Retirement Advantage 2035 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 $15.58
-0.06% | $-0.01
$15.65
11/08/17
$13.20
11/18/16
Historical fund price

Fund facts as of 10/31/17

Total net assets
$397.14M
Turnover (fiscal year end)
54%
Dividend frequency
Annually
Number of holdings
3
Fiscal year-end
September
CUSIP / Fund code
746751312 / 2006
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 15.97% 8.12% 11.18% 6.23%
Custom Retirement Advantage 2035 Index 14.53% 7.80% 10.31% --

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 1.70 %
YTD as of 11/17/17 14.73 %

Risk-adjusted performance as of 10/31/17

Alpha (3 yrs.) 0.00
Sharpe ratio (3 yrs.) 0.94
Treynor ratio (3 yrs.) 7.50
Information ratio (3 yrs.) 0.18

Volatility as of 10/31/17

Standard deviation (3 yrs.) 8.24%
Beta 1.03
R-squared 0.98

Capture ratio as of 10/31/17

Up-market (3 yrs.) 102.87
Down-market (3 yrs.) 102.69

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 Growth Trust 78.99%
Putnam Retirement Advantage GAA Balanced Trust 18.36%
Putnam Retirement Advantage GAA Money Market Trust 2.70%

Full portfolio holdings as of 09/30/17

APPLE INC 1.70%
ALPHABET INC-CL A 1.62%
MICROSOFT CORP 1.62%
JPMORGAN CHASE & CO 1.23%
JOHNSON & JOHNSON 1.15%
CITIGROUP INC 1.01%
UNITEDHEALTH GROUP INC 0.92%
VERIZON COMMUNICATIONS INC 0.91%
GNMA GII30 MA4652 03.5000 08/20/2047 0.87%
SPDR S&P 500 ETF TRUST 0.86%
GILEAD SCIENCES INC 0.83%
MCDONALD'S CORP 0.71%
APPLIED MATERIALS INC 0.70%
CELGENE CORP 0.68%
GOLDMAN SACHS GROUP INC 0.68%
TREASURY BILL 00.0000 01/18/2018 0.64%
LOWES COMPANIES INC 0.62%
TEXAS INSTRUMENTS INC 0.58%
PEPSICO INC 0.57%
EXXON MOBIL CORP 0.54%
UNION PACIFIC CORP 0.51%
WALT DISNEY CO/THE 0.50%
TJX COMPANIES INC 0.48%
FNMA FN30 TBA 03.0000 11/01/2047 0.47%
MERCK & CO. INC. 0.43%
FNMA FN15 AL9468 03.0000 12/01/2031 0.42%
FHLMC FH30G G08677 04.0000 11/01/2045 0.41%
VALERO ENERGY CORP 0.41%
L3 TECHNOLOGIES INC 0.40%
RAYTHEON COMPANY 0.40%
NORTHROP GRUMMAN CORP 0.39%
GNMA GII30 TBA 03.5000 10/01/2047 0.38%
FACEBOOK INC-A 0.36%
FNMA FN15 TBA 03.0000 10/01/2032 0.36%
FNMA FN30 MA2864 03.5000 01/01/2047 0.36%
GNMA GII30 MA4451 03.5000 05/20/2047 0.36%
ELI LILLY & CO 0.35%
KIMBERLY-CLARK CORP 0.35%
MCKESSON CORP 0.35%
SAMSUNG ELECTRONICS CO LTD 0.35%
ENTERGY CORP 0.33%
HP INC 0.33%
WALGREENS BOOTS ALLIANCE INC 0.33%
FNMA FN30 890765 03.5000 09/01/2046 0.32%
RALPH LAUREN CORP 0.32%
TYSON FOODS INC-CL A 0.32%
WAL-MART STORES INC 0.32%
INTUIT INC 0.31%
DELTA AIR LINES INC 0.30%
FNMA FN30 TBA 06.0000 10/01/2047 0.30%
ROCHE HOLDING AG-GENUSSCHEIN 0.30%
NORFOLK SOUTHERN CORP 0.29%
WILLIAMS COS INC 0.29%
CUMMINS INC 0.28%
PRUDENTIAL FINANCIAL INC 0.28%
SHERWIN-WILLIAMS CO/THE 0.28%
SQUARE INC - A 0.28%
ALLSTATE CORP 0.27%
GNMA GII30 MA4586 03.5000 07/20/2047 0.26%
PARSLEY ENERGY INC-CLASS A 0.26%
SANOFI 0.26%
SYSCO CORP 0.26%
TENCENT HOLDINGS LTD 0.26%
TOTAL SA 0.26%
AFLAC INC 0.25%
ALIBABA GROUP HOLDING-SP ADR 0.25%
ALLIANZ SE-REG 0.25%
DISCOVERY COMMUNICATIONS-A 0.25%
E*TRADE FINANCIAL CORPORATION 0.25%
ONEOK INC 0.25%
BASF SE 0.24%
CROWN HOLDINGS INC 0.24%
HOME DEPOT INC 0.24%
NOVARTIS AG-REG 0.24%
EBAY INC 0.23%
FNMA FN30 BC9003 03.0000 11/01/2046 0.23%
ROSS STORES INC 0.23%
3I GROUP PLC 0.22%
AMERICAN ELECTRIC POWER 0.22%
AMERIPRISE FINANCIAL INC 0.22%
AMERISOURCEBERGEN CORP 0.22%
BAYER AG-REG 0.22%
GLAXOSMITHKLINE PLC 0.22%
JUNIPER NETWORKS INC 0.22%
BAXTER INTERNATIONAL INC 0.21%
DANAHER CORP 0.21%
DEUTSCHE POST AG-REG 0.21%
DXC TECHNOLOGY CO 0.21%
ENEL SPA 0.21%
MITSUBISHI UFJ FINANCIAL GRO 0.21%
REPO TRIPA TREAS 1.04 10/02/2017 0.21%
AMADEUS IT GROUP SA 0.20%
CIMAREX ENERGY CO 0.20%
PARKER HANNIFIN CORP 0.20%
UGI CORP 0.20%
ALLISON TRANSMISSION HOLDING 0.19%
CR BARD INC 0.19%
FNMA FN30 TBA 04.0000 11/01/2047 0.19%
HERSHEY CO/THE 0.19%
PVH CORP 0.19%
ATOS SE 0.18%
AXA SA 0.18%
CLOROX COMPANY 0.18%
HARTFORD FINANCIAL SVCS GRP 0.18%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.18%
REPSOL SA 0.18%
SUMITOMO MITSUI FINANCIAL GR 0.18%
SUNTRUST BANKS INC 0.18%
AGILENT TECHNOLOGIES INC 0.17%
EQUITY RESIDENTIAL TR REIT 0.17%
EXELON CORP 0.17%
FIRSTENERGY CORP 0.17%
ITOCHU CORP 0.17%
KAO CORP 0.17%
MIZUHO FINANCIAL GROUP INC 0.17%
REPO TRIPA MORTG 1.05 10/02/2017 0.17%
REPO TRIPA MORTG 1.08 10/02/2017 0.17%
WASTE MANAGEMENT INC 0.17%
CITRIX SYSTEMS INC 0.16%
DISCOVER FINANCIAL SERVICES 0.16%
HASBRO INC 0.16%
MUENCHENER RUECKVER AG-REG 0.16%
NIPPON TELEGRAPH & TELEPHONE 0.16%
PERSIMMON PLC 0.16%
SWISS RE AG 0.16%
TAYLOR WIMPEY PLC 0.16%
ADECCO GROUP AG-REG 0.15%
ALTRIA GROUP INC 0.15%
BAKER HUGHES A GE CO 0.15%
BNP PARIBAS 0.15%
BOUYGUES SA 0.15%
CARNIVAL PLC 0.15%
EVONIK INDUSTRIES AG 0.15%
FNMA FN30 AS6395 03.5000 12/01/2045 0.15%
INDUSTRIVARDEN AB-A SHS 0.15%
MARUBENI CORP 0.15%
ORIX CORP 0.15%
SOCIETE GENERALE SA 0.15%
STEEL DYNAMICS INC 0.15%
VMWARE INC-CLASS A 0.15%
AMDOCS LTD 0.14%
CENTRAL JAPAN RAILWAY CO 0.14%
CK ASSET HOLDINGS LTD 0.14%
FNMA FN30 BH5117 04.0000 08/01/2047 0.14%
HEINEKEN HOLDING NV 0.14%
LEAR CORP 0.14%
MARKS AND SPENCER LTD 0.14%
MAXIM INTEGRATED PRODUCTS 0.14%
NN GROUP NV 0.14%
PACKAGING CORP OF AMERICA 0.14%
PEUGEOT SA 0.14%
RESONA HOLDINGS INC 0.14%
RUSSIAN FEDERATION P/P 144A 05.6250 04/04/2042 0.14%
SAINSBURY (J) PLC 0.14%
SKY PLC 0.14%
ULTA BEAUTY INC 0.14%
WM MORRISON SUPERMARKETS 0.14%
ADOBE SYSTEMS INC 0.13%
CENTRICA PLC 0.13%
CIMIC GROUP LTD 0.13%
CONAGRA BRANDS INC 0.13%
DARDEN RESTAURANTS INC 0.13%
ELECTROLUX AB-SER B 0.13%
F5 NETWORKS INC 0.13%
FIAT CHRYSLER AUTOMOBILES NV 0.13%
HOCHTIEF AG 0.13%
NASPERS LTD-N SHS 0.13%
REPO TRIPA MORTG 1.03 10/05/2017 0.13%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.13%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.13%
TATE & LYLE PLC 0.13%
TREASURY BILL 00.0000 02/08/2018 0.13%
WH GROUP LTD 0.13%
ACS ACTIVIDADES 0.12%
CAMPBELL SOUP CO 0.12%
DELL TECHNOLOGIES INC-CL V 0.12%
LINCOLN NATIONAL CORP 0.12%
MASCO CORP 0.12%
PROCTER & GAMBLE CO/THE 0.12%
SHIONOGI & CO LTD 0.12%
TELSTRA CORP LTD 0.12%
WELLCARE HEALTH PLANS INC 0.12%
YUM BRANDS INC 0.12%
ALLY FINANCIAL INC 0.11%
ANNALY CAPITAL MANAGEMENT IN 0.11%
AVERY DENNISON CORP 0.11%
BUNGE LTD 0.11%
CHINA CONSTRUCTION BANK-H 0.11%
FNMA FN30 TBA 04.5000 11/01/2047 0.11%
FORTINET INC 0.11%
HCP INC 0.11%
HITACHI LTD 0.11%
HUNTINGTON INGALLS INDUSTRIE 0.11%
KINGFISHER PLC 0.11%
MORGAN STANLEY 0.11%
NESTLE SA-REG 0.11%
NISOURCE INC 0.11%
OWENS CORNING 0.11%
QUANTA SERVICES INC 0.11%
SPDR S&P MIDCAP 400 ETF TRST 0.11%
SPIRIT AEROSYSTEMS HOLD-CL A 0.11%
SYNOPSYS INC 0.11%
TAIWAN SEMICONDUCTOR MANUFAC 0.11%
AGNC INVESTMENT CORP 0.10%
ARAMARK 0.10%
CAS 2015-C04 1M2 06.9372 04/25/2028 0.10%
CAS 2015-C04 2M2 06.7872 04/25/2028 0.10%
CENTERPOINT ENERGY INC 0.10%
COCA-COLA AMATIL LTD 0.10%
FNMA FN30 BM1172 03.0000 03/01/2047 0.10%
FNMA FN30 TBA 03.5000 11/01/2047 0.10%
NEWMONT MINING CORP 0.10%
NVR INC 0.10%
TRAVELERS COS INC/THE 0.10%
ANA HOLDINGS INC 0.09%
BANCO SANTANDER SA 0.09%
BARRATT DEVELOPMENTS PLC 0.09%
CAMDEN PROPERTY TRUST 0.09%
CAS 2014-C02 1M2 03.8372 05/25/2024 0.09%
CDX CDX.NA.IG.28 100.0 06/20/2022 0.09%
CREDIT AGRICOLE SA 0.09%
FNMA FN30 BC1155 03.0000 06/01/2046 0.09%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.09%
IND & COMM BK OF CHINA-H 0.09%
INGREDION INC 0.09%
ISHARES MSCI EMERGING MARKET 0.09%
MANPOWERGROUP INC 0.09%
NOMURA HOLDINGS INC 0.09%
OSHKOSH CORP 0.09%
QANTAS AIRWAYS LTD 0.09%
ROYAL DUTCH SHELL PLC-B SHS 0.09%
SANDVIK AB 0.09%
TERADYNE INC 0.09%
TOYOTA TSUSHO CORP 0.09%
UNUM GROUP 0.09%
WATSCO INC 0.09%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.09%
WHEELOCK & CO LTD 0.09%
APPLE INC 02.1000 05/06/2019 0.08%
ASAHI KASEI CORP 0.08%
DNB NOR ASA 0.08%
DUN & BRADSTREET CORP 0.08%
FNMA FN30 MA2863 03.0000 01/01/2047 0.08%
INDUSTRIAL BANK OF KOREA 0.08%
JACOBS ENGINEERING GROUP INC 0.08%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.08%
MITSUBISHI CHEMICAL HOLDINGS 0.08%
MITSUBISHI TANABE PHARMA 0.08%
NEW WORLD DEVELOPMENT 0.08%
ORACLE CORPORATION 02.2500 10/08/2019 0.08%
PING AN INSURANCE GROUP CO-H 0.08%
PINNACLE FOODS INC 0.08%
ROYAL MAIL PLC 0.08%
SBERBANK PJSC -SPONSORED ADR 0.08%
SCOTTS MIRACLE-GRO CO 0.08%
TABCORP HOLDINGS LTD 0.08%
TRANSUNION 0.08%
VALEO SA 0.08%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.07%
ARISTOCRAT LEISURE LTD 0.07%
BWX TECHNOLOGIES INC 0.07%
CHARLES RIVER LABORATORIES 0.07%
DUKE REALTY CORP 0.07%
ENDESA S.A. 0.07%
HD SUPPLY HOLDINGS INC 0.07%
ITAU UNIBANCO H-SPON PRF ADR 0.07%
LAMB WESTON HOLDINGS INC 0.07%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.07%
SPIRIT REALTY CAPITAL INC 0.07%
TAISEI CORP 0.07%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.07%
UPM-KYMMENE OYJ 0.07%
VEREIT INC 0.07%
VISTEON CORP 0.07%
VOYA FINANCIAL INC 0.07%
ALTRIA GROUP INC 02.6250 01/14/2020 0.06%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.06%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.06%
ASSOCIATED BRITISH FOODS PLC 0.06%
AT&T INC 04.2500 03/01/2027 0.06%
BANK OF CHINA LTD-H 0.06%
BOOZ ALLEN HAMILTON HOLDINGS 0.06%
CARLISLE COS INC 0.06%
CITIGROUP INC 03.8870 01/10/2028 0.06%
COLONY NORTHSTAR INC-CLASS A 0.06%
COMM 2012-LC4 D P/P 144A 05.7623 12/10/2044 0.06%
COMM 2014-UBS6 C 04.6137 12/10/2047 0.06%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.06%
DR PEPPER SNAPPLE GROUP INC 0.06%
FIRST HAWAIIAN INC 0.06%
GE CAP INTL FUNDING USD 02.3420 11/15/2020 0.06%
GENERAL ELECTRIC CO 04.5000 03/11/2044 0.06%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.06%
HOYA CORP 0.06%
KERRY PROPERTIES LTD 0.06%
LIBERTY MEDIA COR-SIRIUSXM A 0.06%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.06%
PARK HOTELS & RESORTS INC 0.06%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.06%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.06%
PFIZER INC 0.06%
POPULAR INC 0.06%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.06%
REINSURANCE GROUP OF AMERICA 0.06%
RENAULT SA 0.06%
RIO TINTO PLC 0.06%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.06%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.06%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.06%
STARWOOD PROPERTY TRUST INC 0.06%
SUN HUNG KAI PROPERTIES 0.06%
TOPPAN PRINTING CO LTD 0.06%
VANTIV INC - CL A 0.06%
VESTAS WIND SYSTEMS A/S 0.06%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.06%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.05%
APARTMENT INVT & MGMT CO -A 0.05%
ASSURED GUARANTY LTD 0.05%
BANCO MACRO SA-ADR 0.05%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.05%
BANK OF AMERICA CORP 05.6250 07/01/2020 0.05%
BANK OF AMERICA NA 01.3000 10/10/2017 0.05%
BPCE SA P/P 144A 04.5000 03/15/2025 0.05%
BRIXMOR PROPERTY GROUP INC 0.05%
CHINA WATER AFFAIRS GROUP 0.05%
COMMONWEALTH BANK OF AUSTRALI 01.2700 10/12/2017 0.05%
COVESTRO AG 0.05%
DAI NIPPON PRINTING CO LTD 0.05%
DBUBS 2011-LC3A D P/P 144A 05.3454 08/10/2044 0.05%
EAST WEST BANCORP INC 0.05%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.05%
FNMA FN30 AS5722 03.5000 09/01/2045 0.05%
FNMA FN30 AS7003 03.0000 04/01/2046 0.05%
FOREST CITY REALTY TRUST- A 0.05%
GRUPO SUPERVIELLE SA-SP ADR 0.05%
HARVEY NORMAN HOLDINGS LTD 0.05%
HIGHWOODS PROPERTIES INC 0.05%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.05%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.05%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.05%
KAR AUCTION SERVICES INC 0.05%
KDDI CORP 0.05%
KURARAY CO LTD 0.05%
MICROSOFT CORP 01.5500 08/08/2021 0.05%
MORGAN STANLEY 03.6250 01/20/2027 0.05%
NCR CORPORATION 0.05%
PNC FINANCIAL SERVICES GROUP 0.05%
PPL CORP 0.05%
RELIANCE STEEL & ALUMINUM 0.05%
SERVICEMASTER GLOBAL HOLDING 0.05%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.05%
TELEKOMUNIKASI INDONESIA PER 0.05%
TIMKEN COMPANY 0.05%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.04%
ANGLO AMER PLC 0.04%
APPLE HOSPITALITY REIT INC 0.04%
APPLE INC 02.0000 05/06/2020 0.04%
APPLE INC 04.2500 02/09/2047 0.04%
AT&T INC 05.1500 02/14/2050 0.04%
AUSTRALIA & NEW ZEALAND BANK 01.0700 10/02/2017 0.04%
AUTOMATIC DATA PROCESSING 0.04%
BANK OF AMERICA CORP 03.8240 01/20/2028 0.04%
BANK OF AMERICA NA 01.3517 02/12/2018 0.04%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.04%
BASSO INDUSTRY CORP 0.04%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.04%
CARTERS INC 0.04%
CBS CORP-CLASS B NON VOTING 0.04%
CHAILEASE HOLDING CO LTD 0.04%
CHEVRON CORP 01.5610 05/16/2019 0.04%
CHIMERA INVESTMENT CORP 0.04%
CHINA STATE CONSTRUCTION INT 0.04%
CHINA TRADITIONAL CHINESE ME 0.04%
CITIGROUP INC 02.6500 10/26/2020 0.04%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.04%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.04%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.04%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.04%
CSMC 2016-NXSR C 04.5094 12/15/2049 0.04%
CTBC FINANCIAL HOLDING CO LT 0.04%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.04%
EDISON INTERNATIONAL 0.04%
ELITE MATERIAL CO LTD 0.04%
ENERGIZER HOLDINGS INC 0.04%
FLIR SYSTEMS INC 0.04%
FNMA FN30 BC2733 03.0000 05/01/2046 0.04%
FORMOSA PLASTICS CORP 0.04%
FORTESCUE METALS GROUP LTD 0.04%
FU SHOU YUAN INTERNATIONAL 0.04%
GAMING AND LEISURE PROPERTIE 0.04%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.04%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.04%
GRUMA S.A.B.-B 0.04%
GSMS 2010-C1 D P/P 144A 06.1973 08/10/2043 0.04%
HITACHI CHEMICAL CO LTD 0.04%
HONEYWELL INTERNATIONAL INC 0.04%
HSBC HOLDINGS PLC 0.04%
HUMANA INC 0.04%
ING LIFE INS KOREA 0.04%
IRB BRASIL RESSEGUROS SA 0.04%
ISS A/S 0.04%
KOREA ZINC CO LTD 0.04%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.04%
LANDSTAR SYSTEM INC 0.04%
LIBERTY PROPERTY TRUST 0.04%
LUKOIL PJSC-SPON ADR 0.04%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.04%
MEDIATEK INC 0.04%
MEDIPAL HOLDINGS CORP 0.04%
MEGACABLE HOLDINGS-CPO 0.04%
MICHAELS COS INC/THE 0.04%
MOLSON COORS P/P 144A 01.9000 03/15/2019 0.04%
MRV ENGENHARIA 0.04%
MSAC 2004-HE6 M1 02.0622 08/25/2034 0.04%
MSBAM 2013-C12 C 04.9229 10/15/2046 0.04%
MSC 2008-T29 B P/P 144A 06.4980 01/11/2043 0.04%
MSC INDUSTRIAL DIRECT CO-A 0.04%
NATIONAL AUSTRALIA BANK/CAYM 01.0500 10/02/2017 0.04%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.04%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.04%
NCSOFT CORP 0.04%
NESTLE FINANCE INTERNATIONAL 64105RXA3 DCP 10/10/2017 0.04%
NEWS CORP - CLASS A 0.04%
NORDEA BANK AB 65558GD91 DCP 04/09/2018 0.04%
OTSUKA CORP 0.04%
PFIZER INC 01.7000 12/15/2019 0.04%
POWER GRID CORP OF INDIA LTD 0.04%
PTT PCL/FOREIGN 0.04%
QINGDAO HAIER CO LTD 144A/REGS WARRANT 09/24/2018 0.04%
QUALICORP SA 0.04%
RANDSTAD HOLDING NV 0.04%
RICHTER GEDEON NYRT 0.04%
ROYAL BANK OF CANADA NY 01.6172 12/08/2017 0.04%
RTL GROUP 0.04%
SHIN-ETSU CHEMICAL CO LTD 0.04%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.04%
SK HYNIX INC 0.04%
SPECTRUM BRANDS HOLDINGS INC 0.04%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.04%
SUMITOMO MITSUI TRUST HOLDIN 0.04%
SWEDISH MATCH AB 0.04%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.04%
TOHOKU ELECTRIC POWER CO INC 0.04%
TORO CO 0.04%
TREASURY BILL 00.0000 12/14/2017 0.04%
UNIFIN FINANCIERA SAB DE CV 0.04%
UNILEVER NV-CVA 0.04%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.04%
WAMU 2004-AR13 A1A 01.9572 11/25/2034 0.04%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.04%
WFRBS 2011-C2 D P/P 144A 05.7881 02/15/2044 0.04%
X 5 RETAIL GROUP NV-REGS GDR 0.04%
ZOETIS INC 0.04%
AIA GROUP LTD 0.03%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.03%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.03%
AMAZON.COM INC P/P 144A 03.1500 08/22/2027 0.03%
AMERICAN FINANCIAL GROUP INC 0.03%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.03%
ATACADAO DISTRIBUICAO COMERC 0.03%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.03%
BANDAI NAMCO HOLDINGS INC 0.03%
BANK OF MONTREAL/CHICAGO IL 01.3500 12/18/2017 0.03%
BANK OF NOVA SCOTIA/THE 01.4039 06/21/2018 0.03%
BANK OF NOVA SCOTIA/THE 06417JXC1 DCP 10/12/2017 0.03%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.03%
BERKSHIRE HATHAWAY INC-CL B 0.03%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.03%
BPCE SA 05571BX24 DCP 10/02/2017 0.03%
BRANDYWINE REALTY TRUST 0.03%
BRDCOM CRP / FIN P/P 144A 03.8750 01/15/2027 0.03%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.03%
CABOT CORP 0.03%
CALTEX AUSTRALIA LTD 0.03%
CANADA 13508TX35 DCP 10/03/2017 0.03%
CAS 2015-C01 1M2 05.5372 02/25/2025 0.03%
CAS 2015-C03 2M2 06.2372 07/25/2025 0.03%
CASETEK HOLDINGS LTD 0.03%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.03%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.03%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.03%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.03%
CGPUTQL2 R USL3M P 12/01/17 CI 0.03%
CHARIOT FUNDING LLC 15963TYL7 DCP 11/20/2017 0.03%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.03%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.03%
CHEVRON CORP 16677JXC5 DCP 10/12/2017 0.03%
CIT GROUP INC 05.0000 08/01/2023 0.03%
CME GROUP INC 0.03%
COLLATERALIZED COMMERCIAL PAP 01.4207 01/05/2018 0.03%
COLLATERALIZED COMMERCIAL PAP 01.5261 10/26/2017 0.03%
COMM 2013-CR13 AM 04.4490 11/12/2046 0.03%
COMM 2014-CR19 XA IO 01.3908 08/10/2047 0.03%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.03%
CORELOGIC INC 0.03%
CREDIT AGRICOLE CORPORATE AND 01.0600 10/02/2017 0.03%
CTCI CORP 0.03%
CVS HEALTH CORP 0.03%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.03%
DEWAN HOUSING FINANCE CORP 0.03%
DGB FINANCIAL GROUP INC 0.03%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.03%
DINO POLSKA SA 0.03%
DNB BANK ASA - 03/19/2018 01.3344 03/19/2018 0.03%
DOLBY LABORATORIES INC-CL A 0.03%
DONGBU INSURANCE CO LTD 0.03%
DUBAI ISLAMIC BANK 0.03%
EDELWEISS FINANCIAL SERVICES 0.03%
ENERGY TRANSFER LP 04.2000 04/15/2027 0.03%
EQT CORP 03.9000 10/01/2027 0.03%
EQUITY COMMONWEALTH 0.03%
EQUITY LIFESTYLE PROPERTIES 0.03%
EURONET WORLDWIDE INC 0.03%
EXPORT DEVELOPMENT CANADA 30215GX31 DCP 10/03/2017 0.03%
FIDELITY NATIONAL INFO SERV 0.03%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.03%
GENERAL DYNAMICS CORP 0.03%
GLAXOSMITHKLINE LLC 37737PX50 DCP 10/05/2017 0.03%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.03%
GRAND PACIFIC PETROCHEMICAL 0.03%
GSMS 2011-GC5 C P/P 144A 05.5653 08/10/2044 0.03%
HDFC BANK LIMITED 0.03%
HINDALCO INDUSTRIES LTD 0.03%
HOLOGIC INC 0.03%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.03%
HYATT HOTELS CORP - CL A 0.03%
INNOGY SE 0.03%
INTL CONSOLIDATED AIRLINE-DI 0.03%
ITAUSA-INVESTIMENTOS ITAU-PR 0.03%
JTEKT CORP 0.03%
KAJIMA CORP 0.03%
KEC INTERNATIONAL LTD 0.03%
KEI INDUSTRIES LTD 0.03%
KINDER MORGAN INC 0.03%
KINDER MORGAN INC 03.1500 01/15/2023 0.03%
KRAFT HEINZ FOODS CO 02.1294 08/10/2022 0.03%
LEAR CORP 03.8000 09/15/2027 0.03%
LLOYDS BANK PLC NY 01.3667 01/16/2018 0.03%
LOUISIANA-PACIFIC CORP 04.8750 09/15/2024 0.03%
MAPFRE SA 0.03%
MASTEC INC 04.8750 03/15/2023 0.03%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.03%
MICROSOFT CORP 03.3000 02/06/2027 0.03%
MINTH GROUP LTD 0.03%
MITSUBISHI GAS CHEMICAL CO 0.03%
MONETA MONEY BANK AS 0.03%
MORGAN STANLEY 02.6500 01/27/2020 0.03%
MSC 2012-C4 D P/P 144A 05.6013 03/15/2045 0.03%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.03%
NESTLE FINANCE INTERNATIONAL 64105RYV6 DCP 11/29/2017 0.03%
NIEN MADE ENTERPRISE CO LTD 0.03%
NOMURA REAL ESTATE HOLDINGS 0.03%
NORDEA BANK AB 65558FXB6 DCP 10/11/2017 0.03%
OLD LINE FUNDING LLC 67984WFR4 DCP 11/15/2017 0.03%
OUTFRONT MEDIA INC 0.03%
P G & E CORP 0.03%
PETROBRAS GLOBAL FINANCE USD 08.3750 05/23/2021 0.03%
PETROLEOS MEXICANOS REGS 06.5000 03/13/2027 0.03%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.03%
PETRONET LNG LTD 0.03%
PLAY COMM SA 0.03%
PNC BANK NA 02.0000 05/19/2020 0.03%
POYA INTERNATIONAL CO LTD 0.03%
PROCTER & GAMBLE CO/THE 74271TXG3 DCP 10/16/2017 0.03%
RAYMOND JAMES FINANCIAL INC 0.03%
ROBINSONS RETAIL HOLDINGS IN 0.03%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.03%
RUSHYDRO PJSC-ADR 0.03%
SAMSUNG ELECTRONICS-PREF 0.03%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.03%
SER EDUCACIONAL SA 0.03%
SIMON PROPERTY GROUP LP 82880WX23 DCP 10/02/2017 0.03%
SIMON PROPERTY GROUP LP 82880WXP2 DCP 10/23/2017 0.03%
SKANDINAVISKA ENSKILDA BANKEN 83050TZN4 DCP 12/22/2017 0.03%
SPORTON INTERNATIONAL INC 0.03%
STACR 2014-HQ3 M3 05.9872 10/25/2024 0.03%
STACR 2016-HQA2 M3 06.3872 11/25/2028 0.03%
STEEL DYNAMICS INC P/P 144A 04.1250 09/15/2025 0.03%
SUMITOMO MITSUI BANK NY 01.4517 11/06/2017 0.03%
SVENSKA HANDELSBANKEN NY 01.3544 12/15/2017 0.03%
SWEDBANK AB 87019RX27 DCP 10/02/2017 0.03%
T-MOBILE USA INC 05.3750 04/15/2027 0.03%
TAIWAN DOLLAR CALL ACCOUNT 0.03%
TCF FINANCIAL CORP 0.03%
THUNDER BAY FUNDING LLC 88603GHS2 DCP 01/26/2018 0.03%
TIME WARNER INC 03.8000 02/15/2027 0.03%
TORONTO DOMINION BANK NY 01.6750 11/01/2017 0.03%
TORONTO-DOMINION HOLDINGS USA 89116EXG3 DCP 10/16/2017 0.03%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.03%
TREASURY BILL 00.0000 12/07/2017 0.03%
TURKCELL ILETISI 0.03%
TWO HARBORS INVESTMENT CORP 0.03%
UNITED CO RUSAL PLC 0.03%
US TREASURY FRN 01.2268 07/31/2018 0.03%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.03%
VALIDUS HOLDINGS LTD 0.03%
VECTREN CORP 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
VOESTALPINE AG 0.03%
WAMU 2005-AR1 A2A1 01.9172 01/25/2045 0.03%
WELLS FARGO BANK NA 01.6541 01/09/2018 0.03%
WESCO INTERNATIONAL INC 0.03%
WFRBS 2011-C3 D P/P 144A 05.8132 03/15/2044 0.03%
WFRBS 2012-C10 D P/P 144A 04.5930 12/15/2045 0.03%
WFRBS 2013-C15 C 04.6281 08/15/2046 0.03%
WHARF HOLDINGS LTD 0.03%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.03%
XEROX CORP 0.03%
YANDEX NV-A 0.03%
YUE YUEN INDUS 0.03%
YY INC-ADR 0.03%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.02%
ABN AMRO FUNDING USA LLC 00084BXA7 DCP 10/10/2017 0.02%
ADS INC P/P 144A 05.6250 11/15/2024 0.02%
AES CORP/VA 05.1250 09/01/2027 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
AIR LEASE CORP 03.6250 04/01/2027 0.02%
ALTA MESA HLDGS P/P 144A 07.8750 12/15/2024 0.02%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.02%
ASPEN INSURANCE HOLDINGS LTD 0.02%
ASTRAZENECA PLC 0.02%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.02%
AT&T INC 0.02%
AUSTRALIA & NEW ZEALAND BANKI 05253CBG0 DCP 02/16/2018 0.02%
AUSTRALIA & NEW ZEALAND BANKI 05253CE44 DCP 05/04/2018 0.02%
BANK OF AMERICA CORP 02.0000 01/11/2018 0.02%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.02%
BANK OF MONTREAL CHICAGO 01.3644 10/17/2017 0.02%
BANK OF MONTREAL CHICAGO 01.3706 10/03/2017 0.02%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 0.02%
BANK OF TOKYO-MITSUBISHI UFJ 01.5200 10/30/2017 0.02%
BEAUTY COMMUNITY PCL-FOREIGN 0.02%
BEIERSDORF AG 0.02%
BEIJING CAPITAL INTL AIRPO-H 0.02%
BELDEN INC P/P 144A 05.2500 07/15/2024 0.02%
BIM BIRLESIK MAGAZALAR AS 0.02%
BLOOMBERRY RESORTS CORP 0.02%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.02%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.02%
BNP PARIBAS/CAYMAN ISLANDS 01.1600 10/03/2017 0.02%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.02%
BRUKER CORP 0.02%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
CABLE ONE INC 0.02%
CAFCO LLC 1247P2ZM9 DCP 12/21/2017 0.02%
CAS 2015-C02 1M2 05.2372 05/25/2025 0.02%
CAS 2017-C01 1M2 04.7872 07/25/2029 0.02%
CBS CORP 04.6000 01/15/2045 0.02%
CELANESE CORP-SERIES A 0.02%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.02%
CENOVUS ENERGY INC. P/P 144A 04.2500 04/15/2027 0.02%
CFCRE 2011-C2 D P/P 144A 05.9453 12/15/2047 0.02%
CGCMT 2012-GC8 XA IO P/P 144A 01.9793 09/10/2045 0.02%
CGCMT 2014-GC21 X IO 01.4098 05/10/2047 0.02%
CHARIOT FUNDING LLC 15963TX61 DCP 10/06/2017 0.02%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.02%
CHARTER COMM OPT LLC P/P 144A 05.3750 05/01/2047 0.02%
CHINA COMMUNICATIONS CONST-H 0.02%
CHINASOFT INTERNATIONAL LTD 0.02%
CITIBANK NA 01.3100 10/10/2017 0.02%
CITIGROUP INC 04.7500 05/18/2046 0.02%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.02%
CMLTI 2005-2 1A2A 03.2532 05/25/2035 0.02%
COMCAST CORP 03.3750 02/15/2025 0.02%
COMM 2010-C1 D P/P 144A 06.3239 07/10/2046 0.02%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.02%
COMM 2014-CR20 XA IO 01.3167 11/10/2047 0.02%
COMM 2014-LC15 XA IO 01.4985 04/10/2047 0.02%
COMM 2014-UBS4 XA IO 01.3851 08/10/2047 0.02%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.02%
COOPERAT RABOBANK UA/NY USD 01.3350 04/03/2018 0.02%
CRANE CO 0.02%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.02%
CSAIL 2015-C1 C 04.4417 04/15/2050 0.02%
CWL 2004-5 2A 01.7372 10/25/2034 0.02%
DAIWA SECURITIES GROUP INC 0.02%
DANSKE CORP 2363F6XH8 DCP 10/17/2017 0.02%
DELIVERY HERO AG 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%
DILIP BUILDCON LTD 0.02%
DISH DBS CORP 05.8750 11/15/2024 0.02%
DISTRIBUIDORA INTERNACIONAL 0.02%
DNB BANK ASA 2332K0X23 DCP 10/02/2017 0.02%
DST SYSTEMS INC 0.02%
DYNEGY INC 07.3750 11/01/2022 0.02%
DYNEGY INC 07.6250 11/01/2024 0.02%
ECOLAB INC 02.7000 11/01/2026 0.02%
ENBRIDGE INC USD 04.2500 12/01/2026 0.02%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.02%
EUTELSAT COMMUNICATIONS 0.02%
FAIRWAY FINANCE CO LLC 30601VY62 DCP 11/06/2017 0.02%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.02%
FIRST QUANTUM P/P 144A 07.0000 02/15/2021 0.02%
FISERV INC 0.02%
FLEURY SA 0.02%
FNMA FN30 AS7154 03.0000 05/01/2046 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%
GENTING BHD 0.02%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.02%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.02%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.02%
GNR 2016-135 PI IO 04.0000 05/20/2046 0.02%
GNR 2016-H16 EI IO 02.2370 06/20/2066 0.02%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.02%
GOTHAM FUNDING CORP 38346LZL3 DCP 12/20/2017 0.02%
GREAT PLAINS ENERGY INC 0.02%
HARRIS CORP 0.02%
HCA INC 05.5000 06/15/2047 0.02%
HCA INC 06.5000 02/15/2020 0.02%
HMBT 2004-2 A1 01.9772 12/25/2034 0.02%
HSBC BANK PLC - 04/13/2018 01.2700 04/13/2018 0.02%
HSBC CAP FUNDING USD P/P 144A 10.1760 12/29/2049 0.02%
HYUNDAI MARINE 0.02%
IBERDROLA SA 0.02%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.02%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
INTER RAO UES PJSC 0.02%
INTERNATIONAL GAME TECHNOLOG 0.02%
INTERPUBLIC GROUP OF COS INC 0.02%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.02%
JAIN IRRIGATION SYSTEMS LTD 0.02%
JIANGSU NHWA PHARMACEUTICAL CO LTD 144A REGS WARRANT 06/22/2 0.02%
JM SMUCKER CO/THE 0.02%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.02%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.02%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.02%
JPMBB 2015-C33 XA IO 01.1840 12/15/2048 0.02%
JPMCC 2011-C5 D P/P 144A 05.5880 08/15/2046 0.02%
JPMCC 2012-C8 C P/P 144A 04.7589 10/15/2045 0.02%
JPMORGAN CHASE & CO 02.2950 08/15/2021 0.02%
KEYCORP 02.3000 12/13/2018 0.02%
LAGARDERE SCA 0.02%
LIBERTY VENTURES - SER A 0.02%
LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 0.02%
MARATHON PETROLEUM CORP 0.02%
MAZDA MOTOR CORP 0.02%
MERCER INTL INC USD 06.5000 02/01/2024 0.02%
MERCK & CO INC 01.8500 02/10/2020 0.02%
METLIFE SHORT TERM FUNDING LL 59157TXL2 DCP 10/20/2017 0.02%
MFA FINANCIAL INC 0.02%
MID-AMERICA APARTMENT COMM 0.02%
MLMI 2005-A2 A2 02.9727 02/25/2035 0.02%
MOTA ENGIL SGPS SA 0.02%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.02%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.02%
MSC 2011-C3 D P/P 144A 05.3268 07/15/2049 0.02%
MSC 2012-C4 XA IO P/P 144A 02.2781 03/15/2045 0.02%
NATIONAL AUSTRALIA BANK LTD 01.2731 12/12/2017 0.02%
NATIONAL AUSTRALIA BANK LTD 63254FBD8 DCP 02/13/2018 0.02%
NATIONAL BANK OF CANADA 63307LX63 DCP 10/06/2017 0.02%
NATIONWIDE BUILDING SOCIETY 6385E1AN1 DCP 01/22/2018 0.02%
NAVISTAR INTERNATIONAL CORP 08.2500 11/01/2021 0.02%
NCC LTD 0.02%
NCHET 2003-4 M1 02.3622 10/25/2033 0.02%
NETAPP INC 0.02%
NEWELL BRANDS INC 04.2000 04/01/2026 0.02%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.02%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.02%
NRG ENERGY INC 06.6250 01/15/2027 0.02%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.02%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.02%
ORACLE CORP 02.6500 07/15/2026 0.02%
ORTHO-CLINICAL TLB L+375 05.0828 06/30/2021 0.02%
OSHKOSH CORP 05.3750 03/01/2025 0.02%
PADINI HOLDINGS BERHAD 0.02%
PAMPA ENERGIA SA-SPON ADR 0.02%
PAYCHEX INC 0.02%
PC JEWELLER LTD 0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 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%
PETROLEO BRASILEIRO-SPON ADR 0.02%
POOL CORP 0.02%
PREMIER INC-CLASS A 0.02%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.02%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.02%
QUALITY CARE PROPERTIES 0.02%
REGENCY MARKETS NO. 1 LLC 7588R0X51 DCP 10/05/2017 0.02%
REGENCY MARKETS NO. 1 LLC 7588R0XR3 DCP 10/25/2017 0.02%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.02%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.02%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.02%
ROWAN COMPANIES PLC-A 0.02%
S&P GLOBAL INC 02.9500 01/22/2027 0.02%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.02%
SENIOR HOUSING PROP TRUST 0.02%
SHANGHAI FOSUN PHARMACEUTI-H 0.02%
SHANGHAI INTL AIRPORT CO LTD 144A REGS WARRANT 05/07/2018 0.02%
SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 0.02%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.02%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.02%
SPST 2017-1 A 02.1372 02/25/2049 0.02%
STATOIL ASA USD 02.9000 11/08/2020 0.02%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.02%
STERLITE TECHNOLOGIES LTD 0.02%
SVENSKA HANDELSBANKEN AB 86960KG55 DCP 07/05/2018 0.02%
SWEDBANK AB 87019RYE0 DCP 11/14/2017 0.02%
TENET HEALTHCARE 04.7500 06/01/2020 0.02%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.02%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.02%
TREASURY BILL 00.0000 01/11/2018 0.02%
TUI AG-DI 0.02%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.02%
UBS GROUP FUNDIN P/P 144A 03.0000 04/15/2021 0.02%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.02%
US BANCORP 0.02%
VERIZON COMM 04.5220 09/15/2048 0.02%
VICTORY RECEIVABLES CORP 92646KXG2 DCP 10/16/2017 0.02%
VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 0.02%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.02%
WAMU 2005-AR8 2A1A 01.5272 07/25/2045 0.02%
WASKITA BETON PRECAST TBK PT 0.02%
WBCMT 2005-C21 D 05.4681 10/15/2044 0.02%
WESTPAC BANKING CORP 01.3206 11/02/2017 0.02%
WESTPAC BANKING CORP 01.3544 01/08/2018 0.02%
WFCM 2013-LC12 C 04.4301 07/15/2046 0.02%
WFCM 2016-LC25 XA IO 01.2371 12/15/2059 0.02%
WFRBS 2011-C4 E 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-C18 AS 04.3870 12/15/2046 0.02%
WILEY (JOHN) & SONS-CLASS A 0.02%
WILLIAMS PARTNERS LP 03.6000 03/15/2022 0.02%
WP CAREY INC 0.02%
WULIANGYE YIBIN 144A/REGS WARRANT 04/12/2018 0.02%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.02%
YANGZIJIANG SHIPBUILDING 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%
A SCHULMAN INC 06.8750 06/01/2023 0.01%
ABBVIE INC 02.5000 05/14/2020 0.01%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
ABN AMRO FUNDING USA LLC 00084BZM9 DCP 12/21/2017 0.01%
AES CORP/VA 05.5000 04/15/2025 0.01%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.01%
ALFRESA HOLDINGS CORP 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 02.3500 03/12/2018 0.01%
ALLISON TRANSMISSION P/P 144A 05.0000 10/01/2024 0.01%
ALPINE SECURITIZATION LTD 02089EY60 DCP 11/06/2017 0.01%
ALTABA INC 0.01%
ALTRIA GROUP INC 02.8500 08/09/2022 0.01%
AMAZON.COM INC 01.2000 11/29/2017 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%
AMERICAN EXPRESS COMPANY 07.0000 03/19/2018 0.01%
AMERICAN HOME 4 RENT 0.01%
AMERICAN HONDA FINANCE CORP 02665JX54 DCP 10/05/2017 0.01%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.01%
AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 0.01%
AMERICAN TOWER CORP 04.0000 06/01/2025 0.01%
ANTERO RESOURCES COR 05.6250 06/01/2023 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%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.01%
AT&T INC 03.4000 05/15/2025 0.01%
AT&T INC 04.7500 05/15/2046 0.01%
AT&T INC 05.8000 02/15/2019 0.01%
AUD/USD 10/18/2017 BANKAM 0.01%
AUTONATION INC. 05.5000 02/01/2020 0.01%
AXA SA P/P 144A 06.4630 12/29/2049 0.01%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 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 HOUS 01.4111 06/07/2018 0.01%
BANK OF NOVA SCOTIA USD 01.3750 12/18/2017 0.01%
BANK OF NOVA SCOTIA USD 02.0500 10/30/2018 0.01%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BEDFORD ROW FUNDING CORP 07644BAN2 DCP 01/22/2018 0.01%
BERKELEY GROUP HOLDINGS/THE 0.01%
BERRY GLOBAL GROUP INC 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%
BIO-RAD LABORATORIES-A 0.01%
BIOGEN INC 03.6250 09/15/2022 0.01%
BLUE CUBE SPINCO INC 09.7500 10/15/2023 0.01%
BNP PARIBAS SA/NEW YORK NY 01.3000 10/20/2017 0.01%
BOARDWALK PIPELINES LP 04.4500 07/15/2027 0.01%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.01%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.01%
BOYD GAMING CORP 06.3750 04/01/2026 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%
BROOKFIELD RESID P/P 144A 06.5000 12/15/2020 0.01%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.01%
BUILDERS FIRSTSOURCE P/P 144A 10.7500 08/15/2023 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%
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%
CAS 2015-C02 2M2 05.2372 05/25/2025 0.01%
CAS 2016-C05 2M1 02.5872 01/25/2029 0.01%
CBRE SERVICES INC 04.8750 03/01/2026 0.01%
CBS CORP 02.9000 01/15/2027 0.01%
CBS CORP 03.5000 01/15/2025 0.01%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 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%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CGCMT 2014-GC19 C 05.0645 03/10/2047 0.01%
CHARTA LLC 16115VY60 DCP 11/06/2017 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 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%
CINEMARK USA INC 04.8750 06/01/2023 0.01%
CITIGROUP INC 03.6680 07/24/2028 0.01%
CITIGROUP INC 05.9500 12/29/2049 0.01%
CITIGROUP INC 06.2500 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%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
COMCAST CORP 02.3500 01/15/2027 0.01%
COMCAST CORP 03.1500 03/01/2026 0.01%
COMCAST CORP 06.9500 08/15/2037 0.01%
COMM 2012-LC4 XA IO P/P 144A 02.3845 12/10/2044 0.01%
COMM 2013-CR10 XA IO 01.0574 08/10/2046 0.01%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.01%
COMM 2013-CR11 XA IO 01.1515 08/10/2050 0.01%
COMM 2013-LC13 XA IO 01.4871 08/10/2046 0.01%
COMM 2014-UBS6 XA IO 01.1746 12/10/2047 0.01%
COMMONWEALTH BANK OF AUSTRALI 01.1744 05/02/2018 0.01%
COMMONWEALTH BK AUSTR NY 01.6250 03/12/2018 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%
CONOCOPHILLIPS COMPANY 01.0500 12/15/2017 0.01%
CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 0.01%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.01%
CORNING INC 0.01%
COVIDIEN INTlL FIN USD 06.0000 10/15/2017 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%
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. 05.2500 01/15/2023 0.01%
CROWN CASTLE TOWERS P/P 144A 06.1130 01/15/2020 0.01%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.01%
CSTN MERGER SUB INC P/P 144A 06.7500 08/15/2024 0.01%
CVS HEALTH CORP 02.2500 12/05/2018 0.01%
CVS HEALTH CORP 04.7500 12/01/2022 0.01%
DANSKE CORP 2363F6ZF0 DCP 12/15/2017 0.01%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 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%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.01%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.01%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.01%
DYNEGY INC P/P 144A 08.1250 01/30/2026 0.01%
E.I. DU PONT DE NEMOURS 01.8406 05/01/2020 0.01%
EASTMAN CHEMICAL CO 03.8000 03/15/2025 0.01%
EASYJET PLC 0.01%
ECOLAB INC 0.01%
EEM 20171215 P 43.00UBS 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%
ENGIE 0.01%
ENI SPA 0.01%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.01%
EPR PROPERTIES 0.01%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 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%
FHR 3829 AS IO 05.7156 03/15/2041 0.01%
FHR 4096 MI IO 04.0000 01/15/2042 0.01%
FHR 4546 PI IO 04.0000 12/15/2045 0.01%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.01%
FIRSTENERGY CORP 04.2500 03/15/2023 0.01%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 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%
GAS NATURAL SDG SA 0.01%
GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 0.01%
GE CAP INTL FUNDING USD 04.4180 11/15/2035 0.01%
GENERAL ELECTRIC CO 05.0000 12/29/2049 0.01%
GETTY IMAGES TLB L+350 04.7500 10/18/2019 0.01%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.01%
GNR 2013-99 AS IO 04.8139 06/20/2043 0.01%
GNR 2015-H25 BI IO 01.9114 10/20/2065 0.01%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.01%
GOLDMAN SACHS GROUP INC 02.3750 01/22/2018 0.01%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.01%
GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 0.01%
GOURMET MASTER CO LTD 0.01%
GRAPE KING BIO LTD 0.01%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.01%
GREAT LAKES D&D 08.0000 05/15/2022 0.01%
GSMS 2011-GC3 C P/P 144A 05.8199 03/10/2044 0.01%
GSMS 2013-GC16 D P/P 144A 05.5047 11/10/2046 0.01%
GSMS 2014-GC18 C 05.1091 01/10/2047 0.01%
GSMS 2015-GC30 XA IO 01.0237 05/10/2050 0.01%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HIGH RIDGE BRANDS CO P/P 144A 08.8750 03/15/2025 0.01%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.01%
HOME DEPOT INC 02.6250 06/01/2022 0.01%
HOST HOTELS & RESORTS 05.2500 03/15/2022 0.01%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.01%
HSBC BANK USA NA 01.4350 08/09/2018 0.01%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.01%
HYATT HOTELS CORP 04.8500 03/15/2026 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
IMM 2004-6 1A2 02.0172 10/25/2034 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
INTEL CORP 01.3500 12/15/2017 0.01%
IPALCO ENTPRS IN P/P 144A 03.7000 09/01/2024 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.01%
JAPAN AIRLINES CO LTD 0.01%
JAPAN POST BANK CO LTD 0.01%
JOHNSON & JOHNSON 05.1500 07/15/2018 0.01%
JPMBB 2013-C12 D 04.2222 07/15/2045 0.01%
JPMBB 2013-C12 XA IO 00.8013 07/15/2045 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-C22 XA IO 01.0800 09/15/2047 0.01%
JPMCC 2012-C6 E P/P 144A 05.3074 05/15/2045 0.01%
JPMCC 2013-LC11 X IO 01.4812 04/15/2046 0.01%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.01%
KELLOGG CO 03.2500 04/01/2026 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.01%
KRAFT HEINZ FOODS CO 06.8750 01/26/2039 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%
LAMAR ADVERTISING CO-A 0.01%
LAREDO PETROLEUM INC 07.3750 05/01/2022 0.01%
LBMLT 2004-5 A5 01.7972 09/25/2034 0.01%
LENNAR CORP 04.7500 11/15/2022 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%
LIBERTY STREET FUNDING LLC 53127TZE6 DCP 12/14/2017 0.01%
LIONS GATE ENT P/P 144A 05.8750 11/01/2024 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%
MANHATTAN ASSET FUNDING CO LL 56274LXK5 DCP 10/19/2017 0.01%
MANHATTAN ASSET FUNDING CO LL 56274LY99 DCP 11/09/2017 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%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCK & CO. INC. 01.3000 05/18/2018 0.01%
METLIFE INC. 04.7500 02/08/2021 0.01%
METLIFE SHORT TERM FUNDING LL 59157TXC2 DCP 10/12/2017 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%
MICROSOFT CORP 02.4000 08/08/2026 0.01%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.01%
MITSUBISHI MATERIALS CORP 0.01%
MIXI INC 0.01%
MIZUHO BANK LTD P/P 144A 01.5500 10/17/2017 0.01%
MIZUHO BANK LTD/NY USD 02.1541 10/12/2017 0.01%
MONSANTO CO 05.5000 08/15/2025 0.01%
MOODY'S CORPORATION P/P 144A 03.2500 01/15/2028 0.01%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.01%
MPLX LP 04.1250 03/01/2027 0.01%
MSBAM 2013-C10 D P/P 144A 04.2186 07/15/2046 0.01%
MSBAM 2013-C8 B 03.6997 12/15/2048 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%
MTW FOODSERVICE ESCR 09.5000 02/15/2024 0.01%
MURPHY OIL CORP 05.7500 08/15/2025 0.01%
NABORS INDUSTRIES INC 04.6250 09/15/2021 0.01%
NABORS INDUSTRIES LTD 0.01%
NATIONAL AUSTRALIA B P/P 144A 02.0072 12/09/2019 0.01%
NATIONAL BANK OF CANADA 63307LZB0 DCP 12/11/2017 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NATIONWIDE BUILDING SOCIETY 6385E0XG3 DCP 10/16/2017 0.01%
NH FOODS LTD 0.01%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.01%
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%
NRW BANK 62939LX46 DCP 10/04/2017 0.01%
NRW BANK 62939LZ85 DCP 12/08/2017 0.01%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.01%
OMNICOM GROUP INC 03.6000 04/15/2026 0.01%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.01%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.01%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.01%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.01%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.01%
PETROLEO BRASIL-SP PREF ADR 0.01%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 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%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 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%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 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 05.6250 06/15/2043 0.01%
PRUDENTIAL FINANCIAL INC 08.8750 06/15/2038 0.01%
PUGET SOUND ENERGY INC 06.9740 06/01/2067 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%
RABOBANK NEDERLAND NV NY 21687AY15 DCP 11/01/2017 0.01%
RANGE RESOURCES CORP P/P 144A 05.7500 06/01/2021 0.01%
REALOGY GROUP/CO-ISS P/P 144A 04.8750 06/01/2023 0.01%
REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 0.01%
REGENCY MARKETS NO. 1 LLC 7588R0XB8 DCP 10/11/2017 0.01%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.01%
REP OF INDONESIA P/P 144A 05.2500 01/17/2042 0.01%
REPUBLIC SERVICES INC 0.01%
RETAIL PROPERTIES OF AME - A 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%
ROYAL BANK OF CANADA USD 02.2000 07/27/2018 0.01%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.01%
ROYAL BK SCOTLND USD 04.7000 07/03/2018 0.01%
RR DONNELLEY & SONS CO 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%
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%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.01%
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TWENTY-FIRST CENTURY FOX-A 0.01%
UBSBB 2012-C2 D P/P 144A 05.0550 05/10/2063 0.01%
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WAMU 2005-AR1 A1B 02.0172 01/25/2045 0.01%
WAMU 2005-AR11 A1C3 01.7472 08/25/2045 0.01%
WAMU 2005-AR13 A1B3 01.5972 10/25/2045 0.01%
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WAMU 2005-AR2 2A2B 01.6172 01/25/2045 0.01%
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WFCM 2013-LC12 AS 04.4301 07/15/2046 0.01%
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0700.HK 20171129 C 320.00UBS 0.00%
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 05.0000 10/15/2025 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%
2.50 R ISWP FWD US0003M P 12/20/2047 0.00%
21ST CENTURY FOX AMERICA 03.0000 09/15/2022 0.00%
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AES CORP/VA 07.3750 07/01/2021 0.00%
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AK STEEL CORP 06.3750 10/15/2025 0.00%
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ALLERGAN FUNDING SCS USD 04.7500 03/15/2045 0.00%
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ALLY FINANCIAL INC 08.0000 12/31/2018 0.00%
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AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.00%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.00%
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AMGEN INC 03.4500 10/01/2020 0.00%
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APPLE INC 03.4500 05/06/2024 0.00%
APPLE INC 04.3750 05/13/2045 0.00%
ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
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ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.00%
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AUD/USD 10/18/2017 BCAP-FX 0.00%
AUD/USD 10/18/2017 CSI-FX 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%
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AVAYA TLB7 L+525 06.5639 05/29/2020 0.00%
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CAD/USD 10/18/2017 JPMCB 0.00%
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CAS 2014-C03 2M1 02.4372 07/25/2024 0.00%
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CBRE SERVICES INC 05.2500 03/15/2025 0.00%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.00%
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CCM MERGER INC P/P 144A 06.0000 03/15/2022 0.00%
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CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.00%
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CGCMT 2006-C5 XC IO P/P 144A 00.6204 10/15/2049 0.00%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.00%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.00%
CHEMOURS CO 06.6250 05/15/2023 0.00%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.00%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 06/15/2027 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHF/USD 12/20/2017 BCAP-FX 0.00%
CHF/USD 12/20/2017 UBS 0.00%
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CHS/COMMUNITY HEALTH SYS 07.1250 07/15/2020 0.00%
CIGNA CORP 04.5000 03/15/2021 0.00%
CISCO SYSTEMS INC 0.00%
CIT GROUP INC 03.8750 02/19/2019 0.00%
CIT GROUP INC P/P 144A 05.5000 02/15/2019 0.00%
CIT GROUP INC. 05.0000 08/15/2022 0.00%
CITIGROUP INC 05.5000 09/13/2025 0.00%
CITIGROUP INC 05.8750 12/29/2049 0.00%
CITIGROUP INC 05.9000 12/29/2049 0.00%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.00%
CLEAR CHANNEL TLD L+675 08.0828 01/30/2019 0.00%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 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.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.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.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 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 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-.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 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%
CNH/USD 11/15/2017 GSFX 0.00%
COCA-COLA CO/THE 02.2500 09/01/2026 0.00%
COLGATE-PALMOLIVE CO 0.00%
COMCAST CORP 06.4500 03/15/2037 0.00%
COMCAST CORP 06.5000 11/15/2035 0.00%
COMM 2013-CCRE9 D P/P 144A 04.3964 07/10/2045 0.00%
COMM 2013-CR11 C P/P 144A 05.1685 08/10/2050 0.00%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.00%
COMM 2014-CR14 XA IO 00.9569 02/10/2047 0.00%
COMM 2014-CR16 XA IO 01.3450 04/10/2047 0.00%
COMM 2014-CR17 XA IO 01.2969 05/10/2047 0.00%
COMM 2014-LC17 XA IO 01.1115 10/10/2047 0.00%
COMMERCEHUB INC-SERIES C 0.00%
CONCORDIA INTL P/P 144A 07.0000 04/15/2023 0.00%
CONCORDIA INTL P/P 144A 09.0000 04/01/2022 0.00%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.00%
CONSTELLATION BRANDS INC 03.7000 12/06/2026 0.00%
CONTINENTAL RES 04.5000 04/15/2023 0.00%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.00%
CONTINENTAL RESOURCES 05.0000 09/15/2022 0.00%
CORPORATE OFFICE PROPERTIES 0.00%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.00%
CPG INTL TL L+375 05.0828 05/03/2024 0.00%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.00%
CROWN CASTLE INTL CORP 04.4500 02/15/2026 0.00%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.00%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.00%
CSX CORP 04.1000 03/15/2044 0.00%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.00%
DAVITA INC 0.00%
DCP MIDSTREAM OPERATING 02.7000 04/01/2019 0.00%
DCP MIDSTREAM OPERATING 03.8750 03/15/2023 0.00%
DEERE & COMPANY 02.6000 06/08/2022 0.00%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.00%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.00%
DEVON ENERGY CORPORATION 03.2500 05/15/2022 0.00%
DFC FINANCE CORP P/P 144A 10.5000 06/15/2020 0.00%
DIAGEO INVESTMENT CORP 08.0000 09/15/2022 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 05.8750 06/15/2021 0.00%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.00%
DKK/USD 12/20/2017 CITI 0.00%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.00%
DUKE REALTY LP 04.3750 06/15/2022 0.00%
DYNEGY INC P/P 144A 08.0000 01/15/2025 0.00%
E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 0.00%
EEM 20171117 P 40.00UBS 0.00%
EEM 20171117 P 42.00UBS 0.00%
EEM 20171215 P 41.00UBS 0.00%
EGYPTIAN POUND CALL ACCOUNT 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 0.00%
EMIN RUSSELL 2000 DEC17 RTYZ7 0.00%
EMPIRE STATE REALTY TRUST-A 0.00%
ENERGY TRANSFER LP 05.2000 02/01/2022 0.00%
ENERGY TRANSFER LP 06.1250 12/15/2045 0.00%
ENERGY TRANSFER LP 06.5000 02/01/2042 0.00%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.00%
EPR PROPERTIES 05.7500 CUM CV PFD 0.00%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.00%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.00%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.00%
EUR/USD 12/20/2017 BANKAM 0.00%
EUR/USD 12/20/2017 BCAP-FX 0.00%
EUR/USD 12/20/2017 CITI 0.00%
EUR/USD 12/20/2017 CSI-FX 0.00%
EUR/USD 12/20/2017 GSFX 0.00%
EUR/USD 12/20/2017 HSBCB 0.00%
EUR/USD 12/20/2017 JPMCB 0.00%
EUR/USD 12/20/2017 RBSF 0.00%
EUR/USD 12/20/2017 SSBT 0.00%
EUR/USD 12/20/2017 UBS 0.00%
EUR/USD 12/20/2017 WPAC 0.00%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.00%
FEDEX CORP 02.6250 08/01/2022 0.00%
FHR 4193 PI IO 04.0000 03/15/2043 0.00%
FIDELITY NATIONAL INFORM 05.0000 10/15/2025 0.00%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.00%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.00%
FIRSTENERGY CORP 03.9000 07/15/2027 0.00%
FIRSTENERGY CORP 04.8500 07/15/2047 0.00%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.00%
FNMA FN30 935089 05.0000 03/01/2039 0.00%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.00%
FORTERRA TL L+300 04.2350 10/25/2023 0.00%
FREEPORT-MCMORAN COPPER & GOL 03.5500 03/01/2022 0.00%
FREEPORT-MCMORAN INC 06.7500 02/01/2022 0.00%
FRONTIER COMM 11.0000 09/15/2025 0.00%
FRONTIER COMMUNICATIONS 07.6250 04/15/2024 0.00%
FUJITSU LTD 0.00%
GATES GLOBAL TLB L+325 04.5828 03/31/2024 0.00%
GBP/USD 12/20/2017 BANKAM 0.00%
GBP/USD 12/20/2017 CITI 0.00%
GBP/USD 12/20/2017 CSI-FX 0.00%
GBP/USD 12/20/2017 JPMCB 0.00%
GBP/USD 12/20/2017 SSBT 0.00%
GBP/USD 12/20/2017 UBS 0.00%
GEDI GRUPPO EDITORIALE SPA 0.00%
GEN MOTORS FIN 03.2500 05/15/2018 0.00%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.00%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.00%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.00%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.00%
GENON ENERGY INC. 09.8750 10/15/2020 0.00%
GENPACT LTD 0.00%
GLP CAP LP / FIN II 04.8750 11/01/2020 0.00%
GMAC CAPITAL TRUST I PCT 07.1000 0.00%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.00%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.00%
GNR 2013-99 VS IO 04.8656 07/16/2043 0.00%
GNR 2015-124 DI IO 03.5000 01/20/2038 0.00%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.00%
GNR 2015-H26 EI IO 01.7111 10/20/2065 0.00%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.00%
GRAHAM HOLDINGS CO-CLASS B 0.00%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.00%
GRINDING MEDIA/M P/P 144A 07.3750 12/15/2023 0.00%
GRUPO BIMBO SAB P/P 144A 03.8750 06/27/2024 0.00%
GSMS 2013-GC10 D P/P 144A 04.4100 02/10/2046 0.00%
GSMS 2014-GC22 XA IO 01.1832 06/10/2047 0.00%
GSMS 2014-GC24 XA IO 00.9753 09/10/2047 0.00%
HALCON RESOURCES COR P/P 144A 12.0000 02/15/2022 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HALYARD HEALTH INC 06.2500 10/15/2022 0.00%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.00%
HCA INC 03.7500 03/15/2019 0.00%
HCA INC 05.0000 03/15/2024 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HCP INC 04.2500 11/15/2023 0.00%
HEALTHCARE REALTY TRUST INC 03.8750 05/01/2025 0.00%
HEICO CORP 0.00%
HESS CORP 07.3000 08/15/2031 0.00%
HKD/USD 11/15/2017 BCAP-FX 0.00%
HONEYWELL INTERNATIONAL 04.2500 03/01/2021 0.00%
HONEYWELL INTERNATIONAL 05.3750 03/01/2041 0.00%
HONG KONG DOLLAR CALL ACCOUNT 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
HOST HOTELS & RESORTS LP 06.0000 10/01/2021 0.00%
HSBC FINANCE CORP 06.6760 01/15/2021 0.00%
HUB HLDG LLC/HUB HOL P/P 144A 08.1250 07/15/2019 0.00%
HUB INTL LTD P/P 144A 07.8750 10/01/2021 0.00%
HUF/USD 12/20/2017 GSFX 0.00%
HYATT HOTELS CORP 03.3750 07/15/2023 0.00%
I-CABLE COMMUNICATIONS LTD 0.00%
IBM CORP 01.8750 08/01/2022 0.00%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.00%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.00%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.00%
IDR/USD 11/15/2017 GSFX 0.00%
IDR/USD 11/15/2017 JPMCB 0.00%
INDIAN RUPEE CALL ACCOUNT 0.00%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.00%
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%
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.FN30.400.11 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 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%
JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 0.00%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.00%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.00%
JPMBB 2014-C25 XA IO 01.1209 11/15/2047 0.00%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.00%
JPMORGAN CHASE & CO 04.1250 12/15/2026 0.00%
JPMORGAN CHASE & CO 06.0000 12/29/2049 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 UBS 0.00%
JPY/USD 11/15/2017 WPAC 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.00%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.00%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.00%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.00%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.00%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.00%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.00%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.00%
KRAFT HEINZ FOODS CO 06.5000 02/09/2040 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%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.00%
LIBERTY EXPEDIA HOLD-A 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%
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%
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%
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%
METHANEX CORP USD 05.6500 12/01/2044 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 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%
MILAGRO OIL & GAS 0.00%
MINI MSCI EAFE DEC17 MFSZ7 0.00%
MLMI 2005-A10 A 01.4472 02/25/2036 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%
MOOG INC P/P 144A 05.2500 12/01/2022 0.00%
MSBAM 2012-C6 XA IO P/P 144A 01.9345 11/15/2045 0.00%
MSBAM 2013-C7 XA IO 01.6191 02/15/2046 0.00%
MSBAM 2014-C17 XA IO 01.3954 08/15/2047 0.00%
MSBAM 2015-C25 XA IO 01.2890 10/15/2048 0.00%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.00%
MXN/USD 10/18/2017 HSBCB 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%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 12/20/2017 BANKAM 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 UBS 0.00%
NORDEA BANK AB P/P 144A 02.2500 05/27/2021 0.00%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.00%
NOVUS HOLDINGS LTD 0.00%
NRG ENERGY INC 07.2500 05/15/2026 0.00%
NRG ENERGY INC 07.8750 05/15/2021 0.00%
NSTAR ELECTRIC CO 02.3750 10/15/2022 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%
O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 0.00%
O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 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%
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%
ORACLE CORP 02.5000 10/15/2022 0.00%
ORACLE CORP 05.3750 07/15/2040 0.00%
ORANGE SA USD 04.1250 09/14/2021 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 06.0500 03/01/2034 0.00%
PACIFIC GAS & ELECTRIC 06.3500 02/15/2038 0.00%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 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%
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%
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%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
PRECISION DRILL USD 05.2500 11/15/2024 0.00%
PRIMERICA INC 04.7500 07/15/2022 0.00%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 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 04.4500 02/15/2025 0.00%
QVC INC 04.8500 04/01/2024 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
REALTY INCOME CORP 04.6500 08/01/2023 0.00%
REGAL ENTERTAINMENT GRP 05.7500 02/01/2025 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REVLON CONSUMER PRODS 05.7500 02/15/2021 0.00%
ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 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 GLOBAL INC 04.4000 02/15/2026 0.00%
S&P MID 400 EMINI DEC17 FAZ7 0.00%
S&P500 EMINI FUT DEC17 ESZ7 0.00%
SANDRIDGE ENERGY INC 0.00%
SANTANDER ISSUANCES USD 05.1790 11/19/2025 0.00%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 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 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%
SM ENERGY CO 05.0000 01/15/2024 0.00%
SM ENERGY CO 06.1250 11/15/2022 0.00%
SM ENERGY CO 06.5000 01/01/2023 0.00%
SM ENERGY CO 06.7500 09/15/2026 0.00%
SONOCO PRODUCTS CO 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%
STACR 2016-DNA3 M1 02.3372 12/25/2028 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%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC 06.1250 01/15/2022 0.00%
T-MOBILE USA INC 06.3750 03/01/2025 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%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TECK RESOURCES LIMITED USD 04.7500 01/15/2022 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TENET HEALTHCARE 06.0000 10/01/2020 0.00%
TERVITA CORP CLASS A 0.00%
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%
TMX FIN/TITLEMAX P/P 144A 08.5000 09/15/2018 0.00%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
TOPIX INDX FUTR 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%
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%
TRY/USD 12/20/2017 RBSF 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%
UBSBB 2012-C3 C P/P 144A 05.2098 08/10/2049 0.00%
UBSBB 2013-C6 XA IO P/P 144A 01.3825 04/10/2046 0.00%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 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 02.7500 02/15/2023 0.00%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 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%
VIACOM INC 04.5000 03/01/2021 0.00%
VICTORY RECEIVABLES CORP 92646KZ13 DCP 12/01/2017 0.00%
VIEWORKS CO LTD 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%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.00%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 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-AR1 A2A3 02.0372 01/25/2045 0.00%
WAMU 2005-AR2 2A1B 01.6072 01/25/2045 0.00%
WAMU 2005-AR6 2AB2 01.6072 04/25/2045 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 04.8750 11/19/2019 0.00%
WESTROCK MWV LLC 07.9500 02/15/2031 0.00%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.00%
WFMBS 2005-AR8 1A2 03.3227 06/25/2035 0.00%
WFRBS 2012-C6 AS 03.8350 04/15/2045 0.00%
WFRBS 2013-C12 XA IO P/P 144A 01.5049 03/15/2048 0.00%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.00%
WFRBS 2014-C22 XA IO 01.0658 09/15/2057 0.00%
WFRBS 2014-C24 XA IO 01.1025 11/15/2047 0.00%
WINDSTREAM SERVICES LLC 06.3750 08/01/2023 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%
WPX ENERGY INC 07.5000 08/01/2020 0.00%
WYNDHAM WORLDWIDE CORP 05.6250 03/01/2021 0.00%
ZAR/USD 10/18/2017 GSFX 0.00%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.00%
AUD/USD 10/18/2017 GSFX -0.01%
AUD/USD 10/18/2017 JPMCB -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.01%
KOREAN WON CALL ACCOUNT -0.01%
NOK/USD 12/20/2017 SSBT -0.01%
PHILIPPINE PESO CALL ACCOUNT -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 -0.02%
CDX CDX.NA.HY.29 500.0 12/20/2022 -0.05%
RU10INTR P USL3M R 11/27/17 CI -0.09%

Prior top holdings

Top holdings as of 10/31/17
Putnam Retirement Advantage GAA Growth Trust 78.99%
Putnam Retirement Advantage GAA Balanced Trust 18.36%
Putnam Retirement Advantage GAA Money Market Trust 2.70%
Top holdings as of 09/30/17
Putnam Retirement Advantage GAA Growth Trust 78.98%
Putnam Retirement Advantage GAA Balanced Trust 18.37%
Putnam Retirement Advantage GAA Money Market Trust 2.70%
Top holdings as of 08/31/17
Putnam Retirement Advantage GAA Growth Trust 86.91%
Putnam Retirement Advantage GAA Balanced Trust 7.98%
Putnam Retirement Advantage GAA Money Market Trust 5.17%
Top holdings as of 07/31/17
Putnam Retirement Advantage GAA Growth Trust 86.82%
Putnam Retirement Advantage GAA Balanced Trust 7.98%
Putnam Retirement Advantage GAA Money Market Trust 5.25%

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