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 $14.80
0.07% | $0.01
$15.47
01/26/18
$14.54
02/08/18
Historical fund price

Fund facts as of 10/31/18

Total net assets
$693.68M
Turnover (fiscal year end)
73%
Dividend frequency
Annually
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 | Q3 2018

Bond income in a retirement strategy

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



Performance

  • Total return (%) as of 09/30/18

  • Annual performance as of 09/30/18

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

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
At net asset value 6.40% 8.46% 7.68% 8.32%
Custom Retirement Advantage 2025 Index 6.78% 8.79% 7.23% 7.82%

Data is historical. Past performance is not a guarantee of future results. More recent returns may be more or less than those shown. Investment return will fluctuate. Performance assumes reinvestment of distributions and does not account for taxes. Performance data reflects the impact of a 0.50% management fee for class I shares, a 0.60% management fee for class II shares, a 0.75% management fee for class III shares, a 0.90% management fee for class IV shares, a 1.05% management fee for class V shares, and a 0.35% management fee for class X shares. In certain cases your plan's management fee may be lower and your return higher. For the most recent month-end performance, please call your plan's toll-free number. 

Performance snapshot

  At net asset value  
1 mt. as of 10/31/18 -4.40 %
YTD as of 11/16/18 -1.60 %

Risk-adjusted performance as of 10/31/18

Alpha (3 yrs.) -1.13
Sharpe ratio (3 yrs.) 0.78
Treynor ratio (3 yrs.) 3.97
Information ratio (3 yrs.) -0.61

Volatility as of 10/31/18

Standard deviation (3 yrs.) 5.53%
Beta 1.09
R-squared 0.96

Capture ratio as of 10/31/18

Up-market (3 yrs.) 99.06
Down-market (3 yrs.) 113.64

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

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

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


Holdings

Top holdings as of 10/31/18

Putnam Retirement Advantage GAA Balanced Trust 57.14%
Putnam Retirement Advantage GAA Conservative Trust 27.03%
Putnam Retirement Advantage GAA Income Strategies Trust 11.15%
Putnam Retirement Advantage GAA Money Market Trust 4.71%

Full portfolio holdings as of 09/30/18

ALPHABET INC-CL A 1.49%
FNMA FN30 TBA 04.0000 11/01/2048 1.37%
GNMA GII30 TBA 03.5000 10/01/2048 1.24%
JPMORGAN CHASE & CO 1.04%
GNMA GII30 MA4652 03.5000 08/20/2047 0.99%
FNMA FN30 MA3238 03.5000 01/01/2048 0.97%
FNMA FN15 TBA 03.0000 10/01/2033 0.90%
SPDR S&P 500 ETF TRUST 0.88%
APPLE INC 0.85%
CISCO SYSTEMS INC 0.80%
BOEING CO/THE 0.77%
VERIZON COMMUNICATIONS INC 0.77%
CITIGROUP INC 0.76%
NVIDIA CORP 0.75%
HOME DEPOT INC 0.71%
AMAZON.COM INC 0.63%
MICROSOFT CORP 0.56%
FNMA FN30 BK5238 04.0000 05/01/2048 0.50%
ORACLE CORP 0.50%
PEPSICO INC 0.48%
FNMA FN30 TBA 06.0000 10/01/2048 0.47%
GNMA GII30 MA4837 03.5000 11/20/2047 0.47%
VALERO ENERGY CORP 0.46%
FNMA FN15 AL9468 03.0000 12/01/2031 0.45%
JOHNSON & JOHNSON 0.45%
REPO TRIPA TREAS 2.22 10/01/2018 0.44%
FNMA FN30 MA2737 03.0000 09/01/2046 0.43%
FHLMC FH30G G08814 04.0000 05/01/2048 0.42%
S&P GSCI 3X NOTE 04/01/2019 0.41%
TREASURY BILL 00.0000 10/04/2018 0.41%
FACEBOOK INC-A 0.40%
COCA-COLA CO/THE 0.39%
REPO TRIPA MORTG 2.25 10/01/2018 0.39%
REPO TRIPA MORTG 2.26 10/01/2018 0.39%
REPO TRIPA MORTG 2.27 10/01/2018 0.39%
ANTHEM INC 0.38%
CONOCOPHILLIPS 0.38%
FNMA FN30 AL9859 03.0000 03/01/2047 0.35%
INTUIT INC 0.35%
MERCK & CO. INC. 0.35%
OCCIDENTAL PETROLEUM CORP 0.35%
WALT DISNEY CO/THE 0.35%
ELI LILLY & CO 0.34%
AMGEN INC 0.31%
HONEYWELL INTERNATIONAL INC 0.31%
NORTHROP GRUMMAN CORP 0.31%
BRISTOL-MYERS SQUIBB CO 0.30%
FNMA FN30 BC9003 03.0000 11/01/2046 0.30%
GNMA GII30 MA4586 03.5000 07/20/2047 0.29%
INTL BUSINESS MACHINES CORP 0.28%
DELTA AIR LINES INC 0.27%
HUMANA INC 0.26%
MONDELEZ INTERNATIONAL INC-A 0.26%
MORGAN STANLEY 0.26%
ROSS STORES INC 0.26%
WALGREENS BOOTS ALLIANCE INC 0.26%
CIGNA CORP 0.25%
HALLIBURTON CO 0.25%
NETAPP INC 0.25%
SYSCO CORP 0.24%
LULULEMON ATHLETICA INC 0.23%
FNMA FN30 BH7058 03.5000 12/01/2047 0.22%
AUTOMATIC DATA PROCESSING 0.21%
COGNIZANT TECH SOLUTIONS-A 0.21%
LOCKHEED MARTIN CORP 0.21%
PFIZER INC 0.21%
RAYTHEON COMPANY 0.21%
US TREASURY N/B 02.7500 08/15/2042 0.21%
ABIOMED INC 0.20%
BAXTER INTERNATIONAL INC 0.20%
FORD MOTOR CO 0.20%
FORTINET INC 0.20%
HP INC 0.20%
KINDER MORGAN INC 0.20%
PALO ALTO NETWORKS INC 0.20%
US BANCORP 0.20%
BOSTON SCIENTIFIC CORP 0.19%
CUMMINS INC 0.19%
ESTEE LAUDER COMPANIES-CL A 0.19%
FHLMC FH30G G08747 03.0000 02/01/2047 0.19%
NOVARTIS AG-REG 0.19%
PRUDENTIAL FINANCIAL INC 0.19%
REGIONS FINANCIAL CORP 0.19%
ROYAL CARIBBEAN CRUISES LTD 0.19%
WILLIAMS COS INC 0.19%
AGILENT TECHNOLOGIES INC 0.18%
E*TRADE FINANCIAL CORPORATION 0.18%
FNMA FN30 BH5117 04.0000 08/01/2047 0.18%
INGERSOLL-RAND PLC 0.18%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.18%
MCKESSON CORP 0.18%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.18%
RED HAT INC 0.18%
TIFFANY & CO 0.18%
ABBVIE INC 0.17%
CAPITAL ONE FINANCIAL CORP 0.17%
CARNIVAL CORP 0.17%
ENTERGY CORP 0.17%
GILEAD SCIENCES INC 0.17%
PVH CORP 0.17%
ROCHE HOLDING AG-GENUSSCHEIN 0.17%
TEXAS INSTRUMENTS INC 0.17%
TOTAL SA 0.17%
AMERIPRISE FINANCIAL INC 0.16%
F5 NETWORKS INC 0.16%
METLIFE INC 0.16%
MICHAEL KORS HOLDINGS LTD 0.16%
SPST 2018-5 A 02.9122 09/24/2019 0.16%
TOYOTA MOTOR CORP 0.16%
CDX CDX.NA.IG.31 100.0 12/20/2023 0.15%
CENTENE CORP 0.15%
CVS HEALTH CORP 04.7800 03/25/2038 0.15%
DISCOVER FINANCIAL SERVICES 0.15%
GOLDMAN SACHS GROUP INC 0.15%
WASTE MANAGEMENT INC 0.15%
FIFTH THIRD BANCORP 0.14%
FNMA FN30 TBA 04.5000 10/01/2048 0.14%
GLAXOSMITHKLINE PLC 0.14%
HILTON WORLDWIDE HOLDINGS IN 0.14%
KLA-TENCOR CORP 0.14%
NRG ENERGY INC 0.14%
ROCKWELL AUTOMATION INC 0.14%
SPST 2018-1 A 03.1122 04/24/2019 0.14%
VF CORP 0.14%
ALLIANZ SE-REG 0.13%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.13%
DELL TECHNOLOGIES INC-CL V 0.13%
EQUITY RESIDENTIAL TR REIT 0.13%
FIDELITY NATIONAL INFO SERV 0.13%
FNMA FN30 TBA 03.0000 10/01/2048 0.13%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.13%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.13%
HERSHEY CO/THE 0.13%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.13%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.13%
REPO TRIPA TREAS 2.2 10/01/2018 0.13%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.13%
FLEETCOR TECHNOLOGIES INC 0.12%
HARTFORD FINANCIAL SVCS GRP 0.12%
LAS VEGAS SANDS CORP 0.12%
MASTERCARD INC - A 0.12%
RIO TINTO PLC 0.12%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.12%
SPDR S&P MIDCAP 400 ETF TRST 0.12%
WELLCARE HEALTH PLANS INC 0.12%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.12%
ZOETIS INC 0.12%
AIR PRODUCTS & CHEMICALS INC 0.11%
ALLISON TRANSMISSION HOLDING 0.11%
BIOGEN INC 0.11%
ENI SPA 0.11%
FNMA FN30 AS8056 03.0000 10/01/2046 0.11%
KDDI CORP 0.11%
PROCTER & GAMBLE CO/THE 0.11%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.11%
SPST 2018-3 A 02.9122 07/24/2019 0.11%
SUMITOMO MITSUI FINANCIAL GR 0.11%
US TREASURY N/B 01.6250 02/15/2026 0.11%
WYNDHAM DESTINATIONS INC 0.11%
AMADEUS IT GROUP SA 0.10%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.10%
ARCELORMITTAL 0.10%
ASTELLAS PHARMA INC 0.10%
CAS 2015-C04 2M2 07.7658 04/25/2028 0.10%
CMS ENERGY CORP 0.10%
EQUINOR ASA 0.10%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.10%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.10%
HERMES INTERNATIONAL 0.10%
HITACHI LTD 0.10%
HOYA CORP 0.10%
IMPERIAL BRANDS PLC 0.10%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.10%
KANSAS CITY SOUTHERN 0.10%
LOEWS CORP 0.10%
MACQUARIE GROUP LTD 0.10%
MIZUHO FINANCIAL GROUP INC 0.10%
MOLSON COORS BREWING CO -B 0.10%
ONEOK INC 0.10%
PACKAGING CORP OF AMERICA 0.10%
REPSOL SA 0.10%
SPST 2017-6 A 02.9122 11/24/2018 0.10%
TOTAL SYSTEM SERVICES INC 0.10%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.10%
ALLY FINANCIAL INC 0.09%
AMERICAN ELECTRIC POWER 0.09%
APPLIED MATERIALS INC 0.09%
AT&T INC P/P 144A 04.1000 02/15/2028 0.09%
AVERY DENNISON CORP 0.09%
AVIVA PLC 0.09%
BASF SE 0.09%
BROADRIDGE FINANCIAL SOLUTIO 0.09%
CAS 2015-C04 1M2 07.9158 04/25/2028 0.09%
CENTRAL JAPAN RAILWAY CO 0.09%
CIT GROUP INC 0.09%
CK ASSET HOLDINGS LTD 0.09%
CONAGRA BRANDS INC 0.09%
COVESTRO AG 0.09%
DENTSPLY SIRONA INC 0.09%
DOLLAR GENERAL CORP 0.09%
ENEL SPA 0.09%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.09%
FNMA FN30 TBA 03.5000 10/01/2048 0.09%
FRESENIUS MEDICAL CARE AG & 0.09%
HUNTSMAN CORP 0.09%
KEURIG DR PEPPER INC P/P 144A 04.5970 05/25/2028 0.09%
KONINKLIJKE AHOLD DELHAIZE N 0.09%
LEGAL & GENERAL GROUP PLC 0.09%
LINCOLN NATIONAL CORP 0.09%
NEWMONT MINING CORP 0.09%
NIPPON TELEGRAPH & TELEPHONE 0.09%
ORACLE CORPORATION 02.2500 10/08/2019 0.09%
ORIX CORP 0.09%
PBF ENERGY INC-CLASS A 0.09%
PEUGEOT SA 0.09%
REPO TRIPA TREAS 1.99 10/09/2018 0.09%
SANDVIK AB 0.09%
SONY CORP 0.09%
SWEDBANK AB - A SHARES 0.09%
SYNOPSYS INC 0.09%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.09%
VERTEX PHARMACEUTICALS INC 0.09%
VOLVO AB-B SHS 0.09%
WEYERHAEUSER CO 0.09%
ABN AMRO GROUP NV-CVA 0.08%
AMEREN CORPORATION 0.08%
AMETEK INC 0.08%
ANGLO AMER PLC 0.08%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.08%
CA INC 0.08%
CADENCE DESIGN SYS INC 0.08%
CELANESE CORP 0.08%
CELGENE CORP 0.08%
CENTERPOINT ENERGY INC 0.08%
CLP HOLDINGS LTD 0.08%
HALFMOON PARENT INC P/P 144A 03.7500 07/15/2023 0.08%
HANG SENG BANK LTD 0.08%
HCP INC 0.08%
INTL CONSOLIDATED AIRLINE-DI 0.08%
ITOCHU CORP 0.08%
MARUBENI CORP 0.08%
MITSUI AND CO LTD 0.08%
MORGAN STANLEY 03.6250 01/20/2027 0.08%
NTT DATA CORP 0.08%
PARTNERS GROUP HOLDING AG 0.08%
PERSIMMON PLC 0.08%
RESONA HOLDINGS INC 0.08%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.08%
ROYAL DUTCH SHELL PLC-B SHS 0.08%
SHIONOGI & CO LTD 0.08%
TWENTY-FIRST CENTURY FOX - B 0.08%
UGI CORP 0.08%
VINCI SA 0.08%
WFHET 2004-2 M1 03.1158 10/25/2034 0.08%
ACS ACTIVIDADES 0.07%
AENA SME SA 0.07%
AES CORP 0.07%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.07%
AMDOCS LTD 0.07%
APPLE INC 02.1000 05/06/2019 0.07%
ASSURANT INC 0.07%
BERRY GLOBAL GROUP INC 0.07%
BLUESCOPE STEEL LTD 0.07%
CAS 2016-C03 2M2 08.1158 10/25/2028 0.07%
CITIGROUP INC 03.8870 01/10/2028 0.07%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.07%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.07%
DNB NOR ASA 0.07%
DUN & BRADSTREET CORP 0.07%
ELANCO ANIMAL HEALTH P/P 144A 04.9000 08/28/2028 0.07%
EXPEDITORS INTL WASH INC 0.07%
FAURECIA 0.07%
FNMA FN30 AS8074 03.0000 10/01/2046 0.07%
GALAXY ENT GRP L 0.07%
GNMA GII30 TBA 03.0000 10/01/2048 0.07%
ISHARES MSCI EAFE ETF 0.07%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.07%
MSCI INC 0.07%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.07%
NESTLE SA-REG 0.07%
OWENS CORNING 0.07%
SAINSBURY (J) PLC 0.07%
SL GREEN REALTY CORP 0.07%
TAYLOR WIMPEY PLC 0.07%
TOLL BROTHERS INC 0.07%
TREASURY BILL 00.0000 10/11/2018 0.07%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.07%
US TREASURY N/B 03.0000 02/15/2047 0.07%
VORNADO REALTY TRUST 0.07%
WOOLWORTHS GROUP LTD 0.07%
AIR LEASE CORP 04.6250 10/01/2028 0.06%
ALLERGAN PLC 0.06%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.06%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.06%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.06%
BOOZ ALLEN HAMILTON HOLDINGS 0.06%
BPCE SA P/P 144A 04.5000 03/15/2025 0.06%
CAPGEMINI SE 0.06%
CBRE GROUP INC - A 0.06%
CHARLES RIVER LABORATORIES 0.06%
CITIGROUP INC 04.4500 09/29/2027 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%
DBUBS 2011-LC3A D P/P 144A 05.5156 08/10/2044 0.06%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.06%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.06%
FIAT CHRYSLER AUTOMOBILES NV 0.06%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.06%
FISERV INC 04.2000 10/01/2028 0.06%
FNMA FN30 AS7003 03.0000 04/01/2046 0.06%
FNMA FN40 BF0171 04.0000 01/01/2057 0.06%
KAR AUCTION SERVICES INC 0.06%
KEYSIGHT TECHNOLOGIES IN 0.06%
L OREAL 0.06%
MANPOWERGROUP INC 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%
NORTHERN TRUST CORP 0.06%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.06%
PENTAIR PLC 0.06%
PINNACLE FOODS INC 0.06%
PRINCIPAL FINANCIAL GROUP 0.06%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.06%
REPUBLIC SERVICES INC 0.06%
SALESFORCE.COM INC 03.7000 04/11/2028 0.06%
SIGNET JEWELERS LTD 0.06%
SPST 2017-LD1 A 03.0158 11/25/2050 0.06%
STACR 2015-DNA3 M2 05.0658 04/25/2028 0.06%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.06%
TPAT 2018-SL1 A P/P 144A 02.8158 01/25/2046 0.06%
TREASURY BILL 00.0000 11/01/2018 0.06%
TUI AG-DI 0.06%
UCB SA 0.06%
US TREASURY N/B 04.5000 02/15/2036 0.06%
W.R. GRACE & CO 0.06%
3I GROUP PLC 0.05%
ALTRIA GROUP INC 02.6250 01/14/2020 0.05%
APPLE INC 02.8500 05/06/2021 0.05%
APPLE INC 04.2500 02/09/2047 0.05%
ARKEMA 0.05%
ATHENE HOLDING LTD-CLASS A 0.05%
AUSTRALIA & NEW ZEALAND BANKI 05253CR57 DCP 04/05/2019 0.05%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.05%
BRIXMOR PROPERTY GROUP INC 0.05%
BWX TECHNOLOGIES INC 0.05%
CAS 2018-C05 1M2 04.5658 01/25/2031 0.05%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.05%
CHARIOT FUNDING LLC 15963ULS3 DCP 11/26/2018 0.05%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.05%
CSAIL 2015-C1 C 04.4395 04/15/2050 0.05%
CVS HEALTH CORP 05.0500 03/25/2048 0.05%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.05%
DOLLAR TREE INC 0.05%
DUKE REALTY CORP 0.05%
EASYJET PLC 0.05%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.05%
FAIRWAY FINANCE CO LLC 30601WM48 DCP 12/04/2018 0.05%
FNMA FN30 BC2733 03.0000 05/01/2046 0.05%
FNMA FN30 MA2863 03.0000 01/01/2047 0.05%
GE CAP INTL FUNDING USD 02.3420 11/15/2020 0.05%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.05%
GSMS 2010-C1 D P/P 144A 06.1966 08/10/2043 0.05%
GSMS 2014-GC22 C 04.8458 06/10/2047 0.05%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.05%
HYATT HOTELS CORP - CL A 0.05%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.05%
INGREDION INC 0.05%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.05%
LEAR CORP 03.8000 09/15/2027 0.05%
LKQ CORP 0.05%
METLIFE SHORT TERM FUNDING LL 59157ULL2 DCP 11/20/2018 0.05%
MICROSOFT CORP 01.5500 08/08/2021 0.05%
MITSUBISHI CHEMICAL HOLDINGS 0.05%
MONCLER SPA 0.05%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.05%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.05%
NTT DOCOMO INC 0.05%
NUANCE COMMUNICATIONS INC 0.05%
OGE ENERGY CORP 0.05%
PARK HOTELS & RESORTS INC 0.05%
PINNACLE WEST CAPITAL 0.05%
PROSIEBENSAT.1 MEDIA SE 0.05%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.05%
S&P GSCI TOT RETURN INDX 3X 144A NOTE 04/25/2019 0.05%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.05%
SPIRIT REALTY CAPITAL INC 0.05%
STACR 2016-HQA2 M3 07.3658 11/25/2028 0.05%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.05%
SWEDISH MATCH AB 0.05%
TAISEI CORP 0.05%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.05%
TREASURY BILL 00.0000 11/08/2018 0.05%
UNITED OVERSEAS BANK LTD 0.05%
US TREASURY N/B 02.2500 11/15/2027 0.05%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.05%
WALMART INC 93114FK94 DCP 10/09/2018 0.05%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.05%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.05%
ZEBRA TECHNOLOGIES CORP-CL A 0.05%
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 INBEV FIN 02.6500 02/01/2021 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%
ASHTEAD GROUP PLC 0.04%
ASSOCIATED BRITISH FOODS PLC 0.04%
BANK OF AMERICA CORP 03.0040 12/20/2023 0.04%
BANK OF AMERICA CORP 03.8240 01/20/2028 0.04%
BANK OF AMERICA NA 02.5000 04/04/2019 0.04%
BANK OF MONTREAL CHICAGO 02.4858 02/25/2019 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%
BLACK KNIGHT INC 0.04%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.04%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.04%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.04%
CANADIAN IMP BK COMM NY 02.4822 12/28/2018 0.04%
CAS 2014-C02 1M2 04.8158 05/25/2024 0.04%
CAS 2015-C01 1M2 06.5158 02/25/2025 0.04%
CHARIOT FUNDING LLC 15963UKN5 DCP 10/22/2018 0.04%
CHEVRON CORP 01.5610 05/16/2019 0.04%
CITIBANK NA 02.2800 12/18/2018 0.04%
CITIBANK NA 02.3300 10/23/2018 0.04%
CITIGROUP INC 02.6500 10/26/2020 0.04%
CITIGROUP INC 03.6680 07/24/2028 0.04%
CITIGROUP INC 04.7500 05/18/2046 0.04%
COLLATERALIZED COMMERCIAL PAP 19422DK42 DCP 10/04/2018 0.04%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.04%
COMM 2015-LC21 XA IO 00.9711 07/10/2048 0.04%
COOPERAT RABOBANK UA/NY 02.4838 10/01/2018 0.04%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.04%
DANAHER CORP 0.04%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.04%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.04%
DNB BANK ASA - 03/14/2019 02.2626 03/14/2019 0.04%
DNB BANK ASA - 12/21/2018 02.3038 12/21/2018 0.04%
EVERGY INC 0.04%
EVONIK INDUSTRIES AG 0.04%
EXTENDED STAY AMERICA INC 0.04%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.04%
FNMA FN30 BC1155 03.0000 06/01/2046 0.04%
FNMA FN30 BM1172 03.0000 03/01/2047 0.04%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.04%
GE CAPITAL INTL FUNDING USD 03.3730 11/15/2025 0.04%
HD SUPPLY HOLDINGS INC 0.04%
HIGHWOODS PROPERTIES INC 0.04%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.04%
HSBC USA INC - 07/05/2019 02.4338 07/05/2019 0.04%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.04%
INTERNATIONAL BUSINESS MACHIN 45920GMK9 DCP 12/19/2018 0.04%
JONES LANG LASALLE INC 0.04%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.04%
KAO CORP 0.04%
KEYCORP 02.3000 12/13/2018 0.04%
KINDER MORGAN INC 04.3000 06/01/2025 0.04%
KRAFT HEINZ FOODS CO 03.1605 08/10/2022 0.04%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.04%
LEIDOS HOLDINGS INC 0.04%
LIBERTY STREET FUNDING LLC 53127UL16 DCP 11/01/2018 0.04%
LIBERTY STREET FUNDING LLC 53127UM72 DCP 12/07/2018 0.04%
MADISON SQUARE GARDEN CO- A 0.04%
MANHATTAN ASSET FUNDING CO LL 56274MKK7 DCP 10/19/2018 0.04%
MARINE HARVEST 0.04%
MICROSOFT CORP 02.4000 08/08/2026 0.04%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.04%
MITSUBISHI UFJ TRUST & BANKIN 02.2600 11/13/2018 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 04.6136 08/15/2047 0.04%
MUENCHENER RUECKVER AG-REG 0.04%
NATIONAL AUSTRALIA BANK LTD 02.3438 04/11/2019 0.04%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.04%
NATIONAL BANK OF CANADA - 2.34025 01/18/2019 0.04%
NEW RESIDENTIAL INVESTMENT 0.04%
NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 0.04%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.04%
OLD LINE FUNDING LLC 67984XEJ1 DCP 12/13/2018 0.04%
OMV AG 0.04%
OSHKOSH CORP 04.6000 05/15/2028 0.04%
PEARSON PLC 0.04%
PFIZER INC 01.7000 12/15/2019 0.04%
RABOBANK NEDERLAND NV NY 02.2900 12/17/2018 0.04%
RALPH LAUREN CORP 0.04%
REGENCY MARKETS NO. 1 LLC 7588R1K95 DCP 10/09/2018 0.04%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.04%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.04%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.04%
ROYAL BANK OF CANADA NY 02.3505 12/07/2018 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%
SANTANDER CONSUMER USA HOLDI 0.04%
SERVICE CORP INTL 04.6250 12/15/2027 0.04%
SERVICEMASTER GLOBAL HOLDING 0.04%
SKANDINAV ENSKILDA BK NY 02.4884 10/17/2018 0.04%
SKANDINAV ENSKILDA BK NY USD 02.2403 03/06/2019 0.04%
SKANDINAVISKA ENSKILDA USD 02.6250 03/15/2021 0.04%
SKF AB-B SHARES 0.04%
STARWOOD PROPERTY TRUST INC 0.04%
SUMITOMO MITSUI BANK NY 02.3426 11/09/2018 0.04%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.04%
SWEDBANK (NEW YORK) 02.3203 11/06/2018 0.04%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.04%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.04%
THUNDER BAY FUNDING LLC 88603GKF6 DCP 11/27/2018 0.04%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.04%
TORONTO-DOMINION BANK/THE 2.36025 02/08/2019 0.04%
UBS AG/LONDON - 11/13/2018 02.4138 11/13/2018 0.04%
UNITEDHEALTH GROUP INC 03.1500 06/15/2021 0.04%
UPM-KYMMENE OYJ 0.04%
US BANK NA/CINCINNATI OH 02.2173 05/13/2019 0.04%
US TREASURY FRN 02.2351 07/31/2020 0.04%
US TREASURY N/B 02.7500 02/15/2024 0.04%
VISTEON CORP 0.04%
WABCO HOLDINGS INC 0.04%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.04%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.04%
ZOETIS INC 03.9000 08/20/2028 0.04%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.03%
AECOM 0.03%
AES CORP/THE 05.1250 09/01/2027 0.03%
AIR LEASE CORP 03.6250 04/01/2027 0.03%
ALFRESA HOLDINGS CORP 0.03%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.03%
ALPHABET INC 01.9980 08/15/2026 0.03%
AMERICAN EXPRESS CO 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%
ATLANTIC ASSET SECURITIZATION 04821ULT7 DCP 11/27/2018 0.03%
ATMOS ENERGY CORP 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 AMERICA NA 02.3784 01/16/2019 0.03%
BEDFORD ROW FUNDING CORP 07644BPM8 DCP 02/21/2019 0.03%
BGC PARTNERS INC-CL A 0.03%
BHP BILLITON LIMITED 0.03%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.03%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.03%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.03%
CABOT CORP 0.03%
CANADIAN IMPERIAL BANK OF COM 2.31025 11/05/2018 0.03%
CAS 2014-C04 1M2 07.1158 11/25/2024 0.03%
CAS 2015-C02 1M2 06.2158 05/25/2025 0.03%
CAS 2017-C05 1M2 04.4158 01/25/2030 0.03%
CGPUTQL2 R US0003M P 11/27/18 CI 0.03%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.03%
CHECK POINT SOFTWARE TECH 0.03%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.03%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.03%
COCA-COLA AMATIL LTD 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 2013-CR13 AM 04.4490 11/10/2046 0.03%
COMM 2014-CR19 XA IO 01.3444 08/10/2047 0.03%
COMMONWEALTH BANK OF AUSTRALI 02.3238 11/29/2018 0.03%
COMMONWEALTH BANK OF AUSTRALI 20272EMA3 DCP 12/10/2018 0.03%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.03%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.03%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.03%
CROWN RESORTS LTD 0.03%
DANSKE CORP 2363F7KK3 DCP 10/19/2018 0.03%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.03%
DOMTAR CORP 0.03%
DUKE ENERGY CORP 03.1500 08/15/2027 0.03%
ECOLAB INC 02.7000 11/01/2026 0.03%
ENDESA S.A. 0.03%
ENGIE 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%
FAIRWAY FINANCE CO LLC 30601WKN8 DCP 10/22/2018 0.03%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.03%
FNMA FN30 AS7154 03.0000 05/01/2046 0.03%
GAMING AND LEISURE PROPERTIE 0.03%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.03%
GNMA GII30 TBA 04.0000 10/01/2048 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%
HUDSON PACIFIC PROPERTIES IN 0.03%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.03%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.03%
IPSEN 0.03%
JABIL INC 0.03%
JAPAN AIRLINES CO LTD 0.03%
JPMBB 2014-C22 C 04.7100 09/15/2047 0.03%
JPMBB 2014-C22 XA IO 01.0379 09/15/2047 0.03%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.03%
KERING 0.03%
KINDER MORGAN INC 03.1500 01/15/2023 0.03%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.03%
L3 TECHNOLOGIES INC 0.03%
LIBERTY MEDIA COR-SIRIUSXM A 0.03%
LIBERTY PROPERTY TRUST 0.03%
LLOYDS BANK PLC 02.3638 12/07/2018 0.03%
LLOYDS BANK PLC 53943SLM7 DCP 11/21/2018 0.03%
LOWES COMPANIES INC 0.03%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.03%
MCDONALD'S CORP 0.03%
METLIFE SHORT TERM FUNDING LL 59157ULW8 DCP 11/30/2018 0.03%
MICROSOFT CORP 02.4000 02/06/2022 0.03%
MICROSOFT CORP 03.3000 02/06/2027 0.03%
MORGAN STANLEY 02.6500 01/27/2020 0.03%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.03%
NATIONAL AUSTRALIA BANK LTD 63254FL54 DCP 11/05/2018 0.03%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.03%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.03%
NEWELL BRANDS INC 04.2000 04/01/2026 0.03%
NEWS CORP - CLASS A 0.03%
NORDEA BANK AB NEW YORK 02.3819 05/21/2019 0.03%
NUTRIEN LTD USD 04.1250 03/15/2035 0.03%
NVENT ELECTRIC PLC 0.03%
ORACLE CORP 03.2500 11/15/2027 0.03%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.03%
POLA ORBIS HOLDINGS INC 0.03%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.03%
RENAISSANCERE HOLDINGS LTD 0.03%
S&P GLOBAL INC 02.9500 01/22/2027 0.03%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.03%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.03%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.03%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.03%
STACR 2014-DN4 M3 06.7658 10/25/2024 0.03%
STACR 2014-HQ3 M3 06.9658 10/25/2024 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
SUN COMMUNITIES INC 0.03%
SUN HUNG KAI PROPERTIES 0.03%
SVENSKA HANDELSBANKEN NY 02.4038 02/04/2019 0.03%
SVENSKA HANDELSBANKEN NY 02.4126 07/08/2019 0.03%
SYNOVUS FINANCIAL CORP 0.03%
TJX COMPANIES INC 0.03%
TORONTO-DOMINION BANK/THE 2.34025 01/11/2019 0.03%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.03%
US TREASURY N/B 02.3750 08/15/2024 0.03%
VICTORY RECEIVABLES CORP 92646LK90 DCP 10/09/2018 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%
WAMU 2004-AR13 A1A 02.9358 11/25/2034 0.03%
WARNER MEDIA LLC 03.8000 02/15/2027 0.03%
WATERS CORP 0.03%
WELLS FARGO BANK NA 02.4084 11/16/2018 0.03%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.03%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.03%
WESTPAC BANKING CORP 2.32025 01/03/2019 0.03%
WFRBS 2011-C2 D P/P 144A 05.8386 02/15/2044 0.03%
ABBVIE INC 03.6000 05/14/2025 0.02%
ABC-MART INC 0.02%
ABN AMRO FUNDING USA LLC 00084CLD2 DCP 11/13/2018 0.02%
AGNC INVESTMENT CORP 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%
ALLSTATE CORP 0.02%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.02%
ALTA MESA HLDGS 07.8750 12/15/2024 0.02%
ALTRIA GROUP INC 04.0000 01/31/2024 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%
ARCELORMITTAL USD 07.0000 10/15/2039 0.02%
ARRIS INTERNATIONAL PLC 0.02%
ARRW 2018-1 A3 04.1570 04/25/2048 0.02%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.02%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.02%
AUSTRALIA & NEW ZEALAND BANKI 02.3638 03/07/2019 0.02%
AUSTRALIA & NEW ZEALAND BANKI 05253CMH6 DCP 12/17/2018 0.02%
AUSTRALIA & NEW ZEALAND BANKING GRP LTD -2.42025 10/16/2018 0.02%
AXIS CAPITAL HOLDINGS LTD 0.02%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.02%
BANK OF AMERICA CORP 07.2500 CV PFD 0.02%
BANK OF AMERICA CORP 2.49025 10/03/2018 0.02%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.02%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 0.02%
BARCLAYS BANK PLC CCP 06742QNT5 DCP 10/29/2018 0.02%
BARCLAYS BANK, PLC 06742QPT3 DCP 10/12/2018 0.02%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.02%
BECTON DICKINSON AND CO 06.1250 CUM CV PFD 0.02%
BERKELEY GROUP HOLDINGS/THE 0.02%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.02%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.02%
BMIR 2018-2A M1B P/P 144A 03.5658 08/25/2028 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%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.02%
BRANDYWINE REALTY TRUST 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
CANADIAN IMP BK COMM NY 02.4860 08/01/2019 0.02%
CAS 2014-C03 2M2 05.1158 07/25/2024 0.02%
CAS 2015-C02 2M2 06.2158 05/25/2025 0.02%
CAS 2015-C03 2M2 07.2158 07/25/2025 0.02%
CAS 2016-C02 1M2 08.2158 09/25/2028 0.02%
CBS CORP 02.9000 01/15/2027 0.02%
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%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.02%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.02%
CGCMT 2013-GC11 D P/P 144A 04.5672 04/10/2046 0.02%
CGCMT 2014-GC19 X IO 01.3053 03/10/2047 0.02%
CGCMT 2014-GC21 X IO 01.3569 05/10/2047 0.02%
CHARTA LLC 16115WME4 DCP 12/14/2018 0.02%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.02%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.02%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.02%
CIMIC GROUP LTD 0.02%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.02%
CIT GROUP INC 05.0000 08/01/2023 0.02%
CIT GROUP INC. 05.2500 03/07/2025 0.02%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.02%
COLLATERALIZED COMMERCIAL PAP 02.3338 01/24/2019 0.02%
COMM 2012-CR1 AM 03.9120 05/15/2045 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 01.2718 08/10/2050 0.02%
COMM 2014-LC15 XA IO 01.4476 04/10/2047 0.02%
COMM 2014-UBS4 XA IO 01.3367 08/10/2047 0.02%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.02%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.02%
CONSTELLATION BRANDS INC-A 0.02%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.02%
COPA HOLDINGS SA-CLASS A 0.02%
CORELOGIC INC 0.02%
CRC FUNDING LLC 12619ULE9 DCP 11/14/2018 0.02%
CREDIT SUISSE AG/NEW YORK NY 01.8500 10/29/2018 0.02%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.02%
CWL 2004-5 2A 02.7158 10/25/2034 0.02%
CWL 2005-8 M4 03.1458 12/25/2035 0.02%
DEUTSCHE BOERSE AG 0.02%
DIGITAL DELTA HLDG 03.4000 10/01/2020 0.02%
DISH DBS CORP 05.8750 11/15/2024 0.02%
DISH NETWORK CV 03.3750 08/15/2026 0.02%
DOUGLAS EMMETT INC 0.02%
DUKE ENERGY CORP 0.02%
EBAY INC 0.02%
ECOLAB INC 03.2500 12/01/2027 0.02%
EMPIRE STATE REALTY TRUST-A 0.02%
ENBRIDGE INC USD 04.2500 12/01/2026 0.02%
EQUINOR ASA USD 02.9000 11/08/2020 0.02%
EXPORT DEVELOPMENT CANADA 30215HPB0 DCP 02/11/2019 0.02%
EXXON MOBIL CORP 0.02%
FAIRWAY FINANCE CO LLC 30601WK99 DCP 10/09/2018 0.02%
FIRST HAWAIIAN INC 0.02%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.02%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.02%
GARDNER DENVER HOLDINGS INC 0.02%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 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%
GNR 2017-123 JI IO 04.0000 08/20/2046 0.02%
GREAT LAKES D&D 08.0000 05/15/2022 0.02%
GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 0.02%
GSMS 2013-GC13 AS P/P 144A 04.2177 07/10/2046 0.02%
GSMS 2014-GC18 C 05.1079 01/10/2047 0.02%
HENDERSON LAND DEVELOPMENT 0.02%
HESS CORP 08.0000 CV PFD 0.02%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.02%
HILL-ROM HOLDINGS INC 0.02%
HONG KONG EXCHANGES & CLEAR 0.02%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.02%
HSBC BANK PLC - 11/05/2018 2.29025 11/05/2018 0.02%
HSBC HOLDINGS PLC 0.02%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.02%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 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%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.02%
IVORY COAST REGS 06.1250 06/15/2033 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%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.02%
JPMCC 2012-C8 C P/P 144A 04.7582 10/15/2045 0.02%
JPMCC 2013-LC11 C 03.9582 04/15/2046 0.02%
KIMBERLY-CLARK CORP 0.02%
KIRIN HOLDINGS CO LTD 0.02%
KYUSHU RAILWAY COMPANY 0.02%
LIBERTY STREET FUNDING LLC 53127UKA7 DCP 10/10/2018 0.02%
LIFE STORAGE INC 0.02%
LLOYDS BANKING GROUP PLC 0.02%
LONDON STOCK EXCHANGE GROUP 0.02%
MARATHON PETROLEUM CORP 0.02%
MEDIPAL HOLDINGS CORP 0.02%
MERCK & CO INC 01.8500 02/10/2020 0.02%
MERCK & CO INC 03.7000 02/10/2045 0.02%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.02%
METLIFE SHORT TERM FUNDING LL 59157ULE8 DCP 11/14/2018 0.02%
MICROCHIP TEC CV 01.6250 02/15/2027 0.02%
MITSUBISHI GAS CHEMICAL CO 0.02%
MIZUHO BANK LTD/NY 02.2738 12/03/2018 0.02%
MLMI 2005-A10 A 02.4258 02/25/2036 0.02%
MSAC 2004-HE6 M1 03.0408 08/25/2034 0.02%
MSBAM 2013-C13 AS 04.2660 11/15/2046 0.02%
MSBAM 2013-C7 C 04.2546 02/15/2046 0.02%
MSBAM 2013-C7 XA IO 01.4965 02/15/2046 0.02%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.02%
MSBAM 2015-C25 XA IO 01.2749 10/15/2048 0.02%
MSC 2012-C4 D P/P 144A 05.6008 03/15/2045 0.02%
MSC 2016-BNK2 XB IO 00.6790 11/15/2049 0.02%
NATIONAL AUSTRALIA BANK LTD 02.3338 08/02/2019 0.02%
NATIONWIDE BUILDING SOCIETY 6385E1MH1 DCP 12/17/2018 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%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.02%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.02%
NOK/USD 12/19/2018 GSFX 0.02%
NORDEA BANK AB NEW YORK 02.5344 03/14/2019 0.02%
NORFOLK SOUTHERN CORP 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
NRW BANK 62939MKB2 DCP 10/11/2018 0.02%
NRW BANK 62939MM46 DCP 12/04/2018 0.02%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.02%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.02%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.02%
ORACLE CORP 02.6500 07/15/2026 0.02%
OUTFRONT MEDIA INC 0.02%
PARAMOUNT GROUP INC 0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.02%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.02%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.02%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.02%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.02%
PFIZER INC 03.0000 12/15/2026 0.02%
PNC FINANCIAL SERVICES GROUP 0.02%
POPULAR INC 0.02%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.02%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.02%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.02%
RANDSTAD NV 0.02%
RAYONIER INC 0.02%
REALPAGE INC CV 01.5000 11/15/2022 0.02%
REGENCY MARKETS NO. 1 LLC 7588R1KB0 DCP 10/11/2018 0.02%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.02%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.02%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.02%
ROYAL BANK OF CANADA/NEW YORK 02.4700 03/01/2019 0.02%
ROYAL GOLD INC 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%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.02%
SCENTRE GROUP 0.02%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.02%
SEALED AIR CORP 0.02%
SENIOR HOUSING PROP TRUST 0.02%
SERVICENOW IN CV 00.0000 06/01/2022 0.02%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.02%
SIEMENS HEALTH 0.02%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.02%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.02%
SOCIETE GENERALE SA 83369CKX1 DCP 10/31/2018 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 COMMUNICATIONS INC. 07.0000 08/15/2020 0.02%
SPRINT CORP 07.1250 06/15/2024 0.02%
STACR 2013-DN2 M2 06.4658 11/25/2023 0.02%
STACR 2016-DNA1 M3 07.7658 07/25/2028 0.02%
SWISSCOM AG-REG 0.02%
T-MOBILE USA INC 05.3750 04/15/2027 0.02%
T-MOBILE USA INC 06.3750 03/01/2025 0.02%
TAPESTRY INC 0.02%
TELEDYNE TECHNOLOGIES INC 0.02%
TRANSDIGM INC 06.3750 06/15/2026 0.02%
TREASURY BILL 00.0000 10/18/2018 0.02%
TREASURY BILL 00.0000 11/15/2018 0.02%
TREASURY BILL 00.0000 12/13/2018 0.02%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.02%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.02%
UBS AG/LONDON - 04/25/2019 02.3236 04/25/2019 0.02%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 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%
UNIVAR INC 0.02%
US BANK NA/CINCINNATI OH 02.2538 07/03/2019 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%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.02%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.02%
WAMU 2004-AR13 A2B 03.0958 11/25/2034 0.02%
WAMU 2005-AR1 A2A1 02.8958 01/25/2045 0.02%
WEC ENERGY GROUP INC 04.4263 05/15/2067 0.02%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.02%
WELLS FARGO BANK NA 02.3784 11/15/2018 0.02%
WESTPAC BANKING CORP NY 02.4395 03/05/2019 0.02%
WESTROCK MWV LLC 08.2000 01/15/2030 0.02%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.02%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.02%
WFCM 2013-LC12 AS 04.4226 07/15/2046 0.02%
WFRBS 2011-C3 D P/P 144A 05.8645 03/15/2044 0.02%
WFRBS 2011-C5 E P/P 144A 05.8616 11/15/2044 0.02%
WFRBS 2012-C10 AS 03.2410 12/15/2045 0.02%
WFRBS 2012-C10 D P/P 144A 04.5903 12/15/2045 0.02%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.02%
WFRBS 2013-C14 XA IO 00.8745 06/15/2046 0.02%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.02%
WFRBS 2014-C22 XA IO 00.9984 09/15/2057 0.02%
WFRBS 2014-C25 XA IO 01.0464 11/15/2047 0.02%
WH GROUP LTD 0.02%
WOLTERS KLUWER 0.02%
WP CAREY INC 0.02%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.02%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
21ST CENTURY FOX AMERICA 03.0000 09/15/2022 0.01%
21ST CENTURY FOX AMERICA 04.7500 11/15/2046 0.01%
3.20 R ISWP FWD US0003M P 12/19/2048 0.01%
ABBVIE INC 02.5000 05/14/2020 0.01%
AEGON NV 0.01%
AES CORP/THE 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%
ALTERYX INC P/P 144A CV 00.5000 06/01/2023 0.01%
ALTRIA GROUP INC 0.01%
AMAZON.COM INC 04.0500 08/22/2047 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMC ENT HOLDIN 06.1250 05/15/2027 0.01%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.01%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 0.01%
AMERICAN 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%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.01%
ANNALY CAPITAL MANAGEMENT IN 0.01%
APERGY CORP P/P 144A 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%
ARISTOCRAT LEISURE LTD 0.01%
ARMT 2005-9 5A1 02.7558 11/25/2035 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 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%
AUTONATION INC. 05.5000 02/01/2020 0.01%
AVAYA TLB L+425 06.4084 12/15/2024 0.01%
BANCO SANTANDER SA USD 05.1790 11/19/2025 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 HLTH COS INC P/P 144A 07.0000 03/15/2024 0.01%
BAUSCH HLTH COS INC P/P 144A 08.5000 01/31/2027 0.01%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.01%
BAUSCH HLTH COS INC P/P 144A 09.2500 04/01/2026 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%
BEDFORD ROW FUNDING CORP 2.31025 11/05/2018 0.01%
BELDEN INC 06.7500 CV PFD 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%
BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 0.01%
BOLIDEN AB 0.01%
BOOKING HOLDINGS INC 0.01%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.01%
BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.01%
BRAND ENERGY TL L+425 06.5956 06/21/2024 0.01%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.01%
BROTHER INDUSTRIES LTD 0.01%
BT GROUP PLC 0.01%
CAESARS ENTERTAIN CORP CV 05.0000 10/01/2024 0.01%
CALIFORNIA RESOURC TL L+475 06.9622 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 2017-C03 1M2 05.2158 10/25/2029 0.01%
CBRE SERVICES INC 04.8750 03/01/2026 0.01%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.01%
CD 2016-CD1 XA IO 01.5623 08/10/2049 0.01%
CDK GLOBAL INC 0.01%
CEC ENT INC 08.0000 02/15/2022 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%
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 05.9474 12/15/2047 0.01%
CGCMT 2012-GC8 XA IO P/P 144A 01.9663 09/10/2045 0.01%
CGCMT 2013-GC17 AS 04.5440 11/10/2046 0.01%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.01%
CGCMT 2014-GC23 IO 01.1867 07/10/2047 0.01%
CGCMT 2015-GC31 X IO 00.5488 06/10/2048 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%
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 CV 04.0000 12/15/2020 0.01%
CINCINNATI BELL INC 06.7500 CUM CV PFD 0.01%
CINEMARK USA INC 04.8750 06/01/2023 0.01%
CITIGROUP INC 04.6000 03/09/2026 0.01%
CITRIX SYSTEM CV 00.5000 04/15/2019 0.01%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.01%
CLOVIS ONCOLOGY INC CV 01.2500 05/01/2025 0.01%
CME GROUP INC 0.01%
CMLTI 2005-2 1A2A 04.0112 05/25/2035 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
COLONY STARWO CV 03.5000 01/15/2022 0.01%
COLOPLAST-B 0.01%
COMCAST CORP 03.9690 11/01/2047 0.01%
COMCAST CORP 06.5000 11/15/2035 0.01%
COMM 2010-C1 D P/P 144A 06.3076 07/10/2046 0.01%
COMM 2012-LC4 AM 04.0630 12/10/2044 0.01%
COMM 2012-LC4 D P/P 144A 05.7769 12/10/2044 0.01%
COMM 2013-CCRE9 D P/P 144A 04.3991 07/10/2045 0.01%
COMM 2013-LC13 XA IO 01.3843 08/10/2046 0.01%
COMM 2014-CR14 XA IO 00.8736 02/10/2047 0.01%
COMM 2014-CR17 C 04.8976 05/10/2047 0.01%
COMM 2014-CR17 XA IO 01.2414 05/10/2047 0.01%
COMM 2014-CR20 XA IO 01.2829 11/10/2047 0.01%
COMM 2015-CR23 XA IO 01.1047 05/10/2048 0.01%
COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
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%
CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 0.01%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 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%
CROWN HOLDINGS INC 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 06.7500 11/15/2021 0.01%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.01%
CSMC 2016-NXSR C 04.5076 12/15/2049 0.01%
CSX CORP 04.1000 03/15/2044 0.01%
CVS HEALTH CORP 02.2500 12/05/2018 0.01%
CVS HEALTH CORP 02.8750 06/01/2026 0.01%
CVS HEALTH CORP 04.7500 12/01/2022 0.01%
CYPRESS SEMIC CV 04.5000 01/15/2022 0.01%
DAI NIPPON PRINTING CO LTD 0.01%
DAIWA SECURITIES GROUP INC 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 TELEKOM INT FIN USD 08.7500 06/15/2030 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DIAMOND 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 2332K1KX7 DCP 10/31/2018 0.01%
DNB BANK ASA P/P 144A 02.1250 10/02/2020 0.01%
DOCUSIGN INC P/P 144A CV 00.5000 09/15/2023 0.01%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.01%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.01%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 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 06.3259 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 03.6408 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%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.01%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
EQUINIX INC 05.3750 05/15/2027 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%
EVERBRIDGE INC CV 01.5000 11/01/2022 0.01%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.01%
EXACT SCIENCES CORP CV 01.0000 01/15/2025 0.01%
EXELON CORP 0.01%
FED REPUBLIC OF BRAZIL USD 04.6250 01/13/2028 0.01%
FHR 3829 AS IO 04.7916 03/15/2041 0.01%
FHR 4096 MI IO 04.0000 01/15/2042 0.01%
FHR 4546 PI IO 04.0000 12/15/2045 0.01%
FIN & RISK US HOLD P/P 144A 06.2500 05/15/2026 0.01%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.01%
FIRSTENERGY CORP 03.9000 07/15/2027 0.01%
FIRSTENERGY CORP 04.8500 07/15/2047 0.01%
FISERV INC 0.01%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.01%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 0.01%
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 10.5000 09/15/2022 0.01%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GENERAL DYNAMICS CORP 0.01%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.01%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.01%
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%
GNMA GII30 AW8447 04.3200 05/20/2067 0.01%
GNMA GII30 AY4779 04.5070 03/20/2067 0.01%
GNR 2013-99 AS IO 03.8848 06/20/2043 0.01%
GNR 2015-H25 BI IO 01.5389 10/20/2065 0.01%
GNR 2016-135 PI IO 04.0000 05/20/2046 0.01%
GNR 2016-H16 EI IO 02.2059 06/20/2066 0.01%
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%
GREENBRIER C CV 02.8750 02/01/2024 0.01%
GSMS 2011-GC3 C P/P 144A 05.8253 03/10/2044 0.01%
GSMS 2011-GC5 XA IO P/P 144A 01.5057 08/10/2044 0.01%
GSMS 2013-GC10 AS 03.2790 02/10/2046 0.01%
GSMS 2014-GC18 XA IO 01.2664 01/10/2047 0.01%
GSMS 2014-GC22 XA IO 01.1470 06/10/2047 0.01%
GSMS 2015-GC30 XA IO 01.0005 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%
HOCHTIEF AG 0.01%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.01%
HOME DEPOT INC 02.6250 06/01/2022 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 05.2018 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 02.9958 10/25/2034 0.01%
IMM 2004-7 1A1 02.9558 11/25/2034 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%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.01%
INTL FLAVOR & FRAGRANCES 06.0000 CV PFD 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
IRONWOOD PHAR CV 02.2500 06/15/2022 0.01%
ITRON INC P/P 144A 05.0000 01/15/2026 0.01%
IVORY COAST REGS 05.2500 03/22/2030 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 07.5094 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 2013-C17 XA IO 00.9627 01/15/2047 0.01%
JPMBB 2014-C19 XA IO 01.2775 04/15/2047 0.01%
JPMBB 2014-C24 XA IO 01.1158 11/15/2047 0.01%
JPMBB 2014-C25 XA IO 01.0970 11/15/2047 0.01%
JPMCC 2012-C6 D 05.3117 05/15/2045 0.01%
JPMCC 2012-C6 E P/P 144A 05.3117 05/15/2045 0.01%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.01%
JPMCC 2013-C10 XA IO 01.1592 12/15/2047 0.01%
JPMCC 2013-LC11 X IO 01.4127 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%
JPY/USD 11/19/2018 SSBT 0.01%
KAMAN CORP CV 03.2500 05/01/2024 0.01%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 0.01%
KERRY PROPERTIES LTD 0.01%
KEURIG DR PEPPER INC 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 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%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.01%
KONINKLIJKE PHILIPS NV 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.01%
LBMLT 2004-5 A5 02.7758 09/25/2034 0.01%
LCCM 2017-LC26 XA IO P/P 144A 01.6854 07/12/2050 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%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.01%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.01%
LIVE NATION 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 03.2171 04/20/2048 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%
MANDATORY EXCH TRUST P/P 144A 05.7500 CV PFD 0.01%
MASTEC INC 04.8750 03/15/2023 0.01%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 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%
METLIFE INC. 04.7500 02/08/2021 0.01%
MHL 2005-1 1M1 02.9358 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%
MLMI 2005-A2 A2 03.5386 02/25/2035 0.01%
MONSTER BEVERAGE CORP 0.01%
MSBAM 2012-C6 D P/P 144A 04.7262 11/15/2045 0.01%
MSBAM 2013-C13 XA IO 01.2326 11/15/2046 0.01%
MSC 2011-C3 D P/P 144A 05.3257 07/15/2049 0.01%
MSC 2012-C4 C P/P 144A 05.6008 03/15/2045 0.01%
MSC 2012-C4 XA IO P/P 144A 02.2677 03/15/2045 0.01%
MSC 2016-UB12 XA IO 00.9465 12/15/2049 0.01%
NABORS IND INC 05.7500 02/01/2025 0.01%
NATIONAL AUSTRALIA B P/P 144A 03.0171 12/09/2019 0.01%
NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.01%
NCHET 2003-4 M1 03.3408 10/25/2033 0.01%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.01%
NETFLIX INC P/P 144A 05.8750 11/15/2028 0.01%
NEUROCRINE CV 02.2500 05/15/2024 0.01%
NEXON CO LTD 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NEXT PLC 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%
NOMURA REAL ESTATE HOLDINGS 0.01%
NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 0.01%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 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 CV 02.6250 09/15/2023 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%
OLD REPUBLIC INTL CORP 0.01%
ON SEMICONDUC CV 01.6250 10/15/2023 0.01%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 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 05.2672 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 FIN USD 05.9990 01/27/2028 0.01%
PHILLIPS 66 0.01%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
PNC BANK NA 02.0000 05/19/2020 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 P/P 144A 10.8750 01/26/2021 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.01%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.01%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.01%
PULTEGROUP INC 05.5000 03/01/2026 0.01%
PULTEGROUP INC. 07.8750 06/15/2032 0.01%
RACKSPACE HOSTING INC L+300 05.3482 11/03/2023 0.01%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.01%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.01%
RED HAT INC CV 00.2500 10/01/2019 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%
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%
RLJ LODGING TRUST 01.9500 CUM CV PFD 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%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SCHRODERS PLC 0.01%
SEMPRA ENERGY 06.0000 CUM CV PFD 0.01%
SESI LLC 07.7500 09/15/2024 0.01%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.01%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.01%
SHERWIN-WILLIAMS CO/THE 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%
SOUTH32 LTD 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 CV 00.3750 03/01/2022 0.01%
SQUARE INC P/P 144A CV 00.5000 05/15/2023 0.01%
STACR 2016-DNA3 M3 07.2158 12/25/2028 0.01%
STANLEY BLACK & DECKER INC 0.01%
STARWOOD PROP TR 04.7500 03/15/2025 0.01%
STARWOOD PROP TR CV 04.0000 01/15/2019 0.01%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.01%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.01%
STOCKLAND 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%
SWEDBANK AB 87019SLG7 DCP 11/16/2018 0.01%
SWIRE PROPERTIES LTD 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
TAIWAN DOLLAR CALL ACCOUNT 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%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.01%
TENNANT CO 05.6250 05/01/2025 0.01%
TENNECO INC 05.3750 12/15/2024 0.01%
TESLA INC CV 01.2500 03/01/2021 0.01%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.01%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.01%
THUNDER BAY FUNDING LLC 88603GKH2 DCP 12/03/2018 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%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.01%
TRAVELERS COS INC/THE 0.01%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.01%
TREASURY BILL 00.0000 12/06/2018 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%
TRONOX INC P/P 144A 06.5000 04/15/2026 0.01%
TWITTER INC CV 01.0000 09/15/2021 0.01%
UBS GROUP FUNDIN P/P 144A 04.2530 03/23/2028 0.01%
UBSBB 2012-C2 D P/P 144A 05.0497 05/10/2063 0.01%
UBSBB 2012-C2 XA IO P/P 144A 01.4878 05/10/2063 0.01%
UBSBB 2013-C6 XA IO P/P 144A 01.2764 04/10/2046 0.01%
UBSCM 2017-C7 XA IO 01.2261 12/15/2050 0.01%
UDR INC 0.01%
UNITEDHEALTH GROUP INC 0.01%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.01%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.01%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
US FOODS HOLDING CORP 0.01%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.01%
USD/CNH CALL 7.00 20190404 GSFX 0.01%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.01%
VECTOR GROUP LTD CV 01.7500 04/15/2020 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 03.1958 11/25/2034 0.01%
WAMU 2005-AR1 A2A3 03.0158 01/25/2045 0.01%
WAMU 2005-AR11 A1C3 02.7258 08/25/2045 0.01%
WAMU 2005-AR2 1A1A 02.5458 01/25/2045 0.01%
WAMU 2005-AR2 2A2B 02.5958 01/25/2045 0.01%
WAMU 2005-AR8 2A1A 02.7958 07/25/2045 0.01%
WAMU 2005-AR8 2AB3 02.9358 07/25/2045 0.01%
WAMU 2005-AR8 2AC2 03.1358 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 05.4168 10/15/2044 0.01%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.01%
WEATHERFORD BERMUDA CV 05.8750 07/01/2021 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%
WESTERN DI P/P 144A CV 01.5000 02/01/2024 0.01%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.01%
WESTROCK CO P/P 144A 03.3750 09/15/2027 0.01%
WESTROCK MWV LLC 07.9500 02/15/2031 0.01%
WEYERHAEUSER CO 07.3750 03/15/2032 0.01%
WFCM 2013-LC12 C 04.4226 07/15/2046 0.01%
WFCM 2014-LC16 XA IO 01.4977 08/15/2050 0.01%
WFCM 2016-LC25 XA IO 01.2206 12/15/2059 0.01%
WFRBS 2011-C4 D P/P 144A 05.3975 06/15/2044 0.01%
WFRBS 2012-C9 AS 03.3880 11/15/2045 0.01%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.01%
WFRBS 2013-C15 D P/P 144A 04.6207 08/15/2046 0.01%
WFRBS 2013-C16 AS 04.6680 09/15/2046 0.01%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.01%
WFRBS 2014-C19 AS 04.2710 03/15/2047 0.01%
WFRBS 2014-C23 XA IO 00.7789 10/15/2057 0.01%
WFRBS 2014-C24 XA IO 01.0303 11/15/2047 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%
WM MORRISON SUPERMARKETS 0.01%
WORKDAY INC CV 00.2500 10/01/2022 0.01%
WORLDPAY INC-CLASS A 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%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.01%
WRIGHT MEDICA P/P 144A CV 01.6250 06/15/2023 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%
3.05 R ISWP FWD US0003M P 12/19/2020 0.00%
3.10 R ISWP FWD US0003M P 12/19/2023 0.00%
3.15 R ISWP FWD US0003M P 12/19/2028 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%
AES CORP/THE 04.5000 03/15/2023 0.00%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.00%
AKORN INC 0.00%
ALCOA NEDERLAND HLDG P/P 144A 06.1250 05/15/2028 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%
ALLY FINANCIAL INC 08.0000 12/31/2018 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. 09.2500 08/06/2019 0.00%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.00%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.00%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.00%
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CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
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 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%
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COMCAST CORP 04.0490 11/01/2052 0.00%
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ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 0.00%
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EPR PROPERTIES 0.00%
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FHR 4134 PI IO 03.0000 11/15/2042 0.00%
FHR 4193 PI IO 04.0000 03/15/2043 0.00%
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FIFTH THIRD BANCORP 05.1000 12/29/2049 0.00%
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FNMA FN30 935089 05.0000 03/01/2039 0.00%
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FRAC TECH INTL TLB L+475 06.8259 04/16/2021 0.00%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.00%
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FUJITSU LTD 0.00%
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GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.00%
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GENON ENERGY INC. 09.8750 10/15/2020 0.00%
GENPACT LTD 0.00%
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GFL ENVIRONMENTAL DD L+275 05.1050 05/31/2025 0.00%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.00%
GFL ENVIRONMENTAL TLB L+275 05.1050 05/31/2025 0.00%
GMAC CAPITAL TRUST I PCT 08.0987 0.00%
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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%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.00%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.00%
GSMS 2013-GC10 XA IO 01.6672 02/10/2046 0.00%
GSMS 2013-GC12 XA IO 01.5756 06/10/2046 0.00%
GSMS 2014-GC24 XA IO 00.9455 09/10/2047 0.00%
HALCON RESOURCES CORP 0.00%
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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 11/19/2018 BANKAM 0.00%
HKD/USD 11/19/2018 BCAP-FX 0.00%
HMBT 2004-2 A1 02.9558 12/25/2034 0.00%
HONEYWELL INTERNATIONAL 04.2500 03/01/2021 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%
HUNTINGTON INGALLS INDUSTRIE 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%
IDR/USD 12/19/2018 HSBCB 0.00%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.00%
ILS/USD 10/17/2018 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%
INTEGRATED DE CV 00.8750 11/15/2022 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%
INTUITIVE SURGICAL INC 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%
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IOS.FN30.500.09 P USL1M R 01/12/40 BC 0.00%
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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%
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JPMBB 2015-C33 XA IO 01.1545 12/15/2048 0.00%
JPMCC 2012-LC9 XA IO 01.7006 12/15/2047 0.00%
JPMCC 2013-C16 XA IO 01.2098 12/15/2046 0.00%
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JPY/USD 11/19/2018 BCAP-FX 0.00%
JPY/USD 11/19/2018 CITI 0.00%
JPY/USD 11/19/2018 CSI-FX 0.00%
JPY/USD 11/19/2018 GSFX 0.00%
JPY/USD 11/19/2018 HSBCB 0.00%
JPY/USD 11/19/2018 JPMCB 0.00%
JPY/USD 11/19/2018 RBSF 0.00%
JPY/USD 11/19/2018 UBS 0.00%
KEANE GROUP TLB L+375 06.0794 05/25/2025 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 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%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.7710 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 CORP 04.7500 11/15/2022 0.00%
LENNAR CORPORATION 04.7500 04/01/2021 0.00%
LIBERTY EXPEDIA HOLD-A 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%
MARRIOTT INTERNATIONAL -CL A 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%
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MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MERCER INTL INC USD 05.5000 01/15/2026 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
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METLIFE INC 06.4000 12/15/2036 0.00%
METTLER-TOLEDO INTERNATIONAL 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 00.4172 02/15/2046 0.00%
MSBAM 2013-C8 B 03.6970 12/15/2048 0.00%
MSBAM 2014-C17 XA IO 01.3487 08/15/2047 0.00%
MSC 2012-C4 AS 03.7730 03/15/2045 0.00%
MSCI EAFE DEC18 MFSZ8 0.00%
MWO HOLDINGS LLC 0.00%
N TX HWY-TXB-B 06.7180 01/01/2049 0.00%
NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.00%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.00%
NCHET 2004-2 A4 03.3158 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 05.3703 10/25/2020 0.00%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 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 GOLD INC P/P 144A 06.3750 05/15/2025 0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.00%
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NINE POINT ENERGY COM 0.00%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.00%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.00%
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NOK/USD 12/19/2018 CSI-FX 0.00%
NOK/USD 12/19/2018 JPMCB 0.00%
NOK/USD 12/19/2018 RBSF 0.00%
NOK/USD 12/19/2018 SSBT 0.00%
NOK/USD 12/19/2018 UBS 0.00%
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NRG ENERGY INC 06.2500 05/01/2024 0.00%
NRG ENERGY INC 07.2500 05/15/2026 0.00%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.00%
NUTRIEN LTD USD 05.2500 01/15/2045 0.00%
NVR INC 03.9500 09/15/2022 0.00%
NZD/USD 10/17/2018 CSI-FX 0.00%
NZD/USD 10/17/2018 GSFX 0.00%
NZD/USD 10/17/2018 HSBCB 0.00%
NZD/USD 10/17/2018 JPMCB 0.00%
NZD/USD 10/17/2018 RBSF 0.00%
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NZD/USD 10/17/2018 UBS 0.00%
NZD/USD 10/17/2018 WPAC 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
OH UNIV-TXB-C-BABS 04.9100 06/01/2040 0.00%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.00%
OMNICARE INC 04.7500 12/01/2022 0.00%
ON SEMICONDUC CV 01.0000 12/01/2020 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%
PERKINELMER INC 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 04.8750 01/24/2022 0.00%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PIEDMONT OFFICE REALTY TRU-A 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%
POUND STERLING CALL ACCOUNT 0.00%
POWERWAVE TECHNOLOGIES CV 03.8750 10/01/2027 0.00%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
PROOFPOINT INC 0.00%
PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 0.00%
PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 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%
RANGE RESOURCES CORP 05.0000 03/15/2023 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REINSURANCE GROUP OF AMERICA 0.00%
REVLON CONS TLB L+350 05.8103 09/07/2023 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%
S&P MID 400 EMINI DEC18 FAZ8 0.00%
S&P500 EMINI FUT DEC18 ESZ8 0.00%
SANDRIDGE ENERGY INC 0.00%
SCOTTS MIRACLE-GRO CO 0.00%
SEACOR HLDGS CV 03.0000 11/15/2028 0.00%
SEK/USD 12/19/2018 BANKAM 0.00%
SEK/USD 12/19/2018 CITI 0.00%
SEK/USD 12/19/2018 GSFX 0.00%
SEK/USD 12/19/2018 HSBCB 0.00%
SEK/USD 12/19/2018 JPMCB 0.00%
SEK/USD 12/19/2018 RBSF 0.00%
SEK/USD 12/19/2018 SSBT 0.00%
SEK/USD 12/19/2018 UBS 0.00%
SERVICE CORP INTL 05.3750 01/15/2022 0.00%
SERVICE CORP INTL 05.3750 05/15/2024 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 0.00%
SGD/USD 11/19/2018 JPMCB 0.00%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.00%
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%
SPIRIT MTA REIT 0.00%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.00%
SPRINT COMM P/P 144A 09.0000 11/15/2018 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%
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 FRANC CALL ACCOUNT 0.00%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.00%
T-MOBILE US INC 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%
TAISHO PHARMACEUTICAL HOLDIN 0.00%
TALOS PRODUCTION LLC P/P 144A 11.0000 04/03/2022 0.00%
TARGA RES PRTNRS 05.3750 02/01/2027 0.00%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.00%
TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TENET HEALTHCARE 06.0000 10/01/2020 0.00%
TERADYNE INC CV 01.2500 12/15/2023 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 EURO EUR CALL ACCOUNT 0.00%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.00%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.00%
THERMO FISHER SCIENTIFIC INC 0.00%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
TOPIX INDX FUTR DEC18 TPZ8 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSDIGM INC 06.5000 07/15/2024 0.00%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.00%
TREASURY BILL 00.0000 11/23/2018 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%
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 05.2094 08/10/2049 0.00%
UBSBB 2012-C4 XA IO P/P 144A 01.7920 12/10/2045 0.00%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.00%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 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 04.8259 03/15/2024 0.00%
US 10YR NOTE (CBT)DEC18 TYZ8 0.00%
US 2YR NOTE (CBT) DEC18 TUZ8 0.00%
US 5YR NOTE (CBT) DEC18 FVZ8 0.00%
US LONG BOND(CBT) DEC18 USZ8 0.00%
US ULTRA BOND CBT DEC18 WNZ8 0.00%
USD/CNH CALL 7.20 20190404 GSFX 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 02.5058 12/25/2045 0.00%
WAMU 2005-AR2 2A1B 02.5858 01/25/2045 0.00%
WAMU 2005-AR6 2AB2 02.9558 04/25/2045 0.00%
WAMU 2006-AR4 1A1A 02.6867 05/25/2046 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEATHERFORD INTL LLC P/P 144A 09.8750 03/01/2025 0.00%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.00%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.00%
WFMBS 2005-AR10 1A2 04.2889 06/25/2035 0.00%
WFMBS 2005-AR10 2A16 04.2127 06/25/2035 0.00%
WFMBS 2005-AR12 2A7 04.1298 06/25/2035 0.00%
WFMBS 2005-AR8 1A2 04.2605 06/25/2035 0.00%
WFRBS 2011-C3 XA IO P/P 144A 01.5198 03/15/2044 0.00%
WFRBS 2011-C4 E P/P 144A 05.3975 06/15/2044 0.00%
WFRBS 2011-C5 XA IO P/P 144A 01.9017 11/15/2044 0.00%
WFRBS 2012-C10 C 04.5253 12/15/2045 0.00%
WFRBS 2012-C10 XA IO P/P 144A 01.7164 12/15/2045 0.00%
WFRBS 2012-C6 AS 03.8350 04/15/2045 0.00%
WFRBS 2012-C9 XA IO P/P 144A 02.0476 11/15/2045 0.00%
WFRBS 2013-C15 C 04.6207 08/15/2046 0.00%
WILEY (JOHN) & SONS-CLASS A 0.00%
WINDSTREAM SRVC / P/P 144A 09.0000 06/30/2025 0.00%
WMG ACQUISITION CORP P/P 144A 05.0000 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%
WYNDHAM DESTINATIONS INC 05.7500 04/01/2027 0.00%
ZAYO GROUP HOLDINGS INC 0.00%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.00%
RU10INTR P US0003M R 11/27/18 CI -0.02%
EMIN RUSSELL 2000 DEC18 RTYZ8 -0.04%

Prior top holdings

Top holdings as of 10/31/18
Putnam Retirement Advantage GAA Balanced Trust 57.14%
Putnam Retirement Advantage GAA Conservative Trust 27.03%
Putnam Retirement Advantage GAA Income Strategies Trust 11.15%
Putnam Retirement Advantage GAA Money Market Trust 4.71%
Top holdings as of 09/30/18
Putnam Retirement Advantage GAA Balanced Trust 58.26%
Putnam Retirement Advantage GAA Conservative Trust 26.48%
Putnam Retirement Advantage GAA Income Strategies Trust 11.00%
Putnam Retirement Advantage GAA Money Market Trust 4.30%
Top holdings as of 08/31/18
Putnam Retirement Advantage GAA Balanced Trust 58.17%
Putnam Retirement Advantage GAA Conservative Trust 26.52%
Putnam Retirement Advantage GAA Income Strategies Trust 11.01%
Putnam Retirement Advantage GAA Money Market Trust 4.34%
Top holdings as of 07/31/18
Putnam Retirement Advantage GAA Balanced Trust 58.02%
Putnam Retirement Advantage GAA Conservative Trust 26.60%
Putnam Retirement Advantage GAA Income Strategies Trust 10.99%
Putnam Retirement Advantage GAA Money Market Trust 4.43%

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.