Retirement Advantage 2025 Fund

Comprehensively managed portfolios diversified to align with your retirement horizon

Objective

Retirement Advantage Funds seek to maximize returns while maintaining a level of risk appropriate for a person planning to retire on or about the calendar year designated in each fund's name.

Strategy and process

  • Tailored to retirement: Each fund's target date reflects when investors are expected to retire and determines the portfolio's asset allocation.
  • Unique glide path: Allocations are structured to pursue performance and downside protection near retirement.
  • Comprehensively managed: Putnam's seasoned Global Asset Allocation team implements all steps of the investment process - the glide path, tactical allocations, and security selection.
  • Competitive CIT structure: The funds offer lower fee structure and the less complex administrative requirements of a collective investment trust, along with flexible pricing options.

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $14.67
-0.07% | $-0.01
$14.74
11/06/17
$13.04
11/18/16
Historical fund price

Fund facts as of 10/31/17

Total net assets
$526.15M
Turnover (fiscal year end)
73%
Dividend frequency
Annually
Number of holdings
4
Fiscal year-end
September
CUSIP / Fund code
746751452 / 2004
Inception date
01/03/08
Class I  
Category
Target Date
Open to new investors
Ticker
--

Management team


Co-Head of Global Asset Allocation

Co-Head of Global Asset Allocation

Chief Investment Officer, Global Asset Allocation

Co-Head of Global Asset Allocation



Performance

  • Total return (%) as of 09/30/17

  • Annual performance as of 09/30/17

Annualized performance 1 yr. 3 yrs. 5 yrs. Life (inception: 01/03/08 )
At net asset value 11.09% 6.50% 9.11% 5.65%
Custom Retirement Advantage 2025 Index 9.85% 6.31% 8.42% --

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

Performance snapshot

  At net asset value  
1 mt. as of 10/31/17 1.17 %
YTD as of 11/17/17 10.05 %

Risk-adjusted performance as of 10/31/17

Alpha (3 yrs.) -0.28
Sharpe ratio (3 yrs.) 0.98
Treynor ratio (3 yrs.) 5.62
Information ratio (3 yrs.) 0.12

Volatility as of 10/31/17

Standard deviation (3 yrs.) 6.15%
Beta 1.07
R-squared 0.97

Capture ratio as of 10/31/17

Up-market (3 yrs.) 102.40
Down-market (3 yrs.) 102.84

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

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

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


Holdings

Top holdings as of 10/31/17

Putnam Retirement Advantage GAA Balanced Trust 71.78%
Putnam Retirement Advantage GAA Conservative Trust 15.79%
Putnam Retirement Advantage GAA Income Strategies Trust 8.07%
Putnam Retirement Advantage GAA Money Market Trust 4.41%

Full portfolio holdings as of 09/30/17

GNMA GII30 MA4652 03.5000 08/20/2047 1.55%
APPLE INC 1.44%
ALPHABET INC-CL A 1.37%
MICROSOFT CORP 1.37%
JPMORGAN CHASE & CO 1.03%
FNMA FN30 TBA 03.0000 11/01/2047 0.97%
JOHNSON & JOHNSON 0.96%
GNMA GII30 TBA 03.5000 10/01/2047 0.95%
FNMA FN30 MA2864 03.5000 01/01/2047 0.89%
CITIGROUP INC 0.86%
FNMA FN15 TBA 03.0000 10/01/2032 0.80%
FNMA FN15 AL9468 03.0000 12/01/2031 0.77%
UNITEDHEALTH GROUP INC 0.77%
VERIZON COMMUNICATIONS INC 0.77%
FNMA FN30 TBA 06.0000 10/01/2047 0.72%
GILEAD SCIENCES INC 0.70%
FHLMC FH30G G08677 04.0000 11/01/2045 0.69%
GNMA GII30 MA4451 03.5000 05/20/2047 0.66%
SPDR S&P 500 ETF TRUST 0.66%
TREASURY BILL 00.0000 02/08/2018 0.65%
FNMA FN30 890765 03.5000 09/01/2046 0.60%
MCDONALD'S CORP 0.59%
APPLIED MATERIALS INC 0.58%
CELGENE CORP 0.58%
GOLDMAN SACHS GROUP INC 0.58%
LOWES COMPANIES INC 0.52%
PEPSICO INC 0.48%
TEXAS INSTRUMENTS INC 0.48%
GNMA GII30 MA4586 03.5000 07/20/2047 0.47%
EXXON MOBIL CORP 0.45%
UNION PACIFIC CORP 0.43%
FNMA FN30 BC9003 03.0000 11/01/2046 0.42%
WALT DISNEY CO/THE 0.42%
TJX COMPANIES INC 0.40%
FNMA FN30 TBA 04.0000 11/01/2047 0.39%
MERCK & CO. INC. 0.36%
VALERO ENERGY CORP 0.35%
REPO TRIPA TREAS 1.04 10/02/2017 0.34%
L3 TECHNOLOGIES INC 0.33%
FNMA FN30 TBA 03.5000 11/01/2047 0.32%
NORTHROP GRUMMAN CORP 0.32%
RAYTHEON COMPANY 0.32%
ELI LILLY & CO 0.30%
FACEBOOK INC-A 0.30%
FNMA FN30 BH5117 04.0000 08/01/2047 0.30%
MCKESSON CORP 0.30%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.29%
ENTERGY CORP 0.28%
HP INC 0.28%
KIMBERLY-CLARK CORP 0.28%
WALGREENS BOOTS ALLIANCE INC 0.28%
FNMA FN30 AS6395 03.5000 12/01/2045 0.27%
RALPH LAUREN CORP 0.27%
REPO TRIPA MORTG 1.05 10/02/2017 0.27%
REPO TRIPA MORTG 1.08 10/02/2017 0.27%
TYSON FOODS INC-CL A 0.27%
WAL-MART STORES INC 0.27%
DELTA AIR LINES INC 0.25%
INTUIT INC 0.25%
CUMMINS INC 0.24%
SQUARE INC - A 0.24%
WILLIAMS COS INC 0.24%
NORFOLK SOUTHERN CORP 0.23%
PRUDENTIAL FINANCIAL INC 0.23%
SHERWIN-WILLIAMS CO/THE 0.23%
ALLSTATE CORP 0.22%
PARSLEY ENERGY INC-CLASS A 0.22%
SYSCO CORP 0.22%
DISCOVERY COMMUNICATIONS-A 0.21%
E*TRADE FINANCIAL CORPORATION 0.21%
ONEOK INC 0.21%
REPO TRIPA MORTG 1.03 10/05/2017 0.21%
AFLAC INC 0.20%
CROWN HOLDINGS INC 0.20%
HOME DEPOT INC 0.20%
ROCHE HOLDING AG-GENUSSCHEIN 0.20%
AMERIPRISE FINANCIAL INC 0.19%
AMERISOURCEBERGEN CORP 0.19%
CDX CDX.NA.IG.28 100.0 06/20/2022 0.19%
EBAY INC 0.19%
ROSS STORES INC 0.19%
AMERICAN ELECTRIC POWER 0.18%
BAXTER INTERNATIONAL INC 0.18%
DXC TECHNOLOGY CO 0.18%
FNMA FN30 TBA 04.5000 11/01/2047 0.18%
JUNIPER NETWORKS INC 0.18%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.18%
ALLIANZ SE-REG 0.17%
CIMAREX ENERGY CO 0.17%
DANAHER CORP 0.17%
PARKER HANNIFIN CORP 0.17%
RUSSIAN FEDERATION P/P 144A 05.6250 04/04/2042 0.17%
SANOFI 0.17%
TOTAL SA 0.17%
UGI CORP 0.17%
ALLISON TRANSMISSION HOLDING 0.16%
BASF SE 0.16%
CAS 2014-C02 1M2 03.8372 05/25/2024 0.16%
CAS 2015-C04 2M2 06.7872 04/25/2028 0.16%
CLOROX COMPANY 0.16%
CR BARD INC 0.16%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.16%
HERSHEY CO/THE 0.16%
NOVARTIS AG-REG 0.16%
PVH CORP 0.16%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.16%
AGILENT TECHNOLOGIES INC 0.15%
BAYER AG-REG 0.15%
EQUITY RESIDENTIAL TR REIT 0.15%
HARTFORD FINANCIAL SVCS GRP 0.15%
SUNTRUST BANKS INC 0.15%
3I GROUP PLC 0.14%
CAS 2015-C04 1M2 06.9372 04/25/2028 0.14%
CITRIX SYSTEMS INC 0.14%
DEUTSCHE POST AG-REG 0.14%
DISCOVER FINANCIAL SERVICES 0.14%
ENEL SPA 0.14%
EXELON CORP 0.14%
FIRSTENERGY CORP 0.14%
GLAXOSMITHKLINE PLC 0.14%
MITSUBISHI UFJ FINANCIAL GRO 0.14%
WASTE MANAGEMENT INC 0.14%
AMADEUS IT GROUP SA 0.13%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.13%
BAKER HUGHES A GE CO 0.13%
HASBRO INC 0.13%
STEEL DYNAMICS INC 0.13%
VMWARE INC-CLASS A 0.13%
ALTRIA GROUP INC 0.12%
AMDOCS LTD 0.12%
AT&T INC 04.2500 03/01/2027 0.12%
ATOS SE 0.12%
AXA SA 0.12%
LEAR CORP 0.12%
MAXIM INTEGRATED PRODUCTS 0.12%
PACKAGING CORP OF AMERICA 0.12%
REPSOL SA 0.12%
SUMITOMO MITSUI FINANCIAL GR 0.12%
ULTA BEAUTY INC 0.12%
CONAGRA BRANDS INC 0.11%
DARDEN RESTAURANTS INC 0.11%
ITOCHU CORP 0.11%
KAO CORP 0.11%
MIZUHO FINANCIAL GROUP INC 0.11%
NIPPON TELEGRAPH & TELEPHONE 0.11%
US TREASURY N/B 01.1250 03/31/2020 0.11%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.11%
YUM BRANDS INC 0.11%
ADECCO GROUP AG-REG 0.10%
ADOBE SYSTEMS INC 0.10%
APPLE INC 02.1000 05/06/2019 0.10%
BNP PARIBAS 0.10%
BOUYGUES SA 0.10%
CAMPBELL SOUP CO 0.10%
CARNIVAL PLC 0.10%
CENTRAL JAPAN RAILWAY CO 0.10%
CITIGROUP INC 03.8870 01/10/2028 0.10%
DBUBS 2011-LC3A D P/P 144A 05.3454 08/10/2044 0.10%
DELL TECHNOLOGIES INC-CL V 0.10%
EVONIK INDUSTRIES AG 0.10%
F5 NETWORKS INC 0.10%
HCP INC 0.10%
HUNTINGTON INGALLS INDUSTRIE 0.10%
INDUSTRIVARDEN AB-A SHS 0.10%
JPMBB 2014-C22 XA IO 01.0800 09/15/2047 0.10%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.10%
LINCOLN NATIONAL CORP 0.10%
MARUBENI CORP 0.10%
MASCO CORP 0.10%
MORGAN STANLEY 0.10%
MUENCHENER RUECKVER AG-REG 0.10%
ORIX CORP 0.10%
PERSIMMON PLC 0.10%
PROCTER & GAMBLE CO/THE 0.10%
QUANTA SERVICES INC 0.10%
RESONA HOLDINGS INC 0.10%
SOCIETE GENERALE SA 0.10%
SWISS RE AG 0.10%
TAYLOR WIMPEY PLC 0.10%
TREASURY BILL 00.0000 12/14/2017 0.10%
WELLCARE HEALTH PLANS INC 0.10%
ALLY FINANCIAL INC 0.09%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.09%
ANNALY CAPITAL MANAGEMENT IN 0.09%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.09%
AVERY DENNISON CORP 0.09%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.09%
BANK OF AMERICA NA 01.3000 10/10/2017 0.09%
BUNGE LTD 0.09%
CENTRICA PLC 0.09%
CK ASSET HOLDINGS LTD 0.09%
ELECTROLUX AB-SER B 0.09%
FIAT CHRYSLER AUTOMOBILES NV 0.09%
FNMA FN30 AS5722 03.5000 09/01/2045 0.09%
FNMA FN30 AS7003 03.0000 04/01/2046 0.09%
FNMA FN30 BC2733 03.0000 05/01/2046 0.09%
FNMA FN30 BM1172 03.0000 03/01/2047 0.09%
FORTINET INC 0.09%
HEINEKEN HOLDING NV 0.09%
HOCHTIEF AG 0.09%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.09%
MARKS AND SPENCER LTD 0.09%
MORGAN STANLEY 03.6250 01/20/2027 0.09%
NEWMONT MINING CORP 0.09%
NISOURCE INC 0.09%
NN GROUP NV 0.09%
ORACLE CORPORATION 02.2500 10/08/2019 0.09%
OWENS CORNING 0.09%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.09%
PEUGEOT SA 0.09%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.09%
SAINSBURY (J) PLC 0.09%
SAMSUNG ELECTRONICS CO LTD 0.09%
SKY PLC 0.09%
SPDR S&P MIDCAP 400 ETF TRST 0.09%
SPIRIT AEROSYSTEMS HOLD-CL A 0.09%
SYNOPSYS INC 0.09%
TATE & LYLE PLC 0.09%
US TREASURY N/B 02.7500 08/15/2042 0.09%
WM MORRISON SUPERMARKETS 0.09%
ACS ACTIVIDADES 0.08%
AGNC INVESTMENT CORP 0.08%
ARAMARK 0.08%
CENTERPOINT ENERGY INC 0.08%
CIMIC GROUP LTD 0.08%
COMMONWEALTH BANK OF AUSTRALI 01.2700 10/12/2017 0.08%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.08%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.08%
FNMA FN30 BC1155 03.0000 06/01/2046 0.08%
GSMS 2010-C1 D P/P 144A 06.1973 08/10/2043 0.08%
INGREDION INC 0.08%
MANPOWERGROUP INC 0.08%
NVR INC 0.08%
OSHKOSH CORP 0.08%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.08%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.08%
SHIONOGI & CO LTD 0.08%
TELSTRA CORP LTD 0.08%
TERADYNE INC 0.08%
TRAVELERS COS INC/THE 0.08%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.08%
UNUM GROUP 0.08%
US TREASURY N/B 01.6250 02/15/2026 0.08%
WATSCO INC 0.08%
ALTRIA GROUP INC 02.6250 01/14/2020 0.07%
APPLE INC 04.2500 02/09/2047 0.07%
AT&T INC 05.1500 02/14/2050 0.07%
AUSTRALIA & NEW ZEALAND BANK 01.0700 10/02/2017 0.07%
BANK OF AMERICA CORP 05.6250 07/01/2020 0.07%
BANK OF AMERICA NA 01.3517 02/12/2018 0.07%
BPCE SA P/P 144A 04.5000 03/15/2025 0.07%
CAMDEN PROPERTY TRUST 0.07%
COCA-COLA AMATIL LTD 0.07%
DUKE REALTY CORP 0.07%
DUN & BRADSTREET CORP 0.07%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.07%
FNMA FN30 TBA 02.5000 10/01/2047 0.07%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.07%
GE CAP INTL FUNDING USD 02.3420 11/15/2020 0.07%
GENERAL ELECTRIC CO 04.5000 03/11/2044 0.07%
GNMA GII30 TBA 03.0000 10/01/2047 0.07%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.07%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.07%
HITACHI LTD 0.07%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.07%
JACOBS ENGINEERING GROUP INC 0.07%
KINGFISHER PLC 0.07%
MICROSOFT CORP 01.5500 08/08/2021 0.07%
NATIONAL AUSTRALIA BANK/CAYM 01.0500 10/02/2017 0.07%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.07%
NESTLE FINANCE INTERNATIONAL 64105RXA3 DCP 10/10/2017 0.07%
NESTLE SA-REG 0.07%
NORDEA BANK AB 65558GD91 DCP 04/09/2018 0.07%
PINNACLE FOODS INC 0.07%
ROYAL BANK OF CANADA NY 01.6172 12/08/2017 0.07%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.07%
SCOTTS MIRACLE-GRO CO 0.07%
TRANSUNION 0.07%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.07%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.07%
WH GROUP LTD 0.07%
AMAZON.COM INC P/P 144A 03.1500 08/22/2027 0.06%
ANA HOLDINGS INC 0.06%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.06%
BANCO SANTANDER SA 0.06%
BANK OF AMERICA CORP 03.8240 01/20/2028 0.06%
BARRATT DEVELOPMENTS PLC 0.06%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.06%
CAS 2016-C03 2M2 07.1372 10/25/2028 0.06%
COMM 2014-UBS6 C 04.6137 12/10/2047 0.06%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.06%
CREDIT AGRICOLE SA 0.06%
DNB NOR ASA 0.06%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.06%
HD SUPPLY HOLDINGS INC 0.06%
LAMB WESTON HOLDINGS INC 0.06%
NOMURA HOLDINGS INC 0.06%
PARK HOTELS & RESORTS INC 0.06%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.06%
QANTAS AIRWAYS LTD 0.06%
ROYAL DUTCH SHELL PLC-B SHS 0.06%
SANDVIK AB 0.06%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.06%
SPIRIT REALTY CAPITAL INC 0.06%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.06%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.06%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.06%
TORONTO-DOMINION HOLDINGS USA 89116EXG3 DCP 10/16/2017 0.06%
TOYOTA TSUSHO CORP 0.06%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.06%
US TREASURY N/B 04.5000 02/15/2036 0.06%
VEREIT INC 0.06%
VISTEON CORP 0.06%
VOYA FINANCIAL INC 0.06%
WHEELOCK & CO LTD 0.06%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.05%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.05%
ARISTOCRAT LEISURE LTD 0.05%
ASAHI KASEI CORP 0.05%
BANK OF MONTREAL/CHICAGO IL 01.3500 12/18/2017 0.05%
BANK OF NOVA SCOTIA/THE 01.4039 06/21/2018 0.05%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.05%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.05%
BOOZ ALLEN HAMILTON HOLDINGS 0.05%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.05%
BPCE SA 05571BX24 DCP 10/02/2017 0.05%
BRIXMOR PROPERTY GROUP INC 0.05%
BWX TECHNOLOGIES INC 0.05%
CANADA 13508TX35 DCP 10/03/2017 0.05%
CARLISLE COS INC 0.05%
CHARIOT FUNDING LLC 15963TYL7 DCP 11/20/2017 0.05%
CHARLES RIVER LABORATORIES 0.05%
CHEVRON CORP 01.5610 05/16/2019 0.05%
CHEVRON CORP 16677JXC5 DCP 10/12/2017 0.05%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.05%
COLLATERALIZED COMMERCIAL PAP 01.4207 01/05/2018 0.05%
COLLATERALIZED COMMERCIAL PAP 01.5261 10/26/2017 0.05%
COLONY NORTHSTAR INC-CLASS A 0.05%
COMM 2014-CR19 XA IO 01.3908 08/10/2047 0.05%
CREDIT AGRICOLE CORPORATE AND 01.0600 10/02/2017 0.05%
CSMC 2016-NXSR C 04.5094 12/15/2049 0.05%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.05%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.05%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.05%
DNB BANK ASA - 03/19/2018 01.3344 03/19/2018 0.05%
DR PEPPER SNAPPLE GROUP INC 0.05%
ENERGY TRANSFER LP 04.2000 04/15/2027 0.05%
FIRST HAWAIIAN INC 0.05%
FNMA FN30 AS7154 03.0000 05/01/2046 0.05%
FNMA FN30 MA2863 03.0000 01/01/2047 0.05%
FOREST CITY REALTY TRUST- A 0.05%
GE CAP INTL FUNDING USD 04.4180 11/15/2035 0.05%
GLAXOSMITHKLINE LLC 37737PX50 DCP 10/05/2017 0.05%
HIGHWOODS PROPERTIES INC 0.05%
INDUSTRIAL BANK OF KOREA 0.05%
KINDER MORGAN INC 03.1500 01/15/2023 0.05%
KRAFT HEINZ FOODS CO 02.1294 08/10/2022 0.05%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.05%
LIBERTY MEDIA COR-SIRIUSXM A 0.05%
LLOYDS BANK PLC NY 01.3667 01/16/2018 0.05%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.05%
MICROSOFT CORP 03.3000 02/06/2027 0.05%
MITSUBISHI CHEMICAL HOLDINGS 0.05%
MITSUBISHI TANABE PHARMA 0.05%
MOLSON COORS P/P 144A 01.9000 03/15/2019 0.05%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.05%
NCR CORPORATION 0.05%
NESTLE FINANCE INTERNATIONAL 64105RYV6 DCP 11/29/2017 0.05%
NEW WORLD DEVELOPMENT 0.05%
NORDEA BANK AB 65558FXB6 DCP 10/11/2017 0.05%
PETROLEOS MEXICANOS REGS 06.5000 03/13/2027 0.05%
PFIZER INC 01.7000 12/15/2019 0.05%
POPULAR INC 0.05%
PROCTER & GAMBLE CO/THE 74271TXG3 DCP 10/16/2017 0.05%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.05%
REINSURANCE GROUP OF AMERICA 0.05%
ROYAL MAIL PLC 0.05%
SIMON PROPERTY GROUP LP 82880WXP2 DCP 10/23/2017 0.05%
SKANDINAVISKA ENSKILDA BANKEN 83050TZN4 DCP 12/22/2017 0.05%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.05%
STACR 2014-HQ3 M3 05.9872 10/25/2024 0.05%
SUMITOMO MITSUI BANK NY 01.4517 11/06/2017 0.05%
SVENSKA HANDELSBANKEN NY 01.3544 12/15/2017 0.05%
SWEDBANK AB 87019RX27 DCP 10/02/2017 0.05%
TABCORP HOLDINGS LTD 0.05%
TAISEI CORP 0.05%
THUNDER BAY FUNDING LLC 88603GHS2 DCP 01/26/2018 0.05%
TIMKEN COMPANY 0.05%
TORONTO DOMINION BANK NY 01.6750 11/01/2017 0.05%
UPM-KYMMENE OYJ 0.05%
US TREASURY FRN 01.2268 07/31/2018 0.05%
US TREASURY N/B 02.0000 02/15/2022 0.05%
US TREASURY N/B 03.0000 02/15/2047 0.05%
VALEO SA 0.05%
VANTIV INC - CL A 0.05%
WAMU 2004-AR13 A1A 01.9572 11/25/2034 0.05%
WELLS FARGO BANK NA 01.6541 01/09/2018 0.05%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.05%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.04%
AIR LEASE CORP 03.6250 04/01/2027 0.04%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.04%
APARTMENT INVT & MGMT CO -A 0.04%
APPLE INC 02.0000 05/06/2020 0.04%
ASSOCIATED BRITISH FOODS PLC 0.04%
ASSURED GUARANTY LTD 0.04%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.04%
BANK OF NOVA SCOTIA/THE 06417JXC1 DCP 10/12/2017 0.04%
BRDCOM CRP / FIN P/P 144A 03.8750 01/15/2027 0.04%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.04%
CAS 2015-C02 1M2 05.2372 05/25/2025 0.04%
CBS CORP 04.6000 01/15/2045 0.04%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.04%
CGCMT 2014-GC19 X IO 01.3709 03/10/2047 0.04%
CHARIOT FUNDING LLC 15963TX61 DCP 10/06/2017 0.04%
CHARTER COMM OPT LLC P/P 144A 05.3750 05/01/2047 0.04%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.04%
CITIBANK NA 01.3100 10/10/2017 0.04%
CITIGROUP INC 02.6500 10/26/2020 0.04%
CITIGROUP INC 04.7500 05/18/2046 0.04%
COMCAST CORP 03.3750 02/15/2025 0.04%
COMM 2013-CR13 AM 04.4490 11/12/2046 0.04%
COMM 2013-LC13 XA IO 01.4871 08/10/2046 0.04%
COMM 2014-LC15 XA IO 01.4985 04/10/2047 0.04%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.04%
COOPERAT RABOBANK UA/NY USD 01.3350 04/03/2018 0.04%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.04%
CWL 2004-5 2A 01.7372 10/25/2034 0.04%
DNB BANK ASA 2332K0X23 DCP 10/02/2017 0.04%
EAST WEST BANCORP INC 0.04%
ECOLAB INC 02.7000 11/01/2026 0.04%
ENDESA S.A. 0.04%
EQT CORP 03.9000 10/01/2027 0.04%
EXPORT DEVELOPMENT CANADA 30215GX31 DCP 10/03/2017 0.04%
FLIR SYSTEMS INC 0.04%
GNMA GII30 TBA 04.0000 10/01/2047 0.04%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.04%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.04%
HARVEY NORMAN HOLDINGS LTD 0.04%
HCA INC 05.5000 06/15/2047 0.04%
HOYA CORP 0.04%
HSBC BANK PLC - 04/13/2018 01.2700 04/13/2018 0.04%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.04%
JPMORGAN CHASE & CO 02.2950 08/15/2021 0.04%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.04%
KAR AUCTION SERVICES INC 0.04%
KERRY PROPERTIES LTD 0.04%
LANDSTAR SYSTEM INC 0.04%
LEAR CORP 03.8000 09/15/2027 0.04%
LIBERTY PROPERTY TRUST 0.04%
LOUISIANA-PACIFIC CORP 04.8750 09/15/2024 0.04%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.04%
METLIFE SHORT TERM FUNDING LL 59157TXL2 DCP 10/20/2017 0.04%
MICHAELS COS INC/THE 0.04%
MORGAN STANLEY 02.6500 01/27/2020 0.04%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.04%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.04%
MSBAM 2013-C12 C 04.9229 10/15/2046 0.04%
NATIONAL AUSTRALIA BANK LTD 63254FBD8 DCP 02/13/2018 0.04%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.04%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.04%
NEWELL BRANDS INC 04.2000 04/01/2026 0.04%
OLD LINE FUNDING LLC 67984WFR4 DCP 11/15/2017 0.04%
ORACLE CORP 02.6500 07/15/2026 0.04%
PETROBRAS GLOBAL FINANCE USD 08.3750 05/23/2021 0.04%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.04%
PFIZER INC 0.04%
PPL CORP 0.04%
REGENCY MARKETS NO. 1 LLC 7588R0XR3 DCP 10/25/2017 0.04%
RELIANCE STEEL & ALUMINUM 0.04%
RENAULT SA 0.04%
RIO TINTO PLC 0.04%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.04%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.04%
SERVICEMASTER GLOBAL HOLDING 0.04%
SIMON PROPERTY GROUP LP 82880WX23 DCP 10/02/2017 0.04%
STARWOOD PROPERTY TRUST INC 0.04%
STEEL DYNAMICS INC P/P 144A 04.1250 09/15/2025 0.04%
SUN HUNG KAI PROPERTIES 0.04%
SVENSKA HANDELSBANKEN AB 86960KG55 DCP 07/05/2018 0.04%
TIME WARNER INC 03.8000 02/15/2027 0.04%
TOPPAN PRINTING CO LTD 0.04%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.04%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.04%
US TREASURY N/B 02.7500 02/15/2024 0.04%
VESTAS WIND SYSTEMS A/S 0.04%
VICTORY RECEIVABLES CORP 92646KXG2 DCP 10/16/2017 0.04%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.04%
WAMU 2005-AR1 A2A1 01.9172 01/25/2045 0.04%
WFRBS 2011-C2 D P/P 144A 05.7881 02/15/2044 0.04%
WFRBS 2011-C3 D P/P 144A 05.8132 03/15/2044 0.04%
ABN AMRO FUNDING USA LLC 00084BXA7 DCP 10/10/2017 0.03%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.03%
ANGLO AMER PLC 0.03%
APPLE HOSPITALITY REIT INC 0.03%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.03%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.03%
AUSTRALIA & NEW ZEALAND BANKI 05253CE44 DCP 05/04/2018 0.03%
BANK OF MONTREAL CHICAGO 01.3644 10/17/2017 0.03%
BANK OF MONTREAL CHICAGO 01.3706 10/03/2017 0.03%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 0.03%
BANK OF TOKYO-MITSUBISHI UFJ 01.5200 10/30/2017 0.03%
BNP PARIBAS/CAYMAN ISLANDS 01.1600 10/03/2017 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 07.2500 04/15/2025 0.03%
CAFCO LLC 1247P2ZM9 DCP 12/21/2017 0.03%
CARTERS INC 0.03%
CAS 2015-C01 1M2 05.5372 02/25/2025 0.03%
CAS 2015-C02 2M2 05.2372 05/25/2025 0.03%
CAS 2015-C03 2M2 06.2372 07/25/2025 0.03%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.03%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.03%
CFCRE 2011-C2 D P/P 144A 05.9453 12/15/2047 0.03%
CGCMT 2014-GC21 X IO 01.4098 05/10/2047 0.03%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.03%
CHIMERA INVESTMENT CORP 0.03%
CIT GROUP INC 05.0000 08/01/2023 0.03%
CITIGROUP INC 06.2500 12/29/2049 0.03%
CMLTI 2005-2 1A2A 03.2532 05/25/2035 0.03%
COMCAST CORP 03.1500 03/01/2026 0.03%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.03%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.03%
COMM 2013-CR11 C P/P 144A 05.1685 08/10/2050 0.03%
COMM 2013-CR11 XA IO 01.1515 08/10/2050 0.03%
COMM 2014-UBS4 XA IO 01.3851 08/10/2047 0.03%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.03%
COMMONWEALTH BK AUSTR NY 01.6250 03/12/2018 0.03%
COVESTRO AG 0.03%
CSAIL 2015-C1 C 04.4417 04/15/2050 0.03%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.03%
DAI NIPPON PRINTING CO LTD 0.03%
DANSKE CORP 2363F6XH8 DCP 10/17/2017 0.03%
DYNEGY INC 07.3750 11/01/2022 0.03%
EDISON INTERNATIONAL 0.03%
ENBRIDGE INC USD 04.2500 12/01/2026 0.03%
ENERGIZER HOLDINGS INC 0.03%
EQUITY LIFESTYLE PROPERTIES 0.03%
FAIRWAY FINANCE CO LLC 30601VY62 DCP 11/06/2017 0.03%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.03%
FORTESCUE METALS GROUP LTD 0.03%
GAMING AND LEISURE PROPERTIE 0.03%
GENERAL ELECTRIC CO 05.0000 12/29/2049 0.03%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.03%
GNMA GII30 AT7632 04.0000 08/20/2046 0.03%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.03%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.03%
GOTHAM FUNDING CORP 38346LZL3 DCP 12/20/2017 0.03%
HITACHI CHEMICAL CO LTD 0.03%
HONEYWELL INTERNATIONAL INC 0.03%
HUMANA INC 0.03%
ISS A/S 0.03%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.03%
JPMCC 2012-C8 C P/P 144A 04.7589 10/15/2045 0.03%
KDDI CORP 0.03%
KURARAY CO LTD 0.03%
MEDIPAL HOLDINGS CORP 0.03%
MICROCHIP TEC P/P 144A CV 01.6250 02/15/2027 0.03%
MICROSOFT CORP 02.4000 08/08/2026 0.03%
MLMI 2005-A10 A 01.4472 02/25/2036 0.03%
MLMI 2005-A2 A2 02.9727 02/25/2035 0.03%
MSAC 2004-HE6 M1 02.0622 08/25/2034 0.03%
MSBAM 2013-C7 XA IO 01.6191 02/15/2046 0.03%
MSC 2011-C3 D P/P 144A 05.3268 07/15/2049 0.03%
MSC 2012-C4 D P/P 144A 05.6013 03/15/2045 0.03%
MSC 2012-C4 XA IO P/P 144A 02.2781 03/15/2045 0.03%
MSC INDUSTRIAL DIRECT CO-A 0.03%
NATIONAL AUSTRALIA BANK LTD 01.2731 12/12/2017 0.03%
NATIONAL BANK OF CANADA 63307LX63 DCP 10/06/2017 0.03%
NATIONWIDE BUILDING SOCIETY 6385E1AN1 DCP 01/22/2018 0.03%
NEWS CORP - CLASS A 0.03%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.03%
OTSUKA CORP 0.03%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.03%
PNC FINANCIAL SERVICES GROUP 0.03%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.03%
RANDSTAD HOLDING NV 0.03%
REGENCY MARKETS NO. 1 LLC 7588R0X51 DCP 10/05/2017 0.03%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.03%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.03%
RTL GROUP 0.03%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.03%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.03%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.03%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.03%
SPECTRUM BRANDS HOLDINGS INC 0.03%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.03%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.03%
SPST 2017-1 A 02.1372 02/25/2049 0.03%
STACR 2016-HQA2 M3 06.3872 11/25/2028 0.03%
STATOIL ASA USD 02.9000 11/08/2020 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
SWEDISH MATCH AB 0.03%
TCF FINANCIAL CORP 0.03%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.03%
TORO CO 0.03%
TWO HARBORS INVESTMENT CORP 0.03%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.03%
UBS GROUP FUNDIN P/P 144A 03.0000 04/15/2021 0.03%
UNILEVER NV-CVA 0.03%
US TREASURY N/B 01.0000 08/31/2019 0.03%
US TREASURY N/B 01.1250 12/31/2019 0.03%
US TREASURY N/B 02.0000 02/15/2025 0.03%
VALIDUS HOLDINGS LTD 0.03%
VECTREN CORP 0.03%
VERIZON COMM 04.5220 09/15/2048 0.03%
VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 0.03%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.03%
WAMU 2004-AR13 A2B 02.1172 11/25/2034 0.03%
WESTPAC BANKING CORP 01.3206 11/02/2017 0.03%
WESTPAC BANKING CORP 01.3544 01/08/2018 0.03%
WFCM 2016-LC25 XA IO 01.2371 12/15/2059 0.03%
WFRBS 2012-C10 D P/P 144A 04.5930 12/15/2045 0.03%
WFRBS 2013-C14 XA IO 00.9385 06/15/2046 0.03%
WFRBS 2014-C22 XA IO 01.0658 09/15/2057 0.03%
WFRBS 2014-C24 XA IO 01.1025 11/15/2047 0.03%
ABBVIE INC 02.5000 05/14/2020 0.02%
ABN AMRO FUNDING USA LLC 00084BZM9 DCP 12/21/2017 0.02%
ADS INC P/P 144A 05.6250 11/15/2024 0.02%
AES CORP/VA 05.1250 09/01/2027 0.02%
AES CORP/VA 05.5000 04/15/2025 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
ALPINE SECURITIZATION LTD 02089EY60 DCP 11/06/2017 0.02%
ALTA MESA HLDGS P/P 144A 07.8750 12/15/2024 0.02%
ALTRIA GROUP INC 02.8500 08/09/2022 0.02%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.02%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.02%
AMERICAN FINANCIAL GROUP INC 0.02%
AMERICAN HONDA FINANCE CORP 02665JX54 DCP 10/05/2017 0.02%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.02%
AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 0.02%
AMERICAN TOWER CORP 04.0000 06/01/2025 0.02%
APPLE INC 04.3750 05/13/2045 0.02%
ASTRAZENECA PLC 0.02%
AUSTRALIA & NEW ZEALAND BANKI 05253CBG0 DCP 02/16/2018 0.02%
AUTOMATIC DATA PROCESSING 0.02%
AUTONATION INC. 05.5000 02/01/2020 0.02%
BANDAI NAMCO HOLDINGS INC 0.02%
BANK OF NOVA SCOTIA HOUS 01.4111 06/07/2018 0.02%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.02%
BELDEN INC P/P 144A 05.2500 07/15/2024 0.02%
BERKSHIRE HATHAWAY INC-CL B 0.02%
BF0132 04.0000 07/01/2056 0.02%
BGC PARTNERS INC 05.1250 05/27/2021 0.02%
BIOGEN INC 03.6250 09/15/2022 0.02%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.02%
BNP PARIBAS SA/NEW YORK NY 01.3000 10/20/2017 0.02%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.02%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.02%
BRUKER CORP 0.02%
CABLE ONE INC 0.02%
CABOT CORP 0.02%
CALTEX AUSTRALIA LTD 0.02%
CBS CORP 03.5000 01/15/2025 0.02%
CBS CORP-CLASS B NON VOTING 0.02%
CELANESE CORP-SERIES A 0.02%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.02%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.02%
CENOVUS ENERGY INC. P/P 144A 04.2500 04/15/2027 0.02%
CGCMT 2012-GC8 XA IO P/P 144A 01.9793 09/10/2045 0.02%
CGPUTQL2 R USL3M P 12/01/17 CI 0.02%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.02%
CITIGROUP INC 03.6680 07/24/2028 0.02%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.02%
CME GROUP INC 0.02%
COMCAST CORP 02.3500 01/15/2027 0.02%
COMCAST CORP 06.9500 08/15/2037 0.02%
COMM 2010-C1 D P/P 144A 06.3239 07/10/2046 0.02%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.02%
COMMONWEALTH BANK OF AUSTRALI 01.1744 05/02/2018 0.02%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.02%
CORELOGIC INC 0.02%
COVIDIEN INTlL FIN USD 06.0000 10/15/2017 0.02%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.02%
CRANE CO 0.02%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.02%
CROWN CASTLE INTL CORP. 05.2500 01/15/2023 0.02%
CVS HEALTH CORP 0.02%
CWL 2005-8 M4 02.1672 12/25/2035 0.02%
DANSKE CORP 2363F6ZF0 DCP 12/15/2017 0.02%
DGB FINANCIAL GROUP INC 0.02%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.02%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.02%
DISH NETWORK CV 03.3750 08/15/2026 0.02%
DOLBY LABORATORIES INC-CL A 0.02%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.02%
DST SYSTEMS INC 0.02%
DYNEGY INC 07.6250 11/01/2024 0.02%
E.I. DU PONT DE NEMOURS 01.8406 05/01/2020 0.02%
EASTMAN CHEMICAL CO 03.8000 03/15/2025 0.02%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.02%
EQUITY COMMONWEALTH 0.02%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.02%
EURONET WORLDWIDE INC 0.02%
FHR 3829 AS IO 05.7156 03/15/2041 0.02%
FIDELITY NATIONAL INFO SERV 0.02%
FIRST QUANTUM P/P 144A 07.0000 02/15/2021 0.02%
FIRSTENERGY CORP 04.2500 03/15/2023 0.02%
FNR 2012-58 SM IO 05.2628 06/25/2042 0.02%
FORD MOTOR CO 0.02%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.02%
GENERAL DYNAMICS CORP 0.02%
GNR 2013-99 AS IO 04.8139 06/20/2043 0.02%
GNR 2016-H16 EI IO 02.2370 06/20/2066 0.02%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.02%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.02%
GREAT LAKES D&D 08.0000 05/15/2022 0.02%
GRUPO BIMBO SAB P/P 144A 03.8750 06/27/2024 0.02%
GSMS 2011-GC5 C P/P 144A 05.5653 08/10/2044 0.02%
GSMS 2013-GC16 D P/P 144A 05.5047 11/10/2046 0.02%
GSMS 2014-GC18 C 05.1091 01/10/2047 0.02%
GSMS 2015-GC30 XA IO 01.0237 05/10/2050 0.02%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.02%
HOLOGIC INC 0.02%
HOST HOTELS & RESORTS 05.2500 03/15/2022 0.02%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.02%
HSBC CAP FUNDING USD P/P 144A 10.1760 12/29/2049 0.02%
HSBC HOLDINGS PLC 0.02%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.02%
HYATT HOTELS CORP - CL A 0.02%
HYATT HOTELS CORP 04.8500 03/15/2026 0.02%
IBERDROLA SA 0.02%
IMM 2004-6 1A2 02.0172 10/25/2034 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%
INNOGY SE 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
INTL CONSOLIDATED AIRLINE-DI 0.02%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.02%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.02%
JPMBB 2013-C12 D 04.2222 07/15/2045 0.02%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.02%
JPMCC 2011-C5 D P/P 144A 05.5880 08/15/2046 0.02%
JPMCC 2012-C6 E P/P 144A 05.3074 05/15/2045 0.02%
JTEKT CORP 0.02%
KAJIMA CORP 0.02%
KELLOGG CO 03.2500 04/01/2026 0.02%
KEYCORP 02.3000 12/13/2018 0.02%
KINDER MORGAN INC 0.02%
KRAFT HEINZ FOODS CO 06.8750 01/26/2039 0.02%
LIBERTY STREET FUNDING LLC 53127TZE6 DCP 12/14/2017 0.02%
LIBERTY VENTURES - SER A 0.02%
LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 0.02%
MANHATTAN ASSET FUNDING CO LL 56274LXK5 DCP 10/19/2017 0.02%
MANHATTAN ASSET FUNDING CO LL 56274LY99 DCP 11/09/2017 0.02%
MAPFRE SA 0.02%
MASTEC INC 04.8750 03/15/2023 0.02%
MERCK & CO INC 01.8500 02/10/2020 0.02%
METLIFE INC. 04.7500 02/08/2021 0.02%
METLIFE SHORT TERM FUNDING LL 59157TXC2 DCP 10/12/2017 0.02%
MFA FINANCIAL INC 0.02%
MICRON TECH CV 01.6250 02/15/2033 0.02%
MID-AMERICA APARTMENT COMM 0.02%
MITSUBISHI GAS CHEMICAL CO 0.02%
MIZUHO BANK LTD P/P 144A 01.5500 10/17/2017 0.02%
MIZUHO BANK LTD/NY USD 02.1541 10/12/2017 0.02%
MONSANTO CO 05.5000 08/15/2025 0.02%
MPLX LP 04.1250 03/01/2027 0.02%
MSBAM 2013-C13 XA IO 01.2673 11/15/2046 0.02%
MSBAM 2015-C25 XA IO 01.2890 10/15/2048 0.02%
MSC 2008-T29 B P/P 144A 06.4980 01/11/2043 0.02%
NABORS INDUSTRIES INC 04.6250 09/15/2021 0.02%
NATIONAL AUSTRALIA B P/P 144A 02.0072 12/09/2019 0.02%
NATIONAL BANK OF CANADA 63307LZB0 DCP 12/11/2017 0.02%
NATIONWIDE BUILDING SOCIETY 6385E0XG3 DCP 10/16/2017 0.02%
NAVISTAR INTERNATIONAL CORP 08.2500 11/01/2021 0.02%
NCHET 2003-4 M1 02.3622 10/25/2033 0.02%
NOMURA REAL ESTATE HOLDINGS 0.02%
NORDEA BANK AB P/P 144A 02.2500 05/27/2021 0.02%
NRW BANK 62939LX46 DCP 10/04/2017 0.02%
NRW BANK 62939LZ85 DCP 12/08/2017 0.02%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.02%
OMNICOM GROUP INC 03.6000 04/15/2026 0.02%
OSHKOSH CORP 05.3750 03/01/2025 0.02%
OUTFRONT MEDIA INC 0.02%
P G & E CORP 0.02%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.02%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.02%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.02%
PNC BANK NA 02.0000 05/19/2020 0.02%
POOL CORP 0.02%
PREMIER INC-CLASS A 0.02%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.02%
PUGET SOUND ENERGY INC 06.9740 06/01/2067 0.02%
QUALITY CARE PROPERTIES 0.02%
RABOBANK NEDERLAND NV NY 21687AY15 DCP 11/01/2017 0.02%
RANGE RESOURCES CORP P/P 144A 05.7500 06/01/2021 0.02%
RAYMOND JAMES FINANCIAL INC 0.02%
REGENCY MARKETS NO. 1 LLC 7588R0XB8 DCP 10/11/2017 0.02%
REP OF INDONESIA P/P 144A 05.2500 01/17/2042 0.02%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.02%
ROWAN COMPANIES PLC-A 0.02%
ROYAL BANK OF CANADA USD 02.2000 07/27/2018 0.02%
S&P GLOBAL INC 02.9500 01/22/2027 0.02%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.02%
SANTANDER ISSUANCES USD 05.1790 11/19/2025 0.02%
SENIOR HOUSING PROP TRUST 0.02%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.02%
SHIN-ETSU CHEMICAL CO LTD 0.02%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.02%
SIMON PROPERTY GROUP INC 0.02%
SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 0.02%
SOCIETE GENERALE SA 83369BXX9 DCP 10/31/2017 0.02%
SOCIETE GENERALE USD 02.7500 10/12/2017 0.02%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.02%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.02%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.02%
SWEDBANK AB 87019RYE0 DCP 11/14/2017 0.02%
SWEDBANK AB 87019RYV2 DCP 11/29/2017 0.02%
T-MOBILE USA INC 05.3750 04/15/2027 0.02%
T-MOBILE USA INC 06.3750 03/01/2025 0.02%
TENNECO INC 05.3750 12/15/2024 0.02%
TEVA PHARMACEUTICALS NE USD 03.1500 10/01/2026 0.02%
TEXAS GAS TRANSMISN P/P 144A 04.5000 02/01/2021 0.02%
TOHOKU ELECTRIC POWER CO INC 0.02%
TORONTO DOMINION BANK NY 01.6144 11/22/2017 0.02%
TRANSDIGM INC 06.3750 06/15/2026 0.02%
TREASURY BILL 00.0000 12/07/2017 0.02%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.02%
UBSBB 2012-C2 D P/P 144A 05.0550 05/10/2063 0.02%
UBSBB 2013-C6 XA IO P/P 144A 01.3825 04/10/2046 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%
VOESTALPINE AG 0.02%
WAMU 2004-AR13 A1B2 02.2172 11/25/2034 0.02%
WAMU 2005-AR11 A1C3 01.7472 08/25/2045 0.02%
WAMU 2005-AR2 2A2B 01.6172 01/25/2045 0.02%
WAMU 2005-AR8 2A1A 01.5272 07/25/2045 0.02%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.02%
WBCMT 2005-C21 D 05.4681 10/15/2044 0.02%
WELLS FARGO BANK NA 01.3511 02/07/2018 0.02%
WESCO INTERNATIONAL INC 0.02%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.02%
WESTROCK MWV LLC 08.2000 01/15/2030 0.02%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.02%
WFCM 2013-LC12 AS 04.4301 07/15/2046 0.02%
WFCM 2013-LC12 C 04.4301 07/15/2046 0.02%
WFRBS 2011-C4 D P/P 144A 05.4142 06/15/2044 0.02%
WFRBS 2011-C5 E P/P 144A 05.8611 11/15/2044 0.02%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.02%
WFRBS 2013-C15 C 04.6281 08/15/2046 0.02%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.02%
WFRBS 2014-C25 XA IO 01.0723 11/15/2047 0.02%
WHARF HOLDINGS LTD 0.02%
WILEY (JOHN) & SONS-CLASS A 0.02%
WILLIAMS PARTNERS LP 03.6000 03/15/2022 0.02%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 0.02%
WP CAREY INC 0.02%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.02%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.02%
XEROX CORP 0.02%
YANGZIJIANG SHIPBUILDING 0.02%
YUE YUEN INDUS 0.02%
ZOETIS INC 0.02%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
21ST CENTURY FOX AMERICA 03.0000 09/15/2022 0.01%
A SCHULMAN INC 06.8750 06/01/2023 0.01%
ABBVIE INC 02.9000 11/06/2022 0.01%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
AEROJET ROCK P/P 144A CV 02.2500 12/15/2023 0.01%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.01%
ALEXANDRIA REAL ESTATE EQUIT 0.01%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.01%
ALLEGHENY TECHNOLOGIES INC 09.3750 06/01/2019 0.01%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.01%
ALLERGAN PLC 05.5000 CV PFD 0.01%
ALLISON TRANSMISSION P/P 144A 05.0000 10/01/2024 0.01%
ALTABA INC 0.01%
ALTRIA GROUP INC 04.0000 01/31/2024 0.01%
AMAZON.COM INC 01.2000 11/29/2017 0.01%
AMAZON.COM INC P/P 144A 04.0500 08/22/2047 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMC ENT HOLDIN 06.1250 05/15/2027 0.01%
AMERICAN EXPRESS CO 04.9000 12/29/2049 0.01%
AMERICAN EXPRESS COMPANY 07.0000 03/19/2018 0.01%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.01%
AMERICAN TOWER CORP 05.5000 CV PFD 0.01%
AMG CAPITAL TRUST II 05.1500 CV PFD 0.01%
AMGEN INC 03.4500 10/01/2020 0.01%
ANHEUSER-BUSCH INBEV FIN 01.2500 01/17/2018 0.01%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.01%
ANTERO RESOURCES 05.3750 11/01/2021 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
ANTHEM INC 05.2500 CV PFD 0.01%
APACHE CORPORATION 03.2500 04/15/2022 0.01%
APPLE INC 03.4500 05/06/2024 0.01%
APPLE INC 03.8500 05/04/2043 0.01%
ARC PROP OPER PART L 04.6000 02/06/2024 0.01%
ARCELORMITTAL USD 07.5000 10/15/2039 0.01%
ARCONIC INC 05.3750 CUM CV PFD 0.01%
ARMT 2005-9 5A1 01.7772 11/25/2035 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.01%
ASPEN INSURANCE HOLDINGS LTD 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%
AVALONBAY COMMUNITIES INC 0.01%
AVAYA INC P/P 144A 07.0000 04/01/2019 0.01%
AXA SA P/P 144A 06.4630 12/29/2049 0.01%
BANK OF AMERICA CORP 02.0000 01/11/2018 0.01%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.01%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.01%
BANK OF AMERICA CORP 07.2500 CV PFD 0.01%
BANK OF NOVA SCOTIA USD 01.3750 12/18/2017 0.01%
BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 0.01%
BARCLAYS PLC USD 04.8360 05/09/2028 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BECTON DICKINSON AND CO 06.1250 CV PFD 0.01%
BEDFORD ROW FUNDING CORP 07644BAN2 DCP 01/22/2018 0.01%
BEIERSDORF AG 0.01%
BELDEN INC 06.7500 CV PFD 0.01%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.01%
BLACKSTONE MORTGAGE TR CV 05.2500 12/01/2018 0.01%
BLUE CUBE SPINCO INC 09.7500 10/15/2023 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BOARDWALK PIPELINES LP 04.4500 07/15/2027 0.01%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.01%
BOSTON PROPERTIES INC 0.01%
BOYD GAMING CORP 06.3750 04/01/2026 0.01%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.01%
BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
BRAND ENERGY TL L+425 05.5219 06/21/2024 0.01%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.01%
BROOKDALE SNR LIVING CV 02.7500 06/15/2018 0.01%
BROOKFIELD RESID P/P 144A 06.5000 12/15/2020 0.01%
BUILDERS FIRSTSOURCE P/P 144A 10.7500 08/15/2023 0.01%
BURLINGTN NORTH SANTA FE 05.4000 06/01/2041 0.01%
CAESARS ENT OPER TLB6B L+775 11.7500 03/01/2018 0.01%
CALATLANTIC GROUP INC 05.8750 11/15/2024 0.01%
CALATLANTIC GROUP INC CV 01.6250 05/15/2018 0.01%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.01%
CANADIAN IMP BK COMM NY 01.7250 02/02/2018 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%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.01%
CAS 2016-C05 2M1 02.5872 01/25/2029 0.01%
CBRE SERVICES INC 04.8750 03/01/2026 0.01%
CBRE SERVICES INC 05.2500 03/15/2025 0.01%
CBS CORP 02.9000 01/15/2027 0.01%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.01%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 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%
CELANESE US HOLDINGS LLC 05.8750 06/15/2021 0.01%
CEMEX SAB DE CV USD 03.7200 03/15/2020 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CGCMT 2013-GC17 AS 04.5440 11/10/2046 0.01%
CHARTA LLC 16115VY60 DCP 11/06/2017 0.01%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.01%
CHEMOURS CO 05.3750 05/15/2027 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHENIERE CORP CHRIST P/P 144A 05.1250 06/30/2027 0.01%
CHESAPEAKE EN P/P 144A CV 05.5000 09/15/2026 0.01%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.01%
CHEVRON CORP 01.1040 12/05/2017 0.01%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.01%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 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%
CIT GROUP INC. 05.0000 08/15/2022 0.01%
CITIGROUP INC 05.5000 09/13/2025 0.01%
CITIGROUP INC 05.9500 12/29/2049 0.01%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
COCA-COLA CO/THE 02.2500 09/01/2026 0.01%
COLONY STARWO P/P 144A CV 03.5000 01/15/2022 0.01%
COMCAST CORP 06.4500 03/15/2037 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 05.7623 12/10/2044 0.01%
COMM 2012-LC4 XA IO P/P 144A 02.3845 12/10/2044 0.01%
COMM 2013-CCRE9 D P/P 144A 04.3964 07/10/2045 0.01%
COMM 2014-CR14 XA IO 00.9569 02/10/2047 0.01%
COMM 2014-CR17 C 04.8948 05/10/2047 0.01%
COMM 2014-CR17 XA IO 01.2969 05/10/2047 0.01%
COMM 2014-LC17 XA IO 01.1115 10/10/2047 0.01%
COMM 2014-UBS6 XA IO 01.1746 12/10/2047 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
CONOCOPHILLIPS COMPANY 01.0500 12/15/2017 0.01%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.01%
CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 0.01%
CONSTELLATION BRANDS INC 03.7000 12/06/2026 0.01%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
CORNING INC 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.01%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.01%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.01%
CROWN CASTLE INTL CORP 04.7500 05/15/2047 0.01%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.01%
CROWN CASTLE INTL CORP 06.8750 CUM CV PFD 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%
CSTN MERGER SUB INC P/P 144A 06.7500 08/15/2024 0.01%
CSX CORP 04.1000 03/15/2044 0.01%
CVS HEALTH CORP 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%
DAIWA SECURITIES GROUP INC 0.01%
DCP MIDSTREAM OPERATING 03.8750 03/15/2023 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 LUFTHANSA-REG 0.01%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.01%
DEVON ENERGY CORPORATION 03.2500 05/15/2022 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
DISH DBS CORP 05.8750 11/15/2024 0.01%
DISTRIBUIDORA INTERNACIONAL 0.01%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.01%
DOUGLAS EMMETT INC 0.01%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.01%
DTE ENERGY CO 06.5000 CV PFD 0.01%
DYCOM IND INC CV 00.7500 09/15/2021 0.01%
DYNEGY INC P/P 144A 08.1250 01/30/2026 0.01%
E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 0.01%
EASYJET PLC 0.01%
ECOLAB INC 0.01%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.01%
EMERA US FINANCE LP 03.5500 06/15/2026 0.01%
ENDEAVOR ENERGY P/P 144A 08.1250 09/15/2023 0.01%
ENERGY TRANSFER LP 06.1250 12/15/2045 0.01%
ENERGY TRANSFER LP 06.5000 02/01/2042 0.01%
ENGIE 0.01%
ENI SPA 0.01%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.01%
EPR PROPERTIES 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
EQUINIX INC 0.01%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.01%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.01%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.01%
ESSEX PROPERTY TRUST INC 0.01%
EURONET WORLD CV 01.5000 10/01/2044 0.01%
EUTELSAT COMMUNICATIONS 0.01%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.01%
EXPEDIA INC 05.0000 02/15/2026 0.01%
EXPEDIA INC 05.9500 08/15/2020 0.01%
EXTRA SPACE STORAGE INC 0.01%
FED REPUBLIC OF BRAZIL USD 06.0000 04/07/2026 0.01%
FHLMC FH30G Q46436 04.0000 02/01/2047 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%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.01%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.01%
FNMA FN30 BE3084 04.0000 12/01/2046 0.01%
FNMA FN30 BE9027 04.0000 04/01/2047 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
FRONTIER COMM 10.5000 09/15/2022 0.01%
FTS INTL INC P/P 144A 08.8200 06/15/2020 0.01%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.01%
GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 0.01%
GGP INC 0.01%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.01%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.01%
GNR 2015-H25 BI IO 01.9114 10/20/2065 0.01%
GNR 2016-135 PI IO 04.0000 05/20/2046 0.01%
GOLDMAN SACHS GROUP INC 02.3750 01/22/2018 0.01%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.01%
GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 0.01%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.01%
GREAT PLAINS ENERGY INC 0.01%
GSMS 2011-GC5 XA IO P/P 144A 01.5206 08/10/2044 0.01%
GSMS 2014-GC18 XA IO 01.2867 01/10/2047 0.01%
GSMS 2014-GC22 XA IO 01.1832 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%
HCA INC 03.7500 03/15/2019 0.01%
HCA INC 05.0000 03/15/2024 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HCA INC 06.5000 02/15/2020 0.01%
HCP INC 04.2500 11/15/2023 0.01%
HEALTHCARE REALTY TRUST INC 03.8750 05/01/2025 0.01%
HESS CORP 08.0000 CV PFD 0.01%
HIGH RIDGE BRANDS CO P/P 144A 08.8750 03/15/2025 0.01%
HMBT 2004-2 A1 01.9772 12/25/2034 0.01%
HOME DEPOT INC 02.6250 06/01/2022 0.01%
HONEYWELL INTERNATIONAL 05.3750 03/01/2041 0.01%
HOST HOTELS & RESORTS INC 0.01%
HSBC BANK USA NA 01.4350 08/09/2018 0.01%
HSBC FINANCE CORP 06.6760 01/15/2021 0.01%
HUBSPOT INC P/P 144A CV 00.2500 06/01/2022 0.01%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 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%
INFOR US INC 06.5000 05/15/2022 0.01%
INTEL CORP 01.3500 12/15/2017 0.01%
INTEL CORP CV 03.2500 08/01/2039 0.01%
INTERNATIONAL GAME TECHNOLOG 0.01%
INTERPUBLIC GROUP OF COS INC 0.01%
IPALCO ENTPRS IN P/P 144A 03.7000 09/01/2024 0.01%
IRON MOUNTAIN INC 0.01%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.01%
JAPAN AIRLINES CO LTD 0.01%
JAPAN POST BANK CO LTD 0.01%
JAZZ INVESTME USD 01.8750 08/15/2021 0.01%
JM SMUCKER CO/THE 0.01%
JOHNSON & JOHNSON 05.1500 07/15/2018 0.01%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.01%
JPMBB 2013-C14 C 04.7211 08/15/2046 0.01%
JPMBB 2013-C17 XA IO 01.0428 01/15/2047 0.01%
JPMBB 2014-C19 XA IO 01.3218 04/15/2047 0.01%
JPMBB 2014-C24 XA IO 01.2087 11/15/2047 0.01%
JPMBB 2014-C25 XA IO 01.1209 11/15/2047 0.01%
JPMBB 2015-C33 XA IO 01.1840 12/15/2048 0.01%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.01%
JPMCC 2013-C10 XA IO 01.2580 12/15/2047 0.01%
JPMCC 2013-LC11 X IO 01.4812 04/15/2046 0.01%
JPMORGAN CHASE & CO 06.0000 12/29/2049 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.01%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.01%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.01%
KINDER MORGAN INC/DELAWA 04.3000 06/01/2025 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%
KRAFT HEINZ FOODS CO 06.5000 02/09/2040 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
KRATON POLYMERS P/P 144A 10.5000 04/15/2023 0.01%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.01%
LAGARDERE SCA 0.01%
LAREDO PETROLEUM INC 07.3750 05/01/2022 0.01%
LBMLT 2004-5 A5 01.7972 09/25/2034 0.01%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.01%
LENNAR CORP 04.7500 11/15/2022 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%
LIBERTY STREET FUNDING LLC 53127TZC0 DCP 12/12/2017 0.01%
LIONS GATE ENT P/P 144A 05.8750 11/01/2024 0.01%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.01%
LNSTR 2015-3 B P/P 144A 03.3278 04/20/2048 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
LSC COMMUNICATIONS INC 0.01%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.01%
MACQUARIE INFRASTRUCTU CV 02.0000 10/01/2023 0.01%
MANDATORY EXCH TRUST P/P 144A 05.7500 CV PFD 0.01%
MARATHON PETROLEUM CORP 0.01%
MASONITE INTL C P/P 144A 05.6250 03/15/2023 0.01%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MAZDA MOTOR CORP 0.01%
MEDICAL PROPERTIES TRUST INC 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MERCK & CO. INC. 01.3000 05/18/2018 0.01%
METHANEX CORP USD 05.6500 12/01/2044 0.01%
MGM RESORTS INTL 06.6250 12/15/2021 0.01%
MHL 2005-1 1M1 01.9572 02/25/2035 0.01%
MICRON TECH INC P/P 144A 05.2500 01/15/2024 0.01%
MICRON TECHNO CV 03.0000 11/15/2043 0.01%
MICROSOFT CORP 04.2000 06/01/2019 0.01%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.01%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.01%
MITSUBISHI MATERIALS CORP 0.01%
MIXI INC 0.01%
MOODY'S CORPORATION P/P 144A 03.2500 01/15/2028 0.01%
MOOG INC P/P 144A 05.2500 12/01/2022 0.01%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.01%
MSBAM 2012-C6 XA IO P/P 144A 01.9345 11/15/2045 0.01%
MSBAM 2013-C8 B 03.6997 12/15/2048 0.01%
MSBAM 2014-C17 XA IO 01.3954 08/15/2047 0.01%
MSC 2007-HQ11 AJ 05.5080 02/12/2044 0.01%
MSC 2011-C3 E P/P 144A 05.3268 07/15/2049 0.01%
MSC 2012-C4 C P/P 144A 05.6013 03/15/2045 0.01%
MTW FOODSERVICE ESCR 09.5000 02/15/2024 0.01%
MURPHY OIL CORP 05.7500 08/15/2025 0.01%
NABORS INDUSTRIES LTD 0.01%
NATIONAL RETAIL PROPERTIES 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NAVISTAR INTL CV 04.7500 04/15/2019 0.01%
NETAPP INC 0.01%
NEUROCRINE P/P 144A CV 02.2500 05/15/2024 0.01%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NEXTERA ENERGY INC 06.1230 CV PFD 0.01%
NH FOODS LTD 0.01%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.01%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.01%
NORBORD INC P/P 144A 06.2500 04/15/2023 0.01%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 0.01%
NOVA CHEMICALS CORP P/P 144A 04.8750 06/01/2024 0.01%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.01%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.01%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.01%
NOVELLUS SYS CV 02.6250 05/15/2041 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NRG ENERGY INC 07.2500 05/15/2026 0.01%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.01%
O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OMEGA HEALTHCARE INVESTORS 0.01%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
ON SEMICONDUC CV 01.0000 12/01/2020 0.01%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.01%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.01%
ORACLE CORP 02.5000 10/15/2022 0.01%
ORTHO-CLINICAL TLB L+375 05.0828 06/30/2021 0.01%
OSI SYS INC P/P 144A CV 01.2500 09/01/2022 0.01%
PACIFIC GAS & ELECTRIC 06.0500 03/01/2034 0.01%
PACIRA PHARMA P/P 144A CV 02.3750 04/01/2022 0.01%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.01%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.01%
PAYCHEX INC 0.01%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.01%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.01%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.01%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.01%
PETROLEOS MEXICANOS USD 05.6250 01/23/2046 0.01%
PETROLEOS MEXICANOS USD 06.6250 06/15/2035 0.01%
PHILLIPS 66 0.01%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.01%
PRECISION DRILLING CORP USD 07.7500 12/15/2023 0.01%
PRICELINE GROUP INC/THE 0.01%
PRICELINE GROUP INC/THE 03.6500 03/15/2025 0.01%
PRICELINE GRP INC/THE CV 01.0000 03/15/2018 0.01%
PRIMERICA INC 04.7500 07/15/2022 0.01%
PROLOGIS INC 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%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.01%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.01%
PRUDENTIAL FINANCIAL INC 08.8750 06/15/2038 0.01%
PUBLIC STORAGE 0.01%
PULTEGROUP INC 05.5000 03/01/2026 0.01%
PULTEGROUP INC. 07.8750 06/15/2032 0.01%
QEP RESOURCES INC 0.01%
REALOGY GROUP/CO-ISS P/P 144A 04.8750 06/01/2023 0.01%
REALPAGE INC P/P 144A CV 01.5000 11/15/2022 0.01%
REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 0.01%
REPUBLIC SERVICES INC 0.01%
REVLON CONS TLB L+350 04.7350 09/07/2023 0.01%
REYNOLDS GRP ISS/REY P/P 144A 04.8036 07/15/2021 0.01%
REYNOLDS GRP ISS/REY P/P 144A 07.0000 07/15/2024 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.01%
RLJ LODGING TRUST 01.9500 CUM CV PFD 0.01%
ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 0.01%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.01%
ROYAL BK SCOTLND USD 04.7000 07/03/2018 0.01%
RR DONNELLEY & SONS CO 0.01%
S&P GLOBAL INC 04.4000 02/15/2026 0.01%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SBERBANK (SB CAP SA) P/P 144A 05.1250 10/29/2022 0.01%
SCIENTIFIC GAMES INT P/P 144A 07.0000 01/01/2022 0.01%
SEMGROUP CORP P/P 144A 06.3750 03/15/2025 0.01%
SERVICE CORP INTL 05.3750 05/15/2024 0.01%
SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 0.01%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.01%
SHELF DRILL HOLD LTD P/P 144A 09.5000 11/02/2020 0.01%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.01%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.01%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.01%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.01%
SKANDINAV ENSKILDA BK NY 01.6250 11/15/2017 0.01%
SL GREEN REALTY CORP 0.01%
SM ENERGY CO 06.1250 11/15/2022 0.01%
SM ENERGY CO 06.5000 11/15/2021 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SOCIETE GENERALE NY USD 01.4500 10/20/2017 0.01%
SPRINGLEAF FINANCE CORP 06.1250 05/15/2022 0.01%
SPRINGLEAF FINANCE CORP 08.2500 12/15/2020 0.01%
SPRINT CORP 07.2500 09/15/2021 0.01%
SPRINT CORP 07.8750 09/15/2023 0.01%
SQUARE INC P/P 144A CV 00.3750 03/01/2022 0.01%
STACR 2013-DN2 M2 05.4872 11/25/2023 0.01%
STACR 2016-DNA3 M1 02.3372 12/25/2028 0.01%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.01%
STANLEY BLACK & DECKER I 05.3750 CV PFD 0.01%
STARWOOD PROP TR CV 04.0000 01/15/2019 0.01%
SUCAMPO PHARM P/P 144A CV 03.2500 12/15/2021 0.01%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.01%
SUNSTONE HOTEL INVESTORS INC 0.01%
SUPERIOR ENERGY SERVICES INC 0.01%
SUZUKI MOTOR CORP 0.01%
SVENSKA HANDELSBANKEN AB 86960KB92 DCP 02/09/2018 0.01%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.01%
T-MOBILE US INC 05.5000 CV PFD 0.01%
T-MOBILE USA INC 06.1250 01/15/2022 0.01%
T-MOBILE USA INC 06.6250 04/01/2023 0.01%
TARO PHARMACEUTICAL INDUS 0.01%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.01%
TCP CAP CORP CV 05.2500 12/15/2019 0.01%
TELEFONICA EMISIONES SAU USD 07.0450 06/20/2036 0.01%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.01%
TENET HEALTHCARE 04.7500 06/01/2020 0.01%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.01%
TENNANT CO P/P 144A 05.6250 05/01/2025 0.01%
TENNECO INC 05.0000 07/15/2026 0.01%
TERADYNE INC P/P 144A CV 01.2500 12/15/2023 0.01%
TESLA INC CV 01.2500 03/01/2021 0.01%
TIME WARNER INC 02.9500 07/15/2026 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TOYOTA MOTOR CREDIT CORP 01.5500 07/13/2018 0.01%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.01%
TREASURY BILL 00.0000 01/11/2018 0.01%
TREASURY BILL 00.0000 02/15/2018 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.01%
TUI AG-DI 0.01%
TURKEY GOVERNMENT BOND TRY 11.0000 03/02/2022 0.01%
TWITTER INC CV 01.0000 09/15/2021 0.01%
UBSBB 2012-C2 XA IO P/P 144A 01.5336 05/10/2063 0.01%
UBSBB 2012-C3 C P/P 144A 05.2098 08/10/2049 0.01%
UBSBB 2012-C4 XA IO P/P 144A 01.8351 12/10/2045 0.01%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.01%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.01%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.01%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.01%
UNITEDHEALTH GROUP INC 06.0000 02/15/2018 0.01%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.01%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.01%
US BANCORP 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.01%
VALEANT PHARMA P/P 144A 05.3750 03/15/2020 0.01%
VALEANT PHARMA P/P 144A 07.0000 03/15/2024 0.01%
VALERO ENERGY PARTNERS 04.3750 12/15/2026 0.01%
VECTOR GROUP LTD CV 01.7500 04/15/2020 0.01%
VENATOR FIN SARL/VEN P/P 144A 05.7500 07/15/2025 0.01%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.01%
VERIZON COMM 02.9460 03/15/2022 0.01%
VERIZON COMM 05.0120 04/15/2049 0.01%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.01%
VIACOM INC 04.5000 03/01/2021 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
VMWARE INC 03.9000 08/21/2027 0.01%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.01%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.01%
WAMU 2005-AR1 A2A3 02.0372 01/25/2045 0.01%
WAMU 2005-AR19 A1A2 01.5272 12/25/2045 0.01%
WAMU 2005-AR2 1A1A 01.5672 01/25/2045 0.01%
WAMU 2005-AR6 2AB2 01.6072 04/25/2045 0.01%
WAMU 2005-AR8 2AB3 01.5972 07/25/2045 0.01%
WAMU 2006-AR4 1A1A 01.7700 05/25/2046 0.01%
WEC ENERGY GROUP INC 03.4275 05/15/2067 0.01%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.01%
WELLS FARGO & COMPANY 07.5000 CV PFD 0.01%
WELLTOWER INC 0.01%
WELLTOWER INC 06.5000 CUM CV PFD 0.01%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.01%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.01%
WESTROCK CO P/P 144A 03.3750 09/15/2027 0.01%
WESTROCK MWV LLC 07.9500 02/15/2031 0.01%
WEYERHAEUSER CO 07.3750 03/15/2032 0.01%
WFCM 2012-LC5 XA IO P/P 144A 01.9583 10/15/2045 0.01%
WFCM 2014-LC16 XA IO 01.5383 08/15/2050 0.01%
WFRBS 2011-C4 E P/P 144A 05.4142 06/15/2044 0.01%
WFRBS 2012-C10 C 04.5280 12/15/2045 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.7531 12/15/2045 0.01%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
WFRBS 2013-C15 D P/P 144A 04.6281 08/15/2046 0.01%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.01%
WFRBS 2014-C19 AS 04.2710 03/15/2047 0.01%
WFRBS 2014-C19 C 04.6460 03/15/2047 0.01%
WILLIAMS PARTNERS L.P. 04.8750 03/15/2024 0.01%
WINDSTREAM SERVICES LLC 06.3750 08/01/2023 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
WORKDAY INC P/P 144A CV 00.2500 10/01/2022 0.01%
WPX ENERGY INC 06.0000 01/15/2022 0.01%
WPX ENERGY INC 07.5000 08/01/2020 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.01%
WYNDHAM WORLDWIDE CORP 05.6250 03/01/2021 0.01%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.01%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.01%
1.80 R ISWP FWD US0003M P 12/20/2019 0.00%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
1011778 BC / NEW RED P/P 144A 06.0000 04/01/2022 0.00%
2.05 R ISWP FWD US0003M P 12/20/2022 0.00%
2.25 R ISWP FWD US0003M P 12/20/2027 0.00%
21ST CENTURY FOX AMERICA 07.8500 03/01/2039 0.00%
ABBVIE INC 03.6000 05/14/2025 0.00%
AES CORP/VA 07.3750 07/01/2021 0.00%
AFLAC INC 06.4500 08/15/2040 0.00%
AGREE REALTY CORP 0.00%
AGRIUM INC USD 05.2500 01/15/2045 0.00%
AIR TRANSPORT P/P 144A CV 01.1250 10/15/2024 0.00%
AK STEEL CORP 06.3750 10/15/2025 0.00%
ALEXANDRIA REAL ESTATE E 07.0000 CUM CV PFD 0.00%
ALFRESA HOLDINGS CORP 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.00%
ALLERGAN FUNDING SCS USD 04.7500 03/15/2045 0.00%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.00%
ALLY FINANCIAL INC 06.2500 12/01/2017 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
ALLY FINANCIAL INC 08.0000 12/31/2018 0.00%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.00%
ALTRIA GROUP INC 09.2500 08/06/2019 0.00%
AMAG PHARMA INC P/P 144A 07.8750 09/01/2023 0.00%
AMAZON.COM INC 0.00%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.00%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.00%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.00%
AMERICAN HOME 4 RENT 0.00%
AMERICAN HONDA FINANCE CORP 02665JXP0 DCP 10/23/2017 0.00%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.00%
ANDEAVOR LOGIS LP/CORP 05.2500 01/15/2025 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
ANTHEM INC 04.6250 05/15/2042 0.00%
APPALACHIAN POWER CO 04.6000 03/30/2021 0.00%
ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.00%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.00%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.00%
ASHTEAD CAPITAL INC P/P 144A 04.1250 08/15/2025 0.00%
ASHTEAD CAPITAL INC P/P 144A 05.6250 10/01/2024 0.00%
AUD/USD 10/18/2017 BANKAM 0.00%
AUD/USD 10/18/2017 BCAP-FX 0.00%
AUD/USD 10/18/2017 CITI 0.00%
AUD/USD 10/18/2017 CSI-FX 0.00%
AUD/USD 10/18/2017 JPMCB 0.00%
AUD/USD 10/18/2017 RBSF 0.00%
AUD/USD 10/18/2017 SSBT 0.00%
AUD/USD 10/18/2017 UBS 0.00%
AUSTRALIAN DOLLAR ACCOUNT 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
AVAYA TLB7 L+525 06.5639 05/29/2020 0.00%
AVID TECH INC CV 02.0000 06/15/2020 0.00%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.00%
BANC OF CALIFORNIA INC 0.00%
BANK OF AMERICA CORP 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BEAR STEARNS COS LLC 07.2500 02/01/2018 0.00%
BERKELEY GROUP HOLDINGS/THE 0.00%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.00%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.00%
BERRY GLOBAL GROUP INC 0.00%
BERRY GLOBAL INC 05.1250 07/15/2023 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
BIO-RAD LABORATORIES-A 0.00%
BIOSCRIP INC 08.8750 02/15/2021 0.00%
BON-TON DEPT STORES 08.0000 06/15/2021 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
BP CAPITAL MARKETS PLC USD 04.5000 10/01/2020 0.00%
BRAZILIAN REAL CALL ACCOUNT 0.00%
BRL/USD 01/03/2018 CITI 0.00%
BROADRIDGE FINANCIAL SOLUTIO 0.00%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.00%
BURLINGTN NORTH SANTA FE 05.7500 05/01/2040 0.00%
CA TXB-VAR PURP 3 07.5000 04/01/2034 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 10/18/2017 BANKAM 0.00%
CAD/USD 10/18/2017 RBSF 0.00%
CAD/USD 10/18/2017 UBS 0.00%
CAD/USD 10/18/2017 WPAC 0.00%
CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 0.00%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.00%
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CALPINE CORP 05.7500 01/15/2025 0.00%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
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CARBONITE INC P/P 144A CV 02.5000 04/01/2022 0.00%
CAS 2014-C03 2M1 02.4372 07/25/2024 0.00%
CAS 2017-C01 1M2 04.7872 07/25/2029 0.00%
CBRE SERVICES INC 05.0000 03/15/2023 0.00%
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CCM MERGER INC P/P 144A 06.0000 03/15/2022 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.00%
CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 0.00%
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CENTENE CORP 06.1250 02/15/2024 0.00%
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CGCMT 2014-GC19 C 05.0645 03/10/2047 0.00%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.00%
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CHESAPEAKE ENERGY CO P/P 144A 08.0000 06/15/2027 0.00%
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CHF/USD 12/20/2017 CSI-FX 0.00%
CHF/USD 12/20/2017 SSBT 0.00%
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CHS/COMMUNITY HEALTH 08.0000 11/15/2019 0.00%
CHS/COMMUNITY HEALTH SYS 07.1250 07/15/2020 0.00%
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CISCO SYSTEMS INC 0.00%
CIT GROUP INC 03.8750 02/19/2019 0.00%
CIT GROUP INC P/P 144A 05.5000 02/15/2019 0.00%
CITIGROUP INC 05.8750 12/29/2049 0.00%
CITIGROUP INC 05.9000 12/29/2049 0.00%
CITRIX SYSTEM CV 00.5000 04/15/2019 0.00%
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CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
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INTELSAT JACKSON HLDG USD 07.5000 04/01/2021 0.00%
INTELSAT LUXEMB USD 07.7500 06/01/2021 0.00%
INTERCONTINENTAL EXCHANGE IN 0.00%
INTERNATIONAL PAPER CO 08.7000 06/15/2038 0.00%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 0.00%
INTUITIVE SURGICAL INC 0.00%
INVISTA FINANCE LLC P/P 144A 04.2500 10/15/2019 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.00%
IOS.FN30.500.09 P USL1M R 01/12/40 BC 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
ISTAR INC 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%
JABIL INC 08.2500 03/15/2018 0.00%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.00%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.00%
JBG SMITH PROPERTIES 0.00%
JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 0.00%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.00%
JPMBB 2013-C17 AS 04.4584 01/15/2047 0.00%
JPMCC 2004-LN2 A2 05.1150 07/15/2041 0.00%
JPMCC 2012-LC9 XA IO 01.8299 12/15/2047 0.00%
JPMCC 2013-C16 XA IO 01.2782 12/15/2046 0.00%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.00%
JPY/USD 11/15/2017 BANKAM 0.00%
JPY/USD 11/15/2017 BCAP-FX 0.00%
JPY/USD 11/15/2017 CITI 0.00%
JPY/USD 11/15/2017 CSI-FX 0.00%
JPY/USD 11/15/2017 GSFX 0.00%
JPY/USD 11/15/2017 HSBCB 0.00%
JPY/USD 11/15/2017 JPMCB 0.00%
JPY/USD 11/15/2017 RBSF 0.00%
JPY/USD 11/15/2017 SSBT 0.00%
JPY/USD 11/15/2017 UBS 0.00%
JPY/USD 11/15/2017 WPAC 0.00%
KAMAN CORP P/P 144A CV 03.2500 05/01/2024 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%
L BRANDS INC 05.6250 02/15/2022 0.00%
LAMAR ADVERTISING CO-A 0.00%
LAMAR MEDIA CORP 05.3750 01/15/2024 0.00%
LAMAR MEDIA CORP 05.8750 02/01/2022 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LAREDO PETROLEUM INC 05.6250 01/15/2022 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.6236 09/15/2039 0.00%
LBUBS 2008-C1 AM 06.3193 04/15/2041 0.00%
LENNAR CORPORATION 04.7500 04/01/2021 0.00%
LIBERTY EXPEDIA HOLD-A 0.00%
LIBERTY INTERACTIVE CV 03.5000 01/15/2031 0.00%
LIBERTY MEDIA CV 02.2500 09/30/2046 0.00%
LIBERTY PROPERTY LP 03.3750 06/15/2023 0.00%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.00%
LLOYDS BANKING GROUP P/P 144A 06.6570 12/29/2049 0.00%
MACERICH CO/THE 0.00%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.00%
MARRIOTT INTERNATIONAL -CL A 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 BC 0.00%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.00%
MCDONALD'S CORP 05.7000 02/01/2039 0.00%
MCDONALD'S CORP 06.3000 03/01/2038 0.00%
MCDONALD'S CORP 06.3000 10/15/2037 0.00%
MEDICINES CO CV 02.7500 07/15/2023 0.00%
MEDTRONIC INC 03.5000 03/15/2025 0.00%
MEDTRONIC INC 04.3750 03/15/2035 0.00%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.00%
MEG ENERGY CORP P/P 144A 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%
MGM GROWTH/MGM FIN P/P 144A 04.5000 01/15/2028 0.00%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.00%
MGM RESORTS INTL 08.6250 02/01/2019 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MICROSOFT CORP 05.3000 02/08/2041 0.00%
MILAGRO OIL & GAS 0.00%
MINI MSCI EAFE DEC17 MFSZ7 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%
MONMOUTH REAL ESTATE INV COR 0.00%
MSBAM 2013-C7 XB IO P/P 144A 00.4339 02/15/2046 0.00%
MSBAM 2015-C24 D P/P 144A 03.2570 05/15/2048 0.00%
MSC 2012-C4 AS 03.7730 03/15/2045 0.00%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.00%
MXN/USD 10/18/2017 HSBCB 0.00%
N TX HWY-TXB-B 06.7180 01/01/2049 0.00%
NATL HEALTH INVESTORS INC 0.00%
NCR CORP 05.5000 CV PFD 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.00%
NEIMAN MARCUS TL L+325 04.4806 10/25/2020 0.00%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.00%
NEVADA POWER CO 07.1250 03/15/2019 0.00%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.00%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.00%
NEWS CORP - CLASS B 0.00%
NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 12/20/2017 BANKAM 0.00%
NOK/USD 12/20/2017 BCAP-FX 0.00%
NOK/USD 12/20/2017 CITI 0.00%
NOK/USD 12/20/2017 CSI-FX 0.00%
NOK/USD 12/20/2017 GSFX 0.00%
NOK/USD 12/20/2017 JPMCB 0.00%
NOK/USD 12/20/2017 RBSF 0.00%
NOK/USD 12/20/2017 SSBT 0.00%
NOK/USD 12/20/2017 UBS 0.00%
NORFOLK SOUTHERN COR P/P 144A 04.0500 08/15/2052 0.00%
NORTHROP GRUMMAN SYSTEMS 07.8750 03/01/2026 0.00%
NRG ENERGY INC 07.8750 05/15/2021 0.00%
NVIDIA CORP 0.00%
NVR INC 03.9500 09/15/2022 0.00%
NZD/USD 10/18/2017 CSI-FX 0.00%
NZD/USD 10/18/2017 GSFX 0.00%
NZD/USD 10/18/2017 JPMCB 0.00%
NZD/USD 10/18/2017 RBSF 0.00%
NZD/USD 10/18/2017 SSBT 0.00%
NZD/USD 10/18/2017 WPAC 0.00%
O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 0.00%
OASIS PETROLEUM INC 06.5000 11/01/2021 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.00%
OH UNIV-TXB-C-BABS 04.9100 06/01/2040 0.00%
OMNICARE INC 04.7500 12/01/2022 0.00%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.00%
ONEMAIN FIN HLDG INC P/P 144A 06.7500 12/15/2019 0.00%
ONEMAIN FIN HLDG INC P/P 144A 07.2500 12/15/2021 0.00%
ORANGE SA USD 04.1250 09/14/2021 0.00%
ORANGE SA USD 05.3750 07/08/2019 0.00%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.00%
OSHKOSH CORP 05.3750 03/01/2022 0.00%
PACIFIC GAS & ELECTRIC 06.3500 02/15/2038 0.00%
PACKAGING CORP OF AMERICA 03.9000 06/15/2022 0.00%
PACTIV LLC 08.3750 04/15/2027 0.00%
PCCW LTD 0.00%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
PEPSICO INC 03.4500 10/06/2046 0.00%
PETROBRAS GLOBAL FIN P/P 144A 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%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PETSMART INC TLB L+300 04.2460 03/11/2022 0.00%
PILGRIM'S PRIDE CORP P/P 144A 05.7500 03/15/2025 0.00%
PLATFORM SPECIALTY P P/P 144A 10.3750 05/01/2021 0.00%
PLATFORM SPECIALTY P/P 144A 06.5000 02/01/2022 0.00%
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%
PRECISION DRILL USD 05.2500 11/15/2024 0.00%
PROOFPOINT IN CV 00.7500 06/15/2020 0.00%
PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 0.00%
PS BUSINESS PARKS INC/CA 0.00%
PUB SVC ELEC & GAS 05.5000 03/01/2040 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
QVC INC 04.8500 04/01/2024 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
REALTY INCOME CORP 0.00%
REALTY INCOME CORP 04.6500 08/01/2023 0.00%
REGAL ENTERTAINMENT GRP 05.7500 02/01/2025 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REP OF INDONESIA P/P 144A 05.1250 01/15/2045 0.00%
REPUBLIC SERVICES INC. 03.8000 05/15/2018 0.00%
RETAIL PROPERTIES OF AME - A 0.00%
REVLON CONSUMER PRODS 05.7500 02/15/2021 0.00%
REXNORD CORP 05.7500 CUM CV PFD 0.00%
RIO TINTO FIN USA LTD USD 07.1250 07/15/2028 0.00%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
RUB/USD 12/20/2017 BANKAM 0.00%
RUB/USD 12/20/2017 CITI 0.00%
S&P MID 400 EMINI DEC17 FAZ7 0.00%
S&P500 EMINI FUT DEC17 ESZ7 0.00%
SALESFORCE.COM INC 0.00%
SANDRIDGE ENERGY INC 0.00%
SAUL CENTERS INC 0.00%
SCORPIO TANKERS INC P/P 144A 02.3750 07/01/2019 0.00%
SEACOR HLDGS CV 03.0000 11/15/2028 0.00%
SEALED AIR CORP P/P 144A 05.1250 12/01/2024 0.00%
SEALED AIR CORP P/P 144A 05.5000 09/15/2025 0.00%
SEALED AIR CORP P/P 144A 06.8750 07/15/2033 0.00%
SEK/USD 12/20/2017 CITI 0.00%
SEK/USD 12/20/2017 CSI-FX 0.00%
SEK/USD 12/20/2017 GSFX 0.00%
SEK/USD 12/20/2017 JPMCB 0.00%
SEK/USD 12/20/2017 RBSF 0.00%
SEK/USD 12/20/2017 SSBT 0.00%
SEK/USD 12/20/2017 UBS 0.00%
SELECT INCOME REIT 0.00%
SELECT INCOME REIT 02.8500 02/01/2018 0.00%
SELECT INCOME REIT 03.6000 02/01/2020 0.00%
SERVICE CORP INTL 05.3750 01/15/2022 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SESI LLC P/P 144A 07.7500 09/15/2024 0.00%
SEVEN GENS ENER P/P 144A 08.2500 05/15/2020 0.00%
SGD/USD 11/15/2017 JPMCB 0.00%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.00%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.00%
SL GREEN REALTY CORP 05.0000 08/15/2018 0.00%
SM ENERGY CO 05.0000 01/15/2024 0.00%
SM ENERGY CO 06.5000 01/01/2023 0.00%
SM ENERGY CO 06.7500 09/15/2026 0.00%
SONOCO PRODUCTS CO 0.00%
SOUTHERN CO/THE 0.00%
SOUTHERN STAR CENT P/P 144A 05.1250 07/15/2022 0.00%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.00%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.00%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.00%
STACR 2014-HQ3 M2 03.8872 10/25/2024 0.00%
STATOIL ASA USD 05.1000 08/17/2040 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.00%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.00%
STONE ENERGY CORP 0.00%
STONE ENERGY CORP 07.5000 05/31/2022 0.00%
SWISS FRANC CALL ACCOUNT 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC 06.8360 04/28/2023 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.00%
TARGA RES PRTNRS 05.1250 02/01/2025 0.00%
TARGA RES PRTNRS 05.3750 02/01/2027 0.00%
TAYLOR MORRISON COMM P/P 144A 05.2500 04/15/2021 0.00%
TAYLOR MORRISON P/P 144A 05.6250 03/01/2024 0.00%
TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TECK RESOURCES LIMITED USD 04.7500 01/15/2022 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TELADOC INC P/P 144A CV 03.0000 12/15/2022 0.00%
TENET HEALTHCARE 06.0000 10/01/2020 0.00%
TERVITA CORP CLASS A 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THE AES CORPORATION 04.8750 05/15/2023 0.00%
THE BEAR STEARNS COS LLC 06.4000 10/02/2017 0.00%
THE EURO EUR CALL ACCOUNT 0.00%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.00%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.00%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.00%
THERMO FISHER SCIENTIFIC INC 0.00%
TIER REIT INC 0.00%
TMX FIN/TITLEMAX P/P 144A 08.5000 09/15/2018 0.00%
TOLEDO EDISON COMPANY 06.1500 05/15/2037 0.00%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
TOPIX INDX FUTR DEC17 TPZ7 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSDIGM INC 06.5000 07/15/2024 0.00%
TREASURY BILL 00.0000 01/18/2018 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 12/20/2017 RBSF 0.00%
TTM TECHNOLOGIES INC CV 01.7500 12/15/2020 0.00%
TWENTY-FIRST CENTURY FOX-A 0.00%
TXU TCEH RIGHTS 0.00%
TYSON FOODS INC 04.8750 08/15/2034 0.00%
TYSON FOODS INC 05.1500 08/15/2044 0.00%
UBS GROUP AG REGS 06.8750 12/29/2049 0.00%
UNITED MEXICAN STATES USD 04.7500 03/08/2044 0.00%
UNITED STATES STEEL CORP 06.8750 08/15/2025 0.00%
UNITED TECHNOLOGIES CORP 04.5000 06/01/2042 0.00%
UNITEDHEALTH GROUP INC 04.6250 11/15/2041 0.00%
UNIVISION TLC5 L+275 03.9850 03/15/2024 0.00%
US 10YR NOTE (CBT)DEC17 TYZ7 0.00%
US 2YR NOTE (CBT) DEC17 TUZ7 0.00%
US 5YR NOTE (CBT) DEC17 FVZ7 0.00%
US FOODS HOLDING CORP 0.00%
US LONG BOND(CBT) DEC17 USZ7 0.00%
US ULTRA BOND CBT DEC17 WNZ7 0.00%
USD/CNH PUT 6.40 20171207 BANKAM 0.00%
USD/CNH PUT 6.50 20171207 BANKAM 0.00%
USG CORP P/P 144A 05.5000 03/01/2025 0.00%
VALEANT PHARMA P/P 144A 05.8750 05/15/2023 0.00%
VALEANT PHARMA P/P 144A 06.5000 03/15/2022 0.00%
VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 0.00%
VENTAS INC 0.00%
VERIZON COMMUNICATIONS 04.5000 09/15/2020 0.00%
VICTORY RECEIVABLES CORP 92646KZ13 DCP 12/01/2017 0.00%
VULCAN MATERIALS COMPANY 04.5000 04/01/2025 0.00%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.00%
WAL-MART STORES INC 05.0000 10/25/2040 0.00%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.00%
WALT DISNEY COMPANY/THE 04.3750 08/16/2041 0.00%
WAMU 2005-AR2 2A1B 01.6072 01/25/2045 0.00%
WASHINGTON PRIME GROUP INC 0.00%
WAYFAIR INC P/P 144A CV 00.3750 09/01/2022 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEATHERFORD BERMUDA P/P 144A 09.8750 02/15/2024 0.00%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WEST CORP P/P 144A 05.3750 07/15/2022 0.00%
WESTPAC BANKING CORP USD 04.6250 06/01/2018 0.00%
WFMBS 2005-AR10 1A2 03.3338 06/25/2035 0.00%
WFMBS 2005-AR10 2A16 03.2961 06/25/2035 0.00%
WFMBS 2005-AR12 2A7 03.2633 06/25/2035 0.00%
WFMBS 2005-AR14 A4 03.4748 08/25/2035 0.00%
WFMBS 2005-AR8 1A2 03.3227 06/25/2035 0.00%
WFRBS 2011-C3 XA IO P/P 144A 01.5347 03/15/2044 0.00%
WFRBS 2011-C5 XA IO P/P 144A 01.9250 11/15/2044 0.00%
WFRBS 2012-C6 AS 03.8350 04/15/2045 0.00%
WFRBS 2012-C9 XA IO P/P 144A 02.1702 11/15/2045 0.00%
WFRBS 2013-C12 XA IO P/P 144A 01.5049 03/15/2048 0.00%
WHITING PETRO CV 01.2500 04/01/2020 0.00%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.00%
WORLD FUEL SERVICES CORP 0.00%
WP CAREY INC 04.6000 04/01/2024 0.00%
ZAR/USD 10/18/2017 GSFX 0.00%
ZF NA CAPITAL P/P 144A 04.7500 04/29/2025 0.00%
2.50 R ISWP FWD US0003M P 12/20/2047 -0.01%
AUD/USD 10/18/2017 GSFX -0.01%
CDX CDX.NA.HY.29 500.0 12/20/2022 -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
RU10INTR P USL3M R 11/27/17 CI -0.01%
RU10INTR P USL3M R 11/27/17 CI -0.01%
TRY/USD 12/20/2017 GSFX -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
RU10INTR P USL3M R 11/27/17 CI -0.08%

Prior top holdings

Top holdings as of 10/31/17
Putnam Retirement Advantage GAA Balanced Trust 71.78%
Putnam Retirement Advantage GAA Conservative Trust 15.79%
Putnam Retirement Advantage GAA Income Strategies Trust 8.07%
Putnam Retirement Advantage GAA Money Market Trust 4.41%
Top holdings as of 09/30/17
Putnam Retirement Advantage GAA Balanced Trust 71.79%
Putnam Retirement Advantage GAA Conservative Trust 15.75%
Putnam Retirement Advantage GAA Income Strategies Trust 8.09%
Putnam Retirement Advantage GAA Money Market Trust 4.42%
Top holdings as of 08/31/17
Putnam Retirement Advantage GAA Balanced Trust 77.32%
Putnam Retirement Advantage GAA Money Market Trust 10.72%
Putnam Retirement Advantage GAA Conservative Trust 10.01%
Putnam Retirement Advantage GAA Income Strategies Trust 2.00%
Top holdings as of 07/31/17
Putnam Retirement Advantage GAA Balanced Trust 77.25%
Putnam Retirement Advantage GAA Money Market Trust 10.81%
Putnam Retirement Advantage GAA Conservative Trust 9.98%
Putnam Retirement Advantage GAA Income Strategies Trust 2.00%

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