Retirement Advantage 2035 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 $16.89
0.00% | $0.00
$17.05
07/26/19
$14.19
12/24/18
Historical fund price

Fund facts as of 08/31/19

Total net assets
$710.79M
Turnover (fiscal year end)
54%
Dividend frequency
--
Number of holdings
3
Fiscal year-end
September
CUSIP / Fund code
746751312 / 2006
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 4.03% 9.82% 6.62% 11.07%
Custom Retirement Advantage 2035 Index 7.16%10.51%6.98%11.03%

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 -1.42%
YTD as of 09/13/19 14.04%

Risk-adjusted performance as of 07/31/19

Sharpe ratio (3 yrs.) 0.80

Volatility as of 07/31/19

Standard deviation (3 yrs.) 9.13%

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 07/31/19

Putnam Retirement Advantage GAA Growth Trust 60.84%
Putnam Retirement Advantage GAA Balanced Trust 36.06%
Putnam Money Market Portfolio 3.14%

Full portfolio holdings as of 06/30/19

CGPUTQL2 R US0003M P 11/26/19 CI 4.66%
S&P500 EMINI FUT SEP19 ESU9 4.50%
E-MINI RUSS 2000 SEP19 RTYU9 4.33%
US 5YR NOTE (CBT) SEP19 FVU9 2.53%
US 2YR NOTE (CBT) SEP19 TUU9 1.83%
ALPHABET INC-CL A 1.56%
US ULTRA BOND CBT SEP19 WNU9 1.30%
JPMORGAN CHASE & CO 1.24%
AMAZON.COM INC 1.23%
FNMA FN30 TBA UMBS 04.0000 08/01/2049 1.14%
CISCO SYSTEMS INC 1.02%
CHEVRON CORP 1.01%
MICROSOFT CORP 0.97%
APPLE INC 0.95%
VERIZON COMMUNICATIONS INC 0.94%
SPDR S&P 500 ETF TRUST 0.91%
BOEING CO/THE 0.88%
CITIGROUP INC 0.87%
ORACLE CORP 0.87%
STARBUCKS CORP 0.85%
INTL BUSINESS MACHINES CORP 0.78%
ADOBE INC 0.73%
COCA-COLA CO/THE 0.73%
FNMA FN30 TBA UMBS 04.0000 07/01/2049 0.67%
FNMA FN15 TBA UMBS 03.0000 07/01/2034 0.62%
COMCAST CORP-CLASS A 0.60%
JOHNSON & JOHNSON 0.60%
MEDTRONIC PLC 0.58%
ABBOTT LABORATORIES 0.56%
MERCK & CO. INC. 0.54%
GNMA GII30 MA4837 03.5000 11/20/2047 0.51%
GNMA GII30 MA4652 03.5000 08/20/2047 0.51%
PEPSICO INC 0.51%
US LONG BOND(CBT) SEP19 USU9 0.51%
HONEYWELL INTERNATIONAL INC 0.51%
AMGEN INC 0.49%
INTUIT INC 0.48%
LOCKHEED MARTIN CORP 0.47%
CONOCOPHILLIPS 0.46%
NXP SEMICONDUCTORS NV 0.44%
S&P MID 400 EMINI SEP19 FAU9 0.44%
AUTOMATIC DATA PROCESSING 0.43%
HOME DEPOT INC 0.42%
FHLMC FH30G G08795 03.0000 01/01/2048 0.41%
MONDELEZ INTERNATIONAL INC-A 0.41%
GNMA GII30 TBA 03.5000 07/01/2049 0.40%
METLIFE INC 0.39%
XILINX INC 0.38%
WALMART INC 0.37%
DELTA AIR LINES INC 0.34%
PROCTER & GAMBLE CO/THE 0.33%
EBAY INC 0.33%
EXELON CORP 0.32%
MORGAN STANLEY 0.31%
SYSCO CORP 0.30%
WASTE MANAGEMENT INC 0.29%
VALERO ENERGY CORP 0.29%
FNMA FN30 TBA UMBS 06.0000 08/01/2049 0.29%
ROCHE HOLDING AG-GENUSSCHEIN 0.28%
BOOKING HOLDINGS INC 0.28%
PHILLIPS 66 0.28%
PFIZER INC 0.28%
LOWES COMPANIES INC 0.28%
LYONDELLBASELL INDU-CL A 0.27%
NIKE INC -CL B 0.27%
DANAHER CORP 0.27%
CUMMINS INC 0.27%
INGERSOLL-RAND PLC 0.27%
NORFOLK SOUTHERN CORP 0.26%
BEST BUY CO INC 0.25%
PAYPAL HOLDINGS INC 0.25%
BIOGEN INC 0.25%
OMNICOM GROUP 0.24%
ABBVIE INC 0.24%
PRUDENTIAL FINANCIAL INC 0.24%
BROADCOM INC 0.24%
CROWN CASTLE INTL CORP 0.24%
CAPITAL ONE FINANCIAL CORP 0.23%
TOTAL SA 0.23%
MCKESSON CORP 0.22%
FNMA FN15 AL9468 UMBS 03.0000 12/01/2031 0.22%
TREASURY BILL 00.0000 08/01/2019 0.22%
FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 0.22%
HILTON WORLDWIDE HOLDINGS IN 0.21%
SYNCHRONY FINANCIAL 0.21%
AGILENT TECHNOLOGIES INC 0.21%
FORTINET INC 0.21%
PUBLIC SERVICE ENTERPRISE GP 0.20%
ALLIANZ SE-REG 0.20%
NOVO NORDISK A/S-B 0.20%
ELI LILLY & CO 0.20%
HERSHEY CO/THE 0.20%
AMERIPRISE FINANCIAL INC 0.19%
CITIZENS FINANCIAL GROUP 0.19%
GNMA GII30 MA3736 03.5000 06/20/2046 0.19%
GILEAD SCIENCES INC 0.18%
AFLAC INC 0.18%
FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 0.18%
NESTLE SA-REG 0.18%
CADENCE DESIGN SYS INC 0.18%
DISCOVER FINANCIAL SERVICES 0.18%
DARDEN RESTAURANTS INC 0.18%
TREASURY BILL 00.0000 08/08/2019 0.17%
UNILEVER PLC 0.17%
ENEL SPA 0.17%
RIO TINTO PLC 0.17%
ALLERGAN PLC 0.17%
ZEBRA TECHNOLOGIES CORP-CL A 0.17%
COMERICA INC 0.17%
FNMA FN30 TBA UMBS 03.0000 08/01/2049 0.16%
GOLDMAN SACHS GROUP INC 0.16%
EMERSON ELECTRIC CO 0.16%
ISHARES MSCI EAFE ETF 0.16%
ALLSTATE CORP 0.16%
E*TRADE FINANCIAL CORPORATION 0.16%
ALIBABA GROUP HOLDING-SP ADR 0.16%
GLAXOSMITHKLINE PLC 0.16%
ZIMMER BIOMET HOLDINGS INC 0.16%
SAMSUNG ELECTRONICS CO LTD 0.16%
NOVARTIS AG-REG 0.16%
SUMITOMO MITSUI FINANCIAL GR 0.16%
GNMA GII30 MA4586 03.5000 07/20/2047 0.15%
HARTFORD FINANCIAL SVCS GRP 0.15%
HITACHI LTD 0.15%
F5 NETWORKS INC 0.15%
SHIN-ETSU CHEMICAL CO LTD 0.15%
KERING 0.15%
ROCKWELL AUTOMATION INC 0.15%
HOYA CORP 0.14%
ANNALY CAPITAL MANAGEMENT IN 0.14%
CENTERPOINT ENERGY INC 0.14%
CF INDUSTRIES HOLDINGS INC 0.14%
TENCENT HOLDINGS LTD 0.14%
BANCO BILBAO VIZCAYA ARGENTA 0.14%
CARDINAL HEALTH INC 0.14%
SANDVIK AB 0.14%
ASHTEAD GROUP PLC 0.14%
L OREAL 0.13%
TREASURY BILL 00.0000 07/18/2019 0.13%
TREASURY BILL 00.0000 07/25/2019 0.13%
TELSTRA CORP LTD 0.13%
DEUTSCHE TELEKOM AG-REG 0.13%
FNMA FN30 BC9003 UMBS 03.0000 11/01/2046 0.13%
CK ASSET HOLDINGS LTD 0.13%
KONINKLIJKE AHOLD DELHAIZE N 0.13%
TESCO PLC 0.13%
UNILEVER NV-CVA 0.13%
ENI SPA 0.13%
LINCOLN NATIONAL CORP 0.13%
PARTNERS GROUP HOLDING AG 0.13%
SONY CORP 0.13%
VISTRA ENERGY CORP 0.13%
AVIVA PLC 0.13%
KEYSIGHT TECHNOLOGIES IN 0.13%
MACQUARIE GROUP LTD 0.13%
ITOCHU CORP 0.12%
AGNC INVESTMENT CORP 0.12%
COVESTRO AG 0.12%
WOLTERS KLUWER 0.12%
COCA-COLA EUROPEAN PARTNERS 0.12%
PEUGEOT SA 0.12%
CENTRAL JAPAN RAILWAY CO 0.12%
DISCOVERY INC - A 0.12%
ISHARES MSCI EMERGING MARKET 0.12%
LEGAL & GENERAL GROUP PLC 0.12%
KLA-TENCOR CORP 0.12%
SPDR S&P MIDCAP 400 ETF TRST 0.12%
VERIZON COMM 04.3290 09/21/2028 0.12%
HERMES INTERNATIONAL 0.12%
SERVICENOW INC 0.12%
AES CORP 0.12%
AVALONBAY COMMUNITIES INC 0.11%
E.ON SE 0.11%
MOLSON COORS BREWING CO -B 0.11%
ANGLO AMER PLC 0.11%
AMETEK INC 0.11%
ASTELLAS PHARMA INC 0.11%
ORIX CORP 0.11%
DELL TECHNOLOGIES -C 0.11%
LAS VEGAS SANDS CORP 0.11%
NRG ENERGY INC 0.11%
VICI PROPERTIES INC 0.11%
AENA SME SA 0.11%
JAPAN AIRLINES CO LTD 0.11%
PACKAGING CORP OF AMERICA 0.11%
SHIONOGI & CO LTD 0.11%
FAURECIA 0.10%
ROYAL DUTCH SHELL PLC-B SHS 0.10%
HANG SENG BANK LTD 0.10%
LLOYDS BANKING GROUP PLC 0.10%
PINNACLE WEST CAPITAL 0.10%
TREASURY BILL 00.0000 07/16/2019 0.10%
BERRY GLOBAL GROUP INC 0.10%
EQUINOR ASA 0.10%
CDW CORP/DE 0.10%
EXXON MOBIL CORP 0.10%
THERMO FISHER SCIENTIFIC INC 0.10%
WH GROUP LTD 0.10%
MSCI EAFE SEP19 MFSU9 0.10%
XEROX CORP 0.10%
ENDESA S.A. 0.10%
CBRE GROUP INC - A 0.10%
DOVER CORP 0.10%
EVERGY INC 0.10%
JUNIPER NETWORKS INC 0.10%
REPUBLIC SERVICES INC 0.10%
PERSIMMON PLC 0.10%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.09%
ZOETIS INC 0.09%
BRISTOL-MYERS SQUIBB CO 0.09%
IMPERIAL BRANDS PLC 0.09%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.09%
YANGZIJIANG SHIPBUILDING 0.09%
HEIDELBERGCEMENT AG 0.09%
NTT DATA CORP 0.09%
PING AN INSURANCE GROUP CO-H 0.09%
STACR 2016-DNA2 M3 07.0544 10/25/2028 0.09%
ABN AMRO BANK NV-CVA 0.09%
ACS ACTIVIDADES 0.09%
SPST 2018-5 A 03.1296 09/24/2019 0.09%
TAIWAN SEMICONDUCTOR MANUFAC 0.09%
WALGREENS BOOTS ALLIANCE INC 0.09%
LEAR CORP 0.09%
NINTENDO CO LTD 0.09%
TRIPADVISOR INC 0.09%
CDX CDX.NA.IG.32 100.0 06/20/2024 0.09%
HD SUPPLY HOLDINGS INC 0.09%
FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 0.08%
HUNTSMAN CORP 0.08%
ASPEN TECHNOLOGY INC 0.08%
FUJIFILM HOLDINGS CORP 0.08%
WELLS FARGO & CO 0.08%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.08%
AT&T INC 03.8000 02/15/2027 0.08%
ATHENE HOLDING LTD-CLASS A 0.08%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.08%
SPST 2018-8 A 03.1296 02/24/2020 0.08%
UPM-KYMMENE OYJ 0.08%
AXALTA COATING SYSTEMS LTD 0.08%
BALOISE HOLDING AG - REG 0.08%
BANK LEUMI LE-ISRAEL 0.08%
BLUESCOPE STEEL LTD 0.08%
MASIMO CORP 0.08%
NEW RESIDENTIAL INVESTMENT 0.08%
STEEL DYNAMICS INC 0.08%
DUKE REALTY CORP 0.08%
THALES SA 0.08%
UNUM GROUP 0.08%
BRIDGESTONE CORP 0.08%
BT GROUP PLC 0.08%
MARATHON PETROLEUM CORP 0.08%
US BANCORP 02.6250 01/24/2022 0.08%
US FOODS HOLDING CORP 0.08%
CARLSBERG AS-B 0.07%
FHLMC FH30G G08747 03.0000 02/01/2047 0.07%
PROLOGIS INC 0.07%
3I GROUP PLC 0.07%
BALL CORP 0.07%
WALT DISNEY CO/THE 0.07%
TAISEI CORP 0.07%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.07%
NASPERS LTD-N SHS 0.07%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.07%
ASSOCIATED BRITISH FOODS PLC 0.07%
CAPGEMINI SE 0.07%
CITIGROUP INC 03.6680 07/24/2028 0.07%
DEVON ENERGY CORP 0.07%
INTERPUBLIC GROUP OF COS INC 0.07%
LUKOIL PJSC-SPON ADR 0.07%
MITSUBISHI CORP 0.07%
ALLISON TRANSMISSION HOLDING 0.07%
GARMIN LTD 0.07%
HOLOGIC INC 0.07%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.07%
BRIXMOR PROPERTY GROUP INC 0.07%
CAMDEN PROPERTY TRUST 0.07%
HDFC BANK LIMITED 0.07%
AIA GROUP LTD 0.07%
NIELSEN HOLDINGS PLC 0.07%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.06%
FAIR ISAAC CORP 0.06%
FNMA FN30 TBA UMBS 04.5000 07/01/2049 0.06%
STORE CAPITAL CORP 0.06%
FORTESCUE METALS GROUP LTD 0.06%
MEDICAL PROPERTIES TRUST INC 0.06%
AVERY DENNISON CORP 0.06%
BANK OF AMERICA CORP 03.4990 05/17/2022 0.06%
CAS 2016-C02 1M2 08.4044 09/25/2028 0.06%
SOFTBANK GROUP CORP 0.06%
BP PLC 0.06%
GAMING AND LEISURE PROPERTIE 0.06%
FACEBOOK INC-CLASS A 0.06%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.06%
ELANCO ANIMAL HEALTH 04.9000 08/28/2028 0.06%
UCB SA 0.06%
AMADEUS IT GROUP SA 0.06%
BLACK KNIGHT INC 0.06%
GENTING SINGAPORE LTD 0.06%
HOUSING DEVELOPMENT FINANCE 0.06%
PETROLEO BRASILEIRO-SPON ADR 0.06%
REINSURANCE GROUP OF AMERICA 0.06%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.06%
SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 0.06%
SL GREEN REALTY CORP 0.06%
FIAT CHRYSLER AUTOMOBILES NV 0.06%
NTT DOCOMO INC 0.06%
OMV AG 0.06%
SPST 2018-3 A 03.1296 07/24/2019 0.06%
ARKEMA 0.06%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.06%
HILL-ROM HOLDINGS INC 0.06%
ING GROEP NV-CVA 0.06%
MORGAN STANLEY 03.6250 01/20/2027 0.06%
CARNIVAL PLC 0.06%
DEUTSCHE LUFTHANSA-REG 0.06%
POST HOLDINGS INC 0.06%
DBUBS 2011-LC3A D P/P 144A 05.5115 08/10/2044 0.05%
ORACLE CORPORATION 02.2500 10/08/2019 0.05%
TREASURY BILL 00.0000 08/15/2019 0.05%
CAS 2016-C01 1M2 09.1544 08/25/2028 0.05%
CK HUTCHISON HOLDINGS LTD 0.05%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.05%
KBC GROUP NV 0.05%
SUN HUNG KAI PROPERTIES 0.05%
TELEDYNE TECHNOLOGIES INC 0.05%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.05%
CIT GROUP INC. 05.2500 03/07/2025 0.05%
FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 0.05%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.05%
NIPPON TELEGRAPH & TELEPHONE 0.05%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.05%
ILLUMINA INC 0.05%
SCENTRE GROUP 0.05%
SPST 2019-3 A 03.1296 06/24/2020 0.05%
CHEMED CORP 0.05%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 0.05%
HEALTHCARE TRUST OF AME-CL A 0.05%
HENDERSON LAND DEVELOPMENT 0.05%
JONES LANG LASALLE INC 0.05%
MEDIATEK INC 0.05%
LIBERTY PROPERTY TRUST 0.05%
SANTOS LTD 0.05%
CDX CDX.NA.HY.32 500.0 06/20/2024 0.05%
CLP HOLDINGS LTD 0.05%
EQUINIX INC 0.05%
INTERCONTINENTAL EXCHANGE IN 0.05%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.05%
OTSUKA CORP 0.05%
TEXAS INSTRUMENTS INC 0.05%
ENCOMPASS HEALTH CORP 0.05%
FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 0.05%
FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 0.05%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.05%
AMERICAN FINANCIAL GROUP INC 0.05%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.05%
BAXTER INTERNATIONAL INC 0.05%
CIGNA CORP P/P 144A 03.7500 07/15/2023 0.05%
KAJIMA CORP 0.05%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.05%
SUZUKEN CO LTD 0.05%
AT&T INC 04.1000 02/15/2028 0.04%
CAS 2015-C04 1M2 08.1044 04/25/2028 0.04%
DAIWA HOUSE INDUSTRY CO LTD 0.04%
ABU DHABI COMMERCIAL BANK 0.04%
AMERICAN ELECTRIC POWER 0.04%
AT&T INC 0.04%
CELANESE CORP 0.04%
HOCHTIEF AG 0.04%
INFOSYS LTD 0.04%
NORTHROP GRUMMAN CORP 0.04%
PROOFPOINT INC 0.04%
TJX COMPANIES INC 0.04%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.04%
US BANCORP 0.04%
CAS 2015-C04 2M2 07.9544 04/25/2028 0.04%
FEDERATIVE REP OF BRAZIL USD 06.0000 04/07/2026 0.04%
GSMS 2014-GC22 C 04.8475 06/10/2047 0.04%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.04%
SUNNY FRIEND ENVIRONMENTAL T 0.04%
CHARLES RIVER LABORATORIES 0.04%
CHINA WATER AFFAIRS GROUP 0.04%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 0.04%
FIDELITY NATIONAL INFO SERV 0.04%
FISERV INC 04.2000 10/01/2028 0.04%
GSMS 2010-C1 D P/P 144A 06.1971 08/10/2043 0.04%
AUTOZONE INC 0.04%
CNOOC LTD 0.04%
GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 0.04%
RAYTHEON COMPANY 0.04%
COSTAR GROUP INC 0.04%
ELECTRONIC ARTS INC 0.04%
HEICO CORP 0.04%
HONG KONG EXCHANGES & CLEAR 0.04%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.04%
BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 0.04%
CBS CORP 04.2000 06/01/2029 0.04%
CITIGROUP INC 04.7500 05/18/2046 0.04%
COMMERCIAL INTL BANK-GDR REG 0.04%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.04%
CSAIL 2015-C1 C 04.4364 04/15/2050 0.04%
GENPACT LTD 0.04%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.04%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.04%
POPULAR INC 0.04%
WFHET 2004-2 M1 03.3044 10/25/2034 0.04%
CVS HEALTH CORP 04.7800 03/25/2038 0.04%
EXTENDED STAY AMERICA INC 0.04%
FUKUOKA FINANCIAL GROUP INC 0.04%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.04%
MWST 2019-1 A 03.2044 06/25/2052 0.04%
NEWS CORP - CLASS A 0.04%
SOUTH32 LTD 0.04%
CREDICORP LTD 0.04%
CROWN RESORTS LTD 0.04%
JUBILANT FOODWORKS LTD 0.04%
KEURIG DR PEPPER INC 04.5970 05/25/2028 0.04%
LG HOUSEHOLD & HEALTH CARE 0.04%
TELEPHONE AND DATA SYSTEMS 0.04%
APPLE INC 02.8500 05/11/2024 0.04%
COMCAST CORP 02.3500 01/15/2027 0.04%
COMPANHIA DE LOCACAO DAS AME 0.04%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.04%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.04%
NEXT PLC 0.04%
SUMITOMO MITSUI TRUST HOLDIN 0.04%
T-MOBILE US INC 0.04%
TAYLOR WIMPEY PLC 0.04%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.04%
DEUTSCHE BOERSE AG 0.04%
FIDELITY NATL INFO SERV 03.7500 05/21/2029 0.04%
MICROSOFT CORP 01.5500 08/08/2021 0.04%
ALFRESA HOLDINGS CORP 0.03%
BOC HONG KONG HOLDINGS LTD 0.03%
COGNIZANT TECH SOLUTIONS-A 0.03%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.03%
DNB NOR ASA 0.03%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.03%
FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 0.03%
GSMS 2011-GC3 D P/P 144A 05.8247 03/10/2044 0.03%
HUMANA INC 0.03%
NETEASE INC-ADR 0.03%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029 0.03%
SWISSCOM AG-REG 0.03%
WINTRUST FINANCIAL CORP 0.03%
AIR LEASE CORP 04.6250 10/01/2028 0.03%
CHINA OVERSEAS LAND & INVEST 0.03%
ENERGY TRANSFER OPERA 05.8750 01/15/2024 0.03%
JARDINE CYCLE & CARRIAGE LTD 0.03%
MOL HUNGARIAN OIL AND GAS PL 0.03%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.03%
SERVICEMASTER GLOBAL HOLDING 0.03%
STACR 2015-DNA3 M2 05.2544 04/25/2028 0.03%
TWO HARBORS INVESTMENT CORP 0.03%
UNITED MEXICAN STATES USD 04.5000 04/22/2029 0.03%
BPCE SA P/P 144A 04.5000 03/15/2025 0.03%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.03%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.03%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.03%
FUJITSU LTD 0.03%
GEOPARK LTD 0.03%
KAR AUCTION SERVICES INC 0.03%
MEDIPAL HOLDINGS CORP 0.03%
MWST 2018-W1 A 03.2544 11/25/2051 0.03%
NVENT ELECTRIC PLC 0.03%
OUTFRONT MEDIA INC 0.03%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.03%
SONOCO PRODUCTS CO 0.03%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.03%
BANDAI NAMCO HOLDINGS INC 0.03%
CHINA CONSTRUCTION BANK-H 0.03%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.03%
CURTISS-WRIGHT CORP 0.03%
EQUINIX INC 05.3750 05/15/2027 0.03%
FNMA FN30 MA2863 UMBS 03.0000 01/01/2047 0.03%
IVANHOE MINES LTD-CL A 0.03%
NBK KK R US0003M P 04/27/20 BA 0.03%
STACR 2014-DN4 M3 06.9544 10/25/2024 0.03%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.03%
TENCENT HOLDINGS LTD-UNS ADR 0.03%
TPAT 2018-SL1 A P/P 144A 03.0044 01/25/2046 0.03%
ALPHABET INC 03.6250 05/19/2021 0.03%
APPLE HOSPITALITY REIT INC 0.03%
CAS 2016-C01 2M2 09.3544 08/25/2028 0.03%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.03%
DOUGLAS EMMETT INC 0.03%
HUDSON PACIFIC PROPERTIES IN 0.03%
JAZZ PHARMACEUTICALS PLC 0.03%
LIBERTY MEDIA COR-SIRIUSXM A 0.03%
STACR 2017-DNA1 M2 05.6544 07/25/2029 0.03%
WALMART DE MEXICO SAB DE CV 0.03%
WILCON DEPOT INC 0.03%
ALLIANCE GLOBAL GROUP INC 0.03%
CTRIP.COM INTERNATIONAL-ADR 0.03%
DEUTSCHE POST AG-REG 0.03%
FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 0.03%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.03%
LOGAN PROPERTY HOLDINGS CO L 0.03%
PULTEGROUP INC 0.03%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.03%
UNITEDHEALTH GROUP INC 04.2500 04/15/2047 0.03%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.03%
BROOKFIELD PROPERTY REIT I-A 0.03%
CENTENE CORP 0.03%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.03%
COMM 2012-LC4 D P/P 144A 05.7227 12/10/2044 0.03%
DASSAULT AVIATION SA 0.03%
FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 0.03%
FU SHOU YUAN INTERNATIONAL 0.03%
INTER RAO UES PJSC 0.03%
KINDER MORGAN INC 04.3000 06/01/2025 0.03%
MICROCHIP TECH INC 04.3330 06/01/2023 0.03%
SG HOLDINGS CO LTD 0.03%
STACR 2018-HQA1 M2 04.7044 09/25/2030 0.03%
ABSA GROUP LTD 0.03%
APPLE INC 04.2500 02/09/2047 0.03%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.03%
CHINA RAILWAY GROUP LTD-H 0.03%
COLRUYT SA 0.03%
COMM 2010-C1 D P/P 144A 06.2870 07/10/2046 0.03%
CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 0.03%
HCA HEALTHCARE INC 0.03%
MACQUARIE INFRASTRUCTURE COR 0.03%
MICROSOFT CORP 02.4000 08/08/2026 0.03%
OCCIDENTAL PETROLEUM CORP 0.03%
PFIZER INC 01.7000 12/15/2019 0.03%
RAYTHEON COMPANY 02.5000 12/15/2022 0.03%
SINO-AMERICAN SILICON PRODUC 0.03%
STACR 2016-HQA3 M3 06.2544 03/25/2029 0.03%
STACR 2019-DNA2 M2 04.8544 03/25/2049 0.03%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.03%
W.R. GRACE & CO 0.03%
WFRBS 2011-C2 D P/P 144A 05.8388 02/15/2044 0.03%
X 5 RETAIL GROUP NV-REGS GDR 0.03%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.03%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.03%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.03%
GRUPO BIMBO SAB- SERIES A 0.03%
GUANGZHOU BAIYUN AIRPORT 144A/REGS WARRANT 04/10/2020 0.03%
LEAR CORP 03.8000 09/15/2027 0.03%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.03%
ROSS STORES INC 0.03%
SARTORIUS STEDIM BIOTECH 0.03%
SWISS LIFE HOLDING AG-REG 0.03%
TOTAL SYSTEM SERVICES IN 04.0000 06/01/2023 0.03%
WEINGARTEN REALTY INVESTORS 0.03%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.02%
ATACADAO SA 0.02%
CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 0.02%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.02%
DINO POLSKA SA 0.02%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.02%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.02%
KINDER MORGAN INC 0.02%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.02%
NUANCE COMMUNICATIONS INC 0.02%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.02%
POYA INTERNATIONAL CO LTD 0.02%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.02%
UGI CORP 0.02%
UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 0.02%
UPL LTD 0.02%
WESCO INTERNATIONAL INC 0.02%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.02%
AMAZON.COM INC. 02.5000 11/29/2022 0.02%
ANGLO AMERICAN PLC 0.02%
AYALA LAND INC 0.02%
BERKELEY GROUP HOLDINGS/THE 0.02%
CITIGROUP INC 02.6500 10/26/2020 0.02%
DUKE ENERGY OHIO INC 03.6500 02/01/2029 0.02%
EDELWEISS FINANCIAL SERVICES 0.02%
ESSITY AKTIEBOLAG-B 0.02%
FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 0.02%
GRUPO FINANCIERO GALICIA-ADR 0.02%
GSMS 2011-GC3 C P/P 144A 05.8247 03/10/2044 0.02%
HSBC HOLDINGS PLC 0.02%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.02%
MICROSOFT CORP 03.7000 08/08/2046 0.02%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.02%
SAFARICOM PLC 0.02%
SALESFORCE.COM INC 03.7000 04/11/2028 0.02%
STACR 2016-HQA2 M3 07.5544 11/25/2028 0.02%
UNITEDHEALTH GROUP INC 03.1500 06/15/2021 0.02%
APPLE INC 02.0000 05/06/2020 0.02%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.02%
CAS 2015-C03 2M2 07.4044 07/25/2025 0.02%
CAS 2018-C05 1M2 04.7544 01/25/2031 0.02%
CFCRE 2011-C1 D P/P 144A 06.2719 04/15/2044 0.02%
CTCI CORP 0.02%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.02%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.02%
JPMORGAN CHASE & CO 03.7970 07/23/2024 0.02%
KEI INDUSTRIES LTD 0.02%
MSBAM 2014-C17 C 04.6549 08/15/2047 0.02%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.02%
NESTLE INDIA LTD 0.02%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.02%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.02%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.02%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.02%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.02%
CITIGROUP INC 02.9000 12/08/2021 0.02%
CLEAN TEQ HOLDINGS LTD 0.02%
ITAU UNIBANCO H-SPON PRF ADR 0.02%
JERONIMO MARTINS 0.02%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.02%
MORGAN STANLEY 02.6500 01/27/2020 0.02%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.02%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.02%
SBERBANK PJSC -SPONSORED ADR 0.02%
SHENZHOU INTERNATIONAL GROUP 0.02%
TCI CO LTD 0.02%
AMAZON.COM INC 03.1500 08/22/2027 0.02%
ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 0.02%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.02%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
MICROSOFT CORP 02.4000 02/06/2022 0.02%
MONETA MONEY BANK AS 0.02%
MORGAN STANLEY 02.7500 05/19/2022 0.02%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.02%
SERVICE CORPORATION INTL 04.6250 12/15/2027 0.02%
WFRBS 2012-C10 AS 03.2410 12/15/2045 0.02%
YANDEX NV-A 0.02%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.02%
COBALT 27 CAPITAL CORP 0.02%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.02%
DISH DBS CORP 05.8750 11/15/2024 0.02%
DOLLAR TREE INC 0.02%
EQUITY RESIDENTIAL TR REIT 0.02%
IRB BRASIL RESSEGUROS SA 0.02%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.02%
TAPESTRY INC 0.02%
UBS GROUP FUNDIN P/P 144A 04.2530 03/23/2028 0.02%
VERIZON COMM 04.6720 03/15/2055 0.02%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024 0.02%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.02%
ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 0.02%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.02%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.02%
BOLIDEN AB 0.02%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.02%
CAS 2016-C04 1M2 06.6544 01/25/2029 0.02%
CISCO SYSTEMS INC 02.2000 02/28/2021 0.02%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.02%
GOOGLE INC 03.3750 02/25/2024 0.02%
GRAPE KING BIO LTD 0.02%
JPMORGAN CHASE & CO 02.2500 01/23/2020 0.02%
LOEWS CORP 0.02%
NUTRIEN LTD. USD 04.2000 04/01/2029 0.02%
OSHKOSH CORP 04.6000 05/15/2028 0.02%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.02%
PFIZER INC 01.9500 06/03/2021 0.02%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.02%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.02%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.02%
SYNOPSYS INC 0.02%
UNITEDHEALTH GROUP INC 0.02%
WFHET 2005-2 M9 04.8044 12/25/2034 0.02%
AMGEN INC 02.6000 08/19/2026 0.02%
APPLE INC 02.8500 05/06/2021 0.02%
APPLE INC 04.3750 05/13/2045 0.02%
CHAILEASE HOLDING CO LTD 0.02%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.02%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.02%
GSMS 2011-GC5 C P/P 144A 05.5567 08/10/2044 0.02%
KINDER MORGAN INC 03.1500 01/15/2023 0.02%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.02%
LOMA NEGRA CIA IND-SPON ADR 0.02%
MITSUBISHI UFJ LEASE & FINAN 0.02%
MSC 2012-C4 D P/P 144A 05.6003 03/15/2045 0.02%
NRG P/P 144A 03.7500 06/15/2024 0.02%
PINDUODUO INC-ADR 0.02%
ROYAL BK SCOTLND GRP PLC USD 04.8000 04/05/2026 0.02%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 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%
WFRBS 2011-C3 D P/P 144A 05.8555 03/15/2044 0.02%
WIJAYA KARYA PERSERO TBK PT 0.02%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.02%
ANALOG DEVICES INC 02.8500 03/12/2020 0.02%
ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 0.02%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.02%
ECOLAB INC 02.7000 11/01/2026 0.02%
EQT CORP 03.9000 10/01/2027 0.02%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.02%
JARIR AB R US0001M P 03/30/20 BA 0.02%
MSBAM 2014-C15 D P/P 144A 05.0745 04/15/2047 0.02%
NASPERS LTD-N SHS SPON ADR 0.02%
STACR 2014-HQ2 M3 06.1544 09/25/2024 0.02%
STAPLES INC P/P 144A 07.5000 04/15/2026 0.02%
WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 0.02%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.02%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.02%
BROTHER INDUSTRIES LTD 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%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.02%
HCA INC 04.1250 06/15/2029 0.02%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.02%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.02%
LNSTR 2015-3 B P/P 144A 03.2727 04/20/2048 0.02%
MOTA ENGIL SGPS SA 0.02%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.02%
NETFLIX INC. 05.8750 11/15/2028 0.02%
ORACLE CORP 05.3750 07/15/2040 0.02%
SHERWIN-WILLIAMS CO/THE 0.02%
SPRINT CORP 07.1250 06/15/2024 0.02%
TARGA RESOURCES PART 05.0000 01/15/2028 0.02%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.02%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.02%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.02%
WESFARMERS LTD 0.02%
WFRBS 2012-C10 D P/P 144A 04.5864 12/15/2045 0.02%
ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 0.02%
AT&T INC 04.3500 03/01/2029 0.02%
AT&T INC 04.7500 05/15/2046 0.02%
BANK OF AMERICA CORP 03.0040 12/20/2023 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%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.02%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 0.02%
CIT GROUP INC 05.0000 08/01/2023 0.02%
EOG RESOURCES INC 02.6250 03/15/2023 0.02%
EQUINOR ASA USD 02.9000 11/08/2020 0.02%
FISERV INC 03.5000 07/01/2029 0.02%
FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 0.02%
GLENCORE PLC 0.02%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.02%
GSMS 2013-GC16 D P/P 144A 05.4877 11/10/2046 0.02%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.02%
IMM 2004-7 1A1 03.1444 11/25/2034 0.02%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.02%
JPMBB 2014-C22 C 04.7093 09/15/2047 0.02%
MAXIM INTEGRATED PRODUCTS 0.02%
MERCK & CO INC 01.8500 02/10/2020 0.02%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.02%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.02%
NUTRIEN LTD USD 04.1250 03/15/2035 0.02%
PNC BANK NA 02.0000 05/19/2020 0.02%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.02%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.02%
STACR 2019-HQA2 M2 04.4544 04/25/2049 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%
WALT DISNEY COMPANY P/P 144A 04.7500 11/15/2046 0.02%
WAMU 2005-AR1 A2A1 03.0844 01/25/2045 0.02%
AFREECATV CO LTD 0.01%
BANK TABUNGAN PENSIUNAN NASI 0.01%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.01%
CELANESE US HOLDINGS LLC 03.5000 05/08/2024 0.01%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.01%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.01%
DUKE ENERGY CORP 03.1500 08/15/2027 0.01%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.01%
JPMBB 2014-C23 AS 04.2016 09/15/2047 0.01%
LABORATORY CRP OF AMER HLDGS 0.01%
MSAC 2004-HE6 M1 03.2294 08/25/2034 0.01%
MSC 2016-BNK2 C 04.0371 11/15/2049 0.01%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.01%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.01%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.01%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.01%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.01%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.01%
WFCM 2016-BNK1 C 03.0710 08/15/2049 0.01%
ZOETIS INC 03.9000 08/20/2028 0.01%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.01%
AIR LEASE CORP 03.6250 04/01/2027 0.01%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.01%
AMGEN INC 04.6630 06/15/2051 0.01%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.01%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.01%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.01%
CGCMT 2013-GC17 AS 04.5440 11/10/2046 0.01%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.01%
EUTELSAT COMMUNICATIONS 0.01%
FRONTIER COMM 11.0000 09/15/2025 0.01%
GSMS 2013-GC13 AS P/P 144A 04.2185 07/10/2046 0.01%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.01%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.01%
I-SENS INC 0.01%
JPMCC 2013-LC11 C 03.9582 04/15/2046 0.01%
MERCK & CO INC 02.9000 03/07/2024 0.01%
MERCK & CO INC 03.7000 02/10/2045 0.01%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.01%
NRZT 2018-4A A1M 03.3044 01/25/2048 0.01%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.01%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.01%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.01%
SWIRE PROPERTIES LTD 0.01%
T-MOBILE USA INC 05.3750 04/15/2027 0.01%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.01%
TREASURY BILL 00.0000 07/11/2019 0.01%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.01%
WASTE CONNECTIONS INC 03.5000 05/01/2029 0.01%
AZUL SA-ADR 0.01%
BANK OF AMERICA CORP 03.8240 01/20/2028 0.01%
BP CAP MARKETS AMERICA 03.9370 09/21/2028 0.01%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.01%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.01%
CAS 2014-C03 2M2 05.3044 07/25/2024 0.01%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CFCRE 2011-C2 D P/P 144A 05.9393 12/15/2047 0.01%
CFCRE 2016-C4 XA IO 01.8823 05/10/2058 0.01%
CHARTER COMM OPT LLC 05.3750 05/01/2047 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%
ECOLAB INC 0.01%
ENBRIDGE INC USD 04.2500 12/01/2026 0.01%
ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 0.01%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.01%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.01%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.01%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.01%
IVORY COAST REGS 06.1250 06/15/2033 0.01%
JPMBB 2013-C14 C 04.7134 08/15/2046 0.01%
MIRVAC GROUP 0.01%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.01%
ORACLE CORP 02.6500 07/15/2026 0.01%
OSHKOSH CORP 05.3750 03/01/2025 0.01%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.01%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.01%
SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 0.01%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.01%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.01%
WFCM 2012-LC5 D P/P 144A 04.9194 10/15/2045 0.01%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.01%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.01%
ALPHABET INC 01.9980 08/15/2026 0.01%
AMDOCS LTD 0.01%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 0.01%
BMW US CAPITAL LLC P/P 144A 02.8000 04/11/2026 0.01%
CBS CORP 02.9000 01/15/2027 0.01%
CDK GLOBAL INC 0.01%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.01%
COLGATE-PALMOLIVE CO 0.01%
COMM 2014-CR17 C 04.9513 05/10/2047 0.01%
FOX CORP P/P 144A 04.0300 01/25/2024 0.01%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.01%
HILONG HOLDING LTD 0.01%
L3 TECHNOLOGIES INC 04.4000 06/15/2028 0.01%
MARSH & MCLENNAN COS INC 04.3750 03/15/2029 0.01%
NAVISTAR INTL TLB L+350 05.8900 11/06/2024 0.01%
NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 0.01%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.01%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.01%
QUEST DIAGNOSTICS INC 0.01%
SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 0.01%
SERVICE CORP INTL 05.1250 06/01/2029 0.01%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.01%
STAPLES INC P/P 144A 10.7500 04/15/2027 0.01%
T-MOBILE USA INC 06.3750 03/01/2025 0.01%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.01%
WFCM 2013-LC12 C 04.4208 07/15/2046 0.01%
AES CORP/THE 05.1250 09/01/2027 0.01%
AMERICAN HOME 4 RENT 0.01%
ANTHEM INC 0.01%
ARRW 2018-1 A3 04.1570 04/25/2048 0.01%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.01%
CAS 2014-C04 1M2 07.3044 11/25/2024 0.01%
CAS 2015-C02 2M2 06.4044 05/25/2025 0.01%
CAS 2019-R02 1M2 04.7044 08/25/2031 0.01%
CHINA TRADITIONAL CHINESE ME 0.01%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 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%
GNR 2011-135 DI IO 05.0000 04/16/2040 0.01%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.01%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.01%
GREIF INC P/P 144A 06.5000 03/01/2027 0.01%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 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%
KERRY PROPERTIES LTD 0.01%
NCHET 2003-4 M1 03.5294 10/25/2033 0.01%
OBX 2018-EXP1 1A3 04.0000 04/25/2048 0.01%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.01%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.01%
PFIZER INC 03.0000 12/15/2026 0.01%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.01%
QIAGEN N.V. 0.01%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.01%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.01%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.01%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.01%
UNITEDHEALTH GROUP INC 02.8750 03/15/2022 0.01%
WFRBS 2012-C8 AS 03.6600 08/15/2045 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%
APERGY CORP 06.3750 05/01/2026 0.01%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 0.01%
BUPA AB R US0001M P 12/05/19 BA 0.01%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.01%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.01%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.01%
DIGICEL LTD P/P 144A 06.7500 03/01/2023 0.01%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.01%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.01%
FISERV INC 0.01%
GNR 2016-H16 EI IO 02.2306 06/20/2066 0.01%
HUSKY TLB L+300 05.4024 03/28/2025 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 0.01%
IHS MARKIT LTD USD 04.7500 08/01/2028 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%
JPMBB 2014-C23 D P/P 144A 04.1177 09/15/2047 0.01%
LBMLT 2004-5 A5 02.9644 09/25/2034 0.01%
MEREDITH CORP 06.8750 02/01/2026 0.01%
MORGAN STANLEY 04.3750 01/22/2047 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.01%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.01%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.01%
SKANDINAVISKA ENSKILDA USD 02.6250 03/15/2021 0.01%
SPRINT CORP 07.8750 09/15/2023 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%
UBSBB 2012-C2 D P/P 144A 05.0481 05/10/2063 0.01%
UDR INC 0.01%
VERTEX PHARMACEUTICALS INC 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-C16 AS 04.6680 09/15/2046 0.01%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.01%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
ABBVIE INC 02.5000 05/14/2020 0.01%
AIR LEASE CORP 02.5000 03/01/2021 0.01%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 0.01%
AMCOR PLC 0.01%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.01%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.01%
ARGENTINE REPUBLIC USD 06.8750 01/26/2027 0.01%
AVAYA TLB L+425 06.7226 12/15/2024 0.01%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 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%
BUPA AB R US0001M P 04/27/20 BA 0.01%
CAS 2015-C01 1M2 06.7044 02/25/2025 0.01%
CAS 2017-C01 1M2 05.9544 07/25/2029 0.01%
CBS CORP 04.6000 01/15/2045 0.01%
CITIGROUP INC 03.8870 01/10/2028 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029 0.01%
COMCAST CORP 03.3750 02/15/2025 0.01%
COMCAST CORP 03.9690 11/01/2047 0.01%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.01%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.01%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 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%
GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 0.01%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.01%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 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%
HMBT 2004-2 A1 03.1444 12/25/2034 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 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%
KEURIG DR PEPPER INC 04.4170 05/25/2025 0.01%
KONINKLIJKE PHILIPS NV 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%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.01%
MCDONALD'S CORP 0.01%
MLMI 2005-A2 A2 04.4525 02/25/2035 0.01%
MSC 2012-C4 C P/P 144A 05.6003 03/15/2045 0.01%
NOK/USD 09/18/2019 GSFX 0.01%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029 0.01%
ORACLE CORP 02.5000 05/15/2022 0.01%
PQ CORP P/P 144A 05.7500 12/15/2025 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%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.01%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.01%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.01%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.01%
STARWOOD PROPERTY TRUST INC 0.01%
TRANSDIGM INC. 06.5000 07/15/2024 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.01%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.01%
ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.01%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 0.01%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.01%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.01%
BRAND ENERGY TL L+425 06.7871 06/21/2024 0.01%
BRIGHT HORIZONS FAMILY SOLUT 0.01%
CAS 2014-C02 1M2 05.0044 05/25/2024 0.01%
CAS 2017-C03 1M2 05.4044 10/25/2029 0.01%
CAS 2019-R03 1M2 04.5544 09/25/2031 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%
CENTENE CORP 06.1250 02/15/2024 0.01%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.01%
CMLTI 2005-2 1A2A 04.9214 05/25/2035 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
COMM 2014-CR20 XA IO 01.2546 11/10/2047 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%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.01%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.01%
GNMA GII30 AW8447 04.3220 05/20/2067 0.01%
GNMA GII30 AY4779 04.5080 03/20/2067 0.01%
GNR 2017-139 NI IO 04.5000 09/20/2047 0.01%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.01%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.01%
IMM 2004-6 1A2 03.1844 10/25/2034 0.01%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
IPSEN 0.01%
IVORY COAST REGS 05.3750 07/23/2024 0.01%
JPMORGAN CHASE & CO 05.3000 12/29/2049 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%
MSBAM 2012-C6 D P/P 144A 04.7621 11/15/2045 0.01%
MSC 2011-C3 D P/P 144A 05.2816 07/15/2049 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%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 0.01%
PAR PHARMA INC P/P 144A 07.5000 04/01/2027 0.01%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.01%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.01%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.01%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.01%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.01%
STACR 2016-DNA1 M3 07.9544 07/25/2028 0.01%
STACR 2016-DNA3 M3 07.4044 12/25/2028 0.01%
TENET HEALTHCARE 06.0000 10/01/2020 0.01%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.01%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
UNITED AIRLINES HOLDINGS INC 0.01%
WAMU 2005-AR8 2A1A 02.9844 07/25/2045 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 2014-C19 AS 04.2710 03/15/2047 0.01%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.01%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.01%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 0.01%
ARCELORMITTAL USD 07.0000 10/15/2039 0.01%
ARRW 2019-1 A3 04.2080 01/25/2049 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.01%
BANK 2018-BN10 XA IO 00.8889 02/15/2061 0.01%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 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%
BGC PARTNERS INC 05.1250 05/27/2021 0.01%
BIOGEN INC 03.6250 09/15/2022 0.01%
BOYD GAMING CORP 06.3750 04/01/2026 0.01%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.01%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.01%
CINEMARK USA INC 04.8750 06/01/2023 0.01%
CITIGROUP INC 04.4500 09/29/2027 0.01%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 0.01%
COMCAST CORP 03.1500 03/01/2026 0.01%
COMM 2013-CR11 XA IO 01.1005 08/10/2050 0.01%
COMM 2014-CR19 XA IO 01.2855 08/10/2047 0.01%
COMM 2014-UBS4 XA IO 01.2897 08/10/2047 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%
CSAIL 2015-C1 XA IO 01.0389 04/15/2050 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%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.01%
EMLT 2004-1 M2 03.8294 01/25/2034 0.01%
EQUITY COMMONWEALTH 0.01%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.01%
FHR 3829 AS IO 04.5558 03/15/2041 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%
GENTEX CORP 0.01%
GNR 2013-99 AS IO 03.6671 06/20/2043 0.01%
GNR 2016-135 PI IO 04.0000 05/20/2046 0.01%
GNR 2017-123 JI IO 04.0000 08/20/2046 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HCA INC 05.5000 06/15/2047 0.01%
HYATT HOTELS CORP 04.8500 03/15/2026 0.01%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.01%
JARIR AB R US0001M P 04/06/20 BA 0.01%
JO-ANN STORES 2NDL L+925 11.7272 05/21/2024 0.01%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 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%
LENNAR CORP 05.8750 11/15/2024 0.01%
LIBERTY MEDIA COR-SIRIUSXM C 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%
MSBAM 2014-C18 C 04.6249 10/15/2047 0.01%
NATIONAL AUSTRALIA B P/P 144A 03.1406 12/09/2019 0.01%
NETFLIX INC 04.8750 04/15/2028 0.01%
NOK/USD 09/18/2019 BCAP-FX 0.01%
PULTEGROUP INC 05.5000 03/01/2026 0.01%
QORVO INC 05.5000 07/15/2026 0.01%
QUALCOMM INC 0.01%
SCH AB R US0001M P 04/20/20 BA 0.01%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.01%
SPRINT CORP 07.2500 09/15/2021 0.01%
STACR 2014-HQ3 M3 07.1544 10/25/2024 0.01%
STARWOOD PROP TR 04.7500 03/15/2025 0.01%
THE AES CORPORATION 04.8750 05/15/2023 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TOTAL SYSTEM SERVICES INC 0.01%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 0.01%
TREASURY BILL 00.0000 08/06/2019 0.01%
WAMU 2004-AR13 A2B 03.2844 11/25/2034 0.01%
WAMU 2005-AR8 2AB3 03.1244 07/25/2045 0.01%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.01%
WESTROCK MWV LLC 08.2000 01/15/2030 0.01%
WFRBS 2011-C4 D P/P 144A 05.3968 06/15/2044 0.01%
WFRBS 2012-C9 AS 03.3880 11/15/2045 0.01%
WPX ENERGY INC 05.7500 06/01/2026 0.01%
AES CORP/THE 05.5000 04/15/2025 0.00%
AGL ENERGY LTD 0.00%
ANTERO RESOURCES CORP 05.0000 03/01/2025 0.00%
AUD/JPY PUT 73.00 20190917 HSBCB 0.00%
AUTONATION INC. 05.5000 02/01/2020 0.00%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.00%
BANK OF AMERICA CORP 06.1000 12/29/2049 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%
BROADRIDGE FINANCIAL SOLUTIO 0.00%
BUPA AB R US0001M P 10/17/19 BA 0.00%
CALIFORNIA RESOURC TL L+475 07.1524 12/31/2022 0.00%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 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%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.00%
CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 0.00%
COMSTOCK RESOURCES 09.7500 08/15/2026 0.00%
CORELOGIC INC 0.00%
CROWN AMER/CAP 04.7500 02/01/2026 0.00%
CROWN CASTLE INTL CORP 03.1500 07/15/2023 0.00%
CVS HEALTH CORP 03.7000 03/09/2023 0.00%
DNB BANK ASA P/P 144A 02.1250 10/02/2020 0.00%
EQUITY LIFESTYLE PROPERTIES 0.00%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.00%
GNR 2015-H25 BI IO 01.9048 10/20/2065 0.00%
GSMS 2014-GC18 C 05.1566 01/10/2047 0.00%
GSMS 2015-GC30 XA IO 00.9802 05/10/2050 0.00%
HCA INC 06.5000 02/15/2020 0.00%
HOME DEPOT INC 02.6250 06/01/2022 0.00%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.00%
IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 0.00%
INFOR US INC 06.5000 05/15/2022 0.00%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.00%
MASTEC INC 04.8750 03/15/2023 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 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%
MLMI 2005-A10 A 02.6144 02/25/2036 0.00%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.00%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.00%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.00%
NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 0.00%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.00%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 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%
REGENERON PHARMACEUTICALS 0.00%
REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 0.00%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.00%
S&P GLOBAL INC 02.9500 01/22/2027 0.00%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.00%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.00%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.00%
SCH AB R US0001M P 04/27/20 BA 0.00%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.00%
SS&C TECH INC P/P 144A 05.5000 09/30/2027 0.00%
T-MOBILE USA INC 04.7500 02/01/2028 0.00%
TERADATA CORP 0.00%
THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 0.00%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.00%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.00%
USA COMPRESSION PART 06.8750 04/01/2026 0.00%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.00%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.00%
VISTRA OPERATION P/P 144A 05.0000 07/31/2027 0.00%
WALT DISNEY COMPAN P/P 144A 04.7500 09/15/2044 0.00%
WAMU 2004-AR13 A1B2 03.3844 11/25/2034 0.00%
WAMU 2005-AR2 1A1A 02.7344 01/25/2045 0.00%
WAMU 2005-AR2 2A2B 02.7844 01/25/2045 0.00%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.00%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.00%
WFRBS 2011-C4 E P/P 144A 05.3968 06/15/2044 0.00%
WFRBS 2013-C15 D P/P 144A 04.6216 08/15/2046 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%
2.25 R ISWP FWD US0003M P 09/18/2049 0.00%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.00%
APPLE INC 03.8500 05/04/2043 0.00%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.00%
AT&T INC 02.9500 07/15/2026 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%
BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 0.00%
BP CAP MARKETS AMERICA 03.1190 05/04/2026 0.00%
BUDGET AB R US0001M P 04/08/20 BA 0.00%
BUPA AB R US0001M P 10/21/19 BA 0.00%
BUPA AB R US0001M P 11/12/19 BA 0.00%
CAD/USD 07/17/2019 BANKAM 0.00%
CHEVRON CORP 02.1000 05/16/2021 0.00%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.00%
CIGNA CORP 0.00%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.00%
COMM 2013-CR10 XA IO 00.8402 08/10/2046 0.00%
COMM 2013-CR9 D P/P 144A 04.3975 07/10/2045 0.00%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026 0.00%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.00%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 0.00%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.00%
ENERGY TRANSFER OPERATNG 05.5000 06/01/2027 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%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.00%
FHR 4096 MI IO 04.0000 01/15/2042 0.00%
FHR 4546 PI IO 04.0000 12/15/2045 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%
GARTNER INC P/P 144A 05.1250 04/01/2025 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%
HOLOGIC INC P/P 144A 04.3750 10/15/2025 0.00%
KANSAI ELECTRIC POWER CO INC 0.00%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.00%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.00%
MET LIFE GLOB FUND P/P 144A 01.5500 09/13/2019 0.00%
MSBAM 2013-C7 XA IO 01.4872 02/15/2046 0.00%
MSBAM 2013-C8 B 03.6966 12/15/2048 0.00%
MSBAM 2015-C25 XA IO 01.2592 10/15/2048 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 RBSF 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%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.00%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 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%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 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%
STACR 2019-DNA1 M2 05.0544 01/25/2049 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%
T-MOBILE USA INC 04.5000 02/01/2026 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%
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%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.00%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 0.00%
UBSCM 2017-C7 XA IO 01.2173 12/15/2050 0.00%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.00%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 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%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.00%
VMWARE INC 03.9000 08/21/2027 0.00%
WEYERHAEUSER CO 07.3750 03/15/2032 0.00%
WFCM 2016-LC25 XA IO 01.1524 12/15/2059 0.00%
WFRBS 2012-C10 XA IO P/P 144A 01.7032 12/15/2045 0.00%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.00%
WILLIAMS COMPANIES INC 03.6000 03/15/2022 0.00%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
AMGEN INC 03.4500 10/01/2020 0.00%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
ANTERO RESOURCES FIN 05.1250 12/01/2022 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%
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%
BERKSHIRE HATHAWAY E 03.8000 07/15/2048 0.00%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.00%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.00%
BUDGET AB R US0001M P 04/13/20 BA 0.00%
BUDGET AB R US0001M P 04/20/20 BA 0.00%
BUDGET AB R US0001M P 04/23/20 BA 0.00%
BUPA AB R US0001M P 10/16/19 BA 0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.00%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.00%
CAS 2018-C01 1M2 04.6544 07/25/2030 0.00%
CBRE SERVICES INC 04.8750 03/01/2026 0.00%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.00%
CGCMT 2014-GC21 X IO 01.3480 05/10/2047 0.00%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.00%
CHEMOURS CO 05.3750 05/15/2027 0.00%
CHEMOURS CO 07.0000 05/15/2025 0.00%
CHF/USD 09/18/2019 JPMCB 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%
CITIGROUP INC 04.6000 03/09/2026 0.00%
CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 0.00%
COMM 2013-LC13 XA IO 01.3334 08/10/2046 0.00%
COMM 2014-CR14 XA IO 00.7677 02/10/2047 0.00%
COMM 2014-UBS6 XA IO 01.0876 12/10/2047 0.00%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.00%
CSX CORP 04.1000 03/15/2044 0.00%
DEERE & COMPANY 02.6000 06/08/2022 0.00%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.00%
DISH NETWORK CV 03.3750 08/15/2026 0.00%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.00%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.00%
ENSCO ROWAN PLC USD 07.7500 02/01/2026 0.00%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.00%
EUR/USD 09/18/2019 BANKAM 0.00%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.00%
FIRSTENERGY CORP 04.8500 07/15/2047 0.00%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.00%
GENERAL DYNAMICS CORP 0.00%
HIGHWOODS PROPERTIES INC 0.00%
IBM CORP 01.8750 08/01/2022 0.00%
ICAHN ENTER/FIN P/P 144A 06.2500 05/15/2026 0.00%
IRON MOUNTAIN US HLD P/P 144A 05.3750 06/01/2026 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%
JO-ANN STORES TL L+500 07.5915 10/16/2023 0.00%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.00%
JPMBB 2013-C12 XA IO 00.6150 07/15/2045 0.00%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.00%
JPMCC 2013-LC11 X IO 01.4034 04/15/2046 0.00%
JPY/USD 08/21/2019 BANKAM 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.00%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.00%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.00%
KINDER MORGAN ENER PART 05.4000 09/01/2044 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%
MHL 2005-1 1M1 03.1244 02/25/2035 0.00%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.00%
MSC 2012-C4 XA IO P/P 144A 02.2592 03/15/2045 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%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.00%
NRG ENERGY INC. 07.2500 05/15/2026 0.00%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.00%
ORACLE CORP 02.5000 10/15/2022 0.00%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.00%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.00%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 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%
ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 0.00%
S&P GLOBAL INC 04.4000 02/15/2026 0.00%
SCH AB R US0001M P 04/09/20 BA 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%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.00%
TRANSOCEAN INC 07.5000 04/15/2031 0.00%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 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%
UBSBB 2013-C6 XA IO P/P 144A 01.2685 04/10/2046 0.00%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.00%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.00%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.00%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.00%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 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 A1B 03.1844 01/25/2045 0.00%
WAMU 2005-AR19 A1A2 02.6944 12/25/2045 0.00%
WAMU 2006-AR4 1A1A 03.4217 05/25/2046 0.00%
WESTROCK MWV LLC 07.9500 02/15/2031 0.00%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.00%
WFRBS 2014-C24 XA IO 01.0129 11/15/2047 0.00%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.00%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.00%
ANTERO RESOURCES 05.3750 11/01/2021 0.00%
APPALACHIAN POWER CO 04.6000 03/30/2021 0.00%
APPLE INC 03.4500 05/06/2024 0.00%
BERRY GLOBAL INC 05.1250 07/15/2023 0.00%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.00%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.00%
BUDGET AB R US0001M P 04/09/20 BA 0.00%
BUDGET AB R US0001M P 04/13/20 BA 0.00%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 0.00%
BUPA AB R US0001M P 04/30/20 BA 0.00%
CALPINE CORPORATION 05.7500 01/15/2025 0.00%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.00%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.00%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.00%
CAS 2015-C02 1M2 06.4044 05/25/2025 0.00%
CAS 2019-R01 2M2 04.8544 07/25/2031 0.00%
CBRE SERVICES INC 05.2500 03/15/2025 0.00%
CHEMOURS CO 06.6250 05/15/2023 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
COMCAST CORP 04.0490 11/01/2052 0.00%
COMM 2014-CR17 XA IO 01.1511 05/10/2047 0.00%
COMMSCOPE INC P/P 144A 05.5000 03/01/2024 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%
DENBURY RESOURCES P/P 144A 07.7500 02/15/2024 0.00%
DKK/USD 09/18/2019 CITI 0.00%
EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 0.00%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 0.00%
ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 0.00%
EQUINIX INC 05.8750 01/15/2026 0.00%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.00%
EUR/USD 09/18/2019 HSBCB 0.00%
FIDELITY NATIONAL INFORM 03.0000 08/15/2026 0.00%
FIRSTENERGY CORP 03.9000 07/15/2027 0.00%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.00%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.00%
GFL ENVIRONMENTAL TLB L+300 05.4024 05/31/2025 0.00%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.00%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.00%
HONEYWELL INTL 03.8120 11/21/2047 0.00%
IAA INC P/P 144A 05.5000 06/15/2027 0.00%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
ISTAR INC. 05.2500 09/15/2022 0.00%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.00%
JPMBB 2013-C17 XA IO 00.9310 01/15/2047 0.00%
JPMBB 2014-C19 XA IO 00.9548 04/15/2047 0.00%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.00%
JPY/USD 08/21/2019 JPMCB 0.00%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.00%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.00%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 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%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MITSUBISHI GAS CHEMICAL CO 0.00%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.00%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.00%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.00%
NRG ENERGY INC 05.7500 01/15/2028 0.00%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.00%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.00%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.00%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 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%
REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 0.00%
SCH AB R US0001M P 04/06/20 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%
SESI LLC 07.7500 09/15/2024 0.00%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 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%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 0.00%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.00%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 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.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 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 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%
CROWN CASTLE INTL CORP 04.4500 02/15/2026 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 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 JPMCB 0.00%
FEDEX CORP 02.6250 08/01/2022 0.00%
FHR 4193 PI IO 04.0000 03/15/2043 0.00%
FNMA FN30 935089 05.0000 03/01/2039 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%
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%
INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 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 P USL1M R 01/12/42 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 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%
JPY/USD 08/21/2019 CITI 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 HSBCB 0.00%
NZD/USD 07/17/2019 SSBT 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.00%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 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 04/08/20 BA 0.00%
SEK/USD 09/18/2019 RBSF 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%
1.80 R ISWP FWD US0003M P 09/18/2024 -0.00%
CAD/USD 07/17/2019 CITI -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-.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%
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%
JPY/USD 08/21/2019 HSBCB -0.00%
NOK/USD 09/18/2019 JPMCB -0.00%
SEK/USD 09/18/2019 SSBT -0.00%
SEK/USD 09/18/2019 UBS -0.00%
CNH/USD 08/21/2019 HSBCB -0.00%
EUR/USD 09/18/2019 RBSF -0.00%
NZD/USD 07/17/2019 CITI -0.00%
AUD/USD 07/17/2019 CITI -0.00%
CAD/USD 07/17/2019 BCAP-FX -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.00%
JPY/USD 08/21/2019 RBSF -0.00%
SEK/USD 09/18/2019 GSFX -0.00%
AUD/USD 07/17/2019 UBS -0.00%
CAD/USD 07/17/2019 JPMCB -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 BANKAM -0.01%
AUD/USD 07/17/2019 HSBCB -0.01%
JPY/USD 08/21/2019 SSBT -0.01%
AUD/USD 07/17/2019 RBSF -0.01%
RU10INTR P US0003M R 11/26/19 CI -4.07%
US 10YR NOTE (CBT)SEP19 TYU9 -8.40%

Prior top holdings

Top holdings as of 07/31/19
Putnam Retirement Advantage GAA Growth Trust 60.84%
Putnam Retirement Advantage GAA Balanced Trust 36.06%
Putnam Money Market Portfolio 3.14%
Top holdings as of 05/31/19
Putnam Retirement Advantage GAA Growth Trust 60.57%
Putnam Retirement Advantage GAA Balanced Trust 36.28%
Putnam Money Market Portfolio 3.19%
Top holdings as of 04/30/19
Putnam Retirement Advantage GAA Growth Trust 61.02%
Putnam Retirement Advantage GAA Balanced Trust 35.93%
Putnam Money Market Portfolio 3.08%

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.