Retirement Advantage 2030 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 $15.32
0.07% | $0.01
$16.21
01/26/18
$15.01
02/08/18
Historical fund price

Fund facts as of 10/31/18

Total net assets
$708.60M
Turnover (fiscal year end)
62%
Dividend frequency
Annually
Number of holdings
3
Fiscal year-end
September
CUSIP / Fund code
746751387 / 2005
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 | Q3 2018

Bond income in a retirement strategy

Jason Vaillancourt, Co-Head of Global Asset Allocation, talks about the role of bonds in a target-date strategy.



Performance

  • Total return (%) as of 09/30/18

  • Annual performance as of 09/30/18

Annualized Total return (%) as of 09/30/18

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
At net asset value 8.66% 10.41% 8.89% 9.02%
Custom Retirement Advantage 2030 Index 8.82% 10.73% 8.32% 8.60%

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 10/31/18 -5.50 %
YTD as of 11/16/18 -1.54 %

Risk-adjusted performance as of 10/31/18

Alpha (3 yrs.) -1.00
Sharpe ratio (3 yrs.) 0.81
Treynor ratio (3 yrs.) 5.21
Information ratio (3 yrs.) -0.53

Volatility as of 10/31/18

Standard deviation (3 yrs.) 6.76%
Beta 1.06
R-squared 0.97

Capture ratio as of 10/31/18

Up-market (3 yrs.) 101.54
Down-market (3 yrs.) 115.82

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 10/31/18

Putnam Retirement Advantage GAA Balanced Trust 76.91%
Putnam Retirement Advantage GAA Growth Trust 18.94%
Putnam Retirement Advantage GAA Money Market Trust 4.19%

Full portfolio holdings as of 09/30/18

ALPHABET INC-CL A 1.76%
JPMORGAN CHASE & CO 1.22%
SPDR S&P 500 ETF TRUST 1.13%
FNMA FN30 TBA 04.0000 11/01/2048 1.02%
APPLE INC 1.01%
CISCO SYSTEMS INC 0.94%
VERIZON COMMUNICATIONS INC 0.91%
BOEING CO/THE 0.90%
CITIGROUP INC 0.89%
GNMA GII30 MA4652 03.5000 08/20/2047 0.88%
NVIDIA CORP 0.87%
HOME DEPOT INC 0.83%
FNMA FN30 MA3238 03.5000 01/01/2048 0.81%
AMAZON.COM INC 0.74%
GNMA GII30 TBA 03.5000 10/01/2048 0.73%
MICROSOFT CORP 0.67%
FNMA FN15 TBA 03.0000 10/01/2033 0.59%
ORACLE CORP 0.59%
PEPSICO INC 0.56%
VALERO ENERGY CORP 0.54%
JOHNSON & JOHNSON 0.53%
S&P GSCI 3X NOTE 04/01/2019 0.50%
FACEBOOK INC-A 0.47%
COCA-COLA CO/THE 0.45%
CONOCOPHILLIPS 0.45%
ANTHEM INC 0.44%
INTUIT INC 0.42%
WALT DISNEY CO/THE 0.42%
MERCK & CO. INC. 0.41%
OCCIDENTAL PETROLEUM CORP 0.41%
FNMA FN15 AL9468 03.0000 12/01/2031 0.40%
ELI LILLY & CO 0.39%
FNMA FN30 TBA 06.0000 10/01/2048 0.39%
REPO TRIPA TREAS 2.22 10/01/2018 0.39%
HONEYWELL INTERNATIONAL INC 0.37%
NORTHROP GRUMMAN CORP 0.37%
AMGEN INC 0.36%
BRISTOL-MYERS SQUIBB CO 0.36%
FHLMC FH30G G08814 04.0000 05/01/2048 0.36%
FNMA FN30 AL9859 03.0000 03/01/2047 0.35%
GNMA GII30 MA4837 03.5000 11/20/2047 0.35%
REPO TRIPA MORTG 2.25 10/01/2018 0.34%
REPO TRIPA MORTG 2.26 10/01/2018 0.34%
REPO TRIPA MORTG 2.27 10/01/2018 0.34%
FNMA FN30 MA2737 03.0000 09/01/2046 0.33%
INTL BUSINESS MACHINES CORP 0.33%
DELTA AIR LINES INC 0.32%
HUMANA INC 0.32%
MONDELEZ INTERNATIONAL INC-A 0.31%
MORGAN STANLEY 0.31%
ROSS STORES INC 0.31%
CIGNA CORP 0.30%
NETAPP INC 0.30%
TREASURY BILL 00.0000 10/04/2018 0.30%
WALGREENS BOOTS ALLIANCE INC 0.30%
HALLIBURTON CO 0.29%
SYSCO CORP 0.29%
COGNIZANT TECH SOLUTIONS-A 0.26%
GNMA GII30 MA4586 03.5000 07/20/2047 0.26%
LULULEMON ATHLETICA INC 0.26%
FNMA FN30 BK5238 04.0000 05/01/2048 0.25%
LOCKHEED MARTIN CORP 0.25%
PFIZER INC 0.25%
RAYTHEON COMPANY 0.25%
ABIOMED INC 0.24%
AUTOMATIC DATA PROCESSING 0.24%
BAXTER INTERNATIONAL INC 0.24%
FORD MOTOR CO 0.24%
FORTINET INC 0.24%
HP INC 0.24%
KINDER MORGAN INC 0.24%
PALO ALTO NETWORKS INC 0.24%
BOSTON SCIENTIFIC CORP 0.23%
NOVARTIS AG-REG 0.23%
PRUDENTIAL FINANCIAL INC 0.23%
US BANCORP 0.23%
CUMMINS INC 0.22%
E*TRADE FINANCIAL CORPORATION 0.22%
ESTEE LAUDER COMPANIES-CL A 0.22%
REGIONS FINANCIAL CORP 0.22%
ROYAL CARIBBEAN CRUISES LTD 0.22%
WILLIAMS COS INC 0.22%
AGILENT TECHNOLOGIES INC 0.21%
INGERSOLL-RAND PLC 0.21%
MCKESSON CORP 0.21%
PVH CORP 0.21%
RED HAT INC 0.21%
ROCHE HOLDING AG-GENUSSCHEIN 0.21%
TIFFANY & CO 0.21%
TOTAL SA 0.21%
ABBVIE INC 0.20%
CAPITAL ONE FINANCIAL CORP 0.20%
CARNIVAL CORP 0.20%
ENTERGY CORP 0.20%
FNMA FN30 BC9003 03.0000 11/01/2046 0.20%
FNMA FN30 BH7058 03.5000 12/01/2047 0.20%
GILEAD SCIENCES INC 0.20%
TEXAS INSTRUMENTS INC 0.20%
TOYOTA MOTOR CORP 0.20%
AMERIPRISE FINANCIAL INC 0.19%
F5 NETWORKS INC 0.19%
METLIFE INC 0.19%
MICHAEL KORS HOLDINGS LTD 0.19%
FNMA FN30 BH5117 04.0000 08/01/2047 0.18%
GOLDMAN SACHS GROUP INC 0.18%
WASTE MANAGEMENT INC 0.18%
CENTENE CORP 0.17%
DISCOVER FINANCIAL SERVICES 0.17%
GLAXOSMITHKLINE PLC 0.17%
NRG ENERGY INC 0.17%
ALLIANZ SE-REG 0.16%
FIDELITY NATIONAL INFO SERV 0.16%
FIFTH THIRD BANCORP 0.16%
HILTON WORLDWIDE HOLDINGS IN 0.16%
KLA-TENCOR CORP 0.16%
ROCKWELL AUTOMATION INC 0.16%
VF CORP 0.16%
DELL TECHNOLOGIES INC-CL V 0.15%
EQUITY RESIDENTIAL TR REIT 0.15%
HARTFORD FINANCIAL SVCS GRP 0.15%
HERSHEY CO/THE 0.15%
MASTERCARD INC - A 0.15%
SPDR S&P MIDCAP 400 ETF TRST 0.15%
FLEETCOR TECHNOLOGIES INC 0.14%
LAS VEGAS SANDS CORP 0.14%
RIO TINTO PLC 0.14%
WELLCARE HEALTH PLANS INC 0.14%
ZOETIS INC 0.14%
AIR PRODUCTS & CHEMICALS INC 0.13%
ALLISON TRANSMISSION HOLDING 0.13%
AMADEUS IT GROUP SA 0.13%
BIOGEN INC 0.13%
ENI SPA 0.13%
FHLMC FH30G G08747 03.0000 02/01/2047 0.13%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.13%
KDDI CORP 0.13%
PROCTER & GAMBLE CO/THE 0.13%
SPST 2018-5 A 02.9122 09/24/2019 0.13%
SUMITOMO MITSUI FINANCIAL GR 0.13%
ARCELORMITTAL 0.12%
ASTELLAS PHARMA INC 0.12%
AVIVA PLC 0.12%
EQUINOR ASA 0.12%
HERMES INTERNATIONAL 0.12%
HITACHI LTD 0.12%
HOYA CORP 0.12%
IMPERIAL BRANDS PLC 0.12%
KANSAS CITY SOUTHERN 0.12%
LOEWS CORP 0.12%
MACQUARIE GROUP LTD 0.12%
MIZUHO FINANCIAL GROUP INC 0.12%
PACKAGING CORP OF AMERICA 0.12%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.12%
REPSOL SA 0.12%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.12%
WYNDHAM DESTINATIONS INC 0.12%
ALLY FINANCIAL INC 0.11%
AMERICAN ELECTRIC POWER 0.11%
APPLIED MATERIALS INC 0.11%
AVERY DENNISON CORP 0.11%
BASF SE 0.11%
CDX CDX.NA.IG.31 100.0 12/20/2023 0.11%
CENTRAL JAPAN RAILWAY CO 0.11%
CIT GROUP INC 0.11%
CK ASSET HOLDINGS LTD 0.11%
CMS ENERGY CORP 0.11%
CONAGRA BRANDS INC 0.11%
COVESTRO AG 0.11%
ENEL SPA 0.11%
FRESENIUS MEDICAL CARE AG & 0.11%
HUNTSMAN CORP 0.11%
KONINKLIJKE AHOLD DELHAIZE N 0.11%
LEGAL & GENERAL GROUP PLC 0.11%
MOLSON COORS BREWING CO -B 0.11%
NEWMONT MINING CORP 0.11%
NIPPON TELEGRAPH & TELEPHONE 0.11%
ONEOK INC 0.11%
ORIX CORP 0.11%
REPO TRIPA TREAS 2.2 10/01/2018 0.11%
SANDVIK AB 0.11%
SHIONOGI & CO LTD 0.11%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.11%
SONY CORP 0.11%
SPST 2018-1 A 03.1122 04/24/2019 0.11%
SWEDBANK AB - A SHARES 0.11%
SYNOPSYS INC 0.11%
TOTAL SYSTEM SERVICES INC 0.11%
VERTEX PHARMACEUTICALS INC 0.11%
VOLVO AB-B SHS 0.11%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.11%
WEYERHAEUSER CO 0.11%
ABN AMRO GROUP NV-CVA 0.10%
AMEREN CORPORATION 0.10%
AMETEK INC 0.10%
BROADRIDGE FINANCIAL SOLUTIO 0.10%
CA INC 0.10%
CELGENE CORP 0.10%
CENTERPOINT ENERGY INC 0.10%
CLP HOLDINGS LTD 0.10%
CVS HEALTH CORP 04.7800 03/25/2038 0.10%
DENTSPLY SIRONA INC 0.10%
DOLLAR GENERAL CORP 0.10%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.10%
INTL CONSOLIDATED AIRLINE-DI 0.10%
ISHARES MSCI EAFE ETF 0.10%
ITOCHU CORP 0.10%
LINCOLN NATIONAL CORP 0.10%
MARUBENI CORP 0.10%
MITSUI AND CO LTD 0.10%
NTT DATA CORP 0.10%
PARTNERS GROUP HOLDING AG 0.10%
PBF ENERGY INC-CLASS A 0.10%
PERSIMMON PLC 0.10%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.10%
PEUGEOT SA 0.10%
RESONA HOLDINGS INC 0.10%
ROYAL DUTCH SHELL PLC-B SHS 0.10%
SPST 2017-6 A 02.9122 11/24/2018 0.10%
TREASURY BILL 00.0000 10/11/2018 0.10%
TWENTY-FIRST CENTURY FOX - B 0.10%
VINCI SA 0.10%
AENA SME SA 0.09%
ANGLO AMER PLC 0.09%
BLUESCOPE STEEL LTD 0.09%
CADENCE DESIGN SYS INC 0.09%
CELANESE CORP 0.09%
DNB NOR ASA 0.09%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.09%
FAURECIA 0.09%
HANG SENG BANK LTD 0.09%
HCP INC 0.09%
OWENS CORNING 0.09%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.09%
SAINSBURY (J) PLC 0.09%
SL GREEN REALTY CORP 0.09%
TAYLOR WIMPEY PLC 0.09%
TREASURY BILL 00.0000 11/15/2018 0.09%
UGI CORP 0.09%
ACS ACTIVIDADES 0.08%
AES CORP 0.08%
AMDOCS LTD 0.08%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.08%
ASSURANT INC 0.08%
BERRY GLOBAL GROUP INC 0.08%
CBRE GROUP INC - A 0.08%
DUN & BRADSTREET CORP 0.08%
EXPEDITORS INTL WASH INC 0.08%
FNMA FN30 AS8056 03.0000 10/01/2046 0.08%
FNMA FN30 TBA 04.5000 10/01/2048 0.08%
GALAXY ENT GRP L 0.08%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.08%
L OREAL 0.08%
MSCI INC 0.08%
NESTLE SA-REG 0.08%
ORACLE CORPORATION 02.2500 10/08/2019 0.08%
PINNACLE FOODS INC 0.08%
REPO TRIPA TREAS 1.99 10/09/2018 0.08%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.08%
REPUBLIC SERVICES INC 0.08%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.08%
SIGNET JEWELERS LTD 0.08%
SPST 2018-3 A 02.9122 07/24/2019 0.08%
TOLL BROTHERS INC 0.08%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.08%
VORNADO REALTY TRUST 0.08%
WOOLWORTHS GROUP LTD 0.08%
ALLERGAN PLC 0.07%
APPLE INC 02.1000 05/06/2019 0.07%
AT&T INC P/P 144A 04.1000 02/15/2028 0.07%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.07%
BOOZ ALLEN HAMILTON HOLDINGS 0.07%
CAPGEMINI SE 0.07%
CAS 2015-C04 1M2 07.9158 04/25/2028 0.07%
CAS 2015-C04 2M2 07.7658 04/25/2028 0.07%
CHARLES RIVER LABORATORIES 0.07%
EASYJET PLC 0.07%
FIAT CHRYSLER AUTOMOBILES NV 0.07%
FNMA FN30 BM1172 03.0000 03/01/2047 0.07%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.07%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.07%
KAR AUCTION SERVICES INC 0.07%
KEYSIGHT TECHNOLOGIES IN 0.07%
MANPOWERGROUP INC 0.07%
MORGAN STANLEY 03.6250 01/20/2027 0.07%
NORTHERN TRUST CORP 0.07%
PRINCIPAL FINANCIAL GROUP 0.07%
S&P GSCI TOT RETURN INDX 3X 144A NOTE 04/25/2019 0.07%
TAISEI CORP 0.07%
TUI AG-DI 0.07%
UCB SA 0.07%
3I GROUP PLC 0.06%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.06%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.06%
ARKEMA 0.06%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.06%
ATHENE HOLDING LTD-CLASS A 0.06%
BRIXMOR PROPERTY GROUP INC 0.06%
BWX TECHNOLOGIES INC 0.06%
CITIGROUP INC 03.8870 01/10/2028 0.06%
DBUBS 2011-LC3A D P/P 144A 05.5156 08/10/2044 0.06%
DOLLAR TREE INC 0.06%
DUKE REALTY CORP 0.06%
EVONIK INDUSTRIES AG 0.06%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.06%
FNMA FN30 BC1155 03.0000 06/01/2046 0.06%
GSMS 2010-C1 D P/P 144A 06.1966 08/10/2043 0.06%
HYATT HOTELS CORP - CL A 0.06%
INGREDION INC 0.06%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.06%
KEURIG DR PEPPER INC P/P 144A 04.5970 05/25/2028 0.06%
LKQ CORP 0.06%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.06%
MITSUBISHI CHEMICAL HOLDINGS 0.06%
MONCLER SPA 0.06%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.06%
NTT DOCOMO INC 0.06%
NUANCE COMMUNICATIONS INC 0.06%
OGE ENERGY CORP 0.06%
PARK HOTELS & RESORTS INC 0.06%
PENTAIR PLC 0.06%
PINNACLE WEST CAPITAL 0.06%
PROSIEBENSAT.1 MEDIA SE 0.06%
SPIRIT REALTY CAPITAL INC 0.06%
SWEDISH MATCH AB 0.06%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.06%
UNITED OVERSEAS BANK LTD 0.06%
W.R. GRACE & CO 0.06%
WFHET 2004-2 M1 03.1158 10/25/2034 0.06%
ZEBRA TECHNOLOGIES CORP-CL A 0.06%
AIR LEASE CORP 04.6250 10/01/2028 0.05%
ALIBABA GROUP HOLDING-SP ADR 0.05%
ALTRIA GROUP INC 02.6250 01/14/2020 0.05%
AMERICAN HOME 4 RENT 0.05%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.05%
ASHTEAD GROUP PLC 0.05%
ASSOCIATED BRITISH FOODS PLC 0.05%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.05%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.05%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.05%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.05%
ELANCO ANIMAL HEALTH P/P 144A 04.9000 08/28/2028 0.05%
EVERGY INC 0.05%
EXTENDED STAY AMERICA INC 0.05%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.05%
FNMA FN30 AS7003 03.0000 04/01/2046 0.05%
FNMA FN30 AS8074 03.0000 10/01/2046 0.05%
FNMA FN40 BF0171 04.0000 01/01/2057 0.05%
GE CAP INTL FUNDING USD 02.3420 11/15/2020 0.05%
JONES LANG LASALLE INC 0.05%
MADISON SQUARE GARDEN CO- A 0.05%
MARINE HARVEST 0.05%
MICROSOFT CORP 01.5500 08/08/2021 0.05%
MUENCHENER RUECKVER AG-REG 0.05%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.05%
OMV AG 0.05%
PEARSON PLC 0.05%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.05%
RALPH LAUREN CORP 0.05%
SERVICEMASTER GLOBAL HOLDING 0.05%
SKF AB-B SHARES 0.05%
SPST 2017-LD1 A 03.0158 11/25/2050 0.05%
STACR 2015-DNA3 M2 05.0658 04/25/2028 0.05%
TPAT 2018-SL1 A P/P 144A 02.8158 01/25/2046 0.05%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.05%
UPM-KYMMENE OYJ 0.05%
VISTEON CORP 0.05%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.05%
ALFRESA HOLDINGS CORP 0.04%
AMERICAN EXPRESS CO 0.04%
AMERICAN FINANCIAL GROUP INC 0.04%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.04%
APARTMENT INVT & MGMT CO -A 0.04%
APPLE INC 04.2500 02/09/2047 0.04%
ATMOS ENERGY CORP 0.04%
AUSTRALIA & NEW ZEALAND BANKI 05253CR57 DCP 04/05/2019 0.04%
BANK OF AMERICA CORP 03.0040 12/20/2023 0.04%
BANK OF MONTREAL CHICAGO 02.4858 02/25/2019 0.04%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.04%
BHP BILLITON LIMITED 0.04%
BLACK KNIGHT INC 0.04%
BPCE SA P/P 144A 04.5000 03/15/2025 0.04%
CANADIAN IMP BK COMM NY 02.4822 12/28/2018 0.04%
CAS 2014-C04 1M2 07.1158 11/25/2024 0.04%
CAS 2018-C05 1M2 04.5658 01/25/2031 0.04%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.04%
CHARIOT FUNDING LLC 15963UKN5 DCP 10/22/2018 0.04%
CHARIOT FUNDING LLC 15963ULS3 DCP 11/26/2018 0.04%
CHECK POINT SOFTWARE TECH 0.04%
CHEVRON CORP 01.5610 05/16/2019 0.04%
CITIBANK NA 02.2800 12/18/2018 0.04%
CITIBANK NA 02.3300 10/23/2018 0.04%
CITIGROUP INC 04.7500 05/18/2046 0.04%
COCA-COLA AMATIL LTD 0.04%
COMCAST CORP 02.3500 01/15/2027 0.04%
COOPERAT RABOBANK UA/NY 02.4838 10/01/2018 0.04%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.04%
CSAIL 2015-C1 C 04.4395 04/15/2050 0.04%
CVS HEALTH CORP 05.0500 03/25/2048 0.04%
DANAHER CORP 0.04%
DNB BANK ASA - 03/14/2019 02.2626 03/14/2019 0.04%
DNB BANK ASA - 12/21/2018 02.3038 12/21/2018 0.04%
DOMTAR CORP 0.04%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.04%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.04%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.04%
FAIRWAY FINANCE CO LLC 30601WM48 DCP 12/04/2018 0.04%
FNMA FN30 BC2733 03.0000 05/01/2046 0.04%
GAMING AND LEISURE PROPERTIE 0.04%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.04%
GSMS 2014-GC22 C 04.8458 06/10/2047 0.04%
HALFMOON PARENT INC P/P 144A 03.7500 07/15/2023 0.04%
HD SUPPLY HOLDINGS INC 0.04%
HIGHWOODS PROPERTIES INC 0.04%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.04%
HSBC USA INC - 07/05/2019 02.4338 07/05/2019 0.04%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.04%
INTERNATIONAL BUSINESS MACHIN 45920GMK9 DCP 12/19/2018 0.04%
JAPAN AIRLINES CO LTD 0.04%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.04%
KAO CORP 0.04%
L3 TECHNOLOGIES INC 0.04%
LEAR CORP 03.8000 09/15/2027 0.04%
LEIDOS HOLDINGS INC 0.04%
LIBERTY PROPERTY TRUST 0.04%
LIBERTY STREET FUNDING LLC 53127UL16 DCP 11/01/2018 0.04%
LOWES COMPANIES INC 0.04%
MANHATTAN ASSET FUNDING CO LL 56274MKK7 DCP 10/19/2018 0.04%
MCDONALD'S CORP 0.04%
METLIFE SHORT TERM FUNDING LL 59157ULL2 DCP 11/20/2018 0.04%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.04%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.04%
NATIONAL AUSTRALIA BANK LTD 02.3438 04/11/2019 0.04%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.04%
NATIONAL BANK OF CANADA - 2.34025 01/18/2019 0.04%
NEW RESIDENTIAL INVESTMENT 0.04%
NEWS CORP - CLASS A 0.04%
NVENT ELECTRIC PLC 0.04%
OLD LINE FUNDING LLC 67984XEJ1 DCP 12/13/2018 0.04%
PFIZER INC 01.7000 12/15/2019 0.04%
RABOBANK NEDERLAND NV NY 02.2900 12/17/2018 0.04%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.04%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.04%
SALESFORCE.COM INC 03.7000 04/11/2028 0.04%
SAMSUNG ELECTRONICS CO LTD 0.04%
SANTANDER CONSUMER USA HOLDI 0.04%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.04%
SKANDINAV ENSKILDA BK NY 02.4884 10/17/2018 0.04%
SKANDINAV ENSKILDA BK NY USD 02.2403 03/06/2019 0.04%
STACR 2016-HQA2 M3 07.3658 11/25/2028 0.04%
STARWOOD PROPERTY TRUST INC 0.04%
SUMITOMO MITSUI BANK NY 02.3426 11/09/2018 0.04%
SUN COMMUNITIES INC 0.04%
SUN HUNG KAI PROPERTIES 0.04%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.04%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.04%
TENCENT HOLDINGS LTD 0.04%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.04%
TJX COMPANIES INC 0.04%
TORONTO-DOMINION BANK/THE 2.36025 02/08/2019 0.04%
TREASURY BILL 00.0000 11/08/2018 0.04%
UBS AG/LONDON - 11/13/2018 02.4138 11/13/2018 0.04%
US BANK NA/CINCINNATI OH 02.2173 05/13/2019 0.04%
US TREASURY FRN 02.2351 07/31/2020 0.04%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.04%
WABCO HOLDINGS INC 0.04%
WALMART INC 93114FK94 DCP 10/09/2018 0.04%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.04%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.03%
ABC-MART INC 0.03%
AECOM 0.03%
AGNC INVESTMENT CORP 0.03%
AMAZON.COM INC 03.1500 08/22/2027 0.03%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.03%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.03%
AMGEN INC 02.6000 08/19/2026 0.03%
ANALOG DEVICES INC 02.8500 03/12/2020 0.03%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.03%
APPLE HOSPITALITY REIT INC 0.03%
APPLE INC 02.0000 05/06/2020 0.03%
APPLE INC 02.8500 05/06/2021 0.03%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.03%
ARRIS INTERNATIONAL PLC 0.03%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.03%
BANK OF AMERICA CORP 03.8240 01/20/2028 0.03%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.03%
BANK OF AMERICA NA 02.5000 04/04/2019 0.03%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.03%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.03%
BEDFORD ROW FUNDING CORP 07644BPM8 DCP 02/21/2019 0.03%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.03%
BGC PARTNERS INC-CL A 0.03%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.03%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.03%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.03%
BRANDYWINE REALTY TRUST 0.03%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.03%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.03%
CABOT CORP 0.03%
CANADIAN IMPERIAL BANK OF COM 2.31025 11/05/2018 0.03%
CGPUTQL2 R US0003M P 11/27/18 CI 0.03%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.03%
CITIGROUP INC 02.6500 10/26/2020 0.03%
CITIGROUP INC 03.6680 07/24/2028 0.03%
COLLATERALIZED COMMERCIAL PAP 19422DK42 DCP 10/04/2018 0.03%
COMMONWEALTH BANK OF AUSTRALI 02.3238 11/29/2018 0.03%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.03%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.03%
CONSTELLATION BRANDS INC-A 0.03%
COPA HOLDINGS SA-CLASS A 0.03%
CORELOGIC INC 0.03%
CROWN RESORTS LTD 0.03%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.03%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.03%
DANSKE CORP 2363F7KK3 DCP 10/19/2018 0.03%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.03%
DOUGLAS EMMETT INC 0.03%
EBAY INC 0.03%
ECOLAB INC 02.7000 11/01/2026 0.03%
ENDESA S.A. 0.03%
ENGIE 0.03%
EQUITY LIFESTYLE PROPERTIES 0.03%
EXXON MOBIL CORP 0.03%
FAIRWAY FINANCE CO LLC 30601WKN8 DCP 10/22/2018 0.03%
FIRST HAWAIIAN INC 0.03%
FISERV INC 04.2000 10/01/2028 0.03%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.03%
FNMA FN30 AS7154 03.0000 05/01/2046 0.03%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.03%
GARDNER DENVER HOLDINGS INC 0.03%
GE CAPITAL INTL FUNDING USD 03.3730 11/15/2025 0.03%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.03%
HENDERSON LAND DEVELOPMENT 0.03%
HILL-ROM HOLDINGS INC 0.03%
HUDSON PACIFIC PROPERTIES IN 0.03%
IPSEN 0.03%
JABIL INC 0.03%
JPMBB 2014-C22 C 04.7100 09/15/2047 0.03%
KERING 0.03%
KEYCORP 02.3000 12/13/2018 0.03%
KIMBERLY-CLARK CORP 0.03%
KINDER MORGAN INC 03.1500 01/15/2023 0.03%
KINDER MORGAN INC 04.3000 06/01/2025 0.03%
KRAFT HEINZ FOODS CO 03.1605 08/10/2022 0.03%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.03%
LIBERTY MEDIA COR-SIRIUSXM A 0.03%
LIBERTY STREET FUNDING LLC 53127UM72 DCP 12/07/2018 0.03%
LIFE STORAGE INC 0.03%
LLOYDS BANK PLC 02.3638 12/07/2018 0.03%
LONDON STOCK EXCHANGE GROUP 0.03%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.03%
METLIFE SHORT TERM FUNDING LL 59157ULW8 DCP 11/30/2018 0.03%
MICROSOFT CORP 03.3000 02/06/2027 0.03%
MITSUBISHI UFJ TRUST & BANKIN 02.2600 11/13/2018 0.03%
MORGAN STANLEY 02.6500 01/27/2020 0.03%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.03%
MSBAM 2014-C17 C 04.6136 08/15/2047 0.03%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.03%
NORDEA BANK AB NEW YORK 02.3819 05/21/2019 0.03%
NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 0.03%
NORFOLK SOUTHERN CORP 0.03%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.03%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.03%
OSHKOSH CORP 04.6000 05/15/2028 0.03%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.03%
PNC FINANCIAL SERVICES GROUP 0.03%
POLA ORBIS HOLDINGS INC 0.03%
POPULAR INC 0.03%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.03%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.03%
REGENCY MARKETS NO. 1 LLC 7588R1K95 DCP 10/09/2018 0.03%
RENAISSANCERE HOLDINGS LTD 0.03%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.03%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.03%
ROYAL BANK OF CANADA NY 02.3505 12/07/2018 0.03%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.03%
ROYAL GOLD INC 0.03%
SEALED AIR CORP 0.03%
SERVICE CORP INTL 04.6250 12/15/2027 0.03%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.03%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.03%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
SVENSKA HANDELSBANKEN NY 02.4038 02/04/2019 0.03%
SWEDBANK (NEW YORK) 02.3203 11/06/2018 0.03%
SWISSCOM AG-REG 0.03%
SYNOVUS FINANCIAL CORP 0.03%
TAIWAN SEMICONDUCTOR MANUFAC 0.03%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.03%
TELEDYNE TECHNOLOGIES INC 0.03%
THUNDER BAY FUNDING LLC 88603GKF6 DCP 11/27/2018 0.03%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.03%
TREASURY BILL 00.0000 11/01/2018 0.03%
UNITEDHEALTH GROUP INC 03.1500 06/15/2021 0.03%
UNITEDHEALTH GROUP INC 04.2500 04/15/2047 0.03%
VICTORY RECEIVABLES CORP 92646LK90 DCP 10/09/2018 0.03%
WAMU 2004-AR13 A1A 02.9358 11/25/2034 0.03%
WARNER MEDIA LLC 03.8000 02/15/2027 0.03%
WATERS CORP 0.03%
WELLS FARGO BANK NA 02.4084 11/16/2018 0.03%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.03%
WESTPAC BANKING CORP 2.32025 01/03/2019 0.03%
WFRBS 2011-C2 D P/P 144A 05.8386 02/15/2044 0.03%
ABN AMRO FUNDING USA LLC 00084CLD2 DCP 11/13/2018 0.02%
AIA GROUP LTD 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
AIR LEASE CORP 03.6250 04/01/2027 0.02%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.02%
ALLSTATE CORP 0.02%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.02%
ALPHABET INC 01.9980 08/15/2026 0.02%
ALTA MESA HLDGS 07.8750 12/15/2024 0.02%
ALTRIA GROUP INC 04.0000 01/31/2024 0.02%
AMGEN INC 04.6630 06/15/2051 0.02%
APPLE INC 04.3750 05/13/2045 0.02%
ARISTOCRAT LEISURE LTD 0.02%
ARRW 2018-1 A3 04.1570 04/25/2048 0.02%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.02%
AT&T INC 0.02%
ATLANTIC ASSET SECURITIZATION 04821ULT7 DCP 11/27/2018 0.02%
AUSTRALIA & NEW ZEALAND BANKI 02.3638 03/07/2019 0.02%
AUSTRALIA & NEW ZEALAND BANKING GRP LTD -2.42025 10/16/2018 0.02%
AXIS CAPITAL HOLDINGS LTD 0.02%
BANK OF AMERICA CORP 2.49025 10/03/2018 0.02%
BANK OF AMERICA NA 02.3784 01/16/2019 0.02%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.02%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 0.02%
BARCLAYS BANK PLC CCP 06742QNT5 DCP 10/29/2018 0.02%
BARCLAYS BANK, PLC 06742QPT3 DCP 10/12/2018 0.02%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.02%
BERKELEY GROUP HOLDINGS/THE 0.02%
BMIR 2018-2A M1B P/P 144A 03.5658 08/25/2028 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%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
CANADIAN IMP BK COMM NY 02.4860 08/01/2019 0.02%
CAS 2014-C02 1M2 04.8158 05/25/2024 0.02%
CAS 2014-C03 2M2 05.1158 07/25/2024 0.02%
CAS 2015-C01 1M2 06.5158 02/25/2025 0.02%
CAS 2015-C02 2M2 06.2158 05/25/2025 0.02%
CAS 2015-C03 2M2 07.2158 07/25/2025 0.02%
CAS 2016-C02 1M2 08.2158 09/25/2028 0.02%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.02%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.02%
CFCRE 2011-C2 D P/P 144A 05.9474 12/15/2047 0.02%
CGCMT 2013-GC11 D P/P 144A 04.5672 04/10/2046 0.02%
CHARTA LLC 16115WME4 DCP 12/14/2018 0.02%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.02%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.02%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.02%
CHINA CONSTRUCTION BANK-H 0.02%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.02%
CIMIC GROUP LTD 0.02%
CIT GROUP INC 05.0000 08/01/2023 0.02%
CIT GROUP INC. 05.2500 03/07/2025 0.02%
CITIGROUP INC 04.4500 09/29/2027 0.02%
CME GROUP INC 0.02%
CNOOC LTD 0.02%
COLLATERALIZED COMMERCIAL PAP 02.3338 01/24/2019 0.02%
COMCAST CORP 03.3750 02/15/2025 0.02%
COMM 2010-C1 D P/P 144A 06.3076 07/10/2046 0.02%
COMM 2012-LC4 D P/P 144A 05.7769 12/10/2044 0.02%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.02%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.02%
COMM 2014-CR19 XA IO 01.3444 08/10/2047 0.02%
COMMONWEALTH BANK OF AUSTRALI 20272EMA3 DCP 12/10/2018 0.02%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.02%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.02%
CRC FUNDING LLC 12619ULE9 DCP 11/14/2018 0.02%
CREDIT SUISSE AG/NEW YORK NY 01.8500 10/29/2018 0.02%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.02%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.02%
CROWN HOLDINGS INC 0.02%
DEUTSCHE BOERSE AG 0.02%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.02%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.02%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.02%
DIGITAL DELTA HLDG 03.4000 10/01/2020 0.02%
DUKE ENERGY CORP 0.02%
DUKE ENERGY CORP 03.1500 08/15/2027 0.02%
EMPIRE STATE REALTY TRUST-A 0.02%
ENBRIDGE INC USD 04.2500 12/01/2026 0.02%
EOG RESOURCES INC 02.6250 03/15/2023 0.02%
EQT CORP 03.9000 10/01/2027 0.02%
EQUINOR ASA USD 02.9000 11/08/2020 0.02%
EXELON CORP 0.02%
EXPORT DEVELOPMENT CANADA 30215HPB0 DCP 02/11/2019 0.02%
FAIRWAY FINANCE CO LLC 30601WK99 DCP 10/09/2018 0.02%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.02%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.02%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.02%
FISERV INC 0.02%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.02%
GENERAL DYNAMICS CORP 0.02%
GNR 2011-135 DI IO 05.0000 04/16/2040 0.02%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.02%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.02%
GNR 2017-139 NI IO 04.5000 09/20/2047 0.02%
GSMS 2011-GC3 C P/P 144A 05.8253 03/10/2044 0.02%
GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 0.02%
GSMS 2013-GC13 AS P/P 144A 04.2177 07/10/2046 0.02%
HARRIS CORP 0.02%
HCA INC 05.5000 06/15/2047 0.02%
HOCHTIEF AG 0.02%
HONG KONG EXCHANGES & CLEAR 0.02%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.02%
HSBC HOLDINGS PLC 0.02%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.02%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.02%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.02%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.02%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.02%
ISHARES MSCI EMERGING MARKET 0.02%
ITAU UNIBANCO H-SPON PRF ADR 0.02%
IVORY COAST REGS 06.1250 06/15/2033 0.02%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.02%
JPMCC 2012-C8 C P/P 144A 04.7582 10/15/2045 0.02%
JPMCC 2013-LC11 C 03.9582 04/15/2046 0.02%
KERRY PROPERTIES LTD 0.02%
KEURIG DR PEPPER INC 0.02%
KIRIN HOLDINGS CO LTD 0.02%
KYUSHU RAILWAY COMPANY 0.02%
LIBERTY STREET FUNDING LLC 53127UKA7 DCP 10/10/2018 0.02%
LLOYDS BANK PLC 53943SLM7 DCP 11/21/2018 0.02%
LLOYDS BANKING GROUP PLC 0.02%
LNSTR 2015-3 B P/P 144A 03.2171 04/20/2048 0.02%
LUKOIL PJSC-SPON ADR 0.02%
MARATHON PETROLEUM CORP 0.02%
MEDIPAL HOLDINGS CORP 0.02%
MERCK & CO INC 01.8500 02/10/2020 0.02%
MERCK & CO INC 03.7000 02/10/2045 0.02%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.02%
METLIFE SHORT TERM FUNDING LL 59157ULE8 DCP 11/14/2018 0.02%
MICROSOFT CORP 02.4000 02/06/2022 0.02%
MITSUBISHI GAS CHEMICAL CO 0.02%
MIZUHO BANK LTD/NY 02.2738 12/03/2018 0.02%
MONSTER BEVERAGE CORP 0.02%
MORGAN STANLEY 04.3750 01/22/2047 0.02%
MSAC 2004-HE6 M1 03.0408 08/25/2034 0.02%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.02%
MSBAM 2012-C6 D P/P 144A 04.7262 11/15/2045 0.02%
MSBAM 2013-C7 C 04.2546 02/15/2046 0.02%
MSC 2012-C4 D P/P 144A 05.6008 03/15/2045 0.02%
NATIONAL AUSTRALIA B P/P 144A 03.0171 12/09/2019 0.02%
NATIONAL AUSTRALIA BANK LTD 02.3338 08/02/2019 0.02%
NATIONAL AUSTRALIA BANK LTD 63254FL54 DCP 11/05/2018 0.02%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.02%
NATIONWIDE BUILDING SOCIETY 6385E1MH1 DCP 12/17/2018 0.02%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.02%
NEWELL BRANDS INC 04.2000 04/01/2026 0.02%
NOK/USD 12/19/2018 GSFX 0.02%
NOMURA REAL ESTATE HOLDINGS 0.02%
NORDEA BANK AB NEW YORK 02.5344 03/14/2019 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
NRW BANK 62939MKB2 DCP 10/11/2018 0.02%
NRW BANK 62939MM46 DCP 12/04/2018 0.02%
NUTRIEN LTD USD 04.1250 03/15/2035 0.02%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.02%
OUTFRONT MEDIA INC 0.02%
PARAMOUNT GROUP INC 0.02%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.02%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.02%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.02%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.02%
PING AN INSURANCE GROUP CO-H 0.02%
PNC BANK NA 02.0000 05/19/2020 0.02%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.02%
RANDSTAD NV 0.02%
RAYONIER INC 0.02%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.02%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.02%
ROYAL BANK OF CANADA/NEW YORK 02.4700 03/01/2019 0.02%
ROYAL BK SCOTLND GRP PLC USD 04.8000 04/05/2026 0.02%
RTL GROUP 0.02%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.02%
SCENTRE GROUP 0.02%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.02%
SENIOR HOUSING PROP TRUST 0.02%
SIEMENS HEALTH 0.02%
SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 0.02%
SKANDINAVISKA ENSKILDA USD 02.6250 03/15/2021 0.02%
SOCIETE GENERALE SA 83369CKX1 DCP 10/31/2018 0.02%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.02%
SPRINT CORP 07.1250 06/15/2024 0.02%
STACR 2014-DN4 M3 06.7658 10/25/2024 0.02%
STACR 2014-HQ3 M3 06.9658 10/25/2024 0.02%
STACR 2016-DNA1 M3 07.7658 07/25/2028 0.02%
STACR 2016-DNA3 M3 07.2158 12/25/2028 0.02%
SVENSKA HANDELSBANKEN NY 02.4126 07/08/2019 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%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.02%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.02%
TORONTO-DOMINION BANK/THE 2.34025 01/11/2019 0.02%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.02%
TREASURY BILL 00.0000 10/25/2018 0.02%
UBS AG/LONDON - 04/25/2019 02.3236 04/25/2019 0.02%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.02%
UBS GROUP FUNDIN P/P 144A 04.2530 03/23/2028 0.02%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.02%
UNITEDHEALTH GROUP INC 0.02%
UNIVAR INC 0.02%
US BANK NA/CINCINNATI OH 02.2538 07/03/2019 0.02%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.02%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.02%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.02%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.02%
WAMU 2005-AR1 A2A1 02.8958 01/25/2045 0.02%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.02%
WESTPAC BANKING CORP NY 02.4395 03/05/2019 0.02%
WFRBS 2011-C3 D P/P 144A 05.8645 03/15/2044 0.02%
WFRBS 2011-C4 D P/P 144A 05.3975 06/15/2044 0.02%
WFRBS 2011-C5 E P/P 144A 05.8616 11/15/2044 0.02%
WFRBS 2012-C10 AS 03.2410 12/15/2045 0.02%
WFRBS 2012-C10 D P/P 144A 04.5903 12/15/2045 0.02%
WH GROUP LTD 0.02%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.02%
WOLTERS KLUWER 0.02%
WORLDPAY INC-CLASS A 0.02%
WP CAREY INC 0.02%
ZOETIS INC 03.9000 08/20/2028 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%
21ST CENTURY FOX AMERICA 03.0000 09/15/2022 0.01%
21ST CENTURY FOX AMERICA 04.7500 11/15/2046 0.01%
3.20 R ISWP FWD US0003M P 12/19/2048 0.01%
ABBVIE INC 02.5000 05/14/2020 0.01%
ABBVIE INC 03.6000 05/14/2025 0.01%
ABU DHABI COMMERCIAL BANK 0.01%
ADVANCED INFO SERVICE-FOR RG 0.01%
AEGON NV 0.01%
AES CORP/THE 05.1250 09/01/2027 0.01%
AES CORP/THE 05.5000 04/15/2025 0.01%
AIR LEASE CORP 02.5000 03/01/2021 0.01%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.01%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.01%
ALTRIA GROUP INC 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 INTL GROUP 08.1750 05/15/2058 0.01%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.01%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.01%
AMGEN INC 03.4500 10/01/2020 0.01%
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%
ARCELORMITTAL USD 07.0000 10/15/2039 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
AT&T INC 03.4000 05/15/2025 0.01%
AT&T INC 04.7500 05/15/2046 0.01%
AUROBINDO PHARMA LTD 0.01%
AUSTRALIA & NEW ZEALAND BANKI 05253CMH6 DCP 12/17/2018 0.01%
AUTONATION INC. 05.5000 02/01/2020 0.01%
AVAYA TLB L+425 06.4084 12/15/2024 0.01%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.01%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.01%
BANGKOK CHAIN HOSPITAL-FOREG 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 NOVA SCOTIA USD 02.3500 10/21/2020 0.01%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.01%
BAUSCH HLTH COS INC P/P 144A 08.5000 01/31/2027 0.01%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.01%
BAUSCH HLTH COS INC P/P 144A 09.2500 04/01/2026 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 2.31025 11/05/2018 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%
BIOSCRIP INC 08.8750 02/15/2021 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 0.01%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.01%
BOOKING HOLDINGS INC 0.01%
BOYD GAMING CORP 06.3750 04/01/2026 0.01%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.01%
BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
BRAND ENERGY TL L+425 06.5956 06/21/2024 0.01%
BRILLIANCE CHINA AUTOMOTIVE 0.01%
BROTHER INDUSTRIES LTD 0.01%
BT GROUP PLC 0.01%
CAFE24 CORP 0.01%
CALIFORNIA RESOURC TL L+475 06.9622 11/17/2022 0.01%
CAMDEN PROPERTY TRUST 0.01%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.01%
CANVEST ENVIRONMENTAL PROTEC 0.01%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2015-C02 1M2 06.2158 05/25/2025 0.01%
CAS 2017-C03 1M2 05.2158 10/25/2029 0.01%
CATHAY FINANCIAL HOLDING CO 0.01%
CBS CORP 02.9000 01/15/2027 0.01%
CBS CORP 04.6000 01/15/2045 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 05.7500 02/15/2026 0.01%
CDK GLOBAL INC 0.01%
CEC ENT INC 08.0000 02/15/2022 0.01%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 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 2012-GC8 XA IO P/P 144A 01.9663 09/10/2045 0.01%
CGCMT 2014-GC21 X IO 01.3569 05/10/2047 0.01%
CHAILEASE HOLDING CO LTD 0.01%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.01%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.01%
CHIMERA INVESTMENT CORP 0.01%
CHINA EVERBRIGHT GREENTECH L 0.01%
CHINA MOBILE LTD 0.01%
CHINA STATE CONSTRUCTION INT 0.01%
CHINA TRADITIONAL CHINESE ME 0.01%
CHINA WATER AFFAIRS GROUP 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%
CINEMARK USA INC 04.8750 06/01/2023 0.01%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.01%
CLEAN TEQ HOLDINGS LTD 0.01%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.01%
CMLTI 2005-2 1A2A 04.0112 05/25/2035 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 EUROPEAN PARTNERS 0.01%
COLOPLAST-B 0.01%
COMCAST CORP 03.1500 03/01/2026 0.01%
COMCAST CORP 03.9690 11/01/2047 0.01%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.01%
COMM 2013-CCRE9 D P/P 144A 04.3991 07/10/2045 0.01%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.01%
COMM 2013-CR11 XA IO 01.2718 08/10/2050 0.01%
COMM 2013-LC13 XA IO 01.3843 08/10/2046 0.01%
COMM 2014-CR14 XA IO 00.8736 02/10/2047 0.01%
COMM 2014-UBS4 XA IO 01.3367 08/10/2047 0.01%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 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%
COMSTOCK ESCROW CORP P/P 144A 09.7500 08/15/2026 0.01%
CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 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%
CREDICORP LTD 0.01%
CROWN CASTLE INTL CORP 03.1500 07/15/2023 0.01%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.01%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.01%
CTBC FINANCIAL HOLDING CO LT 0.01%
CTCI CORP 0.01%
CVS HEALTH CORP 02.2500 12/05/2018 0.01%
CVS HEALTH CORP 04.7500 12/01/2022 0.01%
CWL 2004-5 2A 02.7158 10/25/2034 0.01%
DAI DONG CO LTD 0.01%
DAI NIPPON PRINTING CO LTD 0.01%
DAIWA SECURITIES GROUP INC 0.01%
DB INSURANCE CO LTD 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 RESORTS INTL P/P 144A 07.7500 09/01/2023 0.01%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
DINO POLSKA SA 0.01%
DISCOVERY LTD 0.01%
DISH DBS CORP 05.8750 11/15/2024 0.01%
DNB BANK ASA 2332K1KX7 DCP 10/31/2018 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%
EAGLECLAW MID TL L+425 06.3259 06/30/2024 0.01%
ECOLAB INC 0.01%
EMERA US FINANCE LP 03.5500 06/15/2026 0.01%
EMLT 2004-1 M2 03.6408 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%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.01%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.01%
EPR PROPERTIES 0.01%
EQUINIX INC 05.3750 05/15/2027 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%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.01%
FHR 3829 AS IO 04.7916 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%
FIN & RISK US HOLD P/P 144A 06.2500 05/15/2026 0.01%
FIRST ABU DHABI BANK PJSC 0.01%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.01%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 0.01%
FNMA FN30 MA2863 03.0000 01/01/2047 0.01%
FORMOSA PLASTICS CORP 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 P/P 144A 08.5000 04/01/2026 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GENTERA SAB DE CV 0.01%
GEOPARK LTD 0.01%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.01%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.01%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 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 GII30 AW8447 04.3200 05/20/2067 0.01%
GNMA GII30 AY4779 04.5070 03/20/2067 0.01%
GNR 2013-99 AS IO 03.8848 06/20/2043 0.01%
GNR 2015-H25 BI IO 01.5389 10/20/2065 0.01%
GNR 2016-H16 EI IO 02.2059 06/20/2066 0.01%
GNR 2017-123 JI IO 04.0000 08/20/2046 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%
GRAPE KING BIO LTD 0.01%
GREAT LAKES D&D 08.0000 05/15/2022 0.01%
GRUMA S.A.B.-B 0.01%
GRUPO FINANCIERO BANORTE-O 0.01%
GSMS 2014-GC18 C 05.1079 01/10/2047 0.01%
HANA FINANCIAL GROUP 0.01%
HANGZHOU HIKVISION DIGITAL - A 144A/REGS WARRANT 02/11/2019 0.01%
HANS LASER TECHNOLOGY 144A/REGS WARRANT 09/27/2019 0.01%
HCA INC 04.7500 05/01/2023 0.01%
HCA INC 06.5000 02/15/2020 0.01%
HDFC BANK LIMITED 0.01%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.01%
HMBT 2004-2 A1 02.9558 12/25/2034 0.01%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.01%
HOME DEPOT INC 02.6250 06/01/2022 0.01%
HOUSING DEVELOPMENT FINANCE 0.01%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.01%
HSBC BANK PLC - 11/05/2018 2.29025 11/05/2018 0.01%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
HUSKY TLB L+300 05.2018 03/28/2025 0.01%
HYATT HOTELS CORP 04.8500 03/15/2026 0.01%
HYUNDAI MARINE 0.01%
IBM CORP 01.8750 08/01/2022 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.01%
IMM 2004-6 1A2 02.9958 10/25/2034 0.01%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
INDORAMA VENTURES-FOREIGN 0.01%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
INFOSYS LTD 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 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%
ITRON INC P/P 144A 05.0000 01/15/2026 0.01%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.01%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.01%
JAGGED PEAK ENERGY P/P 144A 05.8750 05/01/2026 0.01%
JNBY DESIGN LTD 0.01%
JO-ANN STORES 2NDL L+925 11.6038 05/21/2024 0.01%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.01%
JPMCC 2012-C6 E P/P 144A 05.3117 05/15/2045 0.01%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.01%
JPMCC 2013-LC11 X IO 01.4127 04/15/2046 0.01%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.01%
JPY/USD 11/19/2018 SSBT 0.01%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 0.01%
KEI INDUSTRIES LTD 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.01%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.01%
KONINKLIJKE PHILIPS NV 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%
LARSEN & TOUBRO INFO 0.01%
LBMLT 2004-5 A5 02.7758 09/25/2034 0.01%
LENNAR CORP 05.8750 11/15/2024 0.01%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.01%
LG HOUSEHOLD & HEALTH CARE 0.01%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.01%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.01%
LOCALIZA RENT A CAR 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 BANK LTD P/P 144A 02.8500 07/29/2020 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 06.8750 12/15/2023 0.01%
MAXIM INTEGRATED PRODUCTS 0.01%
MEDIATEK INC 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MEGACABLE HOLDINGS-CPO 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%
METLIFE INC. 04.7500 02/08/2021 0.01%
MEXICHEM SAB DE CV-* 0.01%
MGM CHINA HOLDINGS LTD 0.01%
MHL 2005-1 1M1 02.9358 02/25/2035 0.01%
MICROSOFT CORP 02.4000 08/08/2026 0.01%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.01%
MLMI 2005-A10 A 02.4258 02/25/2036 0.01%
MLMI 2005-A2 A2 03.5386 02/25/2035 0.01%
MOTOR OIL (HELLAS) SA 0.01%
MSBAM 2013-C7 XA IO 01.4965 02/15/2046 0.01%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.01%
MSBAM 2015-C25 XA IO 01.2749 10/15/2048 0.01%
MSC 2011-C3 D P/P 144A 05.3257 07/15/2049 0.01%
MSC 2012-C4 XA IO P/P 144A 02.2677 03/15/2045 0.01%
NABORS IND INC 05.7500 02/01/2025 0.01%
NASPERS LTD-N SHS 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.01%
NATURA COSMETICOS SA 0.01%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.01%
NCHET 2003-4 M1 03.3408 10/25/2033 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%
NEW ORIENTAL EDUCATIO-SP ADR 0.01%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 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 CAPITAL 04.8000 12/01/2077 0.01%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.01%
NOK/USD 12/19/2018 SSBT 0.01%
NORDEA BANK ABP 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%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.01%
OLD REPUBLIC INTL CORP 0.01%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.01%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.01%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.01%
ORACLE CORP 02.5000 10/15/2022 0.01%
ORACLE CORP 02.6500 07/15/2026 0.01%
ORACLE CORP 03.2500 11/15/2027 0.01%
ORACLE CORP 05.3750 07/15/2040 0.01%
ORTHO-CLINICAL TLB L+325 06/01/2025 0.01%
ORYX TLB L+325 05.2672 02/28/2025 0.01%
OSHKOSH CORP 05.3750 03/01/2025 0.01%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.01%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.01%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.01%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.01%
PETROLEO BRASILEIRO-SPON ADR 0.01%
PETRONAS CHEMICALS GROUP BHD 0.01%
PFIZER INC 03.0000 12/15/2026 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%
POYA INTERNATIONAL CO LTD 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%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.01%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.01%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.01%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.01%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.01%
PULTEGROUP INC 05.5000 03/01/2026 0.01%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.01%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.01%
REGENCY MARKETS NO. 1 LLC 7588R1KB0 DCP 10/11/2018 0.01%
REINSURANCE GROUP OF AMERICA 0.01%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.01%
REP OF INDONESIA P/P 144A 05.2500 01/17/2042 0.01%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.01%
ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 0.01%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.01%
S&P GLOBAL INC 02.9500 01/22/2027 0.01%
SABINE PASS LIQUEF 05.0000 03/15/2027 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%
SAMBA AB R US0001M P 09/10/19 BA 0.01%
SAMSUNG ELECTRONICS-PREF 0.01%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.01%
SASOL LTD 0.01%
SBERBANK PJSC -SPONSORED ADR 0.01%
SCHRODERS PLC 0.01%
SERVICE CORP INTL 05.3750 05/15/2024 0.01%
SESI LLC 07.7500 09/15/2024 0.01%
SHENGYI TECH 144A/REGS WARRANT 05/24/2019 0.01%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.01%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.01%
SHERWIN-WILLIAMS CO/THE 0.01%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.01%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 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%
SOUTH32 LTD 0.01%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 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%
STARWOOD PROP TR 04.7500 03/15/2025 0.01%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.01%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.01%
STOCKLAND 0.01%
SUNNY FRIEND ENVIRONMENTAL T 0.01%
SUNNY OPTICAL TECH 0.01%
SUNTRUST BANKS INC 0.01%
SUZANO PAPEL E CELULOSE SA 0.01%
SUZUKI MOTOR CORP 0.01%
SWEDBANK AB 87019SLG7 DCP 11/16/2018 0.01%
SWIRE PROPERTIES LTD 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
TAISHO PHARMACEUTICAL HOLDIN 0.01%
TAIWAN DOLLAR CALL ACCOUNT 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TCI CO LTD 0.01%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.01%
TENNANT CO 05.6250 05/01/2025 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%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.01%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.01%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
TRANSDIGM INC 06.5000 07/15/2024 0.01%
TRAVELERS COS INC/THE 0.01%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 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 P/P 144A 05.6250 10/01/2025 0.01%
UBSBB 2012-C2 D P/P 144A 05.0497 05/10/2063 0.01%
UBSBB 2012-C4 XA IO P/P 144A 01.7920 12/10/2045 0.01%
UBSBB 2013-C6 XA IO P/P 144A 01.2764 04/10/2046 0.01%
UBSCM 2017-C7 XA IO 01.2261 12/15/2050 0.01%
UDR 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%
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%
USD/CNH CALL 7.00 20190404 GSFX 0.01%
USG CORP P/P 144A 04.8750 06/01/2027 0.01%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.01%
VALE SA-SP ADR 0.01%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.01%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.01%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.01%
VMWARE INC 03.9000 08/21/2027 0.01%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.01%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.01%
WALMART DE MEXICO SAB DE CV 0.01%
WAMU 2004-AR13 A1B2 03.1958 11/25/2034 0.01%
WAMU 2004-AR13 A2B 03.0958 11/25/2034 0.01%
WAMU 2005-AR1 A2A3 03.0158 01/25/2045 0.01%
WAMU 2005-AR11 A1C3 02.7258 08/25/2045 0.01%
WAMU 2005-AR2 1A1A 02.5458 01/25/2045 0.01%
WAMU 2005-AR2 2A2B 02.5958 01/25/2045 0.01%
WAMU 2005-AR8 2A1A 02.7958 07/25/2045 0.01%
WAMU 2005-AR8 2AB3 02.9358 07/25/2045 0.01%
WARNER MEDIA LLC 02.9500 07/15/2026 0.01%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.01%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.01%
WBCMT 2005-C21 D 05.4168 10/15/2044 0.01%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.01%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.01%
WELLS FARGO BANK NA 02.3784 11/15/2018 0.01%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.01%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.01%
WESTROCK MWV LLC 08.2000 01/15/2030 0.01%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.01%
WEYERHAEUSER CO 07.3750 03/15/2032 0.01%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.01%
WFCM 2013-LC12 AS 04.4226 07/15/2046 0.01%
WFCM 2013-LC12 C 04.4226 07/15/2046 0.01%
WFCM 2016-LC25 XA IO 01.2206 12/15/2059 0.01%
WFRBS 2011-C4 E P/P 144A 05.3975 06/15/2044 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-C12 AS 03.5600 03/15/2048 0.01%
WFRBS 2013-C15 D P/P 144A 04.6207 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-C22 XA IO 00.9984 09/15/2057 0.01%
WFRBS 2014-C24 XA IO 01.0303 11/15/2047 0.01%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.01%
WILLIAMS COMPANIES INC 03.6000 03/15/2022 0.01%
WM MORRISON SUPERMARKETS 0.01%
WPX ENERGY INC 05.7500 06/01/2026 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%
WULIANGYE YIBIN 144A/REGS WARRANT 04/12/2019 0.01%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.01%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.01%
YANDEX NV-A 0.01%
ZAYO GROUP HOLDINGS INC 0.01%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
3.05 R ISWP FWD US0003M P 12/19/2020 0.00%
3.10 R ISWP FWD US0003M P 12/19/2023 0.00%
3.15 R ISWP FWD US0003M P 12/19/2028 0.00%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 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%
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%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
ALLY FINANCIAL INC 08.0000 12/31/2018 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%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 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%
APACHE CORPORATION 03.2500 04/15/2022 0.00%
APPALACHIAN POWER CO 04.6000 03/30/2021 0.00%
APPLE INC 03.4500 05/06/2024 0.00%
ARAMARK 0.00%
ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.00%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.00%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.00%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.00%
ASTRAZENECA PLC USD 06.4500 09/15/2037 0.00%
AT&T INC 05.8000 02/15/2019 0.00%
AUD/USD 10/17/2018 BANKAM 0.00%
AUD/USD 10/17/2018 CITI 0.00%
AUD/USD 10/17/2018 CSI-FX 0.00%
AUD/USD 10/17/2018 HSBCB 0.00%
AUD/USD 10/17/2018 JPMCB 0.00%
AUD/USD 10/17/2018 RBSF 0.00%
AUD/USD 10/17/2018 UBS 0.00%
AUD/USD 10/17/2018 WPAC 0.00%
AUSTRALIAN DOLLAR ACCOUNT 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
AVAYA HOLDINGS CORP 0.00%
AZUL SA-ADR 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.00%
BANK OF NOVA SCOTIA USD 02.0500 10/30/2018 0.00%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.00%
BAUSCH HLTH COS INC P/P 144A 05.8750 05/15/2023 0.00%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.00%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.00%
BB&T CORP 0.00%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.00%
BERKSHIRE HATHAWAY INC-CL B 0.00%
BERRY GLOBAL INC 05.1250 07/15/2023 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.00%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.00%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.00%
BOYD GAMING CORP 06.0000 08/15/2026 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
BOYNE USA INC P/P 144A 07.2500 05/01/2025 0.00%
BRAZILIAN REAL CALL ACCOUNT 0.00%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.00%
BRIGHT HORIZONS FAMILY SOLUT 0.00%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 10/17/2018 BANKAM 0.00%
CAD/USD 10/17/2018 BCAP-FX 0.00%
CAD/USD 10/17/2018 CITI 0.00%
CAD/USD 10/17/2018 HSBCB 0.00%
CAD/USD 10/17/2018 JPMCB 0.00%
CAD/USD 10/17/2018 SSBT 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.00%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CALPINE CORPORATION 05.7500 01/15/2025 0.00%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.00%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.00%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.00%
CAS 2016-C05 2M1 03.5658 01/25/2029 0.00%
CAS 2017-C01 1M2 05.7658 07/25/2029 0.00%
CBRE SERVICES INC 04.8750 03/01/2026 0.00%
CBRE SERVICES INC 05.2500 03/15/2025 0.00%
CBS CORP 04.0000 01/15/2026 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.00%
CELANESE US HOLDINGS LLC 05.8750 06/15/2021 0.00%
CENTENE CORP 04.7500 05/15/2022 0.00%
CENTENE CORP 06.1250 02/15/2024 0.00%
CENTENE CORP P/P 144A 05.3750 06/01/2026 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.0000 10/15/2049 0.00%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.00%
CHEMOURS CO 05.3750 05/15/2027 0.00%
CHEMOURS CO 06.6250 05/15/2023 0.00%
CHEMOURS CO 07.0000 05/15/2025 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.00%
CHF/USD 12/19/2018 BCAP-FX 0.00%
CHF/USD 12/19/2018 CSI-FX 0.00%
CHF/USD 12/19/2018 JPMCB 0.00%
CHINA NATIONAL BUILDING MA-H 0.00%
CHINA ORIENTAL GROUP CO LTD 0.00%
CIGNA CORP 04.5000 03/15/2021 0.00%
CIT GROUP INC. 05.0000 08/15/2022 0.00%
CITIGROUP INC 04.6000 03/09/2026 0.00%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.00%
CLEAR CHANNEL TLD L+675 08.8259 01/30/2019 0.00%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.00%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.00%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 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 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 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 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 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 ML 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.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 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.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 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 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 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 CS 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 CS 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 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 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 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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 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%
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 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
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L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.7710 09/15/2039 0.00%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.00%
LENNAR CORP 04.7500 11/15/2022 0.00%
LIBERTY EXPEDIA HOLD-A 0.00%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.00%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.00%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.00%
MARATHON PETRO CORP 06.5000 03/01/2041 0.00%
MARRIOTT INTERNATIONAL -CL A 0.00%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 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 05.5000 01/15/2026 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
METTLER-TOLEDO INTERNATIONAL 0.00%
MEXICAN PESO CALL ACCOUNT 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%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 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-C10 D P/P 144A 04.2185 07/15/2046 0.00%
MSBAM 2013-C8 B 03.6970 12/15/2048 0.00%
MSBAM 2014-C17 XA IO 01.3487 08/15/2047 0.00%
MSC 2012-C4 C P/P 144A 05.6008 03/15/2045 0.00%
MSCI EAFE DEC18 MFSZ8 0.00%
MWO HOLDINGS LLC 0.00%
NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.00%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 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 05.3703 10/25/2020 0.00%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.00%
NEVADA POWER CO 07.1250 03/15/2019 0.00%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.00%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.00%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 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%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.00%
NOK/USD 12/19/2018 BCAP-FX 0.00%
NOK/USD 12/19/2018 JPMCB 0.00%
NOK/USD 12/19/2018 RBSF 0.00%
NOK/USD 12/19/2018 UBS 0.00%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.00%
NRG ENERGY INC 07.2500 05/15/2026 0.00%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.00%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.00%
NUTRIEN LTD USD 05.2500 01/15/2045 0.00%
NZD/USD 10/17/2018 CSI-FX 0.00%
NZD/USD 10/17/2018 GSFX 0.00%
NZD/USD 10/17/2018 HSBCB 0.00%
NZD/USD 10/17/2018 JPMCB 0.00%
NZD/USD 10/17/2018 RBSF 0.00%
NZD/USD 10/17/2018 SSBT 0.00%
NZD/USD 10/17/2018 UBS 0.00%
NZD/USD 10/17/2018 WPAC 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.00%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.00%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 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%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 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 USD 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 03.5000 01/30/2023 0.00%
PETROLEOS MEXICANOS USD 04.8750 01/24/2022 0.00%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PIEDMONT OFFICE REALTY TRU-A 0.00%
PLATFORM SPECIALTY P/P 144A 06.5000 02/01/2022 0.00%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.00%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.00%
PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 0.00%
PULTEGROUP INC. 07.8750 06/15/2032 0.00%
QORVO INC P/P 144A 05.5000 07/15/2026 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
QVC INC 04.4500 02/15/2025 0.00%
QVC INC 04.8500 04/01/2024 0.00%
RACKSPACE HOSTING INC L+300 05.3482 11/03/2023 0.00%
RANGE RESOURCES CORP 05.0000 03/15/2023 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 0.00%
REVLON CONS TLB L+350 05.8103 09/07/2023 0.00%
RJHI AB R US0001M P 06/20/19 BA 0.00%
RJHI AB R US0001M P 06/25/19 BA 0.00%
RJHI AB R US0001M P 08/06/19 BA 0.00%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.00%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.00%
S&P GLOBAL INC 04.4000 02/15/2026 0.00%
S&P MID 400 EMINI DEC18 FAZ8 0.00%
S&P500 EMINI FUT DEC18 ESZ8 0.00%
SAMBA AB R US0001M P 09/12/19 BA 0.00%
SAMBA AB R US0001M P 09/21/19 BA 0.00%
SANDRIDGE ENERGY INC 0.00%
SCOTTS MIRACLE-GRO CO 0.00%
SEK/USD 12/19/2018 BANKAM 0.00%
SEK/USD 12/19/2018 CITI 0.00%
SEK/USD 12/19/2018 CSI-FX 0.00%
SEK/USD 12/19/2018 GSFX 0.00%
SEK/USD 12/19/2018 HSBCB 0.00%
SEK/USD 12/19/2018 JPMCB 0.00%
SEK/USD 12/19/2018 RBSF 0.00%
SEK/USD 12/19/2018 SSBT 0.00%
SEK/USD 12/19/2018 UBS 0.00%
SERVICE CORP INTL 05.3750 01/15/2022 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 0.00%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.00%
SGD/USD 11/19/2018 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%
SKIPPER LTD 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 06.6250 01/15/2027 0.00%
SM ENERGY CO 06.7500 09/15/2026 0.00%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 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%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.00%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 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%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.00%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 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%
TARGA RES PRTNRS 05.3750 02/01/2027 0.00%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TENET HEALTHCARE 06.0000 10/01/2020 0.00%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.00%
TENNECO INC 05.3750 12/15/2024 0.00%
TERVITA CORP 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THE AES CORPORATION 04.8750 05/15/2023 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%
THUNDER BAY FUNDING LLC 88603GKH2 DCP 12/03/2018 0.00%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
TOPIX INDX FUTR DEC18 TPZ8 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TOYOTA MOTOR CREDIT CORP 02.0000 10/24/2018 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.00%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 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%
TWO HARBORS INVESTMENT CORP 0.00%
TXU TCEH RIGHTS 0.00%
UAE DIRHAM CALL ACCOUNT 0.00%
UBSBB 2012-C3 C P/P 144A 05.2094 08/10/2049 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 COMM P/P 144A 05.1250 02/15/2025 0.00%
UNIVISION TLC5 L+275 04.8259 03/15/2024 0.00%
US 10YR NOTE (CBT)DEC18 TYZ8 0.00%
US 2YR NOTE (CBT) DEC18 TUZ8 0.00%
US 5YR NOTE (CBT) DEC18 FVZ8 0.00%
US LONG BOND(CBT) DEC18 USZ8 0.00%
US ULTRA BOND CBT DEC18 WNZ8 0.00%
USD/CNH CALL 7.20 20190404 GSFX 0.00%
USG CORP P/P 144A 05.5000 03/01/2025 0.00%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 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%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.00%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.00%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.00%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.00%
WAMU 2005-AR1 A1B 02.9958 01/25/2045 0.00%
WAMU 2005-AR13 A1B3 02.5758 10/25/2045 0.00%
WAMU 2005-AR19 A1A2 02.5058 12/25/2045 0.00%
WAMU 2005-AR2 1A1B 02.6058 01/25/2045 0.00%
WAMU 2005-AR2 2A1B 02.5858 01/25/2045 0.00%
WAMU 2005-AR6 2AB2 02.9558 04/25/2045 0.00%
WAMU 2006-AR4 1A1A 02.6867 05/25/2046 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%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.00%
WEST CHINA CEMENT LTD 0.00%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.00%
WESTROCK MWV LLC 07.9500 02/15/2031 0.00%
WFMBS 2005-AR10 1A2 04.2889 06/25/2035 0.00%
WFMBS 2005-AR8 1A2 04.2605 06/25/2035 0.00%
WFRBS 2012-C10 XA IO P/P 144A 01.7164 12/15/2045 0.00%
WFRBS 2012-C6 AS 03.8350 04/15/2045 0.00%
WFRBS 2012-C9 AS 03.3880 11/15/2045 0.00%
WFRBS 2012-C9 XA IO P/P 144A 02.0476 11/15/2045 0.00%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.00%
WFRBS 2014-C19 AS 04.2710 03/15/2047 0.00%
WILEY (JOHN) & SONS-CLASS A 0.00%
WINDSTREAM SRVC / P/P 144A 09.0000 06/30/2025 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 06.0000 01/15/2022 0.00%
WYNDHAM DESTINATIONS INC 05.7500 04/01/2027 0.00%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.00%
POUND STERLING CALL ACCOUNT -0.01%
RU10INTR P US0003M R 11/27/18 CI -0.03%
CDX CDX.NA.HY.31 500.0 12/20/2023 -0.04%
EMIN RUSSELL 2000 DEC18 RTYZ8 -0.05%
FNMA FN30 TBA 03.0000 10/01/2048 -0.22%

Prior top holdings

Top holdings as of 10/31/18
Putnam Retirement Advantage GAA Balanced Trust 76.91%
Putnam Retirement Advantage GAA Growth Trust 18.94%
Putnam Retirement Advantage GAA Money Market Trust 4.19%
Top holdings as of 09/30/18
Putnam Retirement Advantage GAA Balanced Trust 76.96%
Putnam Retirement Advantage GAA Growth Trust 19.34%
Putnam Retirement Advantage GAA Money Market Trust 3.74%
Top holdings as of 08/31/18
Putnam Retirement Advantage GAA Balanced Trust 76.95%
Putnam Retirement Advantage GAA Growth Trust 19.30%
Putnam Retirement Advantage GAA Money Market Trust 3.79%
Top holdings as of 07/31/18
Putnam Retirement Advantage GAA Balanced Trust 76.86%
Putnam Retirement Advantage GAA Growth Trust 19.31%
Putnam Retirement Advantage GAA Money Market Trust 3.87%

Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value less when interest rates decline and decline in value more when interest rates rise. Money market options are not insured or guaranteed by the Federal Deposit Insurance Corporation (FDIC) or any other governmental agency. Although the funds seek to preserve the value of your investment at $1.00 per share, it is possible to lose money by investing in these funds. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivative positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. You can lose money by investing in the funds.

Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value less when interest rates decline and decline in value more when interest rates rise. Money market options are not insured or guaranteed by the Federal Deposit Insurance Corporation (FDIC) or any other governmental agency. Although the funds seek to preserve the value of your investment at $1.00 per share, it is possible to lose money by investing in these funds. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivative positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. You can lose money by investing in the funds.