Putnam Allstate Advisor Plus

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 12/18/18

with optional enhanced death benefits
Unit Value $17.016237 $16.535391
Unit Value Change -0.011745 -0.011482

Lipper ranking ‡ as of 11/30/18

Category: Mixed-Asset Target Alloc Moderate Funds

  Percentile ranking Rank/Funds in category
10 yrs. 6% 8/137
1 yr. 66% 181/274
3 yrs. 36% 86/244
5 yrs. 16% 36/231

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 11/30/18

Fiscal Year End December
Asset Class Putnam Allstate Advisor Plus
Subaccount Status Open to new investors
Number of issues 1371
Turnover (fiscal year end) 208%
Net Assets $132M
Inception Date 02/01/88

Performance

Performance as of 09/30/18

Annualized Performance Last Quarter Year
to Date
1 yr. 3 yrs. 5 yrs. 10 yrs. Life of
subaccount
Restated performance
Unit Value 3.34% 2.31% 6.25% 7.83% 6.65% 7.25% 5.93%
Standardized -4.66% -5.69% -1.75% 5.49% 5.70% 7.25% 5.93%
With optional enhanced death benefit
Unit Value 3.30% 2.20% 6.09% 7.67% 6.49% 7.09% 5.77%
Standardized -4.70% -5.80% -1.91% 5.32% 5.54% 7.09% 5.77%
Actual performance
Unit Value 3.34% 2.31% 6.25% 7.83% 6.65% 7.25% 3.42%
Standardized -4.66% -5.69% -1.75% 5.49% 5.70% 7.25% 3.42%
With optional enhanced death benefit
Unit Value 3.30% 2.20% 6.09% 7.67% 6.49% 7.09% 3.27%
Standardized -4.70% -5.80% -1.91% 5.32% 5.54% 7.09% 3.27%

Annual Performance at NAV

2008 2009 2010 2011 2012 2013 2014 2015 2016 2017
-34.39% 33.04% 12.86% -2.01% 12.37% 17.58% 7.67% -1.43% 5.01% 13.50%
With optional enhanced death benefit
-34.49% 32.84% 12.68% -2.16% 12.20% 17.40% 7.51% -1.58% 4.85% 13.33%

Restated performance

Monthly as of 11/30/18

Unit Value 0.11%
Standardized -7.89%

YTD as of 12/18/18

Unit Value -7.93%
Standardized -15.29%

With optional enhanced death benefit

Monthly as of 11/30/18

Unit Value 0.10%
Standardized -7.90%

YTD as of 12/18/18

Unit Value -8.06%
Standardized -15.41%

Unit values and performance information shown apply to the specific annuity product listed, not the underlying Putnam Variable Trust fund. This information should not be used by investors who hold an interest in Putnam Variable Trust funds through a different annuity or other variable product. The unit values and performance of other variable products that offer Putnam Variable Trust funds may be higher or lower due to product charges and expenses or other factors.

Data is historical. Past performance is no guarantee of future results. More recent returns may be less or more than those shown. Investment return and principal value will fluctuate, and you may have a gain or a loss when you sell your units.

Returns shown for the subaccounts for periods before their inception are derived from the historical performance of the underlying fund, adjusted to reflect the mortality, expense risk, and surrender charges applicable to this product and do not factor in the annual $30 contract maintenance fee. Additional riders and options for insurance-related charges will increase expenses and lower returns. Please see the prospectus for details. For a portion of the period, subaccounts may have limited expenses, without which returns would have been lower.

Variable annuities are long-term investments designed for retirement purposes. Putnam Capital Manager products are flexible-premium variable annuities held by Talcott Resolution Life, Inc., Simsbury, CT.

Putnam Allstate variable annuities are flexible-premium deferred variable annuities issued by Allstate Life Insurance Company (Allstate Life); underwritten by Allstate Distributors, L.L.C., both of Northbrook, IL; and sold through registered representatives or bank employees who are licensed insurance agents. Please check for availability in your specific state.

These policies have limitations and are sold by prospectus only. The prospectus contains details on the variable annuity, the subaccounts, contract features, fees, expenses, and other pertinent information.

Investors should carefully consider the investment objectives, risks, charges, and expenses of a fund before investing. For a prospectus containing this and other information for any variable annuity or variable life product that invests in Putnam Variable Trust funds, contact your financial advisor for a contract prospectus and prospectus for the underlying funds. You may also call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277. Read the prospectuses carefully before investing.

For the most recent month-end performance, please call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277.

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

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

Risk Characteristics as of 11/30/18

Avg. Eff. Maturity 8.11
Avg. Price --
Avg. Eff. Duration 1.86
Avg. Coupon --
Avg. Yield to Maturity --
Alpha (%) --
Beta --
R Squared --
Standard Deviation (3 yrs.) 6.65

Holdings

Top 10 holdings as of 11/30/18

Fnma Fn30 Ma3238 03.5000 01/01/2048 2.80%
Gnma Gii30 Ma4652 03.5000 08/20/2047 2.03%
Alphabet 1.94%
JPMorgan Chase 1.43%
Apple 1.27%
Verizon Communications 1.19%
Cisco Systems 1.18%
Home Depot 1.14%
Boeing 1.14%
Fhlmc Fh30g G08814 04.0000 05/01/2048 1.10%
Top 10 holdings, total: 15.22%

Equity Holdings as of 09/30/18

ALPHABET INC-CL A 2.03%
JPMORGAN CHASE & CO 1.39%
APPLE INC 1.14%
CISCO SYSTEMS INC 1.11%
BOEING CO/THE 1.06%
CITIGROUP INC 1.06%
VERIZON COMMUNICATIONS INC 1.06%
NVIDIA CORP 1.04%
HOME DEPOT INC 0.99%
AMAZON.COM INC 0.86%
MICROSOFT CORP 0.76%
ORACLE CORP 0.70%
PEPSICO INC 0.66%
VALERO ENERGY CORP 0.62%
JOHNSON & JOHNSON 0.59%
COCA-COLA CO/THE 0.54%
FACEBOOK INC-A 0.54%
CONOCOPHILLIPS 0.53%
ANTHEM INC 0.52%
MERCK & CO. INC. 0.47%
WALT DISNEY CO/THE 0.47%
ELI LILLY & CO 0.46%
OCCIDENTAL PETROLEUM CORP 0.45%
INTUIT INC 0.44%
BRISTOL-MYERS SQUIBB CO 0.42%
AMGEN INC 0.41%
HONEYWELL INTERNATIONAL INC 0.40%
NORTHROP GRUMMAN CORP 0.40%
INTL BUSINESS MACHINES CORP 0.39%
DELTA AIR LINES INC 0.38%
MONDELEZ INTERNATIONAL INC-A 0.37%
CIGNA CORP 0.36%
MORGAN STANLEY 0.36%
WALGREENS BOOTS ALLIANCE INC 0.36%
HALLIBURTON CO 0.35%
ROSS STORES INC 0.34%
HUMANA INC 0.33%
NETAPP INC 0.32%
SYSCO CORP 0.32%
LULULEMON ATHLETICA INC 0.31%
LOCKHEED MARTIN CORP 0.30%
AUTOMATIC DATA PROCESSING 0.29%
PALO ALTO NETWORKS INC 0.29%
ABIOMED INC 0.28%
FORD MOTOR CO 0.28%
FORTINET INC 0.28%
BOSTON SCIENTIFIC CORP 0.27%
KINDER MORGAN INC 0.27%
PRUDENTIAL FINANCIAL INC 0.27%
REGIONS FINANCIAL CORP 0.27%
ROYAL CARIBBEAN CRUISES LTD 0.27%
BAXTER INTERNATIONAL INC 0.26%
COGNIZANT TECH SOLUTIONS-A 0.26%
CUMMINS INC 0.26%
E*TRADE FINANCIAL CORPORATION 0.26%
ESTEE LAUDER COMPANIES-CL A 0.26%
HP INC 0.26%
PFIZER INC 0.26%
US BANCORP 0.26%
WILLIAMS COS INC 0.26%
AGILENT TECHNOLOGIES INC 0.25%
INGERSOLL-RAND PLC 0.25%
MCKESSON CORP 0.25%
RAYTHEON COMPANY 0.25%
TIFFANY & CO 0.25%
GILEAD SCIENCES INC 0.24%
ABBVIE INC 0.23%
AMERIPRISE FINANCIAL INC 0.23%
CAPITAL ONE FINANCIAL CORP 0.23%
CARNIVAL CORP 0.23%
ENTERGY CORP 0.23%
METLIFE INC 0.23%
PVH CORP 0.23%
RED HAT INC 0.23%
NOVARTIS AG-REG 0.22%
CENTENE CORP 0.21%
GOLDMAN SACHS GROUP INC 0.21%
MICHAEL KORS HOLDINGS LTD 0.21%
ROCHE HOLDING AG-GENUSSCHEIN 0.21%
DISCOVER FINANCIAL SERVICES 0.20%
FIFTH THIRD BANCORP 0.20%
NRG ENERGY INC 0.20%
ROCKWELL AUTOMATION INC 0.20%
TOTAL SA 0.20%
F5 NETWORKS INC 0.19%
HILTON WORLDWIDE HOLDINGS IN 0.19%
KLA-TENCOR CORP 0.19%
TEXAS INSTRUMENTS INC 0.19%
TOYOTA MOTOR CORP 0.19%
VF CORP 0.19%
WASTE MANAGEMENT INC 0.19%
DELL TECHNOLOGIES INC-CL V 0.17%
FLEETCOR TECHNOLOGIES INC 0.17%
HARTFORD FINANCIAL SVCS GRP 0.17%
LAS VEGAS SANDS CORP 0.17%
MASTERCARD INC - A 0.17%
WELLCARE HEALTH PLANS INC 0.17%
AIR PRODUCTS & CHEMICALS INC 0.16%
ALLIANZ SE-REG 0.16%
EQUITY RESIDENTIAL TR REIT 0.16%
FIDELITY NATIONAL INFO SERV 0.16%
GLAXOSMITHKLINE PLC 0.16%
HERSHEY CO/THE 0.16%
ALLISON TRANSMISSION HOLDING 0.15%
WYNDHAM DESTINATIONS INC 0.15%
ZOETIS INC 0.15%
BIOGEN INC 0.14%
PACKAGING CORP OF AMERICA 0.14%
PROCTER & GAMBLE CO/THE 0.14%
RIO TINTO PLC 0.14%
SUMITOMO MITSUI FINANCIAL GR 0.14%
TOTAL SYSTEM SERVICES INC 0.14%
CIT GROUP INC 0.13%
CMS ENERGY CORP 0.13%
CONAGRA BRANDS INC 0.13%
ENI SPA 0.13%
HUNTSMAN CORP 0.13%
KANSAS CITY SOUTHERN 0.13%
KDDI CORP 0.13%
LOEWS CORP 0.13%
MOLSON COORS BREWING CO -B 0.13%
ONEOK INC 0.13%
VERTEX PHARMACEUTICALS INC 0.13%
WEYERHAEUSER CO 0.13%
ALLY FINANCIAL INC 0.12%
AMADEUS IT GROUP SA 0.12%
AMEREN CORPORATION 0.12%
ARCELORMITTAL 0.12%
ASTELLAS PHARMA INC 0.12%
BROADRIDGE FINANCIAL SOLUTIO 0.12%
CA INC 0.12%
CENTERPOINT ENERGY INC 0.12%
CENTRAL JAPAN RAILWAY CO 0.12%
DENTSPLY SIRONA INC 0.12%
DOLLAR GENERAL CORP 0.12%
EQUINOR ASA 0.12%
HERMES INTERNATIONAL 0.12%
HITACHI LTD 0.12%
IMPERIAL BRANDS PLC 0.12%
LINCOLN NATIONAL CORP 0.12%
MIZUHO FINANCIAL GROUP INC 0.12%
NEWMONT MINING CORP 0.12%
PBF ENERGY INC-CLASS A 0.12%
REPSOL SA 0.12%
SYNOPSYS INC 0.12%
TWENTY-FIRST CENTURY FOX - B 0.12%
AMETEK INC 0.11%
APPLIED MATERIALS INC 0.11%
AVERY DENNISON CORP 0.11%
AVIVA PLC 0.11%
BASF SE 0.11%
CADENCE DESIGN SYS INC 0.11%
CELANESE CORP 0.11%
CK ASSET HOLDINGS LTD 0.11%
ENEL SPA 0.11%
FRESENIUS MEDICAL CARE AG & 0.11%
HOYA CORP 0.11%
KONINKLIJKE AHOLD DELHAIZE N 0.11%
LEGAL & GENERAL GROUP PLC 0.11%
MACQUARIE GROUP LTD 0.11%
NIPPON TELEGRAPH & TELEPHONE 0.11%
ORIX CORP 0.11%
SANDVIK AB 0.11%
SHIONOGI & CO LTD 0.11%
SONY CORP 0.11%
UGI CORP 0.11%
VOLVO AB-B SHS 0.11%
ABN AMRO GROUP NV-CVA 0.10%
ANGLO AMER PLC 0.10%
CELGENE CORP 0.10%
COVESTRO AG 0.10%
EXPEDITORS INTL WASH INC 0.10%
HCP INC 0.10%
INTL CONSOLIDATED AIRLINE-DI 0.10%
ITOCHU CORP 0.10%
MARUBENI CORP 0.10%
MITSUI AND CO LTD 0.10%
MSCI INC 0.10%
OWENS CORNING 0.10%
PERSIMMON PLC 0.10%
PEUGEOT SA 0.10%
RESONA HOLDINGS INC 0.10%
ROYAL DUTCH SHELL PLC-B SHS 0.10%
SL GREEN REALTY CORP 0.10%
SWEDBANK AB - A SHARES 0.10%
VORNADO REALTY TRUST 0.10%
AES CORP 0.09%
AMDOCS LTD 0.09%
AMERICAN ELECTRIC POWER 0.09%
ASSURANT INC 0.09%
BERRY GLOBAL GROUP INC 0.09%
BLUESCOPE STEEL LTD 0.09%
CBRE GROUP INC - A 0.09%
CLP HOLDINGS LTD 0.09%
DNB NOR ASA 0.09%
DUN & BRADSTREET CORP 0.09%
FAURECIA 0.09%
HANG SENG BANK LTD 0.09%
KAR AUCTION SERVICES INC 0.09%
KEYSIGHT TECHNOLOGIES IN 0.09%
NORTHERN TRUST CORP 0.09%
NTT DATA CORP 0.09%
PARTNERS GROUP HOLDING AG 0.09%
PRINCIPAL FINANCIAL GROUP 0.09%
REPUBLIC SERVICES INC 0.09%
SAINSBURY (J) PLC 0.09%
SIGNET JEWELERS LTD 0.09%
TAYLOR WIMPEY PLC 0.09%
TOLL BROTHERS INC 0.09%
VINCI SA 0.09%
ACS ACTIVIDADES 0.08%
AENA SME SA 0.08%
BOOZ ALLEN HAMILTON HOLDINGS 0.08%
CHARLES RIVER LABORATORIES 0.08%
DUKE REALTY CORP 0.08%
GALAXY ENT GRP L 0.08%
MANPOWERGROUP INC 0.08%
NESTLE SA-REG 0.08%
PINNACLE FOODS INC 0.08%
W.R. GRACE & CO 0.08%
WOOLWORTHS GROUP LTD 0.08%
ALLERGAN PLC 0.07%
ATHENE HOLDING LTD-CLASS A 0.07%
BRIXMOR PROPERTY GROUP INC 0.07%
CAPGEMINI SE 0.07%
DOLLAR TREE INC 0.07%
FIAT CHRYSLER AUTOMOBILES NV 0.07%
INGREDION INC 0.07%
L OREAL 0.07%
LKQ CORP 0.07%
NUANCE COMMUNICATIONS INC 0.07%
OGE ENERGY CORP 0.07%
PARK HOTELS & RESORTS INC 0.07%
PENTAIR PLC 0.07%
PINNACLE WEST CAPITAL 0.07%
SPIRIT REALTY CAPITAL INC 0.07%
TUI AG-DI 0.07%
UCB SA 0.07%
ZEBRA TECHNOLOGIES CORP-CL A 0.07%
3I GROUP PLC 0.06%
ARKEMA 0.06%
ASSOCIATED BRITISH FOODS PLC 0.06%
BWX TECHNOLOGIES INC 0.06%
EASYJET PLC 0.06%
EVERGY INC 0.06%
EXTENDED STAY AMERICA INC 0.06%
HYATT HOTELS CORP - CL A 0.06%
JONES LANG LASALLE INC 0.06%
MADISON SQUARE GARDEN CO- A 0.06%
MITSUBISHI CHEMICAL HOLDINGS 0.06%
MONCLER SPA 0.06%
NTT DOCOMO INC 0.06%
PROSIEBENSAT.1 MEDIA SE 0.06%
RALPH LAUREN CORP 0.06%
SERVICEMASTER GLOBAL HOLDING 0.06%
SWEDISH MATCH AB 0.06%
TAISEI CORP 0.06%
UNITED OVERSEAS BANK LTD 0.06%
VISTEON CORP 0.06%
AMERICAN FINANCIAL GROUP INC 0.05%
AMERICAN HOME 4 RENT 0.05%
APARTMENT INVT & MGMT CO -A 0.05%
ASHTEAD GROUP PLC 0.05%
ATMOS ENERGY CORP 0.05%
BLACK KNIGHT INC 0.05%
DOMTAR CORP 0.05%
EVONIK INDUSTRIES AG 0.05%
HD SUPPLY HOLDINGS INC 0.05%
HIGHWOODS PROPERTIES INC 0.05%
KAO CORP 0.05%
LEIDOS HOLDINGS INC 0.05%
MARINE HARVEST 0.05%
MUENCHENER RUECKVER AG-REG 0.05%
OMV AG 0.05%
PEARSON PLC 0.05%
SANTANDER CONSUMER USA HOLDI 0.05%
SKF AB-B SHARES 0.05%
STARWOOD PROPERTY TRUST INC 0.05%
UPM-KYMMENE OYJ 0.05%
WABCO HOLDINGS INC 0.05%
AECOM 0.04%
ALFRESA HOLDINGS CORP 0.04%
BGC PARTNERS INC-CL A 0.04%
CABOT CORP 0.04%
COCA-COLA AMATIL LTD 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
GAMING AND LEISURE PROPERTIE 0.04%
HUDSON PACIFIC PROPERTIES IN 0.04%
JABIL INC 0.04%
JAPAN AIRLINES CO LTD 0.04%
LIBERTY MEDIA COR-SIRIUSXM A 0.04%
LIBERTY PROPERTY TRUST 0.04%
NEW RESIDENTIAL INVESTMENT 0.04%
NEWS CORP - CLASS A 0.04%
NVENT ELECTRIC PLC 0.04%
POLA ORBIS HOLDINGS INC 0.04%
RENAISSANCERE HOLDINGS LTD 0.04%
SUN COMMUNITIES INC 0.04%
SUN HUNG KAI PROPERTIES 0.04%
SYNOVUS FINANCIAL CORP 0.04%
WATERS CORP 0.04%
ABC-MART INC 0.03%
APPLE HOSPITALITY REIT INC 0.03%
ARRIS INTERNATIONAL PLC 0.03%
AXIS CAPITAL HOLDINGS LTD 0.03%
BHP BILLITON LIMITED 0.03%
BRANDYWINE REALTY TRUST 0.03%
CHECK POINT SOFTWARE TECH 0.03%
COPA HOLDINGS SA-CLASS A 0.03%
CORELOGIC INC 0.03%
CROWN RESORTS LTD 0.03%
DOUGLAS EMMETT INC 0.03%
ENDESA S.A. 0.03%
ENGIE 0.03%
FIRST HAWAIIAN INC 0.03%
GARDNER DENVER HOLDINGS INC 0.03%
HENDERSON LAND DEVELOPMENT 0.03%
HILL-ROM HOLDINGS INC 0.03%
IPSEN 0.03%
KERING 0.03%
LIFE STORAGE INC 0.03%
LONDON STOCK EXCHANGE GROUP 0.03%
PARAMOUNT GROUP INC 0.03%
POPULAR INC 0.03%
RANDSTAD NV 0.03%
RAYONIER INC 0.03%
ROYAL GOLD INC 0.03%
SEALED AIR CORP 0.03%
SENIOR HOUSING PROP TRUST 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
TAPESTRY INC 0.03%
TELEDYNE TECHNOLOGIES INC 0.03%
UNIVAR INC 0.03%
AGNC INVESTMENT CORP 0.02%
ARISTOCRAT LEISURE LTD 0.02%
BERKELEY GROUP HOLDINGS/THE 0.02%
BOLIDEN AB 0.02%
CIMIC GROUP LTD 0.02%
DEUTSCHE BOERSE AG 0.02%
EMPIRE STATE REALTY TRUST-A 0.02%
HOCHTIEF AG 0.02%
HONG KONG EXCHANGES & CLEAR 0.02%
HSBC HOLDINGS PLC 0.02%
KERRY PROPERTIES LTD 0.02%
KEURIG DR PEPPER INC 0.02%
KIRIN HOLDINGS CO LTD 0.02%
KYUSHU RAILWAY COMPANY 0.02%
L3 TECHNOLOGIES INC 0.02%
LLOYDS BANKING GROUP PLC 0.02%
MEDIPAL HOLDINGS CORP 0.02%
MITSUBISHI GAS CHEMICAL CO 0.02%
NOMURA REAL ESTATE HOLDINGS 0.02%
OUTFRONT MEDIA INC 0.02%
RTL GROUP 0.02%
SCENTRE GROUP 0.02%
SIEMENS HEALTH 0.02%
SWISSCOM AG-REG 0.02%
WH GROUP LTD 0.02%
WOLTERS KLUWER 0.02%
WP CAREY INC 0.02%
AEGON NV 0.01%
AVAYA HOLDINGS CORP 0.01%
BROTHER INDUSTRIES LTD 0.01%
BT GROUP PLC 0.01%
COLOPLAST-B 0.01%
DAI NIPPON PRINTING CO LTD 0.01%
DAIWA SECURITIES GROUP INC 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
FUJITSU LTD 0.01%
GMAC CAPITAL TRUST I PCT 08.0987 0.01%
KONINKLIJKE PHILIPS NV 0.01%
NEXON CO LTD 0.01%
NEXT PLC 0.01%
SCHRODERS PLC 0.01%
SOUTH32 LTD 0.01%
STOCKLAND 0.01%
SUZUKI MOTOR CORP 0.01%
SWIRE PROPERTIES LTD 0.01%
TAISHO PHARMACEUTICAL HOLDIN 0.01%
WM MORRISON SUPERMARKETS 0.01%
CAESARS ENTERTAINMENT CORP 0.00%
COCA-COLA EUROPEAN PARTNERS 0.00%
CONCORDIA INTERNATIONAL CORP 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
MWO HOLDINGS LLC 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
SANDRIDGE ENERGY INC 0.00%
TERVITA CORP 0.00%
TXU TCEH RIGHTS 0.00%

Full Portfolio Holdings as of 09/30/18

FNMA FN30 MA3238 03.5000 01/01/2048 2.65%
ALPHABET INC-CL A 2.03%
GNMA GII30 MA4652 03.5000 08/20/2047 1.94%
JPMORGAN CHASE & CO 1.39%
APPLE INC 1.14%
CISCO SYSTEMS INC 1.11%
BOEING CO/THE 1.06%
CITIGROUP INC 1.06%
VERIZON COMMUNICATIONS INC 1.06%
FHLMC FH30G G08814 04.0000 05/01/2048 1.04%
NVIDIA CORP 1.04%
HOME DEPOT INC 0.99%
FNMA FN15 AL9468 03.0000 12/01/2031 0.97%
AMAZON.COM INC 0.86%
FNMA FN30 TBA 06.0000 10/01/2048 0.76%
MICROSOFT CORP 0.76%
FNMA FN30 TBA 04.5000 10/01/2048 0.73%
ORACLE CORP 0.70%
GNMA GII30 MA4837 03.5000 11/20/2047 0.67%
PEPSICO INC 0.66%
S&P GSCI 3X NOTE 04/01/2019 0.66%
VALERO ENERGY CORP 0.62%
FNMA FN30 BH5117 04.0000 08/01/2047 0.59%
JOHNSON & JOHNSON 0.59%
COCA-COLA CO/THE 0.54%
FACEBOOK INC-A 0.54%
CONOCOPHILLIPS 0.53%
ANTHEM INC 0.52%
MERCK & CO. INC. 0.47%
WALT DISNEY CO/THE 0.47%
ELI LILLY & CO 0.46%
OCCIDENTAL PETROLEUM CORP 0.45%
INTUIT INC 0.44%
BRISTOL-MYERS SQUIBB CO 0.42%
AMGEN INC 0.41%
HONEYWELL INTERNATIONAL INC 0.40%
NORTHROP GRUMMAN CORP 0.40%
INTL BUSINESS MACHINES CORP 0.39%
DELTA AIR LINES INC 0.38%
MONDELEZ INTERNATIONAL INC-A 0.37%
CIGNA CORP 0.36%
MORGAN STANLEY 0.36%
WALGREENS BOOTS ALLIANCE INC 0.36%
HALLIBURTON CO 0.35%
ROSS STORES INC 0.34%
HUMANA INC 0.33%
NETAPP INC 0.32%
SYSCO CORP 0.32%
LULULEMON ATHLETICA INC 0.31%
LOCKHEED MARTIN CORP 0.30%
AUTOMATIC DATA PROCESSING 0.29%
PALO ALTO NETWORKS INC 0.29%
ABIOMED INC 0.28%
FORD MOTOR CO 0.28%
FORTINET INC 0.28%
BOSTON SCIENTIFIC CORP 0.27%
KINDER MORGAN INC 0.27%
PRUDENTIAL FINANCIAL INC 0.27%
REGIONS FINANCIAL CORP 0.27%
ROYAL CARIBBEAN CRUISES LTD 0.27%
BAXTER INTERNATIONAL INC 0.26%
COGNIZANT TECH SOLUTIONS-A 0.26%
CUMMINS INC 0.26%
E*TRADE FINANCIAL CORPORATION 0.26%
ESTEE LAUDER COMPANIES-CL A 0.26%
HP INC 0.26%
PFIZER INC 0.26%
US BANCORP 0.26%
WILLIAMS COS INC 0.26%
AGILENT TECHNOLOGIES INC 0.25%
INGERSOLL-RAND PLC 0.25%
MCKESSON CORP 0.25%
RAYTHEON COMPANY 0.25%
TIFFANY & CO 0.25%
GILEAD SCIENCES INC 0.24%
ABBVIE INC 0.23%
AMERIPRISE FINANCIAL INC 0.23%
CAPITAL ONE FINANCIAL CORP 0.23%
CARNIVAL CORP 0.23%
ENTERGY CORP 0.23%
METLIFE INC 0.23%
PVH CORP 0.23%
RED HAT INC 0.23%
FNMA FN30 AS7003 03.0000 04/01/2046 0.22%
NOVARTIS AG-REG 0.22%
CENTENE CORP 0.21%
GOLDMAN SACHS GROUP INC 0.21%
MICHAEL KORS HOLDINGS LTD 0.21%
ROCHE HOLDING AG-GENUSSCHEIN 0.21%
DISCOVER FINANCIAL SERVICES 0.20%
FIFTH THIRD BANCORP 0.20%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.20%
NRG ENERGY INC 0.20%
ROCKWELL AUTOMATION INC 0.20%
TOTAL SA 0.20%
F5 NETWORKS INC 0.19%
HILTON WORLDWIDE HOLDINGS IN 0.19%
KLA-TENCOR CORP 0.19%
TEXAS INSTRUMENTS INC 0.19%
TOYOTA MOTOR CORP 0.19%
VF CORP 0.19%
WASTE MANAGEMENT INC 0.19%
DELL TECHNOLOGIES INC-CL V 0.17%
FLEETCOR TECHNOLOGIES INC 0.17%
HARTFORD FINANCIAL SVCS GRP 0.17%
LAS VEGAS SANDS CORP 0.17%
MASTERCARD INC - A 0.17%
WELLCARE HEALTH PLANS INC 0.17%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.16%
AIR PRODUCTS & CHEMICALS INC 0.16%
ALLIANZ SE-REG 0.16%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.16%
CITIGROUP INC 03.8870 01/10/2028 0.16%
EQUITY RESIDENTIAL TR REIT 0.16%
FIDELITY NATIONAL INFO SERV 0.16%
FNMA FN30 BC2733 03.0000 05/01/2046 0.16%
GLAXOSMITHKLINE PLC 0.16%
HERSHEY CO/THE 0.16%
ALLISON TRANSMISSION HOLDING 0.15%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.15%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.15%
WYNDHAM DESTINATIONS INC 0.15%
ZOETIS INC 0.15%
BIOGEN INC 0.14%
PACKAGING CORP OF AMERICA 0.14%
PROCTER & GAMBLE CO/THE 0.14%
RIO TINTO PLC 0.14%
SUMITOMO MITSUI FINANCIAL GR 0.14%
TOTAL SYSTEM SERVICES INC 0.14%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.14%
CIT GROUP INC 0.13%
CMS ENERGY CORP 0.13%
CONAGRA BRANDS INC 0.13%
ENI SPA 0.13%
FNMA FN30 BH7058 03.5000 12/01/2047 0.13%
HUNTSMAN CORP 0.13%
KANSAS CITY SOUTHERN 0.13%
KDDI CORP 0.13%
LOEWS CORP 0.13%
MOLSON COORS BREWING CO -B 0.13%
MORGAN STANLEY 03.6250 01/20/2027 0.13%
ONEOK INC 0.13%
VERTEX PHARMACEUTICALS INC 0.13%
WEYERHAEUSER CO 0.13%
ALLY FINANCIAL INC 0.12%
AMADEUS IT GROUP SA 0.12%
AMEREN CORPORATION 0.12%
ARCELORMITTAL 0.12%
ASTELLAS PHARMA INC 0.12%
BROADRIDGE FINANCIAL SOLUTIO 0.12%
CA INC 0.12%
CENTERPOINT ENERGY INC 0.12%
CENTRAL JAPAN RAILWAY CO 0.12%
DENTSPLY SIRONA INC 0.12%
DOLLAR GENERAL CORP 0.12%
EQUINOR ASA 0.12%
HERMES INTERNATIONAL 0.12%
HITACHI LTD 0.12%
IMPERIAL BRANDS PLC 0.12%
LINCOLN NATIONAL CORP 0.12%
MIZUHO FINANCIAL GROUP INC 0.12%
NEWMONT MINING CORP 0.12%
PBF ENERGY INC-CLASS A 0.12%
REPSOL SA 0.12%
SYNOPSYS INC 0.12%
TWENTY-FIRST CENTURY FOX - B 0.12%
AMETEK INC 0.11%
APPLIED MATERIALS INC 0.11%
AT&T INC P/P 144A 04.1000 02/15/2028 0.11%
AVERY DENNISON CORP 0.11%
AVIVA PLC 0.11%
BASF SE 0.11%
CADENCE DESIGN SYS INC 0.11%
CELANESE CORP 0.11%
CK ASSET HOLDINGS LTD 0.11%
ENEL SPA 0.11%
FNMA FN30 AS7154 03.0000 05/01/2046 0.11%
FRESENIUS MEDICAL CARE AG & 0.11%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.11%
HOYA CORP 0.11%
KONINKLIJKE AHOLD DELHAIZE N 0.11%
LEGAL & GENERAL GROUP PLC 0.11%
MACQUARIE GROUP LTD 0.11%
NIPPON TELEGRAPH & TELEPHONE 0.11%
ORIX CORP 0.11%
SANDVIK AB 0.11%
SHIONOGI & CO LTD 0.11%
SONY CORP 0.11%
SPST 2018-1 A 03.1122 04/24/2019 0.11%
UGI CORP 0.11%
VOLVO AB-B SHS 0.11%
ABN AMRO GROUP NV-CVA 0.10%
ANGLO AMER PLC 0.10%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.10%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.10%
CELGENE CORP 0.10%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.10%
COVESTRO AG 0.10%
EXPEDITORS INTL WASH INC 0.10%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.10%
HCP INC 0.10%
INTL CONSOLIDATED AIRLINE-DI 0.10%
ITOCHU CORP 0.10%
MARUBENI CORP 0.10%
MITSUI AND CO LTD 0.10%
MSCI INC 0.10%
OWENS CORNING 0.10%
PERSIMMON PLC 0.10%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.10%
PEUGEOT SA 0.10%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.10%
RESONA HOLDINGS INC 0.10%
ROYAL DUTCH SHELL PLC-B SHS 0.10%
SL GREEN REALTY CORP 0.10%
SWEDBANK AB - A SHARES 0.10%
VORNADO REALTY TRUST 0.10%
AES CORP 0.09%
ALPHABET INC 03.6250 05/19/2021 0.09%
AMDOCS LTD 0.09%
AMERICAN ELECTRIC POWER 0.09%
AMGEN INC 03.4500 10/01/2020 0.09%
APPLE INC 02.1000 05/06/2019 0.09%
ASSURANT INC 0.09%
BERRY GLOBAL GROUP INC 0.09%
BLUESCOPE STEEL LTD 0.09%
CBRE GROUP INC - A 0.09%
CLP HOLDINGS LTD 0.09%
CVS HEALTH CORP 02.2500 12/05/2018 0.09%
DNB NOR ASA 0.09%
DUN & BRADSTREET CORP 0.09%
FAURECIA 0.09%
HANG SENG BANK LTD 0.09%
IBM CORP 01.8750 08/01/2022 0.09%
KAR AUCTION SERVICES INC 0.09%
KEYSIGHT TECHNOLOGIES IN 0.09%
NORTHERN TRUST CORP 0.09%
NTT DATA CORP 0.09%
PARTNERS GROUP HOLDING AG 0.09%
PRINCIPAL FINANCIAL GROUP 0.09%
REPUBLIC SERVICES INC 0.09%
SAINSBURY (J) PLC 0.09%
SIGNET JEWELERS LTD 0.09%
SPST 2018-3 A 02.9122 07/24/2019 0.09%
TAYLOR WIMPEY PLC 0.09%
TOLL BROTHERS INC 0.09%
VINCI SA 0.09%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.09%
ACS ACTIVIDADES 0.08%
AENA SME SA 0.08%
BOOZ ALLEN HAMILTON HOLDINGS 0.08%
CHARLES RIVER LABORATORIES 0.08%
CVS HEALTH CORP 04.7800 03/25/2038 0.08%
CWALT 2006-OA10 4A1 02.4058 08/25/2046 0.08%
CWALT 2006-OA7 1A2 02.7850 06/25/2046 0.08%
DUKE REALTY CORP 0.08%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.08%
GALAXY ENT GRP L 0.08%
GNMA GII30 4246 06.5000 09/20/2038 0.08%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.08%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.08%
MANPOWERGROUP INC 0.08%
NESTLE SA-REG 0.08%
PINNACLE FOODS INC 0.08%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.08%
SPST 2017-6 A 02.9122 11/24/2018 0.08%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.08%
W.R. GRACE & CO 0.08%
WOOLWORTHS GROUP LTD 0.08%
ALLERGAN PLC 0.07%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.07%
ATHENE HOLDING LTD-CLASS A 0.07%
BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 0.07%
BRIXMOR PROPERTY GROUP INC 0.07%
CAPGEMINI SE 0.07%
CAS 2015-C04 2M2 07.7658 04/25/2028 0.07%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.07%
DOLLAR TREE INC 0.07%
E. I. DU PONT DE NEMOUR 03.6250 01/15/2021 0.07%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.07%
FIAT CHRYSLER AUTOMOBILES NV 0.07%
INGREDION INC 0.07%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.07%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.07%
KEURIG DR PEPPER INC P/P 144A 04.5970 05/25/2028 0.07%
KINDER MORGAN INC 03.1500 01/15/2023 0.07%
L OREAL 0.07%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.07%
LKQ CORP 0.07%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.07%
NUANCE COMMUNICATIONS INC 0.07%
OGE ENERGY CORP 0.07%
ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 0.07%
ORACLE CORPORATION 02.2500 10/08/2019 0.07%
PARK HOTELS & RESORTS INC 0.07%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.07%
PENTAIR PLC 0.07%
PINNACLE WEST CAPITAL 0.07%
SPIRIT REALTY CAPITAL INC 0.07%
TUI AG-DI 0.07%
UCB SA 0.07%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.07%
VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 0.07%
ZEBRA TECHNOLOGIES CORP-CL A 0.07%
3I GROUP PLC 0.06%
ALTRIA GROUP INC 02.6250 01/14/2020 0.06%
AMAZON.COM INC 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%
ARKEMA 0.06%
ASSOCIATED BRITISH FOODS PLC 0.06%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.06%
BWX TECHNOLOGIES INC 0.06%
CIGNA CORP 04.5000 03/15/2021 0.06%
COMCAST CORP 03.9690 11/01/2047 0.06%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.06%
CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 0.06%
EASYJET PLC 0.06%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.06%
EVERGY INC 0.06%
EXTENDED STAY AMERICA INC 0.06%
FNMA FN40 BF0171 04.0000 01/01/2057 0.06%
GNMA GII30 4581 06.5000 11/20/2039 0.06%
HYATT HOTELS CORP - CL A 0.06%
JONES LANG LASALLE INC 0.06%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.06%
MADISON SQUARE GARDEN CO- A 0.06%
MITSUBISHI CHEMICAL HOLDINGS 0.06%
MONCLER SPA 0.06%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.06%
NTT DOCOMO INC 0.06%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.06%
ORACLE CORP 02.5000 10/15/2022 0.06%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.06%
PROSIEBENSAT.1 MEDIA SE 0.06%
RALPH LAUREN CORP 0.06%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.06%
SERVICEMASTER GLOBAL HOLDING 0.06%
SWEDISH MATCH AB 0.06%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.06%
TAISEI CORP 0.06%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.06%
TPAT 2018-SL1 A P/P 144A 02.8158 01/25/2046 0.06%
UNITED OVERSEAS BANK LTD 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%
VISTEON CORP 0.06%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.06%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.06%
AMAZON.COM INC 03.3000 12/05/2021 0.05%
AMERICAN FINANCIAL GROUP INC 0.05%
AMERICAN HOME 4 RENT 0.05%
APARTMENT INVT & MGMT CO -A 0.05%
ASHTEAD GROUP PLC 0.05%
AT&T INC 04.7500 05/15/2046 0.05%
ATMOS ENERGY CORP 0.05%
AUTONATION INC. 05.5000 02/01/2020 0.05%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.05%
BLACK KNIGHT INC 0.05%
BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.05%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.05%
CDX CDX.NA.IG.31 100.0 12/20/2023 0.05%
CGPUTQL2 R US0003M P 11/27/18 CI 0.05%
CISCO SYSTEMS INC 02.2000 02/28/2021 0.05%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.05%
CSMC 2016-NXSR C 04.5076 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%
DOMTAR CORP 0.05%
ECOLAB INC 03.2500 12/01/2027 0.05%
ELANCO ANIMAL HEALTH P/P 144A 04.9000 08/28/2028 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%
EVONIK INDUSTRIES AG 0.05%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.05%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.05%
GNMA GII30 4269 06.5000 10/20/2038 0.05%
HALFMOON PARENT INC P/P 144A 03.7500 07/15/2023 0.05%
HD SUPPLY HOLDINGS INC 0.05%
HIGHWOODS PROPERTIES INC 0.05%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.05%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.05%
KAO CORP 0.05%
LEIDOS HOLDINGS INC 0.05%
MARINE HARVEST 0.05%
MICROSOFT CORP 01.5500 08/08/2021 0.05%
MUENCHENER RUECKVER AG-REG 0.05%
NCHET 2003-4 M1 03.3408 10/25/2033 0.05%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.05%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.05%
OMV AG 0.05%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.05%
PEARSON PLC 0.05%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.05%
SALESFORCE.COM INC 03.7000 04/11/2028 0.05%
SANTANDER CONSUMER USA HOLDI 0.05%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.05%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.05%
SKF AB-B SHARES 0.05%
SPST 2018-5 A 02.9122 09/24/2019 0.05%
STARWOOD PROPERTY TRUST INC 0.05%
UPM-KYMMENE OYJ 0.05%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.05%
VIACOM INC 04.5000 03/01/2021 0.05%
WABCO HOLDINGS INC 0.05%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.05%
AECOM 0.04%
AIR LEASE CORP 04.6250 10/01/2028 0.04%
ALFRESA HOLDINGS CORP 0.04%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.04%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.04%
ANALOG DEVICES INC 02.8500 03/12/2020 0.04%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.04%
ARC PROP OPER PART L 04.6000 02/06/2024 0.04%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.04%
BGC PARTNERS INC-CL A 0.04%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.04%
CABOT CORP 0.04%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.04%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.04%
CHEVRON CORP 01.5610 05/16/2019 0.04%
CITIGROUP INC 02.6500 10/26/2020 0.04%
CITIGROUP INC 04.4500 09/29/2027 0.04%
COCA-COLA AMATIL LTD 0.04%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.04%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.04%
DUKE ENERGY CORP 03.1500 08/15/2027 0.04%
ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
FISERV INC 04.2000 10/01/2028 0.04%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.04%
GAMING AND LEISURE PROPERTIE 0.04%
HONEYWELL INTL 03.8120 11/21/2047 0.04%
HUDSON PACIFIC PROPERTIES IN 0.04%
HYATT HOTELS CORP 04.8500 03/15/2026 0.04%
JABIL INC 0.04%
JAPAN AIRLINES CO LTD 0.04%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.04%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.04%
LEAR CORP 03.8000 09/15/2027 0.04%
LIBERTY MEDIA COR-SIRIUSXM A 0.04%
LIBERTY PROPERTY TRUST 0.04%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.04%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.04%
NEW RESIDENTIAL INVESTMENT 0.04%
NEWS CORP - CLASS A 0.04%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.04%
NVENT ELECTRIC PLC 0.04%
PETROLEOS MEXICANOS USD 04.8750 01/24/2022 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%
RENAISSANCERE HOLDINGS LTD 0.04%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.04%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.04%
SPRINT CORP 07.8750 09/15/2023 0.04%
SPST 2017-LD1 A 03.0158 11/25/2050 0.04%
SUN COMMUNITIES INC 0.04%
SUN HUNG KAI PROPERTIES 0.04%
SYNOVUS FINANCIAL CORP 0.04%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.04%
UBSBB 2012-C3 C P/P 144A 05.2094 08/10/2049 0.04%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.04%
WATERS CORP 0.04%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.04%
WEYERHAEUSER CO 07.3750 03/15/2032 0.04%
ABC-MART INC 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%
APPLE HOSPITALITY REIT INC 0.03%
APPLE INC 03.4500 05/06/2024 0.03%
ARRIS INTERNATIONAL PLC 0.03%
ASTRAZENECA PLC USD 06.4500 09/15/2037 0.03%
AXIS CAPITAL HOLDINGS LTD 0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.03%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.03%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.03%
BHP BILLITON LIMITED 0.03%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.03%
BRANDYWINE REALTY TRUST 0.03%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.03%
CHECK POINT SOFTWARE TECH 0.03%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.03%
COMM 2012-LC4 C 05.7769 12/10/2044 0.03%
COMM 2014-UBS6 XA IO 01.1114 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%
COPA HOLDINGS SA-CLASS A 0.03%
CORELOGIC INC 0.03%
CROWN RESORTS LTD 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%
DIAGEO INVESTMENT CORP 08.0000 09/15/2022 0.03%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.03%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.03%
DOUGLAS EMMETT INC 0.03%
ECOLAB INC 04.3500 12/08/2021 0.03%
ENBRIDGE INC USD 04.2500 12/01/2026 0.03%
ENDESA S.A. 0.03%
ENGIE 0.03%
EOG RESOURCES INC 02.6250 03/15/2023 0.03%
EQUINOR ASA USD 05.1000 08/17/2040 0.03%
FIRST HAWAIIAN INC 0.03%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.03%
GARDNER DENVER HOLDINGS INC 0.03%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.03%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.03%
HCA INC 05.5000 06/15/2047 0.03%
HENDERSON LAND DEVELOPMENT 0.03%
HILL-ROM HOLDINGS INC 0.03%
HONEYWELL INTERNATIONAL 04.2500 03/01/2021 0.03%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.03%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.03%
IPSEN 0.03%
KERING 0.03%
KEYCORP 02.3000 12/13/2018 0.03%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.03%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.03%
LIFE STORAGE INC 0.03%
LONDON STOCK EXCHANGE GROUP 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%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.03%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.03%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.03%
MORGAN STANLEY 02.6500 01/27/2020 0.03%
MORGAN STANLEY 04.3750 01/22/2047 0.03%
NEVADA POWER CO 07.1250 03/15/2019 0.03%
ORACLE CORP 05.3750 07/15/2040 0.03%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.03%
PARAMOUNT GROUP INC 0.03%
PFIZER INC 03.0000 12/15/2026 0.03%
POPULAR INC 0.03%
RANDSTAD NV 0.03%
RAYONIER INC 0.03%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.03%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.03%
ROYAL GOLD INC 0.03%
SEALED AIR CORP 0.03%
SENIOR HOUSING PROP TRUST 0.03%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.03%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.03%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.03%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.03%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
TAPESTRY INC 0.03%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.03%
TELEDYNE TECHNOLOGIES INC 0.03%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.03%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.03%
UNIVAR INC 0.03%
WAMU 2005-AR12 1A8 04.0219 10/25/2035 0.03%
WAMU 2005-AR9 A1C3 03.1758 07/25/2045 0.03%
WARNER MEDIA LLC 02.9500 07/15/2026 0.03%
WESTROCK MWV LLC 08.2000 01/15/2030 0.03%
WFRBS 2013-C15 D P/P 144A 04.6207 08/15/2046 0.03%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.03%
AES CORP/THE 05.1250 09/01/2027 0.02%
AGNC INVESTMENT CORP 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.02%
ALPHABET INC 01.9980 08/15/2026 0.02%
ALTA MESA HLDGS 07.8750 12/15/2024 0.02%
ALTRIA GROUP INC 04.0000 01/31/2024 0.02%
ANADARKO PETROLEUM CORP 06.9500 06/15/2019 0.02%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.02%
APACHE CORPORATION 03.2500 04/15/2022 0.02%
APPLE INC 02.0000 05/06/2020 0.02%
APPLE INC 03.8500 05/04/2043 0.02%
ARISTOCRAT LEISURE LTD 0.02%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.02%
BERKELEY GROUP HOLDINGS/THE 0.02%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.02%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.02%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.02%
BOLIDEN AB 0.02%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.02%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.02%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
CALPINE CORPORATION 05.7500 01/15/2025 0.02%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.02%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.02%
CAS 2015-C01 1M2 06.5158 02/25/2025 0.02%
CAS 2015-C04 1M2 07.9158 04/25/2028 0.02%
CAS 2016-C02 1M2 08.2158 09/25/2028 0.02%
CAS 2016-C03 2M2 08.1158 10/25/2028 0.02%
CBS CORP 04.6000 01/15/2045 0.02%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.02%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.02%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.02%
CIMIC GROUP LTD 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%
CMLTI 2005-2 1A2A 04.0112 05/25/2035 0.02%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.02%
COMM 2013-CR11 XA IO 01.2718 08/10/2050 0.02%
COMM 2014-CR17 C 04.8976 05/10/2047 0.02%
COMM 2014-CR17 XA IO 01.2414 05/10/2047 0.02%
COMM 2014-LC17 XA IO 01.0716 10/10/2047 0.02%
COMM 2014-UBS6 C 04.6122 12/10/2047 0.02%
COMMONWEALTH EDISON CO 05.9000 03/15/2036 0.02%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.02%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.02%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.02%
CROWN CASTLE INTL CORP 03.1500 07/15/2023 0.02%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.02%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.02%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.02%
CWALT 2005-27 1A1 02.2169 08/25/2035 0.02%
DEUTSCHE BOERSE AG 0.02%
DIGITAL DELTA HLDG 03.4000 10/01/2020 0.02%
DISH DBS CORP 05.8750 11/15/2024 0.02%
EMPIRE STATE REALTY TRUST-A 0.02%
ENERGY TRANSFER PARTNERS 05.2000 02/01/2022 0.02%
EQT CORP 03.9000 10/01/2027 0.02%
EQUINOR ASA USD 02.9000 11/08/2020 0.02%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.02%
FHR 3065 DC 13.3847 03/15/2035 0.02%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.02%
FNR 2006-8 HP 16.4420 03/25/2036 0.02%
FNR 2007-53 SP 16.0754 06/25/2037 0.02%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.02%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.02%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.02%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.02%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.02%
GNR 2012-141 WI IO 03.5000 11/20/2041 0.02%
GNR 2015-H26 DI IO 01.2798 10/20/2065 0.02%
GNR 2016-H16 EI IO 02.2059 06/20/2066 0.02%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.02%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.02%
HCA INC 06.5000 02/15/2020 0.02%
HESS CORP 07.3000 08/15/2031 0.02%
HOCHTIEF AG 0.02%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.02%
HONG KONG EXCHANGES & CLEAR 0.02%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.02%
HSBC HOLDINGS PLC 0.02%
HUSKY TLB L+300 05.2018 03/28/2025 0.02%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.02%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JPMBB 2013-C15 C 05.2649 11/15/2045 0.02%
JPMBB 2014-C22 C 04.7100 09/15/2047 0.02%
JPMCC 2005-LDP5 F 05.8961 12/15/2044 0.02%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.02%
KERRY PROPERTIES LTD 0.02%
KEURIG DR PEPPER INC 0.02%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.02%
KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 0.02%
KIRIN HOLDINGS CO LTD 0.02%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.02%
KYUSHU RAILWAY COMPANY 0.02%
L3 TECHNOLOGIES INC 0.02%
LBMLT 2004-1 A2 03.0158 02/25/2034 0.02%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.02%
LLOYDS BANKING GROUP PLC 0.02%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.02%
MARATHON PETRO CORP 06.5000 03/01/2041 0.02%
MEDIPAL HOLDINGS CORP 0.02%
MICROSOFT CORP 05.3000 02/08/2041 0.02%
MITSUBISHI GAS CHEMICAL CO 0.02%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.02%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.02%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.02%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.02%
NEWELL BRANDS INC 04.2000 04/01/2026 0.02%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.02%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.02%
NOK/USD 12/19/2018 GSFX 0.02%
NOMURA REAL ESTATE HOLDINGS 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
NUTRIEN LTD USD 04.1250 03/15/2035 0.02%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.02%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.02%
OSHKOSH CORP 04.6000 05/15/2028 0.02%
OSHKOSH CORP 05.3750 03/01/2025 0.02%
OUTFRONT MEDIA INC 0.02%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.02%
PPSI 2004-WCW2 M3 03.2658 10/25/2034 0.02%
PUBLIC SERVICE ELECTRIC 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%
RTL GROUP 0.02%
S&P GLOBAL INC 02.9500 01/22/2027 0.02%
SAIL 2004-10 A10 03.1158 11/25/2034 0.02%
SAMI 2007-AR7 1A1 03.0658 05/25/2047 0.02%
SCENTRE GROUP 0.02%
SERVICE CORP INTL 05.3750 05/15/2024 0.02%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.02%
SIEMENS HEALTH 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%
SWISSCOM AG-REG 0.02%
T-MOBILE USA INC 05.3750 04/15/2027 0.02%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.02%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.02%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.02%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.02%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.02%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.02%
WFCM 2013-LC12 C 04.4226 07/15/2046 0.02%
WFRBS 2011-C2 D P/P 144A 05.8386 02/15/2044 0.02%
WFRBS 2011-C3 D P/P 144A 05.8645 03/15/2044 0.02%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.02%
WFRBS 2013-C15 C 04.6207 08/15/2046 0.02%
WH GROUP LTD 0.02%
WOLTERS KLUWER 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%
ZOETIS INC 03.9000 08/20/2028 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%
AEGON NV 0.01%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.01%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.01%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.01%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.01%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.01%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.01%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.01%
ALLY FINANCIAL INC 08.0000 12/31/2018 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMC ENT HOLDIN 06.1250 05/15/2027 0.01%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.01%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 0.01%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.01%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.01%
ANTERO RESOURCES 05.3750 11/01/2021 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
APERGY CORP P/P 144A 06.3750 05/01/2026 0.01%
ARCELORMITTAL USD 06.1250 06/01/2025 0.01%
ARCELORMITTAL USD 07.0000 10/15/2039 0.01%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.01%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.01%
AVAYA HOLDINGS CORP 0.01%
AVAYA TLB L+425 06.4084 12/15/2024 0.01%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.01%
BAUSCH HLTH COS INC P/P 144A 05.8750 05/15/2023 0.01%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.01%
BAUSCH HLTH COS INC P/P 144A 08.5000 01/31/2027 0.01%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.01%
BAUSCH HLTH COS INC P/P 144A 09.2500 04/01/2026 0.01%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BERRY GLOBAL INC 05.1250 07/15/2023 0.01%
BERRY GLOBAL INC 05.5000 05/15/2022 0.01%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.01%
BIOSCRIP INC 08.8750 02/15/2021 0.01%
BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 0.01%
BOYD GAMING CORP 06.3750 04/01/2026 0.01%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.01%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
BROTHER INDUSTRIES LTD 0.01%
BT GROUP PLC 0.01%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 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%
CALIFORNIA RESOURC TL L+475 06.9622 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%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2014-C02 1M2 04.8158 05/25/2024 0.01%
CAS 2014-C03 2M2 05.1158 07/25/2024 0.01%
CAS 2014-C04 1M2 07.1158 11/25/2024 0.01%
CAS 2015-C02 1M2 06.2158 05/25/2025 0.01%
CAS 2015-C03 2M2 07.2158 07/25/2025 0.01%
CAS 2016-C05 2M1 03.5658 01/25/2029 0.01%
CBS CORP 02.9000 01/15/2027 0.01%
CBS CORP 04.0000 01/15/2026 0.01%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.01%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.01%
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%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CGCMT 2012-GC8 XA IO P/P 144A 01.9663 09/10/2045 0.01%
CHEMOURS CO 05.3750 05/15/2027 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.01%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.01%
CINEMARK USA INC 04.8750 06/01/2023 0.01%
CIT GROUP INC 05.0000 08/01/2023 0.01%
CIT GROUP INC. 05.2500 03/07/2025 0.01%
CITIGROUP INC 04.7500 05/18/2046 0.01%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.01%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.01%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
COLOPLAST-B 0.01%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.01%
COMCAST CORP 06.5000 11/15/2035 0.01%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.01%
COMM 2014-CR16 XA IO 01.3024 04/10/2047 0.01%
COMM 2014-CR18 XA IO 01.3083 07/15/2047 0.01%
COMM 2014-CR20 XA IO 01.2829 11/10/2047 0.01%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.01%
COMSTOCK ESCROW CORP P/P 144A 09.7500 08/15/2026 0.01%
CONTINENTAL RES 04.5000 04/15/2023 0.01%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.01%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.01%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.01%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.01%
CROWN 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%
DAI NIPPON PRINTING CO LTD 0.01%
DAIWA SECURITIES GROUP INC 0.01%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.01%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.01%
DENBURY RESOURCES P/P 144A 07.5000 02/15/2024 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.01%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
DISH NETWORK CV 03.3750 08/15/2026 0.01%
EMERA US FINANCE LP 03.5500 06/15/2026 0.01%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.01%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.01%
ENERGY TRANSFER PARTNERS 06.1250 12/15/2045 0.01%
ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 0.01%
ENSCO PLC USD 07.7500 02/01/2026 0.01%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.01%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.01%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.01%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
EQUINIX INC 05.3750 05/15/2027 0.01%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
FEDEX CORP 02.6250 08/01/2022 0.01%
FHR 2990 LB 11.4289 06/15/2034 0.01%
FHR 3072 SM 04.2533 11/15/2035 0.01%
FHR 3249 PS 15.1521 12/15/2036 0.01%
FHR 3408 EK 17.1078 04/15/2037 0.01%
FHR 3829 AS IO 04.7916 03/15/2041 0.01%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.01%
FIDELITY NATIONAL INFORM 05.0000 10/15/2025 0.01%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.01%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.01%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.01%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.01%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 0.01%
FNR 2005-75 GS 13.6026 08/25/2035 0.01%
FORTERRA TL L+300 05.0759 10/25/2023 0.01%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.01%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.01%
FRONTIER COMM 10.5000 09/15/2022 0.01%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.01%
FUJITSU LTD 0.01%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GATES GLOBAL TLB L+275 05.0844 03/31/2024 0.01%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.01%
GENON ENERGY INC. 09.8750 10/15/2020 0.01%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.01%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.01%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.01%
GMAC CAPITAL TRUST I PCT 08.0987 0.01%
GNMA GII30 3987 06.5000 05/20/2037 0.01%
GNMA GII30 4018 06.5000 08/20/2037 0.01%
GNMA GII30 4171 06.5000 06/20/2038 0.01%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.01%
GNR 2013-99 AS IO 03.8848 06/20/2043 0.01%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.01%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.01%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.01%
GREAT LAKES D&D 08.0000 05/15/2022 0.01%
GSMS 2006-GG8 X IO P/P 144A 01.0888 11/10/2039 0.01%
GSMS 2014-GC22 C 04.8458 06/10/2047 0.01%
GSMS 2015-GC30 XA IO 01.0005 05/10/2050 0.01%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 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 07.0000 05/01/2026 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.01%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.01%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.01%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.01%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
ITRON INC P/P 144A 05.0000 01/15/2026 0.01%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.01%
JAGGED PEAK ENERGY P/P 144A 05.8750 05/01/2026 0.01%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.01%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.01%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.01%
JO-ANN STORES 2NDL L+925 11.6038 05/21/2024 0.01%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.01%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.01%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.01%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.01%
KONINKLIJKE PHILIPS NV 0.01%
KRAFT HEINZ FOODS CO 03.1605 08/10/2022 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.01%
LENNAR CORP 04.7500 11/15/2022 0.01%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.01%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.01%
MASTEC INC 04.8750 03/15/2023 0.01%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.01%
MGM RESORTS INTL 06.6250 12/15/2021 0.01%
MGM RESORTS INTL 08.6250 02/01/2019 0.01%
MLMI 2005-A2 A2 03.5386 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 00.8120 10/15/2046 0.01%
MSBAM 2013-C7 C 04.2546 02/15/2046 0.01%
MSBAM 2014-C17 XA IO 01.3487 08/15/2047 0.01%
NABORS IND INC 05.7500 02/01/2025 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.01%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.01%
NEIMAN MARCUS TL L+325 05.3703 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%
NEXON CO LTD 0.01%
NEXT PLC 0.01%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 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%
NOK/USD 12/19/2018 SSBT 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%
NUTRIEN LTD USD 05.2500 01/15/2045 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.01%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.01%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.01%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.01%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.01%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.01%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.01%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.01%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.01%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.01%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.01%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.01%
PETROLEOS MEXICANOS USD 03.5000 01/30/2023 0.01%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.01%
PQ CORP P/P 144A 05.7500 12/15/2025 0.01%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.01%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.01%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.01%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.01%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.01%
REGENCY ENERGY P 04.5000 11/01/2023 0.01%
REVLON CONS TLB L+350 05.8103 09/07/2023 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.01%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.01%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.01%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SCHRODERS PLC 0.01%
SERVICE CORP INTL 04.6250 12/15/2027 0.01%
SERVICE CORP INTL 05.3750 01/15/2022 0.01%
SESI LLC 07.7500 09/15/2024 0.01%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.01%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.01%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.01%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.01%
SM ENERGY CO 05.0000 01/15/2024 0.01%
SM ENERGY CO 06.7500 09/15/2026 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SOUTH32 LTD 0.01%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.01%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.01%
SPRINGLEAF FINANCE CORP 06.1250 05/15/2022 0.01%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.01%
SPRINT CORP 07.2500 09/15/2021 0.01%
STARWOOD PROP TR 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%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.01%
STOCKLAND 0.01%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.01%
SUZUKI MOTOR CORP 0.01%
SWIRE PROPERTIES LTD 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
T-MOBILE USA INC 06.3750 03/01/2025 0.01%
TAISHO PHARMACEUTICAL HOLDIN 0.01%
TAIWAN DOLLAR CALL ACCOUNT 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TARGA RES PRTNRS 05.3750 02/01/2027 0.01%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.01%
TENET HEALTHCARE 06.0000 10/01/2020 0.01%
TENNANT CO 05.6250 05/01/2025 0.01%
TENNECO INC 05.3750 12/15/2024 0.01%
THE AES CORPORATION 04.8750 05/15/2023 0.01%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.01%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.01%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.01%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.01%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.01%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
TRANSDIGM INC 06.5000 07/15/2024 0.01%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.01%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.01%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.01%
TRONOX INC P/P 144A 06.5000 04/15/2026 0.01%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.01%
UAL 2007 PASS TRUST 06.6360 07/02/2022 0.01%
UBSBB 2012-C4 XA IO P/P 144A 01.7920 12/10/2045 0.01%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.01%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.01%
USD/CNH CALL 7.00 20190404 GSFX 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%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.01%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.01%
VMWARE INC 03.9000 08/21/2027 0.01%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.01%
WAMU 2005-AR13 A1C3 02.7058 10/25/2045 0.01%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.01%
WBCMT 2005-C21 D 05.4168 10/15/2044 0.01%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.01%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.01%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.01%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.01%
WESTROCK MWV LLC 07.9500 02/15/2031 0.01%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.01%
WFCM 2013-LC12 AS 04.4226 07/15/2046 0.01%
WFMBS 2006-AR2 1A1 04.0186 03/25/2036 0.01%
WFRBS 2011-C5 XA IO P/P 144A 01.9017 11/15/2044 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.7164 12/15/2045 0.01%
WFRBS 2012-C9 XA IO P/P 144A 02.0476 11/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.01%
WINDSTREAM SRVC / P/P 144A 09.0000 06/30/2025 0.01%
WM MORRISON SUPERMARKETS 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.01%
WPX ENERGY INC 05.7500 06/01/2026 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.01%
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%
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%
3.05 R ISWP FWD US0003M P 12/19/2020 0.00%
3.10 R ISWP FWD US0003M P 12/19/2023 0.00%
3.15 R ISWP FWD US0003M P 12/19/2028 0.00%
3.20 R ISWP FWD US0003M P 12/19/2048 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
ALTRIA GROUP INC. 09.2500 08/06/2019 0.00%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.00%
AUD/USD 10/17/2018 BANKAM 0.00%
AUD/USD 10/17/2018 CITI 0.00%
AUD/USD 10/17/2018 CSI-FX 0.00%
AUD/USD 10/17/2018 HSBCB 0.00%
AUD/USD 10/17/2018 JPMCB 0.00%
AUD/USD 10/17/2018 RBSF 0.00%
AUD/USD 10/17/2018 SSBT 0.00%
AUD/USD 10/17/2018 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 00.0862 07/10/2042 0.00%
BACM 2004-5 XC IO P/P 144A 00.5825 11/10/2041 0.00%
BACM 2007-1 XW IO 00.4119 01/15/2049 0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.00%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.00%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.00%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.00%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.00%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.00%
BOYD GAMING CORP 06.0000 08/15/2026 0.00%
BOYNE USA INC P/P 144A 07.2500 05/01/2025 0.00%
BRAZILIAN REAL CALL ACCOUNT 0.00%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.00%
BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.5061 12/11/2038 0.00%
CAD/USD 10/17/2018 BANKAM 0.00%
CAD/USD 10/17/2018 CITI 0.00%
CAD/USD 10/17/2018 GSFX 0.00%
CAD/USD 10/17/2018 HSBCB 0.00%
CAD/USD 10/17/2018 JPMCB 0.00%
CAD/USD 10/17/2018 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%
CD 2007-CD4 XW IO P/P 144A 00.7492 12/11/2049 0.00%
CENTENE CORP P/P 144A 05.3750 06/01/2026 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.0000 10/15/2049 0.00%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.00%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.00%
CHEMOURS CO 06.6250 05/15/2023 0.00%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.00%
CHF/USD 12/19/2018 BCAP-FX 0.00%
CHF/USD 12/19/2018 CSI-FX 0.00%
CHF/USD 12/19/2018 JPMCB 0.00%
CIT GROUP INC. 05.0000 08/15/2022 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.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 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
COCA-COLA EUROPEAN PARTNERS 0.00%
COMM 2006-C8 XS IO P/P 144A 00.6411 12/10/2046 0.00%
CONCORDIA INTERNATIONAL CORP 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 00.1010 01/15/2049 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.00%
DCP MIDSTREAM OPERATING 05.3750 07/15/2025 0.00%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 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 12/19/2018 CITI 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.00%
ENERGIZER GAMM P/P 144A 06.3750 07/15/2026 0.00%
ENERGY TRANSFER EQUITY 05.5000 06/01/2027 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 12/19/2018 BANKAM 0.00%
EUR/USD 12/19/2018 BCAP-FX 0.00%
EUR/USD 12/19/2018 CITI 0.00%
EUR/USD 12/19/2018 CSI-FX 0.00%
EUR/USD 12/19/2018 GSFX 0.00%
EUR/USD 12/19/2018 HSBCB 0.00%
EUR/USD 12/19/2018 JPMCB 0.00%
EUR/USD 12/19/2018 RBSF 0.00%
EUR/USD 12/19/2018 SSBT 0.00%
EUR/USD 12/19/2018 UBS 0.00%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.00%
FIN & RISK US HOLD P/P 144A 06.2500 05/15/2026 0.00%
FNR 2006-46 OC PO 00.0000 06/25/2036 0.00%
FRAC TECH INTL TLB L+475 06.8259 04/16/2021 0.00%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.00%
FRONTIER COMM 11.0000 09/15/2025 0.00%
GBP/USD 12/19/2018 BANKAM 0.00%
GBP/USD 12/19/2018 BCAP-FX 0.00%
GBP/USD 12/19/2018 HSBCB 0.00%
GBP/USD 12/19/2018 JPMCB 0.00%
GBP/USD 12/19/2018 UBS 0.00%
GECMC 2007-C1 XC IO P/P 144A 00.2698 12/10/2049 0.00%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.00%
GMACC 1997-C1 X IO 01.5082 07/15/2029 0.00%
GMACC 2005-C1 X1 IO P/P 144A 01.1752 05/10/2043 0.00%
GNMA GII30 4401 06.5000 03/20/2039 0.00%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.00%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HKD/USD 11/19/2018 BANKAM 0.00%
HONG KONG DOLLAR CALL ACCOUNT 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
IDR/USD 12/19/2018 HSBCB 0.00%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.00%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.00%
INDIAN RUPEE CALL ACCOUNT 0.00%
INFOR US INC P/P 144A 05.7500 08/15/2020 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.FN30.400.10 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 00.4043 09/12/2037 0.00%
JPMCC 2006-LDP8 X IO 00.2861 05/15/2045 0.00%
JPMCC 2007-LDPX X IO 00.3313 01/15/2049 0.00%
JPY/USD 11/19/2018 BANKAM 0.00%
JPY/USD 11/19/2018 BCAP-FX 0.00%
JPY/USD 11/19/2018 CITI 0.00%
JPY/USD 11/19/2018 CSI-FX 0.00%
JPY/USD 11/19/2018 GSFX 0.00%
JPY/USD 11/19/2018 HSBCB 0.00%
JPY/USD 11/19/2018 JPMCB 0.00%
JPY/USD 11/19/2018 RBSF 0.00%
JPY/USD 11/19/2018 SSBT 0.00%
JPY/USD 11/19/2018 UBS 0.00%
KEANE GROUP TLB L+375 06.0794 05/25/2025 0.00%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 0.00%
LBUBS 2005-C7 XCL IO P/P 144A 00.5367 11/15/2040 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.7710 09/15/2039 0.00%
LENNAR CORP 05.8750 11/15/2024 0.00%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.00%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 BC 0.00%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.00%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.00%
MERCER INTL INC USD 05.5000 01/15/2026 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
MEZZ 2005-C3 X IO P/P 144A 07.1366 05/15/2044 0.00%
MEZZ 2006-C4 X IO P/P 144A 06.6412 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%
MLMT 2004-KEY2 XC IO P/P 144A 01.0809 08/12/2039 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0014 06/12/2043 0.00%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.00%
MWO HOLDINGS LLC 0.00%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.00%
NETFLIX INC P/P 144A 05.8750 11/15/2028 0.00%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.00%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 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 12/19/2018 BCAP-FX 0.00%
NOK/USD 12/19/2018 JPMCB 0.00%
NOK/USD 12/19/2018 RBSF 0.00%
NOK/USD 12/19/2018 UBS 0.00%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.00%
NZD/USD 10/17/2018 CSI-FX 0.00%
NZD/USD 10/17/2018 GSFX 0.00%
NZD/USD 10/17/2018 HSBCB 0.00%
NZD/USD 10/17/2018 JPMCB 0.00%
NZD/USD 10/17/2018 RBSF 0.00%
NZD/USD 10/17/2018 SSBT 0.00%
NZD/USD 10/17/2018 UBS 0.00%
NZD/USD 10/17/2018 WPAC 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
ORACLE CORP 02.6500 07/15/2026 0.00%
ORACLE CORP 03.2500 11/15/2027 0.00%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 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%
POUND STERLING CALL ACCOUNT 0.00%
QORVO INC P/P 144A 05.5000 07/15/2026 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
RACKSPACE HOSTING INC L+300 05.3482 11/03/2023 0.00%
S&P MID 400 EMINI DEC18 FAZ8 0.00%
S&P500 EMINI FUT DEC18 ESZ8 0.00%
SANDRIDGE ENERGY INC 0.00%
SEK/USD 12/19/2018 BANKAM 0.00%
SEK/USD 12/19/2018 CITI 0.00%
SEK/USD 12/19/2018 GSFX 0.00%
SEK/USD 12/19/2018 HSBCB 0.00%
SEK/USD 12/19/2018 JPMCB 0.00%
SEK/USD 12/19/2018 RBSF 0.00%
SEK/USD 12/19/2018 SSBT 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 11/19/2018 JPMCB 0.00%
SM ENERGY CO 06.1250 11/15/2022 0.00%
SM ENERGY CO 06.6250 01/15/2027 0.00%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.00%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.00%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
SWISS FRANC CALL ACCOUNT 0.00%
T-MOBILE USA INC 04.5000 02/01/2026 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.00%
TERVITA CORP 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THE EURO EUR CALL ACCOUNT 0.00%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.00%
TOPIX INDX FUTR DEC18 TPZ8 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
TXU TCEH RIGHTS 0.00%
US 10YR NOTE (CBT)DEC18 TYZ8 0.00%
US 2YR NOTE (CBT) DEC18 TUZ8 0.00%
US 5YR NOTE (CBT) DEC18 FVZ8 0.00%
US LONG BOND(CBT) DEC18 USZ8 0.00%
US ULTRA BOND CBT DEC18 WNZ8 0.00%
USD/CNH CALL 7.20 20190404 GSFX 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.00%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 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 00.0450 06/15/2045 0.00%
WBCMT 2007-C34 IO IO 00.1175 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%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 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 06.0000 01/15/2022 0.00%
WYNDHAM DESTINATIONS INC 05.7500 04/01/2027 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
RU10INTR P US0003M R 11/27/18 CI -0.04%
EMIN RUSSELL 2000 DEC18 RTYZ8 -0.05%
CDX CDX.NA.HY.31 500.0 12/20/2023 -0.12%
FNMA FN30 TBA 03.0000 10/01/2048 -0.67%

Prior top 10 holdings

Top 10 holdings as of 11/30/18
1: Fnma Fn30 Ma3238 03.5000 01/01/2048 2.80%
2: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.03%
3: Alphabet 1.94%
4: JPMorgan Chase 1.43%
5: Apple 1.27%
6: Verizon Communications 1.19%
7: Cisco Systems 1.18%
8: Home Depot 1.14%
9: Boeing 1.14%
10: Fhlmc Fh30g G08814 04.0000 05/01/2048 1.10%
Holdings represent 15.22% of portfolio
Top 10 holdings as of 10/31/18
1: Fnma Fn30 Ma3238 03.5000 01/01/2048 2.78%
2: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.03%
3: Alphabet 1.95%
4: JPMorgan Chase 1.43%
5: Verizon Communications 1.20%
6: Apple 1.18%
7: Cisco Systems 1.12%
8: Fhlmc Fh30g G08814 04.0000 05/01/2048 1.10%
9: Boeing 1.08%
10: Citigroup 1.03%
Holdings represent 14.90% of portfolio
Top 10 holdings as of 09/30/18
1: Fnma Fn30 Ma3238 03.5000 01/01/2048 2.65%
2: Alphabet 2.03%
3: Gnma Gii30 Ma4652 03.5000 08/20/2047 1.94%
4: JPMorgan Chase 1.39%
5: Apple 1.14%
6: Cisco Systems 1.11%
7: Boeing 1.06%
8: Citigroup 1.06%
9: Verizon Communications 1.06%
10: Fhlmc Fh30g G08814 04.0000 05/01/2048 1.04%
Holdings represent 14.48% of portfolio
Top 10 holdings as of 08/31/18
1: Fnma Fn30 Ma3238 03.5000 01/01/2048 2.68%
2: Alphabet 2.11%
3: Gnma Gii30 Ma4652 03.5000 08/20/2047 1.96%
4: JPMorgan Chase 1.44%
5: Apple 1.17%
6: Cisco Systems 1.12%
7: Verizon Communications 1.10%
8: Citigroup 1.07%
9: Nvidia 1.06%
10: Fhlmc Fh30g G08814 04.0000 05/01/2048 1.05%
Holdings represent 14.76% of portfolio

Portfolio Composition as of 11/30/18

U.S. large-cap equity 41.40%
U.S. Investment-grade bonds 30.54%
International equity 10.24%
U.S. small- and mid-cap equity 9.16%
U.S. High-yield bonds 4.90%
Commodities 3.76%

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 8.00%
2 8.00%
3 8.00%
4 7.00%
5 6.00%
6 5.00%
7 4.00%
8 3.00%
9+ 0.00%