Retirement Advantage 2025 Fund (Class I)

Comprehensively managed portfolios diversified to align with your retirement horizon

Highlights

Objective

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

Strategy and process

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

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $15.23
-0.13% | $-0.02
$15.46
08/29/18
$13.84
12/24/18
Historical fund price

Fund facts as of 02/28/19

Total net assets
$774.37M
Turnover (fiscal year end)
73%
Dividend frequency
--
Number of holdings
4
Fiscal year-end
September
CUSIP / Fund code
746751452 / 2004
Inception date
01/03/08
Class I  
Category
Target Date
Open to new investors
Ticker
--

Management team

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


Manager commentary | Q4 2018

Bonds tempered recent market turmoil

Jason Vaillancourt, Co-Head of Global Asset Allocation, explains how a bond allocation can help mitigate volatility in target-date strategies.



Performance

  • Total return (%) as of 12/31/18

  • Annual performance as of 12/31/18

Annualized Total return (%) as of 12/31/18

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
At net asset value -5.32% 4.41% 4.55% 9.70%
Custom Retirement Advantage 2025 Index -2.68%5.50%4.75%9.12%

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 02/28/19 1.41%
YTD as of 03/20/19 6.95%

Risk-adjusted performance as of 02/28/19

Sharpe ratio (3 yrs.) 1.15

Volatility as of 02/28/19

Standard deviation (3 yrs.) 6.03%

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 02/28/19

Putnam Retirement Advantage GAA Balanced Trust 44.81%
Putnam Retirement Advantage GAA Conservative Trust 37.12%
Putnam Retirement Advantage GAA Income Strategies Trust 13.77%
Putnam Retirement Advantage GAA Money Market Trust 4.33%

Full portfolio holdings as of 12/31/18

CDX CDX.NA.IG.31 100.0 12/20/2023 9.01%
US 5YR NOTE (CBT) MAR19 FVH9 6.02%
US 2YR NOTE (CBT) MAR19 TUH9 5.98%
CGPUTQL2 R US0003M P 11/26/19 CI 3.68%
E-MINI RUSS 2000 MAR19 RTYH9 2.65%
US ULTRA BOND CBT MAR19 WNH9 2.48%
S&P GSCI EXCESS RETURN INDEX 3X NOTE 1/27/2020 2.25%
CDX CDX.NA.HY.31 500.0 12/20/2023 2.22%
GNMA GII30 MA4837 03.5000 11/20/2047 1.48%
ALPHABET INC-CL A 1.29%
FNMA FN15 TBA 03.0000 01/01/2034 1.15%
US LONG BOND(CBT) MAR19 USH9 1.10%
FNMA FN30 MA3306 04.0000 03/01/2048 1.08%
FNMA FN30 MA3238 03.5000 01/01/2048 1.03%
GNMA GII30 MA4652 03.5000 08/20/2047 1.03%
JPMORGAN CHASE & CO 0.90%
FNMA FN30 TBA 04.0000 01/01/2049 0.88%
APPLE INC 0.79%
VERIZON COMMUNICATIONS INC 0.78%
CISCO SYSTEMS INC 0.75%
HOME DEPOT INC 0.75%
BOEING CO/THE 0.73%
TOPIX INDX FUTR MAR19 TPH9 0.70%
CHEVRON CORP 0.65%
FNMA FN30 BK5238 04.0000 05/01/2048 0.63%
STARBUCKS CORP 0.61%
CITIGROUP INC 0.58%
AMAZON.COM INC 0.57%
COCA-COLA CO/THE 0.57%
GNMA GII30 TBA 03.5000 01/01/2049 0.56%
INTL BUSINESS MACHINES CORP 0.56%
MICROSOFT CORP 0.55%
FNMA FN30 TBA 06.0000 01/01/2049 0.50%
PEPSICO INC 0.49%
FNMA FN30 TBA 03.0000 01/01/2049 0.48%
FNMA FN30 MA2737 03.0000 09/01/2046 0.47%
AMGEN INC 0.45%
FHLMC FH30G G08814 04.0000 05/01/2048 0.45%
FNMA FN15 AL9468 03.0000 12/01/2031 0.45%
LOWES COMPANIES INC 0.45%
ORACLE CORP 0.45%
ADOBE INC 0.44%
JOHNSON & JOHNSON 0.43%
MEDTRONIC PLC 0.41%
CONOCOPHILLIPS 0.38%
MERCK & CO. INC. 0.38%
ELI LILLY & CO 0.36%
FNMA FN30 AL9859 03.0000 03/01/2047 0.35%
FNMA FN30 BC9003 03.0000 11/01/2046 0.34%
WALGREENS BOOTS ALLIANCE INC 0.34%
FACEBOOK INC-CLASS A 0.33%
GNMA GII30 MA4586 03.5000 07/20/2047 0.30%
INTUIT INC 0.30%
LOCKHEED MARTIN CORP 0.29%
US TREASURY N/B 02.7500 02/15/2024 0.29%
US TREASURY N/B 02.7500 08/15/2042 0.29%
AUTOMATIC DATA PROCESSING 0.28%
INTEL CORP 0.28%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.27%
METLIFE INC 0.27%
MONDELEZ INTERNATIONAL INC-A 0.27%
NXP SEMICONDUCTORS NV 0.27%
MORGAN STANLEY 0.26%
DELTA AIR LINES INC 0.25%
HONEYWELL INTERNATIONAL INC 0.25%
PFIZER INC 0.25%
ROSS STORES INC 0.25%
BOOKING HOLDINGS INC 0.24%
CIGNA CORP 0.24%
EXELON CORP 0.24%
US TREASURY N/B 01.6250 10/31/2023 0.24%
FNMA FN30 BH7058 03.5000 12/01/2047 0.23%
FHLMC FH30G G08747 03.0000 02/01/2047 0.22%
LYONDELLBASELL INDU-CL A 0.22%
PHILLIPS 66 0.22%
PROCTER & GAMBLE CO/THE 0.22%
US TREASURY N/B 02.2500 02/15/2021 0.22%
VALERO ENERGY CORP 0.22%
HCA HEALTHCARE INC 0.21%
SYSCO CORP 0.21%
UNITED CONTINENTAL HOLDINGS 0.21%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.19%
ABBVIE INC 0.18%
AGILENT TECHNOLOGIES INC 0.18%
COGNIZANT TECH SOLUTIONS-A 0.18%
CUMMINS INC 0.18%
OMNICOM GROUP 0.18%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.18%
ROCHE HOLDING AG-GENUSSCHEIN 0.18%
WASTE MANAGEMENT INC 0.18%
BAXTER INTERNATIONAL INC 0.17%
FNMA FN30 BH5117 04.0000 08/01/2047 0.17%
NETAPP INC 0.17%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.17%
PRUDENTIAL FINANCIAL INC 0.17%
UNITEDHEALTH GROUP INC 0.17%
CAPITAL ONE FINANCIAL CORP 0.16%
CVS HEALTH CORP 04.7800 03/25/2038 0.16%
E*TRADE FINANCIAL CORPORATION 0.16%
FORTINET INC 0.16%
INGERSOLL-RAND PLC 0.16%
MCKESSON CORP 0.16%
RAYTHEON COMPANY 0.16%
SPST 2018-5 A 03.0151 09/24/2019 0.16%
TWENTY-FIRST CENTURY FOX - B 0.16%
CENTENE CORP 0.15%
FREEPORT-MCMORAN INC 0.15%
KLA-TENCOR CORP 0.15%
PUBLIC SERVICE ENTERPRISE GP 0.15%
TEXAS INSTRUMENTS INC 0.15%
AFLAC INC 0.14%
CITRIX SYSTEMS INC 0.14%
GILEAD SCIENCES INC 0.14%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.14%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.14%
SPST 2018-1 A 03.2151 04/24/2019 0.14%
TOTAL SA 0.14%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.13%
CITIZENS FINANCIAL GROUP 0.13%
COMERICA INC 0.13%
DARDEN RESTAURANTS INC 0.13%
F5 NETWORKS INC 0.13%
FNMA FN30 TBA 04.5000 01/01/2049 0.13%
GLAXOSMITHKLINE PLC 0.13%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.13%
HERSHEY CO/THE 0.13%
NRG ENERGY INC 0.13%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.13%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.13%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.13%
ALLIANZ SE-REG 0.12%
AMERIPRISE FINANCIAL INC 0.12%
BIOGEN INC 0.12%
CIGNA CORP P/P 144A 03.7500 07/15/2023 0.12%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.12%
DISCOVER FINANCIAL SERVICES 0.12%
FNMA FN30 AS8056 03.0000 10/01/2046 0.12%
FNMA FN30 TBA 03.5000 01/01/2049 0.12%
HILTON WORLDWIDE HOLDINGS IN 0.12%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.12%
SPST 2018-8 A 03.2038 02/24/2020 0.12%
SYNCHRONY FINANCIAL 0.12%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.11%
GOLDMAN SACHS GROUP INC 0.11%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.11%
HARTFORD FINANCIAL SVCS GRP 0.11%
NOVARTIS AG-REG 0.11%
RIO TINTO PLC 0.11%
ROCKWELL AUTOMATION INC 0.11%
SPST 2018-3 A 03.0151 07/24/2019 0.11%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.11%
US TREASURY N/B 01.6250 02/15/2026 0.11%
AGNC INVESTMENT CORP 0.10%
ALLSTATE CORP 0.10%
BRISTOL-MYERS SQUIBB CO 0.10%
BROADRIDGE FINANCIAL SOLUTIO 0.10%
CAS 2015-C04 2M2 08.0563 04/25/2028 0.10%
CENTERPOINT ENERGY INC 0.10%
CENTRAL JAPAN RAILWAY CO 0.10%
ELANCO ANIMAL HEALTH P/P 144A 04.9000 08/28/2028 0.10%
FISERV INC 04.2000 10/01/2028 0.10%
HUMANA INC 0.10%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.10%
MOLSON COORS BREWING CO -B 0.10%
SONY CORP 0.10%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.10%
ALLISON TRANSMISSION HOLDING 0.09%
AMEREN CORPORATION 0.09%
AT&T INC 04.1000 02/15/2028 0.09%
CAPRI HOLDINGS LTD 0.09%
DBUBS 2011-LC3A D P/P 144A 05.3379 08/10/2044 0.09%
ENI SPA 0.09%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.09%
HITACHI LTD 0.09%
HOYA CORP 0.09%
IMPERIAL BRANDS PLC 0.09%
KEURIG DR PEPPER INC P/P 144A 04.5970 05/25/2028 0.09%
KONINKLIJKE AHOLD DELHAIZE N 0.09%
LINCOLN NATIONAL CORP 0.09%
MACQUARIE GROUP LTD 0.09%
MIZUHO FINANCIAL GROUP INC 0.09%
ORACLE CORPORATION 02.2500 10/08/2019 0.09%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.09%
SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 0.09%
STACR 2015-DNA3 M2 05.3563 04/25/2028 0.09%
SUMITOMO MITSUI FINANCIAL GR 0.09%
US BANCORP 02.6250 01/24/2022 0.09%
US TREASURY N/B 03.0000 02/15/2047 0.09%
VOLVO AB-B SHS 0.09%
AES CORP 0.08%
ANNALY CAPITAL MANAGEMENT IN 0.08%
ASTELLAS PHARMA INC 0.08%
AVALONBAY COMMUNITIES INC 0.08%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.08%
CADENCE DESIGN SYS INC 0.08%
CAS 2015-C04 1M2 08.2063 04/25/2028 0.08%
CAS 2016-C03 2M2 08.4063 10/25/2028 0.08%
CITIGROUP INC 03.8870 01/10/2028 0.08%
CK ASSET HOLDINGS LTD 0.08%
COCA-COLA EUROPEAN PARTNERS 0.08%
ELECTRONIC ARTS INC 0.08%
EQUINOR ASA 0.08%
FNMA FN30 MA2863 03.0000 01/01/2047 0.08%
HERMES INTERNATIONAL 0.08%
INTL CONSOLIDATED AIRLINE-DI 0.08%
L OREAL 0.08%
LEGAL & GENERAL GROUP PLC 0.08%
MITSUI AND CO LTD 0.08%
MORGAN STANLEY 03.6250 01/20/2027 0.08%
MWST 2018-W1 A 03.1314 11/25/2051 0.08%
ORIX CORP 0.08%
PACKAGING CORP OF AMERICA 0.08%
PARTNERS GROUP HOLDING AG 0.08%
PEUGEOT SA 0.08%
PINNACLE WEST CAPITAL 0.08%
RESONA HOLDINGS INC 0.08%
S&P GSCI TOTAL RETURN 3X 144A NOTE 01/27/2020 0.08%
SANDVIK AB 0.08%
SHIONOGI & CO LTD 0.08%
SWEDBANK AB - A SHARES 0.08%
SYNOPSYS INC 0.08%
TOTAL SYSTEM SERVICES INC 0.08%
UGI CORP 0.08%
VERTEX PHARMACEUTICALS INC 0.08%
WFHET 2004-2 M1 03.4063 10/25/2034 0.08%
ABN AMRO GROUP NV-CVA 0.07%
ALLERGAN PLC 0.07%
AMADEUS IT GROUP SA 0.07%
AMETEK INC 0.07%
APPLE INC 02.1000 05/06/2019 0.07%
AVIVA PLC 0.07%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.07%
BASF SE 0.07%
BERRY GLOBAL GROUP INC 0.07%
BT GROUP PLC 0.07%
CELANESE CORP 0.07%
CITIGROUP INC 03.6680 07/24/2028 0.07%
CITIGROUP INC 04.4500 09/29/2027 0.07%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.07%
COSTAR GROUP INC 0.07%
CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 0.07%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.07%
DEUTSCHE TELEKOM AG-REG 0.07%
DUN & BRADSTREET CORP 0.07%
EXXON MOBIL CORP 0.07%
FNMA FN30 AS8074 03.0000 10/01/2046 0.07%
GNMA GII30 TBA 03.0000 01/01/2049 0.07%
HANG SENG BANK LTD 0.07%
HUNTSMAN CORP 0.07%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.07%
JUNIPER NETWORKS INC 0.07%
MARUBENI CORP 0.07%
MICROSOFT CORP 02.4000 08/08/2026 0.07%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.07%
NESTLE SA-REG 0.07%
PERSIMMON PLC 0.07%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.07%
REPUBLIC SERVICES INC 0.07%
RESMED INC 0.07%
ROYAL DUTCH SHELL PLC-B SHS 0.07%
SALESFORCE.COM INC 03.7000 04/11/2028 0.07%
SPST 2017-LD1 A 03.3063 11/25/2050 0.07%
TAISEI CORP 0.07%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.07%
TELENOR ASA 0.07%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.07%
TPAT 2018-SL1 A P/P 144A 03.1063 01/25/2046 0.07%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.07%
VICI PROPERTIES INC 0.07%
ZOETIS INC 0.07%
ACS ACTIVIDADES 0.06%
AENA SME SA 0.06%
AIR LEASE CORP 04.6250 10/01/2028 0.06%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.06%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.06%
ANGLO AMER PLC 0.06%
ASHTEAD GROUP PLC 0.06%
BANK OF AMERICA CORP 03.4990 05/17/2022 0.06%
BOOZ ALLEN HAMILTON HOLDINGS 0.06%
BPCE SA P/P 144A 04.5000 03/15/2025 0.06%
CBRE GROUP INC - A 0.06%
CDW CORP/DE 0.06%
CELGENE CORP 0.06%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.06%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.06%
CSAIL 2015-C1 C 04.2957 04/15/2050 0.06%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.06%
ENDESA S.A. 0.06%
ENEL SPA 0.06%
ENERGY TRANSFER LP 05.8750 01/15/2024 0.06%
EVERGY INC 0.06%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.06%
FNMA FN30 AS7003 03.0000 04/01/2046 0.06%
FNMA FN30 BC2733 03.0000 05/01/2046 0.06%
FNMA FN40 BF0171 04.0000 01/01/2057 0.06%
GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 0.06%
HD SUPPLY HOLDINGS INC 0.06%
KDDI CORP 0.06%
LAS VEGAS SANDS CORP 0.06%
LLOYDS BANKING GROUP PLC 0.06%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.06%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.06%
NEW RESIDENTIAL INVESTMENT 0.06%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.06%
OGE ENERGY CORP 0.06%
PBF ENERGY INC-CLASS A 0.06%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.06%
RAYTHEON COMPANY 02.5000 12/15/2022 0.06%
RESIDEO TECHNOLOGIES INC 0.06%
S&P MID 400 EMINI MAR19 FAH9 0.06%
SANOFI 0.06%
SL GREEN REALTY CORP 0.06%
TOYOTA MOTOR CORP 0.06%
UNUM GROUP 0.06%
US TREASURY N/B 04.5000 02/15/2036 0.06%
VERIZON COMM 04.3290 09/21/2028 0.06%
WOLTERS KLUWER 0.06%
ZEBRA TECHNOLOGIES CORP-CL A 0.06%
APPLE INC 02.8500 05/06/2021 0.05%
APPLE INC 04.2500 02/09/2047 0.05%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.05%
ASPEN TECHNOLOGY INC 0.05%
ATHENE HOLDING LTD-CLASS A 0.05%
BANK OF AMERICA CORP 03.0040 12/20/2023 0.05%
BP PLC 0.05%
BRIXMOR PROPERTY GROUP INC 0.05%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.05%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.05%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.05%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.05%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.05%
CVS HEALTH CORP 05.0500 03/25/2048 0.05%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.05%
DUKE REALTY CORP 0.05%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.05%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.05%
FAURECIA 0.05%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.05%
GSMS 2011-GC5 C P/P 144A 05.3911 08/10/2044 0.05%
GSMS 2014-GC22 C 04.6893 06/10/2047 0.05%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.05%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.05%
JAPAN AIRLINES CO LTD 0.05%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.05%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.05%
KAR AUCTION SERVICES INC 0.05%
LEAR CORP 03.8000 09/15/2027 0.05%
MASIMO CORP 0.05%
MICROSOFT CORP 01.5500 08/08/2021 0.05%
MICROSOFT CORP 03.7000 08/08/2046 0.05%
MITSUBISHI CORP 0.05%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.05%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.05%
NINTENDO CO LTD 0.05%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.05%
NTT DATA CORP 0.05%
ORACLE CORP 02.6500 07/15/2026 0.05%
PENTAIR PLC 0.05%
PRINCIPAL FINANCIAL GROUP 0.05%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.05%
RECKITT BENCKISER GROUP PLC 0.05%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.05%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.05%
SKANDINAVISKA ENSKILDA USD 02.6250 03/15/2021 0.05%
STACR 2016-HQA2 M3 07.6563 11/25/2028 0.05%
STACR 2016-HQA3 M3 06.3563 03/25/2029 0.05%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.05%
STORE CAPITAL CORP 0.05%
SYNOVUS FINANCIAL CORP 0.05%
TUI AG-DI 0.05%
UPM-KYMMENE OYJ 0.05%
US TREASURY N/B 02.2500 11/15/2027 0.05%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.05%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.05%
WEYERHAEUSER CO 0.05%
21ST CENTURY FOX AMERICA 04.7500 09/15/2044 0.04%
3I GROUP PLC 0.04%
AES CORP/THE 05.1250 09/01/2027 0.04%
AMAZON.COM INC 03.1500 08/22/2027 0.04%
AMERICAN HOME 4 RENT 0.04%
AMGEN INC 02.6000 08/19/2026 0.04%
ANALOG DEVICES INC 02.8500 03/12/2020 0.04%
ANHEUSER-BUSCH CO/IN P/P 144A 03.6500 02/01/2026 0.04%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.04%
APARTMENT INVT & MGMT CO -A 0.04%
APPLE INC 04.3750 05/13/2045 0.04%
ARCELORMITTAL 0.04%
ASSOCIATED BRITISH FOODS PLC 0.04%
BANK OF AMERICA CORP 03.8240 01/20/2028 0.04%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.04%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.04%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.04%
BERKSHIRE HATHAWAY INC-CL B 0.04%
BLUESCOPE STEEL LTD 0.04%
BP CAP MARKETS AMERICA 03.9370 09/21/2028 0.04%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.04%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.04%
CAPGEMINI SE 0.04%
CARLSBERG AS-B 0.04%
CAS 2018-C05 1M2 04.8563 01/25/2031 0.04%
CHEVRON CORP 01.5610 05/16/2019 0.04%
CITIGROUP INC 02.6500 10/26/2020 0.04%
CITIGROUP INC 04.7500 05/18/2046 0.04%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.04%
COMM 2010-C1 D P/P 144A 06.1264 07/10/2046 0.04%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.04%
COVESTRO AG 0.04%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.04%
DELL TECHNOLOGIES -C 0.04%
ECOLAB INC 03.2500 12/01/2027 0.04%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.04%
FNMA FN30 AS7154 03.0000 05/01/2046 0.04%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.04%
GAMING AND LEISURE PROPERTIE 0.04%
GE CAPITAL INTL FUNDING USD 03.3730 11/15/2025 0.04%
GSMS 2010-C1 D P/P 144A 06.0511 08/10/2043 0.04%
GSMS 2011-GC3 D P/P 144A 05.6373 03/10/2044 0.04%
HEALTHCARE TRUST OF AME-CL A 0.04%
HILL-ROM HOLDINGS INC 0.04%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.04%
IMM 2004-7 1A1 03.2463 11/25/2034 0.04%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.04%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.04%
JONES LANG LASALLE INC 0.04%
KINDER MORGAN INC 03.1500 01/15/2023 0.04%
KINDER MORGAN INC 04.3000 06/01/2025 0.04%
KRAFT HEINZ FOODS CO 03.4381 08/10/2022 0.04%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.04%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.04%
MEDICAL PROPERTIES TRUST INC 0.04%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.04%
MORGAN STANLEY 04.3750 01/22/2047 0.04%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.04%
MSBAM 2014-C17 C 04.4567 08/15/2047 0.04%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.04%
NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 0.04%
NOVO NORDISK A/S-B 0.04%
NTT DOCOMO INC 0.04%
OSHKOSH CORP 04.6000 05/15/2028 0.04%
PEARSON PLC 0.04%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.04%
PFIZER INC 01.7000 12/15/2019 0.04%
REINSURANCE GROUP OF AMERICA 0.04%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.04%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.04%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.04%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.04%
SCENTRE GROUP 0.04%
SERVICE CORP INTL 04.6250 12/15/2027 0.04%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.04%
SPIRIT REALTY CAPITAL INC 0.04%
STACR 2018-HQA1 M2 04.8063 09/25/2030 0.04%
STEEL DYNAMICS INC 0.04%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.04%
TARGA RESOURCES PART 05.0000 01/15/2028 0.04%
TAYLOR WIMPEY PLC 0.04%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.04%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.04%
UCB SA 0.04%
UNITEDHEALTH GROUP INC 03.1500 06/15/2021 0.04%
US TREASURY N/B 02.3750 08/15/2024 0.04%
WESTLAKE CHEMICAL CORP 0.04%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.04%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.04%
WYNDHAM DESTINATIONS INC 0.04%
ZOETIS INC 03.9000 08/20/2028 0.04%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.03%
AIR LEASE CORP 03.6250 04/01/2027 0.03%
ALFRESA HOLDINGS CORP 0.03%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.03%
ALPHABET INC 01.9980 08/15/2026 0.03%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.03%
AMERICAN FINANCIAL GROUP INC 0.03%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.03%
AMGEN INC 04.6630 06/15/2051 0.03%
APPLE INC 02.0000 05/06/2020 0.03%
ARKEMA 0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.03%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.03%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.03%
BLACK KNIGHT INC 0.03%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.03%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.03%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.03%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.03%
CAS 2015-C01 1M2 06.8063 02/25/2025 0.03%
CAS 2015-C02 1M2 06.5063 05/25/2025 0.03%
CAS 2017-C05 1M2 04.7063 01/25/2030 0.03%
CHARLES RIVER LABORATORIES 0.03%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.03%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.03%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.03%
CK HUTCHISON HOLDINGS LTD 0.03%
CLP HOLDINGS LTD 0.03%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.03%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.03%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.03%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.03%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.03%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.03%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML 0.03%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.03%
COMCAST CORP 02.3500 01/15/2027 0.03%
COMCAST CORP 03.1500 03/01/2026 0.03%
COMCAST CORP 03.3750 02/15/2025 0.03%
COMM 2012-CR1 AM 03.9120 05/15/2045 0.03%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.03%
COMM 2014-CR19 XA IO 01.1763 08/10/2047 0.03%
COMM 2014-LC15 XA IO 01.2545 04/10/2047 0.03%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.03%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.03%
DISH DBS CORP 05.8750 11/15/2024 0.03%
DUKE ENERGY CORP 03.1500 08/15/2027 0.03%
EAST WEST BANCORP INC 0.03%
ECOLAB INC 02.7000 11/01/2026 0.03%
ENCOMPASS HEALTH CORP 0.03%
ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 0.03%
EOG RESOURCES INC 02.6250 03/15/2023 0.03%
EQT CORP 03.9000 10/01/2027 0.03%
EQUITY LIFESTYLE PROPERTIES 0.03%
EXTENDED STAY AMERICA INC 0.03%
FAST RETAILING CO LTD 0.03%
FIAT CHRYSLER AUTOMOBILES NV 0.03%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.03%
FNMA FN30 BC1155 03.0000 06/01/2046 0.03%
FNMA FN30 BM1172 03.0000 03/01/2047 0.03%
GENTING SINGAPORE LTD 0.03%
GNMA GII30 TBA 04.0000 01/01/2049 0.03%
GNR 2017-139 NI IO 04.5000 09/20/2047 0.03%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.03%
HCA INC 05.5000 06/15/2047 0.03%
HENDERSON LAND DEVELOPMENT 0.03%
HIGHWOODS PROPERTIES INC 0.03%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.03%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.03%
ISHARES MSCI EAFE ETF 0.03%
JPMBB 2014-C22 C 04.5579 09/15/2047 0.03%
JPMBB 2014-C22 XA IO 00.8776 09/15/2047 0.03%
JPMORGAN CHASE & CO 03.7970 07/23/2024 0.03%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.03%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.03%
L3 TECHNOLOGIES INC 04.4000 06/15/2028 0.03%
LIBERTY PROPERTY TRUST 0.03%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.03%
MERCK & CO INC 03.7000 02/10/2045 0.03%
MICROSOFT CORP 02.4000 02/06/2022 0.03%
MORGAN STANLEY 02.6500 01/27/2020 0.03%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.03%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.03%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.03%
NEWELL BRANDS INC 04.2000 04/01/2026 0.03%
NIPPON TELEGRAPH & TELEPHONE 0.03%
NRZT 2018-4A A1M 03.4063 01/25/2048 0.03%
NUTRIEN LTD USD 04.1250 03/15/2035 0.03%
OMV AG 0.03%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.03%
POPULAR INC 0.03%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.03%
S&P GLOBAL INC 02.9500 01/22/2027 0.03%
SERVICEMASTER GLOBAL HOLDING 0.03%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.03%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.03%
SOFTBANK GROUP CORP 0.03%
SOUTH32 LTD 0.03%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.03%
STACR 2014-HQ3 M3 07.2563 10/25/2024 0.03%
STOCKLAND 0.03%
SUMITOMO CHEMICAL CO LTD 0.03%
SUN HUNG KAI PROPERTIES 0.03%
SWEDISH MATCH AB 0.03%
T-MOBILE USA INC 06.3750 03/01/2025 0.03%
TELEPHONE AND DATA SYSTEMS 0.03%
TELSTRA CORP LTD 0.03%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.03%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.03%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.03%
WAMU 2004-AR13 A1A 03.2263 11/25/2034 0.03%
WARNER MEDIA LLC 03.8000 02/15/2027 0.03%
WATERS CORP 0.03%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.03%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.03%
WFRBS 2012-C10 AS 03.2410 12/15/2045 0.03%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.03%
WFRBS 2014-C22 XA IO 00.8472 09/15/2057 0.03%
2.95 R ISWP FWD US0003M P 03/18/2049 0.02%
ABBVIE INC 03.6000 05/14/2025 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
AIR LEASE CORP 02.5000 03/01/2021 0.02%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.02%
AMERICAN ELECTRIC POWER 0.02%
AMERICAN EXPRESS CO 0.02%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.02%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.02%
APPLE HOSPITALITY REIT INC 0.02%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.02%
ARGENTINE REPUBLIC USD 06.8750 01/26/2027 0.02%
ARISTOCRAT LEISURE LTD 0.02%
ARRW 2018-1 A3 04.1570 04/25/2048 0.02%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.02%
BANDAI NAMCO HOLDINGS INC 0.02%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.02%
BANK LEUMI LE-ISRAEL 0.02%
BANK OF AMERICA CORP 07.2500 CV PFD 0.02%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 0.02%
BAYER AG-REG 0.02%
BECTON DICKINSON AND CO 06.1250 CUM CV PFD 0.02%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.02%
BMIR 2018-2A M1B P/P 144A 03.8563 08/25/2028 0.02%
BMW US CAPITAL LLC P/P 144A 02.8000 04/11/2026 0.02%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.02%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.02%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
CAS 2014-C03 2M2 05.4063 07/25/2024 0.02%
CAS 2015-C02 2M2 06.5063 05/25/2025 0.02%
CAS 2015-C03 2M2 07.5063 07/25/2025 0.02%
CAS 2016-C02 1M2 08.5063 09/25/2028 0.02%
CBS CORP 02.9000 01/15/2027 0.02%
CBS CORP 04.6000 01/15/2045 0.02%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.02%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.02%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.02%
CGCMT 2013-GC11 D P/P 144A 04.4219 04/10/2046 0.02%
CGCMT 2014-GC19 AS 04.3450 03/10/2047 0.02%
CGCMT 2014-GC19 X IO 01.1417 03/10/2047 0.02%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.02%
CGCMT 2014-GC21 X IO 01.1917 05/10/2047 0.02%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.02%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.02%
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%
CIT GROUP INC. 05.2500 03/07/2025 0.02%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.02%
COLRUYT SA 0.02%
COMCAST CORP 03.9690 11/01/2047 0.02%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.02%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.02%
COMM 2013-CR11 XA IO 01.0952 08/10/2050 0.02%
COMM 2014-UBS4 XA IO 01.1781 08/10/2047 0.02%
COMM 2015-LC21 XA IO 00.7751 07/10/2048 0.02%
CROWN RESORTS LTD 0.02%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.02%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.02%
CURTISS-WRIGHT CORP 0.02%
CWL 2004-5 2A 03.0063 10/25/2034 0.02%
CWL 2005-8 M4 03.4363 12/25/2035 0.02%
DEUTSCHE BOERSE AG 0.02%
DEUTSCHE POST AG-REG 0.02%
DIGITAL DELTA HLDG 03.4000 10/01/2020 0.02%
DISH NETWORK CV 03.3750 08/15/2026 0.02%
DOUGLAS EMMETT INC 0.02%
ENBRIDGE INC USD 04.2500 12/01/2026 0.02%
EOG RESOURCES INC 04.1500 01/15/2026 0.02%
EQUINIX INC 05.3750 05/15/2027 0.02%
EQUINOR ASA USD 02.9000 11/08/2020 0.02%
FUJITSU LTD 0.02%
GALAXY ENT GRP L 0.02%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.02%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.02%
GNMA GII30 AT7632 04.0000 08/20/2046 0.02%
GNR 2011-135 DI IO 05.0000 04/16/2040 0.02%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.02%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.02%
GRAY ESCROW INC P/P 144A 07.0000 05/15/2027 0.02%
GREAT LAKES D&D 08.0000 05/15/2022 0.02%
GSMS 2011-GC3 C P/P 144A 05.6373 03/10/2044 0.02%
GSMS 2013-GC13 AS P/P 144A 04.0820 07/10/2046 0.02%
GSMS 2014-GC24 XA IO 00.8040 09/10/2047 0.02%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.02%
HOCHTIEF AG 0.02%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.02%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.02%
HUDSON PACIFIC PROPERTIES IN 0.02%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.02%
INDUSTRIA DE DISENO TEXTIL 0.02%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.02%
IVORY COAST REGS 05.2500 03/22/2030 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.02%
JPMBB 2013-C14 C 04.5657 08/15/2046 0.02%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.02%
JPMCC 2013-LC11 C 03.9582 04/15/2046 0.02%
KAJIMA CORP 0.02%
KBC GROUP NV 0.02%
KERING 0.02%
KONINKLIJKE PHILIPS NV 0.02%
LIBERTY MEDIA COR-SIRIUSXM A 0.02%
LONDON STOCK EXCHANGE GROUP 0.02%
MARINE HARVEST 0.02%
MEDIPAL HOLDINGS CORP 0.02%
MERCK & CO INC 01.8500 02/10/2020 0.02%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.02%
MICROCHIP TEC CV 01.6250 02/15/2027 0.02%
MIRVAC GROUP 0.02%
MITSUBISHI CHEMICAL HOLDINGS 0.02%
MLMI 2005-A10 A 02.7163 02/25/2036 0.02%
MSBAM 2013-C13 AS 04.2660 11/15/2046 0.02%
MSBAM 2013-C7 XA IO 01.3469 02/15/2046 0.02%
MSC 2012-C4 D P/P 144A 05.4199 03/15/2045 0.02%
MSC 2016-BNK2 XA IO 01.0951 11/15/2049 0.02%
MSC 2016-BNK2 XB IO 00.5481 11/15/2049 0.02%
NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 0.02%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.02%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.02%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.02%
NEXT PLC 0.02%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.02%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.02%
NORFOLK SOUTHERN CORP 0.02%
NORTHROP GRUMMAN CORP 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.02%
OCCIDENTAL PETROLEUM CORP 0.02%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.02%
PARAMOUNT GROUP INC 0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.02%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.02%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.02%
PFIZER INC 03.0000 12/15/2026 0.02%
PROSIEBENSAT.1 MEDIA SE 0.02%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.02%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.02%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 0.02%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.02%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.02%
RANDSTAD NV 0.02%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.02%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.02%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.02%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.02%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.02%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.02%
SAINSBURY (J) PLC 0.02%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.02%
SARTORIUS STEDIM BIOTECH 0.02%
SCHRODERS PLC 0.02%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.02%
SERVICENOW IN CV 00.0000 06/01/2022 0.02%
SG HOLDINGS CO LTD 0.02%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.02%
SIEMENS HEALTH 0.02%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.02%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.02%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.02%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.02%
SPRINT CORP 07.1250 06/15/2024 0.02%
STACR 2013-DN2 M2 06.7563 11/25/2023 0.02%
STACR 2014-DN4 M3 07.0563 10/25/2024 0.02%
STACR 2016-DNA1 M3 08.0563 07/25/2028 0.02%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.02%
STRAUMANN HOLDING AG-REG 0.02%
SUMITOMO MITSUI TRUST HOLDIN 0.02%
SWISSCOM AG-REG 0.02%
T-MOBILE USA INC 05.3750 04/15/2027 0.02%
TAPESTRY INC 0.02%
TCF FINANCIAL CORP 0.02%
TELEDYNE TECHNOLOGIES INC 0.02%
TESLA INC CV 01.2500 03/01/2021 0.02%
TJX COMPANIES INC 0.02%
TRANSDIGM INC 06.3750 06/15/2026 0.02%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.02%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.02%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.02%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.02%
UNITEDHEALTH GROUP INC 04.2500 04/15/2047 0.02%
US TREASURY N/B 02.1250 12/31/2022 0.02%
USG CORP P/P 144A 04.8750 06/01/2027 0.02%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.02%
VOLKSWAGEN AG PFD 0.02%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.02%
WALT DISNEY CO/THE 0.02%
WAMU 2004-AR13 A2B 03.3863 11/25/2034 0.02%
WAMU 2005-AR1 A2A1 03.1863 01/25/2045 0.02%
WEC ENERGY GROUP INC 04.7286 05/15/2067 0.02%
WEINGARTEN REALTY INVESTORS 0.02%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.02%
WESTROCK MWV LLC 08.2000 01/15/2030 0.02%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.02%
WFCM 2013-LC12 AS 04.2866 07/15/2046 0.02%
WFRBS 2011-C2 D P/P 144A 05.6515 02/15/2044 0.02%
WFRBS 2011-C3 D P/P 144A 05.6828 03/15/2044 0.02%
WFRBS 2011-C5 E P/P 144A 05.6723 11/15/2044 0.02%
WFRBS 2012-C10 D P/P 144A 04.4417 12/15/2045 0.02%
WFRBS 2013-C14 XA IO 00.7401 06/15/2046 0.02%
WFRBS 2014-C19 AS 04.2710 03/15/2047 0.02%
WFRBS 2014-C23 XA IO 00.6232 10/15/2057 0.02%
WFRBS 2014-C25 XA IO 00.8934 11/15/2047 0.02%
WINTRUST FINANCIAL CORP 0.02%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.02%
YANGZIJIANG SHIPBUILDING 0.02%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
2.75 R ISWP FWD US0003M P 03/18/2021 0.01%
2.85 R ISWP FWD US0003M P 03/18/2029 0.01%
21ST CENTURY FOX AMERICA 03.0000 09/15/2022 0.01%
21ST CENTURY FOX AMERICA 04.7500 11/15/2046 0.01%
ABBVIE INC 02.5000 05/14/2020 0.01%
ABC-MART INC 0.01%
AEGON NV 0.01%
AES CORP/THE 05.5000 04/15/2025 0.01%
AIR TRANSPORT CV 01.1250 10/15/2024 0.01%
AKAMAI TECH P/P 144A CV 00.1250 05/01/2025 0.01%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.01%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.01%
ALTA MESA HLDGS 07.8750 12/15/2024 0.01%
ALTERYX INC P/P 144A CV 00.5000 06/01/2023 0.01%
AMAZON.COM INC 04.0500 08/22/2047 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.01%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.01%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.01%
AMG CAPITAL TRUST II 05.1500 CV PFD 0.01%
AMGEN INC 03.4500 10/01/2020 0.01%
AMSI 2004-R1 A1B 03.3063 02/25/2034 0.01%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.01%
ANTHEM INC 0.01%
APERGY CORP 06.3750 05/01/2026 0.01%
APPLE INC 03.8500 05/04/2043 0.01%
ARC PROP OPER PART L 04.6000 02/06/2024 0.01%
ARCELORMITTAL USD 07.0000 10/15/2039 0.01%
ARMT 2005-9 5A1 03.0463 11/25/2035 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 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%
AUD/USD 01/16/2019 GSFX 0.01%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.01%
AUTONATION INC. 05.5000 02/01/2020 0.01%
AUTOZONE INC 0.01%
AVAYA TLB L+425 06.7010 12/15/2024 0.01%
AXALTA COATING SYSTEMS LTD 0.01%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.01%
BANK 2017-BNK9 XA IO 00.8199 11/15/2054 0.01%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.01%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.01%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.01%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.01%
BAUSCH HLTH 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 09.0000 12/15/2025 0.01%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BERKELEY GROUP HOLDINGS/THE 0.01%
BERKSHIRE HATHAWAY E 03.8000 07/15/2048 0.01%
BGC PARTNERS INC 05.1250 05/27/2021 0.01%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.01%
BIOGEN INC 03.6250 09/15/2022 0.01%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.01%
BIOSCRIP INC 08.8750 02/15/2021 0.01%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 0.01%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.01%
BOLIDEN AB 0.01%
BP CAP MARKETS AMERICA 03.1190 05/04/2026 0.01%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
BRAND ENERGY TL L+425 06.7324 06/21/2024 0.01%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.01%
BROOKFIELD PROPERTY REIT I-A 0.01%
BROTHER INDUSTRIES LTD 0.01%
CAD/USD 01/16/2019 SSBT 0.01%
CAESARS ENTERTAIN CORP CV 05.0000 10/01/2024 0.01%
CALIFORNIA RESOURC TL L+475 07.0365 11/17/2022 0.01%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.01%
CARBONITE INC CV 02.5000 04/01/2022 0.01%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2014-C02 1M2 05.1063 05/25/2024 0.01%
CAS 2014-C02 2M2 05.1063 05/25/2024 0.01%
CAS 2014-C04 1M2 07.4063 11/25/2024 0.01%
CAS 2017-C01 1M2 06.0563 07/25/2029 0.01%
CAS 2017-C03 1M2 05.5063 10/25/2029 0.01%
CAS 2018-C04 2M2 05.0563 12/25/2030 0.01%
CAS 2018-C06 2M2 04.6063 03/25/2031 0.01%
CBRE SERVICES INC 04.8750 03/01/2026 0.01%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.01%
CD 2016-CD1 XA IO 01.4251 08/10/2049 0.01%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CFCRE 2011-C2 D P/P 144A 05.7556 12/15/2047 0.01%
CGCMT 2012-GC8 XA IO P/P 144A 01.8005 09/10/2045 0.01%
CGCMT 2013-GC17 AS 04.5440 11/10/2046 0.01%
CGCMT 2014-GC23 IO 01.0164 07/10/2047 0.01%
CHEGG INC P/P 144A CV 00.2500 05/15/2023 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHENIERE ENERGY INC CV 04.2500 03/15/2045 0.01%
CHESAPEAKE EN CV 05.5000 09/15/2026 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%
CIENA CORP 0.01%
CIGNA HOLDING CO 04.5000 03/15/2021 0.01%
CINEMARK USA INC 04.8750 06/01/2023 0.01%
CITIGROUP INC 04.6000 03/09/2026 0.01%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.01%
CMLTI 2005-2 1A2A 04.5375 05/25/2035 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
COCA-COLA AMATIL LTD 0.01%
COCA-COLA CO/THE 02.2500 09/01/2026 0.01%
COLONY STARWO CV 03.5000 01/15/2022 0.01%
COMCAST CORP 06.5000 11/15/2035 0.01%
COMM 2012-LC4 AM 04.0630 12/10/2044 0.01%
COMM 2012-LC4 C 05.5390 12/10/2044 0.01%
COMM 2013-CR9 D P/P 144A 04.2567 07/10/2045 0.01%
COMM 2013-LC13 XA IO 01.1630 08/10/2046 0.01%
COMM 2014-CR14 XA IO 00.6532 02/10/2047 0.01%
COMM 2014-CR17 C 04.7375 05/10/2047 0.01%
COMM 2014-CR17 XA IO 01.0783 05/10/2047 0.01%
COMM 2014-CR20 XA IO 01.1239 11/10/2047 0.01%
COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 0.01%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.01%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.01%
COMSTOCK ESCROW CORP P/P 144A 09.7500 08/15/2026 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
COSTCO WHOLESALE CORP 0.01%
COUPA SOFTW P/P 144A CV 00.3750 01/15/2023 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.01%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.01%
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 06.8750 CUM CV PFD 0.01%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.01%
CSAIL 2015-C1 AS 03.7910 04/15/2050 0.01%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.01%
CSMC 2016-NXSR C 04.3617 12/15/2049 0.01%
CSX CORP 04.1000 03/15/2044 0.01%
CVS HEALTH CORP 02.8750 06/01/2026 0.01%
CVS HEALTH CORP 04.7500 12/01/2022 0.01%
DAIWA SECURITIES GROUP INC 0.01%
DANAHER CORP 0.01%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.01%
DEERE & COMPANY 02.6000 06/08/2022 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DEUTSCHE LUFTHANSA-REG 0.01%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.01%
DEXCOM INC P/P 144A CV 00.7500 12/01/2023 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.01%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.01%
DNB BANK ASA P/P 144A 02.1250 10/02/2020 0.01%
DNB NOR ASA 0.01%
DOCUSIGN INC P/P 144A CV 00.5000 09/15/2023 0.01%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.01%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.01%
DOW CHEMICAL CO/THE P/P 144A 04.8000 11/30/2028 0.01%
DTE ENERGY CO 06.5000 CV PFD 0.01%
DYCOM IND INC CV 00.7500 09/15/2021 0.01%
EAGLECLAW MID TL L+425 06.6411 06/30/2024 0.01%
ECOLAB INC 0.01%
EMERA US FINANCE LP 03.5500 06/15/2026 0.01%
EMERA US FINANCE LP 04.7500 06/15/2046 0.01%
EMLT 2004-1 M2 03.9313 01/25/2034 0.01%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.01%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.01%
ENSCO PLC USD 07.7500 02/01/2026 0.01%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
EQUITY RESIDENTIAL TR REIT 0.01%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.01%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.01%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.01%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
EUTELSAT COMMUNICATIONS 0.01%
EVERBRIDGE INC CV 01.5000 11/01/2022 0.01%
EVONIK INDUSTRIES AG 0.01%
EXACT SCIENCES CORP CV 01.0000 01/15/2025 0.01%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 0.01%
FHR 3829 AS IO 04.4949 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%
FIDELITY NATIONAL INFO SERV 0.01%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.01%
FIRSTENERGY CORP 03.9000 07/15/2027 0.01%
FIRSTENERGY CORP 04.8500 07/15/2047 0.01%
FISERV INC 0.01%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 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%
FORTIVE CORPORATION 05.0000 CUM CV PFD 0.01%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.01%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.01%
FTS INTL INC 06.2500 05/01/2022 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GBP/USD CALL 1.34 20190613 BANKAM 0.01%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.01%
GLENCORE PLC 0.01%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.01%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.01%
GNMA 10000 BC8223 03.5000 11/20/2047 0.01%
GNMA 10000 BE3158 03.5000 11/20/2047 0.01%
GNR 2013-99 AS IO 03.5799 06/20/2043 0.01%
GNR 2015-H25 BI IO 02.1202 10/20/2065 0.01%
GNR 2016-135 PI IO 04.0000 05/20/2046 0.01%
GNR 2016-H16 EI IO 02.2090 06/20/2066 0.01%
GNR 2017-123 JI IO 04.0000 08/20/2046 0.01%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.01%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.01%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.01%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.01%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.01%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.01%
GSMS 2011-GC5 XA IO P/P 144A 01.3377 08/10/2044 0.01%
GSMS 2013-GC10 AS 03.2790 02/10/2046 0.01%
GSMS 2014-GC18 C 04.9959 01/10/2047 0.01%
GSMS 2014-GC18 XA IO 01.0411 01/10/2047 0.01%
GSMS 2014-GC22 XA IO 00.9899 06/10/2047 0.01%
GSMS 2015-GC30 XA IO 00.8588 05/10/2050 0.01%
HARRIS CORP 0.01%
HARTFORD FINL SVCS GRP 06.6250 03/30/2040 0.01%
HCA INC 04.7500 05/01/2023 0.01%
HCA INC 06.5000 02/15/2020 0.01%
HESS CORP 08.0000 CV PFD 0.01%
HIKARI TSUSHIN INC 0.01%
HKT TRUST AND HKT LTD-SS 0.01%
HOME DEPOT INC 02.6250 06/01/2022 0.01%
HSBC HOLDINGS PLC 0.01%
HSBC HOLDINGS PLC USD 04.8750 01/14/2022 0.01%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.01%
HUBSPOT INC CV 00.2500 06/01/2022 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
HUSKY TLB L+300 05.3446 03/28/2025 0.01%
HYATT HOTELS CORP 04.8500 03/15/2026 0.01%
IAC FINANCECO P/P 144A CV 00.8750 10/01/2022 0.01%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
II-VI INC CV 00.2500 09/01/2022 0.01%
ILLUMINA INC P/P 144A CV 00.0000 08/15/2023 0.01%
IMM 2004-6 1A2 03.2863 10/25/2034 0.01%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
INPHI CORP CV 00.7500 09/01/2021 0.01%
INSULET CORP P/P 144A CV 01.3750 11/15/2024 0.01%
INTEL CORP CV 03.2500 08/01/2039 0.01%
INTL FLAVOR & FRAGRANCES 06.0000 CV PFD 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
IPSEN 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
ITRON INC P/P 144A 05.0000 01/15/2026 0.01%
IVORY COAST REGS 06.1250 06/15/2033 0.01%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.01%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.01%
JAGGED PEAK ENERGY P/P 144A 05.8750 05/01/2026 0.01%
JAZZ INVESTME USD 01.8750 08/15/2021 0.01%
JO-ANN STORES 2NDL L+925 11.6038 05/21/2024 0.01%
JO-ANN STORES TL L+500 07.4772 10/16/2023 0.01%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.01%
JPMBB 2013-C14 AS 04.4093 08/15/2046 0.01%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.01%
JPMBB 2014-C19 XA IO 01.1175 04/15/2047 0.01%
JPMBB 2014-C24 XA IO 00.9676 11/15/2047 0.01%
JPMBB 2014-C25 XA IO 00.9424 11/15/2047 0.01%
JPMCC 2012-C6 D 05.1401 05/15/2045 0.01%
JPMCC 2012-C6 E P/P 144A 05.1401 05/15/2045 0.01%
JPMCC 2012-C8 C P/P 144A 04.6043 10/15/2045 0.01%
JPMCC 2013-C10 XA IO 01.0079 12/15/2047 0.01%
JPMCC 2013-LC11 X IO 01.2710 04/15/2046 0.01%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 0.01%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.01%
KAMAN CORP CV 03.2500 05/01/2024 0.01%
KERRY PROPERTIES LTD 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.01%
KINDER MORGAN INC 0.01%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
LABORATORY CRP OF AMER HLDGS 0.01%
LBMLT 2004-5 A5 03.0663 09/25/2034 0.01%
LENNAR CORP 05.8750 11/15/2024 0.01%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.01%
LIBERTY EXPEDIA HOLD INC 144A 0.01%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.01%
LIBERTY MEDIA CV 01.0000 01/30/2023 0.01%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.01%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.01%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.01%
LIVE NATION P/P 144A CV 02.5000 03/15/2023 0.01%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.01%
LNSTR 2015-3 B P/P 144A 03.1284 04/20/2048 0.01%
LOEWS CORP 0.01%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
MACQUARIE INFRASTRUCTU CV 02.0000 10/01/2023 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 06.8750 12/15/2023 0.01%
MAXIM INTEGRATED PRODUCTS 0.01%
MEDICINES CO CV 02.5000 01/15/2022 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.01%
MET LIFE GLOB FUND P/P 144A 01.5500 09/13/2019 0.01%
MHL 2005-1 1M1 03.2263 02/25/2035 0.01%
MICRON TECHNO CV 03.0000 11/15/2043 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 MOTORS CORP 0.01%
MITSUBISHI UFJ LEASE & FINAN 0.01%
MLMI 2005-A2 A2 03.6773 02/25/2035 0.01%
MONCLER SPA 0.01%
MSAC 2004-HE6 M1 03.3313 08/25/2034 0.01%
MSBAM 2012-C6 D P/P 144A 04.6104 11/15/2045 0.01%
MSBAM 2013-C13 XA IO 01.0066 11/15/2046 0.01%
MSBAM 2013-C8 B 03.5616 12/15/2048 0.01%
MSBAM 2015-C25 XA IO 01.1191 10/15/2048 0.01%
MSC 2011-C3 D P/P 144A 05.1539 07/15/2049 0.01%
MSC 2012-C4 C P/P 144A 05.4199 03/15/2045 0.01%
MSC 2012-C4 XA IO P/P 144A 02.0843 03/15/2045 0.01%
MSC 2016-UB12 XA IO 00.8031 12/15/2049 0.01%
NABORS IND INC 05.7500 02/01/2025 0.01%
NATIONAL AUSTRALIA B P/P 144A 03.4571 12/09/2019 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.01%
NCHET 2003-4 M1 03.6313 10/25/2033 0.01%
NCI BUILDING SYS INC P/P 144A 08.0000 04/15/2026 0.01%
NETFLIX INC 04.8750 04/15/2028 0.01%
NETFLIX INC P/P 144A 05.8750 11/15/2028 0.01%
NETFLIX INC P/P 144A 06.3750 05/15/2029 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NEXTERA ENERGY INC 06.1230 CV PFD 0.01%
NICE SYS INC CV 01.2500 01/15/2024 0.01%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.01%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.01%
NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 0.01%
NRG ENERGY INC 05.7500 01/15/2028 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NRG ENERGY P/P 144A CV 02.7500 06/01/2048 0.01%
NUANCE COMM CV 01.2500 04/01/2025 0.01%
NUTANIX INC P/P 144A CV 00.0000 01/15/2023 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%
OKTA INC P/P 144A CV 00.2500 02/15/2023 0.01%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.01%
OMNICARE INC 04.7500 12/01/2022 0.01%
ON SEMICONDUC CV 01.6250 10/15/2023 0.01%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.01%
ORACLE CORP 02.5000 10/15/2022 0.01%
ORTHO-CLINICAL TLB L+325 06/01/2025 0.01%
ORYX TLB L+325 05.5946 02/28/2025 0.01%
OSHKOSH CORP 05.3750 03/01/2025 0.01%
OSI SYS INC CV 01.2500 09/01/2022 0.01%
PACIRA PHARMA CV 02.3750 04/01/2022 0.01%
PALO ALTO NET P/P 144A CV 00.7500 07/01/2023 0.01%
PATRICK INDS P/P 144A CV 01.0000 02/01/2023 0.01%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.01%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.01%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.01%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
PNC BANK NA 02.0000 05/19/2020 0.01%
POLA ORBIS HOLDINGS INC 0.01%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.01%
PQ CORP P/P 144A 05.7500 12/15/2025 0.01%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.01%
PRICELINE.COM CV 00.3500 06/15/2020 0.01%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.01%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.01%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.01%
PULTEGROUP INC 05.5000 03/01/2026 0.01%
PULTEGROUP INC. 07.8750 06/15/2032 0.01%
PVH CORP 0.01%
QUEST DIAGNOSTICS INC 0.01%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.01%
REALPAGE INC CV 01.5000 11/15/2022 0.01%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 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%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.01%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.01%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.01%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.01%
REXNORD CORP 05.7500 CUM CV PFD 0.01%
RINGCENTRAL P/P 144A CV 00.0000 03/15/2023 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.01%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.01%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 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%
ROYAL BK SCOTLND GRP PLC USD 04.8000 04/05/2026 0.01%
RTL GROUP 0.01%
RWE AG 0.01%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SEMPRA ENERGY 06.0000 CUM CV PFD 0.01%
SENIOR HOUSING PROP TRUST 0.01%
SESI LLC 07.7500 09/15/2024 0.01%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.01%
SHERWIN-WILLIAMS CO/THE 0.01%
SHIMIZU CORP 0.01%
SHIRE PLC 0.01%
SIKA AG-REG 0.01%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.01%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.01%
SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 0.01%
SM ENERGY CO 06.7500 09/15/2026 0.01%
SPLUNK INC P/P 144A CV 01.1250 09/15/2025 0.01%
SPRINGLEAF FINANCE CORP 06.1250 05/15/2022 0.01%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.01%
SPRINT CORP 07.8750 09/15/2023 0.01%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.01%
SQUARE INC P/P 144A CV 00.5000 05/15/2023 0.01%
STACR 2016-DNA3 M3 07.5063 12/25/2028 0.01%
STANLEY BLACK & DECKER INC 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%
SUNTRUST BANKS INC 0.01%
SUPERNUS PH P/P 144A CV 00.6250 04/01/2023 0.01%
SUZUKI MOTOR CORP 0.01%
SWIRE PROPERTIES LTD 0.01%
T-MOBILE US INC 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%
TELADOC INC P/P 144A CV 01.3750 05/15/2025 0.01%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.01%
TENNANT CO 05.6250 05/01/2025 0.01%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.01%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.01%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.01%
TOLEDO EDISON COMPANY 06.1500 05/15/2037 0.01%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.01%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.01%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.01%
TWITTER INC CV 01.0000 09/15/2021 0.01%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.01%
UBS GROUP FUNDIN P/P 144A 04.2530 03/23/2028 0.01%
UBSBB 2012-C2 D P/P 144A 04.8922 05/10/2063 0.01%
UBSBB 2012-C2 XA IO P/P 144A 01.3265 05/10/2063 0.01%
UBSBB 2013-C6 XA IO P/P 144A 01.1301 04/10/2046 0.01%
UBSCM 2017-C7 XA IO 01.0704 12/15/2050 0.01%
UDR INC 0.01%
UNILEVER PLC 0.01%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.01%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.01%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.01%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.01%
US BANCORP 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
US FOODS HOLDING CORP 0.01%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.01%
USD/JPY PUT 108.00 20190128 CITI 0.01%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.01%
VALEANT PHARMA INTL P/P 144A 08.5000 01/31/2027 0.01%
VALEANT PHARMA INTL P/P 144A 09.2500 04/01/2026 0.01%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.01%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.01%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.01%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.01%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.01%
VMWARE INC 03.9000 08/21/2027 0.01%
VOCERA COMM P/P 144A CV 01.5000 05/15/2023 0.01%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.01%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.01%
WAMU 2004-AR13 A1B2 03.4863 11/25/2034 0.01%
WAMU 2005-AR1 A2A3 03.3063 01/25/2045 0.01%
WAMU 2005-AR11 A1C3 03.0163 08/25/2045 0.01%
WAMU 2005-AR2 1A1A 02.8363 01/25/2045 0.01%
WAMU 2005-AR2 2A2B 02.8863 01/25/2045 0.01%
WAMU 2005-AR8 2A1A 03.0863 07/25/2045 0.01%
WAMU 2005-AR8 2AB3 03.2263 07/25/2045 0.01%
WAMU 2005-AR8 2AC2 03.4263 07/25/2045 0.01%
WARNER MEDIA LLC 02.9500 07/15/2026 0.01%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.01%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.01%
WAYFAIR INC CV 00.3750 09/01/2022 0.01%
WBCMT 2005-C21 D 05.2264 10/15/2044 0.01%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.01%
WELLS FARGO & COMPANY 07.5000 CV PFD 0.01%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.01%
WESFARMERS LTD 0.01%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.01%
WESTROCK MWV LLC 07.9500 02/15/2031 0.01%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.01%
WEYERHAEUSER CO 07.3750 03/15/2032 0.01%
WFCM 2013-LC12 C 04.2866 07/15/2046 0.01%
WFCM 2014-LC16 XA IO 01.3311 08/15/2050 0.01%
WFCM 2015-C27 XA IO 00.9024 02/15/2048 0.01%
WFCM 2016-LC25 XA IO 01.0173 12/15/2059 0.01%
WFRBS 2011-C4 D P/P 144A 05.2310 06/15/2044 0.01%
WFRBS 2012-C9 AS 03.3880 11/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.01%
WFRBS 2013-C16 AS 04.6680 09/15/2046 0.01%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.01%
WFRBS 2014-C24 XA IO 00.8726 11/15/2047 0.01%
WH GROUP LTD 0.01%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.01%
WILLIAMS COMPANIES INC 03.6000 03/15/2022 0.01%
WIX LTD P/P 144A 00.0000 07/01/2023 0.01%
WORKDAY INC CV 00.2500 10/01/2022 0.01%
WPX ENERGY INC 05.7500 06/01/2026 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.01%
WRIGHT MEDICA P/P 144A CV 01.6250 06/15/2023 0.01%
WRKCO INC P/P 144A 03.3750 09/15/2027 0.01%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.01%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
2.7845 R ISWP US0003M P 12/31/2028 0.00%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
ADVANZ PHARMA CORP 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AGL ENERGY LTD 0.00%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.00%
AKER BP ASA P/P 144A 05.8750 03/31/2025 0.00%
ALEXANDRIA REAL ESTATE E 07.0000 CUM CV PFD 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.00%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
ALPHA 2 BV P/P 144A 08.7500 06/01/2023 0.00%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.00%
ALTRIA GROUP INC 0.00%
ALTRIA GROUP INC. 09.2500 08/06/2019 0.00%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 0.00%
AMDOCS LTD 0.00%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.00%
ANTERO RESOURCES 05.3750 11/01/2021 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.00%
ANTHEM INC 04.6250 05/15/2042 0.00%
APACHE CORPORATION 03.2500 04/15/2022 0.00%
APPALACHIAN POWER CO 04.6000 03/30/2021 0.00%
APPLE INC 03.4500 05/06/2024 0.00%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 0.00%
ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.00%
ARGENTINE REPUBLIC USD 04.6250 01/11/2023 0.00%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.00%
ARRIS INTERNATIONAL PLC 0.00%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.00%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.00%
ASHLAND GLOBAL HOLDINGS INC 0.00%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.00%
AUD/USD 01/16/2019 BANKAM 0.00%
AUD/USD 01/16/2019 BCAP-FX 0.00%
AUD/USD 01/16/2019 CITI 0.00%
AUD/USD 01/16/2019 CSI-FX 0.00%
AUD/USD 01/16/2019 JPMCB 0.00%
AUD/USD 01/16/2019 RBSF 0.00%
AUD/USD 01/16/2019 SSBT 0.00%
AUD/USD 01/16/2019 UBS 0.00%
AUD/USD 01/16/2019 WPAC 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
AVAYA HOLDINGS CORP 0.00%
AVERY DENNISON CORP 0.00%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.00%
BANK OF AMERICA CORP 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.00%
BAUSCH HLTH COS INC P/P 144A 05.8750 05/15/2023 0.00%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.00%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.00%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.00%
BERRY GLOBAL INC 05.1250 07/15/2023 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.00%
BLACKROCK TCP CAP CORP CV 05.2500 12/15/2019 0.00%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.00%
BOYD GAMING CORP 06.3750 04/01/2026 0.00%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
BP CAP MARKETS AMERICA 04.5000 10/01/2020 0.00%
BRIGHT HORIZONS FAMILY SOLUT 0.00%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.00%
CA TXB-VAR PURP 07.5000 04/01/2034 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 01/16/2019 BANKAM 0.00%
CAD/USD 01/16/2019 BCAP-FX 0.00%
CAD/USD 01/16/2019 CITI 0.00%
CAD/USD 01/16/2019 GSFX 0.00%
CAD/USD 01/16/2019 HSBCB 0.00%
CAD/USD 01/16/2019 JPMCB 0.00%
CAD/USD 01/16/2019 RBSF 0.00%
CAD/USD 01/16/2019 UBS 0.00%
CAD/USD 01/16/2019 WPAC 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.00%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CALPINE CORPORATION 05.7500 01/15/2025 0.00%
CAMDEN PROPERTY TRUST 0.00%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.00%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.00%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.00%
CAS 2016-C05 2M1 03.8563 01/25/2029 0.00%
CBRE SERVICES INC 05.2500 03/15/2025 0.00%
CBS CORP 04.0000 01/15/2026 0.00%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.00%
CEC ENT INC 08.0000 02/15/2022 0.00%
CELANESE US HOLDINGS LLC 05.8750 06/15/2021 0.00%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.00%
CEMEX SAB DE CV USD 03.7200 03/15/2020 0.00%
CENTENE CORP 04.7500 05/15/2022 0.00%
CENTENE CORP 06.1250 02/15/2024 0.00%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.00%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.4954 10/15/2049 0.00%
CGCMT 2014-GC21 D P/P 144A 04.9261 05/10/2047 0.00%
CGCMT 2015-GC31 X IO 00.4014 06/10/2048 0.00%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.00%
CHEMOURS CO 05.3750 05/15/2027 0.00%
CHEMOURS CO 06.6250 05/15/2023 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.00%
CHF/USD 03/20/2019 BCAP-FX 0.00%
CHF/USD 03/20/2019 JPMCB 0.00%
CHIMERA INVESTMENT CORP 0.00%
CHINA MEDICAL TECH INC USD 04.0000 08/15/2019 0.00%
CINCINNATI BELL INC 06.7500 CUM CV PFD 0.00%
CINEMARK USA INC 05.1250 12/15/2022 0.00%
CIT GROUP INC. 05.0000 08/15/2022 0.00%
CITRIX SYSTEM CV 00.5000 04/15/2019 0.00%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.00%
CLEAR CHANNEL TLD L+675 09.0946 01/30/2019 0.00%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 0.00%
CLOVIS ONCOLOGY INC CV 01.2500 05/01/2025 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 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.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 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 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 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%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.00%
CNH/USD 02/20/2019 HSBCB 0.00%
COLES GROUP LTD 0.00%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.00%
COMCAST CORP 03.9990 11/01/2049 0.00%
COMCAST CORP 04.0490 11/01/2052 0.00%
COMM 2012-CR3 D P/P 144A 04.7527 10/15/2045 0.00%
COMM 2012-LC4 D P/P 144A 05.5390 12/10/2044 0.00%
COMM 2012-LC4 XA IO P/P 144A 02.1079 12/10/2044 0.00%
COMM 2014-CR16 XA IO 01.1273 04/10/2047 0.00%
COMM 2014-CR18 XA IO 01.1474 07/15/2047 0.00%
COMM 2014-LC17 XA IO 00.8921 10/10/2047 0.00%
COMM 2014-UBS6 XA IO 00.9541 12/10/2047 0.00%
COMM 2015-CR23 XA IO 00.9562 05/10/2048 0.00%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.00%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.00%
CONTINENTAL RESOURCES 05.0000 09/15/2022 0.00%
COOPERATIEVE RABOBANK UA USD 03.7500 07/21/2026 0.00%
CORELOGIC INC 0.00%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.00%
COVANTA HOLDING CORP 06.0000 01/01/2027 0.00%
CPG INTL TL L+375 05.0828 05/05/2024 0.00%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.00%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.00%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.00%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.00%
CROWN CASTLE INTL CORP 04.4500 02/15/2026 0.00%
CROWN CASTLE INTL CORP 04.7500 05/15/2047 0.00%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.00%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.00%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
D.R. HORTON INC 05.7500 08/15/2023 0.00%
DCP MIDSTREAM OPERATING 05.3750 07/15/2025 0.00%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.00%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.00%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.00%
DENBURY RESOURCES P/P 144A 07.5000 02/15/2024 0.00%
DIAGEO INVESTMENT CORP 08.0000 09/15/2022 0.00%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.00%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.00%
DKK/USD 03/20/2019 CITI 0.00%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.00%
DUKE ENERGY CAROLINAS 04.2500 12/15/2041 0.00%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
ELDORADO RESORTS INC P/P 144A 06.0000 09/15/2026 0.00%
EMPIRE STATE REALTY TRUST-A 0.00%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.00%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 0.00%
ENERGIZER GAMM P/P 144A 06.3750 07/15/2026 0.00%
ENERGY TRANSFER LP 05.5000 06/01/2027 0.00%
ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 0.00%
ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 0.00%
ENRGY TRANS PT/REG FIN 05.8750 03/01/2022 0.00%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.00%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.00%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.00%
EQUINIX INC 05.8750 01/15/2026 0.00%
EQUINOR ASA USD 05.1000 08/17/2040 0.00%
EQUITY COMMONWEALTH 0.00%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
ETSY INC P/P 144A CV 00.0000 03/01/2023 0.00%
EUR/NOK PUT 9.60 20190319 JPMCB 0.00%
EUR/NOK PUT 9.80 20190319 JPMCB 0.00%
EUR/USD 03/20/2019 BANKAM 0.00%
EUR/USD 03/20/2019 BCAP-FX 0.00%
EUR/USD 03/20/2019 CITI 0.00%
EUR/USD 03/20/2019 CSI-FX 0.00%
EUR/USD 03/20/2019 GSFX 0.00%
EUR/USD 03/20/2019 HSBCB 0.00%
EUR/USD 03/20/2019 JPMCB 0.00%
EUR/USD 03/20/2019 RBSF 0.00%
EUR/USD 03/20/2019 SSBT 0.00%
EUR/USD 03/20/2019 UBS 0.00%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.00%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.00%
FEDEX CORP 02.6250 08/01/2022 0.00%
FHR 4134 PI IO 03.0000 11/15/2042 0.00%
FHR 4193 PI IO 04.0000 03/15/2043 0.00%
FIDELITY NATIONAL INFORM 05.0000 10/15/2025 0.00%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.00%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.00%
FNMA FN30 935089 05.0000 03/01/2039 0.00%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.00%
FORD MOTOR CO 0.00%
FORTERRA TL L+300 05.3446 10/25/2023 0.00%
FRAC TECH INTL TLB L+475 07.0946 04/16/2021 0.00%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.00%
FRONTIER COMM 10.5000 09/15/2022 0.00%
FRONTIER COMM 11.0000 09/15/2025 0.00%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.00%
GATES GLOBAL TLB L+275 05.0946 03/31/2024 0.00%
GBP/USD 03/20/2019 BANKAM 0.00%
GBP/USD 03/20/2019 BCAP-FX 0.00%
GBP/USD 03/20/2019 CITI 0.00%
GBP/USD 03/20/2019 GSFX 0.00%
GBP/USD 03/20/2019 HSBCB 0.00%
GBP/USD 03/20/2019 JPMCB 0.00%
GBP/USD 03/20/2019 SSBT 0.00%
GBP/USD 03/20/2019 UBS 0.00%
GBP/USD CALL 1.44 20190613 BANKAM 0.00%
GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 0.00%
GENERAL DYNAMICS CORP 0.00%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.00%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.00%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.00%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.00%
GENON ENERGY INC. 09.8750 10/15/2020 0.00%
GENON ENERGY/NRG AMER 09.3923 12/01/2023 0.00%
GENPACT LTD 0.00%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.00%
GFL ENVIRONMENTAL TLB L+300 05.1050 05/31/2025 0.00%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.00%
GMAC CAPITAL TRUST I PCT 08.4011 0.00%
GNMA GII30 AW8447 04.3210 05/20/2067 0.00%
GNMA GII30 AY4779 04.5070 03/20/2067 0.00%
GNMA GII30 OBD1714 03.5000 11/20/2047 0.00%
GNMA GII30 OBD1715 03.5000 11/20/2047 0.00%
GNMA GII30 OBD1716 03.5000 11/20/2047 0.00%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.00%
GNR 2015-124 DI IO 03.5000 01/20/2038 0.00%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.00%
GSMS 2013-GC10 XA IO 01.5182 02/10/2046 0.00%
GSMS 2013-GC12 XA IO 01.4359 06/10/2046 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.00%
HCA INC 05.0000 03/15/2024 0.00%
HCA INC 05.2500 06/15/2026 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2024 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2038 0.00%
HERITAGE INS CV 05.8750 08/01/2037 0.00%
HESS CORP 07.3000 08/15/2031 0.00%
HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 0.00%
HKD/USD 02/20/2019 BANKAM 0.00%
HKD/USD 02/20/2019 BCAP-FX 0.00%
HMBT 2004-2 A1 03.2463 12/25/2034 0.00%
HONEYWELL INTL 03.8120 11/21/2047 0.00%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.00%
IBERDROLA INTL BV USD 06.7500 07/15/2036 0.00%
IBM CORP 01.8750 08/01/2022 0.00%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.00%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.00%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.00%
ILS/USD 01/16/2019 SSBT 0.00%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.00%
INSMED INC CV 01.7500 01/15/2025 0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 0.00%
INTERCONTINENTAL EXCHANGE IN 0.00%
INTERNATIONAL PAPER CO 08.7000 06/15/2038 0.00%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.00%
IOS.FN30.500.09 P USL1M R 01/12/40 BC 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.00%
IRON MOUNTAIN US HLD P/P 144A 05.3750 06/01/2026 0.00%
ISTAR INC 04.5000 CUM CV PFD 0.00%
ISTAR INC 05.2500 09/15/2022 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
IVORY COAST REGS 05.3750 07/23/2024 0.00%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.00%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.00%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.00%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.00%
JPMBB 2013-C17 AS 04.4584 01/15/2047 0.00%
JPMBB 2013-C17 XA IO 00.7997 01/15/2047 0.00%
JPMBB 2015-C33 XA IO 00.9962 12/15/2048 0.00%
JPMCC 2012-LC9 XA IO 01.5284 12/15/2047 0.00%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.00%
JPMCC 2013-C16 XA IO 00.9468 12/15/2046 0.00%
JPY/USD 02/20/2019 BANKAM 0.00%
JPY/USD 02/20/2019 BCAP-FX 0.00%
JPY/USD 02/20/2019 CITI 0.00%
JPY/USD 02/20/2019 CSI-FX 0.00%
JPY/USD 02/20/2019 GSFX 0.00%
JPY/USD 02/20/2019 HSBCB 0.00%
JPY/USD 02/20/2019 JPMCB 0.00%
JPY/USD 02/20/2019 RBSF 0.00%
JPY/USD 02/20/2019 SSBT 0.00%
JPY/USD 02/20/2019 UBS 0.00%
JXTG HOLDINGS INC 0.00%
KANSAI ELECTRIC POWER CO INC 0.00%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 0.00%
KEANE GROUP TLB L+375 06.1250 05/25/2025 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.00%
KIMBERLY-CLARK CORP 0.00%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.00%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.00%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.00%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.00%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.00%
KRW/USD 02/20/2019 BANKAM 0.00%
KRW/USD 02/20/2019 CITI 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.6850 09/15/2039 0.00%
LBUBS 2008-C1 AM 06.3193 04/15/2041 0.00%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.00%
LENNAR CORPORATION 04.7500 04/01/2021 0.00%
LIBERTY MEDIA COR-SIRIUSXM C 0.00%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.00%
LIGAND PHARMA P/P 144A CV 00.7500 05/15/2023 0.00%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.00%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.00%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.00%
MANDATORY EXCH TRUST P/P 144A 05.7500 CV PFD 0.00%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 BC 0.00%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.00%
MCDONALD'S CORP 0.00%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MERCER INTL INC P/P 144A 07.3750 01/15/2025 0.00%
MERCER INTL INC USD 05.5000 01/15/2026 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
METLIFE INC 06.4000 12/15/2036 0.00%
METLIFE INC. 04.7500 02/08/2021 0.00%
MFA FINANCIAL INC 0.00%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.00%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.00%
MGM RESORTS INTL 06.6250 12/15/2021 0.00%
MGM RESORTS INTL 08.6250 02/01/2019 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MICROSOFT CORP 04.2000 06/01/2019 0.00%
MICROSOFT CORP 05.3000 02/08/2041 0.00%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.00%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.00%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.00%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.00%
MSBAM 2013-C7 XB IO P/P 144A 00.3259 02/15/2046 0.00%
MSBAM 2014-C17 XA IO 01.1903 08/15/2047 0.00%
MSC 2012-C4 AS 03.7730 03/15/2045 0.00%
MWO HOLDINGS LLC 0.00%
MXN/USD 01/16/2019 HSBCB 0.00%
N TX HWY-TXB-B 06.7180 01/01/2049 0.00%
NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.00%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.00%
NCHET 2004-2 A4 03.6063 08/25/2034 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.00%
NEIMAN MARCUS TL L+325 05.6295 10/25/2020 0.00%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.00%
NEUROCRINE CV 02.2500 05/15/2024 0.00%
NEVADA POWER CO 07.1250 03/15/2019 0.00%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.00%
NEW RELIC INC P/P 144A CV 00.5000 05/01/2023 0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.00%
NEWS CORP - CLASS A 0.00%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.00%
NOK/USD 03/20/2019 BCAP-FX 0.00%
NOK/USD 03/20/2019 CITI 0.00%
NOK/USD 03/20/2019 HSBCB 0.00%
NOK/USD 03/20/2019 JPMCB 0.00%
NOK/USD 03/20/2019 RBSF 0.00%
NOK/USD 03/20/2019 SSBT 0.00%
NOK/USD 03/20/2019 UBS 0.00%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.00%
NRG ENERGY INC 07.2500 05/15/2026 0.00%
NRG ENERGY INC. 06.2500 05/01/2024 0.00%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.00%
NUTRIEN LTD USD 05.2500 01/15/2045 0.00%
NVR INC 03.9500 09/15/2022 0.00%
NZD/USD 01/16/2019 BANKAM 0.00%
NZD/USD 01/16/2019 CSI-FX 0.00%
NZD/USD 01/16/2019 HSBCB 0.00%
NZD/USD 01/16/2019 JPMCB 0.00%
NZD/USD 01/16/2019 RBSF 0.00%
NZD/USD 01/16/2019 SSBT 0.00%
NZD/USD 01/16/2019 UBS 0.00%
NZD/USD 01/16/2019 WPAC 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.00%
OH UNIV-TXB-C-BABS 04.9100 06/01/2040 0.00%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.00%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.00%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.00%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.00%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.00%
PACKAGING CORP OF AMERICA 03.9000 06/15/2022 0.00%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.00%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.00%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
PEPSICO INC 03.4500 10/06/2046 0.00%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.00%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.00%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.00%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PIGEON CORP 0.00%
PLATFORM SPECIALTY P/P 144A 06.5000 02/01/2022 0.00%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.00%
POWERWAVE TECHNOLOGIES CV 03.8750 10/01/2027 0.00%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.00%
PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 0.00%
PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 0.00%
QIAGEN N.V. 0.00%
QORVO INC P/P 144A 05.5000 07/15/2026 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
QVC INC 04.8500 04/01/2024 0.00%
RACKSPACE HOSTING INC L+300 05.5815 11/03/2023 0.00%
RANGE RESOURCES CORP 05.0000 03/15/2023 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
RED HAT INC CV 00.2500 10/01/2019 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 0.00%
REVLON CONS TLB L+350 06.2066 09/07/2023 0.00%
RLJ LODGING TRUST 01.9500 CUM CV PFD 0.00%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
S&P GLOBAL INC 04.4000 02/15/2026 0.00%
SAFRAN SA 0.00%
SEACOR HLDGS CV 03.0000 11/15/2028 0.00%
SEK/USD 03/20/2019 BANKAM 0.00%
SEK/USD 03/20/2019 CITI 0.00%
SEK/USD 03/20/2019 GSFX 0.00%
SEK/USD 03/20/2019 HSBCB 0.00%
SEK/USD 03/20/2019 JPMCB 0.00%
SEK/USD 03/20/2019 SSBT 0.00%
SEK/USD 03/20/2019 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%
SGD/USD 02/20/2019 BCAP-FX 0.00%
SGD/USD 02/20/2019 JPMCB 0.00%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.00%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.00%
SM ENERGY CO 05.0000 01/15/2024 0.00%
SM ENERGY CO 06.1250 11/15/2022 0.00%
SM ENERGY CO 06.6250 01/15/2027 0.00%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.00%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.00%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.00%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.00%
SPRINT CORP 07.2500 09/15/2021 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.00%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 0.00%
STARWOOD PROP TR CV 04.0000 01/15/2019 0.00%
STARWOOD PROPERTY TRUST INC 0.00%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.00%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.00%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.00%
T-MOBILE USA INC 04.5000 02/01/2026 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TALOS PRODUCTION LLC P/P 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%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.00%
TERVITA CORP 0.00%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THE AES CORPORATION 04.8750 05/15/2023 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%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 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%
TRANSOCEAN INC 07.5000 04/15/2031 0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 0.00%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
TTM TECHNOLOGIES INC CV 01.7500 12/15/2020 0.00%
TWD/USD 02/20/2019 GSFX 0.00%
TWILIO INC P/P 144A CV 00.2500 06/01/2023 0.00%
TWO HARBORS INVESTMENT CORP 0.00%
TXU TCEH RIGHTS 0.00%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.00%
UBSBB 2012-C3 C P/P 144A 05.0310 08/10/2049 0.00%
UBSBB 2012-C4 XA IO P/P 144A 01.6397 12/10/2045 0.00%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.00%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.00%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.00%
UNIVISION TLC5 L+275 05.0946 03/15/2024 0.00%
USD/CNH CALL 7.00 20190404 GSFX 0.00%
USD/CNH CALL 7.20 20190404 GSFX 0.00%
USD/JPY PUT 105.00 20190128 CITI 0.00%
USG CORP P/P 144A 05.5000 03/01/2025 0.00%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.00%
VIACOM INC 04.5000 03/01/2021 0.00%
VISTRA ENERGY CORP 07.0000 CV PFD 0.00%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.00%
WAMU 2005-AR19 A1A2 02.7963 12/25/2045 0.00%
WAMU 2005-AR2 2A1B 02.8763 01/25/2045 0.00%
WAMU 2005-AR6 2AB2 03.2463 04/25/2045 0.00%
WAMU 2006-AR4 1A1A 02.9925 05/25/2046 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.00%
WESTERN DI P/P 144A CV 01.5000 02/01/2024 0.00%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.00%
WFMBS 2005-AR10 1A2 04.5203 06/25/2035 0.00%
WFMBS 2005-AR10 2A16 04.5133 06/25/2035 0.00%
WFMBS 2005-AR12 2A7 04.5029 06/25/2035 0.00%
WFMBS 2005-AR8 1A2 04.4045 06/25/2035 0.00%
WFRBS 2011-C3 XA IO P/P 144A 01.3293 03/15/2044 0.00%
WFRBS 2011-C4 E P/P 144A 05.2310 06/15/2044 0.00%
WFRBS 2011-C5 XA IO P/P 144A 01.7361 11/15/2044 0.00%
WFRBS 2012-C10 C 04.3767 12/15/2045 0.00%
WFRBS 2012-C10 XA IO P/P 144A 01.5649 12/15/2045 0.00%
WFRBS 2012-C6 AS 03.8350 04/15/2045 0.00%
WFRBS 2012-C9 XA IO P/P 144A 01.8847 11/15/2045 0.00%
WFRBS 2013-C15 D P/P 144A 04.4731 08/15/2046 0.00%
WILEY (JOHN) & SONS-CLASS A 0.00%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.00%
WP CAREY INC 04.6000 04/01/2024 0.00%
WPX ENERGY INC 06.0000 01/15/2022 0.00%
ZAR/USD 01/16/2019 GSFX 0.00%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.00%
2.80 R ISWP FWD US0003M P 03/18/2024 -0.01%
AUD/USD 01/16/2019 HSBCB -0.01%
CAD/USD 01/16/2019 CSI-FX -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP -0.01%
NOK/USD 03/20/2019 GSFX -0.01%
NZD/USD 01/16/2019 GSFX -0.01%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG -0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS -0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP -0.02%
S&P500 EMINI FUT MAR19 ESH9 -0.14%
MSCI EAFE MAR19 MFSH9 -0.71%
US 10YR NOTE (CBT)MAR19 TYH9 -2.48%
RU10INTR P US0003M R 11/26/19 CI -3.13%

Prior top holdings

Top holdings as of 02/28/19
Putnam Retirement Advantage GAA Balanced Trust 44.81%
Putnam Retirement Advantage GAA Conservative Trust 37.12%
Putnam Retirement Advantage GAA Income Strategies Trust 13.77%
Putnam Retirement Advantage GAA Money Market Trust 4.33%
Top holdings as of 01/31/19
Putnam Retirement Advantage GAA Balanced Trust 44.58%
Putnam Retirement Advantage GAA Conservative Trust 37.27%
Putnam Retirement Advantage GAA Income Strategies Trust 13.77%
Putnam Retirement Advantage GAA Money Market Trust 4.42%
Top holdings as of 12/31/18
Putnam Retirement Advantage GAA Balanced Trust 56.39%
Putnam Retirement Advantage GAA Conservative Trust 27.52%
Putnam Retirement Advantage GAA Income Strategies Trust 11.32%
Putnam Retirement Advantage GAA Money Market Trust 4.80%
Top holdings as of 11/30/18
Putnam Retirement Advantage GAA Balanced Trust 57.19%
Putnam Retirement Advantage GAA Conservative Trust 27.03%
Putnam Retirement Advantage GAA Income Strategies Trust 11.15%
Putnam Retirement Advantage GAA Money Market Trust 4.66%

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.