Retirement Advantage 2040 Fund

Comprehensively managed portfolios diversified to align with your retirement horizon

Objective

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

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $15.33
-0.26% | $-0.04
$15.37
09/20/17
$12.77
11/04/16
Historical fund price

Fund facts as of 08/31/17

Total net assets
$296.65M
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


Co-Head of Global Asset Allocation

Co-Head of Global Asset Allocation

Chief Investment Officer, Global Asset Allocation

Co-Head of Global Asset Allocation

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.

Literature


Using and enhancing ESG investment data
ESG data is having investment impact but is still evolving, and stands to benefit from feedback offered by fundamental analysts.
What motivates millennials to save for retirement?
Recent surveys offer clues about retirement plan features and investment options that might motivate millennials to save more.
Choosing an investing glide path to retirement
When it comes to saving for retirement, a target-date fund offers a convenient feature — a glide path that systematically manages diversification.

Performance

  • Total return (%) as of 06/30/17

  • Annual performance as of 06/30/17

Annualized performance 1 yr. 3 yrs. 5 yrs. Life (inception: 01/03/08 )
At net asset value 16.63% 6.63% 12.10% 5.96%
Custom Retirement Advantage 2040 Index 15.89% 6.34% 11.23% --

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

Performance snapshot

  At net asset value  
1 mt. as of 08/31/17 0.80 %
YTD as of 09/21/17 12.80 %

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 08/31/17

Putnam Retirement Advantage GAA Growth Trust 82.35%
Putnam Retirement Advantage GAA All Equities Trust 14.48%
Putnam Retirement Advantage GAA Money Market Trust 3.22%

Full portfolio holdings as of 06/30/17

APPLE INC 1.81%
ALPHABET INC-CL A 1.76%
MICROSOFT CORP 1.70%
JPMORGAN CHASE & CO 1.34%
JOHNSON & JOHNSON 1.33%
SPDR S&P 500 ETF TRUST 1.33%
CITIGROUP INC 1.06%
UNITEDHEALTH GROUP INC 0.99%
VERIZON COMMUNICATIONS INC 0.93%
TREASURY BILL 00.0000 07/20/2017 0.84%
GILEAD SCIENCES INC 0.82%
MCDONALD'S CORP 0.79%
GOLDMAN SACHS GROUP INC 0.73%
GNMA GII30 MA4321 03.5000 03/20/2047 0.70%
CELGENE CORP 0.69%
LOWES COMPANIES INC 0.69%
PEPSICO INC 0.67%
APPLIED MATERIALS INC 0.63%
WALT DISNEY CO/THE 0.62%
EXXON MOBIL CORP 0.61%
TEXAS INSTRUMENTS INC 0.57%
UNION PACIFIC CORP 0.54%
TJX COMPANIES INC 0.53%
REPO TRIPA MORTG 1.09 07/03/2017 0.51%
MERCK & CO. INC. 0.49%
KIMBERLY-CLARK CORP 0.43%
MCKESSON CORP 0.43%
L3 TECHNOLOGIES INC 0.40%
NORTHROP GRUMMAN CORP 0.40%
VALERO ENERGY CORP 0.40%
ELI LILLY & CO 0.39%
GNMA GII30 TBA 03.5000 07/01/2047 0.39%
RAYTHEON COMPANY 0.39%
WALGREENS BOOTS ALLIANCE INC 0.39%
DELTA AIR LINES INC 0.38%
ENTERGY CORP 0.38%
SAMSUNG ELECTRONICS CO LTD 0.38%
FACEBOOK INC-A 0.36%
FHLMC FH30G G08677 04.0000 11/01/2045 0.35%
ISHARES MSCI EAFE ETF 0.35%
WAL-MART STORES INC 0.35%
DISCOVERY COMMUNICATIONS-A 0.34%
FNMA FN15 AL9468 03.0000 12/01/2031 0.33%
HP INC 0.33%
INTUIT INC 0.33%
ROCHE HOLDING AG-GENUSSCHEIN 0.33%
WILLIAMS COS INC 0.33%
FNMA FN30 TBA 06.0000 07/01/2047 0.32%
PRUDENTIAL FINANCIAL INC 0.32%
TYSON FOODS INC-CL A 0.32%
CUMMINS INC 0.31%
PARSLEY ENERGY INC-CLASS A 0.31%
SHERWIN-WILLIAMS CO/THE 0.31%
NORFOLK SOUTHERN CORP 0.30%
RALPH LAUREN CORP 0.30%
ALLSTATE CORP 0.29%
GNMA GII30 MA4451 03.5000 05/20/2047 0.29%
TENCENT HOLDINGS LTD 0.29%
ALIBABA GROUP HOLDING-SP ADR 0.28%
AMERISOURCEBERGEN CORP 0.28%
SYSCO CORP 0.28%
TOTAL SA 0.28%
AFLAC INC 0.27%
CROWN HOLDINGS INC 0.27%
ONEOK INC 0.27%
SANOFI 0.27%
BAKER HUGHES INC 0.26%
BAYER AG-REG 0.26%
GLAXOSMITHKLINE PLC 0.26%
HOME DEPOT INC 0.26%
REPO TRIPA MORTG 1.1 07/03/2017 0.26%
SQUARE INC - A 0.26%
ALLIANZ SE-REG 0.25%
AMERICAN ELECTRIC POWER 0.25%
FNMA FN30 890765 03.5000 09/01/2046 0.25%
JUNIPER NETWORKS INC 0.25%
DANAHER CORP 0.24%
E*TRADE FINANCIAL CORPORATION 0.24%
EBAY INC 0.24%
FNMA FN30 MA2864 03.5000 01/01/2047 0.24%
ROSS STORES INC 0.24%
3I GROUP PLC 0.23%
BASF SE 0.23%
BAXTER INTERNATIONAL INC 0.23%
UGI CORP 0.23%
ALLISON TRANSMISSION HOLDING 0.22%
AMERIPRISE FINANCIAL INC 0.22%
MITSUBISHI UFJ FINANCIAL GRO 0.22%
CLOROX COMPANY 0.21%
CR BARD INC 0.21%
DXC TECHNOLOGY CO 0.21%
ENEL SPA 0.21%
HERSHEY CO/THE 0.21%
PARKER HANNIFIN CORP 0.21%
SUMITOMO MITSUI FINANCIAL GR 0.21%
ALTRIA GROUP INC 0.20%
AMADEUS IT GROUP SA 0.20%
EQUITY RESIDENTIAL TR REIT 0.20%
HARTFORD FINANCIAL SVCS GRP 0.20%
HASBRO INC 0.20%
INVESTOR AB-B SHS 0.20%
PVH CORP 0.20%
ULTA BEAUTY INC 0.20%
AXA SA 0.19%
CIMAREX ENERGY CO 0.19%
CITRIX SYSTEMS INC 0.19%
DEUTSCHE POST AG-REG 0.19%
FNMA FN15 TBA 03.0000 07/01/2032 0.19%
FNMA FN30 TBA 03.0000 07/01/2047 0.19%
KAO CORP 0.19%
MIZUHO FINANCIAL GROUP INC 0.19%
NIPPON TELEGRAPH & TELEPHONE 0.19%
REPO TRIPA TREAS 1.1 07/03/2017 0.19%
SUNTRUST BANKS INC 0.19%
TREASURY BILL 00.0000 07/13/2017 0.19%
AGILENT TECHNOLOGIES INC 0.18%
ATOS SE 0.18%
DISCOVER FINANCIAL SERVICES 0.18%
EXELON CORP 0.18%
FIRSTENERGY CORP 0.18%
STEEL DYNAMICS INC 0.18%
SWISS RE AG 0.18%
WASTE MANAGEMENT INC 0.18%
CARNIVAL PLC 0.17%
DARDEN RESTAURANTS INC 0.17%
ITOCHU CORP 0.17%
MUENCHENER RUECKVER AG-REG 0.17%
ORIX CORP 0.17%
REPO TRIPA MORTG 1.08 07/06/2017 0.17%
SKY PLC 0.17%
SPDR S&P MIDCAP 400 ETF TRST 0.17%
ADECCO GROUP AG-REG 0.16%
AMDOCS LTD 0.16%
BOUYGUES SA 0.16%
CONAGRA BRANDS INC 0.16%
F5 NETWORKS INC 0.16%
HEINEKEN HOLDING NV 0.16%
SOCIETE GENERALE SA 0.16%
TAYLOR WIMPEY PLC 0.16%
WM MORRISON SUPERMARKETS 0.16%
BNP PARIBAS 0.15%
CAMPBELL SOUP CO 0.15%
CDX CDX.NA.HY.28 500.0 06/20/2022 0.15%
CENTRAL JAPAN RAILWAY CO 0.15%
CENTRICA PLC 0.15%
HOCHTIEF AG 0.15%
MARKS AND SPENCER LTD 0.15%
MARUBENI CORP 0.15%
MAXIM INTEGRATED PRODUCTS 0.15%
METRO AG 0.15%
PACKAGING CORP OF AMERICA 0.15%
REPSOL SA 0.15%
SWISS LIFE HOLDING AG-REG 0.15%
TAIWAN SEMICONDUCTOR MANUFAC 0.15%
WELLCARE HEALTH PLANS INC 0.15%
ACS ACTIVIDADES 0.14%
ADOBE SYSTEMS INC 0.14%
BUNGE LTD 0.14%
COCA-COLA AMATIL LTD 0.14%
HCP INC 0.14%
NN GROUP NV 0.14%
NOVARTIS AG-REG 0.14%
PEUGEOT SA 0.14%
SHIONOGI & CO LTD 0.14%
TATE & LYLE PLC 0.14%
TELSTRA CORP LTD 0.14%
VMWARE INC-CLASS A 0.14%
YUM BRANDS INC 0.14%
EVONIK INDUSTRIES AG 0.13%
FORTINET INC 0.13%
KINGFISHER PLC 0.13%
LEAR CORP 0.13%
MASCO CORP 0.13%
NESTLE SA-REG 0.13%
PROCTER & GAMBLE CO/THE 0.13%
ANNALY CAPITAL MANAGEMENT IN 0.12%
AVERY DENNISON CORP 0.12%
BOLIDEN AB 0.12%
CIMIC GROUP LTD 0.12%
FNMA FN30 AS6395 03.5000 12/01/2045 0.12%
LINCOLN NATIONAL CORP 0.12%
MORGAN STANLEY 0.12%
NASPERS LTD-N SHS 0.12%
NISOURCE INC 0.12%
RESONA HOLDINGS INC 0.12%
RUSSIAN FEDERATION P/P 144A 05.6250 04/04/2042 0.12%
TRAVELERS COS INC/THE 0.12%
AGNC INVESTMENT CORP 0.11%
ALLY FINANCIAL INC 0.11%
ARAMARK 0.11%
CHEUNG KONG PROPERTY HOLDING 0.11%
DELL TECHNOLOGIES INC-CL V 0.11%
HUNTINGTON INGALLS INDUSTRIE 0.11%
IND & COMM BK OF CHINA-H 0.11%
OWENS CORNING 0.11%
PING AN INSURANCE GROUP CO-H 0.11%
QUANTA SERVICES INC 0.11%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.11%
SYNOPSYS INC 0.11%
WHEELOCK & CO LTD 0.11%
BANCO SANTANDER SA 0.10%
CENTERPOINT ENERGY INC 0.10%
FNMA FN30 TBA 04.5000 07/01/2047 0.10%
INGREDION INC 0.10%
MANPOWERGROUP INC 0.10%
NEWMONT MINING CORP 0.10%
NVR INC 0.10%
PINNACLE FOODS INC 0.10%
QANTAS AIRWAYS LTD 0.10%
SBERBANK PJSC -SPONSORED ADR 0.10%
TOYOTA TSUSHO CORP 0.10%
WATSCO INC 0.10%
WH GROUP LTD 0.10%
ANA HOLDINGS INC 0.09%
CAMDEN PROPERTY TRUST 0.09%
CREDICORP LTD 0.09%
CREDIT AGRICOLE SA 0.09%
DUN & BRADSTREET CORP 0.09%
FNMA FN30 AS4168 04.0000 12/01/2044 0.09%
FNMA FN30 BC1155 03.0000 06/01/2046 0.09%
FNMA FN30 BM1172 03.0000 03/01/2047 0.09%
FNMA FN30 MA2863 03.0000 01/01/2047 0.09%
INDUSTRIAL BANK OF KOREA 0.09%
JACOBS ENGINEERING GROUP INC 0.09%
MITSUBISHI TANABE PHARMA 0.09%
ROYAL DUTCH SHELL PLC-B SHS 0.09%
ROYAL MAIL PLC 0.09%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.09%
SPIRIT AEROSYSTEMS HOLD-CL A 0.09%
TABCORP HOLDINGS LTD 0.09%
TERADYNE INC 0.09%
UNUM GROUP 0.09%
UPM-KYMMENE OYJ 0.09%
VALEO SA 0.09%
ARISTOCRAT LEISURE LTD 0.08%
ASTRAZENECA PLC 0.08%
BANK OF CHINA LTD-H 0.08%
DNB NOR ASA 0.08%
DUKE REALTY CORP 0.08%
ENDESA S.A. 0.08%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.08%
HON HAI PRECISION INDUSTRY 0.08%
ITAU UNIBANCO H-SPON PRF ADR 0.08%
LUKOIL PJSC-SPON ADR 0.08%
MITSUBISHI CHEMICAL HOLDINGS 0.08%
NEW WORLD DEVELOPMENT 0.08%
OSHKOSH CORP 0.08%
SCOTTS MIRACLE-GRO CO 0.08%
TRANSUNION 0.08%
VEREIT INC 0.08%
VOYA FINANCIAL INC 0.08%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.08%
AIA GROUP LTD 0.07%
APPLE INC 02.1000 05/06/2019 0.07%
ASAHI KASEI CORP 0.07%
ASTELLAS PHARMA INC 0.07%
AUSTRALIA & NEW ZEALAND BANKI 99GF559E7 TD 07/05/2017 0.07%
CARLISLE COS INC 0.07%
CHARLES RIVER LABORATORIES 0.07%
CHINA CONSTRUCTION BANK-H 0.07%
COLONY NORTHSTAR INC-CLASS A 0.07%
COMM 2012-LC4 D P/P 144A 05.7628 12/10/2044 0.07%
DR PEPPER SNAPPLE GROUP INC 0.07%
FIAT CHRYSLER AUTOMOBILES NV 0.07%
FIRST HAWAIIAN INC 0.07%
HD SUPPLY HOLDINGS INC 0.07%
INDUSTRIVARDEN AB-A SHS 0.07%
ISHARES MSCI EMERGING MARKET 0.07%
LAMB WESTON HOLDINGS INC 0.07%
LIBERTY MEDIA COR-SIRIUSXM A 0.07%
MITSUBISHI UFJ LEASE & FINAN 0.07%
NCR CORPORATION 0.07%
PARK HOTELS & RESORTS INC 0.07%
PFIZER INC 0.07%
POPULAR INC 0.07%
RENAULT SA 0.07%
SAINSBURY (J) PLC 0.07%
SPIRIT REALTY CAPITAL INC 0.07%
TAISEI CORP 0.07%
TOPPAN PRINTING CO LTD 0.07%
VESTAS WIND SYSTEMS A/S 0.07%
VISTEON CORP 0.07%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.06%
APARTMENT INVT & MGMT CO -A 0.06%
ASSURED GUARANTY LTD 0.06%
BANCO MACRO SA-ADR 0.06%
BARRATT DEVELOPMENTS PLC 0.06%
BOOZ ALLEN HAMILTON HOLDINGS 0.06%
BRIXMOR PROPERTY GROUP INC 0.06%
BWX TECHNOLOGIES INC 0.06%
CDX CDX.NA.IG.28 100.0 06/20/2022 0.06%
CHINA WATER AFFAIRS GROUP 0.06%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.06%
DAI NIPPON PRINTING CO LTD 0.06%
EAST WEST BANCORP INC 0.06%
ELECTROLUX AB-SER B 0.06%
FOREST CITY REALTY TRUST- A 0.06%
GENERAL ELECTRIC CO 04.5000 03/11/2044 0.06%
HARVEY NORMAN HOLDINGS LTD 0.06%
HIGHWOODS PROPERTIES INC 0.06%
HOYA CORP 0.06%
KDDI CORP 0.06%
KURARAY CO LTD 0.06%
METLIFE INC 07.7170 02/15/2019 0.06%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.06%
NESTLE FINANCE INTERNATIONAL 64105RUR9 DCP 07/25/2017 0.06%
ORANGE 0.06%
PERSIMMON PLC 0.06%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.06%
REINSURANCE GROUP OF AMERICA 0.06%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.06%
RIO TINTO PLC 0.06%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.06%
SKANDINAV ENSKILDA BK NY USD 01.6594 08/17/2017 0.06%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.06%
STARWOOD PROPERTY TRUST INC 0.06%
SUN HUNG KAI PROPERTIES 0.06%
TIMKEN COMPANY 0.06%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.06%
VANTIV INC - CL A 0.06%
WOLTERS KLUWER 0.06%
BANK OF AMERICA NA 01.0106 09/05/2017 0.05%
BPCE SA P/P 144A 04.5000 03/15/2025 0.05%
CAS 2015-C04 1M2 06.9161 04/25/2028 0.05%
CHIMERA INVESTMENT CORP 0.05%
COVESTRO AG 0.05%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.05%
CTBC FINANCIAL HOLDING CO LT 0.05%
DUBAI ISLAMIC BANK 0.05%
EDISON INTERNATIONAL 0.05%
FLIR SYSTEMS INC 0.05%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.05%
HANA FINANCIAL GROUP 0.05%
HDFC BANK LIMITED 0.05%
HINDALCO INDUSTRIES LTD 0.05%
HITACHI CHEMICAL CO LTD 0.05%
HONEYWELL INTERNATIONAL INC 0.05%
HONG KONG DOLLAR CALL ACCOUNT 0.05%
HUMANA INC 0.05%
ISS A/S 0.05%
JAIN IRRIGATION SYSTEMS LTD 0.05%
KAR AUCTION SERVICES INC 0.05%
KERRY PROPERTIES LTD 0.05%
KONINKLIJKE AHOLD DELHAIZE N 0.05%
LIBERTY PROPERTY TRUST 0.05%
MEDIPAL HOLDINGS CORP 0.05%
MICROSOFT CORP 01.5500 08/08/2021 0.05%
MSC INDUSTRIAL DIRECT CO-A 0.05%
NATIONAL AUSTRALIA BANK/CAYMA 99GE929P8 TD 07/03/2017 0.05%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.05%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.05%
PNC FINANCIAL SERVICES GROUP 0.05%
POWER GRID CORP OF INDIA LTD 0.05%
PPL CORP 0.05%
PROMOTORA Y OPERADORA DE INF 0.05%
RELIANCE STEEL & ALUMINUM 0.05%
RICHTER GEDEON NYRT 0.05%
ROYAL BANK OF CANADA NY 01.5190 12/08/2017 0.05%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.05%
RTL GROUP 0.05%
SEKISUI CHEMICAL CO LTD 0.05%
SERVICEMASTER GLOBAL HOLDING 0.05%
SHINHAN FINANCIAL GROUP LTD 0.05%
SK HYNIX INC 0.05%
SPECTRUM BRANDS HOLDINGS INC 0.05%
STATE BANK OF INDIA 0.05%
SUMITOMO MITSUI TRUST HOLDIN 0.05%
SWEDBANK AB 87019RU38 DCP 07/03/2017 0.05%
TORO CO 0.05%
UNITED CO RUSAL PLC 0.05%
X 5 RETAIL GROUP NV-REGS GDR 0.05%
AMERICAN HONDA FINANCE CORP 02665JUD0 DCP 07/13/2017 0.04%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.04%
APPLE HOSPITALITY REIT INC 0.04%
ATLAS COPCO AB-A SHS 0.04%
AUTOMATIC DATA PROCESSING 0.04%
BANDAI NAMCO HOLDINGS INC 0.04%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.04%
BANK OF AMERICA CORP 03.8240 01/20/2028 0.04%
BANK TABUNGAN NEGARA PERSERO 0.04%
BASSO INDUSTRY CORP 0.04%
BNP PARIBAS/CAYMAN ISLANDS 99GF279C0 TD 07/03/2017 0.04%
BRANDYWINE REALTY TRUST 0.04%
BRITISH AMERICAN TOBACCO PLC 0.04%
BT GROUP PLC 0.04%
CARTERS INC 0.04%
CASETEK HOLDINGS LTD 0.04%
CBS CORP-CLASS B NON VOTING 0.04%
CHEVRON CORP 01.5610 05/16/2019 0.04%
CHINA LIFE INSURANCE CO LTD 0.04%
CHINA RESOURCES LAND LTD 0.04%
CHINA STATE CONSTRUCTION INT 0.04%
CHINA TRADITIONAL CHINESE ME 0.04%
CITIGROUP INC 02.6500 10/26/2020 0.04%
CITIGROUP INC 03.8870 01/10/2028 0.04%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.04%
COLLATERALIZED COMMERCIAL PAP 01.5532 07/24/2017 0.04%
COLLATERALIZED COMMERCIAL PAP 19422CU50 DCP 07/05/2017 0.04%
COMMONWEALTH BANK OF AUSTRALI 01.1656 08/04/2017 0.04%
COMMONWEALTH BANK OF AUSTRALI 01.2818 08/17/2017 0.04%
COWAY CO LTD 0.04%
CREDIT AGRICOLE CORPORATE AND 99FY109V4 TD 07/03/2017 0.04%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.04%
CSMC 2016-NXSR C 04.5098 12/15/2049 0.04%
CTCI CORP 0.04%
DBUBS 2011-LC3A D P/P 144A 05.5103 08/10/2044 0.04%
DGB FINANCIAL GROUP INC 0.04%
DINO POLSKA SA 0.04%
DISCOVERY LTD 0.04%
ELITE MATERIAL CO LTD 0.04%
ENERGIZER HOLDINGS INC 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
FAIRWAY FINANCE CO LLC 30601VVM0 DCP 08/21/2017 0.04%
FHLB 313385JA5 GDC 07/12/2017 0.04%
FNMA FN30 AS5722 03.5000 09/01/2045 0.04%
GAMING AND LEISURE PROPERTIE 0.04%
GRUPO SUPERVIELLE SA-SP ADR 0.04%
HILTON WORLDWIDE FIN P/P 144A 04.8750 04/01/2027 0.04%
HOLOGIC INC 0.04%
HSBC HOLDINGS PLC 0.04%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.04%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.04%
LANDSTAR SYSTEM INC 0.04%
LEAR CORP 05.2500 01/15/2025 0.04%
LG CHEM LTD 0.04%
LIBERTY STREET FUNDING LLC 53127TU76 DCP 07/07/2017 0.04%
MAPFRE SA 0.04%
MAZDA MOTOR CORP 0.04%
MICHAELS COS INC/THE 0.04%
MITSUBISHI GAS CHEMICAL CO 0.04%
MIXI INC 0.04%
MOLSON COORS P/P 144A 01.9000 03/15/2019 0.04%
MONETA MONEY BANK AS 0.04%
MORGAN STANLEY 03.6250 01/20/2027 0.04%
MRV ENGENHARIA 0.04%
MSAC 2004-HE6 M1 02.0411 08/25/2034 0.04%
MSBAM 2013-C12 C 04.9233 10/15/2046 0.04%
MSC 2008-T29 B P/P 144A 06.5033 01/11/2043 0.04%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.04%
NCC LTD 0.04%
NCSOFT CORP 0.04%
NEWS CORP - CLASS A 0.04%
NORDEA BANK AB 65558FWJ0 DCP 09/18/2017 0.04%
OLD LINE FUNDING LLC 67984WEM6 DCP 08/15/2017 0.04%
OTSUKA CORP 0.04%
POYA INTERNATIONAL CO LTD 0.04%
PTT PCL/FOREIGN 0.04%
QUALICORP SA 0.04%
RANDSTAD HOLDING NV 0.04%
REGENCY MARKETS NO. 1 LLC 7588R0UR6 DCP 07/25/2017 0.04%
ROBINSONS RETAIL HOLDINGS IN 0.04%
SAFARICOM LTD 0.04%
SAMSUNG ELECTRONICS-PREF 0.04%
SER EDUCACIONAL SA 0.04%
SHIN-ETSU CHEMICAL CO LTD 0.04%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.04%
SVENSKA HANDELSBANKEN NY 01.2789 12/15/2017 0.04%
TCF FINANCIAL CORP 0.04%
TENEDORA NEMAK SA DE 0.04%
THUNDER BAY FUNDING LLC 88603GGW4 DCP 07/06/2017 0.04%
TOHOKU ELECTRIC POWER CO INC 0.04%
TORONTO DOMINION BANK NY 01.6672 11/01/2017 0.04%
TURKIYE GARANTI BANKASI 0.04%
TWO HARBORS INVESTMENT CORP 0.04%
UBS AG/STAMFORD CT 01.1800 08/17/2017 0.04%
US TREASURY FRN 01.1765 07/31/2018 0.04%
VALIDUS HOLDINGS LTD 0.04%
VOESTALPINE AG 0.04%
WAMU 2004-AR13 A1A 01.9361 11/25/2034 0.04%
WELLS FARGO BANK NA 01.5054 01/09/2018 0.04%
WOORI BANK 0.04%
WULIANGYE YIBIN 144A/REGS WARRANT 04/12/2018 0.04%
ZOETIS INC 0.04%
AMERICAN FINANCIAL GROUP INC 0.03%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.03%
APPLE INC 04.2500 02/09/2047 0.03%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.03%
AUSTRALIA & NEW ZEALAND BANKI 05253AUS7 DCP 07/26/2017 0.03%
BANK OF MONTREAL CHICAGO 01.3672 10/03/2017 0.03%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.03%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.03%
BERKSHIRE HATHAWAY INC-CL B 0.03%
BIM BIRLESIK MAGAZALAR AS 0.03%
BRUKER CORP 0.03%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.03%
CABOT CORP 0.03%
CANADIAN IMP BK COMM NY 01.6796 08/16/2017 0.03%
CAS 2015-C01 1M2 05.5161 02/25/2025 0.03%
CAS 2015-C03 2M2 06.2161 07/25/2025 0.03%
CEMEX SAB-SPONS ADR PART CER 0.03%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.03%
CHARIOT FUNDING LLC 15963TU64 DCP 07/06/2017 0.03%
CHARIOT FUNDING LLC 15963TUJ6 DCP 07/18/2017 0.03%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.03%
CHINA COMMUNICATIONS CONST-H 0.03%
CHINASOFT INTERNATIONAL LTD 0.03%
CIA BRASILEIRA DE DIS-SP PRF 0.03%
CITIBANK NA 01.2600 08/21/2017 0.03%
CME GROUP INC 0.03%
COMM 2013-CR13 AM 04.4490 12/10/2023 0.03%
COMM 2013-LC13 AM P/P 144A 04.5570 08/10/2046 0.03%
CONCHO RESOURCES INC 04.3750 01/15/2025 0.03%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.03%
CORELOGIC INC 0.03%
CVS HEALTH CORP 0.03%
DELIVERY HERO AG 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%
DST SYSTEMS INC 0.03%
EDELWEISS FINANCIAL SERVICES 0.03%
EQUITY COMMONWEALTH 0.03%
EURONET WORLDWIDE INC 0.03%
EXPORT DEVELOPMENT CANADA 30215GX31 DCP 10/03/2017 0.03%
FIDELITY NATIONAL INFO SERV 0.03%
FNMA FN30 AS7003 03.0000 04/01/2046 0.03%
FNMA FN30 BC2733 03.0000 05/01/2046 0.03%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.03%
FORMOSA PLASTICS CORP 0.03%
FRESENIUS SE & CO KGAA 0.03%
GENERAL DYNAMICS CORP 0.03%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.03%
GNR 2016-135 PI IO 04.0000 05/20/2046 0.03%
GRAND PACIFIC PETROCHEMICAL 0.03%
GSMS 2011-GC5 C P/P 144A 05.5656 08/10/2044 0.03%
HANKOOK TIRE CO LTD 0.03%
HOLLYSYS AUTOMATION TECHNOLO 0.03%
HSBC BANK PLC - 04/13/2018 01.2700 04/13/2018 0.03%
HYATT HOTELS CORP - CL A 0.03%
HYUNDAI MARINE 0.03%
IBERDROLA SA 0.03%
INNOGY SE 0.03%
INTL CONSOLIDATED AIRLINE-DI 0.03%
ITAUSA-INVESTIMENTOS ITAU-PR 0.03%
JPMBB 2014-C19 C 04.8212 04/15/2047 0.03%
JTEKT CORP 0.03%
KAJIMA CORP 0.03%
KINDER MORGAN INC 0.03%
LIBERTY VENTURES - SER A 0.03%
LOCALIZA RENT A CAR 0.03%
LOUISIANA-PACIFIC CORP 04.8750 09/15/2024 0.03%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.03%
MARATHON PETROLEUM CORP 0.03%
MASTEC INC 04.8750 03/15/2023 0.03%
MERRY ELECTRONICS CO LTD 0.03%
MFA FINANCIAL INC 0.03%
MINTH GROUP LTD 0.03%
MIZUHO BANK LTD/NY USD 01.7371 07/13/2017 0.03%
MONDI LTD 0.03%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.03%
MSC 2012-C4 D P/P 144A 05.6014 03/15/2045 0.03%
NATIONAL AUSTRALIA BANK LTD 63254FBD8 DCP 02/13/2018 0.03%
NAVISTAR INTERNATIONAL CORP 08.2500 11/01/2021 0.03%
NOMURA REAL ESTATE HOLDINGS 0.03%
OUTFRONT MEDIA INC 0.03%
P G & E CORP 0.03%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.03%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.03%
PETROBRAS GLOBAL FINANCE USD 08.3750 05/23/2021 0.03%
PETROLEOS MEXICANOS REGS 06.5000 03/13/2027 0.03%
POOL CORP 0.03%
PREMIER INC-CLASS A 0.03%
PRUDENTIAL PLC 7443M2UL8 DCP 07/20/2017 0.03%
QUALITY CARE PROPERTIES 0.03%
RAYMOND JAMES FINANCIAL INC 0.03%
REGENCY MARKETS NO. 1 LLC 7588R0UC9 DCP 07/12/2017 0.03%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.03%
SHANGHAI INTL AIRPORT CO LTD 144A REGS WARRANT 05/07/2018 0.03%
SHRIRAM TRANSPORT FINANCE 0.03%
SIMON PROPERTY GROUP LP 82880WX23 DCP 10/02/2017 0.03%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.03%
SOCIETE GENERALE SA 83369BUX2 DCP 07/31/2017 0.03%
SUMITOMO MITSUI BANK NY 01.4439 11/06/2017 0.03%
SUMITOMO MITSUI BANK NY 01.8012 08/18/2017 0.03%
SUNNY OPTICAL TECH 0.03%
T-MOBILE USA INC 05.3750 04/15/2027 0.03%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.03%
TIME WARNER INC 03.8000 02/15/2027 0.03%
TORONTO DOMINION BANK NY 01.6818 08/15/2017 0.03%
TOTAL CAPITAL CANADA LTD 89153PUC4 DCP 07/12/2017 0.03%
TREASURY BILL 00.0000 08/17/2017 0.03%
TURKCELL ILETISI 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%
VICTORY RECEIVABLES CORP 92646KUH3 DCP 07/17/2017 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
VODAFONE GROUP PLC USD 01.2500 09/26/2017 0.03%
WAMU 2005-AR1 A2A1 01.8961 01/25/2045 0.03%
WESCO INTERNATIONAL INC 0.03%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.03%
WESTPAC BANKING CORP 01.4262 09/22/2017 0.03%
WFRBS 2011-C2 D P/P 144A 05.7880 02/15/2044 0.03%
WFRBS 2011-C3 D P/P 144A 05.8131 03/15/2044 0.03%
WFRBS 2012-C10 D P/P 144A 04.5944 12/15/2045 0.03%
WFRBS 2013-C15 C 04.6285 08/15/2046 0.03%
WHARF HOLDINGS LTD 0.03%
WILMAR INTERNATIONAL LTD 0.03%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.03%
XEROX CORP 0.03%
YUE YUEN INDUS 0.03%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.02%
ABN AMRO FUNDING USA LLC 00084BUJ1 DCP 07/18/2017 0.02%
ADS INC P/P 144A 05.6250 11/15/2024 0.02%
AERCAP HOLDINGS NV 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
ALPINE SECURITIZATION LTD 02089EWN5 DCP 09/22/2017 0.02%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.02%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.02%
ASIAN PAINTS LTD 0.02%
ASPEN INSURANCE HOLDINGS LTD 0.02%
ASTRAZENECA PLC USD 05.9000 09/15/2017 0.02%
AT&T INC 0.02%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.02%
BANK OF MONTREAL CHICAGO 01.3394 10/17/2017 0.02%
BEAUTY COMMUNITY PCL-FOREIGN 0.02%
BEIERSDORF AG 0.02%
BELDEN INC P/P 144A 05.2500 07/15/2024 0.02%
BK OF AMERICA NA - 08/02/2017 01.1511 08/02/2017 0.02%
BLOOMBERRY RESORTS CORP 0.02%
BNP PARIBAS SA/NEW YORK NY 01.3000 10/20/2017 0.02%
BPCE SA 05571BV42 DCP 08/04/2017 0.02%
BRDCOM CRP / FIN P/P 144A 03.8750 01/15/2027 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
CABLE ONE INC 0.02%
CAFCO LLC 1247P2WM2 DCP 09/21/2017 0.02%
CAS 2017-C01 1M2 04.7661 07/25/2029 0.02%
CBS CORP 04.6000 01/15/2045 0.02%
CCC SA 0.02%
CELANESE CORP-SERIES A 0.02%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.02%
CFCRE 2011-C2 D P/P 144A 05.9452 12/15/2047 0.02%
CGCMT 2012-GC8 XA IO P/P 144A 02.1680 09/10/2045 0.02%
CGCMT 2014-GC21 X IO 01.4192 05/10/2047 0.02%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.02%
CHARTER COMM OPT LLC P/P 144A 05.3750 05/01/2047 0.02%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.02%
CHINA MAPLE LEAF EDUCATIONAL 0.02%
CITIBANK NA 01.1600 07/07/2017 0.02%
CITIBANK NA 1.2500 07/21/2017 0.02%
CLIO COSMETICS CO LTD 0.02%
CMLTI 2005-2 1A2A 03.1504 05/25/2035 0.02%
COMCAST CORP 03.3750 02/15/2025 0.02%
COMM 2010-C1 D P/P 144A 06.3032 07/10/2046 0.02%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.02%
COMM 2012-CR2 E P/P 144A 05.0019 08/15/2045 0.02%
COMM 2013-CR10 XA IO 01.0674 08/10/2046 0.02%
COMM 2014-CR20 XA IO 01.3237 11/10/2047 0.02%
COMM 2014-LC15 XA IO 01.5084 04/10/2047 0.02%
COMM 2014-UBS6 C 04.6139 12/10/2047 0.02%
COMMONWEALTH BANK OF AUSTRALI 01.1744 05/02/2018 0.02%
COOPERAT RABOBANK UA/NY 01.6981 09/11/2017 0.02%
CRANE CO 0.02%
CSAIL 2015-C1 C 04.4422 04/15/2050 0.02%
DAIWA SECURITIES GROUP INC 0.02%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.02%
DANSKE CORP 2363F6UU2 DCP 07/28/2017 0.02%
DANSKE CORP 2363F6VQ0 DCP 08/24/2017 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%
DISH DBS CORP 05.8750 11/15/2024 0.02%
DNB BANK ASA - 07/28/2017 01.6518 07/28/2017 0.02%
DNB BANK ASA/NEW YORK 01.1600 07/03/2017 0.02%
DONGBU INSURANCE CO LTD 0.02%
DYNEGY INC 07.3750 11/01/2022 0.02%
DYNEGY INC 07.6250 11/01/2024 0.02%
ECOLAB INC 02.7000 11/01/2026 0.02%
ECORODOVIAS INFRA E LOG SA 0.02%
EMAMI LTD 0.02%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.02%
ENERGY TRANSFER LP 04.2000 04/15/2027 0.02%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.02%
FIRST QUANTUM P/P 144A 07.0000 02/15/2021 0.02%
FISERV INC 0.02%
FNMA FN30 AS7154 03.0000 05/01/2046 0.02%
FORD MOTOR CO 0.02%
FORTESCUE METALS GROUP LTD 0.02%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.02%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.02%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.02%
GNR 2016-H16 EI IO 02.3507 06/20/2066 0.02%
GREAT PLAINS ENERGY INC 0.02%
GREAT PLAINS ENERGY INC 04.8500 04/01/2047 0.02%
GSMS 2011-GC3 C P/P 144A 05.8201 03/10/2044 0.02%
HANSOL CHEMICAL CO LTD 0.02%
HANWHA CHEMICAL CORP 0.02%
HARRIS CORP 0.02%
HCA INC 05.5000 06/15/2047 0.02%
HCA INC 06.5000 02/15/2020 0.02%
HMBT 2004-2 A1 01.9561 12/25/2034 0.02%
HSBC CAP FUNDING USD P/P 144A 10.1760 12/29/2049 0.02%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.02%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.02%
INTERPUBLIC GROUP OF COS INC 0.02%
JIANGSU NHWA PHARMACEUTICAL CO LTD 144A REGS WARRANT 06/22/2 0.02%
JM SMUCKER CO/THE 0.02%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.02%
JPMBB 2014-C25 C 04.5958 11/15/2047 0.02%
JPMCC 2012-C8 C P/P 144A 04.7590 10/15/2045 0.02%
JPMORGAN CHASE & CO 02.2950 08/15/2021 0.02%
KEYCORP 02.3000 12/13/2018 0.02%
KOREAN WON CALL ACCOUNT 0.02%
LAGARDERE SCA 0.02%
LIBERTY STREET FUNDING LLC 53127TVH3 DCP 08/17/2017 0.02%
LSC COMMUNICATIONS INC 0.02%
LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 0.02%
MERCER INTL INC P/P 144A 06.5000 02/01/2024 0.02%
MICROSOFT CORP 03.3000 02/06/2027 0.02%
MID-AMERICA APARTMENT COMM 0.02%
MITSUBISHI UFJ TRUST & BANKIN 60682YUU6 DCP 07/28/2017 0.02%
MLMI 2005-A2 A2 02.9811 02/25/2035 0.02%
MOTA ENGIL SGPS SA 0.02%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.02%
MSC 2011-C3 D P/P 144A 05.3268 07/15/2049 0.02%
MSC 2012-C4 XA IO P/P 144A 02.2804 03/15/2045 0.02%
NABORS INDUSTRIES LTD 0.02%
NATIONAL AUSTRALIA BANK LTD 01.2731 12/12/2017 0.02%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.02%
NATIONAL BANK OF CANADA 63307LUA7 DCP 07/10/2017 0.02%
NATIONWIDE BUILDING SOCIETY 6385E0V26 DCP 08/02/2017 0.02%
NCHET 2003-4 M1 02.3411 10/25/2033 0.02%
NETAPP INC 0.02%
NEWELL BRANDS INC 04.2000 04/01/2026 0.02%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.02%
NEXTEER AUTOMOTIVE GROUP LTD 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
NRG ENERGY INC 06.6250 01/15/2027 0.02%
NRW BANK 62939LUM9 DCP 07/21/2017 0.02%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.02%
ORTHO-CLINICAL TLB L+375 04.7827 06/30/2021 0.02%
PAYCHEX 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%
PETROLEO BRASILEIRO-SPON ADR 0.02%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.02%
PETRONET LNG LTD 0.02%
PNC BANK NA 02.0000 05/19/2020 0.02%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.02%
QEP RESOURCES INC 0.02%
RABOBANK NEDERLAND NV NY 01.4000 09/20/2017 0.02%
REED ELSEVIER PLC 0.02%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.02%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.02%
ROCHE HOLDINGS INC 77119LU31 DCP 07/03/2017 0.02%
ROWAN COMPANIES PLC-A 0.02%
RR DONNELLEY & SONS CO 0.02%
S&P GLOBAL INC 02.9500 01/22/2027 0.02%
SABINE PASS LIQUEFAC P/P 144A 04.2000 03/15/2028 0.02%
SENIOR HOUSING PROP TRUST 0.02%
SHANGHAI FOSUN PHARMACEUTI-H 0.02%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.02%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.02%
SPST 2017-1 A 02.1161 02/25/2049 0.02%
ST PHARM CO LTD 0.02%
SVENSKA HANDELSBANKEN AB 86960JU78 DCP 07/07/2017 0.02%
SWEDBANK AB 87019RVP8 DCP 08/23/2017 0.02%
TENET HEALTHCARE 04.7500 06/01/2020 0.02%
THAI BEVERAGE PCL 0.02%
THE EURO EUR CALL ACCOUNT 0.02%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.02%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.02%
TUI AG-DI 0.02%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.02%
UBS GROUP FUNDIN P/P 144A 03.0000 04/15/2021 0.02%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.02%
US BANCORP 0.02%
VERIZON COMM 04.5220 09/15/2048 0.02%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.02%
WAMU 2005-AR8 2A1A 01.5061 07/25/2045 0.02%
WESTPAC BANKING CORP 01.3206 11/02/2017 0.02%
WESTPAC BANKING CORP 01.3544 01/08/2018 0.02%
WFRBS 2011-C4 E P/P 144A 05.4143 06/15/2044 0.02%
WFRBS 2011-C5 E P/P 144A 05.8613 11/15/2044 0.02%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.02%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.02%
WILEY (JOHN) & SONS-CLASS A 0.02%
WP CAREY INC 0.02%
1.90 R ISWP FWD USL3M P 09/20/2022 0.01%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
A SCHULMAN INC 06.8750 06/01/2023 0.01%
ABBVIE INC 02.5000 05/14/2020 0.01%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
ABN AMRO FUNDING USA LLC 00084BUA0 DCP 07/10/2017 0.01%
AES CORP/VA 05.5000 04/15/2025 0.01%
AIR LEASE CORP 03.3750 06/01/2021 0.01%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.01%
ALFRESA HOLDINGS CORP 0.01%
ALLEGHENY TECHNOLOGIES INC 09.3750 06/01/2019 0.01%
ALLERGAN FUNDING SCS USD 02.3500 03/12/2018 0.01%
ALLISON TRANSMISSION P/P 144A 05.0000 10/01/2024 0.01%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.01%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.01%
ALTA MESA HLDGS P/P 144A 07.8750 12/15/2024 0.01%
ALTABA INC 0.01%
ALTRIA GROUP INC 02.8500 08/09/2022 0.01%
AMAZON.COM INC 01.2000 11/29/2017 0.01%
AMC ENT HOLDIN P/P 144A 05.8750 11/15/2026 0.01%
AMC ENT HOLDIN P/P 144A 06.1250 05/15/2027 0.01%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.01%
AMERICAN EXPRESS CO 06.1500 08/28/2017 0.01%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.01%
AMERICAN EXPRESS COMPANY 07.0000 03/19/2018 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%
ANHEUSER-BUSCH INBEV 08.2000 01/15/2039 0.01%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.01%
ARCELORMITTAL USD 07.5000 10/15/2039 0.01%
ARCHER-DANIELS-MIDLAND C 05.4500 03/15/2018 0.01%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 0.01%
ASAHI GLASS CO LTD 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%
AUTONATION INC. 05.5000 02/01/2020 0.01%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.01%
BANK OF AMERICA CORP 01.7000 08/25/2017 0.01%
BANK OF AMERICA CORP 02.0000 01/11/2018 0.01%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.01%
BANK OF NOVA SCOTIA USD 01.3750 12/18/2017 0.01%
BANK OF NOVA SCOTIA USD 02.0500 10/30/2018 0.01%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.01%
BANK OF TOKYO-MITSUBISHI UFJ 06538BUA9 DCP 07/10/2017 0.01%
BERKELEY GROUP HOLDINGS/THE 0.01%
BERRY GLOBAL GROUP INC 0.01%
BGC PARTNERS INC 05.1250 05/27/2021 0.01%
BIO-RAD LABORATORIES-A 0.01%
BIOGEN INC 03.6250 09/15/2022 0.01%
BLUE CUBE SPINCO INC 09.7500 10/15/2023 0.01%
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%
BOARDWALK PIPELINES LP 04.4500 07/15/2027 0.01%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.01%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.01%
BOYD GAMING CORP 06.3750 04/01/2026 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
BRAND ENERGY TL L+425 05.4910 06/21/2024 0.01%
BROOKFIELD RESID P/P 144A 06.5000 12/15/2020 0.01%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.01%
BUILDERS FIRSTSOURCE P/P 144A 10.7500 08/15/2023 0.01%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.01%
CAESARS ENT OPER TLB6B L+775 11.5000 03/01/2018 0.01%
CAESARS GROW PROP HLD/FI 09.3750 05/01/2022 0.01%
CAESARS GROWTH PROP TL L+300 04.0447 05/08/2021 0.01%
CALATLANTIC GROUP INC 05.8750 11/15/2024 0.01%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.01%
CANADIAN IMP BK COMM NY 01.7172 02/02/2018 0.01%
CANADIAN NATL RESOURCES USD 03.8500 06/01/2027 0.01%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.01%
CAS 2016-C05 2M1 02.5661 01/25/2029 0.01%
CBS CORP 02.9000 01/15/2027 0.01%
CBS CORP 03.5000 01/15/2025 0.01%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.01%
CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 0.01%
CDK GLOBAL INC 0.01%
CEC ENT INC 08.0000 02/15/2022 0.01%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.01%
CENOVUS ENERGY INC P/P 144A 04.2500 04/15/2027 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%
CGCMT 2014-GC19 C 05.0646 03/10/2047 0.01%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.01%
CHEMOURS CO 05.3750 05/15/2027 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHENIERE CORP CHRIST P/P 144A 05.1250 06/30/2027 0.01%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.01%
CHEVRON CORP 01.1040 12/05/2017 0.01%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.01%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.01%
CIT GROUP INC 05.0000 08/01/2023 0.01%
CITIGROUP INC 04.7500 05/18/2046 0.01%
CITIGROUP INC 05.9500 12/29/2049 0.01%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.01%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
COMCAST CORP 02.3500 01/15/2027 0.01%
COMCAST CORP 03.1500 03/01/2026 0.01%
COMCAST CORP 06.9500 08/15/2037 0.01%
COMM 2012-LC4 XA IO P/P 144A 02.3865 12/10/2044 0.01%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.01%
COMM 2013-CR11 XA IO 01.3078 08/10/2050 0.01%
COMM 2014-UBS6 XA IO 01.1801 12/10/2047 0.01%
COMMONWEALTH BANK OF AUSTRALI 01.6620 08/11/2017 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%
CONCHO RESOURCES INC 05.5000 04/01/2023 0.01%
CONOCOPHILLIPS COMPANY 01.0500 12/15/2017 0.01%
CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 0.01%
CORNING INC 0.01%
CORPORATE OFFICE PROPERTIES 0.01%
COVIDIEN INTlL FIN USD 06.0000 10/15/2017 0.01%
CRC FUNDING LLC 12619TWU4 DCP 09/28/2017 0.01%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.01%
CROWN CASTLE TOWERS P/P 144A 06.1130 01/15/2020 0.01%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.01%
CVS HEALTH CORP 02.2500 12/05/2018 0.01%
CVS HEALTH CORP 04.7500 12/01/2022 0.01%
CZECHOSLOVAKIAN KORUNA CALL ACCOUNT 0.01%
DCP MIDSTREAM OPERATING 03.8750 03/15/2023 0.01%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.01%
DEUTSCHE LUFTHANSA-REG 0.01%
DIAMONDBACK ENER P/P 144A 05.3750 05/31/2025 0.01%
DNB BANK ASA 2332K0UQ3 DCP 07/24/2017 0.01%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.01%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.01%
E.I. DU PONT DE NEMOURS 01.6996 05/01/2020 0.01%
EAGLE HLDG CO II LLC P/P 144A 07.6250 05/15/2022 0.01%
EASYJET PLC 0.01%
EBAY INC 01.3500 07/15/2017 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 08.1250 09/15/2023 0.01%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 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%
EUTELSAT COMMUNICATIONS 0.01%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.01%
EVOLUTION ESCROW P/P 144A 07.5000 03/15/2022 0.01%
EXPEDIA INC 05.0000 02/15/2026 0.01%
FHR 3829 AS IO 05.7911 03/15/2041 0.01%
FHR 4096 MI IO 04.0000 01/15/2042 0.01%
FHR 4546 PI IO 04.0000 12/15/2045 0.01%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.01%
FIRSTENERGY CORP 04.2500 03/15/2023 0.01%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.01%
FNR 2012-58 SM IO 05.2839 06/25/2042 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
FRONTIER COMM 10.5000 09/15/2022 0.01%
FTS INTL INC P/P 144A 08.7456 06/15/2020 0.01%
FU SHOU YUAN INTERNATIONAL 0.01%
FUJITSU LTD 0.01%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.01%
GAS NATURAL SDG SA 0.01%
GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 0.01%
GENERAL ELECTRIC CO 05.0000 12/29/2049 0.01%
GETTY IMAGES TLB L+350 04.7500 10/18/2019 0.01%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.01%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.01%
GNR 2013-99 AS IO 04.8378 06/20/2043 0.01%
GNR 2015-H25 BI IO 01.9935 10/20/2065 0.01%
GOLDMAN SACHS GROUP INC 02.3750 01/22/2018 0.01%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.01%
GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 0.01%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.01%
GREAT LAKES D&D P/P 144A 08.0000 05/15/2022 0.01%
GSMS 2011-GC3 D P/P 144A 05.8201 03/10/2044 0.01%
GSMS 2013-GC12 C 04.1790 06/10/2046 0.01%
GSMS 2014-GC18 C 05.1094 01/10/2047 0.01%
GSMS 2014-GC24 XA IO 00.9818 09/10/2047 0.01%
GSMS 2015-GC30 XA IO 01.0290 05/10/2050 0.01%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.01%
HAKUHODO DY HOLDINGS INC 0.01%
HCA INC 03.7500 03/15/2019 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HIGH RIDGE BRANDS CO P/P 144A 08.8750 03/15/2025 0.01%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.01%
HOME DEPOT INC 02.6250 06/01/2022 0.01%
HOST HOTELS & RESORTS 05.2500 03/15/2022 0.01%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.01%
HSBC FINANCE CORP 06.6760 01/15/2021 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.01%
HYATT HOTELS CORP 04.8500 03/15/2026 0.01%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.01%
IMM 2004-6 1A2 01.9961 10/25/2034 0.01%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.01%
INDIAN RUPEE CALL ACCOUNT 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
INTEL CORP 01.3500 12/15/2017 0.01%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.01%
INTELSAT LUXEMB USD 08.1250 06/01/2023 0.01%
INTERNATIONAL GAME TECHNOLOG 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%
JAPAN AIRLINES CO LTD 0.01%
JAPANESE YEN CALL ACCOUNT 0.01%
JOHNSON & JOHNSON 05.1500 07/15/2018 0.01%
JPMBB 2013-C12 XA IO 00.8079 07/15/2045 0.01%
JPMBB 2013-C14 C 04.7206 08/15/2046 0.01%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.01%
JPMBB 2013-C17 XA IO 01.1011 01/15/2047 0.01%
JPMBB 2014-C19 XA IO 01.3314 04/15/2047 0.01%
JPMCC 2012-C6 E P/P 144A 05.2988 05/15/2045 0.01%
JPMCC 2013-LC11 X IO 01.5626 04/15/2046 0.01%
JPMORGAN CHASE & CO 02.0000 08/15/2017 0.01%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.01%
KELLOGG CO 03.2500 04/01/2026 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.01%
KLX INC P/P 144A 05.8750 12/01/2022 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%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.01%
LAMAR ADVERTISING CO-A 0.01%
LAREDO PETROLEUM INC 07.3750 05/01/2022 0.01%
LBMLT 2004-5 A5 01.7761 09/25/2034 0.01%
LENNAR CORP 04.7500 11/15/2022 0.01%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.01%
LIBERTY STREET FUNDING LLC 53127TUQ4 DCP 07/24/2017 0.01%
LIBERTY STREET FUNDING LLC 53127TWJ8 DCP 09/18/2017 0.01%
LIONS GATE ENT P/P 144A 05.8750 11/01/2024 0.01%
LNSTR 2015-3 B P/P 144A 03.3453 04/20/2048 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
MASONITE INTL C P/P 144A 05.6250 03/15/2023 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCK & CO. INC. 01.3000 05/18/2018 0.01%
METLIFE INC. 04.7500 02/08/2021 0.01%
MHL 2005-1 1M1 01.9361 02/25/2035 0.01%
MICROSOFT CORP 02.4000 08/08/2026 0.01%
MITSUBISHI MATERIALS CORP 0.01%
MONSANTO CO 05.5000 08/15/2025 0.01%
MOODY'S CORPORATION P/P 144A 03.2500 01/15/2028 0.01%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.01%
MPLX LP 04.1250 03/01/2027 0.01%
MSBAM 2013-C10 D P/P 144A 04.2190 07/15/2046 0.01%
MSBAM 2013-C8 B 03.6998 12/15/2048 0.01%
MSBAM 2014-C14 C 04.9900 02/15/2047 0.01%
MSC 2006-HQ9 C 05.8420 07/12/2044 0.01%
MSC 2007-HQ11 AJ 05.5080 02/12/2044 0.01%
MSC 2011-C3 E P/P 144A 05.3268 07/15/2049 0.01%
MTW FOODSERVICE ESCR 09.5000 02/15/2024 0.01%
NABORS INDUSTRIES INC 04.6250 09/15/2021 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.01%
NORBORD INC P/P 144A 06.2500 04/15/2023 0.01%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 0.01%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.01%
NRW BANK 62939LU56 DCP 07/05/2017 0.01%
NTT DOCOMO INC 0.01%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 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%
OSHKOSH CORP 05.3750 03/01/2025 0.01%
PARK-OHIO IND INC P/P 144A 06.6250 04/15/2027 0.01%
PARSLEY ENERGY P/P 144A 05.3750 01/15/2025 0.01%
PATHEON HLDG I BV P/P 144A 07.5000 02/01/2022 0.01%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.01%
PEPSICO INC. 01.2500 08/13/2017 0.01%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.01%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.01%
PETROLEO BRASIL-SP PREF ADR 0.01%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.01%
PETROLEOS MEXICANOS USD 05.6250 01/23/2046 0.01%
PETROLEOS MEXICANOS USD 06.6250 06/15/2035 0.01%
PHILLIPS 66 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
PRECISION DRILLING C P/P 144A 07.7500 12/15/2023 0.01%
PRICELINE GROUP INC/THE 0.01%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.01%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.01%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.01%
PRUDENTIAL FINANCIAL INC 08.8750 06/15/2038 0.01%
PUGET SOUND ENERGY INC 06.9740 06/01/2067 0.01%
PULTEGROUP INC 05.5000 03/01/2026 0.01%
PULTEGROUP INC. 07.8750 06/15/2032 0.01%
RANGE RESOURCES CORP P/P 144A 05.7500 06/01/2021 0.01%
REALOGY GROUP/CO-ISS P/P 144A 04.8750 06/01/2023 0.01%
REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 0.01%
REPUBLIC SERVICES INC 0.01%
RETAIL PROPERTIES OF AME - A 0.01%
REVLON CONS TLB L+350 04.5438 09/07/2023 0.01%
REYNOLDS GRP ISS/REY P/P 144A 04.6584 07/15/2021 0.01%
REYNOLDS GRP ISS/REY P/P 144A 07.0000 07/15/2024 0.01%
RIO TINTO LTD 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%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.01%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 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%
SABINE PASS LIQUEFAC 05.8750 06/30/2026 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SASC 2004-2AC A1 03.2746 02/25/2034 0.01%
SCIENTIFIC GAMES INT P/P 144A 07.0000 01/01/2022 0.01%
SEK/USD 09/20/2017 SSBT 0.01%
SEMGROUP CORP P/P 144A 06.3750 03/15/2025 0.01%
SERVICE CORP INTL 05.3750 05/15/2024 0.01%
SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 0.01%
SHELF DRILL HOLD LTD P/P 144A 09.5000 11/02/2020 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 01.4918 11/15/2017 0.01%
SM ENERGY CO 06.5000 11/15/2021 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SONOCO PRODUCTS CO 0.01%
SOUTHERN CO/THE 0.01%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.01%
SPRINGLEAF FINANCE CORP 06.1250 05/15/2022 0.01%
SPRINGLEAF FINANCE CORP 08.2500 12/15/2020 0.01%
SPRINT CORP 07.2500 09/15/2021 0.01%
SPRINT CORP 07.8750 09/15/2023 0.01%
STACR 2014-HQ3 M2 03.8661 10/25/2024 0.01%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.01%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.01%
STEEL DYNAMICS INC 06.3750 08/15/2022 0.01%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.01%
SUNNY FRIEND ENVIRONMENTAL T 0.01%
SUPERIOR ENERGY SERVICES INC 0.01%
SUZUKI MOTOR CORP 0.01%
T-MOBILE USA INC 06.6250 04/01/2023 0.01%
TAIWAN DOLLAR CALL ACCOUNT 0.01%
TARO PHARMACEUTICAL INDUS 0.01%
TELEFONICA EMISIONES SAU USD 07.0450 06/20/2036 0.01%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.01%
TENNECO INC 05.3750 12/15/2024 0.01%
TEXAS GAS TRANSMISN P/P 144A 04.5000 02/01/2021 0.01%
THUNDER BAY FUNDING LLC 88602TVM2 DCP 08/21/2017 0.01%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.01%
TORONTO-DOMINION BANK/NY 01.0500 07/17/2017 0.01%
TOYOTA MOTOR CREDIT CORP 01.5500 07/13/2018 0.01%
TOYOTA MOTOR CREDIT CORP 02.0000 10/24/2018 0.01%
TREASURY BILL 00.0000 07/06/2017 0.01%
TREASURY BILL 00.0000 08/10/2017 0.01%
TURKEY GOVERNMENT BOND TRY 11.0000 03/02/2022 0.01%
TWENTY-FIRST CENTURY FOX-A 0.01%
UBSBB 2012-C2 D P/P 144A 05.0554 05/10/2063 0.01%
UBSBB 2012-C4 XA IO P/P 144A 01.8896 12/10/2045 0.01%
UNILEVER PLC 0.01%
UNITED MEXICAN STATES USD 04.7500 03/08/2044 0.01%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.01%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.01%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.01%
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 05.3750 03/15/2020 0.01%
VALEANT PHARMA P/P 144A 07.0000 03/15/2024 0.01%
VENATOR FIN SARL/VEN P/P 144A 05.7500 07/15/2025 0.01%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.01%
VERIZON COMM P/P 144A 02.9460 03/15/2022 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 0.01%
WAL-MART STORES INC 06.5000 08/15/2037 0.01%
WAMU 2004-AR13 A2B 02.0961 11/25/2034 0.01%
WAMU 2005-AR1 A1B 01.9961 01/25/2045 0.01%
WAMU 2005-AR13 A1B3 01.5761 10/25/2045 0.01%
WAMU 2005-AR19 A1A2 01.5061 12/25/2045 0.01%
WAMU 2005-AR2 1A1A 01.5461 01/25/2045 0.01%
WAMU 2005-AR2 1A1B 01.6061 01/25/2045 0.01%
WAMU 2005-AR2 2A2B 01.5961 01/25/2045 0.01%
WAMU 2005-AR8 2AB3 01.5761 07/25/2045 0.01%
WAMU 2006-AR4 1A1A 01.6317 05/25/2046 0.01%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.01%
WBCMT 2005-C21 D 05.4679 10/15/2044 0.01%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.01%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.01%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.01%
WESTROCK MWV LLC 08.2000 01/15/2030 0.01%
WEYERHAEUSER CO 07.3750 03/15/2032 0.01%
WFCM 2013-LC12 AS 04.4307 07/15/2046 0.01%
WFCM 2013-LC12 C 04.4307 07/15/2046 0.01%
WFMBS 2005-AR10 1A2 03.1569 06/25/2035 0.01%
WFRBS 2012-C9 XA IO P/P 144A 02.2327 11/15/2045 0.01%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.01%
WFRBS 2013-C15 D P/P 144A 04.6285 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 L.P. 04.8750 03/15/2024 0.01%
WILLIAMS PARTNERS LP 03.6000 03/15/2022 0.01%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 0.01%
WINDSTREAM SERVICES LLC 06.3750 08/01/2023 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
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%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.01%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.01%
1.70 R ISWP FWD USL3M P 09/20/2019 0.00%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
1011778 BC / NEW RED P/P 144A 06.0000 04/01/2022 0.00%
2.20 R ISWP FWD USL3M P 09/20/2027 0.00%
2.45 R ISWP FWD USL3M P 09/20/2047 0.00%
21ST CENTURY FOX AMERICA 03.0000 09/15/2022 0.00%
ABBVIE INC 02.9000 11/06/2022 0.00%
AES CORP/VA 04.8750 05/15/2023 0.00%
AES CORP/VA 07.3750 07/01/2021 0.00%
AES CORP/VA 08.0000 06/01/2020 0.00%
AGRIUM INC USD 05.2500 01/15/2045 0.00%
AIR LEASE CORP 03.7500 02/01/2022 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.00%
ALLERGAN FUNDING SCS USD 04.7500 03/15/2045 0.00%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.00%
ALLIANCE RES OP/FINA P/P 144A 07.5000 05/01/2025 0.00%
ALLIANT HLDG INT LLC P/P 144A 08.2500 08/01/2023 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
ALPINE FIN MERGER P/P 144A 06.8750 08/01/2025 0.00%
ALTRIA GROUP INC 04.0000 01/31/2024 0.00%
AMAG PHARMA INC P/P 144A 07.8750 09/01/2023 0.00%
AMAZON.COM INC 0.00%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.00%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.00%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.00%
AMERICAN 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 FIN 01.2500 01/17/2018 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%
APPLE INC 04.3750 05/13/2045 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%
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 07/19/2017 BANKAM 0.00%
AUD/USD 07/19/2017 BCAP-FX 0.00%
AUD/USD 07/19/2017 CITI 0.00%
AUD/USD 07/19/2017 CSI-FX 0.00%
AUD/USD 07/19/2017 GSFX 0.00%
AUD/USD 07/19/2017 HSBCB 0.00%
AUD/USD 07/19/2017 JPMCB 0.00%
AUD/USD 07/19/2017 RBSF 0.00%
AUD/USD 07/19/2017 SSBT 0.00%
AUD/USD 07/19/2017 UBS 0.00%
AUD/USD 07/19/2017 WPAC 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
AVAYA INC P/P 144A 07.0000 04/01/2019 0.00%
AVAYA TLB7 L+525 06.4165 05/29/2020 0.00%
AXA SA P/P 144A 06.4630 12/29/2049 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 NOVA SCOTIA HOUS 01.5342 09/07/2017 0.00%
BAYTEX ENERGY CORP P/P 144A 05.1250 06/01/2021 0.00%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.00%
BELDEN INC P/P 144A 05.5000 09/01/2022 0.00%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.00%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.00%
BERRY PLASTICS CORP 05.1250 07/15/2023 0.00%
BERRY PLASTICS CORP 05.5000 05/15/2022 0.00%
BERRY PLASTICS ESCRO 06.0000 10/15/2022 0.00%
BNP PARIBAS USD 02.3750 09/14/2017 0.00%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.00%
BON-TON DEPT STORES 08.0000 06/15/2021 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
BP CAPITAL MARKETS PLC USD 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%
BROADRIDGE FINANCIAL SOLUTIO 0.00%
BURLINGTN NORTH SANTA FE 05.4000 06/01/2041 0.00%
BURLINGTN NORTH SANTA FE 05.7500 05/01/2040 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 07/19/2017 BANKAM 0.00%
CAD/USD 07/19/2017 CITI 0.00%
CAD/USD 07/19/2017 GSFX 0.00%
CAD/USD 07/19/2017 HSBCB 0.00%
CAD/USD 07/19/2017 JPMCB 0.00%
CAD/USD 07/19/2017 RBSF 0.00%
CAD/USD 07/19/2017 SSBT 0.00%
CAD/USD 07/19/2017 UBS 0.00%
CALATLANTIC GROUP INC. 06.2500 12/15/2021 0.00%
CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 0.00%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.00%
CALPINE CORP 05.7500 01/15/2025 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CALPINE CORP P/P 144A 06.0000 01/15/2022 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 2014-C03 2M1 02.4161 07/25/2024 0.00%
CBRE SERVICES INC 04.8750 03/01/2026 0.00%
CBRE SERVICES INC 05.0000 03/15/2023 0.00%
CBRE SERVICES INC 05.2500 03/15/2025 0.00%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.00%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.00%
CCM MERGER INC P/P 144A 06.0000 03/15/2022 0.00%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 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%
CDK GLOBAL INC P/P 144A 04.8750 06/01/2027 0.00%
CELANESE US HOLDINGS LLC 05.8750 06/15/2021 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 00.6258 10/15/2049 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 CORP 05.7500 03/15/2023 0.00%
CHF/USD 09/20/2017 BCAP-FX 0.00%
CHF/USD 09/20/2017 CSI-FX 0.00%
CHF/USD 09/20/2017 GSFX 0.00%
CHF/USD 09/20/2017 JPMCB 0.00%
CHF/USD 09/20/2017 UBS 0.00%
CHS/COMMUNITY HEALTH 08.0000 11/15/2019 0.00%
CHS/COMMUNITY HEALTH SYS 07.1250 07/15/2020 0.00%
CIGNA CORP 04.5000 03/15/2021 0.00%
CINEMARK USA INC 04.8750 06/01/2023 0.00%
CINEMARK USA INC 05.1250 12/15/2022 0.00%
CISCO SYSTEMS INC 0.00%
CIT GROUP INC 03.8750 02/19/2019 0.00%
CIT GROUP INC P/P 144A 05.5000 02/15/2019 0.00%
CIT GROUP INC. 05.0000 08/15/2022 0.00%
CITIGROUP INC 05.5000 09/13/2025 0.00%
CITIGROUP INC 05.8750 12/29/2049 0.00%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.00%
CLEAR CHANNEL TLD L+675 07.7947 01/30/2019 0.00%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.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 CS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.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.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 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
COCA-COLA CO/THE 02.2500 09/01/2026 0.00%
COLGATE-PALMOLIVE CO 0.00%
COMCAST CORP 06.4500 03/15/2037 0.00%
COMCAST CORP 06.5000 11/15/2035 0.00%
COMM 2014-CR16 XA IO 01.3542 04/10/2047 0.00%
COMM 2014-CR17 XA IO 01.3060 05/10/2047 0.00%
COMMERCEHUB INC-SERIES C 0.00%
CONCORDIA INTL P/P 144A 07.0000 04/15/2023 0.00%
CONCORDIA INTL P/P 144A 09.0000 04/01/2022 0.00%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.00%
CONSTELLATION BRANDS INC 03.7000 12/06/2026 0.00%
CONTINENTAL RES 04.5000 04/15/2023 0.00%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.00%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.00%
CONTINENTAL RESOURCES 05.0000 09/15/2022 0.00%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.00%
CPG INTL TL L+375 04.8968 05/03/2024 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%
CREDIT ACCEPTANC 07.3750 03/15/2023 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%
CSX CORP 04.1000 03/15/2044 0.00%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
CYTEC INDUSTRIES INC. 03.5000 04/01/2023 0.00%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.00%
DAVITA INC 0.00%
DCP MIDSTREAM OPERATING 02.7000 04/01/2019 0.00%
DEERE & COMPANY 02.6000 06/08/2022 0.00%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.00%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.00%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.00%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.00%
DEVON ENERGY CORPORATION 03.2500 05/15/2022 0.00%
DFC FINANCE CORP P/P 144A 10.5000 06/15/2020 0.00%
DIAGEO INVESTMENT CORP 08.0000 09/15/2022 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 05.8750 06/15/2021 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.00%
DIAMONDBACK ENER P/P 144A 04.7500 11/01/2024 0.00%
DKK/USD 09/20/2017 CITI 0.00%
DYNEGY INC. 06.7500 11/01/2019 0.00%
E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 0.00%
EASTMAN CHEMICAL CO 03.8000 03/15/2025 0.00%
EGYPTIAN POUND CALL ACCOUNT 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
ELDORADO RESORTS INC P/P 144A 06.0000 04/01/2025 0.00%
ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 0.00%
EMPIRE STATE REALTY TRUST-A 0.00%
ENERGY TRANSFER LP 05.2000 02/01/2022 0.00%
ENERGY TRANSFER LP 06.1250 12/15/2045 0.00%
ENERGY TRANSFER LP 06.5000 02/01/2042 0.00%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.00%
EPR PROPERTIES 05.7500 CUM CV PFD 0.00%
EQT MIDSTREAM PARTNERS L 04.0000 08/01/2024 0.00%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.00%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.00%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.00%
EUR/USD 09/20/2017 BANKAM 0.00%
EUR/USD 09/20/2017 BCAP-FX 0.00%
EUR/USD 09/20/2017 CITI 0.00%
EUR/USD 09/20/2017 CSI-FX 0.00%
EUR/USD 09/20/2017 GSFX 0.00%
EUR/USD 09/20/2017 HSBCB 0.00%
EUR/USD 09/20/2017 JPMCB 0.00%
EUR/USD 09/20/2017 RBSF 0.00%
EUR/USD 09/20/2017 SSBT 0.00%
EUR/USD 09/20/2017 UBS 0.00%
EUR/USD 09/20/2017 WPAC 0.00%
EW SCRIPPS CO P/P 144A 05.1250 05/15/2025 0.00%
EXPEDIA INC 05.9500 08/15/2020 0.00%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.00%
FEDEX CORP 02.6250 08/01/2022 0.00%
FHR 4329 MI IO 04.5000 06/15/2026 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%
FREEPORT-MCMORAN COPPER & GOL 03.5500 03/01/2022 0.00%
FREEPORT-MCMORAN INC 06.7500 02/01/2022 0.00%
FRONTIER COMM 11.0000 09/15/2025 0.00%
FRONTIER COMMUNICATIONS 07.6250 04/15/2024 0.00%
GATES GLOBAL TLB L+325 04.4076 03/31/2024 0.00%
GBP/USD 09/20/2017 BANKAM 0.00%
GBP/USD 09/20/2017 CITI 0.00%
GBP/USD 09/20/2017 CSI-FX 0.00%
GBP/USD 09/20/2017 GSFX 0.00%
GBP/USD 09/20/2017 HSBCB 0.00%
GBP/USD 09/20/2017 JPMCB 0.00%
GBP/USD 09/20/2017 SSBT 0.00%
GBP/USD 09/20/2017 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 02.6250 07/10/2017 0.00%
GENERAL MOTORS FINL CO 03.0000 09/25/2017 0.00%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.00%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.00%
GENON ENERGY INC. 09.8750 10/15/2020 0.00%
GENPACT LTD 0.00%
GLP CAP LP / FIN II 04.8750 11/01/2020 0.00%
GMAC CAPITAL TRUST I PCT 06.9667 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 04.9283 07/16/2043 0.00%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.00%
GNR 2015-H26 EI IO 01.7165 10/20/2065 0.00%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.00%
GRAHAM HOLDINGS CO-CLASS B 0.00%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.00%
GRINDING MEDIA/M P/P 144A 07.3750 12/15/2023 0.00%
HALCON RESOURCES COR P/P 144A 12.0000 02/15/2022 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HALYARD HEALTH INC 06.2500 10/15/2022 0.00%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.00%
HCA INC 05.0000 03/15/2024 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HCP INC 04.2500 11/15/2023 0.00%
HEALTHCARE REALTY TRUST INC 03.8750 05/01/2025 0.00%
HEICO CORP 0.00%
HESS CORP 07.3000 08/15/2031 0.00%
HKD/USD 08/16/2017 BCAP-FX 0.00%
HONEYWELL INTERNATIONAL 04.2500 03/01/2021 0.00%
HONEYWELL INTERNATIONAL 05.3750 03/01/2041 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
HOST HOTELS & RESORTS LP 06.0000 10/01/2021 0.00%
HUB HLDG LLC/HUB HOL P/P 144A 08.1250 07/15/2019 0.00%
HUB INTL LTD P/P 144A 07.8750 10/01/2021 0.00%
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%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.00%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.00%
INR/USD 08/16/2017 BANKAM 0.00%
INR/USD 08/16/2017 GSFX 0.00%
INTELSAT LUXEMB USD 07.7500 06/01/2021 0.00%
INTERCONTINENTAL EXCHANGE IN 0.00%
INTUITIVE SURGICAL INC 0.00%
INVISTA FINANCE LLC P/P 144A 04.2500 10/15/2019 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.13 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 06.0000 10/01/2020 0.00%
IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
ISTAR INC. 05.0000 07/01/2019 0.00%
ITAUSA-INVESTIMENTOS ITAU SA 0.00%
JABIL INC 08.2500 03/15/2018 0.00%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.00%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.00%
JC PENNEY CORP INC 05.6500 06/01/2020 0.00%
JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 0.00%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.00%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.00%
JPMORGAN CHASE & CO 04.1250 12/15/2026 0.00%
JPMORGAN CHASE & CO 07.9000 12/29/2049 0.00%
JPY/USD 08/16/2017 BANKAM 0.00%
JPY/USD 08/16/2017 BCAP-FX 0.00%
JPY/USD 08/16/2017 CITI 0.00%
JPY/USD 08/16/2017 CSI-FX 0.00%
JPY/USD 08/16/2017 GSFX 0.00%
JPY/USD 08/16/2017 JPMCB 0.00%
JPY/USD 08/16/2017 RBSF 0.00%
JPY/USD 08/16/2017 SSBT 0.00%
JPY/USD 08/16/2017 UBS 0.00%
JPY/USD 08/16/2017 WPAC 0.00%
KEC INTERNATIONAL LTD 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.00%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.00%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.00%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.00%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.00%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.00%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.00%
KRAFT HEINZ FOODS CO 06.5000 02/09/2040 0.00%
KRATON POLYMERS P/P 144A 10.5000 04/15/2023 0.00%
LAMAR MEDIA CORP 05.3750 01/15/2024 0.00%
LAMAR MEDIA CORP 05.8750 02/01/2022 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LANDRY'S INC P/P 144A 06.7500 10/15/2024 0.00%
LAREDO PETROLEUM INC 05.6250 01/15/2022 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.6239 09/15/2039 0.00%
LEAR CORP 05.3750 03/15/2024 0.00%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.00%
LIBERTY EXPEDIA HOLD-A 0.00%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.00%
LLOYDS BANKING GROUP P/P 144A 06.6570 12/29/2049 0.00%
LUBRIZOL CORP 08.8750 02/01/2019 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 11/15/2020 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 BC 0.00%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.00%
MCDONALD'S CORP 05.7000 02/01/2039 0.00%
MCDONALD'S CORP 06.3000 03/01/2038 0.00%
MCDONALD'S CORP 06.3000 10/15/2037 0.00%
MEDTRONIC INC 03.5000 03/15/2025 0.00%
MEDTRONIC INC 04.3750 03/15/2035 0.00%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
METHANEX CORP USD 05.6500 12/01/2044 0.00%
MEXICAN PESO CALL ACCOUNT 0.00%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.00%
MGM RESORTS INTL 05.2500 03/31/2020 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 05.8750 02/15/2022 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%
MOOG INC P/P 144A 05.2500 12/01/2022 0.00%
MSBAM 2014-C17 XA IO 01.4010 08/15/2047 0.00%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.00%
NATIONWIDE MUTUAL P/P 144A 09.3750 08/15/2039 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 04.3387 10/25/2020 0.00%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.00%
NEVADA POWER CO 07.1250 03/15/2019 0.00%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.00%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.00%
NEWS CORP - CLASS B 0.00%
NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 0.00%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOBLE HOLDING INTL LTD USD 06.0500 03/01/2041 0.00%
NOK/USD 09/20/2017 BANKAM 0.00%
NOK/USD 09/20/2017 CITI 0.00%
NOK/USD 09/20/2017 CSI-FX 0.00%
NOK/USD 09/20/2017 GSFX 0.00%
NOK/USD 09/20/2017 JPMCB 0.00%
NOK/USD 09/20/2017 RBSF 0.00%
NOK/USD 09/20/2017 SSBT 0.00%
NOK/USD 09/20/2017 UBS 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 07.8750 05/15/2021 0.00%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.00%
NZD/USD 07/19/2017 BCAP-FX 0.00%
NZD/USD 07/19/2017 CSI-FX 0.00%
NZD/USD 07/19/2017 GSFX 0.00%
NZD/USD 07/19/2017 HSBCB 0.00%
NZD/USD 07/19/2017 JPMCB 0.00%
NZD/USD 07/19/2017 RBSF 0.00%
NZD/USD 07/19/2017 SSBT 0.00%
NZD/USD 07/19/2017 UBS 0.00%
NZD/USD 07/19/2017 WPAC 0.00%
O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 0.00%
O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.00%
ONCOR ELECTRIC 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%
ONEMAIN FIN HLDG INC P/P 144A 06.7500 12/15/2019 0.00%
ONEMAIN FIN HLDG INC P/P 144A 07.2500 12/15/2021 0.00%
ORACLE CORP 02.5000 10/15/2022 0.00%
ORACLE CORP 05.3750 07/15/2040 0.00%
ORANGE SA USD 04.1250 09/14/2021 0.00%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.00%
OSHKOSH CORP 05.3750 03/01/2022 0.00%
PACIFIC GAS & ELECTRIC 06.0500 03/01/2034 0.00%
PACIFIC GAS & ELECTRIC 06.3500 02/15/2038 0.00%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.00%
PACTIV LLC 08.3750 04/15/2027 0.00%
PCCW LTD 0.00%
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%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.00%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.00%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PHILIPPINE PESO CALL ACCOUNT 0.00%
PILGRIM'S PRIDE CORP P/P 144A 05.7500 03/15/2025 0.00%
PLATFORM SPECIALTY P P/P 144A 10.3750 05/01/2021 0.00%
PLATFORM SPECIALTY P/P 144A 06.5000 02/01/2022 0.00%
POLISH ZLOTY CALL ACCOUNT 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%
PRECISION DRILL USD 05.2500 11/15/2024 0.00%
PRESTIGE BRANDS INC P/P 144A 05.3750 12/15/2021 0.00%
PRICELINE GROUP INC/THE 03.6500 03/15/2025 0.00%
PRIMERICA INC 04.7500 07/15/2022 0.00%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.00%
PUB SVC ELEC & GAS 05.5000 03/01/2040 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
QVC INC 04.4500 02/15/2025 0.00%
QVC INC 04.8500 04/01/2024 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
REALTY INCOME CORP 04.6500 08/01/2023 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REVLON CONSUMER PRODS 05.7500 02/15/2021 0.00%
ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 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%
RUSSELL 2000 MINI SEP17 RTAU7 0.00%
S&P GLOBAL INC 04.4000 02/15/2026 0.00%
S&P MID 400 EMINI SEP17 FAU7 0.00%
S&P500 EMINI FUT SEP17 ESU7 0.00%
SANDRIDGE ENERGY INC 0.00%
SCIENTIFIC GAMES INTERNA 06.2500 09/01/2020 0.00%
SEALED AIR CORP P/P 144A 05.1250 12/01/2024 0.00%
SEALED AIR CORP P/P 144A 05.5000 09/15/2025 0.00%
SEALED AIR CORP P/P 144A 06.8750 07/15/2033 0.00%
SEK/USD 09/20/2017 BANKAM 0.00%
SEK/USD 09/20/2017 BCAP-FX 0.00%
SEK/USD 09/20/2017 CITI 0.00%
SEK/USD 09/20/2017 CSI-FX 0.00%
SEK/USD 09/20/2017 GSFX 0.00%
SEK/USD 09/20/2017 JPMCB 0.00%
SEK/USD 09/20/2017 RBSF 0.00%
SEK/USD 09/20/2017 UBS 0.00%
SELECT INCOME REIT 02.8500 02/01/2018 0.00%
SELECT INCOME REIT 03.6000 02/01/2020 0.00%
SERVICE CORP INTL 05.3750 01/15/2022 0.00%
SEVEN GENS ENER P/P 144A 08.2500 05/15/2020 0.00%
SGD/USD 08/16/2017 BANKAM 0.00%
SGD/USD 08/16/2017 HSBCB 0.00%
SGD/USD 08/16/2017 JPMCB 0.00%
SGD/USD 08/16/2017 SSBT 0.00%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.00%
SINGAPORE DOLLAR CALL ACCOUNT 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%
SOUTHERN STAR CENT P/P 144A 05.1250 07/15/2022 0.00%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.00%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.00%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
STACR 2014-DN3 M2 03.6161 08/25/2024 0.00%
STATOIL ASA USD 05.1000 08/17/2040 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.00%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.00%
SWISS FRANC CALL ACCOUNT 0.00%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC 06.1250 01/15/2022 0.00%
T-MOBILE USA INC 06.3750 03/01/2025 0.00%
T-MOBILE USA INC 06.8360 04/28/2023 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TARGA RES PRTNRS P/P 144A 05.1250 02/01/2025 0.00%
TARGA RES PRTNRS P/P 144A 05.3750 02/01/2027 0.00%
TAYLOR MORRISON COMM P/P 144A 05.2500 04/15/2021 0.00%
TAYLOR MORRISON P/P 144A 05.6250 03/01/2024 0.00%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TECK RESOURCES LIMITED USD 04.7500 01/15/2022 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TENET HEALTHCARE 06.0000 10/01/2020 0.00%
TENET HEALTHCARE 06.2500 11/01/2018 0.00%
TENET HEALTHCARE COR 04.7456 06/15/2020 0.00%
TENNANT CO P/P 144A 05.6250 05/01/2025 0.00%
TENNECO INC 05.0000 07/15/2026 0.00%
TERVITA CORP CLASS A 0.00%
TESORO LOGISTICS LP/CORP 05.2500 01/15/2025 0.00%
TEVA PHARMACEUTICALS NE USD 03.1500 10/01/2026 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THAILAND BAHT CALL ACCOUNT 0.00%
THE BEAR STEARNS COS LLC 06.4000 10/02/2017 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%
TMS INTL CORP P/P 144A 07.6250 10/15/2021 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 SEP17 TPU7 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.3750 06/15/2026 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSDIGM INC 06.5000 07/15/2024 0.00%
TRAVELERS PPTY CASUALTY 07.7500 04/15/2026 0.00%
TREASURY BILL 00.0000 08/03/2017 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 LLC 06.3750 08/15/2020 0.00%
TRW AUTOMOTIVE INC P/P 144A 04.5000 03/01/2021 0.00%
TRY/USD 09/20/2017 RBSF 0.00%
TRY/USD 09/20/2017 UBS 0.00%
TURKISH LIRA-NEW CALL ACCOUNT 0.00%
TWD/USD 08/16/2017 CITI 0.00%
TXU TCEH RIGHTS 0.00%
TYSON FOODS INC 04.8750 08/15/2034 0.00%
TYSON FOODS INC 05.1500 08/15/2044 0.00%
UBSBB 2012-C3 C P/P 144A 05.1915 08/10/2049 0.00%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.00%
UNITED TECHNOLOGIES CORP 04.5000 06/01/2042 0.00%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.00%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.00%
UNITEDHEALTH GROUP INC 04.6250 11/15/2041 0.00%
UNITEDHEALTH GROUP INC 06.0000 02/15/2018 0.00%
UNIVISION TLC5 L+275 03.7947 03/15/2024 0.00%
US 10YR NOTE (CBT)SEP17 TYU7 0.00%
US 2YR NOTE (CBT) SEP17 TUU7 0.00%
US 5YR NOTE (CBT) SEP17 FVU7 0.00%
US CONCRETE INC 06.3750 06/01/2024 0.00%
US CONCRETE INC P/P 144A 06.3750 06/01/2024 0.00%
US FOODS HOLDING CORP 0.00%
US LONG BOND(CBT) SEP17 USU7 0.00%
US ULTRA BOND CBT SEP17 WNU7 0.00%
USD/CNH PUT 6.60 20171006 GSFX 0.00%
USD/CNH PUT 6.60 20171013 BANKAM 0.00%
USD/CNH PUT 6.70 20171006 GSFX 0.00%
USD/CNH PUT 6.70 20171013 BANKAM 0.00%
USD/JPY PUT 103.00 20171106 BANKAM 0.00%
USD/JPY PUT 107.00 20171106 BANKAM 0.00%
USG CORP P/P 144A 05.5000 03/01/2025 0.00%
VALEANT PHARMA P/P 144A 05.8750 05/15/2023 0.00%
VALEANT PHARMA P/P 144A 06.5000 03/15/2022 0.00%
VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 0.00%
VALERO ENERGY PARTNERS 04.3750 12/15/2026 0.00%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.00%
VIACOM INC 04.5000 03/01/2021 0.00%
VULCAN MATERIALS COMPANY 04.5000 04/01/2025 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 02.1961 11/25/2034 0.00%
WAMU 2005-AR1 A2A3 02.0161 01/25/2045 0.00%
WAMU 2005-AR2 2A1B 01.5861 01/25/2045 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEATHERFORD BERMUDA P/P 144A 09.8750 02/15/2024 0.00%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WEST CORP P/P 144A 05.3750 07/15/2022 0.00%
WESTPAC BANKING CORP 01.6493 08/07/2017 0.00%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.00%
WESTROCK MWV LLC 07.9500 02/15/2031 0.00%
WFMBS 2005-AR8 1A2 03.2570 06/25/2035 0.00%
WFRBS 2012-C10 XA IO P/P 144A 01.7944 12/15/2045 0.00%
WFRBS 2013-C12 XA IO P/P 144A 01.5119 03/15/2048 0.00%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.00%
WIDEOPENWEST FIN 10.2500 07/15/2019 0.00%
WISTRON CORP 0.00%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.00%
WORLD FUEL SERVICES CORP 0.00%
WP CAREY INC 04.6000 04/01/2024 0.00%
WYNDHAM WORLDWIDE CORP 05.6250 03/01/2021 0.00%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.01%
HUNGARIAN FORINT CALL ACCOUNT -0.01%
NZD/USD 07/19/2017 BANKAM -0.01%
NZD/USD 07/19/2017 CITI -0.01%
RU10INTR P USL3M R 11/27/17 CI -0.01%
RU10INTR P USL3M R 11/27/17 CI -0.01%
SOUTH AFRICAN RAND CALL ACCOUNT -0.01%
UAE DIRHAM CALL ACCOUNT -0.02%
RU10INTR P USL3M R 11/27/17 CI -0.04%
CGPUTQL2 R USL3M P 12/01/17 CI -0.06%

Prior top holdings

Top holdings as of 08/31/17
Putnam Retirement Advantage GAA Growth Trust 82.35%
Putnam Retirement Advantage GAA All Equities Trust 14.48%
Putnam Retirement Advantage GAA Money Market Trust 3.22%
Top holdings as of 07/31/17
Putnam Retirement Advantage GAA Growth Trust 82.30%
Putnam Retirement Advantage GAA All Equities Trust 14.46%
Putnam Retirement Advantage GAA Money Market Trust 3.29%
Top holdings as of 06/30/17
Putnam Retirement Advantage GAA Growth Trust 82.41%
Putnam Retirement Advantage GAA All Equities Trust 14.48%
Putnam Retirement Advantage GAA Money Market Trust 3.16%
Top holdings as of 05/31/17
Putnam Retirement Advantage GAA Growth Trust 82.37%
Putnam Retirement Advantage GAA All Equities Trust 14.46%
Putnam Retirement Advantage GAA Money Market Trust 3.22%

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