Retirement Advantage Maturity Fund (Class I)

Comprehensively managed portfolios diversified to align with your retirement horizon

Highlights

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 $14.40
0.07% | $0.01
$14.49
01/26/18
$13.73
08/11/17
Historical fund price

Fund facts as of 06/30/18

Total net assets
$359.81M
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

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



Performance

  • Total return (%) as of 06/30/18

  • Annual performance as of 06/30/18

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

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
At net asset value 3.88% 5.11% 5.83% 5.53%
Custom Retirement Advantage Maturity Index 3.28% 4.22% 5.04% 5.43%

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

Performance snapshot

  At net asset value  
1 mt. as of 06/30/18 -0.14 %
YTD as of 07/18/18 0.91 %

Risk-adjusted performance as of 06/30/18

Alpha (3 yrs.) -0.42
Sharpe ratio (3 yrs.) 0.98
Treynor ratio (3 yrs.) 3.31
Information ratio (3 yrs.) 0.39

Volatility as of 06/30/18

Standard deviation (3 yrs.) 4.59%
Beta 1.36
R-squared 0.81

Capture ratio as of 06/30/18

Up-market (3 yrs.) 129.41
Down-market (3 yrs.) 150.00

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 06/30/18

Putnam Retirement Advantage GAA Income Strategies Trust 100.04%

Full portfolio holdings as of 03/31/18

FNMA FN30 TBA 03.0000 04/01/2048 2.28%
FNMA FN30 TBA 03.5000 05/01/2048 1.62%
US TREASURY N/B 01.6250 02/15/2026 1.52%
US TREASURY N/B 02.7500 08/15/2042 1.39%
FNMA FN30 TBA 04.0000 04/01/2048 1.11%
MICROSOFT CORP 1.00%
FNMA FN30 TBA 04.5000 04/01/2048 0.94%
ALPHABET INC-CL A 0.90%
FNMA FN15 TBA 03.0000 04/01/2033 0.90%
US TREASURY N/B 02.0000 02/15/2022 0.89%
US TREASURY N/B 03.0000 02/15/2047 0.76%
JPMORGAN CHASE & CO 0.74%
GNMA GII30 TBA 03.0000 04/01/2048 0.71%
US TREASURY N/B 02.2500 11/15/2027 0.63%
US TREASURY N/B 04.5000 02/15/2036 0.63%
APPLE INC 0.60%
UNITEDHEALTH GROUP INC 0.52%
VERIZON COMMUNICATIONS INC 0.50%
CITIGROUP INC 0.49%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.48%
BOEING CO/THE 0.46%
MICROCHIP TEC P/P CV 01.6250 02/15/2027 0.41%
US TREASURY N/B 02.7500 02/15/2024 0.40%
EXXON MOBIL CORP 0.38%
HOME DEPOT INC 0.38%
GNMA GII30 TBA 04.0000 05/01/2048 0.37%
JOHNSON & JOHNSON 0.37%
US TREASURY N/B 02.3750 08/15/2024 0.37%
CDX CDX.NA.HY.30 500.0 06/20/2023 0.35%
CITIGROUP INC 04.4500 09/29/2027 0.35%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.34%
TEXAS INSTRUMENTS INC 0.34%
AMAZON.COM INC 0.33%
UNION PACIFIC CORP 0.33%
APPLE INC 04.3750 05/13/2045 0.32%
CAS 2017-C05 1M2 04.0715 01/25/2030 0.32%
CGCMT 2014-GC19 X IO 01.1886 03/10/2047 0.32%
JPMBB 2014-C22 XA IO 00.9128 09/15/2047 0.31%
SPDR S&P 500 ETF TRUST 0.31%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.30%
PEPSICO INC 0.30%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.30%
CAS 2014-C02 1M2 04.4715 05/25/2024 0.28%
CAS 2016-C03 2M2 07.7715 10/25/2028 0.28%
CHEVRON CORP 0.28%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.28%
LOWES COMPANIES INC 0.28%
NXP SEMICONDUCTORS NV 0.28%
DISH NETWORK CV 03.3750 08/15/2026 0.27%
GNMA GII30 AT7632 04.0000 08/20/2046 0.27%
VALERO ENERGY CORP 0.27%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.26%
WFRBS 2013-C14 XA IO 00.7899 06/15/2046 0.26%
COMM 2015-LC21 XA IO 00.8420 07/10/2048 0.25%
CAS 2015-C04 2M2 07.4215 04/25/2028 0.24%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.24%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.24%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.23%
CAS 2015-C01 1M2 06.1715 02/25/2025 0.23%
NORTHROP GRUMMAN CORP 0.23%
ANTHEM INC 0.22%
COMM 2014-LC15 XA IO 01.3139 04/10/2047 0.22%
MICROSOFT CORP 02.4000 08/08/2026 0.22%
RALPH LAUREN CORP 0.22%
SPST 2018-1 A 02.4747 04/24/2019 0.22%
WEC ENERGY GROUP INC 03.9513 05/15/2067 0.22%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.21%
INTL BUSINESS MACHINES CORP 0.21%
MCDONALD'S CORP 0.21%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.21%
STACR 2014-HQ3 M3 06.6215 10/25/2024 0.21%
BPCE SA P/P 144A 04.5000 03/15/2025 0.20%
CAS 2015-C04 1M2 07.5715 04/25/2028 0.20%
ELECTRONIC ARTS INC 0.20%
HP INC 0.20%
KINDER MORGAN INC/DELAWA 04.3000 06/01/2025 0.20%
L3 TECHNOLOGIES INC 0.20%
MICRON TECHNO CV 03.0000 11/15/2043 0.20%
CAS 2015-C02 1M2 05.8715 05/25/2025 0.19%
ENTERGY CORP 0.19%
MERCK & CO. INC. 0.19%
MSC 2016-BNK2 XB IO 00.5501 11/15/2049 0.19%
AES CORP/THE 05.1250 09/01/2027 0.18%
FACEBOOK INC-A 0.18%
HUMANA INC 0.18%
INTUIT INC 0.18%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.18%
MCKESSON CORP 0.18%
MICRON TECH CV 01.6250 02/15/2033 0.18%
SOUTHWEST AIRLINES CO 0.18%
TYSON FOODS INC-CL A 0.18%
US TREASURY N/B 02.1250 12/31/2022 0.18%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.17%
BECTON DICKINSON AND CO 06.1250 CV PFD 0.17%
COMM 2014-UBS4 XA IO 01.2123 08/10/2047 0.17%
E*TRADE FINANCIAL CORPORATION 0.17%
ELI LILLY & CO 0.17%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.17%
GSMS 2015-GC30 XA IO 00.8780 05/10/2050 0.17%
MARATHON PETROLEUM CORP 0.17%
SERVICE CORP INTL 04.6250 12/15/2027 0.17%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.17%
BANK OF AMERICA CORP 07.2500 CV PFD 0.16%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.16%
CELGENE CORP 0.16%
CROWN CASTLE INTL CORP 06.8750 CUM CV PFD 0.16%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.16%
GSMS 2014-GC18 XA IO 01.1131 01/10/2047 0.16%
KIMBERLY-CLARK CORP 0.16%
ORACLE CORP 03.2500 11/15/2027 0.16%
S&P GLOBAL INC 02.9500 01/22/2027 0.16%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.16%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.16%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.16%
WALGREENS BOOTS ALLIANCE INC 0.16%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.16%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.16%
WFRBS 2014-C25 XA IO 00.9160 11/15/2047 0.16%
ARMT 2005-9 5A1 02.4115 11/25/2035 0.15%
CIGNA CORP 0.15%
CUMMINS INC 0.15%
CWL 2005-8 M4 02.8015 12/25/2035 0.15%
HARTFORD FINL SVCS GRP 06.6250 03/30/2040 0.15%
MSBAM 2013-C13 XA IO 01.0830 11/15/2046 0.15%
NOVELLUS SYS CV 02.6250 05/15/2041 0.15%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.15%
PRUDENTIAL FINANCIAL INC 0.15%
S&P GLOBAL INC 0.15%
SHERWIN-WILLIAMS CO/THE 0.15%
SYSCO CORP 0.15%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.15%
WFRBS 2014-C22 XA IO 00.9011 09/15/2057 0.15%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 0.15%
ABBVIE INC 0.14%
COMCAST CORP 03.1500 03/01/2026 0.14%
DISCOVERY COMMUNICATIONS-A 0.14%
DXC TECHNOLOGY CO 0.14%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.14%
LCCM 2017-LC26 XA IO P/P 144A 01.4845 07/12/2050 0.14%
PNC FINANCIAL SERVICES GROUP 0.14%
PRICELINE.COM CV 00.3500 06/15/2020 0.14%
PROCTER & GAMBLE CO/THE 0.14%
RAYTHEON COMPANY 0.14%
REGIONS FINANCIAL CORP 0.14%
ROSS STORES INC 0.14%
STACR 2015-DNA3 M2 04.7215 04/25/2028 0.14%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.14%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.14%
TESLA INC CV 01.2500 03/01/2021 0.14%
WALT DISNEY CO/THE 0.14%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.14%
ALLSTATE CORP 0.13%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.13%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.13%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.13%
HSBC HOLDINGS PLC USD 04.8750 01/14/2022 0.13%
JAZZ INVESTME USD 01.8750 08/15/2021 0.13%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.13%
LOEWS CORP 0.13%
NEWELL BRANDS INC 04.2000 04/01/2026 0.13%
ON SEMICONDUC CV 01.0000 12/01/2020 0.13%
PVH CORP 0.13%
ROYAL CARIBBEAN CRUISES LTD 0.13%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.13%
SPST 2017-LD1 A 02.6715 11/25/2050 0.13%
VMWARE INC-CLASS A 0.13%
WILLIAMS COS INC 0.13%
AIR LEASE CORP 03.6250 04/01/2027 0.12%
AMERIPRISE FINANCIAL INC 0.12%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.12%
COMCAST CORP 06.5000 11/15/2035 0.12%
COMM 2014-CR19 XA IO 01.2140 08/10/2047 0.12%
CVS HEALTH CORP 04.7800 03/25/2038 0.12%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.12%
ECOLAB INC P/P 144A 03.2500 12/01/2027 0.12%
GILEAD SCIENCES INC 0.12%
GOLDMAN SACHS GROUP INC 0.12%
HCA INC 05.5000 06/15/2047 0.12%
HESS CORP 08.0000 CV PFD 0.12%
KINDER MORGAN INC 0.12%
MANDATORY EXCH TRUST P/P 144A 05.7500 CV PFD 0.12%
MSBAM 2013-C7 XA IO 01.3884 02/15/2046 0.12%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.12%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.12%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.12%
UBSBB 2012-C2 XA IO P/P 144A 01.3400 05/10/2063 0.12%
WELLS FARGO & COMPANY 07.5000 CV PFD 0.12%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.11%
ALLISON TRANSMISSION HOLDING 0.11%
AMERICAN ELECTRIC POWER 0.11%
AMGEN INC 0.11%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.11%
BRISTOL-MYERS SQUIBB CO 0.11%
CGCMT 2014-GC21 X IO 01.2300 05/10/2047 0.11%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.11%
CITRIX SYSTEMS INC 0.11%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.11%
CVS HEALTH CORP 02.8750 06/01/2026 0.11%
CWL 2004-5 2A 02.3715 10/25/2034 0.11%
DANAHER CORP 0.11%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.11%
GNMA 10000 BE3158 03.5000 11/20/2047 0.11%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.11%
INGERSOLL-RAND PLC 0.11%
KLA-TENCOR CORP 0.11%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.11%
LEAR CORP 03.8000 09/15/2027 0.11%
MOODY'S CORPORATION P/P 144A 03.2500 01/15/2028 0.11%
NEXTERA ENERGY INC 06.1230 CV PFD 0.11%
PARKER HANNIFIN CORP 0.11%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.11%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.11%
STARWOOD PROP TR CV 04.0000 01/15/2019 0.11%
SYNCHRONY FINANCIAL 0.11%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.11%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.11%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.11%
AT&T INC 04.2500 03/01/2027 0.10%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.10%
CLOROX COMPANY 0.10%
COMM 2014-CR14 XA IO 00.7804 02/10/2047 0.10%
DISCOVER FINANCIAL SERVICES 0.10%
EPR PROPERTIES 05.7500 CUM CV PFD 0.10%
FIRSTENERGY CORP 0.10%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.10%
HILTON WORLDWIDE HOLDINGS IN 0.10%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.10%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.10%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.10%
MEDICINES CO CV 02.5000 01/15/2022 0.10%
RLJ LODGING TRUST 01.9500 CUM CV PFD 0.10%
SQUARE INC CV 00.3750 03/01/2022 0.10%
STACR 2016-DNA1 M3 07.4215 07/25/2028 0.10%
STANLEY BLACK & DECKER I 05.3750 CV PFD 0.10%
SUNTRUST BANKS INC 0.10%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.10%
TJX COMPANIES INC 0.10%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.10%
AMG CAPITAL TRUST II 05.1500 CV PFD 0.09%
APPLIED MATERIALS INC 0.09%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.09%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.09%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.09%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.09%
CINCINNATI BELL INC 06.7500 CUM CV PFD 0.09%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.09%
CROWN HOLDINGS INC 0.09%
DBUBS 2011-LC3A D P/P 144A 05.3414 08/10/2044 0.09%
DTE ENERGY CO 06.5000 CV PFD 0.09%
DYNEGY INC P/P 144A 08.1250 01/30/2026 0.09%
EXELON CORP 0.09%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.09%
FORTINET INC 0.09%
GNMA 10000 BC8223 03.5000 11/20/2047 0.09%
GSMS 2011-GC5 XA IO P/P 144A 01.3515 08/10/2044 0.09%
HARTFORD FINANCIAL SVCS GRP 0.09%
HERSHEY CO/THE 0.09%
HUBSPOT INC P/P 144A CV 00.2500 06/01/2022 0.09%
HUNTSMAN CORP 0.09%
JPMBB 2013-C14 AS 04.4093 08/15/2046 0.09%
JUNIPER NETWORKS INC 0.09%
KRAFT HEINZ FOODS CO 06.8750 01/26/2039 0.09%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.09%
MAXIM INTEGRATED PRODUCTS 0.09%
MICHAEL KORS HOLDINGS LTD 0.09%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.09%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.09%
MSC 2012-C4 XA IO P/P 144A 02.0935 03/15/2045 0.09%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.09%
OKTA INC P/P 144A CV 00.2500 02/15/2023 0.09%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.09%
REALPAGE INC P/P 144A CV 01.5000 11/15/2022 0.09%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.09%
REXNORD CORP 05.7500 CUM CV PFD 0.09%
SBERBANK (SB CAP SA) P/P 144A 05.1250 10/29/2022 0.09%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.09%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.09%
TWITTER INC CV 01.0000 09/15/2021 0.09%
UBSBB 2013-C6 XA IO P/P 144A 01.1478 04/10/2046 0.09%
WASTE MANAGEMENT INC 0.09%
WESTROCK MWV LLC 08.2000 01/15/2030 0.09%
ADOBE SYSTEMS INC 0.08%
AEROJET ROCK CV 02.2500 12/15/2023 0.08%
AIR TRANSPORT P/P 144A CV 01.1250 10/15/2024 0.08%
AMDOCS LTD 0.08%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.08%
BANK OF AMERICA CORP 03.8240 01/20/2028 0.08%
CBS CORP 04.6000 01/15/2045 0.08%
CIENA CORP CV 04.0000 12/15/2020 0.08%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.08%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.08%
DYCOM IND INC CV 00.7500 09/15/2021 0.08%
EQUITY RESIDENTIAL TR REIT 0.08%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.08%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.08%
EURONET WORLD CV 01.5000 10/01/2044 0.08%
EVERBRIDGE INC CV 01.5000 11/01/2022 0.08%
FED REPUBLIC OF BRAZIL USD 04.6250 01/13/2028 0.08%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.08%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.08%
IAC FINANCECO P/P 144A CV 00.8750 10/01/2022 0.08%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.08%
INFOR US INC 06.5000 05/15/2022 0.08%
JPMCC 2013-C10 XA IO 01.0604 12/15/2047 0.08%
NOVARTIS AG-REG 0.08%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.08%
ROCHE HOLDING AG-GENUSSCHEIN 0.08%
T-MOBILE USA INC 05.3750 04/15/2027 0.08%
TCP CAP CORP CV 05.2500 12/15/2019 0.08%
TERADYNE INC CV 01.2500 12/15/2023 0.08%
TOTAL SA 0.08%
VECTOR GROUP LTD CV 01.7500 04/15/2020 0.08%
WAMU 2004-AR13 A2B 02.7515 11/25/2034 0.08%
WESTROCK CO P/P 144A 03.3750 09/15/2027 0.08%
WFCM 2014-LC16 XA IO 01.3554 08/15/2050 0.08%
WFRBS 2012-C9 AS 03.3880 11/15/2045 0.08%
WHITING PETRO CV 01.2500 04/01/2020 0.08%
YUM BRANDS INC 0.08%
AGNC INVESTMENT CORP 0.07%
ALLIANZ SE-REG 0.07%
ALLY FINANCIAL INC 0.07%
ANTHEM INC 05.2500 CV PFD 0.07%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 0.07%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.07%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 0.07%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.07%
BROOKDALE SNR LIVING CV 02.7500 06/15/2018 0.07%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.07%
CAESARS ENTERTAIN CORP CV 05.0000 10/01/2024 0.07%
CALATLANTIC GROUP INC CV 01.6250 05/15/2018 0.07%
CBRE SERVICES INC 04.8750 03/01/2026 0.07%
CGCMT 2013-GC17 AS 04.5440 11/10/2046 0.07%
COLONY STARWO CV 03.5000 01/15/2022 0.07%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.07%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.07%
COMM 2013-CR11 XA IO 01.1198 08/10/2050 0.07%
COMM 2013-LC13 XA IO 01.2627 08/10/2046 0.07%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.07%
CONAGRA BRANDS INC 0.07%
CSMC 2016-NXSR C 04.3634 12/15/2049 0.07%
EMERA US FINANCE LP 04.7500 06/15/2046 0.07%
EQT CORP 03.9000 10/01/2027 0.07%
F5 NETWORKS INC 0.07%
GSMS 2014-GC22 XA IO 01.0140 06/10/2047 0.07%
HASBRO INC 0.07%
HUNTINGTON INGALLS INDUSTRIE 0.07%
JPMBB 2014-C25 XA IO 00.9621 11/15/2047 0.07%
LEAR CORP 0.07%
LIBERTY EXPEDIA HOLD INC 144A 0.07%
LIBERTY INTERACTIVE CV 03.5000 01/15/2031 0.07%
MACQUARIE INFRASTRUCTU CV 02.0000 10/01/2023 0.07%
MASCO CORP 0.07%
MORGAN STANLEY 0.07%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.07%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.07%
PACIRA PHARMA P/P CV 02.3750 04/01/2022 0.07%
PACKAGING CORP OF AMERICA 0.07%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.07%
PLATFORM SPECIALTY P/P 144A 05.8750 12/01/2025 0.07%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.07%
SPRINT CORP 07.8750 09/15/2023 0.07%
SUPERNUS PH P/P 144A CV 00.6250 04/01/2023 0.07%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.07%
TOLEDO EDISON COMPANY 06.1500 05/15/2037 0.07%
TRANSDIGM INC 06.3750 06/15/2026 0.07%
WELLCARE HEALTH PLANS INC 0.07%
WESTERN DI P/P 144A CV 01.5000 02/01/2024 0.07%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.07%
WFCM 2013-LC12 AS 04.2909 07/15/2046 0.07%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.07%
WFRBS 2014-C24 XA IO 00.9466 11/15/2047 0.07%
WORKDAY INC P/P 144A CV 00.2500 10/01/2022 0.07%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.07%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.06%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.06%
3I GROUP PLC 0.06%
AGILENT TECHNOLOGIES INC 0.06%
AMAZON.COM INC P/P 144A 03.1500 08/22/2027 0.06%
AMAZON.COM INC P/P 144A 04.0500 08/22/2047 0.06%
AMETEK INC 0.06%
AMGEN INC 04.6630 06/15/2051 0.06%
ARCELORMITTAL USD 07.2500 10/15/2039 0.06%
AVERY DENNISON CORP 0.06%
BELDEN INC 06.7500 CV PFD 0.06%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.06%
CARBONITE INC P/P 144A CV 02.5000 04/01/2022 0.06%
CGCMT 2012-GC8 XA IO P/P 144A 01.8114 09/10/2045 0.06%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.06%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.06%
CIT GROUP INC 05.2500 03/07/2025 0.06%
CITIGROUP INC 03.8870 01/10/2028 0.06%
CITRIX SYSTEM CV 00.5000 04/15/2019 0.06%
CLOVIS INC CV 02.5000 09/15/2021 0.06%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.06%
COMM 2014-CR17 C 04.7351 05/10/2047 0.06%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.06%
CYPRESS SEMIC CV 04.5000 01/15/2022 0.06%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.06%
EDISON INTERNATIONAL 0.06%
ENEL SPA 0.06%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.06%
GREENBRIER C CV 02.8750 02/01/2024 0.06%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.06%
II-VI INC P/P 144A CV 00.2500 09/01/2022 0.06%
IMM 2004-7 1A1 02.6115 11/25/2034 0.06%
INPHI CORP CV 00.7500 09/01/2021 0.06%
INTEGRATED DE CV 00.8750 11/15/2022 0.06%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.06%
JPMBB 2014-C22 C 04.5592 09/15/2047 0.06%
JPMCC 2013-LC11 X IO 01.3293 04/15/2046 0.06%
LINCOLN NATIONAL CORP 0.06%
MITSUBISHI UFJ FINANCIAL GRO 0.06%
MSBAM 2015-C25 XA IO 01.1316 10/15/2048 0.06%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.06%
NEUROCRINE P/P 144A CV 02.2500 05/15/2024 0.06%
NEWMONT MINING CORP 0.06%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.06%
NUTANIX INC P/P 144A CV 00.0000 01/15/2023 0.06%
ORACLE CORP 02.6500 07/15/2026 0.06%
OSI SYS INC CV 01.2500 09/01/2022 0.06%
PHILLIPS 66 PARTNERS LP 03.7500 03/01/2028 0.06%
PPL CORP 0.06%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.06%
SALESFORCE.COM INC 0.06%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.06%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.06%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.06%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.06%
SPIRIT AEROSYSTEMS HOLD-CL A 0.06%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.06%
SUMITOMO MITSUI FINANCIAL GR 0.06%
TOTAL SYSTEM SERVICES INC 0.06%
US FOODS HOLDING CORP 0.06%
VERTEX PHARMACEUTICALS INC 0.06%
WELLTOWER INC 06.5000 CUM CV PFD 0.06%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.06%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.06%
ALEXANDRIA REAL ESTATE E 07.0000 CUM CV PFD 0.05%
ALTA MESA HLDGS 07.8750 12/15/2024 0.05%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.05%
AVAYA TLB-EXIT L+475 06.5364 12/15/2024 0.05%
BEACON ESCROW CORP P/P 144A 04.8750 11/01/2025 0.05%
BHP BILLITON LIMITED 0.05%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.05%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.05%
CBRE GROUP INC - A 0.05%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.05%
CEMEX SAB DE CV USD 03.7200 03/15/2020 0.05%
CENTERPOINT ENERGY INC 0.05%
CENTRAL JAPAN RAILWAY CO 0.05%
CHEGG INC P/P 144A CV 00.2500 05/15/2023 0.05%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.05%
CIT GROUP INC 05.0000 08/01/2023 0.05%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.05%
COGNIZANT TECH SOLUTIONS-A 0.05%
COMM 2012-CR3 D P/P 144A 04.7555 10/15/2045 0.05%
COOPERATIEVE RABOBANK UA USD 03.7500 07/21/2026 0.05%
CROWN CASTLE INTL CORP 04.7500 05/15/2047 0.05%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.05%
DUN & BRADSTREET CORP 0.05%
EASTMAN CHEMICAL CO 03.8000 03/15/2025 0.05%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.05%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.05%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.05%
FINISAR CORP CV 00.5000 12/15/2036 0.05%
GNMA GII30 OBD1715 03.5000 11/20/2047 0.05%
GNMA GII30 OBD1716 03.5000 11/20/2047 0.05%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.05%
GREAT LAKES D&D 08.0000 05/15/2022 0.05%
HCP INC 0.05%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.05%
HITACHI LTD 0.05%
HUSKY TLB L+300 05.2018 03/16/2025 0.05%
INGREDION INC 0.05%
INTEL CORP CV 03.2500 08/01/2039 0.05%
ITOCHU CORP 0.05%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.05%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.05%
JPMBB 2013-C17 XA IO 00.8538 01/15/2047 0.05%
KAMAN CORP P/P 144A CV 03.2500 05/01/2024 0.05%
KDDI CORP 0.05%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.05%
LIBERTY MEDIA CV 02.2500 09/30/2046 0.05%
LIVE NATION ENTERTAINMENT IN 0.05%
MANPOWERGROUP INC 0.05%
MIZUHO FINANCIAL GROUP INC 0.05%
MSBAM 2013-C7 XB IO P/P 144A 00.3427 02/15/2046 0.05%
MUENCHENER RUECKVER AG-REG 0.05%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.05%
NCHET 2004-2 A4 02.9715 08/25/2034 0.05%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.05%
ORIX CORP 0.05%
PATRICK INDS P/P 144A CV 01.0000 02/01/2023 0.05%
PETROBRAS GLOBAL FIN P/P 144A 05.2990 01/27/2025 0.05%
PETROBRAS GLOBAL FIN P/P 144A 05.9990 01/27/2028 0.05%
PFIZER INC 0.05%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.05%
PULTEGROUP INC. 07.8750 06/15/2032 0.05%
REPSOL SA 0.05%
RINGCENTRAL P/P 144A CV 00.0000 03/15/2023 0.05%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.05%
SEACOR HLDGS CV 03.0000 11/15/2028 0.05%
STACR 2016-HQA2 M3 07.0215 11/25/2028 0.05%
STATOIL ASA 0.05%
SYNOPSYS INC 0.05%
TELADOC INC P/P 144A CV 03.0000 12/15/2022 0.05%
TRAVELERS COS INC/THE 0.05%
TTM TECHNOLOGIES INC CV 01.7500 12/15/2020 0.05%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.05%
TUI AG-DI 0.05%
UGI CORP 0.05%
USG CORP P/P 144A 04.8750 06/01/2027 0.05%
VINCI SA 0.05%
VORNADO REALTY TRUST 0.05%
WAYFAIR INC P/P 144A CV 00.3750 09/01/2022 0.05%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.05%
WFCM 2012-LC5 XA IO P/P 144A 01.7937 10/15/2045 0.05%
WFCM 2016-LC25 XA IO 01.0818 12/15/2059 0.05%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.05%
XEROX CORP 0.05%
ABN AMRO GROUP NV-CVA 0.04%
ACS ACTIVIDADES 0.04%
AGEAS 0.04%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.04%
ALPHABET INC 01.9980 08/15/2026 0.04%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 0.04%
AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 0.04%
ANGLO AMER PLC 0.04%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.04%
AXA SA 0.04%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.04%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.04%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.04%
BNP PARIBAS 0.04%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.04%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.04%
BOUYGUES SA 0.04%
BRAND ENERGY TL L+425 06.0026 06/21/2024 0.04%
BT GROUP PLC 0.04%
BWX TECHNOLOGIES INC 0.04%
CADENCE DESIGN SYS INC 0.04%
CAMDEN PROPERTY TRUST 0.04%
CANADIAN NATL RESOURCES USD 03.8500 06/01/2027 0.04%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.04%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.04%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.04%
CK ASSET HOLDINGS LTD 0.04%
COCA-COLA AMATIL LTD 0.04%
COMM 2010-C1 D P/P 144A 06.1260 07/10/2046 0.04%
COMM 2012-LC4 AM 04.0630 12/10/2044 0.04%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.04%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.04%
COVESTRO AG 0.04%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.04%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.04%
CVS HEALTH CORP 05.0500 03/25/2048 0.04%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.04%
DR PEPPER SNAPPLE GROUP INC 0.04%
DUKE REALTY CORP 0.04%
ENI SPA 0.04%
EVONIK INDUSTRIES AG 0.04%
EXTENDED STAY AMERICA INC 0.04%
FAURECIA 0.04%
FIAT CHRYSLER AUTOMOBILES NV 0.04%
FONCIERE DES REGIONS 0.04%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.04%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.04%
GSMS 2014-GC24 XA IO 00.8278 09/10/2047 0.04%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.04%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.04%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.04%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.04%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.04%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.04%
HOYA CORP 0.04%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.04%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.04%
IMPAX LABORAT CV 02.0000 06/15/2022 0.04%
INDUSTRIVARDEN AB-A SHS 0.04%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.04%
INSMED INC CV 01.7500 01/15/2025 0.04%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.04%
ISTAR INC 04.5000 CUM CV PFD 0.04%
JACOBS ENGINEERING GROUP INC 0.04%
JPMBB 2014-C19 XA IO 01.1370 04/15/2047 0.04%
KAR AUCTION SERVICES INC 0.04%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.04%
LAMB WESTON HOLDINGS INC 0.04%
LIBERTY MEDI P/P 144A CV 02.1250 03/31/2048 0.04%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.04%
MARUBENI CORP 0.04%
MERCER INTL INC P/P 144A 05.5000 01/15/2026 0.04%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.04%
MITSUI AND CO LTD 0.04%
NABORS IND INC P/P 144A 05.7500 02/01/2025 0.04%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.04%
NAVISTAR INTL CV 04.7500 04/15/2019 0.04%
NIPPON TELEGRAPH & TELEPHONE 0.04%
NN GROUP NV 0.04%
NVR INC 0.04%
PERSIMMON PLC 0.04%
PEUGEOT SA 0.04%
PINNACLE FOODS INC 0.04%
PRINCIPAL FINANCIAL GROUP 0.04%
PROOFPOINT IN CV 00.7500 06/15/2020 0.04%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.04%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.04%
REP OF INDONESIA P/P 144A 05.2500 01/17/2042 0.04%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.04%
RESONA HOLDINGS INC 0.04%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.04%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.04%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.04%
SAINSBURY (J) PLC 0.04%
SAMSUNG ELECTRONICS CO LTD 0.04%
SCORPIO TANKERS INC P/P 144A 02.3750 07/01/2019 0.04%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.04%
SPDR S&P MIDCAP 400 ETF TRST 0.04%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.04%
SWISSCOM AG-REG 0.04%
TAYLOR WIMPEY PLC 0.04%
TEVA PHARMA NE P/P 144A 06.0000 04/15/2024 0.04%
TEVA PHARMA NE P/P 144A 06.7500 03/01/2028 0.04%
THOR INDUSTRIES INC 0.04%
UBS GROUP AG REGS 06.8750 12/29/2049 0.04%
UCB SA 0.04%
UNUM GROUP 0.04%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.04%
VISTEON CORP 0.04%
W.R. GRACE & CO 0.04%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.04%
WFRBS 2011-C3 XA IO P/P 144A 01.3727 03/15/2044 0.04%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.04%
WFRBS 2014-C19 AS 04.2710 03/15/2047 0.04%
WH GROUP LTD 0.04%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.04%
ADECCO GROUP AG-REG 0.03%
ADS INC P/P 144A 05.6250 11/15/2024 0.03%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.03%
AMADEUS IT GROUP SA 0.03%
AMC ENT HOLDIN 06.1250 05/15/2027 0.03%
AMC NETWORKS INC-A 0.03%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.03%
AMGEN INC 02.6000 08/19/2026 0.03%
ARKEMA 0.03%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.03%
ASHTEAD CAPITAL INC P/P 144A 04.1250 08/15/2025 0.03%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.03%
ASSURANT INC 0.03%
AUTONATION INC. 05.5000 02/01/2020 0.03%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.03%
BANK OF AMERICA CORP 0.03%
BERKELEY GROUP HOLDINGS/THE 0.03%
BERRY GLOBAL GROUP INC 0.03%
BIOGEN INC 0.03%
BOOZ ALLEN HAMILTON HOLDINGS 0.03%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.03%
CALIFORNIA RESOURC TL L+475 06.5721 11/17/2022 0.03%
CBS CORP 02.9000 01/15/2027 0.03%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.03%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.03%
CGCMT 2014-GC21 D P/P 144A 04.8356 05/10/2047 0.03%
CHARLES RIVER LABORATORIES 0.03%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.03%
CIMIC GROUP LTD 0.03%
COMM 2012-LC4 XA IO P/P 144A 02.2115 12/10/2044 0.03%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.03%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.03%
CSAIL 2015-C1 C 04.2978 04/15/2050 0.03%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.03%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.03%
DEUTSCHE POST AG-REG 0.03%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.03%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.03%
DISH DBS CORP 05.8750 11/15/2024 0.03%
ELECTROLUX AB-SER B 0.03%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 0.03%
EXTRACTION OIL & GAS P/P 144A 05.6250 02/01/2026 0.03%
FIDELITY NATL CV 04.2500 08/15/2018 0.03%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.03%
FRAC TECH INTL TLB L+475 06.6269 04/16/2021 0.03%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.03%
FXI HOLDINGS INC P/P 144A 07.8750 11/01/2024 0.03%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.03%
GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 0.03%
GLAXOSMITHKLINE PLC 0.03%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.03%
GSMS 2011-GC5 D P/P 144A 05.3987 08/10/2044 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.03%
HERITAGE INS P/P 144A CV 05.8750 08/01/2037 0.03%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.03%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.03%
INDUSTRIAL BANK OF KOREA 0.03%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.03%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.03%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.03%
JPMBB 2014-C24 XA IO 01.0450 11/15/2047 0.03%
JPMBB 2015-C33 XA IO 01.0226 12/15/2048 0.03%
JPMCC 2012-C8 C P/P 144A 04.6065 10/15/2045 0.03%
KCA DEUTAG TL L+525 07.6539 05/16/2020 0.03%
KINGFISHER PLC 0.03%
LIBERTY MEDIA COR-SIRIUSXM A 0.03%
LIVE NATION P/P 144A CV 02.5000 03/15/2023 0.03%
MARKS AND SPENCER LTD 0.03%
MASTEC INC 04.8750 03/15/2023 0.03%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.03%
MERCER INTL INC USD 06.5000 02/01/2024 0.03%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.03%
MSBAM 2012-C6 XA IO P/P 144A 01.6330 11/15/2045 0.03%
MSBAM 2014-C17 XA IO 01.2090 08/15/2047 0.03%
MTW FOODSERVICE ESCR 09.5000 02/15/2024 0.03%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.03%
NESTLE SA-REG 0.03%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.03%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.03%
PARK HOTELS & RESORTS INC 0.03%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.03%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.03%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.03%
REALOGY HOLDINGS CORP 0.03%
RECORDATI SPA 0.03%
REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 0.03%
REINSURANCE GROUP OF AMERICA 0.03%
REPUBLIC OF ARGENTINA USD 05.8750 01/11/2028 0.03%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.03%
ROYAL DUTCH SHELL PLC-B SHS 0.03%
ROYAL MAIL PLC 0.03%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.03%
SERVICE CORP INTERNATIONAL 0.03%
SHIONOGI & CO LTD 0.03%
SM ENERGY CO 06.7500 09/15/2026 0.03%
SPIRIT REALTY CAPITAL INC 0.03%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.03%
STARWOOD PROP TR P/P 144A 04.7500 03/15/2025 0.03%
SWISS RE AG 0.03%
T-MOBILE US INC 0.03%
T-MOBILE USA INC 04.7500 02/01/2028 0.03%
TELSTRA CORP LTD 0.03%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.03%
TENNECO INC 05.3750 12/15/2024 0.03%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.03%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.03%
TOYOTA TSUSHO CORP 0.03%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.03%
TRONOX INC P/P 144A 06.5000 04/15/2026 0.03%
UNITED OVERSEAS BANK LTD 0.03%
US CONCRETE INC 06.3750 06/01/2024 0.03%
VALEANT PHARMA P/P 144A 07.0000 03/15/2024 0.03%
VALEANT PHARMA P/P 144A 09.2500 04/01/2026 0.03%
VMWARE INC 03.9000 08/21/2027 0.03%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.03%
WFRBS 2012-C10 C 04.3828 12/15/2045 0.03%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.03%
WPX ENERGY INC 08.2500 08/01/2023 0.03%
ZEBRA TECHNOLOGIES CORP-CL A 0.03%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.02%
AES CORP/THE 05.5000 04/15/2025 0.02%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.02%
AMC ENT HOLDIN 05.8750 11/15/2026 0.02%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.02%
AMERICAN FINANCIAL GROUP INC 0.02%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.02%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.02%
AMERICAN TOWER CORP 04.0000 06/01/2025 0.02%
ANA HOLDINGS INC 0.02%
APARTMENT INVT & MGMT CO -A 0.02%
APPLE HOSPITALITY REIT INC 0.02%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.02%
ASHTEAD GROUP PLC 0.02%
ASSOCIATED BRITISH FOODS PLC 0.02%
ASSURED GUARANTY LTD 0.02%
ASTELLAS PHARMA INC 0.02%
AVID TECH INC CV 02.0000 06/15/2020 0.02%
BARRATT DEVELOPMENTS PLC 0.02%
BASF SE 0.02%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.02%
BGC PARTNERS INC 05.1250 05/27/2021 0.02%
BRITISH AMERICAN TOBACCO PLC 0.02%
BRIXMOR PROPERTY GROUP INC 0.02%
CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 0.02%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.02%
CARTERS INC 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%
CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 0.02%
CF INDUSTRIES INC 04.9500 06/01/2043 0.02%
CHEMOURS CO 05.3750 05/15/2027 0.02%
CHEMOURS CO 07.0000 05/15/2025 0.02%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.02%
CHIMERA INVESTMENT CORP 0.02%
CHS/COMMUNITY HEALTH SYS 07.1250 07/15/2020 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-CR17 XA IO 01.1184 05/10/2047 0.02%
COMM 2014-CR18 XA IO 01.2120 07/15/2047 0.02%
COMM 2014-LC17 XA IO 00.9405 10/10/2047 0.02%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.02%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.02%
CROWN CASTLE INTL CORP. 05.2500 01/15/2023 0.02%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.02%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.02%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.02%
DNB NOR ASA 0.02%
DOLBY LABORATORIES INC-CL A 0.02%
DOMTAR CORP 0.02%
DYNEGY INC 07.0000 CV PFD 0.02%
ENBRIDGE INC USD 04.2500 12/01/2026 0.02%
ENSCO PLC USD 07.7500 02/01/2026 0.02%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.02%
EQUITY LIFESTYLE PROPERTIES 0.02%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.02%
EUR/USD 06/20/2018 CITI 0.02%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.02%
FORD MOTOR CO 0.02%
FOREST CITY REALTY TRUST- A 0.02%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.02%
FRESENIUS MEDICAL CARE AG & 0.02%
FRONTIER COMM 10.5000 09/15/2022 0.02%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.02%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.02%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.02%
GNMA GII30 OBD1714 03.5000 11/20/2047 0.02%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.02%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.02%
GSMS 2013-GC10 XA IO 01.5489 02/10/2046 0.02%
HCA INC 03.7500 03/15/2019 0.02%
HCA INC 05.2500 06/15/2026 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%
HIGHWOODS PROPERTIES INC 0.02%
HUDSON PACIFIC PROPERTIES IN 0.02%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.02%
HYATT HOTELS CORP - CL A 0.02%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.02%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.02%
ITRON INC P/P 144A 05.0000 01/15/2026 0.02%
JAPAN AIRLINES CO LTD 0.02%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.02%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.02%
JPMBB 2013-C14 C 04.5699 08/15/2046 0.02%
JPMBB 2013-C17 AS 04.4584 01/15/2047 0.02%
JPMCC 2012-LC9 XA IO 01.5592 12/15/2047 0.02%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.02%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.02%
KAO CORP 0.02%
KERRY PROPERTIES LTD 0.02%
KONINKLIJKE AHOLD DELHAIZE N 0.02%
KRATON POLYMERS P/P 144A 10.5000 04/15/2023 0.02%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.02%
LIBERTY PROPERTY TRUST 0.02%
LIONS GATE ENT P/P 144A 05.8750 11/01/2024 0.02%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.02%
LOUISIANA-PACIFIC CORP 04.8750 09/15/2024 0.02%
MACQUARIE GROUP LTD 0.02%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.02%
METRO AG 0.02%
MGM RESORTS INTL 06.6250 12/15/2021 0.02%
MICRON TECH INC P/P 144A 05.2500 01/15/2024 0.02%
MITSUBISHI CHEMICAL HOLDINGS 0.02%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.02%
NEWS CORP - CLASS A 0.02%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.02%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.02%
NRG ENERGY INC 06.6250 01/15/2027 0.02%
O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 0.02%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.02%
OGE ENERGY CORP 0.02%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.02%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.02%
OTSUKA CORP 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%
PETROLEOS MEXICANOS P/P 144A 06.3500 02/12/2048 0.02%
POLA ORBIS HOLDINGS INC 0.02%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.02%
QEP RESOURCES INC 05.6250 03/01/2026 0.02%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.02%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.02%
RENAULT SA 0.02%
REVLON CONS TLB L+350 05.3769 09/07/2023 0.02%
RIO TINTO PLC 0.02%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.02%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.02%
ROCKWELL AUTOMATION INC 0.02%
RTL GROUP 0.02%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.02%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.02%
SERVICEMASTER GLOBAL HOLDING 0.02%
SESI LLC P/P 144A 07.7500 09/15/2024 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%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.02%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.02%
STARWOOD PROPERTY TRUST INC 0.02%
STONE ENERGY CORP 0.02%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.02%
SWEDISH MATCH AB 0.02%
SYNOVUS FINANCIAL CORP 0.02%
TAISEI CORP 0.02%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.02%
TCF FINANCIAL CORP 0.02%
TDK CORP 0.02%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.02%
TENNANT CO 05.6250 05/01/2025 0.02%
TIME WARNER INC 03.8000 02/15/2027 0.02%
TORCHMARK CORP 0.02%
TORO CO 0.02%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.02%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.02%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.02%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.02%
TRIMBLE INC 0.02%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.02%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.02%
UNIVISION TLC5 L+275 04.6269 03/15/2024 0.02%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.02%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.02%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.02%
VALEANT PHARMA P/P 144A 09.0000 12/15/2025 0.02%
VECTREN CORP 0.02%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.02%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 0.02%
WFRBS 2011-C3 D P/P 144A 05.6861 03/15/2044 0.02%
WFRBS 2011-C5 E P/P 144A 05.6714 11/15/2044 0.02%
WFRBS 2011-C5 XA IO P/P 144A 01.7507 11/15/2044 0.02%
WFRBS 2012-C10 D P/P 144A 04.4478 12/15/2045 0.02%
WHITING PETROLEUM C P/P 144A 06.6250 01/15/2026 0.02%
WILLIAMS PARTNERS LP 03.6000 03/15/2022 0.02%
WOOLWORTHS GROUP LTD 0.02%
WPX ENERGY INC 06.0000 01/15/2022 0.02%
WPX ENERGY INC 07.5000 08/01/2020 0.02%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.02%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.02%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.02%
21ST CENTURY FOX AMERICA 07.8500 03/01/2039 0.01%
A SCHULMAN INC 06.8750 06/01/2023 0.01%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
AES CORP/THE 04.5000 03/15/2023 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%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.01%
ALLERGAN PLC 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%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.01%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.01%
AMERICAN EXPRESS CO 04.9000 12/29/2049 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%
ASHLAND GLOBAL HOLDINGS INC 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%
AVAYA HOLDINGS CORP 0.01%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.01%
BAYTEX ENERGY CORP P/P 144A 05.1250 06/01/2021 0.01%
BERRY GLOBAL INC 05.1250 07/15/2023 0.01%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.01%
BGC PARTNERS INC-CL A 0.01%
BIOSCRIP INC 08.8750 02/15/2021 0.01%
BOLIDEN AB 0.01%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.01%
BOYNE USA INC P/P 144A 07.2500 05/01/2025 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%
BRUKER 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%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.01%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.01%
CAS 2016-C05 2M1 03.2215 01/25/2029 0.01%
CBRE SERVICES INC 05.2500 03/15/2025 0.01%
CBS CORP 04.0000 01/15/2026 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%
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 06/15/2027 0.01%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.01%
CINEMARK USA INC 05.1250 12/15/2022 0.01%
CIT GROUP INC 03.8750 02/19/2019 0.01%
CIT GROUP INC. 05.0000 08/15/2022 0.01%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.01%
COLONY NORTHSTAR INC-CLASS A 0.01%
COMCAST CORP 03.9690 11/01/2047 0.01%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.01%
CONTINENTAL RESOURCES INC. 04.5000 04/15/2023 0.01%
CORELOGIC INC 0.01%
CRANE CO 0.01%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 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%
DAIWA SECURITIES GROUP INC 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%
DEUTSCHE LUFTHANSA-REG 0.01%
DGB FINANCIAL GROUP INC 0.01%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.01%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.01%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.01%
EMERA US FINANCE LP 03.5500 06/15/2026 0.01%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.01%
ENERGY TRANSFER EQUITY 05.5000 06/01/2027 0.01%
ENERGY TRANSFER PARTNERS 06.1250 12/15/2045 0.01%
ENGIE 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%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.01%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.01%
FRONTIER COMM 11.0000 09/15/2025 0.01%
GALAXY ENT GRP L 0.01%
GAMING AND LEISURE PROPERTIE 0.01%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.01%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.01%
GEORGIA-PACIFIC LLC 07.7500 11/15/2029 0.01%
GLP CAP LP / FIN II 04.8750 11/01/2020 0.01%
GMAC CAPITAL TRUST I PCT 07.6237 0.01%
GSMS 2013-GC10 AS 03.2790 02/10/2046 0.01%
GSMS 2013-GC12 XA IO 01.5193 06/10/2046 0.01%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.01%
HARVEY NORMAN HOLDINGS LTD 0.01%
HCA INC 05.0000 03/15/2024 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%
HILTON GRAND VACATIONS 0.01%
HONG KONG EXCHANGES & CLEAR 0.01%
HSBC HOLDINGS PLC 0.01%
HUB INTL LTD P/P 144A 07.8750 10/01/2021 0.01%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
INTL CONSOLIDATED AIRLINE-DI 0.01%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 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%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 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 01.0900 12/15/2046 0.01%
JTEKT CORP 0.01%
KAJIMA CORP 0.01%
KEYENCE CORP 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.01%
KINDER MORGAN INC 03.1500 01/15/2023 0.01%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.01%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.01%
LAGARDERE SCA 0.01%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.01%
LENNAR CORP 04.7500 11/15/2022 0.01%
LIBERTY EXPEDIA HOLD-A 0.01%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MEDIPAL HOLDINGS CORP 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%
MFA FINANCIAL INC 0.01%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.01%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.01%
MITSUBISHI ELECTRIC CORP 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%
MSC 2012-C4 AS 03.7730 03/15/2045 0.01%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.01%
NEIMAN MARCUS TL L+325 04.9405 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%
NEXON CO LTD 0.01%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.01%
NISOURCE INC 0.01%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.01%
NOMURA REAL ESTATE HOLDINGS 0.01%
NORTHWEST ACQ/DOMIN P/P 144A 07.1250 11/01/2022 0.01%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 0.01%
NOVA CHEMICALS CORP P/P 144A 04.8750 06/01/2024 0.01%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.01%
NRG ENERGY INC 07.2500 05/15/2026 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OMNICOM GROUP INC 03.6000 04/15/2026 0.01%
OSHKOSH CORP 0.01%
OSHKOSH CORP 05.3750 03/01/2025 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%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.01%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.01%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 0.01%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.01%
PREMIER INC-CLASS A 0.01%
RANDSTAD HOLDING NV 0.01%
RANGE RESOURCES CORP 05.0000 03/15/2023 0.01%
RAYMOND JAMES FINANCIAL INC 0.01%
RIO TINTO FIN USA LTD USD 07.1250 07/15/2028 0.01%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.01%
S&P GLOBAL INC 04.4000 02/15/2026 0.01%
SEMGROUP CORP 06.3750 03/15/2025 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%
SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 0.01%
SINGAPORE AIRLINES LTD 0.01%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.01%
SK HYNIX INC 0.01%
SM ENERGY CO 05.0000 01/15/2024 0.01%
SMC CORP 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%
STATOIL ASA USD 05.1000 08/17/2040 0.01%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.01%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.01%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.01%
STONE ENERGY CORP 07.5000 05/31/2022 0.01%
SUMITOMO MITSUI TRUST HOLDIN 0.01%
SUN HUNG KAI PROPERTIES 0.01%
T-MOBILE USA INC 04.5000 02/01/2026 0.01%
T-MOBILE USA INC 06.6250 04/01/2023 0.01%
T-MOBILE USA INC. 04.0000 04/15/2022 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%
TENNECO INC 05.0000 07/15/2026 0.01%
TESCO PLC 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%
TIME WARNER INC 02.9500 07/15/2026 0.01%
TOPPAN PRINTING CO LTD 0.01%
TOYOTA MOTOR CORP 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%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.01%
USG CORP P/P 144A 05.5000 03/01/2025 0.01%
VALEANT PHARMA P/P 144A 05.5000 11/01/2025 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%
VALERO ENERGY PARTNERS 04.3750 12/15/2026 0.01%
VERIZON COMM 04.5220 09/15/2048 0.01%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.01%
VOESTALPINE AG 0.01%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.01%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.01%
WEATHERFORD INTL LLC P/P 144A 09.8750 03/01/2025 0.01%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.01%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.01%
WEYERHAEUSER CO 07.3750 03/15/2032 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.5798 12/15/2045 0.01%
WFRBS 2012-C6 AS 03.8350 04/15/2045 0.01%
WFRBS 2012-C9 XA IO P/P 144A 01.9102 11/15/2045 0.01%
WFRBS 2013-C15 C 04.4813 08/15/2046 0.01%
WINDSTREAM SRVC / FIN 06.3750 08/01/2023 0.01%
WM MORRISON SUPERMARKETS 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.01%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.01%
WP CAREY INC 0.01%
WP CAREY INC 04.6000 04/01/2024 0.01%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
2.605 R ISWP FWD US0003M P 06/20/2020 0.00%
2.75 R ISWP FWD US0003M P 06/20/2023 0.00%
2.85 R ISWP FWD US0003M P 06/20/2048 0.00%
ABBVIE INC 03.6000 05/14/2025 0.00%
AEGON NV 0.00%
AGRIUM INC USD 05.2500 01/15/2045 0.00%
ALFRESA HOLDINGS CORP 0.00%
ALLY FINANCIAL INC 08.0000 12/31/2018 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%
ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.00%
ASAHI GROUP HOLDINGS LTD 0.00%
AUD/USD 04/18/2018 BANKAM 0.00%
AUD/USD 04/18/2018 SSBT 0.00%
AUSTRALIAN DOLLAR ACCOUNT 0.00%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
BOYD GAMING CORP 06.3750 04/01/2026 0.00%
BP CAPITAL MARKETS PLC USD 04.5000 10/01/2020 0.00%
BRAZILIAN REAL CALL ACCOUNT 0.00%
BRL/USD 07/03/2018 GSFX 0.00%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.00%
CA TXB-VAR PURP 3 07.5000 04/01/2034 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.00%
CELANESE US HOLDINGS LLC 05.8750 06/15/2021 0.00%
CENTURYLINK INC 05.6250 04/01/2020 0.00%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHF/USD 06/20/2018 BCAP-FX 0.00%
CHF/USD 06/20/2018 JPMCB 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 09.0520 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 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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 CG 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.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 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 MS 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 MS 0.00%
CMS ENERGY CORP 08.7500 06/15/2019 0.00%
COMM 2014-CR16 XA IO 01.1628 04/10/2047 0.00%
CONCORDIA INTL P/P 144A 07.0000 04/15/2023 0.00%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.00%
CONTINENTAL RESOURCES 05.0000 09/15/2022 0.00%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.00%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.00%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 05.8750 06/15/2021 0.00%
DKK/USD 06/20/2018 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%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
EMIN RUSSELL 2000 JUN18 RTYM8 0.00%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.00%
ENERGY TRANSFER PARTNERS 05.2000 02/01/2022 0.00%
ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 06/20/2018 BANKAM 0.00%
EUR/USD 06/20/2018 GSFX 0.00%
EUR/USD 06/20/2018 HSBCB 0.00%
EUR/USD 06/20/2018 JPMCB 0.00%
EUR/USD 06/20/2018 RBSF 0.00%
EUR/USD 06/20/2018 SSBT 0.00%
EUR/USD 06/20/2018 UBS 0.00%
FUJITSU LTD 0.00%
GBP/USD 06/20/2018 BANKAM 0.00%
GBP/USD 06/20/2018 GSFX 0.00%
GBP/USD 06/20/2018 SSBT 0.00%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.00%
GETTY IMAGES TLB L+350 04.7500 10/18/2019 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HARTFORD FINL SVCS GRP 08.1250 06/15/2038 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HESS CORP 07.3000 08/15/2031 0.00%
HKD/USD 05/16/2018 BANKAM 0.00%
HKD/USD 05/16/2018 BCAP-FX 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
HOST HOTELS & RESORTS LP 05.2500 03/15/2022 0.00%
HOST HOTELS & RESORTS LP 06.0000 10/01/2021 0.00%
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%
IBERDROLA INTL BV USD 06.7500 07/15/2036 0.00%
ILS/USD 04/18/2018 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%
JAPAN POST BANK CO LTD 0.00%
JPY/USD 05/16/2018 BANKAM 0.00%
JPY/USD 05/16/2018 CITI 0.00%
JPY/USD 05/16/2018 GSFX 0.00%
JPY/USD 05/16/2018 JPMCB 0.00%
JPY/USD 05/16/2018 RBSF 0.00%
JPY/USD 05/16/2018 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%
KOREAN WON CALL ACCOUNT 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LENNAR CORP P/P 144A 05.8750 11/15/2024 0.00%
LENNAR CORPORATION 04.7500 04/01/2021 0.00%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.00%
MEDTRONIC INC 04.3750 03/15/2035 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
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%
MSC 2007-HQ11 AJ 05.5080 02/12/2044 0.00%
MSC 2011-C3 D P/P 144A 05.1557 07/15/2049 0.00%
N TX HWY-TXB-B 06.7180 01/01/2049 0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.00%
NEXT PLC 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 06/20/2018 BCAP-FX 0.00%
NOK/USD 06/20/2018 JPMCB 0.00%
NORTHROP GRUMMAN SYSTEMS 07.8750 03/01/2026 0.00%
NVR INC 03.9500 09/15/2022 0.00%
NZD/USD 04/18/2018 WPAC 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
OH UNIV-TXB-C-BABS 04.9100 06/01/2040 0.00%
PACKAGING CORP OF AMERICA 03.9000 06/15/2022 0.00%
PACTIV LLC 08.3750 04/15/2027 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%
POUND STERLING CALL ACCOUNT 0.00%
POWERWAVE TECHNOLOGIES CV 03.8750 10/01/2027 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%
REPUBLIC SERVICES INC. 03.8000 05/15/2018 0.00%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
S&P MID 400 EMINI JUN18 FAM8 0.00%
S&P500 EMINI FUT JUN18 ESM8 0.00%
SANDRIDGE ENERGY INC 0.00%
SEK/USD 06/20/2018 CSI-FX 0.00%
SGD/USD 05/16/2018 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%
SPRINT CORP 07.2500 09/15/2021 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.00%
SUZUKI MOTOR CORP 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC 06.3750 03/01/2025 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
THE AES CORPORATION 04.8750 05/15/2023 0.00%
THE EURO EUR CALL ACCOUNT 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TOYO SUISAN KAISHA LTD 0.00%
TXU TCEH RIGHTS 0.00%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.00%
US 10YR NOTE (CBT)JUN18 TYM8 0.00%
US 2YR NOTE (CBT) JUN18 TUM8 0.00%
US 5YR NOTE (CBT) JUN18 FVM8 0.00%
US LONG BOND(CBT) JUN18 USM8 0.00%
VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 0.00%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.00%
WALT DISNEY COMPANY/THE 04.3750 08/16/2041 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WESTROCK MWV LLC 07.9500 02/15/2031 0.00%
WFRBS 2014-C19 C 04.6460 03/15/2047 0.00%
YANGZIJIANG SHIPBUILDING 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP -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-.7 2047-01-17 300.0 01/17/2047 CS -0.01%
EUR/USD 06/20/2018 BCAP-FX -0.01%
2.90 R ISWP FWD US0003M P 06/20/2028 -0.04%

Prior top holdings

Top holdings as of 06/30/18
Putnam Retirement Advantage GAA Income Strategies Trust 100.04%
Top holdings as of 05/31/18
Putnam Retirement Advantage GAA Income Strategies Trust 100.04%
Top holdings as of 04/30/18
Putnam Retirement Advantage GAA Income Strategies Trust 100.04%
Top holdings as of 03/31/18
Putnam Retirement Advantage GAA Income Strategies Trust 100.05%