Retirement Advantage 2045 Fund

Comprehensively managed portfolios diversified to align with your retirement horizon

Objective

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

Strategy and process

  • Tailored to retirement: Each fund's target date reflects when investors are expected to retire and determines the portfolio's asset allocation.
  • Unique glide path: Allocations are structured to pursue performance and downside protection near retirement.
  • Comprehensively managed: Putnam's seasoned Global Asset Allocation team implements all steps of the investment process - the glide path, tactical allocations, and security selection.
  • Competitive CIT structure: The funds offer lower fee structure and the less complex administrative requirements of a collective investment trust, along with flexible pricing options.

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $15.88
-0.06% | $-0.01
$15.96
11/06/17
$13.26
11/18/16
Historical fund price

Fund facts as of 10/31/17

Total net assets
$249.42M
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


Co-Head of Global Asset Allocation

Co-Head of Global Asset Allocation

Chief Investment Officer, Global Asset Allocation

Co-Head of Global Asset Allocation



Performance

  • Total return (%) as of 09/30/17

  • Annual performance as of 09/30/17

Annualized performance 1 yr. 3 yrs. 5 yrs. Life (inception: 01/03/08 )
At net asset value 17.66% 8.69% 12.17% 6.42%
Custom Retirement Advantage 2045 Index 16.56% 8.50% 11.37% --

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

Performance snapshot

  At net asset value  
1 mt. as of 10/31/17 1.86 %
YTD as of 11/17/17 16.25 %

Risk-adjusted performance as of 10/31/17

Alpha (3 yrs.) -0.08
Sharpe ratio (3 yrs.) 0.91
Treynor ratio (3 yrs.) 8.19
Information ratio (3 yrs.) 0.05

Volatility as of 10/31/17

Standard deviation (3 yrs.) 9.15%
Beta 1.02
R-squared 0.98

Capture ratio as of 10/31/17

Up-market (3 yrs.) 102.48
Down-market (3 yrs.) 104.15

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

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

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


Holdings

Top holdings as of 10/31/17

Putnam Retirement Advantage GAA Growth Trust 70.78%
Putnam Retirement Advantage GAA All Equities Trust 28.84%
Putnam Retirement Advantage GAA Money Market Trust 0.44%

Full portfolio holdings as of 09/30/17

APPLE INC 1.98%
ALPHABET INC-CL A 1.89%
MICROSOFT CORP 1.88%
JPMORGAN CHASE & CO 1.44%
JOHNSON & JOHNSON 1.34%
CITIGROUP INC 1.18%
UNITEDHEALTH GROUP INC 1.08%
VERIZON COMMUNICATIONS INC 1.06%
SPDR S&P 500 ETF TRUST 1.00%
GILEAD SCIENCES INC 0.96%
APPLIED MATERIALS INC 0.82%
MCDONALD'S CORP 0.82%
GOLDMAN SACHS GROUP INC 0.80%
CELGENE CORP 0.79%
LOWES COMPANIES INC 0.73%
TEXAS INSTRUMENTS INC 0.68%
TREASURY BILL 00.0000 01/18/2018 0.67%
PEPSICO INC 0.66%
EXXON MOBIL CORP 0.63%
UNION PACIFIC CORP 0.59%
WALT DISNEY CO/THE 0.59%
TJX COMPANIES INC 0.55%
GNMA GII30 MA4652 03.5000 08/20/2047 0.51%
MERCK & CO. INC. 0.50%
VALERO ENERGY CORP 0.47%
L3 TECHNOLOGIES INC 0.46%
NORTHROP GRUMMAN CORP 0.46%
RAYTHEON COMPANY 0.46%
SAMSUNG ELECTRONICS CO LTD 0.45%
FACEBOOK INC-A 0.42%
ELI LILLY & CO 0.41%
MCKESSON CORP 0.41%
KIMBERLY-CLARK CORP 0.40%
ENTERGY CORP 0.39%
HP INC 0.39%
WALGREENS BOOTS ALLIANCE INC 0.39%
RALPH LAUREN CORP 0.37%
TYSON FOODS INC-CL A 0.37%
WAL-MART STORES INC 0.37%
INTUIT INC 0.36%
DELTA AIR LINES INC 0.35%
TENCENT HOLDINGS LTD 0.35%
ALIBABA GROUP HOLDING-SP ADR 0.34%
NORFOLK SOUTHERN CORP 0.34%
ROCHE HOLDING AG-GENUSSCHEIN 0.34%
CUMMINS INC 0.33%
SHERWIN-WILLIAMS CO/THE 0.33%
SQUARE INC - A 0.33%
WILLIAMS COS INC 0.33%
PRUDENTIAL FINANCIAL INC 0.32%
ALLSTATE CORP 0.31%
PARSLEY ENERGY INC-CLASS A 0.30%
SANOFI 0.30%
SYSCO CORP 0.30%
TOTAL SA 0.30%
AFLAC INC 0.29%
ALLIANZ SE-REG 0.29%
DISCOVERY COMMUNICATIONS-A 0.29%
E*TRADE FINANCIAL CORPORATION 0.29%
ONEOK INC 0.29%
BASF SE 0.28%
CROWN HOLDINGS INC 0.28%
FNMA FN30 TBA 03.0000 11/01/2047 0.28%
HOME DEPOT INC 0.28%
NOVARTIS AG-REG 0.28%
EBAY INC 0.27%
ROSS STORES INC 0.27%
AMERIPRISE FINANCIAL INC 0.26%
AMERISOURCEBERGEN CORP 0.26%
BAYER AG-REG 0.26%
JUNIPER NETWORKS INC 0.26%
3I GROUP PLC 0.25%
AMERICAN ELECTRIC POWER 0.25%
DANAHER CORP 0.25%
ENEL SPA 0.25%
FHLMC FH30G G08677 04.0000 11/01/2045 0.25%
GLAXOSMITHKLINE PLC 0.25%
MITSUBISHI UFJ FINANCIAL GRO 0.25%
BAXTER INTERNATIONAL INC 0.24%
DEUTSCHE POST AG-REG 0.24%
DXC TECHNOLOGY CO 0.24%
FNMA FN15 AL9468 03.0000 12/01/2031 0.24%
AMADEUS IT GROUP SA 0.23%
CIMAREX ENERGY CO 0.23%
PARKER HANNIFIN CORP 0.23%
PVH CORP 0.23%
UGI CORP 0.23%
ALLISON TRANSMISSION HOLDING 0.22%
CR BARD INC 0.22%
FNMA FN15 TBA 03.0000 10/01/2032 0.22%
GNMA GII30 MA4451 03.5000 05/20/2047 0.22%
GNMA GII30 TBA 03.5000 10/01/2047 0.22%
HERSHEY CO/THE 0.22%
ATOS SE 0.21%
AXA SA 0.21%
CLOROX COMPANY 0.21%
HARTFORD FINANCIAL SVCS GRP 0.21%
SUMITOMO MITSUI FINANCIAL GR 0.21%
SUNTRUST BANKS INC 0.21%
AGILENT TECHNOLOGIES INC 0.20%
EQUITY RESIDENTIAL TR REIT 0.20%
ITOCHU CORP 0.20%
KAO CORP 0.20%
MIZUHO FINANCIAL GROUP INC 0.20%
REPSOL SA 0.20%
CITRIX SYSTEMS INC 0.19%
DISCOVER FINANCIAL SERVICES 0.19%
EXELON CORP 0.19%
FIRSTENERGY CORP 0.19%
NIPPON TELEGRAPH & TELEPHONE 0.19%
WASTE MANAGEMENT INC 0.19%
ADECCO GROUP AG-REG 0.18%
ALTRIA GROUP INC 0.18%
BAKER HUGHES A GE CO 0.18%
BNP PARIBAS 0.18%
BOUYGUES SA 0.18%
FNMA FN30 890765 03.5000 09/01/2046 0.18%
HASBRO INC 0.18%
MUENCHENER RUECKVER AG-REG 0.18%
NASPERS LTD-N SHS 0.18%
ORIX CORP 0.18%
PERSIMMON PLC 0.18%
SOCIETE GENERALE SA 0.18%
SWISS RE AG 0.18%
TAYLOR WIMPEY PLC 0.18%
CARNIVAL PLC 0.17%
CENTRAL JAPAN RAILWAY CO 0.17%
CK ASSET HOLDINGS LTD 0.17%
EVONIK INDUSTRIES AG 0.17%
FNMA FN30 MA2864 03.5000 01/01/2047 0.17%
HEINEKEN HOLDING NV 0.17%
INDUSTRIVARDEN AB-A SHS 0.17%
MARUBENI CORP 0.17%
NN GROUP NV 0.17%
PEUGEOT SA 0.17%
RESONA HOLDINGS INC 0.17%
STEEL DYNAMICS INC 0.17%
VMWARE INC-CLASS A 0.17%
AMDOCS LTD 0.16%
FNMA FN30 TBA 06.0000 10/01/2047 0.16%
LEAR CORP 0.16%
MARKS AND SPENCER LTD 0.16%
MAXIM INTEGRATED PRODUCTS 0.16%
PACKAGING CORP OF AMERICA 0.16%
SAINSBURY (J) PLC 0.16%
SKY PLC 0.16%
TATE & LYLE PLC 0.16%
ULTA BEAUTY INC 0.16%
WH GROUP LTD 0.16%
WM MORRISON SUPERMARKETS 0.16%
ADOBE SYSTEMS INC 0.15%
CENTRICA PLC 0.15%
CIMIC GROUP LTD 0.15%
CONAGRA BRANDS INC 0.15%
DARDEN RESTAURANTS INC 0.15%
ELECTROLUX AB-SER B 0.15%
F5 NETWORKS INC 0.15%
FIAT CHRYSLER AUTOMOBILES NV 0.15%
FNMA FN30 BC9003 03.0000 11/01/2046 0.15%
FNMA FN30 TBA 04.0000 11/01/2047 0.15%
GNMA GII30 MA4586 03.5000 07/20/2047 0.15%
HOCHTIEF AG 0.15%
TAIWAN SEMICONDUCTOR MANUFAC 0.15%
YUM BRANDS INC 0.15%
ACS ACTIVIDADES 0.14%
CAMPBELL SOUP CO 0.14%
CHINA CONSTRUCTION BANK-H 0.14%
DELL TECHNOLOGIES INC-CL V 0.14%
LINCOLN NATIONAL CORP 0.14%
MASCO CORP 0.14%
PROCTER & GAMBLE CO/THE 0.14%
SHIONOGI & CO LTD 0.14%
TELSTRA CORP LTD 0.14%
WELLCARE HEALTH PLANS INC 0.14%
ALLY FINANCIAL INC 0.13%
ANNALY CAPITAL MANAGEMENT IN 0.13%
AVERY DENNISON CORP 0.13%
BUNGE LTD 0.13%
FORTINET INC 0.13%
HCP INC 0.13%
HUNTINGTON INGALLS INDUSTRIE 0.13%
ISHARES MSCI EMERGING MARKET 0.13%
KINGFISHER PLC 0.13%
MORGAN STANLEY 0.13%
NESTLE SA-REG 0.13%
OWENS CORNING 0.13%
QUANTA SERVICES INC 0.13%
SPDR S&P MIDCAP 400 ETF TRST 0.13%
SPIRIT AEROSYSTEMS HOLD-CL A 0.13%
SYNOPSYS INC 0.13%
AGNC INVESTMENT CORP 0.12%
COCA-COLA AMATIL LTD 0.12%
HITACHI LTD 0.12%
IND & COMM BK OF CHINA-H 0.12%
NEWMONT MINING CORP 0.12%
NISOURCE INC 0.12%
NVR INC 0.12%
TRAVELERS COS INC/THE 0.12%
ARAMARK 0.11%
BARRATT DEVELOPMENTS PLC 0.11%
CENTERPOINT ENERGY INC 0.11%
EMIN RUSSELL 2000 DEC17 RTYZ7 0.11%
INGREDION INC 0.11%
MANPOWERGROUP INC 0.11%
NOMURA HOLDINGS INC 0.11%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.11%
PING AN INSURANCE GROUP CO-H 0.11%
QANTAS AIRWAYS LTD 0.11%
TERADYNE INC 0.11%
TOYOTA TSUSHO CORP 0.11%
WATSCO INC 0.11%
ANA HOLDINGS INC 0.10%
BANCO SANTANDER SA 0.10%
CAMDEN PROPERTY TRUST 0.10%
CREDIT AGRICOLE SA 0.10%
DNB NOR ASA 0.10%
DUN & BRADSTREET CORP 0.10%
JACOBS ENGINEERING GROUP INC 0.10%
OSHKOSH CORP 0.10%
PINNACLE FOODS INC 0.10%
ROYAL DUTCH SHELL PLC-B SHS 0.10%
RUSSIAN FEDERATION P/P 144A 05.6250 04/04/2042 0.10%
SANDVIK AB 0.10%
SBERBANK PJSC -SPONSORED ADR 0.10%
UNUM GROUP 0.10%
WHEELOCK & CO LTD 0.10%
ASAHI KASEI CORP 0.09%
FNMA FN30 AS6395 03.5000 12/01/2045 0.09%
INDUSTRIAL BANK OF KOREA 0.09%
ITAU UNIBANCO H-SPON PRF ADR 0.09%
MITSUBISHI CHEMICAL HOLDINGS 0.09%
MITSUBISHI TANABE PHARMA 0.09%
NEW WORLD DEVELOPMENT 0.09%
ROYAL MAIL PLC 0.09%
SCOTTS MIRACLE-GRO CO 0.09%
TABCORP HOLDINGS LTD 0.09%
TRANSUNION 0.09%
VALEO SA 0.09%
VISTEON CORP 0.09%
VOYA FINANCIAL INC 0.09%
ARISTOCRAT LEISURE LTD 0.08%
BANK OF CHINA LTD-H 0.08%
BWX TECHNOLOGIES INC 0.08%
CHARLES RIVER LABORATORIES 0.08%
DUKE REALTY CORP 0.08%
ENDESA S.A. 0.08%
HD SUPPLY HOLDINGS INC 0.08%
LAMB WESTON HOLDINGS INC 0.08%
PARK HOTELS & RESORTS INC 0.08%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.08%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.08%
SPIRIT REALTY CAPITAL INC 0.08%
TAISEI CORP 0.08%
UPM-KYMMENE OYJ 0.08%
VEREIT INC 0.08%
ASSOCIATED BRITISH FOODS PLC 0.07%
BANCO MACRO SA-ADR 0.07%
BOOZ ALLEN HAMILTON HOLDINGS 0.07%
CARLISLE COS INC 0.07%
CHINA WATER AFFAIRS GROUP 0.07%
DR PEPPER SNAPPLE GROUP INC 0.07%
FIRST HAWAIIAN INC 0.07%
FNMA FN30 BH5117 04.0000 08/01/2047 0.07%
FNMA FN30 BM1172 03.0000 03/01/2047 0.07%
FNMA FN30 MA2863 03.0000 01/01/2047 0.07%
FNMA FN30 TBA 03.5000 11/01/2047 0.07%
FNMA FN30 TBA 04.5000 11/01/2047 0.07%
GRUPO SUPERVIELLE SA-SP ADR 0.07%
LIBERTY MEDIA COR-SIRIUSXM A 0.07%
PFIZER INC 0.07%
POPULAR INC 0.07%
REINSURANCE GROUP OF AMERICA 0.07%
RENAULT SA 0.07%
SUN HUNG KAI PROPERTIES 0.07%
TOPPAN PRINTING CO LTD 0.07%
VANTIV INC - CL A 0.07%
VESTAS WIND SYSTEMS A/S 0.07%
APARTMENT INVT & MGMT CO -A 0.06%
APPLE INC 02.1000 05/06/2019 0.06%
ASSURED GUARANTY LTD 0.06%
BRIXMOR PROPERTY GROUP INC 0.06%
CAS 2015-C04 1M2 06.9372 04/25/2028 0.06%
CAS 2015-C04 2M2 06.7872 04/25/2028 0.06%
COLONY NORTHSTAR INC-CLASS A 0.06%
COVESTRO AG 0.06%
CTBC FINANCIAL HOLDING CO LT 0.06%
DAI NIPPON PRINTING CO LTD 0.06%
EAST WEST BANCORP INC 0.06%
FNMA FN30 BC1155 03.0000 06/01/2046 0.06%
FOREST CITY REALTY TRUST- A 0.06%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.06%
HARVEY NORMAN HOLDINGS LTD 0.06%
HIGHWOODS PROPERTIES INC 0.06%
HOYA CORP 0.06%
KAR AUCTION SERVICES INC 0.06%
KDDI CORP 0.06%
KERRY PROPERTIES LTD 0.06%
KURARAY CO LTD 0.06%
MEDIATEK INC 0.06%
NCR CORPORATION 0.06%
PNC FINANCIAL SERVICES GROUP 0.06%
QINGDAO HAIER CO LTD 144A/REGS WARRANT 09/24/2018 0.06%
QUALICORP SA 0.06%
RELIANCE STEEL & ALUMINUM 0.06%
RICHTER GEDEON NYRT 0.06%
RIO TINTO PLC 0.06%
SERVICEMASTER GLOBAL HOLDING 0.06%
SK HYNIX INC 0.06%
STARWOOD PROPERTY TRUST INC 0.06%
TELEKOMUNIKASI INDONESIA PER 0.06%
TIMKEN COMPANY 0.06%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.06%
X 5 RETAIL GROUP NV-REGS GDR 0.06%
ANGLO AMER PLC 0.05%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.05%
BASSO INDUSTRY CORP 0.05%
CAS 2014-C02 1M2 03.8372 05/25/2024 0.05%
CDX CDX.NA.IG.28 100.0 06/20/2022 0.05%
CHAILEASE HOLDING CO LTD 0.05%
CHIMERA INVESTMENT CORP 0.05%
CHINA STATE CONSTRUCTION INT 0.05%
CHINA TRADITIONAL CHINESE ME 0.05%
COMM 2012-LC4 D P/P 144A 05.7623 12/10/2044 0.05%
DUBAI ISLAMIC BANK 0.05%
EDISON INTERNATIONAL 0.05%
ELITE MATERIAL CO LTD 0.05%
FLIR SYSTEMS INC 0.05%
FORMOSA PLASTICS CORP 0.05%
FORTESCUE METALS GROUP LTD 0.05%
FU SHOU YUAN INTERNATIONAL 0.05%
GRUMA S.A.B.-B 0.05%
HDFC BANK LIMITED 0.05%
HITACHI CHEMICAL CO LTD 0.05%
HONEYWELL INTERNATIONAL INC 0.05%
HUMANA INC 0.05%
ING LIFE INS KOREA 0.05%
IRB BRASIL RESSEGUROS SA 0.05%
ISS A/S 0.05%
KOREA ZINC CO LTD 0.05%
LANDSTAR SYSTEM INC 0.05%
LIBERTY PROPERTY TRUST 0.05%
LUKOIL PJSC-SPON ADR 0.05%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.05%
MEDIPAL HOLDINGS CORP 0.05%
MEGACABLE HOLDINGS-CPO 0.05%
MICHAELS COS INC/THE 0.05%
MONETA MONEY BANK AS 0.05%
MRV ENGENHARIA 0.05%
MSC INDUSTRIAL DIRECT CO-A 0.05%
NCSOFT CORP 0.05%
NIEN MADE ENTERPRISE CO LTD 0.05%
ORACLE CORPORATION 02.2500 10/08/2019 0.05%
POWER GRID CORP OF INDIA LTD 0.05%
PPL CORP 0.05%
PTT PCL/FOREIGN 0.05%
RANDSTAD HOLDING NV 0.05%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.05%
RTL GROUP 0.05%
RUSHYDRO PJSC-ADR 0.05%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.05%
SUMITOMO MITSUI TRUST HOLDIN 0.05%
SWEDISH MATCH AB 0.05%
TORO CO 0.05%
UNIFIN FINANCIERA SAB DE CV 0.05%
UNILEVER NV-CVA 0.05%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.05%
YANDEX NV-A 0.05%
AIA GROUP LTD 0.04%
ALTRIA GROUP INC 02.6250 01/14/2020 0.04%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.04%
APPLE HOSPITALITY REIT INC 0.04%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.04%
AT&T INC 04.2500 03/01/2027 0.04%
ATACADAO DISTRIBUICAO COMERC 0.04%
AUTOMATIC DATA PROCESSING 0.04%
BANDAI NAMCO HOLDINGS INC 0.04%
BANK OF AMERICA CORP 05.6250 07/01/2020 0.04%
BRANDYWINE REALTY TRUST 0.04%
CARTERS INC 0.04%
CASETEK HOLDINGS LTD 0.04%
CBS CORP-CLASS B NON VOTING 0.04%
COMM 2014-UBS6 C 04.6137 12/10/2047 0.04%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.04%
CTCI CORP 0.04%
CVS HEALTH CORP 0.04%
DEWAN HOUSING FINANCE CORP 0.04%
DGB FINANCIAL GROUP INC 0.04%
DINO POLSKA SA 0.04%
DONGBU INSURANCE CO LTD 0.04%
EDELWEISS FINANCIAL SERVICES 0.04%
ENERGIZER HOLDINGS INC 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
GAMING AND LEISURE PROPERTIE 0.04%
GE CAP INTL FUNDING USD 02.3420 11/15/2020 0.04%
GENERAL ELECTRIC CO 04.5000 03/11/2044 0.04%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.04%
GRAND PACIFIC PETROCHEMICAL 0.04%
HINDALCO INDUSTRIES LTD 0.04%
HSBC HOLDINGS PLC 0.04%
INNOGY SE 0.04%
KAJIMA CORP 0.04%
KEC INTERNATIONAL LTD 0.04%
MAPFRE SA 0.04%
MICROSOFT CORP 01.5500 08/08/2021 0.04%
MITSUBISHI GAS CHEMICAL CO 0.04%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.04%
NEWS CORP - CLASS A 0.04%
OTSUKA CORP 0.04%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.04%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.04%
PETRONET LNG LTD 0.04%
PLAY COMM SA 0.04%
POYA INTERNATIONAL CO LTD 0.04%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.04%
REPO TRIPA TREAS 1.04 10/02/2017 0.04%
ROBINSONS RETAIL HOLDINGS IN 0.04%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.04%
SAMSUNG ELECTRONICS-PREF 0.04%
SER EDUCACIONAL SA 0.04%
SHIN-ETSU CHEMICAL CO LTD 0.04%
SPECTRUM BRANDS HOLDINGS INC 0.04%
SPORTON INTERNATIONAL INC 0.04%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.04%
TAIWAN DOLLAR CALL ACCOUNT 0.04%
TCF FINANCIAL CORP 0.04%
TOHOKU ELECTRIC POWER CO INC 0.04%
TWO HARBORS INVESTMENT CORP 0.04%
VALIDUS HOLDINGS LTD 0.04%
VECTREN CORP 0.04%
VOESTALPINE AG 0.04%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.04%
WHARF HOLDINGS LTD 0.04%
YY INC-ADR 0.04%
ZOETIS INC 0.04%
AMERICAN FINANCIAL GROUP INC 0.03%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.03%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.03%
APPLE INC 02.0000 05/06/2020 0.03%
ASTRAZENECA PLC 0.03%
AT&T INC 05.1500 02/14/2050 0.03%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.03%
BANK OF AMERICA CORP 03.8240 01/20/2028 0.03%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.03%
BEAUTY COMMUNITY PCL-FOREIGN 0.03%
BEIJING CAPITAL INTL AIRPO-H 0.03%
BERKSHIRE HATHAWAY INC-CL B 0.03%
BIM BIRLESIK MAGAZALAR AS 0.03%
BLOOMBERRY RESORTS CORP 0.03%
BPCE SA P/P 144A 04.5000 03/15/2025 0.03%
BRUKER CORP 0.03%
CABLE ONE INC 0.03%
CABOT CORP 0.03%
CALTEX AUSTRALIA LTD 0.03%
CAS 2015-C01 1M2 05.5372 02/25/2025 0.03%
CELANESE CORP-SERIES A 0.03%
CHEVRON CORP 01.5610 05/16/2019 0.03%
CHINA COMMUNICATIONS CONST-H 0.03%
CHINASOFT INTERNATIONAL LTD 0.03%
CITIGROUP INC 02.6500 10/26/2020 0.03%
CITIGROUP INC 03.8870 01/10/2028 0.03%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.03%
CME GROUP INC 0.03%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.03%
CORELOGIC INC 0.03%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.03%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.03%
CSMC 2016-NXSR C 04.5094 12/15/2049 0.03%
DBUBS 2011-LC3A D P/P 144A 05.3454 08/10/2044 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%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.03%
EQUITY COMMONWEALTH 0.03%
EURONET WORLDWIDE INC 0.03%
FIDELITY NATIONAL INFO SERV 0.03%
FLEURY SA 0.03%
FNMA FN30 AS5722 03.5000 09/01/2045 0.03%
FNMA FN30 AS7003 03.0000 04/01/2046 0.03%
GENERAL DYNAMICS CORP 0.03%
GENTING BHD 0.03%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.03%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.03%
HOLOGIC INC 0.03%
HYATT HOTELS CORP - CL A 0.03%
HYUNDAI MARINE 0.03%
IBERDROLA SA 0.03%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.03%
INTL CONSOLIDATED AIRLINE-DI 0.03%
ITAUSA-INVESTIMENTOS ITAU-PR 0.03%
JAIN IRRIGATION SYSTEMS LTD 0.03%
JIANGSU NHWA PHARMACEUTICAL CO LTD 144A REGS WARRANT 06/22/2 0.03%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.03%
JTEKT CORP 0.03%
KEI INDUSTRIES LTD 0.03%
KINDER MORGAN INC 0.03%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.03%
LIBERTY VENTURES - SER A 0.03%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.03%
MARATHON PETROLEUM CORP 0.03%
MFA FINANCIAL INC 0.03%
MINTH GROUP LTD 0.03%
MOLSON COORS P/P 144A 01.9000 03/15/2019 0.03%
MORGAN STANLEY 03.6250 01/20/2027 0.03%
MOTA ENGIL SGPS SA 0.03%
MSAC 2004-HE6 M1 02.0622 08/25/2034 0.03%
MSBAM 2013-C12 C 04.9229 10/15/2046 0.03%
MSC 2008-T29 B P/P 144A 06.4980 01/11/2043 0.03%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.03%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.03%
NCC LTD 0.03%
NOMURA REAL ESTATE HOLDINGS 0.03%
OUTFRONT MEDIA INC 0.03%
P G & E CORP 0.03%
PADINI HOLDINGS BERHAD 0.03%
PAMPA ENERGIA SA-SPON ADR 0.03%
PFIZER INC 01.7000 12/15/2019 0.03%
POOL CORP 0.03%
PREMIER INC-CLASS A 0.03%
RAYMOND JAMES FINANCIAL INC 0.03%
REPO TRIPA MORTG 1.05 10/02/2017 0.03%
REPO TRIPA MORTG 1.08 10/02/2017 0.03%
SHANGHAI FOSUN PHARMACEUTI-H 0.03%
SHANGHAI INTL AIRPORT CO LTD 144A REGS WARRANT 05/07/2018 0.03%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.03%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.03%
STERLITE TECHNOLOGIES LTD 0.03%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.03%
TREASURY BILL 00.0000 12/07/2017 0.03%
TREASURY BILL 00.0000 12/14/2017 0.03%
TURKCELL ILETISI 0.03%
UNITED CO RUSAL PLC 0.03%
WAMU 2004-AR13 A1A 01.9572 11/25/2034 0.03%
WESCO INTERNATIONAL INC 0.03%
WFRBS 2011-C2 D P/P 144A 05.7881 02/15/2044 0.03%
XEROX CORP 0.03%
YANGZIJIANG SHIPBUILDING 0.03%
YUE YUEN INDUS 0.03%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.02%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.02%
AMAZON.COM INC P/P 144A 03.1500 08/22/2027 0.02%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.02%
APPLE INC 04.2500 02/09/2047 0.02%
ASPEN INSURANCE HOLDINGS LTD 0.02%
AT&T INC 0.02%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.02%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.02%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.02%
BEIERSDORF AG 0.02%
BELDEN INC P/P 144A 05.2500 07/15/2024 0.02%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.02%
BRDCOM CRP / FIN P/P 144A 03.8750 01/15/2027 0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
CAS 2015-C03 2M2 06.2372 07/25/2025 0.02%
CAS 2017-C01 1M2 04.7872 07/25/2029 0.02%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.02%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.02%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.02%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.02%
CGPUTQL2 R USL3M P 12/01/17 CI 0.02%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.02%
CIT GROUP INC 05.0000 08/01/2023 0.02%
COMM 2013-CR13 AM 04.4490 11/12/2046 0.02%
COMM 2014-CR19 XA IO 01.3908 08/10/2047 0.02%
COMM 2014-LC15 XA IO 01.4985 04/10/2047 0.02%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.02%
CRANE CO 0.02%
CWL 2004-5 2A 01.7372 10/25/2034 0.02%
DAIWA SECURITIES GROUP INC 0.02%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.02%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.02%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.02%
DISTRIBUIDORA INTERNACIONAL 0.02%
DYNEGY INC 07.6250 11/01/2024 0.02%
EASYJET PLC 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%
ENGIE 0.02%
ENI SPA 0.02%
EQT CORP 03.9000 10/01/2027 0.02%
EUTELSAT COMMUNICATIONS 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 BC2733 03.0000 05/01/2046 0.02%
FORD MOTOR CO 0.02%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.02%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.02%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.02%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.02%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.02%
GNR 2016-135 PI IO 04.0000 05/20/2046 0.02%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.02%
GREAT PLAINS ENERGY INC 0.02%
GSMS 2010-C1 D P/P 144A 06.1973 08/10/2043 0.02%
GSMS 2011-GC5 C P/P 144A 05.5653 08/10/2044 0.02%
HARRIS CORP 0.02%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.02%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
INTER RAO UES PJSC 0.02%
INTERNATIONAL GAME TECHNOLOG 0.02%
INTERPUBLIC GROUP OF COS INC 0.02%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.02%
JAPAN AIRLINES CO LTD 0.02%
JM SMUCKER CO/THE 0.02%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.02%
JPMBB 2015-C33 XA IO 01.1840 12/15/2048 0.02%
JPMCC 2012-C8 C P/P 144A 04.7589 10/15/2045 0.02%
KINDER MORGAN INC 03.1500 01/15/2023 0.02%
KRAFT HEINZ FOODS CO 02.1294 08/10/2022 0.02%
LAGARDERE SCA 0.02%
LEAR CORP 03.8000 09/15/2027 0.02%
LOUISIANA-PACIFIC CORP 04.8750 09/15/2024 0.02%
MASTEC INC 04.8750 03/15/2023 0.02%
MAZDA MOTOR CORP 0.02%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.02%
MICROSOFT CORP 03.3000 02/06/2027 0.02%
MID-AMERICA APARTMENT COMM 0.02%
MITSUBISHI MATERIALS CORP 0.02%
MORGAN STANLEY 02.6500 01/27/2020 0.02%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.02%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.02%
MSC 2011-C3 D P/P 144A 05.3268 07/15/2049 0.02%
MSC 2012-C4 D P/P 144A 05.6013 03/15/2045 0.02%
NABORS INDUSTRIES LTD 0.02%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.02%
NETAPP INC 0.02%
PAYCHEX INC 0.02%
PC JEWELLER LTD 0.02%
PETROBRAS GLOBAL FINANCE USD 08.3750 05/23/2021 0.02%
PETROLEO BRASILEIRO-SPON ADR 0.02%
PETROLEOS MEXICANOS REGS 06.5000 03/13/2027 0.02%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.02%
PNC BANK NA 02.0000 05/19/2020 0.02%
QUALITY CARE PROPERTIES 0.02%
REPO TRIPA MORTG 1.03 10/05/2017 0.02%
ROWAN COMPANIES PLC-A 0.02%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.02%
SENIOR HOUSING PROP TRUST 0.02%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.02%
SPST 2017-1 A 02.1372 02/25/2049 0.02%
STACR 2014-HQ3 M3 05.9872 10/25/2024 0.02%
STACR 2016-HQA2 M3 06.3872 11/25/2028 0.02%
STATOIL ASA USD 02.9000 11/08/2020 0.02%
STEEL DYNAMICS INC P/P 144A 04.1250 09/15/2025 0.02%
T-MOBILE USA INC 05.3750 04/15/2027 0.02%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.02%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.02%
TIME WARNER INC 03.8000 02/15/2027 0.02%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.02%
TREASURY BILL 00.0000 01/11/2018 0.02%
TUI AG-DI 0.02%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.02%
US BANCORP 0.02%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.02%
VERIZON COMM 04.5220 09/15/2048 0.02%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.02%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.02%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.02%
WAMU 2005-AR1 A2A1 01.9172 01/25/2045 0.02%
WASKITA BETON PRECAST TBK PT 0.02%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.02%
WFRBS 2011-C3 D P/P 144A 05.8132 03/15/2044 0.02%
WFRBS 2011-C5 E P/P 144A 05.8611 11/15/2044 0.02%
WFRBS 2012-C10 D P/P 144A 04.5930 12/15/2045 0.02%
WFRBS 2013-C15 C 04.6281 08/15/2046 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%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.02%
WULIANGYE YIBIN 144A/REGS WARRANT 04/12/2018 0.02%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 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%
ADS INC P/P 144A 05.6250 11/15/2024 0.01%
AES CORP/VA 05.1250 09/01/2027 0.01%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.01%
AIR LEASE CORP 03.6250 04/01/2027 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%
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 05.8750 11/15/2026 0.01%
AMC ENT HOLDIN 06.1250 05/15/2027 0.01%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.01%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.01%
AMERICAN HOME 4 RENT 0.01%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.01%
AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 0.01%
ARCELORMITTAL USD 07.5000 10/15/2039 0.01%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.01%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.01%
AT&T INC 05.8000 02/15/2019 0.01%
AUD/USD 10/18/2017 BANKAM 0.01%
AUSTRALIA & NEW ZEALAND BANK 01.0700 10/02/2017 0.01%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.01%
BANK OF AMERICA CORP 02.0000 01/11/2018 0.01%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.01%
BANK OF AMERICA NA 01.3000 10/10/2017 0.01%
BANK OF AMERICA NA 01.3517 02/12/2018 0.01%
BANK OF MONTREAL/CHICAGO IL 01.3500 12/18/2017 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 02.4500 03/22/2021 0.01%
BANK OF NOVA SCOTIA/THE 01.4039 06/21/2018 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BERKELEY GROUP HOLDINGS/THE 0.01%
BERRY GLOBAL GROUP INC 0.01%
BGC PARTNERS INC 05.1250 05/27/2021 0.01%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.01%
BIO-RAD LABORATORIES-A 0.01%
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%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.01%
BPCE SA 05571BX24 DCP 10/02/2017 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
BRAND ENERGY TL L+425 05.5219 06/21/2024 0.01%
BRAZILIAN REAL CALL ACCOUNT 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 11.7500 03/01/2018 0.01%
CALATLANTIC GROUP INC 05.8750 11/15/2024 0.01%
CANADA 13508TX35 DCP 10/03/2017 0.01%
CANADIAN NATL RESOURCES USD 03.8500 06/01/2027 0.01%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.01%
CAS 2015-C02 1M2 05.2372 05/25/2025 0.01%
CAS 2016-C05 2M1 02.5872 01/25/2029 0.01%
CBS CORP 03.5000 01/15/2025 0.01%
CBS CORP 04.6000 01/15/2045 0.01%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 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%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CFCRE 2011-C2 D P/P 144A 05.9453 12/15/2047 0.01%
CGCMT 2012-GC8 XA IO P/P 144A 01.9793 09/10/2045 0.01%
CGCMT 2014-GC19 C 05.0645 03/10/2047 0.01%
CGCMT 2014-GC21 X IO 01.4098 05/10/2047 0.01%
CHARIOT FUNDING LLC 15963TYL7 DCP 11/20/2017 0.01%
CHARTER COMM OPT LLC P/P 144A 05.3750 05/01/2047 0.01%
CHEMOURS CO 05.3750 05/15/2027 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHEVRON CORP 01.1040 12/05/2017 0.01%
CHEVRON CORP 16677JXC5 DCP 10/12/2017 0.01%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.01%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.01%
CINEMARK USA INC 04.8750 06/01/2023 0.01%
CITIGROUP INC 03.6680 07/24/2028 0.01%
CITIGROUP INC 04.7500 05/18/2046 0.01%
CITIGROUP INC 05.9500 12/29/2049 0.01%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.01%
CMLTI 2005-2 1A2A 03.2532 05/25/2035 0.01%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.01%
COLLATERALIZED COMMERCIAL PAP 01.4207 01/05/2018 0.01%
COLLATERALIZED COMMERCIAL PAP 01.5261 10/26/2017 0.01%
COMCAST CORP 02.3500 01/15/2027 0.01%
COMCAST CORP 03.3750 02/15/2025 0.01%
COMCAST CORP 06.9500 08/15/2037 0.01%
COMM 2010-C1 D P/P 144A 06.3239 07/10/2046 0.01%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.01%
COMM 2013-CR10 XA IO 01.0574 08/10/2046 0.01%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.01%
COMM 2013-CR11 XA IO 01.1515 08/10/2050 0.01%
COMM 2014-CR20 XA IO 01.3167 11/10/2047 0.01%
COMM 2014-UBS4 XA IO 01.3851 08/10/2047 0.01%
COMMONWEALTH BANK OF AUSTRALI 01.2700 10/12/2017 0.01%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 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%
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 ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.01%
CREDIT AGRICOLE CORPORATE AND 01.0600 10/02/2017 0.01%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.01%
CROWN CASTLE TOWERS P/P 144A 06.1130 01/15/2020 0.01%
CSAIL 2015-C1 C 04.4417 04/15/2050 0.01%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.01%
CSTN MERGER SUB INC P/P 144A 06.7500 08/15/2024 0.01%
CVS HEALTH CORP 02.2500 12/05/2018 0.01%
CVS HEALTH CORP 04.7500 12/01/2022 0.01%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.01%
DEUTSCHE LUFTHANSA-REG 0.01%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.01%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.01%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
DISH DBS CORP 05.8750 11/15/2024 0.01%
DNB BANK ASA - 03/19/2018 01.3344 03/19/2018 0.01%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.01%
DYNEGY INC 07.3750 11/01/2022 0.01%
DYNEGY INC P/P 144A 08.1250 01/30/2026 0.01%
E.I. DU PONT DE NEMOURS 01.8406 05/01/2020 0.01%
EASTMAN CHEMICAL CO 03.8000 03/15/2025 0.01%
ECOLAB INC 0.01%
ECOLAB INC 02.7000 11/01/2026 0.01%
EEM 20171215 P 43.00UBS 0.01%
ENBRIDGE INC USD 04.2500 12/01/2026 0.01%
ENDEAVOR ENERGY P/P 144A 08.1250 09/15/2023 0.01%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.01%
EPR PROPERTIES 0.01%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.01%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.01%
FHR 3829 AS IO 05.7156 03/15/2041 0.01%
FHR 4096 MI IO 04.0000 01/15/2042 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%
FNMA FN30 AS7154 03.0000 05/01/2046 0.01%
FNR 2012-58 SM IO 05.2628 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 08.8200 06/15/2020 0.01%
FUJITSU LTD 0.01%
GAS NATURAL SDG SA 0.01%
GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 0.01%
GENPACT LTD 0.01%
GLAXOSMITHKLINE LLC 37737PX50 DCP 10/05/2017 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%
GNR 2013-99 AS IO 04.8139 06/20/2043 0.01%
GNR 2015-H25 BI IO 01.9114 10/20/2065 0.01%
GNR 2016-H16 EI IO 02.2370 06/20/2066 0.01%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.01%
GOLDMAN SACHS GROUP INC 02.3750 01/22/2018 0.01%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.01%
GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 0.01%
GOURMET MASTER CO LTD 0.01%
GRAPE KING BIO LTD 0.01%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.01%
GREAT LAKES D&D 08.0000 05/15/2022 0.01%
GSMS 2011-GC3 C P/P 144A 05.8199 03/10/2044 0.01%
GSMS 2014-GC18 C 05.1091 01/10/2047 0.01%
GSMS 2015-GC30 XA IO 01.0237 05/10/2050 0.01%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.01%
HCA INC 05.5000 06/15/2047 0.01%
HCA INC 06.5000 02/15/2020 0.01%
HMBT 2004-2 A1 01.9772 12/25/2034 0.01%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.01%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.01%
HSBC CAP FUNDING USD P/P 144A 10.1760 12/29/2049 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
IMM 2004-6 1A2 02.0172 10/25/2034 0.01%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.01%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
INTEL CORP 01.3500 12/15/2017 0.01%
IPALCO ENTPRS IN P/P 144A 03.7000 09/01/2024 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.01%
JAPAN POST BANK CO LTD 0.01%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.01%
JPMBB 2013-C12 XA IO 00.8013 07/15/2045 0.01%
JPMBB 2013-C14 C 04.7211 08/15/2046 0.01%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.01%
JPMBB 2013-C17 XA IO 01.0428 01/15/2047 0.01%
JPMCC 2011-C5 D P/P 144A 05.5880 08/15/2046 0.01%
JPMCC 2012-C6 E P/P 144A 05.3074 05/15/2045 0.01%
JPMCC 2013-LC11 X IO 01.4812 04/15/2046 0.01%
JPMORGAN CHASE & CO 02.2950 08/15/2021 0.01%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.01%
KELLOGG CO 03.2500 04/01/2026 0.01%
KEYCORP 02.3000 12/13/2018 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
LAMAR ADVERTISING CO-A 0.01%
LAREDO PETROLEUM INC 07.3750 05/01/2022 0.01%
LBMLT 2004-5 A5 01.7972 09/25/2034 0.01%
LIONS GATE ENT P/P 144A 05.8750 11/01/2024 0.01%
LLOYDS BANK PLC NY 01.3667 01/16/2018 0.01%
LNSTR 2015-3 B P/P 144A 03.3278 04/20/2048 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
LSC COMMUNICATIONS INC 0.01%
LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 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%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MERCK & CO INC 01.8500 02/10/2020 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 01.9572 02/25/2035 0.01%
MICROSOFT CORP 02.4000 08/08/2026 0.01%
MIXI INC 0.01%
MLMI 2005-A2 A2 02.9727 02/25/2035 0.01%
MPLX LP 04.1250 03/01/2027 0.01%
MSBAM 2013-C10 D P/P 144A 04.2186 07/15/2046 0.01%
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%
MSC 2012-C4 XA IO P/P 144A 02.2781 03/15/2045 0.01%
MTW FOODSERVICE ESCR 09.5000 02/15/2024 0.01%
NABORS INDUSTRIES INC 04.6250 09/15/2021 0.01%
NATIONAL AUSTRALIA BANK/CAYM 01.0500 10/02/2017 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NAVISTAR INTERNATIONAL CORP 08.2500 11/01/2021 0.01%
NCHET 2003-4 M1 02.3622 10/25/2033 0.01%
NESTLE FINANCE INTERNATIONAL 64105RXA3 DCP 10/10/2017 0.01%
NESTLE FINANCE INTERNATIONAL 64105RYV6 DCP 11/29/2017 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%
NH FOODS LTD 0.01%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.01%
NORBORD INC P/P 144A 06.2500 04/15/2023 0.01%
NORDEA BANK AB 65558FXB6 DCP 10/11/2017 0.01%
NORDEA BANK AB 65558GD91 DCP 04/09/2018 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%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.01%
OMNICOM GROUP INC 03.6000 04/15/2026 0.01%
ORACLE CORP 02.6500 07/15/2026 0.01%
ORTHO-CLINICAL TLB L+375 05.0828 06/30/2021 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%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.01%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.01%
PETROLEO BRASIL-SP PREF ADR 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%
PRICELINE GROUP INC/THE 0.01%
PROCTER & GAMBLE CO/THE 74271TXG3 DCP 10/16/2017 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 P/P 144A 10.8750 01/26/2021 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.01%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.01%
PRUDENTIAL FINANCIAL INC 08.8750 06/15/2038 0.01%
PUGET SOUND ENERGY INC 06.9740 06/01/2067 0.01%
PULTEGROUP INC 05.5000 03/01/2026 0.01%
QEP RESOURCES INC 0.01%
RANGE RESOURCES CORP P/P 144A 05.7500 06/01/2021 0.01%
REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 0.01%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.01%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.01%
REPUBLIC SERVICES INC 0.01%
RETAIL PROPERTIES OF AME - A 0.01%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.01%
REYNOLDS GRP ISS/REY P/P 144A 04.8036 07/15/2021 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 NY 01.6172 12/08/2017 0.01%
ROYAL BANK OF CANADA USD 02.2000 07/27/2018 0.01%
RR DONNELLEY & SONS CO 0.01%
S&P GLOBAL INC 02.9500 01/22/2027 0.01%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.01%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.01%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SCIENTIFIC GAMES INT P/P 144A 07.0000 01/01/2022 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%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.01%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.01%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.01%
SIMON PROPERTY GROUP LP 82880WXP2 DCP 10/23/2017 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%
SKANDINAVISKA ENSKILDA BANKEN 83050TZN4 DCP 12/22/2017 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%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.01%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.01%
SUMITOMO MITSUI BANK NY 01.4517 11/06/2017 0.01%
SUPERIOR ENERGY SERVICES INC 0.01%
SUZUKI MOTOR CORP 0.01%
SVENSKA HANDELSBANKEN NY 01.3544 12/15/2017 0.01%
SWEDBANK AB 87019RX27 DCP 10/02/2017 0.01%
T-MOBILE USA INC 06.6250 04/01/2023 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%
TENET HEALTHCARE 04.7500 06/01/2020 0.01%
TENNECO INC 05.0000 07/15/2026 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 88603GHS2 DCP 01/26/2018 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TOPIX INDX FUTR DEC17 TPZ7 0.01%
TORONTO DOMINION BANK NY 01.6750 11/01/2017 0.01%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.01%
TORONTO-DOMINION HOLDINGS USA 89116EXG3 DCP 10/16/2017 0.01%
TOYOTA MOTOR CREDIT CORP 01.5500 07/13/2018 0.01%
TOYOTA MOTOR CREDIT CORP 02.0000 10/24/2018 0.01%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
TREASURY BILL 00.0000 02/08/2018 0.01%
TREASURY BILL 00.0000 02/15/2018 0.01%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.01%
TURKEY GOVERNMENT BOND TRY 11.0000 03/02/2022 0.01%
TWENTY-FIRST CENTURY FOX-A 0.01%
UBS GROUP FUNDIN P/P 144A 03.0000 04/15/2021 0.01%
UBSBB 2012-C2 D P/P 144A 05.0550 05/10/2063 0.01%
UBSBB 2012-C4 XA IO P/P 144A 01.8351 12/10/2045 0.01%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.01%
UNITED MEXICAN STATES USD 04.7500 03/08/2044 0.01%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
US TREASURY FRN 01.2268 07/31/2018 0.01%
USG CORP P/P 144A 04.8750 06/01/2027 0.01%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.01%
VALEANT PHARMA P/P 144A 07.0000 03/15/2024 0.01%
VENATOR FIN SARL/VEN P/P 144A 05.7500 07/15/2025 0.01%
VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 0.01%
WAMU 2004-AR13 A2B 02.1172 11/25/2034 0.01%
WAMU 2005-AR1 A1B 02.0172 01/25/2045 0.01%
WAMU 2005-AR2 1A1A 01.5672 01/25/2045 0.01%
WAMU 2005-AR2 1A1B 01.6272 01/25/2045 0.01%
WAMU 2005-AR8 2A1A 01.5272 07/25/2045 0.01%
WAMU 2005-AR8 2AB3 01.5972 07/25/2045 0.01%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.01%
WBCMT 2005-C21 D 05.4681 10/15/2044 0.01%
WELLS FARGO BANK NA 01.6541 01/09/2018 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%
WFCM 2013-LC12 AS 04.4301 07/15/2046 0.01%
WFCM 2013-LC12 C 04.4301 07/15/2046 0.01%
WFCM 2016-LC25 XA IO 01.2371 12/15/2059 0.01%
WFRBS 2011-C4 E P/P 144A 05.4142 06/15/2044 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 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%
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 08.2500 08/01/2023 0.01%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.01%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.01%
0700.HK 20171129 C 320.00UBS 0.00%
1.80 R ISWP FWD US0003M P 12/20/2019 0.00%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.00%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.00%
1011778 BC / NEW RED P/P 144A 06.0000 04/01/2022 0.00%
2.05 R ISWP FWD US0003M P 12/20/2022 0.00%
2.25 R ISWP FWD US0003M P 12/20/2027 0.00%
2.50 R ISWP FWD US0003M P 12/20/2047 0.00%
21ST CENTURY FOX AMERICA 03.0000 09/15/2022 0.00%
A SCHULMAN INC 06.8750 06/01/2023 0.00%
ABBVIE INC 02.9000 11/06/2022 0.00%
ABN AMRO FUNDING USA LLC 00084BXA7 DCP 10/10/2017 0.00%
ABN AMRO FUNDING USA LLC 00084BZM9 DCP 12/21/2017 0.00%
AES CORP/VA 05.5000 04/15/2025 0.00%
AES CORP/VA 07.3750 07/01/2021 0.00%
AGRIUM INC USD 05.2500 01/15/2045 0.00%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.00%
AK STEEL CORP 06.3750 10/15/2025 0.00%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 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%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
ALPINE SECURITIZATION LTD 02089EY60 DCP 11/06/2017 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 EXPRESS COMPANY 07.0000 03/19/2018 0.00%
AMERICAN HONDA FINANCE CORP 02665JX54 DCP 10/05/2017 0.00%
AMERICAN HONDA FINANCE CORP 02665JXP0 DCP 10/23/2017 0.00%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.00%
AMERICAN TOWER CORP 04.0000 06/01/2025 0.00%
AMGEN INC 03.4500 10/01/2020 0.00%
ANDEAVOR LOGIS LP/CORP 05.2500 01/15/2025 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 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%
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%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 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 10/18/2017 BCAP-FX 0.00%
AUD/USD 10/18/2017 CSI-FX 0.00%
AUD/USD 10/18/2017 JPMCB 0.00%
AUD/USD 10/18/2017 RBSF 0.00%
AUD/USD 10/18/2017 SSBT 0.00%
AUD/USD 10/18/2017 UBS 0.00%
AUSTRALIA & NEW ZEALAND BANKI 05253CBG0 DCP 02/16/2018 0.00%
AUSTRALIA & NEW ZEALAND BANKI 05253CE44 DCP 05/04/2018 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 INC P/P 144A 07.0000 04/01/2019 0.00%
AVAYA TLB7 L+525 06.5639 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 06.1000 12/29/2049 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BANK OF MONTREAL CHICAGO 01.3644 10/17/2017 0.00%
BANK OF MONTREAL CHICAGO 01.3706 10/03/2017 0.00%
BANK OF NOVA SCOTIA HOUS 01.4111 06/07/2018 0.00%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.00%
BANK OF NOVA SCOTIA/THE 06417JXC1 DCP 10/12/2017 0.00%
BANK OF TOKYO-MITSUBISHI UFJ 01.5200 10/30/2017 0.00%
BEDFORD ROW FUNDING CORP 07644BAN2 DCP 01/22/2018 0.00%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.00%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.00%
BERRY GLOBAL INC 05.1250 07/15/2023 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
BIOGEN INC 03.6250 09/15/2022 0.00%
BIOSCRIP INC 08.8750 02/15/2021 0.00%
BNP PARIBAS SA/NEW YORK NY 01.3000 10/20/2017 0.00%
BNP PARIBAS/CAYMAN ISLANDS 01.1600 10/03/2017 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%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.00%
BRL/USD 01/03/2018 CITI 0.00%
BROADRIDGE FINANCIAL SOLUTIO 0.00%
BROOKFIELD RESID P/P 144A 06.5000 12/15/2020 0.00%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 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 10/18/2017 BANKAM 0.00%
CAD/USD 10/18/2017 JPMCB 0.00%
CAD/USD 10/18/2017 RBSF 0.00%
CAD/USD 10/18/2017 SSBT 0.00%
CAD/USD 10/18/2017 UBS 0.00%
CAFCO LLC 1247P2ZM9 DCP 12/21/2017 0.00%
CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 0.00%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.00%
CALPINE CORP 05.7500 01/15/2025 0.00%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.00%
CANADIAN IMP BK COMM NY 01.7250 02/02/2018 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 02.4372 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 CORP 02.9000 01/15/2027 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 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%
CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 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%
CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.6204 10/15/2049 0.00%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.00%
CHARIOT FUNDING LLC 15963TX61 DCP 10/06/2017 0.00%
CHARTA LLC 16115VY60 DCP 11/06/2017 0.00%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.00%
CHEMOURS CO 06.6250 05/15/2023 0.00%
CHENIERE CORP CHRIST P/P 144A 05.1250 06/30/2027 0.00%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.00%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 06/15/2027 0.00%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHF/USD 12/20/2017 BCAP-FX 0.00%
CHF/USD 12/20/2017 JPMCB 0.00%
CHF/USD 12/20/2017 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%
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%
CITIBANK NA 01.3100 10/10/2017 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 08.0828 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 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 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CNH/USD 11/15/2017 GSFX 0.00%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.00%
COCA-COLA CO/THE 02.2500 09/01/2026 0.00%
COLGATE-PALMOLIVE CO 0.00%
COMCAST CORP 03.1500 03/01/2026 0.00%
COMCAST CORP 06.4500 03/15/2037 0.00%
COMCAST CORP 06.5000 11/15/2035 0.00%
COMM 2012-LC4 XA IO P/P 144A 02.3845 12/10/2044 0.00%
COMM 2014-CR16 XA IO 01.3450 04/10/2047 0.00%
COMM 2014-CR17 XA IO 01.2969 05/10/2047 0.00%
COMM 2014-UBS6 XA IO 01.1746 12/10/2047 0.00%
COMMERCEHUB INC-SERIES C 0.00%
COMMONWEALTH BANK OF AUSTRALI 01.1744 05/02/2018 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%
COOPERAT RABOBANK UA/NY USD 01.3350 04/03/2018 0.00%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.00%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.00%
CPG INTL TL L+375 05.0828 05/03/2024 0.00%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.00%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.00%
CREDIT ACCEPTANC 07.3750 03/15/2023 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 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%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.00%
DANSKE CORP 2363F6XH8 DCP 10/17/2017 0.00%
DANSKE CORP 2363F6ZF0 DCP 12/15/2017 0.00%
DAVITA INC 0.00%
DCP MIDSTREAM OPERATING 02.7000 04/01/2019 0.00%
DCP MIDSTREAM OPERATING 03.8750 03/15/2023 0.00%
DEERE & COMPANY 02.6000 06/08/2022 0.00%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.00%
DENBURY RESOURCES 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 ENERGY INC 04.7500 11/01/2024 0.00%
DKK/USD 12/20/2017 CITI 0.00%
DNB BANK ASA 2332K0X23 DCP 10/02/2017 0.00%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.00%
DYNEGY INC P/P 144A 08.0000 01/15/2025 0.00%
E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 0.00%
EEM 20171117 P 40.00UBS 0.00%
EEM 20171117 P 42.00UBS 0.00%
EEM 20171215 P 41.00UBS 0.00%
EGYPTIAN POUND CALL ACCOUNT 0.00%
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%
EMPIRE STATE REALTY TRUST-A 0.00%
ENERGY TRANSFER LP 05.2000 02/01/2022 0.00%
ENERGY TRANSFER LP 06.1250 12/15/2045 0.00%
ENERGY TRANSFER LP 06.5000 02/01/2042 0.00%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.00%
EPR PROPERTIES 05.7500 CUM CV PFD 0.00%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.00%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.00%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.00%
EUR/USD 12/20/2017 BANKAM 0.00%
EUR/USD 12/20/2017 BCAP-FX 0.00%
EUR/USD 12/20/2017 CITI 0.00%
EUR/USD 12/20/2017 CSI-FX 0.00%
EUR/USD 12/20/2017 GSFX 0.00%
EUR/USD 12/20/2017 HSBCB 0.00%
EUR/USD 12/20/2017 JPMCB 0.00%
EUR/USD 12/20/2017 RBSF 0.00%
EUR/USD 12/20/2017 SSBT 0.00%
EUR/USD 12/20/2017 UBS 0.00%
EUR/USD 12/20/2017 WPAC 0.00%
EXPEDIA INC 05.0000 02/15/2026 0.00%
EXPEDIA INC 05.9500 08/15/2020 0.00%
EXPORT DEVELOPMENT CANADA 30215GX31 DCP 10/03/2017 0.00%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.00%
FAIRWAY FINANCE CO LLC 30601VY62 DCP 11/06/2017 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%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.00%
FORTERRA TL L+300 04.2350 10/25/2023 0.00%
FREEPORT-MCMORAN COPPER & GOL 03.5500 03/01/2022 0.00%
FREEPORT-MCMORAN INC 06.7500 02/01/2022 0.00%
FRONTIER COMM 11.0000 09/15/2025 0.00%
FRONTIER COMMUNICATIONS 07.6250 04/15/2024 0.00%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.00%
GATES GLOBAL TLB L+325 04.5828 03/31/2024 0.00%
GBP/USD 12/20/2017 BANKAM 0.00%
GBP/USD 12/20/2017 CITI 0.00%
GBP/USD 12/20/2017 CSI-FX 0.00%
GBP/USD 12/20/2017 GSFX 0.00%
GBP/USD 12/20/2017 JPMCB 0.00%
GBP/USD 12/20/2017 SSBT 0.00%
GBP/USD 12/20/2017 UBS 0.00%
GEDI GRUPPO EDITORIALE SPA 0.00%
GEN MOTORS FIN 03.2500 05/15/2018 0.00%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.00%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.00%
GENERAL ELECTRIC CO 05.0000 12/29/2049 0.00%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.00%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.00%
GENON ENERGY INC. 09.8750 10/15/2020 0.00%
GETTY IMAGES TLB L+350 04.7500 10/18/2019 0.00%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.00%
GLP CAP LP / FIN II 04.8750 11/01/2020 0.00%
GMAC CAPITAL TRUST I PCT 07.1000 0.00%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.00%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.00%
GNR 2013-99 VS IO 04.8656 07/16/2043 0.00%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.00%
GNR 2015-H26 EI IO 01.7111 10/20/2065 0.00%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.00%
GOTHAM FUNDING CORP 38346LZL3 DCP 12/20/2017 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%
GSMS 2014-GC24 XA IO 00.9753 09/10/2047 0.00%
HALCON RESOURCES COR P/P 144A 12.0000 02/15/2022 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HALYARD HEALTH INC 06.2500 10/15/2022 0.00%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.00%
HCA INC 03.7500 03/15/2019 0.00%
HCA INC 05.0000 03/15/2024 0.00%
HCA INC 05.2500 06/15/2026 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%
HIGH RIDGE BRANDS CO P/P 144A 08.8750 03/15/2025 0.00%
HKD/USD 11/15/2017 BCAP-FX 0.00%
HOME DEPOT INC 02.6250 06/01/2022 0.00%
HONEYWELL INTERNATIONAL 04.2500 03/01/2021 0.00%
HONEYWELL INTERNATIONAL 05.3750 03/01/2041 0.00%
HONG KONG DOLLAR CALL ACCOUNT 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
HOST HOTELS & RESORTS 05.2500 03/15/2022 0.00%
HOST HOTELS & RESORTS LP 06.0000 10/01/2021 0.00%
HSBC BANK PLC - 04/13/2018 01.2700 04/13/2018 0.00%
HSBC BANK USA NA 01.4350 08/09/2018 0.00%
HSBC FINANCE CORP 06.6760 01/15/2021 0.00%
HUB HLDG LLC/HUB HOL P/P 144A 08.1250 07/15/2019 0.00%
HUB INTL LTD P/P 144A 07.8750 10/01/2021 0.00%
HUF/USD 12/20/2017 GSFX 0.00%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.00%
HYATT HOTELS CORP 03.3750 07/15/2023 0.00%
HYATT HOTELS CORP 04.8500 03/15/2026 0.00%
I-CABLE COMMUNICATIONS LTD 0.00%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.00%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.00%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.00%
IDR/USD 11/15/2017 GSFX 0.00%
IDR/USD 11/15/2017 JPMCB 0.00%
INDIAN RUPEE CALL ACCOUNT 0.00%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.00%
INTELSAT 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%
ISTAR INC 05.2500 09/15/2022 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
JABIL INC 08.2500 03/15/2018 0.00%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.00%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.00%
JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 0.00%
JOHNSON & JOHNSON 05.1500 07/15/2018 0.00%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.00%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.00%
JPMBB 2014-C19 XA IO 01.3218 04/15/2047 0.00%
JPMORGAN CHASE & CO 04.1250 12/15/2026 0.00%
JPY/USD 11/15/2017 BCAP-FX 0.00%
JPY/USD 11/15/2017 CITI 0.00%
JPY/USD 11/15/2017 CSI-FX 0.00%
JPY/USD 11/15/2017 GSFX 0.00%
JPY/USD 11/15/2017 HSBCB 0.00%
JPY/USD 11/15/2017 JPMCB 0.00%
JPY/USD 11/15/2017 RBSF 0.00%
JPY/USD 11/15/2017 UBS 0.00%
JPY/USD 11/15/2017 WPAC 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.00%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.00%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.00%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.00%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.00%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.00%
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%
KRATON POLYMERS P/P 144A 10.5000 04/15/2023 0.00%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.00%
LAMAR MEDIA CORP 05.3750 01/15/2024 0.00%
LAMAR MEDIA CORP 05.8750 02/01/2022 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LAREDO PETROLEUM INC 05.6250 01/15/2022 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.6236 09/15/2039 0.00%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.00%
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 53127TZC0 DCP 12/12/2017 0.00%
LIBERTY STREET FUNDING LLC 53127TZE6 DCP 12/14/2017 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%
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%
MANHATTAN ASSET FUNDING CO LL 56274LXK5 DCP 10/19/2017 0.00%
MANHATTAN ASSET FUNDING CO LL 56274LY99 DCP 11/09/2017 0.00%
MARATHON PETRO CORP 06.5000 03/01/2041 0.00%
MARRIOTT INTERNATIONAL -CL A 0.00%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 BC 0.00%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.00%
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%
METLIFE SHORT TERM FUNDING LL 59157TXC2 DCP 10/12/2017 0.00%
METLIFE SHORT TERM FUNDING LL 59157TXL2 DCP 10/20/2017 0.00%
MGM GROWTH/MGM FIN P/P 144A 04.5000 01/15/2028 0.00%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.00%
MGM RESORTS INTL 06.6250 12/15/2021 0.00%
MGM RESORTS INTL 08.6250 02/01/2019 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MICRON TECH INC P/P 144A 05.2500 01/15/2024 0.00%
MICROSOFT CORP 04.2000 06/01/2019 0.00%
MICROSOFT CORP 05.3000 02/08/2041 0.00%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.00%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.00%
MILAGRO OIL & GAS 0.00%
MIZUHO BANK LTD P/P 144A 01.5500 10/17/2017 0.00%
MIZUHO BANK LTD/NY USD 02.1541 10/12/2017 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%
MONSANTO CO 05.5000 08/15/2025 0.00%
MOODY'S CORPORATION P/P 144A 03.2500 01/15/2028 0.00%
MOOG INC P/P 144A 05.2500 12/01/2022 0.00%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.00%
MSBAM 2013-C8 B 03.6997 12/15/2048 0.00%
MSBAM 2014-C17 XA IO 01.3954 08/15/2047 0.00%
MURPHY OIL CORP 05.7500 08/15/2025 0.00%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.00%
MXN/USD 10/18/2017 HSBCB 0.00%
NATIONAL AUSTRALIA BANK LTD 01.2731 12/12/2017 0.00%
NATIONAL AUSTRALIA BANK LTD 63254FBD8 DCP 02/13/2018 0.00%
NATIONAL BANK OF CANADA 63307LX63 DCP 10/06/2017 0.00%
NATIONAL BANK OF CANADA 63307LZB0 DCP 12/11/2017 0.00%
NATIONWIDE BUILDING SOCIETY 6385E0XG3 DCP 10/16/2017 0.00%
NATIONWIDE BUILDING SOCIETY 6385E1AN1 DCP 01/22/2018 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.00%
NEIMAN MARCUS TL L+325 04.4806 10/25/2020 0.00%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.00%
NEVADA POWER CO 07.1250 03/15/2019 0.00%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.00%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.00%
NEWS CORP - CLASS B 0.00%
NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 0.00%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 12/20/2017 BANKAM 0.00%
NOK/USD 12/20/2017 CITI 0.00%
NOK/USD 12/20/2017 CSI-FX 0.00%
NOK/USD 12/20/2017 GSFX 0.00%
NOK/USD 12/20/2017 JPMCB 0.00%
NOK/USD 12/20/2017 RBSF 0.00%
NOK/USD 12/20/2017 SSBT 0.00%
NOK/USD 12/20/2017 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%
NOVUS HOLDINGS LTD 0.00%
NRG ENERGY INC 07.2500 05/15/2026 0.00%
NRG ENERGY INC 07.8750 05/15/2021 0.00%
NRW BANK 62939LX46 DCP 10/04/2017 0.00%
NRW BANK 62939LZ85 DCP 12/08/2017 0.00%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.00%
NZD/USD 10/18/2017 CSI-FX 0.00%
NZD/USD 10/18/2017 JPMCB 0.00%
NZD/USD 10/18/2017 RBSF 0.00%
NZD/USD 10/18/2017 SSBT 0.00%
O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 0.00%
O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
OLD LINE FUNDING LLC 67984WFR4 DCP 11/15/2017 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%
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%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 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%
PILGRIM'S PRIDE CORP P/P 144A 05.7500 03/15/2025 0.00%
PLATFORM SPECIALTY P P/P 144A 10.3750 05/01/2021 0.00%
PLATFORM SPECIALTY P/P 144A 06.5000 02/01/2022 0.00%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.00%
POUND STERLING CALL ACCOUNT 0.00%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.00%
PRECISION DRILL USD 05.2500 11/15/2024 0.00%
PRECISION DRILLING CORP USD 07.7500 12/15/2023 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%
PULTEGROUP INC. 07.8750 06/15/2032 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
QVC INC 04.4500 02/15/2025 0.00%
QVC INC 04.8500 04/01/2024 0.00%
RABOBANK NEDERLAND NV NY 21687AY15 DCP 11/01/2017 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
REALOGY GROUP/CO-ISS P/P 144A 04.8750 06/01/2023 0.00%
REALTY INCOME CORP 04.6500 08/01/2023 0.00%
REGAL ENTERTAINMENT GRP 05.7500 02/01/2025 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REGENCY MARKETS NO. 1 LLC 7588R0X51 DCP 10/05/2017 0.00%
REGENCY MARKETS NO. 1 LLC 7588R0XB8 DCP 10/11/2017 0.00%
REGENCY MARKETS NO. 1 LLC 7588R0XR3 DCP 10/25/2017 0.00%
REVLON CONS TLB L+350 04.7350 09/07/2023 0.00%
REVLON CONSUMER PRODS 05.7500 02/15/2021 0.00%
REYNOLDS GRP ISS/REY P/P 144A 07.0000 07/15/2024 0.00%
ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.00%
ROYAL BK SCOTLND USD 04.7000 07/03/2018 0.00%
RUB/USD 12/20/2017 BANKAM 0.00%
RUB/USD 12/20/2017 CITI 0.00%
S&P GLOBAL INC 04.4000 02/15/2026 0.00%
S&P MID 400 EMINI DEC17 FAZ7 0.00%
S&P500 EMINI FUT DEC17 ESZ7 0.00%
SANDRIDGE ENERGY INC 0.00%
SEALED AIR CORP P/P 144A 05.1250 12/01/2024 0.00%
SEALED AIR CORP P/P 144A 05.5000 09/15/2025 0.00%
SEALED AIR CORP P/P 144A 06.8750 07/15/2033 0.00%
SEK/USD 12/20/2017 CITI 0.00%
SEK/USD 12/20/2017 CSI-FX 0.00%
SEK/USD 12/20/2017 GSFX 0.00%
SEK/USD 12/20/2017 JPMCB 0.00%
SEK/USD 12/20/2017 RBSF 0.00%
SEK/USD 12/20/2017 SSBT 0.00%
SEK/USD 12/20/2017 UBS 0.00%
SELECT INCOME REIT 02.8500 02/01/2018 0.00%
SELECT INCOME REIT 03.6000 02/01/2020 0.00%
SEMGROUP CORP P/P 144A 06.3750 03/15/2025 0.00%
SERVICE CORP INTL 05.3750 01/15/2022 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SESI LLC P/P 144A 07.7500 09/15/2024 0.00%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.00%
SEVEN GENS ENER P/P 144A 08.2500 05/15/2020 0.00%
SGD/USD 11/15/2017 JPMCB 0.00%
SHELF DRILL HOLD LTD P/P 144A 09.5000 11/02/2020 0.00%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.00%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.00%
SIMON PROPERTY GROUP LP 82880WX23 DCP 10/02/2017 0.00%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.00%
SKANDINAV ENSKILDA BK NY 01.6250 11/15/2017 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 USD 01.4500 10/20/2017 0.00%
SOCIETE GENERALE SA 83369BXX9 DCP 10/31/2017 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-HQ3 M2 03.8872 10/25/2024 0.00%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 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%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.00%
SVENSKA HANDELSBANKEN AB 86960KB92 DCP 02/09/2018 0.00%
SVENSKA HANDELSBANKEN AB 86960KG55 DCP 07/05/2018 0.00%
SWEDBANK AB 87019RYE0 DCP 11/14/2017 0.00%
SWEDBANK AB 87019RYV2 DCP 11/29/2017 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%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.00%
TARGA RES PRTNRS 05.1250 02/01/2025 0.00%
TARGA RES PRTNRS 05.3750 02/01/2027 0.00%
TAYLOR MORRISON COMM P/P 144A 05.2500 04/15/2021 0.00%
TAYLOR MORRISON P/P 144A 05.6250 03/01/2024 0.00%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TECK RESOURCES LIMITED USD 04.7500 01/15/2022 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TENET HEALTHCARE 06.0000 10/01/2020 0.00%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.00%
TENNANT CO P/P 144A 05.6250 05/01/2025 0.00%
TERVITA CORP CLASS A 0.00%
TEVA PHARMACEUTICALS NE USD 03.1500 10/01/2026 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THE AES CORPORATION 04.8750 05/15/2023 0.00%
THE BEAR STEARNS COS LLC 06.4000 10/02/2017 0.00%
THE EURO EUR CALL ACCOUNT 0.00%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.00%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.00%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.00%
THERMO FISHER SCIENTIFIC INC 0.00%
TIME WARNER INC 02.9500 07/15/2026 0.00%
TMX FIN/TITLEMAX P/P 144A 08.5000 09/15/2018 0.00%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
TORONTO DOMINION BANK NY 01.6144 11/22/2017 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSDIGM INC 06.5000 07/15/2024 0.00%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.00%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
TRY/USD 12/20/2017 RBSF 0.00%
TXU TCEH RIGHTS 0.00%
TYSON FOODS INC 04.8750 08/15/2034 0.00%
TYSON FOODS INC 05.1500 08/15/2044 0.00%
UBSBB 2012-C3 C P/P 144A 05.2098 08/10/2049 0.00%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.00%
UNITED STATES STEEL CORP 06.8750 08/15/2025 0.00%
UNITED TECHNOLOGIES CORP 04.5000 06/01/2042 0.00%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.00%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.00%
UNITEDHEALTH GROUP INC 04.6250 11/15/2041 0.00%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.00%
UNITEDHEALTH GROUP INC 06.0000 02/15/2018 0.00%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.00%
UNIVISION TLC5 L+275 03.9850 03/15/2024 0.00%
US 10YR NOTE (CBT)DEC17 TYZ7 0.00%
US 2YR NOTE (CBT) DEC17 TUZ7 0.00%
US 5YR NOTE (CBT) DEC17 FVZ7 0.00%
US FOODS HOLDING CORP 0.00%
US LONG BOND(CBT) DEC17 USZ7 0.00%
US ULTRA BOND CBT DEC17 WNZ7 0.00%
USD/CNH PUT 6.40 20171207 BANKAM 0.00%
USD/CNH PUT 6.50 20171207 BANKAM 0.00%
USG CORP P/P 144A 05.5000 03/01/2025 0.00%
VALEANT PHARMA P/P 144A 05.3750 03/15/2020 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%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.00%
VERIZON COMM 02.9460 03/15/2022 0.00%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.00%
VIACOM INC 04.5000 03/01/2021 0.00%
VICTORY RECEIVABLES CORP 92646KXG2 DCP 10/16/2017 0.00%
VICTORY RECEIVABLES CORP 92646KZ13 DCP 12/01/2017 0.00%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.00%
VIEWORKS CO LTD 0.00%
VMWARE INC 03.9000 08/21/2027 0.00%
VULCAN MATERIALS COMPANY 04.5000 04/01/2025 0.00%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.00%
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 02.2172 11/25/2034 0.00%
WAMU 2005-AR1 A2A3 02.0372 01/25/2045 0.00%
WAMU 2005-AR13 A1B3 01.5972 10/25/2045 0.00%
WAMU 2005-AR19 A1A2 01.5272 12/25/2045 0.00%
WAMU 2005-AR2 2A1B 01.6072 01/25/2045 0.00%
WAMU 2005-AR2 2A2B 01.6172 01/25/2045 0.00%
WAMU 2006-AR4 1A1A 01.7700 05/25/2046 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%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.00%
WELLS FARGO BANK NA 01.3511 02/07/2018 0.00%
WEST CORP P/P 144A 05.3750 07/15/2022 0.00%
WESTPAC BANKING CORP 01.3206 11/02/2017 0.00%
WESTPAC BANKING CORP 01.3544 01/08/2018 0.00%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.00%
WESTROCK MWV LLC 07.9500 02/15/2031 0.00%
WEYERHAEUSER CO 07.3750 03/15/2032 0.00%
WFMBS 2005-AR10 1A2 03.3338 06/25/2035 0.00%
WFMBS 2005-AR8 1A2 03.3227 06/25/2035 0.00%
WFRBS 2012-C10 XA IO P/P 144A 01.7531 12/15/2045 0.00%
WFRBS 2012-C9 XA IO P/P 144A 02.1702 11/15/2045 0.00%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.00%
WFRBS 2013-C12 XA IO P/P 144A 01.5049 03/15/2048 0.00%
WFRBS 2013-C15 D P/P 144A 04.6281 08/15/2046 0.00%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.00%
WINDSTREAM SERVICES LLC 06.3750 08/01/2023 0.00%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.00%
WORLD FUEL SERVICES CORP 0.00%
WP CAREY INC 04.6000 04/01/2024 0.00%
WPX ENERGY INC 07.5000 08/01/2020 0.00%
WYNDHAM WORLDWIDE CORP 05.6250 03/01/2021 0.00%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.00%
ZAR/USD 10/18/2017 GSFX 0.00%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.00%
AUD/USD 10/18/2017 GSFX -0.01%
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%
PHILIPPINE PESO CALL ACCOUNT -0.01%
RU10INTR P USL3M R 11/27/17 CI -0.01%
RU10INTR P USL3M R 11/27/17 CI -0.01%
TRY/USD 12/20/2017 GSFX -0.01%
KOREAN WON CALL ACCOUNT -0.02%
CDX CDX.NA.HY.29 500.0 12/20/2022 -0.04%
RU10INTR P USL3M R 11/27/17 CI -0.07%

Prior top holdings

Top holdings as of 10/31/17
Putnam Retirement Advantage GAA Growth Trust 70.78%
Putnam Retirement Advantage GAA All Equities Trust 28.84%
Putnam Retirement Advantage GAA Money Market Trust 0.44%
Top holdings as of 09/30/17
Putnam Retirement Advantage GAA Growth Trust 70.71%
Putnam Retirement Advantage GAA All Equities Trust 28.91%
Putnam Retirement Advantage GAA Money Market Trust 0.44%
Top holdings as of 08/31/17
Putnam Retirement Advantage GAA Growth Trust 58.26%
Putnam Retirement Advantage GAA All Equities Trust 38.99%
Putnam Retirement Advantage GAA Money Market Trust 2.81%
Top holdings as of 07/31/17
Putnam Retirement Advantage GAA Growth Trust 58.24%
Putnam Retirement Advantage GAA All Equities Trust 38.93%
Putnam Retirement Advantage GAA Money Market Trust 2.89%

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