Putnam Allstate Advisor

Putnam Global Asset Allocation Subaccount

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

Fund description

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

Sales story

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

Management team

Daily pricing as of 04/25/18

with optional enhanced death benefits
Unit Value $19.960372 $19.39286
Unit Value Change 0.011561 0.011152

Lipper ranking ‡ as of 03/31/18

Category: Mixed-Asset Target Alloc Moderate Funds

  Percentile ranking Rank/Funds in category
10 yrs. 16% 21/131
1 yr. 36% 95/269
3 yrs. 33% 81/249
5 yrs. 14% 29/209

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 03/31/18

Fiscal Year End December
Asset Class Putnam Allstate Advisor
Subaccount Status Open to new investors
Number of issues 1366
Turnover (fiscal year end) 208%
Net Assets $143M
Inception Date 02/01/88

Performance

Performance as of 03/31/18

Annualized Performance Last Quarter Year
to Date
1 yr. 3 yrs. 5 yrs. 10 yrs. Life of
subaccount
Restated performance
Unit Value -2.30% -2.30% 7.45% 4.12% 6.84% 5.73% 6.24%
Standardized -10.88% -10.88% -1.81% -0.73% 3.43% 2.75% 4.64%
With optional enhanced death benefit
Unit Value -2.34% -2.34% 7.29% 3.96% 6.68% 5.57% 6.08%
Standardized -10.92% -10.92% -1.96% -0.89% 3.25% 2.57% 4.45%
Actual performance
Unit Value -2.30% -2.30% 7.45% 4.12% 6.84% 5.73% 3.70%
Standardized -10.88% -10.88% -1.81% -0.73% 3.43% 2.75% 0.15%
With optional enhanced death benefit
Unit Value -2.34% -2.34% 7.29% 3.96% 6.68% 5.57% 3.54%
Standardized -10.92% -10.92% -1.96% -0.89% 3.25% 2.57% -0.07%

Annual Performance at NAV

2008 2009 2010 2011 2012 2013 2014 2015 2016 2017
-34.16% 33.52% 13.26% -1.66% 12.77% 18.00% 8.06% -1.08% 5.38% 13.90%
With optional enhanced death benefit
-34.26% 33.31% 13.08% -1.81% 12.60% 17.82% 7.89% -1.23% 5.22% 13.73%

Restated performance

Monthly as of 03/31/18

Unit Value -1.29%
Standardized -9.94%

YTD as of 04/25/18

Unit Value -1.91%
Standardized -10.52%

With optional enhanced death benefit

Monthly as of 03/31/18

Unit Value -1.30%
Standardized -9.95%

YTD as of 04/25/18

Unit Value -1.96%
Standardized -10.56%

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 03/31/18

Avg. Eff. Maturity 7.93
Avg. Price --
Avg. Eff. Duration 2.00
Avg. Coupon --
Avg. Yield to Maturity --
Alpha (%) -1.66
Beta 0.68
R Squared 0.96
Standard Deviation (3 yrs.) 7.08

Holdings

Top 10 holdings as of 03/31/18

Fnma Fn30 Ma3238 03.5000 01/01/2048 2.78%
Gnma Gii30 Ma4652 03.5000 08/20/2047 2.06%
Microsoft 1.99%
Alphabet 1.80%
JPMorgan Chase 1.47%
S&P Gsci 3x Note 04/01/2019 1.43%
Apple 1.19%
Fhlmc Fh30g G08677 04.0000 11/01/2045 1.08%
Fnma Fn15 Al9468 03.0000 12/01/2031 1.08%
UnitedHealth Group 1.04%
Top 10 holdings, total: 15.92%

Equity Holdings as of 12/31/17

MICROSOFT CORP 1.85%
ALPHABET INC-CL A 1.81%
JPMORGAN CHASE & CO 1.42%
APPLE INC 1.19%
VERIZON COMMUNICATIONS INC 1.09%
CITIGROUP INC 1.06%
UNITEDHEALTH GROUP INC 1.06%
EXXON MOBIL CORP 0.84%
BOEING CO/THE 0.81%
HOME DEPOT INC 0.79%
JOHNSON & JOHNSON 0.79%
LOWES COMPANIES INC 0.73%
TEXAS INSTRUMENTS INC 0.67%
PEPSICO INC 0.66%
UNION PACIFIC CORP 0.64%
CHEVRON CORP 0.61%
NXP SEMICONDUCTORS NV 0.56%
VALERO ENERGY CORP 0.52%
MCDONALD'S CORP 0.46%
ANTHEM INC 0.44%
INTL BUSINESS MACHINES CORP 0.42%
FACEBOOK INC-A 0.40%
NORTHROP GRUMMAN CORP 0.40%
RALPH LAUREN CORP 0.40%
SOUTHWEST AIRLINES CO 0.40%
TYSON FOODS INC-CL A 0.40%
MCKESSON CORP 0.39%
MERCK & CO. INC. 0.39%
CELGENE CORP 0.38%
ENTERGY CORP 0.38%
HP INC 0.38%
ELI LILLY & CO 0.37%
L3 TECHNOLOGIES INC 0.37%
CIGNA CORP 0.36%
ELECTRONIC ARTS INC 0.34%
KIMBERLY-CLARK CORP 0.34%
WALGREENS BOOTS ALLIANCE INC 0.34%
HUMANA INC 0.33%
PROCTER & GAMBLE CO/THE 0.33%
CUMMINS INC 0.32%
INTUIT INC 0.32%
PRUDENTIAL FINANCIAL INC 0.32%
WILLIAMS COS INC 0.31%
E*TRADE FINANCIAL CORPORATION 0.30%
MARATHON PETROLEUM CORP 0.30%
SHERWIN-WILLIAMS CO/THE 0.30%
ALLSTATE CORP 0.29%
DISCOVERY COMMUNICATIONS-A 0.29%
SYSCO CORP 0.29%
WALT DISNEY CO/THE 0.29%
ABBVIE INC 0.28%
AMERIPRISE FINANCIAL INC 0.28%
KINDER MORGAN INC 0.28%
ROSS STORES INC 0.28%
AFLAC INC 0.26%
PNC FINANCIAL SERVICES GROUP 0.26%
REGIONS FINANCIAL CORP 0.26%
ROYAL CARIBBEAN CRUISES LTD 0.26%
S&P GLOBAL INC 0.26%
SYNCHRONY FINANCIAL 0.26%
VMWARE INC-CLASS A 0.26%
DXC TECHNOLOGY CO 0.25%
GOLDMAN SACHS GROUP INC 0.25%
PARKER HANNIFIN CORP 0.25%
ALLISON TRANSMISSION HOLDING 0.24%
RAYTHEON COMPANY 0.24%
AMERICAN ELECTRIC POWER 0.23%
AMGEN INC 0.23%
GILEAD SCIENCES INC 0.23%
NOVARTIS AG-REG 0.23%
PVH CORP 0.23%
ROCHE HOLDING AG-GENUSSCHEIN 0.23%
CLOROX COMPANY 0.22%
INGERSOLL-RAND PLC 0.22%
JUNIPER NETWORKS INC 0.22%
BRISTOL-MYERS SQUIBB CO 0.21%
DISCOVER FINANCIAL SERVICES 0.21%
CITRIX SYSTEMS INC 0.20%
DANAHER CORP 0.20%
HARTFORD FINANCIAL SVCS GRP 0.20%
HILTON WORLDWIDE HOLDINGS IN 0.20%
HUNTSMAN CORP 0.20%
KLA-TENCOR CORP 0.20%
ALLIANZ SE-REG 0.19%
CROWN HOLDINGS INC 0.19%
EXELON CORP 0.19%
HERSHEY CO/THE 0.19%
TOTAL SA 0.19%
WASTE MANAGEMENT INC 0.19%
FIRSTENERGY CORP 0.18%
SUNTRUST BANKS INC 0.18%
TJX COMPANIES INC 0.18%
MICHAEL KORS HOLDINGS LTD 0.17%
MITSUBISHI UFJ FINANCIAL GRO 0.17%
3I GROUP PLC 0.16%
AMADEUS IT GROUP SA 0.16%
APPLIED MATERIALS INC 0.16%
DEUTSCHE POST AG-REG 0.16%
ENEL SPA 0.16%
EQUITY RESIDENTIAL TR REIT 0.16%
MAXIM INTEGRATED PRODUCTS 0.16%
PACKAGING CORP OF AMERICA 0.16%
SANOFI 0.16%
AMAZON.COM INC 0.15%
AMDOCS LTD 0.15%
BNP PARIBAS 0.15%
CONAGRA BRANDS INC 0.15%
FORTINET INC 0.15%
HASBRO INC 0.15%
SUMITOMO MITSUI FINANCIAL GR 0.15%
YUM BRANDS INC 0.15%
AGNC INVESTMENT CORP 0.14%
ALLY FINANCIAL INC 0.14%
GLAXOSMITHKLINE PLC 0.14%
ITOCHU CORP 0.14%
KAO CORP 0.14%
LEAR CORP 0.14%
MASCO CORP 0.14%
WELLCARE HEALTH PLANS INC 0.14%
ADOBE SYSTEMS INC 0.13%
AXA SA 0.13%
F5 NETWORKS INC 0.13%
LINCOLN NATIONAL CORP 0.13%
MIZUHO FINANCIAL GROUP INC 0.13%
MORGAN STANLEY 0.13%
SPIRIT AEROSYSTEMS HOLD-CL A 0.13%
AGILENT TECHNOLOGIES INC 0.12%
AVERY DENNISON CORP 0.12%
BOUYGUES SA 0.12%
EDISON INTERNATIONAL 0.12%
FONCIERE DES REGIONS 0.12%
HUNTINGTON INGALLS INDUSTRIE 0.12%
KDDI CORP 0.12%
NIPPON TELEGRAPH & TELEPHONE 0.12%
NVR INC 0.12%
ORIX CORP 0.12%
PERSIMMON PLC 0.12%
PPL CORP 0.12%
REPSOL SA 0.12%
RESONA HOLDINGS INC 0.12%
SWISS RE AG 0.12%
TAYLOR WIMPEY PLC 0.12%
TUI AG-DI 0.12%
ADECCO GROUP AG-REG 0.11%
AMETEK INC 0.11%
CARNIVAL PLC 0.11%
CENTRAL JAPAN RAILWAY CO 0.11%
CIMIC GROUP LTD 0.11%
CK ASSET HOLDINGS LTD 0.11%
EVONIK INDUSTRIES AG 0.11%
HCP INC 0.11%
HITACHI LTD 0.11%
INGREDION INC 0.11%
MARUBENI CORP 0.11%
MUENCHENER RUECKVER AG-REG 0.11%
NEWMONT MINING CORP 0.11%
NN GROUP NV 0.11%
SKY PLC 0.11%
SYNOPSYS INC 0.11%
TATE & LYLE PLC 0.11%
TOTAL SYSTEM SERVICES INC 0.11%
US FOODS HOLDING CORP 0.11%
VORNADO REALTY TRUST 0.11%
ACS ACTIVIDADES 0.10%
CENTERPOINT ENERGY INC 0.10%
FIAT CHRYSLER AUTOMOBILES NV 0.10%
HOCHTIEF AG 0.10%
INDUSTRIVARDEN AB-A SHS 0.10%
JACOBS ENGINEERING GROUP INC 0.10%
KINGFISHER PLC 0.10%
MANPOWERGROUP INC 0.10%
PFIZER INC 0.10%
SAINSBURY (J) PLC 0.10%
SAMSUNG ELECTRONICS CO LTD 0.10%
SOCIETE GENERALE SA 0.10%
TELSTRA CORP LTD 0.10%
THOR INDUSTRIES INC 0.10%
TRAVELERS COS INC/THE 0.10%
UGI CORP 0.10%
UNUM GROUP 0.10%
VERTEX PHARMACEUTICALS INC 0.10%
WM MORRISON SUPERMARKETS 0.10%
XEROX CORP 0.10%
BERKELEY GROUP HOLDINGS/THE 0.09%
CADENCE DESIGN SYS INC 0.09%
CBRE GROUP INC - A 0.09%
COCA-COLA AMATIL LTD 0.09%
COGNIZANT TECH SOLUTIONS-A 0.09%
DUN & BRADSTREET CORP 0.09%
ELECTROLUX AB-SER B 0.09%
LIVE NATION ENTERTAINMENT IN 0.09%
MARKS AND SPENCER LTD 0.09%
MITSUI AND CO LTD 0.09%
PEUGEOT SA 0.09%
PRINCIPAL FINANCIAL GROUP 0.09%
SHIONOGI & CO LTD 0.09%
CAMDEN PROPERTY TRUST 0.08%
DUKE REALTY CORP 0.08%
KAR AUCTION SERVICES INC 0.08%
LAMB WESTON HOLDINGS INC 0.08%
NESTLE SA-REG 0.08%
NOMURA HOLDINGS INC 0.08%
PINNACLE FOODS INC 0.08%
TOYOTA TSUSHO CORP 0.08%
VISTEON CORP 0.08%
W.R. GRACE & CO 0.08%
WH GROUP LTD 0.08%
AMC NETWORKS INC-A 0.07%
ASSOCIATED BRITISH FOODS PLC 0.07%
BARRATT DEVELOPMENTS PLC 0.07%
BASF SE 0.07%
BOOZ ALLEN HAMILTON HOLDINGS 0.07%
BWX TECHNOLOGIES INC 0.07%
CENTRICA PLC 0.07%
CHARLES RIVER LABORATORIES 0.07%
DR PEPPER SNAPPLE GROUP INC 0.07%
EXTENDED STAY AMERICA INC 0.07%
INDUSTRIAL BANK OF KOREA 0.07%
LIBERTY MEDIA COR-SIRIUSXM A 0.07%
METRO AG 0.07%
MITSUBISHI CHEMICAL HOLDINGS 0.07%
PARK HOTELS & RESORTS INC 0.07%
REINSURANCE GROUP OF AMERICA 0.07%
ROYAL DUTCH SHELL PLC-B SHS 0.07%
ROYAL MAIL PLC 0.07%
SPIRIT REALTY CAPITAL INC 0.07%
ASAHI KASEI CORP 0.06%
ASSURANT INC 0.06%
BAYER AG-REG 0.06%
BERRY GLOBAL GROUP INC 0.06%
BIOGEN INC 0.06%
BRIXMOR PROPERTY GROUP INC 0.06%
CREDIT AGRICOLE SA 0.06%
DNB NOR ASA 0.06%
FOREST CITY REALTY TRUST- A 0.06%
FRESENIUS MEDICAL CARE AG & 0.06%
QANTAS AIRWAYS LTD 0.06%
REALOGY HOLDINGS CORP 0.06%
AMERICAN FINANCIAL GROUP INC 0.05%
APARTMENT INVT & MGMT CO -A 0.05%
ASSURED GUARANTY LTD 0.05%
ATOS SE 0.05%
BHP BILLITON LIMITED 0.05%
COLONY NORTHSTAR INC-CLASS A 0.05%
COVESTRO AG 0.05%
ENDESA S.A. 0.05%
HEINEKEN HOLDING NV 0.05%
HIGHWOODS PROPERTIES INC 0.05%
LIBERTY PROPERTY TRUST 0.05%
MITSUBISHI TANABE PHARMA 0.05%
NEWS CORP - CLASS A 0.05%
POSTE ITALIANE SPA 0.05%
RENAULT SA 0.05%
RIO TINTO PLC 0.05%
ROCKWELL AUTOMATION INC 0.05%
SERVICE CORP INTERNATIONAL 0.05%
SERVICEMASTER GLOBAL HOLDING 0.05%
STARWOOD PROPERTY TRUST INC 0.05%
SWEDISH MATCH AB 0.05%
TAISEI CORP 0.05%
TORCHMARK CORP 0.05%
TRIMBLE INC 0.05%
ANA HOLDINGS INC 0.04%
ANGLO AMER PLC 0.04%
APPLE HOSPITALITY REIT INC 0.04%
CARTERS INC 0.04%
DAI NIPPON PRINTING CO LTD 0.04%
DOMTAR CORP 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
FORD MOTOR CO 0.04%
HARVEY NORMAN HOLDINGS LTD 0.04%
HOYA CORP 0.04%
HUDSON PACIFIC PROPERTIES IN 0.04%
INNOGY SE 0.04%
KERRY PROPERTIES LTD 0.04%
KURARAY CO LTD 0.04%
NISSAN MOTOR CO LTD 0.04%
OGE ENERGY CORP 0.04%
OTSUKA CORP 0.04%
SUN HUNG KAI PROPERTIES 0.04%
SYNOVUS FINANCIAL CORP 0.04%
TCF FINANCIAL CORP 0.04%
TOPPAN PRINTING CO LTD 0.04%
TORO CO 0.04%
VECTREN CORP 0.04%
ZEBRA TECHNOLOGIES CORP-CL A 0.04%
BGC PARTNERS INC-CL A 0.03%
BRANDYWINE REALTY TRUST 0.03%
BRUKER CORP 0.03%
BT GROUP PLC 0.03%
CHIMERA INVESTMENT CORP 0.03%
DGB FINANCIAL GROUP INC 0.03%
DOLBY LABORATORIES INC-CL A 0.03%
FORTESCUE METALS GROUP LTD 0.03%
GAMING AND LEISURE PROPERTIE 0.03%
HSBC HOLDINGS PLC 0.03%
HYATT HOTELS CORP - CL A 0.03%
JTEKT CORP 0.03%
KAJIMA CORP 0.03%
MEDIPAL HOLDINGS CORP 0.03%
MITSUBISHI GAS CHEMICAL CO 0.03%
OUTFRONT MEDIA INC 0.03%
RANDSTAD HOLDING NV 0.03%
RAYMOND JAMES FINANCIAL INC 0.03%
RTL GROUP 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
UNILEVER NV-CVA 0.03%
VESTAS WIND SYSTEMS A/S 0.03%
VOESTALPINE AG 0.03%
AERCAP HOLDINGS NV 0.02%
ALLERGAN PLC 0.02%
ASHLAND GLOBAL HOLDINGS INC 0.02%
ASTRAZENECA PLC 0.02%
BANDAI NAMCO HOLDINGS INC 0.02%
CALTEX AUSTRALIA LTD 0.02%
CELANESE CORP-SERIES A 0.02%
CORELOGIC INC 0.02%
CRANE CO 0.02%
DAIWA SECURITIES GROUP INC 0.02%
DELIVERY HERO AG 0.02%
EQUITY COMMONWEALTH 0.02%
HILTON GRAND VACATIONS 0.02%
HITACHI CHEMICAL CO LTD 0.02%
IBERDROLA SA 0.02%
INTL CONSOLIDATED AIRLINE-DI 0.02%
LIBERTY EXPEDIA HOLD-A 0.02%
MAPFRE SA 0.02%
MFA FINANCIAL INC 0.02%
NISOURCE INC 0.02%
NOMURA REAL ESTATE HOLDINGS 0.02%
OSHKOSH CORP 0.02%
PREMIER INC-CLASS A 0.02%
SENIOR HOUSING PROP TRUST 0.02%
WHARF REAL ESTATE INVESTMENT 0.02%
WP CAREY INC 0.02%
YUE YUEN INDUS 0.02%
ALFRESA HOLDINGS CORP 0.01%
AVAYA HOLDINGS CORP 0.01%
CAESARS ENTERTAINMENT CORP 0.01%
DEUTSCHE LUFTHANSA-REG 0.01%
DISTRIBUIDORA INTERNACIONAL 0.01%
ENGIE 0.01%
ENI SPA 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
EUTELSAT COMMUNICATIONS 0.01%
GAS NATURAL SDG SA 0.01%
GMAC CAPITAL TRUST I PCT 07.2008 0.01%
JAPAN AIRLINES CO LTD 0.01%
JAPAN POST BANK CO LTD 0.01%
LAGARDERE SCA 0.01%
MAZDA MOTOR CORP 0.01%
MITSUBISHI MATERIALS CORP 0.01%
SANDRIDGE ENERGY INC 0.01%
SUZUKI MOTOR CORP 0.01%
WHARF HOLDINGS LTD 0.01%
YANGZIJIANG SHIPBUILDING 0.01%
ACC CLAIMS HOLDING LLC CLASS A 0.00%
FUJITSU LTD 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
MILAGRO OIL & GAS 0.00%
MIXI INC 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 12/31/17

FNMA FN30 MA3238 03.5000 01/01/2048 2.72%
GNMA GII30 MA4652 03.5000 08/20/2047 2.03%
MICROSOFT CORP 1.85%
ALPHABET INC-CL A 1.81%
JPMORGAN CHASE & CO 1.42%
APPLE INC 1.19%
FHLMC FH30G G08677 04.0000 11/01/2045 1.09%
VERIZON COMMUNICATIONS INC 1.09%
FNMA FN15 AL9468 03.0000 12/01/2031 1.07%
CITIGROUP INC 1.06%
UNITEDHEALTH GROUP INC 1.06%
EXXON MOBIL CORP 0.84%
BOEING CO/THE 0.81%
HOME DEPOT INC 0.79%
JOHNSON & JOHNSON 0.79%
FNMA FN30 TBA 06.0000 01/01/2048 0.74%
LOWES COMPANIES INC 0.73%
FNMA FN30 TBA 04.5000 02/01/2048 0.70%
GNMA GII30 MA4837 03.5000 11/20/2047 0.68%
GNMA GII30 TBA 03.5000 01/01/2048 0.68%
TEXAS INSTRUMENTS INC 0.67%
PEPSICO INC 0.66%
UNION PACIFIC CORP 0.64%
FNMA FN30 BH5117 04.0000 08/01/2047 0.62%
CHEVRON CORP 0.61%
NXP SEMICONDUCTORS NV 0.56%
SPAIN LETRAS DEL TESORO 00.0000 03/09/2018 0.54%
VALERO ENERGY CORP 0.52%
BILHETES DO TESOURO 00.0000 05/18/2018 0.48%
MCDONALD'S CORP 0.46%
ANTHEM INC 0.44%
INTL BUSINESS MACHINES CORP 0.42%
FACEBOOK INC-A 0.40%
NORTHROP GRUMMAN CORP 0.40%
RALPH LAUREN CORP 0.40%
SOUTHWEST AIRLINES CO 0.40%
TYSON FOODS INC-CL A 0.40%
MCKESSON CORP 0.39%
MERCK & CO. INC. 0.39%
CELGENE CORP 0.38%
ENTERGY CORP 0.38%
HP INC 0.38%
ELI LILLY & CO 0.37%
L3 TECHNOLOGIES INC 0.37%
CIGNA CORP 0.36%
ELECTRONIC ARTS INC 0.34%
KIMBERLY-CLARK CORP 0.34%
WALGREENS BOOTS ALLIANCE INC 0.34%
HUMANA INC 0.33%
PROCTER & GAMBLE CO/THE 0.33%
CUMMINS INC 0.32%
INTUIT INC 0.32%
PRUDENTIAL FINANCIAL INC 0.32%
WILLIAMS COS INC 0.31%
E*TRADE FINANCIAL CORPORATION 0.30%
MARATHON PETROLEUM CORP 0.30%
SHERWIN-WILLIAMS CO/THE 0.30%
ALLSTATE CORP 0.29%
DISCOVERY COMMUNICATIONS-A 0.29%
SYSCO CORP 0.29%
WALT DISNEY CO/THE 0.29%
ABBVIE INC 0.28%
AMERIPRISE FINANCIAL INC 0.28%
KINDER MORGAN INC 0.28%
ROSS STORES INC 0.28%
BUONI ORDINARI DEL TES 00.0000 03/29/2018 0.27%
CERT DI CREDITO DEL TES 00.0000 03/28/2018 0.27%
AFLAC INC 0.26%
PNC FINANCIAL SERVICES GROUP 0.26%
REGIONS FINANCIAL CORP 0.26%
ROYAL CARIBBEAN CRUISES LTD 0.26%
S&P GLOBAL INC 0.26%
SYNCHRONY FINANCIAL 0.26%
VMWARE INC-CLASS A 0.26%
DXC TECHNOLOGY CO 0.25%
GOLDMAN SACHS GROUP INC 0.25%
PARKER HANNIFIN CORP 0.25%
ALLISON TRANSMISSION HOLDING 0.24%
RAYTHEON COMPANY 0.24%
AMERICAN ELECTRIC POWER 0.23%
AMGEN INC 0.23%
FNMA FN30 AS7003 03.0000 04/01/2046 0.23%
GILEAD SCIENCES INC 0.23%
NOVARTIS AG-REG 0.23%
PVH CORP 0.23%
ROCHE HOLDING AG-GENUSSCHEIN 0.23%
VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 0.23%
CLOROX COMPANY 0.22%
INGERSOLL-RAND PLC 0.22%
JUNIPER NETWORKS INC 0.22%
BRISTOL-MYERS SQUIBB CO 0.21%
DISCOVER FINANCIAL SERVICES 0.21%
CITRIX SYSTEMS INC 0.20%
DANAHER CORP 0.20%
HARTFORD FINANCIAL SVCS GRP 0.20%
HILTON WORLDWIDE HOLDINGS IN 0.20%
HUNTSMAN CORP 0.20%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.20%
KLA-TENCOR CORP 0.20%
ALLIANZ SE-REG 0.19%
CROWN HOLDINGS INC 0.19%
EXELON CORP 0.19%
HERSHEY CO/THE 0.19%
TOTAL SA 0.19%
WASTE MANAGEMENT INC 0.19%
FIRSTENERGY CORP 0.18%
FNMA FN30 BC2733 03.0000 05/01/2046 0.18%
SUNTRUST BANKS INC 0.18%
TJX COMPANIES INC 0.18%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.17%
MICHAEL KORS HOLDINGS LTD 0.17%
MITSUBISHI UFJ FINANCIAL GRO 0.17%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 0.17%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.16%
3I GROUP PLC 0.16%
AMADEUS IT GROUP SA 0.16%
APPLIED MATERIALS INC 0.16%
CGPUTQL2 R US0003M P 11/27/18 CI 0.16%
CITIGROUP INC 03.8870 01/10/2028 0.16%
DEUTSCHE POST AG-REG 0.16%
ENEL SPA 0.16%
EQUITY RESIDENTIAL TR REIT 0.16%
MAXIM INTEGRATED PRODUCTS 0.16%
PACKAGING CORP OF AMERICA 0.16%
SANOFI 0.16%
AMAZON.COM INC 0.15%
AMDOCS LTD 0.15%
BNP PARIBAS 0.15%
CONAGRA BRANDS INC 0.15%
FORTINET INC 0.15%
HASBRO INC 0.15%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.15%
SUMITOMO MITSUI FINANCIAL GR 0.15%
YUM BRANDS INC 0.15%
AGNC INVESTMENT CORP 0.14%
ALLY FINANCIAL INC 0.14%
FNMA FN30 AS5722 03.5000 09/01/2045 0.14%
GLAXOSMITHKLINE PLC 0.14%
ITOCHU CORP 0.14%
KAO CORP 0.14%
LEAR CORP 0.14%
MASCO CORP 0.14%
WELLCARE HEALTH PLANS INC 0.14%
ADOBE SYSTEMS INC 0.13%
AXA SA 0.13%
F5 NETWORKS INC 0.13%
LINCOLN NATIONAL CORP 0.13%
MIZUHO FINANCIAL GROUP INC 0.13%
MORGAN STANLEY 0.13%
MORGAN STANLEY 03.6250 01/20/2027 0.13%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.13%
SPIRIT AEROSYSTEMS HOLD-CL A 0.13%
UBS GROUP FUNDIN P/P 144A 03.0000 04/15/2021 0.13%
AGILENT TECHNOLOGIES INC 0.12%
AVERY DENNISON CORP 0.12%
BOUYGUES SA 0.12%
EDISON INTERNATIONAL 0.12%
FNMA FN30 AS7154 03.0000 05/01/2046 0.12%
FONCIERE DES REGIONS 0.12%
GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 0.12%
HUNTINGTON INGALLS INDUSTRIE 0.12%
KDDI CORP 0.12%
NIPPON TELEGRAPH & TELEPHONE 0.12%
NVR INC 0.12%
ORIX CORP 0.12%
PERSIMMON PLC 0.12%
PPL CORP 0.12%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.12%
REPSOL SA 0.12%
RESONA HOLDINGS INC 0.12%
SWISS RE AG 0.12%
TAYLOR WIMPEY PLC 0.12%
TUI AG-DI 0.12%
ADECCO GROUP AG-REG 0.11%
AMETEK INC 0.11%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.11%
AT&T INC 04.2500 03/01/2027 0.11%
CARNIVAL PLC 0.11%
CENTRAL JAPAN RAILWAY CO 0.11%
CIMIC GROUP LTD 0.11%
CK ASSET HOLDINGS LTD 0.11%
EVONIK INDUSTRIES AG 0.11%
HCP INC 0.11%
HITACHI LTD 0.11%
INGREDION INC 0.11%
MARUBENI CORP 0.11%
MUENCHENER RUECKVER AG-REG 0.11%
NEWMONT MINING CORP 0.11%
NN GROUP NV 0.11%
SKY PLC 0.11%
SYNOPSYS INC 0.11%
TATE & LYLE PLC 0.11%
TOTAL SYSTEM SERVICES INC 0.11%
US FOODS HOLDING CORP 0.11%
VORNADO REALTY TRUST 0.11%
ACS ACTIVIDADES 0.10%
CENTERPOINT ENERGY INC 0.10%
FIAT CHRYSLER AUTOMOBILES NV 0.10%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.10%
HOCHTIEF AG 0.10%
INDUSTRIVARDEN AB-A SHS 0.10%
JACOBS ENGINEERING GROUP INC 0.10%
KINGFISHER PLC 0.10%
MANPOWERGROUP INC 0.10%
PFIZER INC 0.10%
SAINSBURY (J) PLC 0.10%
SAMSUNG ELECTRONICS CO LTD 0.10%
SOCIETE GENERALE SA 0.10%
TELSTRA CORP LTD 0.10%
THOR INDUSTRIES INC 0.10%
TRAVELERS COS INC/THE 0.10%
UGI CORP 0.10%
UNUM GROUP 0.10%
VERTEX PHARMACEUTICALS INC 0.10%
WM MORRISON SUPERMARKETS 0.10%
XEROX CORP 0.10%
AMGEN INC 03.4500 10/01/2020 0.09%
APPLE INC 02.1000 05/06/2019 0.09%
BANK OF AMERICA CORP 02.0000 01/11/2018 0.09%
BERKELEY GROUP HOLDINGS/THE 0.09%
CADENCE DESIGN SYS INC 0.09%
CBRE GROUP INC - A 0.09%
COCA-COLA AMATIL LTD 0.09%
COGNIZANT TECH SOLUTIONS-A 0.09%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.09%
CVS HEALTH CORP 02.2500 12/05/2018 0.09%
DUN & BRADSTREET CORP 0.09%
ELECTROLUX AB-SER B 0.09%
GNMA GII30 4246 06.5000 09/20/2038 0.09%
GOLDMAN SACHS GROUP INC 02.3750 01/22/2018 0.09%
IBM CORP 01.8750 08/01/2022 0.09%
LIVE NATION ENTERTAINMENT IN 0.09%
MARKS AND SPENCER LTD 0.09%
MITSUI AND CO LTD 0.09%
PEUGEOT SA 0.09%
PRINCIPAL FINANCIAL GROUP 0.09%
ROYAL BANK OF CANADA USD 02.2000 07/27/2018 0.09%
SHIONOGI & CO LTD 0.09%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.09%
CAMDEN PROPERTY TRUST 0.08%
CAS 2015-C04 2M2 07.1021 04/25/2028 0.08%
CWALT 2006-OA10 4A1 01.7421 08/25/2046 0.08%
CWALT 2006-OA7 1A2 02.0029 06/25/2046 0.08%
DUKE REALTY CORP 0.08%
GNMA GII30 4581 06.5000 11/20/2039 0.08%
KAR AUCTION SERVICES INC 0.08%
LAMB WESTON HOLDINGS INC 0.08%
NESTLE SA-REG 0.08%
NOMURA HOLDINGS INC 0.08%
PINNACLE FOODS INC 0.08%
SPST 2017-6 A 01.9942 11/24/2018 0.08%
TOYOTA TSUSHO CORP 0.08%
VISTEON CORP 0.08%
W.R. GRACE & CO 0.08%
WH GROUP LTD 0.08%
AMC NETWORKS INC-A 0.07%
AMERICAN TOWER CORP 04.0000 06/01/2025 0.07%
ASSOCIATED BRITISH FOODS PLC 0.07%
BARRATT DEVELOPMENTS PLC 0.07%
BASF SE 0.07%
BOOZ ALLEN HAMILTON HOLDINGS 0.07%
BWX TECHNOLOGIES INC 0.07%
CENTRICA PLC 0.07%
CHARLES RIVER LABORATORIES 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%
ENERGY TRANSFER PARTNERS 06.6250 12/31/2049 0.07%
EXTENDED STAY AMERICA INC 0.07%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.07%
INDUSTRIAL BANK OF KOREA 0.07%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.07%
KINDER MORGAN INC 03.1500 01/15/2023 0.07%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.07%
LIBERTY MEDIA COR-SIRIUSXM A 0.07%
METRO AG 0.07%
MITSUBISHI CHEMICAL HOLDINGS 0.07%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 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%
PUGET SOUND ENERGY INC 04.0106 06/01/2067 0.07%
REINSURANCE GROUP OF AMERICA 0.07%
ROYAL BK SCOTLND USD 04.7000 07/03/2018 0.07%
ROYAL DUTCH SHELL PLC-B SHS 0.07%
ROYAL MAIL PLC 0.07%
SPIRIT REALTY CAPITAL INC 0.07%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.07%
ALTRIA GROUP INC 02.8500 08/09/2022 0.06%
AMAZON.COM INC P/P 144A 03.1500 08/22/2027 0.06%
AMERICAN EXPRESS COMPANY 07.0000 03/19/2018 0.06%
APPLE INC 04.3750 05/13/2045 0.06%
ASAHI KASEI CORP 0.06%
ASSURANT INC 0.06%
AXA SA P/P 144A 06.4630 12/29/2049 0.06%
BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 0.06%
BAYER AG-REG 0.06%
BERRY GLOBAL GROUP INC 0.06%
BIOGEN INC 0.06%
BRIXMOR PROPERTY GROUP INC 0.06%
BROADCOM CRP / CAYM P/P 144A 03.5000 01/15/2028 0.06%
CDX CDX.NA.IG.29 100.0 12/20/2022 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 11/12/2046 0.06%
CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 0.06%
CREDIT AGRICOLE SA 0.06%
DNB NOR ASA 0.06%
FOREST CITY REALTY TRUST- A 0.06%
FRESENIUS MEDICAL CARE AG & 0.06%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.06%
KRAFT HEINZ FOODS CO 06.5000 02/09/2040 0.06%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.06%
ORACLE CORPORATION 02.2500 10/08/2019 0.06%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.06%
QANTAS AIRWAYS LTD 0.06%
REALOGY HOLDINGS CORP 0.06%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 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%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.06%
ABBVIE INC 02.9000 11/06/2022 0.05%
ALTRIA GROUP INC 02.6250 01/14/2020 0.05%
AMERICAN FINANCIAL GROUP INC 0.05%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.05%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.05%
APARTMENT INVT & MGMT CO -A 0.05%
ASSURED GUARANTY LTD 0.05%
AT&T INC 04.7500 05/15/2046 0.05%
ATOS SE 0.05%
AUTONATION INC. 05.5000 02/01/2020 0.05%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.05%
BHP BILLITON LIMITED 0.05%
BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.05%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.05%
COLONY NORTHSTAR INC-CLASS A 0.05%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.05%
COVESTRO AG 0.05%
CSMC 2016-NXSR C 04.3635 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%
ECOLAB INC P/P 144A 03.2500 12/01/2027 0.05%
ENDESA S.A. 0.05%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.05%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.05%
GNMA GII30 4269 06.5000 10/20/2038 0.05%
HCP INC 04.2500 11/15/2023 0.05%
HEINEKEN HOLDING NV 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%
KELLOGG CO 03.2500 04/01/2026 0.05%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.05%
LIBERTY PROPERTY TRUST 0.05%
MCDONALD'S CORP 05.7000 02/01/2039 0.05%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.05%
MITSUBISHI TANABE PHARMA 0.05%
NCHET 2003-4 M1 02.6771 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%
OMNICOM GROUP INC 03.6000 04/15/2026 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%
POSTE ITALIANE SPA 0.05%
RENAULT SA 0.05%
RIO TINTO PLC 0.05%
ROCKWELL AUTOMATION INC 0.05%
SERVICE CORP INTERNATIONAL 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%
STARWOOD PROPERTY TRUST INC 0.05%
SWEDISH MATCH AB 0.05%
TAISEI CORP 0.05%
TORCHMARK CORP 0.05%
TRIMBLE INC 0.05%
VIACOM INC 04.5000 03/01/2021 0.05%
WELLS FARGO & COMPANY 02.6000 07/22/2020 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%
ANGLO AMER PLC 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%
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%
CAS 2014-C02 1M2 04.1521 05/25/2024 0.04%
CITIGROUP INC 04.4500 09/29/2027 0.04%
COMM 2014-UBS6 C 04.4646 12/10/2047 0.04%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.04%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.04%
DAI NIPPON PRINTING CO LTD 0.04%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.04%
DOMTAR CORP 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%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.04%
FORD MOTOR CO 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%
HARVEY NORMAN HOLDINGS LTD 0.04%
HONEYWELL INTL P/P 144A 03.8120 11/21/2047 0.04%
HOYA CORP 0.04%
HUDSON PACIFIC PROPERTIES IN 0.04%
HYATT HOTELS CORP 04.8500 03/15/2026 0.04%
INNOGY SE 0.04%
KERRY PROPERTIES LTD 0.04%
KURARAY CO LTD 0.04%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.04%
LEAR CORP 03.8000 09/15/2027 0.04%
MCDONALD'S CORP 06.3000 10/15/2037 0.04%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.04%
NISSAN MOTOR CO LTD 0.04%
OGE ENERGY CORP 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%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.04%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.04%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.04%
SPST 2017-LD1 A 02.3521 11/25/2050 0.04%
SUN HUNG KAI PROPERTIES 0.04%
SYNOVUS FINANCIAL CORP 0.04%
TCF FINANCIAL CORP 0.04%
TOPPAN PRINTING CO LTD 0.04%
TORO CO 0.04%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.04%
UNITEDHEALTH GROUP INC 06.0000 02/15/2018 0.04%
VECTREN CORP 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 02.5121 07/25/2045 0.04%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.04%
WEYERHAEUSER CO 07.3750 03/15/2032 0.04%
ZEBRA TECHNOLOGIES CORP-CL A 0.04%
21ST CENTURY FOX AMERICA 07.7500 01/20/2024 0.03%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.03%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.03%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.03%
APACHE CORPORATION 03.2500 04/15/2022 0.03%
APPLE INC 03.4500 05/06/2024 0.03%
ASTRAZENECA PLC USD 06.4500 09/15/2037 0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.03%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.03%
BGC PARTNERS INC-CL A 0.03%
BRANDYWINE REALTY TRUST 0.03%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.03%
BRUKER CORP 0.03%
BT GROUP PLC 0.03%
BURLINGTN NORTH SANTA FE 05.4000 06/01/2041 0.03%
BURLINGTN NORTH SANTA FE 05.7500 05/01/2040 0.03%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.03%
CBS CORP 04.6000 01/15/2045 0.03%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.03%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.03%
CHIMERA INVESTMENT CORP 0.03%
CMLTI 2005-2 1A2A 03.5329 05/25/2035 0.03%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.03%
COMM 2012-LC4 C 05.6049 12/10/2044 0.03%
COMM 2014-UBS6 XA IO 01.0193 12/10/2047 0.03%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 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 01.8233 08/25/2035 0.03%
DGB FINANCIAL GROUP INC 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%
DOLBY LABORATORIES INC-CL A 0.03%
EASTMAN CHEMICAL CO 03.8000 03/15/2025 0.03%
EMIN RUSSELL 2000 MAR18 RTYH8 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%
FHR 3065 DC 15.4289 03/15/2035 0.03%
FIRSTENERGY CORP 04.2500 03/15/2023 0.03%
FORTESCUE METALS GROUP LTD 0.03%
GAMING AND LEISURE PROPERTIE 0.03%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.03%
HCA INC 05.5000 06/15/2047 0.03%
HONEYWELL INTERNATIONAL 04.2500 03/01/2021 0.03%
HOST HOTELS & RESORTS 05.2500 03/15/2022 0.03%
HSBC FINANCE CORP 06.6760 01/15/2021 0.03%
HSBC HOLDINGS PLC 0.03%
HYATT HOTELS CORP - CL A 0.03%
JTEKT CORP 0.03%
KAJIMA CORP 0.03%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 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%
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 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%
NEWELL BRANDS INC 04.2000 04/01/2026 0.03%
ORACLE CORP 05.3750 07/15/2040 0.03%
OUTFRONT MEDIA INC 0.03%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.03%
PFIZER INC 03.0000 12/15/2026 0.03%
PRICELINE GROUP INC/THE 03.6500 03/15/2025 0.03%
RANDSTAD HOLDING NV 0.03%
RAYMOND JAMES FINANCIAL 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%
SAMI 2007-AR7 1A1 02.4021 05/25/2047 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%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.03%
SPRINT CORP 07.8750 09/15/2023 0.03%
SPST 2017-1 A 02.4521 02/25/2049 0.03%
STATOIL ASA USD 05.1000 08/17/2040 0.03%
STEEL DYNAMICS INC P/P 144A 04.1250 09/15/2025 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.03%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.03%
TIME WARNER INC 02.9500 07/15/2026 0.03%
UBSBB 2012-C3 C P/P 144A 05.0417 08/10/2049 0.03%
UNILEVER NV-CVA 0.03%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.03%
VESTAS WIND SYSTEMS A/S 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
VOESTALPINE AG 0.03%
WAMU 2005-AR12 1A8 03.2130 10/25/2035 0.03%
WESTROCK MWV LLC 08.2000 01/15/2030 0.03%
WFRBS 2011-C4 E P/P 144A 05.2468 06/15/2044 0.03%
ADS INC P/P 144A 05.6250 11/15/2024 0.02%
AERCAP HOLDINGS NV 0.02%
AES CORP/VA 05.1250 09/01/2027 0.02%
AES CORP/VA 05.5000 04/15/2025 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%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.02%
ALLERGAN PLC 0.02%
ALTA MESA HLDGS 07.8750 12/15/2024 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%
ANADARKO PETROLEUM CORP 06.9500 06/15/2019 0.02%
APPLE INC 02.0000 05/06/2020 0.02%
APPLE INC 03.8500 05/04/2043 0.02%
ASHLAND GLOBAL HOLDINGS INC 0.02%
ASTRAZENECA PLC 0.02%
AVAYA TLB-EXIT L+475 06.2270 11/09/2024 0.02%
BANDAI NAMCO HOLDINGS INC 0.02%
BEAR STEARNS COS LLC 07.2500 02/01/2018 0.02%
BELDEN INC P/P 144A 05.2500 07/15/2024 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%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.02%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 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%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.02%
CALPINE CORP 05.7500 01/15/2025 0.02%
CALTEX AUSTRALIA LTD 0.02%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.02%
CAS 2015-C01 1M2 05.8521 02/25/2025 0.02%
CAS 2015-C04 1M2 07.2521 04/25/2028 0.02%
CAS 2016-C03 2M2 07.4521 10/25/2028 0.02%
CAS 2016-C05 2M1 02.9021 01/25/2029 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.02%
CDX CDX.NA.HY.29 500.0 12/20/2022 0.02%
CELANESE CORP-SERIES A 0.02%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.02%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.02%
CENOVUS ENERGY INC. USD 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 01.8138 09/10/2045 0.02%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.02%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 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%
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 01.1264 08/10/2050 0.02%
COMM 2014-CR17 C 04.7348 05/10/2047 0.02%
COMM 2014-CR17 XA IO 01.1275 05/10/2047 0.02%
COMM 2014-LC17 XA IO 00.9500 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%
CORELOGIC INC 0.02%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.02%
CRANE CO 0.02%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.02%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.02%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.02%
DAIWA SECURITIES GROUP INC 0.02%
DELIVERY HERO AG 0.02%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 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%
ENERGY TRANSFER LP 05.2000 02/01/2022 0.02%
EQT CORP 03.9000 10/01/2027 0.02%
EQUITY COMMONWEALTH 0.02%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.02%
FHR 2990 LB 13.1705 06/15/2034 0.02%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.02%
FNR 2006-8 HP 18.8755 03/25/2036 0.02%
FNR 2007-53 SP 18.5089 06/25/2037 0.02%
FRAC TECH INTL TLB L+475 06.3190 04/16/2021 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%
GNR 2012-141 WI IO 03.5000 11/20/2041 0.02%
GNR 2015-H26 DI IO 02.0667 10/20/2065 0.02%
GNR 2016-H16 EI IO 02.2359 06/20/2066 0.02%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.02%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 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 00.8660 11/10/2039 0.02%
HCA INC 06.5000 02/15/2020 0.02%
HEALTHCARE REALTY TRUST INC 03.8750 05/01/2025 0.02%
HESS CORP 07.3000 08/15/2031 0.02%
HILTON GRAND VACATIONS 0.02%
HITACHI CHEMICAL CO LTD 0.02%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 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%
IBERDROLA SA 0.02%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.02%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
INFOR US INC 06.5000 05/15/2022 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.02%
INTL CONSOLIDATED AIRLINE-DI 0.02%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.02%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.02%
JPMBB 2013-C14 C 04.5688 08/15/2046 0.02%
JPMBB 2013-C15 C 05.0807 11/15/2045 0.02%
JPMCC 2005-LDP5 F 05.6995 12/15/2044 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%
KRATON POLYMERS P/P 144A 10.5000 04/15/2023 0.02%
LBMLT 2004-1 A2 02.3521 02/25/2034 0.02%
LIBERTY EXPEDIA HOLD-A 0.02%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 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%
MAPFRE SA 0.02%
MARATHON PETRO CORP 06.5000 03/01/2041 0.02%
MASTEC INC 04.8750 03/15/2023 0.02%
MEDTRONIC INC 04.3750 03/15/2035 0.02%
MFA FINANCIAL INC 0.02%
MICROSOFT CORP 05.3000 02/08/2041 0.02%
MOODY'S CORPORATION P/P 144A 03.2500 01/15/2028 0.02%
MSBAM 2012-C6 XA IO P/P 144A 01.6354 11/15/2045 0.02%
MTW FOODSERVICE ESCR 09.5000 02/15/2024 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%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.02%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.02%
NISOURCE INC 0.02%
NOMURA REAL ESTATE HOLDINGS 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 0.02%
OSHKOSH CORP 05.3750 03/01/2025 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%
PHILLIPS 66 PARTNERS LP 03.7500 03/01/2028 0.02%
PLATFORM SPECIALTY P/P 144A 05.8750 12/01/2025 0.02%
PPSI 2004-WCW2 M3 02.6021 10/25/2034 0.02%
PREMIER INC-CLASS A 0.02%
PRUDENTIAL FINANCIAL INC 08.8750 06/15/2038 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%
REYNOLDS GRP ISS/REY P/P 144A 04.8592 07/15/2021 0.02%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.02%
S&P GLOBAL INC 02.9500 01/22/2027 0.02%
SCIENTIFIC GAMES INT P/P 144A 07.0000 01/01/2022 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%
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%
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%
STATOIL ASA USD 02.9000 11/08/2020 0.02%
T-MOBILE USA INC 05.3750 04/15/2027 0.02%
USD/MXN CALL 21.50 20180531 BCAP-FX 0.02%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.02%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.02%
WAMU 2005-AR13 A1C3 02.0421 10/25/2045 0.02%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.02%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.02%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.02%
WFCM 2013-LC12 C 04.2910 07/15/2046 0.02%
WFRBS 2011-C2 D P/P 144A 05.6525 02/15/2044 0.02%
WFRBS 2011-C3 D P/P 144A 05.6402 03/15/2044 0.02%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.02%
WFRBS 2013-C15 C 04.4811 08/15/2046 0.02%
WFRBS 2013-C15 D P/P 144A 04.4811 08/15/2046 0.02%
WFRBS 2014-C19 C 04.6460 03/15/2047 0.02%
WHARF REAL ESTATE INVESTMENT 0.02%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 0.02%
WP CAREY INC 0.02%
WP CAREY INC 04.6000 04/01/2024 0.02%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.02%
WYNDHAM WORLDWIDE CORP 05.6250 03/01/2021 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 05.0000 10/15/2025 0.01%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
AK STEEL CORP 06.3750 10/15/2025 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%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 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%
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%
AMAG PHARMA INC P/P 144A 07.8750 09/01/2023 0.01%
AMC ENT HOLDIN 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%
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%
BEACON ESCROW CORP 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 07.5000 12/01/2024 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%
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 ENTERTAINMENT CORP 0.01%
CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 0.01%
CALIFORNIA RESOURC TL L+475 06.2408 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%
CAS 2015-C02 1M2 05.5521 05/25/2025 0.01%
CAS 2015-C03 2M2 06.5521 07/25/2025 0.01%
CBRE SERVICES INC 05.0000 03/15/2023 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%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 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%
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%
CF INDUSTRIES INC 04.9500 06/01/2043 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 06.8750 02/01/2022 0.01%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.01%
CHS/COMMUNITY HEALTH SYS 07.1250 07/15/2020 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. 05.0000 08/15/2022 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%
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 01.1722 04/10/2047 0.01%
COMM 2014-CR18 XA IO 01.2203 07/15/2047 0.01%
COMM 2014-CR20 XA IO 01.1587 11/10/2047 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%
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%
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%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.01%
DEUTSCHE LUFTHANSA-REG 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%
DISTRIBUIDORA INTERNACIONAL 0.01%
DYNEGY INC 07.3750 11/01/2022 0.01%
DYNEGY INC 07.6250 11/01/2024 0.01%
DYNEGY INC P/P 144A 08.1250 01/30/2026 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 05.7500 01/30/2028 0.01%
ENERGY TRANSFER LP 06.1250 12/15/2045 0.01%
ENERGY TRANSFER LP 06.5000 02/01/2042 0.01%
ENGIE 0.01%
ENI SPA 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%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
EUTELSAT COMMUNICATIONS 0.01%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.01%
EXPEDIA INC 05.0000 02/15/2026 0.01%
FEDEX CORP 02.6250 08/01/2022 0.01%
FHR 3072 SM 04.2533 11/15/2035 0.01%
FHR 3249 PS 17.4008 12/15/2036 0.01%
FHR 3408 EK 19.8497 04/15/2037 0.01%
FHR 3829 AS IO 05.4730 03/15/2041 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 15.5936 08/25/2035 0.01%
FORTERRA TL L+300 04.5690 10/25/2023 0.01%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
FRONTIER COMM 10.5000 09/15/2022 0.01%
FTS INTL INC P/P 144A 09.0885 06/15/2020 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%
GAS NATURAL SDG SA 0.01%
GATES GLOBAL TLB L+300 04.6934 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%
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 07.2008 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 04.5489 06/20/2043 0.01%
GNR 2016-123 LI IO 03.5000 03/20/2044 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 00.8831 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 05.0000 03/15/2024 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 07.8750 10/01/2021 0.01%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.01%
HYATT HOTELS CORP 03.3750 07/15/2023 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 04.0000 03/01/2026 0.01%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 0.01%
IPALCO ENTPRS IN P/P 144A 03.7000 09/01/2024 0.01%
JABIL INC 08.2500 03/15/2018 0.01%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.01%
JAPAN AIRLINES CO LTD 0.01%
JAPAN POST BANK CO LTD 0.01%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 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 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 05.9459 04/17/2045 0.01%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.01%
JPMORGAN CHASE & CO 05.1500 12/29/2049 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%
KRAFT HEINZ FOODS CO 02.2298 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%
LAGARDERE SCA 0.01%
LBUBS 2006-C6 XCL IO P/P 144A 00.4846 09/15/2039 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%
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%
MAZDA MOTOR CORP 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCER INTL INC P/P 144A 05.5000 01/15/2026 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MGM RESORTS INTL 06.6250 12/15/2021 0.01%
MGM RESORTS INTL 08.6250 02/01/2019 0.01%
MICRON TECH INC P/P 144A 05.2500 01/15/2024 0.01%
MITSUBISHI MATERIALS CORP 0.01%
MLMI 2005-A2 A2 03.0407 02/25/2035 0.01%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.01%
MSBAM 2013-C12 XA IO 00.8744 10/15/2046 0.01%
MSBAM 2014-C17 XA IO 01.2324 08/15/2047 0.01%
MSC 2007-HQ11 AJ 05.5080 02/12/2044 0.01%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NEIMAN MARCUS TL L+325 04.6418 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%
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 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%
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 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%
ORTHO-CLINICAL TLB L+375 05.4434 06/30/2021 0.01%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.01%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.01%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.01%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.01%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.01%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.01%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 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%
PRECISION DRILLING CORP USD 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%
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%
REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 0.01%
REGENCY ENERGY P 04.5000 11/01/2023 0.01%
REVLON CONS TLB L+350 05.0690 09/07/2023 0.01%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.01%
REYNOLDS GRP ISS/REY P/P 144A 07.0000 07/15/2024 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 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%
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 04.6250 12/15/2027 0.01%
SERVICE CORP INTL 05.3750 01/15/2022 0.01%
SESI LLC P/P 144A 07.7500 09/15/2024 0.01%
SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 0.01%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.01%
SHELF DRILL HOLD LTD P/P 144A 09.5000 11/02/2020 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 06.7500 09/15/2026 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SOUTHERN STAR CENT P/P 144A 05.1250 07/15/2022 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 08.2500 12/15/2020 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 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%
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 P/P 144A 05.6250 05/01/2025 0.01%
TENNECO INC 05.3750 12/15/2024 0.01%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.01%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 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%
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%
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 01.6562 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 05.8750 05/15/2023 0.01%
VALEANT PHARMA P/P 144A 07.0000 03/15/2024 0.01%
VALEANT PHARMA P/P 144A 09.0000 12/15/2025 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%
VMWARE INC 03.9000 08/21/2027 0.01%
VULCAN MATERIALS COMPANY 04.5000 04/01/2025 0.01%
WALT DISNEY COMPANY/THE 04.3750 08/16/2041 0.01%
WBCMT 2005-C21 D 05.2911 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%
WESTROCK MWV LLC 07.9500 02/15/2031 0.01%
WFCM 2013-LC12 AS 04.2910 07/15/2046 0.01%
WFRBS 2011-C5 XA IO P/P 144A 01.7546 11/15/2044 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.5814 12/15/2045 0.01%
WFRBS 2012-C9 XA IO P/P 144A 01.9618 11/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
WFRBS 2013-C12 XA IO P/P 144A 01.3072 03/15/2048 0.01%
WHARF HOLDINGS LTD 0.01%
WHITING PETROLEUM C P/P 144A 06.6250 01/15/2026 0.01%
WILLIAMS PARTNERS L.P. 04.8750 03/15/2024 0.01%
WINDSTREAM SRVC / FIN 06.3750 08/01/2023 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.01%
WPX ENERGY INC 06.0000 01/15/2022 0.01%
WPX ENERGY INC 07.5000 08/01/2020 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%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 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%
2.10 R ISWP FWD US0003M P 03/21/2020 0.00%
2.30 R ISWP FWD US0003M P 03/21/2023 0.00%
2.45 R ISWP FWD US0003M P 03/21/2028 0.00%
2.55 R ISWP FWD US0003M P 03/21/2048 0.00%
A SCHULMAN INC 06.8750 06/01/2023 0.00%
ACC CLAIMS HOLDING LLC CLASS A 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 ENT HOLDIN 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%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.00%
AUD/USD 01/17/2018 BANKAM 0.00%
AUD/USD 01/17/2018 BCAP-FX 0.00%
AUD/USD 01/17/2018 GSFX 0.00%
AUD/USD 01/17/2018 JPMCB 0.00%
AUD/USD 01/17/2018 RBSF 0.00%
AUD/USD 01/17/2018 SSBT 0.00%
AUD/USD 01/17/2018 UBS 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 00.0510 07/10/2042 0.00%
BACM 2004-5 XC IO P/P 144A 00.4301 11/10/2041 0.00%
BACM 2007-1 XW IO 00.4115 01/15/2049 0.00%
BACM 2007-5 XW IO P/P 144A 00.0467 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%
BAYTEX ENERGY CORP P/P 144A 05.1250 06/01/2021 0.00%
BIOSCRIP INC 08.8750 02/15/2021 0.00%
BON-TON DEPT STORES 08.0000 06/15/2021 0.00%
BRAZILIAN REAL CALL ACCOUNT 0.00%
BRL/USD 01/03/2018 CITI 0.00%
BRL/USD 04/03/2018 CITI 0.00%
BRL/USD 04/03/2018 GSFX 0.00%
BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.3351 12/11/2038 0.00%
CAD/USD 01/17/2018 BCAP-FX 0.00%
CAD/USD 01/17/2018 GSFX 0.00%
CAD/USD 01/17/2018 JPMCB 0.00%
CAD/USD 01/17/2018 RBSF 0.00%
CAD/USD 01/17/2018 SSBT 0.00%
CAD/USD 01/17/2018 UBS 0.00%
CALATLANTIC GROUP INC 05.8750 11/15/2024 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%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 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 00.5533 12/11/2049 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 00.4836 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%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 06/15/2027 0.00%
CHF/USD 03/21/2018 JPMCB 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 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 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.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 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.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 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-.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 JP 0.00%
COMM 2006-C8 XS IO P/P 144A 00.6548 12/10/2046 0.00%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 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%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.00%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.00%
CSMC 2007-C2 AX IO P/P 144A 00.0406 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 03/21/2018 CITI 0.00%
E.I. DU PONT DE NEMOURS 01.9068 05/01/2020 0.00%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 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/USD 03/21/2018 BCAP-FX 0.00%
EUR/USD 03/21/2018 CITI 0.00%
EUR/USD 03/21/2018 HSBCB 0.00%
EUR/USD 03/21/2018 JPMCB 0.00%
EUR/USD 03/21/2018 RBSF 0.00%
EUR/USD 03/21/2018 SSBT 0.00%
EUR/USD 03/21/2018 UBS 0.00%
FLR USL3M 6.00 03/07/2018 JP 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 COMM 11.0000 09/15/2025 0.00%
FUJITSU LTD 0.00%
GBP/USD 03/21/2018 BANKAM 0.00%
GBP/USD 03/21/2018 BCAP-FX 0.00%
GBP/USD 03/21/2018 SSBT 0.00%
GECMC 2005-C3 XC IO P/P 144A 00.0744 07/10/2045 0.00%
GECMC 2007-C1 XC IO P/P 144A 00.2529 12/10/2049 0.00%
GMACC 1997-C1 X IO 01.4414 07/15/2029 0.00%
GMACC 2005-C1 X1 IO P/P 144A 00.9822 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 02/22/2018 BANKAM 0.00%
HONG KONG DOLLAR CALL ACCOUNT 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%
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%
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%
ISTAR INC 05.2500 09/15/2022 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
ITRON INC P/P 144A 05.0000 01/15/2026 0.00%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
JPMCC 05-CB12 X1 IO P/P 144A 00.3760 09/12/2037 0.00%
JPMCC 2006-LDP8 X IO 00.3075 05/15/2045 0.00%
JPMCC 2007-LDPX X IO 00.1415 01/15/2049 0.00%
JPY/USD 02/22/2018 BCAP-FX 0.00%
JPY/USD 02/22/2018 CITI 0.00%
JPY/USD 02/22/2018 CSI-FX 0.00%
JPY/USD 02/22/2018 GSFX 0.00%
JPY/USD 02/22/2018 HSBCB 0.00%
JPY/USD 02/22/2018 JPMCB 0.00%
JPY/USD 02/22/2018 RBSF 0.00%
JPY/USD 02/22/2018 SSBT 0.00%
JPY/USD 02/22/2018 UBS 0.00%
JPY/USD 02/22/2018 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%
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 00.3534 11/15/2040 0.00%
LENNAR CORP 04.7500 11/15/2022 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 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 06.7545 05/15/2044 0.00%
MEZZ 2006-C4 X IO P/P 144A 06.3769 07/15/2045 0.00%
MGM GROWTH/MGM FIN P/P 144A 04.5000 01/15/2028 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MILAGRO OIL & GAS 0.00%
MINI MSCI EAFE MAR18 MFSH8 0.00%
MIXI INC 0.00%
MLMT 2004-KEY2 XC IO P/P 144A 00.6727 08/12/2039 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0027 06/12/2043 0.00%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.00%
MXN/USD 01/17/2018 HSBCB 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%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 03/21/2018 BANKAM 0.00%
NOK/USD 03/21/2018 BCAP-FX 0.00%
NOK/USD 03/21/2018 CITI 0.00%
NOK/USD 03/21/2018 CSI-FX 0.00%
NOK/USD 03/21/2018 GSFX 0.00%
NOK/USD 03/21/2018 JPMCB 0.00%
NOK/USD 03/21/2018 SSBT 0.00%
NOK/USD 03/21/2018 UBS 0.00%
NORTHWEST ACQ/DOMIN P/P 144A 07.1250 11/01/2022 0.00%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.00%
NZD/USD 01/17/2018 JPMCB 0.00%
NZD/USD 01/17/2018 RBSF 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%
PETSMART INC P/P 144A 07.1250 03/15/2023 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%
REVLON CONSUMER PRODS 05.7500 02/15/2021 0.00%
RUB/USD 03/21/2018 BANKAM 0.00%
S&P MID 400 EMINI MAR18 FAH8 0.00%
S&P500 EMINI FUT MAR18 ESH8 0.00%
SEALED AIR CORP P/P 144A 05.5000 09/15/2025 0.00%
SEK/USD 03/21/2018 BANKAM 0.00%
SEK/USD 03/21/2018 BCAP-FX 0.00%
SEK/USD 03/21/2018 CSI-FX 0.00%
SEK/USD 03/21/2018 GSFX 0.00%
SEK/USD 03/21/2018 JPMCB 0.00%
SEK/USD 03/21/2018 RBSF 0.00%
SEK/USD 03/21/2018 SSBT 0.00%
SEK/USD 03/21/2018 UBS 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SGD/USD 02/22/2018 JPMCB 0.00%
SM ENERGY CO 06.1250 11/15/2022 0.00%
SM ENERGY CO 06.5000 01/01/2023 0.00%
SM ENERGY CO 06.5000 11/15/2021 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%
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%
TAIWAN DOLLAR CALL ACCOUNT 0.00%
TARGA RES PRTNRS 05.1250 02/01/2025 0.00%
TAYLOR MORRISON P/P 144A 05.6250 03/01/2024 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%
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 AES CORPORATION 04.8750 05/15/2023 0.00%
THE EURO EUR CALL ACCOUNT 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 MAR18 TPH8 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 03/21/2018 SSBT 0.00%
TXU TCEH RIGHTS 0.00%
US 10YR NOTE (CBT)MAR18 TYH8 0.00%
US 2YR NOTE (CBT) MAR18 TUH8 0.00%
US 5YR NOTE (CBT) MAR18 FVH8 0.00%
US LONG BOND(CBT) MAR18 USH8 0.00%
US ULTRA BOND CBT MAR18 WNH8 0.00%
USD/JPY PUT 103.00 20180109 JPMCB 0.00%
USD/JPY PUT 107.00 20180109 JPMCB 0.00%
VALEANT PHARMA P/P 144A 05.3750 03/15/2020 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%
VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 0.00%
VALERO ENERGY PARTNERS 04.3750 12/15/2026 0.00%
VICI PROP 1 / VICI FC 08.0000 10/15/2023 0.00%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 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 00.0511 06/15/2045 0.00%
WBCMT 2007-C34 IO IO 00.1486 05/15/2046 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 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%
EUR/USD 03/21/2018 BANKAM -0.01%
EUR/USD 03/21/2018 GSFX -0.01%
NZD/USD 01/17/2018 CITI -0.01%
NZD/USD 01/17/2018 GSFX -0.01%
NZD/USD 01/17/2018 SSBT -0.01%
NZD/USD 01/17/2018 UBS -0.01%
USD/MXN CALL 22.00 20180531 BCAP-FX -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
RU10INTR P US0003M R 11/27/18 CI -0.14%

Prior top 10 holdings

Top 10 holdings as of 03/31/18
1: Fnma Fn30 Ma3238 03.5000 01/01/2048 2.78%
2: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.06%
3: Microsoft 1.99%
4: Alphabet 1.80%
5: JPMorgan Chase 1.47%
6: S&P Gsci 3x Note 04/01/2019 1.43%
7: Apple 1.19%
8: Fhlmc Fh30g G08677 04.0000 11/01/2045 1.08%
9: Fnma Fn15 Al9468 03.0000 12/01/2031 1.08%
10: UnitedHealth Group 1.04%
Holdings represent 15.92% of portfolio
Top 10 holdings as of 02/28/18
1: Fnma Fn30 Ma3238 03.5000 01/01/2048 2.72%
2: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.02%
3: Microsoft 2.00%
4: Alphabet 1.88%
5: JPMorgan Chase 1.51%
6: Apple 1.23%
7: UnitedHealth Group 1.08%
8: Fhlmc Fh30g G08677 04.0000 11/01/2045 1.07%
9: Citigroup 1.06%
10: Fnma Fn15 Al9468 03.0000 12/01/2031 1.06%
Holdings represent 15.63% of portfolio
Top 10 holdings as of 01/31/18
1: Fnma Fn30 Ma3238 03.5000 01/01/2048 2.62%
2: Microsoft 1.99%
3: Alphabet 1.97%
4: Gnma Gii30 Ma4652 03.5000 08/20/2047 1.96%
5: JPMorgan Chase 1.49%
6: Apple 1.14%
7: UnitedHealth Group 1.11%
8: Citigroup 1.08%
9: Verizon 1.08%
10: Fhlmc Fh30g G08677 04.0000 11/01/2045 1.04%
Holdings represent 15.48% of portfolio
Top 10 holdings as of 12/31/17
1: Fnma Fn30 Ma3238 03.5000 01/01/2048 2.72%
2: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.03%
3: Microsoft 1.85%
4: Alphabet 1.81%
5: JPMorgan Chase 1.42%
6: Apple 1.19%
7: Fhlmc Fh30g G08677 04.0000 11/01/2045 1.09%
8: Verizon 1.09%
9: Fnma Fn15 Al9468 03.0000 12/01/2031 1.07%
10: UnitedHealth Group 1.06%
Holdings represent 15.33% of portfolio

Portfolio Composition as of 03/31/18

U.S. large-cap equity 43.81%
U.S. Investment-grade bonds 25.58%
U.S. small- and mid-cap equity 12.52%
International equity 10.88%
Commodities 4.09%
U.S. High-yield bonds 3.12%

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

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


Expenses

Sales Charges/Fees

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

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

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

CDSC

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