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 06/14/19

Ticker NYSE: PIM
Net asset value $4.84
Net asset value change 0.01
Market price $4.57
Market price change 0.00
Discount/Premium -5.57%
Dividend rate at net asset value 7.44%
Dividend rate at market price 7.88%

Fund facts as of 05/31/19

Inception date
04/29/88
Total net assets
$248.64M
Dividend frequency
Monthly
Number of holdings
1432
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
2153
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 03/31/19

  • Annual performance as of 03/31/19

Last month Last quarter Year to date 1 yr. 3 yrs. 5 yrs. 10 yrs.
Net asset value 0.63% 4.94% 4.94% 1.51% 7.05% 2.72% 9.11%
Market price 3.39% 8.95% 8.95% 3.17% 7.99% 4.14% 8.91%
Comparative index: ICE BofAML U.S. Treasury Bill Index†
Net asset value 0.23%0.62%0.62%2.17%1.19%0.76%0.46%

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.

Performance snapshot

  Net asset value Market price
1 mt. 0.42% -0.90%
as of 05/31/19
YTD 6.92% -
as of 06/14/19

Lipper rankings as of 04/30/19

Time period Rank/Funds in category Percentile ranking
1 yr. 36/37 95%
3 yrs. 21/30 68%
5 yrs. 23/25 89%
10 yrs. 12/16 71%
Lipper category: General Bond Funds

Distribution history (past 12 mts.)

Ex-distribution date Distribution amount
per common share
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
07/24/18 $00.022
06/22/18 $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 6.52
Average stated maturity N/A
Average effective duration
without leverage
1.34
Average effective duration
with leverage
1.34
Average yield to maturity 6.39
Average price 86.26
Average coupon 5.86

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 04/30/19

Umbs Fn30 Tba 03.5000 06/01/2049 16.99%
Umbs Fn30 Tba 04.0000 06/01/2049 11.93%
Fnma Fn30 Tba 02.5000 05/01/2049 5.79%
Gnma Gii30 Tba 04.5000 05/01/2049 3.33%
Hellenic Republic Regs 03.0000 02/24/2024 1.76%
Gnma Gii30 Tba 04.0000 05/01/2049 1.65%
Fnma Fn30 Tba 05.5000 05/01/2049 1.29%
Hellenic Republic Regs 03.0000 02/24/2023 1.15%
Cwalt 2006-Oa10 4a1 02.6666 08/25/2046 0.98%
Federative Rep Of Brazil Usd 04.6250 01/13/2028 0.87%
Top 10 holdings, percent of portfolio 45.74%

Full portfolio holdings as of 03/31/19

FNMA FN30 TBA 03.5000 04/01/2049 16.36%
FNMA FN30 TBA 04.0000 04/01/2049 12.04%
GNMA GII30 TBA 04.5000 04/01/2049 3.35%
HELLENIC REPUBLIC REGS 03.0000 02/24/2024 1.75%
GNMA GII30 TBA 04.0000 04/01/2049 1.67%
FNMA FN30 TBA 05.5000 04/01/2049 1.29%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 1.15%
CWALT 2006-OA10 4A1 02.6755 08/25/2046 1.00%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 0.87%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.87%
FNMA FN30 TBA 03.5000 05/01/2049 0.82%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.82%
CSMC 2010-18R 6A4 04.0499 09/28/2036 0.81%
CAS 2016-C03 2M2 08.3855 10/25/2028 0.73%
WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 0.70%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.65%
CAS 2015-C04 1M2 08.1855 04/25/2028 0.62%
FNR 2016-78 CS IO 03.6145 05/25/2039 0.60%
CAS 2016-C02 1B 14.7355 09/25/2028 0.59%
RUSSIAN FEDERATION REGS 04.5000 04/04/2022 0.59%
CAS 2017-C03 1B1 07.3355 10/25/2029 0.58%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.55%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 0.53%
GNR 2016-H23 NI IO 02.2332 10/20/2066 0.53%
GECMC 2005-C1 D 04.4160 06/10/2048 0.52%
GNR 2017-H16 JI IO 02.2880 08/20/2067 0.52%
IVORY COAST REGS 05.3750 07/23/2024 0.52%
STACR 2018-HQA1 M2 04.7855 09/25/2030 0.52%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.48%
2.65 R ISWP FWD US0003M P 06/19/2029 0.47%
STACR 2016-DNA1 B 12.4855 07/25/2028 0.47%
GSMS 2014-GC24 D P/P 144A 04.5297 09/10/2047 0.46%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.46%
JPMBB 2014-C18 D P/P 144A 04.8219 02/15/2047 0.45%
MSBAM 2013-C10 E P/P 144A 04.0851 07/15/2046 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%
CMLTI 2007-AMC3 A2D 02.8355 03/25/2037 0.40%
PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 0.40%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.39%
BCAP 2011-RR3 3A6 04.2242 11/27/2036 0.39%
CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 0.39%
PETROLEOS MEXICANOS USD 04.8750 01/24/2022 0.39%
BSCMS 2007-T26 AJ 05.4599 01/12/2045 0.38%
GNR 2018-127 IC IO 05.0000 10/20/2044 0.38%
CAS 2015-C03 1M2 07.4855 07/25/2025 0.37%
GNR 2014-149 IP IO 04.0000 07/16/2044 0.37%
SPRINT CORP 07.8750 09/15/2023 0.37%
SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP 0.37%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 0.36%
CAS 2018 - C01 1B1 06.0355 07/25/2030 0.36%
GNR 2018-H02 EI IO 02.4044 01/20/2068 0.35%
STACR 2015-DNA3 B 11.8355 04/25/2028 0.34%
GNR 2017-H16 IG IO 01.6582 07/20/2067 0.33%
CAS 2016-C03 1B 14.2355 10/25/2028 0.32%
FHR 4604 QI IO 03.5000 07/15/2046 0.32%
OMIR 2018-1A M2 05.3355 07/25/2028 0.32%
GNR 2018-94 AI IO 04.5000 07/20/2048 0.31%
DOMINICAN REPUBLIC P/P 144A 05.5000 01/27/2025 0.30%
HELLENIC REPUBLIC P/P REGS 03.4500 04/02/2024 0.30%
AES CORP/THE 05.5000 04/15/2025 0.29%
CAS 2016-C01 1B 14.2355 08/25/2028 0.29%
FNR 2013-58 DI IO 04.0000 06/25/2043 0.29%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 0.29%
2.60 R ISWP FWD US0003M P 06/19/2026 0.28%
FNR 2015-30 IO IO 05.5000 05/25/2045 0.28%
GNR 2016-H10 AI IO 01.6847 04/20/2066 0.28%
GNR 2017-H08 NI IO 02.6325 03/20/2067 0.28%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 0.28%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.28%
CSAIL 2015-C1 D P/P 144A 03.7956 04/15/2050 0.27%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.27%
GNR 2017-26 MI IO 05.0000 11/20/2039 0.27%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.27%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.27%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.27%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.27%
GNR 2015-186 AI IO 04.0000 12/20/2045 0.26%
GNR 2018-H03 XI IO 02.3745 02/20/2068 0.26%
PETROLEOS MEXICANOS USD 06.5000 01/23/2029 0.26%
RMIR 2018-1 M2 04.2100 03/25/2028 0.26%
STACR 2018-DNA2 B1 06.1855 12/25/2030 0.26%
ARGENTINE REPUBLIC USD 06.8750 01/26/2027 0.25%
CAS 2017-C02 2B1 07.9855 09/25/2029 0.25%
CPTFEMU P 1.71 R 07/15/37 0.25%
DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 0.25%
GNR 2018-H05 BI IO 02.8502 02/20/2068 0.25%
GNR 2017-H16 IH IO 01.7058 07/20/2067 0.24%
JPMBB 2013-C14 D P/P 144A 04.5639 08/15/2046 0.24%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.24%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.23%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.23%
GNR 2018-H15 KI IO 02.2059 08/20/2068 0.23%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.23%
SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP 0.23%
ALTICE FRANCE SA P/P 144A 06.2500 05/15/2024 0.22%
FHR 4813 IO IO 05.5000 08/15/2048 0.22%
GNR 2017-H06 BI IO 02.3410 02/20/2067 0.22%
GNR 2018-127 IE IO 03.5000 01/20/2046 0.22%
MLCFC 2006-4 C 05.3240 12/12/2049 0.22%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.21%
CWALT 2005-38 A3 02.8355 09/25/2035 0.21%
FHR 4425 IO IO 04.0000 01/15/2045 0.21%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.21%
GNR 2016-42 IO IO 05.0000 02/20/2046 0.21%
GNR 2016-75 EI IO 03.5000 08/20/2045 0.21%
GNR 2017-93 TI IO 04.0000 03/20/2044 0.21%
GNR 2017-H09 IO IO 01.7433 04/20/2067 0.21%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.21%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 0.21%
MSBAM 2013-C10 F P/P 144A 04.0851 07/15/2046 0.21%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.21%
SERVICE CORP INTL 05.3750 05/15/2024 0.21%
STACR 2015-DNA2 B 10.0355 12/25/2027 0.21%
GNR 2013-167 SG IO 03.6623 11/20/2043 0.20%
GNR 2016-H09 BI IO 01.4456 04/20/2066 0.20%
GNR 2016-H16 EI IO 02.2094 06/20/2066 0.20%
GNR 2016-H22 AI IO 02.2985 10/20/2066 0.20%
GNR 2017-H11 DI IO 01.8647 05/20/2067 0.20%
GNR 2018-127 ID IO 05.0000 07/20/2045 0.20%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.20%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.20%
BSCMS 2005-PWR7 B 05.1421 02/11/2041 0.19%
CWALT 2006-OA7 1A2 03.3365 06/25/2046 0.19%
FNR 2016-96 ST IO 03.6145 12/25/2046 0.19%
GNR 2010-35 DI IO 04.5000 03/20/2040 0.19%
GNR 2016-H06 DI IO 01.6332 07/20/2065 0.19%
GNR 2017-H12 QI IO 02.1513 05/20/2067 0.19%
GSMS 2013-GC10 E P/P 144A 04.3977 02/10/2046 0.19%
MSBAM 2013-C10 D P/P 144A 04.0851 07/15/2046 0.19%
MSBAM 2013-C11 D P/P 144A 04.3652 08/15/2046 0.19%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.19%
SWPTN 1YX1Y R 3.02 USD 08/28/2019 MS 0.19%
BSCMS 2005-PWR7 D 05.1421 02/11/2041 0.18%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.18%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.18%
FHR 4452 QI IO 04.0000 11/15/2044 0.18%
FHR 4580 ID IO 03.5000 08/15/2045 0.18%
GNR 2015-H20 CI IO 01.9544 08/20/2065 0.18%
GNR 2016-104 GI IO 04.5000 01/20/2046 0.18%
SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS 0.18%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS 0.18%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS 0.18%
UBSBB 2012-C2 F P/P 144A 04.8925 05/10/2063 0.18%
CWALT 2007-OA8 2A1 02.6655 06/25/2047 0.17%
FNR 2010-99 NI IO 06.0000 09/25/2040 0.17%
GNR 2012-128 IA IO 03.5000 10/20/2042 0.17%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.17%
GNR 2014-H21 BI IO 01.5606 10/20/2064 0.17%
GNR 2015-187 JI IO 04.0000 03/20/2045 0.17%
GNR 2016-H02 HI IO 01.8663 01/20/2066 0.17%
GNR 2017-H16 FI IO 02.3176 08/20/2067 0.17%
REFINITIV TLB L+375 06.2486 10/01/2025 0.17%
REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 0.17%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.17%
WAMU 2005-AR10 1A3 04.1168 09/25/2035 0.17%
CFCRE 2011-C2 E P/P 144A 05.7568 12/15/2047 0.16%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.16%
CWALT 2005-59 1A1 02.8178 11/20/2035 0.16%
CWALT 2006-OA10 3A1 02.6755 08/25/2046 0.16%
GNR 2014-100 NI IO 04.0000 06/20/2043 0.16%
GNR 2014-44 IA IO 03.5000 05/20/2028 0.16%
HCA INC 05.2500 06/15/2026 0.16%
JPMCC 2007-CB20 E P/P 144A 06.1064 02/12/2051 0.16%
JPMCC 2011-C3 F P/P 144A 05.6616 02/15/2046 0.16%
LNSTR 2015-3 C P/P 144A 03.1280 04/20/2048 0.16%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.16%
SAMI 2006-AR7 A1A 02.6955 08/25/2036 0.16%
3.073 R ISWP FWD US0003M P 03/04/2029 0.15%
CAS 2017-C01 1M2 06.0355 07/25/2029 0.15%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.15%
CPTFEMU P 1.7138 R 08/15/37 0.15%
ENERGY TRANSFER OPERATNG 05.5000 06/01/2027 0.15%
FHR 4077 IK IO 05.0000 07/15/2042 0.15%
FNR 2013-107 SB IO 03.4645 02/25/2043 0.15%
GNR 2015-53 MI IO 04.0000 04/16/2045 0.15%
GNR 2015-H24 AI IO 01.8569 09/20/2065 0.15%
GNR 2016-H03 AI IO 02.1004 01/20/2066 0.15%
GNR 2016-H03 DI IO 02.0039 12/20/2065 0.15%
GNR 2016-H18 QI IO 02.0870 06/20/2066 0.15%
IVORY COAST REGS 06.3750 03/03/2028 0.15%
JPMCC 2013-LC11 D 04.1692 04/15/2046 0.15%
MSRR 2010-R4 4B 03.4395 02/26/2037 0.15%
OPTN FN30 2.5 04/03/19 CALL 94.5625 JPMC 0.15%
REPUBLIC OF INDONESIA REGS 04.1250 01/15/2025 0.15%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.15%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.15%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.15%
SWPTN 10YX30Y R 1.72 EUR 11/27/2028 UB 0.15%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.15%
UNITYMEDIA HESSEN / NRW REGS 06.2500 01/15/2029 0.15%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.15%
0.60 R ISWP FWD EUR006M P 06/19/2029 0.14%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.14%
BSCMS 2006-PW11 B P/P 144A 05.2509 03/11/2039 0.14%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.14%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.14%
CWALT 2006-OA7 1A1 03.0076 06/25/2046 0.14%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.14%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.14%
FHR 4501 BI IO 03.5000 10/15/2043 0.14%
FHR 4546 TI IO 04.0000 12/15/2045 0.14%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.14%
FNR 2011-101 SA IO 03.4145 10/25/2041 0.14%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.14%
GNR 2012-140 IC IO 03.5000 11/20/2042 0.14%
GNR 2014-119 SA IO 03.1123 08/20/2044 0.14%
GNR 2015-52 KI IO 03.5000 11/20/2040 0.14%
GNR 2015-64 YI IO 04.0000 11/20/2044 0.14%
GNR 2015-H20 AI IO 01.8475 08/20/2065 0.14%
GNR 2015-H23 BI IO 01.7477 09/20/2065 0.14%
GNR 2016-H06 CI IO 01.5728 02/20/2066 0.14%
GNR 2017-H02 BI IO 02.3379 01/20/2067 0.14%
JPALT 2007-A2 12A1 02.6855 06/25/2037 0.14%
JPMCC 2012-C6 E P/P 144A 05.1568 05/15/2045 0.14%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 0.14%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.14%
SAMI 2006-AR7 A1BG 02.6055 08/25/2036 0.14%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.14%
STACR 2015-HQA2 B 12.9855 05/25/2028 0.14%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.14%
SWPTN 1YX30Y R 1.288 EUR 02/17/2020 JP 0.14%
WFMBS 2006-AR2 1A1 04.8869 03/25/2036 0.14%
WFMBS 2006-AR5 1A1 05.0795 04/25/2036 0.14%
3.312 R ISWP US0003M P 11/08/2048 0.13%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.13%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.13%
CAS 2015-C03 2M2 07.4855 07/25/2025 0.13%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.13%
COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 0.13%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.13%
CPTFEMU P 1.735 R 09/15/37 0.13%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.13%
CWALT 2005-38 A1 03.8965 09/25/2035 0.13%
DISH DBS CORP 05.8750 11/15/2024 0.13%
FHR 4165 TI IO 03.0000 12/15/2042 0.13%
FNR 2016-102 JI IO 03.5000 02/25/2046 0.13%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.13%
GNR 2016-H17 KI IO 01.9195 07/20/2066 0.13%
ITRON INC P/P 144A 05.0000 01/15/2026 0.13%
JPMBB 2014-C18 E P/P 144A 04.3219 02/15/2047 0.13%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.13%
LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 0.13%
PULTEGROUP INC 05.5000 03/01/2026 0.13%
STACR 2019-DNA2 M2 04.9368 03/25/2049 0.13%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.13%
SWPTN LIABILITY 5YX30Y P 3.215 USD 11/27/2023 GS 0.13%
SWPTN LIABILITY 5YX30Y R 3.215 USD 11/27/2023 GS 0.13%
SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 0.13%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.12%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.12%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.12%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.12%
FNR 2016-97 KI IO 03.0000 06/25/2040 0.12%
GNR 2012-136 BI IO 03.5000 11/20/2042 0.12%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.12%
GNR 2014-100 LI IO 04.5000 10/16/2043 0.12%
GNR 2015-111 IJ IO 03.5000 08/20/2045 0.12%
GNR 2015-62 IL IO 03.5000 02/16/2042 0.12%
GNR 2015-H25 EI IO 01.8658 10/20/2065 0.12%
GNR 2018-H05 AI IO 02.9333 02/20/2068 0.12%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.12%
NAVISTAR INTL TLB L+350 05.8900 11/06/2024 0.12%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.12%
RALI 2006-QO5 1A1 02.7005 05/25/2046 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%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.12%
SPRINT CORP 07.2500 09/15/2021 0.12%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.12%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.11%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.11%
CAS 2019-R02 1M2 04.7855 08/25/2031 0.11%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.11%
FNR 2015-88 QI IO 04.0000 10/25/2044 0.11%
FNR 2017-15 LI IO 04.0000 06/25/2046 0.11%
FNR 2017-7 JI IO 04.0000 02/25/2047 0.11%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.11%
GNR 2012-47 CI IO 04.0000 03/20/2042 0.11%
GNR 2013-151 IB IO 04.5000 02/20/2040 0.11%
GNR 2013-34 IH IO 04.5000 03/20/2043 0.11%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.11%
GNR 2016-H14 IO IO 01.6926 06/20/2066 0.11%
GNR 2017-H19 MI IO 02.0409 04/20/2067 0.11%
GNR 2018-127 IB IO 04.5000 06/20/2045 0.11%
GSAA 2006-8 2A2 02.6655 05/25/2036 0.11%
GSR 2007-OA1 2A3A 02.7955 05/25/2037 0.11%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.11%
LEVEL 3 FINANCING INC 05.2500 03/15/2026 0.11%
PETROLEOS MEXICANOS USD 05.3750 03/13/2022 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%
STACR 2016-HQA3 M3 06.3355 03/25/2029 0.11%
WAMU 2005-AR13 A1C3 02.9755 10/25/2045 0.11%
WAMU 2005-AR19 A1C4 02.8855 12/25/2045 0.11%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.11%
AVAYA TLB L+425 06.7775 12/15/2024 0.10%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.10%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.10%
CALPINE CORPORATION 05.7500 01/15/2025 0.10%
CAS 2018-C04 2M2 05.0355 12/25/2030 0.10%
CIT GROUP INC. 05.2500 03/07/2025 0.10%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.10%
CONSTELLIUM NV P/P 144A 05.7500 05/15/2024 0.10%
CONSTELLIUM NV P/P 144A 05.8750 02/15/2026 0.10%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.10%
FNR 2012-30 HI IO 04.5000 12/25/2040 0.10%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.10%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.10%
GNR 2015-H10 BI IO 01.4951 04/20/2065 0.10%
GNR 2015-H15 BI IO 01.8839 06/20/2065 0.10%
GNR 2017-165 IM IO 03.5000 11/20/2047 0.10%
GNR 2017-42 IC IO 04.5000 08/20/2041 0.10%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.10%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.10%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.10%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.10%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.10%
SERVICE CORP INTL 05.3750 01/15/2022 0.10%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.10%
SWPTN 1YX2Y R 2.56 USD 02/06/2020 JP 0.10%
SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS 0.10%
SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS 0.10%
TENET HEALTHCARE 06.0000 10/01/2020 0.10%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.10%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.10%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.10%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 0.09%
CLEAR CHANNEL TLD L+875 11.2430 01/30/2020 0.09%
COMMERZBANK AG P/P 144A 08.1250 09/19/2023 0.09%
CPTFEMU P 1.71 R 08/15/37 0.09%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.09%
CWALT 2006-45T1 2A7 02.8255 02/25/2037 0.09%
FHR 3852 SC IO 04.1663 04/15/2040 0.09%
FHR 4510 HI IO 03.0000 03/15/2040 0.09%
FHR 4678 MS IO 05.1072 04/15/2047 0.09%
GNR 2013-H08 CI IO 01.6899 02/20/2063 0.09%
GNR 2014-76 IO IO 05.0000 05/20/2044 0.09%
GNR 2016-29 IO IO 04.0000 02/16/2046 0.09%
GNR 2016-37 IW IO 04.5000 02/20/2046 0.09%
GNR 2016-H24 CI IO 01.7068 10/20/2066 0.09%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.09%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.09%
HUSKY TLB L+300 05.4986 03/28/2025 0.09%
HVMLT 2005-2 1A 03.0018 05/19/2035 0.09%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.09%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.09%
MEREDITH CORP 06.8750 02/01/2026 0.09%
MICROCHIP TEC CV 01.6250 02/15/2027 0.09%
MSC 2008-T29 F P/P 144A 05.7454 01/11/2043 0.09%
NCI BUILDING SYS INC P/P 144A 08.0000 04/15/2026 0.09%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.09%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.09%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.09%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.09%
ROBERTSHAW US HOLDING L+350 06.0000 02/28/2025 0.09%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.09%
SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP 0.09%
SWPTN 1YX2Y R 2.486 USD 01/31/2020 JP 0.09%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.09%
UNIVISION COMM P/P 144A 05.1250 05/15/2023 0.09%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.09%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.09%
2.776 R ISWP FWD US0003M P 03/21/2029 0.08%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.08%
ANTERO RESOURCES 05.3750 11/01/2021 0.08%
BALTA 2004-3 B 05.4105 04/25/2034 0.08%
BARCLAYS PLC USD 04.8360 05/09/2028 0.08%
BRAND ENERGY TL L+425 06.9561 06/21/2024 0.08%
CINEMARK USA INC 04.8750 06/01/2023 0.08%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.08%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.08%
COMM 2012-CR3 E P/P 144A 04.7530 10/15/2045 0.08%
FHR 4122 TI IO 04.5000 10/15/2042 0.08%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.08%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.08%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.08%
GNR 2015-167 BI IO 04.5000 04/16/2045 0.08%
GNR 2015-H08 CI IO 01.8064 03/20/2065 0.08%
GNR 2016-48 MI IO 03.5000 04/16/2046 0.08%
GNR 2017-11 PI IO 04.0000 12/20/2046 0.08%
GNR 2017-38 DI IO 05.0000 03/16/2047 0.08%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.08%
GREAT LAKES D&D 08.0000 05/15/2022 0.08%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.08%
HOUSTON FUEL TLB L+275 05.2500 06/26/2025 0.08%
INTESA SANPAOLO SPA P/P 144A 05.0170 06/26/2024 0.08%
JO-ANN STORES 2NDL L+925 11.7272 05/21/2024 0.08%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.08%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.08%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.08%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.08%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.08%
MSBAM 2014-C15 F P/P 144A 04.0000 04/15/2047 0.08%
NRG ENERGY INC 06.6250 01/15/2027 0.08%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.08%
PENSKE AUTO GRP INC 05.7500 10/01/2022 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%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.08%
STACR 2019-DNA1 M2 05.1355 01/25/2049 0.08%
SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS 0.08%
SWPTN 10YX30Y P 1.72 EUR 11/27/2028 UB 0.08%
SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS 0.08%
T-MOBILE USA INC 06.3750 03/01/2025 0.08%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.08%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.08%
WAMU 2005-AR19 A1B3 02.8355 12/25/2045 0.08%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.07%
AES CORP/THE 05.1250 09/01/2027 0.07%
APERGY CORP 06.3750 05/01/2026 0.07%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 0.07%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.07%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.07%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.07%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.07%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.07%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.07%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.07%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.07%
CCMFC 2006-4A A2 02.6655 11/25/2047 0.07%
CENTENE CORP 06.1250 02/15/2024 0.07%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.07%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.07%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 0.07%
ENERGY TRANSFER OPERA 05.8750 01/15/2024 0.07%
EQUINIX INC 05.3750 05/15/2027 0.07%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.07%
FHR 4193 PI IO 04.0000 03/15/2043 0.07%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.07%
FNR 2012-36 SN IO 03.9645 04/25/2042 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 2010-9 QI IO 04.5000 01/20/2040 0.07%
GNR 2012-113 ID IO 03.5000 09/20/2042 0.07%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.07%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.07%
GNR 2013-54 JI IO 03.5000 02/20/2043 0.07%
GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 0.07%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.07%
ISTAR INC 06.0000 04/01/2022 0.07%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.07%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.07%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.07%
MSBAM 2013-C11 F P/P 144A 04.3652 08/15/2046 0.07%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.07%
PROVINCIA DE BUENOS P/P 144A 47.7755 05/31/2022 0.07%
SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 0.07%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 0.07%
STEARNS HOLDINGS LLC P/P 144A 09.3750 08/15/2020 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 10YX10Y R 2.7575 USD 12/20/2027 JP 0.07%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP 0.07%
SWPTN 7YX5Y R 2.647 USD 06/03/2024 BA 0.07%
SWPTN 7YX5Y R 2.654 USD 06/03/2024 CI 0.07%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.07%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.07%
TRANSDIGM INC 06.3750 06/15/2026 0.07%
USG CORP P/P 144A 04.8750 06/01/2027 0.07%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.07%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.07%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.07%
WFCM 2013-LC12 D P/P 144A 04.2867 07/15/2046 0.07%
0.4419 R ISWP EUR006M P 01/30/2023 0.06%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 0.06%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 0.06%
BAUSCH HLTH COS INC P/P 144A 05.8750 05/15/2023 0.06%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.06%
CAS 2016-C05 2B 13.2355 01/25/2029 0.06%
CAS 2017-C05 1B1 06.0855 01/25/2030 0.06%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.06%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.06%
CHEMOURS CO 06.6250 05/15/2023 0.06%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 0.06%
CROWN AMER/CAP 04.7500 02/01/2026 0.06%
CWALT 2006-OA10 1A1 03.3565 08/25/2046 0.06%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.06%
DIGICEL LTD P/P 144A 06.7500 03/01/2023 0.06%
FHR 4062 DI IO 04.0000 09/15/2039 0.06%
FNR 2010-35 SG IO 03.9145 04/25/2040 0.06%
FNR 2013-41 IP IO 04.0000 05/25/2043 0.06%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.06%
GNR 2010-20 UI IO 05.0000 02/20/2040 0.06%
GNR 2012-146 IO IO 05.0000 12/20/2042 0.06%
GNR 2017-118 KI IO 03.5000 10/20/2046 0.06%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.06%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.06%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.06%
MGM RESORTS INTL 06.6250 12/15/2021 0.06%
NRG ENERGY INC 07.2500 05/15/2026 0.06%
PQ CORP P/P 144A 05.7500 12/15/2025 0.06%
PRICELINE.COM CV 00.3500 06/15/2020 0.06%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.06%
REYNOLDS GROUP TL L+300 05.2486 02/05/2023 0.06%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.06%
SESI LLC 07.7500 09/15/2024 0.06%
STARWOOD PROP TR 04.7500 03/15/2025 0.06%
SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS 0.06%
SWPTN 1YX2Y R 0.025 EUR 08/28/2019 GS 0.06%
SWPTN 7YX5Y P 2.647 USD 06/03/2024 BA 0.06%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI 0.06%
SWPTN LIABILITY 6MX5Y P 0.215 EUR 08/07/2019 JP 0.06%
T-MOBILE USA INC 06.0000 03/01/2023 0.06%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.06%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.06%
UKRPI P 3.665 R 12/15/28 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%
WAMU 2005-AR14 1A2 04.1928 12/25/2035 0.06%
WPX ENERGY INC 06.0000 01/15/2022 0.06%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.05%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.05%
3.05125 R ISWP FWD US0003M P 03/07/2028 0.05%
3.11 R ISWP FWD US0003M P 02/27/2028 0.05%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.05%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.05%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.05%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.05%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.05%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.05%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.05%
CENTENE CORP 04.7500 05/15/2022 0.05%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 0.05%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.05%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.05%
COMSTOCK RESOURCES P/P 144A 09.7500 08/15/2026 0.05%
DCP MIDSTREAM OPERATING 05.3750 07/15/2025 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%
FHR 4183 MI IO 03.0000 02/15/2042 0.05%
FNR 2013-44 PI IO 04.0000 01/25/2043 0.05%
FNR 2013-60 IP IO 04.0000 10/25/2042 0.05%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.05%
GNR 2013-165 IL IO 04.0000 03/20/2043 0.05%
GNR 2013-28 IO IO 03.5000 02/20/2043 0.05%
GNR 2014-4 IC IO 04.0000 01/20/2044 0.05%
GNR 2015-79 GI IO 05.0000 10/20/2039 0.05%
GNR 2015-96 NI IO 03.5000 01/20/2039 0.05%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.05%
GREIF INC P/P 144A 06.5000 03/01/2027 0.05%
HCA INC 05.0000 03/15/2024 0.05%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.05%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 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%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 0.05%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.05%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.05%
MASTEC INC 04.8750 03/15/2023 0.05%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.05%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.05%
MHL 2005-3 M2 03.2805 08/25/2035 0.05%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.05%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.05%
NABORS INDUSTRIES INC. 05.7500 02/01/2025 0.05%
NETFLIX INC 04.8750 04/15/2028 0.05%
NETFLIX INC. P/P 144A 05.8750 11/15/2028 0.05%
NORDEX SE REGS 06.5000 02/01/2023 0.05%
NRG ENERGY P/P 144A CV 02.7500 06/01/2048 0.05%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.05%
OWENS CORNING 04.2000 12/01/2024 0.05%
PALO ALTO NET P/P 144A CV 00.7500 07/01/2023 0.05%
PAR PHARMA INC P/P 144A 07.5000 04/01/2027 0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.05%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.05%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.05%
SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP 0.05%
SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC 0.05%
T-MOBILE USA INC 04.7500 02/01/2028 0.05%
TALBOTS TLB L+700 09.4986 11/28/2022 0.05%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.05%
TENDAM BRANDS SAU REGS 05.0000 09/15/2024 0.05%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.05%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.05%
USA COMPRESSION PART 06.8750 04/01/2026 0.05%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.05%
VERTIV TLB L+400 06.6289 11/15/2023 0.05%
VIRGIN MEDIA SECURED FIN REGS 05.1250 01/15/2025 0.05%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.05%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.05%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.05%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.05%
0.12 R ISWP FWD EUR006M P 06/19/2024 0.04%
0.20 R ISWP FWD CHL6M P 06/19/2029 0.04%
1.3775 R ISWP SES3M P 01/30/2028 0.04%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.04%
ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 0.04%
ALTICE LUXEMBOURG SA REGS 06.2500 02/15/2025 0.04%
AVAYA HOLDINGS CORP 0.04%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.04%
BERRY GLOBAL INC 05.5000 05/15/2022 0.04%
BOYD GAMING TLB L+225 04.6576 09/15/2023 0.04%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.04%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.04%
CALIFORNIA RESOURC TL L+475 07.2455 12/31/2022 0.04%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.04%
CAS 2018-C06 2M2 04.5855 03/25/2031 0.04%
CAS 2019-R01 2M2 04.9355 07/25/2031 0.04%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.04%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.04%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.04%
COLONY STARWO CV 03.5000 01/15/2022 0.04%
EAGLECLAW MID TL L+425 06.8789 06/30/2024 0.04%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.04%
ENRGY TRANS PT/REG FIN 05.0000 10/01/2022 0.04%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.04%
FHR 3072 SM 04.2533 11/15/2035 0.04%
FHR 4000 PI IO 04.5000 01/15/2042 0.04%
FNR 2006-62 PS 24.9870 07/25/2036 0.04%
FNR 2012-127 BI IO 04.5000 11/25/2042 0.04%
FNR 2013-53 JI IO 03.0000 12/25/2041 0.04%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.04%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.04%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.04%
GNR 2012-56 IB IO 04.0000 04/20/2042 0.04%
GNR 2015-H26 CI IO 00.6227 08/20/2065 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%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.04%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.04%
ILLUMINA INC P/P 144A CV 00.0000 08/15/2023 0.04%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.04%
JAZZ INVESTME USD 01.8750 08/15/2021 0.04%
MEDICINES CO CV 02.5000 01/15/2022 0.04%
MERCER INTL INC USD 06.5000 02/01/2024 0.04%
MURRAY ENERGY TLB2 L+725 09.7489 10/17/2022 0.04%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.04%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.04%
NOVAFIVES REGS 05.0000 06/15/2025 0.04%
ON SEMICONDUC CV 01.6250 10/15/2023 0.04%
ORYX TLB L+325 05.7486 02/28/2025 0.04%
OSHKOSH CORP 05.3750 03/01/2025 0.04%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 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%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 0.04%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.04%
QORVO INC P/P 144A 05.5000 07/15/2026 0.04%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.04%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 0.04%
ROBERTSHAW TL 2L L+800 10.5000 02/28/2026 0.04%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.04%
ROYAL BK SCOTLND USD 05.1250 05/28/2024 0.04%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.04%
SM ENERGY CO 06.1250 11/15/2022 0.04%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.04%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.04%
SQUARE INC P/P 144A CV 00.5000 05/15/2023 0.04%
STANDARD IND INC P/P 144A 06.0000 10/15/2025 0.04%
SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP 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 12YX10Y R 3.005 USD 11/16/2029 GS 0.04%
SWPTN 1YX30Y P 1.288 EUR 02/17/2020 JP 0.04%
SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS 0.04%
SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS 0.04%
SWPTN 5WX2Y R 2.41 USD 04/23/2019 CI 0.04%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS 0.04%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP 0.04%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.04%
TENNANT CO 05.6250 05/01/2025 0.04%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.04%
TRAVELPORT TLB L+500 07.6326 03/18/2026 0.04%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.04%
USG CORP P/P 144A 05.5000 03/01/2025 0.04%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.04%
WFRBS 2013-C12 E P/P 144A 03.5000 03/15/2048 0.04%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.04%
WORKDAY INC CV 00.2500 10/01/2022 0.04%
WPX ENERGY INC 05.7500 06/01/2026 0.04%
0.95 R ISWP FWD SES3M P 06/19/2029 0.03%
1.125 R ISWP SES3M P 11/10/2027 0.03%
1.13 R ISWP SES3M P 11/10/2027 0.03%
1.1575 R ISWP SES3M P 11/13/2027 0.03%
1.16 R ISWP SES3M P 11/13/2027 0.03%
1.20 R ISWP FWD GBL6M P 06/19/2024 0.03%
1.3975 R ISWP JPL6M P 02/19/2020 0.03%
2.80 R ISWP FWD US0003M P 06/19/2049 0.03%
2.86 R ISWP US0003M P 01/22/2020 0.03%
AIR METHODS TLB L+350 06.1010 04/21/2024 0.03%
AIR TRANSPORT CV 01.1250 10/15/2024 0.03%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.03%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.03%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.03%
BERRY GLOBAL INC 05.1250 07/15/2023 0.03%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.03%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.03%
BWAY CORP TLB L+325 06.0325 04/03/2024 0.03%
CAS 2015-C04 2M2 08.0355 04/25/2028 0.03%
CAS 2016-C06 1M2 06.7355 04/25/2029 0.03%
CAS 2017-C02 2M2 06.1355 09/25/2029 0.03%
CBRE SERVICES INC 05.2500 03/15/2025 0.03%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.03%
CHEMOURS CO 07.0000 05/15/2025 0.03%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.03%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.03%
CINEMARK USA INC 05.1250 12/15/2022 0.03%
CIT GROUP INC 05.0000 08/01/2023 0.03%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.03%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.03%
CPG INTL TL L+375 06.6330 05/05/2024 0.03%
DEXCOM INC P/P 144A CV 00.7500 12/01/2023 0.03%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.03%
DOCUSIGN INC P/P 144A CV 00.5000 09/15/2023 0.03%
DYCOM IND INC CV 00.7500 09/15/2021 0.03%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.03%
ENSCO PLC USD 07.7500 02/01/2026 0.03%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.03%
EUR/USD 06/19/2019 SSBT 0.03%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 0.03%
FHR 4105 HI IO 03.5000 07/15/2041 0.03%
FHS 304 C37 IO 03.5000 12/15/2027 0.03%
FNR 2007-53 SP 15.0865 06/25/2037 0.03%
FNR 2011-59 BI IO 06.0000 08/25/2040 0.03%
FNR 2012-145 TI IO 03.0000 11/25/2042 0.03%
FNR 2013-18 SB IO 03.6645 10/25/2041 0.03%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.03%
GATES GLOBAL TLB L+275 05.2486 03/31/2024 0.03%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.03%
GNR 2013-129 SN IO 03.6623 09/20/2043 0.03%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.03%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 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%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.03%
JO-ANN STORES TL L+500 07.7610 10/16/2023 0.03%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.03%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.03%
LENNAR CORP 05.8750 11/15/2024 0.03%
LIBERTY MEDIA CV 01.0000 01/30/2023 0.03%
LIVE NATION CV 02.5000 03/15/2023 0.03%
MERCER INTL INC USD 05.5000 01/15/2026 0.03%
NETFLIX INC P/P 144A 06.3750 05/15/2029 0.03%
NEW RELIC INC P/P 144A CV 00.5000 05/01/2023 0.03%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.03%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.03%
REALPAGE INC CV 01.5000 11/15/2022 0.03%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.03%
REVLON CONS TLB L+350 06.1289 09/07/2023 0.03%
SERVICENOW IN CV 00.0000 06/01/2022 0.03%
SESI LLC 07.1250 12/15/2021 0.03%
SM ENERGY CO 05.0000 01/15/2024 0.03%
SPLUNK INC P/P 144A CV 01.1250 09/15/2025 0.03%
SPRINGLEAF FINANCE CORP 06.1250 05/15/2022 0.03%
SS&C TECH INC P/P 144A 05.5000 09/30/2027 0.03%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS 0.03%
SWPTN 12YX10Y P 3.005 USD 11/16/2029 GS 0.03%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP 0.03%
SWPTN 12YX10Y R 2.725 USD 11/08/2029 GS 0.03%
SWPTN 1MX5Y R 2.19625 USD 04/29/2019 CI 0.03%
SWPTN 1YX2Y P 2.486 USD 01/31/2020 JP 0.03%
SWPTN 1YX2Y R -0.065 EUR 08/28/2019 GS 0.03%
SWPTN 5WX5Y R 2.1975 USD 05/02/2019 GS 0.03%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI 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%
TARGA RESOURCES PART 05.0000 01/15/2028 0.03%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 0.03%
TELADOC INC P/P 144A CV 01.3750 05/15/2025 0.03%
TENET HEALTHCARE 04.6250 07/15/2024 0.03%
THE AES CORPORATION 04.8750 05/15/2023 0.03%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.03%
TWITTER INC CV 01.0000 09/15/2021 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.03%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.03%
WAYFAIR INC CV 00.3750 09/01/2022 0.03%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.03%
WERNER TLB L+400 06.7970 07/24/2024 0.03%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.03%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.03%
WRIGHT MEDICA P/P 144A CV 01.6250 06/15/2023 0.03%
0.354 R ISWP FWD EUR006M P 09/21/2021 0.02%
1.02 R ISWP TELBOR03 P 03/20/2024 GS 0.02%
1.35 R ISWP FWD GBL6M P 06/19/2029 0.02%
1.354 R ISWP FWD EUR006M P 02/19/2050 0.02%
2.1825 R ISWP AUDBB6M P 03/20/2029 0.02%
2.536 R ISWP FWD US0003M P 12/02/2023 0.02%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.02%
AES CORP/THE 04.5000 03/15/2023 0.02%
AIR MEDICAL TLB L+325 05.7386 04/28/2022 0.02%
AKAMAI TECH P/P 144A CV 00.1250 05/01/2025 0.02%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.02%
ALTERYX INC P/P 144A CV 00.5000 06/01/2023 0.02%
AMC ENT HOLDIN 05.8750 11/15/2026 0.02%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.02%
BAUSCH HLTH COS INC P/P 144A 05.7500 08/15/2027 0.02%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.02%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.02%
CAD/USD 04/17/2019 BCAP-FX 0.02%
CALIFORNIA RESOURCES 05.0000 01/15/2020 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%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.02%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 0.02%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 0.02%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG 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 MS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.02%
COUPA SOFTW P/P 144A CV 00.3750 01/15/2023 0.02%
CPURNSA P 2.19 R 12/06/27 0.02%
CPURNSA P 2.1939 R 12/21/27 0.02%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 0.02%
CSMC 2007-C4 C P/P 144A 05.8056 09/15/2039 0.02%
DISH NETWORK CV 03.3750 08/15/2026 0.02%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 0.02%
EQUINIX INC 05.8750 01/15/2026 0.02%
ETSY INC CV 00.0000 03/01/2023 0.02%
EUR/USD 06/19/2019 BANKAM 0.02%
EUR/USD 06/19/2019 BCAP-FX 0.02%
EUR/USD 06/19/2019 HSBCB 0.02%
EUR/USD 06/19/2019 JPMCB 0.02%
EUR/USD 06/19/2019 RBSF 0.02%
EURONET WORLD P/P 144A CV 00.7500 03/15/2049 0.02%
EVERBRIDGE INC CV 01.5000 11/01/2022 0.02%
FHR 3249 PS 14.0786 12/15/2036 0.02%
FHR 3408 EK 15.7988 04/15/2037 0.02%
FHR 4210 PI IO 03.0000 12/15/2041 0.02%
FNR 2005-75 GS 12.7935 08/25/2035 0.02%
FNR 2005-83 QP 10.9317 11/25/2034 0.02%
FNR 2008-24 SP 14.1698 02/25/2038 0.02%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.02%
FNS 378 19 IO 05.0000 06/25/2035 0.02%
FRONTIER COMM 11.0000 09/15/2025 0.02%
GBP/USD CALL 1.37 20190726 BANKAM 0.02%
GNR 2014-108 IP IO 04.5000 12/20/2042 0.02%
HCA INC. 07.5000 02/15/2022 0.02%
HUBSPOT INC CV 00.2500 06/01/2022 0.02%
IAC FINANCECO P/P 144A CV 00.8750 10/01/2022 0.02%
II-VI INC CV 00.2500 09/01/2022 0.02%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.02%
INPHI CORP CV 00.7500 09/01/2021 0.02%
INSULET CORP P/P 144A CV 01.3750 11/15/2024 0.02%
ISTAR INC. 05.2500 09/15/2022 0.02%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.02%
JPY/USD 05/15/2019 CITI 0.02%
JPY/USD 05/15/2019 GSFX 0.02%
JPY/USD 05/15/2019 JPMCB 0.02%
JPY/USD 05/15/2019 SSBT 0.02%
JPY/USD 05/15/2019 UBS 0.02%
KAMAN CORP CV 03.2500 05/01/2024 0.02%
KCA DEUTAG US FIN LLC L+675 09.5530 03/21/2023 0.02%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.02%
LIBERTY EXPEDIA HOLD INC 144A 0.02%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.02%
LIGAND PHARMA P/P 144A CV 00.7500 05/15/2023 0.02%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.02%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.02%
MERCER INTL INC USD 07.7500 12/01/2022 0.02%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.02%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.02%
NAVISTAR FIN CORP TLB L+375 06.3125 07/30/2025 0.02%
NICE SYS INC CV 01.2500 01/15/2024 0.02%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.02%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.02%
NRG ENERGY INC 05.7500 01/15/2028 0.02%
NUANCE COMM CV 01.2500 04/01/2025 0.02%
NUTANIX INC CV 00.0000 01/15/2023 0.02%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.02%
OKTA INC CV 00.2500 02/15/2023 0.02%
OPTN FN30 3.0 05/06/19 CALL 99.625 JPMC 0.02%
OPTN FN30 3.5 05/06/19 PUT 101.06640625 JPMC 0.02%
OPTN FN30 3.5 05/06/19 PUT 101.19140625 JPMC 0.02%
OPTN FN30 3.5 05/06/19 PUT 101.31640625 JPMC 0.02%
OPTN FN30 3.5 05/06/19 PUT 101.44140625 JPMC 0.02%
OSI SYS INC CV 01.2500 09/01/2022 0.02%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 0.02%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.02%
RACKSPACE HOSTING INC L+300 05.7375 11/03/2023 0.02%
RINGCENTRAL CV 00.0000 03/15/2023 0.02%
SERVICE CORP INTL 04.6250 12/15/2027 0.02%
SM ENERGY CO 06.6250 01/15/2027 0.02%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.02%
STAR MERGER SUB INC P/P 144A 06.8750 08/15/2026 0.02%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.02%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.02%
SUPERNUS PH CV 00.6250 04/01/2023 0.02%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS 0.02%
SWPTN 1MX5Y P 2.38875 USD 04/29/2019 CI 0.02%
SWPTN 1YX2Y P 2.56 USD 02/06/2020 JP 0.02%
SWPTN 5WX5Y P 2.3975 USD 05/02/2019 GS 0.02%
SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS 0.02%
SWPTN 6MX30Y P 1.28 EUR 08/07/2019 JP 0.02%
SWPTN LIABILITY 1MX5Y P 2.2925 USD 04/29/2019 CI 0.02%
SWPTN LIABILITY 1MX5Y R 2.2925 USD 04/29/2019 CI 0.02%
SWPTN LIABILITY 5WX5Y R 2.2975 USD 05/02/2019 GS 0.02%
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T-MOBILE USA INC. 04.0000 04/15/2022 0.02%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 0.02%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 0.02%
TIAAC 2003-1A E 144A 08.0000 12/28/2038 0.02%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.02%
TRANSDIGM INC 06.5000 05/15/2025 0.02%
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TTM TECHNOLOGIES INC CV 01.7500 12/15/2020 0.02%
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WIX LTD P/P 144A 00.0000 07/01/2023 0.02%
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-0.23 R ISWP SES3M P 11/13/2019 0.01%
-0.245 R ISWP SES3M P 11/10/2019 0.01%
-0.246 R ISWP SES3M P 11/10/2019 0.01%
0.09 R ISWP JPL6M P 12/19/2022 0.01%
0.135 R ISWP JPL6M P 01/15/2023 0.01%
0.148 R ISWP JPL6M P 02/16/2023 0.01%
2.02 R ISWP CDOR03 P 11/02/2022 0.01%
2.0525 R ISWP CDOR03 P 11/14/2022 0.01%
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2.806 R ISWP FWD US0003M P 03/05/2030 0.01%
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ADVANZ PHARMA CORP 0.01%
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CAS 2015-C02 1M2 06.4855 05/25/2025 0.01%
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CIT GROUP INC. 05.0000 08/15/2022 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.10 2059-11-17 500.0 11/17/2059 CS 0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 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 CS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML 0.01%
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COMMSCOPE FIN LLC P/P 144A 06.0000 03/01/2026 0.01%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.01%
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CPURNSA P 2.085 R 07/03/27 0.01%
DENBURY RESOURCES P/P 144A 07.5000 02/15/2024 0.01%
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EUR/USD 06/19/2019 CSI-FX 0.01%
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FNS 374 6 IO 05.5000 08/25/2036 0.01%
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0.45 R ISWP FWD SES3M P 06/19/2024 0.00%
1.035 R ISWP TELBOR03 P 03/19/2024 GS 0.00%
1.113 R ISWP FWD EUR006M P 03/26/2050 0.00%
1.80 R ISWP FWD NOKOIB6M P 06/19/2024 0.00%
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2.5725 R ISWP FWD US0003M P 02/02/2024 0.00%
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AUD/USD 04/17/2019 HSBCB 0.00%
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BSCMS 06-PW14 XW IO P/P 144A 00.2693 12/11/2038 0.00%
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CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 0.00%
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CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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%
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 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 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
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CSMC 2006-C5 AX IO 00.4552 12/15/2039 0.00%
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HKD/USD 05/15/2019 BCAP-FX 0.00%
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IOS.FN30.350.12 P USL1M R 01/12/43 JP 0.00%
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IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 CS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.00%
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IOS.FN30.400.10 P USL1M R 01/12/41 BC 0.00%
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IOS.FN30.400.10 P USL1M R 01/12/41 GS 0.00%
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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%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.00%
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IOS.FN30.500.10 P USL1M R 01/12/41 CS 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%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.GII30.500.10 P USL1M R 01/12/41 JP 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
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JPY/USD 05/15/2019 CSI-FX 0.00%
JPY/USD 05/15/2019 HSBCB 0.00%
JPY/USD 05/15/2019 RBSF 0.00%
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MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 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%
MEZZ 2007-C5 X IO P/P 144A 04.9727 12/15/2049 0.00%
MWO HOLDINGS LLC 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 06/19/2019 BCAP-FX 0.00%
NOK/USD 06/19/2019 CITI 0.00%
NOK/USD 06/19/2019 HSBCB 0.00%
NOK/USD 06/19/2019 JPMCB 0.00%
NOK/USD 06/19/2019 RBSF 0.00%
NOK/USD 06/19/2019 SSBT 0.00%
NZD/USD 04/17/2019 SSBT 0.00%
OPTN FN30 2.5 04/03/19 PUT 94.5625 JPMC 0.00%
OPTN FN30 3.5 04/03/19 PUT 100.0 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 100.06640625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 100.19140625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 100.31640625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 100.44140625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 99.56640625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 99.69140625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 99.81640625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 99.94140625 JPMC 0.00%
SEK/USD 06/19/2019 BANKAM 0.00%
SEK/USD 06/19/2019 BCAP-FX 0.00%
SEK/USD 06/19/2019 JPMCB 0.00%
SEK/USD 06/19/2019 SSBT 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 05.0000 03/24/2020 0.00%
SWPTN 13WX10Y P 0.8 EUR 05/07/2019 MS 0.00%
SWPTN 13WX10Y P 0.9 EUR 05/07/2019 MS 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 3MX10Y P 1.516 GBP 04/16/2019 JP 0.00%
SWPTN 3MX10Y P 1.52 GBP 04/16/2019 RB 0.00%
SWPTN 3MX10Y P 1.668 GBP 04/16/2019 RB 0.00%
SWPTN 3MX30Y P 1.628 GBP 04/16/2019 JP 0.00%
SWPTN 3MX5Y P 1.361 GBP 04/16/2019 JP 0.00%
SWPTN 5WX10Y P 0.6 EUR 04/23/2019 MS 0.00%
SWPTN 5WX10Y P 1.369 GBP 04/23/2019 MS 0.00%
SWPTN LIABILITY 5WX5Y P 2.2975 USD 05/02/2019 GS 0.00%
TERVITA CORP 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 0.00%
TXU TCEH RIGHTS 0.00%
UKRPI P 3.3875 R 03/15/28 0.00%
UKRPI P 3.4025 R 03/15/28 0.00%
US 10YR ULTRA FUT JUN19 UXYM9 0.00%
US 2YR NOTE (CBT) JUN19 TUM9 0.00%
US 5YR NOTE (CBT) JUN19 FVM9 0.00%
US ULTRA BOND CBT JUN19 WNM9 0.00%
USD/CNH CALL 7.00 20190404 GSFX 0.00%
USD/CNH CALL 7.20 20190404 GSFX 0.00%
WBCMT 2007-C34 IO IO 00.0909 05/15/2046 0.00%
0.29 R ISWP JPL6M P 12/19/2027 -0.01%
0.7495 R ISWP FWD JPL6M P 08/29/2043 -0.01%
1.2115 R ISWP FWD EUR006M P 03/12/2050 -0.01%
1.267 R ISWP FWD EUR006M P 03/11/2050 -0.01%
1.484 R ISWP FWD EUR006M P 11/29/2058 -0.01%
1.52 R ISWP FWD GBL6M P 04/16/2029 -0.01%
2.00 R ISWP FWD CDOR03 P 06/19/2024 -0.01%
2.25 R ISWP FWD AUDBB6M P 06/19/2029 -0.01%
2.33973 R ISWP US0003M P 03/29/2029 -0.01%
2.40 R ISWP FWD NFIX3MID P 06/19/2029 -0.01%
2.528 R ISWP FWD US0003M P 02/02/2024 -0.01%
2.647 R ISWP FWD US0003M P 03/16/2030 -0.01%
AUD/USD 04/17/2019 CSI-FX -0.01%
AUD/USD 04/17/2019 WPAC -0.01%
CAD/USD 04/17/2019 JPMCB -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.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%
CPURNSA R 2.05 P 12/06/22 -0.01%
CPURNSA R 2.068 P 12/21/22 -0.01%
GBP/USD 06/19/2019 HSBCB -0.01%
IOS.FN30.400.14 R USL1M P 01/12/45 CS -0.01%
IOS.FN30.400.14 R USL1M P 01/12/45 GS -0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -0.01%
NOK/USD 06/19/2019 BANKAM -0.01%
NOK/USD 06/19/2019 GSFX -0.01%
NZD/USD 04/17/2019 GSFX -0.01%
OPTN FN30 3.5 05/06/19 PUT 100.56640625 JPMC -0.01%
OPTN FN30 3.5 05/06/19 PUT 100.69140625 JPMC -0.01%
OPTN FN30 3.5 05/06/19 PUT 100.81640625 JPMC -0.01%
OPTN FN30 3.5 05/06/19 PUT 100.94140625 JPMC -0.01%
SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP -0.01%
UKRPI P 3.34 R 02/15/28 -0.01%
-0.046 R ISWP FWD CHL6M P 09/21/2021 -0.02%
0.106 R ISWP EUR006M P 03/21/2024 -0.02%
0.365 R ISWP JPL6M P 01/15/2028 -0.02%
0.366 R ISWP JPL6M P 02/16/2028 -0.02%
2.208 R ISWP CDOR03 P 03/19/2029 -0.02%
2.375 R ISWP FWD US0003M P 04/16/2029 -0.02%
2.6785 R ISWP US0003M P 02/13/2029 -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.6 2063-05-11 500.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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-.7 2047-01-17 300.0 01/17/2047 GS -0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.02%
GBP/USD 06/19/2019 JPMCB -0.02%
SWPTN 1MX5Y P 2.2925 USD 04/29/2019 CI -0.02%
SWPTN 1MX5Y R 2.2925 USD 04/29/2019 CI -0.02%
SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS -0.02%
SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS -0.02%
SWPTN 5WX5Y P 2.2975 USD 05/02/2019 GS -0.02%
SWPTN 5WX5Y R 2.20625 USD 04/29/2019 GS -0.02%
SWPTN 5WX5Y R 2.2975 USD 05/02/2019 GS -0.02%
SWPTN 6MX5Y P 0.215 EUR 08/07/2019 JP -0.02%
SWPTN LIABILITY 1MX5Y P 2.38875 USD 04/29/2019 CI -0.02%
SWPTN LIABILITY 5WX5Y P 2.3975 USD 05/02/2019 GS -0.02%
SWPTN LIABILITY 5YX20Y P 1.11125 JPY 08/24/2023 BC -0.02%
SWPTN LIABILITY 5YX20Y R 1.11125 JPY 08/24/2023 BC -0.02%
UKRPI P 3.34 R 03/15/28 -0.02%
-0.30 R ISWP FWD CHL6M P 06/19/2024 -0.03%
1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 -0.03%
2.20 R ISWP FWD US0003M P 04/10/2024 -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 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-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
SWPTN 5WX10Y R 2.421 USD 04/23/2019 CI -0.03%
SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS -0.03%
SWPTN 7YX10Y P 3.01 USD 02/27/2026 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 1MX5Y R 2.19625 USD 04/29/2019 CI -0.03%
SWPTN LIABILITY 5WX5Y R 2.1975 USD 05/02/2019 GS -0.03%
0.66875 R ISWP SES3M P 01/30/2023 -0.04%
0.9987 R ISWP EUR006M P 01/30/2028 -0.04%
1.104 R ISWP FWD EUR006M P 03/21/2029 -0.04%
2.55 R ISWP FWD US0003M P 06/19/2029 -0.04%
CAD/USD 04/17/2019 SSBT -0.04%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.04%
CPTFEMU R 1.42 P 08/15/27 -0.04%
OPTN FN30 3.0 05/06/19 PUT 99.625 JPMC -0.04%
SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS -0.04%
SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS -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 7YX25Y P 2.689 USD 11/12/2024 CI -0.04%
SWPTN LIABILITY 7YX25Y P 2.902 USD 11/08/2024 JP -0.04%
SWPTN LIABILITY 7YX25Y R 2.505 USD 11/13/2024 MS -0.04%
SWPTN LIABILITY 7YX25Y R 2.689 USD 11/12/2024 CI -0.04%
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 GS -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.05%
CPTFEMU R 1.4475 P 09/15/27 -0.05%
OPTN FN30 3.5 04/03/19 CALL 100.0 JPMC -0.05%
SWPTN LIABILITY 12YX10Y P 2.5 USD 11/09/2029 JP -0.05%
SWPTN LIABILITY 12YX10Y R 3.005 USD 11/16/2029 GS -0.05%
SWPTN LIABILITY 5YX30Y P 3.27 USD 10/17/2023 MS -0.05%
SWPTN LIABILITY 5YX30Y R 3.27 USD 10/17/2023 MS -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%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.06%
CPTFEMU R 1.4275 P 08/15/27 -0.06%
SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS -0.06%
SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS -0.06%
SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS -0.06%
SWPTN 5YX30Y P 3.215 USD 11/27/2023 GS -0.06%
SWPTN LIABILITY 10YX20Y P 1.921 EUR 10/18/2028 JP -0.06%
SWPTN LIABILITY 10YX20Y R 1.921 EUR 10/18/2028 JP -0.06%
0.21 R ISWP EURIBOR6MD P 05/04/2022 -0.07%
2.40 R ISWP FWD US0003M P 06/19/2024 -0.07%
2.77 R ISWP US0003M P 01/22/2021 -0.07%
CPTFEMU R 1.4375 P 09/15/23 -0.07%
CPTFEMU R 1.4413 P 09/15/23 -0.07%
CPTFEMU R 1.4425 P 09/15/23 -0.07%
CPTFEMU R 1.4438 P 09/15/23 -0.07%
SWPTN 1YX1Y R 2.58 USD 08/28/2019 MS -0.07%
SWPTN 3YX2Y P 2.56 USD 02/07/2022 JP -0.07%
SWPTN LIABILITY 6MX30Y P 1.28 EUR 08/07/2019 JP -0.07%
1.61375 R ISWP FWD EUR006M P 10/27/2027 -0.08%
1.815 R ISWP FWD EUR006M P 02/27/2028 -0.08%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.08%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.08%
SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS -0.08%
SWPTN 13WX10Y R 0.5 EUR 05/07/2019 MS -0.08%
SWPTN 3YX2Y P 2.486 USD 01/31/2022 JP -0.08%
SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP -0.08%
2.00 R ISWP FWD NFIX3MID P 06/19/2024 -0.09%
CPTFEMU R 1.4 P 07/15/27 -0.09%
SWPTN 1YX2Y R 0.115 EUR 08/28/2019 GS -0.09%
SWPTN LIABILITY 7YX5Y P 2.647 USD 06/03/2024 BA -0.09%
SWPTN LIABILITY 7YX5Y P 2.654 USD 06/03/2024 CI -0.09%
SWPTN LIABILITY 7YX5Y R 2.647 USD 06/03/2024 BA -0.09%
SWPTN LIABILITY 7YX5Y R 2.654 USD 06/03/2024 CI -0.09%
SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP -0.11%
SWPTN LIABILITY 10YX30Y P 1.72 EUR 11/27/2028 UB -0.11%
SWPTN LIABILITY 10YX30Y R 1.72 EUR 11/27/2028 UB -0.11%
SWPTN 1YX1Y R 2.8 USD 08/28/2019 MS -0.12%
SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP -0.12%
1.90 R ISWP FWD AUDBB6M P 06/19/2024 -0.13%
SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP -0.13%
SWPTN 3YX2Y R 2.486 USD 01/31/2022 JP -0.14%
SWPTN 5YX24Y R 3.0 USD 04/04/2024 MS -0.14%
SWPTN 5YX24Y R 3.0 USD 04/12/2024 MS -0.14%
SWPTN 3YX2Y R 2.56 USD 02/07/2022 JP -0.15%
SWPTN 6YX24Y R 3.0 USD 01/31/2025 MS -0.15%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.19%
SWPTN 5YX30Y R 3.215 USD 11/27/2023 GS -0.19%
SWPTN LIABILITY 5YX30Y P 2.8325 USD 02/15/2022 JP -0.20%
SWPTN LIABILITY 5YX30Y R 2.8325 USD 02/15/2022 JP -0.20%
CDX CDX.NA.HY.32 500.0 06/20/2024 -0.26%
3.065 R ISWP FWD US0003M P 01/03/2029 -0.28%
SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP -0.34%
2.55 R ISWP FWD US0003M P 06/19/2021 -0.38%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.49%
2.50 R ISWP FWD US0003M P 06/19/2024 -0.56%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -1.08%
FNMA FN30 TBA 04.5000 04/01/2049 -1.26%
FNMA FN30 TBA 03.0000 04/01/2049 -6.83%

Prior top 10 holdings

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
Top 10 holdings as of 03/31/19
Fnma Fn30 Tba 03.5000 04/01/2049
Fnma Fn30 Tba 04.0000 04/01/2049
Gnma Gii30 Tba 04.5000 04/01/2049
Hellenic Republic Regs 03.0000 02/24/2024
Gnma Gii30 Tba 04.0000 04/01/2049
Fnma Fn30 Tba 05.5000 04/01/2049
Hellenic Republic Regs 03.0000 02/24/2023
Cwalt 2006-Oa10 4a1 02.6755 08/25/2046
Federative Rep Of Brazil Usd 04.6250 01/13/2028
Provincia De Buenos P/P 144a 09.1250 03/16/2024
Holdings represent 40.35% of portfolio
Top 10 holdings as of 02/28/19
Fnma Fn30 Tba 03.5000 03/01/2049
Fnma Fn30 Tba 04.0000 03/01/2049
Gnma Gii30 Tba 04.5000 03/01/2049
Hellenic Republic Regs 03.0000 02/24/2024
Gnma Gii30 Tba 04.0000 03/01/2049
Fnma Fn30 Tba 05.5000 03/01/2049
Hellenic Republic Regs 03.0000 02/24/2023
Cwalt 2006-Oa10 4a1 02.6799 08/25/2046
Provincia De Buenos P/P 144a 09.1250 03/16/2024
Federative Rep Of Brazil Usd 04.6250 01/13/2028
Holdings represent 39.87% of portfolio
Top 10 holdings as of 01/31/19
Fnma Fn30 Tba 04.0000 02/01/2049
Fnma Fn30 Tba 03.5000 02/01/2049
Fnma Fn30 Tba 03.5000 03/01/2049
Gnma Gii30 Tba 04.5000 02/01/2049
Hellenic Republic Regs 03.0000 02/24/2024
Gnma Gii30 Tba 04.0000 02/01/2049
Fnma Fn30 Tba 05.5000 02/01/2049
Hellenic Republic Regs 03.0000 02/24/2023
Cwalt 2006-Oa10 4a1 02.7000 08/25/2046
Provincia De Buenos P/P 144a 09.1250 03/16/2024
Holdings represent 39.10% of portfolio

Sector weightings as of 04/30/19

  Cash investments Non-cash investments Total portfolio
  Weight Spread duration Weight Spread duration Weight Spread duration
Agency pass-through 0.05% 0.00 34.71% 1.71 34.76% 1.71
Commercial MBS 8.81% 0.30 18.46% 0.47 27.27% 0.77
Agency CMO 22.32% 0.83 0.46% 0.02 22.78% 0.85
High-yield corporate bonds 18.79% 0.57 -4.15% -0.19 14.64% 0.38
Residential MBS (non-agency) 13.63% 0.66 0.00% 0.00 13.63% 0.66
Emerging-market bonds 12.88% 0.56 0.00% 0.00 12.88% 0.56
Convertible securities 3.94% 0.07 0.00% 0.00 3.94% 0.07
International Treasury/agency 3.55% 0.16 0.00% -0.11 3.55% 0.05
Investment-grade corporate bonds 2.31% 0.10 0.00% 0.00 2.31% 0.10
Bank loans 1.68% 0.07 0.00% 0.00 1.68% 0.07
Asset-backed securities (ABS) 0.50% 0.01 0.00% 0.00 0.50% 0.01
Equity investments 0.07% 0.00 0.00% 0.00 0.07% 0.00
Interest rate swaps 0.00% 0.00 0.00% -0.27 0.00% -0.27
U.S. Treasury/agency 0.00% 0.00 0.00% 0.17 0.00% 0.17
Net cash 11.47% 0.00 0.00% 0.00 11.47% 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. -13.57%
1 - 5 yrs. 39.18%
5 - 10 yrs. 72.65%
10 - 15 yrs. 1.42%
Over 15 yrs. 0.32%

Quality rating

AAA 56.66%
AA 2.37%
A 0.81%
BBB 9.85%
BB 25.82%
B 13.60%
CCC and Below 5.96%
Not Rated -15.07%

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 04/30/19

United States 80.49%
Greece 3.42%
Argentina 2.69%
Brazil 2.68%
Mexico 2.25%
Indonesia 1.72%
Canada 0.93%
Russia 0.75%
Dominican Republic 0.67%
 
Other
4.40%
Ivory Coast 0.66%
Bermuda 0.58%
United Kingdom 0.53%
Egypt 0.48%
Venezuela 0.39%
Luxembourg 0.38%
Germany 0.29%
France 0.27%
Israel 0.21%
Ireland 0.20%
Senegal 0.17%
South Africa 0.14%
Sweden 0.13%
El Salvador 0.12%
Switzerland 0.10%
Cayman Islands 0.09%
Italy 0.08%
Jamaica 0.07%
Spain 0.05%
Czech Republic -0.01%
New Zealand -0.01%
Norway -0.04%
Japan -0.06%
European Community -0.16%
Australia -0.26%

†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.