Retirement Advantage 2050 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 $17.66
0.06% | $0.01
$17.86
07/26/19
$14.53
12/24/18
Historical fund price

Fund facts as of 08/31/19

Total net assets
$376.51M
Turnover (fiscal year end)
43%
Dividend frequency
--
Number of holdings
3
Fiscal year-end
September
CUSIP / Fund code
746751106 / 2009
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 4.04% 11.08% 7.26% 12.05%
Custom Retirement Advantage 2050 Index 7.07%12.05%7.79%12.16%

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 -2.21%
YTD as of 09/13/19 15.65%

Risk-adjusted performance as of 07/31/19

Sharpe ratio (3 yrs.) 0.78

Volatility as of 07/31/19

Standard deviation (3 yrs.) 10.80%

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 55.55%
Putnam Retirement Advantage GAA All Equities Trust 44.03%
Putnam Money Market Portfolio 0.46%

Full portfolio holdings as of 06/30/19

E-MINI RUSS 2000 SEP19 RTYU9 5.14%
S&P500 EMINI FUT SEP19 ESU9 4.65%
CGPUTQL2 R US0003M P 11/26/19 CI 2.64%
ALPHABET INC-CL A 1.91%
SPDR S&P 500 ETF TRUST 1.57%
JPMORGAN CHASE & CO 1.53%
AMAZON.COM INC 1.51%
CISCO SYSTEMS INC 1.26%
CHEVRON CORP 1.25%
MICROSOFT CORP 1.20%
APPLE INC 1.17%
VERIZON COMMUNICATIONS INC 1.16%
BOEING CO/THE 1.08%
CITIGROUP INC 1.07%
ORACLE CORP 1.07%
STARBUCKS CORP 1.05%
INTL BUSINESS MACHINES CORP 0.96%
COCA-COLA CO/THE 0.90%
ADOBE INC 0.90%
US 5YR NOTE (CBT) SEP19 FVU9 0.78%
COMCAST CORP-CLASS A 0.75%
JOHNSON & JOHNSON 0.74%
MEDTRONIC PLC 0.71%
ABBOTT LABORATORIES 0.70%
MERCK & CO. INC. 0.67%
HONEYWELL INTERNATIONAL INC 0.63%
PEPSICO INC 0.63%
AMGEN INC 0.60%
INTUIT INC 0.59%
LOCKHEED MARTIN CORP 0.58%
CONOCOPHILLIPS 0.56%
NXP SEMICONDUCTORS NV 0.55%
AUTOMATIC DATA PROCESSING 0.53%
MONDELEZ INTERNATIONAL INC-A 0.51%
HOME DEPOT INC 0.50%
US ULTRA BOND CBT SEP19 WNU9 0.49%
METLIFE INC 0.47%
XILINX INC 0.47%
S&P MID 400 EMINI SEP19 FAU9 0.46%
WALMART INC 0.46%
FNMA FN30 TBA UMBS 04.0000 08/01/2049 0.44%
DELTA AIR LINES INC 0.42%
PROCTER & GAMBLE CO/THE 0.41%
EBAY INC 0.41%
EXELON CORP 0.39%
MORGAN STANLEY 0.38%
SYSCO CORP 0.37%
ROCHE HOLDING AG-GENUSSCHEIN 0.36%
WASTE MANAGEMENT INC 0.36%
VALERO ENERGY CORP 0.36%
BOOKING HOLDINGS INC 0.34%
PFIZER INC 0.34%
PHILLIPS 66 0.34%
LOWES COMPANIES INC 0.34%
NIKE INC -CL B 0.34%
LYONDELLBASELL INDU-CL A 0.33%
DANAHER CORP 0.33%
NORFOLK SOUTHERN CORP 0.33%
CUMMINS INC 0.33%
INGERSOLL-RAND PLC 0.33%
ISHARES MSCI EAFE ETF 0.32%
PAYPAL HOLDINGS INC 0.32%
BEST BUY CO INC 0.32%
BIOGEN INC 0.31%
OMNICOM GROUP 0.30%
ABBVIE INC 0.30%
BROADCOM INC 0.30%
PRUDENTIAL FINANCIAL INC 0.30%
CROWN CASTLE INTL CORP 0.29%
TOTAL SA 0.29%
ALIBABA GROUP HOLDING-SP ADR 0.29%
CAPITAL ONE FINANCIAL CORP 0.28%
SAMSUNG ELECTRONICS CO LTD 0.28%
MCKESSON CORP 0.28%
FNMA FN30 TBA UMBS 04.0000 07/01/2049 0.27%
HILTON WORLDWIDE HOLDINGS IN 0.26%
SYNCHRONY FINANCIAL 0.26%
FORTINET INC 0.26%
AGILENT TECHNOLOGIES INC 0.25%
NOVO NORDISK A/S-B 0.25%
TENCENT HOLDINGS LTD 0.25%
ISHARES MSCI EMERGING MARKET 0.25%
ALLIANZ SE-REG 0.25%
PUBLIC SERVICE ENTERPRISE GP 0.25%
HERSHEY CO/THE 0.24%
ELI LILLY & CO 0.24%
AMERIPRISE FINANCIAL INC 0.24%
FNMA FN15 TBA UMBS 03.0000 07/01/2034 0.24%
NESTLE SA-REG 0.24%
CITIZENS FINANCIAL GROUP 0.23%
GILEAD SCIENCES INC 0.23%
CADENCE DESIGN SYS INC 0.23%
AFLAC INC 0.22%
DISCOVER FINANCIAL SERVICES 0.22%
ENEL SPA 0.22%
DARDEN RESTAURANTS INC 0.22%
UNILEVER PLC 0.22%
RIO TINTO PLC 0.22%
GNMA GII30 MA4837 03.5000 11/20/2047 0.21%
ALLERGAN PLC 0.21%
ZEBRA TECHNOLOGIES CORP-CL A 0.21%
COMERICA INC 0.21%
EMERSON ELECTRIC CO 0.20%
GNMA GII30 MA4652 03.5000 08/20/2047 0.20%
GOLDMAN SACHS GROUP INC 0.20%
SPDR S&P MIDCAP 400 ETF TRST 0.20%
GLAXOSMITHKLINE PLC 0.20%
ALLSTATE CORP 0.20%
SUMITOMO MITSUI FINANCIAL GR 0.20%
E*TRADE FINANCIAL CORPORATION 0.20%
US LONG BOND(CBT) SEP19 USU9 0.20%
NOVARTIS AG-REG 0.20%
ZIMMER BIOMET HOLDINGS INC 0.20%
HITACHI LTD 0.19%
SHIN-ETSU CHEMICAL CO LTD 0.19%
KERING 0.18%
HARTFORD FINANCIAL SVCS GRP 0.18%
HOYA CORP 0.18%
F5 NETWORKS INC 0.18%
BANCO BILBAO VIZCAYA ARGENTA 0.18%
ROCKWELL AUTOMATION INC 0.18%
ANNALY CAPITAL MANAGEMENT IN 0.18%
CENTERPOINT ENERGY INC 0.18%
CF INDUSTRIES HOLDINGS INC 0.18%
ASHTEAD GROUP PLC 0.17%
GNMA GII30 TBA 03.5000 07/01/2049 0.17%
SANDVIK AB 0.17%
CARDINAL HEALTH INC 0.17%
TELSTRA CORP LTD 0.17%
DEUTSCHE TELEKOM AG-REG 0.17%
L OREAL 0.17%
TREASURY BILL 00.0000 07/25/2019 0.17%
CK ASSET HOLDINGS LTD 0.17%
KONINKLIJKE AHOLD DELHAIZE N 0.17%
TESCO PLC 0.17%
SONY CORP 0.16%
AVIVA PLC 0.16%
PING AN INSURANCE GROUP CO-H 0.16%
TREASURY BILL 00.0000 07/18/2019 0.16%
UNILEVER NV-CVA 0.16%
ENI SPA 0.16%
PARTNERS GROUP HOLDING AG 0.16%
ITOCHU CORP 0.16%
TAIWAN SEMICONDUCTOR MANUFAC 0.16%
VISTRA ENERGY CORP 0.16%
COVESTRO AG 0.16%
KEYSIGHT TECHNOLOGIES IN 0.16%
LINCOLN NATIONAL CORP 0.16%
MACQUARIE GROUP LTD 0.16%
WOLTERS KLUWER 0.16%
COCA-COLA EUROPEAN PARTNERS 0.16%
AGNC INVESTMENT CORP 0.15%
PEUGEOT SA 0.15%
CENTRAL JAPAN RAILWAY CO 0.15%
LEGAL & GENERAL GROUP PLC 0.15%
DISCOVERY INC - A 0.15%
HERMES INTERNATIONAL 0.15%
SERVICENOW INC 0.15%
FHLMC FH30G G08795 03.0000 01/01/2048 0.14%
KLA-TENCOR CORP 0.14%
AES CORP 0.14%
E.ON SE 0.14%
ANGLO AMER PLC 0.14%
ASTELLAS PHARMA INC 0.14%
ORIX CORP 0.14%
MOLSON COORS BREWING CO -B 0.14%
AVALONBAY COMMUNITIES INC 0.14%
AMETEK INC 0.14%
JAPAN AIRLINES CO LTD 0.14%
AENA SME SA 0.14%
DELL TECHNOLOGIES -C 0.13%
FAURECIA 0.13%
LAS VEGAS SANDS CORP 0.13%
SHIONOGI & CO LTD 0.13%
NRG ENERGY INC 0.13%
ROYAL DUTCH SHELL PLC-B SHS 0.13%
VICI PROPERTIES INC 0.13%
LLOYDS BANKING GROUP PLC 0.13%
PACKAGING CORP OF AMERICA 0.13%
HANG SENG BANK LTD 0.13%
EQUINOR ASA 0.13%
NASPERS LTD-N SHS 0.13%
BERRY GLOBAL GROUP INC 0.13%
PINNACLE WEST CAPITAL 0.13%
LUKOIL PJSC-SPON ADR 0.12%
THERMO FISHER SCIENTIFIC INC 0.12%
WH GROUP LTD 0.12%
CDW CORP/DE 0.12%
EXXON MOBIL CORP 0.12%
ENDESA S.A. 0.12%
HDFC BANK LIMITED 0.12%
PERSIMMON PLC 0.12%
XEROX CORP 0.12%
AIA GROUP LTD 0.12%
DOVER CORP 0.12%
CBRE GROUP INC - A 0.12%
EVERGY INC 0.12%
JUNIPER NETWORKS INC 0.12%
REPUBLIC SERVICES INC 0.12%
YANGZIJIANG SHIPBUILDING 0.12%
HEIDELBERGCEMENT AG 0.12%
IMPERIAL BRANDS PLC 0.12%
ACS ACTIVIDADES 0.11%
NTT DATA CORP 0.11%
ZOETIS INC 0.11%
ABN AMRO BANK NV-CVA 0.11%
BRISTOL-MYERS SQUIBB CO 0.11%
TREASURY BILL 00.0000 08/08/2019 0.11%
NINTENDO CO LTD 0.11%
LEAR CORP 0.11%
FNMA FN30 TBA UMBS 06.0000 08/01/2049 0.11%
TRIPADVISOR INC 0.11%
HD SUPPLY HOLDINGS INC 0.11%
HOUSING DEVELOPMENT FINANCE 0.11%
PETROLEO BRASILEIRO-SPON ADR 0.11%
WALGREENS BOOTS ALLIANCE INC 0.11%
FUJIFILM HOLDINGS CORP 0.11%
TREASURY BILL 00.0000 08/01/2019 0.10%
HUNTSMAN CORP 0.10%
WELLS FARGO & CO 0.10%
ASPEN TECHNOLOGY INC 0.10%
ATHENE HOLDING LTD-CLASS A 0.10%
BALOISE HOLDING AG - REG 0.10%
UPM-KYMMENE OYJ 0.10%
BANK LEUMI LE-ISRAEL 0.10%
BLUESCOPE STEEL LTD 0.10%
AXALTA COATING SYSTEMS LTD 0.10%
THALES SA 0.10%
BRIDGESTONE CORP 0.10%
MASIMO CORP 0.10%
STEEL DYNAMICS INC 0.10%
BT GROUP PLC 0.09%
CARLSBERG AS-B 0.09%
NEW RESIDENTIAL INVESTMENT 0.09%
DUKE REALTY CORP 0.09%
FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 0.09%
UNUM GROUP 0.09%
US FOODS HOLDING CORP 0.09%
3I GROUP PLC 0.09%
MARATHON PETROLEUM CORP 0.09%
WALT DISNEY CO/THE 0.09%
BALL CORP 0.09%
PROLOGIS INC 0.09%
MEDIATEK INC 0.09%
TAISEI CORP 0.09%
ASSOCIATED BRITISH FOODS PLC 0.09%
CAPGEMINI SE 0.09%
MITSUBISHI CORP 0.09%
GARMIN LTD 0.09%
INTERPUBLIC GROUP OF COS INC 0.09%
US 2YR NOTE (CBT) SEP19 TUU9 0.09%
DEVON ENERGY CORP 0.08%
FNMA FN15 AL9468 UMBS 03.0000 12/01/2031 0.08%
HOLOGIC INC 0.08%
ALLISON TRANSMISSION HOLDING 0.08%
CAMDEN PROPERTY TRUST 0.08%
BRIXMOR PROPERTY GROUP INC 0.08%
NIELSEN HOLDINGS PLC 0.08%
FAIR ISAAC CORP 0.08%
FORTESCUE METALS GROUP LTD 0.08%
ABU DHABI COMMERCIAL BANK 0.08%
INFOSYS LTD 0.08%
SOFTBANK GROUP CORP 0.08%
STORE CAPITAL CORP 0.08%
AVERY DENNISON CORP 0.08%
MEDICAL PROPERTIES TRUST INC 0.08%
SUNNY FRIEND ENVIRONMENTAL T 0.08%
BP PLC 0.08%
GAMING AND LEISURE PROPERTIE 0.08%
TREASURY BILL 00.0000 07/16/2019 0.08%
AMADEUS IT GROUP SA 0.08%
CHINA WATER AFFAIRS GROUP 0.08%
UCB SA 0.08%
CNOOC LTD 0.07%
GENTING SINGAPORE LTD 0.07%
BLACK KNIGHT INC 0.07%
FIAT CHRYSLER AUTOMOBILES NV 0.07%
OMV AG 0.07%
HONG KONG EXCHANGES & CLEAR 0.07%
NTT DOCOMO INC 0.07%
ARKEMA 0.07%
CARNIVAL PLC 0.07%
ING GROEP NV-CVA 0.07%
REINSURANCE GROUP OF AMERICA 0.07%
SL GREEN REALTY CORP 0.07%
COMMERCIAL INTL BANK-GDR REG 0.07%
DEUTSCHE LUFTHANSA-REG 0.07%
HILL-ROM HOLDINGS INC 0.07%
POST HOLDINGS INC 0.07%
FACEBOOK INC-CLASS A 0.07%
CK HUTCHISON HOLDINGS LTD 0.07%
CREDICORP LTD 0.07%
JUBILANT FOODWORKS LTD 0.07%
KBC GROUP NV 0.07%
LG HOUSEHOLD & HEALTH CARE 0.07%
NIPPON TELEGRAPH & TELEPHONE 0.07%
SUN HUNG KAI PROPERTIES 0.07%
TELEDYNE TECHNOLOGIES INC 0.07%
COMPANHIA DE LOCACAO DAS AME 0.06%
SCENTRE GROUP 0.06%
FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 0.06%
HENDERSON LAND DEVELOPMENT 0.06%
ILLUMINA INC 0.06%
SANTOS LTD 0.06%
CHEMED CORP 0.06%
INTERCONTINENTAL EXCHANGE IN 0.06%
CLP HOLDINGS LTD 0.06%
HEALTHCARE TRUST OF AME-CL A 0.06%
JONES LANG LASALLE INC 0.06%
OTSUKA CORP 0.06%
TEXAS INSTRUMENTS INC 0.06%
CHINA OVERSEAS LAND & INVEST 0.06%
FNMA FN30 BC9003 UMBS 03.0000 11/01/2046 0.06%
LIBERTY PROPERTY TRUST 0.06%
MOL HUNGARIAN OIL AND GAS PL 0.06%
NETEASE INC-ADR 0.06%
EQUINIX INC 0.06%
KAJIMA CORP 0.06%
SUZUKEN CO LTD 0.06%
DAIWA HOUSE INDUSTRY CO LTD 0.06%
ENCOMPASS HEALTH CORP 0.06%
GEOPARK LTD 0.06%
AMERICAN FINANCIAL GROUP INC 0.06%
GNMA GII30 MA4586 03.5000 07/20/2047 0.06%
TENCENT HOLDINGS LTD-UNS ADR 0.06%
AMERICAN ELECTRIC POWER 0.06%
BAXTER INTERNATIONAL INC 0.06%
HOCHTIEF AG 0.06%
IVANHOE MINES LTD-CL A 0.06%
NBK KK R US0003M P 04/27/20 BA 0.06%
TJX COMPANIES INC 0.06%
US BANCORP 0.06%
AT&T INC 0.06%
NORTHROP GRUMMAN CORP 0.06%
PROOFPOINT INC 0.06%
CHINA CONSTRUCTION BANK-H 0.05%
WALMART DE MEXICO SAB DE CV 0.05%
CELANESE CORP 0.05%
CTRIP.COM INTERNATIONAL-ADR 0.05%
FIDELITY NATIONAL INFO SERV 0.05%
WILCON DEPOT INC 0.05%
ALLIANCE GLOBAL GROUP INC 0.05%
AUTOZONE INC 0.05%
CHARLES RIVER LABORATORIES 0.05%
LOGAN PROPERTY HOLDINGS CO L 0.05%
RAYTHEON COMPANY 0.05%
INTER RAO UES PJSC 0.05%
ELECTRONIC ARTS INC 0.05%
FU SHOU YUAN INTERNATIONAL 0.05%
CHINA RAILWAY GROUP LTD-H 0.05%
COSTAR GROUP INC 0.05%
FUKUOKA FINANCIAL GROUP INC 0.05%
HEICO CORP 0.05%
X 5 RETAIL GROUP NV-REGS GDR 0.05%
GENPACT LTD 0.05%
NEWS CORP - CLASS A 0.05%
POPULAR INC 0.05%
SINO-AMERICAN SILICON PRODUC 0.05%
SOUTH32 LTD 0.05%
ABSA GROUP LTD 0.05%
CROWN RESORTS LTD 0.05%
EXTENDED STAY AMERICA INC 0.05%
GRUPO BIMBO SAB- SERIES A 0.05%
GUANGZHOU BAIYUN AIRPORT 144A/REGS WARRANT 04/10/2020 0.05%
T-MOBILE US INC 0.05%
VERIZON COMM 04.3290 09/21/2028 0.05%
NEXT PLC 0.05%
SUMITOMO MITSUI TRUST HOLDIN 0.05%
TAYLOR WIMPEY PLC 0.05%
ATACADAO SA 0.04%
DINO POLSKA SA 0.04%
TELEPHONE AND DATA SYSTEMS 0.04%
UPL LTD 0.04%
ANGLO AMERICAN PLC 0.04%
AYALA LAND INC 0.04%
BOC HONG KONG HOLDINGS LTD 0.04%
DEUTSCHE BOERSE AG 0.04%
EDELWEISS FINANCIAL SERVICES 0.04%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.04%
POYA INTERNATIONAL CO LTD 0.04%
ALFRESA HOLDINGS CORP 0.04%
COGNIZANT TECH SOLUTIONS-A 0.04%
DNB NOR ASA 0.04%
HUMANA INC 0.04%
SAFARICOM PLC 0.04%
GRUPO FINANCIERO GALICIA-ADR 0.04%
JARDINE CYCLE & CARRIAGE LTD 0.04%
SPST 2018-5 A 03.1296 09/24/2019 0.04%
STACR 2016-DNA2 M3 07.0544 10/25/2028 0.04%
SWISSCOM AG-REG 0.04%
BANK OF AMERICA CORP 03.4990 05/17/2022 0.04%
CTCI CORP 0.04%
FUJITSU LTD 0.04%
KEI INDUSTRIES LTD 0.04%
NESTLE INDIA LTD 0.04%
SERVICEMASTER GLOBAL HOLDING 0.04%
TWO HARBORS INVESTMENT CORP 0.04%
WINTRUST FINANCIAL CORP 0.04%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.04%
MEDIPAL HOLDINGS CORP 0.04%
OUTFRONT MEDIA INC 0.04%
SBERBANK PJSC -SPONSORED ADR 0.04%
SHENZHOU INTERNATIONAL GROUP 0.04%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.04%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.04%
SONOCO PRODUCTS CO 0.04%
SPST 2018-8 A 03.1296 02/24/2020 0.04%
BANDAI NAMCO HOLDINGS INC 0.04%
CLEAN TEQ HOLDINGS LTD 0.04%
CURTISS-WRIGHT CORP 0.04%
GNMA GII30 MA3736 03.5000 06/20/2046 0.04%
ITAU UNIBANCO H-SPON PRF ADR 0.04%
JERONIMO MARTINS 0.04%
KAR AUCTION SERVICES INC 0.04%
MONETA MONEY BANK AS 0.04%
NVENT ELECTRIC PLC 0.04%
TCI CO LTD 0.04%
TREASURY BILL 00.0000 08/15/2019 0.04%
YANDEX NV-A 0.04%
APPLE HOSPITALITY REIT INC 0.04%
DOUGLAS EMMETT INC 0.04%
JAZZ PHARMACEUTICALS PLC 0.04%
LIBERTY MEDIA COR-SIRIUSXM A 0.04%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.04%
COBALT 27 CAPITAL CORP 0.04%
DEUTSCHE POST AG-REG 0.04%
HUDSON PACIFIC PROPERTIES IN 0.04%
IRB BRASIL RESSEGUROS SA 0.04%
PULTEGROUP INC 0.04%
SG HOLDINGS CO LTD 0.04%
CENTENE CORP 0.04%
DASSAULT AVIATION SA 0.04%
FNMA FN30 TBA UMBS 04.5000 07/01/2049 0.04%
OCCIDENTAL PETROLEUM CORP 0.04%
BROOKFIELD PROPERTY REIT I-A 0.03%
COLRUYT SA 0.03%
MACQUARIE INFRASTRUCTURE COR 0.03%
US BANCORP 02.6250 01/24/2022 0.03%
W.R. GRACE & CO 0.03%
CITIGROUP INC 03.6680 07/24/2028 0.03%
FNMA FN30 TBA UMBS 03.0000 08/01/2049 0.03%
GRAPE KING BIO LTD 0.03%
LOMA NEGRA CIA IND-SPON ADR 0.03%
PINDUODUO INC-ADR 0.03%
WIJAYA KARYA PERSERO TBK PT 0.03%
CHAILEASE HOLDING CO LTD 0.03%
FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 0.03%
KINDER MORGAN INC 0.03%
NUANCE COMMUNICATIONS INC 0.03%
ROSS STORES INC 0.03%
SARTORIUS STEDIM BIOTECH 0.03%
SWISS LIFE HOLDING AG-REG 0.03%
WEINGARTEN REALTY INVESTORS 0.03%
AT&T INC 03.8000 02/15/2027 0.03%
BERKELEY GROUP HOLDINGS/THE 0.03%
ESSITY AKTIEBOLAG-B 0.03%
NASPERS LTD-N SHS SPON ADR 0.03%
CDX CDX.NA.HY.32 500.0 06/20/2024 0.03%
CDX CDX.NA.IG.32 100.0 06/20/2024 0.03%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.03%
HCA HEALTHCARE INC 0.03%
HSBC HOLDINGS PLC 0.03%
JARIR AB R US0001M P 03/30/20 BA 0.03%
WESCO INTERNATIONAL INC 0.03%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.03%
CAS 2016-C02 1M2 08.4044 09/25/2028 0.03%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.03%
MOTA ENGIL SGPS SA 0.03%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.03%
UGI CORP 0.03%
CIGNA CORP P/P 144A 03.7500 07/15/2023 0.03%
FHLMC FH30G G08747 03.0000 02/01/2047 0.03%
FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 0.03%
FNMA FN30 MA2863 UMBS 03.0000 01/01/2047 0.03%
MORGAN STANLEY 03.6250 01/20/2027 0.03%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.03%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.03%
FISERV INC 04.2000 10/01/2028 0.03%
SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 0.03%
AFREECATV CO LTD 0.03%
ELANCO ANIMAL HEALTH 04.9000 08/28/2028 0.03%
SPST 2018-3 A 03.1296 07/24/2019 0.03%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.02%
BANK TABUNGAN PENSIUNAN NASI 0.02%
DOLLAR TREE INC 0.02%
EQUITY RESIDENTIAL TR REIT 0.02%
FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 0.02%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.02%
BOLIDEN AB 0.02%
CAS 2016-C01 1M2 09.1544 08/25/2028 0.02%
CIT GROUP INC. 05.2500 03/07/2025 0.02%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.02%
LOEWS CORP 0.02%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.02%
ORACLE CORPORATION 02.2500 10/08/2019 0.02%
SYNOPSYS INC 0.02%
TAPESTRY INC 0.02%
UNITEDHEALTH GROUP INC 0.02%
CITIGROUP INC 04.7500 05/18/2046 0.02%
COMM 2012-LC4 D P/P 144A 05.7227 12/10/2044 0.02%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.02%
MITSUBISHI UFJ LEASE & FINAN 0.02%
SPST 2019-3 A 03.1296 06/24/2020 0.02%
CAS 2015-C04 1M2 08.1044 04/25/2028 0.02%
COMCAST CORP 02.3500 01/15/2027 0.02%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.02%
DBUBS 2011-LC3A D P/P 144A 05.5115 08/10/2044 0.02%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 0.02%
GSMS 2014-GC22 C 04.8475 06/10/2047 0.02%
I-SENS INC 0.02%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.02%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.02%
AZUL SA-ADR 0.02%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.02%
BROTHER INDUSTRIES LTD 0.02%
GSMS 2010-C1 D P/P 144A 06.1971 08/10/2043 0.02%
CAS 2015-C04 2M2 07.9544 04/25/2028 0.02%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.02%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.02%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.02%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.02%
SHERWIN-WILLIAMS CO/THE 0.02%
WESFARMERS LTD 0.02%
WFHET 2004-2 M1 03.3044 10/25/2034 0.02%
AT&T INC 04.1000 02/15/2028 0.02%
GLENCORE PLC 0.02%
GSMS 2011-GC3 D P/P 144A 05.8247 03/10/2044 0.02%
GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 0.02%
HILONG HOLDING LTD 0.02%
KINDER MORGAN INC 04.3000 06/01/2025 0.02%
MAXIM INTEGRATED PRODUCTS 0.02%
MWST 2019-1 A 03.2044 06/25/2052 0.02%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.02%
UNITEDHEALTH GROUP INC 04.2500 04/15/2047 0.02%
CHINA TRADITIONAL CHINESE ME 0.02%
CSAIL 2015-C1 C 04.4364 04/15/2050 0.02%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 0.02%
LABORATORY CRP OF AMER HLDGS 0.02%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.02%
ENERGY TRANSFER OPERA 05.8750 01/15/2024 0.02%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.02%
EUTELSAT COMMUNICATIONS 0.02%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.02%
MICROSOFT CORP 01.5500 08/08/2021 0.02%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.02%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.02%
STACR 2015-DNA3 M2 05.2544 04/25/2028 0.02%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.02%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.02%
BPCE SA P/P 144A 04.5000 03/15/2025 0.02%
BUPA AB R US0001M P 12/05/19 BA 0.02%
CBS CORP 04.2000 06/01/2029 0.02%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.02%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.02%
ECOLAB INC 0.02%
FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 0.02%
FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 0.02%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.02%
KEURIG DR PEPPER INC 04.5970 05/25/2028 0.02%
MIRVAC GROUP 0.02%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029 0.02%
SWIRE PROPERTIES LTD 0.02%
AIR LEASE CORP 04.6250 10/01/2028 0.02%
BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 0.02%
BUPA AB R US0001M P 04/27/20 BA 0.02%
EQUINIX INC 05.3750 05/15/2027 0.02%
FEDERATIVE REP OF BRAZIL USD 06.0000 04/07/2026 0.02%
FIDELITY NATL INFO SERV 03.7500 05/21/2029 0.02%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.02%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.02%
MWST 2018-W1 A 03.2544 11/25/2051 0.02%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.02%
STACR 2014-DN4 M3 06.9544 10/25/2024 0.02%
TREASURY BILL 00.0000 07/11/2019 0.02%
AMDOCS LTD 0.01%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.01%
CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 0.01%
CDK GLOBAL INC 0.01%
CITIGROUP INC 02.6500 10/26/2020 0.01%
COLGATE-PALMOLIVE CO 0.01%
CVS HEALTH CORP 04.7800 03/25/2038 0.01%
ORACLE CORP 05.3750 07/15/2040 0.01%
PFIZER INC 01.7000 12/15/2019 0.01%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.01%
TPAT 2018-SL1 A P/P 144A 03.0044 01/25/2046 0.01%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.01%
WFRBS 2011-C2 D P/P 144A 05.8388 02/15/2044 0.01%
AMERICAN HOME 4 RENT 0.01%
CAS 2016-C01 2M2 09.3544 08/25/2028 0.01%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.01%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.01%
COMM 2010-C1 D P/P 144A 06.2870 07/10/2046 0.01%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.01%
CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 0.01%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.01%
KERRY PROPERTIES LTD 0.01%
MICROCHIP TECH INC 04.3330 06/01/2023 0.01%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.01%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.01%
QIAGEN N.V. 0.01%
QUEST DIAGNOSTICS INC 0.01%
STACR 2016-HQA3 M3 06.2544 03/25/2029 0.01%
STACR 2018-HQA1 M2 04.7044 09/25/2030 0.01%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.01%
UBS GROUP FUNDIN P/P 144A 04.2530 03/23/2028 0.01%
UNITED MEXICAN STATES USD 04.5000 04/22/2029 0.01%
ALPHABET INC 03.6250 05/19/2021 0.01%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.01%
ANTHEM INC 0.01%
APPLE INC 02.0000 05/06/2020 0.01%
APPLE INC 04.3750 05/13/2045 0.01%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.01%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.01%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.01%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.01%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.01%
GSMS 2011-GC3 C P/P 144A 05.8247 03/10/2044 0.01%
LEAR CORP 03.8000 09/15/2027 0.01%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.01%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.01%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.01%
SERVICE CORPORATION INTL 04.6250 12/15/2027 0.01%
STACR 2016-HQA2 M3 07.5544 11/25/2028 0.01%
APPLE INC 04.2500 02/09/2047 0.01%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.01%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.01%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.01%
CAS 2015-C03 2M2 07.4044 07/25/2025 0.01%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.01%
DISH DBS CORP 05.8750 11/15/2024 0.01%
FISERV INC 0.01%
FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 0.01%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.01%
JPMORGAN CHASE & CO 02.2500 01/23/2020 0.01%
KONINKLIJKE PHILIPS NV 0.01%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.01%
MICROSOFT CORP 02.4000 08/08/2026 0.01%
MORGAN STANLEY 02.6500 01/27/2020 0.01%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.01%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.01%
RAYTHEON COMPANY 02.5000 12/15/2022 0.01%
ROYAL BK SCOTLND GRP PLC USD 04.8000 04/05/2026 0.01%
STACR 2019-DNA2 M2 04.8544 03/25/2049 0.01%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.01%
UDR INC 0.01%
UNITEDHEALTH GROUP INC 03.1500 06/15/2021 0.01%
VERTEX PHARMACEUTICALS INC 0.01%
WALT DISNEY COMPANY P/P 144A 04.7500 11/15/2046 0.01%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.01%
AMAZON.COM INC. 02.5000 11/29/2022 0.01%
AMCOR PLC 0.01%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.01%
CFCRE 2011-C1 D P/P 144A 06.2719 04/15/2044 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 0.01%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.01%
IPSEN 0.01%
JARIR AB R US0001M P 04/06/20 BA 0.01%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.01%
MCDONALD'S CORP 0.01%
MICROSOFT CORP 03.7000 08/08/2046 0.01%
MSBAM 2014-C17 C 04.6549 08/15/2047 0.01%
NETFLIX INC. 05.8750 11/15/2028 0.01%
SALESFORCE.COM INC 03.7000 04/11/2028 0.01%
SCH AB R US0001M P 04/20/20 BA 0.01%
SCH AB R US0001M P 04/27/20 BA 0.01%
STACR 2019-HQA2 M2 04.4544 04/25/2049 0.01%
STAPLES INC P/P 144A 07.5000 04/15/2026 0.01%
STARWOOD PROPERTY TRUST INC 0.01%
TOTAL SYSTEM SERVICES IN 04.0000 06/01/2023 0.01%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.01%
WFHET 2005-2 M9 04.8044 12/25/2034 0.01%
WFRBS 2012-C10 AS 03.2410 12/15/2045 0.01%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.01%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.01%
AMAZON.COM INC 03.1500 08/22/2027 0.01%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.01%
ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 0.01%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.01%
BRIGHT HORIZONS FAMILY SOLUT 0.01%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.01%
CAS 2016-C04 1M2 06.6544 01/25/2029 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.01%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 0.01%
CIT GROUP INC 05.0000 08/01/2023 0.01%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.01%
DUKE ENERGY OHIO INC 03.6500 02/01/2029 0.01%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.01%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.01%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.01%
MSAC 2004-HE6 M1 03.2294 08/25/2034 0.01%
MSC 2012-C4 D P/P 144A 05.6003 03/15/2045 0.01%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.01%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.01%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.01%
NRG P/P 144A 03.7500 06/15/2024 0.01%
OSHKOSH CORP 04.6000 05/15/2028 0.01%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.01%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.01%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.01%
SPRINT CORP 07.1250 06/15/2024 0.01%
STACR 2014-HQ2 M3 06.1544 09/25/2024 0.01%
STACR 2017-DNA1 M2 05.6544 07/25/2029 0.01%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.01%
UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 0.01%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024 0.01%
VISTRA OPERATION P/P 144A 04.3000 07/15/2029 0.01%
WFRBS 2011-C3 D P/P 144A 05.8555 03/15/2044 0.01%
WFRBS 2012-C10 D P/P 144A 04.5864 12/15/2045 0.01%
APPLE INC 02.8500 05/11/2024 0.01%
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 10/17/19 BA 0.01%
BUPA AB R US0001M P 11/12/19 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%
EQT CORP 03.9000 10/01/2027 0.01%
GENTEX CORP 0.01%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.01%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.01%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.01%
IMM 2004-7 1A1 03.1444 11/25/2034 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%
LIBERTY MEDIA COR-SIRIUSXM C 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%
MORGAN STANLEY 02.7500 05/19/2022 0.01%
MSBAM 2014-C15 D P/P 144A 05.0745 04/15/2047 0.01%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.01%
NOK/USD 09/18/2019 BCAP-FX 0.01%
NRZT 2018-4A A1M 03.3044 01/25/2048 0.01%
NUTRIEN LTD. USD 04.2000 04/01/2029 0.01%
PNC BANK NA 02.0000 05/19/2020 0.01%
T-MOBILE USA INC 05.3750 04/15/2027 0.01%
TARGA RESOURCES PART 05.0000 01/15/2028 0.01%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.01%
UNITED AIRLINES HOLDINGS INC 0.01%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.01%
VERIZON COMM 04.6720 03/15/2055 0.01%
WAMU 2004-AR13 A1A 03.1244 11/25/2034 0.01%
WAMU 2005-AR1 A2A1 03.0844 01/25/2045 0.01%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.01%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.01%
AMGEN INC 02.6000 08/19/2026 0.01%
ANALOG DEVICES INC 02.8500 03/12/2020 0.01%
ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 0.01%
ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 0.01%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.01%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.01%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.01%
BMIR 2018-2A M1B P/P 144A 03.7544 08/25/2028 0.01%
BROADRIDGE FINANCIAL SOLUTIO 0.01%
BUDGET AB R US0001M P 04/08/20 BA 0.01%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.01%
CAS 2017-C01 1M2 05.9544 07/25/2029 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%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.01%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.01%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.01%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.01%
ECOLAB INC 02.7000 11/01/2026 0.01%
EQUINOR ASA USD 02.9000 11/08/2020 0.01%
EQUITY COMMONWEALTH 0.01%
EQUITY LIFESTYLE PROPERTIES 0.01%
FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 0.01%
FRONTIER COMM 11.0000 09/15/2025 0.01%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 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%
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%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.01%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.01%
IVORY COAST REGS 05.3750 07/23/2024 0.01%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.01%
JPMCC 2013-LC11 C 03.9582 04/15/2046 0.01%
KINDER MORGAN INC 03.1500 01/15/2023 0.01%
MSBAM 2012-C5 AS 03.7920 08/15/2045 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%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 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%
PFIZER INC 01.9500 06/03/2021 0.01%
QUALCOMM 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%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 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%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 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%
TOTAL SYSTEM SERVICES INC 0.01%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.01%
UBSCM 2012-C1 C P/P 144A 05.7280 05/10/2045 0.01%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 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%
WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 0.01%
WFCM 2016-BNK1 C 03.0710 08/15/2049 0.01%
AES CORP/THE 05.1250 09/01/2027 0.01%
AGL ENERGY LTD 0.01%
AIR LEASE CORP 03.6250 04/01/2027 0.01%
ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 0.01%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.01%
AT&T INC 04.3500 03/01/2029 0.01%
AT&T INC 04.7500 05/15/2046 0.01%
AUD/JPY PUT 73.00 20190917 HSBCB 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%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.01%
BUPA AB R US0001M P 10/21/19 BA 0.01%
CAS 2014-C03 2M2 05.3044 07/25/2024 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%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.01%
CORELOGIC INC 0.01%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 0.01%
CWL 2004-5 2A 02.9044 10/25/2034 0.01%
EOG RESOURCES INC 02.6250 03/15/2023 0.01%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.01%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 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%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.01%
GNR 2016-135 PI IO 04.0000 05/20/2046 0.01%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.01%
GSMS 2013-GC13 AS P/P 144A 04.2185 07/10/2046 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%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.01%
JPMBB 2014-C23 AS 04.2016 09/15/2047 0.01%
JPY/USD 08/21/2019 BANKAM 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%
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%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.01%
REGENERON PHARMACEUTICALS 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%
TERADATA CORP 0.01%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.01%
TREASURY BILL 00.0000 08/06/2019 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%
WFCM 2013-LC12 C 04.4208 07/15/2046 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%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.00%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.00%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.00%
AMGEN INC 04.6630 06/15/2051 0.00%
APERGY CORP 06.3750 05/01/2026 0.00%
ARRW 2018-1 A3 04.1570 04/25/2048 0.00%
AVAYA TLB L+425 06.7226 12/15/2024 0.00%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.00%
BANK 2018-BN10 XA IO 00.8889 02/15/2061 0.00%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 0.00%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.00%
BMW US CAPITAL LLC P/P 144A 02.8000 04/11/2026 0.00%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.00%
BP CAP MARKETS AMERICA 03.9370 09/21/2028 0.00%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.00%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 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%
CAS 2018-C05 1M2 04.7544 01/25/2031 0.00%
CBS CORP 02.9000 01/15/2027 0.00%
CFCRE 2011-C2 D P/P 144A 05.9393 12/15/2047 0.00%
CFCRE 2016-C4 XA IO 01.8823 05/10/2058 0.00%
CHF/USD 09/18/2019 BCAP-FX 0.00%
CIGNA CORP 0.00%
CITIGROUP INC 02.9000 12/08/2021 0.00%
COMM 2014-CR17 C 04.9513 05/10/2047 0.00%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.00%
CSAIL 2015-C1 XA IO 01.0389 04/15/2050 0.00%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.00%
DIGICEL LTD P/P 144A 06.7500 03/01/2023 0.00%
DUKE ENERGY CORP 03.1500 08/15/2027 0.00%
ENBRIDGE INC USD 04.2500 12/01/2026 0.00%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.00%
ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 0.00%
ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 0.00%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 0.00%
FISERV INC 03.5000 07/01/2029 0.00%
FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 0.00%
FOX CORP P/P 144A 04.0300 01/25/2024 0.00%
GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 0.00%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.00%
GNR 2016-H16 EI IO 02.2306 06/20/2066 0.00%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.00%
GREAT LAKES D&D 08.0000 05/15/2022 0.00%
GREIF INC P/P 144A 06.5000 03/01/2027 0.00%
GSMS 2015-GC30 XA IO 00.9802 05/10/2050 0.00%
HCA INC 05.0000 03/15/2024 0.00%
HCA INC 06.5000 02/15/2020 0.00%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.00%
HUSKY TLB L+300 05.4024 03/28/2025 0.00%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 0.00%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.00%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.00%
ITRON INC P/P 144A 05.0000 01/15/2026 0.00%
JPMBB 2013-C14 C 04.7134 08/15/2046 0.00%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.00%
JPMBB 2014-C22 C 04.7093 09/15/2047 0.00%
JPMBB 2014-C23 D P/P 144A 04.1177 09/15/2047 0.00%
JPMCC 2012-C6 E P/P 144A 05.3202 05/15/2045 0.00%
KANSAI ELECTRIC POWER CO INC 0.00%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.00%
L3 TECHNOLOGIES INC 04.4000 06/15/2028 0.00%
LBMLT 2004-5 A5 02.9644 09/25/2034 0.00%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.00%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.00%
MERCK & CO INC 02.9000 03/07/2024 0.00%
MERCK & CO INC 03.7000 02/10/2045 0.00%
MEREDITH CORP 06.8750 02/01/2026 0.00%
NCHET 2003-4 M1 03.5294 10/25/2033 0.00%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.00%
NOK/USD 09/18/2019 GSFX 0.00%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029 0.00%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.00%
OBX 2018-EXP1 1A3 04.0000 04/25/2048 0.00%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.00%
ORACLE CORP 02.6500 07/15/2026 0.00%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.00%
PQ CORP P/P 144A 05.7500 12/15/2025 0.00%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.00%
REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 0.00%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.00%
SCH AB R US0001M P 04/09/20 BA 0.00%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.00%
T-MOBILE USA INC 06.3750 03/01/2025 0.00%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.00%
TRAVELPORT TLB L+500 07.5412 03/18/2026 0.00%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.00%
US CONCRETE INC 06.3750 06/01/2024 0.00%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.00%
WASTE CONNECTIONS INC 03.5000 05/01/2029 0.00%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.00%
WFCM 2013-LC12 AS 04.4208 07/15/2046 0.00%
WFRBS 2012-C9 AS 03.3880 11/15/2045 0.00%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.00%
ZOETIS INC 03.9000 08/20/2028 0.00%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.00%
ABBVIE INC 02.5000 05/14/2020 0.00%
ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 0.00%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.00%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 0.00%
ALPHABET INC 01.9980 08/15/2026 0.00%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.00%
ARCELORMITTAL USD 07.0000 10/15/2039 0.00%
ARGENTINE REPUBLIC USD 06.8750 01/26/2027 0.00%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.00%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.00%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 0.00%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.00%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 0.00%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.00%
BOMBARDIER INC P/P 144A 07.8750 04/15/2027 0.00%
BOYD GAMING CORP 06.3750 04/01/2026 0.00%
BRAND ENERGY TL L+425 06.7871 06/21/2024 0.00%
BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 0.00%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.00%
CAD/USD 07/17/2019 BANKAM 0.00%
CAS 2014-C04 1M2 07.3044 11/25/2024 0.00%
CAS 2019-R02 1M2 04.7044 08/25/2031 0.00%
CAS 2019-R03 1M2 04.5544 09/25/2031 0.00%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.00%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.00%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.00%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029 0.00%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.00%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.00%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.00%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.00%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.00%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.00%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.00%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.00%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.00%
GNMA GII30 AW8447 04.3220 05/20/2067 0.00%
GNMA GII30 AY4779 04.5080 03/20/2067 0.00%
GNR 2011-135 DI IO 05.0000 04/16/2040 0.00%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.00%
HIGHWOODS PROPERTIES INC 0.00%
HMBT 2004-2 A1 03.1444 12/25/2034 0.00%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.00%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.00%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.00%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.00%
KEURIG DR PEPPER INC 04.4170 05/25/2025 0.00%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.00%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 0.00%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.00%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.00%
MARSH & MCLENNAN COS INC 04.3750 03/15/2029 0.00%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.00%
MFA FINANCIAL INC 0.00%
MLMI 2005-A2 A2 04.4525 02/25/2035 0.00%
NABORS INDUSTRIES INC. 05.7500 02/01/2025 0.00%
NEWELL BRANDS INC 04.2000 04/01/2026 0.00%
NRG ENERGY INC 06.6250 01/15/2027 0.00%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.00%
ORACLE CORP 02.5000 05/15/2022 0.00%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 0.00%
PAR PHARMA INC P/P 144A 07.5000 04/01/2027 0.00%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.00%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.00%
PFIZER INC 03.0000 12/15/2026 0.00%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.00%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.00%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.00%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.00%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.00%
SCH AB R US0001M P 04/06/20 BA 0.00%
SCH AB R US0001M P 04/13/20 BA 0.00%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.00%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.00%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.00%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.00%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.00%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.00%
TRANSDIGM INC 06.3750 06/15/2026 0.00%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 0.00%
UBSBB 2012-C2 D P/P 144A 05.0481 05/10/2063 0.00%
UNITEDHEALTH GROUP INC 02.8750 03/15/2022 0.00%
WAMU 2005-AR8 2A1A 02.9844 07/25/2045 0.00%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.00%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.00%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.00%
WFRBS 2013-C16 AS 04.6680 09/15/2046 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%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 0.00%
APPLE INC 02.8500 05/06/2021 0.00%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 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 SUPP P/P 144A 04.8750 11/01/2025 0.00%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.00%
BGC PARTNERS INC 05.1250 05/27/2021 0.00%
BUDGET AB R US0001M P 04/09/20 BA 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 RESOURC TL L+475 07.1524 12/31/2022 0.00%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.00%
CAS 2015-C01 1M2 06.7044 02/25/2025 0.00%
CAS 2017-C03 1M2 05.4044 10/25/2029 0.00%
CBS CORP 04.6000 01/15/2045 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%
CINEMARK USA INC 04.8750 06/01/2023 0.00%
CITIGROUP INC 03.8870 01/10/2028 0.00%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 0.00%
CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 0.00%
CMLTI 2005-2 1A2A 04.9214 05/25/2035 0.00%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.00%
COMCAST CORP 03.9690 11/01/2047 0.00%
COMM 2013-CR10 XA IO 00.8402 08/10/2046 0.00%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.00%
COMM 2013-CR11 XA IO 01.1005 08/10/2050 0.00%
COMM 2014-UBS4 XA IO 01.2897 08/10/2047 0.00%
COMSTOCK RESOURCES 09.7500 08/15/2026 0.00%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.00%
EMLT 2004-1 M2 03.8294 01/25/2034 0.00%
FHR 3829 AS IO 04.5558 03/15/2041 0.00%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.00%
GENERAL DYNAMICS CORP 0.00%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 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%
IMM 2004-6 1A2 03.1844 10/25/2034 0.00%
INFOR US INC 06.5000 05/15/2022 0.00%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.00%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.00%
JO-ANN STORES 2NDL L+925 11.7272 05/21/2024 0.00%
JPMBB 2013-C12 XA IO 00.6150 07/15/2045 0.00%
JPY/USD 08/21/2019 CITI 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.00%
LENNAR CORP 05.8750 11/15/2024 0.00%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.00%
MASTEC INC 04.8750 03/15/2023 0.00%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.00%
MERCER INTL INC USD 06.5000 02/01/2024 0.00%
MITSUBISHI GAS CHEMICAL CO 0.00%
MSC 2011-C3 D P/P 144A 05.2816 07/15/2049 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%
NOK/USD 09/18/2019 RBSF 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%
PULTEGROUP INC 05.5000 03/01/2026 0.00%
QORVO INC 05.5000 07/15/2026 0.00%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 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%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.00%
SCH AB R US0001M P 04/13/20 BA 0.00%
SERVICE CORP INTL 05.3750 05/15/2024 0.00%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.00%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.00%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.00%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.00%
SPRINT CORP 07.2500 09/15/2021 0.00%
SS&C TECH INC P/P 144A 05.5000 09/30/2027 0.00%
STARWOOD PROP TR 04.7500 03/15/2025 0.00%
T-MOBILE USA INC 04.7500 02/01/2028 0.00%
TENET HEALTHCARE 04.6250 07/15/2024 0.00%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 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%
WATERS CORP 0.00%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.00%
WFRBS 2011-C4 E P/P 144A 05.3968 06/15/2044 0.00%
WPX ENERGY INC 05.7500 06/01/2026 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%
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%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
ANTERO RESOURCES CORP 05.0000 03/01/2025 0.00%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.00%
APPLE INC 03.8500 05/04/2043 0.00%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.00%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.00%
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 AMERICA CORP 06.1000 12/29/2049 0.00%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.00%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.00%
BAUSCH HLTH COS INC P/P 144A 05.7500 08/15/2027 0.00%
BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 0.00%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.00%
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 03.4000 08/13/2021 0.00%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 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%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.00%
CALPINE CORP P/P 144A 05.2500 06/01/2026 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%
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%
CHF/USD 09/18/2019 JPMCB 0.00%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.00%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 0.00%
CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 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 AMER/CAP 04.7500 02/01/2026 0.00%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.00%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.00%
CVS HEALTH CORP 03.7000 03/09/2023 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.00%
DISH NETWORK CV 03.3750 08/15/2026 0.00%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.00%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.00%
EMPIRE STATE REALTY TRUST-A 0.00%
ENSCO ROWAN PLC USD 07.7500 02/01/2026 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%
EUR/USD 09/18/2019 HSBCB 0.00%
EUR/USD 09/18/2019 JPMCB 0.00%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.00%
FHR 4096 MI IO 04.0000 01/15/2042 0.00%
FHR 4546 PI IO 04.0000 12/15/2045 0.00%
FIRSTENERGY CORP 04.8500 07/15/2047 0.00%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.00%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.00%
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%
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%
JPMCC 2013-LC11 X IO 01.4034 04/15/2046 0.00%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.00%
JPY/USD 08/21/2019 JPMCB 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.00%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.00%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 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%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
MERCER INTL INC USD 05.5000 01/15/2026 0.00%
MSBAM 2013-C8 B 03.6966 12/15/2048 0.00%
NETFLIX INC P/P 144A 06.3750 05/15/2029 0.00%
NEXSTAR ESCROW INC P/P 144A 05.6250 07/15/2027 0.00%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.00%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.00%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.00%
NOK/USD 09/18/2019 SSBT 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%
P/P 144A 06.8750 08/15/2026 0.00%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 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. 07.8750 06/15/2032 0.00%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 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%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.00%
SESI LLC 07.1250 12/15/2021 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 06.6250 01/15/2028 0.00%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.00%
SPRINT CORP 07.8750 09/15/2023 0.00%
STACR 2019-DNA1 M2 05.0544 01/25/2049 0.00%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 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 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 SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 0.00%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.00%
TRANSOCEAN INC 07.5000 04/15/2031 0.00%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 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%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.00%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.00%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.00%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.00%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.00%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.00%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.00%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.00%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.00%
VMWARE INC 03.9000 08/21/2027 0.00%
WAMU 2005-AR1 A1B 03.1844 01/25/2045 0.00%
WAMU 2005-AR13 A1B3 02.7644 10/25/2045 0.00%
WAMU 2005-AR19 A1A2 02.6944 12/25/2045 0.00%
WAMU 2005-AR2 1A1B 02.7944 01/25/2045 0.00%
WAMU 2005-AR2 2A2B 02.7844 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%
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-C15 D P/P 144A 04.6216 08/15/2046 0.00%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 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%
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%
AMERICAN TOWER CORP 03.3750 10/15/2026 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%
APPALACHIAN POWER CO 04.6000 03/30/2021 0.00%
APPLE INC 03.4500 05/06/2024 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%
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%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 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 04/27/20 BA 0.00%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 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%
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 04.7500 05/15/2022 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%
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 JP 0.00%
COMM 2012-LC4 XA IO P/P 144A 02.2898 12/10/2044 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%
CON EDISON CO OF NY INC 04.2000 03/15/2042 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%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 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%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 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%
ELDORADO RESORTS INC 06.0000 09/15/2026 0.00%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 0.00%
ENERGY TRANSFER OPERATNG 05.5000 06/01/2027 0.00%
ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 0.00%
EPR PROPERTIES 05.7500 CUM CV PFD 0.00%
EQUINIX INC 05.8750 01/15/2026 0.00%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.00%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.00%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.00%
EUR/USD 09/18/2019 BANKAM 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%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.00%
FIRSTENERGY CORP 03.9000 07/15/2027 0.00%
FRAC TECH INTL TLB L+475 06.0000 04/16/2021 0.00%
GATES GLOBAL TLB L+275 05.1524 03/31/2024 0.00%
GBP/USD 09/18/2019 BANKAM 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%
GMAC CAPITAL TRUST I PCT 08.3030 0.00%
GNR 2015-124 NI IO 03.5000 06/20/2039 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%
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%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.00%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.00%
INR/USD 11/20/2019 GSFX 0.00%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.00%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 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 2013-C17 XA IO 00.9310 01/15/2047 0.00%
JPMBB 2014-C19 XA IO 00.9548 04/15/2047 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 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%
KKR GR FIN CO P/P 144A 03.7500 07/01/2029 0.00%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.00%
KRW/USD 08/21/2019 JPMCB 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 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%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.00%
MERCER INTL INC P/P 144A 07.3750 01/15/2025 0.00%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.00%
MGM RESORTS INTL 06.6250 12/15/2021 0.00%
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%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.00%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 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%
NEIMAN MARCUS TL L+600 08.4209 10/25/2023 0.00%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.00%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.00%
NOK/USD 09/18/2019 BANKAM 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%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 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%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.00%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 0.00%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.00%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 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%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 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 04.4500 02/15/2025 0.00%
QVC INC 04.8500 04/01/2024 0.00%
RACKSPACE HOSTING INC L+300 05.5755 11/03/2023 0.00%
REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 0.00%
ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 0.00%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.00%
S&P GLOBAL INC 04.4000 02/15/2026 0.00%
SCH AB R US0001M P 04/08/20 BA 0.00%
SCH AB R US0001M P 04/23/20 BA 0.00%
SESI LLC 07.7500 09/15/2024 0.00%
SGD/USD 08/21/2019 JPMCB 0.00%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.00%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.00%
SM ENERGY CO 05.0000 01/15/2024 0.00%
SM ENERGY CO 06.1250 11/15/2022 0.00%
SM ENERGY CO 06.6250 01/15/2027 0.00%
SM ENERGY CO 06.7500 09/15/2026 0.00%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.00%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 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%
T-MOBILE USA INC. 04.0000 04/15/2022 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%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.00%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.00%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
UBSBB 2012-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 03.8500 06/15/2028 0.00%
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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%
VIACOM INC 04.5000 03/01/2021 0.00%
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WAMU 2005-AR2 2A1B 02.7744 01/25/2045 0.00%
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ADVANZ PHARMA CORP 0.00%
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APACHE CORPORATION 03.2500 04/15/2022 0.00%
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AUD/USD 07/17/2019 JPMCB 0.00%
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BRL/USD 10/02/2019 CITI 0.00%
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CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CAS 2015-C02 1M2 06.4044 05/25/2025 0.00%
CBS CORP 04.0000 01/15/2026 0.00%
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CIT GROUP INC. 05.0000 08/15/2022 0.00%
CLEAR CHANNEL OUTDOOR HOLDIN 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 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 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.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.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 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 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 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.8 2057-10-17 500.0 10/17/2057 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 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%
COMCAST CORP 03.9990 11/01/2049 0.00%
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COMCAST CORP 06.5000 11/15/2035 0.00%
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2.05 R ISWP FWD US0003M P 09/18/2029 -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%
EUR/USD 09/18/2019 BCAP-FX -0.00%
NZD/USD 07/17/2019 BCAP-FX -0.00%
AUD/JPY PUT 69.00 20190917 HSBCB -0.00%
AUD/USD 07/17/2019 SSBT -0.00%
EUR/USD 09/18/2019 RBSF -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%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.00%
NOK/USD 09/18/2019 JPMCB -0.00%
NZD/USD 07/17/2019 CITI -0.00%
CAD/USD 07/17/2019 BCAP-FX -0.00%
JPY/USD 08/21/2019 RBSF -0.00%
SEK/USD 09/18/2019 GSFX -0.00%
AUD/USD 07/17/2019 CITI -0.00%
CAD/USD 07/17/2019 JPMCB -0.00%
CNH/USD 08/21/2019 HSBCB -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%
AUD/USD 07/17/2019 RBSF -0.01%
AUD/USD 07/17/2019 UBS -0.01%
JPY/USD 08/21/2019 SSBT -0.01%
RU10INTR P US0003M R 11/26/19 CI -2.31%
US 10YR NOTE (CBT)SEP19 TYU9 -4.98%

Prior top holdings

Top holdings as of 07/31/19
Putnam Retirement Advantage GAA Growth Trust 55.55%
Putnam Retirement Advantage GAA All Equities Trust 44.03%
Putnam Money Market Portfolio 0.46%
Top holdings as of 05/31/19
Putnam Retirement Advantage GAA Growth Trust 55.79%
Putnam Retirement Advantage GAA All Equities Trust 43.81%
Putnam Money Market Portfolio 0.44%
Top holdings as of 04/30/19
Putnam Retirement Advantage GAA Growth Trust 55.43%
Putnam Retirement Advantage GAA All Equities Trust 44.16%
Putnam Money Market Portfolio 0.45%

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.