Master Intermediate Income Trust (Class A)  (NYSE: PIM)

A closed-end fund seeking high current income and relative stability of net asset value by investing in a wide variety of fixed-income securities globally.

Highlights

Objective

The fund seeks to provide high current income and relative stability of net asset value. The fund pursues its goal by investing in U.S. high-grade, high-yield, and international fixed-income securities with limited maturities.

Daily pricing as of 10/19/18

Ticker NYSE: PIM
Net asset value $4.92
Net asset value change 0.00
Market price $4.48
Market price change 0.00
Discount/Premium -8.94%
Dividend rate at net asset value 5.37%
Dividend rate at market price 5.89%

Fund facts as of 09/30/18

Inception date
04/29/88
Total net assets
$262.56M
Dividend frequency
Monthly
Number of holdings
1519
Product status
Trades on secondary market
Common share CUSIP
746909100
Ticker
NYSE: PIM
Fiscal year-end
September
Category
Closed End
Turnover (fiscal year end)
976%
Number of common share accounts
--
Outstanding common shares
-
AMT
N/A

Management team

Chief Investment Officer, Fixed Income
Portfolio Manager
Portfolio Manager
Portfolio Manager
Co-Head of Fixed Income
Co-Head of Fixed Income


Literature

Fund documents

Annual Report (PDF)
Semiannual Report (PDF)
Analyst Report (PDF)

How the Japan election may influence global interest rates
The Japan election could have consequences for the future leadership of the Bank of Japan and the country's impact on global interest rate trends.
Why Brazil's crisis creates new concerns
The revelations of May 17 may pose a threat to President Temer's administration, and therefore a threat to Brazil's short- and medium-term economic outlook.
See the dove in the Fed's dot plot
The market sees a more hawkish Fed in the December 2016 rate hike, but we see see signs of a dove in the Fed's dot plot.

Performance

  • Performance as of 09/30/18

  • Annual performance as of 09/30/18

Last month Last quarter Year to date 1 yr. 3 yrs. 5 yrs. 10 yrs.
Net asset value 0.65% -0.28% 2.73% 4.13% 5.74% 3.91% 6.38%
Market price -0.84% -1.82% -0.81% 1.66% 6.89% 5.05% 6.67%
Comparative index: ICE BofAML U.S. Treasury Bill Index†
Net asset value 0.15% 0.49% 1.29% 1.54% 0.82% 0.52% 0.40%

Data is historical. Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Investment return at both net asset value and market price as well as principal value will fluctuate, and you may have a gain or a loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Performance at net asset value reflects the deduction of all management and administrative fees. 12b-1 (distribution) fees are not applicable to this fund.

Performance snapshot

  Net asset value Market price
1 mt. 0.65% -0.84%
as of 09/30/18
YTD 2.32% -
as of 10/19/18

Lipper rankings as of 09/30/18

Time period Rank/Funds in category Percentile ranking
1 yr. 22/39 55%
3 yrs. 27/33 80%
5 yrs. 25/28 87%
10 yrs. 16/18 85%
Lipper category: General Bond Funds

Distribution history (past 12 mts.)

Ex-distribution date Distribution amount
per common share
09/24/18 $00.022
08/24/18 $00.022
07/24/18 $00.022
06/22/18 $00.022
05/24/18 $00.025
04/24/18 $00.025
03/23/18 $00.026
02/23/18 $00.026
01/24/18 $00.026
12/22/17 $00.026
11/24/17 $00.026
10/24/17 $00.026

Distributions are sourced entirely from net investment income, unless noted otherwise. Distribution rates represent the latest declared regular distribution, annualized, relative to the most recent market price and NAV. Special distributions, including special capital gains distributions, are not included in the calculation.

Risk characteristics 

Average effective maturity 6.08
Average stated maturity N/A
Average effective duration
without leverage
-0.84
Average effective duration
with leverage
-0.84
Average yield to maturity 6.89
Average price 83.39
Average coupon 5.73

Data is historical. Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Investment return at both net asset value and market price as well as principal value will fluctuate, and you may have a gain or a loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Performance at net asset value reflects the deduction of all management and administrative fees. 12b-1 (distribution) fees are not applicable to this fund.

Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.

The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.

The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.


Holdings

Top 10 holdings as of 09/30/18

Fnma Fn30 Tba 03.5000 10/01/2048 11.24%
Fnma Fn30 Tba 04.0000 11/01/2048 4.23%
Gnma Gii30 Tba 04.5000 10/01/2048 3.15%
Petrobras Global Finance Usd 07.3750 01/17/2027 1.73%
Hellenic Republic Regs 03.0000 02/24/2024 1.64%
Gnma Gii30 Tba 04.0000 10/01/2048 1.55%
Fnma Fn30 Tba 05.5000 10/01/2048 1.22%
Hellenic Republic Regs 03.0000 02/24/2023 1.08%
Cwalt 2006-Oa10 4a1 02.4058 08/25/2046 1.03%
Petroleos Mexicanos Usd 04.5000 01/23/2026 0.78%
Top 10 holdings, percent of portfolio 27.65%

Full portfolio holdings as of 06/30/18

FNMA FN30 TBA 03.5000 08/01/2048 10.00%
FNMA FN30 TBA 04.0000 07/01/2048 4.18%
GNMA GII30 TBA 04.5000 07/01/2048 3.10%
HELLENIC REPUBLIC REGS 03.0000 02/24/2024 1.63%
GNMA GII30 TBA 04.0000 07/01/2048 1.53%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 1.32%
FNMA FN30 TBA 05.5000 07/01/2048 1.20%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 1.07%
CWALT 2006-OA10 4A1 02.2811 08/25/2046 1.04%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.77%
CSMC 2010-18R 6A4 04.0155 09/28/2036 0.75%
CAS 2016-C03 2M2 07.9911 10/25/2028 0.74%
FED REPUBLIC OF BRAZIL USD 04.6250 01/13/2028 0.73%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.70%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.70%
GECMC 2005-C1 D 04.4139 06/10/2048 0.69%
CAS 2015-C04 1M2 07.7911 04/25/2028 0.65%
WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 0.59%
CAS 2016-C02 1B 14.3411 09/25/2028 0.57%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.56%
GNR 2016-H23 NI IO 01.8293 10/20/2066 0.55%
RUSSIAN FEDERATION REGS 04.5000 04/04/2022 0.54%
GNR 2017-H16 JI IO 02.5036 08/20/2067 0.51%
PETROLEOS MEXICANOS USD 08.0000 05/03/2019 0.51%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.50%
CAS 2017-C03 1B1 06.9411 10/25/2029 0.48%
STACR 2016-DNA1 B 12.0911 07/25/2028 0.45%
MSBAM 2014-C17 D P/P 144A 04.8597 08/15/2047 0.42%
JPMBB 2013-C14 F P/P 144A 03.5980 08/15/2046 0.40%
CAS 2015-C03 1M2 07.0911 07/25/2025 0.39%
MSBAM 2013-C10 E P/P 144A 04.2189 07/15/2046 0.39%
CMLTI 2007-AMC3 A2D 02.4411 03/25/2037 0.38%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.38%
BCAP 2011-RR3 3A6 03.6529 11/27/2036 0.37%
2.75 R ISWP FWD US0003M P 06/20/2023 0.36%
BSCMS 2007-T26 AJ 05.5660 01/12/2045 0.36%
CSAIL 2015-C1 D P/P 144A 03.9401 04/15/2050 0.36%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.36%
FHR 4604 QI IO 03.5000 07/15/2046 0.36%
PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 0.35%
SPRINT CORP 07.8750 09/15/2023 0.35%
CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 0.34%
MLCFC 2006-4 C 05.3240 12/12/2049 0.34%
WAMU 2005-AR13 A1C3 02.5811 10/25/2045 0.34%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 0.34%
JPMBB 2014-C18 D P/P 144A 04.9744 02/15/2047 0.33%
CWALT 2005-38 A3 02.4411 09/25/2035 0.32%
GNR 2017-H16 IG IO 01.8204 07/20/2067 0.32%
LETRAS BANCO CENT ARGENT 00.0000 09/19/2018 0.32%
STACR 2015-DNA3 B 11.4411 04/25/2028 0.32%
GNR 2015-186 AI IO 04.0000 12/20/2045 0.31%
CAS 2016-C03 1B 13.8411 10/25/2028 0.30%
GNR 2016-H10 AI IO 01.3964 04/20/2066 0.30%
CAS 2016-C01 1B 13.8411 08/25/2028 0.29%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.29%
GNR 2017-93 TI IO 04.0000 03/20/2044 0.29%
GNR 2017-H08 NI IO 02.0977 03/20/2067 0.29%
JPMBB 2014-C25 D P/P 144A 04.0935 11/15/2047 0.29%
DOMINICAN REPUBLIC P/P 144A 05.5000 01/27/2025 0.27%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.27%
FHR 4580 ID IO 03.5000 08/15/2045 0.26%
GNR 2018-H03 XI IO 02.0447 02/20/2068 0.26%
WFRBS 2014-C19 E P/P 144A 05.1366 03/15/2047 0.26%
AES CORP/THE 05.5000 04/15/2025 0.25%
FHR 4425 IO IO 04.0000 01/15/2045 0.25%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.25%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.25%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.25%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.25%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.24%
SWPTN 1YX1Y P 1.919 USD 08/15/2018 JP 0.24%
ALTICE FRANCE SA P/P 144A 06.0000 05/15/2022 0.23%
CAS 2015-C03 2M2 07.0911 07/25/2025 0.23%
GNR 2016-42 IO IO 05.0000 02/20/2046 0.23%
GNR 2017-H06 BI IO 02.2713 02/20/2067 0.23%
GNR 2017-H09 IO IO 01.7043 04/20/2067 0.23%
GNR 2017-H16 IH IO 01.9295 07/20/2067 0.23%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 0.23%
LETRAS BANCO CENT ARGENT 00.0000 08/15/2018 0.23%
MSC 2008-T29 D P/P 144A 06.3676 01/11/2043 0.23%
PETROBRAS GLOBAL FIN P/P 144A 05.2990 01/27/2025 0.23%
RMIR 2018-1 M2 04.2100 03/25/2028 0.23%
SWPTN 1YX1Y P 1.9325 USD 08/16/2018 BA 0.23%
FHR 4452 QI IO 04.0000 11/15/2044 0.22%
GNR 2010-35 DI IO 04.5000 03/20/2040 0.22%
GNR 2016-104 GI IO 04.5000 01/20/2046 0.22%
JPMBB 2013-C14 D P/P 144A 04.7172 08/15/2046 0.22%
MSBAM 2013-C10 D P/P 144A 04.2189 07/15/2046 0.22%
STACR 2016-HQA2 M3 07.2411 11/25/2028 0.22%
GNR 2014-44 IA IO 03.5000 05/20/2028 0.21%
GNR 2016-H09 BI IO 02.0406 04/20/2066 0.21%
GNR 2016-H16 EI IO 02.4833 06/20/2066 0.21%
GNR 2016-H22 AI IO 01.8415 10/20/2066 0.21%
CWALT 2006-OA7 1A2 02.4981 06/25/2046 0.20%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.20%
FNR 2010-99 NI IO 06.0000 09/25/2040 0.20%
GNR 2017-H12 QI IO 01.9066 05/20/2067 0.20%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.20%
STACR 2015-DNA2 B 09.6411 12/25/2027 0.20%
WAMU 2005-AR10 1A3 03.3594 09/25/2035 0.20%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.19%
BSCMS 2005-PWR7 B 05.2140 02/11/2041 0.19%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.19%
CWALT 2007-OA8 2A1 02.2711 06/25/2047 0.19%
FHR 4077 IK IO 05.0000 07/15/2042 0.19%
FHR 4546 TI IO 04.0000 12/15/2045 0.19%
GNR 2014-100 NI IO 04.0000 06/20/2043 0.19%
GNR 2015-H20 CI IO 01.5873 08/20/2065 0.19%
GNR 2016-H06 DI IO 01.5779 07/20/2065 0.19%
GNR 2017-H11 DI IO 01.7873 05/20/2067 0.19%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.19%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.19%
SERVICE CORP INTL 05.3750 05/15/2024 0.19%
ALTA MESA HLDGS 07.8750 12/15/2024 0.18%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.18%
FHR 4501 BI IO 03.5000 10/15/2043 0.18%
FNR 2016-102 JI IO 03.5000 02/25/2046 0.18%
FNR 2016-96 ST IO 04.0089 12/25/2046 0.18%
GNR 2015-187 JI IO 04.0000 03/20/2045 0.18%
GNR 2015-40 IO IO 04.0000 03/20/2045 0.18%
GNR 2015-64 YI IO 04.0000 11/20/2044 0.18%
GNR 2016-H02 HI IO 01.3357 01/20/2066 0.18%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 0.18%
MSBAM 2013-C10 F P/P 144A 04.2189 07/15/2046 0.18%
CWALT 2005-59 1A1 02.4138 11/20/2035 0.17%
CWALT 2006-OA10 3A1 02.2811 08/25/2046 0.17%
FNR 2016-97 KI IO 03.0000 06/25/2040 0.17%
GNR 2012-140 IC IO 03.5000 11/20/2042 0.17%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.17%
GNR 2014-H21 BI IO 01.5398 10/20/2064 0.17%
GNR 2015-52 KI IO 03.5000 11/20/2040 0.17%
GNR 2015-53 MI IO 04.0000 04/16/2045 0.17%
GNR 2017-H16 FI IO 02.4348 08/20/2067 0.17%
GSMS 2013-GC10 E P/P 144A 04.5576 02/10/2046 0.17%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.17%
WFMBS 2006-AR2 1A1 03.8211 03/25/2036 0.17%
WFMBS 2006-AR5 1A1 04.1838 04/25/2036 0.17%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.16%
BSCMS 2005-PWR7 D 05.3040 02/11/2041 0.16%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.16%
FHR 4165 TI IO 03.0000 12/15/2042 0.16%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.16%
GNR 2016-H03 DI IO 02.0162 12/20/2065 0.16%
GNR 2016-H18 QI IO 01.8402 06/20/2066 0.16%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.16%
SAMI 2006-AR7 A1A 02.3011 08/25/2036 0.16%
UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 0.16%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.15%
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%
COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 0.15%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.15%
CWALT 2006-OA7 1A1 02.6635 06/25/2046 0.15%
GNR 2013-22 IE IO 05.0000 02/20/2043 0.15%
GNR 2014-100 LI IO 04.5000 10/16/2043 0.15%
GNR 2015-62 IL IO 03.5000 02/16/2042 0.15%
GNR 2015-95 PI IO 03.5000 07/20/2045 0.15%
GNR 2015-H24 AI IO 01.5035 09/20/2065 0.15%
GNR 2016-48 MI IO 03.5000 04/16/2046 0.15%
GNR 2016-H03 AI IO 01.5419 01/20/2066 0.15%
GNR 2016-H06 CI IO 01.1921 02/20/2066 0.15%
GNR 2017-165 IM IO 03.5000 11/20/2047 0.15%
GNR 2017-H02 BI IO 02.3476 01/20/2067 0.15%
JPMCC 2007-CB20 E P/P 144A 06.4413 02/12/2051 0.15%
JPMCC 2011-C3 F P/P 144A 05.8653 02/15/2046 0.15%
CAS 2017-C01 1M2 05.6411 07/25/2029 0.14%
CAS 2017-C02 2B1 07.5911 09/25/2029 0.14%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.14%
CWALT 2005-38 A1 03.0581 09/25/2035 0.14%
FNR 2011-101 SA IO 03.8089 10/25/2041 0.14%
FNR 2012-30 HI IO 04.5000 12/25/2040 0.14%
FNR 2013-107 SB IO 03.8589 02/25/2043 0.14%
FNR 2017-7 JI IO 04.0000 02/25/2047 0.14%
GNR 2012-136 BI IO 03.5000 11/20/2042 0.14%
GNR 2014-119 SA IO 03.5163 08/20/2044 0.14%
GNR 2015-H20 AI IO 01.8211 08/20/2065 0.14%
GNR 2015-H23 BI IO 01.7223 09/20/2065 0.14%
GNR 2016-H17 KI IO 02.1052 07/20/2066 0.14%
GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 0.14%
JPALT 2007-A2 12A1 02.2911 06/25/2037 0.14%
LNSTR 2015-3 C P/P 144A 03.2457 04/20/2048 0.14%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.14%
SAMI 2006-AR7 A1BG 02.2111 08/25/2036 0.14%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.14%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 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%
T-MOBILE USA INC 06.3750 03/01/2025 0.14%
UNITYMEDIA HESSEN / NRW REGS 06.2500 01/15/2029 0.14%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.14%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.13%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.13%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.13%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.13%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.13%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.13%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.13%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 0.13%
FHR 4510 HI IO 03.0000 03/15/2040 0.13%
FNR 2015-88 QI IO 04.0000 10/25/2044 0.13%
GNR 2013-151 IB IO 04.5000 02/20/2040 0.13%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.13%
GNR 2015-64 PI IO 03.5000 05/20/2045 0.13%
MSC 2008-T29 F P/P 144A 06.3676 01/11/2043 0.13%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.13%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.13%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.13%
RALI 2006-QO5 1A1 02.3061 05/25/2046 0.13%
REPUBLIC OF INDONESIA REGS 04.1250 01/15/2025 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%
STACR 2015-HQA2 B 12.5911 05/25/2028 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%
WBCMT 2006-C26 AJ 06.2295 06/15/2045 0.13%
BSCMS 2006-PW11 B P/P 144A 05.2830 03/11/2039 0.12%
COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 0.12%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.12%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.12%
CWCI 2007-C3 AJ 06.0153 05/15/2046 0.12%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.12%
GNR 2012-47 CI IO 04.0000 03/20/2042 0.12%
GNR 2013-22 OI IO 05.0000 01/20/2043 0.12%
GNR 2013-34 IH IO 04.5000 03/20/2043 0.12%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.12%
GNR 2014-20 SQ IO 04.0163 07/20/2043 0.12%
GNR 2015-H25 EI IO 01.8442 10/20/2065 0.12%
GNR 2016-H14 IO IO 01.6700 06/20/2066 0.12%
GNR 2017-42 IC IO 04.5000 08/20/2041 0.12%
GREAT LAKES D&D 08.0000 05/15/2022 0.12%
GSR 2007-OA1 2A3A 02.4011 05/25/2037 0.12%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.12%
JPMCC 2012-C6 E P/P 144A 05.3121 05/15/2045 0.12%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.12%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.12%
SWPTN LIABILITY 2YX28Y P 2.7175 USD 01/24/2019 BA 0.12%
SWPTN LIABILITY 2YX28Y R 2.7175 USD 01/24/2019 BA 0.12%
WAMU 2005-AR19 A1C4 02.4911 12/25/2045 0.12%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.11%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.11%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.11%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.11%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.11%
COMM 2012-CR3 E P/P 144A 04.9139 10/15/2045 0.11%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.11%
CSMC 2007-C4 C P/P 144A 06.2361 09/15/2039 0.11%
CWALT 2006-45T1 2A7 02.4311 02/25/2037 0.11%
FHR 3852 SC IO 04.5768 04/15/2040 0.11%
FNR 2017-15 LI IO 04.0000 06/25/2046 0.11%
GCCFC 2005-GG5 B 05.6065 04/10/2037 0.11%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.11%
GNR 2015-H15 BI IO 02.0153 06/20/2065 0.11%
GNR 2016-37 IW IO 04.5000 02/20/2046 0.11%
GNR 2017-11 PI IO 04.0000 12/20/2046 0.11%
GNR 2017-H19 MI IO 02.0275 04/20/2067 0.11%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.11%
GSAA 2006-8 2A2 02.2711 05/25/2036 0.11%
HCA INC 06.5000 02/15/2020 0.11%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.11%
JPMBB 2014-C18 E P/P 144A 04.4744 02/15/2047 0.11%
MLMT 2008-C1 D P/P 144A 06.5941 02/12/2051 0.11%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 0.11%
REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 0.11%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.11%
SPRINT CORP 07.2500 09/15/2021 0.11%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.11%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.11%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.11%
SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 0.11%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.11%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.10%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.10%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.10%
FHR 4122 TI IO 04.5000 10/15/2042 0.10%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.10%
GNR 2013-H08 CI IO 01.6665 02/20/2063 0.10%
GNR 2014-147 IJ IO 04.5000 02/20/2044 0.10%
GNR 2014-76 IO IO 05.0000 05/20/2044 0.10%
GNR 2015-187 KI IO 05.0000 06/20/2043 0.10%
GNR 2015-H10 BI IO 02.1056 04/20/2065 0.10%
GNR 2016-29 IO IO 04.0000 02/16/2046 0.10%
GNR 2016-H24 CI IO 01.6904 10/20/2066 0.10%
HUSKY TLB L+300 05.2018 03/28/2025 0.10%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.10%
JO-ANN STORES 2NDL L+925 11.6038 05/21/2024 0.10%
MSC 2004-RR F7 P/P 144A 06.0000 04/28/2039 0.10%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.10%
PETROLEOS MEXICANOS USD 05.3750 03/13/2022 0.10%
SERVICE CORP INTL 05.3750 01/15/2022 0.10%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.10%
STACR 2016-HQA3 M3 05.9411 03/25/2029 0.10%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.10%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.10%
AVAYA TLB L+425 06.3232 12/15/2024 0.09%
BALTA 2004-3 B 05.0161 04/25/2034 0.09%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.09%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.09%
CALPINE CORPORATION 05.7500 01/15/2025 0.09%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.09%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.09%
CIT GROUP INC. 05.2500 03/07/2025 0.09%
CLEAR CHANNEL TLD L+675 08.8435 01/30/2019 0.09%
COMMERZBANK AG P/P 144A 08.1250 09/19/2023 0.09%
CONSTELLIUM NV P/P 144A 05.7500 05/15/2024 0.09%
CONSTELLIUM NV P/P 144A 05.8750 02/15/2026 0.09%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.09%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.09%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 0.09%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.09%
DISH DBS CORP 05.8750 11/15/2024 0.09%
FHR 4062 DI IO 04.0000 09/15/2039 0.09%
FHR 4193 PI IO 04.0000 03/15/2043 0.09%
FIRST QUANTUM MINERA P/P 144A 07.2500 05/15/2022 0.09%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.09%
GNR 2012-113 ID IO 03.5000 09/20/2042 0.09%
GNR 2013-54 JI IO 03.5000 02/20/2043 0.09%
GNR 2015-167 BI IO 04.5000 04/16/2045 0.09%
GNR 2017-38 DI IO 05.0000 03/16/2047 0.09%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.09%
INFOR US INC 06.5000 05/15/2022 0.09%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.09%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.09%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.09%
NZD/USD 07/18/2018 GSFX 0.09%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.09%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.09%
PROVINCIA DE BUENOS P/P 144A 35.8577 05/31/2022 0.09%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.09%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.09%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.09%
SWPTN 4YX1Y P 2.25 USD 08/16/2021 JP 0.09%
SWPTN 4YX1Y P 2.2625 USD 08/16/2021 BA 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%
TENET HEALTHCARE 06.0000 10/01/2020 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%
US CONCRETE INC 06.3750 06/01/2024 0.09%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.09%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.09%
WAMU 2005-AR19 A1B3 02.4411 12/25/2045 0.09%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.09%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.09%
WFRBS 2013-C12 E P/P 144A 03.5000 03/15/2048 0.09%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.09%
ALTICE US FIN II CRP P/P 144A 07.7500 07/15/2025 0.08%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.08%
BRAND ENERGY TL L+425 06.6108 06/21/2024 0.08%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.08%
CAS 2015-C01 2M2 06.6411 02/25/2025 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%
CCMFC 2006-4A A2 02.2711 11/25/2047 0.08%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.08%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.08%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.08%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.08%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.08%
FHR 4678 MS IO 05.1072 04/15/2047 0.08%
FNR 2012-36 SN IO 04.3589 04/25/2042 0.08%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.08%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.08%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.08%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.08%
GNR 2015-124 DI IO 03.5000 01/20/2038 0.08%
GNR 2015-H08 CI IO 01.7870 03/20/2065 0.08%
GNR 2017-118 KI IO 03.5000 10/20/2046 0.08%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.08%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.08%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.08%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 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%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.08%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.08%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.08%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.08%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.08%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 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 2YX5Y P 2.203 USD 06/03/2019 BA 0.08%
SWPTN 2YX5Y P 2.205 USD 06/03/2019 BC 0.08%
SWPTN 7YX5Y P 2.647 USD 06/03/2024 BA 0.08%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI 0.08%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.08%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.08%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.08%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.08%
UNIVISION COMM P/P 144A 05.1250 05/15/2023 0.08%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 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%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.07%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 0.07%
ALTICE FINANCING SA P/P 144A 07.5000 05/15/2026 0.07%
ALTICE FRANCE SA P/P 144A 06.2500 05/15/2024 0.07%
AMC ENT HOLDIN 06.1250 05/15/2027 0.07%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 0.07%
ANTERO RESOURCES 05.3750 11/01/2021 0.07%
APERGY CORP P/P 144A 06.3750 05/01/2026 0.07%
ASHTEAD CAPITAL INC P/P 144A 04.1250 08/15/2025 0.07%
BARCLAYS PLC USD 04.8360 05/09/2028 0.07%
BIOSCRIP INC 08.8750 02/15/2021 0.07%
CAS 2016-C04 1M2 06.3411 01/25/2029 0.07%
CENTENE CORP 06.1250 02/15/2024 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%
CWALT 2006-OA10 1A1 02.5181 08/25/2046 0.07%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 0.07%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.07%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.07%
FNR 2013-41 IP IO 04.0000 05/25/2043 0.07%
FNR 2013-60 IP IO 04.0000 10/25/2042 0.07%
FORTERRA TL L+300 05.0935 10/25/2023 0.07%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.07%
GNR 2009-121 BI IO 04.5000 12/16/2039 0.07%
GNR 2010-20 UI IO 05.0000 02/20/2040 0.07%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.07%
GNR 2014-122 IC IO 05.0000 08/20/2044 0.07%
GNR 2015-96 NI IO 03.5000 01/20/2039 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%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 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%
INTESA SANPAOLO SPA P/P 144A 05.0170 06/26/2024 0.07%
ITRON INC P/P 144A 05.0000 01/15/2026 0.07%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.07%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.07%
MSBAM 2013-C11 F P/P 144A 04.5029 08/15/2046 0.07%
NABORS IND INC P/P 144A 05.7500 02/01/2025 0.07%
NRG ENERGY INC 06.6250 01/15/2027 0.07%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.07%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.07%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.07%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.07%
PULTEGROUP INC 05.5000 03/01/2026 0.07%
REVLON CONS TLB L+350 05.5935 09/07/2023 0.07%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.07%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.07%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.07%
SCHAEFFLER VERWA P/P 144A 04.7500 09/15/2026 0.07%
SESI LLC 07.7500 09/15/2024 0.07%
STEARNS HOLDINGS LLC P/P 144A 09.3750 08/15/2020 0.07%
SWPTN 1MX10Y R 2.965 USD 07/13/2018 GS 0.07%
SWPTN 3MX10Y R 2.89 USD 09/21/2018 MS 0.07%
SWPTN 5WX10Y R 2.9125 USD 07/23/2018 MS 0.07%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 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%
TRANSDIGM INC 06.5000 07/15/2024 0.07%
UPC HOLDING BV P/P 144A 05.5000 01/15/2028 0.07%
USG CORP P/P 144A 04.8750 06/01/2027 0.07%
WAMU 2005-AR14 1A2 03.4129 12/25/2035 0.07%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.07%
WINDSTREAM SRVC / FIN 06.3750 08/01/2023 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%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.06%
AES CORP/THE 05.1250 09/01/2027 0.06%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.06%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.06%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 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%
CABLEVISION SYS CORP 08.0000 04/15/2020 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%
CENTURYLINK INC 06.7500 12/01/2023 0.06%
CHEMOURS CO 06.6250 05/15/2023 0.06%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.06%
CIT GROUP INC 05.0000 08/01/2023 0.06%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.06%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 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%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.06%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.06%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.06%
FHR 4183 MI IO 03.0000 02/15/2042 0.06%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.06%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.06%
FNR 2010-35 SG IO 04.3089 04/25/2040 0.06%
FNR 2013-44 PI IO 04.0000 01/25/2043 0.06%
FNR 2013-53 JI IO 03.0000 12/25/2041 0.06%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.06%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.06%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.06%
GNR 2012-146 IO IO 05.0000 12/20/2042 0.06%
GNR 2013-6 IC IO 05.0000 01/20/2043 0.06%
GNR 2014-4 IC IO 04.0000 01/20/2044 0.06%
GNR 2015-79 GI IO 05.0000 10/20/2039 0.06%
GNR 2015-H26 CI IO 00.7167 08/20/2065 0.06%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.06%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.06%
ISTAR INC 06.0000 04/01/2022 0.06%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.06%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 0.06%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 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%
MGM RESORTS INTL 06.6250 12/15/2021 0.06%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.06%
NZD/USD 07/18/2018 UBS 0.06%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 0.06%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.06%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.06%
SM ENERGY CO 06.5000 11/15/2021 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%
T-MOBILE USA INC 06.0000 03/01/2023 0.06%
TRANSDIGM INC 06.3750 06/15/2026 0.06%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.06%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.06%
VALEANT PHARMA P/P 144A 07.0000 03/15/2024 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%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.06%
WFCM 2013-LC12 D P/P 144A 04.4231 07/15/2046 0.06%
1.3975 R ISWP JPL6M P 02/19/2020 0.05%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.05%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.05%
ADS INC P/P 144A 05.6250 11/15/2024 0.05%
AVAYA HOLDINGS CORP 0.05%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.05%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.05%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.05%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.05%
CENTENE CORP 04.7500 05/15/2022 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.7 2047-01-17 500.0 01/17/2047 ML 0.05%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.05%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.05%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.05%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.05%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.05%
EAGLECLAW MID TL L+425 06.4211 06/30/2024 0.05%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 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 4000 PI IO 04.5000 01/15/2042 0.05%
FNR 2011-59 BI IO 06.0000 08/25/2040 0.05%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.05%
FRAC TECH INTL TLB L+475 06.8435 04/16/2021 0.05%
GENON ENERGY INC. 09.8750 10/15/2020 0.05%
GNR 2012-56 IB IO 04.0000 04/20/2042 0.05%
GNR 2013-165 IL IO 04.0000 03/20/2043 0.05%
GNR 2013-28 IO IO 03.5000 02/20/2043 0.05%
GNR 2016-168 AI IO 05.0000 07/20/2045 0.05%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.05%
JPMCC 2007-CB20 C P/P 144A 06.4413 02/12/2051 0.05%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.05%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 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%
MHL 2005-3 M2 02.8861 08/25/2035 0.05%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.05%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.05%
NEIMAN MARCUS TL L+325 05.2630 10/25/2020 0.05%
NETFLIX INC P/P 144A 05.8750 11/15/2028 0.05%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.05%
NRG ENERGY INC 07.2500 05/15/2026 0.05%
NZD/USD 07/18/2018 JPMCB 0.05%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.05%
OWENS CORNING 04.2000 12/01/2024 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%
RACKSPACE HOSTING INC L+300 05.3631 11/03/2023 0.05%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.05%
REYNOLDS GROUP TL L+300 04.8435 02/05/2023 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%
STARWOOD PROP TR P/P 144A 04.7500 03/15/2025 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%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.05%
TENNANT CO 05.6250 05/01/2025 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%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.05%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.05%
VALEANT PHARMA P/P 144A 06.5000 03/15/2022 0.05%
VALEANT PHARMA P/P 144A 08.5000 01/31/2027 0.05%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.05%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.05%
VIRGIN MEDIA SECURED FIN REGS 05.1250 01/15/2025 0.05%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 0.05%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.05%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 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%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.04%
ALTICE LUXEMBOURG SA REGS 06.2500 02/15/2025 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%
BERRY GLOBAL INC 05.5000 05/15/2022 0.04%
CAS 2015-C02 2M2 06.0911 05/25/2025 0.04%
CAS 2015-C04 2M2 07.6411 04/25/2028 0.04%
CAS 2016-C06 1M2 06.3411 04/25/2029 0.04%
CCO HOLDINGS LLC P/P 144A 05.1250 05/01/2027 0.04%
CEC ENT INC 08.0000 02/15/2022 0.04%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.04%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.04%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.04%
CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021 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%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 0.04%
ENSCO PLC USD 07.7500 02/01/2026 0.04%
EUROPCAR GROUPE SA REGS 04.1250 11/15/2024 0.04%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.04%
FHR 4105 HI IO 03.5000 07/15/2041 0.04%
FNR 2006-62 PS 27.3532 07/25/2036 0.04%
FNR 2012-127 BI IO 04.5000 11/25/2042 0.04%
FNR 2012-145 TI IO 03.0000 11/25/2042 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 2013-6 CI IO 05.0000 12/20/2042 0.04%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.04%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.04%
HCA INC 05.2500 06/15/2026 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%
JC PENNEY CORP INC P/P 144A 05.8750 07/01/2023 0.04%
KRONOS 2NDL L+825 10.6080 11/01/2024 0.04%
LBUBS 2006-C6 C 05.4820 09/15/2039 0.04%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.04%
MASTEC INC 04.8750 03/15/2023 0.04%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.04%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 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%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.04%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.04%
NOVAFIVES REGS 04.5000 06/30/2021 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%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.04%
PQ CORP P/P 144A 05.7500 12/15/2025 0.04%
QEP RESOURCES INC 05.6250 03/01/2026 0.04%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.04%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.04%
ROYAL BK SCOTLND USD 05.1250 05/28/2024 0.04%
SEK/USD 09/19/2018 SSBT 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%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.04%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.04%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.04%
STANDARD IND INC P/P 144A 06.0000 10/15/2025 0.04%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.04%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 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%
TAKKO LUX 2 SCA REGS 05.3750 11/15/2023 0.04%
TALBOTS INC 1STL L+450 06.5935 03/19/2020 0.04%
TARGA RES PRTNRS 05.3750 02/01/2027 0.04%
TENDAM BRANDS SAU REGS 05.0000 09/15/2024 0.04%
TENNECO INC 05.3750 12/15/2024 0.04%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.04%
UNILABS SUBHOLD REGS 05.7500 05/15/2025 0.04%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.04%
USG CORP P/P 144A 05.5000 03/01/2025 0.04%
VALEANT PHARMA P/P 144A 09.0000 12/15/2025 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%
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%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.03%
ARCELORMITTAL USD 06.1250 06/01/2025 0.03%
BERRY GLOBAL INC 05.1250 07/15/2023 0.03%
CALIFORNIA RESOURCES 05.0000 01/15/2020 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 2017-C02 2M2 05.7411 09/25/2029 0.03%
CBRE SERVICES INC 05.2500 03/15/2025 0.03%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.03%
CHEMOURS CO 07.0000 05/15/2025 0.03%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.03%
CINEMARK USA INC 05.1250 12/15/2022 0.03%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.03%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 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%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.03%
ENRGY TRANS PT/REG FIN 05.0000 10/01/2022 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%
FHR 3072 SM 04.2533 11/15/2035 0.03%
FHR 4210 PI IO 03.0000 12/15/2041 0.03%
FHS 304 C37 IO 03.5000 12/15/2027 0.03%
FNR 2005-83 QP 11.9571 11/25/2034 0.03%
FNR 2007-53 SP 16.5325 06/25/2037 0.03%
FNR 2013-18 SB IO 04.0589 10/25/2041 0.03%
FNR 2013-23 PI IO 03.0000 10/25/2041 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 2013-129 SN IO 04.0663 09/20/2043 0.03%
GNR 2014-108 IP IO 04.5000 12/20/2042 0.03%
JAZZ INVESTME USD 01.8750 08/15/2021 0.03%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 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%
LENNAR CORP 04.7500 11/15/2022 0.03%
LENNAR CORP 05.8750 11/15/2024 0.03%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 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%
NATIONSTAR MORT/ 07.8750 10/01/2020 0.03%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.03%
NZD/USD 07/18/2018 SSBT 0.03%
OPTN FN30 2.5 07/05/18 CALL 93.21875 JPMC 0.03%
OPTN FN30 3.0 07/05/18 CALL 96.4765625 JPMC 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%
SEK/USD 09/19/2018 GSFX 0.03%
SEMGROUP CORP 06.3750 03/15/2025 0.03%
SM ENERGY CO 05.0000 01/15/2024 0.03%
SPRINGLEAF FINANCE CORP 06.1250 05/15/2022 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%
TECK RESOURCES LIMITED USD 04.7500 01/15/2022 0.03%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.03%
THE AES CORPORATION 04.8750 05/15/2023 0.03%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 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%
WEATHERFORD INTL LLC P/P 144A 09.8750 03/01/2025 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 C P/P 144A 06.6250 01/15/2026 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%
3.00 R ISWP FWD US0003M P 09/19/2048 0.02%
3.15 R ISWP FWD NFIX3MID P 09/19/2028 0.02%
AES CORP/THE 04.5000 03/15/2023 0.02%
AIR MEDICAL TLB L+325 05.2796 04/28/2022 0.02%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.02%
AMC ENT HOLDIN 05.8750 11/15/2026 0.02%
BCAP 2012-RR5 4A8 02.1297 06/26/2035 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%
BWAY CORP TLB L+325 05.5875 04/03/2024 0.02%
CAESARS ENTERTAINMENT CORP 0.02%
CAS 2015-C02 1M2 06.0911 05/25/2025 0.02%
CCC INFO 2NDL L+675 08.8435 03/30/2025 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%
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 CS 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.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%
COLONY STARWO CV 03.5000 01/15/2022 0.02%
CPG INTL TL L+375 04.7500 05/05/2024 0.02%
CPTFEMU R 1.42 P 08/15/27 0.02%
CPURNSA R 1.9225 P 07/03/22 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%
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 3249 PS 15.4333 12/15/2036 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%
FNR 2005-75 GS 13.9766 08/25/2035 0.02%
FNR 2008-24 SP 15.6159 02/25/2038 0.02%
FNS 378 19 IO 05.0000 06/25/2035 0.02%
GMACC 2004-C3 X1 IO P/P 144A 00.9042 12/10/2041 0.02%
GNR 2010-158 IP IO 04.5000 06/20/2039 0.02%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.02%
HALCON RESOURCES CORP 0.02%
HCA INC. 07.5000 02/15/2022 0.02%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.02%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.02%
ISTAR INC 05.2500 09/15/2022 0.02%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.02%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.02%
LIBERTY EXPEDIA HOLD INC 144A 0.02%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.02%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 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 MORT/ 06.5000 07/01/2021 0.02%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.02%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.02%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.02%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.02%
NZD/USD 07/18/2018 BANKAM 0.02%
OPTN FN30 3.5 09/06/18 PUT 98.8359375 JPMC 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%
SANDRIDGE ENERGY INC 0.02%
SEK/USD 09/19/2018 CITI 0.02%
SEK/USD 09/19/2018 CSI-FX 0.02%
SEK/USD 09/19/2018 JPMCB 0.02%
SERVICE CORP INTL 04.6250 12/15/2027 0.02%
SESI LLC 07.1250 12/15/2021 0.02%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.02%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.02%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.02%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS 0.02%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP 0.02%
SWPTN 14WX10Y R 2.745 USD 08/28/2018 MS 0.02%
SWPTN 2YX10Y P 2.7725 USD 11/18/2019 GS 0.02%
SWPTN 2YX3Y P 2.43 USD 02/15/2019 BC 0.02%
SWPTN 3MX10Y R 2.884 USD 07/17/2018 CI 0.02%
SWPTN 3MX1Y P 3.005 USD 09/04/2018 GS 0.02%
SWPTN 3MX1Y P 3.04375 USD 09/11/2018 GS 0.02%
SWPTN 3MX1Y R 3.005 USD 09/04/2018 GS 0.02%
SWPTN 3MX2Y P 2.895 USD 09/12/2018 CS 0.02%
SWPTN 3MX2Y P 2.895 USD 09/12/2018 JP 0.02%
SWPTN 3MX2Y P 3.056 USD 09/12/2018 CS 0.02%
SWPTN 5WX10Y R 2.85 USD 07/25/2018 CS 0.02%
SWPTN 6MX2Y P 2.68 USD 07/16/2018 JP 0.02%
SWPTN 6WX10Y R 2.826 USD 08/03/2018 CI 0.02%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS 0.02%
SWPTN LIABILITY 2YX20Y P 2.875 USD 11/18/2019 GS 0.02%
SWPTN LIABILITY 2YX30Y P 2.826 USD 11/08/2019 JP 0.02%
SWPTN LIABILITY 2YX30Y R 2.43 USD 11/13/2019 MS 0.02%
T-MOBILE USA INC 04.5000 02/01/2026 0.02%
T-MOBILE USA INC. 04.0000 04/15/2022 0.02%
TALBOTS INC 2NDL L+850 10.5935 03/19/2021 0.02%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.02%
TIAAC 2003-1A E 144A 08.0000 12/28/2038 0.02%
TRANSDIGM INC 06.5000 05/15/2025 0.02%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.02%
UKRPI P 3.4025 R 03/15/28 0.02%
VERTIV TLB L+400 06.0999 11/15/2023 0.02%
WAND MERGER CORP P/P 144A 08.1250 07/15/2023 0.02%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.02%
WHITING PETRO CV 01.2500 04/01/2020 0.02%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.02%
-0.085 R ISWP SES3M P 01/30/2020 0.01%
-0.0925 R ISWP SES3M P 01/24/2020 0.01%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.01%
1.125 R ISWP SES3M P 11/10/2027 0.01%
1.13 R ISWP SES3M P 11/10/2027 0.01%
1.1575 R ISWP SES3M P 11/13/2027 0.01%
1.16 R ISWP SES3M P 11/13/2027 0.01%
1.20 R ISWP FWD SES3M P 09/19/2028 0.01%
1.80 R ISWP FWD NOKOIB6M P 09/19/2023 0.01%
1.965 R ISWP HKL3M P 04/24/2019 0.01%
2.55 R ISWP US0003M P 04/26/2019 0.01%
3.00 R ISWP FWD US0003M P 09/19/2028 0.01%
3.05125 R ISWP FWD US0003M P 03/07/2028 0.01%
3.11 R ISWP FWD US0003M P 02/27/2028 0.01%
6.715 R ISWP IN00O/N P 12/22/2022 0.01%
7.92 R ISWP JIBA3M P 01/25/2028 0.01%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.01%
AEROJET ROCK CV 02.2500 12/15/2023 0.01%
AIR TRANSPORT P/P 144A CV 01.1250 10/15/2024 0.01%
AKAMAI TECH P/P 144A CV 00.1250 05/01/2025 0.01%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.01%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.01%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 0.01%
CAD/USD 07/18/2018 JPMCB 0.01%
CAESARS ENTERTAIN CORP CV 05.0000 10/01/2024 0.01%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.01%
CARBONITE INC CV 02.5000 04/01/2022 0.01%
CAS 2014-C02 1M2 04.6911 05/25/2024 0.01%
CEMEX SAB DE CV USD 03.7200 03/15/2020 0.01%
CHC GRP LLC/FIN P/P USD 00.0000 10/01/2020 0.01%
CHEGG INC P/P 144A CV 00.2500 05/15/2023 0.01%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.01%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.01%
CINEMARK USA INC 04.8750 06/01/2023 0.01%
CIT GROUP INC. 05.0000 08/15/2022 0.01%
CITRIX SYSTEM CV 00.5000 04/15/2019 0.01%
CLOVIS ONCOLOGY INC CV 01.2500 05/01/2025 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.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 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 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%
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 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 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%
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 ML 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.01%
CONCORDIA INTL P/P 144A 07.0000 04/15/2023 0.01%
COUPA SOFTW P/P 144A CV 00.3750 01/15/2023 0.01%
CPG INTL TL L+375 05.0828 05/05/2024 0.01%
CSMC 2006-C5 AX IO 00.8766 12/15/2039 0.01%
CYPRESS SEMIC CV 04.5000 01/15/2022 0.01%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.01%
DYCOM IND INC CV 00.7500 09/15/2021 0.01%
EURONET WORLD CV 01.5000 10/01/2044 0.01%
EVERBRIDGE INC CV 01.5000 11/01/2022 0.01%
FINISAR CORP CV 00.5000 12/15/2036 0.01%
FNS 374 6 IO 05.5000 08/25/2036 0.01%
FRONTIER COMM 11.0000 09/15/2025 0.01%
FSPC T-57 1AX IO 00.3653 07/25/2043 0.01%
GMACC 2004-C3 B 04.9650 12/10/2041 0.01%
GNR 2010-168 PI IO 04.5000 11/20/2039 0.01%
GNR 2013-130 IB IO 05.0000 12/20/2040 0.01%
GREENBRIER C CV 02.8750 02/01/2024 0.01%
HERITAGE INS P/P 144A CV 05.8750 08/01/2037 0.01%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.01%
HUBSPOT INC CV 00.2500 06/01/2022 0.01%
IAC FINANCECO P/P 144A CV 00.8750 10/01/2022 0.01%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.01%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.01%
II-VI INC P/P 144A CV 00.2500 09/01/2022 0.01%
INPHI CORP CV 00.7500 09/01/2021 0.01%
INSMED INC CV 01.7500 01/15/2025 0.01%
INSULET CORP P/P 144A CV 01.3750 11/15/2024 0.01%
INTEGRATED DE CV 00.8750 11/15/2022 0.01%
INTELSAT JACKSON HLDG USD 07.5000 04/01/2021 0.01%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 0.01%
IOS.FN30.350.13 P US0001M R 01/12/44 JP 0.01%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.01%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.01%
IOS.FN30.500.10 P USL1M R 01/12/41 GS 0.01%
IOS.FN30.500.10 P USL1M R 01/12/41 JP 0.01%
IRONWOOD PHAR CV 02.2500 06/15/2022 0.01%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.01%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.01%
JPMORGAN CHASE FIN CV 00.2500 05/01/2023 0.01%
JPY/USD 08/16/2018 BANKAM 0.01%
KAMAN CORP CV 03.2500 05/01/2024 0.01%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.01%
LBUBS 2006-C6 XCL IO P/P 144A 00.6236 09/15/2039 0.01%
LIVE NATION P/P 144A CV 02.5000 03/15/2023 0.01%
MACQUARIE INFRASTRUCTU CV 02.0000 10/01/2023 0.01%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.01%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.01%
MEZZ 2007-C5 X IO P/P 144A 06.2264 12/15/2049 0.01%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.01%
NAVISTAR INTL CV 04.7500 04/15/2019 0.01%
NEUROCRINE CV 02.2500 05/15/2024 0.01%
NEVRO CORP CV 01.7500 06/01/2021 0.01%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.01%
NICE SYS INC CV 01.2500 01/15/2024 0.01%
NINE POINT ENERGY CNV PRF 0.01%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.01%
NUANCE COMM CV 01.2500 04/01/2025 0.01%
NUTANIX INC P/P 144A CV 00.0000 01/15/2023 0.01%
NZD/USD 07/18/2018 CITI 0.01%
NZD/USD 07/18/2018 HSBCB 0.01%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.01%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.01%
OKTA INC P/P 144A CV 00.2500 02/15/2023 0.01%
ON SEMICONDUC CV 01.0000 12/01/2020 0.01%
ON SEMICONDUC CV 01.6250 10/15/2023 0.01%
OPTN FN30 3.5 09/06/18 PUT 98.5234375 JPMC 0.01%
OPTN FN30 3.5 09/06/18 PUT 98.6796875 JPMC 0.01%
OSI SYS INC CV 01.2500 09/01/2022 0.01%
PACIRA PHARMA CV 02.3750 04/01/2022 0.01%
PATRICK INDS P/P 144A CV 01.0000 02/01/2023 0.01%
RINGCENTRAL P/P 144A CV 00.0000 03/15/2023 0.01%
SCORPIO TANKERS INC P/P 144A 02.3750 07/01/2019 0.01%
SEK/USD 09/19/2018 BANKAM 0.01%
SEK/USD 09/19/2018 BCAP-FX 0.01%
SEK/USD 09/19/2018 HSBCB 0.01%
SEK/USD 09/19/2018 RBSF 0.01%
SEK/USD 09/19/2018 UBS 0.01%
SERVICENOW IN P/P CV 00.0000 06/01/2022 0.01%
SM ENERGY CO 06.5000 01/01/2023 0.01%
SQUARE INC CV 00.3750 03/01/2022 0.01%
SQUARE INC P/P 144A CV 00.5000 05/15/2023 0.01%
STARWOOD PROP TR CV 04.0000 01/15/2019 0.01%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.01%
SUPERNUS PH P/P 144A CV 00.6250 04/01/2023 0.01%
SWPTN 14WX10Y P 3.255 USD 09/04/2018 BC 0.01%
SWPTN 14WX10Y R 2.655 USD 09/04/2018 BC 0.01%
SWPTN 14WX2Y R 2.8 USD 07/25/2018 CS 0.01%
SWPTN 1YX1Y R 0.882 GBP 11/05/2018 JP 0.01%
SWPTN 2YX10Y R 2.47 USD 11/08/2019 GS 0.01%
SWPTN 2YX10Y R 2.7725 USD 11/18/2019 GS 0.01%
SWPTN 2YX5Y P 2.155 USD 11/13/2019 MS 0.01%
SWPTN 2YX5Y P 2.34 USD 11/12/2019 CI 0.01%
SWPTN 2YX5Y P 2.553 USD 11/08/2019 JP 0.01%
SWPTN 2YX5Y R 2.203 USD 06/03/2019 BA 0.01%
SWPTN 2YX5Y R 2.205 USD 06/03/2019 BC 0.01%
SWPTN 2YX8Y R 2.5925 USD 01/24/2019 BA 0.01%
SWPTN 3MX1Y P 2.7 USD 09/04/2018 GS 0.01%
SWPTN 3MX1Y P 2.73375 USD 09/11/2018 GS 0.01%
SWPTN 3MX1Y R 2.7 USD 09/04/2018 GS 0.01%
SWPTN 3MX1Y R 2.73375 USD 09/11/2018 GS 0.01%
SWPTN 3MX2Y R 2.78 USD 07/18/2018 MS 0.01%
SWPTN 6WX10Y R 2.865 USD 07/30/2018 JP 0.01%
SWPTN LIABILITY 2YX20Y R 2.36 USD 11/12/2019 JP 0.01%
TELADOC INC P/P 144A CV 01.3750 05/15/2025 0.01%
TERADYNE INC CV 01.2500 12/15/2023 0.01%
TRIBUNE CLASS 1C LITIGAT 0.01%
TTM TECHNOLOGIES INC CV 01.7500 12/15/2020 0.01%
TWITTER INC CV 01.0000 09/15/2021 0.01%
TWITTER INC P/P 144A CV 00.2500 06/15/2024 0.01%
UKRPI P 3.34 R 02/15/28 0.01%
UKRPI P 3.34 R 03/15/28 0.01%
VALEANT PHARMA P/P 144A 05.5000 11/01/2025 0.01%
VALEANT PHARMA P/P 144A 05.6250 12/01/2021 0.01%
VECTOR GROUP LTD CV 01.7500 04/15/2020 0.01%
VOCERA COMM P/P 144A CV 01.5000 05/15/2023 0.01%
WAND MERGER CORP P/P 144A 09.1250 07/15/2026 0.01%
WAYFAIR INC P/P 144A CV 00.3750 09/01/2022 0.01%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.01%
WESTERN DI P/P 144A CV 01.5000 02/01/2024 0.01%
WIX LTD P/P 144A 00.0000 07/01/2023 0.01%
WORKDAY INC P/P 144A CV 00.2500 10/01/2022 0.01%
WPX ENERGY INC 06.0000 01/15/2022 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
WRIGHT MEDCL CV 02.0000 02/15/2020 0.01%
-0.05 R ISWP FWD CHL6M P 09/19/2023 0.00%
-0.104 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.124 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.1249 R ISWP EUR006M P 01/30/2020 0.00%
-0.14 R ISWP EUR006M P 01/24/2020 0.00%
-0.245 R ISWP SES3M P 11/10/2019 0.00%
-0.246 R ISWP SES3M P 11/10/2019 0.00%
0.09 R ISWP JPL6M P 12/19/2022 0.00%
0.135 R ISWP JPL6M P 01/15/2023 0.00%
0.148 R ISWP JPL6M P 02/16/2023 0.00%
0.29 R ISWP JPL6M P 12/19/2027 0.00%
0.30 R ISWP FWD EUR006M P 09/19/2023 0.00%
0.365 R ISWP JPL6M P 01/15/2028 0.00%
0.50 R ISWP FWD SES3M P 09/19/2023 0.00%
0.85 R ISWP FWD GBL6M P 12/20/2019 0.00%
0.895 R ISWP FWD EUR006M P 08/01/2028 0.00%
1.35 R ISWP FWD GBL6M P 09/19/2023 0.00%
2.20 R ISWP FWD NOKOIB6M P 09/19/2028 0.00%
2.427 R ISWP AUDBB6M P 11/03/2022 0.00%
2.4525 R ISWP AUDBB6M P 11/15/2022 0.00%
2.50 R ISWP FWD CDOR03 P 09/19/2023 0.00%
2.5371 R ISWP US0003M P 05/01/2019 0.00%
2.547 R ISWP US0003M P 04/25/2019 0.00%
2.60 R ISWP FWD CDOR03 P 09/19/2028 0.00%
2.90 R ISWP FWD AUDBB6M P 09/19/2028 0.00%
2.90 R ISWP FWD US0003M P 09/19/2023 0.00%
2.9035 R ISWP US0003M P 06/27/2023 0.00%
2.91024 R ISWP US0003M P 07/02/2028 0.00%
2.92287 R ISWP US0003M P 07/03/2028 0.00%
2.92594 R ISWP US0003M P 07/03/2028 0.00%
2.9398 R ISWP US0003M P 06/28/2028 0.00%
2.95 R ISWP FWD US0003M P 09/19/2028 0.00%
2.9715 R ISWP US0003M P 06/26/2028 0.00%
2.98 R ISWP FWD US0003M P 07/27/2028 0.00%
3.925 P ISWP MYR-KLI3M R 12/12/2022 JP 0.00%
7.48 R ISWP JIBA3M P 10/31/2020 0.00%
7.77 R ISWP MXIBTIIE P 06/26/2023 0.00%
8.005 R ISWP MXIBTIIE P 06/16/2023 0.00%
8.02 R ISWP MXIBTIIE P 06/16/2023 0.00%
8.12 R ISWP MXIBTIIE P 12/24/2026 0.00%
8.20 R ISWP MXIBTIIE P 01/07/2027 0.00%
8.365 R ISWP JIBA3M P 10/31/2027 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2019 0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
BRL/USD 10/02/2018 GSFX 0.00%
BSCMS 06-PW14 XW IO P/P 144A 00.5135 12/11/2038 0.00%
CAD/USD 07/18/2018 BANKAM 0.00%
CAD/USD 07/18/2018 BCAP-FX 0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 0.00%
CHC GROUP LLC P/P 0.00%
CHF/USD 09/19/2018 JPMCB 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/SEK PUT 10.00 20180809 HSBCB 0.00%
EUR/USD 09/19/2018 BANKAM 0.00%
EUR/USD 09/19/2018 BCAP-FX 0.00%
EUR/USD 09/19/2018 CITI 0.00%
EUR/USD 09/19/2018 CSI-FX 0.00%
EUR/USD 09/19/2018 GSFX 0.00%
EUR/USD 09/19/2018 RBSF 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 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 2011-140 BI IO 04.5000 12/20/2040 0.00%
GNR 2011-18 PI IO 04.5000 08/20/2040 0.00%
GNR 2011-41 BI IO 05.0000 05/20/2040 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 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 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 CS 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.FN30.400.10 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.FN30.400.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.00%
IOS.FN30.450.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 CS 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.GII30.500.10 P USL1M R 01/12/41 JP 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%
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 CSI-FX 0.00%
JPY/USD 08/16/2018 GSFX 0.00%
JPY/USD 08/16/2018 HSBCB 0.00%
JPY/USD 08/16/2018 JPMCB 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%
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%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022 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 BANKAM 0.00%
TWD/USD 08/16/2018 GSFX 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%
0.366 R ISWP JPL6M P 02/16/2028 -0.01%
0.766 R ISWP GBL6M P 09/15/2019 -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%
2.90375 R ISWP US0003M P 06/07/2020 -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 GSFX -0.01%
CAD/USD 07/18/2018 SSBT -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -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 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 BA -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 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 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 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 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 GS -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 JPMCB -0.01%
GBP/USD 09/19/2018 BCAP-FX -0.01%
GBP/USD 09/19/2018 HSBCB -0.01%
IOS.FN30.400.13 R USL1M P 01/12/44 JP -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 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 2YX10Y R 2.413 USD 06/03/2019 BA -0.01%
SWPTN 2YX10Y R 2.42 USD 06/03/2019 CI -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%
1.815 R ISWP FWD EUR006M P 02/27/2028 -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%
2.875 R ISWP FWD US0003M P 09/19/2020 -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%
AUD/USD 07/18/2018 UBS -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 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 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-.7 2047-01-17 300.0 01/17/2047 CS -0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.02%
CPURNSA P 2.19 R 12/06/27 -0.02%
CPURNSA P 2.1939 R 12/21/27 -0.02%
SWPTN 2YX20Y R 2.875 USD 11/18/2019 GS -0.02%
SWPTN 2YX28Y R 2.7175 USD 01/24/2019 BA -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%
AUD/USD 07/18/2018 HSBCB -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 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 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-.7 2047-01-17 300.0 01/17/2047 GS -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 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 2.725 USD 11/08/2029 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 12YX10Y R 2.725 USD 11/08/2029 GS -0.03%
SWPTN LIABILITY 2YX10Y P 2.2525 USD 11/12/2019 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 CSI-FX -0.04%
AUD/USD 07/18/2018 JPMCB -0.04%
AUD/USD 07/18/2018 SSBT -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 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 CS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -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 R 3.005 USD 11/16/2029 GS -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%
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 3MX2Y P 2.655 USD 07/03/2018 MS -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 BCAP-FX -0.06%
AUD/USD 07/18/2018 CITI -0.06%
SWPTN 1YX1Y P 2.2625 USD 08/16/2018 BA -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 5WX10Y R 2.9725 USD 07/23/2018 MS -0.06%
SWPTN 5WX10Y R 3.03 USD 07/09/2018 CI -0.06%
6.16 R ISWP MXIBTIIE P 01/01/2026 -0.07%
AUD/USD 07/18/2018 BANKAM -0.07%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -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 1YX2Y P 2.663 USD 01/14/2019 CI -0.07%
SWPTN 3MX4Y R 2.973 USD 09/12/2018 CS -0.07%
AUD/USD 07/18/2018 GSFX -0.08%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -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%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.10%
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 10YX10Y P 2.01 EUR 12/20/2027 GS -0.12%
SWPTN 10YX10Y R 2.01 EUR 12/20/2027 GS -0.12%
SWPTN 2YX10Y P 2.42 USD 06/03/2019 CI -0.12%
SWPTN 7YX23Y R 3.0 USD 04/04/2025 MS -0.12%
SWPTN 7YX23Y R 3.0 USD 04/14/2025 MS -0.12%
SWPTN 2YX10Y P 2.413 USD 06/03/2019 BA -0.13%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.14%
SWPTN 3MX10Y R 3.02 USD 07/27/2018 MS -0.14%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.15%
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 -0.21%
SWPTN 2YX1Y P 1.919 USD 08/15/2019 JP -0.24%
SWPTN 2YX1Y P 1.9325 USD 08/16/2019 BA -0.24%
FNMA FN30 TBA 04.5000 07/01/2048 -1.16%
FNMA FN30 TBA 03.0000 08/01/2048 -2.16%

Prior top 10 holdings

Top 10 holdings as of 09/30/18
Fnma Fn30 Tba 03.5000 10/01/2048
Fnma Fn30 Tba 04.0000 11/01/2048
Gnma Gii30 Tba 04.5000 10/01/2048
Petrobras Global Finance Usd 07.3750 01/17/2027
Hellenic Republic Regs 03.0000 02/24/2024
Gnma Gii30 Tba 04.0000 10/01/2048
Fnma Fn30 Tba 05.5000 10/01/2048
Hellenic Republic Regs 03.0000 02/24/2023
Cwalt 2006-Oa10 4a1 02.4058 08/25/2046
Petroleos Mexicanos Usd 04.5000 01/23/2026
Holdings represent 27.65% of portfolio
Top 10 holdings as of 08/31/18
Fnma Fn30 Tba 03.5000 10/01/2048
Fnma Fn30 Tba 04.0000 10/01/2048
Gnma Gii30 Tba 04.5000 09/01/2048
Hellenic Republic Regs 03.0000 02/24/2024
Gnma Gii30 Tba 04.0000 09/01/2048
Petrobras Global Finance Usd 07.3750 01/17/2027
Fnma Fn30 Tba 05.5000 09/01/2048
Hellenic Republic Regs 03.0000 02/24/2023
Cwalt 2006-Oa10 4a1 02.2548 08/25/2046
Petroleos Mexicanos Usd 04.5000 01/23/2026
Holdings represent 26.45% of portfolio
Top 10 holdings as of 07/31/18
Fnma Fn30 Tba 03.5000 09/01/2048
Fnma Fn30 Tba 04.0000 08/01/2048
Gnma Gii30 Tba 04.5000 08/01/2048
Hellenic Republic Regs 03.0000 02/24/2024
Gnma Gii30 Tba 04.0000 08/01/2048
Petrobras Global Finance Usd 07.3750 01/17/2027
Fnma Fn30 Tba 05.5000 08/01/2048
Hellenic Republic Regs 03.0000 02/24/2023
Cwalt 2006-Oa10 4a1 02.2536 08/25/2046
Petroleos Mexicanos Usd 04.5000 01/23/2026
Holdings represent 25.94% of portfolio
Top 10 holdings as of 06/30/18
Fnma Fn30 Tba 03.5000 08/01/2048
Fnma Fn30 Tba 04.0000 07/01/2048
Gnma Gii30 Tba 04.5000 07/01/2048
Hellenic Republic Regs 03.0000 02/24/2024
Gnma Gii30 Tba 04.0000 07/01/2048
Petrobras Global Finance Usd 07.3750 01/17/2027
Fnma Fn30 Tba 05.5000 07/01/2048
Hellenic Republic Regs 03.0000 02/24/2023
Cwalt 2006-Oa10 4a1 02.2811 08/25/2046
Petroleos Mexicanos Usd 04.5000 01/23/2026
Holdings represent 25.85% of portfolio

Maturity detail

0 - 1 yr. 1.28%
1 - 5 yrs. 30.67%
5 - 10 yrs. 67.35%
10 - 15 yrs. 0.35%
Over 15 yrs. 0.35%

Quality rating

AAA 40.79%
A 0.80%
BBB 8.77%
BB 25.70%
B 17.36%
CCC and Below 9.73%
Not Rated -3.15%

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. Bond prices may fall or fail to rise over time for several reasons, including general financial market conditions, changing market perceptions (including perceptions about the risk of default and expectations about changes in monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value less when interest rates decline and decline in value more when interest rates rise. You can lose money by investing in the fund. The fund's shares trade on a stock exchange at market prices, which may be lower than the fund's net asset value.

Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-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. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.

Country allocation as of 09/30/18

United States 78.56%
Greece 3.40%
Argentina 3.05%
Brazil 2.82%
Mexico 2.27%
Canada 1.67%
Indonesia 1.57%
Russia 0.71%
Bermuda 0.66%
 
Other
5.29%
Luxembourg 0.66%
Netherlands 0.66%
Dominican Republic 0.62%
Ivory Coast 0.49%
Egypt 0.45%
United Kingdom 0.33%
Venezuela 0.31%
Ireland 0.26%
Germany 0.23%
France 0.20%
Jamaica 0.20%
Senegal 0.16%
Norway 0.15%
Hong Kong 0.13%
Cayman Islands 0.11%
El Salvador 0.11%
Switzerland 0.11%
Italy 0.07%
Sweden 0.05%
Japan 0.04%
Spain 0.04%
New Zealand 0.03%
India 0.01%
Israel 0.01%
European Community -0.03%
Australia -0.11%

†The ICE BofAML U.S. Treasury Bill Index is an unmanaged index that tracks the performance of U.S. dollar denominated U.S. Treasury Bills publicly issued in the U.S. domestic market. Qualifying securities must have a remaining term of at least one month to final maturity and a minimum amount outstanding of $1 billion. You cannot invest directly in an index.

Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. Bond prices may fall or fail to rise over time for several reasons, including general financial market conditions, changing market perceptions (including perceptions about the risk of default and expectations about changes in monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value less when interest rates decline and decline in value more when interest rates rise. You can lose money by investing in the fund. The fund's shares trade on a stock exchange at market prices, which may be lower than the fund's net asset value.

Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-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. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.