EX-99.77O RULE 10F-3 2 ex99-77o.htm

Exhibit 77(o)

 

JPMorgan Funds - JPMorgan Trust I

Rule 10f-3 Transactions

For the period from January 1, 2017 to June 30, 2017

 

The following securities were purchased pursuant to Rule 10f-3 and all requirements of the Rule 10f-3 Procedures of the Funds:

 

Trade Date 01/05/17
Issuer Kilroy Realty Corporation
CUSIP/ Sedol 49427F108
Shares 8,600
Offering Price $72.75
Spread $2.91
Cost $625,650
Dealer Executing Trade Merrill Lynch
% of Offering* 5.19%
Syndicate BAML, WFS, JPM,Jefferies Co,Barclays Bank
   
Trade Date 01/06/17
Issuer MOELIS & CO - CLASS A
CUSIP/ Sedol 60786M10
Shares 200,000
Offering Price $32.75
Spread $1.15
Cost $6,550,000
Dealer Executing Trade Goldman Sachs
% of Offering* 4.00%
Syndicate GS,BAML,JPM,MOELIS,MS,UBS
   
Trade Date 01/19/17
Issuer Teladoc Inc
CUSIP/ Sedol 87918A10
Shares 39,700
Offering Price $16.75
Spread $0.96
Cost $664,975
Dealer Executing Trade Piper Jaffray And Company
% of Offering* 4.68%
Syndicate JPM,PJC,WFS,WBC,SunTrust,Oppenheimer&CO,
   
Trade Date 01/27/17
Issuer Jagged Peak Energy Inc
CUSIP/ Sedol 47009K10
Shares 57,500
Offering Price $15.00
Spread $0.83
Cost $862,500
Dealer Executing Trade Citigroup Global Markets Inc
% of Offering* 1.67%
Syndicate Citi, JPM, CS, WF, RBC, GS
   
Trade Date 01/27/17
Issuer Jeld-Wen Holding Inc.
CUSIP/ Sedol 47580P10
Shares 1,200
Offering Price $23.00
Spread $1.44
Cost $27,600
Dealer Executing Trade Citigroup Global Markets Inc
% of Offering* 3.74%
Syndicate Barclays Bank PLC (US), WF, RBC, JPM, GS, DB, CS, Citi, BAML
   
Trade Date 01/27/17
Issuer Jeld-Wen Holding Inc.
CUSIP/ Sedol 47580P10
Shares 13,700
Offering Price $23.00
Spread $1.44
Cost $315,100
Dealer Executing Trade Citigroup Global Markets Inc
% of Offering* 3.74%
Syndicate Barclays Bank PLC (US), WF, RBC, JPM, GS, DB, CS, Citi, BAML
   
Trade Date 01/27/17
Issuer Jeld-Wen Holding Inc.
CUSIP/ Sedol 47580P10
Shares 7,800
Offering Price $23.00
Spread $1.44
Cost $179,400
Dealer Executing Trade Citigroup Global Markets Inc
% of Offering* 3.74%
Syndicate Barclays Bank PLC (US), WF, RBC, JPM, GS, DB, CS, Citi, BAML
   
Trade Date 01/27/17
Issuer Jeld-Wen Holding Inc.
CUSIP/ Sedol 47580P10
Shares 437,700
Offering Price $23.00
Spread $1.44
Cost $10,067,100
Dealer Executing Trade Citigroup Global Markets Inc
% of Offering* 3.74%
Syndicate Barclays Bank PLC (US), WF, RBC, JPM, GS, DB, CS, Citi, BAML
   
Trade Date 01/27/17
Issuer Jeld-Wen Holding Inc.
CUSIP/ Sedol 47580P10
Shares 56,000
Offering Price $23.00
Spread $1.44
Cost $1,288,000
Dealer Executing Trade Citigroup Global Markets Inc
% of Offering* 3.74%
Syndicate Barclays Bank PLC (US), WF, RBC, JPM, GS, DB, CS, Citi, BAML
   
Trade Date 01/27/17
Issuer Jounce Therapeutics Inc
CUSIP/ Sedol 48111610
Shares 1,100
Offering Price $16.00
Spread $1.12
Cost $17,600
Dealer Executing Trade Cowen And Company, LLC
% of Offering* 1.26%
Syndicate JPM, Cowen & Co.
   
Trade Date 01/27/17
Issuer Jounce Therapeutics Inc
CUSIP/ Sedol 48111610
Shares 5,500
Offering Price $16.00
Spread $1.12
Cost $88,000
Dealer Executing Trade Cowen And Company, LLC
% of Offering* 1.26%
Syndicate JPM, Cowen & Co.
   
Trade Date 01/27/17
Issuer Jounce Therapeutics Inc
CUSIP/ Sedol 48111610
Shares 49,100
Offering Price $16.00
Spread $1.12
Cost $785,600
Dealer Executing Trade Cowen And Company, LLC
% of Offering* 1.26%
Syndicate JPM, Cowen & Co.
   
Trade Date 02/08/17
Issuer Parsley Energy Inc-Class A
CUSIP/ Sedol 70187710
Shares 171,631
Offering Price $31.00
Spread $0.54
Cost $5,320,561
Dealer Executing Trade Credit Suisse Secs (USA) LLC-(CASH)
% of Offering* 0.48%
Syndicate CS, MS, UBS,RBC,JPM,BMO, Tudor,HW
   
Trade Date 02/09/17
Issuer Houlihan Lokey Inc
CUSIP/ Sedol 44159310
Shares 11,300
Offering Price $29.25
Spread $1.17
Cost $330,525
Dealer Executing Trade Merrill Lynch Pierce F and S Inc
% of Offering* 0.63%
Syndicate BAML,GS,HLH&Z,JPM,KBW,UBSINV
   
Trade Date 03/02/17
Issuer Snap Inc - A
CUSIP/ Sedol 83304A10
Shares 183,400
Offering Price $17.000
Spread $0.43
Cost $3,117,800
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 2.71%
Syndicate MS, GS, JPM,DB,CS, Barclays, Allen & Co
   
Trade Date 03/02/17
Issuer Snap Inc - A
CUSIP/ Sedol 83304A10
Shares 3,900
Offering Price $17.000
Spread $0.43
Cost $66,300
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 2.71%
Syndicate MS, GS, JPM,DB,CS, Barclays, Allen & Co
   
Trade Date 03/02/17
Issuer Snap Inc - A
CUSIP/ Sedol 83304A10
Shares 6,800
Offering Price $17.000
Spread $0.43
Cost $115,600
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 2.71%
Syndicate MS, GS, JPM,DB,CS, Barclays, Allen & Co
   
Trade Date 03/02/17
Issuer Snap Inc - A
CUSIP/ Sedol 83304A10
Shares 1,200
Offering Price $17.000
Spread $0.43
Cost $20,400
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 2.71%
Syndicate MS, GS, JPM,DB,CS, Barclays, Allen & Co
   
Trade Date 03/02/17
Issuer Snap Inc - A
CUSIP/ Sedol 83304A10
Shares 7,200
Offering Price $17.000
Spread $0.43
Cost $122,400
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 2.71%
Syndicate MS, GS, JPM,DB,CS, Barclays, Allen & Co
   
Trade Date 03/02/17
Issuer Snap Inc - A
CUSIP/ Sedol 83304A10
Shares 43,400
Offering Price $17.000
Spread $0.43
Cost $737,800
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 2.71%
Syndicate MS, GS, JPM,DB,CS, Barclays, Allen & Co
   
Trade Date 03/02/17
Issuer Snap Inc - A
CUSIP/ Sedol 83304A10
Shares 11,000
Offering Price $17.000
Spread $0.43
Cost $187,000
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 2.71%
Syndicate MS, GS, JPM,DB,CS, Barclays, Allen & Co
   
Trade Date 03/02/17
Issuer Snap Inc - A
CUSIP/ Sedol 83304A10
Shares 260,100
Offering Price $17.000
Spread $0.43
Cost $4,421,700
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 2.71%
Syndicate MS, GS, JPM,DB,CS, Barclays, Allen & Co
   
Trade Date 03/02/17
Issuer Snap Inc - A
CUSIP/ Sedol 83304A10
Shares 66,800
Offering Price $17.000
Spread $0.43
Cost $1,135,600
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 2.71%
Syndicate MS, GS, JPM,DB,CS, Barclays, Allen & Co
   
Trade Date 03/02/17
Issuer Snap Inc - A
CUSIP/ Sedol 83304A10
Shares 25,100
Offering Price $17.000
Spread $0.43
Cost $426,700
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 2.71%
Syndicate MS, GS, JPM,DB,CS, Barclays, Allen & Co
   
Trade Date 03/02/17
Issuer Snap Inc - A
CUSIP/ Sedol 83304A10
Shares 200,400
Offering Price $17.000
Spread $0.43
Cost $3,406,800
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 2.71%
Syndicate MS, GS, JPM,DB,CS, Barclays, Allen & Co
   
Trade Date 03/02/17
Issuer Snap Inc - A
CUSIP/ Sedol 83304A10
Shares 69,400
Offering Price $17.000
Spread $0.43
Cost $1,179,800
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 2.71%
Syndicate MS, GS, JPM,DB,CS, Barclays, Allen & Co
   
Trade Date 03/02/17
Issuer Snap Inc - A
CUSIP/ Sedol 83304A10
Shares 135,900
Offering Price $17.000
Spread $0.43
Cost $2,310,300
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 2.71%
Syndicate MS, GS, JPM,DB,CS, Barclays, Allen & Co
   
Trade Date 03/02/17
Issuer Snap Inc - A
CUSIP/ Sedol 83304A10
Shares 84,900
Offering Price $17.000
Spread $0.43
Cost $1,443,300
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 2.71%
Syndicate MS, GS, JPM,DB,CS, Barclays, Allen & Co
   
Trade Date 03/02/17
Issuer Snap Inc - A
CUSIP/ Sedol 83304A10
Shares 182,600
Offering Price $17.000
Spread $0.43
Cost $3,104,200
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 2.71%
Syndicate MS, GS, JPM,DB,CS, Barclays, Allen & Co
   
Trade Date 03/02/17
Issuer Snap Inc - A
CUSIP/ Sedol 83304A10
Shares 308,500
Offering Price $17.000
Spread $0.43
Cost 5244500
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 2.71%
Syndicate MS, GS, JPM,DB,CS, Barclays, Allen & Co
   
Trade Date 03/02/17
Issuer Snap Inc - A
CUSIP/ Sedol 83304A10
Shares 62,600
Offering Price $17.000
Spread $0.43
Cost $1,064,200
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 2.71%
Syndicate MS, GS, JPM,DB,CS, Barclays, Allen & Co
   
Trade Date 03/02/17
Issuer Snap Inc - A
CUSIP/ Sedol 83304A10
Shares 122,100
Offering Price $17.000
Spread $0.43
Cost $2,075,700
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 2.71%
Syndicate MS, GS, JPM,DB,CS, Barclays, Allen & Co
   
Trade Date 03/08/17
Issuer GEO Group Inc/The
CUSIP/ Sedol 36162J10
Shares 15,700
Offering Price $41.750
Spread $1.73
Cost $655,475
Dealer Executing Trade Suntrust Robinson-Humphrey Inc
% of Offering* 2.72%
Syndicate JPM,BAML,BARCBK,SUN
   
Trade Date 03/08/17
Issuer John Bean Technologies Corp
CUSIP/ Sedol 47783910
Shares 3,000
Offering Price $85.000
Spread $4.68
Cost $255,000
Dealer Executing Trade Merrill Lynch Pierce F and S Inc
% of Offering* 3.97%
Syndicate BAML,BMO,JPMCAP,RWB,WFS,WBC
   
Trade Date 03/09/17
Issuer Equinix, Inc. (EQIX)
CUSIP/ Sedol 29444U700
Shares 350
Offering Price $10.440
Spread $1.13
Cost $3,654
Dealer Executing Trade Merrill Lynch Pierce F and S Inc
% of Offering* 0.18%
Syndicate JPM, GS, BOA, CITI, Barclays, RBC
   
Trade Date 03/10/17
Issuer Alexandria Real Estate Equity
CUSIP/ Sedol 01527110
Shares 3,025
Offering Price $108.550
Spread $4.34
Cost $328,364
Dealer Executing Trade Merrill Lynch Pierce F and S Inc
% of Offering* 3.82%
Syndicate JPM,BAML,CITI
   
Trade Date 03/17/17
Issuer Mulesoft Inc - A
CUSIP/ Sedol 62520710
Shares 1,700
Offering Price $17.000
Spread $1.19
Cost $28,900
Dealer Executing Trade Goldman Sachs and Co New York
% of Offering* 1.97%
Syndicate GS,JPM,BOA,Jefferies,Barclays, Allen& Co
   
Trade Date 03/17/17
Issuer Mulesoft Inc - A
CUSIP/ Sedol 62520710
Shares 12,400
Offering Price $17.000
Spread $1.19
Cost $210,800
Dealer Executing Trade Goldman Sachs and Co New York
% of Offering* 1.97%
Syndicate GS,JPM,BOA,Jefferies,Barclays, Allen& Co
   
Trade Date 03/17/17
Issuer Mulesoft Inc - A
CUSIP/ Sedol 62520710
Shares 10,300
Offering Price $17.000
Spread $1.19
Cost $175,100
Dealer Executing Trade Goldman Sachs and Co New York
% of Offering* 1.97%
Syndicate GS,JPM,BOA,Jefferies,Barclays, Allen& Co
   
Trade Date 03/17/17
Issuer Mulesoft Inc - A
CUSIP/ Sedol 62520710
Shares 85,600
Offering Price $17.000
Spread $1.19
Cost $1,455,200
Dealer Executing Trade Goldman Sachs and Co New York
% of Offering* 1.97%
Syndicate GS,JPM,BOA,Jefferies,Barclays, Allen& Co
   
Trade Date 03/24/17
Issuer Alteryx Inc - Class A
CUSIP/ Sedol 02156B10
Shares 1,100
Offering Price $14.000
Spread $0.98
Cost $15,400
Dealer Executing Trade Goldman Sachs and Co New York
% of Offering* 1.06%
Syndicate JPM.JMP Sec,Pacific Crest,Raymond James, Cowen, William Blair & Co
   
Trade Date 03/24/17
Issuer Alteryx Inc - Class A
CUSIP/ Sedol 02156B10
Shares 7,000
Offering Price $14.000
Spread $0.98
Cost $98,000
Dealer Executing Trade Goldman Sachs and Co New York
% of Offering* 1.06%
Syndicate JPM.JMP Sec,Pacific Crest,Raymond James, Cowen, William Blair & Co
   
Trade Date 03/24/17
Issuer Alteryx Inc - Class A
CUSIP/ Sedol 02156B10
Shares 58,800
Offering Price $14.000
Spread $0.98
Cost $823,200
Dealer Executing Trade Goldman Sachs and Co New York
% of Offering* 1.06%
Syndicate JPM.JMP Sec,Pacific Crest,Raymond James, Cowen, William Blair & Co
   
Trade Date 03/28/17
Issuer Evolent health Inc - A
CUSIP/ Sedol 30050B10
Shares 12,400
Offering Price $20.000
Spread $0.47
Cost $248,000
Dealer Executing Trade Goldman Sachs and Co New York
% of Offering* 13.69%
Syndicate JPM,GS
   
Trade Date 03/29/17
Issuer Athene Holding Ltd-Class A
CUSIP/ Sedol G0684D10
Shares 4,700
Offering Price $48.500
Spread $1.58
Cost $227,950
Dealer Executing Trade Goldman Sachs and Co New York
% of Offering* 2.59%
Syndicate GS,CITI,WF,BOA,RBC,MS,JP,DB,CS,BMO, Evercore,Barclays, Sandler O'Neill & Partners, UBS, SunTrust Robinson Humphrey, Keefe Bruyette & Woods
   
Trade Date 03/29/17
Issuer Athene Holding Ltd-Class A
CUSIP/ Sedol G0684D10
Shares 571,800
Offering Price $48.500
Spread $1.58
Cost $27,732,300
Dealer Executing Trade Goldman Sachs and Co New York
% of Offering* 2.59%
Syndicate GS,CITI,WF,BOA,RBC,MS,JP,DB,CS,BMO, Evercore, Barclays, Sandler O'Neill & Partners, UBS, SunTrust Robinson Humphrey, Keefe Bruyette & Woods
   
Trade Date 03/31/17
Issuer e.l.f. Beauty, Inc.
CUSIP/ Sedol 26856L10
Shares 8,700
Offering Price $27.000
Spread $1.15
Cost $234,900
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 1.06%
Syndicate JPM,MS,WF,Piper Jaffary&Co
   
Trade Date 04/06/17
Issuer Schneider national Inc - Cl B
CUSIP/ Sedol 80689H10
Shares 1,200
Offering Price $19.000
Spread $1.09
Cost $22,800
Dealer Executing Trade UBS Securities LLC
% of Offering* 1.00%
Syndicate MS, UBS, BOA, WFS, JPM,CS, CITI
   
Trade Date 04/06/17
Issuer Schneider national Inc - Cl B
CUSIP/ Sedol 80689H10
Shares 10,200
Offering Price $19.000
Spread $1.09
Cost $193,800
Dealer Executing Trade UBS Securities LLC
% of Offering* 1.00%
Syndicate MS, UBS, BOA, WFS, JPM,CS, CITI
   
Trade Date 04/06/17
Issuer Schneider national Inc - Cl B
CUSIP/ Sedol 80689H10
Shares 62,100
Offering Price $19.000
Spread $1.09
Cost $1,179,900
Dealer Executing Trade UBS Securities LLC
% of Offering* 1.00%
Syndicate MS, UBS, BOA, WFS, JPM,CS, CITI
   
Trade Date 04/07/17
Issuer Okta Inc
CUSIP/ Sedol 67929510
Shares 2,200
Offering Price $17.000
Spread $1.19
Cost $37,400
Dealer Executing Trade Goldman Sachs and Co New York
% of Offering* 3.10%
Syndicate GS,JPM,Allen &Co,JMP Sec
   
Trade Date 04/07/17
Issuer Okta Inc
CUSIP/ Sedol 67929510
Shares 16,400
Offering Price $17.000
Spread $1.19
Cost $278,800
Dealer Executing Trade Goldman Sachs and Co New York
% of Offering* 3.10%
Syndicate GS,JPM,Allen &Co,JMP Sec
   
Trade Date 04/07/17
Issuer Okta Inc
CUSIP/ Sedol 67929510
Shares 13,800
Offering Price $17.000
Spread $1.19
Cost $234,600
Dealer Executing Trade Goldman Sachs and Co New York
% of Offering* 3.10%
Syndicate GS,JPM,Allen &Co,JMP Sec
   
Trade Date 04/07/17
Issuer Okta Inc
CUSIP/ Sedol 67929510
Shares 114,200
Offering Price $17.000
Spread $1.19
Cost $1,941,400
Dealer Executing Trade Goldman Sachs and Co New York
% of Offering* 3.10%
Syndicate GS,JPM,Allen &Co,JMP Sec
   
Trade Date 04/13/17
Issuer Cadence Bancorp
CUSIP/ Sedol 12739A10
Shares 300
Offering Price $20.000
Spread $1.40
Cost $6,000
Dealer Executing Trade Goldman Sachs and Co New York
% of Offering* 1.27%
Syndicate GS,JPM,Tudor Pickering, SunTrust, Stephens, Robert Baird, Raymond James
   
Trade Date 04/13/17
Issuer Cadence Bancorp
CUSIP/ Sedol 12739A10
Shares 4,400
Offering Price $20.000
Spread $1.40
Cost $88,000
Dealer Executing Trade Goldman Sachs and Co New York
% of Offering* 1.27%
Syndicate GS,JPM,Tudor Pickering, SunTrust, Stephens, Robert Baird, Raymond James
   
Trade Date 04/13/17
Issuer Cadence Bancorp
CUSIP/ Sedol 12739A10
Shares 16,400
Offering Price $20.000
Spread $1.40
Cost $328,000
Dealer Executing Trade Goldman Sachs and Co New York
% of Offering* 1.27%
Syndicate GS,JPM,Tudor Pickering, SunTrust, Stephens, Robert Baird, Raymond James
   
Trade Date 04/13/17
Issuer Yext Inc
CUSIP/ Sedol 98585N10
Shares 3,000
Offering Price $11.000
Spread $0.77
Cost $33,000
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 4.11%
Syndicate MS,JPM,RBC Captial
   
Trade Date 04/13/17
Issuer Yext Inc
CUSIP/ Sedol 98585N10
Shares 18,300
Offering Price $11.000
Spread $0.77
Cost $201,300
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 4.11%
Syndicate MS,JPM,RBC Captial
   
Trade Date 04/13/17
Issuer Yext Inc
CUSIP/ Sedol 98585N10
Shares 18,600
Offering Price $11.000
Spread $0.77
Cost $204,600
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 4.11%
Syndicate MS,JPM,RBC Captial
   
Trade Date 04/13/17
Issuer Yext Inc
CUSIP/ Sedol 98585N10
Shares 157,900
Offering Price $11.000
Spread $0.77
Cost $1,736,900
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 4.11%
Syndicate MS,JPM,RBC Captial
   
Trade Date 04/19/17
Issuer American Homes 4 Rent Pfd
CUSIP/ Sedol 02665T88
Shares 18,375
Offering Price $25.000
Spread $0.79
Cost $459,375
Dealer Executing Trade  Raymond James
% of Offering* 11.53%
Syndicate JPM,MS, WFS,GS, Raymond James, BOA,Jefferies US Bancorp
   
Trade Date 04/28/17
Issuer Cloudera Inc
CUSIP/ Sedol 18914U10
Shares 4,100
Offering Price $15.000
Spread $1.05
Cost $61,500
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 4.27%
Syndicate MS, JPM,Citi, BOA, Allen & Co, Deutsche Bank
   
Trade Date 04/28/17
Issuer Cloudera Inc
CUSIP/ Sedol 18914U10
Shares 30,600
Offering Price $15.000
Spread $1.05
Cost $459,000
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 4.27%
Syndicate MS, JPM,Citi, BOA, Allen & Co, Deutsche Bank
   
Trade Date 04/28/17
Issuer Cloudera Inc
CUSIP/ Sedol 18914U10
Shares 24,800
Offering Price $15.000
Spread $1.05
Cost $372,000
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 4.27%
Syndicate MS, JPM,Citi, BOA, Allen & Co, Deutsche Bank
   
Trade Date 04/28/17
Issuer Cloudera Inc
CUSIP/ Sedol 18914U10
Shares 215,200
Offering Price $15.000
Spread $1.05
Cost $3,228,000
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 4.27%
Syndicate MS, JPM,Citi, BOA, Allen & Co, Deutsche Bank
   
Trade Date 05/12/17
Issuer Kinsale Capital Group Inc.
CUSIP/ Sedol 49714P10
Shares 7,000
Offering Price $33.000
Spread $1.40
Cost $231,000
Dealer Executing Trade William Blair and Company LLC
% of Offering* 6.11%
Syndicate JPM, William Blair &Co,RBC Capital
   
Trade Date 05/12/17
Issuer Kinsale Capital Group Inc.
CUSIP/ Sedol 49714P10
Shares 144,820
Offering Price $33.000
Spread $1.40
Cost $4,779,060
Dealer Executing Trade William Blair and Company LLC
% of Offering* 6.11%
Syndicate JPM, William Blair &Co,RBC Capital
   
Trade Date 05/16/17
Issuer Evolent health Inc - A
CUSIP/ Sedol 30050B10
Shares 4,000
Offering Price $24.650
Spread $0.35
Cost $98,600
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 4.82%
Syndicate MS, JPMS, GS
   
Trade Date 05/25/17
Issuer Costamare Inc.
CUSIP/ Sedol Y1771G10
Shares 5,400
Offering Price $7.100
Spread $0.32
Cost $38,340
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 7.28%
Syndicate MS, WFS, JPM, CitiGroup, Stifel
   
Trade Date 05/25/17
Issuer Costamare Inc.
CUSIP/ Sedol Y1771G10
Shares 274,200
Offering Price $7.100
Spread $0.32
Cost $1,946,820
Dealer Executing Trade Morgan Stanley And Co LLC
% of Offering* 7.28%
Syndicate MS, WFS, JPM, CitiGroup, Stifel
   
Trade Date 06/07/17
Issuer ATHENE HOLDING LTD-CLASS A
CUSIP/ Sedol G0684D10
Shares 1,800
Offering Price 49.00
Spread $1.47
Cost $88,200
Dealer Executing Trade GOLDMAN SACHS AND CO NEW YORK
% of Offering* 1.60%
Syndicate Goldman Sachs, Barclays Capital Energy Inc, Wells Fargo Securities LLC, Morgan Stanley & Co LLC, Citigroup Global Markets Inc, Jp Morgan Securities LLC, RBC Capital Markets, Deutsche Bank Securities Inc, Credit Suisse, Bank of America Merrill Lynch, BMO Capital Markets Corp, Evercore ISI, Sandler O'Neill & Partners, UBS Investment Bank/US, SunTrust Robinson Humphrey Inc, and Keefe Bruyette & Woods.
   
Trade Date 06/07/17
Issuer ATHENE HOLDING LTD-CLASS A
CUSIP/ Sedol G0684D10
Shares 218,165
Offering Price 49.00
Spread $1.47
Cost $10,690,085
Dealer Executing Trade GOLDMAN SACHS AND CO NEW YORK
% of Offering* 1.60%
Syndicate Goldman Sachs, Barclays Capital Energy Inc, Wells Fargo Securities LLC, Morgan Stanley & Co LLC, Citigroup Global Markets Inc, Jp Morgan Securities LLC, RBC Capital Markets, Deutsche Bank Securities Inc, Credit Suisse, Bank of America Merrill Lynch, BMO Capital Markets Corp, Evercore ISI, Sandler O'Neill & Partners, UBS Investment Bank/US, SunTrust Robinson Humphrey Inc, and Keefe Bruyette & Woods.
   
Trade Date 06/13/17
Issuer RENESAS ELECTRONICS CORP COM SHS NPV
CUSIP/ Sedol 6635677
Shares 26,900
Offering Price $825 JPY
Spread $0.01
Cost $22,192,500 JPY
Dealer Executing Trade DAIWA SECURITIES CO. LTD.
% of Offering* 0.57%
Syndicate DAIWA, JPM, ML, MITSUBISHI, MIZUHO, MS, NOMURA
   
Trade Date 06/28/17
Issuer MERSANA THERAPEUTICS INC
CUSIP/ Sedol 59045L10
Shares 3,200
Offering Price 15.00
Spread $1.05
Cost $48,000
Dealer Executing Trade LEERINK PARTNERS LLC
% of Offering* 5.29%
Syndicate JP Morgan, Leerink Partners LLC, and Cowen & Co.
   
Trade Date 06/28/17
Issuer MERSANA THERAPEUTICS INC
CUSIP/ Sedol 59045L10
Shares 19,300
Offering Price 15.00
Spread $1.05
Cost $289,500
Dealer Executing Trade LEERINK PARTNERS LLC
% of Offering* 5.29%
Syndicate JP Morgan, Leerink Partners LLC, and Cowen & Co.
   
Trade Date 06/28/17
Issuer MERSANA THERAPEUTICS INC
CUSIP/ Sedol 59045L10
Shares 160,800
Offering Price 15.00
Spread $1.05
Cost $2,412,000
Dealer Executing Trade LEERINK PARTNERS LLC
% of Offering* 5.29%
Syndicate JP Morgan, Leerink Partners LLC, and Cowen & Co.
   
   
Trade Date 01/03/17
Issuer Credit Agricole S.A. (ACAFP 4.125% January 10, 2027 144A)
Cusip/ISIN/Sedol 22535WAB3
Bonds 250,000
Offering Price $99.50
Spread 0.48%
Cost $248,745
Dealer Executing Trade Credit Agricole Securities USA Inc.
% of Offering 2.48%
synd_list CREDIT AG, CITI, DB, SOC GEN, TD SEC, UNICREDIT, JPM
   
Trade Date 01/04/17
Issuer American Airlines, Inc. 2017-1 AA PTT (AAL 2017-1 AA AAL 3.65% February 15, 2029)
Cusip/ISIN/Sedol 023761AA7
Bonds 50,000
Offering Price $100.00
Spread 1.05%
Cost $50,000
Dealer Executing Trade Credit Suisse Securities (USA) LLC
% of Offering 5.62%
synd_list BAML,BARCS,BNPP,CACIB,CITI,CS,DB,GS,ICBKC,JPM,MS,USB
   
Trade Date 01/04/17
Issuer Ford Motor Credit Company LLC (F 3.81% January 9, 2024)
Cusip/ISIN/Sedol 345397YG2
Bonds 380,000
Offering Price $100.00
Spread 0.40%
Cost $380,000
Dealer Executing Trade Credit Agricole Securities USA Inc.
% of Offering 4.16%
synd_list BARCS,CACIB,CS,JPM,MIZUHO,RBCCM,SMFGRP
   
Trade Date 01/05/17
Issuer Boardwalk Pipelines LP (BWP 4.45% July 15, 2027)
Cusip/ISIN/Sedol 096630AF5
Bonds 25,000
Offering Price $99.66
Spread 0.65%
Cost $24,915
Dealer Executing Trade Barclays Capital Inc.
% of Offering 3.86%
synd_list BAML,BARCS,BB&T,CITI,DB,GS,JPM,MIZUHO,MS,MUFG,RBCCM,REGFIN,SANT,USB,WFC
   
Trade Date 01/05/17
Issuer Comcast Corporation (CMCSA 3.00% February 1, 2024)
Cusip/ISIN/Sedol 20030NBX8
Bonds 140,000
Offering Price $99.81
Spread 0.35%
Cost $139,733
Dealer Executing Trade Wells Fargo Advisors LLC
% of Offering 1.55%
synd_list BNP PAR, CS, ML, RBC CAP, TD SEC, WELLS, ACADEMY SEC,  ALLEN, BARC, CASTLEOAK, CL KING, COMMERZ MARKETS, DB,  DNB NOR, EVERCORE, GS, IND & COMM BANK OF CHINA, JPM, LOOP CAP, MFR SEC,  MISCHLER FIN, MIZUHO SEC, MS, PNC CAP, SAM RAMIREZ, SG AM SEC, SMBC NIKKO,  US BANC, WILLIAMS
   
Trade Date 01/05/17
Issuer Comcast Corporation (CMCSA 3.00% February 1, 2024)
Cusip/ISIN/Sedol 20030NBX8
Bonds 600,000
Offering Price $99.81
Spread 0.35%
Cost $598,854
Dealer Executing Trade Wells Fargo Advisors LLC
% of Offering 1.55%
synd_list BNP PAR, CS, ML, RBC CAP, TD SEC, WELLS, ACADEMY SEC,  ALLEN, BARC, CASTLEOAK, CL KING, COMMERZ MARKETS, DB,  DNB NOR, EVERCORE, GS, IND & COMM BANK OF CHINA, JPM, LOOP CAP, MFR SEC,  MISCHLER FIN, MIZUHO SEC, MS, PNC CAP, SAM RAMIREZ, SG AM SEC, SMBC NIKKO,  US BANC, WILLIAMS
   
Trade Date 01/09/17
Issuer Mash & McLennan Companies, Inc. (MMC 2.75% January 30, 2022)
Cusip/ISIN/Sedol 571748BB7
Bonds 24,000
Offering Price $99.86
Spread 0.60%
Cost $23,967
Dealer Executing Trade Deutsche Bank Securities
% of Offering 0.91%
synd_list ANZ SEC, DB, ML, US BANC, BNP PAR, BNY, SCOTIA CAP,  WILLIAMS, JPM
   
Trade Date 01/11/17
Issuer Broadcom Corporation and Broadcom Cayman Finance Limited (AVGO 3.625% Janury 15, 2024 144A)
Cusip/ISIN/Sedol 11134LAE9
Bonds 275,000
Offering Price $99.90
Spread 0.45%
Cost $274,714
Dealer Executing Trade Credit Suisse Securities (USA) LLC
% of Offering 1.99%
synd_list BAML,BARCS,BMO,CITI,CS,DB,GS,JPM,MIZUHO,MS,MUFG,RBCCM,SCOTIA,SMFGRP,WFC
   
Trade Date 01/11/17
Issuer Broadcom Corporation and Broadcom Cayman Finance Limited (AVGO 3.625% Janury 15, 2024 144A)
Cusip/ISIN/Sedol 11134LAE9
Bonds 151,000
Offering Price $99.90
Spread 0.45%
Cost $150,843
Dealer Executing Trade Credit Suisse Securities (USA) LLC
% of Offering 1.99%
synd_list BAML,BARCS,BMO,CITI,CS,DB,GS,JPM,MIZUHO,MS,MUFG,RBCCM,SCOTIA,SMFGRP,WFC
   
Trade Date 01/12/17
Issuer MEG Energy Corp (MEGCN 6.50% January 15, 2025 144A)
Cusip/ISIN/Sedol 552704AD0
Bonds 30,000
Offering Price $100.00
Spread 1.00%
Cost $30,000
Dealer Executing Trade Barclays Capital Inc.
% of Offering 4.23%
synd_list BARC, BMO CAP, RBC CAP, CIBC, CS, HSBC, JPM, MUFG SEC, TD SEC
   
Trade Date 01/12/17
Issuer Zayo Group LLC and Zayo Capital Inc. (ZAYOGR 5.75% January 15, 2027 144a)
Cusip/ISIN/Sedol 989194AP0
Bonds 20,000
Offering Price $100.00
Spread 1.00%
Cost $20,000
Dealer Executing Trade Wells Fargo Advisors LLC
% of Offering 2.02%
synd_list BARCS,CITI,GS,JPM,MS,RBCCM,SUN
   
Trade Date 01/23/17
Issuer AerCap Ireland Capital Designated Activity Company and AerCap Global Aviation Trust (AER 3.50% May 26, 2022)
Cusip/ISIN/Sedol 00774MAA3
Bonds 150,000
Offering Price $99.68
Spread 0.65%
Cost $149,514
Dealer Executing Trade BofA Merrill Lynch
% of Offering 3.80%
synd_list BAML,BARCS,CACIB,CITI,CS,DB,GS,JPM,MIZUHO,MS,RBCCM,WFC
   
Trade Date 01/23/17
Issuer Midamerican Energy Company (BRKHEC 3.10% May 1, 2027)
Cusip/ISIN/Sedol 595620AQ8
Bonds 309,000
Offering Price $99.97
Spread 0.60%
Cost $308,901
Dealer Executing Trade Barclays Capital Inc.
% of Offering 1.67%
synd_list BARC, BNP PAR, CITI, MIZUHO, MUFG SEC, US BANC, BMO CAP, BNY, CIBC, JPM, KEYBANC, PNC CAP, RBC CAP, SANTANDER,  SCOTIA CAP, SMBC NIKKO, SUNTRUST, TD SEC
   
Trade Date 01/25/17
Issuer Smithfield Foods Inc. (SFD 4.25% February 1, 2027 144A)
Cusip/ISIN/Sedol 832248AZ1
Bonds 45,000
Offering Price $99.88
Spread 0.65%
Cost $44,946
Dealer Executing Trade Barclays Capital Inc.
% of Offering 1.86%
synd_list BANK OF CHINA, BARC, GS, ML, MS, BMO, JPM, RABO SEC, US BANC
   
Trade Date 01/27/17
Issuer WildHorse Resource Development Corporation (WRD 6.875% February 1, 2025 144A)
Cusip/ISIN/Sedol 96812TAA0
Bonds 45,000
Offering Price $99.24
Spread 2.00%
Cost $44,660
Dealer Executing Trade Wells Fargo Advisors LLC
% of Offering 5.07%
synd_list BAML,BARCS,BMO,CITI,JPM,WFC
   
Trade Date 01/30/17
Issuer Microsoft Corporation (MSFT 2.875% February 6, 2024)
Cusip/ISIN/Sedol 594918BX1
Bonds 200,000
Offering Price $99.27
Spread 0.35%
Cost $198,544
Dealer Executing Trade HSBC Securities (USA) Inc.
% of Offering 1.63%
synd_list ACADSE,BAML,BARCS,BLYLCK,BNPP,BNYM,CAVUSC,CITI,CLKING,CS,DRXHAM,GS,HSBCL,JPM,MISCH,MS,RAM,SIEBRT,USB
   
Trade Date 01/30/17
Issuer Microsoft Corporation (MSFT 4.10% February 6, 2037)
Cusip/ISIN/Sedol 594918BZ6
Bonds 240,000
Offering Price $99.78
Spread 0.75%
Cost $239,479
Dealer Executing Trade HSBC Securities (USA) Inc.
% of Offering 3.10%
synd_list ACADSE,BAML,BARCS,BLYLCK,BNPP,BNYM,CAVUSC,CITI,CLKING,CS,DRXHAM,GS,HSBCL,JPM,MISCH,MS,RAM,SIEBRT,USB
   
Trade Date 01/30/17
Issuer Microsoft Corporation (MSFT 4.10% February 6, 2037)
Cusip/ISIN/Sedol 594918BZ6
Bonds 217,000
Offering Price $99.78
Spread 0.75%
Cost $216,529
Dealer Executing Trade HSBC Securities (USA) Inc.
% of Offering 3.10%
synd_list ACADSE,BAML,BARCS,BLYLCK,BNPP,BNYM,CAVUSC,CITI,CLKING,CS,DRXHAM,GS,HSBCL,JPM,MISCH,MS,RAM,SIEBRT,USB
   
Trade Date 01/31/17
Issuer National Rural Utilities Corporation (NRUC 2.95% February 7, 2024)
Cusip/ISIN/Sedol 637432NL5
Bonds 220,000
Offering Price $99.81
Spread 0.63%
Cost $219,571
Dealer Executing Trade MUFG Securities Americas Inc.
% of Offering 4.04%
synd_list MUFG, SEC, RBC CAP, SCOTIA CAP, US BANC, JPM, KEYBANC, MIZUHO, PNC SEC, REGIONS SEC, SUNTRUST, ICBC STANDARD,
   
Trade Date 02/01/17
Issuer Scientifc Games International, Inc. (SGMS 7.00% January 1, 2022 144A)
Cusip/ISIN/Sedol 80874YAV2
Bonds 105,000
Offering Price $106.00
Spread 1.50%
Cost $111,300
Dealer Executing Trade BofA Merrill Lynch
% of Offering 4.24%
synd_list BAML,DB,FIFTHI,GS,HSBCL,JPM,MQB,PNCFIN
   
Trade Date 02/02/17
Issuer American Greetings Corp (AM 7.875% February 15, 2025 144A)
Cusip/ISIN/Sedol 026375AQ8
Bonds 15,000
Offering Price $99.27
Spread 1.50%
Cost $14,891
Dealer Executing Trade BofA Merrill Lynch
% of Offering 3.90%
synd_list BAML,BBVA,CITFIN,JPM,KEYBCM,PNCFIN,WFC
   
Trade Date 02/02/17
Issuer Apple Inc (AAPL 3.00% February 9, 2024)
Cusip/ISIN/Sedol 037833CG3
Bonds 270,000
Offering Price $99.96
Spread 0.15%
Cost $269,881
Dealer Executing Trade Goldman Sachs and Company
% of Offering 2.91%
synd_list ACADSE,BAML,BARCS,CASOAK,DB,GS,HSBCL,JPM,MISCH,MS,RAM,STAN,WFC
   
Trade Date 02/02/17
Issuer Apple Inc (AAPL 3.00% February 9, 2024)
Cusip/ISIN/Sedol 037833CG3
Bonds 146,000
Offering Price $99.96
Spread 0.15%
Cost $145,936
Dealer Executing Trade Goldman Sachs and Company
% of Offering 2.91%
synd_list ACADSE,BAML,BARCS,CASOAK,DB,GS,HSBCL,JPM,MISCH,MS,RAM,STAN,WFC
   
Trade Date 02/02/17
Issuer Johnson Controls International plc (JCI 4.50% February 15, 2047)
Cusip/ISIN/Sedol 478375AU2
Bonds 45,000
Offering Price $99.09
Spread 0.88%
Cost $44,590
Dealer Executing Trade Citigroup Global Markets, Inc.
% of Offering 1.67%
synd_list BAML,CITI,JPM,USB,WFC
   
Trade Date 02/06/17
Issuer Post Holdings Inc. (POST 5.50% March 1, 2025 144A)
Cusip/ISIN/Sedol 737446AL8
Bonds 45,000
Offering Price $100.00
Spread 1.00%
Cost $45,000
Dealer Executing Trade Barclays Capital Inc.
% of Offering 4.46%
synd_list BAML, BARC, CS, GOLDMAN, NOMURA, RABOBANK, BMO CAP, DB, JPM, MS, SUNTRUST, UBS, WELLS
   
Trade Date 02/06/17
Issuer Vale Overseas Limited (VALEBZ 6.25% August 10, 2026)
Cusip/ISIN/Sedol 91911TAP8
Bonds 85,000
Offering Price $107.79
Spread 0.27%
Cost $91,624
Dealer Executing Trade MUFG Securities Americas Inc.
% of Offering 4.28%
synd_list BBVA,BRADSC,JPM,MIZUHO,MUFG,SANT,SMFGRP
   
Trade Date 02/06/17
Issuer Vale Overseas Limited (VALEBZ 6.25% August 10, 2026)
Cusip/ISIN/Sedol 91911TAP8
Bonds 57,000
Offering Price $107.79
Spread 0.27%
Cost $61,442
Dealer Executing Trade MUFG Securities Americas Inc.
% of Offering 4.28%
synd_list BBVA,BRADSC,JPM,MIZUHO,MUFG,SANT,SMFGRP
   
Trade Date 02/08/17
Issuer CMS Energy Corp (CMS 3.45% August 15, 2027)
Cusip/ISIN/Sedol 125896BS8
Bonds 135,000
Offering Price $99.85
Spread 0.65%
Cost $134,799
Dealer Executing Trade Mizuho Securities USA Inc.
% of Offering 5.01%
synd_list BNPP,JPM,MIZUHO,MUFG,RBCCM
   
Trade Date 02/08/17
Issuer CMS Energy Corp (CMS 3.45% August 15, 2027)
Cusip/ISIN/Sedol 125896BS8
Bonds 200,000
Offering Price $99.85
Spread 0.65%
Cost $199,702
Dealer Executing Trade Mizuho Securities USA Inc.
% of Offering 5.01%
synd_list BNPP,JPM,MIZUHO,MUFG,RBCCM
   
Trade Date 02/09/17
Issuer Block Communications Inc (BLOCKC 6.875% February 15, 2025 144A)
Cusip/ISIN/Sedol 093645AH2
Bonds 10,000
Offering Price $100.00
Spread 1.71%
Cost $10,000
Dealer Executing Trade BofA Merrill Lynch
% of Offering 0.82%
synd_list BAML,JPM
   
Trade Date 02/09/17
Issuer Halcon Resources Corp (HKUS 6.75% February 15, 2025 144A)
Cusip/ISIN/Sedol 40537QAN0
Bonds 85,000
Offering Price $100.00
Spread 1.75%
Cost $85,000
Dealer Executing Trade BofA Merrill Lynch
% of Offering 4.65%
synd_list BAML,BARCS,BMO,BNPP,COMER,GS,ING,JPM,RBCCM,WFC
   
Trade Date 02/09/17
Issuer Hill-Rom Holdings Inc (HRC 5.00% February 15, 2025 144A)
Cusip/ISIN/Sedol 431475AB8
Bonds 15,000
Offering Price $100.00
Spread 1.25%
Cost $15,000
Dealer Executing Trade BofA Merrill Lynch
% of Offering 2.17%
synd_list BAML,CITFIN,GS,JPM,MUFG,PNCFIN
   
Trade Date 02/13/17
Issuer Americredit Automobile Receivables Trust 2017-1 A3 (AMCAR 2017-1 A3 1.87% August 18, 2021)
Cusip/ISIN/Sedol 03065FAD4
Bonds 59,000
Offering Price $100.00
Spread 0.35%
Cost $58,998
Dealer Executing Trade Citigroup Global Markets, Inc.
% of Offering 6.83%
synd_list BNP PAR, CITI, JPM, WELLS
   
Trade Date 02/14/17
Issuer Parker-Hannifin Corp (PH 3.25% March 1, 2027 144A)
Cusip/ISIN/Sedol 701094AH7
Bonds 90,000
Offering Price $99.91
Spread 0.65%
Cost $89,915
Dealer Executing Trade Morgan Stanley and Company LLC
% of Offering 1.64%
synd_list CITI, MS, BNY, COMMERZ, HSBC, KEY, LLOYDS SEC, MIZUHO, MUFG SEC, PNC, TD SEC, WELLS
   
Trade Date 02/14/17
Issuer Parker-Hannifin Corp (PH 4.10% March 1, 2047 144A)
Cusip/ISIN/Sedol 701094AL8
Bonds 80,000
Offering Price $99.59
Spread 0.88%
Cost $79,670
Dealer Executing Trade Morgan Stanley and Company LLC
% of Offering 2.41%
synd_list CITI, MS, BNY, COMMERZ, HSBC, KEY, LLOYDS SEC, MIZUHO, MUFG SEC, PNC, TD SEC, WELLS
   
Trade Date 02/15/17
Issuer Mitsubishi UFJ Financial Group Inc (MUFG 2.998% February 22, 2022)
Cusip/ISIN/Sedol 606822AL8
Bonds 59,000
Offering Price $100.00
Spread 0.35%
Cost $59,000
Dealer Executing Trade Morgan Stanley and Company LLC
% of Offering 1.32%
synd_list BARCS,BNPP,CACIB,ING,JPM,MS,MUFG,RBCCM,STAN,UBS
   
Trade Date 02/21/17
Issuer Manulife Financial Corp (MFCNN 4.061% February 24, 2032)
Cusip/ISIN/Sedol 56501RAE6
Bonds 220,000
Offering Price $100.00
Spread 0.45%
Cost $220,000
Dealer Executing Trade Morgan Stanley and Company LLC
% of Offering 8.71%
synd_list ANZ,BAML,BARCS,BNPP,CITI,GS,HSBCL,JPM,MS,MUFG,RBCCM,SMFGRP,STAN,TDSECS,WFC
   
Trade Date 02/22/17
Issuer BRISTOL-MYERS SQUIBB CO (BMY 3.25% February 27, 2027)
Cusip/ISIN/Sedol 110122BB3
Bonds 245,000
Offering Price $99.39
Spread 0.45%
Cost $243,510
Dealer Executing Trade Goldman Sachs and Company New York
% of Offering 2.34%
synd_list BAML,BARCS,BNPP,BNYM,CASOAK,CITI,CS,DB,DRXHAM,GP,GS,HSBCL,JPM,MISCH,MIZUHO,MS,MUFG,SANT,STAN,USB,WFC,WILLCP
   
Trade Date 02/23/17
Issuer Danske Bank A/S (DANBNK 2.20% March 2, 2020 144A)
Cusip/ISIN/Sedol 23636AAK7
Bonds 200,000
Offering Price $99.89
Spread 0.25%
Cost $199,770
Dealer Executing Trade Goldman Sachs and Company New York
% of Offering 3.99%
synd_list BAML,BNPP,DANBNK,GS,JPM,UBS
   
Trade Date 02/23/17
Issuer Viacom Inc (VIA FRN Februry 28, 2057)
Cusip/ISIN/Sedol 92553PBC3
Bonds 20,000
Offering Price $100.00
Spread 1.00%
Cost $20,000
Dealer Executing Trade BofA Merrill Lynch
% of Offering 1.33%
synd_list MERRILL, MS, BNP PAR, BNY, CITI, DB, ICBC, JPM, LEBENTHAL, MIZUHO, MUFG SEC, RBC CAP, RBS SEC, SAM RAMIREZ, SANTANDER, SG AMER, SMBC NIKKO, US BANC, WELLS, WILLIAMS
   
Trade Date 02/23/17
Issuer Viacom Inc (VIA FRN Februry 28, 2057)
Cusip/ISIN/Sedol 92553PBD3
Bonds 30,000
Offering Price $100.00
Spread 1.00%
Cost $30,000
Dealer Executing Trade Morgan Stanley and Company LLC
% of Offering 1.23%
synd_list MERRILL, MS, BNP PAR, BNY, CITI, DB, ICBC, JPM, LEBENTHAL, MIZUHO, MUFG SEC, RBC CAP, RBS SEC, SAM RAMIREZ, SANTANDER, SG AMER, SMBC NIKKO, US BANC, WELLS, WILLIAMS
   
Trade Date 02/27/17
Issuer Charles Schwab Corp (SCHW 3.20% March 2, 2027)
Cusip/ISIN/Sedol 808513AQ8
Bonds 100,000
Offering Price $99.84
Spread 0.65%
Cost $99,839
Dealer Executing Trade Citigroup Global Markets, Inc.
% of Offering 2.01%
synd_list CITI, CS, GS, ML, HSBC, JPM, LLOYDS, MS, PNC CAP, US BANC, WELLS
   
Trade Date 02/27/17
Issuer TransCanada Pipelines Limited (TRPCN FRN March 15, 2077)
Cusip/ISIN/Sedol 89356BAC2
Bonds 200,000
Offering Price $100.00
Spread 1.00%
Cost $200,000
Dealer Executing Trade Deutsche Bank Securities
% of Offering 2.87%
synd_list BAML,BARCS,CACIB,CITI,CS,DB,HSBCL,JPM,MIZUHO,MUFG,SMFGRP,WFC
   
Trade Date 02/28/17
Issuer Chevron Corporation (CVX 2.498% March 3, 2022)
Cusip/ISIN/Sedol 166764BN9
Bonds 155,000
Offering Price $100.00
Spread 0.15%
Cost $155,000
Dealer Executing Trade BofA Merrill Lynch
% of Offering 2.83%
synd_list BAML,BARCS,BNPP,CITI,GS,HSBCL,JPM,MUFG,SMFGRP,WFC
   
Trade Date 02/28/17
Issuer Chevron Corporation (CVX 2.895% March 3, 2024)
Cusip/ISIN/Sedol 166764BT6
Bonds 340,000
Offering Price $100.00
Spread 0.17%
Cost $340,000
Dealer Executing Trade Barclays Capital Inc.
% of Offering 3.73%
synd_list BAML,BARCS,BNPP,CITI,GS,HSBCL,JPM,MUFG,SMFGRP,WFC
   
Trade Date 02/28/17
Issuer Chevron Corporation (CVX 2.895% March 3, 2024)
Cusip/ISIN/Sedol 166764BT6
Bonds 107,000
Offering Price $100.00
Spread 0.17%
Cost $107,000
Dealer Executing Trade Barclays Capital Inc.
% of Offering 3.73%
synd_list BAML,BARCS,BNPP,CITI,GS,HSBCL,JPM,MUFG,SMFGRP,WFC
   
Trade Date 02/28/17
Issuer Discovery Communications (DISCA 3.80% March 13, 2024)
Cusip/ISIN/Sedol 25470DAM1
Bonds 230,000
Offering Price $99.81
Spread 0.63%
Cost $229,565
Dealer Executing Trade RBC Capital Markets LLC
% of Offering 2.31%
synd_list BAML,BARCS,BNPP,CITI,CS,GS,JPM,MIZUHO,MS,MUFG,RBCCM,SCOTIA,SUN,WFC
   
Trade Date 03/01/17
Issuer Air Lease Corporation (AL 3.625% april 1, 2027)
Cusip/ISIN/Sedol 00912XAV6
Bonds 115,000
Offering Price $98.241
Spread 0.65%
Cost $112,977
Dealer Executing Trade RBC Capital Markets LLC
% of Offering 2.53%
synd_list BAML,BMO,BNPP,CBA,CITI,FIFTHI,GS,ICBKC,JPM,LLOYDS,LOOPCM,MIZUHO,MUFG,RBCCM,SANT,SUN,WFC
   
Trade Date 03/01/17
Issuer The Walt Disney Company (DIS 2.45% March 4, 2022)
Cusip/ISIN/Sedol 25468PDQ6
Bonds 100,000
Offering Price $99.832
Spread 0.35%
Cost $99,832
Dealer Executing Trade Citigroup Global Markets Inc.
% of Offering 0.38%
synd_list BNPP,CITI,CLKING,JPM,MTBK,RAM,SG,SIEBRT,SMFGRP,STAN,SUN,USB
   
Trade Date 03/01/17
Issuer Telefonica Emisiones SAU (TELEFO 4.103% March 8, 2027)
Cusip/ISIN/Sedol 87938WAT0
Bonds 160,000
Offering Price $100.00
Spread 0.40%
Cost $160,000
Dealer Executing Trade Goldman Sachs & Co New York
% of Offering 2.75%
synd_list BBVA,BNPP,CITI,CS,GS,HSBCL,JPM,MIZUHO,SANT
   
Trade Date 03/01/17
Issuer Telefonica Emisiones SAU (TELEFO 5.213% March 8, 2047)
Cusip/ISIN/Sedol 87938WAU7
Bonds 150,000
Offering Price $100.00
Spread 0.83%
Cost $150,000
Dealer Executing Trade Citigroup Global Markets Inc.
% of Offering 2.54%
synd_list BBVA,BNPP,CITI,CS,GS,HSBCL,JPM,MIZUHO,SANT
   
Trade Date 03/02/17
Issuer Commscope Technologies LLC (COMM 5.00% March 15, 2027 144A)
Cusip/ISIN/Sedol 20338HAB9
Bonds 8,000
Offering Price $100.00
Spread 0.75%
Cost $8,000
Dealer Executing Trade BofA Merrill Lynch
% of Offering 2.85%
synd_list BAML,JPM,WFC
   
Trade Date 03/02/17
Issuer Connecticut Light and Power (ES 3.20% March 15, 2027)
Cusip/ISIN/Sedol 207597EJ0
Bonds 125,000
Offering Price $99.660
Spread 0.65%
Cost $124,575
Dealer Executing Trade BofA Merrill Lynch
% of Offering 1.60%
synd_list BARCS,GS,JPM,RAM,TDSECS,USB
   
Trade Date 03/02/17
Issuer Covanta Holding Corporation (CVA 5.875% July 1, 2025)
Cusip/ISIN/Sedol 22282EAG7
Bonds 3,000
Offering Price $100.00
Spread 1.50%
Cost $3,000
Dealer Executing Trade BofA Merrill Lynch
% of Offering 1.06%
synd_list BAML,BB&T,BBVA,CACIB,CITFIN,JPM,MUFG,SMFGRP,TDSECS
   
Trade Date 03/02/17
Issuer Goodyear Tire & Rubber Company (GT 4.875% March 15, 2027)
Cusip/ISIN/Sedol 382550BG5
Bonds 7,000
Offering Price $100.00
Spread 1.25%
Cost $7,000
Dealer Executing Trade Barclays Capital Inc.
% of Offering 2.71%
synd_list BAML,BARCS,BCOBRA,BNPP,CACIB,CAPFIN,CITI,DB,GS,HNTINV,HSBCL,JPM,MUFG,NATIX,REGFIN,UNICRD,WFC
   
Trade Date 03/02/17
Issuer Goodyear Tire & Rubber Company (GT 4.875% March 15, 2027)
Cusip/ISIN/Sedol 382550BG5
Bonds 1,000
Offering Price $100.00
Spread 1.25%
Cost $1,000
Dealer Executing Trade Suntrust Bank
% of Offering 2.71%
synd_list BAML,BARCS,BCOBRA,BNPP,CACIB,CAPFIN,CITI,DB,GS,HNTINV,HSBCL,JPM,MUFG,NATIX,REGFIN,UNICRD,WFC
   
Trade Date 03/02/17
Issuer Goodyear Tire & Rubber Company (GT 4.875% March 15, 2027)
Cusip/ISIN/Sedol 382550BG5
Bonds 1,000
Offering Price $100.00
Spread 1.25%
Cost $1,000
Dealer Executing Trade UBS Securities LLC
% of Offering 2.71%
synd_list BAML,BARCS,BCOBRA,BNPP,CACIB,CAPFIN,CITI,DB,GS,HNTINV,HSBCL,JPM,MUFG,NATIX,REGFIN,UNICRD,WFC
   
Trade Date 03/02/17
Issuer Ladder Capital Finance Holdings LLP and Laddar Capital Finance Corporation (LADCAP 5.25% March 15, 2022 144A)
Cusip/ISIN/Sedol 505742AF3
Bonds 11,000
Offering Price $100.00
Spread 1.25%
Cost $11,000
Dealer Executing Trade Deutsche Bank Securities
% of Offering 4.13%
synd_list BAML,BARCS,CITI,DB,JPM,USB,WFC
   
Trade Date 03/03/17
Issuer CyrusOne LP and CyrusOne Finance Corp. (CONE 5.00% March 15, 2024 144A)
Cusip/ISIN/Sedol 23283PAE4
Bonds 2,000
Offering Price $100.00
Spread 1.10%
Cost $2,000
Dealer Executing Trade BofA Merrill Lynch
% of Offering 1.30%
synd_list BAML,BARCS,DB,GS,JEFLLC,JPM,KEYBCM,MS,RBCCM,STIFEL,SUN,TDSECS
   
Trade Date 03/03/17
Issuer CyrusOne LP and CyrusOne Finance Corp. (CONE 5.375% March 15, 2027 144A)
Cusip/ISIN/Sedol 23283PAH7
Bonds 2,000
Offering Price $100.00
Spread 1.10%
Cost $2,000
Dealer Executing Trade BofA Merrill Lynch
% of Offering 1.24%
synd_list BAML,BARCS,DB,GS,JEFLLC,JPM,KEYBCM,MS,RBCCM,STIFEL,SUN,TDSECS
   
Trade Date 03/03/17
Issuer LPL Holdings Inc (LPLA 5.75% September 15, 2025 144A)
Cusip/ISIN/Sedol 50212YAB0
Bonds 12,000
Offering Price $100.00
Spread 0.75%
Cost $12,000
Dealer Executing Trade Morgan Stanley and Company LLC
% of Offering 6.18%
synd_list BAML,CITFIN,CITI,CS,GS,JPM,MS,SUN,WFC
   
Trade Date 03/06/17
Issuer Burlington Northern Santa Fe, LLC (BNSF 4.125% June 15, 2047)
Cusip/ISIN/Sedol 12189LBB6
Bonds 105,000
Offering Price $98.857
Spread 0.88%
Cost $103,800
Dealer Executing Trade Morgan Stanley and Company LLC
% of Offering 1.83%
synd_list ACADSE,CITI,GS,JPM,MS,PNCFIN,USB,WFC
   
Trade Date 03/06/17
Issuer Great Plains Energy Inc (GXP 4.85% April 1, 2047)
Cusip/ISIN/Sedol 391164AK6
Bonds 75,000
Offering Price $99.870
Spread 0.88%
Cost $74,903
Dealer Executing Trade Goldman Sachs & Co New York
% of Offering 0.69%
synd_list BARCS,BNPP,BNYM,GS,JPM,KEYBCM,MIZUHO,SUN,UMBFIN,USB
   
Trade Date 03/06/17
Issuer Olin Corporation (OLN 5.125% September 15, 2027)
Cusip/ISIN/Sedol 680665AJ5
Bonds 13,000
Offering Price $100.00
Spread 1.25%
Cost $13,000
Dealer Executing Trade BofA Merrill Lynch
% of Offering 5.08%
synd_list BAML,CITI,JPM,MUFG,PNCFIN,SCOTIA,SMFGRP,TDSECS,WFC
   
Trade Date 03/06/17
Issuer Swedbank AB (SWEDA 2.80% March 14, 2022 144A)
Cusip/ISIN/Sedol 87020PAH0
Bonds 200,000
Offering Price $99.958
Spread 0.28%
Cost $199,916
Dealer Executing Trade Citigroup Global Markets Inc.
% of Offering 1.47%
synd_list BAML,CITI,JPM,MS,WFC
   
Trade Date 03/07/17
Issuer Beazer Homes USA (BZH 6.75% March 15, 2025 144A)
Cusip/ISIN/Sedol 07556QBL8
Bonds 3,000
Offering Price $100.00
Spread 1.50%
Cost $3,000
Dealer Executing Trade Credit Suisse Securities (USA) LLC
% of Offering 2.81%
synd_list CS,DB,GS,JPM
   
Trade Date 03/07/17
Issuer Community Health Systems, Inc. (CYH 6.25% March 31, 2023)
Cusip/ISIN/Sedol 12543DAY6
Bonds 18,000
Offering Price $100.00
Spread 1.55%
Cost $18,000
Dealer Executing Trade Credit Suisse Securities (USA) LLC
% of Offering 2.18%
synd_list BAML,BBVA,CACIB,CITI,CS,DB,FIFTHI,GS,JPM,MS,RBCCM,REGFIN,SCOTIA,SUN,UBS,WFC
   
Trade Date 03/07/17
Issuer Crestwood Midstream Partners LP and Crestwood Midstream Finance Corp. (CMLP 5.75% April 1, 2025 144A)
Cusip/ISIN/Sedol 226373AM0
Bonds 13,000
Offering Price $100.00
Spread 1.50%
Cost $13,000
Dealer Executing Trade BofA Merrill Lynch
% of Offering 3.79%
synd_list BAML,CITI,JPM,SUN,WFC
   
Trade Date 03/07/17
Issuer Exelon Generation Co LLC (EXC 3.40% March 15, 2022)
Cusip/ISIN/Sedol 30161MAR4
Bonds 65,000
Offering Price $99.785
Spread 0.60%
Cost $64,860
Dealer Executing Trade Barclays Capital Inc.
% of Offering 7.18%
synd_list ACADSE,BARCS,HNTINV,JPM,MS
   
Trade Date 03/07/17
Issuer Hilton Worldwide Finance LLC (HLT 4.625% April 1, 2025 144A)
Cusip/ISIN/Sedol 432891AG4
Bonds 40,000
Offering Price $100.00
Spread 1.25%
Cost $40,000
Dealer Executing Trade Goldman Sachs & Co New York
% of Offering 3.66%
synd_list BAML,BARCS,DB,GS,JPM,MS,WFC
   
Trade Date 03/07/17
Issuer Hilton Worldwide Finance LLC (HLT 4.625% April 1, 2025 144A)
Cusip/ISIN/Sedol 432891AG4
Bonds 7,000
Offering Price $100.00
Spread 1.25%
Cost $7,000
Dealer Executing Trade Goldman Sachs & Co New York
% of Offering 3.66%
synd_list BAML,BARCS,DB,GS,JPM,MS,WFC
   
Trade Date 03/07/17
Issuer Hilton Worldwide Finance LLC (HLT 4.875% April 1, 2027 144A)
Cusip/ISIN/Sedol 432891AJ8
Bonds 20,000
Offering Price $100.00
Spread 1.25%
Cost $20,000
Dealer Executing Trade Goldman Sachs & Co New York
% of Offering 2.75%
synd_list BAML,BARCS,DB,GS,JPM,MS,WFC
   
Trade Date 03/07/17
Issuer Hilton Worldwide Finance LLC (HLT 4.875% April 1, 2027 144A)
Cusip/ISIN/Sedol 432891AJ8
Bonds 4,000
Offering Price $100.00
Spread 1.25%
Cost $4,000
Dealer Executing Trade Goldman Sachs & Co New York
% of Offering 2.75%
synd_list BAML,BARCS,DB,GS,JPM,MS,WFC
   
Trade Date 03/07/17
Issuer Siemens Financieringsmaatschappij N.V. (SIEGR 3.125% March 16, 2024 144A)
Cusip/ISIN/Sedol 82620KAS2
Bonds 250,000
Offering Price $99.894
Spread 0.32%
Cost $249,735
Dealer Executing Trade Deutsche Bank Securities
% of Offering 1.31%
synd_list BNPP,CITI,DB,HSBCL,JPM,NWM
   
Trade Date 03/07/17
Issuer Sonic Automotive Inc (SAH 6.125% Marc h15, 2027 144A)
Cusip/ISIN/Sedol 83545GAY8
Bonds 4,000
Offering Price $100.00
Spread 1.25%
Cost $4,000
Dealer Executing Trade BofA Merrill Lynch
% of Offering 3.52%
synd_list BAML,JPM,WFC
   
Trade Date 03/08/17
Issuer Cott Holdings Inc. (BCBCN 5.50% April 1,2025 144A)
Cusip/ISIN/Sedol 221644AA5
Bonds 14,000
Offering Price $100.00
Spread 1.25%
Cost $14,000
Dealer Executing Trade Deutsche Bank Securities
% of Offering 4.08%
synd_list BAML,DB,JPM,PNCFIN,WFC
   
Trade Date 03/08/17
Issuer The Western Union Company (WU  3.60% March 15, 2022)
Cusip/ISIN/Sedol 959802AU3
Bonds 180,000
Offering Price $99.859
Spread 0.60%
Cost $179,746
Dealer Executing Trade Barclays Capital Inc.
% of Offering 21.46%
synd_list BAML, BARC, CITI, BNY, CIBC, CS, FIFTH THIRD, JPM, SCOTIA CAP, US BANCORP
   
Trade Date 03/09/17
Issuer American Axle & Manufacturing Inc. (AXL 6.25% April 1, 2025 144A)
Cusip/ISIN/Sedol 02406PAP5
Bonds 25,000
Offering Price $100.00
Spread 1.50%
Cost $25,000
Dealer Executing Trade Barclays Capital Inc.
% of Offering 3.58%
synd_list BARCS,CITI,JPM,RBCCM
   
Trade Date 03/09/17
Issuer American Axle & Manufacturing Inc. (AXL 6.25% April 1, 2025 144A)
Cusip/ISIN/Sedol 02406PAP5
Bonds 6,000
Offering Price $100.00
Spread 1.50%
Cost $6,000
Dealer Executing Trade Barclays Capital Inc.
% of Offering 3.58%
synd_list BARCS,CITI,JPM,RBCCM
   
Trade Date 03/09/17
Issuer American Axle & Manufacturing Inc. (AXL 6.50% April 1, 2027 144A)
Cusip/ISIN/Sedol 02406PAS9
Bonds 25,000
Offering Price $100.00
Spread 1.50%
Cost $25,000
Dealer Executing Trade Barclays Capital Inc.
% of Offering 7.38%
synd_list BARCS,CITI,JPM,RBCCM
   
Trade Date 03/09/17
Issuer American Axle & Manufacturing Inc. (AXL 6.50% April 1, 2027 144A)
Cusip/ISIN/Sedol 02406PAS9
Bonds 14,000
Offering Price $100.00
Spread 1.50%
Cost $14,000
Dealer Executing Trade Barclays Capital Inc.
% of Offering 7.38%
synd_list BARCS,CITI,JPM,RBCCM
   
Trade Date 03/09/17
Issuer CCO Holdings LLC and CCO Holdings Capital Corp (CHTR 5.125% May 1, 2027 144A)
Cusip/ISIN/Sedol 1248EPBT9
Bonds 30,000
Offering Price $99.000
Spread 0.87%
Cost $29,700
Dealer Executing Trade Deutsche Bank Securities
% of Offering 1.76%
synd_list CITI, CS, DB, GS, ML, UBS, WELLS, CREDIT AG, JPM, LEBENTHAL, LIONTREE, MISCHLER, MIZUHO SEC, MS, MUFG SEC, RBC CAP, SAMUEL RAMIREZ, SCOTIA CAP,  SMBC NIKKO, SUNTRUST, TD, US BANCORP, WILLIAMS CAP
   
Trade Date 03/09/17
Issuer Valeant Pharmaceuticals Inc (VRXCN 6.50% March 15, 2022 144A)
Cusip/ISIN/Sedol 91911KAJ1
Bonds 30,000
Offering Price $100.00
Spread 1.13%
Cost $30,000
Dealer Executing Trade Barclays Capital Inc.
% of Offering 2.21%
synd_list BARCS,CITI,DB,DNBK,GS,JPM,MS,RBCCM
   
Trade Date 03/09/17
Issuer Valeant Pharmaceuticals Inc (VRXCN 6.50% March 15, 2022 144A)
Cusip/ISIN/Sedol 91911KAJ1
Bonds 7,000
Offering Price $100.00
Spread 1.13%
Cost $7,000
Dealer Executing Trade Barclays Capital Inc.
% of Offering 2.21%
synd_list BARCS,CITI,DB,DNBK,GS,JPM,MS,RBCCM
   
Trade Date 03/09/17
Issuer Valeant Pharmaceuticals Inc (VRXCN 7.00% March 15, 2024 144A)
Cusip/ISIN/Sedol 91911KAK8
Bonds 85,000
Offering Price $100.00
Spread 1.13%
Cost $85,000
Dealer Executing Trade Barclays Capital Inc.
% of Offering 3.83%
synd_list BARCS,CITI,DB,DNBK,GS,JPM,MS,RBCCM
   
Trade Date 03/09/17
Issuer Valeant Pharmaceuticals Inc (VRXCN 7.00% March 15, 2024 144A)
Cusip/ISIN/Sedol 91911KAK8
Bonds 16,000
Offering Price $100.00
Spread 1.13%
Cost $16,000
Dealer Executing Trade Barclays Capital Inc.
% of Offering 3.83%
synd_list BARCS,CITI,DB,DNBK,GS,JPM,MS,RBCCM
   
Trade Date 03/10/17
Issuer The New Home Company Inc. (NWHM 7.25% April 1, 2022 144A)
Cusip/ISIN/Sedol 645370AA5
Bonds 17,000
Offering Price $98.961
Spread 1.75%
Cost $16,823
Dealer Executing Trade Credit Suisse Securities (USA) LLC
% of Offering 8.83%
synd_list CITI,CS,JPM,USB
   
Trade Date 03/13/17
Issuer Penske Truck Leasing Co., L.P. and Penske Truck Leasing Finance Corporation (PENSKE 4.20% April 1, 2027 144A)
Cusip/ISIN/Sedol 709599AX2
Bonds 170,000
Offering Price $99.861
Spread 0.55%
Cost $169,764
Dealer Executing Trade BofA Merrill Lynch
% of Offering 2.28%
synd_list BAML,CITFIN,JPM,PNCFIN,WFC
   
Trade Date 03/13/17
Issuer Penske Truck Leasing Co., L.P. and Penske Truck Leasing Finance Corporation (PENSKE 4.20% April 1, 2027 144A)
Cusip/ISIN/Sedol 709599AX2
Bonds 160,000
Offering Price $99.861
Spread 0.55%
Cost $159,778
Dealer Executing Trade BofA Merrill Lynch
% of Offering 2.28%
synd_list BAML,CITFIN,JPM,PNCFIN,WFC
   
Trade Date 03/13/17
Issuer T-Mobile USA Inc (TMUS 5.125% April 15, 2025)
Cusip/ISIN/Sedol 87264AAS4
Bonds 13,000
Offering Price $100.00
Spread 0.16%
Cost $13,000
Dealer Executing Trade Deutsche Bank Securities
% of Offering 5.10%
synd_list BARCS,CITI,DB,JPM
   
Trade Date 03/13/17
Issuer T-Mobile USA Inc (TMUS 5.375% April 15, 2027)
Cusip/ISIN/Sedol 87264AAT2
Bonds 8,000
Offering Price $100.00
Spread 0.16%
Cost $8,000
Dealer Executing Trade Deutsche Bank Securities
% of Offering 3.41%
synd_list BARCS,CITI,DB,JPM
   
Trade Date 03/15/17
Issuer Eagle II Acquisition Company LLC (ERI 6.00% April 1, 2025 144A)
Cusip/ISIN/Sedol 27003BAA3
Bonds 4,000
Offering Price $100.00
Spread 1.75%
Cost $4,000
Dealer Executing Trade BofA Merrill Lynch
% of Offering 0.98%
synd_list CAPFIN,JPM,KEYBCM,MQB,SUN,USB
   
Trade Date 03/16/17
Issuer APT Pipelines Limited (APAAU 4.25% July 15, 2027 144A)
Cusip/ISIN/Sedol 00205GAD9
Bonds 61,000
Offering Price $99.305
Spread 0.45%
Cost $60,576
Dealer Executing Trade Morgan Stanley and Company LLC
% of Offering 1.44%
synd_list JPM,MS
   
Trade Date 03/16/17
Issuer Gartner Inc (IT 5.125% April 1, 2025 144A)
Cusip/ISIN/Sedol 366651AB3
Bonds 40,000
Offering Price $100.00
Spread 1.50%
Cost $40,000
Dealer Executing Trade Goldman Sachs & Co New York
% of Offering 4.43%
synd_list BAML,CITFIN,GS,JPM,PNCFIN,SUN,TDSECS,USB,WFC
   
Trade Date 03/16/17
Issuer Gartner Inc (IT 5.125% April 1, 2025 144A)
Cusip/ISIN/Sedol 366651AB3
Bonds 13,000
Offering Price $100.00
Spread 1.50%
Cost $13,000
Dealer Executing Trade Goldman Sachs & Co New York
% of Offering 4.43%
synd_list BAML,CITFIN,GS,JPM,PNCFIN,SUN,TDSECS,USB,WFC
   
Trade Date 03/17/17
Issuer Kraton Polymers LLC and Kraton Polymers Capital (KRA 7.00% April 15, 2025 144A)
Cusip/ISIN/Sedol 50077DAE4
Bonds 12,000
Offering Price $100.00
Spread 1.50%
Cost $12,000
Dealer Executing Trade Deutsche Bank Securities
% of Offering 4.37%
synd_list CS,DB,JPM,NOMURA
   
Trade Date 03/21/17
Issuer Blackrock Inc. (BLK 3.20% March 15, 2027)
Cusip/ISIN/Sedol 09247XAN1
Bonds 180,000
Offering Price $99.595
Spread 0.45%
Cost $179,271
Dealer Executing Trade BofA Merrill Lynch
% of Offering 0.36%
synd_list BAML,JPM,MS
   
Trade Date 03/21/17
Issuer Dana Financing Luxembourg S.a.r.l. (DAN 5.75% April 15, 2025 144A)
Cusip/ISIN/Sedol 235822AB9
Bonds 35,000
Offering Price $100.00
Spread 1.25%
Cost $35,000
Dealer Executing Trade Citigroup Global Markets Inc.
% of Offering 8.80%
synd_list BAML,BARCS,CITI,GS,JPM,RBCCM,UBS
   
Trade Date 03/21/17
Issuer Dana Financing Luxembourg S.a.r.l. (DAN 5.75% April 15, 2025 144A)
Cusip/ISIN/Sedol 235822AB9
Bonds 10,000
Offering Price $100.00
Spread 1.25%
Cost $10,000
Dealer Executing Trade Citigroup Global Markets Inc.
% of Offering 8.80%
synd_list BAML,BARCS,CITI,GS,JPM,RBCCM,UBS
   
Trade Date 03/21/17
Issuer Dana Financing Luxembourg S.a.r.l. (DAN 5.75% April 15, 2025 144A)
Cusip/ISIN/Sedol 235822AB9
Bonds 2,000
Offering Price $100.00
Spread 1.25%
Cost $2,000
Dealer Executing Trade UBS Securities LLC
% of Offering 8.80%
synd_list BAML,BARCS,CITI,GS,JPM,RBCCM,UBS
   
Trade Date 03/21/17
Issuer Drive Auto Receivables Trust 2017-B B (DRIVE 2017-B B 2.20% May 15, 2020 144A)
Cusip/ISIN/Sedol 26208DAD8
Bonds 33,000
Offering Price $99.9897
Spread 0.23%
Cost $32,997
Dealer Executing Trade RBC Capital Markets LLC
% of Offering 14.48%
synd_list RBC CAP, BNP PARIBAS, DB
   
Trade Date 03/21/17
Issuer ING Groep NV (INTNED 3.95% March 29, 2027)
Cusip/ISIN/Sedol 456837AH6
Bonds 200,000
Offering Price $99.869
Spread 0.38%
Cost $199,738
Dealer Executing Trade Goldman Sachs & Co New York
% of Offering 0.83%
synd_list BNPP,GS,HSBCL,ING,JPM
   
Trade Date 03/22/17
Issuer Hyundai Auto Receivables Trust 2017-A A3 (HART 2017-A A3 1.76% August 16, 2021)
Cusip/ISIN/Sedol 44931PAD8
Bonds 169,000
Offering Price $99.99191
Spread 0.25%
Cost $168,986
Dealer Executing Trade Societe Generale - New York
% of Offering 2.19%
synd_list BNP, MUFG, SEC, RBC CAP, SOC GEN
   
Trade Date 03/22/17
Issuer Kimco Realty Corporation (KIM 3.80% April 1, 2027)
Cusip/ISIN/Sedol 49446RAS8
Bonds 150,000
Offering Price $99.637
Spread 0.65%
Cost $149,456
Dealer Executing Trade Barclays Capital Inc.
% of Offering 9.26%
synd_list BARCS,BB&T,BNYM,CIBC,CITI,DB,JPM,MS,PNCFIN,REGFIN,SCOTIA,SUN,UBS,USB
   
Trade Date 03/22/17
Issuer Ventas Realty LP (VTR 3.85% April 1, 2027)
Cusip/ISIN/Sedol 92277GAL1
Bonds 100,000
Offering Price $99.196
Spread 0.65%
Cost $99,196
Dealer Executing Trade Wells Fargo Advisors LLC
% of Offering 8.03%
synd_list BAML,BARCS,BB&T,BNPP,CACIB,CAPFIN,CITI,FIFTHI,JEFLLC,JPM,MUFG,RBCCM,TDSECS,UBS,WFC,WILLCP
   
Trade Date 03/28/17
Issuer Rockwell Collins Inc. (COL 2.80% March 15, 2022)
Cusip/ISIN/Sedol 774341AH4
Bonds 150,000
Offering Price $99.933
Spread 0.60%
Cost $149,900
Dealer Executing Trade Wells Fargo Advisors LLC
% of Offering 3.04%
synd_list BNYM,CACIB,CITI,HSBCL,JPM,KEYBCM,MIZUHO,MUFG,RBS,SUN,USB,WFC
   
Trade Date 03/28/17
Issuer Rockwell Collins Inc. (COL 3.20% March 15, 2024)
Cusip/ISIN/Sedol 774341AJ0
Bonds 105,000
Offering Price $99.712
Spread 0.63%
Cost $104,698
Dealer Executing Trade Wells Fargo Advisors LLC
% of Offering 1.89%
synd_list BNYM,CACIB,CITI,HSBCL,JPM,KEYBCM,MIZUHO,MUFG,RBS,SUN,USB,WFC
   
Trade Date 03/28/17
Issuer Rockwell Collins Inc. (COL 3.50% March 15, 2027)
Cusip/ISIN/Sedol 774341AK7
Bonds 60,000
Offering Price $99.835
Spread 0.65%
Cost $59,901
Dealer Executing Trade Wells Fargo Advisors LLC
% of Offering 3.73%
synd_list BNYM,CACIB,CITI,HSBCL,JPM,KEYBCM,MIZUHO,MUFG,RBS,SUN,USB,WFC
   
Trade Date 03/28/17
Issuer Rockwell Collins Inc. (COL 4.35% April 15, 2047)
Cusip/ISIN/Sedol 774341AL5
Bonds 35,000
Offering Price $99.567
Spread 0.88%
Cost $34,848
Dealer Executing Trade Wells Fargo Advisors LLC
% of Offering 2.33%
synd_list BNYM,CACIB,CITI,HSBCL,JPM,KEYBCM,MIZUHO,MUFG,RBS,SUN,USB,WFC
   
Trade Date 03/29/17
Issuer Union Pacific Corp (UNP 4.00% April 15, 2047)
Cusip/ISIN/Sedol 907818EN4
Bonds 105,000
Offering Price $98.655
Spread 0.88%
Cost $103,588
Dealer Executing Trade Morgan Stanley and Company LLC
% of Offering 1.45%
synd_list BAML,BNYM,CITI,JPM,MIZUHO,MS,MUFG,PNCFIN,SUN,USB,WFC
   
Trade Date 03/29/17
Issuer Union Pacific Corp (UNP 3.00% April 15, 2027)
Cusip/ISIN/Sedol 907818EP9
Bonds 305,000
Offering Price $98.608
Spread 0.65%
Cost $300,754
Dealer Executing Trade Morgan Stanley and Company LLC
% of Offering 3.96%
synd_list BAML,BNYM,CITI,JPM,LOOPCM,MIZUHO,MS,MUFG,PNCFIN,SUN,USB,WFC
   
Trade Date 03/30/17
Issuer CCO Holdings LLC and CCO Holdings Capital Corp (CHTR 5.125% May 1, 2027 144A)
Cusip/ISIN/Sedol 1248EPBT9
Bonds 5,000
Offering Price $100.500
Spread 0.88%
Cost $5,025
Dealer Executing Trade Citigroup Global Markets Inc.
% of Offering 0.90%
synd_list CITI, CS, DB, GS, ML, UBS, WELLS, CREDIT AG, JPM, LEBENTHAL, LIONTREE, MISCHLER, MIZUHO SEC, MS, MUFG SEC, RBC CAP, SAMUEL RAMIREZ, SCOTIA CAP,  SMBC NIKKO, SUNTRUST, TD, US BANCORP, WILLIAMS CAP
   
Trade Date 03/30/17
Issuer Charter Communications Operating LLC and Charter Communications Operating Capital (CHTR 5.375% May 1, 2047 144A)
Cusip/ISIN/Sedol 161175BD5
Bonds 240,000
Offering Price $99.968
Spread 0.63%
Cost $239,923
Dealer Executing Trade Citigroup Global Markets Inc.
% of Offering 1.69%
synd_list BAML, CITI, CS, DB, GS, UBS, WELLS, CREDIT AG, JPM, LEBENTHAL, LIONTREE, MISCHLER, MIZUHO, MS, MUFG SEC, RAMIREZ, RBC CAP, SCOTIA, SMBC NIKKO, SUNTRUST, TD SEC, US BANCORP, WILLIAMS
   
Trade Date 03/31/17
Issuer Videotron Ltd (QBRCN 5.125% April 15, 2027 144A)
Cusip/ISIN/Sedol 92660FAK0
Bonds 40,000
Offering Price $100.00
Spread 0.96%
Cost $40,000
Dealer Executing Trade BofA Merrill Lynch
% of Offering 4.28%
synd_list CITI, ML, SCOTIA CAP, TD SEC, BMO CAP, CIBC, DSJARDINS SEC, HSBC, JPM, LAURENTIAN BANK, MIZUHO, MUFG SEC, NATIONAL BANK OF CANADA, RBC CAP,
   
Trade Date 03/31/17
Issuer Videotron Ltd (QBRCN 5.125% April 15, 2027 144A)
Cusip/ISIN/Sedol 92660FAK0
Bonds 3,000
Offering Price $100.00
Spread 0.96%
Cost $3,000
Dealer Executing Trade BofA Merrill Lynch
% of Offering 4.28%
synd_list CITI, ML, SCOTIA CAP, TD SEC, BMO CAP, CIBC, DSJARDINS SEC, HSBC, JPM, LAURENTIAN BANK, MIZUHO, MUFG SEC, NATIONAL BANK OF CANADA, RBC CAP,
   
Trade Date 04/03/17
Issuer GM Financial Consumer Automobile Receivables Trust 2017-1 A3 (GMCAR 2017-1 A3 1.78% October 18, 2021 144A)
Cusip/ISIN/Sedol 36254AAD6
Bonds 126,000
Offering Price $99.9853
Spread 0.25%
Cost $125,981
Dealer Executing Trade Deutsche Bank Securities
% of Offering 0.98%
synd_list BARC, DB, JPM, RBC CAP
   
Trade Date 04/05/17
Issuer Park-Ohio Industries Inc (PKOH 6.625% April 15, 2027 144A)
Cusip/ISIN/Sedol 700677AP2
Bonds 7,000
Offering Price $100.00
Spread 1.50%
Cost $7,000
Dealer Executing Trade Barclays Capital Inc.
% of Offering 2.72%
synd_list BARCS,JPM,KEYBCM
   
Trade Date 04/06/17
Issuer Autozone Inc (AZO 3.75% June 1, 2027)
Cusip/ISIN/Sedol 053332AV4
Bonds 103,000
Offering Price $99.995
Spread 0.65%
Cost $102,995
Dealer Executing Trade Wells Fargo Advisors LLC
% of Offering 1.46%
synd_list BB&T,BNPP,CAPFIN,CITI,DB,FIFTHI,JPM,KEYBCM,MIZUHO,MUFG,PNCFIN,REGFIN,TDSECS,USB,WFC
   
Trade Date 04/10/17
Issuer Cedar Fair, L.P. (FUN 5.375% April 15,2027 144A)
Cusip/ISIN/Sedol 150190AA4
Bonds 5,000
Offering Price $100.00
Spread 1.40%
Cost $5,000
Dealer Executing Trade UBS Securities LLC
% of Offering 2.18%
synd_list FIFTHI,JPM,KEYBCM,UBS,WFC
   
Trade Date 04/10/17
Issuer Cedar Fair, L.P. (FUN 5.375% April 15,2027 144A)
Cusip/ISIN/Sedol 150190AA4
Bonds 10,000
Offering Price $100.00
Spread 1.40%
Cost $10,000
Dealer Executing Trade Wells Fargo Advisors LLC
% of Offering 2.18%
synd_list FIFTHI,JPM,KEYBCM,UBS,WFC
   
Trade Date 04/10/17
Issuer Cenovus Energy Inc (CVECN 4.25% April 15, 2027 144A)
Cusip/ISIN/Sedol 15135UAL3
Bonds 60,000
Offering Price $99.983
Spread 0.65%
Cost $59,990
Dealer Executing Trade BofA Merrill Lynch
% of Offering 2.35%
synd_list BAML,BARCS,CS,JPM,MUFG,RBCCM
   
Trade Date 04/10/17
Issuer Cenovus Energy Inc (CVECN 4.25% April 15, 2027 144A)
Cusip/ISIN/Sedol 15135UAL3
Bonds 5,000
Offering Price $99.983
Spread 0.65%
Cost $4,999
Dealer Executing Trade BofA Merrill Lynch
% of Offering 2.35%
synd_list BAML,BARCS,CS,JPM,MUFG,RBCCM
   
Trade Date 04/10/17
Issuer Cenovus Energy Inc (CVECN 5.25% June 15, 2037 144A)
Cusip/ISIN/Sedol 15135UAN9
Bonds 45,000
Offering Price $99.909
Spread 0.88%
Cost $44,959
Dealer Executing Trade BofA Merrill Lynch
% of Offering 1.67%
synd_list BAML,BARCS,CS,JPM,MUFG,RBCCM
   
Trade Date 04/10/17
Issuer Cenovus Energy Inc (CVECN 5.40% June 15, 2047 144A)
Cusip/ISIN/Sedol 15135UAQ2
Bonds 50,000
Offering Price $99.893
Spread 0.88%
Cost $49,947
Dealer Executing Trade BofA Merrill Lynch
% of Offering 1.15%
synd_list BAML,BARCS,CS,JPM,MUFG,RBCCM
   
Trade Date 04/10/17
Issuer General Motors Financial Company (GM 3.95% April 13, 2024)
Cusip/ISIN/Sedol 37045XBW5
Bonds 235,000
Offering Price $99.830
Spread 0.40%
Cost $234,601
Dealer Executing Trade BofA Merrill Lynch
% of Offering 3.66%
synd_list BAML,BBVA,BCOBRA,BLYLCK,BMO,JPM,MIZUHO,RAM,SANT,SG,TDSECS,UNICRD
   
Trade Date 04/12/17
Issuer Daiwa Securities Group (DAIWA 3.129% April 19, 2022 144A)
Cusip/ISIN/Sedol 234064AB9
Bonds 160,000
Offering Price $100.00
Spread 0.35%
Cost $160,000
Dealer Executing Trade HSBC Securities (USA) Inc.
% of Offering 5.20%
synd_list DAIWA,HSBCL,JPM
   
Trade Date 04/12/17
Issuer Tennant Company (TNC 5.625% May 1, 2025 144A)
Cusip/ISIN/Sedol 880345AA1
Bonds 8,000
Offering Price $100.00
Spread 1.50%
Cost $8,000
Dealer Executing Trade Goldman Sachs & Co New York
% of Offering 2.91%
synd_list GS,JPM
   
Trade Date 04/18/17
Issuer National Rural Utilities Cooperative (NRUC 3.05% April 25, 2027)
Cusip/ISIN/Sedol 637432NN1
Bonds 46,000
Offering Price $99.795
Spread 0.65%
Cost $45,906
Dealer Executing Trade Mizuho Securities USA Inc.
% of Offering 2.80%
synd_list ICBKC,JPM,KEYBCM,MIZUHO,PNCFIN,SUN
   
Trade Date 04/19/17
Issuer Lennar Corporation (LEN 4.50% April 30, 2024)
Cusip/ISIN/Sedol 526057BZ6
Bonds 11,000
Offering Price $100.00
Spread 0.65%
Cost $11,000
Dealer Executing Trade Deutsche Bank Securities
% of Offering 2.66%
synd_list BAML,CITI,DB,FIFTHI,GS,JPM,MIZUHO,RBCCM,WFC
   
Trade Date 04/19/17
Issuer Lowe's Companies Inc. (LOW 3.10% May 3, 2027)
Cusip/ISIN/Sedol 548661DP9
Bonds 310,000
Offering Price $99.846
Spread 0.45%
Cost $309,523
Dealer Executing Trade BofA Merrill Lynch
% of Offering 1.52%
synd_list ANZ,BAML,BB&T,BBVA,BMO,DESJCM,JPM,MIZUHO,NBF,RBCCM,SUN,WILLCP
   
Trade Date 04/19/17
Issuer Lowe's Companies Inc. (LOW 4.05% May 3, 2047)
Cusip/ISIN/Sedol 548661DQ7
Bonds 110,000
Offering Price $99.364
Spread 0.88%
Cost $109,300
Dealer Executing Trade BofA Merrill Lynch
% of Offering 0.86%
synd_list ANZ,BAML,BB&T,BBVA,BMO,DESJCM,JPM,MIZUHO,NBF,RBCCM,SUN,WILLCP
   
Trade Date 04/20/17
Issuer Booz Allen Hamilton Inc (BAH 5.125% May 1, 2025 144A)
Cusip/ISIN/Sedol 099500AA8
Bonds 7,000
Offering Price $100.00
Spread 1.25%
Cost $7,000
Dealer Executing Trade BofA Merrill Lynch
% of Offering 2.65%
synd_list BAML,GS,JPM,SMFGRP,WFC
   
Trade Date 04/20/17
Issuer Nustar Logistics LP (NSUS 5.625% April 28, 2027)
Cusip/ISIN/Sedol 67059TAE5
Bonds 35,000
Offering Price $100.00
Spread 1.00%
Cost $35,000
Dealer Executing Trade Mizuho Securities USA Inc.
% of Offering 6.00%
synd_list BARCS,BBVA,BNPP,CITI,COMER,JPM,MIZUHO,MUFG,PNCFIN,SCOTIA,SMFGRP,SUN,USB
   
Trade Date 04/20/17
Issuer Nustar Logistics LP (NSUS 5.625% April 28, 2027)
Cusip/ISIN/Sedol 67059TAE5
Bonds 8,000
Offering Price $100.00
Spread 1.00%
Cost $8,000
Dealer Executing Trade Mizuho Securities USA Inc.
% of Offering 6.00%
synd_list BARCS,BBVA,BNPP,CITI,COMER,JPM,MIZUHO,MUFG,PNCFIN,SCOTIA,SMFGRP,SUN,USB
   
Trade Date 04/20/17
Issuer EW Scripps Company (SSP 5.125% May 15, 2025 144A)
Cusip/ISIN/Sedol 811054AG0
Bonds 15,000
Offering Price $100.00
Spread 1.50%
Cost $15,000
Dealer Executing Trade Wells Fargo Advisors LLC
% of Offering 3.81%
synd_list BAML,JPM,SUN,WFC
   
Trade Date 04/20/17
Issuer EW Scripps Company (SSP 5.125% May 15, 2025 144A)
Cusip/ISIN/Sedol 811054AG0
Bonds 4,000
Offering Price $100.00
Spread 1.50%
Cost $4,000
Dealer Executing Trade Wells Fargo Advisors LLC
% of Offering 3.81%
synd_list BAML,JPM,SUN,WFC
   
Trade Date 04/24/17
Issuer Uniti Group Inc. (UNIT 7.125% December 15, 2024 144A)
Cusip/ISIN/Sedol 91326LAA7
Bonds 10,000
Offering Price $100.50
Spread 1.50%
Cost $10,050
Dealer Executing Trade Citigroup Global Markets Inc.
% of Offering 5.49%
synd_list BAML,BARCS,CITI,CS,DB,GS,JPM,MS,RBCCM
   
Trade Date 04/26/17
Issuer Ascentium Equipment Receivables 2017-1 A3 (ACER 2017-1 A3 2.29% June 10, 2021 144A)
Cusip/ISIN/Sedol 04365JAC3
Bonds 73,000
Offering Price $99.9947
Spread 0.39%
Cost $72,996
Dealer Executing Trade BofA Merrill Lynch
% of Offering 8.64%
synd_list BAML, JPM, BMO CAP, CS
   
Trade Date 04/26/17
Issuer CSX Corporation (CSX 3.25% June 1, 2027)
Cusip/ISIN/Sedol 126408HH9
Bonds 135,000
Offering Price $99.878
Spread 0.65%
Cost $134,835
Dealer Executing Trade UBS Securities LLC
% of Offering 2.77%
synd_list CITI,CS,JPM,MIZUHO,MS,MUFG,PNCFIN,UBS,WILLCP
   
Trade Date 04/26/17
Issuer CSX Corporation (CSX 3.25% June 1, 2027)
Cusip/ISIN/Sedol 126408HH9
Bonds 120,000
Offering Price $99.878
Spread 0.65%
Cost $119,854
Dealer Executing Trade UBS Securities LLC
% of Offering 2.77%
synd_list CITI,CS,JPM,MIZUHO,MS,MUFG,PNCFIN,UBS,WILLCP
   
Trade Date 04/27/17
Issuer SunTrust Banks Inc (STI FRN December 29, 2099)
Cusip/ISIN/Sedol 867914BN
Bonds 160,000
Offering Price $100.00
Spread 1.00%
Cost $160,000
Dealer Executing Trade Goldman Sachs & Co New York
% of Offering 5.16%
synd_list CS, GS, MS, SUNTRUST, JPM, RBC CAP
   
Trade Date 05/01/17
Issuer United Technologies Corp (UTX 2.80% May 4, 2024)
Cusip/ISIN/Sedol 913017CN7
Bonds 140,000
Offering Price $99.792
Spread 0.40%
Cost $139,709
Dealer Executing Trade Citigroup Global Markets Inc.
% of Offering 1.96%
synd_list BAML,BARCS,BMO,BNPP,BNYM,CITI,COBA,DB,GS,HSBCL,ICBKC,JPM,LEBENT,LOOPCM,MIZUHO,MS,MUFG,RBCCM,SMFGRP,STAN,UNICRD,WFC
   
Trade Date 05/02/17
Issuer Constellation Brands Inc (STZ 2.70% May 9, 2022)
Cusip/ISIN/Sedol 21036PAR9
Bonds 70,000
Offering Price $99.782
Spread 0.60%
Cost $69,847
Dealer Executing Trade BofA Merrill Lynch
% of Offering 2.34%
synd_list BAML,BBVA,BNPP,GS,JPM,MUFG,PNCFIN,RABO,SMFGRP,SUN,WFC
   
Trade Date 05/02/17
Issuer The Sherwin -Williams Company (SHW 2.75% June 1, 2022)
Cusip/ISIN/Sedol 824348AU0
Bonds 90,000
Offering Price $99.938
Spread 0.60%
Cost $89,944
Dealer Executing Trade Citigroup Global Markets Inc.
% of Offering 2.19%
synd_list CITI,HSBCL,JPM,KEYBCM,MS,PNCFIN,RBCCM,SUN,USB,WFC
   
Trade Date 05/02/17
Issuer The Sherwin -Williams Company (SHW 3.45% June 1, 2027)
Cusip/ISIN/Sedol 824348AW6
Bonds 55,000
Offering Price $99.637
Spread 0.65%
Cost $54,800
Dealer Executing Trade Citigroup Global Markets Inc.
% of Offering 3.32%
synd_list CITI,HSBCL,JPM,KEYBCM,MS,PNCFIN,RBCCM,SUN,USB,WFC
   
Trade Date 05/02/17
Issuer The Sherwin -Williams Company (SHW 3.45% June 1, 2027)
Cusip/ISIN/Sedol 824348AW6
Bonds 51,000
Offering Price $99.637
Spread 0.65%
Cost $50,815
Dealer Executing Trade Citigroup Global Markets Inc.
% of Offering 3.32%
synd_list CITI,HSBCL,JPM,KEYBCM,MS,PNCFIN,RBCCM,SUN,USB,WFC
   
Trade Date 05/02/17
Issuer The Sherwin -Williams Company (SHW 4.50% June 1, 2047)
Cusip/ISIN/Sedol 824348AX4
Bonds 30,000
Offering Price $99.313
Spread 0.88%
Cost $29,794
Dealer Executing Trade Citigroup Global Markets Inc.
% of Offering 1.06%
synd_list CITI,HSBCL,JPM,KEYBCM,MS,PNCFIN,RBCCM,SUN,USB,WFC
   
Trade Date 05/03/17
Issuer Guardian Life Global Funding (GUARDN 2.50% May 8, 2022 144A)
Cusip/ISIN/Sedol 40139LAD5
Bonds 100,000
Offering Price $99.874
Spread 0.30%
Cost $99,874
Dealer Executing Trade Deutsche Bank Securities
% of Offering 5.79%
synd_list DB,GS,JPM
   
Trade Date 05/03/17
Issuer Northern Trust Corporation (NTRS FRN May 8, 2032)
Cusip/ISIN/Sedol 665859AS3
Bonds 140,000
Offering Price $100.00
Spread 0.45%
Cost $140,000
Dealer Executing Trade BofA Merrill Lynch
% of Offering 4.46%
synd_list ML, MS, BARC, CITI, GS, JPM, LOOP CAP, UBS, WELLS, WILLIAMS CAP
   
Trade Date 05/03/17
Issuer Teachers Insurance & Annuity Association of America (TIAAGL 4.27% May 15, 2047 144A)
Cusip/ISIN/Sedol 878091BF3
Bonds 200,000
Offering Price $99.680
Spread 0.88%
Cost $199,360
Dealer Executing Trade Citigroup Global Markets Inc.
% of Offering 1.35%
synd_list BAML,BARCS,CITI,CS,DB,DRXHAM,GS,HSBCL,JPM,MS,WILLCP
   
Trade Date 05/04/17
Issuer Apple Inc (AAPL 3.20% May 11, 2027)
Cusip/ISIN/Sedol 037833CR9
Bonds 175,000
Offering Price $100.00
Spread 0.20%
Cost $175,000
Dealer Executing Trade Goldman Sachs & Co New York
% of Offering 1.54%
synd_list BAML,BARCS,CITI,DB,GS,JPM,LOOPCM,MISCH,MS,MUFG,SIEBRT,WFC,WILLCP
   
Trade Date 05/04/17
Issuer Apple Inc (AAPL 2.85% May 11, 2024)
Cusip/ISIN/Sedol 037833CU2
Bonds 465,000
Offering Price $99.905
Spread 0.15%
Cost $464,558
Dealer Executing Trade Goldman Sachs & Co New York
% of Offering 0.93%
synd_list BAML,BARCS,CITI,DB,GS,JPM,LOOPCM,MISCH,MS,MUFG,SIEBRT,WFC,WILLCP
   
Trade Date 05/04/17
Issuer Eli Lilly and Company (LLY 3.10% May 15, 2027)
Cusip/ISIN/Sedol 532457BP2
Bonds 185,000
Offering Price $99.965
Spread 0.45%
Cost $184,935
Dealer Executing Trade BofA Merrill Lynch
% of Offering 1.55%
synd_list BAML,BARCS,BNPP,DRXHAM,JPM,MS,MUFG
   
Trade Date 05/08/17
Issuer Amgen Inc (AMGN 2.20% May 11, 2020)
Cusip/ISIN/Sedol 031162CM0
Bonds 230,000
Offering Price $99.945
Spread 0.25%
Cost $229,874
Dealer Executing Trade BofA Merrill Lynch
% of Offering 4.28%
synd_list BARC, GS, ML, MIZUHO, BNP, CITI, DB, JPM, MS, CS, HSBC, MFR, MUFG, RBC, SMBC NIKKO, UBS, WELLS
   
Trade Date 05/08/17
Issuer Intel Corp. (INTC 2.875% May 11, 2024)
Cusip/ISIN/Sedol 458140BD1
Bonds 113,000
Offering Price $99.975
Spread 0.15%
Cost $112,972
Dealer Executing Trade Morgan Stanley and Company LLC
% of Offering 1.48%
synd_list BRV,CITI,JPM,MS,RAM
   
Trade Date 05/09/17
Issuer AmeriCredit Automobile Receivables Trust 2017-2 A3 (AMCAR 2017-2 A3 1.98% December 20, 2021)
Cusip/ISIN/Sedol 03065GAD2
Bonds 72,000
Offering Price $99.98382
Spread 0.35%
Cost $71,988
Dealer Executing Trade RBC Capital Markets LLC
% of Offering 3.83%
synd_list BARC, DB, GOLDMAN, RBC, BNP[, CITI, JPM, WELLS
   
Trade Date 05/09/17
Issuer Entergy Arkansas Inc (ETR 3.50% April 1, 2026)
Cusip/ISIN/Sedol 29364DAU4
Bonds 100,000
Offering Price $102.208
Spread 0.65%
Cost $102,208
Dealer Executing Trade Wells Fargo Securities LLC
% of Offering 1.30%
synd_list BAML,BNYM,JPM,MISCH,STEPH,WFC,WILLCP
   
Trade Date 05/10/17
Issuer CDK Global, Inc. (CDK 4.875% June 1, 2027 144A)
Cusip/ISIN/Sedol 12508EAE1
Bonds 20,000
Offering Price $100.00
Spread 1.25%
Cost $20,000
Dealer Executing Trade BofA Merrill Lynch
% of Offering 1.46%
synd_list BAML,JPM,MS,MUFG,USB,WFC
   
Trade Date 05/15/17
Issuer BPCE SA (BPCEGO 3.00% May 22, 2022 144A)
Cusip/ISIN/Sedol 05583JAA0
Bonds 250,000
Offering Price $99.380
Spread 0.35%
Cost $248,450
Dealer Executing Trade Morgan Stanley and Company LLC
% of Offering 1.80%
synd_list GS,JPM,MS,NATIX,WFC
   
Trade Date 05/15/17
Issuer Cheniere Corpus Christi Holdings, LLC (CHCOCH 5.125% June 30, 2027 144A)
Cusip/ISIN/Sedol 16412XAE5
Bonds 50,000
Offering Price $100.00
Spread 0.84%
Cost $50,000
Dealer Executing Trade RBC Capital Markets LLC
% of Offering 1.46%
synd_list ABN,BAML,BBVA,BNPP,CACIB,CBA,CIT,CS,GS,HSBCL,ING,JPM,LLOYDS,LOOPCM,MIZUHO,MS,MUFG,RBCCM,RJA,SCOTIA,SG,SMFGRP,STAN
   
Trade Date 05/15/17
Issuer World Financial Network Credit Card Master Note Trust 2017-A A (WFNMT 2017-A A 2.12% March 15, 2024)
Cusip/ISIN/Sedol 981464FZ8
Bonds 224,000
Offering Price $99.98945
Spread 0.35%
Cost $223,976
Dealer Executing Trade RBC Capital Markets LLC
% of Offering 5.00%
synd_list BAML, CIBC, RBC, BNP, FIFTH THIRD, JPM, SCOTIABANK, WELLS
   
Trade Date 05/16/17
Issuer EPR Properties (EPR 4.50% June 1, 2027)
Cusip/ISIN/Sedol 26884UAD1
Bonds 95,000
Offering Price $99.393
Spread 0.65%
Cost $94,423
Dealer Executing Trade BofA Merrill Lynch
% of Offering 10.03%
synd_list BAML,BNPP,BOKF,JPM,KEYBCM,RBCCM,UMBFIN,USB
   
Trade Date 05/16/17
Issuer EPR Properties (EPR 4.50% June 1, 2027)
Cusip/ISIN/Sedol 26884UAD1
Bonds 62,000
Offering Price $99.393
Spread 0.65%
Cost $61,624
Dealer Executing Trade BofA Merrill Lynch
% of Offering 10.03%
synd_list BAML,BNPP,BOKF,JPM,KEYBCM,RBCCM,UMBFIN,USB
   
Trade Date 05/17/17
Issuer Martin Marietta Materials Inc. (MLM 3.45% June 1, 2027)
Cusip/ISIN/Sedol 573284AQ9
Bonds 75,000
Offering Price $99.798
Spread 0.65%
Cost $74,849
Dealer Executing Trade Deutsche Bank Securities
% of Offering 6.30%
synd_list BB&T,COMER,DB,JPM,MUFG,SUN,WFC
   
Trade Date 05/17/17
Issuer Martin Marietta Materials Inc. (MLM 3.45% June 1, 2027)
Cusip/ISIN/Sedol 573284AQ9
Bonds 78,000
Offering Price $99.798
Spread 0.65%
Cost $77,842
Dealer Executing Trade Deutsche Bank Securities
% of Offering 6.30%
synd_list BB&T,COMER,DB,JPM,MUFG,SUN,WFC
   
Trade Date 05/17/17
Issuer Rochester Gas & Electric Corporation (AGR 3.10% June 1, 2027 144A)
Cusip/ISIN/Sedol 771367CD9
Bonds 117,000
Offering Price $99.803
Spread 0.65%
Cost $116,770
Dealer Executing Trade Morgan Stanley and Company LLC
% of Offering 2.03%
synd_list CACIB,JPM,MS,SANT,TDSECS
   
Trade Date 05/19/17
Issuer Qualcomm Inc (QCOM 2.90% May 20, 2024)
Cusip/ISIN/Sedol 747525AT0
Bonds 385,000
Offering Price $99.712
Spread 0.30%
Cost $383,891
Dealer Executing Trade Goldman Sachs & Co New York
% of Offering 1.58%
synd_list ACADSE,BAML,BARCS,BNPP,CITI,DB,GS,JPM,LEBENT,LLOYDS,LOOPCM,MIZUHO,MUFG,SMFGRP,USB,WFC
   
Trade Date 05/19/17
Issuer Qualcomm Inc (QCOM 3.25% May 20, 2027)
Cusip/ISIN/Sedol 747525AU7
Bonds 55,000
Offering Price $99.738
Spread 0.40%
Cost $54,856
Dealer Executing Trade Goldman Sachs & Co New York
% of Offering 2.83%
synd_list ACADSE,BAML,BARCS,BNPP,CITI,DB,GS,JPM,LEBENT,LLOYDS,LOOPCM,MIZUHO,MUFG,SMFGRP,USB,WFC
   
Trade Date 05/19/17
Issuer Qualcomm Inc (QCOM 3.25% May 20, 2027)
Cusip/ISIN/Sedol 747525AU7
Bonds 94,000
Offering Price $99.738
Spread 0.40%
Cost $93,754
Dealer Executing Trade Goldman Sachs & Co New York
% of Offering 2.83%
synd_list ACADSE,BAML,BARCS,BNPP,CITI,DB,GS,JPM,LEBENT,LLOYDS,LOOPCM,MIZUHO,MUFG,SMFGRP,USB,WFC
   
Trade Date 05/22/17
Issuer Becton, Dickinson and Company (BDX 3.363% June 6, 2024)
Cusip/ISIN/Sedol 075887BV0
Bonds 133,000
Offering Price $100.00
Spread 0.63%
Cost $133,000
Dealer Executing Trade Citigroup Global Markets Inc.
% of Offering 0.49%
synd_list BARCS,BNPP,BNYM,CITI,ING,JPM,LOOPCM,MS,MUFG,SCOTIA,STAN,USB,WFC,WILLCP
   
Trade Date 05/22/17
Issuer Chesapeake Energy Corporation (CHK 8.00% June 15, 2027 144A)
Cusip/ISIN/Sedol 165167CV7
Bonds 40,000
Offering Price $100.00
Spread 1.00%
Cost $40,000
Dealer Executing Trade Citigroup Global Markets Inc.
% of Offering 4.89%
synd_list CACIB,CITI,JPM
   
Trade Date 05/22/17
Issuer Enel Finance International NV (ENELIM 3.625% May 25, 2027 144A)
Cusip/ISIN/Sedol 29278GAA6
Bonds 200,000
Offering Price $98.990
Spread 0.45%
Cost $197,980
Dealer Executing Trade SG Americas Securities LLC
% of Offering 1.32%
synd_list BAML,BARCS,BNPP,CITI,CS,GS,HSBCL,JPM,MS,SG
   
Trade Date 05/23/17
Issuer Tyson Foods Inc (TSN 3.55% June 2, 2027)
Cusip/ISIN/Sedol 902494BC6
Bonds 140,000
Offering Price $99.833
Spread 0.65%
Cost $139,766
Dealer Executing Trade Morgan Stanley and Company LLC
% of Offering 0.99%
synd_list BAML,BARCS,CACIB,GS,JPM,MIZUHO,MS,MUFG,RBCCM,USB,WFC
   
Trade Date 05/23/17
Issuer Tyson Foods Inc (TSN 4.55% June 2, 2047)
Cusip/ISIN/Sedol 902494BD4
Bonds 55,000
Offering Price $99.416
Spread 0.88%
Cost $54,679
Dealer Executing Trade Morgan Stanley and Company LLC
% of Offering 1.22%
synd_list BAML,BARCS,CACIB,GS,JPM,MIZUHO,MS,MUFG,RBCCM,USB,WFC
   
Trade Date 05/24/17
Issuer Santander Drive Auto Receivables Trust 2017-2 A3 (SDART 2017-2 A3 1.87% December 15, 2020)
Cusip/ISIN/Sedol 80285LAC5
Bonds 200,000
Offering Price $99.98740
Spread 0.20%
Cost $199,975
Dealer Executing Trade Societe Generale
% of Offering 7.64%
synd_list JPM, SANTANDER, SOCGEN, DB, CITI, RBC
   
Trade Date 06/01/17
Issuer Arrow Eletronics Inc (ARW 3.875% January 12, 2028)
Cusip/ISIN/Sedol 042735BF6
Bonds 95,000
Offering Price $99.575
Spread 0.65%
Cost $94,596
Dealer Executing Trade Goldman Sachs and Company New York
% of Offering 4.84%
synd_list BNYM,CACIB,CITI,HSBCL,JPM,KEYBCM,MIZUHO,MUFG,RBS,SUN,USB,WFC
   
Trade Date 06/05/17
Issuer Dr Pepper Snapple Group (DPS 3.43% June15, 2027 144A)
Cusip/ISIN/Sedol 26138EAZ2
Bonds 38,000
Offering Price $101.388
Spread 0.45%
Cost $38,527
Dealer Executing Trade Goldman Sachs and Company New York
% of Offering 7.68%
synd_list BARCS,BNPP,CITI,HSBCL,JPM,UNICRD
   
Trade Date 06/05/17
Issuer Dr Pepper Snapple Group (DPS 4.50% November 15, 2045 144A)
Cusip/ISIN/Sedol 26138EBA6
Bonds 29,000
Offering Price $104.969
Spread 0.88%
Cost $30,441
Dealer Executing Trade Goldman Sachs and Company New York
% of Offering 3.08%
synd_list CITI,CS,HSBCL,ING,JPM,RBI,REGION,SG,UNICRD
   
Trade Date 06/12/17
Issuer Bank of Montreal (BMO 2.10% June 15, 2020)
Cusip/ISIN/Sedol 06367TYL8
Bonds 395,000
Offering Price $99.991
Spread 0.25%
Cost $394,964
Dealer Executing Trade BMO Capital Markets Corp.
% of Offering 3.93%
synd_list BOA, BMO CAP, GS, MS, WELLS, BARC, CITI, HSBC, JPM, UBS
   
Trade Date 06/12/17
Issuer Masco Corporation (MAS 4.50% May 15, 2047)
Cusip/ISIN/Sedol 574599BM7
Bonds 25,000
Offering Price $99.645
Spread 0.88%
Cost $24,911
Dealer Executing Trade RBC Capital Markets LLC
% of Offering 3.71%
synd_list JPM, CITI, DB, RBC CAP, SUNTRUST
   
Trade Date 06/12/17
Issuer Masco Corporation (MAS 3.50% November 15, 2027)
Cusip/ISIN/Sedol 574599BN5
Bonds 40,000
Offering Price $99.907
Spread 0.65%
Cost $39,963
Dealer Executing Trade RBC Capital Markets LLC
% of Offering 2.64%
synd_list BAML,GUGGEN,JPM
   
Trade Date 06/12/17
Issuer Public Service of Colorado (XEL 3.80% June 15, 2047)
Cusip/ISIN/Sedol 744448CN9
Bonds 65,000
Offering Price $99.592
Spread 0.88%
Cost $64,735
Dealer Executing Trade BNP Paribas Securities Corp
% of Offering 0.75%
synd_list BAML,CITI,JPM
   
Trade Date 06/15/17
Issuer Brighthouse Financial Inc (BHF 4.70% June 22, 2047 144A)
Cusip/ISIN/Sedol 10922NAD5
Bonds 45,000
Offering Price $99.316
Spread 0.88%
Cost $44,692
Dealer Executing Trade Wells Fargo Advisors LLC
% of Offering 1.17%
synd_list BNPP,CS,GS,JPM,SG
   
Trade Date 06/19/17
Issuer John Deere Capital Corporation (DE 1.95% June 22, 2020)
Cusip/ISIN/Sedol 24422ETS8
Bonds 80,000
Offering Price $99.939
Spread 0.15%
Cost $79,951
Dealer Executing Trade Deutsche Bank Securities
% of Offering 4.12%
synd_list BARC, BOA, DB, GS, HSBC, JPM, MUFG, RBC CAP
   
Trade Date 06/19/17
Issuer FirstEnergy Corp Series B (FE 3.90% July 15, 2027)
Cusip/ISIN/Sedol 337932AH0
Bonds 65,000
Offering Price $99.667
Spread 0.65%
Cost $64,784
Dealer Executing Trade Morgan Stanley and Company LLC
% of Offering 1.50%
synd_list JPM, BARC, BOA, MS, CITI, GS, MIZUHO, PNC CAP, SCOTIA, KEY, US BANC
   
Trade Date 06/19/17
Issuer FirstEnergy Corp Series B (FE 4.85% July 15, 2047)
Cusip/ISIN/Sedol 337932AJ6
Bonds 30,000
Offering Price $99.369
Spread 0.88%
Cost $29,811
Dealer Executing Trade Morgan Stanley and Company LLC
% of Offering 1.64%
synd_list ICBKC,JPM,KEYBCM,MIZUHO,PNCFIN,SUN
   
Trade Date 06/19/17
Issuer Sysco Corporation (SYY 3.25% July 15, 2027)
Cusip/ISIN/Sedol 871829BF3
Bonds 95,000
Offering Price $99.463
Spread 0.45%
Cost $94,490
Dealer Executing Trade Goldman Sachs and Company New York
% of Offering 2.12%
synd_list GS,JPM, WELLS, BOA, DB, HSBC, US BANC
   
Trade Date 06/21/17
Issuer Owens Corning (OC 4.30% July 15, 2047)
Cusip/ISIN/Sedol 690742AG6
Bonds 100,000
Offering Price $99.064
Spread 0.88%
Cost $99,064
Dealer Executing Trade BofA Merrill Lynch
% of Offering 5.34%
synd_list BAML,BB&T,DNBK,JPM,PNCFIN,STEPH,UMBFIN
   
Trade Date 06/21/17
Issuer Reckitt Benckiser Treasury Services Plc (RBLN 2.375% June 24, 2022 144A)
Cusip/ISIN/Sedol 75625QAC3
Bonds 235,000
Offering Price $99.906
Spread 0.20%
Cost $234,779
Dealer Executing Trade BofA Merrill Lynch
% of Offering 2.96%
synd_list JPM, BOA, DB, HSBC, CITI
   
Trade Date 06/21/17
Issuer Wesptac Banking Corporation (WSTP 2.50% June 28, 2022)
Cusip/ISIN/Sedol 961214DQ3
Bonds 130,000
Offering Price $99.837
Spread 0.25%
Cost $129,788
Dealer Executing Trade BofA Merrill Lynch
% of Offering 2.57%
synd_list JPM, BOA, WELLS
   
Trade Date 06/26/17
Issuer Voya Financial Inc (VOYA 3.125% July 15, 2024)
Cusip/ISIN/Sedol 929089AD2
Bonds 155,000
Offering Price $99.699
Spread 0.65%
Cost $154,533
Dealer Executing Trade Citigroup Global Markets Inc.
% of Offering 4.38%
synd_list BNP PARIBAS, CITI, COMMERZ, SCOTIA CAP, WELLS, BNY, BOA, BARC
   
Trade Date 06/27/17
Issuer Charter Communications Operating LLC and Charter Communications Operating Capital (CHTR 3.75% February 15, 2028 144A)
Cusip/ISIN/Sedol 161175BE3
Bonds 145,000
Offering Price $99.166
Spread 1.00%
Cost $143,791
Dealer Executing Trade BofA Merrill Lynch
% of Offering 2.04%
synd_list BOA, CITI, CS, DB, GS, UBS, WELLS, MIZUHO, RBC CAP
   
Trade Date 06/27/17
Issuer Enbridge Inc (ENBCN 2.90% July 15, 2022)
Cusip/ISIN/Sedol 29250NAQ8
Bonds 65,000
Offering Price $99.916
Spread 0.60%
Cost $64,945
Dealer Executing Trade Citigroup Global Markets Inc.
% of Offering 1.85%
synd_list ANZ,BAML,BOC,CCB,CITI,CS,DB,GS,HSBCL,ICBKC,JPM,MIZUHO,MS,UBS
   
Trade Date 06/27/17
Issuer Enbridge Inc (ENBCN 3.70% July 15, 2027)
Cusip/ISIN/Sedol 29250NAR6
Bonds 65,000
Offering Price $99.974
Spread 0.65%
Cost $64,983
Dealer Executing Trade Citigroup Global Markets Inc.
% of Offering 1.70%
synd_list ANZ,BAML,BOC,CCB,CITI,CS,DB,GS,HSBCL,ICBKC,JPM,MIZUHO,MS,UBS