Putnam Allstate Advisor Preferred

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 02/19/19

with optional enhanced death benefits
Unit Value $18.064798 $17.554387
Unit Value Change 0.029345 0.028228

Lipper ranking ‡ as of 01/31/19

Category: Mixed-Asset Target Alloc Moderate Funds

  Percentile ranking Rank/Funds in category
10 yrs. 7% 9/137
1 yr. 77% 213/277
3 yrs. 27% 65/248
5 yrs. 16% 37/233

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 01/31/19

Fiscal Year End December
Asset Class Putnam Allstate Advisor Preferred
Subaccount Status Open to new investors
Number of issues 1383
Turnover (fiscal year end) 132%
Net Assets $129M
Inception Date 02/01/88

Performance

Performance as of 12/31/18

Annualized Performance Last Quarter Year
to Date
1 yr. 3 yrs. 5 yrs. 10 yrs. Life of
subaccount
Restated performance
Unit Value -10.83% -8.80% -8.80% 2.78% 2.86% 8.36% 5.43%
Standardized -12.61% -10.62% -10.62% 2.78% 2.86% 8.36% 5.43%
With optional enhanced death benefit
Unit Value -10.86% -8.94% -8.94% 2.63% 2.70% 8.20% 5.27%
Standardized -12.64% -10.76% -10.76% 2.63% 2.70% 8.20% 5.27%
Actual performance
Unit Value -10.83% -8.80% -8.80% 2.78% 2.86% 8.36% 2.99%
Standardized -12.61% -10.62% -10.62% 2.78% 2.86% 8.36% 2.99%
With optional enhanced death benefit
Unit Value -10.86% -8.94% -8.94% 2.63% 2.70% 8.20% 2.64%
Standardized -12.64% -10.76% -10.76% 2.63% 2.70% 8.20% 2.64%

Annual Performance at NAV

2009 2010 2011 2012 2013 2014 2015 2016 2017 2018
32.98% 12.80% -2.06% 12.31% 17.52% 7.62% -1.48% 4.96% 13.44% -8.80%
With optional enhanced death benefit
32.77% 12.63% -2.21% 12.14% 17.34% 7.45% -1.63% 4.80% 13.27% -8.94%

Restated performance

Monthly as of 01/31/19

Unit Value 5.97%
Standardized 3.97%

YTD as of 02/19/19

Unit Value 7.96%
Standardized 5.96%

With optional enhanced death benefit

Monthly as of 01/31/19

Unit Value 5.96%
Standardized 3.96%

YTD as of 02/19/19

Unit Value 7.94%
Standardized 5.94%

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 01/31/19

Avg. Eff. Maturity 7.74
Avg. Price --
Avg. Eff. Duration 1.74
Avg. Coupon --
Avg. Yield to Maturity --
Alpha (%) --
Beta --
R Squared --
Standard Deviation (3 yrs.) 7.58

Holdings

Top 10 holdings as of 01/31/19

Fnma Fn30 Ma3238 03.5000 01/01/2048 2.92%
Gnma Gii30 Ma4652 03.5000 08/20/2047 2.11%
Alphabet 2.05%
S&P Gsci Excess Return Index 3x Note 1/27/2020 1.50%
JPMorgan Chase 1.37%
Apple 1.20%
Boeing 1.16%
Cisco Systems 1.16%
Home Depot 1.14%
Fhlmc Fh30g G08814 04.0000 05/01/2048 1.14%
Top 10 holdings, total: 15.75%

Equity Holdings as of 12/31/18

ALPHABET INC-CL A 1.93%
JPMORGAN CHASE & CO 1.33%
APPLE INC 1.18%
VERIZON COMMUNICATIONS INC 1.17%
HOME DEPOT INC 1.15%
CISCO SYSTEMS INC 1.13%
BOEING CO/THE 1.11%
CHEVRON CORP 1.00%
STARBUCKS CORP 0.90%
CITIGROUP INC 0.89%
INTL BUSINESS MACHINES CORP 0.86%
AMAZON.COM INC 0.85%
COCA-COLA CO/THE 0.84%
MICROSOFT CORP 0.80%
PEPSICO INC 0.75%
ORACLE CORP 0.69%
ADOBE INC 0.67%
AMGEN INC 0.67%
LOWES COMPANIES INC 0.65%
JOHNSON & JOHNSON 0.63%
MEDTRONIC PLC 0.62%
CONOCOPHILLIPS 0.57%
MERCK & CO. INC. 0.55%
ELI LILLY & CO 0.54%
WALGREENS BOOTS ALLIANCE INC 0.52%
FACEBOOK INC-CLASS A 0.49%
LOCKHEED MARTIN CORP 0.44%
INTUIT INC 0.43%
INTEL CORP 0.42%
METLIFE INC 0.42%
MORGAN STANLEY 0.40%
NXP SEMICONDUCTORS NV 0.40%
AUTOMATIC DATA PROCESSING 0.39%
MONDELEZ INTERNATIONAL INC-A 0.39%
DELTA AIR LINES INC 0.38%
BOOKING HOLDINGS INC 0.37%
CIGNA CORP 0.37%
ROSS STORES INC 0.37%
HONEYWELL INTERNATIONAL INC 0.36%
PFIZER INC 0.36%
EXELON CORP 0.34%
LYONDELLBASELL INDU-CL A 0.34%
UNITED CONTINENTAL HOLDINGS 0.33%
VALERO ENERGY CORP 0.33%
HCA HEALTHCARE INC 0.32%
PHILLIPS 66 0.32%
PROCTER & GAMBLE CO/THE 0.32%
SYSCO CORP 0.30%
AGILENT TECHNOLOGIES INC 0.28%
CUMMINS INC 0.27%
ABBVIE INC 0.26%
BAXTER INTERNATIONAL INC 0.25%
CAPITAL ONE FINANCIAL CORP 0.25%
COGNIZANT TECH SOLUTIONS-A 0.25%
FORTINET INC 0.25%
INGERSOLL-RAND PLC 0.25%
NETAPP INC 0.25%
PRUDENTIAL FINANCIAL INC 0.25%
TWENTY-FIRST CENTURY FOX - B 0.25%
WASTE MANAGEMENT INC 0.25%
E*TRADE FINANCIAL CORPORATION 0.24%
MCKESSON CORP 0.24%
OMNICOM GROUP 0.24%
UNITEDHEALTH GROUP INC 0.24%
FREEPORT-MCMORAN INC 0.23%
PUBLIC SERVICE ENTERPRISE GP 0.23%
RU10INTR P US0003M R 11/26/19 CI 0.23%
GILEAD SCIENCES INC 0.22%
KLA-TENCOR CORP 0.22%
ROCHE HOLDING AG-GENUSSCHEIN 0.22%
RAYTHEON COMPANY 0.21%
AFLAC INC 0.20%
CENTENE CORP 0.20%
CITIZENS FINANCIAL GROUP 0.20%
NRG ENERGY INC 0.20%
TEXAS INSTRUMENTS INC 0.20%
AMERIPRISE FINANCIAL INC 0.19%
CITRIX SYSTEMS INC 0.19%
DARDEN RESTAURANTS INC 0.19%
HERSHEY CO/THE 0.19%
HILTON WORLDWIDE HOLDINGS IN 0.19%
DISCOVER FINANCIAL SERVICES 0.18%
F5 NETWORKS INC 0.18%
GOLDMAN SACHS GROUP INC 0.18%
HARTFORD FINANCIAL SVCS GRP 0.18%
ROCKWELL AUTOMATION INC 0.18%
SYNCHRONY FINANCIAL 0.18%
TOTAL SA 0.18%
BIOGEN INC 0.17%
COMERICA INC 0.17%
GLAXOSMITHKLINE PLC 0.17%
ALLIANZ SE-REG 0.16%
CENTERPOINT ENERGY INC 0.16%
BRISTOL-MYERS SQUIBB CO 0.15%
BROADRIDGE FINANCIAL SOLUTIO 0.15%
MOLSON COORS BREWING CO -B 0.15%
AGNC INVESTMENT CORP 0.14%
RIO TINTO PLC 0.14%
ALLISON TRANSMISSION HOLDING 0.13%
ALLSTATE CORP 0.13%
AMEREN CORPORATION 0.13%
CAPRI HOLDINGS LTD 0.13%
HUMANA INC 0.13%
LINCOLN NATIONAL CORP 0.13%
NOVARTIS AG-REG 0.13%
AES CORP 0.12%
AVALONBAY COMMUNITIES INC 0.12%
CADENCE DESIGN SYS INC 0.12%
CENTRAL JAPAN RAILWAY CO 0.12%
ELECTRONIC ARTS INC 0.12%
ENI SPA 0.12%
PACKAGING CORP OF AMERICA 0.12%
PINNACLE WEST CAPITAL 0.12%
SONY CORP 0.12%
TOTAL SYSTEM SERVICES INC 0.12%
UGI CORP 0.12%
VERTEX PHARMACEUTICALS INC 0.12%
ALLERGAN PLC 0.11%
AMETEK INC 0.11%
HITACHI LTD 0.11%
HOYA CORP 0.11%
HUNTSMAN CORP 0.11%
IMPERIAL BRANDS PLC 0.11%
KONINKLIJKE AHOLD DELHAIZE N 0.11%
MACQUARIE GROUP LTD 0.11%
MIZUHO FINANCIAL GROUP INC 0.11%
RESMED INC 0.11%
SUMITOMO MITSUI FINANCIAL GR 0.11%
SYNOPSYS INC 0.11%
VOLVO AB-B SHS 0.11%
ANNALY CAPITAL MANAGEMENT IN 0.10%
BERRY GLOBAL GROUP INC 0.10%
CDW CORP/DE 0.10%
CELANESE CORP 0.10%
CK ASSET HOLDINGS LTD 0.10%
COCA-COLA EUROPEAN PARTNERS 0.10%
COSTAR GROUP INC 0.10%
DUN & BRADSTREET CORP 0.10%
EQUINOR ASA 0.10%
HERMES INTERNATIONAL 0.10%
INTL CONSOLIDATED AIRLINE-DI 0.10%
JUNIPER NETWORKS INC 0.10%
L OREAL 0.10%
LAS VEGAS SANDS CORP 0.10%
LEGAL & GENERAL GROUP PLC 0.10%
ORIX CORP 0.10%
PARTNERS GROUP HOLDING AG 0.10%
PEUGEOT SA 0.10%
REPUBLIC SERVICES INC 0.10%
RESONA HOLDINGS INC 0.10%
SANDVIK AB 0.10%
SHIONOGI & CO LTD 0.10%
SWEDBANK AB - A SHARES 0.10%
ABN AMRO GROUP NV-CVA 0.09%
AMADEUS IT GROUP SA 0.09%
ASTELLAS PHARMA INC 0.09%
AVIVA PLC 0.09%
BASF SE 0.09%
BOOZ ALLEN HAMILTON HOLDINGS 0.09%
CBRE GROUP INC - A 0.09%
CELGENE CORP 0.09%
DEUTSCHE TELEKOM AG-REG 0.09%
EVERGY INC 0.09%
HANG SENG BANK LTD 0.09%
MARUBENI CORP 0.09%
MITSUI AND CO LTD 0.09%
NESTLE SA-REG 0.09%
NEW RESIDENTIAL INVESTMENT 0.09%
OGE ENERGY CORP 0.09%
PBF ENERGY INC-CLASS A 0.09%
PERSIMMON PLC 0.09%
ROYAL DUTCH SHELL PLC-B SHS 0.09%
SL GREEN REALTY CORP 0.09%
TAISEI CORP 0.09%
TELENOR ASA 0.09%
UNUM GROUP 0.09%
VICI PROPERTIES INC 0.09%
ZEBRA TECHNOLOGIES CORP-CL A 0.09%
ZOETIS INC 0.09%
ACS ACTIVIDADES 0.08%
AENA SME SA 0.08%
ANGLO AMER PLC 0.08%
BT GROUP PLC 0.08%
DUKE REALTY CORP 0.08%
ENDESA S.A. 0.08%
ENEL SPA 0.08%
HD SUPPLY HOLDINGS INC 0.08%
KAR AUCTION SERVICES INC 0.08%
LLOYDS BANKING GROUP PLC 0.08%
PENTAIR PLC 0.08%
RESIDEO TECHNOLOGIES INC 0.08%
SANOFI 0.08%
TOYOTA MOTOR CORP 0.08%
ASHTEAD GROUP PLC 0.07%
ASPEN TECHNOLOGY INC 0.07%
ATHENE HOLDING LTD-CLASS A 0.07%
BRIXMOR PROPERTY GROUP INC 0.07%
EXXON MOBIL CORP 0.07%
JAPAN AIRLINES CO LTD 0.07%
KDDI CORP 0.07%
MASIMO CORP 0.07%
NTT DATA CORP 0.07%
PRINCIPAL FINANCIAL GROUP 0.07%
RECKITT BENCKISER GROUP PLC 0.07%
SPIRIT REALTY CAPITAL INC 0.07%
STEEL DYNAMICS INC 0.07%
STORE CAPITAL CORP 0.07%
SYNOVUS FINANCIAL CORP 0.07%
UPM-KYMMENE OYJ 0.07%
WEYERHAEUSER CO 0.07%
WOLTERS KLUWER 0.07%
AMERICAN HOME 4 RENT 0.06%
APARTMENT INVT & MGMT CO -A 0.06%
BERKSHIRE HATHAWAY INC-CL B 0.06%
BP PLC 0.06%
DELL TECHNOLOGIES -C 0.06%
FAURECIA 0.06%
HEALTHCARE TRUST OF AME-CL A 0.06%
HILL-ROM HOLDINGS INC 0.06%
MEDICAL PROPERTIES TRUST INC 0.06%
MITSUBISHI CORP 0.06%
NINTENDO CO LTD 0.06%
REINSURANCE GROUP OF AMERICA 0.06%
TUI AG-DI 0.06%
WESTLAKE CHEMICAL CORP 0.06%
WYNDHAM DESTINATIONS INC 0.06%
3I GROUP PLC 0.05%
ARCELORMITTAL 0.05%
ASSOCIATED BRITISH FOODS PLC 0.05%
BLACK KNIGHT INC 0.05%
BLUESCOPE STEEL LTD 0.05%
CAPGEMINI SE 0.05%
CARLSBERG AS-B 0.05%
CLP HOLDINGS LTD 0.05%
COVESTRO AG 0.05%
EAST WEST BANCORP INC 0.05%
ENCOMPASS HEALTH CORP 0.05%
EXTENDED STAY AMERICA INC 0.05%
GAMING AND LEISURE PROPERTIE 0.05%
JONES LANG LASALLE INC 0.05%
LIBERTY PROPERTY TRUST 0.05%
NOVO NORDISK A/S-B 0.05%
NTT DOCOMO INC 0.05%
PEARSON PLC 0.05%
SCENTRE GROUP 0.05%
TAYLOR WIMPEY PLC 0.05%
TELEPHONE AND DATA SYSTEMS 0.05%
UCB SA 0.05%
ALFRESA HOLDINGS CORP 0.04%
AMERICAN FINANCIAL GROUP INC 0.04%
ARKEMA 0.04%
CHARLES RIVER LABORATORIES 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
FAST RETAILING CO LTD 0.04%
FIAT CHRYSLER AUTOMOBILES NV 0.04%
GENTING SINGAPORE LTD 0.04%
HENDERSON LAND DEVELOPMENT 0.04%
HIGHWOODS PROPERTIES INC 0.04%
LIBERTY MEDIA COR-SIRIUSXM A 0.04%
NIPPON TELEGRAPH & TELEPHONE 0.04%
OMV AG 0.04%
POPULAR INC 0.04%
SERVICEMASTER GLOBAL HOLDING 0.04%
SOFTBANK GROUP CORP 0.04%
SOUTH32 LTD 0.04%
SUMITOMO CHEMICAL CO LTD 0.04%
SUN HUNG KAI PROPERTIES 0.04%
TELSTRA CORP LTD 0.04%
WATERS CORP 0.04%
APPLE HOSPITALITY REIT INC 0.03%
BANDAI NAMCO HOLDINGS INC 0.03%
BANK LEUMI LE-ISRAEL 0.03%
CIMIC GROUP LTD 0.03%
CK HUTCHISON HOLDINGS LTD 0.03%
COLRUYT SA 0.03%
CROWN RESORTS LTD 0.03%
DEUTSCHE BOERSE AG 0.03%
DOUGLAS EMMETT INC 0.03%
FUJITSU LTD 0.03%
GALAXY ENT GRP L 0.03%
HOCHTIEF AG 0.03%
HUDSON PACIFIC PROPERTIES IN 0.03%
KERING 0.03%
MEDIPAL HOLDINGS CORP 0.03%
PARAMOUNT GROUP INC 0.03%
PROSIEBENSAT.1 MEDIA SE 0.03%
SAINSBURY (J) PLC 0.03%
SARTORIUS STEDIM BIOTECH 0.03%
SCHRODERS PLC 0.03%
STOCKLAND 0.03%
STRAUMANN HOLDING AG-REG 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
SWEDISH MATCH AB 0.03%
SWISSCOM AG-REG 0.03%
TCF FINANCIAL CORP 0.03%
TELEDYNE TECHNOLOGIES INC 0.03%
VOLKSWAGEN AG PFD 0.03%
WEINGARTEN REALTY INVESTORS 0.03%
WINTRUST FINANCIAL CORP 0.03%
YANGZIJIANG SHIPBUILDING 0.03%
ABC-MART INC 0.02%
ARISTOCRAT LEISURE LTD 0.02%
BAYER AG-REG 0.02%
BERKELEY GROUP HOLDINGS/THE 0.02%
BROOKFIELD PROPERTY REIT I-A 0.02%
CURTISS-WRIGHT CORP 0.02%
DEUTSCHE POST AG-REG 0.02%
EVONIK INDUSTRIES AG 0.02%
HKT TRUST AND HKT LTD-SS 0.02%
HSBC HOLDINGS PLC 0.02%
INDUSTRIA DE DISENO TEXTIL 0.02%
KAJIMA CORP 0.02%
KBC GROUP NV 0.02%
KONINKLIJKE PHILIPS NV 0.02%
LONDON STOCK EXCHANGE GROUP 0.02%
MIRVAC GROUP 0.02%
MITSUBISHI CHEMICAL HOLDINGS 0.02%
MITSUBISHI GAS CHEMICAL CO 0.02%
MITSUBISHI UFJ LEASE & FINAN 0.02%
MOWI ASA 0.02%
NEXT PLC 0.02%
POLA ORBIS HOLDINGS INC 0.02%
RANDSTAD NV 0.02%
SENIOR HOUSING PROP TRUST 0.02%
SG HOLDINGS CO LTD 0.02%
SHIMIZU CORP 0.02%
SIEMENS HEALTH 0.02%
SUZUKI MOTOR CORP 0.02%
TAPESTRY INC 0.02%
UNILEVER PLC 0.02%
AEGON NV 0.01%
AVAYA HOLDINGS CORP 0.01%
BOLIDEN AB 0.01%
BROTHER INDUSTRIES LTD 0.01%
COCA-COLA AMATIL LTD 0.01%
COLES GROUP LTD 0.01%
DAIWA SECURITIES GROUP INC 0.01%
DEUTSCHE LUFTHANSA-REG 0.01%
DNB NOR ASA 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
EUTELSAT COMMUNICATIONS 0.01%
GLENCORE PLC 0.01%
GMAC CAPITAL TRUST I PCT 08.4011 0.01%
HIKARI TSUSHIN INC 0.01%
IPSEN 0.01%
JXTG HOLDINGS INC 0.01%
KERRY PROPERTIES LTD 0.01%
MITSUBISHI MOTORS CORP 0.01%
MONCLER SPA 0.01%
PIGEON CORP 0.01%
RTL GROUP 0.01%
RWE AG 0.01%
SHIRE PLC 0.01%
SIKA AG-REG 0.01%
SWIRE PROPERTIES LTD 0.01%
WESFARMERS LTD 0.01%
WH GROUP LTD 0.01%
ADVANZ PHARMA CORP 0.00%
AGL ENERGY LTD 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
KANSAI ELECTRIC POWER CO INC 0.00%
MWO HOLDINGS LLC 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
SAFRAN SA 0.00%
TERVITA CORP 0.00%
TXU TCEH RIGHTS 0.00%
E-MINI RUSS 2000 MAR19 RTYH9 -0.25%
CGPUTQL2 R US0003M P 11/26/19 CI -0.26%

Full Portfolio Holdings as of 12/31/18

FNMA FN30 MA3238 03.5000 01/01/2048 3.04%
GNMA GII30 MA4652 03.5000 08/20/2047 2.20%
ALPHABET INC-CL A 1.93%
JPMORGAN CHASE & CO 1.33%
S&P GSCI EXCESS RETURN INDEX 3X NOTE 1/27/2020 1.24%
FHLMC FH30G G08814 04.0000 05/01/2048 1.19%
APPLE INC 1.18%
VERIZON COMMUNICATIONS INC 1.17%
HOME DEPOT INC 1.15%
CISCO SYSTEMS INC 1.13%
BOEING CO/THE 1.11%
FNMA FN15 AL9468 03.0000 12/01/2031 1.09%
CHEVRON CORP 1.00%
STARBUCKS CORP 0.90%
CITIGROUP INC 0.89%
FNMA FN30 TBA 06.0000 01/01/2049 0.87%
INTL BUSINESS MACHINES CORP 0.86%
AMAZON.COM INC 0.85%
COCA-COLA CO/THE 0.84%
FNMA FN30 TBA 04.5000 01/01/2049 0.84%
MICROSOFT CORP 0.80%
GNMA GII30 MA4837 03.5000 11/20/2047 0.76%
PEPSICO INC 0.75%
ORACLE CORP 0.69%
FNMA FN30 BH5117 04.0000 08/01/2047 0.68%
ADOBE INC 0.67%
AMGEN INC 0.67%
LOWES COMPANIES INC 0.65%
JOHNSON & JOHNSON 0.63%
MEDTRONIC PLC 0.62%
CONOCOPHILLIPS 0.57%
MERCK & CO. INC. 0.55%
ELI LILLY & CO 0.54%
WALGREENS BOOTS ALLIANCE INC 0.52%
FACEBOOK INC-CLASS A 0.49%
LOCKHEED MARTIN CORP 0.44%
INTUIT INC 0.43%
INTEL CORP 0.42%
METLIFE INC 0.42%
MORGAN STANLEY 0.40%
NXP SEMICONDUCTORS NV 0.40%
AUTOMATIC DATA PROCESSING 0.39%
MONDELEZ INTERNATIONAL INC-A 0.39%
DELTA AIR LINES INC 0.38%
BOOKING HOLDINGS INC 0.37%
CIGNA CORP 0.37%
ROSS STORES INC 0.37%
HONEYWELL INTERNATIONAL INC 0.36%
PFIZER INC 0.36%
EXELON CORP 0.34%
LYONDELLBASELL INDU-CL A 0.34%
UNITED CONTINENTAL HOLDINGS 0.33%
VALERO ENERGY CORP 0.33%
HCA HEALTHCARE INC 0.32%
PHILLIPS 66 0.32%
PROCTER & GAMBLE CO/THE 0.32%
SYSCO CORP 0.30%
AGILENT TECHNOLOGIES INC 0.28%
CUMMINS INC 0.27%
ABBVIE INC 0.26%
BAXTER INTERNATIONAL INC 0.25%
CAPITAL ONE FINANCIAL CORP 0.25%
COGNIZANT TECH SOLUTIONS-A 0.25%
FNMA FN30 AS7003 03.0000 04/01/2046 0.25%
FORTINET INC 0.25%
INGERSOLL-RAND PLC 0.25%
NETAPP INC 0.25%
PRUDENTIAL FINANCIAL INC 0.25%
TWENTY-FIRST CENTURY FOX - B 0.25%
WASTE MANAGEMENT INC 0.25%
E*TRADE FINANCIAL CORPORATION 0.24%
MCKESSON CORP 0.24%
OMNICOM GROUP 0.24%
UNITEDHEALTH GROUP INC 0.24%
FREEPORT-MCMORAN INC 0.23%
PUBLIC SERVICE ENTERPRISE GP 0.23%
RU10INTR P US0003M R 11/26/19 CI 0.23%
GILEAD SCIENCES INC 0.22%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.22%
KLA-TENCOR CORP 0.22%
ROCHE HOLDING AG-GENUSSCHEIN 0.22%
RAYTHEON COMPANY 0.21%
AFLAC INC 0.20%
CENTENE CORP 0.20%
CITIZENS FINANCIAL GROUP 0.20%
NRG ENERGY INC 0.20%
TEXAS INSTRUMENTS INC 0.20%
AMERIPRISE FINANCIAL INC 0.19%
CITIGROUP INC 03.8870 01/10/2028 0.19%
CITRIX SYSTEMS INC 0.19%
DARDEN RESTAURANTS INC 0.19%
FNMA FN30 BC2733 03.0000 05/01/2046 0.19%
HERSHEY CO/THE 0.19%
HILTON WORLDWIDE HOLDINGS IN 0.19%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.18%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.18%
DISCOVER FINANCIAL SERVICES 0.18%
F5 NETWORKS INC 0.18%
GOLDMAN SACHS GROUP INC 0.18%
HARTFORD FINANCIAL SVCS GRP 0.18%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.18%
ROCKWELL AUTOMATION INC 0.18%
SYNCHRONY FINANCIAL 0.18%
TOTAL SA 0.18%
BIOGEN INC 0.17%
COMERICA INC 0.17%
GLAXOSMITHKLINE PLC 0.17%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.17%
ALLIANZ SE-REG 0.16%
CENTERPOINT ENERGY INC 0.16%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.16%
BRISTOL-MYERS SQUIBB CO 0.15%
BROADRIDGE FINANCIAL SOLUTIO 0.15%
FNMA FN30 BH7058 03.5000 12/01/2047 0.15%
MOLSON COORS BREWING CO -B 0.15%
AGNC INVESTMENT CORP 0.14%
MORGAN STANLEY 03.6250 01/20/2027 0.14%
RIO TINTO PLC 0.14%
ALLISON TRANSMISSION HOLDING 0.13%
ALLSTATE CORP 0.13%
AMEREN CORPORATION 0.13%
AT&T INC 04.1000 02/15/2028 0.13%
CAPRI HOLDINGS LTD 0.13%
FNMA FN30 AS7154 03.0000 05/01/2046 0.13%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.13%
HUMANA INC 0.13%
LINCOLN NATIONAL CORP 0.13%
NOVARTIS AG-REG 0.13%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.13%
SPST 2018-1 A 03.2151 04/24/2019 0.13%
AES CORP 0.12%
AVALONBAY COMMUNITIES INC 0.12%
CADENCE DESIGN SYS INC 0.12%
CENTRAL JAPAN RAILWAY CO 0.12%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.12%
ELECTRONIC ARTS INC 0.12%
ENI SPA 0.12%
PACKAGING CORP OF AMERICA 0.12%
PINNACLE WEST CAPITAL 0.12%
SONY CORP 0.12%
TOTAL SYSTEM SERVICES INC 0.12%
UGI CORP 0.12%
VERTEX PHARMACEUTICALS INC 0.12%
ALLERGAN PLC 0.11%
AMETEK INC 0.11%
APPLE INC 02.1000 05/06/2019 0.11%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.11%
HITACHI LTD 0.11%
HOYA CORP 0.11%
HUNTSMAN CORP 0.11%
IBM CORP 01.8750 08/01/2022 0.11%
IMPERIAL BRANDS PLC 0.11%
KONINKLIJKE AHOLD DELHAIZE N 0.11%
MACQUARIE GROUP LTD 0.11%
MIZUHO FINANCIAL GROUP INC 0.11%
RESMED INC 0.11%
SUMITOMO MITSUI FINANCIAL GR 0.11%
SYNOPSYS INC 0.11%
VOLVO AB-B SHS 0.11%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.11%
ALPHABET INC 03.6250 05/19/2021 0.10%
AMGEN INC 03.4500 10/01/2020 0.10%
ANNALY CAPITAL MANAGEMENT IN 0.10%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.10%
BERRY GLOBAL GROUP INC 0.10%
CDW CORP/DE 0.10%
CELANESE CORP 0.10%
CK ASSET HOLDINGS LTD 0.10%
COCA-COLA EUROPEAN PARTNERS 0.10%
COSTAR GROUP INC 0.10%
DUN & BRADSTREET CORP 0.10%
EQUINOR ASA 0.10%
HERMES INTERNATIONAL 0.10%
INTL CONSOLIDATED AIRLINE-DI 0.10%
JUNIPER NETWORKS INC 0.10%
L OREAL 0.10%
LAS VEGAS SANDS CORP 0.10%
LEGAL & GENERAL GROUP PLC 0.10%
ORIX CORP 0.10%
PARTNERS GROUP HOLDING AG 0.10%
PEUGEOT SA 0.10%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.10%
REPUBLIC SERVICES INC 0.10%
RESONA HOLDINGS INC 0.10%
SANDVIK AB 0.10%
SHIONOGI & CO LTD 0.10%
SPST 2018-3 A 03.0151 07/24/2019 0.10%
SWEDBANK AB - A SHARES 0.10%
ABN AMRO GROUP NV-CVA 0.09%
AMADEUS IT GROUP SA 0.09%
ASTELLAS PHARMA INC 0.09%
AVIVA PLC 0.09%
BASF SE 0.09%
BOOZ ALLEN HAMILTON HOLDINGS 0.09%
CBRE GROUP INC - A 0.09%
CELGENE CORP 0.09%
CVS HEALTH CORP 04.7800 03/25/2038 0.09%
CWALT 2006-OA10 4A1 02.6963 08/25/2046 0.09%
CWALT 2006-OA7 1A2 03.0974 06/25/2046 0.09%
DEUTSCHE TELEKOM AG-REG 0.09%
EVERGY INC 0.09%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.09%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.09%
HANG SENG BANK LTD 0.09%
MARUBENI CORP 0.09%
MITSUI AND CO LTD 0.09%
NESTLE SA-REG 0.09%
NEW RESIDENTIAL INVESTMENT 0.09%
OGE ENERGY CORP 0.09%
PBF ENERGY INC-CLASS A 0.09%
PERSIMMON PLC 0.09%
ROYAL DUTCH SHELL PLC-B SHS 0.09%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.09%
SL GREEN REALTY CORP 0.09%
TAISEI CORP 0.09%
TELENOR ASA 0.09%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.09%
UNUM GROUP 0.09%
VICI PROPERTIES INC 0.09%
ZEBRA TECHNOLOGIES CORP-CL A 0.09%
ZOETIS INC 0.09%
ACS ACTIVIDADES 0.08%
AENA SME SA 0.08%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.08%
ANGLO AMER PLC 0.08%
BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 0.08%
BT GROUP PLC 0.08%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.08%
DUKE REALTY CORP 0.08%
ENDESA S.A. 0.08%
ENEL SPA 0.08%
GNMA GII30 4246 06.5000 09/20/2038 0.08%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.08%
HD SUPPLY HOLDINGS INC 0.08%
KAR AUCTION SERVICES INC 0.08%
KINDER MORGAN INC 03.1500 01/15/2023 0.08%
LLOYDS BANKING GROUP PLC 0.08%
MICROSOFT CORP 03.7000 08/08/2046 0.08%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.08%
ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 0.08%
ORACLE CORPORATION 02.2500 10/08/2019 0.08%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.08%
PENTAIR PLC 0.08%
RESIDEO TECHNOLOGIES INC 0.08%
SANOFI 0.08%
TOYOTA MOTOR CORP 0.08%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.08%
VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 0.08%
AMAZON.COM INC 03.1500 08/22/2027 0.07%
APPLE INC 04.3750 05/13/2045 0.07%
ASHTEAD GROUP PLC 0.07%
ASPEN TECHNOLOGY INC 0.07%
ATHENE HOLDING LTD-CLASS A 0.07%
BRIXMOR PROPERTY GROUP INC 0.07%
CAS 2015-C04 2M2 08.0563 04/25/2028 0.07%
CIGNA HOLDING CO 04.5000 03/15/2021 0.07%
COMCAST CORP 03.9690 11/01/2047 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%
ELANCO ANIMAL HEALTH P/P 144A 04.9000 08/28/2028 0.07%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.07%
EXXON MOBIL CORP 0.07%
FNMA FN40 BF0171 04.0000 01/01/2057 0.07%
GNMA GII30 4581 06.5000 11/20/2039 0.07%
JAPAN AIRLINES CO LTD 0.07%
KDDI CORP 0.07%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.07%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.07%
MASIMO CORP 0.07%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.07%
NTT DATA CORP 0.07%
PRINCIPAL FINANCIAL GROUP 0.07%
RECKITT BENCKISER GROUP PLC 0.07%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.07%
SPIRIT REALTY CAPITAL INC 0.07%
SPST 2018-8 A 02.9819 02/24/2020 0.07%
STEEL DYNAMICS INC 0.07%
STORE CAPITAL CORP 0.07%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.07%
SYNOVUS FINANCIAL CORP 0.07%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.07%
TPAT 2018-SL1 A P/P 144A 03.1063 01/25/2046 0.07%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.07%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.07%
UPM-KYMMENE OYJ 0.07%
VERIZON COMM 04.3290 09/21/2028 0.07%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.07%
WEYERHAEUSER CO 0.07%
WOLTERS KLUWER 0.07%
AMAZON.COM INC 03.3000 12/05/2021 0.06%
AMERICAN HOME 4 RENT 0.06%
APARTMENT INVT & MGMT CO -A 0.06%
AT&T INC 04.7500 05/15/2046 0.06%
BERKSHIRE HATHAWAY INC-CL B 0.06%
BP PLC 0.06%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.06%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.06%
CIGNA CORP P/P 144A 03.7500 07/15/2023 0.06%
CISCO SYSTEMS INC 02.2000 02/28/2021 0.06%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.06%
CSMC 2016-NXSR C 04.3617 12/15/2049 0.06%
DELL TECHNOLOGIES -C 0.06%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.06%
FAURECIA 0.06%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.06%
HEALTHCARE TRUST OF AME-CL A 0.06%
HILL-ROM HOLDINGS INC 0.06%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.06%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.06%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.06%
KEURIG DR PEPPER INC P/P 144A 04.5970 05/25/2028 0.06%
MEDICAL PROPERTIES TRUST INC 0.06%
MICROSOFT CORP 01.5500 08/08/2021 0.06%
MITSUBISHI CORP 0.06%
NINTENDO CO LTD 0.06%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.06%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.06%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.06%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.06%
ORACLE CORP 02.5000 10/15/2022 0.06%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.06%
REINSURANCE GROUP OF AMERICA 0.06%
SPST 2018-5 A 03.0151 09/24/2019 0.06%
TUI AG-DI 0.06%
VIACOM INC 04.5000 03/01/2021 0.06%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.06%
WESTLAKE CHEMICAL CORP 0.06%
WYNDHAM DESTINATIONS INC 0.06%
3I GROUP PLC 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%
ARCELORMITTAL 0.05%
ASSOCIATED BRITISH FOODS PLC 0.05%
AUTONATION INC. 05.5000 02/01/2020 0.05%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.05%
BLACK KNIGHT INC 0.05%
BLUESCOPE STEEL LTD 0.05%
BP CAP MARKETS AMERICA 03.1190 05/04/2026 0.05%
CAPGEMINI SE 0.05%
CARLSBERG AS-B 0.05%
CITIGROUP INC 02.6500 10/26/2020 0.05%
CLP HOLDINGS LTD 0.05%
COMM 2012-LC4 C 05.5390 12/10/2044 0.05%
COVESTRO AG 0.05%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.05%
CSX CORP 04.1000 03/15/2044 0.05%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.05%
EAST WEST BANCORP INC 0.05%
ECOLAB INC 03.2500 12/01/2027 0.05%
ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 0.05%
ENCOMPASS HEALTH CORP 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%
EXTENDED STAY AMERICA INC 0.05%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.05%
GAMING AND LEISURE PROPERTIE 0.05%
GNMA GII30 4269 06.5000 10/20/2038 0.05%
HYATT HOTELS CORP 04.8500 03/15/2026 0.05%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.05%
JONES LANG LASALLE INC 0.05%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.05%
LIBERTY PROPERTY TRUST 0.05%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.05%
NCHET 2003-4 M1 03.6313 10/25/2033 0.05%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.05%
NOVO NORDISK A/S-B 0.05%
NTT DOCOMO INC 0.05%
PEARSON PLC 0.05%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.05%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.05%
SALESFORCE.COM INC 03.7000 04/11/2028 0.05%
SCENTRE GROUP 0.05%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.05%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.05%
SPST 2017-LD1 A 03.3063 11/25/2050 0.05%
TAYLOR WIMPEY PLC 0.05%
TELEPHONE AND DATA SYSTEMS 0.05%
UCB SA 0.05%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.05%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.05%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.05%
AIR LEASE CORP 02.5000 03/01/2021 0.04%
ALFRESA HOLDINGS CORP 0.04%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.04%
AMERICAN FINANCIAL GROUP INC 0.04%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.04%
ARKEMA 0.04%
ASTRAZENECA PLC USD 06.4500 09/15/2037 0.04%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.04%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.04%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.04%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.04%
CHARLES RIVER LABORATORIES 0.04%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.04%
CHEVRON CORP 01.5610 05/16/2019 0.04%
CITIGROUP INC 04.4500 09/29/2027 0.04%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.04%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.04%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.04%
DIAGEO INVESTMENT CORP 08.0000 09/15/2022 0.04%
DUKE ENERGY CORP 03.1500 08/15/2027 0.04%
ENERGY TRANSFER LP 05.8750 01/15/2024 0.04%
EOG RESOURCES INC 02.6250 03/15/2023 0.04%
EQUINOR ASA USD 05.1000 08/17/2040 0.04%
EQUITY LIFESTYLE PROPERTIES 0.04%
FAST RETAILING CO LTD 0.04%
FIAT CHRYSLER AUTOMOBILES NV 0.04%
FISERV INC 04.2000 10/01/2028 0.04%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.04%
GENTING SINGAPORE LTD 0.04%
HENDERSON LAND DEVELOPMENT 0.04%
HIGHWOODS PROPERTIES INC 0.04%
HONEYWELL INTL 03.8120 11/21/2047 0.04%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.04%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.04%
LEAR CORP 03.8000 09/15/2027 0.04%
LIBERTY MEDIA COR-SIRIUSXM A 0.04%
MERCK & CO INC 03.7000 02/10/2045 0.04%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.04%
MORGAN STANLEY 02.6500 01/27/2020 0.04%
NIPPON TELEGRAPH & TELEPHONE 0.04%
OMV AG 0.04%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.04%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.04%
PFIZER INC 01.7000 12/15/2019 0.04%
POPULAR INC 0.04%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.04%
RAYTHEON COMPANY 02.5000 12/15/2022 0.04%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.04%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.04%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.04%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.04%
SERVICEMASTER GLOBAL HOLDING 0.04%
SOFTBANK GROUP CORP 0.04%
SOUTH32 LTD 0.04%
SPRINT CORP 07.8750 09/15/2023 0.04%
SUMITOMO CHEMICAL CO LTD 0.04%
SUN HUNG KAI PROPERTIES 0.04%
TELSTRA CORP LTD 0.04%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.04%
UBSBB 2012-C3 C P/P 144A 05.0310 08/10/2049 0.04%
WAMU 2005-AR9 A1C3 03.4663 07/25/2045 0.04%
WATERS CORP 0.04%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.04%
AES CORP/THE 05.5000 04/15/2025 0.03%
AIR LEASE CORP 04.6250 10/01/2028 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%
ALPHABET INC 01.9980 08/15/2026 0.03%
ANHEUSER-BUSCH CO/IN P/P 144A 03.6500 02/01/2026 0.03%
APACHE CORPORATION 03.2500 04/15/2022 0.03%
APPLE HOSPITALITY REIT INC 0.03%
APPLE INC 03.4500 05/06/2024 0.03%
ARC PROP OPER PART L 04.6000 02/06/2024 0.03%
BANDAI NAMCO HOLDINGS INC 0.03%
BANK LEUMI LE-ISRAEL 0.03%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.03%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.03%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.03%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.03%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.03%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.03%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.03%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.03%
CIMIC GROUP LTD 0.03%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.03%
CITIGROUP INC 03.6680 07/24/2028 0.03%
CK HUTCHISON HOLDINGS LTD 0.03%
CMLTI 2005-2 1A2A 04.5375 05/25/2035 0.03%
COLRUYT SA 0.03%
COMM 2014-UBS6 C 04.4651 12/10/2047 0.03%
COMM 2014-UBS6 XA IO 00.9541 12/10/2047 0.03%
COMMONWEALTH EDISON CO 05.9000 03/15/2036 0.03%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.03%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.03%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.03%
CROWN RESORTS LTD 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%
DEUTSCHE BOERSE AG 0.03%
DOUGLAS EMMETT INC 0.03%
ECOLAB INC 04.3500 12/08/2021 0.03%
ENBRIDGE INC USD 04.2500 12/01/2026 0.03%
FHR 3065 DC 12.4946 03/15/2035 0.03%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.03%
FNR 2018-86 DS IO 03.5938 12/25/2048 0.03%
FUJITSU LTD 0.03%
GALAXY ENT GRP L 0.03%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.03%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.03%
HCA INC 05.5000 06/15/2047 0.03%
HESS CORP 07.3000 08/15/2031 0.03%
HOCHTIEF AG 0.03%
HUDSON PACIFIC PROPERTIES IN 0.03%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.03%
KERING 0.03%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.03%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.03%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.03%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.03%
MEDIPAL HOLDINGS CORP 0.03%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.03%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.03%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.03%
MORGAN STANLEY 04.3750 01/22/2047 0.03%
NAVISTAR TLB L+350 04.7500 11/06/2024 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%
PARAMOUNT GROUP INC 0.03%
PFIZER INC 03.0000 12/15/2026 0.03%
PROSIEBENSAT.1 MEDIA SE 0.03%
SAIL 2004-10 A10 03.4063 11/25/2034 0.03%
SAINSBURY (J) PLC 0.03%
SAMI 2007-AR7 1A1 03.3563 05/25/2047 0.03%
SARTORIUS STEDIM BIOTECH 0.03%
SCHRODERS PLC 0.03%
SERVICE CORP INTL 05.3750 05/15/2024 0.03%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.03%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.03%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.03%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.03%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.03%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.03%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.03%
STOCKLAND 0.03%
STRAUMANN HOLDING AG-REG 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
SWEDISH MATCH AB 0.03%
SWISSCOM AG-REG 0.03%
TARGA RESOURCES PART 05.0000 01/15/2028 0.03%
TCF FINANCIAL CORP 0.03%
TELEDYNE TECHNOLOGIES INC 0.03%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.03%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.03%
VOLKSWAGEN AG PFD 0.03%
WAMU 2005-AR12 1A8 04.0381 10/25/2035 0.03%
WARNER MEDIA LLC 02.9500 07/15/2026 0.03%
WEINGARTEN REALTY INVESTORS 0.03%
WESTROCK MWV LLC 08.2000 01/15/2030 0.03%
WEYERHAEUSER CO 07.3750 03/15/2032 0.03%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.03%
WFRBS 2013-C15 D P/P 144A 04.4731 08/15/2046 0.03%
WINTRUST FINANCIAL CORP 0.03%
YANGZIJIANG SHIPBUILDING 0.03%
ZOETIS INC 03.9000 08/20/2028 0.03%
ABC-MART INC 0.02%
AES CORP/THE 05.1250 09/01/2027 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.02%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.02%
ALTA MESA HLDGS 07.8750 12/15/2024 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%
ARISTOCRAT LEISURE LTD 0.02%
AVAYA TLB L+425 06.7010 12/15/2024 0.02%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.02%
BAYER AG-REG 0.02%
BERKELEY GROUP HOLDINGS/THE 0.02%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 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%
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%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.02%
BROOKFIELD PROPERTY REIT I-A 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
CALIFORNIA RESOURC TL L+475 07.0365 11/17/2022 0.02%
CALPINE CORPORATION 05.7500 01/15/2025 0.02%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.02%
CAS 2015-C01 1M2 06.8063 02/25/2025 0.02%
CAS 2015-C04 1M2 08.2063 04/25/2028 0.02%
CAS 2016-C02 1M2 08.5063 09/25/2028 0.02%
CAS 2016-C03 2M2 08.4063 10/25/2028 0.02%
CBS CORP 02.9000 01/15/2027 0.02%
CBS CORP 04.6000 01/15/2045 0.02%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.02%
CENTENE CORP 04.7500 05/15/2022 0.02%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.02%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.02%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.02%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.02%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 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 AM 04.7150 08/10/2050 0.02%
COMM 2013-CR11 XA IO 01.0952 08/10/2050 0.02%
COMM 2014-CR17 C 04.7375 05/10/2047 0.02%
COMM 2014-CR17 XA IO 01.0783 05/10/2047 0.02%
COMM 2014-LC17 XA IO 00.8921 10/10/2047 0.02%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.02%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.02%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.02%
CROWN CASTLE INTL CORP 03.1500 07/15/2023 0.02%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.02%
CURTISS-WRIGHT CORP 0.02%
CWALT 2005-27 1A1 02.3930 08/25/2035 0.02%
DEUTSCHE POST AG-REG 0.02%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.02%
DIGITAL DELTA HLDG 03.4000 10/01/2020 0.02%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.02%
DISH DBS CORP 05.8750 11/15/2024 0.02%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.02%
ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 0.02%
EQUINIX INC 05.3750 05/15/2027 0.02%
EQUINOR ASA USD 02.9000 11/08/2020 0.02%
EVONIK INDUSTRIES AG 0.02%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.02%
FHR 3072 SM 04.2533 11/15/2035 0.02%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.02%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.02%
FNR 2006-8 HP 15.3771 03/25/2036 0.02%
FNR 2007-53 SP 15.0104 06/25/2037 0.02%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.02%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.02%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.02%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.02%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.02%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.02%
GNR 2012-141 WI IO 03.5000 11/20/2041 0.02%
GNR 2015-H26 DI IO 02.1184 10/20/2065 0.02%
GNR 2016-H16 EI IO 02.2090 06/20/2066 0.02%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.02%
GRAY ESCROW INC P/P 144A 07.0000 05/15/2027 0.02%
GREAT LAKES D&D 08.0000 05/15/2022 0.02%
GSMS 2014-GC22 C 04.6893 06/10/2047 0.02%
HCA INC 06.5000 02/15/2020 0.02%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.02%
HKT TRUST AND HKT LTD-SS 0.02%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.02%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.02%
HSBC HOLDINGS PLC 0.02%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.02%
HUSKY TLB L+300 05.5224 03/28/2025 0.02%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.02%
INDUSTRIA DE DISENO TEXTIL 0.02%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.02%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 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%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JPMBB 2013-C15 C 05.1993 11/15/2045 0.02%
JPMBB 2014-C22 C 04.5579 09/15/2047 0.02%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.02%
KAJIMA CORP 0.02%
KBC GROUP NV 0.02%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.02%
KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 0.02%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.02%
KONINKLIJKE PHILIPS NV 0.02%
L3 TECHNOLOGIES INC 04.4000 06/15/2028 0.02%
LBMLT 2004-1 A2 03.3063 02/25/2034 0.02%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.02%
LONDON STOCK EXCHANGE GROUP 0.02%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.02%
MARATHON PETRO CORP 06.5000 03/01/2041 0.02%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.02%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.02%
MICROSOFT CORP 05.3000 02/08/2041 0.02%
MIRVAC GROUP 0.02%
MITSUBISHI CHEMICAL HOLDINGS 0.02%
MITSUBISHI GAS CHEMICAL CO 0.02%
MITSUBISHI UFJ LEASE & FINAN 0.02%
MOWI ASA 0.02%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.02%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.02%
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%
NEXT PLC 0.02%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
NRG ENERGY INC 06.6250 01/15/2027 0.02%
NUTRIEN LTD USD 04.1250 03/15/2035 0.02%
NUTRIEN LTD USD 05.2500 01/15/2045 0.02%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.02%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.02%
OSHKOSH CORP 04.6000 05/15/2028 0.02%
OSHKOSH CORP 05.3750 03/01/2025 0.02%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.02%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.02%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.02%
POLA ORBIS HOLDINGS INC 0.02%
PPSI 2004-WCW2 M3 03.5563 10/25/2034 0.02%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.02%
PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 0.02%
PULTEGROUP INC 05.5000 03/01/2026 0.02%
PULTEGROUP INC. 07.8750 06/15/2032 0.02%
RANDSTAD NV 0.02%
RAYTHEON COMPANY 04.8750 10/15/2040 0.02%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.02%
S&P GLOBAL INC 02.9500 01/22/2027 0.02%
SENIOR HOUSING PROP TRUST 0.02%
SG HOLDINGS CO LTD 0.02%
SHIMIZU CORP 0.02%
SIEMENS HEALTH 0.02%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.02%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.02%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.02%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 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%
SUZUKI MOTOR CORP 0.02%
T-MOBILE USA INC 05.3750 04/15/2027 0.02%
TAPESTRY INC 0.02%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.02%
TENET HEALTHCARE 06.0000 10/01/2020 0.02%
TRANSDIGM INC 06.3750 06/15/2026 0.02%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.02%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.02%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.02%
UNILEVER PLC 0.02%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.02%
USG CORP P/P 144A 04.8750 06/01/2027 0.02%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.02%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.02%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.02%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.02%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.02%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.02%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.02%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.02%
WFCM 2013-LC12 AS 04.2866 07/15/2046 0.02%
WFCM 2013-LC12 C 04.2866 07/15/2046 0.02%
WFRBS 2011-C2 D P/P 144A 05.6515 02/15/2044 0.02%
WFRBS 2011-C3 D P/P 144A 05.6828 03/15/2044 0.02%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.02%
WP CAREY INC 04.6000 04/01/2024 0.02%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.02%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.01%
AEGON NV 0.01%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.01%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.01%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.01%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.01%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.01%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 0.01%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.01%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.01%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.01%
ANTERO RESOURCES 05.3750 11/01/2021 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
APERGY CORP 06.3750 05/01/2026 0.01%
ARCELORMITTAL USD 07.0000 10/15/2039 0.01%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.01%
AUD/USD 01/16/2019 GSFX 0.01%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.01%
AVAYA HOLDINGS CORP 0.01%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.01%
BAUSCH HLTH COS INC P/P 144A 05.8750 05/15/2023 0.01%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.01%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 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%
BIOSCRIP INC 08.8750 02/15/2021 0.01%
BMW US CAPITAL LLC P/P 144A 02.8000 04/11/2026 0.01%
BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 0.01%
BOLIDEN AB 0.01%
BOYD GAMING CORP 06.3750 04/01/2026 0.01%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 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%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.01%
CAD/USD 01/16/2019 CITI 0.01%
CAD/USD 01/16/2019 JPMCB 0.01%
CAD/USD 01/16/2019 SSBT 0.01%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.01%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.01%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.01%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2014-C02 1M2 05.1063 05/25/2024 0.01%
CAS 2014-C03 2M2 05.4063 07/25/2024 0.01%
CAS 2014-C04 1M2 07.4063 11/25/2024 0.01%
CAS 2015-C02 1M2 06.5063 05/25/2025 0.01%
CAS 2015-C03 2M2 07.5063 07/25/2025 0.01%
CBS CORP 04.0000 01/15/2026 0.01%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.01%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.01%
CDX CDX.NA.HY.31 500.0 12/20/2023 0.01%
CDX CDX.NA.IG.31 100.0 12/20/2023 0.01%
CEC ENT INC 08.0000 02/15/2022 0.01%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.01%
CENTENE CORP 06.1250 02/15/2024 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CGCMT 2012-GC8 XA IO P/P 144A 01.8005 09/10/2045 0.01%
CHEMOURS CO 05.3750 05/15/2027 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.01%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.01%
CINEMARK USA INC 04.8750 06/01/2023 0.01%
CIT GROUP INC 05.0000 08/01/2023 0.01%
CIT GROUP INC. 05.2500 03/07/2025 0.01%
CITIGROUP INC 04.7500 05/18/2046 0.01%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.01%
COCA-COLA AMATIL LTD 0.01%
COLES GROUP LTD 0.01%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.01%
COMM 2014-CR16 XA IO 01.1273 04/10/2047 0.01%
COMM 2014-CR18 XA IO 01.1474 07/15/2047 0.01%
COMM 2014-CR20 XA IO 01.1239 11/10/2047 0.01%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.01%
COMSTOCK ESCROW CORP P/P 144A 09.7500 08/15/2026 0.01%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.01%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.01%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.01%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.01%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.01%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.01%
DAIWA SECURITIES GROUP INC 0.01%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.01%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.01%
DENBURY RESOURCES P/P 144A 07.5000 02/15/2024 0.01%
DEUTSCHE LUFTHANSA-REG 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.01%
DNB NOR ASA 0.01%
EMERA US FINANCE LP 03.5500 06/15/2026 0.01%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.01%
ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 0.01%
ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 0.01%
ENSCO PLC USD 07.7500 02/01/2026 0.01%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.01%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
EQT CORP 03.9000 10/01/2027 0.01%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
EUTELSAT COMMUNICATIONS 0.01%
FEDEX CORP 02.6250 08/01/2022 0.01%
FHR 2990 LB 10.6706 06/15/2034 0.01%
FHR 3249 PS 14.1731 12/15/2036 0.01%
FHR 3408 EK 15.9139 04/15/2037 0.01%
FHR 3829 AS IO 04.4949 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%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.01%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 0.01%
FNR 2005-75 GS 12.7313 08/25/2035 0.01%
FORTERRA TL L+300 05.5224 10/25/2023 0.01%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.01%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.01%
FRONTIER COMM 10.5000 09/15/2022 0.01%
FRONTIER COMM 11.0000 09/15/2025 0.01%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.01%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GATES GLOBAL TLB L+275 05.2724 03/31/2024 0.01%
GBP/USD CALL 1.34 20190613 BANKAM 0.01%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.01%
GENON ENERGY INC. 09.8750 10/15/2020 0.01%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.01%
GLENCORE PLC 0.01%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.01%
GMAC CAPITAL TRUST I PCT 08.4011 0.01%
GNMA GII30 3987 06.5000 05/20/2037 0.01%
GNMA GII30 4018 06.5000 08/20/2037 0.01%
GNMA GII30 4171 06.5000 06/20/2038 0.01%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.01%
GNR 2013-99 AS IO 03.5799 06/20/2043 0.01%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.01%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.01%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.01%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.01%
GSMS 2006-GG8 X IO P/P 144A 00.8707 11/10/2039 0.01%
GSMS 2015-GC30 XA IO 00.8588 05/10/2050 0.01%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HIKARI TSUSHIN INC 0.01%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.01%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.01%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
IPSEN 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
JAGGED PEAK ENERGY P/P 144A 05.8750 05/01/2026 0.01%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.01%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.01%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.01%
JO-ANN STORES 2NDL L+925 11.6038 05/21/2024 0.01%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.01%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.01%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.01%
JXTG HOLDINGS INC 0.01%
KERRY PROPERTIES LTD 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.01%
KRAFT HEINZ FOODS CO 03.4381 08/10/2022 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 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%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.01%
MASTEC INC 04.8750 03/15/2023 0.01%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MGM RESORTS INTL 06.6250 12/15/2021 0.01%
MGM RESORTS INTL 08.6250 02/01/2019 0.01%
MITSUBISHI MOTORS CORP 0.01%
MLMI 2005-A2 A2 03.6773 02/25/2035 0.01%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.01%
MONCLER SPA 0.01%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.01%
MSBAM 2013-C12 XA IO 00.6174 10/15/2046 0.01%
MSBAM 2014-C17 XA IO 01.1903 08/15/2047 0.01%
NABORS IND INC 05.7500 02/01/2025 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.01%
NCI BUILDING SYS INC P/P 144A 08.0000 04/15/2026 0.01%
NEIMAN MARCUS TL L+325 05.6295 10/25/2020 0.01%
NETFLIX INC 04.8750 04/15/2028 0.01%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.01%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.01%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.01%
NRG ENERGY INC 07.2500 05/15/2026 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.01%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
ORACLE CORP 02.6500 07/15/2026 0.01%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.01%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.01%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.01%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.01%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.01%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.01%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.01%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.01%
PIGEON CORP 0.01%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.01%
PQ CORP P/P 144A 05.7500 12/15/2025 0.01%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.01%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.01%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.01%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.01%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.01%
REGENCY ENERGY P 04.5000 11/01/2023 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%
REVLON CONS TLB L+350 06.2066 09/07/2023 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.01%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.01%
RTL GROUP 0.01%
RWE AG 0.01%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SERVICE CORP INTL 04.6250 12/15/2027 0.01%
SERVICE CORP INTL 05.3750 01/15/2022 0.01%
SESI LLC 07.7500 09/15/2024 0.01%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.01%
SHIRE PLC 0.01%
SIKA AG-REG 0.01%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 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%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.01%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.01%
SPRINGLEAF FINANCE CORP 06.1250 05/15/2022 0.01%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.01%
SPRINT CORP 07.2500 09/15/2021 0.01%
STARWOOD PROP TR 04.7500 03/15/2025 0.01%
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%
SWIRE PROPERTIES LTD 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
T-MOBILE USA INC 06.3750 03/01/2025 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TARGA RES PRTNRS 05.3750 02/01/2027 0.01%
TENNANT CO 05.6250 05/01/2025 0.01%
THE AES CORPORATION 04.8750 05/15/2023 0.01%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.01%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.01%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.01%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.01%
TRANSDIGM INC 06.5000 07/15/2024 0.01%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.01%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.01%
UAL 2007 PASS TRUST 06.6360 07/02/2022 0.01%
UBSBB 2012-C4 XA IO P/P 144A 01.6397 12/10/2045 0.01%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.01%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.01%
USD/JPY PUT 108.00 20190128 CITI 0.01%
USG CORP P/P 144A 05.5000 03/01/2025 0.01%
VALEANT PHARMA INTL P/P 144A 08.5000 01/31/2027 0.01%
VALEANT PHARMA INTL P/P 144A 09.2500 04/01/2026 0.01%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.01%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.01%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.01%
VMWARE INC 03.9000 08/21/2027 0.01%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.01%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.01%
WAMU 2005-AR13 A1C3 02.9963 10/25/2045 0.01%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.01%
WBCMT 2005-C21 D 05.2264 10/15/2044 0.01%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.01%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.01%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.01%
WESFARMERS LTD 0.01%
WESTROCK MWV LLC 07.9500 02/15/2031 0.01%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.01%
WFMBS 2006-AR2 1A1 04.5952 03/25/2036 0.01%
WFRBS 2011-C5 XA IO P/P 144A 01.7361 11/15/2044 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.5649 12/15/2045 0.01%
WFRBS 2012-C9 XA IO P/P 144A 01.8847 11/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
WH GROUP LTD 0.01%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.01%
WPX ENERGY INC 05.7500 06/01/2026 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.01%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.01%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.01%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
2.75 R ISWP FWD US0003M P 03/18/2021 0.00%
2.7845 R ISWP US0003M P 12/31/2028 0.00%
2.85 R ISWP FWD US0003M P 03/18/2029 0.00%
2.95 R ISWP FWD US0003M P 03/18/2049 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
ADVANZ PHARMA CORP 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AGL ENERGY LTD 0.00%
ALTRIA GROUP INC. 09.2500 08/06/2019 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.00%
AUD/USD 01/16/2019 BCAP-FX 0.00%
AUD/USD 01/16/2019 CITI 0.00%
AUD/USD 01/16/2019 JPMCB 0.00%
AUD/USD 01/16/2019 RBSF 0.00%
AUD/USD 01/16/2019 SSBT 0.00%
AUD/USD 01/16/2019 UBS 0.00%
AUD/USD 01/16/2019 WPAC 0.00%
BACM 2004-4 XC IO P/P 144A 00.3242 07/10/2042 0.00%
BACM 2004-5 XC IO P/P 144A 00.4413 11/10/2041 0.00%
BACM 2007-1 XW IO 00.2114 01/15/2049 0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.00%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.00%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.00%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.00%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.00%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.00%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.00%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.3144 12/11/2038 0.00%
CAD/USD 01/16/2019 BCAP-FX 0.00%
CAD/USD 01/16/2019 GSFX 0.00%
CAD/USD 01/16/2019 HSBCB 0.00%
CAD/USD 01/16/2019 RBSF 0.00%
CAD/USD 01/16/2019 UBS 0.00%
CAD/USD 01/16/2019 WPAC 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CAS 2016-C05 2M1 03.8563 01/25/2029 0.00%
CBRE SERVICES INC 05.2500 03/15/2025 0.00%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.00%
CD 2007-CD4 XW IO P/P 144A 00.7515 12/11/2049 0.00%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.4954 10/15/2049 0.00%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.00%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.00%
CHEMOURS CO 06.6250 05/15/2023 0.00%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.00%
CHF/USD 03/20/2019 JPMCB 0.00%
CIT GROUP INC. 05.0000 08/15/2022 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CNH/USD 02/20/2019 HSBCB 0.00%
COMM 2006-C8 XS IO P/P 144A 00.4405 12/10/2046 0.00%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.00%
COVANTA HOLDING CORP 06.0000 01/01/2027 0.00%
CPG INTL TL L+375 05.0828 05/05/2024 0.00%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.00%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.00%
CSMC 2007-C2 AX IO P/P 144A 00.0396 01/15/2049 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
DCP MIDSTREAM OPERATING 05.3750 07/15/2025 0.00%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.00%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.00%
DISH NETWORK CV 03.3750 08/15/2026 0.00%
DKK/USD 03/20/2019 CITI 0.00%
DOW CHEMICAL CO/THE P/P 144A 04.8000 11/30/2028 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.00%
ENERGIZER GAMM P/P 144A 06.3750 07/15/2026 0.00%
ENERGY TRANSFER LP 05.5000 06/01/2027 0.00%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.00%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.00%
EQUINIX INC 05.8750 01/15/2026 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/NOK PUT 9.60 20190319 JPMCB 0.00%
EUR/NOK PUT 9.80 20190319 JPMCB 0.00%
EUR/USD 03/20/2019 BANKAM 0.00%
EUR/USD 03/20/2019 BCAP-FX 0.00%
EUR/USD 03/20/2019 CITI 0.00%
EUR/USD 03/20/2019 CSI-FX 0.00%
EUR/USD 03/20/2019 GSFX 0.00%
EUR/USD 03/20/2019 HSBCB 0.00%
EUR/USD 03/20/2019 JPMCB 0.00%
EUR/USD 03/20/2019 RBSF 0.00%
EUR/USD 03/20/2019 SSBT 0.00%
EUR/USD 03/20/2019 UBS 0.00%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.00%
FNR 2006-46 OC PO 00.0000 06/25/2036 0.00%
FRAC TECH INTL TLB L+475 07.2724 04/16/2021 0.00%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.00%
FTS INTL INC 06.2500 05/01/2022 0.00%
GBP/USD 03/20/2019 BANKAM 0.00%
GBP/USD 03/20/2019 BCAP-FX 0.00%
GBP/USD 03/20/2019 HSBCB 0.00%
GBP/USD 03/20/2019 JPMCB 0.00%
GBP/USD 03/20/2019 UBS 0.00%
GBP/USD CALL 1.44 20190613 BANKAM 0.00%
GECMC 2007-C1 XC IO P/P 144A 00.0871 12/10/2049 0.00%
GENON ENERGY/NRG AMER 09.3923 12/01/2023 0.00%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.00%
GMACC 1997-C1 X IO 01.3518 07/15/2029 0.00%
GMACC 2005-C1 X1 IO P/P 144A 00.9823 05/10/2043 0.00%
GNMA GII30 4401 06.5000 03/20/2039 0.00%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HKD/USD 02/20/2019 BANKAM 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.00%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.00%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.00%
ISTAR INC 05.2500 09/15/2022 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
JPMCC 05-CB12 X1 IO P/P 144A 00.3613 09/12/2037 0.00%
JPMCC 2006-LDP8 X IO 00.2854 05/15/2045 0.00%
JPMCC 2007-LDPX X IO 00.1422 01/15/2049 0.00%
JPY/USD 02/20/2019 BANKAM 0.00%
JPY/USD 02/20/2019 CITI 0.00%
JPY/USD 02/20/2019 CSI-FX 0.00%
JPY/USD 02/20/2019 HSBCB 0.00%
JPY/USD 02/20/2019 JPMCB 0.00%
JPY/USD 02/20/2019 RBSF 0.00%
JPY/USD 02/20/2019 SSBT 0.00%
KANSAI ELECTRIC POWER CO INC 0.00%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 0.00%
KEANE GROUP TLB L+375 06.3125 05/25/2025 0.00%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.00%
KRW/USD 02/20/2019 BANKAM 0.00%
KRW/USD 02/20/2019 CITI 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 0.00%
LBUBS 2005-C7 XCL IO P/P 144A 00.3173 11/15/2040 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.6850 09/15/2039 0.00%
LENNAR CORP 05.8750 11/15/2024 0.00%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.00%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 BC 0.00%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.00%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.00%
MERCER INTL INC USD 05.5000 01/15/2026 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
MEZZ 2005-C3 X IO P/P 144A 06.7220 05/15/2044 0.00%
MEZZ 2006-C4 X IO P/P 144A 06.2351 07/15/2045 0.00%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MLMT 2004-KEY2 XC IO P/P 144A 00.9044 08/12/2039 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0013 06/12/2043 0.00%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.00%
MWO HOLDINGS LLC 0.00%
MXN/USD 01/16/2019 HSBCB 0.00%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.00%
NETFLIX INC P/P 144A 05.8750 11/15/2028 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%
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%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.00%
NOK/USD 03/20/2019 CITI 0.00%
NOK/USD 03/20/2019 HSBCB 0.00%
NOK/USD 03/20/2019 JPMCB 0.00%
NOK/USD 03/20/2019 RBSF 0.00%
NOK/USD 03/20/2019 UBS 0.00%
NRG ENERGY INC 05.7500 01/15/2028 0.00%
NZD/USD 01/16/2019 BANKAM 0.00%
NZD/USD 01/16/2019 CSI-FX 0.00%
NZD/USD 01/16/2019 HSBCB 0.00%
NZD/USD 01/16/2019 JPMCB 0.00%
NZD/USD 01/16/2019 RBSF 0.00%
NZD/USD 01/16/2019 SSBT 0.00%
NZD/USD 01/16/2019 UBS 0.00%
NZD/USD 01/16/2019 WPAC 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.00%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.00%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PLATFORM SPECIALTY P/P 144A 06.5000 02/01/2022 0.00%
QORVO INC P/P 144A 05.5000 07/15/2026 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
RACKSPACE HOSTING INC L+300 05.5815 11/03/2023 0.00%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.00%
SAFRAN SA 0.00%
SEK/USD 03/20/2019 GSFX 0.00%
SEK/USD 03/20/2019 HSBCB 0.00%
SEK/USD 03/20/2019 JPMCB 0.00%
SEK/USD 03/20/2019 RBSF 0.00%
SEK/USD 03/20/2019 SSBT 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SGD/USD 02/20/2019 BCAP-FX 0.00%
SGD/USD 02/20/2019 JPMCB 0.00%
SM ENERGY CO 06.1250 11/15/2022 0.00%
SM ENERGY CO 06.6250 01/15/2027 0.00%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.00%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
T-MOBILE USA INC 04.5000 02/01/2026 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.00%
TERVITA CORP 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 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 INC 07.5000 04/15/2031 0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
TWD/USD 02/20/2019 GSFX 0.00%
TXU TCEH RIGHTS 0.00%
USD/CNH CALL 7.00 20190404 GSFX 0.00%
USD/CNH CALL 7.20 20190404 GSFX 0.00%
USD/JPY PUT 105.00 20190128 CITI 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.00%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.00%
WBCMT 2006-C26 XC IO P/P 144A 00.0450 06/15/2045 0.00%
WBCMT 2007-C34 IO IO 00.1069 05/15/2046 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.00%
WILLIAMS COS INC 07.7500 06/15/2031 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
WPX ENERGY INC 06.0000 01/15/2022 0.00%
2.80 R ISWP FWD US0003M P 03/18/2024 -0.01%
AUD/USD 01/16/2019 BANKAM -0.01%
AUD/USD 01/16/2019 CSI-FX -0.01%
AUD/USD 01/16/2019 HSBCB -0.01%
CAD/USD 01/16/2019 BANKAM -0.01%
CAD/USD 01/16/2019 CSI-FX -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
NOK/USD 03/20/2019 SSBT -0.01%
ZAR/USD 01/16/2019 GSFX -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
NOK/USD 03/20/2019 GSFX -0.02%
NZD/USD 01/16/2019 GSFX -0.02%
E-MINI RUSS 2000 MAR19 RTYH9 -0.25%
CGPUTQL2 R US0003M P 11/26/19 CI -0.26%
FNMA FN30 TBA 03.0000 01/01/2049 -0.79%

Prior top 10 holdings

Top 10 holdings as of 01/31/19
1: Fnma Fn30 Ma3238 03.5000 01/01/2048 2.92%
2: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.11%
3: Alphabet 2.05%
4: S&P Gsci Excess Return Index 3x Note 1/27/2020 1.50%
5: JPMorgan Chase 1.37%
6: Apple 1.20%
7: Boeing 1.16%
8: Cisco Systems 1.16%
9: Home Depot 1.14%
10: Fhlmc Fh30g G08814 04.0000 05/01/2048 1.14%
Holdings represent 15.75% of portfolio
Top 10 holdings as of 12/31/18
1: Fnma Fn30 Ma3238 03.5000 01/01/2048 3.04%
2: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.20%
3: Alphabet 1.93%
4: JPMorgan Chase 1.33%
5: S&P Gsci Excess Return Index 3x Note 1/27/2020 1.24%
6: Fhlmc Fh30g G08814 04.0000 05/01/2048 1.19%
7: Apple 1.18%
8: Verizon Communications 1.17%
9: Home Depot 1.15%
10: Cisco Systems 1.13%
Holdings represent 15.56% of portfolio
Top 10 holdings as of 11/30/18
1: Fnma Fn30 Ma3238 03.5000 01/01/2048 2.80%
2: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.03%
3: Alphabet 1.94%
4: JPMorgan Chase 1.43%
5: Apple 1.27%
6: Verizon Communications 1.19%
7: Cisco Systems 1.18%
8: Home Depot 1.14%
9: Boeing 1.14%
10: Fhlmc Fh30g G08814 04.0000 05/01/2048 1.10%
Holdings represent 15.22% of portfolio
Top 10 holdings as of 10/31/18
1: Fnma Fn30 Ma3238 03.5000 01/01/2048 2.78%
2: Gnma Gii30 Ma4652 03.5000 08/20/2047 2.03%
3: Alphabet 1.95%
4: JPMorgan Chase 1.43%
5: Verizon Communications 1.20%
6: Apple 1.18%
7: Cisco Systems 1.12%
8: Fhlmc Fh30g G08814 04.0000 05/01/2048 1.10%
9: Boeing 1.08%
10: Citigroup 1.03%
Holdings represent 14.90% of portfolio

Portfolio Composition as of 01/31/19

U.S. large-cap equity 38.02%
U.S. Investment-grade bonds 29.38%
International equity 10.45%
U.S. small- and mid-cap equity 9.26%
U.S. High-yield bonds 6.01%
Commodities 3.89%
U.S. money markets 2.99%

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 2.00%
2 1.00%
3+ 0.00%