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 $15.80
-0.25% | $-0.04
$15.87
07/03/19
$13.84
12/24/18
Historical fund price

Fund facts as of 06/30/19

Total net assets
$845.18M
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 | Q1 2019

Bonds maintain role as diversifier

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



Performance

  • Total return (%) as of 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 06/30/19 3.62%
YTD as of 07/19/19 10.96%

Risk-adjusted performance as of 06/30/19

Sharpe ratio (3 yrs.) 0.99

Volatility as of 06/30/19

Standard deviation (3 yrs.) 6.24%

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 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%

Full portfolio holdings as of 03/31/19

CDX CDX.NA.IG.32 100.0 06/20/2024 8.08%
US 2YR NOTE (CBT) JUN19 TUM9 6.00%
US 5YR NOTE (CBT) JUN19 FVM9 5.93%
CGPUTQL2 R US0003M P 11/26/19 CI 3.71%
CDX CDX.NA.HY.32 500.0 06/20/2024 2.86%
E-MINI RUSS 2000 JUN19 RTYM9 2.84%
US ULTRA BOND CBT JUN19 WNM9 2.33%
GNMA GII30 MA4837 03.5000 11/20/2047 1.37%
ALPHABET INC-CL A 1.31%
FNMA FN30 TBA 04.0000 04/01/2049 1.01%
US LONG BOND(CBT) JUN19 USM9 1.00%
FNMA FN30 MA3306 04.0000 03/01/2048 0.98%
FNMA FN30 MA3238 03.5000 01/01/2048 0.94%
FNMA FN15 TBA 03.0000 04/01/2034 0.93%
GNMA GII30 MA4652 03.5000 08/20/2047 0.93%
JPMORGAN CHASE & CO 0.92%
SPDR S&P 500 ETF TRUST 0.83%
CISCO SYSTEMS INC 0.79%
VERIZON COMMUNICATIONS INC 0.76%
APPLE INC 0.73%
BOEING CO/THE 0.73%
AMAZON.COM INC 0.68%
CHEVRON CORP 0.68%
CITIGROUP INC 0.66%
ORACLE CORP 0.64%
INTL BUSINESS MACHINES CORP 0.63%
MICROSOFT CORP 0.63%
HOME DEPOT INC 0.61%
STARBUCKS CORP 0.61%
FNMA FN30 BK5238 04.0000 05/01/2048 0.59%
ADOBE INC 0.52%
COCA-COLA CO/THE 0.52%
LOWES COMPANIES INC 0.47%
FNMA FN30 TBA 06.0000 04/01/2049 0.46%
JOHNSON & JOHNSON 0.46%
FNMA FN30 TBA 03.0000 05/01/2049 0.45%
FNMA FN30 MA2737 03.0000 09/01/2046 0.43%
FNMA FN30 TBA 03.5000 04/01/2049 0.43%
TREASURY BILL 0.43%
ABBOTT LABORATORIES 0.42%
MEDTRONIC PLC 0.42%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.41%
FHLMC FH30G G08814 04.0000 05/01/2048 0.41%
FNMA FN15 AL9468 03.0000 12/01/2031 0.40%
AMGEN INC 0.39%
CONOCOPHILLIPS 0.38%
FACEBOOK INC-CLASS A 0.38%
MERCK & CO. INC. 0.38%
PEPSICO INC 0.38%
INTUIT INC 0.36%
HONEYWELL INTERNATIONAL INC 0.35%
ISHARES MSCI EAFE ETF 0.33%
FNMA FN30 AL9859 03.0000 03/01/2047 0.32%
FNMA FN30 BC9003 03.0000 11/01/2046 0.32%
XILINX INC 0.32%
AUTOMATIC DATA PROCESSING 0.31%
NXP SEMICONDUCTORS NV 0.31%
LOCKHEED MARTIN CORP 0.30%
US TREASURY N/B 02.7500 08/15/2042 0.30%
MONDELEZ INTERNATIONAL INC-A 0.29%
WALGREENS BOOTS ALLIANCE INC 0.29%
GNMA GII30 TBA 03.5000 04/01/2049 0.28%
GNMA GII30 MA4586 03.5000 07/20/2047 0.27%
METLIFE INC 0.26%
MORGAN STANLEY 0.26%
US TREASURY N/B 02.7500 02/15/2024 0.26%
WALMART INC 0.26%
EXELON CORP 0.25%
DELTA AIR LINES INC 0.24%
PROCTER & GAMBLE CO/THE 0.24%
UNITED CONTINENTAL HOLDINGS 0.24%
BOOKING HOLDINGS INC 0.23%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.23%
ABBVIE INC 0.22%
PHILLIPS 66 0.22%
VALERO ENERGY CORP 0.22%
FHLMC FH30G G08747 03.0000 02/01/2047 0.21%
FNMA FN30 BH7058 03.5000 12/01/2047 0.21%
LYONDELLBASELL INDU-CL A 0.21%
PFIZER INC 0.21%
SYSCO CORP 0.21%
BROADCOM INC 0.20%
WASTE MANAGEMENT INC 0.20%
BIOGEN INC 0.19%
CUMMINS INC 0.19%
GNMA GII30 MA3736 03.5000 06/20/2046 0.19%
NORFOLK SOUTHERN CORP 0.19%
AGILENT TECHNOLOGIES INC 0.18%
FORTINET INC 0.18%
INGERSOLL-RAND PLC 0.18%
KLA-TENCOR CORP 0.18%
ROSS STORES INC 0.18%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.17%
PRUDENTIAL FINANCIAL INC 0.17%
ROCHE HOLDING AG-GENUSSCHEIN 0.17%
CAPITAL ONE FINANCIAL CORP 0.16%
E*TRADE FINANCIAL CORPORATION 0.16%
FNMA FN30 BH5117 04.0000 08/01/2047 0.16%
OMNICOM GROUP 0.16%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.16%
PUBLIC SERVICE ENTERPRISE GP 0.16%
MCKESSON CORP 0.15%
SPST 2018-5 A 03.1811 09/24/2019 0.15%
SYNCHRONY FINANCIAL 0.15%
UNITEDHEALTH GROUP INC 0.15%
AMERIPRISE FINANCIAL INC 0.14%
CITIZENS FINANCIAL GROUP 0.14%
DARDEN RESTAURANTS INC 0.14%
GILEAD SCIENCES 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%
HILTON WORLDWIDE HOLDINGS IN 0.14%
AFLAC INC 0.13%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.13%
CENTENE CORP 0.13%
DISCOVER FINANCIAL SERVICES 0.13%
ELI LILLY & CO 0.13%
GLAXOSMITHKLINE PLC 0.13%
HERSHEY CO/THE 0.13%
MARATHON PETROLEUM CORP 0.13%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.13%
SPST 2018-1 A 03.3811 04/24/2019 0.13%
TOTAL SA 0.13%
ALLERGAN PLC 0.12%
ALLIANZ SE-REG 0.12%
CIGNA CORP P/P 144A 03.7500 07/15/2023 0.12%
COMERICA INC 0.12%
F5 NETWORKS INC 0.12%
FREEPORT-MCMORAN INC 0.12%
GOLDMAN SACHS GROUP INC 0.12%
HARTFORD FINANCIAL SVCS GRP 0.12%
RIO TINTO PLC 0.12%
ROCKWELL AUTOMATION INC 0.12%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.12%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.12%
ALLSTATE CORP 0.11%
CADENCE DESIGN SYS INC 0.11%
CARDINAL HEALTH INC 0.11%
CENTERPOINT ENERGY INC 0.11%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.11%
ELANCO ANIMAL HEALTH P/P 144A 04.9000 08/28/2028 0.11%
FNMA FN30 AS8056 03.0000 10/01/2046 0.11%
FNMA FN30 TBA 04.5000 04/01/2049 0.11%
FOOT LOCKER INC 0.11%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.11%
NOVARTIS AG-REG 0.11%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.11%
SPDR S&P MIDCAP 400 ETF TRST 0.11%
SPST 2018-8 A 03.1811 02/24/2020 0.11%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.11%
US TREASURY N/B 01.6250 10/31/2023 0.11%
AGNC INVESTMENT CORP 0.10%
AT&T INC 04.1000 02/15/2028 0.10%
BROADRIDGE FINANCIAL SOLUTIO 0.10%
CF INDUSTRIES HOLDINGS INC 0.10%
CVS HEALTH CORP 04.7800 03/25/2038 0.10%
DELL TECHNOLOGIES -C 0.10%
ELECTRONIC ARTS INC 0.10%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.10%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 0.10%
FISERV INC 04.2000 10/01/2028 0.10%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.10%
HCA HEALTHCARE INC 0.10%
NRG ENERGY INC 0.10%
SPST 2018-3 A 03.1811 07/24/2019 0.10%
US TREASURY N/B 01.6250 02/15/2026 0.10%
US TREASURY N/B 03.0000 02/15/2047 0.10%
AES CORP 0.09%
AVALONBAY COMMUNITIES INC 0.09%
BRISTOL-MYERS SQUIBB CO 0.09%
CENTRAL JAPAN RAILWAY CO 0.09%
CK ASSET HOLDINGS LTD 0.09%
DBUBS 2011-LC3A D P/P 144A 05.3390 08/10/2044 0.09%
ENI SPA 0.09%
HERMES INTERNATIONAL 0.09%
HITACHI LTD 0.09%
HOYA CORP 0.09%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.09%
IMPERIAL BRANDS PLC 0.09%
INTEL CORP 0.09%
KEURIG DR PEPPER INC P/P 144A 04.5970 05/25/2028 0.09%
KEYSIGHT TECHNOLOGIES IN 0.09%
KONINKLIJKE AHOLD DELHAIZE N 0.09%
L OREAL 0.09%
LAS VEGAS SANDS CORP 0.09%
LEGAL & GENERAL GROUP PLC 0.09%
LINCOLN NATIONAL CORP 0.09%
MACQUARIE GROUP LTD 0.09%
MOLSON COORS BREWING CO -B 0.09%
ORACLE CORPORATION 02.2500 10/08/2019 0.09%
PACKAGING CORP OF AMERICA 0.09%
SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 0.09%
SUMITOMO MITSUI FINANCIAL GR 0.09%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.09%
US BANCORP 02.6250 01/24/2022 0.09%
VOLVO AB-B SHS 0.09%
AMETEK INC 0.08%
ASTELLAS PHARMA INC 0.08%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.08%
BERRY GLOBAL GROUP INC 0.08%
CAS 2015-C04 2M2 08.0355 04/25/2028 0.08%
CAS 2016-C01 1M2 09.2355 08/25/2028 0.08%
CIT GROUP INC. 05.2500 03/07/2025 0.08%
COCA-COLA EUROPEAN PARTNERS 0.08%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.08%
DISCOVERY INC - A 0.08%
EQUINOR ASA 0.08%
EXXON MOBIL CORP 0.08%
FEDERATIVE REP OF BRAZIL USD 06.0000 04/07/2026 0.08%
MIZUHO FINANCIAL GROUP INC 0.08%
MORGAN STANLEY 03.6250 01/20/2027 0.08%
NESTLE SA-REG 0.08%
PARTNERS GROUP HOLDING AG 0.08%
PEUGEOT SA 0.08%
PINNACLE WEST CAPITAL 0.08%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.08%
SALESFORCE.COM INC 03.7000 04/11/2028 0.08%
SANDVIK AB 0.08%
SHIONOGI & CO LTD 0.08%
SONY CORP 0.08%
STACR 2018-HQA1 M2 04.7855 09/25/2030 0.08%
TRIPADVISOR INC 0.08%
VICI PROPERTIES INC 0.08%
ACS ACTIVIDADES 0.07%
AMADEUS IT GROUP SA 0.07%
ANGLO AMER PLC 0.07%
AVIVA PLC 0.07%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.07%
BASF SE 0.07%
CAS 2015-C04 1M2 08.1855 04/25/2028 0.07%
CAS 2016-C03 2M2 08.3855 10/25/2028 0.07%
CBRE GROUP INC - A 0.07%
CBS CORP 04.2000 06/01/2029 0.07%
CDW CORP/DE 0.07%
CITIGROUP INC 03.6680 07/24/2028 0.07%
CITIGROUP INC 03.8870 01/10/2028 0.07%
CITIGROUP INC 04.4500 09/29/2027 0.07%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.07%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.07%
DOVER CORP 0.07%
DUKE ENERGY OHIO INC 03.6500 02/01/2029 0.07%
EVERGY INC 0.07%
FNMA FN30 AS8074 03.0000 10/01/2046 0.07%
FNMA FN30 MA2863 03.0000 01/01/2047 0.07%
HANG SENG BANK LTD 0.07%
HD SUPPLY HOLDINGS INC 0.07%
HUNTSMAN CORP 0.07%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.07%
JUNIPER NETWORKS INC 0.07%
LEAR CORP 0.07%
LLOYDS BANKING GROUP PLC 0.07%
MICROSOFT CORP 02.4000 08/08/2026 0.07%
MITSUI AND CO LTD 0.07%
MWST 2018-W1 A 03.3355 11/25/2051 0.07%
NEW RESIDENTIAL INVESTMENT 0.07%
ORIX CORP 0.07%
PERSIMMON PLC 0.07%
PROLOGIS INC 0.07%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.07%
REPUBLIC SERVICES INC 0.07%
ROYAL DUTCH SHELL PLC-B SHS 0.07%
STACR 2015-DNA3 M2 05.3355 04/25/2028 0.07%
TAISEI CORP 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%
TREASURY BILL 0.07%
TREASURY BILL 0.07%
UGI CORP 0.07%
WELLS FARGO & CO 0.07%
WFHET 2004-2 M1 03.3855 10/25/2034 0.07%
XEROX CORP 0.07%
ZEBRA TECHNOLOGIES CORP-CL A 0.07%
ZOETIS INC 0.07%
ABN AMRO GROUP NV-CVA 0.06%
AENA SME SA 0.06%
AIR LEASE CORP 04.6250 10/01/2028 0.06%
ALLISON TRANSMISSION HOLDING 0.06%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.06%
AMAZON.COM INC 03.1500 08/22/2027 0.06%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.06%
APPLE INC 02.1000 05/06/2019 0.06%
ASHTEAD GROUP PLC 0.06%
ASPEN TECHNOLOGY INC 0.06%
ATHENE HOLDING LTD-CLASS A 0.06%
BANK OF AMERICA CORP 03.4990 05/17/2022 0.06%
BT GROUP PLC 0.06%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.06%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.06%
CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 0.06%
CSAIL 2015-C1 C 04.2956 04/15/2050 0.06%
DEUTSCHE TELEKOM AG-REG 0.06%
DEVON ENERGY CORP 0.06%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.06%
DUKE REALTY CORP 0.06%
ENDESA S.A. 0.06%
ENEL SPA 0.06%
ENERGY TRANSFER OPERATNG 05.8750 01/15/2024 0.06%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.06%
FNMA FN30 AS7003 03.0000 04/01/2046 0.06%
GNMA GII30 TBA 03.0000 04/01/2049 0.06%
GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 0.06%
INTL CONSOLIDATED AIRLINE-DI 0.06%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.06%
MARUBENI CORP 0.06%
MASIMO CORP 0.06%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.06%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.06%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.06%
RAYTHEON COMPANY 02.5000 12/15/2022 0.06%
RESONA HOLDINGS INC 0.06%
S&P MID 400 EMINI JUN19 FAM9 0.06%
SANOFI 0.06%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.06%
SPST 2017-LD1 A 03.2855 11/25/2050 0.06%
STEEL DYNAMICS INC 0.06%
TELENOR ASA 0.06%
TOYOTA MOTOR CORP 0.06%
TPAT 2018-SL1 A P/P 144A 03.0899 01/25/2046 0.06%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.06%
UNUM GROUP 0.06%
UPM-KYMMENE OYJ 0.06%
VISTRA ENERGY CORP 0.06%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.06%
WOLTERS KLUWER 0.06%
3I GROUP PLC 0.05%
APPLE INC 02.8500 05/06/2021 0.05%
APPLE INC 04.2500 02/09/2047 0.05%
ARRIS INTERNATIONAL PLC 0.05%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.05%
BLUESCOPE STEEL LTD 0.05%
BP PLC 0.05%
BPCE SA P/P 144A 04.5000 03/15/2025 0.05%
BRIXMOR PROPERTY GROUP INC 0.05%
CAMDEN PROPERTY TRUST 0.05%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.05%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.05%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.05%
CVS HEALTH CORP 05.0500 03/25/2048 0.05%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.05%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.05%
FAURECIA 0.05%
FNMA FN30 BC2733 03.0000 05/01/2046 0.05%
FNMA FN40 BF0171 04.0000 01/01/2057 0.05%
GAMING AND LEISURE PROPERTIE 0.05%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.05%
GSMS 2011-GC3 D P/P 144A 05.6380 03/10/2044 0.05%
GSMS 2014-GC22 C 04.6895 06/10/2047 0.05%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.05%
HOLOGIC INC 0.05%
HUMANA INC 0.05%
JAPAN AIRLINES CO LTD 0.05%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.05%
KAR AUCTION SERVICES INC 0.05%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.05%
LEAR CORP 03.8000 09/15/2027 0.05%
MEDICAL PROPERTIES TRUST INC 0.05%
MICROSOFT CORP 03.7000 08/08/2046 0.05%
MITSUBISHI CORP 0.05%
MORGAN STANLEY 04.3750 01/22/2047 0.05%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.05%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.05%
NTT DATA CORP 0.05%
ORACLE CORP 02.6500 07/15/2026 0.05%
PENTAIR PLC 0.05%
RAYTHEON COMPANY 0.05%
RECKITT BENCKISER GROUP PLC 0.05%
SKANDINAVISKA ENSKILDA USD 02.6250 03/15/2021 0.05%
SL GREEN REALTY CORP 0.05%
STACR 2016-HQA2 M3 07.6355 11/25/2028 0.05%
STACR 2016-HQA3 M3 06.3355 03/25/2029 0.05%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.05%
STORE CAPITAL CORP 0.05%
US TREASURY N/B 02.2500 11/15/2027 0.05%
US TREASURY N/B 04.5000 02/15/2036 0.05%
VERIZON COMM 04.3290 09/21/2028 0.05%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.05%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.05%
2.80 R ISWP FWD US0003M P 06/19/2049 0.04%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.04%
AMGEN INC 02.6000 08/19/2026 0.04%
ANALOG DEVICES INC 02.8500 03/12/2020 0.04%
ANHEUSER-BUSCH CO/IN P/P 144A 03.6500 02/01/2026 0.04%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.04%
APPLE INC 04.3750 05/13/2045 0.04%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.04%
ASSOCIATED BRITISH FOODS PLC 0.04%
AT&T INC 04.3500 03/01/2029 0.04%
BANK OF AMERICA CORP 03.0040 12/20/2023 0.04%
BANK OF AMERICA CORP 03.8240 01/20/2028 0.04%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.04%
BLACK KNIGHT INC 0.04%
BP CAP MARKETS AMERICA 03.9370 09/21/2028 0.04%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.04%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.04%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.04%
CAPGEMINI SE 0.04%
CARLSBERG AS-B 0.04%
CAS 2016-C01 2M2 09.4355 08/25/2028 0.04%
CGCMT 2013-GC17 AS 04.5440 11/10/2046 0.04%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.04%
CITIGROUP INC 02.6500 10/26/2020 0.04%
CITIGROUP INC 04.7500 05/18/2046 0.04%
COMCAST CORP 03.1500 03/01/2026 0.04%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.04%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.04%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.04%
COVESTRO AG 0.04%
CSAIL 2015-C1 AS 03.7910 04/15/2050 0.04%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.04%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.04%
EBAY INC 0.04%
ECOLAB INC 03.2500 12/01/2027 0.04%
EQUINIX INC 05.3750 05/15/2027 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.04%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.04%
GSMS 2010-C1 D P/P 144A 06.0520 08/10/2043 0.04%
GSMS 2011-GC5 C P/P 144A 05.3913 08/10/2044 0.04%
HEALTHCARE TRUST OF AME-CL A 0.04%
HILL-ROM HOLDINGS INC 0.04%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.04%
JONES LANG LASALLE INC 0.04%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.04%
KDDI CORP 0.04%
KINDER MORGAN INC 04.3000 06/01/2025 0.04%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.04%
LIBERTY PROPERTY TRUST 0.04%
MICROCHIP TEC CV 01.6250 02/15/2027 0.04%
MICROSOFT CORP 01.5500 08/08/2021 0.04%
MICROSOFT CORP 02.4000 02/06/2022 0.04%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.04%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.04%
MSBAM 2014-C17 C 04.4570 08/15/2047 0.04%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.04%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.04%
NINTENDO CO LTD 0.04%
NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 0.04%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.04%
NOVO NORDISK A/S-B 0.04%
NUTRIEN LTD USD 04.2000 04/01/2029 0.04%
OSHKOSH CORP 04.6000 05/15/2028 0.04%
PBF ENERGY INC-CLASS A 0.04%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.04%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.04%
REINSURANCE GROUP OF AMERICA 0.04%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.04%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.04%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.04%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.04%
SCENTRE GROUP 0.04%
SERVICE CORP INTL 04.6250 12/15/2027 0.04%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.04%
SOFTBANK GROUP CORP 0.04%
SPIRIT REALTY CAPITAL INC 0.04%
STACR 2019-DNA2 M2 04.9368 03/25/2049 0.04%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.04%
SWEDBANK AB - A SHARES 0.04%
TAYLOR WIMPEY PLC 0.04%
TELSTRA CORP LTD 0.04%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.04%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.04%
TREASURY BILL 0.04%
TREASURY BILL 0.04%
TREASURY BILL 0.04%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.04%
UCB SA 0.04%
UNITEDHEALTH GROUP INC 03.1500 06/15/2021 0.04%
VERTEX PHARMACEUTICALS INC 0.04%
WFRBS 2012-C10 AS 03.2410 12/15/2045 0.04%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.04%
ZOETIS INC 03.9000 08/20/2028 0.04%
AES CORP/THE 05.1250 09/01/2027 0.03%
AIR LEASE CORP 03.6250 04/01/2027 0.03%
ALFRESA HOLDINGS CORP 0.03%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.03%
ALPHABET INC 01.9980 08/15/2026 0.03%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.03%
AMERICAN FINANCIAL GROUP INC 0.03%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.03%
AMGEN INC 04.6630 06/15/2051 0.03%
ANNALY CAPITAL MANAGEMENT IN 0.03%
ARCELORMITTAL 0.03%
ARKEMA 0.03%
AT&T INC 0.03%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.03%
BANK OF AMERICA CORP 07.2500 CV PFD 0.03%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.03%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.03%
BAXTER INTERNATIONAL INC 0.03%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.03%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.03%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.03%
CAS 2015-C01 1M2 06.7855 02/25/2025 0.03%
CAS 2016-C02 1M2 08.4855 09/25/2028 0.03%
CAS 2016-C04 1M2 06.7355 01/25/2029 0.03%
CAS 2017-C05 1M2 04.6855 01/25/2030 0.03%
CAS 2018-C05 1M2 04.8355 01/25/2031 0.03%
CAS 2018-C06 1M2 04.4855 03/25/2031 0.03%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.03%
CELANESE CORP 0.03%
CFCRE 2011-C1 D P/P 144A 06.0705 04/15/2044 0.03%
CGCMT 2014-GC19 AS 04.3450 03/10/2047 0.03%
CHARLES RIVER LABORATORIES 0.03%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.03%
CHEMED CORP 0.03%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.03%
CHEVRON CORP 01.5610 05/16/2019 0.03%
CK HUTCHISON HOLDINGS LTD 0.03%
CLP HOLDINGS LTD 0.03%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.03%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.03%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.03%
COMCAST CORP 02.3500 01/15/2027 0.03%
COMCAST CORP 03.3750 02/15/2025 0.03%
COMM 2010-C1 D P/P 144A 06.1277 07/10/2046 0.03%
COMM 2012-CR1 AM 03.9120 05/15/2045 0.03%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.03%
COMM 2014-CR17 C 04.7622 05/10/2047 0.03%
COMM 2014-CR19 XA IO 01.1654 08/10/2047 0.03%
COMM 2015-LC21 XA IO 00.7716 07/10/2048 0.03%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.03%
COSTAR GROUP INC 0.03%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.03%
DANAHER CORP 04.7500 CV PFD 0.03%
DISH DBS CORP 05.8750 11/15/2024 0.03%
DUKE ENERGY CORP 03.1500 08/15/2027 0.03%
EAST WEST BANCORP INC 0.03%
ECOLAB INC 02.7000 11/01/2026 0.03%
ENCOMPASS HEALTH CORP 0.03%
ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 0.03%
ENERGY TRANSFER OPERATNG 05.5000 06/01/2027 0.03%
EOG RESOURCES INC 02.6250 03/15/2023 0.03%
EOG RESOURCES INC 04.1500 01/15/2026 0.03%
EQT CORP 03.9000 10/01/2027 0.03%
EQUINIX INC 0.03%
EXTENDED STAY AMERICA INC 0.03%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 0.03%
FIAT CHRYSLER AUTOMOBILES NV 0.03%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.03%
FNMA FN30 AS7154 03.0000 05/01/2046 0.03%
FNMA FN30 BC1155 03.0000 06/01/2046 0.03%
FNMA FN30 BM1172 03.0000 03/01/2047 0.03%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.03%
GENTING SINGAPORE LTD 0.03%
GNMA GII30 TBA 04.0000 04/01/2049 0.03%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.03%
GOOGLE INC 03.3750 02/25/2024 0.03%
GSMS 2013-GC16 D P/P 144A 05.3113 11/10/2046 0.03%
HENDERSON LAND DEVELOPMENT 0.03%
HIGHWOODS PROPERTIES INC 0.03%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.03%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.03%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.03%
ILLUMINA INC 0.03%
IMM 2004-7 1A1 03.2255 11/25/2034 0.03%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.03%
JPMBB 2014-C22 C 04.5605 09/15/2047 0.03%
JPMORGAN CHASE & CO 03.7970 07/23/2024 0.03%
KINDER MORGAN INC 03.1500 01/15/2023 0.03%
L3 TECHNOLOGIES INC 04.4000 06/15/2028 0.03%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.03%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.03%
MERCK & CO INC 03.7000 02/10/2045 0.03%
MORGAN STANLEY 02.6500 01/27/2020 0.03%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.03%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.03%
NIELSEN HOLDINGS PLC 0.03%
NIPPON TELEGRAPH & TELEPHONE 0.03%
NTT DOCOMO INC 0.03%
NUTRIEN LTD USD 04.1250 03/15/2035 0.03%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.03%
OMV AG 0.03%
OUTFRONT MEDIA INC 0.03%
PEARSON PLC 0.03%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.03%
PFIZER INC 01.7000 12/15/2019 0.03%
POPULAR INC 0.03%
PROOFPOINT INC 0.03%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.03%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.03%
S&P GLOBAL INC 02.9500 01/22/2027 0.03%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.03%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.03%
SOUTH32 LTD 0.03%
STACR 2017-DNA1 M2 05.7355 07/25/2029 0.03%
STOCKLAND 0.03%
SUMITOMO CHEMICAL CO LTD 0.03%
SUN HUNG KAI PROPERTIES 0.03%
SWEDISH MATCH AB 0.03%
T-MOBILE USA INC 06.3750 03/01/2025 0.03%
TARGA RESOURCES PART 05.0000 01/15/2028 0.03%
TELEDYNE TECHNOLOGIES INC 0.03%
TELEPHONE AND DATA SYSTEMS 0.03%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.03%
TREASURY BILL 0.03%
TREASURY BILL 0.03%
TREASURY BILL 0.03%
TUI AG-DI 0.03%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.03%
US TREASURY N/B 02.3750 08/15/2024 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.03%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.03%
WALT DISNEY CO/THE 0.03%
WALT DISNEY COMPAN P/P 144A 04.7500 09/15/2044 0.03%
WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 0.03%
WARNER MEDIA LLC 03.8000 02/15/2027 0.03%
WATERS CORP 0.03%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.03%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.03%
WFRBS 2014-C22 XA IO 00.8451 09/15/2057 0.03%
WFRBS 2014-C23 XA IO 00.6023 10/15/2057 0.03%
YANGZIJIANG SHIPBUILDING 0.03%
ABBVIE INC 03.6000 05/14/2025 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
AIR LEASE CORP 02.5000 03/01/2021 0.02%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.02%
ALPHABET INC 03.6250 05/19/2021 0.02%
AMERICAN ELECTRIC POWER 0.02%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.02%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.02%
APPLE HOSPITALITY REIT INC 0.02%
APPLE INC 02.0000 05/06/2020 0.02%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 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%
ARISTOCRAT LEISURE LTD 0.02%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.02%
AUTOZONE INC 0.02%
BANDAI NAMCO HOLDINGS INC 0.02%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.02%
BANK LEUMI LE-ISRAEL 0.02%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.02%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.02%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 0.02%
BECTON DICKINSON AND CO 06.1250 CUM CV PFD 0.02%
BEMIS COMPANY 0.02%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.02%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.02%
BMIR 2018-2A M1B P/P 144A 03.8355 08/25/2028 0.02%
BMW US CAPITAL LLC P/P 144A 02.8000 04/11/2026 0.02%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.02%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.02%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.02%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.02%
BROOKFIELD PROPERTY REIT I-A 0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
CAPRI HOLDINGS LTD 0.02%
CAS 2015-C02 2M2 06.4855 05/25/2025 0.02%
CBS CORP 02.9000 01/15/2027 0.02%
CBS CORP 04.6000 01/15/2045 0.02%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.02%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.02%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.02%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.02%
CGCMT 2014-GC19 X IO 01.1645 03/10/2047 0.02%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.02%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.02%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.02%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.02%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 0.02%
CIMIC GROUP LTD 0.02%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.02%
CIT GROUP INC 05.0000 08/01/2023 0.02%
CITIGROUP INC 02.9000 12/08/2021 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.02%
COGNIZANT TECH SOLUTIONS-A 0.02%
COLRUYT SA 0.02%
COMCAST CORP 03.9690 11/01/2047 0.02%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.02%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.02%
COMM 2014-LC15 XA IO 01.2344 04/10/2047 0.02%
CROWN CASTLE INTL CORP 06.8750 CUM CV PFD 0.02%
CROWN RESORTS LTD 0.02%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.02%
CURTISS-WRIGHT CORP 0.02%
CVS HEALTH CORP 02.7500 12/01/2022 0.02%
CWL 2004-5 2A 02.9855 10/25/2034 0.02%
CWL 2005-8 M4 03.4155 12/25/2035 0.02%
DEUTSCHE BOERSE AG 0.02%
DEUTSCHE POST AG-REG 0.02%
DIGITAL DELTA HLDG 03.4000 10/01/2020 0.02%
DISH NETWORK CV 03.3750 08/15/2026 0.02%
DOLBY LABORATORIES INC-CL A 0.02%
DOUGLAS EMMETT INC 0.02%
ENBRIDGE INC USD 04.2500 12/01/2026 0.02%
EQUINOR ASA USD 02.9000 11/08/2020 0.02%
FAST RETAILING CO LTD 0.02%
FIDELITY NATIONAL INFO SERV 0.02%
FOX CORP P/P 144A 04.0300 01/25/2024 0.02%
FRONTIER COMM 11.0000 09/15/2025 0.02%
FUJITSU LTD 0.02%
GALAXY ENT GRP L 0.02%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.02%
GNMA GII30 AT7632 04.0000 08/20/2046 0.02%
GNR 2011-135 DI IO 05.0000 04/16/2040 0.02%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.02%
GNR 2017-139 NI IO 04.5000 09/20/2047 0.02%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.02%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.02%
GREAT LAKES D&D 08.0000 05/15/2022 0.02%
GSMS 2013-GC13 AS P/P 144A 04.0828 07/10/2046 0.02%
GSMS 2014-GC24 XA IO 00.7962 09/10/2047 0.02%
GSMS 2015-GC30 XA IO 00.8526 05/10/2050 0.02%
HCA INC 05.2500 06/15/2026 0.02%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.02%
HOCHTIEF AG 0.02%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.02%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.02%
HUDSON PACIFIC PROPERTIES IN 0.02%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.02%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.02%
ILLUMINA INC P/P 144A CV 00.0000 08/15/2023 0.02%
INDUSTRIA DE DISENO TEXTIL 0.02%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
INTEL CORP CV 03.2500 08/01/2039 0.02%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
INTERCONTINENTAL EXCHANGE IN 0.02%
IVORY COAST REGS 05.2500 03/22/2030 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JAZZ INVESTME USD 01.8750 08/15/2021 0.02%
JAZZ PHARMACEUTICALS PLC 0.02%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.02%
JPMBB 2013-C14 C 04.5639 08/15/2046 0.02%
JPMBB 2014-C22 XA IO 00.8635 09/15/2047 0.02%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.02%
JPMCC 2013-LC11 C 03.9582 04/15/2046 0.02%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.02%
KAJIMA CORP 0.02%
KBC GROUP NV 0.02%
KERING 0.02%
KONINKLIJKE PHILIPS NV 0.02%
LIBERTY MEDIA COR-SIRIUSXM A 0.02%
LIVE NATION CV 02.5000 03/15/2023 0.02%
LONDON STOCK EXCHANGE GROUP 0.02%
MEDIPAL HOLDINGS CORP 0.02%
MERCK & CO INC 01.8500 02/10/2020 0.02%
MERCK & CO INC 02.9000 03/07/2024 0.02%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.02%
MIRVAC GROUP 0.02%
MLMI 2005-A10 A 02.6955 02/25/2036 0.02%
MOWI ASA 0.02%
MSBAM 2013-C13 AS 04.2660 11/15/2046 0.02%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.02%
MSBAM 2015-C26 XA IO 01.0350 10/15/2048 0.02%
MSC 2012-C4 D P/P 144A 05.4207 03/15/2045 0.02%
MSC 2016-BNK2 XA IO 01.0905 11/15/2049 0.02%
MSC 2016-BNK2 XB IO 00.5478 11/15/2049 0.02%
NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 0.02%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.02%
NAVISTAR INTL TLB L+350 05.8900 11/06/2024 0.02%
NEXT PLC 0.02%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.02%
NEXTERA ENERGY INC 06.1230 CV PFD 0.02%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.02%
NORTHROP GRUMMAN CORP 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
NRG ENERGY P/P 144A CV 02.7500 06/01/2048 0.02%
NRZT 2018-4A A1M 03.3855 01/25/2048 0.02%
OCCIDENTAL PETROLEUM CORP 0.02%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.02%
ON SEMICONDUC CV 01.6250 10/15/2023 0.02%
OSHKOSH CORP 05.3750 03/01/2025 0.02%
PALO ALTO NET P/P 144A CV 00.7500 07/01/2023 0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.02%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.02%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.02%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.02%
PFIZER INC 03.0000 12/15/2026 0.02%
PRICELINE.COM CV 00.3500 06/15/2020 0.02%
PROSIEBENSAT.1 MEDIA SE 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%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 0.02%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.02%
PULTEGROUP INC 0.02%
RANDSTAD NV 0.02%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.02%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.02%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.02%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.02%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.02%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.02%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.02%
SAINSBURY (J) PLC 0.02%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.02%
SARTORIUS STEDIM BIOTECH 0.02%
SCHRODERS PLC 0.02%
SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 0.02%
SEMPRA ENERGY 06.0000 CUM CV PFD 0.02%
SERVICEMASTER GLOBAL HOLDING 0.02%
SERVICENOW IN CV 00.0000 06/01/2022 0.02%
SG HOLDINGS CO LTD 0.02%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.02%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.02%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.02%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.02%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.02%
SPLUNK INC P/P 144A CV 01.1250 09/15/2025 0.02%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.02%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.02%
SPRINT CORP 07.1250 06/15/2024 0.02%
SPRINT CORP 07.8750 09/15/2023 0.02%
SQUARE INC P/P 144A CV 00.5000 05/15/2023 0.02%
STACR 2013-DN2 M2 06.7355 11/25/2023 0.02%
STACR 2014-DN4 M3 07.0355 10/25/2024 0.02%
STACR 2014-HQ3 M3 07.2355 10/25/2024 0.02%
STACR 2016-DNA1 M3 08.0399 07/25/2028 0.02%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.02%
STRAUMANN HOLDING AG-REG 0.02%
SUMITOMO MITSUI TRUST HOLDIN 0.02%
SWISSCOM AG-REG 0.02%
T-MOBILE US INC 0.02%
TAPESTRY INC 0.02%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.02%
TEXAS INSTRUMENTS INC 0.02%
THERMO FISHER SCIENTIFIC INC 0.02%
TJX COMPANIES INC 0.02%
TRANSDIGM INC 06.3750 06/15/2026 0.02%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.02%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.02%
UNITEDHEALTH GROUP INC 04.2500 04/15/2047 0.02%
US BANCORP 0.02%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.02%
VOLKSWAGEN AG PFD 0.02%
WAMU 2004-AR13 A1A 03.2055 11/25/2034 0.02%
WAMU 2004-AR13 A2B 03.3655 11/25/2034 0.02%
WAMU 2005-AR1 A2A1 03.1655 01/25/2045 0.02%
WEC ENERGY GROUP INC 04.7963 05/15/2067 0.02%
WEINGARTEN REALTY INVESTORS 0.02%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.02%
WESCO INTERNATIONAL INC 0.02%
WESTROCK MWV LLC 08.2000 01/15/2030 0.02%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.02%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.02%
WFCM 2013-LC12 AS 04.2867 07/15/2046 0.02%
WFCM 2016-BNK1 C 03.0710 08/15/2049 0.02%
WFRBS 2011-C2 D P/P 144A 05.6525 02/15/2044 0.02%
WFRBS 2011-C3 D P/P 144A 05.6839 03/15/2044 0.02%
WFRBS 2011-C5 E P/P 144A 05.6731 11/15/2044 0.02%
WFRBS 2012-C10 D P/P 144A 04.4419 12/15/2045 0.02%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.02%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.02%
WFRBS 2014-C19 AS 04.2710 03/15/2047 0.02%
WFRBS 2014-C25 XA IO 00.8861 11/15/2047 0.02%
WINTRUST FINANCIAL CORP 0.02%
WORKDAY INC CV 00.2500 10/01/2022 0.02%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.02%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
2.55 R ISWP FWD US0003M P 06/19/2021 0.01%
2.65 R ISWP FWD US0003M P 06/19/2029 0.01%
8X8 INC P/P 144A CV 00.5000 02/01/2024 0.01%
ABBVIE INC 02.5000 05/14/2020 0.01%
ABC-MART INC 0.01%
AEGON NV 0.01%
AES CORP/THE 05.5000 04/15/2025 0.01%
AIR TRANSPORT CV 01.1250 10/15/2024 0.01%
AKAMAI TECH P/P 144A CV 00.1250 05/01/2025 0.01%
ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 0.01%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.01%
ALTERYX INC P/P 144A CV 00.5000 06/01/2023 0.01%
AMAZON.COM INC 04.0500 08/22/2047 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.01%
AMDOCS LTD 0.01%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.01%
AMERICAN ELECTRIC POWER 06.1250 CV PFD 0.01%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.01%
AMG CAPITAL TRUST II 05.1500 CV PFD 0.01%
AMGEN INC 03.4500 10/01/2020 0.01%
AMSI 2004-R1 A1B 03.2855 02/25/2034 0.01%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.01%
ANTERO RESOURCES 05.3750 11/01/2021 0.01%
ANTHEM INC 0.01%
APERGY CORP 06.3750 05/01/2026 0.01%
APPLE INC 03.8500 05/04/2043 0.01%
ARC PROP OPER PART L 04.6000 02/06/2024 0.01%
ARCELORMITTAL USD 07.0000 10/15/2039 0.01%
ARMT 2005-9 5A1 03.0255 11/25/2035 0.01%
ARRW 2018-1 A3 04.1570 04/25/2048 0.01%
ARRW 2019-1 A3 01.3040 01/25/2049 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
AT&T INC 03.4000 05/15/2025 0.01%
AT&T INC 04.7500 05/15/2046 0.01%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.01%
AUTONATION INC. 05.5000 02/01/2020 0.01%
AVAYA TLB L+425 06.7775 12/15/2024 0.01%
AXALTA COATING SYSTEMS LTD 0.01%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.01%
BANK 2017-BNK9 XA IO 00.8183 11/15/2054 0.01%
BANK OF AMERICA CORP 0.01%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.01%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.01%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.01%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.01%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 0.01%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 0.01%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.01%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.01%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BERKELEY GROUP HOLDINGS/THE 0.01%
BERKSHIRE HATHAWAY E 03.8000 07/15/2048 0.01%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.01%
BGC PARTNERS INC 05.1250 05/27/2021 0.01%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.01%
BIOGEN INC 03.6250 09/15/2022 0.01%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 0.01%
BOLIDEN AB 0.01%
BOMBARDIER INC P/P 144A 07.8750 04/15/2027 0.01%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.01%
BP CAP MARKETS AMERICA 03.1190 05/04/2026 0.01%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
BRAND ENERGY TL L+425 06.9566 06/21/2024 0.01%
BROTHER INDUSTRIES LTD 0.01%
CAESARS ENTERTAIN CORP CV 05.0000 10/01/2024 0.01%
CALIFORNIA RESOURC TL L+475 07.0365 12/31/2022 0.01%
CARBONITE INC CV 02.5000 04/01/2022 0.01%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2014-C02 1M2 05.0855 05/25/2024 0.01%
CAS 2014-C02 2M2 05.0855 05/25/2024 0.01%
CAS 2014-C03 2M2 05.3855 07/25/2024 0.01%
CAS 2014-C04 1M2 07.3855 11/25/2024 0.01%
CAS 2015-C02 1M2 06.4855 05/25/2025 0.01%
CAS 2015-C03 2M2 07.4855 07/25/2025 0.01%
CAS 2017-C01 1M2 06.0355 07/25/2029 0.01%
CAS 2017-C03 1M2 05.4855 10/25/2029 0.01%
CAS 2018-C04 2M2 05.0355 12/25/2030 0.01%
CAS 2018-C06 2M2 04.5855 03/25/2031 0.01%
CAS 2019-R01 2M2 04.9355 07/25/2031 0.01%
CAS 2019-R02 1M2 04.7855 08/25/2031 0.01%
CBRE SERVICES INC 04.8750 03/01/2026 0.01%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.01%
CD 2016-CD1 XA IO 01.4221 08/10/2049 0.01%
CD 2016-CD2 XA IO 00.6791 11/10/2049 0.01%
CDK GLOBAL INC 0.01%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.01%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.01%
CENTENE CORP 06.1250 02/15/2024 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CFCRE 2011-C2 D P/P 144A 05.7568 12/15/2047 0.01%
CGCMT 2012-GC8 XA IO P/P 144A 01.7886 09/10/2045 0.01%
CGCMT 2014-GC21 X IO 01.2135 05/10/2047 0.01%
CGCMT 2014-GC23 IO 00.9837 07/10/2047 0.01%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.01%
CHEGG INC P/P 144A CV 00.1250 03/15/2025 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHENIERE ENERGY INC CV 04.2500 03/15/2045 0.01%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.01%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.01%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 0.01%
CIENA CORP 0.01%
CINCINNATI BELL INC 06.7500 CUM CV PFD 0.01%
CINEMARK USA INC 04.8750 06/01/2023 0.01%
CISCO SYSTEMS INC 02.2000 02/28/2021 0.01%
CITIGROUP INC 04.6000 03/09/2026 0.01%
CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 0.01%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.01%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.01%
CMLTI 2005-2 1A2A 04.9126 05/25/2035 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
COCA-COLA AMATIL LTD 0.01%
COLGATE-PALMOLIVE CO 0.01%
COLONY STARWO CV 03.5000 01/15/2022 0.01%
COMCAST CORP 06.5000 11/15/2035 0.01%
COMM 2012-LC4 AM 04.0630 12/10/2044 0.01%
COMM 2012-LC4 C 05.5393 12/10/2044 0.01%
COMM 2013-CR11 XA IO 00.9530 08/10/2050 0.01%
COMM 2013-CR9 D P/P 144A 04.2568 07/10/2045 0.01%
COMM 2013-LC13 XA IO 01.1613 08/10/2046 0.01%
COMM 2014-CR14 XA IO 00.6235 02/10/2047 0.01%
COMM 2014-CR17 XA IO 01.0502 05/10/2047 0.01%
COMM 2014-CR20 XA IO 01.1151 11/10/2047 0.01%
COMM 2014-UBS4 XA IO 01.1717 08/10/2047 0.01%
COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 0.01%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.01%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.01%
COMSTOCK RESOURCES P/P 144A 09.7500 08/15/2026 0.01%
CONMED CORP P/P 144A CV 02.6250 02/01/2024 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
COUPA SOFTW P/P 144A CV 00.3750 01/15/2023 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.01%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.01%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.01%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 0.01%
CROWN AMER/CAP 04.7500 02/01/2026 0.01%
CROWN CASTLE INTL CORP 03.1500 07/15/2023 0.01%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.01%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.01%
CSMC 2016-NXSR C 04.3615 12/15/2049 0.01%
CSMC 2016-NXSR XA IO 00.7954 12/15/2049 0.01%
CSX CORP 04.1000 03/15/2044 0.01%
CVS HEALTH CORP 02.8750 06/01/2026 0.01%
DBJPM 2016-C3 XA IO 01.4970 09/10/2049 0.01%
DCP MIDSTREAM OPERATING 05.3750 07/15/2025 0.01%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.01%
DEERE & COMPANY 02.6000 06/08/2022 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DEUTSCHE LUFTHANSA-REG 0.01%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.01%
DEXCOM INC P/P 144A CV 00.7500 12/01/2023 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.01%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
DNB BANK ASA P/P 144A 02.1250 10/02/2020 0.01%
DNB NOR ASA 0.01%
DOCUSIGN INC P/P 144A CV 00.5000 09/15/2023 0.01%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.01%
DOLLAR TREE INC 0.01%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.01%
DTE ENERGY CO 06.5000 CV PFD 0.01%
DYCOM IND INC CV 00.7500 09/15/2021 0.01%
EAGLECLAW MID TL L+425 06.8789 06/30/2024 0.01%
ECOLAB INC 0.01%
EMLT 2004-1 M2 03.9105 01/25/2034 0.01%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.01%
ENSCO PLC USD 07.7500 02/01/2026 0.01%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
EQUINOR ASA USD 05.1000 08/17/2040 0.01%
EQUITY RESIDENTIAL TR REIT 0.01%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.01%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.01%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.01%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
ETSY INC CV 00.0000 03/01/2023 0.01%
EURONET WORLD P/P 144A CV 00.7500 03/15/2049 0.01%
EUTELSAT COMMUNICATIONS 0.01%
EVERBRIDGE INC CV 01.5000 11/01/2022 0.01%
EVONIK INDUSTRIES AG 0.01%
EXACT SCIENCES CORP CV 00.3750 03/15/2027 0.01%
EXACT SCIENCES CORP CV 01.0000 01/15/2025 0.01%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 0.01%
FHR 3829 AS IO 04.4663 03/15/2041 0.01%
FHR 4096 MI IO 04.0000 01/15/2042 0.01%
FHR 4546 PI IO 04.0000 12/15/2045 0.01%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.01%
FIRSTENERGY CORP 03.9000 07/15/2027 0.01%
FIRSTENERGY CORP 04.8500 07/15/2047 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%
FORTIVE CORPORATION 05.0000 CUM CV PFD 0.01%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 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%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.01%
GARMIN LTD 0.01%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.01%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.01%
GLENCORE PLC 0.01%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.01%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.01%
GNMA 10000 BC8223 03.5000 11/20/2047 0.01%
GNMA 10000 BE3158 03.5000 11/20/2047 0.01%
GNR 2013-99 AS IO 03.5623 06/20/2043 0.01%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.01%
GNR 2015-H25 BI IO 01.8864 10/20/2065 0.01%
GNR 2016-135 PI IO 04.0000 05/20/2046 0.01%
GNR 2016-H16 EI IO 02.2094 06/20/2066 0.01%
GNR 2017-123 JI IO 04.0000 08/20/2046 0.01%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.01%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.01%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.01%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.01%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.01%
GREIF INC P/P 144A 06.5000 03/01/2027 0.01%
GSMS 2011-GC3 C P/P 144A 05.6380 03/10/2044 0.01%
GSMS 2013-GC10 AS 03.2790 02/10/2046 0.01%
GSMS 2013-GC10 XA IO 01.5164 02/10/2046 0.01%
GSMS 2014-GC18 C 04.9960 01/10/2047 0.01%
GSMS 2014-GC18 XA IO 01.0286 01/10/2047 0.01%
GSMS 2014-GC22 XA IO 00.9894 06/10/2047 0.01%
HARTFORD FINL SVCS GRP 06.6250 03/30/2040 0.01%
HCA INC 05.0000 03/15/2024 0.01%
HCA INC 05.5000 06/15/2047 0.01%
HCA INC 06.5000 02/15/2020 0.01%
HESS CORP 0.01%
HIKARI TSUSHIN INC 0.01%
HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 0.01%
HKT TRUST AND HKT LTD-SS 0.01%
HOLOGIC INC P/P 144A 04.3750 10/15/2025 0.01%
HOME DEPOT INC 02.6250 06/01/2022 0.01%
HSBC HOLDINGS PLC 0.01%
HSBC HOLDINGS PLC USD 04.8750 01/14/2022 0.01%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.01%
HUBSPOT INC CV 00.2500 06/01/2022 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
HUSKY TLB L+300 05.4930 03/28/2025 0.01%
HYATT HOTELS CORP 04.8500 03/15/2026 0.01%
IAC FINANCECO P/P 144A CV 00.8750 10/01/2022 0.01%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
II-VI INC CV 00.2500 09/01/2022 0.01%
IMM 2004-6 1A2 03.2655 10/25/2034 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
INPHI CORP CV 00.7500 09/01/2021 0.01%
INSULET CORP P/P 144A CV 01.3750 11/15/2024 0.01%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.01%
INTL FLAVOR & FRAGRANCES 06.0000 CV PFD 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
IPSEN 0.01%
IQIYI INC P/P 144A 02.0000 04/01/2025 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
ITRON INC P/P 144A 05.0000 01/15/2026 0.01%
IVORY COAST REGS 06.1250 06/15/2033 0.01%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.01%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.01%
JAGGED PEAK ENERGY 05.8750 05/01/2026 0.01%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.01%
JO-ANN STORES 2NDL L+925 11.7272 05/21/2024 0.01%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.01%
JPMBB 2013-C14 AS 04.4093 08/15/2046 0.01%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.01%
JPMBB 2014-C19 XA IO 01.0573 04/15/2047 0.01%
JPMBB 2014-C24 XA IO 00.9660 11/15/2047 0.01%
JPMBB 2014-C25 XA IO 00.9362 11/15/2047 0.01%
JPMCC 2012-C6 D 05.1568 05/15/2045 0.01%
JPMCC 2012-C6 E P/P 144A 05.1568 05/15/2045 0.01%
JPMCC 2013-LC11 X IO 01.2692 04/15/2046 0.01%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 0.01%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.01%
KAMAN CORP CV 03.2500 05/01/2024 0.01%
KERRY PROPERTIES LTD 0.01%
KEURIG DR PEPPER INC P/P 144A 04.4170 05/25/2025 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%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.01%
KINDER MORGAN INC 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
LABORATORY CRP OF AMER HLDGS 0.01%
LBMLT 2004-5 A5 03.0455 09/25/2034 0.01%
LENNAR CORP 05.8750 11/15/2024 0.01%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.01%
LIBERTY MEDIA CV 01.0000 01/30/2023 0.01%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.01%
LIGAND PHARMA P/P 144A CV 00.7500 05/15/2023 0.01%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 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%
LNSTR 2015-3 B P/P 144A 03.1280 04/20/2048 0.01%
LOEWS CORP 0.01%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
MANDATORY EXCH TRUST P/P 144A 05.7500 CV PFD 0.01%
MASTEC INC 04.8750 03/15/2023 0.01%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MAXIM INTEGRATED PRODUCTS 0.01%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.01%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.01%
MEDICINES CO CV 02.5000 01/15/2022 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MEREDITH CORP 06.8750 02/01/2026 0.01%
MGM RESORTS INTL 06.6250 12/15/2021 0.01%
MHL 2005-1 1M1 03.2055 02/25/2035 0.01%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.01%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.01%
MITSUBISHI CHEMICAL HOLDINGS 0.01%
MITSUBISHI GAS CHEMICAL CO 0.01%
MITSUBISHI MOTORS CORP 0.01%
MITSUBISHI UFJ LEASE & FINAN 0.01%
MLMI 2005-A2 A2 04.4466 02/25/2035 0.01%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.01%
MONCLER SPA 0.01%
MONGODB INC P/P 144A CV 00.7500 06/15/2024 0.01%
MSAC 2004-HE6 M1 03.3105 08/25/2034 0.01%
MSBAM 2012-C6 D P/P 144A 04.6111 11/15/2045 0.01%
MSBAM 2013-C13 XA IO 01.0042 11/15/2046 0.01%
MSBAM 2013-C7 XA IO 01.3532 02/15/2046 0.01%
MSBAM 2015-C25 XA IO 01.1143 10/15/2048 0.01%
MSC 2011-C3 D P/P 144A 05.1547 07/15/2049 0.01%
MSC 2012-C4 C P/P 144A 05.4207 03/15/2045 0.01%
MSC 2012-C4 XA IO P/P 144A 02.0826 03/15/2045 0.01%
MSC 2016-UB12 XA IO 00.7975 12/15/2049 0.01%
NABORS INDUSTRIES INC. 05.7500 02/01/2025 0.01%
NATIONAL AUSTRALIA B P/P 144A 03.2906 12/09/2019 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.01%
NCHET 2003-4 M1 03.6105 10/25/2033 0.01%
NCI BUILDING SYS INC P/P 144A 08.0000 04/15/2026 0.01%
NETFLIX INC 04.8750 04/15/2028 0.01%
NETFLIX INC P/P 144A 06.3750 05/15/2029 0.01%
NETFLIX INC. P/P 144A 05.8750 11/15/2028 0.01%
NEW RELIC INC P/P 144A CV 00.5000 05/01/2023 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NICE SYS INC CV 01.2500 01/15/2024 0.01%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.01%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.01%
NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 0.01%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.01%
NRG ENERGY INC 05.7500 01/15/2028 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NRG ENERGY INC. 06.2500 05/01/2024 0.01%
NUANCE COMM CV 01.2500 04/01/2025 0.01%
NUTANIX INC CV 00.0000 01/15/2023 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.01%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.01%
OKTA INC CV 00.2500 02/15/2023 0.01%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.01%
OMNICARE INC 04.7500 12/01/2022 0.01%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.01%
ORACLE CORP 02.5000 05/15/2022 0.01%
ORACLE CORP 02.5000 10/15/2022 0.01%
ORYX TLB L+325 05.7430 02/28/2025 0.01%
OSI SYS INC CV 01.2500 09/01/2022 0.01%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 0.01%
PAR PHARMA INC P/P 144A 07.5000 04/01/2027 0.01%
PATRICK INDS CV 01.0000 02/01/2023 0.01%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.01%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.01%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.01%
PFIZER INC 01.9500 06/03/2021 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
PLURALSIGHT P/P 144A CV 00.3750 03/01/2024 0.01%
PNC BANK NA 02.0000 05/19/2020 0.01%
POLA ORBIS HOLDINGS INC 0.01%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.01%
PQ CORP P/P 144A 05.7500 12/15/2025 0.01%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.01%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.01%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.01%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.01%
PULTEGROUP INC 05.5000 03/01/2026 0.01%
PULTEGROUP INC. 07.8750 06/15/2032 0.01%
QIAGEN N.V. 0.01%
QORVO INC P/P 144A 05.5000 07/15/2026 0.01%
QTS REALTY TRUST INC 06.5000 CUM CV PFD 0.01%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.01%
REALPAGE INC CV 01.5000 11/15/2022 0.01%
REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 0.01%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.01%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 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%
REXNORD CORP 05.7500 CUM CV PFD 0.01%
RINGCENTRAL CV 00.0000 03/15/2023 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 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%
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%
RTL GROUP 0.01%
RWE AG 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%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.01%
SESI LLC 07.7500 09/15/2024 0.01%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.01%
SHERWIN-WILLIAMS CO/THE 0.01%
SHIMIZU CORP 0.01%
SIEMENS HEALTH 0.01%
SIKA AG-REG 0.01%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.01%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.01%
SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 0.01%
SM ENERGY CO 06.1250 11/15/2022 0.01%
SM ENERGY CO 06.7500 09/15/2026 0.01%
SPRINGLEAF FINANCE CORP 06.1250 05/15/2022 0.01%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.01%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.01%
SS&C TECH INC P/P 144A 05.5000 09/30/2027 0.01%
STACR 2016-DNA3 M3 07.4855 12/25/2028 0.01%
STACR 2018-DNA1 M2 04.2855 07/25/2030 0.01%
STACR 2019-DNA1 M2 05.1355 01/25/2049 0.01%
STANLEY BLACK & DECKER INC 0.01%
STAR MERGER SUB INC P/P 144A 06.8750 08/15/2026 0.01%
STARWOOD PROP TR 04.7500 03/15/2025 0.01%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.01%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.01%
SUPERNUS PH P/P 144A CV 00.6250 04/01/2023 0.01%
SUZUKI MOTOR CORP 0.01%
SWIRE PROPERTIES LTD 0.01%
SYNOPSYS INC 0.01%
T-MOBILE USA INC 04.5000 02/01/2026 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
T-MOBILE USA INC 05.3750 04/15/2027 0.01%
TAKEDA PHARMACEUTIC-SP ADR 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 0.01%
TELADOC INC P/P 144A CV 01.3750 05/15/2025 0.01%
TENET HEALTHCARE 04.6250 07/15/2024 0.01%
TENET HEALTHCARE 06.0000 10/01/2020 0.01%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 0.01%
TENNANT CO 05.6250 05/01/2025 0.01%
TESLA INC CV 01.2500 03/01/2021 0.01%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 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%
TOLEDO EDISON COMPANY 06.1500 05/15/2037 0.01%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.01%
TRANSDIGM INC 06.5000 07/15/2024 0.01%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.01%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.01%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.01%
TREASURY BILL 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
TWILIO INC P/P 144A CV 00.2500 06/01/2023 0.01%
TWITTER INC CV 01.0000 09/15/2021 0.01%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.01%
UBS GROUP FUNDIN P/P 144A 04.2530 03/23/2028 0.01%
UBSBB 2012-C2 D P/P 144A 04.8925 05/10/2063 0.01%
UBSBB 2012-C2 XA IO P/P 144A 01.3229 05/10/2063 0.01%
UBSBB 2013-C6 XA IO P/P 144A 01.1281 04/10/2046 0.01%
UBSCM 2017-C7 XA IO 01.0678 12/15/2050 0.01%
UNILEVER PLC 0.01%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.01%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.01%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.01%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
US FOODS HOLDING CORP 0.01%
USA COMPRESSION PART 06.8750 04/01/2026 0.01%
USG CORP P/P 144A 04.8750 06/01/2027 0.01%
USI INC/NY P/P 144A 06.8750 05/01/2025 0.01%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.01%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.01%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.01%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.01%
VMWARE INC 03.9000 08/21/2027 0.01%
VOCERA COMM P/P 144A CV 01.5000 05/15/2023 0.01%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.01%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.01%
WALT DISNEY COMPANY P/P 144A 03.0000 09/15/2022 0.01%
WALT DISNEY COMPANY P/P 144A 04.7500 11/15/2046 0.01%
WAMU 2004-AR13 A1B2 03.4655 11/25/2034 0.01%
WAMU 2005-AR1 A2A3 03.2855 01/25/2045 0.01%
WAMU 2005-AR2 1A1A 02.8155 01/25/2045 0.01%
WAMU 2005-AR2 2A2B 02.8655 01/25/2045 0.01%
WAMU 2005-AR8 2A1A 03.0655 07/25/2045 0.01%
WAMU 2005-AR8 2AB3 03.2055 07/25/2045 0.01%
WAMU 2005-AR8 2AC2 03.4055 07/25/2045 0.01%
WARNER MEDIA LLC 02.9500 07/15/2026 0.01%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.01%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.01%
WAYFAIR INC CV 00.3750 09/01/2022 0.01%
WBCMT 2005-C21 D 05.2380 10/15/2044 0.01%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.01%
WELLS FARGO & COMPANY 07.5000 CV PFD 0.01%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.01%
WESFARMERS LTD 0.01%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.01%
WESTROCK MWV LLC 07.9500 02/15/2031 0.01%
WEYERHAEUSER CO 07.3750 03/15/2032 0.01%
WFCM 2013-LC12 C 04.2867 07/15/2046 0.01%
WFCM 2014-LC16 XA IO 01.3202 08/15/2050 0.01%
WFCM 2015-C27 XA IO 00.9020 02/15/2048 0.01%
WFCM 2016-LC25 XA IO 01.0120 12/15/2059 0.01%
WFRBS 2011-C4 D P/P 144A 05.2316 06/15/2044 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.5622 12/15/2045 0.01%
WFRBS 2012-C9 AS 03.3880 11/15/2045 0.01%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.01%
WFRBS 2013-C14 XA IO 00.7388 06/15/2046 0.01%
WFRBS 2013-C16 AS 04.6680 09/15/2046 0.01%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.01%
WFRBS 2014-C24 XA IO 00.8696 11/15/2047 0.01%
WH GROUP LTD 0.01%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.01%
WILLIAMS COMPANIES INC 03.6000 03/15/2022 0.01%
WIX LTD P/P 144A 00.0000 07/01/2023 0.01%
WPX ENERGY INC 05.7500 06/01/2026 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%
WRIGHT MEDICA P/P 144A CV 01.6250 06/15/2023 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%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.01%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
ADVANZ PHARMA CORP 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AGL ENERGY LTD 0.00%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.00%
AIR METHODS TLB L+350 06.3030 04/21/2024 0.00%
AKER BP ASA P/P 144A 05.8750 03/31/2025 0.00%
ALEXANDRIA REAL ESTATE E 07.0000 CUM CV PFD 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.00%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
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%
ALTA MESA HLDGS 07.8750 12/15/2024 0.00%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.00%
ALTRIA GROUP INC. 09.2500 08/06/2019 0.00%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 0.00%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.00%
AMERICAN HOME 4 RENT 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
ANTERO RESOURCES CORP 05.0000 03/01/2025 0.00%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.00%
ANTHEM INC 04.6250 05/15/2042 0.00%
APACHE CORPORATION 03.2500 04/15/2022 0.00%
APARTMENT INVT & MGMT CO -A 0.00%
APPALACHIAN POWER CO 04.6000 03/30/2021 0.00%
APPLE INC 03.4500 05/06/2024 0.00%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 0.00%
ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
ARD FINANCE SA USD 07.1250 09/15/2023 0.00%
ARGENTINE REPUBLIC USD 04.6250 01/11/2023 0.00%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 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/USD 04/17/2019 BANKAM 0.00%
AUD/USD 04/17/2019 BCAP-FX 0.00%
AUD/USD 04/17/2019 CITI 0.00%
AUD/USD 04/17/2019 CSI-FX 0.00%
AUD/USD 04/17/2019 GSFX 0.00%
AUD/USD 04/17/2019 HSBCB 0.00%
AUD/USD 04/17/2019 JPMCB 0.00%
AUD/USD 04/17/2019 RBSF 0.00%
AUD/USD 04/17/2019 SSBT 0.00%
AUD/USD 04/17/2019 UBS 0.00%
AUD/USD 04/17/2019 WPAC 0.00%
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AVAYA HOLDINGS CORP 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 0.00%
AVERY DENNISON CORP 0.00%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.00%
BAUSCH HLTH COS INC P/P 144A 05.7500 08/15/2027 0.00%
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BERRY GLOBAL INC 05.1250 07/15/2023 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.00%
BLACKROCK TCP CAP CORP CV 05.2500 12/15/2019 0.00%
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BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.00%
BOYD GAMING CORP 06.3750 04/01/2026 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
BP CAP MARKETS AMERICA 04.5000 10/01/2020 0.00%
BRIGHT HORIZONS FAMILY SOLUT 0.00%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.00%
CA TXB-VAR PURP 07.5000 04/01/2034 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 04/17/2019 BANKAM 0.00%
CAD/USD 04/17/2019 BCAP-FX 0.00%
CAD/USD 04/17/2019 CITI 0.00%
CAD/USD 04/17/2019 CSI-FX 0.00%
CAD/USD 04/17/2019 HSBCB 0.00%
CAD/USD 04/17/2019 JPMCB 0.00%
CAD/USD 04/17/2019 RBSF 0.00%
CAD/USD 04/17/2019 UBS 0.00%
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CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CALPINE CORPORATION 05.7500 01/15/2025 0.00%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.00%
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CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.00%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.00%
CAS 2016-C05 2M1 03.8355 01/25/2029 0.00%
CBRE SERVICES INC 05.2500 03/15/2025 0.00%
CBS CORP 04.0000 01/15/2026 0.00%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.00%
CEC ENT INC 08.0000 02/15/2022 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%
CEMEX P/P 144A 05.7000 01/11/2025 0.00%
CENTENE CORP 04.7500 05/15/2022 0.00%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.4723 10/15/2049 0.00%
CHEMOURS CO 05.3750 05/15/2027 0.00%
CHEMOURS CO 06.6250 05/15/2023 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.00%
CHEVRON CORP 02.1000 05/16/2021 0.00%
CHF/USD 06/19/2019 BCAP-FX 0.00%
CHF/USD 06/19/2019 JPMCB 0.00%
CHINA MEDICAL TECH INC USD 04.0000 08/15/2019 0.00%
CIGNA CORP 0.00%
CIGNA HOLDING CO 04.5000 03/15/2021 0.00%
CINEMARK USA INC 05.1250 12/15/2022 0.00%
CIT GROUP INC. 05.0000 08/15/2022 0.00%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.00%
CLEAR CHANNEL TLD L+875 11.2430 01/30/2020 0.00%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 0.00%
CLOVIS ONCOLOGY INC CV 01.2500 05/01/2025 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
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 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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.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 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 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.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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%
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CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
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CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
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EUR/USD 06/19/2019 WPAC 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%
FIDELITY NATIONAL INFORM 03.0000 08/15/2026 0.00%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.00%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.00%
FISERV INC 0.00%
FNMA FN30 935089 05.0000 03/01/2039 0.00%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.00%
FRAC TECH INTL TLB L+475 07.2430 04/16/2021 0.00%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.00%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.00%
GATES GLOBAL TLB L+275 05.2724 03/31/2024 0.00%
GBP/USD 06/19/2019 BANKAM 0.00%
GBP/USD 06/19/2019 BCAP-FX 0.00%
GBP/USD 06/19/2019 CITI 0.00%
GBP/USD 06/19/2019 GSFX 0.00%
GBP/USD 06/19/2019 HSBCB 0.00%
GBP/USD 06/19/2019 JPMCB 0.00%
GBP/USD 06/19/2019 SSBT 0.00%
GBP/USD CALL 1.37 20190726 BANKAM 0.00%
GBP/USD CALL 1.47 20190726 BANKAM 0.00%
GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 0.00%
GENERAL DYNAMICS CORP 0.00%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.00%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.00%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.00%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.00%
GENON 939CER907 0.00%
GENON ENERGY/NRG AMER 09.3923 12/01/2023 0.00%
GENPACT LTD 0.00%
GENTEX CORP 0.00%
GFL ENVIRONMENTAL TLB L+300 05.4930 05/31/2025 0.00%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.00%
GMAC CAPITAL TRUST I PCT 08.4687 0.00%
GNMA GII30 AW8447 04.3220 05/20/2067 0.00%
GNMA GII30 AY4779 04.5080 03/20/2067 0.00%
GNMA GII30 OBD1714 03.5000 11/20/2047 0.00%
GNMA GII30 OBD1715 03.5000 11/20/2047 0.00%
GNMA GII30 OBD1716 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 2011-GC5 XA IO P/P 144A 01.3365 08/10/2044 0.00%
GSMS 2013-GC12 XA IO 01.4290 06/10/2046 0.00%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.00%
HCA INC. 07.5000 02/15/2022 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 02/24/2025 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2038 0.00%
HESS CORP 07.3000 08/15/2031 0.00%
HKD/USD 05/15/2019 BCAP-FX 0.00%
HMBT 2004-2 A1 03.2255 12/25/2034 0.00%
HONEYWELL INTL 03.8120 11/21/2047 0.00%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
IBERDROLA INTL BV USD 06.7500 07/15/2036 0.00%
IBM CORP 01.8750 08/01/2022 0.00%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.00%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.00%
ILS/USD 04/17/2019 SSBT 0.00%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 0.00%
INTERNATIONAL PAPER CO 08.7000 06/15/2038 0.00%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.00%
IOS.FN30.500.09 P USL1M R 01/12/40 BC 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.00%
IRON MOUNTAIN US HLD P/P 144A 05.3750 06/01/2026 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
ISTAR INC. 05.2500 09/15/2022 0.00%
IVORY COAST REGS 05.3750 07/23/2024 0.00%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.00%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.00%
JO-ANN STORES TL L+500 07.7610 10/16/2023 0.00%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.00%
JPMBB 2013-C17 AS 04.4584 01/15/2047 0.00%
JPMBB 2013-C17 XA IO 00.7722 01/15/2047 0.00%
JPMBB 2015-C33 XA IO 00.9914 12/15/2048 0.00%
JPMCC 2012-LC9 XA IO 01.5189 12/15/2047 0.00%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.00%
JPMCC 2013-C10 XA IO 01.0000 12/15/2047 0.00%
JPMCC 2013-C16 XA IO 00.9448 12/15/2046 0.00%
JPY/USD 05/15/2019 BANKAM 0.00%
JPY/USD 05/15/2019 BCAP-FX 0.00%
JPY/USD 05/15/2019 CITI 0.00%
JPY/USD 05/15/2019 CSI-FX 0.00%
JPY/USD 05/15/2019 GSFX 0.00%
JPY/USD 05/15/2019 HSBCB 0.00%
JPY/USD 05/15/2019 JPMCB 0.00%
JPY/USD 05/15/2019 RBSF 0.00%
JPY/USD 05/15/2019 SSBT 0.00%
JPY/USD 05/15/2019 UBS 0.00%
JXTG HOLDINGS INC 0.00%
KANSAI ELECTRIC POWER CO INC 0.00%
KCA DEUTAG US FIN LLC L+675 09.5530 03/21/2023 0.00%
KEANE GROUP TLB L+375 06.3125 05/25/2025 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.00%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.00%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.00%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.00%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.00%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.00%
LAM RESEARCH CORP 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.6862 09/15/2039 0.00%
LBUBS 2008-C1 AM 06.3193 04/15/2041 0.00%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.00%
LENNAR CORPORATION 04.7500 04/01/2021 0.00%
LIBERTY EXPEDIA HOLD INC 144A 0.00%
LIBERTY MEDIA COR-SIRIUSXM C 0.00%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.00%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.00%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.00%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.00%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 BC 0.00%
MCDONALD'S CORP 0.00%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.00%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MERCER INTL INC P/P 144A 07.3750 01/15/2025 0.00%
MERCER INTL INC USD 05.5000 01/15/2026 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
MET LIFE GLOB FUND P/P 144A 01.5500 09/13/2019 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
METLIFE INC 06.4000 12/15/2036 0.00%
METLIFE INC. 04.7500 02/08/2021 0.00%
MFA FINANCIAL INC 0.00%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.00%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MICROSOFT CORP 04.2000 06/01/2019 0.00%
MICROSOFT CORP 05.3000 02/08/2041 0.00%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.00%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.00%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.00%
MSBAM 2013-C7 XB IO P/P 144A 00.3315 02/15/2046 0.00%
MSBAM 2013-C8 B 03.5621 12/15/2048 0.00%
MSBAM 2014-C17 XA IO 01.1892 08/15/2047 0.00%
MSC 2012-C4 AS 03.7730 03/15/2045 0.00%
MWO HOLDINGS LLC 0.00%
N TX HWY-TXB-B 06.7180 01/01/2049 0.00%
NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.00%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.00%
NCHET 2004-2 A4 03.5855 08/25/2034 0.00%
NEIMAN MARCUS TL L+325 05.7631 10/25/2020 0.00%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.00%
NEUROCRINE CV 02.2500 05/15/2024 0.00%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.00%
NEWS CORP - CLASS A 0.00%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.00%
NOK/USD 06/19/2019 BCAP-FX 0.00%
NOK/USD 06/19/2019 GSFX 0.00%
NOK/USD 06/19/2019 HSBCB 0.00%
NOK/USD 06/19/2019 JPMCB 0.00%
NOK/USD 06/19/2019 RBSF 0.00%
NOK/USD 06/19/2019 SSBT 0.00%
NOK/USD 06/19/2019 UBS 0.00%
NRG ENERGY INC 07.2500 05/15/2026 0.00%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.00%
NUTRIEN LTD USD 05.2500 01/15/2045 0.00%
NVR INC 03.9500 09/15/2022 0.00%
NZD/USD 04/17/2019 GSFX 0.00%
NZD/USD 04/17/2019 JPMCB 0.00%
NZD/USD 04/17/2019 SSBT 0.00%
NZD/USD 04/17/2019 WPAC 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
OH UNIV-TXB-C-BABS 04.9100 06/01/2040 0.00%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.00%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.00%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.00%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.00%
ORTHO-CLINICAL TLB L+325 05.7520 06/01/2025 0.00%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.00%
PACKAGING CORP OF AMERICA 03.9000 06/15/2022 0.00%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 0.00%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.00%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.00%
PENSKE 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 DE VENEZUELA S REGS 05.3750 04/12/2027 0.00%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.00%
PIGEON CORP 0.00%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.00%
POWERWAVE TECHNOLOGIES CV 03.8750 10/01/2027 0.00%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.00%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.00%
PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 0.00%
PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 0.00%
QUALCOMM INC 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
QUEST DIAGNOSTICS INC 0.00%
QVC INC 04.8500 04/01/2024 0.00%
RACKSPACE HOSTING INC L+300 05.7375 11/03/2023 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 0.00%
RED HAT INC CV 00.2500 10/01/2019 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REGENERON PHARMACEUTICALS 0.00%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 0.00%
REVLON CONS TLB L+350 06.1275 09/07/2023 0.00%
RLJ LODGING TRUST 01.9500 CUM CV PFD 0.00%
ROBERTSHAW TL 2L L+800 10.5000 02/28/2026 0.00%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
S&P GLOBAL INC 04.4000 02/15/2026 0.00%
SAFRAN SA 0.00%
SAREPTA THERA P/P CV 01.5000 11/15/2024 0.00%
SEACOR HLDGS CV 03.0000 11/15/2028 0.00%
SEK/USD 06/19/2019 BCAP-FX 0.00%
SEK/USD 06/19/2019 JPMCB 0.00%
SEK/USD 06/19/2019 SSBT 0.00%
SERVICE CORP INTL 05.3750 01/15/2022 0.00%
SERVICE CORP INTL 05.3750 05/15/2024 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SGD/USD 05/15/2019 JPMCB 0.00%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.00%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.00%
SM ENERGY CO 05.0000 01/15/2024 0.00%
SM ENERGY CO 06.6250 01/15/2027 0.00%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.00%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.00%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.00%
SPRINT CORP 07.2500 09/15/2021 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 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 04.1250 09/15/2025 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.00%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.00%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 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%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TABULA RASA H P/P 144A CV 01.7500 02/15/2026 0.00%
TALOS PRODUCTION LLC P/P 11.0000 04/03/2022 0.00%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 0.00%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.00%
TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.00%
TERADATA CORP 0.00%
TERVITA CORP 0.00%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.00%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.00%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.00%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
TOTAL SYSTEM SERVICES INC 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSOCEAN INC 07.5000 04/15/2031 0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 0.00%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 0.00%
TREASURY BILL 0.00%
TREASURY BILL 0.00%
TREASURY BILL 0.00%
TREASURY BILL 0.00%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
TTM TECHNOLOGIES INC CV 01.7500 12/15/2020 0.00%
TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 0.00%
TWO HARBORS INVESTMENT CORP 0.00%
TXU TCEH RIGHTS 0.00%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.00%
UBSBB 2012-C3 C P/P 144A 05.0317 08/10/2049 0.00%
UBSBB 2012-C4 XA IO P/P 144A 01.6374 12/10/2045 0.00%
UDR INC 0.00%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.00%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.00%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.00%
UNIVISION TLC5 L+275 05.2430 03/15/2024 0.00%
USA COM PART/USA COM P/P 144A 06.8750 09/01/2027 0.00%
USD/CNH CALL 7.00 20190404 GSFX 0.00%
USD/CNH CALL 7.20 20190404 GSFX 0.00%
USG CORP P/P 144A 05.5000 03/01/2025 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.00%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.00%
VERTIV TLB L+400 06.6289 11/15/2023 0.00%
VIACOM INC 04.5000 03/01/2021 0.00%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.00%
WAMU 2005-AR19 A1A2 02.7755 12/25/2045 0.00%
WAMU 2005-AR2 2A1B 02.8555 01/25/2045 0.00%
WAMU 2005-AR6 2AB2 03.2255 04/25/2045 0.00%
WAMU 2006-AR4 1A1A 03.2717 05/25/2046 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 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%
WESTERN DI P/P 144A CV 01.5000 02/01/2024 0.00%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.00%
WFMBS 2005-AR10 1A2 04.7256 06/25/2035 0.00%
WFMBS 2005-AR10 2A16 04.7959 06/25/2035 0.00%
WFMBS 2005-AR12 2A7 04.8810 06/25/2035 0.00%
WFMBS 2005-AR8 1A2 04.5732 06/25/2035 0.00%
WFRBS 2011-C3 XA IO P/P 144A 01.3272 03/15/2044 0.00%
WFRBS 2011-C4 E P/P 144A 05.2316 06/15/2044 0.00%
WFRBS 2011-C5 XA IO P/P 144A 01.7338 11/15/2044 0.00%
WFRBS 2012-C10 C 04.3769 12/15/2045 0.00%
WFRBS 2012-C6 AS 03.8350 04/15/2045 0.00%
WFRBS 2012-C9 XA IO P/P 144A 01.8819 11/15/2045 0.00%
WFRBS 2013-C15 D P/P 144A 04.4721 08/15/2046 0.00%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.00%
WORLD WRESTLING ENTERTAIN-A 0.00%
WP CAREY INC 04.6000 04/01/2024 0.00%
WPX ENERGY INC 06.0000 01/15/2022 0.00%
ZIGGO BV P/P 144A 05.5000 01/15/2027 0.00%
2.50 R ISWP FWD US0003M P 06/19/2024 -0.01%
CAD/USD 04/17/2019 SSBT -0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS -0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS -0.01%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.01%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG -0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS -0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP -0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP -0.04%
FNMA FN30 TBA 03.0000 04/01/2049 -0.10%
MSCI EAFE JUN19 MFSM9 -0.76%
S&P500 EMINI FUT JUN19 ESM9 -0.97%
RU10INTR P US0003M R 11/26/19 CI -3.22%
US 10YR NOTE (CBT)JUN19 TYM9 -3.91%

Prior top holdings

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%
Top holdings as of 03/31/19
Putnam Retirement Advantage GAA Balanced Trust 44.77%
Putnam Retirement Advantage GAA Conservative Trust 37.23%
Putnam Retirement Advantage GAA Income Strategies Trust 13.78%
Putnam Money Market Portfolio 4.26%

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.