Retirement Advantage 2050 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 $16.91
0.42% | $0.07
$17.72
09/21/18
$14.53
12/24/18
Historical fund price

Fund facts as of 04/30/19

Total net assets
$348.65M
Turnover (fiscal year end)
43%
Dividend frequency
--
Number of holdings
3
Fiscal year-end
September
CUSIP / Fund code
746751106 / 2009
Inception date
01/03/08
Class I  
Category
Target Date
Open to new investors
Ticker
--

Management team

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


Manager commentary | Q1 2019

Bonds maintain role as diversifier

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



Performance

  • Total return (%) as of 03/31/19

  • Annual performance as of 03/31/19

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

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
At net asset value 2.84% 10.44% 7.52% 13.82%
Custom Retirement Advantage 2050 Index 5.33%11.38%7.98%13.70%

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

Performance snapshot

  At net asset value  
1 mt. as of 04/30/19 3.05%
YTD as of 05/24/19 10.74%

Risk-adjusted performance as of 04/30/19

Sharpe ratio (3 yrs.) 1.03

Volatility as of 04/30/19

Standard deviation (3 yrs.) 9.81%

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

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

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


Holdings

Top holdings as of 04/30/19

Putnam Retirement Advantage GAA Growth Trust 55.43%
Putnam Retirement Advantage GAA All Equities Trust 44.16%
Putnam Retirement Advantage GAA Money Market Trust 0.45%

Full portfolio holdings as of 03/31/19

S&P500 EMINI FUT JUN19 ESM9 5.99%
E-MINI RUSS 2000 JUN19 RTYM9 5.36%
CGPUTQL2 R US0003M P 11/26/19 CI 2.71%
ALPHABET INC-CL A 2.13%
SPDR S&P 500 ETF TRUST 1.90%
CDX CDX.NA.HY.32 500.0 06/20/2024 1.56%
JPMORGAN CHASE & CO 1.50%
CDX CDX.NA.IG.32 100.0 06/20/2024 1.44%
CISCO SYSTEMS INC 1.28%
VERIZON COMMUNICATIONS INC 1.23%
APPLE INC 1.19%
BOEING CO/THE 1.18%
AMAZON.COM INC 1.10%
CHEVRON CORP 1.10%
CITIGROUP INC 1.06%
MICROSOFT CORP 1.04%
ORACLE CORP 1.03%
INTL BUSINESS MACHINES CORP 1.01%
STARBUCKS CORP 1.01%
HOME DEPOT INC 0.97%
COCA-COLA CO/THE 0.85%
ADOBE INC 0.84%
US 5YR NOTE (CBT) JUN19 FVM9 0.79%
JOHNSON & JOHNSON 0.76%
LOWES COMPANIES INC 0.76%
ABBOTT LABORATORIES 0.68%
MEDTRONIC PLC 0.68%
AMGEN INC 0.64%
FACEBOOK INC-CLASS A 0.62%
MERCK & CO. INC. 0.62%
INTUIT INC 0.61%
CONOCOPHILLIPS 0.60%
PEPSICO INC 0.60%
HONEYWELL INTERNATIONAL INC 0.59%
ISHARES MSCI EAFE ETF 0.57%
AUTOMATIC DATA PROCESSING 0.52%
XILINX INC 0.52%
NXP SEMICONDUCTORS NV 0.51%
S&P MID 400 EMINI JUN19 FAM9 0.50%
LOCKHEED MARTIN CORP 0.49%
US ULTRA BOND CBT JUN19 WNM9 0.49%
MONDELEZ INTERNATIONAL INC-A 0.48%
WALGREENS BOOTS ALLIANCE INC 0.47%
EXELON CORP 0.42%
METLIFE INC 0.42%
MORGAN STANLEY 0.41%
WALMART INC 0.41%
DELTA AIR LINES INC 0.39%
PROCTER & GAMBLE CO/THE 0.39%
UNITED CONTINENTAL HOLDINGS 0.38%
BOOKING HOLDINGS INC 0.37%
ABBVIE INC 0.36%
PHILLIPS 66 0.36%
SYSCO CORP 0.36%
VALERO ENERGY CORP 0.36%
PFIZER INC 0.35%
ROCHE HOLDING AG-GENUSSCHEIN 0.34%
LYONDELLBASELL INDU-CL A 0.33%
WASTE MANAGEMENT INC 0.33%
BIOGEN INC 0.32%
BROADCOM INC 0.32%
NORFOLK SOUTHERN CORP 0.32%
CUMMINS INC 0.31%
ROSS STORES INC 0.30%
KLA-TENCOR CORP 0.29%
AGILENT TECHNOLOGIES INC 0.28%
ALIBABA GROUP HOLDING-SP ADR 0.28%
FORTINET INC 0.28%
INGERSOLL-RAND PLC 0.28%
PRUDENTIAL FINANCIAL INC 0.28%
OMNICOM GROUP 0.27%
CAPITAL ONE FINANCIAL CORP 0.26%
PUBLIC SERVICE ENTERPRISE GP 0.26%
TOTAL SA 0.26%
UNITEDHEALTH GROUP INC 0.26%
E*TRADE FINANCIAL CORPORATION 0.25%
GLAXOSMITHKLINE PLC 0.25%
MCKESSON CORP 0.25%
ALLIANZ SE-REG 0.24%
GNMA GII30 MA4837 03.5000 11/20/2047 0.24%
RIO TINTO PLC 0.24%
SPDR S&P MIDCAP 400 ETF TRST 0.24%
SYNCHRONY FINANCIAL 0.24%
TENCENT HOLDINGS LTD 0.24%
GNMA GII30 MA4652 03.5000 08/20/2047 0.23%
HILTON WORLDWIDE HOLDINGS IN 0.23%
AMERIPRISE FINANCIAL INC 0.22%
CENTENE CORP 0.22%
CITIZENS FINANCIAL GROUP 0.22%
DARDEN RESTAURANTS INC 0.22%
FNMA FN30 TBA 04.0000 04/01/2049 0.22%
GILEAD SCIENCES INC 0.22%
HERSHEY CO/THE 0.22%
NOVARTIS AG-REG 0.22%
AFLAC INC 0.21%
COMERICA INC 0.21%
DISCOVER FINANCIAL SERVICES 0.21%
ELI LILLY & CO 0.21%
MARATHON PETROLEUM CORP 0.21%
F5 NETWORKS INC 0.20%
GOLDMAN SACHS GROUP INC 0.20%
ROCKWELL AUTOMATION INC 0.20%
US LONG BOND(CBT) JUN19 USM9 0.20%
ALLERGAN PLC 0.19%
ALLSTATE CORP 0.19%
CADENCE DESIGN SYS INC 0.19%
FREEPORT-MCMORAN INC 0.19%
HARTFORD FINANCIAL SVCS GRP 0.19%
ISHARES MSCI EMERGING MARKET 0.19%
CARDINAL HEALTH INC 0.18%
CENTERPOINT ENERGY INC 0.18%
CENTRAL JAPAN RAILWAY CO 0.18%
CK ASSET HOLDINGS LTD 0.18%
ENI SPA 0.18%
FNMA FN15 TBA 03.0000 04/01/2034 0.18%
FNMA FN30 MA3306 04.0000 03/01/2048 0.18%
FOOT LOCKER INC 0.18%
HITACHI LTD 0.18%
IMPERIAL BRANDS PLC 0.18%
MACQUARIE GROUP LTD 0.18%
TAIWAN SEMICONDUCTOR MANUFAC 0.18%
TREASURY BILL 0.18%
TREASURY BILL 0.18%
VOLVO AB-B SHS 0.18%
AGNC INVESTMENT CORP 0.17%
FNMA FN30 MA3238 03.5000 01/01/2048 0.17%
HERMES INTERNATIONAL 0.17%
HOYA CORP 0.17%
KONINKLIJKE AHOLD DELHAIZE N 0.17%
LEGAL & GENERAL GROUP PLC 0.17%
NRG ENERGY INC 0.17%
PARTNERS GROUP HOLDING AG 0.17%
PEUGEOT SA 0.17%
SAMSUNG ELECTRONICS CO LTD 0.17%
SUMITOMO MITSUI FINANCIAL GR 0.17%
BROADRIDGE FINANCIAL SOLUTIO 0.16%
CF INDUSTRIES HOLDINGS INC 0.16%
COCA-COLA EUROPEAN PARTNERS 0.16%
DELL TECHNOLOGIES -C 0.16%
ELECTRONIC ARTS INC 0.16%
L OREAL 0.16%
MIZUHO FINANCIAL GROUP INC 0.16%
SANDVIK AB 0.16%
ASTELLAS PHARMA INC 0.15%
EQUINOR ASA 0.15%
FNMA FN30 BK5238 04.0000 05/01/2048 0.15%
HCA HEALTHCARE INC 0.15%
KEYSIGHT TECHNOLOGIES IN 0.15%
LINCOLN NATIONAL CORP 0.15%
MOLSON COORS BREWING CO -B 0.15%
NESTLE SA-REG 0.15%
SHIONOGI & CO LTD 0.15%
SONY CORP 0.15%
AES CORP 0.14%
AIA GROUP LTD 0.14%
AMADEUS IT GROUP SA 0.14%
ANGLO AMER PLC 0.14%
AVALONBAY COMMUNITIES INC 0.14%
AVIVA PLC 0.14%
BASF SE 0.14%
BRISTOL-MYERS SQUIBB CO 0.14%
LAS VEGAS SANDS CORP 0.14%
ORIX CORP 0.14%
PACKAGING CORP OF AMERICA 0.14%
PERSIMMON PLC 0.14%
PING AN INSURANCE GROUP CO-H 0.14%
TAISEI CORP 0.14%
VICI PROPERTIES INC 0.14%
ACS ACTIVIDADES 0.13%
AENA SME SA 0.13%
AMETEK INC 0.13%
BERRY GLOBAL GROUP INC 0.13%
DISCOVERY INC - A 0.13%
EXXON MOBIL CORP 0.13%
HANG SENG BANK LTD 0.13%
INTEL CORP 0.13%
LLOYDS BANKING GROUP PLC 0.13%
MITSUI AND CO LTD 0.13%
PINNACLE WEST CAPITAL 0.13%
ROYAL DUTCH SHELL PLC-B SHS 0.13%
ABN AMRO GROUP NV-CVA 0.12%
CBRE GROUP INC - A 0.12%
DEUTSCHE TELEKOM AG-REG 0.12%
ENDESA S.A. 0.12%
ENEL SPA 0.12%
EVERGY INC 0.12%
FNMA FN30 TBA 06.0000 04/01/2049 0.12%
HD SUPPLY HOLDINGS INC 0.12%
HDFC BANK LIMITED 0.12%
HUNTSMAN CORP 0.12%
INTL CONSOLIDATED AIRLINE-DI 0.12%
JUNIPER NETWORKS INC 0.12%
MARUBENI CORP 0.12%
RESONA HOLDINGS INC 0.12%
SANOFI 0.12%
TELENOR ASA 0.12%
TRIPADVISOR INC 0.12%
ZEBRA TECHNOLOGIES CORP-CL A 0.12%
ZOETIS INC 0.12%
ASHTEAD GROUP PLC 0.11%
BT GROUP PLC 0.11%
CDW CORP/DE 0.11%
DOVER CORP 0.11%
FHLMC FH30G G08814 04.0000 05/01/2048 0.11%
LEAR CORP 0.11%
LUKOIL PJSC-SPON ADR 0.11%
NEW RESIDENTIAL INVESTMENT 0.11%
PROLOGIS INC 0.11%
REPUBLIC SERVICES INC 0.11%
TOYOTA MOTOR CORP 0.11%
TREASURY BILL 0.11%
UGI CORP 0.11%
UPM-KYMMENE OYJ 0.11%
WELLS FARGO & CO 0.11%
WOLTERS KLUWER 0.11%
XEROX CORP 0.11%
3I GROUP PLC 0.10%
ATHENE HOLDING LTD-CLASS A 0.10%
DEVON ENERGY CORP 0.10%
FNMA FN30 AL9859 03.0000 03/01/2047 0.10%
RECKITT BENCKISER GROUP PLC 0.10%
UNUM GROUP 0.10%
VISTRA ENERGY CORP 0.10%
WULIANGYE YIBIN 144A/REGS WARRANT 04/12/2019 0.10%
ALLISON TRANSMISSION HOLDING 0.09%
ASPEN TECHNOLOGY INC 0.09%
ASSOCIATED BRITISH FOODS PLC 0.09%
BLUESCOPE STEEL LTD 0.09%
BP PLC 0.09%
BRIXMOR PROPERTY GROUP INC 0.09%
CARLSBERG AS-B 0.09%
CHINA WATER AFFAIRS GROUP 0.09%
CNOOC LTD 0.09%
CREDICORP LTD 0.09%
DUKE REALTY CORP 0.09%
FAURECIA 0.09%
FNMA FN15 AL9468 03.0000 12/01/2031 0.09%
HOLOGIC INC 0.09%
HUMANA INC 0.09%
JAPAN AIRLINES CO LTD 0.09%
MASIMO CORP 0.09%
MEDICAL PROPERTIES TRUST INC 0.09%
MITSUBISHI CORP 0.09%
NASPERS LTD-N SHS 0.09%
NINTENDO CO LTD 0.09%
NTT DATA CORP 0.09%
PENTAIR PLC 0.09%
PETROLEO BRASILEIRO-SPON ADR 0.09%
RAYTHEON COMPANY 0.09%
SL GREEN REALTY CORP 0.09%
STEEL DYNAMICS INC 0.09%
SWEDBANK AB - A SHARES 0.09%
TAYLOR WIMPEY PLC 0.09%
ARRIS INTERNATIONAL PLC 0.08%
CAMDEN PROPERTY TRUST 0.08%
CAPGEMINI SE 0.08%
CHINA MOBILE LTD 0.08%
GAMING AND LEISURE PROPERTIE 0.08%
KAR AUCTION SERVICES INC 0.08%
KDDI CORP 0.08%
NOVO NORDISK A/S-B 0.08%
SOFTBANK GROUP CORP 0.08%
STORE CAPITAL CORP 0.08%
UCB SA 0.08%
ABU DHABI COMMERCIAL BANK 0.07%
ARKEMA 0.07%
BANK TABUNGAN PENSIUNAN NASI 0.07%
BLACK KNIGHT INC 0.07%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.07%
COVESTRO AG 0.07%
FNMA FN30 BC9003 03.0000 11/01/2046 0.07%
FNMA FN30 MA2737 03.0000 09/01/2046 0.07%
HEALTHCARE TRUST OF AME-CL A 0.07%
HILL-ROM HOLDINGS INC 0.07%
INFOSYS LTD 0.07%
JONES LANG LASALLE INC 0.07%
MEDIATEK INC 0.07%
NTT DOCOMO INC 0.07%
PEARSON PLC 0.07%
REINSURANCE GROUP OF AMERICA 0.07%
SCENTRE GROUP 0.07%
SPIRIT REALTY CAPITAL INC 0.07%
SUN HUNG KAI PROPERTIES 0.07%
TELSTRA CORP LTD 0.07%
TREASURY BILL 0.07%
VERTEX PHARMACEUTICALS INC 0.07%
WALT DISNEY CO/THE 0.07%
ALFRESA HOLDINGS CORP 0.06%
ALLIANCE GLOBAL GROUP INC 0.06%
AMERICAN FINANCIAL GROUP INC 0.06%
ANNALY CAPITAL MANAGEMENT IN 0.06%
ARCELORMITTAL 0.06%
ATACADAO DISTRIBUICAO COMERC 0.06%
AUROBINDO PHARMA LTD 0.06%
BAXTER INTERNATIONAL INC 0.06%
CHEMED CORP 0.06%
CHINA CONSTRUCTION BANK-H 0.06%
CLP HOLDINGS LTD 0.06%
EBAY INC 0.06%
ENCOMPASS HEALTH CORP 0.06%
EQUITY LIFESTYLE PROPERTIES 0.06%
FIAT CHRYSLER AUTOMOBILES NV 0.06%
GNMA GII30 MA4586 03.5000 07/20/2047 0.06%
GRUPO BIMBO SAB- SERIES A 0.06%
HENDERSON LAND DEVELOPMENT 0.06%
HIGHWOODS PROPERTIES INC 0.06%
INTERCONTINENTAL EXCHANGE IN 0.06%
LIBERTY PROPERTY TRUST 0.06%
MONETA MONEY BANK AS 0.06%
NIPPON TELEGRAPH & TELEPHONE 0.06%
OMV AG 0.06%
PBF ENERGY INC-CLASS A 0.06%
PROOFPOINT INC 0.06%
SWEDISH MATCH AB 0.06%
TENCENT HOLDINGS LTD-UNS ADR 0.06%
TEXAS INSTRUMENTS INC 0.06%
TJX COMPANIES INC 0.06%
TREASURY BILL 0.06%
TUI AG-DI 0.06%
AMERICAN ELECTRIC POWER 0.05%
AT&T INC 0.05%
AUTOZONE INC 0.05%
AYALA LAND INC 0.05%
BANK OF AMERICA CORP 03.4990 05/17/2022 0.05%
CELANESE CORP 0.05%
CHARLES RIVER LABORATORIES 0.05%
CHINA OVERSEAS LAND & INVEST 0.05%
CK HUTCHISON HOLDINGS LTD 0.05%
COGNIZANT TECH SOLUTIONS-A 0.05%
COMMERCIAL INTL BANK-GDR REG 0.05%
CTCI CORP 0.05%
DINO POLSKA SA 0.05%
EAST WEST BANCORP INC 0.05%
EDELWEISS FINANCIAL SERVICES 0.05%
EQUINIX INC 0.05%
EXTENDED STAY AMERICA INC 0.05%
FIDELITY NATIONAL INFO SERV 0.05%
FNMA FN30 BH7058 03.5000 12/01/2047 0.05%
GENTING SINGAPORE LTD 0.05%
HANA FINANCIAL GROUP 0.05%
ILLUMINA INC 0.05%
JUBILANT FOODWORKS LTD 0.05%
MOL HUNGARIAN OIL AND GAS PL 0.05%
NETEASE INC-ADR 0.05%
NEXT PLC 0.05%
NORTHROP GRUMMAN CORP 0.05%
OCCIDENTAL PETROLEUM CORP 0.05%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.05%
POPULAR INC 0.05%
POYA INTERNATIONAL CO LTD 0.05%
SOUTH32 LTD 0.05%
SPST 2018-5 A 03.1811 09/24/2019 0.05%
STOCKLAND 0.05%
STRAUMANN HOLDING AG-REG 0.05%
SUMITOMO CHEMICAL CO LTD 0.05%
SUNNY FRIEND ENVIRONMENTAL T 0.05%
TELEDYNE TECHNOLOGIES INC 0.05%
TELEPHONE AND DATA SYSTEMS 0.05%
TREASURY BILL 0.05%
US BANCORP 0.05%
YANGZIJIANG SHIPBUILDING 0.05%
ABSA GROUP LTD 0.04%
AFREECATV CO LTD 0.04%
APPLE HOSPITALITY REIT INC 0.04%
BANDAI NAMCO HOLDINGS INC 0.04%
BANK LEUMI LE-ISRAEL 0.04%
BEMIS COMPANY 0.04%
BROOKFIELD PROPERTY REIT I-A 0.04%
CANVEST ENVIRONMENTAL PROTEC 0.04%
CAPRI HOLDINGS LTD 0.04%
CHAILEASE HOLDING CO LTD 0.04%
CIMIC GROUP LTD 0.04%
COBALT 27 CAPITAL CORP 0.04%
COLRUYT SA 0.04%
COSTAR GROUP INC 0.04%
CROWN RESORTS LTD 0.04%
CURTISS-WRIGHT CORP 0.04%
DB INSURANCE CO LTD 0.04%
DEUTSCHE BOERSE AG 0.04%
DEUTSCHE POST AG-REG 0.04%
DOUGLAS EMMETT INC 0.04%
FAST RETAILING CO LTD 0.04%
FNMA FN30 TBA 03.0000 05/01/2049 0.04%
FNMA FN30 TBA 04.5000 04/01/2049 0.04%
FOCUS MEDIA INFO TECH 144A/REGS WARRANT 01/16/2020 0.04%
FU SHOU YUAN INTERNATIONAL 0.04%
FUJITSU LTD 0.04%
GALAXY ENT GRP L 0.04%
GEOPARK LTD 0.04%
GNMA GII30 MA3736 03.5000 06/20/2046 0.04%
GNMA GII30 TBA 03.5000 04/01/2049 0.04%
GRAPE KING BIO LTD 0.04%
HOCHTIEF AG 0.04%
HUDSON PACIFIC PROPERTIES IN 0.04%
INDUSTRIA DE DISENO TEXTIL 0.04%
ITAU UNIBANCO H-SPON PRF ADR 0.04%
JAZZ PHARMACEUTICALS PLC 0.04%
JERONIMO MARTINS 0.04%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.04%
KAJIMA CORP 0.04%
KEI INDUSTRIES LTD 0.04%
KERING 0.04%
KONINKLIJKE PHILIPS NV 0.04%
LG HOUSEHOLD & HEALTH CARE 0.04%
LIBERTY MEDIA COR-SIRIUSXM A 0.04%
LOGAN PROPERTY HOLDINGS CO L 0.04%
LONDON STOCK EXCHANGE GROUP 0.04%
MEDIPAL HOLDINGS CORP 0.04%
MIRVAC GROUP 0.04%
NESTLE INDIA LTD 0.04%
NIELSEN HOLDINGS PLC 0.04%
OUTFRONT MEDIA INC 0.04%
POWER GRID CORP OF INDIA LTD 0.04%
PUREGOLD PRICE CLUB INC 0.04%
SAINSBURY (J) PLC 0.04%
SARTORIUS STEDIM BIOTECH 0.04%
SBERBANK PJSC -SPONSORED ADR 0.04%
SCHRODERS PLC 0.04%
SERVICEMASTER GLOBAL HOLDING 0.04%
SG HOLDINGS CO LTD 0.04%
SHENZHOU INTERNATIONAL GROUP 0.04%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.04%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.04%
SPST 2018-1 A 03.3811 04/24/2019 0.04%
SPST 2018-8 A 03.1811 02/24/2020 0.04%
SUMITOMO MITSUI TRUST HOLDIN 0.04%
SUZANO PAPEL E CELULOSE SA 0.04%
SWISSCOM AG-REG 0.04%
T-MOBILE US INC 0.04%
TCI CO LTD 0.04%
TIM PARTICIPACOES SA-ADR 0.04%
TREASURY BILL 0.04%
VOLKSWAGEN AG PFD 0.04%
WATERS CORP 0.04%
WEINGARTEN REALTY INVESTORS 0.04%
WINTRUST FINANCIAL CORP 0.04%
YUM CHINA HOLDINGS INC 0.04%
ABC-MART INC 0.03%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.03%
APPLE INC 02.1000 05/06/2019 0.03%
ARISTOCRAT LEISURE LTD 0.03%
AZUL SA-ADR 0.03%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.03%
BERKELEY GROUP HOLDINGS/THE 0.03%
BOLIDEN AB 0.03%
CAS 2015-C04 1M2 08.1855 04/25/2028 0.03%
CAS 2016-C01 1M2 09.2355 08/25/2028 0.03%
CIGNA CORP P/P 144A 03.7500 07/15/2023 0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.03%
COMPANHIA DE LOCACAO DAS AME 0.03%
CTBC FINANCIAL HOLDING CO LT 0.03%
DILIP BUILDCON LTD 0.03%
DOLBY LABORATORIES INC-CL A 0.03%
DOLLAR TREE INC 0.03%
ELANCO ANIMAL HEALTH P/P 144A 04.9000 08/28/2028 0.03%
EQUITY RESIDENTIAL TR REIT 0.03%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.03%
FHLMC FH30G G08747 03.0000 02/01/2047 0.03%
FISERV INC 04.2000 10/01/2028 0.03%
FNMA FN30 BC1155 03.0000 06/01/2046 0.03%
FNMA FN30 BH5117 04.0000 08/01/2047 0.03%
FNMA FN30 BM1172 03.0000 03/01/2047 0.03%
FNMA FN30 MA2863 03.0000 01/01/2047 0.03%
GARMIN LTD 0.03%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.03%
GRUPO FINANCIERO GALICIA-ADR 0.03%
GS RETAIL CO LTD 0.03%
HILONG HOLDING LTD 0.03%
HSBC HOLDINGS PLC 0.03%
HYUNDAI MARINE 0.03%
I-SENS INC 0.03%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.03%
IVANHOE MINES LTD-CL A 0.03%
JARIR AB R US0001M P 03/30/20 BA 0.03%
KBC GROUP NV 0.03%
KINDER MORGAN INC 0.03%
LOMA NEGRA CIA IND-SPON ADR 0.03%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.03%
MITSUBISHI CHEMICAL HOLDINGS 0.03%
MORGAN STANLEY 03.6250 01/20/2027 0.03%
MOTA ENGIL SGPS SA 0.03%
MOWI ASA 0.03%
NASPERS LTD-N SHS SPON ADR 0.03%
NBK KK R US0003M P 10/15/19 BA 0.03%
ORACLE CORPORATION 02.2500 10/08/2019 0.03%
PAMPA ENERGIA SA-SPON ADR 0.03%
POLA ORBIS HOLDINGS INC 0.03%
PROSIEBENSAT.1 MEDIA SE 0.03%
PULTEGROUP INC 0.03%
RANDSTAD NV 0.03%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.03%
SAFARICOM PLC 0.03%
SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 0.03%
SHIMIZU CORP 0.03%
SIEMENS HEALTH 0.03%
SINO-AMERICAN SILICON PRODUC 0.03%
SPST 2018-3 A 03.1811 07/24/2019 0.03%
TAPESTRY INC 0.03%
THERMO FISHER SCIENTIFIC INC 0.03%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.03%
UNILEVER PLC 0.03%
US BANCORP 02.6250 01/24/2022 0.03%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.03%
WESCO INTERNATIONAL INC 0.03%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.03%
AIR LEASE CORP 04.6250 10/01/2028 0.02%
AMG ADVANCED METALLURGICAL 0.02%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.02%
AT&T INC 04.1000 02/15/2028 0.02%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.02%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.02%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.02%
BPCE SA P/P 144A 04.5000 03/15/2025 0.02%
BROTHER INDUSTRIES LTD 0.02%
BUPA AB R US0001M P 10/16/19 BA 0.02%
CAS 2015-C04 2M2 08.0355 04/25/2028 0.02%
CAS 2016-C01 2M2 09.4355 08/25/2028 0.02%
CBS CORP 04.2000 06/01/2029 0.02%
CDK GLOBAL INC 0.02%
CHINA TRADITIONAL CHINESE ME 0.02%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.02%
CIT GROUP INC. 05.2500 03/07/2025 0.02%
CITIGROUP INC 02.6500 10/26/2020 0.02%
CITIGROUP INC 03.6680 07/24/2028 0.02%
CITIGROUP INC 03.8870 01/10/2028 0.02%
CITIGROUP INC 04.7500 05/18/2046 0.02%
CLEAN TEQ HOLDINGS LTD 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.02%
COCA-COLA AMATIL LTD 0.02%
COMCAST CORP 02.3500 01/15/2027 0.02%
COMM 2012-LC4 D P/P 144A 05.5393 12/10/2044 0.02%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.02%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.02%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.02%
CSAIL 2015-C1 C 04.2956 04/15/2050 0.02%
DBUBS 2011-LC3A D P/P 144A 05.3390 08/10/2044 0.02%
DEUTSCHE LUFTHANSA-REG 0.02%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.02%
DNB NOR ASA 0.02%
ENERGY TRANSFER OPERATNG 05.8750 01/15/2024 0.02%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.02%
EUTELSAT COMMUNICATIONS 0.02%
EVONIK INDUSTRIES AG 0.02%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 0.02%
FEDERATIVE REP OF BRAZIL USD 06.0000 04/07/2026 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 AS8056 03.0000 10/01/2046 0.02%
FNMA FN40 BF0171 04.0000 01/01/2057 0.02%
GLENCORE PLC 0.02%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.02%
GSMS 2010-C1 D P/P 144A 06.0520 08/10/2043 0.02%
GSMS 2011-GC3 D P/P 144A 05.6380 03/10/2044 0.02%
GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 0.02%
GSMS 2014-GC22 C 04.6895 06/10/2047 0.02%
HIKARI TSUSHIN INC 0.02%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.02%
HKT TRUST AND HKT LTD-SS 0.02%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.02%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.02%
KEURIG DR PEPPER INC P/P 144A 04.5970 05/25/2028 0.02%
KINDER MORGAN INC 04.3000 06/01/2025 0.02%
LABORATORY CRP OF AMER HLDGS 0.02%
LOEWS CORP 0.02%
MATAHARI DEPARTMENT STORE TB 0.02%
MAXIM INTEGRATED PRODUCTS 0.02%
MICROSOFT CORP 01.5500 08/08/2021 0.02%
MITSUBISHI GAS CHEMICAL CO 0.02%
MITSUBISHI UFJ LEASE & FINAN 0.02%
MONCLER SPA 0.02%
MWST 2018-W1 A 03.3355 11/25/2051 0.02%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.02%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.02%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.02%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.02%
RJHI AB R US0001M P 06/25/19 BA 0.02%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.02%
RTL GROUP 0.02%
RWE AG 0.02%
SHERWIN-WILLIAMS CO/THE 0.02%
SIKA AG-REG 0.02%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.02%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.02%
SPST 2017-LD1 A 03.2855 11/25/2050 0.02%
STACR 2015-DNA3 M2 05.3355 04/25/2028 0.02%
SUZUKI MOTOR CORP 0.02%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.02%
SWIRE PROPERTIES LTD 0.02%
SYNOPSYS INC 0.02%
TPAT 2018-SL1 A P/P 144A 03.0899 01/25/2046 0.02%
TREASURY BILL 0.02%
TUPRAS-TURKIYE PETROL RAFINE 0.02%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.02%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.02%
UNITEDHEALTH GROUP INC 04.2500 04/15/2047 0.02%
US FOODS HOLDING CORP 0.02%
WESFARMERS LTD 0.02%
WFHET 2004-2 M1 03.3855 10/25/2034 0.02%
WFRBS 2011-C2 D P/P 144A 05.6525 02/15/2044 0.02%
WH GROUP LTD 0.02%
WILCON DEPOT INC 0.02%
X 5 RETAIL GROUP NV-REGS GDR 0.02%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
2.80 R ISWP FWD US0003M P 06/19/2049 0.01%
AEGON NV 0.01%
AES CORP/THE 05.1250 09/01/2027 0.01%
AGL ENERGY LTD 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%
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 03.6250 05/19/2021 0.01%
AMAZON.COM INC 03.1500 08/22/2027 0.01%
AMDOCS LTD 0.01%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.01%
AMERICAN HOME 4 RENT 0.01%
AMERICAN TOWER CORP 03.1250 01/15/2027 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 CO/IN P/P 144A 03.6500 02/01/2026 0.01%
ANTHEM INC 0.01%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.01%
APERGY CORP 06.3750 05/01/2026 0.01%
APPLE INC 02.0000 05/06/2020 0.01%
APPLE INC 04.2500 02/09/2047 0.01%
APPLE INC 04.3750 05/13/2045 0.01%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.01%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.01%
ARRW 2018-1 A3 04.1570 04/25/2048 0.01%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.01%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.01%
AT&T INC 04.3500 03/01/2029 0.01%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.01%
AVAYA TLB L+425 06.7775 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 MONTREAL USD 03.1000 04/13/2021 0.01%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.01%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.01%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BMIR 2018-2A M1B P/P 144A 03.8355 08/25/2028 0.01%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 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%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 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%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.01%
BRIGHT HORIZONS FAMILY SOLUT 0.01%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.01%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 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 07.2500 04/15/2025 0.01%
CAS 2014-C03 2M2 05.3855 07/25/2024 0.01%
CAS 2016-C02 1M2 08.4855 09/25/2028 0.01%
CAS 2016-C04 1M2 06.7355 01/25/2029 0.01%
CAS 2017-C01 1M2 06.0355 07/25/2029 0.01%
CAS 2019-R02 1M2 04.7855 08/25/2031 0.01%
CBS CORP 02.9000 01/15/2027 0.01%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.01%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.01%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.01%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.01%
CFCRE 2011-C1 D P/P 144A 06.0705 04/15/2044 0.01%
CFCRE 2011-C2 D P/P 144A 05.7568 12/15/2047 0.01%
CGCMT 2013-GC17 AS 04.5440 11/10/2046 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 05.8750 03/31/2025 0.01%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 0.01%
CHEVRON CORP 01.5610 05/16/2019 0.01%
CISCO SYSTEMS INC 02.2000 02/28/2021 0.01%
CIT GROUP INC 05.0000 08/01/2023 0.01%
CITIGROUP INC 02.9000 12/08/2021 0.01%
CITIZENS BANK NA/RI 02.2500 03/02/2020 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 CS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 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-.7 2047-01-17 300.0 01/17/2047 CS 0.01%
COLES GROUP LTD 0.01%
COLGATE-PALMOLIVE CO 0.01%
COMM 2010-C1 D P/P 144A 06.1277 07/10/2046 0.01%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.01%
COMM 2014-CR17 C 04.7622 05/10/2047 0.01%
COMM 2014-CR20 XA IO 01.1151 11/10/2047 0.01%
COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 0.01%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
COMSTOCK RESOURCES P/P 144A 09.7500 08/15/2026 0.01%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.01%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.01%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.01%
CORELOGIC INC 0.01%
CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 0.01%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.01%
CSAIL 2015-C1 XA IO 00.9094 04/15/2050 0.01%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.01%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.01%
CVS HEALTH CORP 04.7800 03/25/2038 0.01%
CVS HEALTH CORP 05.0500 03/25/2048 0.01%
CWL 2004-5 2A 02.9855 10/25/2034 0.01%
DAIWA SECURITIES GROUP INC 0.01%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.01%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.01%
DIGICEL LTD P/P 144A 06.7500 03/01/2023 0.01%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.01%
DISH DBS CORP 05.8750 11/15/2024 0.01%
DUKE ENERGY CORP 03.1500 08/15/2027 0.01%
DUKE ENERGY OHIO INC 03.6500 02/01/2029 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%
ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 0.01%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.01%
EOG RESOURCES INC 02.6250 03/15/2023 0.01%
EQT CORP 03.9000 10/01/2027 0.01%
EQUINIX INC 05.3750 05/15/2027 0.01%
EQUINOR ASA USD 02.9000 11/08/2020 0.01%
EQUITY COMMONWEALTH 0.01%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.01%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 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 0.01%
FNMA FN30 AS7003 03.0000 04/01/2046 0.01%
FNMA FN30 AS7154 03.0000 05/01/2046 0.01%
FNMA FN30 AS8074 03.0000 10/01/2046 0.01%
FNMA FN30 BC2733 03.0000 05/01/2046 0.01%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.01%
FOX CORP P/P 144A 04.0300 01/25/2024 0.01%
FRONTIER COMM 11.0000 09/15/2025 0.01%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.01%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.01%
GENPACT LTD 0.01%
GENTEX CORP 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%
GNR 2011-135 DI IO 05.0000 04/16/2040 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 02.2094 06/20/2066 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 02.3000 12/13/2019 0.01%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.01%
GOOGLE INC 03.3750 02/25/2024 0.01%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.01%
GREAT LAKES D&D 08.0000 05/15/2022 0.01%
GSMS 2011-GC3 C P/P 144A 05.6380 03/10/2044 0.01%
GSMS 2013-GC13 AS P/P 144A 04.0828 07/10/2046 0.01%
GSMS 2013-GC16 D P/P 144A 05.3113 11/10/2046 0.01%
GSMS 2015-GC30 XA IO 00.8526 05/10/2050 0.01%
HCA INC 06.5000 02/15/2020 0.01%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.01%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 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%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.01%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.01%
HUSKY TLB L+300 05.4930 03/28/2025 0.01%
IMM 2004-7 1A1 03.2255 11/25/2034 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%
IPSEN 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%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.01%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.01%
JPMBB 2013-C14 C 04.5639 08/15/2046 0.01%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.01%
JPMBB 2014-C22 C 04.5605 09/15/2047 0.01%
JPMCC 2013-LC11 C 03.9582 04/15/2046 0.01%
JXTG HOLDINGS INC 0.01%
KANSAI ELECTRIC POWER CO INC 0.01%
KERRY PROPERTIES LTD 0.01%
KINDER MORGAN INC 03.1500 01/15/2023 0.01%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.01%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.01%
LBMLT 2004-5 A5 03.0455 09/25/2034 0.01%
LEAR CORP 03.8000 09/15/2027 0.01%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.01%
LIBERTY MEDIA COR-SIRIUSXM C 0.01%
LNSTR 2015-3 B P/P 144A 03.1280 04/20/2048 0.01%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MCDONALD'S CORP 0.01%
MERCK & CO INC 01.8500 02/10/2020 0.01%
MERCK & CO INC 03.7000 02/10/2045 0.01%
MEREDITH CORP 06.8750 02/01/2026 0.01%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.01%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.01%
MICROSOFT CORP 02.4000 02/06/2022 0.01%
MICROSOFT CORP 02.4000 08/08/2026 0.01%
MICROSOFT CORP 03.7000 08/08/2046 0.01%
MITSUBISHI MOTORS CORP 0.01%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.01%
MORGAN STANLEY 02.6500 01/27/2020 0.01%
MSAC 2004-HE6 M1 03.3105 08/25/2034 0.01%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.01%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.01%
MSBAM 2014-C17 C 04.4570 08/15/2047 0.01%
MSC 2012-C4 C P/P 144A 05.4207 03/15/2045 0.01%
MSC 2012-C4 D P/P 144A 05.4207 03/15/2045 0.01%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.01%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.01%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.01%
NAVISTAR INTL TLB L+350 05.8900 11/06/2024 0.01%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.01%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.01%
NBK KK R US0003M P 02/11/20 BA 0.01%
NBK KK R US0003M P 10/23/19 BA 0.01%
NBK KK R US0003M P 11/12/19 BA 0.01%
NBK KK R US0003M P 12/10/19 BA 0.01%
NCHET 2003-4 M1 03.6105 10/25/2033 0.01%
NEWS CORP - CLASS A 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 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%
NRZT 2018-4A A1M 03.3855 01/25/2048 0.01%
NUTRIEN LTD USD 04.1250 03/15/2035 0.01%
NUTRIEN LTD USD 04.2000 04/01/2029 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.01%
ORACLE CORP 02.6500 07/15/2026 0.01%
ORACLE CORP 05.3750 07/15/2040 0.01%
OSHKOSH CORP 04.6000 05/15/2028 0.01%
OSHKOSH CORP 05.3750 03/01/2025 0.01%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 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 07.3750 01/17/2027 0.01%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.01%
PFIZER INC 01.7000 12/15/2019 0.01%
PFIZER INC 01.9500 06/03/2021 0.01%
PIGEON CORP 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
PNC BANK NA 02.0000 05/19/2020 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%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.01%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.01%
QIAGEN N.V. 0.01%
QUALCOMM INC 0.01%
QUEST DIAGNOSTICS INC 0.01%
RAYTHEON COMPANY 02.5000 12/15/2022 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%
REGENERON PHARMACEUTICALS 0.01%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.01%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.01%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.01%
RJHI AB R US0001M P 06/20/19 BA 0.01%
RJHI AB R US0001M P 08/06/19 BA 0.01%
RJHI AB R US0001M P 10/16/19 BA 0.01%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.01%
ROYAL BK SCOTLND GRP PLC USD 04.8000 04/05/2026 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 LIQUEFACTION 04.2000 03/15/2028 0.01%
SAFRAN SA 0.01%
SALESFORCE.COM INC 03.7000 04/11/2028 0.01%
SAMBA AB R US0001M P 09/10/19 BA 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%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.01%
SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 0.01%
SERVICE CORP INTL 04.6250 12/15/2027 0.01%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 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%
SPRINGLEAF FINANCE CORP 06.1250 05/15/2022 0.01%
SPRINT CORP 07.1250 06/15/2024 0.01%
STACR 2014-DN4 M3 07.0355 10/25/2024 0.01%
STACR 2016-HQA2 M3 07.6355 11/25/2028 0.01%
STACR 2016-HQA3 M3 06.3355 03/25/2029 0.01%
STACR 2017-DNA1 M2 05.7355 07/25/2029 0.01%
STACR 2018-HQA1 M2 04.7855 09/25/2030 0.01%
STACR 2019-DNA2 M2 04.9368 03/25/2049 0.01%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.01%
STARWOOD PROPERTY TRUST INC 0.01%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.01%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.01%
T-MOBILE USA INC 05.3750 04/15/2027 0.01%
T-MOBILE USA INC 06.3750 03/01/2025 0.01%
TAKEDA PHARMACEUTIC-SP ADR 0.01%
TARGA RESOURCES PART 05.0000 01/15/2028 0.01%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.01%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.01%
TERADATA CORP 0.01%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.01%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.01%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.01%
TOTAL SYSTEM SERVICES INC 0.01%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.01%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.01%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.01%
TREASURY BILL 0.01%
TREASURY BILL 0.01%
TREASURY BILL 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%
UBS GROUP FUNDIN P/P 144A 04.2530 03/23/2028 0.01%
UDR INC 0.01%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.01%
UNITEDHEALTH GROUP INC 03.1500 06/15/2021 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
USG CORP P/P 144A 04.8750 06/01/2027 0.01%
VERIZON COMM 04.3290 09/21/2028 0.01%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 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%
WALT DISNEY COMPANY P/P 144A 04.7500 11/15/2046 0.01%
WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 0.01%
WAMU 2004-AR13 A1A 03.2055 11/25/2034 0.01%
WAMU 2005-AR1 A2A1 03.1655 01/25/2045 0.01%
WARNER MEDIA LLC 03.8000 02/15/2027 0.01%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.01%
WESTLAKE CHEM CORP 03.6000 08/15/2026 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 C 04.2867 07/15/2046 0.01%
WFCM 2016-BNK1 C 03.0710 08/15/2049 0.01%
WFRBS 2011-C3 D P/P 144A 05.6839 03/15/2044 0.01%
WFRBS 2011-C5 E P/P 144A 05.6731 11/15/2044 0.01%
WFRBS 2012-C10 AS 03.2410 12/15/2045 0.01%
WFRBS 2012-C10 D P/P 144A 04.4419 12/15/2045 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-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%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 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%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.00%
2.50 R ISWP FWD US0003M P 06/19/2024 0.00%
2.55 R ISWP FWD US0003M P 06/19/2021 0.00%
2.65 R ISWP FWD US0003M P 06/19/2029 0.00%
ABBVIE INC 02.5000 05/14/2020 0.00%
ABBVIE INC 03.6000 05/14/2025 0.00%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
ADVANZ PHARMA CORP 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
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%
ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 0.00%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 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%
ALPHABET INC 01.9980 08/15/2026 0.00%
ALTA MESA HLDGS 07.8750 12/15/2024 0.00%
AMC ENT HOLDIN 05.8750 11/15/2026 0.00%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 0.00%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.00%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.00%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.00%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.00%
AMERICAN INTL GROUP 08.1750 05/15/2058 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 CORP 05.0000 03/01/2025 0.00%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.00%
APACHE CORPORATION 03.2500 04/15/2022 0.00%
APARTMENT INVT & MGMT CO -A 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%
ARCELORMITTAL USD 07.0000 10/15/2039 0.00%
ARGENTINE REPUBLIC USD 06.8750 01/26/2027 0.00%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.00%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.00%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 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%
AT&T INC 03.4000 05/15/2025 0.00%
AT&T INC 04.7500 05/15/2046 0.00%
AUD/USD 04/17/2019 BANKAM 0.00%
AUD/USD 04/17/2019 BCAP-FX 0.00%
AUD/USD 04/17/2019 CITI 0.00%
AUD/USD 04/17/2019 CSI-FX 0.00%
AUD/USD 04/17/2019 GSFX 0.00%
AUD/USD 04/17/2019 HSBCB 0.00%
AUD/USD 04/17/2019 JPMCB 0.00%
AUD/USD 04/17/2019 RBSF 0.00%
AUD/USD 04/17/2019 SSBT 0.00%
AUD/USD 04/17/2019 UBS 0.00%
AUD/USD 04/17/2019 WPAC 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%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 0.00%
AVERY DENNISON 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 MONTREAL USD 03.8030 12/15/2032 0.00%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.00%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 0.00%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.00%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 0.00%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 0.00%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.00%
BAUSCH HLTH COS INC P/P 144A 05.7500 08/15/2027 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%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.00%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.00%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.00%
BERRY GLOBAL INC 05.1250 07/15/2023 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.00%
BGC PARTNERS INC 05.1250 05/27/2021 0.00%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 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%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.00%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.00%
BOMBARDIER INC P/P 144A 07.8750 04/15/2027 0.00%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.00%
BOYD GAMING CORP 06.3750 04/01/2026 0.00%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
BP CAP MARKETS AMERICA 03.1190 05/04/2026 0.00%
BP CAP MARKETS AMERICA 03.9370 09/21/2028 0.00%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.00%
BRAND ENERGY TL L+425 06.9566 06/21/2024 0.00%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.00%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.00%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 04/17/2019 BANKAM 0.00%
CAD/USD 04/17/2019 BCAP-FX 0.00%
CAD/USD 04/17/2019 CITI 0.00%
CAD/USD 04/17/2019 CSI-FX 0.00%
CAD/USD 04/17/2019 HSBCB 0.00%
CAD/USD 04/17/2019 JPMCB 0.00%
CAD/USD 04/17/2019 RBSF 0.00%
CAD/USD 04/17/2019 UBS 0.00%
CALIFORNIA RESOURC TL L+475 07.0365 12/31/2022 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%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.00%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.00%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.00%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.00%
CAS 2014-C04 1M2 07.3855 11/25/2024 0.00%
CAS 2015-C01 1M2 06.7855 02/25/2025 0.00%
CAS 2015-C02 1M2 06.4855 05/25/2025 0.00%
CAS 2015-C02 2M2 06.4855 05/25/2025 0.00%
CAS 2015-C03 2M2 07.4855 07/25/2025 0.00%
CAS 2016-C05 2M1 03.8355 01/25/2029 0.00%
CAS 2017-C03 1M2 05.4855 10/25/2029 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%
CBS CORP 04.6000 01/15/2045 0.00%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.00%
CEC ENT INC 08.0000 02/15/2022 0.00%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.00%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.00%
CENTENE CORP 04.7500 05/15/2022 0.00%
CENTENE CORP 06.1250 02/15/2024 0.00%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.00%
CF INDUSTRIES INC 04.9500 06/01/2043 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.4723 10/15/2049 0.00%
CGCMT 2012-GC8 XA IO P/P 144A 01.7886 09/10/2045 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%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.00%
CHEVRON CORP 02.1000 05/16/2021 0.00%
CHF/USD 06/19/2019 BCAP-FX 0.00%
CHF/USD 06/19/2019 JPMCB 0.00%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.00%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.00%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 0.00%
CIGNA CORP 0.00%
CIGNA HOLDING CO 04.5000 03/15/2021 0.00%
CINEMARK USA INC 04.8750 06/01/2023 0.00%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.00%
CIT GROUP INC. 05.0000 08/15/2022 0.00%
CITIGROUP INC 04.6000 03/09/2026 0.00%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.00%
CLEAR CHANNEL TLD L+875 11.2430 01/30/2020 0.00%
CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 0.00%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.00%
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 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 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.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG 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 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 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.8 2057-10-17 500.0 10/17/2057 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 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 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CMLTI 2005-2 1A2A 04.9126 05/25/2035 0.00%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.00%
CNH/USD 05/15/2019 HSBCB 0.00%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.00%
COMCAST CORP 03.1500 03/01/2026 0.00%
COMCAST CORP 03.9690 11/01/2047 0.00%
COMCAST CORP 03.9990 11/01/2049 0.00%
COMCAST CORP 04.0490 11/01/2052 0.00%
COMCAST CORP 06.5000 11/15/2035 0.00%
COMM 2012-LC4 XA IO P/P 144A 02.1074 12/10/2044 0.00%
COMM 2013-CR10 XA IO 00.6831 08/10/2046 0.00%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.00%
COMM 2013-CR11 XA IO 00.9530 08/10/2050 0.00%
COMM 2014-CR17 XA IO 01.0502 05/10/2047 0.00%
COMM 2014-UBS4 XA IO 01.1717 08/10/2047 0.00%
COMM 2014-UBS6 XA IO 00.9441 12/10/2047 0.00%
COMMSCOPE FIN LLC P/P 144A 05.5000 03/01/2024 0.00%
COMMSCOPE FIN LLC P/P 144A 06.0000 03/01/2026 0.00%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.00%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.00%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.00%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.00%
CONTINENTAL RESOURCES 05.0000 09/15/2022 0.00%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.00%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.00%
CPG INTL TL L+375 06.6330 05/05/2024 0.00%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.00%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.00%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.00%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 0.00%
CROWN AMER/CAP 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 04.8750 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%
DEERE & COMPANY 02.6000 06/08/2022 0.00%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.00%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 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 07.1250 06/15/2024 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.00%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.00%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.00%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.00%
DIGITAL DELTA HLDG 03.4000 10/01/2020 0.00%
DISH NETWORK CV 03.3750 08/15/2026 0.00%
DKK/USD 06/19/2019 CITI 0.00%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.00%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.00%
EAGLECLAW MID TL L+425 06.8789 06/30/2024 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 06.0000 09/15/2026 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
EMLT 2004-1 M2 03.9105 01/25/2034 0.00%
EMPIRE STATE REALTY TRUST-A 0.00%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.00%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 0.00%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 0.00%
ENERGY TRANSFER OPERATNG 05.5000 06/01/2027 0.00%
ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 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 07.7500 05/15/2026 0.00%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.00%
EPR PROPERTIES 05.7500 CUM CV PFD 0.00%
EQUINIX INC 05.8750 01/15/2026 0.00%
EQUINOR ASA USD 05.1000 08/17/2040 0.00%
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%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.00%
EUR/USD 06/19/2019 BANKAM 0.00%
EUR/USD 06/19/2019 BCAP-FX 0.00%
EUR/USD 06/19/2019 CITI 0.00%
EUR/USD 06/19/2019 CSI-FX 0.00%
EUR/USD 06/19/2019 GSFX 0.00%
EUR/USD 06/19/2019 HSBCB 0.00%
EUR/USD 06/19/2019 JPMCB 0.00%
EUR/USD 06/19/2019 RBSF 0.00%
EUR/USD 06/19/2019 SSBT 0.00%
EUR/USD 06/19/2019 UBS 0.00%
EUR/USD 06/19/2019 WPAC 0.00%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.00%
FEDEX CORP 02.6250 08/01/2022 0.00%
FHR 3829 AS IO 04.4663 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 03.0000 08/15/2026 0.00%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 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%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.00%
FRAC TECH INTL TLB L+475 07.2430 04/16/2021 0.00%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.00%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.00%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.00%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.00%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.00%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.00%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.00%
GATES GLOBAL TLB L+275 05.2724 03/31/2024 0.00%
GBP/USD 06/19/2019 BANKAM 0.00%
GBP/USD 06/19/2019 GSFX 0.00%
GBP/USD 06/19/2019 HSBCB 0.00%
GBP/USD 06/19/2019 JPMCB 0.00%
GBP/USD 06/19/2019 SSBT 0.00%
GBP/USD 06/19/2019 UBS 0.00%
GBP/USD CALL 1.37 20190726 BANKAM 0.00%
GBP/USD CALL 1.47 20190726 BANKAM 0.00%
GENERAL DYNAMICS CORP 0.00%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.00%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.00%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.00%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.00%
GENON 939CER907 0.00%
GENON ENERGY/NRG AMER 09.3923 12/01/2023 0.00%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.00%
GFL ENVIRONMENTAL TLB L+300 05.4930 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 08.4687 0.00%
GNMA GII30 AW8447 04.3220 05/20/2067 0.00%
GNMA GII30 AY4779 04.5080 03/20/2067 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 AS IO 03.5623 06/20/2043 0.00%
GNR 2013-99 VS IO 03.6183 07/16/2043 0.00%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.00%
GNR 2015-H25 BI IO 01.8864 10/20/2065 0.00%
GNR 2015-H26 EI IO 01.7465 10/20/2065 0.00%
GNR 2017-123 JI IO 04.0000 08/20/2046 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%
GREIF INC P/P 144A 06.5000 03/01/2027 0.00%
GSMS 2014-GC18 C 04.9960 01/10/2047 0.00%
GSMS 2014-GC24 XA IO 00.7962 09/10/2047 0.00%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.00%
HCA INC 05.0000 03/15/2024 0.00%
HCA INC 05.2500 06/15/2026 0.00%
HCA INC 05.5000 06/15/2047 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HESS CORP 07.3000 08/15/2031 0.00%
HKD/USD 05/15/2019 BCAP-FX 0.00%
HMBT 2004-2 A1 03.2255 12/25/2034 0.00%
HOLOGIC INC P/P 144A 04.3750 10/15/2025 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%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.00%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 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%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.00%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.00%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.00%
IMM 2004-6 1A2 03.2655 10/25/2034 0.00%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.00%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.00%
INFOR US INC 06.5000 05/15/2022 0.00%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 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%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.00%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.00%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.00%
IRON MOUNTAIN US HLD P/P 144A 05.3750 06/01/2026 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
ISTAR INC. 05.2500 09/15/2022 0.00%
ITRON INC P/P 144A 05.0000 01/15/2026 0.00%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
JAGGED PEAK ENERGY 05.8750 05/01/2026 0.00%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.00%
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 2NDL L+925 11.7272 05/21/2024 0.00%
JO-ANN STORES TL L+500 07.7610 10/16/2023 0.00%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.00%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.00%
JPMBB 2013-C12 XA IO 00.5115 07/15/2045 0.00%
JPMBB 2013-C17 XA IO 00.7722 01/15/2047 0.00%
JPMBB 2014-C19 XA IO 01.0573 04/15/2047 0.00%
JPMCC 2012-C6 E P/P 144A 05.1568 05/15/2045 0.00%
JPMCC 2013-LC11 X IO 01.2692 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 05/15/2019 BANKAM 0.00%
JPY/USD 05/15/2019 BCAP-FX 0.00%
JPY/USD 05/15/2019 CITI 0.00%
JPY/USD 05/15/2019 CSI-FX 0.00%
JPY/USD 05/15/2019 GSFX 0.00%
JPY/USD 05/15/2019 HSBCB 0.00%
JPY/USD 05/15/2019 JPMCB 0.00%
JPY/USD 05/15/2019 RBSF 0.00%
JPY/USD 05/15/2019 SSBT 0.00%
JPY/USD 05/15/2019 UBS 0.00%
KCA DEUTAG US FIN LLC L+675 09.5530 03/21/2023 0.00%
KEANE GROUP TLB L+375 06.3125 05/25/2025 0.00%
KEURIG DR PEPPER INC P/P 144A 04.4170 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%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 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%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.00%
KRW/USD 05/15/2019 JPMCB 0.00%
L3 TECHNOLOGIES INC 04.4000 06/15/2028 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.6862 09/15/2039 0.00%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.00%
LENNAR CORP 05.8750 11/15/2024 0.00%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.00%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.00%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 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%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.00%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 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%
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 06.5000 01/15/2025 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MERCER INTL INC P/P 144A 07.3750 01/15/2025 0.00%
MERCER INTL INC USD 05.5000 01/15/2026 0.00%
MERCER INTL INC USD 06.5000 02/01/2024 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
MERCK & CO INC 02.9000 03/07/2024 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
MFA FINANCIAL INC 0.00%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.00%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.00%
MGM RESORTS INTL 06.6250 12/15/2021 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MHL 2005-1 1M1 03.2055 02/25/2035 0.00%
MICROSOFT CORP 04.2000 06/01/2019 0.00%
MICROSOFT CORP 05.3000 02/08/2041 0.00%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.00%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.00%
MLMI 2005-A2 A2 04.4466 02/25/2035 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 03.5621 12/15/2048 0.00%
MSBAM 2014-C17 XA IO 01.1892 08/15/2047 0.00%
MSC 2011-C3 D P/P 144A 05.1547 07/15/2049 0.00%
MSC 2012-C4 XA IO P/P 144A 02.0826 03/15/2045 0.00%
MWO HOLDINGS LLC 0.00%
NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.00%
NABORS INDUSTRIES INC. 05.7500 02/01/2025 0.00%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.00%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 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 11/13/19 BA 0.00%
NCI BUILDING SYS INC P/P 144A 08.0000 04/15/2026 0.00%
NEIMAN MARCUS TL L+325 05.7631 10/25/2020 0.00%
NETFLIX INC 04.8750 04/15/2028 0.00%
NETFLIX INC P/P 144A 06.3750 05/15/2029 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%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.00%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.00%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.00%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.00%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.00%
NOK/USD 06/19/2019 BANKAM 0.00%
NOK/USD 06/19/2019 BCAP-FX 0.00%
NOK/USD 06/19/2019 CITI 0.00%
NOK/USD 06/19/2019 GSFX 0.00%
NOK/USD 06/19/2019 HSBCB 0.00%
NOK/USD 06/19/2019 JPMCB 0.00%
NOK/USD 06/19/2019 RBSF 0.00%
NOK/USD 06/19/2019 SSBT 0.00%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.00%
NRG ENERGY INC 05.7500 01/15/2028 0.00%
NRG ENERGY INC 07.2500 05/15/2026 0.00%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.00%
NUTRIEN LTD USD 05.2500 01/15/2045 0.00%
NZD/USD 04/17/2019 GSFX 0.00%
NZD/USD 04/17/2019 JPMCB 0.00%
NZD/USD 04/17/2019 SSBT 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.00%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.00%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.00%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 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 05/15/2022 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%
ORTHO-CLINICAL TLB L+325 05.7520 06/01/2025 0.00%
ORYX TLB L+325 05.7430 02/28/2025 0.00%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.00%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 0.00%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 0.00%
PAR PHARMA INC P/P 144A 07.5000 04/01/2027 0.00%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.00%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 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%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.00%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.00%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 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%
PFIZER INC 03.0000 12/15/2026 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%
PQ CORP P/P 144A 05.7500 12/15/2025 0.00%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.00%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.00%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.00%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 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 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%
RACKSPACE HOSTING INC L+300 05.7375 11/03/2023 0.00%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.00%
REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 0.00%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.00%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.00%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.00%
REVLON CONS TLB L+350 06.1275 09/07/2023 0.00%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.00%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.00%
RJHI AB R US0001M P 11/19/19 BA 0.00%
ROBERTSHAW TL 2L L+800 10.5000 02/28/2026 0.00%
ROBERTSHAW US HOLDING L+350 06.0000 02/28/2025 0.00%
ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 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 04.4000 02/15/2026 0.00%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.00%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.00%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.00%
SEK/USD 06/19/2019 BCAP-FX 0.00%
SEK/USD 06/19/2019 CITI 0.00%
SEK/USD 06/19/2019 JPMCB 0.00%
SEK/USD 06/19/2019 SSBT 0.00%
SERVICE CORP INTL 05.3750 01/15/2022 0.00%
SERVICE CORP INTL 05.3750 05/15/2024 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SESI LLC 07.7500 09/15/2024 0.00%
SGD/USD 05/15/2019 JPMCB 0.00%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.00%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.00%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.00%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.00%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.00%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.00%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.00%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.00%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.00%
SKIPPER LTD 0.00%
SM ENERGY CO 05.0000 01/15/2024 0.00%
SM ENERGY CO 06.1250 11/15/2022 0.00%
SM ENERGY CO 06.6250 01/15/2027 0.00%
SM ENERGY CO 06.7500 09/15/2026 0.00%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.00%
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 06.8750 03/15/2025 0.00%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
SPRINT CORP 07.2500 09/15/2021 0.00%
SPRINT CORP 07.8750 09/15/2023 0.00%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.00%
SS&C TECH INC P/P 144A 05.5000 09/30/2027 0.00%
STACR 2019-DNA1 M2 05.1355 01/25/2049 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.00%
STAR MERGER SUB INC P/P 144A 06.8750 08/15/2026 0.00%
STARWOOD PROP TR 04.7500 03/15/2025 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 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 RESOURCES PART P/P 144A 06.5000 07/15/2027 0.00%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 0.00%
TCI 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 04.6250 07/15/2024 0.00%
TENET HEALTHCARE 06.0000 10/01/2020 0.00%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.00%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 0.00%
TENNANT CO 05.6250 05/01/2025 0.00%
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 WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.00%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.00%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.00%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.00%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.3750 06/15/2026 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSDIGM INC 06.5000 07/15/2024 0.00%
TRANSOCEAN INC 07.5000 04/15/2031 0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 0.00%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.00%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 0.00%
TREASURY BILL 0.00%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.00%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 0.00%
TXU TCEH RIGHTS 0.00%
UBSBB 2012-C2 D P/P 144A 04.8925 05/10/2063 0.00%
UBSBB 2012-C3 C P/P 144A 05.0317 08/10/2049 0.00%
UBSBB 2012-C4 XA IO P/P 144A 01.6374 12/10/2045 0.00%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.00%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.00%
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 05.2430 03/15/2024 0.00%
USA COM PART/USA COM P/P 144A 06.8750 09/01/2027 0.00%
USA COMPRESSION PART 06.8750 04/01/2026 0.00%
USD/CNH CALL 7.00 20190404 GSFX 0.00%
USD/CNH CALL 7.20 20190404 GSFX 0.00%
USG CORP P/P 144A 05.5000 03/01/2025 0.00%
USI INC/NY P/P 144A 06.8750 05/01/2025 0.00%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.00%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.00%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.00%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.00%
VIACOM INC 04.5000 03/01/2021 0.00%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.00%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.00%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.00%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.00%
VMWARE INC 03.9000 08/21/2027 0.00%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.00%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.00%
WALT DISNEY COMPANY P/P 144A 03.0000 09/15/2022 0.00%
WAMU 2004-AR13 A1B2 03.4655 11/25/2034 0.00%
WAMU 2004-AR13 A2B 03.3655 11/25/2034 0.00%
WAMU 2005-AR1 A1B 03.2655 01/25/2045 0.00%
WAMU 2005-AR1 A2A3 03.2855 01/25/2045 0.00%
WAMU 2005-AR13 A1B3 02.8455 10/25/2045 0.00%
WAMU 2005-AR19 A1A2 02.7755 12/25/2045 0.00%
WAMU 2005-AR2 1A1A 02.8155 01/25/2045 0.00%
WAMU 2005-AR2 1A1B 02.8755 01/25/2045 0.00%
WAMU 2005-AR2 2A1B 02.8555 01/25/2045 0.00%
WAMU 2005-AR2 2A2B 02.8655 01/25/2045 0.00%
WAMU 2005-AR8 2A1A 03.0655 07/25/2045 0.00%
WAMU 2005-AR8 2AB3 03.2055 07/25/2045 0.00%
WAMU 2006-AR4 1A1A 03.2717 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%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.00%
WBCMT 2005-C21 D 05.2380 10/15/2044 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.00%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.00%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.00%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 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 2013-LC12 AS 04.2867 07/15/2046 0.00%
WFCM 2016-LC25 XA IO 01.0120 12/15/2059 0.00%
WFMBS 2005-AR10 1A2 04.7256 06/25/2035 0.00%
WFMBS 2005-AR8 1A2 04.5732 06/25/2035 0.00%
WFRBS 2011-C4 E P/P 144A 05.2316 06/15/2044 0.00%
WFRBS 2012-C10 XA IO P/P 144A 01.5622 12/15/2045 0.00%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.00%
WFRBS 2012-C9 XA IO P/P 144A 01.8819 11/15/2045 0.00%
WFRBS 2013-C15 D P/P 144A 04.4721 08/15/2046 0.00%
WFRBS 2013-C16 AS 04.6680 09/15/2046 0.00%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.00%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.00%
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 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%
CAD/USD 04/17/2019 SSBT -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 JP -0.01%
US 2YR NOTE (CBT) JUN19 TUM9 -0.05%
FNMA FN30 TBA 03.0000 04/01/2049 -0.07%
RU10INTR P US0003M R 11/26/19 CI -2.35%
US 10YR NOTE (CBT)JUN19 TYM9 -3.78%

Prior top holdings

Top holdings as of 04/30/19
Putnam Retirement Advantage GAA Growth Trust 55.43%
Putnam Retirement Advantage GAA All Equities Trust 44.16%
Putnam Retirement Advantage GAA Money Market Trust 0.45%
Top holdings as of 03/31/19
Putnam Retirement Advantage GAA Growth Trust 55.44%
Putnam Retirement Advantage GAA All Equities Trust 44.26%
Putnam Retirement Advantage GAA Money Market Trust 0.34%
Top holdings as of 02/28/19
Putnam Retirement Advantage GAA Growth Trust 55.37%
Putnam Retirement Advantage GAA All Equities Trust 44.29%
Putnam Retirement Advantage GAA Money Market Trust 0.38%
Top holdings as of 01/31/19
Putnam Retirement Advantage GAA Growth Trust 55.43%
Putnam Retirement Advantage GAA All Equities Trust 44.18%
Putnam Retirement Advantage GAA Money Market Trust 0.43%

Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value less when interest rates decline and decline in value more when interest rates rise. Money market options are not insured or guaranteed by the Federal Deposit Insurance Corporation (FDIC) or any other governmental agency. Although the funds seek to preserve the value of your investment at $1.00 per share, it is possible to lose money by investing in these funds. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment- grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivative positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. You can lose money by investing in the funds.

Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value less when interest rates decline and decline in value more when interest rates rise. Money market options are not insured or guaranteed by the Federal Deposit Insurance Corporation (FDIC) or any other governmental agency. Although the funds seek to preserve the value of your investment at $1.00 per share, it is possible to lose money by investing in these funds. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment- grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivative positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. You can lose money by investing in the funds.