Retirement Advantage 2060 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 $15.62
0.13% | $0.02
$15.81
07/24/19
$12.78
12/24/18
Historical fund price

Fund facts as of 08/31/19

Total net assets
$52.40M
Turnover (fiscal year end)
29%
Dividend frequency
--
Number of holdings
3
Fiscal year-end
September
CUSIP / Fund code
74674P278 / 2013
Inception date
04/13/16
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. Life (inception: 04/13/16 )
At net asset value 4.17% 11.45% -- 13.78%
Custom Retirement Advantage 2060 Index 7.12%12.52%----

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 -2.44%
YTD as of 09/13/19 16.05%

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 All Equities Trust 78.06%
Putnam Retirement Advantage GAA Growth Trust 21.52%
Putnam Money Market Portfolio 0.46%

Full portfolio holdings as of 06/30/19

E-MINI RUSS 2000 SEP19 RTYU9 5.47%
S&P500 EMINI FUT SEP19 ESU9 2.86%
ALPHABET INC-CL A 2.14%
SPDR S&P 500 ETF TRUST 1.92%
JPMORGAN CHASE & CO 1.71%
AMAZON.COM INC 1.70%
CISCO SYSTEMS INC 1.41%
CHEVRON CORP 1.40%
MICROSOFT CORP 1.34%
APPLE INC 1.30%
VERIZON COMMUNICATIONS INC 1.30%
BOEING CO/THE 1.21%
ORACLE CORP 1.20%
CITIGROUP INC 1.20%
STARBUCKS CORP 1.17%
INTL BUSINESS MACHINES CORP 1.08%
CGPUTQL2 R US0003M P 11/26/19 CI 1.02%
ADOBE INC 1.01%
COCA-COLA CO/THE 1.01%
COMCAST CORP-CLASS A 0.84%
JOHNSON & JOHNSON 0.83%
MEDTRONIC PLC 0.79%
ABBOTT LABORATORIES 0.79%
MERCK & CO. INC. 0.75%
PEPSICO INC 0.70%
HONEYWELL INTERNATIONAL INC 0.70%
AMGEN INC 0.68%
INTUIT INC 0.66%
LOCKHEED MARTIN CORP 0.65%
CONOCOPHILLIPS 0.63%
NXP SEMICONDUCTORS NV 0.61%
AUTOMATIC DATA PROCESSING 0.59%
MONDELEZ INTERNATIONAL INC-A 0.57%
HOME DEPOT INC 0.56%
METLIFE INC 0.53%
XILINX INC 0.53%
WALMART INC 0.51%
DELTA AIR LINES INC 0.47%
EBAY INC 0.46%
PROCTER & GAMBLE CO/THE 0.46%
EXELON CORP 0.44%
MORGAN STANLEY 0.43%
SYSCO CORP 0.41%
WASTE MANAGEMENT INC 0.40%
VALERO ENERGY CORP 0.40%
ROCHE HOLDING AG-GENUSSCHEIN 0.39%
BOOKING HOLDINGS INC 0.39%
PHILLIPS 66 0.38%
ISHARES MSCI EAFE ETF 0.38%
PFIZER INC 0.38%
LOWES COMPANIES INC 0.38%
NIKE INC -CL B 0.38%
DANAHER CORP 0.38%
LYONDELLBASELL INDU-CL A 0.37%
NORFOLK SOUTHERN CORP 0.37%
CUMMINS INC 0.37%
INGERSOLL-RAND PLC 0.37%
PAYPAL HOLDINGS INC 0.36%
BEST BUY CO INC 0.35%
BIOGEN INC 0.34%
ABBVIE INC 0.34%
OMNICOM GROUP 0.34%
BROADCOM INC 0.33%
PRUDENTIAL FINANCIAL INC 0.33%
CROWN CASTLE INTL CORP 0.33%
S&P MID 400 EMINI SEP19 FAU9 0.32%
CAPITAL ONE FINANCIAL CORP 0.32%
ALIBABA GROUP HOLDING-SP ADR 0.31%
TOTAL SA 0.31%
MCKESSON CORP 0.31%
SAMSUNG ELECTRONICS CO LTD 0.30%
US 5YR NOTE (CBT) SEP19 FVU9 0.30%
HILTON WORLDWIDE HOLDINGS IN 0.30%
ISHARES MSCI EMERGING MARKET 0.29%
SYNCHRONY FINANCIAL 0.29%
AGILENT TECHNOLOGIES INC 0.28%
FORTINET INC 0.28%
PUBLIC SERVICE ENTERPRISE GP 0.28%
TENCENT HOLDINGS LTD 0.27%
NOVO NORDISK A/S-B 0.27%
HERSHEY CO/THE 0.27%
ALLIANZ SE-REG 0.27%
ELI LILLY & CO 0.27%
AMERIPRISE FINANCIAL INC 0.27%
CITIZENS FINANCIAL GROUP 0.26%
GILEAD SCIENCES INC 0.26%
AFLAC INC 0.25%
CADENCE DESIGN SYS INC 0.25%
NESTLE SA-REG 0.25%
DISCOVER FINANCIAL SERVICES 0.25%
SPDR S&P MIDCAP 400 ETF TRST 0.25%
DARDEN RESTAURANTS INC 0.25%
ENEL SPA 0.24%
ZEBRA TECHNOLOGIES CORP-CL A 0.24%
ALLERGAN PLC 0.24%
UNILEVER PLC 0.23%
RIO TINTO PLC 0.23%
COMERICA INC 0.23%
EMERSON ELECTRIC CO 0.23%
GOLDMAN SACHS GROUP INC 0.23%
ALLSTATE CORP 0.22%
E*TRADE FINANCIAL CORPORATION 0.22%
ZIMMER BIOMET HOLDINGS INC 0.22%
GLAXOSMITHKLINE PLC 0.22%
SUMITOMO MITSUI FINANCIAL GR 0.21%
NOVARTIS AG-REG 0.21%
HARTFORD FINANCIAL SVCS GRP 0.21%
F5 NETWORKS INC 0.20%
ROCKWELL AUTOMATION INC 0.20%
HITACHI LTD 0.20%
SHIN-ETSU CHEMICAL CO LTD 0.20%
ANNALY CAPITAL MANAGEMENT IN 0.20%
CF INDUSTRIES HOLDINGS INC 0.20%
KERING 0.20%
CENTERPOINT ENERGY INC 0.20%
HOYA CORP 0.20%
BANCO BILBAO VIZCAYA ARGENTA 0.19%
CARDINAL HEALTH INC 0.19%
US ULTRA BOND CBT SEP19 WNU9 0.19%
ASHTEAD GROUP PLC 0.18%
SANDVIK AB 0.18%
TELSTRA CORP LTD 0.18%
DEUTSCHE TELEKOM AG-REG 0.18%
L OREAL 0.18%
KEYSIGHT TECHNOLOGIES IN 0.18%
VISTRA ENERGY CORP 0.18%
CK ASSET HOLDINGS LTD 0.18%
LINCOLN NATIONAL CORP 0.18%
KONINKLIJKE AHOLD DELHAIZE N 0.18%
SONY CORP 0.18%
TESCO PLC 0.18%
AVIVA PLC 0.18%
PING AN INSURANCE GROUP CO-H 0.18%
UNILEVER NV-CVA 0.17%
ENI SPA 0.17%
FNMA FN30 TBA UMBS 04.0000 08/01/2049 0.17%
PARTNERS GROUP HOLDING AG 0.17%
ITOCHU CORP 0.17%
TAIWAN SEMICONDUCTOR MANUFAC 0.17%
AGNC INVESTMENT CORP 0.17%
COVESTRO AG 0.17%
MACQUARIE GROUP LTD 0.17%
WOLTERS KLUWER 0.17%
COCA-COLA EUROPEAN PARTNERS 0.17%
DISCOVERY INC - A 0.17%
SERVICENOW INC 0.16%
KLA-TENCOR CORP 0.16%
CENTRAL JAPAN RAILWAY CO 0.16%
LEGAL & GENERAL GROUP PLC 0.16%
PEUGEOT SA 0.16%
AES CORP 0.16%
HERMES INTERNATIONAL 0.16%
MOLSON COORS BREWING CO -B 0.16%
AVALONBAY COMMUNITIES INC 0.16%
TREASURY BILL 00.0000 07/18/2019 0.16%
AMETEK INC 0.15%
DELL TECHNOLOGIES -C 0.15%
E.ON SE 0.15%
LAS VEGAS SANDS CORP 0.15%
ANGLO AMER PLC 0.15%
NRG ENERGY INC 0.15%
ASTELLAS PHARMA INC 0.15%
ORIX CORP 0.15%
VICI PROPERTIES INC 0.15%
JAPAN AIRLINES CO LTD 0.15%
PACKAGING CORP OF AMERICA 0.15%
AENA SME SA 0.14%
FAURECIA 0.14%
SHIONOGI & CO LTD 0.14%
PINNACLE WEST CAPITAL 0.14%
ROYAL DUTCH SHELL PLC-B SHS 0.14%
LLOYDS BANKING GROUP PLC 0.14%
BERRY GLOBAL GROUP INC 0.14%
CDW CORP/DE 0.14%
THERMO FISHER SCIENTIFIC INC 0.14%
HANG SENG BANK LTD 0.14%
EQUINOR ASA 0.14%
EXXON MOBIL CORP 0.14%
NASPERS LTD-N SHS 0.14%
XEROX CORP 0.14%
LUKOIL PJSC-SPON ADR 0.13%
CBRE GROUP INC - A 0.13%
DOVER CORP 0.13%
WH GROUP LTD 0.13%
EVERGY INC 0.13%
REPUBLIC SERVICES INC 0.13%
TREASURY BILL 00.0000 07/25/2019 0.13%
JUNIPER NETWORKS INC 0.13%
ENDESA S.A. 0.13%
AIA GROUP LTD 0.13%
HDFC BANK LIMITED 0.13%
PERSIMMON PLC 0.13%
ZOETIS INC 0.13%
BRISTOL-MYERS SQUIBB CO 0.13%
YANGZIJIANG SHIPBUILDING 0.13%
HEIDELBERGCEMENT AG 0.12%
IMPERIAL BRANDS PLC 0.12%
LEAR CORP 0.12%
TRIPADVISOR INC 0.12%
NTT DATA CORP 0.12%
ABN AMRO BANK NV-CVA 0.12%
ACS ACTIVIDADES 0.12%
HD SUPPLY HOLDINGS INC 0.12%
WALGREENS BOOTS ALLIANCE INC 0.12%
NINTENDO CO LTD 0.12%
HUNTSMAN CORP 0.12%
WELLS FARGO & CO 0.12%
ASPEN TECHNOLOGY INC 0.12%
HOUSING DEVELOPMENT FINANCE 0.12%
PETROLEO BRASILEIRO-SPON ADR 0.12%
FUJIFILM HOLDINGS CORP 0.11%
ATHENE HOLDING LTD-CLASS A 0.11%
AXALTA COATING SYSTEMS LTD 0.11%
BALOISE HOLDING AG - REG 0.11%
STEEL DYNAMICS INC 0.11%
FNMA FN30 TBA UMBS 04.0000 07/01/2049 0.11%
MASIMO CORP 0.11%
UPM-KYMMENE OYJ 0.11%
BANK LEUMI LE-ISRAEL 0.10%
NEW RESIDENTIAL INVESTMENT 0.10%
UNUM GROUP 0.10%
BLUESCOPE STEEL LTD 0.10%
DUKE REALTY CORP 0.10%
US FOODS HOLDING CORP 0.10%
BALL CORP 0.10%
MARATHON PETROLEUM CORP 0.10%
PROLOGIS INC 0.10%
BRIDGESTONE CORP 0.10%
THALES SA 0.10%
BT GROUP PLC 0.10%
CARLSBERG AS-B 0.10%
3I GROUP PLC 0.10%
WALT DISNEY CO/THE 0.10%
DEVON ENERGY CORP 0.10%
INTERPUBLIC GROUP OF COS INC 0.10%
MEDIATEK INC 0.10%
GARMIN LTD 0.10%
HOLOGIC INC 0.10%
TAISEI CORP 0.10%
ALLISON TRANSMISSION HOLDING 0.09%
ASSOCIATED BRITISH FOODS PLC 0.09%
CAMDEN PROPERTY TRUST 0.09%
MITSUBISHI CORP 0.09%
NIELSEN HOLDINGS PLC 0.09%
BRIXMOR PROPERTY GROUP INC 0.09%
CAPGEMINI SE 0.09%
FNMA FN15 TBA UMBS 03.0000 07/01/2034 0.09%
FAIR ISAAC CORP 0.09%
AVERY DENNISON CORP 0.09%
MEDICAL PROPERTIES TRUST INC 0.09%
STORE CAPITAL CORP 0.09%
FORTESCUE METALS GROUP LTD 0.09%
GAMING AND LEISURE PROPERTIE 0.09%
ABU DHABI COMMERCIAL BANK 0.08%
INFOSYS LTD 0.08%
SOFTBANK GROUP CORP 0.08%
SUNNY FRIEND ENVIRONMENTAL T 0.08%
BP PLC 0.08%
GNMA GII30 MA4837 03.5000 11/20/2047 0.08%
BLACK KNIGHT INC 0.08%
AMADEUS IT GROUP SA 0.08%
SL GREEN REALTY CORP 0.08%
UCB SA 0.08%
CHINA WATER AFFAIRS GROUP 0.08%
CNOOC LTD 0.08%
GENTING SINGAPORE LTD 0.08%
GNMA GII30 MA4652 03.5000 08/20/2047 0.08%
REINSURANCE GROUP OF AMERICA 0.08%
FIAT CHRYSLER AUTOMOBILES NV 0.08%
HONG KONG EXCHANGES & CLEAR 0.08%
OMV AG 0.08%
HILL-ROM HOLDINGS INC 0.08%
NTT DOCOMO INC 0.08%
POST HOLDINGS INC 0.08%
ING GROEP NV-CVA 0.08%
US LONG BOND(CBT) SEP19 USU9 0.08%
ARKEMA 0.08%
CARNIVAL PLC 0.08%
COMMERCIAL INTL BANK-GDR REG 0.08%
DEUTSCHE LUFTHANSA-REG 0.08%
FACEBOOK INC-CLASS A 0.07%
TELEDYNE TECHNOLOGIES INC 0.07%
CREDICORP LTD 0.07%
JUBILANT FOODWORKS LTD 0.07%
CK HUTCHISON HOLDINGS LTD 0.07%
ILLUMINA INC 0.07%
KBC GROUP NV 0.07%
LG HOUSEHOLD & HEALTH CARE 0.07%
SUN HUNG KAI PROPERTIES 0.07%
COMPANHIA DE LOCACAO DAS AME 0.07%
NIPPON TELEGRAPH & TELEPHONE 0.07%
TREASURY BILL 00.0000 08/08/2019 0.07%
CHEMED CORP 0.07%
JONES LANG LASALLE INC 0.07%
SCENTRE GROUP 0.07%
HEALTHCARE TRUST OF AME-CL A 0.07%
EQUINIX INC 0.07%
HENDERSON LAND DEVELOPMENT 0.07%
LIBERTY PROPERTY TRUST 0.07%
SANTOS LTD 0.07%
GNMA GII30 TBA 03.5000 07/01/2049 0.07%
INTERCONTINENTAL EXCHANGE IN 0.07%
CLP HOLDINGS LTD 0.06%
ENCOMPASS HEALTH CORP 0.06%
OTSUKA CORP 0.06%
TEXAS INSTRUMENTS INC 0.06%
AMERICAN FINANCIAL GROUP INC 0.06%
CHINA OVERSEAS LAND & INVEST 0.06%
MOL HUNGARIAN OIL AND GAS PL 0.06%
NETEASE INC-ADR 0.06%
KAJIMA CORP 0.06%
SUZUKEN CO LTD 0.06%
TENCENT HOLDINGS LTD-UNS ADR 0.06%
DAIWA HOUSE INDUSTRY CO LTD 0.06%
GEOPARK LTD 0.06%
AT&T INC 0.06%
PROOFPOINT INC 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%
US BANCORP 0.06%
AMERICAN ELECTRIC POWER 0.06%
CELANESE CORP 0.06%
NORTHROP GRUMMAN CORP 0.06%
TJX COMPANIES INC 0.06%
CHARLES RIVER LABORATORIES 0.06%
CHINA CONSTRUCTION BANK-H 0.06%
WALMART DE MEXICO SAB DE CV 0.06%
CTRIP.COM INTERNATIONAL-ADR 0.06%
WILCON DEPOT INC 0.06%
ELECTRONIC ARTS INC 0.06%
FHLMC FH30G G08795 03.0000 01/01/2048 0.06%
FIDELITY NATIONAL INFO SERV 0.06%
LOGAN PROPERTY HOLDINGS CO L 0.06%
RAYTHEON COMPANY 0.06%
ALLIANCE GLOBAL GROUP INC 0.06%
AUTOZONE INC 0.06%
HEICO CORP 0.06%
INTER RAO UES PJSC 0.06%
COSTAR GROUP INC 0.05%
GENPACT LTD 0.05%
CHINA RAILWAY GROUP LTD-H 0.05%
EXTENDED STAY AMERICA INC 0.05%
FU SHOU YUAN INTERNATIONAL 0.05%
NEWS CORP - CLASS A 0.05%
POPULAR INC 0.05%
FUKUOKA FINANCIAL GROUP INC 0.05%
SOUTH32 LTD 0.05%
TREASURY BILL 00.0000 08/01/2019 0.05%
X 5 RETAIL GROUP NV-REGS GDR 0.05%
GRUPO BIMBO SAB- SERIES A 0.05%
GUANGZHOU BAIYUN AIRPORT 144A/REGS WARRANT 04/10/2020 0.05%
SINO-AMERICAN SILICON PRODUC 0.05%
TELEPHONE AND DATA SYSTEMS 0.05%
ABSA GROUP LTD 0.05%
CROWN RESORTS LTD 0.05%
T-MOBILE US INC 0.05%
NEXT PLC 0.05%
SUMITOMO MITSUI TRUST HOLDIN 0.05%
TAYLOR WIMPEY PLC 0.05%
UPL LTD 0.05%
ATACADAO SA 0.05%
DINO POLSKA SA 0.05%
ANGLO AMERICAN PLC 0.05%
AYALA LAND INC 0.05%
BOC HONG KONG HOLDINGS LTD 0.05%
DEUTSCHE BOERSE AG 0.05%
EDELWEISS FINANCIAL SERVICES 0.05%
POYA INTERNATIONAL CO LTD 0.05%
WINTRUST FINANCIAL CORP 0.05%
ALFRESA HOLDINGS CORP 0.05%
COGNIZANT TECH SOLUTIONS-A 0.05%
DNB NOR ASA 0.05%
HUMANA INC 0.05%
SAFARICOM PLC 0.05%
SERVICEMASTER GLOBAL HOLDING 0.05%
SONOCO PRODUCTS CO 0.05%
TWO HARBORS INVESTMENT CORP 0.05%
GRUPO FINANCIERO GALICIA-ADR 0.04%
OUTFRONT MEDIA INC 0.04%
SWISSCOM AG-REG 0.04%
JARDINE CYCLE & CARRIAGE LTD 0.04%
KAR AUCTION SERVICES INC 0.04%
KEI INDUSTRIES LTD 0.04%
NVENT ELECTRIC PLC 0.04%
CTCI CORP 0.04%
CURTISS-WRIGHT CORP 0.04%
FUJITSU LTD 0.04%
MEDIPAL HOLDINGS CORP 0.04%
NESTLE INDIA LTD 0.04%
SBERBANK PJSC -SPONSORED ADR 0.04%
CLEAN TEQ HOLDINGS LTD 0.04%
FNMA FN30 TBA UMBS 06.0000 08/01/2049 0.04%
JERONIMO MARTINS 0.04%
SHENZHOU INTERNATIONAL GROUP 0.04%
APPLE HOSPITALITY REIT INC 0.04%
BANDAI NAMCO HOLDINGS INC 0.04%
DOUGLAS EMMETT INC 0.04%
HUDSON PACIFIC PROPERTIES IN 0.04%
ITAU UNIBANCO H-SPON PRF ADR 0.04%
JAZZ PHARMACEUTICALS PLC 0.04%
LIBERTY MEDIA COR-SIRIUSXM A 0.04%
MONETA MONEY BANK AS 0.04%
TCI CO LTD 0.04%
YANDEX NV-A 0.04%
PULTEGROUP INC 0.04%
DEUTSCHE POST AG-REG 0.04%
TREASURY BILL 00.0000 07/16/2019 0.04%
BROOKFIELD PROPERTY REIT I-A 0.04%
COBALT 27 CAPITAL CORP 0.04%
DASSAULT AVIATION SA 0.04%
IRB BRASIL RESSEGUROS SA 0.04%
MACQUARIE INFRASTRUCTURE COR 0.04%
SG HOLDINGS CO LTD 0.04%
W.R. GRACE & CO 0.04%
CENTENE CORP 0.04%
OCCIDENTAL PETROLEUM CORP 0.04%
COLRUYT SA 0.04%
FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 0.04%
NUANCE COMMUNICATIONS INC 0.04%
WEINGARTEN REALTY INVESTORS 0.04%
GRAPE KING BIO LTD 0.04%
LOMA NEGRA CIA IND-SPON ADR 0.04%
PINDUODUO INC-ADR 0.04%
SARTORIUS STEDIM BIOTECH 0.04%
WIJAYA KARYA PERSERO TBK PT 0.04%
CHAILEASE HOLDING CO LTD 0.03%
KINDER MORGAN INC 0.03%
ROSS STORES INC 0.03%
SWISS LIFE HOLDING AG-REG 0.03%
WESCO INTERNATIONAL INC 0.03%
BERKELEY GROUP HOLDINGS/THE 0.03%
ESSITY AKTIEBOLAG-B 0.03%
FNMA FN15 AL9468 UMBS 03.0000 12/01/2031 0.03%
NASPERS LTD-N SHS SPON ADR 0.03%
US 2YR NOTE (CBT) SEP19 TUU9 0.03%
HCA HEALTHCARE INC 0.03%
HSBC HOLDINGS PLC 0.03%
JARIR AB R US0001M P 03/30/20 BA 0.03%
UGI CORP 0.03%
MOTA ENGIL SGPS SA 0.03%
AFREECATV CO LTD 0.03%
DOLLAR TREE INC 0.03%
TAPESTRY INC 0.03%
TREASURY BILL 00.0000 07/11/2019 0.03%
BANK TABUNGAN PENSIUNAN NASI 0.03%
BOLIDEN AB 0.03%
EQUITY RESIDENTIAL TR REIT 0.03%
SYNOPSYS INC 0.03%
UNITEDHEALTH GROUP INC 0.03%
FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 0.02%
LOEWS CORP 0.02%
I-SENS INC 0.02%
MITSUBISHI UFJ LEASE & FINAN 0.02%
FNMA FN30 BC9003 UMBS 03.0000 11/01/2046 0.02%
AZUL SA-ADR 0.02%
BROTHER INDUSTRIES LTD 0.02%
GNMA GII30 MA4586 03.5000 07/20/2047 0.02%
WESFARMERS LTD 0.02%
MAXIM INTEGRATED PRODUCTS 0.02%
SHERWIN-WILLIAMS CO/THE 0.02%
GLENCORE PLC 0.02%
HILONG HOLDING LTD 0.02%
CHINA TRADITIONAL CHINESE ME 0.02%
LABORATORY CRP OF AMER HLDGS 0.02%
EUTELSAT COMMUNICATIONS 0.02%
VERIZON COMM 04.3290 09/21/2028 0.02%
BUPA AB R US0001M P 04/27/20 BA 0.02%
BUPA AB R US0001M P 12/05/19 BA 0.02%
ECOLAB INC 0.02%
MIRVAC GROUP 0.02%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.02%
SWIRE PROPERTIES LTD 0.02%
BANK OF AMERICA CORP 03.4990 05/17/2022 0.02%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.02%
SPST 2018-5 A 03.1296 09/24/2019 0.02%
STACR 2016-DNA2 M3 07.0544 10/25/2028 0.02%
AMDOCS LTD 0.02%
CDK GLOBAL INC 0.02%
COLGATE-PALMOLIVE CO 0.02%
GNMA GII30 MA3736 03.5000 06/20/2046 0.02%
KERRY PROPERTIES LTD 0.02%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.02%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.02%
SPST 2018-8 A 03.1296 02/24/2020 0.02%
TREASURY BILL 00.0000 08/15/2019 0.02%
AMERICAN HOME 4 RENT 0.01%
QIAGEN N.V. 0.01%
QUEST DIAGNOSTICS INC 0.01%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.01%
ANTHEM INC 0.01%
CITIGROUP INC 03.6680 07/24/2028 0.01%
FNMA FN30 TBA UMBS 03.0000 08/01/2049 0.01%
FNMA FN30 TBA UMBS 04.5000 07/01/2049 0.01%
US BANCORP 02.6250 01/24/2022 0.01%
AT&T INC 03.8000 02/15/2027 0.01%
CDX CDX.NA.IG.32 100.0 06/20/2024 0.01%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.01%
FISERV INC 0.01%
FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 0.01%
KONINKLIJKE PHILIPS NV 0.01%
UDR INC 0.01%
VERTEX PHARMACEUTICALS INC 0.01%
AMCOR PLC 0.01%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.01%
CAS 2016-C02 1M2 08.4044 09/25/2028 0.01%
CDX CDX.NA.HY.32 500.0 06/20/2024 0.01%
CIGNA CORP P/P 144A 03.7500 07/15/2023 0.01%
FHLMC FH30G G08747 03.0000 02/01/2047 0.01%
FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 0.01%
FNMA FN30 MA2863 UMBS 03.0000 01/01/2047 0.01%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.01%
JARIR AB R US0001M P 04/06/20 BA 0.01%
MORGAN STANLEY 03.6250 01/20/2027 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%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.01%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.01%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.01%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.01%
BRIGHT HORIZONS FAMILY SOLUT 0.01%
ELANCO ANIMAL HEALTH 04.9000 08/28/2028 0.01%
FISERV INC 04.2000 10/01/2028 0.01%
FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 0.01%
IPSEN 0.01%
MCDONALD'S CORP 0.01%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.01%
SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 0.01%
SPST 2018-3 A 03.1296 07/24/2019 0.01%
TREASURY BILL 00.0000 08/06/2019 0.01%
BUPA AB R US0001M P 10/17/19 BA 0.01%
CAS 2015-C04 1M2 08.1044 04/25/2028 0.01%
CAS 2016-C01 1M2 09.1544 08/25/2028 0.01%
CIT GROUP INC. 05.2500 03/07/2025 0.01%
CITIGROUP INC 04.7500 05/18/2046 0.01%
COMCAST CORP 02.3500 01/15/2027 0.01%
COMM 2012-LC4 D P/P 144A 05.7227 12/10/2044 0.01%
DBUBS 2011-LC3A D P/P 144A 05.5115 08/10/2044 0.01%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 0.01%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.01%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.01%
LIBERTY MEDIA COR-SIRIUSXM C 0.01%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.01%
ORACLE CORPORATION 02.2500 10/08/2019 0.01%
SPST 2019-3 A 03.1296 06/24/2020 0.01%
UNITED AIRLINES HOLDINGS INC 0.01%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.01%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.01%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.01%
BUDGET AB R US0001M P 04/08/20 BA 0.01%
BUPA AB R US0001M P 11/12/19 BA 0.01%
CAS 2015-C04 2M2 07.9544 04/25/2028 0.01%
CHF/USD 09/18/2019 BCAP-FX 0.01%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.01%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.01%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.01%
EQUITY COMMONWEALTH 0.01%
GENTEX CORP 0.01%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.01%
GSMS 2010-C1 D P/P 144A 06.1971 08/10/2043 0.01%
GSMS 2014-GC22 C 04.8475 06/10/2047 0.01%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.01%
NOK/USD 09/18/2019 BCAP-FX 0.01%
QUALCOMM INC 0.01%
TOTAL SYSTEM SERVICES INC 0.01%
WFHET 2004-2 M1 03.3044 10/25/2034 0.01%
AGL ENERGY LTD 0.01%
AT&T INC 04.1000 02/15/2028 0.01%
BROADRIDGE FINANCIAL SOLUTIO 0.01%
BUPA AB R US0001M P 10/21/19 BA 0.01%
CSAIL 2015-C1 C 04.4364 04/15/2050 0.01%
ENERGY TRANSFER OPERA 05.8750 01/15/2024 0.01%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.01%
EQUITY LIFESTYLE PROPERTIES 0.01%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 0.01%
GSMS 2011-GC3 D P/P 144A 05.8247 03/10/2044 0.01%
GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 0.01%
JPY/USD 08/21/2019 BANKAM 0.01%
KINDER MORGAN INC 04.3000 06/01/2025 0.01%
MICROSOFT CORP 01.5500 08/08/2021 0.01%
MWST 2019-1 A 03.2044 06/25/2052 0.01%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.01%
REGENERON PHARMACEUTICALS 0.01%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.01%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.01%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.01%
TERADATA CORP 0.01%
UNITEDHEALTH GROUP INC 04.2500 04/15/2047 0.01%
AIR LEASE CORP 04.6250 10/01/2028 0.01%
AUD/JPY PUT 73.00 20190917 HSBCB 0.01%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.01%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.01%
BPCE SA P/P 144A 04.5000 03/15/2025 0.01%
BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 0.01%
CBS CORP 04.2000 06/01/2029 0.01%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.01%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.01%
CORELOGIC INC 0.01%
CVS HEALTH CORP 04.7800 03/25/2038 0.01%
EQUINIX INC 05.3750 05/15/2027 0.01%
FEDERATIVE REP OF BRAZIL USD 06.0000 04/07/2026 0.01%
FIDELITY NATL INFO SERV 03.7500 05/21/2029 0.01%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.01%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.01%
FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 0.01%
FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 0.01%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.01%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.01%
KEURIG DR PEPPER INC 04.5970 05/25/2028 0.01%
MWST 2018-W1 A 03.2544 11/25/2051 0.01%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029 0.01%
ORACLE CORP 05.3750 07/15/2040 0.01%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.01%
STACR 2014-DN4 M3 06.9544 10/25/2024 0.01%
STACR 2015-DNA3 M2 05.2544 04/25/2028 0.01%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 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%
ALPHABET INC 03.6250 05/19/2021 0.00%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.00%
APPLE INC 02.0000 05/06/2020 0.00%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 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%
CAS 2016-C01 2M2 09.3544 08/25/2028 0.00%
CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 0.00%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.00%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.00%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.00%
CIGNA CORP 0.00%
CITIGROUP INC 02.6500 10/26/2020 0.00%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.00%
COMM 2010-C1 D P/P 144A 06.2870 07/10/2046 0.00%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.00%
CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 0.00%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.00%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.00%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.00%
GSMS 2011-GC3 C P/P 144A 05.8247 03/10/2044 0.00%
KANSAI ELECTRIC POWER CO INC 0.00%
LEAR CORP 03.8000 09/15/2027 0.00%
MICROCHIP TECH INC 04.3330 06/01/2023 0.00%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.00%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.00%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.00%
NOK/USD 09/18/2019 GSFX 0.00%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.00%
PFIZER INC 01.7000 12/15/2019 0.00%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.00%
SCH AB R US0001M P 04/09/20 BA 0.00%
STACR 2016-HQA2 M3 07.5544 11/25/2028 0.00%
STACR 2016-HQA3 M3 06.2544 03/25/2029 0.00%
STACR 2018-HQA1 M2 04.7044 09/25/2030 0.00%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.00%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.00%
UBS GROUP FUNDIN P/P 144A 04.2530 03/23/2028 0.00%
UNITED MEXICAN STATES USD 04.5000 04/22/2029 0.00%
AMAZON.COM INC. 02.5000 11/29/2022 0.00%
APPLE INC 04.2500 02/09/2047 0.00%
APPLE INC 04.3750 05/13/2045 0.00%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.00%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.00%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.00%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.00%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.00%
BUDGET AB R US0001M P 04/13/20 BA 0.00%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.00%
BUPA AB R US0001M P 10/16/19 BA 0.00%
CAD/USD 07/17/2019 BANKAM 0.00%
CAS 2015-C03 2M2 07.4044 07/25/2025 0.00%
CFCRE 2011-C1 D P/P 144A 06.2719 04/15/2044 0.00%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.00%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.00%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.00%
DISH DBS CORP 05.8750 11/15/2024 0.00%
DUKE ENERGY OHIO INC 03.6500 02/01/2029 0.00%
EUR/USD 09/18/2019 JPMCB 0.00%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.00%
FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 0.00%
FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 0.00%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.00%
GENERAL DYNAMICS CORP 0.00%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.00%
HIGHWOODS PROPERTIES INC 0.00%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.00%
JPMORGAN CHASE & CO 02.2500 01/23/2020 0.00%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.00%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.00%
MFA FINANCIAL INC 0.00%
MICROSOFT CORP 02.4000 08/08/2026 0.00%
MICROSOFT CORP 03.7000 08/08/2046 0.00%
MORGAN STANLEY 02.6500 01/27/2020 0.00%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.00%
MSBAM 2014-C17 C 04.6549 08/15/2047 0.00%
MSC 2012-C4 D P/P 144A 05.6003 03/15/2045 0.00%
NETFLIX INC. 05.8750 11/15/2028 0.00%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.00%
RAYTHEON COMPANY 02.5000 12/15/2022 0.00%
ROYAL BK SCOTLND GRP PLC USD 04.8000 04/05/2026 0.00%
SALESFORCE.COM INC 03.7000 04/11/2028 0.00%
SCH AB R US0001M P 04/06/20 BA 0.00%
SCH AB R US0001M P 04/13/20 BA 0.00%
SCH AB R US0001M P 04/13/20 BA 0.00%
SERVICE CORPORATION INTL 04.6250 12/15/2027 0.00%
STACR 2019-DNA2 M2 04.8544 03/25/2049 0.00%
STACR 2019-HQA2 M2 04.4544 04/25/2049 0.00%
STAPLES INC P/P 144A 07.5000 04/15/2026 0.00%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.00%
TOTAL SYSTEM SERVICES IN 04.0000 06/01/2023 0.00%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.00%
UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 0.00%
UNITEDHEALTH GROUP INC 03.1500 06/15/2021 0.00%
WALT DISNEY COMPANY P/P 144A 04.7500 11/15/2046 0.00%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.00%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.00%
WFHET 2005-2 M9 04.8044 12/25/2034 0.00%
WFRBS 2012-C10 AS 03.2410 12/15/2045 0.00%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.00%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.00%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.00%
AMAZON.COM INC 03.1500 08/22/2027 0.00%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.00%
AMGEN INC 02.6000 08/19/2026 0.00%
ANALOG DEVICES INC 02.8500 03/12/2020 0.00%
ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 0.00%
ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 0.00%
ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 0.00%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.00%
APPLE INC 02.8500 05/11/2024 0.00%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.00%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.00%
BMIR 2018-2A M1B P/P 144A 03.7544 08/25/2028 0.00%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.00%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.00%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.00%
BUDGET AB R US0001M P 04/09/20 BA 0.00%
BUPA AB R US0001M P 04/30/20 BA 0.00%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.00%
CAS 2016-C04 1M2 06.6544 01/25/2029 0.00%
CAS 2017-C01 1M2 05.9544 07/25/2029 0.00%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.00%
CELANESE US HOLDINGS LLC 03.5000 05/08/2024 0.00%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.00%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.00%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.00%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 0.00%
CISCO SYSTEMS INC 02.2000 02/28/2021 0.00%
CIT GROUP INC 05.0000 08/01/2023 0.00%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.00%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.00%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.00%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.00%
ECOLAB INC 02.7000 11/01/2026 0.00%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.00%
EQT CORP 03.9000 10/01/2027 0.00%
EQUINOR ASA USD 02.9000 11/08/2020 0.00%
FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 0.00%
FRONTIER COMM 11.0000 09/15/2025 0.00%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.00%
GOOGLE INC 03.3750 02/25/2024 0.00%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.00%
GSMS 2013-GC16 D P/P 144A 05.4877 11/10/2046 0.00%
HCA INC 04.1250 06/15/2029 0.00%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.00%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.00%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.00%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.00%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.00%
IMM 2004-7 1A1 03.1444 11/25/2034 0.00%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.00%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.00%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.00%
IVORY COAST REGS 05.3750 07/23/2024 0.00%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.00%
JPMCC 2013-LC11 C 03.9582 04/15/2046 0.00%
JPY/USD 08/21/2019 CITI 0.00%
KINDER MORGAN INC 03.1500 01/15/2023 0.00%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.00%
LNSTR 2015-3 B P/P 144A 03.2727 04/20/2048 0.00%
MERCK & CO INC 01.8500 02/10/2020 0.00%
MITSUBISHI GAS CHEMICAL CO 0.00%
MORGAN STANLEY 02.7500 05/19/2022 0.00%
MSAC 2004-HE6 M1 03.2294 08/25/2034 0.00%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.00%
MSBAM 2014-C15 D P/P 144A 05.0745 04/15/2047 0.00%
MSC 2012-C4 C P/P 144A 05.6003 03/15/2045 0.00%
MSC 2016-BNK2 C 04.0371 11/15/2049 0.00%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.00%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.00%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.00%
NOK/USD 09/18/2019 RBSF 0.00%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.00%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.00%
NRG P/P 144A 03.7500 06/15/2024 0.00%
NRZT 2018-4A A1M 03.3044 01/25/2048 0.00%
NUTRIEN LTD. USD 04.2000 04/01/2029 0.00%
OSHKOSH CORP 04.6000 05/15/2028 0.00%
OSHKOSH CORP 05.3750 03/01/2025 0.00%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.00%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.00%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.00%
PFIZER INC 01.9500 06/03/2021 0.00%
PNC BANK NA 02.0000 05/19/2020 0.00%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.00%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.00%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.00%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.00%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.00%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.00%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.00%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.00%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.00%
SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 0.00%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.00%
SPRINT CORP 07.1250 06/15/2024 0.00%
STACR 2014-HQ2 M3 06.1544 09/25/2024 0.00%
STACR 2017-DNA1 M2 05.6544 07/25/2029 0.00%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.00%
T-MOBILE USA INC 05.3750 04/15/2027 0.00%
TARGA RESOURCES PART 05.0000 01/15/2028 0.00%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.00%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.00%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.00%
UBSCM 2012-C1 C P/P 144A 05.7280 05/10/2045 0.00%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.00%
VERIZON COMM 04.6720 03/15/2055 0.00%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.00%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024 0.00%
VISTRA OPERATION P/P 144A 04.3000 07/15/2029 0.00%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.00%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.00%
WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 0.00%
WAMU 2004-AR13 A1A 03.1244 11/25/2034 0.00%
WAMU 2005-AR1 A2A1 03.0844 01/25/2045 0.00%
WATERS CORP 0.00%
WFCM 2016-BNK1 C 03.0710 08/15/2049 0.00%
WFRBS 2011-C3 D P/P 144A 05.8555 03/15/2044 0.00%
WFRBS 2012-C10 D P/P 144A 04.5864 12/15/2045 0.00%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.00%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.00%
ABBVIE INC 02.5000 05/14/2020 0.00%
AES CORP/THE 05.1250 09/01/2027 0.00%
AIR LEASE CORP 03.6250 04/01/2027 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%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.00%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.00%
ALPHABET INC 01.9980 08/15/2026 0.00%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.00%
AMGEN INC 04.6630 06/15/2051 0.00%
ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 0.00%
APERGY CORP 06.3750 05/01/2026 0.00%
ARGENTINE REPUBLIC USD 06.8750 01/26/2027 0.00%
ARRW 2018-1 A3 04.1570 04/25/2048 0.00%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.00%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.00%
AT&T INC 04.3500 03/01/2029 0.00%
AT&T INC 04.7500 05/15/2046 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%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 0.00%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 0.00%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 0.00%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.00%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 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%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.00%
BOMBARDIER INC P/P 144A 07.8750 04/15/2027 0.00%
BP CAP MARKETS AMERICA 03.9370 09/21/2028 0.00%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 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%
BRAND ENERGY TL L+425 06.7871 06/21/2024 0.00%
CAS 2014-C03 2M2 05.3044 07/25/2024 0.00%
CAS 2018-C05 1M2 04.7544 01/25/2031 0.00%
CAS 2019-R02 1M2 04.7044 08/25/2031 0.00%
CBS CORP 02.9000 01/15/2027 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%
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%
CGCMT 2013-GC17 AS 04.5440 11/10/2046 0.00%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.00%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.00%
CITIGROUP INC 02.9000 12/08/2021 0.00%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029 0.00%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.00%
COMM 2014-CR17 C 04.9513 05/10/2047 0.00%
COMM 2014-CR20 XA IO 01.2546 11/10/2047 0.00%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.00%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.00%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 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%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.00%
CSAIL 2015-C1 XA IO 01.0389 04/15/2050 0.00%
CWL 2004-5 2A 02.9044 10/25/2034 0.00%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.00%
DIGICEL LTD P/P 144A 06.7500 03/01/2023 0.00%
DUKE ENERGY CORP 03.1500 08/15/2027 0.00%
EMPIRE STATE REALTY TRUST-A 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%
EOG RESOURCES INC 02.6250 03/15/2023 0.00%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.00%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.00%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 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%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.00%
GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 0.00%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.00%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.00%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.00%
GNMA GII30 AW8447 04.3220 05/20/2067 0.00%
GNR 2011-135 DI IO 05.0000 04/16/2040 0.00%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.00%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.00%
GNR 2016-135 PI IO 04.0000 05/20/2046 0.00%
GNR 2016-H16 EI IO 02.2306 06/20/2066 0.00%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 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 2013-GC13 AS P/P 144A 04.2185 07/10/2046 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%
HMBT 2004-2 A1 03.1444 12/25/2034 0.00%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.00%
HUSKY TLB L+300 05.4024 03/28/2025 0.00%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 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%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.00%
ITRON INC P/P 144A 05.0000 01/15/2026 0.00%
IVORY COAST REGS 06.1250 06/15/2033 0.00%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.00%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 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 AS 04.2016 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%
JPY/USD 08/21/2019 JPMCB 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%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 0.00%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.00%
MARSH & MCLENNAN COS INC 04.3750 03/15/2029 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%
MICROSOFT CORP 02.4000 02/06/2022 0.00%
NAVISTAR INTL TLB L+350 05.8900 11/06/2024 0.00%
NCHET 2003-4 M1 03.5294 10/25/2033 0.00%
NEWELL BRANDS INC 04.2000 04/01/2026 0.00%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.00%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.00%
NOK/USD 09/18/2019 SSBT 0.00%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.00%
NRG ENERGY INC 06.6250 01/15/2027 0.00%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029 0.00%
NUTRIEN LTD USD 04.1250 03/15/2035 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%
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%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.00%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.00%
PQ CORP P/P 144A 05.7500 12/15/2025 0.00%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.00%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.00%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.00%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.00%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.00%
REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 0.00%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.00%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.00%
SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 0.00%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.00%
SERVICE CORP INTL 05.1250 06/01/2029 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%
STAPLES INC P/P 144A 10.7500 04/15/2027 0.00%
T-MOBILE USA INC 06.3750 03/01/2025 0.00%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.00%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.00%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.00%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.00%
TRANSDIGM INC 06.3750 06/15/2026 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%
UBSBB 2012-C2 D P/P 144A 05.0481 05/10/2063 0.00%
UNITEDHEALTH GROUP INC 02.8750 03/15/2022 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%
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%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.00%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.00%
WFCM 2012-LC5 D P/P 144A 04.9194 10/15/2045 0.00%
WFCM 2013-LC12 AS 04.4208 07/15/2046 0.00%
WFCM 2013-LC12 C 04.4208 07/15/2046 0.00%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.00%
WFRBS 2012-C9 AS 03.3880 11/15/2045 0.00%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.00%
WFRBS 2013-C16 AS 04.6680 09/15/2046 0.00%
WFRBS 2014-C19 AS 04.2710 03/15/2047 0.00%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 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%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AES CORP/THE 05.5000 04/15/2025 0.00%
AIR LEASE CORP 02.5000 03/01/2021 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 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%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.00%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 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 02.8500 05/06/2021 0.00%
APPLE INC 03.8500 05/04/2043 0.00%
ARCELORMITTAL USD 07.0000 10/15/2039 0.00%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 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%
AUD/USD 07/17/2019 WPAC 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 HEALTH COS INC REGS 04.5000 05/15/2023 0.00%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 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%
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%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 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%
BERRY GLOBAL ESCR P/P 144A 05.6250 07/15/2027 0.00%
BGC PARTNERS INC 05.1250 05/27/2021 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 CORP 06.3750 04/01/2026 0.00%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.00%
BP CAP MARKETS AMERICA 03.1190 05/04/2026 0.00%
BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 0.00%
BUDGET AB R US0001M P 04/27/20 BA 0.00%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.00%
CALIFORNIA RESOURC TL L+475 07.1524 12/31/2022 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%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.00%
CAS 2014-C04 1M2 07.3044 11/25/2024 0.00%
CAS 2015-C01 1M2 06.7044 02/25/2025 0.00%
CAS 2015-C02 2M2 06.4044 05/25/2025 0.00%
CAS 2017-C03 1M2 05.4044 10/25/2029 0.00%
CAS 2018-C01 1M2 04.6544 07/25/2030 0.00%
CAS 2019-R03 1M2 04.5544 09/25/2031 0.00%
CBRE SERVICES INC 04.8750 03/01/2026 0.00%
CBS CORP 04.6000 01/15/2045 0.00%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.00%
CF INDUSTRIES INC 04.9500 06/01/2043 0.00%
CGCMT 2012-GC8 XA IO P/P 144A 01.9387 09/10/2045 0.00%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.00%
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 06.8750 02/01/2022 0.00%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 0.00%
CINEMARK USA INC 04.8750 06/01/2023 0.00%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.00%
CITIGROUP INC 03.8870 01/10/2028 0.00%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 0.00%
CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 0.00%
CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 0.00%
CLEAR CHNL WORLD 06.5000 11/15/2022 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 03.1500 03/01/2026 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%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026 0.00%
COMSTOCK RESOURCES 09.7500 08/15/2026 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%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 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%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 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%
EMLT 2004-1 M2 03.8294 01/25/2034 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%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 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 GSFX 0.00%
EUR/USD 09/18/2019 HSBCB 0.00%
EUR/USD 09/18/2019 SSBT 0.00%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.00%
FHR 3829 AS IO 04.5558 03/15/2041 0.00%
FHR 4096 MI IO 04.0000 01/15/2042 0.00%
FHR 4546 PI IO 04.0000 12/15/2045 0.00%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.00%
FIRSTENERGY CORP 04.8500 07/15/2047 0.00%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.00%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.00%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.00%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.00%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.00%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.00%
GBP/USD 09/18/2019 BANKAM 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%
GNMA GII30 AY4779 04.5080 03/20/2067 0.00%
GNR 2013-99 AS IO 03.6671 06/20/2043 0.00%
GNR 2015-H25 BI IO 01.9048 10/20/2065 0.00%
GNR 2017-123 JI IO 04.0000 08/20/2046 0.00%
GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 0.00%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.00%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.00%
GSMS 2014-GC18 C 05.1566 01/10/2047 0.00%
GSMS 2014-GC24 XA IO 00.8897 09/10/2047 0.00%
HOLOGIC INC P/P 144A 04.3750 10/15/2025 0.00%
HOME DEPOT INC 02.6250 06/01/2022 0.00%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.00%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.00%
HYATT HOTELS CORP 04.8500 03/15/2026 0.00%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.00%
ICAHN ENTER/FIN P/P 144A 06.2500 05/15/2026 0.00%
IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 0.00%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.00%
IMM 2004-6 1A2 03.1844 10/25/2034 0.00%
INFOR US INC 06.5000 05/15/2022 0.00%
INR/USD 11/20/2019 GSFX 0.00%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.00%
IPALCO ENTPRS IN 03.7000 09/01/2024 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 2NDL L+925 11.7272 05/21/2024 0.00%
JO-ANN STORES TL L+500 07.5915 10/16/2023 0.00%
JPMBB 2013-C12 XA IO 00.6150 07/15/2045 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%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.00%
KEURIG DR PEPPER INC 04.4170 05/25/2025 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%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.00%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.00%
KRW/USD 08/21/2019 JPMCB 0.00%
LENNAR CORP 05.8750 11/15/2024 0.00%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 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%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.00%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.00%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.00%
MASTEC INC 04.8750 03/15/2023 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.00%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.00%
MERCER INTL INC USD 05.5000 01/15/2026 0.00%
MERCER INTL INC USD 06.5000 02/01/2024 0.00%
MHL 2005-1 1M1 03.1244 02/25/2035 0.00%
MLMI 2005-A2 A2 04.4525 02/25/2035 0.00%
MSBAM 2013-C8 B 03.6966 12/15/2048 0.00%
MSC 2011-C3 D P/P 144A 05.2816 07/15/2049 0.00%
MSC 2012-C4 XA IO P/P 144A 02.2592 03/15/2045 0.00%
NABORS INDUSTRIES INC. 05.7500 02/01/2025 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%
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%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 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 CITI 0.00%
NOK/USD 09/18/2019 HSBCB 0.00%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.00%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.00%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.00%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.00%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.00%
ORACLE CORP 02.5000 05/15/2022 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%
P/P 144A 06.8750 08/15/2026 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%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.00%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.00%
PFIZER INC 03.0000 12/15/2026 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%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.00%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.00%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.00%
PULTEGROUP INC 05.5000 03/01/2026 0.00%
PULTEGROUP INC. 07.8750 06/15/2032 0.00%
QORVO INC 05.5000 07/15/2026 0.00%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.00%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.00%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.00%
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%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.00%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.00%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.00%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.00%
SCH AB R US0001M P 04/08/20 BA 0.00%
SCH AB R US0001M P 04/23/20 BA 0.00%
SERVICE CORP INTL 05.3750 05/15/2024 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SGD/USD 08/21/2019 JPMCB 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%
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 06.8750 03/15/2025 0.00%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.00%
SPRINT CORP 07.2500 09/15/2021 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%
STACR 2019-DNA1 M2 05.0544 01/25/2049 0.00%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.00%
STARWOOD PROP TR 04.7500 03/15/2025 0.00%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.00%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.00%
T-MOBILE USA INC 04.7500 02/01/2028 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 SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 0.00%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.00%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 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 INC 07.5000 04/15/2031 0.00%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.00%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 0.00%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 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 04.0000 10/02/2023 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%
USA COMPRESSION PART 06.8750 04/01/2026 0.00%
USI INC/NY P/P 144A 06.8750 05/01/2025 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 OPERATION P/P 144A 05.0000 07/31/2027 0.00%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.00%
VMWARE INC 03.9000 08/21/2027 0.00%
WAMU 2004-AR13 A2B 03.2844 11/25/2034 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 1A1A 02.7344 01/25/2045 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 2A1A 02.9844 07/25/2045 0.00%
WAMU 2005-AR8 2AB3 03.1244 07/25/2045 0.00%
WAMU 2006-AR4 1A1A 03.4217 05/25/2046 0.00%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 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%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.00%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 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%
WFMBS 2005-AR10 1A2 04.9232 06/25/2035 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%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.00%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 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%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.00%
1.70 R ISWP FWD US0003M P 09/18/2021 0.00%
1.80 R ISWP FWD US0003M P 09/18/2024 0.00%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
2.05 R ISWP FWD US0003M P 09/18/2029 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%
ADVANZ PHARMA CORP 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%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 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%
APACHE CORPORATION 03.2500 04/15/2022 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 JPMCB 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
AVAYA HOLDINGS CORP 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.00%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.00%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.00%
BERRY GLOBAL INC 05.1250 07/15/2023 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%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.00%
BRL/USD 10/02/2019 CITI 0.00%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.00%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 07/17/2019 CITI 0.00%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CALPINE CORPORATION 05.7500 01/15/2025 0.00%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.00%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.00%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.00%
CAS 2015-C02 1M2 06.4044 05/25/2025 0.00%
CBRE SERVICES INC 05.2500 03/15/2025 0.00%
CBS CORP 04.0000 01/15/2026 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%
CGCMT 2006-C5 XC IO P/P 144A 00.7231 10/15/2049 0.00%
CHEMOURS CO 06.6250 05/15/2023 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 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%
CIT GROUP INC. 05.0000 08/15/2022 0.00%
CITIGROUP INC 04.6000 03/09/2026 0.00%
CLEAR CHANNEL OUTDOOR HOLDIN 0.00%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 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 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 CG 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.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 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 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.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 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%
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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%
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QVC INC 04.8500 04/01/2024 0.00%
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WFMBS 2005-AR8 1A2 04.9874 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%
WPX ENERGY INC 06.0000 01/15/2022 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.00%
EUR/USD 09/18/2019 BCAP-FX -0.00%
EUR/USD 09/18/2019 RBSF -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%
NOK/USD 09/18/2019 JPMCB -0.00%
SEK/USD 09/18/2019 SSBT -0.00%
SEK/USD 09/18/2019 UBS -0.00%
AUD/USD 07/17/2019 SSBT -0.00%
NZD/USD 07/17/2019 CITI -0.00%
JPY/USD 08/21/2019 GSFX -0.00%
SEK/USD 09/18/2019 GSFX -0.00%
AUD/USD 07/17/2019 BANKAM -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%
JPY/USD 08/21/2019 UBS -0.00%
NZD/USD 07/17/2019 GSFX -0.00%
NZD/USD 07/17/2019 JPMCB -0.00%
AUD/USD 07/17/2019 HSBCB -0.01%
AUD/USD 07/17/2019 RBSF -0.01%
CAD/USD 07/17/2019 JPMCB -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 -0.89%
US 10YR NOTE (CBT)SEP19 TYU9 -1.93%

Prior top holdings

Top holdings as of 07/31/19
Putnam Retirement Advantage GAA All Equities Trust 78.06%
Putnam Retirement Advantage GAA Growth Trust 21.52%
Putnam Money Market Portfolio 0.46%
Top holdings as of 05/31/19
Putnam Retirement Advantage GAA All Equities Trust 77.92%
Putnam Retirement Advantage GAA Growth Trust 21.68%
Putnam Money Market Portfolio 0.44%
Top holdings as of 04/30/19
Putnam Retirement Advantage GAA All Equities Trust 78.16%
Putnam Retirement Advantage GAA Growth Trust 21.44%
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.