Retirement Advantage 2020 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 $15.06
-0.26% | $-0.04
$15.14
09/06/19
$13.35
12/24/18
Historical fund price

Fund facts as of 08/31/19

Total net assets
$624.06M
Turnover (fiscal year end)
77%
Dividend frequency
--
Number of holdings
4
Fiscal year-end
September
CUSIP / Fund code
746751528 / 2003
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 6.32% 5.83% 4.57% 8.49%
Custom Retirement Advantage 2020 Index 7.55%5.97%4.78%8.11%

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

Performance snapshot

  At net asset value  
1 mt. as of 08/31/19 0.27%
YTD as of 09/13/19 10.57%

Risk-adjusted performance as of 07/31/19

Sharpe ratio (3 yrs.) 0.83

Volatility as of 07/31/19

Standard deviation (3 yrs.) 4.68%

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 Income Strategies Trust 67.90%
Putnam Retirement Advantage GAA Conservative Trust 23.66%
Putnam Retirement Advantage GAA Balanced Trust 6.58%
Putnam Money Market Portfolio 1.88%

Full portfolio holdings as of 06/30/19

US 2YR NOTE (CBT) SEP19 TUU9 5.45%
FNMA FN30 TBA UMBS 03.0000 08/01/2049 4.82%
US 5YR NOTE (CBT) SEP19 FVU9 4.25%
E-MINI RUSS 2000 SEP19 RTYU9 2.04%
US TREASURY N/B 02.7500 08/15/2042 2.01%
FNMA FN30 TBA UMBS 03.5000 08/01/2049 1.65%
CGPUTQL2 R US0003M P 11/26/19 CI 1.25%
US TREASURY N/B 02.7500 02/15/2024 1.23%
FNMA FN30 TBA UMBS 04.0000 08/01/2049 1.21%
US ULTRA BOND CBT SEP19 WNU9 1.07%
GNMA GII30 TBA 03.5000 07/01/2049 0.94%
FNMA FN15 TBA UMBS 03.0000 07/01/2034 0.90%
ALPHABET INC-CL A 0.89%
FNMA FN30 TBA UMBS 04.0000 07/01/2049 0.75%
AMAZON.COM INC 0.70%
JPMORGAN CHASE & CO 0.70%
GNMA GII30 MA4837 03.5000 11/20/2047 0.63%
CHEVRON CORP 0.59%
CISCO SYSTEMS INC 0.59%
US LONG BOND(CBT) SEP19 USU9 0.58%
MICROSOFT CORP 0.55%
VERIZON COMMUNICATIONS INC 0.54%
APPLE INC 0.54%
BOEING CO/THE 0.52%
US TREASURY N/B 01.8750 11/30/2021 0.51%
CITIGROUP INC 0.51%
ORACLE CORP 0.51%
US TREASURY N/B 02.1250 12/31/2022 0.50%
US TREASURY N/B 01.6250 02/15/2026 0.49%
US TREASURY N/B 03.0000 02/15/2047 0.48%
STARBUCKS CORP 0.48%
INTL BUSINESS MACHINES CORP 0.46%
ADOBE INC 0.43%
COCA-COLA CO/THE 0.41%
FNMA FN30 TBA UMBS 04.5000 07/01/2049 0.38%
GNMA GII30 MA4652 03.5000 08/20/2047 0.37%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.36%
COMCAST CORP-CLASS A 0.35%
JOHNSON & JOHNSON 0.34%
FHLMC FH30G G08795 03.0000 01/01/2048 0.34%
MEDTRONIC PLC 0.33%
ABBOTT LABORATORIES 0.33%
MERCK & CO. INC. 0.31%
PEPSICO INC 0.30%
US TREASURY N/B 02.3750 08/15/2024 0.30%
AMGEN INC 0.28%
US TREASURY N/B 01.6250 10/31/2023 0.28%
GNMA GII30 MA3802 03.0000 07/20/2046 0.28%
LOCKHEED MARTIN CORP 0.28%
HONEYWELL INTERNATIONAL INC 0.28%
VERIZON COMM 04.3290 09/21/2028 0.27%
CONOCOPHILLIPS 0.27%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.27%
INTUIT INC 0.26%
US TREASURY N/B 04.5000 02/15/2036 0.26%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 0.26%
HOME DEPOT INC 0.25%
NXP SEMICONDUCTORS NV 0.25%
FEDERATIVE REP OF BRAZIL USD 06.0000 04/07/2026 0.24%
AUTOMATIC DATA PROCESSING 0.23%
METLIFE INC 0.23%
XILINX INC 0.23%
CDX CDX.NA.HY.32 500.0 06/20/2024 0.22%
MONDELEZ INTERNATIONAL INC-A 0.22%
US TREASURY N/B 02.2500 11/15/2027 0.22%
WALMART INC 0.22%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.22%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.20%
CAS 2016-C02 1M2 08.4044 09/25/2028 0.20%
FNMA FN30 TBA UMBS 06.0000 08/01/2049 0.20%
DELTA AIR LINES INC 0.20%
BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 0.20%
TREASURY BILL 00.0000 08/01/2019 0.19%
EBAY INC 0.19%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.19%
FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 0.19%
PROCTER & GAMBLE CO/THE 0.19%
SPDR S&P 500 ETF TRUST 0.18%
GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 0.18%
MORGAN STANLEY 0.18%
STACR 2018-HQA1 M2 04.7044 09/25/2030 0.18%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.18%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.18%
OBX 2018-EXP1 1A3 04.0000 04/25/2048 0.18%
CIT GROUP INC. 05.2500 03/07/2025 0.17%
EXELON CORP 0.17%
VALERO ENERGY CORP 0.17%
BANK 2018-BN10 XA IO 00.8889 02/15/2061 0.17%
BOOKING HOLDINGS INC 0.17%
CITIGROUP INC 04.4500 09/29/2027 0.17%
SPST 2019-3 A 03.1296 06/24/2020 0.16%
LOWES COMPANIES INC 0.16%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.16%
UNITED MEXICAN STATES USD 04.5000 04/22/2029 0.16%
LYONDELLBASELL INDU-CL A 0.16%
PHILLIPS 66 0.16%
SYSCO CORP 0.16%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.16%
GSMS 2017-GS8 XA IO 01.1243 11/10/2050 0.16%
CUMMINS INC 0.16%
NIKE INC -CL B 0.16%
SALESFORCE.COM INC 03.7000 04/11/2028 0.16%
DANAHER CORP 0.16%
INGERSOLL-RAND PLC 0.16%
FNMA FN15 AL9468 UMBS 03.0000 12/01/2031 0.16%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.15%
WASTE MANAGEMENT INC 0.15%
PFIZER INC 0.15%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 0.15%
BEST BUY CO INC 0.15%
GNMA GII30 TBA 04.0000 07/01/2049 0.15%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.15%
FNMA FN30 BC9003 UMBS 03.0000 11/01/2046 0.15%
PAYPAL HOLDINGS INC 0.15%
CSAIL 2015-C1 AS 03.7910 04/15/2050 0.14%
CAS 2018-C05 1M2 04.7544 01/25/2031 0.14%
WFRBS 2012-C10 AS 03.2410 12/15/2045 0.14%
CGCMT 2013-GC17 AS 04.5440 11/10/2046 0.14%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.14%
NORFOLK SOUTHERN CORP 0.14%
PRUDENTIAL FINANCIAL INC 0.14%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.14%
BIOGEN INC 0.14%
ENERGY TRANSFER OPERATNG 05.5000 06/01/2027 0.14%
BROADCOM INC 0.14%
COMM 2015-LC21 XA IO 00.9118 07/10/2048 0.14%
WFRBS 2014-C23 XA IO 00.7398 10/15/2057 0.14%
ABBVIE INC 0.14%
CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 0.14%
APPLE INC 04.3750 05/13/2045 0.14%
AT&T INC 04.1000 02/15/2028 0.14%
KEURIG DR PEPPER INC 04.5970 05/25/2028 0.14%
CAPITAL ONE FINANCIAL CORP 0.14%
CROWN CASTLE INTL CORP 0.14%
COMCAST CORP 03.1500 03/01/2026 0.14%
FISERV INC 04.2000 10/01/2028 0.13%
MWST 2018-W1 A 03.2544 11/25/2051 0.13%
MCKESSON CORP 0.13%
STACR 2014-DN4 M3 06.9544 10/25/2024 0.13%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.13%
OMNICOM GROUP 0.13%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.13%
CAS 2017-C05 1M2 04.6044 01/25/2030 0.13%
HILTON WORLDWIDE HOLDINGS IN 0.13%
SYNCHRONY FINANCIAL 0.12%
AGILENT TECHNOLOGIES INC 0.12%
FORTINET INC 0.12%
CAS 2016-C03 2M2 08.3044 10/25/2028 0.12%
CAS 2018-C06 1M2 04.4044 03/25/2031 0.12%
PUBLIC SERVICE ENTERPRISE GP 0.12%
DBUBS 2011-LC3A D P/P 144A 05.5115 08/10/2044 0.12%
FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 0.12%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029 0.12%
ROCHE HOLDING AG-GENUSSCHEIN 0.12%
SPST 2018-5 A 03.1296 09/24/2019 0.12%
ELANCO ANIMAL HEALTH 04.9000 08/28/2028 0.12%
AMAZON.COM INC 03.1500 08/22/2027 0.12%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.12%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.12%
AMERIPRISE FINANCIAL INC 0.11%
CITIGROUP INC 03.6680 07/24/2028 0.11%
JPMBB 2014-C18 AS 04.4386 02/15/2047 0.11%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.11%
MICROSOFT CORP 02.4000 08/08/2026 0.11%
CITIZENS FINANCIAL GROUP 0.11%
EOG RESOURCES INC 04.1500 01/15/2026 0.11%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.11%
AFLAC INC 0.11%
ELI LILLY & CO 0.11%
DISCOVER FINANCIAL SERVICES 0.11%
GILEAD SCIENCES INC 0.11%
HERSHEY CO/THE 0.11%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.10%
DARDEN RESTAURANTS INC 0.10%
STACR 2019-DNA2 M2 04.8544 03/25/2049 0.10%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.10%
FIDELITY NATL INFO SERV 03.7500 05/21/2029 0.10%
GNMA GII30 MA4586 03.5000 07/20/2047 0.10%
SPST 2018-3 A 03.1296 07/24/2019 0.10%
ORACLE CORP 02.6500 07/15/2026 0.10%
ZEBRA TECHNOLOGIES CORP-CL A 0.10%
ALLERGAN PLC 0.10%
DUKE ENERGY OHIO INC 03.6500 02/01/2029 0.10%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.10%
BPCE SA P/P 144A 04.5000 03/15/2025 0.10%
WFCM 2016-BNK1 XB IO 01.4794 08/15/2049 0.10%
CADENCE DESIGN SYS INC 0.10%
CAS 2015-C04 2M2 07.9544 04/25/2028 0.10%
GOLDMAN SACHS GROUP INC 0.10%
JPMBB 2014-C22 XA IO 01.0097 09/15/2047 0.10%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.10%
E*TRADE FINANCIAL CORPORATION 0.10%
EQUINIX INC 05.3750 05/15/2027 0.10%
FHLMC FH30G G08747 03.0000 02/01/2047 0.10%
MSC 2016-BNK2 XA IO 01.2151 11/15/2049 0.10%
EMERSON ELECTRIC CO 0.09%
GNMA GII30 AT7632 04.0000 08/20/2046 0.09%
TOTAL SA 0.09%
WFHET 2004-2 M1 03.3044 10/25/2034 0.09%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.09%
COMM 2014-LC15 XA IO 01.2723 04/10/2047 0.09%
ZIMMER BIOMET HOLDINGS INC 0.09%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.09%
KINDER MORGAN INC 04.3000 06/01/2025 0.09%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.09%
CGCMT 2014-GC19 AS 04.3450 03/10/2047 0.09%
HARTFORD FINANCIAL SVCS GRP 0.09%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.09%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.09%
AT&T INC 04.3500 03/01/2029 0.09%
COMERICA INC 0.09%
MSBAM 2013-C13 AS 04.2660 11/15/2046 0.09%
ROCKWELL AUTOMATION INC 0.09%
ALLIANZ SE-REG 0.08%
MWST 2019-1 A 03.2044 06/25/2052 0.08%
WFRBS 2014-C22 XA IO 00.9737 09/15/2057 0.08%
AES CORP/THE 05.1250 09/01/2027 0.08%
CF INDUSTRIES HOLDINGS INC 0.08%
NOVO NORDISK A/S-B 0.08%
CARDINAL HEALTH INC 0.08%
GSMS 2015-GC30 XA IO 00.9802 05/10/2050 0.08%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.08%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.08%
SERVICE CORPORATION INTL 04.6250 12/15/2027 0.08%
CAS 2015-C04 1M2 08.1044 04/25/2028 0.08%
CENTERPOINT ENERGY INC 0.08%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.08%
ALLSTATE CORP 0.08%
BP CAP MARKETS AMERICA 03.9370 09/21/2028 0.08%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.08%
AT&T INC 03.8000 02/15/2027 0.08%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.08%
CAS 2015-C03 2M2 07.4044 07/25/2025 0.08%
F5 NETWORKS INC 0.08%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.08%
NESTLE SA-REG 0.08%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.08%
LINCOLN NATIONAL CORP 0.08%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 0.08%
VISTRA ENERGY CORP 0.08%
WASTE CONNECTIONS INC 03.5000 05/01/2029 0.08%
CAS 2015-C01 1M2 06.7044 02/25/2025 0.08%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.08%
ENERGY TRANSFER OPERA 05.8750 01/15/2024 0.08%
KEYSIGHT TECHNOLOGIES IN 0.08%
SPRINT CORP 07.8750 09/15/2023 0.08%
GSMS 2011-GC3 D P/P 144A 05.8247 03/10/2044 0.07%
GSMS 2014-GC24 XA IO 00.8897 09/10/2047 0.07%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.07%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.07%
RIO TINTO PLC 0.07%
UNILEVER PLC 0.07%
CDX CDX.NA.IG.32 100.0 06/20/2024 0.07%
NUTRIEN LTD. USD 04.2000 04/01/2029 0.07%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.07%
CSMC 2016-NXSR XA IO 00.9354 12/15/2049 0.07%
ENEL SPA 0.07%
GNR 2013-9 S IO 04.3671 01/20/2043 0.07%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.07%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.07%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.07%
ANNALY CAPITAL MANAGEMENT IN 0.07%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.07%
CGCMT 2014-GC19 X IO 01.3274 03/10/2047 0.07%
DISCOVERY INC - A 0.07%
HCA INC 05.2500 06/15/2026 0.07%
KLA-TENCOR CORP 0.07%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.07%
WEC ENERGY GROUP INC 04.6305 05/15/2067 0.07%
MSC 2016-BNK2 XB IO 00.6772 11/15/2049 0.07%
S&P GLOBAL INC 02.9500 01/22/2027 0.07%
ECOLAB INC 03.2500 12/01/2027 0.07%
MSBAM 2015-C26 XA IO 01.1793 10/15/2048 0.07%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.07%
AES CORP 0.07%
SERVICENOW INC 0.07%
MICROCHIP TECH INC 04.3330 06/01/2023 0.07%
MOLSON COORS BREWING CO -B 0.07%
AMETEK INC 0.07%
AVALONBAY COMMUNITIES INC 0.07%
GLAXOSMITHKLINE PLC 0.07%
LEAR CORP 03.8000 09/15/2027 0.07%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.07%
NOVARTIS AG-REG 0.07%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.07%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.07%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.07%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.06%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.06%
WFRBS 2013-C14 XA IO 00.8687 06/15/2046 0.06%
AGNC INVESTMENT CORP 0.06%
CSAIL 2015-C1 C 04.4364 04/15/2050 0.06%
DELL TECHNOLOGIES -C 0.06%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.06%
HITACHI LTD 0.06%
LAS VEGAS SANDS CORP 0.06%
NRG ENERGY INC 0.06%
STACR 2014-HQ3 M3 07.1544 10/25/2024 0.06%
SUMITOMO MITSUI FINANCIAL GR 0.06%
CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 0.06%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.06%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.06%
KERING 0.06%
PACKAGING CORP OF AMERICA 0.06%
SHIN-ETSU CHEMICAL CO LTD 0.06%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.06%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.06%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.06%
CWL 2005-8 M4 03.3344 12/25/2035 0.06%
SPLUNK INC P/P 144A CV 01.1250 09/15/2025 0.06%
CDW CORP/DE 0.06%
HOYA CORP 0.06%
NRG P/P 144A 03.7500 06/15/2024 0.06%
PINNACLE WEST CAPITAL 0.06%
STACR 2015-DNA3 M2 05.2544 04/25/2028 0.06%
WFRBS 2014-C19 AS 04.2710 03/15/2047 0.06%
ALPHABET INC 01.9980 08/15/2026 0.06%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.06%
BANCO BILBAO VIZCAYA ARGENTA 0.06%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.06%
DISH DBS CORP 05.8750 11/15/2024 0.06%
HARTFORD FINL SVCS GRP 06.6250 03/30/2040 0.06%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.06%
SANDVIK AB 0.06%
TPAT 2018-SL1 A P/P 144A 03.0044 01/25/2046 0.06%
TPHT 2019-HE1 A1 03.3410 04/25/2048 0.06%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.06%
XEROX CORP 0.06%
AIR LEASE CORP 03.6250 04/01/2027 0.06%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.06%
CBRE GROUP INC - A 0.06%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.06%
COMM 2014-CR17 C 04.9513 05/10/2047 0.06%
L OREAL 0.06%
REPUBLIC SERVICES INC 0.06%
STACR 2018-DNA1 M2 04.2044 07/25/2030 0.06%
ASHTEAD GROUP PLC 0.06%
DOVER CORP 0.06%
EVERGY INC 0.06%
THERMO FISHER SCIENTIFIC INC 0.06%
UNILEVER NV-CVA 0.06%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.06%
ZOETIS INC 03.9000 08/20/2028 0.06%
CBS CORP 02.9000 01/15/2027 0.06%
COMM 2012-CR1 AM 03.9120 05/15/2045 0.06%
DEUTSCHE TELEKOM AG-REG 0.06%
ENI SPA 0.06%
MARSH & MCLENNAN COS INC 04.3750 03/15/2029 0.06%
PARTNERS GROUP HOLDING AG 0.06%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.06%
TELSTRA CORP LTD 0.06%
WALGREENS BOOTS ALLIANCE INC 0.06%
WFRBS 2014-C25 XA IO 00.9911 11/15/2047 0.06%
BERRY GLOBAL GROUP INC 0.05%
CK ASSET HOLDINGS LTD 0.05%
GSMS 2013-GC16 D P/P 144A 05.4877 11/10/2046 0.05%
KONINKLIJKE AHOLD DELHAIZE N 0.05%
MACQUARIE GROUP LTD 0.05%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.05%
SONY CORP 0.05%
TESCO PLC 0.05%
WALT DISNEY COMPAN P/P 144A 04.7500 09/15/2044 0.05%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.05%
AVIVA PLC 0.05%
LEAR CORP 0.05%
MSBAM 2013-C13 XA IO 01.1649 11/15/2046 0.05%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.05%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.05%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.05%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.05%
COVESTRO AG 0.05%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.05%
ITOCHU CORP 0.05%
LEGAL & GENERAL GROUP PLC 0.05%
OSHKOSH CORP 04.6000 05/15/2028 0.05%
PEUGEOT SA 0.05%
VICI PROPERTIES INC 0.05%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024 0.05%
WOLTERS KLUWER 0.05%
AKAMAI TECH CV 00.1250 05/01/2025 0.05%
CENTRAL JAPAN RAILWAY CO 0.05%
COCA-COLA EUROPEAN PARTNERS 0.05%
CVS HEALTH CORP 04.7800 03/25/2038 0.05%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.05%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.05%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.05%
TRIPADVISOR INC 0.05%
ASPEN TECHNOLOGY INC 0.05%
BRISTOL-MYERS SQUIBB CO 0.05%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.05%
COMCAST CORP 06.5000 11/15/2035 0.05%
DISH NETWORK CV 03.3750 08/15/2026 0.05%
FISERV INC 03.5000 07/01/2029 0.05%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.05%
HERMES INTERNATIONAL 0.05%
HUNTSMAN CORP 0.05%
PRICELINE GRO CV 00.9000 09/15/2021 0.05%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.05%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.05%
ZOETIS INC 0.05%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.05%
FORTIVE CORP P/P 144A CV 00.8750 02/15/2022 0.05%
KKR GR FIN CO P/P 144A 03.7500 07/01/2029 0.05%
WELLS FARGO & CO 0.05%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.05%
E.ON SE 0.05%
NAVISTAR INTL TLB L+350 05.8900 11/06/2024 0.05%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.05%
VISTRA OPERATION P/P 144A 04.3000 07/15/2029 0.05%
AIR LEASE CORP 04.6250 10/01/2028 0.05%
ANGLO AMER PLC 0.05%
ASTELLAS PHARMA INC 0.05%
BANK OF AMERICA CORP 03.8240 01/20/2028 0.05%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.05%
DBJPM 2016-C3 XA IO 01.6343 08/10/2049 0.05%
EQUINOR ASA USD 05.1000 08/17/2040 0.05%
FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 0.05%
GSMS 2013-GC10 XA IO 01.6567 02/10/2046 0.05%
GSMS 2014-GC18 XA IO 01.1871 01/10/2047 0.05%
JUNIPER NETWORKS INC 0.05%
ORIX CORP 0.05%
PALO ALTO NET P/P 144A CV 00.7500 07/01/2023 0.05%
SPST 2018-8 A 03.1296 02/24/2020 0.05%
TARGA RESOURCES PART 05.0000 01/15/2028 0.05%
TREASURY BILL 00.0000 07/11/2019 0.05%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.05%
AENA SME SA 0.05%
CD 2016-CD2 XA IO 00.8113 11/10/2049 0.05%
CELANESE US HOLDINGS LLC 03.5000 05/08/2024 0.05%
CIGNA CORP P/P 144A 03.7500 07/15/2023 0.05%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.05%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.05%
MARATHON PETROLEUM CORP 0.05%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.05%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.05%
CVS HEALTH CORP 02.8750 06/01/2026 0.04%
DEXCOM INC P/P 144A CV 00.7500 12/01/2023 0.04%
HCA INC 04.1250 06/15/2029 0.04%
HD SUPPLY HOLDINGS INC 0.04%
JAPAN AIRLINES CO LTD 0.04%
MASIMO CORP 0.04%
ROYAL DUTCH SHELL PLC-B SHS 0.04%
SHIONOGI & CO LTD 0.04%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.04%
STEEL DYNAMICS INC 0.04%
UNUM GROUP 0.04%
BMIR 2018-2A M1B P/P 144A 03.7544 08/25/2028 0.04%
CBS CORP 04.2000 06/01/2029 0.04%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.04%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.04%
CWL 2004-5 2A 02.9044 10/25/2034 0.04%
FAURECIA 0.04%
HANG SENG BANK LTD 0.04%
NEW RESIDENTIAL INVESTMENT 0.04%
STAPLES INC P/P 144A 07.5000 04/15/2026 0.04%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.04%
ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 0.04%
ARMT 2005-9 5A1 02.9444 11/25/2035 0.04%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.04%
DUKE REALTY CORP 0.04%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.04%
EQUINOR ASA 0.04%
FNMA FN30 MA2863 UMBS 03.0000 01/01/2047 0.04%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.04%
GSMS 2013-GC10 AS 03.2790 02/10/2046 0.04%
LIVE NATION CV 02.5000 03/15/2023 0.04%
LLOYDS BANKING GROUP PLC 0.04%
PROLOGIS INC 0.04%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.04%
ATHENE HOLDING LTD-CLASS A 0.04%
BALL CORP 0.04%
EXXON MOBIL CORP 0.04%
GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 0.04%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.04%
GSMS 2013-GC13 AS P/P 144A 04.2185 07/10/2046 0.04%
JAZZ INVT I LTD USD 01.5000 08/15/2024 0.04%
JPMBB 2013-C14 AS 04.4093 08/15/2046 0.04%
ON SEMICONDUC CV 01.6250 10/15/2023 0.04%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.04%
WH GROUP LTD 0.04%
APPLE INC 02.8500 05/11/2024 0.04%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 0.04%
ENDESA S.A. 0.04%
GNMA 10000 BE3158 03.5000 11/20/2047 0.04%
MSBAM 2013-C7 XA IO 01.4872 02/15/2046 0.04%
STACR 2016-HQA1 M3 08.7544 09/25/2028 0.04%
WESTROCK MWV LLC 08.2000 01/15/2030 0.04%
ALLISON TRANSMISSION HOLDING 0.04%
AXALTA COATING SYSTEMS LTD 0.04%
CBS CORP 04.6000 01/15/2045 0.04%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.04%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.04%
DEVON ENERGY CORP 0.04%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.04%
HOLOGIC INC 0.04%
IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 0.04%
INTERPUBLIC GROUP OF COS INC 0.04%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.04%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.04%
PERSIMMON PLC 0.04%
TWITTER INC CV 01.0000 09/15/2021 0.04%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.04%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.04%
ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 0.04%
BANK OF AMERICA CORP 05.1250 06/17/2049 0.04%
BMW US CAPITAL LLC P/P 144A 02.8000 04/11/2026 0.04%
BRIXMOR PROPERTY GROUP INC 0.04%
CD 2016-CD1 XA IO 01.5518 08/10/2049 0.04%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.04%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.04%
IMPERIAL BRANDS PLC 0.04%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.04%
NIELSEN HOLDINGS PLC 0.04%
NTT DATA CORP 0.04%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.04%
STACR 2014-HQ2 M3 06.1544 09/25/2024 0.04%
WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 0.04%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.04%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.04%
ABN AMRO BANK NV-CVA 0.04%
ACS ACTIVIDADES 0.04%
CAS 2018-C04 2M2 04.9544 12/25/2030 0.04%
FAIR ISAAC CORP 0.04%
HEIDELBERGCEMENT AG 0.04%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.04%
MEDICAL PROPERTIES TRUST INC 0.04%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.04%
PLURALSIGHT P/P 144A CV 00.3750 03/01/2024 0.04%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.04%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.04%
STACR 2016-DNA1 M3 07.9544 07/25/2028 0.04%
STACR 2016-HQA3 M3 06.2544 03/25/2029 0.04%
STORE CAPITAL CORP 0.04%
US FOODS HOLDING CORP 0.04%
WORKDAY INC CV 00.2500 10/01/2022 0.04%
YANGZIJIANG SHIPBUILDING 0.04%
AMGEN INC 04.6630 06/15/2051 0.04%
EQT CORP 03.9000 10/01/2027 0.04%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.04%
OSHKOSH CORP 05.3750 03/01/2025 0.04%
US BANCORP 02.6250 01/24/2022 0.04%
WFCM 2013-LC12 AS 04.4208 07/15/2046 0.04%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.04%
AVERY DENNISON CORP 0.04%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.04%
FUJIFILM HOLDINGS CORP 0.04%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.04%
MSBAM 2014-C18 C 04.6249 10/15/2047 0.04%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.04%
NINTENDO CO LTD 0.04%
SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 0.04%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.04%
ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 0.04%
CAMDEN PROPERTY TRUST 0.04%
CHEGG INC P/P 144A CV 00.1250 03/15/2025 0.04%
L3 TECHNOLOGIES INC 04.4000 06/15/2028 0.04%
ORACLE CORPORATION 02.2500 10/08/2019 0.04%
STACR 2016-DNA2 M3 07.0544 10/25/2028 0.04%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.04%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.04%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.04%
CAS 2015-C02 1M2 06.4044 05/25/2025 0.03%
COMM 2010-C1 D P/P 144A 06.2870 07/10/2046 0.03%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.03%
FACEBOOK INC-CLASS A 0.03%
GNMA 10000 BC8223 03.5000 11/20/2047 0.03%
SL GREEN REALTY CORP 0.03%
STACR 2016-HQA2 M3 07.5544 11/25/2028 0.03%
TELADOC INC CV 01.3750 05/15/2025 0.03%
UPM-KYMMENE OYJ 0.03%
WFCM 2014-LC16 XA IO 01.3139 08/15/2050 0.03%
WRKCO INC P/P 144A 03.3750 09/15/2027 0.03%
BALOISE HOLDING AG - REG 0.03%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.03%
BLUESCOPE STEEL LTD 0.03%
CAESARS ENTERTAIN CORP CV 05.0000 10/01/2024 0.03%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.03%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.03%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 0.03%
GAMING AND LEISURE PROPERTIE 0.03%
HILL-ROM HOLDINGS INC 0.03%
JPMBB 2014-C22 C 04.7093 09/15/2047 0.03%
MORGAN STANLEY 03.6250 01/20/2027 0.03%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.03%
NRG ENERGY CV 02.7500 06/01/2048 0.03%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.03%
THALES SA 0.03%
TRANSDIGM INC. 06.5000 07/15/2024 0.03%
WAMU 2005-AR8 2AC2 03.3244 07/25/2045 0.03%
BANK LEUMI LE-ISRAEL 0.03%
BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 0.03%
BT GROUP PLC 0.03%
CARLSBERG AS-B 0.03%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.03%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.03%
FRONTIER COMM 11.0000 09/15/2025 0.03%
MARRIOTT VAC CV 01.5000 09/15/2022 0.03%
NETFLIX INC. 05.8750 11/15/2028 0.03%
NUANCE COMM CV 01.2500 04/01/2025 0.03%
POST HOLDINGS INC 0.03%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.03%
3I GROUP PLC 0.03%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.03%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.03%
BLACK KNIGHT INC 0.03%
BRIDGESTONE CORP 0.03%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.03%
DOCUSIGN INC P/P 144A CV 00.5000 09/15/2023 0.03%
EURONET WORLD P/P 144A CV 00.7500 03/15/2049 0.03%
HCA INC 05.5000 06/15/2047 0.03%
HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 0.03%
II-VI INC CV 00.2500 09/01/2022 0.03%
IMM 2004-7 1A1 03.1444 11/25/2034 0.03%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.03%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.03%
UBSBB 2012-C2 XA IO P/P 144A 01.4742 05/10/2063 0.03%
WAMU 2004-AR13 A2B 03.2844 11/25/2034 0.03%
ASSOCIATED BRITISH FOODS PLC 0.03%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.03%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.03%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.03%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.03%
CBRE SERVICES INC 04.8750 03/01/2026 0.03%
CENTENE CORP 06.1250 02/15/2024 0.03%
CGCMT 2014-GC23 IO 01.1204 07/10/2047 0.03%
CHEMED CORP 0.03%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.03%
GARMIN LTD 0.03%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.03%
JPMBB 2014-C25 XA IO 01.0790 11/15/2047 0.03%
MEREDITH CORP 06.8750 02/01/2026 0.03%
REINSURANCE GROUP OF AMERICA 0.03%
T-MOBILE USA INC 05.3750 04/15/2027 0.03%
TAISEI CORP 0.03%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.03%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.03%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.03%
WFRBS 2012-C9 AS 03.3880 11/15/2045 0.03%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.03%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.03%
CAPGEMINI SE 0.03%
CAS 2016-C01 1M2 09.1544 08/25/2028 0.03%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.03%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.03%
CSMC 2016-NXSR C 04.5060 12/15/2049 0.03%
FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 0.03%
HEALTHCARE TRUST OF AME-CL A 0.03%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.03%
ILLUMINA INC 0.03%
JONES LANG LASALLE INC 0.03%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.03%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.03%
MITSUBISHI CORP 0.03%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.03%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.03%
TRANSDIGM INC 06.3750 06/15/2026 0.03%
ZENDESK INC CV 00.2500 03/15/2023 0.03%
AMAZON.COM INC 04.0500 08/22/2047 0.03%
AMSI 2004-R1 A1B 03.2044 02/25/2034 0.03%
BANK 2017-BNK9 XA IO 00.9569 11/15/2054 0.03%
EQUINIX INC 0.03%
FORTESCUE METALS GROUP LTD 0.03%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.03%
LIBERTY MEDIA CV 01.0000 01/30/2023 0.03%
MGM RESORTS INTL 06.6250 12/15/2021 0.03%
MICROCHIP TEC CV 01.6250 02/15/2027 0.03%
PQ CORP P/P 144A 05.7500 12/15/2025 0.03%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.03%
SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 0.03%
SERVICE CORP INTL 05.1250 06/01/2029 0.03%
SQUARE INC CV 00.5000 05/15/2023 0.03%
STACR 2017-DNA3 M2 04.9044 03/25/2030 0.03%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.03%
TOLEDO EDISON COMPANY 06.1500 05/15/2037 0.03%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.03%
WAYFAIR INC P/P 144A CV 01.1250 11/01/2024 0.03%
WFRBS 2012-C10 XA IO P/P 144A 01.7032 12/15/2045 0.03%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.03%
ARRW 2019-1 A3 04.2080 01/25/2049 0.03%
CGCMT 2014-GC21 X IO 01.3480 05/10/2047 0.03%
CINCINNATI BELL INC 06.7500 CUM CV PFD 0.03%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.03%
GREAT LAKES D&D 08.0000 05/15/2022 0.03%
GSMS 2014-GC22 C 04.8475 06/10/2047 0.03%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.03%
LIBERTY PROPERTY TRUST 0.03%
MSC 2016-UB12 XA IO 00.9285 12/15/2049 0.03%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.03%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.03%
SOFTBANK GROUP CORP 0.03%
TELEDYNE TECHNOLOGIES INC 0.03%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.03%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 0.03%
AMG CAPITAL TRUST II 05.1500 CUM CV PFD 0.03%
AT&T INC 0.03%
BP PLC 0.03%
CELANESE CORP 0.03%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.03%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.03%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 0.03%
EXACT SCIENCES CORP CV 00.3750 03/15/2027 0.03%
GNMA GII30 MA3736 03.5000 06/20/2046 0.03%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.03%
NABORS INDUSTRIES INC. 05.7500 02/01/2025 0.03%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.03%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.03%
NRZT 2018-4A A1M 03.3044 01/25/2048 0.03%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.03%
PROOFPOINT INC 0.03%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.03%
STAPLES INC P/P 144A 10.7500 04/15/2027 0.03%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.03%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.02%
CAS 2019-R02 1M2 04.7044 08/25/2031 0.02%
CHARLES RIVER LABORATORIES 0.02%
COMM 2013-CR11 XA IO 01.1005 08/10/2050 0.02%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.02%
ENCOMPASS HEALTH CORP 0.02%
FIRSTENERGY CORP 03.9000 07/15/2027 0.02%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.02%
GENTING SINGAPORE LTD 0.02%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.02%
GREIF INC P/P 144A 06.5000 03/01/2027 0.02%
HCA INC 05.0000 03/15/2024 0.02%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.02%
IVORY COAST REGS 06.1250 06/15/2033 0.02%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.02%
MICROSOFT CORP 03.7000 08/08/2046 0.02%
MSBAM 2015-C25 XA IO 01.2592 10/15/2048 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
NTT DOCOMO INC 0.02%
PULTEGROUP INC. 07.8750 06/15/2032 0.02%
RAYTHEON COMPANY 02.5000 12/15/2022 0.02%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.02%
T-MOBILE USA INC 04.5000 02/01/2026 0.02%
TENET HEALTHCARE 06.0000 10/01/2020 0.02%
UBSBB 2013-C6 XA IO P/P 144A 01.2685 04/10/2046 0.02%
UBSCM 2017-C7 XA IO 01.2173 12/15/2050 0.02%
UCB SA 0.02%
AMADEUS IT GROUP SA 0.02%
AMERICAN FINANCIAL GROUP INC 0.02%
APERGY CORP 06.3750 05/01/2026 0.02%
APPLE INC 02.8500 05/06/2021 0.02%
ARGENTINE REPUBLIC USD 06.8750 01/26/2027 0.02%
ARKEMA 0.02%
BANK OF AMERICA CORP 03.4990 05/17/2022 0.02%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.02%
COSTAR GROUP INC 0.02%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.02%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 0.02%
FIAT CHRYSLER AUTOMOBILES NV 0.02%
ING GROEP NV-CVA 0.02%
INPHI CORP CV 00.7500 09/01/2021 0.02%
ITRON INC P/P 144A 05.0000 01/15/2026 0.02%
LIBERTY EXPEDIA HOLD INC 144A 0.02%
OMV AG 0.02%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.02%
SPDR S&P MIDCAP 400 ETF TRST 0.02%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.02%
WIX LTD P/P 144A 00.0000 07/01/2023 0.02%
8X8 INC P/P 144A CV 00.5000 02/01/2024 0.02%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.02%
APPLE INC 04.2500 02/09/2047 0.02%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.02%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.02%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.02%
CARNIVAL PLC 0.02%
CAS 2019-R03 1M2 04.5544 09/25/2031 0.02%
CK HUTCHISON HOLDINGS LTD 0.02%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.02%
CROWN CASTLE INTL CORP 04.7500 05/15/2047 0.02%
DEUTSCHE LUFTHANSA-REG 0.02%
ELECTRONIC ARTS INC 0.02%
EXTENDED STAY AMERICA INC 0.02%
HEICO CORP 0.02%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 0.02%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.02%
INSULET CORP CV 01.3750 11/15/2024 0.02%
JPMBB 2014-C24 XA IO 01.1099 11/15/2047 0.02%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 0.02%
KBC GROUP NV 0.02%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.02%
MORGAN STANLEY 04.3750 01/22/2047 0.02%
NEW RELIC INC CV 00.5000 05/01/2023 0.02%
NRG ENERGY INC 05.7500 01/15/2028 0.02%
POPULAR INC 0.02%
STACR 2017-DNA1 M2 05.6544 07/25/2029 0.02%
SUN HUNG KAI PROPERTIES 0.02%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.02%
WFCM 2015-C27 XA IO 01.0451 02/15/2048 0.02%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.02%
ARCELORMITTAL USD 07.0000 10/15/2039 0.02%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.02%
CIT GROUP INC 05.0000 08/01/2023 0.02%
COOPERATIEVE RABOBANK UA USD 03.7500 07/21/2026 0.02%
ENERGY TRANSFER OPERATNG 06.2500 04/15/2049 0.02%
FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 0.02%
FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 0.02%
GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 0.02%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.02%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.02%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.02%
NIPPON TELEGRAPH & TELEPHONE 0.02%
S&P MID 400 EMINI SEP19 FAU9 0.02%
SCENTRE GROUP 0.02%
SKANDINAVISKA ENSKILDA USD 02.6250 03/15/2021 0.02%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 0.02%
TELEPHONE AND DATA SYSTEMS 0.02%
VIAVI SOLUT CV 01.7500 06/01/2023 0.02%
ZILLOW GROUP INC CV 01.5000 07/01/2023 0.02%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.02%
CEMEX P/P 144A 05.7000 01/11/2025 0.02%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.02%
ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 0.02%
GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 0.02%
GNMA GII30 OBD1715 03.5000 11/20/2047 0.02%
HENDERSON LAND DEVELOPMENT 0.02%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.02%
HUSKY TLB L+300 05.4024 03/28/2025 0.02%
NEUROCRINE CV 02.2500 05/15/2024 0.02%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029 0.02%
PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 0.02%
SANTOS LTD 0.02%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.02%
TOTAL SYSTEM SERVICES IN 04.0000 06/01/2023 0.02%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.02%
TRAVELPORT TLB L+500 07.5412 03/18/2026 0.02%
TREASURY BILL 00.0000 07/18/2019 0.02%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.02%
WFRBS 2014-C24 XA IO 01.0129 11/15/2047 0.02%
ANTERO RESOURCES 05.3750 11/01/2021 0.02%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 0.02%
BOMBARDIER INC P/P 144A 07.8750 04/15/2027 0.02%
CF INDUSTRIES INC 04.9500 06/01/2043 0.02%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.02%
CLP HOLDINGS LTD 0.02%
COMM 2012-LC4 AM 04.0630 12/10/2044 0.02%
COMM 2013-LC13 XA IO 01.3334 08/10/2046 0.02%
COMM 2014-CR14 XA IO 00.7677 02/10/2047 0.02%
CONMED CORP P/P 144A CV 02.6250 02/01/2024 0.02%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.02%
FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 0.02%
FTI CONSULTIN P/P 144A CV 02.0000 08/15/2023 0.02%
GENPACT LTD 0.02%
GNMA GII30 OBD1716 03.5000 11/20/2047 0.02%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.02%
NCHET 2004-2 A4 03.5044 08/25/2034 0.02%
NETFLIX INC 04.8750 04/15/2028 0.02%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.02%
OTSUKA CORP 0.02%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.02%
RINGCENTRAL CV 00.0000 03/15/2023 0.02%
UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 0.02%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.02%
WINTRUST FINANCIAL CORP 0.02%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.02%
ALTICE LUXEMBOURG SA P/P 144A 10.5000 05/15/2027 0.02%
AVAYA TLB L+425 06.7226 12/15/2024 0.02%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.02%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 0.02%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 0.02%
BLACKROCK TCP CAP CORP CV 05.2500 12/15/2019 0.02%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.02%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.02%
CGCMT 2012-GC8 XA IO P/P 144A 01.9387 09/10/2045 0.02%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029 0.02%
COLONY STARWO CV 03.5000 01/15/2022 0.02%
DAIWA HOUSE INDUSTRY CO LTD 0.02%
ENVESTNET INC CV 01.7500 12/15/2019 0.02%
GSMS 2014-GC22 XA IO 01.1443 06/10/2047 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.02%
INFOR US INC 06.5000 05/15/2022 0.02%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.02%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.02%
KAJIMA CORP 0.02%
KAR AUCTION SERVICES INC 0.02%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.02%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 0.02%
LUMENTUM HOLD CV 00.2500 03/15/2024 0.02%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.02%
OUTFRONT MEDIA INC 0.02%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 0.02%
SONOCO PRODUCTS CO 0.02%
SUPERNUS PH CV 00.6250 04/01/2023 0.02%
SUZUKEN CO LTD 0.02%
SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 0.02%
SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 0.02%
TRANSOCEAN INC CV 00.5000 01/30/2023 0.02%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.02%
ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 0.02%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.02%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.02%
CHEMOURS CO 06.6250 05/15/2023 0.02%
CITIGROUP INC 02.6500 10/26/2020 0.02%
COMM 2012-CR3 D P/P 144A 04.9105 10/15/2045 0.02%
DOUGLAS EMMETT INC 0.02%
GSMS 2011-GC5 XA IO P/P 144A 01.5004 08/10/2044 0.02%
HCA HEALTHCARE INC 0.02%
HOCHTIEF AG 0.02%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.02%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.02%
ILLUMINA INC P/P 144A CV 00.0000 08/15/2023 0.02%
JPMCC 2013-C10 XA IO 01.1303 12/15/2047 0.02%
LIBERTY MEDIA COR-SIRIUSXM A 0.02%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.02%
NEWELL BRANDS INC 04.2000 04/01/2026 0.02%
NEWS CORP - CLASS A 0.02%
NUTANIX INC CV 00.0000 01/15/2023 0.02%
NVENT ELECTRIC PLC 0.02%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.02%
PAR PHARMA INC P/P 144A 07.5000 04/01/2027 0.02%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.02%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.02%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.02%
STACR 2019-HQA2 M2 04.4544 04/25/2049 0.02%
TREASURY BILL 00.0000 08/08/2019 0.02%
US CONCRETE INC 06.3750 06/01/2024 0.02%
USI INC/NY P/P 144A 06.8750 05/01/2025 0.02%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.02%
WRIGHT MEDICA CV 01.6250 06/15/2023 0.02%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.02%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.02%
AMGEN INC 02.6000 08/19/2026 0.02%
ANALOG DEVICES INC 02.8500 03/12/2020 0.02%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.02%
BRAND ENERGY TL L+425 06.7871 06/21/2024 0.02%
COMM 2015-CR23 XA IO 01.0835 05/10/2048 0.02%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.02%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.02%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.02%
CROWN AMER/CAP 04.7500 02/01/2026 0.02%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.02%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.02%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.02%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.02%
HUDSON PACIFIC PROPERTIES IN 0.02%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.02%
JPMBB 2015-C33 XA IO 01.1392 12/15/2048 0.02%
KEURIG DR PEPPER INC 04.4170 05/25/2025 0.02%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.02%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.02%
MICROSOFT CORP 01.5500 08/08/2021 0.02%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.02%
PULTEGROUP INC 0.02%
SERVICEMASTER GLOBAL HOLDING 0.02%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.02%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.02%
TWO HARBORS INVESTMENT CORP 0.02%
VERINT SYSTEMS INC CV 01.5000 06/01/2021 0.02%
ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 0.02%
APPLE HOSPITALITY REIT INC 0.02%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.02%
AUTONATION INC. 05.5000 02/01/2020 0.02%
BANK OF AMERICA CORP 03.0040 12/20/2023 0.02%
BAXTER INTERNATIONAL INC 0.02%
BROOKFIELD PROPERTY REIT I-A 0.02%
CITIGROUP INC 04.7500 05/18/2046 0.02%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.02%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.02%
EMLT 2004-1 M2 03.8294 01/25/2034 0.02%
FUKUOKA FINANCIAL GROUP INC 0.02%
GATES GLOBAL TLB L+275 05.1524 03/31/2024 0.02%
JAZZ PHARMACEUTICALS PLC 0.02%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.02%
JPMCC 2013-LC11 X IO 01.4034 04/15/2046 0.02%
MACQUARIE INFRASTRUCTURE COR 0.02%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.02%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.02%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.02%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.02%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.02%
ROBERTSHAW US HOLDING L+350 06.0000 02/28/2025 0.02%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.02%
SOUTH32 LTD 0.02%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.02%
TAYLOR WIMPEY PLC 0.02%
TENNANT CO 05.6250 05/01/2025 0.02%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.02%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 0.02%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.02%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.02%
VMWARE INC 03.9000 08/21/2027 0.02%
W.R. GRACE & CO 0.02%
WFRBS 2012-C10 D P/P 144A 04.5864 12/15/2045 0.02%
ALFRESA HOLDINGS CORP 0.02%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.02%
AMC ENT HOLDIN 05.8750 11/15/2026 0.02%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.02%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 0.02%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.02%
ARD FINANCE SA USD 07.1250 09/15/2023 0.02%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 0.02%
BERRY GLOBAL INC 05.1250 07/15/2023 0.02%
CARBONITE INC CV 02.5000 04/01/2022 0.02%
CAS 2016-C01 2M2 09.3544 08/25/2028 0.02%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.02%
CROWN RESORTS LTD 0.02%
CURTISS-WRIGHT CORP 0.02%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.02%
DEUTSCHE BOERSE AG 0.02%
DNB NOR ASA 0.02%
EOG RESOURCES INC 02.6250 03/15/2023 0.02%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.02%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.02%
GSMS 2011-GC5 C P/P 144A 05.5567 08/10/2044 0.02%
HCA INC. 07.5000 02/15/2022 0.02%
MICROSOFT CORP 02.4000 02/06/2022 0.02%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.02%
MSBAM 2014-C17 C 04.6549 08/15/2047 0.02%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.02%
NEXT PLC 0.02%
NUANCE COMMUNICATIONS INC 0.02%
QUOTIENT TECH CV 01.7500 12/01/2022 0.02%
RAPID7 INC P/P 144A CV 01.2500 08/01/2023 0.02%
SUMITOMO MITSUI TRUST HOLDIN 0.02%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.02%
UGI CORP 0.02%
UNITEDHEALTH GROUP INC 03.1500 06/15/2021 0.02%
VERIZON COMM 04.6720 03/15/2055 0.02%
WEINGARTEN REALTY INVESTORS 0.02%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.02%
WFCM 2016-LC25 XA IO 01.1524 12/15/2059 0.02%
WFRBS 2011-C3 D P/P 144A 05.8555 03/15/2044 0.02%
WPX ENERGY INC 05.7500 06/01/2026 0.02%
ALPHA 2 BV P/P 144A 08.7500 06/01/2023 0.01%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.01%
BOC HONG KONG HOLDINGS LTD 0.01%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.01%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.01%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 0.01%
CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 0.01%
COMSTOCK RESOURCES 09.7500 08/15/2026 0.01%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.01%
FIVE9 INC CV 00.1250 05/01/2023 0.01%
FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 0.01%
FUJITSU LTD 0.01%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.01%
GOOGLE INC 03.3750 02/25/2024 0.01%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.01%
IRONWOOD PHAR CV 02.2500 06/15/2022 0.01%
IVORY COAST REGS 05.2500 03/22/2030 0.01%
IVORY COAST REGS 05.3750 07/23/2024 0.01%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.01%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.01%
JARDINE CYCLE & CARRIAGE LTD 0.01%
JO-ANN STORES 2NDL L+925 11.7272 05/21/2024 0.01%
KINDER MORGAN INC 03.1500 01/15/2023 0.01%
NETFLIX INC P/P 144A 06.3750 05/15/2029 0.01%
NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 0.01%
NUTRIEN LTD USD 04.1250 03/15/2035 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.01%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.01%
SM ENERGY CO 06.1250 11/15/2022 0.01%
SS&C TECH INC P/P 144A 05.5000 09/30/2027 0.01%
SWISSCOM AG-REG 0.01%
T-MOBILE USA INC 06.3750 03/01/2025 0.01%
TABULA RASA H P/P 144A CV 01.7500 02/15/2026 0.01%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
WESCO INTERNATIONAL INC 0.01%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.01%
AIR TRANSPORT CV 01.1250 10/15/2024 0.01%
AT&T INC 04.7500 05/15/2046 0.01%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.01%
BGC PARTNERS INC 05.1250 05/27/2021 0.01%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.01%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CFCRE 2011-C1 D P/P 144A 06.2719 04/15/2044 0.01%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DUKE ENERGY CORP 03.1500 08/15/2027 0.01%
ECOLAB INC 02.7000 11/01/2026 0.01%
ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 0.01%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.01%
MEDIPAL HOLDINGS CORP 0.01%
MSBAM 2013-C7 XB IO P/P 144A 00.4164 02/15/2046 0.01%
MSC 2012-C4 XA IO P/P 144A 02.2592 03/15/2045 0.01%
NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 0.01%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.01%
QORVO INC 05.5000 07/15/2026 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SM ENERGY CO 06.7500 09/15/2026 0.01%
STARWOOD PROP TR 04.7500 03/15/2025 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.01%
USA COMPRESSION PART 06.8750 04/01/2026 0.01%
VISTRA OPERATION P/P 144A 05.0000 07/31/2027 0.01%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.01%
AES CORP/THE 05.5000 04/15/2025 0.01%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.01%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.01%
BANDAI NAMCO HOLDINGS INC 0.01%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.01%
CALIFORNIA RESOURC TL L+475 07.1524 12/31/2022 0.01%
CAS 2019-R01 2M2 04.8544 07/25/2031 0.01%
COMCAST CORP 02.3500 01/15/2027 0.01%
DEUTSCHE POST AG-REG 0.01%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.01%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
JPMBB 2013-C17 XA IO 00.9310 01/15/2047 0.01%
MASTEC INC 04.8750 03/15/2023 0.01%
MERCK & CO INC 03.7000 02/10/2045 0.01%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.01%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.01%
PFIZER INC 01.7000 12/15/2019 0.01%
SG HOLDINGS CO LTD 0.01%
STACR 2013-DN2 M2 06.6544 11/25/2023 0.01%
TAPESTRY INC 0.01%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.01%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.01%
WFRBS 2012-C10 C 04.5214 12/15/2045 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.01%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.01%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.01%
CITIGROUP INC 03.8870 01/10/2028 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.01%
COLRUYT SA 0.01%
COMCAST CORP 03.3750 02/15/2025 0.01%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.01%
CROWN CASTLE INTL CORP 03.1500 07/15/2023 0.01%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.01%
DASSAULT AVIATION SA 0.01%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.01%
GSMS 2010-C1 D P/P 144A 06.1971 08/10/2043 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.01%
IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 0.01%
ISTAR INC 06.0000 04/01/2022 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.01%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.01%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.01%
SARTORIUS STEDIM BIOTECH 0.01%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.01%
SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 0.01%
SWISS LIFE HOLDING AG-REG 0.01%
TENET HEALTHCARE 04.6250 07/15/2024 0.01%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 0.01%
WALT DISNEY CO/THE 0.01%
WPX ENERGY INC 06.0000 01/15/2022 0.01%
ZIGGO BV P/P 144A 05.5000 01/15/2027 0.01%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
BERKELEY GROUP HOLDINGS/THE 0.01%
BERRY GLOBAL ESCR P/P 144A 05.6250 07/15/2027 0.01%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.01%
CAS 2016-C04 1M2 06.6544 01/25/2029 0.01%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.01%
CINEMARK USA INC 04.8750 06/01/2023 0.01%
COMCAST CORP 03.9690 11/01/2047 0.01%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 0.01%
DYCOM IND INC CV 00.7500 09/15/2021 0.01%
ESSITY AKTIEBOLAG-B 0.01%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.01%
GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.01%
HOLOGIC INC P/P 144A 04.3750 10/15/2025 0.01%
HSBC HOLDINGS PLC 0.01%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.01%
LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 0.01%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MERCER INTL INC USD 07.7500 12/01/2022 0.01%
MERCK & CO INC 02.9000 03/07/2024 0.01%
MORGAN STANLEY 02.6500 01/27/2020 0.01%
MSBAM 2014-C17 XA IO 01.2783 08/15/2047 0.01%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.01%
P/P 144A 06.8750 08/15/2026 0.01%
REDFIN CORP CV 01.7500 07/15/2023 0.01%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.01%
SESI LLC 07.1250 12/15/2021 0.01%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 0.01%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 0.01%
UBSCM 2012-C1 C P/P 144A 05.7280 05/10/2045 0.01%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.01%
VOCERA COMM CV 01.5000 05/15/2023 0.01%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.01%
2.25 R ISWP FWD US0003M P 09/18/2049 0.01%
AIR LEASE CORP 02.5000 03/01/2021 0.01%
ARCELORMITTAL USD 06.1250 06/01/2025 0.01%
ARGENTINE REPUBLIC USD 04.6250 01/11/2023 0.01%
AT&T INC 02.9500 07/15/2026 0.01%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.01%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.01%
BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.01%
BP CAP MARKETS AMERICA 03.1190 05/04/2026 0.01%
CAS 2018-C06 2M2 04.5044 03/25/2031 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 0.01%
COMM 2014-CR19 XA IO 01.2855 08/10/2047 0.01%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026 0.01%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.01%
FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.01%
JPMBB 2014-C19 XA IO 00.9548 04/15/2047 0.01%
JPMBB 2014-C23 AS 04.2016 09/15/2047 0.01%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.01%
MLMI 2005-A10 A 02.6144 02/25/2036 0.01%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.01%
PFIZER INC 03.0000 12/15/2026 0.01%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.01%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.01%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.01%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.01%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.01%
UNITEDHEALTH GROUP INC 04.2500 04/15/2047 0.01%
APPLE INC 02.0000 05/06/2020 0.01%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.01%
BOLIDEN AB 0.01%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.01%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.01%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.01%
CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 0.01%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.01%
ENSCO ROWAN PLC USD 07.7500 02/01/2026 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.01%
GNR 2017-139 NI IO 04.5000 09/20/2047 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.01%
ICAHN ENTER/FIN P/P 144A 06.2500 05/15/2026 0.01%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.01%
MSC 2012-C4 D P/P 144A 05.6003 03/15/2045 0.01%
NEXSTAR ESCROW INC P/P 144A 05.6250 07/15/2027 0.01%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.01%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.01%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.01%
ROBERTSHAW TL 2L L+800 10.4375 02/28/2026 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.01%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.01%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.01%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.01%
WAMU 2005-AR1 A2A1 03.0844 01/25/2045 0.01%
WESTROCK MWV LLC 07.9500 02/15/2031 0.01%
WFHET 2005-2 M9 04.8044 12/25/2034 0.01%
WFRBS 2011-C3 XA IO P/P 144A 01.4953 03/15/2044 0.01%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.01%
AMERICAN ELECTRIC POWER 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.01%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.01%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 0.01%
BAUSCH HLTH COS INC P/P 144A 05.7500 08/15/2027 0.01%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.01%
BERKSHIRE HATHAWAY E 03.8000 07/15/2048 0.01%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.01%
BROTHER INDUSTRIES LTD 0.01%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.01%
CAS 2015-C02 2M2 06.4044 05/25/2025 0.01%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.01%
CHEMOURS CO 05.3750 05/15/2027 0.01%
COMM 2012-LC4 C 05.7227 12/10/2044 0.01%
COMM 2014-LC17 XA IO 01.0365 10/10/2047 0.01%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.01%
ENBRIDGE INC USD 04.2500 12/01/2026 0.01%
ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 0.01%
EQUINOR ASA USD 02.9000 11/08/2020 0.01%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.01%
GNMA GII30 OBD1714 03.5000 11/20/2047 0.01%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2024 0.01%
INTERCONTINENTAL EXCHANGE IN 0.01%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.01%
JO-ANN STORES TL L+500 07.5915 10/16/2023 0.01%
JPMBB 2013-C14 C 04.7134 08/15/2046 0.01%
JPMCC 2013-LC11 C 03.9582 04/15/2046 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
MERCER INTL INC USD 05.5000 01/15/2026 0.01%
MITSUBISHI UFJ LEASE & FINAN 0.01%
MSBAM 2014-C15 D P/P 144A 05.0745 04/15/2047 0.01%
MSC 2012-C4 C P/P 144A 05.6003 03/15/2045 0.01%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.01%
NORTHROP GRUMMAN CORP 0.01%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.01%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.01%
REVLON CONS TLB L+350 06.0469 09/07/2023 0.01%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.01%
TEXAS INSTRUMENTS INC 0.01%
TJX COMPANIES INC 0.01%
UNIVISION TLC5 L+275 05.1524 03/15/2024 0.01%
US BANCORP 0.01%
WAMU 2004-AR13 A1A 03.1244 11/25/2034 0.01%
WESFARMERS LTD 0.01%
WEYERHAEUSER CO 07.3750 03/15/2032 0.01%
WFCM 2016-BNK1 C 03.0710 08/15/2049 0.01%
AES CORP/THE 04.5000 03/15/2023 0.01%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.01%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.01%
AUTOZONE INC 0.01%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.01%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.01%
CAS 2014-C02 2M2 05.0044 05/25/2024 0.01%
COMMSCOPE INC P/P 144A 05.5000 03/01/2024 0.01%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.01%
EUTELSAT COMMUNICATIONS 0.01%
FIDELITY NATIONAL INFO SERV 0.01%
FIRSTENERGY CORP 04.8500 07/15/2047 0.01%
FOX CORP P/P 144A 04.0300 01/25/2024 0.01%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.01%
GLENCORE PLC 0.01%
GNR 2011-135 DI IO 05.0000 04/16/2040 0.01%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.01%
JPMBB 2013-C17 AS 04.4584 01/15/2047 0.01%
JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 0.01%
LENNAR CORP 05.8750 11/15/2024 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCK & CO INC 01.8500 02/10/2020 0.01%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.01%
MSC 2011-C3 D P/P 144A 05.2816 07/15/2049 0.01%
MSC 2016-BNK2 C 04.0371 11/15/2049 0.01%
NRG ENERGY INC. 07.2500 05/15/2026 0.01%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.01%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.01%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.01%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.01%
RAYTHEON COMPANY 0.01%
REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 0.01%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.01%
T-MOBILE US INC 0.01%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 0.01%
TRANSOCEAN INC 07.5000 04/15/2031 0.01%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.01%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.01%
USA COM PART/USA COM P/P 144A 06.8750 09/01/2027 0.01%
VERTIV TLB L+400 06.4385 11/15/2023 0.01%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.01%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.01%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.01%
WFRBS 2011-C2 D P/P 144A 05.8388 02/15/2044 0.01%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
AIR METHODS TLB L+350 05.8299 04/21/2024 0.00%
APPLE INC 03.8500 05/04/2043 0.00%
ARRW 2018-1 A3 04.1570 04/25/2048 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.00%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 0.00%
CALPINE CORPORATION 05.7500 01/15/2025 0.00%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.00%
CAS 2017-C03 1M2 05.4044 10/25/2029 0.00%
CBRE SERVICES INC 05.2500 03/15/2025 0.00%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.00%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.00%
COGNIZANT TECH SOLUTIONS-A 0.00%
COMM 2014-CR20 XA IO 01.2546 11/10/2047 0.00%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.00%
DENBURY RESOURCES P/P 144A 07.7500 02/15/2024 0.00%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.00%
EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 0.00%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 0.00%
EQUINIX INC 05.8750 01/15/2026 0.00%
FIDELITY NATIONAL INFORM 03.0000 08/15/2026 0.00%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.00%
HUMANA INC 0.00%
HYATT HOTELS CORP 04.8500 03/15/2026 0.00%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.00%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.00%
ISTAR INC. 05.2500 09/15/2022 0.00%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.00%
JPMCC 2012-C6 D 05.3202 05/15/2045 0.00%
JPMCC 2012-LC9 XA IO 01.6619 12/15/2047 0.00%
KERRY PROPERTIES LTD 0.00%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.00%
MIRVAC GROUP 0.00%
MSC 2012-C4 AS 03.7730 03/15/2045 0.00%
NCHET 2003-4 M1 03.5294 10/25/2033 0.00%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.00%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.00%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.00%
PULTEGROUP INC 05.5000 03/01/2026 0.00%
REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 0.00%
SM ENERGY CO 06.6250 01/15/2027 0.00%
SPRINT CORP 07.1250 06/15/2024 0.00%
SWIRE PROPERTIES LTD 0.00%
THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 0.00%
TREASURY BILL 00.0000 07/16/2019 0.00%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.00%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.00%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
ANTERO RESOURCES CORP 05.0000 03/01/2025 0.00%
BANK OF AMERICA CORP 02.1510 11/09/2020 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%
BIOGEN INC 03.6250 09/15/2022 0.00%
BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 0.00%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.00%
CAS 2014-C03 2M2 05.3044 07/25/2024 0.00%
CAS 2014-C04 1M2 07.3044 11/25/2024 0.00%
CENTENE CORP 0.00%
CIT GROUP INC. 05.0000 08/15/2022 0.00%
COMM 2012-LC4 XA IO P/P 144A 02.2898 12/10/2044 0.00%
COMM 2014-CR18 XA IO 01.1717 07/15/2047 0.00%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.00%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.00%
FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 0.00%
FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 0.00%
FRAC TECH INTL TLB L+475 06.0000 04/16/2021 0.00%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.00%
GNR 2014-116 IL IO 04.0000 08/20/2044 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%
GNR 2017-123 JI IO 04.0000 08/20/2046 0.00%
GSMS 2014-GC18 C 05.1566 01/10/2047 0.00%
IAA INC P/P 144A 05.5000 06/15/2027 0.00%
IPSEN 0.00%
ISHARES MSCI EAFE ETF 0.00%
JPMORGAN CHASE & CO 03.7970 07/23/2024 0.00%
KINDER MORGAN INC 0.00%
KONINKLIJKE PHILIPS NV 0.00%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.00%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 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%
MLMI 2005-A2 A2 04.4525 02/25/2035 0.00%
MSAC 2004-HE6 M1 03.2294 08/25/2034 0.00%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.00%
OCCIDENTAL PETROLEUM CORP 0.00%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 0.00%
ROSS STORES INC 0.00%
SESI LLC 07.7500 09/15/2024 0.00%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.00%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.00%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.00%
WFCM 2013-LC12 C 04.4208 07/15/2046 0.00%
WFRBS 2011-C5 XA IO P/P 144A 01.8857 11/15/2044 0.00%
WFRBS 2012-C6 AS 03.8350 04/15/2045 0.00%
WILLIAMS COMPANIES INC 03.6000 03/15/2022 0.00%
ABBVIE INC 02.5000 05/14/2020 0.00%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.00%
AKER BP ASA P/P 144A 05.8750 03/31/2025 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%
ALPHABET INC 03.6250 05/19/2021 0.00%
AMGEN INC 03.4500 10/01/2020 0.00%
AVAYA HOLDINGS CORP 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
CAS 2017-C01 1M2 05.9544 07/25/2029 0.00%
CBS CORP 04.0000 01/15/2026 0.00%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.00%
CENTENE CORP 04.7500 05/15/2022 0.00%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.00%
CINEMARK USA INC 05.1250 12/15/2022 0.00%
CITIGROUP INC 02.9000 12/08/2021 0.00%
CITIGROUP INC 04.6000 03/09/2026 0.00%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMLTI 2005-2 1A2A 04.9214 05/25/2035 0.00%
COMM 2014-UBS4 XA IO 01.2897 08/10/2047 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
D.R. HORTON INC 05.7500 08/15/2023 0.00%
DEERE & COMPANY 02.6000 06/08/2022 0.00%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.00%
DOLLAR TREE INC 0.00%
ELDORADO RESORTS INC 06.0000 09/15/2026 0.00%
EQUITY RESIDENTIAL TR REIT 0.00%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.00%
GMAC CAPITAL TRUST I PCT 08.3030 0.00%
GNR 2013-99 AS IO 03.6671 06/20/2043 0.00%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.00%
GSMS 2013-GC12 XA IO 01.5614 06/10/2046 0.00%
HCA INC 06.5000 02/15/2020 0.00%
HOME DEPOT INC 02.6250 06/01/2022 0.00%
IMM 2004-6 1A2 03.1844 10/25/2034 0.00%
INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 0.00%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.00%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.00%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.00%
LOEWS CORP 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%
OMNICARE INC 04.7500 12/01/2022 0.00%
ORACLE CORP 02.5000 10/15/2022 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.00%
RACKSPACE HOSTING INC L+300 05.5755 11/03/2023 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%
SERVICE CORP INTL 05.3750 05/15/2024 0.00%
SM ENERGY CO 05.0000 01/15/2024 0.00%
SPRINT CORP 07.2500 09/15/2021 0.00%
STACR 2019-DNA1 M2 05.0544 01/25/2049 0.00%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.00%
SYNOPSYS INC 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 0.00%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.00%
UBSBB 2012-C2 D P/P 144A 05.0481 05/10/2063 0.00%
UNITEDHEALTH GROUP INC 0.00%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.00%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.00%
WALT DISNEY COMPANY P/P 144A 04.7500 11/15/2046 0.00%
WAMU 2005-AR1 A2A3 03.2044 01/25/2045 0.00%
WAMU 2005-AR2 1A1A 02.7344 01/25/2045 0.00%
WAMU 2005-AR8 2A1A 02.9844 07/25/2045 0.00%
WFRBS 2012-C9 XA IO P/P 144A 02.0650 11/15/2045 0.00%
1.737 R ISWP US0003M P 06/26/2024 0.00%
AGL ENERGY LTD 0.00%
AMAZON.COM INC. 02.5000 11/29/2022 0.00%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 0.00%
AMDOCS LTD 0.00%
AMERICAN HOME 4 RENT 0.00%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
ANTHEM INC 04.6250 05/15/2042 0.00%
APPLE INC 03.4500 05/06/2024 0.00%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.00%
BOYD GAMING CORP 06.3750 04/01/2026 0.00%
CA TXB-VAR PURP 07.5000 04/01/2034 0.00%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.00%
CDK GLOBAL INC 0.00%
CIGNA HOLDING CO 04.5000 03/15/2021 0.00%
CISCO SYSTEMS INC 02.2000 02/28/2021 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 CS 0.00%
COLGATE-PALMOLIVE CO 0.00%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.00%
CON EDISON CO OF NY INC 04.2000 03/15/2042 0.00%
CSX CORP 04.1000 03/15/2044 0.00%
ECOLAB INC 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 0.00%
EPR PROPERTIES 05.7500 CUM CV PFD 0.00%
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%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.00%
GNR 2015-H25 BI IO 01.9048 10/20/2065 0.00%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.00%
GSMS 2011-GC3 C P/P 144A 05.8247 03/10/2044 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2038 0.00%
JPMCC 2013-C16 XA IO 01.1088 12/15/2046 0.00%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.00%
LABORATORY CRP OF AMER HLDGS 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.00%
MAXIM INTEGRATED PRODUCTS 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
MORGAN STANLEY 02.7500 05/19/2022 0.00%
MSBAM 2013-C8 B 03.6966 12/15/2048 0.00%
NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.00%
NEIMAN MARCUS TL L+600 08.4209 10/25/2023 0.00%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.00%
NOK/USD 09/18/2019 BCAP-FX 0.00%
NOK/USD 09/18/2019 GSFX 0.00%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.00%
NUTRIEN LTD USD 05.2500 01/15/2045 0.00%
ORTHO-CLINICAL TLB L+325 05.6799 06/01/2025 0.00%
ORYX TLB L+400 06.4360 05/09/2026 0.00%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.00%
PFIZER INC 01.9500 06/03/2021 0.00%
QIAGEN N.V. 0.00%
QUEST DIAGNOSTICS INC 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
SHERWIN-WILLIAMS CO/THE 0.00%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.00%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.00%
THE AES CORPORATION 04.8750 05/15/2023 0.00%
TREASURY BILL 00.0000 08/15/2019 0.00%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.00%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.00%
VIACOM INC 04.5000 03/01/2021 0.00%
WALT DISNEY COMPANY P/P 144A 03.0000 09/15/2022 0.00%
WAMU 2004-AR13 A1B2 03.3844 11/25/2034 0.00%
WAMU 2005-AR2 2A2B 02.7844 01/25/2045 0.00%
WAMU 2005-AR8 2AB3 03.1244 07/25/2045 0.00%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.00%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.00%
AMCOR PLC 0.00%
ANTHEM INC 0.00%
APACHE CORPORATION 03.2500 04/15/2022 0.00%
APPALACHIAN POWER CO 04.6000 03/30/2021 0.00%
AUD/JPY PUT 73.00 20190917 HSBCB 0.00%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.00%
BRIGHT HORIZONS FAMILY SOLUT 0.00%
BROADRIDGE FINANCIAL SOLUTIO 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 07/17/2019 BANKAM 0.00%
CAS 2014-C02 1M2 05.0044 05/25/2024 0.00%
CELANESE US HOLDINGS LLC 05.8750 06/15/2021 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%
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%
CHEVRON CORP 02.1000 05/16/2021 0.00%
CHF/USD 09/18/2019 JPMCB 0.00%
CIGNA CORP 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 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 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 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%
COMCAST CORP 04.0490 11/01/2052 0.00%
COMM 2013-CR9 D P/P 144A 04.3975 07/10/2045 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%
CONTINENTAL RESOURCES 05.0000 09/15/2022 0.00%
CORELOGIC INC 0.00%
CVS HEALTH CORP 03.7000 03/09/2023 0.00%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.00%
DIGICEL LTD P/P 144A 06.7500 03/01/2023 0.00%
DNB BANK ASA P/P 144A 02.1250 10/02/2020 0.00%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.00%
DUKE ENERGY CAROLINAS 04.2500 12/15/2041 0.00%
ENRGY TRANS PT/REG FIN 05.8750 03/01/2022 0.00%
EQUITY COMMONWEALTH 0.00%
EQUITY LIFESTYLE PROPERTIES 0.00%
FHR 4134 PI IO 03.0000 11/15/2042 0.00%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.00%
FISERV INC 0.00%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.00%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.00%
GENTEX CORP 0.00%
GFL ENVIRONMENTAL TLB L+300 05.4024 05/31/2025 0.00%
GNMA GII30 AW8447 04.3220 05/20/2067 0.00%
GNMA GII30 AY4779 04.5080 03/20/2067 0.00%
HMBT 2004-2 A1 03.1444 12/25/2034 0.00%
HONEYWELL INTL 03.8120 11/21/2047 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
IHEARTMEDIA INC - CLASS A 0.00%
IHEARTMEDIA TL L+400 06.5790 05/01/2026 0.00%
INTERNATIONAL PAPER CO 08.7000 06/15/2038 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.00%
IRON MOUNTAIN US HLD P/P 144A 05.3750 06/01/2026 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%
JPMORGAN CHASE & CO 02.2500 01/23/2020 0.00%
JPY/USD 08/21/2019 BANKAM 0.00%
KANSAI ELECTRIC POWER CO INC 0.00%
LBMLT 2004-5 A5 02.9644 09/25/2034 0.00%
LIBERTY MEDIA COR-SIRIUSXM C 0.00%
LNSTR 2015-3 B P/P 144A 03.2727 04/20/2048 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MCDONALD'S CORP 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MET LIFE GLOB FUND P/P 144A 01.5500 09/13/2019 0.00%
METLIFE INC 06.4000 12/15/2036 0.00%
MICROSOFT CORP 05.3000 02/08/2041 0.00%
MITSUBISHI GAS CHEMICAL CO 0.00%
MSBAM 2012-C6 D P/P 144A 04.7621 11/15/2045 0.00%
N TX HWY-TXB-B 06.7180 01/01/2049 0.00%
NATIONAL AUSTRALIA B P/P 144A 03.1406 12/09/2019 0.00%
NOK/USD 09/18/2019 RBSF 0.00%
NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
OH UNIV-TXB-C-BABS 04.9100 06/01/2040 0.00%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.00%
ORACLE CORP 02.5000 05/15/2022 0.00%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.00%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.00%
PNC BANK NA 02.0000 05/19/2020 0.00%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.00%
PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 0.00%
QUALCOMM INC 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
REGENERON PHARMACEUTICALS 0.00%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.00%
ROYAL BK SCOTLND GRP PLC USD 04.8000 04/05/2026 0.00%
SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 0.00%
STACR 2016-DNA3 M3 07.4044 12/25/2028 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STARWOOD PROPERTY TRUST INC 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
TERADATA CORP 0.00%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.00%
TOTAL SYSTEM SERVICES INC 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 0.00%
TREASURY BILL 00.0000 08/06/2019 0.00%
TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 0.00%
UBS GROUP FUNDIN P/P 144A 04.2530 03/23/2028 0.00%
UDR INC 0.00%
UNITED AIRLINES HOLDINGS INC 0.00%
UNITEDHEALTH GROUP INC 02.8750 03/15/2022 0.00%
VERTEX PHARMACEUTICALS INC 0.00%
WAMU 2005-AR19 A1A2 02.6944 12/25/2045 0.00%
WAMU 2005-AR2 2A1B 02.7744 01/25/2045 0.00%
WAMU 2006-AR4 1A1A 03.4217 05/25/2046 0.00%
WFCM 2012-LC5 D P/P 144A 04.9194 10/15/2045 0.00%
WFMBS 2005-AR10 2A16 04.9473 06/25/2035 0.00%
WFRBS 2011-C4 D P/P 144A 05.3968 06/15/2044 0.00%
WFRBS 2013-C15 D P/P 144A 04.6216 08/15/2046 0.00%
WFRBS 2013-C16 AS 04.6680 09/15/2046 0.00%
1.70 R ISWP FWD US0003M P 09/18/2021 0.00%
ADVANZ PHARMA CORP 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
ALTRIA GROUP INC. 09.2500 08/06/2019 0.00%
AUD/JPY PUT 69.00 20190917 HSBCB 0.00%
AUD/USD 07/17/2019 GSFX 0.00%
AUD/USD 07/17/2019 JPMCB 0.00%
AUD/USD 07/17/2019 WPAC 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 0.00%
BRL/USD 10/02/2019 CITI 0.00%
CAD/USD 07/17/2019 CITI 0.00%
CAD/USD 07/17/2019 WPAC 0.00%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.00%
CAS 2018-C01 1M2 04.6544 07/25/2030 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.7231 10/15/2049 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHF/USD 09/18/2019 BCAP-FX 0.00%
CHINA MEDICAL TECH INC USD 04.0000 08/15/2019 0.00%
CLEAR CHANNEL OUTDOOR HOLDIN 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 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 ML 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 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.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 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 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 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 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 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 JP 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 ML 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 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-.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-.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-.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-.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 CG 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 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 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CNH/USD 08/21/2019 HSBCB 0.00%
COMCAST CORP 03.9990 11/01/2049 0.00%
COMM 2012-LC4 D P/P 144A 05.7227 12/10/2044 0.00%
CPG INTL TL L+375 05.9332 05/05/2024 0.00%
CROWN CASTLE INTL CORP 04.4500 02/15/2026 0.00%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.00%
DKK/USD 09/18/2019 CITI 0.00%
EMPIRE STATE REALTY TRUST-A 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 09/18/2019 BANKAM 0.00%
EUR/USD 09/18/2019 CITI 0.00%
EUR/USD 09/18/2019 CSI-FX 0.00%
EUR/USD 09/18/2019 GSFX 0.00%
EUR/USD 09/18/2019 HSBCB 0.00%
EUR/USD 09/18/2019 JPMCB 0.00%
EUR/USD 09/18/2019 RBSF 0.00%
EUR/USD 09/18/2019 SSBT 0.00%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.00%
FEDEX CORP 02.6250 08/01/2022 0.00%
FHR 4193 PI IO 04.0000 03/15/2043 0.00%
FNMA FN30 935089 05.0000 03/01/2039 0.00%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.00%
GBP/USD 09/18/2019 BANKAM 0.00%
GBP/USD 09/18/2019 BCAP-FX 0.00%
GBP/USD 09/18/2019 CITI 0.00%
GBP/USD 09/18/2019 GSFX 0.00%
GBP/USD 09/18/2019 HSBCB 0.00%
GBP/USD 09/18/2019 SSBT 0.00%
GENERAL DYNAMICS CORP 0.00%
GENON 939CER907 0.00%
GENON ENERGY/NRG AMER 09.0438 12/01/2023 0.00%
GNMA GII30 BN1506 04.5000 05/20/2049 0.00%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.00%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.00%
HIGHWOODS PROPERTIES INC 0.00%
HKD/USD 08/21/2019 BCAP-FX 0.00%
IBM CORP 01.8750 08/01/2022 0.00%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.00%
IDR/USD 11/20/2019 HSBCB 0.00%
ILS/USD 07/17/2019 SSBT 0.00%
INR/USD 11/20/2019 GSFX 0.00%
INR/USD 11/20/2019 RBSF 0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.500.09 P USL1M R 01/12/40 BC 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
JPY/USD 08/21/2019 BCAP-FX 0.00%
JPY/USD 08/21/2019 JPMCB 0.00%
JPY/USD 08/21/2019 RBSF 0.00%
KEANE GROUP TLB L+375 06.3125 05/25/2025 0.00%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.00%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.00%
KRW/USD 11/20/2019 GSFX 0.00%
KRW/USD 11/20/2019 HSBCB 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.7745 09/15/2039 0.00%
LBUBS 2008-C1 AM 06.2786 04/15/2041 0.00%
LENNAR CORPORATION 04.7500 04/01/2021 0.00%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 BC 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
MFA FINANCIAL INC 0.00%
MWO HOLDINGS LLC 0.00%
MXN/USD 10/16/2019 BANKAM 0.00%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 09/18/2019 HSBCB 0.00%
NOK/USD 09/18/2019 JPMCB 0.00%
NOK/USD 09/18/2019 SSBT 0.00%
NZD/USD 07/17/2019 BCAP-FX 0.00%
NZD/USD 07/17/2019 SSBT 0.00%
NZD/USD 07/17/2019 WPAC 0.00%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.00%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.00%
POWERWAVE TECHNOLOGIES CV 03.8750 10/01/2027 0.00%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 0.00%
QVC INC 04.8500 04/01/2024 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 0.00%
RUB/USD 09/18/2019 GSFX 0.00%
SEK/USD 09/18/2019 RBSF 0.00%
SEK/USD 09/18/2019 UBS 0.00%
SGD/USD 08/21/2019 JPMCB 0.00%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.00%
TERVITA CORP 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
TREASURY BILL 00.0000 07/25/2019 0.00%
TWD/USD 08/21/2019 GSFX 0.00%
TWD/USD 08/21/2019 RBSF 0.00%
TXU TCEH RIGHTS 0.00%
UBSBB 2012-C3 C P/P 144A 05.1984 08/10/2049 0.00%
UBSBB 2012-C4 XA IO P/P 144A 01.7835 12/10/2045 0.00%
WAMU 2005-AR6 2AB2 03.1444 04/25/2045 0.00%
WATERS CORP 0.00%
WFMBS 2005-AR10 1A2 04.9232 06/25/2035 0.00%
WFMBS 2005-AR12 2A7 04.9877 06/25/2035 0.00%
WFMBS 2005-AR8 1A2 04.9874 06/25/2035 0.00%
WFRBS 2011-C4 E P/P 144A 05.3968 06/15/2044 0.00%
AUD/USD 07/17/2019 BANKAM -0.00%
AUD/USD 07/17/2019 CITI -0.00%
AUD/USD 07/17/2019 UBS -0.00%
CAD/USD 07/17/2019 BCAP-FX -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.BBB-.6 2063-05-11 300.0 05/11/2063 CG -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 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 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-.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 GS -0.00%
EUR/USD 09/18/2019 BCAP-FX -0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 JP -0.00%
JPY/USD 08/21/2019 GSFX -0.00%
JPY/USD 08/21/2019 HSBCB -0.00%
JPY/USD 08/21/2019 SSBT -0.00%
JPY/USD 08/21/2019 UBS -0.00%
NZD/USD 07/17/2019 CITI -0.00%
NZD/USD 07/17/2019 GSFX -0.00%
NZD/USD 07/17/2019 JPMCB -0.00%
SEK/USD 09/18/2019 GSFX -0.00%
SEK/USD 09/18/2019 JPMCB -0.00%
SEK/USD 09/18/2019 SSBT -0.00%
AUD/USD 07/17/2019 HSBCB -0.00%
AUD/USD 07/17/2019 RBSF -0.00%
CAD/USD 07/17/2019 JPMCB -0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.00%
JPY/USD 08/21/2019 CITI -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.00%
2.05 R ISWP FWD US0003M P 09/18/2029 -0.01%
1.80 R ISWP FWD US0003M P 09/18/2024 -0.01%
MSCI EAFE SEP19 MFSU9 -0.52%
RU10INTR P US0003M R 11/26/19 CI -1.09%
US 10YR NOTE (CBT)SEP19 TYU9 -1.59%
S&P500 EMINI FUT SEP19 ESU9 -2.98%

Prior top holdings

Top holdings as of 07/31/19
Putnam Retirement Advantage GAA Income Strategies Trust 67.90%
Putnam Retirement Advantage GAA Conservative Trust 23.66%
Putnam Retirement Advantage GAA Balanced Trust 6.58%
Putnam Money Market Portfolio 1.88%
Top holdings as of 06/30/19
Putnam Retirement Advantage GAA Income Strategies Trust 68.03%
Putnam Retirement Advantage GAA Conservative Trust 23.66%
Putnam Retirement Advantage GAA Balanced Trust 6.57%
Putnam Money Market Portfolio 1.77%
Top holdings as of 05/31/19
Putnam Retirement Advantage GAA Income Strategies Trust 68.02%
Putnam Retirement Advantage GAA Conservative Trust 23.68%
Putnam Retirement Advantage GAA Balanced Trust 6.48%
Putnam Money Market Portfolio 1.86%
Top holdings as of 04/30/19
Putnam Retirement Advantage GAA Income Strategies Trust 67.94%
Putnam Retirement Advantage GAA Conservative Trust 23.61%
Putnam Retirement Advantage GAA Balanced Trust 6.63%
Putnam Money Market Portfolio 1.86%

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.