Retirement Advantage Maturity Fund

Comprehensively managed portfolios diversified to align with your retirement horizon

Objective

Retirement Advantage Maturity Fund seeks to maximize returns while maintaining a level of risk appropriate for a person in retirement.

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 $14.08
0.00% | $0.00
$14.12
11/06/17
$12.77
11/18/16
Historical fund price

Fund facts as of 10/31/17

Total net assets
$318.22M
Turnover (fiscal year end)
59%
Dividend frequency
Annually
Number of holdings
1
Fiscal year-end
September
CUSIP / Fund code
746751809 / 2010
Inception date
01/03/08
Class I  
Category
Target Date
Open to new investors
Ticker
--

Management team


Co-Head of Global Asset Allocation

Co-Head of Global Asset Allocation

Chief Investment Officer, Global Asset Allocation

Co-Head of Global Asset Allocation



Performance

  • Total return (%) as of 09/30/17

  • Annual performance as of 09/30/17

Annualized performance 1 yr. 3 yrs. 5 yrs. Life (inception: 01/03/08 )
At net asset value 8.27% 5.44% 6.70% 5.26%
Custom Retirement Advantage Maturity Index 4.51% 4.78% 5.09% --

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

Performance snapshot

  At net asset value  
1 mt. as of 10/31/17 0.57 %
YTD as of 11/17/17 7.81 %

Risk-adjusted performance as of 10/31/17

Alpha (3 yrs.) -1.16
Sharpe ratio (3 yrs.) 1.04
Treynor ratio (3 yrs.) 3.40
Information ratio (3 yrs.) 0.27

Volatility as of 10/31/17

Standard deviation (3 yrs.) 4.65%
Beta 1.43
R-squared 0.81

Capture ratio as of 10/31/17

Up-market (3 yrs.) 130.86
Down-market (3 yrs.) 168.42

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

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

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


Holdings

Top holdings as of 10/31/17

Putnam Retirement Advantage GAA Income Strategies Trust 100.05%

Full portfolio holdings as of 09/30/17

FNMA FN30 TBA 03.5000 11/01/2047 2.13%
US TREASURY N/B 01.1250 03/31/2020 1.33%
FNMA FN30 TBA 03.0000 11/01/2047 1.24%
US TREASURY N/B 02.7500 08/15/2042 1.16%
FNMA FN30 TBA 04.5000 11/01/2047 1.11%
FNMA FN15 TBA 03.0000 10/01/2032 1.06%
US TREASURY N/B 01.6250 02/15/2026 1.03%
GNMA GII30 TBA 03.0000 10/01/2047 0.84%
APPLE INC 0.76%
US TREASURY N/B 04.5000 02/15/2036 0.75%
ALPHABET INC-CL A 0.73%
MICROSOFT CORP 0.73%
US TREASURY N/B 03.0000 02/15/2047 0.64%
US TREASURY N/B 02.0000 02/15/2022 0.61%
JPMORGAN CHASE & CO 0.53%
JOHNSON & JOHNSON 0.49%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.48%
CGCMT 2014-GC19 X IO 01.3709 03/10/2047 0.47%
CITIGROUP INC 0.47%
US TREASURY N/B 02.7500 02/15/2024 0.47%
FNMA FN30 TBA 04.0000 11/01/2047 0.44%
GNMA GII30 TBA 04.0000 10/01/2047 0.44%
GNMA GII30 TBA 03.5000 10/01/2047 0.43%
MICROCHIP TEC P/P 144A CV 01.6250 02/15/2027 0.42%
US TREASURY N/B 01.0000 08/31/2019 0.41%
US TREASURY N/B 01.1250 12/31/2019 0.41%
UNITEDHEALTH GROUP INC 0.40%
VERIZON COMMUNICATIONS INC 0.40%
JPMBB 2014-C22 XA IO 01.0800 09/15/2047 0.39%
GILEAD SCIENCES INC 0.38%
GNMA GII30 AT7632 04.0000 08/20/2046 0.36%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.36%
US TREASURY N/B 02.0000 02/15/2025 0.35%
WFRBS 2013-C14 XA IO 00.9385 06/15/2046 0.33%
CAS 2015-C04 2M2 06.7872 04/25/2028 0.32%
SPDR S&P 500 ETF TRUST 0.32%
CAS 2014-C02 1M2 03.8372 05/25/2024 0.31%
CAS 2016-C03 2M2 07.1372 10/25/2028 0.31%
CELGENE CORP 0.31%
GENERAL ELECTRIC CO 05.0000 12/29/2049 0.31%
GOLDMAN SACHS GROUP INC 0.31%
APPLIED MATERIALS INC 0.30%
MCDONALD'S CORP 0.30%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.28%
MICRON TECH CV 01.6250 02/15/2033 0.28%
LOWES COMPANIES INC 0.27%
DISH NETWORK CV 03.3750 08/15/2026 0.26%
PEPSICO INC 0.26%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.26%
STACR 2014-HQ3 M3 05.9872 10/25/2024 0.25%
CAS 2015-C01 1M2 05.5372 02/25/2025 0.24%
CAS 2015-C02 1M2 05.2372 05/25/2025 0.24%
CAS 2015-C04 1M2 06.9372 04/25/2028 0.24%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.24%
SIMON PROPERTY GROUP INC 0.24%
TEXAS INSTRUMENTS INC 0.24%
CDX CDX.NA.HY.29 500.0 12/20/2022 0.23%
EXXON MOBIL CORP 0.23%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.23%
UNION PACIFIC CORP 0.23%
GSMS 2015-GC30 XA IO 01.0237 05/10/2050 0.22%
EQUITY RESIDENTIAL TR REIT 0.21%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.21%
WALT DISNEY CO/THE 0.21%
WFRBS 2014-C25 XA IO 01.0723 11/15/2047 0.21%
FNMA FN30 TBA 02.5000 10/01/2047 0.20%
MSBAM 2013-C13 XA IO 01.2673 11/15/2046 0.20%
PETROLEOS MEXICANOS REGS 06.5000 03/13/2027 0.20%
TJX COMPANIES INC 0.20%
WFRBS 2014-C22 XA IO 01.0658 09/15/2057 0.20%
BF0132 04.0000 07/01/2056 0.19%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.19%
MERCK & CO. INC. 0.19%
VALERO ENERGY CORP 0.19%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.19%
FNMA FN30 BE9027 04.0000 04/01/2047 0.18%
GSMS 2014-GC18 XA IO 01.2867 01/10/2047 0.18%
HARTFORD FINL SVCS GRP 06.6250 03/30/2040 0.18%
MSBAM 2013-C7 XA IO 01.6191 02/15/2046 0.18%
PROLOGIS INC 0.18%
PUBLIC STORAGE 0.18%
CWL 2005-8 M4 02.1672 12/25/2035 0.17%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.17%
L3 TECHNOLOGIES INC 0.17%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.17%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.17%
ARMT 2005-9 5A1 01.7772 11/25/2035 0.16%
BPCE SA P/P 144A 04.5000 03/15/2025 0.16%
COMCAST CORP 03.1500 03/01/2026 0.16%
COMM 2014-CR19 XA IO 01.3908 08/10/2047 0.16%
ELI LILLY & CO 0.16%
FACEBOOK INC-A 0.16%
KINDER MORGAN INC/DELAWA 04.3000 06/01/2025 0.16%
MCKESSON CORP 0.16%
NORTHROP GRUMMAN CORP 0.16%
RAYTHEON COMPANY 0.16%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.16%
TESLA INC CV 01.2500 03/01/2021 0.16%
WEC ENERGY GROUP INC 03.4275 05/15/2067 0.16%
ALLERGAN PLC 05.5000 CV PFD 0.15%
AMERICAN TOWER CORP 05.5000 CV PFD 0.15%
CITIGROUP INC 05.9500 12/29/2049 0.15%
COMM 2013-CR13 AM 04.4490 11/12/2046 0.15%
COMM 2013-LC13 XA IO 01.4871 08/10/2046 0.15%
COMM 2014-LC15 XA IO 01.4985 04/10/2047 0.15%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.15%
ENTERGY CORP 0.15%
HP INC 0.15%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.15%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.15%
RALPH LAUREN CORP 0.15%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.15%
TYSON FOODS INC-CL A 0.15%
UBSBB 2012-C2 XA IO P/P 144A 01.5336 05/10/2063 0.15%
WALGREENS BOOTS ALLIANCE INC 0.15%
WELLTOWER INC 0.15%
AVALONBAY COMMUNITIES INC 0.14%
BANK OF AMERICA CORP 07.2500 CV PFD 0.14%
CWL 2004-5 2A 01.7372 10/25/2034 0.14%
DELTA AIR LINES INC 0.14%
ENERGY TRANSFER LP 04.2000 04/15/2027 0.14%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.14%
KIMBERLY-CLARK CORP 0.14%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.14%
NOVELLUS SYS CV 02.6250 05/15/2041 0.14%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.14%
RUSSIAN FEDERATION P/P 144A 05.6250 04/04/2042 0.14%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.14%
WAL-MART STORES INC 0.14%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.14%
BECTON DICKINSON AND CO 06.1250 CV PFD 0.13%
CUMMINS INC 0.13%
CVS HEALTH CORP 02.8750 06/01/2026 0.13%
DBUBS 2011-LC3A D P/P 144A 05.3454 08/10/2044 0.13%
EPR PROPERTIES 05.7500 CUM CV PFD 0.13%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.13%
MICRON TECHNO CV 03.0000 11/15/2043 0.13%
NEXTERA ENERGY INC 06.1230 CV PFD 0.13%
ORACLE CORP 02.6500 07/15/2026 0.13%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.13%
PRUDENTIAL FINANCIAL INC 0.13%
RLJ LODGING TRUST 01.9500 CUM CV PFD 0.13%
SQUARE INC - A 0.13%
T-MOBILE US INC 05.5000 CV PFD 0.13%
WELLS FARGO & COMPANY 07.5000 CV PFD 0.13%
WILLIAMS COS INC 0.13%
AT&T INC 04.2500 03/01/2027 0.12%
BOSTON PROPERTIES INC 0.12%
CHESAPEAKE EN P/P 144A CV 05.5000 09/15/2026 0.12%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.12%
DUKE REALTY CORP 0.12%
GSMS 2011-GC5 XA IO P/P 144A 01.5206 08/10/2044 0.12%
INTUIT INC 0.12%
MSC 2012-C4 XA IO P/P 144A 02.2781 03/15/2045 0.12%
ONEOK INC 0.12%
PARSLEY ENERGY INC-CLASS A 0.12%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.12%
STARWOOD PROP TR CV 04.0000 01/15/2019 0.12%
WFCM 2016-LC25 XA IO 01.2371 12/15/2059 0.12%
ALLSTATE CORP 0.11%
AT&T INC 05.1500 02/14/2050 0.11%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.11%
CHARTER COMM OPT LLC P/P 144A 05.3750 05/01/2047 0.11%
CINCINNATI BELL INC 06.7500 CUM CV PFD 0.11%
CROWN HOLDINGS INC 0.11%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.11%
DISCOVERY COMMUNICATIONS-A 0.11%
DTE ENERGY CO 06.5000 CV PFD 0.11%
E*TRADE FINANCIAL CORPORATION 0.11%
ESSEX PROPERTY TRUST INC 0.11%
FHLMC FH30G Q46436 04.0000 02/01/2047 0.11%
FIRSTENERGY CORP 04.2500 03/15/2023 0.11%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.11%
HOME DEPOT INC 0.11%
JAZZ INVESTME USD 01.8750 08/15/2021 0.11%
JPMCC 2013-C10 XA IO 01.2580 12/15/2047 0.11%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.11%
NORFOLK SOUTHERN CORP 0.11%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.11%
PRICELINE GRP INC/THE CV 01.0000 03/15/2018 0.11%
SBERBANK (SB CAP SA) P/P 144A 05.1250 10/29/2022 0.11%
SHERWIN-WILLIAMS CO/THE 0.11%
SYSCO CORP 0.11%
UBSBB 2013-C6 XA IO P/P 144A 01.3825 04/10/2046 0.11%
WFCM 2014-LC16 XA IO 01.5383 08/15/2050 0.11%
AFLAC INC 0.10%
AIR LEASE CORP 03.6250 04/01/2027 0.10%
AMERIPRISE FINANCIAL INC 0.10%
AMERISOURCEBERGEN CORP 0.10%
AMG CAPITAL TRUST II 05.1500 CV PFD 0.10%
BANK OF AMERICA CORP 03.8240 01/20/2028 0.10%
BRDCOM CRP / FIN P/P 144A 03.8750 01/15/2027 0.10%
COMM 2013-CR11 XA IO 01.1515 08/10/2050 0.10%
CROWN CASTLE INTL CORP 06.8750 CUM CV PFD 0.10%
DXC TECHNOLOGY CO 0.10%
GGP INC 0.10%
HCA INC 05.5000 06/15/2047 0.10%
HCP INC 0.10%
HOST HOTELS & RESORTS INC 0.10%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.10%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.10%
NEWELL BRANDS INC 04.2000 04/01/2026 0.10%
PARK HOTELS & RESORTS INC 0.10%
VECTOR GROUP LTD CV 01.7500 04/15/2020 0.10%
WAMU 2004-AR13 A2B 02.1172 11/25/2034 0.10%
WESTROCK CO P/P 144A 03.3750 09/15/2027 0.10%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 0.10%
AEROJET ROCK P/P 144A CV 02.2500 12/15/2023 0.09%
ALLISON TRANSMISSION HOLDING 0.09%
AMERICAN ELECTRIC POWER 0.09%
APPLE INC 04.3750 05/13/2045 0.09%
ARCONIC INC 05.3750 CUM CV PFD 0.09%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.09%
BAXTER INTERNATIONAL INC 0.09%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.09%
CBS CORP 04.6000 01/15/2045 0.09%
CGCMT 2012-GC8 XA IO P/P 144A 01.9793 09/10/2045 0.09%
CGCMT 2013-GC17 AS 04.5440 11/10/2046 0.09%
CIENA CORP CV 04.0000 12/15/2020 0.09%
CIMAREX ENERGY CO 0.09%
COMM 2014-UBS4 XA IO 01.3851 08/10/2047 0.09%
CR BARD INC 0.09%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.09%
EBAY INC 0.09%
EQUINIX INC 0.09%
EQUITY LIFESTYLE PROPERTIES 0.09%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.09%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.09%
EXTRA SPACE STORAGE INC 0.09%
FED REPUBLIC OF BRAZIL USD 06.0000 04/07/2026 0.09%
GSMS 2014-GC22 XA IO 01.1832 06/10/2047 0.09%
IRON MOUNTAIN INC 0.09%
JPMBB 2014-C25 XA IO 01.1209 11/15/2047 0.09%
JPMBB 2015-C33 XA IO 01.1840 12/15/2048 0.09%
JUNIPER NETWORKS INC 0.09%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.09%
LIBERTY PROPERTY TRUST 0.09%
MANDATORY EXCH TRUST P/P 144A 05.7500 CV PFD 0.09%
ON SEMICONDUC CV 01.0000 12/01/2020 0.09%
PARKER HANNIFIN CORP 0.09%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.09%
PVH CORP 0.09%
ROSS STORES INC 0.09%
SL GREEN REALTY CORP 0.09%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.09%
STEEL DYNAMICS INC P/P 144A 04.1250 09/15/2025 0.09%
TCP CAP CORP CV 05.2500 12/15/2019 0.09%
UGI CORP 0.09%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.09%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.09%
WFRBS 2014-C24 XA IO 01.1025 11/15/2047 0.09%
AGILENT TECHNOLOGIES INC 0.08%
ALEXANDRIA REAL ESTATE EQUIT 0.08%
BLACKSTONE MORTGAGE TR CV 05.2500 12/01/2018 0.08%
BROOKDALE SNR LIVING CV 02.7500 06/15/2018 0.08%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.08%
CBRE SERVICES INC 04.8750 03/01/2026 0.08%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.08%
CLOROX COMPANY 0.08%
COLONY STARWO P/P 144A CV 03.5000 01/15/2022 0.08%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.08%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.08%
CSMC 2016-NXSR C 04.5094 12/15/2049 0.08%
DANAHER CORP 0.08%
DYCOM IND INC CV 00.7500 09/15/2021 0.08%
EQT CORP 03.9000 10/01/2027 0.08%
EURONET WORLD CV 01.5000 10/01/2044 0.08%
EXELON CORP 0.08%
FIRSTENERGY CORP 0.08%
HARTFORD FINANCIAL SVCS GRP 0.08%
HERSHEY CO/THE 0.08%
HESS CORP 08.0000 CV PFD 0.08%
IAC FINANCECO P/P 144A CV 00.8750 10/01/2022 0.08%
INTEL CORP CV 03.2500 08/01/2039 0.08%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.08%
JPMCC 2013-LC11 X IO 01.4812 04/15/2046 0.08%
MACQUARIE INFRASTRUCTU CV 02.0000 10/01/2023 0.08%
MICROSOFT CORP 02.4000 08/08/2026 0.08%
MSBAM 2015-C25 XA IO 01.2890 10/15/2048 0.08%
REALPAGE INC P/P 144A CV 01.5000 11/15/2022 0.08%
ROCHE HOLDING AG-GENUSSCHEIN 0.08%
SQUARE INC P/P 144A CV 00.3750 03/01/2022 0.08%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.08%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.08%
WELLTOWER INC 06.5000 CUM CV PFD 0.08%
WFCM 2013-LC12 AS 04.4301 07/15/2046 0.08%
WP CAREY INC 0.08%
ALLIANZ SE-REG 0.07%
AMAZON.COM INC P/P 144A 03.1500 08/22/2027 0.07%
AMAZON.COM INC P/P 144A 04.0500 08/22/2047 0.07%
ANTHEM INC 05.2500 CV PFD 0.07%
BELDEN INC 06.7500 CV PFD 0.07%
CAMDEN PROPERTY TRUST 0.07%
CGCMT 2014-GC21 X IO 01.4098 05/10/2047 0.07%
CHENIERE CORP CHRIST P/P 144A 05.1250 06/30/2027 0.07%
CITIGROUP INC 03.8870 01/10/2028 0.07%
CITRIX SYSTEMS INC 0.07%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.07%
DISCOVER FINANCIAL SERVICES 0.07%
DOUGLAS EMMETT INC 0.07%
EPR PROPERTIES 0.07%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.07%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.07%
HASBRO INC 0.07%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.07%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.07%
JPMBB 2013-C17 XA IO 01.0428 01/15/2047 0.07%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.07%
MEDICAL PROPERTIES TRUST INC 0.07%
NATIONAL RETAIL PROPERTIES 0.07%
NAVISTAR INTL CV 04.7500 04/15/2019 0.07%
OMEGA HEALTHCARE INVESTORS 0.07%
PACIRA PHARMA P/P 144A CV 02.3750 04/01/2022 0.07%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.07%
SANOFI 0.07%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.07%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.07%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.07%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.07%
STANLEY BLACK & DECKER I 05.3750 CV PFD 0.07%
STEEL DYNAMICS INC 0.07%
SUCAMPO PHARM P/P 144A CV 03.2500 12/15/2021 0.07%
SUNTRUST BANKS INC 0.07%
TOTAL SA 0.07%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.07%
VMWARE INC-CLASS A 0.07%
WASTE MANAGEMENT INC 0.07%
WFCM 2012-LC5 XA IO P/P 144A 01.9583 10/15/2045 0.07%
WFRBS 2012-C10 C 04.5280 12/15/2045 0.07%
3I GROUP PLC 0.06%
AIR TRANSPORT P/P 144A CV 01.1250 10/15/2024 0.06%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.06%
AMDOCS LTD 0.06%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.06%
ASHTEAD CAPITAL INC P/P 144A 05.6250 10/01/2024 0.06%
BAKER HUGHES A GE CO 0.06%
BANC OF CALIFORNIA INC 0.06%
BARCLAYS PLC USD 04.8360 05/09/2028 0.06%
BASF SE 0.06%
BAYER AG-REG 0.06%
BURLINGTN NORTH SANTA FE 05.4000 06/01/2041 0.06%
CALATLANTIC GROUP INC CV 01.6250 05/15/2018 0.06%
CEMEX SAB DE CV USD 03.7200 03/15/2020 0.06%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.06%
CITIGROUP INC 06.2500 12/29/2049 0.06%
CITRIX SYSTEM CV 00.5000 04/15/2019 0.06%
COMM 2013-CR11 C P/P 144A 05.1685 08/10/2050 0.06%
COMM 2014-CR17 C 04.8948 05/10/2047 0.06%
CONAGRA BRANDS INC 0.06%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.06%
CROWN CASTLE INTL CORP 04.7500 05/15/2047 0.06%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.06%
DARDEN RESTAURANTS INC 0.06%
EMERA US FINANCE LP 04.7500 06/15/2046 0.06%
ENEL SPA 0.06%
FHLMC FH30G Q47178 04.0000 03/01/2047 0.06%
FNMA FN30 BE3084 04.0000 12/01/2046 0.06%
GLAXOSMITHKLINE PLC 0.06%
GREENBRIER C P/P 144A CV 02.8750 02/01/2024 0.06%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.06%
HSBC FINANCE CORP 06.6760 01/15/2021 0.06%
HUBSPOT INC P/P 144A CV 00.2500 06/01/2022 0.06%
ISTAR INC 04.5000 CUM CV PFD 0.06%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.06%
LEAR CORP 0.06%
LEAR CORP 03.8000 09/15/2027 0.06%
LIBERTY EXPEDIA HOLD INC 144A 0.06%
MASCO CORP 0.06%
MAXIM INTEGRATED PRODUCTS 0.06%
MSBAM 2013-C7 XB IO P/P 144A 00.4339 02/15/2046 0.06%
NATL HEALTH INVESTORS INC 0.06%
NEUROCRINE P/P 144A CV 02.2500 05/15/2024 0.06%
NOVARTIS AG-REG 0.06%
OSI SYS INC P/P 144A CV 01.2500 09/01/2022 0.06%
PACKAGING CORP OF AMERICA 0.06%
PETROBRAS GLOBAL FINANCE USD 08.3750 05/23/2021 0.06%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.06%
PUGET SOUND ENERGY INC 06.9740 06/01/2067 0.06%
PULTEGROUP INC. 07.8750 06/15/2032 0.06%
REXNORD CORP 05.7500 CUM CV PFD 0.06%
SALESFORCE.COM INC 0.06%
SUNSTONE HOTEL INVESTORS INC 0.06%
TERADYNE INC P/P 144A CV 01.2500 12/15/2023 0.06%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.06%
TRANSDIGM INC 06.3750 06/15/2026 0.06%
TTM TECHNOLOGIES INC CV 01.7500 12/15/2020 0.06%
TWITTER INC CV 01.0000 09/15/2021 0.06%
ULTA BEAUTY INC 0.06%
WASHINGTON PRIME GROUP INC 0.06%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.06%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.06%
WHITING PETRO CV 01.2500 04/01/2020 0.06%
WORKDAY INC P/P 144A CV 00.2500 10/01/2022 0.06%
YUM BRANDS INC 0.06%
ZF NA CAPITAL P/P 144A 04.7500 04/29/2025 0.06%
ADOBE SYSTEMS INC 0.05%
ADS INC P/P 144A 05.6250 11/15/2024 0.05%
AES CORP/VA 05.1250 09/01/2027 0.05%
ALEXANDRIA REAL ESTATE E 07.0000 CUM CV PFD 0.05%
ALLY FINANCIAL INC 0.05%
ALTA MESA HLDGS P/P 144A 07.8750 12/15/2024 0.05%
ALTRIA GROUP INC 0.05%
AMADEUS IT GROUP SA 0.05%
AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 0.05%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.05%
ATOS SE 0.05%
AVERY DENNISON CORP 0.05%
AXA SA 0.05%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.05%
BOARDWALK PIPELINES LP 04.4500 07/15/2027 0.05%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.05%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.05%
BRAND ENERGY TL L+425 05.5219 06/21/2024 0.05%
BUNGE LTD 0.05%
CAMPBELL SOUP CO 0.05%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.05%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.05%
COMM 2012-CR3 D P/P 144A 04.9194 10/15/2045 0.05%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.05%
CONSTELLATION BRANDS INC 03.7000 12/06/2026 0.05%
CYPRESS SEMIC CV 04.5000 01/15/2022 0.05%
DELL TECHNOLOGIES INC-CL V 0.05%
DEUTSCHE POST AG-REG 0.05%
EASTMAN CHEMICAL CO 03.8000 03/15/2025 0.05%
F5 NETWORKS INC 0.05%
FORTINET INC 0.05%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.05%
GSMS 2014-GC24 XA IO 00.9753 09/10/2047 0.05%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.05%
HUNTINGTON INGALLS INDUSTRIE 0.05%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.05%
INPHI CORP P/P 144A CV 00.7500 09/01/2021 0.05%
INTEGRATED DE CV 00.8750 11/15/2022 0.05%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.05%
ISTAR INC 0.05%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.05%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.05%
JPMBB 2014-C19 XA IO 01.3218 04/15/2047 0.05%
LIBERTY INTERACTIVE CV 03.5000 01/15/2031 0.05%
LINCOLN NATIONAL CORP 0.05%
MASTEC INC 04.8750 03/15/2023 0.05%
MEDICINES CO CV 02.7500 07/15/2023 0.05%
MITSUBISHI UFJ FINANCIAL GRO 0.05%
MIZUHO FINANCIAL GROUP INC 0.05%
MORGAN STANLEY 0.05%
MSBAM 2014-C17 XA IO 01.3954 08/15/2047 0.05%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.05%
NEWMONT MINING CORP 0.05%
NISOURCE INC 0.05%
OWENS CORNING 0.05%
PETROBRAS GLOBAL FIN P/P 144A 05.2990 01/27/2025 0.05%
PROCTER & GAMBLE CO/THE 0.05%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.05%
QUANTA SERVICES INC 0.05%
RANGE RESOURCES CORP P/P 144A 05.7500 06/01/2021 0.05%
REP OF INDONESIA P/P 144A 05.1250 01/15/2045 0.05%
REP OF INDONESIA P/P 144A 05.2500 01/17/2042 0.05%
REPSOL SA 0.05%
SEACOR HLDGS CV 03.0000 11/15/2028 0.05%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.05%
SPIRIT AEROSYSTEMS HOLD-CL A 0.05%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.05%
SUMITOMO MITSUI FINANCIAL GR 0.05%
TELADOC INC P/P 144A CV 03.0000 12/15/2022 0.05%
UBS GROUP AG REGS 06.8750 12/29/2049 0.05%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.05%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.05%
WAYFAIR INC P/P 144A CV 00.3750 09/01/2022 0.05%
WELLCARE HEALTH PLANS INC 0.05%
WFRBS 2011-C3 XA IO P/P 144A 01.5347 03/15/2044 0.05%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.05%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.05%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.04%
ADECCO GROUP AG-REG 0.04%
AGNC INVESTMENT CORP 0.04%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.04%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.04%
ANNALY CAPITAL MANAGEMENT IN 0.04%
ARAMARK 0.04%
ASHTEAD CAPITAL INC P/P 144A 04.1250 08/15/2025 0.04%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.04%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.04%
BNP PARIBAS 0.04%
BOUYGUES SA 0.04%
BROOKFIELD RESID P/P 144A 06.5000 12/15/2020 0.04%
BUILDERS FIRSTSOURCE P/P 144A 10.7500 08/15/2023 0.04%
CARBONITE INC P/P 144A CV 02.5000 04/01/2022 0.04%
CARNIVAL PLC 0.04%
CENTERPOINT ENERGY INC 0.04%
CENTRAL JAPAN RAILWAY CO 0.04%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.04%
CGCMT 2014-GC21 D P/P 144A 04.9961 05/10/2047 0.04%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.04%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.04%
CK ASSET HOLDINGS LTD 0.04%
COMCAST CORP 06.5000 11/15/2035 0.04%
COMM 2010-C1 D P/P 144A 06.3239 07/10/2046 0.04%
COMM 2012-LC4 AM 04.0630 12/10/2044 0.04%
COMM 2012-LC4 XA IO P/P 144A 02.3845 12/10/2044 0.04%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.04%
COOPERATIEVE RABOBAN P/P 144A 05.8000 09/30/2110 0.04%
CORESITE REALTY CORP 0.04%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.04%
CREDIT AGRICOLE SA P/P 144A 04.3750 03/17/2025 0.04%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.04%
CSAIL 2015-C1 C 04.4417 04/15/2050 0.04%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.04%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.04%
DIGITAL REALTY TRUST INC 0.04%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.04%
DUN & BRADSTREET CORP 0.04%
ENDEAVOR ENERGY P/P 144A 08.1250 09/15/2023 0.04%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 0.04%
EVONIK INDUSTRIES AG 0.04%
FINISAR CORP P/P 144A CV 00.5000 12/15/2036 0.04%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.04%
GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 0.04%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.04%
GREAT LAKES D&D 08.0000 05/15/2022 0.04%
GSMS 2011-GC5 D P/P 144A 05.5653 08/10/2044 0.04%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.04%
HEINEKEN HOLDING NV 0.04%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.04%
HERCULES CAPI P/P 144A CV 04.3750 02/01/2022 0.04%
HERITAGE INS P/P 144A CV 05.8750 08/01/2037 0.04%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.04%
HOLOGIC INC CV 02.0000 03/01/2042 0.04%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.04%
II-VI INC P/P 144A CV 00.2500 09/01/2022 0.04%
IMPAX LABORAT CV 02.0000 06/15/2022 0.04%
INDUSTRIVARDEN AB-A SHS 0.04%
INGREDION INC 0.04%
ITOCHU CORP 0.04%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.04%
JACOBS ENGINEERING GROUP INC 0.04%
JPMBB 2014-C24 XA IO 01.2087 11/15/2047 0.04%
JPMCC 2012-C8 C P/P 144A 04.7589 10/15/2045 0.04%
KAMAN CORP P/P 144A CV 03.2500 05/01/2024 0.04%
KAO CORP 0.04%
LIBERTY MEDIA CV 02.2500 09/30/2046 0.04%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.04%
MACERICH CO/THE 0.04%
MANPOWERGROUP INC 0.04%
MARKS AND SPENCER LTD 0.04%
MARUBENI CORP 0.04%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.04%
MOODY'S CORPORATION P/P 144A 03.2500 01/15/2028 0.04%
MSBAM 2012-C6 XA IO P/P 144A 01.9345 11/15/2045 0.04%
MSC 2011-C3 D P/P 144A 05.3268 07/15/2049 0.04%
MTW FOODSERVICE ESCR 09.5000 02/15/2024 0.04%
MUENCHENER RUECKVER AG-REG 0.04%
NIPPON TELEGRAPH & TELEPHONE 0.04%
NN GROUP NV 0.04%
NVR INC 0.04%
ORIX CORP 0.04%
OSHKOSH CORP 0.04%
PERSIMMON PLC 0.04%
PETROLEOS MEXICANOS USD 05.6250 01/23/2046 0.04%
PEUGEOT SA 0.04%
PROOFPOINT IN CV 00.7500 06/15/2020 0.04%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.04%
PS BUSINESS PARKS INC/CA 0.04%
RESONA HOLDINGS INC 0.04%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.04%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.04%
SAINSBURY (J) PLC 0.04%
SCORPIO TANKERS INC P/P 144A 02.3750 07/01/2019 0.04%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.04%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.04%
SKY PLC 0.04%
SOCIETE GENERALE SA 0.04%
SPDR S&P MIDCAP 400 ETF TRST 0.04%
SPST 2017-1 A 02.1372 02/25/2049 0.04%
SWISS RE AG 0.04%
SYNOPSYS INC 0.04%
T-MOBILE USA INC 06.1250 01/15/2022 0.04%
TAYLOR WIMPEY PLC 0.04%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.04%
TENNECO INC 05.3750 12/15/2024 0.04%
TERADYNE INC 0.04%
TEVA PHARMACEUTICALS NE USD 03.1500 10/01/2026 0.04%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.04%
TRANSUNION 0.04%
TRAVELERS COS INC/THE 0.04%
UNUM GROUP 0.04%
US CONCRETE INC 06.3750 06/01/2024 0.04%
USG CORP P/P 144A 04.8750 06/01/2027 0.04%
VENTAS INC 0.04%
VMWARE INC 03.9000 08/21/2027 0.04%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.04%
WATSCO INC 0.04%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.04%
WESTROCK MWV LLC 08.2000 01/15/2030 0.04%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.04%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.04%
WFRBS 2014-C19 AS 04.2710 03/15/2047 0.04%
WM MORRISON SUPERMARKETS 0.04%
ACS ACTIVIDADES 0.03%
AES CORP/VA 05.5000 04/15/2025 0.03%
AGREE REALTY CORP 0.03%
ALLEGHENY TECHNOLOGIES INC 09.3750 06/01/2019 0.03%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.03%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.03%
AMC ENT HOLDIN 05.8750 11/15/2026 0.03%
AMC ENT HOLDIN 06.1250 05/15/2027 0.03%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.03%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.03%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.03%
AMERICAN TOWER CORP 04.0000 06/01/2025 0.03%
AVAYA INC P/P 144A 07.0000 04/01/2019 0.03%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.03%
BANK OF AMERICA CORP 0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.03%
BLUE CUBE SPINCO INC 09.7500 10/15/2023 0.03%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.03%
BOOZ ALLEN HAMILTON HOLDINGS 0.03%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.03%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.03%
BWX TECHNOLOGIES INC 0.03%
CAESARS ENT OPER TLB6B L+775 11.7500 03/01/2018 0.03%
CANADIAN NATL RESOURCES USD 03.8500 06/01/2027 0.03%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.03%
CARLISLE COS INC 0.03%
CBS CORP 03.5000 01/15/2025 0.03%
CDX CDX.NA.IG.28 100.0 06/20/2022 0.03%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.03%
CENTRICA PLC 0.03%
CF INDUSTRIES INC 04.9500 06/01/2043 0.03%
CHARLES RIVER LABORATORIES 0.03%
CHEMOURS CO 05.3750 05/15/2027 0.03%
CHEMOURS CO 07.0000 05/15/2025 0.03%
CIMIC GROUP LTD 0.03%
CIT GROUP INC 05.0000 08/01/2023 0.03%
CIT GROUP INC. 05.0000 08/15/2022 0.03%
COCA-COLA AMATIL LTD 0.03%
COLONY NORTHSTAR INC-CLASS A 0.03%
COMM 2014-CR17 XA IO 01.2969 05/10/2047 0.03%
COMM 2014-CR18 XA IO 01.3868 07/15/2047 0.03%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.03%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.03%
CSTN MERGER SUB INC P/P 144A 06.7500 08/15/2024 0.03%
CVS HEALTH CORP 05.1250 07/20/2045 0.03%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.03%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.03%
DR PEPPER SNAPPLE GROUP INC 0.03%
DYNEGY INC P/P 144A 08.1250 01/30/2026 0.03%
ELECTROLUX AB-SER B 0.03%
ENBRIDGE INC USD 04.2500 12/01/2026 0.03%
ENCORE CAPITA CV 03.0000 07/01/2020 0.03%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.03%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.03%
FIAT CHRYSLER AUTOMOBILES NV 0.03%
FIDELITY NATL CV 04.2500 08/15/2018 0.03%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.03%
FIRST HAWAIIAN INC 0.03%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.03%
GETTY REALTY CORP 0.03%
GSMS 2013-GC10 XA IO 01.5934 02/10/2046 0.03%
HCA INC 05.2500 06/15/2026 0.03%
HD SUPPLY HOLDINGS INC 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.03%
HITACHI LTD 0.03%
HOCHTIEF AG 0.03%
INFOR US INC 06.5000 05/15/2022 0.03%
IPALCO ENTPRS IN P/P 144A 03.7000 09/01/2024 0.03%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.03%
JPMCC 2012-LC9 XA IO 01.8299 12/15/2047 0.03%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.03%
KINGFISHER PLC 0.03%
KRAFT HEINZ FOODS CO 06.8750 01/26/2039 0.03%
LAMB WESTON HOLDINGS INC 0.03%
LAREDO PETROLEUM INC 07.3750 05/01/2022 0.03%
LIBERTY MEDIA COR-SIRIUSXM A 0.03%
MASONITE INTL C P/P 144A 05.6250 03/15/2023 0.03%
MERCER INTL INC USD 06.5000 02/01/2024 0.03%
MOOG INC P/P 144A 05.2500 12/01/2022 0.03%
MPLX LP 04.1250 03/01/2027 0.03%
MSBAM 2015-C24 D P/P 144A 03.2570 05/15/2048 0.03%
NABORS INDUSTRIES INC 04.6250 09/15/2021 0.03%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.03%
NAVISTAR INTERNATIONAL CORP 08.2500 11/01/2021 0.03%
NCR CORP 05.5000 CV PFD 0.03%
NESTLE SA-REG 0.03%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.03%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.03%
NORBORD INC P/P 144A 06.2500 04/15/2023 0.03%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.03%
NVIDIA CORP 0.03%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.03%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.03%
PINNACLE FOODS INC 0.03%
PRICELINE GROUP INC/THE 03.6500 03/15/2025 0.03%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.03%
REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 0.03%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.03%
S&P GLOBAL INC 02.9500 01/22/2027 0.03%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.03%
SAMSUNG ELECTRONICS CO LTD 0.03%
SCIENTIFIC GAMES INT P/P 144A 07.0000 01/01/2022 0.03%
SCOTTS MIRACLE-GRO CO 0.03%
SEALED AIR CORP P/P 144A 05.1250 12/01/2024 0.03%
SHIONOGI & CO LTD 0.03%
SPIRIT REALTY CAPITAL INC 0.03%
TATE & LYLE PLC 0.03%
TELSTRA CORP LTD 0.03%
TEXAS GAS TRANSMISN P/P 144A 04.5000 02/01/2021 0.03%
TIME WARNER INC 03.8000 02/15/2027 0.03%
TOYOTA TSUSHO CORP 0.03%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.03%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.03%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.03%
VALEANT PHARMA P/P 144A 07.0000 03/15/2024 0.03%
VEREIT INC 0.03%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.03%
VISTEON CORP 0.03%
VOYA FINANCIAL INC 0.03%
WFRBS 2011-C3 D P/P 144A 05.8132 03/15/2044 0.03%
WFRBS 2011-C5 XA IO P/P 144A 01.9250 11/15/2044 0.03%
WFRBS 2012-C10 D P/P 144A 04.5930 12/15/2045 0.03%
WH GROUP LTD 0.03%
WPX ENERGY INC 06.0000 01/15/2022 0.03%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.03%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.03%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.02%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.02%
A SCHULMAN INC 06.8750 06/01/2023 0.02%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.02%
AMERICAN EXPRESS CO 04.9000 12/29/2049 0.02%
ANA HOLDINGS INC 0.02%
APARTMENT INVT & MGMT CO -A 0.02%
APPLE HOSPITALITY REIT INC 0.02%
ARCELORMITTAL USD 07.5000 10/15/2039 0.02%
ARISTOCRAT LEISURE LTD 0.02%
ASAHI KASEI CORP 0.02%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.02%
ASSURED GUARANTY LTD 0.02%
AUTONATION INC. 05.5000 02/01/2020 0.02%
AVID TECH INC CV 02.0000 06/15/2020 0.02%
BANCO SANTANDER SA 0.02%
BARRATT DEVELOPMENTS PLC 0.02%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.02%
BERRY GLOBAL INC 05.1250 07/15/2023 0.02%
BGC PARTNERS INC 05.1250 05/27/2021 0.02%
BRIXMOR PROPERTY GROUP INC 0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.02%
CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 0.02%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.02%
CARTERS INC 0.02%
CAS 2016-C05 2M1 02.5872 01/25/2029 0.02%
CBS CORP 02.9000 01/15/2027 0.02%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.02%
CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 0.02%
CENTENE CORP 06.1250 02/15/2024 0.02%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.02%
CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 0.02%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.02%
CHIMERA INVESTMENT CORP 0.02%
CHS/COMMUNITY HEALTH SYS 07.1250 07/15/2020 0.02%
CIT GROUP INC 03.8750 02/19/2019 0.02%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.02%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.02%
COMM 2012-CR1 AM 03.9120 05/15/2045 0.02%
COMM 2014-LC17 XA IO 01.1115 10/10/2047 0.02%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.02%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.02%
CREDIT AGRICOLE SA 0.02%
CROWN CASTLE INTL CORP. 05.2500 01/15/2023 0.02%
DCP MIDSTREAM OPERATING 02.7000 04/01/2019 0.02%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.02%
DNB NOR ASA 0.02%
DYNEGY INC 07.0000 CV PFD 0.02%
EAST WEST BANCORP INC 0.02%
EMERA US FINANCE LP 03.5500 06/15/2026 0.02%
ENDESA S.A. 0.02%
ENERGIZER HOLDINGS INC 0.02%
ENERGY TRANSFER LP 06.1250 12/15/2045 0.02%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.02%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.02%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.02%
FIRST QUANTUM P/P 144A 07.0000 02/15/2021 0.02%
FLIR SYSTEMS INC 0.02%
FOREST CITY REALTY TRUST- A 0.02%
FOUR CORNERS PROPERTY TRUST 0.02%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.02%
FRONTIER COMM 10.5000 09/15/2022 0.02%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.02%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.02%
GNMA GII30 AL4508 03.5000 02/20/2045 0.02%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.02%
HCA INC 03.7500 03/15/2019 0.02%
HCA INC 06.5000 02/15/2020 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2024 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.02%
HIGH RIDGE BRANDS CO P/P 144A 08.8750 03/15/2025 0.02%
HIGHWOODS PROPERTIES INC 0.02%
HSBC HOLDINGS PLC USD 04.8750 01/14/2022 0.02%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.02%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.02%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.02%
INDUSTRIAL BANK OF KOREA 0.02%
JPMBB 2013-C14 C 04.7211 08/15/2046 0.02%
JPMBB 2013-C17 AS 04.4584 01/15/2047 0.02%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.02%
KAR AUCTION SERVICES INC 0.02%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.02%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.02%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.02%
KINDER MORGAN INC 03.1500 01/15/2023 0.02%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.02%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.02%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.02%
KRATON POLYMERS P/P 144A 10.5000 04/15/2023 0.02%
LANDSTAR SYSTEM INC 0.02%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.02%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.02%
LIONS GATE ENT P/P 144A 05.8750 11/01/2024 0.02%
LOUISIANA-PACIFIC CORP 04.8750 09/15/2024 0.02%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.02%
MGM RESORTS INTL 06.6250 12/15/2021 0.02%
MICHAELS COS INC/THE 0.02%
MICRON TECH INC P/P 144A 05.2500 01/15/2024 0.02%
MITSUBISHI CHEMICAL HOLDINGS 0.02%
MITSUBISHI TANABE PHARMA 0.02%
MSC INDUSTRIAL DIRECT CO-A 0.02%
MURPHY OIL CORP 05.7500 08/15/2025 0.02%
NCR CORPORATION 0.02%
NEW WORLD DEVELOPMENT 0.02%
NEWS CORP - CLASS A 0.02%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.02%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.02%
NOMURA HOLDINGS INC 0.02%
NOVA CHEMICALS CORP P/P 144A 04.8750 06/01/2024 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.02%
NRG ENERGY INC 06.6250 01/15/2027 0.02%
O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 0.02%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.02%
OMNICOM GROUP INC 03.6000 04/15/2026 0.02%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.02%
OSHKOSH CORP 05.3750 03/01/2022 0.02%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.02%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.02%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.02%
POPULAR INC 0.02%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.02%
PPL CORP 0.02%
PRECISION DRILLING CORP USD 07.7500 12/15/2023 0.02%
QANTAS AIRWAYS LTD 0.02%
REINSURANCE GROUP OF AMERICA 0.02%
RELIANCE STEEL & ALUMINUM 0.02%
RENAULT SA 0.02%
REVLON CONS TLB L+350 04.7350 09/07/2023 0.02%
REYNOLDS GRP ISS/REY P/P 144A 07.0000 07/15/2024 0.02%
ROYAL DUTCH SHELL PLC-B SHS 0.02%
ROYAL MAIL PLC 0.02%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.02%
SANDVIK AB 0.02%
SELECT INCOME REIT 0.02%
SEMGROUP CORP P/P 144A 06.3750 03/15/2025 0.02%
SERVICEMASTER GLOBAL HOLDING 0.02%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.02%
SHELF DRILL HOLD LTD P/P 144A 09.5000 11/02/2020 0.02%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.02%
SM ENERGY CO 06.1250 11/15/2022 0.02%
SM ENERGY CO 06.5000 11/15/2021 0.02%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.02%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.02%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.02%
SPECTRUM BRANDS HOLDINGS INC 0.02%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.02%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.02%
STARWOOD PROPERTY TRUST INC 0.02%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.02%
T-MOBILE USA INC 05.3750 04/15/2027 0.02%
TABCORP HOLDINGS LTD 0.02%
TAISEI CORP 0.02%
TAYLOR MORRISON COMM P/P 144A 05.2500 04/15/2021 0.02%
TCF FINANCIAL CORP 0.02%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.02%
TIMKEN COMPANY 0.02%
TORO CO 0.02%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.02%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.02%
TURKEY GOVERNMENT BOND TRY 11.0000 03/02/2022 0.02%
UNITED MEXICAN STATES USD 04.7500 03/08/2044 0.02%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.02%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.02%
UNIVISION TLC5 L+275 03.9850 03/15/2024 0.02%
UPM-KYMMENE OYJ 0.02%
USG CORP P/P 144A 05.5000 03/01/2025 0.02%
VALEANT PHARMA P/P 144A 05.3750 03/15/2020 0.02%
VALEO SA 0.02%
VALERO ENERGY PARTNERS 04.3750 12/15/2026 0.02%
VANTIV INC - CL A 0.02%
VENATOR FIN SARL/VEN P/P 144A 05.7500 07/15/2025 0.02%
VESTAS WIND SYSTEMS A/S 0.02%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.02%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.02%
WFRBS 2011-C5 E P/P 144A 05.8611 11/15/2044 0.02%
WFRBS 2013-C15 C 04.6281 08/15/2046 0.02%
WHEELOCK & CO LTD 0.02%
WILLIAMS PARTNERS L.P. 04.8750 03/15/2024 0.02%
WILLIAMS PARTNERS LP 03.6000 03/15/2022 0.02%
WINDSTREAM SERVICES LLC 06.3750 08/01/2023 0.02%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.02%
WP CAREY INC 04.6000 04/01/2024 0.02%
WPX ENERGY INC 07.5000 08/01/2020 0.02%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.02%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.02%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
2.25 R ISWP FWD US0003M P 12/20/2027 0.01%
21ST CENTURY FOX AMERICA 07.8500 03/01/2039 0.01%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.01%
AK STEEL CORP 06.3750 10/15/2025 0.01%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.01%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.01%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.01%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.01%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.01%
ALTRIA GROUP INC 02.8500 08/09/2022 0.01%
AMAG PHARMA INC P/P 144A 07.8750 09/01/2023 0.01%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.01%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.01%
AMERICAN FINANCIAL GROUP INC 0.01%
ANDEAVOR LOGIS LP/CORP 05.2500 01/15/2025 0.01%
ANGLO AMER PLC 0.01%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.01%
ANTERO RESOURCES 05.3750 11/01/2021 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
ARC PROP OPER PART L 04.6000 02/06/2024 0.01%
ARCELORMITTAL USD 06.1250 06/01/2025 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
ASPEN INSURANCE HOLDINGS LTD 0.01%
ASSOCIATED BRITISH FOODS PLC 0.01%
ASTRAZENECA PLC 0.01%
AT&T INC 03.4000 05/15/2025 0.01%
AT&T INC 04.7500 05/15/2046 0.01%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.01%
BANDAI NAMCO HOLDINGS INC 0.01%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.01%
BEAR STEARNS COS LLC 07.2500 02/01/2018 0.01%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.01%
BIOSCRIP INC 08.8750 02/15/2021 0.01%
BOYD GAMING CORP 06.3750 04/01/2026 0.01%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.01%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.01%
BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.01%
BRANDYWINE REALTY TRUST 0.01%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.01%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.01%
BRUKER CORP 0.01%
BURLINGTN NORTH SANTA FE 05.7500 05/01/2040 0.01%
CABLE ONE INC 0.01%
CABOT CORP 0.01%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.01%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.01%
CALPINE CORP 05.7500 01/15/2025 0.01%
CALTEX AUSTRALIA LTD 0.01%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.01%
CBRE SERVICES INC 05.0000 03/15/2023 0.01%
CBRE SERVICES INC 05.2500 03/15/2025 0.01%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.01%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.01%
CCM MERGER INC P/P 144A 06.0000 03/15/2022 0.01%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.01%
CEC ENT INC 08.0000 02/15/2022 0.01%
CELANESE CORP-SERIES A 0.01%
CENTENE CORP 04.7500 01/15/2025 0.01%
CENTENE CORP 04.7500 05/15/2022 0.01%
CENTURYLINK INC 06.7500 12/01/2023 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.01%
CHEMOURS CO 06.6250 05/15/2023 0.01%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.01%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.01%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 06/15/2027 0.01%
CHS/COMMUNITY HEALTH 08.0000 11/15/2019 0.01%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.01%
CINEMARK USA INC 05.1250 12/15/2022 0.01%
CITIGROUP INC 05.9000 12/29/2049 0.01%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.01%
CLEARWIRE COM P/P 144A CV 08.2500 12/01/2040 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.01%
CMS ENERGY CORP 08.7500 06/15/2019 0.01%
COMCAST CORP 06.9500 08/15/2037 0.01%
COMM 2014-CR16 XA IO 01.3450 04/10/2047 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
CONTINENTAL RES 04.5000 04/15/2023 0.01%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.01%
CONTINENTAL RESOURCES 05.0000 09/15/2022 0.01%
CORELOGIC INC 0.01%
COVESTRO AG 0.01%
CRANE CO 0.01%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.01%
CVS HEALTH CORP 04.7500 12/01/2022 0.01%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.01%
D.R. HORTON INC 05.7500 08/15/2023 0.01%
DAI NIPPON PRINTING CO LTD 0.01%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.01%
DCP MIDSTREAM OPERATING 03.8750 03/15/2023 0.01%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.01%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.01%
DEVON ENERGY CORPORATION 03.2500 05/15/2022 0.01%
DFC FINANCE CORP P/P 144A 10.5000 06/15/2020 0.01%
DGB FINANCIAL GROUP INC 0.01%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.01%
DISH DBS CORP 05.8750 11/15/2024 0.01%
DISTRIBUIDORA INTERNACIONAL 0.01%
DOLBY LABORATORIES INC-CL A 0.01%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.01%
DST SYSTEMS INC 0.01%
DYNEGY INC 07.3750 11/01/2022 0.01%
DYNEGY INC P/P 144A 08.0000 01/15/2025 0.01%
EDISON INTERNATIONAL 0.01%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.01%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.01%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.01%
ENERGY TRANSFER LP 06.5000 02/01/2042 0.01%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.01%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.01%
EQUITY COMMONWEALTH 0.01%
EUR/USD 12/20/2017 BCAP-FX 0.01%
EUR/USD 12/20/2017 JPMCB 0.01%
EURONET WORLDWIDE INC 0.01%
EXPEDIA INC 05.0000 02/15/2026 0.01%
EXPEDIA INC 05.9500 08/15/2020 0.01%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.01%
FORD MOTOR CO 0.01%
FORTESCUE METALS GROUP LTD 0.01%
FREEPORT-MCMORAN INC 06.7500 02/01/2022 0.01%
FRONTIER COMM 11.0000 09/15/2025 0.01%
FTS INTL INC P/P 144A 08.8200 06/15/2020 0.01%
GAMING AND LEISURE PROPERTIE 0.01%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.01%
GEORGIA-PACIFIC LLC 07.7500 11/15/2029 0.01%
GETTY IMAGES TLB L+350 04.7500 10/18/2019 0.01%
GLP CAP LP / FIN II 04.8750 11/01/2020 0.01%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.01%
GMAC CAPITAL TRUST I PCT 07.1000 0.01%
GRINDING MEDIA/M P/P 144A 07.3750 12/15/2023 0.01%
GSMS 2013-GC10 AS 03.2790 02/10/2046 0.01%
GSMS 2013-GC12 XA IO 01.6810 06/10/2046 0.01%
HALCON RESOURCES COR P/P 144A 12.0000 02/15/2022 0.01%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.01%
HARTFORD FINL SVCS GRP 08.1250 06/15/2038 0.01%
HARVEY NORMAN HOLDINGS LTD 0.01%
HCA INC 05.0000 03/15/2024 0.01%
HEALTHCARE REALTY TRUST INC 03.8750 05/01/2025 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2038 0.01%
HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 0.01%
HITACHI CHEMICAL CO LTD 0.01%
HOLOGIC INC 0.01%
HOYA CORP 0.01%
HSBC HOLDINGS PLC 0.01%
HUB INTL LTD P/P 144A 07.8750 10/01/2021 0.01%
HYATT HOTELS CORP - CL A 0.01%
IBERDROLA SA 0.01%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.01%
INNOGY SE 0.01%
INTELSAT LUXEMB USD 07.7500 06/01/2021 0.01%
INTERNATIONAL GAME TECHNOLOG 0.01%
INTERPUBLIC GROUP OF COS INC 0.01%
INTL CONSOLIDATED AIRLINE-DI 0.01%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 0.01%
ISS A/S 0.01%
ISTAR INC 05.2500 09/15/2022 0.01%
ISTAR INC 06.0000 04/01/2022 0.01%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.01%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.01%
JBG SMITH PROPERTIES 0.01%
JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 0.01%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.01%
JPMCC 2013-C16 XA IO 01.2782 12/15/2046 0.01%
JTEKT CORP 0.01%
KAJIMA CORP 0.01%
KDDI CORP 0.01%
KERRY PROPERTIES LTD 0.01%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.01%
KURARAY CO LTD 0.01%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.01%
LAGARDERE SCA 0.01%
LAMAR MEDIA CORP 05.8750 02/01/2022 0.01%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.01%
LAREDO PETROLEUM INC 05.6250 01/15/2022 0.01%
LENNAR CORP 04.7500 11/15/2022 0.01%
LIBERTY VENTURES - SER A 0.01%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.01%
LSC COMMUNICATIONS INC 0.01%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.01%
MAPFRE SA 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MAZDA MOTOR CORP 0.01%
MEDIPAL HOLDINGS CORP 0.01%
MEDTRONIC INC 04.3750 03/15/2035 0.01%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.01%
MERCER INTL INC USD 07.7500 12/01/2022 0.01%
MFA FINANCIAL INC 0.01%
MGM GROWTH/MGM FIN P/P 144A 04.5000 01/15/2028 0.01%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.01%
MID-AMERICA APARTMENT COMM 0.01%
MITSUBISHI GAS CHEMICAL CO 0.01%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.01%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.01%
MONMOUTH REAL ESTATE INV COR 0.01%
MONSANTO CO 05.5000 08/15/2025 0.01%
MSC 2007-HQ11 AJ 05.5080 02/12/2044 0.01%
MSC 2011-C3 E P/P 144A 05.3268 07/15/2049 0.01%
MSC 2012-C4 AS 03.7730 03/15/2045 0.01%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.01%
NABORS INDUSTRIES LTD 0.01%
NEIMAN MARCUS TL L+325 04.4806 10/25/2020 0.01%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.01%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.01%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.01%
NH FOODS LTD 0.01%
NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 0.01%
NOMURA REAL ESTATE HOLDINGS 0.01%
NORTHROP GRUMMAN SYSTEMS 07.8750 03/01/2026 0.01%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 0.01%
NRG ENERGY INC 07.2500 05/15/2026 0.01%
NVR INC 03.9500 09/15/2022 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
ONEMAIN FIN HLDG INC P/P 144A 06.7500 12/15/2019 0.01%
ONEMAIN FIN HLDG INC P/P 144A 07.2500 12/15/2021 0.01%
OSHKOSH CORP 05.3750 03/01/2025 0.01%
OTSUKA CORP 0.01%
OUTFRONT MEDIA INC 0.01%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.01%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.01%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.01%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.01%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.01%
PETSMART INC TLB L+300 04.2460 03/11/2022 0.01%
PILGRIM'S PRIDE CORP P/P 144A 05.7500 03/15/2025 0.01%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.01%
POOL CORP 0.01%
PREMIER INC-CLASS A 0.01%
QEP RESOURCES INC 0.01%
QUALITY CARE PROPERTIES 0.01%
RANDSTAD HOLDING NV 0.01%
RAYMOND JAMES FINANCIAL INC 0.01%
REALTY INCOME CORP 0.01%
REPUBLIC SERVICES INC. 03.8000 05/15/2018 0.01%
RIO TINTO FIN USA LTD USD 07.1250 07/15/2028 0.01%
RIO TINTO PLC 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.01%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.01%
ROWAN COMPANIES PLC-A 0.01%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.01%
RR DONNELLEY & SONS CO 0.01%
RTL GROUP 0.01%
S&P GLOBAL INC 04.4000 02/15/2026 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SAUL CENTERS INC 0.01%
SEALED AIR CORP P/P 144A 06.8750 07/15/2033 0.01%
SENIOR HOUSING PROP TRUST 0.01%
SERVICE CORP INTL 05.3750 05/15/2024 0.01%
SESI LLC 07.1250 12/15/2021 0.01%
SESI LLC P/P 144A 07.7500 09/15/2024 0.01%
SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 0.01%
SEVEN GENS ENER P/P 144A 08.2500 05/15/2020 0.01%
SHIN-ETSU CHEMICAL CO LTD 0.01%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.01%
SM ENERGY CO 05.0000 01/15/2024 0.01%
SM ENERGY CO 06.7500 09/15/2026 0.01%
SOUTHERN STAR CENT P/P 144A 05.1250 07/15/2022 0.01%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.01%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.01%
SPRINGLEAF FINANCE CORP 08.2500 12/15/2020 0.01%
SPRINT CORP 07.2500 09/15/2021 0.01%
STATOIL ASA USD 05.1000 08/17/2040 0.01%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.01%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.01%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.01%
STONE ENERGY CORP 0.01%
STONE ENERGY CORP 07.5000 05/31/2022 0.01%
SUMITOMO MITSUI TRUST HOLDIN 0.01%
SUN HUNG KAI PROPERTIES 0.01%
SUPERIOR ENERGY SERVICES INC 0.01%
SWEDISH MATCH AB 0.01%
T-MOBILE USA INC 06.3750 03/01/2025 0.01%
T-MOBILE USA INC 06.6250 04/01/2023 0.01%
T-MOBILE USA INC. 04.0000 04/15/2022 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TARGA RES PRTNRS 05.1250 02/01/2025 0.01%
TARGA RES PRTNRS 05.3750 02/01/2027 0.01%
TEACHERS INSUR & ANN P/P 144A 04.9000 09/15/2044 0.01%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.01%
TECK RESOURCES LIMITED USD 04.7500 01/15/2022 0.01%
TELEFONICA EMISIONES SAU USD 07.0450 06/20/2036 0.01%
TENNANT CO P/P 144A 05.6250 05/01/2025 0.01%
TENNECO INC 05.0000 07/15/2026 0.01%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.01%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.01%
TIER REIT INC 0.01%
TIME WARNER INC 02.9500 07/15/2026 0.01%
TOHOKU ELECTRIC POWER CO INC 0.01%
TOPPAN PRINTING CO LTD 0.01%
TRANSDIGM INC 06.5000 05/15/2025 0.01%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.01%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.01%
TWO HARBORS INVESTMENT CORP 0.01%
UNILEVER NV-CVA 0.01%
UNITED STATES STEEL CORP 06.8750 08/15/2025 0.01%
VALEANT PHARMA P/P 144A 05.8750 05/15/2023 0.01%
VALEANT PHARMA P/P 144A 06.5000 03/15/2022 0.01%
VALIDUS HOLDINGS LTD 0.01%
VECTREN CORP 0.01%
VERIZON COMM 04.5220 09/15/2048 0.01%
VOESTALPINE AG 0.01%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.01%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.01%
WEATHERFORD BERMUDA P/P 144A 09.8750 02/15/2024 0.01%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.01%
WESCO INTERNATIONAL INC 0.01%
WEST CORP P/P 144A 05.3750 07/15/2022 0.01%
WEYERHAEUSER CO 07.3750 03/15/2032 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.7531 12/15/2045 0.01%
WFRBS 2012-C6 AS 03.8350 04/15/2045 0.01%
WFRBS 2012-C9 XA IO P/P 144A 02.1702 11/15/2045 0.01%
WFRBS 2014-C19 C 04.6460 03/15/2047 0.01%
WHARF HOLDINGS LTD 0.01%
WILEY (JOHN) & SONS-CLASS A 0.01%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
XEROX CORP 0.01%
YANGZIJIANG SHIPBUILDING 0.01%
YUE YUEN INDUS 0.01%
1.80 R ISWP FWD US0003M P 12/20/2019 0.00%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
1011778 BC / NEW RED P/P 144A 06.0000 04/01/2022 0.00%
2.05 R ISWP FWD US0003M P 12/20/2022 0.00%
2.50 R ISWP FWD US0003M P 12/20/2047 0.00%
ABBVIE INC 03.6000 05/14/2025 0.00%
AFLAC INC 06.4500 08/15/2040 0.00%
AGRIUM INC USD 05.2500 01/15/2045 0.00%
ALFRESA HOLDINGS CORP 0.00%
ALLERGAN FUNDING SCS USD 04.7500 03/15/2045 0.00%
ALLY FINANCIAL INC 08.0000 12/31/2018 0.00%
ALTRIA GROUP INC 04.0000 01/31/2024 0.00%
ALTRIA GROUP INC 09.2500 08/06/2019 0.00%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
ANTHEM INC 04.6250 05/15/2042 0.00%
APPLE INC 02.1000 05/06/2019 0.00%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.00%
AUD/USD 10/18/2017 BANKAM 0.00%
AUD/USD 10/18/2017 CITI 0.00%
AUD/USD 10/18/2017 JPMCB 0.00%
AUD/USD 10/18/2017 RBSF 0.00%
AUD/USD 10/18/2017 UBS 0.00%
AUSTRALIAN DOLLAR ACCOUNT 0.00%
BEIERSDORF AG 0.00%
BELDEN INC P/P 144A 05.2500 07/15/2024 0.00%
BERKELEY GROUP HOLDINGS/THE 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
BON-TON DEPT STORES 08.0000 06/15/2021 0.00%
BP CAPITAL MARKETS PLC USD 04.5000 10/01/2020 0.00%
BRAZILIAN REAL CALL ACCOUNT 0.00%
BRL/USD 01/03/2018 CITI 0.00%
CA TXB-VAR PURP 3 07.5000 04/01/2034 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CALATLANTIC GROUP INC 05.8750 11/15/2024 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.00%
CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 0.00%
CELANESE US HOLDINGS LLC 05.8750 06/15/2021 0.00%
CENTURYLINK INC 05.6250 04/01/2020 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHF/USD 12/20/2017 CSI-FX 0.00%
CHF/USD 12/20/2017 SSBT 0.00%
CHINA MEDICAL TECH INC USD 04.0000 08/15/2018 0.00%
CINEMARK USA INC 04.8750 06/01/2023 0.00%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.00%
CLEAR CHANNEL TLD L+675 08.0828 01/30/2019 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 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 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%
CONCORDIA INTL P/P 144A 07.0000 04/15/2023 0.00%
CONCORDIA INTL P/P 144A 09.0000 04/01/2022 0.00%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.00%
CONTL AIRLINES 1997-4 06.9000 01/02/2018 0.00%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.00%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.00%
DAIWA SECURITIES GROUP INC 0.00%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.00%
DEUTSCHE LUFTHANSA-REG 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 05.8750 06/15/2021 0.00%
DKK/USD 12/20/2017 CITI 0.00%
DUKE ENERGY CAROLINAS 04.2500 12/15/2041 0.00%
DUKE REALTY LP 03.8750 02/15/2021 0.00%
DYNEGY INC 07.6250 11/01/2024 0.00%
EASYJET PLC 0.00%
EMIN RUSSELL 2000 DEC17 RTYZ7 0.00%
ENERGY TRANSFER LP 05.2000 02/01/2022 0.00%
ENGIE 0.00%
ENI SPA 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 12/20/2017 BANKAM 0.00%
EUR/USD 12/20/2017 GSFX 0.00%
EUR/USD 12/20/2017 HSBCB 0.00%
EUR/USD 12/20/2017 RBSF 0.00%
EUR/USD 12/20/2017 SSBT 0.00%
EUR/USD 12/20/2017 UBS 0.00%
EUTELSAT COMMUNICATIONS 0.00%
FREEPORT-MCMORAN COPPER & GOL 03.5500 03/01/2022 0.00%
FRONTIER COMMUNICATIONS 07.6250 04/15/2024 0.00%
FUJITSU LTD 0.00%
GAS NATURAL SDG SA 0.00%
GBP/USD 12/20/2017 BANKAM 0.00%
GBP/USD 12/20/2017 GSFX 0.00%
GEDI GRUPPO EDITORIALE SPA 0.00%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HALYARD HEALTH INC 06.2500 10/15/2022 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HESS CORP 07.3000 08/15/2031 0.00%
HKD/USD 11/15/2017 BANKAM 0.00%
HKD/USD 11/15/2017 BCAP-FX 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
HOST HOTELS & RESORTS 05.2500 03/15/2022 0.00%
HOST HOTELS & RESORTS LP 06.0000 10/01/2021 0.00%
HUB HLDG LLC/HUB HOL P/P 144A 08.1250 07/15/2019 0.00%
HYATT HOTELS CORP 03.3750 07/15/2023 0.00%
I-CABLE COMMUNICATIONS LTD 0.00%
IBERDROLA INTL BV USD 06.7500 07/15/2036 0.00%
ILS/USD 10/18/2017 SSBT 0.00%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.00%
INTELSAT CONNECT FIN P/P 144A 12.5000 04/01/2022 0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 0.00%
INTERNATIONAL PAPER CO 08.7000 06/15/2038 0.00%
INVISTA FINANCE LLC P/P 144A 04.2500 10/15/2019 0.00%
JABIL INC 08.2500 03/15/2018 0.00%
JAPAN AIRLINES CO LTD 0.00%
JAPAN POST BANK CO LTD 0.00%
JPMCC 2004-LN2 A2 05.1150 07/15/2041 0.00%
JPY/USD 11/15/2017 BANKAM 0.00%
JPY/USD 11/15/2017 GSFX 0.00%
JPY/USD 11/15/2017 SSBT 0.00%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.00%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.00%
L BRANDS INC 05.6250 02/15/2022 0.00%
LENNAR CORPORATION 04.7500 04/01/2021 0.00%
MCDONALD'S CORP 05.7000 02/01/2039 0.00%
MCDONALD'S CORP 06.3000 03/01/2038 0.00%
MCDONALD'S CORP 06.3000 10/15/2037 0.00%
MEDTRONIC INC 03.5000 03/15/2025 0.00%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.00%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.00%
MITSUBISHI MATERIALS CORP 0.00%
MIXI INC 0.00%
N TX HWY-TXB-B 06.7180 01/01/2049 0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 12/20/2017 BCAP-FX 0.00%
NORFOLK SOUTHERN COR P/P 144A 04.0500 08/15/2052 0.00%
NRG ENERGY INC 07.8750 05/15/2021 0.00%
NZD/USD 10/18/2017 WPAC 0.00%
O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
OH UNIV-TXB-C-BABS 04.9100 06/01/2040 0.00%
ORANGE SA USD 05.3750 07/08/2019 0.00%
PACIFIC GAS & ELECTRIC 06.3500 02/15/2038 0.00%
PACKAGING CORP OF AMERICA 03.9000 06/15/2022 0.00%
PACTIV LLC 08.3750 04/15/2027 0.00%
PCCW LTD 0.00%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.00%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.00%
PLATFORM SPECIALTY P P/P 144A 10.3750 05/01/2021 0.00%
POUND STERLING CALL ACCOUNT 0.00%
POWERWAVE TECHNOLOGIES CV 03.8750 10/01/2027 0.00%
PRECISION DRILL USD 05.2500 11/15/2024 0.00%
PRIMERICA INC 04.7500 07/15/2022 0.00%
PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 0.00%
PULTEGROUP INC 05.5000 03/01/2026 0.00%
REALTY INCOME CORP 04.6500 08/01/2023 0.00%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.00%
S&P MID 400 EMINI DEC17 FAZ7 0.00%
S&P500 EMINI FUT DEC17 ESZ7 0.00%
SANDRIDGE ENERGY INC 0.00%
SEALED AIR CORP P/P 144A 05.5000 09/15/2025 0.00%
SEK/USD 12/20/2017 JPMCB 0.00%
SGD/USD 11/15/2017 JPMCB 0.00%
SL GREEN REALTY CORP 05.0000 08/15/2018 0.00%
SM ENERGY CO 06.5000 01/01/2023 0.00%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.00%
SUZUKI MOTOR CORP 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
TARO PHARMACEUTICAL INDUS 0.00%
TAYLOR MORRISON P/P 144A 05.6250 03/01/2024 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TENET HEALTHCARE 04.7500 06/01/2020 0.00%
THE AES CORPORATION 04.8750 05/15/2023 0.00%
THE EURO EUR CALL ACCOUNT 0.00%
TOLEDO EDISON COMPANY 06.1500 05/15/2037 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRY/USD 12/20/2017 RBSF 0.00%
TUI AG-DI 0.00%
TXU TCEH RIGHTS 0.00%
TYSON FOODS INC 04.8750 08/15/2034 0.00%
TYSON FOODS INC 05.1500 08/15/2044 0.00%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.00%
UNITED TECHNOLOGIES CORP 04.5000 06/01/2042 0.00%
UNITEDHEALTH GROUP INC 04.6250 11/15/2041 0.00%
US 10YR NOTE (CBT)DEC17 TYZ7 0.00%
US 2YR NOTE (CBT) DEC17 TUZ7 0.00%
US 5YR NOTE (CBT) DEC17 FVZ7 0.00%
US LONG BOND(CBT) DEC17 USZ7 0.00%
VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 0.00%
VERIZON COMMUNICATIONS 04.5000 09/15/2020 0.00%
VULCAN MATERIALS COMPANY 04.5000 04/01/2025 0.00%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.00%
WALT DISNEY COMPANY/THE 04.3750 08/16/2041 0.00%
WESTROCK MWV LLC 07.9500 02/15/2031 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP -0.02%
EUR/USD 12/20/2017 CITI -0.03%

Prior top holdings

Top holdings as of 10/31/17
Putnam Retirement Advantage GAA Income Strategies Trust 100.05%
Top holdings as of 09/30/17
Putnam Retirement Advantage GAA Income Strategies Trust 100.05%
Top holdings as of 08/31/17
Putnam Retirement Advantage GAA Income Strategies Trust 100.05%
Top holdings as of 07/31/17
Putnam Retirement Advantage GAA Income Strategies Trust 100.05%

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