Master Intermediate Income Trust  (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.

Objective

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

Daily pricing as of 12/14/17

Ticker NYSE: PIM
Net asset value $5.03
Net asset value change 0.00
Market price $4.66
Market price change -0.02
Discount/Premium -7.35%
Dividend rate at net asset value 6.20%
Dividend rate at market price 6.70%

Fund facts as of 11/30/17

Inception date
04/29/88
Total net assets
$268.97M
Dividend frequency
Monthly
Number of holdings
1485
Product status
Trades on secondary market
Common share CUSIP
746909100
Ticker
NYSE: PIM
Fiscal year-end
September
Category
Closed End
Turnover (fiscal year end)
976%
Number of common share accounts
2338
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)

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Performance

  • Performance as of 09/30/17

  • Annual performance as of 09/30/17

Last month Last quarter Year to date 1 yr. 3 yrs. 5 yrs. 10 yrs.
Net asset value 1.33% 1.77% 5.62% 10.17% 2.34% 4.54% 4.69%
Market price 0.75% 2.73% 7.73% 14.32% 4.73% 4.74% 5.51%
Comparative index: Bloomberg Barclays Govt/Credit Bond Index†
Net asset value -0.57% 0.81% 3.49% -0.01% 2.83% 2.10% 4.34%

* Data is historical. Past performance is not a guarantee of future results. More recent returns may be less or more than those shown. Investment return, net asset value, and market price 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 snapshot

  Net asset value Market price
1 mt. 0.12% -0.08%
as of 11/30/17
YTD 6.71% -
as of 12/14/17

Lipper rankings as of 10/31/17

General Bond Funds Percentile ranking Rank/Funds in category
1 yr. 56% 19/33
3 yrs. 90% 27/29
5 yrs. 84% 20/23
10 yrs. 90% 17/18

Morningstar ratings as of 10/31/17

Multisector Bond-Clsd End Rating Funds in category
Overall (20)
3 yrs. (20)
5 yrs. (18)
10 yrs. (15)

Distribution history (past 12 mts.)

Ex-distribution date Distribution amount
per common share
11/24/17 $00.026
10/24/17 $00.026
09/22/17 $00.026
08/24/17 $00.026
07/24/17 $00.026
06/23/17 $00.026
05/24/17 $00.026
04/24/17 $00.026
03/24/17 $00.026
02/23/17 $00.026
01/24/17 $00.026
12/23/16 $00.026

The dividend information above, which includes both regular and special distributions, does not address the accounting or tax characteristics of any distribution, and should not be used for tax reporting purposes. Distributions may include investment income, capital gains or returns of capital. For tax-exempt funds, some distributions may have been taxable.

Risk characteristics 

Average effective maturity 6.03
Average stated maturity N/A
Average effective duration
without leverage
-2.77
Average effective duration
with leverage
-2.77
Average yield to maturity 5.94
Average price 89.43
Average coupon 6.00

* Data is historical. Past performance is not a guarantee of future results. More recent returns may be less or more than those shown. Investment return, net asset value, and market price 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.

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 10/31/17

Fnma Fn30 Tba 03.5000 12/01/2047 16.74%
Gnma Gii30 Tba 04.5000 11/01/2047 3.14%
Gnma Gii30 Tba 04.0000 11/01/2047 3.11%
Fnma Fn30 Tba 04.0000 11/01/2047 1.56%
Hellenic Republic Regs 03.0000 02/24/2024 1.52%
Petrobras Global Finance Usd 07.3750 01/17/2027 1.39%
Fnma Fn30 Tba 05.5000 11/01/2047 1.23%
Cwalt 2006-Oa10 4a1 01.4279 08/25/2046 1.10%
Ojsc Russ Agric Rshb P/P 144a 07.7500 05/29/2018 1.08%
Hellenic Republic Regs 03.0000 02/24/2023 1.01%
Top 10 holdings, percent of portfolio 31.88%

Full portfolio holdings as of 09/30/17

FNMA FN30 TBA 03.5000 11/01/2047 16.81%
GNMA GII30 TBA 04.0000 10/01/2047 2.34%
GNMA GII30 TBA 04.5000 10/01/2047 1.98%
FNMA FN30 TBA 04.0000 11/01/2047 1.95%
HELLENIC REPUBLIC REGS 03.0000 02/24/2024 1.52%
TRY/USD 12/20/2017 GSFX 1.44%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 1.37%
FNMA FN30 TBA 05.5000 10/01/2047 1.23%
NOK/USD 12/20/2017 SSBT 1.22%
CWALT 2006-OA10 4A1 01.4272 08/25/2046 1.13%
GBP/USD 12/20/2017 UBS 1.10%
OJSC RUSS AGRIC RSHB P/P 144A 07.7500 05/29/2018 1.08%
CAD/USD 10/18/2017 RBSF 1.07%
AUD/USD 10/18/2017 RBSF 1.02%
RUB/USD 12/20/2017 BANKAM 1.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 1.01%
EUR/USD 12/20/2017 BCAP-FX 1.00%
JPY/USD 11/15/2017 CSI-FX 1.00%
JPY/USD 11/15/2017 UBS 1.00%
RUB/USD 12/20/2017 CITI 1.00%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.98%
SEK/USD 12/20/2017 JPMCB 0.97%
NOK/USD 12/20/2017 UBS 0.94%
NOK/USD 12/20/2017 BANKAM 0.88%
TRY/USD 12/20/2017 RBSF 0.88%
GECMC 2005-C1 D 04.4123 06/10/2048 0.83%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.81%
SEK/USD 12/20/2017 GSFX 0.75%
CAS 2015-C04 1M2 06.9372 04/25/2028 0.73%
CAS 2016-C03 2M2 07.1372 10/25/2028 0.72%
CSMC 2010-18R 6A4 03.8809 09/28/2036 0.71%
WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 0.70%
NOK/USD 12/20/2017 CITI 0.69%
PETROLEOS MEXICANOS USD 08.0000 05/03/2019 0.64%
FED REPUBLIC OF BRAZIL USD 06.0000 04/07/2026 0.63%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.61%
AUD/USD 10/18/2017 BCAP-FX 0.59%
GNR 2016-H23 NI IO 02.3375 10/20/2066 0.59%
AUD/USD 10/18/2017 BANKAM 0.58%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.55%
NZD/USD 10/18/2017 SSBT 0.53%
EUR/USD 12/20/2017 JPMCB 0.51%
GBP/USD 12/20/2017 SSBT 0.51%
JPY/USD 11/15/2017 RBSF 0.51%
CAS 2016-C02 1B 13.4872 09/25/2028 0.50%
EUR/USD 12/20/2017 BANKAM 0.50%
EUR/USD 12/20/2017 HSBCB 0.50%
EUR/USD 12/20/2017 UBS 0.50%
JPY/USD 11/15/2017 HSBCB 0.50%
JPY/USD 11/15/2017 JPMCB 0.50%
JPY/USD 11/15/2017 WPAC 0.50%
RUSSIAN FEDERATION P/P 144A 12.7500 06/24/2028 0.50%
SEK/USD 12/20/2017 RBSF 0.50%
SEK/USD 12/20/2017 UBS 0.50%
AUD/USD 10/18/2017 JPMCB 0.49%
EUR/USD 12/20/2017 SSBT 0.49%
HUF/USD 12/20/2017 GSFX 0.49%
NOK/USD 12/20/2017 JPMCB 0.49%
SEK/USD 12/20/2017 CSI-FX 0.49%
BSCMS 2007-T26 AJ 05.5660 01/12/2045 0.48%
CAS 2016-C04 1B 11.4872 01/25/2029 0.47%
GNR 2017-H16 JI IO 02.2463 08/20/2067 0.47%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.46%
CAS 2015-C03 1M2 06.2372 07/25/2025 0.44%
CAS 2017-C03 1B1 06.0872 10/25/2029 0.44%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.43%
ZAR/USD 10/18/2017 GSFX 0.43%
MSBAM 2014-C17 D P/P 144A 04.8539 08/15/2047 0.42%
CMLTI 2007-AMC3 A2D 01.5872 03/25/2037 0.41%
FHR 4604 QI IO 03.5000 07/15/2046 0.40%
JPMBB 2014-C19 D P/P 144A 04.8204 04/15/2047 0.40%
STACR 2016-DNA1 B 11.2372 07/25/2028 0.40%
WAMU 2005-AR13 A1C3 01.7272 10/25/2045 0.40%
GBP/USD 12/20/2017 CITI 0.39%
JPMBB 2013-C14 F P/P 144A 03.5980 08/15/2046 0.39%
MSBAM 2014-C15 D P/P 144A 05.0556 04/15/2047 0.39%
SEK/USD 12/20/2017 CITI 0.39%
CAS 2016-C01 1B 12.9872 08/25/2028 0.38%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.38%
MXN/USD 10/18/2017 HSBCB 0.38%
SPRINT CORP 07.8750 09/15/2023 0.38%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2023 0.37%
PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 0.37%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.37%
SEK/USD 12/20/2017 SSBT 0.37%
CSAIL 2015-C1 D P/P 144A 03.9453 04/15/2050 0.36%
AUD/USD 10/18/2017 CSI-FX 0.35%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.35%
GNR 2016-H10 AI IO 01.7184 04/20/2066 0.35%
BCAP 2011-RR3 3A6 03.1939 11/27/2036 0.34%
CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 0.34%
CWALT 2005-38 A3 01.5872 09/25/2035 0.34%
BRL/USD 01/03/2018 CITI 0.33%
JPMBB 2014-C18 D P/P 144A 04.9740 02/15/2047 0.33%
GNR 2017-93 TI IO 04.0000 03/20/2044 0.32%
GNR 2017-H16 IG IO 01.6646 07/20/2067 0.32%
MSBAM 2013-C10 E P/P 144A 04.2186 07/15/2046 0.32%
NZD/USD 10/18/2017 JPMCB 0.32%
VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 0.32%
CWCI 2007-C3 AJ 06.0488 05/15/2046 0.31%
GNR 2015-186 AI IO 04.0000 12/20/2045 0.31%
GNR 2017-H08 NI IO 02.2185 03/20/2067 0.31%
EUR/USD 12/20/2017 CSI-FX 0.30%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.30%
STACR 2015-DNA3 B 10.5872 04/25/2028 0.30%
DOMINICAN REPUBLIC P/P 144A 05.5000 01/27/2025 0.29%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.29%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 0.29%
CAS 2015-C03 2M2 06.2372 07/25/2025 0.28%
CAS 2016-C03 1B 12.9872 10/25/2028 0.28%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.28%
AES CORP/VA 05.5000 04/15/2025 0.27%
GAZPROM (GAZ CAP SA) P/P 144A 09.2500 04/23/2019 0.27%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.27%
GNR 2014-44 IA IO 03.5000 05/20/2028 0.26%
GNR 2016-104 GI IO 04.5000 01/20/2046 0.26%
GNR 2016-42 IO IO 05.0000 02/20/2046 0.26%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.26%
WBCMT 2006-C26 AJ 06.2304 06/15/2045 0.26%
WFRBS 2014-C19 E P/P 144A 05.1370 03/15/2047 0.26%
GNR 2016-H09 BI IO 02.0408 04/20/2066 0.25%
GNR 2017-H06 BI IO 02.3126 02/20/2067 0.25%
GNR 2017-H09 IO IO 01.7779 04/20/2067 0.25%
GNR 2017-H16 IH IO 01.6951 07/20/2067 0.25%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.25%
PETROBRAS GLOBAL FIN P/P 144A 05.2990 01/27/2025 0.25%
WAMU 2005-AR10 1A3 03.2781 09/25/2035 0.25%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 0.24%
FNR 2010-99 NI IO 06.0000 09/25/2040 0.24%
STACR 2015-DNA2 B 08.7872 12/25/2027 0.24%
CAESARS ENT OPER TLB6B L+775 11.7500 03/01/2018 0.23%
FHR 4425 IO IO 04.0000 01/15/2045 0.23%
FHR 4580 ID IO 03.5000 08/15/2045 0.23%
GNR 2010-35 DI IO 04.5000 03/20/2040 0.23%
GNR 2016-H06 DI IO 01.9285 07/20/2065 0.23%
SFR GROUP SA P/P 144A 06.0000 05/15/2022 0.23%
STACR 2013-DN2 M2 05.4872 11/25/2023 0.23%
CWALT 2006-OA7 1A2 01.8291 06/25/2046 0.22%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.22%
FHR 4077 IK IO 05.0000 07/15/2042 0.22%
GNR 2014-100 NI IO 04.0000 06/20/2043 0.22%
GNR 2015-H20 CI IO 02.2103 08/20/2065 0.22%
GNR 2016-H16 EI IO 02.2370 06/20/2066 0.22%
GNR 2017-H12 QI IO 02.0562 05/20/2067 0.22%
MSBAM 2013-C10 D P/P 144A 04.2186 07/15/2046 0.22%
MSC 2008-T29 D P/P 144A 06.4980 01/11/2043 0.22%
STACR 2015-DN1 B 12.7372 01/25/2025 0.22%
ARAB REP OF EGYPT P/P 144A 06.1250 01/31/2022 0.21%
CAS 2016-C04 1M2 05.4872 01/25/2029 0.21%
CWALT 2007-OA8 2A1 01.4172 06/25/2047 0.21%
GNR 2016-H02 HI IO 01.7176 01/20/2066 0.21%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.21%
STACR 2016-HQA2 M3 06.3872 11/25/2028 0.21%
SWPTN LIABILITY 2YX20Y R 1.733 EUR 09/30/2019 JP 0.21%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.20%
BSCMS 2005-PWR7 B 05.2140 02/11/2041 0.20%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.20%
FNR 2011-101 SA IO 04.6628 10/25/2041 0.20%
FNR 2016-97 KI IO 03.0000 06/25/2040 0.20%
GBP/USD 12/20/2017 BCAP-FX 0.20%
GNR 2014-119 SA IO 04.3639 08/20/2044 0.20%
GNR 2015-40 IO IO 04.0000 03/20/2045 0.20%
GNR 2015-52 KI IO 03.5000 11/20/2040 0.20%
GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 0.20%
GSMS 2013-GC16 E P/P 144A 05.5047 11/10/2046 0.20%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.20%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.20%
SERVICE CORP INTL 05.3750 05/15/2024 0.20%
T-MOBILE USA INC 06.6250 04/01/2023 0.20%
CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 0.19%
GNR 2012-38 MI IO 04.0000 03/20/2042 0.19%
GNR 2015-187 JI IO 04.0000 03/20/2045 0.19%
GNR 2015-53 MI IO 04.0000 04/16/2045 0.19%
GNR 2015-64 YI IO 04.0000 11/20/2044 0.19%
GNR 2017-H11 DI IO 01.8597 05/20/2067 0.19%
ALTA MESA HLDGS P/P 144A 07.8750 12/15/2024 0.18%
BSCMS 2006-PW11 B P/P 144A 05.2857 03/11/2039 0.18%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.18%
CWALT 2005-59 1A1 01.5661 11/20/2035 0.18%
FHR 4165 TI IO 03.0000 12/15/2042 0.18%
FHR 4452 QI IO 04.0000 11/15/2044 0.18%
GNR 2012-140 IC IO 03.5000 11/20/2042 0.18%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.18%
GNR 2014-H21 BI IO 01.5430 10/20/2064 0.18%
GNR 2015-62 IL IO 03.5000 02/16/2042 0.18%
GNR 2016-H03 DI IO 02.0241 12/20/2065 0.18%
GNR 2016-H06 CI IO 01.5931 02/20/2066 0.18%
GNR 2017-H16 FI IO 02.2899 08/20/2067 0.18%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.18%
JPMBB 2014-C25 D P/P 144A 04.0945 11/15/2047 0.18%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 0.18%
NOK/USD 12/20/2017 RBSF 0.18%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.18%
FED REPUBLIC OF BRAZIL USD 04.8750 01/22/2021 0.17%
FHR 4501 BI IO 03.5000 10/15/2043 0.17%
FNR 2016-102 JI IO 03.5000 02/25/2046 0.17%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.17%
GNR 2013-22 IE IO 05.0000 02/20/2043 0.17%
GNR 2015-H24 AI IO 02.1060 09/20/2065 0.17%
GNR 2016-H03 AI IO 01.9275 01/20/2066 0.17%
GNR 2016-H18 QI IO 02.3763 06/20/2066 0.17%
GSMS 2013-GC10 E P/P 144A 04.4100 02/10/2046 0.17%
JPMBB 2013-C14 D P/P 144A 04.7211 08/15/2046 0.17%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 0.17%
PROVINCIA DE BUENOS P/P 144A 25.0800 05/31/2022 0.17%
STACR 2015-HQA2 B 11.7372 05/25/2028 0.17%
WPX ENERGY INC 06.0000 01/15/2022 0.17%
AVAYA INC P/P 144A 07.0000 04/01/2019 0.16%
BSCMS 2005-PWR7 D 05.3040 02/11/2041 0.16%
CASELLA WASTE TLB L+275 03.9844 10/17/2023 0.16%
CWALT 2006-OA7 1A1 02.3831 06/25/2046 0.16%
FHR 3852 SC IO 05.4156 04/15/2040 0.16%
FHR 4546 TI IO 04.0000 12/15/2045 0.16%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.16%
GNR 2012-136 BI IO 03.5000 11/20/2042 0.16%
GNR 2014-100 LI IO 04.5000 10/16/2043 0.16%
GNR 2014-20 SQ IO 04.8639 07/20/2043 0.16%
GNR 2015-H23 BI IO 01.7262 09/20/2065 0.16%
GNR 2017-H02 BI IO 02.3362 01/20/2067 0.16%
JPMCC 2007-CB20 C P/P 144A 06.5559 02/12/2051 0.16%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.16%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.16%
UNITYMEDIA HESSEN / NRW REGS 06.2500 01/15/2029 0.16%
WFRBS 2012-C6 E P/P 144A 05.0000 04/15/2045 0.16%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.15%
CAS 2013-C01 M2 06.4872 10/25/2023 0.15%
CFCRE 2011-C2 E P/P 144A 05.9453 12/15/2047 0.15%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.15%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.15%
CWALT 2005-38 A1 02.3891 09/25/2035 0.15%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.15%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.15%
GNR 2013-22 OI IO 05.0000 01/20/2043 0.15%
GNR 2015-95 PI IO 03.5000 07/20/2045 0.15%
GNR 2015-H20 AI IO 01.8243 08/20/2065 0.15%
GNR 2016-H14 IO IO 01.6697 06/20/2066 0.15%
GNR 2016-H17 KI IO 02.2812 07/20/2066 0.15%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.15%
JPMCC 2011-C3 F P/P 144A 05.8018 02/15/2046 0.15%
LNSTR 2015-3 C P/P 144A 03.3278 04/20/2048 0.15%
MSC 2004-RR F7 P/P 144A 06.0000 04/28/2039 0.15%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.15%
UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 0.15%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.15%
ADS INC P/P 144A 05.6250 11/15/2024 0.14%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.14%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.14%
COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 0.14%
COMM 2014-CR18 E P/P 144A 03.6000 07/15/2047 0.14%
FNR 2012-30 HI IO 04.5000 12/25/2040 0.14%
GNR 2015-H25 EI IO 01.8459 10/20/2065 0.14%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.14%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.14%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 0.14%
SAMI 2006-AR7 A1BG 01.3572 08/25/2036 0.14%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.14%
T-MOBILE USA INC 06.3750 03/01/2025 0.14%
TELENET FINANCE V P/P 144A 06.7500 08/15/2024 0.14%
WFRBS 2013-C12 E P/P 144A 03.5000 03/15/2048 0.14%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.13%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.13%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.13%
FNR 2015-88 QI IO 04.0000 10/25/2044 0.13%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.13%
GNR 2013-151 IB IO 04.5000 02/20/2040 0.13%
GNR 2013-34 IH IO 04.5000 03/20/2043 0.13%
GNR 2015-64 PI IO 03.5000 05/20/2045 0.13%
GNR 2015-H10 BI IO 02.1155 04/20/2065 0.13%
GNR 2015-H15 BI IO 02.2529 06/20/2065 0.13%
GNR 2016-48 MI IO 03.5000 04/16/2046 0.13%
GSAA 2006-8 2A2 01.4172 05/25/2036 0.13%
GSMS 2014-GC18 D P/P 144A 05.1091 01/10/2047 0.13%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.13%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.13%
MSBAM 2013-C11 F P/P 144A 04.5150 08/15/2046 0.13%
MSBAM 2015-C24 D P/P 144A 03.2570 05/15/2048 0.13%
MSC 2008-T29 F P/P 144A 06.4980 01/11/2043 0.13%
SBERBANK (SB CAP SA) P/P 144A 06.1250 02/07/2022 0.13%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.13%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.13%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.13%
SWPTN 7WX10Y P 2.09 USD 10/27/2017 CS 0.13%
SWPTN LIABILITY 2YX30Y P 2.79 USD 02/15/2019 JP 0.13%
SWPTN LIABILITY 2YX30Y R 2.79 USD 02/15/2019 JP 0.13%
TAYLOR MORRISON COMM P/P 144A 05.2500 04/15/2021 0.13%
TURKEY GOVERNMENT BOND TRY 11.0000 03/02/2022 0.13%
WAMU 2005-AR19 A1C4 01.6372 12/25/2045 0.13%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 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%
BMIR 2015-1A M2 05.5372 07/25/2025 0.12%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.12%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.12%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.12%
COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 0.12%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.12%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.12%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.12%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 0.12%
FHR 4510 HI IO 03.0000 03/15/2040 0.12%
FNR 2017-15 LI IO 04.0000 06/25/2046 0.12%
FNR 2017-7 JI IO 04.0000 02/25/2047 0.12%
GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 0.12%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.12%
GNR 2012-47 CI IO 04.0000 03/20/2042 0.12%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.12%
GNR 2013-H08 CI IO 01.6763 02/20/2063 0.12%
GNR 2015-187 KI IO 05.0000 06/20/2043 0.12%
GNR 2016-37 IW IO 04.5000 02/20/2046 0.12%
GNR 2016-H24 CI IO 01.6954 10/20/2066 0.12%
GNR 2017-11 PI IO 04.0000 12/20/2046 0.12%
GNR 2017-42 IC IO 04.5000 08/20/2041 0.12%
HCA INC 06.5000 02/15/2020 0.12%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.12%
JPMCC 2012-C6 E P/P 144A 05.3074 05/15/2045 0.12%
SPRINT CORP 07.2500 09/15/2021 0.12%
SWPTN LIABILITY 2YX28Y P 2.7175 USD 01/24/2019 BA 0.12%
SWPTN LIABILITY 2YX28Y R 2.7175 USD 01/24/2019 BA 0.12%
TRIONISTA TOPCO GMBH P/P 144A 06.8750 04/30/2021 0.12%
2.25 R ISWP FWD US0003M P 12/20/2027 0.11%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.11%
BALTA 2004-3 B 04.1622 04/25/2034 0.11%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.11%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.11%
CGCMT 2013-GC11 E P/P 144A 04.6020 04/10/2046 0.11%
CHESAPEAKE ENERGY 1.5L L+750 08.5000 08/23/2021 0.11%
COMM 2012-CR3 E P/P 144A 04.9194 10/15/2045 0.11%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.11%
FHR 4062 DI IO 04.0000 09/15/2039 0.11%
FHR 4193 PI IO 04.0000 03/15/2043 0.11%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.11%
GNR 2016-29 IO IO 04.0000 02/16/2046 0.11%
GNR 2017-H19 MI IO 02.0069 04/20/2067 0.11%
JPMBB 2014-C18 E P/P 144A 04.4740 02/15/2047 0.11%
JPMCC 2007-CB20 B P/P 144A 06.5559 02/12/2051 0.11%
JPMCC 2013-C13 E P/P 144A 03.9860 01/15/2046 0.11%
MLMT 2008-C1 D P/P 144A 06.6650 02/12/2051 0.11%
STACR 2016-DNA2 B 11.7372 10/25/2028 0.11%
SWPTN 2MX10Y P 2.18 USD 10/27/2017 CS 0.11%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.11%
WEST CORP P/P 144A 05.3750 07/15/2022 0.11%
ALLEGHENY TECHNOLOGIES INC 09.3750 06/01/2019 0.10%
AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 0.10%
BELDEN INC P/P 144A 05.2500 07/15/2024 0.10%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.10%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.10%
CAS 2015-C01 2M2 05.7872 02/25/2025 0.10%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.10%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.10%
COVERIS HOLDINGS SA P/P 144A 07.8750 11/01/2019 0.10%
DYNEGY INC 07.3750 11/01/2022 0.10%
FHR 4678 MS IO 05.1072 04/15/2047 0.10%
FNR 2012-36 SN IO 05.2128 04/25/2042 0.10%
GNR 2012-113 ID IO 03.5000 09/20/2042 0.10%
GNR 2014-147 IJ IO 04.5000 02/20/2044 0.10%
GNR 2014-76 IO IO 05.0000 05/20/2044 0.10%
GNR 2015-124 DI IO 03.5000 01/20/2038 0.10%
GNR 2015-167 BI IO 04.5000 04/16/2045 0.10%
GNR 2017-38 DI IO 05.0000 03/16/2047 0.10%
GREAT LAKES D&D 08.0000 05/15/2022 0.10%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.10%
MASTEC INC 04.8750 03/15/2023 0.10%
MTW FOODSERVICE ESCR 09.5000 02/15/2024 0.10%
OPTN FN30 3.0 11/06/17 CALL 100.23828125 JPMC 0.10%
OSHKOSH CORP 05.3750 03/01/2022 0.10%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.10%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.10%
SCIENTIFIC GAMES INT P/P 144A 07.0000 01/01/2022 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 2YX30Y R 1.758 EUR 09/30/2019 JP 0.10%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.10%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.09%
BROOKFIELD RESID P/P 144A 06.5000 12/15/2020 0.09%
BUILDERS FIRSTSOURCE P/P 144A 10.7500 08/15/2023 0.09%
CALPINE CORP 05.7500 01/15/2025 0.09%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.09%
CLEAR CHANNEL TLD L+675 08.0828 01/30/2019 0.09%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.09%
COMMERZBANK AG P/P 144A 08.1250 09/19/2023 0.09%
CONSTELLIUM NV P/P 144A 05.7500 05/15/2024 0.09%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.09%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.09%
FHR 4122 TI IO 04.5000 10/15/2042 0.09%
FIRST QUANTUM MINERA P/P 144A 07.2500 05/15/2022 0.09%
FNR 2011-59 BI IO 06.0000 08/25/2040 0.09%
FNR 2013-41 IP IO 04.0000 05/25/2043 0.09%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.09%
GNR 2013-54 JI IO 03.5000 02/20/2043 0.09%
GNR 2015-H08 CI IO 01.7883 03/20/2065 0.09%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.09%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.09%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.09%
INFOR US INC 06.5000 05/15/2022 0.09%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.09%
MASONITE INTL C P/P 144A 05.6250 03/15/2023 0.09%
MERCER INTL INC USD 07.7500 12/01/2022 0.09%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.09%
NAVISTAR INTERNATIONAL CORP 08.2500 11/01/2021 0.09%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.09%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.09%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 0.09%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.09%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.09%
STEARNS HOLDINGS LLC P/P 144A 09.3750 08/15/2020 0.09%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.09%
SWPTN 3MX2Y P 0.597 GBP 11/21/2017 GS 0.09%
SWPTN LIABILITY 2YX10Y P 2.413 USD 06/03/2019 BA 0.09%
SWPTN LIABILITY 2YX10Y P 2.42 USD 06/03/2019 CI 0.09%
SWPTN LIABILITY 2YX10Y R 2.413 USD 06/03/2019 BA 0.09%
SWPTN LIABILITY 2YX10Y R 2.42 USD 06/03/2019 CI 0.09%
TECHEM ENERGY MET P/P 144A 07.8750 10/01/2020 0.09%
TENET HEALTHCARE 06.0000 10/01/2020 0.09%
TENNECO INC 05.3750 12/15/2024 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%
ZF NA CAPITAL P/P 144A 04.7500 04/29/2025 0.09%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.08%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.08%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 0.08%
ALTICE FINANCING SA P/P 144A 07.5000 05/15/2026 0.08%
ASHTEAD CAPITAL INC P/P 144A 04.1250 08/15/2025 0.08%
BARCLAYS PLC USD 04.8360 05/09/2028 0.08%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.08%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.08%
BRAND ENERGY TL L+425 05.5219 06/21/2024 0.08%
CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 0.08%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.08%
CHEMOURS CO 06.6250 05/15/2023 0.08%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.08%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.08%
CWALT 2006-OA10 1A1 01.8491 08/25/2046 0.08%
CWALT 2006-OA10 3A1 01.4272 08/25/2046 0.08%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.08%
ENDEAVOR ENERGY P/P 144A 08.1250 09/15/2023 0.08%
EUR/USD 12/20/2017 GSFX 0.08%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.08%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.08%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.08%
FRAC TECH INTL TLB L+475 05.9850 04/16/2021 0.08%
GNR 2009-121 BI IO 04.5000 12/16/2039 0.08%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.08%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.08%
GNR 2014-122 IC IO 05.0000 08/20/2044 0.08%
GNR 2015-96 NI IO 03.5000 01/20/2039 0.08%
GNR 2015-H26 CI IO 00.5342 08/20/2065 0.08%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.08%
HUB INTL LTD P/P 144A 07.8750 10/01/2021 0.08%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.08%
INTESA SANPAOLO SPA P/P 144A 05.0170 06/26/2024 0.08%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.08%
NATIONSTAR MORT/ 06.5000 07/01/2021 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%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.08%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.08%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.08%
SCHAEFFLER VERWA P/P 144A 04.7500 09/15/2026 0.08%
SFR GROUP SA P/P 144A 06.2500 05/15/2024 0.08%
SFR GROUP SA P/P 144A 07.3750 05/01/2026 0.08%
SOUTHERN STAR CENT P/P 144A 05.1250 07/15/2022 0.08%
SWPTN 2YX30Y P 2.518 USD 05/17/2019 CI 0.08%
SWPTN 5WX10Y P 2.176 USD 10/16/2017 JP 0.08%
SWPTN 7YX5Y P 2.647 USD 06/03/2024 BA 0.08%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI 0.08%
UNIVISION COMM P/P 144A 05.1250 05/15/2023 0.08%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.08%
WFCM 2012-LC5 E P/P 144A 04.7802 10/15/2045 0.08%
WINDSTREAM SERVICES LLC 06.3750 08/01/2023 0.08%
-0.25 R ISWP FWD CHL6M P 12/20/2022 0.07%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.07%
ANTERO RESOURCES 05.3750 11/01/2021 0.07%
AVAYA TLB7 L+525 06.5639 05/29/2020 0.07%
CAS 2017-C05 1B1 04.8372 01/25/2030 0.07%
CENTENE CORP 06.1250 02/15/2024 0.07%
DOMINICAN REPUBLIC P/P 144A 05.9500 01/25/2027 0.07%
FHR 4183 MI IO 03.0000 02/15/2042 0.07%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.07%
FNR 2010-35 SG IO 05.1628 04/25/2040 0.07%
FNR 2013-60 IP IO 04.0000 10/25/2042 0.07%
GNR 2010-20 UI IO 05.0000 02/20/2040 0.07%
GNR 2012-146 IO IO 05.0000 12/20/2042 0.07%
GNR 2013-6 IC IO 05.0000 01/20/2043 0.07%
GNR 2016-168 AI IO 05.0000 07/20/2045 0.07%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.07%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.07%
JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 0.07%
LOUISIANA-PACIFIC CORP 04.8750 09/15/2024 0.07%
MERCER INTL INC USD 06.5000 02/01/2024 0.07%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.07%
MLMT 2008-C1 AJ 06.6650 02/12/2051 0.07%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.07%
NRG ENERGY INC 06.6250 01/15/2027 0.07%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.07%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.07%
PETROBRAS GLOBAL FINANCE USD 08.3750 05/23/2021 0.07%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.07%
PROVINCIA DE BUENOS P/P 144A 06.5000 02/15/2023 0.07%
PULTEGROUP INC 05.5000 03/01/2026 0.07%
REGAL ENTERTAINMENT GRP 05.7500 02/01/2025 0.07%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.07%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 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%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.07%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.07%
TRANSDIGM INC 06.5000 07/15/2024 0.07%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.07%
USG CORP P/P 144A 04.8750 06/01/2027 0.07%
VALEANT PHARMA P/P 144A 05.8750 05/15/2023 0.07%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.07%
WFCM 2013-LC12 D P/P 144A 04.4301 07/15/2046 0.07%
1.3975 R ISWP JPL6M P 02/19/2020 0.06%
AES CORP/VA 07.3750 07/01/2021 0.06%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.06%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.06%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.06%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.06%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.06%
CENTURYLINK INC 06.7500 12/01/2023 0.06%
CIT GROUP INC 05.0000 08/01/2023 0.06%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.06%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.06%
DYNEGY INC 07.6250 11/01/2024 0.06%
DYNEGY INC P/P 144A 08.1250 01/30/2026 0.06%
EMI MUSIC PUBLISHING P/P 144A 07.6250 06/15/2024 0.06%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.06%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.06%
FNR 2013-44 PI IO 04.0000 01/25/2043 0.06%
FNR 2013-53 JI IO 03.0000 12/25/2041 0.06%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.06%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.06%
GNR 2013-165 IL IO 04.0000 03/20/2043 0.06%
GNR 2014-4 IC IO 04.0000 01/20/2044 0.06%
GNR 2015-79 GI IO 05.0000 10/20/2039 0.06%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.06%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.06%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.06%
JPY/USD 11/15/2017 GSFX 0.06%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.06%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.06%
LAMAR MEDIA CORP 05.3750 01/15/2024 0.06%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.06%
LIONS GATE ENT P/P 144A 05.8750 11/01/2024 0.06%
MGM RESORTS INTL 06.6250 12/15/2021 0.06%
MHL 2005-3 M2 02.0322 08/25/2035 0.06%
MOOG INC P/P 144A 05.2500 12/01/2022 0.06%
NAVISTAR TLB L+400 05.2400 08/07/2020 0.06%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.06%
NORBORD INC P/P 144A 06.2500 04/15/2023 0.06%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.06%
REVLON CONS TLB L+350 04.7350 09/07/2023 0.06%
REYNOLDS GRP ISS/REY P/P 144A 07.0000 07/15/2024 0.06%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.06%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.06%
SEMGROUP CORP P/P 144A 06.3750 03/15/2025 0.06%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.06%
SM ENERGY CO 06.5000 11/15/2021 0.06%
SWPTN 1MX10Y P 2.23 USD 10/23/2017 JP 0.06%
SWPTN 1YX1Y P 1.919 USD 08/15/2018 JP 0.06%
SWPTN 1YX1Y P 1.9325 USD 08/16/2018 BA 0.06%
SWPTN 4YX1Y P 2.25 USD 08/16/2021 JP 0.06%
SWPTN 4YX1Y P 2.2625 USD 08/16/2021 BA 0.06%
T-MOBILE USA INC 06.0000 03/01/2023 0.06%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.06%
UKRAINE GOVERNMENT P/P 144A 07.7500 09/01/2027 0.06%
US CONCRETE INC 06.3750 06/01/2024 0.06%
VALEANT PHARMA P/P 144A 07.0000 03/15/2024 0.06%
VENATOR FIN SARL/VEN P/P 144A 05.7500 07/15/2025 0.06%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 0.06%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.06%
1.00 R ISWP FWD EUR006M P 12/20/2027 0.05%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.05%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.05%
A SCHULMAN INC 06.8750 06/01/2023 0.05%
AA BOND CO LTD REGS 05.5000 07/31/2022 0.05%
ACADEMY SPORTS TLB L+400 05.2737 07/02/2022 0.05%
AMAG PHARMA INC P/P 144A 07.8750 09/01/2023 0.05%
ARD FINANCE SA 06.6250 09/15/2023 0.05%
BIOSCRIP INC 08.8750 02/15/2021 0.05%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.05%
CAS 2015-C02 2M2 05.2372 05/25/2025 0.05%
CAS 2016-C05 2B 11.9872 01/25/2029 0.05%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.05%
CENTENE CORP 04.7500 05/15/2022 0.05%
CHENIERE CORP CHRIST P/P 144A 05.1250 06/30/2027 0.05%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.05%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.05%
CIRSA FUNDING LUXEMBOURG REGS 05.8750 05/15/2023 0.05%
CIT GROUP INC. 05.0000 08/15/2022 0.05%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.05%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.05%
CONSTELLIUM NV REGS 07.0000 01/15/2023 0.05%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.05%
CSTN MERGER SUB INC P/P 144A 06.7500 08/15/2024 0.05%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.05%
DISH DBS CORP 05.8750 11/15/2024 0.05%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 0.05%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.05%
FHR 4000 PI IO 04.5000 01/15/2042 0.05%
FHR 4105 HI IO 03.5000 07/15/2041 0.05%
FHS 304 C37 IO 03.5000 12/15/2027 0.05%
FIRST QUANTUM P/P 144A 07.0000 02/15/2021 0.05%
FNR 2006-62 PS 32.4767 07/25/2036 0.05%
FNR 2012-127 BI IO 04.5000 11/25/2042 0.05%
FNR 2012-145 TI IO 03.0000 11/25/2042 0.05%
FNR 2013-18 SB IO 04.9128 10/25/2041 0.05%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.05%
FRONTIER COMM 10.5000 09/15/2022 0.05%
GETTY IMAGES TLB L+350 04.7500 10/18/2019 0.05%
GLP CAP LP / FIN II 04.8750 11/01/2020 0.05%
GNR 2012-56 IB IO 04.0000 04/20/2042 0.05%
GNR 2013-28 IO IO 03.5000 02/20/2043 0.05%
HCA INC 05.2500 06/15/2026 0.05%
HIGH RIDGE BRANDS CO P/P 144A 08.8750 03/15/2025 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%
LAREDO PETROLEUM INC 05.6250 01/15/2022 0.05%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.05%
MATALAN FINANCE PLC REGS 06.8750 06/01/2019 0.05%
MICROCHIP TEC P/P 144A CV 01.6250 02/15/2027 0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.05%
NEIMAN MARCUS TL L+325 04.4878 10/25/2020 0.05%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.05%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.05%
NOVAFIVES REGS 04.5000 06/30/2021 0.05%
NRG ENERGY INC 07.2500 05/15/2026 0.05%
NRG ENERGY INC 07.8750 05/15/2021 0.05%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.05%
OPTN FN30 3.0 12/06/17 PUT 100.421875 JPMC 0.05%
OPTN FN30 3.0 12/06/17 PUT 100.515625 JPMC 0.05%
OWENS CORNING 04.2000 12/01/2024 0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.05%
PIZZAEXPRESS FINANCING 2 REGS 06.6250 08/01/2021 0.05%
REVLON CONSUMER PRODS 05.7500 02/15/2021 0.05%
REYNOLDS GROUP TL L+300 03.9850 02/05/2023 0.05%
SEVEN GENS ENER P/P 144A 08.2500 05/15/2020 0.05%
SHELF DRILL HOLD LTD P/P 144A 09.5000 11/02/2020 0.05%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.05%
SM ENERGY CO 06.1250 11/15/2022 0.05%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.05%
SWPTN 4YX1Y R 2.25 USD 08/16/2021 JP 0.05%
SWPTN 4YX1Y R 2.2625 USD 08/16/2021 BA 0.05%
SWPTN 5WX10Y P 2.25 USD 10/27/2017 GS 0.05%
SWPTN 5WX10Y R 2.214 USD 10/30/2017 BA 0.05%
SWPTN 5WX10Y R 2.22 USD 10/30/2017 GS 0.05%
SWPTN 7WX10Y P 2.34875 USD 10/27/2017 CS 0.05%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.05%
UNILABS SUBHOLD REGS 05.7500 05/15/2025 0.05%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.05%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.05%
VIRGIN MEDIA SECURED FIN REGS 05.1250 01/15/2025 0.05%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.05%
WPX ENERGY INC 07.5000 08/01/2020 0.05%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.05%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.04%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.04%
AES CORP/VA 05.1250 09/01/2027 0.04%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.04%
ARCELORMITTAL USD 06.1250 06/01/2025 0.04%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.04%
AVAYA INC TLB6 L+550 06.8139 03/31/2018 0.04%
BCAP 2012-RR5 4A8 01.4044 06/26/2035 0.04%
BERRY GLOBAL INC 05.5000 05/15/2022 0.04%
BLUE CUBE SPINCO INC 09.7500 10/15/2023 0.04%
CALATLANTIC GROUP INC 05.8750 11/15/2024 0.04%
CAS 2015-C04 2M2 06.7872 04/25/2028 0.04%
CAS 2016-C06 1M2 05.4872 04/25/2029 0.04%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.04%
CEC ENT INC 08.0000 02/15/2022 0.04%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.04%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.04%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.04%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.04%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.04%
DYNEGY INC P/P 144A 08.0000 01/15/2025 0.04%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.04%
FHR 3072 SM 04.2533 11/15/2035 0.04%
FNR 2005-83 QP 14.1772 11/25/2034 0.04%
FNR 2007-53 SP 19.6635 06/25/2037 0.04%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.04%
FREEPORT-MCMORAN INC 06.7500 02/01/2022 0.04%
GBP/USD 12/20/2017 JPMCB 0.04%
GENON ENERGY INC. 09.8750 10/15/2020 0.04%
GNR 2013-129 SN IO 04.9139 09/20/2043 0.04%
GNR 2013-6 CI IO 05.0000 12/20/2042 0.04%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.04%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.04%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.04%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.04%
KRATON POLYMERS P/P 144A 10.5000 04/15/2023 0.04%
KRONOS 2NDL L+825 09.5606 11/01/2024 0.04%
LBCMT 1999-C1 G P/P 144A 06.4100 06/15/2031 0.04%
LBUBS 2006-C6 C 05.4820 09/15/2039 0.04%
LENNAR CORP 04.7500 11/15/2022 0.04%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.04%
MICRON TECH INC P/P 144A 05.2500 01/15/2024 0.04%
MURPHY OIL CORP 05.7500 08/15/2025 0.04%
NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 0.04%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.04%
ONEMAIN FIN HLDG INC P/P 144A 07.2500 12/15/2021 0.04%
OPTN FN30 3.0 12/06/17 PUT 100.328125 JPMC 0.04%
OSHKOSH CORP 05.3750 03/01/2025 0.04%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.04%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.04%
ROYAL BK SCOTLND GRP PLC USD 05.1250 05/28/2024 0.04%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.04%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.04%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.04%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.04%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.04%
SWPTN 1MX10Y P 2.187 USD 10/05/2017 CS 0.04%
SWPTN 1YX1Y R 1.919 USD 08/15/2018 JP 0.04%
SWPTN 1YX1Y R 1.9325 USD 08/16/2018 BA 0.04%
SWPTN 2MX10Y P 2.41625 USD 10/27/2017 CS 0.04%
SWPTN 2YX5Y P 2.203 USD 06/03/2019 BA 0.04%
SWPTN 2YX5Y P 2.205 USD 06/03/2019 BC 0.04%
SWPTN 2YX8Y R 2.5925 USD 01/24/2019 BA 0.04%
SWPTN 5WX10Y P 2.398 USD 10/30/2017 BA 0.04%
SWPTN LIABILITY 5WX10Y P 2.306 USD 10/30/2017 BA 0.04%
SWPTN LIABILITY 5WX10Y R 2.304 USD 10/30/2017 GS 0.04%
SWPTN LIABILITY 5WX10Y R 2.306 USD 10/30/2017 BA 0.04%
TALBOTS INC 1STL L+450 05.7350 03/19/2020 0.04%
TARGA RES PRTNRS 05.3750 02/01/2027 0.04%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.04%
TRANSDIGM INC 06.3750 06/15/2026 0.04%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.04%
USG CORP P/P 144A 05.5000 03/01/2025 0.04%
VALEANT PHARMA P/P 144A 05.3750 03/15/2020 0.04%
VALEANT PHARMA TLBF1 L+475 05.9900 04/01/2022 0.04%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.04%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.04%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.03%
1.05 R ISWP FWD GBL6M P 12/20/2022 0.03%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.03%
2.201 R ISWP US0003M P 10/03/2027 0.03%
2.25 R ISWP FWD CDOR03 P 12/20/2022 0.03%
AIR METHODS TLB L+350 04.7964 04/21/2024 0.03%
AK STEEL CORP 06.3750 10/15/2025 0.03%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.03%
ANDEAVOR LOGIS LP/CORP 05.2500 01/15/2025 0.03%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.03%
BERRY GLOBAL INC 05.1250 07/15/2023 0.03%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.03%
CAD/USD 10/18/2017 CITI 0.03%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.03%
CAS 2017-C02 2M2 04.8872 09/25/2029 0.03%
CBRE SERVICES INC 05.2500 03/15/2025 0.03%
CHEMOURS CO 05.3750 05/15/2027 0.03%
CHEMOURS CO 07.0000 05/15/2025 0.03%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.03%
CHS/COMMUNITY HEALTH SYS 07.1250 07/15/2020 0.03%
CINEMARK USA INC 05.1250 12/15/2022 0.03%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.03%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.03%
CONTINENTAL RES 04.5000 04/15/2023 0.03%
DFC FINANCE CORP P/P 144A 10.5000 06/15/2020 0.03%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.03%
DISH NETWORK CV 03.3750 08/15/2026 0.03%
ENERGY TRANSFER/FINANCE 05.0000 10/01/2022 0.03%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.03%
FHR 3408 EK 20.8259 04/15/2037 0.03%
FHR 4210 PI IO 03.0000 12/15/2041 0.03%
FNR 2008-24 SP 18.7469 02/25/2038 0.03%
FORTERRA TL L+300 04.2350 10/25/2023 0.03%
GATES GLOBAL TLB L+325 04.5828 03/31/2024 0.03%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.03%
GNR 2010-158 IP IO 04.5000 06/20/2039 0.03%
GNR 2014-108 IP IO 04.5000 12/20/2042 0.03%
HALCON RESOURCES CORP 0.03%
HALYARD HEALTH INC 06.2500 10/15/2022 0.03%
HUB HLDG LLC/HUB HOL P/P 144A 08.1250 07/15/2019 0.03%
JAZZ INVESTME USD 01.8750 08/15/2021 0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.03%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.03%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.03%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.03%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.03%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.03%
NATIONSTAR MORT/ 07.8750 10/01/2020 0.03%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.03%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.03%
NOVA CHEMICALS CORP P/P 144A 04.8750 06/01/2024 0.03%
ONEMAIN FIN HLDG INC P/P 144A 06.7500 12/15/2019 0.03%
PILGRIM'S PRIDE CORP P/P 144A 05.7500 03/15/2025 0.03%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.03%
PRICELINE GRP INC/THE CV 01.0000 03/15/2018 0.03%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.03%
SANDRIDGE ENERGY INC 0.03%
SM ENERGY CO 05.0000 01/15/2024 0.03%
SPRINGLEAF FINANCE CORP 08.2500 12/15/2020 0.03%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS 0.03%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS 0.03%
SWPTN 2YX5Y R 2.203 USD 06/03/2019 BA 0.03%
SWPTN 2YX5Y R 2.205 USD 06/03/2019 BC 0.03%
SWPTN 3MX1Y P 1.6775 USD 11/30/2017 GS 0.03%
SWPTN 5WX10Y R 2.1565 USD 10/27/2017 CI 0.03%
SWPTN 6MX10Y R 2.27 USD 03/26/2018 GS 0.03%
SWPTN 6MX30Y R 2.485 USD 03/26/2018 GS 0.03%
SWPTN 6MX5Y P 1.896 USD 12/07/2017 CI 0.03%
SWPTN 6MX5Y P 1.975 USD 11/22/2017 CI 0.03%
SWPTN LIABILITY 15DX10Y P 2.3 USD 10/13/2017 GS 0.03%
SWPTN LIABILITY 15DX10Y R 2.3 USD 10/13/2017 GS 0.03%
T-MOBILE USA INC 05.3750 04/15/2027 0.03%
TAYLOR MORRISON P/P 144A 05.6250 03/01/2024 0.03%
TECK RESOURCES LIMITED USD 04.7500 01/15/2022 0.03%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.03%
THE AES CORPORATION 04.8750 05/15/2023 0.03%
VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.03%
1011778 BC / NEW RED P/P 144A 06.0000 04/01/2022 0.02%
2.2405 R ISWP US0003M P 10/03/2027 0.02%
ADT CORP 04.1250 06/15/2023 0.02%
AIR MEDICAL TLB L+350 04.4850 04/28/2022 0.02%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.02%
AMC ENT HOLDIN 05.8750 11/15/2026 0.02%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.02%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.02%
AUD/USD 10/18/2017 GSFX 0.02%
BLACKSTONE MORTGAGE TR CV 05.2500 12/01/2018 0.02%
BWAY CORP TLB L+325 04.5986 04/03/2024 0.02%
CAD/USD 10/18/2017 SSBT 0.02%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.02%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.02%
CAPITAL AUTO 2NDL L+600 07.2400 03/24/2025 0.02%
CAS 2015-C02 1M2 05.2372 05/25/2025 0.02%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.02%
CCC INFO 2NDL L+675 07.9850 03/30/2025 0.02%
CCM MERGER INC P/P 144A 06.0000 03/15/2022 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.02%
CCO HOLDINGS LLC P/P 144A 05.1250 05/01/2027 0.02%
CENTENE CORP 04.7500 01/15/2025 0.02%
CENTURYLINK INC 05.6250 04/01/2020 0.02%
CHC GRP LLC/FIN P/P USD 00.0000 10/01/2020 0.02%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.02%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 06/15/2027 0.02%
CIT GROUP INC P/P 144A 05.5000 02/15/2019 0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.02%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.02%
CONCORDIA INTL P/P 144A 07.0000 04/15/2023 0.02%
DYCOM IND INC CV 00.7500 09/15/2021 0.02%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.02%
EURONET WORLD CV 01.5000 10/01/2044 0.02%
FHR 3249 PS 18.2013 12/15/2036 0.02%
FNR 2005-75 GS 16.5383 08/25/2035 0.02%
FNS 378 19 IO 05.0000 06/25/2035 0.02%
FTS INTL INC P/P 144A 08.8200 06/15/2020 0.02%
GMACC 2004-C3 B 04.9650 12/10/2041 0.02%
GMACC 2004-C3 X1 IO P/P 144A 00.9084 12/10/2041 0.02%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.02%
GRINDING MEDIA/M P/P 144A 07.3750 12/15/2023 0.02%
HCA INC. 07.5000 02/15/2022 0.02%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.02%
INTEGRATED DE CV 00.8750 11/15/2022 0.02%
ISTAR INC 05.2500 09/15/2022 0.02%
ISTAR INC 06.0000 04/01/2022 0.02%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.02%
JC PENNEY CORP INC P/P 144A 05.8750 07/01/2023 0.02%
LAMAR MEDIA CORP 05.8750 02/01/2022 0.02%
LAREDO PETROLEUM INC 07.3750 05/01/2022 0.02%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.02%
MEDICINES CO CV 02.7500 07/15/2023 0.02%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.02%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.02%
MEG ENERGY TLB L+350 04.8328 12/31/2023 0.02%
MGM GROWTH/MGM FIN P/P 144A 04.5000 01/15/2028 0.02%
MICRON TECH CV 01.6250 02/15/2033 0.02%
MICRON TECHNO CV 03.0000 11/15/2043 0.02%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.02%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.02%
ON SEMICONDUC CV 01.0000 12/01/2020 0.02%
OPTN FN30 3.0 11/06/17 CALL 100.90625 JPMC 0.02%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.02%
PETSMART INC TLB L+300 04.2460 03/11/2022 0.02%
PRECISION DRILLING CORP USD 07.7500 12/15/2023 0.02%
PROOFPOINT IN CV 00.7500 06/15/2020 0.02%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.02%
RACKSPACE TLB L+300 04.3106 11/03/2023 0.02%
REALPAGE INC P/P 144A CV 01.5000 11/15/2022 0.02%
ROBERTSHAW 1STL L+450 05.7500 08/10/2024 0.02%
SALESFORCE.CO CV 00.2500 04/01/2018 0.02%
SEALED AIR CORP P/P 144A 05.1250 12/01/2024 0.02%
SEALED AIR CORP P/P 144A 05.5000 09/15/2025 0.02%
SESI LLC 07.1250 12/15/2021 0.02%
SESI LLC P/P 144A 07.7500 09/15/2024 0.02%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.02%
STANDARD IND INC P/P 144A 06.0000 10/15/2025 0.02%
STARWOOD PROP TR CV 04.0000 01/15/2019 0.02%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.02%
STEEL DYNAMICS INC P/P 144A 04.1250 09/15/2025 0.02%
SWPTN 15DX10Y P 2.39 USD 10/13/2017 GS 0.02%
SWPTN 15DX10Y R 2.21 USD 10/13/2017 GS 0.02%
SWPTN 1MX10Y R 2.135 USD 10/23/2017 CI 0.02%
SWPTN 2YX3Y R 2.43 USD 02/15/2019 BC 0.02%
SWPTN 2YX8Y P 2.5925 USD 01/24/2019 BA 0.02%
SWPTN 3MX2Y R -0.117 EUR 11/03/2017 GS 0.02%
SWPTN 6MX1Y R 1.9175 USD 03/26/2018 CI 0.02%
SWPTN 6MX5Y P 2.57 USD 11/22/2017 CI 0.02%
SWPTN 6MX5Y R 2.57 USD 11/22/2017 CI 0.02%
T-MOBILE USA INC. 04.0000 04/15/2022 0.02%
TALBOTS INC 2NDL L+850 09.7350 03/19/2021 0.02%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.02%
TARGA RES PRTNRS 05.1250 02/01/2025 0.02%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.02%
TERADYNE INC P/P 144A CV 01.2500 12/15/2023 0.02%
TMX FIN/TITLEMAX P/P 144A 08.5000 09/15/2018 0.02%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.02%
TRANSDIGM INC 06.5000 05/15/2025 0.02%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.02%
UNITED STATES STEEL CORP 06.8750 08/15/2025 0.02%
VALEANT PHARMA P/P 144A 06.5000 03/15/2022 0.02%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.02%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.02%
WEATHERFORD BERMUDA P/P 144A 09.8750 02/15/2024 0.02%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.02%
WPX ENERGY INC 08.2500 08/01/2023 0.02%
0.25 R ISWP FWD CHL6M P 12/20/2027 0.01%
0.50 R ISWP FWD SES3M P 12/20/2022 0.01%
1.35 R ISWP CZECH INTERBANK RATES 6 MONTH P 07/13/2027 0.01%
1.50 R ISWP FWD NOKOIB6M P 12/20/2022 0.01%
1.80 R ISWP FWD US0003M P 12/20/2019 0.01%
2.00 R ISWP FWD US0003M P 12/20/2022 0.01%
2.2495 R ISWP US0003M P 10/03/2027 0.01%
AEROJET ROCK P/P 144A CV 02.2500 12/15/2023 0.01%
AIR TRANSPORT P/P 144A CV 01.1250 10/15/2024 0.01%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.01%
BIOMARIN PHARMA CV 01.5000 10/15/2020 0.01%
BON-TON DEPT STORES 08.0000 06/15/2021 0.01%
BSABS 2004-FR3 M6 06.1122 09/25/2034 0.01%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.01%
CARBONITE INC P/P 144A CV 02.5000 04/01/2022 0.01%
CAS 2014-C02 1M2 03.8372 05/25/2024 0.01%
CEMEX SAB DE CV USD 03.7200 03/15/2020 0.01%
CHESAPEAKE EN P/P 144A CV 05.5000 09/15/2026 0.01%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.01%
CHF/USD 12/20/2017 GSFX 0.01%
CHS/COMMUNITY HEALTH 08.0000 11/15/2019 0.01%
CINEMARK USA INC 04.8750 06/01/2023 0.01%
CITRIX SYSTEM CV 00.5000 04/15/2019 0.01%
CLOVIS INC CV 02.5000 09/15/2021 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 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
COLONY STARWO P/P 144A CV 03.5000 01/15/2022 0.01%
CONCORDIA INTL P/P 144A 09.0000 04/01/2022 0.01%
CPG INTL TL L+375 05.0828 05/03/2024 0.01%
CPTFEMU R 1.4 P 07/15/27 0.01%
CPTFEMU R 1.4275 P 08/15/27 0.01%
CPURNSA R 1.89 P 07/05/22 0.01%
CPURNSA R 1.9225 P 07/03/22 0.01%
CSMC 2006-C5 AX IO 00.8670 12/15/2039 0.01%
CYPRESS SEMIC CV 04.5000 01/15/2022 0.01%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.01%
ELECTRONICS F CV 00.7500 09/01/2019 0.01%
ENCORE CAPITA CV 03.0000 07/01/2020 0.01%
FINISAR CORP P/P 144A CV 00.5000 12/15/2036 0.01%
FNS 374 6 IO 05.5000 08/25/2036 0.01%
FRONTIER COMM 11.0000 09/15/2025 0.01%
FRONTIER COMMUNICATIONS 07.6250 04/15/2024 0.01%
FSPC T-57 1AX IO 00.3674 07/25/2043 0.01%
GNR 2010-168 PI IO 04.5000 11/20/2039 0.01%
GNR 2011-18 PI IO 04.5000 08/20/2040 0.01%
GNR 2011-41 BI IO 05.0000 05/20/2040 0.01%
GNR 2013-130 IB IO 05.0000 12/20/2040 0.01%
GREENBRIER C P/P 144A CV 02.8750 02/01/2024 0.01%
HERCULES CAPI P/P 144A CV 04.3750 02/01/2022 0.01%
HERITAGE INS P/P 144A CV 05.8750 08/01/2037 0.01%
HOLOGIC INC CV 02.0000 03/01/2042 0.01%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.01%
HUBSPOT INC P/P 144A CV 00.2500 06/01/2022 0.01%
IAC FINANCECO P/P 144A CV 00.8750 10/01/2022 0.01%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.01%
II-VI INC P/P 144A CV 00.2500 09/01/2022 0.01%
IMPAX LABORAT CV 02.0000 06/15/2022 0.01%
INPHI CORP P/P 144A CV 00.7500 09/01/2021 0.01%
INTELSAT JACKSON HLDG USD 07.5000 04/01/2021 0.01%
INTELSAT LUXEMB USD 07.7500 06/01/2021 0.01%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 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%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.01%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.01%
JPY/USD 11/15/2017 CITI 0.01%
KAMAN CORP P/P 144A CV 03.2500 05/01/2024 0.01%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.01%
LBUBS 2006-C6 XCL IO P/P 144A 00.6236 09/15/2039 0.01%
LIBERTY EXPEDIA HOLD INC 144A 0.01%
LIBERTY MEDIA CV 02.2500 09/30/2046 0.01%
LIVE NATION E CV 02.5000 05/15/2019 0.01%
MACQUARIE INFRASTRUCTU CV 02.0000 10/01/2023 0.01%
MEZZ 2007-C5 X IO P/P 144A 06.1715 12/15/2049 0.01%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.01%
NAVISTAR INTL CV 04.7500 04/15/2019 0.01%
NEUROCRINE P/P 144A CV 02.2500 05/15/2024 0.01%
NEVRO CORP CV 01.7500 06/01/2021 0.01%
NICE SYS INC P/P 144A CV 01.2500 01/15/2024 0.01%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.01%
NXP SEMICONDUCTORS USD 01.0000 12/01/2019 0.01%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.01%
OSI SYS INC P/P 144A CV 01.2500 09/01/2022 0.01%
PACIRA PHARMA P/P 144A CV 02.3750 04/01/2022 0.01%
PACTIV LLC 08.3750 04/15/2027 0.01%
PLATFORM SPECIALTY P P/P 144A 10.3750 05/01/2021 0.01%
PRICELINE GRO CV 00.9000 09/15/2021 0.01%
RED HAT INC CV 00.2500 10/01/2019 0.01%
REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 0.01%
ROBERTSHAW 2NDL L+900 10.2500 02/04/2025 0.01%
SCORPIO TANKERS INC P/P 144A 02.3750 07/01/2019 0.01%
SERVICENOW CV 00.0000 11/01/2018 0.01%
SM ENERGY CO 06.5000 01/01/2023 0.01%
SOLENIS 2NDL L+675 08.0669 07/31/2022 0.01%
SQUARE INC P/P 144A CV 00.3750 03/01/2022 0.01%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.01%
SUCAMPO PHARM P/P 144A CV 03.2500 12/15/2021 0.01%
SWPTN 2YX3Y P 2.43 USD 02/15/2019 BC 0.01%
SWPTN 3MX1Y R 1.6525 USD 12/20/2017 CI 0.01%
SWPTN 3MX2Y P -0.117 EUR 11/03/2017 GS 0.01%
SWPTN 5WX10Y P 2.456 USD 10/16/2017 JP 0.01%
SWPTN 5WX10Y P 2.55 USD 10/27/2017 GS 0.01%
SWPTN 6MX5Y R 1.896 USD 12/07/2017 CI 0.01%
SWPTN 6MX5Y R 1.975 USD 11/22/2017 CI 0.01%
TELADOC INC P/P 144A CV 03.0000 12/15/2022 0.01%
TENNANT CO P/P 144A 05.6250 05/01/2025 0.01%
TENNECO INC 05.0000 07/15/2026 0.01%
TESLA INC CV 01.2500 03/01/2021 0.01%
TIAAC 2003-1A E 144A 08.0000 12/28/2038 0.01%
TTM TECHNOLOGIES INC CV 01.7500 12/15/2020 0.01%
TWITTER INC CV 01.0000 09/15/2021 0.01%
USD/CNH PUT 6.50 20171207 BANKAM 0.01%
VALEANT PHARMA P/P 144A 05.6250 12/01/2021 0.01%
VECTOR GROUP LTD CV 01.7500 04/15/2020 0.01%
WAYFAIR INC P/P 144A CV 00.3750 09/01/2022 0.01%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.01%
WHITING PETRO CV 01.2500 04/01/2020 0.01%
WORKDAY INC P/P 144A CV 00.2500 10/01/2022 0.01%
WRIGHT MEDCL CV 02.0000 02/15/2020 0.01%
-0.104 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.124 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.526 R ISWP CHL6M P 10/02/2019 0.00%
-0.528 R ISWP CHL6M P 09/29/2019 0.00%
0.00 R ISWP BZDIOVRA P 01/02/2019 0.00%
0.00 R ISWP BZDIOVRA P 01/04/2021 0.00%
0.21 R ISWP EURIBOR6MD P 04/26/2022 0.00%
0.21 R ISWP EURIBOR6MD P 05/04/2022 0.00%
0.30 R ISWP FWD EUR006M P 12/20/2022 0.00%
0.766 R ISWP GBL6M P 09/15/2019 0.00%
0.85 R ISWP FWD GBL6M P 12/20/2019 0.00%
1.40 R ISWP FWD GBL6M P 12/20/2027 0.00%
1.863 R ISWP FWD GBL6M P 09/22/2032 0.00%
2.00 R ISWP FWD NOKOIB6M P 12/20/2027 0.00%
2.05 R ISWP FWD US0003M P 12/20/2022 0.00%
2.2935 R ISWP US0003M P 10/02/2027 0.00%
2.30 R ISWP FWD US0003M P 10/17/2027 0.00%
2.30 R ISWP FWD US0003M P 12/20/2027 0.00%
2.304 R ISWP FWD US0003M P 11/01/2027 0.00%
2.4925 R ISWP FWD AUDBB3M P 09/27/2020 0.00%
2.50 R ISWP FWD CDOR03 P 12/20/2027 0.00%
2.51 R ISWP FWD AUDBB3M P 09/26/2020 0.00%
2.65 R ISWP FWD AUDBB6M P 12/20/2022 0.00%
2.764 R ISWP FWD NFIX3MID P 09/30/2020 0.00%
2.78 R ISWP FWD NFIX3MID P 09/27/2020 0.00%
2.80 R ISWP FWD NFIX3MID P 12/20/2022 0.00%
3.00 R ISWP FWD AUDBB6M P 12/20/2027 0.00%
3.30 R ISWP FWD NFIX3MID P 12/20/2027 0.00%
AMC ENT HOLDIN 06.1250 05/15/2027 0.00%
BACM 2007-5 XW IO P/P 144A 00.0831 02/10/2051 0.00%
BSCMS 06-PW14 XW IO P/P 144A 00.5255 12/11/2038 0.00%
CAD/USD 10/18/2017 SSBT 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.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 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CPTFEMU R 1.42 P 08/15/27 0.00%
CPTFEMU R 1.4475 P 09/15/27 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 12/20/2017 RBSF 0.00%
EURO-OAT FUTURE DEC17 OATZ7 0.00%
FHR 3326 WF 00.0000 10/15/2035 0.00%
FNR 1999-51 N PO 00.0000 09/17/2029 0.00%
FNS 366 22 IO 04.5000 10/25/2035 0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036 0.00%
GNR 2010-98 PI IO 04.5000 10/20/2037 0.00%
GNR 2011-140 BI IO 04.5000 12/20/2040 0.00%
GNR 2013-16 IB IO 05.0000 10/20/2040 0.00%
GSMS 2005-GG4 XC IO P/P 144A 01.5945 07/10/2039 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
IDR/USD 11/15/2017 GSFX 0.00%
IDR/USD 11/15/2017 GSFX 0.00%
IDR/USD 11/15/2017 JPMCB 0.00%
IDR/USD 11/15/2017 JPMCB 0.00%
INTELSAT CONNECT FIN P/P 144A 12.5000 04/01/2022 0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 0.00%
IOS.FN30.300.13 P USL1M R 01/12/44 GS 0.00%
IOS.FN30.350.12 P USL1M R 01/12/43 BC 0.00%
IOS.FN30.350.12 P USL1M R 01/12/43 GS 0.00%
IOS.FN30.350.12 P USL1M R 01/12/43 JP 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 CS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 BC 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 BC 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 CS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.00%
IOS.FN30.450.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 BC 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.GII30.500.10 P USL1M R 01/12/41 JP 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.00%
JPMCC 07-CB20 X1 IO P/P 144A 00.0333 02/12/2051 0.00%
JPMCC 2007-CB20 AJ 06.4559 02/12/2051 0.00%
JPY/USD 11/15/2017 CITI 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CS 0.00%
MBX.FN30.600.08 P USL1M R 01/12/39 BC 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 CS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 DE 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
MEZZ 2004-C1 X IO P/P 144A 09.3210 01/15/2037 0.00%
MILAGRO OIL & GAS 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
OPTN FN30 2.5 10/05/17 CALL 98.1640625 JPMC 0.00%
PRECISION DRILL USD 05.2500 11/15/2024 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.00%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022 0.00%
STRIP 2003-1A N P/P 144A 05.0000 03/24/2018 0.00%
SWPTN 1MX10Y P 2.53 USD 10/23/2017 JP 0.00%
SWPTN 1MX10Y R 1.892 USD 10/05/2017 CS 0.00%
SWPTN 1YX5Y P 1.091 EUR 07/13/2018 CI 0.00%
SWPTN 1YX5Y P 1.291 EUR 07/13/2018 CI 0.00%
SWPTN 3MX10Y P 2.6 USD 10/31/2017 GS 0.00%
SWPTN 3MX10Y P 2.62 USD 10/27/2017 GS 0.00%
SWPTN 3MX10Y R 1.3463 GBP 10/03/2017 GS 0.00%
SWPTN 3MX10Y R 1.95 USD 11/03/2017 GS 0.00%
SWPTN 3MX10Y R 1.995 USD 10/31/2017 GS 0.00%
SWPTN 3MX10Y R 2.015 USD 10/27/2017 GS 0.00%
SWPTN 3MX1Y P 1.585 USD 10/06/2017 JP 0.00%
SWPTN 3MX1Y R 0.538 GBP 10/06/2017 GS 0.00%
SWPTN 3MX1Y R 1.296 USD 10/20/2017 GS 0.00%
SWPTN 3MX1Y R 1.495 USD 11/30/2017 GS 0.00%
SWPTN 3MX1Y R 1.541 USD 11/10/2017 CI 0.00%
SWPTN 3MX1Y R 1.585 USD 10/06/2017 JP 0.00%
SWPTN 3MX1Y R 1.619 USD 10/20/2017 GS 0.00%
SWPTN 3MX1Y R 1.6775 USD 11/30/2017 GS 0.00%
SWPTN 3MX1Y R 1.755 USD 11/10/2017 CI 0.00%
SWPTN 3MX1Y R 1.796 USD 10/20/2017 GS 0.00%
SWPTN 3MX2Y R 0.597 GBP 11/21/2017 GS 0.00%
SWPTN 3MX30Y R 1.6 GBP 10/03/2017 GS 0.00%
SWPTN 3MX3Y P 1.993 USD 10/06/2017 JP 0.00%
SWPTN 3MX3Y R 0.779 GBP 10/06/2017 GS 0.00%
SWPTN 3MX3Y R 1.783 USD 10/06/2017 JP 0.00%
SWPTN 3MX5Y P 0.393 EUR 11/03/2017 GS 0.00%
SWPTN 3MX5Y R 0.7685 GBP 11/21/2017 GS 0.00%
SWPTN 4WX10Y R 2.09275 USD 10/13/2017 GS 0.00%
SWPTN 5WX10Y P 2.554 USD 10/30/2017 GS 0.00%
SWPTN 5WX10Y R 1.925 USD 10/10/2017 GS 0.00%
SWPTN 5WX10Y R 2.023 USD 10/16/2017 CI 0.00%
SWPTN 5WX10Y R 2.03 USD 10/10/2017 GS 0.00%
SWPTN 6MX10Y P 2.534 USD 10/18/2017 JP 0.00%
SWPTN 6MX10Y P 2.81025 USD 10/18/2017 JP 0.00%
SWPTN 6MX2Y R 1.642 USD 12/07/2017 CI 0.00%
SWPTN 7WX10Y R 1.905 USD 10/27/2017 CI 0.00%
SWPTN 7WX10Y R 2.033 USD 10/27/2017 CI 0.00%
SWPTN LIABILITY 5WX10Y P 2.554 USD 10/30/2017 GS 0.00%
TERVITA CORP CLASS A 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
TRIBUNE CLASS 1C LITIGAT 0.00%
TXU TCEH RIGHTS 0.00%
USD/CNH PUT 6.40 20171207 BANKAM 0.00%
WBCMT 2007-C34 IO IO 00.3284 05/15/2046 0.00%
1.25 R ISWP FWD SES3M P 12/20/2027 -0.01%
1.912 R ISWP FWD GBL6M P 01/19/2032 -0.01%
8.12 R ISWP MXIBTIIE P 12/24/2026 -0.01%
CHF/USD 12/20/2017 GSFX -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 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CPTFEMU P 1.71 R 08/15/37 -0.01%
CPTFEMU P 1.735 R 09/15/37 -0.01%
CPURNSA P 2.05 R 07/05/27 -0.01%
CPURNSA P 2.085 R 07/03/27 -0.01%
EUR/USD 12/20/2017 RBSF -0.01%
IOS.FN30.350.13 P US0001M R 01/12/44 JP -0.01%
IOS.FN30.400.10 P USL1M R 01/12/41 GS -0.01%
IOS.FN30.400.11 P USL1M R 01/12/42 JP -0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -0.01%
OPTN FN30 3.0 11/06/17 CALL 101.34375 JPMC -0.01%
OPTN FN30 3.0 11/06/17 CALL 101.78125 JPMC -0.01%
SWPTN 3MX10Y P 2.5525 USD 11/03/2017 GS -0.01%
SWPTN 3MX1Y R 2.0 USD 12/20/2017 CI -0.01%
SWPTN 3MX5Y R 0.217 EUR 11/03/2017 GS -0.01%
SWPTN 4WX10Y R 2.18375 USD 10/13/2017 GS -0.01%
SWPTN 6MX1Y R 2.05 USD 03/26/2018 CI -0.01%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.02%
2.50 R ISWP FWD US0003M P 12/20/2047 -0.02%
8.20 R ISWP MXIBTIIE P 01/07/2027 -0.02%
CAD/USD 10/18/2017 CITI -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -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%
CPTFEMU P 1.71 R 07/15/37 -0.02%
CPTFEMU P 1.7138 R 08/15/37 -0.02%
OPTN FN30 3.0 12/06/17 PUT 99.2109375 JPMC -0.02%
OPTN FN30 3.0 12/06/17 PUT 99.3046875 JPMC -0.02%
OPTN FN30 3.0 12/06/17 PUT 99.3984375 JPMC -0.02%
SWPTN 1MX10Y R 2.227 USD 10/23/2017 CI -0.02%
SWPTN 1YX1Y R 2.25 USD 08/15/2018 JP -0.02%
SWPTN 1YX1Y R 2.2625 USD 08/16/2018 BA -0.02%
SWPTN 5WX10Y P 2.313 USD 10/16/2017 CI -0.02%
SWPTN LIABILITY 15DX10Y P 2.39 USD 10/13/2017 GS -0.02%
SWPTN LIABILITY 15DX10Y R 2.21 USD 10/13/2017 GS -0.02%
SWPTN LIABILITY 2YX3Y P 2.43 USD 02/15/2019 BC -0.02%
SWPTN LIABILITY 2YX3Y R 2.43 USD 02/15/2019 BC -0.02%
5.93 R ISWP MXIBTIIE P 10/06/2021 -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 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.03%
OPTN FN30 3.0 12/06/17 PUT 99.76953125 JPMC -0.03%
OPTN FN30 3.0 12/06/17 PUT 99.86328125 JPMC -0.03%
OPTN FN30 3.0 12/06/17 PUT 99.95703125 JPMC -0.03%
SWPTN 15DX10Y P 2.3 USD 10/13/2017 GS -0.03%
SWPTN 15DX10Y R 2.3 USD 10/13/2017 GS -0.03%
SWPTN 1YX1Y P 2.25 USD 08/15/2018 JP -0.03%
SWPTN 1YX1Y P 2.2625 USD 08/16/2018 BA -0.03%
SWPTN 3MX1Y P 1.495 USD 11/30/2017 GS -0.03%
SWPTN 5WX10Y R 2.253 USD 10/27/2017 CI -0.03%
SWPTN 6MX10Y R 2.257 USD 11/22/2017 CI -0.03%
SWPTN 6MX2Y P 1.642 USD 12/07/2017 CI -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%
6.16 R ISWP MXIBTIIE P 01/01/2026 -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.04%
SWPTN 5WX10Y P 2.306 USD 10/30/2017 BA -0.04%
SWPTN LIABILITY 2YX5Y P 2.203 USD 06/03/2019 BA -0.04%
SWPTN LIABILITY 2YX5Y P 2.205 USD 06/03/2019 BC -0.04%
SWPTN LIABILITY 2YX5Y R 2.203 USD 06/03/2019 BA -0.04%
SWPTN LIABILITY 2YX5Y R 2.205 USD 06/03/2019 BC -0.04%
SWPTN LIABILITY 5WX10Y P 2.398 USD 10/30/2017 BA -0.04%
SWPTN LIABILITY 5WX10Y R 2.214 USD 10/30/2017 BA -0.04%
SWPTN LIABILITY 5WX10Y R 2.22 USD 10/30/2017 GS -0.04%
0.00 R ISWP BZDIOVRA P 01/02/2019 -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.05%
GBP/USD 12/20/2017 JPMCB -0.05%
SWPTN 2YX1Y R 1.919 USD 08/15/2019 JP -0.05%
SWPTN 5WX10Y R 2.304 USD 10/30/2017 GS -0.05%
SWPTN 5WX10Y R 2.306 USD 10/30/2017 BA -0.05%
SWPTN 6MX10Y P 2.257 USD 11/22/2017 CI -0.05%
SWPTN 6MX20Y R 2.46 USD 03/26/2018 GS -0.05%
SWPTN LIABILITY 2YX8Y P 2.5925 USD 01/24/2019 BA -0.05%
SWPTN LIABILITY 2YX8Y R 2.5925 USD 01/24/2019 BA -0.05%
AUD/USD 10/18/2017 GSFX -0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.06%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.06%
FLR USL3M 6.00 03/07/2018 JP -0.06%
JPY/USD 11/15/2017 GSFX -0.06%
SWPTN 2YX1Y R 1.9325 USD 08/16/2019 BA -0.06%
SWPTN 2YX30Y P 2.79 USD 02/15/2019 JP -0.06%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.07%
SWPTN 1MX10Y P 2.33925 USD 10/23/2017 JP -0.07%
SWPTN 2YX10Y R 2.413 USD 06/03/2019 BA -0.07%
SWPTN 2YX10Y R 2.42 USD 06/03/2019 CI -0.07%
SWPTN 2YX28Y P 2.7175 USD 01/24/2019 BA -0.07%
SWPTN 3MX5Y P 0.9135 GBP 11/21/2017 GS -0.07%
SWPTN 5WX10Y P 2.365 USD 10/27/2017 GS -0.07%
EUR/USD 12/20/2017 GSFX -0.08%
OPTN FN30 2.5 10/05/17 PUT 98.1640625 JPMC -0.08%
SWPTN 2YX10Y P 2.413 USD 06/03/2019 BA -0.08%
SWPTN 2YX10Y P 2.42 USD 06/03/2019 CI -0.08%
SWPTN 2YX1Y P 1.919 USD 08/15/2019 JP -0.08%
SWPTN 2YX1Y P 1.9325 USD 08/16/2019 BA -0.08%
SWPTN 2YX5Y P 2.208 USD 05/17/2019 CI -0.08%
SWPTN LIABILITY 7YX5Y P 2.647 USD 06/03/2024 BA -0.08%
SWPTN LIABILITY 7YX5Y P 2.654 USD 06/03/2024 CI -0.08%
SWPTN LIABILITY 7YX5Y R 2.647 USD 06/03/2024 BA -0.08%
SWPTN LIABILITY 7YX5Y R 2.654 USD 06/03/2024 CI -0.08%
SWPTN 5WX10Y P 2.284 USD 10/16/2017 JP -0.09%
SWPTN 2YX28Y R 2.7175 USD 01/24/2019 BA -0.10%
SWPTN LIABILITY 2YX30Y R 1.758 EUR 09/30/2019 JP -0.10%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.11%
SWPTN LIABILITY 2YX10Y R 1.376 EUR 09/30/2019 JP -0.11%
OPTN FN30 3.0 11/06/17 PUT 100.23828125 JPMC -0.12%
SWPTN 2YX30Y R 2.79 USD 02/15/2019 JP -0.12%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.14%
SWPTN LIABILITY 10YX20Y P 2.785 USD 01/25/2027 BA -0.14%
SWPTN LIABILITY 10YX20Y R 2.785 USD 01/25/2027 BA -0.14%
SWPTN 2MX10Y P 2.295 USD 10/27/2017 CS -0.16%
SWPTN LIABILITY 5YX30Y P 2.8325 USD 02/15/2022 JP -0.18%
SWPTN LIABILITY 5YX30Y R 2.8325 USD 02/15/2022 JP -0.18%
NOK/USD 12/20/2017 RBSF -0.19%
GBP/USD 12/20/2017 BCAP-FX -0.21%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.21%
CDX CDX.NA.HY.29 500.0 12/20/2022 -0.22%
SWPTN 7WX10Y P 2.21 USD 10/27/2017 CS -0.22%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.23%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.31%
EUR/USD 12/20/2017 CSI-FX -0.31%
BRL/USD 01/03/2018 CITI -0.33%
NZD/USD 10/18/2017 JPMCB -0.33%
AUD/USD 10/18/2017 CSI-FX -0.34%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.35%
SEK/USD 12/20/2017 SSBT -0.36%
MXN/USD 10/18/2017 HSBCB -0.37%
SEK/USD 12/20/2017 CITI -0.38%
GBP/USD 12/20/2017 CITI -0.41%
ZAR/USD 10/18/2017 GSFX -0.41%
JPY/USD 11/15/2017 HSBCB -0.48%
JPY/USD 11/15/2017 WPAC -0.48%
EUR/USD 12/20/2017 HSBCB -0.49%
EUR/USD 12/20/2017 UBS -0.49%
HUF/USD 12/20/2017 GSFX -0.49%
JPY/USD 11/15/2017 JPMCB -0.49%
SEK/USD 12/20/2017 CSI-FX -0.49%
SEK/USD 12/20/2017 RBSF -0.49%
SEK/USD 12/20/2017 UBS -0.49%
EUR/USD 12/20/2017 BANKAM -0.50%
EUR/USD 12/20/2017 JPMCB -0.50%
EUR/USD 12/20/2017 SSBT -0.50%
GBP/USD 12/20/2017 SSBT -0.50%
JPY/USD 11/15/2017 RBSF -0.50%
NOK/USD 12/20/2017 JPMCB -0.50%
AUD/USD 10/18/2017 JPMCB -0.51%
AUD/USD 10/18/2017 BANKAM -0.55%
NZD/USD 10/18/2017 SSBT -0.55%
AUD/USD 10/18/2017 BCAP-FX -0.58%
NOK/USD 12/20/2017 CITI -0.71%
SEK/USD 12/20/2017 GSFX -0.73%
NOK/USD 12/20/2017 BANKAM -0.89%
TRY/USD 12/20/2017 RBSF -0.90%
NOK/USD 12/20/2017 UBS -0.96%
SEK/USD 12/20/2017 JPMCB -0.96%
JPY/USD 11/15/2017 CSI-FX -0.98%
EUR/USD 12/20/2017 BCAP-FX -0.99%
JPY/USD 11/15/2017 UBS -0.99%
RUB/USD 12/20/2017 BANKAM -0.99%
RUB/USD 12/20/2017 CITI -0.99%
AUD/USD 10/18/2017 RBSF -1.00%
CAD/USD 10/18/2017 RBSF -1.05%
GBP/USD 12/20/2017 UBS -1.13%
NOK/USD 12/20/2017 SSBT -1.25%
TRY/USD 12/20/2017 GSFX -1.47%
FNMA FN30 TBA 03.0000 10/01/2047 -4.84%

Prior top 10 holdings

Top 10 holdings as of 10/31/17
Fnma Fn30 Tba 03.5000 12/01/2047
Gnma Gii30 Tba 04.5000 11/01/2047
Gnma Gii30 Tba 04.0000 11/01/2047
Fnma Fn30 Tba 04.0000 11/01/2047
Hellenic Republic Regs 03.0000 02/24/2024
Petrobras Global Finance Usd 07.3750 01/17/2027
Fnma Fn30 Tba 05.5000 11/01/2047
Cwalt 2006-Oa10 4a1 01.4279 08/25/2046
Ojsc Russ Agric Rshb P/P 144a 07.7500 05/29/2018
Hellenic Republic Regs 03.0000 02/24/2023
Holdings represent 31.88% of portfolio
Top 10 holdings as of 09/30/17
Fnma Fn30 Tba 03.5000 11/01/2047
Gnma Gii30 Tba 04.0000 10/01/2047
Gnma Gii30 Tba 04.5000 10/01/2047
Fnma Fn30 Tba 04.0000 11/01/2047
Hellenic Republic Regs 03.0000 02/24/2024
Petrobras Global Finance Usd 07.3750 01/17/2027
Fnma Fn30 Tba 05.5000 10/01/2047
Cwalt 2006-Oa10 4a1 01.4272 08/25/2046
Ojsc Russ Agric Rshb P/P 144a 07.7500 05/29/2018
Hellenic Republic Regs 03.0000 02/24/2023
Holdings represent 30.42% of portfolio
Top 10 holdings as of 08/31/17
Fnma Fn30 Tba 03.5000 10/01/2047
Fnma Fn30 Tba 03.5000 09/01/2047
Fnma Fn30 Tba 04.5000 09/01/2047
Fnma Fn30 Tba 04.0000 09/01/2047
Gnma Gii30 Tba 04.0000 10/01/2047
Hellenic Republic Regs 03.0000 02/24/2024
Petrobras Global Finance Usd 07.3750 01/17/2027
Cwalt 2006-Oa10 4a1 01.4244 08/25/2046
Fnma Fn30 Tba 05.5000 09/01/2047
Ojsc Russ Agric Rshb P/P 144a 07.7500 05/29/2018
Holdings represent 30.41% of portfolio
Top 10 holdings as of 07/31/17
Fnma Fn30 Tba 03.5000 09/01/2047
Fnma Fn30 Tba 04.5000 09/01/2047
Fnma Fn30 Tba 04.0000 09/01/2047
Hellenic Republic Regs 03.0000 02/24/2024
Cwalt 2006-Oa10 4a1 01.4222 08/25/2046
Petrobras Global Finance Usd 07.3750 01/17/2027
Fnma Fn30 Tba 05.5000 09/01/2047
Hellenic Republic Regs 03.0000 02/24/2023
Ojsc Russ Agric Rshb P/P 144a 07.7500 05/29/2018
Provincia De Buenos P/P 144a 09.1250 03/16/2024
Holdings represent 33.21% of portfolio

Maturity detail

0 - 1 yr. -3.62%
1 - 5 yrs. 33.89%
5 - 10 yrs. 66.88%
10 - 15 yrs. 2.18%
Over 15 yrs. 0.67%

Quality rating

AAA 47.70%
A 0.39%
BBB 8.13%
BB 24.33%
B 21.29%
CCC and Below 9.95%
Not Rated -11.79%

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

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

Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.

Country Allocation as of 10/31/17

United States 78.69%
Brazil 3.31%
Argentina 3.17%
Greece 3.17%
Russia 2.48%
Canada 1.72%
Mexico 1.55%
Indonesia 1.11%
Luxembourg 0.81%
 
Other
3.99%
United Kingdom 0.52%
France 0.48%
Dominican Republic 0.41%
Venezuela 0.41%
Ireland 0.34%
Germany 0.33%
European Community 0.31%
Bermuda 0.26%
Cayman Islands 0.26%
Jamaica 0.23%
Netherlands 0.22%
Japan 0.19%
Sweden 0.13%
Ecuador 0.08%
Italy 0.08%
Ukraine 0.07%
El Salvador 0.06%
New Zealand 0.03%
Switzerland 0.02%
Czech Republic 0.01%
Australia -0.09%
Turkey -0.11%
Norway -0.25%

†The Barclays Government/Credit Bond Index is an unmanaged index of U.S. Treasuries, agency securities and investment grade corporate bonds. You cannot invest directly in an index.

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

Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.