Retirement Advantage 2045 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 $17.32
0.06% | $0.01
$17.46
01/26/18
$15.44
09/26/17
Historical fund price

Fund facts as of 08/31/18

Total net assets
$359.78M
Turnover (fiscal year end)
48%
Dividend frequency
Annually
Number of holdings
3
Fiscal year-end
September
CUSIP / Fund code
746751171 / 2008
Inception date
01/03/08
Class I  
Category
Target Date
Open to new investors
Ticker
--

Management team

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


Manager commentary | Q2 2018

A glide path designed for retirement outcomes

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



Performance

  • Total return (%) as of 06/30/18

  • Annual performance as of 06/30/18

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

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
At net asset value 11.18% 8.10% 10.86% 7.87%
Custom Retirement Advantage 2045 Index 11.04% 8.91% 10.40% 7.84%

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

Performance snapshot

  At net asset value  
1 mt. as of 08/31/18 1.24 %
YTD as of 09/21/18 5.22 %

Risk-adjusted performance as of 08/31/18

Alpha (3 yrs.) -1.23
Sharpe ratio (3 yrs.) 1.26
Treynor ratio (3 yrs.) 10.43
Information ratio (3 yrs.) -0.63

Volatility as of 08/31/18

Standard deviation (3 yrs.) 8.54%
Beta 1.03
R-squared 0.98

Capture ratio as of 08/31/18

Up-market (3 yrs.) 101.03
Down-market (3 yrs.) 115.18

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

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

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


Holdings

Top holdings as of 08/31/18

Putnam Retirement Advantage GAA Growth Trust 75.88%
Putnam Retirement Advantage GAA All Equities Trust 23.78%
Putnam Retirement Advantage GAA Money Market Trust 0.39%

Full portfolio holdings as of 06/30/18

ALPHABET INC-CL A 2.04%
JPMORGAN CHASE & CO 1.41%
VERIZON COMMUNICATIONS INC 1.06%
APPLE INC 1.03%
CISCO SYSTEMS INC 1.02%
CITIGROUP INC 1.02%
BOEING CO/THE 1.00%
HOME DEPOT INC 0.97%
NVIDIA CORP 0.91%
SPDR S&P 500 ETF TRUST 0.86%
AMAZON.COM INC 0.78%
MICROSOFT CORP 0.71%
FACEBOOK INC-A 0.70%
PEPSICO INC 0.67%
VALERO ENERGY CORP 0.65%
ORACLE CORP 0.62%
JOHNSON & JOHNSON 0.58%
COCA-COLA CO/THE 0.53%
FNMA FN30 TBA 04.0000 07/01/2048 0.53%
OCCIDENTAL PETROLEUM CORP 0.53%
CONOCOPHILLIPS 0.49%
ANTHEM INC 0.47%
INTUIT INC 0.47%
WALT DISNEY CO/THE 0.47%
NORTHROP GRUMMAN CORP 0.46%
TREASURY BILL 00.0000 07/19/2018 0.46%
MERCK & CO. INC. 0.44%
AMGEN INC 0.40%
HALLIBURTON CO 0.40%
HONEYWELL INTERNATIONAL INC 0.40%
S&P GSCI 3X NOTE 04/01/2019 0.40%
BRISTOL-MYERS SQUIBB CO 0.39%
ELI LILLY & CO 0.39%
GNMA GII30 MA4652 03.5000 08/20/2047 0.38%
INTL BUSINESS MACHINES CORP 0.38%
MORGAN STANLEY 0.38%
FORD MOTOR CO 0.36%
MONDELEZ INTERNATIONAL INC-A 0.36%
HUMANA INC 0.35%
SAMSUNG ELECTRONICS CO LTD 0.35%
DELTA AIR LINES INC 0.34%
NETAPP INC 0.34%
TENCENT HOLDINGS LTD 0.34%
COGNIZANT TECH SOLUTIONS-A 0.33%
NOVARTIS AG-REG 0.33%
ROSS STORES INC 0.33%
SYSCO CORP 0.33%
ALIBABA GROUP HOLDING-SP ADR 0.31%
E*TRADE FINANCIAL CORPORATION 0.31%
ROCHE HOLDING AG-GENUSSCHEIN 0.31%
CIGNA CORP 0.30%
KINDER MORGAN INC 0.30%
RAYTHEON COMPANY 0.30%
TOTAL SA 0.30%
WALGREENS BOOTS ALLIANCE INC 0.30%
BAXTER INTERNATIONAL INC 0.29%
FNMA FN15 TBA 03.0000 07/01/2033 0.29%
ROYAL DUTCH SHELL PLC-B SHS 0.29%
FNMA FN30 MA3238 03.5000 01/01/2048 0.28%
US BANCORP 0.28%
ABIOMED INC 0.27%
AUTOMATIC DATA PROCESSING 0.27%
HP INC 0.27%
PALO ALTO NETWORKS INC 0.27%
PVH CORP 0.27%
REGIONS FINANCIAL CORP 0.27%
TEXAS INSTRUMENTS INC 0.27%
WILLIAMS COS INC 0.27%
ESTEE LAUDER COMPANIES-CL A 0.26%
LOCKHEED MARTIN CORP 0.26%
MCKESSON CORP 0.26%
PFIZER INC 0.26%
PRUDENTIAL FINANCIAL INC 0.26%
RED HAT INC 0.26%
TAIWAN SEMICONDUCTOR MANUFAC 0.26%
TIFFANY & CO 0.26%
LULULEMON ATHLETICA INC 0.25%
ABBVIE INC 0.24%
BOSTON SCIENTIFIC CORP 0.24%
CAPITAL ONE FINANCIAL CORP 0.24%
CUMMINS INC 0.24%
ENTERGY CORP 0.24%
AGILENT TECHNOLOGIES INC 0.23%
ALLIANZ SE-REG 0.23%
BHP BILLITON LIMITED 0.23%
GILEAD SCIENCES INC 0.23%
GNMA GII30 TBA 03.5000 08/01/2048 0.23%
AMERIPRISE FINANCIAL INC 0.22%
CARNIVAL CORP 0.22%
INGERSOLL-RAND PLC 0.22%
LAS VEGAS SANDS CORP 0.22%
METLIFE INC 0.22%
MICHAEL KORS HOLDINGS LTD 0.22%
ROYAL CARIBBEAN CRUISES LTD 0.22%
F5 NETWORKS INC 0.21%
FIFTH THIRD BANCORP 0.21%
GOLDMAN SACHS GROUP INC 0.21%
DISCOVER FINANCIAL SERVICES 0.20%
FORTINET INC 0.20%
KDDI CORP 0.20%
KLA-TENCOR CORP 0.20%
SUMITOMO MITSUI FINANCIAL GR 0.20%
WASTE MANAGEMENT INC 0.20%
ENI SPA 0.19%
FIDELITY NATIONAL INFO SERV 0.19%
HILTON WORLDWIDE HOLDINGS IN 0.19%
KONINKLIJKE AHOLD DELHAIZE N 0.19%
ASTELLAS PHARMA INC 0.18%
BASF SE 0.18%
CENTENE CORP 0.18%
CENTRAL JAPAN RAILWAY CO 0.18%
ENEL SPA 0.18%
EQUINOR ASA 0.18%
EQUITY RESIDENTIAL TR REIT 0.18%
FRESENIUS MEDICAL CARE AG & 0.18%
HARTFORD FINANCIAL SVCS GRP 0.18%
HERSHEY CO/THE 0.18%
HITACHI LTD 0.18%
MIZUHO FINANCIAL GROUP INC 0.18%
REPSOL SA 0.18%
ROCKWELL AUTOMATION INC 0.18%
SANDVIK AB 0.18%
VF CORP 0.18%
APPLIED MATERIALS INC 0.17%
CK ASSET HOLDINGS LTD 0.17%
DELL TECHNOLOGIES INC-CL V 0.17%
FHLMC FH30G G08814 04.0000 05/01/2048 0.17%
FNMA FN15 AL9468 03.0000 12/01/2031 0.17%
GNMA GII30 MA4837 03.5000 11/20/2047 0.17%
HOYA CORP 0.17%
ISHARES MSCI EMERGING MARKET 0.17%
LEGAL & GENERAL GROUP PLC 0.17%
MUENCHENER RUECKVER AG-REG 0.17%
NIPPON TELEGRAPH & TELEPHONE 0.17%
NRG ENERGY INC 0.17%
SAINSBURY (J) PLC 0.17%
VINCI SA 0.17%
ZOETIS INC 0.17%
AGEAS 0.16%
AXA SA 0.16%
COVESTRO AG 0.16%
DNB NOR ASA 0.16%
FIAT CHRYSLER AUTOMOBILES NV 0.16%
FLEETCOR TECHNOLOGIES INC 0.16%
GALAXY ENT GRP L 0.16%
ITOCHU CORP 0.16%
MASTERCARD INC - A 0.16%
NASPERS LTD-N SHS 0.16%
NEWMONT MINING CORP 0.16%
ORIX CORP 0.16%
PEUGEOT SA 0.16%
PROCTER & GAMBLE CO/THE 0.16%
VOLVO AB-B SHS 0.16%
WYNDHAM DESTINATIONS INC 0.16%
AIR PRODUCTS & CHEMICALS INC 0.15%
ANGLO AMER PLC 0.15%
ARCELORMITTAL 0.15%
BNP PARIBAS 0.15%
KANSAS CITY SOUTHERN 0.15%
LOEWS CORP 0.15%
MOLSON COORS BREWING CO -B 0.15%
PACKAGING CORP OF AMERICA 0.15%
RESONA HOLDINGS INC 0.15%
RIO TINTO PLC 0.15%
TAYLOR WIMPEY PLC 0.15%
WEYERHAEUSER CO 0.15%
ABN AMRO GROUP NV-CVA 0.14%
ACS ACTIVIDADES 0.14%
AMERICAN ELECTRIC POWER 0.14%
CONAGRA BRANDS INC 0.14%
DENTSPLY SIRONA INC 0.14%
GLAXOSMITHKLINE PLC 0.14%
HUNTSMAN CORP 0.14%
MITSUI AND CO LTD 0.14%
ONEOK INC 0.14%
PERSIMMON PLC 0.14%
WOOLWORTHS GROUP LTD 0.14%
ALLY FINANCIAL INC 0.13%
AMADEUS IT GROUP SA 0.13%
AVERY DENNISON CORP 0.13%
BIOGEN INC 0.13%
CIT GROUP INC 0.13%
CMS ENERGY CORP 0.13%
FNMA FN30 TBA 06.0000 07/01/2048 0.13%
MARUBENI CORP 0.13%
SHIONOGI & CO LTD 0.13%
SWISSCOM AG-REG 0.13%
TREASURY BILL 00.0000 07/26/2018 0.13%
TREASURY BILL 00.0000 08/09/2018 0.13%
TWENTY-FIRST CENTURY FOX - B 0.13%
WELLCARE HEALTH PLANS INC 0.13%
XL GROUP LTD 0.13%
ALLISON TRANSMISSION HOLDING 0.12%
AMEREN CORPORATION 0.12%
BERKELEY GROUP HOLDINGS/THE 0.12%
CENTERPOINT ENERGY INC 0.12%
CTBC FINANCIAL HOLDING CO LT 0.12%
FNMA FN30 MA2737 03.0000 09/01/2046 0.12%
INTL CONSOLIDATED AIRLINE-DI 0.12%
OWENS CORNING 0.12%
RECORDATI SPA 0.12%
SYNOPSYS INC 0.12%
TOTAL SYSTEM SERVICES INC 0.12%
TUI AG-DI 0.12%
VERTEX PHARMACEUTICALS INC 0.12%
3I GROUP PLC 0.11%
AMDOCS LTD 0.11%
AMETEK INC 0.11%
BROADRIDGE FINANCIAL SOLUTIO 0.11%
CADENCE DESIGN SYS INC 0.11%
CELANESE CORP-SERIES A 0.11%
CELGENE CORP 0.11%
DOLLAR GENERAL CORP 0.11%
DR PEPPER SNAPPLE GROUP INC 0.11%
FAURECIA 0.11%
FNMA FN30 BC9003 03.0000 11/01/2046 0.11%
GNMA GII30 MA4586 03.5000 07/20/2047 0.11%
HCP INC 0.11%
LINCOLN NATIONAL CORP 0.11%
LUKOIL PJSC-SPON ADR 0.11%
MEDIATEK INC 0.11%
PBF ENERGY INC-CLASS A 0.11%
ROYAL MAIL PLC 0.11%
SL GREEN REALTY CORP 0.11%
SPDR S&P MIDCAP 400 ETF TRST 0.11%
SWEDISH MATCH AB 0.11%
TDK CORP 0.11%
TOLL BROTHERS INC 0.11%
TOYOTA MOTOR CORP 0.11%
UCB SA 0.11%
UGI CORP 0.11%
WH GROUP LTD 0.11%
ARKEMA 0.10%
ASSOCIATED BRITISH FOODS PLC 0.10%
BERRY GLOBAL GROUP INC 0.10%
CA INC 0.10%
CBRE GROUP INC - A 0.10%
EVONIK INDUSTRIES AG 0.10%
EXPEDITORS INTL WASH INC 0.10%
MACQUARIE GROUP LTD 0.10%
NESTLE SA-REG 0.10%
PINNACLE FOODS INC 0.10%
REPO TRIPA MORTG 2.12 07/02/2018 0.10%
SBERBANK PJSC -SPONSORED ADR 0.10%
SWISS RE AG 0.10%
TELSTRA CORP LTD 0.10%
UNITED OVERSEAS BANK LTD 0.10%
VORNADO REALTY TRUST 0.10%
AES CORP 0.09%
ASSURANT INC 0.09%
BT GROUP PLC 0.09%
CHINA CONSTRUCTION BANK-H 0.09%
MSCI INC 0.09%
NORTHERN TRUST CORP 0.09%
NTT DOCOMO INC 0.09%
PROSIEBENSAT.1 MEDIA SE 0.09%
REPUBLIC SERVICES INC 0.09%
SASOL LTD 0.09%
BOOZ ALLEN HAMILTON HOLDINGS 0.08%
BRIXMOR PROPERTY GROUP INC 0.08%
CATHAY FINANCIAL HOLDING CO 0.08%
CHINA WATER AFFAIRS GROUP 0.08%
DOLLAR TREE INC 0.08%
DUKE REALTY CORP 0.08%
DUN & BRADSTREET CORP 0.08%
EDELWEISS FINANCIAL SERVICES 0.08%
FNMA FN30 BH7058 03.5000 12/01/2047 0.08%
FORMOSA CHEMICALS & FIBRE 0.08%
HONG KONG EXCHANGES & CLEAR 0.08%
HOUSING DEVELOPMENT FINANCE 0.08%
INGREDION INC 0.08%
KAR AUCTION SERVICES INC 0.08%
KEYSIGHT TECHNOLOGIES IN 0.08%
KIRIN HOLDINGS CO LTD 0.08%
LKQ CORP 0.08%
MANPOWERGROUP INC 0.08%
PENTAIR PLC 0.08%
PRINCIPAL FINANCIAL GROUP 0.08%
S&P GSCI TOT RETURN INDX 3X 144A NOTE 04/25/2019 0.08%
SIGNET JEWELERS LTD 0.08%
SK HYNIX INC 0.08%
SPIRIT REALTY CAPITAL INC 0.08%
TAISEI CORP 0.08%
VISTEON CORP 0.08%
W.R. GRACE & CO 0.08%
ALLERGAN PLC 0.07%
ASHTEAD GROUP PLC 0.07%
BWX TECHNOLOGIES INC 0.07%
CHAILEASE HOLDING CO LTD 0.07%
CHARLES RIVER LABORATORIES 0.07%
CNOOC LTD 0.07%
GRUMA S.A.B.-B 0.07%
HYATT HOTELS CORP - CL A 0.07%
JONES LANG LASALLE INC 0.07%
KAO CORP 0.07%
MARINE HARVEST 0.07%
MITSUBISHI CHEMICAL HOLDINGS 0.07%
OGE ENERGY CORP 0.07%
OTSUKA CORP 0.07%
PARK HOTELS & RESORTS INC 0.07%
PARTNERS GROUP HOLDING AG 0.07%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.07%
PING AN INSURANCE GROUP CO-H 0.07%
PINNACLE WEST CAPITAL 0.07%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.07%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.07%
SKF AB-B SHARES 0.07%
TREASURY BILL 00.0000 09/06/2018 0.07%
WALMART DE MEXICO SAB DE CV 0.07%
YANDEX NV-A 0.07%
AENA SME SA 0.06%
AMERICAN EXPRESS CO 0.06%
AMERICAN HOME 4 RENT 0.06%
ANA HOLDINGS INC 0.06%
ATHENE HOLDING LTD-CLASS A 0.06%
BLACK KNIGHT INC 0.06%
CANVEST ENVIRONMENTAL PROTEC 0.06%
COCA-COLA AMATIL LTD 0.06%
EVERGY INC 0.06%
EXTENDED STAY AMERICA INC 0.06%
FNMA FN30 TBA 03.0000 08/01/2048 0.06%
FNMA FN30 TBA 04.5000 08/01/2047 0.06%
GENTERA SAB DE CV 0.06%
HANA FINANCIAL GROUP 0.06%
HIGHWOODS PROPERTIES INC 0.06%
IND & COMM BK OF CHINA-H 0.06%
JAPAN AIRLINES CO LTD 0.06%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.06%
KEI INDUSTRIES LTD 0.06%
MADISON SQUARE GARDEN CO- A 0.06%
MCDONALD'S CORP 0.06%
NEW RESIDENTIAL INVESTMENT 0.06%
NUANCE COMMUNICATIONS INC 0.06%
POLA ORBIS HOLDINGS INC 0.06%
SERVICEMASTER GLOBAL HOLDING 0.06%
SPST 2017-6 A 02.6613 11/24/2018 0.06%
SPST 2018-1 A 02.8613 04/24/2019 0.06%
STARWOOD PROPERTY TRUST INC 0.06%
SUN HUNG KAI PROPERTIES 0.06%
TESCO PLC 0.06%
XIABUXIABU CATERING 0.06%
ZEBRA TECHNOLOGIES CORP-CL A 0.06%
ADVANCED INFO SERVICE-FOR RG 0.05%
AMERICAN FINANCIAL GROUP INC 0.05%
APARTMENT INVT & MGMT CO -A 0.05%
APPLE INC 02.1000 05/06/2019 0.05%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.05%
ATMOS ENERGY CORP 0.05%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.05%
BRILLIANCE CHINA AUTOMOTIVE 0.05%
CAS 2015-C04 1M2 07.7911 04/25/2028 0.05%
CAS 2015-C04 2M2 07.6411 04/25/2028 0.05%
CHINA EVERBRIGHT GREENTECH L 0.05%
CONSTELLATION BRANDS INC-A 0.05%
CVS HEALTH CORP 04.7800 03/25/2038 0.05%
DANAHER CORP 0.05%
DISCOVERY LTD 0.05%
EBAY INC 0.05%
EMAAR DEVELOPMENT PJSC 0.05%
ENGIE 0.05%
EXXON MOBIL CORP 0.05%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.05%
FHLMC FH30G G08747 03.0000 02/01/2047 0.05%
FNMA FN30 BC1155 03.0000 06/01/2046 0.05%
FNMA FN30 BH5117 04.0000 08/01/2047 0.05%
FNMA FN30 BM1172 03.0000 03/01/2047 0.05%
FNMA FN30 MA2863 03.0000 01/01/2047 0.05%
FORMOSA PLASTICS CORP 0.05%
GAMING AND LEISURE PROPERTIE 0.05%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.05%
GRAPE KING BIO LTD 0.05%
GRUPO FINANCIERO BANORTE-O 0.05%
HANGZHOU HIKVISION DIGITAL - A 144A/REGS WARRANT 02/11/2019 0.05%
HD SUPPLY HOLDINGS INC 0.05%
HDFC BANK LIMITED 0.05%
HSBC HOLDINGS PLC 0.05%
INDUSIND BANK LTD 0.05%
INDUSTRIAL BANK OF KOREA 0.05%
INDUSTRIVARDEN AB-A SHS 0.05%
KEC INTERNATIONAL LTD 0.05%
LEIDOS HOLDINGS INC 0.05%
LIBERTY PROPERTY TRUST 0.05%
LOWES COMPANIES INC 0.05%
MODETOUR NETWORK INC 0.05%
MORGAN STANLEY 03.6250 01/20/2027 0.05%
NEWS CORP - CLASS A 0.05%
PETRONAS CHEMICALS GROUP BHD 0.05%
PNC FINANCIAL SERVICES GROUP 0.05%
RALPH LAUREN CORP 0.05%
REPO TRIPA MORTG 2.11 07/02/2018 0.05%
SAMSUNG ELECTRONICS-PREF 0.05%
SANTANDER CONSUMER USA HOLDI 0.05%
SHENGYI TECH 144A/REGS WARRANT 05/24/2019 0.05%
SPST 2018-3 A 02.7911 07/24/2019 0.05%
SUMITOMO MITSUI TRUST HOLDIN 0.05%
SUNNY OPTICAL TECH 0.05%
SUZANO PAPEL E CELULOSE SA 0.05%
SYNOVUS FINANCIAL CORP 0.05%
TAIWAN DOLLAR CALL ACCOUNT 0.05%
TJX COMPANIES INC 0.05%
TOPPAN PRINTING CO LTD 0.05%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.05%
WABCO HOLDINGS INC 0.05%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.05%
ABC-MART INC 0.04%
AECOM 0.04%
AGNC INVESTMENT CORP 0.04%
APPLE HOSPITALITY REIT INC 0.04%
BGC PARTNERS INC-CL A 0.04%
BLUESCOPE STEEL LTD 0.04%
BRANDYWINE REALTY TRUST 0.04%
CABOT CORP 0.04%
CAFE24 CORP 0.04%
CHINA TRADITIONAL CHINESE ME 0.04%
CIMIC GROUP LTD 0.04%
COMCAST CORP 02.3500 01/15/2027 0.04%
COMM 2012-LC4 D P/P 144A 05.7774 12/10/2044 0.04%
COPA HOLDINGS SA-CLASS A 0.04%
CORELOGIC INC 0.04%
CTRIP.COM INTERNATIONAL-ADR 0.04%
DAI NIPPON PRINTING CO LTD 0.04%
DB INSURANCE CO LTD 0.04%
DEUTSCHE LUFTHANSA-REG 0.04%
DOMTAR CORP 0.04%
DOUGLAS EMMETT INC 0.04%
DUKE ENERGY CORP 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
FIRST HAWAIIAN INC 0.04%
FLEURY SA 0.04%
GARDNER DENVER HOLDINGS INC 0.04%
GEOPARK LTD 0.04%
GLOBALWAFERS CO LTD 0.04%
HONDA MOTOR CO LTD 0.04%
HUDSON PACIFIC PROPERTIES IN 0.04%
INDORAMA VENTURES-FOREIGN 0.04%
INFOSYS LTD 0.04%
IPSEN 0.04%
JABIL INC 0.04%
JNBY DESIGN LTD 0.04%
KIMBERLY-CLARK CORP 0.04%
L3 TECHNOLOGIES INC 0.04%
LARSEN & TOUBRO INFO 0.04%
LIBERTY MEDIA COR-SIRIUSXM A 0.04%
LIFE STORAGE INC 0.04%
LLOYDS BANKING GROUP PLC 0.04%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.04%
MEGACABLE HOLDINGS-CPO 0.04%
MITSUBISHI ELECTRIC CORP 0.04%
MITSUBISHI GAS CHEMICAL CO 0.04%
MONDI PLC 0.04%
NINE DRAGONS PAPER HOLDINGS 0.04%
NORFOLK SOUTHERN CORP 0.04%
NVENT ELECTRIC PLC 0.04%
ORACLE CORPORATION 02.2500 10/08/2019 0.04%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.04%
POYA INTERNATIONAL CO LTD 0.04%
RANDSTAD NV 0.04%
RENAISSANCERE HOLDINGS LTD 0.04%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.04%
REPO TRIPA TREAS 2.1 07/02/2018 0.04%
ROYAL GOLD INC 0.04%
RTL GROUP 0.04%
SHINSEGAE INC 0.04%
SHRIRAM TRANSPORT FINANCE 0.04%
SINO-AMERICAN SILICON PRODUC 0.04%
SONY CORP 0.04%
SUN COMMUNITIES INC 0.04%
SUNNY FRIEND ENVIRONMENTAL T 0.04%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.04%
UNITED TRACTORS TBK PT 0.04%
VALIDUS HOLDINGS LTD 0.04%
WATERS CORP 0.04%
WFHET 2004-2 M1 02.9911 10/25/2034 0.04%
WIZZ AIR HLDG PLC 0.04%
WULIANGYE YIBIN 144A/REGS WARRANT 04/12/2019 0.04%
XINYI GLASS HOLDINGS LTD 0.04%
ALLSTATE CORP 0.03%
ALTRIA GROUP INC 02.6250 01/14/2020 0.03%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.03%
ARRIS INTERNATIONAL PLC 0.03%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.03%
AT&T INC 0.03%
AT&T INC P/P 144A 04.1000 02/15/2028 0.03%
AXIS CAPITAL HOLDINGS LTD 0.03%
AZUL SA-ADR 0.03%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.03%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.03%
BOLIDEN AB 0.03%
BPCE SA P/P 144A 04.5000 03/15/2025 0.03%
CDX CDX.NA.IG.30 100.0 06/20/2023 0.03%
CHINA STATE CONSTRUCTION INT 0.03%
CITIGROUP INC 03.8870 01/10/2028 0.03%
CITIGROUP INC 04.7500 05/18/2046 0.03%
CLEAN TEQ HOLDINGS LTD 0.03%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.03%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.03%
CTCI CORP 0.03%
DBUBS 2011-LC3A D P/P 144A 05.5154 08/10/2044 0.03%
EMPIRE STATE REALTY TRUST-A 0.03%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.03%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.03%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.03%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.03%
FNMA FN30 AS8056 03.0000 10/01/2046 0.03%
FORMOSA PETROCHEMICAL CORP 0.03%
GE CAP INTL FUNDING USD 02.3420 11/15/2020 0.03%
GENERAL DYNAMICS CORP 0.03%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.03%
GRUPO FINANCIERO GALICIA-ADR 0.03%
HERMES INTERNATIONAL 0.03%
HILL-ROM HOLDINGS INC 0.03%
HYUNDAI MARINE 0.03%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.03%
INARI AMERTRON BHD 0.03%
IRB BRASIL RESSEGUROS SA 0.03%
JTEKT CORP 0.03%
KERRY PROPERTIES LTD 0.03%
KEYENCE CORP 0.03%
KINDER MORGAN INC/DELAWA 04.3000 06/01/2025 0.03%
LOCALIZA RENT A CAR 0.03%
MAPLE ESCROW SUB P/P 144A 04.5970 05/25/2028 0.03%
MARATHON PETROLEUM CORP 0.03%
MEDIPAL HOLDINGS CORP 0.03%
MICROSOFT CORP 01.5500 08/08/2021 0.03%
MITSUBISHI UFJ FINANCIAL GRO 0.03%
MOTOR OIL (HELLAS) SA 0.03%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.03%
NCSOFT CORP 0.03%
NOMURA REAL ESTATE HOLDINGS 0.03%
PARAMOUNT GROUP INC 0.03%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.03%
POPULAR INC 0.03%
RAYONIER INC 0.03%
RJHI AB R US0001M P 06/20/19 BA 0.03%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.03%
SEALED AIR CORP 0.03%
SENIOR HOUSING PROP TRUST 0.03%
SINGAPORE AIRLINES LTD 0.03%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.03%
SKIPPER LTD 0.03%
SPORTON INTERNATIONAL INC 0.03%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.03%
SPST 2017-LD1 A 02.8911 11/25/2050 0.03%
STACR 2015-DNA3 M2 04.9411 04/25/2028 0.03%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.03%
TELEDYNE TECHNOLOGIES INC 0.03%
THE FOSCHINI GROUP LTD 0.03%
TPAT 2018-SL1 A P/P 144A 02.6911 01/25/2046 0.03%
TREASURY BILL 00.0000 07/12/2018 0.03%
TUPY SA 0.03%
UNITEDHEALTH GROUP INC 04.2500 04/15/2047 0.03%
VERIZON COMM 04.5220 09/15/2048 0.03%
WASKITA BETON PRECAST TBK PT 0.03%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.03%
21ST CENTURY FOX AMERICA 04.7500 11/15/2046 0.02%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.02%
ALTRIA GROUP INC 04.0000 01/31/2024 0.02%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.02%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.02%
ANNALY CAPITAL MANAGEMENT IN 0.02%
APPLE INC 02.0000 05/06/2020 0.02%
APPLE INC 04.2500 02/09/2047 0.02%
APPLE INC 04.3750 05/13/2045 0.02%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.02%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.02%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.02%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.02%
BOOKING HOLDINGS INC 0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.02%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.02%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.02%
CHEVRON CORP 01.5610 05/16/2019 0.02%
CHINA FORTUNE LAND DEVELOPME- A 144A/REGS WARRANT 03/25/2019 0.02%
CITIGROUP INC 02.6500 10/26/2020 0.02%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.02%
CME GROUP INC 0.02%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.02%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.02%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.02%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.02%
CROWN HOLDINGS INC 0.02%
CSAIL 2015-C1 C 04.4401 04/15/2050 0.02%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.02%
CVS HEALTH CORP 05.0500 03/25/2048 0.02%
DAIWA SECURITIES GROUP INC 0.02%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.02%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.02%
EXELON CORP 0.02%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.02%
FISERV INC 0.02%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.02%
FNMA FN30 AS7003 03.0000 04/01/2046 0.02%
FNMA FN30 AS8074 03.0000 10/01/2046 0.02%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.02%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.02%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.02%
GNR 2016-135 PI IO 04.0000 05/20/2046 0.02%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.02%
GSMS 2014-GC22 C 04.8003 06/10/2047 0.02%
HARRIS CORP 0.02%
HARVEY NORMAN HOLDINGS LTD 0.02%
HILONG HOLDING LTD 0.02%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.02%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.02%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.02%
JUBILANT FOODWORKS LTD 0.02%
JUBILANT FOODWORKS LTD 0.02%
LEAR CORP 03.8000 09/15/2027 0.02%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.02%
MAXIM INTEGRATED PRODUCTS 0.02%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.02%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.02%
MONSTER BEVERAGE CORP 0.02%
MORGAN STANLEY 02.6500 01/27/2020 0.02%
MSAC 2004-HE6 M1 02.9161 08/25/2034 0.02%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.02%
MSBAM 2014-C17 C 04.6137 08/15/2047 0.02%
MSC 2008-T29 B P/P 144A 06.3676 01/11/2043 0.02%
MSC 2012-C4 D P/P 144A 05.6009 03/15/2045 0.02%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.02%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.02%
NEXON CO LTD 0.02%
NEXT PLC 0.02%
ORACLE CORP 05.3750 07/15/2040 0.02%
OUTFRONT MEDIA INC 0.02%
PFIZER INC 01.7000 12/15/2019 0.02%
PHILLIPS 66 0.02%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.02%
REPO TRIPA TREAS 2.05 07/02/2018 0.02%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.02%
RJHI AB R US0001M P 06/25/19 BA 0.02%
ROYAL BK SCOTLND GRP PLC USD 04.8000 04/05/2026 0.02%
SALESFORCE.COM INC 03.7000 04/11/2028 0.02%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.02%
SHERWIN-WILLIAMS CO/THE 0.02%
STACR 2016-HQA2 M3 07.2411 11/25/2028 0.02%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.02%
SUNTRUST BANKS INC 0.02%
TAISHO PHARMACEUTICAL HOLDIN 0.02%
TAPESTRY INC 0.02%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.02%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.02%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.02%
TRAVELERS COS INC/THE 0.02%
TREASURY BILL 00.0000 08/23/2018 0.02%
UBS GROUP FUNDIN P/P 144A 04.2530 03/23/2028 0.02%
UNITEDHEALTH GROUP INC 0.02%
UNITEDHEALTH GROUP INC 03.1500 06/15/2021 0.02%
UNIVAR INC 0.02%
US FOODS HOLDING CORP 0.02%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.02%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.02%
WAMU 2004-AR13 A1A 02.8111 11/25/2034 0.02%
WAMU 2005-AR1 A2A1 02.7711 01/25/2045 0.02%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.02%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.02%
WFRBS 2011-C2 D P/P 144A 05.8385 02/15/2044 0.02%
WFRBS 2012-C10 D P/P 144A 04.5918 12/15/2045 0.02%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 0.02%
WM MORRISON SUPERMARKETS 0.02%
WORLDPAY INC-CLASS A 0.02%
WP CAREY INC 0.02%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.01%
ABBVIE INC 02.5000 05/14/2020 0.01%
ABBVIE INC 03.6000 05/14/2025 0.01%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
ADS INC P/P 144A 05.6250 11/15/2024 0.01%
AEGON NV 0.01%
AES CORP/THE 05.1250 09/01/2027 0.01%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.01%
AIR LEASE CORP 02.5000 03/01/2021 0.01%
AIR LEASE CORP 03.6250 04/01/2027 0.01%
AKORN INC 0.01%
ALFRESA HOLDINGS CORP 0.01%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.01%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.01%
ALPHABET INC 01.9980 08/15/2026 0.01%
ALTA MESA HLDGS 07.8750 12/15/2024 0.01%
ALTRIA GROUP INC 0.01%
AMAZON.COM INC 03.1500 08/22/2027 0.01%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 0.01%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.01%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.01%
AMGEN INC 02.6000 08/19/2026 0.01%
AMGEN INC 04.6630 06/15/2051 0.01%
ANALOG DEVICES INC 02.8500 03/12/2020 0.01%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.01%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.01%
APERGY CORP P/P 144A 06.3750 05/01/2026 0.01%
ARCELORMITTAL USD 07.0000 10/15/2039 0.01%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 0.01%
ARRW 2018-1 A3 04.1570 04/25/2048 0.01%
ASAHI GROUP HOLDINGS LTD 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.01%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.01%
AVAYA TLB L+425 06.3232 12/15/2024 0.01%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.01%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.01%
BANK OF NOVA SCOTIA USD 02.0500 10/30/2018 0.01%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 0.01%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.01%
BGC PARTNERS INC 05.1250 05/27/2021 0.01%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.01%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.01%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.01%
BOYD GAMING CORP 06.3750 04/01/2026 0.01%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.01%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
BRAND ENERGY TL L+425 06.6108 06/21/2024 0.01%
BRAZILIAN REAL CALL ACCOUNT 0.01%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.01%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.01%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.01%
CALIFORNIA RESOURC TL L+475 06.8379 11/17/2022 0.01%
CAMDEN PROPERTY TRUST 0.01%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2014-C03 2M2 04.9911 07/25/2024 0.01%
CAS 2014-C04 1M2 06.9911 11/25/2024 0.01%
CAS 2015-C01 1M2 06.3911 02/25/2025 0.01%
CAS 2015-C03 2M2 07.0911 07/25/2025 0.01%
CAS 2016-C02 1M2 08.0911 09/25/2028 0.01%
CAS 2017-C01 1M2 05.6411 07/25/2029 0.01%
CAS 2017-C03 1M2 05.0911 10/25/2029 0.01%
CBS CORP 02.9000 01/15/2027 0.01%
CBS CORP 04.6000 01/15/2045 0.01%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.01%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.01%
CDK GLOBAL INC 0.01%
CEC ENT INC 08.0000 02/15/2022 0.01%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 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%
CFCRE 2011-C2 D P/P 144A 05.9467 12/15/2047 0.01%
CGCMT 2012-GC8 XA IO P/P 144A 01.9696 09/10/2045 0.01%
CGCMT 2014-GC19 C 05.0643 03/10/2047 0.01%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.01%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.01%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.01%
CHIMERA INVESTMENT CORP 0.01%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.01%
CINEMARK USA INC 04.8750 06/01/2023 0.01%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.01%
CIT GROUP INC 05.0000 08/01/2023 0.01%
CIT GROUP INC. 05.2500 03/07/2025 0.01%
CITIGROUP INC 03.6680 07/24/2028 0.01%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.01%
CMLTI 2005-2 1A2A 03.8164 05/25/2035 0.01%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.01%
COMCAST CORP 03.9690 11/01/2047 0.01%
COMM 2010-C1 D P/P 144A 06.2854 07/10/2046 0.01%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.01%
COMM 2013-CR10 XA IO 00.9459 08/10/2046 0.01%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.01%
COMM 2013-CR11 XA IO 01.2793 08/10/2050 0.01%
COMM 2014-CR20 XA IO 01.2915 11/10/2047 0.01%
COMM 2014-UBS4 XA IO 01.3585 08/10/2047 0.01%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.01%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.01%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.01%
CORNING INC 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.01%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.01%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.01%
CVS HEALTH CORP 02.2500 12/05/2018 0.01%
CWL 2004-5 2A 02.5911 10/25/2034 0.01%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.01%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.01%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.01%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.01%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.01%
DISH DBS CORP 05.8750 11/15/2024 0.01%
DUKE ENERGY CORP 03.1500 08/15/2027 0.01%
EAGLECLAW MID TL L+425 06.4211 06/30/2024 0.01%
ECOLAB INC 0.01%
ECOLAB INC 02.7000 11/01/2026 0.01%
EMLT 2004-1 M2 03.5161 01/25/2034 0.01%
ENBRIDGE INC USD 04.2500 12/01/2026 0.01%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.01%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.01%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.01%
EOG RESOURCES INC 02.6250 03/15/2023 0.01%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.01%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.01%
EPR PROPERTIES 0.01%
EQT CORP 03.9000 10/01/2027 0.01%
EQUINOR ASA USD 02.9000 11/08/2020 0.01%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.01%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.01%
EXTRACTION OIL & GAS P/P 144A 05.6250 02/01/2026 0.01%
FHR 3829 AS IO 04.8768 03/15/2041 0.01%
FHR 4096 MI IO 04.0000 01/15/2042 0.01%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.01%
FIRST ABU DHABI BANK PJSC 0.01%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.01%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.01%
FNMA FN30 AS7154 03.0000 05/01/2046 0.01%
FNMA FN30 BC2733 03.0000 05/01/2046 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 P/P 144A 08.5000 04/01/2026 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.01%
GE CAPITAL INTL FUNDING USD 03.3730 11/15/2025 0.01%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.01%
GLAXOSMITHKLINE CAP INC 03.8750 05/15/2028 0.01%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.01%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.01%
GNMA GII30 AW8447 04.3190 05/20/2067 0.01%
GNMA GII30 AY4779 04.5010 03/20/2067 0.01%
GNR 2011-135 DI IO 05.0000 04/16/2040 0.01%
GNR 2013-99 AS IO 03.9663 06/20/2043 0.01%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.01%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.01%
GNR 2016-H16 EI IO 02.4833 06/20/2066 0.01%
GNR 2017-123 JI IO 04.0000 08/20/2046 0.01%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.01%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.01%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.01%
GREAT LAKES D&D 08.0000 05/15/2022 0.01%
GSMS 2010-C1 D P/P 144A 06.1964 08/10/2043 0.01%
GSMS 2011-GC3 C P/P 144A 05.8255 03/10/2044 0.01%
GSMS 2012-GC6 C P/P 144A 05.8403 01/10/2045 0.01%
GSMS 2013-GC13 AS P/P 144A 04.2174 07/10/2046 0.01%
GSMS 2014-GC18 C 05.1083 01/10/2047 0.01%
GSMS 2015-GC30 XA IO 01.0068 05/10/2050 0.01%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.01%
HCA INC 05.5000 06/15/2047 0.01%
HCA INC 06.5000 02/15/2020 0.01%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.01%
HMBT 2004-2 A1 02.8311 12/25/2034 0.01%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.01%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.01%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.01%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.01%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.01%
HUSKY TLB L+300 05.2018 03/28/2025 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
IMM 2004-6 1A2 02.8711 10/25/2034 0.01%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
ITRON INC P/P 144A 05.0000 01/15/2026 0.01%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.01%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.01%
JAPAN POST BANK CO LTD 0.01%
JAPANESE YEN CALL ACCOUNT 0.01%
JO-ANN STORES 2NDL L+925 11.6038 05/21/2024 0.01%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.01%
JPMBB 2013-C12 XA IO 00.6732 07/15/2045 0.01%
JPMBB 2013-C14 C 04.7172 08/15/2046 0.01%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.01%
JPMBB 2014-C22 C 04.7103 09/15/2047 0.01%
JPMCC 2011-C5 D P/P 144A 05.5854 08/15/2046 0.01%
JPMCC 2012-C6 E P/P 144A 05.3121 05/15/2045 0.01%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 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%
KINDER MORGAN INC 03.1500 01/15/2023 0.01%
KOREAN WON CALL ACCOUNT 0.01%
KRAFT HEINZ FOODS CO 03.1725 08/10/2022 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.01%
LBMLT 2004-5 A5 02.6511 09/25/2034 0.01%
LENNAR CORP 05.8750 11/15/2024 0.01%
LNSTR 2015-3 B P/P 144A 03.2457 04/20/2048 0.01%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MERCK & CO INC 01.8500 02/10/2020 0.01%
MERCK & CO INC 03.7000 02/10/2045 0.01%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.01%
MICROSOFT CORP 02.4000 08/08/2026 0.01%
MICROSOFT CORP 03.3000 02/06/2027 0.01%
MLMI 2005-A2 A2 03.5373 02/25/2035 0.01%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.01%
MSBAM 2013-C10 D P/P 144A 04.2189 07/15/2046 0.01%
MSC 2011-C3 D P/P 144A 05.3267 07/15/2049 0.01%
MSC 2012-C4 C P/P 144A 05.6009 03/15/2045 0.01%
NABORS IND INC P/P 144A 05.7500 02/01/2025 0.01%
NATIONAL AUSTRALIA BANK LTD 02.1607 08/01/2018 0.01%
NATIONAL AUSTRALIA BANK LTD 63254FG27 DCP 07/02/2018 0.01%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.01%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.01%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.01%
NCHET 2003-4 M1 03.2161 10/25/2033 0.01%
NEWELL BRANDS INC 04.2000 04/01/2026 0.01%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.01%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.01%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NZD/USD 07/18/2018 CITI 0.01%
NZD/USD 07/18/2018 GSFX 0.01%
NZD/USD 07/18/2018 SSBT 0.01%
NZD/USD 07/18/2018 UBS 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.01%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.01%
OLD REPUBLIC INTL CORP 0.01%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.01%
OMV AG 0.01%
OSHKOSH CORP 04.6000 05/15/2028 0.01%
OSHKOSH CORP 05.3750 03/01/2025 0.01%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.01%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.01%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.01%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.01%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.01%
PETROBRAS GLOBAL FINANCE REGS 05.9990 01/27/2028 0.01%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.01%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.01%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.01%
PETROLEOS MEXICANOS USD 06.6250 06/15/2035 0.01%
PFIZER INC 03.0000 12/15/2026 0.01%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
PNC BANK NA 02.0000 05/19/2020 0.01%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.01%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.01%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.01%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.01%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.01%
REINSURANCE GROUP OF AMERICA 0.01%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.01%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.01%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.01%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.01%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.01%
ROYAL BANK OF CANADA USD 02.2000 07/27/2018 0.01%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.01%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.01%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.01%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.01%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SEK/USD 09/19/2018 SSBT 0.01%
SERVICE CORP INTL 04.6250 12/15/2027 0.01%
SESI LLC 07.7500 09/15/2024 0.01%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 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%
SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 0.01%
SMC CORP 0.01%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.01%
SPRINGLEAF FINANCE CORP 06.1250 05/15/2022 0.01%
SPRINT CORP 07.2500 09/15/2021 0.01%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.01%
STARWOOD PROP TR P/P 144A 04.7500 03/15/2025 0.01%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.01%
SUZUKI MOTOR CORP 0.01%
SWEDBANK AB 87019SG24 DCP 07/02/2018 0.01%
T-MOBILE USA INC 05.3750 04/15/2027 0.01%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.01%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.01%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.01%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.01%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.01%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.01%
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%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.01%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
TREASURY BILL 00.0000 07/05/2018 0.01%
TREASURY BILL 00.0000 08/02/2018 0.01%
TREASURY BILL 00.0000 08/16/2018 0.01%
TREASURY BILL 00.0000 09/20/2018 0.01%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.01%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.01%
TWO HARBORS INVESTMENT CORP 0.01%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.01%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.01%
UBSBB 2012-C2 D P/P 144A 05.0502 05/10/2063 0.01%
UDR INC 0.01%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.01%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.01%
USG CORP P/P 144A 04.8750 06/01/2027 0.01%
VALEANT PHARMA P/P 144A 08.5000 01/31/2027 0.01%
VALEANT PHARMA P/P 144A 09.2500 04/01/2026 0.01%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.01%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.01%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.01%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.01%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.01%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.01%
WAMU 2004-AR13 A2B 02.9711 11/25/2034 0.01%
WAMU 2005-AR2 1A1A 02.4211 01/25/2045 0.01%
WAMU 2005-AR8 2A1A 02.6711 07/25/2045 0.01%
WARNER MEDIA LLC 03.8000 02/15/2027 0.01%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.01%
WBCMT 2005-C21 D 05.4644 10/15/2044 0.01%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.01%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.01%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.01%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.01%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.01%
WFCM 2013-LC12 AS 04.4231 07/15/2046 0.01%
WFCM 2013-LC12 C 04.4231 07/15/2046 0.01%
WFCM 2016-LC25 XA IO 01.2249 12/15/2059 0.01%
WFRBS 2011-C3 D P/P 144A 05.8471 03/15/2044 0.01%
WFRBS 2011-C5 E P/P 144A 05.8594 11/15/2044 0.01%
WFRBS 2012-C10 AS 03.2410 12/15/2045 0.01%
WFRBS 2012-C8 AS 03.6600 08/15/2045 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-C16 AS 04.6680 09/15/2046 0.01%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.01%
WFRBS 2014-C19 AS 04.2710 03/15/2047 0.01%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.01%
WYNDHAM DESTINATIONS INC 04.5000 04/01/2027 0.01%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.01%
YANGZIJIANG SHIPBUILDING 0.01%
ZAYO GROUP HOLDINGS INC 0.01%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
2.75 R ISWP FWD US0003M P 06/20/2023 0.00%
2.875 R ISWP FWD US0003M P 09/19/2020 0.00%
2.90 R ISWP FWD US0003M P 09/19/2023 0.00%
2.95 R ISWP FWD US0003M P 09/19/2028 0.00%
21ST CENTURY FOX AMERICA 03.0000 09/15/2022 0.00%
3.00 R ISWP FWD US0003M P 09/19/2048 0.00%
A SCHULMAN INC 06.8750 06/01/2023 0.00%
ABBVIE INC 02.9000 11/06/2022 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AES CORP/THE 05.5000 04/15/2025 0.00%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.00%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 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%
ALLISON TRANSMISSION P/P 144A 05.0000 10/01/2024 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
AMC ENT HOLDIN 05.8750 11/15/2026 0.00%
AMC ENT HOLDIN 06.1250 05/15/2027 0.00%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.00%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.00%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.00%
AMERICAN EXPRESS CO 04.9000 12/29/2049 0.00%
AMERICAN HONDA FINANCE CORP 02665KH67 DCP 08/06/2018 0.00%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.00%
AMERICAN TOWER CORP 03.5500 07/15/2027 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 COR 05.6250 06/01/2023 0.00%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.00%
APACHE CORPORATION 03.2500 04/15/2022 0.00%
APPALACHIAN POWER CO 04.6000 03/30/2021 0.00%
APPLE INC 03.4500 05/06/2024 0.00%
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%
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%
AT&T INC 05.8000 02/15/2019 0.00%
ATLANTIC ASSET SECURITIZATION 04821UJD5 DCP 09/13/2018 0.00%
AUD/USD 07/18/2018 BCAP-FX 0.00%
AUD/USD 07/18/2018 UBS 0.00%
AUSTRALIA & NEW ZEALAND BANKI 02.1507 08/29/2018 0.00%
AUSTRALIA & NEW ZEALAND BANKI 02.2745 03/07/2019 0.00%
AUSTRALIA & NEW ZEALAND BANKI 02.3307 10/16/2018 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
AUTONATION INC. 05.5000 02/01/2020 0.00%
AVAYA HOLDINGS CORP 0.00%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.00%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BANK OF AMERICA NA 01.7608 08/21/2018 0.00%
BANK OF AMERICA NA 02.2869 10/03/2018 0.00%
BANK OF MONTREAL CHICAGO 02.2264 07/09/2018 0.00%
BANK OF MONTREAL CHICAGO 02.2462 07/12/2018 0.00%
BANK OF MONTREAL CHICAGO 02.3611 02/25/2019 0.00%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.00%
BANK OF NOVA SCOTIA HOUS 02.4873 09/14/2018 0.00%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.00%
BB&T CORP 0.00%
BEDFORD ROW FUNDING CORP 02.2207 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%
BIOGEN INC 03.6250 09/15/2022 0.00%
BIOSCRIP INC 08.8750 02/15/2021 0.00%
BNP PARIBAS NEW YORK 02.2851 07/16/2018 0.00%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.00%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.00%
BOYD GAMING CORP P/P 144A 06.0000 08/15/2026 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
BOYNE USA INC P/P 144A 07.2500 05/01/2025 0.00%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.00%
BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.00%
BPCE SA 05571CG96 DCP 07/09/2018 0.00%
BPCE SA 05571CJ69 DCP 09/06/2018 0.00%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.00%
BRIGHT HORIZONS FAMILY SOLUT 0.00%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.00%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 07/18/2018 BANKAM 0.00%
CAD/USD 07/18/2018 BCAP-FX 0.00%
CAD/USD 07/18/2018 CITI 0.00%
CAD/USD 07/18/2018 CSI-FX 0.00%
CAD/USD 07/18/2018 GSFX 0.00%
CAD/USD 07/18/2018 JPMCB 0.00%
CAD/USD 07/18/2018 RBSF 0.00%
CAD/USD 07/18/2018 SSBT 0.00%
CAD/USD 07/18/2018 UBS 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.00%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CALPINE CORPORATION 05.7500 01/15/2025 0.00%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.00%
CANADIAN IMP BK COMM NY 02.3419 12/28/2018 0.00%
CANADIAN IMPERIAL BANK OF COM 02.2207 11/05/2018 0.00%
CANADIAN NATL RESOURCES USD 03.8500 06/01/2027 0.00%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 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 06.0911 05/25/2025 0.00%
CAS 2016-C05 2M1 03.4411 01/25/2029 0.00%
CBRE SERVICES INC 04.8750 03/01/2026 0.00%
CBRE SERVICES INC 05.2500 03/15/2025 0.00%
CBS CORP 04.0000 01/15/2026 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.00%
CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 0.00%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.00%
CENTENE CORP 04.7500 05/15/2022 0.00%
CENTENE CORP 06.1250 02/15/2024 0.00%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.00%
CENTURYLINK INC 05.6250 04/01/2020 0.00%
CENTURYLINK INC 06.7500 12/01/2023 0.00%
CF INDUSTRIES INC 04.9500 06/01/2043 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.6857 10/15/2049 0.00%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.00%
CHARIOT FUNDING LLC 15963UKN5 DCP 10/22/2018 0.00%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.00%
CHEMOURS CO 05.3750 05/15/2027 0.00%
CHEMOURS CO 06.6250 05/15/2023 0.00%
CHEMOURS CO 07.0000 05/15/2025 0.00%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.00%
CHF/USD 09/19/2018 BCAP-FX 0.00%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.00%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.00%
CIGNA CORP 04.5000 03/15/2021 0.00%
CIT GROUP INC 03.8750 02/19/2019 0.00%
CIT GROUP INC. 05.0000 08/15/2022 0.00%
CITIBANK NA 02.3300 10/23/2018 0.00%
CITIBANK NA 02.3635 08/30/2018 0.00%
CITIGROUP INC 04.6000 03/09/2026 0.00%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.00%
CLEAR CHANNEL TLD L+675 08.8435 01/30/2019 0.00%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.00%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CNH/USD 08/16/2018 GSFX 0.00%
CNH/USD 08/16/2018 HSBCB 0.00%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.00%
COCA-COLA CO/THE 02.2500 09/01/2026 0.00%
COLLATERALIZED COMMERCIAL PAP 02.2107 07/24/2018 0.00%
COLLATERALIZED COMMERCIAL PAP 02.4007 09/12/2018 0.00%
COLLATERALIZED COMMERCIAL PAP 19422DK42 DCP 10/04/2018 0.00%
COMCAST CORP 03.1500 03/01/2026 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 02.3825 12/10/2044 0.00%
COMM 2014-CR16 XA IO 01.3138 04/10/2047 0.00%
COMM 2014-CR17 XA IO 01.2444 05/10/2047 0.00%
COMM 2014-UBS6 XA IO 01.1141 12/10/2047 0.00%
COMMONWEALTH BANK OF AUSTRALI 02.2107 11/29/2018 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%
CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 0.00%
CONTINENTAL RES 04.5000 04/15/2023 0.00%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.00%
CONTINENTAL RESOURCES 05.0000 09/15/2022 0.00%
COOPERAT RABOBANK UA/NY 02.4621 10/01/2018 0.00%
CORPORATE ASSET FUNDING CO IN 1247P3JH6 DCP 09/17/2018 0.00%
CORPORATE OFFICE PROPERTIES 0.00%
COX COMM INC P/P 144A 03.5000 08/15/2027 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%
CRC FUNDING LLC 12619UH79 DCP 08/07/2018 0.00%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.00%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.00%
CREDIT AGRICOLE CORPORATE AND 22533UG23 DCP 07/02/2018 0.00%
CREDIT SUISSE NEW YORK 02.3451 07/18/2018 0.00%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.00%
CROWN CASTLE INTL CORP 03.1500 07/15/2023 0.00%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.00%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.00%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.00%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 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%
DANSKE CORP 2363F7HD3 DCP 08/13/2018 0.00%
DEERE & COMPANY 02.6000 06/08/2022 0.00%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.00%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.00%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.00%
DIAGEO INVESTMENT CORP 08.0000 09/15/2022 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 05.8750 06/15/2021 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.00%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.00%
DISH NETWORK CV 03.3750 08/15/2026 0.00%
DKK/USD 09/19/2018 CITI 0.00%
DNB BANK ASA - 12/21/2018 02.2736 12/21/2018 0.00%
DNB BANK ASA 2332K1HQ6 DCP 08/24/2018 0.00%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.00%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.00%
E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 0.00%
EASTMAN CHEMICAL CO 03.8000 03/15/2025 0.00%
ECOLAB INC 03.2500 12/01/2027 0.00%
EGYPTIAN POUND CALL ACCOUNT 0.00%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 0.00%
EMERA US FINANCE LP 03.5500 06/15/2026 0.00%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.00%
ENERGIZER GAMM P/P 144A 06.3750 07/15/2026 0.00%
ENERGY TRANSFER EQUITY 05.5000 06/01/2027 0.00%
ENERGY TRANSFER PARTNERS 05.2000 02/01/2022 0.00%
ENERGY TRANSFER PARTNERS 06.1250 12/15/2045 0.00%
ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 0.00%
ENSCO PLC USD 07.7500 02/01/2026 0.00%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.00%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.00%
EPR PROPERTIES 05.7500 CUM CV PFD 0.00%
EQUINOR ASA USD 05.1000 08/17/2040 0.00%
EQUITY COMMONWEALTH 0.00%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.00%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.00%
EUR/SEK PUT 10.00 20180809 HSBCB 0.00%
EUR/USD 09/19/2018 BANKAM 0.00%
EUR/USD 09/19/2018 BCAP-FX 0.00%
EUR/USD 09/19/2018 CITI 0.00%
EUR/USD 09/19/2018 CSI-FX 0.00%
EUR/USD 09/19/2018 GSFX 0.00%
EUR/USD 09/19/2018 HSBCB 0.00%
EUR/USD 09/19/2018 JPMCB 0.00%
EUR/USD 09/19/2018 RBSF 0.00%
EUR/USD 09/19/2018 SSBT 0.00%
EUR/USD 09/19/2018 UBS 0.00%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.00%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.00%
FEDEX CORP 02.6250 08/01/2022 0.00%
FHR 4546 PI IO 04.0000 12/15/2045 0.00%
FIDELITY NATIONAL INFORM 05.0000 10/15/2025 0.00%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.00%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.00%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.00%
FIRSTENERGY CORP 03.9000 07/15/2027 0.00%
FIRSTENERGY CORP 04.8500 07/15/2047 0.00%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 0.00%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.00%
FORTERRA TL L+300 05.0935 10/25/2023 0.00%
FRAC TECH INTL TLB L+475 06.8435 04/16/2021 0.00%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.00%
FRONTIER COMM 10.5000 09/15/2022 0.00%
FRONTIER COMM 11.0000 09/15/2025 0.00%
FUJITSU LTD 0.00%
FXI HOLDINGS INC P/P 144A 07.8750 11/01/2024 0.00%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.00%
GATES GLOBAL TLB L+275 05.0844 03/31/2024 0.00%
GBP/USD 09/19/2018 BANKAM 0.00%
GBP/USD 09/19/2018 BCAP-FX 0.00%
GBP/USD 09/19/2018 CITI 0.00%
GBP/USD 09/19/2018 CSI-FX 0.00%
GBP/USD 09/19/2018 GSFX 0.00%
GBP/USD 09/19/2018 HSBCB 0.00%
GBP/USD 09/19/2018 JPMCB 0.00%
GBP/USD 09/19/2018 SSBT 0.00%
GBP/USD 09/19/2018 UBS 0.00%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.00%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.00%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.00%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.00%
GENON ENERGY INC. 09.8750 10/15/2020 0.00%
GENPACT LTD 0.00%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.00%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.00%
GMAC CAPITAL TRUST I PCT 08.1275 0.00%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.00%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.00%
GNR 2013-99 VS IO 04.0149 07/16/2043 0.00%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.00%
GNR 2015-H25 BI IO 01.4386 10/20/2065 0.00%
GNR 2015-H26 EI IO 01.7196 10/20/2065 0.00%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.00%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.00%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.00%
GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 0.00%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.00%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.00%
GSMS 2014-GC24 XA IO 00.9530 09/10/2047 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.00%
HCA INC 03.7500 03/15/2019 0.00%
HCA INC 05.2500 06/15/2026 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HESS CORP 07.3000 08/15/2031 0.00%
HKD/USD 08/16/2018 BCAP-FX 0.00%
HOME DEPOT INC 02.6250 06/01/2022 0.00%
HONEYWELL INTERNATIONAL 04.2500 03/01/2021 0.00%
HONEYWELL INTL 03.8120 11/21/2047 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
HOST HOTELS & RESORTS LP 05.2500 03/15/2022 0.00%
HOST HOTELS & RESORTS LP 06.0000 10/01/2021 0.00%
HSBC BANK PLC 02.2007 11/05/2018 0.00%
HSBC BANK USA NA 02.2464 08/09/2018 0.00%
HUNTINGTON INGALLS INDUSTRIE 0.00%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.00%
HYATT HOTELS CORP 04.8500 03/15/2026 0.00%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.00%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.00%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.00%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.00%
INDIAN RUPEE CALL ACCOUNT 0.00%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.00%
ING US FUNDING LLC 02.2364 07/09/2018 0.00%
ING US FUNDING LLC 02.2374 07/13/2018 0.00%
INTERCONTINENTAL EXCHANGE IN 0.00%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 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%
JAGGED PEAK ENERGY P/P 144A 05.8750 05/01/2026 0.00%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.00%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.00%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.00%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.00%
JO-ANN STORES TL L+500 07.5094 10/16/2023 0.00%
JOHNSON & JOHNSON 05.1500 07/15/2018 0.00%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.00%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.00%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.00%
JPMBB 2013-C17 XA IO 01.0095 01/15/2047 0.00%
JPMBB 2014-C19 XA IO 01.2893 04/15/2047 0.00%
JPMCC 2013-LC11 X IO 01.4224 04/15/2046 0.00%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.00%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.00%
JPY/USD 08/16/2018 BANKAM 0.00%
JPY/USD 08/16/2018 BCAP-FX 0.00%
JPY/USD 08/16/2018 CITI 0.00%
JPY/USD 08/16/2018 CSI-FX 0.00%
JPY/USD 08/16/2018 GSFX 0.00%
JPY/USD 08/16/2018 HSBCB 0.00%
JPY/USD 08/16/2018 JPMCB 0.00%
JPY/USD 08/16/2018 RBSF 0.00%
JPY/USD 08/16/2018 SSBT 0.00%
JPY/USD 08/16/2018 UBS 0.00%
JPY/USD 08/16/2018 WPAC 0.00%
KELLOGG CO 03.2500 04/01/2026 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.00%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.00%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.00%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.00%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.00%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.00%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.00%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.00%
KRAFT HEINZ FOODS CO 06.5000 02/09/2040 0.00%
KRAFT HEINZ FOODS CO 06.8750 01/26/2039 0.00%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.6236 09/15/2039 0.00%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.00%
LENNAR CORP 04.7500 11/15/2022 0.00%
LIBERTY EXPEDIA HOLD-A 0.00%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.00%
LIBERTY STREET FUNDING LLC 53127UKA7 DCP 10/10/2018 0.00%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.00%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.00%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.00%
LLOYDS BANK PLC - 12/07/2018 02.2745 12/07/2018 0.00%
LLOYDS BANK PLC NY 02.2662 08/13/2018 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%
MASTEC INC 04.8750 03/15/2023 0.00%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.00%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 BC 0.00%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.00%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MERCER INTL INC P/P 144A 05.5000 01/15/2026 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
METHANEX CORP USD 05.6500 12/01/2044 0.00%
METLIFE SHORT TERM FUNDING LL 59157UH78 DCP 08/07/2018 0.00%
METTLER-TOLEDO INTERNATIONAL 0.00%
MFA FINANCIAL INC 0.00%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.00%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.00%
MGM RESORTS INTL 06.6250 12/15/2021 0.00%
MGM RESORTS INTL 08.6250 02/01/2019 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MHL 2005-1 1M1 02.8111 02/25/2035 0.00%
MICROSOFT CORP 04.2000 06/01/2019 0.00%
MICROSOFT CORP 05.3000 02/08/2041 0.00%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.00%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.00%
MITSUBISHI UFJ TR&BK NY 02.3836 08/22/2018 0.00%
MIZUHO BANK LTD/NY 02.3400 07/06/2018 0.00%
MIZUHO BANK LTD/NY 02.3836 08/21/2018 0.00%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.00%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.00%
MOODY'S CORPORATION 03.2500 01/15/2028 0.00%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.00%
MSBAM 2013-C8 B 03.6971 12/15/2048 0.00%
MSBAM 2014-C17 XA IO 01.3553 08/15/2047 0.00%
MSC 2012-C4 XA IO P/P 144A 02.2706 03/15/2045 0.00%
MWO HOLDINGS LLC 0.00%
NATIONAL BANK OF CANADA 02.3351 01/18/2019 0.00%
NATIONWIDE BUILDING SOCIETY 6385E1GR6 DCP 07/25/2018 0.00%
NATIONWIDE BUILDING SOCIETY 6385E1JB8 DCP 09/11/2018 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 05.2630 10/25/2020 0.00%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.00%
NETFLIX INC P/P 144A 05.8750 11/15/2028 0.00%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.00%
NEVADA POWER CO 07.1250 03/15/2019 0.00%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.00%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.00%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.00%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.00%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.00%
NOK/SEK PUT 1.0735 20180712 HSBCB 0.00%
NOK/SEK PUT 1.075 20180712 BCAP-FX 0.00%
NOK/SEK PUT 1.075 20180712 GSFX 0.00%
NOK/USD 09/19/2018 BANKAM 0.00%
NOK/USD 09/19/2018 BCAP-FX 0.00%
NOK/USD 09/19/2018 CITI 0.00%
NOK/USD 09/19/2018 GSFX 0.00%
NOK/USD 09/19/2018 JPMCB 0.00%
NOK/USD 09/19/2018 SSBT 0.00%
NOK/USD 09/19/2018 UBS 0.00%
NORDEA BANK AB NEW YORK 02.4573 03/14/2019 0.00%
NORDEA BANK AB NEW YORK USD 02.4013 05/21/2019 0.00%
NORDEA BANK AB/NEW YORK NY 02.1700 08/27/2018 0.00%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.00%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.00%
NRG ENERGY INC 07.2500 05/15/2026 0.00%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.00%
NRW BANK 62939MGD3 DCP 07/13/2018 0.00%
NRW BANK 62939MHH3 DCP 08/17/2018 0.00%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.00%
NUTRIEN LTD USD 05.2500 01/15/2045 0.00%
NZD/USD 07/18/2018 BANKAM 0.00%
NZD/USD 07/18/2018 CSI-FX 0.00%
NZD/USD 07/18/2018 HSBCB 0.00%
NZD/USD 07/18/2018 JPMCB 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
OLD LINE FUNDING LLC 67983UGJ6 DCP 07/18/2018 0.00%
OLD LINE FUNDING LLC 67984XE69 DCP 09/13/2018 0.00%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.00%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.00%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.00%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.00%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.00%
ORACLE CORP 02.5000 10/15/2022 0.00%
ORACLE CORP 02.6500 07/15/2026 0.00%
ORACLE CORP 03.2500 11/15/2027 0.00%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.00%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.00%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.00%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
PEPSICO INC 03.4500 10/06/2046 0.00%
PERKINELMER INC 0.00%
PETROBRAS GLOBAL FINANCE REGS 05.2990 01/27/2025 0.00%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.00%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.00%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.00%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PIEDMONT OFFICE REALTY TRU-A 0.00%
PLATFORM SPECIALTY P/P 144A 05.8750 12/01/2025 0.00%
PLATFORM SPECIALTY P/P 144A 06.5000 02/01/2022 0.00%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.00%
POUND STERLING CALL ACCOUNT 0.00%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.00%
PQ CORP P/P 144A 05.7500 12/15/2025 0.00%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.00%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.00%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.00%
PUB SVC ELEC & GAS 05.5000 03/01/2040 0.00%
PULTEGROUP INC 05.5000 03/01/2026 0.00%
PULTEGROUP INC. 07.8750 06/15/2032 0.00%
QEP RESOURCES INC 05.6250 03/01/2026 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
QVC INC 04.4500 02/15/2025 0.00%
QVC INC 04.8500 04/01/2024 0.00%
RACKSPACE HOSTING INC L+300 05.3631 11/03/2023 0.00%
RANGE RESOURCES CORP 05.0000 03/15/2023 0.00%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.00%
REALTY INCOME CORP 04.6500 08/01/2023 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REGENCY MARKETS NO. 1 LLC 7588R1GB5 DCP 07/11/2018 0.00%
REGENCY MARKETS NO. 1 LLC 7588R1GC3 DCP 07/12/2018 0.00%
REVLON CONS TLB L+350 05.5935 09/07/2023 0.00%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.00%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.00%
ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
ROYAL BANK OF CANADA NY 02.2545 12/07/2018 0.00%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.00%
ROYAL BK SCOTLND USD 04.7000 07/03/2018 0.00%
S&P GLOBAL INC 04.4000 02/15/2026 0.00%
S&P MID 400 EMINI SEP18 FAU8 0.00%
S&P500 EMINI FUT SEP18 ESU8 0.00%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.00%
SANDRIDGE ENERGY INC 0.00%
SCOTTS MIRACLE-GRO CO 0.00%
SEK/USD 09/19/2018 BANKAM 0.00%
SEK/USD 09/19/2018 BCAP-FX 0.00%
SEK/USD 09/19/2018 CITI 0.00%
SEK/USD 09/19/2018 CSI-FX 0.00%
SEK/USD 09/19/2018 GSFX 0.00%
SEK/USD 09/19/2018 HSBCB 0.00%
SEK/USD 09/19/2018 JPMCB 0.00%
SEK/USD 09/19/2018 RBSF 0.00%
SEK/USD 09/19/2018 UBS 0.00%
SEMGROUP CORP 06.3750 03/15/2025 0.00%
SERVICE CORP INTL 05.3750 01/15/2022 0.00%
SERVICE CORP INTL 05.3750 05/15/2024 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 0.00%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.00%
SGD/USD 08/16/2018 JPMCB 0.00%
SHANGHAI INTERNATIONAL AIRPORT 144A REGS WARRANT 4/30/2019 0.00%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.00%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.00%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.00%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.00%
SKANDINAV ENSKILDA BK NY 02.1964 07/10/2018 0.00%
SKANDINAV ENSKILDA BK NY 02.4151 10/17/2018 0.00%
SM ENERGY CO 05.0000 01/15/2024 0.00%
SM ENERGY CO 06.1250 11/15/2022 0.00%
SM ENERGY CO 06.5000 01/01/2023 0.00%
SM ENERGY CO 06.5000 11/15/2021 0.00%
SM ENERGY CO 06.7500 09/15/2026 0.00%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.00%
SOCIETE GENERALE NY 02.2464 07/09/2018 0.00%
SOCIETE GENERALE SA 83369CGX6 DCP 07/31/2018 0.00%
SOUTH AFRICAN RAND CALL ACCOUNT 0.00%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.00%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.00%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.00%
SPIRIT MTA REIT 0.00%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.00%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
SPRINT CORP 07.8750 09/15/2023 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.00%
STATE STREET BANK & TR 02.2300 08/30/2018 0.00%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.00%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.00%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.00%
SUMITOMO MITSUI BANK NY 02.4174 08/13/2018 0.00%
SVENSKA HANDELSBANKEN AB 86960KG55 DCP 07/05/2018 0.00%
SVENSKA HANDELSBANKEN NY 02.1730 09/06/2018 0.00%
SVENSKA HANDELSBANKEN NY 02.2907 02/04/2019 0.00%
SWEDBANK (NEW YORK) 02.2130 11/06/2018 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 04.7500 02/01/2028 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC 06.3750 03/01/2025 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 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%
TENNANT CO 05.6250 05/01/2025 0.00%
TENNECO INC 05.3750 12/15/2024 0.00%
TERVITA CORP CLASS A 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THE AES CORPORATION 04.8750 05/15/2023 0.00%
THE EURO EUR CALL ACCOUNT 0.00%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.00%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.00%
THERMO FISHER SCIENTIFIC INC 0.00%
THUNDER BAY FUNDING LLC 88603GJY7 DCP 09/10/2018 0.00%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
TOPIX INDX FUTR SEP18 TPU8 0.00%
TORONTO-DOMINION BANK/THE 02.1707 07/24/2018 0.00%
TORONTO-DOMINION BANK/THE 02.1907 08/28/2018 0.00%
TORONTO-DOMINION BANK/THE 02.2507 01/11/2019 0.00%
TORONTO-DOMINION BANK/THE 02.2707 02/08/2019 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%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.00%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.00%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
TRONOX INC P/P 144A 06.5000 04/15/2026 0.00%
TRY/USD 09/19/2018 SSBT 0.00%
TWD/USD 08/16/2018 BANKAM 0.00%
TWD/USD 08/16/2018 GSFX 0.00%
TXU TCEH RIGHTS 0.00%
UAE DIRHAM CALL ACCOUNT 0.00%
UBS AG/LONDON 02.2107 07/25/2018 0.00%
UBSBB 2012-C3 C P/P 144A 05.2095 08/10/2049 0.00%
UBSBB 2012-C4 XA IO P/P 144A 01.7949 12/10/2045 0.00%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.00%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.00%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.00%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.00%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.00%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.00%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.00%
UNIVISION TLC5 L+275 04.8435 03/15/2024 0.00%
US 10YR NOTE (CBT)SEP18 TYU8 0.00%
US 2YR NOTE (CBT) SEP18 TUU8 0.00%
US 5YR NOTE (CBT) SEP18 FVU8 0.00%
US BANK NA/CINCINNATI OH 01.7001 07/23/2018 0.00%
US CONCRETE INC 06.3750 06/01/2024 0.00%
US LONG BOND(CBT) SEP18 USU8 0.00%
US TREASURY FRN 02.0832 07/31/2018 0.00%
US ULTRA BOND CBT SEP18 WNU8 0.00%
USG CORP P/P 144A 05.5000 03/01/2025 0.00%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 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 PHARMA P/P 144A 07.0000 03/15/2024 0.00%
VALEANT PHARMA P/P 144A 09.0000 12/15/2025 0.00%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.00%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.00%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.00%
VIACOM INC 04.5000 03/01/2021 0.00%
VICTORY RECEIVABLES CORP 92646LHA1 DCP 08/10/2018 0.00%
VICTORY RECEIVABLES CORP 92646LJH4 DCP 09/17/2018 0.00%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.00%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.00%
VMWARE INC 03.9000 08/21/2027 0.00%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.00%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.00%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.00%
WAMU 2004-AR13 A1B2 03.0711 11/25/2034 0.00%
WAMU 2005-AR1 A1B 02.8711 01/25/2045 0.00%
WAMU 2005-AR1 A2A3 02.8911 01/25/2045 0.00%
WAMU 2005-AR13 A1B3 02.4511 10/25/2045 0.00%
WAMU 2005-AR19 A1A2 02.3811 12/25/2045 0.00%
WAMU 2005-AR2 1A1B 02.4811 01/25/2045 0.00%
WAMU 2005-AR2 2A1B 02.4611 01/25/2045 0.00%
WAMU 2005-AR2 2A2B 02.4711 01/25/2045 0.00%
WAMU 2005-AR8 2AB3 02.8111 07/25/2045 0.00%
WAMU 2006-AR4 1A1A 02.4042 05/25/2046 0.00%
WAND MERGER CORP P/P 144A 08.1250 07/15/2023 0.00%
WAND MERGER CORP P/P 144A 09.1250 07/15/2026 0.00%
WARNER MEDIA LLC 02.9500 07/15/2026 0.00%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.00%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEATHERFORD INTL LLC P/P 144A 09.8750 03/01/2025 0.00%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.00%
WELLS FARGO BANK NA 02.1356 07/02/2018 0.00%
WELLS FARGO BANK NA 02.2145 08/07/2018 0.00%
WELLS FARGO BANK NA 02.3051 11/15/2018 0.00%
WELLS FARGO BANK NA 02.3351 11/16/2018 0.00%
WESTPAC BANKING CORP 02.2307 01/03/2019 0.00%
WESTPAC BANKING CORP NY 02.3347 03/05/2019 0.00%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.00%
WESTROCK MWV LLC 07.9500 02/15/2031 0.00%
WESTROCK MWV LLC 08.2000 01/15/2030 0.00%
WEYERHAEUSER CO 07.3750 03/15/2032 0.00%
WFMBS 2005-AR10 1A2 03.9277 06/25/2035 0.00%
WFMBS 2005-AR8 1A2 04.1295 06/25/2035 0.00%
WFRBS 2011-C4 E P/P 144A 05.3988 06/15/2044 0.00%
WFRBS 2012-C10 XA IO P/P 144A 01.7208 12/15/2045 0.00%
WFRBS 2012-C9 XA IO P/P 144A 02.0511 11/15/2045 0.00%
WFRBS 2013-C15 D P/P 144A 04.6278 08/15/2046 0.00%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.00%
WFRBS 2014-C19 C 04.6460 03/15/2047 0.00%
WHITING PETROLEUM C P/P 144A 06.6250 01/15/2026 0.00%
WILEY (JOHN) & SONS-CLASS A 0.00%
WINDSTREAM SRVC / FIN 06.3750 08/01/2023 0.00%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.00%
WP CAREY INC 04.6000 04/01/2024 0.00%
WPX ENERGY INC 05.7500 06/01/2026 0.00%
WPX ENERGY INC 06.0000 01/15/2022 0.00%
WPX ENERGY INC 08.2500 08/01/2023 0.00%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.00%
WYNDHAM DESTINATIONS INC 05.6250 03/01/2021 0.00%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.00%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.00%
AUD/USD 07/18/2018 BANKAM -0.01%
AUD/USD 07/18/2018 CITI -0.01%
AUD/USD 07/18/2018 CSI-FX -0.01%
AUD/USD 07/18/2018 GSFX -0.01%
AUD/USD 07/18/2018 HSBCB -0.01%
AUD/USD 07/18/2018 JPMCB -0.01%
AUD/USD 07/18/2018 SSBT -0.01%
AUD/USD 07/18/2018 WPAC -0.01%
HONG KONG DOLLAR CALL ACCOUNT -0.03%
CDX CDX.NA.HY.30 500.0 06/20/2023 -0.04%
RU10INTR P US0003M R 11/27/18 CI -0.04%
CGPUTQL2 R US0003M P 11/27/18 CI -0.08%
EMIN RUSSELL 2000 SEP18 RTYU8 -0.09%

Prior top holdings

Top holdings as of 08/31/18
Putnam Retirement Advantage GAA Growth Trust 75.88%
Putnam Retirement Advantage GAA All Equities Trust 23.78%
Putnam Retirement Advantage GAA Money Market Trust 0.39%
Top holdings as of 07/31/18
Putnam Retirement Advantage GAA Growth Trust 75.88%
Putnam Retirement Advantage GAA All Equities Trust 23.73%
Putnam Retirement Advantage GAA Money Market Trust 0.44%
Top holdings as of 06/30/18
Putnam Retirement Advantage GAA Growth Trust 76.10%
Putnam Retirement Advantage GAA All Equities Trust 23.61%
Putnam Retirement Advantage GAA Money Market Trust 0.34%
Top holdings as of 05/31/18
Putnam Retirement Advantage GAA Growth Trust 76.05%
Putnam Retirement Advantage GAA All Equities Trust 23.62%
Putnam Retirement Advantage GAA Money Market Trust 0.39%