Advisor-only Webcast | The Fed's balancing act | September 26, 2018 | 4:15pm ET

Diversified Income Trust (Class Y)  (PDVYX)

Offering a diversified portfolio of income opportunities since 1988

Diversified Income Trust received an  Overall Morningstar Rating  of  

Track this fund

The fund’s strategy has resulted in low correlations to a variety of bond indexes

Correlation of Putnam Diversified Income Trust versus: 1 year 3 years 5 years 10 years
BBG Barclays U.S. Aggregate Bond Index -0.69 -0.37 -0.47 -0.02
BBG Barclays U.S. Treasury Index -0.76 -0.57 -0.64 -0.44
BBG Barclays Global Aggregate Bond Index 0.15 -0.10 -0.10 0.18

As of 8/31/18. Source: Morningstar.

Highlights

Objective

The fund seeks as high a level of current income as Putnam management believes is consistent with preservation of capital.

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.

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $6.88
-0.15% | $-0.01
$7.08
01/29/18
$6.86
08/31/18
Historical fund price

Consistency of positive performance over five years

Performance represents 5-year returns in rolling quarter-end periods since inception.

Performance shown does not reflect the effects of any sales charges. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please click on the performance tab.

16.24%

Best 5-year annualized return

(for period ending 12/31/13)


-4.32%

Worst 5-year annualized return

(for period ending 12/31/08)


6.25%

Average 5-year annualized return


Fund facts as of 08/31/18

Total net assets
$4,670.82M
Turnover (fiscal year end)
937%
Dividend frequency (view rate)
Monthly
Number of holdings
1833
Fiscal year-end
September
CUSIP / Fund code
746704501 / 1822
Inception date
07/01/96
Category
Taxable Income
Open to new investors
Ticker
PDVYX

Management team

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


Manager commentary | Q2 2018

Taking a more conservative approach

Bill Kohli, Chief Investment Officer, Fixed Income, discusses moderating portfolio strategies to improve credit quality and shorten duration.


Literature


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

  • Total return (%) as of 06/30/18

  • Annual performance as of 06/30/18

Annualized Total return (%) as of 06/30/18

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 5.61% 4.08% 3.53% 4.92%
After sales charge N/A N/A N/A N/A
ICE BofAML U.S. Treasury Bill Index 1.31% 0.67% 0.43% 0.41%

Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Multi-Asset Absolute Return Fund, and 4.00% and 3.25% for income funds (2.25% and 0.75% for Putnam Short Duration Bond Fund and 1.00% and 0.75% for Putnam Floating Rate Income Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.

Performance snapshot

  Before sales charge After sales charge
1 mt. as of 08/31/18 -0.89 % -
YTD as of 09/21/18 2.88 % -

Yield

Distribution rate before sales charge
as of 09/21/18
4.88%
Distribution rate after sales charge
as of 09/21/18
4.88%
30-day SEC yield as of 08/31/18 4.75%

Volatility as of 08/31/18

Standard deviation (3 yrs.) 5.00%

Lipper rankings as of 08/31/18

Time period Rank/Funds in category Percentile ranking
1 yr. 14/255 6%
3 yrs. 52/214 25%
5 yrs. 30/123 25%
10 yrs. 5/44 12%
Lipper category: Alternative Credit Focus Funds

Morningstar Ratings as of 08/31/18

Time period Funds in category Morningstar Rating
Overall 288
3 yrs. 288
5 yrs. 178
10 yrs. 52
Morningstar category: Nontraditional Bond

Distributions

Record/Ex dividend date 09/14/18
Payable date 09/20/18
Income $0.028
Extra income --
Short-term cap. gain --
Long-term cap. gain --

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.


Compare

See how this fund stacks up against its peers with FundVisualizer®

— or —

New to FundVisualizer? Watch tutorials on how to get started.

For more tutorials, please visit Advisor Tech Tips

** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.


Holdings

Top 10 holdings as of 08/31/18

Fnma Fn30 Tba 03.5000 10/01/2048 7.44%
Fnma Fn30 Tba 04.0000 10/01/2048 1.74%
Gnma Gii30 Tba 04.5000 09/01/2048 1.65%
Fhlmc Fh30g Tba 04.0000 09/01/2048 0.96%
Fnma Fn30 Tba 02.5000 09/01/2048 0.88%
Gnma Gii30 Tba 04.0000 09/01/2048 0.88%
Petrobras Global Finance Usd 07.3750 01/17/2027 0.73%
Cwalt 2005-38 A3 02.4148 09/25/2035 0.64%
United Mexican States Usd 04.1500 03/28/2027 0.63%
Cas 2015-C04 1m2 07.7648 04/25/2028 0.56%
Top 10 holdings, percent of portfolio 16.11%

Full portfolio holdings as of 06/30/18

FNMA FN30 TBA 03.5000 08/01/2048 6.66%
GNMA GII30 TBA 04.5000 07/01/2048 1.67%
FNMA FN30 TBA 04.0000 07/01/2048 1.15%
FHLMC FH30G TBA 04.0000 07/01/2048 0.97%
FNMA FN30 TBA 02.5000 07/01/2048 0.89%
GNMA GII30 TBA 04.0000 07/01/2048 0.89%
CWALT 2005-38 A3 02.4411 09/25/2035 0.69%
CAS 2015-C04 1M2 07.7911 04/25/2028 0.59%
CWALT 2005-59 1A1 02.4138 11/20/2035 0.58%
FNMA FN30 TBA 05.5000 07/01/2048 0.53%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.53%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.52%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.48%
MSBAM 2014-C17 D P/P 144A 04.8597 08/15/2047 0.46%
CAS 2016-C02 1B 14.3411 09/25/2028 0.45%
CAS 2017-C02 2B1 07.5911 09/25/2029 0.45%
WFRBS 2013-C15 D P/P 144A 04.6278 08/15/2046 0.42%
GNMA GII30P 784109 04.0000 10/20/2045 0.39%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.39%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.38%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.38%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.38%
CAS 2015-C03 1M2 07.0911 07/25/2025 0.36%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.36%
GNR 2018-H03 XI IO 02.0447 02/20/2068 0.34%
STACR 2015-DNA3 B 11.4411 04/25/2028 0.34%
WFRBS 2012-C10 D P/P 144A 04.5918 12/15/2045 0.33%
GNR 2016-H23 NI IO 01.8293 10/20/2066 0.32%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.31%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.31%
CFCRE 2011-C2 E P/P 144A 05.9467 12/15/2047 0.30%
CWALT 2006-OA10 4A1 02.2811 08/25/2046 0.30%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.30%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.30%
UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 0.30%
WBCMT 2005-C21 D 05.4644 10/15/2044 0.30%
LETRAS BANCO CENT ARGENT 00.0000 09/19/2018 0.28%
2.75 R ISWP FWD US0003M P 06/20/2023 0.27%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.27%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.27%
WFCM 2013-LC12 D P/P 144A 04.4231 07/15/2046 0.27%
CWALT 2006-OA7 1A2 02.4981 06/25/2046 0.26%
FNR 2016-82 SG IO 04.0089 11/25/2046 0.26%
CAS 2016-C01 1B 13.8411 08/25/2028 0.25%
CAS 2016-C03 1B 13.8411 10/25/2028 0.24%
GNR 2018-H02 HI IO 01.9506 01/20/2068 0.24%
SAMI 2006-AR7 A1A 02.3011 08/25/2036 0.24%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.24%
WAMU 2005-AR13 A1C3 02.5811 10/25/2045 0.24%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 0.24%
CAS 2016-C03 2M2 07.9911 10/25/2028 0.23%
GNR 2017-H10 MI IO 01.6013 04/20/2067 0.23%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.23%
SPRINT CORP 07.8750 09/15/2023 0.23%
WFCM 2013-LC12 E P/P 144A 03.5000 07/15/2046 0.23%
CSAIL 2015-C1 D P/P 144A 03.9401 04/15/2050 0.22%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.22%
REPUBLIC OF INDONESIA REGS 04.1250 01/15/2025 0.22%
STACR 2015-DNA2 B 09.6411 12/25/2027 0.22%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.22%
BCAP 2011-RR3 3A6 03.6529 11/27/2036 0.21%
CMLTI 2007-AMC3 A2D 02.4411 03/25/2037 0.21%
FNR 2016-96 ST IO 04.0089 12/25/2046 0.21%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 0.21%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 0.21%
MSBAM 2014-C18 D P/P 144A 03.3890 10/15/2047 0.21%
WAMU 2005-AR14 1A2 03.4129 12/25/2035 0.21%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.20%
VALEANT PHARMA P/P 144A 05.8750 05/15/2023 0.20%
CAS 2017-C01 1M2 05.6411 07/25/2029 0.19%
CSMC 2008-C1 AJ P/P 144A 06.1704 02/15/2041 0.19%
FNR 2015-58 KI IO 06.0000 03/25/2037 0.19%
GNR 2015-131 MI IO 03.5000 09/20/2045 0.19%
GNR 2015-167 MI IO 05.0000 06/20/2045 0.19%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.19%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.19%
CAS 2015-C03 2M2 07.0911 07/25/2025 0.18%
FNR 2016-70 QI IO 03.5000 10/25/2046 0.18%
GNR 2015-89 IP IO 04.0000 02/20/2045 0.18%
GNR 2015-H12 AI IO 01.8453 05/20/2065 0.18%
GNR 2017-H06 BI IO 02.2713 02/20/2067 0.18%
GNR 2017-H08 NI IO 02.0977 03/20/2067 0.18%
LETRAS BANCO CENT ARGENT 00.0000 08/15/2018 0.18%
PETROLEOS MEXICANOS USD 05.3750 03/13/2022 0.18%
STACR 2015-HQA2 B 12.5911 05/25/2028 0.18%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.17%
COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 0.17%
FNR 2013-107 SB IO 03.8589 02/25/2043 0.17%
GNR 2015-H15 BI IO 02.0153 06/20/2065 0.17%
GNR 2018-H04 IO IO 01.7328 02/20/2068 0.17%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.17%
LNSTR 2015-3 C P/P 144A 03.2457 04/20/2048 0.17%
MSC 2008-T29 D P/P 144A 06.3676 01/11/2043 0.17%
MSC 2012-C4 E P/P 144A 05.6009 03/15/2045 0.17%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.17%
REPUBLIC OF ARGENTINA USD 05.8750 01/11/2028 0.17%
COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 0.16%
DBALT 2006-AR4 A2 02.2811 12/25/2036 0.16%
FHR 4265 SD IO 04.0268 01/15/2035 0.16%
GNR 2012-140 IC IO 03.5000 11/20/2042 0.16%
GNR 2017-H12 QI IO 01.9066 05/20/2067 0.16%
IVORY COAST P/P 144A 06.1250 06/15/2033 0.16%
JPMBB 2014-C25 D P/P 144A 04.0935 11/15/2047 0.16%
SWPTN 1YX1Y P 1.919 USD 08/15/2018 JP 0.16%
BSMF 2006-AR2 2A1 02.3211 09/25/2046 0.15%
COMM 2012-CR3 E P/P 144A 04.9139 10/15/2045 0.15%
CWALT 2006-OA10 3A1 02.2811 08/25/2046 0.15%
FHR 4635 PI IO 04.0000 12/15/2046 0.15%
GNR 2015-H23 BI IO 01.7223 09/20/2065 0.15%
GNR 2017-176 BI IO 03.5000 05/20/2045 0.15%
GNR 2017-H03 HI IO 01.5488 01/20/2067 0.15%
GNR 2017-H18 FI IO 02.2107 09/20/2067 0.15%
GNR 2018-H01 XI IO 02.0795 01/20/2068 0.15%
MSC 2008-T29 F P/P 144A 06.3676 01/11/2043 0.15%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.15%
SWPTN 1YX1Y P 1.9325 USD 08/16/2018 BA 0.15%
WAMU 2005-AR10 1A3 03.3594 09/25/2035 0.15%
WFRBS 2013-C12 E P/P 144A 03.5000 03/15/2048 0.15%
ARAB REP OF EGYPT P/P 144A 05.5770 02/21/2023 0.14%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 0.14%
CGCMT 2014-GC21 D P/P 144A 04.9959 05/10/2047 0.14%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.14%
FHR 4193 PI IO 04.0000 03/15/2043 0.14%
FHR 4509 CI IO 06.0000 09/15/2045 0.14%
FNR 2016-62 GS IO 04.0089 09/25/2046 0.14%
FNR 2018-3 PI IO 04.0000 02/25/2048 0.14%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.14%
GNR 2015-H03 CI IO 01.7091 01/20/2065 0.14%
GNR 2015-H08 CI IO 01.7870 03/20/2065 0.14%
GNR 2016-H22 AI IO 01.8415 10/20/2066 0.14%
GNR 2017-H16 JI IO 02.5036 08/20/2067 0.14%
GNR 2018-37 IO IO 05.0000 03/20/2048 0.14%
GSR 2007-OA1 2A3A 02.4011 05/25/2037 0.14%
RMIR 2018-1 M2 04.2100 03/25/2028 0.14%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.14%
STACR 2018-HQA1 M2 04.3911 09/25/2030 0.14%
ALTA MESA HLDGS 07.8750 12/15/2024 0.13%
ALTICE US FIN II CRP P/P 144A 07.7500 07/15/2025 0.13%
ARGENTINE REPUBLIC USD 04.6250 01/11/2023 0.13%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.13%
CAS 2017-C03 1B1 06.9411 10/25/2029 0.13%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.13%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.13%
FNR 2015-69 IO IO 06.0000 09/25/2045 0.13%
GNR 2016-156 PI IO 03.5000 11/20/2046 0.13%
GNR 2016-H04 HI IO 02.3653 07/20/2065 0.13%
GNR 2017-H06 MI IO 02.1059 02/20/2067 0.13%
GNR 2017-H20 HI IO 02.0733 10/20/2067 0.13%
GNR 2018-67 SC IO 04.2913 05/20/2048 0.13%
GSAA 2006-8 2A2 02.2711 05/25/2036 0.13%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.13%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 0.13%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.13%
STACR 2017-DNA2 B1 07.2411 10/25/2029 0.13%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.12%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.12%
CAS 2015-C01 1M2 06.3911 02/25/2025 0.12%
CAS 2018-C02 2M2 04.2911 08/25/2030 0.12%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.12%
COMM 2014-CR18 D P/P 144A 04.8898 07/15/2047 0.12%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.12%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.12%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.12%
FNR 2012-151 IN IO 05.0000 01/25/2043 0.12%
GNR 2012-128 IA IO 03.5000 10/20/2042 0.12%
GNR 2015-131 CI IO 03.5000 09/20/2045 0.12%
GNR 2015-64 YI IO 04.0000 11/20/2044 0.12%
GNR 2016-17 IA IO 04.5000 03/20/2045 0.12%
GNR 2016-79 IO IO 03.5000 06/20/2046 0.12%
GNR 2016-H16 EI IO 02.4833 06/20/2066 0.12%
GNR 2017-104 MI IO 05.5000 07/16/2047 0.12%
GNR 2017-H09 IO IO 01.7043 04/20/2067 0.12%
GNR 2017-H16 IO 02.4225 08/20/2067 0.12%
GNR 2018-89 LS IO 04.1536 06/20/2048 0.12%
GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 0.12%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.12%
JPMBB 2014-C18 E P/P 144A 04.4744 02/15/2047 0.12%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.12%
NZD/USD 07/18/2018 CITI 0.12%
PETROBRAS GLOBAL FINANCE REGS 05.2990 01/27/2025 0.12%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.12%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.12%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.11%
BACM 2005-1 B 05.5041 11/10/2042 0.11%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.11%
BSCMS 2005-PWR7 B 05.2140 02/11/2041 0.11%
BSCMS 2005-PWR7 C 05.2350 02/11/2041 0.11%
BSCMS 2007-T26 AJ 05.5660 01/12/2045 0.11%
CAS 2016-C03 1M2 07.3911 10/25/2028 0.11%
CAS 2017-C01 1B1 07.8411 07/25/2029 0.11%
CAS 2017-C05 1B1 05.6911 01/25/2030 0.11%
CAS 2017-C06 2M2 04.8911 02/25/2030 0.11%
CWALT 2006-OA10 1A1 02.5181 08/25/2046 0.11%
FHR 4213 GI IO 04.0000 11/15/2041 0.11%
FHR 4731 QS IO 04.1268 11/15/2047 0.11%
FNR 2012-123 DI IO 03.5000 05/25/2041 0.11%
FNR 2013-18 IN IO 03.5000 03/25/2043 0.11%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.11%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.11%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.11%
GNR 2015-H20 BI IO 01.4960 08/20/2065 0.11%
GNR 2016-126 PI IO 05.0000 02/20/2046 0.11%
GNR 2016-H12 AI IO 01.6454 07/20/2065 0.11%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.11%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.11%
IVORY COAST P/P 144A 05.2500 03/22/2030 0.11%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.11%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.11%
SERVICE CORP INTL 05.3750 05/15/2024 0.11%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.11%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.11%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.11%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS 0.11%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS 0.11%
UNITYMEDIA HESSEN / NRW REGS 06.2500 01/15/2029 0.11%
WBCMT 2006-C26 AJ 06.2295 06/15/2045 0.11%
AES CORP/THE 05.5000 04/15/2025 0.10%
ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022 0.10%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.10%
CAS 2015-C01 2M2 06.6411 02/25/2025 0.10%
CAS 2017-C06 1M2 04.7411 02/25/2030 0.10%
CAS 2018 - C01 1B1 05.6411 07/25/2030 0.10%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.10%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.10%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.10%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.10%
CWCI 2007-C3 AJ 06.0153 05/15/2046 0.10%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.10%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 0.10%
FNR 2012-151 PI IO 03.0000 01/25/2043 0.10%
GNR 2010-20 BI IO 04.5000 02/16/2040 0.10%
GNR 2014-H25 BI IO 01.6761 12/20/2064 0.10%
GNR 2015-105 LI IO 05.0000 10/20/2039 0.10%
GNR 2015-52 KI IO 03.5000 11/20/2040 0.10%
GNR 2015-H15 AI IO 01.7983 06/20/2065 0.10%
GNR 2015-H18 BI IO 01.8387 07/20/2065 0.10%
GNR 2016-138 DI IO 04.0000 10/20/2046 0.10%
GNR 2016-77 SC IO 04.0163 10/20/2045 0.10%
GNR 2016-H08 AI IO 01.5537 08/20/2065 0.10%
GNR 2016-H18 IO IO 01.6406 08/20/2066 0.10%
GNR 2016-H27 EI IO 01.6511 12/20/2066 0.10%
GNR 2017-42 IC IO 04.5000 08/20/2041 0.10%
GNR 2017-H03 EI IO 02.3705 01/20/2067 0.10%
GNR 2017-H05 CI IO 02.0750 02/20/2067 0.10%
GNR 2017-H11 TI IO 01.9001 04/20/2067 0.10%
GNR 2018-H01 IO IO 01.9524 12/20/2067 0.10%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.10%
GREAT LAKES D&D 08.0000 05/15/2022 0.10%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.10%
NHLT 2018-1A M5 P/P 144A 06.0000 02/25/2028 0.10%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.10%
TENET HEALTHCARE 06.0000 10/01/2020 0.10%
UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 0.10%
WFMBS 2006-AR2 1A1 03.8211 03/25/2036 0.10%
WFMBS 2006-AR5 1A1 04.1838 04/25/2036 0.10%
WFRBS 2014-C19 E P/P 144A 05.1366 03/15/2047 0.10%
ALTICE FRANCE SA P/P 144A 06.2500 05/15/2024 0.09%
AMC ENT HOLDIN 06.1250 05/15/2027 0.09%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.09%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.09%
BRAND ENERGY TL L+425 06.6108 06/21/2024 0.09%
BSCMS 2005-PWR7 D 05.3040 02/11/2041 0.09%
BSCMS 2007-T28 D P/P 144A 05.7988 09/11/2042 0.09%
CAS 2016-C07 2M2 06.4411 05/25/2029 0.09%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.09%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.09%
CIT GROUP INC 05.0000 08/01/2023 0.09%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.09%
COMM 2013-CCRE9 D P/P 144A 04.4040 07/10/2045 0.09%
CSMC 2007-C4 C P/P 144A 06.2361 09/15/2039 0.09%
CWALT 2006-OA10 2A1 02.2811 08/25/2046 0.09%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.09%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 0.09%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 0.09%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.09%
FNR 2011-101 SA IO 03.8089 10/25/2041 0.09%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.09%
GNR 2013-79 XI IO 03.5000 11/20/2039 0.09%
GNR 2014-119 SA IO 03.5163 08/20/2044 0.09%
GNR 2015-168 IG IO 03.5000 03/20/2043 0.09%
GNR 2015-79 GI IO 05.0000 10/20/2039 0.09%
GNR 2015-H23 DI IO 01.8397 09/20/2065 0.09%
GNR 2015-H24 AI IO 01.5035 09/20/2065 0.09%
GNR 2016-H14 IO IO 01.6700 06/20/2066 0.09%
GNR 2017-160 AI IO 04.5000 10/20/2047 0.09%
GNR 2017-H11 DI IO 01.7873 05/20/2067 0.09%
GNR 2018-21 AI IO 03.5000 02/20/2048 0.09%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.09%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.09%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.09%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.09%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.09%
PETROLEOS MEXICANOS P/P 144A 05.3500 02/12/2028 0.09%
REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 0.09%
SPRINT CORP 07.2500 09/15/2021 0.09%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.09%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.09%
T-MOBILE USA INC 06.3750 03/01/2025 0.09%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.09%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.09%
WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 0.09%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.08%
ALTICE FRANCE SA P/P 144A 06.0000 05/15/2022 0.08%
BACM 2005-1 C 05.5041 11/10/2042 0.08%
BALTA 2005-7 21A1 03.9863 09/25/2035 0.08%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.08%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.08%
CCMFC 2006-4A A2 02.2711 11/25/2047 0.08%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.08%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.08%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.08%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.08%
CWALT 2006-45T1 2A7 02.4311 02/25/2037 0.08%
DISH DBS CORP 05.8750 11/15/2024 0.08%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.08%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.08%
FED REPUBLIC OF BRAZIL USD 04.6250 01/13/2028 0.08%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.08%
FNR 2013-41 IP IO 04.0000 05/25/2043 0.08%
FNR 2017-65 LI IO 04.0000 08/25/2047 0.08%
GNR 2013-34 IH IO 04.5000 03/20/2043 0.08%
GNR 2013-54 JI IO 03.5000 02/20/2043 0.08%
GNR 2014-71 PI IO 04.5000 12/20/2039 0.08%
GNR 2015-H10 BI IO 02.1056 04/20/2065 0.08%
GNR 2016-H17 KI IO 02.1052 07/20/2066 0.08%
GNR 2017-H02 BI IO 02.3476 01/20/2067 0.08%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.08%
HUSKY TLB L+300 05.2018 03/28/2025 0.08%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.08%
JO-ANN STORES 2NDL L+925 11.6038 05/21/2024 0.08%
JPALT 2007-A2 12A1 02.2911 06/25/2037 0.08%
LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 0.08%
MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 0.08%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.08%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 0.08%
REP OF INDONESIA P/P 144A 05.9500 01/08/2046 0.08%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037 0.08%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.08%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.08%
STACR 2016-HQA2 M3 07.2411 11/25/2028 0.08%
STACR 2016-HQA3 M3 05.9411 03/25/2029 0.08%
STACR 2017-DNA1 B1 07.0411 07/25/2029 0.08%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.08%
SWPTN LIABILITY 2YX28Y P 2.7175 USD 01/24/2019 BA 0.08%
SWPTN LIABILITY 2YX28Y R 2.7175 USD 01/24/2019 BA 0.08%
SWPTN LIABILITY 2YX30Y P 2.79 USD 02/15/2019 JP 0.08%
SWPTN LIABILITY 2YX30Y R 2.79 USD 02/15/2019 JP 0.08%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.08%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.08%
TRANSDIGM INC 06.3750 06/15/2026 0.08%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.08%
US CONCRETE INC 06.3750 06/01/2024 0.08%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.08%
VIRGIN MEDIA FIN PLC P/P 144A 04.5000 01/15/2025 0.08%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.08%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.08%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.08%
ADS INC P/P 144A 05.6250 11/15/2024 0.07%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.07%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 0.07%
APERGY CORP P/P 144A 06.3750 05/01/2026 0.07%
AVAYA TLB L+425 06.3232 12/15/2024 0.07%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.07%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.07%
CWALT 2006-OA7 1A1 02.6635 06/25/2046 0.07%
FHR 4484 TI IO 03.5000 11/15/2044 0.07%
FHR 4678 MS IO 05.1072 04/15/2047 0.07%
FNR 2013-40 YI IO 03.5000 06/25/2042 0.07%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.07%
GNR 2010-20 UI IO 05.0000 02/20/2040 0.07%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.07%
GNR 2012-8 PI IO 04.0000 05/20/2041 0.07%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.07%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.07%
GNR 2013-37 LI IO 03.5000 01/20/2042 0.07%
GNR 2014-132 IO IO 05.0000 09/20/2044 0.07%
GNR 2014-163 NI IO 05.0000 02/20/2044 0.07%
GNR 2014-4 BI IO 04.0000 01/20/2044 0.07%
GNR 2015-131 BI IO 03.5000 06/20/2041 0.07%
GNR 2015-H01 BI IO 01.5578 01/20/2065 0.07%
GNR 2016-H06 CI IO 01.1921 02/20/2066 0.07%
GNR 2016-H24 JI IO 01.7220 11/20/2066 0.07%
GNR 2017-179 WI IO 05.0000 12/20/2047 0.07%
GNR 2017-H06 DI IO 01.7649 02/20/2067 0.07%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.07%
HCA INC 05.5000 06/15/2047 0.07%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.07%
HOUSTON FUEL TLB L+275 05.0900 06/19/2025 0.07%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.07%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.07%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.07%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.07%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.07%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.07%
NZD/USD 07/18/2018 UBS 0.07%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.07%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.07%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 0.07%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.07%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.07%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.07%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.07%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.07%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.07%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.07%
WAMU 2005-AR19 A1B3 02.4411 12/25/2045 0.07%
WAMU 2005-AR19 A1C4 02.4911 12/25/2045 0.07%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.07%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.07%
1.70 R ISWP FWD GBL6M P 09/19/2028 0.06%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.06%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.06%
ANTERO RESOURCES 05.3750 11/01/2021 0.06%
ARCELORMITTAL USD 07.0000 10/15/2039 0.06%
ASHTEAD CAPITAL INC P/P 144A 04.1250 08/15/2025 0.06%
BCAP 2012-RR5 4A8 02.1297 06/26/2035 0.06%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.06%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.06%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.06%
CAS 2015-C02 2M2 06.0911 05/25/2025 0.06%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.06%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.06%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.06%
CENTENE CORP 06.1250 02/15/2024 0.06%
CF INDUSTRIES INC 04.9500 06/01/2043 0.06%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.06%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.06%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.06%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.06%
CONSTELLIUM NV P/P 144A 05.8750 02/15/2026 0.06%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.06%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.06%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.06%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.06%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.06%
FHR 3919 SA IO 04.4268 09/15/2041 0.06%
FHR 4024 PI IO 04.5000 12/15/2041 0.06%
FHR 4077 IK IO 05.0000 07/15/2042 0.06%
FNR 2013-49 IP IO 03.5000 12/25/2042 0.06%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.06%
GNR 2012-106 QI IO 04.0000 07/20/2042 0.06%
GNR 2014-4 IC IO 04.0000 01/20/2044 0.06%
GNR 2014-46 SA IO 04.0163 03/20/2044 0.06%
GNR 2014-H06 BI IO 01.4782 02/20/2064 0.06%
GNR 2015-17 LI IO 03.5000 05/16/2040 0.06%
GNR 2017-136 IG IO 03.5000 02/20/2044 0.06%
GNR 2017-139 IG IO 03.5000 09/20/2047 0.06%
GNR 2017-38 DI IO 05.0000 03/16/2047 0.06%
GNR 2017-52 DI IO 05.5000 04/20/2047 0.06%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.06%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031 0.06%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.06%
INFOR US INC 06.5000 05/15/2022 0.06%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.06%
ITRON INC P/P 144A 05.0000 01/15/2026 0.06%
JPMBB 2014-C18 D P/P 144A 04.9744 02/15/2047 0.06%
JPMCC 2007-CB20 C P/P 144A 06.4413 02/12/2051 0.06%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.06%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.06%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.06%
MICROCHIP TEC CV 01.6250 02/15/2027 0.06%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.06%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.06%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.06%
PROVINCIA DE BUENOS P/P 144A 35.8577 05/31/2022 0.06%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.06%
REVLON CONS TLB L+350 05.5935 09/07/2023 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%
SERVICE CORP INTL 05.3750 01/15/2022 0.06%
SESI LLC 07.7500 09/15/2024 0.06%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.06%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.06%
SM ENERGY CO 06.5000 01/01/2023 0.06%
STACR 2018-DNA2 B1 05.7573 12/25/2030 0.06%
STANDARD IND INC P/P 144A 06.0000 10/15/2025 0.06%
SWPTN 1MX10Y R 2.965 USD 07/13/2018 GS 0.06%
SWPTN 2YX5Y P 2.203 USD 06/03/2019 BA 0.06%
SWPTN 2YX5Y P 2.205 USD 06/03/2019 BC 0.06%
SWPTN 3MX10Y R 2.89 USD 09/21/2018 MS 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%
SWPTN 5WX10Y R 2.9125 USD 07/23/2018 MS 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 2YX10Y P 2.413 USD 06/03/2019 BA 0.06%
SWPTN LIABILITY 2YX10Y P 2.42 USD 06/03/2019 CI 0.06%
SWPTN LIABILITY 2YX10Y R 2.413 USD 06/03/2019 BA 0.06%
SWPTN LIABILITY 2YX10Y R 2.42 USD 06/03/2019 CI 0.06%
SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 0.06%
T-MOBILE USA INC 05.3750 04/15/2027 0.06%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.06%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.06%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.06%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.06%
WINDSTREAM SRVC / FIN 06.3750 08/01/2023 0.06%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.06%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.06%
WYNDHAM DESTINATIONS INC 04.5000 04/01/2027 0.06%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.05%
AES CORP/THE 05.1250 09/01/2027 0.05%
ALPHA 2 BV P/P 144A 08.7500 06/01/2023 0.05%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.05%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.05%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.05%
BIOSCRIP INC 08.8750 02/15/2021 0.05%
BMIR 2017-1 B1 P/P 144A 06.8411 10/25/2027 0.05%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.05%
CALIFORNIA RESOURC TL L+475 06.8379 11/17/2022 0.05%
CAS 2018-C02 2B1 06.0911 08/25/2030 0.05%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.05%
CHESAPEAKE ENERGY 1.5L L+750 08.5000 08/23/2021 0.05%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.05%
CIT GROUP INC. 05.2500 03/07/2025 0.05%
CLEAR CHANNEL TLD L+675 08.8435 01/30/2019 0.05%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.05%
CONSTELLIUM NV P/P 144A 05.7500 05/15/2024 0.05%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.05%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.05%
CSFB 2005-C3 B 04.8820 07/15/2037 0.05%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.05%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.05%
FHR 4000 PI IO 04.5000 01/15/2042 0.05%
FHR 4122 TI IO 04.5000 10/15/2042 0.05%
FHR 4165 TI IO 03.0000 12/15/2042 0.05%
FHR 4199 CI IO 03.5000 12/15/2037 0.05%
FHS 311 S1 IO 03.8768 08/15/2043 0.05%
FHS 326 S2 IO 03.8768 03/15/2044 0.05%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.05%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.05%
FNR 2012-127 BI IO 04.5000 11/25/2042 0.05%
FNR 2013-35 PI IO 03.0000 02/25/2042 0.05%
FNR 2013-53 JI IO 03.0000 12/25/2041 0.05%
FNR 2015-88 QI IO 04.0000 10/25/2044 0.05%
FORTERRA TL L+300 05.0935 10/25/2023 0.05%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.05%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.05%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.05%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.05%
GNR 2012-146 IO IO 05.0000 12/20/2042 0.05%
GNR 2013-183 JI IO 04.5000 02/16/2043 0.05%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.05%
GNR 2014-25 MI IO 05.0000 11/20/2043 0.05%
GNR 2014-60 SE IO 04.0163 04/20/2044 0.05%
GNR 2014-62 CI IO 03.5000 02/20/2042 0.05%
GNR 2017-17 DI IO 03.5000 09/20/2043 0.05%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.05%
HCA INC 05.8750 03/15/2022 0.05%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.05%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.05%
JPMCC 2011-C3 E P/P 144A 05.8653 02/15/2046 0.05%
LBUBS 2006-C6 C 05.4820 09/15/2039 0.05%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.05%
MSC 2004-RR F7 P/P 144A 06.0000 04/28/2039 0.05%
NABORS IND INC P/P 144A 05.7500 02/01/2025 0.05%
NRG ENERGY INC 06.6250 01/15/2027 0.05%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.05%
OWENS CORNING 04.2000 12/01/2024 0.05%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.05%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.05%
PULTEGROUP INC. 07.8750 06/15/2032 0.05%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.05%
REP OF ARGENTINA USD 06.6250 07/06/2028 0.05%
REPUBLIC OF INDONESIA REGS 04.8750 05/05/2021 0.05%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.05%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.05%
SEK/USD 09/19/2018 SSBT 0.05%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.05%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.05%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP 0.05%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP 0.05%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.05%
TENNANT CO 05.6250 05/01/2025 0.05%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.05%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.05%
TRANSDIGM INC 06.5000 07/15/2024 0.05%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.05%
USG CORP P/P 144A 04.8750 06/01/2027 0.05%
VALEANT PHARMA P/P 144A 07.0000 03/15/2024 0.05%
VALEANT PHARMA P/P 144A 09.2500 04/01/2026 0.05%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.05%
VERTIV TLB L+400 06.0999 11/15/2023 0.05%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.05%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.04%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.04%
ARCELORMITTAL USD 06.1250 06/01/2025 0.04%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.04%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.04%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.04%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.04%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.04%
CALPINE CORPORATION 05.7500 01/15/2025 0.04%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.04%
CAS 2014-C03 2M2 04.9911 07/25/2024 0.04%
CAS 2015-C02 1M2 06.0911 05/25/2025 0.04%
CAS 2017-C02 2M2 05.7411 09/25/2029 0.04%
CEC ENT INC 08.0000 02/15/2022 0.04%
CEMEX P/P 144A 05.7000 01/11/2025 0.04%
CHEMOURS CO 07.0000 05/15/2025 0.04%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.04%
CINEMARK USA INC 04.8750 06/01/2023 0.04%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.04%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.04%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.04%
CPTFEMU R 1.4 P 07/15/27 0.04%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 0.04%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.04%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.04%
CSC HOLDINGS LLC P/P 144A 10.8750 10/15/2025 0.04%
DISH NETWORK CV 03.3750 08/15/2026 0.04%
EAGLECLAW MID TL L+425 06.4211 06/30/2024 0.04%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 0.04%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.04%
ENRGY TRANS PT/REG FIN 05.0000 10/01/2022 0.04%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.04%
EXTRACTION OIL & GAS P/P 144A 05.6250 02/01/2026 0.04%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.04%
FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 0.04%
FNR 2010-35 SG IO 04.3089 04/25/2040 0.04%
FNR 2012-30 HI IO 04.5000 12/25/2040 0.04%
FNR 2013-115 CI IO 04.0000 02/25/2043 0.04%
FNR 2013-60 IP IO 04.0000 10/25/2042 0.04%
FRAC TECH INTL TLB L+475 06.8435 04/16/2021 0.04%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.04%
FXI HOLDINGS INC P/P 144A 07.8750 11/01/2024 0.04%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.04%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.04%
GNR 2013-165 IL IO 04.0000 03/20/2043 0.04%
GNR 2013-167 IO IO 04.5000 09/20/2040 0.04%
GNR 2013-182 SY IO 04.0163 12/20/2043 0.04%
GNR 2013-27 IJ IO 04.0000 02/20/2043 0.04%
GNR 2014-163 PI IO 04.0000 10/20/2043 0.04%
GNR 2014-4 PI IO 05.0000 12/16/2043 0.04%
GNR 2014-58 SA IO 04.0163 04/20/2044 0.04%
GNR 2015-134 LI IO 03.5000 05/20/2039 0.04%
GNR 2015-79 MI IO 04.0000 05/20/2044 0.04%
GNR 2017-79 IB IO 05.5000 05/20/2047 0.04%
HCA INC 05.2500 06/15/2026 0.04%
JAGGED PEAK ENERGY P/P 144A 05.8750 05/01/2026 0.04%
JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 0.04%
JAZZ INVESTME USD 01.8750 08/15/2021 0.04%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 0.04%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.04%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.04%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.04%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.04%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.04%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.04%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.04%
MERCER INTL INC USD 06.5000 02/01/2024 0.04%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.04%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.04%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.04%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.04%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.04%
OSHKOSH CORP 05.3750 03/01/2025 0.04%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.04%
PETROBRAS GLOBAL FINANCE REGS 05.9990 01/27/2028 0.04%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.04%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 0.04%
RACKSPACE HOSTING INC L+300 05.3631 11/03/2023 0.04%
REYNOLDS GROUP TL L+300 04.8435 02/05/2023 0.04%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.04%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.04%
STACR 2017-HQA1 M2 05.6411 08/25/2029 0.04%
STACR 2017-HQA3 04.4411 04/25/2030 0.04%
STARWOOD PROP TR P/P 144A 04.7500 03/15/2025 0.04%
STEARNS HOLDINGS LLC P/P 144A 09.3750 08/15/2020 0.04%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.04%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.04%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.04%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP 0.04%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP 0.04%
SWPTN 1YX30Y P 3.031 USD 06/14/2019 CI 0.04%
SWPTN 5WX10Y R 2.89 USD 07/25/2018 BC 0.04%
SWPTN 5WX10Y R 2.945 USD 07/09/2018 CI 0.04%
SWPTN 6MX2Y P 2.8225 USD 10/03/2018 MS 0.04%
SWPTN LIABILITY 2YX20Y P 2.36 USD 11/12/2019 JP 0.04%
SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 0.04%
T-MOBILE USA INC 04.7500 02/01/2028 0.04%
T-MOBILE USA INC 06.0000 03/01/2023 0.04%
TALBOTS INC 1STL L+450 06.5935 03/19/2020 0.04%
TALBOTS INC 2NDL L+850 10.5935 03/19/2021 0.04%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.04%
TENNECO INC 05.3750 12/15/2024 0.04%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.04%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.04%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.04%
TRONOX INC P/P 144A 06.5000 04/15/2026 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%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.04%
VALEANT PHARMA P/P 144A 08.5000 01/31/2027 0.04%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.04%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.04%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 0.04%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 0.04%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.04%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.04%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.04%
0.4419 R ISWP EUR006M P 01/30/2023 0.03%
0.95 R ISWP FWD EUR006M P 09/19/2028 0.03%
1.955 R ISWP HKL3M P 04/23/2019 0.03%
1.96625 R ISWP HKL3M P 04/24/2019 0.03%
1.972 R ISWP FWD HKL3M P 04/25/2019 0.03%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.03%
ACADEMY SPORTS TLB L+400 06.0916 07/02/2022 0.03%
AIRBUS SE REGS 00.0000 06/14/2021 0.03%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.03%
ALTICE LUXEMBOURG SA REGS 06.2500 02/15/2025 0.03%
AMERICA MOVIL SAB DE CV REGS 00.0000 05/28/2020 0.03%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.03%
ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 0.03%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.03%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.03%
CCO HOLDINGS LLC P/P 144A 05.1250 05/01/2027 0.03%
CENTENE CORP 04.7500 05/15/2022 0.03%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.03%
CMLTI 2007-AMC3 A2B 02.2711 03/25/2037 0.03%
CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021 0.03%
CONTINENTAL RES 04.5000 04/15/2023 0.03%
CPTFEMU R 1.4275 P 08/15/27 0.03%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 0.03%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.03%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.03%
DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 0.03%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.03%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.03%
ENSCO PLC USD 07.7500 02/01/2026 0.03%
EUROPCAR GROUPE SA REGS 04.1250 11/15/2024 0.03%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.03%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.03%
FHR 4020 IA IO 04.0000 03/15/2027 0.03%
FNR 2012-36 SN IO 04.3589 04/25/2042 0.03%
FNR 2013-18 SB IO 04.0589 10/25/2041 0.03%
FNR 2013-44 PI IO 04.0000 01/25/2043 0.03%
FRONTIER COMM 10.5000 09/15/2022 0.03%
GENON ENERGY INC. 09.8750 10/15/2020 0.03%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.03%
GNR 2010-20 SC IO 04.0663 02/20/2040 0.03%
GNR 2012-56 IB IO 04.0000 04/20/2042 0.03%
GNR 2012-92 AI IO 03.5000 04/20/2042 0.03%
GNR 2012-H29 AI IO 01.4624 10/20/2062 0.03%
GNR 2012-H29 FI IO 01.4624 10/20/2062 0.03%
GNR 2013-102 IP IO 03.5000 06/20/2043 0.03%
GNR 2013-129 SN IO 04.0663 09/20/2043 0.03%
GNR 2013-28 IO IO 03.5000 02/20/2043 0.03%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.03%
GNR 2013-99 VS IO 04.0149 07/16/2043 0.03%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.03%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.03%
GSMS 2012-GC6 D P/P 144A 05.8403 01/10/2045 0.03%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.03%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.03%
INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 0.03%
JO-ANN STORES TL L+500 07.5094 10/16/2023 0.03%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.03%
JPMCC 2005-LDP4 C 05.8601 10/15/2042 0.03%
KRONOS 2NDL L+825 10.6080 11/01/2024 0.03%
LENNAR CORP 05.8750 11/15/2024 0.03%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 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 ENTERTAI P/P 144A 05.6250 03/15/2026 0.03%
LLOYDS BANKING GROUP P/P 144A 06.6570 05/21/2037 0.03%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.03%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.03%
MEDICINES CO CV 02.5000 01/15/2022 0.03%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.03%
MERCER INTL INC P/P 144A 05.5000 01/15/2026 0.03%
METLIFE INC P/P 144A 09.2500 04/08/2038 0.03%
MICRON TECHNO CV 03.0000 11/15/2043 0.03%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 0.03%
MURRAY ENERGY TLB2 L+725 09.3435 04/17/2020 0.03%
NATIONSTAR MORT/ 07.8750 10/01/2020 0.03%
NEIMAN MARCUS TL L+325 05.2630 10/25/2020 0.03%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.03%
NETFLIX INC P/P 144A 05.8750 11/15/2028 0.03%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.03%
NRG ENERGY INC 07.2500 05/15/2026 0.03%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.03%
ORYX TLB L+325 05.2672 02/28/2025 0.03%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.03%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.03%
PQ CORP P/P 144A 05.7500 12/15/2025 0.03%
QEP RESOURCES INC 05.6250 03/01/2026 0.03%
REALPAGE INC CV 01.5000 11/15/2022 0.03%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.03%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.03%
ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 0.03%
ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 0.03%
SEK/USD 09/19/2018 JPMCB 0.03%
SINCLAIR TELEVISION P/P 144A 05.1250 02/15/2027 0.03%
SM ENERGY CO 05.0000 01/15/2024 0.03%
SM ENERGY CO 06.5000 11/15/2021 0.03%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.03%
STACR 2014-HQ3 M3 06.8411 10/25/2024 0.03%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.03%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.03%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP 0.03%
SWPTN 12YX10Y P 2.725 USD 11/08/2029 GS 0.03%
SWPTN 1YX30Y R 1.673 GBP 10/05/2018 GS 0.03%
SWPTN 2YX10Y P 2.2525 USD 11/12/2019 JP 0.03%
SWPTN 2YX8Y P 2.5925 USD 01/24/2019 BA 0.03%
SWPTN 3MX2Y R 3.056 USD 09/12/2018 CS 0.03%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS 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 7YX5Y R 2.647 USD 06/03/2024 BA 0.03%
SWPTN 7YX5Y R 2.654 USD 06/03/2024 CI 0.03%
SWPTN LIABILITY 2YX20Y R 2.875 USD 11/18/2019 GS 0.03%
SWPTN LIABILITY 2YX30Y P 2.43 USD 11/13/2019 MS 0.03%
SWPTN LIABILITY 2YX30Y R 2.826 USD 11/08/2019 JP 0.03%
TAKKO LUX 2 SCA REGS 05.3750 11/15/2023 0.03%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.03%
TENDAM BRANDS SAU REGS 05.0000 09/15/2024 0.03%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.03%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.03%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.03%
UNILABS SUBHOLD REGS 05.7500 05/15/2025 0.03%
VALEANT PHARMA P/P 144A 09.0000 12/15/2025 0.03%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.03%
WHITING PETROLEUM C P/P 144A 06.6250 01/15/2026 0.03%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.03%
WPX ENERGY INC 05.7500 06/01/2026 0.03%
ZIGGO BOND FIN BV P/P 144A 04.6250 01/15/2025 0.03%
0.378 R ISWP EUR006M P 01/24/2023 0.02%
0.50 R ISWP FWD CHL6M P 09/19/2028 0.02%
1.3325 R ISWP SES3M P 01/24/2028 0.02%
1.3775 R ISWP SES3M P 01/30/2028 0.02%
2.79375 R ISWP US0003M P 06/07/2020 0.02%
3.15 R ISWP FWD NFIX3MID P 09/19/2028 0.02%
A SCHULMAN INC 06.8750 06/01/2023 0.02%
AES CORP/THE 04.5000 03/15/2023 0.02%
AIR METHODS TLB L+350 04.7964 04/21/2024 0.02%
AKAMAI TECH P/P 144A CV 00.1250 05/01/2025 0.02%
AKER BP ASA P/P 144A 05.8750 03/31/2025 0.02%
ALCOA NEDERLAND HLDG P/P 144A 06.1250 05/15/2028 0.02%
ALTABA INC CV 00.0000 12/01/2018 0.02%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 0.02%
AMC ENT HOLDIN 05.8750 11/15/2026 0.02%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.02%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.02%
ARD SECURITIES FIN P/P 144A 08.7500 01/31/2023 0.02%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.02%
BOYD GAMING CORP P/P 144A 06.0000 08/15/2026 0.02%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.02%
BOYNE USA INC P/P 144A 07.2500 05/01/2025 0.02%
BSCMS 2006-PW11 C P/P 144A 05.2830 03/11/2039 0.02%
BWAY CORP TLB L+325 05.5875 04/03/2024 0.02%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.02%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.02%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.02%
CAS 2014-C02 1M2 04.6911 05/25/2024 0.02%
CAS 2016-C04 1M2 06.3411 01/25/2029 0.02%
CAS 2016-C05 2M2 06.5411 01/25/2029 0.02%
CCC INFO 2NDL L+675 08.8435 03/30/2025 0.02%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.02%
CENTENE CORP P/P 144A 05.3750 06/01/2026 0.02%
CHEMOURS CO 05.3750 05/15/2027 0.02%
CHENIERE ENERGY INC CV 04.2500 03/15/2045 0.02%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.02%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.02%
CIT GROUP INC. 05.0000 08/15/2022 0.02%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.02%
CLOVIS ONCOLOGY INC CV 01.2500 05/01/2025 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 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 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 CS 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.02%
COLONY STARWO CV 03.5000 01/15/2022 0.02%
COUPA SOFTW P/P 144A CV 00.3750 01/15/2023 0.02%
CPG INTL TL L+375 04.7500 05/05/2024 0.02%
CPTFEMU R 1.42 P 08/15/27 0.02%
CPTFEMU R 1.4475 P 09/15/27 0.02%
CPURNSA R 1.89 P 07/05/22 0.02%
CPURNSA R 1.9225 P 07/03/22 0.02%
CTRIP.COM INTL LTD USD 01.2500 09/15/2022 0.02%
CYPRESS SEMIC CV 04.5000 01/15/2022 0.02%
DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 0.02%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.02%
DYCOM IND INC CV 00.7500 09/15/2021 0.02%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.02%
ENERGIZER GAMM P/P 144A 06.3750 07/15/2026 0.02%
ENERGY TRANSFER EQUITY 05.5000 06/01/2027 0.02%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.02%
EVERBRIDGE INC CV 01.5000 11/01/2022 0.02%
FHR 4105 HI IO 03.5000 07/15/2041 0.02%
FHR 4210 PI IO 03.0000 12/15/2041 0.02%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 0.02%
FNR 2006-8 HP 16.8992 03/25/2036 0.02%
FNR 2012-145 TI IO 03.0000 11/25/2042 0.02%
FNR 2013-30 IP IO 03.0000 10/25/2041 0.02%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.02%
FNR 2013-70 CI IO 03.5000 01/25/2043 0.02%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.02%
GNR 2012-48 AI IO 03.5000 02/20/2036 0.02%
GNR 2013-24 PI IO 04.0000 11/20/2042 0.02%
GNR 2013-6 CI IO 05.0000 12/20/2042 0.02%
GNR 2013-6 IC IO 05.0000 01/20/2043 0.02%
HCA INC. 07.5000 02/15/2022 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033 0.02%
HUBSPOT INC CV 00.2500 06/01/2022 0.02%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.02%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.02%
INTEGRATED DE CV 00.8750 11/15/2022 0.02%
INTEL CORP CV 03.2500 08/01/2039 0.02%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.02%
ISTAR INC 05.2500 09/15/2022 0.02%
ISTAR INC 06.0000 04/01/2022 0.02%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.02%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.02%
JC PENNEY CORP INC 07.4000 04/01/2037 0.02%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.02%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.02%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.02%
JPMCC 2012-C8 E P/P 144A 04.8088 10/15/2045 0.02%
KAMAN CORP CV 03.2500 05/01/2024 0.02%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.02%
LHMC FINCO SARL P/P 144A 07.8750 12/20/2023 0.02%
LIBERTY EXPEDIA HOLD INC 144A 0.02%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.02%
LIVE NATION P/P 144A CV 02.5000 03/15/2023 0.02%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.02%
MLMT 2004-KEY2 D 05.0460 08/12/2039 0.02%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.02%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.02%
NETFLIX INC 05.8750 02/15/2025 0.02%
NICE SYS INC CV 01.2500 01/15/2024 0.02%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.02%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.02%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.02%
NOVAFIVES REGS 04.5000 06/30/2021 0.02%
NOVELLUS SYS CV 02.6250 05/15/2041 0.02%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.02%
NZD/USD 07/18/2018 BANKAM 0.02%
NZD/USD 07/18/2018 HSBCB 0.02%
NZD/USD 07/18/2018 SSBT 0.02%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.02%
ON SEMICONDUC CV 01.0000 12/01/2020 0.02%
ON SEMICONDUC CV 01.6250 10/15/2023 0.02%
OPTN FN30 3.0 07/05/18 CALL 96.4765625 JPMC 0.02%
OPTN FN30 3.5 09/06/18 PUT 98.8359375 JPMC 0.02%
OSI SYS INC CV 01.2500 09/01/2022 0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.02%
PETROLEOS MEXICANOS USD 06.6250 06/15/2038 0.02%
PLATFORM SPECIALTY P/P 144A 05.8750 12/01/2025 0.02%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.02%
PRICELINE.COM CV 00.3500 06/15/2020 0.02%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 0.02%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.02%
SEK/USD 09/19/2018 CSI-FX 0.02%
SEK/USD 09/19/2018 GSFX 0.02%
SEK/USD 09/19/2018 RBSF 0.02%
SEK/USD 09/19/2018 UBS 0.02%
SERVICENOW IN P/P CV 00.0000 06/01/2022 0.02%
SESI LLC 07.1250 12/15/2021 0.02%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.02%
SQUARE INC P/P 144A CV 00.5000 05/15/2023 0.02%
STACR 2015-HQ1 M3 05.8911 03/25/2025 0.02%
STACR 2016-DNA1 B 12.0911 07/25/2028 0.02%
SUPERNUS PH P/P 144A CV 00.6250 04/01/2023 0.02%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS 0.02%
SWPTN 12YX10Y P 3.005 USD 11/16/2029 GS 0.02%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP 0.02%
SWPTN 12YX10Y R 2.725 USD 11/08/2029 GS 0.02%
SWPTN 12YX10Y R 3.005 USD 11/16/2029 GS 0.02%
SWPTN 1YX10Y R 1.522 GBP 10/05/2018 GS 0.02%
SWPTN 2YX10Y P 2.47 USD 11/08/2019 GS 0.02%
SWPTN 2YX10Y P 2.7725 USD 11/18/2019 GS 0.02%
SWPTN 3MX10Y R 2.8475 USD 08/15/2018 CS 0.02%
SWPTN 3MX1Y P 3.005 USD 09/04/2018 GS 0.02%
SWPTN 3MX1Y P 3.04375 USD 09/11/2018 GS 0.02%
SWPTN 3MX1Y R 3.005 USD 09/04/2018 GS 0.02%
SWPTN 3MX1Y R 3.04375 USD 09/11/2018 GS 0.02%
SWPTN 3MX2Y P 2.895 USD 09/12/2018 JP 0.02%
SWPTN 3MX2Y R 2.895 USD 09/12/2018 CS 0.02%
SWPTN 4YX1Y R 2.25 USD 08/16/2021 JP 0.02%
SWPTN 4YX1Y R 2.2625 USD 08/16/2021 BA 0.02%
SWPTN 6MX2Y P 2.68 USD 07/16/2018 JP 0.02%
SWPTN 6MX2Y P 2.92875 USD 11/29/2018 MS 0.02%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS 0.02%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI 0.02%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP 0.02%
SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS 0.02%
SWPTN LIABILITY 2YX20Y P 2.584 USD 11/08/2019 GS 0.02%
SWPTN LIABILITY 2YX20Y P 2.875 USD 11/18/2019 GS 0.02%
SWPTN LIABILITY 2YX20Y R 2.584 USD 11/08/2019 GS 0.02%
SWPTN LIABILITY 2YX30Y P 2.615 USD 11/12/2019 CI 0.02%
SWPTN LIABILITY 2YX30Y R 2.615 USD 11/12/2019 CI 0.02%
T-MOBILE USA INC 04.5000 02/01/2026 0.02%
TARGA RES PRTNRS 05.3750 02/01/2027 0.02%
TECK RESOURCES LIMITED USD 04.7500 01/15/2022 0.02%
TELADOC INC P/P 144A CV 01.3750 05/15/2025 0.02%
TERADYNE INC CV 01.2500 12/15/2023 0.02%
THE AES CORPORATION 04.8750 05/15/2023 0.02%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.02%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.02%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.02%
UPC HOLDING BV P/P 144A 05.5000 01/15/2028 0.02%
VALEANT PHARMA P/P 144A 05.6250 12/01/2021 0.02%
VALEANT PHARMA P/P 144A 06.5000 03/15/2022 0.02%
VIRGIN MEDIA SECURED FIN REGS 05.1250 01/15/2025 0.02%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.02%
WAND MERGER CORP P/P 144A 08.1250 07/15/2023 0.02%
WEATHERFORD INTL LLC P/P 144A 09.8750 03/01/2025 0.02%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.02%
WERNER TLB L+400 05.2583 07/24/2024 0.02%
WILLIAMS COS INC 07.7500 06/15/2031 0.02%
WORKDAY INC P/P 144A CV 00.2500 10/01/2022 0.02%
-0.085 R ISWP SES3M P 01/30/2020 0.01%
-0.0925 R ISWP SES3M P 01/24/2020 0.01%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.01%
1.125 R ISWP SES3M P 11/10/2027 0.01%
1.13 R ISWP SES3M P 11/10/2027 0.01%
1.1575 R ISWP SES3M P 11/13/2027 0.01%
1.16 R ISWP SES3M P 11/13/2027 0.01%
1.20 R ISWP FWD SES3M P 09/19/2028 0.01%
1.80 R ISWP FWD NOKOIB6M P 09/19/2023 0.01%
1.96 R ISWP HKL3M P 04/27/2019 0.01%
1.965 R ISWP HKL3M P 04/24/2019 0.01%
2.55 R ISWP US0003M P 04/26/2019 0.01%
2.7725 R ISWP FWD US0003M P 03/21/2023 0.01%
3.00 R ISWP FWD US0003M P 09/19/2028 0.01%
3.11 R ISWP FWD US0003M P 02/27/2028 0.01%
6.715 R ISWP IN00O/N P 12/22/2022 0.01%
7.92 R ISWP JIBA3M P 01/25/2028 0.01%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.01%
AEROJET ROCK CV 02.2500 12/15/2023 0.01%
AIR TRANSPORT P/P 144A CV 01.1250 10/15/2024 0.01%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.01%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.01%
ALTICE FINANCING SA P/P 144A 07.5000 05/15/2026 0.01%
ALTICE FINCO S.A. P/P 144A 07.6250 02/15/2025 0.01%
BASF SE REGS 00.9250 03/09/2023 0.01%
BAYER AG REGS 00.0500 06/15/2020 0.01%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 0.01%
BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 0.01%
CAD/USD 07/18/2018 BCAP-FX 0.01%
CAESARS ENTERTAIN CORP CV 05.0000 10/01/2024 0.01%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.01%
CARBONITE INC CV 02.5000 04/01/2022 0.01%
CAS 2016-C06 1M2 06.3411 04/25/2029 0.01%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 05/01/2027 0.01%
CELLNEX TELECOM SA REGS 01.5000 01/16/2026 0.01%
CEMEX SAB DE CV USD 03.7200 03/15/2020 0.01%
CENTURYLINK INC 05.6250 04/01/2020 0.01%
CENTURYLINK INC 06.7500 12/01/2023 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CHC GRP LLC/FIN P/P USD 00.0000 10/01/2020 0.01%
CHEGG INC P/P 144A CV 00.2500 05/15/2023 0.01%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.01%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.01%
CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 0.01%
CITRIX SYSTEM CV 00.5000 04/15/2019 0.01%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 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 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CPURNSA R 2.05 P 12/06/22 0.01%
CPURNSA R 2.068 P 12/21/22 0.01%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.01%
DIAMOND BC BV REGS 05.6250 08/15/2025 0.01%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 0.01%
ENI SPA REGS 00.0000 04/13/2022 0.01%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.01%
EURONET WORLD CV 01.5000 10/01/2044 0.01%
EXACT SCIENCES CORP CV 01.0000 01/15/2025 0.01%
FHR 3408 EK 17.4506 04/15/2037 0.01%
FINISAR CORP CV 00.5000 12/15/2036 0.01%
FIRST DATA TL L+200 04.0911 04/26/2024 0.01%
FIRST QUANTUM MINERA P/P 144A 07.2500 05/15/2022 0.01%
FNS 374 6 IO 05.5000 08/25/2036 0.01%
FNS 378 19 IO 05.0000 06/25/2035 0.01%
FRESENIUS MEDICAL CARE A REGS 01.1250 01/31/2020 0.01%
FRONTIER COMM 11.0000 09/15/2025 0.01%
GBP/USD 09/19/2018 CSI-FX 0.01%
GBP/USD 09/19/2018 UBS 0.01%
GII30 06.500 1997 0.01%
GNR 2010-158 IP IO 04.5000 06/20/2039 0.01%
GNR 2010-168 PI IO 04.5000 11/20/2039 0.01%
GNR 2013-130 IB IO 05.0000 12/20/2040 0.01%
GNR 2014-108 IP IO 04.5000 12/20/2042 0.01%
GNR 2016-77 SL IO 04.0663 03/20/2043 0.01%
GREENBRIER C CV 02.8750 02/01/2024 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2036 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2038 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2040 0.01%
HERITAGE INS P/P 144A CV 05.8750 08/01/2037 0.01%
IAC FINANCECO P/P 144A CV 00.8750 10/01/2022 0.01%
IBERDROLA INTL BV REGS 00.0000 11/11/2022 0.01%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.01%
II-VI INC P/P 144A CV 00.2500 09/01/2022 0.01%
ILLUMINA INC CV 00.5000 06/15/2021 0.01%
INPHI CORP CV 00.7500 09/01/2021 0.01%
INSMED INC CV 01.7500 01/15/2025 0.01%
INSULET CORP P/P 144A CV 01.3750 11/15/2024 0.01%
IOS.FN30.500.10 P USL1M R 01/12/41 GS 0.01%
IOS.FN30.500.10 P USL1M R 01/12/41 JP 0.01%
IRONWOOD PHAR CV 02.2500 06/15/2022 0.01%
JPMORGAN CHASE FIN CV 00.2500 05/01/2023 0.01%
JPY/USD 08/16/2018 BANKAM 0.01%
KRONOS TLB L+300 05.2225 11/01/2023 0.01%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.01%
LLOYDS BANK PLC 13.0000 01/29/2049 0.01%
MACQUARIE INFRASTRUCTU CV 02.0000 10/01/2023 0.01%
MARINE HARVEST ASA REGS 00.1250 11/05/2020 0.01%
MERCER INTL INC USD 07.7500 12/01/2022 0.01%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.01%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.01%
MTU AERO ENGINES AG REGS 00.1250 05/17/2023 0.01%
NEUROCRINE CV 02.2500 05/15/2024 0.01%
NEVRO CORP CV 01.7500 06/01/2021 0.01%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.01%
NINE POINT ENERGY COM 0.01%
NOK/USD 09/19/2018 BANKAM 0.01%
NOK/USD 09/19/2018 JPMCB 0.01%
NUANCE COMM CV 01.2500 04/01/2025 0.01%
NUTANIX INC P/P 144A CV 00.0000 01/15/2023 0.01%
NZD/USD 07/18/2018 CSI-FX 0.01%
NZD/USD 07/18/2018 GSFX 0.01%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.01%
OKTA INC P/P 144A CV 00.2500 02/15/2023 0.01%
OPTN FN30 2.5 07/05/18 CALL 93.21875 JPMC 0.01%
OPTN FN30 3.5 09/06/18 PUT 98.5234375 JPMC 0.01%
OPTN FN30 3.5 09/06/18 PUT 98.6796875 JPMC 0.01%
PACIRA PHARMA CV 02.3750 04/01/2022 0.01%
PATRICK INDS P/P 144A CV 01.0000 02/01/2023 0.01%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 0.01%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.01%
PRICELINE GRO CV 00.9000 09/15/2021 0.01%
PROOFPOINT IN CV 00.7500 06/15/2020 0.01%
RAG-STIFTUNG REGS 00.0000 02/18/2021 0.01%
RED HAT INC CV 00.2500 10/01/2019 0.01%
RINGCENTRAL P/P 144A CV 00.0000 03/15/2023 0.01%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.01%
SAFRAN SA CV PFD 0.01%
SCHAEFFLER VERWA P/P 144A 04.7500 09/15/2026 0.01%
SCORPIO TANKERS INC P/P 144A 02.3750 07/01/2019 0.01%
SEK/USD 09/19/2018 BANKAM 0.01%
SEK/USD 09/19/2018 BCAP-FX 0.01%
SEK/USD 09/19/2018 CITI 0.01%
SEK/USD 09/19/2018 HSBCB 0.01%
SEMGROUP CORP 06.3750 03/15/2025 0.01%
SERVICE CORP INTL 04.6250 12/15/2027 0.01%
SIEMENS FINANCIERINGSMAT REGS 01.6500 08/16/2019 0.01%
SOCIALIST REP OF VIE P/P 144A 04.8000 11/19/2024 0.01%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.01%
SQUARE INC CV 00.3750 03/01/2022 0.01%
STARWOOD PROP TR CV 04.0000 01/15/2019 0.01%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.01%
STMICROELECTRONICS N.V. REGS 00.0000 07/03/2022 0.01%
STMICROELECTRONICS NV REGS 00.2500 07/03/2024 0.01%
SUEZ CV PFD 0.01%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS 0.01%
SWPTN 14WX10Y P 3.255 USD 09/04/2018 BC 0.01%
SWPTN 14WX10Y R 2.655 USD 09/04/2018 BC 0.01%
SWPTN 14WX10Y R 2.745 USD 08/28/2018 MS 0.01%
SWPTN 14WX2Y R 2.8 USD 07/25/2018 CS 0.01%
SWPTN 2YX10Y R 2.7725 USD 11/18/2019 GS 0.01%
SWPTN 2YX3Y P 2.43 USD 02/15/2019 BC 0.01%
SWPTN 2YX5Y P 2.155 USD 11/13/2019 MS 0.01%
SWPTN 2YX5Y P 2.34 USD 11/12/2019 CI 0.01%
SWPTN 2YX5Y P 2.553 USD 11/08/2019 JP 0.01%
SWPTN 3MX10Y R 2.884 USD 07/17/2018 CI 0.01%
SWPTN 3MX1Y P 2.7 USD 09/04/2018 GS 0.01%
SWPTN 3MX1Y P 2.73375 USD 09/11/2018 GS 0.01%
SWPTN 3MX1Y R 2.7 USD 09/04/2018 GS 0.01%
SWPTN 3MX1Y R 2.73375 USD 09/11/2018 GS 0.01%
SWPTN 3MX2Y P 2.895 USD 09/12/2018 CS 0.01%
SWPTN 3MX2Y P 3.056 USD 09/12/2018 CS 0.01%
SWPTN 5WX10Y R 2.85 USD 07/25/2018 CS 0.01%
SWPTN 6WX10Y R 2.826 USD 08/03/2018 CI 0.01%
SWPTN 6WX10Y R 2.865 USD 07/30/2018 JP 0.01%
SWPTN LIABILITY 2YX20Y R 2.36 USD 11/12/2019 JP 0.01%
SWPTN LIABILITY 2YX30Y P 2.826 USD 11/08/2019 JP 0.01%
SWPTN LIABILITY 2YX30Y R 2.43 USD 11/13/2019 MS 0.01%
SYMRISE AG REGS 00.2375 06/20/2024 0.01%
T-MOBILE USA INC. 04.0000 04/15/2022 0.01%
TELEFONICA PARTICIPACION REGS 00.0000 03/09/2021 0.01%
TELENOR EAST HOLDING II REGS 00.2500 09/20/2019 0.01%
TESLA INC CV 02.3750 03/15/2022 0.01%
TIAAC 2003-1A E 144A 08.0000 12/28/2038 0.01%
TOTAL SA REGS 00.5000 12/02/2022 0.01%
TRANSDIGM INC 06.5000 05/15/2025 0.01%
TTM TECHNOLOGIES INC CV 01.7500 12/15/2020 0.01%
TWD/USD 08/16/2018 BANKAM 0.01%
TWITTER INC CV 01.0000 09/15/2021 0.01%
TWITTER INC P/P 144A CV 00.2500 06/15/2024 0.01%
UKRPI P 3.34 R 02/15/28 0.01%
UKRPI P 3.4025 R 03/15/28 0.01%
UNIBAIL-RODAMCO SE CV PFD 0.01%
VALEANT PHARMA P/P 144A 05.5000 11/01/2025 0.01%
VALEO SA REGS 00.0000 06/16/2021 0.01%
VECTOR GROUP LTD CV 01.7500 04/15/2020 0.01%
VEOLIA ENVIRONNEMENT SA CV PFD 0.01%
VOCERA COMM P/P 144A CV 01.5000 05/15/2023 0.01%
VODAFONE GROUP PLC REGS 00.0000 11/26/2020 0.01%
WAND MERGER CORP P/P 144A 09.1250 07/15/2026 0.01%
WAYFAIR INC P/P 144A CV 00.3750 09/01/2022 0.01%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.01%
WENDEL SA CV PFD 0.01%
WESTERN DI P/P 144A CV 01.5000 02/01/2024 0.01%
WFRBS 2011-C5 E P/P 144A 05.8594 11/15/2044 0.01%
WHITING PETRO CV 01.2500 04/01/2020 0.01%
WIX LTD P/P 144A 00.0000 07/01/2023 0.01%
WPX ENERGY INC 06.0000 01/15/2022 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
WRIGHT MEDCL CV 02.0000 02/15/2020 0.01%
-0.05 R ISWP FWD CHL6M P 09/19/2023 0.00%
-0.104 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.124 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.1249 R ISWP EUR006M P 01/30/2020 0.00%
-0.14 R ISWP EUR006M P 01/24/2020 0.00%
-0.2225 R ISWP SES3M P 11/13/2019 0.00%
-0.23 R ISWP SES3M P 11/13/2019 0.00%
-0.245 R ISWP SES3M P 11/10/2019 0.00%
-0.246 R ISWP SES3M P 11/10/2019 0.00%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.00%
0.00 R ISWP BZDIOVRA P 01/04/2021 0.00%
0.09 R ISWP JPL6M P 12/19/2022 0.00%
0.135 R ISWP JPL6M P 01/15/2023 0.00%
0.148 R ISWP JPL6M P 02/16/2023 0.00%
0.29 R ISWP JPL6M P 12/19/2027 0.00%
0.30 R ISWP FWD EUR006M P 09/19/2023 0.00%
0.365 R ISWP JPL6M P 01/15/2028 0.00%
0.366 R ISWP JPL6M P 02/16/2028 0.00%
0.50 R ISWP FWD SES3M P 09/19/2023 0.00%
0.551 R ISWP FWD EUR006M P 06/20/2023 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%
0.895 R ISWP FWD EUR006M P 08/01/2028 0.00%
1.151 R ISWP FWD EUR006M P 06/20/2028 0.00%
1.35 R ISWP FWD GBL6M P 09/19/2023 0.00%
1.451 R ISWP FWD GBL6M P 06/20/2023 0.00%
1.651 R ISWP FWD GBL6M P 06/20/2028 0.00%
1.863 R ISWP FWD GBL6M P 09/22/2032 0.00%
2.20 R ISWP FWD NOKOIB6M P 09/19/2028 0.00%
2.427 R ISWP AUDBB6M P 11/03/2022 0.00%
2.4525 R ISWP AUDBB6M P 11/15/2022 0.00%
2.50 R ISWP FWD CDOR03 P 09/19/2023 0.00%
2.5371 R ISWP US0003M P 05/01/2019 0.00%
2.547 R ISWP US0003M P 04/25/2019 0.00%
2.60 R ISWP FWD CDOR03 P 09/19/2028 0.00%
2.90 R ISWP FWD AUDBB6M P 09/19/2028 0.00%
2.90 R ISWP FWD US0003M P 09/19/2023 0.00%
2.9035 R ISWP US0003M P 06/27/2023 0.00%
2.91024 R ISWP US0003M P 07/02/2028 0.00%
2.92287 R ISWP US0003M P 07/03/2028 0.00%
2.9245 R ISWP US0003M P 07/03/2028 0.00%
2.92594 R ISWP US0003M P 07/03/2028 0.00%
2.9398 R ISWP US0003M P 06/28/2028 0.00%
2.9715 R ISWP US0003M P 06/26/2028 0.00%
2.98 R ISWP FWD US0003M P 07/27/2028 0.00%
3.00 R ISWP FWD US0003M P 09/19/2048 0.00%
3.05125 R ISWP FWD US0003M P 03/07/2028 0.00%
3.925 P ISWP MYR-KLI3M R 12/12/2022 JP 0.00%
6.66 R ISWP IN00O/N P 12/20/2022 0.00%
7.48 R ISWP JIBA3M P 10/31/2020 0.00%
7.77 R ISWP MXIBTIIE P 06/26/2023 0.00%
8.005 R ISWP MXIBTIIE P 06/16/2023 0.00%
8.02 R ISWP MXIBTIIE P 06/16/2023 0.00%
8.12 R ISWP MXIBTIIE P 12/24/2026 0.00%
8.20 R ISWP MXIBTIIE P 01/07/2027 0.00%
8.365 R ISWP JIBA3M P 10/31/2027 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2019 0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
BEKAERT SA REGS 00.0000 06/09/2021 0.00%
BRL/USD 10/02/2018 GSFX 0.00%
CAD/USD 07/18/2018 BANKAM 0.00%
CAD/USD 07/18/2018 GSFX 0.00%
CAD/USD 07/18/2018 JPMCB 0.00%
CAD/USD 07/18/2018 SSBT 0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 0.00%
CGCMT 2006-C4 B 06.3950 03/15/2049 0.00%
CHF/USD 09/19/2018 JPMCB 0.00%
CINEMARK USA INC 05.1250 12/15/2022 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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 DE 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CONCORDIA INTL P/P 144A 07.0000 04/15/2023 0.00%
CSMC 2006-C5 AX IO 00.8766 12/15/2039 0.00%
DP WORLD LTD REGS 01.7500 06/19/2024 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/SEK PUT 10.00 20180809 HSBCB 0.00%
EUR/USD 09/19/2018 BANKAM 0.00%
EUR/USD 09/19/2018 BCAP-FX 0.00%
EUR/USD 09/19/2018 CITI 0.00%
EUR/USD 09/19/2018 CSI-FX 0.00%
EUR/USD 09/19/2018 GSFX 0.00%
EUR/USD 09/19/2018 JPMCB 0.00%
EUR/USD 09/19/2018 RBSF 0.00%
EUR/USD 09/19/2018 SSBT 0.00%
EUR/USD 09/19/2018 UBS 0.00%
EURO-BTP FUTURE SEP18 IKU8 0.00%
EURO-BUND FUTURE SEP18 RXU8 0.00%
EURO-OAT FUTURE SEP18 OATU8 0.00%
FHR 1208 F PO 00.0000 02/15/2022 0.00%
FHR 3314 PO PO 00.0000 11/15/2036 0.00%
FHR 3326 WF 00.0000 10/15/2035 0.00%
FNGT 1998-T2 A4 IO 06.5000 10/25/2036 0.00%
FNGT 2000-T6 IO IO 00.7166 11/25/2040 0.00%
FNR 1999-51 N PO 00.0000 09/17/2029 0.00%
FNR 2001-50 BI IO 00.3880 10/25/2041 0.00%
FNR 2005-83 QP 11.9571 11/25/2034 0.00%
FNS 366 22 IO 04.5000 10/25/2035 0.00%
FNS 399 2 IO 05.5000 11/25/2039 0.00%
FNS 404 2 IO 04.5000 05/25/2040 0.00%
FNS 405 2 IO 04.0000 10/25/2040 0.00%
FNW 2002-W8 IO1 IO 00.3025 06/25/2042 0.00%
FSPC T-57 1AX IO 00.3653 07/25/2043 0.00%
GBP/USD 09/19/2018 BANKAM 0.00%
GBP/USD 09/19/2018 CITI 0.00%
GBP/USD 09/19/2018 GSFX 0.00%
GBP/USD 09/19/2018 JPMCB 0.00%
GBP/USD 09/19/2018 SSBT 0.00%
GMACC 2004-C3 B 04.9650 12/10/2041 0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036 0.00%
GNR 2011-140 BI IO 04.5000 12/20/2040 0.00%
GNR 2011-41 BI IO 05.0000 05/20/2040 0.00%
GNR 2013-16 IB IO 05.0000 10/20/2040 0.00%
GSMS 2005-GG4 XC IO P/P 144A 01.5915 07/10/2039 0.00%
HKD/USD 08/16/2018 BCAP-FX 0.00%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.00%
IOS.FN30.300.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.300.13 P USL1M R 01/12/44 GS 0.00%
IOS.FN30.300.13 R USL1M P 01/12/44 CS 0.00%
IOS.FN30.350.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.350.12 P USL1M R 01/12/43 GS 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.FN30.350.14 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 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 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 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 P USL1M R 01/12/42 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 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.450.10 R USL1M P 01/12/41 BA 0.00%
IOS.FN30.450.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.450.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.450.11 R USL1M P 01/12/42 CS 0.00%
IOS.FN30.500.09 R USL1M P 01/12/40 CS 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 R USL1M P 01/12/41 BC 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 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.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 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%
IOS.GII30.500.10 R USL1M P 01/12/41 GS 0.00%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.00%
JPY/USD 08/16/2018 BCAP-FX 0.00%
JPY/USD 08/16/2018 CSI-FX 0.00%
JPY/USD 08/16/2018 GSFX 0.00%
JPY/USD 08/16/2018 HSBCB 0.00%
JPY/USD 08/16/2018 JPMCB 0.00%
JPY/USD 08/16/2018 RBSF 0.00%
JPY/USD 08/16/2018 SSBT 0.00%
JPY/USD 08/16/2018 UBS 0.00%
JPY/USD 08/16/2018 WPAC 0.00%
KCA DEUTAG TL L+525 07.8058 05/16/2020 0.00%
LIBERTY MEDIA CV 01.0000 01/30/2023 0.00%
LVMH MOET HENNESSY VUITT CV PFD 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.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 DE 0.00%
MBX.FN30.450.09 P USL1M R 01/12/40 GS 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.450.10 R USL1M P 01/12/41 BC 0.00%
MBX.FN30.500.09 P USL1M R 01/12/40 GS 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CS 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CS 0.00%
MBX.FN30.550.08 P USL1M R 01/12/39 BC 0.00%
MBX.FN30.550.08 R USL1M P 01/12/39 GS 0.00%
MBX.FN30.600.08 P USL1M R 01/12/39 BC 0.00%
MBX.FN30.600.08 P USL1M R 01/12/39 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 BC 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 CS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 DE 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.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 R USL1M P 01/12/38 GS 0.00%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.00%
MBX.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MEZZ 2007-C5 X IO P/P 144A 06.2264 12/15/2049 0.00%
NAVISTAR INTL CV 04.7500 04/15/2019 0.00%
NOK/SEK PUT 1.0735 20180712 HSBCB 0.00%
NOK/SEK PUT 1.075 20180712 BCAP-FX 0.00%
NOK/SEK PUT 1.075 20180712 GSFX 0.00%
NOK/USD 09/19/2018 BCAP-FX 0.00%
NOK/USD 09/19/2018 CITI 0.00%
NOK/USD 09/19/2018 GSFX 0.00%
NOK/USD 09/19/2018 SSBT 0.00%
NOK/USD 09/19/2018 UBS 0.00%
OPTN FN30 2.5 07/05/18 PUT 93.21875 JPMC 0.00%
OPTN FN30 3.0 07/05/18 PUT 96.4765625 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 97.875 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 98.03125 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 98.1875 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 98.234375 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 98.390625 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 98.546875 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 98.59375 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 98.75 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 98.90625 JPMC 0.00%
OPTN FN30 3.5 09/06/18 PUT 97.3828125 JPMC 0.00%
OPTN FN30 3.5 09/06/18 PUT 97.5390625 JPMC 0.00%
OPTN FN30 3.5 09/06/18 PUT 97.6953125 JPMC 0.00%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.00%
SERVICENOW CV 00.0000 11/01/2018 0.00%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STRIP 2003-1A N P/P 144A 01.1984 03/24/2019 0.00%
SWPTN 1MX10Y P 2.9425 USD 07/02/2018 BC 0.00%
SWPTN 1MX10Y P 2.9525 USD 07/02/2018 MS 0.00%
SWPTN 1MX10Y P 3.05 USD 07/13/2018 GS 0.00%
SWPTN 1MX10Y P 3.0625 USD 07/02/2018 MS 0.00%
SWPTN 1MX10Y P 3.135 USD 07/13/2018 GS 0.00%
SWPTN 1MX10Y R 2.8425 USD 07/02/2018 MS 0.00%
SWPTN 1MX10Y R 2.9425 USD 07/02/2018 BC 0.00%
SWPTN 1YX1Y R 0.882 GBP 11/05/2018 JP 0.00%
SWPTN 1YX1Y R 1.9175 USD 10/04/2018 GS 0.00%
SWPTN 1YX1Y R 1.919 USD 08/15/2018 JP 0.00%
SWPTN 1YX1Y R 1.9325 USD 08/16/2018 BA 0.00%
SWPTN 1YX1Y R 2.25 USD 08/15/2018 JP 0.00%
SWPTN 1YX1Y R 2.2625 USD 08/16/2018 BA 0.00%
SWPTN 1YX1Y R 2.3025 USD 10/04/2018 GS 0.00%
SWPTN 1YX5Y P 1.091 EUR 07/13/2018 CI 0.00%
SWPTN 1YX5Y P 1.291 EUR 07/13/2018 CI 0.00%
SWPTN 1YX5Y R 2.695 USD 10/04/2018 GS 0.00%
SWPTN 2YX10Y R 2.2525 USD 11/12/2019 JP 0.00%
SWPTN 2YX10Y R 2.47 USD 11/08/2019 GS 0.00%
SWPTN 2YX1Y R 1.919 USD 08/15/2019 JP 0.00%
SWPTN 2YX1Y R 1.9325 USD 08/16/2019 BA 0.00%
SWPTN 2YX3Y R 2.43 USD 02/15/2019 BC 0.00%
SWPTN 2YX5Y R 2.155 USD 11/13/2019 MS 0.00%
SWPTN 2YX5Y R 2.203 USD 06/03/2019 BA 0.00%
SWPTN 2YX5Y R 2.205 USD 06/03/2019 BC 0.00%
SWPTN 2YX5Y R 2.34 USD 11/12/2019 CI 0.00%
SWPTN 2YX5Y R 2.553 USD 11/08/2019 JP 0.00%
SWPTN 2YX8Y R 2.5925 USD 01/24/2019 BA 0.00%
SWPTN 3MX10Y P 3.3575 USD 08/15/2018 CS 0.00%
SWPTN 3MX10Y R 2.739 USD 07/17/2018 CI 0.00%
SWPTN 3MX10Y R 2.8525 USD 07/18/2018 MS 0.00%
SWPTN 3MX2Y R 2.78 USD 07/18/2018 MS 0.00%
SWPTN 5WX10Y P 1.045 EUR 07/30/2018 JP 0.00%
SWPTN 5WX10Y P 3.03 USD 07/09/2018 CI 0.00%
SWPTN 5WX10Y P 3.115 USD 07/09/2018 CI 0.00%
SWPTN 5WX10Y P 3.1225 USD 07/23/2018 MS 0.00%
SWPTN 5WX10Y R 0.745 EUR 07/30/2018 JP 0.00%
SWPTN 6MX1Y R 2.47 USD 08/14/2018 CI 0.00%
SWPTN 6MX1Y R 2.6325 USD 08/14/2018 CI 0.00%
SWPTN 6WX10Y P 3.115 USD 07/30/2018 JP 0.00%
SWPTN LIABILITY 2YX10Y R 2.2525 USD 11/12/2019 JP 0.00%
SWPTN LIABILITY 2YX5Y P 2.34 USD 11/12/2019 CI 0.00%
SWPTN LIABILITY 2YX5Y P 2.553 USD 11/08/2019 JP 0.00%
SWPTN LIABILITY 2YX5Y R 2.155 USD 11/13/2019 MS 0.00%
SWPTN LIABILITY 2YX5Y R 2.34 USD 11/12/2019 CI 0.00%
SWPTN LIABILITY 5WX10Y P 1.045 EUR 07/30/2018 JP 0.00%
SWPTN LIABILITY 5WX10Y R 0.745 EUR 07/30/2018 JP 0.00%
TWD/USD 08/16/2018 GSFX 0.00%
UKRPI P 3.34 R 03/15/28 0.00%
UKRPI P 3.3875 R 03/15/28 0.00%
UKRPI R 3.19 P 02/15/23 0.00%
UKRPI R 3.245 P 03/15/23 0.00%
UKRPI R 3.25 P 03/15/23 0.00%
UKRPI R 3.295 P 03/15/23 0.00%
US 10YR ULTRA FUT SEP18 UXYU8 0.00%
WBCMT 2007-C34 IO IO 00.1699 05/15/2046 0.00%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.01%
0.6975 R ISWP SES3M P 02/05/2023 -0.01%
0.976 R ISWP EUR006M P 01/24/2028 -0.01%
0.9987 R ISWP EUR006M P 01/30/2028 -0.01%
1.61375 R ISWP FWD EUR006M P 10/27/2027 -0.01%
1.912 R ISWP FWD GBL6M P 01/19/2032 -0.01%
2.55 R ISWP FWD AUDBB6M P 09/19/2023 -0.01%
2.74875 R ISWP FWD US0003M P 10/27/2027 -0.01%
2.875 R ISWP FWD US0003M P 09/19/2020 -0.01%
2.90375 R ISWP US0003M P 06/07/2020 -0.01%
2.95 R ISWP FWD US0003M P 09/19/2028 -0.01%
2.975 R ISWP FWD US0003M P 07/27/2028 -0.01%
2.976 R ISWP FWD US0003M P 08/07/2028 -0.01%
3.395 R ISWP FWD AUDBB6M P 03/07/2028 -0.01%
7.06 R ISWP JIBA3M P 01/25/2021 -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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-.7 2047-01-17 300.0 01/17/2047 GS -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS -0.01%
CNH/USD 08/16/2018 GSFX -0.01%
CNH/USD 08/16/2018 HSBCB -0.01%
GBP/USD 09/19/2018 BCAP-FX -0.01%
GBP/USD 09/19/2018 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 CS -0.01%
IOS.FN30.400.14 R USL1M P 01/12/45 GS -0.01%
JPY/USD 08/16/2018 CITI -0.01%
MXN/USD 07/18/2018 HSBCB -0.01%
OPTN FN30 3.5 09/06/18 PUT 97.953125 JPMC -0.01%
OPTN FN30 3.5 09/06/18 PUT 98.109375 JPMC -0.01%
OPTN FN30 3.5 09/06/18 PUT 98.265625 JPMC -0.01%
SWPTN 14WX10Y P 3.255 USD 08/28/2018 MS -0.01%
SWPTN 14WX10Y R 2.915 USD 07/25/2018 CS -0.01%
SWPTN 2YX10Y R 2.413 USD 06/03/2019 BA -0.01%
SWPTN 2YX10Y R 2.42 USD 06/03/2019 CI -0.01%
SWPTN 2YX20Y R 2.36 USD 11/12/2019 JP -0.01%
SWPTN 2YX20Y R 2.584 USD 11/08/2019 GS -0.01%
SWPTN 2YX30Y R 2.43 USD 11/13/2019 MS -0.01%
SWPTN 2YX30Y R 2.615 USD 11/12/2019 CI -0.01%
SWPTN 2YX30Y R 2.826 USD 11/08/2019 JP -0.01%
SWPTN 3MX10Y P 3.029 USD 07/17/2018 CI -0.01%
SWPTN 3MX10Y P 3.24 USD 09/21/2018 MS -0.01%
SWPTN 3MX2Y P 2.975 USD 09/12/2018 JP -0.01%
SWPTN 3MX2Y P 3.055 USD 09/12/2018 JP -0.01%
SWPTN 5WX10Y P 3.1 USD 07/25/2018 CS -0.01%
SWPTN 6WX10Y P 3.126 USD 08/03/2018 CI -0.01%
SWPTN LIABILITY 2YX10Y P 2.47 USD 11/08/2019 GS -0.01%
SWPTN LIABILITY 2YX10Y P 2.7725 USD 11/18/2019 GS -0.01%
SWPTN LIABILITY 2YX10Y R 2.47 USD 11/08/2019 GS -0.01%
SWPTN LIABILITY 2YX3Y P 2.43 USD 02/15/2019 BC -0.01%
SWPTN LIABILITY 2YX3Y R 2.43 USD 02/15/2019 BC -0.01%
SWPTN LIABILITY 2YX5Y P 2.155 USD 11/13/2019 MS -0.01%
SWPTN LIABILITY 2YX5Y R 2.553 USD 11/08/2019 JP -0.01%
UKRPI R 3.325 P 03/15/23 -0.01%
0.21 R ISWP EURIBOR6MD P 05/04/2022 -0.02%
0.6075 R ISWP SES3M P 01/24/2023 -0.02%
1.815 R ISWP FWD EUR006M P 02/27/2028 -0.02%
2.02 R ISWP CDOR03 P 11/02/2022 -0.02%
2.0525 R ISWP CDOR03 P 11/14/2022 -0.02%
2.70 R ISWP FWD NFIX3MID P 09/19/2023 -0.02%
2.899 R ISWP US0003M P 07/03/2028 -0.02%
AUD/USD 07/18/2018 UBS -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.02%
CPTFEMU P 1.71 R 08/15/37 -0.02%
CPURNSA P 2.19 R 12/06/27 -0.02%
CPURNSA P 2.1939 R 12/21/27 -0.02%
SWPTN 2YX20Y P 2.875 USD 11/18/2019 GS -0.02%
SWPTN 2YX20Y R 2.875 USD 11/18/2019 GS -0.02%
SWPTN 2YX28Y R 2.7175 USD 01/24/2019 BA -0.02%
SWPTN 2YX30Y P 2.615 USD 11/12/2019 CI -0.02%
SWPTN 2YX30Y P 2.826 USD 11/08/2019 JP -0.02%
SWPTN 2YX30Y R 2.79 USD 02/15/2019 JP -0.02%
SWPTN 3MX2Y P 2.75 USD 08/29/2018 MS -0.02%
SWPTN 3MX2Y P 2.8875 USD 09/11/2018 GS -0.02%
SWPTN 5YX5Y R 1.106 GBP 11/03/2022 JP -0.02%
SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS -0.02%
SWPTN LIABILITY 10YX20Y P 2.8175 USD 03/23/2027 GS -0.02%
SWPTN LIABILITY 10YX20Y R 2.8175 USD 03/23/2027 GS -0.02%
SWPTN LIABILITY 12YX10Y P 2.725 USD 11/08/2029 GS -0.02%
SWPTN LIABILITY 12YX10Y P 3.005 USD 11/16/2029 GS -0.02%
SWPTN LIABILITY 12YX10Y R 2.5 USD 11/09/2029 JP -0.02%
SWPTN LIABILITY 12YX10Y R 2.725 USD 11/08/2029 GS -0.02%
SWPTN LIABILITY 2YX10Y P 2.2525 USD 11/12/2019 JP -0.02%
SWPTN LIABILITY 2YX10Y R 2.7725 USD 11/18/2019 GS -0.02%
SWPTN LIABILITY 7YX25Y P 2.902 USD 11/08/2024 JP -0.02%
SWPTN LIABILITY 7YX25Y R 2.505 USD 11/13/2024 MS -0.02%
ZAR/USD 07/18/2018 GSFX -0.02%
0.66875 R ISWP SES3M P 01/30/2023 -0.03%
5.93 R ISWP MXIBTIIE P 10/06/2021 -0.03%
AUD/USD 07/18/2018 WPAC -0.03%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -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 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -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%
CPTFEMU P 1.735 R 09/15/37 -0.03%
CPURNSA P 2.05 R 07/05/27 -0.03%
CPURNSA P 2.085 R 07/03/27 -0.03%
SWPTN 1YX2Y P 2.813 USD 01/28/2019 BC -0.03%
SWPTN 2YX20Y P 2.584 USD 11/08/2019 GS -0.03%
SWPTN 2YX30Y P 2.43 USD 11/13/2019 MS -0.03%
SWPTN 3MX10Y P 3.02 USD 07/27/2018 MS -0.03%
SWPTN 3MX2Y P 2.85 USD 09/04/2018 GS -0.03%
SWPTN 3MX2Y R 2.85 USD 09/04/2018 GS -0.03%
SWPTN 3MX2Y R 2.8875 USD 09/11/2018 GS -0.03%
SWPTN 3MX4Y P 2.973 USD 09/12/2018 CS -0.03%
SWPTN LIABILITY 12YX10Y P 2.5 USD 11/09/2029 JP -0.03%
SWPTN LIABILITY 12YX10Y R 3.005 USD 11/16/2029 GS -0.03%
SWPTN LIABILITY 2YX5Y P 2.203 USD 06/03/2019 BA -0.03%
SWPTN LIABILITY 2YX5Y P 2.205 USD 06/03/2019 BC -0.03%
SWPTN LIABILITY 2YX5Y R 2.203 USD 06/03/2019 BA -0.03%
SWPTN LIABILITY 2YX5Y R 2.205 USD 06/03/2019 BC -0.03%
SWPTN LIABILITY 2YX8Y P 2.5925 USD 01/24/2019 BA -0.03%
SWPTN LIABILITY 2YX8Y R 2.5925 USD 01/24/2019 BA -0.03%
SWPTN LIABILITY 7YX25Y P 2.505 USD 11/13/2024 MS -0.03%
SWPTN LIABILITY 7YX25Y P 2.689 USD 11/12/2024 CI -0.03%
SWPTN LIABILITY 7YX25Y R 2.689 USD 11/12/2024 CI -0.03%
SWPTN LIABILITY 7YX25Y R 2.902 USD 11/08/2024 JP -0.03%
AUD/USD 07/18/2018 CSI-FX -0.04%
AUD/USD 07/18/2018 HSBCB -0.04%
AUD/USD 07/18/2018 JPMCB -0.04%
AUD/USD 07/18/2018 SSBT -0.04%
CPTFEMU P 1.7138 R 08/15/37 -0.04%
SWPTN 1YX1Y P 2.25 USD 08/15/2018 JP -0.04%
SWPTN 1YX1Y P 2.2625 USD 08/16/2018 BA -0.04%
SWPTN 1YX5Y P 3.09 USD 06/14/2019 CI -0.04%
SWPTN 2YX20Y P 2.36 USD 11/12/2019 JP -0.04%
SWPTN 3MX2Y P 2.655 USD 07/03/2018 MS -0.04%
SWPTN 5WX10Y R 2.98 USD 07/25/2018 BC -0.04%
2.95 R ISWP FWD US0003M P 09/19/2023 -0.05%
AUD/USD 07/18/2018 BCAP-FX -0.05%
AUD/USD 07/18/2018 CITI -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.05%
CPTFEMU P 1.71 R 07/15/37 -0.05%
SWPTN 1YX2Y P 2.663 USD 01/14/2019 CI -0.05%
SWPTN 2YX30Y P 2.79 USD 02/15/2019 JP -0.05%
SWPTN 3MX10Y R 2.99 USD 09/21/2018 MS -0.05%
SWPTN 3MX4Y R 2.973 USD 09/12/2018 CS -0.05%
SWPTN 5WX10Y R 2.9725 USD 07/23/2018 MS -0.05%
SWPTN 5WX10Y R 3.03 USD 07/09/2018 CI -0.05%
SWPTN LIABILITY 7YX5Y P 2.647 USD 06/03/2024 BA -0.05%
SWPTN LIABILITY 7YX5Y P 2.654 USD 06/03/2024 CI -0.05%
SWPTN LIABILITY 7YX5Y R 2.647 USD 06/03/2024 BA -0.05%
SWPTN LIABILITY 7YX5Y R 2.654 USD 06/03/2024 CI -0.05%
0.503 R ISWP FWD EUR006M P 03/21/2023 -0.06%
AUD/USD 07/18/2018 BANKAM -0.06%
SWPTN 1MX10Y R 3.05 USD 07/13/2018 GS -0.06%
SWPTN 1YX20Y R 1.6975 GBP 10/05/2018 GS -0.06%
SWPTN 1YX2Y P 2.77 USD 01/16/2019 JP -0.06%
SWPTN 2YX28Y P 2.7175 USD 01/24/2019 BA -0.06%
6.16 R ISWP MXIBTIIE P 01/01/2026 -0.07%
AUD/USD 07/18/2018 GSFX -0.07%
SWPTN 10YX10Y P 2.01 EUR 12/20/2027 GS -0.08%
SWPTN 10YX10Y R 2.01 EUR 12/20/2027 GS -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 7YX23Y R 3.0 USD 04/04/2025 MS -0.10%
SWPTN 7YX23Y R 3.0 USD 04/14/2025 MS -0.10%
SWPTN LIABILITY 10YX20Y P 2.785 USD 01/25/2027 BA -0.10%
SWPTN LIABILITY 10YX20Y R 2.785 USD 01/25/2027 BA -0.10%
SWPTN 3MX10Y R 3.02 USD 07/27/2018 MS -0.11%
SWPTN LIABILITY 5YX30Y P 2.8325 USD 02/15/2022 JP -0.12%
SWPTN LIABILITY 5YX30Y R 2.8325 USD 02/15/2022 JP -0.12%
CDX CDX.NA.HY.30 500.0 06/20/2023 -0.13%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.13%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.13%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.14%
SWPTN 2YX1Y P 1.919 USD 08/15/2019 JP -0.16%
SWPTN 2YX1Y P 1.9325 USD 08/16/2019 BA -0.16%
FNMA FN30 TBA 04.5000 07/01/2048 -0.79%
FNMA FN30 TBA 03.0000 08/01/2048 -0.90%

Prior top 10 holdings

Top 10 holdings as of 08/31/18
Fnma Fn30 Tba 03.5000 10/01/2048
Fnma Fn30 Tba 04.0000 10/01/2048
Gnma Gii30 Tba 04.5000 09/01/2048
Fhlmc Fh30g Tba 04.0000 09/01/2048
Fnma Fn30 Tba 02.5000 09/01/2048
Gnma Gii30 Tba 04.0000 09/01/2048
Petrobras Global Finance Usd 07.3750 01/17/2027
Cwalt 2005-38 A3 02.4148 09/25/2035
United Mexican States Usd 04.1500 03/28/2027
Cas 2015-C04 1m2 07.7648 04/25/2028
Holdings represent 16.11% of portfolio
Top 10 holdings as of 07/31/18
Fnma Fn30 Tba 03.5000 09/01/2048
Fnma Fn30 Tba 04.0000 08/01/2048
Gnma Gii30 Tba 04.5000 08/01/2048
Fhlmc Fh30g Tba 04.0000 08/01/2048
Fnma Fn30 Tba 02.5000 08/01/2048
Gnma Gii30 Tba 04.0000 08/01/2048
Petrobras Global Finance Usd 07.3750 01/17/2027
Cwalt 2005-38 A3 02.4136 09/25/2035
United Mexican States Usd 04.1500 03/28/2027
Cas 2015-C04 1m2 07.7636 04/25/2028
Holdings represent 15.92% of portfolio
Top 10 holdings as of 06/30/18
Fnma Fn30 Tba 03.5000 08/01/2048
Gnma Gii30 Tba 04.5000 07/01/2048
Fnma Fn30 Tba 04.0000 07/01/2048
Fhlmc Fh30g Tba 04.0000 07/01/2048
Fnma Fn30 Tba 02.5000 07/01/2048
Gnma Gii30 Tba 04.0000 07/01/2048
Cwalt 2005-38 A3 02.4411 09/25/2035
Cas 2015-C04 1m2 07.7911 04/25/2028
Cwalt 2005-59 1a1 02.4138 11/20/2035
Fnma Fn30 Tba 05.5000 07/01/2048
Holdings represent 14.62% of portfolio
Top 10 holdings as of 05/31/18
Fnma Fn30 Tba 03.5000 07/01/2048
Gnma Gii30 Tba 04.5000 06/01/2048
Fnma Fn30 Tba 04.0000 07/01/2048
Petrobras Global Finance Usd 08.7500 05/23/2026
Fhlmc Fh30g Tba 04.0000 06/01/2048
Fnma Fn30 Tba 02.5000 06/01/2048
Gnma Gii30 Tba 04.0000 06/01/2048
Cwalt 2005-38 A3 02.3097 09/25/2035
Fnma Fn30 Tba 03.5000 06/01/2048
Cas 2015-C04 1m2 07.6597 04/25/2028
Holdings represent 15.22% of portfolio

Fixed income statistics as of 08/31/18

Average effective maturity 5.69 yrs.
Average effective duration 2.10 yrs.
Average yield to maturity 5.76%
Average coupon 4.72%
Average price $83.30

Sector weightings as of 08/31/18

  Cash investments Non-cash investments Total portfolio
  Weight Spread duration Weight Spread duration Weight Spread duration
Net cash 23.28% 0.00 0.00% 0.00 23.28% 0.00
Commercial MBS 7.54% 0.29 14.03% 0.43 21.57% 0.72
Agency CMO 18.81% 0.71 0.51% 0.03 19.32% 0.74
High-yield corporate bonds 21.35% 0.86 -2.26% -0.10 19.09% 0.76
Agency pass-through 0.39% 0.03 12.41% 0.79 12.80% 0.82
Residential MBS (non-agency) 11.09% 0.55 0.00% 0.00 11.09% 0.55
Emerging-market bonds 9.45% 0.47 0.00% 0.00 9.45% 0.47
International Treasury/agency 2.88% 0.19 0.00% -0.19 2.88% 0.00
Investment-grade corporate bonds 1.85% 0.13 0.00% 0.00 1.85% 0.13
Convertible securities 1.78% 0.03 0.00% 0.00 1.78% 0.03
Bank loans 1.42% 0.06 0.00% 0.00 1.42% 0.06
Asset-backed securities (ABS) 0.16% 0.00 0.00% 0.00 0.16% 0.00
Equity investments 0.01% 0.00 0.00% 0.00 0.01% 0.00
Interest rate swaps 0.00% 0.00 0.00% -0.34 0.00% -0.34
U.S. Treasury/agency 0.00% 0.00 0.00% 0.08 0.00% 0.08

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 as of 08/31/18

0 - 1 yr. 14.31%
1 - 5 yrs. 22.99%
5 - 10 yrs. 59.63%
10 - 15 yrs. 1.62%
Over 15 yrs. 1.45%

Quality rating as of 08/31/18

AAA 39.91%
AA 0.04%
A 11.86%
BBB 8.16%
BB 20.29%
B 14.37%
CCC and Below 7.87%
Not Rated -2.50%

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. 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 when interest rates decline and decline in value when interest rates rise. 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. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. Bond prices may fall or fail to rise over time for several reasons, including general financial market conditions, changing market perceptions (including perceptions about the risk of default and expectations about monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. You can lose money by investing in the fund.

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 08/31/18

United States 82.73%
Greece 2.78%
Argentina 2.48%
Brazil 2.07%
Mexico 1.83%
Indonesia 1.43%
Canada 1.36%
Bermuda 0.81%
United Kingdom 0.58%
 
Other
3.93%
Luxembourg 0.45%
Egypt 0.44%
Netherlands 0.44%
France 0.37%
Sweden 0.33%
Ireland 0.31%
Ivory Coast 0.26%
Russia 0.24%
Dominican Republic 0.23%
Switzerland 0.23%
Venezuela 0.20%
Germany 0.18%
Jamaica 0.12%
Costa Rica 0.10%
European Community 0.10%
Cayman Islands 0.08%
El Salvador 0.08%
Hong Kong 0.08%
Spain 0.06%
Italy 0.03%
China 0.01%
Denmark 0.01%
India 0.01%
Israel 0.01%
Vietnam 0.01%
Japan -0.04%
Australia -0.18%
Norway -0.23%

Expenses

Expense ratio

Class A Class B Class C Class M Class R Class R6 Class Y
Total expense ratio 1.00% 1.75% 1.75% 1.25% 1.25% 0.65% 0.75%
What you pay 1.00% 1.75% 1.75% 1.25% 1.25% 0.65% 0.75%

Sales charge/Dealer allowance

 Breakpoint Class A Class B Class C Class M Class R Class R6 Class Y
$0-$49,999 4.00% / 3.50% 0.00% / 4.00% 0.00% / 1.00% 3.25% / 3.00% -- -- --
$50,000-$99,999 4.00% / 3.50% 0.00% / 4.00% 0.00% / 1.00% 2.25% / 2.00% -- -- --
$100,000-$249,999 3.25% / 2.75% -- 0.00% / 1.00% 1.25% / 1.00% -- -- --
$250,000-$499,999 2.50% / 2.00% -- 0.00% / 1.00% 1.00% / 1.00% -- -- --
$500,000-$999,999 0.00% / 1.00% -- -- -- -- -- --
$1M-$4M 0.00% / 1.00% -- -- -- -- -- --
$4M-$50M 0.00% / 0.50% -- -- -- -- -- --
$50M+ 0.00% / 0.25% -- -- -- -- -- --

CDSC

  Class A (sales for $500,000+) Class B Class C Class M Class R Class R6 Class Y
0 to 9 mts. 1.00% 5.00% 1.00% -- -- -- --
9 to 12 mts. 1.00% 5.00% 1.00% -- -- -- --
2 yrs. 0.00% 4.00% 0.00% -- -- -- --
3 yrs. 0.00% 3.00% 0.00% -- -- -- --
4 yrs. 0.00% 3.00% 0.00% -- -- -- --
5 yrs. 0.00% 2.00% 0.00% -- -- -- --
6 yrs. 0.00% 1.00% 0.00% -- -- -- --
7+ yrs. 0.00% 0.00% 0.00% -- -- -- --

Trail commissions

  Class A Class B Class C Class M Class R Class R6 Class Y
  0.25% 0.25% 1.00% 0.40% 0.50% 0.00% 0.00%
  NA NA NA NA NA NA NA
  NA NA NA NA NA NA NA

For sales and trail commission information on purchases over $500,000 and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.

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

Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. 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 when interest rates decline and decline in value when interest rates rise. 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. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. Bond prices may fall or fail to rise over time for several reasons, including general financial market conditions, changing market perceptions (including perceptions about the risk of default and expectations about monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. You can lose money by investing in the fund.

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.