Retirement Advantage 2040 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 $17.05
0.00% | $0.00
$17.23
07/24/19
$14.18
12/24/18
Historical fund price

Fund facts as of 08/31/19

Total net assets
$586.71M
Turnover (fiscal year end)
43%
Dividend frequency
--
Number of holdings
3
Fiscal year-end
September
CUSIP / Fund code
746751247 / 2007
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 3.80% 10.28% 6.87% 11.43%
Custom Retirement Advantage 2040 Index 7.16%11.09%7.31%11.45%

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 -1.88%
YTD as of 09/13/19 14.81%

Risk-adjusted performance as of 07/31/19

Sharpe ratio (3 yrs.) 0.77

Volatility as of 07/31/19

Standard deviation (3 yrs.) 9.95%

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 96.78%
Putnam Money Market Portfolio 2.05%
Putnam Retirement Advantage GAA Balanced Trust 1.20%

Full portfolio holdings as of 06/30/19

S&P500 EMINI FUT SEP19 ESU9 6.79%
CGPUTQL2 R US0003M P 11/26/19 CI 4.67%
E-MINI RUSS 2000 SEP19 RTYU9 4.62%
ALPHABET INC-CL A 1.59%
US 5YR NOTE (CBT) SEP19 FVU9 1.41%
JPMORGAN CHASE & CO 1.27%
AMAZON.COM INC 1.26%
SPDR S&P 500 ETF TRUST 1.09%
CISCO SYSTEMS INC 1.05%
CHEVRON CORP 1.03%
MICROSOFT CORP 1.00%
APPLE INC 0.97%
VERIZON COMMUNICATIONS INC 0.96%
BOEING CO/THE 0.90%
US ULTRA BOND CBT SEP19 WNU9 0.89%
CITIGROUP INC 0.89%
ORACLE CORP 0.88%
STARBUCKS CORP 0.87%
FNMA FN30 TBA UMBS 04.0000 08/01/2049 0.80%
INTL BUSINESS MACHINES CORP 0.80%
COCA-COLA CO/THE 0.75%
ADOBE INC 0.75%
S&P MID 400 EMINI SEP19 FAU9 0.63%
JOHNSON & JOHNSON 0.62%
COMCAST CORP-CLASS A 0.62%
MEDTRONIC PLC 0.59%
ABBOTT LABORATORIES 0.57%
MERCK & CO. INC. 0.56%
HONEYWELL INTERNATIONAL INC 0.53%
PEPSICO INC 0.52%
AMGEN INC 0.50%
INTUIT INC 0.49%
FNMA FN30 TBA UMBS 04.0000 07/01/2049 0.49%
LOCKHEED MARTIN CORP 0.48%
CONOCOPHILLIPS 0.46%
NXP SEMICONDUCTORS NV 0.46%
AUTOMATIC DATA PROCESSING 0.44%
MONDELEZ INTERNATIONAL INC-A 0.43%
FNMA FN15 TBA UMBS 03.0000 07/01/2034 0.42%
HOME DEPOT INC 0.42%
METLIFE INC 0.39%
XILINX INC 0.39%
GNMA GII30 MA4837 03.5000 11/20/2047 0.38%
WALMART INC 0.38%
GNMA GII30 MA4652 03.5000 08/20/2047 0.36%
US LONG BOND(CBT) SEP19 USU9 0.35%
DELTA AIR LINES INC 0.35%
PROCTER & GAMBLE CO/THE 0.34%
EBAY INC 0.34%
EXELON CORP 0.33%
ROCHE HOLDING AG-GENUSSCHEIN 0.32%
MORGAN STANLEY 0.32%
SYSCO CORP 0.31%
GNMA GII30 TBA 03.5000 07/01/2049 0.31%
WASTE MANAGEMENT INC 0.30%
VALERO ENERGY CORP 0.29%
PFIZER INC 0.29%
BOOKING HOLDINGS INC 0.29%
PHILLIPS 66 0.29%
LOWES COMPANIES INC 0.28%
LYONDELLBASELL INDU-CL A 0.28%
NIKE INC -CL B 0.28%
DANAHER CORP 0.28%
NORFOLK SOUTHERN CORP 0.27%
CUMMINS INC 0.27%
INGERSOLL-RAND PLC 0.27%
FHLMC FH30G G08795 03.0000 01/01/2048 0.26%
BEST BUY CO INC 0.26%
PAYPAL HOLDINGS INC 0.26%
TOTAL SA 0.26%
ALIBABA GROUP HOLDING-SP ADR 0.26%
BIOGEN INC 0.25%
OMNICOM GROUP 0.25%
ABBVIE INC 0.25%
SAMSUNG ELECTRONICS CO LTD 0.25%
BROADCOM INC 0.24%
PRUDENTIAL FINANCIAL INC 0.24%
CROWN CASTLE INTL CORP 0.24%
CAPITAL ONE FINANCIAL CORP 0.24%
MCKESSON CORP 0.23%
ISHARES MSCI EAFE ETF 0.23%
NOVO NORDISK A/S-B 0.23%
TENCENT HOLDINGS LTD 0.23%
ALLIANZ SE-REG 0.22%
HILTON WORLDWIDE HOLDINGS IN 0.22%
SYNCHRONY FINANCIAL 0.22%
AGILENT TECHNOLOGIES INC 0.21%
FORTINET INC 0.21%
TREASURY BILL 00.0000 07/25/2019 0.21%
NESTLE SA-REG 0.21%
US 2YR NOTE (CBT) SEP19 TUU9 0.21%
PUBLIC SERVICE ENTERPRISE GP 0.21%
HERSHEY CO/THE 0.20%
ELI LILLY & CO 0.20%
ENEL SPA 0.20%
UNILEVER PLC 0.20%
AMERIPRISE FINANCIAL INC 0.20%
RIO TINTO PLC 0.20%
FNMA FN30 TBA UMBS 06.0000 08/01/2049 0.20%
ISHARES MSCI EMERGING MARKET 0.19%
CITIZENS FINANCIAL GROUP 0.19%
CADENCE DESIGN SYS INC 0.19%
GILEAD SCIENCES INC 0.19%
AFLAC INC 0.19%
DISCOVER FINANCIAL SERVICES 0.18%
DARDEN RESTAURANTS INC 0.18%
GLAXOSMITHKLINE PLC 0.18%
SUMITOMO MITSUI FINANCIAL GR 0.18%
NOVARTIS AG-REG 0.18%
ALLERGAN PLC 0.17%
COMERICA INC 0.17%
ZEBRA TECHNOLOGIES CORP-CL A 0.17%
TREASURY BILL 00.0000 08/01/2019 0.17%
TREASURY BILL 00.0000 07/18/2019 0.17%
HITACHI LTD 0.17%
ALLSTATE CORP 0.17%
GOLDMAN SACHS GROUP INC 0.17%
SHIN-ETSU CHEMICAL CO LTD 0.17%
EMERSON ELECTRIC CO 0.17%
KERING 0.17%
TREASURY BILL 00.0000 08/08/2019 0.17%
FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 0.17%
HOYA CORP 0.16%
E*TRADE FINANCIAL CORPORATION 0.16%
BANCO BILBAO VIZCAYA ARGENTA 0.16%
ZIMMER BIOMET HOLDINGS INC 0.16%
ASHTEAD GROUP PLC 0.15%
F5 NETWORKS INC 0.15%
SANDVIK AB 0.15%
FNMA FN15 AL9468 UMBS 03.0000 12/01/2031 0.15%
HARTFORD FINANCIAL SVCS GRP 0.15%
L OREAL 0.15%
TELSTRA CORP LTD 0.15%
DEUTSCHE TELEKOM AG-REG 0.15%
ANNALY CAPITAL MANAGEMENT IN 0.15%
ROCKWELL AUTOMATION INC 0.15%
CK ASSET HOLDINGS LTD 0.15%
KONINKLIJKE AHOLD DELHAIZE N 0.15%
SONY CORP 0.15%
TESCO PLC 0.15%
PARTNERS GROUP HOLDING AG 0.15%
UNILEVER NV-CVA 0.15%
AVIVA PLC 0.15%
ENI SPA 0.15%
CENTERPOINT ENERGY INC 0.14%
CF INDUSTRIES HOLDINGS INC 0.14%
MACQUARIE GROUP LTD 0.14%
PING AN INSURANCE GROUP CO-H 0.14%
ITOCHU CORP 0.14%
COVESTRO AG 0.14%
TAIWAN SEMICONDUCTOR MANUFAC 0.14%
WOLTERS KLUWER 0.14%
CARDINAL HEALTH INC 0.14%
SPDR S&P MIDCAP 400 ETF TRST 0.14%
COCA-COLA EUROPEAN PARTNERS 0.14%
PEUGEOT SA 0.14%
CENTRAL JAPAN RAILWAY CO 0.14%
LEGAL & GENERAL GROUP PLC 0.14%
HERMES INTERNATIONAL 0.13%
LINCOLN NATIONAL CORP 0.13%
VISTRA ENERGY CORP 0.13%
KEYSIGHT TECHNOLOGIES IN 0.13%
AGNC INVESTMENT CORP 0.13%
E.ON SE 0.13%
ANGLO AMER PLC 0.13%
ASTELLAS PHARMA INC 0.13%
ORIX CORP 0.13%
DISCOVERY INC - A 0.12%
AENA SME SA 0.12%
JAPAN AIRLINES CO LTD 0.12%
KLA-TENCOR CORP 0.12%
SHIONOGI & CO LTD 0.12%
FAURECIA 0.12%
ROYAL DUTCH SHELL PLC-B SHS 0.12%
SERVICENOW INC 0.12%
TREASURY BILL 00.0000 07/16/2019 0.12%
LLOYDS BANKING GROUP PLC 0.12%
AES CORP 0.12%
HANG SENG BANK LTD 0.12%
EQUINOR ASA 0.12%
MOLSON COORS BREWING CO -B 0.12%
AVALONBAY COMMUNITIES INC 0.12%
FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 0.12%
AMETEK INC 0.11%
VICI PROPERTIES INC 0.11%
WH GROUP LTD 0.11%
DELL TECHNOLOGIES -C 0.11%
LAS VEGAS SANDS CORP 0.11%
NASPERS LTD-N SHS 0.11%
NRG ENERGY INC 0.11%
ENDESA S.A. 0.11%
LUKOIL PJSC-SPON ADR 0.11%
PACKAGING CORP OF AMERICA 0.11%
PERSIMMON PLC 0.11%
FNMA FN30 BC9003 UMBS 03.0000 11/01/2046 0.11%
HDFC BANK LIMITED 0.11%
AIA GROUP LTD 0.11%
BERRY GLOBAL GROUP INC 0.11%
EXXON MOBIL CORP 0.11%
IMPERIAL BRANDS PLC 0.10%
PINNACLE WEST CAPITAL 0.10%
YANGZIJIANG SHIPBUILDING 0.10%
ACS ACTIVIDADES 0.10%
CDW CORP/DE 0.10%
HEIDELBERGCEMENT AG 0.10%
NTT DATA CORP 0.10%
THERMO FISHER SCIENTIFIC INC 0.10%
ABN AMRO BANK NV-CVA 0.10%
GNMA GII30 MA4586 03.5000 07/20/2047 0.10%
NINTENDO CO LTD 0.10%
JUNIPER NETWORKS INC 0.10%
XEROX CORP 0.10%
CBRE GROUP INC - A 0.10%
DOVER CORP 0.10%
EVERGY INC 0.10%
REPUBLIC SERVICES INC 0.10%
ZOETIS INC 0.10%
BRISTOL-MYERS SQUIBB CO 0.10%
FUJIFILM HOLDINGS CORP 0.10%
HOUSING DEVELOPMENT FINANCE 0.09%
PETROLEO BRASILEIRO-SPON ADR 0.09%
LEAR CORP 0.09%
HD SUPPLY HOLDINGS INC 0.09%
UPM-KYMMENE OYJ 0.09%
WALGREENS BOOTS ALLIANCE INC 0.09%
BALOISE HOLDING AG - REG 0.09%
TRIPADVISOR INC 0.09%
BANK LEUMI LE-ISRAEL 0.09%
BLUESCOPE STEEL LTD 0.09%
HUNTSMAN CORP 0.09%
THALES SA 0.09%
ASPEN TECHNOLOGY INC 0.09%
WELLS FARGO & CO 0.09%
BRIDGESTONE CORP 0.08%
BT GROUP PLC 0.08%
CARLSBERG AS-B 0.08%
ATHENE HOLDING LTD-CLASS A 0.08%
VERIZON COMM 04.3290 09/21/2028 0.08%
3I GROUP PLC 0.08%
WALT DISNEY CO/THE 0.08%
AXALTA COATING SYSTEMS LTD 0.08%
TAISEI CORP 0.08%
ASSOCIATED BRITISH FOODS PLC 0.08%
MASIMO CORP 0.08%
MEDIATEK INC 0.08%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.08%
STEEL DYNAMICS INC 0.08%
CAPGEMINI SE 0.08%
MITSUBISHI CORP 0.08%
NEW RESIDENTIAL INVESTMENT 0.08%
US FOODS HOLDING CORP 0.08%
DUKE REALTY CORP 0.08%
UNUM GROUP 0.08%
MARATHON PETROLEUM CORP 0.08%
BALL CORP 0.08%
PROLOGIS INC 0.08%
STACR 2016-DNA2 M3 07.0544 10/25/2028 0.08%
SPST 2018-5 A 03.1296 09/24/2019 0.07%
BANK OF AMERICA CORP 03.4990 05/17/2022 0.07%
FORTESCUE METALS GROUP LTD 0.07%
GARMIN LTD 0.07%
GNMA GII30 MA3736 03.5000 06/20/2046 0.07%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.07%
SOFTBANK GROUP CORP 0.07%
INFOSYS LTD 0.07%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.07%
ABU DHABI COMMERCIAL BANK 0.07%
BP PLC 0.07%
CAMDEN PROPERTY TRUST 0.07%
DEVON ENERGY CORP 0.07%
HOLOGIC INC 0.07%
INTERPUBLIC GROUP OF COS INC 0.07%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.07%
SPST 2018-8 A 03.1296 02/24/2020 0.07%
ALLISON TRANSMISSION HOLDING 0.07%
SUNNY FRIEND ENVIRONMENTAL T 0.07%
BRIXMOR PROPERTY GROUP INC 0.07%
NIELSEN HOLDINGS PLC 0.07%
UCB SA 0.07%
AMADEUS IT GROUP SA 0.07%
FAIR ISAAC CORP 0.07%
GENTING SINGAPORE LTD 0.07%
CHINA WATER AFFAIRS GROUP 0.07%
STORE CAPITAL CORP 0.07%
TREASURY BILL 00.0000 08/15/2019 0.07%
AVERY DENNISON CORP 0.06%
CNOOC LTD 0.06%
FIAT CHRYSLER AUTOMOBILES NV 0.06%
MEDICAL PROPERTIES TRUST INC 0.06%
NTT DOCOMO INC 0.06%
OMV AG 0.06%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.06%
ARKEMA 0.06%
GAMING AND LEISURE PROPERTIE 0.06%
HONG KONG EXCHANGES & CLEAR 0.06%
ING GROEP NV-CVA 0.06%
CARNIVAL PLC 0.06%
DEUTSCHE LUFTHANSA-REG 0.06%
FNMA FN30 TBA UMBS 03.0000 08/01/2049 0.06%
COMMERCIAL INTL BANK-GDR REG 0.06%
BLACK KNIGHT INC 0.06%
FACEBOOK INC-CLASS A 0.06%
FNMA FN30 TBA UMBS 04.5000 07/01/2049 0.06%
CK HUTCHISON HOLDINGS LTD 0.06%
KBC GROUP NV 0.06%
REINSURANCE GROUP OF AMERICA 0.06%
SUN HUNG KAI PROPERTIES 0.06%
US BANCORP 02.6250 01/24/2022 0.06%
CITIGROUP INC 03.6680 07/24/2028 0.06%
CREDICORP LTD 0.06%
JUBILANT FOODWORKS LTD 0.06%
NIPPON TELEGRAPH & TELEPHONE 0.06%
SL GREEN REALTY CORP 0.06%
COMPANHIA DE LOCACAO DAS AME 0.06%
FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 0.06%
LG HOUSEHOLD & HEALTH CARE 0.06%
SCENTRE GROUP 0.06%
HILL-ROM HOLDINGS INC 0.06%
POST HOLDINGS INC 0.06%
HENDERSON LAND DEVELOPMENT 0.06%
SANTOS LTD 0.06%
AT&T INC 03.8000 02/15/2027 0.06%
CLP HOLDINGS LTD 0.06%
INTERCONTINENTAL EXCHANGE IN 0.06%
OTSUKA CORP 0.06%
TELEDYNE TECHNOLOGIES INC 0.06%
TEXAS INSTRUMENTS INC 0.06%
CDX CDX.NA.IG.32 100.0 06/20/2024 0.05%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.05%
CHINA OVERSEAS LAND & INVEST 0.05%
KAJIMA CORP 0.05%
MOL HUNGARIAN OIL AND GAS PL 0.05%
NETEASE INC-ADR 0.05%
CDX CDX.NA.HY.32 500.0 06/20/2024 0.05%
DAIWA HOUSE INDUSTRY CO LTD 0.05%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.05%
ILLUMINA INC 0.05%
SUZUKEN CO LTD 0.05%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.05%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.05%
BAXTER INTERNATIONAL INC 0.05%
CAS 2016-C02 1M2 08.4044 09/25/2028 0.05%
CHEMED CORP 0.05%
FHLMC FH30G G08747 03.0000 02/01/2047 0.05%
GEOPARK LTD 0.05%
JONES LANG LASALLE INC 0.05%
LIBERTY PROPERTY TRUST 0.05%
AMERICAN ELECTRIC POWER 0.05%
HEALTHCARE TRUST OF AME-CL A 0.05%
HOCHTIEF AG 0.05%
IVANHOE MINES LTD-CL A 0.05%
MORGAN STANLEY 03.6250 01/20/2027 0.05%
NBK KK R US0003M P 04/27/20 BA 0.05%
NORTHROP GRUMMAN CORP 0.05%
TJX COMPANIES INC 0.05%
US BANCORP 0.05%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.05%
CHINA CONSTRUCTION BANK-H 0.05%
CIGNA CORP P/P 144A 03.7500 07/15/2023 0.05%
ENCOMPASS HEALTH CORP 0.05%
EQUINIX INC 0.05%
FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 0.05%
FNMA FN30 MA2863 UMBS 03.0000 01/01/2047 0.05%
TENCENT HOLDINGS LTD-UNS ADR 0.05%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.05%
AMERICAN FINANCIAL GROUP INC 0.05%
FISERV INC 04.2000 10/01/2028 0.05%
SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 0.05%
WALMART DE MEXICO SAB DE CV 0.05%
FIDELITY NATIONAL INFO SERV 0.05%
RAYTHEON COMPANY 0.05%
WILCON DEPOT INC 0.05%
AUTOZONE INC 0.05%
CTRIP.COM INTERNATIONAL-ADR 0.05%
ELANCO ANIMAL HEALTH 04.9000 08/28/2028 0.05%
LOGAN PROPERTY HOLDINGS CO L 0.05%
SPST 2018-3 A 03.1296 07/24/2019 0.05%
ALLIANCE GLOBAL GROUP INC 0.04%
AT&T INC 0.04%
CELANESE CORP 0.04%
FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 0.04%
INTER RAO UES PJSC 0.04%
PROOFPOINT INC 0.04%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.04%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.04%
FU SHOU YUAN INTERNATIONAL 0.04%
FUKUOKA FINANCIAL GROUP INC 0.04%
SOUTH32 LTD 0.04%
ABSA GROUP LTD 0.04%
CAS 2016-C01 1M2 09.1544 08/25/2028 0.04%
CHARLES RIVER LABORATORIES 0.04%
CHINA RAILWAY GROUP LTD-H 0.04%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.04%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.04%
ORACLE CORPORATION 02.2500 10/08/2019 0.04%
X 5 RETAIL GROUP NV-REGS GDR 0.04%
CIT GROUP INC. 05.2500 03/07/2025 0.04%
CROWN RESORTS LTD 0.04%
GUANGZHOU BAIYUN AIRPORT 144A/REGS WARRANT 04/10/2020 0.04%
SINO-AMERICAN SILICON PRODUC 0.04%
SPST 2019-3 A 03.1296 06/24/2020 0.04%
T-MOBILE US INC 0.04%
COSTAR GROUP INC 0.04%
ELECTRONIC ARTS INC 0.04%
GRUPO BIMBO SAB- SERIES A 0.04%
HEICO CORP 0.04%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.04%
NEXT PLC 0.04%
SUMITOMO MITSUI TRUST HOLDIN 0.04%
TAYLOR WIMPEY PLC 0.04%
CAS 2015-C04 1M2 08.1044 04/25/2028 0.04%
CITIGROUP INC 04.7500 05/18/2046 0.04%
COMM 2012-LC4 D P/P 144A 05.7227 12/10/2044 0.04%
DEUTSCHE BOERSE AG 0.04%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 0.04%
GENPACT LTD 0.04%
NEWS CORP - CLASS A 0.04%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.04%
UPL LTD 0.04%
ALFRESA HOLDINGS CORP 0.04%
ANGLO AMERICAN PLC 0.04%
ATACADAO SA 0.04%
AYALA LAND INC 0.04%
BOC HONG KONG HOLDINGS LTD 0.04%
COGNIZANT TECH SOLUTIONS-A 0.04%
COMCAST CORP 02.3500 01/15/2027 0.04%
DBUBS 2011-LC3A D P/P 144A 05.5115 08/10/2044 0.04%
DINO POLSKA SA 0.04%
DNB NOR ASA 0.04%
EXTENDED STAY AMERICA INC 0.04%
HUMANA INC 0.04%
POPULAR INC 0.04%
POYA INTERNATIONAL CO LTD 0.04%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.04%
EDELWEISS FINANCIAL SERVICES 0.04%
GRUPO FINANCIERO GALICIA-ADR 0.04%
GSMS 2014-GC22 C 04.8475 06/10/2047 0.04%
SAFARICOM PLC 0.04%
SWISSCOM AG-REG 0.04%
TELEPHONE AND DATA SYSTEMS 0.04%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.04%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.04%
CTCI CORP 0.04%
FUJITSU LTD 0.04%
GSMS 2010-C1 D P/P 144A 06.1971 08/10/2043 0.04%
JARDINE CYCLE & CARRIAGE LTD 0.04%
NESTLE INDIA LTD 0.04%
CAS 2015-C04 2M2 07.9544 04/25/2028 0.04%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.04%
KEI INDUSTRIES LTD 0.04%
MEDIPAL HOLDINGS CORP 0.04%
SHENZHOU INTERNATIONAL GROUP 0.04%
WFHET 2004-2 M1 03.3044 10/25/2034 0.04%
BANDAI NAMCO HOLDINGS INC 0.04%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.04%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.04%
ITAU UNIBANCO H-SPON PRF ADR 0.04%
JERONIMO MARTINS 0.04%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.04%
SBERBANK PJSC -SPONSORED ADR 0.04%
SERVICEMASTER GLOBAL HOLDING 0.04%
TCI CO LTD 0.04%
CLEAN TEQ HOLDINGS LTD 0.03%
GSMS 2011-GC3 D P/P 144A 05.8247 03/10/2044 0.03%
GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 0.03%
MONETA MONEY BANK AS 0.03%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.03%
TWO HARBORS INVESTMENT CORP 0.03%
UNITEDHEALTH GROUP INC 04.2500 04/15/2047 0.03%
WINTRUST FINANCIAL CORP 0.03%
YANDEX NV-A 0.03%
AT&T INC 04.1000 02/15/2028 0.03%
CURTISS-WRIGHT CORP 0.03%
DEUTSCHE POST AG-REG 0.03%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 0.03%
KAR AUCTION SERVICES INC 0.03%
KINDER MORGAN INC 04.3000 06/01/2025 0.03%
MWST 2019-1 A 03.2044 06/25/2052 0.03%
OUTFRONT MEDIA INC 0.03%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.03%
SONOCO PRODUCTS CO 0.03%
COBALT 27 CAPITAL CORP 0.03%
CSAIL 2015-C1 C 04.4364 04/15/2050 0.03%
DASSAULT AVIATION SA 0.03%
NVENT ELECTRIC PLC 0.03%
SG HOLDINGS CO LTD 0.03%
APPLE HOSPITALITY REIT INC 0.03%
CENTENE CORP 0.03%
COLRUYT SA 0.03%
DOUGLAS EMMETT INC 0.03%
IRB BRASIL RESSEGUROS SA 0.03%
JAZZ PHARMACEUTICALS PLC 0.03%
LIBERTY MEDIA COR-SIRIUSXM A 0.03%
MICROSOFT CORP 01.5500 08/08/2021 0.03%
OCCIDENTAL PETROLEUM CORP 0.03%
ENERGY TRANSFER OPERA 05.8750 01/15/2024 0.03%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.03%
GRAPE KING BIO LTD 0.03%
HUDSON PACIFIC PROPERTIES IN 0.03%
PULTEGROUP INC 0.03%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.03%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.03%
STACR 2015-DNA3 M2 05.2544 04/25/2028 0.03%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.03%
BPCE SA P/P 144A 04.5000 03/15/2025 0.03%
CBS CORP 04.2000 06/01/2029 0.03%
CHAILEASE HOLDING CO LTD 0.03%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.03%
FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 0.03%
FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 0.03%
KEURIG DR PEPPER INC 04.5970 05/25/2028 0.03%
KINDER MORGAN INC 0.03%
LOMA NEGRA CIA IND-SPON ADR 0.03%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029 0.03%
PINDUODUO INC-ADR 0.03%
ROSS STORES INC 0.03%
SARTORIUS STEDIM BIOTECH 0.03%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.03%
SWISS LIFE HOLDING AG-REG 0.03%
WIJAYA KARYA PERSERO TBK PT 0.03%
BROOKFIELD PROPERTY REIT I-A 0.03%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.03%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.03%
ESSITY AKTIEBOLAG-B 0.03%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.03%
MACQUARIE INFRASTRUCTURE COR 0.03%
NASPERS LTD-N SHS SPON ADR 0.03%
W.R. GRACE & CO 0.03%
AIR LEASE CORP 04.6250 10/01/2028 0.03%
BERKELEY GROUP HOLDINGS/THE 0.03%
BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 0.03%
EQUINIX INC 05.3750 05/15/2027 0.03%
FEDERATIVE REP OF BRAZIL USD 06.0000 04/07/2026 0.03%
FIDELITY NATL INFO SERV 03.7500 05/21/2029 0.03%
HCA HEALTHCARE INC 0.03%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.03%
HSBC HOLDINGS PLC 0.03%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.03%
STACR 2014-DN4 M3 06.9544 10/25/2024 0.03%
WEINGARTEN REALTY INVESTORS 0.03%
CVS HEALTH CORP 04.7800 03/25/2038 0.03%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.03%
JARIR AB R US0001M P 03/30/20 BA 0.03%
MOTA ENGIL SGPS SA 0.03%
MWST 2018-W1 A 03.2544 11/25/2051 0.03%
NUANCE COMMUNICATIONS INC 0.03%
TPAT 2018-SL1 A P/P 144A 03.0044 01/25/2046 0.03%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.03%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.02%
CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 0.02%
CITIGROUP INC 02.6500 10/26/2020 0.02%
ORACLE CORP 05.3750 07/15/2040 0.02%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.02%
UGI CORP 0.02%
WESCO INTERNATIONAL INC 0.02%
WFRBS 2011-C2 D P/P 144A 05.8388 02/15/2044 0.02%
CAS 2016-C01 2M2 09.3544 08/25/2028 0.02%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.02%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.02%
PFIZER INC 01.7000 12/15/2019 0.02%
UBS GROUP FUNDIN P/P 144A 04.2530 03/23/2028 0.02%
AFREECATV CO LTD 0.02%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.02%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.02%
COMM 2010-C1 D P/P 144A 06.2870 07/10/2046 0.02%
CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 0.02%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.02%
MICROCHIP TECH INC 04.3330 06/01/2023 0.02%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.02%
STACR 2016-HQA3 M3 06.2544 03/25/2029 0.02%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.02%
UNITED MEXICAN STATES USD 04.5000 04/22/2029 0.02%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.02%
BANK TABUNGAN PENSIUNAN NASI 0.02%
BOLIDEN AB 0.02%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.02%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.02%
DOLLAR TREE INC 0.02%
EQUITY RESIDENTIAL TR REIT 0.02%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.02%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.02%
STACR 2018-HQA1 M2 04.7044 09/25/2030 0.02%
SYNOPSYS INC 0.02%
UNITEDHEALTH GROUP INC 0.02%
ALPHABET INC 03.6250 05/19/2021 0.02%
APPLE INC 02.0000 05/06/2020 0.02%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.02%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.02%
GSMS 2011-GC3 C P/P 144A 05.8247 03/10/2044 0.02%
LEAR CORP 03.8000 09/15/2027 0.02%
LOEWS CORP 0.02%
MITSUBISHI UFJ LEASE & FINAN 0.02%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.02%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.02%
STACR 2016-HQA2 M3 07.5544 11/25/2028 0.02%
APPLE INC 04.2500 02/09/2047 0.02%
APPLE INC 04.3750 05/13/2045 0.02%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.02%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
DISH DBS CORP 05.8750 11/15/2024 0.02%
FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 0.02%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.02%
I-SENS INC 0.02%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.02%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.02%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.02%
ROYAL BK SCOTLND GRP PLC USD 04.8000 04/05/2026 0.02%
SERVICE CORPORATION INTL 04.6250 12/15/2027 0.02%
STACR 2019-DNA2 M2 04.8544 03/25/2049 0.02%
TAPESTRY INC 0.02%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.02%
UNITEDHEALTH GROUP INC 03.1500 06/15/2021 0.02%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.02%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.02%
BROTHER INDUSTRIES LTD 0.02%
CAS 2015-C03 2M2 07.4044 07/25/2025 0.02%
JPMORGAN CHASE & CO 02.2500 01/23/2020 0.02%
MICROSOFT CORP 02.4000 08/08/2026 0.02%
MORGAN STANLEY 02.6500 01/27/2020 0.02%
RAYTHEON COMPANY 02.5000 12/15/2022 0.02%
WALT DISNEY COMPANY P/P 144A 04.7500 11/15/2046 0.02%
AZUL SA-ADR 0.02%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.02%
CFCRE 2011-C1 D P/P 144A 06.2719 04/15/2044 0.02%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.02%
FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 0.02%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.02%
MSBAM 2014-C17 C 04.6549 08/15/2047 0.02%
NETFLIX INC. 05.8750 11/15/2028 0.02%
SALESFORCE.COM INC 03.7000 04/11/2028 0.02%
SHERWIN-WILLIAMS CO/THE 0.02%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.02%
WFHET 2005-2 M9 04.8044 12/25/2034 0.02%
WFRBS 2012-C10 AS 03.2410 12/15/2045 0.02%
AMAZON.COM INC. 02.5000 11/29/2022 0.02%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.02%
DUKE ENERGY OHIO INC 03.6500 02/01/2029 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%
GLENCORE PLC 0.02%
HILONG HOLDING LTD 0.02%
MAXIM INTEGRATED PRODUCTS 0.02%
MICROSOFT CORP 03.7000 08/08/2046 0.02%
MSC 2012-C4 D P/P 144A 05.6003 03/15/2045 0.02%
STACR 2019-HQA2 M2 04.4544 04/25/2049 0.02%
STAPLES INC P/P 144A 07.5000 04/15/2026 0.02%
TOTAL SYSTEM SERVICES IN 04.0000 06/01/2023 0.02%
UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 0.02%
WESFARMERS LTD 0.02%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.02%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.02%
ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 0.02%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 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%
CHINA TRADITIONAL CHINESE ME 0.02%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.02%
LABORATORY CRP OF AMER HLDGS 0.02%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.02%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.02%
STACR 2014-HQ2 M3 06.1544 09/25/2024 0.02%
STACR 2017-DNA1 M2 05.6544 07/25/2029 0.02%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.02%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024 0.02%
WFRBS 2011-C3 D P/P 144A 05.8555 03/15/2044 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%
AMAZON.COM INC 03.1500 08/22/2027 0.02%
APPLE INC 02.8500 05/11/2024 0.02%
CAS 2016-C04 1M2 06.6544 01/25/2029 0.02%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 0.02%
CIT GROUP INC 05.0000 08/01/2023 0.02%
EQT CORP 03.9000 10/01/2027 0.02%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.02%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.02%
MSAC 2004-HE6 M1 03.2294 08/25/2034 0.02%
MSBAM 2014-C15 D P/P 144A 05.0745 04/15/2047 0.02%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.02%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.02%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.02%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.02%
NRG P/P 144A 03.7500 06/15/2024 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%
PNC BANK NA 02.0000 05/19/2020 0.02%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.02%
SPRINT CORP 07.1250 06/15/2024 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%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.01%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.01%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.01%
BUPA AB R US0001M P 12/05/19 BA 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%
CISCO SYSTEMS INC 02.2000 02/28/2021 0.01%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.01%
ECOLAB INC 0.01%
EUTELSAT COMMUNICATIONS 0.01%
FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 0.01%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.01%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.01%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.01%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.01%
LNSTR 2015-3 B P/P 144A 03.2727 04/20/2048 0.01%
MERCK & CO INC 01.8500 02/10/2020 0.01%
MIRVAC GROUP 0.01%
MORGAN STANLEY 02.7500 05/19/2022 0.01%
NRZT 2018-4A A1M 03.3044 01/25/2048 0.01%
SWIRE PROPERTIES LTD 0.01%
TARGA RESOURCES PART 05.0000 01/15/2028 0.01%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.01%
VERIZON COMM 04.6720 03/15/2055 0.01%
WAMU 2005-AR1 A2A1 03.0844 01/25/2045 0.01%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.01%
AMDOCS LTD 0.01%
AMGEN INC 02.6000 08/19/2026 0.01%
ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 0.01%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.01%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.01%
CAS 2017-C01 1M2 05.9544 07/25/2029 0.01%
CDK GLOBAL INC 0.01%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.01%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.01%
EQUINOR ASA USD 02.9000 11/08/2020 0.01%
FRONTIER COMM 11.0000 09/15/2025 0.01%
GOOGLE INC 03.3750 02/25/2024 0.01%
GSMS 2013-GC16 D P/P 144A 05.4877 11/10/2046 0.01%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.01%
IMM 2004-7 1A1 03.1444 11/25/2034 0.01%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.01%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.01%
KINDER MORGAN INC 03.1500 01/15/2023 0.01%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.01%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.01%
PFIZER INC 01.9500 06/03/2021 0.01%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.01%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.01%
T-MOBILE USA INC 05.3750 04/15/2027 0.01%
UBSCM 2012-C1 C P/P 144A 05.7280 05/10/2045 0.01%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.01%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.01%
WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 0.01%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.01%
AMERICAN HOME 4 RENT 0.01%
ANALOG DEVICES INC 02.8500 03/12/2020 0.01%
ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 0.01%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.01%
BMIR 2018-2A M1B P/P 144A 03.7544 08/25/2028 0.01%
BUPA AB R US0001M P 04/27/20 BA 0.01%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 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%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.01%
COLGATE-PALMOLIVE CO 0.01%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.01%
ECOLAB INC 02.7000 11/01/2026 0.01%
HCA INC 04.1250 06/15/2029 0.01%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.01%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.01%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.01%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.01%
IVORY COAST REGS 05.3750 07/23/2024 0.01%
JPMCC 2013-LC11 C 03.9582 04/15/2046 0.01%
MSC 2012-C4 C P/P 144A 05.6003 03/15/2045 0.01%
MSC 2016-BNK2 C 04.0371 11/15/2049 0.01%
OSHKOSH CORP 05.3750 03/01/2025 0.01%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.01%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.01%
QIAGEN N.V. 0.01%
QUEST DIAGNOSTICS INC 0.01%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.01%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.01%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.01%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.01%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.01%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 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%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.01%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.01%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.01%
WFCM 2016-BNK1 C 03.0710 08/15/2049 0.01%
AES CORP/THE 05.1250 09/01/2027 0.01%
ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 0.01%
ANTHEM INC 0.01%
AT&T INC 04.3500 03/01/2029 0.01%
AT&T INC 04.7500 05/15/2046 0.01%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.01%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.01%
CGCMT 2013-GC17 AS 04.5440 11/10/2046 0.01%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.01%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.01%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.01%
COMM 2014-CR20 XA IO 01.2546 11/10/2047 0.01%
CWL 2004-5 2A 02.9044 10/25/2034 0.01%
EOG RESOURCES INC 02.6250 03/15/2023 0.01%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.01%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.01%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.01%
IVORY COAST REGS 06.1250 06/15/2033 0.01%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.01%
JPMBB 2014-C23 AS 04.2016 09/15/2047 0.01%
KERRY PROPERTIES LTD 0.01%
MICROSOFT CORP 02.4000 02/06/2022 0.01%
NAVISTAR INTL TLB L+350 05.8900 11/06/2024 0.01%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.01%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.01%
SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 0.01%
SERVICE CORP INTL 05.1250 06/01/2029 0.01%
STAPLES INC P/P 144A 10.7500 04/15/2027 0.01%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.01%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.01%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.01%
WFCM 2012-LC5 D P/P 144A 04.9194 10/15/2045 0.01%
WFRBS 2014-C19 AS 04.2710 03/15/2047 0.01%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.01%
AIR LEASE CORP 03.6250 04/01/2027 0.01%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.01%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.01%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.01%
CAS 2014-C03 2M2 05.3044 07/25/2024 0.01%
CFCRE 2011-C2 D P/P 144A 05.9393 12/15/2047 0.01%
CITIGROUP INC 02.9000 12/08/2021 0.01%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.01%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 0.01%
DUKE ENERGY CORP 03.1500 08/15/2027 0.01%
ENBRIDGE INC USD 04.2500 12/01/2026 0.01%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 0.01%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.01%
FISERV INC 0.01%
FISERV INC 03.5000 07/01/2029 0.01%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.01%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.01%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.01%
GNR 2016-135 PI IO 04.0000 05/20/2046 0.01%
GREIF INC P/P 144A 06.5000 03/01/2027 0.01%
GSMS 2013-GC13 AS P/P 144A 04.2185 07/10/2046 0.01%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.01%
JPMBB 2013-C14 C 04.7134 08/15/2046 0.01%
KONINKLIJKE PHILIPS NV 0.01%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.01%
NUTRIEN LTD USD 04.1250 03/15/2035 0.01%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.01%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.01%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.01%
UDR INC 0.01%
VERTEX PHARMACEUTICALS INC 0.01%
WFCM 2013-LC12 C 04.4208 07/15/2046 0.01%
ZOETIS INC 03.9000 08/20/2028 0.01%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.01%
AMCOR PLC 0.01%
AMGEN INC 04.6630 06/15/2051 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 2018-BN10 XA IO 00.8889 02/15/2061 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BMW US CAPITAL LLC P/P 144A 02.8000 04/11/2026 0.01%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.01%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
CAS 2018-C05 1M2 04.7544 01/25/2031 0.01%
CBS CORP 02.9000 01/15/2027 0.01%
CFCRE 2016-C4 XA IO 01.8823 05/10/2058 0.01%
COMM 2014-CR17 C 04.9513 05/10/2047 0.01%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.01%
CSAIL 2015-C1 XA IO 01.0389 04/15/2050 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%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.01%
ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 0.01%
FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 0.01%
FOX CORP P/P 144A 04.0300 01/25/2024 0.01%
GNR 2016-H16 EI IO 02.2306 06/20/2066 0.01%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.01%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.01%
HUSKY TLB L+300 05.4024 03/28/2025 0.01%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
IPSEN 0.01%
JARIR AB R US0001M P 04/06/20 BA 0.01%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.01%
JPMBB 2014-C22 C 04.7093 09/15/2047 0.01%
JPMBB 2014-C23 D P/P 144A 04.1177 09/15/2047 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MCDONALD'S CORP 0.01%
MERCK & CO INC 03.7000 02/10/2045 0.01%
MEREDITH CORP 06.8750 02/01/2026 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.01%
ORACLE CORP 02.6500 07/15/2026 0.01%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.01%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.01%
SCH AB R US0001M P 04/20/20 BA 0.01%
SCH AB R US0001M P 04/27/20 BA 0.01%
STARWOOD PROPERTY TRUST INC 0.01%
T-MOBILE USA INC 06.3750 03/01/2025 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%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.01%
WASTE CONNECTIONS INC 03.5000 05/01/2029 0.01%
WFRBS 2012-C9 AS 03.3880 11/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 0.01%
ALPHABET INC 01.9980 08/15/2026 0.01%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.01%
ARRW 2018-1 A3 04.1570 04/25/2048 0.01%
AVAYA TLB L+425 06.7226 12/15/2024 0.01%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 0.01%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 0.01%
BOMBARDIER INC P/P 144A 07.8750 04/15/2027 0.01%
BP CAP MARKETS AMERICA 03.9370 09/21/2028 0.01%
BRAND ENERGY TL L+425 06.7871 06/21/2024 0.01%
BRIGHT HORIZONS FAMILY SOLUT 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029 0.01%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.01%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 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%
GNR 2011-135 DI IO 05.0000 04/16/2040 0.01%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.01%
GREAT LAKES D&D 08.0000 05/15/2022 0.01%
GSMS 2015-GC30 XA IO 00.9802 05/10/2050 0.01%
HCA INC 05.0000 03/15/2024 0.01%
HCA INC 06.5000 02/15/2020 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
ITRON INC P/P 144A 05.0000 01/15/2026 0.01%
JPMCC 2012-C6 E P/P 144A 05.3202 05/15/2045 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
L3 TECHNOLOGIES INC 04.4000 06/15/2028 0.01%
LBMLT 2004-5 A5 02.9644 09/25/2034 0.01%
MARSH & MCLENNAN COS INC 04.3750 03/15/2029 0.01%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
MERCK & CO INC 02.9000 03/07/2024 0.01%
NCHET 2003-4 M1 03.5294 10/25/2033 0.01%
NOK/USD 09/18/2019 BCAP-FX 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029 0.01%
OBX 2018-EXP1 1A3 04.0000 04/25/2048 0.01%
PQ CORP P/P 144A 05.7500 12/15/2025 0.01%
REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 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%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.01%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.01%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
UBSBB 2012-C2 D P/P 144A 05.0481 05/10/2063 0.01%
US CONCRETE INC 06.3750 06/01/2024 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 2012-C8 AS 03.6600 08/15/2045 0.01%
WFRBS 2013-C16 AS 04.6680 09/15/2046 0.01%
ABBVIE INC 02.5000 05/14/2020 0.01%
ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 0.01%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 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%
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%
BUPA AB R US0001M P 10/17/19 BA 0.01%
BUPA AB R US0001M P 11/12/19 BA 0.01%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.01%
CAS 2019-R02 1M2 04.7044 08/25/2031 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%
CISCO SYSTEMS INC 02.5000 09/20/2026 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%
EQUITY COMMONWEALTH 0.01%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.01%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.01%
GENTEX CORP 0.01%
GNMA GII30 AW8447 04.3220 05/20/2067 0.01%
HMBT 2004-2 A1 03.1444 12/25/2034 0.01%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.01%
LIBERTY MEDIA COR-SIRIUSXM C 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%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.01%
MLMI 2005-A2 A2 04.4525 02/25/2035 0.01%
NABORS INDUSTRIES INC. 05.7500 02/01/2025 0.01%
NEWELL BRANDS INC 04.2000 04/01/2026 0.01%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.01%
ORACLE CORP 02.5000 05/15/2022 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%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.01%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.01%
PFIZER INC 03.0000 12/15/2026 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.01%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 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%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.01%
TOTAL SYSTEM SERVICES INC 0.01%
UNITED AIRLINES HOLDINGS INC 0.01%
UNITEDHEALTH GROUP INC 02.8750 03/15/2022 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%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 0.01%
APPLE INC 02.8500 05/06/2021 0.01%
ARCELORMITTAL USD 07.0000 10/15/2039 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 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%
BGC PARTNERS INC 05.1250 05/27/2021 0.01%
BOYD GAMING CORP 06.3750 04/01/2026 0.01%
BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 0.01%
BROADRIDGE FINANCIAL SOLUTIO 0.01%
BUDGET AB R US0001M P 04/08/20 BA 0.01%
BUPA AB R US0001M P 10/16/19 BA 0.01%
BUPA AB R US0001M P 10/21/19 BA 0.01%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2014-C04 1M2 07.3044 11/25/2024 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 CORP 04.6000 01/15/2045 0.01%
CINEMARK USA INC 04.8750 06/01/2023 0.01%
CITIGROUP INC 03.8870 01/10/2028 0.01%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 0.01%
CMLTI 2005-2 1A2A 04.9214 05/25/2035 0.01%
COMCAST CORP 03.9690 11/01/2047 0.01%
COMM 2013-CR10 XA IO 00.8402 08/10/2046 0.01%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.01%
COMM 2014-UBS4 XA IO 01.2897 08/10/2047 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%
EQUITY LIFESTYLE PROPERTIES 0.01%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 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 04.6250 04/29/2024 0.01%
GNMA GII30 AY4779 04.5080 03/20/2067 0.01%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.01%
IMM 2004-6 1A2 03.1844 10/25/2034 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
JO-ANN STORES 2NDL L+925 11.7272 05/21/2024 0.01%
KEURIG DR PEPPER INC 04.4170 05/25/2025 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%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MSC 2011-C3 D P/P 144A 05.2816 07/15/2049 0.01%
NOK/USD 09/18/2019 GSFX 0.01%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.01%
QORVO INC 05.5000 07/15/2026 0.01%
QUALCOMM INC 0.01%
REGENERON PHARMACEUTICALS 0.01%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.01%
SPRINT CORP 07.2500 09/15/2021 0.01%
STARWOOD PROP TR 04.7500 03/15/2025 0.01%
TERADATA CORP 0.01%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.01%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 0.01%
WAMU 2005-AR8 2A1A 02.9844 07/25/2045 0.01%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.01%
WPX ENERGY INC 05.7500 06/01/2026 0.01%
AGL ENERGY LTD 0.00%
AIR LEASE CORP 02.5000 03/01/2021 0.00%
AMC ENT HOLDIN 05.8750 11/15/2026 0.00%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.00%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 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%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.00%
CALIFORNIA RESOURC TL L+475 07.1524 12/31/2022 0.00%
CAS 2015-C01 1M2 06.7044 02/25/2025 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%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.00%
COMM 2013-CR11 XA IO 01.1005 08/10/2050 0.00%
COMSTOCK RESOURCES 09.7500 08/15/2026 0.00%
CORELOGIC INC 0.00%
EMLT 2004-1 M2 03.8294 01/25/2034 0.00%
FHR 3829 AS IO 04.5558 03/15/2041 0.00%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.00%
GNR 2013-99 AS IO 03.6671 06/20/2043 0.00%
GNR 2017-123 JI IO 04.0000 08/20/2046 0.00%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 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%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.00%
MERCER INTL INC USD 06.5000 02/01/2024 0.00%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.00%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.00%
NETFLIX INC 04.8750 04/15/2028 0.00%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 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%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.00%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.00%
SERVICE CORP INTL 05.3750 05/15/2024 0.00%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.00%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.00%
SPRINT CORP 07.8750 09/15/2023 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%
TRANSDIGM INC. 06.5000 07/15/2024 0.00%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.00%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.00%
USA COMPRESSION PART 06.8750 04/01/2026 0.00%
USI INC/NY P/P 144A 06.8750 05/01/2025 0.00%
VISTRA OPERATION P/P 144A 05.0000 07/31/2027 0.00%
WAMU 2004-AR13 A2B 03.2844 11/25/2034 0.00%
WAMU 2005-AR2 1A1A 02.7344 01/25/2045 0.00%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 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%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.00%
ANTERO RESOURCES CORP 05.0000 03/01/2025 0.00%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.00%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.00%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 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%
BIOGEN INC 03.6250 09/15/2022 0.00%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 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%
CAD/USD 07/17/2019 BANKAM 0.00%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.00%
CAS 2015-C02 2M2 06.4044 05/25/2025 0.00%
CHF/USD 09/18/2019 JPMCB 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%
COMCAST CORP 03.1500 03/01/2026 0.00%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026 0.00%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.00%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.00%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 0.00%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.00%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.00%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.00%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.00%
EUR/USD 09/18/2019 HSBCB 0.00%
FHR 4096 MI IO 04.0000 01/15/2042 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%
GNR 2015-H25 BI IO 01.9048 10/20/2065 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%
GSMS 2014-GC18 C 05.1566 01/10/2047 0.00%
HOLOGIC INC P/P 144A 04.3750 10/15/2025 0.00%
HOME DEPOT INC 02.6250 06/01/2022 0.00%
HYATT HOTELS CORP 04.8500 03/15/2026 0.00%
JPMBB 2013-C12 XA IO 00.6150 07/15/2045 0.00%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.00%
JPY/USD 08/21/2019 BANKAM 0.00%
KANSAI ELECTRIC POWER CO INC 0.00%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.00%
MASTEC INC 04.8750 03/15/2023 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
MFA FINANCIAL INC 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%
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%
PULTEGROUP INC 05.5000 03/01/2026 0.00%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.00%
SCH AB R US0001M P 04/09/20 BA 0.00%
SCH AB R US0001M P 04/13/20 BA 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%
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 06.0000 10/01/2020 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%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.00%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.00%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.00%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.00%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.00%
WAMU 2005-AR1 A1B 03.1844 01/25/2045 0.00%
WAMU 2005-AR2 1A1B 02.7944 01/25/2045 0.00%
WAMU 2005-AR8 2AB3 03.1244 07/25/2045 0.00%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.00%
WESTROCK MWV LLC 08.2000 01/15/2030 0.00%
WFCM 2016-LC25 XA IO 01.1524 12/15/2059 0.00%
WFRBS 2011-C4 E P/P 144A 05.3968 06/15/2044 0.00%
WFRBS 2012-C10 XA IO P/P 144A 01.7032 12/15/2045 0.00%
WFRBS 2013-C15 D P/P 144A 04.6216 08/15/2046 0.00%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.00%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.00%
AES CORP/THE 05.5000 04/15/2025 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.00%
APPLE INC 03.8500 05/04/2043 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%
AT&T INC 02.9500 07/15/2026 0.00%
AUTONATION INC. 05.5000 02/01/2020 0.00%
BANK OF AMERICA CORP 02.1510 11/09/2020 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%
BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 0.00%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.00%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.00%
BP CAP MARKETS AMERICA 03.1190 05/04/2026 0.00%
BUDGET AB R US0001M P 04/13/20 BA 0.00%
BUPA AB R US0001M P 04/30/20 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%
CBRE SERVICES INC 04.8750 03/01/2026 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%
CHEMOURS CO 07.0000 05/15/2025 0.00%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 0.00%
CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 0.00%
CROWN AMER/CAP 04.7500 02/01/2026 0.00%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.00%
CVS HEALTH CORP 03.7000 03/09/2023 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%
ENERGY TRANSFER OPERATNG 05.5000 06/01/2027 0.00%
ENSCO ROWAN PLC USD 07.7500 02/01/2026 0.00%
EOG RESOURCES INC 04.1500 01/15/2026 0.00%
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%
FHR 4546 PI IO 04.0000 12/15/2045 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%
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%
JPMBB 2013-C17 XA IO 00.9310 01/15/2047 0.00%
JPMCC 2013-LC11 X IO 01.4034 04/15/2046 0.00%
JPY/USD 08/21/2019 CITI 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.00%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.00%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.00%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.00%
MERCER INTL INC USD 05.5000 01/15/2026 0.00%
MITSUBISHI GAS CHEMICAL CO 0.00%
MSBAM 2013-C8 B 03.6966 12/15/2048 0.00%
MSCI EAFE SEP19 MFSU9 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%
NOK/USD 09/18/2019 RBSF 0.00%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.00%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.00%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 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%
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%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.00%
SCH AB R US0001M P 04/06/20 BA 0.00%
SCH AB R US0001M P 04/13/20 BA 0.00%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.00%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 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%
THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 0.00%
TRANSOCEAN INC 07.5000 04/15/2031 0.00%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.00%
UBSBB 2012-C4 XA IO P/P 144A 01.7835 12/10/2045 0.00%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.00%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.00%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.00%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.00%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.00%
VMWARE INC 03.9000 08/21/2027 0.00%
WAMU 2005-AR13 A1B3 02.7644 10/25/2045 0.00%
WAMU 2005-AR19 A1A2 02.6944 12/25/2045 0.00%
WAMU 2005-AR2 2A2B 02.7844 01/25/2045 0.00%
WAMU 2006-AR4 1A1A 03.4217 05/25/2046 0.00%
WEYERHAEUSER CO 07.3750 03/15/2032 0.00%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.00%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.00%
2.25 R ISWP FWD US0003M P 09/18/2049 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%
AMGEN INC 03.4500 10/01/2020 0.00%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.00%
ANTERO RESOURCES 05.3750 11/01/2021 0.00%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.00%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.00%
BERRY GLOBAL INC 05.1250 07/15/2023 0.00%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 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%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 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 2018-C01 1M2 04.6544 07/25/2030 0.00%
CBRE SERVICES INC 05.2500 03/15/2025 0.00%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.00%
CENTENE CORP 06.1250 02/15/2024 0.00%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.00%
CHEMOURS CO 06.6250 05/15/2023 0.00%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.00%
CHEVRON CORP 02.1000 05/16/2021 0.00%
CIGNA HOLDING CO 04.5000 03/15/2021 0.00%
CITIGROUP INC 04.6000 03/09/2026 0.00%
COMM 2014-CR17 XA IO 01.1511 05/10/2047 0.00%
COMM 2014-UBS6 XA IO 01.0876 12/10/2047 0.00%
COMMSCOPE INC P/P 144A 05.5000 03/01/2024 0.00%
CPG INTL TL L+375 05.9332 05/05/2024 0.00%
CROWN CASTLE INTL CORP 03.1500 07/15/2023 0.00%
CSX CORP 04.1000 03/15/2044 0.00%
DEERE & COMPANY 02.6000 06/08/2022 0.00%
DENBURY RESOURCES P/P 144A 07.7500 02/15/2024 0.00%
DKK/USD 09/18/2019 CITI 0.00%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.00%
EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 0.00%
EMPIRE STATE REALTY TRUST-A 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%
GFL ENVIRONMENTAL TLB L+300 05.4024 05/31/2025 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%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.00%
HCA INC 05.2500 06/15/2026 0.00%
HCA INC 05.5000 06/15/2047 0.00%
IAA INC P/P 144A 05.5000 06/15/2027 0.00%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.00%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
ISTAR INC. 05.2500 09/15/2022 0.00%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.00%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.00%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.00%
JPMBB 2014-C19 XA IO 00.9548 04/15/2047 0.00%
JPY/USD 08/21/2019 JPMCB 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%
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%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 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%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.00%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.00%
NOK/USD 09/18/2019 BANKAM 0.00%
NOK/USD 09/18/2019 SSBT 0.00%
NRG ENERGY INC 05.7500 01/15/2028 0.00%
NRG ENERGY INC. 07.2500 05/15/2026 0.00%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.00%
ORACLE CORP 02.5000 10/15/2022 0.00%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.00%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 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%
REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 0.00%
ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 0.00%
S&P GLOBAL INC 04.4000 02/15/2026 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%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.00%
T-MOBILE USA INC 04.5000 02/01/2026 0.00%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 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%
UBSBB 2012-C3 C P/P 144A 05.1984 08/10/2049 0.00%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.00%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 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 03.3000 11/18/2021 0.00%
WALT DISNEY COMPANY P/P 144A 03.0000 09/15/2022 0.00%
WAMU 2004-AR13 A1B2 03.3844 11/25/2034 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%
WESTROCK MWV LLC 07.9500 02/15/2031 0.00%
WFMBS 2005-AR10 1A2 04.9232 06/25/2035 0.00%
WFRBS 2012-C9 XA IO P/P 144A 02.0650 11/15/2045 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.00%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.00%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.00%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 0.00%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.00%
APPALACHIAN POWER CO 04.6000 03/30/2021 0.00%
APPLE INC 03.4500 05/06/2024 0.00%
ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
AUD/USD 07/17/2019 WPAC 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
AVAYA HOLDINGS CORP 0.00%
BANK OF AMERICA CORP 03.0040 12/20/2023 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.00%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
BUDGET AB R US0001M P 04/27/20 BA 0.00%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.00%
CALPINE CORPORATION 05.7500 01/15/2025 0.00%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.00%
CAS 2015-C02 1M2 06.4044 05/25/2025 0.00%
CENTENE CORP 04.7500 05/15/2022 0.00%
CHF/USD 09/18/2019 BCAP-FX 0.00%
CIT GROUP INC. 05.0000 08/15/2022 0.00%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS 0.00%
COMCAST CORP 04.0490 11/01/2052 0.00%
COMCAST CORP 06.5000 11/15/2035 0.00%
COMM 2012-LC4 XA IO P/P 144A 02.2898 12/10/2044 0.00%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.00%
CON EDISON CO OF NY INC 04.2000 03/15/2042 0.00%
CONTINENTAL RESOURCES 05.0000 09/15/2022 0.00%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.00%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.00%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.00%
ECOLAB INC 03.2500 12/01/2027 0.00%
ELDORADO RESORTS INC 06.0000 09/15/2026 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 0.00%
EPR PROPERTIES 05.7500 CUM CV PFD 0.00%
EQUINOR ASA USD 05.1000 08/17/2040 0.00%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.00%
EUR/USD 09/18/2019 GSFX 0.00%
EUR/USD 09/18/2019 SSBT 0.00%
FIDELITY NATIONAL INFORM 03.0000 08/15/2026 0.00%
FIFTH THIRD BANCORP 05.1000 12/29/2049 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%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 CG 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.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 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.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 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 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 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%
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CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
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CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
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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 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 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%
JPMBB 2014-C25 XA IO 01.0790 11/15/2047 0.00%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.00%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.00%
KEANE GROUP TLB L+375 06.3125 05/25/2025 0.00%
KRW/USD 11/20/2019 GSFX 0.00%
KRW/USD 11/20/2019 HSBCB 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.7745 09/15/2039 0.00%
MARATHON PETRO CORP 06.5000 03/01/2041 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
MET LIFE GLOB FUND P/P 144A 01.5500 09/13/2019 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
MLMI 2005-A10 A 02.6144 02/25/2036 0.00%
MORGAN STANLEY 04.3750 01/22/2047 0.00%
MSBAM 2012-C6 D P/P 144A 04.7621 11/15/2045 0.00%
MSBAM 2013-C7 XA IO 01.4872 02/15/2046 0.00%
MSBAM 2014-C18 C 04.6249 10/15/2047 0.00%
MSBAM 2015-C25 XA IO 01.2592 10/15/2048 0.00%
MWO HOLDINGS LLC 0.00%
MXN/USD 10/16/2019 BANKAM 0.00%
NATIONAL AUSTRALIA B P/P 144A 03.1406 12/09/2019 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 09/18/2019 HSBCB 0.00%
NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 0.00%
NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 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%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.00%
PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.00%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 0.00%
RUB/USD 09/18/2019 GSFX 0.00%
S&P GLOBAL INC 02.9500 01/22/2027 0.00%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.00%
SEK/USD 09/18/2019 JPMCB 0.00%
SEK/USD 09/18/2019 RBSF 0.00%
SKANDINAVISKA ENSKILDA USD 02.6250 03/15/2021 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
STACR 2014-HQ3 M3 07.1544 10/25/2024 0.00%
STACR 2016-DNA1 M3 07.9544 07/25/2028 0.00%
STACR 2016-DNA3 M3 07.4044 12/25/2028 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%
TREASURY BILL 00.0000 07/11/2019 0.00%
TREASURY BILL 00.0000 08/06/2019 0.00%
TWD/USD 08/21/2019 GSFX 0.00%
TWD/USD 08/21/2019 RBSF 0.00%
TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 0.00%
TXU TCEH RIGHTS 0.00%
UBSBB 2013-C6 XA IO P/P 144A 01.2685 04/10/2046 0.00%
UBSCM 2017-C7 XA IO 01.2173 12/15/2050 0.00%
WALT DISNEY COMPAN P/P 144A 04.7500 09/15/2044 0.00%
WAMU 2005-AR6 2AB2 03.1444 04/25/2045 0.00%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.00%
WFRBS 2011-C4 D P/P 144A 05.3968 06/15/2044 0.00%
WFRBS 2012-C6 AS 03.8350 04/15/2045 0.00%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.00%
WFRBS 2014-C22 XA IO 00.9737 09/15/2057 0.00%
WFRBS 2014-C24 XA IO 01.0129 11/15/2047 0.00%
WILLIAMS COMPANIES INC 03.6000 03/15/2022 0.00%
1.80 R ISWP FWD US0003M P 09/18/2024 -0.00%
2.05 R ISWP FWD US0003M P 09/18/2029 -0.00%
AUD/USD 07/17/2019 JPMCB -0.00%
CAD/USD 07/17/2019 CITI -0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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%
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%
GBP/USD 09/18/2019 UBS -0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -0.00%
NZD/USD 07/17/2019 BCAP-FX -0.00%
AUD/JPY PUT 69.00 20190917 HSBCB -0.00%
JPY/USD 08/21/2019 HSBCB -0.00%
SEK/USD 09/18/2019 SSBT -0.00%
SEK/USD 09/18/2019 UBS -0.00%
EUR/USD 09/18/2019 BCAP-FX -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%
CNH/USD 08/21/2019 HSBCB -0.00%
JPY/USD 08/21/2019 RBSF -0.00%
NOK/USD 09/18/2019 JPMCB -0.00%
SEK/USD 09/18/2019 GSFX -0.00%
CAD/USD 07/17/2019 JPMCB -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -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 RBSF -0.01%
AUD/USD 07/17/2019 UBS -0.01%
AUD/USD 07/17/2019 HSBCB -0.01%
JPY/USD 08/21/2019 SSBT -0.01%
RU10INTR P US0003M R 11/26/19 CI -4.08%
US 10YR NOTE (CBT)SEP19 TYU9 -8.79%

Prior top holdings

Top holdings as of 07/31/19
Putnam Retirement Advantage GAA Growth Trust 96.78%
Putnam Money Market Portfolio 2.05%
Putnam Retirement Advantage GAA Balanced Trust 1.20%
Top holdings as of 05/31/19
Putnam Retirement Advantage GAA Growth Trust 96.74%
Putnam Money Market Portfolio 2.08%
Putnam Retirement Advantage GAA Balanced Trust 1.21%
Top holdings as of 04/30/19
Putnam Retirement Advantage GAA Growth Trust 96.84%
Putnam Money Market Portfolio 2.01%
Putnam Retirement Advantage GAA Balanced Trust 1.19%

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.