Retirement Advantage 2020 Fund

Comprehensively managed portfolios diversified to align with your retirement horizon

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 $13.95
0.00% | $0.00
$14.00
11/06/17
$12.78
11/18/16
Historical fund price

Fund facts as of 10/31/17

Total net assets
$435.19M
Turnover (fiscal year end)
77%
Dividend frequency
Annually
Number of holdings
4
Fiscal year-end
September
CUSIP / Fund code
746751528 / 2003
Inception date
01/03/08
Class I  
Category
Target Date
Open to new investors
Ticker
--

Management team


Co-Head of Global Asset Allocation

Co-Head of Global Asset Allocation

Chief Investment Officer, Global Asset Allocation

Co-Head of Global Asset Allocation



Performance

  • Total return (%) as of 09/30/17

  • Annual performance as of 09/30/17

Annualized performance 1 yr. 3 yrs. 5 yrs. Life (inception: 01/03/08 )
At net asset value 7.36% 5.07% 7.18% 5.15%
Custom Retirement Advantage 2020 Index 6.12% 4.86% 6.50% --

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, and a 1.05% management fee for class V 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 10/31/17 0.72 %
YTD as of 11/17/17 7.39 %

Risk-adjusted performance as of 10/31/17

Alpha (3 yrs.) -0.40
Sharpe ratio (3 yrs.) 1.06
Treynor ratio (3 yrs.) 4.00
Information ratio (3 yrs.) 0.13

Volatility as of 10/31/17

Standard deviation (3 yrs.) 4.23%
Beta 1.12
R-squared 0.96

Capture ratio as of 10/31/17

Up-market (3 yrs.) 105.81
Down-market (3 yrs.) 110.47

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 10/31/17

Putnam Retirement Advantage GAA Conservative Trust 54.22%
Putnam Retirement Advantage GAA Income Strategies Trust 29.05%
Putnam Retirement Advantage GAA Balanced Trust 12.59%
Putnam Retirement Advantage GAA Money Market Trust 4.18%

Full portfolio holdings as of 09/30/17

GNMA GII30 TBA 03.5000 10/01/2047 1.48%
GNMA GII30 MA4652 03.5000 08/20/2047 1.47%
FNMA FN30 TBA 03.0000 11/01/2047 1.34%
FNMA FN15 TBA 03.0000 10/01/2032 1.28%
FNMA FN30 TBA 04.0000 11/01/2047 1.05%
APPLE INC 1.04%
MICROSOFT CORP 1.00%
ALPHABET INC-CL A 0.99%
FNMA FN30 MA2864 03.5000 01/01/2047 0.96%
FNMA FN30 TBA 06.0000 10/01/2047 0.86%
FNMA FN30 TBA 03.5000 11/01/2047 0.81%
GNMA GII30 MA4451 03.5000 05/20/2047 0.79%
JPMORGAN CHASE & CO 0.74%
TREASURY BILL 00.0000 02/08/2018 0.73%
FHLMC FH30G G08677 04.0000 11/01/2045 0.71%
FNMA FN15 AL9468 03.0000 12/01/2031 0.69%
JOHNSON & JOHNSON 0.69%
CITIGROUP INC 0.63%
FNMA FN30 890765 03.5000 09/01/2046 0.59%
FNMA FN30 BC9003 03.0000 11/01/2046 0.57%
UNITEDHEALTH GROUP INC 0.56%
VERIZON COMMUNICATIONS INC 0.56%
GILEAD SCIENCES INC 0.51%
APPLIED MATERIALS INC 0.42%
CELGENE CORP 0.42%
GNMA GII30 MA4586 03.5000 07/20/2047 0.42%
GOLDMAN SACHS GROUP INC 0.42%
MCDONALD'S CORP 0.42%
SPDR S&P 500 ETF TRUST 0.42%
US TREASURY N/B 01.1250 03/31/2020 0.39%
LOWES COMPANIES INC 0.38%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.38%
PEPSICO INC 0.35%
FNMA FN30 TBA 04.5000 11/01/2047 0.34%
TEXAS INSTRUMENTS INC 0.34%
US TREASURY N/B 02.7500 08/15/2042 0.34%
EXXON MOBIL CORP 0.32%
REPO TRIPA TREAS 1.04 10/02/2017 0.32%
UNION PACIFIC CORP 0.32%
US TREASURY N/B 01.6250 02/15/2026 0.30%
WALT DISNEY CO/THE 0.30%
TJX COMPANIES INC 0.28%
MERCK & CO. INC. 0.26%
REPO TRIPA MORTG 1.05 10/02/2017 0.26%
REPO TRIPA MORTG 1.08 10/02/2017 0.26%
CDX CDX.NA.IG.28 100.0 06/20/2022 0.25%
FNMA FN30 AS6395 03.5000 12/01/2045 0.25%
VALERO ENERGY CORP 0.25%
GNMA GII30 TBA 03.0000 10/01/2047 0.24%
L3 TECHNOLOGIES INC 0.24%
FNMA FN30 TBA 02.5000 10/01/2047 0.23%
NORTHROP GRUMMAN CORP 0.23%
RAYTHEON COMPANY 0.23%
CAS 2014-C02 1M2 03.8372 05/25/2024 0.22%
CAS 2015-C04 2M2 06.7872 04/25/2028 0.22%
ELI LILLY & CO 0.22%
FACEBOOK INC-A 0.22%
JPMBB 2014-C22 XA IO 01.0800 09/15/2047 0.22%
MCKESSON CORP 0.22%
US TREASURY N/B 04.5000 02/15/2036 0.22%
ENTERGY CORP 0.21%
FNMA FN30 BH5117 04.0000 08/01/2047 0.21%
HP INC 0.21%
WALGREENS BOOTS ALLIANCE INC 0.21%
CAS 2016-C03 2M2 07.1372 10/25/2028 0.20%
KIMBERLY-CLARK CORP 0.20%
RALPH LAUREN CORP 0.20%
REPO TRIPA MORTG 1.03 10/05/2017 0.20%
TYSON FOODS INC-CL A 0.20%
WAL-MART STORES INC 0.20%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.19%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.19%
US TREASURY N/B 03.0000 02/15/2047 0.19%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.18%
CUMMINS INC 0.18%
DELTA AIR LINES INC 0.18%
INTUIT INC 0.18%
SQUARE INC - A 0.18%
US TREASURY N/B 02.0000 02/15/2022 0.18%
WILLIAMS COS INC 0.18%
FNMA FN30 MA2863 03.0000 01/01/2047 0.17%
PRUDENTIAL FINANCIAL INC 0.17%
ALLSTATE CORP 0.16%
CAS 2015-C04 1M2 06.9372 04/25/2028 0.16%
NORFOLK SOUTHERN CORP 0.16%
ONEOK INC 0.16%
PARSLEY ENERGY INC-CLASS A 0.16%
SHERWIN-WILLIAMS CO/THE 0.16%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.16%
AT&T INC 04.2500 03/01/2027 0.15%
CGCMT 2014-GC19 X IO 01.3709 03/10/2047 0.15%
CROWN HOLDINGS INC 0.15%
DISCOVERY COMMUNICATIONS-A 0.15%
E*TRADE FINANCIAL CORPORATION 0.15%
HOME DEPOT INC 0.15%
ROCHE HOLDING AG-GENUSSCHEIN 0.15%
SYSCO CORP 0.15%
AFLAC INC 0.14%
AMERIPRISE FINANCIAL INC 0.14%
AMERISOURCEBERGEN CORP 0.14%
EQUITY RESIDENTIAL TR REIT 0.14%
ROSS STORES INC 0.14%
RUSSIAN FEDERATION P/P 144A 05.6250 04/04/2042 0.14%
US TREASURY N/B 02.7500 02/15/2024 0.14%
ALLIANZ SE-REG 0.13%
AMERICAN ELECTRIC POWER 0.13%
BAXTER INTERNATIONAL INC 0.13%
DXC TECHNOLOGY CO 0.13%
EBAY INC 0.13%
GNMA GII30 TBA 04.0000 10/01/2047 0.13%
JUNIPER NETWORKS INC 0.13%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.13%
SANOFI 0.13%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.13%
TOTAL SA 0.13%
ALLISON TRANSMISSION HOLDING 0.12%
BASF SE 0.12%
CIMAREX ENERGY CO 0.12%
CR BARD INC 0.12%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.12%
DANAHER CORP 0.12%
GENERAL ELECTRIC CO 04.5000 03/11/2044 0.12%
MICROCHIP TEC P/P 144A CV 01.6250 02/15/2027 0.12%
NOVARTIS AG-REG 0.12%
PARKER HANNIFIN CORP 0.12%
PVH CORP 0.12%
UGI CORP 0.12%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.12%
US TREASURY N/B 01.0000 08/31/2019 0.12%
US TREASURY N/B 01.1250 12/31/2019 0.12%
3I GROUP PLC 0.11%
AGILENT TECHNOLOGIES INC 0.11%
BAYER AG-REG 0.11%
CITIGROUP INC 03.8870 01/10/2028 0.11%
CLOROX COMPANY 0.11%
DBUBS 2011-LC3A D P/P 144A 05.3454 08/10/2044 0.11%
ENEL SPA 0.11%
GLAXOSMITHKLINE PLC 0.11%
HARTFORD FINANCIAL SVCS GRP 0.11%
HERSHEY CO/THE 0.11%
MITSUBISHI UFJ FINANCIAL GRO 0.11%
AMADEUS IT GROUP SA 0.10%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.10%
BPCE SA P/P 144A 04.5000 03/15/2025 0.10%
CITRIX SYSTEMS INC 0.10%
DEUTSCHE POST AG-REG 0.10%
DISCOVER FINANCIAL SERVICES 0.10%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.10%
EXELON CORP 0.10%
FIRSTENERGY CORP 0.10%
GNMA GII30 AT7632 04.0000 08/20/2046 0.10%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.10%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.10%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.10%
SUNTRUST BANKS INC 0.10%
US TREASURY N/B 02.0000 02/15/2025 0.10%
WASTE MANAGEMENT INC 0.10%
WFRBS 2013-C14 XA IO 00.9385 06/15/2046 0.10%
AMDOCS LTD 0.09%
AT&T INC 05.1500 02/14/2050 0.09%
ATOS SE 0.09%
AXA SA 0.09%
BAKER HUGHES A GE CO 0.09%
COMM 2014-CR19 XA IO 01.3908 08/10/2047 0.09%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.09%
FNMA FN30 AS5722 03.5000 09/01/2045 0.09%
FNMA FN30 AS7003 03.0000 04/01/2046 0.09%
FNMA FN30 BC2733 03.0000 05/01/2046 0.09%
GENERAL ELECTRIC CO 05.0000 12/29/2049 0.09%
HASBRO INC 0.09%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.09%
ITOCHU CORP 0.09%
KAO CORP 0.09%
MIZUHO FINANCIAL GROUP INC 0.09%
MORGAN STANLEY 03.6250 01/20/2027 0.09%
PACKAGING CORP OF AMERICA 0.09%
PETROLEOS MEXICANOS REGS 06.5000 03/13/2027 0.09%
REPSOL SA 0.09%
STEEL DYNAMICS INC 0.09%
SUMITOMO MITSUI FINANCIAL GR 0.09%
VMWARE INC-CLASS A 0.09%
ADECCO GROUP AG-REG 0.08%
ALTRIA GROUP INC 0.08%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.08%
APPLE INC 02.1000 05/06/2019 0.08%
BANK OF AMERICA NA 01.3000 10/10/2017 0.08%
BNP PARIBAS 0.08%
BOUYGUES SA 0.08%
CAS 2015-C01 1M2 05.5372 02/25/2025 0.08%
CAS 2015-C02 1M2 05.2372 05/25/2025 0.08%
COMM 2013-CR13 AM 04.4490 11/12/2046 0.08%
CONAGRA BRANDS INC 0.08%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.08%
DARDEN RESTAURANTS INC 0.08%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.08%
DISH NETWORK CV 03.3750 08/15/2026 0.08%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.08%
HCP INC 0.08%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.08%
INDUSTRIVARDEN AB-A SHS 0.08%
LEAR CORP 0.08%
MARUBENI CORP 0.08%
MASCO CORP 0.08%
MAXIM INTEGRATED PRODUCTS 0.08%
MICRON TECH CV 01.6250 02/15/2033 0.08%
MUENCHENER RUECKVER AG-REG 0.08%
NIPPON TELEGRAPH & TELEPHONE 0.08%
ORIX CORP 0.08%
PERSIMMON PLC 0.08%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.08%
SOCIETE GENERALE SA 0.08%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.08%
STACR 2014-HQ3 M3 05.9872 10/25/2024 0.08%
SWISS RE AG 0.08%
TAYLOR WIMPEY PLC 0.08%
ULTA BEAUTY INC 0.08%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.08%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.08%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.08%
WFRBS 2014-C25 XA IO 01.0723 11/15/2047 0.08%
YUM BRANDS INC 0.08%
ADOBE SYSTEMS INC 0.07%
ALLY FINANCIAL INC 0.07%
AMAZON.COM INC P/P 144A 03.1500 08/22/2027 0.07%
APPLE INC 04.2500 02/09/2047 0.07%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.07%
AUSTRALIA & NEW ZEALAND BANK 01.0700 10/02/2017 0.07%
AVERY DENNISON CORP 0.07%
BANK OF AMERICA CORP 03.8240 01/20/2028 0.07%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.07%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.07%
BUNGE LTD 0.07%
CAMPBELL SOUP CO 0.07%
CARNIVAL PLC 0.07%
CENTRAL JAPAN RAILWAY CO 0.07%
CENTRICA PLC 0.07%
CHARTER COMM OPT LLC P/P 144A 05.3750 05/01/2047 0.07%
CK ASSET HOLDINGS LTD 0.07%
COMCAST CORP 03.1500 03/01/2026 0.07%
COMMONWEALTH BANK OF AUSTRALI 01.2700 10/12/2017 0.07%
CSMC 2016-NXSR C 04.5094 12/15/2049 0.07%
DELL TECHNOLOGIES INC-CL V 0.07%
DUKE REALTY CORP 0.07%
ELECTROLUX AB-SER B 0.07%
ENERGY TRANSFER LP 04.2000 04/15/2027 0.07%
EVONIK INDUSTRIES AG 0.07%
F5 NETWORKS INC 0.07%
FIAT CHRYSLER AUTOMOBILES NV 0.07%
FORTINET INC 0.07%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.07%
HEINEKEN HOLDING NV 0.07%
HOCHTIEF AG 0.07%
HUNTINGTON INGALLS INDUSTRIE 0.07%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.07%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.07%
LINCOLN NATIONAL CORP 0.07%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.07%
MARKS AND SPENCER LTD 0.07%
MORGAN STANLEY 0.07%
NATIONAL AUSTRALIA BANK/CAYM 01.0500 10/02/2017 0.07%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.07%
NESTLE FINANCE INTERNATIONAL 64105RXA3 DCP 10/10/2017 0.07%
NISOURCE INC 0.07%
NN GROUP NV 0.07%
ORACLE CORP 02.6500 07/15/2026 0.07%
ORACLE CORPORATION 02.2500 10/08/2019 0.07%
OWENS CORNING 0.07%
PEUGEOT SA 0.07%
PROCTER & GAMBLE CO/THE 0.07%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.07%
QUANTA SERVICES INC 0.07%
RESONA HOLDINGS INC 0.07%
SAINSBURY (J) PLC 0.07%
SAMSUNG ELECTRONICS CO LTD 0.07%
SIMON PROPERTY GROUP INC 0.07%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.07%
SKY PLC 0.07%
SPIRIT AEROSYSTEMS HOLD-CL A 0.07%
TATE & LYLE PLC 0.07%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.07%
WELLCARE HEALTH PLANS INC 0.07%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.07%
WFRBS 2014-C22 XA IO 01.0658 09/15/2057 0.07%
WM MORRISON SUPERMARKETS 0.07%
ACS ACTIVIDADES 0.06%
AGNC INVESTMENT CORP 0.06%
ALTRIA GROUP INC 02.6250 01/14/2020 0.06%
ANNALY CAPITAL MANAGEMENT IN 0.06%
ARAMARK 0.06%
BANK OF AMERICA NA 01.3517 02/12/2018 0.06%
BF0132 04.0000 07/01/2056 0.06%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.06%
BRDCOM CRP / FIN P/P 144A 03.8750 01/15/2027 0.06%
CAMDEN PROPERTY TRUST 0.06%
CBS CORP 04.6000 01/15/2045 0.06%
CENTERPOINT ENERGY INC 0.06%
CIMIC GROUP LTD 0.06%
COMM 2014-LC15 XA IO 01.4985 04/10/2047 0.06%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.06%
CWL 2004-5 2A 01.7372 10/25/2034 0.06%
CWL 2005-8 M4 02.1672 12/25/2035 0.06%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.06%
EQT CORP 03.9000 10/01/2027 0.06%
GE CAP INTL FUNDING USD 02.3420 11/15/2020 0.06%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.06%
GSMS 2015-GC30 XA IO 01.0237 05/10/2050 0.06%
INGREDION INC 0.06%
KINGFISHER PLC 0.06%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.06%
MANPOWERGROUP INC 0.06%
MICROSOFT CORP 01.5500 08/08/2021 0.06%
MSBAM 2013-C13 XA IO 01.2673 11/15/2046 0.06%
MSBAM 2013-C7 XA IO 01.6191 02/15/2046 0.06%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.06%
NESTLE SA-REG 0.06%
NEWELL BRANDS INC 04.2000 04/01/2026 0.06%
NEWMONT MINING CORP 0.06%
NORDEA BANK AB 65558GD91 DCP 04/09/2018 0.06%
NVR INC 0.06%
OSHKOSH CORP 0.06%
PARK HOTELS & RESORTS INC 0.06%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.06%
ROYAL BANK OF CANADA NY 01.6172 12/08/2017 0.06%
SHIONOGI & CO LTD 0.06%
SPDR S&P MIDCAP 400 ETF TRST 0.06%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.06%
STEEL DYNAMICS INC P/P 144A 04.1250 09/15/2025 0.06%
SYNOPSYS INC 0.06%
TELSTRA CORP LTD 0.06%
TERADYNE INC 0.06%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.06%
TRAVELERS COS INC/THE 0.06%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.06%
WAMU 2004-AR13 A2B 02.1172 11/25/2034 0.06%
WATSCO INC 0.06%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.06%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.05%
AIR LEASE CORP 03.6250 04/01/2027 0.05%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.05%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.05%
ARMT 2005-9 5A1 01.7772 11/25/2035 0.05%
BANCO SANTANDER SA 0.05%
BANK OF AMERICA CORP 05.6250 07/01/2020 0.05%
BANK OF MONTREAL/CHICAGO IL 01.3500 12/18/2017 0.05%
BANK OF NOVA SCOTIA/THE 01.4039 06/21/2018 0.05%
BARRATT DEVELOPMENTS PLC 0.05%
CANADA 13508TX35 DCP 10/03/2017 0.05%
CDX CDX.NA.HY.29 500.0 12/20/2022 0.05%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.05%
CHARIOT FUNDING LLC 15963TYL7 DCP 11/20/2017 0.05%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.05%
CHEVRON CORP 16677JXC5 DCP 10/12/2017 0.05%
CITIGROUP INC 02.6500 10/26/2020 0.05%
CITIGROUP INC 05.9500 12/29/2049 0.05%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.05%
COCA-COLA AMATIL LTD 0.05%
COLLATERALIZED COMMERCIAL PAP 01.4207 01/05/2018 0.05%
COLLATERALIZED COMMERCIAL PAP 01.5261 10/26/2017 0.05%
COMM 2013-CR11 XA IO 01.1515 08/10/2050 0.05%
COMM 2013-LC13 XA IO 01.4871 08/10/2046 0.05%
CREDIT AGRICOLE CORPORATE AND 01.0600 10/02/2017 0.05%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.05%
DNB BANK ASA - 03/19/2018 01.3344 03/19/2018 0.05%
DUN & BRADSTREET CORP 0.05%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.05%
FNMA FN30 AS7154 03.0000 05/01/2046 0.05%
FNMA FN30 BE9027 04.0000 04/01/2047 0.05%
GLAXOSMITHKLINE LLC 37737PX50 DCP 10/05/2017 0.05%
GSMS 2014-GC18 XA IO 01.2867 01/10/2047 0.05%
HARTFORD FINL SVCS GRP 06.6250 03/30/2040 0.05%
HITACHI LTD 0.05%
JACOBS ENGINEERING GROUP INC 0.05%
KINDER MORGAN INC 03.1500 01/15/2023 0.05%
KINDER MORGAN INC/DELAWA 04.3000 06/01/2025 0.05%
KRAFT HEINZ FOODS CO 02.1294 08/10/2022 0.05%
LEAR CORP 03.8000 09/15/2027 0.05%
LIBERTY PROPERTY TRUST 0.05%
MICROSOFT CORP 02.4000 08/08/2026 0.05%
MICROSOFT CORP 03.3000 02/06/2027 0.05%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.05%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.05%
MSC 2012-C4 XA IO P/P 144A 02.2781 03/15/2045 0.05%
NOMURA HOLDINGS INC 0.05%
NORDEA BANK AB 65558FXB6 DCP 10/11/2017 0.05%
PETROBRAS GLOBAL FINANCE USD 08.3750 05/23/2021 0.05%
PINNACLE FOODS INC 0.05%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.05%
PROCTER & GAMBLE CO/THE 74271TXG3 DCP 10/16/2017 0.05%
PROLOGIS INC 0.05%
PUBLIC STORAGE 0.05%
QANTAS AIRWAYS LTD 0.05%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.05%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.05%
ROYAL DUTCH SHELL PLC-B SHS 0.05%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.05%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.05%
SCOTTS MIRACLE-GRO CO 0.05%
SIMON PROPERTY GROUP LP 82880WXP2 DCP 10/23/2017 0.05%
STACR 2013-DN2 M2 05.4872 11/25/2023 0.05%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.05%
SVENSKA HANDELSBANKEN NY 01.3544 12/15/2017 0.05%
SWEDBANK AB 87019RX27 DCP 10/02/2017 0.05%
TESLA INC CV 01.2500 03/01/2021 0.05%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.05%
THUNDER BAY FUNDING LLC 88603GHS2 DCP 01/26/2018 0.05%
TIME WARNER INC 03.8000 02/15/2027 0.05%
TORONTO DOMINION BANK NY 01.6750 11/01/2017 0.05%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.05%
TORONTO-DOMINION HOLDINGS USA 89116EXG3 DCP 10/16/2017 0.05%
TOYOTA TSUSHO CORP 0.05%
TRANSUNION 0.05%
TREASURY BILL 00.0000 12/14/2017 0.05%
UNUM GROUP 0.05%
US TREASURY FRN 01.2268 07/31/2018 0.05%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.05%
VISTEON CORP 0.05%
WEC ENERGY GROUP INC 03.4275 05/15/2067 0.05%
WELLS FARGO BANK NA 01.6541 01/09/2018 0.05%
WH GROUP LTD 0.05%
ALLERGAN PLC 05.5000 CV PFD 0.04%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.04%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.04%
AMERICAN TOWER CORP 05.5000 CV PFD 0.04%
ANA HOLDINGS INC 0.04%
ASAHI KASEI CORP 0.04%
AVALONBAY COMMUNITIES INC 0.04%
BANK OF AMERICA CORP 07.2500 CV PFD 0.04%
BANK OF NOVA SCOTIA/THE 06417JXC1 DCP 10/12/2017 0.04%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.04%
BECTON DICKINSON AND CO 06.1250 CV PFD 0.04%
BOOZ ALLEN HAMILTON HOLDINGS 0.04%
BOSTON PROPERTIES INC 0.04%
BPCE SA 05571BX24 DCP 10/02/2017 0.04%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.04%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.04%
BWX TECHNOLOGIES INC 0.04%
CARLISLE COS INC 0.04%
CAS 2015-C03 2M2 06.2372 07/25/2025 0.04%
CGCMT 2012-GC8 XA IO P/P 144A 01.9793 09/10/2045 0.04%
CGCMT 2014-GC21 X IO 01.4098 05/10/2047 0.04%
CHARIOT FUNDING LLC 15963TX61 DCP 10/06/2017 0.04%
CHARLES RIVER LABORATORIES 0.04%
CHEVRON CORP 01.5610 05/16/2019 0.04%
CIT GROUP INC 05.0000 08/01/2023 0.04%
CITIBANK NA 01.3100 10/10/2017 0.04%
CITIGROUP INC 04.7500 05/18/2046 0.04%
COMCAST CORP 03.3750 02/15/2025 0.04%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.04%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.04%
COMM 2013-CR11 C P/P 144A 05.1685 08/10/2050 0.04%
COMM 2014-UBS4 XA IO 01.3851 08/10/2047 0.04%
COOPERAT RABOBANK UA/NY USD 01.3350 04/03/2018 0.04%
CREDIT AGRICOLE SA 0.04%
CVS HEALTH CORP 02.8750 06/01/2026 0.04%
DNB BANK ASA 2332K0X23 DCP 10/02/2017 0.04%
DNB NOR ASA 0.04%
DR PEPPER SNAPPLE GROUP INC 0.04%
ECOLAB INC 02.7000 11/01/2026 0.04%
EPR PROPERTIES 05.7500 CUM CV PFD 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
EXPORT DEVELOPMENT CANADA 30215GX31 DCP 10/03/2017 0.04%
FIRST HAWAIIAN INC 0.04%
FIRSTENERGY CORP 04.2500 03/15/2023 0.04%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.04%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.04%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.04%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.04%
GSMS 2010-C1 D P/P 144A 06.1973 08/10/2043 0.04%
HCA INC 05.5000 06/15/2047 0.04%
HD SUPPLY HOLDINGS INC 0.04%
HSBC BANK PLC - 04/13/2018 01.2700 04/13/2018 0.04%
INDUSTRIAL BANK OF KOREA 0.04%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.04%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.04%
LAMB WESTON HOLDINGS INC 0.04%
LIBERTY MEDIA COR-SIRIUSXM A 0.04%
LLOYDS BANK PLC NY 01.3667 01/16/2018 0.04%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.04%
LOUISIANA-PACIFIC CORP 04.8750 09/15/2024 0.04%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.04%
MASTEC INC 04.8750 03/15/2023 0.04%
MICRON TECHNO CV 03.0000 11/15/2043 0.04%
MITSUBISHI CHEMICAL HOLDINGS 0.04%
MITSUBISHI TANABE PHARMA 0.04%
MLMI 2005-A10 A 01.4472 02/25/2036 0.04%
MOLSON COORS P/P 144A 01.9000 03/15/2019 0.04%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.04%
NESTLE FINANCE INTERNATIONAL 64105RYV6 DCP 11/29/2017 0.04%
NEW WORLD DEVELOPMENT 0.04%
NEXTERA ENERGY INC 06.1230 CV PFD 0.04%
NOVELLUS SYS CV 02.6250 05/15/2041 0.04%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.04%
OLD LINE FUNDING LLC 67984WFR4 DCP 11/15/2017 0.04%
PFIZER INC 01.7000 12/15/2019 0.04%
REGENCY MARKETS NO. 1 LLC 7588R0XR3 DCP 10/25/2017 0.04%
REINSURANCE GROUP OF AMERICA 0.04%
RLJ LODGING TRUST 01.9500 CUM CV PFD 0.04%
ROYAL MAIL PLC 0.04%
SANDVIK AB 0.04%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.04%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.04%
SIMON PROPERTY GROUP LP 82880WX23 DCP 10/02/2017 0.04%
SKANDINAVISKA ENSKILDA BANKEN 83050TZN4 DCP 12/22/2017 0.04%
SPIRIT REALTY CAPITAL INC 0.04%
SPST 2017-1 A 02.1372 02/25/2049 0.04%
STARWOOD PROP TR CV 04.0000 01/15/2019 0.04%
SUMITOMO MITSUI BANK NY 01.4517 11/06/2017 0.04%
SVENSKA HANDELSBANKEN AB 86960KG55 DCP 07/05/2018 0.04%
T-MOBILE US INC 05.5000 CV PFD 0.04%
T-MOBILE USA INC 06.3750 03/01/2025 0.04%
TABCORP HOLDINGS LTD 0.04%
TAISEI CORP 0.04%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.04%
TREASURY BILL 00.0000 12/07/2017 0.04%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.04%
UBSBB 2012-C2 XA IO P/P 144A 01.5336 05/10/2063 0.04%
UPM-KYMMENE OYJ 0.04%
VALEO SA 0.04%
VEREIT INC 0.04%
VICTORY RECEIVABLES CORP 92646KXG2 DCP 10/16/2017 0.04%
VOYA FINANCIAL INC 0.04%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.04%
WAMU 2005-AR1 A2A1 01.9172 01/25/2045 0.04%
WELLS FARGO & COMPANY 07.5000 CV PFD 0.04%
WELLTOWER INC 0.04%
WFCM 2016-LC25 XA IO 01.2371 12/15/2059 0.04%
WHEELOCK & CO LTD 0.04%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 0.04%
ABN AMRO FUNDING USA LLC 00084BXA7 DCP 10/10/2017 0.03%
AEROJET ROCK P/P 144A CV 02.2500 12/15/2023 0.03%
AES CORP/VA 05.1250 09/01/2027 0.03%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.03%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.03%
AMG CAPITAL TRUST II 05.1500 CV PFD 0.03%
APARTMENT INVT & MGMT CO -A 0.03%
APPLE INC 02.0000 05/06/2020 0.03%
APPLE INC 04.3750 05/13/2045 0.03%
ARCONIC INC 05.3750 CUM CV PFD 0.03%
ARISTOCRAT LEISURE LTD 0.03%
ASSOCIATED BRITISH FOODS PLC 0.03%
ASSURED GUARANTY LTD 0.03%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.03%
BANK OF MONTREAL CHICAGO 01.3644 10/17/2017 0.03%
BANK OF MONTREAL CHICAGO 01.3706 10/03/2017 0.03%
BANK OF TOKYO-MITSUBISHI UFJ 01.5200 10/30/2017 0.03%
BGC PARTNERS INC 05.1250 05/27/2021 0.03%
BOARDWALK PIPELINES LP 04.4500 07/15/2027 0.03%
BRIXMOR PROPERTY GROUP INC 0.03%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.03%
CAS 2015-C02 2M2 05.2372 05/25/2025 0.03%
CBRE SERVICES INC 04.8750 03/01/2026 0.03%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.03%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.03%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.03%
CFCRE 2011-C2 D P/P 144A 05.9453 12/15/2047 0.03%
CHESAPEAKE EN P/P 144A CV 05.5000 09/15/2026 0.03%
CIENA CORP CV 04.0000 12/15/2020 0.03%
CINCINNATI BELL INC 06.7500 CUM CV PFD 0.03%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.03%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.03%
COLONY NORTHSTAR INC-CLASS A 0.03%
COMCAST CORP 06.9500 08/15/2037 0.03%
COMM 2012-LC4 AM 04.0630 12/10/2044 0.03%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.03%
COMM 2014-CR17 C 04.8948 05/10/2047 0.03%
COMM 2014-UBS6 C 04.6137 12/10/2047 0.03%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.03%
COVESTRO AG 0.03%
CROWN CASTLE INTL CORP 06.8750 CUM CV PFD 0.03%
CSAIL 2015-C1 C 04.4417 04/15/2050 0.03%
DAI NIPPON PRINTING CO LTD 0.03%
DTE ENERGY CO 06.5000 CV PFD 0.03%
EAST WEST BANCORP INC 0.03%
EASTMAN CHEMICAL CO 03.8000 03/15/2025 0.03%
ENBRIDGE INC USD 04.2500 12/01/2026 0.03%
ENDESA S.A. 0.03%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.03%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.03%
ESSEX PROPERTY TRUST INC 0.03%
EXTRA SPACE STORAGE INC 0.03%
FAIRWAY FINANCE CO LLC 30601VY62 DCP 11/06/2017 0.03%
FED REPUBLIC OF BRAZIL USD 06.0000 04/07/2026 0.03%
FHLMC FH30G Q46436 04.0000 02/01/2047 0.03%
FLIR SYSTEMS INC 0.03%
FOREST CITY REALTY TRUST- A 0.03%
GGP INC 0.03%
GREAT LAKES D&D 08.0000 05/15/2022 0.03%
GSMS 2011-GC5 XA IO P/P 144A 01.5206 08/10/2044 0.03%
GSMS 2014-GC18 C 05.1091 01/10/2047 0.03%
GSMS 2014-GC22 XA IO 01.1832 06/10/2047 0.03%
HARVEY NORMAN HOLDINGS LTD 0.03%
HCA INC 06.5000 02/15/2020 0.03%
HIGHWOODS PROPERTIES INC 0.03%
HOST HOTELS & RESORTS INC 0.03%
HOYA CORP 0.03%
HSBC FINANCE CORP 06.6760 01/15/2021 0.03%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.03%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.03%
IRON MOUNTAIN INC 0.03%
JAZZ INVESTME USD 01.8750 08/15/2021 0.03%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.03%
JPMBB 2014-C25 XA IO 01.1209 11/15/2047 0.03%
JPMBB 2015-C33 XA IO 01.1840 12/15/2048 0.03%
JPMCC 2013-C10 XA IO 01.2580 12/15/2047 0.03%
JPMORGAN CHASE & CO 02.2950 08/15/2021 0.03%
KAR AUCTION SERVICES INC 0.03%
KDDI CORP 0.03%
KERRY PROPERTIES LTD 0.03%
KRAFT HEINZ FOODS CO 06.8750 01/26/2039 0.03%
KURARAY CO LTD 0.03%
LANDSTAR SYSTEM INC 0.03%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.03%
MANDATORY EXCH TRUST P/P 144A 05.7500 CV PFD 0.03%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.03%
METLIFE SHORT TERM FUNDING LL 59157TXL2 DCP 10/20/2017 0.03%
MICHAELS COS INC/THE 0.03%
MORGAN STANLEY 02.6500 01/27/2020 0.03%
MSBAM 2015-C25 XA IO 01.2890 10/15/2048 0.03%
MSC 2012-C4 C P/P 144A 05.6013 03/15/2045 0.03%
MSC 2012-C4 D P/P 144A 05.6013 03/15/2045 0.03%
NATIONAL AUSTRALIA BANK LTD 01.2731 12/12/2017 0.03%
NATIONAL AUSTRALIA BANK LTD 63254FBD8 DCP 02/13/2018 0.03%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.03%
NCR CORPORATION 0.03%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.03%
ON SEMICONDUC CV 01.0000 12/01/2020 0.03%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.03%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.03%
POPULAR INC 0.03%
PPL CORP 0.03%
PRICELINE GRP INC/THE CV 01.0000 03/15/2018 0.03%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.03%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.03%
PUGET SOUND ENERGY INC 06.9740 06/01/2067 0.03%
REGENCY MARKETS NO. 1 LLC 7588R0X51 DCP 10/05/2017 0.03%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.03%
RELIANCE STEEL & ALUMINUM 0.03%
RENAULT SA 0.03%
RIO TINTO PLC 0.03%
S&P GLOBAL INC 02.9500 01/22/2027 0.03%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.03%
SBERBANK (SB CAP SA) P/P 144A 05.1250 10/29/2022 0.03%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.03%
SERVICEMASTER GLOBAL HOLDING 0.03%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.03%
SL GREEN REALTY CORP 0.03%
STARWOOD PROPERTY TRUST INC 0.03%
SUN HUNG KAI PROPERTIES 0.03%
TCP CAP CORP CV 05.2500 12/15/2019 0.03%
TIMKEN COMPANY 0.03%
TOPPAN PRINTING CO LTD 0.03%
TRANSDIGM INC 06.3750 06/15/2026 0.03%
UBSBB 2013-C6 XA IO P/P 144A 01.3825 04/10/2046 0.03%
VANTIV INC - CL A 0.03%
VECTOR GROUP LTD CV 01.7500 04/15/2020 0.03%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.03%
VERIZON COMM 04.5220 09/15/2048 0.03%
VESTAS WIND SYSTEMS A/S 0.03%
WAMU 2004-AR13 A1A 01.9572 11/25/2034 0.03%
WESTPAC BANKING CORP 01.3544 01/08/2018 0.03%
WESTROCK CO P/P 144A 03.3750 09/15/2027 0.03%
WESTROCK MWV LLC 08.2000 01/15/2030 0.03%
WFCM 2013-LC12 AS 04.4301 07/15/2046 0.03%
WFCM 2014-LC16 XA IO 01.5383 08/15/2050 0.03%
WFRBS 2011-C3 D P/P 144A 05.8132 03/15/2044 0.03%
WFRBS 2011-C5 E P/P 144A 05.8611 11/15/2044 0.03%
WFRBS 2012-C10 D P/P 144A 04.5930 12/15/2045 0.03%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.03%
WFRBS 2013-C15 C 04.6281 08/15/2046 0.03%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.03%
WFRBS 2014-C24 XA IO 01.1025 11/15/2047 0.03%
WP CAREY INC 0.03%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.03%
ABN AMRO FUNDING USA LLC 00084BZM9 DCP 12/21/2017 0.02%
ADS INC P/P 144A 05.6250 11/15/2024 0.02%
AES CORP/VA 05.5000 04/15/2025 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
AIR TRANSPORT P/P 144A CV 01.1250 10/15/2024 0.02%
ALEXANDRIA REAL ESTATE E 07.0000 CUM CV PFD 0.02%
ALEXANDRIA REAL ESTATE EQUIT 0.02%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.02%
ALPINE SECURITIZATION LTD 02089EY60 DCP 11/06/2017 0.02%
ALTA MESA HLDGS P/P 144A 07.8750 12/15/2024 0.02%
ALTRIA GROUP INC 02.8500 08/09/2022 0.02%
AMAZON.COM INC P/P 144A 04.0500 08/22/2047 0.02%
AMERICAN FINANCIAL GROUP INC 0.02%
AMERICAN HONDA FINANCE CORP 02665JX54 DCP 10/05/2017 0.02%
AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 0.02%
AMERICAN TOWER CORP 04.0000 06/01/2025 0.02%
ANGLO AMER PLC 0.02%
ANTHEM INC 05.2500 CV PFD 0.02%
APPLE HOSPITALITY REIT INC 0.02%
ASHTEAD CAPITAL INC P/P 144A 05.6250 10/01/2024 0.02%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.02%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.02%
AUSTRALIA & NEW ZEALAND BANKI 05253CBG0 DCP 02/16/2018 0.02%
AUSTRALIA & NEW ZEALAND BANKI 05253CE44 DCP 05/04/2018 0.02%
AUTONATION INC. 05.5000 02/01/2020 0.02%
BANC OF CALIFORNIA INC 0.02%
BANDAI NAMCO HOLDINGS INC 0.02%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.02%
BANK OF NOVA SCOTIA HOUS 01.4111 06/07/2018 0.02%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.02%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 0.02%
BARCLAYS PLC USD 04.8360 05/09/2028 0.02%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.02%
BELDEN INC 06.7500 CV PFD 0.02%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.02%
BLACKSTONE MORTGAGE TR CV 05.2500 12/01/2018 0.02%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.02%
BNP PARIBAS SA/NEW YORK NY 01.3000 10/20/2017 0.02%
BNP PARIBAS/CAYMAN ISLANDS 01.1600 10/03/2017 0.02%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.02%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.02%
BRAND ENERGY TL L+425 05.5219 06/21/2024 0.02%
BRANDYWINE REALTY TRUST 0.02%
BROOKDALE SNR LIVING CV 02.7500 06/15/2018 0.02%
BUILDERS FIRSTSOURCE P/P 144A 10.7500 08/15/2023 0.02%
BURLINGTN NORTH SANTA FE 05.4000 06/01/2041 0.02%
CABOT CORP 0.02%
CAESARS ENT OPER TLB6B L+775 11.7500 03/01/2018 0.02%
CAFCO LLC 1247P2ZM9 DCP 12/21/2017 0.02%
CALATLANTIC GROUP INC CV 01.6250 05/15/2018 0.02%
CALTEX AUSTRALIA LTD 0.02%
CANADIAN NATL RESOURCES USD 03.8500 06/01/2027 0.02%
CARTERS INC 0.02%
CAS 2016-C05 2M1 02.5872 01/25/2029 0.02%
CBS CORP 02.9000 01/15/2027 0.02%
CBS CORP 03.5000 01/15/2025 0.02%
CEMEX SAB DE CV USD 03.7200 03/15/2020 0.02%
CENOVUS ENERGY INC. P/P 144A 04.2500 04/15/2027 0.02%
CGCMT 2013-GC17 AS 04.5440 11/10/2046 0.02%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.02%
CHENIERE CORP CHRIST P/P 144A 05.1250 06/30/2027 0.02%
CHIMERA INVESTMENT CORP 0.02%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.02%
CIT GROUP INC. 05.0000 08/15/2022 0.02%
CITIGROUP INC 03.6680 07/24/2028 0.02%
CITIGROUP INC 06.2500 12/29/2049 0.02%
CITRIX SYSTEM CV 00.5000 04/15/2019 0.02%
CMLTI 2005-2 1A2A 03.2532 05/25/2035 0.02%
COLONY STARWO P/P 144A CV 03.5000 01/15/2022 0.02%
COMCAST CORP 02.3500 01/15/2027 0.02%
COMM 2010-C1 D P/P 144A 06.3239 07/10/2046 0.02%
COMM 2012-CR3 D P/P 144A 04.9194 10/15/2045 0.02%
COMM 2012-LC4 XA IO P/P 144A 02.3845 12/10/2044 0.02%
COMM 2014-CR17 XA IO 01.2969 05/10/2047 0.02%
COMMONWEALTH BANK OF AUSTRALI 01.1744 05/02/2018 0.02%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.02%
CONSTELLATION BRANDS INC 03.7000 12/06/2026 0.02%
CORELOGIC INC 0.02%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.02%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.02%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.02%
CROWN CASTLE INTL CORP 04.7500 05/15/2047 0.02%
CROWN CASTLE INTL CORP. 05.2500 01/15/2023 0.02%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.02%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.02%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.02%
CYPRESS SEMIC CV 04.5000 01/15/2022 0.02%
DANSKE CORP 2363F6XH8 DCP 10/17/2017 0.02%
DANSKE CORP 2363F6ZF0 DCP 12/15/2017 0.02%
DGB FINANCIAL GROUP INC 0.02%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.02%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.02%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.02%
DOLBY LABORATORIES INC-CL A 0.02%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.02%
DOUGLAS EMMETT INC 0.02%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.02%
DST SYSTEMS INC 0.02%
DYCOM IND INC CV 00.7500 09/15/2021 0.02%
DYNEGY INC 07.3750 11/01/2022 0.02%
E.I. DU PONT DE NEMOURS 01.8406 05/01/2020 0.02%
EDISON INTERNATIONAL 0.02%
EMERA US FINANCE LP 04.7500 06/15/2046 0.02%
ENDEAVOR ENERGY P/P 144A 08.1250 09/15/2023 0.02%
ENERGIZER HOLDINGS INC 0.02%
EPR PROPERTIES 0.02%
EQUINIX INC 0.02%
EURONET WORLD CV 01.5000 10/01/2044 0.02%
EURONET WORLDWIDE INC 0.02%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.02%
FHLMC FH30G Q47178 04.0000 03/01/2047 0.02%
FIRSTENERGY CORP 04.8500 07/15/2047 0.02%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.02%
FNMA FN30 BE3084 04.0000 12/01/2046 0.02%
FORTESCUE METALS GROUP LTD 0.02%
GAMING AND LEISURE PROPERTIE 0.02%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.02%
GNR 2013-99 AS IO 04.8139 06/20/2043 0.02%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.02%
GNR 2016-135 PI IO 04.0000 05/20/2046 0.02%
GNR 2016-H16 EI IO 02.2370 06/20/2066 0.02%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.02%
GOTHAM FUNDING CORP 38346LZL3 DCP 12/20/2017 0.02%
GREENBRIER C P/P 144A CV 02.8750 02/01/2024 0.02%
GSMS 2011-GC5 C P/P 144A 05.5653 08/10/2044 0.02%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.02%
HESS CORP 08.0000 CV PFD 0.02%
HITACHI CHEMICAL CO LTD 0.02%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.02%
HOLOGIC INC 0.02%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.02%
HOST HOTELS & RESORTS 05.2500 03/15/2022 0.02%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.02%
HSBC HOLDINGS PLC 0.02%
HUBSPOT INC P/P 144A CV 00.2500 06/01/2022 0.02%
HYATT HOTELS CORP - CL A 0.02%
HYATT HOTELS CORP 04.8500 03/15/2026 0.02%
IAC FINANCECO P/P 144A CV 00.8750 10/01/2022 0.02%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
INFOR US INC 06.5000 05/15/2022 0.02%
INNOGY SE 0.02%
INPHI CORP P/P 144A CV 00.7500 09/01/2021 0.02%
INTEL CORP CV 03.2500 08/01/2039 0.02%
IPALCO ENTPRS IN P/P 144A 03.7000 09/01/2024 0.02%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.02%
ISS A/S 0.02%
ISTAR INC 0.02%
ISTAR INC 04.5000 CUM CV PFD 0.02%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.02%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JPMBB 2013-C14 C 04.7211 08/15/2046 0.02%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.02%
JPMBB 2013-C17 XA IO 01.0428 01/15/2047 0.02%
JPMBB 2014-C19 XA IO 01.3218 04/15/2047 0.02%
JPMBB 2014-C24 XA IO 01.2087 11/15/2047 0.02%
JPMCC 2012-C8 C P/P 144A 04.7589 10/15/2045 0.02%
JPMCC 2013-LC11 X IO 01.4812 04/15/2046 0.02%
KAJIMA CORP 0.02%
KELLOGG CO 03.2500 04/01/2026 0.02%
KEYCORP 02.3000 12/13/2018 0.02%
LIBERTY EXPEDIA HOLD INC 144A 0.02%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.02%
LIBERTY STREET FUNDING LLC 53127TZE6 DCP 12/14/2017 0.02%
LIBERTY VENTURES - SER A 0.02%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.02%
MACQUARIE INFRASTRUCTU CV 02.0000 10/01/2023 0.02%
MANHATTAN ASSET FUNDING CO LL 56274LXK5 DCP 10/19/2017 0.02%
MANHATTAN ASSET FUNDING CO LL 56274LY99 DCP 11/09/2017 0.02%
MAPFRE SA 0.02%
MASONITE INTL C P/P 144A 05.6250 03/15/2023 0.02%
MEDICAL PROPERTIES TRUST INC 0.02%
MEDICINES CO CV 02.7500 07/15/2023 0.02%
MEDIPAL HOLDINGS CORP 0.02%
MERCER INTL INC USD 06.5000 02/01/2024 0.02%
MERCK & CO INC 01.8500 02/10/2020 0.02%
METLIFE INC. 04.7500 02/08/2021 0.02%
METLIFE SHORT TERM FUNDING LL 59157TXC2 DCP 10/12/2017 0.02%
MHL 2005-1 1M1 01.9572 02/25/2035 0.02%
MITSUBISHI GAS CHEMICAL CO 0.02%
MIZUHO BANK LTD P/P 144A 01.5500 10/17/2017 0.02%
MIZUHO BANK LTD/NY USD 02.1541 10/12/2017 0.02%
MLMI 2005-A2 A2 02.9727 02/25/2035 0.02%
MONSANTO CO 05.5000 08/15/2025 0.02%
MPLX LP 04.1250 03/01/2027 0.02%
MSAC 2004-HE6 M1 02.0622 08/25/2034 0.02%
MSBAM 2013-C7 XB IO P/P 144A 00.4339 02/15/2046 0.02%
MSC 2011-C3 D P/P 144A 05.3268 07/15/2049 0.02%
MSC INDUSTRIAL DIRECT CO-A 0.02%
NABORS INDUSTRIES INC 04.6250 09/15/2021 0.02%
NATIONAL BANK OF CANADA 63307LX63 DCP 10/06/2017 0.02%
NATIONAL BANK OF CANADA 63307LZB0 DCP 12/11/2017 0.02%
NATIONAL RETAIL PROPERTIES 0.02%
NATIONWIDE BUILDING SOCIETY 6385E0XG3 DCP 10/16/2017 0.02%
NATIONWIDE BUILDING SOCIETY 6385E1AN1 DCP 01/22/2018 0.02%
NATL HEALTH INVESTORS INC 0.02%
NAVISTAR INTL CV 04.7500 04/15/2019 0.02%
NCHET 2003-4 M1 02.3622 10/25/2033 0.02%
NEUROCRINE P/P 144A CV 02.2500 05/15/2024 0.02%
NEWS CORP - CLASS A 0.02%
NORBORD INC P/P 144A 06.2500 04/15/2023 0.02%
NRW BANK 62939LX46 DCP 10/04/2017 0.02%
NRW BANK 62939LZ85 DCP 12/08/2017 0.02%
OMEGA HEALTHCARE INVESTORS 0.02%
OMNICOM GROUP INC 03.6000 04/15/2026 0.02%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.02%
OSHKOSH CORP 05.3750 03/01/2025 0.02%
OSI SYS INC P/P 144A CV 01.2500 09/01/2022 0.02%
OTSUKA CORP 0.02%
OUTFRONT MEDIA INC 0.02%
PACIRA PHARMA P/P 144A CV 02.3750 04/01/2022 0.02%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.02%
PETROBRAS GLOBAL FIN P/P 144A 05.2990 01/27/2025 0.02%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.02%
PFIZER INC 0.02%
PRICELINE GROUP INC/THE 03.6500 03/15/2025 0.02%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.02%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.02%
PRUDENTIAL FINANCIAL INC 08.8750 06/15/2038 0.02%
PULTEGROUP INC. 07.8750 06/15/2032 0.02%
RABOBANK NEDERLAND NV NY 21687AY15 DCP 11/01/2017 0.02%
RANDSTAD HOLDING NV 0.02%
RANGE RESOURCES CORP P/P 144A 05.7500 06/01/2021 0.02%
RAYMOND JAMES FINANCIAL INC 0.02%
REALPAGE INC P/P 144A CV 01.5000 11/15/2022 0.02%
REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 0.02%
REGENCY MARKETS NO. 1 LLC 7588R0XB8 DCP 10/11/2017 0.02%
REP OF INDONESIA P/P 144A 05.2500 01/17/2042 0.02%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.02%
REXNORD CORP 05.7500 CUM CV PFD 0.02%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.02%
ROYAL BANK OF CANADA USD 02.2000 07/27/2018 0.02%
RTL GROUP 0.02%
SALESFORCE.COM INC 0.02%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.02%
SHIN-ETSU CHEMICAL CO LTD 0.02%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.02%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.02%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.02%
SOCIETE GENERALE SA 83369BXX9 DCP 10/31/2017 0.02%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.02%
SPECTRUM BRANDS HOLDINGS INC 0.02%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.02%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.02%
SQUARE INC P/P 144A CV 00.3750 03/01/2022 0.02%
STANLEY BLACK & DECKER I 05.3750 CV PFD 0.02%
STATOIL ASA USD 02.9000 11/08/2020 0.02%
SUCAMPO PHARM P/P 144A CV 03.2500 12/15/2021 0.02%
SUMITOMO MITSUI TRUST HOLDIN 0.02%
SUNSTONE HOTEL INVESTORS INC 0.02%
SWEDBANK AB 87019RYE0 DCP 11/14/2017 0.02%
SWEDBANK AB 87019RYV2 DCP 11/29/2017 0.02%
SWEDISH MATCH AB 0.02%
T-MOBILE USA INC 06.1250 01/15/2022 0.02%
TCF FINANCIAL CORP 0.02%
TELEFONICA EMISIONES SAU USD 07.0450 06/20/2036 0.02%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.02%
TENNECO INC 05.3750 12/15/2024 0.02%
TERADYNE INC P/P 144A CV 01.2500 12/15/2023 0.02%
TEVA PHARMACEUTICALS NE USD 03.1500 10/01/2026 0.02%
TEXAS GAS TRANSMISN P/P 144A 04.5000 02/01/2021 0.02%
TIME WARNER INC 02.9500 07/15/2026 0.02%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.02%
TOHOKU ELECTRIC POWER CO INC 0.02%
TORO CO 0.02%
TORONTO DOMINION BANK NY 01.6144 11/22/2017 0.02%
TTM TECHNOLOGIES INC CV 01.7500 12/15/2020 0.02%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.02%
TWITTER INC CV 01.0000 09/15/2021 0.02%
TWO HARBORS INVESTMENT CORP 0.02%
UNILEVER NV-CVA 0.02%
UNITED MEXICAN STATES USD 04.7500 03/08/2044 0.02%
US CONCRETE INC 06.3750 06/01/2024 0.02%
USG CORP P/P 144A 04.8750 06/01/2027 0.02%
VALIDUS HOLDINGS LTD 0.02%
VECTREN CORP 0.02%
VERIZON COMM 05.0120 04/15/2049 0.02%
VMWARE INC 03.9000 08/21/2027 0.02%
VOESTALPINE AG 0.02%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.02%
WAMU 2005-AR1 A2A3 02.0372 01/25/2045 0.02%
WASHINGTON PRIME GROUP INC 0.02%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.02%
WAYFAIR INC P/P 144A CV 00.3750 09/01/2022 0.02%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.02%
WELLS FARGO BANK NA 01.3511 02/07/2018 0.02%
WELLTOWER INC 06.5000 CUM CV PFD 0.02%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.02%
WESCO INTERNATIONAL INC 0.02%
WESTPAC BANKING CORP 01.3206 11/02/2017 0.02%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.02%
WESTROCK MWV LLC 07.9500 02/15/2031 0.02%
WEYERHAEUSER CO 07.3750 03/15/2032 0.02%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.02%
WFCM 2012-LC5 XA IO P/P 144A 01.9583 10/15/2045 0.02%
WFRBS 2011-C2 D P/P 144A 05.7881 02/15/2044 0.02%
WFRBS 2012-C10 C 04.5280 12/15/2045 0.02%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.02%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.02%
WFRBS 2014-C19 AS 04.2710 03/15/2047 0.02%
WHARF HOLDINGS LTD 0.02%
WHITING PETRO CV 01.2500 04/01/2020 0.02%
WILLIAMS PARTNERS LP 03.6000 03/15/2022 0.02%
WORKDAY INC P/P 144A CV 00.2500 10/01/2022 0.02%
WPX ENERGY INC 06.0000 01/15/2022 0.02%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.02%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.02%
XEROX CORP 0.02%
ZF NA CAPITAL P/P 144A 04.7500 04/29/2025 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%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
21ST CENTURY FOX AMERICA 03.0000 09/15/2022 0.01%
A SCHULMAN INC 06.8750 06/01/2023 0.01%
ABBVIE INC 02.5000 05/14/2020 0.01%
ABBVIE INC 02.9000 11/06/2022 0.01%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
AGREE REALTY CORP 0.01%
AK STEEL CORP 06.3750 10/15/2025 0.01%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.01%
ALLEGHENY TECHNOLOGIES INC 09.3750 06/01/2019 0.01%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.01%
ALLERGAN FUNDING SCS USD 04.7500 03/15/2045 0.01%
ALLISON TRANSMISSION P/P 144A 05.0000 10/01/2024 0.01%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.01%
ALTRIA GROUP INC 04.0000 01/31/2024 0.01%
AMAZON.COM INC 01.2000 11/29/2017 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMC ENT HOLDIN 06.1250 05/15/2027 0.01%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.01%
AMERICAN EXPRESS CO 04.9000 12/29/2049 0.01%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.01%
AMERICAN EXPRESS COMPANY 07.0000 03/19/2018 0.01%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.01%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.01%
AMGEN INC 03.4500 10/01/2020 0.01%
ANDEAVOR LOGIS LP/CORP 05.2500 01/15/2025 0.01%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.01%
ANTERO RESOURCES 05.3750 11/01/2021 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
APPLE INC 03.4500 05/06/2024 0.01%
APPLE INC 03.8500 05/04/2043 0.01%
ARC PROP OPER PART L 04.6000 02/06/2024 0.01%
ARCELORMITTAL USD 07.5000 10/15/2039 0.01%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
ASHTEAD CAPITAL INC P/P 144A 04.1250 08/15/2025 0.01%
ASPEN INSURANCE HOLDINGS LTD 0.01%
ASTRAZENECA PLC 0.01%
ASTRAZENECA PLC USD 06.4500 09/15/2037 0.01%
AT&T INC 03.4000 05/15/2025 0.01%
AT&T INC 04.7500 05/15/2046 0.01%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.01%
AUTOMATIC DATA PROCESSING 0.01%
AVAYA INC P/P 144A 07.0000 04/01/2019 0.01%
AVID TECH INC CV 02.0000 06/15/2020 0.01%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.01%
BANK OF AMERICA CORP 0.01%
BANK OF AMERICA CORP 02.0000 01/11/2018 0.01%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.01%
BANK OF NOVA SCOTIA USD 01.3750 12/18/2017 0.01%
BEDFORD ROW FUNDING CORP 07644BAN2 DCP 01/22/2018 0.01%
BEIERSDORF AG 0.01%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.01%
BERKSHIRE HATHAWAY INC-CL B 0.01%
BERRY GLOBAL INC 05.1250 07/15/2023 0.01%
BIOGEN INC 03.6250 09/15/2022 0.01%
BIOSCRIP INC 08.8750 02/15/2021 0.01%
BLUE CUBE SPINCO INC 09.7500 10/15/2023 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.01%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.01%
BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.01%
BROOKFIELD RESID P/P 144A 06.5000 12/15/2020 0.01%
BRUKER CORP 0.01%
BURLINGTN NORTH SANTA FE 05.7500 05/01/2040 0.01%
CABLE ONE INC 0.01%
CALATLANTIC GROUP INC 05.8750 11/15/2024 0.01%
CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 0.01%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.01%
CALPINE CORP 05.7500 01/15/2025 0.01%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.01%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.01%
CANADIAN IMP BK COMM NY 01.7250 02/02/2018 0.01%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.01%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.01%
CARBONITE INC P/P 144A CV 02.5000 04/01/2022 0.01%
CAS 2017-C01 1M2 04.7872 07/25/2029 0.01%
CBRE SERVICES INC 05.2500 03/15/2025 0.01%
CBS CORP-CLASS B NON VOTING 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 05.1250 05/01/2023 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.01%
CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 0.01%
CELANESE CORP-SERIES A 0.01%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.01%
CENTENE CORP 06.1250 02/15/2024 0.01%
CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CGCMT 2014-GC19 C 05.0645 03/10/2047 0.01%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.01%
CGCMT 2014-GC21 D P/P 144A 04.9961 05/10/2047 0.01%
CGPUTQL2 R USL3M P 12/01/17 CI 0.01%
CHARTA LLC 16115VY60 DCP 11/06/2017 0.01%
CHEMOURS CO 05.3750 05/15/2027 0.01%
CHEMOURS CO 06.6250 05/15/2023 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.01%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.01%
CHEVRON CORP 01.1040 12/05/2017 0.01%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.01%
CHS/COMMUNITY HEALTH SYS 07.1250 07/15/2020 0.01%
CIGNA CORP 04.5000 03/15/2021 0.01%
CIT GROUP INC 03.8750 02/19/2019 0.01%
CITIGROUP INC 05.5000 09/13/2025 0.01%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CME GROUP INC 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
COCA-COLA CO/THE 02.2500 09/01/2026 0.01%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.01%
COMCAST CORP 06.4500 03/15/2037 0.01%
COMCAST CORP 06.5000 11/15/2035 0.01%
COMM 2012-CR1 AM 03.9120 05/15/2045 0.01%
COMM 2014-CR18 XA IO 01.3868 07/15/2047 0.01%
COMM 2014-CR20 XA IO 01.3167 11/10/2047 0.01%
COMM 2014-LC17 XA IO 01.1115 10/10/2047 0.01%
COMM 2014-UBS6 XA IO 01.1746 12/10/2047 0.01%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.01%
COMMONWEALTH BK AUSTR NY 01.6250 03/12/2018 0.01%
CONOCOPHILLIPS COMPANY 01.0500 12/15/2017 0.01%
CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 0.01%
CONTINENTAL RES 04.5000 04/15/2023 0.01%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
COOPERATIEVE RABOBAN P/P 144A 05.8000 09/30/2110 0.01%
CORESITE REALTY CORP 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
COVIDIEN INTlL FIN USD 06.0000 10/15/2017 0.01%
CRANE CO 0.01%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.01%
CREDIT AGRICOLE SA P/P 144A 04.3750 03/17/2025 0.01%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.01%
CSTN MERGER SUB INC P/P 144A 06.7500 08/15/2024 0.01%
CSX CORP 04.1000 03/15/2044 0.01%
CVS HEALTH CORP 0.01%
CVS HEALTH CORP 02.2500 12/05/2018 0.01%
CVS HEALTH CORP 04.7500 12/01/2022 0.01%
CVS HEALTH CORP 05.1250 07/20/2045 0.01%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.01%
DAIWA SECURITIES GROUP INC 0.01%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.01%
DCP MIDSTREAM OPERATING 02.7000 04/01/2019 0.01%
DCP MIDSTREAM OPERATING 03.8750 03/15/2023 0.01%
DEERE & COMPANY 02.6000 06/08/2022 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DEUTSCHE LUFTHANSA-REG 0.01%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.01%
DEVON ENERGY CORPORATION 03.2500 05/15/2022 0.01%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.01%
DIGITAL REALTY TRUST INC 0.01%
DISH DBS CORP 05.8750 11/15/2024 0.01%
DISTRIBUIDORA INTERNACIONAL 0.01%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.01%
DYNEGY INC 07.0000 CV PFD 0.01%
DYNEGY INC P/P 144A 08.1250 01/30/2026 0.01%
E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 0.01%
EASYJET PLC 0.01%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.01%
EMERA US FINANCE LP 03.5500 06/15/2026 0.01%
ENCORE CAPITA CV 03.0000 07/01/2020 0.01%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 0.01%
ENERGY TRANSFER LP 06.1250 12/15/2045 0.01%
ENERGY TRANSFER LP 06.5000 02/01/2042 0.01%
ENGIE 0.01%
ENI SPA 0.01%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.01%
EQUITY COMMONWEALTH 0.01%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.01%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.01%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
EUR/USD 12/20/2017 JPMCB 0.01%
EUTELSAT COMMUNICATIONS 0.01%
EXPEDIA INC 05.9500 08/15/2020 0.01%
FHR 3829 AS IO 05.7156 03/15/2041 0.01%
FHR 4096 MI IO 04.0000 01/15/2042 0.01%
FHR 4546 PI IO 04.0000 12/15/2045 0.01%
FIDELITY NATIONAL INFO SERV 0.01%
FIDELITY NATL CV 04.2500 08/15/2018 0.01%
FINISAR CORP P/P 144A CV 00.5000 12/15/2036 0.01%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.01%
FIRST QUANTUM P/P 144A 07.0000 02/15/2021 0.01%
FIRSTENERGY CORP 03.9000 07/15/2027 0.01%
FISERV INC 0.01%
FNMA FN30 BC1155 03.0000 06/01/2046 0.01%
FNMA FN30 BM1172 03.0000 03/01/2047 0.01%
FNR 2012-58 SM IO 05.2628 06/25/2042 0.01%
FORD MOTOR CO 0.01%
FOUR CORNERS PROPERTY TRUST 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
FRONTIER COMM 10.5000 09/15/2022 0.01%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.01%
GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 0.01%
GE CAP INTL FUNDING USD 04.4180 11/15/2035 0.01%
GENERAL DYNAMICS CORP 0.01%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.01%
GETTY REALTY CORP 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 2015-H25 BI IO 01.9114 10/20/2065 0.01%
GOLDMAN SACHS GROUP INC 02.3750 01/22/2018 0.01%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.01%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.01%
GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 0.01%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.01%
GREAT PLAINS ENERGY INC 0.01%
GRINDING MEDIA/M P/P 144A 07.3750 12/15/2023 0.01%
GSMS 2011-GC5 D P/P 144A 05.5653 08/10/2044 0.01%
GSMS 2013-GC10 XA IO 01.5934 02/10/2046 0.01%
GSMS 2014-GC24 XA IO 00.9753 09/10/2047 0.01%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.01%
HARRIS CORP 0.01%
HCA INC 03.7500 03/15/2019 0.01%
HCA INC 05.0000 03/15/2024 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HCP INC 04.2500 11/15/2023 0.01%
HEALTHCARE REALTY TRUST INC 03.8750 05/01/2025 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2024 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.01%
HERCULES CAPI P/P 144A CV 04.3750 02/01/2022 0.01%
HERITAGE INS P/P 144A CV 05.8750 08/01/2037 0.01%
HIGH RIDGE BRANDS CO P/P 144A 08.8750 03/15/2025 0.01%
HOLOGIC INC CV 02.0000 03/01/2042 0.01%
HOME DEPOT INC 02.6250 06/01/2022 0.01%
HONEYWELL INTERNATIONAL INC 0.01%
HSBC BANK USA NA 01.4350 08/09/2018 0.01%
HSBC HOLDINGS PLC USD 04.8750 01/14/2022 0.01%
HUMANA INC 0.01%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.01%
IBERDROLA SA 0.01%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
II-VI INC P/P 144A CV 00.2500 09/01/2022 0.01%
IMM 2004-6 1A2 02.0172 10/25/2034 0.01%
IMPAX LABORAT CV 02.0000 06/15/2022 0.01%
INTEGRATED DE CV 00.8750 11/15/2022 0.01%
INTEL CORP 01.3500 12/15/2017 0.01%
INTERNATIONAL GAME TECHNOLOG 0.01%
INTERPUBLIC GROUP OF COS INC 0.01%
INTL CONSOLIDATED AIRLINE-DI 0.01%
ISTAR INC 05.2500 09/15/2022 0.01%
ISTAR INC 06.0000 04/01/2022 0.01%
JAPAN AIRLINES CO LTD 0.01%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.01%
JM SMUCKER CO/THE 0.01%
JOHNSON & JOHNSON 05.1500 07/15/2018 0.01%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.01%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.01%
JPMBB 2013-C17 AS 04.4584 01/15/2047 0.01%
JPMCC 2012-LC9 XA IO 01.8299 12/15/2047 0.01%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.01%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.01%
JPMORGAN CHASE & CO 06.0000 12/29/2049 0.01%
JTEKT CORP 0.01%
KAMAN CORP P/P 144A CV 03.2500 05/01/2024 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.01%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.01%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.01%
KINDER MORGAN INC 0.01%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.01%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
KRATON POLYMERS P/P 144A 10.5000 04/15/2023 0.01%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.01%
LAGARDERE SCA 0.01%
LAREDO PETROLEUM INC 07.3750 05/01/2022 0.01%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.01%
LENNAR CORP 04.7500 11/15/2022 0.01%
LIBERTY INTERACTIVE CV 03.5000 01/15/2031 0.01%
LIBERTY MEDIA CV 02.2500 09/30/2046 0.01%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.01%
LIBERTY STREET FUNDING LLC 53127TZC0 DCP 12/12/2017 0.01%
LIONS GATE ENT P/P 144A 05.8750 11/01/2024 0.01%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.01%
LSC COMMUNICATIONS INC 0.01%
MACERICH CO/THE 0.01%
MARATHON PETROLEUM CORP 0.01%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MAZDA MOTOR CORP 0.01%
MCDONALD'S CORP 05.7000 02/01/2039 0.01%
MERCK & CO. INC. 01.3000 05/18/2018 0.01%
METHANEX CORP USD 05.6500 12/01/2044 0.01%
METLIFE INC 06.4000 12/15/2036 0.01%
MFA FINANCIAL INC 0.01%
MGM GROWTH/MGM FIN P/P 144A 04.5000 01/15/2028 0.01%
MGM RESORTS INTL 06.6250 12/15/2021 0.01%
MICRON TECH INC P/P 144A 05.2500 01/15/2024 0.01%
MICROSOFT CORP 04.2000 06/01/2019 0.01%
MID-AMERICA APARTMENT COMM 0.01%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.01%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.01%
MITSUBISHI MATERIALS CORP 0.01%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.01%
MOODY'S CORPORATION P/P 144A 03.2500 01/15/2028 0.01%
MOOG INC P/P 144A 05.2500 12/01/2022 0.01%
MSBAM 2012-C6 XA IO P/P 144A 01.9345 11/15/2045 0.01%
MSBAM 2013-C12 C 04.9229 10/15/2046 0.01%
MSBAM 2013-C8 B 03.6997 12/15/2048 0.01%
MSBAM 2014-C17 XA IO 01.3954 08/15/2047 0.01%
MSBAM 2015-C24 D P/P 144A 03.2570 05/15/2048 0.01%
MSC 2007-HQ11 AJ 05.5080 02/12/2044 0.01%
MTW FOODSERVICE ESCR 09.5000 02/15/2024 0.01%
MURPHY OIL CORP 05.7500 08/15/2025 0.01%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.01%
NABORS INDUSTRIES LTD 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NAVISTAR INTERNATIONAL CORP 08.2500 11/01/2021 0.01%
NCR CORP 05.5000 CV PFD 0.01%
NETAPP INC 0.01%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NH FOODS LTD 0.01%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.01%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.01%
NOMURA REAL ESTATE HOLDINGS 0.01%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 0.01%
NOVA CHEMICALS CORP P/P 144A 04.8750 06/01/2024 0.01%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.01%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.01%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NRG ENERGY INC 07.2500 05/15/2026 0.01%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.01%
NVIDIA CORP 0.01%
O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 0.01%
OASIS PETROLEUM INC 06.5000 11/01/2021 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.01%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
OMNICARE INC 04.7500 12/01/2022 0.01%
ONEMAIN FIN HLDG INC P/P 144A 06.7500 12/15/2019 0.01%
ORACLE CORP 02.5000 10/15/2022 0.01%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.01%
OSHKOSH CORP 05.3750 03/01/2022 0.01%
P G & E CORP 0.01%
PACIFIC GAS & ELECTRIC 06.0500 03/01/2034 0.01%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.01%
PAYCHEX INC 0.01%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.01%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.01%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.01%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.01%
PETROLEOS MEXICANOS USD 05.6250 01/23/2046 0.01%
PNC FINANCIAL SERVICES GROUP 0.01%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.01%
POOL CORP 0.01%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.01%
PRECISION DRILLING CORP USD 07.7500 12/15/2023 0.01%
PREMIER INC-CLASS A 0.01%
PRIMERICA INC 04.7500 07/15/2022 0.01%
PROOFPOINT IN CV 00.7500 06/15/2020 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.01%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.01%
PS BUSINESS PARKS INC/CA 0.01%
PULTEGROUP INC 05.5000 03/01/2026 0.01%
QEP RESOURCES INC 0.01%
QUALITY CARE PROPERTIES 0.01%
REALOGY GROUP/CO-ISS P/P 144A 04.8750 06/01/2023 0.01%
REP OF INDONESIA P/P 144A 05.1250 01/15/2045 0.01%
REVLON CONS TLB L+350 04.7350 09/07/2023 0.01%
REYNOLDS GRP ISS/REY P/P 144A 04.8036 07/15/2021 0.01%
REYNOLDS GRP ISS/REY P/P 144A 07.0000 07/15/2024 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.01%
ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 0.01%
ROWAN COMPANIES PLC-A 0.01%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.01%
ROYAL BK SCOTLND USD 04.7000 07/03/2018 0.01%
RR DONNELLEY & SONS CO 0.01%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.01%
SCIENTIFIC GAMES INT P/P 144A 07.0000 01/01/2022 0.01%
SCORPIO TANKERS INC P/P 144A 02.3750 07/01/2019 0.01%
SEACOR HLDGS CV 03.0000 11/15/2028 0.01%
SEALED AIR CORP P/P 144A 05.1250 12/01/2024 0.01%
SELECT INCOME REIT 0.01%
SEMGROUP CORP P/P 144A 06.3750 03/15/2025 0.01%
SENIOR HOUSING PROP TRUST 0.01%
SESI LLC P/P 144A 07.7500 09/15/2024 0.01%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.01%
SHELF DRILL HOLD LTD P/P 144A 09.5000 11/02/2020 0.01%
SKANDINAV ENSKILDA BK NY 01.6250 11/15/2017 0.01%
SM ENERGY CO 06.1250 11/15/2022 0.01%
SM ENERGY CO 06.5000 11/15/2021 0.01%
SM ENERGY CO 06.7500 09/15/2026 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SOCIETE GENERALE NY USD 01.4500 10/20/2017 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%
SPRINGLEAF FINANCE CORP 08.2500 12/15/2020 0.01%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.01%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.01%
STATOIL ASA USD 05.1000 08/17/2040 0.01%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.01%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.01%
SUPERIOR ENERGY SERVICES INC 0.01%
SVENSKA HANDELSBANKEN AB 86960KB92 DCP 02/09/2018 0.01%
T-MOBILE USA INC 05.3750 04/15/2027 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TARGA RES PRTNRS 05.3750 02/01/2027 0.01%
TARO PHARMACEUTICAL INDUS 0.01%
TAYLOR MORRISON COMM P/P 144A 05.2500 04/15/2021 0.01%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.01%
TECK RESOURCES LIMITED USD 04.7500 01/15/2022 0.01%
TELADOC INC P/P 144A CV 03.0000 12/15/2022 0.01%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.01%
TENNANT CO P/P 144A 05.6250 05/01/2025 0.01%
TENNECO INC 05.0000 07/15/2026 0.01%
TOYOTA MOTOR CREDIT CORP 01.5500 07/13/2018 0.01%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.01%
TREASURY BILL 00.0000 01/18/2018 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.01%
TUI AG-DI 0.01%
TURKEY GOVERNMENT BOND TRY 11.0000 03/02/2022 0.01%
UBS GROUP AG REGS 06.8750 12/29/2049 0.01%
UBS GROUP FUNDIN P/P 144A 03.0000 04/15/2021 0.01%
UBSBB 2012-C2 D P/P 144A 05.0550 05/10/2063 0.01%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.01%
UNITED STATES STEEL CORP 06.8750 08/15/2025 0.01%
UNITED TECHNOLOGIES CORP 04.5000 06/01/2042 0.01%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.01%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.01%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.01%
UNITEDHEALTH GROUP INC 06.0000 02/15/2018 0.01%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.01%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.01%
UNIVISION TLC5 L+275 03.9850 03/15/2024 0.01%
US BANCORP 0.01%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.01%
VALEANT PHARMA P/P 144A 05.3750 03/15/2020 0.01%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.01%
VALEANT PHARMA P/P 144A 07.0000 03/15/2024 0.01%
VALERO ENERGY PARTNERS 04.3750 12/15/2026 0.01%
VENATOR FIN SARL/VEN P/P 144A 05.7500 07/15/2025 0.01%
VENTAS INC 0.01%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.01%
VIACOM INC 04.5000 03/01/2021 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 0.01%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.01%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.01%
WAMU 2004-AR13 A1B2 02.2172 11/25/2034 0.01%
WAMU 2005-AR2 1A1A 01.5672 01/25/2045 0.01%
WAMU 2005-AR2 2A2B 01.6172 01/25/2045 0.01%
WAMU 2005-AR8 2A1A 01.5272 07/25/2045 0.01%
WAMU 2005-AR8 2AB3 01.5972 07/25/2045 0.01%
WAMU 2006-AR4 1A1A 01.7700 05/25/2046 0.01%
WBCMT 2005-C21 D 05.4681 10/15/2044 0.01%
WEATHERFORD BERMUDA P/P 144A 09.8750 02/15/2024 0.01%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.01%
WESTPAC BANKING CORP USD 04.6250 06/01/2018 0.01%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.01%
WFCM 2013-LC12 C 04.4301 07/15/2046 0.01%
WFMBS 2005-AR10 2A16 03.2961 06/25/2035 0.01%
WFRBS 2011-C3 XA IO P/P 144A 01.5347 03/15/2044 0.01%
WFRBS 2011-C5 XA IO P/P 144A 01.9250 11/15/2044 0.01%
WFRBS 2014-C19 C 04.6460 03/15/2047 0.01%
WILEY (JOHN) & SONS-CLASS A 0.01%
WILLIAMS PARTNERS L.P. 04.8750 03/15/2024 0.01%
WINDSTREAM SERVICES LLC 06.3750 08/01/2023 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.01%
WP CAREY INC 04.6000 04/01/2024 0.01%
WPX ENERGY INC 07.5000 08/01/2020 0.01%
WYNDHAM WORLDWIDE CORP 05.6250 03/01/2021 0.01%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.01%
YANGZIJIANG SHIPBUILDING 0.01%
YUE YUEN INDUS 0.01%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.01%
ZOETIS INC 0.01%
1.80 R ISWP FWD US0003M P 12/20/2019 0.00%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
1011778 BC / NEW RED P/P 144A 06.0000 04/01/2022 0.00%
2.05 R ISWP FWD US0003M P 12/20/2022 0.00%
2.25 R ISWP FWD US0003M P 12/20/2027 0.00%
21ST CENTURY FOX AMERICA 07.8500 03/01/2039 0.00%
ABBVIE INC 03.6000 05/14/2025 0.00%
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AT&T INC 0.00%
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AUD/USD 10/18/2017 BCAP-FX 0.00%
AUD/USD 10/18/2017 CITI 0.00%
AUD/USD 10/18/2017 CSI-FX 0.00%
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CA TXB-VAR PURP 3 07.5000 04/01/2034 0.00%
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CAD/USD 10/18/2017 RBSF 0.00%
CAD/USD 10/18/2017 UBS 0.00%
CAD/USD 10/18/2017 WPAC 0.00%
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CAS 2014-C03 2M1 02.4372 07/25/2024 0.00%
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CDK GLOBAL INC 0.00%
CDK GLOBAL INC P/P 144A 04.8750 06/01/2027 0.00%
CEC ENT INC 08.0000 02/15/2022 0.00%
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CENTENE CORP 04.7500 01/15/2025 0.00%
CENTENE CORP 04.7500 05/15/2022 0.00%
CENTURYLINK INC 05.6250 04/01/2020 0.00%
CENTURYLINK INC 06.7500 12/01/2023 0.00%
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CGCMT 2006-C5 XC IO P/P 144A 00.6204 10/15/2049 0.00%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.00%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.00%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 06/15/2027 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHF/USD 12/20/2017 BCAP-FX 0.00%
CHF/USD 12/20/2017 CSI-FX 0.00%
CHF/USD 12/20/2017 SSBT 0.00%
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CHS/COMMUNITY HEALTH 08.0000 11/15/2019 0.00%
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CISCO SYSTEMS INC 0.00%
CIT GROUP INC P/P 144A 05.5000 02/15/2019 0.00%
CITIGROUP INC 05.8750 12/29/2049 0.00%
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CLEAR CHANNEL TLD L+675 08.0828 01/30/2019 0.00%
CLEARWIRE COM P/P 144A CV 08.2500 12/01/2040 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 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 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.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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.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 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 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-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
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CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.00%
CNH/USD 11/15/2017 GSFX 0.00%
COLGATE-PALMOLIVE CO 0.00%
COMM 2012-LC4 D P/P 144A 05.7623 12/10/2044 0.00%
COMM 2013-CCRE9 D P/P 144A 04.3964 07/10/2045 0.00%
COMM 2014-CR14 XA IO 00.9569 02/10/2047 0.00%
COMM 2014-CR16 XA IO 01.3450 04/10/2047 0.00%
COMMERCEHUB INC-SERIES C 0.00%
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CONCORDIA INTL P/P 144A 07.0000 04/15/2023 0.00%
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CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.00%
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DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.00%
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DYNEGY INC P/P 144A 08.0000 01/15/2025 0.00%
ECOLAB INC 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
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FHR 4134 PI IO 03.0000 11/15/2042 0.00%
FHR 4193 PI IO 04.0000 03/15/2043 0.00%
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FNMA FN30 935089 05.0000 03/01/2039 0.00%
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FREEPORT-MCMORAN COPPER & GOL 03.5500 03/01/2022 0.00%
FREEPORT-MCMORAN INC 06.7500 02/01/2022 0.00%
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FTS INTL INC P/P 144A 08.8200 06/15/2020 0.00%
FUJITSU LTD 0.00%
GAS NATURAL SDG SA 0.00%
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GENPACT LTD 0.00%
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GSMS 2013-GC16 D P/P 144A 05.5047 11/10/2046 0.00%
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HCA INC. 07.5000 02/15/2022 0.00%
HEICO CORP 0.00%
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HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.00%
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HESS CORP 07.3000 08/15/2031 0.00%
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HKD/USD 11/15/2017 BANKAM 0.00%
HKD/USD 11/15/2017 BCAP-FX 0.00%
HMBT 2004-2 A1 01.9772 12/25/2034 0.00%
HONEYWELL INTERNATIONAL 04.2500 03/01/2021 0.00%
HONEYWELL INTERNATIONAL 05.3750 03/01/2041 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
HOST HOTELS & RESORTS LP 06.0000 10/01/2021 0.00%
HSBC CAP FUNDING USD P/P 144A 10.1760 12/29/2049 0.00%
HUB HLDG LLC/HUB HOL P/P 144A 08.1250 07/15/2019 0.00%
HUB INTL LTD P/P 144A 07.8750 10/01/2021 0.00%
HUF/USD 12/20/2017 GSFX 0.00%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.00%
HYATT HOTELS CORP 03.3750 07/15/2023 0.00%
I-CABLE COMMUNICATIONS LTD 0.00%
IBERDROLA INTL BV USD 06.7500 07/15/2036 0.00%
IBM CORP 01.8750 08/01/2022 0.00%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.00%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.00%
IDR/USD 11/15/2017 GSFX 0.00%
IDR/USD 11/15/2017 JPMCB 0.00%
ILS/USD 10/18/2017 SSBT 0.00%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.00%
INTELSAT CONNECT FIN P/P 144A 12.5000 04/01/2022 0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 0.00%
INTELSAT JACKSON HLDG USD 07.5000 04/01/2021 0.00%
INTELSAT LUXEMB USD 07.7500 06/01/2021 0.00%
INTERCONTINENTAL EXCHANGE IN 0.00%
INTERNATIONAL PAPER CO 08.7000 06/15/2038 0.00%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 0.00%
INTUITIVE SURGICAL INC 0.00%
INVISTA FINANCE LLC P/P 144A 04.2500 10/15/2019 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.00%
IOS.FN30.500.09 P USL1M R 01/12/40 BC 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
JABIL INC 08.2500 03/15/2018 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%
JAPAN POST BANK CO LTD 0.00%
JBG SMITH PROPERTIES 0.00%
JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 0.00%
JPMBB 2013-C12 D 04.2222 07/15/2045 0.00%
JPMCC 2004-LN2 A2 05.1150 07/15/2041 0.00%
JPMCC 2011-C5 D P/P 144A 05.5880 08/15/2046 0.00%
JPMCC 2012-C6 E P/P 144A 05.3074 05/15/2045 0.00%
JPMCC 2013-C16 XA IO 01.2782 12/15/2046 0.00%
JPY/USD 11/15/2017 BANKAM 0.00%
JPY/USD 11/15/2017 BCAP-FX 0.00%
JPY/USD 11/15/2017 CITI 0.00%
JPY/USD 11/15/2017 CSI-FX 0.00%
JPY/USD 11/15/2017 GSFX 0.00%
JPY/USD 11/15/2017 HSBCB 0.00%
JPY/USD 11/15/2017 JPMCB 0.00%
JPY/USD 11/15/2017 RBSF 0.00%
JPY/USD 11/15/2017 SSBT 0.00%
JPY/USD 11/15/2017 UBS 0.00%
JPY/USD 11/15/2017 WPAC 0.00%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.00%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.00%
KRAFT HEINZ FOODS CO 06.5000 02/09/2040 0.00%
L BRANDS INC 05.6250 02/15/2022 0.00%
LAMAR ADVERTISING CO-A 0.00%
LAMAR MEDIA CORP 05.3750 01/15/2024 0.00%
LAMAR MEDIA CORP 05.8750 02/01/2022 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LAREDO PETROLEUM INC 05.6250 01/15/2022 0.00%
LBMLT 2004-5 A5 01.7972 09/25/2034 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.6236 09/15/2039 0.00%
LBUBS 2008-C1 AM 06.3193 04/15/2041 0.00%
LENNAR CORPORATION 04.7500 04/01/2021 0.00%
LIBERTY EXPEDIA HOLD-A 0.00%
LIBERTY PROPERTY LP 03.3750 06/15/2023 0.00%
LLOYDS BANKING GROUP P/P 144A 06.6570 12/29/2049 0.00%
LNSTR 2015-3 B P/P 144A 03.3278 04/20/2048 0.00%
LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 0.00%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.00%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.00%
MARRIOTT INTERNATIONAL -CL A 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
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%
MCDONALD'S CORP 06.3000 03/01/2038 0.00%
MCDONALD'S CORP 06.3000 10/15/2037 0.00%
MEDTRONIC INC 03.5000 03/15/2025 0.00%
MEDTRONIC INC 04.3750 03/15/2035 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 USD 07.7500 12/01/2022 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.00%
MGM RESORTS INTL 08.6250 02/01/2019 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MICROSOFT CORP 05.3000 02/08/2041 0.00%
MILAGRO OIL & GAS 0.00%
MINI MSCI EAFE DEC17 MFSZ7 0.00%
MIXI INC 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%
MONMOUTH REAL ESTATE INV COR 0.00%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.00%
MSC 2008-T29 B P/P 144A 06.4980 01/11/2043 0.00%
MSC 2011-C3 E P/P 144A 05.3268 07/15/2049 0.00%
MSC 2012-C4 AS 03.7730 03/15/2045 0.00%
MXN/USD 10/18/2017 HSBCB 0.00%
N TX HWY-TXB-B 06.7180 01/01/2049 0.00%
NATIONAL AUSTRALIA B P/P 144A 02.0072 12/09/2019 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 04.4806 10/25/2020 0.00%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.00%
NEVADA POWER CO 07.1250 03/15/2019 0.00%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.00%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.00%
NEWS CORP - CLASS B 0.00%
NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 12/20/2017 BANKAM 0.00%
NOK/USD 12/20/2017 BCAP-FX 0.00%
NOK/USD 12/20/2017 CITI 0.00%
NOK/USD 12/20/2017 CSI-FX 0.00%
NOK/USD 12/20/2017 GSFX 0.00%
NOK/USD 12/20/2017 JPMCB 0.00%
NOK/USD 12/20/2017 RBSF 0.00%
NOK/USD 12/20/2017 SSBT 0.00%
NOK/USD 12/20/2017 UBS 0.00%
NORDEA BANK AB P/P 144A 02.2500 05/27/2021 0.00%
NORFOLK SOUTHERN COR P/P 144A 04.0500 08/15/2052 0.00%
NORTHROP GRUMMAN SYSTEMS 07.8750 03/01/2026 0.00%
NRG ENERGY INC 07.8750 05/15/2021 0.00%
NVR INC 03.9500 09/15/2022 0.00%
NZD/USD 10/18/2017 CSI-FX 0.00%
NZD/USD 10/18/2017 GSFX 0.00%
NZD/USD 10/18/2017 JPMCB 0.00%
NZD/USD 10/18/2017 RBSF 0.00%
NZD/USD 10/18/2017 SSBT 0.00%
NZD/USD 10/18/2017 WPAC 0.00%
O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
OH UNIV-TXB-C-BABS 04.9100 06/01/2040 0.00%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.00%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.00%
ONEMAIN FIN HLDG INC P/P 144A 07.2500 12/15/2021 0.00%
ORANGE SA USD 04.1250 09/14/2021 0.00%
ORANGE SA USD 05.3750 07/08/2019 0.00%
ORTHO-CLINICAL TLB L+375 05.0828 06/30/2021 0.00%
PACIFIC GAS & ELECTRIC 06.3500 02/15/2038 0.00%
PACKAGING CORP OF AMERICA 03.9000 06/15/2022 0.00%
PACTIV LLC 08.3750 04/15/2027 0.00%
PCCW LTD 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%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 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 06.6250 06/15/2035 0.00%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PETSMART INC TLB L+300 04.2460 03/11/2022 0.00%
PHILLIPS 66 0.00%
PILGRIM'S PRIDE CORP P/P 144A 05.7500 03/15/2025 0.00%
PLATFORM SPECIALTY P P/P 144A 10.3750 05/01/2021 0.00%
PLATFORM SPECIALTY P/P 144A 06.5000 02/01/2022 0.00%
PNC BANK NA 02.0000 05/19/2020 0.00%
POUND STERLING CALL ACCOUNT 0.00%
POWERWAVE TECHNOLOGIES CV 03.8750 10/01/2027 0.00%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
PRECISION DRILL USD 05.2500 11/15/2024 0.00%
PRICELINE GROUP INC/THE 0.00%
PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 0.00%
PUB SVC ELEC & GAS 05.5000 03/01/2040 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
QVC INC 04.8500 04/01/2024 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
REALTY INCOME CORP 0.00%
REALTY INCOME CORP 04.6500 08/01/2023 0.00%
REGAL ENTERTAINMENT GRP 05.7500 02/01/2025 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REPUBLIC SERVICES INC 0.00%
REPUBLIC SERVICES INC. 03.8000 05/15/2018 0.00%
RETAIL PROPERTIES OF AME - A 0.00%
REVLON CONSUMER PRODS 05.7500 02/15/2021 0.00%
RIO TINTO FIN USA LTD USD 07.1250 07/15/2028 0.00%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
RUB/USD 12/20/2017 BANKAM 0.00%
RUB/USD 12/20/2017 CITI 0.00%
S&P GLOBAL INC 04.4000 02/15/2026 0.00%
S&P MID 400 EMINI DEC17 FAZ7 0.00%
S&P500 EMINI FUT DEC17 ESZ7 0.00%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.00%
SANDRIDGE ENERGY INC 0.00%
SANTANDER ISSUANCES USD 05.1790 11/19/2025 0.00%
SAUL CENTERS INC 0.00%
SEALED AIR CORP P/P 144A 05.5000 09/15/2025 0.00%
SEALED AIR CORP P/P 144A 06.8750 07/15/2033 0.00%
SEK/USD 12/20/2017 CITI 0.00%
SEK/USD 12/20/2017 CSI-FX 0.00%
SEK/USD 12/20/2017 GSFX 0.00%
SEK/USD 12/20/2017 JPMCB 0.00%
SEK/USD 12/20/2017 RBSF 0.00%
SEK/USD 12/20/2017 SSBT 0.00%
SEK/USD 12/20/2017 UBS 0.00%
SELECT INCOME REIT 02.8500 02/01/2018 0.00%
SELECT INCOME REIT 03.6000 02/01/2020 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 GENS ENER P/P 144A 08.2500 05/15/2020 0.00%
SGD/USD 11/15/2017 JPMCB 0.00%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.00%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.00%
SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 0.00%
SL GREEN REALTY CORP 05.0000 08/15/2018 0.00%
SM ENERGY CO 05.0000 01/15/2024 0.00%
SM ENERGY CO 06.5000 01/01/2023 0.00%
SOCIETE GENERALE USD 02.7500 10/12/2017 0.00%
SONOCO PRODUCTS CO 0.00%
SOUTHERN CO/THE 0.00%
SOUTHERN STAR CENT P/P 144A 05.1250 07/15/2022 0.00%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.00%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.00%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
SPRINT CORP 07.2500 09/15/2021 0.00%
SPRINT CORP 07.8750 09/15/2023 0.00%
STACR 2014-HQ3 M2 03.8872 10/25/2024 0.00%
STACR 2016-DNA3 M1 02.3372 12/25/2028 0.00%
STACR 2016-HQA2 M3 06.3872 11/25/2028 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%
STONE ENERGY CORP 0.00%
STONE ENERGY CORP 07.5000 05/31/2022 0.00%
SUZUKI MOTOR CORP 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 06.0000 03/01/2023 0.00%
T-MOBILE USA INC 06.6250 04/01/2023 0.00%
T-MOBILE USA INC 06.8360 04/28/2023 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TARGA RES PRTNRS 05.1250 02/01/2025 0.00%
TAYLOR MORRISON P/P 144A 05.6250 03/01/2024 0.00%
TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TENET HEALTHCARE 04.7500 06/01/2020 0.00%
TENET HEALTHCARE 06.0000 10/01/2020 0.00%
TERVITA CORP CLASS A 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THE AES CORPORATION 04.8750 05/15/2023 0.00%
THE BEAR STEARNS COS LLC 06.4000 10/02/2017 0.00%
THE EURO EUR CALL ACCOUNT 0.00%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.00%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.00%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.00%
THERMO FISHER SCIENTIFIC INC 0.00%
TIER REIT INC 0.00%
TMX FIN/TITLEMAX P/P 144A 08.5000 09/15/2018 0.00%
TOLEDO EDISON COMPANY 06.1500 05/15/2037 0.00%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
TOPIX INDX FUTR DEC17 TPZ7 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%
TREASURY BILL 00.0000 01/11/2018 0.00%
TREASURY BILL 00.0000 02/15/2018 0.00%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.00%
TRY/USD 12/20/2017 GSFX 0.00%
TRY/USD 12/20/2017 RBSF 0.00%
TWENTY-FIRST CENTURY FOX-A 0.00%
TXU TCEH RIGHTS 0.00%
TYSON FOODS INC 04.8750 08/15/2034 0.00%
TYSON FOODS INC 05.1500 08/15/2044 0.00%
UBSBB 2012-C3 C P/P 144A 05.2098 08/10/2049 0.00%
UBSBB 2012-C4 XA IO P/P 144A 01.8351 12/10/2045 0.00%
UNITEDHEALTH GROUP INC 04.6250 11/15/2041 0.00%
US 10YR NOTE (CBT)DEC17 TYZ7 0.00%
US 2YR NOTE (CBT) DEC17 TUZ7 0.00%
US 5YR NOTE (CBT) DEC17 FVZ7 0.00%
US FOODS HOLDING CORP 0.00%
US LONG BOND(CBT) DEC17 USZ7 0.00%
US ULTRA BOND CBT DEC17 WNZ7 0.00%
USD/CNH PUT 6.40 20171207 BANKAM 0.00%
USD/CNH PUT 6.50 20171207 BANKAM 0.00%
USG CORP P/P 144A 05.5000 03/01/2025 0.00%
VALEANT PHARMA P/P 144A 05.8750 05/15/2023 0.00%
VALEANT PHARMA P/P 144A 06.5000 03/15/2022 0.00%
VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 0.00%
VERIZON COMM 02.9460 03/15/2022 0.00%
VERIZON COMMUNICATIONS 04.5000 09/15/2020 0.00%
VICTORY RECEIVABLES CORP 92646KZ13 DCP 12/01/2017 0.00%
VULCAN MATERIALS COMPANY 04.5000 04/01/2025 0.00%
WAL-MART STORES INC 05.0000 10/25/2040 0.00%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.00%
WALT DISNEY COMPANY/THE 04.3750 08/16/2041 0.00%
WAMU 2005-AR11 A1C3 01.7472 08/25/2045 0.00%
WAMU 2005-AR19 A1A2 01.5272 12/25/2045 0.00%
WAMU 2005-AR2 2A1B 01.6072 01/25/2045 0.00%
WAMU 2005-AR6 2AB2 01.6072 04/25/2045 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.00%
WEST CORP P/P 144A 05.3750 07/15/2022 0.00%
WFMBS 2005-AR10 1A2 03.3338 06/25/2035 0.00%
WFMBS 2005-AR12 2A7 03.2633 06/25/2035 0.00%
WFMBS 2005-AR14 A4 03.4748 08/25/2035 0.00%
WFMBS 2005-AR8 1A2 03.3227 06/25/2035 0.00%
WFRBS 2011-C4 D P/P 144A 05.4142 06/15/2044 0.00%
WFRBS 2011-C4 E P/P 144A 05.4142 06/15/2044 0.00%
WFRBS 2012-C10 XA IO P/P 144A 01.7531 12/15/2045 0.00%
WFRBS 2012-C6 AS 03.8350 04/15/2045 0.00%
WFRBS 2012-C9 XA IO P/P 144A 02.1702 11/15/2045 0.00%
WFRBS 2013-C12 XA IO P/P 144A 01.5049 03/15/2048 0.00%
WFRBS 2013-C15 D P/P 144A 04.6281 08/15/2046 0.00%
WORLD FUEL SERVICES CORP 0.00%
WPX ENERGY INC 08.2500 08/01/2023 0.00%
ZAR/USD 10/18/2017 GSFX 0.00%
2.50 R ISWP FWD US0003M P 12/20/2047 -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.01%
EUR/USD 12/20/2017 CITI -0.01%
RU10INTR P USL3M R 11/27/17 CI -0.01%
RU10INTR P USL3M R 11/27/17 CI -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP -0.03%
RU10INTR P USL3M R 11/27/17 CI -0.04%

Prior top holdings

Top holdings as of 10/31/17
Putnam Retirement Advantage GAA Conservative Trust 54.22%
Putnam Retirement Advantage GAA Income Strategies Trust 29.05%
Putnam Retirement Advantage GAA Balanced Trust 12.59%
Putnam Retirement Advantage GAA Money Market Trust 4.18%
Top holdings as of 09/30/17
Putnam Retirement Advantage GAA Conservative Trust 54.10%
Putnam Retirement Advantage GAA Income Strategies Trust 29.14%
Putnam Retirement Advantage GAA Balanced Trust 12.60%
Putnam Retirement Advantage GAA Money Market Trust 4.20%
Top holdings as of 08/31/17
Putnam Retirement Advantage GAA Conservative Trust 43.77%
Putnam Retirement Advantage GAA Balanced Trust 22.56%
Putnam Retirement Advantage GAA Income Strategies Trust 18.02%
Putnam Retirement Advantage GAA Money Market Trust 15.68%
Top holdings as of 07/31/17
Putnam Retirement Advantage GAA Conservative Trust 43.65%
Putnam Retirement Advantage GAA Balanced Trust 22.55%
Putnam Retirement Advantage GAA Income Strategies Trust 18.03%
Putnam Retirement Advantage GAA Money Market Trust 15.81%

Robert Kea will retire from Putnam effective 12/31/17.