Retirement Advantage 2060 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 $15.66
0.71% | $0.11
$15.82
01/26/18
$13.85
09/26/17
Historical fund price

Fund facts as of 08/31/18

Total net assets
$27.69M
Turnover (fiscal year end)
29%
Dividend frequency
Annually
Number of holdings
3
Fiscal year-end
September
CUSIP / Fund code
74674P278 / 2013
Inception date
04/13/16
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. Life (inception: 04/13/16 )
At net asset value 11.97% -- -- 18.06%
Custom Retirement Advantage 2060 Index 12.31% ------

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 1.37 %
YTD as of 09/20/18 5.60 %

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 All Equities Trust 78.25%
Putnam Retirement Advantage GAA Growth Trust 21.40%
Putnam Retirement Advantage GAA Money Market Trust 0.40%

Full portfolio holdings as of 06/30/18

ALPHABET INC-CL A 2.47%
JPMORGAN CHASE & CO 1.70%
SPDR S&P 500 ETF TRUST 1.32%
VERIZON COMMUNICATIONS INC 1.29%
APPLE INC 1.25%
CISCO SYSTEMS INC 1.24%
CITIGROUP INC 1.24%
BOEING CO/THE 1.21%
HOME DEPOT INC 1.18%
NVIDIA CORP 1.11%
AMAZON.COM INC 0.94%
MICROSOFT CORP 0.87%
FACEBOOK INC-A 0.85%
PEPSICO INC 0.82%
VALERO ENERGY CORP 0.79%
ORACLE CORP 0.75%
JOHNSON & JOHNSON 0.70%
COCA-COLA CO/THE 0.65%
OCCIDENTAL PETROLEUM CORP 0.64%
CONOCOPHILLIPS 0.60%
ANTHEM INC 0.58%
INTUIT INC 0.57%
WALT DISNEY CO/THE 0.57%
NORTHROP GRUMMAN CORP 0.55%
MERCK & CO. INC. 0.53%
AMGEN INC 0.48%
BRISTOL-MYERS SQUIBB CO 0.48%
HALLIBURTON CO 0.48%
HONEYWELL INTERNATIONAL INC 0.48%
ELI LILLY & CO 0.47%
MORGAN STANLEY 0.47%
INTL BUSINESS MACHINES CORP 0.46%
MONDELEZ INTERNATIONAL INC-A 0.44%
FORD MOTOR CO 0.43%
HUMANA INC 0.42%
DELTA AIR LINES INC 0.41%
NETAPP INC 0.41%
COGNIZANT TECH SOLUTIONS-A 0.40%
SYSCO CORP 0.40%
ROSS STORES INC 0.39%
SAMSUNG ELECTRONICS CO LTD 0.39%
E*TRADE FINANCIAL CORPORATION 0.38%
TENCENT HOLDINGS LTD 0.38%
NOVARTIS AG-REG 0.37%
WALGREENS BOOTS ALLIANCE INC 0.37%
CIGNA CORP 0.36%
KINDER MORGAN INC 0.36%
BAXTER INTERNATIONAL INC 0.35%
RAYTHEON COMPANY 0.35%
ROCHE HOLDING AG-GENUSSCHEIN 0.35%
ALIBABA GROUP HOLDING-SP ADR 0.34%
TOTAL SA 0.34%
US BANCORP 0.34%
ABIOMED INC 0.33%
HP INC 0.33%
REGIONS FINANCIAL CORP 0.33%
ROYAL DUTCH SHELL PLC-B SHS 0.33%
WILLIAMS COS INC 0.33%
AUTOMATIC DATA PROCESSING 0.32%
ESTEE LAUDER COMPANIES-CL A 0.32%
LOCKHEED MARTIN CORP 0.32%
MCKESSON CORP 0.32%
PALO ALTO NETWORKS INC 0.32%
PFIZER INC 0.32%
PRUDENTIAL FINANCIAL INC 0.32%
PVH CORP 0.32%
TEXAS INSTRUMENTS INC 0.32%
TIFFANY & CO 0.32%
RED HAT INC 0.31%
CUMMINS INC 0.30%
LULULEMON ATHLETICA INC 0.30%
ABBVIE INC 0.29%
BOSTON SCIENTIFIC CORP 0.29%
CAPITAL ONE FINANCIAL CORP 0.29%
ENTERGY CORP 0.29%
TAIWAN SEMICONDUCTOR MANUFAC 0.29%
TREASURY BILL 00.0000 07/19/2018 0.29%
AGILENT TECHNOLOGIES INC 0.28%
GILEAD SCIENCES INC 0.28%
AMERIPRISE FINANCIAL INC 0.27%
CARNIVAL CORP 0.27%
INGERSOLL-RAND PLC 0.27%
LAS VEGAS SANDS CORP 0.27%
METLIFE INC 0.27%
MICHAEL KORS HOLDINGS LTD 0.27%
ROYAL CARIBBEAN CRUISES LTD 0.27%
ALLIANZ SE-REG 0.26%
BHP BILLITON LIMITED 0.26%
GOLDMAN SACHS GROUP INC 0.26%
F5 NETWORKS INC 0.25%
FIFTH THIRD BANCORP 0.25%
DISCOVER FINANCIAL SERVICES 0.24%
FORTINET INC 0.24%
KLA-TENCOR CORP 0.24%
WASTE MANAGEMENT INC 0.24%
FIDELITY NATIONAL INFO SERV 0.23%
HILTON WORLDWIDE HOLDINGS IN 0.23%
ISHARES MSCI EMERGING MARKET 0.23%
KDDI CORP 0.23%
CENTENE CORP 0.22%
EQUITY RESIDENTIAL TR REIT 0.22%
HARTFORD FINANCIAL SVCS GRP 0.22%
ROCKWELL AUTOMATION INC 0.22%
SUMITOMO MITSUI FINANCIAL GR 0.22%
ENI SPA 0.21%
HERSHEY CO/THE 0.21%
HITACHI LTD 0.21%
KONINKLIJKE AHOLD DELHAIZE N 0.21%
REPSOL SA 0.21%
VF CORP 0.21%
APPLIED MATERIALS INC 0.20%
ASTELLAS PHARMA INC 0.20%
BASF SE 0.20%
CENTRAL JAPAN RAILWAY CO 0.20%
DELL TECHNOLOGIES INC-CL V 0.20%
ENEL SPA 0.20%
EQUINOR ASA 0.20%
FRESENIUS MEDICAL CARE AG & 0.20%
MIZUHO FINANCIAL GROUP INC 0.20%
NEWMONT MINING CORP 0.20%
NIPPON TELEGRAPH & TELEPHONE 0.20%
NRG ENERGY INC 0.20%
SANDVIK AB 0.20%
ZOETIS INC 0.20%
AIR PRODUCTS & CHEMICALS INC 0.19%
FLEETCOR TECHNOLOGIES INC 0.19%
HOYA CORP 0.19%
LEGAL & GENERAL GROUP PLC 0.19%
MASTERCARD INC - A 0.19%
MUENCHENER RUECKVER AG-REG 0.19%
PROCTER & GAMBLE CO/THE 0.19%
SAINSBURY (J) PLC 0.19%
VINCI SA 0.19%
WYNDHAM DESTINATIONS INC 0.19%
AGEAS 0.18%
AXA SA 0.18%
CK ASSET HOLDINGS LTD 0.18%
COVESTRO AG 0.18%
DENTSPLY SIRONA INC 0.18%
DNB NOR ASA 0.18%
FIAT CHRYSLER AUTOMOBILES NV 0.18%
GALAXY ENT GRP L 0.18%
KANSAS CITY SOUTHERN 0.18%
LOEWS CORP 0.18%
MOLSON COORS BREWING CO -B 0.18%
NASPERS LTD-N SHS 0.18%
ONEOK INC 0.18%
ORIX CORP 0.18%
PACKAGING CORP OF AMERICA 0.18%
PEUGEOT SA 0.18%
WEYERHAEUSER CO 0.18%
AMERICAN ELECTRIC POWER 0.17%
ARCELORMITTAL 0.17%
CONAGRA BRANDS INC 0.17%
HUNTSMAN CORP 0.17%
ITOCHU CORP 0.17%
RESONA HOLDINGS INC 0.17%
RIO TINTO PLC 0.17%
SPDR S&P MIDCAP 400 ETF TRST 0.17%
TAYLOR WIMPEY PLC 0.17%
VOLVO AB-B SHS 0.17%
ABN AMRO GROUP NV-CVA 0.16%
ACS ACTIVIDADES 0.16%
ALLY FINANCIAL INC 0.16%
ANGLO AMER PLC 0.16%
BIOGEN INC 0.16%
BNP PARIBAS 0.16%
CIT GROUP INC 0.16%
CMS ENERGY CORP 0.16%
MITSUI AND CO LTD 0.16%
PERSIMMON PLC 0.16%
TWENTY-FIRST CENTURY FOX - B 0.16%
WELLCARE HEALTH PLANS INC 0.16%
WOOLWORTHS GROUP LTD 0.16%
ALLISON TRANSMISSION HOLDING 0.15%
AVERY DENNISON CORP 0.15%
CENTERPOINT ENERGY INC 0.15%
FNMA FN30 TBA 04.0000 07/01/2048 0.15%
GLAXOSMITHKLINE PLC 0.15%
OWENS CORNING 0.15%
SWISSCOM AG-REG 0.15%
SYNOPSYS INC 0.15%
VERTEX PHARMACEUTICALS INC 0.15%
XL GROUP LTD 0.15%
AMADEUS IT GROUP SA 0.14%
AMEREN CORPORATION 0.14%
BERKELEY GROUP HOLDINGS/THE 0.14%
CELANESE CORP-SERIES A 0.14%
CTBC FINANCIAL HOLDING CO LT 0.14%
DOLLAR GENERAL CORP 0.14%
DR PEPPER SNAPPLE GROUP INC 0.14%
INTL CONSOLIDATED AIRLINE-DI 0.14%
LINCOLN NATIONAL CORP 0.14%
MARUBENI CORP 0.14%
RECORDATI SPA 0.14%
SHIONOGI & CO LTD 0.14%
TOTAL SYSTEM SERVICES INC 0.14%
TUI AG-DI 0.14%
AMDOCS LTD 0.13%
AMETEK INC 0.13%
BROADRIDGE FINANCIAL SOLUTIO 0.13%
CADENCE DESIGN SYS INC 0.13%
CELGENE CORP 0.13%
HCP INC 0.13%
PBF ENERGY INC-CLASS A 0.13%
SL GREEN REALTY CORP 0.13%
TOLL BROTHERS INC 0.13%
UGI CORP 0.13%
WH GROUP LTD 0.13%
3I GROUP PLC 0.12%
BERRY GLOBAL GROUP INC 0.12%
CA INC 0.12%
CBRE GROUP INC - A 0.12%
EXPEDITORS INTL WASH INC 0.12%
FAURECIA 0.12%
LUKOIL PJSC-SPON ADR 0.12%
MEDIATEK INC 0.12%
PINNACLE FOODS INC 0.12%
ROYAL MAIL PLC 0.12%
SBERBANK PJSC -SPONSORED ADR 0.12%
SWEDISH MATCH AB 0.12%
TDK CORP 0.12%
TOYOTA MOTOR CORP 0.12%
UCB SA 0.12%
VORNADO REALTY TRUST 0.12%
AES CORP 0.11%
ARKEMA 0.11%
ASSOCIATED BRITISH FOODS PLC 0.11%
ASSURANT INC 0.11%
CHINA CONSTRUCTION BANK-H 0.11%
EVONIK INDUSTRIES AG 0.11%
GNMA GII30 MA4652 03.5000 08/20/2047 0.11%
MACQUARIE GROUP LTD 0.11%
MSCI INC 0.11%
NESTLE SA-REG 0.11%
NORTHERN TRUST CORP 0.11%
NTT DOCOMO INC 0.11%
REPUBLIC SERVICES INC 0.11%
S&P GSCI 3X NOTE 04/01/2019 0.11%
SWISS RE AG 0.11%
TELSTRA CORP LTD 0.11%
UNITED OVERSEAS BANK LTD 0.11%
DUKE REALTY CORP 0.10%
DUN & BRADSTREET CORP 0.10%
INGREDION INC 0.10%
KAR AUCTION SERVICES INC 0.10%
KEYSIGHT TECHNOLOGIES IN 0.10%
MANPOWERGROUP INC 0.10%
PRINCIPAL FINANCIAL GROUP 0.10%
PROSIEBENSAT.1 MEDIA SE 0.10%
REPO TRIPA MORTG 2.12 07/02/2018 0.10%
SASOL LTD 0.10%
SIGNET JEWELERS LTD 0.10%
VISTEON CORP 0.10%
W.R. GRACE & CO 0.10%
ALLERGAN PLC 0.09%
BOOZ ALLEN HAMILTON HOLDINGS 0.09%
BRIXMOR PROPERTY GROUP INC 0.09%
BT GROUP PLC 0.09%
BWX TECHNOLOGIES INC 0.09%
CATHAY FINANCIAL HOLDING CO 0.09%
CHARLES RIVER LABORATORIES 0.09%
CHINA WATER AFFAIRS GROUP 0.09%
DOLLAR TREE INC 0.09%
FORMOSA CHEMICALS & FIBRE 0.09%
HONG KONG EXCHANGES & CLEAR 0.09%
HOUSING DEVELOPMENT FINANCE 0.09%
KIRIN HOLDINGS CO LTD 0.09%
LKQ CORP 0.09%
OGE ENERGY CORP 0.09%
PARK HOTELS & RESORTS INC 0.09%
PENTAIR PLC 0.09%
PINNACLE WEST CAPITAL 0.09%
SK HYNIX INC 0.09%
SPIRIT REALTY CAPITAL INC 0.09%
TAISEI CORP 0.09%
AMERICAN HOME 4 RENT 0.08%
CHAILEASE HOLDING CO LTD 0.08%
CNOOC LTD 0.08%
EDELWEISS FINANCIAL SERVICES 0.08%
EVERGY INC 0.08%
EXTENDED STAY AMERICA INC 0.08%
FNMA FN15 TBA 03.0000 07/01/2033 0.08%
FNMA FN30 MA3238 03.5000 01/01/2048 0.08%
GRUMA S.A.B.-B 0.08%
HYATT HOTELS CORP - CL A 0.08%
JONES LANG LASALLE INC 0.08%
MARINE HARVEST 0.08%
MITSUBISHI CHEMICAL HOLDINGS 0.08%
OTSUKA CORP 0.08%
PARTNERS GROUP HOLDING AG 0.08%
PING AN INSURANCE GROUP CO-H 0.08%
SKF AB-B SHARES 0.08%
WALMART DE MEXICO SAB DE CV 0.08%
YANDEX NV-A 0.08%
AENA SME SA 0.07%
ANA HOLDINGS INC 0.07%
ASHTEAD GROUP PLC 0.07%
ATHENE HOLDING LTD-CLASS A 0.07%
BLACK KNIGHT INC 0.07%
COCA-COLA AMATIL LTD 0.07%
GNMA GII30 TBA 03.5000 08/01/2048 0.07%
HD SUPPLY HOLDINGS INC 0.07%
HIGHWOODS PROPERTIES INC 0.07%
JAPAN AIRLINES CO LTD 0.07%
KAO CORP 0.07%
LIBERTY PROPERTY TRUST 0.07%
MADISON SQUARE GARDEN CO- A 0.07%
NEW RESIDENTIAL INVESTMENT 0.07%
NEWS CORP - CLASS A 0.07%
NUANCE COMMUNICATIONS INC 0.07%
POLA ORBIS HOLDINGS INC 0.07%
SERVICEMASTER GLOBAL HOLDING 0.07%
STARWOOD PROPERTY TRUST INC 0.07%
SUN HUNG KAI PROPERTIES 0.07%
ZEBRA TECHNOLOGIES CORP-CL A 0.07%
ADVANCED INFO SERVICE-FOR RG 0.06%
AMERICAN EXPRESS CO 0.06%
AMERICAN FINANCIAL GROUP INC 0.06%
APARTMENT INVT & MGMT CO -A 0.06%
ATMOS ENERGY CORP 0.06%
BRILLIANCE CHINA AUTOMOTIVE 0.06%
CANVEST ENVIRONMENTAL PROTEC 0.06%
CHINA EVERBRIGHT GREENTECH L 0.06%
CONSTELLATION BRANDS INC-A 0.06%
DANAHER CORP 0.06%
DISCOVERY LTD 0.06%
ENGIE 0.06%
EXXON MOBIL CORP 0.06%
GAMING AND LEISURE PROPERTIE 0.06%
GENTERA SAB DE CV 0.06%
HANA FINANCIAL GROUP 0.06%
HANGZHOU HIKVISION DIGITAL - A 144A/REGS WARRANT 02/11/2019 0.06%
HDFC BANK LIMITED 0.06%
IND & COMM BK OF CHINA-H 0.06%
INDUSTRIAL BANK OF KOREA 0.06%
INDUSTRIVARDEN AB-A SHS 0.06%
KEI INDUSTRIES LTD 0.06%
LEIDOS HOLDINGS INC 0.06%
MCDONALD'S CORP 0.06%
PNC FINANCIAL SERVICES GROUP 0.06%
RALPH LAUREN CORP 0.06%
SAMSUNG ELECTRONICS-PREF 0.06%
SANTANDER CONSUMER USA HOLDI 0.06%
SHENGYI TECH 144A/REGS WARRANT 05/24/2019 0.06%
SUMITOMO MITSUI TRUST HOLDIN 0.06%
SUNNY OPTICAL TECH 0.06%
SUZANO PAPEL E CELULOSE SA 0.06%
SYNOVUS FINANCIAL CORP 0.06%
TESCO PLC 0.06%
TJX COMPANIES INC 0.06%
TOPPAN PRINTING CO LTD 0.06%
WABCO HOLDINGS INC 0.06%
XIABUXIABU CATERING 0.06%
ABC-MART INC 0.05%
AECOM 0.05%
AGNC INVESTMENT CORP 0.05%
BGC PARTNERS INC-CL A 0.05%
BLUESCOPE STEEL LTD 0.05%
BRANDYWINE REALTY TRUST 0.05%
CABOT CORP 0.05%
CAFE24 CORP 0.05%
CHINA TRADITIONAL CHINESE ME 0.05%
DB INSURANCE CO LTD 0.05%
DEUTSCHE LUFTHANSA-REG 0.05%
DOMTAR CORP 0.05%
EBAY INC 0.05%
EMAAR DEVELOPMENT PJSC 0.05%
EQUITY LIFESTYLE PROPERTIES 0.05%
FHLMC FH30G G08814 04.0000 05/01/2048 0.05%
FNMA FN15 AL9468 03.0000 12/01/2031 0.05%
FORMOSA PLASTICS CORP 0.05%
GEOPARK LTD 0.05%
GNMA GII30 MA4837 03.5000 11/20/2047 0.05%
GRAPE KING BIO LTD 0.05%
GRUPO FINANCIERO BANORTE-O 0.05%
HONDA MOTOR CO LTD 0.05%
HSBC HOLDINGS PLC 0.05%
HUDSON PACIFIC PROPERTIES IN 0.05%
INDORAMA VENTURES-FOREIGN 0.05%
INDUSIND BANK LTD 0.05%
IPSEN 0.05%
KEC INTERNATIONAL LTD 0.05%
L3 TECHNOLOGIES INC 0.05%
LARSEN & TOUBRO INFO 0.05%
LIBERTY MEDIA COR-SIRIUSXM A 0.05%
LOWES COMPANIES INC 0.05%
MEGACABLE HOLDINGS-CPO 0.05%
MITSUBISHI ELECTRIC CORP 0.05%
MODETOUR NETWORK INC 0.05%
MONDI PLC 0.05%
NINE DRAGONS PAPER HOLDINGS 0.05%
NVENT ELECTRIC PLC 0.05%
PETRONAS CHEMICALS GROUP BHD 0.05%
RANDSTAD NV 0.05%
REPO TRIPA MORTG 2.11 07/02/2018 0.05%
ROYAL GOLD INC 0.05%
RTL GROUP 0.05%
SHINSEGAE INC 0.05%
SHRIRAM TRANSPORT FINANCE 0.05%
SINO-AMERICAN SILICON PRODUC 0.05%
SUN COMMUNITIES INC 0.05%
SUNNY FRIEND ENVIRONMENTAL T 0.05%
TAIWAN DOLLAR CALL ACCOUNT 0.05%
TREASURY BILL 00.0000 07/26/2018 0.05%
UNITED TRACTORS TBK PT 0.05%
VALIDUS HOLDINGS LTD 0.05%
WIZZ AIR HLDG PLC 0.05%
WULIANGYE YIBIN 144A/REGS WARRANT 04/12/2019 0.05%
XINYI GLASS HOLDINGS LTD 0.05%
ALLSTATE CORP 0.04%
APPLE HOSPITALITY REIT INC 0.04%
ARRIS INTERNATIONAL PLC 0.04%
CIMIC GROUP LTD 0.04%
CLEAN TEQ HOLDINGS LTD 0.04%
COPA HOLDINGS SA-CLASS A 0.04%
CORELOGIC INC 0.04%
CTCI CORP 0.04%
CTRIP.COM INTERNATIONAL-ADR 0.04%
DAI NIPPON PRINTING CO LTD 0.04%
DOUGLAS EMMETT INC 0.04%
DUKE ENERGY CORP 0.04%
FIRST HAWAIIAN INC 0.04%
FLEURY SA 0.04%
FNMA FN30 TBA 06.0000 07/01/2048 0.04%
GARDNER DENVER HOLDINGS INC 0.04%
GLOBALWAFERS CO LTD 0.04%
HILL-ROM HOLDINGS INC 0.04%
INARI AMERTRON BHD 0.04%
INFOSYS LTD 0.04%
IRB BRASIL RESSEGUROS SA 0.04%
JABIL INC 0.04%
JNBY DESIGN LTD 0.04%
KIMBERLY-CLARK CORP 0.04%
LIFE STORAGE INC 0.04%
LLOYDS BANKING GROUP PLC 0.04%
LOCALIZA RENT A CAR 0.04%
MARATHON PETROLEUM CORP 0.04%
MEDIPAL HOLDINGS CORP 0.04%
MITSUBISHI GAS CHEMICAL CO 0.04%
MITSUBISHI UFJ FINANCIAL GRO 0.04%
NORFOLK SOUTHERN CORP 0.04%
PARAMOUNT GROUP INC 0.04%
POYA INTERNATIONAL CO LTD 0.04%
RAYONIER INC 0.04%
RENAISSANCERE HOLDINGS LTD 0.04%
REPO TRIPA TREAS 2.1 07/02/2018 0.04%
SEALED AIR CORP 0.04%
SENIOR HOUSING PROP TRUST 0.04%
SKIPPER LTD 0.04%
SONY CORP 0.04%
SPORTON INTERNATIONAL INC 0.04%
TREASURY BILL 00.0000 08/09/2018 0.04%
TUPY SA 0.04%
WATERS CORP 0.04%
AT&T INC 0.03%
AXIS CAPITAL HOLDINGS LTD 0.03%
AZUL SA-ADR 0.03%
BOLIDEN AB 0.03%
CHINA FORTUNE LAND DEVELOPME- A 144A/REGS WARRANT 03/25/2019 0.03%
CHINA STATE CONSTRUCTION INT 0.03%
CME GROUP INC 0.03%
CROWN HOLDINGS INC 0.03%
EMPIRE STATE REALTY TRUST-A 0.03%
EXELON CORP 0.03%
FISERV INC 0.03%
FNMA FN30 BC9003 03.0000 11/01/2046 0.03%
FNMA FN30 MA2737 03.0000 09/01/2046 0.03%
FORMOSA PETROCHEMICAL CORP 0.03%
GENERAL DYNAMICS CORP 0.03%
GNMA GII30 MA4586 03.5000 07/20/2047 0.03%
GRUPO FINANCIERO GALICIA-ADR 0.03%
HARRIS CORP 0.03%
HARVEY NORMAN HOLDINGS LTD 0.03%
HERMES INTERNATIONAL 0.03%
HYUNDAI MARINE 0.03%
JTEKT CORP 0.03%
KERRY PROPERTIES LTD 0.03%
KEYENCE CORP 0.03%
MOTOR OIL (HELLAS) SA 0.03%
NCSOFT CORP 0.03%
NEXON CO LTD 0.03%
NOMURA REAL ESTATE HOLDINGS 0.03%
OUTFRONT MEDIA INC 0.03%
POPULAR INC 0.03%
RJHI AB R US0001M P 06/20/19 BA 0.03%
SINGAPORE AIRLINES LTD 0.03%
TAPESTRY INC 0.03%
TELEDYNE TECHNOLOGIES INC 0.03%
THE FOSCHINI GROUP LTD 0.03%
TREASURY BILL 00.0000 07/05/2018 0.03%
TREASURY BILL 00.0000 08/16/2018 0.03%
TREASURY BILL 00.0000 09/20/2018 0.03%
UNITEDHEALTH GROUP INC 0.03%
UNIVAR INC 0.03%
WASKITA BETON PRECAST TBK PT 0.03%
WP CAREY INC 0.03%
ANNALY CAPITAL MANAGEMENT IN 0.02%
ASAHI GROUP HOLDINGS LTD 0.02%
BOOKING HOLDINGS INC 0.02%
DAIWA SECURITIES GROUP INC 0.02%
FNMA FN30 BH7058 03.5000 12/01/2047 0.02%
FNMA FN30 TBA 03.0000 08/01/2048 0.02%
FNMA FN30 TBA 04.5000 08/01/2047 0.02%
HILONG HOLDING LTD 0.02%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.02%
JUBILANT FOODWORKS LTD 0.02%
JUBILANT FOODWORKS LTD 0.02%
MAXIM INTEGRATED PRODUCTS 0.02%
MONSTER BEVERAGE CORP 0.02%
NEXT PLC 0.02%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.02%
PHILLIPS 66 0.02%
REPO TRIPA TREAS 2.05 07/02/2018 0.02%
RJHI AB R US0001M P 06/25/19 BA 0.02%
S&P GSCI TOT RETURN INDX 3X 144A NOTE 04/25/2019 0.02%
SHERWIN-WILLIAMS CO/THE 0.02%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.02%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.02%
SPST 2017-6 A 02.6613 11/24/2018 0.02%
SPST 2018-1 A 02.8613 04/24/2019 0.02%
SUNTRUST BANKS INC 0.02%
TAISHO PHARMACEUTICAL HOLDIN 0.02%
TRAVELERS COS INC/THE 0.02%
TREASURY BILL 00.0000 08/02/2018 0.02%
TREASURY BILL 00.0000 09/06/2018 0.02%
US FOODS HOLDING CORP 0.02%
WM MORRISON SUPERMARKETS 0.02%
WORLDPAY INC-CLASS A 0.02%
AEGON NV 0.01%
AKORN INC 0.01%
ALFRESA HOLDINGS CORP 0.01%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.01%
ALTRIA GROUP INC 0.01%
ALTRIA GROUP INC 02.6250 01/14/2020 0.01%
ALTRIA GROUP INC 04.0000 01/31/2024 0.01%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.01%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.01%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.01%
APPLE INC 02.0000 05/06/2020 0.01%
APPLE INC 02.1000 05/06/2019 0.01%
APPLE INC 04.3750 05/13/2045 0.01%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.01%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.01%
AT&T INC P/P 144A 04.1000 02/15/2028 0.01%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.01%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.01%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.01%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.01%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.01%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.01%
BPCE SA P/P 144A 04.5000 03/15/2025 0.01%
BRAZILIAN REAL CALL ACCOUNT 0.01%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.01%
CAMDEN PROPERTY TRUST 0.01%
CAS 2015-C04 1M2 07.7911 04/25/2028 0.01%
CAS 2015-C04 2M2 07.6411 04/25/2028 0.01%
CDK GLOBAL INC 0.01%
CDX CDX.NA.IG.30 100.0 06/20/2023 0.01%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.01%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.01%
CHEVRON CORP 01.5610 05/16/2019 0.01%
CHIMERA INVESTMENT CORP 0.01%
CITIGROUP INC 02.6500 10/26/2020 0.01%
CITIGROUP INC 03.8870 01/10/2028 0.01%
CITIGROUP INC 04.7500 05/18/2046 0.01%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.01%
COMCAST CORP 02.3500 01/15/2027 0.01%
COMM 2012-LC4 D P/P 144A 05.7774 12/10/2044 0.01%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.01%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.01%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.01%
CORNING INC 0.01%
CORPORATE OFFICE PROPERTIES 0.01%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.01%
CSAIL 2015-C1 C 04.4401 04/15/2050 0.01%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.01%
CVS HEALTH CORP 04.7800 03/25/2038 0.01%
DBUBS 2011-LC3A D P/P 144A 05.5154 08/10/2044 0.01%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.01%
ECOLAB INC 0.01%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.01%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.01%
EPR PROPERTIES 0.01%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.01%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.01%
FHLMC FH30G G08747 03.0000 02/01/2047 0.01%
FIRST ABU DHABI BANK PJSC 0.01%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.01%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.01%
FNMA FN30 AS7003 03.0000 04/01/2046 0.01%
FNMA FN30 AS8056 03.0000 10/01/2046 0.01%
FNMA FN30 AS8074 03.0000 10/01/2046 0.01%
FNMA FN30 BC1155 03.0000 06/01/2046 0.01%
FNMA FN30 BH5117 04.0000 08/01/2047 0.01%
FNMA FN30 BM1172 03.0000 03/01/2047 0.01%
FNMA FN30 MA2863 03.0000 01/01/2047 0.01%
FUJITSU LTD 0.01%
GE CAP INTL FUNDING USD 02.3420 11/15/2020 0.01%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.01%
GENPACT LTD 0.01%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.01%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.01%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.01%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.01%
HUNTINGTON INGALLS INDUSTRIE 0.01%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.01%
JAPAN POST BANK CO LTD 0.01%
JAPANESE YEN CALL ACCOUNT 0.01%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.01%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.01%
KINDER MORGAN INC/DELAWA 04.3000 06/01/2025 0.01%
KOREAN WON CALL ACCOUNT 0.01%
LEAR CORP 03.8000 09/15/2027 0.01%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.01%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.01%
MAPLE ESCROW SUB P/P 144A 04.5970 05/25/2028 0.01%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.01%
MICROSOFT CORP 01.5500 08/08/2021 0.01%
MORGAN STANLEY 02.6500 01/27/2020 0.01%
MORGAN STANLEY 03.6250 01/20/2027 0.01%
MSAC 2004-HE6 M1 02.9161 08/25/2034 0.01%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.01%
MSC 2008-T29 B P/P 144A 06.3676 01/11/2043 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 02.1250 05/22/2020 0.01%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.01%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.01%
NOK/USD 09/19/2018 GSFX 0.01%
OLD REPUBLIC INTL CORP 0.01%
OMV AG 0.01%
ORACLE CORP 05.3750 07/15/2040 0.01%
ORACLE CORPORATION 02.2500 10/08/2019 0.01%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.01%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.01%
PFIZER INC 01.7000 12/15/2019 0.01%
PIEDMONT OFFICE REALTY TRU-A 0.01%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.01%
REINSURANCE GROUP OF AMERICA 0.01%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.01%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.01%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.01%
ROYAL BK SCOTLND GRP PLC USD 04.8000 04/05/2026 0.01%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.01%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.01%
SMC CORP 0.01%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.01%
SPST 2017-LD1 A 02.8911 11/25/2050 0.01%
SPST 2018-3 A 02.7911 07/24/2019 0.01%
STACR 2015-DNA3 M2 04.9411 04/25/2028 0.01%
STACR 2016-HQA2 M3 07.2411 11/25/2028 0.01%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.01%
SUZUKI MOTOR CORP 0.01%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.01%
SWEDBANK AB 87019SG24 DCP 07/02/2018 0.01%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.01%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.01%
THERMO FISHER SCIENTIFIC INC 0.01%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.01%
TPAT 2018-SL1 A P/P 144A 02.6911 01/25/2046 0.01%
TREASURY BILL 00.0000 07/12/2018 0.01%
TREASURY BILL 00.0000 08/23/2018 0.01%
TWO HARBORS INVESTMENT CORP 0.01%
UBS GROUP FUNDIN P/P 144A 04.2530 03/23/2028 0.01%
UDR INC 0.01%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.01%
UNITEDHEALTH GROUP INC 03.1500 06/15/2021 0.01%
UNITEDHEALTH GROUP INC 04.2500 04/15/2047 0.01%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.01%
VERIZON COMM 04.5220 09/15/2048 0.01%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.01%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.01%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.01%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.01%
WFHET 2004-2 M1 02.9911 10/25/2034 0.01%
WFRBS 2011-C2 D P/P 144A 05.8385 02/15/2044 0.01%
YANGZIJIANG SHIPBUILDING 0.01%
ZAYO GROUP HOLDINGS INC 0.01%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 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%
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%
21ST CENTURY FOX AMERICA 04.7500 11/15/2046 0.00%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 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 02.5000 05/14/2020 0.00%
ABBVIE INC 02.9000 11/06/2022 0.00%
ABBVIE INC 03.6000 05/14/2025 0.00%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
ADS INC P/P 144A 05.6250 11/15/2024 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AES CORP/THE 05.1250 09/01/2027 0.00%
AES CORP/THE 05.5000 04/15/2025 0.00%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.00%
AIR LEASE CORP 02.5000 03/01/2021 0.00%
AIR LEASE CORP 03.6250 04/01/2027 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%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.00%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.00%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 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 05.7500 11/20/2025 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
ALPHABET INC 01.9980 08/15/2026 0.00%
ALTA MESA HLDGS 07.8750 12/15/2024 0.00%
AMAZON.COM INC 03.1500 08/22/2027 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%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 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 CO 08.1250 05/20/2019 0.00%
AMERICAN HONDA FINANCE CORP 02665KH67 DCP 08/06/2018 0.00%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.00%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.00%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.00%
AMGEN INC 02.6000 08/19/2026 0.00%
AMGEN INC 03.4500 10/01/2020 0.00%
AMGEN INC 04.6630 06/15/2051 0.00%
ANALOG DEVICES INC 02.8500 03/12/2020 0.00%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 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%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.00%
APACHE CORPORATION 03.2500 04/15/2022 0.00%
APERGY CORP P/P 144A 06.3750 05/01/2026 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 04.2500 02/09/2047 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%
ARCELORMITTAL USD 07.0000 10/15/2039 0.00%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 0.00%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.00%
ARRW 2018-1 A3 04.1570 04/25/2048 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%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.00%
ASTRAZENECA PLC USD 01.9500 09/18/2019 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 BANKAM 0.00%
AUD/USD 07/18/2018 BCAP-FX 0.00%
AUD/USD 07/18/2018 CITI 0.00%
AUD/USD 07/18/2018 CSI-FX 0.00%
AUD/USD 07/18/2018 GSFX 0.00%
AUD/USD 07/18/2018 HSBCB 0.00%
AUD/USD 07/18/2018 JPMCB 0.00%
AUD/USD 07/18/2018 SSBT 0.00%
AUD/USD 07/18/2018 UBS 0.00%
AUD/USD 07/18/2018 WPAC 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%
AVAYA TLB L+425 06.3232 12/15/2024 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 06.1100 01/29/2037 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 03.1000 04/13/2021 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 02.0500 10/30/2018 0.00%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.00%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 0.00%
BB&T CORP 0.00%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.00%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.00%
BECTON DICKINSON AND CO 03.7000 06/06/2027 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%
BGC PARTNERS INC 05.1250 05/27/2021 0.00%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.00%
BIOGEN INC 03.6250 09/15/2022 0.00%
BIOSCRIP INC 08.8750 02/15/2021 0.00%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.00%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.00%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.00%
BNP PARIBAS NEW YORK 02.2851 07/16/2018 0.00%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.00%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.00%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.00%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.00%
BOYD GAMING CORP 06.3750 04/01/2026 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 01.7680 09/19/2019 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%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.00%
BPCE SA 05571CG96 DCP 07/09/2018 0.00%
BPCE SA 05571CJ69 DCP 09/06/2018 0.00%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.00%
BRAND ENERGY TL L+425 06.6108 06/21/2024 0.00%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.00%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.00%
BRIGHT HORIZONS FAMILY SOLUT 0.00%
BROADCOM CRP / CAYM 03.5000 01/15/2028 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%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 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 RESOURC TL L+475 06.8379 11/17/2022 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%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.00%
CAS 2014-C03 2M2 04.9911 07/25/2024 0.00%
CAS 2014-C04 1M2 06.9911 11/25/2024 0.00%
CAS 2015-C01 1M2 06.3911 02/25/2025 0.00%
CAS 2015-C02 1M2 06.0911 05/25/2025 0.00%
CAS 2015-C03 2M2 07.0911 07/25/2025 0.00%
CAS 2016-C02 1M2 08.0911 09/25/2028 0.00%
CAS 2016-C05 2M1 03.4411 01/25/2029 0.00%
CAS 2017-C01 1M2 05.6411 07/25/2029 0.00%
CAS 2017-C03 1M2 05.0911 10/25/2029 0.00%
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CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
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CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
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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%
EMLT 2004-1 M2 03.5161 01/25/2034 0.00%
ENBRIDGE INC USD 04.2500 12/01/2026 0.00%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.00%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.00%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 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%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.00%
EOG RESOURCES INC 02.6250 03/15/2023 0.00%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 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%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.00%
EPR PROPERTIES 05.7500 CUM CV PFD 0.00%
EQT CORP 03.9000 10/01/2027 0.00%
EQUINOR ASA USD 02.9000 11/08/2020 0.00%
EQUINOR ASA USD 05.1000 08/17/2040 0.00%
EQUITY COMMONWEALTH 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%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 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%
EXTRACTION OIL & GAS P/P 144A 05.6250 02/01/2026 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 3829 AS IO 04.8768 03/15/2041 0.00%
FHR 4096 MI IO 04.0000 01/15/2042 0.00%
FHR 4546 PI IO 04.0000 12/15/2045 0.00%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 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 05.7500 01/15/2024 0.00%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.00%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 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 06.8750 01/15/2025 0.00%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 0.00%
FNMA FN30 AS7154 03.0000 05/01/2046 0.00%
FNMA FN30 BC2733 03.0000 05/01/2046 0.00%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.00%
FORD MOTOR COMPANY 04.3460 12/08/2026 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 08.1250 11/15/2024 0.00%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.00%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.00%
FRONTIER COMM 10.5000 09/15/2022 0.00%
FRONTIER COMM 11.0000 09/15/2025 0.00%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 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 LLC P/P 144A 06.0000 07/15/2022 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%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.00%
GE CAPITAL INTL FUNDING USD 03.3730 11/15/2025 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%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.00%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.00%
GLAXOSMITHKLINE CAP INC 03.8750 05/15/2028 0.00%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.00%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.00%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.00%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.00%
GMAC CAPITAL TRUST I PCT 08.1275 0.00%
GNMA GII30 AW8447 04.3190 05/20/2067 0.00%
GNMA GII30 AY4779 04.5010 03/20/2067 0.00%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.00%
GNR 2011-135 DI IO 05.0000 04/16/2040 0.00%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.00%
GNR 2013-99 AS IO 03.9663 06/20/2043 0.00%
GNR 2013-99 VS IO 04.0149 07/16/2043 0.00%
GNR 2014-116 IL IO 04.0000 08/20/2044 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%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.00%
GNR 2016-135 PI IO 04.0000 05/20/2046 0.00%
GNR 2016-H16 EI IO 02.4833 06/20/2066 0.00%
GNR 2017-123 JI IO 04.0000 08/20/2046 0.00%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.00%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.00%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.00%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.00%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 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%
GREAT LAKES D&D 08.0000 05/15/2022 0.00%
GSMS 2010-C1 D P/P 144A 06.1964 08/10/2043 0.00%
GSMS 2011-GC3 C P/P 144A 05.8255 03/10/2044 0.00%
GSMS 2012-GC6 C P/P 144A 05.8403 01/10/2045 0.00%
GSMS 2013-GC13 AS P/P 144A 04.2174 07/10/2046 0.00%
GSMS 2014-GC18 C 05.1083 01/10/2047 0.00%
GSMS 2014-GC22 C 04.8003 06/10/2047 0.00%
GSMS 2014-GC24 XA IO 00.9530 09/10/2047 0.00%
GSMS 2015-GC30 XA IO 01.0068 05/10/2050 0.00%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 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 05.5000 06/15/2047 0.00%
HCA INC 06.5000 02/15/2020 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HESS CORP 07.3000 08/15/2031 0.00%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.00%
HKD/USD 08/16/2018 BCAP-FX 0.00%
HMBT 2004-2 A1 02.8311 12/25/2034 0.00%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 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 PROP TRUST 04.3750 02/15/2030 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%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.00%
HSBC BANK PLC 02.2007 11/05/2018 0.00%
HSBC BANK USA NA 02.2464 08/09/2018 0.00%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.00%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.00%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.00%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.00%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.00%
HUSKY TLB L+300 05.2018 03/28/2025 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%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.00%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.00%
IMM 2004-6 1A2 02.8711 10/25/2034 0.00%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.00%
INDIAN RUPEE CALL ACCOUNT 0.00%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.00%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.00%
INFOR US INC 06.5000 05/15/2022 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%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.00%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 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%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.00%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 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%
ITRON INC P/P 144A 05.0000 01/15/2026 0.00%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.00%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 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 2NDL L+925 11.6038 05/21/2024 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 04.5000 02/15/2047 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-C12 XA IO 00.6732 07/15/2045 0.00%
JPMBB 2013-C14 C 04.7172 08/15/2046 0.00%
JPMBB 2013-C15 B 04.9267 11/15/2045 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%
JPMBB 2014-C22 C 04.7103 09/15/2047 0.00%
JPMCC 2011-C5 D P/P 144A 05.5854 08/15/2046 0.00%
JPMCC 2012-C6 E P/P 144A 05.3121 05/15/2045 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%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 0.00%
KELLOGG CO 03.2500 04/01/2026 0.00%
KEYCORP 02.3000 12/13/2018 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%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 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%
KINDER MORGAN INC 03.1500 01/15/2023 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 03.1725 08/10/2022 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 LLC/ P/P 144A 07.0000 04/15/2025 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%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.00%
LBMLT 2004-5 A5 02.6511 09/25/2034 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%
LENNAR CORP 05.8750 11/15/2024 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%
LNSTR 2015-3 B P/P 144A 03.2457 04/20/2048 0.00%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.00%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 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%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 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 06.5000 01/15/2025 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 06.5000 02/01/2024 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
MERCK & CO INC 01.8500 02/10/2020 0.00%
MERCK & CO INC 03.7000 02/10/2045 0.00%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.00%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 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 02.4000 08/08/2026 0.00%
MICROSOFT CORP 03.3000 02/06/2027 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%
MLMI 2005-A2 A2 03.5373 02/25/2035 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 2012-C5 AS 03.7920 08/15/2045 0.00%
MSBAM 2013-C10 D P/P 144A 04.2189 07/15/2046 0.00%
MSBAM 2013-C8 B 03.6971 12/15/2048 0.00%
MSBAM 2014-C17 C 04.6137 08/15/2047 0.00%
MSBAM 2014-C17 XA IO 01.3553 08/15/2047 0.00%
MSC 2011-C3 D P/P 144A 05.3267 07/15/2049 0.00%
MSC 2012-C4 C P/P 144A 05.6009 03/15/2045 0.00%
MSC 2012-C4 D P/P 144A 05.6009 03/15/2045 0.00%
MSC 2012-C4 XA IO P/P 144A 02.2706 03/15/2045 0.00%
MWO HOLDINGS LLC 0.00%
NABORS IND INC P/P 144A 05.7500 02/01/2025 0.00%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.00%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.00%
NATIONAL BANK OF CANADA 02.3351 01/18/2019 0.00%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.00%
NATIONWIDE BUILDING SOCIETY 6385E1GR6 DCP 07/25/2018 0.00%
NATIONWIDE BUILDING SOCIETY 6385E1JB8 DCP 09/11/2018 0.00%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.00%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.00%
NCHET 2003-4 M1 03.2161 10/25/2033 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%
NEWELL BRANDS INC 04.2000 04/01/2026 0.00%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.00%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.00%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 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 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%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.00%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.00%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.00%
NRG ENERGY INC 06.6250 01/15/2027 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 CITI 0.00%
NZD/USD 07/18/2018 CSI-FX 0.00%
NZD/USD 07/18/2018 GSFX 0.00%
NZD/USD 07/18/2018 HSBCB 0.00%
NZD/USD 07/18/2018 JPMCB 0.00%
NZD/USD 07/18/2018 SSBT 0.00%
NZD/USD 07/18/2018 UBS 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.00%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.00%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 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%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 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%
OSHKOSH CORP 04.6000 05/15/2028 0.00%
OSHKOSH CORP 05.3750 03/01/2025 0.00%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.00%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.00%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 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%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.00%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.00%
PEPSICO INC 03.4500 10/06/2046 0.00%
PERKINELMER INC 0.00%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.00%
PETROBRAS GLOBAL FINANCE REGS 05.2990 01/27/2025 0.00%
PETROBRAS GLOBAL FINANCE REGS 05.9990 01/27/2028 0.00%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.00%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 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%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.00%
PETROLEOS MEXICANOS USD 06.6250 06/15/2035 0.00%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PFIZER INC 03.0000 12/15/2026 0.00%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 0.00%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 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%
PNC BANK NA 02.0000 05/19/2020 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%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.00%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.00%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.00%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.00%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 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%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.00%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.00%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.00%
REVLON CONS TLB L+350 05.5935 09/07/2023 0.00%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.00%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.00%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.00%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.00%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.00%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.00%
ROCKWELL COLLINS INC 04.3500 04/15/2047 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 02.2000 07/27/2018 0.00%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.00%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.00%
ROYAL BK SCOTLND USD 04.7000 07/03/2018 0.00%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.00%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 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%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.00%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.00%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.00%
SALESFORCE.COM INC 03.7000 04/11/2028 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 SSBT 0.00%
SEK/USD 09/19/2018 UBS 0.00%
SEMGROUP CORP 06.3750 03/15/2025 0.00%
SERVICE CORP INTL 04.6250 12/15/2027 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%
SESI LLC 07.7500 09/15/2024 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%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.00%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.00%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.00%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.00%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.00%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.00%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.00%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.00%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.00%
SKANDINAV ENSKILDA BK NY 02.1964 07/10/2018 0.00%
SKANDINAV ENSKILDA BK NY 02.4151 10/17/2018 0.00%
SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 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%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 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 06.1250 05/15/2022 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 07.2500 09/15/2021 0.00%
SPRINT CORP 07.8750 09/15/2023 0.00%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 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%
STARWOOD PROP TR P/P 144A 04.7500 03/15/2025 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 05.0000 12/15/2026 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 05.3750 04/15/2027 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%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 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%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 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%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 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%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.00%
THUNDER BAY FUNDING LLC 88603GJY7 DCP 09/10/2018 0.00%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.00%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.00%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.00%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.00%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 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%
TOYOTA MOTOR CREDIT CORP 01.5500 07/13/2018 0.00%
TOYOTA MOTOR CREDIT CORP 02.0000 10/24/2018 0.00%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.00%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.00%
TRANSDIGM INC 06.3750 06/15/2026 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSDIGM INC 06.5000 07/15/2024 0.00%
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%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 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%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 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 P/P 144A 02.2000 06/08/2020 0.00%
UBS AG/LONDON 02.2107 07/25/2018 0.00%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.00%
UBSBB 2012-C2 D P/P 144A 05.0502 05/10/2063 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%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 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%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.00%
USG CORP P/P 144A 04.8750 06/01/2027 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 08.5000 01/31/2027 0.00%
VALEANT PHARMA P/P 144A 09.0000 12/15/2025 0.00%
VALEANT PHARMA P/P 144A 09.2500 04/01/2026 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 GROUP CORP P/P 144A 09.2500 10/15/2024 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 / LTEE P/P 144A 05.1250 04/15/2027 0.00%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.00%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.00%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.00%
VMWARE INC 03.9000 08/21/2027 0.00%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.00%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 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%
WAMU 2004-AR13 A1A 02.8111 11/25/2034 0.00%
WAMU 2004-AR13 A1B2 03.0711 11/25/2034 0.00%
WAMU 2004-AR13 A2B 02.9711 11/25/2034 0.00%
WAMU 2005-AR1 A1B 02.8711 01/25/2045 0.00%
WAMU 2005-AR1 A2A1 02.7711 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 1A1A 02.4211 01/25/2045 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 2A1A 02.6711 07/25/2045 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%
WARNER MEDIA LLC 03.8000 02/15/2027 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%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.00%
WBCMT 2005-C21 D 05.4644 10/15/2044 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEATHERFORD BERMUDA 09.8750 02/15/2024 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%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.00%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.00%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 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 02.0000 08/19/2021 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%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.00%
WEYERHAEUSER CO 07.3750 03/15/2032 0.00%
WFCM 2013-LC12 AS 04.4231 07/15/2046 0.00%
WFCM 2013-LC12 C 04.4231 07/15/2046 0.00%
WFCM 2016-LC25 XA IO 01.2249 12/15/2059 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-C3 D P/P 144A 05.8471 03/15/2044 0.00%
WFRBS 2011-C4 E P/P 144A 05.3988 06/15/2044 0.00%
WFRBS 2011-C5 E P/P 144A 05.8594 11/15/2044 0.00%
WFRBS 2012-C10 AS 03.2410 12/15/2045 0.00%
WFRBS 2012-C10 D P/P 144A 04.5918 12/15/2045 0.00%
WFRBS 2012-C10 XA IO P/P 144A 01.7208 12/15/2045 0.00%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.00%
WFRBS 2012-C9 AS 03.3880 11/15/2045 0.00%
WFRBS 2012-C9 XA IO P/P 144A 02.0511 11/15/2045 0.00%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.00%
WFRBS 2013-C15 D P/P 144A 04.6278 08/15/2046 0.00%
WFRBS 2013-C16 AS 04.6680 09/15/2046 0.00%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.00%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.00%
WFRBS 2014-C19 AS 04.2710 03/15/2047 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%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 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%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.00%
WYNDHAM DESTINATIONS INC 04.5000 04/01/2027 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%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.00%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.00%
CDX CDX.NA.HY.30 500.0 06/20/2023 -0.01%
RU10INTR P US0003M R 11/27/18 CI -0.01%
CGPUTQL2 R US0003M P 11/27/18 CI -0.02%
TOPIX INDX FUTR SEP18 TPU8 -0.02%
HONG KONG DOLLAR CALL ACCOUNT -0.03%
EMIN RUSSELL 2000 SEP18 RTYU8 -0.10%

Prior top holdings

Top holdings as of 08/31/18
Putnam Retirement Advantage GAA All Equities Trust 78.25%
Putnam Retirement Advantage GAA Growth Trust 21.40%
Putnam Retirement Advantage GAA Money Market Trust 0.40%
Top holdings as of 07/31/18
Putnam Retirement Advantage GAA All Equities Trust 78.18%
Putnam Retirement Advantage GAA Growth Trust 21.43%
Putnam Retirement Advantage GAA Money Market Trust 0.44%
Top holdings as of 06/30/18
Putnam Retirement Advantage GAA All Equities Trust 78.09%
Putnam Retirement Advantage GAA Growth Trust 21.57%
Putnam Retirement Advantage GAA Money Market Trust 0.38%
Top holdings as of 05/31/18
Putnam Retirement Advantage GAA All Equities Trust 78.09%
Putnam Retirement Advantage GAA Growth Trust 21.55%
Putnam Retirement Advantage GAA Money Market Trust 0.41%