Retirement Advantage 2040 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 $16.52
0.00% | $0.00
$17.08
09/21/18
$14.18
12/24/18
Historical fund price

Fund facts as of 02/28/19

Total net assets
$503.85M
Turnover (fiscal year end)
43%
Dividend frequency
--
Number of holdings
4
Fiscal year-end
September
CUSIP / Fund code
746751247 / 2007
Inception date
01/03/08
Class I  
Category
Target Date
Open to new investors
Ticker
--

Management team

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


Manager commentary | Q4 2018

Bonds tempered recent market turmoil

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



Performance

  • Total return (%) as of 12/31/18

  • Annual performance as of 12/31/18

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

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
At net asset value -8.73% 5.66% 5.39% 11.00%
Custom Retirement Advantage 2040 Index -5.75%7.09%5.60%10.65%

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

Performance snapshot

  At net asset value  
1 mt. as of 02/28/19 2.31%
YTD as of 03/19/19 11.25%

Risk-adjusted performance as of 02/28/19

Sharpe ratio (3 yrs.) 1.11

Volatility as of 02/28/19

Standard deviation (3 yrs.) 9.41%

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

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

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


Holdings

Top holdings as of 02/28/19

Putnam Retirement Advantage GAA Growth Trust 97.01%
Putnam Retirement Advantage GAA Money Market Trust 1.84%
Putnam Retirement Advantage GAA Balanced Trust 1.18%
Putnam Retirement Advantage GAA All Equities Trust 0.00%

Full portfolio holdings as of 12/31/18

S&P500 EMINI FUT MAR19 ESH9 9.87%
CGPUTQL2 R US0003M P 11/26/19 CI 5.06%
E-MINI RUSS 2000 MAR19 RTYH9 4.59%
S&P GSCI EXCESS RETURN INDEX 3X NOTE 1/27/2020 3.47%
CDX CDX.NA.IG.31 100.0 12/20/2023 2.76%
CDX CDX.NA.HY.31 500.0 12/20/2023 2.10%
ALPHABET INC-CL A 1.82%
US 5YR NOTE (CBT) MAR19 FVH9 1.53%
JPMORGAN CHASE & CO 1.29%
APPLE INC 1.12%
VERIZON COMMUNICATIONS INC 1.10%
CISCO SYSTEMS INC 1.06%
HOME DEPOT INC 1.05%
BOEING CO/THE 1.01%
US ULTRA BOND CBT MAR19 WNH9 0.96%
TOPIX INDX FUTR MAR19 TPH9 0.91%
CHEVRON CORP 0.90%
STARBUCKS CORP 0.87%
COCA-COLA CO/THE 0.81%
AMAZON.COM INC 0.80%
CITIGROUP INC 0.80%
INTL BUSINESS MACHINES CORP 0.78%
MICROSOFT CORP 0.78%
S&P MID 400 EMINI MAR19 FAH9 0.70%
PEPSICO INC 0.68%
LOWES COMPANIES INC 0.64%
AMGEN INC 0.63%
ORACLE CORP 0.63%
ADOBE INC 0.61%
JOHNSON & JOHNSON 0.61%
MEDTRONIC PLC 0.57%
MERCK & CO. INC. 0.53%
CONOCOPHILLIPS 0.52%
ELI LILLY & CO 0.51%
GNMA GII30 MA4837 03.5000 11/20/2047 0.51%
GNMA GII30 MA4652 03.5000 08/20/2047 0.49%
FACEBOOK INC-CLASS A 0.47%
WALGREENS BOOTS ALLIANCE INC 0.47%
INTUIT INC 0.44%
AUTOMATIC DATA PROCESSING 0.41%
US LONG BOND(CBT) MAR19 USH9 0.41%
FNMA FN30 MA3306 04.0000 03/01/2048 0.40%
LOCKHEED MARTIN CORP 0.40%
MONDELEZ INTERNATIONAL INC-A 0.40%
NXP SEMICONDUCTORS NV 0.39%
FNMA FN15 TBA 03.0000 01/01/2034 0.38%
INTEL CORP 0.38%
METLIFE INC 0.38%
HONEYWELL INTERNATIONAL INC 0.37%
PFIZER INC 0.37%
EXELON CORP 0.36%
FNMA FN30 MA3238 03.5000 01/01/2048 0.36%
MORGAN STANLEY 0.36%
ROSS STORES INC 0.36%
DELTA AIR LINES INC 0.35%
BOOKING HOLDINGS INC 0.34%
CIGNA CORP 0.34%
ROCHE HOLDING AG-GENUSSCHEIN 0.33%
FNMA FN30 BK5238 04.0000 05/01/2048 0.31%
FNMA FN30 TBA 04.0000 01/01/2049 0.31%
LYONDELLBASELL INDU-CL A 0.31%
PHILLIPS 66 0.31%
PROCTER & GAMBLE CO/THE 0.31%
SYSCO CORP 0.30%
UNITED CONTINENTAL HOLDINGS 0.30%
VALERO ENERGY CORP 0.30%
HCA HEALTHCARE INC 0.29%
COGNIZANT TECH SOLUTIONS-A 0.27%
OMNICOM GROUP 0.26%
WASTE MANAGEMENT INC 0.26%
ABBVIE INC 0.25%
AGILENT TECHNOLOGIES INC 0.25%
BAXTER INTERNATIONAL INC 0.25%
CUMMINS INC 0.25%
TOTAL SA 0.25%
GLAXOSMITHKLINE PLC 0.24%
RAYTHEON COMPANY 0.24%
UNITEDHEALTH GROUP INC 0.24%
ALLIANZ SE-REG 0.23%
CAPITAL ONE FINANCIAL CORP 0.23%
INGERSOLL-RAND PLC 0.23%
NETAPP INC 0.23%
PRUDENTIAL FINANCIAL INC 0.23%
TEXAS INSTRUMENTS INC 0.23%
CENTENE CORP 0.22%
E*TRADE FINANCIAL CORPORATION 0.22%
FHLMC FH30G G08814 04.0000 05/01/2048 0.22%
FNMA FN30 AL9859 03.0000 03/01/2047 0.22%
FORTINET INC 0.22%
MCKESSON CORP 0.22%
TENCENT HOLDINGS LTD 0.22%
TWENTY-FIRST CENTURY FOX - B 0.22%
ALIBABA GROUP HOLDING-SP ADR 0.21%
CITRIX SYSTEMS INC 0.21%
FNMA FN15 AL9468 03.0000 12/01/2031 0.21%
FREEPORT-MCMORAN INC 0.21%
NOVARTIS AG-REG 0.21%
PUBLIC SERVICE ENTERPRISE GP 0.21%
SAMSUNG ELECTRONICS CO LTD 0.21%
AFLAC INC 0.20%
F5 NETWORKS INC 0.20%
GILEAD SCIENCES INC 0.20%
KLA-TENCOR CORP 0.20%
RIO TINTO PLC 0.20%
S&P GSCI TOTAL RETURN 3X 144A NOTE 01/27/2020 0.20%
CITIZENS FINANCIAL GROUP 0.19%
COMERICA INC 0.19%
HERSHEY CO/THE 0.19%
SONY CORP 0.19%
CENTRAL JAPAN RAILWAY CO 0.18%
ENI SPA 0.18%
MIZUHO FINANCIAL GROUP INC 0.18%
NRG ENERGY INC 0.18%
AMERIPRISE FINANCIAL INC 0.17%
BIOGEN INC 0.17%
DARDEN RESTAURANTS INC 0.17%
FNMA FN30 TBA 06.0000 01/01/2049 0.17%
HILTON WORLDWIDE HOLDINGS IN 0.17%
HOYA CORP 0.17%
IMPERIAL BRANDS PLC 0.17%
KONINKLIJKE AHOLD DELHAIZE N 0.17%
SUMITOMO MITSUI FINANCIAL GR 0.17%
VOLVO AB-B SHS 0.17%
AGNC INVESTMENT CORP 0.16%
DISCOVER FINANCIAL SERVICES 0.16%
EQUINOR ASA 0.16%
GOLDMAN SACHS GROUP INC 0.16%
HARTFORD FINANCIAL SVCS GRP 0.16%
HITACHI LTD 0.16%
HUMANA INC 0.16%
MACQUARIE GROUP LTD 0.16%
ORIX CORP 0.16%
ROCKWELL AUTOMATION INC 0.16%
SYNCHRONY FINANCIAL 0.16%
ALLSTATE CORP 0.15%
CK ASSET HOLDINGS LTD 0.15%
FNMA FN30 MA2737 03.0000 09/01/2046 0.15%
GNMA GII30 TBA 03.5000 01/01/2049 0.15%
INTL CONSOLIDATED AIRLINE-DI 0.15%
L OREAL 0.15%
LEGAL & GENERAL GROUP PLC 0.15%
PARTNERS GROUP HOLDING AG 0.15%
PEUGEOT SA 0.15%
RESONA HOLDINGS INC 0.15%
SANDVIK AB 0.15%
SHIONOGI & CO LTD 0.15%
SWEDBANK AB - A SHARES 0.15%
TAIWAN SEMICONDUCTOR MANUFAC 0.15%
ASTELLAS PHARMA INC 0.14%
BASF SE 0.14%
BRISTOL-MYERS SQUIBB CO 0.14%
BROADRIDGE FINANCIAL SOLUTIO 0.14%
CENTERPOINT ENERGY INC 0.14%
COCA-COLA EUROPEAN PARTNERS 0.14%
DEUTSCHE TELEKOM AG-REG 0.14%
FNMA FN30 BC9003 03.0000 11/01/2046 0.14%
GNMA GII30 MA4586 03.5000 07/20/2047 0.14%
HERMES INTERNATIONAL 0.14%
MITSUI AND CO LTD 0.14%
NESTLE SA-REG 0.14%
TAISEI CORP 0.14%
ABN AMRO GROUP NV-CVA 0.13%
AMADEUS IT GROUP SA 0.13%
AVIVA PLC 0.13%
CADENCE DESIGN SYS INC 0.13%
CAPRI HOLDINGS LTD 0.13%
HANG SENG BANK LTD 0.13%
MARUBENI CORP 0.13%
MOLSON COORS BREWING CO -B 0.13%
PERSIMMON PLC 0.13%
ROYAL DUTCH SHELL PLC-B SHS 0.13%
TELENOR ASA 0.13%
ACS ACTIVIDADES 0.12%
ALLISON TRANSMISSION HOLDING 0.12%
AMEREN CORPORATION 0.12%
ANGLO AMER PLC 0.12%
BT GROUP PLC 0.12%
ENEL SPA 0.12%
LINCOLN NATIONAL CORP 0.12%
PINNACLE WEST CAPITAL 0.12%
SANOFI 0.12%
SYNOPSYS INC 0.12%
TOTAL SYSTEM SERVICES INC 0.12%
TOYOTA MOTOR CORP 0.12%
VERTEX PHARMACEUTICALS INC 0.12%
AENA SME SA 0.11%
AIA GROUP LTD 0.11%
ANNALY CAPITAL MANAGEMENT IN 0.11%
AVALONBAY COMMUNITIES INC 0.11%
BERRY GLOBAL GROUP INC 0.11%
DUN & BRADSTREET CORP 0.11%
ELECTRONIC ARTS INC 0.11%
ENDESA S.A. 0.11%
EXXON MOBIL CORP 0.11%
FNMA FN30 BH7058 03.5000 12/01/2047 0.11%
JUNIPER NETWORKS INC 0.11%
LLOYDS BANKING GROUP PLC 0.11%
LUKOIL PJSC-SPON ADR 0.11%
PACKAGING CORP OF AMERICA 0.11%
UGI CORP 0.11%
VICI PROPERTIES INC 0.11%
ZOETIS INC 0.11%
AES CORP 0.10%
ALLERGAN PLC 0.10%
AMETEK INC 0.10%
ASHTEAD GROUP PLC 0.10%
HDFC BANK LIMITED 0.10%
JAPAN AIRLINES CO LTD 0.10%
KDDI CORP 0.10%
MITSUBISHI CORP 0.10%
NTT DATA CORP 0.10%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.10%
RECKITT BENCKISER GROUP PLC 0.10%
RESMED INC 0.10%
SPST 2018-5 A 03.0151 09/24/2019 0.10%
UPM-KYMMENE OYJ 0.10%
WOLTERS KLUWER 0.10%
BANK OF AMERICA CORP 03.4990 05/17/2022 0.09%
CBRE GROUP INC - A 0.09%
CDW CORP/DE 0.09%
CELANESE CORP 0.09%
CELGENE CORP 0.09%
CHINA MOBILE LTD 0.09%
COSTAR GROUP INC 0.09%
CREDICORP LTD 0.09%
FAURECIA 0.09%
HD SUPPLY HOLDINGS INC 0.09%
HUNTSMAN CORP 0.09%
ITAU UNIBANCO H-SPON PRF ADR 0.09%
LAS VEGAS SANDS CORP 0.09%
NASPERS LTD-N SHS 0.09%
NEW RESIDENTIAL INVESTMENT 0.09%
NINTENDO CO LTD 0.09%
PING AN INSURANCE GROUP CO-H 0.09%
REPUBLIC SERVICES INC 0.09%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.09%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.09%
SL GREEN REALTY CORP 0.09%
SPST 2018-8 A 03.2038 02/24/2020 0.09%
TUI AG-DI 0.09%
ATHENE HOLDING LTD-CLASS A 0.08%
BOOZ ALLEN HAMILTON HOLDINGS 0.08%
BP PLC 0.08%
CARLSBERG AS-B 0.08%
CHINA CONSTRUCTION BANK-H 0.08%
CHINA WATER AFFAIRS GROUP 0.08%
CNOOC LTD 0.08%
EVERGY INC 0.08%
FNMA FN30 TBA 04.5000 01/01/2049 0.08%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.08%
MEDIATEK INC 0.08%
NOVO NORDISK A/S-B 0.08%
NTT DOCOMO INC 0.08%
OGE ENERGY CORP 0.08%
PBF ENERGY INC-CLASS A 0.08%
PEARSON PLC 0.08%
RESIDEO TECHNOLOGIES INC 0.08%
SPST 2018-1 A 03.2151 04/24/2019 0.08%
UCB SA 0.08%
UNUM GROUP 0.08%
ZEBRA TECHNOLOGIES CORP-CL A 0.08%
3I GROUP PLC 0.07%
ARCELORMITTAL 0.07%
ASPEN TECHNOLOGY INC 0.07%
ASSOCIATED BRITISH FOODS PLC 0.07%
BLUESCOPE STEEL LTD 0.07%
CAPGEMINI SE 0.07%
COVESTRO AG 0.07%
DUKE REALTY CORP 0.07%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.07%
FHLMC FH30G G08747 03.0000 02/01/2047 0.07%
FNMA FN30 BH5117 04.0000 08/01/2047 0.07%
HOUSING DEVELOPMENT FINANCE 0.07%
INFOSYS LTD 0.07%
KAR AUCTION SERVICES INC 0.07%
MASIMO CORP 0.07%
PENTAIR PLC 0.07%
PETROLEO BRASILEIRO-SPON ADR 0.07%
PRINCIPAL FINANCIAL GROUP 0.07%
SASOL LTD 0.07%
SCENTRE GROUP 0.07%
STORE CAPITAL CORP 0.07%
TAYLOR WIMPEY PLC 0.07%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.07%
WEYERHAEUSER CO 0.07%
AMERICAN HOME 4 RENT 0.06%
APPLE INC 02.1000 05/06/2019 0.06%
ARKEMA 0.06%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.06%
BERKSHIRE HATHAWAY INC-CL B 0.06%
BRIXMOR PROPERTY GROUP INC 0.06%
CANVEST ENVIRONMENTAL PROTEC 0.06%
CAS 2015-C04 1M2 08.2063 04/25/2028 0.06%
CIGNA CORP P/P 144A 03.7500 07/15/2023 0.06%
CLP HOLDINGS LTD 0.06%
CVS HEALTH CORP 04.7800 03/25/2038 0.06%
DBUBS 2011-LC3A D P/P 144A 05.3379 08/10/2044 0.06%
DELL TECHNOLOGIES -C 0.06%
FIAT CHRYSLER AUTOMOBILES NV 0.06%
FISERV INC 04.2000 10/01/2028 0.06%
FNMA FN30 BC1155 03.0000 06/01/2046 0.06%
FNMA FN30 BM1172 03.0000 03/01/2047 0.06%
FNMA FN30 MA2863 03.0000 01/01/2047 0.06%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.06%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.06%
MORGAN STANLEY 03.6250 01/20/2027 0.06%
NIPPON TELEGRAPH & TELEPHONE 0.06%
OMV AG 0.06%
ORACLE CORPORATION 02.2500 10/08/2019 0.06%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.06%
REINSURANCE GROUP OF AMERICA 0.06%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.06%
SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 0.06%
SOFTBANK GROUP CORP 0.06%
SPIRIT REALTY CAPITAL INC 0.06%
SPST 2018-3 A 03.0151 07/24/2019 0.06%
STACR 2015-DNA3 M2 05.3563 04/25/2028 0.06%
STEEL DYNAMICS INC 0.06%
SUMITOMO CHEMICAL CO LTD 0.06%
SYNOVUS FINANCIAL CORP 0.06%
TELSTRA CORP LTD 0.06%
US BANCORP 02.6250 01/24/2022 0.06%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.06%
WULIANGYE YIBIN 144A/REGS WARRANT 04/12/2019 0.06%
ABSA GROUP LTD 0.05%
ABU DHABI COMMERCIAL BANK 0.05%
ALFRESA HOLDINGS CORP 0.05%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.05%
AMERICAN ELECTRIC POWER 0.05%
APARTMENT INVT & MGMT CO -A 0.05%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.05%
BLACK KNIGHT INC 0.05%
CAS 2015-C04 2M2 08.0563 04/25/2028 0.05%
CK HUTCHISON HOLDINGS LTD 0.05%
COMCAST CORP 02.3500 01/15/2027 0.05%
COMM 2012-LC4 D P/P 144A 05.5390 12/10/2044 0.05%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.05%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.05%
CTCI CORP 0.05%
DB INSURANCE CO LTD 0.05%
DINO POLSKA SA 0.05%
EAST WEST BANCORP INC 0.05%
ELANCO ANIMAL HEALTH P/P 144A 04.9000 08/28/2028 0.05%
ENCOMPASS HEALTH CORP 0.05%
EQUITY LIFESTYLE PROPERTIES 0.05%
EXTENDED STAY AMERICA INC 0.05%
FAST RETAILING CO LTD 0.05%
FORMOSA PLASTICS CORP 0.05%
GAMING AND LEISURE PROPERTIE 0.05%
GENTING SINGAPORE LTD 0.05%
GS RETAIL CO LTD 0.05%
GSMS 2010-C1 D P/P 144A 06.0511 08/10/2043 0.05%
HANA FINANCIAL GROUP 0.05%
HEALTHCARE TRUST OF AME-CL A 0.05%
HENDERSON LAND DEVELOPMENT 0.05%
HILL-ROM HOLDINGS INC 0.05%
HOCHTIEF AG 0.05%
INDORAMA VENTURES-FOREIGN 0.05%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.05%
JONES LANG LASALLE INC 0.05%
LARSEN & TOUBRO INFO 0.05%
LIBERTY PROPERTY TRUST 0.05%
MEDICAL PROPERTIES TRUST INC 0.05%
MOL HUNGARIAN OIL AND GAS PL 0.05%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.05%
POYA INTERNATIONAL CO LTD 0.05%
PROSIEBENSAT.1 MEDIA SE 0.05%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.05%
SAMSUNG ELECTRONICS-PREF 0.05%
SOUTH32 LTD 0.05%
STOCKLAND 0.05%
SUN HUNG KAI PROPERTIES 0.05%
SUNNY FRIEND ENVIRONMENTAL T 0.05%
SWEDISH MATCH AB 0.05%
TCI CO LTD 0.05%
TELEPHONE AND DATA SYSTEMS 0.05%
TJX COMPANIES INC 0.05%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.05%
VALE SA-SP ADR 0.05%
WALT DISNEY CO/THE 0.05%
WESTLAKE CHEMICAL CORP 0.05%
WFHET 2004-2 M1 03.4063 10/25/2034 0.05%
WYNDHAM DESTINATIONS INC 0.05%
X 5 RETAIL GROUP NV-REGS GDR 0.05%
ALLIANCE GLOBAL GROUP INC 0.04%
AMERICAN EXPRESS CO 0.04%
AMERICAN FINANCIAL GROUP INC 0.04%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.04%
AT&T INC 04.1000 02/15/2028 0.04%
AYALA LAND INC 0.04%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.04%
BANDAI NAMCO HOLDINGS INC 0.04%
BANK LEUMI LE-ISRAEL 0.04%
BANK TABUNGAN PENSIUNAN NASI 0.04%
BPCE SA P/P 144A 04.5000 03/15/2025 0.04%
CHARLES RIVER LABORATORIES 0.04%
CHINA TRADITIONAL CHINESE ME 0.04%
CIMIC GROUP LTD 0.04%
CITIGROUP INC 03.6680 07/24/2028 0.04%
CITIGROUP INC 04.7500 05/18/2046 0.04%
COLRUYT SA 0.04%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.04%
CROWN RESORTS LTD 0.04%
CSAIL 2015-C1 C 04.2957 04/15/2050 0.04%
CTBC FINANCIAL HOLDING CO LT 0.04%
DEUTSCHE BOERSE AG 0.04%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.04%
ELITE MATERIAL CO LTD 0.04%
ENERGY TRANSFER LP 05.8750 01/15/2024 0.04%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.04%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.04%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.04%
FNMA FN30 AS8056 03.0000 10/01/2046 0.04%
FNMA FN40 BF0171 04.0000 01/01/2057 0.04%
FUJITSU LTD 0.04%
GALAXY ENT GRP L 0.04%
GEOPARK LTD 0.04%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.04%
GRAPE KING BIO LTD 0.04%
GRUMA S.A.B.-B 0.04%
GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 0.04%
GSMS 2014-GC22 C 04.6893 06/10/2047 0.04%
HIGHWOODS PROPERTIES INC 0.04%
HYUNDAI MARINE 0.04%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.04%
KAJIMA CORP 0.04%
KEI INDUSTRIES LTD 0.04%
KERING 0.04%
KEURIG DR PEPPER INC P/P 144A 04.5970 05/25/2028 0.04%
KINDER MORGAN INC 04.3000 06/01/2025 0.04%
LG HOUSEHOLD & HEALTH CARE 0.04%
LONDON STOCK EXCHANGE GROUP 0.04%
MEDIPAL HOLDINGS CORP 0.04%
MEXICHEM SAB DE CV-* 0.04%
MICROSOFT CORP 01.5500 08/08/2021 0.04%
MONETA MONEY BANK AS 0.04%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.04%
NATURA COSMETICOS SA 0.04%
NESTLE INDIA LTD 0.04%
NORFOLK SOUTHERN CORP 0.04%
NORTHROP GRUMMAN CORP 0.04%
OCCIDENTAL PETROLEUM CORP 0.04%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.04%
PETRONAS CHEMICALS GROUP BHD 0.04%
POPULAR INC 0.04%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.04%
SAINSBURY (J) PLC 0.04%
SARTORIUS STEDIM BIOTECH 0.04%
SCHRODERS PLC 0.04%
SERVICEMASTER GLOBAL HOLDING 0.04%
SG HOLDINGS CO LTD 0.04%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.04%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.04%
SPST 2017-LD1 A 03.3063 11/25/2050 0.04%
STRAUMANN HOLDING AG-REG 0.04%
SUMITOMO MITSUI TRUST HOLDIN 0.04%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.04%
SWISSCOM AG-REG 0.04%
TPAT 2018-SL1 A P/P 144A 03.1063 01/25/2046 0.04%
TUPY SA 0.04%
TURKIYE GARANTI BANKASI 0.04%
UNITEDHEALTH GROUP INC 04.2500 04/15/2047 0.04%
VOLKSWAGEN AG PFD 0.04%
WATERS CORP 0.04%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.04%
YANGZIJIANG SHIPBUILDING 0.04%
ABC-MART INC 0.03%
AIR LEASE CORP 04.6250 10/01/2028 0.03%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.03%
APPLE HOSPITALITY REIT INC 0.03%
APPLE INC 02.0000 05/06/2020 0.03%
ARISTOCRAT LEISURE LTD 0.03%
AUROBINDO PHARMA LTD 0.03%
AUTOZONE INC 0.03%
BANGKOK CHAIN HOSPITAL-FOREG 0.03%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.03%
BAYER AG-REG 0.03%
BERKELEY GROUP HOLDINGS/THE 0.03%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.03%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.03%
CHAILEASE HOLDING CO LTD 0.03%
CHEVRON CORP 01.5610 05/16/2019 0.03%
CHINA OVERSEAS LAND & INVEST 0.03%
CITIGROUP INC 02.6500 10/26/2020 0.03%
CITIGROUP INC 03.8870 01/10/2028 0.03%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.03%
CLEAN TEQ HOLDINGS LTD 0.03%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.03%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.03%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.03%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.03%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.03%
COMM 2010-C1 D P/P 144A 06.1264 07/10/2046 0.03%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.03%
CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 0.03%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.03%
DAI DONG CO LTD 0.03%
DEUTSCHE POST AG-REG 0.03%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.03%
DOUGLAS EMMETT INC 0.03%
EDELWEISS FINANCIAL SERVICES 0.03%
EQUITY RESIDENTIAL TR REIT 0.03%
EVONIK INDUSTRIES AG 0.03%
FIDELITY NATIONAL INFO SERV 0.03%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.03%
FNMA FN30 AS8074 03.0000 10/01/2046 0.03%
FU SHOU YUAN INTERNATIONAL 0.03%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.03%
GSMS 2011-GC3 C P/P 144A 05.6373 03/10/2044 0.03%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.03%
HSBC HOLDINGS PLC 0.03%
HUDSON PACIFIC PROPERTIES IN 0.03%
INDUSTRIA DE DISENO TEXTIL 0.03%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.03%
KBC GROUP NV 0.03%
KONINKLIJKE PHILIPS NV 0.03%
KWG GROUP HOLDINGS LTD 0.03%
LEAR CORP 03.8000 09/15/2027 0.03%
LIBERTY MEDIA COR-SIRIUSXM A 0.03%
LOCALIZA RENT A CAR 0.03%
LOGAN PROPERTY HOLDINGS CO L 0.03%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.03%
MARATHON PETROLEUM CORP 0.03%
MARINE HARVEST 0.03%
MATAHARI DEPARTMENT STORE TB 0.03%
MAVI GIYIM SANAYI 0.03%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.03%
MIRVAC GROUP 0.03%
MITSUBISHI CHEMICAL HOLDINGS 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%
MWST 2018-W1 A 03.1314 11/25/2051 0.03%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.03%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.03%
NETEASE INC-ADR 0.03%
NEXT PLC 0.03%
OLD MUTUAL LTD 0.03%
ORACLE CORP 05.3750 07/15/2040 0.03%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.03%
PFIZER INC 01.7000 12/15/2019 0.03%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.03%
RANDSTAD NV 0.03%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.03%
RJHI AB R US0001M P 06/20/19 BA 0.03%
SAFARICOM PLC 0.03%
SAMBA AB R US0001M P 09/10/19 BA 0.03%
SBERBANK PJSC -SPONSORED ADR 0.03%
SHIMIZU CORP 0.03%
SIEMENS HEALTH 0.03%
STACR 2016-HQA2 M3 07.6563 11/25/2028 0.03%
STACR 2016-HQA3 M3 06.3563 03/25/2029 0.03%
STACR 2018-HQA1 M2 04.8063 09/25/2030 0.03%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.03%
SUZUKI MOTOR CORP 0.03%
TCF FINANCIAL CORP 0.03%
TELEDYNE TECHNOLOGIES INC 0.03%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.03%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.03%
UBS GROUP FUNDIN P/P 144A 04.2530 03/23/2028 0.03%
UNILEVER PLC 0.03%
UNITEDHEALTH GROUP INC 03.1500 06/15/2021 0.03%
VERIZON COMM 04.3290 09/21/2028 0.03%
WEST CHINA CEMENT LTD 0.03%
WFRBS 2011-C2 D P/P 144A 05.6515 02/15/2044 0.03%
WINTRUST FINANCIAL CORP 0.03%
21ST CENTURY FOX AMERICA 04.7500 11/15/2046 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.02%
AMAZON.COM INC 03.1500 08/22/2027 0.02%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.02%
AMGEN INC 02.6000 08/19/2026 0.02%
ANALOG DEVICES INC 02.8500 03/12/2020 0.02%
ANHEUSER-BUSCH CO/IN P/P 144A 03.6500 02/01/2026 0.02%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.02%
APPLE INC 04.2500 02/09/2047 0.02%
APPLE INC 04.3750 05/13/2045 0.02%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.02%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.02%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.02%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.02%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.02%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.02%
BMIR 2018-2A M1B P/P 144A 03.8563 08/25/2028 0.02%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.02%
BOLIDEN AB 0.02%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.02%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.02%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.02%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.02%
BROOKFIELD PROPERTY REIT I-A 0.02%
BROTHER INDUSTRIES LTD 0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.02%
BUPA AB R US0001M P 10/16/19 BA 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
CAS 2016-C02 1M2 08.5063 09/25/2028 0.02%
CAS 2017-C01 1M2 06.0563 07/25/2029 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 05.8750 04/01/2024 0.02%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.02%
CGCMT 2013-GC11 D P/P 144A 04.4219 04/10/2046 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.02%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.02%
CIT GROUP INC 05.0000 08/01/2023 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 JP 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML 0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.02%
COCA-COLA AMATIL LTD 0.02%
COMM 2014-CR20 XA IO 01.1239 11/10/2047 0.02%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.02%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.02%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.02%
CURTISS-WRIGHT CORP 0.02%
CVS HEALTH CORP 05.0500 03/25/2048 0.02%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.02%
DEUTSCHE LUFTHANSA-REG 0.02%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.02%
DISH DBS CORP 05.8750 11/15/2024 0.02%
DNB NOR ASA 0.02%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.02%
EQT CORP 03.9000 10/01/2027 0.02%
EQUINOR ASA USD 02.9000 11/08/2020 0.02%
EUTELSAT COMMUNICATIONS 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%
FISERV INC 0.02%
FNMA FN30 AS7003 03.0000 04/01/2046 0.02%
FNMA FN30 BC2733 03.0000 05/01/2046 0.02%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.02%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.02%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.02%
GLENCORE PLC 0.02%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.02%
GNR 2016-135 PI IO 04.0000 05/20/2046 0.02%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.02%
GSMS 2011-GC3 D P/P 144A 05.6373 03/10/2044 0.02%
HANS LASER TECHNOLOGY 144A/REGS WARRANT 09/27/2019 0.02%
HARRIS CORP 0.02%
HIKARI TSUSHIN INC 0.02%
HILONG HOLDING LTD 0.02%
HKT TRUST AND HKT LTD-SS 0.02%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.02%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.02%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.02%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.02%
IMM 2004-7 1A1 03.2463 11/25/2034 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%
JNBY DESIGN LTD 0.02%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.02%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.02%
KINDER MORGAN INC 0.02%
KINDER MORGAN INC 03.1500 01/15/2023 0.02%
KRAFT HEINZ FOODS CO 03.4381 08/10/2022 0.02%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.02%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.02%
LNSTR 2015-3 B P/P 144A 03.1284 04/20/2048 0.02%
LOEWS CORP 0.02%
MAXIM INTEGRATED PRODUCTS 0.02%
MERCK & CO INC 01.8500 02/10/2020 0.02%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.02%
MICROSOFT CORP 02.4000 08/08/2026 0.02%
MICROSOFT CORP 03.7000 08/08/2046 0.02%
MITSUBISHI GAS CHEMICAL CO 0.02%
MITSUBISHI MOTORS CORP 0.02%
MITSUBISHI UFJ LEASE & FINAN 0.02%
MONCLER SPA 0.02%
MSAC 2004-HE6 M1 03.3313 08/25/2034 0.02%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.02%
MSBAM 2014-C17 C 04.4567 08/15/2047 0.02%
MSC 2012-C4 D P/P 144A 05.4199 03/15/2045 0.02%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.02%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.02%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.02%
NBK KK R US0003M P 10/15/19 BA 0.02%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.02%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.02%
NRZT 2018-4A A1M 03.4063 01/25/2048 0.02%
OSHKOSH CORP 04.6000 05/15/2028 0.02%
PARAMOUNT GROUP INC 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%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.02%
QUEST DIAGNOSTICS INC 0.02%
RAYTHEON COMPANY 02.5000 12/15/2022 0.02%
RJHI AB R US0001M P 06/25/19 BA 0.02%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.02%
ROYAL BK SCOTLND GRP PLC USD 04.8000 04/05/2026 0.02%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.02%
RTL GROUP 0.02%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.02%
RWE AG 0.02%
SALESFORCE.COM INC 03.7000 04/11/2028 0.02%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.02%
SENIOR HOUSING PROP TRUST 0.02%
SERVICE CORP INTL 04.6250 12/15/2027 0.02%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.02%
SHERWIN-WILLIAMS CO/THE 0.02%
SHIRE PLC 0.02%
SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 0.02%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.02%
SPRINT CORP 07.1250 06/15/2024 0.02%
STACR 2014-DN4 M3 07.0563 10/25/2024 0.02%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.02%
SUNTRUST BANKS INC 0.02%
T-MOBILE USA INC 05.3750 04/15/2027 0.02%
TAPESTRY INC 0.02%
TARGA RESOURCES PART 05.0000 01/15/2028 0.02%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.02%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.02%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.02%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.02%
US BANCORP 0.02%
US FOODS HOLDING CORP 0.02%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.02%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.02%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.02%
WAMU 2004-AR13 A1A 03.2263 11/25/2034 0.02%
WAMU 2005-AR1 A2A1 03.1863 01/25/2045 0.02%
WARNER MEDIA LLC 03.8000 02/15/2027 0.02%
WEINGARTEN REALTY INVESTORS 0.02%
WESFARMERS LTD 0.02%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.02%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.02%
WFRBS 2011-C3 D P/P 144A 05.6828 03/15/2044 0.02%
WFRBS 2011-C5 E P/P 144A 05.6723 11/15/2044 0.02%
WFRBS 2012-C10 AS 03.2410 12/15/2045 0.02%
WFRBS 2012-C10 D P/P 144A 04.4417 12/15/2045 0.02%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.02%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 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 07.7500 12/01/2045 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%
AGL ENERGY LTD 0.01%
AIR LEASE CORP 02.5000 03/01/2021 0.01%
AIR LEASE CORP 03.6250 04/01/2027 0.01%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.01%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.01%
ALPHABET INC 01.9980 08/15/2026 0.01%
ALTA MESA HLDGS 07.8750 12/15/2024 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.01%
AMDOCS LTD 0.01%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.01%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.01%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.01%
AMGEN INC 04.6630 06/15/2051 0.01%
ANTHEM INC 0.01%
APERGY CORP 06.3750 05/01/2026 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%
ASHLAND GLOBAL HOLDINGS INC 0.01%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.01%
AT&T INC 0.01%
AUD/USD 01/16/2019 GSFX 0.01%
AUD/USD 01/16/2019 UBS 0.01%
AVAYA TLB L+425 06.7010 12/15/2024 0.01%
AXALTA COATING SYSTEMS LTD 0.01%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.01%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.01%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.01%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 0.01%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.01%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.01%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.01%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
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%
BIOSCRIP INC 08.8750 02/15/2021 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BMW US CAPITAL LLC P/P 144A 02.8000 04/11/2026 0.01%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.01%
BOYD GAMING CORP 06.3750 04/01/2026 0.01%
BP CAP MARKETS AMERICA 03.9370 09/21/2028 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 06.7324 06/21/2024 0.01%
BRIGHT HORIZONS FAMILY SOLUT 0.01%
BUPA AB R US0001M P 10/17/19 BA 0.01%
BUPA AB R US0001M P 10/21/19 BA 0.01%
BUPA AB R US0001M P 11/12/19 BA 0.01%
BUPA AB R US0001M P 12/05/19 BA 0.01%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.01%
CAD/USD 01/16/2019 GSFX 0.01%
CAD/USD 01/16/2019 SSBT 0.01%
CALIFORNIA RESOURC TL L+475 07.0365 11/17/2022 0.01%
CAMDEN PROPERTY TRUST 0.01%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.01%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2014-C03 2M2 05.4063 07/25/2024 0.01%
CAS 2014-C04 1M2 07.4063 11/25/2024 0.01%
CAS 2015-C01 1M2 06.8063 02/25/2025 0.01%
CAS 2015-C03 2M2 07.5063 07/25/2025 0.01%
CAS 2017-C03 1M2 05.5063 10/25/2029 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 05.7500 02/15/2026 0.01%
CEC ENT INC 08.0000 02/15/2022 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CFCRE 2011-C2 D P/P 144A 05.7556 12/15/2047 0.01%
CGCMT 2012-GC8 XA IO P/P 144A 01.8005 09/10/2045 0.01%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.01%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.01%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.01%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.01%
CHIMERA INVESTMENT CORP 0.01%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.01%
CINEMARK USA INC 04.8750 06/01/2023 0.01%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.01%
CIT GROUP INC. 05.2500 03/07/2025 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 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.01%
CMLTI 2005-2 1A2A 04.5375 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%
COLES GROUP LTD 0.01%
COMCAST CORP 03.9690 11/01/2047 0.01%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.01%
COMM 2013-CR10 XA IO 00.6842 08/10/2046 0.01%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.01%
COMM 2013-CR11 XA IO 01.0952 08/10/2050 0.01%
COMM 2014-UBS4 XA IO 01.1781 08/10/2047 0.01%
COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
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%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.01%
COSTCO WHOLESALE CORP 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 03.6500 09/01/2027 0.01%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.01%
CSAIL 2015-C1 XA IO 00.9157 04/15/2050 0.01%
CWL 2004-5 2A 03.0063 10/25/2034 0.01%
DAIWA SECURITIES GROUP INC 0.01%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.01%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.01%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.01%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
DIGITAL DELTA HLDG 03.4000 10/01/2020 0.01%
DUKE ENERGY CORP 03.1500 08/15/2027 0.01%
EAGLECLAW MID TL L+425 06.6411 06/30/2024 0.01%
ECOLAB INC 0.01%
ECOLAB INC 02.7000 11/01/2026 0.01%
EMLT 2004-1 M2 03.9313 01/25/2034 0.01%
ENBRIDGE INC USD 04.2500 12/01/2026 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%
ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 0.01%
EOG RESOURCES INC 02.6250 03/15/2023 0.01%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.01%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 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 07.0000 10/15/2037 0.01%
FHR 3829 AS IO 04.4949 03/15/2041 0.01%
FHR 4096 MI IO 04.0000 01/15/2042 0.01%
FHR 4546 PI IO 04.0000 12/15/2045 0.01%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.01%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.01%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 0.01%
FNMA FN30 AS7154 03.0000 05/01/2046 0.01%
FORD MOTOR CO 0.01%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.01%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GBP/USD CALL 1.34 20190613 BANKAM 0.01%
GE CAPITAL INTL FUNDING USD 03.3730 11/15/2025 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%
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 04.3210 05/20/2067 0.01%
GNMA GII30 AY4779 04.5070 03/20/2067 0.01%
GNR 2011-135 DI IO 05.0000 04/16/2040 0.01%
GNR 2013-99 AS IO 03.5799 06/20/2043 0.01%
GNR 2015-H25 BI IO 02.1202 10/20/2065 0.01%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.01%
GNR 2016-H16 EI IO 02.2090 06/20/2066 0.01%
GNR 2017-123 JI IO 04.0000 08/20/2046 0.01%
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 ESCROW INC P/P 144A 07.0000 05/15/2027 0.01%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.01%
GREAT LAKES D&D 08.0000 05/15/2022 0.01%
GSMS 2013-GC13 AS P/P 144A 04.0820 07/10/2046 0.01%
GSMS 2014-GC18 C 04.9959 01/10/2047 0.01%
GSMS 2015-GC30 XA IO 00.8588 05/10/2050 0.01%
HCA INC 04.7500 05/01/2023 0.01%
HCA INC 05.5000 06/15/2047 0.01%
HCA INC 06.5000 02/15/2020 0.01%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.01%
HMBT 2004-2 A1 03.2463 12/25/2034 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%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.01%
HUSKY TLB L+300 05.3446 03/28/2025 0.01%
HYATT HOTELS CORP 04.8500 03/15/2026 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.01%
IMM 2004-6 1A2 03.2863 10/25/2034 0.01%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.01%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
IPSEN 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
ITRON INC P/P 144A 05.0000 01/15/2026 0.01%
IVORY COAST REGS 05.3750 07/23/2024 0.01%
IVORY COAST REGS 06.1250 06/15/2033 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%
JAGGED PEAK ENERGY P/P 144A 05.8750 05/01/2026 0.01%
JO-ANN STORES 2NDL L+925 11.6038 05/21/2024 0.01%
JPMBB 2013-C12 XA IO 00.5161 07/15/2045 0.01%
JPMBB 2013-C14 C 04.5657 08/15/2046 0.01%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.01%
JPMBB 2014-C22 C 04.5579 09/15/2047 0.01%
JPMCC 2012-C6 E P/P 144A 05.1401 05/15/2045 0.01%
JPMCC 2013-LC11 C 03.9582 04/15/2046 0.01%
JPY/USD 02/20/2019 CITI 0.01%
JXTG HOLDINGS INC 0.01%
KANSAI ELECTRIC POWER CO INC 0.01%
KERRY PROPERTIES LTD 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KIMBERLY-CLARK CORP 0.01%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
L3 TECHNOLOGIES INC 04.4000 06/15/2028 0.01%
LABORATORY CRP OF AMER HLDGS 0.01%
LBMLT 2004-5 A5 03.0663 09/25/2034 0.01%
LENNAR CORP 05.8750 11/15/2024 0.01%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.01%
LIBERTY MEDIA COR-SIRIUSXM C 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%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 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%
MCDONALD'S CORP 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%
MERCK & CO INC 03.7000 02/10/2045 0.01%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.01%
MLMI 2005-A2 A2 03.6773 02/25/2035 0.01%
MSBAM 2013-C10 D P/P 144A 04.0821 07/15/2046 0.01%
MSC 2011-C3 D P/P 144A 05.1539 07/15/2049 0.01%
MSC 2012-C4 C P/P 144A 05.4199 03/15/2045 0.01%
NABORS IND INC 05.7500 02/01/2025 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.01%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.01%
NBK KK R US0003M P 10/23/19 BA 0.01%
NBK KK R US0003M P 12/10/19 BA 0.01%
NCHET 2003-4 M1 03.6313 10/25/2033 0.01%
NCI BUILDING SYS INC P/P 144A 08.0000 04/15/2026 0.01%
NETFLIX INC 04.8750 04/15/2028 0.01%
NETFLIX INC P/P 144A 05.8750 11/15/2028 0.01%
NEWELL BRANDS INC 04.2000 04/01/2026 0.01%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 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%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.01%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NUTRIEN LTD USD 04.1250 03/15/2035 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%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.01%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.01%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.01%
ORACLE CORP 02.6500 07/15/2026 0.01%
ORTHO-CLINICAL TLB L+325 06/01/2025 0.01%
ORYX TLB L+325 05.5946 02/28/2025 0.01%
OSHKOSH CORP 05.3750 03/01/2025 0.01%
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%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.01%
PFIZER INC 03.0000 12/15/2026 0.01%
PIGEON CORP 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 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 10.8750 01/26/2021 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.01%
PULTEGROUP INC 05.5000 03/01/2026 0.01%
PVH CORP 0.01%
QIAGEN N.V. 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%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.01%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.01%
REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 0.01%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.01%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.01%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.01%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 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%
RJHI AB R US0001M P 08/06/19 BA 0.01%
RJHI AB R US0001M P 10/16/19 BA 0.01%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.01%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.01%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.01%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SAFRAN SA 0.01%
SAMBA AB R US0001M P 09/12/19 BA 0.01%
SAMBA AB R US0001M P 09/21/19 BA 0.01%
SAMBA AB R US0001M P 11/19/19 BA 0.01%
SERVICE CORP INTL 05.3750 05/15/2024 0.01%
SESI LLC 07.7500 09/15/2024 0.01%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 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%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.01%
SKIPPER LTD 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 CORP 07.8750 09/15/2023 0.01%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 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%
SWIRE PROPERTIES LTD 0.01%
T-MOBILE US INC 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
T-MOBILE USA INC 06.3750 03/01/2025 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.01%
TENCENT HOLDINGS LTD-UNS ADR 0.01%
TENET HEALTHCARE 06.0000 10/01/2020 0.01%
TENNANT CO 05.6250 05/01/2025 0.01%
THERMO FISHER SCIENTIFIC INC 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%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.01%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.01%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
TRANSDIGM INC 06.5000 07/15/2024 0.01%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.01%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.01%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.01%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.01%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.01%
TWO HARBORS INVESTMENT CORP 0.01%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.01%
UBSBB 2012-C2 D P/P 144A 04.8922 05/10/2063 0.01%
UDR INC 0.01%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.01%
USD/JPY PUT 108.00 20190128 CITI 0.01%
USG CORP P/P 144A 04.8750 06/01/2027 0.01%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.01%
VALEANT PHARMA INTL P/P 144A 08.5000 01/31/2027 0.01%
VALEANT PHARMA INTL P/P 144A 09.2500 04/01/2026 0.01%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.01%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.01%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.01%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.01%
WAMU 2004-AR13 A2B 03.3863 11/25/2034 0.01%
WAMU 2005-AR1 A1B 03.2863 01/25/2045 0.01%
WAMU 2005-AR2 1A1A 02.8363 01/25/2045 0.01%
WAMU 2005-AR2 1A1B 02.8963 01/25/2045 0.01%
WAMU 2005-AR8 2A1A 03.0863 07/25/2045 0.01%
WAMU 2005-AR8 2AB3 03.2263 07/25/2045 0.01%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.01%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.01%
WBCMT 2005-C21 D 05.2264 10/15/2044 0.01%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.01%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.01%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.01%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.01%
WESTROCK MWV LLC 08.2000 01/15/2030 0.01%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.01%
WFCM 2013-LC12 AS 04.2866 07/15/2046 0.01%
WFCM 2013-LC12 C 04.2866 07/15/2046 0.01%
WFCM 2016-LC25 XA IO 01.0173 12/15/2059 0.01%
WFRBS 2011-C4 E P/P 144A 05.2310 06/15/2044 0.01%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.01%
WFRBS 2012-C9 AS 03.3880 11/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
WFRBS 2013-C16 AS 04.6680 09/15/2046 0.01%
WFRBS 2014-C19 AS 04.2710 03/15/2047 0.01%
WH GROUP LTD 0.01%
WHITING PETROLEUM CORP 06.6250 01/15/2026 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%
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ZOETIS INC 03.9000 08/20/2028 0.01%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
2.75 R ISWP FWD US0003M P 03/18/2021 0.00%
2.7845 R ISWP US0003M P 12/31/2028 0.00%
2.85 R ISWP FWD US0003M P 03/18/2029 0.00%
2.95 R ISWP FWD US0003M P 03/18/2049 0.00%
21ST CENTURY FOX AMERICA 03.0000 09/15/2022 0.00%
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ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.00%
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ADVANZ PHARMA CORP 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AES CORP/THE 05.5000 04/15/2025 0.00%
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ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.00%
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ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
ALTRIA GROUP INC 0.00%
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AMGEN INC 03.4500 10/01/2020 0.00%
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ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
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APACHE CORPORATION 03.2500 04/15/2022 0.00%
APPALACHIAN POWER CO 04.6000 03/30/2021 0.00%
APPLE INC 02.8500 05/06/2021 0.00%
APPLE INC 03.4500 05/06/2024 0.00%
APPLE INC 03.8500 05/04/2043 0.00%
ARC PROP OPER PART L 04.6000 02/06/2024 0.00%
ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
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ARRIS INTERNATIONAL PLC 0.00%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.00%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.00%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.00%
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AT&T INC 03.4000 05/15/2025 0.00%
AT&T INC 04.7500 05/15/2046 0.00%
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AUD/USD 01/16/2019 CITI 0.00%
AUD/USD 01/16/2019 JPMCB 0.00%
AUD/USD 01/16/2019 RBSF 0.00%
AUD/USD 01/16/2019 SSBT 0.00%
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AUTONATION INC. 05.5000 02/01/2020 0.00%
AVAYA HOLDINGS CORP 0.00%
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BANK OF AMERICA CORP 02.1510 11/09/2020 0.00%
BANK OF AMERICA CORP 03.0040 12/20/2023 0.00%
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BANK OF AMERICA CORP 06.1000 12/29/2049 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
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BAUSCH HLTH COS INC P/P 144A 05.8750 05/15/2023 0.00%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.00%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.00%
BERKSHIRE HATHAWAY E 03.8000 07/15/2048 0.00%
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BERRY GLOBAL INC 05.1250 07/15/2023 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
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BOYD GAMING CORPORATION 06.0000 08/15/2026 0.00%
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BP CAP MARKETS AMERICA 03.1190 05/04/2026 0.00%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.00%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.00%
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CAD/USD 01/16/2019 BCAP-FX 0.00%
CAD/USD 01/16/2019 HSBCB 0.00%
CAD/USD 01/16/2019 JPMCB 0.00%
CAD/USD 01/16/2019 RBSF 0.00%
CAD/USD 01/16/2019 UBS 0.00%
CAD/USD 01/16/2019 WPAC 0.00%
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CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.00%
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CAS 2015-C02 1M2 06.5063 05/25/2025 0.00%
CAS 2015-C02 2M2 06.5063 05/25/2025 0.00%
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CAS 2018-C05 1M2 04.8563 01/25/2031 0.00%
CBRE SERVICES INC 04.8750 03/01/2026 0.00%
CBRE SERVICES INC 05.2500 03/15/2025 0.00%
CBS CORP 04.0000 01/15/2026 0.00%
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CENTENE CORP 06.1250 02/15/2024 0.00%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.4954 10/15/2049 0.00%
CGCMT 2014-GC21 X IO 01.1917 05/10/2047 0.00%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.00%
CHEMOURS CO 05.3750 05/15/2027 0.00%
CHEMOURS CO 06.6250 05/15/2023 0.00%
CHEMOURS CO 07.0000 05/15/2025 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.00%
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CHF/USD 03/20/2019 JPMCB 0.00%
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CLEVELAND-CLIFFS INC 05.7500 03/01/2025 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 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.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 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 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 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 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 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 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 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CNH/USD 02/20/2019 GSFX 0.00%
CNH/USD 02/20/2019 HSBCB 0.00%
COCA-COLA CO/THE 02.2500 09/01/2026 0.00%
COMCAST CORP 03.1500 03/01/2026 0.00%
COMCAST CORP 03.3750 02/15/2025 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 02.1079 12/10/2044 0.00%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.00%
COMM 2013-CR9 D P/P 144A 04.2567 07/10/2045 0.00%
COMM 2013-LC13 XA IO 01.1630 08/10/2046 0.00%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.00%
COMM 2014-CR14 XA IO 00.6532 02/10/2047 0.00%
COMM 2014-CR16 XA IO 01.1273 04/10/2047 0.00%
COMM 2014-CR17 XA IO 01.0783 05/10/2047 0.00%
COMM 2014-CR19 XA IO 01.1763 08/10/2047 0.00%
COMM 2014-LC17 XA IO 00.8921 10/10/2047 0.00%
COMM 2014-UBS6 XA IO 00.9541 12/10/2047 0.00%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.00%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.00%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.00%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.00%
CONTINENTAL RESOURCES 05.0000 09/15/2022 0.00%
CORELOGIC INC 0.00%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.00%
COVANTA HOLDING CORP 06.0000 01/01/2027 0.00%
CPG INTL TL L+375 05.0828 05/05/2024 0.00%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.00%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.00%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.00%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.00%
CROWN CASTLE INTL CORP 03.1500 07/15/2023 0.00%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.00%
CROWN CASTLE INTL CORP 04.4500 02/15/2026 0.00%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.00%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.00%
CSX CORP 04.1000 03/15/2044 0.00%
CVS HEALTH CORP 04.7500 12/01/2022 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%
DCP MIDSTREAM OPERATING 05.3750 07/15/2025 0.00%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.00%
DEERE & COMPANY 02.6000 06/08/2022 0.00%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.00%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.00%
DENBURY RESOURCES P/P 144A 07.5000 02/15/2024 0.00%
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%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.00%
DISH NETWORK CV 03.3750 08/15/2026 0.00%
DKK/USD 03/20/2019 CITI 0.00%
DNB BANK ASA P/P 144A 02.1250 10/02/2020 0.00%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.00%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.00%
DOW CHEMICAL CO/THE P/P 144A 04.8000 11/30/2028 0.00%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.00%
ECOLAB INC 03.2500 12/01/2027 0.00%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
ELDORADO RESORTS INC P/P 144A 06.0000 09/15/2026 0.00%
ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 0.00%
EMERA US FINANCE LP 03.5500 06/15/2026 0.00%
EMPIRE STATE REALTY TRUST-A 0.00%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.00%
ENERGIZER GAMM P/P 144A 06.3750 07/15/2026 0.00%
ENERGY TRANSFER LP 05.5000 06/01/2027 0.00%
ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 0.00%
ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 0.00%
ENSCO PLC USD 07.7500 02/01/2026 0.00%
EOG RESOURCES INC 04.1500 01/15/2026 0.00%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.00%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.00%
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 04.5000 02/15/2045 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/NOK PUT 9.60 20190319 JPMCB 0.00%
EUR/NOK PUT 9.80 20190319 JPMCB 0.00%
EUR/USD 03/20/2019 BANKAM 0.00%
EUR/USD 03/20/2019 BCAP-FX 0.00%
EUR/USD 03/20/2019 CITI 0.00%
EUR/USD 03/20/2019 CSI-FX 0.00%
EUR/USD 03/20/2019 GSFX 0.00%
EUR/USD 03/20/2019 HSBCB 0.00%
EUR/USD 03/20/2019 JPMCB 0.00%
EUR/USD 03/20/2019 RBSF 0.00%
EUR/USD 03/20/2019 SSBT 0.00%
EUR/USD 03/20/2019 UBS 0.00%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.00%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.00%
FEDEX CORP 02.6250 08/01/2022 0.00%
FHR 4193 PI IO 04.0000 03/15/2043 0.00%
FIDELITY NATIONAL INFORM 05.0000 10/15/2025 0.00%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.00%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.00%
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%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.00%
FORTERRA TL L+300 05.3446 10/25/2023 0.00%
FRAC TECH INTL TLB L+475 07.0946 04/16/2021 0.00%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.00%
FRONTIER COMM 10.5000 09/15/2022 0.00%
FRONTIER COMM 11.0000 09/15/2025 0.00%
FTS INTL INC 06.2500 05/01/2022 0.00%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.00%
GATES GLOBAL TLB L+275 05.0946 03/31/2024 0.00%
GBP/USD 03/20/2019 BANKAM 0.00%
GBP/USD 03/20/2019 BCAP-FX 0.00%
GBP/USD 03/20/2019 CITI 0.00%
GBP/USD 03/20/2019 GSFX 0.00%
GBP/USD 03/20/2019 HSBCB 0.00%
GBP/USD 03/20/2019 JPMCB 0.00%
GBP/USD 03/20/2019 SSBT 0.00%
GBP/USD 03/20/2019 UBS 0.00%
GBP/USD CALL 1.44 20190613 BANKAM 0.00%
GENERAL DYNAMICS CORP 0.00%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.00%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.00%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.00%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.00%
GENON ENERGY INC. 09.8750 10/15/2020 0.00%
GENON ENERGY/NRG AMER 09.3923 12/01/2023 0.00%
GENPACT LTD 0.00%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.00%
GFL ENVIRONMENTAL TLB L+300 05.1050 05/31/2025 0.00%
GMAC CAPITAL TRUST I PCT 08.4011 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 03.6449 07/16/2043 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%
GNR 2015-H26 EI IO 01.7202 10/20/2065 0.00%
GNR 2017-139 NI IO 04.5000 09/20/2047 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%
GSMS 2011-GC5 C P/P 144A 05.3911 08/10/2044 0.00%
GSMS 2014-GC22 XA IO 00.9899 06/10/2047 0.00%
GSMS 2014-GC24 XA IO 00.8040 09/10/2047 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.00%
HCA INC 05.2500 06/15/2026 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HESS CORP 07.3000 08/15/2031 0.00%
HKD/USD 02/20/2019 BANKAM 0.00%
HKD/USD 02/20/2019 BCAP-FX 0.00%
HOME DEPOT INC 02.6250 06/01/2022 0.00%
HONEYWELL INTL 03.8120 11/21/2047 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.00%
IBM CORP 01.8750 08/01/2022 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%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.00%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.00%
INTERCONTINENTAL EXCHANGE IN 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%
ISHARES MSCI EAFE ETF 0.00%
ISTAR INC 05.2500 09/15/2022 0.00%
ISTAR INC 06.0000 04/01/2022 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%
JO-ANN STORES TL L+500 07.4772 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-C17 XA IO 00.7997 01/15/2047 0.00%
JPMBB 2014-C19 XA IO 01.1175 04/15/2047 0.00%
JPMBB 2014-C25 XA IO 00.9424 11/15/2047 0.00%
JPMCC 2012-C8 C P/P 144A 04.6043 10/15/2045 0.00%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.00%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.00%
JPMCC 2013-LC11 X IO 01.2710 04/15/2046 0.00%
JPMORGAN CHASE & CO 03.7970 07/23/2024 0.00%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.00%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.00%
JPY/USD 02/20/2019 BANKAM 0.00%
JPY/USD 02/20/2019 BCAP-FX 0.00%
JPY/USD 02/20/2019 CSI-FX 0.00%
JPY/USD 02/20/2019 GSFX 0.00%
JPY/USD 02/20/2019 HSBCB 0.00%
JPY/USD 02/20/2019 JPMCB 0.00%
JPY/USD 02/20/2019 RBSF 0.00%
JPY/USD 02/20/2019 SSBT 0.00%
JPY/USD 02/20/2019 UBS 0.00%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 0.00%
KEANE GROUP TLB L+375 06.1250 05/25/2025 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 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 03.5000 03/01/2021 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%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.00%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.00%
KRW/USD 02/20/2019 BANKAM 0.00%
KRW/USD 02/20/2019 CITI 0.00%
KRW/USD 02/20/2019 JPMCB 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.6850 09/15/2039 0.00%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.00%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 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%
MARATHON PETRO CORP 06.5000 03/01/2041 0.00%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 BC 0.00%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.00%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MERCER INTL INC P/P 144A 07.3750 01/15/2025 0.00%
MERCER INTL INC USD 05.5000 01/15/2026 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
MET LIFE GLOB FUND P/P 144A 01.5500 09/13/2019 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
METLIFE INC. 04.7500 02/08/2021 0.00%
MFA FINANCIAL INC 0.00%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.00%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.00%
MGM RESORTS INTL 06.6250 12/15/2021 0.00%
MGM RESORTS INTL 08.6250 02/01/2019 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MHL 2005-1 1M1 03.2263 02/25/2035 0.00%
MICROSOFT CORP 02.4000 02/06/2022 0.00%
MICROSOFT CORP 04.2000 06/01/2019 0.00%
MICROSOFT CORP 05.3000 02/08/2041 0.00%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.00%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.00%
MLMI 2005-A10 A 02.7163 02/25/2036 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%
MORGAN STANLEY 04.3750 01/22/2047 0.00%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.00%
MSBAM 2012-C6 D P/P 144A 04.6104 11/15/2045 0.00%
MSBAM 2013-C7 XA IO 01.3469 02/15/2046 0.00%
MSBAM 2013-C8 B 03.5616 12/15/2048 0.00%
MSBAM 2014-C17 XA IO 01.1903 08/15/2047 0.00%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.00%
MSBAM 2015-C25 XA IO 01.1191 10/15/2048 0.00%
MSC 2012-C4 XA IO P/P 144A 02.0843 03/15/2045 0.00%
MSCI EAFE MAR19 MFSH9 0.00%
MWO HOLDINGS LLC 0.00%
MXN/USD 01/16/2019 HSBCB 0.00%
NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.00%
NATIONAL AUSTRALIA B P/P 144A 03.4571 12/09/2019 0.00%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.00%
NBK KK R US0003M P 10/11/19 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%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.00%
NEIMAN MARCUS TL L+325 05.6295 10/25/2020 0.00%
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%
NEVADA POWER CO 07.1250 03/15/2019 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 HOLDING INTL LTD USD 07.7500 01/15/2024 0.00%
NOK/USD 03/20/2019 CITI 0.00%
NOK/USD 03/20/2019 JPMCB 0.00%
NOK/USD 03/20/2019 RBSF 0.00%
NOK/USD 03/20/2019 SSBT 0.00%
NOK/USD 03/20/2019 UBS 0.00%
NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 0.00%
NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 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 01/16/2019 BANKAM 0.00%
NZD/USD 01/16/2019 CSI-FX 0.00%
NZD/USD 01/16/2019 HSBCB 0.00%
NZD/USD 01/16/2019 JPMCB 0.00%
NZD/USD 01/16/2019 RBSF 0.00%
NZD/USD 01/16/2019 SSBT 0.00%
NZD/USD 01/16/2019 UBS 0.00%
NZD/USD 01/16/2019 WPAC 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.00%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.00%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.00%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.00%
ORACLE CORP 02.5000 10/15/2022 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%
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%
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%
PETSMART INC P/P 144A 07.1250 03/15/2023 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%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.00%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 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%
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 04.4500 02/15/2025 0.00%
QVC INC 04.8500 04/01/2024 0.00%
RACKSPACE HOSTING INC L+300 05.5815 11/03/2023 0.00%
RANGE RESOURCES CORP 05.0000 03/15/2023 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REP OF INDONESIA P/P 144A 05.2500 01/17/2042 0.00%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.00%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 0.00%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.00%
REVLON CONS TLB L+350 06.2066 09/07/2023 0.00%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.00%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.00%
ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.00%
S&P GLOBAL INC 02.9500 01/22/2027 0.00%
S&P GLOBAL INC 04.4000 02/15/2026 0.00%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.00%
SEK/USD 03/20/2019 BANKAM 0.00%
SEK/USD 03/20/2019 CITI 0.00%
SEK/USD 03/20/2019 GSFX 0.00%
SEK/USD 03/20/2019 HSBCB 0.00%
SEK/USD 03/20/2019 JPMCB 0.00%
SEK/USD 03/20/2019 SSBT 0.00%
SEK/USD 03/20/2019 UBS 0.00%
SERVICE CORP INTL 05.3750 01/15/2022 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SGD/USD 02/20/2019 BCAP-FX 0.00%
SGD/USD 02/20/2019 JPMCB 0.00%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.00%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.00%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.00%
SKANDINAVISKA ENSKILDA USD 02.6250 03/15/2021 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%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.00%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.00%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.00%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
STACR 2014-HQ3 M3 07.2563 10/25/2024 0.00%
STACR 2016-DNA1 M3 08.0563 07/25/2028 0.00%
STACR 2016-DNA3 M3 07.5063 12/25/2028 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%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.00%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.00%
T-MOBILE USA INC 04.5000 02/01/2026 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TARGA RES PRTNRS 05.3750 02/01/2027 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%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.00%
TERVITA CORP 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THE AES CORPORATION 04.8750 05/15/2023 0.00%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.00%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.00%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.00%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSOCEAN INC 07.5000 04/15/2031 0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 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%
TWD/USD 02/20/2019 GSFX 0.00%
TXU TCEH RIGHTS 0.00%
UBSBB 2012-C3 C P/P 144A 05.0310 08/10/2049 0.00%
UBSBB 2012-C4 XA IO P/P 144A 01.6397 12/10/2045 0.00%
UBSBB 2013-C6 XA IO P/P 144A 01.1301 04/10/2046 0.00%
UBSCM 2017-C7 XA IO 01.0704 12/15/2050 0.00%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.00%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.00%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.00%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.00%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.00%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.00%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.00%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.00%
UNIVISION TLC5 L+275 05.0946 03/15/2024 0.00%
USD/CNH CALL 7.00 20190404 GSFX 0.00%
USD/CNH CALL 7.20 20190404 GSFX 0.00%
USD/JPY PUT 105.00 20190128 CITI 0.00%
USG CORP P/P 144A 05.5000 03/01/2025 0.00%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.00%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 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%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.00%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.00%
VMWARE INC 03.9000 08/21/2027 0.00%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.00%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.00%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.00%
WAMU 2004-AR13 A1B2 03.4863 11/25/2034 0.00%
WAMU 2005-AR1 A2A3 03.3063 01/25/2045 0.00%
WAMU 2005-AR11 A1C3 03.0163 08/25/2045 0.00%
WAMU 2005-AR13 A1B3 02.8663 10/25/2045 0.00%
WAMU 2005-AR19 A1A2 02.7963 12/25/2045 0.00%
WAMU 2005-AR2 2A1B 02.8763 01/25/2045 0.00%
WAMU 2005-AR2 2A2B 02.8863 01/25/2045 0.00%
WAMU 2005-AR6 2AB2 03.2463 04/25/2045 0.00%
WAMU 2006-AR4 1A1A 02.9925 05/25/2046 0.00%
WARNER MEDIA LLC 02.9500 07/15/2026 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.00%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.00%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.00%
WESTROCK MWV LLC 07.9500 02/15/2031 0.00%
WEYERHAEUSER CO 07.3750 03/15/2032 0.00%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.00%
WFMBS 2005-AR10 1A2 04.5203 06/25/2035 0.00%
WFMBS 2005-AR8 1A2 04.4045 06/25/2035 0.00%
WFRBS 2011-C4 D P/P 144A 05.2310 06/15/2044 0.00%
WFRBS 2012-C10 XA IO P/P 144A 01.5649 12/15/2045 0.00%
WFRBS 2012-C6 AS 03.8350 04/15/2045 0.00%
WFRBS 2012-C9 XA IO P/P 144A 01.8847 11/15/2045 0.00%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.00%
WFRBS 2013-C15 D P/P 144A 04.4731 08/15/2046 0.00%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.00%
WFRBS 2014-C22 XA IO 00.8472 09/15/2057 0.00%
WFRBS 2014-C24 XA IO 00.8726 11/15/2047 0.00%
WILEY (JOHN) & SONS-CLASS A 0.00%
WILLIAMS COMPANIES INC 03.6000 03/15/2022 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%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.00%
2.80 R ISWP FWD US0003M P 03/18/2024 -0.01%
AUD/USD 01/16/2019 BANKAM -0.01%
AUD/USD 01/16/2019 CSI-FX -0.01%
AUD/USD 01/16/2019 HSBCB -0.01%
CAD/USD 01/16/2019 CITI -0.01%
CAD/USD 01/16/2019 CSI-FX -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 JP -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP -0.01%
NOK/USD 03/20/2019 BCAP-FX -0.01%
NOK/USD 03/20/2019 GSFX -0.01%
NOK/USD 03/20/2019 HSBCB -0.01%
ZAR/USD 01/16/2019 GSFX -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS -0.02%
NZD/USD 01/16/2019 GSFX -0.02%
FNMA FN30 TBA 03.0000 01/01/2049 -0.07%
US 2YR NOTE (CBT) MAR19 TUH9 -0.39%
US 10YR NOTE (CBT)MAR19 TYH9 -3.85%
RU10INTR P US0003M R 11/26/19 CI -4.31%

Prior top holdings

Top holdings as of 02/28/19
Putnam Retirement Advantage GAA Growth Trust 97.01%
Putnam Retirement Advantage GAA Money Market Trust 1.84%
Putnam Retirement Advantage GAA Balanced Trust 1.18%
Putnam Retirement Advantage GAA All Equities Trust 0.00%
Top holdings as of 01/31/19
Putnam Retirement Advantage GAA Growth Trust 96.94%
Putnam Retirement Advantage GAA Money Market Trust 1.91%
Putnam Retirement Advantage GAA Balanced Trust 1.18%
Putnam Retirement Advantage GAA All Equities Trust 0.00%
Top holdings as of 12/31/18
Putnam Retirement Advantage GAA Growth Trust 95.35%
Putnam Retirement Advantage GAA All Equities Trust 2.76%
Putnam Retirement Advantage GAA Money Market Trust 1.93%
Top holdings as of 11/30/18
Putnam Retirement Advantage GAA Growth Trust 95.42%
Putnam Retirement Advantage GAA All Equities Trust 2.79%
Putnam Retirement Advantage GAA Money Market Trust 1.83%

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.