Putnam Allstate Advisor

Putnam Global Asset Allocation Subaccount

The subaccount seeks a high level of long-term total return consistent with the preservation of capital.

Fund description

The subaccount invests in a wide variety of equity and fixed-incomesecurities, both of U.S. and foreign issuers. It may invest in securitiesin the following four investment categories: U.S. equities, internationalequities, U.S. fixed income, and international fixed income.

Sales story

A globally diversified fund pursuing a balance of growth and income Multiple asset classes: The fund holds a variety of investments in all market conditions to benefit from a wide range of opportunities.Individual securities: The managers select individual stocks and bonds, not other funds, to finely tune the portfolio and avoid overlap in holdings.Active rebalancing: The managers proactively purse opportunities and regularly rebalance the portfolio to maintain a consistent risk profile.

Management team

Daily pricing as of 06/14/19

with optional enhanced death benefits
Unit Value $20.428384 $19.813562
Unit Value Change -0.051271 -0.04981

Lipper ranking ‡ as of 04/30/19

Category: Mixed-Asset Target Alloc Moderate Funds

  Percentile ranking Rank/Funds in category
10 yrs. 7% 9/142
1 yr. 64% 178/278
3 yrs. 24% 60/253
5 yrs. 19% 44/239

International investing involves certain risks, such as currency fluctuations, economic instability, and political developments. Additional risks may be associated with emerging-market securities, including illiquidity and volatility. The fund invests some or all of its assets in small and/or midsize companies. Such investments increase the risk of greater price fluctuations. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. The use of derivatives involves additional risks, such as the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in bonds are subject to certain risks including interest-rate risk, credit risk, and inflation risk. As interest rates rise, the prices of bonds fall. Long-term bonds are more exposed to interest-rate risk than short-term bonds. Unlike bonds, bond funds have ongoing fees and expenses. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.

‡ Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.

Quick facts as of 05/31/19

Fiscal Year End December
Asset Class Putnam Allstate Advisor
Subaccount Status Open to new investors
Number of issues 1327
Turnover (fiscal year end) 132%
Net Assets $124M
Inception Date 02/01/88

Performance

Performance as of 03/31/19

Annualized Performance Last Quarter Year
to Date
1 yr. 3 yrs. 5 yrs. 10 yrs. Life of
subaccount
Restated performance
Unit Value 8.75% 8.75% 1.94% 6.37% 4.58% 10.13% 6.10%
Standardized -0.60% -0.60% -6.93% 1.72% 0.97% 8.35% 4.53%
With optional enhanced death benefit
Unit Value 8.71% 8.71% 1.79% 6.21% 4.42% 9.96% 5.94%
Standardized -0.64% -0.64% -7.08% 1.56% 0.80% 8.17% 4.33%
Actual performance
Unit Value 8.75% 8.75% 1.94% 6.37% 4.58% 10.13% 3.61%
Standardized -0.60% -0.60% -6.93% 1.72% 0.97% 8.35% 0.10%
With optional enhanced death benefit
Unit Value 8.71% 8.71% 1.79% 6.21% 4.42% 9.96% 3.45%
Standardized -0.64% -0.64% -7.08% 1.56% 0.80% 8.17% -0.12%

Annual Performance at NAV

2009 2010 2011 2012 2013 2014 2015 2016 2017 2018
33.52% 13.26% -1.66% 12.77% 18.00% 8.06% -1.08% 5.38% 13.90% -8.42%
With optional enhanced death benefit
33.31% 13.08% -1.81% 12.60% 17.82% 7.89% -1.23% 5.22% 13.73% -8.56%

Restated performance

Monthly as of 05/31/19

Unit Value -1.72%
Standardized -10.34%

YTD as of 06/14/19

Unit Value 9.62%
Standardized 0.20%

With optional enhanced death benefit

Monthly as of 05/31/19

Unit Value -1.72%
Standardized -10.34%

YTD as of 06/14/19

Unit Value 9.54%
Standardized 0.13%

Unit values and performance information shown apply to the specific annuity product listed, not the underlying Putnam Variable Trust fund. This information should not be used by investors who hold an interest in Putnam Variable Trust funds through a different annuity or other variable product. The unit values and performance of other variable products that offer Putnam Variable Trust funds may be higher or lower due to product charges and expenses or other factors.

Data is historical. Past performance is no guarantee of future results. More recent returns may be less or more than those shown. Investment return and principal value will fluctuate, and you may have a gain or a loss when you sell your units.

Returns shown for the subaccounts for periods before their inception are derived from the historical performance of the underlying fund, adjusted to reflect the mortality, expense risk, and surrender charges applicable to this product and do not factor in the annual $30 contract maintenance fee. Additional riders and options for insurance-related charges will increase expenses and lower returns. Please see the prospectus for details. For a portion of the period, subaccounts may have limited expenses, without which returns would have been lower.

Variable annuities are long-term investments designed for retirement purposes. Putnam Capital Manager products are flexible-premium variable annuities held by Talcott Resolution Life, Inc., Simsbury, CT.

Putnam Allstate variable annuities are flexible-premium deferred variable annuities issued by Allstate Life Insurance Company (Allstate Life); underwritten by Allstate Distributors, L.L.C., both of Northbrook, IL; and sold through registered representatives or bank employees who are licensed insurance agents. Please check for availability in your specific state.

These policies have limitations and are sold by prospectus only. The prospectus contains details on the variable annuity, the subaccounts, contract features, fees, expenses, and other pertinent information.

Investors should carefully consider the investment objectives, risks, charges, and expenses of a fund before investing. For a prospectus containing this and other information for any variable annuity or variable life product that invests in Putnam Variable Trust funds, contact your financial advisor for a contract prospectus and prospectus for the underlying funds. You may also call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277. Read the prospectuses carefully before investing.

For the most recent month-end performance, please call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277.

International investing involves certain risks, such as currency fluctuations, economic instability, and political developments. Additional risks may be associated with emerging-market securities, including illiquidity and volatility. The fund invests some or all of its assets in small and/or midsize companies. Such investments increase the risk of greater price fluctuations. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. The use of derivatives involves additional risks, such as the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in bonds are subject to certain risks including interest-rate risk, credit risk, and inflation risk. As interest rates rise, the prices of bonds fall. Long-term bonds are more exposed to interest-rate risk than short-term bonds. Unlike bonds, bond funds have ongoing fees and expenses. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.

Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.

Risk Characteristics as of 04/30/19

Avg. Eff. Maturity 7.25
Avg. Price --
Avg. Eff. Duration 1.58
Avg. Coupon --
Avg. Yield to Maturity --
Alpha (%) --
Beta --
R Squared --
Standard Deviation (3 yrs.) 7.32

Holdings

Top 10 holdings as of 04/30/19

Fhlmc Fh30g G08795 03.0000 01/01/2048 2.13%
Gnma Gii30 Ma4652 03.5000 08/20/2047 2.05%
Alphabet 1.97%
JPMorgan Chase 1.48%
Cisco Systems 1.20%
Apple 1.13%
Fhlmc Fh30g G08814 04.0000 05/01/2048 1.11%
Boeing 1.10%
Chevron 1.09%
Citigroup 1.09%
Top 10 holdings, total: 14.35%

Full Portfolio Holdings as of 03/31/19

CGPUTQL2 R US0003M P 11/26/19 CI 5.43%
US 5YR NOTE (CBT) JUN19 FVM9 4.95%
E-MINI RUSS 2000 JUN19 RTYM9 4.02%
FNMA FN30 MA3238 03.5000 01/01/2048 2.91%
GNMA GII30 MA4652 03.5000 08/20/2047 2.10%
US ULTRA BOND CBT JUN19 WNM9 2.09%
ALPHABET INC-CL A 1.99%
CDX CDX.NA.IG.32 100.0 06/20/2024 1.74%
CDX CDX.NA.HY.32 500.0 06/20/2024 1.40%
JPMORGAN CHASE & CO 1.37%
CISCO SYSTEMS INC 1.21%
VERIZON COMMUNICATIONS INC 1.16%
BOEING CO/THE 1.15%
FHLMC FH30G G08814 04.0000 05/01/2048 1.13%
APPLE INC 1.10%
CHEVRON CORP 1.06%
CITIGROUP INC 1.03%
AMAZON.COM INC 1.02%
FNMA FN15 AL9468 03.0000 12/01/2031 1.02%
ORACLE CORP 0.99%
INTL BUSINESS MACHINES CORP 0.98%
HOME DEPOT INC 0.95%
MICROSOFT CORP 0.94%
STARBUCKS CORP 0.92%
FNMA FN30 TBA 06.0000 04/01/2049 0.84%
ADOBE INC 0.81%
FNMA FN30 TBA 04.5000 04/01/2049 0.81%
US LONG BOND(CBT) JUN19 USM9 0.81%
COCA-COLA CO/THE 0.78%
GNMA GII30 MA4837 03.5000 11/20/2047 0.72%
LOWES COMPANIES INC 0.72%
JOHNSON & JOHNSON 0.70%
US 2YR NOTE (CBT) JUN19 TUM9 0.66%
FNMA FN30 BH5117 04.0000 08/01/2047 0.65%
MEDTRONIC PLC 0.64%
ABBOTT LABORATORIES 0.63%
AMGEN INC 0.60%
FACEBOOK INC-CLASS A 0.59%
PEPSICO INC 0.59%
CONOCOPHILLIPS 0.58%
MERCK & CO. INC. 0.56%
INTUIT INC 0.54%
HONEYWELL INTERNATIONAL INC 0.50%
XILINX INC 0.50%
LOCKHEED MARTIN CORP 0.47%
NXP SEMICONDUCTORS NV 0.46%
AUTOMATIC DATA PROCESSING 0.45%
WALGREENS BOOTS ALLIANCE INC 0.45%
MONDELEZ INTERNATIONAL INC-A 0.42%
METLIFE INC 0.41%
MORGAN STANLEY 0.40%
WALMART INC 0.39%
DELTA AIR LINES INC 0.37%
BOOKING HOLDINGS INC 0.36%
EXELON CORP 0.36%
UNITED CONTINENTAL HOLDINGS 0.36%
PROCTER & GAMBLE CO/THE 0.35%
VALERO ENERGY CORP 0.35%
ABBVIE INC 0.33%
LYONDELLBASELL INDU-CL A 0.33%
PHILLIPS 66 0.33%
BROADCOM INC 0.30%
CUMMINS INC 0.30%
PFIZER INC 0.30%
SYSCO CORP 0.30%
BIOGEN INC 0.29%
AGILENT TECHNOLOGIES INC 0.28%
FORTINET INC 0.28%
WASTE MANAGEMENT INC 0.28%
INGERSOLL-RAND PLC 0.27%
KLA-TENCOR CORP 0.27%
PRUDENTIAL FINANCIAL INC 0.27%
ROSS STORES INC 0.27%
CAPITAL ONE FINANCIAL CORP 0.26%
NORFOLK SOUTHERN CORP 0.26%
PUBLIC SERVICE ENTERPRISE GP 0.25%
E*TRADE FINANCIAL CORPORATION 0.24%
FNMA FN30 AS7003 03.0000 04/01/2046 0.24%
MCKESSON CORP 0.24%
SYNCHRONY FINANCIAL 0.24%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.23%
OMNICOM GROUP 0.23%
UNITEDHEALTH GROUP INC 0.23%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.22%
DARDEN RESTAURANTS INC 0.22%
HILTON WORLDWIDE HOLDINGS IN 0.22%
ROCHE HOLDING AG-GENUSSCHEIN 0.22%
AFLAC INC 0.21%
AMERIPRISE FINANCIAL INC 0.21%
CITIZENS FINANCIAL GROUP 0.21%
GILEAD SCIENCES INC 0.21%
DISCOVER FINANCIAL SERVICES 0.20%
MARATHON PETROLEUM CORP 0.20%
CITIGROUP INC 03.8870 01/10/2028 0.19%
ELI LILLY & CO 0.19%
FREEPORT-MCMORAN INC 0.19%
GOLDMAN SACHS GROUP INC 0.19%
HARTFORD FINANCIAL SVCS GRP 0.19%
HERSHEY CO/THE 0.19%
ROCKWELL AUTOMATION INC 0.19%
WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 0.19%
ALLERGAN PLC 0.18%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.18%
CENTENE CORP 0.18%
FNMA FN30 BC2733 03.0000 05/01/2046 0.18%
CARDINAL HEALTH INC 0.17%
COMERICA INC 0.17%
F5 NETWORKS INC 0.17%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.17%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.17%
TOTAL SA 0.17%
ALLIANZ SE-REG 0.16%
CADENCE DESIGN SYS INC 0.16%
CENTERPOINT ENERGY INC 0.16%
FOOT LOCKER INC 0.16%
GLAXOSMITHKLINE PLC 0.16%
HCA HEALTHCARE INC 0.16%
NRG ENERGY INC 0.16%
BROADRIDGE FINANCIAL SOLUTIO 0.15%
CF INDUSTRIES HOLDINGS INC 0.15%
DELL TECHNOLOGIES -C 0.15%
ELECTRONIC ARTS INC 0.15%
FNMA FN30 BH7058 03.5000 12/01/2047 0.15%
INTEL CORP 0.15%
MOLSON COORS BREWING CO -B 0.15%
MORGAN STANLEY 03.6250 01/20/2027 0.15%
RIO TINTO PLC 0.15%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.15%
AES CORP 0.14%
AGNC INVESTMENT CORP 0.14%
ALLSTATE CORP 0.14%
KEYSIGHT TECHNOLOGIES IN 0.14%
LAS VEGAS SANDS CORP 0.14%
LINCOLN NATIONAL CORP 0.14%
NOVARTIS AG-REG 0.14%
PACKAGING CORP OF AMERICA 0.14%
AMETEK INC 0.13%
AT&T INC 04.1000 02/15/2028 0.13%
AVALONBAY COMMUNITIES INC 0.13%
BRISTOL-MYERS SQUIBB CO 0.13%
CENTRAL JAPAN RAILWAY CO 0.13%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.13%
DISCOVERY INC - A 0.13%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.13%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.13%
PINNACLE WEST CAPITAL 0.13%
SPST 2018-1 A 03.3811 04/24/2019 0.13%
CK ASSET HOLDINGS LTD 0.12%
ENI SPA 0.12%
FNMA FN30 AS7154 03.0000 05/01/2046 0.12%
HITACHI LTD 0.12%
IMPERIAL BRANDS PLC 0.12%
LEGAL & GENERAL GROUP PLC 0.12%
MACQUARIE GROUP LTD 0.12%
VOLVO AB-B SHS 0.12%
BERRY GLOBAL GROUP INC 0.11%
CBRE GROUP INC - A 0.11%
CDW CORP/DE 0.11%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.11%
DOVER CORP 0.11%
EVERGY INC 0.11%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.11%
HERMES INTERNATIONAL 0.11%
HOYA CORP 0.11%
HUNTSMAN CORP 0.11%
IBM CORP 01.8750 08/01/2022 0.11%
KONINKLIJKE AHOLD DELHAIZE N 0.11%
L OREAL 0.11%
LEAR CORP 0.11%
MIZUHO FINANCIAL GROUP INC 0.11%
PARTNERS GROUP HOLDING AG 0.11%
PEUGEOT SA 0.11%
SUMITOMO MITSUI FINANCIAL GR 0.11%
TRIPADVISOR INC 0.11%
UGI CORP 0.11%
XEROX CORP 0.11%
ZEBRA TECHNOLOGIES CORP-CL A 0.11%
ALPHABET INC 03.6250 05/19/2021 0.10%
AMGEN INC 03.4500 10/01/2020 0.10%
APPLE INC 02.1000 05/06/2019 0.10%
ASTELLAS PHARMA INC 0.10%
COCA-COLA EUROPEAN PARTNERS 0.10%
EQUINOR ASA 0.10%
HD SUPPLY HOLDINGS INC 0.10%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.10%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.10%
NESTLE SA-REG 0.10%
NEW RESIDENTIAL INVESTMENT 0.10%
PROLOGIS INC 0.10%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.10%
REPUBLIC SERVICES INC 0.10%
SANDVIK AB 0.10%
SHIONOGI & CO LTD 0.10%
SONY CORP 0.10%
SPST 2018-3 A 03.1811 07/24/2019 0.10%
VICI PROPERTIES INC 0.10%
WELLS FARGO & CO 0.10%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.10%
ZOETIS INC 0.10%
ACS ACTIVIDADES 0.09%
ALLISON TRANSMISSION HOLDING 0.09%
AMADEUS IT GROUP SA 0.09%
ANGLO AMER PLC 0.09%
ASPEN TECHNOLOGY INC 0.09%
AVIVA PLC 0.09%
BASF SE 0.09%
DEVON ENERGY CORP 0.09%
DUKE REALTY CORP 0.09%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.09%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.09%
HANG SENG BANK LTD 0.09%
JUNIPER NETWORKS INC 0.09%
LLOYDS BANKING GROUP PLC 0.09%
MASIMO CORP 0.09%
ORIX CORP 0.09%
PERSIMMON PLC 0.09%
ROYAL DUTCH SHELL PLC-B SHS 0.09%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.09%
SL GREEN REALTY CORP 0.09%
STEEL DYNAMICS INC 0.09%
TAISEI CORP 0.09%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.09%
UNUM GROUP 0.09%
VISTRA ENERGY CORP 0.09%
ABN AMRO GROUP NV-CVA 0.08%
AENA SME SA 0.08%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.08%
ASHTEAD GROUP PLC 0.08%
ATHENE HOLDING LTD-CLASS A 0.08%
BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 0.08%
BRIXMOR PROPERTY GROUP INC 0.08%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.08%
CVS HEALTH CORP 04.7800 03/25/2038 0.08%
CWALT 2006-OA10 4A1 02.6755 08/25/2046 0.08%
CWALT 2006-OA7 1A2 03.3365 06/25/2046 0.08%
DEUTSCHE TELEKOM AG-REG 0.08%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.08%
ENDESA S.A. 0.08%
ENEL SPA 0.08%
EXXON MOBIL CORP 0.08%
GNMA GII30 4246 06.5000 09/20/2038 0.08%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.08%
HOLOGIC INC 0.08%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.08%
INTL CONSOLIDATED AIRLINE-DI 0.08%
KAR AUCTION SERVICES INC 0.08%
KINDER MORGAN INC 03.1500 01/15/2023 0.08%
MARUBENI CORP 0.08%
MEDICAL PROPERTIES TRUST INC 0.08%
MICROSOFT CORP 03.7000 08/08/2046 0.08%
MITSUI AND CO LTD 0.08%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.08%
NIELSEN HOLDINGS PLC 0.08%
ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 0.08%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.08%
PENTAIR PLC 0.08%
RESONA HOLDINGS INC 0.08%
SANOFI 0.08%
STORE CAPITAL CORP 0.08%
TELENOR ASA 0.08%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.08%
VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 0.08%
AMAZON.COM INC 03.1500 08/22/2027 0.07%
APPLE INC 04.3750 05/13/2045 0.07%
BT GROUP PLC 0.07%
CAMDEN PROPERTY TRUST 0.07%
CAS 2015-C04 2M2 08.0355 04/25/2028 0.07%
COMCAST CORP 03.9690 11/01/2047 0.07%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.07%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.07%
ELANCO ANIMAL HEALTH P/P 144A 04.9000 08/28/2028 0.07%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.07%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.07%
JONES LANG LASALLE INC 0.07%
NINTENDO CO LTD 0.07%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.07%
ORACLE CORPORATION 02.2500 10/08/2019 0.07%
RECKITT BENCKISER GROUP PLC 0.07%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.07%
SPST 2018-8 A 03.1811 02/24/2020 0.07%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.07%
TOYOTA MOTOR CORP 0.07%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.07%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.07%
UPM-KYMMENE OYJ 0.07%
VERIZON COMM 04.3290 09/21/2028 0.07%
WOLTERS KLUWER 0.07%
3I GROUP PLC 0.06%
AMAZON.COM INC 03.3000 12/05/2021 0.06%
ARRIS INTERNATIONAL PLC 0.06%
ASSOCIATED BRITISH FOODS PLC 0.06%
AT&T INC 04.7500 05/15/2046 0.06%
BLACK KNIGHT INC 0.06%
BLUESCOPE STEEL LTD 0.06%
BP PLC 0.06%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.06%
CAPGEMINI SE 0.06%
CARLSBERG AS-B 0.06%
CIGNA CORP P/P 144A 03.7500 07/15/2023 0.06%
CIGNA HOLDING CO 04.5000 03/15/2021 0.06%
CISCO SYSTEMS INC 02.2000 02/28/2021 0.06%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.06%
CSMC 2016-NXSR C 04.3615 12/15/2049 0.06%
EBAY INC 0.06%
ECOLAB INC 03.2500 12/01/2027 0.06%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.06%
FAURECIA 0.06%
FNMA FN40 BF0171 04.0000 01/01/2057 0.06%
GAMING AND LEISURE PROPERTIE 0.06%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.06%
GNMA GII30 4581 06.5000 11/20/2039 0.06%
HEALTHCARE TRUST OF AME-CL A 0.06%
HILL-ROM HOLDINGS INC 0.06%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.06%
JAPAN AIRLINES CO LTD 0.06%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.06%
KDDI CORP 0.06%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.06%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.06%
MICROSOFT CORP 01.5500 08/08/2021 0.06%
MITSUBISHI CORP 0.06%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.06%
NTT DATA CORP 0.06%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.06%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.06%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.06%
ORACLE CORP 02.5000 10/15/2022 0.06%
PBF ENERGY INC-CLASS A 0.06%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.06%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.06%
SPIRIT REALTY CAPITAL INC 0.06%
SPST 2018-5 A 03.1811 09/24/2019 0.06%
SWEDBANK AB - A SHARES 0.06%
TAYLOR WIMPEY PLC 0.06%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.06%
TPAT 2018-SL1 A P/P 144A 03.0899 01/25/2046 0.06%
VERTEX PHARMACEUTICALS INC 0.06%
VIACOM INC 04.5000 03/01/2021 0.06%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.06%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.06%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.05%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.05%
ANALOG DEVICES INC 02.8500 03/12/2020 0.05%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.05%
ARKEMA 0.05%
AT&T INC 0.05%
AUTONATION INC. 05.5000 02/01/2020 0.05%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.05%
BP CAP MARKETS AMERICA 03.1190 05/04/2026 0.05%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.05%
CAS 2016-C01 1M2 09.2355 08/25/2028 0.05%
CELANESE CORP 0.05%
CHARLES RIVER LABORATORIES 0.05%
CHEMED CORP 0.05%
CITIGROUP INC 02.6500 10/26/2020 0.05%
COMM 2012-LC4 C 05.5393 12/10/2044 0.05%
COSTAR GROUP INC 0.05%
COVESTRO AG 0.05%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.05%
CSX CORP 04.1000 03/15/2044 0.05%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.05%
EAST WEST BANCORP INC 0.05%
ENCOMPASS HEALTH CORP 0.05%
EQUINIX INC 0.05%
EQUITY LIFESTYLE PROPERTIES 0.05%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.05%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.05%
EXTENDED STAY AMERICA INC 0.05%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 0.05%
GNMA GII30 4269 06.5000 10/20/2038 0.05%
HIGHWOODS PROPERTIES INC 0.05%
HUMANA INC 0.05%
HYATT HOTELS CORP 04.8500 03/15/2026 0.05%
ILLUMINA INC 0.05%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.05%
KEURIG DR PEPPER INC P/P 144A 04.5970 05/25/2028 0.05%
LIBERTY PROPERTY TRUST 0.05%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.05%
NCHET 2003-4 M1 03.6105 10/25/2033 0.05%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.05%
NOVO NORDISK A/S-B 0.05%
POPULAR INC 0.05%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.05%
PROOFPOINT INC 0.05%
REINSURANCE GROUP OF AMERICA 0.05%
SALESFORCE.COM INC 03.7000 04/11/2028 0.05%
SCENTRE GROUP 0.05%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.05%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.05%
SOFTBANK GROUP CORP 0.05%
SPST 2017-LD1 A 03.2855 11/25/2050 0.05%
SUN HUNG KAI PROPERTIES 0.05%
TELEPHONE AND DATA SYSTEMS 0.05%
TELSTRA CORP LTD 0.05%
UCB SA 0.05%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.05%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.05%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.05%
AIR LEASE CORP 02.5000 03/01/2021 0.04%
ALFRESA HOLDINGS CORP 0.04%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.04%
AMERICAN FINANCIAL GROUP INC 0.04%
ARCELORMITTAL 0.04%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.04%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.04%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.04%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.04%
BROOKFIELD PROPERTY REIT I-A 0.04%
CAPRI HOLDINGS LTD 0.04%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 0.04%
CHEVRON CORP 01.5610 05/16/2019 0.04%
CITIGROUP INC 04.4500 09/29/2027 0.04%
CK HUTCHISON HOLDINGS LTD 0.04%
CLP HOLDINGS LTD 0.04%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.04%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.04%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.04%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.04%
DIAGEO INVESTMENT CORP 08.0000 09/15/2022 0.04%
DOUGLAS EMMETT INC 0.04%
DUKE ENERGY CORP 03.1500 08/15/2027 0.04%
ENERGY TRANSFER OPERATNG 05.8750 01/15/2024 0.04%
EOG RESOURCES INC 02.6250 03/15/2023 0.04%
EQUINOR ASA USD 05.1000 08/17/2040 0.04%
FAST RETAILING CO LTD 0.04%
FIAT CHRYSLER AUTOMOBILES NV 0.04%
FISERV INC 04.2000 10/01/2028 0.04%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.04%
GENTING SINGAPORE LTD 0.04%
HENDERSON LAND DEVELOPMENT 0.04%
HONEYWELL INTL 03.8120 11/21/2047 0.04%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.04%
HUDSON PACIFIC PROPERTIES IN 0.04%
LEAR CORP 03.8000 09/15/2027 0.04%
LIBERTY MEDIA COR-SIRIUSXM A 0.04%
MERCK & CO INC 03.7000 02/10/2045 0.04%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.04%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.04%
MORGAN STANLEY 02.6500 01/27/2020 0.04%
NIPPON TELEGRAPH & TELEPHONE 0.04%
NTT DOCOMO INC 0.04%
OMV AG 0.04%
OUTFRONT MEDIA INC 0.04%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.04%
PEARSON PLC 0.04%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.04%
PFIZER INC 01.7000 12/15/2019 0.04%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.04%
RAYTHEON COMPANY 0.04%
RAYTHEON COMPANY 02.5000 12/15/2022 0.04%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.04%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.04%
SOUTH32 LTD 0.04%
SPRINT CORP 07.8750 09/15/2023 0.04%
STOCKLAND 0.04%
SUMITOMO CHEMICAL CO LTD 0.04%
SWEDISH MATCH AB 0.04%
TELEDYNE TECHNOLOGIES INC 0.04%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.04%
TUI AG-DI 0.04%
UBSBB 2012-C3 C P/P 144A 05.0317 08/10/2049 0.04%
WATERS CORP 0.04%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.04%
WINTRUST FINANCIAL CORP 0.04%
AES CORP/THE 05.5000 04/15/2025 0.03%
AIR LEASE CORP 04.6250 10/01/2028 0.03%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.03%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.03%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.03%
ALPHABET INC 01.9980 08/15/2026 0.03%
ANHEUSER-BUSCH CO/IN P/P 144A 03.6500 02/01/2026 0.03%
APACHE CORPORATION 03.2500 04/15/2022 0.03%
APPLE HOSPITALITY REIT INC 0.03%
APPLE INC 03.4500 05/06/2024 0.03%
ARC PROP OPER PART L 04.6000 02/06/2024 0.03%
BANDAI NAMCO HOLDINGS INC 0.03%
BANK LEUMI LE-ISRAEL 0.03%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.03%
BAXTER INTERNATIONAL INC 0.03%
BEMIS COMPANY 0.03%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.03%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.03%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.03%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.03%
CAS 2016-C02 1M2 08.4855 09/25/2028 0.03%
CBS CORP 04.2000 06/01/2029 0.03%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.03%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.03%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.03%
CIMIC GROUP LTD 0.03%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.03%
CIT GROUP INC. 05.2500 03/07/2025 0.03%
CITIGROUP INC 03.6680 07/24/2028 0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.03%
COLRUYT SA 0.03%
COMM 2014-UBS6 C 04.4585 12/10/2047 0.03%
COMM 2014-UBS6 XA IO 00.9441 12/10/2047 0.03%
COMMONWEALTH EDISON CO 05.9000 03/15/2036 0.03%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.03%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.03%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.03%
CROWN RESORTS LTD 0.03%
CVS HEALTH CORP 04.7500 12/01/2022 0.03%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.03%
DEUTSCHE BOERSE AG 0.03%
ECOLAB INC 04.3500 12/08/2021 0.03%
ENBRIDGE INC USD 04.2500 12/01/2026 0.03%
EQUINIX INC 05.3750 05/15/2027 0.03%
FHR 3065 DC 12.4088 03/15/2035 0.03%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.03%
FNR 2018-86 DS IO 03.6145 12/25/2048 0.03%
FUJITSU LTD 0.03%
GALAXY ENT GRP L 0.03%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.03%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.03%
HESS CORP 07.3000 08/15/2031 0.03%
HOCHTIEF AG 0.03%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.03%
JAZZ PHARMACEUTICALS PLC 0.03%
KAJIMA CORP 0.03%
KERING 0.03%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.03%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.03%
LONDON STOCK EXCHANGE GROUP 0.03%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.03%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.03%
MEDIPAL HOLDINGS CORP 0.03%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.03%
MIRVAC GROUP 0.03%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.03%
MORGAN STANLEY 04.3750 01/22/2047 0.03%
NAVISTAR INTL TLB L+350 05.8900 11/06/2024 0.03%
NEXT PLC 0.03%
ORACLE CORP 05.3750 07/15/2040 0.03%
PFIZER INC 03.0000 12/15/2026 0.03%
PULTEGROUP INC 0.03%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.03%
SAIL 2004-10 A10 03.3855 11/25/2034 0.03%
SAINSBURY (J) PLC 0.03%
SAMI 2007-AR7 1A1 03.3355 05/25/2047 0.03%
SARTORIUS STEDIM BIOTECH 0.03%
SCHRODERS PLC 0.03%
SERVICE CORP INTL 05.3750 05/15/2024 0.03%
SERVICEMASTER GLOBAL HOLDING 0.03%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.03%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.03%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.03%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.03%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.03%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.03%
STRAUMANN HOLDING AG-REG 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
SWISSCOM AG-REG 0.03%
TARGA RESOURCES PART 05.0000 01/15/2028 0.03%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.03%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.03%
VOLKSWAGEN AG PFD 0.03%
WAMU 2005-AR12 1A8 04.0163 10/25/2035 0.03%
WAMU 2005-AR9 A1C3 03.4455 07/25/2045 0.03%
WARNER MEDIA LLC 02.9500 07/15/2026 0.03%
WEINGARTEN REALTY INVESTORS 0.03%
WESCO INTERNATIONAL INC 0.03%
WESTROCK MWV LLC 08.2000 01/15/2030 0.03%
WEYERHAEUSER CO 07.3750 03/15/2032 0.03%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.03%
WFRBS 2013-C15 D P/P 144A 04.4721 08/15/2046 0.03%
YANGZIJIANG SHIPBUILDING 0.03%
ZOETIS INC 03.9000 08/20/2028 0.03%
ABC-MART INC 0.02%
AES CORP/THE 05.1250 09/01/2027 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.02%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.02%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.02%
ANNALY CAPITAL MANAGEMENT IN 0.02%
APPLE INC 02.0000 05/06/2020 0.02%
APPLE INC 03.8500 05/04/2043 0.02%
ARISTOCRAT LEISURE LTD 0.02%
AT&T INC 04.3500 03/01/2029 0.02%
AVAYA TLB L+425 06.7775 12/15/2024 0.02%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.02%
BERKELEY GROUP HOLDINGS/THE 0.02%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.02%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.02%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.02%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.02%
BOLIDEN AB 0.02%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.02%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
CALPINE CORPORATION 05.7500 01/15/2025 0.02%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.02%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.02%
CAS 2015-C01 1M2 06.7855 02/25/2025 0.02%
CAS 2016-C01 2M2 09.4355 08/25/2028 0.02%
CAS 2016-C04 1M2 06.7355 01/25/2029 0.02%
CBS CORP 02.9000 01/15/2027 0.02%
CBS CORP 04.6000 01/15/2045 0.02%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.02%
CENTENE CORP 04.7500 05/15/2022 0.02%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
CINEMARK USA INC 04.8750 06/01/2023 0.02%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.02%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.02%
CMLTI 2005-2 1A2A 04.9126 05/25/2035 0.02%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.02%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.02%
COMCAST CORP 06.5000 11/15/2035 0.02%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.02%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.02%
COMM 2014-CR17 C 04.7622 05/10/2047 0.02%
COMM 2014-CR17 XA IO 01.0502 05/10/2047 0.02%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.02%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.02%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.02%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.02%
CROWN CASTLE INTL CORP 03.1500 07/15/2023 0.02%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.02%
CURTISS-WRIGHT CORP 0.02%
CWALT 2005-27 1A1 02.5276 08/25/2035 0.02%
DEUTSCHE POST AG-REG 0.02%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.02%
DIGITAL DELTA HLDG 03.4000 10/01/2020 0.02%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.02%
DISH DBS CORP 05.8750 11/15/2024 0.02%
DOLBY LABORATORIES INC-CL A 0.02%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.02%
ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 0.02%
EQT CORP 03.9000 10/01/2027 0.02%
EQUINOR ASA USD 02.9000 11/08/2020 0.02%
EVONIK INDUSTRIES AG 0.02%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.02%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.02%
FNR 2006-8 HP 15.4532 03/25/2036 0.02%
FNR 2007-53 SP 15.0865 06/25/2037 0.02%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.02%
FRONTIER COMM 11.0000 09/15/2025 0.02%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.02%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.02%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.02%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.02%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.02%
GLENCORE PLC 0.02%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.02%
GNR 2012-141 WI IO 03.5000 11/20/2041 0.02%
GNR 2015-H26 DI IO 01.8910 10/20/2065 0.02%
GNR 2016-H16 EI IO 02.2094 06/20/2066 0.02%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.02%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.02%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.02%
GREAT LAKES D&D 08.0000 05/15/2022 0.02%
GSMS 2013-GC16 D P/P 144A 05.3113 11/10/2046 0.02%
GSMS 2014-GC22 C 04.6895 06/10/2047 0.02%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.02%
HKT TRUST AND HKT LTD-SS 0.02%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.02%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.02%
HSBC HOLDINGS PLC 0.02%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.02%
HUSKY TLB L+300 05.4930 03/28/2025 0.02%
INDUSTRIA DE DISENO TEXTIL 0.02%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.02%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.02%
ITRON INC P/P 144A 05.0000 01/15/2026 0.02%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JPMBB 2013-C15 C 05.2072 11/15/2045 0.02%
JPMBB 2014-C22 C 04.5605 09/15/2047 0.02%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.02%
KBC GROUP NV 0.02%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.02%
KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 0.02%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.02%
KONINKLIJKE PHILIPS NV 0.02%
L3 TECHNOLOGIES INC 04.4000 06/15/2028 0.02%
LBMLT 2004-1 A2 03.2855 02/25/2034 0.02%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.02%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.02%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.02%
MARATHON PETRO CORP 06.5000 03/01/2041 0.02%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.02%
MEREDITH CORP 06.8750 02/01/2026 0.02%
MICROSOFT CORP 05.3000 02/08/2041 0.02%
MITSUBISHI CHEMICAL HOLDINGS 0.02%
MITSUBISHI GAS CHEMICAL CO 0.02%
MITSUBISHI UFJ LEASE & FINAN 0.02%
MONCLER SPA 0.02%
MOWI ASA 0.02%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.02%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.02%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.02%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.02%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.02%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
NRG ENERGY INC 06.6250 01/15/2027 0.02%
NUTRIEN LTD USD 04.1250 03/15/2035 0.02%
NUTRIEN LTD USD 04.2000 04/01/2029 0.02%
NUTRIEN LTD USD 05.2500 01/15/2045 0.02%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.02%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.02%
OSHKOSH CORP 04.6000 05/15/2028 0.02%
OSHKOSH CORP 05.3750 03/01/2025 0.02%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.02%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.02%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.02%
POLA ORBIS HOLDINGS INC 0.02%
PPSI 2004-WCW2 M3 03.5355 10/25/2034 0.02%
PROSIEBENSAT.1 MEDIA SE 0.02%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.02%
PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 0.02%
PULTEGROUP INC 05.5000 03/01/2026 0.02%
PULTEGROUP INC. 07.8750 06/15/2032 0.02%
RANDSTAD NV 0.02%
RAYTHEON COMPANY 04.8750 10/15/2040 0.02%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.02%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.02%
RWE AG 0.02%
S&P GLOBAL INC 02.9500 01/22/2027 0.02%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.02%
SG HOLDINGS CO LTD 0.02%
SHIMIZU CORP 0.02%
SIEMENS HEALTH 0.02%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.02%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.02%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.02%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.02%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.02%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.02%
T-MOBILE USA INC 05.3750 04/15/2027 0.02%
TAPESTRY INC 0.02%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.02%
TENET HEALTHCARE 06.0000 10/01/2020 0.02%
THERMO FISHER SCIENTIFIC INC 0.02%
TRANSDIGM INC 06.3750 06/15/2026 0.02%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.02%
TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 0.02%
UNILEVER PLC 0.02%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.02%
USG CORP P/P 144A 04.8750 06/01/2027 0.02%
USI INC/NY P/P 144A 06.8750 05/01/2025 0.02%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.02%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.02%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.02%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.02%
WFCM 2013-LC12 AS 04.2867 07/15/2046 0.02%
WFCM 2013-LC12 C 04.2867 07/15/2046 0.02%
WFRBS 2011-C2 D P/P 144A 05.6525 02/15/2044 0.02%
WFRBS 2011-C3 D P/P 144A 05.6839 03/15/2044 0.02%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.02%
WP CAREY INC 04.6000 04/01/2024 0.02%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.02%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
AEGON NV 0.01%
ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 0.01%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.01%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 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%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 0.01%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.01%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.01%
ANTERO RESOURCES 05.3750 11/01/2021 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
APERGY CORP 06.3750 05/01/2026 0.01%
ARCELORMITTAL USD 07.0000 10/15/2039 0.01%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.01%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.01%
AVAYA HOLDINGS CORP 0.01%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.01%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 0.01%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 0.01%
BAUSCH HLTH COS INC P/P 144A 05.8750 05/15/2023 0.01%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.01%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.01%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BERRY GLOBAL INC 05.1250 07/15/2023 0.01%
BERRY GLOBAL INC 05.5000 05/15/2022 0.01%
BMW US CAPITAL LLC P/P 144A 02.8000 04/11/2026 0.01%
BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 0.01%
BOMBARDIER INC P/P 144A 07.8750 04/15/2027 0.01%
BOYD GAMING CORP 06.3750 04/01/2026 0.01%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
BROTHER INDUSTRIES LTD 0.01%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.01%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.01%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.01%
CALIFORNIA RESOURC TL L+475 07.0365 12/31/2022 0.01%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.01%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.01%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2014-C02 1M2 05.0855 05/25/2024 0.01%
CAS 2014-C03 2M2 05.3855 07/25/2024 0.01%
CAS 2014-C04 1M2 07.3855 11/25/2024 0.01%
CAS 2015-C02 1M2 06.4855 05/25/2025 0.01%
CAS 2015-C03 2M2 07.4855 07/25/2025 0.01%
CBS CORP 04.0000 01/15/2026 0.01%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.01%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.01%
CEC ENT INC 08.0000 02/15/2022 0.01%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.01%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.01%
CENTENE CORP 06.1250 02/15/2024 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CGCMT 2012-GC8 XA IO P/P 144A 01.7886 09/10/2045 0.01%
CHEMOURS CO 05.3750 05/15/2027 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.01%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.01%
CIT GROUP INC 05.0000 08/01/2023 0.01%
CITIGROUP INC 04.7500 05/18/2046 0.01%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.01%
CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 0.01%
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 CS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.01%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 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 GS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
COCA-COLA AMATIL LTD 0.01%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.01%
COMM 2013-CR11 XA IO 00.9530 08/10/2050 0.01%
COMM 2014-CR20 XA IO 01.1151 11/10/2047 0.01%
COMM 2014-LC17 XA IO 00.8933 10/10/2047 0.01%
COMSTOCK RESOURCES P/P 144A 09.7500 08/15/2026 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.01%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.01%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.01%
DAIWA SECURITIES GROUP INC 0.01%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.01%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DEUTSCHE LUFTHANSA-REG 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DNB NOR ASA 0.01%
ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 0.01%
ENSCO PLC USD 07.7500 02/01/2026 0.01%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
EUTELSAT COMMUNICATIONS 0.01%
FEDEX CORP 02.6250 08/01/2022 0.01%
FHR 2990 LB 10.5974 06/15/2034 0.01%
FHR 3072 SM 04.2533 11/15/2035 0.01%
FHR 3249 PS 14.0786 12/15/2036 0.01%
FHR 3408 EK 15.7988 04/15/2037 0.01%
FHR 3829 AS IO 04.4663 03/15/2041 0.01%
FIDELITY NATIONAL INFORM 03.0000 08/15/2026 0.01%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.01%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.01%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.01%
FNR 2005-75 GS 12.7935 08/25/2035 0.01%
FOX CORP P/P 144A 04.0300 01/25/2024 0.01%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.01%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.01%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GATES GLOBAL TLB L+275 05.2724 03/31/2024 0.01%
GBP/USD CALL 1.37 20190726 BANKAM 0.01%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.01%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.01%
GMAC CAPITAL TRUST I PCT 08.4687 0.01%
GNMA GII30 3987 06.5000 05/20/2037 0.01%
GNMA GII30 4018 06.5000 08/20/2037 0.01%
GNMA GII30 4171 06.5000 06/20/2038 0.01%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.01%
GNR 2013-99 AS IO 03.5623 06/20/2043 0.01%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.01%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.01%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.01%
GREIF INC P/P 144A 06.5000 03/01/2027 0.01%
GSMS 2006-GG8 X IO P/P 144A 00.8707 11/10/2039 0.01%
GSMS 2015-GC30 XA IO 00.8526 05/10/2050 0.01%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.01%
HCA INC 05.0000 03/15/2024 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HCA INC 05.5000 06/15/2047 0.01%
HIKARI TSUSHIN INC 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.01%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.01%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 0.01%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.01%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
IPSEN 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 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%
JO-ANN STORES 2NDL L+925 11.7272 05/21/2024 0.01%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.01%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.01%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.01%
JPY/USD 05/15/2019 CITI 0.01%
JXTG HOLDINGS INC 0.01%
KERRY PROPERTIES LTD 0.01%
KEURIG DR PEPPER INC P/P 144A 04.4170 05/25/2025 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 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 05.4000 09/01/2044 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.01%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 0.01%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.01%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.01%
MASTEC INC 04.8750 03/15/2023 0.01%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MERCK & CO INC 02.9000 03/07/2024 0.01%
MGM RESORTS INTL 06.6250 12/15/2021 0.01%
MITSUBISHI MOTORS CORP 0.01%
MLMI 2005-A2 A2 04.4466 02/25/2035 0.01%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.01%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.01%
MSBAM 2013-C12 XA IO 00.6158 10/15/2046 0.01%
MSBAM 2014-C17 XA IO 01.1892 08/15/2047 0.01%
NABORS INDUSTRIES INC. 05.7500 02/01/2025 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.01%
NCI BUILDING SYS INC P/P 144A 08.0000 04/15/2026 0.01%
NEIMAN MARCUS TL L+325 05.7631 10/25/2020 0.01%
NETFLIX INC 04.8750 04/15/2028 0.01%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 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%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.01%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
ORACLE CORP 02.6500 07/15/2026 0.01%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 0.01%
PAR PHARMA INC P/P 144A 07.5000 04/01/2027 0.01%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.01%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.01%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.01%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.01%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.01%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.01%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.01%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.01%
PIGEON CORP 0.01%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.01%
PQ CORP P/P 144A 05.7500 12/15/2025 0.01%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.01%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.01%
QORVO INC P/P 144A 05.5000 07/15/2026 0.01%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.01%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.01%
REGENCY ENERGY P 04.5000 11/01/2023 0.01%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.01%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.01%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.01%
REVLON CONS TLB L+350 06.1275 09/07/2023 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
ROBERTSHAW TL 2L L+800 10.5000 02/28/2026 0.01%
ROBERTSHAW US HOLDING L+350 06.0000 02/28/2025 0.01%
RTL GROUP 0.01%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SAFRAN SA 0.01%
SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 0.01%
SERVICE CORP INTL 04.6250 12/15/2027 0.01%
SERVICE CORP INTL 05.3750 01/15/2022 0.01%
SESI LLC 07.7500 09/15/2024 0.01%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.01%
SIKA AG-REG 0.01%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.01%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.01%
SM ENERGY CO 05.0000 01/15/2024 0.01%
SM ENERGY CO 06.7500 09/15/2026 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.01%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.01%
SPRINGLEAF FINANCE CORP 06.1250 05/15/2022 0.01%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.01%
SPRINT CORP 07.2500 09/15/2021 0.01%
STARWOOD PROP TR 04.7500 03/15/2025 0.01%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.01%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.01%
SUZUKI MOTOR CORP 0.01%
SWIRE PROPERTIES LTD 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
T-MOBILE USA INC 06.3750 03/01/2025 0.01%
TAKEDA PHARMACEUTIC-SP ADR 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TENNANT CO 05.6250 05/01/2025 0.01%
THE AES CORPORATION 04.8750 05/15/2023 0.01%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.01%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.01%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.01%
TRANSDIGM INC 06.5000 07/15/2024 0.01%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.01%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.01%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.01%
UAL 2007 PASS TRUST 06.6360 07/02/2022 0.01%
UBSBB 2012-C4 XA IO P/P 144A 01.6374 12/10/2045 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%
US CONCRETE INC 06.3750 06/01/2024 0.01%
USA COMPRESSION PART 06.8750 04/01/2026 0.01%
USG CORP P/P 144A 05.5000 03/01/2025 0.01%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.01%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.01%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.01%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.01%
VMWARE INC 03.9000 08/21/2027 0.01%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.01%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.01%
WBCMT 2005-C21 D 05.2380 10/15/2044 0.01%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.01%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.01%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.01%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.01%
WESFARMERS LTD 0.01%
WESTROCK MWV LLC 07.9500 02/15/2031 0.01%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.01%
WFMBS 2006-AR2 1A1 04.8869 03/25/2036 0.01%
WFRBS 2011-C5 XA IO P/P 144A 01.7338 11/15/2044 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.5622 12/15/2045 0.01%
WFRBS 2012-C9 XA IO P/P 144A 01.8819 11/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
WH GROUP LTD 0.01%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.01%
WPX ENERGY INC 05.7500 06/01/2026 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.01%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 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%
2.50 R ISWP FWD US0003M P 06/19/2024 0.00%
2.55 R ISWP FWD US0003M P 06/19/2021 0.00%
2.65 R ISWP FWD US0003M P 06/19/2029 0.00%
2.80 R ISWP FWD US0003M P 06/19/2049 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
ADVANZ PHARMA CORP 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AGL ENERGY LTD 0.00%
ALTA MESA HLDGS 07.8750 12/15/2024 0.00%
ALTRIA GROUP INC. 09.2500 08/06/2019 0.00%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
APARTMENT INVT & MGMT CO -A 0.00%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.00%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.00%
AUD/USD 04/17/2019 BANKAM 0.00%
AUD/USD 04/17/2019 CITI 0.00%
AUD/USD 04/17/2019 CSI-FX 0.00%
AUD/USD 04/17/2019 GSFX 0.00%
AUD/USD 04/17/2019 HSBCB 0.00%
AUD/USD 04/17/2019 RBSF 0.00%
AUD/USD 04/17/2019 SSBT 0.00%
AUD/USD 04/17/2019 UBS 0.00%
AUD/USD 04/17/2019 WPAC 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 0.00%
BACM 2004-4 XC IO P/P 144A 00.3283 07/10/2042 0.00%
BACM 2004-5 XC IO P/P 144A 00.4451 11/10/2041 0.00%
BACM 2007-1 XW IO 00.0000 01/15/2049 0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.00%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.00%
BAUSCH HLTH COS INC P/P 144A 05.7500 08/15/2027 0.00%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.00%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.00%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.00%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.00%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.00%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.00%
BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.2693 12/11/2038 0.00%
CAD/USD 04/17/2019 BANKAM 0.00%
CAD/USD 04/17/2019 BCAP-FX 0.00%
CAD/USD 04/17/2019 CITI 0.00%
CAD/USD 04/17/2019 HSBCB 0.00%
CAD/USD 04/17/2019 JPMCB 0.00%
CAD/USD 04/17/2019 RBSF 0.00%
CAD/USD 04/17/2019 UBS 0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CAS 2016-C05 2M1 03.8355 01/25/2029 0.00%
CBRE SERVICES INC 05.2500 03/15/2025 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.00%
CD 2007-CD4 XW IO P/P 144A 00.6141 12/11/2049 0.00%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.4723 10/15/2049 0.00%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.00%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.00%
CHEMOURS CO 06.6250 05/15/2023 0.00%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.00%
CHF/USD 06/19/2019 JPMCB 0.00%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 0.00%
CIT GROUP INC. 05.0000 08/15/2022 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.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 CS 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 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 ML 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 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CNH/USD 05/15/2019 HSBCB 0.00%
COLES GROUP LTD 0.00%
COMM 2006-C8 XS IO P/P 144A 00.4515 12/10/2046 0.00%
COMM 2014-CR18 XA IO 01.1446 07/15/2047 0.00%
COMMSCOPE FIN LLC P/P 144A 05.5000 03/01/2024 0.00%
COMMSCOPE FIN LLC P/P 144A 06.0000 03/01/2026 0.00%
CPG INTL TL L+375 06.6330 05/05/2024 0.00%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.00%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 0.00%
CROWN AMER/CAP 04.7500 02/01/2026 0.00%
CSMC 2007-C2 AX IO P/P 144A 00.0144 01/15/2049 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
DCP MIDSTREAM OPERATING 05.3750 07/15/2025 0.00%
DENBURY RESOURCES P/P 144A 07.5000 02/15/2024 0.00%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.00%
DISH NETWORK CV 03.3750 08/15/2026 0.00%
DKK/USD 06/19/2019 CITI 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.00%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 0.00%
ENERGY TRANSFER OPERATNG 05.5000 06/01/2027 0.00%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.00%
EQUINIX INC 05.8750 01/15/2026 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 06/19/2019 BANKAM 0.00%
EUR/USD 06/19/2019 BCAP-FX 0.00%
EUR/USD 06/19/2019 CITI 0.00%
EUR/USD 06/19/2019 CSI-FX 0.00%
EUR/USD 06/19/2019 GSFX 0.00%
EUR/USD 06/19/2019 HSBCB 0.00%
EUR/USD 06/19/2019 JPMCB 0.00%
EUR/USD 06/19/2019 RBSF 0.00%
EUR/USD 06/19/2019 SSBT 0.00%
EUR/USD 06/19/2019 UBS 0.00%
EUR/USD 06/19/2019 WPAC 0.00%
FNR 2006-46 OC PO 00.0000 06/25/2036 0.00%
FRAC TECH INTL TLB L+475 07.2430 04/16/2021 0.00%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.00%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.00%
GBP/USD 06/19/2019 BANKAM 0.00%
GBP/USD 06/19/2019 HSBCB 0.00%
GBP/USD 06/19/2019 JPMCB 0.00%
GBP/USD 06/19/2019 SSBT 0.00%
GBP/USD CALL 1.47 20190726 BANKAM 0.00%
GECMC 2007-C1 XC IO P/P 144A 00.0041 12/10/2049 0.00%
GENON 939CER907 0.00%
GENON ENERGY/NRG AMER 09.3923 12/01/2023 0.00%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.00%
GNMA GII30 4401 06.5000 03/20/2039 0.00%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HKD/USD 05/15/2019 BCAP-FX 0.00%
HOLOGIC INC P/P 144A 04.3750 10/15/2025 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.00%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.00%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
ISTAR INC. 05.2500 09/15/2022 0.00%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
JAGGED PEAK ENERGY 05.8750 05/01/2026 0.00%
JPMCC 05-CB12 X1 IO P/P 144A 00.5022 09/12/2037 0.00%
JPMCC 2006-LDP8 X IO 00.2852 05/15/2045 0.00%
JPMCC 2007-LDPX X IO 00.0069 01/15/2049 0.00%
JPY/USD 05/15/2019 BANKAM 0.00%
JPY/USD 05/15/2019 BCAP-FX 0.00%
JPY/USD 05/15/2019 CSI-FX 0.00%
JPY/USD 05/15/2019 GSFX 0.00%
JPY/USD 05/15/2019 HSBCB 0.00%
JPY/USD 05/15/2019 JPMCB 0.00%
JPY/USD 05/15/2019 RBSF 0.00%
JPY/USD 05/15/2019 SSBT 0.00%
JPY/USD 05/15/2019 UBS 0.00%
KANSAI ELECTRIC POWER CO INC 0.00%
KCA DEUTAG US FIN LLC L+675 09.5530 03/21/2023 0.00%
KEANE GROUP TLB L+375 06.3125 05/25/2025 0.00%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 0.00%
LBUBS 2005-C7 XCL IO P/P 144A 00.3186 11/15/2040 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.6862 09/15/2039 0.00%
LENNAR CORP 05.8750 11/15/2024 0.00%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.00%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.00%
MERCER INTL INC USD 05.5000 01/15/2026 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
MEZZ 2005-C3 X IO P/P 144A 05.8927 05/15/2044 0.00%
MEZZ 2006-C4 X IO P/P 144A 05.4233 07/15/2045 0.00%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MLMT 2004-KEY2 XC IO P/P 144A 00.8919 08/12/2039 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 0.00%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.00%
MWO HOLDINGS LLC 0.00%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.00%
NETFLIX INC P/P 144A 06.3750 05/15/2029 0.00%
NETFLIX INC. P/P 144A 05.8750 11/15/2028 0.00%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.00%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.00%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.00%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.00%
NOK/USD 06/19/2019 BANKAM 0.00%
NOK/USD 06/19/2019 CITI 0.00%
NOK/USD 06/19/2019 HSBCB 0.00%
NOK/USD 06/19/2019 JPMCB 0.00%
NOK/USD 06/19/2019 RBSF 0.00%
NOK/USD 06/19/2019 SSBT 0.00%
NRG ENERGY INC 05.7500 01/15/2028 0.00%
NZD/USD 04/17/2019 GSFX 0.00%
NZD/USD 04/17/2019 JPMCB 0.00%
NZD/USD 04/17/2019 SSBT 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
RACKSPACE HOSTING INC L+300 05.7375 11/03/2023 0.00%
REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.00%
SEK/USD 06/19/2019 BCAP-FX 0.00%
SEK/USD 06/19/2019 JPMCB 0.00%
SEK/USD 06/19/2019 SSBT 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SGD/USD 05/15/2019 JPMCB 0.00%
SM ENERGY CO 06.1250 11/15/2022 0.00%
SM ENERGY CO 06.6250 01/15/2027 0.00%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
SS&C TECH INC P/P 144A 05.5000 09/30/2027 0.00%
STAR MERGER SUB INC P/P 144A 06.8750 08/15/2026 0.00%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.00%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
T-MOBILE USA INC 04.5000 02/01/2026 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 0.00%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TENET HEALTHCARE 04.6250 07/15/2024 0.00%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.00%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 0.00%
TERVITA CORP 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSOCEAN INC 07.5000 04/15/2031 0.00%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
TXU TCEH RIGHTS 0.00%
USA COM PART/USA COM P/P 144A 06.8750 09/01/2027 0.00%
USD/CNH CALL 7.00 20190404 GSFX 0.00%
USD/CNH CALL 7.20 20190404 GSFX 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.00%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.00%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.00%
WBCMT 2007-C34 IO IO 00.0909 05/15/2046 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.00%
WILLIAMS COS INC 07.7500 06/15/2031 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
WPX ENERGY INC 06.0000 01/15/2022 0.00%
CAD/USD 04/17/2019 SSBT -0.01%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS -0.01%
IOS.FN30.400.11 P USL1M R 01/12/42 JP -0.01%
NOK/USD 06/19/2019 GSFX -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP -0.02%
IOS.FN30.400.10 P USL1M R 01/12/41 CS -0.02%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP -0.03%
FNMA FN30 TBA 03.0000 04/01/2049 -0.77%
S&P500 EMINI FUT JUN19 ESM9 -0.77%
RU10INTR P US0003M R 11/26/19 CI -4.66%
US 10YR NOTE (CBT)JUN19 TYM9 -6.46%

Prior top 10 holdings

Top 10 holdings as of 04/30/19
1: Fhlmc Fh30g G08795 03.0000 01/01/2048 2.13%
2: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.05%
3: Alphabet 1.97%
4: JPMorgan Chase 1.48%
5: Cisco Systems 1.20%
6: Apple 1.13%
7: Fhlmc Fh30g G08814 04.0000 05/01/2048 1.11%
8: Boeing 1.10%
9: Chevron 1.09%
10: Citigroup 1.09%
Holdings represent 14.35% of portfolio
Top 10 holdings as of 03/31/19
1: Fnma Fn30 Ma3238 03.5000 01/01/2048 2.91%
2: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.10%
3: Alphabet 1.99%
4: JPMorgan Chase 1.37%
5: Cisco Systems 1.21%
6: Verizon Communications 1.16%
7: Boeing 1.15%
8: Fhlmc Fh30g G08814 04.0000 05/01/2048 1.13%
9: Apple 1.10%
10: Chevron 1.06%
Holdings represent 15.18% of portfolio
Top 10 holdings as of 02/28/19
1: Fnma Fn30 Ma3238 03.5000 01/01/2048 2.88%
2: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.08%
3: Alphabet 2.00%
4: JPMorgan Chase 1.35%
5: Apple 1.21%
6: Boeing 1.20%
7: Cisco Systems 1.19%
8: Fhlmc Fh30g G08814 04.0000 05/01/2048 1.13%
9: Home Depot 1.12%
10: Verizon Communications 1.11%
Holdings represent 15.27% of portfolio
Top 10 holdings as of 01/31/19
1: Fnma Fn30 Ma3238 03.5000 01/01/2048 2.92%
2: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.11%
3: Alphabet 2.05%
4: S&P Gsci Excess Return Index 3x Note 1/27/2020 1.50%
5: JPMorgan Chase 1.37%
6: Apple 1.20%
7: Boeing 1.16%
8: Cisco Systems 1.16%
9: Home Depot 1.14%
10: Fhlmc Fh30g G08814 04.0000 05/01/2048 1.14%
Holdings represent 15.75% of portfolio

Portfolio Composition as of 04/30/19

U.S. large-cap equity 42.98%
U.S. Investment-grade bonds 26.88%
International equity 9.04%
U.S. small- and mid-cap equity 9.04%
U.S. money markets 6.15%
U.S. High-yield bonds 5.92%

Portfolio allocations will vary over time. The unclassified sector (where applicable) includes exchange traded funds and other securities not able to be classified by sector.

International investing involves certain risks, such as currency fluctuations, economic instability, and political developments. Additional risks may be associated with emerging-market securities, including illiquidity and volatility. The fund invests some or all of its assets in small and/or midsize companies. Such investments increase the risk of greater price fluctuations. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. The use of derivatives involves additional risks, such as the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in bonds are subject to certain risks including interest-rate risk, credit risk, and inflation risk. As interest rates rise, the prices of bonds fall. Long-term bonds are more exposed to interest-rate risk than short-term bonds. Unlike bonds, bond funds have ongoing fees and expenses. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.


Expenses

Sales Charges/Fees

Breakpoint Sales Charge Dealer Allowance CDSC Liab
$0 - $0 0.00% 0.00% N

International investing involves certain risks, such as currency fluctuations, economic instability, and political developments. Additional risks may be associated with emerging-market securities, including illiquidity and volatility. The fund invests some or all of its assets in small and/or midsize companies. Such investments increase the risk of greater price fluctuations. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. The use of derivatives involves additional risks, such as the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in bonds are subject to certain risks including interest-rate risk, credit risk, and inflation risk. As interest rates rise, the prices of bonds fall. Long-term bonds are more exposed to interest-rate risk than short-term bonds. Unlike bonds, bond funds have ongoing fees and expenses. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.

‡ Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.

CDSC

Year Percent
1 7.00%
2 7.00%
3 6.00%
4 5.00%
5 4.00%
6 3.00%
7 2.00%
8+ 0.00%