Important update on the dividend policy for this fund: The Trustees of the Putnam Funds have approved an amendment to the dividend policy for the Putnam closed-end funds to establish targeted distribution rates for common shares. Read more here.


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.

Webcast | Update on Putnam closed-end funds: PIM and PPT | January 16, 2019 | 1:15pm ET

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.

Strategy and process

  • Broad diversification: The fund seeks multiple sources of return outside the constraints of its benchmark, investing across traditional and alternative bond markets.
  • Flexible risk allocations: The fund takes a unique approach to asset allocation, dynamically establishing diversified risk exposures rather than sector exposures.
  • Active duration management: As the fund's duration is independent of any index, the fund employs strategies that seek to reduce interest-rate risk.

Daily pricing as of 08/23/19

Ticker NYSE: PIM
Net asset value $4.80
Net asset value change 0.00
Market price $4.57
Market price change 0.00
Discount/Premium -4.79%
Dividend rate at net asset value 7.50%
Dividend rate at market price 7.88%

Fund facts as of 07/31/19

Inception date
04/29/88
Total net assets
$252.05M
Dividend frequency
Monthly
Number of holdings
1409
Product status
Trades on secondary market
Common share CUSIP
746909100
Ticker
NYSE: PIM
Fiscal year-end
September
Category
Closed End
Turnover (fiscal year end)
715%
Number of common share accounts
2140
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)
Fact Sheet (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 06/30/19

  • Annual performance as of 06/30/19

Last month Last quarter Year to date 1 yr. 3 yrs. 5 yrs. 10 yrs.
Net asset value 1.25% 2.31% 7.37% 2.79% 7.28% 2.94% 7.08%
Market price 3.35% 3.09% 12.32% 5.43% 9.03% 4.46% 7.14%
Comparative index: ICE BofAML U.S. Treasury Bill Index†
Net asset value 0.24%0.67%1.30%2.39%1.38%0.89%0.52%

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. 1.45% 1.30%
as of 07/31/19
YTD 8.03% -
as of 08/23/19

Lipper rankings as of 07/31/19

Time period Rank/Funds in category Percentile ranking
1 yr. 34/39 85%
3 yrs. 20/30 65%
5 yrs. 22/25 85%
10 yrs. 14/16 83%
Lipper category: General Bond Funds

Distribution history (past 12 mts.)

Ex-distribution date Distribution amount
per common share
07/24/19 $00.03
06/24/19 $00.03
05/24/19 $00.03
04/24/19 $00.03
03/22/19 $00.03
02/22/19 $00.03
01/24/19 $00.03
12/21/18 $00.03
11/23/18 $00.022
10/24/18 $00.022
09/24/18 $00.022
08/24/18 $00.022

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 6.05
Average stated maturity N/A
Average effective duration
without leverage
2.54
Average effective duration
with leverage
2.54
Average yield to maturity 5.91
Average price 89.61
Average coupon 6.39

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 07/31/19

Fnma Fn30 Tba Umbs 03.5000 08/01/2049 17.06%
Fnma Fn30 Tba Umbs 03.0000 08/01/2049 13.61%
Fnma Fn30 Tba Umbs 04.0000 08/01/2049 11.91%
Gnma Gii30 Tba 04.5000 08/01/2049 3.31%
Hellenic Republic Regs 03.0000 02/24/2024 1.84%
Gnma Gii30 Tba 04.0000 08/01/2049 1.65%
Fnma Fn30 Tba Umbs 02.5000 08/01/2049 1.57%
Fnma Fn30 Tba Umbs 05.5000 08/01/2049 1.28%
Hellenic Republic Regs 03.0000 02/24/2023 1.18%
Cwalt 2006-Oa10 4a1 02.4560 08/25/2046 0.97%
Top 10 holdings, percent of portfolio 54.38%

Full portfolio holdings as of 06/30/19

90DAY EURO$ FUTR SEP19 EDU9 23.49%
FNMA FN30 TBA UMBS 03.5000 08/01/2049 17.15%
FNMA FN30 TBA UMBS 04.0000 08/01/2049 7.43%
US 2YR NOTE (CBT) SEP19 TUU9 4.56%
FNMA FN30 TBA UMBS 04.0000 07/01/2049 4.54%
GNMA GII30 TBA 04.5000 07/01/2049 3.33%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 2.34%
HELLENIC REPUBLIC REGS 03.0000 02/24/2024 1.86%
TREASURY BILL 00.0000 08/06/2019 1.66%
GNMA GII30 TBA 04.0000 07/01/2049 1.66%
FNMA FN30 TBA UMBS 02.5000 08/01/2049 1.58%
FNMA FN30 TBA UMBS 05.5000 08/01/2049 1.28%
US ULTRA BOND CBT SEP19 WNU9 1.28%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 1.17%
CWALT 2006-OA10 4A1 02.5944 08/25/2046 0.98%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 0.89%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.86%
TREASURY BILL 00.0000 08/08/2019 0.81%
2.60 R ISWP FWD US0003M P 06/19/2026 0.79%
CSMC 2010-18R 6A4 04.2046 09/28/2036 0.79%
WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 0.72%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.67%
CAS 2016-C03 2M2 08.3044 10/25/2028 0.67%
FNR 2016-78 CS IO 03.6956 05/25/2039 0.64%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.63%
CAS 2016-C02 1B 14.6544 09/25/2028 0.60%
RUSSIAN FEDERATION REGS 04.5000 04/04/2022 0.58%
CAS 2017-C03 1B1 07.2544 10/25/2029 0.58%
CAS 2015-C04 1M2 08.1044 04/25/2028 0.57%
SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP 0.57%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 0.54%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.53%
IVORY COAST REGS 05.3750 07/23/2024 0.52%
STACR 2018-HQA1 M2 04.7044 09/25/2030 0.52%
GNR 2016-H23 NI IO 02.2542 10/20/2066 0.52%
GNR 2017-H16 JI IO 02.3674 08/20/2067 0.52%
SPST 2019-3 A 03.1296 06/24/2020 0.50%
STACR 2016-DNA1 B 12.4044 07/25/2028 0.48%
MSBAM 2013-C10 E P/P 144A 04.2183 07/15/2046 0.47%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.47%
BSCMS 2007-T26 AJ 05.5660 01/12/2045 0.46%
GSMS 2014-GC24 D P/P 144A 04.6707 09/10/2047 0.45%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.45%
JPMBB 2013-C14 F P/P 144A 03.5980 08/15/2046 0.44%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.44%
JPMBB 2014-C18 D P/P 144A 04.9778 02/15/2047 0.44%
TREASURY BILL 00.0000 07/16/2019 0.44%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.41%
CMLTI 2007-AMC3 A2D 02.7544 03/25/2037 0.40%
CPTFEMU P 1.71 R 07/15/37 0.40%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.40%
CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 0.39%
SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP 0.39%
PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 0.39%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.39%
GECMC 2005-C1 D 04.5612 06/10/2048 0.38%
CAS 2018 - C01 1B1 05.9544 07/25/2030 0.37%
BCAP 2011-RR3 3A6 04.3006 11/27/2036 0.36%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 0.36%
SWPTN 1YX1Y R 3.02 USD 08/28/2019 MS 0.36%
GNR 2018-127 IC IO 05.0000 10/20/2044 0.35%
GNR 2018-H02 EI IO 02.4111 01/20/2068 0.34%
CAS 2015-C03 1M2 07.4044 07/25/2025 0.34%
GNR 2014-149 IP IO 04.0000 07/16/2044 0.33%
MSBAM 2013-C10 F P/P 144A 04.2183 07/15/2046 0.32%
CAS 2016-C03 1B 14.1544 10/25/2028 0.32%
OMIR 2018-1A M2 05.2544 07/25/2028 0.32%
HELLENIC REPUBLIC REGS 03.4500 04/02/2024 0.32%
GNR 2017-H16 IG IO 01.7116 07/20/2067 0.32%
SWPTN 1YX30Y R 1.288 EUR 02/17/2020 JP 0.32%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.31%
DOMINICAN REPUBLIC P/P 144A 05.5000 01/27/2025 0.31%
STACR 2015-DNA3 B 11.7544 04/25/2028 0.30%
FNR 2018-20 SB IO 03.8456 03/25/2048 0.30%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 0.29%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.28%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 0.28%
SPRINT CORP 07.8750 09/15/2023 0.28%
FHR 4604 QI IO 03.5000 07/15/2046 0.28%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.28%
2.05 R ISWP FWD US0003M P 09/18/2029 0.28%
AES CORP/THE 05.5000 04/15/2025 0.28%
GNR 2016-H10 AI IO 01.7727 04/20/2066 0.27%
GNR 2017-H08 NI IO 02.2303 03/20/2067 0.27%
GNR 2018-94 AI IO 04.5000 07/20/2048 0.27%
STACR 2018-DNA2 B1 06.1044 12/25/2030 0.26%
3.073 R ISWP FWD US0003M P 03/04/2029 0.26%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.26%
FNR 2013-58 DI IO 04.0000 06/25/2043 0.26%
FNR 2015-30 IO IO 05.5000 05/25/2045 0.26%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.25%
PETROLEOS MEXICANOS USD 04.8750 01/24/2022 0.25%
GNR 2018-H03 XI IO 02.3834 02/20/2068 0.25%
RMIR 2018-1 M2 04.2100 03/25/2028 0.25%
DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 0.25%
GNR 2018-H05 BI IO 02.3623 02/20/2068 0.25%
GNR 2017-26 MI IO 05.0000 11/20/2039 0.25%
CPTFEMU P 1.7138 R 08/15/37 0.24%
JPMBB 2013-C14 D P/P 144A 04.7134 08/15/2046 0.24%
TREASURY BILL 00.0000 08/01/2019 0.24%
COMM 2014-CR17 E P/P 144A 05.0150 05/10/2047 0.24%
CSAIL 2015-C1 D P/P 144A 03.9364 04/15/2050 0.24%
2.776 R ISWP FWD US0003M P 03/21/2029 0.24%
ARGENTINE REPUBLIC USD 06.8750 01/26/2027 0.24%
2.647 R ISWP US0003M P 06/12/2049 0.24%
GNR 2017-H16 IH IO 01.7928 07/20/2067 0.23%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.23%
SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS 0.23%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS 0.23%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS 0.23%
GNR 2015-186 AI IO 04.0000 12/20/2045 0.22%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.22%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 0.22%
GNR 2018-H15 KI IO 02.2885 08/20/2068 0.22%
CAS 2017-C02 2B1 07.9044 09/25/2029 0.21%
GNR 2017-H09 IO IO 01.8625 04/20/2067 0.21%
STACR 2015-DNA2 B 09.9544 12/25/2027 0.21%
CAS 2016-C01 1B 14.1544 08/25/2028 0.21%
GNR 2017-H06 BI IO 02.3610 02/20/2067 0.21%
CWALT 2005-38 A3 02.7544 09/25/2035 0.21%
FHR 4813 IO IO 05.5000 08/15/2048 0.20%
SERVICE CORP INTL 05.3750 05/15/2024 0.20%
GNR 2016-H09 BI IO 02.0187 04/20/2066 0.20%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.20%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.20%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.20%
GSMS 2013-GC10 E P/P 144A 04.5415 02/10/2046 0.20%
GNR 2013-167 SG IO 03.7671 11/20/2043 0.20%
FNR 2016-96 ST IO 03.6956 12/25/2046 0.20%
3.312 R ISWP US0003M P 11/08/2048 0.20%
GNR 2016-H16 EI IO 02.2306 06/20/2066 0.19%
GNR 2016-H22 AI IO 02.3132 10/20/2066 0.19%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.19%
GNR 2016-42 IO IO 05.0000 02/20/2046 0.19%
GNR 2017-H11 DI IO 01.9268 05/20/2067 0.19%
MSBAM 2013-C10 D P/P 144A 04.2183 07/15/2046 0.19%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.19%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.19%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.19%
SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS 0.19%
GNR 2017-H12 QI IO 02.3632 05/20/2067 0.19%
MSBAM 2013-C11 D P/P 144A 04.4992 08/15/2046 0.19%
BSCMS 2005-PWR7 B 05.2140 02/11/2041 0.19%
GNR 2016-H06 DI IO 01.7116 07/20/2065 0.18%
UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 0.18%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.18%
GNR 2015-H20 CI IO 01.9767 08/20/2065 0.18%
BSCMS 2005-PWR7 D 05.3040 02/11/2041 0.18%
CWALT 2006-OA7 1A2 03.4437 06/25/2046 0.18%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.18%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.18%
GNR 2017-93 TI IO 04.0000 03/20/2044 0.17%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.17%
CWALT 2007-OA8 2A1 02.5844 06/25/2047 0.17%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.17%
SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS 0.17%
REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 0.17%
GNR 2016-H02 HI IO 01.8883 01/20/2066 0.17%
GNR 2018-127 ID IO 05.0000 07/20/2045 0.17%
SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS 0.17%
FHR 4425 IO IO 04.0000 01/15/2045 0.17%
GNR 2010-35 DI IO 04.5000 03/20/2040 0.17%
LNSTR 2015-3 C P/P 144A 03.2727 04/20/2048 0.17%
PETROLEOS MEXICANOS USD 06.5000 01/23/2029 0.17%
GNR 2018-127 IE IO 03.5000 01/20/2046 0.17%
REFINITIV TLB L+375 06.1524 10/01/2025 0.17%
CFCRE 2011-C2 E P/P 144A 05.9393 12/15/2047 0.16%
GNR 2017-H16 FI IO 02.3621 08/20/2067 0.16%
JPMCC 2011-C3 F P/P 144A 05.8525 02/15/2046 0.16%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.16%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.16%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.16%
GNR 2014-H21 BI IO 01.5448 10/20/2064 0.16%
HCA INC 05.2500 06/15/2026 0.16%
WAMU 2005-AR10 1A3 04.1000 09/25/2035 0.16%
FNR 2013-107 SB IO 03.5456 02/25/2043 0.16%
CWALT 2006-OA10 3A1 02.5944 08/25/2046 0.16%
FHR 4452 QI IO 04.0000 11/15/2044 0.16%
MLCFC 2006-4 C 05.3240 12/12/2049 0.16%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.16%
JPMCC 2007-CB20 E P/P 144A 06.3895 02/12/2051 0.16%
SAMI 2006-AR7 A1A 02.6144 08/25/2036 0.16%
GNR 2016-104 GI IO 04.5000 01/20/2046 0.16%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.15%
CWALT 2005-59 1A1 02.7129 11/20/2035 0.15%
GNR 2016-75 EI IO 03.5000 08/20/2045 0.15%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.15%
GNR 2012-128 IA IO 03.5000 10/20/2042 0.15%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.15%
ENERGY TRANSFER OPERATNG 05.5000 06/01/2027 0.15%
FNR 2010-99 NI IO 06.0000 09/25/2040 0.15%
REPUBLIC OF INDONESIA REGS 04.1250 01/15/2025 0.15%
TREASURY BILL 00.0000 07/18/2019 0.15%
GNR 2016-H18 QI IO 02.3741 06/20/2066 0.15%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.15%
CAS 2017-C01 1M2 05.9544 07/25/2029 0.15%
IVORY COAST REGS 06.3750 03/03/2028 0.15%
JPMCC 2013-LC11 D 04.3070 04/15/2046 0.15%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.15%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.15%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.15%
UNITYMEDIA HESSEN / NRW REGS 06.2500 01/15/2029 0.15%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.14%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.14%
FNR 2011-101 SA IO 03.4956 10/25/2041 0.14%
STACR 2018-DNA2 M2 04.5544 12/25/2030 0.14%
GNR 2014-119 SA IO 03.2171 08/20/2044 0.14%
GNR 2015-187 JI IO 04.0000 03/20/2045 0.14%
GNR 2016-H03 AI IO 02.1154 01/20/2066 0.14%
CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 0.14%
GNR 2015-53 MI IO 04.0000 04/16/2045 0.14%
GNR 2016-H03 DI IO 02.0041 12/20/2065 0.14%
GNR 2017-H02 BI IO 02.3484 01/20/2067 0.14%
MSRR 2010-R4 4B 03.2458 02/26/2037 0.14%
STACR 2015-HQA2 B 12.9044 05/25/2028 0.14%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.14%
GNR 2015-H24 AI IO 01.8895 09/20/2065 0.14%
GNR 2016-H06 CI IO 01.6309 02/20/2066 0.14%
GNR 2014-44 IA IO 03.5000 05/20/2028 0.14%
GNR 2015-H20 AI IO 01.8376 08/20/2065 0.14%
JPALT 2007-A2 12A1 02.6044 06/25/2037 0.14%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.14%
PULTEGROUP INC 05.5000 03/01/2026 0.14%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.14%
BSCMS 2006-PW11 B P/P 144A 05.8095 03/11/2039 0.14%
COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 0.14%
JPMCC 2012-C6 E P/P 144A 05.3202 05/15/2045 0.14%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 0.14%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.14%
FHR 4580 ID IO 03.5000 08/15/2045 0.14%
GNR 2015-H23 BI IO 01.7384 09/20/2065 0.14%
JPMBB 2014-C18 E P/P 144A 04.4778 02/15/2047 0.14%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.13%
TRAVELPORT TLB L+500 07.5412 03/18/2026 0.13%
GNR 2012-140 IC IO 03.5000 11/20/2042 0.13%
ITRON INC P/P 144A 05.0000 01/15/2026 0.13%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.13%
GNR 2016-H17 KI IO 01.9988 07/20/2066 0.13%
SAMI 2006-AR7 A1BG 02.5244 08/25/2036 0.13%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.13%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.13%
CCMFC 2006-4A A2 02.5844 11/25/2047 0.13%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.13%
STACR 2019-DNA2 M2 04.8544 03/25/2049 0.13%
ALTICE FRANCE SA P/P 144A 06.2500 05/15/2024 0.13%
WFMBS 2006-AR5 1A1 05.2076 04/25/2036 0.13%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.13%
CWALT 2005-38 A1 04.0037 09/25/2035 0.13%
CWALT 2006-OA7 1A1 03.0808 06/25/2046 0.13%
LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 0.13%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.13%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.13%
SWPTN 1YX2Y R 0.025 EUR 08/28/2019 GS 0.13%
SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 0.13%
WFMBS 2006-AR2 1A1 04.9486 03/25/2036 0.13%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.13%
GNR 2015-64 YI IO 04.0000 11/20/2044 0.12%
MBX.FN30.500.10 R USL1M P 01/12/41 CS 0.12%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.12%
NAVISTAR INTL TLB L+350 05.8900 11/06/2024 0.12%
SPRINT CORP 07.2500 09/15/2021 0.12%
CAS 2015-C03 2M2 07.4044 07/25/2025 0.12%
GNR 2015-52 KI IO 03.5000 11/20/2040 0.12%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.12%
REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 0.12%
SCRT 2019-2 M 04.7500 08/25/2058 0.12%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.12%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.12%
FHR 4077 IK IO 05.0000 07/15/2042 0.12%
GNR 2018-H05 AI IO 02.4150 02/20/2068 0.12%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.12%
RALI 2006-QO5 1A1 02.6194 05/25/2046 0.12%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.12%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.12%
SPLUNK INC P/P 144A CV 01.1250 09/15/2025 0.12%
GNR 2016-H14 IO IO 01.6844 06/20/2066 0.12%
FHR 4546 TI IO 04.0000 12/15/2045 0.12%
GNR 2014-100 NI IO 04.0000 06/20/2043 0.12%
GNR 2015-H25 EI IO 01.8589 10/20/2065 0.12%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.11%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.11%
FHR 4165 TI IO 03.0000 12/15/2042 0.11%
TREASURY BILL 00.0000 07/25/2019 0.11%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.11%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.11%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.11%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.11%
LEVEL 3 FINANCING INC 05.2500 03/15/2026 0.11%
STACR 2016-HQA3 M3 06.2544 03/25/2029 0.11%
GNR 2012-136 BI IO 03.5000 11/20/2042 0.11%
CIT GROUP INC. 05.2500 03/07/2025 0.11%
GNR 2015-H10 BI IO 02.0523 04/20/2065 0.11%
GSR 2007-OA1 2A3A 02.7144 05/25/2037 0.11%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.11%
TREASURY BILL 00.0000 08/13/2019 0.11%
AKAMAI TECH CV 00.1250 05/01/2025 0.10%
GNR 2014-100 LI IO 04.5000 10/16/2043 0.10%
CAS 2019-R03 1B1 06.5044 09/25/2031 0.10%
GNR 2015-H15 BI IO 01.9977 06/20/2065 0.10%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.10%
WAMU 2005-AR13 A1C3 02.8944 10/25/2045 0.10%
GNR 2015-111 IJ IO 03.5000 08/20/2045 0.10%
GSAA 2006-8 2A2 02.5844 05/25/2036 0.10%
STAPLES INC P/P 144A 07.5000 04/15/2026 0.10%
CAS 2018-C04 2M2 04.9544 12/25/2030 0.10%
GNR 2017-H19 MI IO 02.0444 04/20/2067 0.10%
PRICELINE GRO CV 00.9000 09/15/2021 0.10%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.10%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.10%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.10%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.10%
SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS 0.10%
CALPINE CORPORATION 05.7500 01/15/2025 0.10%
FNR 2016-102 JI IO 03.5000 02/25/2046 0.10%
GNR 2013-151 IB IO 04.5000 02/20/2040 0.10%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.10%
WAMU 2005-AR19 A1C4 02.8044 12/25/2045 0.10%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.10%
GNR 2013-34 IH IO 04.5000 03/20/2043 0.10%
GNR 2015-62 IL IO 03.5000 02/16/2042 0.10%
SPRINT CORP TLB L+300 05.4375 02/03/2024 0.10%
SWPTN 1YX2Y R -0.065 EUR 08/28/2019 GS 0.10%
FNR 2016-97 KI IO 03.0000 06/25/2040 0.10%
FORTIVE CORP P/P 144A CV 00.8750 02/15/2022 0.10%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.10%
AVAYA TLB L+425 06.7226 12/15/2024 0.10%
FHR 4501 BI IO 03.5000 10/15/2043 0.10%
GNR 2012-47 CI IO 04.0000 03/20/2042 0.10%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.10%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.10%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.10%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.10%
TENET HEALTHCARE 06.0000 10/01/2020 0.10%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.09%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.09%
PALO ALTO NET P/P 144A CV 00.7500 07/01/2023 0.09%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.09%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.09%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.09%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 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%
COMMERZBANK AG P/P 144A 08.1250 09/19/2023 0.09%
FNR 2017-7 JI IO 04.0000 02/25/2047 0.09%
DEXCOM INC P/P 144A CV 00.7500 12/01/2023 0.09%
GNR 2016-H24 CI IO 01.6950 10/20/2066 0.09%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.09%
GNR 2018-127 IB IO 04.5000 06/20/2045 0.09%
LIVE NATION CV 02.5000 03/15/2023 0.09%
3.05125 R ISWP FWD US0003M P 03/07/2028 0.09%
FHR 4678 MS IO 05.1072 04/15/2047 0.09%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.09%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP 0.09%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 0.09%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.09%
FHR 3852 SC IO 04.2558 04/15/2040 0.09%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.09%
GNR 2017-42 IC IO 04.5000 08/20/2041 0.09%
IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 0.09%
MSC 2008-T29 F P/P 144A 06.2883 01/11/2043 0.09%
DISH NETWORK CV 03.3750 08/15/2026 0.09%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.09%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.09%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.09%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.09%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP 0.09%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.09%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.09%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.09%
UNIVISION COMM P/P 144A 05.1250 05/15/2023 0.09%
CHEGG INC P/P 144A CV 00.1250 03/15/2025 0.08%
GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 0.08%
GNR 2013-H08 CI IO 01.6600 02/20/2063 0.08%
HVMLT 2005-2 1A 02.9103 05/19/2035 0.08%
ROBERTSHAW US HOLDING L+350 06.0000 02/28/2025 0.08%
COMM 2012-CR3 E P/P 144A 04.9105 10/15/2045 0.08%
CWALT 2006-45T1 2A7 02.7444 02/25/2037 0.08%
GNR 2016-29 IO IO 04.0000 02/16/2046 0.08%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.08%
ON SEMICONDUC CV 01.6250 10/15/2023 0.08%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.08%
BRAND ENERGY TL L+425 06.7871 06/21/2024 0.08%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.08%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.08%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.08%
T-MOBILE USA INC 06.3750 03/01/2025 0.08%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 0.08%
BARCLAYS PLC USD 04.8360 05/09/2028 0.08%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.08%
GNR 2016-37 IW IO 04.5000 02/20/2046 0.08%
GNR 2017-165 IM IO 03.5000 11/20/2047 0.08%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.08%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.08%
MWST 2018-W1 A 03.2544 11/25/2051 0.08%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.08%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.08%
JAZZ INVT I LTD USD 01.5000 08/15/2024 0.08%
TWITTER INC CV 01.0000 09/15/2021 0.08%
INTESA SANPAOLO SPA P/P 144A 05.0170 06/26/2024 0.08%
3.11 R ISWP FWD US0003M P 02/27/2028 0.08%
HOUSTON FUEL TLB L+275 05.2500 06/26/2025 0.08%
PLURALSIGHT P/P 144A CV 00.3750 03/01/2024 0.08%
AKER BP ASA P/P 144A 05.8750 03/31/2025 0.08%
BERRY GLOBAL INC 05.1250 07/15/2023 0.08%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.08%
GNR 2014-76 IO IO 05.0000 05/20/2044 0.08%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 0.08%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.08%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.08%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.08%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.08%
SS&C TECH INC P/P 144A 05.5000 09/30/2027 0.08%
WORKDAY INC CV 00.2500 10/01/2022 0.08%
CINEMARK USA INC 04.8750 06/01/2023 0.08%
STACR 2019-DNA1 M2 05.0544 01/25/2049 0.08%
ANTERO RESOURCES 05.3750 11/01/2021 0.08%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.08%
GNR 2015-167 BI IO 04.5000 04/16/2045 0.08%
GREAT LAKES D&D 08.0000 05/15/2022 0.08%
NETFLIX INC. 05.8750 11/15/2028 0.08%
NRG ENERGY CV 02.7500 06/01/2048 0.08%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.08%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.08%
GNR 2015-H08 CI IO 01.7934 03/20/2065 0.07%
GNR 2017-38 DI IO 05.0000 03/16/2047 0.07%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.07%
CENTENE CORP 06.1250 02/15/2024 0.07%
ENERGY TRANSFER OPERA 05.8750 01/15/2024 0.07%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.07%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.07%
EQUINIX INC 05.3750 05/15/2027 0.07%
FNR 2012-30 HI IO 04.5000 12/25/2040 0.07%
FNR 2015-88 QI IO 04.0000 10/25/2044 0.07%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.07%
MSBAM 2013-C11 F P/P 144A 04.4992 08/15/2046 0.07%
PETROLEOS MEXICANOS USD 05.3750 03/13/2022 0.07%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.07%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.07%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.07%
HUSKY TLB L+300 05.4024 03/28/2025 0.07%
WFCM 2013-LC12 D P/P 144A 04.4208 07/15/2046 0.07%
APERGY CORP 06.3750 05/01/2026 0.07%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.07%
FNR 2012-36 SN IO 04.0456 04/25/2042 0.07%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.07%
JO-ANN STORES 2NDL L+925 11.7272 05/21/2024 0.07%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.07%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.07%
ISTAR INC 06.0000 04/01/2022 0.07%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.07%
GNR 2012-113 ID IO 03.5000 09/20/2042 0.07%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 0.07%
EURONET WORLD P/P 144A CV 00.7500 03/15/2049 0.07%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.07%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.07%
MWST 2019-1 A 03.2044 06/25/2052 0.07%
PQ CORP P/P 144A 05.7500 12/15/2025 0.07%
SWPTN 1MX30Y R 2.29 USD 06/28/2019 JP 0.07%
TRANSDIGM INC 06.3750 06/15/2026 0.07%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.06%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.06%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.06%
FHR 4122 TI IO 04.5000 10/15/2042 0.06%
GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 0.06%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.06%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.06%
SERVICE CORP INTL 05.1250 06/01/2029 0.06%
TELADOC INC CV 01.3750 05/15/2025 0.06%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.06%
ASCEND LEARNING TLB L+300 05.4024 07/12/2024 0.06%
CWALT 2006-OA10 1A1 03.4637 08/25/2046 0.06%
GNR 2016-48 MI IO 03.5000 04/16/2046 0.06%
IHEARTMEDIA TL L+400 06.5790 05/01/2026 0.06%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.06%
T-MOBILE USA INC 06.0000 03/01/2023 0.06%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 0.06%
CAS 2016-C05 2B 13.1544 01/25/2029 0.06%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.06%
MGM RESORTS INTL 06.6250 12/15/2021 0.06%
PROVINCIA DE BUENOS P/P 54.1681 05/31/2022 0.06%
ZENDESK INC CV 00.2500 03/15/2023 0.06%
AKER BP ASA P/P 144A 06.0000 07/01/2022 0.06%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.06%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.06%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.06%
CROWN AMER/CAP 04.7500 02/01/2026 0.06%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.06%
NRG ENERGY INC 05.7500 01/15/2028 0.06%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 0.06%
SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS 0.06%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.06%
FHR 4510 HI IO 03.0000 03/15/2040 0.06%
GNR 2009-121 BI IO 04.5000 12/16/2039 0.06%
GNR 2013-54 JI IO 03.5000 02/20/2043 0.06%
GNR 2017-11 PI IO 04.0000 12/20/2046 0.06%
STARWOOD PROP TR 04.7500 03/15/2025 0.06%
CAESARS ENTERTAIN CORP CV 05.0000 10/01/2024 0.06%
CHEMOURS CO 06.6250 05/15/2023 0.06%
FHR 4193 PI IO 04.0000 03/15/2043 0.06%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.06%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.06%
MARRIOTT VAC CV 01.5000 09/15/2022 0.06%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.06%
US CONCRETE INC 06.3750 06/01/2024 0.06%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 0.06%
WAYFAIR INC P/P 144A CV 01.1250 11/01/2024 0.06%
WPX ENERGY INC 06.0000 01/15/2022 0.06%
2.04 R ISWP AUDBB6M P 05/06/2029 0.06%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.06%
GNMA GII30 BO3369 05.0000 06/20/2049 0.06%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.06%
GREIF INC P/P 144A 06.5000 03/01/2027 0.06%
NUANCE COMM CV 01.2500 04/01/2025 0.06%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.06%
SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS 0.06%
WAMU 2005-AR14 1A2 04.1807 12/25/2035 0.06%
CAS 2017-C05 1B1 06.0044 01/25/2030 0.06%
DOCUSIGN INC P/P 144A CV 00.5000 09/15/2023 0.06%
II-VI INC CV 00.2500 09/01/2022 0.06%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.06%
1.50 R ISWP FWD NOKOIB6M P 09/18/2024 0.06%
SQUARE INC CV 00.5000 05/15/2023 0.06%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.06%
FNR 2010-35 SG IO 03.9956 04/25/2040 0.06%
FNR 2017-15 LI IO 04.0000 06/25/2046 0.06%
GNR 2010-20 UI IO 05.0000 02/20/2040 0.06%
REYNOLDS GROUP TL L+300 05.2166 02/05/2023 0.06%
SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP 0.06%
2.536 R ISWP FWD US0003M P 12/02/2023 0.06%
SWPTN 10WX10Y P 2.011 USD 08/09/2019 GS 0.06%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP 0.06%
SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA 0.06%
T-MOBILE USA INC 04.7500 02/01/2028 0.06%
1.354 R ISWP FWD EUR006M P 02/19/2050 0.05%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.05%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 0.05%
FNR 2013-41 IP IO 04.0000 05/25/2043 0.05%
HCA INC 05.0000 03/15/2024 0.05%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 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%
OWENS CORNING 04.2000 12/01/2024 0.05%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.05%
WPX ENERGY INC 05.7500 06/01/2026 0.05%
CENTENE CORP 04.7500 05/15/2022 0.05%
DIGICEL LTD P/P 144A 06.7500 03/01/2023 0.05%
DISH DBS CORP 05.8750 11/15/2024 0.05%
GNMA GII30 BN1506 04.5000 05/20/2049 0.05%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP 0.05%
VIRGIN MEDIA SECURED FIN REGS 05.1250 01/15/2025 0.05%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.05%
ZILLOW GROUP INC CV 01.5000 07/01/2023 0.05%
2.86 R ISWP US0003M P 01/22/2020 0.05%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.05%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.05%
GNR 2012-146 IO IO 05.0000 12/20/2042 0.05%
INPHI CORP CV 00.7500 09/01/2021 0.05%
NEW RELIC INC CV 00.5000 05/01/2023 0.05%
SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA 0.05%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.05%
ATOTECH TLB1 L+300 05.3299 01/31/2024 0.05%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.05%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.05%
CAS 2016-C03 2B 15.1544 10/25/2028 0.05%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 0.05%
GFL ENVIRONMENTAL TLB L+300 05.4024 05/31/2025 0.05%
MEREDITH CORP 06.8750 02/01/2026 0.05%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 0.05%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.05%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.05%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.05%
SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA 0.05%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.05%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.05%
VERTIV TLB L+400 06.4385 11/15/2023 0.05%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.05%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.05%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.05%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.05%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 0.05%
GNR 2014-4 IC IO 04.0000 01/20/2044 0.05%
LIBERTY MEDIA CV 01.0000 01/30/2023 0.05%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.05%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.05%
NABORS INDUSTRIES INC. 05.7500 02/01/2025 0.05%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.05%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029 0.05%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.05%
CPG INTL TL L+375 05.9332 05/05/2024 0.05%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.05%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 0.05%
NETFLIX INC 04.8750 04/15/2028 0.05%
SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS 0.05%
WERNER TLB L+400 06.3299 07/24/2024 0.05%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 0.05%
ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 0.05%
GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 0.05%
INSULET CORP CV 01.3750 11/15/2024 0.05%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 0.05%
MASTEC INC 04.8750 03/15/2023 0.05%
MICROCHIP TEC CV 01.6250 02/15/2027 0.05%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.05%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.05%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.05%
GNMA GII30 DU4515 05.0000 05/20/2049 0.05%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.05%
NRG ENERGY INC 06.6250 01/15/2027 0.05%
RINGCENTRAL CV 00.0000 03/15/2023 0.05%
TENDAM BRANDS SAU REGS 05.0000 09/15/2024 0.05%
ALBERTSON'S TLB7 L+300 05.4024 11/16/2025 0.05%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.05%
BERRY GLOBAL TLU L+250 5.02189 05/17/2026 0.05%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.05%
EXACT SCIENCES CORP CV 00.3750 03/15/2027 0.05%
GNMA GII30 BO4634 05.0000 06/20/2049 0.05%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.05%
NORDEX SE REGS 06.5000 02/01/2023 0.05%
TALBOTS TLB L+700 09.3299 11/28/2022 0.05%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.05%
ALTICE LUXEMBOURG SA REGS 06.2500 02/15/2025 0.04%
ASURION TLB7 L+300 05.4024 11/03/2024 0.04%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.04%
CAS 2019-R02 1M2 04.7044 08/25/2031 0.04%
GNR 2015-96 NI IO 03.5000 01/20/2039 0.04%
LIBERTY EXPEDIA HOLD INC 144A 0.04%
MHL 2005-3 M2 03.1994 08/25/2035 0.04%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 0.04%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.04%
VIAVI SOLUT CV 01.7500 06/01/2023 0.04%
1.1575 R ISWP SES3M P 11/13/2027 0.04%
1.16 R ISWP SES3M P 11/13/2027 0.04%
8X8 INC P/P 144A CV 00.5000 02/01/2024 0.04%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 0.04%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.04%
FHR 4183 MI IO 03.0000 02/15/2042 0.04%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.04%
WIX LTD P/P 144A 00.0000 07/01/2023 0.04%
1.13 R ISWP SES3M P 11/10/2027 0.04%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029 0.04%
CPURNSA P 2.19 R 12/06/27 0.04%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 0.04%
ENVESTNET INC CV 01.7500 12/15/2019 0.04%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.04%
GNMA GII30 BN1509 05.0000 05/20/2049 0.04%
GNR 2013-165 IL IO 04.0000 03/20/2043 0.04%
GNR 2015-H26 CI IO 00.4564 08/20/2065 0.04%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.04%
NOVAFIVES REGS 05.0000 06/15/2025 0.04%
PAR PHARMA INC P/P 144A 07.5000 04/01/2027 0.04%
TENNANT CO 05.6250 05/01/2025 0.04%
1.125 R ISWP SES3M P 11/10/2027 0.04%
1.343 R ISWP FWD EUR006M P 11/29/2058 0.04%
BERRY GLOBAL INC 05.5000 05/15/2022 0.04%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 0.04%
COLONY STARWO CV 03.5000 01/15/2022 0.04%
CPURNSA P 2.1939 R 12/21/27 0.04%
FNR 2013-60 IP IO 04.0000 10/25/2042 0.04%
GNR 2017-118 KI IO 03.5000 10/20/2046 0.04%
NEWELL BRANDS INC 04.2000 04/01/2026 0.04%
ROYAL BK SCOTLND USD 05.1250 05/28/2024 0.04%
STANDARD IND INC P/P 144A 06.0000 10/15/2025 0.04%
SWPTN 5WX10Y R 1.965 USD 07/15/2019 BC 0.04%
WFRBS 2013-C12 E P/P 144A 03.5000 03/15/2048 0.04%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 0.04%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.04%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.04%
FHR 4062 DI IO 04.0000 09/15/2039 0.04%
FNR 2013-44 PI IO 04.0000 01/25/2043 0.04%
FTI CONSULTIN P/P 144A CV 02.0000 08/15/2023 0.04%
GNR 2015-79 GI IO 05.0000 10/20/2039 0.04%
IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 0.04%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.04%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.04%
NRG ENERGY INC. 07.2500 05/15/2026 0.04%
PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 0.04%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.04%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.04%
CIT GROUP INC 05.0000 08/01/2023 0.04%
GNR 2012-56 IB IO 04.0000 04/20/2042 0.04%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.04%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.04%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.04%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.04%
QORVO INC 05.5000 07/15/2026 0.04%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.04%
SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC 0.04%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.04%
WRIGHT MEDICA CV 01.6250 06/15/2023 0.04%
1.02 R ISWP TELBOR03 P 03/20/2024 GS 0.04%
2.1825 R ISWP AUDBB6M P 03/20/2029 0.04%
ARBY'S TLB L+325 05.6824 02/05/2025 0.04%
CAS 2018-C06 2M2 04.5044 03/25/2031 0.04%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.04%
GNMA GII30 BJ9611 04.5000 05/20/2049 0.04%
GNR 2013-28 IO IO 03.5000 02/20/2043 0.04%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.04%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.04%
IHEARTMEDIA INC - CLASS A 0.04%
LUMENTUM HOLD CV 00.2500 03/15/2024 0.04%
MERCER INTL INC USD 06.5000 02/01/2024 0.04%
OSHKOSH CORP 05.3750 03/01/2025 0.04%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 0.04%
SUPERNUS PH CV 00.6250 04/01/2023 0.04%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.04%
FHR 3072 SM 04.2533 11/15/2035 0.04%
MBX.GII30.500.10 R USL1M P 01/12/41 BC 0.04%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.04%
ORYX TLB L+400 06.4360 05/09/2026 0.04%
SM ENERGY CO 06.1250 11/15/2022 0.04%
TRANSOCEAN INC CV 00.5000 01/30/2023 0.04%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 0.04%
VERINT SYSTEMS INC CV 01.5000 06/01/2021 0.04%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.04%
CONMED CORP P/P 144A CV 02.6250 02/01/2024 0.04%
GNMA GII30 BN2618 04.5000 05/20/2049 0.04%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.04%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.04%
ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028 0.04%
ENRGY TRANS PT/REG FIN 05.0000 10/01/2022 0.04%
FNR 2006-62 PS 25.4737 07/25/2036 0.04%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.04%
IOS.FN30.450.10 R USL1M P 01/12/41 GS 0.04%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.04%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.04%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.04%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 0.04%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.04%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.04%
FNR 2013-53 JI IO 03.0000 12/25/2041 0.04%
GNR 2013-129 SN IO 03.7671 09/20/2043 0.04%
GOLDEN NUGGET TL L+275 05.1488 10/04/2023 0.04%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.04%
NEUROCRINE CV 02.2500 05/15/2024 0.04%
STEARNS HOLDINGS LLC P/P 144A 09.3750 08/15/2020 0.04%
UKRPI P 3.665 R 12/15/28 0.04%
2.569 R ISWP FWD US0003M P 06/12/2049 0.03%
CINEWORLD TLB L+225 04.6885 02/28/2025 0.03%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.03%
NUTANIX INC CV 00.0000 01/15/2023 0.03%
OPTN FN30 3.0 08/06/19 CALL 100.8125 JPMC 0.03%
ROBERTSHAW TL 2L L+800 10.4375 02/28/2026 0.03%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.03%
0.354 R ISWP FWD EUR006M P 09/21/2021 0.03%
CBRE SERVICES INC 05.2500 03/15/2025 0.03%
ENCORE CAPITA CV 03.2500 03/15/2022 0.03%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.03%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.03%
JC PENNEY CORP INC P/P 144A 05.8750 07/01/2023 0.03%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.03%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029 0.03%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.03%
AIR TRANSPORT CV 01.1250 10/15/2024 0.03%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 0.03%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 0.03%
FHR 4000 PI IO 04.5000 01/15/2042 0.03%
FNR 2012-127 BI IO 04.5000 11/25/2042 0.03%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.03%
GATES GLOBAL TLB L+275 05.1524 03/31/2024 0.03%
GNMA GII30 BO4627 04.5000 06/20/2049 0.03%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.03%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.03%
LENNAR CORP 05.8750 11/15/2024 0.03%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.03%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.03%
RAPID7 INC P/P 144A CV 01.2500 08/01/2023 0.03%
FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 0.03%
FNR 2007-53 SP 15.3839 06/25/2037 0.03%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.03%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.03%
MESSER INDUST TLB L+250 04.9892 03/01/2026 0.03%
REVLON CONS TLB L+350 06.0469 09/07/2023 0.03%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.03%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
VISTRA OPERATION P/P 144A 05.0000 07/31/2027 0.03%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.03%
AVAYA HOLDINGS CORP 0.03%
CALIFORNIA RESOURC TL L+475 07.1524 12/31/2022 0.03%
CAS 2016-C06 1M2 06.6544 04/25/2029 0.03%
CAS 2017-C02 2M2 06.0544 09/25/2029 0.03%
CAS 2019-R01 2M2 04.8544 07/25/2031 0.03%
ENSCO ROWAN PLC USD 07.7500 02/01/2026 0.03%
MERCER INTL INC USD 05.5000 01/15/2026 0.03%
NOK/USD 09/18/2019 BANKAM 0.03%
TENET HEALTHCARE 04.6250 07/15/2024 0.03%
CAS 2015-C04 2M2 07.9544 04/25/2028 0.03%
CINEMARK USA INC 05.1250 12/15/2022 0.03%
CLEAR CHANNEL OUTDOOR HOLDIN 0.03%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026 0.03%
IRONWOOD PHAR CV 02.2500 06/15/2022 0.03%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.03%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.03%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.03%
SWPTN 4MX10Y P 2.265 USD 10/03/2019 MS 0.03%
SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA 0.03%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.03%
VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 0.03%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.03%
FIVE9 INC CV 00.1250 05/01/2023 0.03%
GENON 939CER907 0.03%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.03%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.03%
SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA 0.03%
TABULA RASA H P/P 144A CV 01.7500 02/15/2026 0.03%
TARGA RESOURCES PART 05.0000 01/15/2028 0.03%
THE AES CORPORATION 04.8750 05/15/2023 0.03%
AIR METHODS TLB L+350 05.8299 04/21/2024 0.03%
FHR 4105 HI IO 03.5000 07/15/2041 0.03%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.03%
ILLUMINA INC P/P 144A CV 00.0000 08/15/2023 0.03%
JO-ANN STORES TL L+500 07.5915 10/16/2023 0.03%
NETFLIX INC P/P 144A 06.3750 05/15/2029 0.03%
NOK/USD 09/18/2019 GSFX 0.03%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 0.03%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.03%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.03%
CAS 2018-C01 1M2 04.6544 07/25/2030 0.03%
CHEMOURS CO 07.0000 05/15/2025 0.03%
INTELSAT S.A. TLB3 L+375 06.2291 11/27/2023 0.03%
INTELSAT SA P/P 144A 04.5000 06/15/2025 0.03%
SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 0.03%
SM ENERGY CO 05.0000 01/15/2024 0.03%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.03%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 0.03%
AES CORP/THE 04.5000 03/15/2023 0.02%
AES CORP/THE 05.1250 09/01/2027 0.02%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.02%
BWAY CORP TLB L+325 05.8535 04/03/2024 0.02%
CARBONITE INC CV 02.5000 04/01/2022 0.02%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.02%
GNMA GII30 BN7073 04.5000 05/20/2049 0.02%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 0.02%
QUOTIENT TECH CV 01.7500 12/01/2022 0.02%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.02%
1.65 R ISWP FWD CDOR03 P 09/18/2024 0.02%
AUD/JPY PUT 73.00 20190917 HSBCB 0.02%
FHS 304 C37 IO 03.5000 12/15/2027 0.02%
GNR 2019-78 SJ IO 03.6390 06/20/2049 0.02%
HCA INC. 07.5000 02/15/2022 0.02%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 0.02%
SESI LLC 07.1250 12/15/2021 0.02%
BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 0.02%
BERRY GLOBAL ESCR P/P 144A 05.6250 07/15/2027 0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.02%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 0.02%
FNR 2005-83 QP 11.1426 11/25/2034 0.02%
FNR 2012-145 TI IO 03.0000 11/25/2042 0.02%
GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 0.02%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.02%
P/P 144A 06.8750 08/15/2026 0.02%
RACKSPACE HOSTING INC L+300 05.5755 11/03/2023 0.02%
SWPTN 5WX30Y R 2.3025 USD 07/15/2019 GS 0.02%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 0.02%
2.32 R ISWP FWD US0003M P 02/09/2024 0.02%
BERRY GLOBAL ESCRO P/P 144A 04.8750 07/15/2026 0.02%
FHR 3408 EK 16.1589 04/15/2037 0.02%
FNR 2013-18 SB IO 03.7456 10/25/2041 0.02%
GNMA GII30 BN1507 05.0000 05/20/2049 0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.02%
ISTAR INC. 05.2500 09/15/2022 0.02%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.02%
MERCER INTL INC USD 07.7500 12/01/2022 0.02%
T-MOBILE USA INC 04.5000 02/01/2026 0.02%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.02%
CHEMOURS CO 05.3750 05/15/2027 0.02%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 0.02%
FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 0.02%
GNMA GII30 BN1508 05.0000 05/20/2049 0.02%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.02%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.02%
NRG P/P 144A 03.7500 06/15/2024 0.02%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.02%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.02%
CPURNSA P 2.05 R 07/05/27 0.02%
GNMA GII30 BN1510 05.5000 05/20/2049 0.02%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.02%
LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 0.02%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.02%
SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS 0.02%
VISTRA OPERATION P/P 144A 04.3000 07/15/2029 0.02%
VOCERA COMM CV 01.5000 05/15/2023 0.02%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.02%
FHR 3249 PS 14.3740 12/15/2036 0.02%
FNR 2008-24 SP 14.4673 02/25/2038 0.02%
GNMA GII30 BM1987 04.5000 05/20/2049 0.02%
GNMA GII30 BN3999 04.5000 05/20/2049 0.02%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.02%
REDFIN CORP CV 01.7500 07/15/2023 0.02%
SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS 0.02%
TIAAC 2003-1A E 144A 08.0000 12/28/2038 0.02%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.02%
1.3975 R ISWP JPL6M P 02/19/2020 0.02%
AIR MEDICAL TLB L+325 05.7226 04/28/2022 0.02%
CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 0.02%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 0.02%
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FNS 378 19 IO 05.0000 06/25/2035 0.02%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.02%
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SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS 0.02%
T-MOBILE USA INC. 04.0000 04/15/2022 0.02%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.02%
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GNMA GII30 BN1511 05.5000 05/20/2049 0.02%
GNMA GII30 BO1294 04.5000 05/20/2049 0.02%
GNMA GII30 DU4514 04.5000 05/20/2049 0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 BC 0.02%
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ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.02%
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CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.02%
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GNR 2014-108 IP IO 04.5000 12/20/2042 0.02%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.02%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.02%
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CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.02%
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CIT GROUP INC. 05.0000 08/15/2022 0.01%
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FNR 2013-23 PI IO 03.0000 10/25/2041 0.01%
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T-MOBILE USA INC 05.3750 04/15/2027 0.01%
0.148 R ISWP JPL6M P 02/16/2023 0.01%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 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 CG 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%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.01%
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2.57 R ISWP FWD US0003M P 02/02/2024 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 CG 0.01%
GENON ENERGY/NRG AMER 09.0438 12/01/2023 0.01%
IOS.FN30.350.13 R USL1M P 01/12/44 CS 0.01%
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IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.01%
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IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.01%
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CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG 0.01%
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CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
IAA INC P/P 144A 05.5000 06/15/2027 0.01%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.01%
CAS 2015-C02 1M2 06.4044 05/25/2025 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
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NOK/USD 09/18/2019 SSBT 0.01%
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TRIBUNE CLASS 1C LITIGAT 0.01%
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JPY/USD 08/21/2019 JPMCB 0.01%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.01%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.01%
1.70 R ISWP FWD US0003M P 09/18/2021 0.01%
1.75 R ISWP FWD US0003M P 09/18/2024 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.01%
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NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.01%
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SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP 0.01%
2.5725 R ISWP FWD US0003M P 02/02/2024 0.01%
ADVANZ PHARMA CORP 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 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 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
FNS 374 6 IO 05.5000 08/25/2036 0.01%
NOK/USD 09/18/2019 RBSF 0.01%
1.035 R ISWP TELBOR03 P 03/19/2024 GS 0.00%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 0.00%
FSPC T-57 1AX IO 00.3739 07/25/2043 0.00%
GBP/USD 09/18/2019 BANKAM 0.00%
GMACC 2004-C3 X1 IO P/P 144A 01.0977 12/10/2041 0.00%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.00%
SWPTN 1YX30Y P 1.288 EUR 02/17/2020 JP 0.00%
SWPTN 3MX5Y P 1.746 USD 09/26/2019 CI 0.00%
2.25 R ISWP FWD US0003M P 09/18/2049 0.00%
AUD/USD 07/17/2019 WPAC 0.00%
CHC GRP LLC P/P CV 00.0000 10/01/2020 0.00%
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CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML 0.00%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.7745 09/15/2039 0.00%
NOK/USD 09/18/2019 JPMCB 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI 0.00%
SWPTN 5WX30Y P 2.3025 USD 07/15/2019 GS 0.00%
0.10 R ISWP FWD SES3M P 09/18/2024 0.00%
2.55 R ISWP FWD US0003M P 11/20/2039 0.00%
CHF/USD 09/18/2019 JPMCB 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS 0.00%
SWPTN 3MX5Y P 1.736 USD 09/27/2019 GS 0.00%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS 0.00%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI 0.00%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP 0.00%
TXU TCEH RIGHTS 0.00%
1.735 R ISWP NOKOIB6M P 07/01/2024 0.00%
2.184 R ISWP FWD US0003M P 07/17/2049 0.00%
2.2225 R ISWP FWD US0003M P 06/05/2029 0.00%
2.241 R ISWP FWD US0003M P 07/17/2049 0.00%
2.252 R ISWP FWD US0003M P 07/17/2049 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CSMC 2006-C5 AX IO 01.0888 12/15/2039 0.00%
EUR/USD 09/18/2019 GSFX 0.00%
FNR 1999-51 N PO 00.0000 09/17/2029 0.00%
FRAC TECH INTL TLB L+475 06.0000 04/16/2021 0.00%
IDR/USD 11/20/2019 HSBCB 0.00%
INR/USD 11/20/2019 GSFX 0.00%
INR/USD 11/20/2019 RBSF 0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022 0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 0.00%
1.9448 R ISWP US0003M P 06/26/2029 0.00%
1.9451 R ISWP US0003M P 06/26/2029 0.00%
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2.194 R ISWP FWD US0003M P 07/17/2049 0.00%
2.199 R ISWP FWD US0003M P 07/17/2049 0.00%
2.229 R ISWP FWD US0003M P 07/17/2049 0.00%
BSCMS 06-PW14 XW IO P/P 144A 00.5010 12/11/2038 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
GBP/USD 09/18/2019 HSBCB 0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036 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 GS 0.00%
JPY/USD 08/21/2019 BANKAM 0.00%
MWO HOLDINGS LLC 0.00%
MXN/USD 10/16/2019 BANKAM 0.00%
NINE POINT ENERGY CNV PRF 0.00%
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SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS 0.00%
TWD/USD 08/21/2019 RBSF 0.00%
-0.25 R ISWP FWD EUR006M P 09/18/2024 0.00%
1.45 R ISWP FWD NFIX3MID P 09/18/2024 0.00%
1.60 R ISWP FWD AUDBB6M P 09/18/2029 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 0.00%
CHC GROUP LLC P/P 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 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 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 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%
CPURNSA R 1.89 P 07/05/22 0.00%
CZK/USD 09/18/2019 BANKAM 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 09/18/2019 JPMCB 0.00%
FHR 3326 WF 00.0000 10/15/2035 0.00%
FNS 366 22 IO 04.5000 10/25/2035 0.00%
GBP/USD 09/18/2019 SSBT 0.00%
GSMS 2005-GG4 XC IO P/P 144A 01.5900 07/10/2039 0.00%
ILS/USD 07/17/2019 SSBT 0.00%
JPMCC 07-CB20 X1 IO P/P 144A 00.0000 02/12/2051 0.00%
KRW/USD 11/20/2019 GSFX 0.00%
KRW/USD 11/20/2019 HSBCB 0.00%
MEZZ 2007-C5 X IO P/P 144A 06.2193 12/15/2049 0.00%
NZD/USD 07/17/2019 SSBT 0.00%
OPTN FN30 3.5 07/08/19 PUT 100.09765625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 100.28515625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 100.59765625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 100.78515625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 101.09765625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 101.28515625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 99.59765625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 99.78515625 JPMC 0.00%
STRIP 2003-1A N P/P 144A 05.0000 03/24/2020 0.00%
SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP 0.00%
SWPTN 1YX2Y P 3.095 USD 11/19/2019 JP 0.00%
SWPTN 1YX2Y P 3.0975 USD 11/18/2019 MS 0.00%
SWPTN 1YX2Y P 3.3975 USD 11/18/2019 MS 0.00%
SWPTN 1YX2Y P 3.415 USD 11/19/2019 JP 0.00%
SWPTN 2MX10Y P 2.463 USD 07/30/2019 CI 0.00%
SWPTN 3MX1Y P 2.458 USD 07/26/2019 GS 0.00%
SWPTN 3MX1Y P 2.558 USD 07/26/2019 GS 0.00%
SWPTN 3MX1Y P 2.658 USD 07/26/2019 GS 0.00%
TERVITA CORP 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
TWD/USD 08/21/2019 GSFX 0.00%
WBCMT 2007-C34 IO IO 00.1233 05/15/2046 0.00%
2.3075 R ISWP FWD US0003M P 06/22/2052 -0.00%
BRL/USD 10/02/2019 CITI -0.00%
CAD/USD 07/17/2019 CITI -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.00%
RUB/USD 09/18/2019 GSFX -0.00%
SEK/USD 09/18/2019 RBSF -0.00%
SWPTN 2MX10Y P 2.373 USD 07/30/2019 CI -0.00%
SWPTN 2MX10Y P 2.401 USD 07/30/2019 BA -0.00%
1.80 R ISWP FWD NFIX3MID P 09/18/2029 -0.00%
2.263 R ISWP FWD US0003M P 07/17/2049 -0.00%
CAD/USD 07/17/2019 WPAC -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 GS -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%
EUR/USD 09/18/2019 CSI-FX -0.00%
EUR/USD 09/18/2019 RBSF -0.00%
SWPTN 3MX5Y R 1.736 USD 09/27/2019 GS -0.00%
0.80 R ISWP FWD EUR006M P 02/21/2050 -0.00%
1.82 R ISWP NOKOIB6M P 07/01/2029 -0.00%
2.299 R ISWP FWD US0003M P 06/12/2049 -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 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 ML -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
EUR/USD 09/18/2019 CITI -0.00%
EUR/USD 09/18/2019 HSBCB -0.00%
SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS -0.00%
SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS -0.00%
SWPTN 2MX10Y P 2.283 USD 07/30/2019 CI -0.00%
SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP -0.00%
SWPTN 3MX5Y R 1.746 USD 09/26/2019 CI -0.00%
0.20 R ISWP FWD EUR006M P 09/18/2029 -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.00%
SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS -0.00%
0.85 R ISWP FWD GBL6M P 09/18/2024 -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 ML -0.00%
EUR/USD 09/18/2019 UBS -0.00%
NZD/USD 07/17/2019 BCAP-FX -0.00%
SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS -0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG -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 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%
EUR/USD 09/18/2019 BANKAM -0.01%
SWPTN 9WX10Y P 2.265 USD 08/05/2019 MS -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 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%
SEK/USD 09/18/2019 UBS -0.01%
SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI -0.01%
AUD/JPY PUT 69.00 20190917 HSBCB -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 ML -0.01%
JPY/USD 08/21/2019 RBSF -0.01%
UKRPI P 3.3875 R 03/15/28 -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 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 CS -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.01%
IOS.FN30.350.12 P USL1M R 01/12/43 BC -0.01%
SEK/USD 09/18/2019 JPMCB -0.01%
2.0625 R ISWP FWD US0003M P 06/22/2030 -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 MS -0.01%
JPY/USD 08/21/2019 HSBCB -0.01%
SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA -0.01%
0.7495 R ISWP FWD JPL6M P 08/29/2043 -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 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 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%
SEK/USD 09/18/2019 SSBT -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -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 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 MS -0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.01%
NZD/USD 07/17/2019 CITI -0.01%
CAD/USD 07/17/2019 BCAP-FX -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.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
IOS.FN30.350.12 P USL1M R 01/12/43 JP -0.01%
0.9035 R ISWP FWD EUR006M P 02/19/2050 -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
EUR/USD 09/18/2019 BCAP-FX -0.01%
SEK/USD 09/18/2019 GSFX -0.01%
1.054 R ISWP FWD EUR006M P 06/07/2054 -0.02%
2.00 R ISWP FWD US0003M P 09/18/2029 -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CPURNSA R 2.05 P 12/06/22 -0.02%
OPTN FN30 3.5 08/06/19 CALL 102.06640625 JPMC -0.02%
SWPTN 10WX10Y P 2.191 USD 08/09/2019 GS -0.02%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS -0.02%
2.528 R ISWP FWD US0003M P 02/02/2024 -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 MS -0.02%
CPURNSA R 2.068 P 12/21/22 -0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG -0.02%
NZD/USD 07/17/2019 GSFX -0.02%
SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS -0.02%
SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA -0.02%
2.184 R ISWP FWD US0003M P 12/07/2030 -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%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP -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%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP -0.02%
SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC -0.02%
SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS -0.02%
SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS -0.02%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI -0.02%
UKRPI P 3.34 R 02/15/28 -0.02%
UKRPI P 3.4025 R 03/15/28 -0.02%
AUD/USD 07/17/2019 BANKAM -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 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
NZD/USD 07/17/2019 JPMCB -0.02%
0.366 R ISWP JPL6M P 02/16/2028 -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
1.25 R ISWP FWD AUDBB6M P 09/18/2024 -0.02%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS -0.02%
1.70 R ISWP FWD NOKOIB6M P 09/18/2029 -0.02%
2.208 R ISWP CDOR03 P 03/19/2029 -0.02%
2.565 R ISWP FWD US0003M P 06/12/2049 -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%
EUR/USD 09/18/2019 SSBT -0.02%
JPY/USD 08/21/2019 UBS -0.02%
2.488 R ISWP FWD US0003M P 06/12/2049 -0.02%
AUD/USD 07/17/2019 UBS -0.02%
CAD/USD 07/17/2019 JPMCB -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.02%
1.00 R ISWP FWD GBL6M P 09/18/2029 -0.03%
AUD/USD 07/17/2019 HSBCB -0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.03%
JPY/USD 08/21/2019 CITI -0.03%
JPY/USD 08/21/2019 GSFX -0.03%
SWPTN 10WX10Y P 2.101 USD 08/09/2019 GS -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%
2.5365 R ISWP FWD US0003M P 06/12/2049 -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%
2.524 R ISWP FWD NFIX3MID P 03/28/2029 -0.03%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.03%
-0.046 R ISWP FWD CHL6M P 09/21/2021 -0.03%
JPY/USD 08/21/2019 SSBT -0.03%
1.484 R ISWP FWD EUR006M P 11/29/2058 -0.04%
2.5335 R ISWP FWD US0003M P 06/12/2049 -0.04%
2.647 R ISWP FWD US0003M P 03/16/2030 -0.04%
1.051 R ISWP FWD EUR006M P 02/19/2050 -0.04%
OPTN FN30 3.0 08/06/19 PUT 100.8125 JPMC -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.04%
IOS.FN30.500.10 P USL1M R 01/12/41 CS -0.04%
SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP -0.04%
SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS -0.04%
2.537 R ISWP FWD US0003M P 06/12/2049 -0.04%
2.67 R ISWP FWD US0003M P 03/28/2052 -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.04%
SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.04%
1.365 R ISWP AUDBB3M P 05/06/2021 -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.04%
IOS.FN30.350.12 P USL1M R 01/12/43 GS -0.04%
AUD/USD 07/17/2019 RBSF -0.04%
IOS.FN30.500.10 P USL1M R 01/12/41 CS -0.04%
1.113 R ISWP FWD EUR006M P 03/26/2050 -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%
2.6785 R ISWP US0003M P 02/13/2029 -0.04%
SWPTN 5WX10Y R 2.065 USD 07/15/2019 BC -0.04%
1.2115 R ISWP FWD EUR006M P 03/12/2050 -0.05%
2.6059 R ISWP FWD US0003M P 06/12/2049 -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.05%
UKRPI P 3.34 R 03/15/28 -0.05%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.05%
SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS -0.05%
1.267 R ISWP FWD EUR006M P 03/11/2050 -0.05%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.05%
IOS.FN30.400.10 P USL1M R 01/12/41 BC -0.05%
SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS -0.05%
-0.30 R ISWP FWD CHL6M P 09/18/2029 -0.05%
SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS -0.05%
1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 -0.06%
2.793 R ISWP FWD US0003M P 11/29/2053 -0.06%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.06%
SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP -0.06%
SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS -0.06%
IOS.FN30.300.13 P USL1M R 01/12/44 GS -0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 BC -0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 GS -0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 JP -0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.07%
IOS.FN30.400.10 P USL1M R 01/12/41 CS -0.07%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.07%
SWPTN 1MX30Y R 2.38 USD 06/28/2019 JP -0.07%
SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP -0.08%
CPTFEMU R 1.4375 P 09/15/23 -0.08%
SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS -0.08%
CPTFEMU R 1.4413 P 09/15/23 -0.08%
CPTFEMU R 1.4425 P 09/15/23 -0.08%
CPTFEMU R 1.4438 P 09/15/23 -0.08%
IOS.GII30.500.10 P USL1M R 01/12/41 JP -0.08%
CPTFEMU R 1.4275 P 08/15/27 -0.08%
MBX.FN30.600.08 P USL1M R 01/12/39 BC -0.08%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.09%
MBX.FN30.650.67 P USL1M R 01/12/38 CS -0.10%
MBX.FN30.650.67 P USL1M R 01/12/38 DE -0.10%
IOS.FN30.400.10 P USL1M R 01/12/41 BC -0.10%
1.61375 R ISWP FWD EUR006M P 10/27/2027 -0.11%
1.815 R ISWP FWD EUR006M P 02/27/2028 -0.11%
1.80 R ISWP FWD US0003M P 09/18/2024 -0.12%
SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS -0.12%
SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS -0.12%
CPTFEMU R 1.4 P 07/15/27 -0.13%
2.77 R ISWP US0003M P 01/22/2021 -0.15%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.15%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP -0.15%
IOS.FN30.400.10 P USL1M R 01/12/41 GS -0.15%
1.104 R ISWP FWD EUR006M P 03/21/2029 -0.15%
SWPTN 1YX2Y R 0.115 EUR 08/28/2019 GS -0.16%
SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS -0.16%
SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP -0.18%
SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP -0.19%
SWPTN 5YX24Y R 3.0 USD 04/04/2024 MS -0.20%
SWPTN 5YX24Y R 3.0 USD 04/12/2024 MS -0.20%
IOS.FN30.350.13 P US0001M R 01/12/44 JP -0.20%
SWPTN 6YX24Y R 3.0 USD 01/31/2025 MS -0.20%
SWPTN 1YX1Y R 2.58 USD 08/28/2019 MS -0.22%
IOS.FN30.400.11 P USL1M R 01/12/42 JP -0.27%
SWPTN 1YX1Y R 2.8 USD 08/28/2019 MS -0.29%
CDX CDX.NA.HY.32 500.0 06/20/2024 -0.29%
SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP -0.46%
3.065 R ISWP FWD US0003M P 01/03/2029 -0.47%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.76%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.81%
FNMA FN30 TBA UMBS 04.5000 08/01/2049 -1.25%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -1.46%
FNMA FN30 TBA UMBS 03.0000 08/01/2049 -2.42%
EURO-SCHATZ FUT SEP19 DUU9 -2.50%
US 5YR NOTE (CBT) SEP19 FVU9 -4.48%
90DAY EURO$ FUTR MAR21 EDH1 -23.60%

Prior top 10 holdings

Top 10 holdings as of 07/31/19
Fnma Fn30 Tba Umbs 03.5000 08/01/2049
Fnma Fn30 Tba Umbs 03.0000 08/01/2049
Fnma Fn30 Tba Umbs 04.0000 08/01/2049
Gnma Gii30 Tba 04.5000 08/01/2049
Hellenic Republic Regs 03.0000 02/24/2024
Gnma Gii30 Tba 04.0000 08/01/2049
Fnma Fn30 Tba Umbs 02.5000 08/01/2049
Fnma Fn30 Tba Umbs 05.5000 08/01/2049
Hellenic Republic Regs 03.0000 02/24/2023
Cwalt 2006-Oa10 4a1 02.4560 08/25/2046
Holdings represent 54.38% of portfolio
Top 10 holdings as of 06/30/19
Fnma Fn30 Tba Umbs 03.5000 08/01/2049
Fnma Fn30 Tba Umbs 04.0000 08/01/2049
Fnma Fn30 Tba Umbs 04.0000 07/01/2049
Gnma Gii30 Tba 04.5000 07/01/2049
Hellenic Republic Regs 03.0000 02/24/2024
Gnma Gii30 Tba 04.0000 07/01/2049
Fnma Fn30 Tba Umbs 02.5000 08/01/2049
Fnma Fn30 Tba Umbs 05.5000 08/01/2049
Hellenic Republic Regs 03.0000 02/24/2023
Cwalt 2006-Oa10 4a1 02.5944 08/25/2046
Holdings represent 41.01% of portfolio
Top 10 holdings as of 05/31/19
Umbs Fn30 Tba 03.5000 06/01/2049
Fnma Fn30 Tba Umbs 04.0000 07/01/2049
Umbs Fn30 Tba 04.0000 06/01/2049
Gnma Gii30 Tba 04.5000 06/01/2049
Hellenic Republic Regs 03.0000 02/24/2024
Gnma Gii30 Tba 04.0000 06/01/2049
Fnma Fn30 Tba Umbs 02.5000 07/01/2049
Umbs Fn30 Tba 05.5000 06/01/2049
Hellenic Republic Regs 03.0000 02/24/2023
Cwalt 2006-Oa10 4a1 02.6198 08/25/2046
Holdings represent 41.07% of portfolio
Top 10 holdings as of 04/30/19
Umbs Fn30 Tba 03.5000 06/01/2049
Umbs Fn30 Tba 04.0000 06/01/2049
Fnma Fn30 Tba 02.5000 05/01/2049
Gnma Gii30 Tba 04.5000 05/01/2049
Hellenic Republic Regs 03.0000 02/24/2024
Gnma Gii30 Tba 04.0000 05/01/2049
Fnma Fn30 Tba 05.5000 05/01/2049
Hellenic Republic Regs 03.0000 02/24/2023
Cwalt 2006-Oa10 4a1 02.6666 08/25/2046
Federative Rep Of Brazil Usd 04.6250 01/13/2028
Holdings represent 45.74% of portfolio

Sector weightings as of 07/31/19

  Cash investments Non-cash investments Total portfolio
  Weight Spread duration Weight Spread duration Weight Spread duration
Agency pass-through 0.46% 0.01 50.75% 2.12 51.21% 2.13
Commercial MBS 8.92% 0.29 17.12% 0.43 26.04% 0.72
Agency CMO 21.91% 0.79 0.41% 0.02 22.32% 0.81
High-yield corporate bonds 19.20% 0.53 -4.05% -0.18 15.15% 0.35
Residential MBS (non-agency) 13.64% 0.64 0.00% 0.00 13.64% 0.64
Emerging-market bonds 12.32% 0.53 0.00% 0.00 12.32% 0.53
Convertible securities 3.89% 0.07 0.00% 0.00 3.89% 0.07
International Treasury/agency 3.69% 0.15 0.00% -0.04 3.69% 0.11
Bank loans 2.88% 0.13 0.00% 0.00 2.88% 0.13
Investment-grade corporate bonds 2.59% 0.11 0.00% 0.00 2.59% 0.11
Asset-backed securities (ABS) 1.26% 0.05 0.00% 0.00 1.26% 0.05
Equity investments 0.11% 0.00 0.00% 0.00 0.11% 0.00
Interest rate swaps 0.00% 0.00 0.00% 1.18 0.00% 1.18
U.S. Treasury/agency 0.00% 0.00 0.00% 0.02 0.00% 0.02
Net cash 9.13% 0.00 0.00% 0.00 9.13% 0.00

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

Maturity detail

0 - 1 yr. -31.70%
1 - 5 yrs. 80.11%
5 - 10 yrs. 49.76%
10 - 15 yrs. 1.51%
Over 15 yrs. 0.32%

Quality rating

AAA 72.90%
AA 1.92%
A 0.98%
BBB 10.63%
BB 27.04%
B 14.23%
CCC and Below 5.36%
Not Rated -33.06%

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

Consider these risks before investing: 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 generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. 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. International investing involves currency, economic, and political risks. 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 07/31/19

United States 81.10%
Greece 3.56%
Argentina 2.94%
Brazil 2.61%
Indonesia 1.73%
Mexico 1.70%
Canada 1.02%
Russia 0.76%
Ivory Coast 0.68%
 
Other
3.90%
Dominican Republic 0.65%
United Kingdom 0.63%
Bermuda 0.57%
Egypt 0.50%
Luxembourg 0.31%
Sweden 0.29%
Germany 0.28%
Venezuela 0.21%
Ireland 0.20%
Israel 0.19%
France 0.17%
Senegal 0.17%
Cayman Islands 0.15%
South Africa 0.15%
El Salvador 0.12%
Switzerland 0.11%
Norway 0.09%
Italy 0.08%
Netherlands 0.06%
Jamaica 0.05%
South Korea 0.03%
India 0.01%
Taiwan 0.01%
Australia -0.01%
New Zealand -0.05%
Czech Republic -0.07%
Japan -0.10%
European Community -0.90%

†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: 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 generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. 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. International investing involves currency, economic, and political risks. 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.