Putnam Hartford Capital Manager

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

Lipper ranking ‡ as of 09/30/17

Category: Mixed-Asset Target Alloc Moderate Funds

  Percentile ranking Rank/Funds in category
10 yrs. 21% 25/120
1 yr. 11% 27/263
3 yrs. 12% 28/246
5 yrs. 7% 14/206

Risk characteristics as of 09/30/17

Avg. Eff. Maturity 7.62
Avg. Price --
Avg. Eff. Duration 1.92
Avg. Coupon --
Avg. Yield to Maturity --
Alpha (%) -0.16
Beta 0.66
R squared 0.95
Standard deviation (3 yrs.) 6.83

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 09/30/17

Fiscal Year End December
Asset Class Putnam Hartford Capital Manager
Subaccount Status Open to new investors
Number of issues 1390
Turnover (fiscal year end) 384%
Net Assets $148M
Inception Date 02/01/88

Holdings

Top 10 holdings as of 09/30/17

Gnma Gii30 Ma4652 03.5000 08/20/2047 2.11%
Apple 1.85%
Microsoft 1.80%
Alphabet 1.79%
Fnma Fn30 Ma2864 03.5000 01/01/2047 1.66%
JPMorgan Chase 1.31%
Johnson & Johnson 1.20%
Fhlmc Fh30g G08677 04.0000 11/01/2045 1.19%
Fnma Fn15 Al9468 03.0000 12/01/2031 1.14%
Citigroup 1.14%
Top 10 holdings, total: 15.19%

Represents equity portion of portfolio.

Equity Holdings as of 06/30/17

APPLE INC 1.79%
ALPHABET INC-CL A 1.76%
MICROSOFT CORP 1.72%
JPMORGAN CHASE & CO 1.30%
JOHNSON & JOHNSON 1.27%
CITIGROUP INC 1.08%
UNITEDHEALTH GROUP INC 0.96%
VERIZON COMMUNICATIONS INC 0.92%
GILEAD SCIENCES INC 0.84%
GOLDMAN SACHS GROUP INC 0.75%
MCDONALD'S CORP 0.74%
CELGENE CORP 0.70%
PEPSICO INC 0.68%
LOWES COMPANIES INC 0.66%
APPLIED MATERIALS INC 0.60%
WALT DISNEY CO/THE 0.58%
EXXON MOBIL CORP 0.56%
UNION PACIFIC CORP 0.56%
TEXAS INSTRUMENTS INC 0.53%
TJX COMPANIES INC 0.50%
MERCK & CO. INC. 0.48%
MCKESSON CORP 0.44%
VALERO ENERGY CORP 0.41%
ELI LILLY & CO 0.40%
DELTA AIR LINES INC 0.39%
ENTERGY CORP 0.39%
KIMBERLY-CLARK CORP 0.39%
L3 TECHNOLOGIES INC 0.39%
WALGREENS BOOTS ALLIANCE INC 0.39%
FACEBOOK INC-A 0.38%
NORTHROP GRUMMAN CORP 0.37%
RAYTHEON COMPANY 0.36%
WAL-MART STORES INC 0.36%
DISCOVERY COMMUNICATIONS-A 0.35%
HP INC 0.34%
WILLIAMS COS INC 0.34%
PRUDENTIAL FINANCIAL INC 0.33%
TYSON FOODS INC-CL A 0.33%
CUMMINS INC 0.32%
PARSLEY ENERGY INC-CLASS A 0.32%
RALPH LAUREN CORP 0.31%
AMERISOURCEBERGEN CORP 0.29%
INTUIT INC 0.29%
SHERWIN-WILLIAMS CO/THE 0.29%
CROWN HOLDINGS INC 0.28%
ONEOK INC 0.28%
SQUARE INC - A 0.27%
ALLSTATE CORP 0.26%
HOME DEPOT INC 0.26%
NORFOLK SOUTHERN CORP 0.26%
SYSCO CORP 0.26%
AFLAC INC 0.25%
E*TRADE FINANCIAL CORPORATION 0.25%
BAKER HUGHES INC 0.24%
UGI CORP 0.24%
AMERICAN ELECTRIC POWER 0.23%
BAXTER INTERNATIONAL INC 0.23%
DXC TECHNOLOGY CO 0.23%
JUNIPER NETWORKS INC 0.23%
ALLISON TRANSMISSION HOLDING 0.22%
AMERIPRISE FINANCIAL INC 0.22%
CLOROX COMPANY 0.22%
PARKER HANNIFIN CORP 0.22%
CR BARD INC 0.21%
ROSS STORES INC 0.21%
EBAY INC 0.20%
HARTFORD FINANCIAL SVCS GRP 0.20%
HASBRO INC 0.20%
HERSHEY CO/THE 0.20%
PVH CORP 0.20%
AGILENT TECHNOLOGIES INC 0.19%
CIMAREX ENERGY CO 0.19%
CITRIX SYSTEMS INC 0.19%
DANAHER CORP 0.19%
DISCOVER FINANCIAL SERVICES 0.19%
EXELON CORP 0.19%
FIRSTENERGY CORP 0.19%
ULTA BEAUTY INC 0.19%
BAYER AG-REG 0.18%
EQUITY RESIDENTIAL TR REIT 0.18%
STEEL DYNAMICS INC 0.18%
SUNTRUST BANKS INC 0.18%
DARDEN RESTAURANTS INC 0.17%
CONAGRA BRANDS INC 0.16%
PACKAGING CORP OF AMERICA 0.16%
ROCHE HOLDING AG-GENUSSCHEIN 0.16%
SANOFI 0.16%
WASTE MANAGEMENT INC 0.16%
ALTRIA GROUP INC 0.15%
AMDOCS LTD 0.15%
CAMPBELL SOUP CO 0.15%
MAXIM INTEGRATED PRODUCTS 0.15%
YUM BRANDS INC 0.15%
BUNGE LTD 0.14%
FORTINET INC 0.14%
HCP INC 0.14%
TOTAL SA 0.14%
VMWARE INC-CLASS A 0.14%
ALLIANZ SE-REG 0.13%
F5 NETWORKS INC 0.13%
GLAXOSMITHKLINE PLC 0.13%
LINCOLN NATIONAL CORP 0.13%
MASCO CORP 0.13%
WELLCARE HEALTH PLANS INC 0.13%
3I GROUP PLC 0.12%
ADOBE SYSTEMS INC 0.12%
BASF SE 0.12%
LEAR CORP 0.12%
MORGAN STANLEY 0.12%
NISOURCE INC 0.12%
PROCTER & GAMBLE CO/THE 0.12%
QUANTA SERVICES INC 0.12%
SOCIETE GENERALE SA 0.12%
SUMITOMO MITSUI FINANCIAL GR 0.12%
ALLY FINANCIAL INC 0.11%
ANNALY CAPITAL MANAGEMENT IN 0.11%
ARAMARK 0.11%
CENTERPOINT ENERGY INC 0.11%
INGREDION INC 0.11%
NIPPON TELEGRAPH & TELEPHONE 0.11%
ORIX CORP 0.11%
OWENS CORNING 0.11%
AMADEUS IT GROUP SA 0.10%
AVERY DENNISON CORP 0.10%
AXA SA 0.10%
DELL TECHNOLOGIES INC-CL V 0.10%
DEUTSCHE POST AG-REG 0.10%
ENEL SPA 0.10%
HUNTINGTON INGALLS INDUSTRIE 0.10%
INVESTOR AB-B SHS 0.10%
MANPOWERGROUP INC 0.10%
MITSUBISHI UFJ FINANCIAL GRO 0.10%
MIZUHO FINANCIAL GROUP INC 0.10%
NEWMONT MINING CORP 0.10%
SYNOPSYS INC 0.10%
TRAVELERS COS INC/THE 0.10%
WATSCO INC 0.10%
AGNC INVESTMENT CORP 0.09%
ATOS SE 0.09%
DUN & BRADSTREET CORP 0.09%
ITOCHU CORP 0.09%
JACOBS ENGINEERING GROUP INC 0.09%
KAO CORP 0.09%
PINNACLE FOODS INC 0.09%
SPIRIT AEROSYSTEMS HOLD-CL A 0.09%
SWISS RE AG 0.09%
TERADYNE INC 0.09%
UNUM GROUP 0.09%
ADECCO GROUP AG-REG 0.08%
BNP PARIBAS 0.08%
BOUYGUES SA 0.08%
CAMDEN PROPERTY TRUST 0.08%
CARNIVAL PLC 0.08%
CENTRAL JAPAN RAILWAY CO 0.08%
CENTRICA PLC 0.08%
DUKE REALTY CORP 0.08%
HEINEKEN HOLDING NV 0.08%
METRO AG 0.08%
MUENCHENER RUECKVER AG-REG 0.08%
NOVARTIS AG-REG 0.08%
NVR INC 0.08%
OSHKOSH CORP 0.08%
REPSOL SA 0.08%
SAMSUNG ELECTRONICS CO LTD 0.08%
SCOTTS MIRACLE-GRO CO 0.08%
SKY PLC 0.08%
SWISS LIFE HOLDING AG-REG 0.08%
TAYLOR WIMPEY PLC 0.08%
TRANSUNION 0.08%
VEREIT INC 0.08%
WM MORRISON SUPERMARKETS 0.08%
ACS ACTIVIDADES 0.07%
CARLISLE COS INC 0.07%
CHARLES RIVER LABORATORIES 0.07%
COCA-COLA AMATIL LTD 0.07%
COLONY NORTHSTAR INC-CLASS A 0.07%
DR PEPPER SNAPPLE GROUP INC 0.07%
FIRST HAWAIIAN INC 0.07%
HD SUPPLY HOLDINGS INC 0.07%
HOCHTIEF AG 0.07%
LAMB WESTON HOLDINGS INC 0.07%
LIBERTY MEDIA COR-SIRIUSXM A 0.07%
MARKS AND SPENCER LTD 0.07%
MARUBENI CORP 0.07%
NCR CORPORATION 0.07%
NESTLE SA-REG 0.07%
NN GROUP NV 0.07%
PARK HOTELS & RESORTS INC 0.07%
PEUGEOT SA 0.07%
POPULAR INC 0.07%
SHIONOGI & CO LTD 0.07%
TATE & LYLE PLC 0.07%
TELSTRA CORP LTD 0.07%
VALEO SA 0.07%
VISTEON CORP 0.07%
VOYA FINANCIAL INC 0.07%
APARTMENT INVT & MGMT CO -A 0.06%
ASSURED GUARANTY LTD 0.06%
BOLIDEN AB 0.06%
BOOZ ALLEN HAMILTON HOLDINGS 0.06%
BRITISH AMERICAN TOBACCO PLC 0.06%
BRIXMOR PROPERTY GROUP INC 0.06%
BWX TECHNOLOGIES INC 0.06%
CIMIC GROUP LTD 0.06%
EAST WEST BANCORP INC 0.06%
EVONIK INDUSTRIES AG 0.06%
FOREST CITY REALTY TRUST- A 0.06%
HIGHWOODS PROPERTIES INC 0.06%
ING GROEP NV-CVA 0.06%
KINGFISHER PLC 0.06%
PPL CORP 0.06%
REINSURANCE GROUP OF AMERICA 0.06%
RESONA HOLDINGS INC 0.06%
SPIRIT REALTY CAPITAL INC 0.06%
STARWOOD PROPERTY TRUST INC 0.06%
TIMKEN COMPANY 0.06%
AIA GROUP LTD 0.05%
ASTRAZENECA PLC 0.05%
BANCO SANTANDER SA 0.05%
CABLE ONE INC 0.05%
CHALLENGER LTD 0.05%
CHEUNG KONG PROPERTY HOLDING 0.05%
DNB NOR ASA 0.05%
ENERGIZER HOLDINGS INC 0.05%
FLIR SYSTEMS INC 0.05%
KAR AUCTION SERVICES INC 0.05%
KONINKLIJKE AHOLD DELHAIZE N 0.05%
LIBERTY PROPERTY TRUST 0.05%
MICHAELS COS INC/THE 0.05%
MSC INDUSTRIAL DIRECT CO-A 0.05%
QANTAS AIRWAYS LTD 0.05%
RELIANCE STEEL & ALUMINUM 0.05%
ROYAL DUTCH SHELL PLC-B SHS 0.05%
ROYAL MAIL PLC 0.05%
SIEMENS AG 0.05%
SPECTRUM BRANDS HOLDINGS INC 0.05%
TORO CO 0.05%
TOYOTA TSUSHO CORP 0.05%
VANTIV INC - CL A 0.05%
WH GROUP LTD 0.05%
WHEELOCK & CO LTD 0.05%
ANA HOLDINGS INC 0.04%
APPLE HOSPITALITY REIT INC 0.04%
ARISTOCRAT LEISURE LTD 0.04%
ASAHI KASEI CORP 0.04%
CARTERS INC 0.04%
CHIMERA INVESTMENT CORP 0.04%
COMPASS GROUP PLC 0.04%
CREDIT AGRICOLE SA 0.04%
ENDESA S.A. 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
FIAT CHRYSLER AUTOMOBILES NV 0.04%
HOYA CORP 0.04%
INDUSTRIAL BANK OF KOREA 0.04%
INDUSTRIVARDEN AB-A SHS 0.04%
KDDI CORP 0.04%
KERRY GROUP PLC-A 0.04%
LANDSTAR SYSTEM INC 0.04%
MITSUBISHI CHEMICAL HOLDINGS 0.04%
MITSUBISHI TANABE PHARMA 0.04%
MITSUBISHI UFJ LEASE & FINAN 0.04%
NEW WORLD DEVELOPMENT 0.04%
NEWS CORP - CLASS A 0.04%
NOKIA OYJ 0.04%
RIO TINTO PLC 0.04%
SAINSBURY (J) PLC 0.04%
SERVICEMASTER GLOBAL HOLDING 0.04%
TABCORP HOLDINGS LTD 0.04%
TAISEI CORP 0.04%
TCF FINANCIAL CORP 0.04%
TOPPAN PRINTING CO LTD 0.04%
UPM-KYMMENE OYJ 0.04%
VALIDUS HOLDINGS LTD 0.04%
VESTAS WIND SYSTEMS A/S 0.04%
AIRBUS SE 0.03%
ALIBABA GROUP HOLDING-SP ADR 0.03%
AMERICAN FINANCIAL GROUP INC 0.03%
ASSOCIATED BRITISH FOODS PLC 0.03%
ASTELLAS PHARMA INC 0.03%
BARRATT DEVELOPMENTS PLC 0.03%
BRANDYWINE REALTY TRUST 0.03%
BRUKER CORP 0.03%
BURFORD CAPITAL LTD 0.03%
CABOT CORP 0.03%
CELANESE CORP-SERIES A 0.03%
CLINIGEN GROUP PLC 0.03%
CRANE CO 0.03%
DAI NIPPON PRINTING CO LTD 0.03%
DALATA HOTEL GROUP PLC 0.03%
DOLBY LABORATORIES INC-CL A 0.03%
DST SYSTEMS INC 0.03%
ELECTROLUX AB-SER B 0.03%
GAMING AND LEISURE PROPERTIE 0.03%
HARVEY NORMAN HOLDINGS LTD 0.03%
HDFC BANK LIMITED 0.03%
HIBERNIA REIT PLC 0.03%
HOLOGIC INC 0.03%
HYATT HOTELS CORP - CL A 0.03%
KERRY PROPERTIES LTD 0.03%
KUMAGAI GUMI CO LTD 0.03%
KURARAY CO LTD 0.03%
LAFARGEHOLCIM LTD-REG 0.03%
MEDIPAL HOLDINGS CORP 0.03%
ORANGE 0.03%
ORKLA ASA 0.03%
OUTFRONT MEDIA INC 0.03%
PERSIMMON PLC 0.03%
PREMIER INC-CLASS A 0.03%
QUALITY CARE PROPERTIES 0.03%
RAYMOND JAMES FINANCIAL INC 0.03%
RELX NV 0.03%
RENAULT SA 0.03%
SHIRE PLC 0.03%
SONY CORP 0.03%
SUN HUNG KAI PROPERTIES 0.03%
TDK CORP 0.03%
TENCENT HOLDINGS LTD 0.03%
TWO HARBORS INVESTMENT CORP 0.03%
VECTREN CORP 0.03%
WESCO INTERNATIONAL INC 0.03%
WOLTERS KLUWER 0.03%
XEROX CORP 0.03%
ADIDAS AG 0.02%
ADMIRAL GROUP PLC 0.02%
AENA SA 0.02%
AKZO NOBEL 0.02%
ALBEMARLE CORP 0.02%
ALTICE NV - A 0.02%
AMUNDI SA 0.02%
ARCELORMITTAL 0.02%
ASPEN INSURANCE HOLDINGS LTD 0.02%
ATLAS COPCO AB-A SHS 0.02%
AUST AND NZ BANKING GROUP 0.02%
BANCO MACRO SA-ADR 0.02%
BANDAI NAMCO HOLDINGS INC 0.02%
BEAUTY COMMUNITY PCL-FOREIGN 0.02%
BT GROUP PLC 0.02%
CHINA WATER AFFAIRS GROUP 0.02%
COM HEM HOLDING AB 0.02%
COMPUGROUP MEDICAL SE 0.02%
CORELOGIC INC 0.02%
COVESTRO AG 0.02%
COX AND KINGS LTD 0.02%
DGB FINANCIAL GROUP INC 0.02%
EDISON INTERNATIONAL 0.02%
ENCANA CORP 0.02%
EQUITY COMMONWEALTH 0.02%
EURONET WORLDWIDE INC 0.02%
FORD MOTOR CO 0.02%
HEINEKEN NV 0.02%
HITACHI CHEMICAL CO LTD 0.02%
HSBC HOLDINGS PLC 0.02%
INNOGY SE 0.02%
INTERPUBLIC GROUP OF COS INC 0.02%
INTL CONSOLIDATED AIRLINE-DI 0.02%
ISS A/S 0.02%
JAPAN AIRLINES CO LTD 0.02%
JOHNSON CONTROLS INTERNATION 0.02%
JTEKT CORP 0.02%
KAJIMA CORP 0.02%
KOMATSU LTD 0.02%
KYUDENKO CORP 0.02%
LIBERTY VENTURES - SER A 0.02%
LSC COMMUNICATIONS INC 0.02%
MAPFRE SA 0.02%
MAZDA MOTOR CORP 0.02%
MFA FINANCIAL INC 0.02%
MID-AMERICA APARTMENT COMM 0.02%
MITSUBISHI GAS CHEMICAL CO 0.02%
MIXI INC 0.02%
NABORS INDUSTRIES LTD 0.02%
NINTENDO CO LTD 0.02%
OTSUKA CORP 0.02%
PHILIP MORRIS INTERNATIONAL 0.02%
POOL CORP 0.02%
PRUDENTIAL PLC 0.02%
QEP RESOURCES INC 0.02%
RANDSTAD HOLDING NV 0.02%
ROHM CO LTD 0.02%
ROWAN COMPANIES PLC-A 0.02%
ROYAL DUTCH SHELL PLC-A SHS 0.02%
RPC GROUP PLC 0.02%
RR DONNELLEY & SONS CO 0.02%
RTL GROUP 0.02%
SAFARICOM LTD 0.02%
SARTORIUS AG-PFD PCT 0.000 0.02%
SBERBANK PJSC -SPONSORED ADR 0.02%
SCREEN HOLDINGS CO LTD 0.02%
SECURITAS AB-B SHS 0.02%
SEKISUI CHEMICAL CO LTD 0.02%
SENIOR HOUSING PROP TRUST 0.02%
SHIN-ETSU CHEMICAL CO LTD 0.02%
SHISEIDO CO LTD 0.02%
SK HYNIX INC 0.02%
SMC CORP 0.02%
SMS CO LTD 0.02%
SOFTBANK GROUP CORP 0.02%
SUMITOMO MITSUI TRUST HOLDIN 0.02%
THALES SA 0.02%
TOHOKU ELECTRIC POWER CO INC 0.02%
TOYO TIRE & RUBBER CO LTD 0.02%
UNICREDIT SPA 0.02%
UNILEVER NV-CVA 0.02%
VEOLIA ENVIRONNEMENT 0.02%
VINCI SA 0.02%
VODAFONE GROUP PLC 0.02%
VOESTALPINE AG 0.02%
WHARF HOLDINGS LTD 0.02%
WILEY (JOHN) & SONS-CLASS A 0.02%
WILMAR INTERNATIONAL LTD 0.02%
WOORI BANK 0.02%
WP CAREY INC 0.02%
X 5 RETAIL GROUP NV-REGS GDR 0.02%
YUE YUEN INDUS 0.02%
AERCAP HOLDINGS NV 0.01%
AIN HOLDINGS INC 0.01%
AIXTRON AG 0.01%
ALCOA CORP 0.01%
ALFRESA HOLDINGS CORP 0.01%
ALPHABET INC-CL C 0.01%
AMAZON.COM INC 0.01%
ASAHI GLASS CO LTD 0.01%
ASML HOLDING NV 0.01%
BANK OF IRELAND 0.01%
BASSO INDUSTRY CORP 0.01%
BCE INC 0.01%
BEIERSDORF AG 0.01%
CENOVUS ENERGY INC 0.01%
CHUBB LTD 0.01%
COMPAGNIE DE SAINT-GOBAIN 0.01%
CREDICORP LTD 0.01%
CRH PLC 0.01%
DAIWA SECURITIES GROUP INC 0.01%
DANSKE BANK A/S 0.01%
DART GROUP PLC 0.01%
DELIVERY HERO HOLDIN P/P 0.01%
DEUTSCHE LUFTHANSA-REG 0.01%
EASYJET PLC 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
EURAZEO SA 0.01%
EUTELSAT COMMUNICATIONS 0.01%
FORTESCUE METALS GROUP LTD 0.01%
FOXTONS GROUP PLC 0.01%
FRESENIUS SE & CO KGAA 0.01%
GAS NATURAL SDG SA 0.01%
GLENCORE PLC 0.01%
GMAC CAPITAL TRUST I PCT 06.9667 0.01%
GREENCORE GROUP PLC 0.01%
HAKUHODO DY HOLDINGS INC 0.01%
HAMILTON LANE INC-CLASS A 0.01%
HENKEL AG & CO KGAA VORZUG 0.01%
IBERDROLA SA 0.01%
ILUKA RESOURCES LTD 0.01%
IMPERIAL BRANDS PLC 0.01%
INSTRUCTURE INC 0.01%
INSURANCE AUSTRALIA GROUP LTD 0.01%
INTERNATIONAL GAME TECHNOLOG 0.01%
JAZZ PHARMACEUTICALS PLC 0.01%
KENNEDY-WILSON HOLDINGS INC 0.01%
KKR & CO LP 0.01%
LAGARDERE SCA 0.01%
LANXESS AG 0.01%
LINDAB INTERNATIONAL AB 0.01%
MITSUBISHI CORP 0.01%
MITSUBISHI MATERIALS CORP 0.01%
MITSUI FUDOSAN CO LTD 0.01%
MTU AERO ENGINES AG 0.01%
MURATA MANUFACTURING CO LTD 0.01%
NATIXIS 0.01%
NCSOFT CORP 0.01%
NISSAN MOTOR CO LTD 0.01%
NOMAD FOODS LTD 0.01%
NOMURA REAL ESTATE HOLDINGS 0.01%
NSK LTD 0.01%
NTT DOCOMO INC 0.01%
PANASONIC CORP 0.01%
REED ELSEVIER PLC 0.01%
RHEINMETALL AG 0.01%
RIB SOFTWARE SE 0.01%
RIO TINTO LTD 0.01%
ROYAL DUTCH SHELL PLC-A SHS 0.01%
RWE AG 0.01%
SANDRIDGE ENERGY INC 0.01%
SCOR SE 0.01%
SEVEN & I HOLDINGS CO LTD 0.01%
SHANGHAI FOSUN PHARMACEUTI-H 0.01%
SKANDINAVISKA ENSKILDA BAN-A 0.01%
SODICK CO LTD 0.01%
SPARK NEW ZEALAND LTD 0.01%
SSE PLC 0.01%
SUNCOR ENERGY INC 0.01%
SUPERIOR ENERGY SERVICES INC 0.01%
SUZUKI MOTOR CORP 0.01%
SWEDBANK AB - A SHARES 0.01%
TARO PHARMACEUTICAL INDUS 0.01%
TELECOM ITALIA-RSP 0.01%
TUI AG-DI 0.01%
UBI SOFT ENTERTA 0.01%
UBS GROUP AG-REG 0.01%
WOLSELEY PLC 0.01%
WPP PLC 0.01%
YAMAHA MOTOR CO LTD 0.01%
ZEE ENTERTAINMENT ENTERPRISE 0.01%
ACC CLAIMS HOLDING LLC CLASS A 0.00%
BERKELEY GROUP HOLDINGS/THE 0.00%
CREDIT SUISSE GROUP AG-REG 0.00%
DELIVERY HERO AG 0.00%
FUJITSU LTD 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
LLOYDS BANKING GROUP PLC 0.00%
MAGNA INTERNATIONAL INC 0.00%
MATAHARI DEPARTMENT STORE TB 0.00%
MILAGRO OIL & GAS 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
PCCW LTD 0.00%
SFR GROUP SA 0.00%
SUMITOMO WAREHOUSE CO LTD 0.00%
TERVITA CORP CLASS A 0.00%
TXU TCEH RIGHTS 0.00%
UNILEVER PLC 0.00%

Full Portfolio Holdings as of 06/30/17

GNMA GII30 MA4321 03.5000 03/20/2047 2.10%
APPLE INC 1.79%
ALPHABET INC-CL A 1.76%
MICROSOFT CORP 1.72%
FNMA FN30 MA2864 03.5000 01/01/2047 1.71%
JPMORGAN CHASE & CO 1.30%
JOHNSON & JOHNSON 1.27%
FHLMC FH30G G08677 04.0000 11/01/2045 1.26%
FNMA FN15 AL9468 03.0000 12/01/2031 1.19%
CITIGROUP INC 1.08%
UNITEDHEALTH GROUP INC 0.96%
VERIZON COMMUNICATIONS INC 0.92%
FNMA FN30 890765 03.5000 09/01/2046 0.90%
GILEAD SCIENCES INC 0.84%
FNMA FN30 TBA 06.0000 07/01/2047 0.76%
GOLDMAN SACHS GROUP INC 0.75%
MCDONALD'S CORP 0.74%
FNMA FN30 TBA 04.5000 07/01/2047 0.73%
CELGENE CORP 0.70%
GNMA GII30 MA4451 03.5000 05/20/2047 0.70%
GNMA GII30 TBA 03.5000 07/01/2047 0.70%
FNMA FN30 AS4168 04.0000 12/01/2044 0.68%
PEPSICO INC 0.68%
LOWES COMPANIES INC 0.66%
APPLIED MATERIALS INC 0.60%
WALT DISNEY CO/THE 0.58%
EXXON MOBIL CORP 0.56%
UNION PACIFIC CORP 0.56%
TEXAS INSTRUMENTS INC 0.53%
TJX COMPANIES INC 0.50%
MERCK & CO. INC. 0.48%
MCKESSON CORP 0.44%
VALERO ENERGY CORP 0.41%
ELI LILLY & CO 0.40%
DELTA AIR LINES INC 0.39%
ENTERGY CORP 0.39%
KIMBERLY-CLARK CORP 0.39%
L3 TECHNOLOGIES INC 0.39%
WALGREENS BOOTS ALLIANCE INC 0.39%
FACEBOOK INC-A 0.38%
NORTHROP GRUMMAN CORP 0.37%
RAYTHEON COMPANY 0.36%
WAL-MART STORES INC 0.36%
DISCOVERY COMMUNICATIONS-A 0.35%
HP INC 0.34%
WILLIAMS COS INC 0.34%
PRUDENTIAL FINANCIAL INC 0.33%
TYSON FOODS INC-CL A 0.33%
CUMMINS INC 0.32%
PARSLEY ENERGY INC-CLASS A 0.32%
RALPH LAUREN CORP 0.31%
AMERISOURCEBERGEN CORP 0.29%
INTUIT INC 0.29%
SHERWIN-WILLIAMS CO/THE 0.29%
CROWN HOLDINGS INC 0.28%
ONEOK INC 0.28%
SQUARE INC - A 0.27%
ALLSTATE CORP 0.26%
HOME DEPOT INC 0.26%
NORFOLK SOUTHERN CORP 0.26%
SYSCO CORP 0.26%
AFLAC INC 0.25%
E*TRADE FINANCIAL CORPORATION 0.25%
FNMA FN30 AS7003 03.0000 04/01/2046 0.25%
BAKER HUGHES INC 0.24%
UGI CORP 0.24%
AMERICAN ELECTRIC POWER 0.23%
BAXTER INTERNATIONAL INC 0.23%
DXC TECHNOLOGY CO 0.23%
JUNIPER NETWORKS INC 0.23%
VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 0.23%
ALLISON TRANSMISSION HOLDING 0.22%
AMERIPRISE FINANCIAL INC 0.22%
CLOROX COMPANY 0.22%
PARKER HANNIFIN CORP 0.22%
CR BARD INC 0.21%
ROSS STORES INC 0.21%
EBAY INC 0.20%
HARTFORD FINANCIAL SVCS GRP 0.20%
HASBRO INC 0.20%
HERSHEY CO/THE 0.20%
PVH CORP 0.20%
AGILENT TECHNOLOGIES INC 0.19%
CIMAREX ENERGY CO 0.19%
CITRIX SYSTEMS INC 0.19%
DANAHER CORP 0.19%
DISCOVER FINANCIAL SERVICES 0.19%
EXELON CORP 0.19%
FIRSTENERGY CORP 0.19%
FNMA FN30 BC2733 03.0000 05/01/2046 0.19%
GE CAP INTL FUNDING USD 04.4180 11/15/2035 0.19%
ULTA BEAUTY INC 0.19%
BAYER AG-REG 0.18%
EQUITY RESIDENTIAL TR REIT 0.18%
STEEL DYNAMICS INC 0.18%
SUNTRUST BANKS INC 0.18%
DARDEN RESTAURANTS INC 0.17%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 0.17%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.16%
CITIGROUP INC 03.8870 01/10/2028 0.16%
CONAGRA BRANDS INC 0.16%
FNMA FN30 AS5722 03.5000 09/01/2045 0.16%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.16%
PACKAGING CORP OF AMERICA 0.16%
ROCHE HOLDING AG-GENUSSCHEIN 0.16%
SANOFI 0.16%
WASTE MANAGEMENT INC 0.16%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.15%
ALTRIA GROUP INC 0.15%
AMDOCS LTD 0.15%
CAMPBELL SOUP CO 0.15%
MAXIM INTEGRATED PRODUCTS 0.15%
VODAFONE GROUP PLC USD 01.2500 09/26/2017 0.15%
YUM BRANDS INC 0.15%
BUNGE LTD 0.14%
FORTINET INC 0.14%
HCP INC 0.14%
TOTAL SA 0.14%
UBS GROUP FUNDIN P/P 144A 03.0000 04/15/2021 0.14%
VMWARE INC-CLASS A 0.14%
ALLIANZ SE-REG 0.13%
F5 NETWORKS INC 0.13%
FNMA FN30 AS7154 03.0000 05/01/2046 0.13%
GLAXOSMITHKLINE PLC 0.13%
GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 0.13%
LINCOLN NATIONAL CORP 0.13%
MASCO CORP 0.13%
MORGAN STANLEY 03.6250 01/20/2027 0.13%
WELLCARE HEALTH PLANS INC 0.13%
3I GROUP PLC 0.12%
ADOBE SYSTEMS INC 0.12%
BASF SE 0.12%
LEAR CORP 0.12%
MORGAN STANLEY 0.12%
NISOURCE INC 0.12%
PROCTER & GAMBLE CO/THE 0.12%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.12%
QUANTA SERVICES INC 0.12%
SOCIETE GENERALE SA 0.12%
SUMITOMO MITSUI FINANCIAL GR 0.12%
ALLY FINANCIAL INC 0.11%
ANNALY CAPITAL MANAGEMENT IN 0.11%
ARAMARK 0.11%
CENTERPOINT ENERGY INC 0.11%
CWALT 2006-OA10 4A1 01.4061 08/25/2046 0.11%
HSBC FINANCE CORP 06.6760 01/15/2021 0.11%
INGREDION INC 0.11%
NIPPON TELEGRAPH & TELEPHONE 0.11%
ORIX CORP 0.11%
OWENS CORNING 0.11%
AMADEUS IT GROUP SA 0.10%
AVERY DENNISON CORP 0.10%
AXA SA 0.10%
CWALT 2006-OA7 1A2 01.6716 06/25/2046 0.10%
DELL TECHNOLOGIES INC-CL V 0.10%
DEUTSCHE POST AG-REG 0.10%
ENEL SPA 0.10%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.10%
GNMA GII30 4246 06.5000 09/20/2038 0.10%
HUNTINGTON INGALLS INDUSTRIE 0.10%
INVESTOR AB-B SHS 0.10%
MANPOWERGROUP INC 0.10%
MITSUBISHI UFJ FINANCIAL GRO 0.10%
MIZUHO FINANCIAL GROUP INC 0.10%
NEWMONT MINING CORP 0.10%
SYNOPSYS INC 0.10%
TRAVELERS COS INC/THE 0.10%
WATSCO INC 0.10%
AGNC INVESTMENT CORP 0.09%
AMAZON.COM INC 01.2000 11/29/2017 0.09%
AMGEN INC 03.4500 10/01/2020 0.09%
ANHEUSER-BUSCH INBEV 08.2000 01/15/2039 0.09%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.09%
APPLE INC 02.1000 05/06/2019 0.09%
ASTRAZENECA PLC USD 05.9000 09/15/2017 0.09%
ATOS SE 0.09%
BANK OF AMERICA CORP 02.0000 01/11/2018 0.09%
BANK OF NOVA SCOTIA USD 01.3750 12/18/2017 0.09%
CONOCOPHILLIPS COMPANY 01.0500 12/15/2017 0.09%
COVIDIEN INTlL FIN USD 06.0000 10/15/2017 0.09%
CVS HEALTH CORP 02.2500 12/05/2018 0.09%
DUN & BRADSTREET CORP 0.09%
EBAY INC 01.3500 07/15/2017 0.09%
GNMA GII30 4581 06.5000 11/20/2039 0.09%
GOLDMAN SACHS GROUP INC 02.3750 01/22/2018 0.09%
IBM CORP 01.8750 08/01/2022 0.09%
INTEL CORP 01.3500 12/15/2017 0.09%
ITOCHU CORP 0.09%
JACOBS ENGINEERING GROUP INC 0.09%
JPMORGAN CHASE & CO 02.0000 08/15/2017 0.09%
KAO CORP 0.09%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.09%
PINNACLE FOODS INC 0.09%
ROYAL BANK OF CANADA USD 02.2000 07/27/2018 0.09%
SPIRIT AEROSYSTEMS HOLD-CL A 0.09%
SWISS RE AG 0.09%
TERADYNE INC 0.09%
UNUM GROUP 0.09%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.09%
ADECCO GROUP AG-REG 0.08%
BNP PARIBAS 0.08%
BOUYGUES SA 0.08%
CAMDEN PROPERTY TRUST 0.08%
CARNIVAL PLC 0.08%
CDX CDX.NA.HY.28 500.0 06/20/2022 0.08%
CENTRAL JAPAN RAILWAY CO 0.08%
CENTRICA PLC 0.08%
DUKE REALTY CORP 0.08%
HEINEKEN HOLDING NV 0.08%
METRO AG 0.08%
MUENCHENER RUECKVER AG-REG 0.08%
NOVARTIS AG-REG 0.08%
NVR INC 0.08%
OSHKOSH CORP 0.08%
REPSOL SA 0.08%
ROYAL BK SCOTLND USD 04.7000 07/03/2018 0.08%
SAMSUNG ELECTRONICS CO LTD 0.08%
SCOTTS MIRACLE-GRO CO 0.08%
SKY PLC 0.08%
SWISS LIFE HOLDING AG-REG 0.08%
TAYLOR WIMPEY PLC 0.08%
TRANSUNION 0.08%
VEREIT INC 0.08%
WM MORRISON SUPERMARKETS 0.08%
ACS ACTIVIDADES 0.07%
ALTRIA GROUP INC 02.8500 08/09/2022 0.07%
AMERICAN TOWER CORP 04.0000 06/01/2025 0.07%
ARCHER-DANIELS-MIDLAND C 05.4500 03/15/2018 0.07%
BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 0.07%
CAESARS ENT OPER TLB6B L+775 11.5000 03/01/2018 0.07%
CARLISLE COS INC 0.07%
CHARLES RIVER LABORATORIES 0.07%
COCA-COLA AMATIL LTD 0.07%
COLONY NORTHSTAR INC-CLASS A 0.07%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.07%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.07%
DR PEPPER SNAPPLE GROUP INC 0.07%
E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 0.07%
FIRST HAWAIIAN INC 0.07%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.07%
HD SUPPLY HOLDINGS INC 0.07%
HOCHTIEF AG 0.07%
JPMCC 2013-C10 C 04.2856 12/15/2047 0.07%
LAMB WESTON HOLDINGS INC 0.07%
LIBERTY MEDIA COR-SIRIUSXM A 0.07%
MARKS AND SPENCER LTD 0.07%
MARUBENI CORP 0.07%
NCR CORPORATION 0.07%
NESTLE SA-REG 0.07%
NN GROUP NV 0.07%
ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 0.07%
PARK HOTELS & RESORTS INC 0.07%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.07%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.07%
PEUGEOT SA 0.07%
POPULAR INC 0.07%
PUGET SOUND ENERGY INC 06.9740 06/01/2067 0.07%
SHIONOGI & CO LTD 0.07%
TATE & LYLE PLC 0.07%
TELSTRA CORP LTD 0.07%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.07%
VALEO SA 0.07%
VISTEON CORP 0.07%
VOYA FINANCIAL INC 0.07%
WAL-MART STORES INC 06.5000 08/15/2037 0.07%
AMERICAN EXPRESS COMPANY 07.0000 03/19/2018 0.06%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.06%
APARTMENT INVT & MGMT CO -A 0.06%
APPLE INC 04.3750 05/13/2045 0.06%
ASSURED GUARANTY LTD 0.06%
AXA SA P/P 144A 06.4630 12/29/2049 0.06%
BOLIDEN AB 0.06%
BOOZ ALLEN HAMILTON HOLDINGS 0.06%
BRITISH AMERICAN TOBACCO PLC 0.06%
BRIXMOR PROPERTY GROUP INC 0.06%
BWX TECHNOLOGIES INC 0.06%
CIGNA CORP 04.5000 03/15/2021 0.06%
CIMIC GROUP LTD 0.06%
COMCAST CORP 06.9500 08/15/2037 0.06%
COMM 2013-CR13 AM 04.4490 12/10/2023 0.06%
CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 0.06%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.06%
EAST WEST BANCORP INC 0.06%
EVONIK INDUSTRIES AG 0.06%
EXPEDIA INC 05.9500 08/15/2020 0.06%
FOREST CITY REALTY TRUST- A 0.06%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.06%
GNMA GII30 4269 06.5000 10/20/2038 0.06%
HIGHWOODS PROPERTIES INC 0.06%
ING GROEP NV-CVA 0.06%
JPMORGAN CHASE & CO 02.2950 08/15/2021 0.06%
JPMORGAN CHASE & CO 07.9000 12/29/2049 0.06%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.06%
KINGFISHER PLC 0.06%
KRAFT HEINZ FOODS CO 06.5000 02/09/2040 0.06%
OMNICOM GROUP INC 03.6000 04/15/2026 0.06%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.06%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.06%
PPL CORP 0.06%
REINSURANCE GROUP OF AMERICA 0.06%
RESONA HOLDINGS INC 0.06%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.06%
SPIRIT REALTY CAPITAL INC 0.06%
STARWOOD PROPERTY TRUST 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%
TIMKEN COMPANY 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%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.06%
ABBVIE INC 02.9000 11/06/2022 0.05%
AIA GROUP LTD 0.05%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.05%
ASTRAZENECA PLC 0.05%
AT&T INC 04.7500 05/15/2046 0.05%
AUTONATION INC. 05.5000 02/01/2020 0.05%
BANCO SANTANDER SA 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%
CABLE ONE INC 0.05%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.05%
CDX CDX.NA.IG.28 100.0 06/20/2022 0.05%
CHALLENGER LTD 0.05%
CHEUNG KONG PROPERTY HOLDING 0.05%
CSMC 2016-NXSR C 04.5098 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%
DNB NOR ASA 0.05%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.05%
ENERGIZER HOLDINGS INC 0.05%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.05%
FLIR SYSTEMS INC 0.05%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.05%
HCP INC 04.2500 11/15/2023 0.05%
HILTON WORLDWIDE FIN P/P 144A 04.8750 04/01/2027 0.05%
HONEYWELL INTERNATIONAL 05.3750 03/01/2041 0.05%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.05%
KAR AUCTION SERVICES INC 0.05%
KELLOGG CO 03.2500 04/01/2026 0.05%
KONINKLIJKE AHOLD DELHAIZE N 0.05%
LIBERTY PROPERTY TRUST 0.05%
MCDONALD'S CORP 05.7000 02/01/2039 0.05%
MICHAELS COS INC/THE 0.05%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.05%
MSC INDUSTRIAL DIRECT CO-A 0.05%
NCHET 2003-4 M1 02.3411 10/25/2033 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%
ORACLE CORP 02.5000 10/15/2022 0.05%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.05%
QANTAS AIRWAYS LTD 0.05%
RELIANCE STEEL & ALUMINUM 0.05%
ROYAL DUTCH SHELL PLC-B SHS 0.05%
ROYAL MAIL PLC 0.05%
SIEMENS AG 0.05%
SPECTRUM BRANDS HOLDINGS INC 0.05%
TORO CO 0.05%
TOYOTA TSUSHO CORP 0.05%
VANTIV INC - CL A 0.05%
VIACOM INC 04.5000 03/01/2021 0.05%
WEYERHAEUSER CO 07.3750 03/15/2032 0.05%
WH GROUP LTD 0.05%
WHEELOCK & CO LTD 0.05%
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%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.04%
APPLE HOSPITALITY REIT INC 0.04%
ARC PROP OPER PART L 04.6000 02/06/2024 0.04%
ARISTOCRAT LEISURE LTD 0.04%
ASAHI KASEI CORP 0.04%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.04%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.04%
CARTERS INC 0.04%
CHIMERA INVESTMENT CORP 0.04%
COMM 2014-UBS6 C 04.6139 12/10/2047 0.04%
COMM 2014-UBS6 XA IO 01.1801 12/10/2047 0.04%
COMPASS GROUP PLC 0.04%
CONCHO RESOURCES INC 04.3750 01/15/2025 0.04%
CREDIT AGRICOLE SA 0.04%
ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 0.04%
ENDESA S.A. 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.04%
FHR 3065 DC 16.3833 03/15/2035 0.04%
FIAT CHRYSLER AUTOMOBILES NV 0.04%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.04%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.04%
HCA INC 06.5000 02/15/2020 0.04%
HOYA CORP 0.04%
HYATT HOTELS CORP 04.8500 03/15/2026 0.04%
INDUSTRIAL BANK OF KOREA 0.04%
INDUSTRIVARDEN AB-A SHS 0.04%
KDDI CORP 0.04%
KERRY GROUP PLC-A 0.04%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.04%
LANDSTAR SYSTEM INC 0.04%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.04%
LUBRIZOL CORP 08.8750 02/01/2019 0.04%
MCDONALD'S CORP 06.3000 10/15/2037 0.04%
MITSUBISHI CHEMICAL HOLDINGS 0.04%
MITSUBISHI TANABE PHARMA 0.04%
MITSUBISHI UFJ LEASE & FINAN 0.04%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.04%
NATIONWIDE MUTUAL P/P 144A 08.2500 12/01/2031 0.04%
NAVISTAR INTERNATIONAL CORP 08.2500 11/01/2021 0.04%
NEW WORLD DEVELOPMENT 0.04%
NEWS CORP - CLASS A 0.04%
NOBLE HOLDING INTL LTD USD 06.0500 03/01/2041 0.04%
NOKIA OYJ 0.04%
PACIFIC GAS & ELECTRIC 06.0500 03/01/2034 0.04%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.04%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.04%
RIO TINTO PLC 0.04%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.04%
SAINSBURY (J) PLC 0.04%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.04%
SERVICEMASTER GLOBAL HOLDING 0.04%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.04%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.04%
SPRINT CORP 07.8750 09/15/2023 0.04%
TABCORP HOLDINGS LTD 0.04%
TAISEI CORP 0.04%
TCF FINANCIAL CORP 0.04%
TOPPAN PRINTING CO LTD 0.04%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.04%
TRAVELERS PPTY CASUALTY 07.7500 04/15/2026 0.04%
UBSBB 2012-C3 C P/P 144A 05.1915 08/10/2049 0.04%
UNITEDHEALTH GROUP INC 06.0000 02/15/2018 0.04%
UPM-KYMMENE OYJ 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%
VESTAS WIND SYSTEMS A/S 0.04%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.04%
WAMU 2005-AR9 A1C3 02.1761 07/25/2045 0.04%
21ST CENTURY FOX AMERICA 07.7500 01/20/2024 0.03%
AES CORP/VA 05.5000 04/15/2025 0.03%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.03%
AIRBUS SE 0.03%
ALIBABA GROUP HOLDING-SP ADR 0.03%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.03%
AMERICAN EXPRESS CO 06.1500 08/28/2017 0.03%
AMERICAN FINANCIAL GROUP INC 0.03%
ANHEUSER-BUSCH INBEV FIN 01.2500 01/17/2018 0.03%
APACHE CORPORATION 03.2500 04/15/2022 0.03%
APPLE INC 03.4500 05/06/2024 0.03%
ASSOCIATED BRITISH FOODS PLC 0.03%
ASTELLAS PHARMA INC 0.03%
ASTRAZENECA PLC USD 06.4500 09/15/2037 0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.03%
BARRATT DEVELOPMENTS PLC 0.03%
BELDEN INC P/P 144A 05.2500 07/15/2024 0.03%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.03%
BNP PARIBAS USD 02.3750 09/14/2017 0.03%
BRANDYWINE REALTY TRUST 0.03%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.03%
BRUKER CORP 0.03%
BURFORD CAPITAL LTD 0.03%
BURLINGTN NORTH SANTA FE 05.4000 06/01/2041 0.03%
BURLINGTN NORTH SANTA FE 05.7500 05/01/2040 0.03%
CABOT CORP 0.03%
CAESARS GROWTH PROP TL L+300 04.0447 05/08/2021 0.03%
CBS CORP 04.6000 01/15/2045 0.03%
CELANESE CORP-SERIES A 0.03%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.03%
CHARTER COMM OPT LLC P/P 144A 05.3750 05/01/2047 0.03%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.03%
CLINIGEN GROUP PLC 0.03%
CMLTI 2005-2 1A2A 03.1504 05/25/2035 0.03%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.03%
COMM 2012-LC4 C 05.7628 12/10/2044 0.03%
COMM 2014-CR17 XA IO 01.3060 05/10/2047 0.03%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.03%
CRANE CO 0.03%
CROWN CASTLE INTL CORP. 05.2500 01/15/2023 0.03%
CVS HEALTH CORP 04.7500 12/01/2022 0.03%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.03%
CWALT 2005-27 1A1 01.5623 08/25/2035 0.03%
DAI NIPPON PRINTING CO LTD 0.03%
DALATA HOTEL GROUP PLC 0.03%
DIAGEO INVESTMENT CORP 08.0000 09/15/2022 0.03%
DOLBY LABORATORIES INC-CL A 0.03%
DST SYSTEMS INC 0.03%
ELECTROLUX AB-SER B 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%
FIRST QUANTUM P/P 144A 07.0000 02/15/2021 0.03%
FIRSTENERGY CORP 04.2500 03/15/2023 0.03%
FNR 2006-8 HP 20.1076 03/25/2036 0.03%
GAMING AND LEISURE PROPERTIE 0.03%
GNR 2012-141 WI IO 03.5000 11/20/2041 0.03%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.03%
HARVEY NORMAN HOLDINGS LTD 0.03%
HCA INC 05.5000 06/15/2047 0.03%
HDFC BANK LIMITED 0.03%
HIBERNIA REIT PLC 0.03%
HISTORIC TW INC 09.1500 02/01/2023 0.03%
HOLOGIC INC 0.03%
HONEYWELL INTERNATIONAL 04.2500 03/01/2021 0.03%
HOST HOTELS & RESORTS 05.2500 03/15/2022 0.03%
HYATT HOTELS CORP - CL A 0.03%
JPMCC 2005-LDP5 F 05.8239 12/15/2044 0.03%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.03%
KERRY PROPERTIES LTD 0.03%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.03%
KUMAGAI GUMI CO LTD 0.03%
KURARAY CO LTD 0.03%
LAFARGEHOLCIM LTD-REG 0.03%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.03%
MASONITE INTL C P/P 144A 05.6250 03/15/2023 0.03%
MEDIPAL HOLDINGS CORP 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%
MSBAM 2012-C6 XA IO P/P 144A 02.0114 11/15/2045 0.03%
MSC 2011-C3 E P/P 144A 05.3268 07/15/2049 0.03%
NEVADA POWER CO 07.1250 03/15/2019 0.03%
NEWELL BRANDS INC 04.2000 04/01/2026 0.03%
ORACLE CORP 05.3750 07/15/2040 0.03%
ORANGE 0.03%
ORANGE SA USD 04.1250 09/14/2021 0.03%
ORKLA ASA 0.03%
OUTFRONT MEDIA INC 0.03%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.03%
PERSIMMON PLC 0.03%
PREMIER INC-CLASS A 0.03%
PRICELINE GROUP INC/THE 03.6500 03/15/2025 0.03%
PRIMERICA INC 04.7500 07/15/2022 0.03%
QUALITY CARE PROPERTIES 0.03%
RAYMOND JAMES FINANCIAL INC 0.03%
RELX NV 0.03%
RENAULT SA 0.03%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 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%
SHIRE PLC 0.03%
SONY CORP 0.03%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.03%
SPST 2017-1 A 02.1161 02/25/2049 0.03%
STATOIL ASA USD 05.1000 08/17/2040 0.03%
SUN HUNG KAI PROPERTIES 0.03%
TDK CORP 0.03%
TENCENT HOLDINGS LTD 0.03%
TEVA PHARMACEUTICALS NE USD 03.1500 10/01/2026 0.03%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.03%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.03%
TIME WARNER INC 02.9500 07/15/2026 0.03%
TWO HARBORS INVESTMENT CORP 0.03%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.03%
VECTREN CORP 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
WAMU 2005-AR13 A1C3 01.7061 10/25/2045 0.03%
WESCO INTERNATIONAL INC 0.03%
WESTROCK MWV LLC 08.2000 01/15/2030 0.03%
WFRBS 2011-C4 E P/P 144A 05.4143 06/15/2044 0.03%
WFRBS 2013-C15 D P/P 144A 04.6285 08/15/2046 0.03%
WFRBS 2014-C19 C 04.6460 03/15/2047 0.03%
WOLTERS KLUWER 0.03%
WYNDHAM WORLDWIDE CORP 05.6250 03/01/2021 0.03%
XEROX CORP 0.03%
ADIDAS AG 0.02%
ADMIRAL GROUP PLC 0.02%
ADS INC P/P 144A 05.6250 11/15/2024 0.02%
AENA SA 0.02%
AES CORP/VA 07.3750 07/01/2021 0.02%
AGRIUM INC USD 05.2500 01/15/2045 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
AKZO NOBEL 0.02%
ALBEMARLE CORP 0.02%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.02%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.02%
ALTA MESA HLDGS P/P 144A 07.8750 12/15/2024 0.02%
ALTICE NV - A 0.02%
ALTRIA GROUP INC 04.0000 01/31/2024 0.02%
AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 0.02%
AMUNDI SA 0.02%
ANADARKO PETROLEUM CORP 06.9500 06/15/2019 0.02%
APPLE INC 03.8500 05/04/2043 0.02%
ARCELORMITTAL 0.02%
ASPEN INSURANCE HOLDINGS LTD 0.02%
ATLAS COPCO AB-A SHS 0.02%
AUST AND NZ BANKING GROUP 0.02%
AVAYA INC P/P 144A 07.0000 04/01/2019 0.02%
BANCO MACRO SA-ADR 0.02%
BANDAI NAMCO HOLDINGS INC 0.02%
BEAR STEARNS COS LLC 07.2500 02/01/2018 0.02%
BEAUTY COMMUNITY PCL-FOREIGN 0.02%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.02%
BLUE CUBE SPINCO INC 09.7500 10/15/2023 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%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.02%
BRDCOM CRP / FIN P/P 144A 03.8750 01/15/2027 0.02%
BROOKFIELD RESID P/P 144A 06.5000 12/15/2020 0.02%
BT GROUP PLC 0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.02%
BUILDERS FIRSTSOURCE P/P 144A 10.7500 08/15/2023 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
CALPINE CORP 05.7500 01/15/2025 0.02%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.02%
CAS 2016-C03 2M2 07.1161 10/25/2028 0.02%
CAS 2016-C05 2M1 02.5661 01/25/2029 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%
CENOVUS ENERGY INC P/P 144A 04.2500 04/15/2027 0.02%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.02%
CGCMT 2012-GC8 XA IO P/P 144A 02.1680 09/10/2045 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
CHENIERE CORP CHRIST P/P 144A 05.1250 06/30/2027 0.02%
CHINA WATER AFFAIRS GROUP 0.02%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.02%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.02%
COM HEM HOLDING AB 0.02%
COMCAST CORP 03.3750 02/15/2025 0.02%
COMCAST CORP 06.5000 11/15/2035 0.02%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.02%
COMM 2013-CR11 XA IO 01.3078 08/10/2050 0.02%
COMM 2014-LC17 XA IO 01.1200 10/10/2047 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%
COMPUGROUP MEDICAL SE 0.02%
CONCHO RESOURCES INC 05.5000 04/01/2023 0.02%
CORELOGIC INC 0.02%
COVESTRO AG 0.02%
COX AND KINGS LTD 0.02%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.02%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.02%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.02%
DGB FINANCIAL GROUP INC 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%
EASTMAN CHEMICAL CO 03.8000 03/15/2025 0.02%
EDISON INTERNATIONAL 0.02%
ENCANA CORP 0.02%
ENERGY TRANSFER LP 04.2000 04/15/2027 0.02%
ENERGY TRANSFER LP 05.2000 02/01/2022 0.02%
ENERGY TRANSFER LP 06.5000 02/01/2042 0.02%
EQUITY COMMONWEALTH 0.02%
EURONET WORLDWIDE INC 0.02%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.02%
FHR 2990 LB 13.9837 06/15/2034 0.02%
FHR 3072 SM 04.2533 11/15/2035 0.02%
FIDELITY NATIONAL INFORM 05.0000 10/15/2025 0.02%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.02%
FNR 2007-53 SP 19.7409 06/25/2037 0.02%
FNR 2012-58 SM IO 05.2839 06/25/2042 0.02%
FORD MOTOR CO 0.02%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.02%
GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 0.02%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.02%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.02%
GNMA GII30 4018 06.5000 08/20/2037 0.02%
GNR 2013-99 AS IO 04.8378 06/20/2043 0.02%
GNR 2015-H26 DI IO 02.0798 10/20/2065 0.02%
GNR 2016-H16 EI IO 02.3507 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%
GREAT PLAINS ENERGY INC 04.8500 04/01/2047 0.02%
GSMS 2006-GG8 X IO P/P 144A 01.0744 11/10/2039 0.02%
GSMS 2015-GC30 XA IO 01.0290 05/10/2050 0.02%
HANGZHOU HIKVISION DIGITAL-A 144A REGS WARRANT 12/18/2017 0.02%
HEALTHCARE REALTY TRUST INC 03.8750 05/01/2025 0.02%
HEINEKEN NV 0.02%
HESS CORP 07.3000 08/15/2031 0.02%
HITACHI CHEMICAL CO LTD 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%
HSBC HOLDINGS PLC 0.02%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
INFOR US INC 06.5000 05/15/2022 0.02%
INNOGY SE 0.02%
INTERPUBLIC GROUP OF COS INC 0.02%
INTL CONSOLIDATED AIRLINE-DI 0.02%
ISS A/S 0.02%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JAPAN AIRLINES CO LTD 0.02%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.02%
JOHNSON CONTROLS INTERNATION 0.02%
JPMBB 2013-C14 C 04.7206 08/15/2046 0.02%
JPMBB 2014-C19 C 04.8212 04/15/2047 0.02%
JTEKT CORP 0.02%
KAJIMA CORP 0.02%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.02%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.02%
KOMATSU LTD 0.02%
KRATON POLYMERS P/P 144A 10.5000 04/15/2023 0.02%
KYUDENKO CORP 0.02%
LBMLT 2004-1 A2 02.0161 02/25/2034 0.02%
LIBERTY VENTURES - SER A 0.02%
LLOYDS BANKING GROUP P/P 144A 06.6570 12/29/2049 0.02%
LOUISIANA-PACIFIC CORP 04.8750 09/15/2024 0.02%
LSC COMMUNICATIONS INC 0.02%
MAPFRE SA 0.02%
MARATHON PETRO CORP 06.5000 03/01/2041 0.02%
MASTEC INC 04.8750 03/15/2023 0.02%
MAZDA MOTOR CORP 0.02%
MEDTRONIC INC 03.5000 03/15/2025 0.02%
MEDTRONIC INC 04.3750 03/15/2035 0.02%
MFA FINANCIAL INC 0.02%
MICRON TECH INC 05.8750 02/15/2022 0.02%
MICROSOFT CORP 05.3000 02/08/2041 0.02%
MID-AMERICA APARTMENT COMM 0.02%
MITSUBISHI GAS CHEMICAL CO 0.02%
MIXI INC 0.02%
MOODY'S CORPORATION P/P 144A 03.2500 01/15/2028 0.02%
MSC 2011-C3 D P/P 144A 05.3268 07/15/2049 0.02%
MTW FOODSERVICE ESCR 09.5000 02/15/2024 0.02%
NABORS INDUSTRIES LTD 0.02%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.02%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.02%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.02%
NINTENDO CO LTD 0.02%
NORBORD INC P/P 144A 06.2500 04/15/2023 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 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 05.3750 03/01/2025 0.02%
OTSUKA CORP 0.02%
PATHEON HLDG I BV P/P 144A 07.5000 02/01/2022 0.02%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.02%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.02%
PETROLEOS MEXICANOS USD 05.6250 01/23/2046 0.02%
PHILIP MORRIS INTERNATIONAL 0.02%
POOL CORP 0.02%
PRUDENTIAL FINANCIAL INC 08.8750 06/15/2038 0.02%
PRUDENTIAL PLC 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%
QEP RESOURCES INC 0.02%
RANDSTAD HOLDING NV 0.02%
RANGE RESOURCES CORP P/P 144A 05.7500 06/01/2021 0.02%
RAYTHEON COMPANY 04.8750 10/15/2040 0.02%
REALTY INCOME CORP 04.6500 08/01/2023 0.02%
REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 0.02%
REYNOLDS GRP ISS/REY P/P 144A 04.6584 07/15/2021 0.02%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.02%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.02%
ROHM CO LTD 0.02%
ROWAN COMPANIES PLC-A 0.02%
ROYAL DUTCH SHELL PLC-A SHS 0.02%
RPC GROUP PLC 0.02%
RR DONNELLEY & SONS CO 0.02%
RTL GROUP 0.02%
S&P GLOBAL INC 02.9500 01/22/2027 0.02%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.02%
SABINE PASS LIQUEFAC 05.8750 06/30/2026 0.02%
SAFARICOM LTD 0.02%
SARTORIUS AG-PFD PCT 0.000 0.02%
SBERBANK PJSC -SPONSORED ADR 0.02%
SCIENTIFIC GAMES INT P/P 144A 07.0000 01/01/2022 0.02%
SCREEN HOLDINGS CO LTD 0.02%
SECURITAS AB-B SHS 0.02%
SEKISUI CHEMICAL CO LTD 0.02%
SENIOR HOUSING PROP TRUST 0.02%
SERVICE CORP INTL 05.3750 05/15/2024 0.02%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.02%
SHIN-ETSU CHEMICAL CO LTD 0.02%
SHISEIDO CO LTD 0.02%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.02%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.02%
SK HYNIX INC 0.02%
SMC CORP 0.02%
SMS CO LTD 0.02%
SOFTBANK GROUP CORP 0.02%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.02%
SPRINGLEAF FINANCE CORP 08.2500 12/15/2020 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%
SUMITOMO MITSUI TRUST HOLDIN 0.02%
T-MOBILE USA INC 05.3750 04/15/2027 0.02%
TENET HEALTHCARE 06.2500 11/01/2018 0.02%
THALES SA 0.02%
TOHOKU ELECTRIC POWER CO INC 0.02%
TOYO TIRE & RUBBER CO LTD 0.02%
UNICREDIT SPA 0.02%
UNILEVER NV-CVA 0.02%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.02%
VEOLIA ENVIRONNEMENT 0.02%
VINCI SA 0.02%
VODAFONE GROUP PLC 0.02%
VOESTALPINE AG 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%
WEST CORP P/P 144A 05.3750 07/15/2022 0.02%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.02%
WFCM 2013-LC12 C 04.4307 07/15/2046 0.02%
WFRBS 2011-C2 D P/P 144A 05.7880 02/15/2044 0.02%
WFRBS 2011-C3 D P/P 144A 05.8131 03/15/2044 0.02%
WFRBS 2012-C10 XA IO P/P 144A 01.7944 12/15/2045 0.02%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.02%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.02%
WFRBS 2013-C15 C 04.6285 08/15/2046 0.02%
WHARF HOLDINGS LTD 0.02%
WILEY (JOHN) & SONS-CLASS A 0.02%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 0.02%
WILMAR INTERNATIONAL LTD 0.02%
WOORI BANK 0.02%
WP CAREY INC 0.02%
WP CAREY INC 04.6000 04/01/2024 0.02%
WPX ENERGY INC 06.0000 01/15/2022 0.02%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.02%
X 5 RETAIL GROUP NV-REGS GDR 0.02%
YUE YUEN INDUS 0.02%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
1011778 BC / NEW RED P/P 144A 06.0000 04/01/2022 0.01%
A SCHULMAN INC 06.8750 06/01/2023 0.01%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
AERCAP HOLDINGS NV 0.01%
AIN HOLDINGS INC 0.01%
AIXTRON AG 0.01%
ALCOA CORP 0.01%
ALFRESA HOLDINGS CORP 0.01%
ALLEGHENY TECHNOLOGIES INC 09.3750 06/01/2019 0.01%
ALLERGAN FUNDING SCS USD 04.7500 03/15/2045 0.01%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.01%
ALLIANCE RES OP/FINA P/P 144A 07.5000 05/01/2025 0.01%
ALLIANT HLDG INT LLC 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 06.2500 12/01/2017 0.01%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.01%
ALLY FINANCIAL INC 08.0000 12/31/2018 0.01%
ALPHABET INC-CL C 0.01%
AMAG PHARMA INC P/P 144A 07.8750 09/01/2023 0.01%
AMAZON.COM INC 0.01%
AMC ENT HOLDIN P/P 144A 05.8750 11/15/2026 0.01%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.01%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.01%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.01%
AMERICAN 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%
ARCELORMITTAL USD 06.1250 06/01/2025 0.01%
ARCELORMITTAL USD 07.5000 10/15/2039 0.01%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.01%
ASAHI GLASS CO LTD 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
ASML HOLDING NV 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 TLB7 L+525 06.4165 05/29/2020 0.01%
BANK OF IRELAND 0.01%
BASSO INDUSTRY CORP 0.01%
BCE INC 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BEIERSDORF AG 0.01%
BELDEN INC P/P 144A 05.5000 09/01/2022 0.01%
BERRY PLASTICS CORP 05.1250 07/15/2023 0.01%
BERRY PLASTICS CORP 05.5000 05/15/2022 0.01%
BOARDWALK PIPELINES LP 04.4500 07/15/2027 0.01%
BOYD GAMING CORP 06.3750 04/01/2026 0.01%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
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%
CAESARS GROW PROP HLD/FI 09.3750 05/01/2022 0.01%
CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 0.01%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.01%
CANADIAN NATL RESOURCES USD 03.8500 06/01/2027 0.01%
CAS 2015-C04 1M2 06.9161 04/25/2028 0.01%
CAS 2015-C04 2M2 06.7661 04/25/2028 0.01%
CBRE SERVICES INC 05.0000 03/15/2023 0.01%
CBS CORP 02.9000 01/15/2027 0.01%
CBS CORP 03.5000 01/15/2025 0.01%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.01%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.01%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.01%
CEC ENT INC 08.0000 02/15/2022 0.01%
CENOVUS ENERGY INC 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%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.01%
CHEMOURS CO 05.3750 05/15/2027 0.01%
CHEMOURS CO 06.6250 05/15/2023 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 HEALTH SYS 06.2500 03/31/2023 0.01%
CHUBB LTD 0.01%
CIT GROUP INC 05.0000 08/01/2023 0.01%
CIT GROUP INC. 05.0000 08/15/2022 0.01%
CITIGROUP INC 04.7500 05/18/2046 0.01%
CITIGROUP INC 05.8750 12/29/2049 0.01%
CITIGROUP INC 05.9500 12/29/2049 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%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.01%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.01%
COMM 2014-CR16 XA IO 01.3542 04/10/2047 0.01%
COMM 2014-CR18 XA IO 01.3953 07/15/2047 0.01%
COMM 2014-CR20 XA IO 01.3237 11/10/2047 0.01%
COMPAGNIE DE SAINT-GOBAIN 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%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.01%
CREDICORP LTD 0.01%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.01%
CRH PLC 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%
DAIWA SECURITIES GROUP INC 0.01%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.01%
DANSKE BANK A/S 0.01%
DART GROUP PLC 0.01%
DCP MIDSTREAM OPERATING 02.7000 04/01/2019 0.01%
DCP MIDSTREAM OPERATING 03.8750 03/15/2023 0.01%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.01%
DELIVERY HERO HOLDIN P/P 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DEUTSCHE LUFTHANSA-REG 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DIAMONDBACK ENER P/P 144A 05.3750 05/31/2025 0.01%
DYNEGY INC 07.3750 11/01/2022 0.01%
DYNEGY INC 07.6250 11/01/2024 0.01%
DYNEGY INC. 06.7500 11/01/2019 0.01%
EAGLE HLDG CO II LLC P/P 144A 07.6250 05/15/2022 0.01%
EASYJET PLC 0.01%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.01%
EMERA US FINANCE LP 03.5500 06/15/2026 0.01%
ENDEAVOR ENERGY P/P 144A 08.1250 09/15/2023 0.01%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.01%
ENERGY TRANSFER LP 06.1250 12/15/2045 0.01%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.01%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
EQT MIDSTREAM PARTNERS L 04.0000 08/01/2024 0.01%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
EUR/USD 09/20/2017 BANKAM 0.01%
EURAZEO SA 0.01%
EUTELSAT COMMUNICATIONS 0.01%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.01%
EVOLUTION ESCROW P/P 144A 07.5000 03/15/2022 0.01%
EXPEDIA INC 05.0000 02/15/2026 0.01%
FEDEX CORP 02.6250 08/01/2022 0.01%
FHR 3249 PS 18.4507 12/15/2036 0.01%
FHR 3408 EK 21.1299 04/15/2037 0.01%
FHR 3829 AS IO 05.7911 03/15/2041 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 16.6017 08/25/2035 0.01%
FORTESCUE METALS GROUP LTD 0.01%
FOXTONS GROUP PLC 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
FRESENIUS SE & CO KGAA 0.01%
FRONTIER COMM 10.5000 09/15/2022 0.01%
FRONTIER COMM 11.0000 09/15/2025 0.01%
FTS INTL INC P/P 144A 08.7456 06/15/2020 0.01%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.01%
GAS NATURAL SDG SA 0.01%
GATES GLOBAL TLB L+325 04.4076 03/31/2024 0.01%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.01%
GENON ENERGY INC. 09.8750 10/15/2020 0.01%
GETTY IMAGES TLB L+350 04.7500 10/18/2019 0.01%
GLENCORE PLC 0.01%
GLP CAP LP / FIN II 04.8750 11/01/2020 0.01%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.01%
GMAC CAPITAL TRUST I PCT 06.9667 0.01%
GNMA GII30 3987 06.5000 05/20/2037 0.01%
GNMA GII30 4171 06.5000 06/20/2038 0.01%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.01%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.01%
GREAT LAKES D&D P/P 144A 08.0000 05/15/2022 0.01%
GREENCORE GROUP PLC 0.01%
GSMS 2013-GC12 C 04.1790 06/10/2046 0.01%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.01%
HAKUHODO DY HOLDINGS INC 0.01%
HALYARD HEALTH INC 06.2500 10/15/2022 0.01%
HAMILTON LANE INC-CLASS A 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 05.0000 03/15/2024 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HENKEL AG & CO KGAA VORZUG 0.01%
HIGH RIDGE BRANDS CO P/P 144A 08.8750 03/15/2025 0.01%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.01%
HONG KONG DOLLAR CALL ACCOUNT 0.01%
HUB INTL LTD P/P 144A 07.8750 10/01/2021 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%
HYATT HOTELS CORP 03.3750 07/15/2023 0.01%
IBERDROLA SA 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%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.01%
ILUKA RESOURCES LTD 0.01%
IMPERIAL BRANDS PLC 0.01%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.01%
INDIAN RUPEE CALL ACCOUNT 0.01%
INSTRUCTURE INC 0.01%
INSURANCE AUSTRALIA GROUP LTD 0.01%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.01%
INTELSAT LUXEMB USD 08.1250 06/01/2023 0.01%
INTERNATIONAL GAME TECHNOLOG 0.01%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 0.01%
IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 0.01%
JABIL INC 08.2500 03/15/2018 0.01%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.01%
JAZZ PHARMACEUTICALS PLC 0.01%
JC PENNEY CORP INC 05.6500 06/01/2020 0.01%
JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 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 2006-LDP7 B 06.1385 04/17/2045 0.01%
JPMCC 2006-LDP8 B 05.5200 05/15/2045 0.01%
JPMCC 2007-LDPX X IO 00.3153 01/15/2049 0.01%
KENNEDY-WILSON HOLDINGS INC 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%
KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 0.01%
KKR & CO LP 0.01%
KLX INC P/P 144A 05.8750 12/01/2022 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%
LAGARDERE SCA 0.01%
LAMAR MEDIA CORP 05.3750 01/15/2024 0.01%
LAMAR MEDIA CORP 05.8750 02/01/2022 0.01%
LANDRY'S INC P/P 144A 06.7500 10/15/2024 0.01%
LANXESS AG 0.01%
LAREDO PETROLEUM INC 07.3750 05/01/2022 0.01%
LBUBS 2006-C6 XCL IO P/P 144A 00.6239 09/15/2039 0.01%
LEAR CORP 05.3750 03/15/2024 0.01%
LENNAR CORP 04.7500 11/15/2022 0.01%
LINDAB INTERNATIONAL AB 0.01%
LIONS GATE ENT P/P 144A 05.8750 11/01/2024 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%
MATTAMY GROUP CORP P/P 144A 06.5000 11/15/2020 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCER INTL INC P/P 144A 06.5000 02/01/2024 0.01%
MERCER INTL INC USD 07.7500 12/01/2022 0.01%
MGM RESORTS INTL 06.6250 12/15/2021 0.01%
MGM RESORTS INTL 08.6250 02/01/2019 0.01%
MITSUBISHI CORP 0.01%
MITSUBISHI MATERIALS CORP 0.01%
MITSUI FUDOSAN CO LTD 0.01%
MLMI 2005-A2 A2 02.9811 02/25/2035 0.01%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.01%
MOOG INC P/P 144A 05.2500 12/01/2022 0.01%
MPLX LP 04.1250 03/01/2027 0.01%
MSBAM 2013-C12 XA IO 01.0598 10/15/2046 0.01%
MSBAM 2014-C17 XA IO 01.4010 08/15/2047 0.01%
MSC 2007-HQ11 AJ 05.5080 02/12/2044 0.01%
MTU AERO ENGINES AG 0.01%
MURATA MANUFACTURING CO LTD 0.01%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.01%
NABORS INDUSTRIES INC 04.6250 09/15/2021 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NATIXIS 0.01%
NCSOFT CORP 0.01%
NEIMAN MARCUS TL L+325 04.3387 10/25/2020 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%
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%
NISSAN MOTOR CO LTD 0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.01%
NOMAD FOODS LTD 0.01%
NOMURA REAL ESTATE HOLDINGS 0.01%
NOVA CHEMICALS CORP P/P 144A 04.8750 06/01/2024 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 06.6250 01/15/2027 0.01%
NRG ENERGY INC 07.2500 05/15/2026 0.01%
NRG ENERGY INC 07.8750 05/15/2021 0.01%
NSK LTD 0.01%
NTT DOCOMO INC 0.01%
O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 0.01%
O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 0.01%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
ONEMAIN FIN HLDG INC P/P 144A 06.7500 12/15/2019 0.01%
ONEMAIN FIN HLDG INC P/P 144A 07.2500 12/15/2021 0.01%
ORACLE CORP 02.6500 07/15/2026 0.01%
ORTHO-CLINICAL TLB L+375 04.7827 06/30/2021 0.01%
OSHKOSH CORP 05.3750 03/01/2022 0.01%
PANASONIC CORP 0.01%
PARK-OHIO IND INC P/P 144A 06.6250 04/15/2027 0.01%
PARSLEY ENERGY P/P 144A 05.3750 01/15/2025 0.01%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.01%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.01%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.01%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.01%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.01%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.01%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.01%
PILGRIM'S PRIDE CORP P/P 144A 05.7500 03/15/2025 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.01%
PRECISION DRILLING C P/P 144A 07.7500 12/15/2023 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%
REALOGY GROUP/CO-ISS P/P 144A 04.8750 06/01/2023 0.01%
REED ELSEVIER PLC 0.01%
REGENCY ENERGY P 04.5000 11/01/2023 0.01%
REVLON CONS TLB L+350 04.5438 09/07/2023 0.01%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.01%
REVLON CONSUMER PRODS 05.7500 02/15/2021 0.01%
REYNOLDS GRP ISS/REY P/P 144A 07.0000 07/15/2024 0.01%
RHEINMETALL AG 0.01%
RIB SOFTWARE SE 0.01%
RIO TINTO LTD 0.01%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.01%
ROYAL DUTCH SHELL PLC-A SHS 0.01%
RWE AG 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SANDRIDGE ENERGY INC 0.01%
SCOR SE 0.01%
SEALED AIR CORP P/P 144A 06.8750 07/15/2033 0.01%
SEK/USD 09/20/2017 SSBT 0.01%
SELECT INCOME REIT 02.8500 02/01/2018 0.01%
SELECT INCOME REIT 03.6000 02/01/2020 0.01%
SEMGROUP CORP P/P 144A 06.3750 03/15/2025 0.01%
SERVICE CORP INTL 05.3750 01/15/2022 0.01%
SEVEN & I HOLDINGS CO LTD 0.01%
SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 0.01%
SEVEN GENS ENER P/P 144A 08.2500 05/15/2020 0.01%
SHANGHAI FOSUN PHARMACEUTI-H 0.01%
SHANGHAI INTL AIRPORT CO LTD 144A REGS WARRANT 05/07/2018 0.01%
SHELF DRILL HOLD LTD P/P 144A 09.5000 11/02/2020 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%
SKANDINAVISKA ENSKILDA BAN-A 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%
SODICK CO LTD 0.01%
SOUTHERN STAR CENT P/P 144A 05.1250 07/15/2022 0.01%
SPARK NEW ZEALAND LTD 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%
SPRINT CORP 07.2500 09/15/2021 0.01%
SSE PLC 0.01%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.01%
STEEL DYNAMICS INC 06.3750 08/15/2022 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%
SUNCOR ENERGY INC 0.01%
SUPERIOR ENERGY SERVICES INC 0.01%
SUZUKI MOTOR CORP 0.01%
SWEDBANK AB - A SHARES 0.01%
T-MOBILE USA INC 06.1250 01/15/2022 0.01%
T-MOBILE USA INC 06.3750 03/01/2025 0.01%
T-MOBILE USA INC 06.6250 04/01/2023 0.01%
TARGA RES PRTNRS P/P 144A 05.3750 02/01/2027 0.01%
TARO PHARMACEUTICAL INDUS 0.01%
TAYLOR MORRISON P/P 144A 05.6250 03/01/2024 0.01%
TELECOM ITALIA-RSP 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%
TENET HEALTHCARE COR 04.7456 06/15/2020 0.01%
TENNECO INC 05.3750 12/15/2024 0.01%
TESORO LOGISTICS LP/CORP 05.2500 01/15/2025 0.01%
TEXAS GAS TRANSMISN P/P 144A 04.5000 02/01/2021 0.01%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.01%
TMS INTL CORP P/P 144A 07.6250 10/15/2021 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%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.01%
TRONOX FINANCE LLC 06.3750 08/15/2020 0.01%
TUI AG-DI 0.01%
TURKEY GOVERNMENT BOND TRY 11.0000 03/02/2022 0.01%
UAL 2007 PASS TRUST 06.6360 07/02/2022 0.01%
UBI SOFT ENTERTA 0.01%
UBS GROUP AG-REG 0.01%
UBSBB 2012-C4 XA IO P/P 144A 01.8896 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%
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 05.3750 03/15/2020 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%
VENATOR FIN SARL/VEN P/P 144A 05.7500 07/15/2025 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
VULCAN MATERIALS COMPANY 04.5000 04/01/2025 0.01%
WAL-MART STORES INC 05.0000 10/25/2040 0.01%
WALT DISNEY COMPANY/THE 04.3750 08/16/2041 0.01%
WBCMT 2005-C21 D 05.4679 10/15/2044 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%
WFCM 2013-LC12 AS 04.4307 07/15/2046 0.01%
WFRBS 2011-C5 XA IO P/P 144A 01.9276 11/15/2044 0.01%
WFRBS 2012-C9 XA IO P/P 144A 02.2327 11/15/2045 0.01%
WFRBS 2013-C12 XA IO P/P 144A 01.5119 03/15/2048 0.01%
WIDEOPENWEST FIN 10.2500 07/15/2019 0.01%
WILLIAMS PARTNERS L.P. 04.8750 03/15/2024 0.01%
WINDSTREAM SERVICES LLC 06.3750 08/01/2023 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
WOLSELEY PLC 0.01%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.01%
WPP PLC 0.01%
WPX ENERGY INC 07.5000 08/01/2020 0.01%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.01%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.01%
YAMAHA MOTOR CO LTD 0.01%
ZEE ENTERTAINMENT ENTERPRISE 0.01%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.01%
1.70 R ISWP FWD USL3M P 09/20/2019 0.00%
1.90 R ISWP FWD USL3M P 09/20/2022 0.00%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
2.20 R ISWP FWD USL3M P 09/20/2027 0.00%
2.45 R ISWP FWD USL3M P 09/20/2047 0.00%
ACC CLAIMS HOLDING LLC CLASS A 0.00%
AES CORP/VA 04.8750 05/15/2023 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ALPINE FIN MERGER P/P 144A 06.8750 08/01/2025 0.00%
ALTRIA GROUP INC 09.2500 08/06/2019 0.00%
AMC ENT HOLDIN P/P 144A 06.1250 05/15/2027 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
APACHE CORP 05.1000 09/01/2040 0.00%
AUD/USD 07/19/2017 BANKAM 0.00%
AUD/USD 07/19/2017 BCAP-FX 0.00%
AUD/USD 07/19/2017 CITI 0.00%
AUD/USD 07/19/2017 CSI-FX 0.00%
AUD/USD 07/19/2017 GSFX 0.00%
AUD/USD 07/19/2017 HSBCB 0.00%
AUD/USD 07/19/2017 JPMCB 0.00%
AUD/USD 07/19/2017 RBSF 0.00%
AUD/USD 07/19/2017 SSBT 0.00%
AUD/USD 07/19/2017 UBS 0.00%
AUD/USD 07/19/2017 WPAC 0.00%
AUSTRALIAN DOLLAR ACCOUNT 0.00%
BACM 2004-4 XC IO P/P 144A 00.0187 07/10/2042 0.00%
BACM 2004-5 XC IO P/P 144A 00.5649 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 00.4072 02/10/2051 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BERKELEY GROUP HOLDINGS/THE 0.00%
BERRY PLASTICS ESCRO 06.0000 10/15/2022 0.00%
BON-TON DEPT STORES 08.0000 06/15/2021 0.00%
BRAZILIAN REAL CALL ACCOUNT 0.00%
BSCMS 04-PR3I X1 IO 00.2437 02/11/2041 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.5676 12/11/2038 0.00%
CAD/USD 07/19/2017 CITI 0.00%
CAD/USD 07/19/2017 CSI-FX 0.00%
CAD/USD 07/19/2017 GSFX 0.00%
CAD/USD 07/19/2017 HSBCB 0.00%
CAD/USD 07/19/2017 JPMCB 0.00%
CAD/USD 07/19/2017 RBSF 0.00%
CAD/USD 07/19/2017 SSBT 0.00%
CAD/USD 07/19/2017 UBS 0.00%
CAD/USD 07/19/2017 WPAC 0.00%
CALATLANTIC GROUP INC 05.8750 11/15/2024 0.00%
CALATLANTIC GROUP INC. 06.2500 12/15/2021 0.00%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CALPINE CORP P/P 144A 06.0000 01/15/2022 0.00%
CANADIAN DOLLAR ACCOUNT 0.00%
CAS 2014-C03 2M1 02.4161 07/25/2024 0.00%
CBRE SERVICES INC 05.2500 03/15/2025 0.00%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.00%
CCM MERGER INC P/P 144A 06.0000 03/15/2022 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%
CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 0.00%
CD 2007-CD4 XW IO P/P 144A 00.7442 12/11/2049 0.00%
CDK GLOBAL INC P/P 144A 04.8750 06/01/2027 0.00%
CENTENE CORP 04.7500 01/15/2025 0.00%
CENTURYLINK INC 05.6250 04/01/2020 0.00%
CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.6258 10/15/2049 0.00%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.00%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 06/15/2027 0.00%
CHF/USD 09/20/2017 BCAP-FX 0.00%
CHF/USD 09/20/2017 GSFX 0.00%
CHF/USD 09/20/2017 JPMCB 0.00%
CHS/COMMUNITY HEALTH SYS 07.1250 07/15/2020 0.00%
CINEMARK USA INC 04.8750 06/01/2023 0.00%
CINEMARK USA INC 05.1250 12/15/2022 0.00%
CIT GROUP INC 03.8750 02/19/2019 0.00%
CIT GROUP INC P/P 144A 05.5000 02/15/2019 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 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 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.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.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 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.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 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 GS 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%
COMM 2006-C8 XS IO P/P 144A 00.8251 12/10/2046 0.00%
CONCORDIA INTL P/P 144A 07.0000 04/15/2023 0.00%
CONCORDIA INTL P/P 144A 09.0000 04/01/2022 0.00%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.00%
CPG INTL TL L+375 04.8968 05/03/2024 0.00%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.00%
CREDIT SUISSE GROUP AG-REG 0.00%
CSMC 2007-C2 AX IO P/P 144A 00.1133 01/15/2049 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
DELIVERY HERO AG 0.00%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.00%
DFC FINANCE CORP P/P 144A 10.5000 06/15/2020 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 05.8750 06/15/2021 0.00%
DIAMONDBACK ENER P/P 144A 04.7500 11/01/2024 0.00%
DKK/USD 09/20/2017 CITI 0.00%
E.I. DU PONT DE NEMOURS 01.6996 05/01/2020 0.00%
ELDORADO RESORTS INC P/P 144A 06.0000 04/01/2025 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 09/20/2017 BCAP-FX 0.00%
EUR/USD 09/20/2017 CITI 0.00%
EUR/USD 09/20/2017 CSI-FX 0.00%
EUR/USD 09/20/2017 GSFX 0.00%
EUR/USD 09/20/2017 HSBCB 0.00%
EUR/USD 09/20/2017 JPMCB 0.00%
EUR/USD 09/20/2017 RBSF 0.00%
EUR/USD 09/20/2017 SSBT 0.00%
EUR/USD 09/20/2017 UBS 0.00%
EUR/USD 09/20/2017 WPAC 0.00%
EW SCRIPPS CO P/P 144A 05.1250 05/15/2025 0.00%
FNR 2006-46 OC PO 00.0000 06/25/2036 0.00%
FREEPORT-MCMORAN INC 06.7500 02/01/2022 0.00%
FRONTIER COMMUNICATIONS 07.6250 04/15/2024 0.00%
FUJITSU LTD 0.00%
GBP/USD 09/20/2017 BANKAM 0.00%
GBP/USD 09/20/2017 JPMCB 0.00%
GBP/USD 09/20/2017 SSBT 0.00%
GECMC 2005-C3 XC IO P/P 144A 00.1102 07/10/2045 0.00%
GECMC 2007-C1 XC IO P/P 144A 00.4368 12/10/2049 0.00%
GMACC 1997-C1 X IO 01.6002 07/15/2029 0.00%
GMACC 2005-C1 X1 IO P/P 144A 00.7828 05/10/2043 0.00%
GNMA GII30 4401 06.5000 03/20/2039 0.00%
GRINDING MEDIA/M P/P 144A 07.3750 12/15/2023 0.00%
GSMS 2006-GG6 XC IO P/P 144A 00.0000 04/10/2038 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HKD/USD 08/16/2017 BANKAM 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
HUB HLDG LLC/HUB HOL P/P 144A 08.1250 07/15/2019 0.00%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.00%
INR/USD 08/16/2017 BANKAM 0.00%
INR/USD 08/16/2017 GSFX 0.00%
INTELSAT JACKSON HLDG USD 07.5000 04/01/2021 0.00%
INTELSAT LUXEMB USD 07.7500 06/01/2021 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 06.0000 10/01/2020 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
JAPANESE YEN CALL ACCOUNT 0.00%
JPMCC 05-CB12 X1 IO P/P 144A 00.4325 09/12/2037 0.00%
JPMCC 2006-LDP8 X IO 00.5336 05/15/2045 0.00%
JPY/USD 08/16/2017 BANKAM 0.00%
JPY/USD 08/16/2017 BCAP-FX 0.00%
JPY/USD 08/16/2017 CITI 0.00%
JPY/USD 08/16/2017 CSI-FX 0.00%
JPY/USD 08/16/2017 GSFX 0.00%
JPY/USD 08/16/2017 JPMCB 0.00%
JPY/USD 08/16/2017 RBSF 0.00%
JPY/USD 08/16/2017 SSBT 0.00%
JPY/USD 08/16/2017 UBS 0.00%
KENYA SHILLING CALL ACCOUNT 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%
LAREDO PETROLEUM INC 05.6250 01/15/2022 0.00%
LBCMT 1999-C1 G P/P 144A 06.4100 06/15/2031 0.00%
LBUBS 2005-C2 XCL IO P/P 144A 00.1950 04/15/2040 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 00.4815 11/15/2040 0.00%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.00%
LLOYDS BANKING GROUP PLC 0.00%
MAGNA INTERNATIONAL INC 0.00%
MATAHARI DEPARTMENT STORE TB 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%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
MEZZ 2005-C3 X IO P/P 144A 07.1563 05/15/2044 0.00%
MEZZ 2006-C4 X IO P/P 144A 03.3714 07/15/2045 0.00%
MGM RESORTS INTL 05.2500 03/31/2020 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MILAGRO OIL & GAS 0.00%
MINI MSCI EAFE SEP17 MFSU7 0.00%
MLMT 2004-KEY2 XC IO P/P 144A 00.6797 08/12/2039 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0052 06/12/2043 0.00%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.00%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.00%
NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 09/20/2017 BANKAM 0.00%
NOK/USD 09/20/2017 CITI 0.00%
NOK/USD 09/20/2017 GSFX 0.00%
NOK/USD 09/20/2017 JPMCB 0.00%
NOK/USD 09/20/2017 RBSF 0.00%
NOK/USD 09/20/2017 SSBT 0.00%
NOK/USD 09/20/2017 UBS 0.00%
NZD/USD 07/19/2017 BANKAM 0.00%
NZD/USD 07/19/2017 BCAP-FX 0.00%
NZD/USD 07/19/2017 CITI 0.00%
NZD/USD 07/19/2017 CSI-FX 0.00%
NZD/USD 07/19/2017 GSFX 0.00%
NZD/USD 07/19/2017 HSBCB 0.00%
NZD/USD 07/19/2017 RBSF 0.00%
NZD/USD 07/19/2017 SSBT 0.00%
NZD/USD 07/19/2017 UBS 0.00%
NZD/USD 07/19/2017 WPAC 0.00%
PCCW LTD 0.00%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PLATFORM SPECIALTY P P/P 144A 10.3750 05/01/2021 0.00%
PLATFORM SPECIALTY P/P 144A 06.5000 02/01/2022 0.00%
POUND STERLING CALL ACCOUNT 0.00%
PRESTIGE BRANDS INC P/P 144A 05.3750 12/15/2021 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.00%
RUSSELL 2000 MINI SEP17 RTAU7 0.00%
S&P MID 400 EMINI SEP17 FAU7 0.00%
S&P500 EMINI FUT SEP17 ESU7 0.00%
SCIENTIFIC GAMES INTERNA 06.2500 09/01/2020 0.00%
SEALED AIR CORP P/P 144A 05.1250 12/01/2024 0.00%
SEALED AIR CORP P/P 144A 05.5000 09/15/2025 0.00%
SEK/USD 09/20/2017 BANKAM 0.00%
SEK/USD 09/20/2017 BCAP-FX 0.00%
SEK/USD 09/20/2017 CITI 0.00%
SEK/USD 09/20/2017 CSI-FX 0.00%
SEK/USD 09/20/2017 GSFX 0.00%
SEK/USD 09/20/2017 JPMCB 0.00%
SEK/USD 09/20/2017 RBSF 0.00%
SEK/USD 09/20/2017 UBS 0.00%
SFR GROUP SA 0.00%
SGD/USD 08/16/2017 BANKAM 0.00%
SGD/USD 08/16/2017 HSBCB 0.00%
SGD/USD 08/16/2017 JPMCB 0.00%
SGD/USD 08/16/2017 SSBT 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 05.0000 12/15/2026 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
SUMITOMO WAREHOUSE CO LTD 0.00%
SWISS FRANC CALL ACCOUNT 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC 06.8360 04/28/2023 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TARGA RES PRTNRS P/P 144A 05.1250 02/01/2025 0.00%
TAYLOR MORRISON COMM P/P 144A 05.2500 04/15/2021 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 04.7500 06/01/2020 0.00%
TENNANT CO P/P 144A 05.6250 05/01/2025 0.00%
TENNECO INC 05.0000 07/15/2026 0.00%
TERVITA CORP CLASS A 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.00%
TMX FIN/TITLEMAX P/P 144A 08.5000 09/15/2018 0.00%
TOPIX INDX FUTR SEP17 TPU7 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRW AUTOMOTIVE INC P/P 144A 04.5000 03/01/2021 0.00%
TRY/USD 09/20/2017 RBSF 0.00%
TRY/USD 09/20/2017 UBS 0.00%
TWD/USD 08/16/2017 CITI 0.00%
TXU TCEH RIGHTS 0.00%
UNILEVER PLC 0.00%
US 10YR NOTE (CBT)SEP17 TYU7 0.00%
US 2YR NOTE (CBT) SEP17 TUU7 0.00%
US 5YR NOTE (CBT) SEP17 FVU7 0.00%
US CONCRETE INC P/P 144A 06.3750 06/01/2024 0.00%
US LONG BOND(CBT) SEP17 USU7 0.00%
US ULTRA BOND CBT SEP17 WNU7 0.00%
USD/CNH PUT 6.60 20171006 GSFX 0.00%
USD/CNH PUT 6.60 20171013 BANKAM 0.00%
USD/CNH PUT 6.70 20171006 GSFX 0.00%
USD/CNH PUT 6.70 20171013 BANKAM 0.00%
USD/JPY PUT 103.00 20171106 BANKAM 0.00%
USD/JPY PUT 107.00 20171106 BANKAM 0.00%
VALEANT PHARMA P/P 144A 06.5000 03/15/2022 0.00%
VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 0.00%
VALERO ENERGY PARTNERS 04.3750 12/15/2026 0.00%
VIVA ENERGY REIT 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 00.0662 06/15/2045 0.00%
WBCMT 2007-C34 IO IO 00.4614 05/15/2046 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEATHERFORD BERMUDA P/P 144A 09.8750 02/15/2024 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WILLIAMS COS INC 07.7500 06/15/2031 0.00%
WPX ENERGY INC 08.2500 08/01/2023 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
FLR USL3M 6.00 03/07/2018 JP -0.01%
NZD/USD 07/19/2017 JPMCB -0.01%
THE EURO EUR CALL ACCOUNT -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
RU10INTR P USL3M R 11/27/17 CI -0.06%
CGPUTQL2 R USL3M P 12/01/17 CI -0.08%
FNMA FN30 TBA 03.0000 07/01/2047 -0.68%

Prior top 10 holdings

Top 10 holdings as of 09/30/17
1: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.11%
2: Apple 1.85%
3: Microsoft 1.80%
4: Alphabet 1.79%
5: Fnma Fn30 Ma2864 03.5000 01/01/2047 1.66%
6: JPMorgan Chase 1.31%
7: Johnson & Johnson 1.20%
8: Fhlmc Fh30g G08677 04.0000 11/01/2045 1.19%
9: Fnma Fn15 Al9468 03.0000 12/01/2031 1.14%
10: Citigroup 1.14%
Holdings represent 15.19% of portfolio
Top 10 holdings as of 08/31/17
1: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.13%
2: Apple 1.98%
3: Microsoft 1.82%
4: Alphabet 1.76%
5: Fnma Fn30 Ma2864 03.5000 01/01/2047 1.69%
6: JPMorgan Chase 1.26%
7: Fhlmc Fh30g G08677 04.0000 11/01/2045 1.23%
8: Johnson & Johnson 1.23%
9: Fnma Fn15 Al9468 03.0000 12/01/2031 1.17%
10: Citigroup 1.07%
Holdings represent 15.34% of portfolio
Top 10 holdings as of 07/31/17
1: Gnma Gii30 Ma4321 03.5000 03/20/2047 2.08%
2: Apple 1.79%
3: Microsoft 1.76%
4: Alphabet 1.74%
5: Fnma Fn30 Ma2864 03.5000 01/01/2047 1.68%
6: JPMorgan Chase 1.26%
7: Fhlmc Fh30g G08677 04.0000 11/01/2045 1.24%
8: Johnson & Johnson 1.23%
9: Fnma Fn15 Al9468 03.0000 12/01/2031 1.18%
10: Citigroup 1.08%
Holdings represent 15.04% of portfolio
Top 10 holdings as of 06/30/17
1: Gnma Gii30 Ma4321 03.5000 03/20/2047 2.10%
2: Apple 1.79%
3: Alphabet 1.76%
4: Microsoft 1.72%
5: Fnma Fn30 Ma2864 03.5000 01/01/2047 1.71%
6: JPMorgan Chase 1.30%
7: Johnson & Johnson 1.27%
8: Fhlmc Fh30g G08677 04.0000 11/01/2045 1.26%
9: Fnma Fn15 Al9468 03.0000 12/01/2031 1.19%
10: Citigroup 1.08%
Holdings represent 15.18% of portfolio

Portfolio Composition as of 09/30/17

U.S. large-cap equity 38.66%
U.S. Investment-grade bonds 30.64%
U.S. small- and mid-cap equity 14.54%
International equity 10.85%
U.S. High-yield bonds 3.20%
U.S. money markets 2.11%

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.