Retirement Advantage 2020 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 $14.08
-0.07% | $-0.01
$14.43
01/26/18
$13.47
05/22/17
Historical fund price

Fund facts as of 04/30/18

Total net assets
$481.93M
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

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


Manager commentary | Q1 2018

Bonds offer diversification to long-term portfolios

Jason Vaillancourt, Co-Head of Global Asset Allocation, describes the role that bonds play in target-date strategies.



Performance

  • Total return (%) as of 03/31/18

  • Annual performance as of 03/31/18

Annualized Total return (%) as of 03/31/18

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
At net asset value 4.89% 3.40% 5.97% 5.64%

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

Performance snapshot

  At net asset value  
1 mt. as of 04/30/18 0.22 %
YTD as of 05/22/18 -0.78 %

Risk-adjusted performance as of 04/30/18

Alpha (3 yrs.) -0.70
Sharpe ratio (3 yrs.) 0.69
Treynor ratio (3 yrs.) 2.64
Information ratio (3 yrs.) -0.30

Volatility as of 04/30/18

Standard deviation (3 yrs.) 4.33%
Beta 1.12
R-squared 0.96

Capture ratio as of 04/30/18

Up-market (3 yrs.) 102.33
Down-market (3 yrs.) 112.90

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 04/30/18

Putnam Retirement Advantage GAA Conservative Trust 49.29%
Putnam Retirement Advantage GAA Income Strategies Trust 38.44%
Putnam Retirement Advantage GAA Balanced Trust 8.66%
Putnam Retirement Advantage GAA Money Market Trust 3.65%

Full portfolio holdings as of 03/31/18

FNMA FN30 TBA 04.0000 04/01/2048 2.02%
FNMA FN30 TBA 03.0000 04/01/2048 1.98%
REPO TRIPA MORTG 1.8 04/02/2018 1.55%
FNMA FN15 TBA 03.0000 04/01/2033 1.19%
GNMA GII30 TBA 03.5000 04/01/2048 1.13%
MICROSOFT CORP 1.12%
FNMA FN30 MA3238 03.5000 01/01/2048 1.03%
ALPHABET INC-CL A 1.02%
GNMA GII30 MA4652 03.5000 08/20/2047 1.02%
SPDR S&P 500 ETF TRUST 0.89%
JPMORGAN CHASE & CO 0.84%
FNMA FN30 TBA 03.5000 05/01/2048 0.75%
APPLE INC 0.68%
UNITEDHEALTH GROUP INC 0.59%
GNMA GII30 MA4837 03.5000 11/20/2047 0.58%
S&P GSCI 3X NOTE 04/01/2019 0.58%
US TREASURY N/B 01.6250 02/15/2026 0.58%
VERIZON COMMUNICATIONS INC 0.56%
CITIGROUP INC 0.54%
US TREASURY N/B 02.7500 08/15/2042 0.53%
BOEING CO/THE 0.51%
FNMA FN30 TBA 06.0000 04/01/2048 0.48%
TREASURY BILL 00.0000 07/05/2018 0.48%
FHLMC FH30G G08677 04.0000 11/01/2045 0.46%
FNMA FN15 AL9468 03.0000 12/01/2031 0.46%
EXXON MOBIL CORP 0.44%
HOME DEPOT INC 0.42%
JOHNSON & JOHNSON 0.42%
FNMA FN30 BC9003 03.0000 11/01/2046 0.40%
TEXAS INSTRUMENTS INC 0.39%
AMAZON.COM INC 0.38%
FNMA FN30 TBA 04.5000 04/01/2048 0.37%
UNION PACIFIC CORP 0.36%
PEPSICO INC 0.34%
US TREASURY N/B 02.0000 02/15/2022 0.34%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.33%
LOWES COMPANIES INC 0.32%
NXP SEMICONDUCTORS NV 0.32%
CHEVRON CORP 0.31%
VALERO ENERGY CORP 0.30%
GNMA GII30 MA4586 03.5000 07/20/2047 0.29%
US TREASURY N/B 03.0000 02/15/2047 0.29%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.28%
GNMA GII30 TBA 03.0000 04/01/2048 0.27%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.27%
NORTHROP GRUMMAN CORP 0.27%
ANTHEM INC 0.25%
MCDONALD'S CORP 0.25%
RALPH LAUREN CORP 0.25%
INTL BUSINESS MACHINES CORP 0.24%
US TREASURY N/B 02.2500 11/15/2027 0.24%
US TREASURY N/B 04.5000 02/15/2036 0.24%
HP INC 0.23%
ELECTRONIC ARTS INC 0.22%
FNMA FN30 BH7058 03.5000 12/01/2047 0.22%
HUMANA INC 0.22%
L3 TECHNOLOGIES INC 0.22%
MERCK & CO. INC. 0.22%
ENTERGY CORP 0.21%
FACEBOOK INC-A 0.21%
INTUIT INC 0.21%
CVS HEALTH CORP 04.7800 03/25/2038 0.20%
ELI LILLY & CO 0.20%
MARATHON PETROLEUM CORP 0.20%
MCKESSON CORP 0.20%
SOUTHWEST AIRLINES CO 0.20%
SPST 2018-1 A 02.4747 04/24/2019 0.20%
TYSON FOODS INC-CL A 0.20%
CAS 2016-C03 2M2 07.7715 10/25/2028 0.19%
E*TRADE FINANCIAL CORPORATION 0.19%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.19%
KIMBERLY-CLARK CORP 0.19%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.18%
CAS 2015-C04 2M2 07.4215 04/25/2028 0.18%
CELGENE CORP 0.18%
CITIGROUP INC 04.4500 09/29/2027 0.18%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.18%
CIGNA CORP 0.17%
CUMMINS INC 0.17%
PNC FINANCIAL SERVICES GROUP 0.17%
RAYTHEON COMPANY 0.17%
SHERWIN-WILLIAMS CO/THE 0.17%
SYSCO CORP 0.17%
WALGREENS BOOTS ALLIANCE INC 0.17%
ABBVIE INC 0.16%
ALLSTATE CORP 0.16%
DISCOVERY COMMUNICATIONS-A 0.16%
MICROCHIP TEC P/P CV 01.6250 02/15/2027 0.16%
PROCTER & GAMBLE CO/THE 0.16%
PRUDENTIAL FINANCIAL INC 0.16%
REGIONS FINANCIAL CORP 0.16%
ROSS STORES INC 0.16%
S&P GLOBAL INC 0.16%
WALT DISNEY CO/THE 0.16%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.15%
DXC TECHNOLOGY CO 0.15%
FNMA FN30 BH5117 04.0000 08/01/2047 0.15%
LOEWS CORP 0.15%
NOVARTIS AG-REG 0.15%
PVH CORP 0.15%
US TREASURY N/B 02.7500 02/15/2024 0.15%
AMERIPRISE FINANCIAL INC 0.14%
GILEAD SCIENCES INC 0.14%
GNMA GII30 TBA 04.0000 05/01/2048 0.14%
GOLDMAN SACHS GROUP INC 0.14%
KINDER MORGAN INC 0.14%
ROCHE HOLDING AG-GENUSSCHEIN 0.14%
ROYAL CARIBBEAN CRUISES LTD 0.14%
US TREASURY N/B 02.3750 08/15/2024 0.14%
VMWARE INC-CLASS A 0.14%
WILLIAMS COS INC 0.14%
AMERICAN ELECTRIC POWER 0.13%
AMGEN INC 0.13%
APPLE INC 04.3750 05/13/2045 0.13%
CAS 2015-C04 1M2 07.5715 04/25/2028 0.13%
CDX CDX.NA.IG.30 100.0 06/20/2023 0.13%
DANAHER CORP 0.13%
SYNCHRONY FINANCIAL 0.13%
TOTAL SA 0.13%
TREASURY BILL 00.0000 04/05/2018 0.13%
ALLIANZ SE-REG 0.12%
ALLISON TRANSMISSION HOLDING 0.12%
AT&T INC 04.2500 03/01/2027 0.12%
BRISTOL-MYERS SQUIBB CO 0.12%
CAS 2017-C05 1M2 04.0715 01/25/2030 0.12%
CGCMT 2014-GC19 X IO 01.1886 03/10/2047 0.12%
CITRIX SYSTEMS INC 0.12%
FNMA FN30 MA2863 03.0000 01/01/2047 0.12%
INGERSOLL-RAND PLC 0.12%
JPMBB 2014-C22 XA IO 00.9128 09/15/2047 0.12%
KLA-TENCOR CORP 0.12%
PARKER HANNIFIN CORP 0.12%
SPDR S&P MIDCAP 400 ETF TRST 0.12%
TJX COMPANIES INC 0.12%
BPCE SA P/P 144A 04.5000 03/15/2025 0.11%
CAS 2014-C02 1M2 04.4715 05/25/2024 0.11%
CDX CDX.NA.HY.30 500.0 06/20/2023 0.11%
CLOROX COMPANY 0.11%
COMM 2015-LC21 XA IO 00.8420 07/10/2048 0.11%
DISCOVER FINANCIAL SERVICES 0.11%
EXELON CORP 0.11%
FIRSTENERGY CORP 0.11%
HILTON WORLDWIDE HOLDINGS IN 0.11%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.11%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.11%
MAXIM INTEGRATED PRODUCTS 0.11%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.11%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.11%
STACR 2015-DNA3 M2 04.7215 04/25/2028 0.11%
SUNTRUST BANKS INC 0.11%
WASTE MANAGEMENT INC 0.11%
3I GROUP PLC 0.10%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.10%
APPLIED MATERIALS INC 0.10%
CAS 2015-C01 1M2 06.1715 02/25/2025 0.10%
CROWN HOLDINGS INC 0.10%
DISH NETWORK CV 03.3750 08/15/2026 0.10%
ENEL SPA 0.10%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.10%
FORTINET INC 0.10%
GNMA GII30 AT7632 04.0000 08/20/2046 0.10%
HARTFORD FINANCIAL SVCS GRP 0.10%
HERSHEY CO/THE 0.10%
HUNTSMAN CORP 0.10%
ITOCHU CORP 0.10%
JUNIPER NETWORKS INC 0.10%
MICHAEL KORS HOLDINGS LTD 0.10%
MICROSOFT CORP 02.4000 08/08/2026 0.10%
MITSUBISHI UFJ FINANCIAL GRO 0.10%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.10%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.10%
SPST 2017-6 A 02.3025 11/24/2018 0.10%
SPST 2017-LD1 A 02.6715 11/25/2050 0.10%
SUMITOMO MITSUI FINANCIAL GR 0.10%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.10%
TREASURY BILL 00.0000 05/10/2018 0.10%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.10%
WFRBS 2013-C14 XA IO 00.7899 06/15/2046 0.10%
ADOBE SYSTEMS INC 0.09%
AES CORP/THE 05.1250 09/01/2027 0.09%
AMDOCS LTD 0.09%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.09%
BHP BILLITON LIMITED 0.09%
CITIGROUP INC 03.8870 01/10/2028 0.09%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.09%
EQUITY RESIDENTIAL TR REIT 0.09%
F5 NETWORKS INC 0.09%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.09%
KINDER MORGAN INC/DELAWA 04.3000 06/01/2025 0.09%
MIZUHO FINANCIAL GROUP INC 0.09%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.09%
SERVICE CORP INTL 04.6250 12/15/2027 0.09%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.09%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.09%
YUM BRANDS INC 0.09%
AGNC INVESTMENT CORP 0.08%
ALLY FINANCIAL INC 0.08%
AXA SA 0.08%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.08%
BNP PARIBAS 0.08%
BOUYGUES SA 0.08%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.08%
BT GROUP PLC 0.08%
CAS 2015-C02 1M2 05.8715 05/25/2025 0.08%
CENTRAL JAPAN RAILWAY CO 0.08%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.08%
COMM 2014-CR19 XA IO 01.2140 08/10/2047 0.08%
COMM 2014-LC15 XA IO 01.3139 04/10/2047 0.08%
COMM 2014-UBS4 XA IO 01.2123 08/10/2047 0.08%
CONAGRA BRANDS INC 0.08%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.08%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.08%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.08%
HASBRO INC 0.08%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.08%
HITACHI LTD 0.08%
HUNTINGTON INGALLS INDUSTRIE 0.08%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.08%
KDDI CORP 0.08%
LEAR CORP 0.08%
MARUBENI CORP 0.08%
MICRON TECHNO CV 03.0000 11/15/2043 0.08%
MORGAN STANLEY 0.08%
MORGAN STANLEY 03.6250 01/20/2027 0.08%
MSC 2016-BNK2 XB IO 00.5501 11/15/2049 0.08%
MUENCHENER RUECKVER AG-REG 0.08%
NIPPON TELEGRAPH & TELEPHONE 0.08%
NN GROUP NV 0.08%
ORACLE CORP 03.2500 11/15/2027 0.08%
ORIX CORP 0.08%
PACKAGING CORP OF AMERICA 0.08%
PERSIMMON PLC 0.08%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.08%
REPSOL SA 0.08%
STACR 2014-HQ3 M3 06.6215 10/25/2024 0.08%
STATOIL ASA 0.08%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.08%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.08%
TUI AG-DI 0.08%
VINCI SA 0.08%
WEC ENERGY GROUP INC 03.9513 05/15/2067 0.08%
WELLCARE HEALTH PLANS INC 0.08%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.08%
WFRBS 2014-C25 XA IO 00.9160 11/15/2047 0.08%
ABN AMRO GROUP NV-CVA 0.07%
AGEAS 0.07%
AGILENT TECHNOLOGIES INC 0.07%
AMETEK INC 0.07%
ANGLO AMER PLC 0.07%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.07%
AVERY DENNISON CORP 0.07%
BECTON DICKINSON AND CO 06.1250 CV PFD 0.07%
CK ASSET HOLDINGS LTD 0.07%
COCA-COLA AMATIL LTD 0.07%
COGNIZANT TECH SOLUTIONS-A 0.07%
COMCAST CORP 03.1500 03/01/2026 0.07%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.07%
COVESTRO AG 0.07%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.07%
CVS HEALTH CORP 05.0500 03/25/2048 0.07%
CWL 2005-8 M4 02.8015 12/25/2035 0.07%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.07%
EDISON INTERNATIONAL 0.07%
ENI SPA 0.07%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.07%
EVONIK INDUSTRIES AG 0.07%
FIAT CHRYSLER AUTOMOBILES NV 0.07%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.07%
FONCIERE DES REGIONS 0.07%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.07%
GSMS 2015-GC30 XA IO 00.8780 05/10/2050 0.07%
HOYA CORP 0.07%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.07%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.07%
LEAR CORP 03.8000 09/15/2027 0.07%
LINCOLN NATIONAL CORP 0.07%
MASCO CORP 0.07%
MICRON TECH CV 01.6250 02/15/2033 0.07%
NEWELL BRANDS INC 04.2000 04/01/2026 0.07%
PEUGEOT SA 0.07%
PFIZER INC 0.07%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.07%
RESONA HOLDINGS INC 0.07%
S&P GLOBAL INC 02.9500 01/22/2027 0.07%
SAINSBURY (J) PLC 0.07%
SAMSUNG ELECTRONICS CO LTD 0.07%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.07%
SPIRIT AEROSYSTEMS HOLD-CL A 0.07%
TAYLOR WIMPEY PLC 0.07%
TOTAL SYSTEM SERVICES INC 0.07%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.07%
UCB SA 0.07%
US FOODS HOLDING CORP 0.07%
US TREASURY N/B 02.1250 12/31/2022 0.07%
VERTEX PHARMACEUTICALS INC 0.07%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.07%
ACS ACTIVIDADES 0.06%
AIR LEASE CORP 03.6250 04/01/2027 0.06%
AMAZON.COM INC P/P 144A 03.1500 08/22/2027 0.06%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.06%
APPLE INC 02.1000 05/06/2019 0.06%
ARMT 2005-9 5A1 02.4115 11/25/2035 0.06%
BANK OF AMERICA CORP 03.8240 01/20/2028 0.06%
BANK OF AMERICA CORP 07.2500 CV PFD 0.06%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.06%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.06%
BERKELEY GROUP HOLDINGS/THE 0.06%
CBRE GROUP INC - A 0.06%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.06%
CIMIC GROUP LTD 0.06%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.06%
CROWN CASTLE INTL CORP 06.8750 CUM CV PFD 0.06%
DEUTSCHE POST AG-REG 0.06%
ELECTROLUX AB-SER B 0.06%
FAURECIA 0.06%
FNMA FN30 AS7003 03.0000 04/01/2046 0.06%
FNMA FN30 BC2733 03.0000 05/01/2046 0.06%
GLAXOSMITHKLINE PLC 0.06%
GSMS 2014-GC18 XA IO 01.1131 01/10/2047 0.06%
HARTFORD FINL SVCS GRP 06.6250 03/30/2040 0.06%
HCA INC 05.5000 06/15/2047 0.06%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.06%
INDUSTRIVARDEN AB-A SHS 0.06%
INGREDION INC 0.06%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.06%
KINGFISHER PLC 0.06%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.06%
MITSUI AND CO LTD 0.06%
MSBAM 2013-C13 XA IO 01.0830 11/15/2046 0.06%
NATIONAL AUSTRALIA BANK LTD 01.7347 08/01/2018 0.06%
NEWMONT MINING CORP 0.06%
NOVELLUS SYS CV 02.6250 05/15/2041 0.06%
PPL CORP 0.06%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.06%
RECORDATI SPA 0.06%
ROYAL MAIL PLC 0.06%
RU10INTR P US0003M R 11/27/18 CI 0.06%
SHIONOGI & CO LTD 0.06%
STACR 2016-HQA2 M3 07.0215 11/25/2028 0.06%
SWISSCOM AG-REG 0.06%
SYNOPSYS INC 0.06%
TELSTRA CORP LTD 0.06%
TESLA INC CV 01.2500 03/01/2021 0.06%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.06%
TRAVELERS COS INC/THE 0.06%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.06%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.06%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.06%
WAMU 2004-AR13 A2B 02.7515 11/25/2034 0.06%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.06%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.06%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.06%
WFRBS 2014-C22 XA IO 00.9011 09/15/2057 0.06%
WH GROUP LTD 0.06%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 0.06%
XEROX CORP 0.06%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.05%
ADECCO GROUP AG-REG 0.05%
AMADEUS IT GROUP SA 0.05%
AMGEN INC 02.6000 08/19/2026 0.05%
AMGEN INC 04.6630 06/15/2051 0.05%
APPLE INC 04.2500 02/09/2047 0.05%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 0.05%
ARKEMA 0.05%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.05%
CADENCE DESIGN SYS INC 0.05%
CAMDEN PROPERTY TRUST 0.05%
CBS CORP 04.6000 01/15/2045 0.05%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.05%
CENTERPOINT ENERGY INC 0.05%
CGCMT 2014-GC21 X IO 01.2300 05/10/2047 0.05%
COMCAST CORP 06.5000 11/15/2035 0.05%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.05%
CWL 2004-5 2A 02.3715 10/25/2034 0.05%
DR PEPPER SNAPPLE GROUP INC 0.05%
DUN & BRADSTREET CORP 0.05%
DYNEGY INC P/P 144A 08.1250 01/30/2026 0.05%
ECOLAB INC P/P 144A 03.2500 12/01/2027 0.05%
EQT CORP 03.9000 10/01/2027 0.05%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.05%
FAIRWAY FINANCE CO LLC 30601WEG0 DCP 05/16/2018 0.05%
HCP INC 0.05%
HSBC HOLDINGS PLC USD 04.8750 01/14/2022 0.05%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.05%
INDUSTRIAL BANK OF KOREA 0.05%
JACOBS ENGINEERING GROUP INC 0.05%
JAZZ INVESTME USD 01.8750 08/15/2021 0.05%
KAR AUCTION SERVICES INC 0.05%
KRAFT HEINZ FOODS CO 06.8750 01/26/2039 0.05%
LAMB WESTON HOLDINGS INC 0.05%
LCCM 2017-LC26 XA IO P/P 144A 01.4845 07/12/2050 0.05%
LIVE NATION ENTERTAINMENT IN 0.05%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.05%
MANPOWERGROUP INC 0.05%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.05%
MORGAN STANLEY 04.3750 01/22/2047 0.05%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.05%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.05%
MSBAM 2013-C7 XA IO 01.3884 02/15/2046 0.05%
MSC 2012-C4 XA IO P/P 144A 02.0935 03/15/2045 0.05%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.05%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.05%
NORDEA BANK AB 65558GD91 DCP 04/09/2018 0.05%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.05%
NVR INC 0.05%
ON SEMICONDUC CV 01.0000 12/01/2020 0.05%
ORACLE CORPORATION 02.2500 10/08/2019 0.05%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.05%
PRICELINE.COM CV 00.3500 06/15/2020 0.05%
PRINCIPAL FINANCIAL GROUP 0.05%
ROYAL DUTCH SHELL PLC-B SHS 0.05%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 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%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.05%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.05%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.05%
SVENSKA HANDELSBANKEN NY 01.9915 04/24/2018 0.05%
SWISS RE AG 0.05%
THOR INDUSTRIES INC 0.05%
TOYOTA TSUSHO CORP 0.05%
UGI CORP 0.05%
UNITED OVERSEAS BANK LTD 0.05%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.05%
UNUM GROUP 0.05%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.05%
VORNADO REALTY TRUST 0.05%
WELLS FARGO & COMPANY 07.5000 CV PFD 0.05%
WESTROCK MWV LLC 08.2000 01/15/2030 0.05%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.04%
ALTRIA GROUP INC 02.6250 01/14/2020 0.04%
AMC NETWORKS INC-A 0.04%
ANALOG DEVICES INC 02.8500 03/12/2020 0.04%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.04%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.04%
ASSOCIATED BRITISH FOODS PLC 0.04%
ASTELLAS PHARMA INC 0.04%
AUSTRALIA & NEW ZEALAND BANKI 05253CFS0 DCP 06/26/2018 0.04%
BANK OF AMERICA CORP P/P 144A 03.0040 12/20/2023 0.04%
BANK OF AMERICA NA 01.7608 08/21/2018 0.04%
BANK OF NOVA SCOTIA/THE 01.4039 06/21/2018 0.04%
BANK OF NOVA SCOTIA/THE 06417KFD6 DCP 06/13/2018 0.04%
BARRATT DEVELOPMENTS PLC 0.04%
BASF SE 0.04%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.04%
BOOZ ALLEN HAMILTON HOLDINGS 0.04%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.04%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.04%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.04%
BWX TECHNOLOGIES INC 0.04%
CANADIAN IMP BK COMM NY 02.1169 12/28/2018 0.04%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.04%
CHARIOT FUNDING LLC 15963UFF8 DCP 06/15/2018 0.04%
CHARLES RIVER LABORATORIES 0.04%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.04%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.04%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.04%
CINCINNATI BELL INC 06.7500 CUM CV PFD 0.04%
CIT GROUP INC 05.2500 03/07/2025 0.04%
CITIBANK NA 02.1469 08/30/2018 0.04%
CITIGROUP INC 04.7500 05/18/2046 0.04%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.04%
COLLATERALIZED COMMERCIAL PAP 01.7675 04/19/2018 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 XA IO 01.1198 08/10/2050 0.04%
COMM 2014-CR14 XA IO 00.7804 02/10/2047 0.04%
COMMONWEALTH BANK OF AUSTRALI 20272EFE3 DCP 06/14/2018 0.04%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.04%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.04%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.04%
CVS HEALTH CORP 02.8750 06/01/2026 0.04%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.04%
DANSKE CORP 2363F7E79 DCP 05/07/2018 0.04%
DBUBS 2011-LC3A D P/P 144A 05.3414 08/10/2044 0.04%
DNB NOR ASA 0.04%
DUKE REALTY CORP 0.04%
EPR PROPERTIES 05.7500 CUM CV PFD 0.04%
EXTENDED STAY AMERICA INC 0.04%
FNMA FN30 AS7154 03.0000 05/01/2046 0.04%
GE CAP INTL FUNDING USD 02.3420 11/15/2020 0.04%
GE CAPITAL INTL FUNDING USD 03.3730 11/15/2025 0.04%
GLAXOSMITHKLINE LLC 37737QDR2 DCP 04/25/2018 0.04%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.04%
GNMA 10000 BE3158 03.5000 11/20/2047 0.04%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.04%
HESS CORP 08.0000 CV PFD 0.04%
INFOR US INC 06.5000 05/15/2022 0.04%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.04%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.04%
JPMBB 2014-C22 C 04.5592 09/15/2047 0.04%
KINDER MORGAN INC 03.1500 01/15/2023 0.04%
KRAFT HEINZ FOODS CO 02.6305 08/10/2022 0.04%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.04%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.04%
LIBERTY MEDIA COR-SIRIUSXM A 0.04%
LLOYDS BANK PLC NY 01.9596 08/13/2018 0.04%
MACQUARIE GROUP LTD 0.04%
MANDATORY EXCH TRUST P/P 144A 05.7500 CV PFD 0.04%
MARKS AND SPENCER LTD 0.04%
MEDICINES CO CV 02.5000 01/15/2022 0.04%
METRO AG 0.04%
MICROSOFT CORP 01.5500 08/08/2021 0.04%
MICROSOFT CORP 03.3000 02/06/2027 0.04%
MITSUBISHI CHEMICAL HOLDINGS 0.04%
MITSUBISHI UFJ TRUST & BANKIN 60682XD29 DCP 04/02/2018 0.04%
MOODY'S CORPORATION P/P 144A 03.2500 01/15/2028 0.04%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.04%
NATIONAL AUSTRALIA BANK LTD 63254FFJ1 DCP 06/18/2018 0.04%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.04%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.04%
NESTLE SA-REG 0.04%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.04%
NEXTERA ENERGY INC 06.1230 CV PFD 0.04%
NORDEA BANK AB/NEW YORK NY 02.1700 08/27/2018 0.04%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.04%
OKTA INC P/P 144A CV 00.2500 02/15/2023 0.04%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.04%
ORACLE CORP 02.6500 07/15/2026 0.04%
OTSUKA CORP 0.04%
PARK HOTELS & RESORTS INC 0.04%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.04%
PETROBRAS GLOBAL FIN P/P 144A 05.9990 01/27/2028 0.04%
PFIZER INC 71708FDD1 DCP 04/13/2018 0.04%
PHILLIPS 66 PARTNERS LP 03.7500 03/01/2028 0.04%
PINNACLE FOODS INC 0.04%
PLATFORM SPECIALTY P/P 144A 05.8750 12/01/2025 0.04%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.04%
REALOGY HOLDINGS CORP 0.04%
REALPAGE INC P/P 144A CV 01.5000 11/15/2022 0.04%
REGENCY MARKETS NO. 1 LLC 7588R1DC6 DCP 04/12/2018 0.04%
REINSURANCE GROUP OF AMERICA 0.04%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.04%
REXNORD CORP 05.7500 CUM CV PFD 0.04%
RLJ LODGING TRUST 01.9500 CUM CV PFD 0.04%
ROYAL BANK OF CANADA NY 01.9317 12/07/2018 0.04%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.04%
SBERBANK (SB CAP SA) P/P 144A 05.1250 10/29/2022 0.04%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.04%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.04%
SPIRIT REALTY CAPITAL INC 0.04%
SQUARE INC CV 00.3750 03/01/2022 0.04%
STACR 2013-DN2 M2 06.1215 11/25/2023 0.04%
STACR 2016-DNA1 M3 07.4215 07/25/2028 0.04%
STANLEY BLACK & DECKER I 05.3750 CV PFD 0.04%
STARWOOD PROP TR CV 04.0000 01/15/2019 0.04%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.04%
SWEDBANK (NEW YORK) 01.8905 11/06/2018 0.04%
SWEDISH MATCH AB 0.04%
T-MOBILE USA INC 05.3750 04/15/2027 0.04%
TDK CORP 0.04%
THUNDER BAY FUNDING LLC 88603GJQ4 DCP 06/13/2018 0.04%
TIME WARNER INC 03.8000 02/15/2027 0.04%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.04%
TORONTO-DOMINION BANK/THE 01.8526 02/08/2019 0.04%
TRANSDIGM INC 06.3750 06/15/2026 0.04%
TWITTER INC CV 01.0000 09/15/2021 0.04%
UBS AG/LONDON - 07/25/2018 01.7714 07/25/2018 0.04%
UBSBB 2012-C2 XA IO P/P 144A 01.3400 05/10/2063 0.04%
US BANK NA/CINCINNATI OH 01.7001 07/23/2018 0.04%
VISTEON CORP 0.04%
W.R. GRACE & CO 0.04%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.04%
WELLS FARGO BANK NA 02.0415 04/25/2018 0.04%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.04%
WOOLWORTHS GROUP LTD 0.04%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.04%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.03%
AEROJET ROCK CV 02.2500 12/15/2023 0.03%
AIR TRANSPORT P/P 144A CV 01.1250 10/15/2024 0.03%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.03%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.03%
ALPHABET INC 01.9980 08/15/2026 0.03%
AMERICAN FINANCIAL GROUP INC 0.03%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.03%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.03%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.03%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.03%
AMG CAPITAL TRUST II 05.1500 CV PFD 0.03%
ANA HOLDINGS INC 0.03%
ANTHEM INC 05.2500 CV PFD 0.03%
APARTMENT INVT & MGMT CO -A 0.03%
ARCELORMITTAL USD 07.2500 10/15/2039 0.03%
ASHTEAD GROUP PLC 0.03%
ASSURANT INC 0.03%
ASSURED GUARANTY LTD 0.03%
AUSTRALIA & NEW ZEALAND BANKI 01.4968 08/29/2018 0.03%
AVAYA TLB-EXIT L+475 06.5364 12/15/2024 0.03%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.03%
BANK OF AMERICA NA 01.7293 04/09/2018 0.03%
BANK OF MONTREAL CHICAGO 01.8979 07/09/2018 0.03%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.03%
BEACON ESCROW CORP P/P 144A 04.8750 11/01/2025 0.03%
BERRY GLOBAL GROUP INC 0.03%
BIOGEN INC 0.03%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.03%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 0.03%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.03%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.03%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.03%
BRITISH AMERICAN TOBACCO PLC 0.03%
BRIXMOR PROPERTY GROUP INC 0.03%
BROOKDALE SNR LIVING CV 02.7500 06/15/2018 0.03%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.03%
CAESARS ENTERTAIN CORP CV 05.0000 10/01/2024 0.03%
CALATLANTIC GROUP INC CV 01.6250 05/15/2018 0.03%
CANADIAN IMPERIAL BANK OF COM 01.7996 11/05/2018 0.03%
CBRE SERVICES INC 04.8750 03/01/2026 0.03%
CBS CORP 02.9000 01/15/2027 0.03%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.03%
CGCMT 2012-GC8 XA IO P/P 144A 01.8114 09/10/2045 0.03%
CGCMT 2013-GC17 AS 04.5440 11/10/2046 0.03%
CGCMT 2014-GC19 C 04.9017 03/10/2047 0.03%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.03%
CHEVRON CORP 01.5610 05/16/2019 0.03%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.03%
CIENA CORP CV 04.0000 12/15/2020 0.03%
CIT GROUP INC 05.0000 08/01/2023 0.03%
CITIBANK NA 01.7100 04/16/2018 0.03%
CITIGROUP INC 02.6500 10/26/2020 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%
COLLATERALIZED COMMERCIAL PAP 01.4096 04/26/2018 0.03%
COLONY STARWO CV 03.5000 01/15/2022 0.03%
COMCAST CORP 02.3500 01/15/2027 0.03%
COMCAST CORP 03.3750 02/15/2025 0.03%
COMM 2012-LC4 AM 04.0630 12/10/2044 0.03%
COMM 2013-LC13 XA IO 01.2627 08/10/2046 0.03%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.03%
COMM 2014-CR17 C 04.7351 05/10/2047 0.03%
COMMONWEALTH BANK OF AUSTRALI 01.5819 11/29/2018 0.03%
COOPERAT RABOBANK UA/NY 01.7862 04/03/2018 0.03%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.03%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.03%
CSAIL 2015-C1 C 04.2978 04/15/2050 0.03%
CSMC 2016-NXSR C 04.3634 12/15/2049 0.03%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.03%
DTE ENERGY CO 06.5000 CV PFD 0.03%
DUKE ENERGY CORP 03.1500 08/15/2027 0.03%
DYCOM IND INC CV 00.7500 09/15/2021 0.03%
EASTMAN CHEMICAL CO 03.8000 03/15/2025 0.03%
ECOLAB INC 02.7000 11/01/2026 0.03%
EMERA US FINANCE LP 04.7500 06/15/2046 0.03%
ENBRIDGE INC USD 04.2500 12/01/2026 0.03%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 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%
EURONET WORLD CV 01.5000 10/01/2044 0.03%
EVERBRIDGE INC CV 01.5000 11/01/2022 0.03%
FED REPUBLIC OF BRAZIL USD 04.6250 01/13/2028 0.03%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.03%
FOREST CITY REALTY TRUST- A 0.03%
FRESENIUS MEDICAL CARE AG & 0.03%
GNMA 10000 BC8223 03.5000 11/20/2047 0.03%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.03%
GNR 2017-139 NI IO 04.5000 09/20/2047 0.03%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.03%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.03%
GREAT LAKES D&D 08.0000 05/15/2022 0.03%
GSMS 2010-C1 D P/P 144A 06.0517 08/10/2043 0.03%
GSMS 2011-GC5 XA IO P/P 144A 01.3515 08/10/2044 0.03%
GSMS 2014-GC22 C 04.6459 06/10/2047 0.03%
GSMS 2014-GC22 XA IO 01.0140 06/10/2047 0.03%
HARVEY NORMAN HOLDINGS LTD 0.03%
HIGHWOODS PROPERTIES INC 0.03%
HSBC BANK PLC - 04/13/2018 01.2700 04/13/2018 0.03%
HUBSPOT INC P/P 144A CV 00.2500 06/01/2022 0.03%
HUSKY TLB L+300 05.2018 03/16/2025 0.03%
IAC FINANCECO P/P 144A CV 00.8750 10/01/2022 0.03%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.03%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.03%
JAPAN AIRLINES CO LTD 0.03%
JPMBB 2013-C14 AS 04.4093 08/15/2046 0.03%
JPMBB 2014-C25 XA IO 00.9621 11/15/2047 0.03%
JPMCC 2013-C10 XA IO 01.0604 12/15/2047 0.03%
KAO CORP 0.03%
KERRY PROPERTIES LTD 0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.03%
KONINKLIJKE AHOLD DELHAIZE N 0.03%
LIBERTY EXPEDIA HOLD INC 144A 0.03%
LIBERTY INTERACTIVE CV 03.5000 01/15/2031 0.03%
LIBERTY PROPERTY TRUST 0.03%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.03%
MACQUARIE INFRASTRUCTU CV 02.0000 10/01/2023 0.03%
MERCK & CO INC 03.7000 02/10/2045 0.03%
MLMI 2005-A10 A 02.0815 02/25/2036 0.03%
MOLSON COORS 01.9000 03/15/2019 0.03%
MSBAM 2015-C25 XA IO 01.1316 10/15/2048 0.03%
NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 0.03%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.03%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.03%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.03%
NEWS CORP - CLASS A 0.03%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.03%
PFIZER INC 01.7000 12/15/2019 0.03%
POLA ORBIS HOLDINGS INC 0.03%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.03%
RENAULT SA 0.03%
RIO TINTO PLC 0.03%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.03%
ROCKWELL AUTOMATION INC 0.03%
RTL GROUP 0.03%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.03%
SERVICE CORP INTERNATIONAL 0.03%
SERVICEMASTER GLOBAL HOLDING 0.03%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.03%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.03%
SKANDINAV ENSKILDA BK NY 01.8896 07/10/2018 0.03%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.03%
SPRINT CORP 07.8750 09/15/2023 0.03%
STARWOOD PROPERTY TRUST INC 0.03%
SUMITOMO MITSUI BANK NY 01.9113 05/08/2018 0.03%
SUN HUNG KAI PROPERTIES 0.03%
SUPERNUS PH P/P 144A CV 00.6250 04/01/2023 0.03%
SVENSKA HANDELSBANKEN AB 86960KG55 DCP 07/05/2018 0.03%
SVENSKA HANDELSBANKEN NY 01.8505 09/06/2018 0.03%
SYNOVUS FINANCIAL CORP 0.03%
T-MOBILE USA INC 06.3750 03/01/2025 0.03%
TAISEI CORP 0.03%
TCF FINANCIAL CORP 0.03%
TCP CAP CORP CV 05.2500 12/15/2019 0.03%
TERADYNE INC CV 01.2500 12/15/2023 0.03%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.03%
TOLEDO EDISON COMPANY 06.1500 05/15/2037 0.03%
TORCHMARK CORP 0.03%
TORONTO-DOMINION BANK/THE 01.5368 08/28/2018 0.03%
TORONTO-DOMINION BANK/THE 01.8038 01/11/2019 0.03%
TREASURY BILL 00.0000 05/24/2018 0.03%
TRIMBLE INC 0.03%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.03%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.03%
UBSBB 2013-C6 XA IO P/P 144A 01.1478 04/10/2046 0.03%
US TREASURY FRN 01.9419 07/31/2018 0.03%
USG CORP P/P 144A 04.8750 06/01/2027 0.03%
VECTOR GROUP LTD CV 01.7500 04/15/2020 0.03%
VERIZON COMM 04.5220 09/15/2048 0.03%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.03%
WELLS FARGO BANK NA 02.0582 11/16/2018 0.03%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.03%
WESTERN DI P/P 144A CV 01.5000 02/01/2024 0.03%
WESTPAC BANKING CORP 01.7850 01/03/2019 0.03%
WESTROCK CO P/P 144A 03.3750 09/15/2027 0.03%
WFCM 2013-LC12 AS 04.2909 07/15/2046 0.03%
WFCM 2014-LC16 XA IO 01.3554 08/15/2050 0.03%
WFRBS 2012-C9 AS 03.3880 11/15/2045 0.03%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.03%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.03%
WFRBS 2014-C24 XA IO 00.9466 11/15/2047 0.03%
WHITING PETRO CV 01.2500 04/01/2020 0.03%
WORKDAY INC P/P 144A CV 00.2500 10/01/2022 0.03%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.03%
ZEBRA TECHNOLOGIES CORP-CL A 0.03%
ABBVIE INC 03.6000 05/14/2025 0.02%
ABN AMRO FUNDING USA LLC 00084CDJ8 DCP 04/18/2018 0.02%
ADS INC P/P 144A 05.6250 11/15/2024 0.02%
AES CORP/THE 05.5000 04/15/2025 0.02%
AIR LEASE CORP 02.5000 03/01/2021 0.02%
ALEXANDRIA REAL ESTATE E 07.0000 CUM CV PFD 0.02%
ALTA MESA HLDGS 07.8750 12/15/2024 0.02%
ALTRIA GROUP INC 04.0000 01/31/2024 0.02%
AMAZON.COM INC P/P 144A 04.0500 08/22/2047 0.02%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 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%
APPLE HOSPITALITY REIT INC 0.02%
APPLE INC 02.0000 05/06/2020 0.02%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.02%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.02%
ATLANTIC ASSET SECURITIZATION 04821UEA6 DCP 05/10/2018 0.02%
AUSTRALIA & NEW ZEALAND BANKI 05253CE44 DCP 05/04/2018 0.02%
AUTONATION INC. 05.5000 02/01/2020 0.02%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.02%
BANK OF NOVA SCOTIA HOUS 02.2382 09/14/2018 0.02%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 0.02%
BELDEN INC 06.7500 CV PFD 0.02%
BERKSHIRE HATHAWAY E P/P 144A 03.8000 07/15/2048 0.02%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.02%
BGC PARTNERS INC 05.1250 05/27/2021 0.02%
BGC PARTNERS INC-CL A 0.02%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.02%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 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 06.0026 06/21/2024 0.02%
BRANDYWINE REALTY TRUST 0.02%
CALIFORNIA RESOURC TL L+475 06.5721 11/17/2022 0.02%
CANADIAN NATL RESOURCES USD 03.8500 06/01/2027 0.02%
CARBONITE INC P/P 144A CV 02.5000 04/01/2022 0.02%
CARTERS INC 0.02%
CAS 2015-C02 2M2 05.8715 05/25/2025 0.02%
CAS 2015-C03 2M2 06.8715 07/25/2025 0.02%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.02%
CEMEX SAB DE CV USD 03.7200 03/15/2020 0.02%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.02%
CFCRE 2011-C2 D P/P 144A 05.7546 12/15/2047 0.02%
CHARIOT FUNDING LLC 15963UFK7 DCP 06/19/2018 0.02%
CHEGG INC P/P 144A CV 00.2500 05/15/2023 0.02%
CHIMERA INVESTMENT CORP 0.02%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.02%
CITRIX SYSTEM CV 00.5000 04/15/2019 0.02%
CLOVIS INC CV 02.5000 09/15/2021 0.02%
COLLATERALIZED COMMERCIAL PAP 19422GDQ4 DCP 04/24/2018 0.02%
COMCAST CORP 03.9690 11/01/2047 0.02%
COMM 2010-C1 D P/P 144A 06.1260 07/10/2046 0.02%
COMM 2012-CR3 D P/P 144A 04.7555 10/15/2045 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%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.02%
COOPERATIEVE RABOBANK UA USD 03.7500 07/21/2026 0.02%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.02%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.02%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.02%
CREDIT SUISSE AG/NEW YORK NY 2254EBFM8 DCP 06/21/2018 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 P/P 144A 10.1250 01/15/2023 0.02%
CYPRESS SEMIC CV 04.5000 01/15/2022 0.02%
DAI NIPPON PRINTING CO LTD 0.02%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.02%
DEUTSCHE LUFTHANSA-REG 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%
DISH DBS CORP 05.8750 11/15/2024 0.02%
DOLBY LABORATORIES INC-CL A 0.02%
DOMTAR CORP 0.02%
ENGIE 0.02%
EQUITY LIFESTYLE PROPERTIES 0.02%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.02%
EXTRACTION OIL & GAS P/P 144A 05.6250 02/01/2026 0.02%
FINISAR CORP CV 00.5000 12/15/2036 0.02%
FORD MOTOR CO 0.02%
FRAC TECH INTL TLB L+475 06.6269 04/16/2021 0.02%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.02%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.02%
FXI HOLDINGS INC P/P 144A 07.8750 11/01/2024 0.02%
GAMING AND LEISURE PROPERTIE 0.02%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.02%
GNMA GII30 OBD1715 03.5000 11/20/2047 0.02%
GNMA GII30 OBD1716 03.5000 11/20/2047 0.02%
GNR 2011-135 DI IO 05.0000 04/16/2040 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 2017-123 JI IO 04.0000 08/20/2046 0.02%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.02%
GREENBRIER C CV 02.8750 02/01/2024 0.02%
GSMS 2012-GC6 C P/P 144A 05.6529 01/10/2045 0.02%
GSMS 2014-GC18 C 04.9444 01/10/2047 0.02%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.02%
HCA INC 06.5000 02/15/2020 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.02%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.02%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.02%
HONG KONG EXCHANGES & CLEAR 0.02%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.02%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.02%
HSBC BANK PLC - 11/05/2018 01.4421 11/05/2018 0.02%
HSBC HOLDINGS PLC 0.02%
HUDSON PACIFIC PROPERTIES IN 0.02%
HYATT HOTELS CORP - CL A 0.02%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.02%
II-VI INC P/P 144A CV 00.2500 09/01/2022 0.02%
IMM 2004-7 1A1 02.6115 11/25/2034 0.02%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.02%
INPHI CORP CV 00.7500 09/01/2021 0.02%
INSMED INC CV 01.7500 01/15/2025 0.02%
INTEGRATED DE CV 00.8750 11/15/2022 0.02%
INTEL CORP CV 03.2500 08/01/2039 0.02%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.02%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.02%
ISTAR INC 04.5000 CUM CV PFD 0.02%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.02%
JPMBB 2013-C17 XA IO 00.8538 01/15/2047 0.02%
JPMBB 2014-C19 XA IO 01.1370 04/15/2047 0.02%
JPMBB 2014-C24 XA IO 01.0450 11/15/2047 0.02%
JPMCC 2013-LC11 X IO 01.3293 04/15/2046 0.02%
JTEKT CORP 0.02%
KAJIMA CORP 0.02%
KAMAN CORP P/P 144A CV 03.2500 05/01/2024 0.02%
LIBERTY MEDI P/P 144A CV 02.1250 03/31/2048 0.02%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.02%
LIBERTY MEDIA CV 02.2500 09/30/2046 0.02%
LOUISIANA-PACIFIC CORP 04.8750 09/15/2024 0.02%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.02%
MASTEC INC 04.8750 03/15/2023 0.02%
MEDIPAL HOLDINGS CORP 0.02%
MERCER INTL INC P/P 144A 05.5000 01/15/2026 0.02%
MERCER INTL INC USD 06.5000 02/01/2024 0.02%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.02%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.02%
METLIFE INC. 04.7500 02/08/2021 0.02%
MITSUBISHI ELECTRIC CORP 0.02%
MITSUBISHI GAS CHEMICAL CO 0.02%
MITSUBISHI UFJ TR&BK NY 02.1538 08/22/2018 0.02%
MIZUHO BANK LTD/NY 01.9179 04/09/2018 0.02%
MIZUHO BANK LTD/NY 01.9982 04/18/2018 0.02%
MORGAN STANLEY 02.6500 01/27/2020 0.02%
MSBAM 2013-C7 XB IO P/P 144A 00.3427 02/15/2046 0.02%
MSBAM 2014-C17 C 04.4602 08/15/2047 0.02%
MSC 2012-C4 C P/P 144A 05.4213 03/15/2045 0.02%
MSC 2012-C4 D P/P 144A 05.4213 03/15/2045 0.02%
NABORS IND INC P/P 144A 05.7500 02/01/2025 0.02%
NATIONWIDE BUILDING SOCIETY 6385E1EE7 DCP 05/14/2018 0.02%
NAVISTAR INTL CV 04.7500 04/15/2019 0.02%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.02%
NCHET 2004-2 A4 02.9715 08/25/2034 0.02%
NEUROCRINE P/P 144A CV 02.2500 05/15/2024 0.02%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.02%
NORDEA BANK AB NEW YORK 02.1650 03/14/2019 0.02%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.02%
NRW BANK 62939MD95 DCP 04/09/2018 0.02%
NRW BANK 62939ME29 DCP 05/02/2018 0.02%
NUTANIX INC P/P 144A CV 00.0000 01/15/2023 0.02%
OGE ENERGY CORP 0.02%
OMNICOM GROUP INC 03.6000 04/15/2026 0.02%
OSHKOSH CORP 05.3750 03/01/2025 0.02%
OSI SYS INC CV 01.2500 09/01/2022 0.02%
PACIRA PHARMA P/P CV 02.3750 04/01/2022 0.02%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.02%
PATRICK INDS P/P 144A CV 01.0000 02/01/2023 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%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.02%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.02%
PFIZER INC 03.0000 12/15/2026 0.02%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.02%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.02%
PROOFPOINT IN CV 00.7500 06/15/2020 0.02%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.02%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.02%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.02%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.02%
PULTEGROUP INC. 07.8750 06/15/2032 0.02%
RANDSTAD HOLDING NV 0.02%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.02%
RAYMOND JAMES FINANCIAL INC 0.02%
REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 0.02%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.02%
REP OF INDONESIA P/P 144A 05.2500 01/17/2042 0.02%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.02%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.02%
RINGCENTRAL P/P 144A CV 00.0000 03/15/2023 0.02%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.02%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.02%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.02%
SALESFORCE.COM INC 0.02%
SEACOR HLDGS CV 03.0000 11/15/2028 0.02%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.02%
SIMON PROPERTY GROUP LP 82880XDG2 DCP 04/16/2018 0.02%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.02%
SK HYNIX INC 0.02%
SM ENERGY CO 06.7500 09/15/2026 0.02%
SOCIETE GENERALE SA 83369CEX8 DCP 05/31/2018 0.02%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.02%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.02%
STATOIL ASA USD 02.9000 11/08/2020 0.02%
SUMITOMO MITSUI TRUST HOLDIN 0.02%
SVENSKA HANDELSBANKEN NY 02.0369 05/02/2018 0.02%
TELADOC INC P/P 144A CV 03.0000 12/15/2022 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%
TESCO PLC 0.02%
TEVA PHARMA NE P/P 144A 06.7500 03/01/2028 0.02%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.02%
TOPPAN PRINTING CO LTD 0.02%
TORO CO 0.02%
TORONTO DOMINION BANK NY USD 01.9617 05/07/2018 0.02%
TREASURY BILL 00.0000 05/17/2018 0.02%
TREASURY BILL 00.0000 06/07/2018 0.02%
TREASURY BILL 00.0000 06/21/2018 0.02%
TTM TECHNOLOGIES INC CV 01.7500 12/15/2020 0.02%
UBS GROUP AG REGS 06.8750 12/29/2049 0.02%
UNITEDHEALTH GROUP INC 04.2500 04/15/2047 0.02%
VALEANT PHARMA P/P 144A 09.0000 12/15/2025 0.02%
VALEANT PHARMA P/P 144A 09.2500 04/01/2026 0.02%
VECTREN CORP 0.02%
VERIZON COMM 05.0120 04/15/2049 0.02%
VICTORY RECEIVABLES CORP 92646LEE6 DCP 05/14/2018 0.02%
VMWARE INC 03.9000 08/21/2027 0.02%
VOESTALPINE AG 0.02%
WAMU 2004-AR13 A1A 02.5915 11/25/2034 0.02%
WAMU 2005-AR1 A2A1 02.5515 01/25/2045 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%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.02%
WELLS FARGO BANK NA 02.0064 11/15/2018 0.02%
WELLTOWER INC 06.5000 CUM CV PFD 0.02%
WESTPAC BANKING CORP NY USD 02.0162 03/05/2019 0.02%
WESTROCK MWV LLC 07.9500 02/15/2031 0.02%
WFCM 2012-LC5 XA IO P/P 144A 01.7937 10/15/2045 0.02%
WFCM 2016-LC25 XA IO 01.0818 12/15/2059 0.02%
WFRBS 2011-C3 D P/P 144A 05.6861 03/15/2044 0.02%
WFRBS 2011-C5 E P/P 144A 05.6714 11/15/2044 0.02%
WFRBS 2012-C10 D P/P 144A 04.4478 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%
WILLIAMS PARTNERS LP 03.6000 03/15/2022 0.02%
WM MORRISON SUPERMARKETS 0.02%
WPX ENERGY INC 08.2500 08/01/2023 0.02%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.02%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
21ST CENTURY FOX AMERICA 03.0000 09/15/2022 0.01%
21ST CENTURY FOX AMERICA 04.7500 11/15/2046 0.01%
A SCHULMAN INC 06.8750 06/01/2023 0.01%
ABBVIE INC 02.5000 05/14/2020 0.01%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
AEGON NV 0.01%
AES CORP/THE 04.5000 03/15/2023 0.01%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.01%
AK STEEL CORP 06.3750 10/15/2025 0.01%
ALFRESA HOLDINGS CORP 0.01%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.01%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.01%
ALLERGAN PLC 0.01%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMC ENT HOLDIN 06.1250 05/15/2027 0.01%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.01%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.01%
AMERICAN EXPRESS CO 0.01%
AMERICAN EXPRESS CO 04.9000 12/29/2049 0.01%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.01%
AMGEN INC 03.4500 10/01/2020 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 03.8500 05/04/2043 0.01%
ARC PROP OPER PART L 04.6000 02/06/2024 0.01%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.01%
ASAHI GROUP HOLDINGS LTD 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
ASHLAND GLOBAL HOLDINGS INC 0.01%
ASHTEAD CAPITAL INC P/P 144A 04.1250 08/15/2025 0.01%
ASTRAZENECA PLC USD 01.9500 09/18/2019 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%
AVAYA HOLDINGS CORP 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 02.1510 11/09/2020 0.01%
BANK OF MONTREAL CHICAGO 01.9396 07/12/2018 0.01%
BANK OF NOVA SCOTIA HOUS 01.8817 06/07/2018 0.01%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.01%
BAXTER INTERNATIONAL INC 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BEDFORD ROW FUNDING CORP 01.4661 11/05/2018 0.01%
BERRY GLOBAL INC 05.1250 07/15/2023 0.01%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.01%
BIOGEN INC 03.6250 09/15/2022 0.01%
BIOSCRIP INC 08.8750 02/15/2021 0.01%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.01%
BOLIDEN AB 0.01%
BOYNE USA INC P/P 144A 07.2500 05/01/2025 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%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.01%
BRUKER CORP 0.01%
CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 0.01%
CALIFORNIA RESOURCES 05.0000 01/15/2020 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%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.01%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.01%
CAS 2016-C05 2M1 03.2215 01/25/2029 0.01%
CAS 2017-C01 1M2 05.4215 07/25/2029 0.01%
CAS 2017-C03 1M2 04.8715 10/25/2029 0.01%
CBRE SERVICES INC 05.2500 03/15/2025 0.01%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 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%
CENOVUS ENERGY INC. USD 04.2500 04/15/2027 0.01%
CENTENE CORP 06.1250 02/15/2024 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
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-GC21 AS 04.0260 05/10/2047 0.01%
CGCMT 2014-GC21 D P/P 144A 04.8356 05/10/2047 0.01%
CHARTA LLC 16115WE45 DCP 05/04/2018 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 1.5L L+750 08.5000 08/23/2021 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%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.01%
CHS/COMMUNITY HEALTH SYS 07.1250 07/15/2020 0.01%
CINEMARK USA INC 04.8750 06/01/2023 0.01%
CIT GROUP INC 03.8750 02/19/2019 0.01%
CITIGROUP INC 03.6680 07/24/2028 0.01%
CITIGROUP INC 05.5000 09/13/2025 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%
CME GROUP INC 0.01%
CMLTI 2005-2 1A2A 03.7881 05/25/2035 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
COLLATERALIZED COMMERCIAL PAP 02.1864 09/12/2018 0.01%
COLONY NORTHSTAR INC-CLASS A 0.01%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.01%
COMM 2012-CR1 AM 03.9120 05/15/2045 0.01%
COMM 2012-LC4 XA IO P/P 144A 02.2115 12/10/2044 0.01%
COMM 2014-CR17 XA IO 01.1184 05/10/2047 0.01%
COMM 2014-CR18 XA IO 01.2120 07/15/2047 0.01%
COMM 2014-CR20 XA IO 01.1509 11/10/2047 0.01%
COMM 2014-LC17 XA IO 00.9405 10/10/2047 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 0.01%
CONSTELLATION BRANDS INC-A 0.01%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.01%
CONTINENTAL RESOURCES INC. 04.5000 04/15/2023 0.01%
CORELOGIC INC 0.01%
CORPORATE ASSET FUNDING CO IN 1247P3FF4 DCP 06/15/2018 0.01%
CRANE CO 0.01%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.01%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.01%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.01%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.01%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.01%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.01%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.01%
CSX CORP 04.1000 03/15/2044 0.01%
CVS HEALTH CORP 02.2500 12/05/2018 0.01%
CVS HEALTH CORP 04.7500 12/01/2022 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%
DEERE & COMPANY 02.6000 06/08/2022 0.01%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.01%
DGB FINANCIAL GROUP INC 0.01%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.01%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.01%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.01%
DUKE ENERGY CORP 0.01%
DYNEGY INC 07.0000 CV PFD 0.01%
EBAY INC 0.01%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.01%
EMERA US FINANCE LP 03.5500 06/15/2026 0.01%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.01%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 0.01%
ENERGY TRANSFER EQUITY 05.5000 06/01/2027 0.01%
ENERGY TRANSFER PARTNERS 06.1250 12/15/2045 0.01%
ENSCO PLC USD 07.7500 02/01/2026 0.01%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.01%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.01%
EQUITY COMMONWEALTH 0.01%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.01%
EUR/USD 06/20/2018 CITI 0.01%
FHR 3829 AS IO 05.1734 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%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.01%
FIRSTENERGY CORP 03.9000 07/15/2027 0.01%
FIRSTENERGY CORP 04.8500 07/15/2047 0.01%
FISERV INC 0.01%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.01%
FNMA FN30 BC1155 03.0000 06/01/2046 0.01%
FNMA FN30 BM1172 03.0000 03/01/2047 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
FRONTIER COMM 10.5000 09/15/2022 0.01%
GALAXY ENT GRP L 0.01%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.01%
GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 0.01%
GENERAL DYNAMICS CORP 0.01%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.01%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.01%
GNMA GII30 OBD1714 03.5000 11/20/2047 0.01%
GNR 2013-99 AS IO 04.2279 06/20/2043 0.01%
GNR 2015-H25 BI IO 01.7593 10/20/2065 0.01%
GNR 2016-H16 EI IO 02.2368 06/20/2066 0.01%
GOEASY LTD P/P 144A 07.8750 11/01/2022 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%
GSMS 2011-GC5 D P/P 144A 05.3987 08/10/2044 0.01%
GSMS 2013-GC10 XA IO 01.5489 02/10/2046 0.01%
GSMS 2014-GC24 XA IO 00.8278 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 05.2500 06/15/2026 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 02/24/2030 0.01%
HERITAGE INS P/P 144A CV 05.8750 08/01/2037 0.01%
HILTON GRAND VACATIONS 0.01%
HOME DEPOT INC 02.6250 06/01/2022 0.01%
HONEYWELL INTERNATIONAL INC 0.01%
HOST HOTELS & RESORTS LP 05.2500 03/15/2022 0.01%
HSBC BANK USA NA 01.9179 08/09/2018 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.01%
HYATT HOTELS CORP 04.8500 03/15/2026 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.01%
IMM 2004-6 1A2 02.6515 10/25/2034 0.01%
IMPAX LABORAT CV 02.0000 06/15/2022 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
INTL CONSOLIDATED AIRLINE-DI 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.01%
ISTAR INC 05.2500 09/15/2022 0.01%
ISTAR INC 06.0000 04/01/2022 0.01%
ITRON INC P/P 144A 05.0000 01/15/2026 0.01%
JAPAN POST BANK CO LTD 0.01%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.01%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.01%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.01%
JOHNSON & JOHNSON 05.1500 07/15/2018 0.01%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.01%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.01%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.01%
JPMBB 2013-C14 C 04.5699 08/15/2046 0.01%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.01%
JPMBB 2013-C17 AS 04.4584 01/15/2047 0.01%
JPMBB 2015-C33 XA IO 01.0226 12/15/2048 0.01%
JPMCC 2012-C6 D 05.1367 05/15/2045 0.01%
JPMCC 2012-C8 C P/P 144A 04.6065 10/15/2045 0.01%
JPMCC 2012-LC9 XA IO 01.5592 12/15/2047 0.01%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.01%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.01%
KCA DEUTAG TL L+525 07.6539 05/16/2020 0.01%
KELLOGG CO 03.2500 04/01/2026 0.01%
KEYCORP 02.3000 12/13/2018 0.01%
KEYENCE CORP 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.01%
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%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.01%
LENNAR CORP 04.7500 11/15/2022 0.01%
LENNAR CORP P/P 144A 05.8750 11/15/2024 0.01%
LIBERTY EXPEDIA HOLD-A 0.01%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.01%
LIBERTY STREET FUNDING LLC 53127UFL9 DCP 06/20/2018 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%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.01%
LIVE NATION P/P 144A CV 02.5000 03/15/2023 0.01%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCK & CO INC 01.8500 02/10/2020 0.01%
MERCK & CO. INC. 01.3000 05/18/2018 0.01%
METHANEX CORP USD 05.6500 12/01/2044 0.01%
MFA FINANCIAL INC 0.01%
MGM RESORTS INTL 06.6250 12/15/2021 0.01%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.01%
MHL 2005-1 1M1 02.5915 02/25/2035 0.01%
MICRON TECH INC P/P 144A 05.2500 01/15/2024 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%
MLMI 2005-A2 A2 03.5252 02/25/2035 0.01%
MONSTER BEVERAGE CORP 0.01%
MSAC 2004-HE6 M1 02.6965 08/25/2034 0.01%
MSBAM 2012-C6 XA IO P/P 144A 01.6330 11/15/2045 0.01%
MSBAM 2014-C17 XA IO 01.2090 08/15/2047 0.01%
MSC 2007-HQ11 AJ 05.5080 02/12/2044 0.01%
MTW FOODSERVICE ESCR 09.5000 02/15/2024 0.01%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.01%
NATIONAL AUSTRALIA BANK LTD 63254FFM4 DCP 06/21/2018 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NATIONWIDE BUILDING SOCIETY 6385E1D32 DCP 04/03/2018 0.01%
NCHET 2003-4 M1 02.9965 10/25/2033 0.01%
NETAPP INC 0.01%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.01%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.01%
NEXON CO LTD 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NEXT PLC 0.01%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.01%
NISOURCE INC 0.01%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.01%
NOMURA REAL ESTATE HOLDINGS 0.01%
NORFOLK SOUTHERN CORP 0.01%
NORTHWEST ACQ/DOMIN P/P 144A 07.1250 11/01/2022 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 06.2500 08/15/2024 0.01%
NRG ENERGY INC 06.2500 05/01/2024 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NRG ENERGY INC 07.2500 05/15/2026 0.01%
O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.01%
OCCIDENTAL PETROLEUM CORP 0.01%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
OMNICARE INC 04.7500 12/01/2022 0.01%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 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 0.01%
OUTFRONT MEDIA INC 0.01%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 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%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.01%
PETROLEOS MEXICANOS P/P 144A 06.3500 02/12/2048 0.01%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 0.01%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.01%
PREMIER INC-CLASS A 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.01%
PRUDENTIAL FINANCIAL INC 08.8750 06/15/2038 0.01%
PULTEGROUP INC 05.5000 03/01/2026 0.01%
QEP RESOURCES INC 05.6250 03/01/2026 0.01%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.01%
RANGE RESOURCES CORP 05.0000 03/15/2023 0.01%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.01%
RED HAT INC 0.01%
REPUBLIC OF ARGENTINA USD 05.8750 01/11/2028 0.01%
REVLON CONS TLB L+350 05.3769 09/07/2023 0.01%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.01%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.01%
ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 0.01%
ROYAL BANK OF CANADA USD 02.2000 07/27/2018 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%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SCORPIO TANKERS INC P/P 144A 02.3750 07/01/2019 0.01%
SENIOR HOUSING PROP TRUST 0.01%
SESI LLC P/P 144A 07.7500 09/15/2024 0.01%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.01%
SINGAPORE AIRLINES LTD 0.01%
SKANDINAVISKA ENSKILDA BANKEN 83050UFL7 DCP 06/20/2018 0.01%
SM ENERGY CO 06.1250 11/15/2022 0.01%
SM ENERGY CO 06.5000 11/15/2021 0.01%
SMC CORP 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SPRINGLEAF FINANCE CORP 06.1250 05/15/2022 0.01%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.01%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.01%
STARWOOD PROP TR P/P 144A 04.7500 03/15/2025 0.01%
STATOIL ASA USD 05.1000 08/17/2040 0.01%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.01%
STONE ENERGY CORP 0.01%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.01%
SWEDBANK AB 87019SFE9 DCP 06/14/2018 0.01%
T-MOBILE US INC 0.01%
T-MOBILE USA INC 04.5000 02/01/2026 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TARGA RES PRTNRS 05.3750 02/01/2027 0.01%
TECK RESOURCES LIMITED USD 04.7500 01/15/2022 0.01%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.01%
TENNANT CO 05.6250 05/01/2025 0.01%
TENNECO INC 05.0000 07/15/2026 0.01%
TEVA PHARMA NE P/P 144A 06.0000 04/15/2024 0.01%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.01%
TIME WARNER INC 0.01%
TIME WARNER INC 02.9500 07/15/2026 0.01%
TOYO SUISAN KAISHA LTD 0.01%
TOYOTA MOTOR CORP 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%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.01%
TREASURY BILL 00.0000 04/19/2018 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.01%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.01%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.01%
TRONOX INC P/P 144A 06.5000 04/15/2026 0.01%
UBSBB 2012-C2 D P/P 144A 04.8945 05/10/2063 0.01%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 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%
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 04.6269 03/15/2024 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.01%
USG CORP P/P 144A 05.5000 03/01/2025 0.01%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 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%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.01%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 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 02.8515 11/25/2034 0.01%
WAMU 2005-AR1 A2A3 02.6715 01/25/2045 0.01%
WAMU 2005-AR2 1A1A 02.2015 01/25/2045 0.01%
WAMU 2005-AR8 2A1A 02.4515 07/25/2045 0.01%
WAMU 2005-AR8 2AB3 02.5915 07/25/2045 0.01%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.01%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 0.01%
WBCMT 2005-C21 D 05.2958 10/15/2044 0.01%
WEATHERFORD INTL LLC P/P 144A 09.8750 03/01/2025 0.01%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.01%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.01%
WELLS FARGO BANK NA 01.8917 08/07/2018 0.01%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.01%
WESTPAC BANKING CORP USD 04.6250 06/01/2018 0.01%
WEYERHAEUSER CO 07.3750 03/15/2032 0.01%
WFCM 2013-LC12 C 04.2909 07/15/2046 0.01%
WFRBS 2011-C2 D P/P 144A 05.6522 02/15/2044 0.01%
WFRBS 2011-C3 XA IO P/P 144A 01.3727 03/15/2044 0.01%
WFRBS 2011-C5 XA IO P/P 144A 01.7507 11/15/2044 0.01%
WFRBS 2012-C10 C 04.3828 12/15/2045 0.01%
WHITING PETROLEUM C P/P 144A 06.6250 01/15/2026 0.01%
WINDSTREAM SRVC / FIN 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 0.01%
WP CAREY INC 04.6000 04/01/2024 0.01%
WPX ENERGY INC 06.0000 01/15/2022 0.01%
WPX ENERGY INC 07.5000 08/01/2020 0.01%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.01%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.01%
WYNDHAM WORLDWIDE CORP 05.6250 03/01/2021 0.01%
YANGZIJIANG SHIPBUILDING 0.01%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.01%
ZOETIS INC 0.01%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
2.605 R ISWP FWD US0003M P 06/20/2020 0.00%
2.675 R ISWP FWD US0003M P 06/20/2020 0.00%
2.75 R ISWP FWD US0003M P 06/20/2023 0.00%
2.85 R ISWP FWD US0003M P 06/20/2023 0.00%
2.85 R ISWP FWD US0003M P 06/20/2048 0.00%
2.90 R ISWP FWD US0003M P 06/20/2028 0.00%
21ST CENTURY FOX AMERICA 07.8500 03/01/2039 0.00%
ABBVIE INC 02.9000 11/06/2022 0.00%
AGRIUM INC USD 05.2500 01/15/2045 0.00%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.00%
AKORN INC 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%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.00%
ALLISON TRANSMISSION P/P 144A 05.0000 10/01/2024 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
ALLY FINANCIAL INC 08.0000 12/31/2018 0.00%
ALTRIA GROUP INC 0.00%
ALTRIA GROUP INC 09.2500 08/06/2019 0.00%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.00%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.00%
AMERICAN HOME 4 RENT 0.00%
ANNALY CAPITAL MANAGEMENT IN 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
ANTHEM INC 04.6250 05/15/2042 0.00%
APACHE CORPORATION 03.2500 04/15/2022 0.00%
APPALACHIAN POWER CO 04.6000 03/30/2021 0.00%
APPLE INC 03.4500 05/06/2024 0.00%
ARAMARK 0.00%
ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.00%
ARRIS INTERNATIONAL PLC 0.00%
AUD/USD 04/18/2018 BANKAM 0.00%
AUD/USD 04/18/2018 BCAP-FX 0.00%
AUD/USD 04/18/2018 CITI 0.00%
AUD/USD 04/18/2018 CSI-FX 0.00%
AUD/USD 04/18/2018 HSBCB 0.00%
AUD/USD 04/18/2018 JPMCB 0.00%
AUD/USD 04/18/2018 RBSF 0.00%
AUD/USD 04/18/2018 SSBT 0.00%
AUD/USD 04/18/2018 UBS 0.00%
AUD/USD 04/18/2018 WPAC 0.00%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.00%
AUSTRALIAN DOLLAR ACCOUNT 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 0.00%
BAYTEX ENERGY CORP P/P 144A 05.1250 06/01/2021 0.00%
BB&T CORP 0.00%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.00%
BERKSHIRE HATHAWAY INC-CL B 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
BOOKING HOLDINGS INC 0.00%
BOSTON SCIENTIFIC CORP 0.00%
BOYD GAMING CORP 06.3750 04/01/2026 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
BP CAPITAL MARKETS PLC USD 04.5000 10/01/2020 0.00%
BRAZILIAN REAL CALL ACCOUNT 0.00%
BRIGHT HORIZONS FAMILY SOLUT 0.00%
BRL/USD 07/03/2018 GSFX 0.00%
BROADRIDGE FINANCIAL SOLUTIO 0.00%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.00%
CA TXB-VAR PURP 3 07.5000 04/01/2034 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 04/18/2018 BANKAM 0.00%
CAD/USD 04/18/2018 BCAP-FX 0.00%
CAD/USD 04/18/2018 HSBCB 0.00%
CAD/USD 04/18/2018 JPMCB 0.00%
CAD/USD 04/18/2018 SSBT 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.00%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.00%
CBS CORP 04.0000 01/15/2026 0.00%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.00%
CDK GLOBAL INC 0.00%
CEC ENT INC 08.0000 02/15/2022 0.00%
CELANESE US HOLDINGS LLC 05.8750 06/15/2021 0.00%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.00%
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%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.4861 10/15/2049 0.00%
CHARTER COMM OPT LLC 04.9080 07/23/2025 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 06/20/2018 BCAP-FX 0.00%
CHF/USD 06/20/2018 JPMCB 0.00%
CHINA MEDICAL TECH INC USD 04.0000 08/15/2018 0.00%
CIGNA CORP 04.5000 03/15/2021 0.00%
CINEMARK USA INC 05.1250 12/15/2022 0.00%
CISCO SYSTEMS INC 0.00%
CIT GROUP INC P/P 144A 05.5000 02/15/2019 0.00%
CIT GROUP INC. 05.0000 08/15/2022 0.00%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.00%
CLEAR CHANNEL TLD L+675 09.0520 01/30/2019 0.00%
CLEAR CHNL WORLD 07.6250 03/15/2020 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.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.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 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 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 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 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.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 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 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 MS 0.00%
CMS ENERGY CORP 08.7500 06/15/2019 0.00%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.00%
CNH/USD 05/16/2018 GSFX 0.00%
COCA-COLA CO/THE 02.2500 09/01/2026 0.00%
COMCAST CORP 03.9990 11/01/2049 0.00%
COMCAST CORP 04.0490 11/01/2052 0.00%
COMM 2012-LC4 D P/P 144A 05.6045 12/10/2044 0.00%
COMM 2013-CCRE9 D P/P 144A 04.2666 07/10/2045 0.00%
COMM 2014-CR16 XA IO 01.1628 04/10/2047 0.00%
COMM 2014-UBS6 XA IO 01.0106 12/10/2047 0.00%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.00%
CONCORDIA INTL P/P 144A 07.0000 04/15/2023 0.00%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.00%
CONTINENTAL RESOURCES 05.0000 09/15/2022 0.00%
CORNING INC 0.00%
CORPORATE OFFICE PROPERTIES 0.00%
CPG INTL TL L+375 05.0828 05/05/2024 0.00%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.00%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.00%
CROWN CASTLE INTL CORP 04.4500 02/15/2026 0.00%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.00%
D.R. HORTON INC 05.7500 08/15/2023 0.00%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.00%
DELL TECHNOLOGIES INC-CL V 0.00%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.00%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.00%
DIAGEO INVESTMENT CORP 08.0000 09/15/2022 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 05.8750 06/15/2021 0.00%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.00%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.00%
DKK/USD 06/20/2018 CITI 0.00%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.00%
DUKE ENERGY CAROLINAS 04.2500 12/15/2041 0.00%
DUKE REALTY LP 03.8750 02/15/2021 0.00%
DUKE REALTY LP 04.3750 06/15/2022 0.00%
DYNEGY INC 07.6250 11/01/2024 0.00%
E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 0.00%
ECOLAB INC 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
EMPIRE STATE REALTY TRUST-A 0.00%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.00%
ENERGY TRANSFER PARTNERS 05.2000 02/01/2022 0.00%
ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 0.00%
ENRGY TRANS PT/REG FIN 05.8750 03/01/2022 0.00%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.00%
EPR PROPERTIES 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 06/20/2018 BANKAM 0.00%
EUR/USD 06/20/2018 BCAP-FX 0.00%
EUR/USD 06/20/2018 CSI-FX 0.00%
EUR/USD 06/20/2018 GSFX 0.00%
EUR/USD 06/20/2018 HSBCB 0.00%
EUR/USD 06/20/2018 JPMCB 0.00%
EUR/USD 06/20/2018 RBSF 0.00%
EUR/USD 06/20/2018 SSBT 0.00%
EUR/USD 06/20/2018 UBS 0.00%
EUR/USD 06/20/2018 WPAC 0.00%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.00%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.00%
FEDEX CORP 02.6250 08/01/2022 0.00%
FHR 4134 PI IO 03.0000 11/15/2042 0.00%
FHR 4193 PI IO 04.0000 03/15/2043 0.00%
FIDELITY NATIONAL INFORM 05.0000 10/15/2025 0.00%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.00%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.00%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.00%
FNMA FN30 935089 05.0000 03/01/2039 0.00%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.00%
FORTERRA TL L+300 04.8769 10/25/2023 0.00%
FRONTIER COMM 11.0000 09/15/2025 0.00%
FUJITSU LTD 0.00%
GATES GLOBAL TLB L+275 05.0520 03/31/2024 0.00%
GBP/USD 06/20/2018 BANKAM 0.00%
GBP/USD 06/20/2018 BCAP-FX 0.00%
GBP/USD 06/20/2018 CITI 0.00%
GBP/USD 06/20/2018 CSI-FX 0.00%
GBP/USD 06/20/2018 GSFX 0.00%
GBP/USD 06/20/2018 HSBCB 0.00%
GBP/USD 06/20/2018 JPMCB 0.00%
GBP/USD 06/20/2018 SSBT 0.00%
GBP/USD 06/20/2018 UBS 0.00%
GEN MOTORS FIN 03.2500 05/15/2018 0.00%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.00%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.00%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.00%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.00%
GENON ENERGY INC. 09.8750 10/15/2020 0.00%
GENPACT LTD 0.00%
GEORGIA-PACIFIC LLC 07.7500 11/15/2029 0.00%
GETTY IMAGES TLB L+350 04.7500 10/18/2019 0.00%
GLP CAP LP / FIN II 04.8750 11/01/2020 0.00%
GMAC CAPITAL TRUST I PCT 07.6237 0.00%
GNMA GII30 AW8447 04.3190 05/20/2067 0.00%
GNMA GII30 AY4779 04.4940 03/20/2067 0.00%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.00%
GNR 2015-124 DI IO 03.5000 01/20/2038 0.00%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.00%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.00%
GRUPO BIMBO SAB P/P 144A 03.8750 06/27/2024 0.00%
GSMS 2013-GC10 AS 03.2790 02/10/2046 0.00%
GSMS 2013-GC10 D P/P 144A 04.4122 02/10/2046 0.00%
GSMS 2013-GC12 XA IO 01.5193 06/10/2046 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HARTFORD FINL SVCS GRP 08.1250 06/15/2038 0.00%
HCA INC 05.0000 03/15/2024 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2038 0.00%
HESS CORP 07.3000 08/15/2031 0.00%
HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 0.00%
HKD/USD 05/16/2018 BANKAM 0.00%
HKD/USD 05/16/2018 BCAP-FX 0.00%
HMBT 2004-2 A1 02.6115 12/25/2034 0.00%
HONEYWELL INTERNATIONAL 04.2500 03/01/2021 0.00%
HONEYWELL INTL 03.8120 11/21/2047 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
HOST HOTELS & RESORTS LP 06.0000 10/01/2021 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%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.00%
HYATT HOTELS CORP 03.3750 07/15/2023 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%
ILS/USD 04/18/2018 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%
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%
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%
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%
JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 0.00%
JPMBB 2013-C12 D 04.0918 07/15/2045 0.00%
JPMCC 2011-C5 D P/P 144A 05.4083 08/15/2046 0.00%
JPMCC 2012-C6 E P/P 144A 05.1367 05/15/2045 0.00%
JPMCC 2013-C16 XA IO 01.0900 12/15/2046 0.00%
JPY/USD 05/16/2018 BANKAM 0.00%
JPY/USD 05/16/2018 BCAP-FX 0.00%
JPY/USD 05/16/2018 CITI 0.00%
JPY/USD 05/16/2018 CSI-FX 0.00%
JPY/USD 05/16/2018 GSFX 0.00%
JPY/USD 05/16/2018 JPMCB 0.00%
JPY/USD 05/16/2018 RBSF 0.00%
JPY/USD 05/16/2018 SSBT 0.00%
JPY/USD 05/16/2018 UBS 0.00%
KANSAS CITY SOUTHERN 0.00%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.00%
KINDER MORGAN ENER PART 05.4000 09/01/2044 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%
KOREAN WON CALL ACCOUNT 0.00%
KRAFT HEINZ FOODS CO 06.5000 02/09/2040 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LBMLT 2004-5 A5 02.4315 09/25/2034 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.4272 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%
LLOYDS BANKING GROUP P/P 144A 06.6570 05/21/2037 0.00%
LNSTR 2015-3 B P/P 144A 03.1119 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%
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 07.0000 03/31/2024 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
MET LIFE GLOB FUND P/P 144A 01.5500 09/13/2019 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
METLIFE INC 06.4000 12/15/2036 0.00%
METTLER-TOLEDO INTERNATIONAL 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 08.6250 02/01/2019 0.00%
MICROSOFT CORP 04.2000 06/01/2019 0.00%
MICROSOFT CORP 05.3000 02/08/2041 0.00%
MILAGRO OIL & GAS 0.00%
MINI MSCI EAFE JUN18 MFSM8 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 2012-C6 D P/P 144A 04.5754 11/15/2045 0.00%
MSBAM 2013-C8 B 03.5642 12/15/2048 0.00%
MSC 2008-T29 B P/P 144A 06.2381 01/11/2043 0.00%
MSC 2011-C3 D P/P 144A 05.1557 07/15/2049 0.00%
MSC 2012-C4 AS 03.7730 03/15/2045 0.00%
N TX HWY-TXB-B 06.7180 01/01/2049 0.00%
NATIONAL AUSTRALIA B P/P 144A 02.7473 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 04.9405 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%
NEW RESIDENTIAL INVESTMENT 0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 06/20/2018 BANKAM 0.00%
NOK/USD 06/20/2018 BCAP-FX 0.00%
NOK/USD 06/20/2018 CSI-FX 0.00%
NOK/USD 06/20/2018 GSFX 0.00%
NOK/USD 06/20/2018 JPMCB 0.00%
NOK/USD 06/20/2018 SSBT 0.00%
NOK/USD 06/20/2018 UBS 0.00%
NORDEA BANK AB P/P 144A 02.2500 05/27/2021 0.00%
NORTHROP GRUMMAN SYSTEMS 07.8750 03/01/2026 0.00%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.00%
NVR INC 03.9500 09/15/2022 0.00%
NZD/USD 04/18/2018 CITI 0.00%
NZD/USD 04/18/2018 GSFX 0.00%
NZD/USD 04/18/2018 JPMCB 0.00%
NZD/USD 04/18/2018 RBSF 0.00%
NZD/USD 04/18/2018 UBS 0.00%
NZD/USD 04/18/2018 WPAC 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
OH UNIV-TXB-C-BABS 04.9100 06/01/2040 0.00%
OLD REPUBLIC INTL CORP 0.00%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.00%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.00%
ORTHO-CLINICAL TLB L+375 05.6269 06/30/2021 0.00%
PACKAGING CORP OF AMERICA 03.9000 06/15/2022 0.00%
PACTIV LLC 08.3750 04/15/2027 0.00%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
PEPSICO INC 03.4500 10/06/2046 0.00%
PERKINELMER INC 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%
PHILLIPS 66 0.00%
PIEDMONT OFFICE REALTY TRU-A 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%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.00%
PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 0.00%
PUB SVC ELEC & GAS 05.5000 03/01/2040 0.00%
QVC INC 04.8500 04/01/2024 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
REALTY INCOME CORP 04.6500 08/01/2023 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REPUBLIC SERVICES INC. 03.8000 05/15/2018 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 11/15/2023 0.00%
ROYAL BK SCOTLND GRP PLC USD 04.8000 04/05/2026 0.00%
S&P GLOBAL INC 04.4000 02/15/2026 0.00%
S&P MID 400 EMINI JUN18 FAM8 0.00%
S&P500 EMINI FUT JUN18 ESM8 0.00%
SANDRIDGE ENERGY INC 0.00%
SCOTTS MIRACLE-GRO CO 0.00%
SEK/USD 06/20/2018 BANKAM 0.00%
SEK/USD 06/20/2018 BCAP-FX 0.00%
SEK/USD 06/20/2018 CITI 0.00%
SEK/USD 06/20/2018 CSI-FX 0.00%
SEK/USD 06/20/2018 GSFX 0.00%
SEK/USD 06/20/2018 HSBCB 0.00%
SEK/USD 06/20/2018 JPMCB 0.00%
SEK/USD 06/20/2018 RBSF 0.00%
SEK/USD 06/20/2018 SSBT 0.00%
SEK/USD 06/20/2018 UBS 0.00%
SEMGROUP CORP 06.3750 03/15/2025 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%
SGD/USD 05/16/2018 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%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.00%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.00%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
SPRINGLEAF FINANCE CORP 08.2500 12/15/2020 0.00%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.00%
SPRINT CORP 07.2500 09/15/2021 0.00%
STACR 2016-DNA3 M1 02.9715 12/25/2028 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 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%
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%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 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 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 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%
TMX FIN/TITLEMAX P/P 144A 08.5000 09/15/2018 0.00%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
TOPIX INDX FUTR JUN18 TPM8 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 04/26/2018 0.00%
TREASURY BILL 00.0000 05/03/2018 0.00%
TREASURY BILL 00.0000 06/14/2018 0.00%
TREASURY BILL 00.0000 07/12/2018 0.00%
TREASURY BILL 00.0000 07/19/2018 0.00%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.00%
TRY/USD 06/20/2018 SSBT 0.00%
TWO HARBORS INVESTMENT CORP 0.00%
TXU TCEH RIGHTS 0.00%
UBS GROUP FUNDIN P/P 144A 03.0000 04/15/2021 0.00%
UBS GROUP FUNDIN P/P 144A 04.2530 03/23/2028 0.00%
UBSBB 2012-C3 C P/P 144A 05.0424 08/10/2049 0.00%
UBSBB 2012-C4 XA IO P/P 144A 01.6538 12/10/2045 0.00%
UDR INC 0.00%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.00%
US 10YR NOTE (CBT)JUN18 TYM8 0.00%
US 2YR NOTE (CBT) JUN18 TUM8 0.00%
US 5YR NOTE (CBT) JUN18 FVM8 0.00%
US BANCORP 0.00%
US LONG BOND(CBT) JUN18 USM8 0.00%
US ULTRA BOND CBT JUN18 WNM8 0.00%
VALEANT PHARMA P/P 144A 05.5000 11/01/2025 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%
VIACOM INC 04.5000 03/01/2021 0.00%
VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 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 02.3815 08/25/2045 0.00%
WAMU 2005-AR19 A1A2 02.1615 12/25/2045 0.00%
WAMU 2005-AR2 2A1B 02.2415 01/25/2045 0.00%
WAMU 2005-AR2 2A2B 02.2515 01/25/2045 0.00%
WAMU 2005-AR6 2AB2 02.6115 04/25/2045 0.00%
WAMU 2006-AR4 1A1A 02.1408 05/25/2046 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.00%
WFMBS 2005-AR10 1A2 03.5992 06/25/2035 0.00%
WFMBS 2005-AR10 2A16 03.6452 06/25/2035 0.00%
WFMBS 2005-AR12 2A7 03.7373 06/25/2035 0.00%
WFMBS 2005-AR14 A4 03.4625 08/25/2035 0.00%
WFMBS 2005-AR8 1A2 03.5206 06/25/2035 0.00%
WFRBS 2011-C4 D P/P 144A 05.2395 06/15/2044 0.00%
WFRBS 2011-C4 E P/P 144A 05.2395 06/15/2044 0.00%
WFRBS 2012-C10 XA IO P/P 144A 01.5798 12/15/2045 0.00%
WFRBS 2012-C6 AS 03.8350 04/15/2045 0.00%
WFRBS 2012-C9 XA IO P/P 144A 01.9102 11/15/2045 0.00%
WFRBS 2013-C15 C 04.4813 08/15/2046 0.00%
WFRBS 2013-C15 D P/P 144A 04.4813 08/15/2046 0.00%
WFRBS 2014-C19 C 04.6460 03/15/2047 0.00%
WILEY (JOHN) & SONS-CLASS A 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
WORLDPAY INC-CLASS A 0.00%
ZAYO GROUP HOLDINGS INC 0.00%
AUD/USD 04/18/2018 GSFX -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP -0.02%
CGPUTQL2 R US0003M P 11/27/18 CI -0.05%
EMIN RUSSELL 2000 JUN18 RTYM8 -0.07%

Prior top holdings

Top holdings as of 04/30/18
Putnam Retirement Advantage GAA Conservative Trust 49.29%
Putnam Retirement Advantage GAA Income Strategies Trust 38.44%
Putnam Retirement Advantage GAA Balanced Trust 8.66%
Putnam Retirement Advantage GAA Money Market Trust 3.65%
Top holdings as of 03/31/18
Putnam Retirement Advantage GAA Conservative Trust 49.11%
Putnam Retirement Advantage GAA Income Strategies Trust 38.69%
Putnam Retirement Advantage GAA Balanced Trust 8.60%
Putnam Retirement Advantage GAA Money Market Trust 3.64%
Top holdings as of 02/28/18
Putnam Retirement Advantage GAA Conservative Trust 49.07%
Putnam Retirement Advantage GAA Income Strategies Trust 38.65%
Putnam Retirement Advantage GAA Balanced Trust 8.66%
Putnam Retirement Advantage GAA Money Market Trust 3.67%
Top holdings as of 01/31/18
Putnam Retirement Advantage GAA Conservative Trust 49.13%
Putnam Retirement Advantage GAA Income Strategies Trust 38.53%
Putnam Retirement Advantage GAA Balanced Trust 8.76%
Putnam Retirement Advantage GAA Money Market Trust 3.63%