Retirement Advantage 2045 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 $16.13
0.06% | $0.01
$17.46
01/26/18
$15.71
10/29/18
Historical fund price

Fund facts as of 10/31/18

Total net assets
$346.16M
Turnover (fiscal year end)
48%
Dividend frequency
Annually
Number of holdings
3
Fiscal year-end
September
CUSIP / Fund code
746751171 / 2008
Inception date
01/03/08
Class I  
Category
Target Date
Open to new investors
Ticker
--

Management team

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


Manager commentary | Q3 2018

Bond income in a retirement strategy

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



Performance

  • Total return (%) as of 09/30/18

  • Annual performance as of 09/30/18

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

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
At net asset value 10.84% 12.80% 10.50% 10.17%
Custom Retirement Advantage 2045 Index 11.46% 13.50% 10.01% 9.68%

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

Performance snapshot

  At net asset value  
1 mt. as of 10/31/18 -7.12 %
YTD as of 11/16/18 -2.00 %

Risk-adjusted performance as of 10/31/18

Alpha (3 yrs.) -1.29
Sharpe ratio (3 yrs.) 0.77
Treynor ratio (3 yrs.) 6.47
Information ratio (3 yrs.) -0.73

Volatility as of 10/31/18

Standard deviation (3 yrs.) 8.67%
Beta 1.04
R-squared 0.98

Capture ratio as of 10/31/18

Up-market (3 yrs.) 100.58
Down-market (3 yrs.) 115.09

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

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

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


Holdings

Top holdings as of 10/31/18

Putnam Retirement Advantage GAA Growth Trust 76.12%
Putnam Retirement Advantage GAA All Equities Trust 23.44%
Putnam Retirement Advantage GAA Money Market Trust 0.49%

Full portfolio holdings as of 09/30/18

ALPHABET INC-CL A 2.08%
JPMORGAN CHASE & CO 1.45%
APPLE INC 1.20%
SPDR S&P 500 ETF TRUST 1.19%
CISCO SYSTEMS INC 1.10%
VERIZON COMMUNICATIONS INC 1.07%
BOEING CO/THE 1.05%
CITIGROUP INC 1.04%
NVIDIA CORP 1.03%
HOME DEPOT INC 0.98%
AMAZON.COM INC 0.87%
MICROSOFT CORP 0.79%
ORACLE CORP 0.69%
PEPSICO INC 0.66%
VALERO ENERGY CORP 0.64%
JOHNSON & JOHNSON 0.63%
FACEBOOK INC-A 0.56%
COCA-COLA CO/THE 0.53%
ANTHEM INC 0.52%
CONOCOPHILLIPS 0.52%
INTUIT INC 0.50%
OCCIDENTAL PETROLEUM CORP 0.50%
WALT DISNEY CO/THE 0.50%
MERCK & CO. INC. 0.49%
ELI LILLY & CO 0.46%
NORTHROP GRUMMAN CORP 0.45%
HONEYWELL INTERNATIONAL INC 0.44%
AMGEN INC 0.43%
BRISTOL-MYERS SQUIBB CO 0.42%
INTL BUSINESS MACHINES CORP 0.39%
HUMANA INC 0.38%
DELTA AIR LINES INC 0.37%
S&P GSCI 3X NOTE 04/01/2019 0.37%
MONDELEZ INTERNATIONAL INC-A 0.36%
MORGAN STANLEY 0.36%
ROSS STORES INC 0.36%
CIGNA CORP 0.35%
NETAPP INC 0.35%
TREASURY BILL 00.0000 11/15/2018 0.35%
WALGREENS BOOTS ALLIANCE INC 0.35%
GNMA GII30 MA4652 03.5000 08/20/2047 0.34%
HALLIBURTON CO 0.34%
SYSCO CORP 0.34%
NOVARTIS AG-REG 0.33%
FNMA FN30 TBA 04.0000 11/01/2048 0.32%
COGNIZANT TECH SOLUTIONS-A 0.31%
LULULEMON ATHLETICA INC 0.31%
PFIZER INC 0.31%
ROCHE HOLDING AG-GENUSSCHEIN 0.31%
RAYTHEON COMPANY 0.30%
TOTAL SA 0.30%
BAXTER INTERNATIONAL INC 0.29%
HP INC 0.29%
KINDER MORGAN INC 0.29%
LOCKHEED MARTIN CORP 0.29%
TOYOTA MOTOR CORP 0.29%
ABIOMED INC 0.28%
AUTOMATIC DATA PROCESSING 0.28%
FORD MOTOR CO 0.28%
FORTINET INC 0.28%
PALO ALTO NETWORKS INC 0.28%
US BANCORP 0.28%
BOSTON SCIENTIFIC CORP 0.27%
PRUDENTIAL FINANCIAL INC 0.27%
CUMMINS INC 0.26%
ESTEE LAUDER COMPANIES-CL A 0.26%
FNMA FN15 TBA 03.0000 10/01/2033 0.26%
GNMA GII30 TBA 03.5000 10/01/2048 0.26%
REGIONS FINANCIAL CORP 0.26%
ROYAL CARIBBEAN CRUISES LTD 0.26%
WILLIAMS COS INC 0.26%
AGILENT TECHNOLOGIES INC 0.25%
ALIBABA GROUP HOLDING-SP ADR 0.25%
E*TRADE FINANCIAL CORPORATION 0.25%
FNMA FN30 MA3238 03.5000 01/01/2048 0.25%
MCKESSON CORP 0.25%
PVH CORP 0.25%
RED HAT INC 0.25%
TEXAS INSTRUMENTS INC 0.25%
TIFFANY & CO 0.25%
ABBVIE INC 0.24%
ALLIANZ SE-REG 0.24%
GILEAD SCIENCES INC 0.24%
GLAXOSMITHKLINE PLC 0.24%
INGERSOLL-RAND PLC 0.24%
AMERIPRISE FINANCIAL INC 0.23%
CAPITAL ONE FINANCIAL CORP 0.23%
CARNIVAL CORP 0.23%
ENTERGY CORP 0.23%
F5 NETWORKS INC 0.23%
METLIFE INC 0.22%
MICHAEL KORS HOLDINGS LTD 0.22%
SAMSUNG ELECTRONICS CO LTD 0.22%
FNMA FN30 BK5238 04.0000 05/01/2048 0.21%
GOLDMAN SACHS GROUP INC 0.21%
RIO TINTO PLC 0.21%
TENCENT HOLDINGS LTD 0.21%
WASTE MANAGEMENT INC 0.21%
CENTENE CORP 0.20%
DISCOVER FINANCIAL SERVICES 0.20%
ENI SPA 0.19%
FIDELITY NATIONAL INFO SERV 0.19%
FIFTH THIRD BANCORP 0.19%
HILTON WORLDWIDE HOLDINGS IN 0.19%
KDDI CORP 0.19%
KLA-TENCOR CORP 0.19%
NRG ENERGY INC 0.19%
ROCKWELL AUTOMATION INC 0.19%
SUMITOMO MITSUI FINANCIAL GR 0.19%
VF CORP 0.19%
AMADEUS IT GROUP SA 0.18%
ASTELLAS PHARMA INC 0.18%
DELL TECHNOLOGIES INC-CL V 0.18%
EQUINOR ASA 0.18%
EQUITY RESIDENTIAL TR REIT 0.18%
HERSHEY CO/THE 0.18%
HITACHI LTD 0.18%
IMPERIAL BRANDS PLC 0.18%
MIZUHO FINANCIAL GROUP INC 0.18%
ARCELORMITTAL 0.17%
AVIVA PLC 0.17%
CENTRAL JAPAN RAILWAY CO 0.17%
HARTFORD FINANCIAL SVCS GRP 0.17%
HERMES INTERNATIONAL 0.17%
HOYA CORP 0.17%
LAS VEGAS SANDS CORP 0.17%
LEGAL & GENERAL GROUP PLC 0.17%
MACQUARIE GROUP LTD 0.17%
MASTERCARD INC - A 0.17%
ORIX CORP 0.17%
REPSOL SA 0.17%
SANDVIK AB 0.17%
WELLCARE HEALTH PLANS INC 0.17%
ZOETIS INC 0.17%
AIR PRODUCTS & CHEMICALS INC 0.16%
BASF SE 0.16%
CK ASSET HOLDINGS LTD 0.16%
COVESTRO AG 0.16%
ENEL SPA 0.16%
FHLMC FH30G G08814 04.0000 05/01/2048 0.16%
FLEETCOR TECHNOLOGIES INC 0.16%
FRESENIUS MEDICAL CARE AG & 0.16%
KONINKLIJKE AHOLD DELHAIZE N 0.16%
NIPPON TELEGRAPH & TELEPHONE 0.16%
PROCTER & GAMBLE CO/THE 0.16%
SONY CORP 0.16%
VOLVO AB-B SHS 0.16%
ALLISON TRANSMISSION HOLDING 0.15%
BIOGEN INC 0.15%
FNMA FN15 AL9468 03.0000 12/01/2031 0.15%
FNMA FN30 AL9859 03.0000 03/01/2047 0.15%
GNMA GII30 MA4837 03.5000 11/20/2047 0.15%
INTL CONSOLIDATED AIRLINE-DI 0.15%
ITOCHU CORP 0.15%
KANSAS CITY SOUTHERN 0.15%
LOEWS CORP 0.15%
MARUBENI CORP 0.15%
PERSIMMON PLC 0.15%
PEUGEOT SA 0.15%
RESONA HOLDINGS INC 0.15%
SHIONOGI & CO LTD 0.15%
SPDR S&P MIDCAP 400 ETF TRST 0.15%
SWEDBANK AB - A SHARES 0.15%
TAIWAN SEMICONDUCTOR MANUFAC 0.15%
WYNDHAM DESTINATIONS INC 0.15%
ABN AMRO GROUP NV-CVA 0.14%
AMERICAN ELECTRIC POWER 0.14%
ANGLO AMER PLC 0.14%
CLP HOLDINGS LTD 0.14%
HANG SENG BANK LTD 0.14%
ISHARES MSCI EAFE ETF 0.14%
ISHARES MSCI EMERGING MARKET 0.14%
MITSUI AND CO LTD 0.14%
NTT DATA CORP 0.14%
PACKAGING CORP OF AMERICA 0.14%
PARTNERS GROUP HOLDING AG 0.14%
ROYAL DUTCH SHELL PLC-B SHS 0.14%
VINCI SA 0.14%
AENA SME SA 0.13%
APPLIED MATERIALS INC 0.13%
AVERY DENNISON CORP 0.13%
BLUESCOPE STEEL LTD 0.13%
CIT GROUP INC 0.13%
CMS ENERGY CORP 0.13%
CONAGRA BRANDS INC 0.13%
DNB NOR ASA 0.13%
FAURECIA 0.13%
HUNTSMAN CORP 0.13%
MOLSON COORS BREWING CO -B 0.13%
ONEOK INC 0.13%
SAINSBURY (J) PLC 0.13%
SYNOPSYS INC 0.13%
TAYLOR WIMPEY PLC 0.13%
TOTAL SYSTEM SERVICES INC 0.13%
VERTEX PHARMACEUTICALS INC 0.13%
WEYERHAEUSER CO 0.13%
ACS ACTIVIDADES 0.12%
ALLY FINANCIAL INC 0.12%
BROADRIDGE FINANCIAL SOLUTIO 0.12%
CELGENE CORP 0.12%
CENTERPOINT ENERGY INC 0.12%
DENTSPLY SIRONA INC 0.12%
DOLLAR GENERAL CORP 0.12%
GALAXY ENT GRP L 0.12%
LINCOLN NATIONAL CORP 0.12%
LUKOIL PJSC-SPON ADR 0.12%
NESTLE SA-REG 0.12%
NEWMONT MINING CORP 0.12%
PBF ENERGY INC-CLASS A 0.12%
PING AN INSURANCE GROUP CO-H 0.12%
WOOLWORTHS GROUP LTD 0.12%
AMEREN CORPORATION 0.11%
AMETEK INC 0.11%
CA INC 0.11%
CADENCE DESIGN SYS INC 0.11%
CELANESE CORP 0.11%
FNMA FN30 TBA 06.0000 10/01/2048 0.11%
HCP INC 0.11%
L OREAL 0.11%
TWENTY-FIRST CENTURY FOX - B 0.11%
UCB SA 0.11%
UGI CORP 0.11%
AMDOCS LTD 0.10%
BERRY GLOBAL GROUP INC 0.10%
CAPGEMINI SE 0.10%
CNOOC LTD 0.10%
EASYJET PLC 0.10%
EXPEDITORS INTL WASH INC 0.10%
FIAT CHRYSLER AUTOMOBILES NV 0.10%
FNMA FN30 BC9003 03.0000 11/01/2046 0.10%
FNMA FN30 MA2737 03.0000 09/01/2046 0.10%
GNMA GII30 MA4586 03.5000 07/20/2047 0.10%
OWENS CORNING 0.10%
SL GREEN REALTY CORP 0.10%
TAISEI CORP 0.10%
TUI AG-DI 0.10%
3I GROUP PLC 0.09%
AES CORP 0.09%
AIA GROUP LTD 0.09%
ARKEMA 0.09%
ASSURANT INC 0.09%
CBRE GROUP INC - A 0.09%
DUN & BRADSTREET CORP 0.09%
KAR AUCTION SERVICES INC 0.09%
KEYSIGHT TECHNOLOGIES IN 0.09%
MONCLER SPA 0.09%
MSCI INC 0.09%
NTT DOCOMO INC 0.09%
PINNACLE FOODS INC 0.09%
PRINCIPAL FINANCIAL GROUP 0.09%
PROSIEBENSAT.1 MEDIA SE 0.09%
REPUBLIC SERVICES INC 0.09%
SIGNET JEWELERS LTD 0.09%
SWEDISH MATCH AB 0.09%
TOLL BROTHERS INC 0.09%
TREASURY BILL 00.0000 10/11/2018 0.09%
TREASURY BILL 00.0000 10/25/2018 0.09%
UNITED OVERSEAS BANK LTD 0.09%
VORNADO REALTY TRUST 0.09%
ALLERGAN PLC 0.08%
ASSOCIATED BRITISH FOODS PLC 0.08%
BOOZ ALLEN HAMILTON HOLDINGS 0.08%
CHARLES RIVER LABORATORIES 0.08%
CHINA CONSTRUCTION BANK-H 0.08%
DUKE REALTY CORP 0.08%
EVONIK INDUSTRIES AG 0.08%
ITAU UNIBANCO H-SPON PRF ADR 0.08%
MANPOWERGROUP INC 0.08%
MEDIATEK INC 0.08%
MITSUBISHI CHEMICAL HOLDINGS 0.08%
NASPERS LTD-N SHS 0.08%
NORTHERN TRUST CORP 0.08%
PARK HOTELS & RESORTS INC 0.08%
PEARSON PLC 0.08%
PENTAIR PLC 0.08%
SASOL LTD 0.08%
W.R. GRACE & CO 0.08%
ATHENE HOLDING LTD-CLASS A 0.07%
BRIXMOR PROPERTY GROUP INC 0.07%
BWX TECHNOLOGIES INC 0.07%
CHINA MOBILE LTD 0.07%
CHINA WATER AFFAIRS GROUP 0.07%
DOLLAR TREE INC 0.07%
FNMA FN30 BH7058 03.5000 12/01/2047 0.07%
GRUMA S.A.B.-B 0.07%
HOUSING DEVELOPMENT FINANCE 0.07%
HYATT HOTELS CORP - CL A 0.07%
INGREDION INC 0.07%
LKQ CORP 0.07%
MARINE HARVEST 0.07%
MUENCHENER RUECKVER AG-REG 0.07%
NUANCE COMMUNICATIONS INC 0.07%
OGE ENERGY CORP 0.07%
OMV AG 0.07%
PINNACLE WEST CAPITAL 0.07%
S&P GSCI TOT RETURN INDX 3X 144A NOTE 04/25/2019 0.07%
SKF AB-B SHARES 0.07%
SPIRIT REALTY CAPITAL INC 0.07%
SPST 2018-5 A 02.9122 09/24/2019 0.07%
UPM-KYMMENE OYJ 0.07%
ZEBRA TECHNOLOGIES CORP-CL A 0.07%
AMERICAN EXPRESS CO 0.06%
AMERICAN HOME 4 RENT 0.06%
ASHTEAD GROUP PLC 0.06%
BRILLIANCE CHINA AUTOMOTIVE 0.06%
DANAHER CORP 0.06%
EVERGY INC 0.06%
EXTENDED STAY AMERICA INC 0.06%
GENTERA SAB DE CV 0.06%
HDFC BANK LIMITED 0.06%
INDORAMA VENTURES-FOREIGN 0.06%
JAPAN AIRLINES CO LTD 0.06%
JONES LANG LASALLE INC 0.06%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.06%
KAO CORP 0.06%
LOWES COMPANIES INC 0.06%
MADISON SQUARE GARDEN CO- A 0.06%
MCDONALD'S CORP 0.06%
SERVICEMASTER GLOBAL HOLDING 0.06%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.06%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.06%
SPST 2017-6 A 02.9122 11/24/2018 0.06%
TJX COMPANIES INC 0.06%
TREASURY BILL 00.0000 11/08/2018 0.06%
VALE SA-SP ADR 0.06%
VISTEON CORP 0.06%
WULIANGYE YIBIN 144A/REGS WARRANT 04/12/2019 0.06%
ABU DHABI COMMERCIAL BANK 0.05%
ALFRESA HOLDINGS CORP 0.05%
AMERICAN FINANCIAL GROUP INC 0.05%
APARTMENT INVT & MGMT CO -A 0.05%
ATMOS ENERGY CORP 0.05%
BHP BILLITON LIMITED 0.05%
BLACK KNIGHT INC 0.05%
CANVEST ENVIRONMENTAL PROTEC 0.05%
CATHAY FINANCIAL HOLDING CO 0.05%
CHAILEASE HOLDING CO LTD 0.05%
CHECK POINT SOFTWARE TECH 0.05%
CHINA STATE CONSTRUCTION INT 0.05%
COCA-COLA AMATIL LTD 0.05%
CONSTELLATION BRANDS INC-A 0.05%
CREDICORP LTD 0.05%
CROWN RESORTS LTD 0.05%
CTCI CORP 0.05%
DB INSURANCE CO LTD 0.05%
ENDESA S.A. 0.05%
ENGIE 0.05%
EXXON MOBIL CORP 0.05%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.05%
FHLMC FH30G G08747 03.0000 02/01/2047 0.05%
FNMA FN30 MA2863 03.0000 01/01/2047 0.05%
FNMA FN30 TBA 04.5000 10/01/2048 0.05%
GAMING AND LEISURE PROPERTIE 0.05%
GEOPARK LTD 0.05%
GRUPO FINANCIERO BANORTE-O 0.05%
HANA FINANCIAL GROUP 0.05%
HD SUPPLY HOLDINGS INC 0.05%
HIGHWOODS PROPERTIES INC 0.05%
INFOSYS LTD 0.05%
IPSEN 0.05%
KERING 0.05%
L3 TECHNOLOGIES INC 0.05%
LEIDOS HOLDINGS INC 0.05%
LIBERTY PROPERTY TRUST 0.05%
MEGACABLE HOLDINGS-CPO 0.05%
MOTOR OIL (HELLAS) SA 0.05%
NEW RESIDENTIAL INVESTMENT 0.05%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.05%
PETRONAS CHEMICALS GROUP BHD 0.05%
PNC FINANCIAL SERVICES GROUP 0.05%
POLA ORBIS HOLDINGS INC 0.05%
RALPH LAUREN CORP 0.05%
REPO TRIPA TREAS 2.22 10/01/2018 0.05%
SAMSUNG ELECTRONICS-PREF 0.05%
SANTANDER CONSUMER USA HOLDI 0.05%
SPST 2018-1 A 03.1122 04/24/2019 0.05%
STARWOOD PROPERTY TRUST INC 0.05%
SUMITOMO MITSUI TRUST HOLDIN 0.05%
SUN HUNG KAI PROPERTIES 0.05%
SUNNY FRIEND ENVIRONMENTAL T 0.05%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.05%
WABCO HOLDINGS INC 0.05%
ABC-MART INC 0.04%
ADVANCED INFO SERVICE-FOR RG 0.04%
AGNC INVESTMENT CORP 0.04%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.04%
APPLE INC 02.1000 05/06/2019 0.04%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.04%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.04%
BGC PARTNERS INC-CL A 0.04%
BRANDYWINE REALTY TRUST 0.04%
CABOT CORP 0.04%
CAS 2015-C04 1M2 07.9158 04/25/2028 0.04%
CAS 2015-C04 2M2 07.7658 04/25/2028 0.04%
CDX CDX.NA.IG.31 100.0 12/20/2023 0.04%
CHINA TRADITIONAL CHINESE ME 0.04%
CIMIC GROUP LTD 0.04%
CTBC FINANCIAL HOLDING CO LT 0.04%
CVS HEALTH CORP 04.7800 03/25/2038 0.04%
DINO POLSKA SA 0.04%
DISCOVERY LTD 0.04%
DOMTAR CORP 0.04%
EBAY INC 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
FNMA FN30 BC1155 03.0000 06/01/2046 0.04%
FNMA FN30 BH5117 04.0000 08/01/2047 0.04%
FNMA FN30 BM1172 03.0000 03/01/2047 0.04%
FORMOSA PLASTICS CORP 0.04%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.04%
GRAPE KING BIO LTD 0.04%
HANGZHOU HIKVISION DIGITAL - A 144A/REGS WARRANT 02/11/2019 0.04%
HENDERSON LAND DEVELOPMENT 0.04%
HUDSON PACIFIC PROPERTIES IN 0.04%
HYUNDAI MARINE 0.04%
JNBY DESIGN LTD 0.04%
KEI INDUSTRIES LTD 0.04%
KIMBERLY-CLARK CORP 0.04%
LARSEN & TOUBRO INFO 0.04%
LG HOUSEHOLD & HEALTH CARE 0.04%
LIBERTY MEDIA COR-SIRIUSXM A 0.04%
LOCALIZA RENT A CAR 0.04%
LONDON STOCK EXCHANGE GROUP 0.04%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.04%
MARATHON PETROLEUM CORP 0.04%
MEXICHEM SAB DE CV-* 0.04%
MGM CHINA HOLDINGS LTD 0.04%
MORGAN STANLEY 03.6250 01/20/2027 0.04%
NEW ORIENTAL EDUCATIO-SP ADR 0.04%
NEWS CORP - CLASS A 0.04%
NORFOLK SOUTHERN CORP 0.04%
NVENT ELECTRIC PLC 0.04%
ORACLE CORPORATION 02.2500 10/08/2019 0.04%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.04%
PETROLEO BRASILEIRO-SPON ADR 0.04%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.04%
RANDSTAD NV 0.04%
RENAISSANCERE HOLDINGS LTD 0.04%
REPO TRIPA MORTG 2.25 10/01/2018 0.04%
REPO TRIPA MORTG 2.26 10/01/2018 0.04%
REPO TRIPA MORTG 2.27 10/01/2018 0.04%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.04%
SPST 2018-3 A 02.9122 07/24/2019 0.04%
SUN COMMUNITIES INC 0.04%
SWISSCOM AG-REG 0.04%
SYNOVUS FINANCIAL CORP 0.04%
TAIWAN DOLLAR CALL ACCOUNT 0.04%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.04%
WALMART DE MEXICO SAB DE CV 0.04%
WATERS CORP 0.04%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.04%
WFHET 2004-2 M1 03.1158 10/25/2034 0.04%
WH GROUP LTD 0.04%
YANDEX NV-A 0.04%
AECOM 0.03%
ALLSTATE CORP 0.03%
ALTRIA GROUP INC 02.6250 01/14/2020 0.03%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.03%
APPLE HOSPITALITY REIT INC 0.03%
ARRIS INTERNATIONAL PLC 0.03%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.03%
AT&T INC 0.03%
AT&T INC P/P 144A 04.1000 02/15/2028 0.03%
AUROBINDO PHARMA LTD 0.03%
AXIS CAPITAL HOLDINGS LTD 0.03%
AZUL SA-ADR 0.03%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.03%
BANGKOK CHAIN HOSPITAL-FOREG 0.03%
BERKELEY GROUP HOLDINGS/THE 0.03%
CAFE24 CORP 0.03%
CGPUTQL2 R US0003M P 11/27/18 CI 0.03%
CHINA EVERBRIGHT GREENTECH L 0.03%
CHINA ORIENTAL GROUP CO LTD 0.03%
CITIGROUP INC 04.7500 05/18/2046 0.03%
CLEAN TEQ HOLDINGS LTD 0.03%
COMCAST CORP 02.3500 01/15/2027 0.03%
COMM 2012-LC4 D P/P 144A 05.7769 12/10/2044 0.03%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.03%
COPA HOLDINGS SA-CLASS A 0.03%
CORELOGIC INC 0.03%
DAI DONG CO LTD 0.03%
DEUTSCHE BOERSE AG 0.03%
DOUGLAS EMMETT INC 0.03%
DUKE ENERGY CORP 0.03%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.03%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.03%
ERAJAYA SWASEMBADA TBK PT 0.03%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.03%
FIRST ABU DHABI BANK PJSC 0.03%
FIRST HAWAIIAN INC 0.03%
FISERV INC 0.03%
FLEURY SA 0.03%
FNMA FN30 AS8056 03.0000 10/01/2046 0.03%
FNMA FN40 BF0171 04.0000 01/01/2057 0.03%
GARDNER DENVER HOLDINGS INC 0.03%
GE CAP INTL FUNDING USD 02.3420 11/15/2020 0.03%
GENERAL DYNAMICS CORP 0.03%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.03%
GSMS 2010-C1 D P/P 144A 06.1966 08/10/2043 0.03%
HANS LASER TECHNOLOGY 144A/REGS WARRANT 09/27/2019 0.03%
HARRIS CORP 0.03%
HILL-ROM HOLDINGS INC 0.03%
HOCHTIEF AG 0.03%
HONG KONG EXCHANGES & CLEAR 0.03%
HSBC HOLDINGS PLC 0.03%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.03%
JABIL INC 0.03%
KAYAN AB R US0001M P 07/02/19 BA 0.03%
KEURIG DR PEPPER INC P/P 144A 04.5970 05/25/2028 0.03%
KINDER MORGAN INC 04.3000 06/01/2025 0.03%
KIRIN HOLDINGS CO LTD 0.03%
KYUSHU RAILWAY COMPANY 0.03%
LIFE STORAGE INC 0.03%
LLOYDS BANKING GROUP PLC 0.03%
MEDIPAL HOLDINGS CORP 0.03%
MICROSOFT CORP 01.5500 08/08/2021 0.03%
MITSUBISHI GAS CHEMICAL CO 0.03%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.03%
NATURA COSMETICOS SA 0.03%
PARAMOUNT GROUP INC 0.03%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.03%
POPULAR INC 0.03%
POYA INTERNATIONAL CO LTD 0.03%
RAYONIER INC 0.03%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.03%
RJHI AB R US0001M P 06/20/19 BA 0.03%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.03%
ROYAL GOLD INC 0.03%
RTL GROUP 0.03%
SAMBA AB R US0001M P 09/10/19 BA 0.03%
SBERBANK PJSC -SPONSORED ADR 0.03%
SCENTRE GROUP 0.03%
SEALED AIR CORP 0.03%
SENIOR HOUSING PROP TRUST 0.03%
SHENGYI TECH 144A/REGS WARRANT 05/24/2019 0.03%
SIEMENS HEALTH 0.03%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.03%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.03%
SPST 2017-LD1 A 03.0158 11/25/2050 0.03%
STACR 2015-DNA3 M2 05.0658 04/25/2028 0.03%
SUNNY OPTICAL TECH 0.03%
SUZANO PAPEL E CELULOSE SA 0.03%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.03%
TAPESTRY INC 0.03%
TCI CO LTD 0.03%
TELEDYNE TECHNOLOGIES INC 0.03%
TPAT 2018-SL1 A P/P 144A 02.8158 01/25/2046 0.03%
UNITEDHEALTH GROUP INC 0.03%
UNITEDHEALTH GROUP INC 04.2500 04/15/2047 0.03%
UNIVAR INC 0.03%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.03%
WOLTERS KLUWER 0.03%
AIR LEASE CORP 04.6250 10/01/2028 0.02%
ALTRIA GROUP INC 04.0000 01/31/2024 0.02%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.02%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.02%
ANNALY CAPITAL MANAGEMENT IN 0.02%
APPLE INC 02.0000 05/06/2020 0.02%
APPLE INC 04.2500 02/09/2047 0.02%
APPLE INC 04.3750 05/13/2045 0.02%
ARISTOCRAT LEISURE LTD 0.02%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.02%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.02%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.02%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.02%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.02%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.02%
BOLIDEN AB 0.02%
BPCE SA P/P 144A 04.5000 03/15/2025 0.02%
BROTHER INDUSTRIES LTD 0.02%
BT GROUP PLC 0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.02%
CAS 2014-C04 1M2 07.1158 11/25/2024 0.02%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.02%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.02%
CHEVRON CORP 01.5610 05/16/2019 0.02%
CHINA NATIONAL BUILDING MA-H 0.02%
CITIGROUP INC 02.6500 10/26/2020 0.02%
CITIGROUP INC 03.8870 01/10/2028 0.02%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.02%
CME GROUP INC 0.02%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.02%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.02%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.02%
CROWN HOLDINGS INC 0.02%
CSAIL 2015-C1 C 04.4395 04/15/2050 0.02%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.02%
DAI NIPPON PRINTING CO LTD 0.02%
DAIWA SECURITIES GROUP INC 0.02%
DBUBS 2011-LC3A D P/P 144A 05.5156 08/10/2044 0.02%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.02%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.02%
EDELWEISS FINANCIAL SERVICES 0.02%
ELANCO ANIMAL HEALTH P/P 144A 04.9000 08/28/2028 0.02%
ELITE MATERIAL CO LTD 0.02%
EMPIRE STATE REALTY TRUST-A 0.02%
EXELON CORP 0.02%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.02%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.02%
FNMA FN30 AS7003 03.0000 04/01/2046 0.02%
FNMA FN30 AS8074 03.0000 10/01/2046 0.02%
FU SHOU YUAN INTERNATIONAL 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%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.02%
GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 0.02%
GSMS 2014-GC22 C 04.8458 06/10/2047 0.02%
HALFMOON PARENT INC P/P 144A 03.7500 07/15/2023 0.02%
HILONG HOLDING LTD 0.02%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.02%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.02%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.02%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.02%
KEC INTERNATIONAL LTD 0.02%
KERRY PROPERTIES LTD 0.02%
KEURIG DR PEPPER INC 0.02%
LEAR CORP 03.8000 09/15/2027 0.02%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.02%
MAXIM INTEGRATED PRODUCTS 0.02%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.02%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.02%
MONSTER BEVERAGE CORP 0.02%
MORGAN STANLEY 02.6500 01/27/2020 0.02%
MSAC 2004-HE6 M1 03.0408 08/25/2034 0.02%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.02%
MSBAM 2014-C17 C 04.6136 08/15/2047 0.02%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.02%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.02%
NEXON CO LTD 0.02%
NOMURA REAL ESTATE HOLDINGS 0.02%
ORACLE CORP 05.3750 07/15/2040 0.02%
OUTFRONT MEDIA INC 0.02%
PFIZER INC 01.7000 12/15/2019 0.02%
PHILLIPS 66 0.02%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.02%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.02%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.02%
ROYAL BK SCOTLND GRP PLC USD 04.8000 04/05/2026 0.02%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.02%
SERVICE CORP INTL 04.6250 12/15/2027 0.02%
SHERWIN-WILLIAMS CO/THE 0.02%
SKIPPER LTD 0.02%
STACR 2016-HQA2 M3 07.3658 11/25/2028 0.02%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.02%
SUNTRUST BANKS INC 0.02%
SUZUKI MOTOR CORP 0.02%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.02%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.02%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.02%
TRAVELERS COS INC/THE 0.02%
TREASURY BILL 00.0000 11/01/2018 0.02%
UBS GROUP FUNDIN P/P 144A 04.2530 03/23/2028 0.02%
UNITEDHEALTH GROUP INC 03.1500 06/15/2021 0.02%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.02%
WAMU 2004-AR13 A1A 02.9358 11/25/2034 0.02%
WEST CHINA CEMENT 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-C2 D P/P 144A 05.8386 02/15/2044 0.02%
WM MORRISON SUPERMARKETS 0.02%
WORLDPAY INC-CLASS A 0.02%
WP CAREY INC 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 04.7500 11/15/2046 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%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 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%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.01%
ALPHABET INC 01.9980 08/15/2026 0.01%
ALTA MESA HLDGS 07.8750 12/15/2024 0.01%
ALTRIA GROUP INC 0.01%
AMAZON.COM INC 03.1500 08/22/2027 0.01%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.01%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.01%
AMGEN INC 02.6000 08/19/2026 0.01%
AMGEN INC 04.6630 06/15/2051 0.01%
ANALOG DEVICES INC 02.8500 03/12/2020 0.01%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.01%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.01%
APERGY CORP P/P 144A 06.3750 05/01/2026 0.01%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.01%
ARCELORMITTAL USD 07.0000 10/15/2039 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%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.01%
AVAYA TLB L+425 06.4084 12/15/2024 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 MONTREAL USD 03.1000 04/13/2021 0.01%
BANK OF NOVA SCOTIA USD 02.0500 10/30/2018 0.01%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 0.01%
BAUSCH HLTH COS INC P/P 144A 08.5000 01/31/2027 0.01%
BAUSCH HLTH COS INC P/P 144A 09.2500 04/01/2026 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BECTON DICKINSON AND CO 03.7000 06/06/2027 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%
BIOSCRIP INC 08.8750 02/15/2021 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BMIR 2018-2A M1B P/P 144A 03.5658 08/25/2028 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%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.01%
BOOKING HOLDINGS INC 0.01%
BOYD GAMING CORP 06.3750 04/01/2026 0.01%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.01%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
BRAND ENERGY TL L+425 06.5956 06/21/2024 0.01%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.01%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.01%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.01%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.01%
CALIFORNIA RESOURC TL L+475 06.9622 11/17/2022 0.01%
CAMDEN PROPERTY TRUST 0.01%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2014-C03 2M2 05.1158 07/25/2024 0.01%
CAS 2015-C01 1M2 06.5158 02/25/2025 0.01%
CAS 2015-C03 2M2 07.2158 07/25/2025 0.01%
CAS 2016-C02 1M2 08.2158 09/25/2028 0.01%
CAS 2017-C01 1M2 05.7658 07/25/2029 0.01%
CAS 2017-C03 1M2 05.2158 10/25/2029 0.01%
CBS CORP 02.9000 01/15/2027 0.01%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.01%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 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%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CFCRE 2011-C2 D P/P 144A 05.9474 12/15/2047 0.01%
CGCMT 2012-GC8 XA IO P/P 144A 01.9663 09/10/2045 0.01%
CGCMT 2013-GC11 D P/P 144A 04.5672 04/10/2046 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 HEALTH SYS 06.2500 03/31/2023 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 05.0000 08/01/2023 0.01%
CIT GROUP INC. 05.2500 03/07/2025 0.01%
CITIGROUP INC 03.6680 07/24/2028 0.01%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.01%
CMLTI 2005-2 1A2A 04.0112 05/25/2035 0.01%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.01%
COCA-COLA EUROPEAN PARTNERS 0.01%
COLOPLAST-B 0.01%
COMM 2010-C1 D P/P 144A 06.3076 07/10/2046 0.01%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.01%
COMM 2013-CR10 XA IO 00.8712 08/10/2046 0.01%
COMM 2013-CR11 XA IO 01.2718 08/10/2050 0.01%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.01%
COMM 2014-CR20 XA IO 01.2829 11/10/2047 0.01%
COMM 2014-UBS4 XA IO 01.3367 08/10/2047 0.01%
COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 0.01%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.01%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.01%
COMSTOCK ESCROW CORP P/P 144A 09.7500 08/15/2026 0.01%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.01%
CORNING INC 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 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%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.01%
CVS HEALTH CORP 02.2500 12/05/2018 0.01%
CVS HEALTH CORP 05.0500 03/25/2048 0.01%
CWL 2004-5 2A 02.7158 10/25/2034 0.01%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 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 05.4500 06/15/2023 0.01%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.01%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.01%
DIGITAL DELTA HLDG 03.4000 10/01/2020 0.01%
DISH DBS CORP 05.8750 11/15/2024 0.01%
DUKE ENERGY CORP 03.1500 08/15/2027 0.01%
EAGLECLAW MID TL L+425 06.3259 06/30/2024 0.01%
ECOLAB INC 0.01%
ECOLAB INC 02.7000 11/01/2026 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%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 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%
EPR PROPERTIES 0.01%
EQT CORP 03.9000 10/01/2027 0.01%
EQUINOR ASA USD 02.9000 11/08/2020 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%
FAIRWAY FINANCE CO LLC 30601WM48 DCP 12/04/2018 0.01%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.01%
FIN & RISK US HOLD P/P 144A 06.2500 05/15/2026 0.01%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.01%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.01%
FISERV INC 04.2000 10/01/2028 0.01%
FNMA FN30 AS7154 03.0000 05/01/2046 0.01%
FNMA FN30 BC2733 03.0000 05/01/2046 0.01%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.01%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 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%
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%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.01%
GNMA GII30 AW8447 04.3200 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 03.8848 06/20/2043 0.01%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.01%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.01%
GNR 2016-135 PI IO 04.0000 05/20/2046 0.01%
GNR 2016-H16 EI IO 02.2059 06/20/2066 0.01%
GNR 2017-123 JI IO 04.0000 08/20/2046 0.01%
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 04.2230 05/01/2029 0.01%
GREAT LAKES D&D 08.0000 05/15/2022 0.01%
GSMS 2011-GC3 C P/P 144A 05.8253 03/10/2044 0.01%
GSMS 2013-GC13 AS P/P 144A 04.2177 07/10/2046 0.01%
GSMS 2014-GC18 C 05.1079 01/10/2047 0.01%
GSMS 2015-GC30 XA IO 01.0005 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 02.9558 12/25/2034 0.01%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.01%
HONG KONG DOLLAR CALL ACCOUNT 0.01%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 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%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.01%
HUNTINGTON INGALLS INDUSTRIE 0.01%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.01%
HUSKY TLB L+300 05.2018 03/28/2025 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 02.9958 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%
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%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
ITRON INC P/P 144A 05.0000 01/15/2026 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%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.01%
JPMBB 2013-C12 XA IO 00.6333 07/15/2045 0.01%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.01%
JPMBB 2014-C22 C 04.7100 09/15/2047 0.01%
JPMCC 2012-C6 E P/P 144A 05.3117 05/15/2045 0.01%
JPMCC 2013-LC11 C 03.9582 04/15/2046 0.01%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 0.01%
KEYCORP 02.3000 12/13/2018 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KINDER MORGAN INC 03.1500 01/15/2023 0.01%
KONINKLIJKE PHILIPS NV 0.01%
KRAFT HEINZ FOODS CO 03.1605 08/10/2022 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.01%
LBMLT 2004-5 A5 02.7758 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%
LNSTR 2015-3 B P/P 144A 03.2171 04/20/2048 0.01%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCK & CO INC 01.8500 02/10/2020 0.01%
MERCK & CO INC 03.7000 02/10/2045 0.01%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.01%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.01%
MICROSOFT CORP 02.4000 08/08/2026 0.01%
MICROSOFT CORP 03.3000 02/06/2027 0.01%
MLMI 2005-A2 A2 03.5386 02/25/2035 0.01%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.01%
MSBAM 2013-C10 D P/P 144A 04.2185 07/15/2046 0.01%
MSBAM 2013-C7 C 04.2546 02/15/2046 0.01%
MSC 2011-C3 D P/P 144A 05.3257 07/15/2049 0.01%
MSC 2012-C4 C P/P 144A 05.6008 03/15/2045 0.01%
MSC 2012-C4 D P/P 144A 05.6008 03/15/2045 0.01%
NABORS IND INC 05.7500 02/01/2025 0.01%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.01%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 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 TLB L+350 04.7500 11/06/2024 0.01%
NCHET 2003-4 M1 03.3408 10/25/2033 0.01%
NEWELL BRANDS INC 04.2000 04/01/2026 0.01%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NEXT PLC 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%
NOK/USD 12/19/2018 BCAP-FX 0.01%
NOK/USD 12/19/2018 GSFX 0.01%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.01%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 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%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.01%
OLD REPUBLIC INTL CORP 0.01%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.01%
OSHKOSH CORP 04.6000 05/15/2028 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%
PERKINELMER INC 0.01%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.01%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.01%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.01%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.01%
PETROLEOS MEXICANOS USD 03.5000 01/30/2023 0.01%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.01%
PFIZER INC 03.0000 12/15/2026 0.01%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
PNC BANK NA 02.0000 05/19/2020 0.01%
PQ CORP P/P 144A 05.7500 12/15/2025 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%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.01%
REINSURANCE GROUP OF AMERICA 0.01%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.01%
REPO TRIPA TREAS 1.99 10/09/2018 0.01%
REPO TRIPA TREAS 2.2 10/01/2018 0.01%
REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 0.01%
REPUBLIC SERVICES INC 03.9500 05/15/2028 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 06/25/19 BA 0.01%
RJHI AB R US0001M P 08/06/19 BA 0.01%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.01%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.01%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.01%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 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%
SALESFORCE.COM INC 03.7000 04/11/2028 0.01%
SAMBA AB R US0001M P 09/12/19 BA 0.01%
SAMBA AB R US0001M P 09/21/19 BA 0.01%
SCHRODERS PLC 0.01%
SESI LLC 07.7500 09/15/2024 0.01%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.01%
SHIRE ACQ INV IE 03.2000 09/23/2026 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%
SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 0.01%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.01%
SOUTH32 LTD 0.01%
SPRINGLEAF FINANCE CORP 06.1250 05/15/2022 0.01%
SPRINT CORP 07.1250 06/15/2024 0.01%
SPRINT CORP 07.2500 09/15/2021 0.01%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.01%
STACR 2014-DN4 M3 06.7658 10/25/2024 0.01%
STARWOOD PROP TR 04.7500 03/15/2025 0.01%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.01%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.01%
STOCKLAND 0.01%
SWIRE PROPERTIES LTD 0.01%
T-MOBILE USA INC 05.3750 04/15/2027 0.01%
T-MOBILE USA INC 06.3750 03/01/2025 0.01%
TAISHO PHARMACEUTICAL HOLDIN 0.01%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.01%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.01%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.01%
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%
TOPIX INDX FUTR DEC18 TPZ8 0.01%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.01%
TOYOTA MOTOR CREDIT CORP 02.0000 10/24/2018 0.01%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.01%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.01%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.01%
TREASURY BILL 00.0000 10/04/2018 0.01%
TREASURY BILL 00.0000 12/13/2018 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 AG LONDON P/P 144A 02.2000 06/08/2020 0.01%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.01%
UBSBB 2012-C2 D P/P 144A 05.0497 05/10/2063 0.01%
UDR INC 0.01%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
US FOODS HOLDING CORP 0.01%
USD/CNH CALL 7.00 20190404 GSFX 0.01%
USG CORP P/P 144A 04.8750 06/01/2027 0.01%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.01%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.01%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.01%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.01%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.01%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.01%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.01%
WALMART INC 93114FK94 DCP 10/09/2018 0.01%
WAMU 2004-AR13 A2B 03.0958 11/25/2034 0.01%
WAMU 2005-AR1 A2A1 02.8958 01/25/2045 0.01%
WAMU 2005-AR8 2A1A 02.7958 07/25/2045 0.01%
WARNER MEDIA LLC 03.8000 02/15/2027 0.01%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.01%
WBCMT 2005-C21 D 05.4168 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%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.01%
WFCM 2013-LC12 AS 04.4226 07/15/2046 0.01%
WFCM 2013-LC12 C 04.4226 07/15/2046 0.01%
WFRBS 2011-C3 D P/P 144A 05.8645 03/15/2044 0.01%
WFRBS 2011-C5 E P/P 144A 05.8616 11/15/2044 0.01%
WFRBS 2012-C10 AS 03.2410 12/15/2045 0.01%
WFRBS 2012-C10 D P/P 144A 04.5903 12/15/2045 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 2013-C18 AS 04.3870 12/15/2046 0.01%
WFRBS 2014-C19 AS 04.2710 03/15/2047 0.01%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.01%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.01%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.01%
ZAYO GROUP HOLDINGS INC 0.01%
ZOETIS INC 03.9000 08/20/2028 0.01%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
21ST CENTURY FOX AMERICA 03.0000 09/15/2022 0.00%
3.05 R ISWP FWD US0003M P 12/19/2020 0.00%
3.10 R ISWP FWD US0003M P 12/19/2023 0.00%
3.15 R ISWP FWD US0003M P 12/19/2028 0.00%
3.20 R ISWP FWD US0003M P 12/19/2048 0.00%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
ABN AMRO FUNDING USA LLC 00084CLD2 DCP 11/13/2018 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AES CORP/THE 05.5000 04/15/2025 0.00%
AIR LEASE CORP 02.5000 03/01/2021 0.00%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.00%
AKORN INC 0.00%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.00%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
AMC ENT HOLDIN 05.8750 11/15/2026 0.00%
AMC ENT HOLDIN 06.1250 05/15/2027 0.00%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.00%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.00%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 0.00%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.00%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.00%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.00%
AMGEN INC 03.4500 10/01/2020 0.00%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.00%
ANTERO RESOURCES 05.3750 11/01/2021 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.00%
APACHE CORPORATION 03.2500 04/15/2022 0.00%
APPALACHIAN POWER CO 04.6000 03/30/2021 0.00%
APPLE INC 03.4500 05/06/2024 0.00%
APPLE INC 03.8500 05/04/2043 0.00%
ARAMARK 0.00%
ARC PROP OPER PART L 04.6000 02/06/2024 0.00%
ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 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%
ASTRAZENECA PLC USD 06.4500 09/15/2037 0.00%
AT&T INC 03.4000 05/15/2025 0.00%
AT&T INC 04.7500 05/15/2046 0.00%
AT&T INC 05.8000 02/15/2019 0.00%
ATLANTIC ASSET SECURITIZATION 04821ULT7 DCP 11/27/2018 0.00%
AUD/USD 10/17/2018 BANKAM 0.00%
AUD/USD 10/17/2018 CITI 0.00%
AUD/USD 10/17/2018 CSI-FX 0.00%
AUD/USD 10/17/2018 HSBCB 0.00%
AUD/USD 10/17/2018 JPMCB 0.00%
AUD/USD 10/17/2018 RBSF 0.00%
AUD/USD 10/17/2018 SSBT 0.00%
AUD/USD 10/17/2018 UBS 0.00%
AUD/USD 10/17/2018 WPAC 0.00%
AUSTRALIA & NEW ZEALAND BANKI 02.3638 03/07/2019 0.00%
AUSTRALIA & NEW ZEALAND BANKI 05253CMH6 DCP 12/17/2018 0.00%
AUSTRALIA & NEW ZEALAND BANKI 05253CR57 DCP 04/05/2019 0.00%
AUSTRALIA & NEW ZEALAND BANKING GRP LTD -2.42025 10/16/2018 0.00%
AUSTRALIAN DOLLAR ACCOUNT 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
AUTONATION INC. 05.5000 02/01/2020 0.00%
AVAYA HOLDINGS CORP 0.00%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.00%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BANK OF AMERICA CORP 2.49025 10/03/2018 0.00%
BANK OF AMERICA NA 02.3784 01/16/2019 0.00%
BANK OF AMERICA NA 02.5000 04/04/2019 0.00%
BANK OF MONTREAL CHICAGO 02.4858 02/25/2019 0.00%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.00%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.00%
BARCLAYS BANK PLC CCP 06742QNT5 DCP 10/29/2018 0.00%
BARCLAYS BANK, PLC 06742QPT3 DCP 10/12/2018 0.00%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.00%
BAUSCH HLTH COS INC P/P 144A 05.8750 05/15/2023 0.00%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.00%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.00%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.00%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.00%
BB&T CORP 0.00%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.00%
BEDFORD ROW FUNDING CORP 07644BPM8 DCP 02/21/2019 0.00%
BEDFORD ROW FUNDING CORP 2.31025 11/05/2018 0.00%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.00%
BERKSHIRE HATHAWAY INC-CL B 0.00%
BERRY GLOBAL INC 05.1250 07/15/2023 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.00%
BIOGEN INC 03.6250 09/15/2022 0.00%
BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 0.00%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.00%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.00%
BOYD GAMING CORP 06.0000 08/15/2026 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
BOYNE USA INC P/P 144A 07.2500 05/01/2025 0.00%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.00%
BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.00%
BRAZILIAN REAL CALL ACCOUNT 0.00%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.00%
BRIGHT HORIZONS FAMILY SOLUT 0.00%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 10/17/2018 BANKAM 0.00%
CAD/USD 10/17/2018 CITI 0.00%
CAD/USD 10/17/2018 GSFX 0.00%
CAD/USD 10/17/2018 JPMCB 0.00%
CAD/USD 10/17/2018 SSBT 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.00%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CALPINE CORPORATION 05.7500 01/15/2025 0.00%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.00%
CANADIAN IMP BK COMM NY 02.4822 12/28/2018 0.00%
CANADIAN IMP BK COMM NY 02.4860 08/01/2019 0.00%
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CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.BB.6 2063-05-11 500.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
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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 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
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FAIRWAY FINANCE CO LLC 30601WKN8 DCP 10/22/2018 0.00%
FEDEX CORP 02.6250 08/01/2022 0.00%
FHR 3829 AS IO 04.7916 03/15/2041 0.00%
FHR 4096 MI IO 04.0000 01/15/2042 0.00%
FHR 4546 PI IO 04.0000 12/15/2045 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%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.00%
FIRSTENERGY CORP 03.9000 07/15/2027 0.00%
FIRSTENERGY CORP 04.8500 07/15/2047 0.00%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.00%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 0.00%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.00%
FORTERRA TL L+300 05.0759 10/25/2023 0.00%
FRAC TECH INTL TLB L+475 06.8259 04/16/2021 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%
FRONTIER COMM 10.5000 09/15/2022 0.00%
FRONTIER COMM 11.0000 09/15/2025 0.00%
FUJITSU LTD 0.00%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.00%
GATES GLOBAL TLB L+275 05.0844 03/31/2024 0.00%
GBP/USD 12/19/2018 BANKAM 0.00%
GBP/USD 12/19/2018 BCAP-FX 0.00%
GBP/USD 12/19/2018 CITI 0.00%
GBP/USD 12/19/2018 GSFX 0.00%
GBP/USD 12/19/2018 HSBCB 0.00%
GBP/USD 12/19/2018 JPMCB 0.00%
GBP/USD 12/19/2018 SSBT 0.00%
GBP/USD 12/19/2018 UBS 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%
GENPACT LTD 0.00%
GFL ENVIRONMENTAL DD L+275 05.1050 05/31/2025 0.00%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.00%
GFL ENVIRONMENTAL TLB L+275 05.1050 05/31/2025 0.00%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.00%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.00%
GMAC CAPITAL TRUST I PCT 08.0987 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 03.9416 07/16/2043 0.00%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.00%
GNR 2015-H25 BI IO 01.5389 10/20/2065 0.00%
GNR 2015-H26 EI IO 01.7196 10/20/2065 0.00%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.00%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.00%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.00%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.00%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.00%
GSMS 2014-GC24 XA IO 00.9455 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 11/19/2018 BANKAM 0.00%
HKD/USD 11/19/2018 BCAP-FX 0.00%
HOME DEPOT INC 02.6250 06/01/2022 0.00%
HONEYWELL INTERNATIONAL 04.2500 03/01/2021 0.00%
HONEYWELL INTL 03.8120 11/21/2047 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
HSBC BANK PLC - 11/05/2018 2.29025 11/05/2018 0.00%
HSBC USA INC - 07/05/2019 02.4338 07/05/2019 0.00%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.00%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.00%
HYATT HOTELS CORP 04.8500 03/15/2026 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%
IDR/USD 12/19/2018 HSBCB 0.00%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.00%
INDIAN RUPEE CALL ACCOUNT 0.00%
INFOR US INC 06.5000 05/15/2022 0.00%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.00%
INTERCONTINENTAL EXCHANGE IN 0.00%
INTERNATIONAL BUSINESS MACHIN 45920GMK9 DCP 12/19/2018 0.00%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.00%
INTUITIVE SURGICAL INC 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.11 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.FN30.400.13 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 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 07.5094 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 00.9627 01/15/2047 0.00%
JPMBB 2014-C19 XA IO 01.2775 04/15/2047 0.00%
JPMCC 2013-LC11 X IO 01.4127 04/15/2046 0.00%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.00%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.00%
JPY/USD 11/19/2018 BANKAM 0.00%
JPY/USD 11/19/2018 BCAP-FX 0.00%
JPY/USD 11/19/2018 CITI 0.00%
JPY/USD 11/19/2018 CSI-FX 0.00%
JPY/USD 11/19/2018 GSFX 0.00%
JPY/USD 11/19/2018 HSBCB 0.00%
JPY/USD 11/19/2018 JPMCB 0.00%
JPY/USD 11/19/2018 RBSF 0.00%
JPY/USD 11/19/2018 SSBT 0.00%
JPY/USD 11/19/2018 UBS 0.00%
KEANE GROUP TLB L+375 06.0794 05/25/2025 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 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%
KOREAN WON CALL ACCOUNT 0.00%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.00%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.7710 09/15/2039 0.00%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.00%
LENNAR CORP 04.7500 11/15/2022 0.00%
LIBERTY EXPEDIA HOLD-A 0.00%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.00%
LIBERTY STREET FUNDING LLC 53127UKA7 DCP 10/10/2018 0.00%
LIBERTY STREET FUNDING LLC 53127UL16 DCP 11/01/2018 0.00%
LIBERTY STREET FUNDING LLC 53127UM72 DCP 12/07/2018 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%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.00%
LLOYDS BANK PLC 02.3638 12/07/2018 0.00%
LLOYDS BANK PLC 53943SLM7 DCP 11/21/2018 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%
MANHATTAN ASSET FUNDING CO LL 56274MKK7 DCP 10/19/2018 0.00%
MARATHON PETRO CORP 06.5000 03/01/2041 0.00%
MARRIOTT INTERNATIONAL -CL A 0.00%
MASTEC INC 04.8750 03/15/2023 0.00%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 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 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%
METLIFE SHORT TERM FUNDING LL 59157ULE8 DCP 11/14/2018 0.00%
METLIFE SHORT TERM FUNDING LL 59157ULL2 DCP 11/20/2018 0.00%
METLIFE SHORT TERM FUNDING LL 59157ULW8 DCP 11/30/2018 0.00%
METTLER-TOLEDO INTERNATIONAL 0.00%
MFA FINANCIAL INC 0.00%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.00%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.00%
MGM RESORTS INTL 06.6250 12/15/2021 0.00%
MGM RESORTS INTL 08.6250 02/01/2019 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MHL 2005-1 1M1 02.9358 02/25/2035 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%
MITSUBISHI UFJ TRUST & BANKIN 02.2600 11/13/2018 0.00%
MIZUHO BANK LTD/NY 02.2738 12/03/2018 0.00%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.00%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.00%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.00%
MSBAM 2013-C8 B 03.6970 12/15/2048 0.00%
MSBAM 2014-C17 XA IO 01.3487 08/15/2047 0.00%
MSC 2012-C4 XA IO P/P 144A 02.2677 03/15/2045 0.00%
MWO HOLDINGS LLC 0.00%
NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.00%
NATIONAL AUSTRALIA BANK LTD 02.3338 08/02/2019 0.00%
NATIONAL AUSTRALIA BANK LTD 02.3438 04/11/2019 0.00%
NATIONAL AUSTRALIA BANK LTD 63254FL54 DCP 11/05/2018 0.00%
NATIONAL BANK OF CANADA - 2.34025 01/18/2019 0.00%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.00%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.00%
NATIONWIDE BUILDING SOCIETY 6385E1MH1 DCP 12/17/2018 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.00%
NEIMAN MARCUS TL L+325 05.3703 10/25/2020 0.00%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.00%
NETFLIX INC P/P 144A 05.8750 11/15/2028 0.00%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.00%
NEVADA POWER CO 07.1250 03/15/2019 0.00%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.00%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.00%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 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 12/19/2018 JPMCB 0.00%
NOK/USD 12/19/2018 RBSF 0.00%
NOK/USD 12/19/2018 SSBT 0.00%
NOK/USD 12/19/2018 UBS 0.00%
NORDEA BANK AB NEW YORK 02.3819 05/21/2019 0.00%
NORDEA BANK AB NEW YORK 02.5344 03/14/2019 0.00%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.00%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.00%
NRG ENERGY INC 07.2500 05/15/2026 0.00%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.00%
NRW BANK 62939MKB2 DCP 10/11/2018 0.00%
NRW BANK 62939MM46 DCP 12/04/2018 0.00%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.00%
NUTRIEN LTD USD 05.2500 01/15/2045 0.00%
NZD/USD 10/17/2018 CSI-FX 0.00%
NZD/USD 10/17/2018 GSFX 0.00%
NZD/USD 10/17/2018 JPMCB 0.00%
NZD/USD 10/17/2018 RBSF 0.00%
NZD/USD 10/17/2018 SSBT 0.00%
NZD/USD 10/17/2018 UBS 0.00%
NZD/USD 10/17/2018 WPAC 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.00%
OLD LINE FUNDING LLC 67984XEJ1 DCP 12/13/2018 0.00%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 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%
ORACLE CORP 02.6500 07/15/2026 0.00%
ORACLE CORP 03.2500 11/15/2027 0.00%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.00%
ORTHO-CLINICAL TLB L+325 06/01/2025 0.00%
ORYX TLB L+325 05.2672 02/28/2025 0.00%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.00%
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 04.5000 01/23/2026 0.00%
PETROLEOS MEXICANOS USD 04.8750 01/24/2022 0.00%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PIEDMONT OFFICE REALTY TRU-A 0.00%
PLATFORM SPECIALTY P/P 144A 06.5000 02/01/2022 0.00%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.00%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.00%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 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 05.5000 03/01/2026 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%
RABOBANK NEDERLAND NV NY 02.2900 12/17/2018 0.00%
RACKSPACE HOSTING INC L+300 05.3482 11/03/2023 0.00%
RANGE RESOURCES CORP 05.0000 03/15/2023 0.00%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REGENCY MARKETS NO. 1 LLC 7588R1K95 DCP 10/09/2018 0.00%
REGENCY MARKETS NO. 1 LLC 7588R1KB0 DCP 10/11/2018 0.00%
REVLON CONS TLB L+350 05.8103 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 NY 02.3505 12/07/2018 0.00%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.00%
ROYAL BANK OF CANADA/NEW YORK 02.4700 03/01/2019 0.00%
S&P GLOBAL INC 04.4000 02/15/2026 0.00%
S&P MID 400 EMINI DEC18 FAZ8 0.00%
S&P500 EMINI FUT DEC18 ESZ8 0.00%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.00%
SANDRIDGE ENERGY INC 0.00%
SCOTTS MIRACLE-GRO CO 0.00%
SEK/USD 12/19/2018 BANKAM 0.00%
SEK/USD 12/19/2018 CITI 0.00%
SEK/USD 12/19/2018 CSI-FX 0.00%
SEK/USD 12/19/2018 GSFX 0.00%
SEK/USD 12/19/2018 HSBCB 0.00%
SEK/USD 12/19/2018 JPMCB 0.00%
SEK/USD 12/19/2018 RBSF 0.00%
SEK/USD 12/19/2018 SSBT 0.00%
SEK/USD 12/19/2018 UBS 0.00%
SERVICE CORP INTL 05.3750 01/15/2022 0.00%
SERVICE CORP INTL 05.3750 05/15/2024 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 0.00%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.00%
SGD/USD 11/19/2018 JPMCB 0.00%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.00%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.00%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.00%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.00%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.00%
SKANDINAV ENSKILDA BK NY 02.4884 10/17/2018 0.00%
SKANDINAV ENSKILDA BK NY USD 02.2403 03/06/2019 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%
SOCIETE GENERALE SA 83369CKX1 DCP 10/31/2018 0.00%
SOUTH AFRICAN RAND CALL ACCOUNT 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%
SPIRIT MTA REIT 0.00%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.00%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.00%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
SPRINT CORP 07.8750 09/15/2023 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%
SUMITOMO MITSUI BANK NY 02.3426 11/09/2018 0.00%
SVENSKA HANDELSBANKEN NY 02.4038 02/04/2019 0.00%
SVENSKA HANDELSBANKEN NY 02.4126 07/08/2019 0.00%
SWEDBANK (NEW YORK) 02.3203 11/06/2018 0.00%
SWEDBANK AB 87019SLG7 DCP 11/16/2018 0.00%
SWISS FRANC CALL ACCOUNT 0.00%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.00%
T-MOBILE USA INC 04.5000 02/01/2026 0.00%
T-MOBILE USA INC 04.7500 02/01/2028 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 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 06.0000 10/01/2020 0.00%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.00%
TENNANT CO 05.6250 05/01/2025 0.00%
TENNECO INC 05.3750 12/15/2024 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%
THUNDER BAY FUNDING LLC 88603GKF6 DCP 11/27/2018 0.00%
THUNDER BAY FUNDING LLC 88603GKH2 DCP 12/03/2018 0.00%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
TORONTO-DOMINION BANK/THE 2.34025 01/11/2019 0.00%
TORONTO-DOMINION BANK/THE 2.36025 02/08/2019 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSDIGM INC 06.5000 07/15/2024 0.00%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.00%
TREASURY BILL 00.0000 11/23/2018 0.00%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.00%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.00%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
TRONOX INC P/P 144A 06.5000 04/15/2026 0.00%
TXU TCEH RIGHTS 0.00%
UAE DIRHAM CALL ACCOUNT 0.00%
UBS AG/LONDON - 04/25/2019 02.3236 04/25/2019 0.00%
UBS AG/LONDON - 11/13/2018 02.4138 11/13/2018 0.00%
UBSBB 2012-C3 C P/P 144A 05.2094 08/10/2049 0.00%
UBSBB 2012-C4 XA IO P/P 144A 01.7920 12/10/2045 0.00%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.00%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.00%
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 04.8259 03/15/2024 0.00%
US 10YR NOTE (CBT)DEC18 TYZ8 0.00%
US 2YR NOTE (CBT) DEC18 TUZ8 0.00%
US 5YR NOTE (CBT) DEC18 FVZ8 0.00%
US BANK NA/CINCINNATI OH 02.2173 05/13/2019 0.00%
US BANK NA/CINCINNATI OH 02.2538 07/03/2019 0.00%
US LONG BOND(CBT) DEC18 USZ8 0.00%
US TREASURY FRN 02.2351 07/31/2020 0.00%
US ULTRA BOND CBT DEC18 WNZ8 0.00%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.00%
USD/CNH CALL 7.20 20190404 GSFX 0.00%
USG CORP P/P 144A 05.5000 03/01/2025 0.00%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 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%
VICTORY RECEIVABLES CORP 92646LK90 DCP 10/09/2018 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 03.1958 11/25/2034 0.00%
WAMU 2005-AR1 A1B 02.9958 01/25/2045 0.00%
WAMU 2005-AR1 A2A3 03.0158 01/25/2045 0.00%
WAMU 2005-AR13 A1B3 02.5758 10/25/2045 0.00%
WAMU 2005-AR19 A1A2 02.5058 12/25/2045 0.00%
WAMU 2005-AR2 1A1A 02.5458 01/25/2045 0.00%
WAMU 2005-AR2 1A1B 02.6058 01/25/2045 0.00%
WAMU 2005-AR2 2A1B 02.5858 01/25/2045 0.00%
WAMU 2005-AR2 2A2B 02.5958 01/25/2045 0.00%
WAMU 2005-AR8 2AB3 02.9358 07/25/2045 0.00%
WAMU 2006-AR4 1A1A 02.6867 05/25/2046 0.00%
WARNER MEDIA LLC 02.9500 07/15/2026 0.00%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEATHERFORD INTL LLC P/P 144A 09.8750 03/01/2025 0.00%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.00%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.00%
WELLS FARGO BANK NA 02.3784 11/15/2018 0.00%
WELLS FARGO BANK NA 02.4084 11/16/2018 0.00%
WESTPAC BANKING CORP 2.32025 01/03/2019 0.00%
WESTPAC BANKING CORP NY 02.4395 03/05/2019 0.00%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.00%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.00%
WESTROCK MWV LLC 07.9500 02/15/2031 0.00%
WESTROCK MWV LLC 08.2000 01/15/2030 0.00%
WEYERHAEUSER CO 07.3750 03/15/2032 0.00%
WFCM 2016-LC25 XA IO 01.2206 12/15/2059 0.00%
WFMBS 2005-AR10 1A2 04.2889 06/25/2035 0.00%
WFMBS 2005-AR8 1A2 04.2605 06/25/2035 0.00%
WFRBS 2011-C4 E P/P 144A 05.3975 06/15/2044 0.00%
WFRBS 2012-C10 XA IO P/P 144A 01.7164 12/15/2045 0.00%
WFRBS 2012-C9 XA IO P/P 144A 02.0476 11/15/2045 0.00%
WFRBS 2013-C15 D P/P 144A 04.6207 08/15/2046 0.00%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.00%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.00%
WILEY (JOHN) & SONS-CLASS A 0.00%
WINDSTREAM SRVC / P/P 144A 09.0000 06/30/2025 0.00%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.00%
WP CAREY INC 04.6000 04/01/2024 0.00%
WPX ENERGY INC 05.7500 06/01/2026 0.00%
WPX ENERGY INC 06.0000 01/15/2022 0.00%
WPX ENERGY INC 08.2500 08/01/2023 0.00%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.00%
WYNDHAM DESTINATIONS INC 05.7500 04/01/2027 0.00%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.00%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.00%
MEXICAN PESO CALL ACCOUNT -0.01%
RU10INTR P US0003M R 11/27/18 CI -0.02%
POUND STERLING CALL ACCOUNT -0.03%
CDX CDX.NA.HY.31 500.0 12/20/2023 -0.04%
EMIN RUSSELL 2000 DEC18 RTYZ8 -0.07%
FNMA FN30 TBA 03.0000 10/01/2048 -0.10%

Prior top holdings

Top holdings as of 10/31/18
Putnam Retirement Advantage GAA Growth Trust 76.12%
Putnam Retirement Advantage GAA All Equities Trust 23.44%
Putnam Retirement Advantage GAA Money Market Trust 0.49%
Top holdings as of 09/30/18
Putnam Retirement Advantage GAA Growth Trust 75.93%
Putnam Retirement Advantage GAA All Equities Trust 23.78%
Putnam Retirement Advantage GAA Money Market Trust 0.33%
Top holdings as of 08/31/18
Putnam Retirement Advantage GAA Growth Trust 75.88%
Putnam Retirement Advantage GAA All Equities Trust 23.78%
Putnam Retirement Advantage GAA Money Market Trust 0.39%
Top holdings as of 07/31/18
Putnam Retirement Advantage GAA Growth Trust 75.88%
Putnam Retirement Advantage GAA All Equities Trust 23.73%
Putnam Retirement Advantage GAA Money Market Trust 0.44%

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.