Retirement Advantage Maturity Fund (Class I)

Comprehensively managed portfolios diversified to align with your retirement horizon

Highlights

Objective

Retirement Advantage Maturity Fund seeks to maximize returns while maintaining a level of risk appropriate for a person in retirement.

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 $15.25
-0.20% | $-0.03
$15.32
09/06/19
$13.50
12/24/18
Historical fund price

Fund facts as of 08/31/19

Total net assets
$441.72M
Turnover (fiscal year end)
59%
Dividend frequency
--
Number of holdings
1
Fiscal year-end
September
CUSIP / Fund code
746751809 / 2010
Inception date
01/03/08
Class I  
Category
Target Date
Open to new investors
Ticker
--

Management team

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


Manager commentary | Q2 2019

Target-date glide path follows a long-term view

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


Literature


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

Performance

  • Total return (%) as of 06/30/19

  • Annual performance as of 06/30/19

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

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
At net asset value 6.77% 6.42% 4.65% 8.18%
Custom Retirement Advantage Maturity Index 7.79%5.15%4.79%6.64%

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

Performance snapshot

  At net asset value  
1 mt. as of 08/31/19 0.20%
YTD as of 09/13/19 10.75%

Risk-adjusted performance as of 07/31/19

Sharpe ratio (3 yrs.) 0.93

Volatility as of 07/31/19

Standard deviation (3 yrs.) 4.68%

Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.

The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.

The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.


Holdings

Top holdings as of 07/31/19

Putnam Retirement Advantage GAA Income Strategies Trust 100.04%

Full portfolio holdings as of 06/30/19

FNMA FN30 TBA UMBS 03.0000 08/01/2049 6.75%
US 2YR NOTE (CBT) SEP19 TUU9 4.35%
US TREASURY N/B 02.7500 08/15/2042 2.96%
US 5YR NOTE (CBT) SEP19 FVU9 2.72%
FNMA FN30 TBA UMBS 03.5000 08/01/2049 2.35%
E-MINI RUSS 2000 SEP19 RTYU9 1.93%
US TREASURY N/B 02.7500 02/15/2024 1.80%
GNMA GII30 TBA 03.5000 07/01/2049 0.86%
ALPHABET INC-CL A 0.80%
US 10YR NOTE (CBT)SEP19 TYU9 0.80%
US TREASURY N/B 01.8750 11/30/2021 0.76%
US TREASURY N/B 02.1250 12/31/2022 0.73%
US TREASURY N/B 01.6250 02/15/2026 0.72%
US TREASURY N/B 03.0000 02/15/2047 0.71%
AMAZON.COM INC 0.64%
JPMORGAN CHASE & CO 0.63%
FNMA FN30 TBA UMBS 04.5000 07/01/2049 0.55%
CHEVRON CORP 0.54%
FNMA FN15 TBA UMBS 03.0000 07/01/2034 0.53%
CISCO SYSTEMS INC 0.53%
MICROSOFT CORP 0.49%
VERIZON COMMUNICATIONS INC 0.49%
APPLE INC 0.48%
BOEING CO/THE 0.47%
CITIGROUP INC 0.47%
ORACLE CORP 0.46%
US TREASURY N/B 02.3750 08/15/2024 0.44%
FNMA FN30 TBA UMBS 04.0000 08/01/2049 0.43%
STARBUCKS CORP 0.43%
INTL BUSINESS MACHINES CORP 0.42%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.41%
US TREASURY N/B 01.6250 10/31/2023 0.41%
GNMA GII30 MA3802 03.0000 07/20/2046 0.41%
ADOBE INC 0.39%
US TREASURY N/B 04.5000 02/15/2036 0.39%
COCA-COLA CO/THE 0.37%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 0.35%
FEDERATIVE REP OF BRAZIL USD 06.0000 04/07/2026 0.34%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.33%
US TREASURY N/B 02.2500 11/15/2027 0.32%
COMCAST CORP-CLASS A 0.32%
JOHNSON & JOHNSON 0.30%
CDX CDX.NA.HY.32 500.0 06/20/2024 0.30%
MEDTRONIC PLC 0.30%
ABBOTT LABORATORIES 0.30%
MERCK & CO. INC. 0.28%
BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 0.28%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.27%
PEPSICO INC 0.27%
VERIZON COMM 04.3290 09/21/2028 0.27%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.27%
GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 0.26%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.26%
AMGEN INC 0.25%
LOCKHEED MARTIN CORP 0.25%
OBX 2018-EXP1 1A3 04.0000 04/25/2048 0.25%
CAS 2016-C02 1M2 08.4044 09/25/2028 0.24%
CONOCOPHILLIPS 0.24%
HONEYWELL INTERNATIONAL INC 0.24%
STACR 2018-HQA1 M2 04.7044 09/25/2030 0.24%
BANK 2018-BN10 XA IO 00.8889 02/15/2061 0.24%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.24%
INTUIT INC 0.23%
GSMS 2017-GS8 XA IO 01.1243 11/10/2050 0.23%
UNITED MEXICAN STATES USD 04.5000 04/22/2029 0.23%
HOME DEPOT INC 0.23%
US LONG BOND(CBT) SEP19 USU9 0.23%
NXP SEMICONDUCTORS NV 0.22%
CIT GROUP INC. 05.2500 03/07/2025 0.22%
GNMA GII30 TBA 04.0000 07/01/2049 0.22%
FNMA FN30 TBA UMBS 04.0000 07/01/2049 0.22%
CITIGROUP INC 04.4500 09/29/2027 0.21%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.21%
WFRBS 2012-C10 AS 03.2410 12/15/2045 0.21%
CGCMT 2013-GC17 AS 04.5440 11/10/2046 0.21%
METLIFE INC 0.21%
XILINX INC 0.21%
COMM 2015-LC21 XA IO 00.9118 07/10/2048 0.21%
AUTOMATIC DATA PROCESSING 0.20%
ENERGY TRANSFER OPERATNG 05.5000 06/01/2027 0.20%
WFRBS 2014-C23 XA IO 00.7398 10/15/2057 0.20%
SPST 2019-3 A 03.1296 06/24/2020 0.20%
CSAIL 2015-C1 AS 03.7910 04/15/2050 0.20%
SALESFORCE.COM INC 03.7000 04/11/2028 0.20%
WALMART INC 0.20%
CAS 2018-C05 1M2 04.7544 01/25/2031 0.20%
APPLE INC 04.3750 05/13/2045 0.20%
MONDELEZ INTERNATIONAL INC-A 0.20%
STACR 2014-DN4 M3 06.9544 10/25/2024 0.19%
COMCAST CORP 03.1500 03/01/2026 0.19%
CAS 2017-C05 1M2 04.6044 01/25/2030 0.18%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.18%
CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 0.18%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.18%
DELTA AIR LINES INC 0.18%
CAS 2018-C06 1M2 04.4044 03/25/2031 0.18%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.18%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 0.17%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.17%
EBAY INC 0.17%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.17%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.17%
MWST 2018-W1 A 03.2544 11/25/2051 0.17%
JPMBB 2014-C18 AS 04.4386 02/15/2047 0.17%
MORGAN STANLEY 0.17%
PROCTER & GAMBLE CO/THE 0.17%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.16%
KEURIG DR PEPPER INC 04.5970 05/25/2028 0.16%
EOG RESOURCES INC 04.1500 01/15/2026 0.16%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.16%
VALERO ENERGY CORP 0.16%
AT&T INC 04.1000 02/15/2028 0.15%
BOOKING HOLDINGS INC 0.15%
STACR 2019-DNA2 M2 04.8544 03/25/2049 0.15%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.15%
EXELON CORP 0.15%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.15%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029 0.15%
AMAZON.COM INC 03.1500 08/22/2027 0.15%
LOWES COMPANIES INC 0.15%
LYONDELLBASELL INDU-CL A 0.15%
PHILLIPS 66 0.14%
CUMMINS INC 0.14%
INGERSOLL-RAND PLC 0.14%
NIKE INC -CL B 0.14%
WFCM 2016-BNK1 XB IO 01.4794 08/15/2049 0.14%
DANAHER CORP 0.14%
JPMBB 2014-C22 XA IO 01.0097 09/15/2047 0.14%
SYSCO CORP 0.14%
DBUBS 2011-LC3A D P/P 144A 05.5115 08/10/2044 0.14%
MSC 2016-BNK2 XA IO 01.2151 11/15/2049 0.14%
GNMA GII30 AT7632 04.0000 08/20/2046 0.14%
CAS 2016-C03 2M2 08.3044 10/25/2028 0.14%
FISERV INC 04.2000 10/01/2028 0.14%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.14%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.14%
COMM 2014-LC15 XA IO 01.2723 04/10/2047 0.14%
PFIZER INC 0.14%
WASTE MANAGEMENT INC 0.14%
BEST BUY CO INC 0.13%
MICROSOFT CORP 02.4000 08/08/2026 0.13%
PAYPAL HOLDINGS INC 0.13%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.13%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.13%
ORACLE CORP 02.6500 07/15/2026 0.13%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.13%
PRUDENTIAL FINANCIAL INC 0.13%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.13%
BROADCOM INC 0.13%
BIOGEN INC 0.13%
MSBAM 2013-C13 AS 04.2660 11/15/2046 0.13%
ABBVIE INC 0.12%
NORFOLK SOUTHERN CORP 0.12%
CAPITAL ONE FINANCIAL CORP 0.12%
CROWN CASTLE INTL CORP 0.12%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.12%
FIDELITY NATL INFO SERV 03.7500 05/21/2029 0.12%
WFRBS 2014-C22 XA IO 00.9737 09/15/2057 0.12%
BPCE SA P/P 144A 04.5000 03/15/2025 0.12%
MCKESSON CORP 0.12%
CGCMT 2014-GC19 AS 04.3450 03/10/2047 0.12%
GSMS 2015-GC30 XA IO 00.9802 05/10/2050 0.12%
EQUINIX INC 05.3750 05/15/2027 0.12%
KINDER MORGAN INC 04.3000 06/01/2025 0.12%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.12%
HILTON WORLDWIDE HOLDINGS IN 0.12%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.12%
AT&T INC 04.3500 03/01/2029 0.11%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.11%
SYNCHRONY FINANCIAL 0.11%
DUKE ENERGY OHIO INC 03.6500 02/01/2029 0.11%
OMNICOM GROUP 0.11%
AGILENT TECHNOLOGIES INC 0.11%
ELANCO ANIMAL HEALTH 04.9000 08/28/2028 0.11%
FORTINET INC 0.11%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 0.11%
AES CORP/THE 05.1250 09/01/2027 0.11%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.11%
GSMS 2014-GC24 XA IO 00.8897 09/10/2047 0.11%
PUBLIC SERVICE ENTERPRISE GP 0.11%
SPRINT CORP 07.8750 09/15/2023 0.11%
WFHET 2004-2 M1 03.3044 10/25/2034 0.11%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.11%
GNR 2013-9 S IO 04.3671 01/20/2043 0.11%
SPDR S&P 500 ETF TRUST 0.11%
CSMC 2016-NXSR XA IO 00.9354 12/15/2049 0.11%
CAS 2015-C01 1M2 06.7044 02/25/2025 0.10%
CAS 2015-C04 2M2 07.9544 04/25/2028 0.10%
WEC ENERGY GROUP INC 04.6305 05/15/2067 0.10%
AMERIPRISE FINANCIAL INC 0.10%
CGCMT 2014-GC19 X IO 01.3274 03/10/2047 0.10%
SERVICE CORPORATION INTL 04.6250 12/15/2027 0.10%
HCA INC 05.2500 06/15/2026 0.10%
CITIZENS FINANCIAL GROUP 0.10%
MSBAM 2015-C26 XA IO 01.1793 10/15/2048 0.10%
BP CAP MARKETS AMERICA 03.9370 09/21/2028 0.10%
SPST 2018-3 A 03.1296 07/24/2019 0.10%
AFLAC INC 0.10%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.10%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.10%
DISCOVER FINANCIAL SERVICES 0.10%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.10%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.10%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.10%
MSC 2016-BNK2 XB IO 00.6772 11/15/2049 0.10%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.10%
DARDEN RESTAURANTS INC 0.10%
ELI LILLY & CO 0.10%
GILEAD SCIENCES INC 0.10%
S&P GLOBAL INC 02.9500 01/22/2027 0.10%
WASTE CONNECTIONS INC 03.5000 05/01/2029 0.10%
WFRBS 2013-C14 XA IO 00.8687 06/15/2046 0.10%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.10%
CAS 2015-C03 2M2 07.4044 07/25/2025 0.10%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.10%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.09%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.09%
MWST 2019-1 A 03.2044 06/25/2052 0.09%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.09%
HERSHEY CO/THE 0.09%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.09%
SPST 2018-5 A 03.1296 09/24/2019 0.09%
STACR 2014-HQ3 M3 07.1544 10/25/2024 0.09%
NUTRIEN LTD. USD 04.2000 04/01/2029 0.09%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.09%
ZEBRA TECHNOLOGIES CORP-CL A 0.09%
ALLERGAN PLC 0.09%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.09%
SPLUNK INC P/P 144A CV 01.1250 09/15/2025 0.09%
CAS 2015-C04 1M2 08.1044 04/25/2028 0.09%
GOLDMAN SACHS GROUP INC 0.09%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.09%
ROCHE HOLDING AG-GENUSSCHEIN 0.09%
E*TRADE FINANCIAL CORPORATION 0.09%
EMERSON ELECTRIC CO 0.09%
GSMS 2011-GC3 D P/P 144A 05.8247 03/10/2044 0.09%
HARTFORD FINL SVCS GRP 06.6250 03/30/2040 0.09%
TPHT 2019-HE1 A1 03.3410 04/25/2048 0.09%
CADENCE DESIGN SYS INC 0.08%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.08%
CWL 2005-8 M4 03.3344 12/25/2035 0.08%
ENERGY TRANSFER OPERA 05.8750 01/15/2024 0.08%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.08%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.08%
STACR 2018-DNA1 M2 04.2044 07/25/2030 0.08%
CITIGROUP INC 03.6680 07/24/2028 0.08%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.08%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.08%
ZIMMER BIOMET HOLDINGS INC 0.08%
CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 0.08%
HARTFORD FINANCIAL SVCS GRP 0.08%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.08%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.08%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.08%
WFRBS 2014-C19 AS 04.2710 03/15/2047 0.08%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.08%
ROCKWELL AUTOMATION INC 0.08%
MSBAM 2013-C13 XA IO 01.1649 11/15/2046 0.08%
CF INDUSTRIES HOLDINGS INC 0.08%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.08%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.08%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.08%
AKAMAI TECH CV 00.1250 05/01/2025 0.08%
CARDINAL HEALTH INC 0.08%
DISH DBS CORP 05.8750 11/15/2024 0.08%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.08%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.08%
NRG P/P 144A 03.7500 06/15/2024 0.08%
COMERICA INC 0.07%
ECOLAB INC 03.2500 12/01/2027 0.07%
PRICELINE GRO CV 00.9000 09/15/2021 0.07%
AIR LEASE CORP 03.6250 04/01/2027 0.07%
COMCAST CORP 06.5000 11/15/2035 0.07%
FORTIVE CORP P/P 144A CV 00.8750 02/15/2022 0.07%
LEAR CORP 03.8000 09/15/2027 0.07%
WFRBS 2014-C25 XA IO 00.9911 11/15/2047 0.07%
CENTERPOINT ENERGY INC 0.07%
DISH NETWORK CV 03.3750 08/15/2026 0.07%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.07%
ALPHABET INC 01.9980 08/15/2026 0.07%
CBS CORP 02.9000 01/15/2027 0.07%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.07%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.07%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.07%
MICROCHIP TECH INC 04.3330 06/01/2023 0.07%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.07%
TOTAL SA 0.07%
COMM 2014-CR17 C 04.9513 05/10/2047 0.07%
DBJPM 2016-C3 XA IO 01.6343 08/10/2049 0.07%
GSMS 2013-GC10 XA IO 01.6567 02/10/2046 0.07%
GSMS 2014-GC18 XA IO 01.1871 01/10/2047 0.07%
LINCOLN NATIONAL CORP 0.07%
PALO ALTO NET P/P 144A CV 00.7500 07/01/2023 0.07%
VISTRA ENERGY CORP 0.07%
EQUINOR ASA USD 05.1000 08/17/2040 0.07%
KEYSIGHT TECHNOLOGIES IN 0.07%
MARSH & MCLENNAN COS INC 04.3750 03/15/2029 0.07%
ALLSTATE CORP 0.07%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.07%
CD 2016-CD2 XA IO 00.8113 11/10/2049 0.07%
DEXCOM INC P/P 144A CV 00.7500 12/01/2023 0.07%
F5 NETWORKS INC 0.07%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.07%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.07%
CVS HEALTH CORP 02.8750 06/01/2026 0.07%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.07%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.07%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.06%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.06%
DISCOVERY INC - A 0.06%
GSMS 2013-GC16 D P/P 144A 05.4877 11/10/2046 0.06%
KLA-TENCOR CORP 0.06%
NAVISTAR INTL TLB L+350 05.8900 11/06/2024 0.06%
COMM 2012-CR1 AM 03.9120 05/15/2045 0.06%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.06%
GSMS 2013-GC10 AS 03.2790 02/10/2046 0.06%
KKR GR FIN CO P/P 144A 03.7500 07/01/2029 0.06%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.06%
ZOETIS INC 03.9000 08/20/2028 0.06%
ALLIANZ SE-REG 0.06%
ARMT 2005-9 5A1 02.9444 11/25/2035 0.06%
BMIR 2018-2A M1B P/P 144A 03.7544 08/25/2028 0.06%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.06%
CSAIL 2015-C1 C 04.4364 04/15/2050 0.06%
LIVE NATION CV 02.5000 03/15/2023 0.06%
AES CORP 0.06%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.06%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.06%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.06%
ON SEMICONDUC CV 01.6250 10/15/2023 0.06%
SERVICENOW INC 0.06%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.06%
AVALONBAY COMMUNITIES INC 0.06%
GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 0.06%
JAZZ INVT I LTD USD 01.5000 08/15/2024 0.06%
JPMBB 2013-C14 AS 04.4093 08/15/2046 0.06%
MOLSON COORS BREWING CO -B 0.06%
NOVO NORDISK A/S-B 0.06%
OSHKOSH CORP 04.6000 05/15/2028 0.06%
STACR 2015-DNA3 M2 05.2544 04/25/2028 0.06%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.06%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.06%
AMETEK INC 0.06%
ANNALY CAPITAL MANAGEMENT IN 0.06%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.06%
GNMA 10000 BE3158 03.5000 11/20/2047 0.06%
GSMS 2013-GC13 AS P/P 144A 04.2185 07/10/2046 0.06%
MSBAM 2013-C7 XA IO 01.4872 02/15/2046 0.06%
STACR 2016-HQA1 M3 08.7544 09/25/2028 0.06%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.06%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.06%
IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 0.06%
LAS VEGAS SANDS CORP 0.06%
NRG ENERGY INC 0.06%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.06%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.06%
TWITTER INC CV 01.0000 09/15/2021 0.06%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024 0.06%
WALT DISNEY COMPAN P/P 144A 04.7500 09/15/2044 0.06%
CELANESE US HOLDINGS LLC 03.5000 05/08/2024 0.06%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.06%
CWL 2004-5 2A 02.9044 10/25/2034 0.06%
DELL TECHNOLOGIES -C 0.06%
FISERV INC 03.5000 07/01/2029 0.06%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.06%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.06%
TPAT 2018-SL1 A P/P 144A 03.0044 01/25/2046 0.06%
BANK OF AMERICA CORP 05.1250 06/17/2049 0.06%
CD 2016-CD1 XA IO 01.5518 08/10/2049 0.06%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 0.06%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.06%
NESTLE SA-REG 0.06%
PACKAGING CORP OF AMERICA 0.06%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.06%
TARGA RESOURCES PART 05.0000 01/15/2028 0.06%
WORKDAY INC CV 00.2500 10/01/2022 0.06%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.06%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.06%
STACR 2014-HQ2 M3 06.1544 09/25/2024 0.06%
STAPLES INC P/P 144A 07.5000 04/15/2026 0.06%
VISTRA OPERATION P/P 144A 04.3000 07/15/2029 0.06%
AGNC INVESTMENT CORP 0.06%
CAS 2018-C04 2M2 04.9544 12/25/2030 0.06%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.06%
PINNACLE WEST CAPITAL 0.06%
PLURALSIGHT P/P 144A CV 00.3750 03/01/2024 0.06%
RIO TINTO PLC 0.06%
STACR 2016-DNA1 M3 07.9544 07/25/2028 0.06%
UNILEVER PLC 0.06%
CDW CORP/DE 0.05%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.05%
WESTROCK MWV LLC 08.2000 01/15/2030 0.05%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.05%
ENEL SPA 0.05%
HCA INC 04.1250 06/15/2029 0.05%
XEROX CORP 0.05%
CBRE GROUP INC - A 0.05%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.05%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.05%
REPUBLIC SERVICES INC 0.05%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.05%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.05%
CHEGG INC P/P 144A CV 00.1250 03/15/2025 0.05%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.05%
DOVER CORP 0.05%
EVERGY INC 0.05%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.05%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.05%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.05%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.05%
BANK OF AMERICA CORP 03.8240 01/20/2028 0.05%
GNMA 10000 BC8223 03.5000 11/20/2047 0.05%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.05%
TELADOC INC CV 01.3750 05/15/2025 0.05%
THERMO FISHER SCIENTIFIC INC 0.05%
WALGREENS BOOTS ALLIANCE INC 0.05%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.05%
CBS CORP 04.6000 01/15/2045 0.05%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 0.05%
NOVARTIS AG-REG 0.05%
NRG ENERGY CV 02.7500 06/01/2048 0.05%
WAMU 2005-AR8 2AC2 03.3244 07/25/2045 0.05%
WFCM 2013-LC12 AS 04.4208 07/15/2046 0.05%
WFCM 2014-LC16 XA IO 01.3139 08/15/2050 0.05%
WRKCO INC P/P 144A 03.3750 09/15/2027 0.05%
CAESARS ENTERTAIN CORP CV 05.0000 10/01/2024 0.05%
CAS 2015-C02 1M2 06.4044 05/25/2025 0.05%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.05%
GLAXOSMITHKLINE PLC 0.05%
HITACHI LTD 0.05%
LEAR CORP 0.05%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.05%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.05%
BERRY GLOBAL GROUP INC 0.05%
BMW US CAPITAL LLC P/P 144A 02.8000 04/11/2026 0.05%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.05%
NUANCE COMM CV 01.2500 04/01/2025 0.05%
OSHKOSH CORP 05.3750 03/01/2025 0.05%
SHIN-ETSU CHEMICAL CO LTD 0.05%
SUMITOMO MITSUI FINANCIAL GR 0.05%
TRANSDIGM INC. 06.5000 07/15/2024 0.05%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.05%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.05%
HUNTSMAN CORP 0.05%
II-VI INC CV 00.2500 09/01/2022 0.05%
KERING 0.05%
MARRIOTT VAC CV 01.5000 09/15/2022 0.05%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.05%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.05%
TRIPADVISOR INC 0.05%
UBSBB 2012-C2 XA IO P/P 144A 01.4742 05/10/2063 0.05%
ASPEN TECHNOLOGY INC 0.04%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.04%
CGCMT 2014-GC23 IO 01.1204 07/10/2047 0.04%
DOCUSIGN INC P/P 144A CV 00.5000 09/15/2023 0.04%
EURONET WORLD P/P 144A CV 00.7500 03/15/2049 0.04%
HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 0.04%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.04%
WELLS FARGO & CO 0.04%
WFRBS 2012-C9 AS 03.3880 11/15/2045 0.04%
BRISTOL-MYERS SQUIBB CO 0.04%
HOYA CORP 0.04%
JPMBB 2014-C25 XA IO 01.0790 11/15/2047 0.04%
VICI PROPERTIES INC 0.04%
ZOETIS INC 0.04%
BANCO BILBAO VIZCAYA ARGENTA 0.04%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.04%
CSMC 2016-NXSR C 04.5060 12/15/2049 0.04%
SANDVIK AB 0.04%
CBRE SERVICES INC 04.8750 03/01/2026 0.04%
CENTENE CORP 06.1250 02/15/2024 0.04%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.04%
FRONTIER COMM 11.0000 09/15/2025 0.04%
HCA INC 05.5000 06/15/2047 0.04%
L OREAL 0.04%
MARATHON PETROLEUM CORP 0.04%
ZENDESK INC CV 00.2500 03/15/2023 0.04%
AMAZON.COM INC 04.0500 08/22/2047 0.04%
AMSI 2004-R1 A1B 03.2044 02/25/2034 0.04%
ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 0.04%
ASHTEAD GROUP PLC 0.04%
BANK 2017-BNK9 XA IO 00.9569 11/15/2054 0.04%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.04%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.04%
DEUTSCHE TELEKOM AG-REG 0.04%
ENI SPA 0.04%
EQT CORP 03.9000 10/01/2027 0.04%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.04%
LIBERTY MEDIA CV 01.0000 01/30/2023 0.04%
MASIMO CORP 0.04%
MSBAM 2014-C18 C 04.6249 10/15/2047 0.04%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.04%
PARTNERS GROUP HOLDING AG 0.04%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.04%
SQUARE INC CV 00.5000 05/15/2023 0.04%
STACR 2017-DNA3 M2 04.9044 03/25/2030 0.04%
STEEL DYNAMICS INC 0.04%
T-MOBILE USA INC 05.3750 04/15/2027 0.04%
TELSTRA CORP LTD 0.04%
TOLEDO EDISON COMPANY 06.1500 05/15/2037 0.04%
UNILEVER NV-CVA 0.04%
UNUM GROUP 0.04%
WAYFAIR INC P/P 144A CV 01.1250 11/01/2024 0.04%
WFRBS 2012-C10 XA IO P/P 144A 01.7032 12/15/2045 0.04%
CINCINNATI BELL INC 06.7500 CUM CV PFD 0.04%
CK ASSET HOLDINGS LTD 0.04%
JUNIPER NETWORKS INC 0.04%
KONINKLIJKE AHOLD DELHAIZE N 0.04%
MACQUARIE GROUP LTD 0.04%
MGM RESORTS INTL 06.6250 12/15/2021 0.04%
MICROCHIP TEC CV 01.6250 02/15/2027 0.04%
NEW RESIDENTIAL INVESTMENT 0.04%
PROLOGIS INC 0.04%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.04%
SONY CORP 0.04%
TESCO PLC 0.04%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.04%
AMG CAPITAL TRUST II 05.1500 CUM CV PFD 0.04%
AVIVA PLC 0.04%
BALL CORP 0.04%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.04%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.04%
DUKE REALTY CORP 0.04%
HD SUPPLY HOLDINGS INC 0.04%
ITOCHU CORP 0.04%
MEREDITH CORP 06.8750 02/01/2026 0.04%
MSC 2016-UB12 XA IO 00.9285 12/15/2049 0.04%
NETFLIX INC. 05.8750 11/15/2028 0.04%
PEUGEOT SA 0.04%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.04%
ARRW 2019-1 A3 04.2080 01/25/2049 0.04%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.04%
CENTRAL JAPAN RAILWAY CO 0.04%
COCA-COLA EUROPEAN PARTNERS 0.04%
COVESTRO AG 0.04%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.04%
EXACT SCIENCES CORP CV 00.3750 03/15/2027 0.04%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.04%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.04%
L3 TECHNOLOGIES INC 04.4000 06/15/2028 0.04%
LEGAL & GENERAL GROUP PLC 0.04%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.04%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.04%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.04%
WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 0.04%
WOLTERS KLUWER 0.04%
ALLISON TRANSMISSION HOLDING 0.04%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.04%
ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 0.04%
ATHENE HOLDING LTD-CLASS A 0.04%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.04%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.04%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.04%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.04%
HERMES INTERNATIONAL 0.04%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.04%
PQ CORP P/P 144A 05.7500 12/15/2025 0.04%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.04%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.04%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.04%
AIR LEASE CORP 04.6250 10/01/2028 0.04%
AMGEN INC 04.6630 06/15/2051 0.04%
BRIXMOR PROPERTY GROUP INC 0.04%
CAS 2019-R02 1M2 04.7044 08/25/2031 0.04%
CGCMT 2014-GC21 X IO 01.3480 05/10/2047 0.04%
DEVON ENERGY CORP 0.04%
E.ON SE 0.04%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.04%
HOLOGIC INC 0.04%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.04%
INTERPUBLIC GROUP OF COS INC 0.04%
IVORY COAST REGS 06.1250 06/15/2033 0.04%
MSBAM 2015-C25 XA IO 01.2592 10/15/2048 0.04%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.04%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.04%
SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 0.04%
SERVICE CORP INTL 05.1250 06/01/2029 0.04%
TRANSDIGM INC 06.3750 06/15/2026 0.04%
UBSBB 2013-C6 XA IO P/P 144A 01.2685 04/10/2046 0.04%
UBSCM 2017-C7 XA IO 01.2173 12/15/2050 0.04%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 0.04%
ANGLO AMER PLC 0.04%
ASTELLAS PHARMA INC 0.04%
AXALTA COATING SYSTEMS LTD 0.04%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 0.04%
INPHI CORP CV 00.7500 09/01/2021 0.04%
JPMBB 2014-C22 C 04.7093 09/15/2047 0.04%
LIBERTY EXPEDIA HOLD INC 144A 0.04%
MEDICAL PROPERTIES TRUST INC 0.04%
NIELSEN HOLDINGS PLC 0.04%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.04%
ORIX CORP 0.04%
PULTEGROUP INC. 07.8750 06/15/2032 0.04%
STORE CAPITAL CORP 0.04%
WAMU 2004-AR13 A2B 03.2844 11/25/2034 0.04%
WIX LTD P/P 144A 00.0000 07/01/2023 0.04%
8X8 INC P/P 144A CV 00.5000 02/01/2024 0.03%
AENA SME SA 0.03%
CAS 2019-R03 1M2 04.5544 09/25/2031 0.03%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.03%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.03%
COMM 2010-C1 D P/P 144A 06.2870 07/10/2046 0.03%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.03%
FAIR ISAAC CORP 0.03%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 0.03%
NABORS INDUSTRIES INC. 05.7500 02/01/2025 0.03%
NEW RELIC INC CV 00.5000 05/01/2023 0.03%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.03%
STAPLES INC P/P 144A 10.7500 04/15/2027 0.03%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.03%
T-MOBILE USA INC 04.5000 02/01/2026 0.03%
TENET HEALTHCARE 06.0000 10/01/2020 0.03%
WFCM 2015-C27 XA IO 01.0451 02/15/2048 0.03%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.03%
ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 0.03%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 0.03%
CROWN CASTLE INTL CORP 04.7500 05/15/2047 0.03%
ENERGY TRANSFER OPERATNG 06.2500 04/15/2049 0.03%
EXXON MOBIL CORP 0.03%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.03%
HCA INC 05.0000 03/15/2024 0.03%
INSULET CORP CV 01.3750 11/15/2024 0.03%
JAPAN AIRLINES CO LTD 0.03%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.03%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.03%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.03%
ROYAL DUTCH SHELL PLC-B SHS 0.03%
SHIONOGI & CO LTD 0.03%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.03%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.03%
US FOODS HOLDING CORP 0.03%
VIAVI SOLUT CV 01.7500 06/01/2023 0.03%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.03%
AVERY DENNISON CORP 0.03%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.03%
COOPERATIEVE RABOBANK UA USD 03.7500 07/21/2026 0.03%
EQUINOR ASA 0.03%
FAURECIA 0.03%
FIRSTENERGY CORP 03.9000 07/15/2027 0.03%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.03%
GREAT LAKES D&D 08.0000 05/15/2022 0.03%
GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 0.03%
HANG SENG BANK LTD 0.03%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.03%
LLOYDS BANKING GROUP PLC 0.03%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 0.03%
ZILLOW GROUP INC CV 01.5000 07/01/2023 0.03%
APERGY CORP 06.3750 05/01/2026 0.03%
CAMDEN PROPERTY TRUST 0.03%
COMM 2013-CR11 XA IO 01.1005 08/10/2050 0.03%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.03%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 0.03%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.03%
GNMA GII30 OBD1715 03.5000 11/20/2047 0.03%
GREIF INC P/P 144A 06.5000 03/01/2027 0.03%
ITRON INC P/P 144A 05.0000 01/15/2026 0.03%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.03%
NRG ENERGY INC 05.7500 01/15/2028 0.03%
PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 0.03%
SL GREEN REALTY CORP 0.03%
WH GROUP LTD 0.03%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.03%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.03%
CEMEX P/P 144A 05.7000 01/11/2025 0.03%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.03%
CONMED CORP P/P 144A CV 02.6250 02/01/2024 0.03%
ENDESA S.A. 0.03%
FTI CONSULTIN P/P 144A CV 02.0000 08/15/2023 0.03%
HILL-ROM HOLDINGS INC 0.03%
NEUROCRINE CV 02.2500 05/15/2024 0.03%
PERSIMMON PLC 0.03%
RINGCENTRAL CV 00.0000 03/15/2023 0.03%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.03%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.03%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.03%
WFRBS 2014-C24 XA IO 01.0129 11/15/2047 0.03%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 0.03%
COMM 2013-LC13 XA IO 01.3334 08/10/2046 0.03%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.03%
FACEBOOK INC-CLASS A 0.03%
GAMING AND LEISURE PROPERTIE 0.03%
GNMA GII30 OBD1716 03.5000 11/20/2047 0.03%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 0.03%
IMPERIAL BRANDS PLC 0.03%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.03%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.03%
NCHET 2004-2 A4 03.5044 08/25/2034 0.03%
NTT DATA CORP 0.03%
POST HOLDINGS INC 0.03%
STACR 2017-DNA1 M2 05.6544 07/25/2029 0.03%
SUPERNUS PH CV 00.6250 04/01/2023 0.03%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.03%
TRAVELPORT TLB L+500 07.5412 03/18/2026 0.03%
ABN AMRO BANK NV-CVA 0.03%
ACS ACTIVIDADES 0.03%
ALTICE LUXEMBOURG SA P/P 144A 10.5000 05/15/2027 0.03%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.03%
BLACKROCK TCP CAP CORP CV 05.2500 12/15/2019 0.03%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.03%
COLONY STARWO CV 03.5000 01/15/2022 0.03%
COMM 2014-CR14 XA IO 00.7677 02/10/2047 0.03%
ENVESTNET INC CV 01.7500 12/15/2019 0.03%
GSMS 2014-GC22 XA IO 01.1443 06/10/2047 0.03%
HEIDELBERGCEMENT AG 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.03%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.03%
IMM 2004-7 1A1 03.1444 11/25/2034 0.03%
LUMENTUM HOLD CV 00.2500 03/15/2024 0.03%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.03%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.03%
STACR 2016-HQA3 M3 06.2544 03/25/2029 0.03%
SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 0.03%
SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 0.03%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.03%
YANGZIJIANG SHIPBUILDING 0.03%
ANTERO RESOURCES 05.3750 11/01/2021 0.03%
ARCELORMITTAL USD 07.0000 10/15/2039 0.03%
BLACK KNIGHT INC 0.03%
CBS CORP 04.2000 06/01/2029 0.03%
CF INDUSTRIES INC 04.9500 06/01/2043 0.03%
CHEMED CORP 0.03%
CIT GROUP INC 05.0000 08/01/2023 0.03%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.03%
COMM 2012-CR3 D P/P 144A 04.9105 10/15/2045 0.03%
ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 0.03%
FUJIFILM HOLDINGS CORP 0.03%
GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 0.03%
GSMS 2011-GC5 XA IO P/P 144A 01.5004 08/10/2044 0.03%
HEALTHCARE TRUST OF AME-CL A 0.03%
ILLUMINA INC 0.03%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.03%
JONES LANG LASALLE INC 0.03%
JPMBB 2014-C24 XA IO 01.1099 11/15/2047 0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.03%
NINTENDO CO LTD 0.03%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029 0.03%
NRZT 2018-4A A1M 03.3044 01/25/2048 0.03%
NUTANIX INC CV 00.0000 01/15/2023 0.03%
TRANSOCEAN INC CV 00.5000 01/30/2023 0.03%
WRIGHT MEDICA CV 01.6250 06/15/2023 0.03%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.03%
ARGENTINE REPUBLIC USD 06.8750 01/26/2027 0.03%
BOMBARDIER INC P/P 144A 07.8750 04/15/2027 0.03%
HUSKY TLB L+300 05.4024 03/28/2025 0.03%
ILLUMINA INC P/P 144A CV 00.0000 08/15/2023 0.03%
JPMCC 2013-C10 XA IO 01.1303 12/15/2047 0.03%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.03%
NETFLIX INC 04.8750 04/15/2028 0.03%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.03%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.03%
REINSURANCE GROUP OF AMERICA 0.03%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.02%
CHEMOURS CO 06.6250 05/15/2023 0.02%
COMM 2015-CR23 XA IO 01.0835 05/10/2048 0.02%
EQUINIX INC 0.02%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.02%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.02%
INFOR US INC 06.5000 05/15/2022 0.02%
JPMBB 2015-C33 XA IO 01.1392 12/15/2048 0.02%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 0.02%
STACR 2016-HQA2 M3 07.5544 11/25/2028 0.02%
STACR 2019-HQA2 M2 04.4544 04/25/2049 0.02%
UPM-KYMMENE OYJ 0.02%
USI INC/NY P/P 144A 06.8750 05/01/2025 0.02%
VERINT SYSTEMS INC CV 01.5000 06/01/2021 0.02%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.02%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.02%
AT&T INC 0.02%
BALOISE HOLDING AG - REG 0.02%
BANK LEUMI LE-ISRAEL 0.02%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 0.02%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 0.02%
BLUESCOPE STEEL LTD 0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.02%
CELANESE CORP 0.02%
CGCMT 2012-GC8 XA IO P/P 144A 01.9387 09/10/2045 0.02%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029 0.02%
COMM 2012-LC4 AM 04.0630 12/10/2044 0.02%
GARMIN LTD 0.02%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.02%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.02%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 0.02%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.02%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.02%
THALES SA 0.02%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.02%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.02%
3I GROUP PLC 0.02%
ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 0.02%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.02%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.02%
AVAYA TLB L+425 06.7226 12/15/2024 0.02%
BRAND ENERGY TL L+425 06.7871 06/21/2024 0.02%
BRIDGESTONE CORP 0.02%
BT GROUP PLC 0.02%
CARLSBERG AS-B 0.02%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.02%
CHARLES RIVER LABORATORIES 0.02%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.02%
CROWN AMER/CAP 04.7500 02/01/2026 0.02%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.02%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.02%
GATES GLOBAL TLB L+275 05.1524 03/31/2024 0.02%
JPMCC 2013-LC11 X IO 01.4034 04/15/2046 0.02%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.02%
LIBERTY PROPERTY TRUST 0.02%
NEWELL BRANDS INC 04.2000 04/01/2026 0.02%
PAR PHARMA INC P/P 144A 07.5000 04/01/2027 0.02%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.02%
PROOFPOINT INC 0.02%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.02%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.02%
TELEDYNE TECHNOLOGIES INC 0.02%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.02%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.02%
ASSOCIATED BRITISH FOODS PLC 0.02%
CAPGEMINI SE 0.02%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.02%
COSTAR GROUP INC 0.02%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.02%
ENCOMPASS HEALTH CORP 0.02%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.02%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.02%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.02%
MITSUBISHI CORP 0.02%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.02%
QUOTIENT TECH CV 01.7500 12/01/2022 0.02%
RAPID7 INC P/P 144A CV 01.2500 08/01/2023 0.02%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.02%
ROBERTSHAW US HOLDING L+350 06.0000 02/28/2025 0.02%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.02%
TAISEI CORP 0.02%
TENNANT CO 05.6250 05/01/2025 0.02%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.02%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.02%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.02%
US CONCRETE INC 06.3750 06/01/2024 0.02%
WFCM 2016-LC25 XA IO 01.1524 12/15/2059 0.02%
ALPHA 2 BV P/P 144A 08.7500 06/01/2023 0.02%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.02%
ARD FINANCE SA USD 07.1250 09/15/2023 0.02%
BERRY GLOBAL INC 05.1250 07/15/2023 0.02%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.02%
CARBONITE INC CV 02.5000 04/01/2022 0.02%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.02%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.02%
EXTENDED STAY AMERICA INC 0.02%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.02%
HCA INC. 07.5000 02/15/2022 0.02%
HEICO CORP 0.02%
IVORY COAST REGS 05.3750 07/23/2024 0.02%
POPULAR INC 0.02%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 0.02%
AIR TRANSPORT CV 01.1250 10/15/2024 0.02%
AMERICAN FINANCIAL GROUP INC 0.02%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.02%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.02%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.02%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.02%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.02%
ELECTRONIC ARTS INC 0.02%
FIVE9 INC CV 00.1250 05/01/2023 0.02%
FORTESCUE METALS GROUP LTD 0.02%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.02%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.02%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.02%
IRONWOOD PHAR CV 02.2500 06/15/2022 0.02%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.02%
S&P MID 400 EMINI SEP19 FAU9 0.02%
SM ENERGY CO 06.1250 11/15/2022 0.02%
SOFTBANK GROUP CORP 0.02%
TABULA RASA H P/P 144A CV 01.7500 02/15/2026 0.02%
TELEPHONE AND DATA SYSTEMS 0.02%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.02%
VMWARE INC 03.9000 08/21/2027 0.02%
AMC ENT HOLDIN 05.8750 11/15/2026 0.02%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.02%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 0.02%
AT&T INC 03.8000 02/15/2027 0.02%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 0.02%
BP PLC 0.02%
EMLT 2004-1 M2 03.8294 01/25/2034 0.02%
GENTING SINGAPORE LTD 0.02%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.02%
KEURIG DR PEPPER INC 04.4170 05/25/2025 0.02%
MSBAM 2013-C7 XB IO P/P 144A 00.4164 02/15/2046 0.02%
UCB SA 0.02%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.02%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.02%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.02%
AMADEUS IT GROUP SA 0.02%
ARKEMA 0.02%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 0.02%
CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 0.02%
COMSTOCK RESOURCES 09.7500 08/15/2026 0.02%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.02%
GENPACT LTD 0.02%
ING GROEP NV-CVA 0.02%
JPMBB 2013-C17 XA IO 00.9310 01/15/2047 0.02%
NETFLIX INC P/P 144A 06.3750 05/15/2029 0.02%
NTT DOCOMO INC 0.02%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.02%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.02%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.02%
WFRBS 2012-C10 C 04.5214 12/15/2045 0.02%
WINTRUST FINANCIAL CORP 0.02%
WPX ENERGY INC 05.7500 06/01/2026 0.02%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.02%
AUTONATION INC. 05.5000 02/01/2020 0.02%
CARNIVAL PLC 0.02%
CAS 2019-R01 2M2 04.8544 07/25/2031 0.02%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.02%
CK HUTCHISON HOLDINGS LTD 0.02%
DEUTSCHE LUFTHANSA-REG 0.02%
FIAT CHRYSLER AUTOMOBILES NV 0.02%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.02%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.02%
JO-ANN STORES 2NDL L+925 11.7272 05/21/2024 0.02%
KAR AUCTION SERVICES INC 0.02%
KBC GROUP NV 0.02%
NIPPON TELEGRAPH & TELEPHONE 0.02%
NVENT ELECTRIC PLC 0.02%
OMV AG 0.02%
OUTFRONT MEDIA INC 0.02%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.02%
QORVO INC 05.5000 07/15/2026 0.02%
SONOCO PRODUCTS CO 0.02%
SS&C TECH INC P/P 144A 05.5000 09/30/2027 0.02%
SUN HUNG KAI PROPERTIES 0.02%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.02%
VISTRA OPERATION P/P 144A 05.0000 07/31/2027 0.02%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.02%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.02%
CALIFORNIA RESOURC TL L+475 07.1524 12/31/2022 0.02%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.02%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.02%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.02%
DOUGLAS EMMETT INC 0.02%
HCA HEALTHCARE INC 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.02%
HENDERSON LAND DEVELOPMENT 0.02%
HUDSON PACIFIC PROPERTIES IN 0.02%
LIBERTY MEDIA COR-SIRIUSXM A 0.02%
MSC 2012-C4 XA IO P/P 144A 02.2592 03/15/2045 0.02%
SCENTRE GROUP 0.02%
SM ENERGY CO 06.7500 09/15/2026 0.02%
STARWOOD PROP TR 04.7500 03/15/2025 0.02%
T-MOBILE USA INC 04.7500 02/01/2028 0.02%
ZIGGO BV P/P 144A 05.5000 01/15/2027 0.02%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.02%
APPLE HOSPITALITY REIT INC 0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.02%
BROOKFIELD PROPERTY REIT I-A 0.02%
CLP HOLDINGS LTD 0.02%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.02%
DYCOM IND INC CV 00.7500 09/15/2021 0.02%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.02%
IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 0.02%
ISTAR INC 06.0000 04/01/2022 0.02%
JAZZ PHARMACEUTICALS PLC 0.02%
LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 0.02%
MASTEC INC 04.8750 03/15/2023 0.02%
MERCER INTL INC USD 07.7500 12/01/2022 0.02%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.02%
NEWS CORP - CLASS A 0.02%
OTSUKA CORP 0.02%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.02%
PULTEGROUP INC 0.02%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.02%
SANTOS LTD 0.02%
SERVICEMASTER GLOBAL HOLDING 0.02%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.02%
TENET HEALTHCARE 04.6250 07/15/2024 0.02%
TWO HARBORS INVESTMENT CORP 0.02%
USA COMPRESSION PART 06.8750 04/01/2026 0.02%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.02%
VOCERA COMM CV 01.5000 05/15/2023 0.02%
WPX ENERGY INC 06.0000 01/15/2022 0.02%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
ARCELORMITTAL USD 06.1250 06/01/2025 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.01%
DAIWA HOUSE INDUSTRY CO LTD 0.01%
KAJIMA CORP 0.01%
MACQUARIE INFRASTRUCTURE COR 0.01%
MSBAM 2014-C17 XA IO 01.2783 08/15/2047 0.01%
REDFIN CORP CV 01.7500 07/15/2023 0.01%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.01%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.01%
SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 0.01%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.01%
SUZUKEN CO LTD 0.01%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 0.01%
UGI CORP 0.01%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.01%
W.R. GRACE & CO 0.01%
WEINGARTEN REALTY INVESTORS 0.01%
WFRBS 2012-C10 D P/P 144A 04.5864 12/15/2045 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.01%
AES CORP/THE 05.5000 04/15/2025 0.01%
ARGENTINE REPUBLIC USD 04.6250 01/11/2023 0.01%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.01%
BERRY GLOBAL ESCR P/P 144A 05.6250 07/15/2027 0.01%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.01%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 0.01%
GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 0.01%
HOCHTIEF AG 0.01%
HOLOGIC INC P/P 144A 04.3750 10/15/2025 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.01%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NUANCE COMMUNICATIONS INC 0.01%
P/P 144A 06.8750 08/15/2026 0.01%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.01%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.01%
SESI LLC 07.1250 12/15/2021 0.01%
SPDR S&P MIDCAP 400 ETF TRST 0.01%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 0.01%
WESCO INTERNATIONAL INC 0.01%
WFRBS 2011-C3 D P/P 144A 05.8555 03/15/2044 0.01%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.01%
BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 0.01%
BGC PARTNERS INC 05.1250 05/27/2021 0.01%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 0.01%
CINEMARK USA INC 04.8750 06/01/2023 0.01%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.01%
CURTISS-WRIGHT CORP 0.01%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.01%
FUKUOKA FINANCIAL GROUP INC 0.01%
JPMBB 2014-C19 XA IO 00.9548 04/15/2047 0.01%
SOUTH32 LTD 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 0.01%
ALFRESA HOLDINGS CORP 0.01%
BAXTER INTERNATIONAL INC 0.01%
BOC HONG KONG HOLDINGS LTD 0.01%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026 0.01%
CROWN RESORTS LTD 0.01%
DEUTSCHE BOERSE AG 0.01%
DNB NOR ASA 0.01%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.01%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.01%
GNMA GII30 OBD1714 03.5000 11/20/2047 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2024 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.01%
NEXT PLC 0.01%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.01%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.01%
SUMITOMO MITSUI TRUST HOLDIN 0.01%
TAPESTRY INC 0.01%
TAYLOR WIMPEY PLC 0.01%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.01%
WFRBS 2011-C3 XA IO P/P 144A 01.4953 03/15/2044 0.01%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.01%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
CAS 2018-C06 2M2 04.5044 03/25/2031 0.01%
CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 0.01%
COMM 2014-LC17 XA IO 01.0365 10/10/2047 0.01%
CROWN CASTLE INTL CORP 03.1500 07/15/2023 0.01%
ENSCO ROWAN PLC USD 07.7500 02/01/2026 0.01%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
FUJITSU LTD 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
ICAHN ENTER/FIN P/P 144A 06.2500 05/15/2026 0.01%
JARDINE CYCLE & CARRIAGE LTD 0.01%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.01%
MEDIPAL HOLDINGS CORP 0.01%
NEXSTAR ESCROW INC P/P 144A 05.6250 07/15/2027 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%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.01%
REVLON CONS TLB L+350 06.0469 09/07/2023 0.01%
ROBERTSHAW TL 2L L+800 10.4375 02/28/2026 0.01%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SWISSCOM AG-REG 0.01%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.01%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.01%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.01%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.01%
BANDAI NAMCO HOLDINGS INC 0.01%
BAUSCH HLTH COS INC P/P 144A 05.7500 08/15/2027 0.01%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.01%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.01%
CHEMOURS CO 05.3750 05/15/2027 0.01%
DEUTSCHE POST AG-REG 0.01%
ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 0.01%
JPMBB 2013-C17 AS 04.4584 01/15/2047 0.01%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MERCER INTL INC USD 05.5000 01/15/2026 0.01%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.01%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.01%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.01%
SG HOLDINGS CO LTD 0.01%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.01%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.01%
UNIVISION TLC5 L+275 05.1524 03/15/2024 0.01%
2.25 R ISWP FWD US0003M P 09/18/2049 0.01%
AES CORP/THE 04.5000 03/15/2023 0.01%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.01%
BP CAP MARKETS AMERICA 03.1190 05/04/2026 0.01%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.01%
COLRUYT SA 0.01%
COMMSCOPE INC P/P 144A 05.5000 03/01/2024 0.01%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.01%
DASSAULT AVIATION SA 0.01%
ESSITY AKTIEBOLAG-B 0.01%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.01%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.01%
JO-ANN STORES TL L+500 07.5915 10/16/2023 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MSC 2011-C3 D P/P 144A 05.2816 07/15/2049 0.01%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.01%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.01%
SARTORIUS STEDIM BIOTECH 0.01%
SWISS LIFE HOLDING AG-REG 0.01%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 0.01%
TRANSOCEAN INC 07.5000 04/15/2031 0.01%
USA COM PART/USA COM P/P 144A 06.8750 09/01/2027 0.01%
VERTIV TLB L+400 06.4385 11/15/2023 0.01%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
AIR METHODS TLB L+350 05.8299 04/21/2024 0.01%
AT&T INC 02.9500 07/15/2026 0.01%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.01%
BERKELEY GROUP HOLDINGS/THE 0.01%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 0.01%
CALPINE CORPORATION 05.7500 01/15/2025 0.01%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.01%
CITIGROUP INC 03.8870 01/10/2028 0.01%
DENBURY RESOURCES P/P 144A 07.7500 02/15/2024 0.01%
EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.01%
HSBC HOLDINGS PLC 0.01%
JPMCC 2012-LC9 XA IO 01.6619 12/15/2047 0.01%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.01%
MSC 2012-C4 AS 03.7730 03/15/2045 0.01%
NRG ENERGY INC. 07.2500 05/15/2026 0.01%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.01%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.01%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.01%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.01%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.01%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.01%
BOLIDEN AB 0.01%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.01%
COMM 2014-CR18 XA IO 01.1717 07/15/2047 0.01%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.01%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 0.01%
EQUINIX INC 05.8750 01/15/2026 0.01%
FIDELITY NATIONAL INFORM 03.0000 08/15/2026 0.01%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.01%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.01%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.01%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.01%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.01%
ISTAR INC. 05.2500 09/15/2022 0.01%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.01%
LENNAR CORP 05.8750 11/15/2024 0.01%
MITSUBISHI UFJ LEASE & FINAN 0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.01%
REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 0.01%
SM ENERGY CO 06.6250 01/15/2027 0.01%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.01%
WFRBS 2011-C5 XA IO P/P 144A 01.8857 11/15/2044 0.01%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
AKER BP ASA P/P 144A 05.8750 03/31/2025 0.00%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.00%
BROTHER INDUSTRIES LTD 0.00%
CBRE SERVICES INC 05.2500 03/15/2025 0.00%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.00%
COMM 2012-LC4 XA IO P/P 144A 02.2898 12/10/2044 0.00%
D.R. HORTON INC 05.7500 08/15/2023 0.00%
GLENCORE PLC 0.00%
IAA INC P/P 144A 05.5000 06/15/2027 0.00%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.00%
MERCER INTL INC P/P 144A 07.3750 01/15/2025 0.00%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.00%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.00%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.00%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 0.00%
PULTEGROUP INC 05.5000 03/01/2026 0.00%
S&P GLOBAL INC 04.4000 02/15/2026 0.00%
SESI LLC 07.7500 09/15/2024 0.00%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.00%
WESFARMERS LTD 0.00%
WFRBS 2012-C6 AS 03.8350 04/15/2045 0.00%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.00%
ANTERO RESOURCES CORP 05.0000 03/01/2025 0.00%
AVAYA HOLDINGS CORP 0.00%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.00%
CBS CORP 04.0000 01/15/2026 0.00%
CENTENE CORP 04.7500 05/15/2022 0.00%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.00%
CINEMARK USA INC 05.1250 12/15/2022 0.00%
CIT GROUP INC. 05.0000 08/15/2022 0.00%
CVS HEALTH CORP 04.7800 03/25/2038 0.00%
EUTELSAT COMMUNICATIONS 0.00%
FRAC TECH INTL TLB L+475 06.0000 04/16/2021 0.00%
GMAC CAPITAL TRUST I PCT 08.3030 0.00%
GSMS 2013-GC12 XA IO 01.5614 06/10/2046 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2038 0.00%
MIRVAC GROUP 0.00%
RACKSPACE HOSTING INC L+300 05.5755 11/03/2023 0.00%
SERVICE CORP INTL 05.3750 05/15/2024 0.00%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.00%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.00%
SWIRE PROPERTIES LTD 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 0.00%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.00%
WEYERHAEUSER CO 07.3750 03/15/2032 0.00%
WFRBS 2012-C9 XA IO P/P 144A 02.0650 11/15/2045 0.00%
1.737 R ISWP US0003M P 06/26/2024 0.00%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 0.00%
AT&T INC 04.7500 05/15/2046 0.00%
BOYD GAMING CORP 06.3750 04/01/2026 0.00%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.00%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 0.00%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS 0.00%
COMCAST CORP 03.9690 11/01/2047 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
ELDORADO RESORTS INC 06.0000 09/15/2026 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
EPR PROPERTIES 05.7500 CUM CV PFD 0.00%
INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 0.00%
IPSEN 0.00%
JPMCC 2013-C16 XA IO 01.1088 12/15/2046 0.00%
KERRY PROPERTIES LTD 0.00%
KONINKLIJKE PHILIPS NV 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
NEIMAN MARCUS TL L+600 08.4209 10/25/2023 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
SM ENERGY CO 05.0000 01/15/2024 0.00%
SPRINT CORP 07.2500 09/15/2021 0.00%
SPST 2018-8 A 03.1296 02/24/2020 0.00%
T-MOBILE USA INC 06.3750 03/01/2025 0.00%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
ANTHEM INC 04.6250 05/15/2042 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
CA TXB-VAR PURP 07.5000 04/01/2034 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CONTINENTAL RESOURCES 05.0000 09/15/2022 0.00%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 0.00%
ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 0.00%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.00%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
N TX HWY-TXB-B 06.7180 01/01/2049 0.00%
NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.00%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.00%
NUTRIEN LTD USD 05.2500 01/15/2045 0.00%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
THE AES CORPORATION 04.8750 05/15/2023 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
WESTROCK MWV LLC 07.9500 02/15/2031 0.00%
ADVANZ PHARMA CORP 0.00%
AGL ENERGY LTD 0.00%
ALTRIA GROUP INC. 09.2500 08/06/2019 0.00%
ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CHF/USD 09/18/2019 JPMCB 0.00%
CHINA MEDICAL TECH INC USD 04.0000 08/15/2019 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CON EDISON CO OF NY INC 04.2000 03/15/2042 0.00%
DUKE ENERGY CAROLINAS 04.2500 12/15/2041 0.00%
IHEARTMEDIA INC - CLASS A 0.00%
IHEARTMEDIA TL L+400 06.5790 05/01/2026 0.00%
INTERNATIONAL PAPER CO 08.7000 06/15/2038 0.00%
JPY/USD 08/21/2019 RBSF 0.00%
KANSAI ELECTRIC POWER CO INC 0.00%
LENNAR CORPORATION 04.7500 04/01/2021 0.00%
MITSUBISHI GAS CHEMICAL CO 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
OH UNIV-TXB-C-BABS 04.9100 06/01/2040 0.00%
PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 0.00%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.00%
SEK/USD 09/18/2019 JPMCB 0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 0.00%
1.70 R ISWP FWD US0003M P 09/18/2021 0.00%
AUD/USD 07/17/2019 BANKAM 0.00%
AUD/USD 07/17/2019 GSFX 0.00%
AUD/USD 07/17/2019 JPMCB 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHF/USD 09/18/2019 BCAP-FX 0.00%
CLEAR CHANNEL OUTDOOR HOLDIN 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.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 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.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 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 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 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 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 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CNH/USD 08/21/2019 HSBCB 0.00%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.00%
DKK/USD 09/18/2019 CITI 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 09/18/2019 BANKAM 0.00%
EUR/USD 09/18/2019 GSFX 0.00%
EUR/USD 09/18/2019 HSBCB 0.00%
EUR/USD 09/18/2019 JPMCB 0.00%
GBP/USD 09/18/2019 BANKAM 0.00%
GBP/USD 09/18/2019 BCAP-FX 0.00%
GBP/USD 09/18/2019 CITI 0.00%
GBP/USD 09/18/2019 GSFX 0.00%
GBP/USD 09/18/2019 SSBT 0.00%
HKD/USD 08/21/2019 BCAP-FX 0.00%
ILS/USD 07/17/2019 SSBT 0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 0.00%
JPY/USD 08/21/2019 BANKAM 0.00%
JPY/USD 08/21/2019 CITI 0.00%
JPY/USD 08/21/2019 JPMCB 0.00%
JPY/USD 08/21/2019 SSBT 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 09/18/2019 JPMCB 0.00%
NZD/USD 07/17/2019 WPAC 0.00%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.00%
POWERWAVE TECHNOLOGIES CV 03.8750 10/01/2027 0.00%
SGD/USD 08/21/2019 JPMCB 0.00%
TXU TCEH RIGHTS 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.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 GS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
EUR/USD 09/18/2019 BCAP-FX -0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 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 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.00%
1.80 R ISWP FWD US0003M P 09/18/2024 -0.02%
2.05 R ISWP FWD US0003M P 09/18/2029 -0.02%
S&P500 EMINI FUT SEP19 ESU9 -2.06%

Prior top holdings

Top holdings as of 07/31/19
Putnam Retirement Advantage GAA Income Strategies Trust 100.04%
Top holdings as of 05/31/19
Putnam Retirement Advantage GAA Income Strategies Trust 100.04%
Top holdings as of 04/30/19
Putnam Retirement Advantage GAA Income Strategies Trust 100.04%

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.