Active Allocation
Dynamic Asset Allocation Conservative Fund (Class Y) (PACYX)
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 |
$10.77
0.19% | $0.02 |
$10.85
09/06/19 |
$9.79
12/24/18 |
Consistency of positive performance over five years
Performance shown does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please click on the performance tab.
12.85%
Best 5-year annualized return
(for period ending 03/31/14)
-1.45%
Worst 5-year annualized return
(for period ending 03/31/09)
5.85%
Average 5-year annualized return
Fund facts as of 09/30/19
Total net assets
$1,089.66M
$1,089.66M
Turnover (fiscal year end)
166%
166%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1675
1675
Fiscal year-end
September
September
CUSIP / Fund code
746444801 / 1842
746444801 / 1842
Inception date
07/14/94
07/14/94
Category
Asset Allocation
Asset Allocation
Open to new investors
Ticker
PACYX
PACYX
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
Fund documents |
|
| Fact Sheet (A share) (PDF) | |
| Fact Sheet (Y share) (PDF) |
|
| Summary Prospectus (PDF) |
|
| Statutory Prospectus (PDF) |
|
| Statement of Additional Information (SAI) (PDF) | |
| Annual Report (PDF) |
|
| Semiannual Report (PDF) |
|
| Brochure (PDF) |
|
| Proxy voting results (Form N-PX) (PDF) | |
| Quarterly commentary (PDF) | |
| Quarterly comparison of Putnam's Dynamic Asset Allocation funds (PDF) | |
| How to create a diversified portfolio (PDF) | |
| Alpha found: Comparing active multi-asset managers with a passive model (PDF) | |
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 09/30/19
Annual performance as of 09/30/19
Annualized Total return (%) as of 09/30/19
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 4.20% | 4.90% | 4.61% | 6.59% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg Barclays U.S. Aggregate Bond Index | 10.30% | 2.92% | 3.38% | 3.75% |
| Putnam Conservative Blended Benchmark | 8.01% | 5.87% | 5.39% | 6.52% |
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 09/30/19 | 0.10% | - | |
| YTD as of 10/21/19 | 9.94% | - | |
Yield
| Distribution rate before sales charge as of 10/21/19 |
2.34% |
|---|---|
| Distribution rate after sales charge as of 10/21/19 |
2.34% |
| 30-day SEC yield as of 09/30/19 | 1.92% |
Risk-adjusted performance as of 09/30/19
| Sharpe ratio (3 yrs.) | 0.76 |
|---|
Volatility as of 09/30/19
| Standard deviation (3 yrs.) | 4.50% |
|---|
Lipper rankings as of 09/30/19
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 219/322 | 68% |
| 3 yrs. | 110/306 | 36% |
| 5 yrs. | 57/266 | 22% |
| 10 yrs. | 26/195 | 14% |
Morningstar Ratings™ as of 09/30/19
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 497 | |
| 3 yrs. | 497 | |
| 5 yrs. | 402 | |
| 10 yrs. | 267 |
Distributions
| Record/Ex dividend date | 10/17/19 |
|---|---|
| Payable date | 10/21/19 |
| Income | $0.021 |
| 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.
Compare
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
Top 10 holdings as of 09/30/19
| Gnma Gii30 Ma4652 03.5000 08/20/2047 | 3.58% |
|---|---|
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | 2.94% |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2049 | 2.67% |
| Fnma Fn15 Tba Umbs 03.0000 10/01/2034 | 2.25% |
| Fnma Fn30 Ma3563 Umbs 04.0000 01/01/2049 | 2.12% |
| Alphabet | 1.28% |
| Amazon | 1.15% |
| JPMorgan Chase | 1.04% |
| Apple | 0.86% |
| Fnma Fn30 Tba Umbs 06.0000 10/01/2049 | 0.81% |
| Top 10 holdings, percent of portfolio | 18.70% |
Full portfolio holdings as of 09/30/19
| US 2YR NOTE (CBT) DEC19 TUZ9 | 8.72% |
|---|---|
| US 5YR NOTE (CBT) DEC19 FVZ9 | 8.57% |
| US ULTRA BOND CBT DEC19 WNZ9 | 4.17% |
| GNMA GII30 MA4652 03.5000 08/20/2047 | 3.57% |
| US 10YR NOTE (CBT)DEC19 TYZ9 | 3.55% |
| GSGLPWDL R US0001M P 12/15/20 GS | 3.32% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 2.94% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2049 | 2.67% |
| FNMA FN15 TBA UMBS 03.0000 10/01/2034 | 2.25% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 2.11% |
| E-MINI RUSS 2000 DEC19 RTYZ9 | 2.04% |
| CGPUTQL2 R US0003M P 11/26/19 CI | 1.69% |
| US LONG BOND(CBT) DEC19 USZ9 | 1.64% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.28% |
| AMAZON.COM INC SEDOL 2000019 | 1.15% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.04% |
| APPLE INC SEDOL 2046251 | 0.86% |
| FNMA FN30 TBA UMBS 06.0000 10/01/2049 | 0.81% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.80% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.80% |
| MICROSOFT CORP SEDOL 2588173 | 0.80% |
| CHEVRON CORP | 0.78% |
| CITIGROUP INC SEDOL 2297907 | 0.74% |
| GNMA GII30 MA4837 03.5000 11/20/2047 | 0.71% |
| GNMA GII30 TBA 03.5000 10/01/2049 | 0.67% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.64% |
| ORACLE CORP SEDOL 2661568 | 0.64% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.63% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.61% |
| STARBUCKS CORP SEDOL 2842255 | 0.60% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.58% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.57% |
| ADOBE INC SEDOL 2008154 | 0.56% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.54% |
| GNMA GII30 MA4586 03.5000 07/20/2047 | 0.52% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.52% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.50% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.45% |
| PEPSICO INC SEDOL 2681511 | 0.44% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.44% |
| MERCK & CO. INC. SEDOL 2778844 | 0.43% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.42% |
| AMGEN INC SEDOL 2023607 | 0.40% |
| TREASURY BILL 00.0000 11/21/2019 | 0.39% |
| TREASURY BILL 00.0000 11/07/2019 | 0.38% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.38% |
| INTUIT INC SEDOL 2459020 | 0.38% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.37% |
| SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 | 0.36% |
| CONOCOPHILLIPS | 0.35% |
| WALMART INC SEDOL 2936921 | 0.33% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.32% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.31% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.28% |
| VERIZON COMM 04.3290 09/21/2028 | 0.28% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.28% |
| EXELON CORP SEDOL 2670519 | 0.27% |
| SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 | 0.27% |
| METLIFE INC SEDOL 2573209 | 0.27% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.26% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.26% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.26% |
| EBAY INC SEDOL 2293819 | 0.25% |
| XILINX INC SEDOL 2985677 | 0.25% |
| MORGAN STANLEY | 0.25% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.24% |
| LOWES COMPANIES INC | 0.24% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.24% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.24% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.23% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.22% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.22% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.22% |
| DANAHER CORP SEDOL 2250870 | 0.22% |
| QUALCOMM INC SEDOL 2714923 | 0.21% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.21% |
| BROADCOM INC SEDOL BDZ78H9 | 0.21% |
| INGERSOLL-RAND PLC SEDOL B633030 | 0.21% |
| CUMMINS INC SEDOL 2240202 | 0.20% |
| AT&T INC 04.1000 02/15/2028 | 0.20% |
| BEST BUY CO INC SEDOL 2094670 | 0.20% |
| ABBVIE INC SEDOL B92SR70 | 0.20% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.20% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.20% |
| WESTPAC BANKING CORP USD 02.1500 03/06/2020 | 0.20% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.20% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.20% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.19% |
| BIOGEN INC SEDOL 2455965 | 0.19% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.19% |
| MCKESSON CORP SEDOL 2378534 | 0.19% |
| TREASURY BILL 00.0000 11/14/2019 | 0.19% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.19% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.19% |
| UBS GROUP FUNDIN P/P 144A 03.4910 05/23/2023 | 0.18% |
| KLA CORP SEDOL 2480138 | 0.18% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.18% |
| PRUDENTIAL FINANCIAL INC SEDOL 2819118 | 0.18% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.18% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.18% |
| PFIZER INC SEDOL 2684703 | 0.18% |
| HERSHEY CO/THE SEDOL 2422806 | 0.17% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.17% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.17% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.17% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.17% |
| STACR 2016-DNA2 M3 06.6684 10/25/2028 | 0.17% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.17% |
| WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 | 0.17% |
| CORTEVA INC SEDOL BK73B42 | 0.17% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.17% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.16% |
| OMNICOM GROUP SEDOL 2279303 | 0.16% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.16% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.16% |
| SPST 2018-8 A 02.7365 02/24/2020 | 0.16% |
| APPLE INC 04.2500 02/09/2047 | 0.16% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.16% |
| FORTINET INC SEDOL B5B2106 | 0.16% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.15% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.15% |
| AFLAC INC SEDOL 2026361 | 0.15% |
| UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 | 0.15% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.15% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.15% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.15% |
| ORACLE CORPORATION 02.2500 10/08/2019 | 0.14% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.14% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.14% |
| AT&T INC. 03.8000 02/15/2027 | 0.14% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.14% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.14% |
| CATERPILLAR INC SEDOL 2180201 | 0.14% |
| HARTFORD FINANCIAL SVCS GRP SEDOL 2476193 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.13% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| ALLSTATE CORP SEDOL 2019952 | 0.13% |
| CDX CDX.NA.IG.33 100.0 12/20/2024 | 0.13% |
| E*TRADE FINANCIAL CORPORATION | 0.13% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.13% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.13% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.13% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.13% |
| EMERSON ELECTRIC CO SEDOL 2313405 | 0.13% |
| NESTLE SA-REG SEDOL 7123870 | 0.12% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.12% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.12% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.12% |
| VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.12% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.12% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.12% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.12% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.12% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.12% |
| DBUBS 2011-LC3A D P/P 144A 05.5118 08/10/2044 | 0.12% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.12% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.12% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| CAS 2015-C04 2M2 07.5684 04/25/2028 | 0.12% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.12% |
| TREASURY BILL 00.0000 12/12/2019 | 0.12% |
| UNILEVER NV SEDOL B1527V7 | 0.12% |
| ALLERGAN PLC SEDOL BY9D546 | 0.12% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.12% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.12% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.12% |
| CAS 2016-C02 1M2 08.0184 09/25/2028 | 0.11% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.11% |
| ORACLE CORP 04.0000 11/15/2047 | 0.11% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.11% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.11% |
| KEYSIGHT TECHNOLOGIES IN SEDOL BQZJ0Q9 | 0.11% |
| NATIONAL AUSTRALIA B P/P 144A 02.7921 12/09/2019 | 0.11% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.11% |
| AIR LEASE CORP 03.6250 04/01/2027 | 0.11% |
| TREASURY BILL 00.0000 10/10/2019 | 0.11% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.10% |
| F5 NETWORKS INC SEDOL 2427599 | 0.10% |
| ROYAL BANK OF CANADA USD 02.1250 03/02/2020 | 0.10% |
| UNILEVER PLC SEDOL B10RZP7 | 0.10% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.10% |
| CIGNA CORP 03.7500 07/15/2023 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 | 0.10% |
| ENEL SPA SEDOL 7144569 | 0.10% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.10% |
| RIO TINTO PLC SEDOL 0718875 | 0.10% |
| SONY CORP SEDOL 6821506 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.10% |
| NRG ENERGY INC SEDOL 2212922 | 0.10% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.10% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.10% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.10% |
| AMETEK INC SEDOL 2089212 | 0.10% |
| BNP PARIBAS SEDOL 7309681 | 0.10% |
| MWST 2019-1 A 02.8184 06/25/2052 | 0.10% |
| SPST 2019-3 A 02.7365 06/24/2020 | 0.10% |
| CAS 2016-C01 1M2 08.7684 08/25/2028 | 0.10% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 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% |
| FNMA FN30 TBA UMBS 04.5000 10/01/2049 | 0.10% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.10% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.10% |
| SPST 2019-7 A 02.7365 09/24/2020 | 0.10% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.10% |
| KDDI CORP SEDOL 6248990 | 0.09% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.09% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.09% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.09% |
| KONINKLIJKE PHILIPS NV SEDOL 5986622 | 0.09% |
| ORACLE CORP 02.6500 07/15/2026 | 0.09% |
| AES CORP SEDOL 2002479 | 0.09% |
| CAS 2015-C04 1M2 07.7184 04/25/2028 | 0.09% |
| CDW CORP/DE SEDOL BBM5MD6 | 0.09% |
| ENTERGY CORP SEDOL 2317087 | 0.09% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.09% |
| SPST 2019-11 A 02.7865 10/24/2020 | 0.09% |
| CITIZENS BANK NA/RI 02.2500 03/02/2020 | 0.09% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.09% |
| WFRBS 2011-C2 D P/P 144A 05.8389 02/15/2044 | 0.09% |
| ANNALY CAPITAL MANAGEMENT IN SEDOL 2113456 | 0.09% |
| AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 | 0.09% |
| HITACHI LTD SEDOL 6429104 | 0.09% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.09% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.09% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.09% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.09% |
| ELI LILLY & CO SEDOL 2516152 | 0.09% |
| GSMS 2014-GC22 C 04.8474 06/10/2047 | 0.09% |
| HOYA CORP SEDOL 6441506 | 0.09% |
| NORWEGIAN CRUISE LINE HOLDIN SEDOL B9CGTC3 | 0.09% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.09% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.09% |
| EVERGY INC SEDOL BFMXGR0 | 0.09% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.09% |
| NINTENDO CO LTD SEDOL 6639550 | 0.08% |
| PEUGEOT SA SEDOL 7103526 | 0.08% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.08% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.08% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.08% |
| ITOCHU CORP SEDOL 6467803 | 0.08% |
| SERVICENOW INC SEDOL B80NXX8 | 0.08% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.08% |
| FISERV INC 04.2000 10/01/2028 | 0.08% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.08% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.08% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.08% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.08% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.08% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.08% |
| ZOETIS INC SEDOL B95WG16 | 0.08% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.08% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.08% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.08% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.08% |
| WOLTERS KLUWER SEDOL 5671519 | 0.08% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.08% |
| CARLSBERG AS-B SEDOL 4169219 | 0.08% |
| COMCAST CORP 03.9690 11/01/2047 | 0.08% |
| NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 | 0.08% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.08% |
| ANALOG DEVICES INC 02.8500 03/12/2020 | 0.08% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.08% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.08% |
| ORIX CORP SEDOL 6661144 | 0.08% |
| SANDVIK AB SEDOL B1VQ252 | 0.08% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| CBS CORP 04.2000 06/01/2029 | 0.08% |
| COVESTRO AG SEDOL BYTBWY9 | 0.08% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.08% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| UNITED MEXICAN STATES USD 04.1500 03/28/2027 | 0.08% |
| UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.08% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.08% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.08% |
| ASHTEAD GROUP PLC SEDOL 0053673 | 0.08% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.08% |
| KERING SEDOL 5505072 | 0.08% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.08% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.08% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.08% |
| AVIVA PLC SEDOL 0216238 | 0.08% |
| DOVER CORP SEDOL 2278407 | 0.08% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.08% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.08% |
| AMERISOURCEBERGEN CORP | 0.07% |
| CAS 2016-C04 1M2 06.2684 01/25/2029 | 0.07% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.07% |
| BF0101 03.5000 06/01/2056 | 0.07% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.07% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.07% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.07% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.07% |
| AENA SME SA SEDOL BVRZ8L1 | 0.07% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.07% |
| CAS 2016-C03 2M2 07.9184 10/25/2028 | 0.07% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.07% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.07% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.07% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.07% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.07% |
| AMERICAN TOWER CORP 03.5500 07/15/2027 | 0.07% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.07% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.07% |
| TPAT 2018-SL1 A P/P 144A 02.7453 01/25/2046 | 0.07% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.07% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.07% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.07% |
| VICI PROPERTIES INC SEDOL BYWH073 | 0.07% |
| WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 | 0.07% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.07% |
| COMM 2010-C1 D P/P 144A 06.3040 07/10/2046 | 0.07% |
| CSAIL 2015-C1 C 04.4167 04/15/2050 | 0.07% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.07% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.07% |
| LEAR CORP 03.8000 09/15/2027 | 0.07% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| MORGAN STANLEY 02.6500 01/27/2020 | 0.07% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.07% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.07% |
| E.ON SE SEDOL 4942904 | 0.07% |
| EQUINOR ASA SEDOL 7133608 | 0.07% |
| XEROX HOLDINGS CORP SEDOL BJJD5G3 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.06% |
| COOPER COS INC/THE SEDOL 2222631 | 0.06% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.06% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.06% |
| LNSTR 2015-3 B P/P 144A 03.3029 04/20/2048 | 0.06% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.06% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% |
| DUKE REALTY CORP SEDOL 2284084 | 0.06% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.06% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.06% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.06% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.06% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| IDEX CORP SEDOL 2456612 | 0.06% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.06% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.06% |
| STEEL DYNAMICS INC SEDOL 2849472 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.06% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.06% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.06% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.06% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.06% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.06% |
| BALL CORP SEDOL 2073022 | 0.06% |
| GARMIN LTD SEDOL B3Z5T14 | 0.06% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.06% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| AT&T INC SEDOL 2831811 | 0.06% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.06% |
| GSMS 2011-GC3 D P/P 144A 05.8245 03/10/2044 | 0.06% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.06% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.06% |
| WFRBS 2011-C3 D P/P 144A 05.8556 03/15/2044 | 0.06% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| RAYMOND JAMES FINANCIAL INC SEDOL 2718992 | 0.06% |
| UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 | 0.06% |
| BERKSHIRE HATHAWAY E 03.8000 07/15/2048 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| HOLOGIC INC SEDOL 2433530 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.06% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.06% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.06% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.06% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.06% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.06% |
| GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 | 0.06% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.06% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.06% |
| HANG SENG BANK LTD SEDOL 6408374 | 0.06% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.06% |
| SANTOS LTD SEDOL 6776703 | 0.06% |
| UNUM GROUP SEDOL 2433842 | 0.06% |
| VERIZON COMM 04.6720 03/15/2055 | 0.06% |
| ABBVIE INC 02.5000 05/14/2020 | 0.05% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.05% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.05% |
| HEICO CORP SEDOL 2419217 | 0.05% |
| PROOFPOINT INC SEDOL B6VDQC3 | 0.05% |
| SPST 2019-WL1 A 02.6684 08/25/2052 | 0.05% |
| ZOETIS INC 03.9000 08/20/2028 | 0.05% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.05% |
| AMGEN INC 04.6630 06/15/2051 | 0.05% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.05% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.05% |
| CWALT 2006-OA10 4A1 02.2084 08/25/2046 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| GOOGLE INC 03.3750 02/25/2024 | 0.05% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.05% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.05% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.05% |
| EQUINIX INC 05.3750 05/15/2027 | 0.05% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.05% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.05% |
| HEIDELBERGCEMENT AG SEDOL 5120679 | 0.05% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.05% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.05% |
| CAS 2016-C01 2M2 08.9684 08/25/2028 | 0.05% |
| FAURECIA SEDOL 4400446 | 0.05% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.05% |
| PFIZER INC 03.0000 12/15/2026 | 0.05% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.05% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.05% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.05% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.05% |
| GSMS 2010-C1 D P/P 144A 06.1973 08/10/2043 | 0.05% |
| HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 | 0.05% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 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% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| EVEREST RE GROUP LTD SEDOL 2556868 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.05% |
| JPMCC 2012-C6 E P/P 144A 05.3187 05/15/2045 | 0.05% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.05% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.05% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.05% |
| US BANCORP 02.6250 01/24/2022 | 0.05% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.05% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.05% |
| NEXON CO LTD SEDOL B63QM77 | 0.05% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.05% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.05% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.05% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.05% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.05% |
| WAMU 2005-AR12 1A8 03.8756 10/25/2035 | 0.05% |
| 3I GROUP PLC SEDOL B1YW440 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| AMGEN INC 03.4500 10/01/2020 | 0.05% |
| CHEMED CORP SEDOL 2190084 | 0.05% |
| FEDERATIVE REP OF BRAZIL USD 06.0000 04/07/2026 | 0.05% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| COMCAST CORP 02.3500 01/15/2027 | 0.04% |
| EMIR 2018-1 M1 03.7184 11/25/2028 | 0.04% |
| ENI SPA SEDOL 7145056 | 0.04% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.04% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.04% |
| COSTAR GROUP INC SEDOL 2262864 | 0.04% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.04% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.04% |
| PNC BANK NA 02.0000 05/19/2020 | 0.04% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 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 04.4203 07/15/2046 | 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% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.04% |
| CELANESE CORP SEDOL B05MZT4 | 0.04% |
| CONSOLIDATED EDISON INC 02.0000 03/15/2020 | 0.04% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.04% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% |
| UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 | 0.04% |
| AES CORP/THE 05.5000 04/15/2025 | 0.04% |
| BLACK KNIGHT INC SEDOL BDG75V1 | 0.04% |
| CAPGEMINI SE SEDOL 4163437 | 0.04% |
| EQUINIX INC SEDOL BVLZX12 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.04% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.04% |
| KAR AUCTION SERVICES INC SEDOL B4Y1MH7 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| SINCLAIR BROADCAST GROUP -A SEDOL 2799351 | 0.04% |
| UCB SA SEDOL 5596991 | 0.04% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| CWALT 2006-OA7 1A2 03.3861 06/25/2046 | 0.04% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.04% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| GNMA GII30 635063 04.0000 03/20/2046 | 0.04% |
| LBMLT 2004-1 A2 02.8184 02/25/2034 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.04% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.04% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.04% |
| SAMI 2007-AR7 1A1 02.8684 05/25/2047 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| TAISEI CORP SEDOL 6870100 | 0.04% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| GENPACT LTD SEDOL B23DBK6 | 0.04% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.04% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.04% |
| JONES LANG LASALLE INC SEDOL 2040640 | 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% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| BALOISE HOLDING AG - REG SEDOL 7124594 | 0.04% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 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% |
| CWALT 2005-59 1A1 02.3743 11/20/2035 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.04% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.04% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.04% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.04% |
| CAS 2015-C03 2M2 07.0184 07/25/2025 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.9394 12/15/2047 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.04% |
| LEGRAND SA SEDOL B11ZRK9 | 0.04% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.04% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.04% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.04% |
| WFCM 2013-LC12 C 04.4203 07/15/2046 | 0.04% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.04% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.04% |
| LIBERTY PROPERTY TRUST SEDOL 2513681 | 0.04% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| OTSUKA CORP SEDOL 6267058 | 0.04% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.04% |
| WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 | 0.04% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.04% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.04% |
| ARKEMA SEDOL B0Z5YZ2 | 0.04% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.04% |
| CRH PLC SEDOL 4182249 | 0.04% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.04% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.04% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.04% |
| KBC GROUP NV SEDOL 4497749 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.04% |
| BMIR 2018-2A M1B P/P 144A 03.3684 08/25/2028 | 0.04% |
| CBS CORP 04.6000 01/15/2045 | 0.04% |
| GNMA GN30 635061 04.0000 03/15/2046 | 0.04% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 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 04.9000 03/15/2049 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.04% |
| UBSBB 2012-C2 XA IO P/P 144A 01.4699 05/10/2063 | 0.04% |
| WFCM 2012-LC5 AS 03.5390 10/15/2045 | 0.04% |
| ALPHABET INC 03.6250 05/19/2021 | 0.03% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.03% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.03% |
| CMLTI 2005-2 1A2A 04.9300 05/25/2035 | 0.03% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.03% |
| OMV AG SEDOL 4651459 | 0.03% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.03% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.03% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.03% |
| CHARLES RIVER LABORATORIES SEDOL 2604336 | 0.03% |
| CIGNA HOLDING CO 04.5000 03/15/2021 | 0.03% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.03% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.03% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.03% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% |
| PFIZER INC 01.9500 06/03/2021 | 0.03% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.03% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| POPULAR INC SEDOL B86QM90 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| SYSCO CORP SEDOL 2868165 | 0.03% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.03% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.03% |
| GNR 2016-H16 EI IO 02.3966 06/20/2066 | 0.03% |
| HOCHTIEF AG SEDOL 5108664 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| PULTEGROUP INC SEDOL 2708841 | 0.03% |
| ARMSTRONG WORLD INDUSTRIES SEDOL B1FT462 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| CDX CDX.NA.HY.33 500.0 12/20/2024 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.03% |
| MSBAM 2014-C17 C 04.6566 08/15/2047 | 0.03% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.03% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.03% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.03% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| CWALT 2006-OA19 A1 02.2243 02/20/2047 | 0.03% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.03% |
| HSBC BANK USA NA 05.6250 08/15/2035 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.03% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.03% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.03% |
| UBSBB 2012-C2 D P/P 144A 05.0476 05/10/2063 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.03% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.03% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% |
| APPLE INC 02.8500 05/06/2021 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| COMM 2013-CR9 D P/P 144A 04.3969 07/10/2045 | 0.03% |
| GSMS 2011-GC3 C P/P 144A 05.8245 03/10/2044 | 0.03% |
| IDACORP INC SEDOL 2296937 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 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% |
| SNAM SPA SEDOL 7251470 | 0.03% |
| STACR 2016-HQA2 M3 07.1684 11/25/2028 | 0.03% |
| WAMU 2005-AR10 1A3 04.1759 09/25/2035 | 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% |
| CBS CORP 02.9000 01/15/2027 | 0.03% |
| CFCRE 2011-C1 D P/P 144A 06.2719 04/15/2044 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.03% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.03% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.03% |
| HCA INC 05.5000 06/15/2047 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| JPMBB 2014-C22 C 04.7086 09/15/2047 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.03% |
| PPSI 2004-WCW2 M3 03.0684 10/25/2034 | 0.03% |
| RAKUTEN INC SEDOL 6229597 | 0.03% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| WFRBS 2012-C9 D P/P 144A 04.9713 11/15/2045 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 | 0.03% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.03% |
| COMM 2014-CR14 XA IO 00.7645 02/10/2047 | 0.03% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% |
| GENERAL DYNAMICS CORP 03.6000 11/15/2042 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.03% |
| TELEPHONE AND DATA SYSTEMS SEDOL B6YR5K3 | 0.03% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.03% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.03% |
| UBSCM 2012-C1 C P/P 144A 05.7278 05/10/2045 | 0.03% |
| WAMU 2005-AR11 A1B3 02.4184 08/25/2045 | 0.03% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.03% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.7617 11/15/2045 | 0.02% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.02% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.02% |
| STACR 2014-HQ2 M3 05.7684 09/25/2024 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| WAMU 2004-AR3 A2 04.4990 06/25/2034 | 0.02% |
| BROOKFIELD PROPERTY REIT I-A SEDOL BGHFKV0 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| COMM 2014-CR18 C 04.8873 07/15/2047 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GNR 2015-H25 BI IO 01.8500 10/20/2065 | 0.02% |
| GSMS 2013-GC10 XA IO 01.6541 02/10/2046 | 0.02% |
| STACR 2017-DNA1 M2 05.2684 07/25/2029 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| TOSOH CORP SEDOL 6900289 | 0.02% |
| WFCM 2013-LC12 AS 04.4203 07/15/2046 | 0.02% |
| APPALACHIAN POWER CO 04.6000 03/30/2021 | 0.02% |
| APPLE HOSPITALITY REIT INC SEDOL BXRTX56 | 0.02% |
| AT&T INC 04.3500 03/01/2029 | 0.02% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.02% |
| BB&T CORPORATION 04.8000 12/31/2099 | 0.02% |
| CAS 2014-C03 2M2 04.9184 07/25/2024 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| FOX CORP P/P 144A 04.0300 01/25/2024 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| HMIR 2018-1 M1 P/P 144A 03.6184 10/25/2028 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.02% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.02% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% |
| BMIR 2017-1 M1 P/P 144A 03.7184 10/25/2027 | 0.02% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| INVESTOR AB-B SHS SEDOL 5679591 | 0.02% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.02% |
| LYONDELLBASELL INDU-CL A SEDOL B3SPXZ3 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.02% |
| STACR 2014-HQ3 M3 06.7684 10/25/2024 | 0.02% |
| WAMU 2005-AR9 A1C3 02.9784 07/25/2045 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 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% |
| NAVISTAR INTL TLB L+350 05.5300 11/06/2024 | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 0.02% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TREASURY BILL 00.0000 12/05/2019 | 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% |
| BAFC 2005-B 3M1 02.7193 04/20/2035 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| CAS 2014-C04 1M2 06.9184 11/25/2024 | 0.02% |
| CHIMERA INVESTMENT CORP SEDOL BVZCNC0 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| GNR 2013-99 AS IO 04.0058 06/20/2043 | 0.02% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.02% |
| HOLLYFRONTIER CORP SEDOL B5VX1H6 | 0.02% |
| JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| MACQUARIE INFRASTRUCTURE COR SEDOL B1Z4VB1 | 0.02% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.02% |
| NUANCE COMMUNICATIONS INC SEDOL 2402121 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 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% |
| SPRINT CORP 07.8750 09/15/2023 | 0.02% |
| UBSCM 2017-C7 XA IO 01.2142 12/15/2050 | 0.02% |
| VMWARE INC 03.9000 08/21/2027 | 0.02% |
| WFCM 2014-LC16 XA IO 01.2745 08/15/2050 | 0.02% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.02% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.02% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.02% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.02% |
| COMM 2013-LC13 XA IO 01.3267 08/10/2046 | 0.02% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.02% |
| LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 | 0.02% |
| MORGAN STANLEY 02.7500 05/19/2022 | 0.02% |
| MSAC 2004-HE6 M1 02.8434 08/25/2034 | 0.02% |
| MSC 2011-C3 D P/P 144A 05.2925 07/15/2049 | 0.02% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% |
| ORACLE CORP 02.5000 10/15/2022 | 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% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.02% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.02% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.02% |
| CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 | 0.02% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.02% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| TESCO PLC SEDOL 0884709 | 0.02% |
| W.R. GRACE & CO | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.02% |
| BOEING CAPITAL CORPORATION 04.7000 10/27/2019 | 0.02% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.02% |
| CME GROUP INC SEDOL 2965839 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 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% |
| SCIENTIFIC GAMES INT 10.0000 12/01/2022 | 0.02% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 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 06.4076 06/21/2024 | 0.02% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.02% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.02% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.02% |
| COMM 2014-UBS6 XA IO 01.0704 12/10/2047 | 0.02% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| JAPAN PRIME REALTY INVESTMEN SEDOL 6528175 | 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% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 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% |
| SAMI 2007-AR1 2A1 02.1984 01/25/2037 | 0.02% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.02% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.02% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.02% |
| CAS 2017-C01 1EB1 03.2684 07/25/2029 | 0.02% |
| COMM 2014-UBS4 XA IO 01.2649 08/10/2047 | 0.02% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.02% |
| DASSAULT AVIATION SA SEDOL 4067164 | 0.02% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.02% |
| FHR 3829 AS IO 04.9225 03/15/2041 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.02% |
| HOME DEPOT INC SEDOL 2434209 | 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% |
| MASIMO CORP SEDOL B1YWR63 | 0.02% |
| PETROLEOS MEXICANOS USD 06.3750 01/23/2045 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| THALES SA SEDOL 4162791 | 0.02% |
| WFCM 2016-LC25 XA IO 01.1461 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% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% |
| COMM 2014-CR17 XA IO 01.1451 05/10/2047 | 0.01% |
| FHR 3065 DC 13.7775 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% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 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% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| STACR 2019-DNA1 M2 04.6684 01/25/2049 | 0.01% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.01% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 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% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.01% |
| BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 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% |
| CWALT 2006-OA10 1A1 03.4061 08/25/2046 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| GNR 2015-H26 EI IO 01.7488 10/20/2065 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HUSKY TLB L+300 05.0435 03/28/2025 | 0.01% |
| IPSEN SEDOL B0R7JF1 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.01% |
| MLMI 2005-A2 A2 04.4481 02/25/2035 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.01% |
| SINGAPORE TECH ENGINEERING SEDOL 6043214 | 0.01% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.01% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8756 11/15/2045 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| AVAYA TLB L+425 06.3343 12/15/2024 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BCE INC SEDOL B188TH2 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BUMT 2005-1 1A1 02.6184 09/25/2045 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9394 12/15/2047 | 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% |
| CWALT 2006-24CB A13 02.3684 08/25/2036 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.01% |
| FNR 2006-8 HP 17.1659 03/25/2036 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JPMBB 2014-C25 XA IO 01.0133 11/15/2047 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| MSBAM 2014-C17 XA IO 01.2682 08/15/2047 | 0.01% |
| MWST 2018-W1 A 02.8684 11/25/2051 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 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% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| TJX COMPANIES INC SEDOL 2989301 | 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% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 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% |
| CAS 2015-C02 1M2 06.0184 05/25/2025 | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FHR 3249 PS 15.5843 12/15/2036 | 0.01% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.5473 12/15/2047 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 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% |
| WFRBS 2011-C4 E P/P 144A 05.3965 06/15/2044 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.6242 08/15/2046 | 0.01% |
| APERGY CORP 06.3750 05/01/2026 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 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% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| CAS 2015-C01 1M2 06.3184 02/25/2025 | 0.01% |
| CAS 2019-R01 2M2 04.4684 07/25/2031 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 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 17.6347 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% |
| GNMA GII30 AY4779 04.5090 03/20/2067 | 0.01% |
| GNMA GII30 BA7681 04.6260 06/20/2067 | 0.01% |
| HCA INC 05.0000 03/15/2024 | 0.01% |
| INFOR US INC 06.5000 05/15/2022 | 0.01% |
| JPMCC 2013-LC11 X IO 01.4008 04/15/2046 | 0.01% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| NTT DATA CORP SEDOL 6125639 | 0.01% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 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% |
| VONOVIA SE SEDOL BBJPFY1 | 0.01% |
| WFMBS 2005-AR4 1A3 05.1622 04/25/2035 | 0.01% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.01% |
| BANK OF AMERICA CORP 02.8785 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% |
| BOLIDEN AB SEDOL BJV12J7 | 0.01% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.01% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% |
| CAS 2019-R02 1M2 04.3184 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% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| CWALT 2005-27 1A1 02.5641 08/25/2035 | 0.01% |
| EUTELSAT COMMUNICATIONS SEDOL B0M7KJ7 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GSMS 2012-GC6 D P/P 144A 05.8397 01/10/2045 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| ICAHN ENTER/FIN P/P 144A 06.2500 05/15/2026 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| KAMIGUMI CO LTD SEDOL 6482668 | 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 02.9695 08/26/2047 | 0.01% |
| NEC CORP SEDOL 6640400 | 0.01% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.01% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.01% |
| NZD/USD 10/16/2019 JPMCB | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PETROLEOS MEXICANOS USD 04.8750 01/18/2024 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.01% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.01% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6986 12/15/2045 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 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% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 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 06.0184 05/25/2025 | 0.01% |
| CHS/COMMUNITY HEALTH 06.8750 02/01/2022 | 0.01% |
| DOLLAR TREE INC SEDOL 2272476 | 0.01% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FHR 2990 LB 11.7636 06/15/2034 | 0.01% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.01% |
| JPMBB 2014-C19 XA IO 00.9291 04/15/2047 | 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% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 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% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.01% |
| STACR 2017-DNA3 M2 04.5184 03/25/2030 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 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% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.01% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.01% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.01% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.01% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.01% |
| AUTOZONE INC SEDOL 2065955 | 0.01% |
| AXA SA SEDOL 7088429 | 0.01% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.01% |
| BANK OF MONTREAL SEDOL 2076009 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| BSCMS 2006-PW11 B P/P 144A 05.8095 03/11/2039 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CALPINE CORPORATION 05.7500 01/15/2025 | 0.01% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.01% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| EUR/USD PUT 1.097 20191017 BANKAM | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 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% |
| FRONTIER COMM 11.0000 09/15/2025 | 0.01% |
| GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 | 0.01% |
| GOEASY LTD P/P 144A 07.8750 11/01/2022 | 0.01% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.01% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 0.01% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.01% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% |
| NOVELIS CORP P/P 144A 06.2500 08/15/2024 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| RIO TINTO LTD SEDOL 6220103 | 0.01% |
| ROSS STORES INC SEDOL 2746711 | 0.01% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 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% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WESTPAC BANKING CORP USD 04.8750 11/19/2019 | 0.01% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.01% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.01% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.01% |
| BWAY CORP TLB L+325 05.5895 04/03/2024 | 0.01% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.01% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 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% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HARVEY NORMAN HOLDINGS LTD SEDOL 6173508 | 0.01% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| ICAHN ENTERPRISES/FI 06.2500 02/01/2022 | 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% |
| KLEPIERRE SEDOL 7582556 | 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 SEDOL 6591014 | 0.01% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.01% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.01% |
| NTT DOCOMO INC SEDOL 6129277 | 0.01% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.01% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.01% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.01% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.01% |
| ROBERTSHAW TL 2L L+800 10.0625 02/28/2026 | 0.01% |
| ROBERTSHAW US HOLDING L+325 05.3125 02/28/2025 | 0.01% |
| ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2018-HQA2 M2 04.3184 10/25/2048 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.01% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 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% |
| Z HOLDINGS CORP SEDOL 6084848 | 0.01% |
| ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| AUD/USD 10/16/2019 GSFX | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.00% |
| CALIFORNIA RESOURC TL L+475 06.7935 12/31/2022 | 0.00% |
| CAS 2016-C06 1M2 06.2684 04/25/2029 | 0.00% |
| CHEMOURS CO 06.6250 05/15/2023 | 0.00% |
| CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 | 0.00% |
| COMM 2014-CR18 XA IO 01.1624 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% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EIFFAGE SEDOL B13X013 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 | 0.00% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 07.9431 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.00% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.00% |
| KERRY PROPERTIES LTD SEDOL 6486314 | 0.00% |
| KRW/USD 11/20/2019 GSFX | 0.00% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.00% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MITSUI AND CO LTD SEDOL 6597302 | 0.00% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.00% |
| NETFLIX INC. P/P 144A 06.3750 05/15/2029 | 0.00% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.00% |
| NZD/USD 10/16/2019 BCAP-FX | 0.00% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.00% |
| ORKLA ASA SEDOL B1VQF42 | 0.00% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.00% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.00% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 0.00% |
| REVLON CONS TLB L+350 05.6241 09/07/2023 | 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 SEDOL 6303866 | 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% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| SWIRE PROPERTIES LTD SEDOL B67C2G0 | 0.00% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.00% |
| SYNOPSYS INC SEDOL 2867719 | 0.00% |
| TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| US BANCORP SEDOL 2736035 | 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% |
| WESFARMERS LTD SEDOL 6948836 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 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% |
| 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% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| AVAYA HOLDINGS CORP SEDOL BD9G9B3 | 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% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 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% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 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.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CPG INTL TL L+375 05.9333 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% |
| FISERV INC SEDOL 2342034 | 0.00% |
| FNR 2005-106 JC 13.8655 12/25/2035 | 0.00% |
| FNR 2005-75 GS 14.1949 08/25/2035 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GATES GLOBAL TLB L+275 04.7935 03/31/2024 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.00% |
| INTEL CORP SEDOL 2463247 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 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% |
| ISTAR INC. 05.2500 09/15/2022 | 0.00% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.00% |
| JO-ANN STORES TL L+500 07.2516 10/16/2023 | 0.00% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| LOEWS CORP SEDOL 2523022 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 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% |
| MTR CORP SEDOL 6290054 | 0.00% |
| NEIMAN MARCUS TL L+600 07.9895 10/25/2023 | 0.00% |
| NEXSTAR ESCROW INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NUCOR CORP SEDOL 2651086 | 0.00% |
| NZD/USD 10/16/2019 GSFX | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.00% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.00% |
| SANOFI SEDOL 5671735 | 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% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.00% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.00% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.00% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.00% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| ABC-MART INC SEDOL 6292102 | 0.00% |
| AIB GROUP PLC SEDOL BF0L353 | 0.00% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.00% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.00% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.00% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.00% |
| AUD/USD 10/16/2019 HSBCB | 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 P/P 144A 08.0000 12/15/2022 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 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% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 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% |
| ECOLAB INC SEDOL 2304227 | 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 27.7897 07/25/2036 | 0.00% |
| FRAC TECH INTL TLB L+475 06.7935 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% |
| HEINEKEN HOLDING NV SEDOL B0CCH46 | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.00% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.00% |
| JO-ANN STORES 2NDL L+925 11.5094 05/21/2024 | 0.00% |
| KRW/USD 11/20/2019 HSBCB | 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 SEDOL 6624608 | 0.00% |
| NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.00% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| RTL GROUP SEDOL B1BK209 | 0.00% |
| SAMPO OYJ-A SHS SEDOL 5226038 | 0.00% |
| SECOM CO LTD SEDOL 6791591 | 0.00% |
| SES SEDOL B00ZQQ2 | 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% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7803 12/10/2045 | 0.00% |
| USA COM PART/USA COM P/P 144A 06.8750 09/01/2027 | 0.00% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.00% |
| WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 | 0.00% |
| WEWORK COS INC P/P 144A 07.8750 05/01/2025 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.00% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 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% |
| ARCELORMITTAL USD 06.1250 06/01/2025 | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| CAD/USD 10/16/2019 BCAP-FX | 0.00% |
| CAD/USD 10/16/2019 JPMCB | 0.00% |
| CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 | 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.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.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CNP ASSURANCES SEDOL 5543986 | 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 SEDOL 2615468 | 0.00% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.00% |
| GENON 939CER907 | 0.00% |
| IDR/USD 11/20/2019 GSFX | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MERCER INTL INC USD 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% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 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% |
| NZD/USD 10/16/2019 CITI | 0.00% |
| OASIS PETROLEUM INC 06.8750 01/15/2023 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| QORVO INC SEDOL BR9YYP4 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 05.2868 11/03/2023 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| RUB/USD 12/18/2019 BANKAM | 0.00% |
| RUB/USD 12/18/2019 GSFX | 0.00% |
| SESI LLC 07.7500 09/15/2024 | 0.00% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TD AMERITRADE HOLDING CORP SEDOL 2983154 | 0.00% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.00% |
| AUD/USD 10/16/2019 CITI | 0.00% |
| AUD/USD 10/16/2019 UBS | 0.00% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.00% |
| CANADIAN UTILITIES LTD-A SEDOL 2172639 | 0.00% |
| CIGNA CORP SEDOL BHJ0775 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 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.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.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 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 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EUR/USD 12/18/2019 CITI | 0.00% |
| EUR/USD 12/18/2019 RBSF | 0.00% |
| EUR/USD 12/18/2019 SSBT | 0.00% |
| FNR 2005-83 QP 12.1462 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% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GETLINK SE SEDOL B292JQ9 | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| H LUNDBECK A/S SEDOL 7085259 | 0.00% |
| HCA INC. 07.5000 02/15/2022 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| IHEARTMEDIA TL L+400 06.0315 05/01/2026 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.10 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 11/20/2019 GSFX | 0.00% |
| JPY/USD 11/20/2019 HSBCB | 0.00% |
| JPY/USD 11/20/2019 JPMCB | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 | 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% |
| NABORS INDUSTRIES INC. 05.5000 01/15/2023 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.00% |
| ORACLE CORP 02.5000 05/15/2022 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| SEK/USD 12/18/2019 BANKAM | 0.00% |
| SEK/USD 12/18/2019 GSFX | 0.00% |
| SEK/USD 12/18/2019 HSBCB | 0.00% |
| SEK/USD 12/18/2019 RBSF | 0.00% |
| SEK/USD 12/18/2019 UBS | 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 SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.00% |
| ADVANZ PHARMA CORP SEDOL BH4P601 | 0.00% |
| AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 | 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 02/04/2020 CITI | 0.00% |
| BRL/USD 02/04/2020 GSFX | 0.00% |
| BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4995 12/11/2038 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.8095 03/11/2039 | 0.00% |
| CAD/USD 10/16/2019 BANKAM | 0.00% |
| CAD/USD 10/16/2019 CSI-FX | 0.00% |
| CAD/USD 10/16/2019 GSFX | 0.00% |
| CAD/USD 10/16/2019 SSBT | 0.00% |
| CAD/USD 10/16/2019 WPAC | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7224 10/15/2049 | 0.00% |
| CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 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 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 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 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.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 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.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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.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 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 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 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 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.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 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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 00.5546 12/10/2046 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.2111 05/15/2038 | 0.00% |
| DKK/USD 12/18/2019 CITI | 0.00% |
| ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 | 0.00% |
| ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 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 12/18/2019 BCAP-FX | 0.00% |
| GBP/USD 12/18/2019 HSBCB | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HARVEY NORMAN HOLDING-RIGHTS SEDOL BK4Q0B4 | 0.00% |
| HKD/USD 11/20/2019 BCAP-FX | 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 00.5090 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 00.3118 05/15/2045 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.5070 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 06.5268 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.2193 12/15/2049 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NINE POINT ENERGY CNV PRF | 0.00% |
| NINE POINT ENERGY COM | 0.00% |
| NOK/USD 12/18/2019 JPMCB | 0.00% |
| SEK/USD 12/18/2019 JPMCB | 0.00% |
| SEK/USD 12/18/2019 SSBT | 0.00% |
| SGD/USD 11/20/2019 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 SEDOL BD1DCC4 | 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% |
| TXU TCEH RIGHTS | 0.00% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | -0.00% |
| AUD/USD 10/16/2019 JPMCB | -0.00% |
| AUD/USD 10/16/2019 SSBT | -0.00% |
| BRL/USD 02/04/2020 BANKAM | -0.00% |
| CAD/USD 10/16/2019 CITI | -0.00% |
| CAD/USD 10/16/2019 RBSF | -0.00% |
| CHF/USD 12/18/2019 JPMCB | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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.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.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 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% |
| EUR/USD 12/18/2019 BANKAM | -0.00% |
| EUR/USD 12/18/2019 CSI-FX | -0.00% |
| EUR/USD 12/18/2019 JPMCB | -0.00% |
| GBP/USD 12/18/2019 BANKAM | -0.00% |
| GBP/USD 12/18/2019 JPMCB | -0.00% |
| GBP/USD 12/18/2019 SSBT | -0.00% |
| IDR/USD 11/20/2019 HSBCB | -0.00% |
| INR/USD 11/20/2019 GSFX | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -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% |
| MXN/USD 10/16/2019 BANKAM | -0.00% |
| NOK/USD 12/18/2019 GSFX | -0.00% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| INR/USD 11/20/2019 RBSF | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| JPY/USD 11/20/2019 BCAP-FX | -0.00% |
| NZD/USD 10/16/2019 HSBCB | -0.00% |
| TWD/USD 11/20/2019 GSFX | -0.00% |
| TWD/USD 11/20/2019 RBSF | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| JPY/USD 11/20/2019 CITI | -0.00% |
| JPY/USD 11/20/2019 SSBT | -0.00% |
| AUD/JPY PUT 66.00 20200214 CITI | -0.00% |
| AUD/JPY PUT 66.00 20200214 GSFX | -0.00% |
| AUD/USD 10/16/2019 CSI-FX | -0.00% |
| JPY/USD 11/20/2019 RBSF | -0.00% |
| AUD/USD 10/16/2019 BANKAM | -0.00% |
| AUD/USD 10/16/2019 WPAC | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| JPY/USD 11/20/2019 UBS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -0.01% |
| AUD/USD 10/16/2019 RBSF | -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 10/01/2049 | -0.09% |
| FNMA FN30 TBA UMBS 03.0000 10/01/2049 | -0.28% |
| US 10YR ULTRA FUT DEC19 UXYZ9 | -0.31% |
| S&P MID 400 EMINI DEC19 FAZ9 | -1.07% |
| RU10INTR P US0003M R 11/26/19 CI | -1.49% |
| MSCI EAFE DEC19 MFSZ9 | -2.92% |
| GSGLPWDS P US0001M R 12/15/20 GS | -3.08% |
| S&P500 EMINI FUT DEC19 ESZ9 | -6.04% |
Prior top 10 holdings
| Top 10 holdings as of 09/30/19 | |
|---|---|
| Gnma Gii30 Ma4652 03.5000 08/20/2047 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2049 | |
| Fnma Fn15 Tba Umbs 03.0000 10/01/2034 | |
| Fnma Fn30 Ma3563 Umbs 04.0000 01/01/2049 | |
| Alphabet | |
| Amazon | |
| JPMorgan Chase | |
| Apple | |
| Fnma Fn30 Tba Umbs 06.0000 10/01/2049 | |
| Holdings represent 18.70% of portfolio | |
| 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 | |
Portfolio composition as of 09/30/19
| U.S. Investment-grade bonds | 61.26% |
|---|---|
| U.S. large-cap equity | 25.68% |
| International equity | 4.61% |
| U.S. High-yield bonds | 4.24% |
| U.S. small- and mid-cap equity | 4.22% |
Fixed income statistics as of 09/30/19
| Average effective maturity | 9.91 yrs. |
|---|---|
| Average effective duration | 3.68 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.