Retirement Advantage 2020 Fund (Class I)

Comprehensively managed portfolios diversified to align with your retirement horizon

Highlights

Objective

Retirement Advantage Funds seek to maximize returns while maintaining a level of risk appropriate for a person planning to retire on or about the calendar year designated in each fund's name.

Strategy and process

  • Tailored to retirement: Each fund's target date reflects when investors are expected to retire and determines the portfolio's asset allocation.
  • Unique glide path: Allocations are structured to pursue performance and downside protection near retirement.
  • Comprehensively managed: Putnam's seasoned Global Asset Allocation team implements all steps of the investment process - the glide path, tactical allocations, and security selection.
  • Competitive CIT structure: The funds offer lower fee structure and the less complex administrative requirements of a collective investment trust, along with flexible pricing options.

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $13.93
0.07% | $0.01
$14.43
01/26/18
$13.77
02/08/18
Historical fund price

Fund facts as of 10/31/18

Total net assets
$515.46M
Turnover (fiscal year end)
77%
Dividend frequency
Annually
Number of holdings
4
Fiscal year-end
September
CUSIP / Fund code
746751528 / 2003
Inception date
01/03/08
Class I  
Category
Target Date
Open to new investors
Ticker
--

Management team

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


Manager commentary | Q3 2018

Bond income in a retirement strategy

Jason Vaillancourt, Co-Head of Global Asset Allocation, talks about the role of bonds in a target-date strategy.



Performance

  • Total return (%) as of 09/30/18

  • Annual performance as of 09/30/18

Annualized Total return (%) as of 09/30/18

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
At net asset value 3.97% 5.94% 5.90% 7.24%
Custom Retirement Advantage 2020 Index 4.27% 6.06% 5.50% 6.51%

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. 

Performance snapshot

  At net asset value  
1 mt. as of 10/31/18 -3.40 %
YTD as of 11/16/18 -1.83 %

Risk-adjusted performance as of 10/31/18

Alpha (3 yrs.) -0.99
Sharpe ratio (3 yrs.) 0.69
Treynor ratio (3 yrs.) 2.41
Information ratio (3 yrs.) -0.51

Volatility as of 10/31/18

Standard deviation (3 yrs.) 3.96%
Beta 1.14
R-squared 0.94

Capture ratio as of 10/31/18

Up-market (3 yrs.) 97.47
Down-market (3 yrs.) 113.10

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

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

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


Holdings

Top holdings as of 10/31/18

Putnam Retirement Advantage GAA Conservative Trust 49.28%
Putnam Retirement Advantage GAA Income Strategies Trust 38.54%
Putnam Retirement Advantage GAA Balanced Trust 8.43%
Putnam Retirement Advantage GAA Money Market Trust 3.79%

Full portfolio holdings as of 09/30/18

GNMA GII30 TBA 03.5000 10/01/2048 1.66%
FNMA FN30 TBA 04.0000 11/01/2048 1.48%
ALPHABET INC-CL A 1.14%
FNMA FN15 TBA 03.0000 10/01/2033 1.13%
FNMA FN30 MA3238 03.5000 01/01/2048 0.82%
FNMA FN30 TBA 03.0000 10/01/2048 0.82%
GNMA GII30 MA4652 03.5000 08/20/2047 0.81%
JPMORGAN CHASE & CO 0.79%
US TREASURY N/B 02.7500 08/15/2042 0.72%
FNMA FN30 BK5238 04.0000 05/01/2048 0.66%
APPLE INC 0.65%
CISCO SYSTEMS INC 0.62%
BOEING CO/THE 0.59%
VERIZON COMMUNICATIONS INC 0.59%
CITIGROUP INC 0.58%
NVIDIA CORP 0.58%
HOME DEPOT INC 0.55%
SPDR S&P 500 ETF TRUST 0.54%
AMAZON.COM INC 0.48%
GNMA GII30 MA4837 03.5000 11/20/2047 0.46%
MICROSOFT CORP 0.43%
FNMA FN30 MA2737 03.0000 09/01/2046 0.40%
FNMA FN30 TBA 06.0000 10/01/2048 0.40%
ORACLE CORP 0.39%
US TREASURY N/B 01.6250 02/15/2026 0.38%
FHLMC FH30G G08814 04.0000 05/01/2048 0.37%
PEPSICO INC 0.37%
TREASURY BILL 00.0000 10/04/2018 0.37%
REPO TRIPA TREAS 2.22 10/01/2018 0.36%
FNMA FN15 AL9468 03.0000 12/01/2031 0.35%
VALERO ENERGY CORP 0.35%
JOHNSON & JOHNSON 0.34%
FNMA FN30 BC9003 03.0000 11/01/2046 0.32%
REPO TRIPA MORTG 2.25 10/01/2018 0.32%
REPO TRIPA MORTG 2.26 10/01/2018 0.32%
REPO TRIPA MORTG 2.27 10/01/2018 0.32%
FACEBOOK INC-A 0.31%
FNMA FN30 TBA 04.5000 10/01/2048 0.31%
COCA-COLA CO/THE 0.30%
ANTHEM INC 0.29%
CONOCOPHILLIPS 0.29%
MERCK & CO. INC. 0.27%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.27%
WALT DISNEY CO/THE 0.27%
ELI LILLY & CO 0.26%
INTUIT INC 0.26%
OCCIDENTAL PETROLEUM CORP 0.26%
FNMA FN30 AL9859 03.0000 03/01/2047 0.25%
US TREASURY N/B 03.0000 02/15/2047 0.25%
AMGEN INC 0.23%
BRISTOL-MYERS SQUIBB CO 0.23%
FNMA FN30 TBA 03.5000 10/01/2048 0.23%
GNMA GII30 MA4586 03.5000 07/20/2047 0.23%
GNMA GII30 TBA 03.0000 10/01/2048 0.23%
HONEYWELL INTERNATIONAL INC 0.23%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.23%
NORTHROP GRUMMAN CORP 0.23%
S&P GSCI 3X NOTE 04/01/2019 0.23%
INTL BUSINESS MACHINES CORP 0.22%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.21%
DELTA AIR LINES INC 0.21%
CIGNA CORP 0.20%
FHLMC FH30G G08747 03.0000 02/01/2047 0.20%
MONDELEZ INTERNATIONAL INC-A 0.20%
MORGAN STANLEY 0.20%
US TREASURY N/B 04.5000 02/15/2036 0.20%
WALGREENS BOOTS ALLIANCE INC 0.20%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.19%
HALLIBURTON CO 0.19%
HUMANA INC 0.19%
NETAPP INC 0.19%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.19%
ROSS STORES INC 0.19%
FNMA FN30 BH7058 03.5000 12/01/2047 0.18%
SYSCO CORP 0.18%
CVS HEALTH CORP 04.7800 03/25/2038 0.17%
LOCKHEED MARTIN CORP 0.17%
LULULEMON ATHLETICA INC 0.17%
SPST 2018-1 A 03.1122 04/24/2019 0.17%
SPST 2018-5 A 02.9122 09/24/2019 0.17%
US TREASURY N/B 02.2500 11/15/2027 0.17%
ABIOMED INC 0.16%
AUTOMATIC DATA PROCESSING 0.16%
CAS 2016-C03 2M2 08.1158 10/25/2028 0.16%
COGNIZANT TECH SOLUTIONS-A 0.16%
FORD MOTOR CO 0.16%
FORTINET INC 0.16%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.16%
PALO ALTO NETWORKS INC 0.16%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.16%
PFIZER INC 0.16%
BAXTER INTERNATIONAL INC 0.15%
BOSTON SCIENTIFIC CORP 0.15%
CITIGROUP INC 04.4500 09/29/2027 0.15%
HP INC 0.15%
KINDER MORGAN INC 0.15%
PRUDENTIAL FINANCIAL INC 0.15%
RAYTHEON COMPANY 0.15%
REGIONS FINANCIAL CORP 0.15%
ROYAL CARIBBEAN CRUISES LTD 0.15%
US BANCORP 0.15%
WILLIAMS COS INC 0.15%
AGILENT TECHNOLOGIES INC 0.14%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.14%
CAS 2015-C04 2M2 07.7658 04/25/2028 0.14%
CDX CDX.NA.IG.31 100.0 12/20/2023 0.14%
CUMMINS INC 0.14%
E*TRADE FINANCIAL CORPORATION 0.14%
ESTEE LAUDER COMPANIES-CL A 0.14%
HALFMOON PARENT INC P/P 144A 03.7500 07/15/2023 0.14%
INGERSOLL-RAND PLC 0.14%
MCKESSON CORP 0.14%
NOVARTIS AG-REG 0.14%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.14%
TIFFANY & CO 0.14%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.14%
ABBVIE INC 0.13%
AMERIPRISE FINANCIAL INC 0.13%
CAPITAL ONE FINANCIAL CORP 0.13%
CARNIVAL CORP 0.13%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.13%
ENTERGY CORP 0.13%
GILEAD SCIENCES INC 0.13%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.13%
METLIFE INC 0.13%
PVH CORP 0.13%
RED HAT INC 0.13%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.13%
ROCHE HOLDING AG-GENUSSCHEIN 0.13%
SPST 2018-3 A 02.9122 07/24/2019 0.13%
TOTAL SA 0.13%
US TREASURY N/B 02.7500 02/15/2024 0.13%
CDX CDX.NA.HY.31 500.0 12/20/2023 0.12%
F5 NETWORKS INC 0.12%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.12%
GNMA GII30 TBA 04.0000 10/01/2048 0.12%
GOLDMAN SACHS GROUP INC 0.12%
KEURIG DR PEPPER INC P/P 144A 04.5970 05/25/2028 0.12%
MICHAEL KORS HOLDINGS LTD 0.12%
TEXAS INSTRUMENTS INC 0.12%
TOYOTA MOTOR CORP 0.12%
US TREASURY N/B 02.3750 08/15/2024 0.12%
WFHET 2004-2 M1 03.1158 10/25/2034 0.12%
APPLE INC 04.3750 05/13/2045 0.11%
CAS 2015-C04 1M2 07.9158 04/25/2028 0.11%
CAS 2017-C05 1M2 04.4158 01/25/2030 0.11%
CENTENE CORP 0.11%
COMM 2015-LC21 XA IO 00.9711 07/10/2048 0.11%
DISCOVER FINANCIAL SERVICES 0.11%
FIFTH THIRD BANCORP 0.11%
FNMA FN30 BH5117 04.0000 08/01/2047 0.11%
HILTON WORLDWIDE HOLDINGS IN 0.11%
NRG ENERGY INC 0.11%
ROCKWELL AUTOMATION INC 0.11%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.11%
VF CORP 0.11%
WASTE MANAGEMENT INC 0.11%
ALLIANZ SE-REG 0.10%
AT&T INC P/P 144A 04.1000 02/15/2028 0.10%
DELL TECHNOLOGIES INC-CL V 0.10%
FIDELITY NATIONAL INFO SERV 0.10%
FISERV INC 04.2000 10/01/2028 0.10%
FNMA FN30 AS8056 03.0000 10/01/2046 0.10%
FNMA FN30 MA2863 03.0000 01/01/2047 0.10%
GLAXOSMITHKLINE PLC 0.10%
HARTFORD FINANCIAL SVCS GRP 0.10%
HERSHEY CO/THE 0.10%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.10%
KLA-TENCOR CORP 0.10%
MASTERCARD INC - A 0.10%
REPO TRIPA TREAS 2.2 10/01/2018 0.10%
SALESFORCE.COM INC 03.7000 04/11/2028 0.10%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.10%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.10%
AIR PRODUCTS & CHEMICALS INC 0.09%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.09%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.09%
BPCE SA P/P 144A 04.5000 03/15/2025 0.09%
CAS 2014-C02 1M2 04.8158 05/25/2024 0.09%
ELANCO ANIMAL HEALTH P/P 144A 04.9000 08/28/2028 0.09%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.09%
EQUITY RESIDENTIAL TR REIT 0.09%
FLEETCOR TECHNOLOGIES INC 0.09%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.09%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.09%
JPMBB 2014-C22 XA IO 01.0379 09/15/2047 0.09%
LAS VEGAS SANDS CORP 0.09%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.09%
RIO TINTO PLC 0.09%
WELLCARE HEALTH PLANS INC 0.09%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.09%
ZOETIS INC 0.09%
AES CORP/THE 05.1250 09/01/2027 0.08%
ALLISON TRANSMISSION HOLDING 0.08%
AMADEUS IT GROUP SA 0.08%
ARCELORMITTAL 0.08%
ASTELLAS PHARMA INC 0.08%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.08%
BIOGEN INC 0.08%
CAS 2015-C01 1M2 06.5158 02/25/2025 0.08%
CAS 2018-C05 1M2 04.5658 01/25/2031 0.08%
CGCMT 2014-GC19 X IO 01.3053 03/10/2047 0.08%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.08%
ENI SPA 0.08%
EQUINOR ASA 0.08%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.08%
GNMA GII30 AT7632 04.0000 08/20/2046 0.08%
HITACHI LTD 0.08%
IMPERIAL BRANDS PLC 0.08%
KANSAS CITY SOUTHERN 0.08%
KDDI CORP 0.08%
KINDER MORGAN INC 04.3000 06/01/2025 0.08%
MICROCHIP TEC CV 01.6250 02/15/2027 0.08%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.08%
MICROSOFT CORP 02.4000 08/08/2026 0.08%
MIZUHO FINANCIAL GROUP INC 0.08%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.08%
PACKAGING CORP OF AMERICA 0.08%
PROCTER & GAMBLE CO/THE 0.08%
SERVICE CORP INTL 04.6250 12/15/2027 0.08%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.08%
SPST 2017-6 A 02.9122 11/24/2018 0.08%
SPST 2017-LD1 A 03.0158 11/25/2050 0.08%
STACR 2015-DNA3 M2 05.0658 04/25/2028 0.08%
SUMITOMO MITSUI FINANCIAL GR 0.08%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.08%
TREASURY BILL 00.0000 11/01/2018 0.08%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.08%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.08%
WYNDHAM DESTINATIONS INC 0.08%
ALLY FINANCIAL INC 0.07%
APPLIED MATERIALS INC 0.07%
AVERY DENNISON CORP 0.07%
AVIVA PLC 0.07%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.07%
BASF SE 0.07%
BECTON DICKINSON AND CO 06.1250 CUM CV PFD 0.07%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.07%
CENTERPOINT ENERGY INC 0.07%
CENTRAL JAPAN RAILWAY CO 0.07%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.07%
CIT GROUP INC 0.07%
CITIGROUP INC 03.8870 01/10/2028 0.07%
CK ASSET HOLDINGS LTD 0.07%
CMS ENERGY CORP 0.07%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.07%
CONAGRA BRANDS INC 0.07%
COVESTRO AG 0.07%
DENTSPLY SIRONA INC 0.07%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.07%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.07%
DOLLAR GENERAL CORP 0.07%
ENEL SPA 0.07%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.07%
FRESENIUS MEDICAL CARE AG & 0.07%
HERMES INTERNATIONAL 0.07%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.07%
HOYA CORP 0.07%
HUNTSMAN CORP 0.07%
KONINKLIJKE AHOLD DELHAIZE N 0.07%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.07%
LEAR CORP 03.8000 09/15/2027 0.07%
LEGAL & GENERAL GROUP PLC 0.07%
LINCOLN NATIONAL CORP 0.07%
LOEWS CORP 0.07%
MACQUARIE GROUP LTD 0.07%
MOLSON COORS BREWING CO -B 0.07%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.07%
MSBAM 2013-C13 AS 04.2660 11/15/2046 0.07%
MSC 2016-BNK2 XB IO 00.6790 11/15/2049 0.07%
NEWMONT MINING CORP 0.07%
NIPPON TELEGRAPH & TELEPHONE 0.07%
ONEOK INC 0.07%
ORACLE CORPORATION 02.2500 10/08/2019 0.07%
ORIX CORP 0.07%
PBF ENERGY INC-CLASS A 0.07%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.07%
PEUGEOT SA 0.07%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.07%
REPO TRIPA TREAS 1.99 10/09/2018 0.07%
REPSOL SA 0.07%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.07%
RESONA HOLDINGS INC 0.07%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.07%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.07%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.07%
SANDVIK AB 0.07%
SONY CORP 0.07%
SPDR S&P MIDCAP 400 ETF TRST 0.07%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.07%
SWEDBANK AB - A SHARES 0.07%
SYNOPSYS INC 0.07%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.07%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.07%
TOTAL SYSTEM SERVICES INC 0.07%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.07%
US TREASURY N/B 02.1250 12/31/2022 0.07%
VERTEX PHARMACEUTICALS INC 0.07%
VOLVO AB-B SHS 0.07%
WEC ENERGY GROUP INC 04.4263 05/15/2067 0.07%
WEYERHAEUSER CO 0.07%
WFRBS 2013-C14 XA IO 00.8745 06/15/2046 0.07%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.07%
ABN AMRO GROUP NV-CVA 0.06%
AIR LEASE CORP 04.6250 10/01/2028 0.06%
AMEREN CORPORATION 0.06%
AMERICAN ELECTRIC POWER 0.06%
AMETEK INC 0.06%
ANGLO AMER PLC 0.06%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.06%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.06%
BANK OF AMERICA CORP 07.2500 CV PFD 0.06%
BLUESCOPE STEEL LTD 0.06%
BROADRIDGE FINANCIAL SOLUTIO 0.06%
CA INC 0.06%
CADENCE DESIGN SYS INC 0.06%
CAS 2015-C02 1M2 06.2158 05/25/2025 0.06%
CELANESE CORP 0.06%
CELGENE CORP 0.06%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.06%
CLP HOLDINGS LTD 0.06%
COMCAST CORP 03.1500 03/01/2026 0.06%
COMM 2012-CR1 AM 03.9120 05/15/2045 0.06%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.06%
COMM 2014-CR19 XA IO 01.3444 08/10/2047 0.06%
COMM 2014-LC15 XA IO 01.4476 04/10/2047 0.06%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.06%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.06%
CVS HEALTH CORP 05.0500 03/25/2048 0.06%
CWL 2005-8 M4 03.1458 12/25/2035 0.06%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.06%
DISH NETWORK CV 03.3750 08/15/2026 0.06%
DNB NOR ASA 0.06%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.06%
EXPEDITORS INTL WASH INC 0.06%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.06%
FNMA FN30 AS8074 03.0000 10/01/2046 0.06%
HANG SENG BANK LTD 0.06%
HCP INC 0.06%
HESS CORP 08.0000 CV PFD 0.06%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.06%
INTL CONSOLIDATED AIRLINE-DI 0.06%
ITOCHU CORP 0.06%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.06%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.06%
MARUBENI CORP 0.06%
MITSUI AND CO LTD 0.06%
MORGAN STANLEY 03.6250 01/20/2027 0.06%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.06%
NEWELL BRANDS INC 04.2000 04/01/2026 0.06%
NTT DATA CORP 0.06%
ORACLE CORP 03.2500 11/15/2027 0.06%
OSHKOSH CORP 04.6000 05/15/2028 0.06%
OWENS CORNING 0.06%
PARTNERS GROUP HOLDING AG 0.06%
PERSIMMON PLC 0.06%
REALPAGE INC CV 01.5000 11/15/2022 0.06%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.06%
ROYAL DUTCH SHELL PLC-B SHS 0.06%
S&P GLOBAL INC 02.9500 01/22/2027 0.06%
SAINSBURY (J) PLC 0.06%
SERVICENOW IN CV 00.0000 06/01/2022 0.06%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.06%
SHIONOGI & CO LTD 0.06%
SL GREEN REALTY CORP 0.06%
STACR 2014-HQ3 M3 06.9658 10/25/2024 0.06%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.06%
TAYLOR WIMPEY PLC 0.06%
TREASURY BILL 00.0000 11/08/2018 0.06%
TWENTY-FIRST CENTURY FOX - B 0.06%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.06%
UGI CORP 0.06%
VINCI SA 0.06%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.06%
WFRBS 2014-C25 XA IO 01.0464 11/15/2047 0.06%
ZOETIS INC 03.9000 08/20/2028 0.06%
ACS ACTIVIDADES 0.05%
AENA SME SA 0.05%
AES CORP 0.05%
AIR LEASE CORP 03.6250 04/01/2027 0.05%
ALPHABET INC 01.9980 08/15/2026 0.05%
AMAZON.COM INC 03.1500 08/22/2027 0.05%
AMDOCS LTD 0.05%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.05%
APPLE INC 02.1000 05/06/2019 0.05%
APPLE INC 02.8500 05/06/2021 0.05%
ASSURANT INC 0.05%
BANK OF AMERICA CORP 03.8240 01/20/2028 0.05%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.05%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.05%
BERRY GLOBAL GROUP INC 0.05%
BOOZ ALLEN HAMILTON HOLDINGS 0.05%
CBRE GROUP INC - A 0.05%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.05%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.05%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.05%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.05%
CROWN CASTLE INTL CORP 06.8750 CUM CV PFD 0.05%
CSAIL 2015-C1 C 04.4395 04/15/2050 0.05%
DANAHER CORP 0.05%
DUN & BRADSTREET CORP 0.05%
ECOLAB INC 03.2500 12/01/2027 0.05%
FAURECIA 0.05%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.05%
FNMA FN30 AS7003 03.0000 04/01/2046 0.05%
FNMA FN30 BC2733 03.0000 05/01/2046 0.05%
FORTIVE CORPORATION 05.0000 CUM CV PFD 0.05%
GALAXY ENT GRP L 0.05%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.05%
GSMS 2014-GC18 XA IO 01.2664 01/10/2047 0.05%
GSMS 2015-GC30 XA IO 01.0005 05/10/2050 0.05%
HARTFORD FINL SVCS GRP 06.6250 03/30/2040 0.05%
HCA INC 05.5000 06/15/2047 0.05%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.05%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.05%
KAR AUCTION SERVICES INC 0.05%
KEYSIGHT TECHNOLOGIES IN 0.05%
L OREAL 0.05%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.05%
MICRON TECHNO CV 03.0000 11/15/2043 0.05%
MSBAM 2013-C13 XA IO 01.2326 11/15/2046 0.05%
MSCI INC 0.05%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.05%
NESTLE SA-REG 0.05%
NORTHERN TRUST CORP 0.05%
PINNACLE FOODS INC 0.05%
PRINCIPAL FINANCIAL GROUP 0.05%
REPUBLIC SERVICES INC 0.05%
SIGNET JEWELERS LTD 0.05%
SKANDINAVISKA ENSKILDA USD 02.6250 03/15/2021 0.05%
SQUARE INC P/P 144A CV 00.5000 05/15/2023 0.05%
STACR 2014-DN4 M3 06.7658 10/25/2024 0.05%
STACR 2016-HQA2 M3 07.3658 11/25/2028 0.05%
TELADOC INC P/P 144A CV 01.3750 05/15/2025 0.05%
TESLA INC CV 01.2500 03/01/2021 0.05%
TOLL BROTHERS INC 0.05%
TPAT 2018-SL1 A P/P 144A 02.8158 01/25/2046 0.05%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.05%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.05%
UCB SA 0.05%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.05%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.05%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.05%
VORNADO REALTY TRUST 0.05%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.05%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.05%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.05%
WFRBS 2014-C22 XA IO 00.9984 09/15/2057 0.05%
WOOLWORTHS GROUP LTD 0.05%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.04%
3I GROUP PLC 0.04%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.04%
ALLERGAN PLC 0.04%
ALTRIA GROUP INC 02.6250 01/14/2020 0.04%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.04%
AMGEN INC 02.6000 08/19/2026 0.04%
AMGEN INC 04.6630 06/15/2051 0.04%
ANALOG DEVICES INC 02.8500 03/12/2020 0.04%
APPLE INC 04.2500 02/09/2047 0.04%
ARKEMA 0.04%
ARMT 2005-9 5A1 02.7558 11/25/2035 0.04%
ATHENE HOLDING LTD-CLASS A 0.04%
AUSTRALIA & NEW ZEALAND BANKI 05253CR57 DCP 04/05/2019 0.04%
BMIR 2018-2A M1B P/P 144A 03.5658 08/25/2028 0.04%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.04%
BRIXMOR PROPERTY GROUP INC 0.04%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.04%
BWX TECHNOLOGIES INC 0.04%
CANADIAN IMP BK COMM NY 02.4822 12/28/2018 0.04%
CAPGEMINI SE 0.04%
CBS CORP 04.6000 01/15/2045 0.04%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.04%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.04%
CHARIOT FUNDING LLC 15963ULS3 DCP 11/26/2018 0.04%
CHARLES RIVER LABORATORIES 0.04%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.04%
CITIGROUP INC 02.6500 10/26/2020 0.04%
COMCAST CORP 06.5000 11/15/2035 0.04%
COMM 2014-UBS4 XA IO 01.3367 08/10/2047 0.04%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.04%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.04%
CVS HEALTH CORP 02.8750 06/01/2026 0.04%
CWL 2004-5 2A 02.7158 10/25/2034 0.04%
DBUBS 2011-LC3A D P/P 144A 05.5156 08/10/2044 0.04%
DOLLAR TREE INC 0.04%
DUKE REALTY CORP 0.04%
EASYJET PLC 0.04%
EQT CORP 03.9000 10/01/2027 0.04%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.04%
FAIRWAY FINANCE CO LLC 30601WM48 DCP 12/04/2018 0.04%
FIAT CHRYSLER AUTOMOBILES NV 0.04%
FNMA FN40 BF0171 04.0000 01/01/2057 0.04%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.04%
GE CAP INTL FUNDING USD 02.3420 11/15/2020 0.04%
GE CAPITAL INTL FUNDING USD 03.3730 11/15/2025 0.04%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.04%
GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 0.04%
GSMS 2014-GC22 C 04.8458 06/10/2047 0.04%
HSBC HOLDINGS PLC USD 04.8750 01/14/2022 0.04%
HUBSPOT INC CV 00.2500 06/01/2022 0.04%
HYATT HOTELS CORP - CL A 0.04%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.04%
INGREDION INC 0.04%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.04%
ISHARES MSCI EAFE ETF 0.04%
JAZZ INVESTME USD 01.8750 08/15/2021 0.04%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.04%
JPMBB 2014-C22 C 04.7100 09/15/2047 0.04%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 0.04%
LCCM 2017-LC26 XA IO P/P 144A 01.6854 07/12/2050 0.04%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.04%
LIVE NATION P/P 144A CV 02.5000 03/15/2023 0.04%
LKQ CORP 0.04%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.04%
MANDATORY EXCH TRUST P/P 144A 05.7500 CV PFD 0.04%
MANPOWERGROUP INC 0.04%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.04%
METLIFE SHORT TERM FUNDING LL 59157ULL2 DCP 11/20/2018 0.04%
MONCLER SPA 0.04%
MORGAN STANLEY 04.3750 01/22/2047 0.04%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.04%
MSBAM 2013-C7 XA IO 01.4965 02/15/2046 0.04%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.04%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.04%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.04%
NEXTERA ENERGY INC 06.1230 CV PFD 0.04%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.04%
NTT DOCOMO INC 0.04%
NUANCE COMMUNICATIONS INC 0.04%
OGE ENERGY CORP 0.04%
OKTA INC P/P 144A CV 00.2500 02/15/2023 0.04%
ORACLE CORP 02.6500 07/15/2026 0.04%
PALO ALTO NET P/P 144A CV 00.7500 07/01/2023 0.04%
PARK HOTELS & RESORTS INC 0.04%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.04%
PENTAIR PLC 0.04%
PINNACLE WEST CAPITAL 0.04%
PRICELINE.COM CV 00.3500 06/15/2020 0.04%
PROSIEBENSAT.1 MEDIA SE 0.04%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.04%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.04%
RINGCENTRAL P/P 144A CV 00.0000 03/15/2023 0.04%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.04%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.04%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.04%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.04%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.04%
SPIRIT REALTY CAPITAL INC 0.04%
SPLUNK INC P/P 144A CV 01.1250 09/15/2025 0.04%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.04%
STACR 2016-DNA1 M3 07.7658 07/25/2028 0.04%
SWEDISH MATCH AB 0.04%
TAISEI CORP 0.04%
TREASURY BILL 00.0000 10/18/2018 0.04%
TREASURY BILL 00.0000 12/13/2018 0.04%
TUI AG-DI 0.04%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.04%
UNITED OVERSEAS BANK LTD 0.04%
US BANK NA/CINCINNATI OH 02.2173 05/13/2019 0.04%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.04%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.04%
W.R. GRACE & CO 0.04%
WALMART INC 93114FK94 DCP 10/09/2018 0.04%
WAMU 2004-AR13 A2B 03.0958 11/25/2034 0.04%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.04%
WESTROCK MWV LLC 08.2000 01/15/2030 0.04%
WFRBS 2012-C10 AS 03.2410 12/15/2045 0.04%
WORKDAY INC CV 00.2500 10/01/2022 0.04%
ZEBRA TECHNOLOGIES CORP-CL A 0.04%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.03%
ALTA MESA HLDGS 07.8750 12/15/2024 0.03%
ALTERYX INC P/P 144A CV 00.5000 06/01/2023 0.03%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.03%
AMERICAN FINANCIAL GROUP INC 0.03%
AMERICAN HOME 4 RENT 0.03%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.03%
AMG CAPITAL TRUST II 05.1500 CV PFD 0.03%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.03%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.03%
APARTMENT INVT & MGMT CO -A 0.03%
ARCELORMITTAL USD 07.0000 10/15/2039 0.03%
ASHTEAD GROUP PLC 0.03%
ASSOCIATED BRITISH FOODS PLC 0.03%
ATMOS ENERGY CORP 0.03%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.03%
BANK OF AMERICA CORP 03.0040 12/20/2023 0.03%
BANK OF AMERICA NA 02.5000 04/04/2019 0.03%
BANK OF MONTREAL CHICAGO 02.4858 02/25/2019 0.03%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.03%
BEDFORD ROW FUNDING CORP 07644BPM8 DCP 02/21/2019 0.03%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.03%
BLACK KNIGHT INC 0.03%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.03%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.03%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.03%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.03%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.03%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.03%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.03%
CAESARS ENTERTAIN CORP CV 05.0000 10/01/2024 0.03%
CANADIAN IMPERIAL BANK OF COM 2.31025 11/05/2018 0.03%
CARBONITE INC CV 02.5000 04/01/2022 0.03%
CBRE SERVICES INC 04.8750 03/01/2026 0.03%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.03%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.03%
CGCMT 2012-GC8 XA IO P/P 144A 01.9663 09/10/2045 0.03%
CGCMT 2014-GC21 X IO 01.3569 05/10/2047 0.03%
CHARIOT FUNDING LLC 15963UKN5 DCP 10/22/2018 0.03%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.03%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.03%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.03%
CHEVRON CORP 01.5610 05/16/2019 0.03%
CINCINNATI BELL INC 06.7500 CUM CV PFD 0.03%
CIT GROUP INC. 05.2500 03/07/2025 0.03%
CITIBANK NA 02.2800 12/18/2018 0.03%
CITIBANK NA 02.3300 10/23/2018 0.03%
CITIGROUP INC 03.6680 07/24/2028 0.03%
CITIGROUP INC 04.7500 05/18/2046 0.03%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.03%
COLLATERALIZED COMMERCIAL PAP 19422DK42 DCP 10/04/2018 0.03%
COLONY STARWO CV 03.5000 01/15/2022 0.03%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.03%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.03%
COMM 2013-CR11 XA IO 01.2718 08/10/2050 0.03%
COMM 2014-CR17 C 04.8976 05/10/2047 0.03%
COMMONWEALTH BANK OF AUSTRALI 02.3238 11/29/2018 0.03%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.03%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.03%
COOPERAT RABOBANK UA/NY 02.4838 10/01/2018 0.03%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.03%
COUPA SOFTW P/P 144A CV 00.3750 01/15/2023 0.03%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.03%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.03%
DANSKE CORP 2363F7KK3 DCP 10/19/2018 0.03%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.03%
DISH DBS CORP 05.8750 11/15/2024 0.03%
DNB BANK ASA - 03/14/2019 02.2626 03/14/2019 0.03%
DNB BANK ASA - 12/21/2018 02.3038 12/21/2018 0.03%
DOCUSIGN INC P/P 144A CV 00.5000 09/15/2023 0.03%
DTE ENERGY CO 06.5000 CV PFD 0.03%
DYCOM IND INC CV 00.7500 09/15/2021 0.03%
ECOLAB INC 02.7000 11/01/2026 0.03%
EOG RESOURCES INC 02.6250 03/15/2023 0.03%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.03%
EVERBRIDGE INC CV 01.5000 11/01/2022 0.03%
EVERGY INC 0.03%
EVONIK INDUSTRIES AG 0.03%
EXACT SCIENCES CORP CV 01.0000 01/15/2025 0.03%
EXTENDED STAY AMERICA INC 0.03%
FAIRWAY FINANCE CO LLC 30601WKN8 DCP 10/22/2018 0.03%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.03%
FNMA FN30 AS7154 03.0000 05/01/2046 0.03%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.03%
GNMA 10000 BC8223 03.5000 11/20/2047 0.03%
GNMA 10000 BE3158 03.5000 11/20/2047 0.03%
GREAT LAKES D&D 08.0000 05/15/2022 0.03%
GSMS 2013-GC10 AS 03.2790 02/10/2046 0.03%
GSMS 2013-GC13 AS P/P 144A 04.2177 07/10/2046 0.03%
HD SUPPLY HOLDINGS INC 0.03%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.03%
HIGHWOODS PROPERTIES INC 0.03%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.03%
HSBC USA INC - 07/05/2019 02.4338 07/05/2019 0.03%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.03%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.03%
IAC FINANCECO P/P 144A CV 00.8750 10/01/2022 0.03%
ILLUMINA INC P/P 144A CV 00.0000 08/15/2023 0.03%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.03%
INTEL CORP CV 03.2500 08/01/2039 0.03%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.03%
INTERNATIONAL BUSINESS MACHIN 45920GMK9 DCP 12/19/2018 0.03%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.03%
INTL FLAVOR & FRAGRANCES 06.0000 CV PFD 0.03%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.03%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.03%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.03%
JONES LANG LASALLE INC 0.03%
JPMBB 2013-C14 AS 04.4093 08/15/2046 0.03%
KAO CORP 0.03%
KEYCORP 02.3000 12/13/2018 0.03%
KINDER MORGAN INC 03.1500 01/15/2023 0.03%
KRAFT HEINZ FOODS CO 03.1605 08/10/2022 0.03%
LEIDOS HOLDINGS INC 0.03%
LIBERTY EXPEDIA HOLD INC 144A 0.03%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.03%
LIBERTY PROPERTY TRUST 0.03%
LIBERTY STREET FUNDING LLC 53127UL16 DCP 11/01/2018 0.03%
LIBERTY STREET FUNDING LLC 53127UM72 DCP 12/07/2018 0.03%
LLOYDS BANK PLC 02.3638 12/07/2018 0.03%
MADISON SQUARE GARDEN CO- A 0.03%
MANHATTAN ASSET FUNDING CO LL 56274MKK7 DCP 10/19/2018 0.03%
MARINE HARVEST 0.03%
MEDICINES CO CV 02.5000 01/15/2022 0.03%
MICROSOFT CORP 01.5500 08/08/2021 0.03%
MICROSOFT CORP 02.4000 02/06/2022 0.03%
MICROSOFT CORP 03.3000 02/06/2027 0.03%
MITSUBISHI CHEMICAL HOLDINGS 0.03%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.03%
MITSUBISHI UFJ TRUST & BANKIN 02.2600 11/13/2018 0.03%
MSBAM 2014-C17 C 04.6136 08/15/2047 0.03%
MSC 2016-UB12 XA IO 00.9465 12/15/2049 0.03%
MUENCHENER RUECKVER AG-REG 0.03%
NATIONAL AUSTRALIA BANK LTD 02.3438 04/11/2019 0.03%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.03%
NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 0.03%
NATIONAL BANK OF CANADA - 2.34025 01/18/2019 0.03%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.03%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.03%
NEUROCRINE CV 02.2500 05/15/2024 0.03%
NEW RESIDENTIAL INVESTMENT 0.03%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.03%
NICE SYS INC CV 01.2500 01/15/2024 0.03%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.03%
NORDEA BANK AB NEW YORK 02.3819 05/21/2019 0.03%
NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 0.03%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.03%
NRG ENERGY P/P 144A CV 02.7500 06/01/2048 0.03%
NUTRIEN LTD USD 04.1250 03/15/2035 0.03%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.03%
OLD LINE FUNDING LLC 67984XEJ1 DCP 12/13/2018 0.03%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.03%
OMV AG 0.03%
PEARSON PLC 0.03%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.03%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.03%
PFIZER INC 01.7000 12/15/2019 0.03%
RABOBANK NEDERLAND NV NY 02.2900 12/17/2018 0.03%
RALPH LAUREN CORP 0.03%
REGENCY MARKETS NO. 1 LLC 7588R1K95 DCP 10/09/2018 0.03%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.03%
REXNORD CORP 05.7500 CUM CV PFD 0.03%
ROYAL BANK OF CANADA NY 02.3505 12/07/2018 0.03%
SANTANDER CONSUMER USA HOLDI 0.03%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.03%
SEMPRA ENERGY 06.0000 CUM CV PFD 0.03%
SERVICEMASTER GLOBAL HOLDING 0.03%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.03%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.03%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.03%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.03%
SKANDINAV ENSKILDA BK NY 02.4884 10/17/2018 0.03%
SKANDINAV ENSKILDA BK NY USD 02.2403 03/06/2019 0.03%
SKF AB-B SHARES 0.03%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.03%
SPRINT CORP 07.8750 09/15/2023 0.03%
STACR 2013-DN2 M2 06.4658 11/25/2023 0.03%
STANLEY BLACK & DECKER INC 0.03%
STARWOOD PROPERTY TRUST INC 0.03%
SUMITOMO MITSUI BANK NY 02.3426 11/09/2018 0.03%
SUPERNUS PH P/P 144A CV 00.6250 04/01/2023 0.03%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.03%
SWEDBANK (NEW YORK) 02.3203 11/06/2018 0.03%
T-MOBILE USA INC 05.3750 04/15/2027 0.03%
T-MOBILE USA INC 06.3750 03/01/2025 0.03%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.03%
THUNDER BAY FUNDING LLC 88603GKF6 DCP 11/27/2018 0.03%
TORONTO-DOMINION BANK/THE 2.36025 02/08/2019 0.03%
TRANSDIGM INC 06.3750 06/15/2026 0.03%
TREASURY BILL 00.0000 10/11/2018 0.03%
TWITTER INC CV 01.0000 09/15/2021 0.03%
UBS AG/LONDON - 11/13/2018 02.4138 11/13/2018 0.03%
UBSBB 2012-C2 XA IO P/P 144A 01.4878 05/10/2063 0.03%
UBSBB 2013-C6 XA IO P/P 144A 01.2764 04/10/2046 0.03%
UNITEDHEALTH GROUP INC 03.1500 06/15/2021 0.03%
UPM-KYMMENE OYJ 0.03%
US TREASURY FRN 02.2351 07/31/2020 0.03%
USG CORP P/P 144A 04.8750 06/01/2027 0.03%
VECTOR GROUP LTD CV 01.7500 04/15/2020 0.03%
VISTEON CORP 0.03%
WABCO HOLDINGS INC 0.03%
WAMU 2005-AR8 2AC2 03.1358 07/25/2045 0.03%
WARNER MEDIA LLC 03.8000 02/15/2027 0.03%
WELLS FARGO & COMPANY 07.5000 CV PFD 0.03%
WESTPAC BANKING CORP 2.32025 01/03/2019 0.03%
WESTROCK CO P/P 144A 03.3750 09/15/2027 0.03%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.03%
WFCM 2013-LC12 AS 04.4226 07/15/2046 0.03%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.03%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.03%
WIX LTD P/P 144A 00.0000 07/01/2023 0.03%
WRIGHT MEDICA P/P 144A CV 01.6250 06/15/2023 0.03%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.03%
ABBVIE INC 03.6000 05/14/2025 0.02%
ABC-MART INC 0.02%
ABN AMRO FUNDING USA LLC 00084CLD2 DCP 11/13/2018 0.02%
AECOM 0.02%
AGNC INVESTMENT CORP 0.02%
AIR LEASE CORP 02.5000 03/01/2021 0.02%
AIR TRANSPORT CV 01.1250 10/15/2024 0.02%
AKAMAI TECH P/P 144A CV 00.1250 05/01/2025 0.02%
ALFRESA HOLDINGS CORP 0.02%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.02%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.02%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.02%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.02%
ALTRIA GROUP INC 04.0000 01/31/2024 0.02%
AMAZON.COM INC 04.0500 08/22/2047 0.02%
AMC ENT HOLDIN 06.1250 05/15/2027 0.02%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.02%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.02%
APERGY CORP P/P 144A 06.3750 05/01/2026 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%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 0.02%
ARRIS INTERNATIONAL PLC 0.02%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.02%
ATLANTIC ASSET SECURITIZATION 04821ULT7 DCP 11/27/2018 0.02%
AUSTRALIA & NEW ZEALAND BANKING GRP LTD -2.42025 10/16/2018 0.02%
AUTONATION INC. 05.5000 02/01/2020 0.02%
AVAYA TLB L+425 06.4084 12/15/2024 0.02%
AXIS CAPITAL HOLDINGS LTD 0.02%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.02%
BANK OF AMERICA CORP 2.49025 10/03/2018 0.02%
BANK OF AMERICA NA 02.3784 01/16/2019 0.02%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.02%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.02%
BARCLAYS BANK PLC CCP 06742QNT5 DCP 10/29/2018 0.02%
BARCLAYS BANK, PLC 06742QPT3 DCP 10/12/2018 0.02%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.02%
BAUSCH HLTH COS INC P/P 144A 09.2500 04/01/2026 0.02%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.02%
BELDEN INC 06.7500 CV PFD 0.02%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.02%
BGC PARTNERS INC 05.1250 05/27/2021 0.02%
BGC PARTNERS INC-CL A 0.02%
BHP BILLITON LIMITED 0.02%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.02%
BIOSCRIP INC 08.8750 02/15/2021 0.02%
BLACKROCK TCP CAP CORP CV 05.2500 12/15/2019 0.02%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 0.02%
BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 0.02%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.02%
BRAND ENERGY TL L+425 06.5956 06/21/2024 0.02%
BRANDYWINE REALTY TRUST 0.02%
CABOT CORP 0.02%
CALIFORNIA RESOURC TL L+475 06.9622 11/17/2022 0.02%
CANADIAN IMP BK COMM NY 02.4860 08/01/2019 0.02%
CAS 2014-C03 2M2 05.1158 07/25/2024 0.02%
CAS 2015-C03 2M2 07.2158 07/25/2025 0.02%
CAS 2016-C02 1M2 08.2158 09/25/2028 0.02%
CBS CORP 02.9000 01/15/2027 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.02%
CD 2016-CD1 XA IO 01.5623 08/10/2049 0.02%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.02%
CEMEX SAB DE CV USD 03.7200 03/15/2020 0.02%
CGCMT 2013-GC11 D P/P 144A 04.5672 04/10/2046 0.02%
CGCMT 2013-GC17 AS 04.5440 11/10/2046 0.02%
CGCMT 2014-GC23 IO 01.1867 07/10/2047 0.02%
CGCMT 2015-GC31 X IO 00.5488 06/10/2048 0.02%
CGPUTQL2 R US0003M P 11/27/18 CI 0.02%
CHARTA LLC 16115WME4 DCP 12/14/2018 0.02%
CHECK POINT SOFTWARE TECH 0.02%
CHEGG INC P/P 144A CV 00.2500 05/15/2023 0.02%
CHENIERE ENERGY INC CV 04.2500 03/15/2045 0.02%
CIENA CORP CV 04.0000 12/15/2020 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%
CITRIX SYSTEM CV 00.5000 04/15/2019 0.02%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.02%
CLOVIS ONCOLOGY INC CV 01.2500 05/01/2025 0.02%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.02%
COCA-COLA AMATIL LTD 0.02%
COLLATERALIZED COMMERCIAL PAP 02.3338 01/24/2019 0.02%
COMCAST CORP 02.3500 01/15/2027 0.02%
COMCAST CORP 03.3750 02/15/2025 0.02%
COMCAST CORP 03.9690 11/01/2047 0.02%
COMM 2012-LC4 AM 04.0630 12/10/2044 0.02%
COMM 2013-LC13 XA IO 01.3843 08/10/2046 0.02%
COMM 2014-CR14 XA IO 00.8736 02/10/2047 0.02%
COMM 2015-CR23 XA IO 01.1047 05/10/2048 0.02%
COMMONWEALTH BANK OF AUSTRALI 20272EMA3 DCP 12/10/2018 0.02%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.02%
COMSTOCK ESCROW CORP P/P 144A 09.7500 08/15/2026 0.02%
COOPERATIEVE RABOBANK UA USD 03.7500 07/21/2026 0.02%
COPA HOLDINGS SA-CLASS A 0.02%
CORELOGIC INC 0.02%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.02%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.02%
CRC FUNDING LLC 12619ULE9 DCP 11/14/2018 0.02%
CREDIT SUISSE AG/NEW YORK NY 01.8500 10/29/2018 0.02%
CROWN CASTLE INTL CORP 04.7500 05/15/2047 0.02%
CROWN RESORTS LTD 0.02%
CSAIL 2015-C1 AS 03.7910 04/15/2050 0.02%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.02%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.02%
CSMC 2016-NXSR C 04.5076 12/15/2049 0.02%
CYPRESS SEMIC CV 04.5000 01/15/2022 0.02%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.02%
DIGITAL DELTA HLDG 03.4000 10/01/2020 0.02%
DOMTAR CORP 0.02%
DOUGLAS EMMETT INC 0.02%
DUKE ENERGY CORP 03.1500 08/15/2027 0.02%
EMERA US FINANCE LP 04.7500 06/15/2046 0.02%
EMLT 2004-1 M2 03.6408 01/25/2034 0.02%
ENBRIDGE INC USD 04.2500 12/01/2026 0.02%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.02%
ENDESA S.A. 0.02%
ENGIE 0.02%
EPR PROPERTIES 05.7500 CUM CV PFD 0.02%
EQUITY LIFESTYLE PROPERTIES 0.02%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.02%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.02%
EXPORT DEVELOPMENT CANADA 30215HPB0 DCP 02/11/2019 0.02%
FAIRWAY FINANCE CO LLC 30601WK99 DCP 10/09/2018 0.02%
FED REPUBLIC OF BRAZIL USD 04.6250 01/13/2028 0.02%
FIRST HAWAIIAN INC 0.02%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.02%
GAMING AND LEISURE PROPERTIE 0.02%
GARDNER DENVER HOLDINGS INC 0.02%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.02%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.02%
GNMA GII30 OBD1715 03.5000 11/20/2047 0.02%
GNMA GII30 OBD1716 03.5000 11/20/2047 0.02%
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%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.02%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.02%
GREENBRIER C CV 02.8750 02/01/2024 0.02%
GSMS 2010-C1 D P/P 144A 06.1966 08/10/2043 0.02%
GSMS 2011-GC5 XA IO P/P 144A 01.5057 08/10/2044 0.02%
GSMS 2014-GC18 C 05.1079 01/10/2047 0.02%
GSMS 2014-GC22 XA IO 01.1470 06/10/2047 0.02%
HCA INC 06.5000 02/15/2020 0.02%
HENDERSON LAND DEVELOPMENT 0.02%
HILL-ROM HOLDINGS INC 0.02%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.02%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.02%
HUDSON PACIFIC PROPERTIES IN 0.02%
HUSKY TLB L+300 05.2018 03/28/2025 0.02%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.02%
II-VI INC CV 00.2500 09/01/2022 0.02%
IMM 2004-7 1A1 02.9558 11/25/2034 0.02%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.02%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
INFOR US INC 06.5000 05/15/2022 0.02%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.02%
INPHI CORP CV 00.7500 09/01/2021 0.02%
INSULET CORP P/P 144A CV 01.3750 11/15/2024 0.02%
INTEGRATED DE CV 00.8750 11/15/2022 0.02%
IPSEN 0.02%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.02%
IRONWOOD PHAR CV 02.2500 06/15/2022 0.02%
ISTAR INC 04.5000 CUM CV PFD 0.02%
ITRON INC P/P 144A 05.0000 01/15/2026 0.02%
IVORY COAST REGS 05.2500 03/22/2030 0.02%
IVORY COAST REGS 06.1250 06/15/2033 0.02%
JABIL INC 0.02%
JAGGED PEAK ENERGY P/P 144A 05.8750 05/01/2026 0.02%
JAPAN AIRLINES CO LTD 0.02%
JO-ANN STORES 2NDL L+925 11.6038 05/21/2024 0.02%
JPMBB 2014-C24 XA IO 01.1158 11/15/2047 0.02%
JPMBB 2014-C25 XA IO 01.0970 11/15/2047 0.02%
JPMCC 2013-C10 XA IO 01.1592 12/15/2047 0.02%
JPMCC 2013-LC11 X IO 01.4127 04/15/2046 0.02%
KAMAN CORP CV 03.2500 05/01/2024 0.02%
KERING 0.02%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.02%
L3 TECHNOLOGIES INC 0.02%
LIBERTY MEDIA COR-SIRIUSXM A 0.02%
LIBERTY MEDIA CV 01.0000 01/30/2023 0.02%
LIBERTY STREET FUNDING LLC 53127UKA7 DCP 10/10/2018 0.02%
LIFE STORAGE INC 0.02%
LLOYDS BANK PLC 53943SLM7 DCP 11/21/2018 0.02%
LONDON STOCK EXCHANGE GROUP 0.02%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.02%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.02%
MACQUARIE INFRASTRUCTU CV 02.0000 10/01/2023 0.02%
MERCK & CO INC 03.7000 02/10/2045 0.02%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.02%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.02%
METLIFE SHORT TERM FUNDING LL 59157ULE8 DCP 11/14/2018 0.02%
METLIFE SHORT TERM FUNDING LL 59157ULW8 DCP 11/30/2018 0.02%
MIZUHO BANK LTD/NY 02.2738 12/03/2018 0.02%
MLMI 2005-A10 A 02.4258 02/25/2036 0.02%
MORGAN STANLEY 02.6500 01/27/2020 0.02%
MSBAM 2013-C7 C 04.2546 02/15/2046 0.02%
MSBAM 2015-C25 XA IO 01.2749 10/15/2048 0.02%
MSC 2012-C4 C P/P 144A 05.6008 03/15/2045 0.02%
MSC 2012-C4 D P/P 144A 05.6008 03/15/2045 0.02%
MSC 2012-C4 XA IO P/P 144A 02.2677 03/15/2045 0.02%
NABORS IND INC 05.7500 02/01/2025 0.02%
NATIONAL AUSTRALIA BANK LTD 02.3338 08/02/2019 0.02%
NATIONAL AUSTRALIA BANK LTD 63254FL54 DCP 11/05/2018 0.02%
NATIONWIDE BUILDING SOCIETY 6385E1MH1 DCP 12/17/2018 0.02%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.02%
NCHET 2004-2 A4 03.3158 08/25/2034 0.02%
NEWS CORP - CLASS A 0.02%
NORDEA BANK AB NEW YORK 02.5344 03/14/2019 0.02%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.02%
NRW BANK 62939MKB2 DCP 10/11/2018 0.02%
NRW BANK 62939MM46 DCP 12/04/2018 0.02%
NUANCE COMM CV 01.2500 04/01/2025 0.02%
NUTANIX INC P/P 144A CV 00.0000 01/15/2023 0.02%
NVENT ELECTRIC PLC 0.02%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.02%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.02%
ON SEMICONDUC CV 01.6250 10/15/2023 0.02%
OSI SYS INC CV 01.2500 09/01/2022 0.02%
PACIRA PHARMA CV 02.3750 04/01/2022 0.02%
PARAMOUNT GROUP INC 0.02%
PATRICK INDS P/P 144A CV 01.0000 02/01/2023 0.02%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.02%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.02%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.02%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.02%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.02%
PFIZER INC 03.0000 12/15/2026 0.02%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 0.02%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.02%
POLA ORBIS HOLDINGS INC 0.02%
POPULAR INC 0.02%
PQ CORP P/P 144A 05.7500 12/15/2025 0.02%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.02%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.02%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.02%
PULTEGROUP INC. 07.8750 06/15/2032 0.02%
RAYONIER INC 0.02%
RED HAT INC CV 00.2500 10/01/2019 0.02%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.02%
RENAISSANCERE HOLDINGS LTD 0.02%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.02%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.02%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.02%
RLJ LODGING TRUST 01.9500 CUM CV PFD 0.02%
ROYAL BANK OF CANADA/NEW YORK 02.4700 03/01/2019 0.02%
ROYAL GOLD INC 0.02%
S&P GSCI TOT RETURN INDX 3X 144A NOTE 04/25/2019 0.02%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.02%
SEACOR HLDGS CV 03.0000 11/15/2028 0.02%
SEALED AIR CORP 0.02%
SENIOR HOUSING PROP TRUST 0.02%
SESI LLC 07.7500 09/15/2024 0.02%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.02%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.02%
SM ENERGY CO 06.7500 09/15/2026 0.02%
SOCIETE GENERALE SA 83369CKX1 DCP 10/31/2018 0.02%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.02%
SQUARE INC CV 00.3750 03/01/2022 0.02%
STARWOOD PROP TR CV 04.0000 01/15/2019 0.02%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.02%
SUMITOMO MITSUI TRUST HOLDIN 0.02%
SUN COMMUNITIES INC 0.02%
SUN HUNG KAI PROPERTIES 0.02%
SVENSKA HANDELSBANKEN NY 02.4038 02/04/2019 0.02%
SVENSKA HANDELSBANKEN NY 02.4126 07/08/2019 0.02%
SWISSCOM AG-REG 0.02%
SYNOVUS FINANCIAL CORP 0.02%
TELEDYNE TECHNOLOGIES INC 0.02%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.02%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.02%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.02%
TOLEDO EDISON COMPANY 06.1500 05/15/2037 0.02%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.02%
TORONTO-DOMINION BANK/THE 2.34025 01/11/2019 0.02%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.02%
TREASURY BILL 00.0000 11/15/2018 0.02%
TREASURY BILL 00.0000 12/06/2018 0.02%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.02%
TTM TECHNOLOGIES INC CV 01.7500 12/15/2020 0.02%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.02%
UBS AG/LONDON - 04/25/2019 02.3236 04/25/2019 0.02%
UBSCM 2017-C7 XA IO 01.2261 12/15/2050 0.02%
UNITEDHEALTH GROUP INC 04.2500 04/15/2047 0.02%
US BANK NA/CINCINNATI OH 02.2538 07/03/2019 0.02%
US CONCRETE INC 06.3750 06/01/2024 0.02%
VICTORY RECEIVABLES CORP 92646LK90 DCP 10/09/2018 0.02%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.02%
VMWARE INC 03.9000 08/21/2027 0.02%
VOCERA COMM P/P 144A CV 01.5000 05/15/2023 0.02%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.02%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.02%
WAMU 2004-AR13 A1A 02.9358 11/25/2034 0.02%
WAMU 2005-AR1 A2A1 02.8958 01/25/2045 0.02%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.02%
WATERS CORP 0.02%
WAYFAIR INC CV 00.3750 09/01/2022 0.02%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.02%
WEATHERFORD BERMUDA CV 05.8750 07/01/2021 0.02%
WELLS FARGO BANK NA 02.4084 11/16/2018 0.02%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.02%
WESTERN DI P/P 144A CV 01.5000 02/01/2024 0.02%
WESTPAC BANKING CORP NY 02.4395 03/05/2019 0.02%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.02%
WFCM 2014-LC16 XA IO 01.4977 08/15/2050 0.02%
WFRBS 2011-C3 D P/P 144A 05.8645 03/15/2044 0.02%
WFRBS 2011-C5 E P/P 144A 05.8616 11/15/2044 0.02%
WFRBS 2012-C10 D P/P 144A 04.5903 12/15/2045 0.02%
WFRBS 2012-C9 AS 03.3880 11/15/2045 0.02%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.02%
WFRBS 2014-C19 AS 04.2710 03/15/2047 0.02%
WFRBS 2014-C23 XA IO 00.7789 10/15/2057 0.02%
WFRBS 2014-C24 XA IO 01.0303 11/15/2047 0.02%
WH GROUP LTD 0.02%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.02%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
21ST CENTURY FOX AMERICA 04.7500 11/15/2046 0.01%
3.20 R ISWP FWD US0003M P 12/19/2048 0.01%
ABBVIE INC 02.5000 05/14/2020 0.01%
AEGON NV 0.01%
AES CORP/THE 04.5000 03/15/2023 0.01%
AES CORP/THE 05.5000 04/15/2025 0.01%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.01%
ALCOA NEDERLAND HLDG P/P 144A 06.1250 05/15/2028 0.01%
ALEXANDRIA REAL ESTATE E 07.0000 CUM CV PFD 0.01%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.01%
ALLSTATE CORP 0.01%
ALPHA 2 BV P/P 144A 08.7500 06/01/2023 0.01%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.01%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.01%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 0.01%
AMERICAN EXPRESS CO 0.01%
AMGEN INC 03.4500 10/01/2020 0.01%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.01%
ANTERO RESOURCES 05.3750 11/01/2021 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
APPLE INC 03.8500 05/04/2043 0.01%
ARC PROP OPER PART L 04.6000 02/06/2024 0.01%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.01%
ARGENTINE REPUBLIC USD 04.6250 01/11/2023 0.01%
ARISTOCRAT LEISURE LTD 0.01%
ARRW 2018-1 A3 04.1570 04/25/2048 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.01%
ASHTEAD CAPITAL INC P/P 144A 04.1250 08/15/2025 0.01%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.01%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.01%
ASTRAZENECA PLC USD 06.4500 09/15/2037 0.01%
AT&T INC 0.01%
AT&T INC 03.4000 05/15/2025 0.01%
AT&T INC 04.7500 05/15/2046 0.01%
AUSTRALIA & NEW ZEALAND BANKI 02.3638 03/07/2019 0.01%
AUSTRALIA & NEW ZEALAND BANKI 05253CMH6 DCP 12/17/2018 0.01%
AVAYA HOLDINGS CORP 0.01%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.01%
BANK OF AMERICA CORP 0.01%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.01%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.01%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 0.01%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.01%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.01%
BAUSCH HLTH COS INC P/P 144A 08.5000 01/31/2027 0.01%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BEDFORD ROW FUNDING CORP 2.31025 11/05/2018 0.01%
BERKELEY GROUP HOLDINGS/THE 0.01%
BERKSHIRE HATHAWAY E 03.8000 07/15/2048 0.01%
BERRY GLOBAL INC 05.1250 07/15/2023 0.01%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.01%
BIOGEN INC 03.6250 09/15/2022 0.01%
BOLIDEN AB 0.01%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.01%
BOYD GAMING CORP 06.0000 08/15/2026 0.01%
BOYNE USA INC P/P 144A 07.2500 05/01/2025 0.01%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.01%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.01%
BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.01%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.01%
BROTHER INDUSTRIES LTD 0.01%
BT GROUP PLC 0.01%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.01%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.01%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.01%
CALPINE CORPORATION 05.7500 01/15/2025 0.01%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.01%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2014-C04 1M2 07.1158 11/25/2024 0.01%
CAS 2015-C02 2M2 06.2158 05/25/2025 0.01%
CAS 2017-C01 1M2 05.7658 07/25/2029 0.01%
CAS 2017-C03 1M2 05.2158 10/25/2029 0.01%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.01%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.01%
CENTENE CORP 06.1250 02/15/2024 0.01%
CENTENE CORP P/P 144A 05.3750 06/01/2026 0.01%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 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%
CGCMT 2014-GC21 D P/P 144A 05.0906 05/10/2047 0.01%
CHEMOURS CO 05.3750 05/15/2027 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 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%
CINEMARK USA INC 04.8750 06/01/2023 0.01%
CITIGROUP INC 04.6000 03/09/2026 0.01%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 0.01%
CME GROUP INC 0.01%
CMLTI 2005-2 1A2A 04.0112 05/25/2035 0.01%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.01%
COMM 2010-C1 D P/P 144A 06.3076 07/10/2046 0.01%
COMM 2012-CR3 D P/P 144A 04.9136 10/15/2045 0.01%
COMM 2012-LC4 XA IO P/P 144A 02.3801 12/10/2044 0.01%
COMM 2014-CR17 XA IO 01.2414 05/10/2047 0.01%
COMM 2014-CR18 XA IO 01.3083 07/15/2047 0.01%
COMM 2014-CR20 XA IO 01.2829 11/10/2047 0.01%
COMM 2014-LC17 XA IO 01.0716 10/10/2047 0.01%
COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
CONSTELLATION BRANDS INC-A 0.01%
CONTINENTAL RES 04.5000 04/15/2023 0.01%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.01%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.01%
CROWN AMER/CAP P/P 144A 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%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.01%
CROWN HOLDINGS INC 0.01%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.01%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.01%
CVS HEALTH CORP 02.2500 12/05/2018 0.01%
DAI NIPPON PRINTING CO LTD 0.01%
DAIWA SECURITIES GROUP INC 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 P/P 144A 07.5000 02/15/2024 0.01%
DEUTSCHE BOERSE AG 0.01%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.01%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.01%
DNB BANK ASA 2332K1KX7 DCP 10/31/2018 0.01%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.01%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.01%
DUKE ENERGY CORP 0.01%
EAGLECLAW MID TL L+425 06.3259 06/30/2024 0.01%
EBAY INC 0.01%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.01%
EMERA US FINANCE LP 03.5500 06/15/2026 0.01%
EMPIRE STATE REALTY TRUST-A 0.01%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.01%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 0.01%
ENERGY TRANSFER EQUITY 05.5000 06/01/2027 0.01%
ENERGY TRANSFER PARTNERS 06.1250 12/15/2045 0.01%
ENSCO PLC USD 07.7500 02/01/2026 0.01%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.01%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.01%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.01%
EQUINIX INC 05.3750 05/15/2027 0.01%
EQUINOR ASA USD 02.9000 11/08/2020 0.01%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.01%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.01%
EXELON CORP 0.01%
EXXON MOBIL CORP 0.01%
FHR 3829 AS IO 04.7916 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%
FIN & RISK US HOLD P/P 144A 06.2500 05/15/2026 0.01%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.01%
FIRSTENERGY CORP 03.9000 07/15/2027 0.01%
FIRSTENERGY CORP 04.8500 07/15/2047 0.01%
FISERV INC 0.01%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.01%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 0.01%
FNMA FN30 BC1155 03.0000 06/01/2046 0.01%
FNMA FN30 BM1172 03.0000 03/01/2047 0.01%
FRAC TECH INTL TLB L+475 06.8259 04/16/2021 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 10.5000 09/15/2022 0.01%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 0.01%
GENERAL DYNAMICS CORP 0.01%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.01%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.01%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.01%
GNMA GII30 OBD1714 03.5000 11/20/2047 0.01%
GNR 2013-99 AS IO 03.8848 06/20/2043 0.01%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.01%
GNR 2016-135 PI IO 04.0000 05/20/2046 0.01%
GNR 2016-H16 EI IO 02.2059 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%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.01%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.01%
GSMS 2013-GC10 XA IO 01.6672 02/10/2046 0.01%
GSMS 2014-GC24 XA IO 00.9455 09/10/2047 0.01%
HARRIS CORP 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2024 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.01%
HERITAGE INS CV 05.8750 08/01/2037 0.01%
HOCHTIEF AG 0.01%
HOME DEPOT INC 02.6250 06/01/2022 0.01%
HONG KONG EXCHANGES & CLEAR 0.01%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.01%
HSBC BANK PLC - 11/05/2018 2.29025 11/05/2018 0.01%
HSBC HOLDINGS PLC 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.01%
HYATT HOTELS CORP 04.8500 03/15/2026 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.01%
IMM 2004-6 1A2 02.9958 10/25/2034 0.01%
INSMED INC CV 01.7500 01/15/2025 0.01%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.01%
IVORY COAST REGS 05.3750 07/23/2024 0.01%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.01%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.01%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.01%
JO-ANN STORES TL L+500 07.5094 10/16/2023 0.01%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.01%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.01%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.01%
JPMBB 2013-C17 AS 04.4584 01/15/2047 0.01%
JPMBB 2013-C17 XA IO 00.9627 01/15/2047 0.01%
JPMBB 2014-C19 XA IO 01.2775 04/15/2047 0.01%
JPMBB 2015-C33 XA IO 01.1545 12/15/2048 0.01%
JPMCC 2012-C6 D 05.3117 05/15/2045 0.01%
JPMCC 2012-C8 C P/P 144A 04.7582 10/15/2045 0.01%
JPMCC 2012-LC9 XA IO 01.7006 12/15/2047 0.01%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.01%
JPMCC 2013-LC11 C 03.9582 04/15/2046 0.01%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.01%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 0.01%
KERRY PROPERTIES LTD 0.01%
KEURIG DR PEPPER INC 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KIMBERLY-CLARK CORP 0.01%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.01%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.01%
KIRIN HOLDINGS CO LTD 0.01%
KONINKLIJKE PHILIPS NV 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
KYUSHU RAILWAY COMPANY 0.01%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.01%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.01%
LENNAR CORP 05.8750 11/15/2024 0.01%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.01%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.01%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.01%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.01%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.01%
LLOYDS BANKING GROUP PLC 0.01%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
LOWES COMPANIES INC 0.01%
MARATHON PETROLEUM CORP 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 06.5000 10/01/2025 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MCDONALD'S CORP 0.01%
MEDIPAL HOLDINGS CORP 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCER INTL INC USD 05.5000 01/15/2026 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MERCK & CO INC 01.8500 02/10/2020 0.01%
MGM RESORTS INTL 06.6250 12/15/2021 0.01%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.01%
MHL 2005-1 1M1 02.9358 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 GAS CHEMICAL CO 0.01%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.01%
MLMI 2005-A2 A2 03.5386 02/25/2035 0.01%
MSAC 2004-HE6 M1 03.0408 08/25/2034 0.01%
MSBAM 2013-C7 XB IO P/P 144A 00.4172 02/15/2046 0.01%
MSBAM 2014-C17 XA IO 01.3487 08/15/2047 0.01%
MSC 2011-C3 D P/P 144A 05.3257 07/15/2049 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 03.3408 10/25/2033 0.01%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.01%
NETFLIX INC P/P 144A 05.8750 11/15/2028 0.01%
NEXON CO LTD 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NEXT PLC 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%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.01%
NOK/USD 12/19/2018 GSFX 0.01%
NOMURA REAL ESTATE HOLDINGS 0.01%
NORFOLK SOUTHERN CORP 0.01%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.01%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.01%
NRG ENERGY INC 06.2500 05/01/2024 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NRG ENERGY INC 07.2500 05/15/2026 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.01%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
OMNICARE INC 04.7500 12/01/2022 0.01%
ON SEMICONDUC CV 01.0000 12/01/2020 0.01%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.01%
ORACLE CORP 02.5000 10/15/2022 0.01%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.01%
OSHKOSH CORP 05.3750 03/01/2025 0.01%
OUTFRONT MEDIA INC 0.01%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.01%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.01%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.01%
PETROLEOS MEXICANOS USD 04.8750 01/24/2022 0.01%
PNC FINANCIAL SERVICES GROUP 0.01%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.01%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.01%
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 P/P 144A 10.8750 01/26/2021 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.01%
QORVO INC P/P 144A 05.5000 07/15/2026 0.01%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.01%
RACKSPACE HOSTING INC L+300 05.3482 11/03/2023 0.01%
RANDSTAD NV 0.01%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.01%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.01%
REGENCY MARKETS NO. 1 LLC 7588R1KB0 DCP 10/11/2018 0.01%
REP OF INDONESIA P/P 144A 05.2500 01/17/2042 0.01%
REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 0.01%
REVLON CONS TLB L+350 05.8103 09/07/2023 0.01%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.01%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.01%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.01%
ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 0.01%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.01%
RTL GROUP 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%
SCENTRE GROUP 0.01%
SCHRODERS PLC 0.01%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.01%
SIEMENS HEALTH 0.01%
SM ENERGY CO 06.1250 11/15/2022 0.01%
SM ENERGY CO 06.6250 01/15/2027 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SOUTH32 LTD 0.01%
SPRINGLEAF FINANCE CORP 06.1250 05/15/2022 0.01%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.01%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.01%
SPRINT CORP 07.1250 06/15/2024 0.01%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.01%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.01%
STARWOOD PROP TR 04.7500 03/15/2025 0.01%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.01%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.01%
SUZUKI MOTOR CORP 0.01%
SWEDBANK AB 87019SLG7 DCP 11/16/2018 0.01%
SWIRE PROPERTIES LTD 0.01%
T-MOBILE US 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%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TAPESTRY INC 0.01%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.01%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.01%
TENNANT CO 05.6250 05/01/2025 0.01%
TENNECO INC 05.3750 12/15/2024 0.01%
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CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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.6 2063-05-11 500.0 05/11/2063 CG 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.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 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 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.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 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 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.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 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%
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CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
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HCA INC 05.0000 03/15/2024 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
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HKD/USD 11/19/2018 BCAP-FX 0.00%
HMBT 2004-2 A1 02.9558 12/25/2034 0.00%
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MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.00%
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MONSTER BEVERAGE CORP 0.00%
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MSBAM 2013-C8 B 03.6970 12/15/2048 0.00%
MSC 2012-C4 AS 03.7730 03/15/2045 0.00%
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MWO HOLDINGS LLC 0.00%
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NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.00%
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NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.00%
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NZD/USD 10/17/2018 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%
OLD REPUBLIC INTL CORP 0.00%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.00%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.00%
ORTHO-CLINICAL TLB L+325 06/01/2025 0.00%
ORYX TLB L+325 05.2672 02/28/2025 0.00%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.00%
PACKAGING CORP OF AMERICA 03.9000 06/15/2022 0.00%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
PEPSICO INC 03.4500 10/06/2046 0.00%
PERKINELMER INC 0.00%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.00%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.00%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.00%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PHILLIPS 66 0.00%
PIEDMONT OFFICE REALTY TRU-A 0.00%
PLATFORM SPECIALTY P/P 144A 06.5000 02/01/2022 0.00%
PNC BANK NA 02.0000 05/19/2020 0.00%
POUND STERLING CALL ACCOUNT 0.00%
POWERWAVE TECHNOLOGIES CV 03.8750 10/01/2027 0.00%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
PROOFPOINT INC 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%
PULTEGROUP INC 05.5000 03/01/2026 0.00%
QVC INC 04.8500 04/01/2024 0.00%
RANGE RESOURCES CORP 05.0000 03/15/2023 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REINSURANCE GROUP OF AMERICA 0.00%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
ROYAL BK SCOTLND GRP PLC USD 04.8000 04/05/2026 0.00%
S&P GLOBAL INC 04.4000 02/15/2026 0.00%
S&P MID 400 EMINI DEC18 FAZ8 0.00%
S&P500 EMINI FUT DEC18 ESZ8 0.00%
SANDRIDGE ENERGY INC 0.00%
SCOTTS MIRACLE-GRO CO 0.00%
SEK/USD 12/19/2018 BANKAM 0.00%
SEK/USD 12/19/2018 CITI 0.00%
SEK/USD 12/19/2018 GSFX 0.00%
SEK/USD 12/19/2018 HSBCB 0.00%
SEK/USD 12/19/2018 JPMCB 0.00%
SEK/USD 12/19/2018 RBSF 0.00%
SEK/USD 12/19/2018 SSBT 0.00%
SEK/USD 12/19/2018 UBS 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%
SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 0.00%
SGD/USD 11/19/2018 JPMCB 0.00%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.00%
SHERWIN-WILLIAMS CO/THE 0.00%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.00%
SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 0.00%
SM ENERGY CO 05.0000 01/15/2024 0.00%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.00%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.00%
SPIRIT MTA REIT 0.00%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.00%
SPRINT CORP 07.2500 09/15/2021 0.00%
STACR 2016-DNA3 M3 07.2158 12/25/2028 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%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.00%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.00%
STOCKLAND 0.00%
SUNTRUST BANKS INC 0.00%
SWISS FRANC CALL ACCOUNT 0.00%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TAISHO PHARMACEUTICAL HOLDIN 0.00%
TAIWAN DOLLAR CALL ACCOUNT 0.00%
TALOS PRODUCTION LLC P/P 144A 11.0000 04/03/2022 0.00%
TARGA RES PRTNRS 05.3750 02/01/2027 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 06.0000 10/01/2020 0.00%
TERVITA CORP 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THE AES CORPORATION 04.8750 05/15/2023 0.00%
THE EURO EUR CALL ACCOUNT 0.00%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.00%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.00%
THERMO FISHER SCIENTIFIC INC 0.00%
THUNDER BAY FUNDING LLC 88603GKH2 DCP 12/03/2018 0.00%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
TOPIX INDX FUTR DEC18 TPZ8 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSDIGM INC 06.5000 07/15/2024 0.00%
TRAVELERS COS INC/THE 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%
TWO HARBORS INVESTMENT CORP 0.00%
TXU TCEH RIGHTS 0.00%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.00%
UBS GROUP FUNDIN P/P 144A 04.2530 03/23/2028 0.00%
UBSBB 2012-C3 C P/P 144A 05.2094 08/10/2049 0.00%
UBSBB 2012-C4 XA IO P/P 144A 01.7920 12/10/2045 0.00%
UDR INC 0.00%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.00%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.00%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.00%
US 10YR NOTE (CBT)DEC18 TYZ8 0.00%
US 2YR NOTE (CBT) DEC18 TUZ8 0.00%
US 5YR NOTE (CBT) DEC18 FVZ8 0.00%
US FOODS HOLDING CORP 0.00%
US LONG BOND(CBT) DEC18 USZ8 0.00%
US ULTRA BOND CBT DEC18 WNZ8 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%
VIACOM INC 04.5000 03/01/2021 0.00%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.00%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.00%
WAMU 2004-AR13 A1B2 03.1958 11/25/2034 0.00%
WAMU 2005-AR11 A1C3 02.7258 08/25/2045 0.00%
WAMU 2005-AR19 A1A2 02.5058 12/25/2045 0.00%
WAMU 2005-AR2 2A1B 02.5858 01/25/2045 0.00%
WAMU 2005-AR2 2A2B 02.5958 01/25/2045 0.00%
WAMU 2005-AR6 2AB2 02.9558 04/25/2045 0.00%
WAMU 2005-AR8 2AB3 02.9358 07/25/2045 0.00%
WAMU 2006-AR4 1A1A 02.6867 05/25/2046 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.00%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.00%
WFMBS 2005-AR10 1A2 04.2889 06/25/2035 0.00%
WFMBS 2005-AR10 2A16 04.2127 06/25/2035 0.00%
WFMBS 2005-AR12 2A7 04.1298 06/25/2035 0.00%
WFMBS 2005-AR8 1A2 04.2605 06/25/2035 0.00%
WFRBS 2011-C4 D P/P 144A 05.3975 06/15/2044 0.00%
WFRBS 2011-C4 E P/P 144A 05.3975 06/15/2044 0.00%
WFRBS 2012-C10 XA IO P/P 144A 01.7164 12/15/2045 0.00%
WFRBS 2012-C6 AS 03.8350 04/15/2045 0.00%
WFRBS 2012-C9 XA IO P/P 144A 02.0476 11/15/2045 0.00%
WFRBS 2013-C15 C 04.6207 08/15/2046 0.00%
WFRBS 2013-C15 D P/P 144A 04.6207 08/15/2046 0.00%
WFRBS 2013-C16 AS 04.6680 09/15/2046 0.00%
WILEY (JOHN) & SONS-CLASS A 0.00%
WINDSTREAM SRVC / P/P 144A 09.0000 06/30/2025 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
WPX ENERGY INC 06.0000 01/15/2022 0.00%
WYNDHAM DESTINATIONS INC 05.7500 04/01/2027 0.00%
ZAYO GROUP HOLDINGS INC 0.00%
RU10INTR P US0003M R 11/27/18 CI -0.01%
EMIN RUSSELL 2000 DEC18 RTYZ8 -0.02%

Prior top holdings

Top holdings as of 10/31/18
Putnam Retirement Advantage GAA Conservative Trust 49.28%
Putnam Retirement Advantage GAA Income Strategies Trust 38.54%
Putnam Retirement Advantage GAA Balanced Trust 8.43%
Putnam Retirement Advantage GAA Money Market Trust 3.79%
Top holdings as of 09/30/18
Putnam Retirement Advantage GAA Conservative Trust 49.12%
Putnam Retirement Advantage GAA Income Strategies Trust 38.67%
Putnam Retirement Advantage GAA Balanced Trust 8.75%
Putnam Retirement Advantage GAA Money Market Trust 3.50%
Top holdings as of 08/31/18
Putnam Retirement Advantage GAA Conservative Trust 49.12%
Putnam Retirement Advantage GAA Income Strategies Trust 38.65%
Putnam Retirement Advantage GAA Balanced Trust 8.72%
Putnam Retirement Advantage GAA Money Market Trust 3.54%
Top holdings as of 07/31/18
Putnam Retirement Advantage GAA Conservative Trust 49.20%
Putnam Retirement Advantage GAA Income Strategies Trust 38.54%
Putnam Retirement Advantage GAA Balanced Trust 8.69%
Putnam Retirement Advantage GAA Money Market Trust 3.61%

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.