Retirement Advantage 2040 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 $16.95
0.06% | $0.01
$17.21
01/26/18
$15.30
09/26/17
Historical fund price

Fund facts as of 08/31/18

Total net assets
$461.13M
Turnover (fiscal year end)
43%
Dividend frequency
Annually
Number of holdings
3
Fiscal year-end
September
CUSIP / Fund code
746751247 / 2007
Inception date
01/03/08
Class I  
Category
Target Date
Open to new investors
Ticker
--

Management team

Chief Investment Officer, Global Asset Allocation
Co-Head of Global Asset Allocation
Co-Head of Global Asset Allocation


Manager commentary | Q2 2018

A glide path designed for retirement outcomes

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



Performance

  • Total return (%) as of 06/30/18

  • Annual performance as of 06/30/18

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

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
At net asset value 10.79% 7.96% 10.51% 7.69%
Custom Retirement Advantage 2040 Index 10.39% 8.54% 9.97% 7.65%

Data is historical. Past performance is not a guarantee of future results. More recent returns may be more or less than those shown. Investment return will fluctuate. Performance assumes reinvestment of distributions and does not account for taxes. Performance data reflects the impact of a 0.50% management fee for class I shares, a 0.60% management fee for class II shares, a 0.75% management fee for class III shares, a 0.90% management fee for class IV shares, a 1.05% management fee for class V shares, and a 0.35% management fee for class X shares. In certain cases your plan's management fee may be lower and your return higher. For the most recent month-end performance, please call your plan's toll-free number. 

Performance snapshot

  At net asset value  
1 mt. as of 08/31/18 1.19 %
YTD as of 09/19/18 4.18 %

Risk-adjusted performance as of 08/31/18

Alpha (3 yrs.) -1.07
Sharpe ratio (3 yrs.) 1.28
Treynor ratio (3 yrs.) 10.03
Information ratio (3 yrs.) -0.50

Volatility as of 08/31/18

Standard deviation (3 yrs.) 8.12%
Beta 1.04
R-squared 0.97

Capture ratio as of 08/31/18

Up-market (3 yrs.) 100.56
Down-market (3 yrs.) 112.38

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

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

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


Holdings

Top holdings as of 08/31/18

Putnam Retirement Advantage GAA Growth Trust 95.57%
Putnam Retirement Advantage GAA All Equities Trust 2.83%
Putnam Retirement Advantage GAA Money Market Trust 1.65%

Full portfolio holdings as of 06/30/18

ALPHABET INC-CL A 1.85%
JPMORGAN CHASE & CO 1.28%
VERIZON COMMUNICATIONS INC 0.96%
APPLE INC 0.94%
CISCO SYSTEMS INC 0.92%
CITIGROUP INC 0.92%
BOEING CO/THE 0.90%
HOME DEPOT INC 0.88%
NVIDIA CORP 0.82%
AMAZON.COM INC 0.70%
SPDR S&P 500 ETF TRUST 0.68%
FNMA FN30 TBA 04.0000 07/01/2048 0.66%
MICROSOFT CORP 0.65%
FACEBOOK INC-A 0.63%
PEPSICO INC 0.61%
VALERO ENERGY CORP 0.59%
ORACLE CORP 0.56%
JOHNSON & JOHNSON 0.52%
TREASURY BILL 00.0000 07/19/2018 0.52%
S&P GSCI 3X NOTE 04/01/2019 0.50%
COCA-COLA CO/THE 0.48%
GNMA GII30 MA4652 03.5000 08/20/2047 0.48%
OCCIDENTAL PETROLEUM CORP 0.48%
CONOCOPHILLIPS 0.45%
ANTHEM INC 0.43%
INTUIT INC 0.43%
NORTHROP GRUMMAN CORP 0.42%
WALT DISNEY CO/THE 0.42%
MERCK & CO. INC. 0.40%
REPO TRIPA MORTG 2.12 07/02/2018 0.38%
AMGEN INC 0.36%
BRISTOL-MYERS SQUIBB CO 0.36%
FNMA FN15 TBA 03.0000 07/01/2033 0.36%
HALLIBURTON CO 0.36%
HONEYWELL INTERNATIONAL INC 0.36%
ELI LILLY & CO 0.35%
FNMA FN30 MA3238 03.5000 01/01/2048 0.35%
MORGAN STANLEY 0.35%
INTL BUSINESS MACHINES CORP 0.34%
MONDELEZ INTERNATIONAL INC-A 0.33%
SAMSUNG ELECTRONICS CO LTD 0.33%
FORD MOTOR CO 0.32%
HUMANA INC 0.32%
TENCENT HOLDINGS LTD 0.32%
NETAPP INC 0.31%
NOVARTIS AG-REG 0.31%
COGNIZANT TECH SOLUTIONS-A 0.30%
DELTA AIR LINES INC 0.30%
ROCHE HOLDING AG-GENUSSCHEIN 0.30%
ROSS STORES INC 0.30%
SYSCO CORP 0.30%
ALIBABA GROUP HOLDING-SP ADR 0.29%
GNMA GII30 TBA 03.5000 08/01/2048 0.29%
TOTAL SA 0.29%
E*TRADE FINANCIAL CORPORATION 0.28%
ROYAL DUTCH SHELL PLC-B SHS 0.28%
WALGREENS BOOTS ALLIANCE INC 0.28%
BAXTER INTERNATIONAL INC 0.27%
CIGNA CORP 0.27%
KINDER MORGAN INC 0.27%
RAYTHEON COMPANY 0.27%
HP INC 0.25%
US BANCORP 0.25%
WILLIAMS COS INC 0.25%
ABIOMED INC 0.24%
AUTOMATIC DATA PROCESSING 0.24%
ESTEE LAUDER COMPANIES-CL A 0.24%
LOCKHEED MARTIN CORP 0.24%
MCKESSON CORP 0.24%
PALO ALTO NETWORKS INC 0.24%
PFIZER INC 0.24%
PVH CORP 0.24%
RED HAT INC 0.24%
REGIONS FINANCIAL CORP 0.24%
TAIWAN SEMICONDUCTOR MANUFAC 0.24%
TEXAS INSTRUMENTS INC 0.24%
TIFFANY & CO 0.24%
LULULEMON ATHLETICA INC 0.23%
PRUDENTIAL FINANCIAL INC 0.23%
ABBVIE INC 0.22%
ALLIANZ SE-REG 0.22%
BHP BILLITON LIMITED 0.22%
BOSTON SCIENTIFIC CORP 0.22%
CUMMINS INC 0.22%
ENTERGY CORP 0.22%
FHLMC FH30G G08814 04.0000 05/01/2048 0.22%
AGILENT TECHNOLOGIES INC 0.21%
CAPITAL ONE FINANCIAL CORP 0.21%
FNMA FN15 AL9468 03.0000 12/01/2031 0.21%
GILEAD SCIENCES INC 0.21%
GNMA GII30 MA4837 03.5000 11/20/2047 0.21%
AMERIPRISE FINANCIAL INC 0.20%
CARNIVAL CORP 0.20%
INGERSOLL-RAND PLC 0.20%
LAS VEGAS SANDS CORP 0.20%
METLIFE INC 0.20%
MICHAEL KORS HOLDINGS LTD 0.20%
ROYAL CARIBBEAN CRUISES LTD 0.20%
F5 NETWORKS INC 0.19%
FIFTH THIRD BANCORP 0.19%
GOLDMAN SACHS GROUP INC 0.19%
KDDI CORP 0.19%
REPO TRIPA MORTG 2.11 07/02/2018 0.19%
SUMITOMO MITSUI FINANCIAL GR 0.19%
DISCOVER FINANCIAL SERVICES 0.18%
ENI SPA 0.18%
FIDELITY NATIONAL INFO SERV 0.18%
FORTINET INC 0.18%
KLA-TENCOR CORP 0.18%
KONINKLIJKE AHOLD DELHAIZE N 0.18%
WASTE MANAGEMENT INC 0.18%
ASTELLAS PHARMA INC 0.17%
BASF SE 0.17%
CENTRAL JAPAN RAILWAY CO 0.17%
ENEL SPA 0.17%
EQUINOR ASA 0.17%
EQUITY RESIDENTIAL TR REIT 0.17%
FRESENIUS MEDICAL CARE AG & 0.17%
HARTFORD FINANCIAL SVCS GRP 0.17%
HILTON WORLDWIDE HOLDINGS IN 0.17%
HITACHI LTD 0.17%
MIZUHO FINANCIAL GROUP INC 0.17%
REPSOL SA 0.17%
SANDVIK AB 0.17%
CENTENE CORP 0.16%
CK ASSET HOLDINGS LTD 0.16%
FNMA FN30 TBA 06.0000 07/01/2048 0.16%
HERSHEY CO/THE 0.16%
HOYA CORP 0.16%
LEGAL & GENERAL GROUP PLC 0.16%
MUENCHENER RUECKVER AG-REG 0.16%
NIPPON TELEGRAPH & TELEPHONE 0.16%
REPO TRIPA TREAS 2.1 07/02/2018 0.16%
ROCKWELL AUTOMATION INC 0.16%
SAINSBURY (J) PLC 0.16%
TREASURY BILL 00.0000 08/09/2018 0.16%
VF CORP 0.16%
VINCI SA 0.16%
AGEAS 0.15%
APPLIED MATERIALS INC 0.15%
AXA SA 0.15%
COVESTRO AG 0.15%
DELL TECHNOLOGIES INC-CL V 0.15%
DNB NOR ASA 0.15%
FIAT CHRYSLER AUTOMOBILES NV 0.15%
FNMA FN30 MA2737 03.0000 09/01/2046 0.15%
GALAXY ENT GRP L 0.15%
ISHARES MSCI EMERGING MARKET 0.15%
ITOCHU CORP 0.15%
NASPERS LTD-N SHS 0.15%
NEWMONT MINING CORP 0.15%
NRG ENERGY INC 0.15%
ORIX CORP 0.15%
PEUGEOT SA 0.15%
TREASURY BILL 00.0000 07/26/2018 0.15%
VOLVO AB-B SHS 0.15%
ZOETIS INC 0.15%
AIR PRODUCTS & CHEMICALS INC 0.14%
ANGLO AMER PLC 0.14%
ARCELORMITTAL 0.14%
BNP PARIBAS 0.14%
FLEETCOR TECHNOLOGIES INC 0.14%
FNMA FN30 BC9003 03.0000 11/01/2046 0.14%
GNMA GII30 MA4586 03.5000 07/20/2047 0.14%
MASTERCARD INC - A 0.14%
MITSUI AND CO LTD 0.14%
MOLSON COORS BREWING CO -B 0.14%
PROCTER & GAMBLE CO/THE 0.14%
RESONA HOLDINGS INC 0.14%
RIO TINTO PLC 0.14%
TAYLOR WIMPEY PLC 0.14%
WEYERHAEUSER CO 0.14%
WYNDHAM DESTINATIONS INC 0.14%
ABN AMRO GROUP NV-CVA 0.13%
ACS ACTIVIDADES 0.13%
AMERICAN ELECTRIC POWER 0.13%
CONAGRA BRANDS INC 0.13%
DENTSPLY SIRONA INC 0.13%
GLAXOSMITHKLINE PLC 0.13%
HUNTSMAN CORP 0.13%
KANSAS CITY SOUTHERN 0.13%
LOEWS CORP 0.13%
ONEOK INC 0.13%
PACKAGING CORP OF AMERICA 0.13%
PERSIMMON PLC 0.13%
WOOLWORTHS GROUP LTD 0.13%
ALLY FINANCIAL INC 0.12%
AMADEUS IT GROUP SA 0.12%
BERKELEY GROUP HOLDINGS/THE 0.12%
BIOGEN INC 0.12%
CIT GROUP INC 0.12%
CMS ENERGY CORP 0.12%
CTBC FINANCIAL HOLDING CO LT 0.12%
INTL CONSOLIDATED AIRLINE-DI 0.12%
MARUBENI CORP 0.12%
RECORDATI SPA 0.12%
SHIONOGI & CO LTD 0.12%
SWISSCOM AG-REG 0.12%
TUI AG-DI 0.12%
TWENTY-FIRST CENTURY FOX - B 0.12%
WELLCARE HEALTH PLANS INC 0.12%
ALLISON TRANSMISSION HOLDING 0.11%
AVERY DENNISON CORP 0.11%
CENTERPOINT ENERGY INC 0.11%
FNMA FN30 BH7058 03.5000 12/01/2047 0.11%
OWENS CORNING 0.11%
ROYAL MAIL PLC 0.11%
SYNOPSYS INC 0.11%
TOTAL SYSTEM SERVICES INC 0.11%
VERTEX PHARMACEUTICALS INC 0.11%
WH GROUP LTD 0.11%
XL GROUP LTD 0.11%
3I GROUP PLC 0.10%
AMDOCS LTD 0.10%
AMEREN CORPORATION 0.10%
AMETEK INC 0.10%
BROADRIDGE FINANCIAL SOLUTIO 0.10%
CADENCE DESIGN SYS INC 0.10%
CELANESE CORP-SERIES A 0.10%
CELGENE CORP 0.10%
DOLLAR GENERAL CORP 0.10%
DR PEPPER SNAPPLE GROUP INC 0.10%
FAURECIA 0.10%
HCP INC 0.10%
LINCOLN NATIONAL CORP 0.10%
LUKOIL PJSC-SPON ADR 0.10%
MEDIATEK INC 0.10%
PBF ENERGY INC-CLASS A 0.10%
SBERBANK PJSC -SPONSORED ADR 0.10%
SL GREEN REALTY CORP 0.10%
SWEDISH MATCH AB 0.10%
TDK CORP 0.10%
TELSTRA CORP LTD 0.10%
TOLL BROTHERS INC 0.10%
TOYOTA MOTOR CORP 0.10%
UCB SA 0.10%
UGI CORP 0.10%
UNITED OVERSEAS BANK LTD 0.10%
ARKEMA 0.09%
ASSOCIATED BRITISH FOODS PLC 0.09%
BERRY GLOBAL GROUP INC 0.09%
CA INC 0.09%
CBRE GROUP INC - A 0.09%
CHINA CONSTRUCTION BANK-H 0.09%
EVONIK INDUSTRIES AG 0.09%
EXPEDITORS INTL WASH INC 0.09%
MACQUARIE GROUP LTD 0.09%
NESTLE SA-REG 0.09%
NTT DOCOMO INC 0.09%
PINNACLE FOODS INC 0.09%
S&P GSCI TOT RETURN INDX 3X 144A NOTE 04/25/2019 0.09%
SASOL LTD 0.09%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.09%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.09%
SPDR S&P MIDCAP 400 ETF TRST 0.09%
SWISS RE AG 0.09%
TREASURY BILL 00.0000 09/06/2018 0.09%
VORNADO REALTY TRUST 0.09%
AES CORP 0.08%
ASSURANT INC 0.08%
BT GROUP PLC 0.08%
CHINA WATER AFFAIRS GROUP 0.08%
FNMA FN30 TBA 04.5000 08/01/2047 0.08%
HONG KONG EXCHANGES & CLEAR 0.08%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.08%
KIRIN HOLDINGS CO LTD 0.08%
MSCI INC 0.08%
NORTHERN TRUST CORP 0.08%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.08%
PROSIEBENSAT.1 MEDIA SE 0.08%
REPO TRIPA TREAS 2.05 07/02/2018 0.08%
REPUBLIC SERVICES INC 0.08%
SK HYNIX INC 0.08%
SPST 2017-6 A 02.6613 11/24/2018 0.08%
TAISEI CORP 0.08%
ALLERGAN PLC 0.07%
BOOZ ALLEN HAMILTON HOLDINGS 0.07%
BRIXMOR PROPERTY GROUP INC 0.07%
BWX TECHNOLOGIES INC 0.07%
CATHAY FINANCIAL HOLDING CO 0.07%
CHAILEASE HOLDING CO LTD 0.07%
CHARLES RIVER LABORATORIES 0.07%
CNOOC LTD 0.07%
DOLLAR TREE INC 0.07%
DUKE REALTY CORP 0.07%
DUN & BRADSTREET CORP 0.07%
EDELWEISS FINANCIAL SERVICES 0.07%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.07%
FNMA FN30 TBA 03.0000 08/01/2048 0.07%
FORMOSA CHEMICALS & FIBRE 0.07%
GRUMA S.A.B.-B 0.07%
HOUSING DEVELOPMENT FINANCE 0.07%
INGREDION INC 0.07%
KAR AUCTION SERVICES INC 0.07%
KEYSIGHT TECHNOLOGIES IN 0.07%
LKQ CORP 0.07%
MANPOWERGROUP INC 0.07%
MARINE HARVEST 0.07%
MITSUBISHI CHEMICAL HOLDINGS 0.07%
PARK HOTELS & RESORTS INC 0.07%
PARTNERS GROUP HOLDING AG 0.07%
PENTAIR PLC 0.07%
PING AN INSURANCE GROUP CO-H 0.07%
PINNACLE WEST CAPITAL 0.07%
PRINCIPAL FINANCIAL GROUP 0.07%
SIGNET JEWELERS LTD 0.07%
SKF AB-B SHARES 0.07%
SPIRIT REALTY CAPITAL INC 0.07%
SPST 2018-1 A 02.8613 04/24/2019 0.07%
VISTEON CORP 0.07%
W.R. GRACE & CO 0.07%
WALMART DE MEXICO SAB DE CV 0.07%
YANDEX NV-A 0.07%
AENA SME SA 0.06%
AMERICAN HOME 4 RENT 0.06%
APPLE INC 02.1000 05/06/2019 0.06%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.06%
ASHTEAD GROUP PLC 0.06%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.06%
CAS 2015-C04 1M2 07.7911 04/25/2028 0.06%
CAS 2015-C04 2M2 07.6411 04/25/2028 0.06%
CVS HEALTH CORP 04.7800 03/25/2038 0.06%
EVERGY INC 0.06%
EXTENDED STAY AMERICA INC 0.06%
FHLMC FH30G G08747 03.0000 02/01/2047 0.06%
FNMA FN30 BC1155 03.0000 06/01/2046 0.06%
FNMA FN30 BH5117 04.0000 08/01/2047 0.06%
FNMA FN30 BM1172 03.0000 03/01/2047 0.06%
FNMA FN30 MA2863 03.0000 01/01/2047 0.06%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.06%
HYATT HOTELS CORP - CL A 0.06%
JAPAN AIRLINES CO LTD 0.06%
JONES LANG LASALLE INC 0.06%
KAO CORP 0.06%
MORGAN STANLEY 03.6250 01/20/2027 0.06%
OGE ENERGY CORP 0.06%
OTSUKA CORP 0.06%
POLA ORBIS HOLDINGS INC 0.06%
SPST 2018-3 A 02.7911 07/24/2019 0.06%
SUN HUNG KAI PROPERTIES 0.06%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.06%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.06%
ZEBRA TECHNOLOGIES CORP-CL A 0.06%
ADVANCED INFO SERVICE-FOR RG 0.05%
AMERICAN EXPRESS CO 0.05%
ANA HOLDINGS INC 0.05%
ATHENE HOLDING LTD-CLASS A 0.05%
BLACK KNIGHT INC 0.05%
BRILLIANCE CHINA AUTOMOTIVE 0.05%
CANVEST ENVIRONMENTAL PROTEC 0.05%
CHINA EVERBRIGHT GREENTECH L 0.05%
COCA-COLA AMATIL LTD 0.05%
COMM 2012-LC4 D P/P 144A 05.7774 12/10/2044 0.05%
CONSTELLATION BRANDS INC-A 0.05%
DANAHER CORP 0.05%
DISCOVERY LTD 0.05%
EBAY INC 0.05%
ENGIE 0.05%
EXXON MOBIL CORP 0.05%
GAMING AND LEISURE PROPERTIE 0.05%
GENTERA SAB DE CV 0.05%
HANA FINANCIAL GROUP 0.05%
HANGZHOU HIKVISION DIGITAL - A 144A/REGS WARRANT 02/11/2019 0.05%
HD SUPPLY HOLDINGS INC 0.05%
HDFC BANK LIMITED 0.05%
HIGHWOODS PROPERTIES INC 0.05%
IND & COMM BK OF CHINA-H 0.05%
INDUSTRIAL BANK OF KOREA 0.05%
INDUSTRIVARDEN AB-A SHS 0.05%
KEI INDUSTRIES LTD 0.05%
LIBERTY PROPERTY TRUST 0.05%
LOWES COMPANIES INC 0.05%
MADISON SQUARE GARDEN CO- A 0.05%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.05%
MCDONALD'S CORP 0.05%
NEW RESIDENTIAL INVESTMENT 0.05%
NEWS CORP - CLASS A 0.05%
NUANCE COMMUNICATIONS INC 0.05%
ORACLE CORPORATION 02.2500 10/08/2019 0.05%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.05%
PNC FINANCIAL SERVICES GROUP 0.05%
RALPH LAUREN CORP 0.05%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.05%
SAMSUNG ELECTRONICS-PREF 0.05%
SERVICEMASTER GLOBAL HOLDING 0.05%
SHENGYI TECH 144A/REGS WARRANT 05/24/2019 0.05%
STARWOOD PROPERTY TRUST INC 0.05%
SUMITOMO MITSUI TRUST HOLDIN 0.05%
SUNNY OPTICAL TECH 0.05%
SUZANO PAPEL E CELULOSE SA 0.05%
TAIWAN DOLLAR CALL ACCOUNT 0.05%
TESCO PLC 0.05%
TJX COMPANIES INC 0.05%
TOPPAN PRINTING CO LTD 0.05%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.05%
WABCO HOLDINGS INC 0.05%
WFHET 2004-2 M1 02.9911 10/25/2034 0.05%
XIABUXIABU CATERING 0.05%
ABC-MART INC 0.04%
AGNC INVESTMENT CORP 0.04%
ALTRIA GROUP INC 02.6250 01/14/2020 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%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.04%
AT&T INC P/P 144A 04.1000 02/15/2028 0.04%
ATMOS ENERGY CORP 0.04%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.04%
BLUESCOPE STEEL LTD 0.04%
BRANDYWINE REALTY TRUST 0.04%
CAFE24 CORP 0.04%
CHINA TRADITIONAL CHINESE ME 0.04%
CIMIC GROUP LTD 0.04%
CITIGROUP INC 04.7500 05/18/2046 0.04%
COMCAST CORP 02.3500 01/15/2027 0.04%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.04%
DAI NIPPON PRINTING CO LTD 0.04%
DB INSURANCE CO LTD 0.04%
DEUTSCHE LUFTHANSA-REG 0.04%
DOMTAR CORP 0.04%
EMAAR DEVELOPMENT PJSC 0.04%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.04%
FNMA FN30 AS8056 03.0000 10/01/2046 0.04%
FORMOSA PLASTICS CORP 0.04%
GE CAP INTL FUNDING USD 02.3420 11/15/2020 0.04%
GEOPARK LTD 0.04%
GLOBALWAFERS CO LTD 0.04%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.04%
GRAPE KING BIO LTD 0.04%
GRUPO FINANCIERO BANORTE-O 0.04%
HONDA MOTOR CO LTD 0.04%
HSBC HOLDINGS PLC 0.04%
HUDSON PACIFIC PROPERTIES IN 0.04%
INDORAMA VENTURES-FOREIGN 0.04%
INDUSIND BANK LTD 0.04%
INFOSYS LTD 0.04%
IPSEN 0.04%
KEC INTERNATIONAL LTD 0.04%
KIMBERLY-CLARK CORP 0.04%
KINDER MORGAN INC/DELAWA 04.3000 06/01/2025 0.04%
L3 TECHNOLOGIES INC 0.04%
LARSEN & TOUBRO INFO 0.04%
LEIDOS HOLDINGS INC 0.04%
LIBERTY MEDIA COR-SIRIUSXM A 0.04%
LLOYDS BANKING GROUP PLC 0.04%
MAPLE ESCROW SUB P/P 144A 04.5970 05/25/2028 0.04%
MEGACABLE HOLDINGS-CPO 0.04%
MICROSOFT CORP 01.5500 08/08/2021 0.04%
MITSUBISHI ELECTRIC CORP 0.04%
MITSUBISHI GAS CHEMICAL CO 0.04%
MODETOUR NETWORK INC 0.04%
MONDI PLC 0.04%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.04%
NINE DRAGONS PAPER HOLDINGS 0.04%
NVENT ELECTRIC PLC 0.04%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.04%
PETRONAS CHEMICALS GROUP BHD 0.04%
RANDSTAD NV 0.04%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.04%
ROYAL GOLD INC 0.04%
RTL GROUP 0.04%
SANTANDER CONSUMER USA HOLDI 0.04%
SHINSEGAE INC 0.04%
SHRIRAM TRANSPORT FINANCE 0.04%
SINO-AMERICAN SILICON PRODUC 0.04%
SONY CORP 0.04%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.04%
SPST 2017-LD1 A 02.8911 11/25/2050 0.04%
STACR 2015-DNA3 M2 04.9411 04/25/2028 0.04%
SUN COMMUNITIES INC 0.04%
SUNNY FRIEND ENVIRONMENTAL T 0.04%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.04%
SYNOVUS FINANCIAL CORP 0.04%
TPAT 2018-SL1 A P/P 144A 02.6911 01/25/2046 0.04%
TREASURY BILL 00.0000 07/12/2018 0.04%
UNITED TRACTORS TBK PT 0.04%
UNITEDHEALTH GROUP INC 04.2500 04/15/2047 0.04%
VALIDUS HOLDINGS LTD 0.04%
VERIZON COMM 04.5220 09/15/2048 0.04%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.04%
WIZZ AIR HLDG PLC 0.04%
WULIANGYE YIBIN 144A/REGS WARRANT 04/12/2019 0.04%
XINYI GLASS HOLDINGS LTD 0.04%
AECOM 0.03%
ALLSTATE CORP 0.03%
ALTRIA GROUP INC 04.0000 01/31/2024 0.03%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.03%
APPLE HOSPITALITY REIT INC 0.03%
APPLE INC 02.0000 05/06/2020 0.03%
ARRIS INTERNATIONAL PLC 0.03%
AT&T INC 0.03%
AXIS CAPITAL HOLDINGS LTD 0.03%
AZUL SA-ADR 0.03%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.03%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.03%
BGC PARTNERS INC-CL A 0.03%
BOLIDEN AB 0.03%
BPCE SA P/P 144A 04.5000 03/15/2025 0.03%
CABOT CORP 0.03%
CDX CDX.NA.IG.30 100.0 06/20/2023 0.03%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.03%
CHEVRON CORP 01.5610 05/16/2019 0.03%
CHINA STATE CONSTRUCTION INT 0.03%
CITIGROUP INC 02.6500 10/26/2020 0.03%
CITIGROUP INC 03.8870 01/10/2028 0.03%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.03%
CLEAN TEQ HOLDINGS LTD 0.03%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.03%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.03%
COPA HOLDINGS SA-CLASS A 0.03%
CORELOGIC INC 0.03%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.03%
CSAIL 2015-C1 C 04.4401 04/15/2050 0.03%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.03%
CTCI CORP 0.03%
CTRIP.COM INTERNATIONAL-ADR 0.03%
DBUBS 2011-LC3A D P/P 144A 05.5154 08/10/2044 0.03%
DOUGLAS EMMETT INC 0.03%
DUKE ENERGY CORP 0.03%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.03%
FIRST HAWAIIAN INC 0.03%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.03%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.03%
FLEURY SA 0.03%
FNMA FN30 AS8074 03.0000 10/01/2046 0.03%
FORMOSA PETROCHEMICAL CORP 0.03%
GARDNER DENVER HOLDINGS INC 0.03%
GENERAL DYNAMICS CORP 0.03%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.03%
GRUPO FINANCIERO GALICIA-ADR 0.03%
HERMES INTERNATIONAL 0.03%
HILL-ROM HOLDINGS INC 0.03%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.03%
HYUNDAI MARINE 0.03%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.03%
INARI AMERTRON BHD 0.03%
IRB BRASIL RESSEGUROS SA 0.03%
JABIL INC 0.03%
JNBY DESIGN LTD 0.03%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.03%
JTEKT CORP 0.03%
KERRY PROPERTIES LTD 0.03%
KEYENCE CORP 0.03%
LIFE STORAGE INC 0.03%
LOCALIZA RENT A CAR 0.03%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.03%
MARATHON PETROLEUM CORP 0.03%
MEDIPAL HOLDINGS CORP 0.03%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.03%
MITSUBISHI UFJ FINANCIAL GRO 0.03%
MOTOR OIL (HELLAS) SA 0.03%
MSAC 2004-HE6 M1 02.9161 08/25/2034 0.03%
MSC 2008-T29 B P/P 144A 06.3676 01/11/2043 0.03%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.03%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.03%
NCSOFT CORP 0.03%
NOMURA REAL ESTATE HOLDINGS 0.03%
NORFOLK SOUTHERN CORP 0.03%
ORACLE CORP 05.3750 07/15/2040 0.03%
PARAMOUNT GROUP INC 0.03%
PFIZER INC 01.7000 12/15/2019 0.03%
POPULAR INC 0.03%
POYA INTERNATIONAL CO LTD 0.03%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.03%
RAYONIER INC 0.03%
RENAISSANCERE HOLDINGS LTD 0.03%
RJHI AB R US0001M P 06/20/19 BA 0.03%
SEALED AIR CORP 0.03%
SENIOR HOUSING PROP TRUST 0.03%
SINGAPORE AIRLINES LTD 0.03%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.03%
SKIPPER LTD 0.03%
SPORTON INTERNATIONAL INC 0.03%
STACR 2016-HQA2 M3 07.2411 11/25/2028 0.03%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.03%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.03%
THE FOSCHINI GROUP LTD 0.03%
TREASURY BILL 00.0000 08/23/2018 0.03%
TUPY SA 0.03%
UBS GROUP FUNDIN P/P 144A 04.2530 03/23/2028 0.03%
WASKITA BETON PRECAST TBK PT 0.03%
WATERS CORP 0.03%
WFRBS 2011-C2 D P/P 144A 05.8385 02/15/2044 0.03%
21ST CENTURY FOX AMERICA 04.7500 11/15/2046 0.02%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.02%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.02%
AMAZON.COM INC 03.1500 08/22/2027 0.02%
AMERICAN HONDA FINANCE CORP 02665KH67 DCP 08/06/2018 0.02%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.02%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.02%
ANNALY CAPITAL MANAGEMENT IN 0.02%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.02%
APPLE INC 04.2500 02/09/2047 0.02%
APPLE INC 04.3750 05/13/2045 0.02%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.02%
BANK OF AMERICA NA 01.7608 08/21/2018 0.02%
BANK OF MONTREAL CHICAGO 02.3611 02/25/2019 0.02%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.02%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.02%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.02%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.02%
BNP PARIBAS NEW YORK 02.2851 07/16/2018 0.02%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.02%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.02%
BROADCOM CRP / CAYM 03.5000 01/15/2028 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 02.3419 12/28/2018 0.02%
CAS 2014-C03 2M2 04.9911 07/25/2024 0.02%
CAS 2015-C03 2M2 07.0911 07/25/2025 0.02%
CAS 2016-C02 1M2 08.0911 09/25/2028 0.02%
CAS 2017-C01 1M2 05.6411 07/25/2029 0.02%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.02%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.02%
CHARIOT FUNDING LLC 15963UKN5 DCP 10/22/2018 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.02%
CHINA FORTUNE LAND DEVELOPME- A 144A/REGS WARRANT 03/25/2019 0.02%
CIT GROUP INC 05.0000 08/01/2023 0.02%
CITIBANK NA 02.3300 10/23/2018 0.02%
CITIBANK NA 02.3635 08/30/2018 0.02%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.02%
CME GROUP INC 0.02%
COLLATERALIZED COMMERCIAL PAP 02.2107 07/24/2018 0.02%
COLLATERALIZED COMMERCIAL PAP 19422DK42 DCP 10/04/2018 0.02%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.02%
COMM 2014-CR20 XA IO 01.2915 11/10/2047 0.02%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.02%
COOPERAT RABOBANK UA/NY 02.4621 10/01/2018 0.02%
CROWN HOLDINGS INC 0.02%
CVS HEALTH CORP 05.0500 03/25/2048 0.02%
DAIWA SECURITIES GROUP INC 0.02%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 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 REALTY TRUST LP 04.4500 07/15/2028 0.02%
DNB BANK ASA - 12/21/2018 02.2736 12/21/2018 0.02%
EMPIRE STATE REALTY TRUST-A 0.02%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.02%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 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%
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%
FNMA FN30 AS7003 03.0000 04/01/2046 0.02%
FNMA FN30 BC2733 03.0000 05/01/2046 0.02%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.02%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.02%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 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 2016-135 PI IO 04.0000 05/20/2046 0.02%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.02%
GSMS 2010-C1 D P/P 144A 06.1964 08/10/2043 0.02%
GSMS 2014-GC22 C 04.8003 06/10/2047 0.02%
HARRIS CORP 0.02%
HARVEY NORMAN HOLDINGS LTD 0.02%
HILONG HOLDING LTD 0.02%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.02%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.02%
JUBILANT FOODWORKS LTD 0.02%
JUBILANT FOODWORKS LTD 0.02%
KINDER MORGAN INC 03.1500 01/15/2023 0.02%
KRAFT HEINZ FOODS CO 03.1725 08/10/2022 0.02%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.02%
LEAR CORP 03.8000 09/15/2027 0.02%
LLOYDS BANK PLC NY 02.2662 08/13/2018 0.02%
MAXIM INTEGRATED PRODUCTS 0.02%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.02%
MICROSOFT CORP 03.3000 02/06/2027 0.02%
MONSTER BEVERAGE CORP 0.02%
MORGAN STANLEY 02.6500 01/27/2020 0.02%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.02%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.02%
MSBAM 2014-C17 C 04.6137 08/15/2047 0.02%
MSC 2012-C4 D P/P 144A 05.6009 03/15/2045 0.02%
NATIONAL AUSTRALIA BANK LTD 02.1607 08/01/2018 0.02%
NATIONAL AUSTRALIA BANK LTD 63254FG27 DCP 07/02/2018 0.02%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.02%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.02%
NATIONAL BANK OF CANADA 02.3351 01/18/2019 0.02%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.02%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.02%
NEXON CO LTD 0.02%
NEXT PLC 0.02%
NORDEA BANK AB/NEW YORK NY 02.1700 08/27/2018 0.02%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.02%
OLD LINE FUNDING LLC 67984XE69 DCP 09/13/2018 0.02%
OSHKOSH CORP 04.6000 05/15/2028 0.02%
OUTFRONT MEDIA INC 0.02%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.02%
PHILLIPS 66 0.02%
PNC BANK NA 02.0000 05/19/2020 0.02%
REGENCY MARKETS NO. 1 LLC 7588R1GC3 DCP 07/12/2018 0.02%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.02%
ROYAL BK SCOTLND GRP PLC USD 04.8000 04/05/2026 0.02%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.02%
SALESFORCE.COM INC 03.7000 04/11/2028 0.02%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.02%
SHERWIN-WILLIAMS CO/THE 0.02%
SKANDINAV ENSKILDA BK NY 02.4151 10/17/2018 0.02%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.02%
STATE STREET BANK & TR 02.2300 08/30/2018 0.02%
SUMITOMO MITSUI BANK NY 02.4174 08/13/2018 0.02%
SUNTRUST BANKS INC 0.02%
SWEDBANK (NEW YORK) 02.2130 11/06/2018 0.02%
SWEDBANK AB 87019SG24 DCP 07/02/2018 0.02%
T-MOBILE USA INC 05.3750 04/15/2027 0.02%
TAPESTRY INC 0.02%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.02%
TELEDYNE TECHNOLOGIES INC 0.02%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.02%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.02%
THUNDER BAY FUNDING LLC 88603GJY7 DCP 09/10/2018 0.02%
TORONTO-DOMINION BANK/THE 02.2707 02/08/2019 0.02%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.02%
TRAVELERS COS INC/THE 0.02%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.02%
UBS AG/LONDON 02.2107 07/25/2018 0.02%
UNITEDHEALTH GROUP INC 0.02%
UNITEDHEALTH GROUP INC 03.1500 06/15/2021 0.02%
UNIVAR INC 0.02%
US BANK NA/CINCINNATI OH 01.7001 07/23/2018 0.02%
US FOODS HOLDING CORP 0.02%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.02%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.02%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.02%
WAMU 2004-AR13 A1A 02.8111 11/25/2034 0.02%
WAMU 2005-AR1 A2A1 02.7711 01/25/2045 0.02%
WARNER MEDIA LLC 03.8000 02/15/2027 0.02%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.02%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.02%
WFRBS 2011-C3 D P/P 144A 05.8471 03/15/2044 0.02%
WFRBS 2011-C5 E P/P 144A 05.8594 11/15/2044 0.02%
WFRBS 2012-C10 D P/P 144A 04.5918 12/15/2045 0.02%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.02%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 0.02%
WM MORRISON SUPERMARKETS 0.02%
WORLDPAY INC-CLASS A 0.02%
WP CAREY INC 0.02%
WYNDHAM DESTINATIONS INC 04.5000 04/01/2027 0.02%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.01%
ABBVIE INC 02.5000 05/14/2020 0.01%
ABBVIE INC 03.6000 05/14/2025 0.01%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
ADS INC P/P 144A 05.6250 11/15/2024 0.01%
AEGON NV 0.01%
AES CORP/THE 05.1250 09/01/2027 0.01%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.01%
AIR LEASE CORP 02.5000 03/01/2021 0.01%
AIR LEASE CORP 03.6250 04/01/2027 0.01%
AKORN INC 0.01%
ALFRESA HOLDINGS CORP 0.01%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.01%
ALPHABET INC 01.9980 08/15/2026 0.01%
ALTA MESA HLDGS 07.8750 12/15/2024 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 EXPRESS CO 08.1250 05/20/2019 0.01%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.01%
AMGEN INC 02.6000 08/19/2026 0.01%
AMGEN INC 04.6630 06/15/2051 0.01%
ANALOG DEVICES INC 02.8500 03/12/2020 0.01%
APERGY CORP P/P 144A 06.3750 05/01/2026 0.01%
ARCELORMITTAL USD 07.0000 10/15/2039 0.01%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 0.01%
ARRW 2018-1 A3 04.1570 04/25/2048 0.01%
ASAHI GROUP HOLDINGS LTD 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.01%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.01%
AT&T INC 05.8000 02/15/2019 0.01%
AUSTRALIA & NEW ZEALAND BANKI 02.1507 08/29/2018 0.01%
AUSTRALIA & NEW ZEALAND BANKI 02.2745 03/07/2019 0.01%
AUSTRALIA & NEW ZEALAND BANKI 02.3307 10/16/2018 0.01%
AVAYA TLB L+425 06.3232 12/15/2024 0.01%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.01%
BANK OF AMERICA NA 02.2869 10/03/2018 0.01%
BANK OF MONTREAL CHICAGO 02.2264 07/09/2018 0.01%
BANK OF MONTREAL CHICAGO 02.2462 07/12/2018 0.01%
BANK OF NOVA SCOTIA HOUS 02.4873 09/14/2018 0.01%
BANK OF NOVA SCOTIA USD 02.0500 10/30/2018 0.01%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 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%
BGC PARTNERS INC 05.1250 05/27/2021 0.01%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.01%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.01%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.01%
BOOKING HOLDINGS INC 0.01%
BOYD GAMING CORP 06.3750 04/01/2026 0.01%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.01%
BPCE SA 05571CG96 DCP 07/09/2018 0.01%
BPCE SA 05571CJ69 DCP 09/06/2018 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
BRAND ENERGY TL L+425 06.6108 06/21/2024 0.01%
BRAZILIAN REAL CALL ACCOUNT 0.01%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.01%
CALIFORNIA RESOURC TL L+475 06.8379 11/17/2022 0.01%
CAMDEN PROPERTY TRUST 0.01%
CANADIAN IMPERIAL BANK OF COM 02.2207 11/05/2018 0.01%
CANADIAN NATL RESOURCES USD 03.8500 06/01/2027 0.01%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2014-C04 1M2 06.9911 11/25/2024 0.01%
CAS 2015-C01 1M2 06.3911 02/25/2025 0.01%
CAS 2017-C03 1M2 05.0911 10/25/2029 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 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%
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%
CFCRE 2011-C2 D P/P 144A 05.9467 12/15/2047 0.01%
CGCMT 2012-GC8 XA IO P/P 144A 01.9696 09/10/2045 0.01%
CGCMT 2014-GC19 C 05.0643 03/10/2047 0.01%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.01%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.01%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.01%
CHIMERA INVESTMENT CORP 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%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.01%
CIT GROUP INC. 05.2500 03/07/2025 0.01%
CITIGROUP INC 03.6680 07/24/2028 0.01%
CMLTI 2005-2 1A2A 03.8164 05/25/2035 0.01%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.01%
COMCAST CORP 03.9690 11/01/2047 0.01%
COMM 2010-C1 D P/P 144A 06.2854 07/10/2046 0.01%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.01%
COMM 2013-CR10 XA IO 00.9459 08/10/2046 0.01%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.01%
COMM 2013-CR11 XA IO 01.2793 08/10/2050 0.01%
COMM 2014-UBS4 XA IO 01.3585 08/10/2047 0.01%
COMMONWEALTH BANK OF AUSTRALI 02.2107 11/29/2018 0.01%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 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%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.01%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.01%
CORNING INC 0.01%
CORPORATE ASSET FUNDING CO IN 1247P3JH6 DCP 09/17/2018 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.01%
CRC FUNDING LLC 12619UH79 DCP 08/07/2018 0.01%
CREDIT AGRICOLE CORPORATE AND 22533UG23 DCP 07/02/2018 0.01%
CREDIT SUISSE NEW YORK 02.3451 07/18/2018 0.01%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.01%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.01%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.01%
CVS HEALTH CORP 02.2500 12/05/2018 0.01%
CWL 2004-5 2A 02.5911 10/25/2034 0.01%
DANSKE CORP 2363F7HD3 DCP 08/13/2018 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%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 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%
DISH DBS CORP 05.8750 11/15/2024 0.01%
DNB BANK ASA 2332K1HQ6 DCP 08/24/2018 0.01%
DUKE ENERGY CORP 03.1500 08/15/2027 0.01%
EAGLECLAW MID TL L+425 06.4211 06/30/2024 0.01%
EASTMAN CHEMICAL CO 03.8000 03/15/2025 0.01%
ECOLAB INC 0.01%
ECOLAB INC 02.7000 11/01/2026 0.01%
EMLT 2004-1 M2 03.5161 01/25/2034 0.01%
ENBRIDGE INC USD 04.2500 12/01/2026 0.01%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.01%
EOG RESOURCES INC 02.6250 03/15/2023 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%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.01%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.01%
EXTRACTION OIL & GAS P/P 144A 05.6250 02/01/2026 0.01%
FHR 3829 AS IO 04.8768 03/15/2041 0.01%
FHR 4096 MI IO 04.0000 01/15/2042 0.01%
FHR 4546 PI IO 04.0000 12/15/2045 0.01%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.01%
FIRST ABU DHABI BANK PJSC 0.01%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.01%
FNMA FN30 AS7154 03.0000 05/01/2046 0.01%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.01%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
FRONTIER COMM 10.5000 09/15/2022 0.01%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.01%
FXI HOLDINGS INC P/P 144A 07.8750 11/01/2024 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.01%
GE CAPITAL INTL FUNDING USD 03.3730 11/15/2025 0.01%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.01%
GLAXOSMITHKLINE CAP INC 03.8750 05/15/2028 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 04.3190 05/20/2067 0.01%
GNMA GII30 AY4779 04.5010 03/20/2067 0.01%
GNR 2011-135 DI IO 05.0000 04/16/2040 0.01%
GNR 2013-99 AS IO 03.9663 06/20/2043 0.01%
GNR 2015-H25 BI IO 01.4386 10/20/2065 0.01%
GNR 2016-H16 EI IO 02.4833 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%
GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 0.01%
GREAT LAKES D&D 08.0000 05/15/2022 0.01%
GSMS 2011-GC3 C P/P 144A 05.8255 03/10/2044 0.01%
GSMS 2012-GC6 C P/P 144A 05.8403 01/10/2045 0.01%
GSMS 2013-GC13 AS P/P 144A 04.2174 07/10/2046 0.01%
GSMS 2014-GC18 C 05.1083 01/10/2047 0.01%
GSMS 2015-GC30 XA IO 01.0068 05/10/2050 0.01%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.01%
HCA INC 05.5000 06/15/2047 0.01%
HCA INC 06.5000 02/15/2020 0.01%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.01%
HMBT 2004-2 A1 02.8311 12/25/2034 0.01%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.01%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.01%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.01%
HSBC BANK PLC 02.2007 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%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.01%
HUSKY TLB L+300 05.2018 03/28/2025 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
IMM 2004-6 1A2 02.8711 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%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
ING US FUNDING LLC 02.2364 07/09/2018 0.01%
ING US FUNDING LLC 02.2374 07/13/2018 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 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%
JAPAN POST BANK CO LTD 0.01%
JAPANESE YEN CALL ACCOUNT 0.01%
JO-ANN STORES 2NDL L+925 11.6038 05/21/2024 0.01%
JPMBB 2013-C12 XA IO 00.6732 07/15/2045 0.01%
JPMBB 2013-C14 C 04.7172 08/15/2046 0.01%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.01%
JPMBB 2014-C22 C 04.7103 09/15/2047 0.01%
JPMCC 2011-C5 D P/P 144A 05.5854 08/15/2046 0.01%
JPMCC 2012-C6 E P/P 144A 05.3121 05/15/2045 0.01%
JPMCC 2013-LC11 X IO 01.4224 04/15/2046 0.01%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 0.01%
KELLOGG CO 03.2500 04/01/2026 0.01%
KEYCORP 02.3000 12/13/2018 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KOREAN WON CALL ACCOUNT 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
LBMLT 2004-5 A5 02.6511 09/25/2034 0.01%
LENNAR CORP 05.8750 11/15/2024 0.01%
LIBERTY STREET FUNDING LLC 53127UKA7 DCP 10/10/2018 0.01%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.01%
LLOYDS BANK PLC - 12/07/2018 02.2745 12/07/2018 0.01%
LNSTR 2015-3 B P/P 144A 03.2457 04/20/2048 0.01%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
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%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MERCK & CO INC 01.8500 02/10/2020 0.01%
MERCK & CO INC 03.7000 02/10/2045 0.01%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.01%
METLIFE SHORT TERM FUNDING LL 59157UH78 DCP 08/07/2018 0.01%
MICROSOFT CORP 02.4000 08/08/2026 0.01%
MITSUBISHI UFJ TR&BK NY 02.3836 08/22/2018 0.01%
MIZUHO BANK LTD/NY 02.3400 07/06/2018 0.01%
MIZUHO BANK LTD/NY 02.3836 08/21/2018 0.01%
MLMI 2005-A2 A2 03.5373 02/25/2035 0.01%
MSBAM 2013-C10 D P/P 144A 04.2189 07/15/2046 0.01%
MSC 2011-C3 D P/P 144A 05.3267 07/15/2049 0.01%
MSC 2012-C4 C P/P 144A 05.6009 03/15/2045 0.01%
NABORS IND INC P/P 144A 05.7500 02/01/2025 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NATIONWIDE BUILDING SOCIETY 6385E1GR6 DCP 07/25/2018 0.01%
NATIONWIDE BUILDING SOCIETY 6385E1JB8 DCP 09/11/2018 0.01%
NCHET 2003-4 M1 03.2161 10/25/2033 0.01%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.01%
NEWELL BRANDS INC 04.2000 04/01/2026 0.01%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.01%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.01%
NORDEA BANK AB NEW YORK 02.4573 03/14/2019 0.01%
NORDEA BANK AB NEW YORK USD 02.4013 05/21/2019 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%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NRW BANK 62939MGD3 DCP 07/13/2018 0.01%
NZD/USD 07/18/2018 CITI 0.01%
NZD/USD 07/18/2018 GSFX 0.01%
NZD/USD 07/18/2018 SSBT 0.01%
NZD/USD 07/18/2018 UBS 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%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.01%
OLD LINE FUNDING LLC 67983UGJ6 DCP 07/18/2018 0.01%
OLD REPUBLIC INTL CORP 0.01%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.01%
OMV AG 0.01%
ORACLE CORP 02.6500 07/15/2026 0.01%
OSHKOSH CORP 05.3750 03/01/2025 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%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.01%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.01%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.01%
PETROBRAS GLOBAL FINANCE REGS 05.9990 01/27/2028 0.01%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.01%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.01%
PETROLEOS MEXICANOS USD 06.6250 06/15/2035 0.01%
PFIZER INC 03.0000 12/15/2026 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%
PQ CORP P/P 144A 05.7500 12/15/2025 0.01%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.01%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 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 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%
QEP RESOURCES INC 05.6250 03/01/2026 0.01%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.01%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.01%
REGENCY MARKETS NO. 1 LLC 7588R1GB5 DCP 07/11/2018 0.01%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.01%
REINSURANCE GROUP OF AMERICA 0.01%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.01%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.01%
REVLON CONSUMER PROD 06.2500 08/01/2024 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%
RJHI AB R US0001M P 06/25/19 BA 0.01%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.01%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.01%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.01%
ROYAL BANK OF CANADA NY 02.2545 12/07/2018 0.01%
ROYAL BANK OF CANADA USD 02.2000 07/27/2018 0.01%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.01%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.01%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.01%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.01%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SEK/USD 09/19/2018 GSFX 0.01%
SEK/USD 09/19/2018 JPMCB 0.01%
SEK/USD 09/19/2018 SSBT 0.01%
SERVICE CORP INTL 04.6250 12/15/2027 0.01%
SERVICE CORP INTL 05.3750 05/15/2024 0.01%
SESI LLC 07.7500 09/15/2024 0.01%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.01%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 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%
SKANDINAV ENSKILDA BK NY 02.1964 07/10/2018 0.01%
SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 0.01%
SMC CORP 0.01%
SOCIETE GENERALE NY 02.2464 07/09/2018 0.01%
SOCIETE GENERALE SA 83369CGX6 DCP 07/31/2018 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 P/P 144A 04.7500 03/15/2025 0.01%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.01%
SUZUKI MOTOR CORP 0.01%
SVENSKA HANDELSBANKEN AB 86960KG55 DCP 07/05/2018 0.01%
SVENSKA HANDELSBANKEN NY 02.1730 09/06/2018 0.01%
SVENSKA HANDELSBANKEN NY 02.2907 02/04/2019 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
TAISHO PHARMACEUTICAL HOLDIN 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.01%
TENNANT CO 05.6250 05/01/2025 0.01%
TENNECO INC 05.3750 12/15/2024 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%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.01%
TORONTO-DOMINION BANK/THE 02.1707 07/24/2018 0.01%
TORONTO-DOMINION BANK/THE 02.1907 08/28/2018 0.01%
TORONTO-DOMINION BANK/THE 02.2507 01/11/2019 0.01%
TOYOTA MOTOR CREDIT CORP 01.5500 07/13/2018 0.01%
TOYOTA MOTOR CREDIT CORP 02.0000 10/24/2018 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%
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%
TWO HARBORS INVESTMENT CORP 0.01%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.01%
UBSBB 2012-C2 D P/P 144A 05.0502 05/10/2063 0.01%
UDR INC 0.01%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
US TREASURY FRN 02.0832 07/31/2018 0.01%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 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%
VALEANT PHARMA P/P 144A 07.0000 03/15/2024 0.01%
VALEANT PHARMA P/P 144A 08.5000 01/31/2027 0.01%
VALEANT PHARMA P/P 144A 09.0000 12/15/2025 0.01%
VALEANT PHARMA P/P 144A 09.2500 04/01/2026 0.01%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.01%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.01%
VICTORY RECEIVABLES CORP 92646LHA1 DCP 08/10/2018 0.01%
VICTORY RECEIVABLES CORP 92646LJH4 DCP 09/17/2018 0.01%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.01%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.01%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.01%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.01%
WAMU 2004-AR13 A2B 02.9711 11/25/2034 0.01%
WAMU 2005-AR1 A1B 02.8711 01/25/2045 0.01%
WAMU 2005-AR2 1A1A 02.4211 01/25/2045 0.01%
WAMU 2005-AR2 1A1B 02.4811 01/25/2045 0.01%
WAMU 2005-AR8 2A1A 02.6711 07/25/2045 0.01%
WAMU 2005-AR8 2AB3 02.8111 07/25/2045 0.01%
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 05.4644 10/15/2044 0.01%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.01%
WELLS FARGO BANK NA 02.1356 07/02/2018 0.01%
WELLS FARGO BANK NA 02.2145 08/07/2018 0.01%
WELLS FARGO BANK NA 02.3051 11/15/2018 0.01%
WELLS FARGO BANK NA 02.3351 11/16/2018 0.01%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.01%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.01%
WESTPAC BANKING CORP 02.2307 01/03/2019 0.01%
WESTPAC BANKING CORP NY 02.3347 03/05/2019 0.01%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.01%
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CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.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 JP 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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%
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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 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
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CROWN CASTLE INTL CORP 03.1500 07/15/2023 0.00%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 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%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.00%
CSX CORP 04.1000 03/15/2044 0.00%
CVS HEALTH CORP 04.7500 12/01/2022 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%
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%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 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%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.00%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.00%
DISH NETWORK CV 03.3750 08/15/2026 0.00%
DKK/USD 09/19/2018 CITI 0.00%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.00%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.00%
E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 0.00%
ECOLAB INC 03.2500 12/01/2027 0.00%
EGYPTIAN POUND CALL ACCOUNT 0.00%
EL PASO NATURAL GAS 08.3750 06/15/2032 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%
EMERA US FINANCE LP 03.5500 06/15/2026 0.00%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.00%
ENERGIZER GAMM P/P 144A 06.3750 07/15/2026 0.00%
ENERGY TRANSFER EQUITY 05.5000 06/01/2027 0.00%
ENERGY TRANSFER PARTNERS 05.2000 02/01/2022 0.00%
ENERGY TRANSFER PARTNERS 06.1250 12/15/2045 0.00%
ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 0.00%
ENSCO PLC USD 07.7500 02/01/2026 0.00%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.00%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.00%
EPR PROPERTIES 05.7500 CUM CV PFD 0.00%
EQUINOR ASA USD 05.1000 08/17/2040 0.00%
EQUITY COMMONWEALTH 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/SEK PUT 10.00 20180809 HSBCB 0.00%
EUR/USD 09/19/2018 BANKAM 0.00%
EUR/USD 09/19/2018 BCAP-FX 0.00%
EUR/USD 09/19/2018 CITI 0.00%
EUR/USD 09/19/2018 CSI-FX 0.00%
EUR/USD 09/19/2018 GSFX 0.00%
EUR/USD 09/19/2018 HSBCB 0.00%
EUR/USD 09/19/2018 JPMCB 0.00%
EUR/USD 09/19/2018 RBSF 0.00%
EUR/USD 09/19/2018 SSBT 0.00%
EUR/USD 09/19/2018 UBS 0.00%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.00%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.00%
FEDEX CORP 02.6250 08/01/2022 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%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.00%
FIRSTENERGY CORP 03.9000 07/15/2027 0.00%
FIRSTENERGY CORP 04.8500 07/15/2047 0.00%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 0.00%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.00%
FORTERRA TL L+300 05.0935 10/25/2023 0.00%
FRAC TECH INTL TLB L+475 06.8435 04/16/2021 0.00%
FRONTIER COMM 11.0000 09/15/2025 0.00%
FUJITSU LTD 0.00%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.00%
GATES GLOBAL TLB L+275 05.0844 03/31/2024 0.00%
GBP/USD 09/19/2018 BCAP-FX 0.00%
GBP/USD 09/19/2018 CITI 0.00%
GBP/USD 09/19/2018 CSI-FX 0.00%
GBP/USD 09/19/2018 GSFX 0.00%
GBP/USD 09/19/2018 HSBCB 0.00%
GBP/USD 09/19/2018 JPMCB 0.00%
GBP/USD 09/19/2018 SSBT 0.00%
GBP/USD 09/19/2018 UBS 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%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.00%
GMAC CAPITAL TRUST I PCT 08.1275 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 04.0149 07/16/2043 0.00%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.00%
GNR 2015-H26 EI IO 01.7196 10/20/2065 0.00%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.00%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.00%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.00%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.00%
GSMS 2014-GC24 XA IO 00.9530 09/10/2047 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.00%
HCA INC 03.7500 03/15/2019 0.00%
HCA INC 05.2500 06/15/2026 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HESS CORP 07.3000 08/15/2031 0.00%
HKD/USD 08/16/2018 BCAP-FX 0.00%
HOME DEPOT INC 02.6250 06/01/2022 0.00%
HONEYWELL INTERNATIONAL 04.2500 03/01/2021 0.00%
HONEYWELL INTL 03.8120 11/21/2047 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
HOST HOTELS & RESORTS LP 05.2500 03/15/2022 0.00%
HOST HOTELS & RESORTS LP 06.0000 10/01/2021 0.00%
HSBC BANK USA NA 02.2464 08/09/2018 0.00%
HUNTINGTON INGALLS INDUSTRIE 0.00%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.00%
HYATT HOTELS CORP 04.8500 03/15/2026 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%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.00%
INDIAN RUPEE CALL ACCOUNT 0.00%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.00%
INTERCONTINENTAL EXCHANGE IN 0.00%
INTUITIVE SURGICAL INC 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.11 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.FN30.400.13 R USL1M P 01/12/44 JP 0.00%
IOS.FN30.500.09 P USL1M R 01/12/40 BC 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.00%
ISTAR INC 05.2500 09/15/2022 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.00%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.00%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.00%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.00%
JO-ANN STORES TL L+500 07.5094 10/16/2023 0.00%
JOHNSON & JOHNSON 05.1500 07/15/2018 0.00%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.00%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.00%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.00%
JPMBB 2013-C17 XA IO 01.0095 01/15/2047 0.00%
JPMBB 2014-C19 XA IO 01.2893 04/15/2047 0.00%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.00%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.00%
JPY/USD 08/16/2018 BANKAM 0.00%
JPY/USD 08/16/2018 BCAP-FX 0.00%
JPY/USD 08/16/2018 CITI 0.00%
JPY/USD 08/16/2018 CSI-FX 0.00%
JPY/USD 08/16/2018 GSFX 0.00%
JPY/USD 08/16/2018 HSBCB 0.00%
JPY/USD 08/16/2018 JPMCB 0.00%
JPY/USD 08/16/2018 RBSF 0.00%
JPY/USD 08/16/2018 SSBT 0.00%
JPY/USD 08/16/2018 UBS 0.00%
JPY/USD 08/16/2018 WPAC 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 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%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.00%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.00%
KRAFT HEINZ FOODS CO 06.5000 02/09/2040 0.00%
KRAFT HEINZ FOODS CO 06.8750 01/26/2039 0.00%
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 00.6236 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%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.00%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.00%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.00%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.00%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.00%
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 P/P 144A 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%
METHANEX CORP USD 05.6500 12/01/2044 0.00%
METTLER-TOLEDO INTERNATIONAL 0.00%
MFA FINANCIAL INC 0.00%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.00%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.00%
MGM RESORTS INTL 06.6250 12/15/2021 0.00%
MGM RESORTS INTL 08.6250 02/01/2019 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MHL 2005-1 1M1 02.8111 02/25/2035 0.00%
MICROSOFT CORP 04.2000 06/01/2019 0.00%
MICROSOFT CORP 05.3000 02/08/2041 0.00%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 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%
MOODY'S CORPORATION 03.2500 01/15/2028 0.00%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.00%
MSBAM 2013-C8 B 03.6971 12/15/2048 0.00%
MSBAM 2014-C17 XA IO 01.3553 08/15/2047 0.00%
MSC 2012-C4 XA IO P/P 144A 02.2706 03/15/2045 0.00%
MWO HOLDINGS LLC 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.00%
NEIMAN MARCUS TL L+325 05.2630 10/25/2020 0.00%
NETFLIX INC P/P 144A 05.8750 11/15/2028 0.00%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.00%
NEVADA POWER CO 07.1250 03/15/2019 0.00%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.00%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.00%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.00%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.00%
NOK/SEK PUT 1.0735 20180712 HSBCB 0.00%
NOK/SEK PUT 1.075 20180712 BCAP-FX 0.00%
NOK/SEK PUT 1.075 20180712 GSFX 0.00%
NOK/USD 09/19/2018 BANKAM 0.00%
NOK/USD 09/19/2018 BCAP-FX 0.00%
NOK/USD 09/19/2018 CITI 0.00%
NOK/USD 09/19/2018 GSFX 0.00%
NOK/USD 09/19/2018 JPMCB 0.00%
NOK/USD 09/19/2018 SSBT 0.00%
NOK/USD 09/19/2018 UBS 0.00%
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%
NRW BANK 62939MHH3 DCP 08/17/2018 0.00%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.00%
NUTRIEN LTD USD 05.2500 01/15/2045 0.00%
NZD/USD 07/18/2018 BANKAM 0.00%
NZD/USD 07/18/2018 CSI-FX 0.00%
NZD/USD 07/18/2018 HSBCB 0.00%
NZD/USD 07/18/2018 JPMCB 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.00%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.00%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.00%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.00%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.00%
ORACLE CORP 02.5000 10/15/2022 0.00%
ORACLE CORP 03.2500 11/15/2027 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%
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 FINANCE REGS 05.2990 01/27/2025 0.00%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.00%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.00%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.00%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PIEDMONT OFFICE REALTY TRU-A 0.00%
PLATFORM SPECIALTY P/P 144A 05.8750 12/01/2025 0.00%
PLATFORM SPECIALTY P/P 144A 06.5000 02/01/2022 0.00%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.00%
POUND STERLING CALL ACCOUNT 0.00%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.00%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.00%
PUB SVC ELEC & GAS 05.5000 03/01/2040 0.00%
PULTEGROUP INC. 07.8750 06/15/2032 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 05.3631 11/03/2023 0.00%
RANGE RESOURCES CORP 05.0000 03/15/2023 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
REALTY INCOME CORP 04.6500 08/01/2023 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REVLON CONS TLB L+350 05.5935 09/07/2023 0.00%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.00%
ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.00%
ROYAL BK SCOTLND USD 04.7000 07/03/2018 0.00%
S&P GLOBAL INC 04.4000 02/15/2026 0.00%
S&P MID 400 EMINI SEP18 FAU8 0.00%
S&P500 EMINI FUT SEP18 ESU8 0.00%
SANDRIDGE ENERGY INC 0.00%
SCOTTS MIRACLE-GRO CO 0.00%
SEK/USD 09/19/2018 BANKAM 0.00%
SEK/USD 09/19/2018 BCAP-FX 0.00%
SEK/USD 09/19/2018 CITI 0.00%
SEK/USD 09/19/2018 CSI-FX 0.00%
SEK/USD 09/19/2018 HSBCB 0.00%
SEK/USD 09/19/2018 RBSF 0.00%
SEK/USD 09/19/2018 UBS 0.00%
SEMGROUP CORP 06.3750 03/15/2025 0.00%
SERVICE CORP INTL 05.3750 01/15/2022 0.00%
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 08/16/2018 JPMCB 0.00%
SHANGHAI INTERNATIONAL AIRPORT 144A REGS WARRANT 4/30/2019 0.00%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.00%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 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 06.5000 11/15/2021 0.00%
SM ENERGY CO 06.7500 09/15/2026 0.00%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.00%
SOUTH AFRICAN RAND CALL ACCOUNT 0.00%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.00%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.00%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.00%
SPIRIT MTA REIT 0.00%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.00%
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 FRANC CALL ACCOUNT 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 06.3750 03/01/2025 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 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%
TENET HEALTHCARE CORP 08.1250 04/01/2022 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 EURO EUR CALL ACCOUNT 0.00%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.00%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.00%
THERMO FISHER SCIENTIFIC INC 0.00%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
TOPIX INDX FUTR SEP18 TPU8 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSDIGM INC 06.5000 07/15/2024 0.00%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.00%
TREASURY BILL 00.0000 07/05/2018 0.00%
TREASURY BILL 00.0000 08/02/2018 0.00%
TREASURY BILL 00.0000 08/16/2018 0.00%
TREASURY BILL 00.0000 09/20/2018 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 09/19/2018 SSBT 0.00%
TWD/USD 08/16/2018 BANKAM 0.00%
TWD/USD 08/16/2018 GSFX 0.00%
TXU TCEH RIGHTS 0.00%
UAE DIRHAM CALL ACCOUNT 0.00%
UBSBB 2012-C3 C P/P 144A 05.2095 08/10/2049 0.00%
UBSBB 2012-C4 XA IO P/P 144A 01.7949 12/10/2045 0.00%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.00%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.00%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.00%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.00%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 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 04.8435 03/15/2024 0.00%
US 10YR NOTE (CBT)SEP18 TYU8 0.00%
US 2YR NOTE (CBT) SEP18 TUU8 0.00%
US 5YR NOTE (CBT) SEP18 FVU8 0.00%
US LONG BOND(CBT) SEP18 USU8 0.00%
US ULTRA BOND CBT SEP18 WNU8 0.00%
USG CORP P/P 144A 05.5000 03/01/2025 0.00%
VALEANT PHARMA P/P 144A 05.5000 11/01/2025 0.00%
VALEANT PHARMA P/P 144A 05.8750 05/15/2023 0.00%
VALEANT PHARMA P/P 144A 06.5000 03/15/2022 0.00%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.00%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 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%
VMWARE INC 03.9000 08/21/2027 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%
WAMU 2004-AR13 A1B2 03.0711 11/25/2034 0.00%
WAMU 2005-AR1 A2A3 02.8911 01/25/2045 0.00%
WAMU 2005-AR13 A1B3 02.4511 10/25/2045 0.00%
WAMU 2005-AR19 A1A2 02.3811 12/25/2045 0.00%
WAMU 2005-AR2 2A1B 02.4611 01/25/2045 0.00%
WAMU 2005-AR2 2A2B 02.4711 01/25/2045 0.00%
WAMU 2006-AR4 1A1A 02.4042 05/25/2046 0.00%
WAND MERGER CORP P/P 144A 08.1250 07/15/2023 0.00%
WAND MERGER CORP P/P 144A 09.1250 07/15/2026 0.00%
WARNER MEDIA LLC 02.9500 07/15/2026 0.00%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEATHERFORD INTL LLC P/P 144A 09.8750 03/01/2025 0.00%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.00%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.00%
WESTROCK MWV LLC 07.9500 02/15/2031 0.00%
WEYERHAEUSER CO 07.3750 03/15/2032 0.00%
WFMBS 2005-AR10 1A2 03.9277 06/25/2035 0.00%
WFMBS 2005-AR8 1A2 04.1295 06/25/2035 0.00%
WFRBS 2012-C10 XA IO P/P 144A 01.7208 12/15/2045 0.00%
WFRBS 2012-C9 XA IO P/P 144A 02.0511 11/15/2045 0.00%
WFRBS 2013-C15 D P/P 144A 04.6278 08/15/2046 0.00%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.00%
WFRBS 2014-C19 C 04.6460 03/15/2047 0.00%
WHITING PETROLEUM C P/P 144A 06.6250 01/15/2026 0.00%
WILEY (JOHN) & SONS-CLASS A 0.00%
WINDSTREAM SRVC / FIN 06.3750 08/01/2023 0.00%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.00%
WP CAREY INC 04.6000 04/01/2024 0.00%
WPX ENERGY INC 05.7500 06/01/2026 0.00%
WPX ENERGY INC 06.0000 01/15/2022 0.00%
WPX ENERGY INC 08.2500 08/01/2023 0.00%
WYNDHAM DESTINATIONS INC 05.6250 03/01/2021 0.00%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.00%
AUD/USD 07/18/2018 BCAP-FX -0.01%
AUD/USD 07/18/2018 CITI -0.01%
AUD/USD 07/18/2018 HSBCB -0.01%
AUD/USD 07/18/2018 JPMCB -0.01%
AUD/USD 07/18/2018 SSBT -0.01%
AUD/USD 07/18/2018 WPAC -0.01%
GBP/USD 09/19/2018 BANKAM -0.01%
AUD/USD 07/18/2018 BANKAM -0.02%
AUD/USD 07/18/2018 CSI-FX -0.02%
AUD/USD 07/18/2018 GSFX -0.02%
HONG KONG DOLLAR CALL ACCOUNT -0.03%
CDX CDX.NA.HY.30 500.0 06/20/2023 -0.05%
RU10INTR P US0003M R 11/27/18 CI -0.05%
EMIN RUSSELL 2000 SEP18 RTYU8 -0.09%
CGPUTQL2 R US0003M P 11/27/18 CI -0.10%

Prior top holdings

Top holdings as of 08/31/18
Putnam Retirement Advantage GAA Growth Trust 95.57%
Putnam Retirement Advantage GAA All Equities Trust 2.83%
Putnam Retirement Advantage GAA Money Market Trust 1.65%
Top holdings as of 07/31/18
Putnam Retirement Advantage GAA Growth Trust 95.52%
Putnam Retirement Advantage GAA All Equities Trust 2.82%
Putnam Retirement Advantage GAA Money Market Trust 1.71%
Top holdings as of 06/30/18
Putnam Retirement Advantage GAA Growth Trust 95.60%
Putnam Retirement Advantage GAA All Equities Trust 2.80%
Putnam Retirement Advantage GAA Money Market Trust 1.64%
Top holdings as of 05/31/18
Putnam Retirement Advantage GAA Growth Trust 95.57%
Putnam Retirement Advantage GAA All Equities Trust 2.80%
Putnam Retirement Advantage GAA Money Market Trust 1.67%