Putnam Allstate Advisor

Putnam Global Asset Allocation Subaccount

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

Fund description

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

Sales story

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

Management team

Daily pricing as of 06/19/18

with optional enhanced death benefits
Unit Value $20.423818 $19.83862
Unit Value Change -0.074042 -0.072003

Lipper ranking ‡ as of 05/31/18

Category: Mixed-Asset Target Alloc Moderate Funds

  Percentile ranking Rank/Funds in category
10 yrs. 14% 18/133
1 yr. 14% 36/265
3 yrs. 22% 52/246
5 yrs. 10% 20/218

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

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

Quick facts as of 05/31/18

Fiscal Year End December
Asset Class Putnam Allstate Advisor
Subaccount Status Open to new investors
Number of issues 1411
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 05/31/18

Unit Value 1.24%
Standardized -7.59%

YTD as of 06/19/18

Unit Value 0.36%
Standardized -8.40%

With optional enhanced death benefit

Monthly as of 05/31/18

Unit Value 1.22%
Standardized -7.60%

YTD as of 06/19/18

Unit Value 0.29%
Standardized -8.47%

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 05/31/18

Avg. Eff. Maturity 7.71
Avg. Price --
Avg. Eff. Duration 1.92
Avg. Coupon --
Avg. Yield to Maturity --
Alpha (%) -1.64
Beta 0.68
R Squared 0.96
Standard Deviation (3 yrs.) 7.09

Holdings

Top 10 holdings as of 05/31/18

Fnma Fn30 Ma3238 03.5000 01/01/2048 2.75%
Microsoft 2.16%
Gnma Gii30 Ma4652 03.5000 08/20/2047 2.02%
Alphabet 1.92%
JPMorgan Chase 1.44%
Apple 1.33%
UnitedHealth Group 1.18%
Fhlmc Fh30g G08814 04.0000 05/01/2048 1.08%
Fnma Fn15 Al9468 03.0000 12/01/2031 1.04%
Verizon 0.99%
Top 10 holdings, total: 15.91%

Equity Holdings as of 03/31/18

MICROSOFT CORP 1.99%
ALPHABET INC-CL A 1.80%
JPMORGAN CHASE & CO 1.47%
APPLE INC 1.19%
UNITEDHEALTH GROUP INC 1.04%
VERIZON COMMUNICATIONS INC 0.99%
CITIGROUP INC 0.97%
BOEING CO/THE 0.92%
EXXON MOBIL CORP 0.76%
HOME DEPOT INC 0.75%
JOHNSON & JOHNSON 0.74%
TEXAS INSTRUMENTS INC 0.67%
AMAZON.COM INC 0.66%
UNION PACIFIC CORP 0.65%
PEPSICO INC 0.61%
NXP SEMICONDUCTORS NV 0.58%
CHEVRON CORP 0.56%
LOWES COMPANIES INC 0.55%
VALERO ENERGY CORP 0.53%
NORTHROP GRUMMAN CORP 0.47%
ANTHEM INC 0.44%
RALPH LAUREN CORP 0.44%
MCDONALD'S CORP 0.43%
INTL BUSINESS MACHINES CORP 0.42%
ELECTRONIC ARTS INC 0.40%
HP INC 0.40%
L3 TECHNOLOGIES INC 0.39%
MERCK & CO. INC. 0.38%
ENTERGY CORP 0.37%
FACEBOOK INC-A 0.37%
HUMANA INC 0.37%
TYSON FOODS INC-CL A 0.36%
ELI LILLY & CO 0.35%
INTUIT INC 0.35%
MCKESSON CORP 0.35%
SOUTHWEST AIRLINES CO 0.35%
E*TRADE FINANCIAL CORPORATION 0.34%
MARATHON PETROLEUM CORP 0.34%
CELGENE CORP 0.33%
KIMBERLY-CLARK CORP 0.32%
WALGREENS BOOTS ALLIANCE INC 0.31%
CIGNA CORP 0.30%
CUMMINS INC 0.30%
PROCTER & GAMBLE CO/THE 0.29%
PRUDENTIAL FINANCIAL INC 0.29%
S&P GLOBAL INC 0.29%
SHERWIN-WILLIAMS CO/THE 0.29%
SYSCO CORP 0.29%
ABBVIE INC 0.28%
DISCOVERY COMMUNICATIONS-A 0.28%
PNC FINANCIAL SERVICES GROUP 0.28%
RAYTHEON COMPANY 0.28%
REGIONS FINANCIAL CORP 0.28%
ROSS STORES INC 0.28%
WALT DISNEY CO/THE 0.28%
ALLSTATE CORP 0.27%
DXC TECHNOLOGY CO 0.27%
LOEWS CORP 0.26%
VMWARE INC-CLASS A 0.26%
GOLDMAN SACHS GROUP INC 0.25%
PVH CORP 0.25%
ROYAL CARIBBEAN CRUISES LTD 0.25%
WILLIAMS COS INC 0.25%
AMERIPRISE FINANCIAL INC 0.24%
GILEAD SCIENCES INC 0.24%
KINDER MORGAN INC 0.24%
AMGEN INC 0.23%
SYNCHRONY FINANCIAL 0.23%
ALLISON TRANSMISSION HOLDING 0.22%
BRISTOL-MYERS SQUIBB CO 0.22%
CITRIX SYSTEMS INC 0.22%
INGERSOLL-RAND PLC 0.22%
NOVARTIS AG-REG 0.22%
ROCHE HOLDING AG-GENUSSCHEIN 0.22%
AMERICAN ELECTRIC POWER 0.21%
DANAHER CORP 0.21%
FIRSTENERGY CORP 0.21%
KLA-TENCOR CORP 0.21%
PARKER HANNIFIN CORP 0.21%
CLOROX COMPANY 0.20%
DISCOVER FINANCIAL SERVICES 0.20%
HILTON WORLDWIDE HOLDINGS IN 0.20%
SUNTRUST BANKS INC 0.20%
TJX COMPANIES INC 0.20%
TOTAL SA 0.20%
EXELON CORP 0.19%
HARTFORD FINANCIAL SVCS GRP 0.19%
JUNIPER NETWORKS INC 0.19%
MAXIM INTEGRATED PRODUCTS 0.19%
ALLIANZ SE-REG 0.18%
CROWN HOLDINGS INC 0.18%
FORTINET INC 0.18%
HUNTSMAN CORP 0.18%
WASTE MANAGEMENT INC 0.18%
ADOBE SYSTEMS INC 0.17%
APPLIED MATERIALS INC 0.17%
HERSHEY CO/THE 0.17%
MICHAEL KORS HOLDINGS LTD 0.17%
ENEL SPA 0.16%
EQUITY RESIDENTIAL TR REIT 0.16%
YUM BRANDS INC 0.16%
3I GROUP PLC 0.15%
AMDOCS LTD 0.15%
BHP BILLITON LIMITED 0.15%
CONAGRA BRANDS INC 0.15%
F5 NETWORKS INC 0.15%
ITOCHU CORP 0.15%
LEAR CORP 0.15%
PACKAGING CORP OF AMERICA 0.15%
SUMITOMO MITSUI FINANCIAL GR 0.15%
ALLY FINANCIAL INC 0.14%
HASBRO INC 0.14%
HUNTINGTON INGALLS INDUSTRIE 0.14%
MITSUBISHI UFJ FINANCIAL GRO 0.14%
MORGAN STANLEY 0.14%
WELLCARE HEALTH PLANS INC 0.14%
AGNC INVESTMENT CORP 0.13%
KDDI CORP 0.13%
LINCOLN NATIONAL CORP 0.13%
MASCO CORP 0.13%
MIZUHO FINANCIAL GROUP INC 0.13%
SPIRIT AEROSYSTEMS HOLD-CL A 0.13%
AGILENT TECHNOLOGIES INC 0.12%
AMETEK INC 0.12%
AXA SA 0.12%
BNP PARIBAS 0.12%
BOUYGUES SA 0.12%
BT GROUP PLC 0.12%
CENTRAL JAPAN RAILWAY CO 0.12%
EDISON INTERNATIONAL 0.12%
HITACHI LTD 0.12%
MARUBENI CORP 0.12%
MUENCHENER RUECKVER AG-REG 0.12%
NEWMONT MINING CORP 0.12%
NIPPON TELEGRAPH & TELEPHONE 0.12%
NN GROUP NV 0.12%
ORIX CORP 0.12%
PERSIMMON PLC 0.12%
REPSOL SA 0.12%
STATOIL ASA 0.12%
TOTAL SYSTEM SERVICES INC 0.12%
TUI AG-DI 0.12%
VINCI SA 0.12%
ABN AMRO GROUP NV-CVA 0.11%
AGEAS 0.11%
AVERY DENNISON CORP 0.11%
CK ASSET HOLDINGS LTD 0.11%
COVESTRO AG 0.11%
EVONIK INDUSTRIES AG 0.11%
FIAT CHRYSLER AUTOMOBILES NV 0.11%
FONCIERE DES REGIONS 0.11%
PEUGEOT SA 0.11%
PPL CORP 0.11%
RESONA HOLDINGS INC 0.11%
SAINSBURY (J) PLC 0.11%
TAYLOR WIMPEY PLC 0.11%
UCB SA 0.11%
US FOODS HOLDING CORP 0.11%
VERTEX PHARMACEUTICALS INC 0.11%
ACS ACTIVIDADES 0.10%
ANGLO AMER PLC 0.10%
CBRE GROUP INC - A 0.10%
CENTERPOINT ENERGY INC 0.10%
CIMIC GROUP LTD 0.10%
COCA-COLA AMATIL LTD 0.10%
COGNIZANT TECH SOLUTIONS-A 0.10%
ENI SPA 0.10%
HCP INC 0.10%
HOYA CORP 0.10%
INDUSTRIVARDEN AB-A SHS 0.10%
INGREDION INC 0.10%
MANPOWERGROUP INC 0.10%
MITSUI AND CO LTD 0.10%
NVR INC 0.10%
PFIZER INC 0.10%
SAMSUNG ELECTRONICS CO LTD 0.10%
SWISSCOM AG-REG 0.10%
SYNOPSYS INC 0.10%
TRAVELERS COS INC/THE 0.10%
UGI CORP 0.10%
WH GROUP LTD 0.10%
XEROX CORP 0.10%
BERKELEY GROUP HOLDINGS/THE 0.09%
DEUTSCHE POST AG-REG 0.09%
DR PEPPER SNAPPLE GROUP INC 0.09%
DUN & BRADSTREET CORP 0.09%
ELECTROLUX AB-SER B 0.09%
FAURECIA 0.09%
GLAXOSMITHKLINE PLC 0.09%
JACOBS ENGINEERING GROUP INC 0.09%
KINGFISHER PLC 0.09%
LAMB WESTON HOLDINGS INC 0.09%
LIVE NATION ENTERTAINMENT IN 0.09%
RECORDATI SPA 0.09%
ROYAL MAIL PLC 0.09%
SHIONOGI & CO LTD 0.09%
TELSTRA CORP LTD 0.09%
UNUM GROUP 0.09%
VORNADO REALTY TRUST 0.09%
ADECCO GROUP AG-REG 0.08%
AMADEUS IT GROUP SA 0.08%
BWX TECHNOLOGIES INC 0.08%
CADENCE DESIGN SYS INC 0.08%
CAMDEN PROPERTY TRUST 0.08%
KAR AUCTION SERVICES INC 0.08%
PRINCIPAL FINANCIAL GROUP 0.08%
SWISS RE AG 0.08%
THOR INDUSTRIES INC 0.08%
UNITED OVERSEAS BANK LTD 0.08%
AMC NETWORKS INC-A 0.07%
ARKEMA 0.07%
ASSOCIATED BRITISH FOODS PLC 0.07%
BOOZ ALLEN HAMILTON HOLDINGS 0.07%
CHARLES RIVER LABORATORIES 0.07%
DUKE REALTY CORP 0.07%
EXTENDED STAY AMERICA INC 0.07%
INDUSTRIAL BANK OF KOREA 0.07%
LIBERTY MEDIA COR-SIRIUSXM A 0.07%
MARKS AND SPENCER LTD 0.07%
METRO AG 0.07%
NESTLE SA-REG 0.07%
PINNACLE FOODS INC 0.07%
REALOGY HOLDINGS CORP 0.07%
REINSURANCE GROUP OF AMERICA 0.07%
ROYAL DUTCH SHELL PLC-B SHS 0.07%
SWEDISH MATCH AB 0.07%
TOYOTA TSUSHO CORP 0.07%
VISTEON CORP 0.07%
W.R. GRACE & CO 0.07%
ASSURANT INC 0.06%
ASTELLAS PHARMA INC 0.06%
BARRATT DEVELOPMENTS PLC 0.06%
BASF SE 0.06%
BIOGEN INC 0.06%
DNB NOR ASA 0.06%
MACQUARIE GROUP LTD 0.06%
MITSUBISHI CHEMICAL HOLDINGS 0.06%
OTSUKA CORP 0.06%
PARK HOTELS & RESORTS INC 0.06%
SPIRIT REALTY CAPITAL INC 0.06%
TDK CORP 0.06%
WOOLWORTHS GROUP LTD 0.06%
ZEBRA TECHNOLOGIES CORP-CL A 0.06%
AMERICAN FINANCIAL GROUP INC 0.05%
APARTMENT INVT & MGMT CO -A 0.05%
ASSURED GUARANTY LTD 0.05%
BERRY GLOBAL GROUP INC 0.05%
BRIXMOR PROPERTY GROUP INC 0.05%
FOREST CITY REALTY TRUST- A 0.05%
HIGHWOODS PROPERTIES INC 0.05%
JAPAN AIRLINES CO LTD 0.05%
KAO CORP 0.05%
KONINKLIJKE AHOLD DELHAIZE N 0.05%
NEWS CORP - CLASS A 0.05%
RENAULT SA 0.05%
RIO TINTO PLC 0.05%
ROCKWELL AUTOMATION INC 0.05%
RTL GROUP 0.05%
SERVICE CORP INTERNATIONAL 0.05%
SERVICEMASTER GLOBAL HOLDING 0.05%
STARWOOD PROPERTY TRUST INC 0.05%
SYNOVUS FINANCIAL CORP 0.05%
TAISEI CORP 0.05%
TCF FINANCIAL CORP 0.05%
TORCHMARK CORP 0.05%
TRIMBLE INC 0.05%
ANA HOLDINGS INC 0.04%
ASHTEAD GROUP PLC 0.04%
BRITISH AMERICAN TOBACCO PLC 0.04%
CARTERS INC 0.04%
DEUTSCHE LUFTHANSA-REG 0.04%
DOMTAR CORP 0.04%
ENGIE 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
FRESENIUS MEDICAL CARE AG & 0.04%
HARVEY NORMAN HOLDINGS LTD 0.04%
KERRY PROPERTIES LTD 0.04%
KEYENCE CORP 0.04%
LIBERTY PROPERTY TRUST 0.04%
MEDIPAL HOLDINGS CORP 0.04%
MITSUBISHI ELECTRIC CORP 0.04%
OGE ENERGY CORP 0.04%
POLA ORBIS HOLDINGS INC 0.04%
SUN HUNG KAI PROPERTIES 0.04%
TORO CO 0.04%
VECTREN CORP 0.04%
APPLE HOSPITALITY REIT INC 0.03%
BGC PARTNERS INC-CL A 0.03%
BRANDYWINE REALTY TRUST 0.03%
BRUKER CORP 0.03%
CHIMERA INVESTMENT CORP 0.03%
COLONY NORTHSTAR INC-CLASS A 0.03%
CRANE CO 0.03%
DOLBY LABORATORIES INC-CL A 0.03%
FORD MOTOR CO 0.03%
GALAXY ENT GRP L 0.03%
GAMING AND LEISURE PROPERTIE 0.03%
HONG KONG EXCHANGES & CLEAR 0.03%
HSBC HOLDINGS PLC 0.03%
HUDSON PACIFIC PROPERTIES IN 0.03%
HYATT HOTELS CORP - CL A 0.03%
KAJIMA CORP 0.03%
MITSUBISHI GAS CHEMICAL CO 0.03%
PREMIER INC-CLASS A 0.03%
RANDSTAD HOLDING NV 0.03%
RAYMOND JAMES FINANCIAL INC 0.03%
SK HYNIX INC 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
TESCO PLC 0.03%
TOPPAN PRINTING CO LTD 0.03%
VOESTALPINE AG 0.03%
ALLERGAN PLC 0.02%
ASHLAND GLOBAL HOLDINGS INC 0.02%
AVAYA HOLDINGS CORP 0.02%
BOLIDEN AB 0.02%
CELANESE CORP-SERIES A 0.02%
CORELOGIC INC 0.02%
DAI NIPPON PRINTING CO LTD 0.02%
DGB FINANCIAL GROUP INC 0.02%
EQUITY COMMONWEALTH 0.02%
HILTON GRAND VACATIONS 0.02%
INTL CONSOLIDATED AIRLINE-DI 0.02%
JTEKT CORP 0.02%
LIBERTY EXPEDIA HOLD-A 0.02%
MFA FINANCIAL INC 0.02%
NEXON CO LTD 0.02%
NISOURCE INC 0.02%
NOMURA REAL ESTATE HOLDINGS 0.02%
OSHKOSH CORP 0.02%
OUTFRONT MEDIA INC 0.02%
SENIOR HOUSING PROP TRUST 0.02%
SINGAPORE AIRLINES LTD 0.02%
TOYOTA MOTOR CORP 0.02%
WM MORRISON SUPERMARKETS 0.02%
WP CAREY INC 0.02%
AEGON NV 0.01%
ALFRESA HOLDINGS CORP 0.01%
ASAHI GROUP HOLDINGS LTD 0.01%
DAIWA SECURITIES GROUP INC 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
GMAC CAPITAL TRUST I PCT 07.6237 0.01%
JAPAN POST BANK CO LTD 0.01%
LAGARDERE SCA 0.01%
MITSUBISHI MATERIALS CORP 0.01%
NEXT PLC 0.01%
SUZUKI MOTOR CORP 0.01%
TOYO SUISAN KAISHA LTD 0.01%
YANGZIJIANG SHIPBUILDING 0.01%
ACC CLAIMS HOLDING LLC CLASS A 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
FUJITSU LTD 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
MILAGRO OIL & GAS 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
SANDRIDGE ENERGY INC 0.00%
TERVITA CORP CLASS A 0.00%
TXU TCEH RIGHTS 0.00%

Full Portfolio 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 CORP 1.99%
ALPHABET INC-CL A 1.80%
JPMORGAN CHASE & CO 1.47%
S&P GSCI 3X NOTE 04/01/2019 1.43%
APPLE INC 1.19%
FHLMC FH30G G08677 04.0000 11/01/2045 1.08%
FNMA FN15 AL9468 03.0000 12/01/2031 1.08%
UNITEDHEALTH GROUP INC 1.04%
VERIZON COMMUNICATIONS INC 0.99%
CITIGROUP INC 0.97%
BOEING CO/THE 0.92%
FNMA FN30 TBA 06.0000 04/01/2048 0.78%
EXXON MOBIL CORP 0.76%
HOME DEPOT INC 0.75%
JOHNSON & JOHNSON 0.74%
FNMA FN30 TBA 04.5000 04/01/2048 0.73%
GNMA GII30 MA4837 03.5000 11/20/2047 0.70%
TEXAS INSTRUMENTS INC 0.67%
AMAZON.COM INC 0.66%
UNION PACIFIC CORP 0.65%
FNMA FN30 BH5117 04.0000 08/01/2047 0.64%
PEPSICO INC 0.61%
NXP SEMICONDUCTORS NV 0.58%
CHEVRON CORP 0.56%
LOWES COMPANIES INC 0.55%
VALERO ENERGY CORP 0.53%
NORTHROP GRUMMAN CORP 0.47%
ANTHEM INC 0.44%
RALPH LAUREN CORP 0.44%
MCDONALD'S CORP 0.43%
INTL BUSINESS MACHINES CORP 0.42%
ELECTRONIC ARTS INC 0.40%
HP INC 0.40%
L3 TECHNOLOGIES INC 0.39%
MERCK & CO. INC. 0.38%
ENTERGY CORP 0.37%
FACEBOOK INC-A 0.37%
HUMANA INC 0.37%
TYSON FOODS INC-CL A 0.36%
ELI LILLY & CO 0.35%
INTUIT INC 0.35%
MCKESSON CORP 0.35%
SOUTHWEST AIRLINES CO 0.35%
E*TRADE FINANCIAL CORPORATION 0.34%
MARATHON PETROLEUM CORP 0.34%
CELGENE CORP 0.33%
KIMBERLY-CLARK CORP 0.32%
WALGREENS BOOTS ALLIANCE INC 0.31%
CIGNA CORP 0.30%
CUMMINS INC 0.30%
PROCTER & GAMBLE CO/THE 0.29%
PRUDENTIAL FINANCIAL INC 0.29%
S&P GLOBAL INC 0.29%
SHERWIN-WILLIAMS CO/THE 0.29%
SYSCO CORP 0.29%
ABBVIE INC 0.28%
DISCOVERY COMMUNICATIONS-A 0.28%
PNC FINANCIAL SERVICES GROUP 0.28%
RAYTHEON COMPANY 0.28%
REGIONS FINANCIAL CORP 0.28%
ROSS STORES INC 0.28%
WALT DISNEY CO/THE 0.28%
ALLSTATE CORP 0.27%
DXC TECHNOLOGY CO 0.27%
LOEWS CORP 0.26%
VMWARE INC-CLASS A 0.26%
GOLDMAN SACHS GROUP INC 0.25%
PVH CORP 0.25%
ROYAL CARIBBEAN CRUISES LTD 0.25%
WILLIAMS COS INC 0.25%
AMERIPRISE FINANCIAL INC 0.24%
FNMA FN30 AS7003 03.0000 04/01/2046 0.24%
GILEAD SCIENCES INC 0.24%
KINDER MORGAN INC 0.24%
VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 0.24%
AMGEN INC 0.23%
SYNCHRONY FINANCIAL 0.23%
ALLISON TRANSMISSION HOLDING 0.22%
BRISTOL-MYERS SQUIBB CO 0.22%
CITRIX SYSTEMS INC 0.22%
INGERSOLL-RAND PLC 0.22%
NOVARTIS AG-REG 0.22%
ROCHE HOLDING AG-GENUSSCHEIN 0.22%
AMERICAN ELECTRIC POWER 0.21%
DANAHER CORP 0.21%
FIRSTENERGY CORP 0.21%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.21%
KLA-TENCOR CORP 0.21%
PARKER HANNIFIN CORP 0.21%
CLOROX COMPANY 0.20%
DISCOVER FINANCIAL SERVICES 0.20%
HILTON WORLDWIDE HOLDINGS IN 0.20%
SUNTRUST BANKS INC 0.20%
TJX COMPANIES INC 0.20%
TOTAL SA 0.20%
EXELON CORP 0.19%
HARTFORD FINANCIAL SVCS GRP 0.19%
JUNIPER NETWORKS INC 0.19%
MAXIM INTEGRATED PRODUCTS 0.19%
ALLIANZ SE-REG 0.18%
CROWN HOLDINGS INC 0.18%
FNMA FN30 BC2733 03.0000 05/01/2046 0.18%
FORTINET INC 0.18%
HUNTSMAN CORP 0.18%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 0.18%
WASTE MANAGEMENT INC 0.18%
ADOBE SYSTEMS INC 0.17%
APPLIED MATERIALS INC 0.17%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.17%
CITIGROUP INC 03.8870 01/10/2028 0.17%
HERSHEY CO/THE 0.17%
MICHAEL KORS HOLDINGS LTD 0.17%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.16%
ENEL SPA 0.16%
EQUITY RESIDENTIAL TR REIT 0.16%
YUM BRANDS INC 0.16%
3I GROUP PLC 0.15%
AMDOCS LTD 0.15%
BHP BILLITON LIMITED 0.15%
CONAGRA BRANDS INC 0.15%
F5 NETWORKS INC 0.15%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.15%
ITOCHU CORP 0.15%
LEAR CORP 0.15%
PACKAGING CORP OF AMERICA 0.15%
SUMITOMO MITSUI FINANCIAL GR 0.15%
ALLY FINANCIAL INC 0.14%
FNMA FN30 BH7058 03.5000 12/01/2047 0.14%
HASBRO INC 0.14%
HUNTINGTON INGALLS INDUSTRIE 0.14%
MITSUBISHI UFJ FINANCIAL GRO 0.14%
MORGAN STANLEY 0.14%
RU10INTR P US0003M R 11/27/18 CI 0.14%
UBS GROUP FUNDIN P/P 144A 03.0000 04/15/2021 0.14%
WELLCARE HEALTH PLANS INC 0.14%
AGNC INVESTMENT CORP 0.13%
KDDI CORP 0.13%
LINCOLN NATIONAL CORP 0.13%
MASCO CORP 0.13%
MIZUHO FINANCIAL GROUP INC 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%
AGILENT TECHNOLOGIES INC 0.12%
AMETEK INC 0.12%
AXA SA 0.12%
BNP PARIBAS 0.12%
BOUYGUES SA 0.12%
BT GROUP PLC 0.12%
CENTRAL JAPAN RAILWAY CO 0.12%
EDISON INTERNATIONAL 0.12%
FNMA FN30 AS7154 03.0000 05/01/2046 0.12%
GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 0.12%
HITACHI LTD 0.12%
MARUBENI CORP 0.12%
MUENCHENER RUECKVER AG-REG 0.12%
NEWMONT MINING CORP 0.12%
NIPPON TELEGRAPH & TELEPHONE 0.12%
NN GROUP NV 0.12%
ORIX CORP 0.12%
PERSIMMON PLC 0.12%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.12%
REPSOL SA 0.12%
STATOIL ASA 0.12%
TOTAL SYSTEM SERVICES INC 0.12%
TUI AG-DI 0.12%
VINCI SA 0.12%
ABN AMRO GROUP NV-CVA 0.11%
AGEAS 0.11%
AT&T INC 04.2500 03/01/2027 0.11%
AVERY DENNISON CORP 0.11%
CK ASSET HOLDINGS LTD 0.11%
COVESTRO AG 0.11%
EVONIK INDUSTRIES AG 0.11%
FIAT CHRYSLER AUTOMOBILES NV 0.11%
FONCIERE DES REGIONS 0.11%
PEUGEOT SA 0.11%
PPL CORP 0.11%
RESONA HOLDINGS INC 0.11%
SAINSBURY (J) PLC 0.11%
SPST 2018-1 A 02.4747 04/24/2019 0.11%
TAYLOR WIMPEY PLC 0.11%
UCB SA 0.11%
US FOODS HOLDING CORP 0.11%
VERTEX PHARMACEUTICALS INC 0.11%
ACS ACTIVIDADES 0.10%
ANGLO AMER PLC 0.10%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.10%
CBRE GROUP INC - A 0.10%
CENTERPOINT ENERGY INC 0.10%
CIMIC GROUP LTD 0.10%
COCA-COLA AMATIL LTD 0.10%
COGNIZANT TECH SOLUTIONS-A 0.10%
ENI SPA 0.10%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.10%
HCP INC 0.10%
HOYA CORP 0.10%
INDUSTRIVARDEN AB-A SHS 0.10%
INGREDION INC 0.10%
MANPOWERGROUP INC 0.10%
MITSUI AND CO LTD 0.10%
NVR INC 0.10%
PFIZER INC 0.10%
SAMSUNG ELECTRONICS CO LTD 0.10%
SWISSCOM AG-REG 0.10%
SYNOPSYS INC 0.10%
TRAVELERS COS INC/THE 0.10%
UGI CORP 0.10%
WH GROUP LTD 0.10%
XEROX CORP 0.10%
AMGEN INC 03.4500 10/01/2020 0.09%
APPLE INC 02.1000 05/06/2019 0.09%
BERKELEY GROUP HOLDINGS/THE 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%
CWALT 2006-OA10 4A1 02.0615 08/25/2046 0.09%
DEUTSCHE POST AG-REG 0.09%
DR PEPPER SNAPPLE GROUP INC 0.09%
DUN & BRADSTREET CORP 0.09%
ELECTROLUX AB-SER B 0.09%
FAURECIA 0.09%
GLAXOSMITHKLINE PLC 0.09%
GNMA GII30 4246 06.5000 09/20/2038 0.09%
IBM CORP 01.8750 08/01/2022 0.09%
JACOBS ENGINEERING GROUP INC 0.09%
KINGFISHER PLC 0.09%
LAMB WESTON HOLDINGS INC 0.09%
LIVE NATION ENTERTAINMENT IN 0.09%
RECORDATI SPA 0.09%
ROYAL BANK OF CANADA USD 02.2000 07/27/2018 0.09%
ROYAL MAIL PLC 0.09%
SHIONOGI & CO LTD 0.09%
TELSTRA CORP LTD 0.09%
UNUM GROUP 0.09%
VORNADO REALTY TRUST 0.09%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.09%
ADECCO GROUP AG-REG 0.08%
AMADEUS IT GROUP SA 0.08%
BWX TECHNOLOGIES INC 0.08%
CADENCE DESIGN SYS INC 0.08%
CAMDEN PROPERTY TRUST 0.08%
CAS 2015-C04 2M2 07.4215 04/25/2028 0.08%
CVS HEALTH CORP 04.7800 03/25/2038 0.08%
CWALT 2006-OA7 1A2 02.2225 06/25/2046 0.08%
KAR AUCTION SERVICES INC 0.08%
PRINCIPAL FINANCIAL GROUP 0.08%
ROYAL BK SCOTLND USD 04.7000 07/03/2018 0.08%
SPST 2017-6 A 02.3025 11/24/2018 0.08%
SWISS RE AG 0.08%
THOR INDUSTRIES INC 0.08%
UNITED OVERSEAS BANK LTD 0.08%
AMC NETWORKS INC-A 0.07%
AMERICAN TOWER CORP 04.0000 06/01/2025 0.07%
ARKEMA 0.07%
ASSOCIATED BRITISH FOODS PLC 0.07%
BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 0.07%
BOOZ ALLEN HAMILTON HOLDINGS 0.07%
CHARLES RIVER LABORATORIES 0.07%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.07%
DUKE REALTY CORP 0.07%
E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 0.07%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.07%
EXTENDED STAY AMERICA INC 0.07%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.07%
GNMA GII30 4581 06.5000 11/20/2039 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%
MARKS AND SPENCER LTD 0.07%
METRO AG 0.07%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.07%
NESTLE SA-REG 0.07%
ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 0.07%
ORACLE CORPORATION 02.2500 10/08/2019 0.07%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.07%
PINNACLE FOODS INC 0.07%
REALOGY HOLDINGS CORP 0.07%
REINSURANCE GROUP OF AMERICA 0.07%
ROYAL DUTCH SHELL PLC-B SHS 0.07%
SWEDISH MATCH AB 0.07%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.07%
TOYOTA TSUSHO CORP 0.07%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.07%
VISTEON CORP 0.07%
W.R. GRACE & CO 0.07%
ABBVIE INC 02.9000 11/06/2022 0.06%
ALTRIA GROUP INC 02.6250 01/14/2020 0.06%
AMAZON.COM INC P/P 144A 03.1500 08/22/2027 0.06%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.06%
APPLE INC 04.3750 05/13/2045 0.06%
ASSURANT INC 0.06%
ASTELLAS PHARMA INC 0.06%
BARRATT DEVELOPMENTS PLC 0.06%
BASF SE 0.06%
BIOGEN INC 0.06%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.06%
CIGNA CORP 04.5000 03/15/2021 0.06%
COMCAST CORP 03.9690 11/01/2047 0.06%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.06%
CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 0.06%
DNB NOR ASA 0.06%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.06%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.06%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.06%
KRAFT HEINZ FOODS CO 06.5000 02/09/2040 0.06%
MACQUARIE GROUP LTD 0.06%
MITSUBISHI CHEMICAL HOLDINGS 0.06%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.06%
OMNICOM GROUP INC 03.6000 04/15/2026 0.06%
ORACLE CORP 02.5000 10/15/2022 0.06%
OTSUKA CORP 0.06%
PARK HOTELS & RESORTS INC 0.06%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.06%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.06%
SPIRIT REALTY CAPITAL INC 0.06%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.06%
TDK CORP 0.06%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.06%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.06%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.06%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.06%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.06%
WOOLWORTHS GROUP LTD 0.06%
ZEBRA TECHNOLOGIES CORP-CL A 0.06%
AMERICAN FINANCIAL GROUP INC 0.05%
AMERICAN INTL GROUP 08.1750 05/15/2058 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%
AUTONATION INC. 05.5000 02/01/2020 0.05%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.05%
BERRY GLOBAL GROUP INC 0.05%
BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.05%
BRIXMOR PROPERTY GROUP INC 0.05%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.05%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.05%
CSMC 2016-NXSR C 04.3634 12/15/2049 0.05%
CSX CORP 04.1000 03/15/2044 0.05%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.05%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.05%
ECOLAB INC P/P 144A 03.2500 12/01/2027 0.05%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.05%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.05%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.05%
FOREST CITY REALTY TRUST- A 0.05%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.05%
GNMA GII30 4269 06.5000 10/20/2038 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%
JAPAN AIRLINES CO LTD 0.05%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.05%
KAO CORP 0.05%
KELLOGG CO 03.2500 04/01/2026 0.05%
KONINKLIJKE AHOLD DELHAIZE N 0.05%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.05%
NCHET 2003-4 M1 02.9965 10/25/2033 0.05%
NEWS CORP - CLASS A 0.05%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.05%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.05%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.05%
RENAULT SA 0.05%
RIO TINTO PLC 0.05%
ROCKWELL AUTOMATION INC 0.05%
RTL GROUP 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%
SYNOVUS FINANCIAL CORP 0.05%
TAISEI CORP 0.05%
TCF FINANCIAL CORP 0.05%
TORCHMARK CORP 0.05%
TRIMBLE INC 0.05%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.05%
VIACOM INC 04.5000 03/01/2021 0.05%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.05%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.04%
ANA HOLDINGS INC 0.04%
ANALOG DEVICES INC 02.8500 03/12/2020 0.04%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.04%
ARC PROP OPER PART L 04.6000 02/06/2024 0.04%
ASHTEAD GROUP PLC 0.04%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.04%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.04%
BRITISH AMERICAN TOBACCO PLC 0.04%
CARTERS INC 0.04%
CDX CDX.NA.IG.30 100.0 06/20/2023 0.04%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.04%
CITIGROUP INC 04.4500 09/29/2027 0.04%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.04%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.04%
DEUTSCHE LUFTHANSA-REG 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%
ENGIE 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.04%
FRESENIUS MEDICAL CARE AG & 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 03.8120 11/21/2047 0.04%
HYATT HOTELS CORP 04.8500 03/15/2026 0.04%
KERRY PROPERTIES LTD 0.04%
KEYENCE CORP 0.04%
LEAR CORP 03.8000 09/15/2027 0.04%
LIBERTY PROPERTY TRUST 0.04%
MEDIPAL HOLDINGS CORP 0.04%
MITSUBISHI ELECTRIC CORP 0.04%
OGE ENERGY CORP 0.04%
PFIZER INC 01.7000 12/15/2019 0.04%
POLA ORBIS HOLDINGS INC 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%
SPST 2017-LD1 A 02.6715 11/25/2050 0.04%
SUN HUNG KAI PROPERTIES 0.04%
TORO CO 0.04%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.04%
UBSBB 2012-C3 C P/P 144A 05.0424 08/10/2049 0.04%
VECTREN CORP 0.04%
VERIZON COMM 04.5220 09/15/2048 0.04%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.04%
WAMU 2005-AR9 A1C3 02.8315 07/25/2045 0.04%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.04%
WEYERHAEUSER CO 07.3750 03/15/2032 0.04%
21ST CENTURY FOX AMERICA 07.7500 01/20/2024 0.03%
AES CORP/THE 05.5000 04/15/2025 0.03%
AIR LEASE CORP 02.5000 03/01/2021 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 HOSPITALITY REIT INC 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%
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%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.03%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.03%
CHIMERA INVESTMENT CORP 0.03%
CMLTI 2005-2 1A2A 03.7881 05/25/2035 0.03%
COLONY NORTHSTAR INC-CLASS A 0.03%
COMM 2012-LC4 C 05.6045 12/10/2044 0.03%
COMM 2014-UBS6 XA IO 01.0106 12/10/2047 0.03%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.03%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.03%
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 HEALTH CORP 05.0500 03/25/2048 0.03%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.03%
CWALT 2005-27 1A1 01.9418 08/25/2035 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%
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 14.5302 03/15/2035 0.03%
FORD MOTOR CO 0.03%
GALAXY ENT GRP L 0.03%
GAMING AND LEISURE PROPERTIE 0.03%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.03%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.03%
HCA INC 05.5000 06/15/2047 0.03%
HESS CORP 07.3000 08/15/2031 0.03%
HONEYWELL INTERNATIONAL 04.2500 03/01/2021 0.03%
HONG KONG EXCHANGES & CLEAR 0.03%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.03%
HOST HOTELS & RESORTS LP 05.2500 03/15/2022 0.03%
HSBC HOLDINGS PLC 0.03%
HUDSON PACIFIC PROPERTIES IN 0.03%
HYATT HOTELS CORP - CL A 0.03%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.03%
KAJIMA CORP 0.03%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.03%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.03%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.03%
MERCK & CO INC 03.7000 02/10/2045 0.03%
METHANEX CORP USD 05.6500 12/01/2044 0.03%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.03%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.03%
MITSUBISHI 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%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.03%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.03%
PFIZER INC 03.0000 12/15/2026 0.03%
PREMIER INC-CLASS A 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%
SAMI 2007-AR7 1A1 02.7215 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%
SK HYNIX INC 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 CAPITAL CORPORATION 06.8750 11/15/2028 0.03%
SPRINT CORP 07.8750 09/15/2023 0.03%
STATOIL ASA USD 05.1000 08/17/2040 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.03%
TESCO PLC 0.03%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.03%
TIME WARNER INC 02.9500 07/15/2026 0.03%
TOPPAN PRINTING CO LTD 0.03%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.03%
VOESTALPINE AG 0.03%
WAMU 2005-AR12 1A8 03.2368 10/25/2035 0.03%
WESTROCK MWV LLC 08.2000 01/15/2030 0.03%
WFRBS 2013-C15 D P/P 144A 04.4813 08/15/2046 0.03%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.03%
WYNDHAM WORLDWIDE CORP 05.6250 03/01/2021 0.03%
AES CORP/THE 05.1250 09/01/2027 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%
ALPHABET INC 01.9980 08/15/2026 0.02%
ALTA MESA HLDGS 07.8750 12/15/2024 0.02%
ALTRIA GROUP INC 04.0000 01/31/2024 0.02%
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%
AVAYA HOLDINGS CORP 0.02%
AVAYA TLB-EXIT L+475 06.5364 12/15/2024 0.02%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.02%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.02%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.02%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.02%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.02%
BOLIDEN AB 0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 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 03.8750 01/15/2027 0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.02%
CALPINE CORP 05.7500 01/15/2025 0.02%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.02%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.02%
CAS 2015-C01 1M2 06.1715 02/25/2025 0.02%
CAS 2015-C04 1M2 07.5715 04/25/2028 0.02%
CAS 2016-C03 2M2 07.7715 10/25/2028 0.02%
CBS CORP 04.6000 01/15/2045 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 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%
CGCMT 2012-GC8 XA IO P/P 144A 01.8114 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 01.1198 08/10/2050 0.02%
COMM 2014-CR17 C 04.7351 05/10/2047 0.02%
COMM 2014-CR17 XA IO 01.1184 05/10/2047 0.02%
COMM 2014-LC17 XA IO 00.9405 10/10/2047 0.02%
COMM 2014-UBS6 C 04.4637 12/10/2047 0.02%
COMMONWEALTH EDISON CO 05.9000 03/15/2036 0.02%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.02%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.02%
CORELOGIC INC 0.02%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.02%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.02%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.02%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.02%
DAI NIPPON PRINTING CO LTD 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%
DYNEGY INC 07.6250 11/01/2024 0.02%
ENERGY TRANSFER PARTNERS 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 12.4049 06/15/2034 0.02%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.02%
FNR 2006-8 HP 17.7045 03/25/2036 0.02%
FNR 2007-53 SP 17.3378 06/25/2037 0.02%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 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 01.7373 10/20/2065 0.02%
GNR 2016-H16 EI IO 02.2368 06/20/2066 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 00.8659 11/10/2039 0.02%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.02%
HCA INC 06.5000 02/15/2020 0.02%
HILTON GRAND VACATIONS 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%
HUB INTL LTD P/P 144A 07.8750 10/01/2021 0.02%
HUSKY TLB L+300 05.2018 03/16/2025 0.02%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 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%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JPMBB 2013-C14 C 04.5699 08/15/2046 0.02%
JPMBB 2013-C15 C 05.0811 11/15/2045 0.02%
JPMBB 2014-C22 C 04.5592 09/15/2047 0.02%
JPMCC 2005-LDP5 F 05.7047 12/15/2044 0.02%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.02%
JTEKT CORP 0.02%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.02%
KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 0.02%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.02%
KRATON POLYMERS P/P 144A 10.5000 04/15/2023 0.02%
LBMLT 2004-1 A2 02.6715 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 05/21/2037 0.02%
LOUISIANA-PACIFIC CORP 04.8750 09/15/2024 0.02%
MARATHON PETRO CORP 06.5000 03/01/2041 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 01.6330 11/15/2045 0.02%
MSBAM 2014-C18 C 04.4893 10/15/2047 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%
NEXON CO LTD 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%
OUTFRONT MEDIA INC 0.02%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.02%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.02%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 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 02.9215 10/25/2034 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%
REVLON CONS TLB L+350 05.3769 09/07/2023 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%
SAIL 2004-10 A10 02.7715 11/25/2034 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%
SINGAPORE AIRLINES LTD 0.02%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.02%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.02%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.02%
STATOIL ASA USD 02.9000 11/08/2020 0.02%
T-MOBILE USA INC 05.3750 04/15/2027 0.02%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.02%
TOYOTA MOTOR CORP 0.02%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.02%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.02%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.02%
WAMU 2005-AR13 A1C3 02.3615 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 04.2909 07/15/2046 0.02%
WFMBS 2006-AR2 1A1 03.7068 03/25/2036 0.02%
WFRBS 2011-C2 D P/P 144A 05.6522 02/15/2044 0.02%
WFRBS 2011-C3 D P/P 144A 05.6861 03/15/2044 0.02%
WFRBS 2011-C4 E P/P 144A 05.2395 06/15/2044 0.02%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.02%
WFRBS 2013-C15 C 04.4813 08/15/2046 0.02%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 0.02%
WM MORRISON SUPERMARKETS 0.02%
WP CAREY INC 0.02%
WP CAREY INC 04.6000 04/01/2024 0.02%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.02%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
ADS INC P/P 144A 05.6250 11/15/2024 0.01%
AEGON NV 0.01%
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%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.01%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.01%
ALLISON TRANSMISSION P/P 144A 05.0000 10/01/2024 0.01%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.01%
ALLY FINANCIAL INC 08.0000 12/31/2018 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.01%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.01%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 0.01%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.01%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.01%
ANTERO RESOURCES 05.3750 11/01/2021 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
ARCELORMITTAL USD 06.1250 06/01/2025 0.01%
ARCELORMITTAL USD 07.2500 10/15/2039 0.01%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.01%
ASAHI GROUP HOLDINGS LTD 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.01%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.01%
BEACON ESCROW CORP P/P 144A 04.8750 11/01/2025 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%
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%
CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 0.01%
CALIFORNIA RESOURC TL L+475 06.5721 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 2014-C02 1M2 04.4715 05/25/2024 0.01%
CAS 2015-C02 1M2 05.8715 05/25/2025 0.01%
CAS 2015-C03 2M2 06.8715 07/25/2025 0.01%
CAS 2016-C05 2M1 03.2215 01/25/2029 0.01%
CBS CORP 02.9000 01/15/2027 0.01%
CBS CORP 04.0000 01/15/2026 0.01%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 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%
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 05.2500 03/07/2025 0.01%
CITIGROUP INC 04.7500 05/18/2046 0.01%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.01%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.01%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.01%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.01%
COMM 2014-CR16 XA IO 01.1628 04/10/2047 0.01%
COMM 2014-CR18 XA IO 01.2120 07/15/2047 0.01%
COMM 2014-CR20 XA IO 01.1509 11/10/2047 0.01%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.01%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
CONTINENTAL RESOURCES INC. 04.5000 04/15/2023 0.01%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.01%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.01%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.01%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.01%
CROWN CASTLE TOWERS P/P 144A 04.8830 08/15/2020 0.01%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.01%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.01%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.01%
DAIWA SECURITIES GROUP INC 0.01%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.01%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
DYNEGY INC P/P 144A 08.1250 01/30/2026 0.01%
EMERA US FINANCE LP 03.5500 06/15/2026 0.01%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.01%
ENERGY TRANSFER PARTNERS 06.1250 12/15/2045 0.01%
ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 0.01%
ENSCO PLC USD 07.7500 02/01/2026 0.01%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.01%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
EXTRACTION OIL & GAS P/P 144A 05.6250 02/01/2026 0.01%
FEDEX CORP 02.6250 08/01/2022 0.01%
FHR 3072 SM 04.2533 11/15/2035 0.01%
FHR 3249 PS 16.4122 12/15/2036 0.01%
FHR 3408 EK 18.6443 04/15/2037 0.01%
FHR 3829 AS IO 05.1734 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 14.6355 08/25/2035 0.01%
FORTERRA TL L+300 04.8769 10/25/2023 0.01%
FRAC TECH INTL TLB L+475 06.6269 04/16/2021 0.01%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.01%
FRONTIER COMM 10.5000 09/15/2022 0.01%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.01%
FXI HOLDINGS INC P/P 144A 07.8750 11/01/2024 0.01%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GATES GLOBAL TLB L+275 05.0520 03/31/2024 0.01%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.01%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.01%
GENON ENERGY INC. 09.8750 10/15/2020 0.01%
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 07.6237 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 04.2279 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 00.8780 05/10/2050 0.01%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.01%
HCA INC 03.7500 03/15/2019 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.01%
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%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.01%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.01%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
ITRON INC P/P 144A 05.0000 01/15/2026 0.01%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 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%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.01%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.01%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.01%
KCA DEUTAG TL L+525 07.6539 05/16/2020 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.01%
KRAFT HEINZ FOODS CO 02.6305 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 00.4272 09/15/2039 0.01%
LENNAR CORP 04.7500 11/15/2022 0.01%
LIONS GATE ENT P/P 144A 05.8750 11/01/2024 0.01%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.01%
MASTEC INC 04.8750 03/15/2023 0.01%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCER INTL INC P/P 144A 05.5000 01/15/2026 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.01%
MGM RESORTS INTL 06.6250 12/15/2021 0.01%
MGM RESORTS INTL 08.6250 02/01/2019 0.01%
MICRON TECH INC P/P 144A 05.2500 01/15/2024 0.01%
MITSUBISHI MATERIALS CORP 0.01%
MLMI 2005-A2 A2 03.5252 02/25/2035 0.01%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.01%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.01%
MSBAM 2013-C12 XA IO 00.8472 10/15/2046 0.01%
MSBAM 2014-C17 XA IO 01.2090 08/15/2047 0.01%
MSC 2007-HQ11 AJ 05.5080 02/12/2044 0.01%
NABORS IND INC P/P 144A 05.7500 02/01/2025 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NEIMAN MARCUS TL L+325 04.9405 10/25/2020 0.01%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.01%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.01%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.01%
NEXT PLC 0.01%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.01%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.01%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.01%
NOVA CHEMICALS CORP P/P 144A 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%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
ORTHO-CLINICAL TLB L+375 05.6269 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%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.01%
PETROLEOS MEXICANOS P/P 144A 06.3500 02/12/2048 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 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 CONSUMER PROD 06.2500 08/01/2024 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.01%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 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%
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 P/P 144A 05.3750 09/30/2025 0.01%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.01%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.01%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.01%
SM ENERGY CO 05.0000 01/15/2024 0.01%
SM ENERGY CO 06.5000 11/15/2021 0.01%
SM ENERGY CO 06.7500 09/15/2026 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.01%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.01%
SPRINGLEAF FINANCE CORP 06.1250 05/15/2022 0.01%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.01%
SPRINT CORP 07.2500 09/15/2021 0.01%
STARWOOD PROP TR P/P 144A 04.7500 03/15/2025 0.01%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.01%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.01%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.01%
SUZUKI MOTOR CORP 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
T-MOBILE USA INC 06.3750 03/01/2025 0.01%
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 05.6250 05/01/2025 0.01%
TENNECO INC 05.3750 12/15/2024 0.01%
THE AES CORPORATION 04.8750 05/15/2023 0.01%
THE 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%
TOYO SUISAN KAISHA LTD 0.01%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.01%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.01%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
TRANSDIGM INC 06.5000 07/15/2024 0.01%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.01%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.01%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.01%
TRONOX INC P/P 144A 06.5000 04/15/2026 0.01%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.01%
UAL 2007 PASS TRUST 06.6360 07/02/2022 0.01%
UBSBB 2012-C4 XA IO P/P 144A 01.6538 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%
VALEANT PHARMA P/P 144A 09.2500 04/01/2026 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
VMWARE INC 03.9000 08/21/2027 0.01%
WALT DISNEY COMPANY/THE 04.3750 08/16/2041 0.01%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.01%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 0.01%
WBCMT 2005-C21 D 05.2958 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 04.2909 07/15/2046 0.01%
WFRBS 2011-C5 XA IO P/P 144A 01.7507 11/15/2044 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.5798 12/15/2045 0.01%
WFRBS 2012-C9 XA IO P/P 144A 01.9102 11/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
WFRBS 2014-C19 C 04.6460 03/15/2047 0.01%
WHITING PETROLEUM C P/P 144A 06.6250 01/15/2026 0.01%
WINDSTREAM SRVC / FIN 06.3750 08/01/2023 0.01%
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%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.01%
YANGZIJIANG SHIPBUILDING 0.01%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.01%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
2.605 R ISWP FWD US0003M P 06/20/2020 0.00%
2.675 R ISWP FWD US0003M P 06/20/2020 0.00%
2.75 R ISWP FWD US0003M P 06/20/2023 0.00%
2.85 R ISWP FWD US0003M P 06/20/2023 0.00%
2.85 R ISWP FWD US0003M P 06/20/2048 0.00%
2.90 R ISWP FWD US0003M P 06/20/2028 0.00%
2.95 R ISWP FWD US0003M P 06/20/2048 0.00%
A SCHULMAN INC 06.8750 06/01/2023 0.00%
ACC CLAIMS HOLDING LLC CLASS A 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.00%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.00%
ALTRIA GROUP INC 09.2500 08/06/2019 0.00%
AMC 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%
AUD/USD 04/18/2018 BCAP-FX 0.00%
AUD/USD 04/18/2018 CSI-FX 0.00%
AUD/USD 04/18/2018 HSBCB 0.00%
AUD/USD 04/18/2018 WPAC 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 00.0515 07/10/2042 0.00%
BACM 2004-5 XC IO P/P 144A 00.4336 11/10/2041 0.00%
BACM 2007-1 XW IO 00.0068 01/15/2049 0.00%
BACM 2007-5 XW IO P/P 144A 00.0032 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%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.00%
BIOSCRIP INC 08.8750 02/15/2021 0.00%
BOYNE USA INC P/P 144A 07.2500 05/01/2025 0.00%
BRAZILIAN REAL CALL ACCOUNT 0.00%
BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.4181 12/11/2038 0.00%
CAD/USD 04/18/2018 BCAP-FX 0.00%
CAD/USD 04/18/2018 SSBT 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CANADIAN DOLLAR ACCOUNT 0.00%
CBRE SERVICES INC 05.2500 03/15/2025 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.00%
CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 0.00%
CD 2007-CD4 XW IO P/P 144A 00.4365 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 00.4861 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 06/20/2018 BCAP-FX 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%
CIT GROUP INC. 05.0000 08/15/2022 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 CG 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.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-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CNH/USD 05/16/2018 GSFX 0.00%
COMM 2006-C8 XS IO P/P 144A 00.6196 12/10/2046 0.00%
CONCORDIA INTL P/P 144A 07.0000 04/15/2023 0.00%
CPG INTL TL L+375 05.0828 05/05/2024 0.00%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.00%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.00%
CSMC 2007-C2 AX IO P/P 144A 00.0038 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 06/20/2018 CITI 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.00%
ENERGY TRANSFER EQUITY 05.5000 06/01/2027 0.00%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 06/20/2018 BANKAM 0.00%
EUR/USD 06/20/2018 BCAP-FX 0.00%
EUR/USD 06/20/2018 CITI 0.00%
EUR/USD 06/20/2018 CSI-FX 0.00%
EUR/USD 06/20/2018 GSFX 0.00%
EUR/USD 06/20/2018 HSBCB 0.00%
EUR/USD 06/20/2018 JPMCB 0.00%
EUR/USD 06/20/2018 RBSF 0.00%
EUR/USD 06/20/2018 SSBT 0.00%
EUR/USD 06/20/2018 UBS 0.00%
EUR/USD 06/20/2018 WPAC 0.00%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.00%
FNR 2006-46 OC PO 00.0000 06/25/2036 0.00%
FRONTIER COMM 11.0000 09/15/2025 0.00%
FUJITSU LTD 0.00%
GBP/USD 06/20/2018 BANKAM 0.00%
GBP/USD 06/20/2018 CITI 0.00%
GBP/USD 06/20/2018 GSFX 0.00%
GBP/USD 06/20/2018 HSBCB 0.00%
GBP/USD 06/20/2018 SSBT 0.00%
GECMC 2007-C1 XC IO P/P 144A 00.1920 12/10/2049 0.00%
GETTY IMAGES TLB L+350 04.7500 10/18/2019 0.00%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.00%
GMACC 1997-C1 X IO 01.0789 07/15/2029 0.00%
GMACC 2005-C1 X1 IO P/P 144A 00.9874 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 05/16/2018 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%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.00%
INDIAN RUPEE CALL ACCOUNT 0.00%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.00%
INTELSAT JACKSON HLDG USD 07.5000 04/01/2021 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.00%
ISTAR INC 05.2500 09/15/2022 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
JPMCC 05-CB12 X1 IO P/P 144A 00.3741 09/12/2037 0.00%
JPMCC 2006-LDP8 X IO 00.2872 05/15/2045 0.00%
JPMCC 2007-LDPX X IO 00.1828 01/15/2049 0.00%
JPY/USD 05/16/2018 BCAP-FX 0.00%
JPY/USD 05/16/2018 CITI 0.00%
JPY/USD 05/16/2018 CSI-FX 0.00%
JPY/USD 05/16/2018 GSFX 0.00%
JPY/USD 05/16/2018 JPMCB 0.00%
JPY/USD 05/16/2018 RBSF 0.00%
JPY/USD 05/16/2018 SSBT 0.00%
JPY/USD 05/16/2018 UBS 0.00%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.00%
KOREAN WON CALL ACCOUNT 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 00.3553 11/15/2040 0.00%
LENNAR CORP P/P 144A 05.8750 11/15/2024 0.00%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.00%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 BC 0.00%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.00%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
MEZZ 2005-C3 X IO P/P 144A 05.8927 05/15/2044 0.00%
MEZZ 2006-C4 X IO P/P 144A 05.4243 07/15/2045 0.00%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MILAGRO OIL & GAS 0.00%
MINI MSCI EAFE JUN18 MFSM8 0.00%
MLMT 2004-KEY2 XC IO P/P 144A 00.5353 08/12/2039 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0025 06/12/2043 0.00%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.00%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 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%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.00%
NOK/USD 06/20/2018 BANKAM 0.00%
NOK/USD 06/20/2018 GSFX 0.00%
NOK/USD 06/20/2018 JPMCB 0.00%
NOK/USD 06/20/2018 SSBT 0.00%
NOK/USD 06/20/2018 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 04/18/2018 CITI 0.00%
NZD/USD 04/18/2018 GSFX 0.00%
NZD/USD 04/18/2018 JPMCB 0.00%
NZD/USD 04/18/2018 SSBT 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%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 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%
S&P MID 400 EMINI JUN18 FAM8 0.00%
S&P500 EMINI FUT JUN18 ESM8 0.00%
SANDRIDGE ENERGY INC 0.00%
SEK/USD 06/20/2018 BANKAM 0.00%
SEK/USD 06/20/2018 BCAP-FX 0.00%
SEK/USD 06/20/2018 CITI 0.00%
SEK/USD 06/20/2018 CSI-FX 0.00%
SEK/USD 06/20/2018 GSFX 0.00%
SEK/USD 06/20/2018 HSBCB 0.00%
SEK/USD 06/20/2018 JPMCB 0.00%
SEK/USD 06/20/2018 RBSF 0.00%
SEK/USD 06/20/2018 SSBT 0.00%
SEK/USD 06/20/2018 UBS 0.00%
SEMGROUP CORP 06.3750 03/15/2025 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 0.00%
SGD/USD 05/16/2018 JPMCB 0.00%
SM ENERGY CO 06.1250 11/15/2022 0.00%
SM ENERGY CO 06.5000 01/01/2023 0.00%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
SPRINGLEAF FINANCE CORP 08.2500 12/15/2020 0.00%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.00%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
SWISS FRANC CALL ACCOUNT 0.00%
T-MOBILE USA INC 04.5000 02/01/2026 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC 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%
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 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 JUN18 TPM8 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 06/20/2018 SSBT 0.00%
TXU TCEH RIGHTS 0.00%
US 10YR NOTE (CBT)JUN18 TYM8 0.00%
US 2YR NOTE (CBT) JUN18 TUM8 0.00%
US 5YR NOTE (CBT) JUN18 FVM8 0.00%
US LONG BOND(CBT) JUN18 USM8 0.00%
US ULTRA BOND CBT JUN18 WNM8 0.00%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 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%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 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 00.0508 06/15/2045 0.00%
WBCMT 2007-C34 IO IO 00.1503 05/15/2046 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEATHERFORD INTL LLC P/P 144A 09.8750 03/01/2025 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WILLIAMS COS INC 07.7500 06/15/2031 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
WPX ENERGY INC 08.2500 08/01/2023 0.00%
AUD/USD 04/18/2018 BANKAM -0.01%
AUD/USD 04/18/2018 CITI -0.01%
AUD/USD 04/18/2018 GSFX -0.01%
AUD/USD 04/18/2018 JPMCB -0.01%
AUD/USD 04/18/2018 RBSF -0.01%
AUD/USD 04/18/2018 SSBT -0.01%
AUD/USD 04/18/2018 UBS -0.01%
CAD/USD 04/18/2018 JPMCB -0.01%
GBP/USD 06/20/2018 BCAP-FX -0.01%
GBP/USD 06/20/2018 CSI-FX -0.01%
NZD/USD 04/18/2018 UBS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CDX CDX.NA.HY.30 500.0 06/20/2023 -0.10%
CGPUTQL2 R US0003M P 11/27/18 CI -0.10%
EMIN RUSSELL 2000 JUN18 RTYM8 -0.19%

Prior top 10 holdings

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

Portfolio Composition as of 05/31/18

U.S. large-cap equity 40.34%
U.S. Investment-grade bonds 30.83%
U.S. small- and mid-cap equity 13.00%
International equity 10.69%
U.S. High-yield bonds 2.95%
Commodities 1.62%
U.S. money markets 0.57%

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%