Retirement Advantage 2025 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 $15.23
0.07% | $0.01
$15.47
01/26/18
$14.16
08/17/17
Historical fund price

Fund facts as of 06/30/18

Total net assets
$644.29M
Turnover (fiscal year end)
73%
Dividend frequency
Annually
Number of holdings
4
Fiscal year-end
September
CUSIP / Fund code
746751452 / 2004
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 06/30/18

  • Annual performance as of 06/30/18

Annualized Total return (%) as of 06/30/18

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
At net asset value 6.54% 5.57% 8.07% 6.59%
Custom Retirement Advantage 2025 Index 6.57% 6.17% 7.60% 6.48%

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 06/30/18 -0.20 %
YTD as of 07/18/18 1.26 %

Risk-adjusted performance as of 06/30/18

Alpha (3 yrs.) -1.07
Sharpe ratio (3 yrs.) 0.81
Treynor ratio (3 yrs.) 4.58
Information ratio (3 yrs.) -0.55

Volatility as of 06/30/18

Standard deviation (3 yrs.) 6.15%
Beta 1.08
R-squared 0.97

Capture ratio as of 06/30/18

Up-market (3 yrs.) 100.87
Down-market (3 yrs.) 114.37

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 06/30/18

Putnam Retirement Advantage GAA Balanced Trust 58.05%
Putnam Retirement Advantage GAA Conservative Trust 26.65%
Putnam Retirement Advantage GAA Income Strategies Trust 10.98%
Putnam Retirement Advantage GAA Money Market Trust 4.35%

Full portfolio holdings as of 03/31/18

REPO TRIPA MORTG 1.8 04/02/2018 1.89%
FNMA FN30 TBA 04.0000 04/01/2048 1.63%
SPDR S&P 500 ETF TRUST 1.51%
MICROSOFT CORP 1.45%
ALPHABET INC-CL A 1.33%
FNMA FN30 TBA 03.0000 04/01/2048 1.29%
GNMA GII30 MA4652 03.5000 08/20/2047 1.28%
FNMA FN30 MA3238 03.5000 01/01/2048 1.24%
JPMORGAN CHASE & CO 1.10%
S&P GSCI 3X NOTE 04/01/2019 1.10%
GNMA GII30 TBA 03.5000 04/01/2048 0.95%
FNMA FN15 TBA 03.0000 04/01/2033 0.90%
APPLE INC 0.89%
UNITEDHEALTH GROUP INC 0.76%
VERIZON COMMUNICATIONS INC 0.73%
CITIGROUP INC 0.70%
BOEING CO/THE 0.66%
FNMA FN15 AL9468 03.0000 12/01/2031 0.60%
GNMA GII30 MA4837 03.5000 11/20/2047 0.60%
EXXON MOBIL CORP 0.57%
HOME DEPOT INC 0.55%
JOHNSON & JOHNSON 0.55%
TREASURY BILL 00.0000 07/05/2018 0.55%
FHLMC FH30G G08677 04.0000 11/01/2045 0.54%
FNMA FN30 TBA 06.0000 04/01/2048 0.51%
TEXAS INSTRUMENTS INC 0.51%
AMAZON.COM INC 0.49%
UNION PACIFIC CORP 0.47%
PEPSICO INC 0.44%
LOWES COMPANIES INC 0.42%
NXP SEMICONDUCTORS NV 0.41%
CHEVRON CORP 0.40%
VALERO ENERGY CORP 0.40%
FNMA FN30 BC9003 03.0000 11/01/2046 0.38%
GNMA GII30 MA4586 03.5000 07/20/2047 0.38%
NORTHROP GRUMMAN CORP 0.36%
MCDONALD'S CORP 0.33%
ANTHEM INC 0.32%
RALPH LAUREN CORP 0.32%
HP INC 0.31%
INTL BUSINESS MACHINES CORP 0.30%
ELECTRONIC ARTS INC 0.29%
HUMANA INC 0.29%
L3 TECHNOLOGIES INC 0.29%
FACEBOOK INC-A 0.28%
FNMA FN30 BH7058 03.5000 12/01/2047 0.28%
INTUIT INC 0.28%
MERCK & CO. INC. 0.28%
ENTERGY CORP 0.27%
MARATHON PETROLEUM CORP 0.26%
MCKESSON CORP 0.26%
TYSON FOODS INC-CL A 0.26%
E*TRADE FINANCIAL CORPORATION 0.25%
ELI LILLY & CO 0.25%
FNMA FN30 TBA 03.5000 05/01/2048 0.25%
KIMBERLY-CLARK CORP 0.25%
SOUTHWEST AIRLINES CO 0.25%
CELGENE CORP 0.24%
FNMA FN30 BH5117 04.0000 08/01/2047 0.24%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.23%
PNC FINANCIAL SERVICES GROUP 0.23%
RAYTHEON COMPANY 0.23%
CIGNA CORP 0.22%
CUMMINS INC 0.22%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.22%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.22%
PROCTER & GAMBLE CO/THE 0.22%
SHERWIN-WILLIAMS CO/THE 0.22%
SYSCO CORP 0.22%
WALGREENS BOOTS ALLIANCE INC 0.22%
ABBVIE INC 0.21%
ALLSTATE CORP 0.21%
PRUDENTIAL FINANCIAL INC 0.21%
ROSS STORES INC 0.21%
S&P GLOBAL INC 0.21%
WALT DISNEY CO/THE 0.21%
DISCOVERY COMMUNICATIONS-A 0.20%
DXC TECHNOLOGY CO 0.20%
LOEWS CORP 0.20%
REGIONS FINANCIAL CORP 0.20%
SPDR S&P MIDCAP 400 ETF TRST 0.20%
NOVARTIS AG-REG 0.19%
PVH CORP 0.19%
ROCHE HOLDING AG-GENUSSCHEIN 0.19%
TREASURY BILL 00.0000 05/10/2018 0.19%
VMWARE INC-CLASS A 0.19%
AMERICAN ELECTRIC POWER 0.18%
AMERIPRISE FINANCIAL INC 0.18%
CVS HEALTH CORP 04.7800 03/25/2038 0.18%
DANAHER CORP 0.18%
GILEAD SCIENCES INC 0.18%
GOLDMAN SACHS GROUP INC 0.18%
KINDER MORGAN INC 0.18%
ROYAL CARIBBEAN CRUISES LTD 0.18%
WILLIAMS COS INC 0.18%
AMGEN INC 0.17%
FNMA FN30 TBA 04.5000 04/01/2048 0.17%
SPST 2018-1 A 02.4747 04/24/2019 0.17%
TOTAL SA 0.17%
ALLIANZ SE-REG 0.16%
ALLISON TRANSMISSION HOLDING 0.16%
BRISTOL-MYERS SQUIBB CO 0.16%
CITRIX SYSTEMS INC 0.16%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.16%
INGERSOLL-RAND PLC 0.16%
SYNCHRONY FINANCIAL 0.16%
TJX COMPANIES INC 0.16%
US TREASURY N/B 01.6250 02/15/2026 0.16%
CLOROX COMPANY 0.15%
DISCOVER FINANCIAL SERVICES 0.15%
EXELON CORP 0.15%
FIRSTENERGY CORP 0.15%
KLA-TENCOR CORP 0.15%
MAXIM INTEGRATED PRODUCTS 0.15%
PARKER HANNIFIN CORP 0.15%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.15%
SUNTRUST BANKS INC 0.15%
US TREASURY N/B 02.7500 08/15/2042 0.15%
APPLIED MATERIALS INC 0.14%
CROWN HOLDINGS INC 0.14%
ENEL SPA 0.14%
HILTON WORLDWIDE HOLDINGS IN 0.14%
WASTE MANAGEMENT INC 0.14%
3I GROUP PLC 0.13%
CAS 2015-C04 2M2 07.4215 04/25/2028 0.13%
CDX CDX.NA.IG.30 100.0 06/20/2023 0.13%
FORTINET INC 0.13%
HARTFORD FINANCIAL SVCS GRP 0.13%
HERSHEY CO/THE 0.13%
HUNTSMAN CORP 0.13%
ITOCHU CORP 0.13%
JUNIPER NETWORKS INC 0.13%
MICHAEL KORS HOLDINGS LTD 0.13%
MITSUBISHI UFJ FINANCIAL GRO 0.13%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.13%
SUMITOMO MITSUI FINANCIAL GR 0.13%
ADOBE SYSTEMS INC 0.12%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.12%
BHP BILLITON LIMITED 0.12%
EQUITY RESIDENTIAL TR REIT 0.12%
F5 NETWORKS INC 0.12%
SPST 2017-6 A 02.3025 11/24/2018 0.12%
YUM BRANDS INC 0.12%
AMDOCS LTD 0.11%
AT&T INC 04.2500 03/01/2027 0.11%
CAS 2015-C04 1M2 07.5715 04/25/2028 0.11%
CENTRAL JAPAN RAILWAY CO 0.11%
CONAGRA BRANDS INC 0.11%
HITACHI LTD 0.11%
KDDI CORP 0.11%
LEAR CORP 0.11%
MIZUHO FINANCIAL GROUP INC 0.11%
MUENCHENER RUECKVER AG-REG 0.11%
ORIX CORP 0.11%
PACKAGING CORP OF AMERICA 0.11%
REPSOL SA 0.11%
STATOIL ASA 0.11%
TUI AG-DI 0.11%
VINCI SA 0.11%
ABN AMRO GROUP NV-CVA 0.10%
AGEAS 0.10%
AGNC INVESTMENT CORP 0.10%
ALLY FINANCIAL INC 0.10%
AXA SA 0.10%
BNP PARIBAS 0.10%
BOUYGUES SA 0.10%
BT GROUP PLC 0.10%
COGNIZANT TECH SOLUTIONS-A 0.10%
FIAT CHRYSLER AUTOMOBILES NV 0.10%
FONCIERE DES REGIONS 0.10%
HASBRO INC 0.10%
HUNTINGTON INGALLS INDUSTRIE 0.10%
MARUBENI CORP 0.10%
MASCO CORP 0.10%
MORGAN STANLEY 0.10%
NIPPON TELEGRAPH & TELEPHONE 0.10%
NN GROUP NV 0.10%
PERSIMMON PLC 0.10%
PFIZER INC 0.10%
RESONA HOLDINGS INC 0.10%
RU10INTR P US0003M R 11/27/18 CI 0.10%
TAYLOR WIMPEY PLC 0.10%
UCB SA 0.10%
US TREASURY N/B 02.0000 02/15/2022 0.10%
WELLCARE HEALTH PLANS INC 0.10%
AGILENT TECHNOLOGIES INC 0.09%
ANGLO AMER PLC 0.09%
AVERY DENNISON CORP 0.09%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.09%
CITIGROUP INC 03.8870 01/10/2028 0.09%
CK ASSET HOLDINGS LTD 0.09%
COCA-COLA AMATIL LTD 0.09%
COVESTRO AG 0.09%
EDISON INTERNATIONAL 0.09%
ENI SPA 0.09%
EVONIK INDUSTRIES AG 0.09%
HOYA CORP 0.09%
LINCOLN NATIONAL CORP 0.09%
MORGAN STANLEY 03.6250 01/20/2027 0.09%
PEUGEOT SA 0.09%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.09%
SAINSBURY (J) PLC 0.09%
SAMSUNG ELECTRONICS CO LTD 0.09%
SPIRIT AEROSYSTEMS HOLD-CL A 0.09%
STACR 2015-DNA3 M2 04.7215 04/25/2028 0.09%
TOTAL SYSTEM SERVICES INC 0.09%
TRAVELERS COS INC/THE 0.09%
US FOODS HOLDING CORP 0.09%
VERTEX PHARMACEUTICALS INC 0.09%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.09%
WH GROUP LTD 0.09%
ACS ACTIVIDADES 0.08%
AMETEK INC 0.08%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.08%
APPLE INC 02.1000 05/06/2019 0.08%
BERKELEY GROUP HOLDINGS/THE 0.08%
CAS 2016-C03 2M2 07.7715 10/25/2028 0.08%
CIMIC GROUP LTD 0.08%
CITIGROUP INC 04.4500 09/29/2027 0.08%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.08%
DEUTSCHE POST AG-REG 0.08%
ELECTROLUX AB-SER B 0.08%
FAURECIA 0.08%
FNMA FN30 AS7003 03.0000 04/01/2046 0.08%
GNMA GII30 TBA 03.0000 04/01/2048 0.08%
INDUSTRIVARDEN AB-A SHS 0.08%
INGREDION INC 0.08%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.08%
KINGFISHER PLC 0.08%
MITSUI AND CO LTD 0.08%
NEWMONT MINING CORP 0.08%
ORACLE CORPORATION 02.2500 10/08/2019 0.08%
PPL CORP 0.08%
RECORDATI SPA 0.08%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.08%
SPST 2017-LD1 A 02.6715 11/25/2050 0.08%
SWISSCOM AG-REG 0.08%
SYNOPSYS INC 0.08%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.08%
US TREASURY N/B 03.0000 02/15/2047 0.08%
ADECCO GROUP AG-REG 0.07%
AMADEUS IT GROUP SA 0.07%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.07%
BPCE SA P/P 144A 04.5000 03/15/2025 0.07%
CBRE GROUP INC - A 0.07%
CENTERPOINT ENERGY INC 0.07%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.07%
DUN & BRADSTREET CORP 0.07%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.07%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.07%
FAIRWAY FINANCE CO LLC 30601WEG0 DCP 05/16/2018 0.07%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.07%
FNMA FN30 BC2733 03.0000 05/01/2046 0.07%
FNMA FN30 MA2863 03.0000 01/01/2047 0.07%
GLAXOSMITHKLINE PLC 0.07%
HCP INC 0.07%
MANPOWERGROUP INC 0.07%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.07%
NATIONAL AUSTRALIA BANK LTD 01.7347 08/01/2018 0.07%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.07%
ROYAL MAIL PLC 0.07%
SHIONOGI & CO LTD 0.07%
SWISS RE AG 0.07%
TELSTRA CORP LTD 0.07%
TREASURY BILL 00.0000 04/05/2018 0.07%
UGI CORP 0.07%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.07%
US TREASURY N/B 02.2500 11/15/2027 0.07%
US TREASURY N/B 04.5000 02/15/2036 0.07%
VORNADO REALTY TRUST 0.07%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.07%
XEROX CORP 0.07%
ALTRIA GROUP INC 02.6250 01/14/2020 0.06%
APPLE INC 04.2500 02/09/2047 0.06%
ARKEMA 0.06%
ASSOCIATED BRITISH FOODS PLC 0.06%
BWX TECHNOLOGIES INC 0.06%
CADENCE DESIGN SYS INC 0.06%
CAMDEN PROPERTY TRUST 0.06%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.06%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.06%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.06%
CVS HEALTH CORP 05.0500 03/25/2048 0.06%
DR PEPPER SNAPPLE GROUP INC 0.06%
DUKE REALTY CORP 0.06%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.06%
FNMA FN30 BM1172 03.0000 03/01/2047 0.06%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.06%
GE CAP INTL FUNDING USD 02.3420 11/15/2020 0.06%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.06%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.06%
GSMS 2010-C1 D P/P 144A 06.0517 08/10/2043 0.06%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.06%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.06%
INDUSTRIAL BANK OF KOREA 0.06%
JACOBS ENGINEERING GROUP INC 0.06%
KAR AUCTION SERVICES INC 0.06%
LAMB WESTON HOLDINGS INC 0.06%
LIVE NATION ENTERTAINMENT IN 0.06%
MARKS AND SPENCER LTD 0.06%
METRO AG 0.06%
MICROSOFT CORP 01.5500 08/08/2021 0.06%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.06%
NESTLE SA-REG 0.06%
NORDEA BANK AB 65558GD91 DCP 04/09/2018 0.06%
NVR INC 0.06%
PINNACLE FOODS INC 0.06%
PRINCIPAL FINANCIAL GROUP 0.06%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.06%
ROYAL DUTCH SHELL PLC-B SHS 0.06%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.06%
STACR 2016-HQA2 M3 07.0215 11/25/2028 0.06%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.06%
SVENSKA HANDELSBANKEN NY 01.9915 04/24/2018 0.06%
SWEDISH MATCH AB 0.06%
TDK CORP 0.06%
THOR INDUSTRIES INC 0.06%
TOYOTA TSUSHO CORP 0.06%
UNITED OVERSEAS BANK LTD 0.06%
UNUM GROUP 0.06%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.06%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.06%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.05%
AMAZON.COM INC P/P 144A 03.1500 08/22/2027 0.05%
AMC NETWORKS INC-A 0.05%
AMGEN INC 02.6000 08/19/2026 0.05%
ANALOG DEVICES INC 02.8500 03/12/2020 0.05%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.05%
APPLE INC 04.3750 05/13/2045 0.05%
ASTELLAS PHARMA INC 0.05%
AUSTRALIA & NEW ZEALAND BANKI 05253CFS0 DCP 06/26/2018 0.05%
BANK OF AMERICA CORP 03.8240 01/20/2028 0.05%
BANK OF AMERICA CORP P/P 144A 03.0040 12/20/2023 0.05%
BANK OF NOVA SCOTIA/THE 01.4039 06/21/2018 0.05%
BANK OF NOVA SCOTIA/THE 06417KFD6 DCP 06/13/2018 0.05%
BARRATT DEVELOPMENTS PLC 0.05%
BASF SE 0.05%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.05%
BOOZ ALLEN HAMILTON HOLDINGS 0.05%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.05%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.05%
CANADIAN IMP BK COMM NY 02.1169 12/28/2018 0.05%
CAS 2014-C02 1M2 04.4715 05/25/2024 0.05%
CAS 2015-C01 1M2 06.1715 02/25/2025 0.05%
CHARIOT FUNDING LLC 15963UFF8 DCP 06/15/2018 0.05%
CHARLES RIVER LABORATORIES 0.05%
CITIBANK NA 02.1469 08/30/2018 0.05%
CITIGROUP INC 04.7500 05/18/2046 0.05%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.05%
COLLATERALIZED COMMERCIAL PAP 01.7675 04/19/2018 0.05%
COMM 2014-CR19 XA IO 01.2140 08/10/2047 0.05%
COMMONWEALTH BANK OF AUSTRALI 20272EFE3 DCP 06/14/2018 0.05%
DANSKE CORP 2363F7E79 DCP 05/07/2018 0.05%
DBUBS 2011-LC3A D P/P 144A 05.3414 08/10/2044 0.05%
DNB NOR ASA 0.05%
EXTENDED STAY AMERICA INC 0.05%
FNMA FN30 AS7154 03.0000 05/01/2046 0.05%
FNMA FN30 BC1155 03.0000 06/01/2046 0.05%
GE CAPITAL INTL FUNDING USD 03.3730 11/15/2025 0.05%
GLAXOSMITHKLINE LLC 37737QDR2 DCP 04/25/2018 0.05%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.05%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.05%
KINDER MORGAN INC/DELAWA 04.3000 06/01/2025 0.05%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.05%
LIBERTY MEDIA COR-SIRIUSXM A 0.05%
LLOYDS BANK PLC NY 01.9596 08/13/2018 0.05%
MACQUARIE GROUP LTD 0.05%
MITSUBISHI CHEMICAL HOLDINGS 0.05%
MITSUBISHI UFJ TRUST & BANKIN 60682XD29 DCP 04/02/2018 0.05%
MORGAN STANLEY 04.3750 01/22/2047 0.05%
NATIONAL AUSTRALIA BANK LTD 63254FFJ1 DCP 06/18/2018 0.05%
NORDEA BANK AB/NEW YORK NY 02.1700 08/27/2018 0.05%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.05%
OTSUKA CORP 0.05%
PARK HOTELS & RESORTS INC 0.05%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.05%
REALOGY HOLDINGS CORP 0.05%
REGENCY MARKETS NO. 1 LLC 7588R1DC6 DCP 04/12/2018 0.05%
REINSURANCE GROUP OF AMERICA 0.05%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.05%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.05%
RTL GROUP 0.05%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.05%
SPIRIT REALTY CAPITAL INC 0.05%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.05%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.05%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.05%
THUNDER BAY FUNDING LLC 88603GJQ4 DCP 06/13/2018 0.05%
TORONTO-DOMINION BANK/THE 01.8526 02/08/2019 0.05%
TREASURY BILL 00.0000 05/24/2018 0.05%
UBS AG/LONDON - 07/25/2018 01.7714 07/25/2018 0.05%
US BANK NA/CINCINNATI OH 01.7001 07/23/2018 0.05%
VISTEON CORP 0.05%
W.R. GRACE & CO 0.05%
WELLS FARGO BANK NA 02.0415 04/25/2018 0.05%
WOOLWORTHS GROUP LTD 0.05%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.04%
AES CORP/THE 05.1250 09/01/2027 0.04%
AIR LEASE CORP 03.6250 04/01/2027 0.04%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.04%
AMGEN INC 04.6630 06/15/2051 0.04%
ANA HOLDINGS INC 0.04%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.04%
APARTMENT INVT & MGMT CO -A 0.04%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 0.04%
ASSURANT INC 0.04%
ASSURED GUARANTY LTD 0.04%
AUSTRALIA & NEW ZEALAND BANKI 01.4968 08/29/2018 0.04%
BANK OF AMERICA NA 01.7293 04/09/2018 0.04%
BANK OF AMERICA NA 01.7608 08/21/2018 0.04%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.04%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.04%
BERRY GLOBAL GROUP INC 0.04%
BIOGEN INC 0.04%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.04%
BRITISH AMERICAN TOBACCO PLC 0.04%
BRIXMOR PROPERTY GROUP INC 0.04%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.04%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.04%
CANADIAN IMPERIAL BANK OF COM 01.7996 11/05/2018 0.04%
CAS 2015-C02 1M2 05.8715 05/25/2025 0.04%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.04%
CHEVRON CORP 01.5610 05/16/2019 0.04%
CITIBANK NA 01.7100 04/16/2018 0.04%
CITIGROUP INC 02.6500 10/26/2020 0.04%
COLLATERALIZED COMMERCIAL PAP 01.4096 04/26/2018 0.04%
COMCAST CORP 02.3500 01/15/2027 0.04%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.04%
COMM 2014-UBS4 XA IO 01.2123 08/10/2047 0.04%
COMM 2015-LC21 XA IO 00.8420 07/10/2048 0.04%
COMMONWEALTH BANK OF AUSTRALI 01.5819 11/29/2018 0.04%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.04%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.04%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.04%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.04%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.04%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.04%
ECOLAB INC 02.7000 11/01/2026 0.04%
EQT CORP 03.9000 10/01/2027 0.04%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.04%
FRESENIUS MEDICAL CARE AG & 0.04%
GNMA GII30 TBA 04.0000 05/01/2048 0.04%
GNR 2017-139 NI IO 04.5000 09/20/2047 0.04%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.04%
HCA INC 05.5000 06/15/2047 0.04%
HIGHWOODS PROPERTIES INC 0.04%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.04%
JAPAN AIRLINES CO LTD 0.04%
JPMBB 2014-C22 C 04.5592 09/15/2047 0.04%
KAO CORP 0.04%
KERRY PROPERTIES LTD 0.04%
KINDER MORGAN INC 03.1500 01/15/2023 0.04%
KONINKLIJKE AHOLD DELHAIZE N 0.04%
KRAFT HEINZ FOODS CO 02.6305 08/10/2022 0.04%
LEAR CORP 03.8000 09/15/2027 0.04%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.04%
MICROCHIP TEC P/P CV 01.6250 02/15/2027 0.04%
MICROSOFT CORP 02.4000 08/08/2026 0.04%
MICROSOFT CORP 03.3000 02/06/2027 0.04%
MOLSON COORS 01.9000 03/15/2019 0.04%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.04%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.04%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.04%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.04%
NEWELL BRANDS INC 04.2000 04/01/2026 0.04%
NEWS CORP - CLASS A 0.04%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.04%
PFIZER INC 01.7000 12/15/2019 0.04%
PFIZER INC 71708FDD1 DCP 04/13/2018 0.04%
RENAULT SA 0.04%
RIO TINTO PLC 0.04%
ROYAL BANK OF CANADA NY 01.9317 12/07/2018 0.04%
SERVICE CORP INTERNATIONAL 0.04%
SERVICE CORP INTL 04.6250 12/15/2027 0.04%
SERVICEMASTER GLOBAL HOLDING 0.04%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.04%
SKANDINAV ENSKILDA BK NY 01.8896 07/10/2018 0.04%
STACR 2014-HQ3 M3 06.6215 10/25/2024 0.04%
STARWOOD PROPERTY TRUST INC 0.04%
SUMITOMO MITSUI BANK NY 01.9113 05/08/2018 0.04%
SUN HUNG KAI PROPERTIES 0.04%
SWEDBANK (NEW YORK) 01.8905 11/06/2018 0.04%
TAISEI CORP 0.04%
TIME WARNER INC 03.8000 02/15/2027 0.04%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.04%
TORONTO-DOMINION BANK/THE 01.5368 08/28/2018 0.04%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.04%
TREASURY BILL 00.0000 04/19/2018 0.04%
US TREASURY FRN 01.9419 07/31/2018 0.04%
US TREASURY N/B 02.3750 08/15/2024 0.04%
US TREASURY N/B 02.7500 02/15/2024 0.04%
VERIZON COMM 04.5220 09/15/2048 0.04%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.04%
WAMU 2004-AR13 A1A 02.5915 11/25/2034 0.04%
WELLS FARGO BANK NA 02.0582 11/16/2018 0.04%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.04%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.04%
WESTPAC BANKING CORP 01.7850 01/03/2019 0.04%
ZEBRA TECHNOLOGIES CORP-CL A 0.04%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.03%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.03%
ALTRIA GROUP INC 04.0000 01/31/2024 0.03%
AMERICAN EXPRESS CO 0.03%
AMERICAN FINANCIAL GROUP INC 0.03%
APPLE HOSPITALITY REIT INC 0.03%
APPLE INC 02.0000 05/06/2020 0.03%
ASHTEAD GROUP PLC 0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.03%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.03%
BANK OF MONTREAL CHICAGO 01.8979 07/09/2018 0.03%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.03%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.03%
CARTERS INC 0.03%
CAS 2015-C02 2M2 05.8715 05/25/2025 0.03%
CAS 2015-C03 2M2 06.8715 07/25/2025 0.03%
CAS 2017-C05 1M2 04.0715 01/25/2030 0.03%
CBS CORP 04.6000 01/15/2045 0.03%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.03%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.03%
CFCRE 2011-C2 D P/P 144A 05.7546 12/15/2047 0.03%
CGCMT 2014-GC19 C 04.9017 03/10/2047 0.03%
CGCMT 2014-GC19 X IO 01.1886 03/10/2047 0.03%
CGCMT 2014-GC21 X IO 01.2300 05/10/2047 0.03%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.03%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.03%
CHIMERA INVESTMENT CORP 0.03%
CIT GROUP INC 05.2500 03/07/2025 0.03%
COLLATERALIZED COMMERCIAL PAP 19422GDQ4 DCP 04/24/2018 0.03%
COMCAST CORP 03.1500 03/01/2026 0.03%
COMCAST CORP 03.3750 02/15/2025 0.03%
COMM 2014-CR14 XA IO 00.7804 02/10/2047 0.03%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.03%
CONSTELLATION BRANDS INC-A 0.03%
COOPERAT RABOBANK UA/NY 01.7862 04/03/2018 0.03%
CREDIT SUISSE AG/NEW YORK NY 2254EBFM8 DCP 06/21/2018 0.03%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.03%
CWL 2004-5 2A 02.3715 10/25/2034 0.03%
DEUTSCHE LUFTHANSA-REG 0.03%
DISH NETWORK CV 03.3750 08/15/2026 0.03%
DOMTAR CORP 0.03%
DUKE ENERGY CORP 03.1500 08/15/2027 0.03%
EBAY INC 0.03%
ENGIE 0.03%
EQUITY LIFESTYLE PROPERTIES 0.03%
FORD MOTOR CO 0.03%
FOREST CITY REALTY TRUST- A 0.03%
GAMING AND LEISURE PROPERTIE 0.03%
GNMA GII30 AT7632 04.0000 08/20/2046 0.03%
GNR 2011-135 DI IO 05.0000 04/16/2040 0.03%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.03%
GSMS 2014-GC22 C 04.6459 06/10/2047 0.03%
HARVEY NORMAN HOLDINGS LTD 0.03%
HSBC BANK PLC - 04/13/2018 01.2700 04/13/2018 0.03%
HUDSON PACIFIC PROPERTIES IN 0.03%
HYATT HOTELS CORP - CL A 0.03%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.03%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.03%
JPMBB 2014-C22 XA IO 00.9128 09/15/2047 0.03%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.03%
LIBERTY PROPERTY TRUST 0.03%
MEDIPAL HOLDINGS CORP 0.03%
MERCK & CO INC 03.7000 02/10/2045 0.03%
MITSUBISHI ELECTRIC CORP 0.03%
MIZUHO BANK LTD/NY 01.9179 04/09/2018 0.03%
MLMI 2005-A10 A 02.0815 02/25/2036 0.03%
MORGAN STANLEY 02.6500 01/27/2020 0.03%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.03%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.03%
MSBAM 2014-C17 C 04.4602 08/15/2047 0.03%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.03%
MSC 2012-C4 D P/P 144A 05.4213 03/15/2045 0.03%
MSC 2012-C4 XA IO P/P 144A 02.0935 03/15/2045 0.03%
MSC 2016-BNK2 XB IO 00.5501 11/15/2049 0.03%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.03%
NORDEA BANK AB NEW YORK 02.1650 03/14/2019 0.03%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.03%
OGE ENERGY CORP 0.03%
ORACLE CORP 03.2500 11/15/2027 0.03%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.03%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.03%
POLA ORBIS HOLDINGS INC 0.03%
RANDSTAD HOLDING NV 0.03%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.03%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.03%
ROCKWELL AUTOMATION INC 0.03%
S&P GLOBAL INC 02.9500 01/22/2027 0.03%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.03%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.03%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.03%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.03%
SIMON PROPERTY GROUP LP 82880XDG2 DCP 04/16/2018 0.03%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.03%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.03%
STACR 2016-DNA1 M3 07.4215 07/25/2028 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
SVENSKA HANDELSBANKEN AB 86960KG55 DCP 07/05/2018 0.03%
SVENSKA HANDELSBANKEN NY 01.8505 09/06/2018 0.03%
SVENSKA HANDELSBANKEN NY 02.0369 05/02/2018 0.03%
SYNOVUS FINANCIAL CORP 0.03%
T-MOBILE USA INC 05.3750 04/15/2027 0.03%
TCF FINANCIAL CORP 0.03%
TESCO PLC 0.03%
TIME WARNER INC 0.03%
TOPPAN PRINTING CO LTD 0.03%
TORCHMARK CORP 0.03%
TORO CO 0.03%
TORONTO DOMINION BANK NY USD 01.9617 05/07/2018 0.03%
TORONTO-DOMINION BANK/THE 01.8038 01/11/2019 0.03%
TREASURY BILL 00.0000 04/26/2018 0.03%
TREASURY BILL 00.0000 06/07/2018 0.03%
TRIMBLE INC 0.03%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.03%
UNITEDHEALTH GROUP INC 04.2500 04/15/2047 0.03%
VECTREN CORP 0.03%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.03%
WAMU 2004-AR13 A2B 02.7515 11/25/2034 0.03%
WAMU 2005-AR1 A2A1 02.5515 01/25/2045 0.03%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.03%
WESTPAC BANKING CORP NY USD 02.0162 03/05/2019 0.03%
WFRBS 2011-C2 D P/P 144A 05.6522 02/15/2044 0.03%
WFRBS 2011-C3 D P/P 144A 05.6861 03/15/2044 0.03%
WFRBS 2012-C10 D P/P 144A 04.4478 12/15/2045 0.03%
WFRBS 2013-C14 XA IO 00.7899 06/15/2046 0.03%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.03%
WFRBS 2014-C22 XA IO 00.9011 09/15/2057 0.03%
WFRBS 2014-C25 XA IO 00.9160 11/15/2047 0.03%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 0.03%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.03%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.02%
ABBVIE INC 03.6000 05/14/2025 0.02%
ABN AMRO FUNDING USA LLC 00084CDJ8 DCP 04/18/2018 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
AIR LEASE CORP 02.5000 03/01/2021 0.02%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.02%
ALLERGAN PLC 0.02%
ALPHABET INC 01.9980 08/15/2026 0.02%
ALTA MESA HLDGS 07.8750 12/15/2024 0.02%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.02%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.02%
AMERICAN TOWER CORP 04.0000 06/01/2025 0.02%
ARCELORMITTAL USD 07.2500 10/15/2039 0.02%
ARMT 2005-9 5A1 02.4115 11/25/2035 0.02%
ASHLAND GLOBAL HOLDINGS INC 0.02%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.02%
ATLANTIC ASSET SECURITIZATION 04821UEA6 DCP 05/10/2018 0.02%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.02%
AUSTRALIA & NEW ZEALAND BANKI 05253CE44 DCP 05/04/2018 0.02%
AUTONATION INC. 05.5000 02/01/2020 0.02%
AVAYA TLB-EXIT L+475 06.5364 12/15/2024 0.02%
BANK OF AMERICA CORP 07.2500 CV PFD 0.02%
BANK OF MONTREAL CHICAGO 01.9396 07/12/2018 0.02%
BANK OF NOVA SCOTIA HOUS 01.8817 06/07/2018 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%
BAXTER INTERNATIONAL INC 0.02%
BECTON DICKINSON AND CO 06.1250 CV PFD 0.02%
BGC PARTNERS INC 05.1250 05/27/2021 0.02%
BGC PARTNERS INC-CL A 0.02%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.02%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.02%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.02%
BOLIDEN AB 0.02%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.02%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.02%
BRANDYWINE REALTY TRUST 0.02%
BRUKER CORP 0.02%
CBS CORP 02.9000 01/15/2027 0.02%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.02%
CELANESE CORP-SERIES A 0.02%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.02%
CENOVUS ENERGY INC. USD 04.2500 04/15/2027 0.02%
CGCMT 2012-GC8 XA IO P/P 144A 01.8114 09/10/2045 0.02%
CHARIOT FUNDING LLC 15963UFK7 DCP 06/19/2018 0.02%
CHARTA LLC 16115WE45 DCP 05/04/2018 0.02%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.02%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.02%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.02%
CIT GROUP INC 05.0000 08/01/2023 0.02%
CITIGROUP INC 03.6680 07/24/2028 0.02%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.02%
CMLTI 2005-2 1A2A 03.7881 05/25/2035 0.02%
COLONY NORTHSTAR INC-CLASS A 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-CR2 AM 03.7910 08/15/2045 0.02%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.02%
COMM 2013-CR11 XA IO 01.1198 08/10/2050 0.02%
COMM 2013-LC13 XA IO 01.2627 08/10/2046 0.02%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.02%
COMM 2014-LC15 XA IO 01.3139 04/10/2047 0.02%
COMMONWEALTH BANK OF AUSTRALI 01.1744 05/02/2018 0.02%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.02%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.02%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.02%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.02%
CORELOGIC INC 0.02%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.02%
CRANE CO 0.02%
CROWN CASTLE INTL CORP 06.8750 CUM CV PFD 0.02%
CROWN CASTLE INTL CORP. 05.2500 01/15/2023 0.02%
CSAIL 2015-C1 C 04.2978 04/15/2050 0.02%
CWL 2005-8 M4 02.8015 12/25/2035 0.02%
DAI NIPPON PRINTING CO LTD 0.02%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.02%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.02%
DOLBY LABORATORIES INC-CL A 0.02%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.02%
DUKE ENERGY CORP 0.02%
DYNEGY INC P/P 144A 08.1250 01/30/2026 0.02%
EASTMAN CHEMICAL CO 03.8000 03/15/2025 0.02%
ECOLAB INC P/P 144A 03.2500 12/01/2027 0.02%
ENBRIDGE INC USD 04.2500 12/01/2026 0.02%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.02%
EQUITY COMMONWEALTH 0.02%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.02%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.02%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.02%
GALAXY ENT GRP L 0.02%
GENERAL DYNAMICS CORP 0.02%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.02%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.02%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.02%
GNR 2016-H16 EI IO 02.2368 06/20/2066 0.02%
GNR 2017-123 JI IO 04.0000 08/20/2046 0.02%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.02%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.02%
GREAT LAKES D&D 08.0000 05/15/2022 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%
GSMS 2014-GC18 XA IO 01.1131 01/10/2047 0.02%
GSMS 2015-GC30 XA IO 00.8780 05/10/2050 0.02%
HARTFORD FINL SVCS GRP 06.6250 03/30/2040 0.02%
HILTON GRAND VACATIONS 0.02%
HONEYWELL INTERNATIONAL INC 0.02%
HONG KONG EXCHANGES & CLEAR 0.02%
HSBC BANK PLC - 11/05/2018 01.4421 11/05/2018 0.02%
HSBC HOLDINGS PLC 0.02%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.02%
HUSKY TLB L+300 05.2018 03/16/2025 0.02%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
INFOR US INC 06.5000 05/15/2022 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.02%
INTL CONSOLIDATED AIRLINE-DI 0.02%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.02%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.02%
JTEKT CORP 0.02%
KAJIMA CORP 0.02%
KELLOGG CO 03.2500 04/01/2026 0.02%
KEYCORP 02.3000 12/13/2018 0.02%
KEYENCE CORP 0.02%
KRAFT HEINZ FOODS CO 06.8750 01/26/2039 0.02%
LCCM 2017-LC26 XA IO P/P 144A 01.4845 07/12/2050 0.02%
LIBERTY EXPEDIA HOLD-A 0.02%
LIBERTY STREET FUNDING LLC 53127UFL9 DCP 06/20/2018 0.02%
LOUISIANA-PACIFIC CORP 04.8750 09/15/2024 0.02%
MERCK & CO INC 01.8500 02/10/2020 0.02%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.02%
METLIFE INC. 04.7500 02/08/2021 0.02%
MFA FINANCIAL INC 0.02%
MICRON TECH CV 01.6250 02/15/2033 0.02%
MICRON TECHNO CV 03.0000 11/15/2043 0.02%
MITSUBISHI GAS CHEMICAL CO 0.02%
MITSUBISHI UFJ TR&BK NY 02.1538 08/22/2018 0.02%
MIZUHO BANK LTD/NY 01.9982 04/18/2018 0.02%
MLMI 2005-A2 A2 03.5252 02/25/2035 0.02%
MOODY'S CORPORATION P/P 144A 03.2500 01/15/2028 0.02%
MSAC 2004-HE6 M1 02.6965 08/25/2034 0.02%
MSBAM 2012-C6 D P/P 144A 04.5754 11/15/2045 0.02%
MSBAM 2013-C13 XA IO 01.0830 11/15/2046 0.02%
MSBAM 2013-C7 XA IO 01.3884 02/15/2046 0.02%
MSBAM 2015-C25 XA IO 01.1316 10/15/2048 0.02%
MSC 2008-T29 B P/P 144A 06.2381 01/11/2043 0.02%
NATIONAL AUSTRALIA B P/P 144A 02.7473 12/09/2019 0.02%
NATIONAL AUSTRALIA BANK LTD 63254FFM4 DCP 06/21/2018 0.02%
NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 0.02%
NATIONWIDE BUILDING SOCIETY 6385E1EE7 DCP 05/14/2018 0.02%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.02%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.02%
NCHET 2003-4 M1 02.9965 10/25/2033 0.02%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.02%
NEXON CO LTD 0.02%
NOMURA REAL ESTATE HOLDINGS 0.02%
NORFOLK SOUTHERN CORP 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
NOVELLUS SYS CV 02.6250 05/15/2041 0.02%
NRW BANK 62939MD95 DCP 04/09/2018 0.02%
NRW BANK 62939ME29 DCP 05/02/2018 0.02%
OCCIDENTAL PETROLEUM CORP 0.02%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.02%
OMNICOM GROUP INC 03.6000 04/15/2026 0.02%
ORACLE CORP 02.6500 07/15/2026 0.02%
OSHKOSH CORP 05.3750 03/01/2025 0.02%
OUTFRONT MEDIA INC 0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.02%
PETROBRAS GLOBAL FIN P/P 144A 05.9990 01/27/2028 0.02%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.02%
PFIZER INC 03.0000 12/15/2026 0.02%
PHILLIPS 66 PARTNERS LP 03.7500 03/01/2028 0.02%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.02%
PLATFORM SPECIALTY P/P 144A 05.8750 12/01/2025 0.02%
PNC BANK NA 02.0000 05/19/2020 0.02%
PREMIER INC-CLASS A 0.02%
PRICELINE.COM CV 00.3500 06/15/2020 0.02%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.02%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.02%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.02%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.02%
RAYMOND JAMES FINANCIAL INC 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%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.02%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.02%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.02%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.02%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.02%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.02%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.02%
SINGAPORE AIRLINES LTD 0.02%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.02%
SK HYNIX INC 0.02%
SOCIETE GENERALE SA 83369CEX8 DCP 05/31/2018 0.02%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.02%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.02%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.02%
STACR 2013-DN2 M2 06.1215 11/25/2023 0.02%
STATOIL ASA USD 02.9000 11/08/2020 0.02%
T-MOBILE USA INC 06.3750 03/01/2025 0.02%
TESLA INC CV 01.2500 03/01/2021 0.02%
TEVA PHARMA NE P/P 144A 06.7500 03/01/2028 0.02%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.02%
TOYOTA MOTOR CORP 0.02%
TRANSDIGM INC 06.3750 06/15/2026 0.02%
TREASURY BILL 00.0000 06/21/2018 0.02%
TREASURY BILL 00.0000 07/12/2018 0.02%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.02%
UBS GROUP FUNDIN P/P 144A 03.0000 04/15/2021 0.02%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.02%
UBSBB 2013-C6 XA IO P/P 144A 01.1478 04/10/2046 0.02%
US TREASURY N/B 02.1250 12/31/2022 0.02%
USG CORP P/P 144A 04.8750 06/01/2027 0.02%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.02%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.02%
VICTORY RECEIVABLES CORP 92646LEE6 DCP 05/14/2018 0.02%
VOESTALPINE AG 0.02%
VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 0.02%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.02%
WAMU 2004-AR13 A1B2 02.8515 11/25/2034 0.02%
WAMU 2005-AR11 A1C3 02.3815 08/25/2045 0.02%
WBCMT 2005-C21 D 05.2958 10/15/2044 0.02%
WEC ENERGY GROUP INC 03.9513 05/15/2067 0.02%
WELLS FARGO BANK NA 01.8917 08/07/2018 0.02%
WELLS FARGO BANK NA 02.0064 11/15/2018 0.02%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.02%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.02%
WESTROCK MWV LLC 08.2000 01/15/2030 0.02%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.02%
WFCM 2013-LC12 AS 04.2909 07/15/2046 0.02%
WFRBS 2011-C5 E P/P 144A 05.6714 11/15/2044 0.02%
WFRBS 2014-C24 XA IO 00.9466 11/15/2047 0.02%
WILLIAMS PARTNERS LP 03.6000 03/15/2022 0.02%
WM MORRISON SUPERMARKETS 0.02%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.02%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.02%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
2.90 R ISWP FWD US0003M P 06/20/2028 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%
ADS INC P/P 144A 05.6250 11/15/2024 0.01%
AEGON NV 0.01%
AEROJET ROCK CV 02.2500 12/15/2023 0.01%
AES CORP/THE 05.5000 04/15/2025 0.01%
AIR TRANSPORT P/P 144A CV 01.1250 10/15/2024 0.01%
ALEXANDRIA REAL ESTATE E 07.0000 CUM CV PFD 0.01%
ALFRESA HOLDINGS CORP 0.01%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLISON TRANSMISSION P/P 144A 05.0000 10/01/2024 0.01%
ALTRIA GROUP INC 0.01%
AMAZON.COM INC P/P 144A 04.0500 08/22/2047 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMC ENT HOLDIN 06.1250 05/15/2027 0.01%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.01%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 0.01%
AMERICAN EXPRESS CO 04.9000 12/29/2049 0.01%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.01%
AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 0.01%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.01%
AMG CAPITAL TRUST II 05.1500 CV PFD 0.01%
AMGEN INC 03.4500 10/01/2020 0.01%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.01%
ANNALY CAPITAL MANAGEMENT IN 0.01%
ANTERO RESOURCES 05.3750 11/01/2021 0.01%
ANTHEM INC 05.2500 CV PFD 0.01%
APPLE INC 03.4500 05/06/2024 0.01%
APPLE INC 03.8500 05/04/2043 0.01%
ARC PROP OPER PART L 04.6000 02/06/2024 0.01%
ASAHI GROUP HOLDINGS LTD 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 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%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.01%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.01%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.01%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.01%
BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 0.01%
BEACON ESCROW CORP P/P 144A 04.8750 11/01/2025 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BEDFORD ROW FUNDING CORP 01.4661 11/05/2018 0.01%
BELDEN INC 06.7500 CV PFD 0.01%
BERKSHIRE HATHAWAY E P/P 144A 03.8000 07/15/2048 0.01%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.01%
BIOGEN INC 03.6250 09/15/2022 0.01%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.01%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 0.01%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.01%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.01%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.01%
BOOKING HOLDINGS INC 0.01%
BOYD GAMING CORP 06.3750 04/01/2026 0.01%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.01%
BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.01%
BRAND ENERGY TL L+425 06.0026 06/21/2024 0.01%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.01%
BROOKDALE SNR LIVING CV 02.7500 06/15/2018 0.01%
CAESARS ENTERTAIN CORP CV 05.0000 10/01/2024 0.01%
CALATLANTIC GROUP INC CV 01.6250 05/15/2018 0.01%
CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 0.01%
CALIFORNIA RESOURC TL L+475 06.5721 11/17/2022 0.01%
CANADIAN NATL RESOURCES USD 03.8500 06/01/2027 0.01%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.01%
CARBONITE INC P/P 144A CV 02.5000 04/01/2022 0.01%
CAS 2016-C05 2M1 03.2215 01/25/2029 0.01%
CAS 2017-C03 1M2 04.8715 10/25/2029 0.01%
CBRE SERVICES INC 04.8750 03/01/2026 0.01%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 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%
CDK GLOBAL INC 0.01%
CEC ENT INC 08.0000 02/15/2022 0.01%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.01%
CEMEX SAB DE CV USD 03.7200 03/15/2020 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CGCMT 2013-GC17 AS 04.5440 11/10/2046 0.01%
CHEMOURS CO 05.3750 05/15/2027 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.01%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.01%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.01%
CHS/COMMUNITY HEALTH SYS 07.1250 07/15/2020 0.01%
CIENA CORP CV 04.0000 12/15/2020 0.01%
CIGNA CORP 04.5000 03/15/2021 0.01%
CINCINNATI BELL INC 06.7500 CUM CV PFD 0.01%
CINEMARK USA INC 04.8750 06/01/2023 0.01%
CITIGROUP INC 05.5000 09/13/2025 0.01%
CITRIX SYSTEM CV 00.5000 04/15/2019 0.01%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.01%
CLOVIS INC CV 02.5000 09/15/2021 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%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
COCA-COLA CO/THE 02.2500 09/01/2026 0.01%
COLLATERALIZED COMMERCIAL PAP 02.1864 09/12/2018 0.01%
COLONY STARWO CV 03.5000 01/15/2022 0.01%
COMCAST CORP 06.5000 11/15/2035 0.01%
COMM 2012-LC4 AM 04.0630 12/10/2044 0.01%
COMM 2012-LC4 D P/P 144A 05.6045 12/10/2044 0.01%
COMM 2012-LC4 XA IO P/P 144A 02.2115 12/10/2044 0.01%
COMM 2013-CCRE9 D P/P 144A 04.2666 07/10/2045 0.01%
COMM 2014-CR17 C 04.7351 05/10/2047 0.01%
COMM 2014-CR17 XA IO 01.1184 05/10/2047 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%
COMM 2014-UBS6 XA IO 01.0106 12/10/2047 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%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.01%
COOPERATIEVE RABOBANK UA USD 03.7500 07/21/2026 0.01%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.01%
CORPORATE ASSET FUNDING CO IN 1247P3FF4 DCP 06/15/2018 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.01%
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 04.7500 05/15/2047 0.01%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 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%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.01%
CSMC 2016-NXSR C 04.3634 12/15/2049 0.01%
CSX CORP 04.1000 03/15/2044 0.01%
CVS HEALTH CORP 02.2500 12/05/2018 0.01%
CVS HEALTH CORP 02.8750 06/01/2026 0.01%
CVS HEALTH CORP 04.7500 12/01/2022 0.01%
CYPRESS SEMIC CV 04.5000 01/15/2022 0.01%
DAIWA SECURITIES GROUP INC 0.01%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.01%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.01%
DEERE & COMPANY 02.6000 06/08/2022 0.01%
DELL TECHNOLOGIES INC-CL V 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.01%
DGB FINANCIAL GROUP INC 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.01%
DISH DBS CORP 05.8750 11/15/2024 0.01%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.01%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.01%
DTE ENERGY CO 06.5000 CV PFD 0.01%
DYCOM IND INC CV 00.7500 09/15/2021 0.01%
DYNEGY INC 07.6250 11/01/2024 0.01%
E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 0.01%
ECOLAB 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%
EMERA US FINANCE LP 04.7500 06/15/2046 0.01%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.01%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.01%
ENSCO PLC USD 07.7500 02/01/2026 0.01%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.01%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.01%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.01%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.01%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
EURONET WORLD CV 01.5000 10/01/2044 0.01%
EVERBRIDGE INC CV 01.5000 11/01/2022 0.01%
EXTRACTION OIL & GAS P/P 144A 05.6250 02/01/2026 0.01%
FED REPUBLIC OF BRAZIL USD 04.6250 01/13/2028 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%
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%
FRAC TECH INTL TLB L+475 06.6269 04/16/2021 0.01%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
FRONTIER COMM 10.5000 09/15/2022 0.01%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.01%
FXI HOLDINGS INC P/P 144A 07.8750 11/01/2024 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%
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 10000 BC8223 03.5000 11/20/2047 0.01%
GNMA 10000 BE3158 03.5000 11/20/2047 0.01%
GNMA GII30 AW8447 04.3190 05/20/2067 0.01%
GNMA GII30 AY4779 04.4940 03/20/2067 0.01%
GNMA GII30 OBD1715 03.5000 11/20/2047 0.01%
GNMA GII30 OBD1716 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 2016-135 PI IO 04.0000 05/20/2046 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%
GREENBRIER C CV 02.8750 02/01/2024 0.01%
GRUPO BIMBO SAB P/P 144A 03.8750 06/27/2024 0.01%
GSMS 2011-GC5 XA IO P/P 144A 01.3515 08/10/2044 0.01%
GSMS 2014-GC22 XA IO 01.0140 06/10/2047 0.01%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.01%
HARRIS CORP 0.01%
HCA INC 03.7500 03/15/2019 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HCA INC 06.5000 02/15/2020 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.01%
HESS CORP 08.0000 CV PFD 0.01%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.01%
HMBT 2004-2 A1 02.6115 12/25/2034 0.01%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.01%
HOME DEPOT INC 02.6250 06/01/2022 0.01%
HOST HOTELS & RESORTS LP 05.2500 03/15/2022 0.01%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.01%
HSBC BANK USA NA 01.9179 08/09/2018 0.01%
HSBC HOLDINGS PLC USD 04.8750 01/14/2022 0.01%
HUBSPOT INC P/P 144A CV 00.2500 06/01/2022 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
HYATT HOTELS CORP 04.8500 03/15/2026 0.01%
IAC FINANCECO P/P 144A CV 00.8750 10/01/2022 0.01%
IBM CORP 01.8750 08/01/2022 0.01%
ICAHN ENTER/FIN 06.7500 02/01/2024 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%
II-VI INC P/P 144A CV 00.2500 09/01/2022 0.01%
IMM 2004-6 1A2 02.6515 10/25/2034 0.01%
IMM 2004-7 1A1 02.6115 11/25/2034 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
INPHI CORP CV 00.7500 09/01/2021 0.01%
INTEGRATED DE CV 00.8750 11/15/2022 0.01%
INTEL CORP CV 03.2500 08/01/2039 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.01%
ITRON INC P/P 144A 05.0000 01/15/2026 0.01%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.01%
JAPAN POST BANK CO LTD 0.01%
JAZZ INVESTME USD 01.8750 08/15/2021 0.01%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 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%
JPMBB 2013-C12 D 04.0918 07/15/2045 0.01%
JPMBB 2013-C14 AS 04.4093 08/15/2046 0.01%
JPMBB 2013-C14 C 04.5699 08/15/2046 0.01%
JPMBB 2013-C17 XA IO 00.8538 01/15/2047 0.01%
JPMBB 2014-C19 XA IO 01.1370 04/15/2047 0.01%
JPMBB 2014-C24 XA IO 01.0450 11/15/2047 0.01%
JPMBB 2014-C25 XA IO 00.9621 11/15/2047 0.01%
JPMCC 2011-C5 D P/P 144A 05.4083 08/15/2046 0.01%
JPMCC 2012-C6 D 05.1367 05/15/2045 0.01%
JPMCC 2012-C6 E P/P 144A 05.1367 05/15/2045 0.01%
JPMCC 2013-C10 XA IO 01.0604 12/15/2047 0.01%
JPMCC 2013-LC11 X IO 01.3293 04/15/2046 0.01%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.01%
KANSAS CITY SOUTHERN 0.01%
KCA DEUTAG TL L+525 07.6539 05/16/2020 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.01%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.01%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.01%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.01%
LAGARDERE SCA 0.01%
LBMLT 2004-5 A5 02.4315 09/25/2034 0.01%
LENNAR CORP P/P 144A 05.8750 11/15/2024 0.01%
LIBERTY EXPEDIA HOLD INC 144A 0.01%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.01%
LIBERTY INTERACTIVE CV 03.5000 01/15/2031 0.01%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.01%
LIBERTY MEDIA CV 02.2500 09/30/2046 0.01%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.01%
LIONS GATE ENT P/P 144A 05.8750 11/01/2024 0.01%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.01%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.01%
LNSTR 2015-3 B P/P 144A 03.1119 04/20/2048 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 0.01%
MACQUARIE INFRASTRUCTU CV 02.0000 10/01/2023 0.01%
MANDATORY EXCH TRUST P/P 144A 05.7500 CV PFD 0.01%
MASTEC INC 04.8750 03/15/2023 0.01%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MEDICINES CO CV 02.5000 01/15/2022 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCER INTL INC P/P 144A 05.5000 01/15/2026 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MERCK & CO. INC. 01.3000 05/18/2018 0.01%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.01%
MET LIFE GLOB FUND P/P 144A 01.5500 09/13/2019 0.01%
METHANEX CORP USD 05.6500 12/01/2044 0.01%
MGM RESORTS INTL 06.6250 12/15/2021 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%
MICROSOFT CORP 04.2000 06/01/2019 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%
MONSTER BEVERAGE CORP 0.01%
MSBAM 2012-C6 XA IO P/P 144A 01.6330 11/15/2045 0.01%
MSBAM 2013-C8 B 03.5642 12/15/2048 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%
MSC 2012-C4 C P/P 144A 05.4213 03/15/2045 0.01%
MTW FOODSERVICE ESCR 09.5000 02/15/2024 0.01%
NABORS IND INC P/P 144A 05.7500 02/01/2025 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NATIONWIDE BUILDING SOCIETY 6385E1D32 DCP 04/03/2018 0.01%
NCHET 2004-2 A4 02.9715 08/25/2034 0.01%
NETAPP INC 0.01%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.01%
NEUROCRINE P/P 144A CV 02.2500 05/15/2024 0.01%
NEW RESIDENTIAL INVESTMENT 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NEXT PLC 0.01%
NEXTERA ENERGY INC 06.1230 CV PFD 0.01%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.01%
NISOURCE INC 0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.01%
NORDEA BANK AB P/P 144A 02.2500 05/27/2021 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%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.01%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.01%
NUTANIX INC P/P 144A CV 00.0000 01/15/2023 0.01%
O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OKTA INC P/P 144A CV 00.2500 02/15/2023 0.01%
OLD REPUBLIC INTL CORP 0.01%
ON SEMICONDUC CV 01.0000 12/01/2020 0.01%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.01%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.01%
ORACLE CORP 02.5000 10/15/2022 0.01%
ORTHO-CLINICAL TLB L+375 05.6269 06/30/2021 0.01%
OSHKOSH CORP 0.01%
OSI SYS INC CV 01.2500 09/01/2022 0.01%
PACIRA PHARMA P/P CV 02.3750 04/01/2022 0.01%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.01%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.01%
PATRICK INDS P/P 144A CV 01.0000 02/01/2023 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%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.01%
PETROBRAS GLOBAL FIN P/P 144A 05.2990 01/27/2025 0.01%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.01%
PHILLIPS 66 0.01%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 0.01%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.01%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.01%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.01%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.01%
PRUDENTIAL FINANCIAL INC 08.8750 06/15/2038 0.01%
PULTEGROUP INC 05.5000 03/01/2026 0.01%
PULTEGROUP INC. 07.8750 06/15/2032 0.01%
QEP RESOURCES INC 05.6250 03/01/2026 0.01%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.01%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.01%
REALPAGE INC P/P 144A CV 01.5000 11/15/2022 0.01%
RED HAT INC 0.01%
REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 0.01%
REVLON CONS TLB L+350 05.3769 09/07/2023 0.01%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.01%
REXNORD CORP 05.7500 CUM CV PFD 0.01%
RINGCENTRAL P/P 144A CV 00.0000 03/15/2023 0.01%
RLJ LODGING TRUST 01.9500 CUM CV PFD 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 GRP PLC USD 04.8000 04/05/2026 0.01%
ROYAL BK SCOTLND USD 04.7000 07/03/2018 0.01%
S&P GLOBAL INC 04.4000 02/15/2026 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%
SALESFORCE.COM INC 0.01%
SBERBANK (SB CAP SA) P/P 144A 05.1250 10/29/2022 0.01%
SEACOR HLDGS CV 03.0000 11/15/2028 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%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.01%
SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 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%
SM ENERGY CO 06.7500 09/15/2026 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%
SPRINT CORP 07.2500 09/15/2021 0.01%
SPRINT CORP 07.8750 09/15/2023 0.01%
SQUARE INC CV 00.3750 03/01/2022 0.01%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.01%
STANLEY BLACK & DECKER I 05.3750 CV PFD 0.01%
STARWOOD PROP TR CV 04.0000 01/15/2019 0.01%
STARWOOD PROP TR P/P 144A 04.7500 03/15/2025 0.01%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.01%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.01%
SUPERNUS PH P/P 144A CV 00.6250 04/01/2023 0.01%
SUZUKI MOTOR CORP 0.01%
SWEDBANK AB 87019SFE9 DCP 06/14/2018 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
T-MOBILE USA INC 06.6250 04/01/2023 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.01%
TCP CAP CORP CV 05.2500 12/15/2019 0.01%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 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%
TENNECO INC 05.3750 12/15/2024 0.01%
TERADYNE INC CV 01.2500 12/15/2023 0.01%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.01%
TIME WARNER INC 02.9500 07/15/2026 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TOLEDO EDISON COMPANY 06.1500 05/15/2037 0.01%
TOYO SUISAN KAISHA LTD 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 05/03/2018 0.01%
TREASURY BILL 00.0000 05/17/2018 0.01%
TREASURY BILL 00.0000 07/19/2018 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 INC P/P 144A 06.5000 04/15/2026 0.01%
TTM TECHNOLOGIES INC CV 01.7500 12/15/2020 0.01%
TWITTER INC CV 01.0000 09/15/2021 0.01%
UBS GROUP FUNDIN P/P 144A 04.2530 03/23/2028 0.01%
UBSBB 2012-C2 D P/P 144A 04.8945 05/10/2063 0.01%
UBSBB 2012-C2 XA IO P/P 144A 01.3400 05/10/2063 0.01%
UBSBB 2012-C4 XA IO P/P 144A 01.6538 12/10/2045 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%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.01%
US BANCORP 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%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.01%
VALEANT PHARMA P/P 144A 07.0000 03/15/2024 0.01%
VALEANT PHARMA P/P 144A 09.0000 12/15/2025 0.01%
VALEANT PHARMA P/P 144A 09.2500 04/01/2026 0.01%
VALERO ENERGY PARTNERS 04.3750 12/15/2026 0.01%
VECTOR GROUP LTD CV 01.7500 04/15/2020 0.01%
VERIZON COMM 05.0120 04/15/2049 0.01%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.01%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.01%
VIACOM INC 04.5000 03/01/2021 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
VMWARE INC 03.9000 08/21/2027 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 2005-AR1 A2A3 02.6715 01/25/2045 0.01%
WAMU 2005-AR2 1A1A 02.2015 01/25/2045 0.01%
WAMU 2005-AR2 2A2B 02.2515 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%
WAMU 2006-AR4 1A1A 02.1408 05/25/2046 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%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.01%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.01%
WELLS FARGO & COMPANY 07.5000 CV PFD 0.01%
WELLTOWER INC 06.5000 CUM CV PFD 0.01%
WESTERN DI P/P 144A CV 01.5000 02/01/2024 0.01%
WESTROCK CO P/P 144A 03.3750 09/15/2027 0.01%
WESTROCK MWV LLC 07.9500 02/15/2031 0.01%
WEYERHAEUSER CO 07.3750 03/15/2032 0.01%
WFCM 2012-LC5 XA IO P/P 144A 01.7937 10/15/2045 0.01%
WFCM 2013-LC12 C 04.2909 07/15/2046 0.01%
WFCM 2014-LC16 XA IO 01.3554 08/15/2050 0.01%
WFCM 2016-LC25 XA IO 01.0818 12/15/2059 0.01%
WFRBS 2011-C4 D P/P 144A 05.2395 06/15/2044 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.5798 12/15/2045 0.01%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.01%
WFRBS 2012-C9 AS 03.3880 11/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.01%
WFRBS 2013-C15 D P/P 144A 04.4813 08/15/2046 0.01%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.01%
WFRBS 2014-C19 AS 04.2710 03/15/2047 0.01%
WFRBS 2014-C19 C 04.6460 03/15/2047 0.01%
WHITING PETRO CV 01.2500 04/01/2020 0.01%
WHITING PETROLEUM C P/P 144A 06.6250 01/15/2026 0.01%
WORKDAY INC P/P 144A CV 00.2500 10/01/2022 0.01%
WORLDPAY INC-CLASS A 0.01%
WP CAREY INC 0.01%
WPX ENERGY INC 06.0000 01/15/2022 0.01%
WPX ENERGY INC 07.5000 08/01/2020 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.01%
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%
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%
21ST CENTURY FOX AMERICA 07.8500 03/01/2039 0.00%
ABBVIE INC 02.9000 11/06/2022 0.00%
AES CORP/THE 04.5000 03/15/2023 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%
AK STEEL CORP 06.3750 10/15/2025 0.00%
AKORN INC 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.00%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
ALLY FINANCIAL INC 08.0000 12/31/2018 0.00%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.00%
ALTRIA GROUP INC 09.2500 08/06/2019 0.00%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.00%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.00%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.00%
AMERICAN HOME 4 RENT 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
ANTERO RESOURCES FIN 05.1250 12/01/2022 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%
ARAMARK 0.00%
ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.00%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.00%
ARRIS INTERNATIONAL PLC 0.00%
ASHTEAD CAPITAL INC P/P 144A 04.1250 08/15/2025 0.00%
AUD/USD 04/18/2018 BCAP-FX 0.00%
AUD/USD 04/18/2018 CSI-FX 0.00%
AUD/USD 04/18/2018 HSBCB 0.00%
AUD/USD 04/18/2018 UBS 0.00%
AUD/USD 04/18/2018 WPAC 0.00%
AUSTRALIAN DOLLAR ACCOUNT 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
AVAYA HOLDINGS CORP 0.00%
AVID TECH INC CV 02.0000 06/15/2020 0.00%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.00%
BANK OF AMERICA CORP 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 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 05.1250 07/15/2023 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.00%
BIOSCRIP INC 08.8750 02/15/2021 0.00%
BOSTON SCIENTIFIC CORP 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
BOYNE USA INC P/P 144A 07.2500 05/01/2025 0.00%
BP CAPITAL MARKETS PLC USD 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 SSBT 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.00%
CALPINE CORP 05.7500 01/15/2025 0.00%
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CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
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CAS 2017-C01 1M2 05.4215 07/25/2029 0.00%
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CBS CORP 04.0000 01/15/2026 0.00%
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CDX CDX.NA.HY.30 500.0 06/20/2023 0.00%
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CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.00%
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CHF/USD 06/20/2018 JPMCB 0.00%
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CISCO SYSTEMS INC 0.00%
CIT GROUP INC 03.8750 02/19/2019 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%
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CLEAR CHANNEL TLD L+675 09.0520 01/30/2019 0.00%
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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 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
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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%
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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%
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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%
ISTAR INC 04.5000 CUM CV PFD 0.00%
ISTAR INC 05.2500 09/15/2022 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.00%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.00%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.00%
JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 0.00%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.00%
JPMBB 2013-C17 AS 04.4584 01/15/2047 0.00%
JPMBB 2015-C33 XA IO 01.0226 12/15/2048 0.00%
JPMCC 2012-C8 C P/P 144A 04.6065 10/15/2045 0.00%
JPMCC 2012-LC9 XA IO 01.5592 12/15/2047 0.00%
JPMCC 2013-C10 AS 03.3715 12/15/2047 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 UBS 0.00%
KAMAN CORP P/P 144A CV 03.2500 05/01/2024 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.00%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.00%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.00%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.00%
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%
KRATON POLYMERS P/P 144A 10.5000 04/15/2023 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 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%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.00%
LENNAR CORP 04.7500 11/15/2022 0.00%
LENNAR CORPORATION 04.7500 04/01/2021 0.00%
LIBERTY MEDI P/P 144A CV 02.1250 03/31/2048 0.00%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.00%
LIVE NATION P/P 144A CV 02.5000 03/15/2023 0.00%
LLOYDS BANKING GROUP P/P 144A 06.6570 05/21/2037 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%
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%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MICROSOFT CORP 05.3000 02/08/2041 0.00%
MILAGRO OIL & GAS 0.00%
MINI MSCI EAFE JUN18 MFSM8 0.00%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.00%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.00%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.00%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.00%
MSBAM 2013-C7 XB IO P/P 144A 00.3427 02/15/2046 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%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.00%
N TX HWY-TXB-B 06.7180 01/01/2049 0.00%
NAVISTAR INTL CV 04.7500 04/15/2019 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 GOLD INC P/P 144A 06.3750 05/15/2025 0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.00%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.00%
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%
NORTHROP GRUMMAN SYSTEMS 07.8750 03/01/2026 0.00%
NORTHWEST ACQ/DOMIN P/P 144A 07.1250 11/01/2022 0.00%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.00%
NRG ENERGY INC 06.2500 05/01/2024 0.00%
NRG ENERGY INC 07.2500 05/15/2026 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%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.00%
OH UNIV-TXB-C-BABS 04.9100 06/01/2040 0.00%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.00%
OMNICARE INC 04.7500 12/01/2022 0.00%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.00%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 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%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.00%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.00%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.00%
PETROLEOS MEXICANOS P/P 144A 06.3500 02/12/2048 0.00%
PETROLEOS MEXICANOS USD 06.6250 06/15/2035 0.00%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PIEDMONT OFFICE REALTY TRU-A 0.00%
PLATFORM SPECIALTY P/P 144A 06.5000 02/01/2022 0.00%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.00%
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%
PROOFPOINT IN CV 00.7500 06/15/2020 0.00%
PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 0.00%
PUB SVC ELEC & GAS 05.5000 03/01/2040 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
QVC INC 04.8500 04/01/2024 0.00%
RANGE RESOURCES CORP 05.0000 03/15/2023 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 OF ARGENTINA USD 05.8750 01/11/2028 0.00%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 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%
S&P MID 400 EMINI JUN18 FAM8 0.00%
S&P500 EMINI FUT JUN18 ESM8 0.00%
SANDRIDGE ENERGY INC 0.00%
SCORPIO TANKERS INC P/P 144A 02.3750 07/01/2019 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%
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%
STACR 2016-DNA3 M1 02.9715 12/25/2028 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STATOIL ASA USD 05.1000 08/17/2040 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 0.00%
STONE ENERGY CORP 07.5000 05/31/2022 0.00%
SWISS FRANC CALL ACCOUNT 0.00%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.00%
T-MOBILE US INC 0.00%
T-MOBILE USA INC 04.5000 02/01/2026 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC 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%
TARGA RES PRTNRS 05.3750 02/01/2027 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 LIMITED USD 04.7500 01/15/2022 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TELADOC INC P/P 144A CV 03.0000 12/15/2022 0.00%
TENET HEALTHCARE 06.0000 10/01/2020 0.00%
TERVITA CORP CLASS A 0.00%
TEVA PHARMA NE P/P 144A 06.0000 04/15/2024 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 06/14/2018 0.00%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
TRY/USD 06/20/2018 SSBT 0.00%
TWO HARBORS INVESTMENT CORP 0.00%
TXU TCEH RIGHTS 0.00%
UBS GROUP AG REGS 06.8750 12/29/2049 0.00%
UBSBB 2012-C3 C P/P 144A 05.0424 08/10/2049 0.00%
UDR INC 0.00%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.00%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.00%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.00%
UNIVISION TLC5 L+275 04.6269 03/15/2024 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 LONG BOND(CBT) JUN18 USM8 0.00%
US ULTRA BOND CBT JUN18 WNM8 0.00%
USG CORP P/P 144A 05.5000 03/01/2025 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%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.00%
WALT DISNEY COMPANY/THE 04.3750 08/16/2041 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-AR6 2AB2 02.6115 04/25/2045 0.00%
WAYFAIR INC P/P 144A CV 00.3750 09/01/2022 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEATHERFORD INTL LLC P/P 144A 09.8750 03/01/2025 0.00%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WESTPAC BANKING CORP USD 04.6250 06/01/2018 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-C3 XA IO P/P 144A 01.3727 03/15/2044 0.00%
WFRBS 2011-C4 E P/P 144A 05.2395 06/15/2044 0.00%
WFRBS 2011-C5 XA IO P/P 144A 01.7507 11/15/2044 0.00%
WFRBS 2012-C10 C 04.3828 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%
WILEY (JOHN) & SONS-CLASS A 0.00%
WINDSTREAM SRVC / FIN 06.3750 08/01/2023 0.00%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.00%
WP CAREY INC 04.6000 04/01/2024 0.00%
ZAYO GROUP HOLDINGS INC 0.00%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.00%
AUD/USD 04/18/2018 BANKAM -0.01%
AUD/USD 04/18/2018 CITI -0.01%
AUD/USD 04/18/2018 GSFX -0.01%
AUD/USD 04/18/2018 JPMCB -0.01%
AUD/USD 04/18/2018 RBSF -0.01%
AUD/USD 04/18/2018 SSBT -0.01%
CAD/USD 04/18/2018 JPMCB -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.01%
GBP/USD 06/20/2018 BCAP-FX -0.01%
JPY/USD 05/16/2018 SSBT -0.01%
CGPUTQL2 R US0003M P 11/27/18 CI -0.08%
EMIN RUSSELL 2000 JUN18 RTYM8 -0.14%

Prior top holdings

Top holdings as of 06/30/18
Putnam Retirement Advantage GAA Balanced Trust 58.05%
Putnam Retirement Advantage GAA Conservative Trust 26.65%
Putnam Retirement Advantage GAA Income Strategies Trust 10.98%
Putnam Retirement Advantage GAA Money Market Trust 4.35%
Top holdings as of 05/31/18
Putnam Retirement Advantage GAA Balanced Trust 58.03%
Putnam Retirement Advantage GAA Conservative Trust 26.66%
Putnam Retirement Advantage GAA Income Strategies Trust 10.96%
Putnam Retirement Advantage GAA Money Market Trust 4.38%
Top holdings as of 04/30/18
Putnam Retirement Advantage GAA Balanced Trust 57.90%
Putnam Retirement Advantage GAA Conservative Trust 26.68%
Putnam Retirement Advantage GAA Income Strategies Trust 10.98%
Putnam Retirement Advantage GAA Money Market Trust 4.48%
Top holdings as of 03/31/18
Putnam Retirement Advantage GAA Balanced Trust 57.74%
Putnam Retirement Advantage GAA Conservative Trust 26.70%
Putnam Retirement Advantage GAA Income Strategies Trust 11.10%
Putnam Retirement Advantage GAA Money Market Trust 4.50%