Putnam Allstate Advisor Plus

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 10/22/18

with optional enhanced death benefits
Unit Value $19.198883 $18.660781
Unit Value Change -0.002545 -0.002704

Lipper ranking ‡ as of 09/30/18

Category: General Bond Funds

  Percentile ranking Rank/Funds in category
10 yrs. 27% 7/25
1 yr. 5% 2/48
3 yrs. 8% 3/41
5 yrs. 40% 15/37

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 09/30/18

Fiscal Year End December
Asset Class Putnam Allstate Advisor Plus
Subaccount Status Open to new investors
Number of issues 1472
Turnover (fiscal year end) 1,100%
Net Assets $209M
Inception Date 09/15/93

Performance

Performance as of 09/30/18

Annualized Performance Last Quarter Year
to Date
1 yr. 3 yrs. 5 yrs. 10 yrs. Life of
subaccount
Restated performance
Unit Value -0.24% 1.52% 2.45% 3.74% 1.76% 4.48% 3.52%
Standardized -8.22% -6.48% -5.55% 1.20% 0.61% 4.48% 3.52%
With optional enhanced death benefit
Unit Value -0.27% 1.41% 2.30% 3.58% 1.60% 4.32% 3.36%
Standardized -8.25% -6.59% -5.70% 1.04% 0.45% 4.32% 3.36%
Actual performance
Unit Value -0.24% 1.52% 2.45% 3.74% 1.76% 4.48% 3.62%
Standardized -8.22% -6.48% -5.55% 1.20% 0.61% 4.48% 3.62%
With optional enhanced death benefit
Unit Value -0.27% 1.41% 2.30% 3.58% 1.60% 4.32% 3.46%
Standardized -8.25% -6.59% -5.70% 1.04% 0.45% 4.32% 3.46%

Annual Performance at NAV

2008 2009 2010 2011 2012 2013 2014 2015 2016 2017
-31.92% 52.87% 10.87% -4.71% 9.74% 6.09% -1.26% -3.90% 3.74% 5.41%
With optional enhanced death benefit
-32.03% 52.64% 10.70% -4.86% 9.57% 5.93% -1.41% -4.05% 3.58% 5.26%

Restated performance

Monthly as of 09/30/18

Unit Value 0.71%
Standardized -7.29%

YTD as of 10/22/18

Unit Value 1.08%
Standardized -6.92%

With optional enhanced death benefit

Monthly as of 09/30/18

Unit Value 0.70%
Standardized -7.30%

YTD as of 10/22/18

Unit Value 0.96%
Standardized -7.04%

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

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

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

Variable annuities are long-term investments designed for retirement purposes. Putnam Hartford products are flexible-premium variable annuities issued by Hartford Life and Annuity Insurance Company, Simsbury, CT.

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

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

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

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

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 09/30/18

Avg. Eff. Maturity 5.61
Avg. Price 84.79
Avg. Eff. Duration -0.81
Avg. Coupon 4.95
Avg. Yield to Maturity 5.90
Alpha (%) --
Beta --
R Squared --
Standard Deviation (3 yrs.) 4.74

Maturity Details

0 to 1 yr. 15.10%
1 to 5 yrs. 23.70%
5 to 10 yrs. 56.87%
10 to 15 yrs. 2.40%
Over 15 yrs. 1.93%

Quality Ratings

AAA 30.57%
A 0.97%
BBB 8.45%
BB 23.00%
B 14.82%
CCC and Below 9.61%
Not Rated 12.58%

Holdings

Top 10 holdings as of 09/30/18

Fnma Fn30 Tba 03.5000 10/01/2048 8.96%
Gnma Gii30 Tba 04.5000 10/01/2048 2.97%
Fnma Fn30 Tba 04.0000 11/01/2048 2.90%
Fnma Fn30 Tba 05.5000 10/01/2048 1.54%
Gnma Gii30 Tba 04.0000 10/01/2048 1.46%
Fnma Fn30 Tba 02.5000 10/01/2048 1.33%
Petrobras Global Finance Usd 07.3750 01/17/2027 0.92%
Cas 2016-C03 2m2 08.1158 10/25/2028 0.87%
Petroleos Mexicanos Usd 04.5000 01/23/2026 0.81%
Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045 0.80%
Top 10 holdings, total: 22.56%

Equity Holdings as of 06/30/18

GMAC CAPITAL TRUST I PCT 08.1275 0.09%
AVAYA HOLDINGS CORP 0.05%
SANDRIDGE ENERGY INC 0.03%
HALCON RESOURCES CORP 0.02%
CAESARS ENTERTAINMENT CORP 0.01%
NINE POINT ENERGY CNV PRF 0.01%
TRIBUNE CLASS 1C LITIGAT 0.01%
HALCON RESOURCES CORP - WARRA 0.00%
MWO HOLDINGS LLC 0.00%
NINE POINT ENERGY COM 0.00%
TERVITA CORP CLASS A 0.00%
TXU TCEH RIGHTS 0.00%

Full Portfolio Holdings as of 06/30/18

FNMA FN30 TBA 03.5000 08/01/2048 9.11%
GNMA GII30 TBA 04.5000 07/01/2048 3.01%
FNMA FN30 TBA 04.0000 07/01/2048 2.95%
FNMA FN30 TBA 05.5000 07/01/2048 1.55%
GNMA GII30 TBA 04.0000 07/01/2048 1.48%
FNMA FN30 TBA 02.5000 07/01/2048 1.36%
CAS 2016-C03 2M2 07.9911 10/25/2028 0.88%
CAS 2015-C03 1M2 07.0911 07/25/2025 0.84%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.82%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.80%
WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 0.79%
CWALT 2006-OA10 4A1 02.2811 08/25/2046 0.78%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.71%
CAS 2015-C04 1M2 07.7911 04/25/2028 0.68%
CAS 2016-C02 1B 14.3411 09/25/2028 0.63%
GNR 2016-H23 NI IO 01.8293 10/20/2066 0.61%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.61%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.56%
WFRBS 2013-C15 D P/P 144A 04.6278 08/15/2046 0.55%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.54%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.51%
STACR 2016-DNA1 B 12.0911 07/25/2028 0.51%
CWALT 2006-OA7 1A1 02.6635 06/25/2046 0.45%
WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 0.44%
MSBAM 2014-C17 D P/P 144A 04.8597 08/15/2047 0.43%
GNR 2015-186 AI IO 04.0000 12/20/2045 0.41%
WFRBS 2012-C10 D P/P 144A 04.5918 12/15/2045 0.41%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 0.40%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.39%
STACR 2015-DNA3 B 11.4411 04/25/2028 0.38%
WAMU 2005-AR17 A1B3 02.4411 12/25/2045 0.38%
CMLTI 2007-AMC3 A2D 02.4411 03/25/2037 0.36%
FHR 4425 IO IO 04.0000 01/15/2045 0.36%
JPMBB 2014-C18 D P/P 144A 04.9744 02/15/2047 0.36%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.36%
2.75 R ISWP FWD US0003M P 06/20/2023 0.35%
CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 0.35%
CGCMT 2014-GC21 D P/P 144A 04.9959 05/10/2047 0.35%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.35%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.35%
WFRBS 2012-C7 E P/P 144A 04.9788 06/15/2045 0.35%
CAS 2016-C03 1B 13.8411 10/25/2028 0.34%
CSAIL 2015-C1 D P/P 144A 03.9401 04/15/2050 0.34%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.34%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.34%
STACR 2016-HQA2 M3 07.2411 11/25/2028 0.34%
LETRAS BANCO CENT ARGENT 00.0000 09/19/2018 0.33%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037 0.33%
BSCMS 2005-PWR7 B 05.2140 02/11/2041 0.32%
BSCMS 2007-T26 AJ 05.5660 01/12/2045 0.32%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.32%
WFRBS 2014-C19 E P/P 144A 05.1366 03/15/2047 0.31%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.30%
CWALT 2005-38 A3 02.4411 09/25/2035 0.29%
CAS 2016-C01 1B 13.8411 08/25/2028 0.28%
FHR 4580 ID IO 03.5000 08/15/2045 0.28%
FHR 4604 QI IO 03.5000 07/15/2046 0.28%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.28%
MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 0.28%
MSBAM 2013-C10 D P/P 144A 04.2189 07/15/2046 0.28%
GNR 2012-8 PI IO 04.0000 05/20/2041 0.27%
GNR 2017-H16 JI IO 02.5036 08/20/2067 0.27%
SPRINT CORP 07.8750 09/15/2023 0.27%
WFCM 2013-LC12 D P/P 144A 04.4231 07/15/2046 0.27%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.26%
FHR 4452 QI IO 04.0000 11/15/2044 0.26%
GNR 2017-H10 MI IO 01.6013 04/20/2067 0.26%
CAS 2017-C02 2B1 07.5911 09/25/2029 0.25%
GNR 2015-79 CI IO 04.0000 05/20/2045 0.25%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 0.25%
STACR 2015-DNA2 B 09.6411 12/25/2027 0.25%
SWPTN 1YX1Y P 1.919 USD 08/15/2018 JP 0.25%
BCAP 2011-RR3 3A6 03.6529 11/27/2036 0.24%
CAS 2017-C03 1B1 06.9411 10/25/2029 0.24%
GNR 2015-40 IO IO 04.0000 03/20/2045 0.24%
GNR 2017-H08 NI IO 02.0977 03/20/2067 0.24%
LETRAS BANCO CENT ARGENT 00.0000 08/15/2018 0.24%
MSC 2008-T29 D P/P 144A 06.3676 01/11/2043 0.24%
RALI 2006-QO10 A1 02.2511 01/25/2037 0.24%
SERVICE CORP INTL 05.3750 05/15/2024 0.24%
SWPTN 1YX1Y P 1.9325 USD 08/16/2018 BA 0.24%
COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 0.23%
GNR 2016-H09 BI IO 02.0406 04/20/2066 0.23%
SAMI 2007-AR1 2A1 02.2711 01/25/2037 0.23%
CWALT 2005-59 1A1 02.4138 11/20/2035 0.22%
GNR 2013-34 IH IO 04.5000 03/20/2043 0.22%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.22%
GNR 2015-H25 AI IO 01.6062 09/20/2065 0.22%
GNR 2018-H03 XI IO 02.0447 02/20/2068 0.22%
IVORY COAST P/P 144A 06.1250 06/15/2033 0.22%
FNR 2013-90 SD IO 04.5089 09/25/2043 0.21%
GNR 2016-H06 DI IO 01.5779 07/20/2065 0.21%
GNR 2016-H22 AI IO 01.8415 10/20/2066 0.21%
WAMU 2005-AR10 1A3 03.3594 09/25/2035 0.21%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.20%
ALTICE FRANCE SA P/P 144A 06.0000 05/15/2022 0.20%
CWALT 2006-OA7 1A2 02.4981 06/25/2046 0.20%
FNR 2016-102 JI IO 03.5000 02/25/2046 0.20%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.20%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.20%
GNR 2016-H06 CI IO 01.1921 02/20/2066 0.20%
GNR 2016-H10 AI IO 01.3964 04/20/2066 0.20%
GNR 2017-H12 QI IO 01.9066 05/20/2067 0.20%
JPMCC 2007-CB20 E P/P 144A 06.4413 02/12/2051 0.20%
MSBAM 2012-C6 F P/P 144A 04.7268 11/15/2045 0.20%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.20%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.20%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.20%
COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 0.19%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.19%
FNR 2016-96 ST IO 04.0089 12/25/2046 0.19%
GNR 2016-48 MI IO 03.5000 04/16/2046 0.19%
GNR 2016-H24 JI IO 01.7220 11/20/2066 0.19%
GNR 2017-H06 BI IO 02.2713 02/20/2067 0.19%
GNR 2017-H09 IO IO 01.7043 04/20/2067 0.19%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 0.19%
JPMCC 2011-C3 F P/P 144A 05.8653 02/15/2046 0.19%
PETROLEOS MEXICANOS USD 05.3750 03/13/2022 0.19%
WBCMT 2006-C26 AJ 06.2295 06/15/2045 0.19%
ALTA MESA HLDGS 07.8750 12/15/2024 0.18%
ARAB REP OF EGYPT P/P 144A 05.5770 02/21/2023 0.18%
COMM 2013-CCRE9 D P/P 144A 04.4040 07/10/2045 0.18%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.18%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.18%
WAMU 2005-AR19 A1C4 02.4911 12/25/2045 0.18%
BALTA 2005-8 21A1 03.6934 10/25/2035 0.17%
CWALT 2006-OA10 3A1 02.2811 08/25/2046 0.17%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.17%
GNR 2012-140 IC IO 03.5000 11/20/2042 0.17%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.17%
GNR 2014-44 IA IO 03.5000 05/20/2028 0.17%
GNR 2016-104 GI IO 04.5000 01/20/2046 0.17%
GNR 2016-42 IO IO 05.0000 02/20/2046 0.17%
GNR 2016-H02 HI IO 01.3357 01/20/2066 0.17%
GNR 2017-H02 BI IO 02.3476 01/20/2067 0.17%
GNR 2017-H16 IB IO 01.9726 08/20/2067 0.17%
GNR 2017-H16 IG IO 01.8204 07/20/2067 0.17%
LNSTR 2015-3 C P/P 144A 03.2457 04/20/2048 0.17%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.17%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.16%
CAS 2015-C03 2M2 07.0911 07/25/2025 0.16%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.16%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.16%
GNR 2012-146 IO IO 05.0000 12/20/2042 0.16%
GNR 2013-151 IB IO 04.5000 02/20/2040 0.16%
GNR 2015-95 PI IO 03.5000 07/20/2045 0.16%
GNR 2015-H23 BI IO 01.7223 09/20/2065 0.16%
GNR 2015-H24 AI IO 01.5035 09/20/2065 0.16%
GNR 2016-H03 DI IO 02.0162 12/20/2065 0.16%
GNR 2016-H16 EI IO 02.4833 06/20/2066 0.16%
GSAA 2006-8 2A2 02.2711 05/25/2036 0.16%
GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 0.16%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.16%
JPMBB 2013-C14 D P/P 144A 04.7172 08/15/2046 0.16%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.16%
REP OF INDONESIA P/P 144A 05.9500 01/08/2046 0.16%
UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 0.16%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.15%
CFCRE 2011-C2 E P/P 144A 05.9467 12/15/2047 0.15%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.15%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.15%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.15%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 0.15%
FHR 4077 IK IO 05.0000 07/15/2042 0.15%
FHR 4530 TI IO 04.0000 11/15/2045 0.15%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.15%
GNR 2012-136 BI IO 03.5000 11/20/2042 0.15%
GNR 2012-47 CI IO 04.0000 03/20/2042 0.15%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.15%
GNR 2013-22 OI IO 05.0000 01/20/2043 0.15%
GNR 2017-H11 DI IO 01.7873 05/20/2067 0.15%
GNR 2017-H11 TI IO 01.9001 04/20/2067 0.15%
MSC 2007-HQ11 B 05.5380 02/12/2044 0.15%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.15%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.15%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.15%
UNITYMEDIA HESSEN / NRW REGS 06.2500 01/15/2029 0.15%
AES CORP/THE 05.5000 04/15/2025 0.14%
COMM 2012-CR3 E P/P 144A 04.9139 10/15/2045 0.14%
DBALT 2006-AR4 A2 02.2811 12/25/2036 0.14%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 0.14%
FHR 4122 TI IO 04.5000 10/15/2042 0.14%
FNR 2012-30 HI IO 04.5000 12/25/2040 0.14%
GNR 2014-119 SA IO 03.5163 08/20/2044 0.14%
GNR 2015-64 YI IO 04.0000 11/20/2044 0.14%
GNR 2016-H14 AI IO 02.2193 06/20/2066 0.14%
JPMCC 2012-LC9 E P/P 144A 04.5177 12/15/2047 0.14%
MSC 2008-T29 F P/P 144A 06.3676 01/11/2043 0.14%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.14%
OMIR 2017-1A B1 P/P 144A 07.8411 04/25/2027 0.14%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.14%
STACR 2016-DNA2 M3 06.7411 10/25/2028 0.14%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS 0.14%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS 0.14%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.13%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.13%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.13%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.13%
CWALT 2006-OA10 2A1 02.2811 08/25/2046 0.13%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.13%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 0.13%
FHR 3065 DC 13.6403 03/15/2035 0.13%
FNR 2013-107 SB IO 03.8589 02/25/2043 0.13%
FNR 2015-88 QI IO 04.0000 10/25/2044 0.13%
FNR 2017-7 JI IO 04.0000 02/25/2047 0.13%
GNR 2013-H08 CI IO 01.6665 02/20/2063 0.13%
GNR 2015-64 PI IO 03.5000 05/20/2045 0.13%
GNR 2015-H25 EI IO 01.8442 10/20/2065 0.13%
GNR 2016-H03 AI IO 01.5419 01/20/2066 0.13%
GNR 2017-42 IC IO 04.5000 08/20/2041 0.13%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.13%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.13%
IVORY COAST P/P 144A 05.2500 03/22/2030 0.13%
JPMBB 2014-C18 E P/P 144A 04.4744 02/15/2047 0.13%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.13%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.13%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.13%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.13%
SWPTN LIABILITY 2YX28Y P 2.7175 USD 01/24/2019 BA 0.13%
SWPTN LIABILITY 2YX28Y R 2.7175 USD 01/24/2019 BA 0.13%
SWPTN LIABILITY 2YX30Y P 2.79 USD 02/15/2019 JP 0.13%
SWPTN LIABILITY 2YX30Y R 2.79 USD 02/15/2019 JP 0.13%
VALEANT PHARMA P/P 144A 05.8750 05/15/2023 0.13%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.12%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.12%
BSCMS 2006-PW11 B P/P 144A 05.2830 03/11/2039 0.12%
BSCMS 2007-T28 D P/P 144A 05.7988 09/11/2042 0.12%
CLEAR CHANNEL TLD L+675 08.8435 01/30/2019 0.12%
CONSTELLIUM NV P/P 144A 05.8750 02/15/2026 0.12%
CWCI 2007-C3 AJ 06.0153 05/15/2046 0.12%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.12%
FHR 4000 LI IO 04.0000 02/15/2042 0.12%
FHR 4024 PI IO 04.5000 12/15/2041 0.12%
GNR 2014-H21 BI IO 01.5398 10/20/2064 0.12%
GNR 2016-27 IB IO 04.0000 11/20/2045 0.12%
GNR 2016-37 IW IO 04.5000 02/20/2046 0.12%
GNR 2017-63 PI IO 04.0000 12/20/2043 0.12%
GREAT LAKES D&D 08.0000 05/15/2022 0.12%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 0.12%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.12%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 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 2YX10Y R 1.376 EUR 09/30/2019 JP 0.12%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.12%
WFMBS 2006-AR2 1A1 03.8211 03/25/2036 0.12%
WFMBS 2006-AR5 1A1 04.1838 04/25/2036 0.12%
BALTA 2004-3 B 05.0161 04/25/2034 0.11%
BMIR 2017-1 B1 P/P 144A 06.8411 10/25/2027 0.11%
CALPINE CORPORATION 05.7500 01/15/2025 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%
CSMC 2007-C4 C P/P 144A 06.2361 09/15/2039 0.11%
CWALT 2005-38 A1 03.0581 09/25/2035 0.11%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 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 2013-27 PI IO 03.5000 12/20/2042 0.11%
GNR 2013-54 JI IO 03.5000 02/20/2043 0.11%
GNR 2015-69 IK IO 03.5000 03/20/2038 0.11%
GNR 2016-H24 CI IO 01.6904 10/20/2066 0.11%
GNR 2017-38 DI IO 05.0000 03/16/2047 0.11%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.11%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.11%
MSC 2004-RR F7 P/P 144A 06.0000 04/28/2039 0.11%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.11%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.11%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.11%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.11%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.11%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.11%
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%
ALTICE US FIN II CRP P/P 144A 07.7500 07/15/2025 0.10%
ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022 0.10%
CAS 2015-C04 2M2 07.6411 04/25/2028 0.10%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.10%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.10%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.10%
FHR 4403 CI IO 04.0000 10/15/2044 0.10%
FHR 4546 TI IO 04.0000 12/15/2045 0.10%
FNR 2010-140 GS IO 03.9089 07/25/2039 0.10%
FNR 2013-41 IP IO 04.0000 05/25/2043 0.10%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.10%
GNR 2014-76 IO IO 05.0000 05/20/2044 0.10%
GNR 2015-H10 BI IO 02.1056 04/20/2065 0.10%
GNR 2016-H17 KI IO 02.1052 07/20/2066 0.10%
GSR 2007-OA1 2A3A 02.4011 05/25/2037 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%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 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%
SWPTN 4YX1Y P 2.25 USD 08/16/2021 JP 0.10%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 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%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.10%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.09%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.09%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.09%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.09%
COMM 2014-CR18 D P/P 144A 04.8898 07/15/2047 0.09%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.09%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 0.09%
DISH DBS CORP 05.8750 11/15/2024 0.09%
FNR 2006-8 HP 16.8992 03/25/2036 0.09%
FNR 2013-53 JI IO 03.0000 12/25/2041 0.09%
GENON ENERGY INC. 09.8750 10/15/2020 0.09%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.09%
GMAC CAPITAL TRUST I PCT 08.1275 0.09%
GNR 2013-165 IL IO 04.0000 03/20/2043 0.09%
HCA INC 05.5000 06/15/2047 0.09%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031 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 02.2911 06/25/2037 0.09%
JPMCC 2007-CB20 C P/P 144A 06.4413 02/12/2051 0.09%
MGM RESORTS INTL 06.6250 12/15/2021 0.09%
NZD/USD 07/18/2018 GSFX 0.09%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.09%
PROVINCIA DE BUENOS P/P 144A 35.8577 05/31/2022 0.09%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.09%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.09%
SPRINT CORP 07.2500 09/15/2021 0.09%
SWPTN 2YX5Y P 2.203 USD 06/03/2019 BA 0.09%
SWPTN 2YX5Y P 2.205 USD 06/03/2019 BC 0.09%
SWPTN 4YX1Y P 2.2625 USD 08/16/2021 BA 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%
SWPTN LIABILITY 2YX10Y P 2.413 USD 06/03/2019 BA 0.09%
SWPTN LIABILITY 2YX10Y P 2.42 USD 06/03/2019 CI 0.09%
SWPTN LIABILITY 2YX10Y R 2.413 USD 06/03/2019 BA 0.09%
SWPTN LIABILITY 2YX10Y R 2.42 USD 06/03/2019 CI 0.09%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.09%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 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%
WEATHERFORD BERMUDA 09.8750 02/15/2024 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%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.08%
CAS 2017-C05 1B1 05.6911 01/25/2030 0.08%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.08%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.08%
CENTENE CORP 06.1250 02/15/2024 0.08%
CF INDUSTRIES INC 04.9500 06/01/2043 0.08%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.08%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.08%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.08%
CWALT 2007-OH1 A1D 02.3011 04/25/2047 0.08%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 0.08%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 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 2014-122 IC IO 05.0000 08/20/2044 0.08%
GNR 2015-187 KI IO 05.0000 06/20/2043 0.08%
GNR 2015-H08 CI IO 01.7870 03/20/2065 0.08%
GNR 2016-H14 IO IO 01.6700 06/20/2066 0.08%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.08%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.08%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.08%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.08%
NRG ENERGY INC 06.6250 01/15/2027 0.08%
PETROBRAS GLOBAL FINANCE REGS 05.9990 01/27/2028 0.08%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.08%
PULTEGROUP INC 05.5000 03/01/2026 0.08%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.08%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.08%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.08%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.08%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP 0.08%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP 0.08%
SWPTN 1MX10Y R 2.965 USD 07/13/2018 GS 0.08%
SWPTN 3MX10Y R 2.89 USD 09/21/2018 MS 0.08%
SWPTN 5WX10Y R 2.9125 USD 07/23/2018 MS 0.08%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.08%
TENET HEALTHCARE 06.0000 10/01/2020 0.08%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.08%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.08%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.08%
WYNDHAM DESTINATIONS INC 04.5000 04/01/2027 0.08%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.07%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.07%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 0.07%
ANTERO RESOURCES 05.3750 11/01/2021 0.07%
ARCELORMITTAL USD 07.0000 10/15/2039 0.07%
AVAYA TLB L+425 06.3232 12/15/2024 0.07%
BIOSCRIP INC 08.8750 02/15/2021 0.07%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.07%
CENTENE CORP 04.7500 05/15/2022 0.07%
CHESAPEAKE ENERGY 1.5L L+750 08.5000 08/23/2021 0.07%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.07%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.07%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.07%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.07%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.07%
FNR 2010-35 SG IO 04.3089 04/25/2040 0.07%
FNR 2011-98 AI IO 03.5000 11/25/2037 0.07%
FNR 2013-44 PI IO 04.0000 01/25/2043 0.07%
FORTERRA TL L+300 05.0935 10/25/2023 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 2013-102 IP IO 03.5000 06/20/2043 0.07%
GNR 2013-28 IO IO 03.5000 02/20/2043 0.07%
GNR 2013-6 IC IO 05.0000 01/20/2043 0.07%
GNR 2015-79 GI IO 05.0000 10/20/2039 0.07%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.07%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.07%
HOUSTON FUEL TLB L+275 05.0900 06/19/2025 0.07%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.07%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.07%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.07%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.07%
MHL 2005-3 M2 02.8861 08/25/2035 0.07%
NABORS IND INC P/P 144A 05.7500 02/01/2025 0.07%
NZD/USD 07/18/2018 UBS 0.07%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.07%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 0.07%
REP OF ARGENTINA USD 06.6250 07/06/2028 0.07%
REVLON CONS TLB L+350 05.5935 09/07/2023 0.07%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.07%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.07%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.07%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 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%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.07%
USG CORP P/P 144A 04.8750 06/01/2027 0.07%
VALEANT PHARMA P/P 144A 07.0000 03/15/2024 0.07%
VIRGIN MEDIA SECURED FIN REGS 05.1250 01/15/2025 0.07%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.07%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.07%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.07%
1.70 R ISWP FWD GBL6M P 09/19/2028 0.06%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.06%
AES CORP/THE 05.1250 09/01/2027 0.06%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.06%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.06%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.06%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.06%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.06%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.06%
CALIFORNIA RESOURC TL L+475 06.8379 11/17/2022 0.06%
CAS 2016-C05 2B 12.8411 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%
CPTFEMU R 1.4 P 07/15/27 0.06%
CREDIT ACCEPTANC 06.1250 02/15/2021 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%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 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%
EUROPCAR GROUPE SA REGS 04.1250 11/15/2024 0.06%
FHR 4000 PI IO 04.5000 01/15/2042 0.06%
FNR 2005-122 SE 15.7810 11/25/2035 0.06%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.06%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.06%
GNR 2013-129 SN IO 04.0663 09/20/2043 0.06%
GNR 2013-183 JI IO 04.5000 02/16/2043 0.06%
GNR 2015-H26 CI IO 00.7167 08/20/2065 0.06%
HCA INC 05.2500 06/15/2026 0.06%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.06%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.06%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.06%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.06%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 0.06%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.06%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.06%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 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%
NEIMAN MARCUS TL L+325 05.2630 10/25/2020 0.06%
NOVAFIVES REGS 04.5000 06/30/2021 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%
STARWOOD PROP TR P/P 144A 04.7500 03/15/2025 0.06%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP 0.06%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP 0.06%
SWPTN LIABILITY 2YX20Y P 2.36 USD 11/12/2019 JP 0.06%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.06%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.06%
VALEANT PHARMA P/P 144A 09.2500 04/01/2026 0.06%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.06%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 0.06%
WINDSTREAM SRVC / FIN 06.3750 08/01/2023 0.06%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.05%
ADS INC P/P 144A 05.6250 11/15/2024 0.05%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.05%
ALTICE LUXEMBOURG SA REGS 06.2500 02/15/2025 0.05%
APERGY CORP P/P 144A 06.3750 05/01/2026 0.05%
AVAYA HOLDINGS CORP 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%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.05%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.05%
CAS 2016-C06 1M2 06.3411 04/25/2029 0.05%
CEC ENT INC 08.0000 02/15/2022 0.05%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 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%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.05%
CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021 0.05%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.05%
EAGLECLAW MID TL L+425 06.4211 06/30/2024 0.05%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.05%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.05%
EXTRACTION OIL & GAS P/P 144A 05.6250 02/01/2026 0.05%
FHR 3072 SM 04.2533 11/15/2035 0.05%
FHR 4105 HI IO 03.5000 07/15/2041 0.05%
FHR 4210 PI IO 03.0000 12/15/2041 0.05%
FHS 304 C37 IO 03.5000 12/15/2027 0.05%
FNR 2007-53 SP 16.5325 06/25/2037 0.05%
FNR 2008-24 SP 15.6159 02/25/2038 0.05%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.05%
FRAC TECH INTL TLB L+475 06.8435 04/16/2021 0.05%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.05%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.05%
HCA INC 06.5000 02/15/2020 0.05%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.05%
HUSKY TLB L+300 05.2018 03/28/2025 0.05%
JPMBB 2013-C12 E P/P 144A 04.2304 07/15/2045 0.05%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 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%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.05%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.05%
MERCER INTL INC USD 06.5000 02/01/2024 0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.05%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.05%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.05%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.05%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.05%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 0.05%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.05%
SEK/USD 09/19/2018 SSBT 0.05%
SESI LLC 07.7500 09/15/2024 0.05%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.05%
SM ENERGY CO 06.1250 11/15/2022 0.05%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.05%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.05%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.05%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.05%
SWPTN 1YX30Y P 3.031 USD 06/14/2019 CI 0.05%
SWPTN 1YX30Y R 1.673 GBP 10/05/2018 GS 0.05%
SWPTN 5WX10Y R 2.89 USD 07/25/2018 BC 0.05%
SWPTN 5WX10Y R 2.945 USD 07/09/2018 CI 0.05%
SWPTN 6MX2Y P 2.8225 USD 10/03/2018 MS 0.05%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS 0.05%
SWPTN 7YX5Y R 2.647 USD 06/03/2024 BA 0.05%
SWPTN 7YX5Y R 2.654 USD 06/03/2024 CI 0.05%
SWPTN LIABILITY 2YX20Y R 2.875 USD 11/18/2019 GS 0.05%
T-MOBILE USA INC 04.7500 02/01/2028 0.05%
TAKKO LUX 2 SCA REGS 05.3750 11/15/2023 0.05%
TALBOTS INC 1STL L+450 06.5935 03/19/2020 0.05%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.05%
TENDAM BRANDS SAU REGS 05.0000 09/15/2024 0.05%
TENNECO INC 05.3750 12/15/2024 0.05%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.05%
TRANSDIGM INC 06.5000 07/15/2024 0.05%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.05%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.05%
TRONOX INC P/P 144A 06.5000 04/15/2026 0.05%
UNILABS SUBHOLD REGS 05.7500 05/15/2025 0.05%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.05%
US CONCRETE INC 06.3750 06/01/2024 0.05%
VALEANT PHARMA P/P 144A 08.5000 01/31/2027 0.05%
VALEANT PHARMA P/P 144A 09.0000 12/15/2025 0.05%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.05%
0.4419 R ISWP EUR006M P 01/30/2023 0.04%
1.955 R ISWP HKL3M P 04/23/2019 0.04%
1.972 R ISWP FWD HKL3M P 04/25/2019 0.04%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.04%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.04%
ARCELORMITTAL USD 06.1250 06/01/2025 0.04%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.04%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.04%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.04%
CAS 2015-C02 2M2 06.0911 05/25/2025 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 HOLDINGS LLC P/P 144A 05.1250 05/01/2027 0.04%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.04%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.04%
CIT GROUP INC. 05.0000 08/15/2022 0.04%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.04%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.04%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.04%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.04%
CPTFEMU R 1.4275 P 08/15/27 0.04%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.04%
ENSCO PLC USD 07.7500 02/01/2026 0.04%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.04%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.04%
FHR 3249 PS 15.4333 12/15/2036 0.04%
FIRST DATA TL L+200 04.0911 04/26/2024 0.04%
FNR 2005-83 QP 11.9571 11/25/2034 0.04%
FNR 2012-127 BI IO 04.5000 11/25/2042 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 10.5000 09/15/2022 0.04%
FXI HOLDINGS INC P/P 144A 07.8750 11/01/2024 0.04%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.04%
GNR 2010-158 IP IO 04.5000 06/20/2039 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%
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 10.6080 11/01/2024 0.04%
LBUBS 2006-C6 C 05.4820 09/15/2039 0.04%
LENNAR CORP 05.8750 11/15/2024 0.04%
LLOYDS BANKING GROUP P/P 144A 06.6570 05/21/2037 0.04%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.04%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.04%
MICROCHIP TEC CV 01.6250 02/15/2027 0.04%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.04%
MURRAY ENERGY TLB2 L+725 09.3435 04/17/2020 0.04%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.04%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.04%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.04%
NRG ENERGY INC 07.2500 05/15/2026 0.04%
NZD/USD 07/18/2018 JPMCB 0.04%
ORYX TLB L+325 05.2672 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%
QEP RESOURCES INC 05.6250 03/01/2026 0.04%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.04%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 0.04%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.04%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.04%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.04%
SINCLAIR TELEVISION P/P 144A 05.1250 02/15/2027 0.04%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.04%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP 0.04%
SWPTN 12YX10Y P 2.725 USD 11/08/2029 GS 0.04%
SWPTN 1YX10Y R 1.522 GBP 10/05/2018 GS 0.04%
SWPTN 2YX10Y P 2.2525 USD 11/12/2019 JP 0.04%
SWPTN 2YX8Y P 2.5925 USD 01/24/2019 BA 0.04%
SWPTN 3MX2Y R 3.056 USD 09/12/2018 CS 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 LIABILITY 2YX30Y P 2.43 USD 11/13/2019 MS 0.04%
SWPTN LIABILITY 2YX30Y R 2.826 USD 11/08/2019 JP 0.04%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.04%
TARGA RES PRTNRS 05.3750 02/01/2027 0.04%
TENNANT CO 05.6250 05/01/2025 0.04%
THE AES CORPORATION 04.8750 05/15/2023 0.04%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.04%
TRANSDIGM INC 06.3750 06/15/2026 0.04%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.04%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 0.04%
WHITING PETROLEUM C P/P 144A 06.6250 01/15/2026 0.04%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 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%
0.378 R ISWP EUR006M P 01/24/2023 0.03%
0.95 R ISWP FWD EUR006M P 09/19/2028 0.03%
1.96625 R ISWP HKL3M P 04/24/2019 0.03%
2.79375 R ISWP US0003M P 06/07/2020 0.03%
A SCHULMAN INC 06.8750 06/01/2023 0.03%
ACADEMY SPORTS TLB L+400 06.0916 07/02/2022 0.03%
AIR METHODS TLB L+350 04.7964 04/21/2024 0.03%
AMC ENT HOLDIN 06.1250 05/15/2027 0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.03%
BCAP 2012-RR5 4A8 02.1297 06/26/2035 0.03%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.03%
BWAY CORP TLB L+325 05.5875 04/03/2024 0.03%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.03%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.03%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.03%
CAS 2015-C02 1M2 06.0911 05/25/2025 0.03%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.03%
CCC INFO 2NDL L+675 08.8435 03/30/2025 0.03%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 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 GS 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 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 RES 04.5000 04/15/2023 0.03%
CPTFEMU R 1.4475 P 09/15/27 0.03%
CPURNSA R 1.89 P 07/05/22 0.03%
CPURNSA R 1.9225 P 07/03/22 0.03%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.03%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.03%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.03%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.03%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.03%
FNR 2006-62 PS 27.3532 07/25/2036 0.03%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.03%
GATES GLOBAL TLB L+275 05.0844 03/31/2024 0.03%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.03%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.03%
GNR 2013-99 VS IO 04.0149 07/16/2043 0.03%
GNR 2014-108 IP IO 04.5000 12/20/2042 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033 0.03%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.03%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.03%
INTEL CORP CV 03.2500 08/01/2039 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 07.5094 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%
LIBERTY MEDIA CV 01.3750 10/15/2023 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%
MERCER INTL INC P/P 144A 05.5000 01/15/2026 0.03%
MICRON TECHNO CV 03.0000 11/15/2043 0.03%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.03%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.03%
NETFLIX INC P/P 144A 05.8750 11/15/2028 0.03%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.03%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.03%
NOVELLUS SYS CV 02.6250 05/15/2041 0.03%
NZD/USD 07/18/2018 SSBT 0.03%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.03%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.03%
OPTN FN30 3.0 07/05/18 CALL 96.4765625 JPMC 0.03%
PETROBRAS GLOBAL FINANCE REGS 05.2990 01/27/2025 0.03%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.03%
PRICELINE.COM CV 00.3500 06/15/2020 0.03%
RACKSPACE HOSTING INC L+300 05.3631 11/03/2023 0.03%
REGENCY ENERGY P 04.5000 11/01/2023 0.03%
SANDRIDGE ENERGY INC 0.03%
SEK/USD 09/19/2018 JPMCB 0.03%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS 0.03%
SWPTN 12YX10Y P 3.005 USD 11/16/2029 GS 0.03%
SWPTN 12YX10Y R 2.725 USD 11/08/2029 GS 0.03%
SWPTN 12YX10Y R 3.005 USD 11/16/2029 GS 0.03%
SWPTN 2YX10Y P 2.47 USD 11/08/2019 GS 0.03%
SWPTN 3MX10Y R 2.8475 USD 08/15/2018 CS 0.03%
SWPTN 3MX1Y R 3.04375 USD 09/11/2018 GS 0.03%
SWPTN 3MX2Y R 2.895 USD 09/12/2018 CS 0.03%
SWPTN 4YX1Y R 2.25 USD 08/16/2021 JP 0.03%
SWPTN 4YX1Y R 2.2625 USD 08/16/2021 BA 0.03%
SWPTN 6MX2Y P 2.92875 USD 11/29/2018 MS 0.03%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI 0.03%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP 0.03%
SWPTN LIABILITY 2YX20Y P 2.584 USD 11/08/2019 GS 0.03%
SWPTN LIABILITY 2YX20Y R 2.584 USD 11/08/2019 GS 0.03%
SWPTN LIABILITY 2YX30Y P 2.615 USD 11/12/2019 CI 0.03%
SWPTN LIABILITY 2YX30Y R 2.615 USD 11/12/2019 CI 0.03%
T-MOBILE USA INC 05.3750 04/15/2027 0.03%
TALBOTS INC 2NDL L+850 10.5935 03/19/2021 0.03%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.03%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 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%
WEATHERFORD INTL LLC P/P 144A 09.8750 03/01/2025 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%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.02%
0.50 R ISWP FWD CHL6M P 09/19/2028 0.02%
1.3325 R ISWP SES3M P 01/24/2028 0.02%
1.3775 R ISWP SES3M P 01/30/2028 0.02%
1.96 R ISWP HKL3M P 04/27/2019 0.02%
2.7725 R ISWP FWD US0003M P 03/21/2023 0.02%
3.15 R ISWP FWD NFIX3MID P 09/19/2028 0.02%
AES CORP/THE 04.5000 03/15/2023 0.02%
AMC ENT HOLDIN 05.8750 11/15/2026 0.02%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.02%
ANTERO RESOURCES COR 05.6250 06/01/2023 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%
BOYD GAMING CORP P/P 144A 06.0000 08/15/2026 0.02%
BOYNE USA INC P/P 144A 07.2500 05/01/2025 0.02%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.02%
CENTENE CORP P/P 144A 05.3750 06/01/2026 0.02%
CENTURYLINK INC 05.6250 04/01/2020 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%
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 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.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.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.02%
COLONY STARWO CV 03.5000 01/15/2022 0.02%
CPG INTL TL L+375 04.7500 05/05/2024 0.02%
CPG INTL TL L+375 05.0828 05/05/2024 0.02%
CPTFEMU R 1.42 P 08/15/27 0.02%
CPURNSA R 2.05 P 12/06/22 0.02%
CPURNSA R 2.068 P 12/21/22 0.02%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.02%
DISH NETWORK CV 03.3750 08/15/2026 0.02%
DYCOM IND INC CV 00.7500 09/15/2021 0.02%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.02%
ENERGIZER GAMM P/P 144A 06.3750 07/15/2026 0.02%
ENERGY TRANSFER EQUITY 05.5000 06/01/2027 0.02%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.02%
FHR 3408 EK 17.4506 04/15/2037 0.02%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 0.02%
GMACC 2004-C3 B 04.9650 12/10/2041 0.02%
HALCON RESOURCES CORP 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%
JC PENNEY CORP INC 07.4000 04/01/2037 0.02%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.02%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.02%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.02%
LIBERTY EXPEDIA HOLD INC 144A 0.02%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 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%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.02%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.02%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.02%
OPTN FN30 3.5 09/06/18 PUT 98.8359375 JPMC 0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.02%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.02%
PLATFORM SPECIALTY P/P 144A 05.8750 12/01/2025 0.02%
PROOFPOINT IN CV 00.7500 06/15/2020 0.02%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.02%
REALPAGE INC CV 01.5000 11/15/2022 0.02%
RED HAT INC CV 00.2500 10/01/2019 0.02%
SEK/USD 09/19/2018 CITI 0.02%
SEK/USD 09/19/2018 CSI-FX 0.02%
SEK/USD 09/19/2018 GSFX 0.02%
SEK/USD 09/19/2018 RBSF 0.02%
SEK/USD 09/19/2018 UBS 0.02%
SEMGROUP CORP 06.3750 03/15/2025 0.02%
SERVICE CORP INTL 04.6250 12/15/2027 0.02%
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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%
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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%
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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 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.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-.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 MS 0.00%
CONCORDIA INTL P/P 144A 07.0000 04/15/2023 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/SEK PUT 10.00 20180809 HSBCB 0.00%
EUR/USD 09/19/2018 CITI 0.00%
EUR/USD 09/19/2018 GSFX 0.00%
EUR/USD 09/19/2018 JPMCB 0.00%
EUR/USD 09/19/2018 SSBT 0.00%
EUR/USD 09/19/2018 UBS 0.00%
EURO-BTP FUTURE SEP18 IKU8 0.00%
EURO-BUND FUTURE SEP18 RXU8 0.00%
EURO-OAT FUTURE SEP18 OATU8 0.00%
EXACT SCIENCES CORP CV 01.0000 01/15/2025 0.00%
FHR 3326 WF 00.0000 10/15/2035 0.00%
FNR 1999-51 N PO 00.0000 09/17/2029 0.00%
FNS 366 22 IO 04.5000 10/25/2035 0.00%
GBP/USD 09/19/2018 BANKAM 0.00%
GBP/USD 09/19/2018 CITI 0.00%
GBP/USD 09/19/2018 CSI-FX 0.00%
GBP/USD 09/19/2018 GSFX 0.00%
GBP/USD 09/19/2018 HSBCB 0.00%
GBP/USD 09/19/2018 JPMCB 0.00%
GBP/USD 09/19/2018 SSBT 0.00%
GBP/USD 09/19/2018 UBS 0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036 0.00%
GNR 2013-16 IB IO 05.0000 10/20/2040 0.00%
GSMS 2005-GG4 XC IO P/P 144A 01.5915 07/10/2039 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HKD/USD 08/16/2018 BCAP-FX 0.00%
INTELSAT CONNECT FIN P/P 144A 12.5000 04/01/2022 0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 0.00%
IOS.FN30.300.13 P USL1M R 01/12/44 GS 0.00%
IOS.FN30.350.12 P USL1M R 01/12/43 BC 0.00%
IOS.FN30.350.12 P USL1M R 01/12/43 GS 0.00%
IOS.FN30.350.12 P USL1M R 01/12/43 JP 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 CS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 CS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 CS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 BC 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 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 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.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 BC 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%
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.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.00%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.00%
JPMCC 07-CB20 X1 IO P/P 144A 00.0000 02/12/2051 0.00%
JPY/USD 08/16/2018 BCAP-FX 0.00%
JPY/USD 08/16/2018 CITI 0.00%
JPY/USD 08/16/2018 GSFX 0.00%
JPY/USD 08/16/2018 HSBCB 0.00%
JPY/USD 08/16/2018 SSBT 0.00%
JPY/USD 08/16/2018 UBS 0.00%
JPY/USD 08/16/2018 WPAC 0.00%
LIBERTY MEDIA CV 01.0000 01/30/2023 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 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 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CS 0.00%
MBX.FN30.600.08 P USL1M R 01/12/39 BC 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 BC 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 CS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 DE 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MWO HOLDINGS LLC 0.00%
NINE POINT ENERGY COM 0.00%
NOK/SEK PUT 1.0735 20180712 HSBCB 0.00%
NOK/SEK PUT 1.075 20180712 BCAP-FX 0.00%
NOK/SEK PUT 1.075 20180712 GSFX 0.00%
NOK/USD 09/19/2018 BANKAM 0.00%
NOK/USD 09/19/2018 BCAP-FX 0.00%
NOK/USD 09/19/2018 CITI 0.00%
NOK/USD 09/19/2018 GSFX 0.00%
NOK/USD 09/19/2018 JPMCB 0.00%
NOK/USD 09/19/2018 SSBT 0.00%
NOK/USD 09/19/2018 UBS 0.00%
OPTN FN30 2.5 07/05/18 PUT 93.21875 JPMC 0.00%
OPTN FN30 3.0 07/05/18 PUT 96.4765625 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 97.875 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 98.03125 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 98.1875 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 98.234375 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 98.390625 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 98.546875 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 98.59375 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 98.75 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 98.90625 JPMC 0.00%
OPTN FN30 3.5 09/06/18 PUT 97.3828125 JPMC 0.00%
OPTN FN30 3.5 09/06/18 PUT 97.5390625 JPMC 0.00%
SERVICENOW CV 00.0000 11/01/2018 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STRIP 2003-1A N P/P 144A 01.1984 03/24/2019 0.00%
SWPTN 1MX10Y P 2.9425 USD 07/02/2018 BC 0.00%
SWPTN 1MX10Y P 2.9525 USD 07/02/2018 MS 0.00%
SWPTN 1MX10Y P 3.0625 USD 07/02/2018 MS 0.00%
SWPTN 1MX10Y P 3.135 USD 07/13/2018 GS 0.00%
SWPTN 1MX10Y R 2.8425 USD 07/02/2018 MS 0.00%
SWPTN 1MX10Y R 2.9425 USD 07/02/2018 BC 0.00%
SWPTN 1YX1Y R 1.9175 USD 10/04/2018 GS 0.00%
SWPTN 1YX1Y R 1.919 USD 08/15/2018 JP 0.00%
SWPTN 1YX1Y R 1.9325 USD 08/16/2018 BA 0.00%
SWPTN 1YX1Y R 2.25 USD 08/15/2018 JP 0.00%
SWPTN 1YX1Y R 2.2625 USD 08/16/2018 BA 0.00%
SWPTN 1YX1Y R 2.3025 USD 10/04/2018 GS 0.00%
SWPTN 1YX5Y P 1.091 EUR 07/13/2018 CI 0.00%
SWPTN 1YX5Y P 1.291 EUR 07/13/2018 CI 0.00%
SWPTN 1YX5Y R 2.695 USD 10/04/2018 GS 0.00%
SWPTN 2YX10Y R 2.2525 USD 11/12/2019 JP 0.00%
SWPTN 2YX3Y R 2.43 USD 02/15/2019 BC 0.00%
SWPTN 2YX5Y R 2.155 USD 11/13/2019 MS 0.00%
SWPTN 2YX5Y R 2.34 USD 11/12/2019 CI 0.00%
SWPTN 2YX5Y R 2.553 USD 11/08/2019 JP 0.00%
SWPTN 3MX10Y P 3.3575 USD 08/15/2018 CS 0.00%
SWPTN 3MX10Y R 2.739 USD 07/17/2018 CI 0.00%
SWPTN 3MX10Y R 2.8525 USD 07/18/2018 MS 0.00%
SWPTN 5WX10Y P 1.045 EUR 07/30/2018 JP 0.00%
SWPTN 5WX10Y P 3.03 USD 07/09/2018 CI 0.00%
SWPTN 5WX10Y P 3.115 USD 07/09/2018 CI 0.00%
SWPTN 5WX10Y R 0.745 EUR 07/30/2018 JP 0.00%
SWPTN 6MX1Y R 2.47 USD 08/14/2018 CI 0.00%
SWPTN 6MX1Y R 2.6325 USD 08/14/2018 CI 0.00%
SWPTN 6WX10Y P 3.115 USD 07/30/2018 JP 0.00%
SWPTN LIABILITY 2YX5Y P 2.553 USD 11/08/2019 JP 0.00%
SWPTN LIABILITY 2YX5Y R 2.155 USD 11/13/2019 MS 0.00%
SWPTN LIABILITY 5WX10Y P 1.045 EUR 07/30/2018 JP 0.00%
SWPTN LIABILITY 5WX10Y R 0.745 EUR 07/30/2018 JP 0.00%
TERVITA CORP CLASS A 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
TWD/USD 08/16/2018 GSFX 0.00%
TWITTER INC P/P 144A CV 00.2500 06/15/2024 0.00%
TXU TCEH RIGHTS 0.00%
UKRPI P 3.3875 R 03/15/28 0.00%
UKRPI R 3.19 P 02/15/23 0.00%
UKRPI R 3.245 P 03/15/23 0.00%
UKRPI R 3.25 P 03/15/23 0.00%
UKRPI R 3.295 P 03/15/23 0.00%
US 10YR ULTRA FUT SEP18 UXYU8 0.00%
WBCMT 2007-C34 IO IO 00.1699 05/15/2046 0.00%
-0.2225 R ISWP SES3M P 11/13/2019 -0.01%
-0.23 R ISWP SES3M P 11/13/2019 -0.01%
0.365 R ISWP JPL6M P 01/15/2028 -0.01%
0.366 R ISWP JPL6M P 02/16/2028 -0.01%
0.766 R ISWP GBL6M P 09/15/2019 -0.01%
0.85 R ISWP FWD GBL6M P 12/20/2019 -0.01%
0.976 R ISWP EUR006M P 01/24/2028 -0.01%
0.9987 R ISWP EUR006M P 01/30/2028 -0.01%
1.863 R ISWP FWD GBL6M P 09/22/2032 -0.01%
1.912 R ISWP FWD GBL6M P 01/19/2032 -0.01%
2.55 R ISWP FWD AUDBB6M P 09/19/2023 -0.01%
2.875 R ISWP FWD US0003M P 09/19/2020 -0.01%
2.90375 R ISWP US0003M P 06/07/2020 -0.01%
2.95 R ISWP FWD US0003M P 09/19/2028 -0.01%
2.975 R ISWP FWD US0003M P 07/27/2028 -0.01%
2.976 R ISWP FWD US0003M P 08/07/2028 -0.01%
7.06 R ISWP JIBA3M P 01/25/2021 -0.01%
CAD/USD 07/18/2018 SSBT -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -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%
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 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%
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%
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-.7 2047-01-17 300.0 01/17/2047 MS -0.01%
CNH/USD 08/16/2018 GSFX -0.01%
CNH/USD 08/16/2018 HSBCB -0.01%
EUR/USD 09/19/2018 RBSF -0.01%
GBP/USD 09/19/2018 BCAP-FX -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 08/16/2018 JPMCB -0.01%
JPY/USD 08/16/2018 RBSF -0.01%
MXN/USD 07/18/2018 HSBCB -0.01%
OPTN FN30 3.5 09/06/18 PUT 97.6953125 JPMC -0.01%
OPTN FN30 3.5 09/06/18 PUT 97.953125 JPMC -0.01%
OPTN FN30 3.5 09/06/18 PUT 98.109375 JPMC -0.01%
OPTN FN30 3.5 09/06/18 PUT 98.265625 JPMC -0.01%
SWPTN 14WX10Y P 3.255 USD 08/28/2018 MS -0.01%
SWPTN 14WX10Y R 2.915 USD 07/25/2018 CS -0.01%
SWPTN 1MX10Y P 3.05 USD 07/13/2018 GS -0.01%
SWPTN 2YX1Y R 1.919 USD 08/15/2019 JP -0.01%
SWPTN 2YX1Y R 1.9325 USD 08/16/2019 BA -0.01%
SWPTN 2YX20Y R 2.36 USD 11/12/2019 JP -0.01%
SWPTN 2YX20Y R 2.584 USD 11/08/2019 GS -0.01%
SWPTN 2YX30Y R 2.43 USD 11/13/2019 MS -0.01%
SWPTN 2YX30Y R 2.615 USD 11/12/2019 CI -0.01%
SWPTN 3MX10Y P 3.029 USD 07/17/2018 CI -0.01%
SWPTN 3MX10Y P 3.24 USD 09/21/2018 MS -0.01%
SWPTN 3MX2Y P 2.975 USD 09/12/2018 JP -0.01%
SWPTN 3MX2Y P 3.055 USD 09/12/2018 JP -0.01%
SWPTN 5WX10Y P 3.1 USD 07/25/2018 CS -0.01%
SWPTN 5WX10Y P 3.1225 USD 07/23/2018 MS -0.01%
SWPTN 6WX10Y P 3.126 USD 08/03/2018 CI -0.01%
SWPTN LIABILITY 2YX10Y P 2.7725 USD 11/18/2019 GS -0.01%
SWPTN LIABILITY 2YX10Y R 2.2525 USD 11/12/2019 JP -0.01%
SWPTN LIABILITY 2YX5Y P 2.155 USD 11/13/2019 MS -0.01%
SWPTN LIABILITY 2YX5Y P 2.34 USD 11/12/2019 CI -0.01%
SWPTN LIABILITY 2YX5Y R 2.34 USD 11/12/2019 CI -0.01%
SWPTN LIABILITY 2YX5Y R 2.553 USD 11/08/2019 JP -0.01%
UKRPI R 3.325 P 03/15/23 -0.01%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.02%
0.21 R ISWP EURIBOR6MD P 05/04/2022 -0.02%
0.6975 R ISWP SES3M P 02/05/2023 -0.02%
1.61375 R ISWP FWD EUR006M P 10/27/2027 -0.02%
2.02 R ISWP CDOR03 P 11/02/2022 -0.02%
2.0525 R ISWP CDOR03 P 11/14/2022 -0.02%
2.70 R ISWP FWD NFIX3MID P 09/19/2023 -0.02%
2.74875 R ISWP FWD US0003M P 10/27/2027 -0.02%
2.899 R ISWP US0003M P 07/03/2028 -0.02%
3.395 R ISWP FWD AUDBB6M P 03/07/2028 -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -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 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 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%
CPURNSA P 2.19 R 12/06/27 -0.02%
CPURNSA P 2.1939 R 12/21/27 -0.02%
SWPTN 2YX10Y R 2.413 USD 06/03/2019 BA -0.02%
SWPTN 2YX10Y R 2.42 USD 06/03/2019 CI -0.02%
SWPTN 2YX20Y R 2.875 USD 11/18/2019 GS -0.02%
SWPTN 2YX30Y R 2.826 USD 11/08/2019 JP -0.02%
SWPTN LIABILITY 2YX10Y P 2.47 USD 11/08/2019 GS -0.02%
SWPTN LIABILITY 2YX10Y R 2.47 USD 11/08/2019 GS -0.02%
SWPTN LIABILITY 2YX3Y P 2.43 USD 02/15/2019 BC -0.02%
SWPTN LIABILITY 2YX3Y R 2.43 USD 02/15/2019 BC -0.02%
ZAR/USD 07/18/2018 GSFX -0.02%
0.6075 R ISWP SES3M P 01/24/2023 -0.03%
1.815 R ISWP FWD EUR006M P 02/27/2028 -0.03%
AUD/USD 07/18/2018 CSI-FX -0.03%
AUD/USD 07/18/2018 HSBCB -0.03%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -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%
CPTFEMU P 1.71 R 08/15/37 -0.03%
CPTFEMU P 1.735 R 09/15/37 -0.03%
CPURNSA P 2.085 R 07/03/27 -0.03%
SWPTN 2YX20Y P 2.875 USD 11/18/2019 GS -0.03%
SWPTN 2YX28Y R 2.7175 USD 01/24/2019 BA -0.03%
SWPTN 2YX30Y P 2.615 USD 11/12/2019 CI -0.03%
SWPTN 2YX30Y P 2.826 USD 11/08/2019 JP -0.03%
SWPTN 3MX2Y P 2.75 USD 08/29/2018 MS -0.03%
SWPTN 3MX2Y P 2.85 USD 09/04/2018 GS -0.03%
SWPTN 3MX2Y P 2.8875 USD 09/11/2018 GS -0.03%
SWPTN 3MX2Y R 2.85 USD 09/04/2018 GS -0.03%
SWPTN 5YX5Y R 1.106 GBP 11/03/2022 JP -0.03%
SWPTN LIABILITY 10YX20Y P 2.8175 USD 03/23/2027 GS -0.03%
SWPTN LIABILITY 10YX20Y R 2.8175 USD 03/23/2027 GS -0.03%
SWPTN LIABILITY 12YX10Y P 3.005 USD 11/16/2029 GS -0.03%
SWPTN LIABILITY 12YX10Y R 2.5 USD 11/09/2029 JP -0.03%
SWPTN LIABILITY 2YX10Y R 2.7725 USD 11/18/2019 GS -0.03%
SWPTN LIABILITY 7YX25Y P 2.902 USD 11/08/2024 JP -0.03%
SWPTN LIABILITY 7YX25Y R 2.505 USD 11/13/2024 MS -0.03%
0.66875 R ISWP SES3M P 01/30/2023 -0.04%
AUD/USD 07/18/2018 BCAP-FX -0.04%
AUD/USD 07/18/2018 JPMCB -0.04%
AUD/USD 07/18/2018 WPAC -0.04%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.04%
CPURNSA P 2.05 R 07/05/27 -0.04%
SWPTN 2YX30Y P 2.43 USD 11/13/2019 MS -0.04%
SWPTN 2YX30Y R 2.79 USD 02/15/2019 JP -0.04%
SWPTN 3MX10Y P 3.02 USD 07/27/2018 MS -0.04%
SWPTN 3MX2Y R 2.8875 USD 09/11/2018 GS -0.04%
SWPTN 3MX4Y P 2.973 USD 09/12/2018 CS -0.04%
SWPTN LIABILITY 12YX10Y P 2.725 USD 11/08/2029 GS -0.04%
SWPTN LIABILITY 12YX10Y R 2.725 USD 11/08/2029 GS -0.04%
SWPTN LIABILITY 12YX10Y R 3.005 USD 11/16/2029 GS -0.04%
SWPTN LIABILITY 2YX10Y P 2.2525 USD 11/12/2019 JP -0.04%
SWPTN LIABILITY 7YX25Y P 2.689 USD 11/12/2024 CI -0.04%
SWPTN LIABILITY 7YX25Y R 2.689 USD 11/12/2024 CI -0.04%
2.95 R ISWP FWD US0003M P 09/19/2023 -0.05%
5.93 R ISWP MXIBTIIE P 10/06/2021 -0.05%
AUD/USD 07/18/2018 CITI -0.05%
AUD/USD 07/18/2018 UBS -0.05%
CPTFEMU P 1.7138 R 08/15/37 -0.05%
SWPTN 1YX2Y P 2.813 USD 01/28/2019 BC -0.05%
SWPTN 1YX5Y P 3.09 USD 06/14/2019 CI -0.05%
SWPTN 2YX20Y P 2.584 USD 11/08/2019 GS -0.05%
SWPTN 5WX10Y R 2.98 USD 07/25/2018 BC -0.05%
SWPTN LIABILITY 12YX10Y P 2.5 USD 11/09/2029 JP -0.05%
SWPTN LIABILITY 2YX5Y P 2.203 USD 06/03/2019 BA -0.05%
SWPTN LIABILITY 2YX5Y P 2.205 USD 06/03/2019 BC -0.05%
SWPTN LIABILITY 2YX5Y R 2.203 USD 06/03/2019 BA -0.05%
SWPTN LIABILITY 2YX5Y R 2.205 USD 06/03/2019 BC -0.05%
SWPTN LIABILITY 2YX8Y P 2.5925 USD 01/24/2019 BA -0.05%
SWPTN LIABILITY 2YX8Y R 2.5925 USD 01/24/2019 BA -0.05%
SWPTN LIABILITY 7YX25Y P 2.505 USD 11/13/2024 MS -0.05%
SWPTN LIABILITY 7YX25Y R 2.902 USD 11/08/2024 JP -0.05%
AUD/USD 07/18/2018 BANKAM -0.06%
AUD/USD 07/18/2018 SSBT -0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.06%
SWPTN 2YX20Y P 2.36 USD 11/12/2019 JP -0.06%
SWPTN 3MX10Y R 2.99 USD 09/21/2018 MS -0.06%
SWPTN 3MX2Y P 2.655 USD 07/03/2018 MS -0.06%
SWPTN 5WX10Y R 2.9725 USD 07/23/2018 MS -0.06%
SWPTN 5WX10Y R 3.03 USD 07/09/2018 CI -0.06%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.07%
CPTFEMU P 1.71 R 07/15/37 -0.07%
SWPTN 1YX1Y P 2.25 USD 08/15/2018 JP -0.07%
SWPTN 1YX1Y P 2.2625 USD 08/16/2018 BA -0.07%
SWPTN 1YX2Y P 2.663 USD 01/14/2019 CI -0.07%
SWPTN 3MX4Y R 2.973 USD 09/12/2018 CS -0.07%
6.16 R ISWP MXIBTIIE P 01/01/2026 -0.08%
AUD/USD 07/18/2018 GSFX -0.08%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.08%
SWPTN 1MX10Y R 3.05 USD 07/13/2018 GS -0.08%
SWPTN 2YX30Y P 2.79 USD 02/15/2019 JP -0.08%
SWPTN LIABILITY 7YX5Y P 2.647 USD 06/03/2024 BA -0.08%
SWPTN LIABILITY 7YX5Y P 2.654 USD 06/03/2024 CI -0.08%
SWPTN LIABILITY 7YX5Y R 2.647 USD 06/03/2024 BA -0.08%
SWPTN LIABILITY 7YX5Y R 2.654 USD 06/03/2024 CI -0.08%
0.503 R ISWP FWD EUR006M P 03/21/2023 -0.09%
SWPTN 2YX28Y P 2.7175 USD 01/24/2019 BA -0.09%
SWPTN 1YX20Y R 1.6975 GBP 10/05/2018 GS -0.10%
SWPTN 1YX2Y P 2.77 USD 01/16/2019 JP -0.10%
SWPTN 7YX23Y R 3.0 USD 04/04/2025 MS -0.12%
SWPTN 7YX23Y R 3.0 USD 04/14/2025 MS -0.12%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.13%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.13%
SWPTN 10YX10Y P 2.01 EUR 12/20/2027 GS -0.13%
SWPTN 10YX10Y R 2.01 EUR 12/20/2027 GS -0.13%
SWPTN 2YX10Y P 2.413 USD 06/03/2019 BA -0.13%
SWPTN 2YX10Y P 2.42 USD 06/03/2019 CI -0.13%
SWPTN 3MX10Y R 3.02 USD 07/27/2018 MS -0.14%
SWPTN LIABILITY 10YX20Y P 2.785 USD 01/25/2027 BA -0.15%
SWPTN LIABILITY 10YX20Y R 2.785 USD 01/25/2027 BA -0.15%
CDX CDX.NA.HY.30 500.0 06/20/2023 -0.17%
SWPTN LIABILITY 5YX30Y P 2.8325 USD 02/15/2022 JP -0.18%
SWPTN LIABILITY 5YX30Y R 2.8325 USD 02/15/2022 JP -0.18%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.22%
SWPTN 2YX1Y P 1.919 USD 08/15/2019 JP -0.25%
SWPTN 2YX1Y P 1.9325 USD 08/16/2019 BA -0.25%
FNMA FN30 TBA 04.5000 07/01/2048 -1.51%
FNMA FN30 TBA 03.0000 08/01/2048 -2.33%

Prior top 10 holdings

Top 10 holdings as of 09/30/18
1: Fnma Fn30 Tba 03.5000 10/01/2048 8.96%
2: Gnma Gii30 Tba 04.5000 10/01/2048 2.97%
3: Fnma Fn30 Tba 04.0000 11/01/2048 2.90%
4: Fnma Fn30 Tba 05.5000 10/01/2048 1.54%
5: Gnma Gii30 Tba 04.0000 10/01/2048 1.46%
6: Fnma Fn30 Tba 02.5000 10/01/2048 1.33%
7: Petrobras Global Finance Usd 07.3750 01/17/2027 0.92%
8: Cas 2016-C03 2m2 08.1158 10/25/2028 0.87%
9: Petroleos Mexicanos Usd 04.5000 01/23/2026 0.81%
10: Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045 0.80%
Holdings represent 22.56% of portfolio
Top 10 holdings as of 08/31/18
1: Gnma Gii30 Tba 04.5000 09/01/2048 2.99%
2: Fnma Fn30 Tba 04.0000 10/01/2048 2.93%
3: Fnma Fn30 Tba 05.5000 09/01/2048 1.54%
4: Gnma Gii30 Tba 04.0000 09/01/2048 1.47%
5: Fnma Fn30 Tba 02.5000 09/01/2048 1.35%
6: Petrobras Global Finance Usd 07.3750 01/17/2027 0.90%
7: Cas 2016-C03 2m2 07.9648 10/25/2028 0.87%
8: Cas 2015-C03 1m2 07.0648 07/25/2025 0.81%
9: Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045 0.80%
10: Petroleos Mexicanos Usd 04.5000 01/23/2026 0.80%
Holdings represent 14.46% of portfolio
Top 10 holdings as of 07/31/18
1: Fnma Fn30 Tba 03.5000 09/01/2048 9.00%
2: Gnma Gii30 Tba 04.5000 08/01/2048 2.98%
3: Fnma Fn30 Tba 04.0000 08/01/2048 2.92%
4: Fnma Fn30 Tba 05.5000 08/01/2048 1.53%
5: Gnma Gii30 Tba 04.0000 08/01/2048 1.47%
6: Fnma Fn30 Tba 02.5000 08/01/2048 1.34%
7: Petrobras Global Finance Usd 07.3750 01/17/2027 0.94%
8: Cas 2016-C03 2m2 07.9636 10/25/2028 0.87%
9: Argentine Republic Usd 07.5000 04/22/2026 0.82%
10: Cas 2015-C03 1m2 07.0636 07/25/2025 0.82%
Holdings represent 22.69% of portfolio
Top 10 holdings as of 06/30/18
1: Gnma Gii30 Tba 04.5000 07/01/2048 3.01%
2: Fnma Fn30 Tba 04.0000 07/01/2048 2.95%
3: Fnma Fn30 Tba 05.5000 07/01/2048 1.55%
4: Gnma Gii30 Tba 04.0000 07/01/2048 1.48%
5: Fnma Fn30 Tba 02.5000 07/01/2048 1.36%
6: Cas 2016-C03 2m2 07.9911 10/25/2028 0.88%
7: Cas 2015-C03 1m2 07.0911 07/25/2025 0.84%
8: Petroleos Mexicanos Usd 04.5000 01/23/2026 0.82%
9: Argentine Republic Usd 07.5000 04/22/2026 0.80%
10: Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045 0.79%
Holdings represent 14.48% of portfolio

Sector Weightings as of 09/30/18

Cash Investment Non-Cash Investment Total Portfolio
Weight Spread Duration Weight Spread Duration Weight Spread Duration
Commercial MBS 9.29% 0.35 12.08% 0.36 21.37% 0.71
High-yield corporate bonds 23.36% 0.92 -3.07% -0.14 20.29% 0.78
Net cash 19.56% 0.00 0.00% 0.00 19.56% 0.00
Agency CMO 18.68% 0.73 0.72% 0.04 19.40% 0.77
Residential MBS (non-agency) 11.31% 0.55 0.00% 0.00 11.31% 0.55
Emerging-market bonds 10.29% 0.53 0.00% 0.00 10.29% 0.53
Agency pass-through 0.00% 0.00 8.05% 0.54 8.05% 0.54
International Treasury/agency 2.91% 0.19 0.00% -0.19 2.91% 0.00
Investment-grade corporate bonds 1.77% 0.13 0.00% 0.00 1.77% 0.13
Bank loans 1.56% 0.06 0.00% 0.00 1.56% 0.06
Convertible securities 1.05% 0.01 0.00% 0.00 1.05% 0.01
Equity investments 0.22% 0.00 0.00% 0.00 0.22% 0.00
Interest rate swaps 0.00% 0.00 0.00% -3.30 0.00% -3.30
U.S. Treasury/agency 0.00% 0.00 0.00% 0.11 0.00% 0.11

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 09/30/18

United States 81.83%
Greece 2.91%
Argentina 2.67%
Brazil 2.09%
Indonesia 1.58%
Canada 1.56%
Mexico 1.53%
Luxembourg 0.73%
Russia 0.55%
 
Other
4.55%
United Kingdom 0.53%
Ivory Coast 0.50%
Egypt 0.47%
Netherlands 0.41%
Bermuda 0.37%
France 0.32%
Venezuela 0.30%
Dominican Republic 0.28%
Ireland 0.24%
Jamaica 0.16%
Germany 0.15%
Norway 0.15%
Cayman Islands 0.12%
Hong Kong 0.12%
El Salvador 0.11%
Senegal 0.10%
Switzerland 0.10%
Italy 0.09%
Sweden 0.07%
Spain 0.05%
New Zealand 0.04%
India 0.01%
Israel 0.01%
European Community -0.02%
Australia -0.13%

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