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 12/14/17

with optional enhanced death benefits
Unit Value $18.372084 $17.880055
Unit Value Change -0.051261 -0.049962

Lipper ranking ‡ as of 10/31/17

Category: Mixed-Asset Target Alloc Moderate Funds

  Percentile ranking Rank/Funds in category
10 yrs. 22% 26/120
1 yr. 10% 26/263
3 yrs. 12% 29/246
5 yrs. 8% 15/206

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 11/30/17

Fiscal Year End December
Asset Class Putnam Allstate Advisor Plus
Subaccount Status Open to new investors
Number of issues 1377
Turnover (fiscal year end) 384%
Net Assets $151M
Inception Date 02/01/88

Performance

Performance as of 09/30/17

Annualized Performance Last Quarter Year
to Date
1 yr. 3 yrs. 5 yrs. 10 yrs. Life of
subaccount
Restated performance
Unit Value 3.24% 9.29% 10.98% 5.29% 7.60% 4.22% 5.92%
Standardized -4.76% 1.29% 2.98% 2.82% 6.69% 4.22% 5.92%
With optional enhanced death benefit
Unit Value 3.20% 9.17% 10.81% 5.13% 7.44% 4.06% 5.76%
Standardized -4.80% 1.17% 2.81% 2.65% 6.52% 4.06% 5.76%
Actual performance
Unit Value 3.24% 9.29% 10.98% 5.29% 7.60% 4.22% 3.26%
Standardized -4.76% 1.29% 2.98% 2.82% 6.69% 4.22% 3.26%
With optional enhanced death benefit
Unit Value 3.20% 9.17% 10.81% 5.13% 7.44% 4.06% 3.11%
Standardized -4.80% 1.17% 2.81% 2.65% 6.52% 4.06% 3.11%

Annual Performance at NAV

2007 2008 2009 2010 2011 2012 2013 2014 2015 2016
1.28% -34.39% 33.04% 12.86% -2.01% 12.37% 17.58% 7.67% -1.43% 5.01%
With optional enhanced death benefit
1.13% -34.49% 32.84% 12.68% -2.16% 12.20% 17.40% 7.51% -1.58% 4.85%

Restated performance

Monthly as of 11/30/17

Unit Value 1.83%
Standardized -6.17%

YTD as of 12/14/17

Unit Value 12.83%
Standardized 4.83%

With optional enhanced death benefit

Monthly as of 11/30/17

Unit Value 1.82%
Standardized -6.18%

YTD as of 12/14/17

Unit Value 12.67%
Standardized 4.67%

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 10/31/17

Avg. Eff. Maturity 8.07
Avg. Price --
Avg. Eff. Duration 1.94
Avg. Coupon --
Avg. Yield to Maturity --
Alpha (%) -0.20
Beta 0.66
R Squared 0.95
Standard Deviation (3 yrs.) 6.80

Holdings

Top 10 holdings as of 10/31/17

Gnma Gii30 Ma4652 03.5000 08/20/2047 2.08%
Apple 1.97%
Microsoft 1.95%
Alphabet 1.84%
Fnma Fn30 Ma2864 03.5000 01/01/2047 1.62%
S&P Gsci TOT Return Indx 3X Note 11/05/2018-DB 1.53%
JPMorgan Chase 1.34%
Johnson & Johnson 1.25%
Fhlmc Fh30g G08677 04.0000 11/01/2045 1.16%
Fnma Fn15 Al9468 03.0000 12/01/2031 1.13%
Top 10 holdings, total: 15.87%

Equity Holdings as of 09/30/17

APPLE INC 1.85%
MICROSOFT CORP 1.80%
ALPHABET INC-CL A 1.79%
JPMORGAN CHASE & CO 1.31%
JOHNSON & JOHNSON 1.20%
CITIGROUP INC 1.14%
VERIZON COMMUNICATIONS INC 0.99%
UNITEDHEALTH GROUP INC 0.98%
GILEAD SCIENCES INC 0.93%
GOLDMAN SACHS GROUP INC 0.78%
CELGENE CORP 0.77%
APPLIED MATERIALS INC 0.73%
MCDONALD'S CORP 0.73%
LOWES COMPANIES INC 0.66%
PEPSICO INC 0.64%
TEXAS INSTRUMENTS INC 0.59%
UNION PACIFIC CORP 0.58%
EXXON MOBIL CORP 0.55%
WALT DISNEY CO/THE 0.52%
TJX COMPANIES INC 0.49%
MERCK & CO. INC. 0.46%
VALERO ENERGY CORP 0.45%
L3 TECHNOLOGIES INC 0.42%
ELI LILLY & CO 0.40%
FACEBOOK INC-A 0.40%
NORTHROP GRUMMAN CORP 0.40%
MCKESSON CORP 0.39%
RAYTHEON COMPANY 0.39%
HP INC 0.38%
ENTERGY CORP 0.37%
WALGREENS BOOTS ALLIANCE INC 0.37%
TYSON FOODS INC-CL A 0.36%
WAL-MART STORES INC 0.36%
KIMBERLY-CLARK CORP 0.35%
RALPH LAUREN CORP 0.35%
DELTA AIR LINES INC 0.34%
CUMMINS INC 0.32%
SQUARE INC - A 0.32%
WILLIAMS COS INC 0.32%
PRUDENTIAL FINANCIAL INC 0.31%
INTUIT INC 0.30%
PARSLEY ENERGY INC-CLASS A 0.30%
DISCOVERY COMMUNICATIONS-A 0.28%
E*TRADE FINANCIAL CORPORATION 0.28%
ONEOK INC 0.28%
SHERWIN-WILLIAMS CO/THE 0.28%
ALLSTATE CORP 0.27%
CROWN HOLDINGS INC 0.27%
HOME DEPOT INC 0.27%
NORFOLK SOUTHERN CORP 0.27%
SYSCO CORP 0.27%
AFLAC INC 0.25%
AMERIPRISE FINANCIAL INC 0.25%
AMERISOURCEBERGEN CORP 0.24%
AMERICAN ELECTRIC POWER 0.23%
BAXTER INTERNATIONAL INC 0.23%
DXC TECHNOLOGY CO 0.23%
PARKER HANNIFIN CORP 0.23%
ROSS STORES INC 0.23%
UGI CORP 0.23%
ALLISON TRANSMISSION HOLDING 0.22%
CIMAREX ENERGY CO 0.22%
JUNIPER NETWORKS INC 0.22%
PVH CORP 0.22%
ROCHE HOLDING AG-GENUSSCHEIN 0.22%
CLOROX COMPANY 0.21%
CR BARD INC 0.21%
EBAY INC 0.21%
HARTFORD FINANCIAL SVCS GRP 0.21%
AGILENT TECHNOLOGIES INC 0.19%
ALLIANZ SE-REG 0.19%
DANAHER CORP 0.19%
DISCOVER FINANCIAL SERVICES 0.19%
EXELON CORP 0.19%
FIRSTENERGY CORP 0.19%
HERSHEY CO/THE 0.19%
SANOFI 0.19%
TOTAL SA 0.19%
BASF SE 0.18%
CITRIX SYSTEMS INC 0.18%
NOVARTIS AG-REG 0.18%
SUNTRUST BANKS INC 0.18%
EQUITY RESIDENTIAL TR REIT 0.17%
HASBRO INC 0.17%
STEEL DYNAMICS INC 0.17%
VMWARE INC-CLASS A 0.17%
3I GROUP PLC 0.16%
BAYER AG-REG 0.16%
ENEL SPA 0.16%
GLAXOSMITHKLINE PLC 0.16%
MITSUBISHI UFJ FINANCIAL GRO 0.16%
PACKAGING CORP OF AMERICA 0.16%
WASTE MANAGEMENT INC 0.16%
AMDOCS LTD 0.15%
BAKER HUGHES A GE CO 0.15%
DEUTSCHE POST AG-REG 0.15%
MAXIM INTEGRATED PRODUCTS 0.15%
ULTA BEAUTY INC 0.15%
AMADEUS IT GROUP SA 0.14%
CONAGRA BRANDS INC 0.14%
DARDEN RESTAURANTS INC 0.14%
LEAR CORP 0.14%
LINCOLN NATIONAL CORP 0.14%
YUM BRANDS INC 0.14%
ALLY FINANCIAL INC 0.13%
ATOS SE 0.13%
AXA SA 0.13%
CAMPBELL SOUP CO 0.13%
FORTINET INC 0.13%
MASCO CORP 0.13%
MIZUHO FINANCIAL GROUP INC 0.13%
MORGAN STANLEY 0.13%
QUANTA SERVICES INC 0.13%
REPSOL SA 0.13%
SUMITOMO MITSUI FINANCIAL GR 0.13%
ADOBE SYSTEMS INC 0.12%
ALTRIA GROUP INC 0.12%
BNP PARIBAS 0.12%
BOUYGUES SA 0.12%
BUNGE LTD 0.12%
CENTRAL JAPAN RAILWAY CO 0.12%
DELL TECHNOLOGIES INC-CL V 0.12%
F5 NETWORKS INC 0.12%
HCP INC 0.12%
HUNTINGTON INGALLS INDUSTRIE 0.12%
ITOCHU CORP 0.12%
KAO CORP 0.12%
MUENCHENER RUECKVER AG-REG 0.12%
NIPPON TELEGRAPH & TELEPHONE 0.12%
NISOURCE INC 0.12%
ORIX CORP 0.12%
OWENS CORNING 0.12%
PERSIMMON PLC 0.12%
PROCTER & GAMBLE CO/THE 0.12%
SOCIETE GENERALE SA 0.12%
SPIRIT AEROSYSTEMS HOLD-CL A 0.12%
SWISS RE AG 0.12%
TAYLOR WIMPEY PLC 0.12%
WELLCARE HEALTH PLANS INC 0.12%
ADECCO GROUP AG-REG 0.11%
ANNALY CAPITAL MANAGEMENT IN 0.11%
ARAMARK 0.11%
AVERY DENNISON CORP 0.11%
CARNIVAL PLC 0.11%
CENTERPOINT ENERGY INC 0.11%
CK ASSET HOLDINGS LTD 0.11%
EVONIK INDUSTRIES AG 0.11%
HEINEKEN HOLDING NV 0.11%
INDUSTRIVARDEN AB-A SHS 0.11%
MARKS AND SPENCER LTD 0.11%
MARUBENI CORP 0.11%
NEWMONT MINING CORP 0.11%
NN GROUP NV 0.11%
PEUGEOT SA 0.11%
RESONA HOLDINGS INC 0.11%
SKY PLC 0.11%
SYNOPSYS INC 0.11%
TERADYNE INC 0.11%
WATSCO INC 0.11%
WM MORRISON SUPERMARKETS 0.11%
CENTRICA PLC 0.10%
CIMIC GROUP LTD 0.10%
ELECTROLUX AB-SER B 0.10%
FIAT CHRYSLER AUTOMOBILES NV 0.10%
HOCHTIEF AG 0.10%
INGREDION INC 0.10%
MANPOWERGROUP INC 0.10%
NVR INC 0.10%
OSHKOSH CORP 0.10%
SAINSBURY (J) PLC 0.10%
SAMSUNG ELECTRONICS CO LTD 0.10%
TATE & LYLE PLC 0.10%
TRAVELERS COS INC/THE 0.10%
UNUM GROUP 0.10%
ACS ACTIVIDADES 0.09%
AGNC INVESTMENT CORP 0.09%
DUN & BRADSTREET CORP 0.09%
JACOBS ENGINEERING GROUP INC 0.09%
KINGFISHER PLC 0.09%
SHIONOGI & CO LTD 0.09%
TELSTRA CORP LTD 0.09%
TRANSUNION 0.09%
CAMDEN PROPERTY TRUST 0.08%
COCA-COLA AMATIL LTD 0.08%
DUKE REALTY CORP 0.08%
HD SUPPLY HOLDINGS INC 0.08%
HITACHI LTD 0.08%
NESTLE SA-REG 0.08%
PINNACLE FOODS INC 0.08%
SCOTTS MIRACLE-GRO CO 0.08%
VEREIT INC 0.08%
VISTEON CORP 0.08%
ANA HOLDINGS INC 0.07%
BANCO SANTANDER SA 0.07%
BARRATT DEVELOPMENTS PLC 0.07%
BOOZ ALLEN HAMILTON HOLDINGS 0.07%
BWX TECHNOLOGIES INC 0.07%
CARLISLE COS INC 0.07%
CHARLES RIVER LABORATORIES 0.07%
CREDIT AGRICOLE SA 0.07%
DR PEPPER SNAPPLE GROUP INC 0.07%
FIRST HAWAIIAN INC 0.07%
LAMB WESTON HOLDINGS INC 0.07%
LIBERTY MEDIA COR-SIRIUSXM A 0.07%
NOMURA HOLDINGS INC 0.07%
PARK HOTELS & RESORTS INC 0.07%
QANTAS AIRWAYS LTD 0.07%
ROYAL DUTCH SHELL PLC-B SHS 0.07%
SPIRIT REALTY CAPITAL INC 0.07%
TOYOTA TSUSHO CORP 0.07%
VOYA FINANCIAL INC 0.07%
WH GROUP LTD 0.07%
WHEELOCK & CO LTD 0.07%
ASAHI KASEI CORP 0.06%
BRIXMOR PROPERTY GROUP INC 0.06%
COLONY NORTHSTAR INC-CLASS A 0.06%
DNB NOR ASA 0.06%
EAST WEST BANCORP INC 0.06%
FOREST CITY REALTY TRUST- A 0.06%
INDUSTRIAL BANK OF KOREA 0.06%
KAR AUCTION SERVICES INC 0.06%
MITSUBISHI CHEMICAL HOLDINGS 0.06%
MITSUBISHI TANABE PHARMA 0.06%
NCR CORPORATION 0.06%
NEW WORLD DEVELOPMENT 0.06%
POPULAR INC 0.06%
REINSURANCE GROUP OF AMERICA 0.06%
RELIANCE STEEL & ALUMINUM 0.06%
ROYAL MAIL PLC 0.06%
SANDVIK AB 0.06%
TABCORP HOLDINGS LTD 0.06%
TIMKEN COMPANY 0.06%
VALEO SA 0.06%
APARTMENT INVT & MGMT CO -A 0.05%
ARISTOCRAT LEISURE LTD 0.05%
ASSURED GUARANTY LTD 0.05%
CABLE ONE INC 0.05%
CARTERS INC 0.05%
ENDESA S.A. 0.05%
FLIR SYSTEMS INC 0.05%
HIGHWOODS PROPERTIES INC 0.05%
LANDSTAR SYSTEM INC 0.05%
LIBERTY PROPERTY TRUST 0.05%
MICHAELS COS INC/THE 0.05%
PPL CORP 0.05%
RENAULT SA 0.05%
SERVICEMASTER GLOBAL HOLDING 0.05%
STARWOOD PROPERTY TRUST INC 0.05%
TAISEI CORP 0.05%
TOPPAN PRINTING CO LTD 0.05%
UPM-KYMMENE OYJ 0.05%
VANTIV INC - CL A 0.05%
VESTAS WIND SYSTEMS A/S 0.05%
ANGLO AMER PLC 0.04%
APPLE HOSPITALITY REIT INC 0.04%
ASSOCIATED BRITISH FOODS PLC 0.04%
CHIMERA INVESTMENT CORP 0.04%
COVESTRO AG 0.04%
DAI NIPPON PRINTING CO LTD 0.04%
ENERGIZER HOLDINGS INC 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
HARVEY NORMAN HOLDINGS LTD 0.04%
HOYA CORP 0.04%
KDDI CORP 0.04%
KERRY PROPERTIES LTD 0.04%
KURARAY CO LTD 0.04%
MSC INDUSTRIAL DIRECT CO-A 0.04%
NEWS CORP - CLASS A 0.04%
RIO TINTO PLC 0.04%
SPECTRUM BRANDS HOLDINGS INC 0.04%
SUN HUNG KAI PROPERTIES 0.04%
TCF FINANCIAL CORP 0.04%
TORO CO 0.04%
VALIDUS HOLDINGS LTD 0.04%
AMERICAN FINANCIAL GROUP INC 0.03%
BRANDYWINE REALTY TRUST 0.03%
BRUKER CORP 0.03%
CABOT CORP 0.03%
CELANESE CORP-SERIES A 0.03%
CRANE CO 0.03%
DGB FINANCIAL GROUP INC 0.03%
DOLBY LABORATORIES INC-CL A 0.03%
FORTESCUE METALS GROUP LTD 0.03%
GAMING AND LEISURE PROPERTIE 0.03%
HITACHI CHEMICAL CO LTD 0.03%
HOLOGIC INC 0.03%
HSBC HOLDINGS PLC 0.03%
HYATT HOTELS CORP - CL A 0.03%
ISS A/S 0.03%
KAJIMA CORP 0.03%
LIBERTY VENTURES - SER A 0.03%
MAPFRE SA 0.03%
MEDIPAL HOLDINGS CORP 0.03%
MITSUBISHI GAS CHEMICAL CO 0.03%
OTSUKA CORP 0.03%
OUTFRONT MEDIA INC 0.03%
PREMIER INC-CLASS A 0.03%
RANDSTAD HOLDING NV 0.03%
RAYMOND JAMES FINANCIAL INC 0.03%
RTL GROUP 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
SWEDISH MATCH AB 0.03%
TOHOKU ELECTRIC POWER CO INC 0.03%
TWO HARBORS INVESTMENT CORP 0.03%
UNILEVER NV-CVA 0.03%
VECTREN CORP 0.03%
VOESTALPINE AG 0.03%
WESCO INTERNATIONAL INC 0.03%
XEROX CORP 0.03%
ASPEN INSURANCE HOLDINGS LTD 0.02%
ASTRAZENECA PLC 0.02%
BANDAI NAMCO HOLDINGS INC 0.02%
CALTEX AUSTRALIA LTD 0.02%
CORELOGIC INC 0.02%
DAIWA SECURITIES GROUP INC 0.02%
DISTRIBUIDORA INTERNACIONAL 0.02%
DST SYSTEMS INC 0.02%
EDISON INTERNATIONAL 0.02%
EQUITY COMMONWEALTH 0.02%
EURONET WORLDWIDE INC 0.02%
FORD MOTOR CO 0.02%
IBERDROLA SA 0.02%
INNOGY SE 0.02%
INTERNATIONAL GAME TECHNOLOG 0.02%
INTERPUBLIC GROUP OF COS INC 0.02%
INTL CONSOLIDATED AIRLINE-DI 0.02%
JTEKT CORP 0.02%
LAGARDERE SCA 0.02%
MFA FINANCIAL INC 0.02%
MID-AMERICA APARTMENT COMM 0.02%
NABORS INDUSTRIES LTD 0.02%
NOMURA REAL ESTATE HOLDINGS 0.02%
POOL CORP 0.02%
QUALITY CARE PROPERTIES 0.02%
ROWAN COMPANIES PLC-A 0.02%
SENIOR HOUSING PROP TRUST 0.02%
SHIN-ETSU CHEMICAL CO LTD 0.02%
WHARF HOLDINGS LTD 0.02%
WILEY (JOHN) & SONS-CLASS A 0.02%
WP CAREY INC 0.02%
YANGZIJIANG SHIPBUILDING 0.02%
YUE YUEN INDUS 0.02%
ALFRESA HOLDINGS CORP 0.01%
BEIERSDORF AG 0.01%
DELIVERY HERO HOLDIN P/P 0.01%
DEUTSCHE LUFTHANSA-REG 0.01%
EASYJET PLC 0.01%
ENGIE 0.01%
ENI SPA 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
EUTELSAT COMMUNICATIONS 0.01%
FUJITSU LTD 0.01%
GAS NATURAL SDG SA 0.01%
GMAC CAPITAL TRUST I PCT 07.1000 0.01%
JAPAN AIRLINES CO LTD 0.01%
JAPAN POST BANK CO LTD 0.01%
LSC COMMUNICATIONS INC 0.01%
MAZDA MOTOR CORP 0.01%
MITSUBISHI MATERIALS CORP 0.01%
MIXI INC 0.01%
QEP RESOURCES INC 0.01%
RR DONNELLEY & SONS CO 0.01%
SANDRIDGE ENERGY INC 0.01%
SUPERIOR ENERGY SERVICES INC 0.01%
SUZUKI MOTOR CORP 0.01%
TARO PHARMACEUTICAL INDUS 0.01%
TUI AG-DI 0.01%
ACC CLAIMS HOLDING LLC CLASS A 0.00%
BERKELEY GROUP HOLDINGS/THE 0.00%
GEDI GRUPPO EDITORIALE SPA 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
I-CABLE COMMUNICATIONS LTD 0.00%
MILAGRO OIL & GAS 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
PCCW LTD 0.00%
TERVITA CORP CLASS A 0.00%
TXU TCEH RIGHTS 0.00%

Full Portfolio Holdings as of 09/30/17

GNMA GII30 MA4652 03.5000 08/20/2047 2.11%
APPLE INC 1.85%
MICROSOFT CORP 1.80%
ALPHABET INC-CL A 1.79%
FNMA FN30 MA2864 03.5000 01/01/2047 1.66%
JPMORGAN CHASE & CO 1.31%
JOHNSON & JOHNSON 1.20%
FHLMC FH30G G08677 04.0000 11/01/2045 1.19%
FNMA FN15 AL9468 03.0000 12/01/2031 1.15%
CITIGROUP INC 1.14%
VERIZON COMMUNICATIONS INC 0.99%
UNITEDHEALTH GROUP INC 0.98%
GILEAD SCIENCES INC 0.93%
FNMA FN30 890765 03.5000 09/01/2046 0.86%
GOLDMAN SACHS GROUP INC 0.78%
CELGENE CORP 0.77%
FNMA FN30 TBA 06.0000 10/01/2047 0.76%
APPLIED MATERIALS INC 0.73%
MCDONALD'S CORP 0.73%
FNMA FN30 TBA 04.5000 11/01/2047 0.72%
GNMA GII30 TBA 03.5000 10/01/2047 0.70%
GNMA GII30 MA4451 03.5000 05/20/2047 0.69%
LOWES COMPANIES INC 0.66%
FNMA FN30 BH5117 04.0000 08/01/2047 0.64%
PEPSICO INC 0.64%
TEXAS INSTRUMENTS INC 0.59%
UNION PACIFIC CORP 0.58%
EXXON MOBIL CORP 0.55%
WALT DISNEY CO/THE 0.52%
TJX COMPANIES INC 0.49%
MERCK & CO. INC. 0.46%
VALERO ENERGY CORP 0.45%
L3 TECHNOLOGIES INC 0.42%
ELI LILLY & CO 0.40%
FACEBOOK INC-A 0.40%
NORTHROP GRUMMAN CORP 0.40%
MCKESSON CORP 0.39%
RAYTHEON COMPANY 0.39%
HP INC 0.38%
ENTERGY CORP 0.37%
WALGREENS BOOTS ALLIANCE INC 0.37%
TYSON FOODS INC-CL A 0.36%
WAL-MART STORES INC 0.36%
KIMBERLY-CLARK CORP 0.35%
RALPH LAUREN CORP 0.35%
DELTA AIR LINES INC 0.34%
CUMMINS INC 0.32%
SQUARE INC - A 0.32%
WILLIAMS COS INC 0.32%
PRUDENTIAL FINANCIAL INC 0.31%
INTUIT INC 0.30%
PARSLEY ENERGY INC-CLASS A 0.30%
DISCOVERY COMMUNICATIONS-A 0.28%
E*TRADE FINANCIAL CORPORATION 0.28%
ONEOK INC 0.28%
SHERWIN-WILLIAMS CO/THE 0.28%
ALLSTATE CORP 0.27%
CROWN HOLDINGS INC 0.27%
HOME DEPOT INC 0.27%
NORFOLK SOUTHERN CORP 0.27%
SYSCO CORP 0.27%
AFLAC INC 0.25%
AMERIPRISE FINANCIAL INC 0.25%
FNMA FN30 AS7003 03.0000 04/01/2046 0.25%
AMERISOURCEBERGEN CORP 0.24%
AMERICAN ELECTRIC POWER 0.23%
BAXTER INTERNATIONAL INC 0.23%
DXC TECHNOLOGY CO 0.23%
PARKER HANNIFIN CORP 0.23%
ROSS STORES INC 0.23%
UGI CORP 0.23%
VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 0.23%
ALLISON TRANSMISSION HOLDING 0.22%
CIMAREX ENERGY CO 0.22%
JUNIPER NETWORKS INC 0.22%
PVH CORP 0.22%
ROCHE HOLDING AG-GENUSSCHEIN 0.22%
CLOROX COMPANY 0.21%
CR BARD INC 0.21%
EBAY INC 0.21%
HARTFORD FINANCIAL SVCS GRP 0.21%
AGILENT TECHNOLOGIES INC 0.19%
ALLIANZ SE-REG 0.19%
DANAHER CORP 0.19%
DISCOVER FINANCIAL SERVICES 0.19%
EXELON CORP 0.19%
FIRSTENERGY CORP 0.19%
GE CAP INTL FUNDING USD 04.4180 11/15/2035 0.19%
HERSHEY CO/THE 0.19%
SANOFI 0.19%
TOTAL SA 0.19%
BASF SE 0.18%
CITRIX SYSTEMS INC 0.18%
FNMA FN30 BC2733 03.0000 05/01/2046 0.18%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 0.18%
NOVARTIS AG-REG 0.18%
SUNTRUST BANKS INC 0.18%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.17%
EQUITY RESIDENTIAL TR REIT 0.17%
HASBRO INC 0.17%
STEEL DYNAMICS INC 0.17%
VMWARE INC-CLASS A 0.17%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.16%
3I GROUP PLC 0.16%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.16%
BAYER AG-REG 0.16%
CITIGROUP INC 03.8870 01/10/2028 0.16%
ENEL SPA 0.16%
GLAXOSMITHKLINE PLC 0.16%
MITSUBISHI UFJ FINANCIAL GRO 0.16%
PACKAGING CORP OF AMERICA 0.16%
WASTE MANAGEMENT INC 0.16%
AMDOCS LTD 0.15%
BAKER HUGHES A GE CO 0.15%
DEUTSCHE POST AG-REG 0.15%
FNMA FN30 AS5722 03.5000 09/01/2045 0.15%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.15%
MAXIM INTEGRATED PRODUCTS 0.15%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.15%
ULTA BEAUTY INC 0.15%
AMADEUS IT GROUP SA 0.14%
CONAGRA BRANDS INC 0.14%
DARDEN RESTAURANTS INC 0.14%
LEAR CORP 0.14%
LINCOLN NATIONAL CORP 0.14%
UBS GROUP FUNDIN P/P 144A 03.0000 04/15/2021 0.14%
YUM BRANDS INC 0.14%
ALLY FINANCIAL INC 0.13%
ATOS SE 0.13%
AXA SA 0.13%
CAMPBELL SOUP CO 0.13%
FORTINET INC 0.13%
MASCO CORP 0.13%
MIZUHO FINANCIAL GROUP INC 0.13%
MORGAN STANLEY 0.13%
MORGAN STANLEY 03.6250 01/20/2027 0.13%
QUANTA SERVICES INC 0.13%
REPSOL SA 0.13%
SUMITOMO MITSUI FINANCIAL GR 0.13%
ADOBE SYSTEMS INC 0.12%
ALTRIA GROUP INC 0.12%
BNP PARIBAS 0.12%
BOUYGUES SA 0.12%
BUNGE LTD 0.12%
CENTRAL JAPAN RAILWAY CO 0.12%
DELL TECHNOLOGIES INC-CL V 0.12%
F5 NETWORKS INC 0.12%
FNMA FN30 AS7154 03.0000 05/01/2046 0.12%
GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 0.12%
HCP INC 0.12%
HUNTINGTON INGALLS INDUSTRIE 0.12%
ITOCHU CORP 0.12%
KAO CORP 0.12%
MUENCHENER RUECKVER AG-REG 0.12%
NIPPON TELEGRAPH & TELEPHONE 0.12%
NISOURCE INC 0.12%
ORIX CORP 0.12%
OWENS CORNING 0.12%
PERSIMMON PLC 0.12%
PROCTER & GAMBLE CO/THE 0.12%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.12%
SOCIETE GENERALE SA 0.12%
SPIRIT AEROSYSTEMS HOLD-CL A 0.12%
SWISS RE AG 0.12%
TAYLOR WIMPEY PLC 0.12%
WELLCARE HEALTH PLANS INC 0.12%
ADECCO GROUP AG-REG 0.11%
ANNALY CAPITAL MANAGEMENT IN 0.11%
ARAMARK 0.11%
AT&T INC 04.2500 03/01/2027 0.11%
AVERY DENNISON CORP 0.11%
CARNIVAL PLC 0.11%
CENTERPOINT ENERGY INC 0.11%
CK ASSET HOLDINGS LTD 0.11%
EVONIK INDUSTRIES AG 0.11%
HEINEKEN HOLDING NV 0.11%
INDUSTRIVARDEN AB-A SHS 0.11%
MARKS AND SPENCER LTD 0.11%
MARUBENI CORP 0.11%
NEWMONT MINING CORP 0.11%
NN GROUP NV 0.11%
PEUGEOT SA 0.11%
RESONA HOLDINGS INC 0.11%
SKY PLC 0.11%
SYNOPSYS INC 0.11%
TERADYNE INC 0.11%
WATSCO INC 0.11%
WM MORRISON SUPERMARKETS 0.11%
CENTRICA PLC 0.10%
CIMIC GROUP LTD 0.10%
ELECTROLUX AB-SER B 0.10%
FIAT CHRYSLER AUTOMOBILES NV 0.10%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.10%
HOCHTIEF AG 0.10%
INGREDION INC 0.10%
MANPOWERGROUP INC 0.10%
NVR INC 0.10%
OSHKOSH CORP 0.10%
SAINSBURY (J) PLC 0.10%
SAMSUNG ELECTRONICS CO LTD 0.10%
TATE & LYLE PLC 0.10%
TRAVELERS COS INC/THE 0.10%
UNUM GROUP 0.10%
ACS ACTIVIDADES 0.09%
AGNC INVESTMENT CORP 0.09%
AMAZON.COM INC 01.2000 11/29/2017 0.09%
AMGEN INC 03.4500 10/01/2020 0.09%
APPLE INC 02.1000 05/06/2019 0.09%
BANK OF AMERICA CORP 02.0000 01/11/2018 0.09%
BANK OF NOVA SCOTIA USD 01.3750 12/18/2017 0.09%
CONOCOPHILLIPS COMPANY 01.0500 12/15/2017 0.09%
COVIDIEN INTlL FIN USD 06.0000 10/15/2017 0.09%
CVS HEALTH CORP 02.2500 12/05/2018 0.09%
CWALT 2006-OA10 4A1 01.4272 08/25/2046 0.09%
CWALT 2006-OA7 1A2 01.8291 06/25/2046 0.09%
DUN & BRADSTREET CORP 0.09%
GNMA GII30 4246 06.5000 09/20/2038 0.09%
GNMA GII30 4581 06.5000 11/20/2039 0.09%
GOLDMAN SACHS GROUP INC 02.3750 01/22/2018 0.09%
IBM CORP 01.8750 08/01/2022 0.09%
INTEL CORP 01.3500 12/15/2017 0.09%
JACOBS ENGINEERING GROUP INC 0.09%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.09%
KINGFISHER PLC 0.09%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.09%
ROYAL BANK OF CANADA USD 02.2000 07/27/2018 0.09%
SHIONOGI & CO LTD 0.09%
TELSTRA CORP LTD 0.09%
TRANSUNION 0.09%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.09%
CAMDEN PROPERTY TRUST 0.08%
CAS 2015-C04 2M2 06.7872 04/25/2028 0.08%
COCA-COLA AMATIL LTD 0.08%
DUKE REALTY CORP 0.08%
HD SUPPLY HOLDINGS INC 0.08%
HITACHI LTD 0.08%
NESTLE SA-REG 0.08%
PINNACLE FOODS INC 0.08%
SCOTTS MIRACLE-GRO CO 0.08%
VEREIT INC 0.08%
VISTEON CORP 0.08%
ALTRIA GROUP INC 02.8500 08/09/2022 0.07%
AMERICAN TOWER CORP 04.0000 06/01/2025 0.07%
ANA HOLDINGS INC 0.07%
BANCO SANTANDER SA 0.07%
BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 0.07%
BARRATT DEVELOPMENTS PLC 0.07%
BOOZ ALLEN HAMILTON HOLDINGS 0.07%
BWX TECHNOLOGIES INC 0.07%
CAESARS ENT OPER TLB6B L+775 11.7500 03/01/2018 0.07%
CARLISLE COS INC 0.07%
CHARLES RIVER LABORATORIES 0.07%
CREDIT AGRICOLE SA 0.07%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.07%
DR PEPPER SNAPPLE GROUP INC 0.07%
E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 0.07%
FIRST HAWAIIAN INC 0.07%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.07%
KINDER MORGAN INC 03.1500 01/15/2023 0.07%
LAMB WESTON HOLDINGS INC 0.07%
LIBERTY MEDIA COR-SIRIUSXM A 0.07%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.07%
NOMURA HOLDINGS INC 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%
PUGET SOUND ENERGY INC 06.9740 06/01/2067 0.07%
QANTAS AIRWAYS LTD 0.07%
ROYAL BK SCOTLND USD 04.7000 07/03/2018 0.07%
ROYAL DUTCH SHELL PLC-B SHS 0.07%
SPIRIT REALTY CAPITAL INC 0.07%
TOYOTA TSUSHO CORP 0.07%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.07%
VOYA FINANCIAL INC 0.07%
WH GROUP LTD 0.07%
WHEELOCK & CO LTD 0.07%
ABBVIE INC 02.9000 11/06/2022 0.06%
ALTRIA GROUP INC 02.6250 01/14/2020 0.06%
AMAZON.COM INC P/P 144A 03.1500 08/22/2027 0.06%
AMERICAN EXPRESS COMPANY 07.0000 03/19/2018 0.06%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.06%
APPLE INC 04.3750 05/13/2045 0.06%
ASAHI KASEI CORP 0.06%
AT&T INC 05.1500 02/14/2050 0.06%
AXA SA P/P 144A 06.4630 12/29/2049 0.06%
BRIXMOR PROPERTY GROUP INC 0.06%
CDX CDX.NA.IG.28 100.0 06/20/2022 0.06%
CIGNA CORP 04.5000 03/15/2021 0.06%
COLONY NORTHSTAR INC-CLASS A 0.06%
COMCAST CORP 06.9500 08/15/2037 0.06%
COMM 2013-CR13 AM 04.4490 11/12/2046 0.06%
CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 0.06%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.06%
DNB NOR ASA 0.06%
EAST WEST BANCORP INC 0.06%
EXPEDIA INC 05.9500 08/15/2020 0.06%
FOREST CITY REALTY TRUST- A 0.06%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.06%
GNMA GII30 4269 06.5000 10/20/2038 0.06%
INDUSTRIAL BANK OF KOREA 0.06%
JPMORGAN CHASE & CO 02.2950 08/15/2021 0.06%
KAR AUCTION SERVICES INC 0.06%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.06%
KRAFT HEINZ FOODS CO 06.5000 02/09/2040 0.06%
MITSUBISHI CHEMICAL HOLDINGS 0.06%
MITSUBISHI TANABE PHARMA 0.06%
NCR CORPORATION 0.06%
NEW WORLD DEVELOPMENT 0.06%
OMNICOM GROUP INC 03.6000 04/15/2026 0.06%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.06%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.06%
POPULAR INC 0.06%
REINSURANCE GROUP OF AMERICA 0.06%
RELIANCE STEEL & ALUMINUM 0.06%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.06%
ROYAL MAIL PLC 0.06%
SANDVIK AB 0.06%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.06%
TABCORP HOLDINGS LTD 0.06%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.06%
TIMKEN COMPANY 0.06%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.06%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.06%
VALEO SA 0.06%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.06%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.06%
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%
ARISTOCRAT LEISURE LTD 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%
BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.05%
CABLE ONE INC 0.05%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.05%
CARTERS INC 0.05%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.05%
CSMC 2016-NXSR C 04.5094 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%
ENDESA S.A. 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%
FLIR SYSTEMS INC 0.05%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.05%
HCP INC 04.2500 11/15/2023 0.05%
HIGHWOODS PROPERTIES INC 0.05%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.05%
HONEYWELL INTERNATIONAL 05.3750 03/01/2041 0.05%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.05%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.05%
KELLOGG CO 03.2500 04/01/2026 0.05%
LANDSTAR SYSTEM INC 0.05%
LIBERTY PROPERTY TRUST 0.05%
MCDONALD'S CORP 05.7000 02/01/2039 0.05%
MICHAELS COS INC/THE 0.05%
NCHET 2003-4 M1 02.3622 10/25/2033 0.05%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.05%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.05%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.05%
ORACLE CORP 02.5000 10/15/2022 0.05%
PPL CORP 0.05%
RENAULT SA 0.05%
SERVICEMASTER GLOBAL HOLDING 0.05%
STARWOOD PROPERTY TRUST INC 0.05%
TAISEI CORP 0.05%
TOPPAN PRINTING CO LTD 0.05%
UPM-KYMMENE OYJ 0.05%
VANTIV INC - CL A 0.05%
VESTAS WIND SYSTEMS A/S 0.05%
VIACOM INC 04.5000 03/01/2021 0.05%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.05%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.04%
ANGLO AMER PLC 0.04%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.04%
APPLE HOSPITALITY REIT INC 0.04%
ARC PROP OPER PART L 04.6000 02/06/2024 0.04%
ASSOCIATED BRITISH FOODS PLC 0.04%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.04%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.04%
CAS 2014-C02 1M2 03.8372 05/25/2024 0.04%
CHIMERA INVESTMENT CORP 0.04%
COMM 2014-UBS6 C 04.6137 12/10/2047 0.04%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.04%
COVESTRO AG 0.04%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.04%
DAI NIPPON PRINTING CO LTD 0.04%
ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 0.04%
ENERGIZER HOLDINGS INC 0.04%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
FHR 3065 DC 16.1567 03/15/2035 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%
HOYA CORP 0.04%
HYATT HOTELS CORP 04.8500 03/15/2026 0.04%
KDDI CORP 0.04%
KERRY PROPERTIES LTD 0.04%
KURARAY CO LTD 0.04%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.04%
LEAR CORP 03.8000 09/15/2027 0.04%
MCDONALD'S CORP 06.3000 10/15/2037 0.04%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.04%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.04%
MSC INDUSTRIAL DIRECT CO-A 0.04%
NATIONWIDE MUTUAL P/P 144A 08.2500 12/01/2031 0.04%
NEWS CORP - CLASS A 0.04%
PACIFIC GAS & ELECTRIC 06.0500 03/01/2034 0.04%
PFIZER INC 01.7000 12/15/2019 0.04%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.04%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.04%
RIO TINTO PLC 0.04%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.04%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.04%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.04%
SPECTRUM BRANDS HOLDINGS INC 0.04%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.04%
SPRINT CORP 07.8750 09/15/2023 0.04%
SUN HUNG KAI PROPERTIES 0.04%
TCF FINANCIAL CORP 0.04%
TORO CO 0.04%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.04%
UBSBB 2012-C3 C P/P 144A 05.2098 08/10/2049 0.04%
UNITEDHEALTH GROUP INC 06.0000 02/15/2018 0.04%
VALIDUS HOLDINGS LTD 0.04%
VERIZON COMM 04.5220 09/15/2048 0.04%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.04%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.04%
WAMU 2005-AR12 1A8 03.1617 10/25/2035 0.04%
WAMU 2005-AR9 A1C3 02.1972 07/25/2045 0.04%
WEYERHAEUSER CO 07.3750 03/15/2032 0.04%
21ST CENTURY FOX AMERICA 07.7500 01/20/2024 0.03%
AES CORP/VA 05.5000 04/15/2025 0.03%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.03%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.03%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.03%
AMERICAN FINANCIAL GROUP INC 0.03%
ANHEUSER-BUSCH INBEV FIN 01.2500 01/17/2018 0.03%
APACHE CORPORATION 03.2500 04/15/2022 0.03%
APPLE INC 03.4500 05/06/2024 0.03%
ASTRAZENECA PLC USD 06.4500 09/15/2037 0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.03%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.03%
BRANDYWINE REALTY TRUST 0.03%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.03%
BRUKER CORP 0.03%
BURLINGTN NORTH SANTA FE 05.4000 06/01/2041 0.03%
BURLINGTN NORTH SANTA FE 05.7500 05/01/2040 0.03%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.03%
CABOT CORP 0.03%
CBS CORP 04.6000 01/15/2045 0.03%
CELANESE CORP-SERIES A 0.03%
CGPUTQL2 R USL3M P 12/01/17 CI 0.03%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.03%
CMLTI 2005-2 1A2A 03.2532 05/25/2035 0.03%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.03%
COMM 2012-LC4 C 05.7623 12/10/2044 0.03%
COMM 2014-UBS6 XA IO 01.1746 12/10/2047 0.03%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.03%
CRANE CO 0.03%
CROWN CASTLE INTL CORP. 05.2500 01/15/2023 0.03%
CVS HEALTH CORP 04.7500 12/01/2022 0.03%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.03%
CWALT 2005-27 1A1 01.6613 08/25/2035 0.03%
DGB FINANCIAL GROUP INC 0.03%
DIAGEO INVESTMENT CORP 08.0000 09/15/2022 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%
ENERGY TRANSFER LP 04.2000 04/15/2027 0.03%
FIRST QUANTUM P/P 144A 07.0000 02/15/2021 0.03%
FIRSTENERGY CORP 04.2500 03/15/2023 0.03%
FORTESCUE METALS GROUP LTD 0.03%
GAMING AND LEISURE PROPERTIE 0.03%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.03%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.03%
HCA INC 05.5000 06/15/2047 0.03%
HISTORIC TW INC 09.1500 02/01/2023 0.03%
HITACHI CHEMICAL CO LTD 0.03%
HOLOGIC INC 0.03%
HONEYWELL INTERNATIONAL 04.2500 03/01/2021 0.03%
HOST HOTELS & RESORTS 05.2500 03/15/2022 0.03%
HSBC FINANCE CORP 06.6760 01/15/2021 0.03%
HSBC HOLDINGS PLC 0.03%
HYATT HOTELS CORP - CL A 0.03%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.03%
ISS A/S 0.03%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.03%
KAJIMA CORP 0.03%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.03%
LIBERTY VENTURES - SER A 0.03%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.03%
MAPFRE SA 0.03%
MASONITE INTL C P/P 144A 05.6250 03/15/2023 0.03%
MEDIPAL HOLDINGS CORP 0.03%
METHANEX CORP USD 05.6500 12/01/2044 0.03%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.03%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.03%
MITSUBISHI GAS CHEMICAL CO 0.03%
MORGAN STANLEY 02.6500 01/27/2020 0.03%
MSBAM 2012-C6 XA IO P/P 144A 01.9345 11/15/2045 0.03%
MSC 2011-C3 E P/P 144A 05.3268 07/15/2049 0.03%
NEVADA POWER CO 07.1250 03/15/2019 0.03%
NEWELL BRANDS INC 04.2000 04/01/2026 0.03%
ORACLE CORP 05.3750 07/15/2040 0.03%
ORANGE SA USD 04.1250 09/14/2021 0.03%
OTSUKA CORP 0.03%
OUTFRONT MEDIA INC 0.03%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.03%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.03%
PREMIER INC-CLASS A 0.03%
PRICELINE GROUP INC/THE 03.6500 03/15/2025 0.03%
PRIMERICA INC 04.7500 07/15/2022 0.03%
RANDSTAD HOLDING NV 0.03%
RAYMOND JAMES FINANCIAL INC 0.03%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.03%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.03%
RTL GROUP 0.03%
SAMI 2007-AR7 1A1 02.0872 05/25/2047 0.03%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.03%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.03%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.03%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.03%
SPST 2017-1 A 02.1372 02/25/2049 0.03%
STATOIL ASA USD 05.1000 08/17/2040 0.03%
STEEL DYNAMICS INC P/P 144A 04.1250 09/15/2025 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
SWEDISH MATCH AB 0.03%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.03%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.03%
TIME WARNER INC 02.9500 07/15/2026 0.03%
TOHOKU ELECTRIC POWER CO INC 0.03%
TWO HARBORS INVESTMENT CORP 0.03%
UNILEVER NV-CVA 0.03%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.03%
VECTREN CORP 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
VOESTALPINE AG 0.03%
WESCO INTERNATIONAL INC 0.03%
WESTROCK MWV LLC 08.2000 01/15/2030 0.03%
WFRBS 2011-C4 E P/P 144A 05.4142 06/15/2044 0.03%
WFRBS 2013-C15 D P/P 144A 04.6281 08/15/2046 0.03%
WYNDHAM WORLDWIDE CORP 05.6250 03/01/2021 0.03%
XEROX CORP 0.03%
ADS INC P/P 144A 05.6250 11/15/2024 0.02%
AES CORP/VA 05.1250 09/01/2027 0.02%
AES CORP/VA 07.3750 07/01/2021 0.02%
AGRIUM INC USD 05.2500 01/15/2045 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.02%
ALTA MESA HLDGS P/P 144A 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%
ASPEN INSURANCE HOLDINGS LTD 0.02%
ASTRAZENECA PLC 0.02%
AVAYA INC P/P 144A 07.0000 04/01/2019 0.02%
BANDAI NAMCO HOLDINGS INC 0.02%
BEAR STEARNS COS LLC 07.2500 02/01/2018 0.02%
BELDEN INC P/P 144A 05.2500 07/15/2024 0.02%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.02%
BLUE CUBE SPINCO INC 09.7500 10/15/2023 0.02%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.02%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.02%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.02%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.02%
BRDCOM CRP / FIN P/P 144A 03.8750 01/15/2027 0.02%
BROOKFIELD RESID P/P 144A 06.5000 12/15/2020 0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.02%
BUILDERS FIRSTSOURCE P/P 144A 10.7500 08/15/2023 0.02%
CALPINE CORP 05.7500 01/15/2025 0.02%
CALTEX AUSTRALIA LTD 0.02%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.02%
CAS 2015-C01 1M2 05.5372 02/25/2025 0.02%
CAS 2015-C04 1M2 06.9372 04/25/2028 0.02%
CAS 2016-C03 2M2 07.1372 10/25/2028 0.02%
CAS 2016-C05 2M1 02.5872 01/25/2029 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.02%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.02%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.02%
CENOVUS ENERGY INC. P/P 144A 04.2500 04/15/2027 0.02%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.02%
CGCMT 2012-GC8 XA IO P/P 144A 01.9793 09/10/2045 0.02%
CHARTER COMM OPT LLC P/P 144A 05.3750 05/01/2047 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
CHENIERE CORP CHRIST P/P 144A 05.1250 06/30/2027 0.02%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 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 01.1515 08/10/2050 0.02%
COMM 2014-CR17 C 04.8948 05/10/2047 0.02%
COMM 2014-CR17 XA IO 01.2969 05/10/2047 0.02%
COMM 2014-LC17 XA IO 01.1115 10/10/2047 0.02%
COMMONWEALTH EDISON CO 05.9000 03/15/2036 0.02%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.02%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.02%
CORELOGIC INC 0.02%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.02%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.02%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.02%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.02%
DAIWA SECURITIES GROUP INC 0.02%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.02%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.02%
DISH DBS CORP 05.8750 11/15/2024 0.02%
DISTRIBUIDORA INTERNACIONAL 0.02%
DST SYSTEMS INC 0.02%
DUKE REALTY LP 04.3750 06/15/2022 0.02%
EDISON INTERNATIONAL 0.02%
ENERGY TRANSFER LP 05.2000 02/01/2022 0.02%
ENERGY TRANSFER LP 06.5000 02/01/2042 0.02%
EQT CORP 03.9000 10/01/2027 0.02%
EQUITY COMMONWEALTH 0.02%
EURONET WORLDWIDE INC 0.02%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.02%
FHR 2990 LB 13.7906 06/15/2034 0.02%
FHR 3072 SM 04.2533 11/15/2035 0.02%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.02%
FNR 2006-8 HP 20.0302 03/25/2036 0.02%
FNR 2007-53 SP 19.6635 06/25/2037 0.02%
FORD MOTOR CO 0.02%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.02%
GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 0.02%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.02%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.02%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.02%
GNMA GII30 4018 06.5000 08/20/2037 0.02%
GNR 2012-141 WI IO 03.5000 11/20/2041 0.02%
GNR 2015-H26 DI IO 01.8645 10/20/2065 0.02%
GNR 2016-H16 EI IO 02.2370 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 01.0839 11/10/2039 0.02%
GSMS 2015-GC30 XA IO 01.0237 05/10/2050 0.02%
HCA INC 06.5000 02/15/2020 0.02%
HEALTHCARE REALTY TRUST INC 03.8750 05/01/2025 0.02%
HESS CORP 07.3000 08/15/2031 0.02%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.02%
HOST HOTELS & RESORTS LP 06.0000 10/01/2021 0.02%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.02%
IBERDROLA SA 0.02%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
INFOR US INC 06.5000 05/15/2022 0.02%
INNOGY SE 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
INTERNATIONAL GAME TECHNOLOG 0.02%
INTERPUBLIC GROUP OF COS INC 0.02%
INTL CONSOLIDATED AIRLINE-DI 0.02%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.02%
JPMBB 2013-C14 C 04.7211 08/15/2046 0.02%
JPMBB 2013-C15 C 05.2502 11/15/2045 0.02%
JPMCC 2005-LDP5 F 05.8884 12/15/2044 0.02%
JTEKT CORP 0.02%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.02%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.02%
KRATON POLYMERS P/P 144A 10.5000 04/15/2023 0.02%
LAGARDERE SCA 0.02%
LBMLT 2004-1 A2 02.0372 02/25/2034 0.02%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.02%
LLOYDS BANKING GROUP P/P 144A 06.6570 12/29/2049 0.02%
LOUISIANA-PACIFIC CORP 04.8750 09/15/2024 0.02%
MARATHON PETRO CORP 06.5000 03/01/2041 0.02%
MASTEC INC 04.8750 03/15/2023 0.02%
MEDTRONIC INC 03.5000 03/15/2025 0.02%
MEDTRONIC INC 04.3750 03/15/2035 0.02%
MFA FINANCIAL INC 0.02%
MICROSOFT CORP 05.3000 02/08/2041 0.02%
MID-AMERICA APARTMENT COMM 0.02%
MOODY'S CORPORATION P/P 144A 03.2500 01/15/2028 0.02%
MSC 2011-C3 D P/P 144A 05.3268 07/15/2049 0.02%
MTW FOODSERVICE ESCR 09.5000 02/15/2024 0.02%
NABORS INDUSTRIES LTD 0.02%
NAVISTAR INTERNATIONAL CORP 08.2500 11/01/2021 0.02%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.02%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.02%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.02%
NOMURA REAL ESTATE HOLDINGS 0.02%
NORBORD INC P/P 144A 06.2500 04/15/2023 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.02%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.02%
OSHKOSH CORP 05.3750 03/01/2025 0.02%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.02%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.02%
PETROLEOS MEXICANOS USD 05.6250 01/23/2046 0.02%
POOL CORP 0.02%
PPSI 2004-WCW2 M3 02.2872 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%
QUALITY CARE PROPERTIES 0.02%
RAYTHEON COMPANY 04.8750 10/15/2040 0.02%
REALTY INCOME CORP 04.6500 08/01/2023 0.02%
REYNOLDS GRP ISS/REY P/P 144A 04.8036 07/15/2021 0.02%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.02%
ROWAN COMPANIES PLC-A 0.02%
S&P GLOBAL INC 02.9500 01/22/2027 0.02%
SCIENTIFIC GAMES INT P/P 144A 07.0000 01/01/2022 0.02%
SENIOR HOUSING PROP TRUST 0.02%
SERVICE CORP INTL 05.3750 05/15/2024 0.02%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.02%
SHIN-ETSU CHEMICAL CO LTD 0.02%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.02%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.02%
SPRINGLEAF FINANCE CORP 08.2500 12/15/2020 0.02%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.02%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.02%
STATOIL ASA USD 02.9000 11/08/2020 0.02%
T-MOBILE USA INC 05.3750 04/15/2027 0.02%
TEVA PHARMACEUTICALS NE USD 03.1500 10/01/2026 0.02%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.02%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.02%
WAMU 2005-AR13 A1C3 01.7272 10/25/2045 0.02%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.02%
WEST CORP P/P 144A 05.3750 07/15/2022 0.02%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.02%
WFCM 2013-LC12 C 04.4301 07/15/2046 0.02%
WFRBS 2011-C2 D P/P 144A 05.7881 02/15/2044 0.02%
WFRBS 2011-C3 D P/P 144A 05.8132 03/15/2044 0.02%
WFRBS 2012-C10 XA IO P/P 144A 01.7531 12/15/2045 0.02%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.02%
WFRBS 2013-C15 C 04.6281 08/15/2046 0.02%
WFRBS 2014-C19 C 04.6460 03/15/2047 0.02%
WHARF HOLDINGS LTD 0.02%
WILEY (JOHN) & SONS-CLASS A 0.02%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 0.02%
WP CAREY INC 0.02%
WP CAREY INC 04.6000 04/01/2024 0.02%
WPX ENERGY INC 06.0000 01/15/2022 0.02%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.02%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.02%
YANGZIJIANG SHIPBUILDING 0.02%
YUE YUEN INDUS 0.02%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
A SCHULMAN INC 06.8750 06/01/2023 0.01%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
AK STEEL CORP 06.3750 10/15/2025 0.01%
ALFRESA HOLDINGS CORP 0.01%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.01%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.01%
ALLEGHENY TECHNOLOGIES INC 09.3750 06/01/2019 0.01%
ALLERGAN FUNDING SCS USD 04.7500 03/15/2045 0.01%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.01%
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 06.2500 12/01/2017 0.01%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.01%
ALLY FINANCIAL INC 08.0000 12/31/2018 0.01%
AMAG PHARMA INC P/P 144A 07.8750 09/01/2023 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.01%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.01%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.01%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.01%
ANDEAVOR LOGIS LP/CORP 05.2500 01/15/2025 0.01%
ANTERO RESOURCES 05.3750 11/01/2021 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
ARCELORMITTAL USD 06.1250 06/01/2025 0.01%
ARCELORMITTAL USD 07.5000 10/15/2039 0.01%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.01%
AUD/USD 10/18/2017 BANKAM 0.01%
AUD/USD 10/18/2017 RBSF 0.01%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.01%
AVAYA TLB7 L+525 06.5639 05/29/2020 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BEIERSDORF AG 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%
BOARDWALK PIPELINES LP 04.4500 07/15/2027 0.01%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.01%
BOYD GAMING CORP 06.3750 04/01/2026 0.01%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.01%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.01%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.01%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.01%
CAD/USD 10/18/2017 RBSF 0.01%
CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 0.01%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.01%
CANADIAN NATL RESOURCES USD 03.8500 06/01/2027 0.01%
CAS 2015-C02 1M2 05.2372 05/25/2025 0.01%
CAS 2015-C03 2M2 06.2372 07/25/2025 0.01%
CBRE SERVICES INC 05.0000 03/15/2023 0.01%
CBS CORP 02.9000 01/15/2027 0.01%
CBS CORP 03.5000 01/15/2025 0.01%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.01%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.01%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.01%
CEC ENT INC 08.0000 02/15/2022 0.01%
CENTENE CORP 04.7500 05/15/2022 0.01%
CENTENE CORP 06.1250 02/15/2024 0.01%
CENTURYLINK INC 06.7500 12/01/2023 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CHEMOURS CO 05.3750 05/15/2027 0.01%
CHEMOURS CO 06.6250 05/15/2023 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.01%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.01%
CHS/COMMUNITY HEALTH SYS 07.1250 07/15/2020 0.01%
CINEMARK USA INC 04.8750 06/01/2023 0.01%
CIT GROUP INC 05.0000 08/01/2023 0.01%
CIT GROUP INC. 05.0000 08/15/2022 0.01%
CITIGROUP INC 04.7500 05/18/2046 0.01%
CITIGROUP INC 05.8750 12/29/2049 0.01%
CITIGROUP INC 05.9500 12/29/2049 0.01%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.01%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.01%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.01%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.01%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.01%
COMM 2014-CR16 XA IO 01.3450 04/10/2047 0.01%
COMM 2014-CR18 XA IO 01.3868 07/15/2047 0.01%
COMM 2014-CR20 XA IO 01.3167 11/10/2047 0.01%
CONTINENTAL RES 04.5000 04/15/2023 0.01%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
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%
CSTN MERGER SUB INC P/P 144A 06.7500 08/15/2024 0.01%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.01%
DCP MIDSTREAM OPERATING 02.7000 04/01/2019 0.01%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.01%
DELIVERY HERO HOLDIN P/P 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DEUTSCHE LUFTHANSA-REG 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
DYNEGY INC 07.3750 11/01/2022 0.01%
DYNEGY INC 07.6250 11/01/2024 0.01%
DYNEGY INC P/P 144A 08.1250 01/30/2026 0.01%
EASYJET PLC 0.01%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.01%
EMERA US FINANCE LP 03.5500 06/15/2026 0.01%
ENDEAVOR ENERGY P/P 144A 08.1250 09/15/2023 0.01%
ENERGY TRANSFER LP 06.1250 12/15/2045 0.01%
ENGIE 0.01%
ENI SPA 0.01%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.01%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
EUTELSAT COMMUNICATIONS 0.01%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.01%
EXPEDIA INC 05.0000 02/15/2026 0.01%
FEDEX CORP 02.6250 08/01/2022 0.01%
FHR 3249 PS 18.2013 12/15/2036 0.01%
FHR 3408 EK 20.8259 04/15/2037 0.01%
FHR 3829 AS IO 05.7156 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 16.5383 08/25/2035 0.01%
FNR 2012-58 SM IO 05.2628 06/25/2042 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
FRONTIER COMM 10.5000 09/15/2022 0.01%
FTS INTL INC P/P 144A 08.8200 06/15/2020 0.01%
FUJITSU LTD 0.01%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.01%
GAS NATURAL SDG SA 0.01%
GATES GLOBAL TLB L+325 04.5828 03/31/2024 0.01%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.01%
GENON ENERGY INC. 09.8750 10/15/2020 0.01%
GETTY IMAGES TLB L+350 04.7500 10/18/2019 0.01%
GLP CAP LP / FIN II 04.8750 11/01/2020 0.01%
GMAC CAPITAL TRUST I PCT 07.1000 0.01%
GNMA GII30 3987 06.5000 05/20/2037 0.01%
GNMA GII30 4171 06.5000 06/20/2038 0.01%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.01%
GNR 2013-99 AS IO 04.8139 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%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.01%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.01%
HCA INC 03.7500 03/15/2019 0.01%
HCA INC 05.0000 03/15/2024 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HIGH RIDGE BRANDS CO P/P 144A 08.8750 03/15/2025 0.01%
HUB INTL LTD P/P 144A 07.8750 10/01/2021 0.01%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.01%
HYATT HOTELS CORP 03.3750 07/15/2023 0.01%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.01%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.01%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 0.01%
IPALCO ENTPRS IN P/P 144A 03.7000 09/01/2024 0.01%
JABIL INC 08.2500 03/15/2018 0.01%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.01%
JAPAN AIRLINES CO LTD 0.01%
JAPAN POST BANK CO LTD 0.01%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.01%
JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 0.01%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.01%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.01%
JPMCC 2006-LDP7 B 06.1377 04/17/2045 0.01%
JPY/USD 11/15/2017 CITI 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.01%
KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 0.01%
KRAFT HEINZ FOODS CO 02.1294 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%
LAMAR MEDIA CORP 05.3750 01/15/2024 0.01%
LAMAR MEDIA CORP 05.8750 02/01/2022 0.01%
LAREDO PETROLEUM INC 07.3750 05/01/2022 0.01%
LBUBS 2006-C6 XCL IO P/P 144A 00.6236 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%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
LSC COMMUNICATIONS INC 0.01%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.01%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.01%
MAZDA MOTOR CORP 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MERCER INTL INC USD 07.7500 12/01/2022 0.01%
MGM RESORTS INTL 06.6250 12/15/2021 0.01%
MGM RESORTS INTL 08.6250 02/01/2019 0.01%
MICRON TECH INC P/P 144A 05.2500 01/15/2024 0.01%
MITSUBISHI MATERIALS CORP 0.01%
MIXI INC 0.01%
MLMI 2005-A2 A2 02.9727 02/25/2035 0.01%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.01%
MOOG INC P/P 144A 05.2500 12/01/2022 0.01%
MPLX LP 04.1250 03/01/2027 0.01%
MSBAM 2013-C12 XA IO 01.0467 10/15/2046 0.01%
MSBAM 2014-C17 XA IO 01.3954 08/15/2047 0.01%
MSC 2007-HQ11 AJ 05.5080 02/12/2044 0.01%
MURPHY OIL CORP 05.7500 08/15/2025 0.01%
NABORS INDUSTRIES INC 04.6250 09/15/2021 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NEIMAN MARCUS TL L+325 04.4806 10/25/2020 0.01%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.01%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.01%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.01%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.01%
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%
NRG ENERGY INC 07.8750 05/15/2021 0.01%
O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 0.01%
O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 0.01%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
ONEMAIN FIN HLDG INC P/P 144A 06.7500 12/15/2019 0.01%
ONEMAIN FIN HLDG INC P/P 144A 07.2500 12/15/2021 0.01%
ORACLE CORP 02.6500 07/15/2026 0.01%
ORTHO-CLINICAL TLB L+375 05.0828 06/30/2021 0.01%
OSHKOSH CORP 05.3750 03/01/2022 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%
PILGRIM'S PRIDE CORP P/P 144A 05.7500 03/15/2025 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
PRECISION DRILLING CORP USD 07.7500 12/15/2023 0.01%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.01%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.01%
QEP RESOURCES INC 0.01%
RANGE RESOURCES CORP P/P 144A 05.7500 06/01/2021 0.01%
REALOGY GROUP/CO-ISS P/P 144A 04.8750 06/01/2023 0.01%
REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 0.01%
REGENCY ENERGY P 04.5000 11/01/2023 0.01%
REVLON CONS TLB L+350 04.7350 09/07/2023 0.01%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.01%
REVLON CONSUMER PRODS 05.7500 02/15/2021 0.01%
REYNOLDS GRP ISS/REY P/P 144A 07.0000 07/15/2024 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.01%
RR DONNELLEY & SONS CO 0.01%
RUB/USD 12/20/2017 BANKAM 0.01%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SANDRIDGE ENERGY INC 0.01%
SEALED AIR CORP P/P 144A 06.8750 07/15/2033 0.01%
SELECT INCOME REIT 02.8500 02/01/2018 0.01%
SELECT INCOME REIT 03.6000 02/01/2020 0.01%
SEMGROUP CORP P/P 144A 06.3750 03/15/2025 0.01%
SERVICE CORP INTL 05.3750 01/15/2022 0.01%
SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 0.01%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.01%
SEVEN GENS ENER P/P 144A 08.2500 05/15/2020 0.01%
SHELF DRILL HOLD LTD P/P 144A 09.5000 11/02/2020 0.01%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.01%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.01%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.01%
SM ENERGY CO 05.0000 01/15/2024 0.01%
SM ENERGY CO 06.7500 09/15/2026 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SOUTHERN STAR CENT P/P 144A 05.1250 07/15/2022 0.01%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.01%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.01%
SPRINGLEAF FINANCE CORP 06.1250 05/15/2022 0.01%
SPRINT CORP 07.2500 09/15/2021 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%
SUPERIOR ENERGY SERVICES INC 0.01%
SUZUKI MOTOR CORP 0.01%
T-MOBILE USA INC 06.1250 01/15/2022 0.01%
T-MOBILE USA INC 06.3750 03/01/2025 0.01%
T-MOBILE USA INC 06.6250 04/01/2023 0.01%
TARGA RES PRTNRS 05.3750 02/01/2027 0.01%
TARO PHARMACEUTICAL INDUS 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%
TENNECO INC 05.3750 12/15/2024 0.01%
TEXAS GAS TRANSMISN P/P 144A 04.5000 02/01/2021 0.01%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.01%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.01%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
TRANSDIGM INC 06.5000 07/15/2024 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.01%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.01%
TUI AG-DI 0.01%
TURKEY GOVERNMENT BOND TRY 11.0000 03/02/2022 0.01%
UAL 2007 PASS TRUST 06.6360 07/02/2022 0.01%
UBSBB 2012-C4 XA IO P/P 144A 01.8351 12/10/2045 0.01%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.01%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
USG CORP P/P 144A 04.8750 06/01/2027 0.01%
USG CORP P/P 144A 05.5000 03/01/2025 0.01%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.01%
VALEANT PHARMA P/P 144A 05.3750 03/15/2020 0.01%
VALEANT PHARMA P/P 144A 05.8750 05/15/2023 0.01%
VALEANT PHARMA P/P 144A 07.0000 03/15/2024 0.01%
VENATOR FIN SARL/VEN P/P 144A 05.7500 07/15/2025 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
VMWARE INC 03.9000 08/21/2027 0.01%
VULCAN MATERIALS COMPANY 04.5000 04/01/2025 0.01%
WAL-MART STORES INC 05.0000 10/25/2040 0.01%
WALT DISNEY COMPANY/THE 04.3750 08/16/2041 0.01%
WBCMT 2005-C21 D 05.4681 10/15/2044 0.01%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.01%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.01%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.01%
WESTROCK MWV LLC 07.9500 02/15/2031 0.01%
WFCM 2013-LC12 AS 04.4301 07/15/2046 0.01%
WFRBS 2011-C5 XA IO P/P 144A 01.9250 11/15/2044 0.01%
WFRBS 2012-C9 XA IO P/P 144A 02.1702 11/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
WFRBS 2013-C12 XA IO P/P 144A 01.5049 03/15/2048 0.01%
WILLIAMS PARTNERS L.P. 04.8750 03/15/2024 0.01%
WINDSTREAM SERVICES LLC 06.3750 08/01/2023 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.01%
WPX ENERGY INC 07.5000 08/01/2020 0.01%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.01%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.01%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.01%
1.80 R ISWP FWD US0003M P 12/20/2019 0.00%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.00%
1011778 BC / NEW RED P/P 144A 06.0000 04/01/2022 0.00%
2.05 R ISWP FWD US0003M P 12/20/2022 0.00%
2.25 R ISWP FWD US0003M P 12/20/2027 0.00%
2.50 R ISWP FWD US0003M P 12/20/2047 0.00%
ACC CLAIMS HOLDING LLC CLASS A 0.00%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.00%
ALTRIA GROUP INC 09.2500 08/06/2019 0.00%
AMC ENT HOLDIN 06.1250 05/15/2027 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
APACHE CORP 05.1000 09/01/2040 0.00%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.00%
AUD/USD 10/18/2017 JPMCB 0.00%
AUD/USD 10/18/2017 SSBT 0.00%
AUD/USD 10/18/2017 UBS 0.00%
AUSTRALIAN DOLLAR ACCOUNT 0.00%
BACM 2004-4 XC IO P/P 144A 00.0545 07/10/2042 0.00%
BACM 2004-5 XC IO P/P 144A 00.5682 11/10/2041 0.00%
BACM 2007-1 XW IO 00.4115 01/15/2049 0.00%
BACM 2007-5 XW IO P/P 144A 00.2518 02/10/2051 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BERKELEY GROUP HOLDINGS/THE 0.00%
BIOSCRIP INC 08.8750 02/15/2021 0.00%
BON-TON DEPT STORES 08.0000 06/15/2021 0.00%
BRAZILIAN REAL CALL ACCOUNT 0.00%
BRL/USD 01/03/2018 CITI 0.00%
BSCMS 04-PR3I X1 IO 00.2078 02/11/2041 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.5255 12/11/2038 0.00%
CAD/USD 10/18/2017 HSBCB 0.00%
CAD/USD 10/18/2017 JPMCB 0.00%
CAD/USD 10/18/2017 UBS 0.00%
CALATLANTIC GROUP INC 05.8750 11/15/2024 0.00%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CANADIAN DOLLAR ACCOUNT 0.00%
CAS 2014-C03 2M1 02.4372 07/25/2024 0.00%
CBRE SERVICES INC 05.2500 03/15/2025 0.00%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.00%
CCM MERGER INC P/P 144A 06.0000 03/15/2022 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.00%
CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 0.00%
CD 2007-CD4 XW IO P/P 144A 00.7424 12/11/2049 0.00%
CDK GLOBAL INC P/P 144A 04.8750 06/01/2027 0.00%
CENTENE CORP 04.7500 01/15/2025 0.00%
CENTURYLINK INC 05.6250 04/01/2020 0.00%
CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.6204 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 01/15/2025 0.00%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 06/15/2027 0.00%
CHF/USD 12/20/2017 JPMCB 0.00%
CHS/COMMUNITY HEALTH 08.0000 11/15/2019 0.00%
CIT GROUP INC 03.8750 02/19/2019 0.00%
CIT GROUP INC P/P 144A 05.5000 02/15/2019 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
COMM 2006-C8 XS IO P/P 144A 00.8512 12/10/2046 0.00%
CONCORDIA INTL P/P 144A 07.0000 04/15/2023 0.00%
CONCORDIA INTL P/P 144A 09.0000 04/01/2022 0.00%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.00%
CPG INTL TL L+375 05.0828 05/03/2024 0.00%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.00%
CSMC 2007-C2 AX IO P/P 144A 00.1033 01/15/2049 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
DCP MIDSTREAM OPERATING 03.8750 03/15/2023 0.00%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.00%
DFC FINANCE CORP P/P 144A 10.5000 06/15/2020 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 05.8750 06/15/2021 0.00%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.00%
DKK/USD 12/20/2017 CITI 0.00%
DYNEGY INC P/P 144A 08.0000 01/15/2025 0.00%
E.I. DU PONT DE NEMOURS 01.8406 05/01/2020 0.00%
EMIN RUSSELL 2000 DEC17 RTYZ7 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 12/20/2017 BANKAM 0.00%
EUR/USD 12/20/2017 BCAP-FX 0.00%
EUR/USD 12/20/2017 CITI 0.00%
EUR/USD 12/20/2017 CSI-FX 0.00%
EUR/USD 12/20/2017 GSFX 0.00%
EUR/USD 12/20/2017 HSBCB 0.00%
EUR/USD 12/20/2017 JPMCB 0.00%
EUR/USD 12/20/2017 RBSF 0.00%
EUR/USD 12/20/2017 SSBT 0.00%
EUR/USD 12/20/2017 UBS 0.00%
EUR/USD 12/20/2017 WPAC 0.00%
FLR USL3M 6.00 03/07/2018 JP 0.00%
FNR 2006-46 OC PO 00.0000 06/25/2036 0.00%
FORTERRA TL L+300 04.2350 10/25/2023 0.00%
FREEPORT-MCMORAN INC 06.7500 02/01/2022 0.00%
FRONTIER COMM 11.0000 09/15/2025 0.00%
FRONTIER COMMUNICATIONS 07.6250 04/15/2024 0.00%
GBP/USD 12/20/2017 BANKAM 0.00%
GBP/USD 12/20/2017 JPMCB 0.00%
GBP/USD 12/20/2017 SSBT 0.00%
GECMC 2005-C3 XC IO P/P 144A 00.1126 07/10/2045 0.00%
GECMC 2007-C1 XC IO P/P 144A 00.4380 12/10/2049 0.00%
GEDI GRUPPO EDITORIALE SPA 0.00%
GMACC 1997-C1 X IO 01.6067 07/15/2029 0.00%
GMACC 2005-C1 X1 IO P/P 144A 00.7940 05/10/2043 0.00%
GNMA GII30 4401 06.5000 03/20/2039 0.00%
GRINDING MEDIA/M P/P 144A 07.3750 12/15/2023 0.00%
GSMS 2006-GG6 XC IO P/P 144A 00.0000 04/10/2038 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HALYARD HEALTH INC 06.2500 10/15/2022 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HKD/USD 11/15/2017 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%
HUF/USD 12/20/2017 GSFX 0.00%
I-CABLE COMMUNICATIONS LTD 0.00%
IDR/USD 11/15/2017 GSFX 0.00%
IDR/USD 11/15/2017 JPMCB 0.00%
INDIAN RUPEE CALL ACCOUNT 0.00%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.00%
INTELSAT JACKSON HLDG USD 07.5000 04/01/2021 0.00%
INTELSAT LUXEMB USD 07.7500 06/01/2021 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
ISTAR INC 05.2500 09/15/2022 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
JAPANESE YEN CALL ACCOUNT 0.00%
JPMCC 05-CB12 X1 IO P/P 144A 00.4295 09/12/2037 0.00%
JPMCC 2006-LDP8 X IO 00.5248 05/15/2045 0.00%
JPMCC 2007-LDPX X IO 00.3229 01/15/2049 0.00%
JPY/USD 11/15/2017 CSI-FX 0.00%
JPY/USD 11/15/2017 HSBCB 0.00%
JPY/USD 11/15/2017 JPMCB 0.00%
JPY/USD 11/15/2017 RBSF 0.00%
JPY/USD 11/15/2017 UBS 0.00%
JPY/USD 11/15/2017 WPAC 0.00%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LAREDO PETROLEUM INC 05.6250 01/15/2022 0.00%
LBCMT 1999-C1 G P/P 144A 06.4100 06/15/2031 0.00%
LBUBS 2005-C2 XCL IO P/P 144A 00.1950 04/15/2040 0.00%
LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 0.00%
LBUBS 2005-C7 XCL IO P/P 144A 00.4879 11/15/2040 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%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
MEZZ 2005-C3 X IO P/P 144A 07.1563 05/15/2044 0.00%
MEZZ 2006-C4 X IO P/P 144A 06.7859 07/15/2045 0.00%
MGM GROWTH/MGM FIN P/P 144A 04.5000 01/15/2028 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MILAGRO OIL & GAS 0.00%
MINI MSCI EAFE DEC17 MFSZ7 0.00%
MLMT 2004-KEY2 XC IO P/P 144A 00.6738 08/12/2039 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0050 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%
MXN/USD 10/18/2017 HSBCB 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.00%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.00%
NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 12/20/2017 BANKAM 0.00%
NOK/USD 12/20/2017 CITI 0.00%
NOK/USD 12/20/2017 JPMCB 0.00%
NOK/USD 12/20/2017 UBS 0.00%
NZD/USD 10/18/2017 CSI-FX 0.00%
NZD/USD 10/18/2017 GSFX 0.00%
NZD/USD 10/18/2017 RBSF 0.00%
NZD/USD 10/18/2017 SSBT 0.00%
PCCW LTD 0.00%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PLATFORM SPECIALTY P P/P 144A 10.3750 05/01/2021 0.00%
PLATFORM SPECIALTY P/P 144A 06.5000 02/01/2022 0.00%
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%
RUB/USD 12/20/2017 CITI 0.00%
S&P MID 400 EMINI DEC17 FAZ7 0.00%
S&P500 EMINI FUT DEC17 ESZ7 0.00%
SEALED AIR CORP P/P 144A 05.1250 12/01/2024 0.00%
SEALED AIR CORP P/P 144A 05.5000 09/15/2025 0.00%
SEK/USD 12/20/2017 CITI 0.00%
SEK/USD 12/20/2017 CSI-FX 0.00%
SEK/USD 12/20/2017 GSFX 0.00%
SEK/USD 12/20/2017 JPMCB 0.00%
SEK/USD 12/20/2017 RBSF 0.00%
SEK/USD 12/20/2017 SSBT 0.00%
SEK/USD 12/20/2017 UBS 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SESI LLC P/P 144A 07.7500 09/15/2024 0.00%
SGD/USD 11/15/2017 JPMCB 0.00%
SM ENERGY CO 06.1250 11/15/2022 0.00%
SM ENERGY CO 06.5000 01/01/2023 0.00%
SM ENERGY CO 06.5000 11/15/2021 0.00%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
SWISS FRANC CALL ACCOUNT 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC 06.8360 04/28/2023 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TAIWAN DOLLAR CALL ACCOUNT 0.00%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.00%
TARGA RES PRTNRS 05.1250 02/01/2025 0.00%
TAYLOR MORRISON COMM P/P 144A 05.2500 04/15/2021 0.00%
TAYLOR MORRISON P/P 144A 05.6250 03/01/2024 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TECK RESOURCES LIMITED USD 04.7500 01/15/2022 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TENET HEALTHCARE 04.7500 06/01/2020 0.00%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.00%
TENNANT CO P/P 144A 05.6250 05/01/2025 0.00%
TENNECO INC 05.0000 07/15/2026 0.00%
TERVITA CORP CLASS A 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THE AES CORPORATION 04.8750 05/15/2023 0.00%
THE EURO EUR CALL ACCOUNT 0.00%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.00%
TMX FIN/TITLEMAX P/P 144A 08.5000 09/15/2018 0.00%
TOPIX INDX FUTR DEC17 TPZ7 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 12/20/2017 RBSF 0.00%
TXU TCEH RIGHTS 0.00%
UNITED STATES STEEL CORP 06.8750 08/15/2025 0.00%
US 10YR NOTE (CBT)DEC17 TYZ7 0.00%
US 2YR NOTE (CBT) DEC17 TUZ7 0.00%
US 5YR NOTE (CBT) DEC17 FVZ7 0.00%
US LONG BOND(CBT) DEC17 USZ7 0.00%
US ULTRA BOND CBT DEC17 WNZ7 0.00%
USD/CNH PUT 6.40 20171207 BANKAM 0.00%
USD/CNH PUT 6.50 20171207 BANKAM 0.00%
VALEANT PHARMA P/P 144A 06.5000 03/15/2022 0.00%
VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 0.00%
VALERO ENERGY PARTNERS 04.3750 12/15/2026 0.00%
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 00.0527 06/15/2045 0.00%
WBCMT 2007-C34 IO IO 00.3284 05/15/2046 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEATHERFORD BERMUDA P/P 144A 09.8750 02/15/2024 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WILLIAMS COS INC 07.7500 06/15/2031 0.00%
WPX ENERGY INC 08.2500 08/01/2023 0.00%
ZAR/USD 10/18/2017 GSFX 0.00%
NOK/USD 12/20/2017 SSBT -0.01%
TRY/USD 12/20/2017 GSFX -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.29 500.0 12/20/2022 -0.13%
RU10INTR P USL3M R 11/27/17 CI -0.15%
FNMA FN30 TBA 03.0000 10/01/2047 -0.68%

Prior top 10 holdings

Top 10 holdings as of 10/31/17
1: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.08%
2: Apple 1.97%
3: Microsoft 1.95%
4: Alphabet 1.84%
5: Fnma Fn30 Ma2864 03.5000 01/01/2047 1.62%
6: S&P Gsci TOT Return Indx 3X Note 11/05/2018-DB 1.53%
7: JPMorgan Chase 1.34%
8: Johnson & Johnson 1.25%
9: Fhlmc Fh30g G08677 04.0000 11/01/2045 1.16%
10: Fnma Fn15 Al9468 03.0000 12/01/2031 1.13%
Holdings represent 15.87% of portfolio
Top 10 holdings as of 09/30/17
1: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.11%
2: Apple 1.85%
3: Microsoft 1.80%
4: Alphabet 1.79%
5: Fnma Fn30 Ma2864 03.5000 01/01/2047 1.66%
6: JPMorgan Chase 1.31%
7: Johnson & Johnson 1.20%
8: Fhlmc Fh30g G08677 04.0000 11/01/2045 1.19%
9: Fnma Fn15 Al9468 03.0000 12/01/2031 1.14%
10: Citigroup 1.14%
Holdings represent 15.19% of portfolio
Top 10 holdings as of 08/31/17
1: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.13%
2: Apple 1.98%
3: Microsoft 1.82%
4: Alphabet 1.76%
5: Fnma Fn30 Ma2864 03.5000 01/01/2047 1.69%
6: JPMorgan Chase 1.26%
7: Fhlmc Fh30g G08677 04.0000 11/01/2045 1.23%
8: Johnson & Johnson 1.23%
9: Fnma Fn15 Al9468 03.0000 12/01/2031 1.17%
10: Citigroup 1.07%
Holdings represent 15.34% of portfolio
Top 10 holdings as of 07/31/17
1: Gnma Gii30 Ma4321 03.5000 03/20/2047 2.08%
2: Apple 1.79%
3: Microsoft 1.76%
4: Alphabet 1.74%
5: Fnma Fn30 Ma2864 03.5000 01/01/2047 1.68%
6: JPMorgan Chase 1.26%
7: Fhlmc Fh30g G08677 04.0000 11/01/2045 1.24%
8: Johnson & Johnson 1.23%
9: Fnma Fn15 Al9468 03.0000 12/01/2031 1.18%
10: Citigroup 1.08%
Holdings represent 15.04% of portfolio

Portfolio Composition as of 10/31/17

U.S. large-cap equity 39.42%
U.S. Investment-grade bonds 26.18%
U.S. small- and mid-cap equity 14.20%
International equity 10.86%
U.S. High-yield bonds 5.16%
Commodities 4.18%

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%