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 $15.44
0.39% | $0.06
$15.47
01/26/18
$14.43
09/21/17
Historical fund price

Fund facts as of 08/31/18

Total net assets
$685.91M
Turnover (fiscal year end)
73%
Dividend frequency
Annually
Number of holdings
3
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 | Q2 2018

A glide path designed for retirement outcomes

Jason Vaillancourt, Co-Head of Global Asset Allocation, explains how the glide path combined with active dynamic asset allocation work together to drive returns.



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 08/31/18 1.05 %
YTD as of 09/20/18 2.66 %

Risk-adjusted performance as of 08/31/18

Alpha (3 yrs.) -1.19
Sharpe ratio (3 yrs.) 1.24
Treynor ratio (3 yrs.) 6.39
Information ratio (3 yrs.) -0.50

Volatility as of 08/31/18

Standard deviation (3 yrs.) 5.59%
Beta 1.08
R-squared 0.97

Capture ratio as of 08/31/18

Up-market (3 yrs.) 100.85
Down-market (3 yrs.) 115.75

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 08/31/18

Putnam Retirement Advantage GAA Balanced Trust 58.17%
Putnam Retirement Advantage GAA Conservative Trust 26.52%
Putnam Retirement Advantage GAA Income Strategies Trust 11.01%
Putnam Retirement Advantage GAA Money Market Trust 4.34%

Full portfolio holdings as of 06/30/18

FNMA FN30 TBA 04.0000 07/01/2048 1.67%
ALPHABET INC-CL A 1.46%
GNMA GII30 TBA 03.5000 08/01/2048 1.21%
GNMA GII30 MA4652 03.5000 08/20/2047 1.10%
FNMA FN30 MA3238 03.5000 01/01/2048 1.07%
JPMORGAN CHASE & CO 1.00%
FNMA FN15 TBA 03.0000 07/01/2033 0.97%
REPO TRIPA MORTG 2.12 07/02/2018 0.95%
VERIZON COMMUNICATIONS INC 0.76%
CISCO SYSTEMS INC 0.74%
CITIGROUP INC 0.74%
APPLE INC 0.73%
BOEING CO/THE 0.72%
HOME DEPOT INC 0.70%
NVIDIA CORP 0.66%
AMAZON.COM INC 0.56%
GNMA GII30 MA4837 03.5000 11/20/2047 0.52%
FNMA FN15 AL9468 03.0000 12/01/2031 0.51%
MICROSOFT CORP 0.51%
FACEBOOK INC-A 0.50%
PEPSICO INC 0.49%
TREASURY BILL 00.0000 07/05/2018 0.49%
FNMA FN30 MA2737 03.0000 09/01/2046 0.48%
FHLMC FH30G G08814 04.0000 05/01/2048 0.47%
REPO TRIPA MORTG 2.11 07/02/2018 0.47%
VALERO ENERGY CORP 0.47%
FNMA FN30 TBA 03.0000 08/01/2048 0.45%
FNMA FN30 TBA 06.0000 07/01/2048 0.45%
ORACLE CORP 0.45%
S&P GSCI 3X NOTE 04/01/2019 0.43%
JOHNSON & JOHNSON 0.41%
COCA-COLA CO/THE 0.39%
REPO TRIPA TREAS 2.1 07/02/2018 0.39%
OCCIDENTAL PETROLEUM CORP 0.37%
CONOCOPHILLIPS 0.36%
ANTHEM INC 0.34%
FNMA FN30 BC9003 03.0000 11/01/2046 0.33%
INTUIT INC 0.33%
WALT DISNEY CO/THE 0.33%
GNMA GII30 MA4586 03.5000 07/20/2047 0.32%
NORTHROP GRUMMAN CORP 0.32%
MERCK & CO. INC. 0.31%
HALLIBURTON CO 0.29%
AMGEN INC 0.28%
BRISTOL-MYERS SQUIBB CO 0.28%
ELI LILLY & CO 0.28%
HONEYWELL INTERNATIONAL INC 0.28%
MORGAN STANLEY 0.28%
INTL BUSINESS MACHINES CORP 0.27%
FORD MOTOR CO 0.26%
MONDELEZ INTERNATIONAL INC-A 0.26%
FNMA FN30 BH7058 03.5000 12/01/2047 0.25%
DELTA AIR LINES INC 0.24%
HUMANA INC 0.24%
NETAPP INC 0.24%
COGNIZANT TECH SOLUTIONS-A 0.23%
E*TRADE FINANCIAL CORPORATION 0.23%
ROSS STORES INC 0.23%
SYSCO CORP 0.23%
CIGNA CORP 0.22%
WALGREENS BOOTS ALLIANCE INC 0.22%
FHLMC FH30G G08747 03.0000 02/01/2047 0.21%
KINDER MORGAN INC 0.21%
BAXTER INTERNATIONAL INC 0.20%
FNMA FN30 BH5117 04.0000 08/01/2047 0.20%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.20%
RAYTHEON COMPANY 0.20%
REPO TRIPA TREAS 2.05 07/02/2018 0.20%
US BANCORP 0.20%
WILLIAMS COS INC 0.20%
ABIOMED INC 0.19%
AUTOMATIC DATA PROCESSING 0.19%
ESTEE LAUDER COMPANIES-CL A 0.19%
HP INC 0.19%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.19%
LOCKHEED MARTIN CORP 0.19%
MCKESSON CORP 0.19%
PALO ALTO NETWORKS INC 0.19%
PRUDENTIAL FINANCIAL INC 0.19%
PVH CORP 0.19%
REGIONS FINANCIAL CORP 0.19%
TIFFANY & CO 0.19%
CUMMINS INC 0.18%
LULULEMON ATHLETICA INC 0.18%
NOVARTIS AG-REG 0.18%
PFIZER INC 0.18%
RED HAT INC 0.18%
ROCHE HOLDING AG-GENUSSCHEIN 0.18%
SPDR S&P 500 ETF TRUST 0.18%
TEXAS INSTRUMENTS INC 0.18%
US TREASURY N/B 02.7500 08/15/2042 0.18%
ABBVIE INC 0.17%
AGILENT TECHNOLOGIES INC 0.17%
BOSTON SCIENTIFIC CORP 0.17%
CAPITAL ONE FINANCIAL CORP 0.17%
ENTERGY CORP 0.17%
TOTAL SA 0.17%
AMERIPRISE FINANCIAL INC 0.16%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.16%
CARNIVAL CORP 0.16%
CVS HEALTH CORP 04.7800 03/25/2038 0.16%
GILEAD SCIENCES INC 0.16%
INGERSOLL-RAND PLC 0.16%
LAS VEGAS SANDS CORP 0.16%
METLIFE INC 0.16%
MICHAEL KORS HOLDINGS LTD 0.16%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.16%
ROYAL CARIBBEAN CRUISES LTD 0.16%
ROYAL DUTCH SHELL PLC-B SHS 0.16%
FIFTH THIRD BANCORP 0.15%
FNMA FN30 TBA 04.5000 08/01/2047 0.15%
GOLDMAN SACHS GROUP INC 0.15%
SPST 2018-1 A 02.8613 04/24/2019 0.15%
US TREASURY N/B 01.6250 02/15/2026 0.15%
DISCOVER FINANCIAL SERVICES 0.14%
F5 NETWORKS INC 0.14%
FORTINET INC 0.14%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.14%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.14%
HILTON WORLDWIDE HOLDINGS IN 0.14%
KLA-TENCOR CORP 0.14%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.14%
WASTE MANAGEMENT INC 0.14%
ALLIANZ SE-REG 0.13%
BHP BILLITON LIMITED 0.13%
CENTENE CORP 0.13%
EQUITY RESIDENTIAL TR REIT 0.13%
FIDELITY NATIONAL INFO SERV 0.13%
HARTFORD FINANCIAL SVCS GRP 0.13%
ROCKWELL AUTOMATION INC 0.13%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.13%
VF CORP 0.13%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.13%
CDX CDX.NA.IG.30 100.0 06/20/2023 0.12%
DELL TECHNOLOGIES INC-CL V 0.12%
FNMA FN30 AS8056 03.0000 10/01/2046 0.12%
HERSHEY CO/THE 0.12%
NEWMONT MINING CORP 0.12%
NRG ENERGY INC 0.12%
SPST 2018-3 A 02.7911 07/24/2019 0.12%
ZOETIS INC 0.12%
AIR PRODUCTS & CHEMICALS INC 0.11%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.11%
APPLIED MATERIALS INC 0.11%
CAS 2015-C04 2M2 07.6411 04/25/2028 0.11%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.11%
FLEETCOR TECHNOLOGIES INC 0.11%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.11%
KDDI CORP 0.11%
KONINKLIJKE AHOLD DELHAIZE N 0.11%
MASTERCARD INC - A 0.11%
MOLSON COORS BREWING CO -B 0.11%
PACKAGING CORP OF AMERICA 0.11%
PROCTER & GAMBLE CO/THE 0.11%
SPST 2017-6 A 02.6613 11/24/2018 0.11%
SUMITOMO MITSUI FINANCIAL GR 0.11%
TREASURY BILL 00.0000 09/06/2018 0.11%
WEYERHAEUSER CO 0.11%
WYNDHAM DESTINATIONS INC 0.11%
ASTELLAS PHARMA INC 0.10%
BASF SE 0.10%
CAS 2015-C04 1M2 07.7911 04/25/2028 0.10%
CENTRAL JAPAN RAILWAY CO 0.10%
CIT GROUP INC 0.10%
CMS ENERGY CORP 0.10%
CONAGRA BRANDS INC 0.10%
DENTSPLY SIRONA INC 0.10%
ENEL SPA 0.10%
ENI SPA 0.10%
EQUINOR ASA 0.10%
FNMA FN30 TBA 03.5000 08/01/2048 0.10%
FRESENIUS MEDICAL CARE AG & 0.10%
HITACHI LTD 0.10%
HOYA CORP 0.10%
HUNTSMAN CORP 0.10%
KANSAS CITY SOUTHERN 0.10%
LOEWS CORP 0.10%
MIZUHO FINANCIAL GROUP INC 0.10%
NIPPON TELEGRAPH & TELEPHONE 0.10%
ONEOK INC 0.10%
ORACLE CORPORATION 02.2500 10/08/2019 0.10%
REPSOL SA 0.10%
SANDVIK AB 0.10%
TREASURY BILL 00.0000 08/09/2018 0.10%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.10%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.10%
WELLCARE HEALTH PLANS INC 0.10%
AGEAS 0.09%
ALLISON TRANSMISSION HOLDING 0.09%
ALLY FINANCIAL INC 0.09%
AMERICAN ELECTRIC POWER 0.09%
AT&T INC P/P 144A 04.1000 02/15/2028 0.09%
AVERY DENNISON CORP 0.09%
AXA SA 0.09%
BIOGEN INC 0.09%
CENTERPOINT ENERGY INC 0.09%
CK ASSET HOLDINGS LTD 0.09%
COVESTRO AG 0.09%
DNB NOR ASA 0.09%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.09%
FIAT CHRYSLER AUTOMOBILES NV 0.09%
GALAXY ENT GRP L 0.09%
ITOCHU CORP 0.09%
LEGAL & GENERAL GROUP PLC 0.09%
MAPLE ESCROW SUB P/P 144A 04.5970 05/25/2028 0.09%
MUENCHENER RUECKVER AG-REG 0.09%
ORIX CORP 0.09%
OWENS CORNING 0.09%
PEUGEOT SA 0.09%
RIO TINTO PLC 0.09%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.09%
SAINSBURY (J) PLC 0.09%
TOTAL SYSTEM SERVICES INC 0.09%
TWENTY-FIRST CENTURY FOX - B 0.09%
VERTEX PHARMACEUTICALS INC 0.09%
VINCI SA 0.09%
VOLVO AB-B SHS 0.09%
WFHET 2004-2 M1 02.9911 10/25/2034 0.09%
XL GROUP LTD 0.09%
ABN AMRO GROUP NV-CVA 0.08%
ACS ACTIVIDADES 0.08%
AMEREN CORPORATION 0.08%
AMETEK INC 0.08%
ANGLO AMER PLC 0.08%
ARCELORMITTAL 0.08%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.08%
BNP PARIBAS 0.08%
BROADRIDGE FINANCIAL SOLUTIO 0.08%
CADENCE DESIGN SYS INC 0.08%
CELANESE CORP-SERIES A 0.08%
CELGENE CORP 0.08%
CITIGROUP INC 03.8870 01/10/2028 0.08%
DOLLAR GENERAL CORP 0.08%
DR PEPPER SNAPPLE GROUP INC 0.08%
GLAXOSMITHKLINE PLC 0.08%
HCP INC 0.08%
LINCOLN NATIONAL CORP 0.08%
MITSUI AND CO LTD 0.08%
MORGAN STANLEY 03.6250 01/20/2027 0.08%
PBF ENERGY INC-CLASS A 0.08%
PERSIMMON PLC 0.08%
RESONA HOLDINGS INC 0.08%
SAMSUNG ELECTRONICS CO LTD 0.08%
SL GREEN REALTY CORP 0.08%
SYNOPSYS INC 0.08%
TAYLOR WIMPEY PLC 0.08%
TOLL BROTHERS INC 0.08%
UGI CORP 0.08%
US TREASURY N/B 03.0000 02/15/2047 0.08%
WOOLWORTHS GROUP LTD 0.08%
AES CORP 0.07%
AMADEUS IT GROUP SA 0.07%
AMDOCS LTD 0.07%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.07%
APPLE INC 02.1000 05/06/2019 0.07%
ASSURANT INC 0.07%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.07%
BERKELEY GROUP HOLDINGS/THE 0.07%
BERRY GLOBAL GROUP INC 0.07%
CA INC 0.07%
CAS 2016-C03 2M2 07.9911 10/25/2028 0.07%
CBRE GROUP INC - A 0.07%
CITIGROUP INC 04.4500 09/29/2027 0.07%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.07%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.07%
EXPEDITORS INTL WASH INC 0.07%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.07%
FNMA FN30 AS8074 03.0000 10/01/2046 0.07%
GNMA GII30 TBA 03.0000 07/01/2048 0.07%
INTL CONSOLIDATED AIRLINE-DI 0.07%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.07%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.07%
MARUBENI CORP 0.07%
MSCI INC 0.07%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.07%
PINNACLE FOODS INC 0.07%
RECORDATI SPA 0.07%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.07%
SHIONOGI & CO LTD 0.07%
SPST 2017-LD1 A 02.8911 11/25/2050 0.07%
STACR 2015-DNA3 M2 04.9411 04/25/2028 0.07%
SWISSCOM AG-REG 0.07%
TAIWAN SEMICONDUCTOR MANUFAC 0.07%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.07%
TPAT 2018-SL1 A P/P 144A 02.6911 01/25/2046 0.07%
TUI AG-DI 0.07%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.07%
US TREASURY N/B 02.1250 12/31/2022 0.07%
VORNADO REALTY TRUST 0.07%
3I GROUP PLC 0.06%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.06%
BOOZ ALLEN HAMILTON HOLDINGS 0.06%
BPCE SA P/P 144A 04.5000 03/15/2025 0.06%
BRIXMOR PROPERTY GROUP INC 0.06%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.06%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.06%
DBUBS 2011-LC3A D P/P 144A 05.5154 08/10/2044 0.06%
DUKE REALTY CORP 0.06%
DUN & BRADSTREET CORP 0.06%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.06%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 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%
FNMA FN30 MA2863 03.0000 01/01/2047 0.06%
INGREDION INC 0.06%
KAR AUCTION SERVICES INC 0.06%
KEYSIGHT TECHNOLOGIES IN 0.06%
LEAR CORP 03.8000 09/15/2027 0.06%
LKQ CORP 0.06%
MACQUARIE GROUP LTD 0.06%
MANPOWERGROUP INC 0.06%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.06%
NATIONAL AUSTRALIA BANK LTD 02.1607 08/01/2018 0.06%
NESTLE SA-REG 0.06%
NORTHERN TRUST CORP 0.06%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.06%
PENTAIR PLC 0.06%
PRINCIPAL FINANCIAL GROUP 0.06%
REPUBLIC SERVICES INC 0.06%
ROYAL MAIL PLC 0.06%
SALESFORCE.COM INC 03.7000 04/11/2028 0.06%
SIGNET JEWELERS LTD 0.06%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.06%
SWEDISH MATCH AB 0.06%
SWISS RE AG 0.06%
TDK CORP 0.06%
TELSTRA CORP LTD 0.06%
TOYOTA MOTOR CORP 0.06%
UCB SA 0.06%
UNITED OVERSEAS BANK LTD 0.06%
US TREASURY N/B 02.2500 11/15/2027 0.06%
US TREASURY N/B 04.5000 02/15/2036 0.06%
VISTEON CORP 0.06%
W.R. GRACE & CO 0.06%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.06%
WH GROUP LTD 0.06%
ALLERGAN PLC 0.05%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.05%
ALTRIA GROUP INC 02.6250 01/14/2020 0.05%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.05%
APPLE INC 02.8500 05/06/2021 0.05%
APPLE INC 04.2500 02/09/2047 0.05%
ARKEMA 0.05%
ASSOCIATED BRITISH FOODS PLC 0.05%
BANK OF AMERICA CORP 03.0040 12/20/2023 0.05%
BT GROUP PLC 0.05%
BWX TECHNOLOGIES INC 0.05%
CANADIAN IMP BK COMM NY 02.3419 12/28/2018 0.05%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.05%
CHARLES RIVER LABORATORIES 0.05%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.05%
CSAIL 2015-C1 C 04.4401 04/15/2050 0.05%
CVS HEALTH CORP 05.0500 03/25/2048 0.05%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.05%
DOLLAR TREE INC 0.05%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.05%
EVERGY INC 0.05%
EVONIK INDUSTRIES AG 0.05%
EXTENDED STAY AMERICA INC 0.05%
FNMA FN30 BM1172 03.0000 03/01/2047 0.05%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.05%
GE CAP INTL FUNDING USD 02.3420 11/15/2020 0.05%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.05%
GSMS 2010-C1 D P/P 144A 06.1964 08/10/2043 0.05%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.05%
HYATT HOTELS CORP - CL A 0.05%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.05%
JONES LANG LASALLE INC 0.05%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.05%
MICROSOFT CORP 01.5500 08/08/2021 0.05%
NATIONAL AUSTRALIA BANK LTD 63254FG27 DCP 07/02/2018 0.05%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.05%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.05%
NTT DOCOMO INC 0.05%
OGE ENERGY CORP 0.05%
PARK HOTELS & RESORTS INC 0.05%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.05%
PINNACLE WEST CAPITAL 0.05%
PROSIEBENSAT.1 MEDIA SE 0.05%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.05%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.05%
S&P GSCI TOT RETURN INDX 3X 144A NOTE 04/25/2019 0.05%
SK HYNIX INC 0.05%
SPIRIT REALTY CAPITAL INC 0.05%
STACR 2016-HQA2 M3 07.2411 11/25/2028 0.05%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.05%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.05%
SWEDBANK AB 87019SG24 DCP 07/02/2018 0.05%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.05%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.05%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.05%
AMAZON.COM INC 03.1500 08/22/2027 0.04%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.04%
AMERICAN HOME 4 RENT 0.04%
AMERICAN HONDA FINANCE CORP 02665KH67 DCP 08/06/2018 0.04%
AMGEN INC 02.6000 08/19/2026 0.04%
ANALOG DEVICES INC 02.8500 03/12/2020 0.04%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.04%
APARTMENT INVT & MGMT CO -A 0.04%
APPLE INC 04.3750 05/13/2045 0.04%
ASHTEAD GROUP PLC 0.04%
ATHENE HOLDING LTD-CLASS A 0.04%
AUSTRALIA & NEW ZEALAND BANKI 02.1507 08/29/2018 0.04%
BANK OF AMERICA CORP 03.8240 01/20/2028 0.04%
BANK OF AMERICA NA 01.7608 08/21/2018 0.04%
BANK OF MONTREAL CHICAGO 02.3611 02/25/2019 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%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.04%
BLACK KNIGHT INC 0.04%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.04%
BNP PARIBAS NEW YORK 02.2851 07/16/2018 0.04%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.04%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.04%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.04%
CAS 2014-C02 1M2 04.6911 05/25/2024 0.04%
CAS 2015-C01 1M2 06.3911 02/25/2025 0.04%
CHARIOT FUNDING LLC 15963UKN5 DCP 10/22/2018 0.04%
CHEVRON CORP 01.5610 05/16/2019 0.04%
CITIBANK NA 02.3300 10/23/2018 0.04%
CITIBANK NA 02.3635 08/30/2018 0.04%
CITIGROUP INC 02.6500 10/26/2020 0.04%
CITIGROUP INC 03.6680 07/24/2028 0.04%
CITIGROUP INC 04.7500 05/18/2046 0.04%
COLLATERALIZED COMMERCIAL PAP 02.2107 07/24/2018 0.04%
COLLATERALIZED COMMERCIAL PAP 19422DK42 DCP 10/04/2018 0.04%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.04%
COMM 2014-CR19 XA IO 01.3551 08/10/2047 0.04%
COMM 2015-LC21 XA IO 00.9785 07/10/2048 0.04%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.04%
COOPERAT RABOBANK UA/NY 02.4621 10/01/2018 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%
DNB BANK ASA - 12/21/2018 02.2736 12/21/2018 0.04%
FNMA FN30 AS7154 03.0000 05/01/2046 0.04%
FNMA FN30 BC1155 03.0000 06/01/2046 0.04%
FORMOSA CHEMICALS & FIBRE 0.04%
GE CAPITAL INTL FUNDING USD 03.3730 11/15/2025 0.04%
GNMA GII30 TBA 04.0000 07/01/2048 0.04%
HD SUPPLY HOLDINGS INC 0.04%
HIGHWOODS PROPERTIES INC 0.04%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.04%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.04%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.04%
KAO CORP 0.04%
KEYCORP 02.3000 12/13/2018 0.04%
KINDER MORGAN INC 03.1500 01/15/2023 0.04%
KINDER MORGAN INC/DELAWA 04.3000 06/01/2025 0.04%
KIRIN HOLDINGS CO LTD 0.04%
KRAFT HEINZ FOODS CO 03.1725 08/10/2022 0.04%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.04%
LIBERTY PROPERTY TRUST 0.04%
LLOYDS BANK PLC - 12/07/2018 02.2745 12/07/2018 0.04%
LLOYDS BANK PLC NY 02.2662 08/13/2018 0.04%
MADISON SQUARE GARDEN CO- A 0.04%
MARINE HARVEST 0.04%
MICROSOFT CORP 02.4000 08/08/2026 0.04%
MICROSOFT CORP 03.3000 02/06/2027 0.04%
MITSUBISHI CHEMICAL HOLDINGS 0.04%
MORGAN STANLEY 04.3750 01/22/2047 0.04%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.04%
NATIONAL BANK OF CANADA 02.3351 01/18/2019 0.04%
NEW RESIDENTIAL INVESTMENT 0.04%
NEWS CORP - CLASS A 0.04%
NORDEA BANK AB P/P 144A 02.5000 09/17/2020 0.04%
NORDEA BANK AB/NEW YORK NY 02.1700 08/27/2018 0.04%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.04%
NUANCE COMMUNICATIONS INC 0.04%
OLD LINE FUNDING LLC 67984XE69 DCP 09/13/2018 0.04%
OSHKOSH CORP 04.6000 05/15/2028 0.04%
OTSUKA CORP 0.04%
PARTNERS GROUP HOLDING AG 0.04%
PFIZER INC 01.7000 12/15/2019 0.04%
POLA ORBIS HOLDINGS INC 0.04%
RALPH LAUREN CORP 0.04%
REGENCY MARKETS NO. 1 LLC 7588R1GC3 DCP 07/12/2018 0.04%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.04%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.04%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.04%
ROYAL BANK OF CANADA NY 02.2545 12/07/2018 0.04%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.04%
SANTANDER CONSUMER USA HOLDI 0.04%
SERVICEMASTER GLOBAL HOLDING 0.04%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.04%
SKANDINAV ENSKILDA BK NY 02.4151 10/17/2018 0.04%
SKANDINAVISKA ENSKILDA USD 02.6250 03/15/2021 0.04%
SKF AB-B SHARES 0.04%
STARWOOD PROPERTY TRUST INC 0.04%
STATE STREET BANK & TR 02.2300 08/30/2018 0.04%
SUMITOMO MITSUI BANK NY 02.4174 08/13/2018 0.04%
SWEDBANK (NEW YORK) 02.2130 11/06/2018 0.04%
TAISEI CORP 0.04%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.04%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.04%
THUNDER BAY FUNDING LLC 88603GJY7 DCP 09/10/2018 0.04%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.04%
TORONTO-DOMINION BANK/THE 02.1907 08/28/2018 0.04%
TORONTO-DOMINION BANK/THE 02.2707 02/08/2019 0.04%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.04%
TREASURY BILL 00.0000 07/26/2018 0.04%
UBS AG/LONDON 02.2107 07/25/2018 0.04%
UNITEDHEALTH GROUP INC 03.1500 06/15/2021 0.04%
US BANK NA/CINCINNATI OH 01.7001 07/23/2018 0.04%
US TREASURY FRN 02.0832 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%
VICTORY RECEIVABLES CORP 92646LJH4 DCP 09/17/2018 0.04%
WABCO HOLDINGS INC 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 02.2307 01/03/2019 0.04%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.04%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 0.04%
ZEBRA TECHNOLOGIES CORP-CL A 0.04%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.03%
AECOM 0.03%
AENA SME SA 0.03%
AES CORP/THE 05.1250 09/01/2027 0.03%
AGNC INVESTMENT CORP 0.03%
AIR LEASE CORP 03.6250 04/01/2027 0.03%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.03%
ALPHABET INC 01.9980 08/15/2026 0.03%
AMERICAN EXPRESS CO 0.03%
AMERICAN FINANCIAL GROUP INC 0.03%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.03%
AMGEN INC 04.6630 06/15/2051 0.03%
ANA HOLDINGS INC 0.03%
APPLE HOSPITALITY REIT INC 0.03%
APPLE INC 02.0000 05/06/2020 0.03%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 0.03%
ATMOS ENERGY CORP 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 02.2264 07/09/2018 0.03%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.03%
BGC PARTNERS INC-CL A 0.03%
BRANDYWINE REALTY TRUST 0.03%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.03%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.03%
CABOT CORP 0.03%
CANADIAN IMPERIAL BANK OF COM 02.2207 11/05/2018 0.03%
CAS 2015-C02 1M2 06.0911 05/25/2025 0.03%
CAS 2017-C05 1M2 04.2911 01/25/2030 0.03%
CFCRE 2011-C2 D P/P 144A 05.9467 12/15/2047 0.03%
CGCMT 2014-GC19 C 05.0643 03/10/2047 0.03%
CGCMT 2014-GC19 X IO 01.3466 03/10/2047 0.03%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.03%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.03%
COCA-COLA AMATIL LTD 0.03%
COMCAST CORP 02.3500 01/15/2027 0.03%
COMCAST CORP 03.1500 03/01/2026 0.03%
COMCAST CORP 03.3750 02/15/2025 0.03%
COMM 2012-CR1 AM 03.9120 05/15/2045 0.03%
COMM 2014-UBS4 XA IO 01.3585 08/10/2047 0.03%
COMMONWEALTH BANK OF AUSTRALI 02.2107 11/29/2018 0.03%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.03%
COPA HOLDINGS SA-CLASS A 0.03%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.03%
CTBC FINANCIAL HOLDING CO LT 0.03%
DANAHER CORP 0.03%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.03%
DISH NETWORK CV 03.3750 08/15/2026 0.03%
DOMTAR CORP 0.03%
DOUGLAS EMMETT INC 0.03%
DUKE ENERGY CORP 03.1500 08/15/2027 0.03%
ECOLAB INC 02.7000 11/01/2026 0.03%
ENGIE 0.03%
EOG RESOURCES INC 02.6250 03/15/2023 0.03%
EQT CORP 03.9000 10/01/2027 0.03%
EQUITY LIFESTYLE PROPERTIES 0.03%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.03%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.03%
FIRST HAWAIIAN INC 0.03%
GAMING AND LEISURE PROPERTIE 0.03%
GARDNER DENVER HOLDINGS INC 0.03%
GLAXOSMITHKLINE CAP INC 03.8750 05/15/2028 0.03%
GNMA GII30 AT7632 04.0000 08/20/2046 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%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.03%
GSMS 2014-GC22 C 04.8003 06/10/2047 0.03%
HCA INC 05.5000 06/15/2047 0.03%
HSBC HOLDINGS PLC 0.03%
HUDSON PACIFIC PROPERTIES IN 0.03%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.03%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.03%
INDUSTRIAL BANK OF KOREA 0.03%
INDUSTRIVARDEN AB-A SHS 0.03%
ING US FUNDING LLC 02.2364 07/09/2018 0.03%
IPSEN 0.03%
JABIL INC 0.03%
JAPAN AIRLINES CO LTD 0.03%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.03%
JPMBB 2014-C22 C 04.7103 09/15/2047 0.03%
JPMBB 2014-C22 XA IO 01.0462 09/15/2047 0.03%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.03%
L3 TECHNOLOGIES INC 0.03%
LEIDOS HOLDINGS INC 0.03%
LIBERTY MEDIA COR-SIRIUSXM A 0.03%
LIBERTY STREET FUNDING LLC 53127UKA7 DCP 10/10/2018 0.03%
LIFE STORAGE INC 0.03%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.03%
MCDONALD'S CORP 0.03%
MERCK & CO INC 03.7000 02/10/2045 0.03%
MICROCHIP TEC CV 01.6250 02/15/2027 0.03%
MICROSOFT CORP 02.4000 02/06/2022 0.03%
MLMI 2005-A10 A 02.3011 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 2014-C17 C 04.6137 08/15/2047 0.03%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.03%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.03%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.03%
NEWELL BRANDS INC 04.2000 04/01/2026 0.03%
NORDEA BANK AB NEW YORK USD 02.4013 05/21/2019 0.03%
NVENT ELECTRIC PLC 0.03%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.03%
OLD LINE FUNDING LLC 67983UGJ6 DCP 07/18/2018 0.03%
ORACLE CORP 03.2500 11/15/2027 0.03%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.03%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.03%
REGENCY MARKETS NO. 1 LLC 7588R1GB5 DCP 07/11/2018 0.03%
RENAISSANCERE HOLDINGS LTD 0.03%
ROYAL GOLD INC 0.03%
S&P GLOBAL INC 02.9500 01/22/2027 0.03%
SERVICE CORP INTL 04.6250 12/15/2027 0.03%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.03%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.03%
SKANDINAV ENSKILDA BK NY 02.1964 07/10/2018 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 2014-HQ3 M3 06.8411 10/25/2024 0.03%
STACR 2016-DNA1 M3 07.6411 07/25/2028 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
SUN COMMUNITIES INC 0.03%
SUN HUNG KAI PROPERTIES 0.03%
SVENSKA HANDELSBANKEN AB 86960KG55 DCP 07/05/2018 0.03%
SVENSKA HANDELSBANKEN NY 02.1730 09/06/2018 0.03%
SVENSKA HANDELSBANKEN NY 02.2907 02/04/2019 0.03%
SYNOVUS FINANCIAL CORP 0.03%
TESCO PLC 0.03%
TJX COMPANIES INC 0.03%
TOPPAN PRINTING CO LTD 0.03%
TORONTO-DOMINION BANK/THE 02.2507 01/11/2019 0.03%
TREASURY BILL 00.0000 08/02/2018 0.03%
VALIDUS HOLDINGS LTD 0.03%
VERIZON COMM 04.5220 09/15/2048 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.03%
WAMU 2004-AR13 A1A 02.8111 11/25/2034 0.03%
WARNER MEDIA LLC 03.8000 02/15/2027 0.03%
WATERS CORP 0.03%
WELLS FARGO BANK NA 02.1356 07/02/2018 0.03%
WELLS FARGO BANK NA 02.3351 11/16/2018 0.03%
WFRBS 2011-C2 D P/P 144A 05.8385 02/15/2044 0.03%
WYNDHAM DESTINATIONS INC 04.5000 04/01/2027 0.03%
ABBVIE INC 03.6000 05/14/2025 0.02%
ABC-MART INC 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%
ALLSTATE CORP 0.02%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.02%
ALTRIA GROUP INC 04.0000 01/31/2024 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 03.5500 07/15/2027 0.02%
ARCELORMITTAL USD 07.0000 10/15/2039 0.02%
ARRIS INTERNATIONAL PLC 0.02%
ARRW 2018-1 A3 04.1570 04/25/2048 0.02%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.02%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.02%
AUSTRALIA & NEW ZEALAND BANKI 02.2745 03/07/2019 0.02%
AUSTRALIA & NEW ZEALAND BANKI 02.3307 10/16/2018 0.02%
AUTONATION INC. 05.5000 02/01/2020 0.02%
AXIS CAPITAL HOLDINGS LTD 0.02%
BANK OF AMERICA NA 02.2869 10/03/2018 0.02%
BANK OF MONTREAL CHICAGO 02.2462 07/12/2018 0.02%
BANK OF NOVA SCOTIA HOUS 02.4873 09/14/2018 0.02%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 0.02%
BECTON DICKINSON AND CO 06.1250 CUM CV PFD 0.02%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.02%
BLUESCOPE STEEL LTD 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%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.02%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.02%
BPCE SA 05571CG96 DCP 07/09/2018 0.02%
BPCE SA 05571CJ69 DCP 09/06/2018 0.02%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
CAS 2014-C03 2M2 04.9911 07/25/2024 0.02%
CAS 2015-C02 2M2 06.0911 05/25/2025 0.02%
CAS 2015-C03 2M2 07.0911 07/25/2025 0.02%
CAS 2016-C02 1M2 08.0911 09/25/2028 0.02%
CBS CORP 02.9000 01/15/2027 0.02%
CBS CORP 04.6000 01/15/2045 0.02%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.02%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.02%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.02%
CGCMT 2012-GC8 XA IO P/P 144A 01.9696 09/10/2045 0.02%
CGCMT 2014-GC21 X IO 01.3793 05/10/2047 0.02%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.02%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.02%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.02%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.02%
CIMIC GROUP LTD 0.02%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.02%
CIT GROUP INC 05.0000 08/01/2023 0.02%
CIT GROUP INC. 05.2500 03/07/2025 0.02%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.02%
COMCAST CORP 03.9690 11/01/2047 0.02%
COMM 2010-C1 D P/P 144A 06.2854 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 01.2793 08/10/2050 0.02%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.02%
COMM 2014-CR14 XA IO 00.8764 02/10/2047 0.02%
COMM 2014-LC15 XA IO 01.4647 04/10/2047 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%
CONSTELLATION BRANDS INC-A 0.02%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.02%
CORELOGIC INC 0.02%
CORPORATE ASSET FUNDING CO IN 1247P3JH6 DCP 09/17/2018 0.02%
CRC FUNDING LLC 12619UH79 DCP 08/07/2018 0.02%
CREDIT AGRICOLE CORPORATE AND 22533UG23 DCP 07/02/2018 0.02%
CREDIT SUISSE NEW YORK 02.3451 07/18/2018 0.02%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.02%
CWL 2004-5 2A 02.5911 10/25/2034 0.02%
CWL 2005-8 M4 03.0211 12/25/2035 0.02%
DAI NIPPON PRINTING CO LTD 0.02%
DANSKE CORP 2363F7HD3 DCP 08/13/2018 0.02%
DEUTSCHE LUFTHANSA-REG 0.02%
DISH DBS CORP 05.8750 11/15/2024 0.02%
DNB BANK ASA 2332K1HQ6 DCP 08/24/2018 0.02%
DUKE ENERGY CORP 0.02%
EASTMAN CHEMICAL CO 03.8000 03/15/2025 0.02%
EBAY INC 0.02%
ECOLAB INC 03.2500 12/01/2027 0.02%
EMPIRE STATE REALTY TRUST-A 0.02%
ENBRIDGE INC USD 04.2500 12/01/2026 0.02%
EQUINOR ASA USD 02.9000 11/08/2020 0.02%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.02%
EXXON MOBIL CORP 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%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.02%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 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 2017-123 JI IO 04.0000 08/20/2046 0.02%
GREAT LAKES D&D 08.0000 05/15/2022 0.02%
GSMS 2012-GC6 C P/P 144A 05.8403 01/10/2045 0.02%
GSMS 2013-GC13 AS P/P 144A 04.2174 07/10/2046 0.02%
GSMS 2014-GC18 C 05.1083 01/10/2047 0.02%
GSMS 2014-GC18 XA IO 01.2720 01/10/2047 0.02%
GSMS 2015-GC30 XA IO 01.0068 05/10/2050 0.02%
HERMES INTERNATIONAL 0.02%
HESS CORP 08.0000 CV PFD 0.02%
HILL-ROM HOLDINGS INC 0.02%
HONDA MOTOR CO LTD 0.02%
HONG KONG EXCHANGES & CLEAR 0.02%
HSBC BANK PLC 02.2007 11/05/2018 0.02%
HUSKY TLB L+300 05.2018 03/28/2025 0.02%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.02%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
ING US FUNDING LLC 02.2374 07/13/2018 0.02%
INTEL CORP CV 03.2500 08/01/2039 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.02%
JPMCC 2012-C8 C P/P 144A 04.7607 10/15/2045 0.02%
JTEKT CORP 0.02%
KERRY PROPERTIES LTD 0.02%
KIMBERLY-CLARK CORP 0.02%
KRAFT HEINZ FOODS CO 06.8750 01/26/2039 0.02%
LLOYDS BANKING GROUP PLC 0.02%
LOWES COMPANIES INC 0.02%
MARATHON PETROLEUM CORP 0.02%
MEDIPAL HOLDINGS CORP 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 SHORT TERM FUNDING LL 59157UH78 DCP 08/07/2018 0.02%
MICRON TECHNO CV 03.0000 11/15/2043 0.02%
MITSUBISHI ELECTRIC CORP 0.02%
MITSUBISHI GAS CHEMICAL CO 0.02%
MITSUBISHI UFJ FINANCIAL GRO 0.02%
MITSUBISHI UFJ TR&BK NY 02.3836 08/22/2018 0.02%
MIZUHO BANK LTD/NY 02.3400 07/06/2018 0.02%
MIZUHO BANK LTD/NY 02.3836 08/21/2018 0.02%
MLMI 2005-A2 A2 03.5373 02/25/2035 0.02%
MOODY'S CORPORATION 03.2500 01/15/2028 0.02%
MSAC 2004-HE6 M1 02.9161 08/25/2034 0.02%
MSBAM 2013-C13 AS 04.2660 11/15/2046 0.02%
MSBAM 2013-C13 XA IO 01.2367 11/15/2046 0.02%
MSBAM 2013-C7 XA IO 01.5232 02/15/2046 0.02%
MSBAM 2015-C25 XA IO 01.2785 10/15/2048 0.02%
MSC 2008-T29 B P/P 144A 06.3676 01/11/2043 0.02%
MSC 2012-C4 D P/P 144A 05.6009 03/15/2045 0.02%
MSC 2016-BNK2 XB IO 00.6795 11/15/2049 0.02%
NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 0.02%
NATIONWIDE BUILDING SOCIETY 6385E1GR6 DCP 07/25/2018 0.02%
NATIONWIDE BUILDING SOCIETY 6385E1JB8 DCP 09/11/2018 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 03.2161 10/25/2033 0.02%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.02%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.02%
NOMURA REAL ESTATE HOLDINGS 0.02%
NORDEA BANK AB NEW YORK 02.4573 03/14/2019 0.02%
NORFOLK SOUTHERN CORP 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
NRW BANK 62939MGD3 DCP 07/13/2018 0.02%
NZD/USD 07/18/2018 CITI 0.02%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.02%
OMNICOM GP/OMNICOM CAP 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%
PARAMOUNT GROUP INC 0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.02%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.02%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.02%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.02%
PFIZER INC 03.0000 12/15/2026 0.02%
PNC FINANCIAL SERVICES GROUP 0.02%
POPULAR INC 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%
RANDSTAD NV 0.02%
RAYONIER INC 0.02%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.02%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.02%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.02%
RTL GROUP 0.02%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.02%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.02%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.02%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.02%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.02%
SEALED AIR CORP 0.02%
SENIOR HOUSING PROP TRUST 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%
SOCIETE GENERALE NY 02.2464 07/09/2018 0.02%
SOCIETE GENERALE SA 83369CGX6 DCP 07/31/2018 0.02%
SONY CORP 0.02%
SPDR S&P MIDCAP 400 ETF TRST 0.02%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.02%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.02%
STACR 2013-DN2 M2 06.3411 11/25/2023 0.02%
T-MOBILE USA INC 05.3750 04/15/2027 0.02%
T-MOBILE USA INC 06.3750 03/01/2025 0.02%
TAPESTRY INC 0.02%
TELEDYNE TECHNOLOGIES INC 0.02%
TESLA INC CV 01.2500 03/01/2021 0.02%
TORONTO-DOMINION BANK/THE 02.1707 07/24/2018 0.02%
TRANSDIGM INC 06.3750 06/15/2026 0.02%
TREASURY BILL 00.0000 07/12/2018 0.02%
TREASURY BILL 00.0000 09/13/2018 0.02%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.02%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.02%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.02%
UNITEDHEALTH GROUP INC 04.2500 04/15/2047 0.02%
UNIVAR INC 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 92646LHA1 DCP 08/10/2018 0.02%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.02%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.02%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.02%
WAMU 2004-AR13 A2B 02.9711 11/25/2034 0.02%
WAMU 2005-AR1 A2A1 02.7711 01/25/2045 0.02%
WEC ENERGY GROUP INC 04.4550 05/15/2067 0.02%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.02%
WELLS FARGO BANK NA 02.2145 08/07/2018 0.02%
WELLS FARGO BANK NA 02.3051 11/15/2018 0.02%
WESTPAC BANKING CORP NY 02.3347 03/05/2019 0.02%
WESTROCK MWV LLC 08.2000 01/15/2030 0.02%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.02%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.02%
WFCM 2013-LC12 AS 04.4231 07/15/2046 0.02%
WFRBS 2011-C3 D P/P 144A 05.8471 03/15/2044 0.02%
WFRBS 2011-C5 E P/P 144A 05.8594 11/15/2044 0.02%
WFRBS 2012-C10 AS 03.2410 12/15/2045 0.02%
WFRBS 2012-C10 D P/P 144A 04.5918 12/15/2045 0.02%
WFRBS 2013-C14 XA IO 00.8843 06/15/2046 0.02%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.02%
WFRBS 2014-C22 XA IO 01.0395 09/15/2057 0.02%
WFRBS 2014-C24 XA IO 01.0323 11/15/2047 0.02%
WFRBS 2014-C25 XA IO 01.0536 11/15/2047 0.02%
WILLIAMS PARTNERS LP 03.6000 03/15/2022 0.02%
WP CAREY INC 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%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
2.75 R ISWP FWD US0003M P 06/20/2023 0.01%
21ST CENTURY FOX AMERICA 03.0000 09/15/2022 0.01%
21ST CENTURY FOX AMERICA 04.7500 11/15/2046 0.01%
3.00 R ISWP FWD US0003M P 09/19/2048 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%
AKAMAI TECH P/P 144A CV 00.1250 05/01/2025 0.01%
ALFRESA HOLDINGS CORP 0.01%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALTA MESA HLDGS 07.8750 12/15/2024 0.01%
ALTERYX INC P/P 144A CV 00.5000 06/01/2023 0.01%
ALTRIA GROUP INC 0.01%
AMAZON.COM INC 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%
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%
APERGY CORP P/P 144A 06.3750 05/01/2026 0.01%
APPLE INC 03.8500 05/04/2043 0.01%
ARC PROP OPER PART L 04.6000 02/06/2024 0.01%
ARMT 2005-9 5A1 02.6311 11/25/2035 0.01%
ASAHI GROUP HOLDINGS LTD 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 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 0.01%
AT&T INC 03.4000 05/15/2025 0.01%
AT&T INC 04.7500 05/15/2046 0.01%
AVAYA TLB L+425 06.3232 12/15/2024 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 AMERICA CORP 07.2500 CV PFD 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%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BEDFORD ROW FUNDING CORP 02.2207 11/05/2018 0.01%
BELDEN INC 06.7500 CV PFD 0.01%
BERKSHIRE HATHAWAY E 03.8000 07/15/2048 0.01%
BGC PARTNERS INC 05.1250 05/27/2021 0.01%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.01%
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%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.01%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.01%
BOOKING HOLDINGS INC 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 06.6108 06/21/2024 0.01%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.01%
CAESARS ENTERTAIN CORP CV 05.0000 10/01/2024 0.01%
CALIFORNIA RESOURC TL L+475 06.8379 11/17/2022 0.01%
CAMDEN PROPERTY TRUST 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 CV 02.5000 04/01/2022 0.01%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2014-C04 1M2 06.9911 11/25/2024 0.01%
CAS 2017-C03 1M2 05.0911 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%
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%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CGCMT 2013-GC17 AS 04.5440 11/10/2046 0.01%
CGCMT 2014-GC23 IO 01.1891 07/10/2047 0.01%
CHEGG INC P/P 144A CV 00.2500 05/15/2023 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHENIERE ENERGY INC CV 04.2500 03/15/2045 0.01%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.01%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.01%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 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 04.6000 03/09/2026 0.01%
CITRIX SYSTEM CV 00.5000 04/15/2019 0.01%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.01%
CLOVIS ONCOLOGY INC CV 01.2500 05/01/2025 0.01%
CME GROUP INC 0.01%
CMLTI 2005-2 1A2A 03.8164 05/25/2035 0.01%
COCA-COLA CO/THE 02.2500 09/01/2026 0.01%
COLLATERALIZED COMMERCIAL PAP 02.4007 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 05.7774 12/10/2044 0.01%
COMM 2013-CCRE9 D P/P 144A 04.4040 07/10/2045 0.01%
COMM 2013-LC13 XA IO 01.4230 08/10/2046 0.01%
COMM 2014-CR17 C 04.8978 05/10/2047 0.01%
COMM 2014-CR17 XA IO 01.2444 05/10/2047 0.01%
COMM 2014-CR20 XA IO 01.2915 11/10/2047 0.01%
COMM 2014-LC17 XA IO 01.0816 10/10/2047 0.01%
COMM 2015-CR23 XA IO 01.1112 05/10/2048 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.01%
CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 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%
COUPA SOFTW P/P 144A CV 00.3750 01/15/2023 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.01%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.01%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.01%
CROWN CASTLE INTL CORP 03.1500 07/15/2023 0.01%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.01%
CROWN CASTLE INTL CORP 06.8750 CUM CV PFD 0.01%
CROWN HOLDINGS INC 0.01%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.01%
CSAIL 2015-C1 AS 03.7910 04/15/2050 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 04.5081 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%
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%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.01%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.01%
DNB BANK ASA P/P 144A 02.1250 10/02/2020 0.01%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.01%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 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%
EAGLECLAW MID TL L+425 06.4211 06/30/2024 0.01%
ECOLAB INC 0.01%
EMERA US FINANCE LP 03.5500 06/15/2026 0.01%
EMERA US FINANCE LP 04.7500 06/15/2046 0.01%
EMLT 2004-1 M2 03.5161 01/25/2034 0.01%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.01%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.01%
ENSCO PLC USD 07.7500 02/01/2026 0.01%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 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%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.01%
EXELON CORP 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 04.8768 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%
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%
FORMOSA PETROCHEMICAL CORP 0.01%
FORTIVE CORPORATION 05.0000 CV PFD 0.01%
FRAC TECH INTL TLB L+475 06.8435 04/16/2021 0.01%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.01%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 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%
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%
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%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.01%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 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 04.5010 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 03.9663 06/20/2043 0.01%
GNR 2015-H25 BI IO 01.4386 10/20/2065 0.01%
GNR 2016-135 PI IO 04.0000 05/20/2046 0.01%
GNR 2016-H16 EI IO 02.4833 06/20/2066 0.01%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.01%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.01%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.01%
GOLDMAN SACHS GROUP INC 02.5500 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%
GSMS 2011-GC5 XA IO P/P 144A 01.5158 08/10/2044 0.01%
GSMS 2013-GC10 AS 03.2790 02/10/2046 0.01%
GSMS 2014-GC22 XA IO 01.1598 06/10/2047 0.01%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.01%
HARRIS CORP 0.01%
HARTFORD FINL SVCS GRP 06.6250 03/30/2040 0.01%
HARVEY NORMAN HOLDINGS LTD 0.01%
HCA INC 03.7500 03/15/2019 0.01%
HCA INC 06.5000 02/15/2020 0.01%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.01%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.01%
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 02.2464 08/09/2018 0.01%
HSBC HOLDINGS PLC USD 04.8750 01/14/2022 0.01%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.01%
HUBSPOT INC 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%
II-VI INC P/P 144A CV 00.2500 09/01/2022 0.01%
IMM 2004-6 1A2 02.8711 10/25/2034 0.01%
IMM 2004-7 1A1 02.8311 11/25/2034 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
INFOR US INC 06.5000 05/15/2022 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%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 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%
IRONWOOD PHAR CV 02.2500 06/15/2022 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%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.01%
JAGGED PEAK ENERGY P/P 144A 05.8750 05/01/2026 0.01%
JAPAN POST BANK CO LTD 0.01%
JAPANESE YEN CALL ACCOUNT 0.01%
JAZZ INVESTME USD 01.8750 08/15/2021 0.01%
JO-ANN STORES 2NDL L+925 11.6038 05/21/2024 0.01%
JO-ANN STORES TL L+500 07.5094 10/16/2023 0.01%
JOHNSON & JOHNSON 05.1500 07/15/2018 0.01%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.01%
JPMBB 2013-C14 AS 04.4093 08/15/2046 0.01%
JPMBB 2013-C14 C 04.7172 08/15/2046 0.01%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.01%
JPMBB 2013-C17 XA IO 01.0095 01/15/2047 0.01%
JPMBB 2014-C19 XA IO 01.2893 04/15/2047 0.01%
JPMBB 2014-C24 XA IO 01.1586 11/15/2047 0.01%
JPMBB 2014-C25 XA IO 01.1033 11/15/2047 0.01%
JPMCC 2011-C5 D P/P 144A 05.5854 08/15/2046 0.01%
JPMCC 2012-C6 D 05.3121 05/15/2045 0.01%
JPMCC 2012-C6 E P/P 144A 05.3121 05/15/2045 0.01%
JPMCC 2013-C10 XA IO 01.1720 12/15/2047 0.01%
JPMCC 2013-LC11 X IO 01.4224 04/15/2046 0.01%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.01%
JPMORGAN CHASE FIN CV 00.2500 05/01/2023 0.01%
KAMAN CORP CV 03.2500 05/01/2024 0.01%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 0.01%
KELLOGG CO 03.2500 04/01/2026 0.01%
KEYENCE CORP 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%
LAM RESEARCH CORP 0.01%
LBMLT 2004-5 A5 02.6511 09/25/2034 0.01%
LCCM 2017-LC26 XA IO P/P 144A 01.6889 07/12/2050 0.01%
LENNAR CORP 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 MEDIA CV 01.3750 10/15/2023 0.01%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.01%
LIONS GATE CAP HOLD P/P 144A 05.8750 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%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.01%
LNSTR 2015-3 B P/P 144A 03.2457 04/20/2048 0.01%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
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%
MAXIM INTEGRATED PRODUCTS 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%
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%
METLIFE INC. 04.7500 02/08/2021 0.01%
MHL 2005-1 1M1 02.8111 02/25/2035 0.01%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.01%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.01%
MONSTER BEVERAGE CORP 0.01%
MSBAM 2012-C6 D P/P 144A 04.7268 11/15/2045 0.01%
MSBAM 2013-C8 B 03.6971 12/15/2048 0.01%
MSBAM 2014-C17 XA IO 01.3553 08/15/2047 0.01%
MSC 2011-C3 D P/P 144A 05.3267 07/15/2049 0.01%
MSC 2012-C4 C P/P 144A 05.6009 03/15/2045 0.01%
MSC 2012-C4 XA IO P/P 144A 02.2706 03/15/2045 0.01%
MSC 2016-UB12 XA IO 00.9516 12/15/2049 0.01%
NABORS IND INC P/P 144A 05.7500 02/01/2025 0.01%
NATIONAL AUSTRALIA B P/P 144A 03.0163 12/09/2019 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.01%
NETFLIX INC P/P 144A 05.8750 11/15/2028 0.01%
NEUROCRINE CV 02.2500 05/15/2024 0.01%
NEXON CO LTD 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%
NICE SYS INC CV 01.2500 01/15/2024 0.01%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 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%
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%
NRW BANK 62939MHH3 DCP 08/17/2018 0.01%
NUANCE COMM CV 01.2500 04/01/2025 0.01%
NUTANIX INC P/P 144A CV 00.0000 01/15/2023 0.01%
NZD/USD 07/18/2018 GSFX 0.01%
NZD/USD 07/18/2018 UBS 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.01%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.01%
OKTA INC P/P 144A CV 00.2500 02/15/2023 0.01%
OLD REPUBLIC INTL CORP 0.01%
OMV AG 0.01%
ON SEMICONDUC CV 01.6250 10/15/2023 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%
OSI SYS INC CV 01.2500 09/01/2022 0.01%
PACIRA PHARMA CV 02.3750 04/01/2022 0.01%
PALO ALTO NET CV 00.0000 07/01/2019 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%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.01%
PETROBRAS GLOBAL FINANCE REGS 05.9990 01/27/2028 0.01%
PHILLIPS 66 0.01%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
PNC BANK NA 02.0000 05/19/2020 0.01%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.01%
PQ CORP P/P 144A 05.7500 12/15/2025 0.01%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.01%
PRICELINE.COM CV 00.3500 06/15/2020 0.01%
PROOFPOINT IN CV 00.7500 06/15/2020 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 05.2000 03/15/2044 0.01%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 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%
RACKSPACE HOSTING INC L+300 05.3631 11/03/2023 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 CV 01.5000 11/15/2022 0.01%
RED HAT INC CV 00.2500 10/01/2019 0.01%
REP OF INDONESIA P/P 144A 05.2500 01/17/2042 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%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.01%
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%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SEK/USD 09/19/2018 SSBT 0.01%
SEMPRA ENERGY 06.0000 CUM CV PFD 0.01%
SERVICENOW CV 00.0000 11/01/2018 0.01%
SERVICENOW IN P/P CV 00.0000 06/01/2022 0.01%
SESI LLC 07.7500 09/15/2024 0.01%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.01%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.01%
SHERWIN-WILLIAMS CO/THE 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%
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%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.01%
SQUARE INC CV 00.3750 03/01/2022 0.01%
SQUARE INC P/P 144A CV 00.5000 05/15/2023 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%
SUNTRUST BANKS INC 0.01%
SUPERNUS PH P/P 144A CV 00.6250 04/01/2023 0.01%
SUZUKI MOTOR CORP 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
TAISHO PHARMACEUTICAL HOLDIN 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TELADOC INC P/P 144A CV 01.3750 05/15/2025 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 05.3750 12/15/2024 0.01%
TERADYNE INC CV 01.2500 12/15/2023 0.01%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.01%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.01%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.01%
TOLEDO EDISON COMPANY 06.1500 05/15/2037 0.01%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.01%
TOYOTA MOTOR CREDIT CORP 01.5500 07/13/2018 0.01%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.01%
TRAVELERS COS INC/THE 0.01%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 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 05.0502 05/10/2063 0.01%
UBSBB 2012-C2 XA IO P/P 144A 01.4919 05/10/2063 0.01%
UBSBB 2013-C6 XA IO P/P 144A 01.2789 04/10/2046 0.01%
UDR INC 0.01%
UNITEDHEALTH GROUP INC 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 CONCRETE INC 06.3750 06/01/2024 0.01%
US FOODS HOLDING CORP 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 08.5000 01/31/2027 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%
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%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.01%
VMWARE INC 03.9000 08/21/2027 0.01%
VOCERA COMM P/P 144A CV 01.5000 05/15/2023 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 03.0711 11/25/2034 0.01%
WAMU 2005-AR1 A2A3 02.8911 01/25/2045 0.01%
WAMU 2005-AR11 A1C3 02.6011 08/25/2045 0.01%
WAMU 2005-AR2 1A1A 02.4211 01/25/2045 0.01%
WAMU 2005-AR2 2A2B 02.4711 01/25/2045 0.01%
WAMU 2005-AR8 2A1A 02.6711 07/25/2045 0.01%
WAMU 2005-AR8 2AB3 02.8111 07/25/2045 0.01%
WAMU 2005-AR8 2AC2 03.0111 07/25/2045 0.01%
WAMU 2006-AR4 1A1A 02.4042 05/25/2046 0.01%
WARNER MEDIA LLC 02.9500 07/15/2026 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%
WAYFAIR INC P/P 144A CV 00.3750 09/01/2022 0.01%
WBCMT 2005-C21 D 05.4644 10/15/2044 0.01%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.01%
WELLS FARGO & COMPANY 07.5000 CV PFD 0.01%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.01%
WESTERN DI P/P 144A CV 01.5000 02/01/2024 0.01%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 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 2013-LC12 C 04.4231 07/15/2046 0.01%
WFCM 2014-LC16 XA IO 01.5012 08/15/2050 0.01%
WFCM 2016-LC25 XA IO 01.2249 12/15/2059 0.01%
WFRBS 2011-C4 D P/P 144A 05.3988 06/15/2044 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 04.6278 08/15/2046 0.01%
WFRBS 2013-C16 AS 04.6680 09/15/2046 0.01%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.01%
WFRBS 2014-C19 AS 04.2710 03/15/2047 0.01%
WHITING PETRO CV 01.2500 04/01/2020 0.01%
WHITING PETROLEUM C P/P 144A 06.6250 01/15/2026 0.01%
WIX LTD P/P 144A 00.0000 07/01/2023 0.01%
WM MORRISON SUPERMARKETS 0.01%
WORKDAY INC P/P 144A CV 00.2500 10/01/2022 0.01%
WORLDPAY INC-CLASS A 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%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.01%
WRIGHT MEDCL CV 02.0000 02/15/2020 0.01%
WYNDHAM DESTINATIONS INC 05.6250 03/01/2021 0.01%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.01%
YANGZIJIANG SHIPBUILDING 0.01%
ZAYO GROUP HOLDINGS INC 0.01%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
2.875 R ISWP FWD US0003M P 09/19/2020 0.00%
2.90 R ISWP FWD US0003M P 09/19/2023 0.00%
2.95 R ISWP FWD US0003M P 09/19/2028 0.00%
21ST CENTURY FOX AMERICA 07.8500 03/01/2039 0.00%
A SCHULMAN INC 06.8750 06/01/2023 0.00%
ABBVIE INC 02.9000 11/06/2022 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.00%
AKORN INC 0.00%
ALEXANDRIA REAL ESTATE E 07.0000 CUM CV PFD 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%
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%
ALPHA 2 BV P/P 144A 08.7500 06/01/2023 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%
ANTERO RESOURCES 05.3750 11/01/2021 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.00%
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%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.00%
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CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 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.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG 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 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.A.7 2047-01-17 200.0 01/17/2047 MS 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 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.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 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 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 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 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 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 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 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 MS 0.00%
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ENERGY TRANSFER PARTNERS 05.2000 02/01/2022 0.00%
ENERGY TRANSFER PARTNERS 06.1250 12/15/2045 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 ACQ P/P 144A 08.0000 02/15/2025 0.00%
EPR PROPERTIES 0.00%
EQUINOR ASA USD 05.1000 08/17/2040 0.00%
EQUITY COMMONWEALTH 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/SEK PUT 10.00 20180809 HSBCB 0.00%
EUR/USD 09/19/2018 BANKAM 0.00%
EUR/USD 09/19/2018 BCAP-FX 0.00%
EUR/USD 09/19/2018 CITI 0.00%
EUR/USD 09/19/2018 CSI-FX 0.00%
EUR/USD 09/19/2018 GSFX 0.00%
EUR/USD 09/19/2018 HSBCB 0.00%
EUR/USD 09/19/2018 JPMCB 0.00%
EUR/USD 09/19/2018 RBSF 0.00%
EUR/USD 09/19/2018 SSBT 0.00%
EUR/USD 09/19/2018 UBS 0.00%
EXACT SCIENCES CORP CV 01.0000 01/15/2025 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%
FIDELITY NATL CV 04.2500 08/15/2018 0.00%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.00%
FINISAR CORP CV 00.5000 12/15/2036 0.00%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.00%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 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 05.0935 10/25/2023 0.00%
FRONTIER COMM 11.0000 09/15/2025 0.00%
FUJITSU LTD 0.00%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.00%
GATES GLOBAL TLB L+275 05.0844 03/31/2024 0.00%
GBP/USD 09/19/2018 BANKAM 0.00%
GBP/USD 09/19/2018 BCAP-FX 0.00%
GBP/USD 09/19/2018 CITI 0.00%
GBP/USD 09/19/2018 CSI-FX 0.00%
GBP/USD 09/19/2018 GSFX 0.00%
GBP/USD 09/19/2018 HSBCB 0.00%
GBP/USD 09/19/2018 JPMCB 0.00%
GBP/USD 09/19/2018 SSBT 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%
GMAC CAPITAL TRUST I PCT 08.1275 0.00%
GNMA GII30 OBD1714 03.5000 11/20/2047 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%
GSMS 2011-GC5 D P/P 144A 05.5644 08/10/2044 0.00%
GSMS 2013-GC10 D P/P 144A 04.5576 02/10/2046 0.00%
GSMS 2013-GC10 XA IO 01.6921 02/10/2046 0.00%
GSMS 2013-GC12 XA IO 01.5781 06/10/2046 0.00%
GSMS 2014-GC24 XA IO 00.9530 09/10/2047 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.00%
HCA INC 05.0000 03/15/2024 0.00%
HCA INC 05.2500 06/15/2026 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 02/24/2024 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2038 0.00%
HERITAGE INS P/P 144A CV 05.8750 08/01/2037 0.00%
HESS CORP 07.3000 08/15/2031 0.00%
HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 0.00%
HKD/USD 08/16/2018 BANKAM 0.00%
HKD/USD 08/16/2018 BCAP-FX 0.00%
HMBT 2004-2 A1 02.8311 12/25/2034 0.00%
HONEYWELL INTERNATIONAL 04.2500 03/01/2021 0.00%
HONEYWELL INTL 03.8120 11/21/2047 0.00%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
HOST HOTELS & RESORTS LP 06.0000 10/01/2021 0.00%
HUNTINGTON INGALLS INDUSTRIE 0.00%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.00%
IBERDROLA INTL BV USD 06.7500 07/15/2036 0.00%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.00%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.00%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.00%
ILS/USD 07/18/2018 SSBT 0.00%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.00%
INSMED INC CV 01.7500 01/15/2025 0.00%
INSULET CORP P/P 144A CV 01.3750 11/15/2024 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%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.00%
ISHARES MSCI TAIWAN ETF 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 04.6250 12/15/2025 0.00%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.00%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 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 01.1717 12/15/2048 0.00%
JPMCC 2012-LC9 XA IO 01.7024 12/15/2047 0.00%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.00%
JPMCC 2013-C16 XA IO 01.2257 12/15/2046 0.00%
JPY/USD 08/16/2018 BANKAM 0.00%
JPY/USD 08/16/2018 BCAP-FX 0.00%
JPY/USD 08/16/2018 CITI 0.00%
JPY/USD 08/16/2018 CSI-FX 0.00%
JPY/USD 08/16/2018 GSFX 0.00%
JPY/USD 08/16/2018 HSBCB 0.00%
JPY/USD 08/16/2018 JPMCB 0.00%
JPY/USD 08/16/2018 RBSF 0.00%
JPY/USD 08/16/2018 SSBT 0.00%
JPY/USD 08/16/2018 UBS 0.00%
JPY/USD 08/16/2018 WPAC 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%
KRAFT HEINZ FOODS CO 06.5000 02/09/2040 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.6236 09/15/2039 0.00%
LBUBS 2008-C1 AM 06.3193 04/15/2041 0.00%
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 EXPEDIA HOLD-A 0.00%
LIBERTY MEDIA CV 01.0000 01/30/2023 0.00%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 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%
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%
MFA FINANCIAL INC 0.00%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.00%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.00%
MGM RESORTS INTL 06.6250 12/15/2021 0.00%
MGM RESORTS INTL 08.6250 02/01/2019 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MICROSOFT CORP 04.2000 06/01/2019 0.00%
MICROSOFT CORP 05.3000 02/08/2041 0.00%
MINI MSCI EAFE SEP18 MFSU8 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 00.4278 02/15/2046 0.00%
MSC 2012-C4 AS 03.7730 03/15/2045 0.00%
MWO HOLDINGS LLC 0.00%
N TX HWY-TXB-B 06.7180 01/01/2049 0.00%
NCHET 2004-2 A4 03.1911 08/25/2034 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.00%
NEIMAN MARCUS TL L+325 05.2630 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%
NEVRO CORP CV 01.7500 06/01/2021 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/SEK PUT 1.0735 20180712 HSBCB 0.00%
NOK/SEK PUT 1.075 20180712 BCAP-FX 0.00%
NOK/SEK PUT 1.075 20180712 GSFX 0.00%
NOK/USD 09/19/2018 BANKAM 0.00%
NOK/USD 09/19/2018 BCAP-FX 0.00%
NOK/USD 09/19/2018 CITI 0.00%
NOK/USD 09/19/2018 CSI-FX 0.00%
NOK/USD 09/19/2018 GSFX 0.00%
NOK/USD 09/19/2018 JPMCB 0.00%
NOK/USD 09/19/2018 SSBT 0.00%
NOK/USD 09/19/2018 UBS 0.00%
NORTHROP GRUMMAN SYSTEMS 07.8750 03/01/2026 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%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.00%
NUTRIEN LTD USD 05.2500 01/15/2045 0.00%
NVR INC 03.9500 09/15/2022 0.00%
NZD/USD 07/18/2018 BANKAM 0.00%
NZD/USD 07/18/2018 CSI-FX 0.00%
NZD/USD 07/18/2018 HSBCB 0.00%
NZD/USD 07/18/2018 JPMCB 0.00%
NZD/USD 07/18/2018 SSBT 0.00%
NZD/USD 07/18/2018 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%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.00%
OMNICARE INC 04.7500 12/01/2022 0.00%
ON SEMICONDUC CV 01.0000 12/01/2020 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 AMERIC 04.5000 11/01/2023 0.00%
PACKAGING CORP OF AMERICA 03.9000 06/15/2022 0.00%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.00%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
PEPSICO INC 03.4500 10/06/2046 0.00%
PERKINELMER INC 0.00%
PETROBRAS GLOBAL FIN P/P 144A 05.2990 01/27/2025 0.00%
PETROBRAS GLOBAL FINANCE REGS 05.2990 01/27/2025 0.00%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.00%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.00%
PETROLEOS MEXICANOS USD 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 05.8750 12/01/2025 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%
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%
REINSURANCE GROUP OF AMERICA 0.00%
REVLON CONS TLB L+350 05.5935 09/07/2023 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 GLOBAL INC 04.4000 02/15/2026 0.00%
S&P MID 400 EMINI SEP18 FAU8 0.00%
S&P500 EMINI FUT SEP18 ESU8 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%
SEACOR HLDGS CV 03.0000 11/15/2028 0.00%
SEK/USD 09/19/2018 BANKAM 0.00%
SEK/USD 09/19/2018 BCAP-FX 0.00%
SEK/USD 09/19/2018 CITI 0.00%
SEK/USD 09/19/2018 CSI-FX 0.00%
SEK/USD 09/19/2018 GSFX 0.00%
SEK/USD 09/19/2018 HSBCB 0.00%
SEK/USD 09/19/2018 JPMCB 0.00%
SEK/USD 09/19/2018 RBSF 0.00%
SEK/USD 09/19/2018 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 08/16/2018 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 06.1250 11/15/2022 0.00%
SM ENERGY CO 06.5000 01/01/2023 0.00%
SM ENERGY CO 06.5000 11/15/2021 0.00%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.00%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.00%
SPIRIT MTA REIT 0.00%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.00%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.00%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.00%
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. 04.0000 04/15/2022 0.00%
TAIWAN SEMICONDUCTOR-SP ADR 0.00%
TALOS PRODUCTION LLC P/P 144A 11.0000 04/03/2022 0.00%
TARGA RES PRTNRS 05.3750 02/01/2027 0.00%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.00%
TCP CAP CORP CV 05.2500 12/15/2019 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%
TENET HEALTHCARE 06.0000 10/01/2020 0.00%
TERVITA CORP CLASS A 0.00%
TEVA PHARMACEUTICALS NE USD 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%
THERMO FISHER SCIENTIFIC INC 0.00%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
TOPIX INDX FUTR SEP18 TPU8 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 08/16/2018 0.00%
TREASURY BILL 00.0000 08/23/2018 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 09/19/2018 SSBT 0.00%
TWD/USD 08/16/2018 BANKAM 0.00%
TWD/USD 08/16/2018 GSFX 0.00%
TWITTER INC P/P 144A CV 00.2500 06/15/2024 0.00%
TWO HARBORS INVESTMENT CORP 0.00%
TXU TCEH RIGHTS 0.00%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.00%
UBSBB 2012-C3 C P/P 144A 05.2095 08/10/2049 0.00%
UBSBB 2012-C4 XA IO P/P 144A 01.7949 12/10/2045 0.00%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.00%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.00%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.00%
UNIVISION TLC5 L+275 04.8435 03/15/2024 0.00%
US 10YR NOTE (CBT)SEP18 TYU8 0.00%
US 2YR NOTE (CBT) SEP18 TUU8 0.00%
US 5YR NOTE (CBT) SEP18 FVU8 0.00%
US LONG BOND(CBT) SEP18 USU8 0.00%
US ULTRA BOND CBT SEP18 WNU8 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%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.00%
VIACOM INC 04.5000 03/01/2021 0.00%
VISTRA ENERGY CORP 07.0000 CV PFD 0.00%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.00%
WAMU 2005-AR19 A1A2 02.3811 12/25/2045 0.00%
WAMU 2005-AR2 2A1B 02.4611 01/25/2045 0.00%
WAMU 2005-AR6 2AB2 02.8311 04/25/2045 0.00%
WAND MERGER CORP P/P 144A 08.1250 07/15/2023 0.00%
WAND MERGER CORP P/P 144A 09.1250 07/15/2026 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 04.8750 11/19/2019 0.00%
WFCM 2012-LC5 XA IO P/P 144A 01.9485 10/15/2045 0.00%
WFMBS 2005-AR10 1A2 03.9277 06/25/2035 0.00%
WFMBS 2005-AR10 2A16 03.9108 06/25/2035 0.00%
WFMBS 2005-AR12 2A7 03.8952 06/25/2035 0.00%
WFMBS 2005-AR8 1A2 04.1295 06/25/2035 0.00%
WFRBS 2011-C3 XA IO P/P 144A 01.5310 03/15/2044 0.00%
WFRBS 2011-C4 E P/P 144A 05.3988 06/15/2044 0.00%
WFRBS 2011-C5 XA IO P/P 144A 01.9103 11/15/2044 0.00%
WFRBS 2012-C10 C 04.5268 12/15/2045 0.00%
WFRBS 2012-C10 XA IO P/P 144A 01.7208 12/15/2045 0.00%
WFRBS 2012-C6 AS 03.8350 04/15/2045 0.00%
WFRBS 2012-C9 XA IO P/P 144A 02.0511 11/15/2045 0.00%
WFRBS 2013-C15 C 04.6278 08/15/2046 0.00%
WFRBS 2014-C19 C 04.6460 03/15/2047 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%
WPX ENERGY INC 05.7500 06/01/2026 0.00%
WPX ENERGY INC 06.0000 01/15/2022 0.00%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.00%
AUD/USD 07/18/2018 BANKAM -0.01%
AUD/USD 07/18/2018 BCAP-FX -0.01%
AUD/USD 07/18/2018 CITI -0.01%
AUD/USD 07/18/2018 CSI-FX -0.01%
AUD/USD 07/18/2018 GSFX -0.01%
AUD/USD 07/18/2018 HSBCB -0.01%
AUD/USD 07/18/2018 JPMCB -0.01%
AUD/USD 07/18/2018 SSBT -0.01%
AUD/USD 07/18/2018 WPAC -0.01%
RU10INTR P US0003M R 11/27/18 CI -0.04%
EMIN RUSSELL 2000 SEP18 RTYU8 -0.05%
CGPUTQL2 R US0003M P 11/27/18 CI -0.08%

Prior top holdings

Top holdings as of 08/31/18
Putnam Retirement Advantage GAA Balanced Trust 58.17%
Putnam Retirement Advantage GAA Conservative Trust 26.52%
Putnam Retirement Advantage GAA Income Strategies Trust 11.01%
Putnam Retirement Advantage GAA Money Market Trust 4.34%
Top holdings as of 07/31/18
Putnam Retirement Advantage GAA Balanced Trust 58.02%
Putnam Retirement Advantage GAA Conservative Trust 26.60%
Putnam Retirement Advantage GAA Income Strategies Trust 10.99%
Putnam Retirement Advantage GAA Money Market Trust 4.43%
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%