%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.15%
TOTAL SA 0.15%
ORACLE CORPORATION 02.2500 10/08/2019 0.14%
TREASURY BILL 00.0000 07/18/2019 0.14%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.14%
ZEBRA TECHNOLOGIES CORP-CL A 0.14%
ALLERGAN PLC 0.14%
CADENCE DESIGN SYS INC 0.14%
GOLDMAN SACHS GROUP INC 0.14%
AT&T INC 03.8000 02/15/2027 0.14%
ALLIANZ SE-REG 0.14%
E*TRADE FINANCIAL CORPORATION 0.13%
FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 0.13%
ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 0.13%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.13%
ECOLAB INC 02.7000 11/01/2026 0.13%
EMERSON ELECTRIC CO 0.13%
TREASURY BILL 00.0000 07/11/2019 0.13%
CAS 2015-C04 2M2 07.9544 04/25/2028 0.13%
NOVO NORDISK A/S-B 0.13%
CDX CDX.NA.IG.32 100.0 06/20/2024 0.13%
HARTFORD FINANCIAL SVCS GRP 0.13%
MICROSOFT CORP 01.5500 08/08/2021 0.13%
COMERICA INC 0.12%
CAS 2016-C02 1M2 08.4044 09/25/2028 0.12%
ZIMMER BIOMET HOLDINGS INC 0.12%
ROCKWELL AUTOMATION INC 0.12%
NESTLE SA-REG 0.12%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.12%
BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 0.12%
DBUBS 2011-LC3A D P/P 144A 05.5115 08/10/2044 0.12%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.12%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.12%
AMAZON.COM INC 03.1500 08/22/2027 0.12%
UNILEVER PLC 0.12%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.12%
KEURIG DR PEPPER INC 04.5970 05/25/2028 0.12%
RIO TINTO PLC 0.12%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 0.12%
CF INDUSTRIES HOLDINGS INC 0.12%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.12%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.11%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.11%
CARDINAL HEALTH INC 0.11%
CENTERPOINT ENERGY INC 0.11%
ENEL SPA 0.11%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.11%
ALLSTATE CORP 0.11%
F5 NETWORKS INC 0.11%
NATIONAL AUSTRALIA B P/P 144A 03.1406 12/09/2019 0.11%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.11%
NOVARTIS AG-REG 0.11%
AIR LEASE CORP 03.6250 04/01/2027 0.11%
ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 0.11%
CAS 2016-C01 1M2 09.1544 08/25/2028 0.11%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.11%
VISTRA ENERGY CORP 0.11%
LINCOLN NATIONAL CORP 0.10%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.10%
CIGNA CORP P/P 144A 03.7500 07/15/2023 0.10%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.10%
HITACHI LTD 0.10%
KEYSIGHT TECHNOLOGIES IN 0.10%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.10%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.10%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.10%
GLAXOSMITHKLINE PLC 0.10%
KINDER MORGAN INC 03.1500 01/15/2023 0.10%
KERING 0.10%
SHIN-ETSU CHEMICAL CO LTD 0.10%
SUMITOMO MITSUI FINANCIAL GR 0.10%
CAS 2015-C04 1M2 08.1044 04/25/2028 0.10%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.10%
DISCOVERY INC - A 0.10%
KLA-TENCOR CORP 0.10%
MWST 2019-1 A 03.2044 06/25/2052 0.10%
SPST 2019-3 A 03.1296 06/24/2020 0.10%
CIT GROUP INC. 05.2500 03/07/2025 0.10%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.10%
AES CORP 0.10%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.10%
FNMA FN30 TBA UMBS 04.5000 07/01/2049 0.10%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.10%
MOLSON COORS BREWING CO -B 0.10%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.10%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.10%
AMETEK INC 0.09%
ANNALY CAPITAL MANAGEMENT IN 0.09%
ENERGY TRANSFER OPERA 05.8750 01/15/2024 0.09%
HOYA CORP 0.09%
KONINKLIJKE AHOLD DELHAIZE N 0.09%
SERVICENOW INC 0.09%
TREASURY BILL 00.0000 08/15/2019 0.09%
AVALONBAY COMMUNITIES INC 0.09%
FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 0.09%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.09%
NRG ENERGY INC 0.09%
SANDVIK AB 0.09%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.09%
BANCO BILBAO VIZCAYA ARGENTA 0.09%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.09%
LAS VEGAS SANDS CORP 0.09%
ORACLE CORP 02.6500 07/15/2026 0.09%
L OREAL 0.09%
SALESFORCE.COM INC 03.7000 04/11/2028 0.09%
DELL TECHNOLOGIES -C 0.09%
PACKAGING CORP OF AMERICA 0.09%
ENI SPA 0.09%
PARTNERS GROUP HOLDING AG 0.09%
PINNACLE WEST CAPITAL 0.09%
UNILEVER NV-CVA 0.09%
AGNC INVESTMENT CORP 0.09%
ASHTEAD GROUP PLC 0.09%
BPCE SA P/P 144A 04.5000 03/15/2025 0.09%
MACQUARIE GROUP LTD 0.09%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.09%
GSMS 2014-GC22 C 04.8475 06/10/2047 0.09%
TELSTRA CORP LTD 0.09%
CAS 2016-C03 2M2 08.3044 10/25/2028 0.08%
CDW CORP/DE 0.08%
DEUTSCHE TELEKOM AG-REG 0.08%
CK ASSET HOLDINGS LTD 0.08%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.08%
SONY CORP 0.08%
TESCO PLC 0.08%
AVIVA PLC 0.08%
FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 0.08%
HERMES INTERNATIONAL 0.08%
ITOCHU CORP 0.08%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.08%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.08%
PEUGEOT SA 0.08%
CITIGROUP INC 02.6500 10/26/2020 0.08%
CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 0.08%
FISERV INC 04.2000 10/01/2028 0.08%
LEAR CORP 03.8000 09/15/2027 0.08%
LEGAL & GENERAL GROUP PLC 0.08%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.08%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.08%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.08%
ASTELLAS PHARMA INC 0.08%
CENTRAL JAPAN RAILWAY CO 0.08%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.08%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.08%
COVESTRO AG 0.08%
EVERGY INC 0.08%
MICROCHIP TECH INC 04.3330 06/01/2023 0.08%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.08%
WOLTERS KLUWER 0.08%
XEROX CORP 0.08%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.08%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.08%
COCA-COLA EUROPEAN PARTNERS 0.08%
CSAIL 2015-C1 C 04.4364 04/15/2050 0.08%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.08%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.08%
ROYAL DUTCH SHELL PLC-B SHS 0.08%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.08%
WALGREENS BOOTS ALLIANCE INC 0.08%
ANALOG DEVICES INC 02.8500 03/12/2020 0.08%
TOTAL SYSTEM SERVICES IN 04.0000 06/01/2023 0.08%
CBRE GROUP INC - A 0.08%
DOVER CORP 0.08%
FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 0.08%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.08%
REPUBLIC SERVICES INC 0.08%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.08%
ANGLO AMER PLC 0.08%
E.ON SE 0.08%
ORIX CORP 0.08%
THERMO FISHER SCIENTIFIC INC 0.08%
TPAT 2018-SL1 A P/P 144A 03.0044 01/25/2046 0.08%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.08%
CBS CORP 04.2000 06/01/2029 0.08%
COMCAST CORP 03.9690 11/01/2047 0.08%
RAYTHEON COMPANY 02.5000 12/15/2022 0.08%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.08%
UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 0.08%
ZOETIS INC 0.08%
BF0101 03.5000 06/01/2056 0.07%
JAPAN AIRLINES CO LTD 0.07%
AENA SME SA 0.07%
BERRY GLOBAL GROUP INC 0.07%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.07%
LEAR CORP 0.07%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.07%
MORGAN STANLEY 04.3750 01/22/2047 0.07%
SHIONOGI & CO LTD 0.07%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.07%
DUKE ENERGY CORP 03.1500 08/15/2027 0.07%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.07%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.07%
ASPEN TECHNOLOGY INC 0.07%
BRISTOL-MYERS SQUIBB CO 0.07%
FIDELITY NATL INFO SERV 03.7500 05/21/2029 0.07%
HUNTSMAN CORP 0.07%
TRIPADVISOR INC 0.07%
WFRBS 2011-C2 D P/P 144A 05.8388 02/15/2044 0.07%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.07%
FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 0.07%
HANG SENG BANK LTD 0.07%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.07%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.07%
EQUINOR ASA 0.07%
MARATHON PETROLEUM CORP 0.07%
VICI PROPERTIES INC 0.07%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.07%
COMM 2010-C1 D P/P 144A 06.2870 07/10/2046 0.07%
FAURECIA 0.07%
HYATT HOTELS CORP 04.8500 03/15/2026 0.07%
IMPERIAL BRANDS PLC 0.07%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.07%
WELLS FARGO & CO 0.07%
WH GROUP LTD 0.07%
BIOGEN INC 03.6250 09/15/2022 0.07%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.07%
JUNIPER NETWORKS INC 0.07%
LLOYDS BANKING GROUP PLC 0.07%
MERCK & CO INC 03.7000 02/10/2045 0.07%
MORGAN STANLEY 02.6500 01/27/2020 0.07%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.07%
ENDESA S.A. 0.06%
HD SUPPLY HOLDINGS INC 0.06%
LNSTR 2015-3 B P/P 144A 03.2727 04/20/2048 0.06%
AMGEN INC 02.6000 08/19/2026 0.06%
EOG RESOURCES INC 02.6250 03/15/2023 0.06%
MASIMO CORP 0.06%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.06%
PERSIMMON PLC 0.06%
STEEL DYNAMICS INC 0.06%
UNUM GROUP 0.06%
WESTROCK MWV LLC 08.2000 01/15/2030 0.06%
ABN AMRO BANK NV-CVA 0.06%
AUTONATION INC. 05.5000 02/01/2020 0.06%
FUJIFILM HOLDINGS CORP 0.06%
NEW RESIDENTIAL INVESTMENT 0.06%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.06%
ACS ACTIVIDADES 0.06%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.06%
DUKE REALTY CORP 0.06%
EXXON MOBIL CORP 0.06%
FACEBOOK INC-CLASS A 0.06%
IBM CORP 01.8750 08/01/2022 0.06%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.06%
NINTENDO CO LTD 0.06%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.06%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.06%
NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 0.06%
NTT DATA CORP 0.06%
PROLOGIS INC 0.06%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.06%
YANGZIJIANG SHIPBUILDING 0.06%
ALLISON TRANSMISSION HOLDING 0.06%
ATHENE HOLDING LTD-CLASS A 0.06%
BALL CORP 0.06%
GSMS 2011-GC3 D P/P 144A 05.8247 03/10/2044 0.06%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029 0.06%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.06%
CAS 2016-C01 2M2 09.3544 08/25/2028 0.06%
DUKE ENERGY OHIO INC 03.6500 02/01/2029 0.06%
HEIDELBERGCEMENT AG 0.06%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.06%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.06%
WFRBS 2011-C3 D P/P 144A 05.8555 03/15/2044 0.06%
AXALTA COATING SYSTEMS LTD 0.06%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.06%
ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 0.06%
BRIXMOR PROPERTY GROUP INC 0.06%
CITIGROUP INC 03.8870 01/10/2028 0.06%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.06%
THALES SA 0.06%
AT&T INC 04.7500 05/15/2046 0.06%
BANK LEUMI LE-ISRAEL 0.06%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.06%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.06%
DEVON ENERGY CORP 0.06%
HOLOGIC INC 0.06%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.06%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.06%
ABBVIE INC 02.5000 05/14/2020 0.05%
BERKSHIRE HATHAWAY E 03.8000 07/15/2048 0.05%
CWALT 2006-OA10 4A1 02.5944 08/25/2046 0.05%
INTERPUBLIC GROUP OF COS INC 0.05%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.05%
MEDICAL PROPERTIES TRUST INC 0.05%
NIELSEN HOLDINGS PLC 0.05%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.05%
STORE CAPITAL CORP 0.05%
TREASURY BILL 00.0000 07/25/2019 0.05%
TREASURY BILL 00.0000 08/06/2019 0.05%
BLUESCOPE STEEL LTD 0.05%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.05%
DEERE & COMPANY 02.6000 06/08/2022 0.05%
UPM-KYMMENE OYJ 0.05%
VERIZON COMM 04.6720 03/15/2055 0.05%
ZOETIS INC 03.9000 08/20/2028 0.05%
BRIDGESTONE CORP 0.05%
FAIR ISAAC CORP 0.05%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 0.05%
GOOGLE INC 03.3750 02/25/2024 0.05%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.05%
AIR LEASE CORP 04.6250 10/01/2028 0.05%
BT GROUP PLC 0.05%
EQUINIX INC 05.3750 05/15/2027 0.05%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.05%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.05%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.05%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.05%
US FOODS HOLDING CORP 0.05%
3I GROUP PLC 0.05%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.05%
AMGEN INC 04.6630 06/15/2051 0.05%
BALOISE HOLDING AG - REG 0.05%
EMIR 2018-1 M1 04.1044 11/25/2028 0.05%
GSMS 2010-C1 D P/P 144A 06.1971 08/10/2043 0.05%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.05%
PFIZER INC 03.0000 12/15/2026 0.05%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.05%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.05%
CARLSBERG AS-B 0.05%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.05%
SL GREEN REALTY CORP 0.05%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.05%
WAMU 2005-AR12 1A8 03.9935 10/25/2035 0.05%
AVERY DENNISON CORP 0.05%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.05%
EQT CORP 03.9000 10/01/2027 0.05%
FIRSTENERGY CORP 04.8500 07/15/2047 0.05%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.05%
JPMCC 2012-C6 E P/P 144A 05.3202 05/15/2045 0.05%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.05%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.05%
TAISEI CORP 0.05%
UCB SA 0.05%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.05%
AMGEN INC 03.4500 10/01/2020 0.05%
CAMDEN PROPERTY TRUST 0.05%
HILL-ROM HOLDINGS INC 0.05%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.05%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.05%
NUTRIEN LTD USD 04.1250 03/15/2035 0.05%
OSHKOSH CORP 04.6000 05/15/2028 0.05%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.05%
FEDERATIVE REP OF BRAZIL USD 06.0000 04/07/2026 0.05%
ALPHABET INC 01.9980 08/15/2026 0.04%
ASSOCIATED BRITISH FOODS PLC 0.04%
CAPGEMINI SE 0.04%
EQUINOR ASA USD 02.9000 11/08/2020 0.04%
GAMING AND LEISURE PROPERTIE 0.04%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.04%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.04%
METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 0.04%
MITSUBISHI CORP 0.04%
NTT DOCOMO INC 0.04%
POST HOLDINGS INC 0.04%
US BANCORP 02.6250 01/24/2022 0.04%
APPLE INC 03.8500 05/04/2043 0.04%
COMCAST CORP 02.3500 01/15/2027 0.04%
FHLMC FH30G G60314 04.0000 09/01/2045 0.04%
FORTESCUE METALS GROUP LTD 0.04%
HOME DEPOT INC 02.6250 06/01/2022 0.04%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.04%
PNC BANK NA 02.0000 05/19/2020 0.04%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.04%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.04%
BLACK KNIGHT INC 0.04%
CAS 2015-C03 2M2 07.4044 07/25/2025 0.04%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.04%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.04%
CWALT 2006-OA7 1A2 03.4437 06/25/2046 0.04%
REINSURANCE GROUP OF AMERICA 0.04%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.04%
SOFTBANK GROUP CORP 0.04%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.04%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.04%
TRK 2019-1 A1 04.3356 03/25/2022 0.04%
WFCM 2013-LC12 D P/P 144A 04.4208 07/15/2046 0.04%
AES CORP/THE 05.5000 04/15/2025 0.04%
ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 0.04%
AT&T INC 02.9500 07/15/2026 0.04%
BP CAP MARKETS AMERICA 03.1190 05/04/2026 0.04%
BP PLC 0.04%
HEALTHCARE TRUST OF AME-CL A 0.04%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.04%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024 0.04%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.04%
COSTAR GROUP INC 0.04%
GNMA GII30 635063 04.0000 03/20/2046 0.04%
ILLUMINA INC 0.04%
JONES LANG LASALLE INC 0.04%
LBMLT 2004-1 A2 03.2044 02/25/2034 0.04%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.04%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.04%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.04%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.04%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.04%
SAMI 2007-AR7 1A1 03.2544 05/25/2047 0.04%
SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 0.04%
WASTE CONNECTIONS INC 03.5000 05/01/2029 0.04%
AT&T INC 0.04%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.04%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.04%
CHEMED CORP 0.04%
CWALT 2005-59 1A1 02.7129 11/20/2035 0.04%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.04%
GENTING SINGAPORE LTD 0.04%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.04%
TARGA RESOURCES PART 05.0000 01/15/2028 0.04%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.04%
BANK OF AMERICA CORP 03.4990 05/17/2022 0.04%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.04%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.04%
CELANESE CORP 0.04%
ENBRIDGE INC USD 04.2500 12/01/2026 0.04%
UBSBB 2012-C2 XA IO P/P 144A 01.4742 05/10/2063 0.04%
AMADEUS IT GROUP SA 0.04%
ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 0.04%
CFCRE 2011-C2 E P/P 144A 05.9393 12/15/2047 0.04%
CITIGROUP INC 04.4500 09/29/2027 0.04%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.04%
CVS HEALTH CORP 03.7000 03/09/2023 0.04%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.04%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.04%
ING GROEP NV-CVA 0.04%
L3 TECHNOLOGIES INC 04.4000 06/15/2028 0.04%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.04%
TELEDYNE TECHNOLOGIES INC 0.04%
VISTRA OPERATION P/P 144A 04.3000 07/15/2029 0.04%
WFCM 2013-LC12 C 04.4208 07/15/2046 0.04%
APPLE INC 04.3750 05/13/2045 0.04%
CAS 2016-C04 1M2 06.6544 01/25/2029 0.04%
CHARLES RIVER LABORATORIES 0.04%
CMLTI 2005-2 1A2A 04.9214 05/25/2035 0.04%
EQUINIX INC 0.04%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.04%
FIAT CHRYSLER AUTOMOBILES NV 0.04%
HOME DEPOT INC 05.9500 04/01/2041 0.04%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.04%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.04%
LIBERTY PROPERTY TRUST 0.04%
OMV AG 0.04%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.04%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.04%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.04%
ARKEMA 0.04%
CARNIVAL PLC 0.04%
CK HUTCHISON HOLDINGS LTD 0.04%
CSX CORP 04.1000 03/15/2044 0.04%
DEUTSCHE LUFTHANSA-REG 0.04%
GARMIN LTD 0.04%
GNMA GN30 635061 04.0000 03/15/2046 0.04%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.04%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.04%
KBC GROUP NV 0.04%
NUTRIEN LTD. USD 04.2000 04/01/2029 0.04%
ORACLE CORP 05.3750 07/15/2040 0.04%
S&P GLOBAL INC 04.4000 02/15/2026 0.04%
SUN HUNG KAI PROPERTIES 0.04%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.04%
BMIR 2018-2A M1B P/P 144A 03.7544 08/25/2028 0.04%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.04%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.04%
JPMORGAN CHASE & CO 02.2500 01/23/2020 0.04%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.04%
MARSH & MCLENNAN COS INC 04.3750 03/15/2029 0.04%
NIPPON TELEGRAPH & TELEPHONE 0.04%
PROOFPOINT INC 0.04%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.04%
ALPHABET INC 03.6250 05/19/2021 0.03%
ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 0.03%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.03%
CBS CORP 04.6000 01/15/2045 0.03%
CDX CDX.NA.HY.32 500.0 06/20/2024 0.03%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.03%
CITIGROUP INC 04.6000 03/09/2026 0.03%
ELECTRONIC ARTS INC 0.03%
ENCOMPASS HEALTH CORP 0.03%
ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 0.03%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.03%
HOCHTIEF AG 0.03%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.03%
SCENTRE GROUP 0.03%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.03%
CELANESE US HOLDINGS LLC 03.5000 05/08/2024 0.03%
CIGNA HOLDING CO 04.5000 03/15/2021 0.03%
GSMS 2013-GC10 XA IO 01.6567 02/10/2046 0.03%
HENDERSON LAND DEVELOPMENT 0.03%
PFIZER INC 01.9500 06/03/2021 0.03%
WEYERHAEUSER CO 07.3750 03/15/2032 0.03%
AMERICAN FINANCIAL GROUP INC 0.03%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.03%
CLP HOLDINGS LTD 0.03%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.03%
EXTENDED STAY AMERICA INC 0.03%
GNR 2016-H16 EI IO 02.2306 06/20/2066 0.03%
HCA HEALTHCARE INC 0.03%
HEICO CORP 0.03%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.03%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.03%
POPULAR INC 0.03%
SANTOS LTD 0.03%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.03%
T-MOBILE USA INC 06.3750 03/01/2025 0.03%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.03%
FISERV INC 03.5000 07/01/2029 0.03%
NRG P/P 144A 03.7500 06/15/2024 0.03%
OTSUKA CORP 0.03%
TELEPHONE AND DATA SYSTEMS 0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.03%
BMIR 2017-1 M1 P/P 144A 04.1044 10/25/2027 0.03%
CWALT 2006-OA19 A1 02.5629 02/20/2047 0.03%
KAJIMA CORP 0.03%
MSBAM 2014-C17 C 04.6549 08/15/2047 0.03%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.03%
SUZUKEN CO LTD 0.03%
BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 0.03%
CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 0.03%
CITIGROUP INC 04.7500 05/18/2046 0.03%
DAIWA HOUSE INDUSTRY CO LTD 0.03%
GSMS 2011-GC3 C P/P 144A 05.8247 03/10/2044 0.03%
GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 0.03%
GSMS 2013-GC16 D P/P 144A 05.4877 11/10/2046 0.03%
STACR 2016-HQA2 M3 07.5544 11/25/2028 0.03%
UBSBB 2012-C2 D P/P 144A 05.0481 05/10/2063 0.03%
WAMU 2005-AR10 1A3 04.1000 09/25/2035 0.03%
AMAZON.COM INC. 02.5000 11/29/2022 0.03%
BMW US CAPITAL LLC P/P 144A 02.8000 04/11/2026 0.03%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.03%
COMCAST CORP 04.0490 11/01/2052 0.03%
COMM 2013-CR9 D P/P 144A 04.3975 07/10/2045 0.03%
GENPACT LTD 0.03%
HSBC BANK USA NA 05.6250 08/15/2035 0.03%
JPMCC 2013-LC11 C 03.9582 04/15/2046 0.03%
LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 0.03%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.03%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.03%
WAMU 2005-AR11 A1B3 02.8044 08/25/2045 0.03%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.03%
WINTRUST FINANCIAL CORP 0.03%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.03%
APPLE INC 03.4500 05/06/2024 0.03%
AXA SA P/P 144A 06.3790 12/29/2049 0.03%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.03%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.03%
CBS CORP 02.9000 01/15/2027 0.03%
CFCRE 2011-C1 D P/P 144A 06.2719 04/15/2044 0.03%
FIRSTENERGY CORP 03.9000 07/15/2027 0.03%
IVORY COAST REGS 06.1250 06/15/2033 0.03%
KAR AUCTION SERVICES INC 0.03%
PPSI 2004-WCW2 M3 03.4544 10/25/2034 0.03%
SERVICE CORP INTL 05.3750 05/15/2024 0.03%
WAMU 2004-AR3 A2 04.5062 06/25/2034 0.03%
WFRBS 2012-C9 D P/P 144A 04.9713 11/15/2045 0.03%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.03%
CITIGROUP INC 02.9000 12/08/2021 0.03%
DISH DBS CORP 05.8750 11/15/2024 0.03%
HCA INC 05.5000 06/15/2047 0.03%
HMIR 2018-1 M1 P/P 144A 03.8300 10/25/2028 0.03%
JPMBB 2014-C22 C 04.7093 09/15/2047 0.03%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.03%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.03%
OUTFRONT MEDIA INC 0.03%
SONOCO PRODUCTS CO 0.03%
SOUTH32 LTD 0.03%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.03%
UBSCM 2012-C1 C P/P 144A 05.7280 05/10/2045 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.03%
BANDAI NAMCO HOLDINGS INC 0.02%
COMM 2014-CR14 XA IO 00.7677 02/10/2047 0.02%
COMMONWEALTH EDISON CO 05.9000 03/15/2036 0.02%
DOUGLAS EMMETT INC 0.02%
FUKUOKA FINANCIAL GROUP INC 0.02%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.02%
HCA INC 04.1250 06/15/2029 0.02%
HONEYWELL INTL 03.8120 11/21/2047 0.02%
HUDSON PACIFIC PROPERTIES IN 0.02%
LIBERTY MEDIA COR-SIRIUSXM A 0.02%
MSBAM 2012-C6 D P/P 144A 04.7621 11/15/2045 0.02%
NEWS CORP - CLASS A 0.02%
NVENT ELECTRIC PLC 0.02%
PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 0.02%
STACR 2014-HQ2 M3 06.1544 09/25/2024 0.02%
TAYLOR WIMPEY PLC 0.02%
CAS 2014-C03 2M2 05.3044 07/25/2024 0.02%
COMCAST CORP 03.1500 03/01/2026 0.02%
COMM 2014-CR18 C 04.8912 07/15/2047 0.02%
CROWN RESORTS LTD 0.02%
DEUTSCHE BOERSE AG 0.02%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.02%
GNR 2015-H25 BI IO 01.9048 10/20/2065 0.02%
GNR 2017-162 QI IO 05.0000 10/11/2047 0.02%
MET LIFE GLOB FUND P/P 144A 01.5500 09/13/2019 0.02%
NEXT PLC 0.02%
PULTEGROUP INC 0.02%
SERVICEMASTER GLOBAL HOLDING 0.02%
STACR 2014-HQ3 M3 07.1544 10/25/2024 0.02%
STACR 2017-DNA1 M2 05.6544 07/25/2029 0.02%
SUMITOMO MITSUI TRUST HOLDIN 0.02%
TREASURY BILL 00.0000 07/16/2019 0.02%
UGI CORP 0.02%
WFCM 2013-LC12 AS 04.4208 07/15/2046 0.02%
ALFRESA HOLDINGS CORP 0.02%
APPALACHIAN POWER CO 04.6000 03/30/2021 0.02%
APPLE HOSPITALITY REIT INC 0.02%
AT&T INC 04.3500 03/01/2029 0.02%
BROOKFIELD PROPERTY REIT I-A 0.02%
CBRE SERVICES INC 04.8750 03/01/2026 0.02%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.02%
CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 0.02%
DNB NOR ASA 0.02%
FOX CORP P/P 144A 04.0300 01/25/2024 0.02%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.02%
TWO HARBORS INVESTMENT CORP 0.02%
UNITEDHEALTH GROUP INC 02.8750 03/15/2022 0.02%
WAMU 2005-AR9 A1C3 03.3644 07/25/2045 0.02%
BGC PARTNERS INC 05.1250 05/27/2021 0.02%
BOC HONG KONG HOLDINGS LTD 0.02%
CAS 2014-C04 1M2 07.3044 11/25/2024 0.02%
CGCMT 2014-GC19 AS 04.3450 03/10/2047 0.02%
CISCO SYSTEMS INC 02.2000 02/28/2021 0.02%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.02%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.02%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.02%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.02%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.02%
JAZZ PHARMACEUTICALS PLC 0.02%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.02%
MSAC 2004-HE6 M1 03.2294 08/25/2034 0.02%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.02%
SWISSCOM AG-REG 0.02%
W.R. GRACE & CO 0.02%
WEINGARTEN REALTY INVESTORS 0.02%
WESTROCK MWV LLC 07.9500 02/15/2031 0.02%
BAXTER INTERNATIONAL INC 0.02%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.02%
COMM 2013-LC13 XA IO 01.3334 08/10/2046 0.02%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 0.02%
FUJITSU LTD 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JARDINE CYCLE & CARRIAGE LTD 0.02%
MACQUARIE INFRASTRUCTURE COR 0.02%
MEDIPAL HOLDINGS CORP 0.02%
NAVISTAR INTL TLB L+350 05.8900 11/06/2024 0.02%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.02%
RAYTHEON COMPANY 04.8750 10/15/2040 0.02%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.02%
SPRINT CORP 07.2500 09/15/2021 0.02%
STAPLES INC P/P 144A 07.5000 04/15/2026 0.02%
UBSCM 2017-C7 XA IO 01.2173 12/15/2050 0.02%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.02%
AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 0.02%
BPCE SA P/P 144A 05.1500 07/21/2024 0.02%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.02%
CON EDISON CO OF NY INC 04.2000 03/15/2042 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%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.02%
JPMCC 2013-C16 D P/P 144A 05.1951 12/15/2046 0.02%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.02%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.02%
NUANCE COMMUNICATIONS INC 0.02%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.02%
PULTEGROUP INC 05.5000 03/01/2026 0.02%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.02%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.02%
VMWARE INC 03.9000 08/21/2027 0.02%
WESCO INTERNATIONAL INC 0.02%
WFCM 2014-LC16 XA IO 01.3139 08/15/2050 0.02%
ACCENTURE PLC-CL A 0.02%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.02%
BAFC 2005-B 3M1 03.0579 04/20/2035 0.02%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.02%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.02%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.02%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.02%
CURTISS-WRIGHT CORP 0.02%
DEUTSCHE POST AG-REG 0.02%
EQUINOR ASA USD 05.1000 08/17/2040 0.02%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.02%
LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 0.02%
MERCK & CO INC 02.9000 03/07/2024 0.02%
MORGAN STANLEY 02.7500 05/19/2022 0.02%
MSC 2011-C3 D P/P 144A 05.2816 07/15/2049 0.02%
ORACLE CORP 02.5000 10/15/2022 0.02%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.02%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.02%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.02%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.02%
SERVICE CORPORATION INTL 04.6250 12/15/2027 0.02%
SG HOLDINGS CO LTD 0.02%
SPRINT CORP 07.8750 09/15/2023 0.02%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.02%
THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 0.02%
WFRBS 2011-C4 E P/P 144A 05.3968 06/15/2044 0.02%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.02%
ARRW 2019-1 A3 04.2080 01/25/2049 0.02%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.02%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.02%
CME GROUP INC 0.02%
COLRUYT SA 0.02%
DASSAULT AVIATION SA 0.02%
ESSITY AKTIEBOLAG-B 0.02%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.02%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.02%
KEURIG DR PEPPER INC 04.4170 05/25/2025 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.02%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.02%
APPLE INC 02.8500 05/11/2024 0.02%
BERKELEY GROUP HOLDINGS/THE 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.02%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.02%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.02%
SAMI 2007-AR1 2A1 02.5844 01/25/2037 0.02%
SARTORIUS STEDIM BIOTECH 0.02%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.02%
SWISS LIFE HOLDING AG-REG 0.02%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.02%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.02%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.02%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.02%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.02%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.02%
BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 0.02%
BRAND ENERGY TL L+425 06.7871 06/21/2024 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
COMM 2014-UBS4 XA IO 01.2897 08/10/2047 0.02%
COMM 2014-UBS6 XA IO 01.0876 12/10/2047 0.02%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.02%
FHR 3829 AS IO 04.5558 03/15/2041 0.02%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.02%
GNR 2013-99 AS IO 03.6671 06/20/2043 0.02%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.02%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.02%
NETFLIX INC. 05.8750 11/15/2028 0.02%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.02%
OSHKOSH CORP 05.3750 03/01/2025 0.02%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.02%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.02%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.02%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.02%
TAPESTRY INC 0.02%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.02%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.02%
WESFARMERS LTD 0.02%
ARGENTINE REPUBLIC USD 06.6250 07/06/2028 0.02%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.02%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.02%
COMM 2014-CR17 XA IO 01.1511 05/10/2047 0.02%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.02%
CWALT 2006-24CB A13 02.7544 08/01/2036 0.02%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.02%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.02%
FRONTIER COMM 11.0000 09/15/2025 0.02%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.02%
GREAT LAKES D&D 08.0000 05/15/2022 0.02%
HSBC USA INC 03.5000 06/23/2024 0.02%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.02%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.02%
TREASURY BILL 00.0000 08/13/2019 0.02%
WFCM 2016-LC25 XA IO 01.1524 12/15/2059 0.02%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.02%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.01%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.01%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.01%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.01%
CWALT 2006-OA10 1A1 03.4637 08/25/2046 0.01%
FHR 3065 DC 12.6773 03/15/2035 0.01%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
MARATHON PETRO CORP 06.5000 03/01/2041 0.01%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
MEREDITH CORP 06.8750 02/01/2026 0.01%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.01%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.01%
SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 0.01%
SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 0.01%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.01%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.01%
WFRBS 2012-C9 XB IO P/P 144A 00.8757 11/15/2045 0.01%
AVAYA TLB L+425 06.7226 12/15/2024 0.01%
BOLIDEN AB 0.01%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.01%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.01%
CBRE SERVICES INC 05.2500 03/15/2025 0.01%
CBS CORP 04.0000 01/15/2026 0.01%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.01%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.01%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.01%
GNR 2015-H26 EI IO 01.7336 10/20/2065 0.01%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.01%
HUSKY TLB L+300 05.4024 03/28/2025 0.01%
ITRON INC P/P 144A 05.0000 01/15/2026 0.01%
JPMBB 2014-C25 XA IO 01.0790 11/15/2047 0.01%
MLMI 2005-A2 A2 04.4525 02/25/2035 0.01%
MSBAM 2014-C17 XA IO 01.2783 08/15/2047 0.01%
NABORS INDUSTRIES INC. 05.7500 02/01/2025 0.01%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.01%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.01%
SERVICE CORP INTL 05.1250 06/01/2029 0.01%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.01%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.01%
STAPLES INC P/P 144A 10.7500 04/15/2027 0.01%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.01%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
APERGY CORP 06.3750 05/01/2026 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BUMT 2005-1 1A1 02.7044 09/25/2045 0.01%
CAS 2015-C02 1M2 06.4044 05/25/2025 0.01%
CFCRE 2011-C2 D P/P 144A 05.9393 12/15/2047 0.01%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.01%
COMCAST CORP 03.9990 11/01/2049 0.01%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.01%
DEUTSCHE WOHNEN SE 0.01%
ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 0.01%
FNR 2006-8 HP 15.7506 03/25/2036 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
JPMCC 2013-LC11 X IO 01.4034 04/15/2046 0.01%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.01%
MITSUBISHI UFJ LEASE & FINAN 0.01%
MWST 2018-W1 A 03.2544 11/25/2051 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NUTRIEN LTD USD 05.2500 01/15/2045 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%
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%
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%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.01%
TEXAS INSTRUMENTS INC 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 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%
WALT DISNEY CO/THE 0.01%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 0.01%
AMERICAN ELECTRIC POWER 0.01%
ARCELORMITTAL USD 07.0000 10/15/2039 0.01%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.01%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 0.01%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.01%
BCE INC 0.01%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.01%
CAS 2015-C01 1M2 06.7044 02/25/2025 0.01%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 0.01%
FHR 3249 PS 14.3740 12/15/2036 0.01%
GNMA GII30 AY2298 04.7000 05/20/2067 0.01%
GNMA GII30 BA7681 04.6270 06/20/2067 0.01%
GNMA GII30 BB0107 04.7000 08/20/2067 0.01%
GREIF INC P/P 144A 06.5000 03/01/2027 0.01%
HSBC HOLDINGS PLC 0.01%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
JPMCC 2012-LC9 D P/P 144A 04.5291 12/15/2047 0.01%
LEIDOS HOLDINGS INC 0.01%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.01%
PULTEGROUP INC. 07.8750 06/15/2032 0.01%
QVC INC 04.8500 04/01/2024 0.01%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.01%
TJX COMPANIES INC 0.01%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.01%
TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.01%
WFMBS 2005-AR4 1A3 05.1653 04/25/2035 0.01%
WFRBS 2013-C15 D P/P 144A 04.6216 08/15/2046 0.01%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 0.01%
BOMBARDIER INC P/P 144A 07.8750 04/15/2027 0.01%
BSCMS 2006-PW11 B P/P 144A 05.8095 03/11/2039 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
COMCAST CORP 06.5000 11/15/2035 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.01%
ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
FHR 3408 EK 16.1589 04/15/2037 0.01%
FIDELITY NATIONAL INFORM 03.0000 08/15/2026 0.01%
GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 0.01%
GLENCORE PLC 0.01%
GNMA GII30 AY4779 04.5080 03/20/2067 0.01%
HCA INC 05.0000 03/15/2024 0.01%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.01%
MICROSOFT CORP 03.7000 08/08/2046 0.01%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
STARWOOD PROP TR 04.7500 03/15/2025 0.01%
TRAVELPORT TLB L+500 07.5412 03/18/2026 0.01%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.01%
USI INC/NY P/P 144A 06.8750 05/01/2025 0.01%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.01%
ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 0.01%
AMERICAN EXPRESS CO 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
BANK OF AMERICA CORP 03.1703 09/15/2026 0.01%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 0.01%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.01%
BROTHER INDUSTRIES LTD 0.01%
CAS 2019-R02 1M2 04.7044 08/25/2031 0.01%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.01%
CENTENE CORP 06.1250 02/15/2024 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029 0.01%
COGNIZANT TECH SOLUTIONS-A 0.01%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.01%
CWALT 2005-27 1A1 02.5847 08/25/2035 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
EUTELSAT COMMUNICATIONS 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.01%
GSMS 2012-GC6 D P/P 144A 05.8398 01/10/2045 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
HUMANA INC 0.01%
JO-ANN STORES 2NDL L+925 11.7272 05/21/2024 0.01%
JPMBB 2014-C19 XA IO 00.9548 04/15/2047 0.01%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 0.01%
MASTEC INC 04.8750 03/15/2023 0.01%
MSRR 2015-R4 CB1 03.2533 08/26/2047 0.01%
NETFLIX INC 04.8750 04/15/2028 0.01%
NOK/USD 09/18/2019 GSFX 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 0.01%
PAR PHARMA INC P/P 144A 07.5000 04/01/2027 0.01%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.01%
RAYTHEON COMPANY 0.01%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
TORONTO-DOMINION BANK 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.7032 12/15/2045 0.01%
WPX ENERGY INC 05.7500 06/01/2026 0.01%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.01%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AXA SA 0.01%
BANK OF MONTREAL USD 03.8030 12/15/2032 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%
BERRY GLOBAL INC 05.1250 07/15/2023 0.01%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2015-C02 2M2 06.4044 05/25/2025 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
DTE ENERGY COMPANY 0.01%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
FHR 2990 LB 10.8262 06/15/2034 0.01%
FIDELITY NATIONAL INFO SERV 0.01%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.01%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.01%
HCA INC 05.2500 06/15/2026 0.01%
JPMORGAN CHASE & CO 06.1000 02/01/2049 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%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.01%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.01%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.01%
MIRVAC GROUP 0.01%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.01%
NEC CORP 0.01%
NEWCREST MINING LTD 0.01%
NEWELL BRANDS INC 04.2000 04/01/2026 0.01%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.01%
NRG ENERGY INC. 07.2500 05/15/2026 0.01%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.01%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.01%
SMITH & NEPHEW PLC 0.01%
STACR 2017-DNA3 M2 04.9044 03/25/2030 0.01%
STACR 2019-DNA1 M2 05.0544 01/25/2049 0.01%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TENNANT CO 05.6250 05/01/2025 0.01%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.01%
USA COMPRESSION PART 06.8750 04/01/2026 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.01%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.01%
2.25 R ISWP FWD US0003M P 09/18/2049 0.01%
AMCOR LIMITED 0.01%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
APACHE CORPORATION 03.2500 04/15/2022 0.01%
AUTOZONE INC 0.01%
BAE SYSTEMS PLC 0.01%
BANK OF MONTREAL 0.01%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 0.01%
CIT GROUP INC 05.0000 08/01/2023 0.01%
CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 0.01%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.01%
COMPASS GROUP PLC 0.01%
COMSTOCK RESOURCES 09.7500 08/15/2026 0.01%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.01%
DOLLAR TREE INC 0.01%
FEDEX CORP 02.6250 08/01/2022 0.01%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GNR 2012-141 WI IO 03.5000 11/20/2041 0.01%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.01%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.01%
KERRY PROPERTIES LTD 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
NATIONAL GRID PLC 0.01%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.01%
OCCIDENTAL PETROLEUM CORP 0.01%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.01%
QORVO INC 05.5000 07/15/2026 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SWIRE PROPERTIES LTD 0.01%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.01%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 0.01%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.01%
VOLKSWAGEN AG 0.01%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.01%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.01%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.01%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.01%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.01%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.01%
CALIFORNIA RESOURC TL L+475 07.1524 12/31/2022 0.01%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.01%
CALPINE CORPORATION 05.7500 01/15/2025 0.01%
CAN IMPERIAL BK OF COMMERCE 0.01%
CENTENE CORP 04.7500 05/15/2022 0.01%
CHOCOLADEFABRIKEN LINDT-PC 0.01%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.01%
CIGNA CORP 0.01%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 0.01%
CROWN AMER/CAP 04.7500 02/01/2026 0.01%
DIRECT LINE INSURANCE GROUP 0.01%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.01%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.01%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.01%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.01%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.01%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.01%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.01%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
IPSEN 0.01%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.01%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.01%
KIMBERLY-CLARK CORP 0.01%
KINDER MORGAN INC 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
L3HARRIS TECHNOLOGIES INC 0.01%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MIZUHO FINANCIAL GROUP INC 0.01%
NATIONAL BANK OF CANADA 0.01%
NIPPON STEEL CORP 0.01%
NORTHROP GRUMMAN CORP 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.01%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.01%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.01%
QIAGEN N.V. 0.01%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.01%
REVLON CONS TLB L+350 06.0469 09/07/2023 0.01%
ROBERTSHAW TL 2L L+800 10.4375 02/28/2026 0.01%
ROBERTSHAW US HOLDING L+350 06.0000 02/28/2025 0.01%
ROSS STORES INC 0.01%
SNAM SPA 0.01%
SS&C TECH INC P/P 144A 05.5000 09/30/2027 0.01%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.01%
TENET HEALTHCARE 04.6250 07/15/2024 0.01%
TENET HEALTHCARE 06.0000 10/01/2020 0.01%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.01%
VISTRA OPERATION P/P 144A 05.0000 07/31/2027 0.01%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
YAHOO JAPAN CORP 0.01%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.00%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.00%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.00%
AVAYA HOLDINGS CORP 0.00%
BERRY GLOBAL ESCR P/P 144A 05.6250 07/15/2027 0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.00%
CAS 2016-C06 1M2 06.6544 04/25/2029 0.00%
CENTENE CORP 0.00%
CHEMOURS CO 06.6250 05/15/2023 0.00%
CNP ASSURANCES 0.00%
COMM 2014-CR18 XA IO 01.1717 07/15/2047 0.00%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.00%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.00%
EIFFAGE 0.00%
ENAGAS SA 0.00%
ENERGY TRANSFER OPERATNG 05.5000 06/01/2027 0.00%
ENSCO ROWAN PLC USD 07.7500 02/01/2026 0.00%
EOG RESOURCES INC 04.1500 01/15/2026 0.00%
FISERV INC 0.00%
GENERAL DYNAMICS CORP 0.00%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.00%
GMAC CAPITAL TRUST I PCT 08.3030 0.00%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.00%
GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 0.00%
HKT TRUST AND HKT LTD-SS 0.00%
HOLOGIC INC P/P 144A 04.3750 10/15/2025 0.00%
HONGKONG LAND HOLDINGS LTD 0.00%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.00%
IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 0.00%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.00%
JFE HOLDINGS INC 0.00%
JO-ANN STORES TL L+500 07.5915 10/16/2023 0.00%
KONINKLIJKE PHILIPS NV 0.00%
LOEWS CORP 0.00%
MERCER INTL INC USD 05.5000 01/15/2026 0.00%
MICROSOFT CORP 02.4000 02/06/2022 0.00%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.00%
MTR CORP 0.00%
NETFLIX INC P/P 144A 06.3750 05/15/2029 0.00%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.00%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.00%
NUCOR CORP 0.00%
ORKLA ASA 0.00%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.00%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.00%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.00%
QUEST DIAGNOSTICS INC 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.00%
SINGAPORE EXCHANGE LTD 0.00%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.00%
SM ENERGY CO 06.1250 11/15/2022 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%
SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 0.00%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.00%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 0.00%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 0.00%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.00%
TRANSDIGM INC. 06.5000 07/15/2024 0.00%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 0.00%
UNITEDHEALTH GROUP INC 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.00%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.00%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.00%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AES CORP/THE 05.1250 09/01/2027 0.00%
AIB GROUP PLC 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.00%
ANTERO RESOURCES 05.3750 11/01/2021 0.00%
APPLE INC 02.8500 05/06/2021 0.00%
AUD/JPY PUT 73.00 20190917 HSBCB 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.00%
BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 0.00%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.00%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.00%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.00%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.00%
CHEMOURS CO 05.3750 05/15/2027 0.00%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 0.00%
CINEMARK USA INC 05.1250 12/15/2022 0.00%
CIT GROUP INC. 05.0000 08/15/2022 0.00%
CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026 0.00%
CPG INTL TL L+375 05.9332 05/05/2024 0.00%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
DISH NETWORK CV 03.3750 08/15/2026 0.00%
FNR 2005-106 JC 12.6686 12/25/2035 0.00%
FNR 2005-75 GS 13.0369 08/25/2035 0.00%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.00%
GATES GLOBAL TLB L+275 05.1524 03/31/2024 0.00%
ICAHN ENTER/FIN P/P 144A 06.2500 05/15/2026 0.00%
INTEL CORP 0.00%
INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
ISTAR INC. 05.2500 09/15/2022 0.00%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.00%
MAXIM INTEGRATED PRODUCTS 0.00%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.00%
MERCK & CO INC 01.8500 02/10/2020 0.00%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.00%
MGM RESORTS INTL 06.6250 12/15/2021 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
NEIMAN MARCUS TL L+600 08.4209 10/25/2023 0.00%
NEXSTAR ESCROW INC P/P 144A 05.6250 07/15/2027 0.00%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.00%
NRG ENERGY INC 05.7500 01/15/2028 0.00%
P/P 144A 06.8750 08/15/2026 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 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%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.00%
SANOFI 0.00%
SCHINDLER HOLDING AG-REG 0.00%
SHERWIN-WILLIAMS CO/THE 0.00%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.00%
SWISS PRIME SITE-REG 0.00%
SYNOPSYS INC 0.00%
T-MOBILE USA INC 04.5000 02/01/2026 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TRANSOCEAN INC 07.5000 04/15/2031 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%
UBSBB 2012-C4 XA IO P/P 144A 01.7835 12/10/2045 0.00%
US BANCORP 0.00%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.00%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.00%
WM MORRISON SUPERMARKETS 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
ABC-MART INC 0.00%
AGL ENERGY LTD 0.00%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 0.00%
ANTERO RESOURCES CORP 05.0000 03/01/2025 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.00%
BAUSCH HLTH COS INC P/P 144A 05.7500 08/15/2027 0.00%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.00%
BOYD GAMING CORP 06.3750 04/01/2026 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.00%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.00%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.00%
COMMSCOPE INC P/P 144A 05.5000 03/01/2024 0.00%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.00%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.00%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.00%
DENBURY RESOURCES P/P 144A 07.7500 02/15/2024 0.00%
ECOLAB INC 0.00%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 0.00%
EQUINIX INC 05.8750 01/15/2026 0.00%
FNR 2006-62 PS 25.4737 07/25/2036 0.00%
FRAC TECH INTL TLB L+475 06.0000 04/16/2021 0.00%
GNMA GII30 BN1506 04.5000 05/20/2049 0.00%
GNMA GII30 BN1509 05.0000 05/20/2049 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.00%
JAPAN TOBACCO INC 0.00%
JARDINE MATHESON HLDGS LTD 0.00%
KANSAI ELECTRIC POWER CO INC 0.00%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
NATIONAL AUSTRALIA BANK LTD 0.00%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.00%
ORACLE CORP JAPAN 0.00%
PUBLICIS GROUPE 0.00%
RTL GROUP 0.00%
SAMPO OYJ-A SHS 0.00%
SM ENERGY CO 05.0000 01/15/2024 0.00%
SM ENERGY CO 06.6250 01/15/2027 0.00%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.00%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 0.00%
TIAAC 2003-1A E 144A 08.0000 12/28/2038 0.00%
TOKYO ELECTRON LTD 0.00%
USA COM PART/USA COM P/P 144A 06.8750 09/01/2027 0.00%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
ALTRIA GROUP INC 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
ANTHEM INC 0.00%
ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 0.00%
CINEMARK USA INC 04.8750 06/01/2023 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.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%
CONTINENTAL RESOURCES 05.0000 09/15/2022 0.00%
DAIWA SECURITIES GROUP INC 0.00%
EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 0.00%
ELDORADO RESORTS INC 06.0000 09/15/2026 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
FHR 3300 PO PO 00.0000 02/15/2037 0.00%
FORD MOTOR CO 0.00%
FOX CORP - CLASS B 0.00%
GENON 939CER907 0.00%
IAA INC P/P 144A 05.5000 06/15/2027 0.00%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.00%
KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 0.00%
LABORATORY CRP OF AMER HLDGS 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LENNAR CORP 05.8750 11/15/2024 0.00%
LIBERTY MEDIA COR-SIRIUSXM C 0.00%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MERCER INTL INC P/P 144A 07.3750 01/15/2025 0.00%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.00%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.00%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.00%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.00%
NN GROUP NV 0.00%
NOK/USD 09/18/2019 BCAP-FX 0.00%
NOK/USD 09/18/2019 RBSF 0.00%
NOK/USD 09/18/2019 SSBT 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 0.00%
PVH CORP 0.00%
QORVO INC 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
RACKSPACE HOSTING INC L+300 05.5755 11/03/2023 0.00%
REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
SECOM CO LTD 0.00%
SES 0.00%
SESI LLC 07.7500 09/15/2024 0.00%
SWEDISH MATCH AB 0.00%
T-MOBILE USA INC 05.3750 04/15/2027 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
TD AMERITRADE HOLDING CORP 0.00%
THE AES CORPORATION 04.8750 05/15/2023 0.00%
VONOVIA SE 0.00%
WPX ENERGY INC 06.0000 01/15/2022 0.00%
AIR LEASE CORP 02.5000 03/01/2021 0.00%
AUD/USD 07/17/2019 WPAC 0.00%
AZRIELI GROUP LTD 0.00%
BROADRIDGE FINANCIAL SOLUTIO 0.00%
BSCMS 2006-PW11 C P/P 144A 05.8095 03/11/2039 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CANADIAN UTILITIES LTD-A 0.00%
CAPRI HOLDINGS LTD 0.00%
CHF/USD 09/18/2019 JPMCB 0.00%
CLEAR CHANNEL OUTDOOR HOLDIN 0.00%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.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 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 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 0.00%
EUR/USD 09/18/2019 BANKAM 0.00%
EUR/USD 09/18/2019 SSBT 0.00%
FNR 2005-83 QP 11.1426 11/25/2034 0.00%
FNR 2007-14 KO PO 00.0000 03/25/2037 0.00%
FNR 2007-64 LO PO 00.0000 07/25/2037 0.00%
GBP/USD 09/18/2019 BANKAM 0.00%
GENON ENERGY/NRG AMER 09.0438 12/01/2023 0.00%
GETLINK SE 0.00%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.00%
H LUNDBECK A/S 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
IHEARTMEDIA INC - CLASS A 0.00%
IHEARTMEDIA TL L+400 06.5790 05/01/2026 0.00%
INTERCONTINENTAL EXCHANGE IN 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 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.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
JPY/USD 08/21/2019 BANKAM 0.00%
JPY/USD 08/21/2019 JPMCB 0.00%
KYUSHU RAILWAY COMPANY 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%
MITSUBISHI GAS CHEMICAL CO 0.00%
NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.00%
NOK/USD 09/18/2019 JPMCB 0.00%
ONO PHARMACEUTICAL CO LTD 0.00%
ORACLE CORP 02.5000 05/15/2022 0.00%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
RENAISSANCERE HOLDINGS LTD 0.00%
REPSOL SA 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%
SUBARU CORP 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
1.70 R ISWP FWD US0003M P 09/18/2021 0.00%
ADVANZ PHARMA CORP 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 0.00%
BACM 2004-5 XC IO P/P 144A 00.5972 11/10/2041 0.00%
BACM 2005-1 XW IO P/P 144A 00.0000 11/10/2042 0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
BRL/USD 10/02/2019 CITI 0.00%
BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.5010 12/11/2038 0.00%
CAD/USD 07/17/2019 CITI 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.7231 10/15/2049 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 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 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 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.7 2047-01-17 200.0 01/17/2047 CG 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 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 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BBB-.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 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
COMM 2006-C8 XS IO P/P 144A 00.6983 12/10/2046 0.00%
CSFB 2003-C3 AX IO P/P 144A 02.2137 05/15/2038 0.00%
DKK/USD 09/18/2019 CITI 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 09/18/2019 CITI 0.00%
EUR/USD 09/18/2019 CSI-FX 0.00%
EUR/USD 09/18/2019 GSFX 0.00%
EUR/USD 09/18/2019 JPMCB 0.00%
FHR 3206 EO PO 00.0000 08/15/2036 0.00%
FHR 3326 WF 00.0000 10/15/2035 0.00%
FHR 3391 PO PO 00.0000 04/15/2037 0.00%
FNR 2006-125 OX PO 00.0000 01/25/2037 0.00%
FNR 2006-84 OT PO 00.0000 09/25/2036 0.00%
GBP/USD 09/18/2019 SSBT 0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036 0.00%
HKD/USD 08/21/2019 BCAP-FX 0.00%
IDR/USD 11/20/2019 HSBCB 0.00%
INR/USD 11/20/2019 GSFX 0.00%
INR/USD 11/20/2019 RBSF 0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 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%
JPMCC 05-CB12 X1 IO P/P 144A 00.5133 09/12/2037 0.00%
JPMCC 06-LDP6 X1 IO P/P 144A 00.0000 04/15/2043 0.00%
JPMCC 2006-LDP8 X IO 00.2853 05/15/2045 0.00%
KEANE GROUP TLB L+375 06.3125 05/25/2025 0.00%
KRW/USD 11/20/2019 GSFX 0.00%
KRW/USD 11/20/2019 HSBCB 0.00%
LBUBS 2005-C7 XCL IO P/P 144A 00.5069 11/15/2040 0.00%
MEZZ 2005-C3 X IO P/P 144A 07.1366 05/15/2044 0.00%
MEZZ 2006-C4 X IO P/P 144A 06.5270 07/15/2045 0.00%
MEZZ 2007-C5 X IO P/P 144A 06.2193 12/15/2049 0.00%
MLMT 2004-KEY2 XC IO P/P 144A 01.0098 08/12/2039 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 0.00%
MWO HOLDINGS LLC 0.00%
MXN/USD 10/16/2019 BANKAM 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 09/18/2019 CITI 0.00%
NZD/USD 07/17/2019 SSBT 0.00%
RUB/USD 09/18/2019 GSFX 0.00%
SEK/USD 09/18/2019 RBSF 0.00%
SGD/USD 08/21/2019 JPMCB 0.00%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
TERVITA CORP 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 0.00%
TWD/USD 08/21/2019 GSFX 0.00%
TWD/USD 08/21/2019 RBSF 0.00%
TXU TCEH RIGHTS 0.00%
WILLIAMS COS INC 07.7500 06/15/2031 0.00%
AUD/JPY PUT 69.00 20190917 HSBCB -0.00%
AUD/USD 07/17/2019 SSBT -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.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.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 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%
EUR/USD 09/18/2019 BCAP-FX -0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC -0.00%
JPY/USD 08/21/2019 RBSF -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 GS -0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.00%
NZD/USD 07/17/2019 BCAP-FX -0.00%
SEK/USD 09/18/2019 JPMCB -0.00%
SEK/USD 09/18/2019 UBS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.00%
EUR/USD 09/18/2019 RBSF -0.00%
JPY/USD 08/21/2019 HSBCB -0.00%
NZD/USD 07/17/2019 CITI -0.00%
SEK/USD 09/18/2019 GSFX -0.00%
SEK/USD 09/18/2019 SSBT -0.00%
2.05 R ISWP FWD US0003M P 09/18/2029 -0.00%
CAD/USD 07/17/2019 BCAP-FX -0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP -0.00%
1.80 R ISWP FWD US0003M P 09/18/2024 -0.00%
AUD/USD 07/17/2019 BANKAM -0.00%
CAD/USD 07/17/2019 JPMCB -0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.00%
JPY/USD 08/21/2019 GSFX -0.00%
JPY/USD 08/21/2019 UBS -0.00%
NZD/USD 07/17/2019 GSFX -0.00%
NZD/USD 07/17/2019 JPMCB -0.00%
AUD/USD 07/17/2019 CSI-FX -0.00%
AUD/USD 07/17/2019 RBSF -0.00%
AUD/USD 07/17/2019 UBS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.00%
JPY/USD 08/21/2019 CITI -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
IOS.FN30.400.10 P USL1M R 01/12/41 JP -0.01%
JPY/USD 08/21/2019 SSBT -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -0.02%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.02%
FNMA FN30 TBA UMBS 03.5000 08/01/2049 -0.09%
FNMA FN30 TBA UMBS 03.0000 08/01/2049 -0.28%
US 10YR ULTRA FUT SEP19 UXYU9 -0.32%
S&P MID 400 EMINI SEP19 FAU9 -1.15%
MSCI EAFE SEP19 MFSU9 -2.96%
RU10INTR P US0003M R 11/26/19 CI -3.57%
US 10YR NOTE (CBT)SEP19 TYU9 -6.32%
S&P500 EMINI FUT SEP19 ESU9 -11.91%

Prior top 10 holdings

Top 10 holdings as of 08/31/19
Gnma Gii30 Ma4652 03.5000 08/20/2047
Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048
Fnma Fn30 Tba Umbs 04.0000 09/01/2049
Fnma Fn15 Tba Umbs 03.0000 09/01/2034
Fnma Fn30 Ma3563 Umbs 04.0000 01/01/2049
Alphabet
Amazon
JPMorgan Chase
Fnma Fn30 Tba Umbs 06.0000 09/01/2049
Apple
Holdings represent 18.67% of portfolio
Top 10 holdings as of 07/31/19
Gnma Gii30 Ma4652 03.5000 08/20/2047
Fhlmc Fh30g G08795 03.0000 01/01/2048
Fnma Fn30 Ma3563 Umbs 04.0000 01/01/2049
Fnma Fn15 Tba Umbs 03.0000 08/01/2034
Fnma Fn30 Tba Umbs 04.0000 08/01/2049
Alphabet
JPMorgan Chase
Amazon
Cisco Systems
Apple
Holdings represent 17.90% of portfolio
Top 10 holdings as of 06/30/19
Gnma Gii30 Ma4652 03.5000 08/20/2047
Fhlmc Fh30g G08795 03.0000 01/01/2048
Fnma Fn30 Tba Umbs 04.0000 08/01/2049
Fnma Fn15 Al9468 Umbs 03.0000 12/01/2031
Fnma Fn30 Tba Umbs 04.0000 07/01/2049
Alphabet
JPMorgan Chase
Amazon
Cisco Systems
Chevron
Holdings represent 17.17% of portfolio
Top 10 holdings as of 05/31/19
Gnma Gii30 Ma4652 Umbs 03.5000 08/20/2047
Fhlmc Fh30g G08795 03.0000 01/01/2048
Fnma Fn15 Al9468 03.0000 12/01/2031
Fhlmc Fh30g G08814 04.0000 05/01/2048
Alphabet
JPMorgan Chase
Umbs Fn30 Tba 06.0000 06/01/2049
Cisco Systems
Chevron
Gnma Gii30 Ma4837 Umbs 03.5000 11/20/2047
Holdings represent 15.74% of portfolio

Portfolio composition as of 08/31/19

U.S. Investment-grade bonds 65.55%
U.S. large-cap equity 20.06%
International equity 4.49%
U.S. small- and mid-cap equity 4.28%
U.S. High-yield bonds 4.27%
U.S. money markets 1.34%

Fixed income statistics as of 08/31/19

Average effective maturity 9.60 yrs.
Average effective duration 3.70 yrs.

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

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


Expenses

Expense ratio

Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
Total expense ratio 0.99% 1.74% 1.74% 1.49% 1.24% 0.71% 0.64% 0.74%
What you pay 0.99% 1.74% 1.74% 1.49% 1.24% 0.71% 0.64% 0.74%

Sales charge

 Breakpoint Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
$0-$49,999 5.75% / 5.00% 0.00% / 4.00% 0.00% / 1.00% 3.50% / 3.00% -- -- -- --
$50,000-$99,999 4.50% / 3.75% 0.00% / 4.00% 0.00% / 1.00% 2.50% / 2.00% -- -- -- --
$100,000-$249,999 3.50% / 2.75% -- 0.00% / 1.00% 1.50% / 1.00% -- -- -- --
$250,000-$499,999 2.50% / 2.00% -- 0.00% / 1.00% 1.00% / 1.00% -- -- -- --
$500,000-$999,999 2.00% / 1.75% -- 0.00% / 1.00% 1.00% / 1.00% -- -- -- --
$1M-$4M 0.00% / 1.00% -- -- -- -- -- -- --
$4M-$50M 0.00% / 0.50% -- -- -- -- -- -- --
$50M+ 0.00% / 0.25% -- -- -- -- -- -- --

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% -- -- -- -- --

Trail commissions

  Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
  0.25% 0.25% 1.00% 0.65% 0.50% 0.00% 0.00% 0.00%
  NA NA NA NA NA NA NA NA
  NA NA NA NA NA NA NA NA

For sales and trail commission information on purchases over $1 million and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.

The Bloomberg Barclays U.S. Aggregate Bond Index is an unmanaged index of U.S. investment-grade fixed-income securities. The Putnam Conservative Blended Benchmark is a benchmark administered by Putnam Management, comprising 65% the Bloomberg Barclays U.S. Aggregate Bond Index, 25% the Russell 3000 Index, 5% the MSCI EAFE Index (ND), and 5% the JPMorgan Developed High Yield Index. You cannot invest directly in an index.

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