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 $14.60
0.07% | $0.01
$14.74
05/03/19
$13.35
12/24/18
Historical fund price

Fund facts as of 04/30/19

Total net assets
$589.51M
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
Portfolio Manager
Co-Head of Global Asset Allocation


Manager commentary | Q1 2019

Bonds maintain role as diversifier

Jason Vaillancourt, Co-Head of Global Asset Allocation, explains why yield movements do not change the diversification power of bonds.



Performance

  • Total return (%) as of 03/31/19

  • Annual performance as of 03/31/19

Annualized Total return (%) as of 03/31/19

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
At net asset value 4.23% 5.31% 4.54% 9.69%
Custom Retirement Advantage 2020 Index 5.27%5.57%4.73%9.04%

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 04/30/19 1.45%
YTD as of 05/24/19 7.20%

Risk-adjusted performance as of 04/30/19

Sharpe ratio (3 yrs.) 1.03

Volatility as of 04/30/19

Standard deviation (3 yrs.) 4.36%

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 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 Retirement Advantage GAA Money Market Trust 1.86%

Full portfolio holdings as of 03/31/19

US 2YR NOTE (CBT) JUN19 TUM9 6.16%
US 5YR NOTE (CBT) JUN19 FVM9 4.68%
CDX CDX.NA.HY.32 500.0 06/20/2024 3.88%
CDX CDX.NA.IG.32 100.0 06/20/2024 3.52%
E-MINI RUSS 2000 JUN19 RTYM9 2.07%
FNMA FN30 TBA 03.5000 04/01/2049 1.71%
US TREASURY N/B 02.7500 08/15/2042 1.45%
CGPUTQL2 R US0003M P 11/26/19 CI 1.37%
US TREASURY N/B 02.7500 02/15/2024 1.26%
FNMA FN30 TBA 03.0000 05/01/2049 1.04%
US ULTRA BOND CBT JUN19 WNM9 1.03%
ALPHABET INC-CL A 0.98%
FNMA FN30 TBA 04.0000 04/01/2049 0.81%
FNMA FN15 TBA 03.0000 04/01/2034 0.75%
GNMA GII30 MA4837 03.5000 11/20/2047 0.68%
JPMORGAN CHASE & CO 0.68%
GNMA GII30 TBA 03.5000 04/01/2049 0.67%
SPDR S&P 500 ETF TRUST 0.61%
CISCO SYSTEMS INC 0.59%
US LONG BOND(CBT) JUN19 USM9 0.59%
VERIZON COMMUNICATIONS INC 0.57%
BOEING CO/THE 0.56%
APPLE INC 0.54%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.54%
CHEVRON CORP 0.52%
US TREASURY N/B 01.6250 10/31/2023 0.52%
AMAZON.COM INC 0.51%
CITIGROUP INC 0.50%
US TREASURY N/B 01.6250 02/15/2026 0.50%
ORACLE CORP 0.49%
INTL BUSINESS MACHINES CORP 0.48%
US TREASURY N/B 03.0000 02/15/2047 0.48%
MICROSOFT CORP 0.47%
HOME DEPOT INC 0.46%
STARBUCKS CORP 0.46%
FNMA FN30 MA3306 04.0000 03/01/2048 0.44%
FNMA FN30 MA3238 03.5000 01/01/2048 0.41%
ADOBE INC 0.40%
GNMA GII30 MA4652 03.5000 08/20/2047 0.40%
FNMA FN30 TBA 04.5000 04/01/2049 0.39%
COCA-COLA CO/THE 0.38%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.36%
LOWES COMPANIES INC 0.35%
JOHNSON & JOHNSON 0.34%
FNMA FN30 BK5238 04.0000 05/01/2048 0.33%
ABBOTT LABORATORIES 0.31%
MEDTRONIC PLC 0.31%
GNMA GII30 TBA 03.0000 04/01/2049 0.30%
AMGEN INC 0.29%
CONOCOPHILLIPS 0.29%
FACEBOOK INC-CLASS A 0.29%
MERCK & CO. INC. 0.28%
PEPSICO INC 0.28%
INTUIT INC 0.27%
US TREASURY N/B 04.5000 02/15/2036 0.26%
HONEYWELL INTERNATIONAL INC 0.25%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.25%
XILINX INC 0.25%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.24%
FEDERATIVE REP OF BRAZIL USD 06.0000 04/07/2026 0.24%
AUTOMATIC DATA PROCESSING 0.23%
LOCKHEED MARTIN CORP 0.23%
NXP SEMICONDUCTORS NV 0.23%
US TREASURY N/B 02.2500 11/15/2027 0.22%
WALGREENS BOOTS ALLIANCE INC 0.22%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.21%
MONDELEZ INTERNATIONAL INC-A 0.21%
FNMA FN30 MA2737 03.0000 09/01/2046 0.20%
FNMA FN30 TBA 06.0000 04/01/2049 0.20%
METLIFE INC 0.20%
TREASURY BILL 0.20%
WALMART INC 0.20%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.19%
GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 0.19%
MORGAN STANLEY 0.19%
STACR 2018-HQA1 M2 04.7855 09/25/2030 0.19%
DELTA AIR LINES INC 0.18%
EXELON CORP 0.18%
FHLMC FH30G G08814 04.0000 05/01/2048 0.18%
MICROCHIP TEC CV 01.6250 02/15/2027 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%
UNITED CONTINENTAL HOLDINGS 0.18%
BOOKING HOLDINGS INC 0.17%
CIGNA CORP P/P 144A 03.7500 07/15/2023 0.17%
CITIGROUP INC 04.4500 09/29/2027 0.17%
FNMA FN15 AL9468 03.0000 12/01/2031 0.17%
PROCTER & GAMBLE CO/THE 0.17%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.17%
VALERO ENERGY CORP 0.17%
ABBVIE INC 0.16%
FNMA FN30 BC9003 03.0000 11/01/2046 0.16%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.16%
ISHARES MSCI EAFE ETF 0.16%
LYONDELLBASELL INDU-CL A 0.16%
PHILLIPS 66 0.16%
SALESFORCE.COM INC 03.7000 04/11/2028 0.16%
US TREASURY N/B 02.3750 08/15/2024 0.16%
BROADCOM INC 0.15%
CGCMT 2013-GC17 AS 04.5440 11/10/2046 0.15%
CIT GROUP INC. 05.2500 03/07/2025 0.15%
COMM 2015-LC21 XA IO 00.7716 07/10/2048 0.15%
CSAIL 2015-C1 AS 03.7910 04/15/2050 0.15%
CUMMINS INC 0.15%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 0.15%
GNMA GII30 TBA 04.0000 04/01/2049 0.15%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.15%
PFIZER INC 0.15%
SYSCO CORP 0.15%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.15%
WFRBS 2012-C10 AS 03.2410 12/15/2045 0.15%
WFRBS 2014-C23 XA IO 00.6023 10/15/2057 0.15%
APPLE INC 04.3750 05/13/2045 0.14%
AT&T INC 04.1000 02/15/2028 0.14%
BANK OF AMERICA CORP 07.2500 CV PFD 0.14%
BIOGEN INC 0.14%
CAS 2016-C03 2M2 08.3855 10/25/2028 0.14%
COMCAST CORP 03.1500 03/01/2026 0.14%
CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 0.14%
DANAHER CORP 04.7500 CV PFD 0.14%
ENERGY TRANSFER OPERATNG 05.5000 06/01/2027 0.14%
FISERV INC 04.2000 10/01/2028 0.14%
KEURIG DR PEPPER INC P/P 144A 04.5970 05/25/2028 0.14%
KLA-TENCOR CORP 0.14%
MWST 2018-W1 A 03.3355 11/25/2051 0.14%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.14%
SPST 2018-1 A 03.3811 04/24/2019 0.14%
WASTE MANAGEMENT INC 0.14%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.14%
AGILENT TECHNOLOGIES INC 0.13%
CAS 2017-C05 1M2 04.6855 01/25/2030 0.13%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.13%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.13%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.13%
FNMA FN30 AL9859 03.0000 03/01/2047 0.13%
FORTINET INC 0.13%
INGERSOLL-RAND PLC 0.13%
NORFOLK SOUTHERN CORP 0.13%
PRUDENTIAL FINANCIAL INC 0.13%
ROSS STORES INC 0.13%
AMAZON.COM INC 03.1500 08/22/2027 0.12%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.12%
BECTON DICKINSON AND CO 06.1250 CUM CV PFD 0.12%
CAPITAL ONE FINANCIAL CORP 0.12%
CAS 2018-C06 1M2 04.4855 03/25/2031 0.12%
DBUBS 2011-LC3A D P/P 144A 05.3390 08/10/2044 0.12%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.12%
E*TRADE FINANCIAL CORPORATION 0.12%
ELANCO ANIMAL HEALTH P/P 144A 04.9000 08/28/2028 0.12%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.12%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.12%
MCKESSON CORP 0.12%
MICROSOFT CORP 02.4000 08/08/2026 0.12%
OMNICOM GROUP 0.12%
PUBLIC SERVICE ENTERPRISE GP 0.12%
SPST 2018-5 A 03.1811 09/24/2019 0.12%
SYNCHRONY FINANCIAL 0.12%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.11%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.11%
CAS 2015-C04 2M2 08.0355 04/25/2028 0.11%
DARDEN RESTAURANTS INC 0.11%
EOG RESOURCES INC 04.1500 01/15/2026 0.11%
GNMA GII30 MA4586 03.5000 07/20/2047 0.11%
HILTON WORLDWIDE HOLDINGS IN 0.11%
JPMBB 2014-C22 XA IO 00.8635 09/15/2047 0.11%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.11%
ROCHE HOLDING AG-GENUSSCHEIN 0.11%
SEMPRA ENERGY 06.0000 CUM CV PFD 0.11%
SPST 2018-3 A 03.1811 07/24/2019 0.11%
STACR 2019-DNA2 M2 04.9368 03/25/2049 0.11%
UNITEDHEALTH GROUP INC 0.11%
AFLAC INC 0.10%
AMERIPRISE FINANCIAL INC 0.10%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.10%
BPCE SA P/P 144A 04.5000 03/15/2025 0.10%
CITIZENS FINANCIAL GROUP 0.10%
COMM 2014-LC15 XA IO 01.2344 04/10/2047 0.10%
CVS HEALTH CORP 02.7500 12/01/2022 0.10%
DISCOVER FINANCIAL SERVICES 0.10%
DUKE ENERGY OHIO INC 03.6500 02/01/2029 0.10%
FHLMC FH30G G08747 03.0000 02/01/2047 0.10%
GILEAD SCIENCES INC 0.10%
GNMA GII30 AT7632 04.0000 08/20/2046 0.10%
HERSHEY CO/THE 0.10%
MARATHON PETROLEUM CORP 0.10%
MSC 2016-BNK2 XA IO 01.0905 11/15/2049 0.10%
ORACLE CORP 02.6500 07/15/2026 0.10%
PALO ALTO NET P/P 144A CV 00.7500 07/01/2023 0.10%
SERVICENOW IN CV 00.0000 06/01/2022 0.10%
WFHET 2004-2 M1 03.3855 10/25/2034 0.10%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.10%
WFRBS 2014-C22 XA IO 00.8451 09/15/2057 0.10%
AES CORP/THE 05.1250 09/01/2027 0.09%
ALLERGAN PLC 0.09%
AT&T INC 04.3500 03/01/2029 0.09%
CAS 2015-C04 1M2 08.1855 04/25/2028 0.09%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.09%
CENTENE CORP 0.09%
CGCMT 2014-GC19 AS 04.3450 03/10/2047 0.09%
COMERICA INC 0.09%
CROWN CASTLE INTL CORP 06.8750 CUM CV PFD 0.09%
ELI LILLY & CO 0.09%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.09%
FNMA FN30 BH7058 03.5000 12/01/2047 0.09%
FREEPORT-MCMORAN INC 0.09%
GOLDMAN SACHS GROUP INC 0.09%
GSMS 2015-GC30 XA IO 00.8526 05/10/2050 0.09%
HARTFORD FINANCIAL SVCS GRP 0.09%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.09%
KINDER MORGAN INC 04.3000 06/01/2025 0.09%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.09%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.09%
MSBAM 2013-C13 AS 04.2660 11/15/2046 0.09%
NRG ENERGY P/P 144A CV 02.7500 06/01/2048 0.09%
PRICELINE.COM CV 00.3500 06/15/2020 0.09%
ROCKWELL AUTOMATION INC 0.09%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.09%
TOTAL SA 0.09%
WORKDAY INC CV 00.2500 10/01/2022 0.09%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.08%
ALLIANZ SE-REG 0.08%
BP CAP MARKETS AMERICA 03.9370 09/21/2028 0.08%
CADENCE DESIGN SYS INC 0.08%
CARDINAL HEALTH INC 0.08%
CAS 2015-C01 1M2 06.7855 02/25/2025 0.08%
CAS 2018-C05 1M2 04.8355 01/25/2031 0.08%
CENTERPOINT ENERGY INC 0.08%
CGCMT 2014-GC19 X IO 01.1645 03/10/2047 0.08%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.08%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.08%
DISH NETWORK CV 03.3750 08/15/2026 0.08%
ENERGY TRANSFER OPERATNG 05.8750 01/15/2024 0.08%
F5 NETWORKS INC 0.08%
FOOT LOCKER INC 0.08%
GLAXOSMITHKLINE PLC 0.08%
GSMS 2011-GC3 D P/P 144A 05.6380 03/10/2044 0.08%
GSMS 2014-GC24 XA IO 00.7962 09/10/2047 0.08%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.08%
ILLUMINA INC P/P 144A CV 00.0000 08/15/2023 0.08%
INTEL CORP CV 03.2500 08/01/2039 0.08%
JAZZ INVESTME USD 01.8750 08/15/2021 0.08%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.08%
LIVE NATION CV 02.5000 03/15/2023 0.08%
MSBAM 2015-C26 XA IO 01.0350 10/15/2048 0.08%
NEXTERA ENERGY INC 06.1230 CV PFD 0.08%
NRG ENERGY INC 0.08%
ON SEMICONDUC CV 01.6250 10/15/2023 0.08%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 0.08%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.08%
RIO TINTO PLC 0.08%
SERVICE CORP INTL 04.6250 12/15/2027 0.08%
SPDR S&P MIDCAP 400 ETF TRST 0.08%
SPLUNK INC P/P 144A CV 01.1250 09/15/2025 0.08%
SPRINT CORP 07.8750 09/15/2023 0.08%
STACR 2015-DNA3 M2 05.3355 04/25/2028 0.08%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.08%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.08%
WEC ENERGY GROUP INC 04.7963 05/15/2067 0.08%
AES CORP 0.07%
AGNC INVESTMENT CORP 0.07%
ALLSTATE CORP 0.07%
AVALONBAY COMMUNITIES INC 0.07%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.07%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.07%
BROADRIDGE FINANCIAL SOLUTIO 0.07%
CF INDUSTRIES HOLDINGS INC 0.07%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.07%
CITIGROUP INC 03.6680 07/24/2028 0.07%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.07%
COLONY STARWO CV 03.5000 01/15/2022 0.07%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.07%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.07%
CSAIL 2015-C1 C 04.2956 04/15/2050 0.07%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.07%
CSMC 2016-NXSR XA IO 00.7954 12/15/2049 0.07%
DELL TECHNOLOGIES -C 0.07%
DEXCOM INC P/P 144A CV 00.7500 12/01/2023 0.07%
DOCUSIGN INC P/P 144A CV 00.5000 09/15/2023 0.07%
ECOLAB INC 03.2500 12/01/2027 0.07%
ELECTRONIC ARTS INC 0.07%
EQUINIX INC 05.3750 05/15/2027 0.07%
EVERBRIDGE INC CV 01.5000 11/01/2022 0.07%
FORTIVE CORP P/P 144A CV 00.8750 02/15/2022 0.07%
FORTIVE CORPORATION 05.0000 CUM CV PFD 0.07%
HCA HEALTHCARE INC 0.07%
HCA INC 05.2500 06/15/2026 0.07%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.07%
INTEL CORP 0.07%
INTL FLAVOR & FRAGRANCES 06.0000 CV PFD 0.07%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 0.07%
KEYSIGHT TECHNOLOGIES IN 0.07%
LAS VEGAS SANDS CORP 0.07%
LEAR CORP 03.8000 09/15/2027 0.07%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.07%
LINCOLN NATIONAL CORP 0.07%
MEDICINES CO CV 02.5000 01/15/2022 0.07%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.07%
MOLSON COORS BREWING CO -B 0.07%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.07%
MSC 2016-BNK2 XB IO 00.5478 11/15/2049 0.07%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.07%
NOVARTIS AG-REG 0.07%
NUTRIEN LTD USD 04.2000 04/01/2029 0.07%
PACKAGING CORP OF AMERICA 0.07%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.07%
REALPAGE INC CV 01.5000 11/15/2022 0.07%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.07%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.07%
S&P GLOBAL INC 02.9500 01/22/2027 0.07%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.07%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.07%
SPST 2017-LD1 A 03.2855 11/25/2050 0.07%
SQUARE INC P/P 144A CV 00.5000 05/15/2023 0.07%
STACR 2014-HQ3 M3 07.2355 10/25/2024 0.07%
TELADOC INC P/P 144A CV 01.3750 05/15/2025 0.07%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.07%
TPAT 2018-SL1 A P/P 144A 03.0899 01/25/2046 0.07%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.07%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.07%
WFRBS 2013-C14 XA IO 00.7388 06/15/2046 0.07%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.07%
AIR LEASE CORP 03.6250 04/01/2027 0.06%
AKAMAI TECH P/P 144A CV 00.1250 05/01/2025 0.06%
ALPHABET INC 01.9980 08/15/2026 0.06%
AMERICAN ELECTRIC POWER 06.1250 CV PFD 0.06%
AMETEK INC 0.06%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.06%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.06%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.06%
BERRY GLOBAL GROUP INC 0.06%
BRISTOL-MYERS SQUIBB CO 0.06%
CBRE GROUP INC - A 0.06%
CBS CORP 02.9000 01/15/2027 0.06%
CENTRAL JAPAN RAILWAY CO 0.06%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.06%
CK ASSET HOLDINGS LTD 0.06%
COMM 2012-CR1 AM 03.9120 05/15/2045 0.06%
COMM 2014-CR17 C 04.7622 05/10/2047 0.06%
COMM 2014-CR19 XA IO 01.1654 08/10/2047 0.06%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.06%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.06%
CWL 2005-8 M4 03.4155 12/25/2035 0.06%
DISCOVERY INC - A 0.06%
DISH DBS CORP 05.8750 11/15/2024 0.06%
ENI SPA 0.06%
EXXON MOBIL CORP 0.06%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.06%
FNMA FN30 BH5117 04.0000 08/01/2047 0.06%
GSMS 2013-GC16 D P/P 144A 05.3113 11/10/2046 0.06%
HARTFORD FINL SVCS GRP 06.6250 03/30/2040 0.06%
HERMES INTERNATIONAL 0.06%
HITACHI LTD 0.06%
HOYA CORP 0.06%
HUNTSMAN CORP 0.06%
IAC FINANCECO P/P 144A CV 00.8750 10/01/2022 0.06%
IMPERIAL BRANDS PLC 0.06%
INSULET CORP P/P 144A CV 01.3750 11/15/2024 0.06%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.06%
KONINKLIJKE AHOLD DELHAIZE N 0.06%
L OREAL 0.06%
LEGAL & GENERAL GROUP PLC 0.06%
MACQUARIE GROUP LTD 0.06%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.06%
MSBAM 2013-C13 XA IO 01.0042 11/15/2046 0.06%
OKTA INC CV 00.2500 02/15/2023 0.06%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.06%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.06%
PEUGEOT SA 0.06%
PINNACLE WEST CAPITAL 0.06%
PLURALSIGHT P/P 144A CV 00.3750 03/01/2024 0.06%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.06%
RINGCENTRAL CV 00.0000 03/15/2023 0.06%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.06%
STACR 2014-DN4 M3 07.0355 10/25/2024 0.06%
STACR 2018-DNA1 M2 04.2855 07/25/2030 0.06%
SUMITOMO MITSUI FINANCIAL GR 0.06%
TESLA INC CV 01.2500 03/01/2021 0.06%
TRIPADVISOR INC 0.06%
TWITTER INC CV 01.0000 09/15/2021 0.06%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.06%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.06%
VOLVO AB-B SHS 0.06%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.06%
WELLS FARGO & COMPANY 07.5000 CV PFD 0.06%
WFRBS 2014-C19 AS 04.2710 03/15/2047 0.06%
WFRBS 2014-C25 XA IO 00.8861 11/15/2047 0.06%
WIX LTD P/P 144A 00.0000 07/01/2023 0.06%
ZOETIS INC 03.9000 08/20/2028 0.06%
AIR LEASE CORP 04.6250 10/01/2028 0.05%
AIR TRANSPORT CV 01.1250 10/15/2024 0.05%
ALTERYX INC P/P 144A CV 00.5000 06/01/2023 0.05%
AMADEUS IT GROUP SA 0.05%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.05%
ANGLO AMER PLC 0.05%
ARMT 2005-9 5A1 03.0255 11/25/2035 0.05%
ASTELLAS PHARMA INC 0.05%
AVIVA PLC 0.05%
BANK OF AMERICA CORP 03.8240 01/20/2028 0.05%
BASF SE 0.05%
BMIR 2018-2A M1B P/P 144A 03.8355 08/25/2028 0.05%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.05%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.05%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.05%
CD 2016-CD2 XA IO 00.6791 11/10/2049 0.05%
CDW CORP/DE 0.05%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.05%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.05%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.05%
CHEGG INC P/P 144A CV 00.1250 03/15/2025 0.05%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.05%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 0.05%
CITIGROUP INC 03.8870 01/10/2028 0.05%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.05%
COCA-COLA EUROPEAN PARTNERS 0.05%
COMCAST CORP 06.5000 11/15/2035 0.05%
CONMED CORP P/P 144A CV 02.6250 02/01/2024 0.05%
COUPA SOFTW P/P 144A CV 00.3750 01/15/2023 0.05%
CVS HEALTH CORP 02.8750 06/01/2026 0.05%
CVS HEALTH CORP 04.7800 03/25/2038 0.05%
CWL 2004-5 2A 02.9855 10/25/2034 0.05%
DBJPM 2016-C3 XA IO 01.4970 09/10/2049 0.05%
DOVER CORP 0.05%
EQUINOR ASA 0.05%
EQUINOR ASA USD 05.1000 08/17/2040 0.05%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.05%
EURONET WORLD P/P 144A CV 00.7500 03/15/2049 0.05%
EVERGY INC 0.05%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 0.05%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.05%
FNMA FN30 AS8056 03.0000 10/01/2046 0.05%
FNMA FN30 MA2863 03.0000 01/01/2047 0.05%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.05%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.05%
GSMS 2013-GC10 XA IO 01.5164 02/10/2046 0.05%
GSMS 2014-GC18 XA IO 01.0286 01/10/2047 0.05%
HD SUPPLY HOLDINGS INC 0.05%
HSBC HOLDINGS PLC USD 04.8750 01/14/2022 0.05%
HUBSPOT INC CV 00.2500 06/01/2022 0.05%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.05%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.05%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.05%
JUNIPER NETWORKS INC 0.05%
LEAR CORP 0.05%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.05%
LIBERTY MEDIA CV 01.0000 01/30/2023 0.05%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.05%
MIZUHO FINANCIAL GROUP INC 0.05%
MSBAM 2013-C7 XA IO 01.3532 02/15/2046 0.05%
NAVISTAR INTL TLB L+350 05.8900 11/06/2024 0.05%
NESTLE SA-REG 0.05%
NEW RESIDENTIAL INVESTMENT 0.05%
ORIX CORP 0.05%
OSHKOSH CORP 04.6000 05/15/2028 0.05%
PARTNERS GROUP HOLDING AG 0.05%
PERSIMMON PLC 0.05%
PROLOGIS INC 0.05%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.05%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.05%
REPUBLIC SERVICES INC 0.05%
SANDVIK AB 0.05%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.05%
SHIONOGI & CO LTD 0.05%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.05%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.05%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.05%
SONY CORP 0.05%
SPST 2018-8 A 03.1811 02/24/2020 0.05%
TAISEI CORP 0.05%
TARGA RESOURCES PART 05.0000 01/15/2028 0.05%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.05%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.05%
UGI CORP 0.05%
UNUM GROUP 0.05%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.05%
VICI PROPERTIES INC 0.05%
VISTRA ENERGY CORP 0.05%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.05%
WALT DISNEY COMPAN P/P 144A 04.7500 09/15/2044 0.05%
WELLS FARGO & CO 0.05%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.05%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.05%
WRIGHT MEDICA P/P 144A CV 01.6250 06/15/2023 0.05%
XEROX CORP 0.05%
ZEBRA TECHNOLOGIES CORP-CL A 0.05%
ZOETIS INC 0.05%
8X8 INC P/P 144A CV 00.5000 02/01/2024 0.04%
ABN AMRO GROUP NV-CVA 0.04%
ACS ACTIVIDADES 0.04%
AENA SME SA 0.04%
ALLISON TRANSMISSION HOLDING 0.04%
AMGEN INC 04.6630 06/15/2051 0.04%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.04%
ASHTEAD GROUP PLC 0.04%
ASPEN TECHNOLOGY INC 0.04%
ATHENE HOLDING LTD-CLASS A 0.04%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.04%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.04%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 0.04%
BMW US CAPITAL LLC P/P 144A 02.8000 04/11/2026 0.04%
BRIXMOR PROPERTY GROUP INC 0.04%
BT GROUP PLC 0.04%
CAESARS ENTERTAIN CORP CV 05.0000 10/01/2024 0.04%
CAS 2015-C02 1M2 06.4855 05/25/2025 0.04%
CAS 2018-C04 2M2 05.0355 12/25/2030 0.04%
CBS CORP 04.2000 06/01/2029 0.04%
CBS CORP 04.6000 01/15/2045 0.04%
CD 2016-CD1 XA IO 01.4221 08/10/2049 0.04%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.04%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.04%
CHENIERE ENERGY INC CV 04.2500 03/15/2045 0.04%
COMM 2010-C1 D P/P 144A 06.1277 07/10/2046 0.04%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.04%
COMM 2014-UBS4 XA IO 01.1717 08/10/2047 0.04%
CVS HEALTH CORP 05.0500 03/25/2048 0.04%
DEUTSCHE TELEKOM AG-REG 0.04%
DEVON ENERGY CORP 0.04%
DUKE REALTY CORP 0.04%
ENDESA S.A. 0.04%
ENEL SPA 0.04%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.04%
EQT CORP 03.9000 10/01/2027 0.04%
EXACT SCIENCES CORP CV 00.3750 03/15/2027 0.04%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.04%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.04%
FOX CORP P/P 144A 04.0300 01/25/2024 0.04%
FRONTIER COMM 11.0000 09/15/2025 0.04%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.04%
GNMA 10000 BC8223 03.5000 11/20/2047 0.04%
GNMA 10000 BE3158 03.5000 11/20/2047 0.04%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.04%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.04%
GSMS 2013-GC10 AS 03.2790 02/10/2046 0.04%
GSMS 2013-GC13 AS P/P 144A 04.0828 07/10/2046 0.04%
HANG SENG BANK LTD 0.04%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.04%
HOLOGIC INC 0.04%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.04%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.04%
INTL CONSOLIDATED AIRLINE-DI 0.04%
IQIYI INC P/P 144A 02.0000 04/01/2025 0.04%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.04%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.04%
JPMBB 2013-C14 AS 04.4093 08/15/2046 0.04%
KAR AUCTION SERVICES INC 0.04%
L3 TECHNOLOGIES INC 04.4000 06/15/2028 0.04%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.04%
LLOYDS BANKING GROUP PLC 0.04%
MARUBENI CORP 0.04%
MASIMO CORP 0.04%
MEDICAL PROPERTIES TRUST INC 0.04%
MITSUI AND CO LTD 0.04%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.04%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.04%
NEW RELIC INC P/P 144A CV 00.5000 05/01/2023 0.04%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.04%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.04%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.04%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.04%
ORACLE CORPORATION 02.2500 10/08/2019 0.04%
OSHKOSH CORP 05.3750 03/01/2025 0.04%
PATRICK INDS CV 01.0000 02/01/2023 0.04%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.04%
PENTAIR PLC 0.04%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.04%
QTS REALTY TRUST INC 06.5000 CUM CV PFD 0.04%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.04%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.04%
RESONA HOLDINGS INC 0.04%
ROYAL DUTCH SHELL PLC-B SHS 0.04%
SANOFI 0.04%
SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 0.04%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.04%
SL GREEN REALTY CORP 0.04%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.04%
STACR 2016-DNA1 M3 08.0399 07/25/2028 0.04%
STACR 2016-HQA2 M3 07.6355 11/25/2028 0.04%
STACR 2016-HQA3 M3 06.3355 03/25/2029 0.04%
STANLEY BLACK & DECKER INC 0.04%
STEEL DYNAMICS INC 0.04%
STORE CAPITAL CORP 0.04%
SUPERNUS PH P/P 144A CV 00.6250 04/01/2023 0.04%
TELENOR ASA 0.04%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.04%
TOYOTA MOTOR CORP 0.04%
TRANSDIGM INC 06.5000 07/15/2024 0.04%
TREASURY BILL 0.04%
TREASURY BILL 0.04%
TWILIO INC P/P 144A CV 00.2500 06/01/2023 0.04%
UBSBB 2012-C2 XA IO P/P 144A 01.3229 05/10/2063 0.04%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.04%
UPM-KYMMENE OYJ 0.04%
US BANCORP 02.6250 01/24/2022 0.04%
VERIZON COMM 04.3290 09/21/2028 0.04%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.04%
WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 0.04%
WAMU 2004-AR13 A2B 03.3655 11/25/2034 0.04%
WAMU 2005-AR8 2AC2 03.4055 07/25/2045 0.04%
WAYFAIR INC CV 00.3750 09/01/2022 0.04%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.04%
WESTROCK MWV LLC 08.2000 01/15/2030 0.04%
WFCM 2013-LC12 AS 04.2867 07/15/2046 0.04%
WFCM 2014-LC16 XA IO 01.3202 08/15/2050 0.04%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.04%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.04%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.04%
WOLTERS KLUWER 0.04%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.04%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.03%
2.80 R ISWP FWD US0003M P 06/19/2049 0.03%
3I GROUP PLC 0.03%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.03%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.03%
AMAZON.COM INC 04.0500 08/22/2047 0.03%
AMG CAPITAL TRUST II 05.1500 CV PFD 0.03%
AMGEN INC 02.6000 08/19/2026 0.03%
AMSI 2004-R1 A1B 03.2855 02/25/2034 0.03%
APERGY CORP 06.3750 05/01/2026 0.03%
APPLE INC 02.1000 05/06/2019 0.03%
APPLE INC 02.8500 05/06/2021 0.03%
ARGENTINE REPUBLIC USD 06.8750 01/26/2027 0.03%
ARRIS INTERNATIONAL PLC 0.03%
ARRW 2019-1 A3 01.3040 01/25/2049 0.03%
ASSOCIATED BRITISH FOODS PLC 0.03%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.03%
BANK 2017-BNK9 XA IO 00.8183 11/15/2054 0.03%
BANK OF AMERICA CORP 0.03%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.03%
BANK OF AMERICA CORP 03.4990 05/17/2022 0.03%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.03%
BLACK KNIGHT INC 0.03%
BLUESCOPE STEEL LTD 0.03%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.03%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.03%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.03%
BP PLC 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%
CAMDEN PROPERTY TRUST 0.03%
CAPGEMINI SE 0.03%
CARBONITE INC CV 02.5000 04/01/2022 0.03%
CARLSBERG AS-B 0.03%
CAS 2016-C01 1M2 09.2355 08/25/2028 0.03%
CBRE SERVICES INC 04.8750 03/01/2026 0.03%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.03%
CENTENE CORP 06.1250 02/15/2024 0.03%
CGCMT 2014-GC21 X IO 01.2135 05/10/2047 0.03%
CGCMT 2014-GC23 IO 00.9837 07/10/2047 0.03%
CHARLES RIVER LABORATORIES 0.03%
CHEMED CORP 0.03%
CIENA CORP 0.03%
CINCINNATI BELL INC 06.7500 CUM CV PFD 0.03%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.03%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.03%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.03%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.03%
COMM 2013-CR11 XA IO 00.9530 08/10/2050 0.03%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.03%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.03%
COMSTOCK RESOURCES P/P 144A 09.7500 08/15/2026 0.03%
COVESTRO AG 0.03%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.03%
CSMC 2016-NXSR C 04.3615 12/15/2049 0.03%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.03%
DTE ENERGY CO 06.5000 CV PFD 0.03%
DYCOM IND INC CV 00.7500 09/15/2021 0.03%
EBAY INC 0.03%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.03%
EPR PROPERTIES 05.7500 CUM CV PFD 0.03%
EQUINIX INC 0.03%
EQUITY LIFESTYLE PROPERTIES 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%
ETSY INC CV 00.0000 03/01/2023 0.03%
EXACT SCIENCES CORP CV 01.0000 01/15/2025 0.03%
FAURECIA 0.03%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 0.03%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.03%
FIRSTENERGY CORP 03.9000 07/15/2027 0.03%
FNMA FN30 AS8074 03.0000 10/01/2046 0.03%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.03%
GAMING AND LEISURE PROPERTIE 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%
GREAT LAKES D&D 08.0000 05/15/2022 0.03%
HCA INC 05.0000 03/15/2024 0.03%
HCA INC 05.5000 06/15/2047 0.03%
HEALTHCARE TRUST OF AME-CL A 0.03%
HESS CORP 0.03%
HIGHWOODS PROPERTIES INC 0.03%
HILL-ROM HOLDINGS INC 0.03%
HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 0.03%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.03%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.03%
HUMANA INC 0.03%
II-VI INC CV 00.2500 09/01/2022 0.03%
ILLUMINA INC 0.03%
IMM 2004-7 1A1 03.2255 11/25/2034 0.03%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.03%
INPHI CORP CV 00.7500 09/01/2021 0.03%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.03%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.03%
IVORY COAST REGS 06.1250 06/15/2033 0.03%
JAPAN AIRLINES CO LTD 0.03%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.03%
JONES LANG LASALLE INC 0.03%
JPMBB 2014-C22 C 04.5605 09/15/2047 0.03%
JPMBB 2014-C24 XA IO 00.9660 11/15/2047 0.03%
JPMBB 2014-C25 XA IO 00.9362 11/15/2047 0.03%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.03%
KAMAN CORP CV 03.2500 05/01/2024 0.03%
KDDI CORP 0.03%
LIBERTY PROPERTY TRUST 0.03%
LIGAND PHARMA P/P 144A CV 00.7500 05/15/2023 0.03%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.03%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.03%
MEREDITH CORP 06.8750 02/01/2026 0.03%
MGM RESORTS INTL 06.6250 12/15/2021 0.03%
MITSUBISHI CORP 0.03%
MONGODB INC P/P 144A CV 00.7500 06/15/2024 0.03%
MORGAN STANLEY 03.6250 01/20/2027 0.03%
MSBAM 2015-C25 XA IO 01.1143 10/15/2048 0.03%
MSC 2016-UB12 XA IO 00.7975 12/15/2049 0.03%
NABORS INDUSTRIES INC. 05.7500 02/01/2025 0.03%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.03%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.03%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.03%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.03%
NICE SYS INC CV 01.2500 01/15/2024 0.03%
NINTENDO CO LTD 0.03%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.03%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.03%
NOVO NORDISK A/S-B 0.03%
NRZT 2018-4A A1M 03.3855 01/25/2048 0.03%
NTT DATA CORP 0.03%
NUANCE COMM CV 01.2500 04/01/2025 0.03%
NUTANIX INC CV 00.0000 01/15/2023 0.03%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.03%
OSI SYS INC CV 01.2500 09/01/2022 0.03%
PBF ENERGY INC-CLASS A 0.03%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.03%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.03%
PQ CORP P/P 144A 05.7500 12/15/2025 0.03%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.03%
PROOFPOINT INC 0.03%
RAYTHEON COMPANY 0.03%
RAYTHEON COMPANY 02.5000 12/15/2022 0.03%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.03%
RECKITT BENCKISER GROUP PLC 0.03%
REINSURANCE GROUP OF AMERICA 0.03%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.03%
REXNORD CORP 05.7500 CUM CV PFD 0.03%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.03%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 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%
SOFTBANK GROUP CORP 0.03%
SPIRIT REALTY CAPITAL INC 0.03%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.03%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.03%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.03%
SWEDBANK AB - A SHARES 0.03%
T-MOBILE USA INC 04.5000 02/01/2026 0.03%
T-MOBILE USA INC 05.3750 04/15/2027 0.03%
TAYLOR WIMPEY PLC 0.03%
TENET HEALTHCARE 06.0000 10/01/2020 0.03%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.03%
TOLEDO EDISON COMPANY 06.1500 05/15/2037 0.03%
TRANSDIGM INC 06.3750 06/15/2026 0.03%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.03%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.03%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.03%
UBSBB 2013-C6 XA IO P/P 144A 01.1281 04/10/2046 0.03%
UBSCM 2017-C7 XA IO 01.0678 12/15/2050 0.03%
UCB SA 0.03%
USG CORP P/P 144A 04.8750 06/01/2027 0.03%
VERTEX PHARMACEUTICALS INC 0.03%
VOCERA COMM P/P 144A CV 01.5000 05/15/2023 0.03%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.03%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.03%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.03%
WFCM 2015-C27 XA IO 00.9020 02/15/2048 0.03%
WFRBS 2012-C10 XA IO P/P 144A 01.5622 12/15/2045 0.03%
WFRBS 2012-C9 AS 03.3880 11/15/2045 0.03%
WRKCO INC P/P 144A 03.3750 09/15/2027 0.03%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.02%
ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 0.02%
ALEXANDRIA REAL ESTATE E 07.0000 CUM CV PFD 0.02%
ALFRESA HOLDINGS CORP 0.02%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.02%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.02%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.02%
AMC ENT HOLDIN 05.8750 11/15/2026 0.02%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.02%
AMERICAN FINANCIAL GROUP INC 0.02%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.02%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.02%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.02%
ANALOG DEVICES INC 02.8500 03/12/2020 0.02%
ANHEUSER-BUSCH CO/IN P/P 144A 03.6500 02/01/2026 0.02%
ANNALY CAPITAL MANAGEMENT IN 0.02%
ANTERO RESOURCES 05.3750 11/01/2021 0.02%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.02%
APPLE HOSPITALITY REIT INC 0.02%
APPLE INC 04.2500 02/09/2047 0.02%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.02%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 0.02%
ARCELORMITTAL 0.02%
ARCELORMITTAL USD 07.0000 10/15/2039 0.02%
ARKEMA 0.02%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.02%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.02%
AT&T INC 0.02%
AUTONATION INC. 05.5000 02/01/2020 0.02%
AVAYA TLB L+425 06.7775 12/15/2024 0.02%
BANK OF AMERICA CORP 03.0040 12/20/2023 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 AMERICAS P/P 144A 09.2500 04/01/2026 0.02%
BAXTER INTERNATIONAL INC 0.02%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.02%
BEMIS COMPANY 0.02%
BERRY GLOBAL INC 05.1250 07/15/2023 0.02%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.02%
BLACKROCK TCP CAP CORP CV 05.2500 12/15/2019 0.02%
BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 0.02%
BOMBARDIER INC P/P 144A 07.8750 04/15/2027 0.02%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.02%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.02%
BRAND ENERGY TL L+425 06.9566 06/21/2024 0.02%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.02%
BROOKFIELD PROPERTY REIT I-A 0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.02%
CALIFORNIA RESOURC TL L+475 07.0365 12/31/2022 0.02%
CAPRI HOLDINGS LTD 0.02%
CAS 2016-C01 2M2 09.4355 08/25/2028 0.02%
CAS 2019-R01 2M2 04.9355 07/25/2031 0.02%
CELANESE CORP 0.02%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.02%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.02%
CEMEX P/P 144A 05.7000 01/11/2025 0.02%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.02%
CF INDUSTRIES INC 04.9500 06/01/2043 0.02%
CGCMT 2012-GC8 XA IO P/P 144A 01.7886 09/10/2045 0.02%
CHEMOURS CO 06.6250 05/15/2023 0.02%
CIT GROUP INC 05.0000 08/01/2023 0.02%
CITIGROUP INC 02.6500 10/26/2020 0.02%
CITIGROUP INC 04.7500 05/18/2046 0.02%
CK HUTCHISON HOLDINGS LTD 0.02%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.02%
CLP HOLDINGS LTD 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.02%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.02%
COMM 2012-CR3 D P/P 144A 04.7530 10/15/2045 0.02%
COMM 2012-LC4 AM 04.0630 12/10/2044 0.02%
COMM 2013-LC13 XA IO 01.1613 08/10/2046 0.02%
COMM 2014-CR14 XA IO 00.6235 02/10/2047 0.02%
COMM 2015-CR23 XA IO 00.9498 05/10/2048 0.02%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.02%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.02%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.02%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.02%
COOPERATIEVE RABOBANK UA USD 03.7500 07/21/2026 0.02%
COSTAR GROUP INC 0.02%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 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%
CROWN CASTLE INTL CORP 04.7500 05/15/2047 0.02%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.02%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.02%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.02%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.02%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.02%
DOUGLAS EMMETT INC 0.02%
EAST WEST BANCORP INC 0.02%
EMLT 2004-1 M2 03.9105 01/25/2034 0.02%
ENBRIDGE INC USD 04.2500 12/01/2026 0.02%
ENCOMPASS HEALTH CORP 0.02%
ENERGY TRANSFER OPERATNG 06.2500 04/15/2049 0.02%
EOG RESOURCES INC 02.6250 03/15/2023 0.02%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.02%
EXTENDED STAY AMERICA INC 0.02%
FIAT CHRYSLER AUTOMOBILES NV 0.02%
FNMA FN30 AS7003 03.0000 04/01/2046 0.02%
FNMA FN30 BC2733 03.0000 05/01/2046 0.02%
FNMA FN40 BF0171 04.0000 01/01/2057 0.02%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.02%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.02%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.02%
GATES GLOBAL TLB L+275 05.2724 03/31/2024 0.02%
GENTING SINGAPORE LTD 0.02%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.02%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.02%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.02%
GNMA GII30 OBD1715 03.5000 11/20/2047 0.02%
GNMA GII30 OBD1716 03.5000 11/20/2047 0.02%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.02%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.02%
GREIF INC P/P 144A 06.5000 03/01/2027 0.02%
GSMS 2011-GC5 C P/P 144A 05.3913 08/10/2044 0.02%
GSMS 2011-GC5 XA IO P/P 144A 01.3365 08/10/2044 0.02%
GSMS 2014-GC22 C 04.6895 06/10/2047 0.02%
GSMS 2014-GC22 XA IO 00.9894 06/10/2047 0.02%
HCA INC. 07.5000 02/15/2022 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.02%
HENDERSON LAND DEVELOPMENT 0.02%
HOCHTIEF AG 0.02%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.02%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.02%
HUDSON PACIFIC PROPERTIES IN 0.02%
HUSKY TLB L+300 05.4930 03/28/2025 0.02%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.02%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.02%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.02%
INFOR US INC 06.5000 05/15/2022 0.02%
ITRON INC P/P 144A 05.0000 01/15/2026 0.02%
JAZZ PHARMACEUTICALS PLC 0.02%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.02%
JO-ANN STORES 2NDL L+925 11.7272 05/21/2024 0.02%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.02%
JPMCC 2013-C10 XA IO 01.0000 12/15/2047 0.02%
JPMCC 2013-LC11 X IO 01.2692 04/15/2046 0.02%
KEURIG DR PEPPER INC P/P 144A 04.4170 05/25/2025 0.02%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.02%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.02%
KINDER MORGAN INC 03.1500 01/15/2023 0.02%
LAM RESEARCH CORP 0.02%
LIBERTY EXPEDIA HOLD INC 144A 0.02%
LIBERTY MEDIA COR-SIRIUSXM A 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%
MANDATORY EXCH TRUST P/P 144A 05.7500 CV PFD 0.02%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.02%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.02%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.02%
MICROSOFT CORP 01.5500 08/08/2021 0.02%
MICROSOFT CORP 02.4000 02/06/2022 0.02%
MICROSOFT CORP 03.7000 08/08/2046 0.02%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.02%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.02%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.02%
MORGAN STANLEY 04.3750 01/22/2047 0.02%
MSBAM 2014-C17 C 04.4570 08/15/2047 0.02%
MSC 2012-C4 XA IO P/P 144A 02.0826 03/15/2045 0.02%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.02%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.02%
NCHET 2004-2 A4 03.5855 08/25/2034 0.02%
NETFLIX INC 04.8750 04/15/2028 0.02%
NEUROCRINE CV 02.2500 05/15/2024 0.02%
NEXT PLC 0.02%
NIELSEN HOLDINGS PLC 0.02%
NIPPON TELEGRAPH & TELEPHONE 0.02%
NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 0.02%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.02%
NRG ENERGY INC 05.7500 01/15/2028 0.02%
NTT DOCOMO INC 0.02%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.02%
OMV AG 0.02%
OUTFRONT MEDIA INC 0.02%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 0.02%
PAR PHARMA INC P/P 144A 07.5000 04/01/2027 0.02%
PEARSON PLC 0.02%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.02%
POPULAR INC 0.02%
PULTEGROUP INC 0.02%
PULTEGROUP INC. 07.8750 06/15/2032 0.02%
RED HAT INC CV 00.2500 10/01/2019 0.02%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.02%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.02%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.02%
RLJ LODGING TRUST 01.9500 CUM CV PFD 0.02%
ROBERTSHAW US HOLDING L+350 06.0000 02/28/2025 0.02%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.02%
S&P MID 400 EMINI JUN19 FAM9 0.02%
SAREPTA THERA P/P CV 01.5000 11/15/2024 0.02%
SCENTRE GROUP 0.02%
SEACOR HLDGS CV 03.0000 11/15/2028 0.02%
SERVICEMASTER GLOBAL HOLDING 0.02%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.02%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.02%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.02%
SKANDINAVISKA ENSKILDA USD 02.6250 03/15/2021 0.02%
SM ENERGY CO 06.1250 11/15/2022 0.02%
SOUTH32 LTD 0.02%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.02%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.02%
STACR 2017-DNA1 M2 05.7355 07/25/2029 0.02%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 0.02%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.02%
STOCKLAND 0.02%
STRAUMANN HOLDING AG-REG 0.02%
SUMITOMO CHEMICAL CO LTD 0.02%
SUN HUNG KAI PROPERTIES 0.02%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.02%
SWEDISH MATCH AB 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%
T-MOBILE US INC 0.02%
TABULA RASA H P/P 144A CV 01.7500 02/15/2026 0.02%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.02%
TELEDYNE TECHNOLOGIES INC 0.02%
TELEPHONE AND DATA SYSTEMS 0.02%
TELSTRA CORP LTD 0.02%
TENNANT CO 05.6250 05/01/2025 0.02%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.02%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.02%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.02%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.02%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.02%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.02%
TTM TECHNOLOGIES INC CV 01.7500 12/15/2020 0.02%
TUI AG-DI 0.02%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.02%
UNITEDHEALTH GROUP INC 03.1500 06/15/2021 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%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.02%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.02%
VMWARE INC 03.9000 08/21/2027 0.02%
WARNER MEDIA LLC 03.8000 02/15/2027 0.02%
WATERS CORP 0.02%
WEINGARTEN REALTY INVESTORS 0.02%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.02%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.02%
WESCO INTERNATIONAL INC 0.02%
WESTERN DI P/P 144A CV 01.5000 02/01/2024 0.02%
WFCM 2016-LC25 XA IO 01.0120 12/15/2059 0.02%
WFRBS 2011-C3 D P/P 144A 05.6839 03/15/2044 0.02%
WFRBS 2012-C10 D P/P 144A 04.4419 12/15/2045 0.02%
WFRBS 2014-C24 XA IO 00.8696 11/15/2047 0.02%
WINTRUST FINANCIAL CORP 0.02%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.02%
YANGZIJIANG SHIPBUILDING 0.02%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.02%
2.55 R ISWP FWD US0003M P 06/19/2021 0.01%
ABBVIE INC 03.6000 05/14/2025 0.01%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
ABC-MART INC 0.01%
AES CORP/THE 04.5000 03/15/2023 0.01%
AES CORP/THE 05.5000 04/15/2025 0.01%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.01%
AIR LEASE CORP 02.5000 03/01/2021 0.01%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.01%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.01%
ALPHA 2 BV P/P 144A 08.7500 06/01/2023 0.01%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.01%
AMERICAN ELECTRIC POWER 0.01%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.01%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
APPLE INC 02.0000 05/06/2020 0.01%
ARC PROP OPER PART L 04.6000 02/06/2024 0.01%
ARCELORMITTAL USD 06.1250 06/01/2025 0.01%
ARD FINANCE SA USD 07.1250 09/15/2023 0.01%
ARGENTINE REPUBLIC USD 04.6250 01/11/2023 0.01%
ARISTOCRAT LEISURE LTD 0.01%
ARRW 2018-1 A3 04.1570 04/25/2048 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.01%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.01%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.01%
AT&T INC 03.4000 05/15/2025 0.01%
AT&T INC 04.7500 05/15/2046 0.01%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.01%
AUTOZONE INC 0.01%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.01%
BANDAI NAMCO HOLDINGS INC 0.01%
BANK LEUMI LE-ISRAEL 0.01%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.01%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.01%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.01%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 0.01%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.01%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.01%
BAUSCH HLTH COS INC P/P 144A 05.7500 08/15/2027 0.01%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.01%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BERKELEY GROUP HOLDINGS/THE 0.01%
BERKSHIRE HATHAWAY E 03.8000 07/15/2048 0.01%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.01%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 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%
BOLIDEN AB 0.01%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.01%
BP CAP MARKETS AMERICA 03.1190 05/04/2026 0.01%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.01%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.01%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.01%
BROTHER INDUSTRIES LTD 0.01%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.01%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.01%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.01%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.01%
CALPINE CORPORATION 05.7500 01/15/2025 0.01%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.01%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.01%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2014-C02 2M2 05.0855 05/25/2024 0.01%
CAS 2015-C02 2M2 06.4855 05/25/2025 0.01%
CAS 2016-C02 1M2 08.4855 09/25/2028 0.01%
CAS 2016-C04 1M2 06.7355 01/25/2029 0.01%
CAS 2018-C06 2M2 04.5855 03/25/2031 0.01%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.01%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.01%
CFCRE 2011-C1 D P/P 144A 06.0705 04/15/2044 0.01%
CHEMOURS CO 05.3750 05/15/2027 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHEVRON CORP 01.5610 05/16/2019 0.01%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.01%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.01%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 0.01%
CIMIC GROUP LTD 0.01%
CINEMARK USA INC 04.8750 06/01/2023 0.01%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.01%
CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 0.01%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 0.01%
CLOVIS ONCOLOGY INC CV 01.2500 05/01/2025 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.01%
COCA-COLA AMATIL LTD 0.01%
COGNIZANT TECH SOLUTIONS-A 0.01%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.01%
COLRUYT SA 0.01%
COMCAST CORP 02.3500 01/15/2027 0.01%
COMCAST CORP 03.3750 02/15/2025 0.01%
COMCAST CORP 03.9690 11/01/2047 0.01%
COMM 2012-LC4 C 05.5393 12/10/2044 0.01%
COMM 2014-CR17 XA IO 01.0502 05/10/2047 0.01%
COMM 2014-CR18 XA IO 01.1446 07/15/2047 0.01%
COMM 2014-CR20 XA IO 01.1151 11/10/2047 0.01%
COMM 2014-LC17 XA IO 00.8933 10/10/2047 0.01%
COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 0.01%
COMMSCOPE FIN LLC P/P 144A 05.5000 03/01/2024 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.01%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.01%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 0.01%
CROWN CASTLE INTL CORP 03.1500 07/15/2023 0.01%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.01%
CROWN RESORTS LTD 0.01%
CURTISS-WRIGHT CORP 0.01%
CVS HEALTH CORP 04.7500 12/01/2022 0.01%
DCP MIDSTREAM OPERATING 05.3750 07/15/2025 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DENBURY RESOURCES P/P 144A 07.5000 02/15/2024 0.01%
DEUTSCHE BOERSE AG 0.01%
DEUTSCHE POST AG-REG 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.01%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.01%
DIGITAL DELTA HLDG 03.4000 10/01/2020 0.01%
DNB NOR ASA 0.01%
DOLBY LABORATORIES INC-CL A 0.01%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.01%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.01%
DUKE ENERGY CORP 03.1500 08/15/2027 0.01%
EAGLECLAW MID TL L+425 06.8789 06/30/2024 0.01%
ECOLAB INC 02.7000 11/01/2026 0.01%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.01%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.01%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 0.01%
ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 0.01%
ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 0.01%
ENSCO PLC USD 07.7500 02/01/2026 0.01%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.01%
EQUINIX INC 05.8750 01/15/2026 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%
EVONIK INDUSTRIES AG 0.01%
FAST RETAILING CO LTD 0.01%
FIDELITY NATIONAL INFO SERV 0.01%
FIDELITY NATIONAL INFORM 03.0000 08/15/2026 0.01%
FIRSTENERGY CORP 04.8500 07/15/2047 0.01%
FNMA FN30 AS7154 03.0000 05/01/2046 0.01%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
FUJITSU LTD 0.01%
GALAXY ENT GRP L 0.01%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 0.01%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.01%
GLENCORE PLC 0.01%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.01%
GNMA GII30 OBD1714 03.5000 11/20/2047 0.01%
GNR 2011-135 DI IO 05.0000 04/16/2040 0.01%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.01%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.01%
GNR 2016-135 PI IO 04.0000 05/20/2046 0.01%
GNR 2017-123 JI IO 04.0000 08/20/2046 0.01%
GNR 2017-139 NI IO 04.5000 09/20/2047 0.01%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.01%
GOOGLE INC 03.3750 02/25/2024 0.01%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.01%
GSMS 2010-C1 D P/P 144A 06.0520 08/10/2043 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2024 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.01%
HIKARI TSUSHIN INC 0.01%
HKT TRUST AND HKT LTD-SS 0.01%
HOLOGIC INC P/P 144A 04.3750 10/15/2025 0.01%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.01%
HSBC HOLDINGS PLC 0.01%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.01%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.01%
INDUSTRIA DE DISENO TEXTIL 0.01%
INTERCONTINENTAL EXCHANGE IN 0.01%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
ISTAR INC 06.0000 04/01/2022 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%
JAGGED PEAK ENERGY 05.8750 05/01/2026 0.01%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.01%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.01%
JO-ANN STORES TL L+500 07.7610 10/16/2023 0.01%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.01%
JPMBB 2013-C14 C 04.5639 08/15/2046 0.01%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.01%
JPMBB 2013-C17 AS 04.4584 01/15/2047 0.01%
JPMBB 2013-C17 XA IO 00.7722 01/15/2047 0.01%
JPMBB 2014-C19 XA IO 01.0573 04/15/2047 0.01%
JPMBB 2015-C33 XA IO 00.9914 12/15/2048 0.01%
JPMCC 2012-LC9 XA IO 01.5189 12/15/2047 0.01%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.01%
JPMCC 2013-LC11 C 03.9582 04/15/2046 0.01%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.01%
KAJIMA CORP 0.01%
KBC GROUP NV 0.01%
KERING 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.01%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.01%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.01%
KONINKLIJKE PHILIPS NV 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.01%
LENNAR CORP 05.8750 11/15/2024 0.01%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.01%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.01%
LONDON STOCK EXCHANGE GROUP 0.01%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.01%
MASTEC INC 04.8750 03/15/2023 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MEDIPAL HOLDINGS CORP 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCER INTL INC USD 05.5000 01/15/2026 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 01.8500 02/10/2020 0.01%
MERCK & CO INC 02.9000 03/07/2024 0.01%
MERCK & CO INC 03.7000 02/10/2045 0.01%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.01%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.01%
MIRVAC GROUP 0.01%
MITSUBISHI CHEMICAL HOLDINGS 0.01%
MITSUBISHI GAS CHEMICAL CO 0.01%
MITSUBISHI UFJ LEASE & FINAN 0.01%
MLMI 2005-A10 A 02.6955 02/25/2036 0.01%
MONCLER SPA 0.01%
MORGAN STANLEY 02.6500 01/27/2020 0.01%
MOWI ASA 0.01%
MSBAM 2013-C7 XB IO P/P 144A 00.3315 02/15/2046 0.01%
MSBAM 2014-C17 XA IO 01.1892 08/15/2047 0.01%
MSC 2011-C3 D P/P 144A 05.1547 07/15/2049 0.01%
MSC 2012-C4 C P/P 144A 05.4207 03/15/2045 0.01%
MSC 2012-C4 D P/P 144A 05.4207 03/15/2045 0.01%
NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.01%
NCHET 2003-4 M1 03.6105 10/25/2033 0.01%
NCI BUILDING SYS INC P/P 144A 08.0000 04/15/2026 0.01%
NETFLIX INC P/P 144A 06.3750 05/15/2029 0.01%
NETFLIX INC. P/P 144A 05.8750 11/15/2028 0.01%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.01%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.01%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.01%
NORTHROP GRUMMAN CORP 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NRG ENERGY INC 07.2500 05/15/2026 0.01%
NRG ENERGY INC. 06.2500 05/01/2024 0.01%
NUTRIEN LTD USD 04.1250 03/15/2035 0.01%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.01%
OCCIDENTAL PETROLEUM CORP 0.01%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.01%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.01%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.01%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.01%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.01%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.01%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.01%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.01%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.01%
PFIZER INC 01.7000 12/15/2019 0.01%
PFIZER INC 03.0000 12/15/2026 0.01%
POLA ORBIS HOLDINGS INC 0.01%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.01%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.01%
PROSIEBENSAT.1 MEDIA SE 0.01%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.01%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.01%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.01%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 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%
PULTEGROUP INC 05.5000 03/01/2026 0.01%
QORVO INC P/P 144A 05.5000 07/15/2026 0.01%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.01%
RANDSTAD NV 0.01%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.01%
REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 0.01%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.01%
REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 0.01%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.01%
REVLON CONS TLB L+350 06.1275 09/07/2023 0.01%
ROBERTSHAW TL 2L L+800 10.5000 02/28/2026 0.01%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.01%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.01%
RTL GROUP 0.01%
RWE AG 0.01%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.01%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SAINSBURY (J) PLC 0.01%
SARTORIUS STEDIM BIOTECH 0.01%
SCHRODERS PLC 0.01%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.01%
SESI LLC 07.1250 12/15/2021 0.01%
SESI LLC 07.7500 09/15/2024 0.01%
SG HOLDINGS CO LTD 0.01%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.01%
SHIMIZU CORP 0.01%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.01%
SIEMENS HEALTH 0.01%
SM ENERGY CO 06.6250 01/15/2027 0.01%
SM ENERGY CO 06.7500 09/15/2026 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.01%
SPRINT CORP 07.1250 06/15/2024 0.01%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.01%
SS&C TECH INC P/P 144A 05.5000 09/30/2027 0.01%
STACR 2013-DN2 M2 06.7355 11/25/2023 0.01%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.01%
STAR MERGER SUB INC P/P 144A 06.8750 08/15/2026 0.01%
STARWOOD PROP TR 04.7500 03/15/2025 0.01%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.01%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.01%
SUMITOMO MITSUI TRUST HOLDIN 0.01%
SUZUKI MOTOR CORP 0.01%
SWISSCOM AG-REG 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
T-MOBILE USA INC 06.3750 03/01/2025 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TAPESTRY INC 0.01%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 0.01%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 0.01%
TENET HEALTHCARE 04.6250 07/15/2024 0.01%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.01%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 0.01%
TEXAS INSTRUMENTS INC 0.01%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.01%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.01%
THERMO FISHER SCIENTIFIC INC 0.01%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.01%
TJX COMPANIES INC 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TRANSOCEAN INC 07.5000 04/15/2031 0.01%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 0.01%
TREASURY BILL 0.01%
TREASURY BILL 0.01%
TREASURY BILL 0.01%
TREASURY BILL 0.01%
TREASURY BILL 0.01%
TREASURY BILL 0.01%
UNILEVER PLC 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%
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%
UNIVISION TLC5 L+275 05.2430 03/15/2024 0.01%
US BANCORP 0.01%
USA COM PART/USA COM P/P 144A 06.8750 09/01/2027 0.01%
USA COMPRESSION PART 06.8750 04/01/2026 0.01%
USG CORP P/P 144A 05.5000 03/01/2025 0.01%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.01%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.01%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.01%
VERTIV TLB L+400 06.6289 11/15/2023 0.01%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.01%
VOLKSWAGEN AG PFD 0.01%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.01%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.01%
WALT DISNEY CO/THE 0.01%
WAMU 2004-AR13 A1A 03.2055 11/25/2034 0.01%
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CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 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.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 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 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
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CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
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CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
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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%
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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%
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CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
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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%
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CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
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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%
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CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
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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%
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CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
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CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
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CPG INTL TL L+375 06.6330 05/05/2024 0.00%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.00%
CROWN CASTLE INTL CORP 04.4500 02/15/2026 0.00%
CSX CORP 04.1000 03/15/2044 0.00%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
D.R. HORTON INC 05.7500 08/15/2023 0.00%
DAIWA SECURITIES GROUP INC 0.00%
DEERE & COMPANY 02.6000 06/08/2022 0.00%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.00%
DEUTSCHE LUFTHANSA-REG 0.00%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.00%
DIAGEO INVESTMENT CORP 08.0000 09/15/2022 0.00%
DIGICEL LTD P/P 144A 06.7500 03/01/2023 0.00%
DKK/USD 06/19/2019 CITI 0.00%
DNB BANK ASA P/P 144A 02.1250 10/02/2020 0.00%
DOLLAR TREE INC 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%
ECOLAB INC 0.00%
ELDORADO RESORTS INC 06.0000 09/15/2026 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
EMPIRE STATE REALTY TRUST-A 0.00%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 0.00%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 0.00%
ENRGY TRANS PT/REG FIN 05.8750 03/01/2022 0.00%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.00%
EQUITY COMMONWEALTH 0.00%
EQUITY RESIDENTIAL TR REIT 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 06/19/2019 BANKAM 0.00%
EUR/USD 06/19/2019 BCAP-FX 0.00%
EUR/USD 06/19/2019 CITI 0.00%
EUR/USD 06/19/2019 CSI-FX 0.00%
EUR/USD 06/19/2019 GSFX 0.00%
EUR/USD 06/19/2019 HSBCB 0.00%
EUR/USD 06/19/2019 JPMCB 0.00%
EUR/USD 06/19/2019 RBSF 0.00%
EUR/USD 06/19/2019 SSBT 0.00%
EUR/USD 06/19/2019 UBS 0.00%
EUR/USD 06/19/2019 WPAC 0.00%
EUTELSAT COMMUNICATIONS 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 3829 AS IO 04.4663 03/15/2041 0.00%
FHR 4096 MI IO 04.0000 01/15/2042 0.00%
FHR 4134 PI IO 03.0000 11/15/2042 0.00%
FHR 4193 PI IO 04.0000 03/15/2043 0.00%
FHR 4546 PI IO 04.0000 12/15/2045 0.00%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.00%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.00%
FISERV INC 0.00%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.00%
FNMA FN30 935089 05.0000 03/01/2039 0.00%
FNMA FN30 BC1155 03.0000 06/01/2046 0.00%
FNMA FN30 BM1172 03.0000 03/01/2047 0.00%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.00%
FRAC TECH INTL TLB L+475 07.2430 04/16/2021 0.00%
GARMIN LTD 0.00%
GBP/USD 06/19/2019 BANKAM 0.00%
GBP/USD 06/19/2019 BCAP-FX 0.00%
GBP/USD 06/19/2019 CITI 0.00%
GBP/USD 06/19/2019 GSFX 0.00%
GBP/USD 06/19/2019 HSBCB 0.00%
GBP/USD 06/19/2019 JPMCB 0.00%
GBP/USD 06/19/2019 SSBT 0.00%
GBP/USD CALL 1.37 20190726 BANKAM 0.00%
GBP/USD CALL 1.47 20190726 BANKAM 0.00%
GENERAL DYNAMICS CORP 0.00%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.00%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.00%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.00%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.00%
GENON 939CER907 0.00%
GENON ENERGY/NRG AMER 09.3923 12/01/2023 0.00%
GENPACT LTD 0.00%
GENTEX CORP 0.00%
GFL ENVIRONMENTAL TLB L+300 05.4930 05/31/2025 0.00%
GMAC CAPITAL TRUST I PCT 08.4687 0.00%
GNMA GII30 AW8447 04.3220 05/20/2067 0.00%
GNMA GII30 AY4779 04.5080 03/20/2067 0.00%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.00%
GNR 2013-99 AS IO 03.5623 06/20/2043 0.00%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.00%
GNR 2015-H25 BI IO 01.8864 10/20/2065 0.00%
GNR 2016-H16 EI IO 02.2094 06/20/2066 0.00%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.00%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.00%
GSMS 2011-GC3 C P/P 144A 05.6380 03/10/2044 0.00%
GSMS 2013-GC12 XA IO 01.4290 06/10/2046 0.00%
GSMS 2014-GC18 C 04.9960 01/10/2047 0.00%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.00%
HCA INC 06.5000 02/15/2020 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2038 0.00%
HESS CORP 07.3000 08/15/2031 0.00%
HKD/USD 05/15/2019 BCAP-FX 0.00%
HMBT 2004-2 A1 03.2255 12/25/2034 0.00%
HOME DEPOT INC 02.6250 06/01/2022 0.00%
HONEYWELL INTL 03.8120 11/21/2047 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
HYATT HOTELS CORP 04.8500 03/15/2026 0.00%
IBERDROLA INTL BV USD 06.7500 07/15/2036 0.00%
IBM CORP 01.8750 08/01/2022 0.00%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.00%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.00%
ILS/USD 04/17/2019 SSBT 0.00%
IMM 2004-6 1A2 03.2655 10/25/2034 0.00%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 0.00%
INTERNATIONAL PAPER CO 08.7000 06/15/2038 0.00%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.10 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.FN30.400.13 R USL1M P 01/12/44 JP 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%
IPSEN 0.00%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.00%
IRON MOUNTAIN US HLD P/P 144A 05.3750 06/01/2026 0.00%
ISTAR INC. 05.2500 09/15/2022 0.00%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.00%
JPMCC 2012-C6 D 05.1568 05/15/2045 0.00%
JPMCC 2012-C6 E P/P 144A 05.1568 05/15/2045 0.00%
JPMCC 2013-C16 XA IO 00.9448 12/15/2046 0.00%
JPMORGAN CHASE & CO 03.7970 07/23/2024 0.00%
JPY/USD 05/15/2019 BANKAM 0.00%
JPY/USD 05/15/2019 BCAP-FX 0.00%
JPY/USD 05/15/2019 CITI 0.00%
JPY/USD 05/15/2019 CSI-FX 0.00%
JPY/USD 05/15/2019 GSFX 0.00%
JPY/USD 05/15/2019 HSBCB 0.00%
JPY/USD 05/15/2019 JPMCB 0.00%
JPY/USD 05/15/2019 RBSF 0.00%
JPY/USD 05/15/2019 SSBT 0.00%
JPY/USD 05/15/2019 UBS 0.00%
JXTG HOLDINGS INC 0.00%
KANSAI ELECTRIC POWER CO INC 0.00%
KCA DEUTAG US FIN LLC L+675 09.5530 03/21/2023 0.00%
KEANE GROUP TLB L+375 06.3125 05/25/2025 0.00%
KERRY PROPERTIES LTD 0.00%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.00%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.00%
KINDER MORGAN INC 0.00%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.00%
LABORATORY CRP OF AMER HLDGS 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LBMLT 2004-5 A5 03.0455 09/25/2034 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.6862 09/15/2039 0.00%
LBUBS 2008-C1 AM 06.3193 04/15/2041 0.00%
LENNAR CORPORATION 04.7500 04/01/2021 0.00%
LIBERTY MEDIA COR-SIRIUSXM C 0.00%
LNSTR 2015-3 B P/P 144A 03.1280 04/20/2048 0.00%
LOEWS CORP 0.00%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.00%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.00%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.00%
MAXIM INTEGRATED PRODUCTS 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 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%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.00%
MCDONALD'S CORP 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MERCER INTL INC P/P 144A 07.3750 01/15/2025 0.00%
MET LIFE GLOB FUND P/P 144A 01.5500 09/13/2019 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
METLIFE INC 06.4000 12/15/2036 0.00%
METLIFE INC. 04.7500 02/08/2021 0.00%
MFA FINANCIAL INC 0.00%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.00%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.00%
MHL 2005-1 1M1 03.2055 02/25/2035 0.00%
MICROSOFT CORP 04.2000 06/01/2019 0.00%
MICROSOFT CORP 05.3000 02/08/2041 0.00%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.00%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.00%
MITSUBISHI MOTORS CORP 0.00%
MLMI 2005-A2 A2 04.4466 02/25/2035 0.00%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.00%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.00%
MSAC 2004-HE6 M1 03.3105 08/25/2034 0.00%
MSBAM 2012-C6 D P/P 144A 04.6111 11/15/2045 0.00%
MSBAM 2013-C8 B 03.5621 12/15/2048 0.00%
MSC 2012-C4 AS 03.7730 03/15/2045 0.00%
MWO HOLDINGS LLC 0.00%
N TX HWY-TXB-B 06.7180 01/01/2049 0.00%
NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.00%
NATIONAL AUSTRALIA B P/P 144A 03.2906 12/09/2019 0.00%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.00%
NEIMAN MARCUS TL L+325 05.7631 10/25/2020 0.00%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 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%
NEWS CORP - CLASS A 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 06/19/2019 BCAP-FX 0.00%
NOK/USD 06/19/2019 GSFX 0.00%
NOK/USD 06/19/2019 HSBCB 0.00%
NOK/USD 06/19/2019 JPMCB 0.00%
NOK/USD 06/19/2019 RBSF 0.00%
NOK/USD 06/19/2019 SSBT 0.00%
NOK/USD 06/19/2019 UBS 0.00%
NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 0.00%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.00%
NUTRIEN LTD USD 05.2500 01/15/2045 0.00%
NVR INC 03.9500 09/15/2022 0.00%
NZD/USD 04/17/2019 GSFX 0.00%
NZD/USD 04/17/2019 JPMCB 0.00%
NZD/USD 04/17/2019 SSBT 0.00%
NZD/USD 04/17/2019 WPAC 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
OH UNIV-TXB-C-BABS 04.9100 06/01/2040 0.00%
OMNICARE INC 04.7500 12/01/2022 0.00%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.00%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.00%
ORACLE CORP 02.5000 05/15/2022 0.00%
ORACLE CORP 02.5000 10/15/2022 0.00%
ORTHO-CLINICAL TLB L+325 05.7520 06/01/2025 0.00%
ORYX TLB L+325 05.7430 02/28/2025 0.00%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.00%
PACKAGING CORP OF AMERICA 03.9000 06/15/2022 0.00%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 0.00%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 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%
PFIZER INC 01.9500 06/03/2021 0.00%
PIGEON CORP 0.00%
PNC BANK NA 02.0000 05/19/2020 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 05.6250 06/15/2043 0.00%
PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 0.00%
PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 0.00%
QIAGEN N.V. 0.00%
QUALCOMM INC 0.00%
QUEST DIAGNOSTICS INC 0.00%
QVC INC 04.8500 04/01/2024 0.00%
RACKSPACE HOSTING INC L+300 05.7375 11/03/2023 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REGENERON PHARMACEUTICALS 0.00%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 0.00%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.00%
ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
ROYAL BK SCOTLND GRP PLC USD 04.8000 04/05/2026 0.00%
S&P GLOBAL INC 04.4000 02/15/2026 0.00%
SAFRAN SA 0.00%
SEK/USD 06/19/2019 BCAP-FX 0.00%
SEK/USD 06/19/2019 JPMCB 0.00%
SEK/USD 06/19/2019 SSBT 0.00%
SERVICE CORP INTL 05.3750 01/15/2022 0.00%
SERVICE CORP INTL 05.3750 05/15/2024 0.00%
SGD/USD 05/15/2019 JPMCB 0.00%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.00%
SHERWIN-WILLIAMS CO/THE 0.00%
SIKA AG-REG 0.00%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.00%
SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 0.00%
SM ENERGY CO 05.0000 01/15/2024 0.00%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.00%
SPRINGLEAF FINANCE CORP 06.1250 05/15/2022 0.00%
SPRINT CORP 07.2500 09/15/2021 0.00%
STACR 2016-DNA3 M3 07.4855 12/25/2028 0.00%
STACR 2019-DNA1 M2 05.1355 01/25/2049 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STARWOOD PROPERTY TRUST INC 0.00%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.00%
SWIRE PROPERTIES LTD 0.00%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.00%
SYNOPSYS INC 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TAKEDA PHARMACEUTIC-SP ADR 0.00%
TALOS PRODUCTION LLC P/P 11.0000 04/03/2022 0.00%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.00%
TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TERADATA CORP 0.00%
TERVITA CORP 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THE AES CORPORATION 04.8750 05/15/2023 0.00%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.00%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 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 0.00%
TREASURY BILL 0.00%
TREASURY BILL 0.00%
TREASURY BILL 0.00%
TREASURY BILL 0.00%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 0.00%
TWO HARBORS INVESTMENT CORP 0.00%
TXU TCEH RIGHTS 0.00%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.00%
UBS GROUP FUNDIN P/P 144A 04.2530 03/23/2028 0.00%
UBSBB 2012-C2 D P/P 144A 04.8925 05/10/2063 0.00%
UBSBB 2012-C3 C P/P 144A 05.0317 08/10/2049 0.00%
UBSBB 2012-C4 XA IO P/P 144A 01.6374 12/10/2045 0.00%
UDR INC 0.00%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.00%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.00%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.00%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.00%
US FOODS HOLDING CORP 0.00%
USD/CNH CALL 7.00 20190404 GSFX 0.00%
USD/CNH CALL 7.20 20190404 GSFX 0.00%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.00%
VIACOM INC 04.5000 03/01/2021 0.00%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.00%
WALT DISNEY COMPANY P/P 144A 03.0000 09/15/2022 0.00%
WALT DISNEY COMPANY P/P 144A 04.7500 11/15/2046 0.00%
WAMU 2004-AR13 A1B2 03.4655 11/25/2034 0.00%
WAMU 2005-AR1 A2A3 03.2855 01/25/2045 0.00%
WAMU 2005-AR19 A1A2 02.7755 12/25/2045 0.00%
WAMU 2005-AR2 1A1A 02.8155 01/25/2045 0.00%
WAMU 2005-AR2 2A1B 02.8555 01/25/2045 0.00%
WAMU 2005-AR2 2A2B 02.8655 01/25/2045 0.00%
WAMU 2005-AR6 2AB2 03.2255 04/25/2045 0.00%
WAMU 2005-AR8 2A1A 03.0655 07/25/2045 0.00%
WAMU 2005-AR8 2AB3 03.2055 07/25/2045 0.00%
WAMU 2006-AR4 1A1A 03.2717 05/25/2046 0.00%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.00%
WBCMT 2005-C21 D 05.2380 10/15/2044 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.00%
WFCM 2013-LC12 C 04.2867 07/15/2046 0.00%
WFMBS 2005-AR10 1A2 04.7256 06/25/2035 0.00%
WFMBS 2005-AR10 2A16 04.7959 06/25/2035 0.00%
WFMBS 2005-AR12 2A7 04.8810 06/25/2035 0.00%
WFMBS 2005-AR8 1A2 04.5732 06/25/2035 0.00%
WFRBS 2011-C4 D P/P 144A 05.2316 06/15/2044 0.00%
WFRBS 2011-C4 E P/P 144A 05.2316 06/15/2044 0.00%
WFRBS 2012-C6 AS 03.8350 04/15/2045 0.00%
WFRBS 2012-C9 XA IO P/P 144A 01.8819 11/15/2045 0.00%
WFRBS 2013-C15 D P/P 144A 04.4721 08/15/2046 0.00%
WFRBS 2013-C16 AS 04.6680 09/15/2046 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG -0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS -0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS -0.01%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS -0.01%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG -0.01%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP -0.01%
FNMA FN30 TBA 03.0000 04/01/2049 -0.01%
2.65 R ISWP FWD US0003M P 06/19/2029 -0.02%
2.50 R ISWP FWD US0003M P 06/19/2024 -0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP -0.04%
MSCI EAFE JUN19 MFSM9 -0.54%
US 10YR NOTE (CBT)JUN19 TYM9 -0.78%
RU10INTR P US0003M R 11/26/19 CI -1.18%
S&P500 EMINI FUT JUN19 ESM9 -2.41%

Prior top holdings

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 Retirement Advantage GAA Money Market Trust 1.86%
Top holdings as of 03/31/19
Putnam Retirement Advantage GAA Income Strategies Trust 67.95%
Putnam Retirement Advantage GAA Conservative Trust 23.64%
Putnam Retirement Advantage GAA Balanced Trust 6.74%
Putnam Retirement Advantage GAA Money Market Trust 1.71%
Top holdings as of 02/28/19
Putnam Retirement Advantage GAA Income Strategies Trust 67.94%
Putnam Retirement Advantage GAA Conservative Trust 23.59%
Putnam Retirement Advantage GAA Balanced Trust 6.74%
Putnam Retirement Advantage GAA Money Market Trust 1.76%
Top holdings as of 01/31/19
Putnam Retirement Advantage GAA Income Strategies Trust 67.86%
Putnam Retirement Advantage GAA Conservative Trust 23.66%
Putnam Retirement Advantage GAA Balanced Trust 6.70%
Putnam Retirement Advantage GAA Money Market Trust 1.82%

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.