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 06/15/18

Ticker NYSE: PIM
Net asset value $5.03
Net asset value change -0.01
Market price $4.70
Market price change 0.07
Discount/Premium -6.56%
Dividend rate at net asset value 5.96%
Dividend rate at market price 6.38%

Fund facts as of 05/31/18

Inception date
04/29/88
Total net assets
$268.16M
Dividend frequency
Monthly
Number of holdings
1640
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
2287
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 03/31/18

  • Annual performance as of 03/31/18

Last month Last quarter Year to date 1 yr. 3 yrs. 5 yrs. 10 yrs.
Net asset value 0.32% 1.96% 1.96% 6.62% 4.42% 3.81% 5.40%
Market price -0.10% 0.15% 0.15% 6.93% 5.46% 4.54% 5.81%
Comparative index: ICE BofAML U.S. Treasury Bill Index†
Net asset value 0.14% 0.34% 0.34% 1.04% 0.53% 0.35% 0.40%
Comparative index: Bloomberg Barclays Govt/Credit Bond Index†
Net asset value 0.65% -1.58% -1.58% 1.38% 1.22% 1.84% 3.65%

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. -0.69% -1.37%
as of 05/31/18
YTD 2.77% -
as of 06/15/18

Lipper rankings as of 05/31/18

General Bond Funds Percentile ranking Rank/Funds in category
1 yr. 42% 15/35
3 yrs. 71% 24/33
5 yrs. 75% 20/26
10 yrs. 85% 16/18

Distribution history (past 12 mts.)

Ex-distribution date Distribution amount
per common share
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
09/22/17 $00.026
08/24/17 $00.026
07/24/17 $00.026
06/23/17 $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 5.92
Average stated maturity N/A
Average effective duration
without leverage
1.59
Average effective duration
with leverage
1.59
Average yield to maturity 6.28
Average price 83.46
Average coupon 5.46

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 05/31/18

Fnma Fn30 Tba 03.5000 07/01/2048 8.92%
Fnma Fn30 Tba 04.0000 07/01/2048 4.19%
Gnma Gii30 Tba 04.5000 06/01/2048 3.10%
Hellenic Republic Regs 03.0000 02/24/2024 1.57%
Gnma Gii30 Tba 04.0000 06/01/2048 1.53%
Petrobras Global Finance Usd 07.3750 01/17/2027 1.33%
Fnma Fn30 Tba 05.5000 06/01/2048 1.20%
Fnma Fn30 Tba 03.5000 06/01/2048 1.12%
Cwalt 2006-Oa10 4a1 02.1497 08/25/2046 1.05%
Hellenic Republic Regs 03.0000 02/24/2023 1.03%
Top 10 holdings, percent of portfolio 25.04%

Full portfolio holdings as of 03/31/18

FNMA FN30 TBA 03.5000 05/01/2048 10.01%
FNMA FN30 TBA 04.0000 04/01/2048 4.18%
GNMA GII30 TBA 04.5000 05/01/2048 1.92%
HELLENIC REPUBLIC REGS 03.0000 02/24/2024 1.68%
GNMA GII30 TBA 04.0000 05/01/2048 1.52%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 1.35%
FNMA FN30 TBA 05.5000 04/01/2048 1.21%
GNMA GII30 TBA 04.5000 04/01/2048 1.16%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 1.11%
CWALT 2006-OA10 4A1 02.0615 08/25/2046 1.07%
OJSC RUSS AGRIC RSHB P/P 144A 07.7500 05/29/2018 1.05%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.84%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.79%
FED REPUBLIC OF BRAZIL USD 04.6250 01/13/2028 0.78%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.78%
CAS 2016-C03 2M2 07.7715 10/25/2028 0.74%
CSMC 2010-18R 6A4 03.5715 09/28/2036 0.74%
GECMC 2005-C1 D 04.4135 06/10/2048 0.73%
WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 0.70%
CAS 2015-C04 1M2 07.5715 04/25/2028 0.68%
CAS 2016-C02 1B 14.1215 09/25/2028 0.58%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.58%
GNR 2016-H23 NI IO 02.1218 10/20/2066 0.56%
PETROLEOS MEXICANOS USD 08.0000 05/03/2019 0.52%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.51%
GNR 2017-H16 JI IO 02.3330 08/20/2067 0.50%
RUSSIAN FEDERATION P/P 144A 12.7500 06/24/2028 0.47%
CAS 2017-C03 1B1 06.7215 10/25/2029 0.46%
STACR 2016-DNA1 B 11.8715 07/25/2028 0.46%
LETRAS BANCO CENT ARGENT 00.0000 09/19/2018 0.45%
MSBAM 2014-C17 D P/P 144A 04.7062 08/15/2047 0.42%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.42%
CAS 2015-C03 1M2 06.8715 07/25/2025 0.41%
CMLTI 2007-AMC3 A2D 02.2215 03/25/2037 0.40%
JPMBB 2013-C14 F P/P 144A 03.5980 08/15/2046 0.39%
BCAP 2011-RR3 3A6 03.4559 11/27/2036 0.37%
FHR 4604 QI IO 03.5000 07/15/2046 0.37%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.36%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2023 0.36%
PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 0.36%
WAMU 2005-AR13 A1C3 02.3615 10/25/2045 0.36%
BSCMS 2007-T26 AJ 05.5249 01/12/2045 0.35%
CSAIL 2015-C1 D P/P 144A 03.7978 04/15/2050 0.35%
CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 0.34%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.34%
SPRINT CORP 07.8750 09/15/2023 0.33%
STACR 2015-DNA3 B 11.2215 04/25/2028 0.33%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 0.33%
CWALT 2005-38 A3 02.2215 09/25/2035 0.32%
GNR 2017-H16 IG IO 01.7136 07/20/2067 0.32%
JPMBB 2014-C18 D P/P 144A 04.8304 02/15/2047 0.32%
LETRAS BANCO CENT ARGENT 00.0000 08/15/2018 0.32%
MSBAM 2013-C10 E P/P 144A 04.0822 07/15/2046 0.32%
VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 0.32%
CAS 2016-C03 1B 13.6215 10/25/2028 0.31%
GNR 2015-186 AI IO 04.0000 12/20/2045 0.31%
GNR 2016-H10 AI IO 01.5987 04/20/2066 0.31%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.30%
GNR 2017-93 TI IO 04.0000 03/20/2044 0.30%
GNR 2017-H08 NI IO 02.3986 03/20/2067 0.30%
CAS 2016-C01 1B 13.6215 08/25/2028 0.29%
JPMBB 2014-C25 D P/P 144A 03.9460 11/15/2047 0.29%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.29%
DOMINICAN REPUBLIC P/P 144A 05.5000 01/27/2025 0.28%
AES CORP/THE 05.5000 04/15/2025 0.26%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.26%
GAZPROM (GAZ CAP SA) P/P 144A 09.2500 04/23/2019 0.26%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.26%
WFRBS 2014-C19 E P/P 144A 04.9717 03/15/2047 0.26%
1.15 R ISWP FWD EUR006M P 06/20/2028 0.25%
CAS 2015-C03 2M2 06.8715 07/25/2025 0.25%
FHR 4580 ID IO 03.5000 08/15/2045 0.25%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.25%
PETROBRAS GLOBAL FIN P/P 144A 05.2990 01/27/2025 0.25%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.25%
GNR 2016-42 IO IO 05.0000 02/20/2046 0.24%
GNR 2017-H06 BI IO 02.2390 02/20/2067 0.24%
GNR 2017-H16 IH IO 01.7954 07/20/2067 0.24%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.24%
GNR 2010-35 DI IO 04.5000 03/20/2040 0.23%
GNR 2014-44 IA IO 03.5000 05/20/2028 0.23%
GNR 2016-104 GI IO 04.5000 01/20/2046 0.23%
GNR 2016-H22 AI IO 02.1556 10/20/2066 0.23%
GNR 2017-H09 IO IO 01.7948 04/20/2067 0.23%
MSC 2008-T29 D P/P 144A 06.2381 01/11/2043 0.23%
RMIR 2018-1 M2 04.2100 03/25/2028 0.23%
CAS 2016-C04 1M2 06.1215 01/25/2029 0.22%
FHR 4425 IO IO 04.0000 01/15/2045 0.22%
FHR 4452 QI IO 04.0000 11/15/2044 0.22%
FNR 2010-99 NI IO 06.0000 09/25/2040 0.22%
GNR 2016-H09 BI IO 01.7121 04/20/2066 0.22%
MSBAM 2013-C10 D P/P 144A 04.0822 07/15/2046 0.22%
SFR GROUP SA P/P 144A 06.0000 05/15/2022 0.22%
STACR 2016-HQA2 M3 07.0215 11/25/2028 0.22%
CWCI 2007-C3 AJ 05.8120 05/15/2046 0.21%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.21%
FHR 4077 IK IO 05.0000 07/15/2042 0.21%
GNR 2016-H16 EI IO 02.2368 06/20/2066 0.21%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.21%
WAMU 2005-AR10 1A3 03.3240 09/25/2035 0.21%
CWALT 2006-OA7 1A2 02.2225 06/25/2046 0.20%
GCCFC 2005-GG5 B 05.1419 04/10/2037 0.20%
GNR 2014-100 NI IO 04.0000 06/20/2043 0.20%
GNR 2015-H20 CI IO 01.8756 08/20/2065 0.20%
GNR 2016-H06 DI IO 01.6216 07/20/2065 0.20%
GSMS 2013-GC16 E P/P 144A 05.3285 11/10/2046 0.20%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.20%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.20%
SERVICE CORP INTL 05.3750 05/15/2024 0.20%
STACR 2015-DNA2 B 09.4215 12/25/2027 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%
CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 0.19%
CWALT 2007-OA8 2A1 02.0515 06/25/2047 0.19%
FHR 4501 BI IO 03.5000 10/15/2043 0.19%
GNR 2015-187 JI IO 04.0000 03/20/2045 0.19%
GNR 2015-64 YI IO 04.0000 11/20/2044 0.19%
GNR 2016-H02 HI IO 01.6411 01/20/2066 0.19%
GNR 2017-H12 QI IO 02.1241 05/20/2067 0.19%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.19%
SWPTN 1YX1Y P 1.919 USD 08/15/2018 JP 0.19%
SWPTN 1YX1Y P 1.9325 USD 08/16/2018 BA 0.19%
T-MOBILE USA INC 06.6250 04/01/2023 0.19%
WFMBS 2006-AR5 1A1 04.0240 04/25/2036 0.19%
ALTA MESA HLDGS 07.8750 12/15/2024 0.18%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.18%
CWALT 2005-59 1A1 02.1521 11/20/2035 0.18%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.18%
GNR 2015-40 IO IO 04.0000 03/20/2045 0.18%
GNR 2015-52 KI IO 03.5000 11/20/2040 0.18%
GNR 2015-53 MI IO 04.0000 04/16/2045 0.18%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.18%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 0.18%
WFMBS 2006-AR2 1A1 03.7068 03/25/2036 0.18%
AVAYA HOLDINGS CORP 0.17%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.17%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.17%
CWALT 2006-OA10 3A1 02.0615 08/25/2046 0.17%
FHR 4165 TI IO 03.0000 12/15/2042 0.17%
FHR 4546 TI IO 04.0000 12/15/2045 0.17%
FNR 2016-102 JI IO 03.5000 02/25/2046 0.17%
GNR 2012-140 IC IO 03.5000 11/20/2042 0.17%
GNR 2014-H21 BI IO 01.5494 10/20/2064 0.17%
GNR 2016-H03 DI IO 02.0177 12/20/2065 0.17%
GNR 2017-H11 DI IO 01.8777 05/20/2067 0.17%
GNR 2017-H16 FI IO 02.3562 08/20/2067 0.17%
GSMS 2013-GC10 E P/P 144A 04.4122 02/10/2046 0.17%
JPMBB 2013-C14 D P/P 144A 04.5699 08/15/2046 0.17%
SAMI 2006-AR7 A1A 02.0815 08/25/2036 0.17%
UNITYMEDIA HESSEN / NRW REGS 06.2500 01/15/2029 0.17%
BSCMS 2005-PWR7 D 05.3040 02/11/2041 0.16%
CASELLA WASTE TLB L+250 04.3082 10/17/2023 0.16%
FNR 2016-97 KI IO 03.0000 06/25/2040 0.16%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.16%
GNR 2014-119 SA IO 03.7779 08/20/2044 0.16%
GNR 2015-62 IL IO 03.5000 02/16/2042 0.16%
GNR 2015-95 PI IO 03.5000 07/20/2045 0.16%
GNR 2015-H24 AI IO 01.7873 09/20/2065 0.16%
GNR 2016-H06 CI IO 01.4443 02/20/2066 0.16%
GNR 2016-H18 QI IO 02.0111 06/20/2066 0.16%
JPALT 2007-A2 12A1 02.0715 06/25/2037 0.16%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.16%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 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%
BSCMS 2006-PW11 B P/P 144A 05.2790 03/11/2039 0.15%
CFCRE 2011-C2 E P/P 144A 05.7546 12/15/2047 0.15%
CWALT 2006-OA7 1A1 02.5656 06/25/2046 0.15%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.15%
FNR 2011-101 SA IO 04.0285 10/25/2041 0.15%
FNR 2012-30 HI IO 04.5000 12/25/2040 0.15%
FNR 2013-107 SB IO 04.0785 02/25/2043 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-H23 BI IO 01.7322 09/20/2065 0.15%
GNR 2016-48 MI IO 03.5000 04/16/2046 0.15%
GNR 2016-H03 AI IO 01.8573 01/20/2066 0.15%
GNR 2017-165 IM IO 03.5000 11/20/2047 0.15%
GNR 2017-H02 BI IO 02.3189 01/20/2067 0.15%
JPMBB 2014-C19 D P/P 144A 04.6605 04/15/2047 0.15%
JPMCC 2007-CB20 E P/P 144A 06.1740 02/12/2051 0.15%
JPMCC 2011-C3 F P/P 144A 05.6735 02/15/2046 0.15%
PROVINCIA DE BUENOS P/P 144A 26.5575 05/31/2022 0.15%
SAMI 2006-AR7 A1BG 01.9915 08/25/2036 0.15%
UBSBB 2012-C2 F P/P 144A 04.8945 05/10/2063 0.15%
CAS 2017-C02 2B1 07.3715 09/25/2029 0.14%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.14%
COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 0.14%
COMM 2014-CR18 E P/P 144A 03.6000 07/15/2047 0.14%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 0.14%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.14%
CWALT 2005-38 A1 02.7825 09/25/2035 0.14%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.14%
GNR 2012-136 BI IO 03.5000 11/20/2042 0.14%
GNR 2015-H20 AI IO 01.8267 08/20/2065 0.14%
GNR 2016-H17 KI IO 01.9503 07/20/2066 0.14%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.14%
GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 0.14%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.14%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 0.14%
LNSTR 2015-3 C P/P 144A 03.1119 04/20/2048 0.14%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.14%
REPUBLIC OF INDONESIA REGS 04.1250 01/15/2025 0.14%
STACR 2015-HQA2 B 12.3715 05/25/2028 0.14%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.14%
TELENET FINANCE V P/P 144A 06.7500 08/15/2024 0.14%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.14%
WFRBS 2013-C12 E P/P 144A 03.5000 03/15/2048 0.14%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.13%
CHENIERE CORP CHRIST 05.8750 03/31/2025 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%
FNR 2017-7 JI IO 04.0000 02/25/2047 0.13%
GNR 2010-35 AI IO 04.5000 03/20/2040 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 2013-34 IH IO 04.5000 03/20/2043 0.13%
GNR 2015-64 PI IO 03.5000 05/20/2045 0.13%
GNR 2015-H25 EI IO 01.8537 10/20/2065 0.13%
GNR 2016-H14 IO IO 01.6795 06/20/2066 0.13%
GNR 2017-11 PI IO 04.0000 12/20/2046 0.13%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.13%
GSAA 2006-8 2A2 02.0515 05/25/2036 0.13%
MSBAM 2013-C11 F P/P 144A 04.3673 08/15/2046 0.13%
MSC 2008-T29 F P/P 144A 06.2381 01/11/2043 0.13%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.13%
RALI 2006-QO5 1A1 02.0865 05/25/2046 0.13%
SBERBANK (SB CAP SA) P/P 144A 06.1250 02/07/2022 0.13%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.13%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.13%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.13%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.13%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 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%
T-MOBILE USA INC 06.3750 03/01/2025 0.13%
WBCMT 2006-C26 AJ 06.0273 06/15/2045 0.13%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 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%
FHR 3852 SC IO 04.8734 04/15/2040 0.12%
GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 0.12%
GNR 2010-35 QI 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 2013-37 JI IO 03.5000 01/20/2043 0.12%
GNR 2014-20 SQ IO 04.2779 07/20/2043 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 02.1815 05/25/2037 0.12%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.12%
JPMCC 2012-C6 E P/P 144A 05.1367 05/15/2045 0.12%
MSC 2004-RR F7 P/P 144A 06.0000 04/28/2039 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%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.12%
WAMU 2005-AR19 A1C4 02.2715 12/25/2045 0.12%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 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%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.11%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.11%
COMM 2012-CR3 E P/P 144A 04.7555 10/15/2045 0.11%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.11%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.11%
CSMC 2007-C4 C P/P 144A 05.9660 09/15/2039 0.11%
CWALT 2006-45T1 2A7 02.2115 02/25/2037 0.11%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 0.11%
FNR 2017-15 LI IO 04.0000 06/25/2046 0.11%
GNR 2015-187 KI IO 05.0000 06/20/2043 0.11%
GNR 2015-H10 BI IO 01.7836 04/20/2065 0.11%
GNR 2015-H15 BI IO 01.9220 06/20/2065 0.11%
GNR 2016-29 IO IO 04.0000 02/16/2046 0.11%
GNR 2016-37 IW IO 04.5000 02/20/2046 0.11%
GNR 2016-H24 CI IO 01.7013 10/20/2066 0.11%
HCA INC 06.5000 02/15/2020 0.11%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.11%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.11%
JPMBB 2014-C18 E P/P 144A 04.3304 02/15/2047 0.11%
MLMT 2008-C1 D P/P 144A 06.4983 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%
SPRINT CORP 07.2500 09/15/2021 0.11%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.11%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.11%
WFRBS 2012-C6 E P/P 144A 05.0000 04/15/2045 0.11%
0.55 R ISWP FWD EUR006M P 06/20/2023 0.10%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.10%
AVAYA TLB-EXIT L+475 06.5364 12/15/2024 0.10%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.10%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.10%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.10%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.10%
CLEAR CHANNEL TLD L+675 09.0520 01/30/2019 0.10%
FHR 4062 DI IO 04.0000 09/15/2039 0.10%
FHR 4122 TI IO 04.5000 10/15/2042 0.10%
FHR 4193 PI IO 04.0000 03/15/2043 0.10%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.10%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.10%
GNR 2013-H08 CI IO 01.6827 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 2017-H19 MI IO 02.0193 04/20/2067 0.10%
HUSKY TLB L+300 05.2018 03/16/2025 0.10%
MTW FOODSERVICE ESCR 09.5000 02/15/2024 0.10%
PLATFORM SPECIALTY P/P 144A 05.8750 12/01/2025 0.10%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.10%
SERVICE CORP INTL 05.3750 01/15/2022 0.10%
STACR 2016-HQA3 M3 05.7215 03/25/2029 0.10%
SWPTN 17DX10Y R 2.8435 USD 04/06/2018 GS 0.10%
SWPTN 1YX30Y R 1.673 GBP 10/05/2018 GS 0.10%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.10%
SWPTN 2YX30Y P 2.518 USD 05/17/2019 CI 0.10%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.10%
WAMU 2005-AR19 A1B3 02.2215 12/25/2045 0.10%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.10%
ADS INC P/P 144A 05.6250 11/15/2024 0.09%
AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 0.09%
BALTA 2004-3 B 04.7965 04/25/2034 0.09%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.09%
CALPINE CORP 05.7500 01/15/2025 0.09%
CAS 2015-C01 2M2 06.4215 02/25/2025 0.09%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 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%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.09%
FHR 4678 MS IO 05.1072 04/15/2047 0.09%
FIRST QUANTUM MINERA P/P 144A 07.2500 05/15/2022 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 2015-124 DI IO 03.5000 01/20/2038 0.09%
GNR 2015-167 BI IO 04.5000 04/16/2045 0.09%
GNR 2015-H08 CI IO 01.7972 03/20/2065 0.09%
GNR 2017-38 DI IO 05.0000 03/16/2047 0.09%
INFOR US INC 06.5000 05/15/2022 0.09%
JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 0.09%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.09%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.09%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.09%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.09%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 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 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%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.09%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.09%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.09%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.09%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.08%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 0.08%
ALTICE US FIN II CRP P/P 144A 07.7500 07/15/2025 0.08%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.08%
BRAND ENERGY TL L+425 06.0026 06/21/2024 0.08%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.08%
CCMFC 2006-4A A2 02.0515 11/25/2047 0.08%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.08%
CHEMOURS CO 06.6250 05/15/2023 0.08%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.08%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.08%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 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%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.08%
FNR 2012-36 SN IO 04.5785 04/25/2042 0.08%
FNR 2013-41 IP IO 04.0000 05/25/2043 0.08%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 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 2015-96 NI IO 03.5000 01/20/2039 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%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.08%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.08%
HUB INTL LTD P/P 144A 07.8750 10/01/2021 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%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.08%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.08%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.08%
REPUBLIC OF ECUADOR REGS 07.9500 06/20/2024 0.08%
REVLON CONS TLB L+350 05.3769 09/07/2023 0.08%
REVLON CONSUMER PROD 06.2500 08/01/2024 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%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.08%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.08%
SWPTN 4YX1Y P 2.25 USD 08/16/2021 JP 0.08%
SWPTN 4YX1Y P 2.2625 USD 08/16/2021 BA 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%
TENNECO INC 05.3750 12/15/2024 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%
WYNDHAM WORLDWIDE CORP 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 07.5000 05/15/2026 0.07%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 0.07%
ANTERO RESOURCES 05.3750 11/01/2021 0.07%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 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 2017-C05 1B1 05.4715 01/25/2030 0.07%
CENTENE CORP 06.1250 02/15/2024 0.07%
CHESAPEAKE ENERGY 1.5L L+750 08.5000 08/23/2021 0.07%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.07%
CWALT 2006-OA10 1A1 02.2425 08/25/2046 0.07%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 0.07%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.07%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.07%
FNR 2011-59 BI IO 06.0000 08/25/2040 0.07%
FNR 2013-60 IP IO 04.0000 10/25/2042 0.07%
FORTERRA TL L+300 04.8769 10/25/2023 0.07%
FRAC TECH INTL TLB L+475 06.6269 04/16/2021 0.07%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 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-H26 CI IO 00.7381 08/20/2065 0.07%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.07%
INTESA SANPAOLO SPA P/P 144A 05.0170 06/26/2024 0.07%
LOUISIANA-PACIFIC CORP 04.8750 09/15/2024 0.07%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.07%
MERCER INTL INC USD 06.5000 02/01/2024 0.07%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.07%
NABORS IND INC P/P 144A 05.7500 02/01/2025 0.07%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.07%
NRG ENERGY INC 06.6250 01/15/2027 0.07%
OPTN FN30 2.5 04/05/18 CALL 92.9921875 JPMC 0.07%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.07%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.07%
PETROBRAS GLOBAL FIN P/P 144A 05.9990 01/27/2028 0.07%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.07%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 0.07%
PULTEGROUP INC 05.5000 03/01/2026 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%
SFR GROUP SA P/P 144A 06.2500 05/15/2024 0.07%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.07%
STEARNS HOLDINGS LLC P/P 144A 09.3750 08/15/2020 0.07%
SWPTN 10YX10Y P 2.7575 USD 01/05/2028 GS 0.07%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP 0.07%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP 0.07%
SWPTN 2YX5Y P 2.203 USD 06/03/2019 BA 0.07%
SWPTN 2YX5Y P 2.205 USD 06/03/2019 BC 0.07%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.07%
TEVA PHARMA NE P/P 144A 06.0000 04/15/2024 0.07%
TEVA PHARMA NE P/P 144A 06.7500 03/01/2028 0.07%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.07%
TRANSDIGM INC 06.5000 07/15/2024 0.07%
USG CORP P/P 144A 04.8750 06/01/2027 0.07%
VALEANT PHARMA P/P 144A 05.8750 05/15/2023 0.07%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.07%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.07%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.06%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.06%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.06%
3.30 R ISWP FWD NFIX3MID P 06/20/2028 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%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.06%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.06%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.06%
BEACON ESCROW CORP P/P 144A 04.8750 11/01/2025 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 06.5721 11/17/2022 0.06%
CAS 2016-C05 2B 12.6215 01/25/2029 0.06%
CENTURYLINK INC 06.7500 12/01/2023 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 GS 0.06%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.06%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.06%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.06%
DYNEGY INC 07.6250 11/01/2024 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%
EXTRACTION OIL & GAS P/P 144A 05.6250 02/01/2026 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 04.5285 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%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.06%
FXI HOLDINGS INC P/P 144A 07.8750 11/01/2024 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 2013-165 IL IO 04.0000 03/20/2043 0.06%
GNR 2013-28 IO IO 03.5000 02/20/2043 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 2016-168 AI IO 05.0000 07/20/2045 0.06%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.06%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.06%
ITRON INC P/P 144A 05.0000 01/15/2026 0.06%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 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 05.8750 11/01/2024 0.06%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.06%
MGM RESORTS INTL 06.6250 12/15/2021 0.06%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.06%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.06%
OPTN FN30 3.0 04/05/18 CALL 96.3515625 JPMC 0.06%
OPTN FN30 3.0 04/05/18 CALL 96.4375 JPMC 0.06%
OPTN FN30 3.0 04/05/18 CALL 96.4453125 JPMC 0.06%
OPTN FN30 3.0 05/07/18 CALL 96.8125 JPMC 0.06%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.06%
SM ENERGY CO 06.5000 11/15/2021 0.06%
SWPTN 10YX10Y R 2.7575 USD 01/05/2028 GS 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 1YX10Y R 1.522 GBP 10/05/2018 GS 0.06%
SWPTN 5WX10Y R 2.852 USD 04/17/2018 JP 0.06%
SWPTN 7YX5Y R 2.647 USD 06/03/2024 BA 0.06%
SWPTN 7YX5Y R 2.654 USD 06/03/2024 CI 0.06%
SWPTN LIABILITY 2YX20Y P 2.36 USD 11/12/2019 JP 0.06%
T-MOBILE USA INC 06.0000 03/01/2023 0.06%
VALEANT PHARMA P/P 144A 07.0000 03/15/2024 0.06%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 0.06%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.06%
WFCM 2013-LC12 D P/P 144A 04.2909 07/15/2046 0.06%
WINDSTREAM SRVC / FIN 06.3750 08/01/2023 0.06%
WPX ENERGY INC 06.0000 01/15/2022 0.06%
WPX ENERGY INC 07.5000 08/01/2020 0.06%
1.3975 R ISWP JPL6M P 02/19/2020 0.05%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.05%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.05%
ARD FINANCE SA 06.6250 09/15/2023 0.05%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.05%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.05%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.05%
CENTENE CORP 04.7500 05/15/2022 0.05%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.05%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.05%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.05%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.05%
CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021 0.05%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 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%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 0.05%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.05%
EUROPCAR GROUPE SA REGS 04.1250 11/15/2024 0.05%
FHR 4000 PI IO 04.5000 01/15/2042 0.05%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.05%
GLP CAP LP / FIN II 04.8750 11/01/2020 0.05%
GNR 2012-56 IB IO 04.0000 04/20/2042 0.05%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.05%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.05%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.05%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.05%
JPMCC 2007-CB20 C P/P 144A 06.1740 02/12/2051 0.05%
KCA DEUTAG TL L+525 07.6539 05/16/2020 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%
MASARIA INVESTMENTS SAU REGS 05.0000 09/15/2024 0.05%
MASTEC INC 04.8750 03/15/2023 0.05%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.05%
MHL 2005-3 M2 02.6665 08/25/2035 0.05%
MICROCHIP TEC CV 01.6250 02/15/2027 0.05%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 0.05%
NEIMAN MARCUS TL L+325 05.1406 10/25/2020 0.05%
NOVAFIVES REGS 04.5000 06/30/2021 0.05%
NRG ENERGY INC 07.2500 05/15/2026 0.05%
OWENS CORNING 04.2000 12/01/2024 0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.05%
RACKSPACE HOSTING INC L+300 04.7870 11/03/2023 0.05%
REYNOLDS GROUP TL L+300 04.6269 02/05/2023 0.05%
SESI LLC P/P 144A 07.7500 09/15/2024 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%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.05%
SWPTN 4WX10Y R 2.8 USD 04/24/2018 JP 0.05%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS 0.05%
SWPTN LIABILITY 2YX20Y R 2.875 USD 11/18/2019 GS 0.05%
T-MOBILE USA INC 04.7500 02/01/2028 0.05%
TAKKO LUX 2 SCA REGS 05.3750 11/15/2023 0.05%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.05%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.05%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.05%
UNILABS SUBHOLD REGS 05.7500 05/15/2025 0.05%
US CONCRETE INC 06.3750 06/01/2024 0.05%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.05%
VALEANT PHARMA P/P 144A 09.2500 04/01/2026 0.05%
VIRGIN MEDIA SECURED FIN REGS 05.1250 01/15/2025 0.05%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.05%
1.65 R ISWP FWD GBL6M P 06/20/2028 0.04%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.04%
2.40 R ISWP FWD NOKOIB6M P 06/20/2028 0.04%
2.605 R ISWP FWD US0003M P 06/20/2020 0.04%
ADT CORP 04.1250 06/15/2023 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%
ARCELORMITTAL USD 06.1250 06/01/2025 0.04%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.04%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.04%
BERRY GLOBAL INC 05.5000 05/15/2022 0.04%
CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 0.04%
CAS 2015-C02 2M2 05.8715 05/25/2025 0.04%
CAS 2015-C04 2M2 07.4215 04/25/2028 0.04%
CAS 2016-C06 1M2 06.1215 04/25/2029 0.04%
CCO HOLDINGS LLC P/P 144A 05.1250 05/01/2027 0.04%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.04%
CHS/COMMUNITY HEALTH SYS 07.1250 07/15/2020 0.04%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.04%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.04%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.04%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.04%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.04%
DISH DBS CORP 05.8750 11/15/2024 0.04%
ENSCO PLC USD 07.7500 02/01/2026 0.04%
FHR 3072 SM 04.2533 11/15/2035 0.04%
FHR 4105 HI IO 03.5000 07/15/2041 0.04%
FHS 304 C37 IO 03.5000 12/15/2027 0.04%
FNR 2006-62 PS 28.6710 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%
FNR 2013-18 SB IO 04.2785 10/25/2041 0.04%
FRONTIER COMM 10.5000 09/15/2022 0.04%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.04%
GENON ENERGY INC. 09.8750 10/15/2020 0.04%
GNR 2013-129 SN IO 04.3279 09/20/2043 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%
JC PENNEY CORP INC P/P 144A 05.8750 07/01/2023 0.04%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.04%
KRATON POLYMERS P/P 144A 10.5000 04/15/2023 0.04%
KRONOS 2NDL L+825 10.0234 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%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.04%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.04%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.04%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.04%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 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%
ORYX TLB L+325 05.2672 02/26/2025 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%
QEP RESOURCES INC 05.6250 03/01/2026 0.04%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 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 GRP PLC USD 05.1250 05/28/2024 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%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.04%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.04%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.04%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.04%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.04%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.04%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP 0.04%
SWPTN 12YX10Y P 2.725 USD 11/08/2029 GS 0.04%
SWPTN 1MX10Y R 2.813 USD 04/19/2018 BA 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 6MX2Y P 2.49275 USD 07/16/2018 MS 0.04%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI 0.04%
SWPTN 7YX25Y R 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%
TALBOTS INC 1STL L+450 06.3769 03/19/2020 0.04%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.04%
TARGA RES PRTNRS 05.3750 02/01/2027 0.04%
TENNANT CO 05.6250 05/01/2025 0.04%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.04%
TRANSDIGM INC 06.3750 06/15/2026 0.04%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.04%
TRONOX INC P/P 144A 06.5000 04/15/2026 0.04%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 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%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.04%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 0.04%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.04%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.04%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.04%
0.00 R ISWP BZDIOVRA P 01/04/2021 0.03%
0.00 R ISWP BZDIOVRA P 01/04/2021 0.03%
1.40 R ISWP FWD SES3M P 06/20/2028 0.03%
1.45 R ISWP FWD GBL6M P 06/20/2023 0.03%
2.7725 R ISWP FWD US0003M P 03/21/2023 0.03%
A SCHULMAN INC 06.8750 06/01/2023 0.03%
ACADEMY SPORTS TLB L+400 05.9267 07/02/2022 0.03%
AIR METHODS TLB L+350 04.7964 04/21/2024 0.03%
AK STEEL CORP 06.3750 10/15/2025 0.03%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.03%
BCAP 2012-RR5 4A8 01.7907 06/26/2035 0.03%
BERRY GLOBAL INC 05.1250 07/15/2023 0.03%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.03%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.03%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.03%
CAS 2017-C02 2M2 05.5215 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%
CEC ENT INC 08.0000 02/15/2022 0.03%
CHEMOURS CO 07.0000 05/15/2025 0.03%
CINEMARK USA INC 05.1250 12/15/2022 0.03%
CIT GROUP INC 05.2500 03/07/2025 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 GS 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.03%
CONTINENTAL RESOURCES INC. 04.5000 04/15/2023 0.03%
CPTFEMU R 1.4 P 07/15/27 0.03%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.03%
DISH NETWORK CV 03.3750 08/15/2026 0.03%
DYNEGY INC P/P 144A 08.1250 01/30/2026 0.03%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.03%
ENRGY TRANS PT/REG FIN 05.0000 10/01/2022 0.03%
FHR 4210 PI IO 03.0000 12/15/2041 0.03%
FNR 2005-83 QP 12.5281 11/25/2034 0.03%
FNR 2007-53 SP 17.3378 06/25/2037 0.03%
FNR 2008-24 SP 16.4212 02/25/2038 0.03%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.03%
GATES GLOBAL TLB L+275 05.0520 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 2014-108 IP IO 04.5000 12/20/2042 0.03%
HUB HLDG LLC/HUB HOL P/P 144A 08.1250 07/15/2019 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%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 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 P/P 144A 05.8750 11/15/2024 0.03%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.03%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.03%
MERCER INTL INC P/P 144A 05.5000 01/15/2026 0.03%
MICRON TECH INC P/P 144A 05.2500 01/15/2024 0.03%
MICRON TECHNO CV 03.0000 11/15/2043 0.03%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.03%
NATIONSTAR MORT/ 07.8750 10/01/2020 0.03%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.03%
NOVA CHEMICALS CORP P/P 144A 04.8750 06/01/2024 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%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.03%
SM ENERGY CO 05.0000 01/15/2024 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 1MX10Y R 2.833 USD 04/05/2018 MS 0.03%
SWPTN 2YX10Y P 2.47 USD 11/08/2019 GS 0.03%
SWPTN 4WX10Y R 2.735 USD 04/24/2018 JP 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 5WX10Y R 2.787 USD 04/17/2018 JP 0.03%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP 0.03%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS 0.03%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI 0.03%
SWPTN LIABILITY 1WX10Y P 2.7825 USD 04/05/2018 CI 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%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.03%
THE AES CORPORATION 04.8750 05/15/2023 0.03%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.03%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.03%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.03%
VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 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%
0.4419 R ISWP EUR006M P 01/30/2023 0.02%
2.50 R ISWP FWD AUDBB6M P 06/20/2023 0.02%
2.95 R ISWP FWD US0003M P 06/20/2028 0.02%
3.11 R ISWP FWD US0003M P 02/27/2028 0.02%
7.48 R ISWP JIBA3M P 10/31/2020 0.02%
AES CORP/THE 04.5000 03/15/2023 0.02%
AIR MEDICAL TLB L+325 05.2672 04/28/2022 0.02%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.02%
AMC ENT HOLDIN 05.8750 11/15/2026 0.02%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.02%
BAYTEX ENERGY CORP P/P 144A 05.1250 06/01/2021 0.02%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.02%
BOYNE USA INC P/P 144A 07.2500 05/01/2025 0.02%
BWAY CORP TLB L+325 04.9580 04/03/2024 0.02%
CAESARS ENTERTAINMENT CORP 0.02%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.02%
CAS 2015-C02 1M2 05.8715 05/25/2025 0.02%
CCC INFO 2NDL L+675 08.6269 03/30/2025 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.02%
CENTENE CORP 04.7500 01/15/2025 0.02%
CENTURYLINK INC 05.6250 04/01/2020 0.02%
CHC GRP LLC/FIN P/P USD 00.0000 10/01/2020 0.02%
CHEMOURS CO 05.3750 05/15/2027 0.02%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 06/15/2027 0.02%
CIT GROUP INC P/P 144A 05.5000 02/15/2019 0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 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 ML 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.02%
COLONY STARWO CV 03.5000 01/15/2022 0.02%
CPTFEMU R 1.4275 P 08/15/27 0.02%
CPURNSA R 1.89 P 07/05/22 0.02%
CPURNSA R 1.9225 P 07/03/22 0.02%
CYPRESS SEMIC CV 04.5000 01/15/2022 0.02%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.02%
DYCOM IND INC CV 00.7500 09/15/2021 0.02%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.02%
ENERGY TRANSFER EQUITY 05.5000 06/01/2027 0.02%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.02%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.02%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.02%
FHR 3249 PS 16.4122 12/15/2036 0.02%
FHR 3408 EK 18.6443 04/15/2037 0.02%
FNR 2005-75 GS 14.6355 08/25/2035 0.02%
FNS 378 19 IO 05.0000 06/25/2035 0.02%
GMACC 2004-C3 X1 IO P/P 144A 00.9067 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%
IAC FINANCECO P/P 144A CV 00.8750 10/01/2022 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%
ISTAR INC 06.0000 04/01/2022 0.02%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.02%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.02%
LBCMT 1999-C1 G P/P 144A 06.4100 06/15/2031 0.02%
LIBERTY EXPEDIA HOLD INC 144A 0.02%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.02%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.02%
MATTAMY GROUP CORP P/P 144A 06.8750 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%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.02%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.02%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.02%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.02%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.02%
NORTHWEST ACQ/DOMIN P/P 144A 07.1250 11/01/2022 0.02%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.02%
ON SEMICONDUC CV 01.0000 12/01/2020 0.02%
OPTN FN30 3.0 05/07/18 PUT 97.0 JPMC 0.02%
OPTN FN30 3.0 05/07/18 PUT 97.125 JPMC 0.02%
OPTN FN30 3.0 05/07/18 PUT 97.25 JPMC 0.02%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 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 P/P 144A CV 01.5000 11/15/2022 0.02%
RED HAT INC CV 00.2500 10/01/2019 0.02%
REVLON CONSUMER PRODS 05.7500 02/15/2021 0.02%
SALESFORCE.CO CV 00.2500 04/01/2018 0.02%
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CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
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CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
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EUR/USD 06/20/2018 CSI-FX 0.01%
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EVERBRIDGE INC CV 01.5000 11/01/2022 0.01%
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FNS 374 6 IO 05.5000 08/25/2036 0.01%
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KAMAN CORP P/P 144A CV 03.2500 05/01/2024 0.01%
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OKTA INC P/P 144A CV 00.2500 02/15/2023 0.01%
OSI SYS INC CV 01.2500 09/01/2022 0.01%
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PETSMART INC P/P 144A 07.1250 03/15/2023 0.01%
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SEK/USD 06/20/2018 HSBCB 0.01%
SEK/USD 06/20/2018 RBSF 0.01%
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SERVICENOW IN P/P 144A CV 00.0000 06/01/2022 0.01%
SM ENERGY CO 06.5000 01/01/2023 0.01%
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STARWOOD PROP TR CV 04.0000 01/15/2019 0.01%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.01%
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SWPTN 1MX10Y R 2.75 USD 04/09/2018 GS 0.01%
SWPTN 1MX10Y R 2.763 USD 04/05/2018 MS 0.01%
SWPTN 1YX5Y R 2.695 USD 10/04/2018 GS 0.01%
SWPTN 2YX10Y R 2.2525 USD 11/12/2019 JP 0.01%
SWPTN 2YX10Y R 2.47 USD 11/08/2019 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 3MX1Y P 2.79375 USD 06/05/2018 GS 0.01%
SWPTN 5WX1Y R 2.765 USD 04/09/2018 BC 0.01%
SWPTN 6MX1Y R 2.47 USD 08/14/2018 CI 0.01%
SWPTN 6MX2Y P 2.8375 USD 08/28/2018 MS 0.01%
SWPTN LIABILITY 2YX20Y R 2.36 USD 11/12/2019 JP 0.01%
SWPTN LIABILITY 5WX10Y P 2.935 USD 04/30/2018 CI 0.01%
TELADOC INC P/P 144A CV 03.0000 12/15/2022 0.01%
TENNECO INC 05.0000 07/15/2026 0.01%
TTM TECHNOLOGIES INC CV 01.7500 12/15/2020 0.01%
TWITTER INC CV 01.0000 09/15/2021 0.01%
UKRPI P 3.34 R 02/15/28 0.01%
UKRPI P 3.4025 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%
WAYFAIR INC P/P 144A CV 00.3750 09/01/2022 0.01%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.01%
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WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.01%
WORKDAY INC P/P 144A CV 00.2500 10/01/2022 0.01%
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CHC GROUP LLC P/P 0.00%
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CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
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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%
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GNR 2011-18 PI IO 04.5000 08/20/2040 0.00%
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IOS.FN30.350.12 P USL1M R 01/12/43 JP 0.00%
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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%
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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%
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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%
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IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
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IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.00%
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IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.00%
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IOS.FN30.500.10 P USL1M R 01/12/41 CS 0.00%
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IOS.FN30.500.10 P USL1M R 01/12/41 JP 0.00%
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IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
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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%
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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 05/16/2018 BCAP-FX 0.00%
JPY/USD 05/16/2018 CITI 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 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 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 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%
MILAGRO OIL & GAS 0.00%
MLMT 2008-C1 AJ 06.4983 02/12/2051 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 06/20/2018 SSBT 0.00%
NZD/USD 04/18/2018 BANKAM 0.00%
NZD/USD 04/18/2018 CITI 0.00%
NZD/USD 04/18/2018 SSBT 0.00%
OPTN FN30 2.5 04/05/18 PUT 92.9921875 JPMC 0.00%
OPTN FN30 3.0 05/07/18 PUT 95.28125 JPMC 0.00%
OPTN FN30 3.0 05/07/18 PUT 95.40625 JPMC 0.00%
OPTN FN30 3.0 05/07/18 PUT 95.53125 JPMC 0.00%
RINGCENTRAL P/P 144A CV 00.0000 03/15/2023 0.00%
SEK/USD 06/20/2018 BCAP-FX 0.00%
SEK/USD 06/20/2018 JPMCB 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 13WX1Y R 2.355 USD 05/14/2018 MS 0.00%
SWPTN 13WX1Y R 2.71375 USD 05/14/2018 MS 0.00%
SWPTN 17DX10Y P 2.9175 USD 04/06/2018 GS 0.00%
SWPTN 17DX10Y P 2.9915 USD 04/06/2018 GS 0.00%
SWPTN 1MX10Y P 3.1075 USD 04/13/2018 WE 0.00%
SWPTN 1MX1Y R 2.34 USD 04/05/2018 BC 0.00%
SWPTN 1MX1Y R 2.736 USD 04/05/2018 BC 0.00%
SWPTN 1MX2Y R 2.538 USD 04/05/2018 BC 0.00%
SWPTN 1YX1Y R 0.882 GBP 11/05/2018 JP 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 1YX5Y P 1.091 EUR 07/13/2018 CI 0.00%
SWPTN 1YX5Y P 1.291 EUR 07/13/2018 CI 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 3MX1Y P 3.01375 USD 06/05/2018 GS 0.00%
SWPTN 3MX5Y P 0.442 EUR 04/17/2018 MS 0.00%
SWPTN 5WX1Y R 2.359 USD 04/09/2018 BC 0.00%
SWPTN 6MX1Y R 1.85125 USD 04/30/2018 MS 0.00%
SWPTN 6MX1Y R 2.01 USD 04/30/2018 MS 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%
TERVITA CORP CLASS A 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
TRIBUNE CLASS 1C LITIGAT 0.00%
TXU TCEH RIGHTS 0.00%
UKRPI P 3.34 R 03/15/28 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 JUN18 UXYM8 0.00%
US 2YR NOTE (CBT) JUN18 TUM8 0.00%
WBCMT 2007-C34 IO IO 00.1503 05/15/2046 0.00%
ZAR/USD 04/18/2018 GSFX 0.00%
-0.455 R ISWP CHL6M P 01/25/2020 -0.01%
-0.528 R ISWP CHL6M P 09/29/2019 -0.01%
0.6975 R ISWP SES3M P 02/05/2023 -0.01%
0.766 R ISWP GBL6M P 09/15/2019 -0.01%
0.85 R ISWP FWD GBL6M P 12/20/2019 -0.01%
1.61375 R ISWP FWD EUR006M P 10/27/2027 -0.01%
1.863 R ISWP FWD GBL6M P 09/22/2032 -0.01%
2.00 R ISWP FWD NOKOIB6M P 06/20/2023 -0.01%
2.74875 R ISWP FWD US0003M P 10/27/2027 -0.01%
2.80 R ISWP FWD NFIX3MID P 06/20/2023 -0.01%
2.903 R ISWP FWD US0003M P 04/09/2028 -0.01%
2.917 R ISWP FWD US0003M P 04/19/2028 -0.01%
7.92 R ISWP JIBA3M P 01/25/2028 -0.01%
8.12 R ISWP MXIBTIIE P 12/24/2026 -0.01%
8.20 R ISWP MXIBTIIE P 01/07/2027 -0.01%
AUD/USD 04/18/2018 CSI-FX -0.01%
AUD/USD 04/18/2018 UBS -0.01%
AUD/USD 04/18/2018 WPAC -0.01%
CAD/USD 04/18/2018 BCAP-FX -0.01%
CAD/USD 04/18/2018 SSBT -0.01%
CHF/USD 06/20/2018 JPMCB -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 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 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%
CNH/USD 05/16/2018 GSFX -0.01%
CPTFEMU P 1.71 R 08/15/37 -0.01%
CPTFEMU P 1.735 R 09/15/37 -0.01%
CPURNSA P 2.19 R 12/06/27 -0.01%
CPURNSA P 2.1939 R 12/21/27 -0.01%
EUR/USD 06/20/2018 BANKAM -0.01%
GBP/USD 06/20/2018 HSBCB -0.01%
JPY/USD 05/16/2018 CSI-FX -0.01%
JPY/USD 05/16/2018 GSFX -0.01%
JPY/USD 05/16/2018 JPMCB -0.01%
JPY/USD 05/16/2018 SSBT -0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -0.01%
NOK/USD 06/20/2018 BANKAM -0.01%
NOK/USD 06/20/2018 GSFX -0.01%
NOK/USD 06/20/2018 JPMCB -0.01%
NOK/USD 06/20/2018 UBS -0.01%
NZD/USD 04/18/2018 JPMCB -0.01%
NZD/USD 04/18/2018 RBSF -0.01%
OPTN FN30 3.0 05/07/18 PUT 96.140625 JPMC -0.01%
OPTN FN30 3.0 05/07/18 PUT 96.265625 JPMC -0.01%
OPTN FN30 3.0 05/07/18 PUT 96.390625 JPMC -0.01%
SEK/USD 06/20/2018 UBS -0.01%
SWPTN 1YX1Y R 2.3025 USD 10/04/2018 GS -0.01%
SWPTN 2YX1Y R 1.919 USD 08/15/2019 JP -0.01%
SWPTN 2YX1Y R 1.9325 USD 08/16/2019 BA -0.01%
SWPTN 2YX20Y R 2.36 USD 11/12/2019 JP -0.01%
SWPTN 2YX30Y R 2.43 USD 11/13/2019 MS -0.01%
SWPTN 3MX1Y P 2.90375 USD 06/05/2018 GS -0.01%
SWPTN 3MX2Y P 2.646 USD 05/29/2018 MS -0.01%
SWPTN 5WX10Y P 2.935 USD 04/30/2018 CI -0.01%
SWPTN 5WX2Y R 2.5625 USD 04/09/2018 BC -0.01%
SWPTN 6MX1Y R 2.6325 USD 08/14/2018 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 01/02/2019 -0.02%
0.00 R ISWP BZDIOVRA P 01/02/2019 -0.02%
0.40 R ISWP FWD CHL6M P 06/20/2028 -0.02%
0.6075 R ISWP SES3M P 01/24/2023 -0.02%
0.70 R ISWP FWD SES3M P 06/20/2023 -0.02%
1.815 R ISWP FWD EUR006M P 02/27/2028 -0.02%
1.912 R ISWP FWD GBL6M P 01/19/2032 -0.02%
2.02 R ISWP CDOR03 P 11/02/2022 -0.02%
2.0525 R ISWP CDOR03 P 11/14/2022 -0.02%
2.75 R ISWP FWD US0003M P 06/20/2023 -0.02%
2.9075 R ISWP FWD US0003M P 04/17/2028 -0.02%
3.395 R ISWP FWD AUDBB6M P 03/07/2028 -0.02%
8.365 R ISWP JIBA3M P 10/31/2027 -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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-.7 2047-01-17 300.0 01/17/2047 GS -0.02%
CPTFEMU P 1.7138 R 08/15/37 -0.02%
CPURNSA P 2.085 R 07/03/27 -0.02%
GBP/USD 06/20/2018 CSI-FX -0.02%
GBP/USD 06/20/2018 GSFX -0.02%
GBP/USD 06/20/2018 SSBT -0.02%
JPY/USD 05/16/2018 RBSF -0.02%
JPY/USD 05/16/2018 UBS -0.02%
NZD/USD 04/18/2018 UBS -0.02%
OPTN FN30 3.0 04/05/18 CALL 97.3203125 JPMC -0.02%
OPTN FN30 3.0 04/05/18 CALL 97.4140625 JPMC -0.02%
OPTN FN30 3.0 04/05/18 CALL 97.421875 JPMC -0.02%
OPTN FN30 3.0 05/07/18 PUT 96.8125 JPMC -0.02%
SWPTN 1MX10Y P 2.805 USD 04/27/2018 CI -0.02%
SWPTN 1MX10Y R 2.805 USD 04/27/2018 CI -0.02%
SWPTN 2YX20Y R 2.584 USD 11/08/2019 GS -0.02%
SWPTN 2YX30Y P 2.826 USD 11/08/2019 JP -0.02%
SWPTN 2YX30Y R 2.615 USD 11/12/2019 CI -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%
SWPTN LIABILITY 5WX10Y R 2.635 USD 04/30/2018 CI -0.02%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.03%
0.66875 R ISWP SES3M P 01/30/2023 -0.03%
AUD/USD 04/18/2018 BCAP-FX -0.03%
AUD/USD 04/18/2018 CITI -0.03%
AUD/USD 04/18/2018 SSBT -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 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 MS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.03%
CPTFEMU P 1.71 R 07/15/37 -0.03%
CPURNSA P 2.05 R 07/05/27 -0.03%
GBP/USD 06/20/2018 UBS -0.03%
NZD/USD 04/18/2018 GSFX -0.03%
OPTN FN30 3.0 04/05/18 CALL 96.9296875 JPMC -0.03%
OPTN FN30 3.0 04/05/18 CALL 96.9296875 JPMC -0.03%
SWPTN 1MX10Y R 2.89 USD 04/09/2018 GS -0.03%
SWPTN 1WX10Y P 2.7825 USD 04/05/2018 CI -0.03%
SWPTN 2YX10Y R 2.413 USD 06/03/2019 BA -0.03%
SWPTN 2YX10Y R 2.42 USD 06/03/2019 CI -0.03%
SWPTN 2YX20Y P 2.875 USD 11/18/2019 GS -0.03%
SWPTN 2YX20Y R 2.875 USD 11/18/2019 GS -0.03%
SWPTN 2YX30Y P 2.615 USD 11/12/2019 CI -0.03%
SWPTN 3MX2Y P 2.41625 USD 04/26/2018 MS -0.03%
SWPTN LIABILITY 10YX20Y P 2.8175 USD 03/23/2027 GS -0.03%
SWPTN LIABILITY 10YX20Y R 2.8175 USD 03/23/2027 GS -0.03%
SWPTN LIABILITY 12YX10Y P 3.005 USD 11/16/2029 GS -0.03%
SWPTN LIABILITY 12YX10Y R 2.5 USD 11/09/2029 JP -0.03%
SWPTN LIABILITY 2YX10Y 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%
5.93 R ISWP MXIBTIIE P 10/06/2021 -0.04%
AUD/USD 04/18/2018 BANKAM -0.04%
AUD/USD 04/18/2018 JPMCB -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 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.04%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.04%
GBP/USD 06/20/2018 BCAP-FX -0.04%
OPTN FN30 3.0 04/05/18 CALL 96.8359375 JPMC -0.04%
SWPTN 1YX2Y P 2.813 USD 01/28/2019 BC -0.04%
SWPTN 2YX20Y P 2.584 USD 11/08/2019 GS -0.04%
SWPTN 2YX30Y P 2.43 USD 11/13/2019 MS -0.04%
SWPTN 5YX5Y R 1.106 GBP 11/03/2022 JP -0.04%
SWPTN LIABILITY 12YX10Y P 2.725 USD 11/08/2029 GS -0.04%
SWPTN LIABILITY 12YX10Y R 2.725 USD 11/08/2029 GS -0.04%
SWPTN LIABILITY 12YX10Y R 3.005 USD 11/16/2029 GS -0.04%
SWPTN LIABILITY 2YX5Y P 2.203 USD 06/03/2019 BA -0.04%
SWPTN LIABILITY 2YX5Y P 2.205 USD 06/03/2019 BC -0.04%
SWPTN LIABILITY 2YX5Y R 2.203 USD 06/03/2019 BA -0.04%
SWPTN LIABILITY 2YX5Y R 2.205 USD 06/03/2019 BC -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%
0.503 R ISWP FWD EUR006M P 03/21/2023 -0.05%
AUD/USD 04/18/2018 RBSF -0.05%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.05%
SWPTN 1YX1Y P 2.25 USD 08/15/2018 JP -0.05%
SWPTN 1YX1Y P 2.2625 USD 08/16/2018 BA -0.05%
SWPTN 1YX2Y P 2.663 USD 01/14/2019 CI -0.05%
SWPTN 2YX28Y R 2.7175 USD 01/24/2019 BA -0.05%
SWPTN 3MX2Y P 2.315 USD 04/16/2018 MS -0.05%
SWPTN LIABILITY 12YX10Y P 2.5 USD 11/09/2029 JP -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%
0.00 R ISWP BZDIOVRA P 01/02/2019 -0.06%
6.16 R ISWP MXIBTIIE P 01/01/2026 -0.06%
AUD/USD 04/18/2018 GSFX -0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.06%
SWPTN 10YX10Y P 2.036 EUR 01/05/2028 GS -0.06%
SWPTN 1MX10Y R 2.883 USD 04/19/2018 BA -0.06%
SWPTN 1MX10Y R 2.903 USD 04/05/2018 MS -0.06%
SWPTN 2YX20Y P 2.36 USD 11/12/2019 JP -0.06%
SWPTN 2YX30Y R 2.79 USD 02/15/2019 JP -0.06%
SWPTN 3MX5Y P 2.5625 USD 04/17/2018 MS -0.06%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.07%
SWPTN 10YX10Y R 2.036 EUR 01/05/2028 GS -0.07%
SWPTN 1YX2Y P 2.77 USD 01/16/2019 JP -0.07%
SWPTN 4WX10Y R 2.865 USD 04/24/2018 JP -0.07%
2.90 R ISWP FWD US0003M P 06/20/2028 -0.08%
SWPTN 2YX28Y P 2.7175 USD 01/24/2019 BA -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%
SWPTN 17DX10Y R 2.9175 USD 04/06/2018 GS -0.09%
SWPTN 5WX10Y R 2.917 USD 04/17/2018 JP -0.09%
2.80 R ISWP FWD US0003M P 06/20/2023 -0.10%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.11%
SWPTN 2YX10Y P 2.413 USD 06/03/2019 BA -0.11%
SWPTN 2YX10Y P 2.42 USD 06/03/2019 CI -0.11%
SWPTN 10YX10Y P 2.01 EUR 12/20/2027 GS -0.13%
SWPTN 10YX10Y R 2.01 EUR 12/20/2027 GS -0.13%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.14%
SWPTN 2YX5Y P 2.208 USD 05/17/2019 CI -0.14%
SWPTN LIABILITY 10YX20Y P 2.785 USD 01/25/2027 BA -0.14%
SWPTN LIABILITY 10YX20Y R 2.785 USD 01/25/2027 BA -0.14%
CDX CDX.NA.HY.30 500.0 06/20/2023 -0.17%
SWPTN LIABILITY 5YX30Y P 2.8325 USD 02/15/2022 JP -0.17%
SWPTN LIABILITY 5YX30Y R 2.8325 USD 02/15/2022 JP -0.17%
SWPTN 1YX20Y R 1.6975 GBP 10/05/2018 GS -0.18%
SWPTN 2YX1Y P 1.919 USD 08/15/2019 JP -0.20%
SWPTN 2YX1Y P 1.9325 USD 08/16/2019 BA -0.20%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.21%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.29%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.36%
FNMA FN30 TBA 04.5000 04/01/2048 -1.16%
FNMA FN30 TBA 03.0000 04/01/2048 -2.17%

Prior top 10 holdings

Top 10 holdings as of 05/31/18
Fnma Fn30 Tba 03.5000 07/01/2048
Fnma Fn30 Tba 04.0000 07/01/2048
Gnma Gii30 Tba 04.5000 06/01/2048
Hellenic Republic Regs 03.0000 02/24/2024
Gnma Gii30 Tba 04.0000 06/01/2048
Petrobras Global Finance Usd 07.3750 01/17/2027
Fnma Fn30 Tba 05.5000 06/01/2048
Fnma Fn30 Tba 03.5000 06/01/2048
Cwalt 2006-Oa10 4a1 02.1497 08/25/2046
Hellenic Republic Regs 03.0000 02/24/2023
Holdings represent 25.04% of portfolio
Top 10 holdings as of 04/30/18
Fnma Fn30 Tba 03.5000 06/01/2048
Fnma Fn30 Tba 04.0000 05/01/2048
Gnma Gii30 Tba 04.5000 05/01/2048
Hellenic Republic Regs 03.0000 02/24/2024
Gnma Gii30 Tba 04.0000 05/01/2048
Petrobras Global Finance Usd 07.3750 01/17/2027
Fnma Fn30 Tba 05.5000 05/01/2048
Hellenic Republic Regs 03.0000 02/24/2023
Cwalt 2006-Oa10 4a1 02.0871 08/25/2046
Prov Buenos Aire P/P 144a 07.8750 06/15/2027
Holdings represent 25.84% of portfolio
Top 10 holdings as of 03/31/18
Fnma Fn30 Tba 03.5000 05/01/2048
Fnma Fn30 Tba 04.0000 04/01/2048
Gnma Gii30 Tba 04.5000 05/01/2048
Hellenic Republic Regs 03.0000 02/24/2024
Gnma Gii30 Tba 04.0000 05/01/2048
Petrobras Global Finance Usd 07.3750 01/17/2027
Fnma Fn30 Tba 05.5000 04/01/2048
Gnma Gii30 Tba 04.5000 04/01/2048
Hellenic Republic Regs 03.0000 02/24/2023
Cwalt 2006-Oa10 4a1 02.0615 08/25/2046
Holdings represent 25.21% of portfolio
Top 10 holdings as of 02/28/18
Fnma Fn30 Tba 03.5000 04/01/2048
Gnma Gii30 Tba 04.5000 03/01/2048
Fnma Fn30 Tba 04.0000 03/01/2048
Hellenic Republic Regs 03.0000 02/24/2024
Gnma Gii30 Tba 04.0000 03/01/2048
Petrobras Global Finance Usd 07.3750 01/17/2027
Fnma Fn30 Tba 05.5000 03/01/2048
Cwalt 2006-Oa10 4a1 01.8107 08/25/2046
Hellenic Republic Regs 03.0000 02/24/2023
Ojsc Russ Agric Rshb P/P 144a 07.7500 05/29/2018
Holdings represent 26.01% of portfolio

Maturity detail

0 - 1 yr. 2.25%
1 - 5 yrs. 31.04%
5 - 10 yrs. 65.59%
10 - 15 yrs. 0.75%
Over 15 yrs. 0.37%

Quality rating

AAA 43.26%
A 0.27%
BBB 7.52%
BB 19.52%
B 21.94%
CCC and Below 10.26%
Not Rated -2.77%

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. The value of bonds in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons including general financial market conditions, changing market perceptions of the risk of default, changes in government intervention, and factors related to a specific issuer or industry. These factors may also lead to periods of high volatility and reduced liquidity in the bond markets. 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 05/31/18

United States 80.31%
Argentina 3.72%
Greece 3.27%
Brazil 2.90%
Canada 1.73%
Mexico 1.33%
Indonesia 1.15%
Russia 0.69%
United Kingdom 0.61%
 
Other
4.29%
Sweden 0.60%
Luxembourg 0.49%
Netherlands 0.48%
France 0.42%
Dominican Republic 0.39%
Bermuda 0.36%
Venezuela 0.34%
Germany 0.32%
Ireland 0.32%
European Community 0.29%
Jamaica 0.20%
Cayman Islands 0.15%
El Salvador 0.11%
New Zealand 0.09%
Italy 0.07%
Spain 0.04%
Switzerland 0.03%
Hong Kong 0.02%
Japan 0.02%
India 0.01%
China -0.01%
South Africa -0.02%
Australia -0.18%
Norway -0.25%

†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. The Bloomberg Barclays Government/Credit Bond Index is an unmanaged index of U.S. Treasuries, agency securities and investment grade corporate bonds. 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. The value of bonds in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons including general financial market conditions, changing market perceptions of the risk of default, changes in government intervention, and factors related to a specific issuer or industry. These factors may also lead to periods of high volatility and reduced liquidity in the bond markets. 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.