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 $14.55
0.28% | $0.04
$14.57
08/29/18
$13.90
02/08/18
Historical fund price

Fund facts as of 08/31/18

Total net assets
$374.17M
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 08/31/18 1.18 %
YTD as of 09/20/18 1.96 %

Risk-adjusted performance as of 08/31/18

Alpha (3 yrs.) -0.11
Sharpe ratio (3 yrs.) 1.38
Treynor ratio (3 yrs.) 4.45
Information ratio (3 yrs.) 0.60

Volatility as of 08/31/18

Standard deviation (3 yrs.) 4.27%
Beta 1.32
R-squared 0.78

Capture ratio as of 08/31/18

Up-market (3 yrs.) 130.23
Down-market (3 yrs.) 144.90

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

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

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


Holdings

Top holdings as of 08/31/18

Putnam Retirement Advantage GAA Income Strategies Trust 100.04%

Full portfolio holdings as of 06/30/18

FNMA FN30 TBA 03.0000 08/01/2048 2.03%
US TREASURY N/B 02.7500 08/15/2042 1.59%
US TREASURY N/B 01.6250 02/15/2026 1.36%
GNMA GII30 TBA 03.5000 08/01/2048 1.29%
FNMA FN30 TBA 04.0000 07/01/2048 0.99%
ALPHABET INC-CL A 0.95%
FNMA FN30 TBA 04.5000 08/01/2047 0.84%
FNMA FN15 TBA 03.0000 07/01/2033 0.80%
US TREASURY N/B 03.0000 02/15/2047 0.68%
US TREASURY N/B 02.1250 12/31/2022 0.67%
JPMORGAN CHASE & CO 0.64%
GNMA GII30 TBA 03.0000 07/01/2048 0.63%
US TREASURY N/B 04.5000 02/15/2036 0.56%
US TREASURY N/B 02.2500 11/15/2027 0.55%
VERIZON COMMUNICATIONS INC 0.50%
CISCO SYSTEMS INC 0.49%
CITIGROUP INC 0.49%
BOEING CO/THE 0.48%
APPLE INC 0.47%
HOME DEPOT INC 0.47%
NVIDIA CORP 0.44%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.43%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.41%
AMAZON.COM INC 0.37%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.36%
US TREASURY N/B 02.7500 02/15/2024 0.36%
GNMA GII30 TBA 04.0000 07/01/2048 0.33%
MICROSOFT CORP 0.33%
US TREASURY N/B 02.3750 08/15/2024 0.33%
FACEBOOK INC-A 0.32%
FNMA FN30 TBA 03.5000 08/01/2048 0.32%
MICROCHIP TEC CV 01.6250 02/15/2027 0.32%
PEPSICO INC 0.32%
CDX CDX.NA.HY.30 500.0 06/20/2023 0.31%
CITIGROUP INC 04.4500 09/29/2027 0.30%
ORACLE CORP 0.30%
VALERO ENERGY CORP 0.30%
CAS 2017-C05 1M2 04.2911 01/25/2030 0.29%
APPLE INC 04.3750 05/13/2045 0.28%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.27%
JPMBB 2014-C22 XA IO 01.0462 09/15/2047 0.27%
COCA-COLA CO/THE 0.26%
COMM 2015-LC21 XA IO 00.9785 07/10/2048 0.26%
JOHNSON & JOHNSON 0.26%
CAS 2014-C02 1M2 04.6911 05/25/2024 0.25%
CAS 2016-C03 2M2 07.9911 10/25/2028 0.25%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.25%
CGCMT 2014-GC19 X IO 01.3466 03/10/2047 0.24%
CONOCOPHILLIPS 0.24%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.24%
GNMA GII30 AT7632 04.0000 08/20/2046 0.23%
OCCIDENTAL PETROLEUM CORP 0.23%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.22%
ANTHEM INC 0.22%
CAS 2015-C04 2M2 07.6411 04/25/2028 0.21%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.21%
MICRON TECHNO CV 03.0000 11/15/2043 0.21%
WALT DISNEY CO/THE 0.21%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.20%
CAS 2015-C01 1M2 06.3911 02/25/2025 0.20%
DISH NETWORK CV 03.3750 08/15/2026 0.20%
INTUIT INC 0.20%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.20%
MERCK & CO. INC. 0.20%
NORTHROP GRUMMAN CORP 0.20%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.20%
SPST 2018-1 A 02.8613 04/24/2019 0.20%
WEC ENERGY GROUP INC 04.4550 05/15/2067 0.20%
WFHET 2004-2 M1 02.9911 10/25/2034 0.20%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.20%
BRISTOL-MYERS SQUIBB CO 0.19%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.19%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.19%
HALLIBURTON CO 0.19%
MICROSOFT CORP 02.4000 08/08/2026 0.19%
MORGAN STANLEY 0.19%
MSBAM 2013-C13 AS 04.2660 11/15/2046 0.19%
WFRBS 2013-C14 XA IO 00.8843 06/15/2046 0.19%
AMGEN INC 0.18%
BECTON DICKINSON AND CO 06.1250 CUM CV PFD 0.18%
BPCE SA P/P 144A 04.5000 03/15/2025 0.18%
COMM 2014-LC15 XA IO 01.4647 04/10/2047 0.18%
ELI LILLY & CO 0.18%
INTL BUSINESS MACHINES CORP 0.18%
MONDELEZ INTERNATIONAL INC-A 0.18%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.18%
STACR 2014-HQ3 M3 06.8411 10/25/2024 0.18%
CAS 2015-C04 1M2 07.7911 04/25/2028 0.17%
FORD MOTOR CO 0.17%
HONEYWELL INTERNATIONAL INC 0.17%
KINDER MORGAN INC/DELAWA 04.3000 06/01/2025 0.17%
MSC 2016-BNK2 XB IO 00.6795 11/15/2049 0.17%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.17%
AES CORP/THE 05.1250 09/01/2027 0.16%
CAS 2015-C02 1M2 06.0911 05/25/2025 0.16%
DELTA AIR LINES INC 0.16%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.16%
SALESFORCE.COM INC 03.7000 04/11/2028 0.16%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.15%
E*TRADE FINANCIAL CORPORATION 0.15%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.15%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.15%
HESS CORP 08.0000 CV PFD 0.15%
INTEL CORP CV 03.2500 08/01/2039 0.15%
MAPLE ESCROW SUB P/P 144A 04.5970 05/25/2028 0.15%
NETAPP INC 0.15%
SERVICE CORP INTL 04.6250 12/15/2027 0.15%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.15%
SPST 2018-3 A 02.7911 07/24/2019 0.15%
SYSCO CORP 0.15%
TESLA INC CV 01.2500 03/01/2021 0.15%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.15%
WALGREENS BOOTS ALLIANCE INC 0.15%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 0.15%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.14%
CIGNA CORP 0.14%
COGNIZANT TECH SOLUTIONS-A 0.14%
COMM 2014-UBS4 XA IO 01.3585 08/10/2047 0.14%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.14%
GSMS 2014-GC18 XA IO 01.2720 01/10/2047 0.14%
GSMS 2015-GC30 XA IO 01.0068 05/10/2050 0.14%
HUMANA INC 0.14%
MSBAM 2013-C13 XA IO 01.2367 11/15/2046 0.14%
ORACLE CORP 03.2500 11/15/2027 0.14%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.14%
ROSS STORES INC 0.14%
S&P GLOBAL INC 02.9500 01/22/2027 0.14%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.14%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.14%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.14%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.14%
WFRBS 2014-C25 XA IO 01.0536 11/15/2047 0.14%
ABIOMED INC 0.13%
AUTOMATIC DATA PROCESSING 0.13%
CROWN CASTLE INTL CORP 06.8750 CUM CV PFD 0.13%
CWL 2005-8 M4 03.0211 12/25/2035 0.13%
ESTEE LAUDER COMPANIES-CL A 0.13%
HARTFORD FINL SVCS GRP 06.6250 03/30/2040 0.13%
KINDER MORGAN INC 0.13%
LOCKHEED MARTIN CORP 0.13%
MCKESSON CORP 0.13%
PALO ALTO NETWORKS INC 0.13%
PRUDENTIAL FINANCIAL INC 0.13%
REGIONS FINANCIAL CORP 0.13%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.13%
TIFFANY & CO 0.13%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.13%
WFRBS 2014-C22 XA IO 01.0395 09/15/2057 0.13%
WILLIAMS COS INC 0.13%
ARMT 2005-9 5A1 02.6311 11/25/2035 0.12%
BANK OF AMERICA CORP 07.2500 CV PFD 0.12%
BAXTER INTERNATIONAL INC 0.12%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.12%
COMCAST CORP 03.1500 03/01/2026 0.12%
CUMMINS INC 0.12%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.12%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.12%
ENTERGY CORP 0.12%
HP INC 0.12%
HSBC HOLDINGS PLC USD 04.8750 01/14/2022 0.12%
JAZZ INVESTME USD 01.8750 08/15/2021 0.12%
LAM RESEARCH CORP 0.12%
LCCM 2017-LC26 XA IO P/P 144A 01.6889 07/12/2050 0.12%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.12%
LULULEMON ATHLETICA INC 0.12%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.12%
PRICELINE.COM CV 00.3500 06/15/2020 0.12%
PVH CORP 0.12%
RAYTHEON COMPANY 0.12%
REALPAGE INC CV 01.5000 11/15/2022 0.12%
US BANCORP 0.12%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.12%
ABBVIE INC 0.11%
AGILENT TECHNOLOGIES INC 0.11%
AMERIPRISE FINANCIAL INC 0.11%
BOSTON SCIENTIFIC CORP 0.11%
CAPITAL ONE FINANCIAL CORP 0.11%
CARNIVAL CORP 0.11%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.11%
CVS HEALTH CORP 04.7800 03/25/2038 0.11%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.11%
FORTIVE CORPORATION 05.0000 CV PFD 0.11%
GILEAD SCIENCES INC 0.11%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.11%
INGERSOLL-RAND PLC 0.11%
LAS VEGAS SANDS CORP 0.11%
LEAR CORP 03.8000 09/15/2027 0.11%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.11%
MANDATORY EXCH TRUST P/P 144A 05.7500 CV PFD 0.11%
MEDICINES CO CV 02.5000 01/15/2022 0.11%
METLIFE INC 0.11%
MSBAM 2013-C7 XA IO 01.5232 02/15/2046 0.11%
NEWELL BRANDS INC 04.2000 04/01/2026 0.11%
NEXTERA ENERGY INC 06.1230 CV PFD 0.11%
PFIZER INC 0.11%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.11%
RED HAT INC 0.11%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.11%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.11%
REXNORD CORP 05.7500 CUM CV PFD 0.11%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.11%
ROYAL CARIBBEAN CRUISES LTD 0.11%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.11%
SPST 2017-LD1 A 02.8911 11/25/2050 0.11%
STACR 2015-DNA3 M2 04.9411 04/25/2028 0.11%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.11%
AIR LEASE CORP 03.6250 04/01/2027 0.10%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.10%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.10%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.10%
COMCAST CORP 06.5000 11/15/2035 0.10%
COMM 2012-CR1 AM 03.9120 05/15/2045 0.10%
COMM 2014-CR19 XA IO 01.3551 08/10/2047 0.10%
CVS HEALTH CORP 02.8750 06/01/2026 0.10%
DBUBS 2011-LC3A D P/P 144A 05.5154 08/10/2044 0.10%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.10%
ECOLAB INC 03.2500 12/01/2027 0.10%
FIFTH THIRD BANCORP 0.10%
FORTINET INC 0.10%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.10%
GNMA 10000 BE3158 03.5000 11/20/2047 0.10%
GOLDMAN SACHS GROUP INC 0.10%
HCA INC 05.5000 06/15/2047 0.10%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.10%
KLA-TENCOR CORP 0.10%
MICHAEL KORS HOLDINGS LTD 0.10%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.10%
MOODY'S CORPORATION 03.2500 01/15/2028 0.10%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.10%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.10%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.10%
SERVICENOW IN P/P CV 00.0000 06/01/2022 0.10%
SPDR S&P 500 ETF TRUST 0.10%
STANLEY BLACK & DECKER I 05.3750 CV PFD 0.10%
TELADOC INC P/P 144A CV 01.3750 05/15/2025 0.10%
TEXAS INSTRUMENTS INC 0.10%
UBSBB 2012-C2 XA IO P/P 144A 01.4919 05/10/2063 0.10%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.10%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.10%
WFRBS 2012-C10 AS 03.2410 12/15/2045 0.10%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.09%
AT&T INC P/P 144A 04.1000 02/15/2028 0.09%
CAESARS ENTERTAIN CORP CV 05.0000 10/01/2024 0.09%
CENTENE CORP 0.09%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.09%
COLONY STARWO CV 03.5000 01/15/2022 0.09%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.09%
CWL 2004-5 2A 02.5911 10/25/2034 0.09%
DISCOVER FINANCIAL SERVICES 0.09%
F5 NETWORKS INC 0.09%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.09%
GSMS 2013-GC10 AS 03.2790 02/10/2046 0.09%
GSMS 2013-GC13 AS P/P 144A 04.2174 07/10/2046 0.09%
HARTFORD FINANCIAL SVCS GRP 0.09%
HILTON WORLDWIDE HOLDINGS IN 0.09%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.09%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.09%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.09%
LIBERTY EXPEDIA HOLD INC 144A 0.09%
LIVE NATION P/P 144A CV 02.5000 03/15/2023 0.09%
OKTA INC P/P 144A CV 00.2500 02/15/2023 0.09%
OSHKOSH CORP 04.6000 05/15/2028 0.09%
ROCKWELL AUTOMATION INC 0.09%
SEMPRA ENERGY 06.0000 CUM CV PFD 0.09%
SQUARE INC P/P 144A CV 00.5000 05/15/2023 0.09%
STACR 2016-DNA1 M3 07.6411 07/25/2028 0.09%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.09%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.09%
VF CORP 0.09%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.09%
WAMU 2005-AR8 2AC2 03.0111 07/25/2045 0.09%
WASTE MANAGEMENT INC 0.09%
WORKDAY INC P/P 144A CV 00.2500 10/01/2022 0.09%
ALPHABET INC 01.9980 08/15/2026 0.08%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.08%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.08%
CGCMT 2014-GC21 X IO 01.3793 05/10/2047 0.08%
CHENIERE ENERGY INC CV 04.2500 03/15/2045 0.08%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.08%
CINCINNATI BELL INC 06.7500 CUM CV PFD 0.08%
COUPA SOFTW P/P 144A CV 00.3750 01/15/2023 0.08%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.08%
DTE ENERGY CO 06.5000 CV PFD 0.08%
DYCOM IND INC CV 00.7500 09/15/2021 0.08%
EQUITY RESIDENTIAL TR REIT 0.08%
FIDELITY NATIONAL INFO SERV 0.08%
FLEETCOR TECHNOLOGIES INC 0.08%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.08%
GLAXOSMITHKLINE CAP INC 03.8750 05/15/2028 0.08%
GNMA 10000 BC8223 03.5000 11/20/2047 0.08%
HERSHEY CO/THE 0.08%
JPMBB 2013-C14 AS 04.4093 08/15/2046 0.08%
JPMORGAN CHASE FIN CV 00.2500 05/01/2023 0.08%
KRAFT HEINZ FOODS CO 06.8750 01/26/2039 0.08%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.08%
MASTERCARD INC - A 0.08%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.08%
NEWMONT MINING CORP 0.08%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.08%
NOVARTIS AG-REG 0.08%
NRG ENERGY INC 0.08%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.08%
PROOFPOINT IN CV 00.7500 06/15/2020 0.08%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.08%
ROCHE HOLDING AG-GENUSSCHEIN 0.08%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.08%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.08%
SUPERNUS PH P/P 144A CV 00.6250 04/01/2023 0.08%
TWITTER INC CV 01.0000 09/15/2021 0.08%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.08%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.08%
WELLS FARGO & COMPANY 07.5000 CV PFD 0.08%
WESTROCK MWV LLC 08.2000 01/15/2030 0.08%
WYNDHAM DESTINATIONS INC 0.08%
AIR PRODUCTS & CHEMICALS INC 0.07%
AIR TRANSPORT P/P 144A CV 01.1250 10/15/2024 0.07%
AKAMAI TECH P/P 144A CV 00.1250 05/01/2025 0.07%
AMG CAPITAL TRUST II 05.1500 CV PFD 0.07%
APPLIED MATERIALS INC 0.07%
BANK OF AMERICA CORP 03.8240 01/20/2028 0.07%
CARBONITE INC CV 02.5000 04/01/2022 0.07%
CBS CORP 04.6000 01/15/2045 0.07%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.07%
CLOVIS ONCOLOGY INC CV 01.2500 05/01/2025 0.07%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.07%
CONAGRA BRANDS INC 0.07%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.07%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.07%
DELL TECHNOLOGIES INC-CL V 0.07%
DENTSPLY SIRONA INC 0.07%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.07%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.07%
EURONET WORLD CV 01.5000 10/01/2044 0.07%
EVERBRIDGE INC CV 01.5000 11/01/2022 0.07%
FED REPUBLIC OF BRAZIL USD 04.6250 01/13/2028 0.07%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.07%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.07%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.07%
GSMS 2011-GC5 XA IO P/P 144A 01.5158 08/10/2044 0.07%
HUBSPOT INC CV 00.2500 06/01/2022 0.07%
HUNTSMAN CORP 0.07%
IAC FINANCECO P/P 144A CV 00.8750 10/01/2022 0.07%
INTEGRATED DE CV 00.8750 11/15/2022 0.07%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.07%
MOLSON COORS BREWING CO -B 0.07%
MSBAM 2015-C25 XA IO 01.2785 10/15/2048 0.07%
MSC 2016-UB12 XA IO 00.9516 12/15/2049 0.07%
NICE SYS INC CV 01.2500 01/15/2024 0.07%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.07%
ONEOK INC 0.07%
PACKAGING CORP OF AMERICA 0.07%
PALO ALTO NET CV 00.0000 07/01/2019 0.07%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.07%
PROCTER & GAMBLE CO/THE 0.07%
RINGCENTRAL P/P 144A CV 00.0000 03/15/2023 0.07%
ROYAL DUTCH SHELL PLC-B SHS 0.07%
SPRINT CORP 07.8750 09/15/2023 0.07%
T-MOBILE USA INC 05.3750 04/15/2027 0.07%
TOTAL SA 0.07%
UBSBB 2013-C6 XA IO P/P 144A 01.2789 04/10/2046 0.07%
VECTOR GROUP LTD CV 01.7500 04/15/2020 0.07%
WESTERN DI P/P 144A CV 01.5000 02/01/2024 0.07%
WESTROCK CO P/P 144A 03.3750 09/15/2027 0.07%
WEYERHAEUSER CO 0.07%
WFCM 2014-LC16 XA IO 01.5012 08/15/2050 0.07%
WFRBS 2012-C9 AS 03.3880 11/15/2045 0.07%
WHITING PETRO CV 01.2500 04/01/2020 0.07%
ZOETIS INC 0.07%
ALLIANZ SE-REG 0.06%
ALLISON TRANSMISSION HOLDING 0.06%
ALLY FINANCIAL INC 0.06%
AMAZON.COM INC 04.0500 08/22/2047 0.06%
AMEREN CORPORATION 0.06%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.06%
BELDEN INC 06.7500 CV PFD 0.06%
BHP BILLITON LIMITED 0.06%
BIOGEN INC 0.06%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 0.06%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.06%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.06%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.06%
CBRE SERVICES INC 04.8750 03/01/2026 0.06%
CENTERPOINT ENERGY INC 0.06%
CGCMT 2013-GC17 AS 04.5440 11/10/2046 0.06%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.06%
CIENA CORP CV 04.0000 12/15/2020 0.06%
CIT GROUP INC 0.06%
CIT GROUP INC. 05.2500 03/07/2025 0.06%
CITRIX SYSTEM CV 00.5000 04/15/2019 0.06%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.06%
CMS ENERGY CORP 0.06%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.06%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.06%
COMM 2013-CR11 XA IO 01.2793 08/10/2050 0.06%
COMM 2013-LC13 XA IO 01.4230 08/10/2046 0.06%
COMM 2014-CR14 XA IO 00.8764 02/10/2047 0.06%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.06%
CSAIL 2015-C1 C 04.4401 04/15/2050 0.06%
CSMC 2016-NXSR C 04.5081 12/15/2049 0.06%
CYPRESS SEMIC CV 04.5000 01/15/2022 0.06%
DR PEPPER SNAPPLE GROUP INC 0.06%
EMERA US FINANCE LP 04.7500 06/15/2046 0.06%
EQT CORP 03.9000 10/01/2027 0.06%
GREENBRIER C CV 02.8750 02/01/2024 0.06%
GSMS 2014-GC22 XA IO 01.1598 06/10/2047 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%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.06%
INPHI CORP CV 00.7500 09/01/2021 0.06%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.06%
IRONWOOD PHAR CV 02.2500 06/15/2022 0.06%
JPMBB 2014-C25 XA IO 01.1033 11/15/2047 0.06%
JPMCC 2013-C10 XA IO 01.1720 12/15/2047 0.06%
KAMAN CORP CV 03.2500 05/01/2024 0.06%
KANSAS CITY SOUTHERN 0.06%
LINCOLN NATIONAL CORP 0.06%
LOEWS CORP 0.06%
MACQUARIE INFRASTRUCTU CV 02.0000 10/01/2023 0.06%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.06%
NEUROCRINE CV 02.2500 05/15/2024 0.06%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.06%
ON SEMICONDUC CV 01.6250 10/15/2023 0.06%
OWENS CORNING 0.06%
PACIRA PHARMA CV 02.3750 04/01/2022 0.06%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.06%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.06%
TERADYNE INC CV 01.2500 12/15/2023 0.06%
TOLEDO EDISON COMPANY 06.1500 05/15/2037 0.06%
TOTAL SYSTEM SERVICES INC 0.06%
TRANSDIGM INC 06.3750 06/15/2026 0.06%
TWENTY-FIRST CENTURY FOX - B 0.06%
VERTEX PHARMACEUTICALS INC 0.06%
VOCERA COMM P/P 144A CV 01.5000 05/15/2023 0.06%
WAMU 2004-AR13 A2B 02.9711 11/25/2034 0.06%
WAYFAIR INC P/P 144A CV 00.3750 09/01/2022 0.06%
WELLCARE HEALTH PLANS INC 0.06%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.06%
WFCM 2013-LC12 AS 04.4231 07/15/2046 0.06%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.06%
WFRBS 2014-C24 XA IO 01.0323 11/15/2047 0.06%
WYNDHAM DESTINATIONS INC 04.5000 04/01/2027 0.06%
XL GROUP LTD 0.06%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.05%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.05%
AEROJET ROCK CV 02.2500 12/15/2023 0.05%
ALTERYX INC P/P 144A CV 00.5000 06/01/2023 0.05%
AMAZON.COM INC 03.1500 08/22/2027 0.05%
AMDOCS LTD 0.05%
AMERICAN ELECTRIC POWER 0.05%
AMETEK INC 0.05%
AMGEN INC 04.6630 06/15/2051 0.05%
ARCELORMITTAL USD 07.0000 10/15/2039 0.05%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 0.05%
AVERY DENNISON CORP 0.05%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.05%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.05%
BROADRIDGE FINANCIAL SOLUTIO 0.05%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.05%
CA INC 0.05%
CADENCE DESIGN SYS INC 0.05%
CBRE GROUP INC - A 0.05%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.05%
CELANESE CORP-SERIES A 0.05%
CELGENE CORP 0.05%
CGCMT 2012-GC8 XA IO P/P 144A 01.9696 09/10/2045 0.05%
CGCMT 2014-GC23 IO 01.1891 07/10/2047 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%
CITIGROUP INC 03.8870 01/10/2028 0.05%
COMM 2014-CR17 C 04.8978 05/10/2047 0.05%
COMM 2015-CR23 XA IO 01.1112 05/10/2048 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%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.05%
DOLLAR GENERAL CORP 0.05%
ENI SPA 0.05%
EPR PROPERTIES 05.7500 CUM CV PFD 0.05%
EXPEDITORS INTL WASH INC 0.05%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.05%
GNMA GII30 OBD1715 03.5000 11/20/2047 0.05%
GNMA GII30 OBD1716 03.5000 11/20/2047 0.05%
HCP INC 0.05%
HITACHI LTD 0.05%
HUSKY TLB L+300 05.2018 03/28/2025 0.05%
IMM 2004-7 1A1 02.8311 11/25/2034 0.05%
JPMBB 2014-C22 C 04.7103 09/15/2047 0.05%
JPMBB 2014-C24 XA IO 01.1586 11/15/2047 0.05%
JPMCC 2013-LC11 X IO 01.4224 04/15/2046 0.05%
KDDI CORP 0.05%
KONINKLIJKE AHOLD DELHAIZE N 0.05%
MIZUHO FINANCIAL GROUP INC 0.05%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.05%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.05%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.05%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.05%
NUANCE COMM CV 01.2500 04/01/2025 0.05%
NUTANIX INC P/P 144A CV 00.0000 01/15/2023 0.05%
ORACLE CORP 02.6500 07/15/2026 0.05%
OSI SYS INC CV 01.2500 09/01/2022 0.05%
PATRICK INDS P/P 144A CV 01.0000 02/01/2023 0.05%
PBF ENERGY INC-CLASS A 0.05%
RED HAT INC CV 00.2500 10/01/2019 0.05%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.05%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.05%
RLJ LODGING TRUST 01.9500 CUM CV PFD 0.05%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.05%
SERVICENOW CV 00.0000 11/01/2018 0.05%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.05%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.05%
SL GREEN REALTY CORP 0.05%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.05%
SQUARE INC CV 00.3750 03/01/2022 0.05%
STARWOOD PROP TR CV 04.0000 01/15/2019 0.05%
SUMITOMO MITSUI FINANCIAL GR 0.05%
SYNOPSYS INC 0.05%
TOLL BROTHERS INC 0.05%
TTM TECHNOLOGIES INC CV 01.7500 12/15/2020 0.05%
UGI CORP 0.05%
VORNADO REALTY TRUST 0.05%
WFCM 2012-LC5 AS 03.5390 10/15/2045 0.05%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.05%
WIX LTD P/P 144A 00.0000 07/01/2023 0.05%
WRIGHT MEDCL CV 02.0000 02/15/2020 0.05%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.05%
AES CORP 0.04%
AGEAS 0.04%
ALEXANDRIA REAL ESTATE E 07.0000 CUM CV PFD 0.04%
ALTA MESA HLDGS 07.8750 12/15/2024 0.04%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.04%
ANGLO AMER PLC 0.04%
APERGY CORP P/P 144A 06.3750 05/01/2026 0.04%
ARCELORMITTAL 0.04%
ASSURANT INC 0.04%
ASTELLAS PHARMA INC 0.04%
AVAYA TLB L+425 06.3232 12/15/2024 0.04%
AXA SA 0.04%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.04%
BASF SE 0.04%
BERRY GLOBAL GROUP INC 0.04%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.04%
BNP PARIBAS 0.04%
BOOZ ALLEN HAMILTON HOLDINGS 0.04%
BRAND ENERGY TL L+425 06.6108 06/21/2024 0.04%
BRIXMOR PROPERTY GROUP INC 0.04%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.04%
CEMEX SAB DE CV USD 03.7200 03/15/2020 0.04%
CENTRAL JAPAN RAILWAY CO 0.04%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.04%
CIT GROUP INC 05.0000 08/01/2023 0.04%
CK ASSET HOLDINGS LTD 0.04%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.04%
COMM 2012-CR3 D P/P 144A 04.9139 10/15/2045 0.04%
COMM 2012-LC4 AM 04.0630 12/10/2044 0.04%
COVESTRO AG 0.04%
CVS HEALTH CORP 05.0500 03/25/2048 0.04%
DISH DBS CORP 05.8750 11/15/2024 0.04%
DNB NOR ASA 0.04%
DOLLAR TREE INC 0.04%
DUKE REALTY CORP 0.04%
DUN & BRADSTREET CORP 0.04%
EASTMAN CHEMICAL CO 03.8000 03/15/2025 0.04%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.04%
ENEL SPA 0.04%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.04%
EQUINOR ASA 0.04%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.04%
EXACT SCIENCES CORP CV 01.0000 01/15/2025 0.04%
FIAT CHRYSLER AUTOMOBILES NV 0.04%
FINISAR CORP CV 00.5000 12/15/2036 0.04%
FRESENIUS MEDICAL CARE AG & 0.04%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.04%
GALAXY ENT GRP L 0.04%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.04%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.04%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.04%
GREAT LAKES D&D 08.0000 05/15/2022 0.04%
GSMS 2014-GC24 XA IO 00.9530 09/10/2047 0.04%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.04%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.04%
HOYA CORP 0.04%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.04%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.04%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.04%
INFOR US INC 06.5000 05/15/2022 0.04%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.04%
INGREDION INC 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%
ISHARES MSCI TAIWAN ETF 0.04%
ISTAR INC 04.5000 CUM CV PFD 0.04%
ITOCHU CORP 0.04%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.04%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.04%
JPMBB 2013-C17 XA IO 01.0095 01/15/2047 0.04%
KAR AUCTION SERVICES INC 0.04%
KEYSIGHT TECHNOLOGIES IN 0.04%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.04%
LEGAL & GENERAL GROUP PLC 0.04%
LKQ CORP 0.04%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.04%
MANPOWERGROUP INC 0.04%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.04%
MSBAM 2013-C7 XB IO P/P 144A 00.4278 02/15/2046 0.04%
MSC 2012-C4 XA IO P/P 144A 02.2706 03/15/2045 0.04%
MSCI INC 0.04%
MUENCHENER RUECKVER AG-REG 0.04%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.04%
NCHET 2004-2 A4 03.1911 08/25/2034 0.04%
NEVRO CORP CV 01.7500 06/01/2021 0.04%
NIPPON TELEGRAPH & TELEPHONE 0.04%
NORTHERN TRUST CORP 0.04%
ON SEMICONDUC CV 01.0000 12/01/2020 0.04%
ORIX CORP 0.04%
PENTAIR PLC 0.04%
PETROBRAS GLOBAL FIN P/P 144A 05.2990 01/27/2025 0.04%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.04%
PEUGEOT SA 0.04%
PINNACLE FOODS INC 0.04%
PINNACLE WEST CAPITAL 0.04%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.04%
PRINCIPAL FINANCIAL GROUP 0.04%
PULTEGROUP INC. 07.8750 06/15/2032 0.04%
REPSOL SA 0.04%
REPUBLIC SERVICES INC 0.04%
RESONA HOLDINGS INC 0.04%
RIO TINTO PLC 0.04%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.04%
SAINSBURY (J) PLC 0.04%
SANDVIK AB 0.04%
SCORPIO TANKERS INC P/P 144A 02.3750 07/01/2019 0.04%
SEACOR HLDGS CV 03.0000 11/15/2028 0.04%
SESI LLC 07.7500 09/15/2024 0.04%
SIGNET JEWELERS LTD 0.04%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.04%
STACR 2016-HQA2 M3 07.2411 11/25/2028 0.04%
TAYLOR WIMPEY PLC 0.04%
TCP CAP CORP CV 05.2500 12/15/2019 0.04%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.04%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.04%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.04%
TWITTER INC P/P 144A CV 00.2500 06/15/2024 0.04%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.04%
USG CORP P/P 144A 04.8750 06/01/2027 0.04%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.04%
VINCI SA 0.04%
VISTEON CORP 0.04%
VOLVO AB-B SHS 0.04%
W.R. GRACE & CO 0.04%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.04%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.04%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.04%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.04%
WFCM 2012-LC5 XA IO P/P 144A 01.9485 10/15/2045 0.04%
WFCM 2016-LC25 XA IO 01.2249 12/15/2059 0.04%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.04%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.04%
3I GROUP PLC 0.03%
ABN AMRO GROUP NV-CVA 0.03%
ACS ACTIVIDADES 0.03%
ADS INC P/P 144A 05.6250 11/15/2024 0.03%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.03%
ALLERGAN PLC 0.03%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.03%
ALPHA 2 BV P/P 144A 08.7500 06/01/2023 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%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.03%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 0.03%
AMERICAN HOME 4 RENT 0.03%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 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%
ATHENE HOLDING LTD-CLASS A 0.03%
AUTONATION INC. 05.5000 02/01/2020 0.03%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.03%
BERKELEY GROUP HOLDINGS/THE 0.03%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.03%
BLACK KNIGHT INC 0.03%
BWX TECHNOLOGIES INC 0.03%
CALIFORNIA RESOURC TL L+475 06.8379 11/17/2022 0.03%
CANADIAN NATL RESOURCES USD 03.8500 06/01/2027 0.03%
CBS CORP 02.9000 01/15/2027 0.03%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.03%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.03%
CGCMT 2014-GC21 D P/P 144A 04.9959 05/10/2047 0.03%
CHARLES RIVER LABORATORIES 0.03%
COMM 2010-C1 D P/P 144A 06.2854 07/10/2046 0.03%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.03%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.03%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.03%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.03%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.03%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.03%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.03%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.03%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.03%
EAGLECLAW MID TL L+425 06.4211 06/30/2024 0.03%
EMLT 2004-1 M2 03.5161 01/25/2034 0.03%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 0.03%
EVERGY INC 0.03%
EXTENDED STAY AMERICA INC 0.03%
EXTRACTION OIL & GAS P/P 144A 05.6250 02/01/2026 0.03%
FAURECIA 0.03%
FIDELITY NATL CV 04.2500 08/15/2018 0.03%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 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 05.5644 08/10/2044 0.03%
HD SUPPLY HOLDINGS INC 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.03%
HERITAGE INS P/P 144A CV 05.8750 08/01/2037 0.03%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.03%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.03%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.03%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.03%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.03%
HYATT HOTELS CORP - CL A 0.03%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.03%
INSULET CORP P/P 144A CV 01.3750 11/15/2024 0.03%
INTL CONSOLIDATED AIRLINE-DI 0.03%
ITRON INC P/P 144A 05.0000 01/15/2026 0.03%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.03%
JO-ANN STORES 2NDL L+925 11.6038 05/21/2024 0.03%
JONES LANG LASALLE INC 0.03%
JPMBB 2014-C19 XA IO 01.2893 04/15/2047 0.03%
JPMBB 2015-C33 XA IO 01.1717 12/15/2048 0.03%
JPMCC 2012-C8 C P/P 144A 04.7607 10/15/2045 0.03%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 0.03%
MADISON SQUARE GARDEN CO- A 0.03%
MARUBENI CORP 0.03%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.03%
MITSUI AND CO LTD 0.03%
MSBAM 2014-C17 XA IO 01.3553 08/15/2047 0.03%
NABORS IND INC P/P 144A 05.7500 02/01/2025 0.03%
NUANCE COMMUNICATIONS INC 0.03%
OGE ENERGY CORP 0.03%
PARK HOTELS & RESORTS INC 0.03%
PERSIMMON PLC 0.03%
PETROBRAS GLOBAL FINANCE REGS 05.9990 01/27/2028 0.03%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 0.03%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.03%
RALPH LAUREN CORP 0.03%
RECORDATI SPA 0.03%
REP OF INDONESIA P/P 144A 05.2500 01/17/2042 0.03%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.03%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.03%
ROYAL MAIL PLC 0.03%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.03%
SAMSUNG ELECTRONICS CO LTD 0.03%
SERVICEMASTER GLOBAL HOLDING 0.03%
SHIONOGI & CO LTD 0.03%
SM ENERGY CO 06.7500 09/15/2026 0.03%
SPIRIT REALTY CAPITAL INC 0.03%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.03%
SWEDISH MATCH AB 0.03%
SWISSCOM AG-REG 0.03%
TAIWAN SEMICONDUCTOR-SP ADR 0.03%
TDK CORP 0.03%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.03%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.03%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.03%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.03%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.03%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.03%
TOYOTA MOTOR CORP 0.03%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.03%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.03%
TUI AG-DI 0.03%
UCB SA 0.03%
UNITED OVERSEAS BANK LTD 0.03%
VALEANT PHARMA P/P 144A 09.2500 04/01/2026 0.03%
VMWARE INC 03.9000 08/21/2027 0.03%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.03%
WFRBS 2011-C3 XA IO P/P 144A 01.5310 03/15/2044 0.03%
WFRBS 2012-C10 C 04.5268 12/15/2045 0.03%
WFRBS 2014-C19 AS 04.2710 03/15/2047 0.03%
WH GROUP LTD 0.03%
WOOLWORTHS GROUP LTD 0.03%
ZEBRA TECHNOLOGIES CORP-CL A 0.03%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.02%
AECOM 0.02%
AES CORP/THE 05.5000 04/15/2025 0.02%
AMC ENT HOLDIN 05.8750 11/15/2026 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%
AMGEN INC 02.6000 08/19/2026 0.02%
APARTMENT INVT & MGMT CO -A 0.02%
APPLE HOSPITALITY REIT INC 0.02%
ARGENTINE REPUBLIC USD 04.6250 01/11/2023 0.02%
ARKEMA 0.02%
ARRIS INTERNATIONAL PLC 0.02%
ASSOCIATED BRITISH FOODS PLC 0.02%
ATMOS ENERGY CORP 0.02%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.02%
BANK OF AMERICA CORP 0.02%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.02%
BGC PARTNERS INC 05.1250 05/27/2021 0.02%
BGC PARTNERS INC-CL A 0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.02%
BRANDYWINE REALTY TRUST 0.02%
BT GROUP PLC 0.02%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.02%
CABOT CORP 0.02%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.02%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.02%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.02%
CF INDUSTRIES INC 04.9500 06/01/2043 0.02%
CHEMOURS CO 07.0000 05/15/2025 0.02%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.02%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.02%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 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 2014-CR17 XA IO 01.2444 05/10/2047 0.02%
COMM 2014-CR18 XA IO 01.3115 07/15/2047 0.02%
COMM 2014-LC17 XA IO 01.0816 10/10/2047 0.02%
COPA HOLDINGS SA-CLASS A 0.02%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.02%
CSC HOLDINGS LLC 05.2500 06/01/2024 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%
DANAHER CORP 0.02%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.02%
DOMTAR CORP 0.02%
DOUGLAS EMMETT INC 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 07.7500 05/15/2026 0.02%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.02%
EQUITY LIFESTYLE PROPERTIES 0.02%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.02%
EVONIK INDUSTRIES AG 0.02%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.02%
FIRST HAWAIIAN INC 0.02%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.02%
FRAC TECH INTL TLB L+475 06.8435 04/16/2021 0.02%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.02%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.02%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.02%
FRONTIER COMM 10.5000 09/15/2022 0.02%
FXI HOLDINGS INC P/P 144A 07.8750 11/01/2024 0.02%
GAMING AND LEISURE PROPERTIE 0.02%
GARDNER DENVER HOLDINGS INC 0.02%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.02%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.02%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 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 01.6921 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 02/24/2026 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.02%
HIGHWOODS PROPERTIES INC 0.02%
HILL-ROM HOLDINGS INC 0.02%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.02%
HUDSON PACIFIC PROPERTIES IN 0.02%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 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%
JABIL INC 0.02%
JAGGED PEAK ENERGY P/P 144A 05.8750 05/01/2026 0.02%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.02%
JO-ANN STORES TL L+500 07.5094 10/16/2023 0.02%
JPMCC 2012-LC9 XA IO 01.7024 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%
KIRIN HOLDINGS CO LTD 0.02%
LEIDOS HOLDINGS INC 0.02%
LIBERTY MEDIA COR-SIRIUSXM A 0.02%
LIBERTY MEDIA CV 01.0000 01/30/2023 0.02%
LIBERTY PROPERTY TRUST 0.02%
LIFE STORAGE INC 0.02%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.02%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.02%
MACQUARIE GROUP LTD 0.02%
MARINE HARVEST 0.02%
MASTEC INC 04.8750 03/15/2023 0.02%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.02%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.02%
MERCER INTL INC USD 06.5000 02/01/2024 0.02%
MGM RESORTS INTL 06.6250 12/15/2021 0.02%
MITSUBISHI CHEMICAL HOLDINGS 0.02%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.02%
NESTLE SA-REG 0.02%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.02%
NETFLIX INC P/P 144A 05.8750 11/15/2028 0.02%
NEW RESIDENTIAL INVESTMENT 0.02%
NEWS CORP - CLASS A 0.02%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.02%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.02%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.02%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.02%
NRG ENERGY INC 06.6250 01/15/2027 0.02%
NTT DOCOMO INC 0.02%
NVENT ELECTRIC PLC 0.02%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.02%
OTSUKA CORP 0.02%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.02%
PARTNERS GROUP HOLDING AG 0.02%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.02%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.02%
PQ CORP P/P 144A 05.7500 12/15/2025 0.02%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.02%
PROSIEBENSAT.1 MEDIA SE 0.02%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.02%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.02%
QEP RESOURCES INC 05.6250 03/01/2026 0.02%
RACKSPACE HOSTING INC L+300 05.3631 11/03/2023 0.02%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.02%
RAYONIER INC 0.02%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.02%
RENAISSANCERE HOLDINGS LTD 0.02%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.02%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.02%
ROYAL GOLD INC 0.02%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.02%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.02%
SANTANDER CONSUMER USA HOLDI 0.02%
SEALED AIR CORP 0.02%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.02%
SK HYNIX INC 0.02%
SKF AB-B SHARES 0.02%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.02%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.02%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.02%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.02%
STARWOOD PROP TR P/P 144A 04.7500 03/15/2025 0.02%
STARWOOD PROPERTY TRUST INC 0.02%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.02%
SUN COMMUNITIES INC 0.02%
SWISS RE AG 0.02%
SYNOVUS FINANCIAL CORP 0.02%
T-MOBILE US INC 0.02%
T-MOBILE USA INC 04.7500 02/01/2028 0.02%
TAISEI CORP 0.02%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.02%
TELSTRA CORP LTD 0.02%
TENNANT CO 05.6250 05/01/2025 0.02%
TENNECO INC 05.3750 12/15/2024 0.02%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.02%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.02%
TRONOX INC P/P 144A 06.5000 04/15/2026 0.02%
UNIVISION TLC5 L+275 04.8435 03/15/2024 0.02%
US CONCRETE INC 06.3750 06/01/2024 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 07.0000 03/15/2024 0.02%
VALEANT PHARMA P/P 144A 08.5000 01/31/2027 0.02%
VALEANT PHARMA P/P 144A 09.0000 12/15/2025 0.02%
VALIDUS HOLDINGS LTD 0.02%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.02%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.02%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.02%
VISTRA ENERGY CORP 07.0000 CV PFD 0.02%
WABCO HOLDINGS INC 0.02%
WARNER MEDIA LLC 03.8000 02/15/2027 0.02%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 0.02%
WATERS CORP 0.02%
WFRBS 2011-C3 D P/P 144A 05.8471 03/15/2044 0.02%
WFRBS 2011-C5 E P/P 144A 05.8594 11/15/2044 0.02%
WFRBS 2011-C5 XA IO P/P 144A 01.9103 11/15/2044 0.02%
WFRBS 2012-C10 D P/P 144A 04.5918 12/15/2045 0.02%
WILLIAMS PARTNERS LP 03.6000 03/15/2022 0.02%
WPX ENERGY INC 08.2500 08/01/2023 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%
2.75 R ISWP FWD US0003M P 06/20/2023 0.01%
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%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.01%
ABC-MART INC 0.01%
AENA SME SA 0.01%
AES CORP/THE 04.5000 03/15/2023 0.01%
AGNC INVESTMENT CORP 0.01%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.01%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 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%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.01%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.01%
AMERICAN EXPRESS CO 04.9000 12/29/2049 0.01%
ANA HOLDINGS INC 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%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
ASHTEAD GROUP PLC 0.01%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.01%
AVAYA HOLDINGS CORP 0.01%
AXIS CAPITAL HOLDINGS LTD 0.01%
BANK OF AMERICA CORP 06.5000 10/29/2049 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%
BIOSCRIP INC 08.8750 02/15/2021 0.01%
BLUESCOPE STEEL LTD 0.01%
BOLIDEN AB 0.01%
BOYD GAMING CORP P/P 144A 06.0000 08/15/2026 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%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 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 P/P 144A 05.2500 06/01/2026 0.01%
CALPINE CORPORATION 05.7500 01/15/2025 0.01%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.01%
CAS 2014-C03 2M2 04.9911 07/25/2024 0.01%
CAS 2016-C05 2M1 03.4411 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%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.01%
CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 0.01%
CEC ENT INC 08.0000 02/15/2022 0.01%
CENTENE CORP 04.7500 05/15/2022 0.01%
CENTENE CORP 06.1250 02/15/2024 0.01%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 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%
CHEMOURS CO 05.3750 05/15/2027 0.01%
CHEMOURS CO 06.6250 05/15/2023 0.01%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.01%
CIMIC GROUP LTD 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%
COCA-COLA AMATIL LTD 0.01%
COMM 2012-LC4 XA IO P/P 144A 02.3825 12/10/2044 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%
CORELOGIC INC 0.01%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.01%
CROWN CASTLE INTL CORP 03.1500 07/15/2023 0.01%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.01%
CVS HEALTH CORP 04.7500 12/01/2022 0.01%
D.R. HORTON INC 05.7500 08/15/2023 0.01%
DAI NIPPON PRINTING CO LTD 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%
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%
EMPIRE STATE REALTY TRUST-A 0.01%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.01%
ENERGIZER GAMM P/P 144A 06.3750 07/15/2026 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%
EQUINOR ASA USD 05.1000 08/17/2040 0.01%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.01%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.01%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 0.01%
FRONTIER COMM 11.0000 09/15/2025 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%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.01%
GMAC CAPITAL TRUST I PCT 08.1275 0.01%
GSMS 2013-GC12 XA IO 01.5781 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%
HERMES INTERNATIONAL 0.01%
HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 0.01%
HONDA MOTOR CO LTD 0.01%
HONG KONG EXCHANGES & CLEAR 0.01%
HSBC HOLDINGS PLC 0.01%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
INDUSTRIAL BANK OF KOREA 0.01%
INDUSTRIVARDEN AB-A SHS 0.01%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 0.01%
IPSEN 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%
JAPAN AIRLINES CO LTD 0.01%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.01%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.01%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.01%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.01%
JPMBB 2013-C14 C 04.7172 08/15/2046 0.01%
JPMBB 2013-C17 AS 04.4584 01/15/2047 0.01%
JPMCC 2013-C16 XA IO 01.2257 12/15/2046 0.01%
JTEKT CORP 0.01%
KAO CORP 0.01%
KERRY PROPERTIES LTD 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 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 0.01%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.01%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.01%
LENNAR CORP 04.7500 11/15/2022 0.01%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.01%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.01%
LLOYDS BANKING GROUP PLC 0.01%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 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%
MERCER INTL INC P/P 144A 05.5000 01/15/2026 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%
MITSUBISHI UFJ FINANCIAL GRO 0.01%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.01%
MSC 2011-C3 D P/P 144A 05.3267 07/15/2049 0.01%
MSC 2012-C4 AS 03.7730 03/15/2045 0.01%
NEIMAN MARCUS TL L+325 05.2630 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%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.01%
NOMURA REAL ESTATE HOLDINGS 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%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.01%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 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%
PARAMOUNT GROUP INC 0.01%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.01%
PETROBRAS GLOBAL FINANCE REGS 05.2990 01/27/2025 0.01%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.01%
PLATFORM SPECIALTY P/P 144A 05.8750 12/01/2025 0.01%
POLA ORBIS HOLDINGS INC 0.01%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.01%
POPULAR INC 0.01%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.01%
RANDSTAD NV 0.01%
RANGE RESOURCES CORP 05.0000 03/15/2023 0.01%
REVLON CONS TLB L+350 05.5935 09/07/2023 0.01%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.01%
RTL GROUP 0.01%
S&P GLOBAL INC 04.4000 02/15/2026 0.01%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 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%
SM ENERGY CO 05.0000 01/15/2024 0.01%
SM ENERGY CO 06.1250 11/15/2022 0.01%
SM ENERGY CO 06.5000 11/15/2021 0.01%
SMC CORP 0.01%
SONY CORP 0.01%
SPDR S&P MIDCAP 400 ETF TRST 0.01%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 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%
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. 04.0000 04/15/2022 0.01%
TALOS PRODUCTION LLC P/P 144A 11.0000 04/03/2022 0.01%
TAPESTRY INC 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%
TELEDYNE TECHNOLOGIES INC 0.01%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.01%
TESCO PLC 0.01%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.01%
TOPPAN PRINTING CO LTD 0.01%
TRANSDIGM INC 06.5000 05/15/2025 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 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%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.01%
UNIVAR INC 0.01%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 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%
VERIZON COMM 04.5220 09/15/2048 0.01%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.01%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.01%
WAND MERGER CORP P/P 144A 08.1250 07/15/2023 0.01%
WAND MERGER CORP P/P 144A 09.1250 07/15/2026 0.01%
WARNER MEDIA LLC 02.9500 07/15/2026 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 01.7208 12/15/2045 0.01%
WFRBS 2012-C6 AS 03.8350 04/15/2045 0.01%
WFRBS 2012-C9 XA IO P/P 144A 02.0511 11/15/2045 0.01%
WFRBS 2013-C15 C 04.6278 08/15/2046 0.01%
WHITING PETROLEUM C P/P 144A 06.6250 01/15/2026 0.01%
WINDSTREAM SRVC / FIN 06.3750 08/01/2023 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%
WPX ENERGY INC 05.7500 06/01/2026 0.01%
WPX ENERGY INC 06.0000 01/15/2022 0.01%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.01%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
2.875 R ISWP FWD US0003M P 09/19/2020 0.00%
2.95 R ISWP FWD US0003M P 09/19/2028 0.00%
3.00 R ISWP FWD US0003M P 09/19/2048 0.00%
ABBVIE INC 03.6000 05/14/2025 0.00%
AEGON NV 0.00%
ALFRESA HOLDINGS CORP 0.00%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 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%
AT&T INC 03.4000 05/15/2025 0.00%
AT&T INC 04.7500 05/15/2046 0.00%
AUD/USD 07/18/2018 BANKAM 0.00%
AUD/USD 07/18/2018 JPMCB 0.00%
AUSTRALIAN DOLLAR ACCOUNT 0.00%
AVID TECH INC CV 02.0000 06/15/2020 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 10/02/2018 GSFX 0.00%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.00%
CA TXB-VAR PURP 07.5000 04/01/2034 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 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%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.00%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHF/USD 09/19/2018 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 08.8435 01/30/2019 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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-.6 2063-05-11 300.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
COMCAST CORP 03.9690 11/01/2047 0.00%
COMM 2014-CR16 XA IO 01.3138 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%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
DAIWA SECURITIES GROUP INC 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 09/19/2018 CITI 0.00%
DUKE ENERGY CAROLINAS 04.2500 12/15/2041 0.00%
DUKE REALTY LP 03.8750 02/15/2021 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
EMIN RUSSELL 2000 SEP18 RTYU8 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%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 09/19/2018 BANKAM 0.00%
EUR/USD 09/19/2018 BCAP-FX 0.00%
EUR/USD 09/19/2018 GSFX 0.00%
EUR/USD 09/19/2018 HSBCB 0.00%
EUR/USD 09/19/2018 JPMCB 0.00%
EUR/USD 09/19/2018 RBSF 0.00%
EUR/USD 09/19/2018 SSBT 0.00%
EUR/USD 09/19/2018 UBS 0.00%
FUJITSU LTD 0.00%
GBP/USD 09/19/2018 BANKAM 0.00%
GBP/USD 09/19/2018 CITI 0.00%
GBP/USD 09/19/2018 GSFX 0.00%
GBP/USD 09/19/2018 SSBT 0.00%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HELLENIC REPUBLIC REGS 03.0000 02/24/2038 0.00%
HESS CORP 07.3000 08/15/2031 0.00%
HKD/USD 08/16/2018 BANKAM 0.00%
HKD/USD 08/16/2018 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%
IBERDROLA INTL BV USD 06.7500 07/15/2036 0.00%
ILS/USD 07/18/2018 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%
JAPANESE YEN CALL ACCOUNT 0.00%
JPY/USD 08/16/2018 GSFX 0.00%
JPY/USD 08/16/2018 JPMCB 0.00%
JPY/USD 08/16/2018 SSBT 0.00%
KINDER MORGAN ENER PART 03.5000 03/01/2021 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%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LENNAR CORP 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%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.00%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.00%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 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 09/19/2018 BCAP-FX 0.00%
NOK/USD 09/19/2018 JPMCB 0.00%
NORTHROP GRUMMAN SYSTEMS 07.8750 03/01/2026 0.00%
NUTRIEN LTD USD 05.2500 01/15/2045 0.00%
NVR INC 03.9500 09/15/2022 0.00%
NZD/USD 07/18/2018 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%
OMV AG 0.00%
PACKAGING CORP OF AMERICA 03.9000 06/15/2022 0.00%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 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%
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 SEP18 FAU8 0.00%
S&P500 EMINI FUT SEP18 ESU8 0.00%
SANDRIDGE ENERGY INC 0.00%
SEK/USD 09/19/2018 CSI-FX 0.00%
SEK/USD 09/19/2018 JPMCB 0.00%
SEK/USD 09/19/2018 SSBT 0.00%
SGD/USD 08/16/2018 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 05.7500 07/15/2025 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%
TAISHO PHARMACEUTICAL HOLDIN 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%
TXU TCEH RIGHTS 0.00%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.00%
US 10YR NOTE (CBT)SEP18 TYU8 0.00%
US 2YR NOTE (CBT) SEP18 TUU8 0.00%
US 5YR NOTE (CBT) SEP18 FVU8 0.00%
US LONG BOND(CBT) SEP18 USU8 0.00%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.00%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 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%
WM MORRISON SUPERMARKETS 0.00%
YANGZIJIANG SHIPBUILDING 0.00%
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%
EUR/USD 09/19/2018 CITI -0.01%

Prior top holdings

Top holdings as of 08/31/18
Putnam Retirement Advantage GAA Income Strategies Trust 100.04%
Top holdings as of 07/31/18
Putnam Retirement Advantage GAA Income Strategies Trust 100.04%
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%