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.

Putnam Global Asset Allocation Subaccount

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 09/17/19

with optional enhanced death benefits
Unit Value $18.833045 $18.280326
Unit Value Change 0.044662 0.043277

Lipper ranking ‡ as of 08/31/19

Category: Mixed-Asset Trgt Alloc Mod Fds

  Percentile ranking Rank/Funds in category
10 yrs. 13% 19/149
1 yr. 95% 266/280
3 yrs. 28% 69/254
5 yrs. 24% 57/241

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 08/31/19

Fiscal Year End December
Asset Class Putnam Allstate Advisor Plus
Subaccount Status Open to new investors
Number of issues 1304
Turnover (fiscal year end) 132%
Net Assets $125M
Inception Date 02/01/88

Performance

Performance as of 06/30/19

Annualized Performance Last Quarter Year
to Date		 1 yr. 3 yrs. 5 yrs. 10 yrs. Life of
subaccount
Restated performance
Unit Value 2.21% 11.06% 2.36% 6.37% 4.02% 8.39% 5.75%
Standardized -5.79% 3.06% -5.64% 3.96% 2.98% 8.39% 5.75%
With optional enhanced death benefit
Unit Value 2.18% 10.98% 2.20% 6.21% 3.87% 8.22% 5.59%
Standardized -5.82% 2.98% -5.80% 3.79% 2.82% 8.22% 5.59%
Actual performance
Unit Value 2.21% 11.06% 2.36% 6.37% 4.02% 8.39% 3.24%
Standardized -5.79% 3.06% -5.64% 3.96% 2.98% 8.39% 3.24%
With optional enhanced death benefit
Unit Value 2.18% 10.98% 2.20% 6.21% 3.87% 8.22% 3.08%
Standardized -5.82% 2.98% -5.80% 3.79% 2.82% 8.22% 3.08%

Annual Performance at NAV

2009 2010 2011 2012 2013 2014 2015 2016 2017 2018
33.04% 12.86% -2.01% 12.37% 17.58% 7.67% -1.43% 5.01% 13.50% -8.75%
With optional enhanced death benefit
32.84% 12.68% -2.16% 12.20% 17.40% 7.51% -1.58% 4.85% 13.33% -8.89%

Restated performance

Monthly as of 08/31/19

Unit Value -0.98%
Standardized -8.90%

YTD as of 09/17/19

Unit Value 11.68%
Standardized 3.68%

With optional enhanced death benefit

Monthly as of 08/31/19

Unit Value -0.99%
Standardized -8.91%

YTD as of 09/17/19

Unit Value 11.56%
Standardized 3.56%

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

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

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

Variable annuities are long-term investments designed for retirement purposes. Putnam 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 08/31/19

Avg. Eff. Maturity 7.81
Avg. Price --
Avg. Eff. Duration 2.01
Avg. Coupon --
Avg. Yield to Maturity --
Alpha (%) --
Beta --
R Squared --
Standard Deviation (3 yrs.) 8.01

Holdings

Top 10 holdings as of 08/31/19

Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 2.22%
Gnma Gii30 Ma4652 03.5000 08/20/2047 2.05%
Alphabet 1.97%
Amazon 1.69%
JPMorgan Chase 1.41%
Apple 1.15%
Microsoft 1.15%
Chevron 1.13%
Verizon Communications 1.12%
Paypal Holdings 1.01%
Top 10 holdings, total: 14.90%

 
Full portfolio  |  Prior top 10 holdings

Full Portfolio Holdings as of 06/30/19
CGPUTQL2 R US0003M P 11/26/19 CI 5.17%
US 5YR NOTE (CBT) SEP19 FVU9 4.79%
E-MINI RUSS 2000 SEP19 RTYU9 4.04%
FHLMC FH30G G08795 03.0000 01/01/2048 2.17%
US ULTRA BOND CBT SEP19 WNU9 2.08%
GNMA GII30 MA4652 03.5000 08/20/2047 2.05%
ALPHABET INC-CL A 1.80%
AMAZON.COM INC 1.42%
JPMORGAN CHASE & CO 1.40%
CHEVRON CORP 1.20%
CISCO SYSTEMS INC 1.19%
VERIZON COMMUNICATIONS INC 1.10%
MICROSOFT CORP 1.10%
APPLE INC 1.09%
BOEING CO/THE 1.06%
CITIGROUP INC 1.05%
ORACLE CORP 1.03%
FNMA FN15 AL9468 UMBS 03.0000 12/01/2031 1.00%
STARBUCKS CORP 0.96%
INTL BUSINESS MACHINES CORP 0.94%
ADOBE INC 0.88%
FNMA FN30 TBA UMBS 06.0000 08/01/2049 0.85%
US LONG BOND(CBT) SEP19 USU9 0.85%
COCA-COLA CO/THE 0.83%
FNMA FN30 TBA UMBS 04.5000 07/01/2049 0.82%
FNMA FN30 TBA UMBS 04.0000 07/01/2049 0.81%
FNMA FN30 TBA UMBS 04.0000 08/01/2049 0.81%
FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 0.76%
COMCAST CORP-CLASS A 0.71%
GNMA GII30 MA4837 03.5000 11/20/2047 0.71%
JOHNSON & JOHNSON 0.68%
US 2YR NOTE (CBT) SEP19 TUU9 0.67%
MEDTRONIC PLC 0.67%
ABBOTT LABORATORIES 0.65%
PEPSICO INC 0.62%
MERCK & CO. INC. 0.61%
AMGEN INC 0.57%
LOCKHEED MARTIN CORP 0.56%
CONOCOPHILLIPS 0.54%
HONEYWELL INTERNATIONAL INC 0.54%
INTUIT INC 0.52%
HOME DEPOT INC 0.52%
NXP SEMICONDUCTORS NV 0.50%
METLIFE INC 0.46%
AUTOMATIC DATA PROCESSING 0.45%
XILINX INC 0.45%
MONDELEZ INTERNATIONAL INC-A 0.44%
WALMART INC 0.44%
DELTA AIR LINES INC 0.40%
EBAY INC 0.38%
PROCTER & GAMBLE CO/THE 0.37%
MORGAN STANLEY 0.37%
VALERO ENERGY CORP 0.35%
BOOKING HOLDINGS INC 0.34%
EXELON CORP 0.34%
LYONDELLBASELL INDU-CL A 0.33%
LOWES COMPANIES INC 0.32%
PHILLIPS 66 0.32%
NIKE INC -CL B 0.32%
DANAHER CORP 0.32%
CUMMINS INC 0.32%
SYSCO CORP 0.32%
INGERSOLL-RAND PLC 0.32%
WASTE MANAGEMENT INC 0.30%
BEST BUY CO INC 0.30%
PFIZER INC 0.30%
PAYPAL HOLDINGS INC 0.29%
PRUDENTIAL FINANCIAL INC 0.29%
BIOGEN INC 0.28%
ABBVIE INC 0.28%
CAPITAL ONE FINANCIAL CORP 0.28%
BROADCOM INC 0.28%
NORFOLK SOUTHERN CORP 0.27%
MCKESSON CORP 0.27%
CROWN CASTLE INTL CORP 0.27%
HILTON WORLDWIDE HOLDINGS IN 0.26%
SYNCHRONY FINANCIAL 0.25%
OMNICOM GROUP 0.25%
AGILENT TECHNOLOGIES INC 0.25%
FORTINET INC 0.25%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.25%
PUBLIC SERVICE ENTERPRISE GP 0.24%
FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 0.23%
AMERIPRISE FINANCIAL INC 0.23%
ROCHE HOLDING AG-GENUSSCHEIN 0.22%
CITIZENS FINANCIAL GROUP 0.22%
AFLAC INC 0.22%
DISCOVER FINANCIAL SERVICES 0.22%
ELI LILLY & CO 0.22%
DARDEN RESTAURANTS INC 0.22%
GILEAD SCIENCES INC 0.22%
HERSHEY CO/THE 0.20%
ZEBRA TECHNOLOGIES CORP-CL A 0.20%
ALLERGAN PLC 0.20%
GOLDMAN SACHS GROUP INC 0.20%
WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 0.20%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.19%
CADENCE DESIGN SYS INC 0.19%
E*TRADE FINANCIAL CORPORATION 0.19%
EMERSON ELECTRIC CO 0.19%
HARTFORD FINANCIAL SVCS GRP 0.18%
ZIMMER BIOMET HOLDINGS INC 0.18%
TOTAL SA 0.18%
FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 0.18%
ROCKWELL AUTOMATION INC 0.18%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.18%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.17%
ALLIANZ SE-REG 0.17%
CF INDUSTRIES HOLDINGS INC 0.17%
CITIGROUP INC 03.6680 07/24/2028 0.17%
COMERICA INC 0.17%
CARDINAL HEALTH INC 0.16%
CENTERPOINT ENERGY INC 0.16%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.16%
NOVO NORDISK A/S-B 0.16%
VISTRA ENERGY CORP 0.15%
F5 NETWORKS INC 0.15%
LINCOLN NATIONAL CORP 0.15%
MORGAN STANLEY 03.6250 01/20/2027 0.15%
ALLSTATE CORP 0.15%
KEYSIGHT TECHNOLOGIES IN 0.15%
NESTLE SA-REG 0.14%
DISCOVERY INC - A 0.14%
RIO TINTO PLC 0.14%
UNILEVER PLC 0.14%
KLA-TENCOR CORP 0.14%
AES CORP 0.14%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.14%
ANNALY CAPITAL MANAGEMENT IN 0.14%
MOLSON COORS BREWING CO -B 0.14%
ENEL SPA 0.14%
AMETEK INC 0.13%
SERVICENOW INC 0.13%
VERIZON COMM 04.3290 09/21/2028 0.13%
AT&T INC 04.1000 02/15/2028 0.13%
NRG ENERGY INC 0.13%
AVALONBAY COMMUNITIES INC 0.13%
LAS VEGAS SANDS CORP 0.13%
NOVARTIS AG-REG 0.13%
PACKAGING CORP OF AMERICA 0.13%
DELL TECHNOLOGIES -C 0.13%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.13%
HITACHI LTD 0.13%
AGNC INVESTMENT CORP 0.12%
GLAXOSMITHKLINE PLC 0.12%
SHIN-ETSU CHEMICAL CO LTD 0.12%
KERING 0.12%
PINNACLE WEST CAPITAL 0.12%
CDW CORP/DE 0.12%
SUMITOMO MITSUI FINANCIAL GR 0.12%
FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 0.12%
XEROX CORP 0.12%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.12%
EVERGY INC 0.11%
HOYA CORP 0.11%
TREASURY BILL 00.0000 08/15/2019 0.11%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.11%
SANDVIK AB 0.11%
TREASURY BILL 00.0000 08/08/2019 0.11%
L OREAL 0.11%
CBRE GROUP INC - A 0.11%
DOVER CORP 0.11%
REPUBLIC SERVICES INC 0.11%
WALGREENS BOOTS ALLIANCE INC 0.11%
BANCO BILBAO VIZCAYA ARGENTA 0.11%
THERMO FISHER SCIENTIFIC INC 0.11%
ENI SPA 0.11%
IBM CORP 01.8750 08/01/2022 0.11%
PARTNERS GROUP HOLDING AG 0.11%
UNILEVER NV-CVA 0.11%
ASHTEAD GROUP PLC 0.11%
LEAR CORP 0.11%
BERRY GLOBAL GROUP INC 0.10%
MACQUARIE GROUP LTD 0.10%
TELSTRA CORP LTD 0.10%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.10%
CK ASSET HOLDINGS LTD 0.10%
DEUTSCHE TELEKOM AG-REG 0.10%
TREASURY BILL 00.0000 08/01/2019 0.10%
HUNTSMAN CORP 0.10%
ASPEN TECHNOLOGY INC 0.10%
KONINKLIJKE AHOLD DELHAIZE N 0.10%
SONY CORP 0.10%
TESCO PLC 0.10%
AVIVA PLC 0.10%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.10%
TRIPADVISOR INC 0.10%
BRISTOL-MYERS SQUIBB CO 0.10%
PEUGEOT SA 0.10%
SPST 2018-3 A 03.1296 07/24/2019 0.10%
ZOETIS INC 0.10%
AMGEN INC 03.4500 10/01/2020 0.10%
ITOCHU CORP 0.10%
LEGAL & GENERAL GROUP PLC 0.10%
COVESTRO AG 0.10%
HERMES INTERNATIONAL 0.10%
VICI PROPERTIES INC 0.10%
WELLS FARGO & CO 0.10%
WOLTERS KLUWER 0.10%
ALPHABET INC 03.6250 05/19/2021 0.10%
COCA-COLA EUROPEAN PARTNERS 0.10%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.10%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.10%
CENTRAL JAPAN RAILWAY CO 0.09%
ANGLO AMER PLC 0.09%
E.ON SE 0.09%
MARATHON PETROLEUM CORP 0.09%
MASIMO CORP 0.09%
STEEL DYNAMICS INC 0.09%
ASTELLAS PHARMA INC 0.09%
ORIX CORP 0.09%
UNUM GROUP 0.09%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.09%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.09%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.09%
SHIONOGI & CO LTD 0.09%
JUNIPER NETWORKS INC 0.09%
NEW RESIDENTIAL INVESTMENT 0.09%
AENA SME SA 0.09%
DUKE REALTY CORP 0.09%
HD SUPPLY HOLDINGS INC 0.09%
ROYAL DUTCH SHELL PLC-B SHS 0.09%
NINTENDO CO LTD 0.09%
PROLOGIS INC 0.09%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.09%
VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 0.09%
EQUINOR ASA 0.08%
HANG SENG BANK LTD 0.08%
JAPAN AIRLINES CO LTD 0.08%
ALLISON TRANSMISSION HOLDING 0.08%
BALL CORP 0.08%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.08%
MICROSOFT CORP 03.7000 08/08/2046 0.08%
ATHENE HOLDING LTD-CLASS A 0.08%
FAURECIA 0.08%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.08%
KINDER MORGAN INC 03.1500 01/15/2023 0.08%
WH GROUP LTD 0.08%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.08%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.08%
CVS HEALTH CORP 04.7800 03/25/2038 0.08%
CWALT 2006-OA10 4A1 02.5944 08/25/2046 0.08%
LLOYDS BANKING GROUP PLC 0.08%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.08%
BRIXMOR PROPERTY GROUP INC 0.08%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.08%
DEVON ENERGY CORP 0.08%
ENDESA S.A. 0.08%
HOLOGIC INC 0.08%
INTERPUBLIC GROUP OF COS INC 0.08%
PERSIMMON PLC 0.08%
AXALTA COATING SYSTEMS LTD 0.08%
GNMA GII30 4246 06.5000 09/20/2038 0.08%
STORE CAPITAL CORP 0.08%
MEDICAL PROPERTIES TRUST INC 0.08%
NIELSEN HOLDINGS PLC 0.08%
ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 0.08%
BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 0.08%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.08%
ACS ACTIVIDADES 0.08%
COMCAST CORP 03.9690 11/01/2047 0.08%
EXXON MOBIL CORP 0.08%
IMPERIAL BRANDS PLC 0.08%
NTT DATA CORP 0.08%
AMAZON.COM INC 03.1500 08/22/2027 0.07%
FACEBOOK INC-CLASS A 0.07%
FAIR ISAAC CORP 0.07%
ORACLE CORPORATION 02.2500 10/08/2019 0.07%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.07%
ABN AMRO BANK NV-CVA 0.07%
CWALT 2006-OA7 1A2 03.4437 06/25/2046 0.07%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.07%
US FOODS HOLDING CORP 0.07%
YANGZIJIANG SHIPBUILDING 0.07%
APPLE INC 04.3750 05/13/2045 0.07%
COMM 2013-CR13 AM 04.4490 11/10/2046 0.07%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.07%
HEIDELBERGCEMENT AG 0.07%
SL GREEN REALTY CORP 0.07%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.07%
AVERY DENNISON CORP 0.07%
ELANCO ANIMAL HEALTH 04.9000 08/28/2028 0.07%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.07%
SPST 2018-8 A 03.1296 02/24/2020 0.07%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.07%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.07%
CAMDEN PROPERTY TRUST 0.07%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.07%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.07%
FUJIFILM HOLDINGS CORP 0.07%
HILL-ROM HOLDINGS INC 0.07%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.07%
BLUESCOPE STEEL LTD 0.06%
BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 0.06%
POST HOLDINGS INC 0.06%
UPM-KYMMENE OYJ 0.06%
CIGNA HOLDING CO 04.5000 03/15/2021 0.06%
FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 0.06%
GAMING AND LEISURE PROPERTIE 0.06%
THALES SA 0.06%
AT&T INC 04.7500 05/15/2046 0.06%
CAS 2015-C04 2M2 07.9544 04/25/2028 0.06%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.06%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.06%
ORACLE CORP 02.5000 10/15/2022 0.06%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.06%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.06%
BLACK KNIGHT INC 0.06%
CARLSBERG AS-B 0.06%
MICROSOFT CORP 01.5500 08/08/2021 0.06%
3I GROUP PLC 0.06%
BALOISE HOLDING AG - REG 0.06%
BT GROUP PLC 0.06%
CIGNA CORP P/P 144A 03.7500 07/15/2023 0.06%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.06%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.06%
AMAZON.COM INC 03.3000 12/05/2021 0.06%
BANK LEUMI LE-ISRAEL 0.06%
CHEMED CORP 0.06%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.06%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.06%
HEALTHCARE TRUST OF AME-CL A 0.06%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.06%
ILLUMINA INC 0.06%
JONES LANG LASALLE INC 0.06%
CISCO SYSTEMS INC 02.2000 02/28/2021 0.06%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.06%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.06%
REINSURANCE GROUP OF AMERICA 0.06%
BRIDGESTONE CORP 0.06%
EQUINIX INC 0.06%
CAPGEMINI SE 0.06%
CSMC 2016-NXSR C 04.5060 12/15/2049 0.06%
CSX CORP 04.1000 03/15/2044 0.06%
ECOLAB INC 03.2500 12/01/2027 0.06%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.06%
GNMA GII30 4581 06.5000 11/20/2039 0.06%
TAISEI CORP 0.06%
TPAT 2018-SL1 A P/P 144A 03.0044 01/25/2046 0.06%
BP CAP MARKETS AMERICA 03.1190 05/04/2026 0.06%
KEURIG DR PEPPER INC 04.5970 05/25/2028 0.06%
MITSUBISHI CORP 0.06%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.06%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.06%
SPST 2018-5 A 03.1296 09/24/2019 0.06%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.06%
VIACOM INC 04.5000 03/01/2021 0.06%
ASSOCIATED BRITISH FOODS PLC 0.06%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.06%
CELANESE CORP 0.06%
COSTAR GROUP INC 0.05%
FORTESCUE METALS GROUP LTD 0.05%
TELEDYNE TECHNOLOGIES INC 0.05%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.05%
AT&T INC 0.05%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.05%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 0.05%
GARMIN LTD 0.05%
LIBERTY PROPERTY TRUST 0.05%
SOFTBANK GROUP CORP 0.05%
BP PLC 0.05%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.05%
AUTONATION INC. 05.5000 02/01/2020 0.05%
CHARLES RIVER LABORATORIES 0.05%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.05%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.05%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.05%
PROOFPOINT INC 0.05%
COMM 2012-LC4 C 05.7227 12/10/2044 0.05%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.05%
SALESFORCE.COM INC 03.7000 04/11/2028 0.05%
CAS 2016-C01 1M2 09.1544 08/25/2028 0.05%
ENCOMPASS HEALTH CORP 0.05%
GENTING SINGAPORE LTD 0.05%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.05%
UCB SA 0.05%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.05%
GNMA GII30 4269 06.5000 10/20/2038 0.05%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.05%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.05%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.05%
ANALOG DEVICES INC 02.8500 03/12/2020 0.05%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.05%
HEICO CORP 0.05%
HYATT HOTELS CORP 04.8500 03/15/2026 0.05%
ING GROEP NV-CVA 0.05%
NTT DOCOMO INC 0.05%
POPULAR INC 0.05%
AMADEUS IT GROUP SA 0.05%
AMERICAN FINANCIAL GROUP INC 0.05%
ARKEMA 0.05%
ELECTRONIC ARTS INC 0.05%
EXTENDED STAY AMERICA INC 0.05%
FISERV INC 04.2000 10/01/2028 0.05%
HONEYWELL INTL 03.8120 11/21/2047 0.05%
NCHET 2003-4 M1 03.5294 10/25/2033 0.05%
SUN HUNG KAI PROPERTIES 0.05%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.05%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.04%
CITIGROUP INC 02.6500 10/26/2020 0.04%
FIAT CHRYSLER AUTOMOBILES NV 0.04%
HCA HEALTHCARE INC 0.04%
OMV AG 0.04%
TELEPHONE AND DATA SYSTEMS 0.04%
TOTAL SYSTEM SERVICES IN 04.0000 06/01/2023 0.04%
DUKE ENERGY CORP 03.1500 08/15/2027 0.04%
KBC GROUP NV 0.04%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.04%
NIPPON TELEGRAPH & TELEPHONE 0.04%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.04%
SPST 2019-3 A 03.1296 06/24/2020 0.04%
CARNIVAL PLC 0.04%
DEUTSCHE LUFTHANSA-REG 0.04%
HENDERSON LAND DEVELOPMENT 0.04%
MWST 2019-1 A 03.2044 06/25/2052 0.04%
PFIZER INC 01.7000 12/15/2019 0.04%
SCENTRE GROUP 0.04%
CK HUTCHISON HOLDINGS LTD 0.04%
ENERGY TRANSFER OPERA 05.8750 01/15/2024 0.04%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.04%
CAS 2016-C02 1M2 08.4044 09/25/2028 0.04%
CITIGROUP INC 03.8870 01/10/2028 0.04%
MERCK & CO INC 03.7000 02/10/2045 0.04%
SPRINT CORP 07.8750 09/15/2023 0.04%
UBSBB 2012-C3 C P/P 144A 05.1984 08/10/2049 0.04%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.04%
GENPACT LTD 0.04%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.04%
WINTRUST FINANCIAL CORP 0.04%
AIR LEASE CORP 02.5000 03/01/2021 0.04%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.04%
CIT GROUP INC. 05.2500 03/07/2025 0.04%
CITIGROUP INC 04.4500 09/29/2027 0.04%
CLP HOLDINGS LTD 0.04%
EOG RESOURCES INC 02.6250 03/15/2023 0.04%
EQUINOR ASA USD 05.1000 08/17/2040 0.04%
KAR AUCTION SERVICES INC 0.04%
LEAR CORP 03.8000 09/15/2027 0.04%
RAYTHEON COMPANY 02.5000 12/15/2022 0.04%
SANTOS LTD 0.04%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.04%
CON EDISON CO OF NY INC 04.2000 03/15/2042 0.04%
OTSUKA CORP 0.04%
OUTFRONT MEDIA INC 0.04%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.04%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.04%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.04%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.04%
SONOCO PRODUCTS CO 0.04%
SUZUKEN CO LTD 0.04%
WEYERHAEUSER CO 07.3750 03/15/2032 0.04%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 0.04%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.04%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.04%
DAIWA HOUSE INDUSTRY CO LTD 0.04%
DOUGLAS EMMETT INC 0.04%
FIDELITY NATL INFO SERV 03.7500 05/21/2029 0.04%
HUDSON PACIFIC PROPERTIES IN 0.04%
KAJIMA CORP 0.04%
LIBERTY MEDIA COR-SIRIUSXM A 0.04%
MICROCHIP TECH INC 04.3330 06/01/2023 0.04%
NVENT ELECTRIC PLC 0.04%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.04%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.04%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.04%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.04%
MORGAN STANLEY 02.6500 01/27/2020 0.04%
MORGAN STANLEY 04.3750 01/22/2047 0.04%
ORACLE CORP 05.3750 07/15/2040 0.04%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.04%
AIR LEASE CORP 04.6250 10/01/2028 0.03%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.03%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.03%
HOCHTIEF AG 0.03%
PULTEGROUP INC 0.03%
SERVICEMASTER GLOBAL HOLDING 0.03%
UGI CORP 0.03%
APPLE HOSPITALITY REIT INC 0.03%
APPLE INC 03.4500 05/06/2024 0.03%
BROOKFIELD PROPERTY REIT I-A 0.03%
ECOLAB INC 04.3500 12/08/2021 0.03%
EQUINIX INC 05.3750 05/15/2027 0.03%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.03%
NEWS CORP - CLASS A 0.03%
TWO HARBORS INVESTMENT CORP 0.03%
AT&T INC 02.9500 07/15/2026 0.03%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.03%
CVS HEALTH CORP 03.7000 03/09/2023 0.03%
JAZZ PHARMACEUTICALS PLC 0.03%
PFIZER INC 03.0000 12/15/2026 0.03%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.03%
WAMU 2005-AR9 A1C3 03.3644 07/25/2045 0.03%
WEINGARTEN REALTY INVESTORS 0.03%
WESTROCK MWV LLC 08.2000 01/15/2030 0.03%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.03%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.03%
CROWN RESORTS LTD 0.03%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.03%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.03%
MACQUARIE INFRASTRUCTURE COR 0.03%
SOUTH32 LTD 0.03%
W.R. GRACE & CO 0.03%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.03%
BAXTER INTERNATIONAL INC 0.03%
FUKUOKA FINANCIAL GROUP INC 0.03%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.03%
NEXT PLC 0.03%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.03%
TAYLOR WIMPEY PLC 0.03%
ALFRESA HOLDINGS CORP 0.03%
ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 0.03%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.03%
CBS CORP 04.2000 06/01/2029 0.03%
COMM 2014-UBS6 C 04.6048 12/10/2047 0.03%
DEUTSCHE BOERSE AG 0.03%
DNB NOR ASA 0.03%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.03%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029 0.03%
NUANCE COMMUNICATIONS INC 0.03%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.03%
WESCO INTERNATIONAL INC 0.03%
ZOETIS INC 03.9000 08/20/2028 0.03%
AES CORP/THE 05.5000 04/15/2025 0.03%
BOC HONG KONG HOLDINGS LTD 0.03%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.03%
COMM 2014-UBS6 XA IO 01.0876 12/10/2047 0.03%
COMMONWEALTH EDISON CO 05.9000 03/15/2036 0.03%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.03%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.03%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.03%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
SWISSCOM AG-REG 0.03%
ALPHABET INC 01.9980 08/15/2026 0.03%
BANDAI NAMCO HOLDINGS INC 0.03%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.03%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.03%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.03%
CURTISS-WRIGHT CORP 0.03%
FUJITSU LTD 0.03%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.03%
NAVISTAR INTL TLB L+350 05.8900 11/06/2024 0.03%
TARGA RESOURCES PART 05.0000 01/15/2028 0.03%
VERIZON COMM 04.6720 03/15/2055 0.03%
WAMU 2005-AR12 1A8 03.9935 10/25/2035 0.03%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.03%
WFRBS 2013-C15 D P/P 144A 04.6216 08/15/2046 0.03%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.03%
DISH DBS CORP 05.8750 11/15/2024 0.03%
FNR 2018-86 DS IO 03.6956 12/25/2048 0.03%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.03%
MEDIPAL HOLDINGS CORP 0.03%
SAIL 2004-10 A10 03.3044 11/25/2034 0.03%
SERVICE CORP INTL 05.3750 05/15/2024 0.03%
AT&T INC 04.3500 03/01/2029 0.02%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.02%
DEUTSCHE POST AG-REG 0.02%
ENBRIDGE INC USD 04.2500 12/01/2026 0.02%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.02%
FHR 3065 DC 12.6773 03/15/2035 0.02%
JARDINE CYCLE & CARRIAGE LTD 0.02%
JPMBB 2013-C15 C 05.3716 11/15/2045 0.02%
MICROSOFT CORP 05.3000 02/08/2041 0.02%
PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 0.02%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.02%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.02%
CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 0.02%
CDX CDX.NA.IG.32 100.0 06/20/2024 0.02%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.02%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.02%
EQUINOR ASA USD 02.9000 11/08/2020 0.02%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 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%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.02%
MARATHON PETRO CORP 06.5000 03/01/2041 0.02%
SAMI 2007-AR7 1A1 03.2544 05/25/2047 0.02%
SG HOLDINGS CO LTD 0.02%
TAPESTRY INC 0.02%
TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 0.02%
WASTE CONNECTIONS INC 03.5000 05/01/2029 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
APPLE INC 02.0000 05/06/2020 0.02%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.02%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.02%
PPSI 2004-WCW2 M3 03.4544 10/25/2034 0.02%
WFRBS 2011-C3 D P/P 144A 05.8555 03/15/2044 0.02%
APPLE INC 03.8500 05/04/2043 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.02%
COLRUYT SA 0.02%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.02%
CWALT 2005-27 1A1 02.5847 08/25/2035 0.02%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.02%
SARTORIUS STEDIM BIOTECH 0.02%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.02%
TREASURY BILL 00.0000 07/16/2019 0.02%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024 0.02%
AES CORP/THE 05.1250 09/01/2027 0.02%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.02%
COMM 2014-CR17 C 04.9513 05/10/2047 0.02%
DASSAULT AVIATION SA 0.02%
ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 0.02%
FNR 2006-8 HP 15.7506 03/25/2036 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
MSBAM 2014-C18 C 04.6249 10/15/2047 0.02%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.02%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.02%
PULTEGROUP INC 05.5000 03/01/2026 0.02%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.02%
SWISS LIFE HOLDING AG-REG 0.02%
T-MOBILE USA INC 05.3750 04/15/2027 0.02%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.02%
VISTRA OPERATION P/P 144A 04.3000 07/15/2029 0.02%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.02%
APPLE INC 02.8500 05/11/2024 0.02%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.02%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.02%
CMLTI 2005-2 1A2A 04.9214 05/25/2035 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 03.8000 02/15/2028 0.02%
ESSITY AKTIEBOLAG-B 0.02%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.02%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.02%
LBMLT 2004-1 A2 03.2044 02/25/2034 0.02%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.02%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
OSHKOSH CORP 05.3750 03/01/2025 0.02%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.02%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.02%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.02%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.02%
WFRBS 2011-C2 D P/P 144A 05.8388 02/15/2044 0.02%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.02%
CALPINE CORPORATION 05.7500 01/15/2025 0.02%
CBS CORP 04.6000 01/15/2045 0.02%
COMM 2014-CR17 XA IO 01.1511 05/10/2047 0.02%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.02%
GNR 2015-H26 DI IO 01.9125 10/20/2065 0.02%
MARSH & MCLENNAN COS INC 04.3750 03/15/2029 0.02%
NUTRIEN LTD USD 04.1250 03/15/2035 0.02%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.02%
PULTEGROUP INC. 07.8750 06/15/2032 0.02%
RAYTHEON COMPANY 04.8750 10/15/2040 0.02%
STAPLES INC P/P 144A 07.5000 04/15/2026 0.02%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.02%
WFCM 2013-LC12 C 04.4208 07/15/2046 0.02%
BERKELEY GROUP HOLDINGS/THE 0.02%
COMCAST CORP 06.5000 11/15/2035 0.02%
FNR 2007-53 SP 15.3839 06/25/2037 0.02%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.02%
GSMS 2013-GC16 D P/P 144A 05.4877 11/10/2046 0.02%
JPMBB 2014-C22 C 04.7093 09/15/2047 0.02%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.02%
KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 0.02%
L3 TECHNOLOGIES INC 04.4000 06/15/2028 0.02%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.02%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.02%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.02%
CAS 2016-C04 1M2 06.6544 01/25/2029 0.02%
CBS CORP 02.9000 01/15/2027 0.02%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.02%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.02%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.02%
GREAT LAKES D&D 08.0000 05/15/2022 0.02%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.02%
MEREDITH CORP 06.8750 02/01/2026 0.02%
NETFLIX INC. 05.8750 11/15/2028 0.02%
NUTRIEN LTD USD 05.2500 01/15/2045 0.02%
NUTRIEN LTD. USD 04.2000 04/01/2029 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%
S&P GLOBAL INC 02.9500 01/22/2027 0.02%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.02%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.02%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.02%
BOLIDEN AB 0.02%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.02%
BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 0.02%
CAS 2015-C03 2M2 07.4044 07/25/2025 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%
CENTENE CORP 04.7500 05/15/2022 0.02%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.02%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.02%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.02%
EQT CORP 03.9000 10/01/2027 0.02%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.02%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.02%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.02%
GNR 2016-H16 EI IO 02.2306 06/20/2066 0.02%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.02%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.02%
HSBC HOLDINGS PLC 0.02%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.02%
ITRON INC P/P 144A 05.0000 01/15/2026 0.02%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.02%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.02%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.02%
MITSUBISHI UFJ LEASE & FINAN 0.02%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.02%
NRG P/P 144A 03.7500 06/15/2024 0.02%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.02%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.02%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.02%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.02%
STAPLES INC P/P 144A 10.7500 04/15/2027 0.02%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.02%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.02%
TENET HEALTHCARE 06.0000 10/01/2020 0.02%
TRANSDIGM INC 06.3750 06/15/2026 0.02%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.02%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.02%
WFCM 2013-LC12 AS 04.4208 07/15/2046 0.02%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.02%
AVAYA TLB L+425 06.7226 12/15/2024 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
CAS 2015-C01 1M2 06.7044 02/25/2025 0.02%
CAS 2016-C01 2M2 09.3544 08/25/2028 0.02%
CINEMARK USA INC 04.8750 06/01/2023 0.02%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.02%
COMM 2014-LC17 XA IO 01.0365 10/10/2047 0.02%
FHR 3072 SM 04.2533 11/15/2035 0.02%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.02%
FRONTIER COMM 11.0000 09/15/2025 0.02%
HUSKY TLB L+300 05.4024 03/28/2025 0.02%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.02%
NOK/USD 09/18/2019 GSFX 0.02%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.02%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.02%
USI INC/NY P/P 144A 06.8750 05/01/2025 0.02%
WESFARMERS LTD 0.02%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.02%
APACHE CORPORATION 03.2500 04/15/2022 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
GMAC CAPITAL TRUST I PCT 08.3030 0.01%
GNMA GII30 4018 06.5000 08/20/2037 0.01%
GNR 2012-141 WI IO 03.5000 11/20/2041 0.01%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.01%
NABORS INDUSTRIES INC. 05.7500 02/01/2025 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SPRINT CORP 07.2500 09/15/2021 0.01%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.01%
ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 0.01%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 0.01%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 0.01%
BMW US CAPITAL LLC P/P 144A 02.8000 04/11/2026 0.01%
CAS 2014-C02 1M2 05.0044 05/25/2024 0.01%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.01%
COMM 2013-CR11 XA IO 01.1005 08/10/2050 0.01%
GLENCORE PLC 0.01%
HCA INC 05.0000 03/15/2024 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HCA INC 05.5000 06/15/2047 0.01%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.01%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.01%
MGM RESORTS INTL 06.6250 12/15/2021 0.01%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.01%
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%
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%
ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 0.01%
APERGY CORP 06.3750 05/01/2026 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.01%
BROTHER INDUSTRIES LTD 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%
CAS 2014-C03 2M2 05.3044 07/25/2024 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%
CENTENE CORP 06.1250 02/15/2024 0.01%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.01%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 0.01%
EUTELSAT COMMUNICATIONS 0.01%
FEDEX CORP 02.6250 08/01/2022 0.01%
FHR 2990 LB 10.8262 06/15/2034 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%
FISERV INC 03.5000 07/01/2029 0.01%
GNMA GII30 3987 06.5000 05/20/2037 0.01%
GNMA GII30 4171 06.5000 06/20/2038 0.01%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.01%
GSMS 2015-GC30 XA IO 00.9802 05/10/2050 0.01%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.01%
INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 0.01%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.01%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 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%
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%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 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%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
PQ CORP P/P 144A 05.7500 12/15/2025 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 0.01%
SERVICE CORP INTL 05.1250 06/01/2029 0.01%
SERVICE CORPORATION INTL 04.6250 12/15/2027 0.01%
STARWOOD PROP TR 04.7500 03/15/2025 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.01%
THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 0.01%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.01%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.01%
VMWARE INC 03.9000 08/21/2027 0.01%
WFMBS 2006-AR2 1A1 04.9486 03/25/2036 0.01%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.01%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.01%
ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 0.01%
CGCMT 2012-GC8 XA IO P/P 144A 01.9387 09/10/2045 0.01%
COMM 2014-CR20 XA IO 01.2546 11/10/2047 0.01%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 0.01%
FHR 3408 EK 16.1589 04/15/2037 0.01%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GATES GLOBAL TLB L+275 05.1524 03/31/2024 0.01%
GNR 2013-99 AS IO 03.6671 06/20/2043 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.01%
PENSKE AUTO GRP INC 05.7500 10/01/2022 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%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.01%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.7032 12/15/2045 0.01%
ANTERO RESOURCES 05.3750 11/01/2021 0.01%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.01%
CBS CORP 04.0000 01/15/2026 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
FHR 3249 PS 14.3740 12/15/2036 0.01%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.01%
GSMS 2006-GG8 X IO P/P 144A 01.1198 11/10/2039 0.01%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 0.01%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.01%
JO-ANN STORES 2NDL L+925 11.7272 05/21/2024 0.01%
MIRVAC GROUP 0.01%
NEIMAN MARCUS TL L+600 08.4209 10/25/2023 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.01%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.01%
WESTROCK MWV LLC 07.9500 02/15/2031 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.01%
ARCELORMITTAL USD 07.0000 10/15/2039 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.01%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.01%
CITIGROUP INC 04.7500 05/18/2046 0.01%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
FHR 3829 AS IO 04.5558 03/15/2041 0.01%
FIDELITY NATIONAL INFORM 03.0000 08/15/2026 0.01%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.01%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.01%
KEURIG DR PEPPER INC 04.4170 05/25/2025 0.01%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.01%
NRG ENERGY INC. 07.2500 05/15/2026 0.01%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.01%
SWIRE PROPERTIES LTD 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 0.01%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.01%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 0.01%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.01%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 0.01%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.01%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 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%
BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 0.01%
BOMBARDIER INC P/P 144A 07.8750 04/15/2027 0.01%
BOYD GAMING CORP 06.3750 04/01/2026 0.01%
BOYD GAMING CORPORATION 06.8750 05/15/2023 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%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.01%
CIT GROUP INC 05.0000 08/01/2023 0.01%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 0.01%
CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029 0.01%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.01%
ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 0.01%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.01%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.01%
GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 0.01%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.01%
GREIF INC P/P 144A 06.5000 03/01/2027 0.01%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.01%
HCA INC 04.1250 06/15/2029 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
IPSEN 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%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.01%
JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 0.01%
KERRY PROPERTIES LTD 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.01%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 0.01%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
MASTEC INC 04.8750 03/15/2023 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MERCK & CO INC 02.9000 03/07/2024 0.01%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.01%
MSBAM 2013-C12 XA IO 00.7713 10/15/2046 0.01%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.01%
NETFLIX INC 04.8750 04/15/2028 0.01%
NEWELL BRANDS INC 04.2000 04/01/2026 0.01%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 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 P/P 144A 05.2500 06/15/2029 0.01%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.01%
ORACLE CORP 02.6500 07/15/2026 0.01%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 0.01%
PAR PHARMA INC P/P 144A 07.5000 04/01/2027 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 AUTOMOTIVE GROUP 05.3750 12/01/2024 0.01%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.01%
QORVO INC 05.5000 07/15/2026 0.01%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.01%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.01%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.01%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.01%
SPECTRUM BRANDS INC 06.1250 12/15/2024 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%
T-MOBILE USA INC 06.3750 03/01/2025 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TENNANT CO 05.6250 05/01/2025 0.01%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.01%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.01%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.01%
USA COMPRESSION PART 06.8750 04/01/2026 0.01%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.01%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.01%
WEEKLEY HOMES LLC 06.0000 02/01/2023 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 05.7500 06/01/2026 0.01%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.01%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 0.01%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.01%
CALIFORNIA RESOURC TL L+475 07.1524 12/31/2022 0.01%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.01%
CHEMOURS CO 05.3750 05/15/2027 0.01%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.01%
ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 0.01%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.01%
GENON 939CER907 0.01%
KONINKLIJKE PHILIPS NV 0.01%
MLMI 2005-A2 A2 04.4525 02/25/2035 0.01%
MSBAM 2014-C17 XA IO 01.2783 08/15/2047 0.01%
REGENCY ENERGY P 04.5000 11/01/2023 0.01%
ROBERTSHAW TL 2L L+800 10.4375 02/28/2026 0.01%
ROBERTSHAW US HOLDING L+350 06.0000 02/28/2025 0.01%
SM ENERGY CO 05.0000 01/15/2024 0.01%
SM ENERGY CO 06.7500 09/15/2026 0.01%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.01%
UBSBB 2012-C4 XA IO P/P 144A 01.7835 12/10/2045 0.01%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
AUD/JPY PUT 73.00 20190917 HSBCB 0.01%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.01%
CAS 2014-C04 1M2 07.3044 11/25/2024 0.01%
CAS 2015-C02 1M2 06.4044 05/25/2025 0.01%
CELANESE US HOLDINGS LLC 03.5000 05/08/2024 0.01%
COMSTOCK RESOURCES 09.7500 08/15/2026 0.01%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.01%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.01%
ENSCO ROWAN PLC USD 07.7500 02/01/2026 0.01%
FNR 2005-75 GS 13.0369 08/25/2035 0.01%
REVLON CONS TLB L+350 06.0469 09/07/2023 0.01%
THE AES CORPORATION 04.8750 05/15/2023 0.01%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.01%
TRANSDIGM INC. 06.5000 07/15/2024 0.01%
WFRBS 2011-C5 XA IO P/P 144A 01.8857 11/15/2044 0.01%
AVAYA HOLDINGS CORP 0.00%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.00%
EUR/USD 09/18/2019 BANKAM 0.00%
IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 0.00%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.00%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.00%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 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%
AGL ENERGY LTD 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.00%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.00%
BAUSCH HLTH COS INC P/P 144A 05.7500 08/15/2027 0.00%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.00%
BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 0.00%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.00%
BERRY GLOBAL ESCR P/P 144A 05.6250 07/15/2027 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 CORPORATION 06.0000 08/15/2026 0.00%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.00%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 0.00%
CAD/USD 07/17/2019 BANKAM 0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.00%
CBRE SERVICES INC 05.2500 03/15/2025 0.00%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.00%
CHEMOURS CO 06.6250 05/15/2023 0.00%
CHF/USD 09/18/2019 JPMCB 0.00%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 0.00%
CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 0.00%
COMMSCOPE INC P/P 144A 05.5000 03/01/2024 0.00%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026 0.00%
CPG INTL TL L+375 05.9332 05/05/2024 0.00%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.00%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 0.00%
CROWN AMER/CAP 04.7500 02/01/2026 0.00%
DISH NETWORK CV 03.3750 08/15/2026 0.00%
EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 0.00%
ENERGY TRANSFER OPERATNG 05.5000 06/01/2027 0.00%
EQUINIX INC 05.8750 01/15/2026 0.00%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.00%
GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 0.00%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.00%
HOLOGIC INC P/P 144A 04.3750 10/15/2025 0.00%
ICAHN ENTER/FIN P/P 144A 06.2500 05/15/2026 0.00%
IHEARTMEDIA TL L+400 06.5790 05/01/2026 0.00%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.00%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
ISTAR INC. 05.2500 09/15/2022 0.00%
KANSAI ELECTRIC POWER CO INC 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 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 06.5000 10/01/2025 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 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%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.00%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.00%
NETFLIX INC P/P 144A 06.3750 05/15/2029 0.00%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.00%
NEXSTAR ESCROW INC P/P 144A 05.6250 07/15/2027 0.00%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.00%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.00%
NRG ENERGY INC 05.7500 01/15/2028 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
P/P 144A 06.8750 08/15/2026 0.00%
RACKSPACE HOSTING INC L+300 05.5755 11/03/2023 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.00%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.00%
SM ENERGY CO 06.6250 01/15/2027 0.00%
SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 0.00%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
SS&C TECH INC P/P 144A 05.5000 09/30/2027 0.00%
STEEL DYNAMICS INC 05.0000 12/15/2026 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%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 0.00%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TENET HEALTHCARE 04.6250 07/15/2024 0.00%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 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 POSEIDON P/P 144A 06.8750 02/01/2027 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 0.00%
USA COM PART/USA COM P/P 144A 06.8750 09/01/2027 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.00%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.00%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.00%
VISTRA OPERATION P/P 144A 05.0000 07/31/2027 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%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.00%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.00%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
COMM 2014-CR18 XA IO 01.1717 07/15/2047 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
DENBURY RESOURCES P/P 144A 07.7500 02/15/2024 0.00%
FNR 2006-46 OC PO 00.0000 06/25/2036 0.00%
FRAC TECH INTL TLB L+475 06.0000 04/16/2021 0.00%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.00%
GENON ENERGY/NRG AMER 09.0438 12/01/2023 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
IHEARTMEDIA INC - CLASS A 0.00%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 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%
JPY/USD 08/21/2019 CITI 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.7745 09/15/2039 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.00%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.00%
NOK/USD 09/18/2019 BCAP-FX 0.00%
NOK/USD 09/18/2019 RBSF 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 0.00%
SESI LLC 07.7500 09/15/2024 0.00%
SM ENERGY CO 06.1250 11/15/2022 0.00%
TRANSOCEAN INC 07.5000 04/15/2031 0.00%
WPX ENERGY INC 06.0000 01/15/2022 0.00%
2.25 R ISWP FWD US0003M P 09/18/2049 0.00%
ALTRIA GROUP INC. 09.2500 08/06/2019 0.00%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CIT GROUP INC. 05.0000 08/15/2022 0.00%
CLEAR CHANNEL OUTDOOR HOLDIN 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
JPY/USD 08/21/2019 JPMCB 0.00%
MITSUBISHI GAS CHEMICAL CO 0.00%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
TREASURY BILL 00.0000 07/18/2019 0.00%
TREASURY BILL 00.0000 07/25/2019 0.00%
ADVANZ PHARMA CORP 0.00%
AUD/USD 07/17/2019 WPAC 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.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
DKK/USD 09/18/2019 CITI 0.00%
EUR/USD 09/18/2019 GSFX 0.00%
GBP/USD 09/18/2019 BANKAM 0.00%
GECMC 2007-C1 XC IO P/P 144A 00.2697 12/10/2049 0.00%
GNMA GII30 4401 06.5000 03/20/2039 0.00%
INR/USD 11/20/2019 GSFX 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
JPY/USD 08/21/2019 BANKAM 0.00%
TXU TCEH RIGHTS 0.00%
WILLIAMS COS INC 07.7500 06/15/2031 0.00%
1.70 R ISWP FWD US0003M P 09/18/2021 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 0.00%
BACM 2004-5 XC IO P/P 144A 00.5972 11/10/2041 0.00%
BACM 2007-1 XW IO 00.4020 01/15/2049 0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
BRL/USD 10/02/2019 CITI 0.00%
BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.5010 12/11/2038 0.00%
CAD/USD 07/17/2019 WPAC 0.00%
CD 2007-CD4 XW IO P/P 144A 00.7284 12/11/2049 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.7231 10/15/2049 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 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 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS 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.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 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 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 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 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 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 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 ML 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 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
COMM 2006-C8 XS IO P/P 144A 00.6983 12/10/2046 0.00%
CSMC 2007-C2 AX IO P/P 144A 00.0484 01/15/2049 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 09/18/2019 CITI 0.00%
EUR/USD 09/18/2019 CSI-FX 0.00%
EUR/USD 09/18/2019 JPMCB 0.00%
EUR/USD 09/18/2019 SSBT 0.00%
GBP/USD 09/18/2019 SSBT 0.00%
HKD/USD 08/21/2019 BCAP-FX 0.00%
IDR/USD 11/20/2019 HSBCB 0.00%
INR/USD 11/20/2019 RBSF 0.00%
JPMCC 05-CB12 X1 IO P/P 144A 00.5133 09/12/2037 0.00%
JPMCC 2006-LDP8 X IO 00.2853 05/15/2045 0.00%
JPMCC 2007-LDPX X IO 00.3240 01/15/2049 0.00%
KEANE GROUP TLB L+375 06.3125 05/25/2025 0.00%
KRW/USD 11/20/2019 GSFX 0.00%
KRW/USD 11/20/2019 HSBCB 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 00.5069 11/15/2040 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 06.5270 07/15/2045 0.00%
MLMT 2004-KEY2 XC IO P/P 144A 01.0098 08/12/2039 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 0.00%
MWO HOLDINGS LLC 0.00%
MXN/USD 10/16/2019 BANKAM 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NZD/USD 07/17/2019 SSBT 0.00%
RUB/USD 09/18/2019 GSFX 0.00%
SEK/USD 09/18/2019 RBSF 0.00%
SGD/USD 08/21/2019 JPMCB 0.00%
TERVITA CORP 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
TWD/USD 08/21/2019 GSFX 0.00%
TWD/USD 08/21/2019 RBSF 0.00%
WBCMT 2007-C34 IO IO 00.1233 05/15/2046 0.00%
CAD/USD 07/17/2019 CITI -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 CG -0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
NZD/USD 07/17/2019 BCAP-FX -0.00%
SEK/USD 09/18/2019 JPMCB -0.00%
AUD/JPY PUT 69.00 20190917 HSBCB -0.00%
AUD/USD 07/17/2019 SSBT -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.00%
EUR/USD 09/18/2019 BCAP-FX -0.00%
EUR/USD 09/18/2019 RBSF -0.00%
JPY/USD 08/21/2019 HSBCB -0.00%
JPY/USD 08/21/2019 RBSF -0.00%
SEK/USD 09/18/2019 UBS -0.00%
1.80 R ISWP FWD US0003M P 09/18/2024 -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.00%
NOK/USD 09/18/2019 JPMCB -0.00%
NZD/USD 07/17/2019 CITI -0.00%
SEK/USD 09/18/2019 GSFX -0.00%
SEK/USD 09/18/2019 SSBT -0.00%
2.05 R ISWP FWD US0003M P 09/18/2029 -0.00%
CAD/USD 07/17/2019 BCAP-FX -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 JP -0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC -0.00%
AUD/USD 07/17/2019 BANKAM -0.00%
CAD/USD 07/17/2019 JPMCB -0.00%
NZD/USD 07/17/2019 GSFX -0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP -0.01%
JPY/USD 08/21/2019 GSFX -0.01%
JPY/USD 08/21/2019 UBS -0.01%
NZD/USD 07/17/2019 JPMCB -0.01%
AUD/USD 07/17/2019 CSI-FX -0.01%
AUD/USD 07/17/2019 RBSF -0.01%
AUD/USD 07/17/2019 UBS -0.01%
JPY/USD 08/21/2019 SSBT -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -0.02%
IOS.FN30.400.10 P USL1M R 01/12/41 CS -0.02%
CDX CDX.NA.HY.32 500.0 06/20/2024 -0.04%
FNMA FN30 TBA UMBS 03.0000 08/01/2049 -0.79%
S&P500 EMINI FUT SEP19 ESU9 -2.99%
RU10INTR P US0003M R 11/26/19 CI -4.48%
US 10YR NOTE (CBT)SEP19 TYU9 -8.09%

Prior top 10 holdings

Top 10 holdings as of 08/31/19
1: Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 2.22%
2: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.05%
3: Alphabet 1.97%
4: Amazon 1.69%
5: JPMorgan Chase 1.41%
6: Apple 1.15%
7: Microsoft 1.15%
8: Chevron 1.13%
9: Verizon Communications 1.12%
10: Paypal Holdings 1.01%
Holdings represent 14.90% of portfolio
Top 10 holdings as of 07/31/19
1: Fhlmc Fh30g G08795 03.0000 01/01/2048 2.18%
2: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.04%
3: Alphabet 1.98%
4: JPMorgan Chase 1.43%
5: Amazon 1.38%
6: Cisco Systems 1.18%
7: Chevron 1.17%
8: Apple 1.16%
9: Microsoft 1.11%
10: Verizon Communications 1.05%
Holdings represent 14.68% of portfolio
Top 10 holdings as of 06/30/19
1: Fhlmc Fh30g G08795 03.0000 01/01/2048 2.18%
2: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.05%
3: Alphabet 1.80%
4: Amazon 1.42%
5: JPMorgan Chase 1.40%
6: Chevron 1.20%
7: Cisco Systems 1.19%
8: Verizon Communications 1.10%
9: Microsoft 1.10%
10: Apple 1.09%
Holdings represent 14.53% of portfolio
Top 10 holdings as of 05/31/19
1: Fhlmc Fh30g G08795 03.0000 01/01/2048 2.27%
2: Gnma Gii30 Ma4652 Umbs 03.5000 08/20/2047 2.15%
3: Alphabet 1.91%
4: JPMorgan Chase 1.38%
5: Cisco Systems 1.18%
6: Chevron 1.17%
7: Fhlmc Fh30g G08814 04.0000 05/01/2048 1.15%
8: Verizon Communications 1.08%
9: Boeing 1.04%
10: Fnma Fn15 Al9468 03.0000 12/01/2031 1.04%
Holdings represent 14.37% of portfolio

Portfolio Composition as of 08/31/19

U.S. large-cap equity 41.86%
U.S. Investment-grade bonds 35.73%
U.S. small- and mid-cap equity 9.42%
International equity 8.36%
U.S. High-yield bonds 3.86%
U.S. money markets 0.77%

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%