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 10/11/19

with optional enhanced death benefits
Unit Value $20.684925 $20.052519
Unit Value Change 0.125195 0.121286

Lipper ranking ‡ as of 08/31/19

Category: Mixed-Asset Trgt Alloc Mod Fds

  Percentile ranking Rank/Funds in category
10 yrs. 13% 19/149
1 yr. 95% 266/280
3 yrs. 28% 69/254
5 yrs. 24% 57/241

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 09/30/19

Fiscal Year End December
Asset Class Putnam Allstate Advisor
Subaccount Status Open to new investors
Number of issues 1312
Turnover (fiscal year end) 132%
Net Assets $125M
Inception Date 02/01/88

Performance

Performance as of 09/30/19

Annualized Performance Last Quarter Year
to Date
1 yr. 3 yrs. 5 yrs. 10 yrs. Life of
subaccount
Restated performance
Unit Value 0.28% 11.58% -0.40% 5.76% 4.61% 7.35% 6.09%
Standardized -8.48% 2.03% -9.11% 1.14% 0.98% 5.00% 4.54%
With optional enhanced death benefit
Unit Value 0.25% 11.45% -0.55% 5.60% 4.45% 7.18% 5.93%
Standardized -8.51% 1.91% -9.25% 0.98% 0.82% 4.82% 4.35%
Actual performance
Unit Value 0.28% 11.58% -0.40% 5.76% 4.61% 7.35% 3.65%
Standardized -8.48% 2.03% -9.11% 1.14% 0.98% 5.00% 0.22%
With optional enhanced death benefit
Unit Value 0.25% 11.45% -0.55% 5.60% 4.45% 7.18% 3.49%
Standardized -8.51% 1.91% -9.25% 0.98% 0.82% 4.82% 0.00%

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 09/30/19

Unit Value 0.81%
Standardized -7.99%

YTD as of 10/11/19

Unit Value 10.99%
Standardized 1.48%

With optional enhanced death benefit

Monthly as of 09/30/19

Unit Value 0.80%
Standardized -8.00%

YTD as of 10/11/19

Unit Value 10.86%
Standardized 1.36%

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 08/31/19

Avg. Eff. Maturity 7.81
Avg. Eff. Duration 2.01
Avg. Coupon --
Avg. Yield to Maturity --
Alpha (%) --
Beta --
R Squared --
Standard Deviation (3 yrs.) 8.01

Holdings

Top 10 holdings as of 08/31/19

Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 2.22%
Gnma Gii30 Ma4652 03.5000 08/20/2047 2.05%
Alphabet 1.97%
Amazon 1.69%
JPMorgan Chase 1.41%
Apple 1.15%
Microsoft 1.15%
Chevron 1.13%
Verizon Communications 1.12%
Paypal Holdings 1.01%
Top 10 holdings, total: 14.90%

Full Portfolio Holdings as of 09/30/19

GSGLPWDL R US0001M P 12/15/20 GS 6.07%
US 5YR NOTE (CBT) DEC19 FVZ9 4.77%
E-MINI RUSS 2000 DEC19 RTYZ9 4.03%
CGPUTQL2 R US0003M P 11/26/19 CI 2.98%
S&P500 EMINI FUT DEC19 ESZ9 2.27%
FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 2.18%
US ULTRA BOND CBT DEC19 WNZ9 2.15%
GNMA GII30 MA4652 03.5000 08/20/2047 1.99%
ALPHABET INC-CL A SEDOL BYVY8G0 1.89%
AMAZON.COM INC SEDOL 2000019 1.70%
US 10YR NOTE (CBT)DEC19 TYZ9 1.67%
JPMORGAN CHASE & CO SEDOL 2190385 1.50%
APPLE INC SEDOL 2046251 1.24%
CISCO SYSTEMS INC SEDOL 2198163 1.18%
VERIZON COMMUNICATIONS INC SEDOL 2090571 1.16%
MICROSOFT CORP SEDOL 2588173 1.16%
CHEVRON CORP 1.14%
CITIGROUP INC SEDOL 2297907 1.10%
US LONG BOND(CBT) DEC19 USZ9 1.04%
ORACLE CORP SEDOL 2661568 0.94%
PAYPAL HOLDINGS INC SEDOL BYW36M8 0.93%
PROCTER & GAMBLE CO/THE SEDOL 2704407 0.92%
COCA-COLA CO/THE SEDOL 2206657 0.89%
FNMA FN30 TBA UMBS 06.0000 10/01/2049 0.89%
STARBUCKS CORP SEDOL 2842255 0.86%
COMCAST CORP-CLASS A SEDOL 2044545 0.85%
FNMA FN30 TBA UMBS 04.5000 10/01/2049 0.84%
FNMA FN30 TBA UMBS 04.0000 10/01/2049 0.83%
ADOBE INC SEDOL 2008154 0.82%
FNMA FN15 TBA UMBS 03.0000 10/01/2034 0.82%
FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 0.76%
MEDTRONIC PLC SEDOL BTN1Y11 0.75%
FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 0.73%
US 2YR NOTE (CBT) DEC19 TUZ9 0.69%
GNMA GII30 MA4837 03.5000 11/20/2047 0.68%
ABBOTT LABORATORIES SEDOL 2002305 0.65%
PEPSICO INC SEDOL 2681511 0.65%
JOHNSON & JOHNSON SEDOL 2475833 0.64%
MERCK & CO. INC. SEDOL 2778844 0.62%
LOCKHEED MARTIN CORP SEDOL 2522096 0.60%
AMGEN INC SEDOL 2023607 0.58%
BOOKING HOLDINGS INC SEDOL BDRXDB4 0.55%
INTUIT INC SEDOL 2459020 0.54%
HONEYWELL INTERNATIONAL INC SEDOL 2020459 0.53%
CONOCOPHILLIPS 0.51%
WALMART INC SEDOL 2936921 0.49%
MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 0.46%
AUTOMATIC DATA PROCESSING SEDOL 2065308 0.44%
DELTA AIR LINES INC SEDOL B1W9D46 0.41%
UNION PACIFIC CORP SEDOL 2914734 0.41%
METLIFE INC SEDOL 2573209 0.39%
EXELON CORP SEDOL 2670519 0.39%
INTL BUSINESS MACHINES CORP SEDOL 2005973 0.38%
EBAY INC SEDOL 2293819 0.37%
XILINX INC SEDOL 2985677 0.37%
MORGAN STANLEY 0.36%
LOWES COMPANIES INC 0.35%
PHILLIPS 66 SEDOL B78C4Y8 0.35%
DANAHER CORP SEDOL 2250870 0.32%
KINDER MORGAN INC SEDOL B3NQ4P8 0.31%
QUALCOMM INC SEDOL 2714923 0.31%
BROADCOM INC SEDOL BDZ78H9 0.31%
INGERSOLL-RAND PLC SEDOL B633030 0.31%
WASTE MANAGEMENT INC SEDOL 2937667 0.30%
CUMMINS INC SEDOL 2240202 0.30%
BEST BUY CO INC SEDOL 2094670 0.30%
ABBVIE INC SEDOL B92SR70 0.29%
CROWN CASTLE INTL CORP SEDOL BTGQCX1 0.29%
EXPEDIA GROUP INC SEDOL B748CK2 0.29%
VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 0.29%
BIOGEN INC SEDOL 2455965 0.28%
CAPITAL ONE FINANCIAL CORP SEDOL 2654461 0.28%
MCKESSON CORP SEDOL 2378534 0.28%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.27%
KLA CORP SEDOL 2480138 0.26%
PRUDENTIAL FINANCIAL INC SEDOL 2819118 0.26%
PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 0.26%
AGILENT TECHNOLOGIES INC SEDOL 2520153 0.26%
SYNCHRONY FINANCIAL SEDOL BP96PS6 0.25%
PFIZER INC SEDOL 2684703 0.25%
TREASURY BILL 00.0000 11/07/2019 0.25%
CORTEVA INC SEDOL BK73B42 0.25%
HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 0.25%
NORFOLK SOUTHERN CORP SEDOL 2641894 0.25%
OMNICOM GROUP SEDOL 2279303 0.24%
ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 0.24%
AMERIPRISE FINANCIAL INC SEDOL B0J7D57 0.24%
HERSHEY CO/THE SEDOL 2422806 0.24%
FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 0.23%
DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 0.23%
FORTINET INC SEDOL B5B2106 0.23%
EDWARDS LIFESCIENCES CORP SEDOL 2567116 0.22%
ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 0.21%
AFLAC INC SEDOL 2026361 0.21%
DARDEN RESTAURANTS INC SEDOL 2289874 0.21%
WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 0.21%
ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 0.21%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.20%
GOLDMAN SACHS GROUP INC SEDOL 2407966 0.20%
GILEAD SCIENCES INC SEDOL 2369174 0.20%
CATERPILLAR INC SEDOL 2180201 0.20%
HARTFORD FINANCIAL SVCS GRP SEDOL 2476193 0.20%
E*TRADE FINANCIAL CORPORATION 0.19%
EMERSON ELECTRIC CO SEDOL 2313405 0.19%
VISTRA ENERGY CORP SEDOL BZ8VJQ8 0.18%
CADENCE DESIGN SYS INC SEDOL 2302232 0.18%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.18%
FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 0.18%
ALLSTATE CORP SEDOL 2019952 0.18%
CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 0.18%
ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 0.18%
CITIGROUP INC 03.6680 07/24/2028 0.17%
ALLERGAN PLC SEDOL BY9D546 0.17%
CENTERPOINT ENERGY INC SEDOL 2440637 0.17%
UBS GROUP FUNDIN P/P 144A 03.4910 05/23/2023 0.16%
KEYSIGHT TECHNOLOGIES IN SEDOL BQZJ0Q9 0.16%
MORGAN STANLEY 03.6250 01/20/2027 0.16%
NESTLE SA-REG SEDOL 7123870 0.15%
ALLIANZ SE-REG SEDOL 5231485 0.15%
NRG ENERGY INC SEDOL 2212922 0.15%
ALTICE USA INC- A SEDOL BDRY7P9 0.15%
AMETEK INC SEDOL 2089212 0.15%
F5 NETWORKS INC SEDOL 2427599 0.15%
LEIDOS HOLDINGS INC SEDOL BDV82B8 0.14%
LINCOLN NATIONAL CORP SEDOL 2516378 0.14%
UNILEVER NV SEDOL B1527V7 0.14%
VERIZON COMM 04.3290 09/21/2028 0.14%
AT&T INC 04.1000 02/15/2028 0.14%
AVALONBAY COMMUNITIES INC SEDOL 2131179 0.14%
NOVARTIS AG-REG SEDOL 7103065 0.14%
NOVO NORDISK A/S-B SEDOL BHC8X90 0.14%
MICROSOFT CORP 03.7000 08/08/2046 0.14%
CDW CORP/DE SEDOL BBM5MD6 0.14%
AES CORP SEDOL 2002479 0.14%
ENTERGY CORP SEDOL 2317087 0.13%
ANNALY CAPITAL MANAGEMENT IN SEDOL 2113456 0.13%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.13%
UNILEVER PLC SEDOL B10RZP7 0.13%
NORWEGIAN CRUISE LINE HOLDIN SEDOL B9CGTC3 0.13%
EVERGY INC SEDOL BFMXGR0 0.13%
PINNACLE WEST CAPITAL SEDOL 2048804 0.13%
SONY CORP SEDOL 6821506 0.13%
ENEL SPA SEDOL 7144569 0.12%
SERVICENOW INC SEDOL B80NXX8 0.12%
ELI LILLY & CO SEDOL 2516152 0.12%
RIO TINTO PLC SEDOL 0718875 0.12%
BNP PARIBAS SEDOL 7309681 0.12%
AGNC INVESTMENT CORP SEDOL BYYHJL8 0.12%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.12%
SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 0.12%
VERISK ANALYTICS INC SEDOL B4P9W92 0.12%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.12%
FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 0.12%
INVITATION HOMES INC SEDOL BD81GW9 0.12%
CBRE GROUP INC - A SEDOL B6WVMH3 0.12%
DISCOVERY INC - A SEDOL B3D7K31 0.12%
KDDI CORP SEDOL 6248990 0.12%
THERMO FISHER SCIENTIFIC INC SEDOL 2886907 0.12%
KONINKLIJKE PHILIPS NV SEDOL 5986622 0.11%
TREASURY BILL 00.0000 11/21/2019 0.11%
ALLY FINANCIAL INC SEDOL B72XK05 0.11%
IBM CORP 01.8750 08/01/2022 0.11%
DOVER CORP SEDOL 2278407 0.11%
REPUBLIC SERVICES INC SEDOL 2262530 0.11%
ZOETIS INC SEDOL B95WG16 0.11%
AMERISOURCEBERGEN CORP 0.11%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.11%
HITACHI LTD SEDOL 6429104 0.11%
BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 0.11%
HOYA CORP SEDOL 6441506 0.10%
WOOLWORTHS GROUP LTD SEDOL 6981239 0.10%
LAM RESEARCH CORP SEDOL 2502247 0.10%
AMGEN INC 03.4500 10/01/2020 0.10%
ASPEN TECHNOLOGY INC SEDOL 2051868 0.10%
VICI PROPERTIES INC SEDOL BYWH073 0.10%
HD SUPPLY HOLDINGS INC SEDOL BBL5981 0.10%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.10%
ALPHABET INC 03.6250 05/19/2021 0.10%
ITOCHU CORP SEDOL 6467803 0.10%
SHIONOGI & CO LTD SEDOL 6804682 0.10%
WOLTERS KLUWER SEDOL 5671519 0.10%
XEROX HOLDINGS CORP SEDOL BJJD5G3 0.10%
DENTSPLY SIRONA INC SEDOL BYNPPC6 0.10%
CARLSBERG AS-B SEDOL 4169219 0.10%
ROPER TECHNOLOGIES INC SEDOL 2749602 0.10%
DUKE REALTY CORP SEDOL 2284084 0.10%
SANDVIK AB SEDOL B1VQ252 0.10%
VOLVO AB-B SHS SEDOL B1QH830 0.10%
AVIVA PLC SEDOL 0216238 0.09%
COOPER COS INC/THE SEDOL 2222631 0.09%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.09%
KERING SEDOL 5505072 0.09%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.09%
PEUGEOT SA SEDOL 7103526 0.09%
SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 0.09%
COVESTRO AG SEDOL BYTBWY9 0.09%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.09%
LEGAL & GENERAL GROUP PLC SEDOL 0560399 0.09%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.09%
VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 0.09%
ASHTEAD GROUP PLC SEDOL 0053673 0.09%
EASTMAN CHEMICAL CO SEDOL 2298386 0.09%
HERMES INTERNATIONAL SEDOL 5253973 0.09%
MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 0.09%
ORIX CORP SEDOL 6661144 0.09%
PARTNERS GROUP HOLDING AG SEDOL B119QG0 0.09%
STEEL DYNAMICS INC SEDOL 2849472 0.09%
ASTELLAS PHARMA INC SEDOL 6985383 0.09%
BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 0.09%
IDEX CORP SEDOL 2456612 0.09%
NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 0.09%
CK ASSET HOLDINGS LTD SEDOL BYZQ077 0.09%
DEUTSCHE TELEKOM AG-REG SEDOL 5842359 0.09%
GARMIN LTD SEDOL B3Z5T14 0.09%
JUNIPER NETWORKS INC SEDOL 2431846 0.09%
NINTENDO CO LTD SEDOL 6639550 0.09%
BALL CORP SEDOL 2073022 0.09%
FACEBOOK INC-CLASS A SEDOL B7TL820 0.09%
SALESFORCE.COM INC 03.7000 04/11/2028 0.09%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.09%
STORE CAPITAL CORP SEDOL BSKRKJ5 0.09%
CVS HEALTH CORP 04.7800 03/25/2038 0.09%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.09%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.09%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.09%
KINDER MORGAN INC 03.1500 01/15/2023 0.09%
ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 0.08%
RAYMOND JAMES FINANCIAL INC SEDOL 2718992 0.08%
US FOODS HOLDING CORP SEDOL BYVFC94 0.08%
AENA SME SA SEDOL BVRZ8L1 0.08%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.08%
MICHELIN (CGDE) SEDOL 4588364 0.08%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.08%
ARISTOCRAT LEISURE LTD SEDOL 6253983 0.08%
HOLOGIC INC SEDOL 2433530 0.08%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.08%
E.ON SE SEDOL 4942904 0.08%
TELSTRA CORP LTD SEDOL 6087289 0.08%
AT&T INC SEDOL 2831811 0.08%
ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 0.08%
COMCAST CORP 03.9690 11/01/2047 0.08%
CWALT 2006-OA10 4A1 02.2084 08/25/2046 0.08%
EQUINOR ASA SEDOL 7133608 0.08%
UNUM GROUP SEDOL 2433842 0.08%
HEICO CORP SEDOL 2419217 0.08%
AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 0.08%
BERRY GLOBAL GROUP INC SEDOL B8BR3H3 0.08%
PROOFPOINT INC SEDOL B6VDQC3 0.08%
APPLE INC 04.3750 05/13/2045 0.08%
BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 0.08%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.08%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.08%
AMAZON.COM INC 03.1500 08/22/2027 0.08%
ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 0.08%
GNMA GII30 4246 06.5000 09/20/2038 0.08%
ORACLE CORPORATION 02.2500 10/08/2019 0.08%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.08%
FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 0.08%
INTERPUBLIC GROUP OF COS INC SEDOL 2466321 0.08%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.08%
ANGLO AMER PLC SEDOL B1XZS82 0.07%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.07%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.07%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.07%
CAMDEN PROPERTY TRUST SEDOL 2166320 0.07%
COCA-COLA HBC AG-DI SEDOL B9895B7 0.07%
DEUTSCHE POST AG-REG SEDOL 4617859 0.07%
NIELSEN HOLDINGS PLC SEDOL BWFY550 0.07%
FAIR ISAAC CORP SEDOL 2330299 0.07%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.07%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.07%
SPST 2018-8 A 02.7365 02/24/2020 0.07%
CHEMED CORP SEDOL 2190084 0.07%
CWALT 2006-OA7 1A2 03.3861 06/25/2046 0.07%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.07%
PPG INDUSTRIES INC SEDOL 2698470 0.07%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.07%
EVEREST RE GROUP LTD SEDOL 2556868 0.07%
EXXON MOBIL CORP SEDOL 2326618 0.07%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.07%
AT&T INC 04.7500 05/15/2046 0.07%
EQUINIX INC SEDOL BVLZX12 0.07%
HILL-ROM HOLDINGS INC SEDOL 2425924 0.07%
SUN COMMUNITIES INC SEDOL 2860257 0.07%
TELEDYNE TECHNOLOGIES INC SEDOL 2503477 0.07%
BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 0.07%
CREDIT AGRICOLE SA SEDOL 7262610 0.07%
HANG SENG BANK LTD SEDOL 6408374 0.07%
SANTOS LTD SEDOL 6776703 0.07%
CIGNA HOLDING CO 04.5000 03/15/2021 0.07%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.07%
REINSURANCE GROUP OF AMERICA SEDOL 2731193 0.07%
ACS ACTIVIDADES SEDOL B01FLQ6 0.06%
HEIDELBERGCEMENT AG SEDOL 5120679 0.06%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.06%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.06%
MGIC INVESTMENT CORP SEDOL 2548616 0.06%
NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 0.06%
ORACLE CORP 02.5000 10/15/2022 0.06%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.06%
FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 0.06%
MICROSOFT CORP 01.5500 08/08/2021 0.06%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.06%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.06%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.06%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.06%
AURIZON HOLDINGS LTD SEDOL B87CVM3 0.06%
BLACK KNIGHT INC SEDOL BDG75V1 0.06%
CELANESE CORP SEDOL B05MZT4 0.06%
CIGNA CORP 03.7500 07/15/2023 0.06%
GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 0.06%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.06%
ABN AMRO BANK NV-CVA SEDOL BYQP136 0.06%
AMAZON.COM INC 03.3000 12/05/2021 0.06%
ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 0.06%
BANK LEUMI LE-ISRAEL SEDOL 6076425 0.06%
DUKE ENERGY CORP 04.2000 06/15/2049 0.06%
FAURECIA SEDOL 4400446 0.06%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.06%
KAR AUCTION SERVICES INC SEDOL B4Y1MH7 0.06%
SINCLAIR BROADCAST GROUP -A SEDOL 2799351 0.06%
CSX CORP 04.1000 03/15/2044 0.06%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.06%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.06%
RELIANCE STEEL & ALUMINUM SEDOL 2729068 0.06%
CISCO SYSTEMS INC 02.2000 02/28/2021 0.06%
COSTAR GROUP INC SEDOL 2262864 0.06%
CSMC 2016-NXSR C 04.5055 12/15/2049 0.06%
ECOLAB INC 03.2500 12/01/2027 0.06%
FUJIFILM HOLDINGS CORP SEDOL 6356525 0.06%
GENPACT LTD SEDOL B23DBK6 0.06%
JONES LANG LASALLE INC SEDOL 2040640 0.06%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.06%
CAS 2015-C04 2M2 07.5684 04/25/2028 0.06%
NEXON CO LTD SEDOL B63QM77 0.06%
BP CAP MARKETS AMERICA 03.1190 05/04/2026 0.06%
DEUTSCHE BOERSE AG SEDOL 7021963 0.06%
FEDERAL REALTY INVS TRUST SEDOL 2333931 0.06%
KEURIG DR PEPPER INC 04.5970 05/25/2028 0.06%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.06%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.06%
VIACOM INC 04.5000 03/01/2021 0.06%
WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 0.06%
APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 0.06%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.06%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.06%
GNMA GII30 4581 06.5000 11/20/2039 0.06%
3I GROUP PLC SEDOL B1YW440 0.06%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 0.06%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.06%
LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 0.06%
TPAT 2018-SL1 A P/P 144A 02.7453 01/25/2046 0.06%
BHP GROUP PLC SEDOL BH0P3Z9 0.05%
CAPGEMINI SE SEDOL 4163437 0.05%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.05%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.05%
EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 0.05%
GLAXOSMITHKLINE PLC SEDOL 0925288 0.05%
LIBERTY PROPERTY TRUST SEDOL 2513681 0.05%
BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 0.05%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.05%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.05%
AUTONATION INC. 05.5000 02/01/2020 0.05%
HENDERSON LAND DEVELOPMENT SEDOL 6420538 0.05%
HIKARI TSUSHIN INC SEDOL 6416322 0.05%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.05%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.05%
COMM 2012-LC4 C 05.7222 12/10/2044 0.05%
ENI SPA SEDOL 7145056 0.05%
HONEYWELL INTL 03.8120 11/21/2047 0.05%
FORTESCUE METALS GROUP LTD SEDOL B2B2B49 0.05%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.05%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.05%
TAISEI CORP SEDOL 6870100 0.05%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.05%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.05%
FISERV INC 04.2000 10/01/2028 0.05%
HYATT HOTELS CORP 04.8500 03/15/2026 0.05%
IMPERIAL BRANDS PLC SEDOL 0454492 0.05%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.05%
AMERICAN FINANCIAL GROUP INC SEDOL 2134532 0.05%
ANALOG DEVICES INC 02.8500 03/12/2020 0.05%
ARKEMA SEDOL B0Z5YZ2 0.05%
BALOISE HOLDING AG - REG SEDOL 7124594 0.05%
CHARLES RIVER LABORATORIES SEDOL 2604336 0.05%
GNMA GII30 4269 06.5000 10/20/2038 0.05%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.05%
CAS 2016-C01 1M2 08.7684 08/25/2028 0.05%
CITIGROUP INC 02.6500 10/26/2020 0.05%
GEBERIT AG-REG SEDOL B1WGG93 0.05%
POPULAR INC SEDOL B86QM90 0.05%
DUKE ENERGY CORP 03.1500 08/15/2027 0.05%
GLOBAL PAYMENTS INC 04.0000 06/01/2023 0.05%
NEWMARKET CORP SEDOL B01CGF1 0.05%
PULTEGROUP INC SEDOL 2708841 0.05%
ARMSTRONG WORLD INDUSTRIES SEDOL B1FT462 0.04%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.04%
LEGRAND SA SEDOL B11ZRK9 0.04%
MERCK & CO INC 03.7000 02/10/2045 0.04%
NCHET 2003-4 M1 03.1434 10/25/2033 0.04%
OTSUKA CORP SEDOL 6267058 0.04%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.04%
SPST 2019-3 A 02.7365 06/24/2020 0.04%
CRH PLC SEDOL 4182249 0.04%
MWST 2019-1 A 02.8184 06/25/2052 0.04%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.04%
PFIZER INC 01.7000 12/15/2019 0.04%
SOFTBANK GROUP CORP SEDOL 6770620 0.04%
UCB SA SEDOL 5596991 0.04%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.04%
CITIGROUP INC 03.8870 01/10/2028 0.04%
ENERGY TRANSFER OPERA 05.8750 01/15/2024 0.04%
KBC GROUP NV SEDOL 4497749 0.04%
NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 0.04%
OUTFRONT MEDIA INC SEDOL BSP6611 0.04%
SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 0.04%
INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 0.04%
SPRINT CORP 07.8750 09/15/2023 0.04%
UBSBB 2012-C3 C P/P 144A 05.1983 08/10/2049 0.04%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.04%
CON EDISON CO OF NY INC 04.2000 03/15/2042 0.04%
EOG RESOURCES INC 02.6250 03/15/2023 0.04%
EQUINOR ASA USD 05.1000 08/17/2040 0.04%
IDACORP INC SEDOL 2296937 0.04%
OMV AG SEDOL 4651459 0.04%
RAYTHEON COMPANY 02.5000 12/15/2022 0.04%
WEST JAPAN RAILWAY CO SEDOL 6957995 0.04%
AIR LEASE CORP 02.5000 03/01/2021 0.04%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.04%
CIT GROUP INC. 05.2500 03/07/2025 0.04%
CITIGROUP INC 04.4500 09/29/2027 0.04%
EXTENDED STAY AMERICA INC SEDOL BGH3F75 0.04%
ISRAEL DISCOUNT BANK -A SEDOL 6451271 0.04%
LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 0.04%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.04%
SPST 2019-7 A 02.7365 09/24/2020 0.04%
CAS 2016-C02 1M2 08.0184 09/25/2028 0.04%
CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 0.04%
DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 0.04%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.04%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.04%
TREASURY BILL 00.0000 10/10/2019 0.04%
TWO HARBORS INVESTMENT CORP SEDOL BD832H2 0.04%
JAPAN AIRLINES CO LTD SEDOL B8BRV46 0.04%
MORGAN STANLEY 04.3750 01/22/2047 0.04%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.04%
SYSCO CORP SEDOL 2868165 0.04%
TELEPHONE AND DATA SYSTEMS SEDOL B6YR5K3 0.04%
WEYERHAEUSER CO 07.3750 03/15/2032 0.04%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.04%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.04%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.04%
FIDELITY NATL INFO SERV 03.7500 05/21/2029 0.04%
MICROCHIP TECH INC 04.3330 06/01/2023 0.04%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.04%
SPST 2019-11 A 02.7865 10/24/2020 0.04%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.04%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.04%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.04%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.04%
GOODMAN GROUP SEDOL B03FYZ4 0.04%
MORGAN STANLEY 02.6500 01/27/2020 0.04%
ORACLE CORP 05.3750 07/15/2040 0.04%
BROOKFIELD PROPERTY REIT I-A SEDOL BGHFKV0 0.04%
EQUINIX INC 05.3750 05/15/2027 0.04%
SNAM SPA SEDOL 7251470 0.04%
STMICROELECTRONICS NV SEDOL 5962332 0.04%
SUN HUNG KAI PROPERTIES SEDOL 6859927 0.04%
YANGZIJIANG SHIPBUILDING SEDOL B1VT035 0.04%
APPLE HOSPITALITY REIT INC SEDOL BXRTX56 0.03%
APPLE INC 03.4500 05/06/2024 0.03%
AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 0.03%
CAS 2016-C04 1M2 06.2684 01/25/2029 0.03%
CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 0.03%
ECOLAB INC 04.3500 12/08/2021 0.03%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.03%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.03%
LEAR CORP 03.8000 09/15/2027 0.03%
NEWS CORP - CLASS A SEDOL BBGVT40 0.03%
PFIZER INC 03.0000 12/15/2026 0.03%
WEINGARTEN REALTY INVESTORS SEDOL 2946618 0.03%
AT&T INC 02.9500 07/15/2026 0.03%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.03%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.03%
CVS HEALTH CORP 03.7000 03/09/2023 0.03%
HOCHTIEF AG SEDOL 5108664 0.03%
RAKUTEN INC SEDOL 6229597 0.03%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.03%
TREASURY BILL 00.0000 03/12/2020 0.03%
WESTROCK MWV LLC 08.2000 01/15/2030 0.03%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.03%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.03%
CONSOLIDATED EDISON INC SEDOL 2216850 0.03%
GENTING SINGAPORE LTD SEDOL BDRTVP2 0.03%
LYONDELLBASELL INDU-CL A SEDOL B3SPXZ3 0.03%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.03%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.03%
WAMU 2005-AR9 A1C3 02.9784 07/25/2045 0.03%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.03%
BOC HONG KONG HOLDINGS LTD SEDOL 6536112 0.03%
COMMONWEALTH EDISON CO 05.9000 03/15/2036 0.03%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.03%
ONEMAIN HOLDINGS INC SEDOL BYSZB89 0.03%
ORACLE CORP 04.0000 11/15/2047 0.03%
TAYLOR WIMPEY PLC SEDOL 0878230 0.03%
ZOETIS INC 03.9000 08/20/2028 0.03%
ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 0.03%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.03%
CARDINAL HEALTH INC SEDOL 2175672 0.03%
CBS CORP 04.2000 06/01/2029 0.03%
CHIMERA INVESTMENT CORP SEDOL BVZCNC0 0.03%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.03%
HOLLYFRONTIER CORP SEDOL B5VX1H6 0.03%
L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 0.03%
MACQUARIE INFRASTRUCTURE COR SEDOL B1Z4VB1 0.03%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029 0.03%
NUANCE COMMUNICATIONS INC SEDOL 2402121 0.03%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.03%
SUZUKEN CO LTD SEDOL 6865560 0.03%
TOKYO ELECTRON LTD SEDOL 6895675 0.03%
TOSOH CORP SEDOL 6900289 0.03%
AES CORP/THE 05.5000 04/15/2025 0.03%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.03%
CLP HOLDINGS LTD SEDOL 6097017 0.03%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.03%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.03%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.03%
SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 0.03%
TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 0.03%
VERIZON COMM 04.6720 03/15/2055 0.03%
ALPHABET INC 01.9980 08/15/2026 0.03%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.03%
COMM 2014-UBS6 XA IO 01.0704 12/10/2047 0.03%
CURTISS-WRIGHT CORP SEDOL 2241205 0.03%
DISH DBS CORP 05.8750 11/15/2024 0.03%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.03%
MICROSOFT CORP 05.3000 02/08/2041 0.03%
NAVISTAR INTL TLB L+350 05.5300 11/06/2024 0.03%
TARGA RESOURCES PART 05.0000 01/15/2028 0.03%
WFRBS 2013-C15 D P/P 144A 04.6242 08/15/2046 0.03%
AT&T INC 04.3500 03/01/2029 0.03%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.03%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.03%
INVESTOR AB-B SHS SEDOL 5679591 0.03%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.03%
PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 0.03%
SAIL 2004-10 A10 02.9184 11/25/2034 0.03%
SERVICE CORP INTL 05.3750 05/15/2024 0.03%
W.R. GRACE & CO 0.03%
WAMU 2005-AR12 1A8 03.8756 10/25/2035 0.03%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.03%
AIR LEASE CORP 04.6250 10/01/2028 0.03%
COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 0.03%
ENBRIDGE INC USD 04.2500 12/01/2026 0.03%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.03%
FHR 3065 DC 13.7775 03/15/2035 0.03%
FNR 2018-86 DS IO 04.0816 12/25/2048 0.03%
FUJITSU LTD SEDOL 6356945 0.03%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.03%
JPMBB 2013-C15 C 05.3717 11/15/2045 0.03%
OBAYASHI CORP SEDOL 6656407 0.03%
SHERWIN-WILLIAMS CO/THE SEDOL 2804211 0.03%
WASTE CONNECTIONS INC 03.5000 05/01/2029 0.03%
ALFRESA HOLDINGS CORP SEDOL 6687214 0.02%
BT GROUP PLC SEDOL 3091357 0.02%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.02%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.02%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.02%
MARATHON PETRO CORP 06.5000 03/01/2041 0.02%
MASIMO CORP SEDOL B1YWR63 0.02%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
APPLE INC 02.0000 05/06/2020 0.02%
APPLE INC 03.8500 05/04/2043 0.02%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.02%
BRISTOL-MYERS SQUIBB CO SEDOL 2126335 0.02%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.02%
EQUINOR ASA USD 02.9000 11/08/2020 0.02%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.02%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.02%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.02%
PPSI 2004-WCW2 M3 03.0684 10/25/2034 0.02%
SAMI 2007-AR7 1A1 02.8684 05/25/2047 0.02%
SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 0.02%
TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 0.02%
WFRBS 2011-C3 D P/P 144A 05.8556 03/15/2044 0.02%
SPST 2019-WL1 A 02.6684 08/25/2052 0.02%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024 0.02%
CDX CDX.NA.IG.33 100.0 12/20/2024 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
COMM 2014-CR17 C 04.9480 05/10/2047 0.02%
CWALT 2005-27 1A1 02.5641 08/25/2035 0.02%
PULTEGROUP INC 05.5000 03/01/2026 0.02%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.02%
TESCO PLC SEDOL 0884709 0.02%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.02%
VISTRA OPERATION P/P 144A 04.3000 07/15/2029 0.02%
WILMAR INTERNATIONAL LTD SEDOL B17KC69 0.02%
AES CORP/THE 05.1250 09/01/2027 0.02%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.02%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.02%
APPLE INC 02.8500 05/11/2024 0.02%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.02%
CBS CORP 04.6000 01/15/2045 0.02%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.02%
CROWN CASTLE INTL CORP 03.1500 07/15/2023 0.02%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.02%
ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 0.02%
FNR 2006-8 HP 17.1659 03/25/2036 0.02%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.02%
LBMLT 2004-1 A2 02.8184 02/25/2034 0.02%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.02%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
NUTRIEN LTD USD 04.1250 03/15/2035 0.02%
OSHKOSH CORP 05.3750 03/01/2025 0.02%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.02%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.02%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.02%
STAPLES INC P/P 144A 07.5000 04/15/2026 0.02%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.02%
SWISS LIFE HOLDING AG-REG SEDOL 7437805 0.02%
T-MOBILE USA INC 04.7500 02/01/2028 0.02%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.02%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.02%
WFRBS 2011-C2 D P/P 144A 05.8389 02/15/2044 0.02%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.02%
BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 0.02%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.02%
CALPINE CORPORATION 05.7500 01/15/2025 0.02%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.02%
CMLTI 2005-2 1A2A 04.9300 05/25/2035 0.02%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.02%
MARSH & MCLENNAN COS INC 04.3750 03/15/2029 0.02%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.02%
PULTEGROUP INC. 07.8750 06/15/2032 0.02%
RAYTHEON COMPANY 04.8750 10/15/2040 0.02%
TREASURY BILL 00.0000 11/14/2019 0.02%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.02%
WFCM 2013-LC12 C 04.4203 07/15/2046 0.02%
COMCAST CORP 06.5000 11/15/2035 0.02%
GNR 2015-H26 DI IO 01.9802 10/20/2065 0.02%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.02%
JAPAN PRIME REALTY INVESTMEN SEDOL 6528175 0.02%
JPMBB 2014-C22 C 04.7086 09/15/2047 0.02%
KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 0.02%
L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 0.02%
NUTRIEN LTD USD 05.2500 01/15/2045 0.02%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.02%
COMM 2014-CR17 XA IO 01.1451 05/10/2047 0.02%
DASSAULT AVIATION SA SEDOL 4067164 0.02%
FNR 2007-53 SP 16.7993 06/25/2037 0.02%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.02%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.02%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.02%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.02%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.02%
MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 0.02%
NUTRIEN LTD. USD 04.2000 04/01/2029 0.02%
OSHKOSH CORP 04.6000 05/15/2028 0.02%
S&P GLOBAL INC 02.9500 01/22/2027 0.02%
SUNDRUG CO LTD SEDOL 6817895 0.02%
WESTLAKE CHEM CORP 03.6000 08/15/2026 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%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.02%
CBS CORP 02.9000 01/15/2027 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.02%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.02%
DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 0.02%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.02%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.02%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.02%
GREAT LAKES D&D 08.0000 05/15/2022 0.02%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.02%
ITRON INC P/P 144A 05.0000 01/15/2026 0.02%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.02%
NETFLIX INC. 05.8750 11/15/2028 0.02%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.02%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.02%
TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 0.02%
TRANSDIGM INC 06.3750 06/15/2026 0.02%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.02%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.02%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.02%
BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 0.02%
CENTENE CORP 04.7500 05/15/2022 0.02%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.02%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.02%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.02%
GNR 2016-H16 EI IO 02.3966 06/20/2066 0.02%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.02%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.02%
IPSEN SEDOL B0R7JF1 0.02%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.02%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.02%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.02%
MEREDITH CORP 06.8750 02/01/2026 0.02%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.02%
NRG P/P 144A 03.7500 06/15/2024 0.02%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.02%
SERVICE PROPERTIES TRUST 04.3750 02/15/2030 0.02%
SINGAPORE TECH ENGINEERING SEDOL 6043214 0.02%
STAPLES INC. P/P 144A 10.7500 04/15/2027 0.02%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.02%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.02%
USI INC/NY P/P 144A 06.8750 05/01/2025 0.02%
WFCM 2013-LC12 AS 04.4203 07/15/2046 0.02%
APACHE CORPORATION 03.2500 04/15/2022 0.02%
AVAYA TLB L+425 06.3343 12/15/2024 0.02%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
CAS 2015-C03 2M2 07.0184 07/25/2025 0.02%
CINEMARK USA INC 04.8750 06/01/2023 0.02%
EPR PROPERTIES 05.7500 CUM CV PFD 0.02%
FHR 3072 SM 04.2533 11/15/2035 0.02%
HUSKY TLB L+300 05.0435 03/28/2025 0.02%
SPRINT CORP 07.2500 09/15/2021 0.02%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.02%
ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 0.01%
ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 0.01%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 0.01%
CAS 2015-C01 1M2 06.3184 02/25/2025 0.01%
GMAC CAPITAL TRUST I PCT 07.9431 0.01%
GNR 2013-99 AS IO 04.0058 06/20/2043 0.01%
HCA INC 05.5000 06/15/2047 0.01%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.01%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.01%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 0.01%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.01%
CAS 2014-C02 1M2 04.6184 05/25/2024 0.01%
CAS 2016-C01 2M2 08.9684 08/25/2028 0.01%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.01%
CENTENE CORP 06.1250 02/15/2024 0.01%
COMM 2014-LC17 XA IO 00.9342 10/10/2047 0.01%
COMM 2014-UBS6 C 04.6006 12/10/2047 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.01%
ENBRIDGE INC USD 04.5000 06/10/2044 0.01%
EUTELSAT COMMUNICATIONS SEDOL B0M7KJ7 0.01%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.01%
FISERV INC 03.5000 07/01/2029 0.01%
GNMA GII30 4018 06.5000 08/20/2037 0.01%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.01%
HCA INC 05.0000 03/15/2024 0.01%
HCA INC 05.2500 06/15/2026 0.01%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.01%
MGM RESORTS INTL 06.6250 12/15/2021 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 FIN P/P 144A 05.0930 01/15/2030 0.01%
SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 0.01%
SERVICE CORP INTL 05.1250 06/01/2029 0.01%
SERVICE CORPORATION INTL 04.6250 12/15/2027 0.01%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.01%
T-MOBILE USA INC 05.3750 04/15/2027 0.01%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.01%
THALES SA SEDOL 4162791 0.01%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.01%
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%
APERGY CORP 06.3750 05/01/2026 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
BROTHER INDUSTRIES LTD SEDOL 6146500 0.01%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 0.01%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 0.01%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.01%
DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 0.01%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 0.01%
FEDEX CORP 02.6250 08/01/2022 0.01%
FHR 2990 LB 11.7636 06/15/2034 0.01%
GNMA GII30 4171 06.5000 06/20/2038 0.01%
GNR 2012-141 WI IO 03.5000 11/20/2041 0.01%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 0.01%
ISTAR INC 04.7500 10/01/2024 0.01%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.01%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.01%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.01%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 0.01%
NABORS INDUSTRIES INC. 05.7500 02/01/2025 0.01%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.01%
NZD/USD 10/16/2019 JPMCB 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
PQ CORP P/P 144A 05.7500 12/15/2025 0.01%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
STARWOOD PROP TR 04.7500 03/15/2025 0.01%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.01%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.01%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.01%
VMWARE INC 03.9000 08/21/2027 0.01%
ZURICH INSURANCE GROUP AG SEDOL 5983816 0.01%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.01%
ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 0.01%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.01%
BOLIDEN AB SEDOL BJV12J7 0.01%
BRAMBLES LTD SEDOL B1FJ0C0 0.01%
CAS 2014-C03 2M2 04.9184 07/25/2024 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
FHR 3408 EK 17.6347 04/15/2037 0.01%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GATES GLOBAL TLB L+275 04.7935 03/31/2024 0.01%
GNMA GII30 3987 06.5000 05/20/2037 0.01%
GSMS 2015-GC30 XA IO 00.9592 05/10/2050 0.01%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.01%
KAMIGUMI CO LTD SEDOL 6482668 0.01%
NTT DATA CORP SEDOL 6125639 0.01%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.01%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.01%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.01%
SEKISUI HOUSE LTD SEDOL 6793906 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
WESTROCK MWV LLC 07.9500 02/15/2031 0.01%
WFMBS 2006-AR2 1A1 04.9647 03/25/2036 0.01%
ANTERO RESOURCES 05.3750 11/01/2021 0.01%
ARCELORMITTAL USD 07.0000 10/15/2039 0.01%
CBS CORP 04.0000 01/15/2026 0.01%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.01%
COMM 2014-CR20 XA IO 01.1865 11/10/2047 0.01%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.01%
FHR 3249 PS 15.5843 12/15/2036 0.01%
HSBC HOLDINGS PLC SEDOL 0540528 0.01%
KEURIG DR PEPPER INC 04.4170 05/25/2025 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 0.01%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.6986 12/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
AIR LEASE CORP 03.2500 10/01/2029 0.01%
ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 0.01%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 0.01%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
AUD/JPY PUT 70.00 20200214 CITI 0.01%
AUD/JPY PUT 70.00 20200214 GSFX 0.01%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 0.01%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.01%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 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%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
EUR/USD PUT 1.097 20191017 BANKAM 0.01%
FHR 3829 AS IO 04.9225 03/15/2041 0.01%
FIDELITY NATIONAL INFORM 03.0000 08/15/2026 0.01%
GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 0.01%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.01%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.01%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.01%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.01%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.01%
NEIMAN MARCUS TL L+600 07.9895 10/25/2023 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029 0.01%
NRG ENERGY INC. 07.2500 05/15/2026 0.01%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.01%
RIO TINTO LTD SEDOL 6220103 0.01%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.01%
WH GROUP LTD SEDOL BLLHKZ1 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%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.01%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.01%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 0.01%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 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%
BB&T CORPORATION 04.8000 12/31/2099 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 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%
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%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.01%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 0.01%
CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 0.01%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.01%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.01%
ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 0.01%
ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 0.01%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 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%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.01%
GENON 939CER907 0.01%
GREIF INC P/P 144A 06.5000 03/01/2027 0.01%
GSMS 2006-GG8 X IO P/P 144A 01.1777 11/10/2039 0.01%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.01%
HCA INC 04.1250 06/15/2029 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.01%
ICAHN ENTER/FIN P/P 144A 06.2500 05/15/2026 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 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%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.01%
JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.01%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 0.01%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
MASTEC INC 04.8750 03/15/2023 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MERCK & CO INC 02.9000 03/07/2024 0.01%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.01%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.01%
NETFLIX INC 04.8750 04/15/2028 0.01%
NEWELL BRANDS INC 04.2000 04/01/2026 0.01%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 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%
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 AUTOMOTIVE GROUP 05.3750 12/01/2024 0.01%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.01%
PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 0.01%
QORVO INC 05.5000 07/15/2026 0.01%
REGENCY ENERGY P 04.5000 11/01/2023 0.01%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.01%
SPECTRUM BRANDS INC 06.1250 12/15/2024 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%
T-MOBILE USA INC 06.3750 03/01/2025 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TENNANT CO 05.6250 05/01/2025 0.01%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 0.01%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.01%
USA COMPRESSION PART 06.8750 04/01/2026 0.01%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.01%
WEEKLEY HOMES LLC 06.0000 02/01/2023 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 05.2500 10/15/2027 0.01%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.01%
WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 0.01%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.01%
CHEMOURS CO 05.3750 05/15/2027 0.01%
CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
FRONTIER COMM 11.0000 09/15/2025 0.01%
HARVEY NORMAN HOLDINGS LTD SEDOL 6173508 0.01%
KLEPIERRE SEDOL 7582556 0.01%
KRW/USD 11/20/2019 GSFX 0.01%
MITSUI AND CO LTD SEDOL 6597302 0.01%
MLMI 2005-A2 A2 04.4481 02/25/2035 0.01%
MSBAM 2013-C12 XA IO 00.7688 10/15/2046 0.01%
MSBAM 2014-C17 XA IO 01.2682 08/15/2047 0.01%
NZD/USD 10/16/2019 BCAP-FX 0.01%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.01%
ROBERTSHAW TL 2L L+800 10.0625 02/28/2026 0.01%
ROBERTSHAW US HOLDING L+325 05.3125 02/28/2025 0.01%
SM ENERGY CO 05.0000 01/15/2024 0.01%
SM ENERGY CO 06.7500 09/15/2026 0.01%
SWIRE PROPERTIES LTD SEDOL B67C2G0 0.01%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.01%
TRANSDIGM INC. 06.5000 07/15/2024 0.01%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.01%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
AUD/USD 10/16/2019 GSFX 0.01%
BRIDGESTONE CORP SEDOL 6132101 0.01%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.01%
CAS 2014-C04 1M2 06.9184 11/25/2024 0.01%
CELANESE US HOLDINGS LLC 03.5000 05/08/2024 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%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.01%
FNR 2005-75 GS 14.1949 08/25/2035 0.01%
KERRY PROPERTIES LTD SEDOL 6486314 0.01%
REVLON CONS TLB L+350 05.6241 09/07/2023 0.01%
THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 0.01%
UBSBB 2012-C4 XA IO P/P 144A 01.7803 12/10/2045 0.01%
WFRBS 2011-C5 XA IO P/P 144A 01.8823 11/15/2044 0.01%
AUD/USD 10/16/2019 HSBCB 0.00%
AVAYA HOLDINGS CORP SEDOL BD9G9B3 0.00%
CAS 2015-C02 1M2 06.0184 05/25/2025 0.00%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.00%
IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
NZD/USD 10/16/2019 GSFX 0.00%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
THE AES CORPORATION 04.8750 05/15/2023 0.00%
TOYOTA MOTOR CORP SEDOL 6900643 0.00%
UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 0.00%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.00%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.00%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.00%
AUD/USD 10/16/2019 UBS 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 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%
BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 0.00%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.00%
BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 0.00%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.00%
BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 0.00%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.00%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.00%
BRAND ENERGY TL L+425 06.4076 06/21/2024 0.00%
BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 0.00%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.00%
CALIFORNIA RESOURC TL L+475 06.7935 12/31/2022 0.00%
CBRE SERVICES INC 05.2500 03/15/2025 0.00%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.00%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.00%
CHEMOURS CO 06.6250 05/15/2023 0.00%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 0.00%
CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.00%
COMMSCOPE INC P/P 144A 05.5000 03/01/2024 0.00%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026 0.00%
CPG INTL TL L+375 05.9333 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%
DISH NETWORK CV 03.3750 08/15/2026 0.00%
DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 0.00%
EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 0.00%
EQUINIX INC 05.8750 01/15/2026 0.00%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.00%
GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 0.00%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HOLOGIC INC P/P 144A 04.3750 10/15/2025 0.00%
ICAHN ENTER P/P 144A 04.7500 09/15/2024 0.00%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.00%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.00%
ISTAR INC. 05.2500 09/15/2022 0.00%
JO-ANN STORES 2NDL L+925 11.5094 05/21/2024 0.00%
KRW/USD 11/20/2019 HSBCB 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LENNAR CORP 05.8750 11/15/2024 0.00%
LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 0.00%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.00%
MASONITE INTL C P/P 144A 05.3750 02/01/2028 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%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 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%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.00%
NEXSTAR ESCROW INC P/P 144A 05.6250 07/15/2027 0.00%
NRG ENERGY INC 05.7500 01/15/2028 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
RACKSPACE HOSTING INC L+300 05.2868 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%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.00%
SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 0.00%
SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 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%
STEEL DYNAMICS INC 05.0000 12/15/2026 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%
TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TENET HEALTHCARE 04.6250 07/15/2024 0.00%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 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 POSEIDON P/P 144A 06.8750 02/01/2027 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
USA COM PART/USA COM P/P 144A 06.8750 09/01/2027 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%
VISTRA OPERATION P/P 144A 05.0000 07/31/2027 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%
WESTPAC BANKING CORP USD 04.4210 07/24/2039 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
WPX ENERGY INC 05.7500 06/01/2026 0.00%
YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.00%
CAD/USD 10/16/2019 BCAP-FX 0.00%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.00%
COMM 2014-CR18 XA IO 01.1624 07/15/2047 0.00%
COMSTOCK RESOURCES 09.7500 08/15/2026 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
FNR 2006-46 OC PO 00.0000 06/25/2036 0.00%
IDR/USD 11/20/2019 GSFX 0.00%
IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 0.00%
IHEARTMEDIA TL L+400 06.0315 05/01/2026 0.00%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.7760 09/15/2039 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 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%
NZD/USD 10/16/2019 CITI 0.00%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.00%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.00%
SM ENERGY CO 06.1250 11/15/2022 0.00%
SM ENERGY CO 06.6250 01/15/2027 0.00%
TRANSOCEAN INC 07.5000 04/15/2031 0.00%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.00%
AUD/USD 10/16/2019 CITI 0.00%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.00%
CAD/USD 10/16/2019 JPMCB 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%
CIT GROUP INC. 05.0000 08/15/2022 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
FRAC TECH INTL TLB L+475 06.7935 04/16/2021 0.00%
GLENCORE PLC SEDOL B4T3BW6 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 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%
JPY/USD 11/20/2019 JPMCB 0.00%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.00%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.00%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.00%
RUB/USD 12/18/2019 BANKAM 0.00%
RUB/USD 12/18/2019 GSFX 0.00%
SESI LLC 07.7500 09/15/2024 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
VALARIS PLC USD 07.7500 02/01/2026 0.00%
1.45 R ISWP FWD US0003M P 12/18/2024 0.00%
CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 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.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.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
EUR/USD 12/18/2019 CITI 0.00%
EUR/USD 12/18/2019 RBSF 0.00%
EUR/USD 12/18/2019 SSBT 0.00%
GNMA GII30 4401 06.5000 03/20/2039 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
JPY/USD 11/20/2019 GSFX 0.00%
JPY/USD 11/20/2019 HSBCB 0.00%
NOK/USD 12/18/2019 JPMCB 0.00%
SEK/USD 12/18/2019 BANKAM 0.00%
SEK/USD 12/18/2019 GSFX 0.00%
SEK/USD 12/18/2019 HSBCB 0.00%
SEK/USD 12/18/2019 RBSF 0.00%
SEK/USD 12/18/2019 UBS 0.00%
TXU TCEH RIGHTS 0.00%
ADVANZ PHARMA CORP SEDOL BH4P601 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 0.00%
BACM 2007-1 XW IO 00.4019 01/15/2049 0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
BRL/USD 02/04/2020 CITI 0.00%
BRL/USD 02/04/2020 GSFX 0.00%
BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.4995 12/11/2038 0.00%
CAD/USD 10/16/2019 CSI-FX 0.00%
CAD/USD 10/16/2019 GSFX 0.00%
CAD/USD 10/16/2019 HSBCB 0.00%
CAD/USD 10/16/2019 WPAC 0.00%
CD 2007-CD4 XW IO P/P 144A 01.0395 12/11/2049 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.7224 10/15/2049 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 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 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG 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 JP 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS 0.00%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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.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 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.8 2057-10-17 500.0 10/17/2057 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 GS 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.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 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 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 CS 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 GS 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%
COMM 2006-C8 XS IO P/P 144A 00.5546 12/10/2046 0.00%
CSMC 2007-C2 AX IO P/P 144A 00.0444 01/15/2049 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
GBP/USD 12/18/2019 BANKAM 0.00%
GBP/USD 12/18/2019 SSBT 0.00%
GECMC 2007-C1 XC IO P/P 144A 00.2697 12/10/2049 0.00%
HARVEY NORMAN HOLDING-RIGHTS SEDOL BK4Q0B4 0.00%
HKD/USD 11/20/2019 BCAP-FX 0.00%
JPMCC 05-CB12 X1 IO P/P 144A 00.5090 09/12/2037 0.00%
JPMCC 2006-LDP8 X IO 00.3118 05/15/2045 0.00%
JPMCC 2007-LDPX X IO 00.3227 01/15/2049 0.00%
JPY/USD 11/20/2019 UBS 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 00.5070 11/15/2040 0.00%
MEZZ 2005-C3 X IO P/P 144A 07.1366 05/15/2044 0.00%
MEZZ 2006-C4 X IO P/P 144A 06.5268 07/15/2045 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 0.00%
MWO HOLDINGS LLC 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
SEK/USD 12/18/2019 JPMCB 0.00%
SEK/USD 12/18/2019 SSBT 0.00%
SGD/USD 11/20/2019 JPMCB 0.00%
TERVITA CORP SEDOL BD1DCC4 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
WBCMT 2007-C34 IO IO 00.0966 05/15/2046 0.00%
1.58 R ISWP FWD US0003M P 12/18/2021 -0.00%
1.65 R ISWP FWD US0003M P 12/18/2049 -0.00%
AUD/USD 10/16/2019 JPMCB -0.00%
BRL/USD 02/04/2020 BANKAM -0.00%
CAD/USD 10/16/2019 BANKAM -0.00%
CAD/USD 10/16/2019 SSBT -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 CG -0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -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 BA -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 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 MS -0.00%
DKK/USD 12/18/2019 CITI -0.00%
EUR/USD 12/18/2019 CSI-FX -0.00%
GBP/USD 12/18/2019 JPMCB -0.00%
IDR/USD 11/20/2019 HSBCB -0.00%
INR/USD 11/20/2019 GSFX -0.00%
MXN/USD 10/16/2019 BANKAM -0.00%
1.525 R ISWP FWD US0003M P 12/18/2029 -0.00%
AUD/USD 10/16/2019 SSBT -0.00%
CAD/USD 10/16/2019 CITI -0.00%
CAD/USD 10/16/2019 RBSF -0.00%
EUR/USD 12/18/2019 JPMCB -0.00%
JPY/USD 11/20/2019 BCAP-FX -0.00%
NOK/USD 12/18/2019 GSFX -0.00%
CHF/USD 12/18/2019 JPMCB -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%
EUR/USD 12/18/2019 BANKAM -0.00%
INR/USD 11/20/2019 RBSF -0.00%
JPY/USD 11/20/2019 SSBT -0.00%
NZD/USD 10/16/2019 HSBCB -0.00%
TWD/USD 11/20/2019 GSFX -0.00%
TWD/USD 11/20/2019 RBSF -0.00%
EUR/USD 12/18/2019 GSFX -0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 JP -0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC -0.00%
AUD/JPY PUT 66.00 20200214 CITI -0.00%
AUD/JPY PUT 66.00 20200214 GSFX -0.00%
JPY/USD 11/20/2019 RBSF -0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP -0.01%
JPY/USD 11/20/2019 CITI -0.01%
AUD/USD 10/16/2019 WPAC -0.01%
AUD/USD 10/16/2019 BANKAM -0.01%
AUD/USD 10/16/2019 CSI-FX -0.01%
AUD/USD 10/16/2019 RBSF -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
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%
CDX CDX.NA.HY.33 500.0 12/20/2024 -0.04%
FNMA FN30 TBA UMBS 03.0000 10/01/2049 -0.81%
RU10INTR P US0003M R 11/26/19 CI -2.64%
GSGLPWDS P US0001M R 12/15/20 GS -5.63%

Prior top 10 holdings

Top 10 holdings as of 08/31/19
1: Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 2.22%
2: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.05%
3: Alphabet 1.97%
4: Amazon 1.69%
5: JPMorgan Chase 1.41%
6: Apple 1.15%
7: Microsoft 1.15%
8: Chevron 1.13%
9: Verizon Communications 1.12%
10: Paypal Holdings 1.01%
Holdings represent 14.90% of portfolio
Top 10 holdings as of 07/31/19
1: Fhlmc Fh30g G08795 03.0000 01/01/2048 2.18%
2: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.04%
3: Alphabet 1.98%
4: JPMorgan Chase 1.43%
5: Amazon 1.38%
6: Cisco Systems 1.18%
7: Chevron 1.17%
8: Apple 1.16%
9: Microsoft 1.11%
10: Verizon Communications 1.05%
Holdings represent 14.68% of portfolio
Top 10 holdings as of 06/30/19
1: Fhlmc Fh30g G08795 03.0000 01/01/2048 2.18%
2: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.05%
3: Alphabet 1.80%
4: Amazon 1.42%
5: JPMorgan Chase 1.40%
6: Chevron 1.20%
7: Cisco Systems 1.19%
8: Verizon Communications 1.10%
9: Microsoft 1.10%
10: Apple 1.09%
Holdings represent 14.53% of portfolio
Top 10 holdings as of 05/31/19
1: Fhlmc Fh30g G08795 03.0000 01/01/2048 2.27%
2: Gnma Gii30 Ma4652 Umbs 03.5000 08/20/2047 2.15%
3: Alphabet 1.91%
4: JPMorgan Chase 1.38%
5: Cisco Systems 1.18%
6: Chevron 1.17%
7: Fhlmc Fh30g G08814 04.0000 05/01/2048 1.15%
8: Verizon Communications 1.08%
9: Boeing 1.04%
10: Fnma Fn15 Al9468 03.0000 12/01/2031 1.04%
Holdings represent 14.37% of portfolio

Portfolio Composition as of 08/31/19

U.S. large-cap equity 41.86%
U.S. Investment-grade bonds 35.73%
U.S. small- and mid-cap equity 9.42%
International equity 8.36%
U.S. High-yield bonds 3.86%
U.S. money markets 0.77%

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%