Retirement Advantage 2030 Fund (Class I)

Comprehensively managed portfolios diversified to align with your retirement horizon

Highlights

Objective

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

Strategy and process

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

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $15.81
0.25% | $0.04
$16.20
09/21/18
$13.98
12/24/18
Historical fund price

Fund facts as of 04/30/19

Total net assets
$838.66M
Turnover (fiscal year end)
62%
Dividend frequency
--
Number of holdings
3
Fiscal year-end
September
CUSIP / Fund code
746751387 / 2005
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
Portfolio Manager
Co-Head of Global Asset Allocation


Manager commentary | Q1 2019

Bonds maintain role as diversifier

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



Performance

  • Total return (%) as of 03/31/19

  • Annual performance as of 03/31/19

Annualized Total return (%) as of 03/31/19

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
At net asset value 3.53% 8.37% 6.33% 12.14%
Custom Retirement Advantage 2030 Index 5.45%8.95%6.60%11.74%

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

Performance snapshot

  At net asset value  
1 mt. as of 04/30/19 2.15%
YTD as of 05/24/19 8.96%

Risk-adjusted performance as of 04/30/19

Sharpe ratio (3 yrs.) 1.06

Volatility as of 04/30/19

Standard deviation (3 yrs.) 7.28%

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 04/30/19

Putnam Retirement Advantage GAA Balanced Trust 88.11%
Putnam Retirement Advantage GAA Growth Trust 7.75%
Putnam Retirement Advantage GAA Money Market Trust 4.17%

Full portfolio holdings as of 03/31/19

CDX CDX.NA.IG.32 100.0 06/20/2024 6.75%
CGPUTQL2 R US0003M P 11/26/19 CI 4.41%
US 5YR NOTE (CBT) JUN19 FVM9 4.31%
US 2YR NOTE (CBT) JUN19 TUM9 4.01%
E-MINI RUSS 2000 JUN19 RTYM9 3.99%
S&P500 EMINI FUT JUN19 ESM9 3.05%
CDX CDX.NA.HY.32 500.0 06/20/2024 2.51%
US ULTRA BOND CBT JUN19 WNM9 1.88%
ALPHABET INC-CL A 1.67%
JPMORGAN CHASE & CO 1.17%
SPDR S&P 500 ETF TRUST 1.03%
CISCO SYSTEMS INC 1.01%
FNMA FN30 TBA 04.0000 04/01/2049 0.98%
VERIZON COMMUNICATIONS INC 0.96%
APPLE INC 0.93%
BOEING CO/THE 0.93%
CHEVRON CORP 0.87%
AMAZON.COM INC 0.86%
CITIGROUP INC 0.83%
MICROSOFT CORP 0.81%
ORACLE CORP 0.81%
GNMA GII30 MA4652 03.5000 08/20/2047 0.80%
INTL BUSINESS MACHINES CORP 0.80%
GNMA GII30 MA4837 03.5000 11/20/2047 0.78%
STARBUCKS CORP 0.78%
US LONG BOND(CBT) JUN19 USM9 0.78%
HOME DEPOT INC 0.77%
FNMA FN30 MA3238 03.5000 01/01/2048 0.76%
FNMA FN30 MA3306 04.0000 03/01/2048 0.76%
FNMA FN15 TBA 03.0000 04/01/2034 0.69%
ADOBE INC 0.66%
COCA-COLA CO/THE 0.66%
LOWES COMPANIES INC 0.60%
JOHNSON & JOHNSON 0.59%
ABBOTT LABORATORIES 0.53%
MEDTRONIC PLC 0.53%
AMGEN INC 0.50%
FACEBOOK INC-CLASS A 0.49%
CONOCOPHILLIPS 0.48%
MERCK & CO. INC. 0.48%
PEPSICO INC 0.48%
INTUIT INC 0.47%
HONEYWELL INTERNATIONAL INC 0.45%
ISHARES MSCI EAFE ETF 0.44%
XILINX INC 0.41%
AUTOMATIC DATA PROCESSING 0.40%
GNMA GII30 MA3736 03.5000 06/20/2046 0.39%
LOCKHEED MARTIN CORP 0.39%
NXP SEMICONDUCTORS NV 0.39%
FNMA FN30 TBA 06.0000 04/01/2049 0.37%
MONDELEZ INTERNATIONAL INC-A 0.37%
WALGREENS BOOTS ALLIANCE INC 0.37%
FNMA FN15 AL9468 03.0000 12/01/2031 0.36%
FHLMC FH30G G08814 04.0000 05/01/2048 0.33%
FNMA FN30 TBA 03.0000 05/01/2049 0.33%
METLIFE INC 0.33%
EXELON CORP 0.32%
FNMA FN30 AL9859 03.0000 03/01/2047 0.32%
MORGAN STANLEY 0.32%
WALMART INC 0.32%
DELTA AIR LINES INC 0.31%
FNMA FN30 MA2737 03.0000 09/01/2046 0.31%
PROCTER & GAMBLE CO/THE 0.30%
TREASURY BILL 0.30%
UNITED CONTINENTAL HOLDINGS 0.30%
BOOKING HOLDINGS INC 0.29%
ABBVIE INC 0.28%
PHILLIPS 66 0.28%
VALERO ENERGY CORP 0.28%
PFIZER INC 0.27%
SYSCO CORP 0.27%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.26%
LYONDELLBASELL INDU-CL A 0.26%
BIOGEN INC 0.25%
BROADCOM INC 0.25%
MSCI EAFE JUN19 MFSM9 0.25%
WASTE MANAGEMENT INC 0.25%
CUMMINS INC 0.24%
GNMA GII30 MA4586 03.5000 07/20/2047 0.24%
NORFOLK SOUTHERN CORP 0.24%
KLA-TENCOR CORP 0.23%
ROSS STORES INC 0.23%
AGILENT TECHNOLOGIES INC 0.22%
FNMA FN30 BK5238 04.0000 05/01/2048 0.22%
FORTINET INC 0.22%
INGERSOLL-RAND PLC 0.22%
PRUDENTIAL FINANCIAL INC 0.22%
CAPITAL ONE FINANCIAL CORP 0.21%
OMNICOM GROUP 0.21%
ROCHE HOLDING AG-GENUSSCHEIN 0.21%
E*TRADE FINANCIAL CORPORATION 0.20%
PUBLIC SERVICE ENTERPRISE GP 0.20%
UNITEDHEALTH GROUP INC 0.20%
FNMA FN30 BH7058 03.5000 12/01/2047 0.19%
MCKESSON CORP 0.19%
SYNCHRONY FINANCIAL 0.19%
DARDEN RESTAURANTS INC 0.18%
FNMA FN30 BC9003 03.0000 11/01/2046 0.18%
GILEAD SCIENCES INC 0.18%
HILTON WORLDWIDE HOLDINGS IN 0.18%
AFLAC INC 0.17%
AMERIPRISE FINANCIAL INC 0.17%
CITIZENS FINANCIAL GROUP 0.17%
DISCOVER FINANCIAL SERVICES 0.17%
FNMA FN30 BH5117 04.0000 08/01/2047 0.17%
HERSHEY CO/THE 0.17%
MARATHON PETROLEUM CORP 0.17%
S&P MID 400 EMINI JUN19 FAM9 0.17%
CENTENE CORP 0.16%
COMERICA INC 0.16%
ELI LILLY & CO 0.16%
GLAXOSMITHKLINE PLC 0.16%
ROCKWELL AUTOMATION INC 0.16%
TOTAL SA 0.16%
ALLERGAN PLC 0.15%
ALLIANZ SE-REG 0.15%
CADENCE DESIGN SYS INC 0.15%
F5 NETWORKS INC 0.15%
FREEPORT-MCMORAN INC 0.15%
GOLDMAN SACHS GROUP INC 0.15%
HARTFORD FINANCIAL SVCS GRP 0.15%
RIO TINTO PLC 0.15%
ALLSTATE CORP 0.14%
CARDINAL HEALTH INC 0.14%
CENTERPOINT ENERGY INC 0.14%
FOOT LOCKER INC 0.14%
GNMA GII30 TBA 03.5000 04/01/2049 0.14%
AGNC INVESTMENT CORP 0.13%
ELECTRONIC ARTS INC 0.13%
NOVARTIS AG-REG 0.13%
NRG ENERGY INC 0.13%
SPDR S&P MIDCAP 400 ETF TRST 0.13%
BROADRIDGE FINANCIAL SOLUTIO 0.12%
CF INDUSTRIES HOLDINGS INC 0.12%
DELL TECHNOLOGIES -C 0.12%
ENI SPA 0.12%
FHLMC FH30G G08747 03.0000 02/01/2047 0.12%
HCA HEALTHCARE INC 0.12%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.12%
LINCOLN NATIONAL CORP 0.12%
MACQUARIE GROUP LTD 0.12%
MOLSON COORS BREWING CO -B 0.12%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.12%
SPST 2018-5 A 03.1811 09/24/2019 0.12%
AES CORP 0.11%
AVALONBAY COMMUNITIES INC 0.11%
BRISTOL-MYERS SQUIBB CO 0.11%
CENTRAL JAPAN RAILWAY CO 0.11%
CK ASSET HOLDINGS LTD 0.11%
DISCOVERY INC - A 0.11%
HERMES INTERNATIONAL 0.11%
HITACHI LTD 0.11%
HOYA CORP 0.11%
IMPERIAL BRANDS PLC 0.11%
INTEL CORP 0.11%
KEYSIGHT TECHNOLOGIES IN 0.11%
KONINKLIJKE AHOLD DELHAIZE N 0.11%
L OREAL 0.11%
LAS VEGAS SANDS CORP 0.11%
LEGAL & GENERAL GROUP PLC 0.11%
PACKAGING CORP OF AMERICA 0.11%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.11%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.11%
SUMITOMO MITSUI FINANCIAL GR 0.11%
VOLVO AB-B SHS 0.11%
AMETEK INC 0.10%
ASTELLAS PHARMA INC 0.10%
BERRY GLOBAL GROUP INC 0.10%
COCA-COLA EUROPEAN PARTNERS 0.10%
EXXON MOBIL CORP 0.10%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.10%
MIZUHO FINANCIAL GROUP INC 0.10%
NESTLE SA-REG 0.10%
PARTNERS GROUP HOLDING AG 0.10%
PEUGEOT SA 0.10%
PINNACLE WEST CAPITAL 0.10%
SANDVIK AB 0.10%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.10%
SPST 2018-1 A 03.3811 04/24/2019 0.10%
SPST 2018-8 A 03.1811 02/24/2020 0.10%
TRIPADVISOR INC 0.10%
VICI PROPERTIES INC 0.10%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.10%
AMADEUS IT GROUP SA 0.09%
ANGLO AMER PLC 0.09%
AVIVA PLC 0.09%
BASF SE 0.09%
CBRE GROUP INC - A 0.09%
CDW CORP/DE 0.09%
DOVER CORP 0.09%
EQUINOR ASA 0.09%
EVERGY INC 0.09%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.09%
HD SUPPLY HOLDINGS INC 0.09%
HUNTSMAN CORP 0.09%
JUNIPER NETWORKS INC 0.09%
LEAR CORP 0.09%
ORIX CORP 0.09%
PERSIMMON PLC 0.09%
PROLOGIS INC 0.09%
REPUBLIC SERVICES INC 0.09%
SHIONOGI & CO LTD 0.09%
SONY CORP 0.09%
TAISEI CORP 0.09%
UGI CORP 0.09%
WELLS FARGO & CO 0.09%
XEROX CORP 0.09%
ZEBRA TECHNOLOGIES CORP-CL A 0.09%
ZOETIS INC 0.09%
ABN AMRO GROUP NV-CVA 0.08%
ACS ACTIVIDADES 0.08%
AENA SME SA 0.08%
CAS 2016-C01 1M2 09.2355 08/25/2028 0.08%
DBUBS 2011-LC3A D P/P 144A 05.3390 08/10/2044 0.08%
DEUTSCHE TELEKOM AG-REG 0.08%
DEVON ENERGY CORP 0.08%
ELANCO ANIMAL HEALTH P/P 144A 04.9000 08/28/2028 0.08%
ENDESA S.A. 0.08%
FNMA FN30 AS8056 03.0000 10/01/2046 0.08%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.08%
HANG SENG BANK LTD 0.08%
LLOYDS BANKING GROUP PLC 0.08%
MARUBENI CORP 0.08%
MITSUI AND CO LTD 0.08%
NEW RESIDENTIAL INVESTMENT 0.08%
ORACLE CORPORATION 02.2500 10/08/2019 0.08%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.08%
RESONA HOLDINGS INC 0.08%
ROYAL DUTCH SHELL PLC-B SHS 0.08%
SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 0.08%
SPST 2018-3 A 03.1811 07/24/2019 0.08%
TELENOR ASA 0.08%
TREASURY BILL 0.08%
TREASURY BILL 0.08%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.08%
UNUM GROUP 0.08%
US BANCORP 02.6250 01/24/2022 0.08%
VISTRA ENERGY CORP 0.08%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.08%
ALLISON TRANSMISSION HOLDING 0.07%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.07%
ASHTEAD GROUP PLC 0.07%
ASPEN TECHNOLOGY INC 0.07%
ATHENE HOLDING LTD-CLASS A 0.07%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.07%
BRIXMOR PROPERTY GROUP INC 0.07%
BT GROUP PLC 0.07%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.07%
DUKE REALTY CORP 0.07%
ENEL SPA 0.07%
FEDERATIVE REP OF BRAZIL USD 06.0000 04/07/2026 0.07%
FNMA FN30 TBA 04.5000 04/01/2049 0.07%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.07%
HOLOGIC INC 0.07%
HUMANA INC 0.07%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.07%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.07%
INTL CONSOLIDATED AIRLINE-DI 0.07%
KAR AUCTION SERVICES INC 0.07%
MASIMO CORP 0.07%
MEDICAL PROPERTIES TRUST INC 0.07%
MORGAN STANLEY 03.6250 01/20/2027 0.07%
PENTAIR PLC 0.07%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.07%
SANOFI 0.07%
SL GREEN REALTY CORP 0.07%
STEEL DYNAMICS INC 0.07%
TOYOTA MOTOR CORP 0.07%
TREASURY BILL 0.07%
UPM-KYMMENE OYJ 0.07%
WOLTERS KLUWER 0.07%
3I GROUP PLC 0.06%
APPLE INC 02.1000 05/06/2019 0.06%
ARRIS INTERNATIONAL PLC 0.06%
ASSOCIATED BRITISH FOODS PLC 0.06%
AT&T INC 04.1000 02/15/2028 0.06%
BLUESCOPE STEEL LTD 0.06%
BP PLC 0.06%
CAMDEN PROPERTY TRUST 0.06%
CAS 2015-C04 1M2 08.1855 04/25/2028 0.06%
CAS 2015-C04 2M2 08.0355 04/25/2028 0.06%
CIT GROUP INC. 05.2500 03/07/2025 0.06%
CITIGROUP INC 03.8870 01/10/2028 0.06%
CVS HEALTH CORP 04.7800 03/25/2038 0.06%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 0.06%
FAURECIA 0.06%
FNMA FN30 BM1172 03.0000 03/01/2047 0.06%
GAMING AND LEISURE PROPERTIE 0.06%
GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 0.06%
JAPAN AIRLINES CO LTD 0.06%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.06%
JPMORGAN CHASE & CO 03.7970 07/23/2024 0.06%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.06%
MITSUBISHI CORP 0.06%
NINTENDO CO LTD 0.06%
NTT DATA CORP 0.06%
RAYTHEON COMPANY 0.06%
RECKITT BENCKISER GROUP PLC 0.06%
STORE CAPITAL CORP 0.06%
TAYLOR WIMPEY PLC 0.06%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.06%
VERTEX PHARMACEUTICALS INC 0.06%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.05%
BANK OF AMERICA CORP 03.4990 05/17/2022 0.05%
BLACK KNIGHT INC 0.05%
CAPGEMINI SE 0.05%
CARLSBERG AS-B 0.05%
CBS CORP 04.2000 06/01/2029 0.05%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.05%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.05%
COVESTRO AG 0.05%
CSAIL 2015-C1 C 04.2956 04/15/2050 0.05%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.05%
EBAY INC 0.05%
EQUITY LIFESTYLE PROPERTIES 0.05%
FNMA FN30 AS7003 03.0000 04/01/2046 0.05%
FNMA FN30 AS8074 03.0000 10/01/2046 0.05%
FNMA FN30 BC1155 03.0000 06/01/2046 0.05%
FNMA FN40 BF0171 04.0000 01/01/2057 0.05%
GSMS 2010-C1 D P/P 144A 06.0520 08/10/2043 0.05%
GSMS 2011-GC5 C P/P 144A 05.3913 08/10/2044 0.05%
HEALTHCARE TRUST OF AME-CL A 0.05%
HILL-ROM HOLDINGS INC 0.05%
JONES LANG LASALLE INC 0.05%
KDDI CORP 0.05%
KEURIG DR PEPPER INC P/P 144A 04.5970 05/25/2028 0.05%
LIBERTY PROPERTY TRUST 0.05%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.05%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.05%
NOVO NORDISK A/S-B 0.05%
PBF ENERGY INC-CLASS A 0.05%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.05%
REINSURANCE GROUP OF AMERICA 0.05%
SOFTBANK GROUP CORP 0.05%
SPIRIT REALTY CAPITAL INC 0.05%
SPST 2017-LD1 A 03.2855 11/25/2050 0.05%
STACR 2015-DNA3 M2 05.3355 04/25/2028 0.05%
STACR 2017-DNA1 M2 05.7355 07/25/2029 0.05%
SWEDBANK AB - A SHARES 0.05%
UCB SA 0.05%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.05%
WALT DISNEY CO/THE 0.05%
WFHET 2004-2 M1 03.3855 10/25/2034 0.05%
AIR LEASE CORP 04.6250 10/01/2028 0.04%
ALPHABET INC 03.6250 05/19/2021 0.04%
AMERICAN FINANCIAL GROUP INC 0.04%
ANNALY CAPITAL MANAGEMENT IN 0.04%
APPLE INC 02.8500 05/06/2021 0.04%
APPLE INC 04.2500 02/09/2047 0.04%
ARCELORMITTAL 0.04%
ARKEMA 0.04%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.04%
AT&T INC 0.04%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.04%
BANK OF AMERICA CORP 03.0040 12/20/2023 0.04%
BAXTER INTERNATIONAL INC 0.04%
BPCE SA P/P 144A 04.5000 03/15/2025 0.04%
CAS 2016-C01 2M2 09.4355 08/25/2028 0.04%
CELANESE CORP 0.04%
CHARLES RIVER LABORATORIES 0.04%
CHEMED CORP 0.04%
CIGNA CORP P/P 144A 03.7500 07/15/2023 0.04%
CITIGROUP INC 02.9000 12/08/2021 0.04%
CITIGROUP INC 04.7500 05/18/2046 0.04%
CLP HOLDINGS LTD 0.04%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.04%
COMM 2010-C1 D P/P 144A 06.1277 07/10/2046 0.04%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.04%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.04%
DUKE ENERGY OHIO INC 03.6500 02/01/2029 0.04%
EAST WEST BANCORP INC 0.04%
ENCOMPASS HEALTH CORP 0.04%
ENERGY TRANSFER OPERATNG 05.8750 01/15/2024 0.04%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.04%
EQUINIX INC 0.04%
EXTENDED STAY AMERICA INC 0.04%
FIAT CHRYSLER AUTOMOBILES NV 0.04%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.04%
FNMA FN30 BC2733 03.0000 05/01/2046 0.04%
GSMS 2011-GC3 D P/P 144A 05.6380 03/10/2044 0.04%
GSMS 2014-GC22 C 04.6895 06/10/2047 0.04%
HENDERSON LAND DEVELOPMENT 0.04%
HIGHWOODS PROPERTIES INC 0.04%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.04%
ILLUMINA INC 0.04%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.04%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.04%
MICROSOFT CORP 01.5500 08/08/2021 0.04%
MICROSOFT CORP 02.4000 02/06/2022 0.04%
MICROSOFT CORP 02.4000 08/08/2026 0.04%
MICROSOFT CORP 03.7000 08/08/2046 0.04%
MWST 2018-W1 A 03.3355 11/25/2051 0.04%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.04%
NIPPON TELEGRAPH & TELEPHONE 0.04%
NTT DOCOMO INC 0.04%
OMV AG 0.04%
PEARSON PLC 0.04%
POPULAR INC 0.04%
PROOFPOINT INC 0.04%
RAYTHEON COMPANY 02.5000 12/15/2022 0.04%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.04%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.04%
SALESFORCE.COM INC 03.7000 04/11/2028 0.04%
SCENTRE GROUP 0.04%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.04%
STACR 2018-HQA1 M2 04.7855 09/25/2030 0.04%
STACR 2019-DNA2 M2 04.9368 03/25/2049 0.04%
SUN HUNG KAI PROPERTIES 0.04%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.04%
SWEDISH MATCH AB 0.04%
TELEDYNE TECHNOLOGIES INC 0.04%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.04%
TELEPHONE AND DATA SYSTEMS 0.04%
TELSTRA CORP LTD 0.04%
TEXAS INSTRUMENTS INC 0.04%
TJX COMPANIES INC 0.04%
TPAT 2018-SL1 A P/P 144A 03.0899 01/25/2046 0.04%
TREASURY BILL 0.04%
TUI AG-DI 0.04%
VERIZON COMM 04.3290 09/21/2028 0.04%
2.80 R ISWP FWD US0003M P 06/19/2049 0.03%
ALFRESA HOLDINGS CORP 0.03%
AMAZON.COM INC 03.1500 08/22/2027 0.03%
AMERICAN ELECTRIC POWER 0.03%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.03%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.03%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.03%
AMGEN INC 02.6000 08/19/2026 0.03%
ANALOG DEVICES INC 02.8500 03/12/2020 0.03%
ANHEUSER-BUSCH CO/IN P/P 144A 03.6500 02/01/2026 0.03%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.03%
APPLE HOSPITALITY REIT INC 0.03%
APPLE INC 02.0000 05/06/2020 0.03%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.03%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.03%
AUTOZONE INC 0.03%
BANK OF AMERICA CORP 03.8240 01/20/2028 0.03%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.03%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.03%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.03%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.03%
BEMIS COMPANY 0.03%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.03%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.03%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.03%
BROOKFIELD PROPERTY REIT I-A 0.03%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.03%
CAPRI HOLDINGS LTD 0.03%
CAS 2016-C02 1M2 08.4855 09/25/2028 0.03%
CAS 2016-C04 1M2 06.7355 01/25/2029 0.03%
CAS 2018-C05 1M2 04.8355 01/25/2031 0.03%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.03%
CFCRE 2011-C1 D P/P 144A 06.0705 04/15/2044 0.03%
CHEVRON CORP 01.5610 05/16/2019 0.03%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.03%
CITIGROUP INC 03.6680 07/24/2028 0.03%
CK HUTCHISON HOLDINGS LTD 0.03%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.03%
COGNIZANT TECH SOLUTIONS-A 0.03%
COLRUYT SA 0.03%
COMCAST CORP 02.3500 01/15/2027 0.03%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.03%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.03%
COSTAR GROUP INC 0.03%
CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 0.03%
CURTISS-WRIGHT CORP 0.03%
CVS HEALTH CORP 05.0500 03/25/2048 0.03%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.03%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.03%
DOUGLAS EMMETT INC 0.03%
ECOLAB INC 02.7000 11/01/2026 0.03%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.03%
EQUINIX INC 05.3750 05/15/2027 0.03%
FAST RETAILING CO LTD 0.03%
FIDELITY NATIONAL INFO SERV 0.03%
FISERV INC 04.2000 10/01/2028 0.03%
FNMA FN30 AS7154 03.0000 05/01/2046 0.03%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.03%
GALAXY ENT GRP L 0.03%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.03%
GENTING SINGAPORE LTD 0.03%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.03%
GOOGLE INC 03.3750 02/25/2024 0.03%
GSMS 2011-GC3 C P/P 144A 05.6380 03/10/2044 0.03%
HOCHTIEF AG 0.03%
HUDSON PACIFIC PROPERTIES IN 0.03%
INTERCONTINENTAL EXCHANGE IN 0.03%
JAZZ PHARMACEUTICALS PLC 0.03%
JPMBB 2014-C22 C 04.5605 09/15/2047 0.03%
KERING 0.03%
KINDER MORGAN INC 03.1500 01/15/2023 0.03%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.03%
LEAR CORP 03.8000 09/15/2027 0.03%
LIBERTY MEDIA COR-SIRIUSXM A 0.03%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.03%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.03%
MORGAN STANLEY 02.6500 01/27/2020 0.03%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.03%
MSBAM 2014-C17 C 04.4570 08/15/2047 0.03%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.03%
NEXT PLC 0.03%
NIELSEN HOLDINGS PLC 0.03%
NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 0.03%
NORTHROP GRUMMAN CORP 0.03%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.03%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.03%
OCCIDENTAL PETROLEUM CORP 0.03%
OUTFRONT MEDIA INC 0.03%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.03%
PFIZER INC 01.7000 12/15/2019 0.03%
PFIZER INC 01.9500 06/03/2021 0.03%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.03%
PULTEGROUP INC 0.03%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.03%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.03%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.03%
SARTORIUS STEDIM BIOTECH 0.03%
SCHRODERS PLC 0.03%
SERVICEMASTER GLOBAL HOLDING 0.03%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.03%
SOUTH32 LTD 0.03%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.03%
STACR 2016-HQA2 M3 07.6355 11/25/2028 0.03%
STACR 2016-HQA3 M3 06.3355 03/25/2029 0.03%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.03%
STOCKLAND 0.03%
STRAUMANN HOLDING AG-REG 0.03%
SUMITOMO CHEMICAL CO LTD 0.03%
T-MOBILE US INC 0.03%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.03%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.03%
TREASURY BILL 0.03%
TREASURY BILL 0.03%
TREASURY BILL 0.03%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.03%
UNITEDHEALTH GROUP INC 03.1500 06/15/2021 0.03%
US BANCORP 0.03%
WAMU 2004-AR13 A1A 03.2055 11/25/2034 0.03%
WARNER MEDIA LLC 03.8000 02/15/2027 0.03%
WATERS CORP 0.03%
WEINGARTEN REALTY INVESTORS 0.03%
WESCO INTERNATIONAL INC 0.03%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.03%
WFRBS 2011-C2 D P/P 144A 05.6525 02/15/2044 0.03%
WFRBS 2012-C10 AS 03.2410 12/15/2045 0.03%
WINTRUST FINANCIAL CORP 0.03%
YANGZIJIANG SHIPBUILDING 0.03%
ABC-MART INC 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
AIR LEASE CORP 03.6250 04/01/2027 0.02%
ALIBABA GROUP HOLDING-SP ADR 0.02%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.02%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.02%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.02%
ALPHABET INC 01.9980 08/15/2026 0.02%
AMGEN INC 04.6630 06/15/2051 0.02%
APPLE INC 04.3750 05/13/2045 0.02%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.02%
ARISTOCRAT LEISURE LTD 0.02%
ARRW 2019-1 A3 01.3040 01/25/2049 0.02%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.02%
AT&T INC 04.3500 03/01/2029 0.02%
BANDAI NAMCO HOLDINGS INC 0.02%
BANK LEUMI LE-ISRAEL 0.02%
BANK OF AMERICA CORP 06.1100 01/29/2037 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%
BERKELEY GROUP HOLDINGS/THE 0.02%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.02%
BMIR 2018-2A M1B P/P 144A 03.8355 08/25/2028 0.02%
BMW US CAPITAL LLC P/P 144A 02.8000 04/11/2026 0.02%
BP CAP MARKETS AMERICA 03.9370 09/21/2028 0.02%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.02%
CAS 2014-C02 1M2 05.0855 05/25/2024 0.02%
CAS 2014-C03 2M2 05.3855 07/25/2024 0.02%
CAS 2014-C04 1M2 07.3855 11/25/2024 0.02%
CAS 2015-C01 1M2 06.7855 02/25/2025 0.02%
CAS 2015-C02 2M2 06.4855 05/25/2025 0.02%
CAS 2019-R02 1M2 04.7855 08/25/2031 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%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.02%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.02%
CFCRE 2011-C2 D P/P 144A 05.7568 12/15/2047 0.02%
CGCMT 2013-GC17 AS 04.5440 11/10/2046 0.02%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 0.02%
CIMIC GROUP LTD 0.02%
CISCO SYSTEMS INC 02.2000 02/28/2021 0.02%
CIT GROUP INC 05.0000 08/01/2023 0.02%
CITIGROUP INC 02.6500 10/26/2020 0.02%
CITIGROUP INC 04.4500 09/29/2027 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.02%
COMCAST CORP 03.3750 02/15/2025 0.02%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.02%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.02%
COMM 2014-CR17 C 04.7622 05/10/2047 0.02%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.02%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.02%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.02%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.02%
CROWN RESORTS LTD 0.02%
DEUTSCHE BOERSE AG 0.02%
DEUTSCHE POST AG-REG 0.02%
DIGITAL DELTA HLDG 03.4000 10/01/2020 0.02%
DISH DBS CORP 05.8750 11/15/2024 0.02%
DOLBY LABORATORIES INC-CL A 0.02%
DOLLAR TREE INC 0.02%
DUKE ENERGY CORP 03.1500 08/15/2027 0.02%
ENBRIDGE INC USD 04.2500 12/01/2026 0.02%
ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 0.02%
EOG RESOURCES INC 02.6250 03/15/2023 0.02%
EQT CORP 03.9000 10/01/2027 0.02%
EQUINOR ASA USD 02.9000 11/08/2020 0.02%
EQUITY RESIDENTIAL TR REIT 0.02%
EVONIK INDUSTRIES AG 0.02%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 0.02%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 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%
FOX CORP P/P 144A 04.0300 01/25/2024 0.02%
FUJITSU LTD 0.02%
GARMIN LTD 0.02%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.02%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.02%
GNR 2017-139 NI IO 04.5000 09/20/2047 0.02%
GSMS 2013-GC13 AS P/P 144A 04.0828 07/10/2046 0.02%
GSMS 2013-GC16 D P/P 144A 05.3113 11/10/2046 0.02%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.02%
HSBC HOLDINGS PLC 0.02%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.02%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.02%
IMM 2004-7 1A1 03.2255 11/25/2034 0.02%
INDUSTRIA DE DISENO TEXTIL 0.02%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.02%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.02%
IVORY COAST REGS 06.1250 06/15/2033 0.02%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.02%
JPMBB 2013-C14 C 04.5639 08/15/2046 0.02%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.02%
JPMCC 2013-LC11 C 03.9582 04/15/2046 0.02%
KAJIMA CORP 0.02%
KBC GROUP NV 0.02%
KINDER MORGAN INC 0.02%
KINDER MORGAN INC 04.3000 06/01/2025 0.02%
KONINKLIJKE PHILIPS NV 0.02%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.02%
L3 TECHNOLOGIES INC 04.4000 06/15/2028 0.02%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.02%
LNSTR 2015-3 B P/P 144A 03.1280 04/20/2048 0.02%
LONDON STOCK EXCHANGE GROUP 0.02%
MEDIPAL HOLDINGS CORP 0.02%
MERCK & CO INC 01.8500 02/10/2020 0.02%
MERCK & CO INC 02.9000 03/07/2024 0.02%
MERCK & CO INC 03.7000 02/10/2045 0.02%
MIRVAC GROUP 0.02%
MITSUBISHI CHEMICAL HOLDINGS 0.02%
MLMI 2005-A10 A 02.6955 02/25/2036 0.02%
MORGAN STANLEY 04.3750 01/22/2047 0.02%
MOWI ASA 0.02%
MSAC 2004-HE6 M1 03.3105 08/25/2034 0.02%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.02%
MSBAM 2012-C6 D P/P 144A 04.6111 11/15/2045 0.02%
MSC 2012-C4 D P/P 144A 05.4207 03/15/2045 0.02%
NATIONAL AUSTRALIA B P/P 144A 03.2906 12/09/2019 0.02%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.02%
NUTRIEN LTD USD 04.1250 03/15/2035 0.02%
NUTRIEN LTD USD 04.2000 04/01/2029 0.02%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.02%
ORACLE CORP 02.6500 07/15/2026 0.02%
OSHKOSH CORP 04.6000 05/15/2028 0.02%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.02%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.02%
PNC BANK NA 02.0000 05/19/2020 0.02%
POLA ORBIS HOLDINGS INC 0.02%
PROSIEBENSAT.1 MEDIA SE 0.02%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.02%
RANDSTAD NV 0.02%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.02%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.02%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.02%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.02%
ROYAL BK SCOTLND GRP PLC USD 04.8000 04/05/2026 0.02%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.02%
SAINSBURY (J) PLC 0.02%
SERVICE CORP INTL 04.6250 12/15/2027 0.02%
SG HOLDINGS CO LTD 0.02%
SHIMIZU CORP 0.02%
SIEMENS HEALTH 0.02%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.02%
SKANDINAVISKA ENSKILDA USD 02.6250 03/15/2021 0.02%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.02%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.02%
SPRINT CORP 07.1250 06/15/2024 0.02%
SPRINT CORP 07.8750 09/15/2023 0.02%
STACR 2014-HQ3 M3 07.2355 10/25/2024 0.02%
STACR 2016-DNA1 M3 08.0399 07/25/2028 0.02%
STACR 2016-DNA3 M3 07.4855 12/25/2028 0.02%
SUMITOMO MITSUI TRUST HOLDIN 0.02%
SWISSCOM AG-REG 0.02%
TAPESTRY INC 0.02%
TARGA RESOURCES PART 05.0000 01/15/2028 0.02%
TENCENT HOLDINGS LTD 0.02%
THE AES CORPORATION 04.8750 05/15/2023 0.02%
THERMO FISHER SCIENTIFIC INC 0.02%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.02%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.02%
TREASURY BILL 0.02%
TREASURY BILL 0.02%
TREASURY BILL 0.02%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.02%
UBS GROUP FUNDIN P/P 144A 04.2530 03/23/2028 0.02%
UNILEVER PLC 0.02%
UNITEDHEALTH GROUP INC 04.2500 04/15/2047 0.02%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.02%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.02%
VOLKSWAGEN AG PFD 0.02%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.02%
WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 0.02%
WAMU 2005-AR1 A2A1 03.1655 01/25/2045 0.02%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.02%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.02%
WFCM 2016-BNK1 C 03.0710 08/15/2049 0.02%
WFRBS 2011-C3 D P/P 144A 05.6839 03/15/2044 0.02%
WFRBS 2011-C4 D P/P 144A 05.2316 06/15/2044 0.02%
WFRBS 2012-C10 D P/P 144A 04.4419 12/15/2045 0.02%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.02%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.02%
ZOETIS INC 03.9000 08/20/2028 0.02%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
2.65 R ISWP FWD US0003M P 06/19/2029 0.01%
ABBVIE INC 02.5000 05/14/2020 0.01%
ABBVIE INC 03.6000 05/14/2025 0.01%
AEGON NV 0.01%
AES CORP/THE 05.1250 09/01/2027 0.01%
AES CORP/THE 05.5000 04/15/2025 0.01%
AIA GROUP LTD 0.01%
AIR LEASE CORP 02.5000 03/01/2021 0.01%
ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 0.01%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMDOCS LTD 0.01%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.01%
AMERICAN HOME 4 RENT 0.01%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.01%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.01%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.01%
AMGEN INC 03.4500 10/01/2020 0.01%
ANTERO RESOURCES CORP 05.0000 03/01/2025 0.01%
ANTHEM INC 0.01%
APERGY CORP 06.3750 05/01/2026 0.01%
APPLE INC 03.8500 05/04/2043 0.01%
ARC PROP OPER PART L 04.6000 02/06/2024 0.01%
ARCELORMITTAL USD 07.0000 10/15/2039 0.01%
ARGENTINE REPUBLIC USD 06.8750 01/26/2027 0.01%
ARRW 2018-1 A3 04.1570 04/25/2048 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
AT&T INC 03.4000 05/15/2025 0.01%
AT&T INC 04.7500 05/15/2046 0.01%
AUTONATION INC. 05.5000 02/01/2020 0.01%
AVAYA TLB L+425 06.7775 12/15/2024 0.01%
AXALTA COATING SYSTEMS LTD 0.01%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.01%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.01%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.01%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.01%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.01%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.01%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 0.01%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 0.01%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 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%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 0.01%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.01%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.01%
BOLIDEN AB 0.01%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.01%
BOMBARDIER INC P/P 144A 07.8750 04/15/2027 0.01%
BOYD GAMING CORP 06.3750 04/01/2026 0.01%
BP CAP MARKETS AMERICA 03.1190 05/04/2026 0.01%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
BRAND ENERGY TL L+425 06.9566 06/21/2024 0.01%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.01%
BROTHER INDUSTRIES LTD 0.01%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.01%
CALIFORNIA RESOURC TL L+475 07.0365 12/31/2022 0.01%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.01%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2015-C03 2M2 07.4855 07/25/2025 0.01%
CAS 2017-C03 1M2 05.4855 10/25/2029 0.01%
CAS 2019-R01 2M2 04.9355 07/25/2031 0.01%
CBS CORP 02.9000 01/15/2027 0.01%
CBS CORP 04.6000 01/15/2045 0.01%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.01%
CDK GLOBAL INC 0.01%
CEC ENT INC 08.0000 02/15/2022 0.01%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.01%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.01%
CENTENE CORP 06.1250 02/15/2024 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CGCMT 2012-GC8 XA IO P/P 144A 01.7886 09/10/2045 0.01%
CGCMT 2014-GC21 X IO 01.2135 05/10/2047 0.01%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.01%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.01%
CHEVRON CORP 02.1000 05/16/2021 0.01%
CHINA MOBILE LTD 0.01%
CHINA WATER AFFAIRS GROUP 0.01%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.01%
CINEMARK USA INC 04.8750 06/01/2023 0.01%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.01%
CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 0.01%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.01%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 0.01%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.01%
CMLTI 2005-2 1A2A 04.9126 05/25/2035 0.01%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
CNOOC LTD 0.01%
COCA-COLA AMATIL LTD 0.01%
COLGATE-PALMOLIVE CO 0.01%
COMCAST CORP 03.1500 03/01/2026 0.01%
COMCAST CORP 03.9690 11/01/2047 0.01%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.01%
COMM 2012-LC4 D P/P 144A 05.5393 12/10/2044 0.01%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.01%
COMM 2013-CR11 XA IO 00.9530 08/10/2050 0.01%
COMM 2013-CR9 D P/P 144A 04.2568 07/10/2045 0.01%
COMM 2013-LC13 XA IO 01.1613 08/10/2046 0.01%
COMM 2014-CR14 XA IO 00.6235 02/10/2047 0.01%
COMM 2014-CR19 XA IO 01.1654 08/10/2047 0.01%
COMM 2014-UBS4 XA IO 01.1717 08/10/2047 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.01%
COMSTOCK RESOURCES P/P 144A 09.7500 08/15/2026 0.01%
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%
CREDICORP LTD 0.01%
CROWN AMER/CAP 04.7500 02/01/2026 0.01%
CROWN CASTLE INTL CORP 03.1500 07/15/2023 0.01%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.01%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.01%
CVS HEALTH CORP 04.7500 12/01/2022 0.01%
CWL 2004-5 2A 02.9855 10/25/2034 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 LUFTHANSA-REG 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.01%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.01%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
DIGICEL LTD P/P 144A 06.7500 03/01/2023 0.01%
DNB BANK ASA P/P 144A 02.1250 10/02/2020 0.01%
DNB NOR ASA 0.01%
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%
EAGLECLAW MID TL L+425 06.8789 06/30/2024 0.01%
ECOLAB INC 0.01%
EMLT 2004-1 M2 03.9105 01/25/2034 0.01%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.01%
ENERGY TRANSFER OPERATNG 05.5000 06/01/2027 0.01%
EOG RESOURCES INC 04.1500 01/15/2026 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%
EUR/USD 06/19/2019 JPMCB 0.01%
EUTELSAT COMMUNICATIONS 0.01%
FHR 3829 AS IO 04.4663 03/15/2041 0.01%
FHR 4096 MI IO 04.0000 01/15/2042 0.01%
FHR 4546 PI IO 04.0000 12/15/2045 0.01%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.01%
FISERV INC 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
FRONTIER COMM 11.0000 09/15/2025 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%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.01%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.01%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.01%
GLENCORE PLC 0.01%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.01%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.01%
GNMA GII30 AW8447 04.3220 05/20/2067 0.01%
GNMA GII30 AY4779 04.5080 03/20/2067 0.01%
GNR 2011-135 DI IO 05.0000 04/16/2040 0.01%
GNR 2013-99 AS IO 03.5623 06/20/2043 0.01%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.01%
GNR 2015-H25 BI IO 01.8864 10/20/2065 0.01%
GNR 2016-H16 EI IO 02.2094 06/20/2066 0.01%
GNR 2017-123 JI IO 04.0000 08/20/2046 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%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.01%
GREAT LAKES D&D 08.0000 05/15/2022 0.01%
GREIF INC P/P 144A 06.5000 03/01/2027 0.01%
GSMS 2014-GC18 C 04.9960 01/10/2047 0.01%
HCA INC 05.0000 03/15/2024 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HCA INC 05.5000 06/15/2047 0.01%
HDFC BANK LIMITED 0.01%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.01%
HIKARI TSUSHIN INC 0.01%
HKT TRUST AND HKT LTD-SS 0.01%
HMBT 2004-2 A1 03.2255 12/25/2034 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%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.01%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
HUSKY TLB L+300 05.4930 03/28/2025 0.01%
HYATT HOTELS CORP 04.8500 03/15/2026 0.01%
IBM CORP 01.8750 08/01/2022 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.01%
IMM 2004-6 1A2 03.2655 10/25/2034 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
INFOSYS LTD 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.01%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.01%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
IPSEN 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
ISHARES MSCI EMERGING MARKET 0.01%
ITRON INC P/P 144A 05.0000 01/15/2026 0.01%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.01%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.01%
JO-ANN STORES 2NDL L+925 11.7272 05/21/2024 0.01%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.01%
JPMCC 2012-C6 E P/P 144A 05.1568 05/15/2045 0.01%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.01%
KERRY PROPERTIES LTD 0.01%
KEURIG DR PEPPER INC P/P 144A 04.4170 05/25/2025 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 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%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
LABORATORY CRP OF AMER HLDGS 0.01%
LBMLT 2004-5 A5 03.0455 09/25/2034 0.01%
LENNAR CORP 05.8750 11/15/2024 0.01%
LIBERTY MEDIA COR-SIRIUSXM C 0.01%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.01%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 0.01%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.01%
LOEWS CORP 0.01%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
LUKOIL PJSC-SPON ADR 0.01%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.01%
MASTEC INC 04.8750 03/15/2023 0.01%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MAXIM INTEGRATED PRODUCTS 0.01%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.01%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.01%
MCDONALD'S CORP 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MEREDITH CORP 06.8750 02/01/2026 0.01%
MET LIFE GLOB FUND P/P 144A 01.5500 09/13/2019 0.01%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.01%
METLIFE INC. 04.7500 02/08/2021 0.01%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.01%
MITSUBISHI GAS CHEMICAL CO 0.01%
MITSUBISHI MOTORS CORP 0.01%
MITSUBISHI UFJ LEASE & FINAN 0.01%
MLMI 2005-A2 A2 04.4466 02/25/2035 0.01%
MONCLER SPA 0.01%
MSBAM 2013-C7 XA IO 01.3532 02/15/2046 0.01%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.01%
MSBAM 2015-C25 XA IO 01.1143 10/15/2048 0.01%
MSC 2011-C3 D P/P 144A 05.1547 07/15/2049 0.01%
NABORS INDUSTRIES INC. 05.7500 02/01/2025 0.01%
NASPERS LTD-N SHS 0.01%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.01%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.01%
NAVISTAR INTL TLB L+350 05.8900 11/06/2024 0.01%
NCHET 2003-4 M1 03.6105 10/25/2033 0.01%
NCI BUILDING SYS INC P/P 144A 08.0000 04/15/2026 0.01%
NETFLIX INC 04.8750 04/15/2028 0.01%
NETFLIX INC. P/P 144A 05.8750 11/15/2028 0.01%
NEWS CORP - CLASS A 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.01%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.01%
NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 0.01%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NRZT 2018-4A A1M 03.3855 01/25/2048 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.01%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.01%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.01%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.01%
ORACLE CORP 02.5000 05/15/2022 0.01%
ORACLE CORP 02.5000 10/15/2022 0.01%
ORTHO-CLINICAL TLB L+325 05.7520 06/01/2025 0.01%
ORYX TLB L+325 05.7430 02/28/2025 0.01%
OSHKOSH CORP 05.3750 03/01/2025 0.01%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 0.01%
PAR PHARMA INC P/P 144A 07.5000 04/01/2027 0.01%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.01%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.01%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.01%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.01%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.01%
PETROLEO BRASILEIRO-SPON ADR 0.01%
PFIZER INC 03.0000 12/15/2026 0.01%
PING AN INSURANCE GROUP CO-H 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 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%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.01%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.01%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.01%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.01%
PULTEGROUP INC 05.5000 03/01/2026 0.01%
QIAGEN N.V. 0.01%
QORVO INC P/P 144A 05.5000 07/15/2026 0.01%
QUEST DIAGNOSTICS INC 0.01%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.01%
REGENERON PHARMACEUTICALS 0.01%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.01%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.01%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.01%
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%
ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 0.01%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.01%
RTL GROUP 0.01%
RWE AG 0.01%
S&P GLOBAL INC 02.9500 01/22/2027 0.01%
SABINE PASS LIQUEF 05.0000 03/15/2027 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%
SAMSUNG ELECTRONICS CO LTD 0.01%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.01%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.01%
SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 0.01%
SESI LLC 07.7500 09/15/2024 0.01%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.01%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.01%
SHERWIN-WILLIAMS CO/THE 0.01%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.01%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.01%
SIKA AG-REG 0.01%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.01%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.01%
SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 0.01%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.01%
SPRINGLEAF FINANCE CORP 06.1250 05/15/2022 0.01%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.01%
SPRINT CORP 07.2500 09/15/2021 0.01%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.01%
SS&C TECH INC P/P 144A 05.5000 09/30/2027 0.01%
STACR 2014-DN4 M3 07.0355 10/25/2024 0.01%
STARWOOD PROP TR 04.7500 03/15/2025 0.01%
STARWOOD PROPERTY TRUST INC 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%
SUZUKI MOTOR CORP 0.01%
SWIRE PROPERTIES LTD 0.01%
SYNOPSYS INC 0.01%
T-MOBILE USA INC 04.5000 02/01/2026 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
T-MOBILE USA INC 05.3750 04/15/2027 0.01%
T-MOBILE USA INC 06.3750 03/01/2025 0.01%
TAIWAN SEMICONDUCTOR MANUFAC 0.01%
TAKEDA PHARMACEUTIC-SP ADR 0.01%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.01%
TENET HEALTHCARE 06.0000 10/01/2020 0.01%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 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%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.01%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
TRANSDIGM INC 06.5000 07/15/2024 0.01%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.01%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.01%
TREASURY BILL 0.01%
TREASURY BILL 0.01%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.01%
UBSBB 2012-C2 D P/P 144A 04.8925 05/10/2063 0.01%
UBSBB 2013-C6 XA IO P/P 144A 01.1281 04/10/2046 0.01%
UBSCM 2017-C7 XA IO 01.0678 12/15/2050 0.01%
UDR INC 0.01%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.01%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.01%
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WAMU 2004-AR13 A2B 03.3655 11/25/2034 0.01%
WAMU 2005-AR1 A2A3 03.2855 01/25/2045 0.01%
WAMU 2005-AR2 1A1A 02.8155 01/25/2045 0.01%
WAMU 2005-AR2 2A2B 02.8655 01/25/2045 0.01%
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WFCM 2013-LC12 AS 04.2867 07/15/2046 0.01%
WFCM 2013-LC12 C 04.2867 07/15/2046 0.01%
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AES CORP/THE 04.5000 03/15/2023 0.00%
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CHAILEASE HOLDING CO LTD 0.00%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.00%
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CHEMOURS CO 06.6250 05/15/2023 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 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 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 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.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 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 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.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 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 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
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COLES GROUP LTD 0.00%
COMCAST CORP 03.9990 11/01/2049 0.00%
COMCAST CORP 04.0490 11/01/2052 0.00%
COMCAST CORP 06.5000 11/15/2035 0.00%
COMM 2012-LC4 XA IO P/P 144A 02.1074 12/10/2044 0.00%
COMM 2013-CR10 XA IO 00.6831 08/10/2046 0.00%
COMM 2014-CR17 XA IO 01.0502 05/10/2047 0.00%
COMM 2014-CR20 XA IO 01.1151 11/10/2047 0.00%
COMM 2014-LC17 XA IO 00.8933 10/10/2047 0.00%
COMM 2014-UBS6 XA IO 00.9441 12/10/2047 0.00%
COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 0.00%
COMMERCIAL INTL BANK-GDR REG 0.00%
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CORELOGIC INC 0.00%
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CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.00%
CSAIL 2015-C1 XA IO 00.9094 04/15/2050 0.00%
CSX CORP 04.1000 03/15/2044 0.00%
CTBC FINANCIAL HOLDING CO LT 0.00%
CTCI CORP 0.00%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
DB INSURANCE CO LTD 0.00%
DCP MIDSTREAM OPERATING 05.3750 07/15/2025 0.00%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.00%
DENBURY RESOURCES P/P 144A 07.5000 02/15/2024 0.00%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.00%
DIAGEO INVESTMENT CORP 08.0000 09/15/2022 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.00%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.00%
DILIP BUILDCON LTD 0.00%
DINO POLSKA SA 0.00%
DISH NETWORK CV 03.3750 08/15/2026 0.00%
DKK/USD 06/19/2019 CITI 0.00%
ECOLAB INC 03.2500 12/01/2027 0.00%
EDELWEISS FINANCIAL SERVICES 0.00%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.00%
ELDORADO RESORTS INC 06.0000 09/15/2026 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
EMPIRE STATE REALTY TRUST-A 0.00%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.00%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 0.00%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 0.00%
ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 0.00%
ENSCO PLC USD 07.7500 02/01/2026 0.00%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.00%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.00%
EPR PROPERTIES 05.7500 CUM CV PFD 0.00%
EQUINIX INC 05.8750 01/15/2026 0.00%
EQUINOR ASA USD 05.1000 08/17/2040 0.00%
EQUITY COMMONWEALTH 0.00%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.00%
EUR/USD 06/19/2019 BANKAM 0.00%
EUR/USD 06/19/2019 BCAP-FX 0.00%
EUR/USD 06/19/2019 CITI 0.00%
EUR/USD 06/19/2019 CSI-FX 0.00%
EUR/USD 06/19/2019 GSFX 0.00%
EUR/USD 06/19/2019 HSBCB 0.00%
EUR/USD 06/19/2019 RBSF 0.00%
EUR/USD 06/19/2019 SSBT 0.00%
EUR/USD 06/19/2019 UBS 0.00%
EUR/USD 06/19/2019 WPAC 0.00%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.00%
FEDEX CORP 02.6250 08/01/2022 0.00%
FHR 4193 PI IO 04.0000 03/15/2043 0.00%
FIDELITY NATIONAL INFORM 03.0000 08/15/2026 0.00%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.00%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.00%
FIRSTENERGY CORP 03.9000 07/15/2027 0.00%
FIRSTENERGY CORP 04.8500 07/15/2047 0.00%
FNMA FN30 935089 05.0000 03/01/2039 0.00%
FNMA FN30 MA2863 03.0000 01/01/2047 0.00%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.00%
FOCUS MEDIA INFO TECH 144A/REGS WARRANT 01/16/2020 0.00%
FRAC TECH INTL TLB L+475 07.2430 04/16/2021 0.00%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.00%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.00%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.00%
FU SHOU YUAN INTERNATIONAL 0.00%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.00%
GATES GLOBAL TLB L+275 05.2724 03/31/2024 0.00%
GBP/USD 06/19/2019 BCAP-FX 0.00%
GBP/USD 06/19/2019 CITI 0.00%
GBP/USD 06/19/2019 GSFX 0.00%
GBP/USD 06/19/2019 HSBCB 0.00%
GBP/USD 06/19/2019 JPMCB 0.00%
GBP/USD 06/19/2019 SSBT 0.00%
GBP/USD 06/19/2019 UBS 0.00%
GBP/USD CALL 1.37 20190726 BANKAM 0.00%
GBP/USD CALL 1.47 20190726 BANKAM 0.00%
GENERAL DYNAMICS CORP 0.00%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.00%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.00%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.00%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.00%
GENON 939CER907 0.00%
GENON ENERGY/NRG AMER 09.3923 12/01/2023 0.00%
GENPACT LTD 0.00%
GENTEX CORP 0.00%
GEOPARK LTD 0.00%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.00%
GFL ENVIRONMENTAL TLB L+300 05.4930 05/31/2025 0.00%
GMAC CAPITAL TRUST I PCT 08.4687 0.00%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.00%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.00%
GNR 2013-99 VS IO 03.6183 07/16/2043 0.00%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.00%
GNR 2015-H26 EI IO 01.7465 10/20/2065 0.00%
GNR 2016-135 PI IO 04.0000 05/20/2046 0.00%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.00%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.00%
GRAPE KING BIO LTD 0.00%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.00%
GRUPO BIMBO SAB- SERIES A 0.00%
GRUPO FINANCIERO GALICIA-ADR 0.00%
GS RETAIL CO LTD 0.00%
GSMS 2014-GC22 XA IO 00.9894 06/10/2047 0.00%
GSMS 2014-GC24 XA IO 00.7962 09/10/2047 0.00%
GSMS 2015-GC30 XA IO 00.8526 05/10/2050 0.00%
HANA FINANCIAL GROUP 0.00%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.00%
HCA INC 06.5000 02/15/2020 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HESS CORP 07.3000 08/15/2031 0.00%
HILONG HOLDING LTD 0.00%
HKD/USD 05/15/2019 BCAP-FX 0.00%
HOLOGIC INC P/P 144A 04.3750 10/15/2025 0.00%
HONEYWELL INTL 03.8120 11/21/2047 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
HYUNDAI MARINE 0.00%
I-SENS INC 0.00%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.00%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.00%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.00%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.00%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.00%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.00%
IOS.FN30.500.09 P USL1M R 01/12/40 BC 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.00%
IRON MOUNTAIN US HLD P/P 144A 05.3750 06/01/2026 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
ISTAR INC. 05.2500 09/15/2022 0.00%
ITAU UNIBANCO H-SPON PRF ADR 0.00%
IVANHOE MINES LTD-CL A 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%
JAGGED PEAK ENERGY 05.8750 05/01/2026 0.00%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.00%
JARIR AB R US0001M P 03/30/20 BA 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%
JERONIMO MARTINS 0.00%
JO-ANN STORES TL L+500 07.7610 10/16/2023 0.00%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.00%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.00%
JPMBB 2013-C12 XA IO 00.5115 07/15/2045 0.00%
JPMBB 2013-C17 XA IO 00.7722 01/15/2047 0.00%
JPMBB 2014-C19 XA IO 01.0573 04/15/2047 0.00%
JPMBB 2014-C25 XA IO 00.9362 11/15/2047 0.00%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.00%
JPMCC 2013-LC11 X IO 01.2692 04/15/2046 0.00%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.00%
JPY/USD 05/15/2019 BANKAM 0.00%
JPY/USD 05/15/2019 BCAP-FX 0.00%
JPY/USD 05/15/2019 CITI 0.00%
JPY/USD 05/15/2019 CSI-FX 0.00%
JPY/USD 05/15/2019 GSFX 0.00%
JPY/USD 05/15/2019 HSBCB 0.00%
JPY/USD 05/15/2019 JPMCB 0.00%
JPY/USD 05/15/2019 RBSF 0.00%
JPY/USD 05/15/2019 SSBT 0.00%
JPY/USD 05/15/2019 UBS 0.00%
JUBILANT FOODWORKS LTD 0.00%
JXTG HOLDINGS INC 0.00%
KANSAI ELECTRIC POWER CO INC 0.00%
KCA DEUTAG US FIN LLC L+675 09.5530 03/21/2023 0.00%
KEANE GROUP TLB L+375 06.3125 05/25/2025 0.00%
KEI INDUSTRIES LTD 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 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%
KRW/USD 05/15/2019 JPMCB 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.6862 09/15/2039 0.00%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.00%
LG HOUSEHOLD & HEALTH CARE 0.00%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.00%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.00%
LOGAN PROPERTY HOLDINGS CO L 0.00%
LOMA NEGRA CIA IND-SPON ADR 0.00%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.00%
MARATHON PETRO CORP 06.5000 03/01/2041 0.00%
MATAHARI DEPARTMENT STORE TB 0.00%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 BC 0.00%
MEDIATEK INC 0.00%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MERCER INTL INC P/P 144A 07.3750 01/15/2025 0.00%
MERCER INTL INC USD 05.5000 01/15/2026 0.00%
MERCER INTL INC USD 06.5000 02/01/2024 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
METHANEX CORP USD 03.2500 12/15/2019 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%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MHL 2005-1 1M1 03.2055 02/25/2035 0.00%
MICROSOFT CORP 04.2000 06/01/2019 0.00%
MICROSOFT CORP 05.3000 02/08/2041 0.00%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.00%
MOL HUNGARIAN OIL AND GAS PL 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%
MONETA MONEY BANK AS 0.00%
MOTA ENGIL SGPS SA 0.00%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.00%
MSBAM 2013-C8 B 03.5621 12/15/2048 0.00%
MSBAM 2014-C17 XA IO 01.1892 08/15/2047 0.00%
MSC 2012-C4 C P/P 144A 05.4207 03/15/2045 0.00%
MSC 2012-C4 XA IO P/P 144A 02.0826 03/15/2045 0.00%
MWO HOLDINGS LLC 0.00%
NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.00%
NASPERS LTD-N SHS SPON ADR 0.00%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.00%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.00%
NBK KK R US0003M P 02/11/20 BA 0.00%
NBK KK R US0003M P 10/11/19 BA 0.00%
NBK KK R US0003M P 10/15/19 BA 0.00%
NBK KK R US0003M P 10/23/19 BA 0.00%
NBK KK R US0003M P 10/24/19 BA 0.00%
NBK KK R US0003M P 11/12/19 BA 0.00%
NBK KK R US0003M P 11/13/19 BA 0.00%
NBK KK R US0003M P 12/10/19 BA 0.00%
NEIMAN MARCUS TL L+325 05.7631 10/25/2020 0.00%
NESTLE INDIA LTD 0.00%
NETEASE INC-ADR 0.00%
NETFLIX INC P/P 144A 06.3750 05/15/2029 0.00%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.00%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.00%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.00%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOBLE 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%
NOK/USD 06/19/2019 BANKAM 0.00%
NOK/USD 06/19/2019 BCAP-FX 0.00%
NOK/USD 06/19/2019 CITI 0.00%
NOK/USD 06/19/2019 HSBCB 0.00%
NOK/USD 06/19/2019 JPMCB 0.00%
NOK/USD 06/19/2019 RBSF 0.00%
NOK/USD 06/19/2019 SSBT 0.00%
NOK/USD 06/19/2019 UBS 0.00%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.00%
NRG ENERGY INC 05.7500 01/15/2028 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%
NZD/USD 04/17/2019 GSFX 0.00%
NZD/USD 04/17/2019 JPMCB 0.00%
NZD/USD 04/17/2019 SSBT 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.00%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.00%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.00%
ORACLE CORP 05.3750 07/15/2040 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%
PAMPA ENERGIA SA-SPON ADR 0.00%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 0.00%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.00%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.00%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.00%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.00%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.00%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.00%
PIGEON CORP 0.00%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.00%
POWER GRID CORP OF INDIA LTD 0.00%
POYA INTERNATIONAL CO LTD 0.00%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.00%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.00%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.00%
PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 0.00%
PULTEGROUP INC. 07.8750 06/15/2032 0.00%
PUREGOLD PRICE CLUB INC 0.00%
QUALCOMM INC 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
QVC INC 04.4500 02/15/2025 0.00%
QVC INC 04.8500 04/01/2024 0.00%
RACKSPACE HOSTING INC L+300 05.7375 11/03/2023 0.00%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 0.00%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 0.00%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.00%
REVLON CONS TLB L+350 06.1275 09/07/2023 0.00%
RJHI AB R US0001M P 06/20/19 BA 0.00%
RJHI AB R US0001M P 06/25/19 BA 0.00%
RJHI AB R US0001M P 08/06/19 BA 0.00%
RJHI AB R US0001M P 10/16/19 BA 0.00%
ROBERTSHAW TL 2L L+800 10.5000 02/28/2026 0.00%
ROBERTSHAW US HOLDING L+350 06.0000 02/28/2025 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.00%
S&P GLOBAL INC 04.4000 02/15/2026 0.00%
SAFARICOM PLC 0.00%
SAFRAN SA 0.00%
SAMBA AB R US0001M P 09/10/19 BA 0.00%
SAMBA AB R US0001M P 09/12/19 BA 0.00%
SAMBA AB R US0001M P 09/21/19 BA 0.00%
SAMBA AB R US0001M P 11/19/19 BA 0.00%
SBERBANK PJSC -SPONSORED ADR 0.00%
SEK/USD 06/19/2019 BCAP-FX 0.00%
SEK/USD 06/19/2019 JPMCB 0.00%
SEK/USD 06/19/2019 SSBT 0.00%
SERVICE CORP INTL 05.3750 01/15/2022 0.00%
SERVICE CORP INTL 05.3750 05/15/2024 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SGD/USD 05/15/2019 JPMCB 0.00%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.00%
SHENZHOU INTERNATIONAL GROUP 0.00%
SINO-AMERICAN SILICON PRODUC 0.00%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.00%
SKIPPER LTD 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%
SM ENERGY CO 06.7500 09/15/2026 0.00%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.00%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.00%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
STACR 2019-DNA1 M2 05.1355 01/25/2049 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%
STAR MERGER SUB INC P/P 144A 06.8750 08/15/2026 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%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.00%
SUNNY FRIEND ENVIRONMENTAL T 0.00%
SUZANO PAPEL E CELULOSE SA 0.00%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.00%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 0.00%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 0.00%
TCI CO LTD 0.00%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 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%
TENCENT HOLDINGS LTD-UNS ADR 0.00%
TENET HEALTHCARE 04.6250 07/15/2024 0.00%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.00%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 0.00%
TENNANT CO 05.6250 05/01/2025 0.00%
TERADATA CORP 0.00%
TERVITA CORP 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.00%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.00%
TIM PARTICIPACOES SA-ADR 0.00%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.00%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
TOTAL SYSTEM SERVICES INC 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSOCEAN INC 07.5000 04/15/2031 0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 0.00%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.00%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 0.00%
TREASURY BILL 0.00%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 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%
TUPRAS-TURKIYE PETROL RAFINE 0.00%
TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 0.00%
TWO HARBORS INVESTMENT CORP 0.00%
TXU TCEH RIGHTS 0.00%
UBSBB 2012-C3 C P/P 144A 05.0317 08/10/2049 0.00%
UBSBB 2012-C4 XA IO P/P 144A 01.6374 12/10/2045 0.00%
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 05.2430 03/15/2024 0.00%
USA COM PART/USA COM P/P 144A 06.8750 09/01/2027 0.00%
USD/CNH CALL 7.00 20190404 GSFX 0.00%
USD/CNH CALL 7.20 20190404 GSFX 0.00%
USG CORP P/P 144A 05.5000 03/01/2025 0.00%
USI INC/NY P/P 144A 06.8750 05/01/2025 0.00%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.00%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 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 P/P 144A 08.1250 01/30/2026 0.00%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.00%
VMWARE INC 03.9000 08/21/2027 0.00%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.00%
WAMU 2005-AR1 A1B 03.2655 01/25/2045 0.00%
WAMU 2005-AR13 A1B3 02.8455 10/25/2045 0.00%
WAMU 2005-AR19 A1A2 02.7755 12/25/2045 0.00%
WAMU 2005-AR2 1A1B 02.8755 01/25/2045 0.00%
WAMU 2005-AR2 2A1B 02.8555 01/25/2045 0.00%
WAMU 2005-AR6 2AB2 03.2255 04/25/2045 0.00%
WAMU 2006-AR4 1A1A 03.2717 05/25/2046 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEATHERFORD BERMUDA 09.8750 02/15/2024 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%
WESTROCK MWV LLC 07.9500 02/15/2031 0.00%
WFCM 2016-LC25 XA IO 01.0120 12/15/2059 0.00%
WFMBS 2005-AR10 1A2 04.7256 06/25/2035 0.00%
WFMBS 2005-AR8 1A2 04.5732 06/25/2035 0.00%
WFRBS 2012-C6 AS 03.8350 04/15/2045 0.00%
WFRBS 2012-C9 AS 03.3880 11/15/2045 0.00%
WFRBS 2012-C9 XA IO P/P 144A 01.8819 11/15/2045 0.00%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.00%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.00%
WFRBS 2014-C19 AS 04.2710 03/15/2047 0.00%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.00%
WILCON DEPOT INC 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 05.7500 06/01/2026 0.00%
WPX ENERGY INC 06.0000 01/15/2022 0.00%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.00%
X 5 RETAIL GROUP NV-REGS GDR 0.00%
YUM CHINA HOLDINGS INC 0.00%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.00%
CAD/USD 04/17/2019 SSBT -0.01%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG -0.01%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML -0.01%
NOK/USD 06/19/2019 GSFX -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP -0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP -0.03%
FNMA FN30 TBA 03.0000 04/01/2049 -0.21%
RU10INTR P US0003M R 11/26/19 CI -3.83%
US 10YR NOTE (CBT)JUN19 TYM9 -5.44%

Prior top holdings

Top holdings as of 04/30/19
Putnam Retirement Advantage GAA Balanced Trust 88.11%
Putnam Retirement Advantage GAA Growth Trust 7.75%
Putnam Retirement Advantage GAA Money Market Trust 4.17%
Top holdings as of 03/31/19
Putnam Retirement Advantage GAA Balanced Trust 88.31%
Putnam Retirement Advantage GAA Growth Trust 7.87%
Putnam Retirement Advantage GAA Money Market Trust 3.86%
Top holdings as of 02/28/19
Putnam Retirement Advantage GAA Balanced Trust 88.24%
Putnam Retirement Advantage GAA Growth Trust 7.87%
Putnam Retirement Advantage GAA Money Market Trust 3.92%
Top holdings as of 01/31/19
Putnam Retirement Advantage GAA Balanced Trust 88.17%
Putnam Retirement Advantage GAA Growth Trust 7.84%
Putnam Retirement Advantage GAA Money Market Trust 4.02%

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.