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 $16.53
-0.18% | $-0.03
$17.21
01/26/18
$14.61
05/24/17
Historical fund price

Fund facts as of 04/30/18

Total net assets
$409.30M
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 | Q1 2018

Bonds offer diversification to long-term portfolios

Jason Vaillancourt, Co-Head of Global Asset Allocation, describes the role that bonds play in target-date strategies.



Performance

  • Total return (%) as of 03/31/18

  • Annual performance as of 03/31/18

Annualized Total return (%) as of 03/31/18

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
At net asset value 12.40% 7.31% 10.33% 7.50%

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 04/30/18 1.00 %
YTD as of 05/24/18 1.60 %

Risk-adjusted performance as of 04/30/18

Alpha (3 yrs.) -0.52
Sharpe ratio (3 yrs.) 0.77
Treynor ratio (3 yrs.) 6.65
Information ratio (3 yrs.) -0.20

Volatility as of 04/30/18

Standard deviation (3 yrs.) 8.97%
Beta 1.04
R-squared 0.98

Capture ratio as of 04/30/18

Up-market (3 yrs.) 103.37
Down-market (3 yrs.) 109.83

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 04/30/18

Putnam Retirement Advantage GAA Growth Trust 95.51%
Putnam Retirement Advantage GAA All Equities Trust 2.80%
Putnam Retirement Advantage GAA Money Market Trust 1.74%

Full portfolio holdings as of 03/31/18

SPDR S&P 500 ETF TRUST 2.42%
MICROSOFT CORP 1.88%
ALPHABET INC-CL A 1.74%
JPMORGAN CHASE & CO 1.45%
S&P GSCI 3X NOTE 04/01/2019 1.45%
APPLE INC 1.16%
UNITEDHEALTH GROUP INC 0.99%
VERIZON COMMUNICATIONS INC 0.95%
CITIGROUP INC 0.90%
BOEING CO/THE 0.85%
REPO TRIPA MORTG 1.8 04/02/2018 0.78%
EXXON MOBIL CORP 0.75%
TREASURY BILL 00.0000 04/19/2018 0.75%
JOHNSON & JOHNSON 0.72%
HOME DEPOT INC 0.70%
TEXAS INSTRUMENTS INC 0.68%
AMAZON.COM INC 0.65%
FNMA FN30 TBA 04.0000 04/01/2048 0.64%
GNMA GII30 MA4652 03.5000 08/20/2047 0.61%
UNION PACIFIC CORP 0.60%
PEPSICO INC 0.57%
LOWES COMPANIES INC 0.55%
CHEVRON CORP 0.52%
NXP SEMICONDUCTORS NV 0.52%
VALERO ENERGY CORP 0.52%
NORTHROP GRUMMAN CORP 0.49%
MCDONALD'S CORP 0.45%
FNMA FN30 MA3238 03.5000 01/01/2048 0.44%
SAMSUNG ELECTRONICS CO LTD 0.44%
ANTHEM INC 0.41%
HP INC 0.41%
RALPH LAUREN CORP 0.41%
HUMANA INC 0.39%
INTL BUSINESS MACHINES CORP 0.39%
INTUIT INC 0.38%
L3 TECHNOLOGIES INC 0.38%
ELECTRONIC ARTS INC 0.37%
FACEBOOK INC-A 0.37%
MERCK & CO. INC. 0.37%
ENTERGY CORP 0.35%
MARATHON PETROLEUM CORP 0.35%
TENCENT HOLDINGS LTD 0.34%
TYSON FOODS INC-CL A 0.34%
ELI LILLY & CO 0.33%
KIMBERLY-CLARK CORP 0.33%
MCKESSON CORP 0.33%
NOVARTIS AG-REG 0.33%
E*TRADE FINANCIAL CORPORATION 0.32%
PNC FINANCIAL SERVICES GROUP 0.32%
RAYTHEON COMPANY 0.32%
ROCHE HOLDING AG-GENUSSCHEIN 0.32%
SOUTHWEST AIRLINES CO 0.32%
SPDR S&P MIDCAP 400 ETF TRST 0.32%
CELGENE CORP 0.31%
TREASURY BILL 00.0000 05/10/2018 0.31%
SYSCO CORP 0.30%
TOTAL SA 0.30%
ALIBABA GROUP HOLDING-SP ADR 0.29%
PROCTER & GAMBLE CO/THE 0.29%
SHERWIN-WILLIAMS CO/THE 0.29%
WALGREENS BOOTS ALLIANCE INC 0.29%
WALT DISNEY CO/THE 0.29%
ALLIANZ SE-REG 0.28%
ALLSTATE CORP 0.28%
CIGNA CORP 0.28%
CUMMINS INC 0.28%
FHLMC FH30G G08677 04.0000 11/01/2045 0.28%
ROSS STORES INC 0.28%
ABBVIE INC 0.27%
FNMA FN15 AL9468 03.0000 12/01/2031 0.27%
FNMA FN15 TBA 03.0000 04/01/2033 0.27%
GNMA GII30 MA4837 03.5000 11/20/2047 0.27%
GNMA GII30 TBA 03.5000 04/01/2048 0.27%
PRUDENTIAL FINANCIAL INC 0.27%
S&P GLOBAL INC 0.27%
DISCOVERY COMMUNICATIONS-A 0.26%
FNMA FN30 TBA 03.0000 04/01/2048 0.26%
LOEWS CORP 0.26%
REGIONS FINANCIAL CORP 0.26%
DANAHER CORP 0.25%
DXC TECHNOLOGY CO 0.25%
PVH CORP 0.25%
3I GROUP PLC 0.24%
AMERICAN ELECTRIC POWER 0.24%
ENEL SPA 0.24%
KINDER MORGAN INC 0.24%
ROYAL CARIBBEAN CRUISES LTD 0.24%
VMWARE INC-CLASS A 0.24%
AMERIPRISE FINANCIAL INC 0.23%
AMGEN INC 0.23%
GILEAD SCIENCES INC 0.23%
GOLDMAN SACHS GROUP INC 0.23%
TJX COMPANIES INC 0.23%
WILLIAMS COS INC 0.23%
BHP BILLITON LIMITED 0.22%
ITOCHU CORP 0.22%
MITSUBISHI UFJ FINANCIAL GRO 0.22%
SUMITOMO MITSUI FINANCIAL GR 0.22%
BRISTOL-MYERS SQUIBB CO 0.21%
SYNCHRONY FINANCIAL 0.21%
ALLISON TRANSMISSION HOLDING 0.20%
CHINA CONSTRUCTION BANK-H 0.20%
CITRIX SYSTEMS INC 0.20%
EXELON CORP 0.20%
FNMA FN30 TBA 06.0000 04/01/2048 0.20%
INGERSOLL-RAND PLC 0.20%
KLA-TENCOR CORP 0.20%
PARKER HANNIFIN CORP 0.20%
STATOIL ASA 0.20%
SUNTRUST BANKS INC 0.20%
WASTE MANAGEMENT INC 0.20%
APPLIED MATERIALS INC 0.19%
CENTRAL JAPAN RAILWAY CO 0.19%
CLOROX COMPANY 0.19%
CROWN HOLDINGS INC 0.19%
DISCOVER FINANCIAL SERVICES 0.19%
FIRSTENERGY CORP 0.19%
HITACHI LTD 0.19%
KDDI CORP 0.19%
MAXIM INTEGRATED PRODUCTS 0.19%
MIZUHO FINANCIAL GROUP INC 0.19%
VINCI SA 0.19%
BNP PARIBAS 0.18%
BOUYGUES SA 0.18%
BT GROUP PLC 0.18%
HERSHEY CO/THE 0.18%
HILTON WORLDWIDE HOLDINGS IN 0.18%
IND & COMM BK OF CHINA-H 0.18%
MUENCHENER RUECKVER AG-REG 0.18%
NIPPON TELEGRAPH & TELEPHONE 0.18%
ORIX CORP 0.18%
REPSOL SA 0.18%
TUI AG-DI 0.18%
ABN AMRO GROUP NV-CVA 0.17%
AGEAS 0.17%
AXA SA 0.17%
EQUITY RESIDENTIAL TR REIT 0.17%
F5 NETWORKS INC 0.17%
FIAT CHRYSLER AUTOMOBILES NV 0.17%
FNMA FN30 BC9003 03.0000 11/01/2046 0.17%
FONCIERE DES REGIONS 0.17%
FORTINET INC 0.17%
GNMA GII30 MA4586 03.5000 07/20/2047 0.17%
HARTFORD FINANCIAL SVCS GRP 0.17%
HUNTSMAN CORP 0.17%
JUNIPER NETWORKS INC 0.17%
MARUBENI CORP 0.17%
MICHAEL KORS HOLDINGS LTD 0.17%
NN GROUP NV 0.17%
PERSIMMON PLC 0.17%
RESONA HOLDINGS INC 0.17%
TAYLOR WIMPEY PLC 0.17%
UCB SA 0.17%
ADOBE SYSTEMS INC 0.16%
CK ASSET HOLDINGS LTD 0.16%
COCA-COLA AMATIL LTD 0.16%
COVESTRO AG 0.16%
EVONIK INDUSTRIES AG 0.16%
PEUGEOT SA 0.16%
SAINSBURY (J) PLC 0.16%
SBERBANK PJSC -SPONSORED ADR 0.16%
AMDOCS LTD 0.15%
ANGLO AMER PLC 0.15%
COGNIZANT TECH SOLUTIONS-A 0.15%
ENI SPA 0.15%
FAURECIA 0.15%
HOYA CORP 0.15%
INDUSTRIVARDEN AB-A SHS 0.15%
MITSUI AND CO LTD 0.15%
TAIWAN SEMICONDUCTOR MANUFAC 0.15%
WH GROUP LTD 0.15%
YUM BRANDS INC 0.15%
ACS ACTIVIDADES 0.14%
AGNC INVESTMENT CORP 0.14%
CIMIC GROUP LTD 0.14%
CONAGRA BRANDS INC 0.14%
DEUTSCHE POST AG-REG 0.14%
ELECTROLUX AB-SER B 0.14%
LEAR CORP 0.14%
NASPERS LTD-N SHS 0.14%
PACKAGING CORP OF AMERICA 0.14%
PFIZER INC 0.14%
SWISSCOM AG-REG 0.14%
ALLY FINANCIAL INC 0.13%
BERKELEY GROUP HOLDINGS/THE 0.13%
FNMA FN30 BH7058 03.5000 12/01/2047 0.13%
GLAXOSMITHKLINE PLC 0.13%
HASBRO INC 0.13%
HUNTINGTON INGALLS INDUSTRIE 0.13%
KINGFISHER PLC 0.13%
MORGAN STANLEY 0.13%
RECORDATI SPA 0.13%
ROYAL MAIL PLC 0.13%
RU10INTR P US0003M R 11/27/18 CI 0.13%
SHIONOGI & CO LTD 0.13%
TELSTRA CORP LTD 0.13%
WELLCARE HEALTH PLANS INC 0.13%
AMADEUS IT GROUP SA 0.12%
AVERY DENNISON CORP 0.12%
LINCOLN NATIONAL CORP 0.12%
MASCO CORP 0.12%
MEDIATEK INC 0.12%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.12%
SPIRIT AEROSYSTEMS HOLD-CL A 0.12%
SWISS RE AG 0.12%
TOTAL SYSTEM SERVICES INC 0.12%
TRAVELERS COS INC/THE 0.12%
US FOODS HOLDING CORP 0.12%
ADECCO GROUP AG-REG 0.11%
AGILENT TECHNOLOGIES INC 0.11%
AMETEK INC 0.11%
ARKEMA 0.11%
EDELWEISS FINANCIAL SERVICES 0.11%
EDISON INTERNATIONAL 0.11%
NEWMONT MINING CORP 0.11%
ROYAL DUTCH SHELL PLC-B SHS 0.11%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.11%
SYNOPSYS INC 0.11%
TOYOTA TSUSHO CORP 0.11%
UNITED OVERSEAS BANK LTD 0.11%
VERTEX PHARMACEUTICALS INC 0.11%
ASSOCIATED BRITISH FOODS PLC 0.10%
CBRE GROUP INC - A 0.10%
INDUSTRIAL BANK OF KOREA 0.10%
INGREDION INC 0.10%
LUKOIL PJSC-SPON ADR 0.10%
MARKS AND SPENCER LTD 0.10%
METRO AG 0.10%
NESTLE SA-REG 0.10%
PPL CORP 0.10%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.10%
SWEDISH MATCH AB 0.10%
TDK CORP 0.10%
ASTELLAS PHARMA INC 0.09%
BARRATT DEVELOPMENTS PLC 0.09%
BASF SE 0.09%
CENTERPOINT ENERGY INC 0.09%
DNB NOR ASA 0.09%
DUN & BRADSTREET CORP 0.09%
FNMA FN30 TBA 04.5000 04/01/2048 0.09%
HCP INC 0.09%
IRB BRASIL RESSEGUROS SA 0.09%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.09%
MACQUARIE GROUP LTD 0.09%
MANPOWERGROUP INC 0.09%
MITSUBISHI CHEMICAL HOLDINGS 0.09%
NVR INC 0.09%
OTSUKA CORP 0.09%
SPST 2017-6 A 02.3025 11/24/2018 0.09%
SPST 2018-1 A 02.4747 04/24/2019 0.09%
UGI CORP 0.09%
VORNADO REALTY TRUST 0.09%
WALSIN TECHNOLOGY CORP 0.09%
WOOLWORTHS GROUP LTD 0.09%
XEROX CORP 0.09%
BWX TECHNOLOGIES INC 0.08%
CADENCE DESIGN SYS INC 0.08%
CAMDEN PROPERTY TRUST 0.08%
CAS 2015-C04 1M2 07.5715 04/25/2028 0.08%
CTBC FINANCIAL HOLDING CO LT 0.08%
DR PEPPER SNAPPLE GROUP INC 0.08%
FNMA FN30 BC1155 03.0000 06/01/2046 0.08%
FNMA FN30 BH5117 04.0000 08/01/2047 0.08%
FNMA FN30 BM1172 03.0000 03/01/2047 0.08%
FNMA FN30 MA2863 03.0000 01/01/2047 0.08%
JACOBS ENGINEERING GROUP INC 0.08%
KAR AUCTION SERVICES INC 0.08%
KONINKLIJKE AHOLD DELHAIZE N 0.08%
LAMB WESTON HOLDINGS INC 0.08%
LIVE NATION ENTERTAINMENT IN 0.08%
PINNACLE FOODS INC 0.08%
PRINCIPAL FINANCIAL GROUP 0.08%
RTL GROUP 0.08%
TAISEI CORP 0.08%
UNUM GROUP 0.08%
APPLE INC 02.1000 05/06/2019 0.07%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.07%
CAS 2015-C04 2M2 07.4215 04/25/2028 0.07%
CATHAY FINANCIAL HOLDING CO 0.07%
CHAILEASE HOLDING CO LTD 0.07%
CHARLES RIVER LABORATORIES 0.07%
CHINA OVERSEAS LAND & INVEST 0.07%
CHINA WATER AFFAIRS GROUP 0.07%
CVS HEALTH CORP 04.7800 03/25/2038 0.07%
DUKE REALTY CORP 0.07%
EXTENDED STAY AMERICA INC 0.07%
FORMOSA PLASTICS CORP 0.07%
FRESENIUS MEDICAL CARE AG & 0.07%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.07%
HANA FINANCIAL GROUP 0.07%
HONG KONG EXCHANGES & CLEAR 0.07%
JAPAN AIRLINES CO LTD 0.07%
JUBILANT FOODWORKS LTD 0.07%
KERRY PROPERTIES LTD 0.07%
MORGAN STANLEY 03.6250 01/20/2027 0.07%
NOVATEK OAO-SPONS GDR REG S 0.07%
POYA INTERNATIONAL CO LTD 0.07%
REINSURANCE GROUP OF AMERICA 0.07%
RENAULT SA 0.07%
RIO TINTO PLC 0.07%
THOR INDUSTRIES INC 0.07%
VISTEON CORP 0.07%
W.R. GRACE & CO 0.07%
WALMART DE MEXICO SAB DE CV 0.07%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.07%
YANDEX NV-A 0.07%
AMC NETWORKS INC-A 0.06%
ANA HOLDINGS INC 0.06%
ARCOS DORADOS HOLDINGS INC-A 0.06%
ASHTEAD GROUP PLC 0.06%
BERRY GLOBAL GROUP INC 0.06%
BIOGEN INC 0.06%
BOOZ ALLEN HAMILTON HOLDINGS 0.06%
BRITISH AMERICAN TOBACCO PLC 0.06%
CITIGROUP INC 04.7500 05/18/2046 0.06%
CNOOC LTD 0.06%
COMM 2012-LC4 D P/P 144A 05.6045 12/10/2044 0.06%
CONSTELLATION BRANDS INC-A 0.06%
CTCI CORP 0.06%
DB INSURANCE CO LTD 0.06%
EMAAR DEVELOPMENT PJSC 0.06%
FLEURY SA 0.06%
HARVEY NORMAN HOLDINGS LTD 0.06%
KAO CORP 0.06%
LIBERTY MEDIA COR-SIRIUSXM A 0.06%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.06%
MOTA ENGIL SGPS SA 0.06%
MRV ENGENHARIA 0.06%
ORACLE CORPORATION 02.2500 10/08/2019 0.06%
PARK HOTELS & RESORTS INC 0.06%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.06%
PING AN INSURANCE GROUP CO-H 0.06%
POLA ORBIS HOLDINGS INC 0.06%
POSCO 0.06%
REALOGY HOLDINGS CORP 0.06%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.06%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.06%
SHRIRAM TRANSPORT FINANCE 0.06%
SPIRIT REALTY CAPITAL INC 0.06%
STACR 2015-DNA3 M2 04.7215 04/25/2028 0.06%
SUN HUNG KAI PROPERTIES 0.06%
SUNNY OPTICAL TECH 0.06%
TIM PARTICIPACOES SA-ADR 0.06%
TIME WARNER INC 0.06%
TREASURY BILL 00.0000 05/24/2018 0.06%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.06%
ZEBRA TECHNOLOGIES CORP-CL A 0.06%
ALTRIA GROUP INC 02.6250 01/14/2020 0.05%
AMERICAN EXPRESS CO 0.05%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.05%
APARTMENT INVT & MGMT CO -A 0.05%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.05%
ASSURANT INC 0.05%
ASSURED GUARANTY LTD 0.05%
AT&T INC 04.2500 03/01/2027 0.05%
BRIXMOR PROPERTY GROUP INC 0.05%
CANVEST ENVIRONMENTAL PROTEC 0.05%
CHINA TRADITIONAL CHINESE ME 0.05%
COMCAST CORP 02.3500 01/15/2027 0.05%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.05%
DEUTSCHE LUFTHANSA-REG 0.05%
DISCOVERY LTD 0.05%
EBAY INC 0.05%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.05%
ENGIE 0.05%
GE CAP INTL FUNDING USD 02.3420 11/15/2020 0.05%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.05%
GRUPO FINANCIERO GALICIA-ADR 0.05%
HDFC BANK LIMITED 0.05%
HIGHWOODS PROPERTIES INC 0.05%
INDORAMA VENTURES-FOREIGN 0.05%
KEI INDUSTRIES LTD 0.05%
KINDER MORGAN INC/DELAWA 04.3000 06/01/2025 0.05%
KOREA ZINC CO LTD 0.05%
LIBERTY PROPERTY TRUST 0.05%
MASSMART HOLDINGS LTD 0.05%
MEDIPAL HOLDINGS CORP 0.05%
MEGACABLE HOLDINGS-CPO 0.05%
MICROSOFT CORP 01.5500 08/08/2021 0.05%
MITSUBISHI ELECTRIC CORP 0.05%
MONDI PLC 0.05%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.05%
NEWS CORP - CLASS A 0.05%
OCCIDENTAL PETROLEUM CORP 0.05%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.05%
PETROLEO BRASILEIRO-SPON ADR 0.05%
RANDSTAD HOLDING NV 0.05%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.05%
SASOL LTD 0.05%
SERVICE CORP INTERNATIONAL 0.05%
SERVICEMASTER GLOBAL HOLDING 0.05%
SPORTON INTERNATIONAL INC 0.05%
SPST 2017-LD1 A 02.6715 11/25/2050 0.05%
STARWOOD PROPERTY TRUST INC 0.05%
SUMITOMO MITSUI TRUST HOLDIN 0.05%
TESCO PLC 0.05%
TOPPAN PRINTING CO LTD 0.05%
TREASURY BILL 00.0000 07/12/2018 0.05%
UNITEDHEALTH GROUP INC 04.2500 04/15/2047 0.05%
VERIZON COMM 04.5220 09/15/2048 0.05%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.05%
ALTRIA GROUP INC 04.0000 01/31/2024 0.04%
AMERICAN FINANCIAL GROUP INC 0.04%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.04%
APPLE HOSPITALITY REIT INC 0.04%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.04%
BAXTER INTERNATIONAL INC 0.04%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.04%
BPCE SA P/P 144A 04.5000 03/15/2025 0.04%
BRILLIANCE CHINA AUTOMOTIVE 0.04%
CHEVRON CORP 01.5610 05/16/2019 0.04%
CHIMERA INVESTMENT CORP 0.04%
CHINA EVERBRIGHT GREENTECH L 0.04%
CHINA STATE CONSTRUCTION INT 0.04%
CHINASOFT INTERNATIONAL LTD 0.04%
CITIGROUP INC 02.6500 10/26/2020 0.04%
CITIGROUP INC 03.8870 01/10/2028 0.04%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.04%
DAI NIPPON PRINTING CO LTD 0.04%
DOMTAR CORP 0.04%
DUKE ENERGY CORP 0.04%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
FIBRIA CELULOSE SA 0.04%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.04%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.04%
FORD MOTOR CO 0.04%
FOREST CITY REALTY TRUST- A 0.04%
GAMING AND LEISURE PROPERTIE 0.04%
GEOPARK LTD 0.04%
GLOBALWAFERS CO LTD 0.04%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.04%
HINDALCO INDUSTRIES LTD 0.04%
HONEYWELL INTERNATIONAL INC 0.04%
HSBC HOLDINGS PLC 0.04%
HUDSON PACIFIC PROPERTIES IN 0.04%
HYATT HOTELS CORP - CL A 0.04%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.04%
ING LIFE INS KOREA 0.04%
ISHARES MSCI EMERGING MARKET 0.04%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.04%
KAJIMA CORP 0.04%
KWG PROPERTY HOLDING LTD 0.04%
LOMA NEGRA CIA IND-SPON ADR 0.04%
MITSUBISHI GAS CHEMICAL CO 0.04%
NCSOFT CORP 0.04%
NINE DRAGONS PAPER HOLDINGS 0.04%
OGE ENERGY CORP 0.04%
ORACLE CORP 05.3750 07/15/2040 0.04%
PETRONAS CHEMICALS GROUP BHD 0.04%
PFIZER INC 01.7000 12/15/2019 0.04%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.04%
PTT PCL/FOREIGN 0.04%
ROCKWELL AUTOMATION INC 0.04%
SAMSUNG ELECTRONICS-PREF 0.04%
SINO-AMERICAN SILICON PRODUC 0.04%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.04%
SK HYNIX INC 0.04%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.04%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.04%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.04%
SYNOVUS FINANCIAL CORP 0.04%
TCF FINANCIAL CORP 0.04%
TCI CO LTD 0.04%
TONGHUA DONGBAO PHARMA WARRANT 11/12/2018 0.04%
TORCHMARK CORP 0.04%
TORO CO 0.04%
TRIMBLE INC 0.04%
VOESTALPINE AG 0.04%
WASKITA BETON PRECAST TBK PT 0.04%
WFRBS 2011-C2 D P/P 144A 05.6522 02/15/2044 0.04%
X 5 RETAIL GROUP NV-REGS GDR 0.04%
XIABUXIABU CATERING 0.04%
21ST CENTURY FOX AMERICA 04.7500 11/15/2046 0.03%
ADVANCED INFO SERVICE-FOR RG 0.03%
ALLERGAN PLC 0.03%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.03%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.03%
APPLE INC 02.0000 05/06/2020 0.03%
APPLE INC 04.2500 02/09/2047 0.03%
APPLE INC 04.3750 05/13/2045 0.03%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.03%
BEAUTY COMMUNITY PCL-FOREIGN 0.03%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.03%
BGC PARTNERS INC-CL A 0.03%
BOLIDEN AB 0.03%
BRANDYWINE REALTY TRUST 0.03%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.03%
CARTERS INC 0.03%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 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%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.03%
CHINA CONCH VENTURE HOLDINGS 0.03%
CHINA FORTUNE LAND DEVELOPME- A 144A/REGS WARRANT 03/25/2019 0.03%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.03%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.03%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.03%
CORELOGIC INC 0.03%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.03%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.03%
DBUBS 2011-LC3A D P/P 144A 05.3414 08/10/2044 0.03%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.03%
DILIP BUILDCON LTD 0.03%
DOLBY LABORATORIES INC-CL A 0.03%
FAIRWAY FINANCE CO LLC 30601WEG0 DCP 05/16/2018 0.03%
FIDELITY NATIONAL INFO SERV 0.03%
FNMA FN30 AS7003 03.0000 04/01/2046 0.03%
GALAXY ENT GRP L 0.03%
GENERAL DYNAMICS CORP 0.03%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.03%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.03%
GNR 2016-135 PI IO 04.0000 05/20/2046 0.03%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.03%
GSMS 2014-GC22 C 04.6459 06/10/2047 0.03%
HANGZHOU HIKVISION DIGITAL - A 144A/REGS WARRANT 02/11/2019 0.03%
HARRIS CORP 0.03%
HYUNDAI MARINE 0.03%
INTL CONSOLIDATED AIRLINE-DI 0.03%
IOCHPE-MAXION S.A. 0.03%
JTEKT CORP 0.03%
JUMBO SA 0.03%
KEC INTERNATIONAL LTD 0.03%
KEYENCE CORP 0.03%
LOCALIZA RENT A CAR 0.03%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.03%
MALAYSIAN RINGGIT CALL ACCOUNT 0.03%
MOLSON COORS 01.9000 03/15/2019 0.03%
MORGAN STANLEY 02.6500 01/27/2020 0.03%
MSAC 2004-HE6 M1 02.6965 08/25/2034 0.03%
MSC 2008-T29 B P/P 144A 06.2381 01/11/2043 0.03%
NATIONAL AUSTRALIA BANK LTD 01.7347 08/01/2018 0.03%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.03%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.03%
NETAPP INC 0.03%
NEXON CO LTD 0.03%
NOMURA REAL ESTATE HOLDINGS 0.03%
NORFOLK SOUTHERN CORP 0.03%
RAYMOND JAMES FINANCIAL INC 0.03%
RED HAT INC 0.03%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.03%
ROYAL BK SCOTLND GRP PLC USD 04.8000 04/05/2026 0.03%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.03%
SINGAPORE AIRLINES LTD 0.03%
SKIPPER LTD 0.03%
STACR 2016-HQA2 M3 07.0215 11/25/2028 0.03%
SUNNY FRIEND ENVIRONMENTAL T 0.03%
SUZANO PAPEL E CELULOSE SA 0.03%
SVENSKA HANDELSBANKEN NY 01.9915 04/24/2018 0.03%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.03%
TELECOM ARGENTINA SA-SP ADR 0.03%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.03%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.03%
TOYOTA MOTOR CORP 0.03%
UBS GROUP FUNDIN P/P 144A 04.2530 03/23/2028 0.03%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.03%
VECTREN CORP 0.03%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.03%
WAMU 2004-AR13 A1A 02.5915 11/25/2034 0.03%
WAMU 2005-AR1 A2A1 02.5515 01/25/2045 0.03%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.03%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.03%
WM MORRISON SUPERMARKETS 0.03%
YATAS YATAK VE YORGAN SANAYI 0.03%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.02%
AEGON NV 0.02%
AES CORP/THE 05.1250 09/01/2027 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.02%
AMAZON.COM INC P/P 144A 03.1500 08/22/2027 0.02%
AMGEN INC 02.6000 08/19/2026 0.02%
ANALOG DEVICES INC 02.8500 03/12/2020 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%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 0.02%
ASAHI GROUP HOLDINGS LTD 0.02%
ASHLAND GLOBAL HOLDINGS INC 0.02%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.02%
AUSTRALIA & NEW ZEALAND BANKI 01.4968 08/29/2018 0.02%
AUSTRALIA & NEW ZEALAND BANKI 05253CFS0 DCP 06/26/2018 0.02%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.02%
BANK OF AMERICA NA 01.7293 04/09/2018 0.02%
BANK OF AMERICA NA 01.7608 08/21/2018 0.02%
BANK OF NOVA SCOTIA/THE 01.4039 06/21/2018 0.02%
BANK OF NOVA SCOTIA/THE 06417KFD6 DCP 06/13/2018 0.02%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.02%
BOOKING HOLDINGS INC 0.02%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.02%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.02%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.02%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.02%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.02%
BRUKER CORP 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
CANADIAN IMP BK COMM NY 02.1169 12/28/2018 0.02%
CANADIAN IMPERIAL BANK OF COM 01.7996 11/05/2018 0.02%
CAS 2015-C03 2M2 06.8715 07/25/2025 0.02%
CAS 2017-C01 1M2 05.4215 07/25/2029 0.02%
CELANESE CORP-SERIES A 0.02%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.02%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.02%
CGCMT 2014-GC19 C 04.9017 03/10/2047 0.02%
CHARIOT FUNDING LLC 15963UFF8 DCP 06/15/2018 0.02%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.02%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.02%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.02%
CIT GROUP INC 05.0000 08/01/2023 0.02%
CIT GROUP INC 05.2500 03/07/2025 0.02%
CITIBANK NA 01.7100 04/16/2018 0.02%
CITIBANK NA 02.1469 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 01.4096 04/26/2018 0.02%
COLLATERALIZED COMMERCIAL PAP 01.7675 04/19/2018 0.02%
COLONY NORTHSTAR INC-CLASS A 0.02%
COMCAST CORP 03.3750 02/15/2025 0.02%
COMM 2010-C1 D P/P 144A 06.1260 07/10/2046 0.02%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.02%
COMM 2014-CR20 XA IO 01.1509 11/10/2047 0.02%
COMM 2014-UBS4 XA IO 01.2123 08/10/2047 0.02%
COMMONWEALTH BANK OF AUSTRALI 01.5819 11/29/2018 0.02%
COMMONWEALTH BANK OF AUSTRALI 20272EFE3 DCP 06/14/2018 0.02%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.02%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.02%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.02%
CRANE CO 0.02%
CVS HEALTH CORP 05.0500 03/25/2048 0.02%
CWL 2004-5 2A 02.3715 10/25/2034 0.02%
DAIWA SECURITIES GROUP INC 0.02%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.02%
DANSKE CORP 2363F7E79 DCP 05/07/2018 0.02%
DGB FINANCIAL GROUP INC 0.02%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 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%
DYNEGY INC 07.6250 11/01/2024 0.02%
ECOLAB INC 02.7000 11/01/2026 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%
EQUITY COMMONWEALTH 0.02%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 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 AS7154 03.0000 05/01/2046 0.02%
FNMA FN30 BC2733 03.0000 05/01/2046 0.02%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.02%
GE CAPITAL INTL FUNDING USD 03.3730 11/15/2025 0.02%
GLAXOSMITHKLINE LLC 37737QDR2 DCP 04/25/2018 0.02%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.02%
GNR 2011-135 DI IO 05.0000 04/16/2040 0.02%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.02%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.02%
GNR 2016-H16 EI IO 02.2368 06/20/2066 0.02%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.02%
GSMS 2010-C1 D P/P 144A 06.0517 08/10/2043 0.02%
GSMS 2012-GC6 C P/P 144A 05.6529 01/10/2045 0.02%
HCA INC 05.5000 06/15/2047 0.02%
HCA INC 06.5000 02/15/2020 0.02%
HILONG HOLDING LTD 0.02%
HILTON GRAND VACATIONS 0.02%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.02%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.02%
HUSKY TLB L+300 05.2018 03/16/2025 0.02%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.02%
INDIAN RUPEE CALL ACCOUNT 0.02%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.02%
JPMCC 2011-C5 D P/P 144A 05.4083 08/15/2046 0.02%
KANSAS CITY SOUTHERN 0.02%
KINDER MORGAN INC 03.1500 01/15/2023 0.02%
KRAFT HEINZ FOODS CO 02.6305 08/10/2022 0.02%
LAGARDERE SCA 0.02%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.02%
LEAR CORP 03.8000 09/15/2027 0.02%
LIBERTY EXPEDIA HOLD-A 0.02%
LLOYDS BANK PLC NY 01.9596 08/13/2018 0.02%
LOUISIANA-PACIFIC CORP 04.8750 09/15/2024 0.02%
LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 0.02%
MERCK & CO INC 01.8500 02/10/2020 0.02%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.02%
MFA FINANCIAL INC 0.02%
MICROSOFT CORP 03.3000 02/06/2027 0.02%
MITSUBISHI UFJ TRUST & BANKIN 60682XD29 DCP 04/02/2018 0.02%
MONSTER BEVERAGE CORP 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 04.4602 08/15/2047 0.02%
MSC 2012-C4 D P/P 144A 05.4213 03/15/2045 0.02%
NAMESON HOLDINGS LTD 0.02%
NATIONAL AUSTRALIA BANK LTD 63254FFJ1 DCP 06/18/2018 0.02%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.02%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.02%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.02%
NEWELL BRANDS INC 04.2000 04/01/2026 0.02%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.02%
NEXT PLC 0.02%
NISOURCE INC 0.02%
NORDEA BANK AB 65558GD91 DCP 04/09/2018 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%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
NRG ENERGY INC 06.6250 01/15/2027 0.02%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.02%
ORTHO-CLINICAL TLB L+375 05.6269 06/30/2021 0.02%
OSHKOSH CORP 0.02%
OSHKOSH CORP 05.3750 03/01/2025 0.02%
OUTFRONT MEDIA INC 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 07.2500 03/17/2044 0.02%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.02%
PFIZER INC 71708FDD1 DCP 04/13/2018 0.02%
PLATFORM SPECIALTY P/P 144A 05.8750 12/01/2025 0.02%
PNC BANK NA 02.0000 05/19/2020 0.02%
PREMIER INC-CLASS A 0.02%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.02%
REGENCY MARKETS NO. 1 LLC 7588R1DC6 DCP 04/12/2018 0.02%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.02%
ROYAL BANK OF CANADA NY 01.9317 12/07/2018 0.02%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.02%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.02%
SENIOR HOUSING PROP TRUST 0.02%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.02%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.02%
SKANDINAV ENSKILDA BK NY 01.8896 07/10/2018 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%
SOUTH AFRICAN RAND CALL ACCOUNT 0.02%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.02%
STATOIL ASA USD 02.9000 11/08/2020 0.02%
SUMITOMO MITSUI BANK NY 01.9113 05/08/2018 0.02%
SWEDBANK (NEW YORK) 01.8905 11/06/2018 0.02%
T-MOBILE USA INC 05.3750 04/15/2027 0.02%
TEVA PHARMA NE P/P 144A 06.7500 03/01/2028 0.02%
THUNDER BAY FUNDING LLC 88603GJQ4 DCP 06/13/2018 0.02%
TIME WARNER INC 03.8000 02/15/2027 0.02%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.02%
TORONTO-DOMINION BANK/THE 01.5368 08/28/2018 0.02%
TORONTO-DOMINION BANK/THE 01.8526 02/08/2019 0.02%
TOYO SUISAN KAISHA LTD 0.02%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.02%
TREASURY BILL 00.0000 04/26/2018 0.02%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.02%
UBS AG/LONDON - 07/25/2018 01.7714 07/25/2018 0.02%
UBS GROUP FUNDIN P/P 144A 03.0000 04/15/2021 0.02%
US BANCORP 0.02%
US BANK NA/CINCINNATI OH 01.7001 07/23/2018 0.02%
US TREASURY FRN 01.9419 07/31/2018 0.02%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.02%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.02%
WELLS FARGO BANK NA 02.0415 04/25/2018 0.02%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.02%
WESTPAC BANKING CORP 01.7850 01/03/2019 0.02%
WFRBS 2011-C3 D P/P 144A 05.6861 03/15/2044 0.02%
WFRBS 2011-C5 E P/P 144A 05.6714 11/15/2044 0.02%
WFRBS 2012-C10 D P/P 144A 04.4478 12/15/2045 0.02%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.02%
WORLDPAY INC-CLASS A 0.02%
WP CAREY INC 0.02%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.02%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.02%
YANGZIJIANG SHIPBUILDING 0.02%
ZOETIS INC 0.02%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
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%
ABN AMRO FUNDING USA LLC 00084CDJ8 DCP 04/18/2018 0.01%
ADS INC P/P 144A 05.6250 11/15/2024 0.01%
AES CORP/THE 05.5000 04/15/2025 0.01%
AIR LEASE CORP 02.5000 03/01/2021 0.01%
AIR LEASE CORP 03.6250 04/01/2027 0.01%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.01%
AKORN INC 0.01%
ALFRESA HOLDINGS CORP 0.01%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.01%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.01%
ALLISON TRANSMISSION P/P 144A 05.0000 10/01/2024 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 HOME 4 RENT 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%
AMGEN INC 04.6630 06/15/2051 0.01%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.01%
ARCELORMITTAL USD 07.2500 10/15/2039 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%
AT&T INC 05.8000 02/15/2019 0.01%
ATLANTIC ASSET SECURITIZATION 04821UEA6 DCP 05/10/2018 0.01%
AUSTRALIA & NEW ZEALAND BANKI 05253CE44 DCP 05/04/2018 0.01%
AUTONATION INC. 05.5000 02/01/2020 0.01%
AVAYA TLB-EXIT L+475 06.5364 12/15/2024 0.01%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.01%
BANK OF MONTREAL CHICAGO 01.8979 07/09/2018 0.01%
BANK OF MONTREAL CHICAGO 01.9396 07/12/2018 0.01%
BANK OF NOVA SCOTIA HOUS 01.8817 06/07/2018 0.01%
BANK OF NOVA SCOTIA HOUS 02.2382 09/14/2018 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%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 0.01%
BEACON ESCROW CORP 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%
BIOGEN INC 03.6250 09/15/2022 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%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.01%
BOYD GAMING CORP 06.3750 04/01/2026 0.01%
BRAND ENERGY TL L+425 06.0026 06/21/2024 0.01%
BROADRIDGE FINANCIAL SOLUTIO 0.01%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.01%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.01%
CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 0.01%
CALIFORNIA RESOURC TL L+475 06.5721 11/17/2022 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-C01 1M2 06.1715 02/25/2025 0.01%
CAS 2016-C05 2M1 03.2215 01/25/2029 0.01%
CAS 2017-C03 1M2 04.8715 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 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%
CENOVUS ENERGY INC. USD 04.2500 04/15/2027 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%
CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CFCRE 2011-C2 D P/P 144A 05.7546 12/15/2047 0.01%
CGCMT 2012-GC8 XA IO P/P 144A 01.8114 09/10/2045 0.01%
CHARIOT FUNDING LLC 15963UFK7 DCP 06/19/2018 0.01%
CHARTA LLC 16115WE45 DCP 05/04/2018 0.01%
CHEMOURS CO 05.3750 05/15/2027 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHENIERE CORP CHRIST 05.1250 06/30/2027 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%
CITIGROUP INC 03.6680 07/24/2028 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%
CMLTI 2005-2 1A2A 03.7881 05/25/2035 0.01%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.01%
COLLATERALIZED COMMERCIAL PAP 02.1864 09/12/2018 0.01%
COLLATERALIZED COMMERCIAL PAP 19422GDQ4 DCP 04/24/2018 0.01%
COMCAST CORP 03.1500 03/01/2026 0.01%
COMCAST CORP 03.9690 11/01/2047 0.01%
COMM 2013-CR10 XA IO 00.8736 08/10/2046 0.01%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.01%
COMM 2013-CR11 XA IO 01.1198 08/10/2050 0.01%
COMMONWEALTH BANK OF AUSTRALI 01.1744 05/02/2018 0.01%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.01%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.01%
CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
COOPERAT RABOBANK UA/NY 01.7862 04/03/2018 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%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.01%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.01%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.01%
CREDIT SUISSE AG/NEW YORK NY 2254EBFM8 DCP 06/21/2018 0.01%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.01%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 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%
CSAIL 2015-C1 C 04.2978 04/15/2050 0.01%
CVS HEALTH CORP 02.2500 12/05/2018 0.01%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.01%
DELL TECHNOLOGIES INC-CL V 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%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
DISH DBS CORP 05.8750 11/15/2024 0.01%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.01%
DUKE ENERGY CORP 03.1500 08/15/2027 0.01%
EASTMAN CHEMICAL CO 03.8000 03/15/2025 0.01%
ECOLAB INC 0.01%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.01%
EMERA US FINANCE LP 03.5500 06/15/2026 0.01%
ENBRIDGE INC USD 04.2500 12/01/2026 0.01%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.01%
ENSCO PLC USD 07.7500 02/01/2026 0.01%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.01%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.01%
EPR PROPERTIES 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 05.1734 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%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.01%
FRAC TECH INTL TLB L+475 06.6269 04/16/2021 0.01%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 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%
GARTNER INC P/P 144A 05.1250 04/01/2025 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%
GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 0.01%
GENPACT LTD 0.01%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.01%
GNMA GII30 AW8447 04.3190 05/20/2067 0.01%
GNMA GII30 AY4779 04.4940 03/20/2067 0.01%
GNR 2013-99 AS IO 04.2279 06/20/2043 0.01%
GNR 2015-H25 BI IO 01.7593 10/20/2065 0.01%
GNR 2017-123 JI IO 04.0000 08/20/2046 0.01%
GOEASY LTD P/P 144A 07.8750 11/01/2022 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%
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 05.6447 03/10/2044 0.01%
GSMS 2014-GC18 C 04.9444 01/10/2047 0.01%
GSMS 2015-GC30 XA IO 00.8780 05/10/2050 0.01%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.01%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.01%
HMBT 2004-2 A1 02.6115 12/25/2034 0.01%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.01%
HOME DEPOT INC 02.6250 06/01/2022 0.01%
HONGHUA GROUP 0.01%
HOST HOTELS & RESORTS LP 05.2500 03/15/2022 0.01%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.01%
HSBC BANK PLC - 04/13/2018 01.2700 04/13/2018 0.01%
HSBC BANK PLC - 11/05/2018 01.4421 11/05/2018 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
HYATT HOTELS CORP 04.8500 03/15/2026 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
IMM 2004-6 1A2 02.6515 10/25/2034 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
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%
ISHARES MSCI EAFE ETF 0.01%
ITRON INC P/P 144A 05.0000 01/15/2026 0.01%
JAPAN POST BANK CO LTD 0.01%
JOHNSON & JOHNSON 05.1500 07/15/2018 0.01%
JPMBB 2013-C12 XA IO 00.6487 07/15/2045 0.01%
JPMBB 2013-C14 C 04.5699 08/15/2046 0.01%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.01%
JPMBB 2013-C17 XA IO 00.8538 01/15/2047 0.01%
JPMBB 2014-C22 C 04.5592 09/15/2047 0.01%
JPMCC 2012-C6 E P/P 144A 05.1367 05/15/2045 0.01%
JPMCC 2013-LC11 X IO 01.3293 04/15/2046 0.01%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.01%
KCA DEUTAG TL L+525 07.6539 05/16/2020 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%
KRAFT HEINZ FOODS CO 06.8750 01/26/2039 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
LBMLT 2004-5 A5 02.4315 09/25/2034 0.01%
LENNAR CORP P/P 144A 05.8750 11/15/2024 0.01%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.01%
LIBERTY STREET FUNDING LLC 53127UFL9 DCP 06/20/2018 0.01%
LIONS GATE ENT P/P 144A 05.8750 11/01/2024 0.01%
LNSTR 2015-3 B P/P 144A 03.1119 04/20/2048 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 06.5000 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%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MERCK & CO INC 03.7000 02/10/2045 0.01%
MERCK & CO. INC. 01.3000 05/18/2018 0.01%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.01%
METLIFE INC. 04.7500 02/08/2021 0.01%
MHL 2005-1 1M1 02.5915 02/25/2035 0.01%
MICROSOFT CORP 02.4000 08/08/2026 0.01%
MITSUBISHI MATERIALS CORP 0.01%
MITSUBISHI UFJ TR&BK NY 02.1538 08/22/2018 0.01%
MIZUHO BANK LTD/NY 01.9179 04/09/2018 0.01%
MIZUHO BANK LTD/NY 01.9982 04/18/2018 0.01%
MLMI 2005-A2 A2 03.5252 02/25/2035 0.01%
MOODY'S CORPORATION P/P 144A 03.2500 01/15/2028 0.01%
MSBAM 2013-C10 D P/P 144A 04.0822 07/15/2046 0.01%
MSC 2007-HQ11 AJ 05.5080 02/12/2044 0.01%
MSC 2012-C4 XA IO P/P 144A 02.0935 03/15/2045 0.01%
MTW FOODSERVICE ESCR 09.5000 02/15/2024 0.01%
NABORS IND INC P/P 144A 05.7500 02/01/2025 0.01%
NATIONAL AUSTRALIA BANK LTD 63254FFM4 DCP 06/21/2018 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NATIONWIDE BUILDING SOCIETY 6385E1EE7 DCP 05/14/2018 0.01%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.01%
NCHET 2003-4 M1 02.9965 10/25/2033 0.01%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.01%
NEW RESIDENTIAL INVESTMENT 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%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.01%
NORDEA BANK AB NEW YORK 02.1650 03/14/2019 0.01%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 0.01%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.01%
NRW BANK 62939MD95 DCP 04/09/2018 0.01%
NRW BANK 62939ME29 DCP 05/02/2018 0.01%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.01%
OLD REPUBLIC INTL CORP 0.01%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.01%
OMNICOM GROUP INC 03.6000 04/15/2026 0.01%
ORACLE CORP 02.6500 07/15/2026 0.01%
ORACLE CORP 03.2500 11/15/2027 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%
PETROLEOS MEXICANOS USD 06.6250 06/15/2035 0.01%
PFIZER INC 03.0000 12/15/2026 0.01%
PHILLIPS 66 0.01%
PHILLIPS 66 PARTNERS LP 03.7500 03/01/2028 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 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%
PRUDENTIAL FINANCIAL INC 08.8750 06/15/2038 0.01%
PULTEGROUP INC 05.5000 03/01/2026 0.01%
PULTEGROUP INC. 07.8750 06/15/2032 0.01%
QEP RESOURCES INC 05.6250 03/01/2026 0.01%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.01%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.01%
REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 0.01%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.01%
REP OF ARGENTINA USD 06.8750 01/26/2027 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%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.01%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.01%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.01%
ROYAL BANK OF CANADA USD 02.2000 07/27/2018 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%
SEK/USD 06/20/2018 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 P/P 144A 07.7500 09/15/2024 0.01%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 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%
SIMON PROPERTY GROUP LP 82880XDG2 DCP 04/16/2018 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%
SKANDINAVISKA ENSKILDA BANKEN 83050UFL7 DCP 06/20/2018 0.01%
SM ENERGY CO 06.5000 11/15/2021 0.01%
SMC CORP 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SOCIETE GENERALE SA 83369CEX8 DCP 05/31/2018 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%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.01%
STARWOOD PROP TR P/P 144A 04.7500 03/15/2025 0.01%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.01%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.01%
SUZUKI MOTOR CORP 0.01%
SVENSKA HANDELSBANKEN AB 86960KG55 DCP 07/05/2018 0.01%
SVENSKA HANDELSBANKEN NY 01.8505 09/06/2018 0.01%
SVENSKA HANDELSBANKEN NY 02.0369 05/02/2018 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
T-MOBILE USA INC 06.6250 04/01/2023 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 05.0000 07/15/2026 0.01%
TENNECO INC 05.3750 12/15/2024 0.01%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TORONTO DOMINION BANK NY USD 01.9617 05/07/2018 0.01%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.01%
TORONTO-DOMINION BANK/THE 01.8038 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%
TREASURY BILL 00.0000 05/17/2018 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%
UBSBB 2012-C2 D P/P 144A 04.8945 05/10/2063 0.01%
UBSBB 2012-C4 XA IO P/P 144A 01.6538 12/10/2045 0.01%
UDR INC 0.01%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.01%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.01%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
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 09.0000 12/15/2025 0.01%
VALEANT PHARMA P/P 144A 09.2500 04/01/2026 0.01%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.01%
VICTORY RECEIVABLES CORP 92646LEE6 DCP 05/14/2018 0.01%
WAMU 2004-AR13 A2B 02.7515 11/25/2034 0.01%
WAMU 2005-AR1 A1B 02.6515 01/25/2045 0.01%
WAMU 2005-AR13 A1B3 02.2315 10/25/2045 0.01%
WAMU 2005-AR19 A1A2 02.1615 12/25/2045 0.01%
WAMU 2005-AR2 1A1A 02.2015 01/25/2045 0.01%
WAMU 2005-AR2 1A1B 02.2615 01/25/2045 0.01%
WAMU 2005-AR2 2A2B 02.2515 01/25/2045 0.01%
WAMU 2005-AR8 2A1A 02.4515 07/25/2045 0.01%
WAMU 2005-AR8 2AB3 02.5915 07/25/2045 0.01%
WAMU 2006-AR4 1A1A 02.1408 05/25/2046 0.01%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.01%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 0.01%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.01%
WBCMT 2005-C21 D 05.2958 10/15/2044 0.01%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.01%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.01%
WELLS FARGO BANK NA 01.8917 08/07/2018 0.01%
WELLS FARGO BANK NA 02.0064 11/15/2018 0.01%
WELLS FARGO BANK NA 02.0582 11/16/2018 0.01%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.01%
WESTPAC BANKING CORP NY USD 02.0162 03/05/2019 0.01%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.01%
WESTROCK MWV LLC 08.2000 01/15/2030 0.01%
WFCM 2013-LC12 AS 04.2909 07/15/2046 0.01%
WFCM 2013-LC12 C 04.2909 07/15/2046 0.01%
WFCM 2016-LC25 XA IO 01.0818 12/15/2059 0.01%
WFMBS 2005-AR10 1A2 03.5992 06/25/2035 0.01%
WFRBS 2011-C4 E P/P 144A 05.2395 06/15/2044 0.01%
WFRBS 2012-C9 AS 03.3880 11/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
WFRBS 2013-C15 D P/P 144A 04.4813 08/15/2046 0.01%
WFRBS 2014-C19 AS 04.2710 03/15/2047 0.01%
WFRBS 2014-C19 C 04.6460 03/15/2047 0.01%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 0.01%
WPX ENERGY INC 06.0000 01/15/2022 0.01%
WPX ENERGY INC 07.5000 08/01/2020 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.01%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.01%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.01%
ZAYO GROUP HOLDINGS INC 0.01%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
2.605 R ISWP FWD US0003M P 06/20/2020 0.00%
2.675 R ISWP FWD US0003M P 06/20/2020 0.00%
2.75 R ISWP FWD US0003M P 06/20/2023 0.00%
2.85 R ISWP FWD US0003M P 06/20/2023 0.00%
2.85 R ISWP FWD US0003M P 06/20/2048 0.00%
2.90 R ISWP FWD US0003M P 06/20/2028 0.00%
21ST CENTURY FOX AMERICA 03.0000 09/15/2022 0.00%
A SCHULMAN INC 06.8750 06/01/2023 0.00%
ABBVIE INC 02.9000 11/06/2022 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AGRIUM INC USD 05.2500 01/15/2045 0.00%
AK STEEL CORP 06.3750 10/15/2025 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.00%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.00%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.00%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.00%
AMERICAN EXPRESS CO 04.9000 12/29/2049 0.00%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.00%
AMGEN INC 03.4500 10/01/2020 0.00%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.00%
ANTERO RESOURCES 05.3750 11/01/2021 0.00%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.00%
APACHE CORPORATION 03.2500 04/15/2022 0.00%
APPALACHIAN POWER CO 04.6000 03/30/2021 0.00%
APPLE INC 03.4500 05/06/2024 0.00%
APPLE INC 03.8500 05/04/2043 0.00%
ARAMARK 0.00%
ARC PROP OPER PART L 04.6000 02/06/2024 0.00%
ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.00%
ARRIS INTERNATIONAL PLC 0.00%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.00%
ASTRAZENECA PLC USD 06.4500 09/15/2037 0.00%
AT&T INC 03.4000 05/15/2025 0.00%
AT&T INC 04.7500 05/15/2046 0.00%
AUD/USD 04/18/2018 CSI-FX 0.00%
AUD/USD 04/18/2018 HSBCB 0.00%
AUD/USD 04/18/2018 UBS 0.00%
AUD/USD 04/18/2018 WPAC 0.00%
AUSTRALIAN DOLLAR ACCOUNT 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
AVAYA HOLDINGS CORP 0.00%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.00%
BAYTEX ENERGY CORP P/P 144A 05.1250 06/01/2021 0.00%
BB&T CORP 0.00%
BEDFORD ROW FUNDING CORP 01.4661 11/05/2018 0.00%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.00%
BERKSHIRE HATHAWAY INC-CL B 0.00%
BERRY GLOBAL INC 05.1250 07/15/2023 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.00%
BIOSCRIP INC 08.8750 02/15/2021 0.00%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.00%
BOSTON SCIENTIFIC CORP 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
BOYNE USA INC P/P 144A 07.2500 05/01/2025 0.00%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.00%
BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.00%
BRAZILIAN REAL CALL ACCOUNT 0.00%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.00%
BRIGHT HORIZONS FAMILY SOLUT 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 04/18/2018 BANKAM 0.00%
CAD/USD 04/18/2018 BCAP-FX 0.00%
CAD/USD 04/18/2018 HSBCB 0.00%
CAD/USD 04/18/2018 SSBT 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.00%
CALPINE CORP 05.7500 01/15/2025 0.00%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.00%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.00%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.00%
CAS 2015-C02 1M2 05.8715 05/25/2025 0.00%
CBRE SERVICES INC 04.8750 03/01/2026 0.00%
CBRE SERVICES INC 05.2500 03/15/2025 0.00%
CBS CORP 04.0000 01/15/2026 0.00%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.00%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.00%
CENTENE CORP 04.7500 01/15/2025 0.00%
CENTENE CORP 04.7500 05/15/2022 0.00%
CENTENE CORP 06.1250 02/15/2024 0.00%
CENTURYLINK INC 05.6250 04/01/2020 0.00%
CENTURYLINK INC 06.7500 12/01/2023 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.4861 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 06/15/2027 0.00%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHF/USD 06/20/2018 BCAP-FX 0.00%
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%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.00%
CLEAR CHANNEL TLD L+675 09.0520 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 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.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 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML 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 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 ML 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 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.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 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 MS 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 MS 0.00%
CNH/USD 05/16/2018 GSFX 0.00%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.00%
COCA-COLA CO/THE 02.2500 09/01/2026 0.00%
COMCAST CORP 03.9990 11/01/2049 0.00%
COMCAST CORP 04.0490 11/01/2052 0.00%
COMCAST CORP 06.5000 11/15/2035 0.00%
COMM 2012-LC4 XA IO P/P 144A 02.2115 12/10/2044 0.00%
COMM 2014-CR16 XA IO 01.1628 04/10/2047 0.00%
COMM 2014-CR17 XA IO 01.1184 05/10/2047 0.00%
COMM 2014-UBS6 XA IO 01.0106 12/10/2047 0.00%
CONCORDIA INTL P/P 144A 07.0000 04/15/2023 0.00%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.00%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.00%
CONTINENTAL RESOURCES 05.0000 09/15/2022 0.00%
CONTINENTAL RESOURCES INC. 04.5000 04/15/2023 0.00%
CORPORATE ASSET FUNDING CO IN 1247P3FF4 DCP 06/15/2018 0.00%
CORPORATE OFFICE PROPERTIES 0.00%
CPG INTL TL L+375 05.0828 05/05/2024 0.00%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.00%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.00%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.00%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.00%
CROWN CASTLE INTL CORP. 05.2500 01/15/2023 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%
DKK/USD 06/20/2018 CITI 0.00%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.00%
DYNEGY INC P/P 144A 08.1250 01/30/2026 0.00%
E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 0.00%
ECOLAB INC P/P 144A 03.2500 12/01/2027 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%
EMPIRE STATE REALTY TRUST-A 0.00%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 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%
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 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 06/20/2018 BANKAM 0.00%
EUR/USD 06/20/2018 BCAP-FX 0.00%
EUR/USD 06/20/2018 CITI 0.00%
EUR/USD 06/20/2018 CSI-FX 0.00%
EUR/USD 06/20/2018 GSFX 0.00%
EUR/USD 06/20/2018 HSBCB 0.00%
EUR/USD 06/20/2018 JPMCB 0.00%
EUR/USD 06/20/2018 RBSF 0.00%
EUR/USD 06/20/2018 SSBT 0.00%
EUR/USD 06/20/2018 UBS 0.00%
EUR/USD 06/20/2018 WPAC 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%
FIRSTENERGY CORP 03.9000 07/15/2027 0.00%
FIRSTENERGY CORP 04.8500 07/15/2047 0.00%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.00%
FORTERRA TL L+300 04.8769 10/25/2023 0.00%
FRONTIER COMM 11.0000 09/15/2025 0.00%
FUJITSU LTD 0.00%
GATES GLOBAL TLB L+275 05.0520 03/31/2024 0.00%
GBP/USD 06/20/2018 BANKAM 0.00%
GBP/USD 06/20/2018 CITI 0.00%
GBP/USD 06/20/2018 HSBCB 0.00%
GBP/USD 06/20/2018 JPMCB 0.00%
GBP/USD 06/20/2018 SSBT 0.00%
GBP/USD 06/20/2018 UBS 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%
GETTY IMAGES TLB L+350 04.7500 10/18/2019 0.00%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.00%
GLP CAP LP / FIN II 04.8750 11/01/2020 0.00%
GMAC CAPITAL TRUST I PCT 07.6237 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 04.3136 07/16/2043 0.00%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.00%
GNR 2015-H26 EI IO 01.7238 10/20/2065 0.00%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.00%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.00%
GSMS 2014-GC24 XA IO 00.8278 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 05/16/2018 BCAP-FX 0.00%
HONEYWELL INTERNATIONAL 04.2500 03/01/2021 0.00%
HONEYWELL INTL 03.8120 11/21/2047 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 BANK USA NA 01.9179 08/09/2018 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%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.00%
HYATT HOTELS CORP 03.3750 07/15/2023 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%
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 HOLDCO P/P 144A 09.7500 10/15/2019 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 2014-C19 XA IO 01.1370 04/15/2047 0.00%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.00%
JPY/USD 05/16/2018 BANKAM 0.00%
JPY/USD 05/16/2018 BCAP-FX 0.00%
JPY/USD 05/16/2018 CITI 0.00%
JPY/USD 05/16/2018 CSI-FX 0.00%
JPY/USD 05/16/2018 GSFX 0.00%
JPY/USD 05/16/2018 HSBCB 0.00%
JPY/USD 05/16/2018 JPMCB 0.00%
JPY/USD 05/16/2018 RBSF 0.00%
JPY/USD 05/16/2018 UBS 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%
KOREAN WON CALL ACCOUNT 0.00%
KRAFT HEINZ FOODS CO 06.5000 02/09/2040 0.00%
KRATON POLYMERS P/P 144A 10.5000 04/15/2023 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 00.4272 09/15/2039 0.00%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.00%
LENNAR CORP 04.7500 11/15/2022 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%
LLOYDS BANKING GROUP P/P 144A 06.6570 05/21/2037 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%
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%
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 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%
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%
MICRON TECH INC P/P 144A 05.2500 01/15/2024 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%
MILAGRO OIL & GAS 0.00%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.00%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.00%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.00%
MSBAM 2013-C8 B 03.5642 12/15/2048 0.00%
MSBAM 2014-C17 XA IO 01.2090 08/15/2047 0.00%
MSC 2011-C3 D P/P 144A 05.1557 07/15/2049 0.00%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.00%
NATIONWIDE BUILDING SOCIETY 6385E1D32 DCP 04/03/2018 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 04.9405 10/25/2020 0.00%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.00%
NEVADA POWER CO 07.1250 03/15/2019 0.00%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.00%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.00%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.00%
NOK/USD 06/20/2018 BANKAM 0.00%
NOK/USD 06/20/2018 GSFX 0.00%
NOK/USD 06/20/2018 JPMCB 0.00%
NOK/USD 06/20/2018 SSBT 0.00%
NOK/USD 06/20/2018 UBS 0.00%
NORTHWEST ACQ/DOMIN P/P 144A 07.1250 11/01/2022 0.00%
NOVA CHEMICALS CORP P/P 144A 04.8750 06/01/2024 0.00%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.00%
NRG ENERGY INC 07.2500 05/15/2026 0.00%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.00%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.00%
NZD/USD 04/18/2018 CITI 0.00%
NZD/USD 04/18/2018 GSFX 0.00%
NZD/USD 04/18/2018 JPMCB 0.00%
NZD/USD 04/18/2018 RBSF 0.00%
NZD/USD 04/18/2018 SSBT 0.00%
O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 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%
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%
PACTIV LLC 08.3750 04/15/2027 0.00%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.00%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
PEPSICO INC 03.4500 10/06/2046 0.00%
PERKINELMER INC 0.00%
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 P/P 144A 06.3500 02/12/2048 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%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 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%
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%
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 05.3769 09/07/2023 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 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%
RUB/USD 06/20/2018 JPMCB 0.00%
S&P GLOBAL INC 04.4000 02/15/2026 0.00%
S&P MID 400 EMINI JUN18 FAM8 0.00%
S&P500 EMINI FUT JUN18 ESM8 0.00%
SANDRIDGE ENERGY INC 0.00%
SCOTTS MIRACLE-GRO CO 0.00%
SEK/USD 06/20/2018 BANKAM 0.00%
SEK/USD 06/20/2018 BCAP-FX 0.00%
SEK/USD 06/20/2018 CITI 0.00%
SEK/USD 06/20/2018 CSI-FX 0.00%
SEK/USD 06/20/2018 GSFX 0.00%
SEK/USD 06/20/2018 HSBCB 0.00%
SEK/USD 06/20/2018 JPMCB 0.00%
SEK/USD 06/20/2018 RBSF 0.00%
SEK/USD 06/20/2018 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%
SGD/USD 05/16/2018 JPMCB 0.00%
SHANGHAI INTL AIRPORT CO LTD 144A REGS WARRANT 05/07/2018 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 06.7500 09/15/2026 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%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
SPRINGLEAF FINANCE CORP 08.2500 12/15/2020 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%
STATOIL ASA USD 05.1000 08/17/2040 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%
SWEDBANK AB 87019SFE9 DCP 06/14/2018 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 06.8360 04/28/2023 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TARGA RES PRTNRS 05.1250 02/01/2025 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 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%
TIME WARNER INC 02.9500 07/15/2026 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 JUN18 TPM8 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 04/05/2018 0.00%
TREASURY BILL 00.0000 05/03/2018 0.00%
TREASURY BILL 00.0000 06/21/2018 0.00%
TREASURY BILL 00.0000 07/19/2018 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 06/20/2018 SSBT 0.00%
TXU TCEH RIGHTS 0.00%
UBSBB 2012-C3 C P/P 144A 05.0424 08/10/2049 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 03.9500 10/15/2042 0.00%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.00%
UNIVISION TLC5 L+275 04.6269 03/15/2024 0.00%
US 10YR NOTE (CBT)JUN18 TYM8 0.00%
US 2YR NOTE (CBT) JUN18 TUM8 0.00%
US 5YR NOTE (CBT) JUN18 FVM8 0.00%
US LONG BOND(CBT) JUN18 USM8 0.00%
US ULTRA BOND CBT JUN18 WNM8 0.00%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 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%
VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 0.00%
VALERO ENERGY PARTNERS 04.3750 12/15/2026 0.00%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.00%
VIACOM INC 04.5000 03/01/2021 0.00%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.00%
VMWARE INC 03.9000 08/21/2027 0.00%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 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 2004-AR13 A1B2 02.8515 11/25/2034 0.00%
WAMU 2005-AR1 A2A3 02.6715 01/25/2045 0.00%
WAMU 2005-AR2 2A1B 02.2415 01/25/2045 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEATHERFORD INTL LLC P/P 144A 09.8750 03/01/2025 0.00%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.00%
WESTROCK MWV LLC 07.9500 02/15/2031 0.00%
WEYERHAEUSER CO 07.3750 03/15/2032 0.00%
WFMBS 2005-AR8 1A2 03.5206 06/25/2035 0.00%
WFRBS 2012-C10 XA IO P/P 144A 01.5798 12/15/2045 0.00%
WFRBS 2012-C9 XA IO P/P 144A 01.9102 11/15/2045 0.00%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 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%
WULIANGYE YIBIN 144A/REGS WARRANT 04/12/2018 0.00%
WYNDHAM WORLDWIDE CORP 05.6250 03/01/2021 0.00%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.00%
AUD/USD 04/18/2018 BANKAM -0.01%
AUD/USD 04/18/2018 BCAP-FX -0.01%
AUD/USD 04/18/2018 CITI -0.01%
AUD/USD 04/18/2018 GSFX -0.01%
AUD/USD 04/18/2018 JPMCB -0.01%
AUD/USD 04/18/2018 RBSF -0.01%
AUD/USD 04/18/2018 SSBT -0.01%
CAD/USD 04/18/2018 JPMCB -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.01%
GBP/USD 06/20/2018 BCAP-FX -0.01%
GBP/USD 06/20/2018 CSI-FX -0.01%
GBP/USD 06/20/2018 GSFX -0.01%
JPY/USD 05/16/2018 SSBT -0.01%
NZD/USD 04/18/2018 UBS -0.01%
CDX CDX.NA.HY.30 500.0 06/20/2023 -0.06%
CGPUTQL2 R US0003M P 11/27/18 CI -0.09%
EMIN RUSSELL 2000 JUN18 RTYM8 -0.24%

Prior top holdings

Top holdings as of 04/30/18
Putnam Retirement Advantage GAA Growth Trust 95.51%
Putnam Retirement Advantage GAA All Equities Trust 2.80%
Putnam Retirement Advantage GAA Money Market Trust 1.74%
Top holdings as of 03/31/18
Putnam Retirement Advantage GAA Growth Trust 95.55%
Putnam Retirement Advantage GAA All Equities Trust 2.81%
Putnam Retirement Advantage GAA Money Market Trust 1.69%
Top holdings as of 02/28/18
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 01/31/18
Putnam Retirement Advantage GAA Growth Trust 95.53%
Putnam Retirement Advantage GAA All Equities Trust 2.83%
Putnam Retirement Advantage GAA Money Market Trust 1.69%