Retirement Advantage 2030 Fund (Class I)

Comprehensively managed portfolios diversified to align with your retirement horizon

Highlights

Objective

Retirement Advantage Funds seek to maximize returns while maintaining a level of risk appropriate for a person planning to retire on or about the calendar year designated in each fund's name.

Strategy and process

  • Tailored to retirement: Each fund's target date reflects when investors are expected to retire and determines the portfolio's asset allocation.
  • Unique glide path: Allocations are structured to pursue performance and downside protection near retirement.
  • Comprehensively managed: Putnam's seasoned Global Asset Allocation team implements all steps of the investment process - the glide path, tactical allocations, and security selection.
  • Competitive CIT structure: The funds offer lower fee structure and the less complex administrative requirements of a collective investment trust, along with flexible pricing options.

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $16.41
0.24% | $0.04
$16.50
07/26/19
$13.98
12/24/18
Historical fund price

Fund facts as of 08/31/19

Total net assets
$884.94M
Turnover (fiscal year end)
62%
Dividend frequency
--
Number of holdings
3
Fiscal year-end
September
CUSIP / Fund code
746751387 / 2005
Inception date
01/03/08
Class I  
Category
Target Date
Open to new investors
Ticker
--

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

Target-date glide path follows a long-term view

Jason Vaillancourt, Co-Head of Global Asset Allocation, explains how Putnam differentiates its target-date glide path.


Literature


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

Performance

  • Total return (%) as of 06/30/19

  • Annual performance as of 06/30/19

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

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
At net asset value 4.43% 8.84% 6.14% 10.50%
Custom Retirement Advantage 2030 Index 7.28%9.47%6.51%10.43%

Data is historical. Past performance is not a guarantee of future results. More recent returns may be more or less than those shown. Investment return will fluctuate. Performance assumes reinvestment of distributions and does not account for taxes. Performance data reflects the impact of a 0.50% management fee for class I shares, a 0.60% management fee for class II shares, a 0.75% management fee for class III shares, a 0.90% management fee for class IV shares, a 1.05% management fee for class V shares, and a 0.35% management fee for class X shares. In certain cases your plan's management fee may be lower and your return higher. For the most recent month-end performance, please call your plan's toll-free number. Please note, as of December 31, 2018, Putnam has restated performance for the following benchmarks: Custom Retirement Advantage 2025 Index, Custom Retirement Advantage 2020 Index, and Custom Retirement Advantage Maturity Index. Restated returns reflect a correction to the allocation of the custom benchmarks to align with the portfolios’ strategic weights. 

Performance snapshot

  At net asset value  
1 mt. as of 08/31/19 -0.92%
YTD as of 09/17/19 13.09%

Risk-adjusted performance as of 08/31/19

Sharpe ratio (3 yrs.) 0.78

Volatility as of 08/31/19

Standard deviation (3 yrs.) 7.89%

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

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

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


Holdings

Top holdings as of 08/31/19

Putnam Retirement Advantage GAA Balanced Trust 88.16%
Putnam Retirement Advantage GAA Growth Trust 7.62%
Putnam Money Market Portfolio 4.24%

Full portfolio holdings as of 06/30/19

CGPUTQL2 R US0003M P 11/26/19 CI 4.68%
US 2YR NOTE (CBT) SEP19 TUU9 4.26%
US 5YR NOTE (CBT) SEP19 FVU9 4.20%
E-MINI RUSS 2000 SEP19 RTYU9 3.92%
US ULTRA BOND CBT SEP19 WNU9 1.92%
FNMA FN30 TBA UMBS 04.0000 08/01/2049 1.67%
ALPHABET INC-CL A 1.51%
JPMORGAN CHASE & CO 1.20%
AMAZON.COM INC 1.19%
S&P500 EMINI FUT SEP19 ESU9 1.11%
CISCO SYSTEMS INC 1.00%
CHEVRON CORP 0.99%
MICROSOFT CORP 0.94%
FNMA FN30 TBA UMBS 04.0000 07/01/2049 0.94%
APPLE INC 0.92%
FNMA FN15 TBA UMBS 03.0000 07/01/2034 0.92%
VERIZON COMMUNICATIONS INC 0.92%
BOEING CO/THE 0.86%
CITIGROUP INC 0.85%
ORACLE CORP 0.85%
STARBUCKS CORP 0.82%
INTL BUSINESS MACHINES CORP 0.77%
US LONG BOND(CBT) SEP19 USU9 0.75%
GNMA GII30 MA4652 03.5000 08/20/2047 0.74%
ADOBE INC 0.72%
GNMA GII30 MA4837 03.5000 11/20/2047 0.71%
COCA-COLA CO/THE 0.71%
SPDR S&P 500 ETF TRUST 0.66%
FHLMC FH30G G08795 03.0000 01/01/2048 0.64%
COMCAST CORP-CLASS A 0.58%
JOHNSON & JOHNSON 0.58%
MEDTRONIC PLC 0.56%
ABBOTT LABORATORIES 0.55%
GNMA GII30 TBA 03.5000 07/01/2049 0.54%
MERCK & CO. INC. 0.53%
PEPSICO INC 0.50%
HONEYWELL INTERNATIONAL INC 0.49%
AMGEN INC 0.48%
INTUIT INC 0.46%
LOCKHEED MARTIN CORP 0.46%
CONOCOPHILLIPS 0.45%
NXP SEMICONDUCTORS NV 0.43%
FNMA FN30 TBA UMBS 06.0000 08/01/2049 0.42%
HOME DEPOT INC 0.41%
AUTOMATIC DATA PROCESSING 0.41%
MONDELEZ INTERNATIONAL INC-A 0.40%
METLIFE INC 0.38%
XILINX INC 0.37%
WALMART INC 0.36%
GNMA GII30 MA3736 03.5000 06/20/2046 0.36%
DELTA AIR LINES INC 0.33%
FNMA FN15 AL9468 UMBS 03.0000 12/01/2031 0.33%
PROCTER & GAMBLE CO/THE 0.32%
EBAY INC 0.32%
FNMA FN30 TBA UMBS 03.0000 08/01/2049 0.32%
EXELON CORP 0.30%
FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 0.30%
MORGAN STANLEY 0.30%
TREASURY BILL 00.0000 08/01/2019 0.29%
FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 0.29%
SYSCO CORP 0.29%
VALERO ENERGY CORP 0.28%
WASTE MANAGEMENT INC 0.28%
BOOKING HOLDINGS INC 0.28%
PHILLIPS 66 0.27%
LOWES COMPANIES INC 0.27%
PFIZER INC 0.27%
LYONDELLBASELL INDU-CL A 0.27%
NIKE INC -CL B 0.26%
DANAHER CORP 0.26%
CUMMINS INC 0.26%
INGERSOLL-RAND PLC 0.26%
NORFOLK SOUTHERN CORP 0.25%
BEST BUY CO INC 0.25%
PAYPAL HOLDINGS INC 0.25%
BIOGEN INC 0.24%
MSCI EAFE SEP19 MFSU9 0.24%
ABBVIE INC 0.24%
PRUDENTIAL FINANCIAL INC 0.24%
BROADCOM INC 0.23%
OMNICOM GROUP 0.23%
CROWN CASTLE INTL CORP 0.23%
CAPITAL ONE FINANCIAL CORP 0.23%
ROCHE HOLDING AG-GENUSSCHEIN 0.23%
GNMA GII30 MA4586 03.5000 07/20/2047 0.22%
MCKESSON CORP 0.22%
HILTON WORLDWIDE HOLDINGS IN 0.21%
SYNCHRONY FINANCIAL 0.21%
AGILENT TECHNOLOGIES INC 0.20%
FORTINET INC 0.20%
PUBLIC SERVICE ENTERPRISE GP 0.20%
AMERIPRISE FINANCIAL INC 0.19%
ELI LILLY & CO 0.19%
HERSHEY CO/THE 0.19%
TREASURY BILL 00.0000 08/08/2019 0.18%
CITIZENS FINANCIAL GROUP 0.18%
TOTAL SA 0.18%
AFLAC INC 0.18%
GILEAD SCIENCES INC 0.18%
DISCOVER FINANCIAL SERVICES 0.18%
CADENCE DESIGN SYS INC 0.18%
DARDEN RESTAURANTS INC 0.18%
FNMA FN30 BC9003 UMBS 03.0000 11/01/2046 0.17%
VERIZON COMM 04.3290 09/21/2028 0.17%
ALLERGAN PLC 0.17%
ZEBRA TECHNOLOGIES CORP-CL A 0.17%
GOLDMAN SACHS GROUP INC 0.16%
ALLIANZ SE-REG 0.16%
S&P MID 400 EMINI SEP19 FAU9 0.16%
COMERICA INC 0.16%
EMERSON ELECTRIC CO 0.16%
NOVO NORDISK A/S-B 0.16%
E*TRADE FINANCIAL CORPORATION 0.16%
ZIMMER BIOMET HOLDINGS INC 0.15%
ALLSTATE CORP 0.15%
HARTFORD FINANCIAL SVCS GRP 0.15%
NESTLE SA-REG 0.15%
ROCKWELL AUTOMATION INC 0.14%
F5 NETWORKS INC 0.14%
RIO TINTO PLC 0.14%
UNILEVER PLC 0.14%
CF INDUSTRIES HOLDINGS INC 0.14%
ENEL SPA 0.14%
CDX CDX.NA.IG.32 100.0 06/20/2024 0.14%
CENTERPOINT ENERGY INC 0.14%
CARDINAL HEALTH INC 0.14%
ANNALY CAPITAL MANAGEMENT IN 0.13%
LINCOLN NATIONAL CORP 0.13%
VISTRA ENERGY CORP 0.13%
FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 0.12%
GLAXOSMITHKLINE PLC 0.12%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.12%
KEYSIGHT TECHNOLOGIES IN 0.12%
NOVARTIS AG-REG 0.12%
SUMITOMO MITSUI FINANCIAL GR 0.12%
HITACHI LTD 0.12%
AT&T INC 03.8000 02/15/2027 0.12%
SHIN-ETSU CHEMICAL CO LTD 0.12%
AGNC INVESTMENT CORP 0.12%
DISCOVERY INC - A 0.12%
KERING 0.12%
KLA-TENCOR CORP 0.12%
STACR 2016-DNA2 M3 07.0544 10/25/2028 0.12%
HOYA CORP 0.12%
SPST 2018-5 A 03.1296 09/24/2019 0.12%
SERVICENOW INC 0.11%
AES CORP 0.11%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.11%
BANCO BILBAO VIZCAYA ARGENTA 0.11%
MOLSON COORS BREWING CO -B 0.11%
AVALONBAY COMMUNITIES INC 0.11%
AMETEK INC 0.11%
FHLMC FH30G G08747 03.0000 02/01/2047 0.11%
SANDVIK AB 0.11%
L OREAL 0.11%
ASHTEAD GROUP PLC 0.11%
LAS VEGAS SANDS CORP 0.11%
NRG ENERGY INC 0.11%
DELL TECHNOLOGIES -C 0.11%
TELSTRA CORP LTD 0.11%
DEUTSCHE TELEKOM AG-REG 0.10%
UNILEVER NV-CVA 0.10%
CK ASSET HOLDINGS LTD 0.10%
PACKAGING CORP OF AMERICA 0.10%
PARTNERS GROUP HOLDING AG 0.10%
ENI SPA 0.10%
KONINKLIJKE AHOLD DELHAIZE N 0.10%
MACQUARIE GROUP LTD 0.10%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.10%
SONY CORP 0.10%
TESCO PLC 0.10%
AVIVA PLC 0.10%
VICI PROPERTIES INC 0.10%
ITOCHU CORP 0.10%
PINNACLE WEST CAPITAL 0.10%
CDW CORP/DE 0.10%
COVESTRO AG 0.10%
PEUGEOT SA 0.10%
US BANCORP 02.6250 01/24/2022 0.10%
WOLTERS KLUWER 0.10%
BERRY GLOBAL GROUP INC 0.10%
CENTRAL JAPAN RAILWAY CO 0.10%
COCA-COLA EUROPEAN PARTNERS 0.10%
LEGAL & GENERAL GROUP PLC 0.10%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.10%
SPST 2018-8 A 03.1296 02/24/2020 0.10%
THERMO FISHER SCIENTIFIC INC 0.10%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.10%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.10%
XEROX CORP 0.10%
CBRE GROUP INC - A 0.09%
EVERGY INC 0.09%
HERMES INTERNATIONAL 0.09%
REPUBLIC SERVICES INC 0.09%
DOVER CORP 0.09%
E.ON SE 0.09%
EXXON MOBIL CORP 0.09%
ANGLO AMER PLC 0.09%
JUNIPER NETWORKS INC 0.09%
ASTELLAS PHARMA INC 0.09%
ORIX CORP 0.09%
WALGREENS BOOTS ALLIANCE INC 0.09%
ZOETIS INC 0.09%
BRISTOL-MYERS SQUIBB CO 0.09%
LEAR CORP 0.09%
SPDR S&P MIDCAP 400 ETF TRST 0.09%
AENA SME SA 0.09%
SHIONOGI & CO LTD 0.09%
TRIPADVISOR INC 0.09%
CITIGROUP INC 03.6680 07/24/2028 0.08%
JAPAN AIRLINES CO LTD 0.08%
ROYAL DUTCH SHELL PLC-B SHS 0.08%
FAURECIA 0.08%
HANG SENG BANK LTD 0.08%
HUNTSMAN CORP 0.08%
ASPEN TECHNOLOGY INC 0.08%
EQUINOR ASA 0.08%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.08%
HD SUPPLY HOLDINGS INC 0.08%
LLOYDS BANKING GROUP PLC 0.08%
WELLS FARGO & CO 0.08%
ELANCO ANIMAL HEALTH 04.9000 08/28/2028 0.08%
CAS 2016-C02 1M2 08.4044 09/25/2028 0.08%
WH GROUP LTD 0.08%
TREASURY BILL 00.0000 07/18/2019 0.08%
ENDESA S.A. 0.08%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.08%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.08%
ATHENE HOLDING LTD-CLASS A 0.08%
PERSIMMON PLC 0.08%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.08%
TREASURY BILL 00.0000 07/16/2019 0.08%
DBUBS 2011-LC3A D P/P 144A 05.5115 08/10/2044 0.08%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.08%
MASIMO CORP 0.08%
STEEL DYNAMICS INC 0.08%
DUKE REALTY CORP 0.07%
IMPERIAL BRANDS PLC 0.07%
MARATHON PETROLEUM CORP 0.07%
NEW RESIDENTIAL INVESTMENT 0.07%
UNUM GROUP 0.07%
ACS ACTIVIDADES 0.07%
AXALTA COATING SYSTEMS LTD 0.07%
FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 0.07%
NTT DATA CORP 0.07%
SPST 2018-3 A 03.1296 07/24/2019 0.07%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.07%
YANGZIJIANG SHIPBUILDING 0.07%
ABN AMRO BANK NV-CVA 0.07%
HEIDELBERGCEMENT AG 0.07%
NINTENDO CO LTD 0.07%
ORACLE CORPORATION 02.2500 10/08/2019 0.07%
PROLOGIS INC 0.07%
SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 0.07%
BALL CORP 0.07%
US FOODS HOLDING CORP 0.07%
FNMA FN30 TBA UMBS 04.5000 07/01/2049 0.07%
CAS 2016-C01 1M2 09.1544 08/25/2028 0.07%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.07%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.07%
ALLISON TRANSMISSION HOLDING 0.07%
DEVON ENERGY CORP 0.07%
FEDERATIVE REP OF BRAZIL USD 06.0000 04/07/2026 0.07%
FUJIFILM HOLDINGS CORP 0.07%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.07%
INTERPUBLIC GROUP OF COS INC 0.07%
ISHARES MSCI EAFE ETF 0.07%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.07%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.07%
APPLE INC 02.8500 05/11/2024 0.07%
CIT GROUP INC. 05.2500 03/07/2025 0.07%
HOLOGIC INC 0.07%
BRIXMOR PROPERTY GROUP INC 0.06%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 0.06%
MORGAN STANLEY 03.6250 01/20/2027 0.06%
NIELSEN HOLDINGS PLC 0.06%
SPST 2019-3 A 03.1296 06/24/2020 0.06%
AT&T INC 04.1000 02/15/2028 0.06%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.06%
CAMDEN PROPERTY TRUST 0.06%
UPM-KYMMENE OYJ 0.06%
FAIR ISAAC CORP 0.06%
MEDICAL PROPERTIES TRUST INC 0.06%
STORE CAPITAL CORP 0.06%
BALOISE HOLDING AG - REG 0.06%
BLUESCOPE STEEL LTD 0.06%
GARMIN LTD 0.06%
THALES SA 0.06%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.06%
AVERY DENNISON CORP 0.06%
BANK LEUMI LE-ISRAEL 0.06%
BT GROUP PLC 0.06%
CARLSBERG AS-B 0.06%
FACEBOOK INC-CLASS A 0.06%
3I GROUP PLC 0.06%
BRIDGESTONE CORP 0.06%
GAMING AND LEISURE PROPERTIE 0.06%
BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 0.06%
WALT DISNEY CO/THE 0.06%
CVS HEALTH CORP 04.7800 03/25/2038 0.06%
JPMORGAN CHASE & CO 03.7970 07/23/2024 0.06%
SL GREEN REALTY CORP 0.06%
TAISEI CORP 0.06%
ASSOCIATED BRITISH FOODS PLC 0.06%
BLACK KNIGHT INC 0.06%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 0.06%
FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 0.06%
MITSUBISHI CORP 0.06%
CAPGEMINI SE 0.06%
HILL-ROM HOLDINGS INC 0.06%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.06%
REINSURANCE GROUP OF AMERICA 0.06%
CBS CORP 04.2000 06/01/2029 0.05%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.05%
POST HOLDINGS INC 0.05%
CAS 2015-C04 1M2 08.1044 04/25/2028 0.05%
GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 0.05%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.05%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.05%
CAS 2015-C04 2M2 07.9544 04/25/2028 0.05%
FORTESCUE METALS GROUP LTD 0.05%
FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 0.05%
GSMS 2014-GC22 C 04.8475 06/10/2047 0.05%
SOFTBANK GROUP CORP 0.05%
BANK OF AMERICA CORP 03.4990 05/17/2022 0.05%
BP PLC 0.05%
CSAIL 2015-C1 C 04.4364 04/15/2050 0.05%
GSMS 2010-C1 D P/P 144A 06.1971 08/10/2043 0.05%
ILLUMINA INC 0.05%
STACR 2017-DNA1 M2 05.6544 07/25/2029 0.05%
TELEDYNE TECHNOLOGIES INC 0.05%
UNITED MEXICAN STATES USD 04.5000 04/22/2029 0.05%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.05%
CHEMED CORP 0.05%
JONES LANG LASALLE INC 0.05%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.05%
FIDELITY NATL INFO SERV 03.7500 05/21/2029 0.05%
HEALTHCARE TRUST OF AME-CL A 0.05%
KEURIG DR PEPPER INC 04.5970 05/25/2028 0.05%
UCB SA 0.05%
AMADEUS IT GROUP SA 0.05%
EQUINIX INC 0.05%
GENTING SINGAPORE LTD 0.05%
LIBERTY PROPERTY TRUST 0.05%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.05%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.05%
MWST 2019-1 A 03.2044 06/25/2052 0.05%
NTT DOCOMO INC 0.05%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.05%
ARKEMA 0.04%
ENCOMPASS HEALTH CORP 0.04%
FIAT CHRYSLER AUTOMOBILES NV 0.04%
GSMS 2011-GC5 C P/P 144A 05.5567 08/10/2044 0.04%
ING GROEP NV-CVA 0.04%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.04%
OMV AG 0.04%
WFHET 2004-2 M1 03.3044 10/25/2034 0.04%
AMERICAN FINANCIAL GROUP INC 0.04%
CARNIVAL PLC 0.04%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.04%
DEUTSCHE LUFTHANSA-REG 0.04%
AIR LEASE CORP 04.6250 10/01/2028 0.04%
AT&T INC 0.04%
CAS 2018-C05 1M2 04.7544 01/25/2031 0.04%
CELANESE CORP 0.04%
CK HUTCHISON HOLDINGS LTD 0.04%
FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 0.04%
FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 0.04%
FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 0.04%
KBC GROUP NV 0.04%
PROOFPOINT INC 0.04%
SUN HUNG KAI PROPERTIES 0.04%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.04%
ALPHABET INC 03.6250 05/19/2021 0.04%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.04%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.04%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.04%
NIPPON TELEGRAPH & TELEPHONE 0.04%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029 0.04%
CDX CDX.NA.HY.32 500.0 06/20/2024 0.04%
CHARLES RIVER LABORATORIES 0.04%
CIGNA CORP P/P 144A 03.7500 07/15/2023 0.04%
CITIGROUP INC 02.9000 12/08/2021 0.04%
MICROSOFT CORP 01.5500 08/08/2021 0.04%
SCENTRE GROUP 0.04%
BAXTER INTERNATIONAL INC 0.04%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.04%
COSTAR GROUP INC 0.04%
ELECTRONIC ARTS INC 0.04%
HENDERSON LAND DEVELOPMENT 0.04%
MWST 2018-W1 A 03.2544 11/25/2051 0.04%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.04%
APPLE INC 04.2500 02/09/2047 0.04%
CAS 2016-C01 2M2 09.3544 08/25/2028 0.04%
CLP HOLDINGS LTD 0.04%
HEICO CORP 0.04%
MICROSOFT CORP 02.4000 08/08/2026 0.04%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.04%
SANTOS LTD 0.04%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.04%
BANK OF AMERICA CORP 03.0040 12/20/2023 0.04%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.04%
ENERGY TRANSFER OPERA 05.8750 01/15/2024 0.04%
EXTENDED STAY AMERICA INC 0.04%
FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 0.04%
INTERCONTINENTAL EXCHANGE IN 0.04%
OTSUKA CORP 0.04%
POPULAR INC 0.04%
RAYTHEON COMPANY 02.5000 12/15/2022 0.04%
STACR 2015-DNA3 M2 05.2544 04/25/2028 0.04%
TEXAS INSTRUMENTS INC 0.04%
TOTAL SYSTEM SERVICES IN 04.0000 06/01/2023 0.04%
TPAT 2018-SL1 A P/P 144A 03.0044 01/25/2046 0.04%
BPCE SA P/P 144A 04.5000 03/15/2025 0.04%
CITIGROUP INC 04.7500 05/18/2046 0.04%
EQUINIX INC 05.3750 05/15/2027 0.04%
GENPACT LTD 0.04%
KAJIMA CORP 0.04%
MICROCHIP TECH INC 04.3330 06/01/2023 0.04%
MICROSOFT CORP 02.4000 02/06/2022 0.04%
STACR 2014-DN4 M3 06.9544 10/25/2024 0.04%
STACR 2019-DNA2 M2 04.8544 03/25/2049 0.04%
SUZUKEN CO LTD 0.04%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.04%
TREASURY BILL 00.0000 08/15/2019 0.04%
APPLE INC 02.8500 05/06/2021 0.04%
DAIWA HOUSE INDUSTRY CO LTD 0.04%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.04%
NEWS CORP - CLASS A 0.04%
STACR 2018-HQA1 M2 04.7044 09/25/2030 0.04%
TELEPHONE AND DATA SYSTEMS 0.04%
UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 0.04%
AMERICAN ELECTRIC POWER 0.04%
DUKE ENERGY OHIO INC 03.6500 02/01/2029 0.04%
HOCHTIEF AG 0.04%
MICROSOFT CORP 03.7000 08/08/2046 0.04%
NORTHROP GRUMMAN CORP 0.04%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.04%
TJX COMPANIES INC 0.04%
US BANCORP 0.04%
AMAZON.COM INC. 02.5000 11/29/2022 0.03%
COMM 2010-C1 D P/P 144A 06.2870 07/10/2046 0.03%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.03%
FISERV INC 04.2000 10/01/2028 0.03%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.03%
GSMS 2011-GC3 D P/P 144A 05.8247 03/10/2044 0.03%
SALESFORCE.COM INC 03.7000 04/11/2028 0.03%
FIDELITY NATIONAL INFO SERV 0.03%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.03%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.03%
LEAR CORP 03.8000 09/15/2027 0.03%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.03%
RAYTHEON COMPANY 0.03%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.03%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.03%
WINTRUST FINANCIAL CORP 0.03%
AUTOZONE INC 0.03%
CFCRE 2011-C1 D P/P 144A 06.2719 04/15/2044 0.03%
CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 0.03%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.03%
OUTFRONT MEDIA INC 0.03%
SERVICEMASTER GLOBAL HOLDING 0.03%
STACR 2016-HQA3 M3 06.2544 03/25/2029 0.03%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.03%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.03%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.03%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.03%
COMCAST CORP 02.3500 01/15/2027 0.03%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.03%
FUKUOKA FINANCIAL GROUP INC 0.03%
KAR AUCTION SERVICES INC 0.03%
MORGAN STANLEY 02.7500 05/19/2022 0.03%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.03%
NVENT ELECTRIC PLC 0.03%
PFIZER INC 01.7000 12/15/2019 0.03%
SONOCO PRODUCTS CO 0.03%
SOUTH32 LTD 0.03%
TREASURY BILL 00.0000 07/11/2019 0.03%
TWO HARBORS INVESTMENT CORP 0.03%
AMAZON.COM INC 03.1500 08/22/2027 0.03%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.03%
CROWN RESORTS LTD 0.03%
MSBAM 2014-C17 C 04.6549 08/15/2047 0.03%
UNITEDHEALTH GROUP INC 03.1500 06/15/2021 0.03%
ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 0.03%
APPLE HOSPITALITY REIT INC 0.03%
BANK OF AMERICA CORP 03.8240 01/20/2028 0.03%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.03%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.03%
CURTISS-WRIGHT CORP 0.03%
DOUGLAS EMMETT INC 0.03%
GOOGLE INC 03.3750 02/25/2024 0.03%
GSMS 2011-GC3 C P/P 144A 05.8247 03/10/2044 0.03%
HUDSON PACIFIC PROPERTIES IN 0.03%
JAZZ PHARMACEUTICALS PLC 0.03%
LIBERTY MEDIA COR-SIRIUSXM A 0.03%
NEXT PLC 0.03%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.03%
STACR 2016-HQA2 M3 07.5544 11/25/2028 0.03%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
T-MOBILE US INC 0.03%
TAYLOR WIMPEY PLC 0.03%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.03%
VERIZON COMM 04.6720 03/15/2055 0.03%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.03%
ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 0.03%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.03%
DEUTSCHE BOERSE AG 0.03%
HCA HEALTHCARE INC 0.03%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.03%
NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 0.03%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.03%
PFIZER INC 01.9500 06/03/2021 0.03%
PULTEGROUP INC 0.03%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.03%
WFRBS 2011-C2 D P/P 144A 05.8388 02/15/2044 0.03%
ALFRESA HOLDINGS CORP 0.03%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.03%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.03%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.03%
BOC HONG KONG HOLDINGS LTD 0.03%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.03%
BROOKFIELD PROPERTY REIT I-A 0.03%
CAS 2015-C03 2M2 07.4044 07/25/2025 0.03%
CISCO SYSTEMS INC 02.2000 02/28/2021 0.03%
COGNIZANT TECH SOLUTIONS-A 0.03%
DNB NOR ASA 0.03%
HUMANA INC 0.03%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.03%
SWISSCOM AG-REG 0.03%
WFRBS 2012-C10 AS 03.2410 12/15/2045 0.03%
ANALOG DEVICES INC 02.8500 03/12/2020 0.03%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.03%
FUJITSU LTD 0.03%
JARDINE CYCLE & CARRIAGE LTD 0.03%
KINDER MORGAN INC 03.1500 01/15/2023 0.03%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.03%
MACQUARIE INFRASTRUCTURE COR 0.03%
MEDIPAL HOLDINGS CORP 0.03%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024 0.03%
W.R. GRACE & CO 0.03%
WEINGARTEN REALTY INVESTORS 0.03%
AMGEN INC 02.6000 08/19/2026 0.02%
ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 0.02%
APPLE INC 02.0000 05/06/2020 0.02%
BANDAI NAMCO HOLDINGS INC 0.02%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.02%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.02%
CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 0.02%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.02%
JPMBB 2014-C22 C 04.7093 09/15/2047 0.02%
MORGAN STANLEY 02.6500 01/27/2020 0.02%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.02%
NUANCE COMMUNICATIONS INC 0.02%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.02%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.02%
UGI CORP 0.02%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.02%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.02%
CAS 2016-C04 1M2 06.6544 01/25/2029 0.02%
ECOLAB INC 02.7000 11/01/2026 0.02%
FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 0.02%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.02%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.02%
NUTRIEN LTD. USD 04.2000 04/01/2029 0.02%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.02%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.02%
WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 0.02%
WESCO INTERNATIONAL INC 0.02%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
CITIGROUP INC 02.6500 10/26/2020 0.02%
DEUTSCHE POST AG-REG 0.02%
FISERV INC 03.5000 07/01/2029 0.02%
OSHKOSH CORP 04.6000 05/15/2028 0.02%
SG HOLDINGS CO LTD 0.02%
VISTRA OPERATION P/P 144A 04.3000 07/15/2029 0.02%
WAMU 2004-AR13 A1A 03.1244 11/25/2034 0.02%
ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 0.02%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.02%
AT&T INC 04.7500 05/15/2046 0.02%
CENTENE CORP 0.02%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.02%
COLRUYT SA 0.02%
DASSAULT AVIATION SA 0.02%
EOG RESOURCES INC 02.6250 03/15/2023 0.02%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.02%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.02%
MORGAN STANLEY 04.3750 01/22/2047 0.02%
NRG P/P 144A 03.7500 06/15/2024 0.02%
OCCIDENTAL PETROLEUM CORP 0.02%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.02%
SERVICE CORPORATION INTL 04.6250 12/15/2027 0.02%
SKANDINAVISKA ENSKILDA USD 02.6250 03/15/2021 0.02%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.02%
UNITEDHEALTH GROUP INC 04.2500 04/15/2047 0.02%
AT&T INC 04.3500 03/01/2029 0.02%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.02%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.02%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.02%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.02%
HCA INC 04.1250 06/15/2029 0.02%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.02%
MSBAM 2014-C15 D P/P 144A 05.0745 04/15/2047 0.02%
NUTRIEN LTD USD 04.1250 03/15/2035 0.02%
SARTORIUS STEDIM BIOTECH 0.02%
SWISS LIFE HOLDING AG-REG 0.02%
TREASURY BILL 00.0000 07/25/2019 0.02%
WFHET 2005-2 M9 04.8044 12/25/2034 0.02%
ALIBABA GROUP HOLDING-SP ADR 0.02%
BERKELEY GROUP HOLDINGS/THE 0.02%
COMCAST CORP 03.3750 02/15/2025 0.02%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.02%
DUKE ENERGY CORP 03.1500 08/15/2027 0.02%
EQT CORP 03.9000 10/01/2027 0.02%
ESSITY AKTIEBOLAG-B 0.02%
KINDER MORGAN INC 0.02%
KINDER MORGAN INC 04.3000 06/01/2025 0.02%
MERCK & CO INC 02.9000 03/07/2024 0.02%
MSC 2012-C4 D P/P 144A 05.6003 03/15/2045 0.02%
ROSS STORES INC 0.02%
SAMSUNG ELECTRONICS CO LTD 0.02%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.02%
WASTE CONNECTIONS INC 03.5000 05/01/2029 0.02%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.02%
WFRBS 2011-C3 D P/P 144A 05.8555 03/15/2044 0.02%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.02%
ZOETIS INC 03.9000 08/20/2028 0.02%
AMGEN INC 04.6630 06/15/2051 0.02%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.02%
BMIR 2018-2A M1B P/P 144A 03.7544 08/25/2028 0.02%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.02%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.02%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.02%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.02%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.02%
DISH DBS CORP 05.8750 11/15/2024 0.02%
GSMS 2013-GC16 D P/P 144A 05.4877 11/10/2046 0.02%
HSBC HOLDINGS PLC 0.02%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.02%
JPMORGAN CHASE & CO 02.2500 01/23/2020 0.02%
LNSTR 2015-3 B P/P 144A 03.2727 04/20/2048 0.02%
TAPESTRY INC 0.02%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.02%
AIR LEASE CORP 03.6250 04/01/2027 0.02%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.02%
CAS 2015-C02 2M2 06.4044 05/25/2025 0.02%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.02%
IMM 2004-7 1A1 03.1444 11/25/2034 0.02%
JPMBB 2014-C23 AS 04.2016 09/15/2047 0.02%
MERCK & CO INC 01.8500 02/10/2020 0.02%
MERCK & CO INC 03.7000 02/10/2045 0.02%
MSC 2016-BNK2 C 04.0371 11/15/2049 0.02%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.02%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.02%
STACR 2014-HQ2 M3 06.1544 09/25/2024 0.02%
STACR 2016-DNA1 M3 07.9544 07/25/2028 0.02%
TARGA RESOURCES PART 05.0000 01/15/2028 0.02%
TENCENT HOLDINGS LTD 0.02%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.02%
UBSCM 2012-C1 C P/P 144A 05.7280 05/10/2045 0.02%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.02%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.02%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.02%
BP CAP MARKETS AMERICA 03.9370 09/21/2028 0.02%
CAS 2014-C02 1M2 05.0044 05/25/2024 0.02%
CGCMT 2013-GC17 AS 04.5440 11/10/2046 0.02%
ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 0.02%
EQUINOR ASA USD 02.9000 11/08/2020 0.02%
GNR 2017-139 NI IO 04.5000 09/20/2047 0.02%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.02%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.02%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.02%
MSBAM 2012-C6 D P/P 144A 04.7621 11/15/2045 0.02%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.02%
ORACLE CORP 02.6500 07/15/2026 0.02%
PNC BANK NA 02.0000 05/19/2020 0.02%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.02%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.02%
STACR 2016-DNA3 M3 07.4044 12/25/2028 0.02%
STAPLES INC P/P 144A 07.5000 04/15/2026 0.02%
WFCM 2016-BNK1 C 03.0710 08/15/2049 0.02%
WFRBS 2012-C10 D P/P 144A 04.5864 12/15/2045 0.02%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.02%
ALPHABET INC 01.9980 08/15/2026 0.02%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 0.02%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.02%
CFCRE 2011-C2 D P/P 144A 05.9393 12/15/2047 0.02%
CFCRE 2016-C4 XA IO 01.8823 05/10/2058 0.02%
CITIGROUP INC 04.4500 09/29/2027 0.02%
DOLLAR TREE INC 0.02%
EQUITY RESIDENTIAL TR REIT 0.02%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.02%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.02%
GSMS 2013-GC13 AS P/P 144A 04.2185 07/10/2046 0.02%
JPMBB 2013-C14 C 04.7134 08/15/2046 0.02%
JPMCC 2013-LC11 C 03.9582 04/15/2046 0.02%
MARSH & MCLENNAN COS INC 04.3750 03/15/2029 0.02%
NATIONAL AUSTRALIA B P/P 144A 03.1406 12/09/2019 0.02%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.02%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.02%
SPRINT CORP 07.1250 06/15/2024 0.02%
SPRINT CORP 07.8750 09/15/2023 0.02%
WAMU 2005-AR1 A2A1 03.0844 01/25/2045 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
APPLE INC 04.3750 05/13/2045 0.02%
ARRW 2019-1 A3 04.2080 01/25/2049 0.02%
BMW US CAPITAL LLC P/P 144A 02.8000 04/11/2026 0.02%
BOLIDEN AB 0.02%
CAS 2014-C04 1M2 07.3044 11/25/2024 0.02%
CELANESE US HOLDINGS LLC 03.5000 05/08/2024 0.02%
CIT GROUP INC 05.0000 08/01/2023 0.02%
COMM 2014-CR17 C 04.9513 05/10/2047 0.02%
ENBRIDGE INC USD 04.2500 12/01/2026 0.02%
FOX CORP P/P 144A 04.0300 01/25/2024 0.02%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.02%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.02%
ISHARES MSCI EMERGING MARKET 0.02%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.02%
L3 TECHNOLOGIES INC 04.4000 06/15/2028 0.02%
LOEWS CORP 0.02%
MITSUBISHI UFJ LEASE & FINAN 0.02%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.02%
ROYAL BK SCOTLND GRP PLC USD 04.8000 04/05/2026 0.02%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.02%
SYNOPSYS INC 0.02%
THE AES CORPORATION 04.8750 05/15/2023 0.02%
TREASURY BILL 00.0000 08/06/2019 0.02%
UBS GROUP FUNDIN P/P 144A 04.2530 03/23/2028 0.02%
UNITEDHEALTH GROUP INC 0.02%
UNITEDHEALTH GROUP INC 02.8750 03/15/2022 0.02%
WFCM 2012-LC5 D P/P 144A 04.9194 10/15/2045 0.02%
WFRBS 2011-C4 D P/P 144A 05.3968 06/15/2044 0.02%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.02%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.01%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.01%
BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 0.01%
CAS 2014-C03 2M2 05.3044 07/25/2024 0.01%
CAS 2019-R02 1M2 04.7044 08/25/2031 0.01%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.01%
CENTENE CORP 06.1250 02/15/2024 0.01%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.01%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 0.01%
COMM 2014-CR19 XA IO 01.2855 08/10/2047 0.01%
IVORY COAST REGS 06.1250 06/15/2033 0.01%
MSAC 2004-HE6 M1 03.2294 08/25/2034 0.01%
MSBAM 2014-C18 C 04.6249 10/15/2047 0.01%
NETFLIX INC. 05.8750 11/15/2028 0.01%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.01%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.01%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.01%
PFIZER INC 03.0000 12/15/2026 0.01%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.01%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.01%
STACR 2014-HQ3 M3 07.1544 10/25/2024 0.01%
T-MOBILE USA INC 06.3750 03/01/2025 0.01%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.01%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.01%
ARRW 2018-1 A3 04.1570 04/25/2048 0.01%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.01%
BROTHER INDUSTRIES LTD 0.01%
CAS 2015-C01 1M2 06.7044 02/25/2025 0.01%
CBS CORP 02.9000 01/15/2027 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.01%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.01%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.01%
FRONTIER COMM 11.0000 09/15/2025 0.01%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.01%
HCA INC 05.5000 06/15/2047 0.01%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.01%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.01%
MLMI 2005-A10 A 02.6144 02/25/2036 0.01%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.01%
NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 0.01%
OBX 2018-EXP1 1A3 04.0000 04/25/2048 0.01%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.01%
S&P GLOBAL INC 02.9500 01/22/2027 0.01%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.01%
SHERWIN-WILLIAMS CO/THE 0.01%
SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 0.01%
STACR 2019-HQA2 M2 04.4544 04/25/2049 0.01%
T-MOBILE USA INC 05.3750 04/15/2027 0.01%
TRANSDIGM INC. 06.5000 07/15/2024 0.01%
WESFARMERS LTD 0.01%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.01%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.01%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.01%
CBS CORP 04.6000 01/15/2045 0.01%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.01%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.01%
CITIGROUP INC 03.8870 01/10/2028 0.01%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.01%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.01%
CWL 2004-5 2A 02.9044 10/25/2034 0.01%
DNB BANK ASA P/P 144A 02.1250 10/02/2020 0.01%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.01%
GLENCORE PLC 0.01%
GNR 2011-135 DI IO 05.0000 04/16/2040 0.01%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.01%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.01%
JPMCC 2012-C6 E P/P 144A 05.3202 05/15/2045 0.01%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.01%
MAXIM INTEGRATED PRODUCTS 0.01%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.01%
NCHET 2003-4 M1 03.5294 10/25/2033 0.01%
OSHKOSH CORP 05.3750 03/01/2025 0.01%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.01%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.01%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.01%
TENET HEALTHCARE 06.0000 10/01/2020 0.01%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.01%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.01%
WALT DISNEY COMPAN P/P 144A 04.7500 09/15/2044 0.01%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.01%
AIR LEASE CORP 02.5000 03/01/2021 0.01%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.01%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.01%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.01%
COMCAST CORP 03.1500 03/01/2026 0.01%
COMCAST CORP 03.9690 11/01/2047 0.01%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.01%
CROWN CASTLE INTL CORP 03.1500 07/15/2023 0.01%
EUTELSAT COMMUNICATIONS 0.01%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.01%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.01%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.01%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.01%
KEURIG DR PEPPER INC 04.4170 05/25/2025 0.01%
LABORATORY CRP OF AMER HLDGS 0.01%
NAVISTAR INTL TLB L+350 05.8900 11/06/2024 0.01%
NOK/USD 09/18/2019 GSFX 0.01%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.01%
NRZT 2018-4A A1M 03.3044 01/25/2048 0.01%
ORACLE CORP 02.5000 05/15/2022 0.01%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.01%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.01%
PING AN INSURANCE GROUP CO-H 0.01%
SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 0.01%
SERVICE CORP INTL 05.1250 06/01/2029 0.01%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.01%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.01%
STAPLES INC P/P 144A 10.7500 04/15/2027 0.01%
TAIWAN SEMICONDUCTOR MANUFAC 0.01%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.01%
WALT DISNEY COMPANY P/P 144A 04.7500 11/15/2046 0.01%
WAMU 2004-AR13 A1B2 03.3844 11/25/2034 0.01%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.01%
WFCM 2013-LC12 C 04.4208 07/15/2046 0.01%
WFRBS 2013-C16 AS 04.6680 09/15/2046 0.01%
WILLIAMS COMPANIES INC 03.6000 03/15/2022 0.01%
ABBVIE INC 02.5000 05/14/2020 0.01%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.01%
COMM 2012-LC4 D P/P 144A 05.7227 12/10/2044 0.01%
COMM 2013-CR9 D P/P 144A 04.3975 07/10/2045 0.01%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 0.01%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.01%
ECOLAB INC 0.01%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 0.01%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.01%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.01%
GREIF INC P/P 144A 06.5000 03/01/2027 0.01%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.01%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.01%
LBMLT 2004-5 A5 02.9644 09/25/2034 0.01%
MIRVAC GROUP 0.01%
MLMI 2005-A2 A2 04.4525 02/25/2035 0.01%
MSBAM 2015-C25 XA IO 01.2592 10/15/2048 0.01%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.01%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.01%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.01%
SWIRE PROPERTIES LTD 0.01%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.01%
UBSBB 2012-C2 D P/P 144A 05.0481 05/10/2063 0.01%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.01%
WFCM 2013-LC12 AS 04.4208 07/15/2046 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMDOCS LTD 0.01%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.01%
APERGY CORP 06.3750 05/01/2026 0.01%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.01%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
CAS 2017-C03 1M2 05.4044 10/25/2029 0.01%
CDK GLOBAL INC 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.01%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.01%
GNR 2016-H16 EI IO 02.2306 06/20/2066 0.01%
HMBT 2004-2 A1 03.1444 12/25/2034 0.01%
HUSKY TLB L+300 05.4024 03/28/2025 0.01%
HYATT HOTELS CORP 04.8500 03/15/2026 0.01%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.01%
KERRY PROPERTIES LTD 0.01%
LUKOIL PJSC-SPON ADR 0.01%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.01%
MEREDITH CORP 06.8750 02/01/2026 0.01%
MET LIFE GLOB FUND P/P 144A 01.5500 09/13/2019 0.01%
MSBAM 2013-C7 XA IO 01.4872 02/15/2046 0.01%
NASPERS LTD-N SHS 0.01%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.01%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.01%
PULTEGROUP INC 05.5000 03/01/2026 0.01%
QUEST DIAGNOSTICS INC 0.01%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.01%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.01%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.01%
TRAVELPORT TLB L+500 07.5412 03/18/2026 0.01%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.01%
UBSCM 2017-C7 XA IO 01.2173 12/15/2050 0.01%
WESTROCK MWV LLC 08.2000 01/15/2030 0.01%
AES CORP/THE 05.1250 09/01/2027 0.01%
AES CORP/THE 05.5000 04/15/2025 0.01%
AIA GROUP LTD 0.01%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 0.01%
AMERICAN HOME 4 RENT 0.01%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.01%
ANTHEM INC 0.01%
ARGENTINE REPUBLIC USD 06.8750 01/26/2027 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
AUTONATION INC. 05.5000 02/01/2020 0.01%
AVAYA TLB L+425 06.7226 12/15/2024 0.01%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.01%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 0.01%
BIOGEN INC 03.6250 09/15/2022 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.01%
BOMBARDIER INC P/P 144A 07.8750 04/15/2027 0.01%
CAS 2019-R03 1M2 04.5544 09/25/2031 0.01%
CHEVRON CORP 02.1000 05/16/2021 0.01%
CMLTI 2005-2 1A2A 04.9214 05/25/2035 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029 0.01%
COLGATE-PALMOLIVE CO 0.01%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.01%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.01%
DIGICEL LTD P/P 144A 06.7500 03/01/2023 0.01%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.01%
ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 0.01%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.01%
GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 0.01%
GNMA GII30 AW8447 04.3220 05/20/2067 0.01%
GNR 2017-123 JI IO 04.0000 08/20/2046 0.01%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.01%
GREAT LAKES D&D 08.0000 05/15/2022 0.01%
HCA INC 05.0000 03/15/2024 0.01%
HDFC BANK LIMITED 0.01%
HOUSING DEVELOPMENT FINANCE 0.01%
IMM 2004-6 1A2 03.1844 10/25/2034 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
ITRON INC P/P 144A 05.0000 01/15/2026 0.01%
JPMBB 2014-C23 D P/P 144A 04.1177 09/15/2047 0.01%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
MSC 2011-C3 D P/P 144A 05.2816 07/15/2049 0.01%
NETFLIX INC 04.8750 04/15/2028 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 0.01%
PETROLEO BRASILEIRO-SPON ADR 0.01%
PQ CORP P/P 144A 05.7500 12/15/2025 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.01%
QIAGEN N.V. 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.01%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.01%
WAMU 2005-AR8 2A1A 02.9844 07/25/2045 0.01%
WAMU 2005-AR8 2AB3 03.1244 07/25/2045 0.01%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.01%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.01%
WFRBS 2014-C24 XA IO 01.0129 11/15/2047 0.01%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 0.01%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.01%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 0.01%
BGC PARTNERS INC 05.1250 05/27/2021 0.01%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.01%
BP CAP MARKETS AMERICA 03.1190 05/04/2026 0.01%
BRAND ENERGY TL L+425 06.7871 06/21/2024 0.01%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.01%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.01%
CGCMT 2014-GC21 X IO 01.3480 05/10/2047 0.01%
COMM 2013-CR11 XA IO 01.1005 08/10/2050 0.01%
COMM 2013-LC13 XA IO 01.3334 08/10/2046 0.01%
COMM 2014-CR14 XA IO 00.7677 02/10/2047 0.01%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.01%
CROWN AMER/CAP 04.7500 02/01/2026 0.01%
CVS HEALTH CORP 03.7000 03/09/2023 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.01%
EMLT 2004-1 M2 03.8294 01/25/2034 0.01%
ENERGY TRANSFER OPERATNG 05.5000 06/01/2027 0.01%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.01%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.01%
FHR 3829 AS IO 04.5558 03/15/2041 0.01%
FISERV INC 0.01%
GNMA GII30 AY4779 04.5080 03/20/2067 0.01%
GNR 2013-99 AS IO 03.6671 06/20/2043 0.01%
HOME DEPOT INC 02.6250 06/01/2022 0.01%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.01%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.01%
KONINKLIJKE PHILIPS NV 0.01%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.01%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 0.01%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.01%
NABORS INDUSTRIES INC. 05.7500 02/01/2025 0.01%
NEWELL BRANDS INC 04.2000 04/01/2026 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.01%
PAR PHARMA INC P/P 144A 07.5000 04/01/2027 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.01%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.01%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.01%
STARWOOD PROPERTY TRUST INC 0.01%
THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 0.01%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.01%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
UDR INC 0.01%
VERTEX PHARMACEUTICALS INC 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
WAMU 2005-AR2 2A2B 02.7844 01/25/2045 0.01%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.01%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.01%
WFRBS 2013-C15 D P/P 144A 04.6216 08/15/2046 0.01%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
2.25 R ISWP FWD US0003M P 09/18/2049 0.01%
ABU DHABI COMMERCIAL BANK 0.01%
AMCOR PLC 0.01%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 0.01%
APPLE INC 03.8500 05/04/2043 0.01%
ARCELORMITTAL USD 07.0000 10/15/2039 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
AT&T INC 02.9500 07/15/2026 0.01%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.01%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 0.01%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BERKSHIRE HATHAWAY E 03.8000 07/15/2048 0.01%
BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 0.01%
BOYD GAMING CORP 06.3750 04/01/2026 0.01%
BRIGHT HORIZONS FAMILY SOLUT 0.01%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.01%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
COMM 2014-UBS4 XA IO 01.2897 08/10/2047 0.01%
DEERE & COMPANY 02.6000 06/08/2022 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.01%
GNR 2015-H25 BI IO 01.9048 10/20/2065 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
IBM CORP 01.8750 08/01/2022 0.01%
INFOSYS LTD 0.01%
IPSEN 0.01%
JO-ANN STORES 2NDL L+925 11.7272 05/21/2024 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
LENNAR CORP 05.8750 11/15/2024 0.01%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
MCDONALD'S CORP 0.01%
MEDIATEK INC 0.01%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.01%
ORACLE CORP 02.5000 10/15/2022 0.01%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.01%
QORVO INC 05.5000 07/15/2026 0.01%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.01%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.01%
T-MOBILE USA INC 04.5000 02/01/2026 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 0.01%
UBSBB 2013-C6 XA IO P/P 144A 01.2685 04/10/2046 0.01%
WAMU 2004-AR13 A2B 03.2844 11/25/2034 0.01%
WAMU 2005-AR2 1A1A 02.7344 01/25/2045 0.01%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.01%
WEYERHAEUSER CO 07.3750 03/15/2032 0.01%
WFRBS 2011-C4 E P/P 144A 05.3968 06/15/2044 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.7032 12/15/2045 0.01%
WFRBS 2014-C22 XA IO 00.9737 09/15/2057 0.01%
WPX ENERGY INC 05.7500 06/01/2026 0.01%
2.05 R ISWP FWD US0003M P 09/18/2029 0.00%
AMGEN INC 03.4500 10/01/2020 0.00%
ANTERO RESOURCES CORP 05.0000 03/01/2025 0.00%
AUD/JPY PUT 73.00 20190917 HSBCB 0.00%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.00%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.00%
CALIFORNIA RESOURC TL L+475 07.1524 12/31/2022 0.00%
CAS 2019-R01 2M2 04.8544 07/25/2031 0.00%
CF INDUSTRIES INC 04.9500 06/01/2043 0.00%
CGCMT 2012-GC8 XA IO P/P 144A 01.9387 09/10/2045 0.00%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.00%
CHINA WATER AFFAIRS GROUP 0.00%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.00%
CINEMARK USA INC 04.8750 06/01/2023 0.00%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 0.00%
CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 0.00%
CNOOC LTD 0.00%
COMMERCIAL INTL BANK-GDR REG 0.00%
COMPANHIA DE LOCACAO DAS AME 0.00%
COMSTOCK RESOURCES 09.7500 08/15/2026 0.00%
CREDICORP LTD 0.00%
CSX CORP 04.1000 03/15/2044 0.00%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.00%
EOG RESOURCES INC 04.1500 01/15/2026 0.00%
EQUITY COMMONWEALTH 0.00%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.00%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.00%
FHR 4096 MI IO 04.0000 01/15/2042 0.00%
FHR 4546 PI IO 04.0000 12/15/2045 0.00%
GENTEX CORP 0.00%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.00%
GSMS 2014-GC18 C 05.1566 01/10/2047 0.00%
HONG KONG EXCHANGES & CLEAR 0.00%
IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 0.00%
INFOR US INC 06.5000 05/15/2022 0.00%
JUBILANT FOODWORKS LTD 0.00%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.00%
LG HOUSEHOLD & HEALTH CARE 0.00%
LIBERTY MEDIA COR-SIRIUSXM C 0.00%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.00%
MASTEC INC 04.8750 03/15/2023 0.00%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.00%
MERCER INTL INC USD 06.5000 02/01/2024 0.00%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.00%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.00%
ORTHO-CLINICAL TLB L+325 05.6799 06/01/2025 0.00%
ORYX TLB L+400 06.4360 05/09/2026 0.00%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.00%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.00%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.00%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.00%
ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 0.00%
S&P GLOBAL INC 04.4000 02/15/2026 0.00%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.00%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.00%
SPRINT CORP 07.2500 09/15/2021 0.00%
SS&C TECH INC P/P 144A 05.5000 09/30/2027 0.00%
STACR 2019-DNA1 M2 05.0544 01/25/2049 0.00%
STARWOOD PROP TR 04.7500 03/15/2025 0.00%
SUNNY FRIEND ENVIRONMENTAL T 0.00%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.00%
T-MOBILE USA INC 04.7500 02/01/2028 0.00%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.00%
TOTAL SYSTEM SERVICES INC 0.00%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 0.00%
UNITED AIRLINES HOLDINGS INC 0.00%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.00%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.00%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.00%
USA COMPRESSION PART 06.8750 04/01/2026 0.00%
VISTRA OPERATION P/P 144A 05.0000 07/31/2027 0.00%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.00%
VMWARE INC 03.9000 08/21/2027 0.00%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.00%
WALT DISNEY COMPANY P/P 144A 03.0000 09/15/2022 0.00%
WAMU 2005-AR1 A2A3 03.2044 01/25/2045 0.00%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.00%
WPX ENERGY INC 08.2500 08/01/2023 0.00%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.00%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.00%
AGL ENERGY LTD 0.00%
ALLIANCE GLOBAL GROUP INC 0.00%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.00%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.00%
BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 0.00%
BERRY GLOBAL ESCR P/P 144A 05.6250 07/15/2027 0.00%
BROADRIDGE FINANCIAL SOLUTIO 0.00%
CAD/USD 07/17/2019 BANKAM 0.00%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.00%
CAS 2015-C02 1M2 06.4044 05/25/2025 0.00%
CAS 2018-C01 1M2 04.6544 07/25/2030 0.00%
CBRE SERVICES INC 04.8750 03/01/2026 0.00%
CHEMOURS CO 07.0000 05/15/2025 0.00%
CHINA CONSTRUCTION BANK-H 0.00%
CHINA OVERSEAS LAND & INVEST 0.00%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.00%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 0.00%
CIGNA HOLDING CO 04.5000 03/15/2021 0.00%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.00%
COMCAST CORP 04.0490 11/01/2052 0.00%
CORELOGIC INC 0.00%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.00%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 0.00%
CTRIP.COM INTERNATIONAL-ADR 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.00%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.00%
EQUITY LIFESTYLE PROPERTIES 0.00%
FIRSTENERGY CORP 04.8500 07/15/2047 0.00%
FNMA FN30 MA2863 UMBS 03.0000 01/01/2047 0.00%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.00%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.00%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.00%
GEOPARK LTD 0.00%
GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 0.00%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.00%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.00%
HOLOGIC INC P/P 144A 04.3750 10/15/2025 0.00%
INTER RAO UES PJSC 0.00%
IVANHOE MINES LTD-CL A 0.00%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.00%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.00%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.00%
LOGAN PROPERTY HOLDINGS CO L 0.00%
MHL 2005-1 1M1 03.1244 02/25/2035 0.00%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.00%
MOL HUNGARIAN OIL AND GAS PL 0.00%
MSBAM 2013-C8 B 03.6966 12/15/2048 0.00%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.00%
NBK KK R US0003M P 04/27/20 BA 0.00%
NETEASE INC-ADR 0.00%
NETFLIX INC P/P 144A 06.3750 05/15/2029 0.00%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.00%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.00%
NOK/USD 09/18/2019 BCAP-FX 0.00%
NOK/USD 09/18/2019 RBSF 0.00%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.00%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.00%
P/P 144A 06.8750 08/15/2026 0.00%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.00%
QUALCOMM INC 0.00%
REGENERON PHARMACEUTICALS 0.00%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.00%
SERVICE CORP INTL 05.3750 05/15/2024 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.00%
SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 0.00%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.00%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.00%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.00%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 0.00%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.00%
TENCENT HOLDINGS LTD-UNS ADR 0.00%
TENET HEALTHCARE 04.6250 07/15/2024 0.00%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 0.00%
TENNANT CO 05.6250 05/01/2025 0.00%
TERADATA CORP 0.00%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.00%
UBSBB 2012-C3 C P/P 144A 05.1984 08/10/2049 0.00%
UBSBB 2012-C4 XA IO P/P 144A 01.7835 12/10/2045 0.00%
USI INC/NY P/P 144A 06.8750 05/01/2025 0.00%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.00%
WALMART DE MEXICO SAB DE CV 0.00%
WFCM 2016-LC25 XA IO 01.1524 12/15/2059 0.00%
WILCON DEPOT INC 0.00%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.00%
ABSA GROUP LTD 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.00%
ANGLO AMERICAN PLC 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
APPALACHIAN POWER CO 04.6000 03/30/2021 0.00%
APPLE INC 03.4500 05/06/2024 0.00%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.00%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.00%
ATACADAO SA 0.00%
AYALA LAND INC 0.00%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.00%
BAUSCH HLTH COS INC P/P 144A 05.7500 08/15/2027 0.00%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.00%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.00%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.00%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.00%
CBRE SERVICES INC 05.2500 03/15/2025 0.00%
CELANESE US HOLDINGS LLC 05.8750 06/15/2021 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%
CHINA RAILWAY GROUP LTD-H 0.00%
CIGNA CORP 0.00%
CITIGROUP INC 04.6000 03/09/2026 0.00%
CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 0.00%
CLEAN TEQ HOLDINGS LTD 0.00%
COBALT 27 CAPITAL CORP 0.00%
COMM 2014-CR17 XA IO 01.1511 05/10/2047 0.00%
COMM 2014-LC17 XA IO 01.0365 10/10/2047 0.00%
COMM 2014-UBS6 XA IO 01.0876 12/10/2047 0.00%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026 0.00%
CON EDISON CO OF NY INC 04.2000 03/15/2042 0.00%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.00%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.00%
CTCI CORP 0.00%
DINO POLSKA SA 0.00%
DISH NETWORK CV 03.3750 08/15/2026 0.00%
EDELWEISS FINANCIAL SERVICES 0.00%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.00%
ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 0.00%
ENSCO ROWAN PLC USD 07.7500 02/01/2026 0.00%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.00%
FIDELITY NATIONAL INFORM 03.0000 08/15/2026 0.00%
FU SHOU YUAN INTERNATIONAL 0.00%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.00%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.00%
GRUPO BIMBO SAB- SERIES A 0.00%
GRUPO FINANCIERO GALICIA-ADR 0.00%
GUANGZHOU BAIYUN AIRPORT 144A/REGS WARRANT 04/10/2020 0.00%
ICAHN ENTER/FIN P/P 144A 06.2500 05/15/2026 0.00%
IRB BRASIL RESSEGUROS SA 0.00%
IRON MOUNTAIN US HLD P/P 144A 05.3750 06/01/2026 0.00%
ITAU UNIBANCO H-SPON PRF ADR 0.00%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.00%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.00%
JERONIMO MARTINS 0.00%
JO-ANN STORES TL L+500 07.5915 10/16/2023 0.00%
JPMBB 2014-C25 XA IO 01.0790 11/15/2047 0.00%
JPMCC 2013-LC11 X IO 01.4034 04/15/2046 0.00%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.00%
KANSAI ELECTRIC POWER CO INC 0.00%
KEI INDUSTRIES LTD 0.00%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.00%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.00%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.00%
MERCER INTL INC USD 05.5000 01/15/2026 0.00%
MFA FINANCIAL INC 0.00%
MONETA MONEY BANK AS 0.00%
MSC 2012-C4 XA IO P/P 144A 02.2592 03/15/2045 0.00%
NESTLE INDIA LTD 0.00%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.00%
NEXSTAR ESCROW INC P/P 144A 05.6250 07/15/2027 0.00%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.00%
NRG ENERGY INC. 07.2500 05/15/2026 0.00%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.00%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.00%
POYA INTERNATIONAL CO LTD 0.00%
PULTEGROUP INC. 07.8750 06/15/2032 0.00%
REVLON CONS TLB L+350 06.0469 09/07/2023 0.00%
ROBERTSHAW TL 2L L+800 10.4375 02/28/2026 0.00%
ROBERTSHAW US HOLDING L+350 06.0000 02/28/2025 0.00%
SAFARICOM PLC 0.00%
SBERBANK PJSC -SPONSORED ADR 0.00%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.00%
SHENZHOU INTERNATIONAL GROUP 0.00%
SINO-AMERICAN SILICON PRODUC 0.00%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.00%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.00%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.00%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 0.00%
TCI CO LTD 0.00%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.00%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.00%
TRANSOCEAN INC 07.5000 04/15/2031 0.00%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.00%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.00%
UPL LTD 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.00%
VIACOM INC 04.5000 03/01/2021 0.00%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.00%
WAMU 2005-AR19 A1A2 02.6944 12/25/2045 0.00%
WAMU 2005-AR6 2AB2 03.1444 04/25/2045 0.00%
WAMU 2006-AR4 1A1A 03.4217 05/25/2046 0.00%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.00%
WESTROCK MWV LLC 07.9500 02/15/2031 0.00%
X 5 RETAIL GROUP NV-REGS GDR 0.00%
YANDEX NV-A 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AFREECATV CO LTD 0.00%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.00%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.00%
ANTERO RESOURCES 05.3750 11/01/2021 0.00%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.00%
AUD/USD 07/17/2019 JPMCB 0.00%
BANK TABUNGAN PENSIUNAN NASI 0.00%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.00%
BERRY GLOBAL INC 05.1250 07/15/2023 0.00%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.00%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.00%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 0.00%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.00%
CALPINE CORPORATION 05.7500 01/15/2025 0.00%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.00%
CENTENE CORP 04.7500 05/15/2022 0.00%
CHAILEASE HOLDING CO LTD 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
COMMSCOPE INC P/P 144A 05.5000 03/01/2024 0.00%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.00%
DENBURY RESOURCES P/P 144A 07.7500 02/15/2024 0.00%
EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 0.00%
ECOLAB INC 03.2500 12/01/2027 0.00%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 0.00%
EPR PROPERTIES 05.7500 CUM CV PFD 0.00%
EQUINIX INC 05.8750 01/15/2026 0.00%
EQUINOR ASA USD 05.1000 08/17/2040 0.00%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.00%
EUR/USD 09/18/2019 BANKAM 0.00%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.00%
FIRSTENERGY CORP 03.9000 07/15/2027 0.00%
FRAC TECH INTL TLB L+475 06.0000 04/16/2021 0.00%
GENERAL DYNAMICS CORP 0.00%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.00%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.00%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.00%
GNMA GII30 BN1506 04.5000 05/20/2049 0.00%
GRAPE KING BIO LTD 0.00%
GSMS 2014-GC22 XA IO 01.1443 06/10/2047 0.00%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.00%
HIGHWOODS PROPERTIES INC 0.00%
HONEYWELL INTL 03.8120 11/21/2047 0.00%
I-SENS INC 0.00%
IAA INC P/P 144A 05.5000 06/15/2027 0.00%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
ISTAR INC. 05.2500 09/15/2022 0.00%
JARIR AB R US0001M P 03/30/20 BA 0.00%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.00%
JPMBB 2013-C17 XA IO 00.9310 01/15/2047 0.00%
JPMBB 2014-C19 XA IO 00.9548 04/15/2047 0.00%
JPY/USD 08/21/2019 JPMCB 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.00%
KKR GR FIN CO P/P 144A 03.7500 07/01/2029 0.00%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.00%
LOMA NEGRA CIA IND-SPON ADR 0.00%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.00%
MERCER INTL INC P/P 144A 07.3750 01/15/2025 0.00%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.00%
MGM RESORTS INTL 06.6250 12/15/2021 0.00%
MICROSOFT CORP 05.3000 02/08/2041 0.00%
MITSUBISHI GAS CHEMICAL CO 0.00%
MOTA ENGIL SGPS SA 0.00%
MSBAM 2014-C17 XA IO 01.2783 08/15/2047 0.00%
NASPERS LTD-N SHS SPON ADR 0.00%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.00%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.00%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.00%
NRG ENERGY INC 05.7500 01/15/2028 0.00%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.00%
ORACLE CORP 05.3750 07/15/2040 0.00%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.00%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.00%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.00%
PINDUODUO INC-ADR 0.00%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.00%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
QVC INC 04.8500 04/01/2024 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 0.00%
SESI LLC 07.7500 09/15/2024 0.00%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.00%
SM ENERGY CO 06.1250 11/15/2022 0.00%
SM ENERGY CO 06.6250 01/15/2027 0.00%
SM ENERGY CO 06.7500 09/15/2026 0.00%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.00%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.00%
UNIVISION TLC5 L+275 05.1524 03/15/2024 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%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.00%
WAMU 2005-AR2 2A1B 02.7744 01/25/2045 0.00%
WATERS CORP 0.00%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.00%
WFMBS 2005-AR10 1A2 04.9232 06/25/2035 0.00%
WFRBS 2012-C6 AS 03.8350 04/15/2045 0.00%
WFRBS 2012-C9 XA IO P/P 144A 02.0650 11/15/2045 0.00%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.00%
WIJAYA KARYA PERSERO TBK PT 0.00%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.00%
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CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
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CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.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 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.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 JP 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 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 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.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 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 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 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%
CNH/USD 08/21/2019 HSBCB 0.00%
COMM 2013-CR10 XA IO 00.8402 08/10/2046 0.00%
CROWN CASTLE INTL CORP 04.4500 02/15/2026 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 09/18/2019 CITI 0.00%
EUR/USD 09/18/2019 CSI-FX 0.00%
EUR/USD 09/18/2019 HSBCB 0.00%
EUR/USD 09/18/2019 JPMCB 0.00%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.00%
GBP/USD 09/18/2019 CITI 0.00%
GBP/USD 09/18/2019 HSBCB 0.00%
GBP/USD 09/18/2019 SSBT 0.00%
GBP/USD 09/18/2019 UBS 0.00%
GENON 939CER907 0.00%
GENON ENERGY/NRG AMER 09.0438 12/01/2023 0.00%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.00%
GNR 2013-99 VS IO 03.7058 07/16/2043 0.00%
GNR 2015-H26 EI IO 01.7336 10/20/2065 0.00%
GSMS 2014-GC24 XA IO 00.8897 09/10/2047 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HKD/USD 08/21/2019 BCAP-FX 0.00%
IDR/USD 11/20/2019 HSBCB 0.00%
IHEARTMEDIA INC - CLASS A 0.00%
INR/USD 11/20/2019 RBSF 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.00%
IOS.FN30.500.09 P USL1M R 01/12/40 BC 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
JPMBB 2013-C12 XA IO 00.6150 07/15/2045 0.00%
KEANE GROUP TLB L+375 06.3125 05/25/2025 0.00%
KRW/USD 08/21/2019 JPMCB 0.00%
KRW/USD 11/20/2019 GSFX 0.00%
KRW/USD 11/20/2019 HSBCB 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.7745 09/15/2039 0.00%
MARATHON PETRO CORP 06.5000 03/01/2041 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
MWO HOLDINGS LLC 0.00%
MXN/USD 10/16/2019 BANKAM 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 09/18/2019 BANKAM 0.00%
NOK/USD 09/18/2019 JPMCB 0.00%
NZD/USD 07/17/2019 SSBT 0.00%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.00%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.00%
QVC INC 04.4500 02/15/2025 0.00%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 0.00%
RUB/USD 09/18/2019 GSFX 0.00%
SCH AB R US0001M P 04/06/20 BA 0.00%
SCH AB R US0001M P 04/08/20 BA 0.00%
SCH AB R US0001M P 04/09/20 BA 0.00%
SCH AB R US0001M P 04/13/20 BA 0.00%
SCH AB R US0001M P 04/13/20 BA 0.00%
SCH AB R US0001M P 04/23/20 BA 0.00%
SEK/USD 09/18/2019 RBSF 0.00%
SGD/USD 08/21/2019 JPMCB 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
TERVITA CORP 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 0.00%
TWD/USD 08/21/2019 GSFX 0.00%
TWD/USD 08/21/2019 RBSF 0.00%
TXU TCEH RIGHTS 0.00%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.00%
WAMU 2005-AR1 A1B 03.1844 01/25/2045 0.00%
WAMU 2005-AR13 A1B3 02.7644 10/25/2045 0.00%
WAMU 2005-AR2 1A1B 02.7944 01/25/2045 0.00%
1.80 R ISWP FWD US0003M P 09/18/2024 -0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP -0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -0.00%
NZD/USD 07/17/2019 BCAP-FX -0.00%
SEK/USD 09/18/2019 JPMCB -0.00%
AUD/JPY PUT 69.00 20190917 HSBCB -0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.00%
EUR/USD 09/18/2019 BCAP-FX -0.00%
EUR/USD 09/18/2019 RBSF -0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 JP -0.00%
JPY/USD 08/21/2019 HSBCB -0.00%
SEK/USD 09/18/2019 UBS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.00%
NZD/USD 07/17/2019 CITI -0.00%
SEK/USD 09/18/2019 GSFX -0.00%
SEK/USD 09/18/2019 SSBT -0.00%
AUD/USD 07/17/2019 CITI -0.00%
JPY/USD 08/21/2019 CITI -0.00%
JPY/USD 08/21/2019 RBSF -0.00%
JPY/USD 08/21/2019 SSBT -0.00%
AUD/USD 07/17/2019 BANKAM -0.00%
AUD/USD 07/17/2019 UBS -0.00%
CAD/USD 07/17/2019 BCAP-FX -0.00%
JPY/USD 08/21/2019 GSFX -0.00%
JPY/USD 08/21/2019 UBS -0.00%
NZD/USD 07/17/2019 GSFX -0.00%
NZD/USD 07/17/2019 JPMCB -0.00%
AUD/USD 07/17/2019 HSBCB -0.01%
CAD/USD 07/17/2019 JPMCB -0.01%
AUD/USD 07/17/2019 RBSF -0.01%
RU10INTR P US0003M R 11/26/19 CI -4.08%
US 10YR NOTE (CBT)SEP19 TYU9 -7.85%

Prior top holdings

Top holdings as of 08/31/19
Putnam Retirement Advantage GAA Balanced Trust 88.16%
Putnam Retirement Advantage GAA Growth Trust 7.62%
Putnam Money Market Portfolio 4.24%
Top holdings as of 07/31/19
Putnam Retirement Advantage GAA Balanced Trust 88.09%
Putnam Retirement Advantage GAA Growth Trust 7.70%
Putnam Money Market Portfolio 4.24%
Top holdings as of 05/31/19
Putnam Retirement Advantage GAA Balanced Trust 88.11%
Putnam Retirement Advantage GAA Growth Trust 7.62%
Putnam Money Market Portfolio 4.30%

Consider these risks before investing: 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. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value less when interest rates decline and decline in value more when interest rates rise. Money market options are not insured or guaranteed by the Federal Deposit Insurance Corporation (FDIC) or any other governmental agency. Although the funds seek to preserve the value of your investment at $1.00 per share, it is possible to lose money by investing in these funds. 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). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment- grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivative positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. You can lose money by investing in the funds.

Consider these risks before investing: 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. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value less when interest rates decline and decline in value more when interest rates rise. Money market options are not insured or guaranteed by the Federal Deposit Insurance Corporation (FDIC) or any other governmental agency. Although the funds seek to preserve the value of your investment at $1.00 per share, it is possible to lose money by investing in these funds. 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). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment- grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivative positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. You can lose money by investing in the funds.