Putnam Allstate Advisor Preferred

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 08/15/18

with optional enhanced death benefits
Unit Value $18.428757 $17.921919
Unit Value Change -0.099575 -0.096911

Lipper ranking ‡ as of 07/31/18

Category: Mixed-Asset Target Alloc Moderate Funds

  Percentile ranking Rank/Funds in category
10 yrs. 14% 18/133
1 yr. 16% 42/266
3 yrs. 23% 56/247
5 yrs. 12% 26/218

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 07/31/18

Fiscal Year End December
Asset Class Putnam Allstate Advisor Preferred
Subaccount Status Open to new investors
Number of issues 1414
Turnover (fiscal year end) 208%
Net Assets $143M
Inception Date 02/01/88

Performance

Performance as of 06/30/18

Annualized Performance Last Quarter Year
to Date
1 yr. 3 yrs. 5 yrs. 10 yrs. Life of
subaccount
Restated performance
Unit Value 1.42% -1.01% 6.10% 4.53% 6.81% 5.50% 5.81%
Standardized -0.58% -2.99% 4.10% 4.53% 6.81% 5.50% 5.81%
With optional enhanced death benefit
Unit Value 1.38% -1.09% 5.94% 4.37% 6.64% 5.34% 5.65%
Standardized -0.62% -3.07% 3.94% 4.37% 6.64% 5.34% 5.65%
Actual performance
Unit Value 1.42% -1.01% 6.10% 4.53% 6.81% 5.50% 3.54%
Standardized -0.58% -2.99% 4.10% 4.53% 6.81% 5.50% 3.54%
With optional enhanced death benefit
Unit Value 1.38% -1.09% 5.94% 4.37% 6.64% 5.34% 3.15%
Standardized -0.62% -3.07% 3.94% 4.37% 6.64% 5.34% 3.15%

Annual Performance at NAV

2008 2009 2010 2011 2012 2013 2014 2015 2016 2017
-34.42% 32.98% 12.80% -2.06% 12.31% 17.52% 7.62% -1.48% 4.96% 13.44%
With optional enhanced death benefit
-34.52% 32.77% 12.63% -2.21% 12.14% 17.34% 7.45% -1.63% 4.80% 13.27%

Restated performance

Monthly as of 07/31/18

Unit Value 1.97%
Standardized -0.03%

YTD as of 08/15/18

Unit Value 0.45%
Standardized -1.55%

With optional enhanced death benefit

Monthly as of 07/31/18

Unit Value 1.96%
Standardized -0.04%

YTD as of 08/15/18

Unit Value 0.35%
Standardized -1.65%

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 Hartford products are flexible-premium variable annuities issued by Hartford Life and Annuity Insurance Company, 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 Hartford 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 Hartford 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 07/31/18

Avg. Eff. Maturity 7.75
Avg. Price --
Avg. Eff. Duration 1.88
Avg. Coupon --
Avg. Yield to Maturity --
Alpha (%) -1.83
Beta 0.67
R Squared 0.96
Standard Deviation (3 yrs.) 7.05

Holdings

Top 10 holdings as of 07/31/18

Fnma Fn30 Ma3238 03.5000 01/01/2048 2.70%
Alphabet 2.11%
Gnma Gii30 Ma4652 03.5000 08/20/2047 1.98%
JPMorgan Chase 1.45%
Citigroup 1.09%
Fhlmc Fh30g G08814 04.0000 05/01/2048 1.06%
Verizon 1.05%
Boeing The 1.05%
Fnma Fn15 Al9468 03.0000 12/01/2031 1.01%
Cisco 0.99%
Top 10 holdings, total: 14.49%

Equity Holdings as of 06/30/18

ALPHABET INC-CL A 1.97%
JPMORGAN CHASE & CO 1.33%
CISCO SYSTEMS INC 1.03%
CITIGROUP INC 1.03%
VERIZON COMMUNICATIONS INC 1.03%
BOEING CO/THE 1.00%
APPLE INC 0.97%
HOME DEPOT INC 0.97%
NVIDIA CORP 0.91%
AMAZON.COM INC 0.76%
MICROSOFT CORP 0.68%
PEPSICO INC 0.67%
FACEBOOK INC-A 0.66%
VALERO ENERGY CORP 0.63%
ORACLE CORP 0.62%
JOHNSON & JOHNSON 0.54%
COCA-COLA CO/THE 0.53%
CONOCOPHILLIPS 0.50%
OCCIDENTAL PETROLEUM CORP 0.48%
ANTHEM INC 0.47%
WALT DISNEY CO/THE 0.43%
MERCK & CO. INC. 0.42%
INTUIT INC 0.41%
NORTHROP GRUMMAN CORP 0.41%
HALLIBURTON CO 0.40%
BRISTOL-MYERS SQUIBB CO 0.39%
AMGEN INC 0.38%
ELI LILLY & CO 0.38%
INTL BUSINESS MACHINES CORP 0.38%
MORGAN STANLEY 0.38%
HONEYWELL INTERNATIONAL INC 0.36%
MONDELEZ INTERNATIONAL INC-A 0.36%
DELTA AIR LINES INC 0.34%
FORD MOTOR CO 0.34%
E*TRADE FINANCIAL CORPORATION 0.32%
SYSCO CORP 0.31%
WALGREENS BOOTS ALLIANCE INC 0.31%
CIGNA CORP 0.30%
HUMANA INC 0.30%
NETAPP INC 0.30%
ROSS STORES INC 0.30%
COGNIZANT TECH SOLUTIONS-A 0.28%
KINDER MORGAN INC 0.28%
ABIOMED INC 0.27%
AUTOMATIC DATA PROCESSING 0.27%
LOCKHEED MARTIN CORP 0.27%
PALO ALTO NETWORKS INC 0.27%
REGIONS FINANCIAL CORP 0.27%
WILLIAMS COS INC 0.27%
ESTEE LAUDER COMPANIES-CL A 0.26%
MCKESSON CORP 0.26%
PRUDENTIAL FINANCIAL INC 0.26%
TIFFANY & CO 0.26%
US BANCORP 0.26%
BAXTER INTERNATIONAL INC 0.25%
LULULEMON ATHLETICA INC 0.25%
PVH CORP 0.25%
RAYTHEON COMPANY 0.25%
BOSTON SCIENTIFIC CORP 0.24%
CUMMINS INC 0.24%
ENTERGY CORP 0.24%
HP INC 0.24%
RED HAT INC 0.24%
ABBVIE INC 0.23%
AGILENT TECHNOLOGIES INC 0.23%
AMERIPRISE FINANCIAL INC 0.23%
CAPITAL ONE FINANCIAL CORP 0.23%
INGERSOLL-RAND PLC 0.23%
CARNIVAL CORP 0.22%
GILEAD SCIENCES INC 0.22%
GOLDMAN SACHS GROUP INC 0.22%
LAS VEGAS SANDS CORP 0.22%
METLIFE INC 0.22%
NOVARTIS AG-REG 0.22%
PFIZER INC 0.22%
ROYAL CARIBBEAN CRUISES LTD 0.22%
FIFTH THIRD BANCORP 0.21%
MICHAEL KORS HOLDINGS LTD 0.21%
ROCHE HOLDING AG-GENUSSCHEIN 0.21%
TEXAS INSTRUMENTS INC 0.21%
FORTINET INC 0.20%
HILTON WORLDWIDE HOLDINGS IN 0.20%
KLA-TENCOR CORP 0.20%
TOTAL SA 0.20%
DISCOVER FINANCIAL SERVICES 0.19%
ROYAL DUTCH SHELL PLC-B SHS 0.19%
CENTENE CORP 0.18%
HARTFORD FINANCIAL SVCS GRP 0.18%
ROCKWELL AUTOMATION INC 0.18%
F5 NETWORKS INC 0.17%
NRG ENERGY INC 0.17%
VF CORP 0.17%
WASTE MANAGEMENT INC 0.17%
AIR PRODUCTS & CHEMICALS INC 0.16%
DELL TECHNOLOGIES INC-CL V 0.16%
EQUITY RESIDENTIAL TR REIT 0.16%
FIDELITY NATIONAL INFO SERV 0.16%
FLEETCOR TECHNOLOGIES INC 0.16%
HERSHEY CO/THE 0.16%
MASTERCARD INC - A 0.16%
NEWMONT MINING CORP 0.16%
WYNDHAM DESTINATIONS INC 0.16%
ALLIANZ SE-REG 0.15%
BHP BILLITON LIMITED 0.15%
DENTSPLY SIRONA INC 0.15%
HUNTSMAN CORP 0.15%
MOLSON COORS BREWING CO -B 0.15%
WEYERHAEUSER CO 0.15%
ZOETIS INC 0.15%
APPLIED MATERIALS INC 0.14%
CMS ENERGY CORP 0.14%
CONAGRA BRANDS INC 0.14%
ONEOK INC 0.14%
PACKAGING CORP OF AMERICA 0.14%
PROCTER & GAMBLE CO/THE 0.14%
WELLCARE HEALTH PLANS INC 0.14%
ALLY FINANCIAL INC 0.13%
CIT GROUP INC 0.13%
KDDI CORP 0.13%
LOEWS CORP 0.13%
SUMITOMO MITSUI FINANCIAL GR 0.13%
TWENTY-FIRST CENTURY FOX - B 0.13%
XL GROUP LTD 0.13%
ALLISON TRANSMISSION HOLDING 0.12%
AMEREN CORPORATION 0.12%
ASTELLAS PHARMA INC 0.12%
BASF SE 0.12%
BIOGEN INC 0.12%
CENTERPOINT ENERGY INC 0.12%
CENTRAL JAPAN RAILWAY CO 0.12%
ENEL SPA 0.12%
ENI SPA 0.12%
EQUINOR ASA 0.12%
FRESENIUS MEDICAL CARE AG & 0.12%
HITACHI LTD 0.12%
KANSAS CITY SOUTHERN 0.12%
KONINKLIJKE AHOLD DELHAIZE N 0.12%
LINCOLN NATIONAL CORP 0.12%
MIZUHO FINANCIAL GROUP INC 0.12%
NIPPON TELEGRAPH & TELEPHONE 0.12%
OWENS CORNING 0.12%
REPSOL SA 0.12%
TOTAL SYSTEM SERVICES INC 0.12%
VERTEX PHARMACEUTICALS INC 0.12%
AMETEK INC 0.11%
AVERY DENNISON CORP 0.11%
AXA SA 0.11%
BROADRIDGE FINANCIAL SOLUTIO 0.11%
CADENCE DESIGN SYS INC 0.11%
CELANESE CORP-SERIES A 0.11%
CK ASSET HOLDINGS LTD 0.11%
DNB NOR ASA 0.11%
DOLLAR GENERAL CORP 0.11%
DR PEPPER SNAPPLE GROUP INC 0.11%
HCP INC 0.11%
HOYA CORP 0.11%
LEGAL & GENERAL GROUP PLC 0.11%
MUENCHENER RUECKVER AG-REG 0.11%
PBF ENERGY INC-CLASS A 0.11%
PEUGEOT SA 0.11%
SAINSBURY (J) PLC 0.11%
SANDVIK AB 0.11%
SL GREEN REALTY CORP 0.11%
SYNOPSYS INC 0.11%
TOLL BROTHERS INC 0.11%
UGI CORP 0.11%
VINCI SA 0.11%
AGEAS 0.10%
AMDOCS LTD 0.10%
ANGLO AMER PLC 0.10%
ARCELORMITTAL 0.10%
BNP PARIBAS 0.10%
CA INC 0.10%
CBRE GROUP INC - A 0.10%
COVESTRO AG 0.10%
EXPEDITORS INTL WASH INC 0.10%
FIAT CHRYSLER AUTOMOBILES NV 0.10%
GALAXY ENT GRP L 0.10%
ITOCHU CORP 0.10%
MITSUI AND CO LTD 0.10%
ORIX CORP 0.10%
RESONA HOLDINGS INC 0.10%
RIO TINTO PLC 0.10%
TAYLOR WIMPEY PLC 0.10%
VOLVO AB-B SHS 0.10%
VORNADO REALTY TRUST 0.10%
ABN AMRO GROUP NV-CVA 0.09%
ACS ACTIVIDADES 0.09%
AES CORP 0.09%
AMERICAN ELECTRIC POWER 0.09%
ASSURANT INC 0.09%
BERRY GLOBAL GROUP INC 0.09%
CELGENE CORP 0.09%
GLAXOSMITHKLINE PLC 0.09%
MSCI INC 0.09%
NORTHERN TRUST CORP 0.09%
PERSIMMON PLC 0.09%
PINNACLE FOODS INC 0.09%
SAMSUNG ELECTRONICS CO LTD 0.09%
SWISSCOM AG-REG 0.09%
TAIWAN SEMICONDUCTOR MANUFAC 0.09%
WOOLWORTHS GROUP LTD 0.09%
AMADEUS IT GROUP SA 0.08%
BERKELEY GROUP HOLDINGS/THE 0.08%
BOOZ ALLEN HAMILTON HOLDINGS 0.08%
BRIXMOR PROPERTY GROUP INC 0.08%
DOLLAR TREE INC 0.08%
DUKE REALTY CORP 0.08%
DUN & BRADSTREET CORP 0.08%
INTL CONSOLIDATED AIRLINE-DI 0.08%
KAR AUCTION SERVICES INC 0.08%
KEYSIGHT TECHNOLOGIES IN 0.08%
LKQ CORP 0.08%
MANPOWERGROUP INC 0.08%
MARUBENI CORP 0.08%
PINNACLE WEST CAPITAL 0.08%
PRINCIPAL FINANCIAL GROUP 0.08%
RECORDATI SPA 0.08%
REPUBLIC SERVICES INC 0.08%
SHIONOGI & CO LTD 0.08%
SIGNET JEWELERS LTD 0.08%
TUI AG-DI 0.08%
VISTEON CORP 0.08%
W.R. GRACE & CO 0.08%
3I GROUP PLC 0.07%
ALLERGAN PLC 0.07%
ASSOCIATED BRITISH FOODS PLC 0.07%
CHARLES RIVER LABORATORIES 0.07%
EVONIK INDUSTRIES AG 0.07%
FAURECIA 0.07%
INGREDION INC 0.07%
JONES LANG LASALLE INC 0.07%
MACQUARIE GROUP LTD 0.07%
OGE ENERGY CORP 0.07%
PARK HOTELS & RESORTS INC 0.07%
PENTAIR PLC 0.07%
ROYAL MAIL PLC 0.07%
SPIRIT REALTY CAPITAL INC 0.07%
SWEDISH MATCH AB 0.07%
SWISS RE AG 0.07%
TDK CORP 0.07%
TELSTRA CORP LTD 0.07%
TOYOTA MOTOR CORP 0.07%
UCB SA 0.07%
UNITED OVERSEAS BANK LTD 0.07%
WH GROUP LTD 0.07%
AMERICAN HOME 4 RENT 0.06%
ARKEMA 0.06%
ATHENE HOLDING LTD-CLASS A 0.06%
BLACK KNIGHT INC 0.06%
BT GROUP PLC 0.06%
BWX TECHNOLOGIES INC 0.06%
EVERGY INC 0.06%
EXTENDED STAY AMERICA INC 0.06%
HYATT HOTELS CORP - CL A 0.06%
MADISON SQUARE GARDEN CO- A 0.06%
NESTLE SA-REG 0.06%
NTT DOCOMO INC 0.06%
NUANCE COMMUNICATIONS INC 0.06%
PROSIEBENSAT.1 MEDIA SE 0.06%
SK HYNIX INC 0.06%
ZEBRA TECHNOLOGIES CORP-CL A 0.06%
AMERICAN FINANCIAL GROUP INC 0.05%
APARTMENT INVT & MGMT CO -A 0.05%
ASHTEAD GROUP PLC 0.05%
ATMOS ENERGY CORP 0.05%
FORMOSA CHEMICALS & FIBRE 0.05%
HD SUPPLY HOLDINGS INC 0.05%
HIGHWOODS PROPERTIES INC 0.05%
KAO CORP 0.05%
KIRIN HOLDINGS CO LTD 0.05%
LEIDOS HOLDINGS INC 0.05%
LIBERTY PROPERTY TRUST 0.05%
MARINE HARVEST 0.05%
MITSUBISHI CHEMICAL HOLDINGS 0.05%
NEWS CORP - CLASS A 0.05%
PARTNERS GROUP HOLDING AG 0.05%
POLA ORBIS HOLDINGS INC 0.05%
RALPH LAUREN CORP 0.05%
SANTANDER CONSUMER USA HOLDI 0.05%
SERVICEMASTER GLOBAL HOLDING 0.05%
SKF AB-B SHARES 0.05%
STARWOOD PROPERTY TRUST INC 0.05%
SUN COMMUNITIES INC 0.05%
SYNOVUS FINANCIAL CORP 0.05%
TAISEI CORP 0.05%
WABCO HOLDINGS INC 0.05%
AECOM 0.04%
AENA SME SA 0.04%
ANA HOLDINGS INC 0.04%
BGC PARTNERS INC-CL A 0.04%
BRANDYWINE REALTY TRUST 0.04%
CABOT CORP 0.04%
COCA-COLA AMATIL LTD 0.04%
COPA HOLDINGS SA-CLASS A 0.04%
DOMTAR CORP 0.04%
DOUGLAS EMMETT INC 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
FIRST HAWAIIAN INC 0.04%
GAMING AND LEISURE PROPERTIE 0.04%
GARDNER DENVER HOLDINGS INC 0.04%
HUDSON PACIFIC PROPERTIES IN 0.04%
INDUSTRIAL BANK OF KOREA 0.04%
JABIL INC 0.04%
JAPAN AIRLINES CO LTD 0.04%
KEYENCE CORP 0.04%
LIBERTY MEDIA COR-SIRIUSXM A 0.04%
LIFE STORAGE INC 0.04%
NEW RESIDENTIAL INVESTMENT 0.04%
NVENT ELECTRIC PLC 0.04%
OTSUKA CORP 0.04%
RENAISSANCERE HOLDINGS LTD 0.04%
ROYAL GOLD INC 0.04%
SUN HUNG KAI PROPERTIES 0.04%
TESCO PLC 0.04%
VALIDUS HOLDINGS LTD 0.04%
WATERS CORP 0.04%
ABC-MART INC 0.03%
APPLE HOSPITALITY REIT INC 0.03%
ARRIS INTERNATIONAL PLC 0.03%
AXIS CAPITAL HOLDINGS LTD 0.03%
BLUESCOPE STEEL LTD 0.03%
CIMIC GROUP LTD 0.03%
CORELOGIC INC 0.03%
CTBC FINANCIAL HOLDING CO LT 0.03%
DAI NIPPON PRINTING CO LTD 0.03%
DEUTSCHE LUFTHANSA-REG 0.03%
ENGIE 0.03%
HILL-ROM HOLDINGS INC 0.03%
HONDA MOTOR CO LTD 0.03%
HSBC HOLDINGS PLC 0.03%
INDUSTRIVARDEN AB-A SHS 0.03%
IPSEN 0.03%
LLOYDS BANKING GROUP PLC 0.03%
MITSUBISHI ELECTRIC CORP 0.03%
MITSUBISHI GAS CHEMICAL CO 0.03%
PARAMOUNT GROUP INC 0.03%
POPULAR INC 0.03%
RANDSTAD NV 0.03%
RAYONIER INC 0.03%
RTL GROUP 0.03%
SEALED AIR CORP 0.03%
SENIOR HOUSING PROP TRUST 0.03%
SONY CORP 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
TAPESTRY INC 0.03%
TELEDYNE TECHNOLOGIES INC 0.03%
TOPPAN PRINTING CO LTD 0.03%
AGNC INVESTMENT CORP 0.02%
BOLIDEN AB 0.02%
EMPIRE STATE REALTY TRUST-A 0.02%
FORMOSA PETROCHEMICAL CORP 0.02%
HARVEY NORMAN HOLDINGS LTD 0.02%
HERMES INTERNATIONAL 0.02%
HONG KONG EXCHANGES & CLEAR 0.02%
JTEKT CORP 0.02%
KERRY PROPERTIES LTD 0.02%
L3 TECHNOLOGIES INC 0.02%
MEDIPAL HOLDINGS CORP 0.02%
MITSUBISHI UFJ FINANCIAL GRO 0.02%
NEXON CO LTD 0.02%
NOMURA REAL ESTATE HOLDINGS 0.02%
OUTFRONT MEDIA INC 0.02%
SINGAPORE AIRLINES LTD 0.02%
UNIVAR INC 0.02%
WP CAREY INC 0.02%
AEGON NV 0.01%
ALFRESA HOLDINGS CORP 0.01%
ASAHI GROUP HOLDINGS LTD 0.01%
AVAYA HOLDINGS CORP 0.01%
DAIWA SECURITIES GROUP INC 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
GMAC CAPITAL TRUST I PCT 08.1275 0.01%
JAPAN POST BANK CO LTD 0.01%
NEXT PLC 0.01%
OMV AG 0.01%
SANDRIDGE ENERGY INC 0.01%
SUZUKI MOTOR CORP 0.01%
TAISHO PHARMACEUTICAL HOLDIN 0.01%
WM MORRISON SUPERMARKETS 0.01%
YANGZIJIANG SHIPBUILDING 0.01%
ACC CLAIMS HOLDING LLC CLASS A 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
FUJITSU LTD 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
MWO HOLDINGS LLC 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
TERVITA CORP CLASS A 0.00%
TXU TCEH RIGHTS 0.00%

Full Portfolio Holdings as of 06/30/18

FNMA FN30 MA3238 03.5000 01/01/2048 2.76%
GNMA GII30 MA4652 03.5000 08/20/2047 2.03%
ALPHABET INC-CL A 1.97%
JPMORGAN CHASE & CO 1.33%
FHLMC FH30G G08814 04.0000 05/01/2048 1.08%
FNMA FN15 AL9468 03.0000 12/01/2031 1.04%
CISCO SYSTEMS INC 1.03%
CITIGROUP INC 1.03%
VERIZON COMMUNICATIONS INC 1.03%
BOEING CO/THE 1.00%
APPLE INC 0.97%
HOME DEPOT INC 0.97%
NVIDIA CORP 0.91%
FNMA FN30 TBA 06.0000 07/01/2048 0.78%
AMAZON.COM INC 0.76%
FNMA FN30 TBA 04.5000 08/01/2047 0.74%
GNMA GII30 MA4837 03.5000 11/20/2047 0.70%
MICROSOFT CORP 0.68%
PEPSICO INC 0.67%
FACEBOOK INC-A 0.66%
S&P GSCI 3X NOTE 04/01/2019 0.66%
FNMA FN30 BH5117 04.0000 08/01/2047 0.63%
VALERO ENERGY CORP 0.63%
ORACLE CORP 0.62%
JOHNSON & JOHNSON 0.54%
COCA-COLA CO/THE 0.53%
CONOCOPHILLIPS 0.50%
OCCIDENTAL PETROLEUM CORP 0.48%
ANTHEM INC 0.47%
WALT DISNEY CO/THE 0.43%
MERCK & CO. INC. 0.42%
INTUIT INC 0.41%
NORTHROP GRUMMAN CORP 0.41%
HALLIBURTON CO 0.40%
BRISTOL-MYERS SQUIBB CO 0.39%
AMGEN INC 0.38%
ELI LILLY & CO 0.38%
INTL BUSINESS MACHINES CORP 0.38%
MORGAN STANLEY 0.38%
HONEYWELL INTERNATIONAL INC 0.36%
MONDELEZ INTERNATIONAL INC-A 0.36%
DELTA AIR LINES INC 0.34%
FORD MOTOR CO 0.34%
E*TRADE FINANCIAL CORPORATION 0.32%
SYSCO CORP 0.31%
WALGREENS BOOTS ALLIANCE INC 0.31%
CIGNA CORP 0.30%
HUMANA INC 0.30%
NETAPP INC 0.30%
ROSS STORES INC 0.30%
COGNIZANT TECH SOLUTIONS-A 0.28%
KINDER MORGAN INC 0.28%
ABIOMED INC 0.27%
AUTOMATIC DATA PROCESSING 0.27%
LOCKHEED MARTIN CORP 0.27%
PALO ALTO NETWORKS INC 0.27%
REGIONS FINANCIAL CORP 0.27%
WILLIAMS COS INC 0.27%
ESTEE LAUDER COMPANIES-CL A 0.26%
MCKESSON CORP 0.26%
PRUDENTIAL FINANCIAL INC 0.26%
TIFFANY & CO 0.26%
US BANCORP 0.26%
BAXTER INTERNATIONAL INC 0.25%
LULULEMON ATHLETICA INC 0.25%
PVH CORP 0.25%
RAYTHEON COMPANY 0.25%
BOSTON SCIENTIFIC CORP 0.24%
CUMMINS INC 0.24%
ENTERGY CORP 0.24%
HP INC 0.24%
RED HAT INC 0.24%
ABBVIE INC 0.23%
AGILENT TECHNOLOGIES INC 0.23%
AMERIPRISE FINANCIAL INC 0.23%
CAPITAL ONE FINANCIAL CORP 0.23%
FNMA FN30 AS7003 03.0000 04/01/2046 0.23%
INGERSOLL-RAND PLC 0.23%
CARNIVAL CORP 0.22%
GILEAD SCIENCES INC 0.22%
GOLDMAN SACHS GROUP INC 0.22%
LAS VEGAS SANDS CORP 0.22%
METLIFE INC 0.22%
NOVARTIS AG-REG 0.22%
PFIZER INC 0.22%
ROYAL CARIBBEAN CRUISES LTD 0.22%
FIFTH THIRD BANCORP 0.21%
MICHAEL KORS HOLDINGS LTD 0.21%
ROCHE HOLDING AG-GENUSSCHEIN 0.21%
TEXAS INSTRUMENTS INC 0.21%
FORTINET INC 0.20%
HILTON WORLDWIDE HOLDINGS IN 0.20%
KLA-TENCOR CORP 0.20%
TOTAL SA 0.20%
DISCOVER FINANCIAL SERVICES 0.19%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.19%
ROYAL DUTCH SHELL PLC-B SHS 0.19%
CENTENE CORP 0.18%
HARTFORD FINANCIAL SVCS GRP 0.18%
ROCKWELL AUTOMATION INC 0.18%
F5 NETWORKS INC 0.17%
FNMA FN30 BC2733 03.0000 05/01/2046 0.17%
NRG ENERGY INC 0.17%
VF CORP 0.17%
WASTE MANAGEMENT INC 0.17%
AIR PRODUCTS & CHEMICALS INC 0.16%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.16%
CITIGROUP INC 03.8870 01/10/2028 0.16%
DELL TECHNOLOGIES INC-CL V 0.16%
EQUITY RESIDENTIAL TR REIT 0.16%
FIDELITY NATIONAL INFO SERV 0.16%
FLEETCOR TECHNOLOGIES INC 0.16%
HERSHEY CO/THE 0.16%
MASTERCARD INC - A 0.16%
NEWMONT MINING CORP 0.16%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.16%
WYNDHAM DESTINATIONS INC 0.16%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.15%
ALLIANZ SE-REG 0.15%
BHP BILLITON LIMITED 0.15%
DENTSPLY SIRONA INC 0.15%
HUNTSMAN CORP 0.15%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.15%
MOLSON COORS BREWING CO -B 0.15%
WEYERHAEUSER CO 0.15%
ZOETIS INC 0.15%
APPLIED MATERIALS INC 0.14%
CMS ENERGY CORP 0.14%
CONAGRA BRANDS INC 0.14%
FNMA FN30 BH7058 03.5000 12/01/2047 0.14%
ONEOK INC 0.14%
PACKAGING CORP OF AMERICA 0.14%
PROCTER & GAMBLE CO/THE 0.14%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.14%
WELLCARE HEALTH PLANS INC 0.14%
ALLY FINANCIAL INC 0.13%
CIT GROUP INC 0.13%
GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 0.13%
KDDI CORP 0.13%
LOEWS CORP 0.13%
MORGAN STANLEY 03.6250 01/20/2027 0.13%
SUMITOMO MITSUI FINANCIAL GR 0.13%
TWENTY-FIRST CENTURY FOX - B 0.13%
XL GROUP LTD 0.13%
ALLISON TRANSMISSION HOLDING 0.12%
AMEREN CORPORATION 0.12%
ASTELLAS PHARMA INC 0.12%
BASF SE 0.12%
BIOGEN INC 0.12%
CENTERPOINT ENERGY INC 0.12%
CENTRAL JAPAN RAILWAY CO 0.12%
ENEL SPA 0.12%
ENI SPA 0.12%
EQUINOR ASA 0.12%
FNMA FN30 AS7154 03.0000 05/01/2046 0.12%
FRESENIUS MEDICAL CARE AG & 0.12%
HITACHI LTD 0.12%
KANSAS CITY SOUTHERN 0.12%
KONINKLIJKE AHOLD DELHAIZE N 0.12%
LINCOLN NATIONAL CORP 0.12%
MIZUHO FINANCIAL GROUP INC 0.12%
NIPPON TELEGRAPH & TELEPHONE 0.12%
OWENS CORNING 0.12%
REPSOL SA 0.12%
SPST 2018-1 A 02.8613 04/24/2019 0.12%
TOTAL SYSTEM SERVICES INC 0.12%
VERTEX PHARMACEUTICALS INC 0.12%
AMETEK INC 0.11%
AT&T INC P/P 144A 04.1000 02/15/2028 0.11%
AVERY DENNISON CORP 0.11%
AXA SA 0.11%
BROADRIDGE FINANCIAL SOLUTIO 0.11%
CADENCE DESIGN SYS INC 0.11%
CELANESE CORP-SERIES A 0.11%
CK ASSET HOLDINGS LTD 0.11%
DNB NOR ASA 0.11%
DOLLAR GENERAL CORP 0.11%
DR PEPPER SNAPPLE GROUP INC 0.11%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.11%
HCP INC 0.11%
HOYA CORP 0.11%
LEGAL & GENERAL GROUP PLC 0.11%
MUENCHENER RUECKVER AG-REG 0.11%
PBF ENERGY INC-CLASS A 0.11%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.11%
PEUGEOT SA 0.11%
SAINSBURY (J) PLC 0.11%
SANDVIK AB 0.11%
SL GREEN REALTY CORP 0.11%
SYNOPSYS INC 0.11%
TOLL BROTHERS INC 0.11%
UGI CORP 0.11%
VINCI SA 0.11%
AGEAS 0.10%
AMDOCS LTD 0.10%
ANGLO AMER PLC 0.10%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.10%
ARCELORMITTAL 0.10%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.10%
BNP PARIBAS 0.10%
CA INC 0.10%
CBRE GROUP INC - A 0.10%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.10%
COVESTRO AG 0.10%
EXPEDITORS INTL WASH INC 0.10%
FIAT CHRYSLER AUTOMOBILES NV 0.10%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.10%
GALAXY ENT GRP L 0.10%
ITOCHU CORP 0.10%
MITSUI AND CO LTD 0.10%
ORIX CORP 0.10%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.10%
RESONA HOLDINGS INC 0.10%
RIO TINTO PLC 0.10%
TAYLOR WIMPEY PLC 0.10%
VOLVO AB-B SHS 0.10%
VORNADO REALTY TRUST 0.10%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.10%
ABN AMRO GROUP NV-CVA 0.09%
ACS ACTIVIDADES 0.09%
AES CORP 0.09%
ALPHABET INC 03.6250 05/19/2021 0.09%
AMERICAN ELECTRIC POWER 0.09%
AMGEN INC 03.4500 10/01/2020 0.09%
APPLE INC 02.1000 05/06/2019 0.09%
ASSURANT INC 0.09%
BERRY GLOBAL GROUP INC 0.09%
CELGENE CORP 0.09%
CVS HEALTH CORP 02.2500 12/05/2018 0.09%
GLAXOSMITHKLINE PLC 0.09%
IBM CORP 01.8750 08/01/2022 0.09%
MSCI INC 0.09%
NORTHERN TRUST CORP 0.09%
PERSIMMON PLC 0.09%
PINNACLE FOODS INC 0.09%
ROYAL BANK OF CANADA USD 02.2000 07/27/2018 0.09%
SAMSUNG ELECTRONICS CO LTD 0.09%
SPST 2017-6 A 02.6613 11/24/2018 0.09%
SPST 2018-3 A 02.7911 07/24/2019 0.09%
SWISSCOM AG-REG 0.09%
TAIWAN SEMICONDUCTOR MANUFAC 0.09%
WOOLWORTHS GROUP LTD 0.09%
AMADEUS IT GROUP SA 0.08%
BERKELEY GROUP HOLDINGS/THE 0.08%
BOOZ ALLEN HAMILTON HOLDINGS 0.08%
BRIXMOR PROPERTY GROUP INC 0.08%
CVS HEALTH CORP 04.7800 03/25/2038 0.08%
CWALT 2006-OA10 4A1 02.2811 08/25/2046 0.08%
CWALT 2006-OA7 1A2 02.4981 06/25/2046 0.08%
DOLLAR TREE INC 0.08%
DUKE REALTY CORP 0.08%
DUN & BRADSTREET CORP 0.08%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.08%
GNMA GII30 4246 06.5000 09/20/2038 0.08%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.08%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.08%
INTL CONSOLIDATED AIRLINE-DI 0.08%
KAR AUCTION SERVICES INC 0.08%
KEYSIGHT TECHNOLOGIES IN 0.08%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.08%
LKQ CORP 0.08%
MANPOWERGROUP INC 0.08%
MARUBENI CORP 0.08%
PINNACLE WEST CAPITAL 0.08%
PRINCIPAL FINANCIAL GROUP 0.08%
RECORDATI SPA 0.08%
REPUBLIC SERVICES INC 0.08%
ROYAL BK SCOTLND USD 04.7000 07/03/2018 0.08%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.08%
SHIONOGI & CO LTD 0.08%
SIGNET JEWELERS LTD 0.08%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.08%
TUI AG-DI 0.08%
VISTEON CORP 0.08%
VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 0.08%
W.R. GRACE & CO 0.08%
3I GROUP PLC 0.07%
ALLERGAN PLC 0.07%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.07%
ASSOCIATED BRITISH FOODS PLC 0.07%
BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 0.07%
CAS 2015-C04 2M2 07.6411 04/25/2028 0.07%
CHARLES RIVER LABORATORIES 0.07%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.07%
E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 0.07%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.07%
EVONIK INDUSTRIES AG 0.07%
FAURECIA 0.07%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.07%
INGREDION INC 0.07%
JONES LANG LASALLE INC 0.07%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.07%
KINDER MORGAN INC 03.1500 01/15/2023 0.07%
MACQUARIE GROUP LTD 0.07%
MAPLE ESCROW SUB P/P 144A 04.5970 05/25/2028 0.07%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.07%
OGE ENERGY CORP 0.07%
ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 0.07%
ORACLE CORPORATION 02.2500 10/08/2019 0.07%
PARK HOTELS & RESORTS INC 0.07%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.07%
PENTAIR PLC 0.07%
ROYAL MAIL PLC 0.07%
SPIRIT REALTY CAPITAL INC 0.07%
SWEDISH MATCH AB 0.07%
SWISS RE AG 0.07%
TDK CORP 0.07%
TELSTRA CORP LTD 0.07%
TOYOTA MOTOR CORP 0.07%
TPAT 2018-SL1 A P/P 144A 02.6911 01/25/2046 0.07%
UCB SA 0.07%
UNITED OVERSEAS BANK LTD 0.07%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.07%
WH GROUP LTD 0.07%
ABBVIE INC 02.9000 11/06/2022 0.06%
ALTRIA GROUP INC 02.6250 01/14/2020 0.06%
AMAZON.COM INC 03.1500 08/22/2027 0.06%
AMERICAN HOME 4 RENT 0.06%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.06%
APPLE INC 04.3750 05/13/2045 0.06%
ARKEMA 0.06%
ATHENE HOLDING LTD-CLASS A 0.06%
BLACK KNIGHT INC 0.06%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.06%
BT GROUP PLC 0.06%
BWX TECHNOLOGIES INC 0.06%
CIGNA CORP 04.5000 03/15/2021 0.06%
COMCAST CORP 03.9690 11/01/2047 0.06%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.06%
CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 0.06%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.06%
EVERGY INC 0.06%
EXTENDED STAY AMERICA INC 0.06%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.06%
GNMA GII30 4581 06.5000 11/20/2039 0.06%
HYATT HOTELS CORP - CL A 0.06%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.06%
KRAFT HEINZ FOODS CO 06.5000 02/09/2040 0.06%
MADISON SQUARE GARDEN CO- A 0.06%
NESTLE SA-REG 0.06%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.06%
NTT DOCOMO INC 0.06%
NUANCE COMMUNICATIONS INC 0.06%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.06%
ORACLE CORP 02.5000 10/15/2022 0.06%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.06%
PROSIEBENSAT.1 MEDIA SE 0.06%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.06%
SK HYNIX INC 0.06%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.06%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.06%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.06%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.06%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.06%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.06%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.06%
ZEBRA TECHNOLOGIES CORP-CL A 0.06%
AMAZON.COM INC 03.3000 12/05/2021 0.05%
AMERICAN FINANCIAL GROUP INC 0.05%
APARTMENT INVT & MGMT CO -A 0.05%
ASHTEAD GROUP PLC 0.05%
AT&T INC 04.7500 05/15/2046 0.05%
ATMOS ENERGY CORP 0.05%
AUTONATION INC. 05.5000 02/01/2020 0.05%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.05%
BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.05%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.05%
CISCO SYSTEMS INC 02.2000 02/28/2021 0.05%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.05%
CSMC 2016-NXSR C 04.5081 12/15/2049 0.05%
CSX CORP 04.1000 03/15/2044 0.05%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.05%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.05%
ECOLAB INC 03.2500 12/01/2027 0.05%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.05%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.05%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.05%
FORMOSA CHEMICALS & FIBRE 0.05%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.05%
GNMA GII30 4269 06.5000 10/20/2038 0.05%
HD SUPPLY HOLDINGS INC 0.05%
HIGHWOODS PROPERTIES INC 0.05%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.05%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.05%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.05%
KAO CORP 0.05%
KELLOGG CO 03.2500 04/01/2026 0.05%
KIRIN HOLDINGS CO LTD 0.05%
LEIDOS HOLDINGS INC 0.05%
LIBERTY PROPERTY TRUST 0.05%
MARINE HARVEST 0.05%
MICROSOFT CORP 01.5500 08/08/2021 0.05%
MITSUBISHI CHEMICAL HOLDINGS 0.05%
NCHET 2003-4 M1 03.2161 10/25/2033 0.05%
NEWS CORP - CLASS A 0.05%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.05%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.05%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.05%
PARTNERS GROUP HOLDING AG 0.05%
POLA ORBIS HOLDINGS INC 0.05%
RALPH LAUREN CORP 0.05%
SALESFORCE.COM INC 03.7000 04/11/2028 0.05%
SANTANDER CONSUMER USA HOLDI 0.05%
SERVICEMASTER GLOBAL HOLDING 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%
SKF AB-B SHARES 0.05%
STARWOOD PROPERTY TRUST INC 0.05%
SUN COMMUNITIES INC 0.05%
SYNOVUS FINANCIAL CORP 0.05%
TAISEI CORP 0.05%
VIACOM INC 04.5000 03/01/2021 0.05%
WABCO HOLDINGS INC 0.05%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.05%
AECOM 0.04%
AENA SME SA 0.04%
AIR LEASE CORP 02.5000 03/01/2021 0.04%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.04%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.04%
ANA HOLDINGS INC 0.04%
ANALOG DEVICES INC 02.8500 03/12/2020 0.04%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.04%
ARC PROP OPER PART L 04.6000 02/06/2024 0.04%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.04%
BGC PARTNERS INC-CL A 0.04%
BRANDYWINE REALTY TRUST 0.04%
CABOT CORP 0.04%
CDX CDX.NA.IG.30 100.0 06/20/2023 0.04%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.04%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.04%
CHEVRON CORP 01.5610 05/16/2019 0.04%
CITIGROUP INC 02.6500 10/26/2020 0.04%
CITIGROUP INC 04.4500 09/29/2027 0.04%
COCA-COLA AMATIL LTD 0.04%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.04%
COPA HOLDINGS SA-CLASS A 0.04%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.04%
DOMTAR CORP 0.04%
DOUGLAS EMMETT INC 0.04%
DUKE ENERGY CORP 03.1500 08/15/2027 0.04%
ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.04%
FIRST HAWAIIAN INC 0.04%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.04%
GAMING AND LEISURE PROPERTIE 0.04%
GARDNER DENVER HOLDINGS INC 0.04%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.04%
HONEYWELL INTL 03.8120 11/21/2047 0.04%
HUDSON PACIFIC PROPERTIES IN 0.04%
HYATT HOTELS CORP 04.8500 03/15/2026 0.04%
INDUSTRIAL BANK OF KOREA 0.04%
JABIL INC 0.04%
JAPAN AIRLINES CO LTD 0.04%
KEYENCE CORP 0.04%
LEAR CORP 03.8000 09/15/2027 0.04%
LIBERTY MEDIA COR-SIRIUSXM A 0.04%
LIFE STORAGE INC 0.04%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.04%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.04%
NEW RESIDENTIAL INVESTMENT 0.04%
NVENT ELECTRIC PLC 0.04%
OTSUKA CORP 0.04%
PFIZER INC 01.7000 12/15/2019 0.04%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.04%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.04%
RENAISSANCERE HOLDINGS LTD 0.04%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.04%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.04%
ROYAL GOLD INC 0.04%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.04%
SPRINT CORP 07.8750 09/15/2023 0.04%
SPST 2017-LD1 A 02.8911 11/25/2050 0.04%
SUN HUNG KAI PROPERTIES 0.04%
TESCO PLC 0.04%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.04%
UBSBB 2012-C3 C P/P 144A 05.2095 08/10/2049 0.04%
VALIDUS HOLDINGS LTD 0.04%
VERIZON COMM 04.5220 09/15/2048 0.04%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.04%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.04%
WAMU 2005-AR9 A1C3 03.0511 07/25/2045 0.04%
WATERS CORP 0.04%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.04%
WEYERHAEUSER CO 07.3750 03/15/2032 0.04%
21ST CENTURY FOX AMERICA 07.7500 01/20/2024 0.03%
ABC-MART INC 0.03%
AES CORP/THE 05.5000 04/15/2025 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%
APACHE CORPORATION 03.2500 04/15/2022 0.03%
APPLE HOSPITALITY REIT INC 0.03%
APPLE INC 03.4500 05/06/2024 0.03%
ARRIS INTERNATIONAL PLC 0.03%
ASTRAZENECA PLC USD 06.4500 09/15/2037 0.03%
AXIS CAPITAL HOLDINGS LTD 0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.03%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.03%
BLUESCOPE STEEL LTD 0.03%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.03%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.03%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.03%
CIMIC GROUP LTD 0.03%
CMLTI 2005-2 1A2A 03.8164 05/25/2035 0.03%
COMM 2012-LC4 C 05.7774 12/10/2044 0.03%
COMM 2014-UBS6 XA IO 01.1141 12/10/2047 0.03%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.03%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.03%
CORELOGIC INC 0.03%
CTBC FINANCIAL HOLDING CO LT 0.03%
CVS HEALTH CORP 04.7500 12/01/2022 0.03%
CVS HEALTH CORP 05.0500 03/25/2048 0.03%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.03%
DAI NIPPON PRINTING CO LTD 0.03%
DEUTSCHE LUFTHANSA-REG 0.03%
DIAGEO INVESTMENT CORP 08.0000 09/15/2022 0.03%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.03%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.03%
EASTMAN CHEMICAL CO 03.8000 03/15/2025 0.03%
ECOLAB INC 04.3500 12/08/2021 0.03%
ENBRIDGE INC USD 04.2500 12/01/2026 0.03%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.03%
ENGIE 0.03%
EOG RESOURCES INC 02.6250 03/15/2023 0.03%
EQUINOR ASA USD 05.1000 08/17/2040 0.03%
FHR 3065 DC 13.6403 03/15/2035 0.03%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.03%
HCA INC 05.5000 06/15/2047 0.03%
HESS CORP 07.3000 08/15/2031 0.03%
HILL-ROM HOLDINGS INC 0.03%
HONDA MOTOR CO LTD 0.03%
HONEYWELL INTERNATIONAL 04.2500 03/01/2021 0.03%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.03%
HOST HOTELS & RESORTS LP 05.2500 03/15/2022 0.03%
HSBC HOLDINGS PLC 0.03%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.03%
INDUSTRIVARDEN AB-A SHS 0.03%
IPSEN 0.03%
KEYCORP 02.3000 12/13/2018 0.03%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.03%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.03%
LLOYDS BANKING GROUP PLC 0.03%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.03%
MERCK & CO INC 03.7000 02/10/2045 0.03%
METHANEX CORP USD 05.6500 12/01/2044 0.03%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.03%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.03%
MITSUBISHI ELECTRIC CORP 0.03%
MITSUBISHI GAS CHEMICAL CO 0.03%
MORGAN STANLEY 02.6500 01/27/2020 0.03%
MORGAN STANLEY 04.3750 01/22/2047 0.03%
NEVADA POWER CO 07.1250 03/15/2019 0.03%
ORACLE CORP 05.3750 07/15/2040 0.03%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.03%
PARAMOUNT GROUP INC 0.03%
PFIZER INC 03.0000 12/15/2026 0.03%
POPULAR INC 0.03%
RANDSTAD NV 0.03%
RAYONIER INC 0.03%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.03%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.03%
RTL GROUP 0.03%
SEALED AIR CORP 0.03%
SENIOR HOUSING PROP TRUST 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%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.03%
SONY CORP 0.03%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.03%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
TAPESTRY INC 0.03%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.03%
TELEDYNE TECHNOLOGIES INC 0.03%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.03%
TOPPAN PRINTING CO LTD 0.03%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.03%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.03%
WAMU 2005-AR12 1A8 03.2781 10/25/2035 0.03%
WARNER MEDIA LLC 02.9500 07/15/2026 0.03%
WESTROCK MWV LLC 08.2000 01/15/2030 0.03%
WFRBS 2013-C15 D P/P 144A 04.6278 08/15/2046 0.03%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 0.03%
WYNDHAM DESTINATIONS INC 04.5000 04/01/2027 0.03%
WYNDHAM DESTINATIONS INC 05.6250 03/01/2021 0.03%
AES CORP/THE 05.1250 09/01/2027 0.02%
AGNC INVESTMENT CORP 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.02%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.02%
ALPHABET INC 01.9980 08/15/2026 0.02%
ALTA MESA HLDGS 07.8750 12/15/2024 0.02%
ALTRIA GROUP INC 04.0000 01/31/2024 0.02%
ANADARKO PETROLEUM CORP 06.9500 06/15/2019 0.02%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 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%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.02%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 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 03.2790 09/19/2027 0.02%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 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 06.3911 02/25/2025 0.02%
CAS 2015-C04 1M2 07.7911 04/25/2028 0.02%
CAS 2016-C02 1M2 08.0911 09/25/2028 0.02%
CAS 2016-C03 2M2 07.9911 10/25/2028 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 05.8750 04/01/2024 0.02%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.02%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.02%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.02%
CITIGROUP INC 03.6680 07/24/2028 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%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.02%
COMM 2013-CR11 XA IO 01.2793 08/10/2050 0.02%
COMM 2014-CR17 C 04.8978 05/10/2047 0.02%
COMM 2014-CR17 XA IO 01.2444 05/10/2047 0.02%
COMM 2014-LC17 XA IO 01.0816 10/10/2047 0.02%
COMM 2014-UBS6 C 04.6125 12/10/2047 0.02%
COMMONWEALTH EDISON CO 05.9000 03/15/2036 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%
CROWN CASTLE INTL CORP 03.1500 07/15/2023 0.02%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.02%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.02%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.02%
CWALT 2005-27 1A1 02.0513 08/25/2035 0.02%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.02%
DISH DBS CORP 05.8750 11/15/2024 0.02%
DUKE REALTY LP 04.3750 06/15/2022 0.02%
EMPIRE STATE REALTY TRUST-A 0.02%
ENERGY TRANSFER PARTNERS 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%
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 16.8992 03/25/2036 0.02%
FNR 2007-53 SP 16.5325 06/25/2037 0.02%
FORMOSA PETROCHEMICAL CORP 0.02%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.02%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.02%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.02%
GLAXOSMITHKLINE CAP INC 03.8750 05/15/2028 0.02%
GNR 2012-141 WI IO 03.5000 11/20/2041 0.02%
GNR 2015-H26 DI IO 01.4175 10/20/2065 0.02%
GNR 2016-H16 EI IO 02.4833 06/20/2066 0.02%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.02%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.02%
GSMS 2006-GG8 X IO P/P 144A 01.0839 11/10/2039 0.02%
HARVEY NORMAN HOLDINGS LTD 0.02%
HCA INC 06.5000 02/15/2020 0.02%
HERMES INTERNATIONAL 0.02%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.02%
HONG KONG EXCHANGES & CLEAR 0.02%
HOST HOTELS & RESORTS LP 06.0000 10/01/2021 0.02%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.02%
HUSKY TLB L+300 05.2018 03/28/2025 0.02%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 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%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JPMBB 2013-C14 C 04.7172 08/15/2046 0.02%
JPMBB 2013-C15 C 05.2532 11/15/2045 0.02%
JPMBB 2014-C22 C 04.7103 09/15/2047 0.02%
JPMCC 2005-LDP5 F 05.8948 12/15/2044 0.02%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.02%
JTEKT CORP 0.02%
KERRY PROPERTIES LTD 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%
L3 TECHNOLOGIES INC 0.02%
LBMLT 2004-1 A2 02.8911 02/25/2034 0.02%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.02%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.02%
MARATHON PETRO CORP 06.5000 03/01/2041 0.02%
MEDIPAL HOLDINGS CORP 0.02%
MICROSOFT CORP 05.3000 02/08/2041 0.02%
MITSUBISHI UFJ FINANCIAL GRO 0.02%
MOODY'S CORPORATION 03.2500 01/15/2028 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%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.02%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.02%
NEWELL BRANDS INC 04.2000 04/01/2026 0.02%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.02%
NEXON CO LTD 0.02%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.02%
NOMURA REAL ESTATE HOLDINGS 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 05.2500 01/15/2045 0.02%
NZD/USD 07/18/2018 UBS 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%
OUTFRONT MEDIA INC 0.02%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.02%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.02%
PPSI 2004-WCW2 M3 03.1411 10/25/2034 0.02%
PUB SVC ELEC & GAS 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%
RAYTHEON COMPANY 04.8750 10/15/2040 0.02%
REALTY INCOME CORP 04.6500 08/01/2023 0.02%
S&P GLOBAL INC 02.9500 01/22/2027 0.02%
SAIL 2004-10 A10 02.9911 11/25/2034 0.02%
SAMI 2007-AR7 1A1 02.9411 05/25/2047 0.02%
SERVICE CORP INTL 05.3750 05/15/2024 0.02%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.02%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.02%
SINGAPORE AIRLINES LTD 0.02%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.02%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.02%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.02%
T-MOBILE USA INC 05.3750 04/15/2027 0.02%
UNIVAR INC 0.02%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.02%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.02%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.02%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 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 C 04.4231 07/15/2046 0.02%
WFMBS 2006-AR2 1A1 03.8211 03/25/2036 0.02%
WFRBS 2011-C2 D P/P 144A 05.8385 02/15/2044 0.02%
WFRBS 2011-C3 D P/P 144A 05.8471 03/15/2044 0.02%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.02%
WFRBS 2013-C15 C 04.6278 08/15/2046 0.02%
WP CAREY INC 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%
2.75 R ISWP FWD US0003M P 06/20/2023 0.01%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
ADS INC P/P 144A 05.6250 11/15/2024 0.01%
AEGON NV 0.01%
ALFRESA HOLDINGS CORP 0.01%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 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%
ALLISON TRANSMISSION P/P 144A 05.0000 10/01/2024 0.01%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.01%
ALLY FINANCIAL INC 08.0000 12/31/2018 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMC ENT HOLDIN 06.1250 05/15/2027 0.01%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.01%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 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 P/P 144A 06.3750 05/01/2026 0.01%
ARCELORMITTAL USD 06.1250 06/01/2025 0.01%
ARCELORMITTAL USD 07.0000 10/15/2039 0.01%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.01%
ASAHI GROUP HOLDINGS LTD 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%
AVAYA TLB L+425 06.3232 12/15/2024 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%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.01%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.01%
BOYD GAMING CORP 06.3750 04/01/2026 0.01%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.01%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 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%
CAD/USD 07/18/2018 JPMCB 0.01%
CALIFORNIA RESOURC TL L+475 06.8379 11/17/2022 0.01%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.01%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.01%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.01%
CANADIAN NATL RESOURCES USD 03.8500 06/01/2027 0.01%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2014-C02 1M2 04.6911 05/25/2024 0.01%
CAS 2014-C03 2M2 04.9911 07/25/2024 0.01%
CAS 2014-C04 1M2 06.9911 11/25/2024 0.01%
CAS 2015-C02 1M2 06.0911 05/25/2025 0.01%
CAS 2015-C03 2M2 07.0911 07/25/2025 0.01%
CAS 2016-C05 2M1 03.4411 01/25/2029 0.01%
CBS CORP 02.9000 01/15/2027 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%
CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 0.01%
CEC ENT INC 08.0000 02/15/2022 0.01%
CENTENE CORP 04.7500 05/15/2022 0.01%
CENTENE CORP 06.1250 02/15/2024 0.01%
CENTURYLINK INC 06.7500 12/01/2023 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CGCMT 2012-GC8 XA IO P/P 144A 01.9696 09/10/2045 0.01%
CHEMOURS CO 05.3750 05/15/2027 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 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%
CINEMARK USA INC 04.8750 06/01/2023 0.01%
CIT GROUP INC 05.0000 08/01/2023 0.01%
CIT GROUP INC. 05.2500 03/07/2025 0.01%
CITIGROUP INC 04.7500 05/18/2046 0.01%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.01%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.01%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.01%
COMCAST CORP 06.5000 11/15/2035 0.01%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.01%
COMM 2014-CR16 XA IO 01.3138 04/10/2047 0.01%
COMM 2014-CR18 XA IO 01.3115 07/15/2047 0.01%
COMM 2014-CR20 XA IO 01.2915 11/10/2047 0.01%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.01%
CONTINENTAL RES 04.5000 04/15/2023 0.01%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 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%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.01%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.01%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.01%
CROWN CASTLE TOWERS P/P 144A 04.8830 08/15/2020 0.01%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.01%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.01%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.01%
DAIWA SECURITIES GROUP INC 0.01%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.01%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 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%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
DISH NETWORK CV 03.3750 08/15/2026 0.01%
EMERA US FINANCE LP 03.5500 06/15/2026 0.01%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.01%
ENERGY TRANSFER PARTNERS 06.1250 12/15/2045 0.01%
ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 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%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.01%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.01%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
EXTRACTION OIL & GAS P/P 144A 05.6250 02/01/2026 0.01%
FEDEX CORP 02.6250 08/01/2022 0.01%
FHR 2990 LB 11.6466 06/15/2034 0.01%
FHR 3072 SM 04.2533 11/15/2035 0.01%
FHR 3249 PS 15.4333 12/15/2036 0.01%
FHR 3408 EK 17.4506 04/15/2037 0.01%
FHR 3829 AS IO 04.8768 03/15/2041 0.01%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.01%
FIDELITY NATIONAL INFORM 05.0000 10/15/2025 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%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.01%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.01%
FNR 2005-75 GS 13.9766 08/25/2035 0.01%
FORTERRA TL L+300 05.0935 10/25/2023 0.01%
FRAC TECH INTL TLB L+475 06.8435 04/16/2021 0.01%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.01%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.01%
FRONTIER COMM 10.5000 09/15/2022 0.01%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.01%
FXI HOLDINGS INC P/P 144A 07.8750 11/01/2024 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 05.0844 03/31/2024 0.01%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.01%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.01%
GENON ENERGY INC. 09.8750 10/15/2020 0.01%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.01%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.01%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.01%
GMAC CAPITAL TRUST I PCT 08.1275 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 03.9663 06/20/2043 0.01%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.01%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 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%
GREAT LAKES D&D 08.0000 05/15/2022 0.01%
GSMS 2015-GC30 XA IO 01.0068 05/10/2050 0.01%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.01%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.01%
HCA INC 03.7500 03/15/2019 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.01%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 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 SOFTWARE P/P 144A 07.1250 05/01/2021 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%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
ITRON INC P/P 144A 05.0000 01/15/2026 0.01%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.01%
JAGGED PEAK ENERGY P/P 144A 05.8750 05/01/2026 0.01%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.01%
JAPAN POST BANK CO LTD 0.01%
JAPANESE YEN CALL ACCOUNT 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 11.6038 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%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 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%
KRAFT HEINZ FOODS CO 03.1725 08/10/2022 0.01%
KRAFT HEINZ FOODS CO 06.8750 01/26/2039 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.01%
LENNAR CORP 04.7500 11/15/2022 0.01%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.01%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 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 06.5000 10/01/2025 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.01%
MGM RESORTS INTL 06.6250 12/15/2021 0.01%
MGM RESORTS INTL 08.6250 02/01/2019 0.01%
MLMI 2005-A2 A2 03.5373 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 00.9910 10/15/2046 0.01%
MSBAM 2014-C17 XA IO 01.3553 08/15/2047 0.01%
NABORS IND INC P/P 144A 05.7500 02/01/2025 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.01%
NEIMAN MARCUS TL L+325 05.2630 10/25/2020 0.01%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.01%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.01%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.01%
NEXT PLC 0.01%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.01%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.01%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.01%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.01%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.01%
NRG ENERGY INC 07.2500 05/15/2026 0.01%
NZD/USD 07/18/2018 CITI 0.01%
NZD/USD 07/18/2018 JPMCB 0.01%
NZD/USD 07/18/2018 SSBT 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%
OMV AG 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%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.01%
PETROBRAS GLOBAL FINANCE REGS 05.9990 01/27/2028 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%
PETROLEOS MEXICANOS USD 05.3750 03/13/2022 0.01%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 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%
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%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.01%
QEP RESOURCES INC 05.6250 03/01/2026 0.01%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.01%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.01%
REGENCY ENERGY P 04.5000 11/01/2023 0.01%
REVLON CONS TLB L+350 05.5935 09/07/2023 0.01%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.01%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.01%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 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%
SANDRIDGE ENERGY INC 0.01%
SEK/USD 09/19/2018 GSFX 0.01%
SEK/USD 09/19/2018 RBSF 0.01%
SEK/USD 09/19/2018 SSBT 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%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.01%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.01%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.01%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.01%
SM ENERGY CO 05.0000 01/15/2024 0.01%
SM ENERGY CO 06.5000 11/15/2021 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 P/P 144A 04.7500 03/15/2025 0.01%
STEEL DYNAMICS INC 05.5000 10/01/2024 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%
SUZUKI MOTOR CORP 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
T-MOBILE USA INC 06.3750 03/01/2025 0.01%
TAISHO PHARMACEUTICAL HOLDIN 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TARGA RES PRTNRS 05.3750 02/01/2027 0.01%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.01%
TENET HEALTHCARE 06.0000 10/01/2020 0.01%
TENNANT CO 05.6250 05/01/2025 0.01%
TENNECO INC 05.3750 12/15/2024 0.01%
THE AES CORPORATION 04.8750 05/15/2023 0.01%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.01%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 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%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.01%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.01%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
TRANSDIGM INC 06.5000 07/15/2024 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%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.01%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.01%
TRONOX INC P/P 144A 06.5000 04/15/2026 0.01%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.01%
UAL 2007 PASS TRUST 06.6360 07/02/2022 0.01%
UBSBB 2012-C4 XA IO P/P 144A 01.7949 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 P/P 144A 06.8750 04/01/2026 0.01%
USG CORP P/P 144A 04.8750 06/01/2027 0.01%
USG CORP P/P 144A 05.5000 03/01/2025 0.01%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.01%
VALEANT PHARMA P/P 144A 05.8750 05/15/2023 0.01%
VALEANT PHARMA P/P 144A 07.0000 03/15/2024 0.01%
VALEANT PHARMA P/P 144A 08.5000 01/31/2027 0.01%
VALEANT PHARMA P/P 144A 09.0000 12/15/2025 0.01%
VALEANT PHARMA P/P 144A 09.2500 04/01/2026 0.01%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.01%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.01%
VMWARE INC 03.9000 08/21/2027 0.01%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.01%
WAMU 2005-AR13 A1C3 02.5811 10/25/2045 0.01%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.01%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 0.01%
WBCMT 2005-C21 D 05.4644 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%
WESTROCK MWV LLC 07.9500 02/15/2031 0.01%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.01%
WFCM 2013-LC12 AS 04.4231 07/15/2046 0.01%
WFRBS 2011-C5 XA IO P/P 144A 01.9103 11/15/2044 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.7208 12/15/2045 0.01%
WFRBS 2012-C9 XA IO P/P 144A 02.0511 11/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
WFRBS 2014-C19 C 04.6460 03/15/2047 0.01%
WHITING PETROLEUM C P/P 144A 06.6250 01/15/2026 0.01%
WINDSTREAM SRVC / FIN 06.3750 08/01/2023 0.01%
WM MORRISON SUPERMARKETS 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%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.01%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.01%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.01%
YANGZIJIANG SHIPBUILDING 0.01%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.01%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
2.875 R ISWP FWD US0003M P 09/19/2020 0.00%
2.90 R ISWP FWD US0003M P 09/19/2023 0.00%
2.95 R ISWP FWD US0003M P 09/19/2028 0.00%
3.00 R ISWP FWD US0003M P 09/19/2048 0.00%
A SCHULMAN INC 06.8750 06/01/2023 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
ACC CLAIMS HOLDING LLC CLASS A 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.00%
ALTRIA GROUP INC. 09.2500 08/06/2019 0.00%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
AUSTRALIAN DOLLAR ACCOUNT 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2019 0.00%
BACM 2004-4 XC IO P/P 144A 00.0595 07/10/2042 0.00%
BACM 2004-5 XC IO P/P 144A 00.5789 11/10/2041 0.00%
BACM 2007-1 XW IO 00.4118 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%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.00%
BIOSCRIP INC 08.8750 02/15/2021 0.00%
BOYD GAMING CORP P/P 144A 06.0000 08/15/2026 0.00%
BOYNE USA INC P/P 144A 07.2500 05/01/2025 0.00%
BRAZILIAN REAL CALL ACCOUNT 0.00%
BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.5135 12/11/2038 0.00%
CAD/USD 07/18/2018 BCAP-FX 0.00%
CAD/USD 07/18/2018 CITI 0.00%
CAD/USD 07/18/2018 CSI-FX 0.00%
CAD/USD 07/18/2018 GSFX 0.00%
CAD/USD 07/18/2018 RBSF 0.00%
CAD/USD 07/18/2018 SSBT 0.00%
CAD/USD 07/18/2018 UBS 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CANADIAN DOLLAR ACCOUNT 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%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.00%
CD 2007-CD4 XW IO P/P 144A 00.7837 12/11/2049 0.00%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.00%
CENTURYLINK INC 05.6250 04/01/2020 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.6857 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 09/19/2018 BCAP-FX 0.00%
CIT GROUP INC 03.8750 02/19/2019 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 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.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.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 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.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 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 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 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 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 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%
CNH/USD 08/16/2018 GSFX 0.00%
CNH/USD 08/16/2018 HSBCB 0.00%
COMM 2006-C8 XS IO P/P 144A 00.8436 12/10/2046 0.00%
CONCORDIA INTL P/P 144A 07.0000 04/15/2023 0.00%
CPG INTL TL L+375 05.0828 05/05/2024 0.00%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.00%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.00%
CSMC 2007-C2 AX IO P/P 144A 00.1013 01/15/2049 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 05.8750 06/15/2021 0.00%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.00%
DKK/USD 09/19/2018 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 GAMM P/P 144A 06.3750 07/15/2026 0.00%
ENERGY TRANSFER EQUITY 05.5000 06/01/2027 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/SEK PUT 10.00 20180809 HSBCB 0.00%
EUR/USD 09/19/2018 BANKAM 0.00%
EUR/USD 09/19/2018 BCAP-FX 0.00%
EUR/USD 09/19/2018 CITI 0.00%
EUR/USD 09/19/2018 CSI-FX 0.00%
EUR/USD 09/19/2018 GSFX 0.00%
EUR/USD 09/19/2018 HSBCB 0.00%
EUR/USD 09/19/2018 JPMCB 0.00%
EUR/USD 09/19/2018 RBSF 0.00%
EUR/USD 09/19/2018 SSBT 0.00%
EUR/USD 09/19/2018 UBS 0.00%
EUR/USD 09/19/2018 WPAC 0.00%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.00%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 0.00%
FNR 2006-46 OC PO 00.0000 06/25/2036 0.00%
FRONTIER COMM 11.0000 09/15/2025 0.00%
FUJITSU LTD 0.00%
GBP/USD 09/19/2018 BANKAM 0.00%
GBP/USD 09/19/2018 BCAP-FX 0.00%
GBP/USD 09/19/2018 CSI-FX 0.00%
GBP/USD 09/19/2018 GSFX 0.00%
GBP/USD 09/19/2018 HSBCB 0.00%
GBP/USD 09/19/2018 JPMCB 0.00%
GBP/USD 09/19/2018 SSBT 0.00%
GECMC 2007-C1 XC IO P/P 144A 00.4582 12/10/2049 0.00%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.00%
GMACC 1997-C1 X IO 01.5779 07/15/2029 0.00%
GMACC 2005-C1 X1 IO P/P 144A 01.1752 05/10/2043 0.00%
GNMA GII30 4401 06.5000 03/20/2039 0.00%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HKD/USD 08/16/2018 BANKAM 0.00%
HONG KONG DOLLAR CALL ACCOUNT 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%
INDIAN RUPEE CALL ACCOUNT 0.00%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.00%
INTELSAT JACKSON HLDG USD 07.5000 04/01/2021 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.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 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 05.2500 09/15/2022 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.00%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.00%
JPMCC 05-CB12 X1 IO P/P 144A 00.4065 09/12/2037 0.00%
JPMCC 2006-LDP8 X IO 00.2865 05/15/2045 0.00%
JPMCC 2007-LDPX X IO 00.3316 01/15/2049 0.00%
JPY/USD 08/16/2018 BANKAM 0.00%
JPY/USD 08/16/2018 BCAP-FX 0.00%
JPY/USD 08/16/2018 CITI 0.00%
JPY/USD 08/16/2018 CSI-FX 0.00%
JPY/USD 08/16/2018 GSFX 0.00%
JPY/USD 08/16/2018 HSBCB 0.00%
JPY/USD 08/16/2018 JPMCB 0.00%
JPY/USD 08/16/2018 RBSF 0.00%
JPY/USD 08/16/2018 SSBT 0.00%
JPY/USD 08/16/2018 UBS 0.00%
JPY/USD 08/16/2018 WPAC 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 00.5244 11/15/2040 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.6236 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 06.8750 12/15/2023 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 BC 0.00%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.00%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.00%
MERCER INTL INC P/P 144A 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 07.1367 05/15/2044 0.00%
MEZZ 2006-C4 X IO P/P 144A 06.6414 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%
MINI MSCI EAFE SEP18 MFSU8 0.00%
MLMT 2004-KEY2 XC IO P/P 144A 01.0807 08/12/2039 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0016 06/12/2043 0.00%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.00%
MWO HOLDINGS LLC 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.00%
NETFLIX INC P/P 144A 05.8750 11/15/2028 0.00%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 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%
NOK/SEK PUT 1.0735 20180712 HSBCB 0.00%
NOK/SEK PUT 1.075 20180712 BCAP-FX 0.00%
NOK/SEK PUT 1.075 20180712 GSFX 0.00%
NOK/USD 09/19/2018 BANKAM 0.00%
NOK/USD 09/19/2018 BCAP-FX 0.00%
NOK/USD 09/19/2018 CITI 0.00%
NOK/USD 09/19/2018 GSFX 0.00%
NOK/USD 09/19/2018 JPMCB 0.00%
NOK/USD 09/19/2018 SSBT 0.00%
NOK/USD 09/19/2018 UBS 0.00%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.00%
NZD/USD 07/18/2018 BANKAM 0.00%
NZD/USD 07/18/2018 CSI-FX 0.00%
NZD/USD 07/18/2018 GSFX 0.00%
NZD/USD 07/18/2018 HSBCB 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
ORACLE CORP 02.6500 07/15/2026 0.00%
ORACLE CORP 03.2500 11/15/2027 0.00%
PETROBRAS GLOBAL FINANCE REGS 05.2990 01/27/2025 0.00%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PLATFORM SPECIALTY P/P 144A 05.8750 12/01/2025 0.00%
PLATFORM SPECIALTY P/P 144A 06.5000 02/01/2022 0.00%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.00%
POUND STERLING CALL ACCOUNT 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
RACKSPACE HOSTING INC L+300 05.3631 11/03/2023 0.00%
S&P MID 400 EMINI SEP18 FAU8 0.00%
S&P500 EMINI FUT SEP18 ESU8 0.00%
SEK/USD 09/19/2018 BANKAM 0.00%
SEK/USD 09/19/2018 BCAP-FX 0.00%
SEK/USD 09/19/2018 CITI 0.00%
SEK/USD 09/19/2018 CSI-FX 0.00%
SEK/USD 09/19/2018 HSBCB 0.00%
SEK/USD 09/19/2018 JPMCB 0.00%
SEK/USD 09/19/2018 UBS 0.00%
SEMGROUP CORP 06.3750 03/15/2025 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 0.00%
SGD/USD 08/16/2018 JPMCB 0.00%
SM ENERGY CO 06.1250 11/15/2022 0.00%
SM ENERGY CO 06.5000 01/01/2023 0.00%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 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%
SWISS FRANC CALL ACCOUNT 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%
TAIWAN DOLLAR CALL ACCOUNT 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TECK RESOURCES LIMITED USD 04.7500 01/15/2022 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.00%
TERVITA CORP CLASS A 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THE EURO EUR CALL ACCOUNT 0.00%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.00%
TOPIX INDX FUTR SEP18 TPU8 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
TRY/USD 09/19/2018 SSBT 0.00%
TWD/USD 08/16/2018 BANKAM 0.00%
TWD/USD 08/16/2018 GSFX 0.00%
TXU TCEH RIGHTS 0.00%
US 10YR NOTE (CBT)SEP18 TYU8 0.00%
US 2YR NOTE (CBT) SEP18 TUU8 0.00%
US 5YR NOTE (CBT) SEP18 FVU8 0.00%
US LONG BOND(CBT) SEP18 USU8 0.00%
US ULTRA BOND CBT SEP18 WNU8 0.00%
VALEANT PHARMA P/P 144A 05.5000 11/01/2025 0.00%
VALEANT PHARMA P/P 144A 06.5000 03/15/2022 0.00%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.00%
WAND MERGER CORP P/P 144A 08.1250 07/15/2023 0.00%
WAND MERGER CORP P/P 144A 09.1250 07/15/2026 0.00%
WBCMT 2005-C18 XC IO P/P 144A 00.0000 04/15/2042 0.00%
WBCMT 2006-C26 XC IO P/P 144A 00.0506 06/15/2045 0.00%
WBCMT 2007-C34 IO IO 00.1699 05/15/2046 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEATHERFORD INTL LLC P/P 144A 09.8750 03/01/2025 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 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 05.7500 06/01/2026 0.00%
WPX ENERGY INC 06.0000 01/15/2022 0.00%
WPX ENERGY INC 08.2500 08/01/2023 0.00%
AUD/USD 07/18/2018 BCAP-FX -0.01%
AUD/USD 07/18/2018 CITI -0.01%
AUD/USD 07/18/2018 HSBCB -0.01%
AUD/USD 07/18/2018 JPMCB -0.01%
AUD/USD 07/18/2018 SSBT -0.01%
AUD/USD 07/18/2018 UBS -0.01%
AUD/USD 07/18/2018 WPAC -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
AUD/USD 07/18/2018 BANKAM -0.02%
AUD/USD 07/18/2018 CSI-FX -0.02%
AUD/USD 07/18/2018 GSFX -0.02%
RU10INTR P US0003M R 11/27/18 CI -0.06%
EMIN RUSSELL 2000 SEP18 RTYU8 -0.07%
CDX CDX.NA.HY.30 500.0 06/20/2023 -0.10%
CGPUTQL2 R US0003M P 11/27/18 CI -0.13%
FNMA FN30 TBA 03.0000 08/01/2048 -0.69%

Prior top 10 holdings

Top 10 holdings as of 07/31/18
1: Fnma Fn30 Ma3238 03.5000 01/01/2048 2.70%
2: Alphabet 2.11%
3: Gnma Gii30 Ma4652 03.5000 08/20/2047 1.98%
4: JPMorgan Chase 1.45%
5: Citigroup 1.09%
6: Fhlmc Fh30g G08814 04.0000 05/01/2048 1.06%
7: Verizon 1.05%
8: Boeing The 1.05%
9: Fnma Fn15 Al9468 03.0000 12/01/2031 1.01%
10: Cisco 0.99%
Holdings represent 14.49% of portfolio
Top 10 holdings as of 06/30/18
1: Fnma Fn30 Ma3238 03.5000 01/01/2048 2.76%
2: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.03%
3: Alphabet 1.97%
4: JPMorgan Chase 1.33%
5: Fhlmc Fh30g G08814 04.0000 05/01/2048 1.08%
6: Fnma Fn15 Al9468 03.0000 12/01/2031 1.04%
7: Verizon 1.03%
8: Cisco 1.03%
9: Citigroup 1.03%
10: Boeing 1.00%
Holdings represent 14.30% of portfolio
Top 10 holdings as of 05/31/18
1: Fnma Fn30 Ma3238 03.5000 01/01/2048 2.75%
2: Microsoft 2.16%
3: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.02%
4: Alphabet 1.92%
5: JPMorgan Chase 1.44%
6: Apple 1.33%
7: UnitedHealth Group 1.18%
8: Fhlmc Fh30g G08814 04.0000 05/01/2048 1.08%
9: Fnma Fn15 Al9468 03.0000 12/01/2031 1.04%
10: Verizon 0.99%
Holdings represent 15.91% of portfolio
Top 10 holdings as of 04/30/18
1: Fnma Fn30 Ma3238 03.5000 01/01/2048 2.75%
2: Microsoft 2.04%
3: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.02%
4: Alphabet 1.77%
5: S&P Gsci 3x Note 04/01/2019 1.63%
6: JPMorgan Chase 1.46%
7: Apple 1.17%
8: UnitedHealth Group 1.15%
9: Fhlmc Fh30g G08814 04.0000 05/01/2048 1.07%
10: Fnma Fn15 Al9468 03.0000 12/01/2031 1.06%
Holdings represent 16.12% of portfolio

Portfolio Composition as of 07/31/18

U.S. large-cap equity 37.60%
U.S. Investment-grade bonds 29.74%
U.S. small- and mid-cap equity 12.24%
International equity 11.52%
U.S. money markets 4.51%
U.S. High-yield bonds 2.83%
Commodities 1.56%

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 2.00%
2 1.00%
3+ 0.00%