Retirement Advantage 2025 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 $15.83
-0.25% | $-0.04
$15.90
07/26/19
$13.84
12/24/18
Historical fund price

Fund facts as of 08/31/19

Total net assets
$879.30M
Turnover (fiscal year end)
73%
Dividend frequency
--
Number of holdings
4
Fiscal year-end
September
CUSIP / Fund code
746751452 / 2004
Inception date
01/03/08
Class I  
Category
Target Date
Open to new investors
Ticker
--

Management team

Chief Investment Officer, Global Asset Allocation
Co-Head of Global Asset Allocation
Co-Head of Global Asset Allocation
Portfolio Manager


Manager commentary | Q2 2019

Target-date glide path follows a long-term view

Jason Vaillancourt, Co-Head of Global Asset Allocation, explains how Putnam differentiates its target-date glide path.


Literature


Actively targeting inflation risk for retirement savers
We explain why a dynamic approach to hedging inflation risk in a target-date fund may be a better way to protect a retirement nest egg.
Market volatility returns to "old" normal
Our outlook for stock market volatility sees the levels reached in 2018 continuing, in part because these levels were close to the long-term norm.
Calibrate equity allocations with higher savings rates
Evidence of higher savings rates by plan participants make it reasonable to consider lower equity allocations across the glide path of target-date funds.

Performance

  • Total return (%) as of 06/30/19

  • Annual performance as of 06/30/19

Annualized Total return (%) as of 06/30/19

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
At net asset value 4.94% 7.48% 5.49% 9.72%
Custom Retirement Advantage 2025 Index 7.00%7.87%5.79%9.53%

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 -0.13%
YTD as of 09/13/19 11.17%

Risk-adjusted performance as of 07/31/19

Sharpe ratio (3 yrs.) 0.86

Volatility as of 07/31/19

Standard deviation (3 yrs.) 6.10%

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 Balanced Trust 44.07%
Putnam Retirement Advantage GAA Conservative Trust 37.50%
Putnam Retirement Advantage GAA Income Strategies Trust 13.86%
Putnam Money Market Portfolio 4.61%

Full portfolio holdings as of 06/30/19

US 2YR NOTE (CBT) SEP19 TUU9 6.19%
US 5YR NOTE (CBT) SEP19 FVU9 5.76%
CGPUTQL2 R US0003M P 11/26/19 CI 3.62%
E-MINI RUSS 2000 SEP19 RTYU9 2.79%
US ULTRA BOND CBT SEP19 WNU9 2.41%
FNMA FN30 TBA UMBS 04.0000 08/01/2049 2.13%
FNMA FN30 TBA UMBS 03.0000 08/01/2049 1.42%
FNMA FN30 TBA UMBS 04.0000 07/01/2049 1.32%
FNMA FN15 TBA UMBS 03.0000 07/01/2034 1.27%
GNMA GII30 MA4837 03.5000 11/20/2047 1.26%
ALPHABET INC-CL A 1.19%
US LONG BOND(CBT) SEP19 USU9 0.98%
JPMORGAN CHASE & CO 0.94%
AMAZON.COM INC 0.94%
GNMA GII30 TBA 03.5000 07/01/2049 0.88%
GNMA GII30 MA4652 03.5000 08/20/2047 0.85%
CISCO SYSTEMS INC 0.78%
CHEVRON CORP 0.78%
FHLMC FH30G G08795 03.0000 01/01/2048 0.77%
MICROSOFT CORP 0.74%
APPLE INC 0.72%
VERIZON COMMUNICATIONS INC 0.72%
BOEING CO/THE 0.68%
CITIGROUP INC 0.67%
ORACLE CORP 0.67%
STARBUCKS CORP 0.64%
INTL BUSINESS MACHINES CORP 0.61%
ADOBE INC 0.57%
COCA-COLA CO/THE 0.56%
FNMA FN30 TBA UMBS 06.0000 08/01/2049 0.47%
COMCAST CORP-CLASS A 0.46%
JOHNSON & JOHNSON 0.46%
MEDTRONIC PLC 0.44%
ABBOTT LABORATORIES 0.43%
SPDR S&P 500 ETF TRUST 0.41%
MERCK & CO. INC. 0.41%
TREASURY BILL 00.0000 08/01/2019 0.41%
US TREASURY N/B 02.7500 08/15/2042 0.41%
FNMA FN30 TBA UMBS 03.5000 08/01/2049 0.41%
FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 0.40%
PEPSICO INC 0.40%
HONEYWELL INTERNATIONAL INC 0.38%
AMGEN INC 0.38%
FNMA FN15 AL9468 UMBS 03.0000 12/01/2031 0.37%
LOCKHEED MARTIN CORP 0.36%
INTUIT INC 0.36%
CONOCOPHILLIPS 0.35%
NXP SEMICONDUCTORS NV 0.33%
HOME DEPOT INC 0.33%
AUTOMATIC DATA PROCESSING 0.32%
MONDELEZ INTERNATIONAL INC-A 0.31%
METLIFE INC 0.30%
FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 0.30%
FNMA FN30 BC9003 UMBS 03.0000 11/01/2046 0.30%
XILINX INC 0.30%
WALMART INC 0.29%
DELTA AIR LINES INC 0.26%
PROCTER & GAMBLE CO/THE 0.25%
US TREASURY N/B 02.7500 02/15/2024 0.25%
EBAY INC 0.25%
GNMA GII30 MA4586 03.5000 07/20/2047 0.25%
MORGAN STANLEY 0.24%
VERIZON COMM 04.3290 09/21/2028 0.24%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.24%
EXELON CORP 0.24%
VALERO ENERGY CORP 0.22%
SYSCO CORP 0.22%
BOOKING HOLDINGS INC 0.22%
WASTE MANAGEMENT INC 0.21%
LOWES COMPANIES INC 0.21%
PHILLIPS 66 0.21%
LYONDELLBASELL INDU-CL A 0.21%
PFIZER INC 0.21%
NIKE INC -CL B 0.21%
CUMMINS INC 0.21%
DANAHER CORP 0.21%
INGERSOLL-RAND PLC 0.20%
BEST BUY CO INC 0.20%
NORFOLK SOUTHERN CORP 0.20%
PAYPAL HOLDINGS INC 0.19%
FHLMC FH30G G08747 03.0000 02/01/2047 0.19%
BIOGEN INC 0.19%
PRUDENTIAL FINANCIAL INC 0.19%
ABBVIE INC 0.18%
BROADCOM INC 0.18%
ROCHE HOLDING AG-GENUSSCHEIN 0.18%
CROWN CASTLE INTL CORP 0.18%
OMNICOM GROUP 0.18%
CAPITAL ONE FINANCIAL CORP 0.18%
GNMA GII30 MA3736 03.5000 06/20/2046 0.18%
MCKESSON CORP 0.17%
CDX CDX.NA.IG.32 100.0 06/20/2024 0.17%
HILTON WORLDWIDE HOLDINGS IN 0.16%
SYNCHRONY FINANCIAL 0.16%
AGILENT TECHNOLOGIES INC 0.16%
FORTINET INC 0.16%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.16%
PUBLIC SERVICE ENTERPRISE GP 0.16%
AT&T INC 03.8000 02/15/2027 0.15%
AMERIPRISE FINANCIAL INC 0.15%
ELI LILLY & CO 0.15%
HERSHEY CO/THE 0.15%
TOTAL SA 0.15%
CITIZENS FINANCIAL GROUP 0.14%
AFLAC INC 0.14%
GILEAD SCIENCES INC 0.14%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.14%
SPST 2018-5 A 03.1296 09/24/2019 0.14%
DISCOVER FINANCIAL SERVICES 0.14%
DARDEN RESTAURANTS INC 0.14%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.14%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.14%
CADENCE DESIGN SYS INC 0.14%
CITIGROUP INC 03.6680 07/24/2028 0.13%
ALLERGAN PLC 0.13%
ZEBRA TECHNOLOGIES CORP-CL A 0.13%
ALLIANZ SE-REG 0.13%
GOLDMAN SACHS GROUP INC 0.13%
NOVO NORDISK A/S-B 0.13%
EMERSON ELECTRIC CO 0.12%
E*TRADE FINANCIAL CORPORATION 0.12%
COMERICA INC 0.12%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.12%
ZIMMER BIOMET HOLDINGS INC 0.12%
NESTLE SA-REG 0.12%
CAS 2016-C02 1M2 08.4044 09/25/2028 0.12%
HARTFORD FINANCIAL SVCS GRP 0.12%
ALLSTATE CORP 0.12%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.11%
UNILEVER PLC 0.11%
RIO TINTO PLC 0.11%
ROCKWELL AUTOMATION INC 0.11%
ELANCO ANIMAL HEALTH 04.9000 08/28/2028 0.11%
ENEL SPA 0.11%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.11%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.11%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.11%
CF INDUSTRIES HOLDINGS INC 0.11%
F5 NETWORKS INC 0.11%
FNMA FN30 TBA UMBS 04.5000 07/01/2049 0.11%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.11%
CENTERPOINT ENERGY INC 0.11%
CARDINAL HEALTH INC 0.11%
SPST 2018-8 A 03.1296 02/24/2020 0.11%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.10%
US TREASURY N/B 01.8750 11/30/2021 0.10%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.10%
ANNALY CAPITAL MANAGEMENT IN 0.10%
FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 0.10%
US TREASURY N/B 02.1250 12/31/2022 0.10%
GLAXOSMITHKLINE PLC 0.10%
NOVARTIS AG-REG 0.10%
LINCOLN NATIONAL CORP 0.10%
US TREASURY N/B 01.6250 02/15/2026 0.10%
AT&T INC 04.1000 02/15/2028 0.10%
SUMITOMO MITSUI FINANCIAL GR 0.10%
US TREASURY N/B 03.0000 02/15/2047 0.10%
VISTRA ENERGY CORP 0.10%
CVS HEALTH CORP 04.7800 03/25/2038 0.10%
HITACHI LTD 0.10%
KEYSIGHT TECHNOLOGIES IN 0.10%
SPST 2018-3 A 03.1296 07/24/2019 0.10%
STACR 2016-DNA2 M3 07.0544 10/25/2028 0.10%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 0.10%
SHIN-ETSU CHEMICAL CO LTD 0.10%
CIT GROUP INC. 05.2500 03/07/2025 0.10%
KERING 0.10%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 0.10%
SPST 2019-3 A 03.1296 06/24/2020 0.10%
FISERV INC 04.2000 10/01/2028 0.09%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.09%
TREASURY BILL 00.0000 08/08/2019 0.09%
US BANCORP 02.6250 01/24/2022 0.09%
DISCOVERY INC - A 0.09%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.09%
KLA-TENCOR CORP 0.09%
HOYA CORP 0.09%
AGNC INVESTMENT CORP 0.09%
BANCO BILBAO VIZCAYA ARGENTA 0.09%
AES CORP 0.09%
APPLE INC 02.8500 05/11/2024 0.09%
SANDVIK AB 0.09%
SERVICENOW INC 0.09%
CIGNA CORP P/P 144A 03.7500 07/15/2023 0.09%
L OREAL 0.09%
MOLSON COORS BREWING CO -B 0.09%
AVALONBAY COMMUNITIES INC 0.09%
TREASURY BILL 00.0000 07/11/2019 0.09%
AMETEK INC 0.09%
ASHTEAD GROUP PLC 0.09%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.09%
DEUTSCHE TELEKOM AG-REG 0.08%
PARTNERS GROUP HOLDING AG 0.08%
TELSTRA CORP LTD 0.08%
UNILEVER NV-CVA 0.08%
CDX CDX.NA.HY.32 500.0 06/20/2024 0.08%
DBUBS 2011-LC3A D P/P 144A 05.5115 08/10/2044 0.08%
DELL TECHNOLOGIES -C 0.08%
ENI SPA 0.08%
KEURIG DR PEPPER INC 04.5970 05/25/2028 0.08%
LAS VEGAS SANDS CORP 0.08%
NRG ENERGY INC 0.08%
CK ASSET HOLDINGS LTD 0.08%
KONINKLIJKE AHOLD DELHAIZE N 0.08%
MACQUARIE GROUP LTD 0.08%
SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 0.08%
SONY CORP 0.08%
TESCO PLC 0.08%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.08%
AVIVA PLC 0.08%
ORACLE CORPORATION 02.2500 10/08/2019 0.08%
PACKAGING CORP OF AMERICA 0.08%
COVESTRO AG 0.08%
FEDERATIVE REP OF BRAZIL USD 06.0000 04/07/2026 0.08%
ITOCHU CORP 0.08%
PEUGEOT SA 0.08%
LEGAL & GENERAL GROUP PLC 0.08%
PINNACLE WEST CAPITAL 0.08%
WOLTERS KLUWER 0.08%
CDW CORP/DE 0.08%
CENTRAL JAPAN RAILWAY CO 0.08%
COCA-COLA EUROPEAN PARTNERS 0.08%
HERMES INTERNATIONAL 0.08%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.08%
VICI PROPERTIES INC 0.08%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.08%
BERRY GLOBAL GROUP INC 0.08%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.08%
MORGAN STANLEY 03.6250 01/20/2027 0.08%
THERMO FISHER SCIENTIFIC INC 0.08%
XEROX CORP 0.08%
CAS 2015-C04 2M2 07.9544 04/25/2028 0.07%
CBRE GROUP INC - A 0.07%
E.ON SE 0.07%
EVERGY INC 0.07%
REPUBLIC SERVICES INC 0.07%
ANGLO AMER PLC 0.07%
DOVER CORP 0.07%
SALESFORCE.COM INC 03.7000 04/11/2028 0.07%
ASTELLAS PHARMA INC 0.07%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.07%
BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 0.07%
ORIX CORP 0.07%
STACR 2018-HQA1 M2 04.7044 09/25/2030 0.07%
WALGREENS BOOTS ALLIANCE INC 0.07%
AENA SME SA 0.07%
CAS 2016-C01 1M2 09.1544 08/25/2028 0.07%
BRISTOL-MYERS SQUIBB CO 0.07%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.07%
FNMA FN30 MA2863 UMBS 03.0000 01/01/2047 0.07%
JAPAN AIRLINES CO LTD 0.07%
LEAR CORP 0.07%
MICROSOFT CORP 02.4000 08/08/2026 0.07%
ROYAL DUTCH SHELL PLC-B SHS 0.07%
SHIONOGI & CO LTD 0.07%
ZOETIS INC 0.07%
CITIGROUP INC 04.4500 09/29/2027 0.07%
FAURECIA 0.07%
FIDELITY NATL INFO SERV 03.7500 05/21/2029 0.07%
JUNIPER NETWORKS INC 0.07%
EQUINOR ASA 0.07%
EXXON MOBIL CORP 0.07%
HANG SENG BANK LTD 0.07%
MWST 2018-W1 A 03.2544 11/25/2051 0.07%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.07%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.07%
TRIPADVISOR INC 0.07%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.07%
HUNTSMAN CORP 0.07%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.07%
LLOYDS BANKING GROUP PLC 0.07%
ASPEN TECHNOLOGY INC 0.06%
CBS CORP 04.2000 06/01/2029 0.06%
DUKE ENERGY OHIO INC 03.6500 02/01/2029 0.06%
WELLS FARGO & CO 0.06%
WH GROUP LTD 0.06%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.06%
CAS 2016-C03 2M2 08.3044 10/25/2028 0.06%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.06%
ENDESA S.A. 0.06%
HD SUPPLY HOLDINGS INC 0.06%
MWST 2019-1 A 03.2044 06/25/2052 0.06%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029 0.06%
WFHET 2004-2 M1 03.3044 10/25/2034 0.06%
CAS 2015-C04 1M2 08.1044 04/25/2028 0.06%
FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 0.06%
GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 0.06%
PERSIMMON PLC 0.06%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.06%
CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 0.06%
GSMS 2014-GC22 C 04.8475 06/10/2047 0.06%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.06%
US TREASURY N/B 02.3750 08/15/2024 0.06%
ATHENE HOLDING LTD-CLASS A 0.06%
CSAIL 2015-C1 C 04.4364 04/15/2050 0.06%
FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 0.06%
IMPERIAL BRANDS PLC 0.06%
MASIMO CORP 0.06%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.06%
STEEL DYNAMICS INC 0.06%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.06%
ABN AMRO BANK NV-CVA 0.06%
ACS ACTIVIDADES 0.06%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.06%
MARATHON PETROLEUM CORP 0.06%
NTT DATA CORP 0.06%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.06%
TREASURY BILL 00.0000 07/18/2019 0.06%
UNUM GROUP 0.06%
YANGZIJIANG SHIPBUILDING 0.06%
DUKE REALTY CORP 0.06%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.06%
HEIDELBERGCEMENT AG 0.06%
NEW RESIDENTIAL INVESTMENT 0.06%
AIR LEASE CORP 04.6250 10/01/2028 0.06%
AMAZON.COM INC 03.1500 08/22/2027 0.06%
CAS 2018-C05 1M2 04.7544 01/25/2031 0.06%
GNMA GII30 MA3802 03.0000 07/20/2046 0.06%
NINTENDO CO LTD 0.06%
PROLOGIS INC 0.06%
S&P MID 400 EMINI SEP19 FAU9 0.06%
US TREASURY N/B 01.6250 10/31/2023 0.06%
AXALTA COATING SYSTEMS LTD 0.06%
BALL CORP 0.06%
BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 0.06%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.06%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.06%
UNITED MEXICAN STATES USD 04.5000 04/22/2029 0.06%
BANK OF AMERICA CORP 03.4990 05/17/2022 0.06%
FUJIFILM HOLDINGS CORP 0.06%
BPCE SA P/P 144A 04.5000 03/15/2025 0.05%
ENERGY TRANSFER OPERA 05.8750 01/15/2024 0.05%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.05%
MICROCHIP TECH INC 04.3330 06/01/2023 0.05%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.05%
RAYTHEON COMPANY 02.5000 12/15/2022 0.05%
SPDR S&P MIDCAP 400 ETF TRST 0.05%
US FOODS HOLDING CORP 0.05%
US TREASURY N/B 04.5000 02/15/2036 0.05%
ALLISON TRANSMISSION HOLDING 0.05%
DEVON ENERGY CORP 0.05%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.05%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.05%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.05%
EQUINIX INC 05.3750 05/15/2027 0.05%
FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 0.05%
HOLOGIC INC 0.05%
INTERPUBLIC GROUP OF COS INC 0.05%
MICROSOFT CORP 03.7000 08/08/2046 0.05%
STACR 2015-DNA3 M2 05.2544 04/25/2028 0.05%
UPM-KYMMENE OYJ 0.05%
APPLE INC 02.8500 05/06/2021 0.05%
APPLE INC 04.2500 02/09/2047 0.05%
BLUESCOPE STEEL LTD 0.05%
BRIXMOR PROPERTY GROUP INC 0.05%
NIELSEN HOLDINGS PLC 0.05%
TPAT 2018-SL1 A P/P 144A 03.0044 01/25/2046 0.05%
BALOISE HOLDING AG - REG 0.05%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.05%
FAIR ISAAC CORP 0.05%
MEDICAL PROPERTIES TRUST INC 0.05%
STORE CAPITAL CORP 0.05%
THALES SA 0.05%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.05%
BANK LEUMI LE-ISRAEL 0.05%
BT GROUP PLC 0.05%
CAMDEN PROPERTY TRUST 0.05%
CARLSBERG AS-B 0.05%
FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 0.05%
GSMS 2011-GC3 D P/P 144A 05.8247 03/10/2044 0.05%
LEAR CORP 03.8000 09/15/2027 0.05%
3I GROUP PLC 0.05%
AVERY DENNISON CORP 0.05%
BRIDGESTONE CORP 0.05%
OBX 2018-EXP1 1A3 04.0000 04/25/2048 0.05%
ORACLE CORP 02.6500 07/15/2026 0.05%
FACEBOOK INC-CLASS A 0.05%
FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 0.05%
GARMIN LTD 0.05%
TOTAL SYSTEM SERVICES IN 04.0000 06/01/2023 0.05%
GAMING AND LEISURE PROPERTIE 0.05%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.05%
MORGAN STANLEY 04.3750 01/22/2047 0.05%
STACR 2016-HQA3 M3 06.2544 03/25/2029 0.05%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.05%
TAISEI CORP 0.05%
ASSOCIATED BRITISH FOODS PLC 0.04%
CAPGEMINI SE 0.04%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.04%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.04%
MITSUBISHI CORP 0.04%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.04%
SL GREEN REALTY CORP 0.04%
UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 0.04%
US TREASURY N/B 02.2500 11/15/2027 0.04%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.04%
BLACK KNIGHT INC 0.04%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.04%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.04%
SKANDINAVISKA ENSKILDA USD 02.6250 03/15/2021 0.04%
STACR 2014-DN4 M3 06.9544 10/25/2024 0.04%
CAS 2015-C03 2M2 07.4044 07/25/2025 0.04%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.04%
HILL-ROM HOLDINGS INC 0.04%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.04%
POST HOLDINGS INC 0.04%
BANK 2018-BN10 XA IO 00.8889 02/15/2061 0.04%
COMCAST CORP 03.1500 03/01/2026 0.04%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.04%
ECOLAB INC 03.2500 12/01/2027 0.04%
FORTESCUE METALS GROUP LTD 0.04%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.04%
REINSURANCE GROUP OF AMERICA 0.04%
WFRBS 2012-C10 AS 03.2410 12/15/2045 0.04%
ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 0.04%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.04%
CSAIL 2015-C1 AS 03.7910 04/15/2050 0.04%
GSMS 2011-GC5 C P/P 144A 05.5567 08/10/2044 0.04%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.04%
MICROSOFT CORP 01.5500 08/08/2021 0.04%
SOFTBANK GROUP CORP 0.04%
STACR 2016-HQA2 M3 07.5544 11/25/2028 0.04%
BANK OF AMERICA CORP 03.0040 12/20/2023 0.04%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.04%
BP PLC 0.04%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.04%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.04%
BANK OF AMERICA CORP 03.8240 01/20/2028 0.04%
CHEMED CORP 0.04%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.04%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.04%
ILLUMINA INC 0.04%
JONES LANG LASALLE INC 0.04%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.04%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.04%
STACR 2019-DNA2 M2 04.8544 03/25/2049 0.04%
UCB SA 0.04%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.04%
AMADEUS IT GROUP SA 0.04%
AT&T INC 04.3500 03/01/2029 0.04%
CAS 2016-C01 2M2 09.3544 08/25/2028 0.04%
CITIGROUP INC 04.7500 05/18/2046 0.04%
GENTING SINGAPORE LTD 0.04%
HEALTHCARE TRUST OF AME-CL A 0.04%
NTT DOCOMO INC 0.04%
SERVICE CORPORATION INTL 04.6250 12/15/2027 0.04%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.04%
TELEDYNE TECHNOLOGIES INC 0.04%
WASTE CONNECTIONS INC 03.5000 05/01/2029 0.04%
ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 0.04%
APPLE INC 04.3750 05/13/2045 0.04%
ARKEMA 0.04%
BP CAP MARKETS AMERICA 03.9370 09/21/2028 0.04%
CGCMT 2013-GC17 AS 04.5440 11/10/2046 0.04%
CITIGROUP INC 02.6500 10/26/2020 0.04%
EQUINIX INC 0.04%
FIAT CHRYSLER AUTOMOBILES NV 0.04%
ING GROEP NV-CVA 0.04%
LIBERTY PROPERTY TRUST 0.04%
MICROSOFT CORP 02.4000 02/06/2022 0.04%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.04%
NUTRIEN LTD. USD 04.2000 04/01/2029 0.04%
OMV AG 0.04%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.04%
WALT DISNEY CO/THE 0.04%
AMGEN INC 02.6000 08/19/2026 0.04%
ANALOG DEVICES INC 02.8500 03/12/2020 0.04%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.04%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.04%
KINDER MORGAN INC 04.3000 06/01/2025 0.04%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.04%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.04%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.04%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.04%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024 0.04%
ZOETIS INC 03.9000 08/20/2028 0.04%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.04%
ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 0.04%
CARNIVAL PLC 0.04%
CK HUTCHISON HOLDINGS LTD 0.04%
DEUTSCHE LUFTHANSA-REG 0.04%
ENCOMPASS HEALTH CORP 0.04%
GSMS 2010-C1 D P/P 144A 06.1971 08/10/2043 0.04%
KBC GROUP NV 0.04%
MSBAM 2014-C17 C 04.6549 08/15/2047 0.04%
OSHKOSH CORP 04.6000 05/15/2028 0.04%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.04%
SUN HUNG KAI PROPERTIES 0.04%
VERIZON COMM 04.6720 03/15/2055 0.04%
WALT DISNEY COMPAN P/P 144A 04.7500 09/15/2044 0.04%
AMERICAN FINANCIAL GROUP INC 0.03%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.03%
AT&T INC 0.03%
CELANESE CORP 0.03%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.03%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.03%
FISERV INC 03.5000 07/01/2029 0.03%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.03%
NIPPON TELEGRAPH & TELEPHONE 0.03%
NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 0.03%
PROOFPOINT INC 0.03%
SCENTRE GROUP 0.03%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.03%
TREASURY BILL 00.0000 07/16/2019 0.03%
UNITEDHEALTH GROUP INC 03.1500 06/15/2021 0.03%
WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 0.03%
AES CORP/THE 05.1250 09/01/2027 0.03%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.03%
CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 0.03%
CHARLES RIVER LABORATORIES 0.03%
COMM 2010-C1 D P/P 144A 06.2870 07/10/2046 0.03%
ENERGY TRANSFER OPERATNG 05.5000 06/01/2027 0.03%
GOOGLE INC 03.3750 02/25/2024 0.03%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.03%
VISTRA OPERATION P/P 144A 04.3000 07/15/2029 0.03%
ALPHABET INC 01.9980 08/15/2026 0.03%
AMGEN INC 04.6630 06/15/2051 0.03%
ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 0.03%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.03%
CFCRE 2011-C1 D P/P 144A 06.2719 04/15/2044 0.03%
CLP HOLDINGS LTD 0.03%
COSTAR GROUP INC 0.03%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.03%
GSMS 2013-GC16 D P/P 144A 05.4877 11/10/2046 0.03%
GSMS 2017-GS8 XA IO 01.1243 11/10/2050 0.03%
HENDERSON LAND DEVELOPMENT 0.03%
NRG P/P 144A 03.7500 06/15/2024 0.03%
SANTOS LTD 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.03%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.03%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.03%
COMM 2014-CR17 C 04.9513 05/10/2047 0.03%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.03%
ELECTRONIC ARTS INC 0.03%
EOG RESOURCES INC 02.6250 03/15/2023 0.03%
FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 0.03%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.03%
KINDER MORGAN INC 03.1500 01/15/2023 0.03%
OTSUKA CORP 0.03%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.03%
COMCAST CORP 02.3500 01/15/2027 0.03%
ECOLAB INC 02.7000 11/01/2026 0.03%
EXTENDED STAY AMERICA INC 0.03%
GNMA GII30 TBA 04.0000 07/01/2049 0.03%
HCA INC 04.1250 06/15/2029 0.03%
HEICO CORP 0.03%
KAJIMA CORP 0.03%
MARSH & MCLENNAN COS INC 04.3750 03/15/2029 0.03%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.03%
PFIZER INC 01.7000 12/15/2019 0.03%
POPULAR INC 0.03%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.03%
SUZUKEN CO LTD 0.03%
AIR LEASE CORP 03.6250 04/01/2027 0.03%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.03%
BAXTER INTERNATIONAL INC 0.03%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.03%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.03%
COMM 2015-LC21 XA IO 00.9118 07/10/2048 0.03%
DAIWA HOUSE INDUSTRY CO LTD 0.03%
DISH DBS CORP 05.8750 11/15/2024 0.03%
GENPACT LTD 0.03%
IMM 2004-7 1A1 03.1444 11/25/2034 0.03%
JPMORGAN CHASE & CO 03.7970 07/23/2024 0.03%
NUTRIEN LTD USD 04.1250 03/15/2035 0.03%
STACR 2017-DNA1 M2 05.6544 07/25/2029 0.03%
TELEPHONE AND DATA SYSTEMS 0.03%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.03%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.03%
WFRBS 2014-C23 XA IO 00.7398 10/15/2057 0.03%
COMM 2012-CR1 AM 03.9120 05/15/2045 0.03%
EOG RESOURCES INC 04.1500 01/15/2026 0.03%
EQT CORP 03.9000 10/01/2027 0.03%
HOCHTIEF AG 0.03%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.03%
JPMBB 2014-C22 C 04.7093 09/15/2047 0.03%
TARGA RESOURCES PART 05.0000 01/15/2028 0.03%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.03%
CGCMT 2014-GC19 AS 04.3450 03/10/2047 0.03%
DUKE ENERGY CORP 03.1500 08/15/2027 0.03%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.03%
NEWS CORP - CLASS A 0.03%
S&P GLOBAL INC 02.9500 01/22/2027 0.03%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.03%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.03%
CAS 2015-C01 1M2 06.7044 02/25/2025 0.03%
CAS 2017-C05 1M2 04.6044 01/25/2030 0.03%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.03%
FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 0.03%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.03%
L3 TECHNOLOGIES INC 04.4000 06/15/2028 0.03%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.03%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.03%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.03%
WINTRUST FINANCIAL CORP 0.03%
AT&T INC 04.7500 05/15/2046 0.02%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.02%
CAS 2018-C06 1M2 04.4044 03/25/2031 0.02%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.02%
COMCAST CORP 03.3750 02/15/2025 0.02%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.02%
ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 0.02%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.02%
FUKUOKA FINANCIAL GROUP INC 0.02%
INTERCONTINENTAL EXCHANGE IN 0.02%
ISHARES MSCI EAFE ETF 0.02%
KAR AUCTION SERVICES INC 0.02%
MERCK & CO INC 03.7000 02/10/2045 0.02%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.02%
OUTFRONT MEDIA INC 0.02%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.02%
SONOCO PRODUCTS CO 0.02%
SOUTH32 LTD 0.02%
T-MOBILE USA INC 06.3750 03/01/2025 0.02%
TEXAS INSTRUMENTS INC 0.02%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.02%
CAS 2016-C04 1M2 06.6544 01/25/2029 0.02%
CBS CORP 02.9000 01/15/2027 0.02%
CELANESE US HOLDINGS LLC 03.5000 05/08/2024 0.02%
CROWN RESORTS LTD 0.02%
FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 0.02%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.02%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.02%
MORGAN STANLEY 02.6500 01/27/2020 0.02%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.02%
NEXT PLC 0.02%
NVENT ELECTRIC PLC 0.02%
SERVICEMASTER GLOBAL HOLDING 0.02%
SUMITOMO MITSUI TRUST HOLDIN 0.02%
TAYLOR WIMPEY PLC 0.02%
TWO HARBORS INVESTMENT CORP 0.02%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.02%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.02%
APPLE INC 02.0000 05/06/2020 0.02%
BMW US CAPITAL LLC P/P 144A 02.8000 04/11/2026 0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.02%
DEUTSCHE BOERSE AG 0.02%
DOUGLAS EMMETT INC 0.02%
HCA HEALTHCARE INC 0.02%
HUDSON PACIFIC PROPERTIES IN 0.02%
JPMBB 2014-C18 AS 04.4386 02/15/2047 0.02%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.02%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.02%
LIBERTY MEDIA COR-SIRIUSXM A 0.02%
MERCK & CO INC 02.9000 03/07/2024 0.02%
MSBAM 2014-C18 C 04.6249 10/15/2047 0.02%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.02%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.02%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.02%
SPRINT CORP 07.8750 09/15/2023 0.02%
STAPLES INC P/P 144A 07.5000 04/15/2026 0.02%
US BANCORP 0.02%
WFRBS 2014-C22 XA IO 00.9737 09/15/2057 0.02%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.02%
ALFRESA HOLDINGS CORP 0.02%
AMERICAN ELECTRIC POWER 0.02%
APPLE HOSPITALITY REIT INC 0.02%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.02%
BOC HONG KONG HOLDINGS LTD 0.02%
CURTISS-WRIGHT CORP 0.02%
DNB NOR ASA 0.02%
IVORY COAST REGS 05.2500 03/22/2030 0.02%
JAZZ PHARMACEUTICALS PLC 0.02%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.02%
NORTHROP GRUMMAN CORP 0.02%
PULTEGROUP INC 0.02%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.02%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.02%
SWISSCOM AG-REG 0.02%
TJX COMPANIES INC 0.02%
UBSCM 2012-C1 C P/P 144A 05.7280 05/10/2045 0.02%
UNITEDHEALTH GROUP INC 04.2500 04/15/2047 0.02%
AUTOZONE INC 0.02%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.02%
BROOKFIELD PROPERTY REIT I-A 0.02%
CBS CORP 04.6000 01/15/2045 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.02%
FIDELITY NATIONAL INFO SERV 0.02%
FUJITSU LTD 0.02%
HCA INC 05.2500 06/15/2026 0.02%
JARDINE CYCLE & CARRIAGE LTD 0.02%
MACQUARIE INFRASTRUCTURE COR 0.02%
MEDIPAL HOLDINGS CORP 0.02%
NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 0.02%
RAYTHEON COMPANY 0.02%
W.R. GRACE & CO 0.02%
WFHET 2005-2 M9 04.8044 12/25/2034 0.02%
WFRBS 2014-C19 AS 04.2710 03/15/2047 0.02%
ALPHABET INC 03.6250 05/19/2021 0.02%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.02%
CITIGROUP INC 02.9000 12/08/2021 0.02%
COMM 2014-CR19 XA IO 01.2855 08/10/2047 0.02%
CWL 2004-5 2A 02.9044 10/25/2034 0.02%
GNR 2017-139 NI IO 04.5000 09/20/2047 0.02%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
JPMBB 2014-C22 XA IO 01.0097 09/15/2047 0.02%
JPMBB 2014-C23 AS 04.2016 09/15/2047 0.02%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.02%
NRZT 2018-4A A1M 03.3044 01/25/2048 0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.02%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.02%
STACR 2014-HQ3 M3 07.1544 10/25/2024 0.02%
UGI CORP 0.02%
WEINGARTEN REALTY INVESTORS 0.02%
WFCM 2016-BNK1 XB IO 01.4794 08/15/2049 0.02%
WFRBS 2011-C2 D P/P 144A 05.8388 02/15/2044 0.02%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.02%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.02%
BANDAI NAMCO HOLDINGS INC 0.02%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.02%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.02%
COMM 2014-LC15 XA IO 01.2723 04/10/2047 0.02%
DEUTSCHE POST AG-REG 0.02%
GNMA GII30 AT7632 04.0000 08/20/2046 0.02%
KKR GR FIN CO P/P 144A 03.7500 07/01/2029 0.02%
MLMI 2005-A10 A 02.6144 02/25/2036 0.02%
MSC 2012-C4 D P/P 144A 05.6003 03/15/2045 0.02%
MSC 2016-BNK2 XA IO 01.2151 11/15/2049 0.02%
MSC 2016-BNK2 XB IO 00.6772 11/15/2049 0.02%
NAVISTAR INTL TLB L+350 05.8900 11/06/2024 0.02%
NUANCE COMMUNICATIONS INC 0.02%
PFIZER INC 03.0000 12/15/2026 0.02%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.02%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.02%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.02%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.02%
SG HOLDINGS CO LTD 0.02%
STACR 2013-DN2 M2 06.6544 11/25/2023 0.02%
T-MOBILE US INC 0.02%
WAMU 2004-AR13 A1A 03.1244 11/25/2034 0.02%
WAMU 2004-AR13 A2B 03.2844 11/25/2034 0.02%
WESCO INTERNATIONAL INC 0.02%
WFRBS 2011-C3 D P/P 144A 05.8555 03/15/2044 0.02%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.02%
AIR LEASE CORP 02.5000 03/01/2021 0.02%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.02%
BMIR 2018-2A M1B P/P 144A 03.7544 08/25/2028 0.02%
CAS 2015-C02 2M2 06.4044 05/25/2025 0.02%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.02%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.02%
COLRUYT SA 0.02%
CWL 2005-8 M4 03.3344 12/25/2035 0.02%
DASSAULT AVIATION SA 0.02%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.02%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.02%
MSBAM 2013-C13 AS 04.2660 11/15/2046 0.02%
MSBAM 2014-C15 D P/P 144A 05.0745 04/15/2047 0.02%
NETFLIX INC. 05.8750 11/15/2028 0.02%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.02%
OSHKOSH CORP 05.3750 03/01/2025 0.02%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.02%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.02%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.02%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.02%
WAMU 2005-AR1 A2A1 03.0844 01/25/2045 0.02%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.02%
WESTROCK MWV LLC 08.2000 01/15/2030 0.02%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.02%
WFCM 2016-BNK1 C 03.0710 08/15/2049 0.02%
WFRBS 2012-C10 D P/P 144A 04.5864 12/15/2045 0.02%
WFRBS 2014-C25 XA IO 00.9911 11/15/2047 0.02%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.02%
ARGENTINE REPUBLIC USD 06.8750 01/26/2027 0.02%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 0.02%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 0.02%
COGNIZANT TECH SOLUTIONS-A 0.02%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.02%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.02%
ENBRIDGE INC USD 04.2500 12/01/2026 0.02%
EQUINOR ASA USD 02.9000 11/08/2020 0.02%
FRONTIER COMM 11.0000 09/15/2025 0.02%
GSMS 2015-GC30 XA IO 00.9802 05/10/2050 0.02%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.02%
HUMANA INC 0.02%
JPMBB 2013-C14 C 04.7134 08/15/2046 0.02%
MSC 2016-BNK2 C 04.0371 11/15/2049 0.02%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.02%
SARTORIUS STEDIM BIOTECH 0.02%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.02%
SWISS LIFE HOLDING AG-REG 0.02%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.02%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.02%
AMAZON.COM INC. 02.5000 11/29/2022 0.02%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.02%
BERKELEY GROUP HOLDINGS/THE 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
COMCAST CORP 03.9690 11/01/2047 0.02%
ESSITY AKTIEBOLAG-B 0.02%
GREAT LAKES D&D 08.0000 05/15/2022 0.02%
GSMS 2013-GC13 AS P/P 144A 04.2185 07/10/2046 0.02%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.02%
HSBC HOLDINGS PLC 0.02%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.02%
JPMCC 2013-LC11 C 03.9582 04/15/2046 0.02%
MERCK & CO INC 01.8500 02/10/2020 0.02%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.02%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.02%
STACR 2014-HQ2 M3 06.1544 09/25/2024 0.02%
STACR 2016-DNA1 M3 07.9544 07/25/2028 0.02%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.02%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.02%
TREASURY BILL 00.0000 08/15/2019 0.02%
WFCM 2013-LC12 AS 04.4208 07/15/2046 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.02%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.02%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.02%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.02%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.02%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.02%
CGCMT 2014-GC19 X IO 01.3274 03/10/2047 0.02%
CIT GROUP INC 05.0000 08/01/2023 0.02%
CITIGROUP INC 03.8870 01/10/2028 0.02%
CSMC 2016-NXSR XA IO 00.9354 12/15/2049 0.02%
FOX CORP P/P 144A 04.0300 01/25/2024 0.02%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.02%
GNR 2013-9 S IO 04.3671 01/20/2043 0.02%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.02%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.02%
GSMS 2014-GC24 XA IO 00.8897 09/10/2047 0.02%
MORGAN STANLEY 02.7500 05/19/2022 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.02%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.02%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.02%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 0.02%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.02%
SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 0.02%
SERVICE CORP INTL 05.1250 06/01/2029 0.02%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.02%
TAPESTRY INC 0.02%
WEC ENERGY GROUP INC 04.6305 05/15/2067 0.02%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.02%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.01%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.01%
BERKSHIRE HATHAWAY E 03.8000 07/15/2048 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
CENTENE CORP 0.01%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.01%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.01%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 0.01%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.01%
GNR 2011-135 DI IO 05.0000 04/16/2040 0.01%
GSMS 2011-GC3 C P/P 144A 05.8247 03/10/2044 0.01%
HCA INC 05.5000 06/15/2047 0.01%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.01%
KEURIG DR PEPPER INC 04.4170 05/25/2025 0.01%
MEREDITH CORP 06.8750 02/01/2026 0.01%
MSBAM 2015-C26 XA IO 01.1793 10/15/2048 0.01%
OCCIDENTAL PETROLEUM CORP 0.01%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.01%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.01%
SPRINT CORP 07.1250 06/15/2024 0.01%
STAPLES INC P/P 144A 10.7500 04/15/2027 0.01%
T-MOBILE USA INC 05.3750 04/15/2027 0.01%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.01%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.01%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.01%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.01%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.01%
ARRW 2018-1 A3 04.1570 04/25/2048 0.01%
ARRW 2019-1 A3 04.2080 01/25/2049 0.01%
AUTONATION INC. 05.5000 02/01/2020 0.01%
BGC PARTNERS INC 05.1250 05/27/2021 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.01%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.01%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.01%
CENTENE CORP 06.1250 02/15/2024 0.01%
CISCO SYSTEMS INC 02.2000 02/28/2021 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
COMM 2013-CR11 XA IO 01.1005 08/10/2050 0.01%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.01%
DISH NETWORK CV 03.3750 08/15/2026 0.01%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.01%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 0.01%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.01%
GREIF INC P/P 144A 06.5000 03/01/2027 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
KINDER MORGAN INC 0.01%
MSBAM 2013-C7 XA IO 01.4872 02/15/2046 0.01%
PFIZER INC 01.9500 06/03/2021 0.01%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.01%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.01%
ROSS STORES INC 0.01%
TRANSDIGM INC. 06.5000 07/15/2024 0.01%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.01%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.01%
WFRBS 2013-C14 XA IO 00.8687 06/15/2046 0.01%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 0.01%
APERGY CORP 06.3750 05/01/2026 0.01%
BOLIDEN AB 0.01%
CAS 2014-C03 2M2 05.3044 07/25/2024 0.01%
CAS 2014-C04 1M2 07.3044 11/25/2024 0.01%
CAS 2019-R02 1M2 04.7044 08/25/2031 0.01%
CGCMT 2014-GC21 X IO 01.3480 05/10/2047 0.01%
COMCAST CORP 06.5000 11/15/2035 0.01%
COMM 2012-LC4 C 05.7227 12/10/2044 0.01%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.01%
CROWN CASTLE INTL CORP 03.1500 07/15/2023 0.01%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.01%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.01%
EQUINOR ASA USD 05.1000 08/17/2040 0.01%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.01%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.01%
HARTFORD FINL SVCS GRP 06.6250 03/30/2040 0.01%
HUSKY TLB L+300 05.4024 03/28/2025 0.01%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
ITRON INC P/P 144A 05.0000 01/15/2026 0.01%
IVORY COAST REGS 06.1250 06/15/2033 0.01%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
MSC 2012-C4 C P/P 144A 05.6003 03/15/2045 0.01%
NABORS INDUSTRIES INC. 05.7500 02/01/2025 0.01%
NCHET 2003-4 M1 03.5294 10/25/2033 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.01%
PQ CORP P/P 144A 05.7500 12/15/2025 0.01%
SPLUNK INC P/P 144A CV 01.1250 09/15/2025 0.01%
STACR 2018-DNA1 M2 04.2044 07/25/2030 0.01%
TENET HEALTHCARE 06.0000 10/01/2020 0.01%
TPHT 2019-HE1 A1 03.3410 04/25/2048 0.01%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.01%
ARCELORMITTAL USD 07.0000 10/15/2039 0.01%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.01%
AVAYA TLB L+425 06.7226 12/15/2024 0.01%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 0.01%
BOMBARDIER INC P/P 144A 07.8750 04/15/2027 0.01%
BROTHER INDUSTRIES LTD 0.01%
CAS 2015-C02 1M2 06.4044 05/25/2025 0.01%
CAS 2017-C03 1M2 05.4044 10/25/2029 0.01%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.01%
EMLT 2004-1 M2 03.8294 01/25/2034 0.01%
ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 0.01%
FIRSTENERGY CORP 03.9000 07/15/2027 0.01%
FIRSTENERGY CORP 04.8500 07/15/2047 0.01%
GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 0.01%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.01%
HCA INC 05.0000 03/15/2024 0.01%
HYATT HOTELS CORP 04.8500 03/15/2026 0.01%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
MITSUBISHI UFJ LEASE & FINAN 0.01%
MSAC 2004-HE6 M1 03.2294 08/25/2034 0.01%
MSBAM 2013-C13 XA IO 01.1649 11/15/2046 0.01%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.01%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029 0.01%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.01%
THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 0.01%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.01%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.01%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.01%
WESTROCK MWV LLC 07.9500 02/15/2031 0.01%
WILLIAMS COMPANIES INC 03.6000 03/15/2022 0.01%
AKAMAI TECH CV 00.1250 05/01/2025 0.01%
ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 0.01%
APPLE INC 03.8500 05/04/2043 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.01%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.01%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 0.01%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.01%
BIOGEN INC 03.6250 09/15/2022 0.01%
CAS 2014-C02 2M2 05.0044 05/25/2024 0.01%
CBRE SERVICES INC 04.8750 03/01/2026 0.01%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029 0.01%
COMM 2012-LC4 AM 04.0630 12/10/2044 0.01%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.01%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.01%
DBJPM 2016-C3 XA IO 01.6343 08/10/2049 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.01%
DOLLAR TREE INC 0.01%
EQUITY RESIDENTIAL TR REIT 0.01%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.01%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.01%
FORTIVE CORP P/P 144A CV 00.8750 02/15/2022 0.01%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.01%
GNR 2016-H16 EI IO 02.2306 06/20/2066 0.01%
GSMS 2013-GC10 XA IO 01.6567 02/10/2046 0.01%
GSMS 2014-GC18 XA IO 01.1871 01/10/2047 0.01%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.01%
JPMBB 2014-C24 XA IO 01.1099 11/15/2047 0.01%
JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.01%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 0.01%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.01%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.01%
LOEWS CORP 0.01%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.01%
MSBAM 2015-C25 XA IO 01.2592 10/15/2048 0.01%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.01%
NETFLIX INC 04.8750 04/15/2028 0.01%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.01%
PALO ALTO NET P/P 144A CV 00.7500 07/01/2023 0.01%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 0.01%
PRICELINE GRO CV 00.9000 09/15/2021 0.01%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.01%
SYNOPSYS INC 0.01%
UBSCM 2017-C7 XA IO 01.2173 12/15/2050 0.01%
UNITEDHEALTH GROUP INC 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
WESFARMERS LTD 0.01%
WFCM 2013-LC12 C 04.4208 07/15/2046 0.01%
2.25 R ISWP FWD US0003M P 09/18/2049 0.01%
ABBVIE INC 02.5000 05/14/2020 0.01%
AES CORP/THE 05.5000 04/15/2025 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
ARMT 2005-9 5A1 02.9444 11/25/2035 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
AT&T INC 02.9500 07/15/2026 0.01%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.01%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 0.01%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.01%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.01%
BP CAP MARKETS AMERICA 03.1190 05/04/2026 0.01%
CD 2016-CD2 XA IO 00.8113 11/10/2049 0.01%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.01%
CGCMT 2012-GC8 XA IO P/P 144A 01.9387 09/10/2045 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
CVS HEALTH CORP 02.8750 06/01/2026 0.01%
DEXCOM INC P/P 144A CV 00.7500 12/01/2023 0.01%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.01%
EUTELSAT COMMUNICATIONS 0.01%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.01%
GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 0.01%
GLENCORE PLC 0.01%
GNR 2017-123 JI IO 04.0000 08/20/2046 0.01%
GSMS 2013-GC10 AS 03.2790 02/10/2046 0.01%
GSMS 2014-GC18 C 05.1566 01/10/2047 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.01%
JAZZ INVT I LTD USD 01.5000 08/15/2024 0.01%
JPMBB 2013-C14 AS 04.4093 08/15/2046 0.01%
JPMORGAN CHASE & CO 02.2500 01/23/2020 0.01%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.01%
LIVE NATION CV 02.5000 03/15/2023 0.01%
LNSTR 2015-3 B P/P 144A 03.2727 04/20/2048 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MLMI 2005-A2 A2 04.4525 02/25/2035 0.01%
NEWELL BRANDS INC 04.2000 04/01/2026 0.01%
ON SEMICONDUC CV 01.6250 10/15/2023 0.01%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.01%
PAR PHARMA INC P/P 144A 07.5000 04/01/2027 0.01%
REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 0.01%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.01%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.01%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.01%
STACR 2016-DNA3 M3 07.4044 12/25/2028 0.01%
STACR 2019-HQA2 M2 04.4544 04/25/2049 0.01%
T-MOBILE USA INC 04.5000 02/01/2026 0.01%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 0.01%
UBSBB 2012-C2 D P/P 144A 05.0481 05/10/2063 0.01%
VMWARE INC 03.9000 08/21/2027 0.01%
WALT DISNEY COMPANY P/P 144A 04.7500 11/15/2046 0.01%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.01%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.01%
WEYERHAEUSER CO 07.3750 03/15/2032 0.01%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.01%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.01%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 0.01%
BANK OF AMERICA CORP 05.1250 06/17/2049 0.01%
BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 0.01%
BRAND ENERGY TL L+425 06.7871 06/21/2024 0.01%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2014-C02 1M2 05.0044 05/25/2024 0.01%
CAS 2018-C04 2M2 04.9544 12/25/2030 0.01%
CAS 2019-R03 1M2 04.5544 09/25/2031 0.01%
CD 2016-CD1 XA IO 01.5518 08/10/2049 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CFCRE 2011-C2 D P/P 144A 05.9393 12/15/2047 0.01%
CFCRE 2016-C4 XA IO 01.8823 05/10/2058 0.01%
CMLTI 2005-2 1A2A 04.9214 05/25/2035 0.01%
COMM 2014-CR14 XA IO 00.7677 02/10/2047 0.01%
CROWN AMER/CAP 04.7500 02/01/2026 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.01%
GNMA 10000 BE3158 03.5000 11/20/2047 0.01%
GNR 2013-99 AS IO 03.6671 06/20/2043 0.01%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 0.01%
IMM 2004-6 1A2 03.1844 10/25/2034 0.01%
JO-ANN STORES 2NDL L+925 11.7272 05/21/2024 0.01%
JPMBB 2014-C25 XA IO 01.0790 11/15/2047 0.01%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.01%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
MAXIM INTEGRATED PRODUCTS 0.01%
MGM RESORTS INTL 06.6250 12/15/2021 0.01%
MIRVAC GROUP 0.01%
MSBAM 2012-C6 D P/P 144A 04.7621 11/15/2045 0.01%
MSC 2012-C4 XA IO P/P 144A 02.2592 03/15/2045 0.01%
NATIONAL AUSTRALIA B P/P 144A 03.1406 12/09/2019 0.01%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
PLURALSIGHT P/P 144A CV 00.3750 03/01/2024 0.01%
PNC BANK NA 02.0000 05/19/2020 0.01%
QORVO INC 05.5000 07/15/2026 0.01%
SHERWIN-WILLIAMS CO/THE 0.01%
STACR 2016-HQA1 M3 08.7544 09/25/2028 0.01%
SWIRE PROPERTIES LTD 0.01%
THE AES CORPORATION 04.8750 05/15/2023 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.01%
TRAVELPORT TLB L+500 07.5412 03/18/2026 0.01%
TWITTER INC CV 01.0000 09/15/2021 0.01%
UBSBB 2013-C6 XA IO P/P 144A 01.2685 04/10/2046 0.01%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.01%
WAMU 2005-AR2 1A1A 02.7344 01/25/2045 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.7032 12/15/2045 0.01%
WFRBS 2014-C24 XA IO 01.0129 11/15/2047 0.01%
WORKDAY INC CV 00.2500 10/01/2022 0.01%
WPX ENERGY INC 05.7500 06/01/2026 0.01%
ANTERO RESOURCES 05.3750 11/01/2021 0.01%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.01%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.01%
CAESARS ENTERTAIN CORP CV 05.0000 10/01/2024 0.01%
CALIFORNIA RESOURC TL L+475 07.1524 12/31/2022 0.01%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.01%
CHEGG INC P/P 144A CV 00.1250 03/15/2025 0.01%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.01%
CINEMARK USA INC 04.8750 06/01/2023 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%
COMM 2013-LC13 XA IO 01.3334 08/10/2046 0.01%
COMM 2014-CR20 XA IO 01.2546 11/10/2047 0.01%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.01%
COMSTOCK RESOURCES 09.7500 08/15/2026 0.01%
DEERE & COMPANY 02.6000 06/08/2022 0.01%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.01%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 0.01%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.01%
GNMA 10000 BC8223 03.5000 11/20/2047 0.01%
GNR 2016-135 PI IO 04.0000 05/20/2046 0.01%
HOME DEPOT INC 02.6250 06/01/2022 0.01%
JPMCC 2012-C6 D 05.3202 05/15/2045 0.01%
KERRY PROPERTIES LTD 0.01%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
LABORATORY CRP OF AMER HLDGS 0.01%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.01%
MASTEC INC 04.8750 03/15/2023 0.01%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.01%
NOK/USD 09/18/2019 GSFX 0.01%
NRG ENERGY CV 02.7500 06/01/2048 0.01%
NRG ENERGY INC 05.7500 01/15/2028 0.01%
ORACLE CORP 02.5000 10/15/2022 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.01%
PULTEGROUP INC 05.5000 03/01/2026 0.01%
PULTEGROUP INC. 07.8750 06/15/2032 0.01%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.01%
ROYAL BK SCOTLND GRP PLC USD 04.8000 04/05/2026 0.01%
SM ENERGY CO 06.7500 09/15/2026 0.01%
SS&C TECH INC P/P 144A 05.5000 09/30/2027 0.01%
STARWOOD PROP TR 04.7500 03/15/2025 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
TELADOC INC CV 01.3750 05/15/2025 0.01%
TENNANT CO 05.6250 05/01/2025 0.01%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.01%
TREASURY BILL 00.0000 08/06/2019 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
UBS GROUP FUNDIN P/P 144A 04.2530 03/23/2028 0.01%
UNITEDHEALTH GROUP INC 02.8750 03/15/2022 0.01%
USA COMPRESSION PART 06.8750 04/01/2026 0.01%
USI INC/NY P/P 144A 06.8750 05/01/2025 0.01%
VISTRA OPERATION P/P 144A 05.0000 07/31/2027 0.01%
WAMU 2004-AR13 A1B2 03.3844 11/25/2034 0.01%
WAMU 2005-AR1 A2A3 03.2044 01/25/2045 0.01%
WAMU 2005-AR8 2A1A 02.9844 07/25/2045 0.01%
WAMU 2005-AR8 2AC2 03.3244 07/25/2045 0.01%
WFCM 2012-LC5 D P/P 144A 04.9194 10/15/2045 0.01%
WFCM 2014-LC16 XA IO 01.3139 08/15/2050 0.01%
WFRBS 2011-C4 D P/P 144A 05.3968 06/15/2044 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.01%
WRKCO INC P/P 144A 03.3750 09/15/2027 0.01%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.01%
2.05 R ISWP FWD US0003M P 09/18/2029 0.01%
AMAZON.COM INC 04.0500 08/22/2047 0.01%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.01%
AMDOCS LTD 0.01%
AMGEN INC 03.4500 10/01/2020 0.01%
AMSI 2004-R1 A1B 03.2044 02/25/2034 0.01%
BANK 2017-BNK9 XA IO 00.9569 11/15/2054 0.01%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.01%
CDK GLOBAL INC 0.01%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CGCMT 2014-GC23 IO 01.1204 07/10/2047 0.01%
CINCINNATI BELL INC 06.7500 CUM CV PFD 0.01%
COMM 2014-UBS4 XA IO 01.2897 08/10/2047 0.01%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.01%
CSMC 2016-NXSR C 04.5060 12/15/2049 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DNB BANK ASA P/P 144A 02.1250 10/02/2020 0.01%
DOCUSIGN INC P/P 144A CV 00.5000 09/15/2023 0.01%
ECOLAB INC 0.01%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.01%
EURONET WORLD P/P 144A CV 00.7500 03/15/2049 0.01%
FHR 3829 AS IO 04.5558 03/15/2041 0.01%
FHR 4096 MI IO 04.0000 01/15/2042 0.01%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.01%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.01%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.01%
HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 0.01%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.01%
IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 0.01%
II-VI INC CV 00.2500 09/01/2022 0.01%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.01%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.01%
JPMCC 2012-C6 E P/P 144A 05.3202 05/15/2045 0.01%
LENNAR CORP 05.8750 11/15/2024 0.01%
LIBERTY MEDIA CV 01.0000 01/30/2023 0.01%
MARRIOTT VAC CV 01.5000 09/15/2022 0.01%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MHL 2005-1 1M1 03.1244 02/25/2035 0.01%
MICROCHIP TEC CV 01.6250 02/15/2027 0.01%
NETFLIX INC P/P 144A 06.3750 05/15/2029 0.01%
NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NUANCE COMM CV 01.2500 04/01/2025 0.01%
OMNICARE INC 04.7500 12/01/2022 0.01%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.01%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.01%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.01%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.01%
ROBERTSHAW US HOLDING L+350 06.0000 02/28/2025 0.01%
ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 0.01%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.01%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.01%
SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 0.01%
SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 0.01%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.01%
SQUARE INC CV 00.5000 05/15/2023 0.01%
STACR 2017-DNA3 M2 04.9044 03/25/2030 0.01%
STACR 2019-DNA1 M2 05.0544 01/25/2049 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TENET HEALTHCARE 04.6250 07/15/2024 0.01%
TOLEDO EDISON COMPANY 06.1500 05/15/2037 0.01%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 0.01%
UBSBB 2012-C2 XA IO P/P 144A 01.4742 05/10/2063 0.01%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.01%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.01%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.01%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.01%
WALT DISNEY COMPANY P/P 144A 03.0000 09/15/2022 0.01%
WAMU 2005-AR8 2AB3 03.1244 07/25/2045 0.01%
WAYFAIR INC P/P 144A CV 01.1250 11/01/2024 0.01%
WFRBS 2012-C9 AS 03.3880 11/15/2045 0.01%
ZENDESK INC CV 00.2500 03/15/2023 0.01%
8X8 INC P/P 144A CV 00.5000 02/01/2024 0.00%
AMERICAN HOME 4 RENT 0.00%
AMG CAPITAL TRUST II 05.1500 CUM CV PFD 0.00%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.00%
ANTHEM INC 0.00%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.00%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.00%
BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 0.00%
BERRY GLOBAL ESCR P/P 144A 05.6250 07/15/2027 0.00%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 0.00%
CAS 2017-C01 1M2 05.9544 07/25/2029 0.00%
CAS 2018-C06 2M2 04.5044 03/25/2031 0.00%
CAS 2019-R01 2M2 04.8544 07/25/2031 0.00%
CHEMOURS CO 06.6250 05/15/2023 0.00%
CHEMOURS CO 07.0000 05/15/2025 0.00%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.00%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 0.00%
CITIGROUP INC 04.6000 03/09/2026 0.00%
COLGATE-PALMOLIVE CO 0.00%
COMM 2013-CR9 D P/P 144A 04.3975 07/10/2045 0.00%
COOPERATIEVE RABOBANK UA USD 03.7500 07/21/2026 0.00%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 0.00%
CROWN CASTLE INTL CORP 04.7500 05/15/2047 0.00%
CSX CORP 04.1000 03/15/2044 0.00%
ENERGY TRANSFER OPERATNG 06.2500 04/15/2049 0.00%
EXACT SCIENCES CORP CV 00.3750 03/15/2027 0.00%
FISERV INC 0.00%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.00%
GNR 2015-H25 BI IO 01.9048 10/20/2065 0.00%
GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 0.00%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.00%
GSMS 2014-GC22 XA IO 01.1443 06/10/2047 0.00%
HCA INC 06.5000 02/15/2020 0.00%
HOLOGIC INC P/P 144A 04.3750 10/15/2025 0.00%
INPHI CORP CV 00.7500 09/01/2021 0.00%
INSULET CORP CV 01.3750 11/15/2024 0.00%
IPSEN 0.00%
JPMCC 2013-LC11 X IO 01.4034 04/15/2046 0.00%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 0.00%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.00%
KONINKLIJKE PHILIPS NV 0.00%
LBMLT 2004-5 A5 02.9644 09/25/2034 0.00%
LIBERTY EXPEDIA HOLD INC 144A 0.00%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.00%
MET LIFE GLOB FUND P/P 144A 01.5500 09/13/2019 0.00%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.00%
MSC 2011-C3 D P/P 144A 05.2816 07/15/2049 0.00%
MSC 2016-UB12 XA IO 00.9285 12/15/2049 0.00%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.00%
NEW RELIC INC CV 00.5000 05/01/2023 0.00%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.00%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.00%
NOK/USD 09/18/2019 BCAP-FX 0.00%
ORACLE CORP 02.5000 05/15/2022 0.00%
ORTHO-CLINICAL TLB L+325 05.6799 06/01/2025 0.00%
P/P 144A 06.8750 08/15/2026 0.00%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.00%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.00%
QIAGEN N.V. 0.00%
QUEST DIAGNOSTICS INC 0.00%
ROBERTSHAW TL 2L L+800 10.4375 02/28/2026 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SM ENERGY CO 06.1250 11/15/2022 0.00%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.00%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 0.00%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 0.00%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.00%
UDR INC 0.00%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.00%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.00%
VIAVI SOLUT CV 01.7500 06/01/2023 0.00%
WAMU 2005-AR2 2A2B 02.7844 01/25/2045 0.00%
WFCM 2015-C27 XA IO 01.0451 02/15/2048 0.00%
WFCM 2016-LC25 XA IO 01.1524 12/15/2059 0.00%
WFRBS 2013-C16 AS 04.6680 09/15/2046 0.00%
WIX LTD P/P 144A 00.0000 07/01/2023 0.00%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ALTICE LUXEMBOURG SA P/P 144A 10.5000 05/15/2027 0.00%
AMCOR PLC 0.00%
ANTERO RESOURCES CORP 05.0000 03/01/2025 0.00%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.00%
APPLE INC 03.4500 05/06/2024 0.00%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 0.00%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.00%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.00%
AUD/JPY PUT 73.00 20190917 HSBCB 0.00%
BAUSCH HLTH COS INC P/P 144A 05.7500 08/15/2027 0.00%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.00%
BERRY GLOBAL INC 05.1250 07/15/2023 0.00%
BLACKROCK TCP CAP CORP CV 05.2500 12/15/2019 0.00%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.00%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.00%
BRIGHT HORIZONS FAMILY SOLUT 0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.00%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.00%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.00%
CEMEX P/P 144A 05.7000 01/11/2025 0.00%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.00%
CHEMOURS CO 05.3750 05/15/2027 0.00%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.00%
CHEVRON CORP 02.1000 05/16/2021 0.00%
CIGNA HOLDING CO 04.5000 03/15/2021 0.00%
CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 0.00%
COLONY STARWO CV 03.5000 01/15/2022 0.00%
COMM 2012-CR3 D P/P 144A 04.9105 10/15/2045 0.00%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026 0.00%
CONMED CORP P/P 144A CV 02.6250 02/01/2024 0.00%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.00%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.00%
DIGICEL LTD P/P 144A 06.7500 03/01/2023 0.00%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.00%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.00%
ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 0.00%
ENSCO ROWAN PLC USD 07.7500 02/01/2026 0.00%
ENVESTNET INC CV 01.7500 12/15/2019 0.00%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.00%
FHR 4546 PI IO 04.0000 12/15/2045 0.00%
FIDELITY NATIONAL INFORM 03.0000 08/15/2026 0.00%
FTI CONSULTIN P/P 144A CV 02.0000 08/15/2023 0.00%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.00%
GATES GLOBAL TLB L+275 05.1524 03/31/2024 0.00%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.00%
GNMA GII30 AW8447 04.3220 05/20/2067 0.00%
GNMA GII30 OBD1715 03.5000 11/20/2047 0.00%
GNMA GII30 OBD1716 03.5000 11/20/2047 0.00%
GSMS 2011-GC5 XA IO P/P 144A 01.5004 08/10/2044 0.00%
GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.00%
HMBT 2004-2 A1 03.1444 12/25/2034 0.00%
ICAHN ENTER/FIN P/P 144A 06.2500 05/15/2026 0.00%
ILLUMINA INC P/P 144A CV 00.0000 08/15/2023 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.00%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.00%
JO-ANN STORES TL L+500 07.5915 10/16/2023 0.00%
JPMBB 2013-C17 XA IO 00.9310 01/15/2047 0.00%
JPMBB 2014-C19 XA IO 00.9548 04/15/2047 0.00%
JPMBB 2014-C23 D P/P 144A 04.1177 09/15/2047 0.00%
JPMCC 2013-C10 XA IO 01.1303 12/15/2047 0.00%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.00%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.00%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.00%
LUMENTUM HOLD CV 00.2500 03/15/2024 0.00%
MCDONALD'S CORP 0.00%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.00%
MERCER INTL INC USD 05.5000 01/15/2026 0.00%
MSBAM 2013-C8 B 03.6966 12/15/2048 0.00%
NCHET 2004-2 A4 03.5044 08/25/2034 0.00%
NEUROCRINE CV 02.2500 05/15/2024 0.00%
NEXSTAR ESCROW INC P/P 144A 05.6250 07/15/2027 0.00%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.00%
NOK/USD 09/18/2019 RBSF 0.00%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.00%
NUTANIX INC CV 00.0000 01/15/2023 0.00%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.00%
ORYX TLB L+400 06.4360 05/09/2026 0.00%
PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 0.00%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.00%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.00%
REVLON CONS TLB L+350 06.0469 09/07/2023 0.00%
RINGCENTRAL CV 00.0000 03/15/2023 0.00%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.00%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.00%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 0.00%
STARWOOD PROPERTY TRUST INC 0.00%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.00%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.00%
SUPERNUS PH CV 00.6250 04/01/2023 0.00%
SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 0.00%
SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 0.00%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TRANSOCEAN INC 07.5000 04/15/2031 0.00%
TRANSOCEAN INC CV 00.5000 01/30/2023 0.00%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.00%
VERINT SYSTEMS INC CV 01.5000 06/01/2021 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.00%
VERTEX PHARMACEUTICALS INC 0.00%
VIACOM INC 04.5000 03/01/2021 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
WRIGHT MEDICA CV 01.6250 06/15/2023 0.00%
ZILLOW GROUP INC CV 01.5000 07/01/2023 0.00%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AGL ENERGY LTD 0.00%
AIR TRANSPORT CV 01.1250 10/15/2024 0.00%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.00%
ALPHA 2 BV P/P 144A 08.7500 06/01/2023 0.00%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.00%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.00%
APPALACHIAN POWER CO 04.6000 03/30/2021 0.00%
ARD FINANCE SA USD 07.1250 09/15/2023 0.00%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.00%
BOYD GAMING CORP 06.3750 04/01/2026 0.00%
BROADRIDGE FINANCIAL SOLUTIO 0.00%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.00%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 0.00%
CAD/USD 07/17/2019 BANKAM 0.00%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CALPINE CORPORATION 05.7500 01/15/2025 0.00%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.00%
CARBONITE INC CV 02.5000 04/01/2022 0.00%
CBRE SERVICES INC 05.2500 03/15/2025 0.00%
CELANESE US HOLDINGS LLC 05.8750 06/15/2021 0.00%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
COMCAST CORP 04.0490 11/01/2052 0.00%
COMM 2012-LC4 D P/P 144A 05.7227 12/10/2044 0.00%
COMM 2014-CR17 XA IO 01.1511 05/10/2047 0.00%
COMM 2014-LC17 XA IO 01.0365 10/10/2047 0.00%
COMM 2014-UBS6 XA IO 01.0876 12/10/2047 0.00%
COMM 2015-CR23 XA IO 01.0835 05/10/2048 0.00%
COMMSCOPE INC P/P 144A 05.5000 03/01/2024 0.00%
CON EDISON CO OF NY INC 04.2000 03/15/2042 0.00%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.00%
CVS HEALTH CORP 03.7000 03/09/2023 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
DENBURY RESOURCES P/P 144A 07.7500 02/15/2024 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%
EQUITY COMMONWEALTH 0.00%
EQUITY LIFESTYLE PROPERTIES 0.00%
FIVE9 INC CV 00.1250 05/01/2023 0.00%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.00%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.00%
GENTEX CORP 0.00%
GNMA GII30 AY4779 04.5080 03/20/2067 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.00%
HONEYWELL INTL 03.8120 11/21/2047 0.00%
IBM CORP 01.8750 08/01/2022 0.00%
IRONWOOD PHAR CV 02.2500 06/15/2022 0.00%
ISTAR INC. 05.2500 09/15/2022 0.00%
IVORY COAST REGS 05.3750 07/23/2024 0.00%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.00%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.00%
JPMBB 2015-C33 XA IO 01.1392 12/15/2048 0.00%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.00%
LIBERTY MEDIA COR-SIRIUSXM C 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.00%
MSBAM 2013-C7 XB IO P/P 144A 00.4164 02/15/2046 0.00%
MSBAM 2014-C17 XA IO 01.2783 08/15/2047 0.00%
NRG ENERGY INC. 07.2500 05/15/2026 0.00%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.00%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.00%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.00%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.00%
QUALCOMM INC 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
QUOTIENT TECH CV 01.7500 12/01/2022 0.00%
RAPID7 INC P/P 144A CV 01.2500 08/01/2023 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 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 06.6250 01/15/2027 0.00%
SPRINT CORP 07.2500 09/15/2021 0.00%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.00%
TABULA RASA H P/P 144A CV 01.7500 02/15/2026 0.00%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 0.00%
TERADATA CORP 0.00%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.00%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.00%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.00%
TOTAL SYSTEM SERVICES INC 0.00%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.00%
UNITED AIRLINES HOLDINGS INC 0.00%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.00%
UNIVISION TLC5 L+275 05.1524 03/15/2024 0.00%
USA COM PART/USA COM P/P 144A 06.8750 09/01/2027 0.00%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.00%
WAMU 2005-AR19 A1A2 02.6944 12/25/2045 0.00%
WAMU 2006-AR4 1A1A 03.4217 05/25/2046 0.00%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.00%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.00%
WFRBS 2011-C4 E P/P 144A 05.3968 06/15/2044 0.00%
WFRBS 2013-C15 D P/P 144A 04.6216 08/15/2046 0.00%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.00%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.00%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.00%
WPX ENERGY INC 06.0000 01/15/2022 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
ARGENTINE REPUBLIC USD 04.6250 01/11/2023 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
AVAYA HOLDINGS CORP 0.00%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 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%
CALIFORNIA RESOURCES 05.0000 01/15/2020 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%
CENTENE CORP 04.7500 05/15/2022 0.00%
CIGNA CORP 0.00%
CIT GROUP INC. 05.0000 08/15/2022 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 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%
CORELOGIC INC 0.00%
DYCOM IND INC CV 00.7500 09/15/2021 0.00%
EPR PROPERTIES 05.7500 CUM CV PFD 0.00%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.00%
FRAC TECH INTL TLB L+475 06.0000 04/16/2021 0.00%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.00%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.00%
GMAC CAPITAL TRUST I PCT 08.3030 0.00%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.00%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.00%
IAA INC P/P 144A 05.5000 06/15/2027 0.00%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.00%
INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 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%
KANSAI ELECTRIC POWER CO INC 0.00%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.00%
LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 0.00%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.00%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
MERCER INTL INC P/P 144A 07.3750 01/15/2025 0.00%
METLIFE INC 06.4000 12/15/2036 0.00%
MFA FINANCIAL INC 0.00%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.00%
MICROSOFT CORP 05.3000 02/08/2041 0.00%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.00%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.00%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.00%
NUTRIEN LTD USD 05.2500 01/15/2045 0.00%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.00%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 0.00%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.00%
PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 0.00%
RACKSPACE HOSTING INC L+300 05.5755 11/03/2023 0.00%
REDFIN CORP CV 01.7500 07/15/2023 0.00%
REGENERON PHARMACEUTICALS 0.00%
SESI LLC 07.7500 09/15/2024 0.00%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.00%
SM ENERGY CO 05.0000 01/15/2024 0.00%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.00%
TREASURY BILL 00.0000 07/25/2019 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
UBSBB 2012-C3 C P/P 144A 05.1984 08/10/2049 0.00%
UBSBB 2012-C4 XA IO P/P 144A 01.7835 12/10/2045 0.00%
VOCERA COMM CV 01.5000 05/15/2023 0.00%
WFMBS 2005-AR10 2A16 04.9473 06/25/2035 0.00%
WFRBS 2011-C3 XA IO P/P 144A 01.4953 03/15/2044 0.00%
WFRBS 2012-C10 C 04.5214 12/15/2045 0.00%
WFRBS 2012-C6 AS 03.8350 04/15/2045 0.00%
ZIGGO BV P/P 144A 05.5000 01/15/2027 0.00%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.00%
AIR METHODS TLB L+350 05.8299 04/21/2024 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%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
APACHE CORPORATION 03.2500 04/15/2022 0.00%
AUD/USD 07/17/2019 JPMCB 0.00%
AUD/USD 07/17/2019 WPAC 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CBS CORP 04.0000 01/15/2026 0.00%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.00%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.00%
CHF/USD 09/18/2019 JPMCB 0.00%
CINEMARK USA INC 05.1250 12/15/2022 0.00%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 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 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
COMCAST CORP 03.9990 11/01/2049 0.00%
CONTINENTAL RESOURCES 05.0000 09/15/2022 0.00%
CPG INTL TL L+375 05.9332 05/05/2024 0.00%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.00%
D.R. HORTON INC 05.7500 08/15/2023 0.00%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 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 07.7500 01/15/2027 0.00%
ENRGY TRANS PT/REG FIN 05.8750 03/01/2022 0.00%
EUR/USD 09/18/2019 GSFX 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 4134 PI IO 03.0000 11/15/2042 0.00%
FHR 4193 PI IO 04.0000 03/15/2043 0.00%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.00%
FNMA FN30 935089 05.0000 03/01/2039 0.00%
GBP/USD 09/18/2019 BANKAM 0.00%
GENERAL DYNAMICS CORP 0.00%
GFL ENVIRONMENTAL TLB L+300 05.4024 05/31/2025 0.00%
GNMA GII30 BN1506 04.5000 05/20/2049 0.00%
GNMA GII30 OBD1714 03.5000 11/20/2047 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%
GSMS 2013-GC12 XA IO 01.5614 06/10/2046 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2024 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.00%
HIGHWOODS PROPERTIES INC 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
IHEARTMEDIA TL L+400 06.5790 05/01/2026 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.00%
JPMBB 2013-C17 AS 04.4584 01/15/2047 0.00%
JPMCC 2012-LC9 XA IO 01.6619 12/15/2047 0.00%
JPY/USD 08/21/2019 BANKAM 0.00%
JPY/USD 08/21/2019 JPMCB 0.00%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 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%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MITSUBISHI GAS CHEMICAL CO 0.00%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.00%
MSC 2012-C4 AS 03.7730 03/15/2045 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%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.00%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.00%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
QVC INC 04.8500 04/01/2024 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.00%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 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%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.00%
TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 0.00%
VERTIV TLB L+400 06.4385 11/15/2023 0.00%
WAMU 2005-AR2 2A1B 02.7744 01/25/2045 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-C5 XA IO P/P 144A 01.8857 11/15/2044 0.00%
WFRBS 2012-C9 XA IO P/P 144A 02.0650 11/15/2045 0.00%
1.70 R ISWP FWD US0003M P 09/18/2021 0.00%
1.737 R ISWP US0003M P 06/26/2024 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%
ANTHEM INC 04.6250 05/15/2042 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 0.00%
BRL/USD 10/02/2019 CITI 0.00%
CA TXB-VAR PURP 07.5000 04/01/2034 0.00%
CAD/USD 07/17/2019 CITI 0.00%
CAD/USD 07/17/2019 WPAC 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 ML 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 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.7 2047-01-17 500.0 01/17/2047 ML 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 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 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 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 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 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 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-.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 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
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CAD/USD 07/17/2019 BCAP-FX -0.00%
JPY/USD 08/21/2019 RBSF -0.00%
SEK/USD 09/18/2019 GSFX -0.00%
1.80 R ISWP FWD US0003M P 09/18/2024 -0.00%
AUD/USD 07/17/2019 BANKAM -0.00%
AUD/USD 07/17/2019 UBS -0.00%
CAD/USD 07/17/2019 JPMCB -0.00%
JPY/USD 08/21/2019 GSFX -0.00%
JPY/USD 08/21/2019 SSBT -0.00%
JPY/USD 08/21/2019 UBS -0.00%
NZD/USD 07/17/2019 GSFX -0.00%
NZD/USD 07/17/2019 JPMCB -0.00%
AUD/USD 07/17/2019 HSBCB -0.00%
AUD/USD 07/17/2019 RBSF -0.00%
JPY/USD 08/21/2019 CITI -0.00%
MSCI EAFE SEP19 MFSU9 -0.74%
S&P500 EMINI FUT SEP19 ESU9 -2.57%
RU10INTR P US0003M R 11/26/19 CI -3.16%
US 10YR NOTE (CBT)SEP19 TYU9 -6.02%

Prior top holdings

Top holdings as of 07/31/19
Putnam Retirement Advantage GAA Balanced Trust 44.07%
Putnam Retirement Advantage GAA Conservative Trust 37.50%
Putnam Retirement Advantage GAA Income Strategies Trust 13.86%
Putnam Money Market Portfolio 4.61%
Top holdings as of 06/30/19
Putnam Retirement Advantage GAA Balanced Trust 44.10%
Putnam Retirement Advantage GAA Conservative Trust 37.57%
Putnam Retirement Advantage GAA Income Strategies Trust 13.92%
Putnam Money Market Portfolio 4.44%
Top holdings as of 05/31/19
Putnam Retirement Advantage GAA Balanced Trust 43.64%
Putnam Retirement Advantage GAA Conservative Trust 37.78%
Putnam Retirement Advantage GAA Income Strategies Trust 13.98%
Putnam Money Market Portfolio 4.63%
Top holdings as of 04/30/19
Putnam Retirement Advantage GAA Balanced Trust 44.28%
Putnam Retirement Advantage GAA Conservative Trust 37.36%
Putnam Retirement Advantage GAA Income Strategies Trust 13.85%
Putnam Money Market Portfolio 4.56%

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.