Putnam Allstate Advisor

Putnam Diversified Income Subaccount

The subaccount seeks as high a level of current income as Putnam Management believes is consistent with preservation of capital.

Fund description

The subaccount seeks income from three sectors: U.S. corporate and government investment-grade bonds, foreign bonds, and higher-yielding, lower-rated corporate bonds. The benchmark allocation for each sector is typically one-third of total assets. The management team can adjust the weightings and may allocate from 15%-65% of assets to each sector. By diversifying its assets, the subaccount seeks to reduce the risk of overexposure to any one sector.

Sales story

Offering a diversified portfolio of income opportunities Diverse income opportunities: The fund provides exposure to bonds in all sectors of the expanding global fixed-income market and across the complete credit spectrum.Multiple strategies: Putnam's bond specialists employ 70-80 active investment strategies to pursue a diverse range of opportunities for performance.Active risk management: In today's complex bond market, the fund's experienced managers actively manage risk with the goal of superior risk-adjusted performance over time.

Management team

Daily pricing as of 02/15/19

with optional enhanced death benefits
Unit Value $20.352903 $19.750165
Unit Value Change -0.000699 -0.00076

Lipper ranking ‡ as of 01/31/19

Category: General Bond Funds

  Percentile ranking Rank/Funds in category
10 yrs. 8% 2/25
1 yr. 62% 32/51
3 yrs. 7% 3/42
5 yrs. 61% 23/37

Maturity detail includes only cash bonds and cash equivalents.

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. Lower rated bonds may offer higher yields in return for more risk. Mutual funds that invest in government securities in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. 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.

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.'

Credit qualities are shown as a percentage of net assets. A bond rated Baa or higher (Prime-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor's, Moody's and Fitch. Short-term cash bonds rated A-1+ are included in the AAA-rating category. Ratings and portfolio credit quality will vary over time. Credit quality includes the fixed-income portion of the portfolio. Derivative instruments, including currency forwards, are only included to the extent of any unrealized gain or loss on such instruments and are shown in the not-rated category. Cash is also shown in the not-rated category. The fund itself has not been rated by an independent rating agency.

‡ 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
Subaccount Status Open to new investors
Number of issues 1543
Turnover (fiscal year end) 790%
Net Assets $199M
Inception Date 09/15/93

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 -3.95% -2.22% -2.22% 2.50% 0.58% 7.01% 3.68%
Standardized -12.41% -10.81% -10.81% -2.17% -3.28% 5.09% 1.02%
With optional enhanced death benefit
Unit Value -3.98% -2.37% -2.37% 2.34% 0.42% 6.85% 3.52%
Standardized -12.45% -10.94% -10.94% -2.32% -3.44% 4.91% 0.81%
Actual performance
Unit Value -3.95% -2.22% -2.22% 2.50% 0.58% 7.01% 3.49%
Standardized -12.41% -10.81% -10.81% -2.17% -3.28% 5.09% 0.69%
With optional enhanced death benefit
Unit Value -3.98% -2.37% -2.37% 2.34% 0.42% 6.85% 3.34%
Standardized -12.45% -10.94% -10.94% -2.32% -3.44% 4.91% 0.49%

Annual Performance at NAV

2009 2010 2011 2012 2013 2014 2015 2016 2017 2018
53.42% 11.26% -4.38% 10.13% 6.47% -0.91% -3.56% 4.11% 5.79% -2.22%
With optional enhanced death benefit
53.18% 11.09% -4.52% 9.96% 6.30% -1.06% -3.71% 3.95% 5.63% -2.37%

Restated performance

Monthly as of 01/31/19

Unit Value 3.15%
Standardized -5.81%

YTD as of 02/15/19

Unit Value 3.61%
Standardized -5.38%

With optional enhanced death benefit

Monthly as of 01/31/19

Unit Value 3.14%
Standardized -5.82%

YTD as of 02/15/19

Unit Value 3.59%
Standardized -5.40%

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.

Maturity detail includes only cash bonds and cash equivalents.

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. Lower rated bonds may offer higher yields in return for more risk. Mutual funds that invest in government securities in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. 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.

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.

Credit qualities are shown as a percentage of net assets. A bond rated Baa or higher (Prime-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor's, Moody's and Fitch. Short-term cash bonds rated A-1+ are included in the AAA-rating category. Ratings and portfolio credit quality will vary over time. Credit quality includes the fixed-income portion of the portfolio. Derivative instruments, including currency forwards, are only included to the extent of any unrealized gain or loss on such instruments and are shown in the not-rated category. Cash is also shown in the not-rated category. The fund itself has not been rated by an independent rating agency.

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 6.11
Avg. Price 84.89
Avg. Eff. Duration 1.51
Avg. Coupon 5.28
Avg. Yield to Maturity 6.23
Alpha (%) --
Beta --
R Squared --
Standard Deviation (3 yrs.) 4.28

Maturity Details

0 to 1 yr. 6.62%
1 to 5 yrs. 23.00%
5 to 10 yrs. 65.13%
10 to 15 yrs. 2.44%
Over 15 yrs. 2.81%

Quality Ratings

AAA 39.39%
AA 2.15%
A 1.64%
BBB 8.21%
BB 24.11%
B 13.43%
CCC and Below 8.24%
Not Rated 2.83%

Holdings

Top 10 holdings as of 01/31/19

Fnma Fn30 Tba 04.0000 02/01/2049 9.25%
Fnma Fn30 Tba 03.5000 02/01/2049 6.56%
Fnma Fn30 Tba 03.5000 03/01/2049 6.55%
Gnma Gii30 Tba 04.5000 02/01/2049 3.13%
Fnma Fn30 Tba 05.5000 02/01/2049 1.60%
Gnma Gii30 Tba 04.0000 02/01/2049 1.55%
United Mexican States Usd 05.5500 01/21/2045 0.94%
Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045 0.88%
Cas 2016-C03 2m2 08.4100 10/25/2028 0.86%
Cas 2015-C03 1m2 07.5100 07/25/2025 0.78%
Top 10 holdings, total: 32.10%

Equity Holdings as of 12/31/18

GMAC CAPITAL TRUST I PCT 08.4011 0.09%
AVAYA HOLDINGS CORP 0.04%
TRIBUNE CLASS 1C LITIGAT 0.02%
CAESARS ENTERTAINMENT CORP 0.01%
HALCON RESOURCES CORP 0.01%
NINE POINT ENERGY CNV PRF 0.01%
ADVANZ PHARMA CORP 0.00%
CHC GROUP LLC P/P 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
MWO HOLDINGS LLC 0.00%
NINE POINT ENERGY COM 0.00%
TERVITA CORP 0.00%
TXU TCEH RIGHTS 0.00%

Full Portfolio Holdings as of 12/31/18

FNMA FN30 TBA 03.5000 01/01/2049 10.74%
FNMA FN30 TBA 04.0000 01/01/2049 9.38%
GNMA GII30 TBA 04.5000 01/01/2049 3.17%
FNMA FN30 TBA 05.5000 01/01/2049 1.62%
GNMA GII30 TBA 04.0000 01/01/2049 1.57%
FNMA FN30 TBA 02.5000 01/01/2049 1.45%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 1.02%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.94%
CAS 2016-C03 2M2 08.4063 10/25/2028 0.89%
WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 0.88%
CAS 2015-C03 1M2 07.5063 07/25/2025 0.79%
CWALT 2006-OA10 4A1 02.6963 08/25/2046 0.75%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.71%
CAS 2015-C04 1M2 08.2063 04/25/2028 0.65%
CAS 2016-C02 1B 14.7563 09/25/2028 0.64%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.61%
WFRBS 2013-C15 D P/P 144A 04.4731 08/15/2046 0.59%
GNR 2016-H23 NI IO 02.4639 10/20/2066 0.58%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.55%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.54%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.53%
STACR 2016-DNA1 B 12.5063 07/25/2028 0.52%
WFRBS 2012-C10 D P/P 144A 04.4417 12/15/2045 0.52%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.51%
ARGENTINE REPUBLIC USD 06.8750 01/26/2027 0.50%
WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 0.50%
RUSSIAN FEDERATION REGS 04.3750 03/21/2029 0.49%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 0.45%
JPMBB 2014-C18 D P/P 144A 04.8115 02/15/2047 0.45%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.44%
SWPTN 5WX10Y R 3.0375 USD 01/03/2019 GS 0.44%
CWALT 2006-OA7 1A1 02.9232 06/25/2046 0.42%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.41%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.41%
STACR 2015-DNA3 B 11.8563 04/25/2028 0.39%
WFRBS 2012-C7 E P/P 144A 04.8212 06/15/2045 0.39%
CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 0.38%
CMLTI 2007-AMC3 A2D 02.8563 03/25/2037 0.37%
GNR 2015-186 AI IO 04.0000 12/20/2045 0.37%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.36%
CAS 2016-C03 1B 14.2563 10/25/2028 0.35%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.35%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.35%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037 0.35%
STACR 2016-HQA2 M3 07.6563 11/25/2028 0.35%
WAMU 2005-AR17 A1B3 02.8563 12/25/2045 0.35%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 0.34%
BSCMS 2005-PWR7 B 05.2140 02/11/2041 0.33%
BSCMS 2007-T26 AJ 05.4647 01/12/2045 0.33%
FHR 4425 IO IO 04.0000 01/15/2045 0.33%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.33%
CSAIL 2015-C1 D P/P 144A 03.7957 04/15/2050 0.31%
GNR 2018-127 IC IO 05.0000 10/20/2044 0.31%
FNR 2015-30 IO IO 05.5000 05/25/2045 0.30%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.30%
MSBAM 2013-C10 D P/P 144A 04.0821 07/15/2046 0.30%
WFCM 2013-LC12 D P/P 144A 04.2866 07/15/2046 0.30%
GNR 2017-26 MI IO 05.0000 11/20/2039 0.29%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 0.29%
SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP 0.29%
CAS 2016-C01 1B 14.2563 08/25/2028 0.28%
FHR 4604 QI IO 03.5000 07/15/2046 0.28%
FNR 2015-42 LS IO 03.6938 06/25/2045 0.28%
GNR 2017-H16 JI IO 02.0554 08/20/2067 0.28%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.28%
SPRINT CORP 07.8750 09/15/2023 0.28%
BCAP 2011-RR3 3A6 04.0860 11/27/2036 0.26%
CAS 2017-C02 2B1 08.0063 09/25/2029 0.26%
COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 0.26%
GNR 2017-H10 MI IO 01.6973 04/20/2067 0.26%
GNR 2018-127 IE IO 03.5000 01/20/2046 0.26%
CAS 2017-C03 1B1 07.3563 10/25/2029 0.25%
FHR 4452 QI IO 04.0000 11/15/2044 0.25%
FHR 4580 ID IO 03.5000 08/15/2045 0.25%
GNR 2012-8 PI IO 04.0000 05/20/2041 0.25%
GNR 2018-H05 BI IO 02.1911 02/20/2068 0.25%
STACR 2015-DNA2 B 10.0563 12/25/2027 0.25%
FNR 2018-86 DS IO 03.5938 12/25/2048 0.24%
GNR 2016-H09 BI IO 01.6615 04/20/2066 0.24%
GNR 2017-H08 NI IO 02.1884 03/20/2067 0.24%
SERVICE CORP INTL 05.3750 05/15/2024 0.24%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.23%
GNR 2015-79 CI IO 04.0000 05/20/2045 0.23%
GNR 2016-75 EI IO 03.5000 08/20/2045 0.23%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.23%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.23%
RALI 2006-QO10 A1 02.6663 01/25/2037 0.23%
FNR 2013-90 SD IO 04.0938 09/25/2043 0.22%
GNR 2015-40 IO IO 04.0000 03/20/2045 0.22%
GNR 2018-H03 XI IO 02.1248 02/20/2068 0.22%
IVORY COAST P/P 144A 06.1250 06/15/2033 0.22%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.22%
CWALT 2005-59 1A1 02.8001 11/20/2035 0.21%
GNR 2013-34 IH IO 04.5000 03/20/2043 0.21%
GNR 2015-H25 AI IO 01.5994 09/20/2065 0.21%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 0.21%
JPMCC 2007-CB20 E P/P 144A 06.2331 02/12/2051 0.21%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.21%
SAMI 2007-AR1 2A1 02.6863 01/25/2037 0.21%
COMM 2013-CR9 D P/P 144A 04.2567 07/10/2045 0.20%
CWALT 2006-OA7 1A2 03.0974 06/25/2046 0.20%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.20%
GNR 2012-128 IA IO 03.5000 10/20/2042 0.20%
GNR 2016-H06 DI IO 01.8468 07/20/2065 0.20%
GNR 2016-H22 AI IO 02.5240 10/20/2066 0.20%
GNR 2016-H24 JI IO 02.4009 11/20/2066 0.20%
GNR 2018-H05 AI IO 01.9828 02/20/2068 0.20%
JPMCC 2011-C3 F P/P 144A 05.6604 02/15/2046 0.20%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.20%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.20%
SWPTN 6WX10Y R 2.88 USD 01/22/2019 JP 0.20%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.19%
ARAB REP OF EGYPT P/P 144A 05.5770 02/21/2023 0.19%
CWALT 2005-38 A3 02.8563 09/25/2035 0.19%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.19%
GNR 2016-H06 CI IO 01.3661 02/20/2066 0.19%
GNR 2016-H10 AI IO 01.2020 04/20/2066 0.19%
GNR 2017-H06 BI IO 02.3729 02/20/2067 0.19%
GNR 2017-H09 IO IO 01.7055 04/20/2067 0.19%
GNR 2017-H12 QI IO 01.9880 05/20/2067 0.19%
LNSTR 2015-3 C P/P 144A 03.1284 04/20/2048 0.19%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.19%
SWPTN 5WX10Y R 2.88 USD 01/14/2019 CI 0.19%
WAMU 2005-AR10 1A3 04.1262 09/25/2035 0.19%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.18%
DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 0.18%
FNR 2016-96 ST IO 03.5938 12/25/2046 0.18%
GNR 2017-H16 IG IO 01.5478 07/20/2067 0.18%
UBSBB 2012-C2 F P/P 144A 04.8922 05/10/2063 0.18%
CWALT 2006-OA10 3A1 02.6963 08/25/2046 0.17%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.17%
FNR 2016-102 JI IO 03.5000 02/25/2046 0.17%
GNR 2016-42 IO IO 05.0000 02/20/2046 0.17%
GNR 2017-H02 BI IO 02.5040 01/20/2067 0.17%
GNR 2017-H16 IB IO 01.7218 08/20/2067 0.17%
JPMBB 2013-C14 D P/P 144A 04.5657 08/15/2046 0.17%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.17%
REP OF INDONESIA P/P 144A 05.9500 01/08/2046 0.17%
WAMU 2005-AR19 A1C4 02.9063 12/25/2045 0.17%
BALTA 2005-8 21A1 04.2675 10/25/2035 0.16%
CFCRE 2011-C2 E P/P 144A 05.7556 12/15/2047 0.16%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.16%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.16%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.16%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.16%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.16%
DOMINICAN REPUBLIC REGS 07.4500 04/30/2044 0.16%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 0.16%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.16%
GNR 2015-H23 BI IO 01.7213 09/20/2065 0.16%
GNR 2015-H24 AI IO 02.0537 09/20/2065 0.16%
GNR 2016-H02 HI IO 01.0907 01/20/2066 0.16%
GNR 2017-H11 DI IO 01.8322 05/20/2067 0.16%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.16%
MSC 2007-HQ11 B 05.5380 02/12/2044 0.16%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.16%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.16%
SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP 0.16%
CAS 2015-C03 2M2 07.5063 07/25/2025 0.15%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.15%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.15%
DISH DBS CORP 05.8750 11/15/2024 0.15%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 0.15%
GNR 2012-146 IO IO 05.0000 12/20/2042 0.15%
GNR 2013-151 IB IO 04.5000 02/20/2040 0.15%
GNR 2016-104 GI IO 04.5000 01/20/2046 0.15%
GNR 2016-H03 DI IO 02.0054 12/20/2065 0.15%
GNR 2016-H16 EI IO 02.2090 06/20/2066 0.15%
GNR 2017-H11 TI IO 01.9524 04/20/2067 0.15%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.15%
OMIR 2017-1A B1 P/P 144A 08.2563 04/25/2027 0.15%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.15%
SWPTN 3MX1Y R 3.2775 USD 01/03/2019 GS 0.15%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.15%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS 0.15%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS 0.15%
UNITYMEDIA HESSEN / NRW REGS 06.2500 01/15/2029 0.15%
2.90 R ISWP FWD US0003M P 03/20/2029 0.14%
AES CORP/THE 05.5000 04/15/2025 0.14%
ALTA MESA HLDGS 07.8750 12/15/2024 0.14%
BSCMS 2006-PW11 B P/P 144A 05.2698 03/11/2039 0.14%
DBALT 2006-AR4 A2 02.6963 12/25/2036 0.14%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 0.14%
FHR 4530 TI IO 04.0000 11/15/2045 0.14%
FNR 2013-107 SB IO 03.4438 02/25/2043 0.14%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.14%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.14%
GNR 2012-140 IC IO 03.5000 11/20/2042 0.14%
GNR 2012-47 CI IO 04.0000 03/20/2042 0.14%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.14%
GNR 2014-44 IA IO 03.5000 05/20/2028 0.14%
GNR 2016-H03 AI IO 01.2521 01/20/2066 0.14%
GNR 2016-H14 AI IO 02.1733 06/20/2066 0.14%
GSAA 2006-8 2A2 02.6863 05/25/2036 0.14%
JPMBB 2014-C18 E P/P 144A 04.3115 02/15/2047 0.14%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 0.14%
OPTN FN30 3.0 01/07/19 CALL 95.8125 JPMC 0.14%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.14%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.14%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.14%
SWPTN 1YX1Y R 3.02 USD 08/28/2019 MS 0.14%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.13%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.13%
BSCMS 2007-T28 D P/P 144A 05.5336 09/11/2042 0.13%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.13%
FHR 4077 IK IO 05.0000 07/15/2042 0.13%
FHR 4122 TI IO 04.5000 10/15/2042 0.13%
FNR 2015-88 QI IO 04.0000 10/25/2044 0.13%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.13%
GNR 2012-136 BI IO 03.5000 11/20/2042 0.13%
GNR 2014-119 SA IO 03.1299 08/20/2044 0.13%
GNR 2015-H25 EI IO 01.8424 10/20/2065 0.13%
GNR 2016-48 MI IO 03.5000 04/16/2046 0.13%
IVORY COAST P/P 144A 05.2500 03/22/2030 0.13%
IVORY COAST REGS 05.3750 07/23/2024 0.13%
IVORY COAST REGS 06.1250 06/15/2033 0.13%
JPMCC 2013-LC11 D 04.1687 04/15/2046 0.13%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.13%
SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP 0.13%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.13%
SWPTN 5WX10Y R 2.92 USD 01/11/2019 BC 0.13%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.13%
BMIR 2017-1 B1 P/P 144A 07.2563 10/25/2027 0.12%
CALPINE CORPORATION 05.7500 01/15/2025 0.12%
CONSTELLIUM NV P/P 144A 05.8750 02/15/2026 0.12%
CWALT 2006-OA10 2A1 02.6963 08/25/2046 0.12%
FNR 2012-30 HI IO 04.5000 12/25/2040 0.12%
FNR 2017-7 JI IO 04.0000 02/25/2047 0.12%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.12%
GNR 2013-H08 CI IO 01.6625 02/20/2063 0.12%
GNR 2015-64 YI IO 04.0000 11/20/2044 0.12%
GNR 2017-42 IC IO 04.5000 08/20/2041 0.12%
GNR 2018-127 ID IO 05.0000 07/20/2045 0.12%
GREAT LAKES D&D 08.0000 05/15/2022 0.12%
GSMS 2014-GC24 D P/P 144A 04.5293 09/10/2047 0.12%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.12%
REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 0.12%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.12%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.12%
SWPTN 10YX30Y R 1.72 EUR 11/27/2028 UB 0.12%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.11%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.11%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.11%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.11%
CLEAR CHANNEL TLD L+675 09.2724 01/30/2019 0.11%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.11%
CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 0.11%
FEDERATIVE REP OF BRAZIL USD 05.0000 01/27/2045 0.11%
FHR 3065 DC 12.4946 03/15/2035 0.11%
FHR 4678 MS IO 05.1072 04/15/2047 0.11%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.11%
GNR 2014-H21 BI IO 01.5364 10/20/2064 0.11%
GNR 2015-H10 BI IO 01.7127 04/20/2065 0.11%
GNR 2016-27 IB IO 04.0000 11/20/2045 0.11%
GNR 2016-H24 CI IO 01.6812 10/20/2066 0.11%
GNR 2017-63 PI IO 04.0000 12/20/2043 0.11%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.11%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.11%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.11%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.11%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.11%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.11%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.11%
SWPTN 10YX30Y P 1.72 EUR 11/27/2028 UB 0.11%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.11%
WFMBS 2006-AR5 1A1 04.2145 04/25/2036 0.11%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.10%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.10%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 0.10%
ALTICE FINANCING SA P/P 144A 07.5000 05/15/2026 0.10%
ALTICE FRANCE SA P/P 144A 06.2500 05/15/2024 0.10%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.10%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.10%
ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022 0.10%
BALTA 2004-3 B 05.4313 04/25/2034 0.10%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.10%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.10%
COMM 2012-CR3 E P/P 144A 04.7527 10/15/2045 0.10%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.10%
CWALT 2005-38 A1 03.6574 09/25/2035 0.10%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.10%
FHR 4000 LI IO 04.0000 02/15/2042 0.10%
FHR 4024 PI IO 04.5000 12/15/2041 0.10%
FHR 4403 CI IO 04.0000 10/15/2044 0.10%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.10%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.10%
GNR 2013-54 JI IO 03.5000 02/20/2043 0.10%
GNR 2016-37 IW IO 04.5000 02/20/2046 0.10%
GNR 2016-H17 KI IO 02.1411 07/20/2066 0.10%
GNR 2017-38 DI IO 05.0000 03/16/2047 0.10%
HCA INC 05.5000 06/15/2047 0.10%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.10%
JO-ANN STORES 2NDL L+925 11.6038 05/21/2024 0.10%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.10%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.10%
PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 0.10%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.10%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.10%
ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 0.10%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.10%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.10%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.10%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.10%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.10%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.10%
WFMBS 2006-AR2 1A1 04.5952 03/25/2036 0.10%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.10%
0.90 R ISWP FWD EUR006M P 03/20/2029 0.09%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 0.09%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.09%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.09%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.09%
CAS 2015-C04 2M2 08.0563 04/25/2028 0.09%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.09%
CGCMT 2014-GC21 D P/P 144A 04.9261 05/10/2047 0.09%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.09%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.09%
FHR 4546 TI IO 04.0000 12/15/2045 0.09%
FNR 2013-41 IP IO 04.0000 05/25/2043 0.09%
GMAC CAPITAL TRUST I PCT 08.4011 0.09%
GNR 2014-76 IO IO 05.0000 05/20/2044 0.09%
GNR 2015-69 IK IO 03.5000 03/20/2038 0.09%
GSR 2007-OA1 2A3A 02.8163 05/25/2037 0.09%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031 0.09%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.09%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.09%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.09%
INFOR US INC 06.5000 05/15/2022 0.09%
INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 0.09%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.09%
JPALT 2007-A2 12A1 02.7063 06/25/2037 0.09%
JPMCC 2007-CB20 C P/P 144A 06.2331 02/12/2051 0.09%
MGM RESORTS INTL 06.6250 12/15/2021 0.09%
MSC 2008-T29 F P/P 144A 06.1073 01/11/2043 0.09%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 0.09%
SPRINT CORP 07.2500 09/15/2021 0.09%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP 0.09%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP 0.09%
SWPTN 5WX10Y R 2.855 USD 01/11/2019 BC 0.09%
SWPTN 7YX5Y P 2.647 USD 06/03/2024 BA 0.09%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI 0.09%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.09%
TENET HEALTHCARE 06.0000 10/01/2020 0.09%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.09%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.09%
UPC HOLDING BV P/P 144A 05.5000 01/15/2028 0.09%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.09%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.09%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.09%
3.073 R ISWP FWD US0003M P 03/04/2029 0.08%
3.312 R ISWP US0003M P 11/08/2048 0.08%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.08%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.08%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.08%
CAS 2017-C05 1B1 06.1063 01/25/2030 0.08%
CENTENE CORP 06.1250 02/15/2024 0.08%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.08%
CPTFEMU P 1.71 R 07/15/37 0.08%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 0.08%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.08%
CWALT 2007-OH1 A1D 02.7163 04/25/2047 0.08%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.08%
FNR 2006-8 HP 15.3771 03/25/2036 0.08%
FNR 2010-140 GS IO 03.4938 07/25/2039 0.08%
FNR 2013-53 JI IO 03.0000 12/25/2041 0.08%
GNR 2009-121 BI IO 04.5000 12/16/2039 0.08%
GNR 2010-20 UI IO 05.0000 02/20/2040 0.08%
GNR 2013-165 IL IO 04.0000 03/20/2043 0.08%
GNR 2015-H08 CI IO 01.7814 03/20/2065 0.08%
GNR 2018-127 IB IO 04.5000 06/20/2045 0.08%
GRAY ESCROW INC P/P 144A 07.0000 05/15/2027 0.08%
HVMLT 2005-2 1A 02.9896 05/19/2035 0.08%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.08%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.08%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.08%
LEVEL 3 FINANCING INC 05.2500 03/15/2026 0.08%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.08%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.08%
NRG ENERGY INC 06.6250 01/15/2027 0.08%
PROVINCIA DE BUENOS P/P 144A 52.2870 05/31/2022 0.08%
PULTEGROUP INC 05.5000 03/01/2026 0.08%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.08%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.08%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.08%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.08%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.08%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.08%
SWPTN 1MX10Y R 2.84 USD 01/04/2019 CI 0.08%
SWPTN 5WX10Y R 2.9125 USD 01/09/2019 UB 0.08%
TARGA RESOURCES PART 05.0000 01/15/2028 0.08%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.08%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.08%
1.55 R ISWP FWD GBL6M P 03/20/2029 0.07%
AES CORP/THE 05.1250 09/01/2027 0.07%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.07%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.07%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.07%
BIOSCRIP INC 08.8750 02/15/2021 0.07%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.07%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.07%
CENTENE CORP 04.7500 05/15/2022 0.07%
CF INDUSTRIES INC 04.9500 06/01/2043 0.07%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.07%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.07%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.07%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.07%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.07%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.07%
EI GROUP PLC REGS 07.5000 03/15/2024 0.07%
FNR 2013-44 PI IO 04.0000 01/25/2043 0.07%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.07%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.07%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.07%
GNR 2013-28 IO IO 03.5000 02/20/2043 0.07%
GNR 2016-H14 IO IO 01.6642 06/20/2066 0.07%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.07%
HCA INC 05.2500 06/15/2026 0.07%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.07%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.07%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.07%
MHL 2005-3 M2 03.3013 08/25/2035 0.07%
MSBAM 2014-C17 D P/P 144A 04.7027 08/15/2047 0.07%
OPTN FN30 3.5 02/06/19 CALL 97.109375 JPMC 0.07%
OPTN FN30 3.5 02/06/19 CALL 97.265625 JPMC 0.07%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.07%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.07%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.07%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.07%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.07%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.07%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.07%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP 0.07%
SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP 0.07%
SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS 0.07%
T-MOBILE USA INC 06.3750 03/01/2025 0.07%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.07%
USG CORP P/P 144A 04.8750 06/01/2027 0.07%
VIRGIN MEDIA SECURED FIN REGS 05.1250 01/15/2025 0.07%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.07%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.07%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.07%
0.4419 R ISWP EUR006M P 01/30/2023 0.06%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.06%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 0.06%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.06%
ARCELORMITTAL USD 07.0000 10/15/2039 0.06%
ARGENTINE REPUBLIC USD 06.6250 07/06/2028 0.06%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.06%
BAUSCH HLTH COS INC P/P 144A 05.8750 05/15/2023 0.06%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.06%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.06%
CALIFORNIA RESOURC TL L+475 07.0365 11/17/2022 0.06%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.06%
CAS 2016-C05 2B 13.2563 01/25/2029 0.06%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.06%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.06%
CIT GROUP INC 05.0000 08/01/2023 0.06%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.06%
COMSTOCK ESCROW CORP P/P 144A 09.7500 08/15/2026 0.06%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.06%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.06%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.06%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.06%
EQUINIX INC 05.3750 05/15/2027 0.06%
EUROPCAR MOBILITY REGS 04.1250 11/15/2024 0.06%
FHR 3072 SM 04.2533 11/15/2035 0.06%
FNR 2010-35 SG IO 03.8938 04/25/2040 0.06%
FORTERRA TL L+300 05.5224 10/25/2023 0.06%
GBP/USD CALL 1.34 20190613 BANKAM 0.06%
GNR 2013-102 IP IO 03.5000 06/20/2043 0.06%
GNR 2013-129 SN IO 03.6799 09/20/2043 0.06%
GNR 2015-79 GI IO 05.0000 10/20/2039 0.06%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.06%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.06%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.06%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.06%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.06%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.06%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.06%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 0.06%
NABORS IND INC 05.7500 02/01/2025 0.06%
NEIMAN MARCUS TL L+325 05.6295 10/25/2020 0.06%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.06%
OPTN FN30 3.5 02/06/19 CALL 97.421875 JPMC 0.06%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.06%
PQ CORP P/P 144A 05.7500 12/15/2025 0.06%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.06%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 0.06%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.06%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.06%
STARWOOD PROP TR 04.7500 03/15/2025 0.06%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP 0.06%
SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP 0.06%
SWPTN 5WX10Y R 2.8525 USD 01/09/2019 UB 0.06%
SWPTN 7YX5Y R 2.647 USD 06/03/2024 BA 0.06%
SWPTN 7YX5Y R 2.654 USD 06/03/2024 CI 0.06%
TALBOTS TLB L+700 09.5056 11/28/2022 0.06%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.06%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.06%
US CONCRETE INC 06.3750 06/01/2024 0.06%
VALEANT PHARMA INTL P/P 144A 09.2500 04/01/2026 0.06%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 0.06%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.06%
0.30 R ISWP FWD EUR006M P 03/20/2024 0.05%
0.378 R ISWP EUR006M P 01/24/2023 0.05%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.05%
2.7725 R ISWP FWD US0003M P 03/21/2023 0.05%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.05%
ALTICE LUXEMBOURG SA REGS 06.2500 02/15/2025 0.05%
APERGY CORP 06.3750 05/01/2026 0.05%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.05%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.05%
BERRY GLOBAL INC 05.5000 05/15/2022 0.05%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.05%
CEC ENT INC 08.0000 02/15/2022 0.05%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.05%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.05%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.05%
CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021 0.05%
CPTFEMU P 1.7138 R 08/15/37 0.05%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.05%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.05%
EAGLECLAW MID TL L+425 06.8690 06/30/2024 0.05%
ENERGY TRANSFER LP 05.8750 01/15/2024 0.05%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.05%
FHR 4000 PI IO 04.5000 01/15/2042 0.05%
FHR 4105 HI IO 03.5000 07/15/2041 0.05%
FNR 2005-122 SE 14.3281 11/25/2035 0.05%
FNR 2007-53 SP 15.0104 06/25/2037 0.05%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.05%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.05%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.05%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.05%
GNR 2013-183 JI IO 04.5000 02/16/2043 0.05%
GNR 2015-H26 CI IO 00.8558 08/20/2065 0.05%
HCA INC 06.5000 02/15/2020 0.05%
HOUSTON FUEL TLB L+275 05.2800 06/26/2025 0.05%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.05%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.05%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.05%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.05%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.05%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.05%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.05%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.05%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.05%
NCI BUILDING SYS INC P/P 144A 08.0000 04/15/2026 0.05%
NOVAFIVES REGS 05.0000 06/15/2025 0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.05%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.05%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.05%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.05%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP 0.05%
SWPTN 3MX1Y R 2.99375 USD 01/03/2019 GS 0.05%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS 0.05%
T-MOBILE USA INC 04.7500 02/01/2028 0.05%
TENDAM BRANDS SAU REGS 05.0000 09/15/2024 0.05%
TRANSDIGM INC TLF L+250 05.0224 06/09/2023 0.05%
TRANSOCEAN INC 07.5000 04/15/2031 0.05%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.05%
UNILABS SUBHOLD REGS 05.7500 05/15/2025 0.05%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.05%
VALEANT PHARMA INTL P/P 144A 08.5000 01/31/2027 0.05%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.05%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.04%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.04%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.04%
AUD/USD 01/16/2019 GSFX 0.04%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.04%
AVAYA HOLDINGS CORP 0.04%
AVAYA TLB L+425 06.7010 12/15/2024 0.04%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.04%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.04%
BOYD GAMING TLB L+225 04.4661 09/15/2023 0.04%
CAS 2015-C02 2M2 06.5063 05/25/2025 0.04%
CAS 2016-C06 1M2 06.7563 04/25/2029 0.04%
CBRE SERVICES INC 05.2500 03/15/2025 0.04%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.04%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.04%
CIT GROUP INC. 05.0000 08/15/2022 0.04%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.04%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.04%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.04%
CPG INTL TL L+375 05.0828 05/05/2024 0.04%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.04%
CPTFEMU P 1.735 R 09/15/37 0.04%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.04%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.04%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.04%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.04%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.04%
FHR 3249 PS 14.1731 12/15/2036 0.04%
FHR 4210 PI IO 03.0000 12/15/2041 0.04%
FHS 304 C37 IO 03.5000 12/15/2027 0.04%
FIRST DATA TL L+200 04.5038 04/26/2024 0.04%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.04%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 0.04%
FNR 2005-83 QP 10.8778 11/25/2034 0.04%
FNR 2008-24 SP 14.0937 02/25/2038 0.04%
FNR 2011-98 AI IO 03.5000 11/25/2037 0.04%
FNR 2012-127 BI IO 04.5000 11/25/2042 0.04%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.04%
FNS 378 19 IO 05.0000 06/25/2035 0.04%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.04%
FRONTIER COMM 11.0000 09/15/2025 0.04%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.04%
GENON ENERGY INC. 09.8750 10/15/2020 0.04%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.04%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.04%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.04%
HCA INC. 07.5000 02/15/2022 0.04%
HUSKY TLB L+300 05.5224 03/28/2025 0.04%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.04%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.04%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.04%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.04%
JAGGED PEAK ENERGY P/P 144A 05.8750 05/01/2026 0.04%
KRONOS 2NDL L+825 09.2500 11/01/2024 0.04%
LENNAR CORP 05.8750 11/15/2024 0.04%
LLOYDS BANKING GROUP P/P 144A 06.6570 05/21/2037 0.04%
MERCER INTL INC USD 06.5000 02/01/2024 0.04%
MURRAY ENERGY TLB2 L+725 09.7766 10/17/2022 0.04%
NETFLIX INC 04.8750 04/15/2028 0.04%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.04%
NRG ENERGY INC 07.2500 05/15/2026 0.04%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.04%
OPTN FN30 2.5 01/07/19 CALL 92.26171875 JPMC 0.04%
OPTN FN30 3.5 02/06/19 CALL 98.40625 JPMC 0.04%
OPTN FN30 3.5 02/06/19 CALL 98.5625 JPMC 0.04%
ORYX TLB L+325 05.7724 02/28/2025 0.04%
OSHKOSH CORP 05.3750 03/01/2025 0.04%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.04%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.04%
REGENCY ENERGY P 04.5000 11/01/2023 0.04%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.04%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.04%
SESI LLC 07.7500 09/15/2024 0.04%
SINCLAIR TELEVISION P/P 144A 05.1250 02/15/2027 0.04%
SM ENERGY CO 06.1250 11/15/2022 0.04%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.04%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.04%
SWPTN 12YX10Y P 2.725 USD 11/08/2029 GS 0.04%
SWPTN 12YX10Y P 3.005 USD 11/16/2029 GS 0.04%
SWPTN 12YX10Y R 3.005 USD 11/16/2029 GS 0.04%
SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP 0.04%
SWPTN 1YX2Y R 0.025 EUR 08/28/2019 GS 0.04%
SWPTN 3MX1Y R 2.897 USD 03/13/2019 GS 0.04%
SWPTN 3MX5Y R 2.8625 USD 03/13/2019 CI 0.04%
SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC 0.04%
SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS 0.04%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI 0.04%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP 0.04%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP 0.04%
TAKKO LUX 2 SCA REGS 05.3750 11/15/2023 0.04%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.04%
TENNANT CO 05.6250 05/01/2025 0.04%
THE AES CORPORATION 04.8750 05/15/2023 0.04%
TRANSDIGM INC 06.3750 06/15/2026 0.04%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.04%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.04%
USA COMPRESSION PART 06.8750 04/01/2026 0.04%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.04%
WPX ENERGY INC 05.7500 06/01/2026 0.04%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.04%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.04%
1.3325 R ISWP SES3M P 01/24/2028 0.03%
1.3775 R ISWP SES3M P 01/30/2028 0.03%
AES CORP/THE 04.5000 03/15/2023 0.03%
AIR METHODS TLB L+350 04.7964 04/21/2024 0.03%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.03%
BWAY CORP TLB L+325 05.6581 04/03/2024 0.03%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.03%
CAD/USD 01/16/2019 SSBT 0.03%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.03%
CAS 2015-C02 1M2 06.5063 05/25/2025 0.03%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.03%
CCC INFO 2NDL L+675 09.0946 04/27/2025 0.03%
CHEMOURS CO 07.0000 05/15/2025 0.03%
CINEMARK USA INC 04.8750 06/01/2023 0.03%
CINEMARK USA INC 05.1250 12/15/2022 0.03%
CIT GROUP INC. 05.2500 03/07/2025 0.03%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.03%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.03%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.03%
CPTFEMU P 1.71 R 08/15/37 0.03%
CPURNSA P 2.19 R 12/06/27 0.03%
CPURNSA P 2.1939 R 12/21/27 0.03%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.03%
DCP MIDSTREAM OPERATING 05.3750 07/15/2025 0.03%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.03%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.03%
ENERGY TRANSFER LP 05.5000 06/01/2027 0.03%
ENSCO PLC USD 07.7500 02/01/2026 0.03%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.03%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.03%
FNR 2006-62 PS 24.8625 07/25/2036 0.03%
FRAC TECH INTL TLB L+475 07.2724 04/16/2021 0.03%
FRONTIER COMM 10.5000 09/15/2022 0.03%
GATES GLOBAL TLB L+275 05.2724 03/31/2024 0.03%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.03%
GNR 2013-99 VS IO 03.6449 07/16/2043 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033 0.03%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.03%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.03%
ITRON INC P/P 144A 05.0000 01/15/2026 0.03%
JAZZ INVESTME USD 01.8750 08/15/2021 0.03%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.03%
JO-ANN STORES TL L+500 07.4772 10/16/2023 0.03%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.03%
LEVEL 3 TLB L+225 04.7538 02/22/2024 0.03%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.03%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.03%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.03%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.03%
MERCER INTL INC USD 05.5000 01/15/2026 0.03%
MICROCHIP TEC CV 01.6250 02/15/2027 0.03%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.03%
NETFLIX INC P/P 144A 05.8750 11/15/2028 0.03%
NETFLIX INC P/P 144A 06.3750 05/15/2029 0.03%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.03%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.03%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.03%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.03%
OPTN FN30 3.5 02/06/19 CALL 98.71875 JPMC 0.03%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.03%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.03%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 0.03%
RACKSPACE HOSTING INC L+300 05.5815 11/03/2023 0.03%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 0.03%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.03%
REVLON CONS TLB L+350 06.2066 09/07/2023 0.03%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS 0.03%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS 0.03%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP 0.03%
SWPTN 12YX10Y R 2.725 USD 11/08/2029 GS 0.03%
SWPTN 3WX10Y R 2.8 USD 01/10/2019 MS 0.03%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS 0.03%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI 0.03%
TARGA RES PRTNRS 05.3750 02/01/2027 0.03%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.03%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.03%
UKRPI P 3.665 R 12/15/28 0.03%
USD/JPY PUT 108.00 20190128 CITI 0.03%
USG CORP P/P 144A 05.5000 03/01/2025 0.03%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.03%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.03%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.03%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.03%
WERNER TLB L+400 05.2583 07/24/2024 0.03%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.03%
1.955 R ISWP HKL3M P 04/23/2019 0.02%
1.96625 R ISWP HKL3M P 04/24/2019 0.02%
1.972 R ISWP FWD HKL3M P 04/25/2019 0.02%
3.05125 R ISWP FWD US0003M P 03/07/2028 0.02%
3.11 R ISWP FWD US0003M P 02/27/2028 0.02%
AKER BP ASA P/P 144A 05.8750 03/31/2025 0.02%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.02%
AMC ENT HOLDIN 05.8750 11/15/2026 0.02%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.02%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.02%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.02%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.02%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.02%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.02%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.02%
CAD/USD 01/16/2019 GSFX 0.02%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.02%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.02%
CHC GRP LLC/FIN P/P USD 00.0000 10/01/2020 0.02%
CHEMOURS CO 05.3750 05/15/2027 0.02%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.02%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.02%
COLONY STARWO CV 03.5000 01/15/2022 0.02%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.02%
COVANTA HOLDING CORP 06.0000 01/01/2027 0.02%
CSMC 2007-C4 C P/P 144A 05.9851 09/15/2039 0.02%
DENBURY RESOURCES P/P 144A 07.5000 02/15/2024 0.02%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.02%
DISH NETWORK CV 03.3750 08/15/2026 0.02%
ENERGIZER GAMM P/P 144A 06.3750 07/15/2026 0.02%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.02%
EQUINIX INC 05.8750 01/15/2026 0.02%
FHR 3408 EK 15.9139 04/15/2037 0.02%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.02%
GENON ENERGY/NRG AMER 09.3923 12/01/2023 0.02%
GNR 2014-108 IP IO 04.5000 12/20/2042 0.02%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.02%
ILLUMINA INC P/P 144A CV 00.0000 08/15/2023 0.02%
INTEL CORP CV 03.2500 08/01/2039 0.02%
IOS.FN30.350.13 P US0001M R 01/12/44 JP 0.02%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.02%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.02%
ISTAR INC 05.2500 09/15/2022 0.02%
ISTAR INC 06.0000 04/01/2022 0.02%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.02%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.02%
KCA DEUTAG US FIN LLC L+675 09.5530 03/21/2023 0.02%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.02%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.02%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.02%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.02%
MEDICINES CO CV 02.5000 01/15/2022 0.02%
MERCER INTL INC USD 07.7500 12/01/2022 0.02%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.02%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.02%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.02%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.02%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.02%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.02%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.02%
NOVELLUS SYS CV 02.6250 05/15/2041 0.02%
NRG ENERGY INC 05.7500 01/15/2028 0.02%
NRG ENERGY P/P 144A CV 02.7500 06/01/2048 0.02%
NZD/USD 01/16/2019 HSBCB 0.02%
ON SEMICONDUC CV 01.6250 10/15/2023 0.02%
PALO ALTO NET P/P 144A CV 00.7500 07/01/2023 0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.02%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.02%
PRICELINE.COM CV 00.3500 06/15/2020 0.02%
QORVO INC P/P 144A 05.5000 07/15/2026 0.02%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.02%
REALPAGE INC CV 01.5000 11/15/2022 0.02%
REFINITIV TLB L+375 06.2724 10/01/2025 0.02%
SEK/USD 03/20/2019 GSFX 0.02%
SERVICE CORP INTL 04.6250 12/15/2027 0.02%
SERVICENOW IN CV 00.0000 06/01/2022 0.02%
SESI LLC 07.1250 12/15/2021 0.02%
SM ENERGY CO 06.6250 01/15/2027 0.02%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.02%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.02%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.02%
SWPTN 1MX1Y R 2.86 USD 01/17/2019 CI 0.02%
SWPTN 1YX2Y R -0.065 EUR 08/28/2019 GS 0.02%
SWPTN 3MX10Y P 1.545 GBP 02/15/2019 JP 0.02%
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CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.01%
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CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
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CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
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CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
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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%
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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%
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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 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 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.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.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 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 CS 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 CS 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 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.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-.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-.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-.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-.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 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 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
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IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
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TXU TCEH RIGHTS 0.00%
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CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
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CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
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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 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 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 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 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 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 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 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 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 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 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
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CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.01%
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CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
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IOS.FN30.350.13 R USL1M P 01/12/44 GS -0.01%
IOS.FN30.350.14 R USL1M P 01/12/45 CS -0.01%
IOS.FN30.400.10 R USL1M P 01/12/41 JP -0.01%
IOS.FN30.400.10 R USL1M P 01/12/41 JP -0.01%
IOS.FN30.400.11 R USL1M P 01/12/42 GS -0.01%
IOS.FN30.400.11 R USL1M P 01/12/42 GS -0.01%
IOS.FN30.400.11 R USL1M P 01/12/42 GS -0.01%
IOS.FN30.400.11 R USL1M P 01/12/42 GS -0.01%
IOS.FN30.400.14 R USL1M P 01/12/45 CS -0.01%
IOS.FN30.400.14 R USL1M P 01/12/45 GS -0.01%
JPY/USD 02/20/2019 CITI -0.01%
JPY/USD 02/20/2019 CSI-FX -0.01%
JPY/USD 02/20/2019 HSBCB -0.01%
JPY/USD 02/20/2019 RBSF -0.01%
KRW/USD 02/20/2019 BANKAM -0.01%
MXN/USD 01/16/2019 HSBCB -0.01%
NOK/USD 03/20/2019 BANKAM -0.01%
NZD/USD 01/16/2019 CSI-FX -0.01%
NZD/USD 01/16/2019 SSBT -0.01%
SEK/USD 03/20/2019 CITI -0.01%
SEK/USD 03/20/2019 CSI-FX -0.01%
SEK/USD 03/20/2019 RBSF -0.01%
SEK/USD 03/20/2019 SSBT -0.01%
SWPTN 1YX2Y P 2.663 USD 01/14/2019 CI -0.01%
SWPTN 1YX2Y P 2.77 USD 01/16/2019 JP -0.01%
SWPTN 1YX2Y P 3.3975 USD 11/18/2019 MS -0.01%
SWPTN 1YX2Y P 3.415 USD 11/19/2019 JP -0.01%
SWPTN 3MX10Y P 1.71 GBP 02/15/2019 JP -0.01%
SWPTN 3MX10Y P 2.9425 USD 03/13/2019 CI -0.01%
UKRPI P 3.3875 R 03/15/28 -0.01%
USD/CNH CALL 7.20 20190404 GSFX -0.01%
USD/JPY PUT 105.00 20190128 CITI -0.01%
0.365 R ISWP JPL6M P 01/15/2028 -0.02%
0.366 R ISWP JPL6M P 02/16/2028 -0.02%
0.6975 R ISWP SES3M P 02/05/2023 -0.02%
0.976 R ISWP EUR006M P 01/24/2028 -0.02%
0.9987 R ISWP EUR006M P 01/30/2028 -0.02%
1.863 R ISWP FWD GBL6M P 09/22/2032 -0.02%
2.427 R ISWP AUDBB6M P 11/03/2022 -0.02%
2.4525 R ISWP AUDBB6M P 11/15/2022 -0.02%
2.55 R ISWP US0003M P 04/26/2019 -0.02%
AUD/USD 01/16/2019 BANKAM -0.02%
AUD/USD 01/16/2019 RBSF -0.02%
CAD/USD 01/16/2019 BCAP-FX -0.02%
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CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.02%
CPTFEMU R 1.4275 P 08/15/27 -0.02%
CPTFEMU R 1.4475 P 09/15/27 -0.02%
CPURNSA R 2.05 P 12/06/22 -0.02%
CPURNSA R 2.068 P 12/21/22 -0.02%
GBP/USD CALL 1.44 20190613 BANKAM -0.02%
NOK/USD 03/20/2019 BCAP-FX -0.02%
NOK/USD 03/20/2019 HSBCB -0.02%
NOK/USD 03/20/2019 SSBT -0.02%
OPTN FN30 3.5 02/06/19 CALL 99.1015625 JPMC -0.02%
OPTN FN30 3.5 02/06/19 CALL 99.171875 JPMC -0.02%
OPTN FN30 3.5 02/06/19 CALL 99.328125 JPMC -0.02%
OPTN FN30 3.5 02/06/19 CALL 99.484375 JPMC -0.02%
UKRPI P 3.34 R 02/15/28 -0.02%
ZAR/USD 01/16/2019 GSFX -0.02%
0.6075 R ISWP SES3M P 01/24/2023 -0.03%
1.61375 R ISWP FWD EUR006M P 10/27/2027 -0.03%
1.912 R ISWP FWD GBL6M P 01/19/2032 -0.03%
7.77 R ISWP MXIBTIIE P 06/26/2023 -0.03%
CAD/USD 01/16/2019 CITI -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CPTFEMU R 1.4 P 07/15/27 -0.03%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -0.03%
NOK/USD 03/20/2019 JPMCB -0.03%
OPTN FN30 3.5 02/06/19 CALL 98.7890625 JPMC -0.03%
OPTN FN30 3.5 02/06/19 CALL 98.9453125 JPMC -0.03%
SWPTN 1MX1Y R 2.77 USD 01/17/2019 CI -0.03%
SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP -0.03%
UKRPI P 3.4025 R 03/15/28 -0.03%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.04%
0.66875 R ISWP SES3M P 01/30/2023 -0.04%
1.815 R ISWP FWD EUR006M P 02/27/2028 -0.04%
2.35 R ISWP FWD NFIX3MID P 03/20/2024 -0.04%
3.395 R ISWP FWD AUDBB6M P 03/07/2028 -0.04%
AUD/USD 01/16/2019 HSBCB -0.04%
CAD/USD 01/16/2019 CSI-FX -0.04%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
OPTN FN30 3.5 02/06/19 CALL 98.1796875 JPMC -0.04%
OPTN FN30 3.5 02/06/19 CALL 98.3359375 JPMC -0.04%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.05%
0.21 R ISWP EURIBOR6MD P 05/04/2022 -0.05%
2.40 R ISWP FWD CDOR03 P 03/20/2024 -0.05%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.05%
CPTFEMU R 1.4375 P 09/15/23 -0.05%
CPTFEMU R 1.4413 P 09/15/23 -0.05%
CPTFEMU R 1.4425 P 09/15/23 -0.05%
CPTFEMU R 1.4438 P 09/15/23 -0.05%
OPTN FN30 3.5 02/06/19 CALL 97.87890625 JPMC -0.05%
OPTN FN30 3.5 02/06/19 CALL 98.0234375 JPMC -0.05%
SWPTN 1YX1Y R 2.58 USD 08/28/2019 MS -0.05%
UKRPI P 3.34 R 03/15/28 -0.05%
5.93 R ISWP MXIBTIIE P 10/06/2021 -0.06%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.06%
NOK/USD 03/20/2019 GSFX -0.06%
OPTN FN30 3.5 02/06/19 CALL 97.56640625 JPMC -0.06%
OPTN FN30 3.5 02/06/19 CALL 97.72265625 JPMC -0.06%
SWPTN 3MX10Y R 2.9425 USD 03/13/2019 CI -0.06%
SWPTN 3MX2Y R 2.909 USD 03/13/2019 GS -0.06%
2.35 R ISWP FWD AUDBB6M P 03/20/2024 -0.07%
2.70 R ISWP FWD US0003M P 03/20/2024 -0.07%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.07%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.07%
SWPTN 1YX2Y R 0.115 EUR 08/28/2019 GS -0.07%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.09%
NZD/USD 01/16/2019 GSFX -0.09%
SWPTN 1YX1Y R 2.8 USD 08/28/2019 MS -0.09%
SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP -0.09%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.10%
SWPTN 5YX30Y P 3.215 USD 11/27/2023 GS -0.10%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.11%
SWPTN 5WX10Y R 2.9725 USD 01/09/2019 UB -0.11%
SWPTN 5WX10Y R 2.945 USD 01/14/2019 CI -0.13%
SWPTN 6WX10Y R 2.945 USD 01/22/2019 JP -0.13%
SWPTN 7YX23Y R 3.0 USD 04/04/2025 MS -0.13%
SWPTN 7YX23Y R 3.0 USD 04/14/2025 MS -0.13%
0.503 R ISWP FWD EUR006M P 03/21/2023 -0.14%
3.1475 R ISWP US0003M P 11/20/2028 -0.14%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.14%
3.065 R ISWP FWD US0003M P 01/03/2029 -0.15%
2.85 R ISWP FWD US0003M P 03/18/2029 -0.17%
SWPTN 5WX10Y R 2.985 USD 01/11/2019 BC -0.17%
SWPTN 5YX30Y R 3.215 USD 11/27/2023 GS -0.17%
2.75 R ISWP FWD US0003M P 03/18/2021 -0.20%
SWPTN 3MX2Y R 3.1325 USD 01/03/2019 GS -0.20%
SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP -0.20%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.21%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.26%
SWPTN 5WX10Y R 3.0975 USD 01/03/2019 GS -0.26%
SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP -0.30%
2.80 R ISWP FWD US0003M P 03/18/2024 -0.56%
FNMA FN30 TBA 04.5000 01/01/2049 -1.59%
FNMA FN30 TBA 03.0000 01/01/2049 -10.98%

Prior top 10 holdings

Top 10 holdings as of 01/31/19
1: Fnma Fn30 Tba 04.0000 02/01/2049 9.25%
2: Fnma Fn30 Tba 03.5000 02/01/2049 6.56%
3: Fnma Fn30 Tba 03.5000 03/01/2049 6.55%
4: Gnma Gii30 Tba 04.5000 02/01/2049 3.13%
5: Fnma Fn30 Tba 05.5000 02/01/2049 1.60%
6: Gnma Gii30 Tba 04.0000 02/01/2049 1.55%
7: United Mexican States Usd 05.5500 01/21/2045 0.94%
8: Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045 0.88%
9: Cas 2016-C03 2m2 08.4100 10/25/2028 0.86%
10: Cas 2015-C03 1m2 07.5100 07/25/2025 0.78%
Holdings represent 32.10% of portfolio
Top 10 holdings as of 12/31/18
1: Fnma Fn30 Tba 03.5000 01/01/2049 10.74%
2: Fnma Fn30 Tba 04.0000 01/01/2049 9.38%
3: Gnma Gii30 Tba 04.5000 01/01/2049 3.17%
4: Fnma Fn30 Tba 05.5000 01/01/2049 1.62%
5: Gnma Gii30 Tba 04.0000 01/01/2049 1.57%
6: Fnma Fn30 Tba 02.5000 01/01/2049 1.45%
7: Petrobras Global Finance Usd 07.3750 01/17/2027 1.02%
8: United Mexican States Usd 05.5500 01/21/2045 0.94%
9: Cas 2016-C03 2m2 08.4063 10/25/2028 0.89%
10: Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045 0.88%
Holdings represent 31.66% of portfolio
Top 10 holdings as of 11/30/18
1: Fnma Fn30 Tba 03.5000 01/01/2049 8.30%
2: Fnma Fn30 Tba 04.0000 01/01/2049 8.01%
3: Gnma Gii30 Tba 04.5000 12/01/2048 3.08%
4: Fnma Fn30 Tba 05.5000 12/01/2048 1.59%
5: Gnma Gii30 Tba 04.0000 12/01/2048 1.51%
6: Fnma Fn30 Tba 02.5000 12/01/2048 1.38%
7: Petrobras Global Finance Usd 07.3750 01/17/2027 0.99%
8: United Mexican States Usd 05.5500 01/21/2045 0.89%
9: Cas 2016-C03 2m2 08.2151 10/25/2028 0.88%
10: Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045 0.85%
Holdings represent 27.48% of portfolio
Top 10 holdings as of 10/31/18
1: Fnma Fn30 Tba 03.5000 11/01/2048 4.28%
2: Fnma Fn30 Tba 03.5000 12/01/2048 3.80%
3: Gnma Gii30 Tba 04.5000 12/01/2048 3.00%
4: Fnma Fn30 Tba 04.0000 11/01/2048 2.93%
5: Fnma Fn30 Tba 05.5000 11/01/2048 1.55%
6: Gnma Gii30 Tba 04.0000 11/01/2048 1.47%
7: Fnma Fn30 Tba 02.5000 11/01/2048 1.34%
8: Petrobras Global Finance Usd 07.3750 01/17/2027 0.97%
9: United Mexican States Usd 05.5500 01/21/2045 0.87%
10: Cas 2016-C03 2m2 08.1814 10/25/2028 0.87%
Holdings represent 21.08% of portfolio

Sector Weightings as of 01/31/19

Cash Investment Non-Cash Investment Total Portfolio
Weight Spread Duration Weight Spread Duration Weight Spread Duration
Commercial MBS 9.01% 0.33 12.96% 0.35 21.97% 0.68
Agency CMO 19.56% 0.74 0.68% 0.03 20.24% 0.77
Net cash 19.36% 0.00 0.00% 0.00 19.36% 0.00
High-yield corporate bonds 21.93% 0.84 -3.96% -0.17 17.97% 0.67
Agency pass-through 0.00% 0.00 17.71% 1.01 17.71% 1.01
Emerging-market bonds 11.28% 0.66 0.00% 0.00 11.28% 0.66
Residential MBS (non-agency) 11.04% 0.53 0.00% 0.00 11.04% 0.53
International Treasury/agency 3.42% 0.21 0.00% -0.17 3.42% 0.04
Investment-grade corporate bonds 1.80% 0.11 0.00% 0.00 1.80% 0.11
Bank loans 1.43% 0.05 0.00% 0.00 1.43% 0.05
Convertible securities 0.99% 0.02 0.00% 0.00 0.99% 0.02
Equity investments 0.18% 0.00 0.00% 0.00 0.18% 0.00
Interest rate swaps 0.00% 0.00 0.00% -0.06 0.00% -0.06
U.S. Treasury/agency 0.00% 0.00 0.00% 0.06 0.00% 0.06

Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest-rate swap sectors where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a portfolio's interest-rate sensitivity. The longer a portfolio's duration, the more sensitive the portfolio is to shifts in the interest rates. Allocations may not total 100% of net assets because the table includes the notional value of derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.

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.

Maturity detail includes only cash bonds and cash equivalents.

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. Lower rated bonds may offer higher yields in return for more risk. Mutual funds that invest in government securities in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. 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.

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.

Credit qualities are shown as a percentage of net assets. A bond rated Baa or higher (Prime-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor's, Moody's and Fitch. Short-term cash bonds rated A-1+ are included in the AAA-rating category. Ratings and portfolio credit quality will vary over time. Credit quality includes the fixed-income portion of the portfolio. Derivative instruments, including currency forwards, are only included to the extent of any unrealized gain or loss on such instruments and are shown in the not-rated category. Cash is also shown in the not-rated category. The fund itself has not been rated by an independent rating agency.

Country Allocation as of 01/31/19

United States 80.84%
Greece 3.42%
Argentina 2.61%
Brazil 2.16%
Mexico 1.80%
Indonesia 1.52%
Canada 1.26%
United Kingdom 0.91%
Luxembourg 0.69%
 
Other
4.79%
Dominican Republic 0.63%
Ivory Coast 0.63%
Egypt 0.49%
Russia 0.49%
Venezuela 0.46%
Bermuda 0.38%
Netherlands 0.31%
France 0.28%
Ireland 0.23%
Jamaica 0.17%
Germany 0.15%
South Africa 0.15%
Switzerland 0.13%
Cayman Islands 0.12%
El Salvador 0.12%
Israel 0.11%
Italy 0.10%
Senegal 0.10%
Sweden 0.09%
Spain 0.06%
Norway 0.05%
China 0.01%
India 0.01%
Cash and net other assets -0.01%
Hong Kong -0.03%
New Zealand -0.05%
Australia -0.10%
Japan -0.11%
European Community -0.18%

Expenses

Sales Charges/Fees

Breakpoint Sales Charge Dealer Allowance CDSC Liab
$0 - $0 0.00% 0.00% N

Maturity detail includes only cash bonds and cash equivalents.

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. Lower rated bonds may offer higher yields in return for more risk. Mutual funds that invest in government securities in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. 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.

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.'

Credit qualities are shown as a percentage of net assets. A bond rated Baa or higher (Prime-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor's, Moody's and Fitch. Short-term cash bonds rated A-1+ are included in the AAA-rating category. Ratings and portfolio credit quality will vary over time. Credit quality includes the fixed-income portion of the portfolio. Derivative instruments, including currency forwards, are only included to the extent of any unrealized gain or loss on such instruments and are shown in the not-rated category. Cash is also shown in the not-rated category. The fund itself has not been rated by an independent rating agency.

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

CDSC

Year Percent
1 7.00%
2 7.00%
3 6.00%
4 5.00%
5 4.00%
6 3.00%
7 2.00%
8+ 0.00%