Diversified Income Trust (Class Y)  (PDVYX)

Offering a diversified portfolio of income opportunities since 1988

Diversified Income Trust received an  Overall Morningstar Rating  of  

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 $6.87
-0.15% | $-0.01
$6.94
08/12/19
$6.53
12/24/18
Historical fund price

Fund facts as of 07/31/19

Total net assets
$4,262.50M
Turnover (fiscal year end)
580%
Dividend frequency (view rate)
Monthly
Number of holdings
1697
Fiscal year-end
September
CUSIP / Fund code
746704501 / 1822
Inception date
07/01/96
Class Y  
Category
Fixed 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 2019

Credit strategies rebound in second quarter

Bill Kohli, Chief Investment Officer, Fixed Income, highlights the importance of diversification in credit investing.


Literature


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 06/30/19

  • Annual performance as of 06/30/19

Annualized Total return (%) as of 06/30/19

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 3.59% 7.19% 2.63% 7.04%
After sales charge N/A N/A N/A N/A
ICE BofAML U.S. Treasury Bill Index 2.39%1.38%0.89%0.52%

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, 4.00% and 3.25% for income funds and 2.25% and 0.75% for Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return 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, which is 3% in the first year, declining to 1% in the fourth 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, N, 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). Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. 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. Class A and M shares of Putnam money market funds have no initial sales charge. For a portion of the periods, some funds had expense 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 07/31/19 1.27% -
YTD as of 08/23/19 8.25% -

Yield

Distribution rate before sales charge
as of 08/23/19
4.19%
Distribution rate after sales charge
as of 08/23/19
4.19%
30-day SEC yield as of 07/31/19 4.27%

Volatility as of 07/31/19

Standard deviation (3 yrs.) 3.32%

Lipper rankings as of 07/31/19

Time period Rank/Funds in category Percentile ranking
1 yr. 55/130 42%
3 yrs. 6/122 5%
5 yrs. 30/83 36%
10 yrs. 2/23 9%
Lipper category: Alternative Credit Focus Funds

Morningstar Ratings as of 07/31/19

Time period Funds in category Morningstar Rating
Overall 269
3 yrs. 269
5 yrs. 198
10 yrs. 64
Morningstar category: Nontraditional Bond

Distributions

Record/Ex dividend date 08/16/19
Payable date 08/20/19
Income $0.024
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.


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


Holdings

Top 10 holdings as of 07/31/19

Fnma Fn30 Tba Umbs 03.5000 08/01/2049 11.10%
Fnma Fn30 Tba Umbs 03.0000 08/01/2049 10.49%
Fnma Fn30 Tba Umbs 04.0000 08/01/2049 8.91%
Fnma Fn30 Tba Umbs 02.5000 08/01/2049 2.27%
Gnma Gii30 Tba 04.5000 08/01/2049 1.51%
Gnma Gii30 Tba 04.0000 08/01/2049 0.97%
Cas 2015-C04 1m2 07.9660 04/25/2028 0.62%
Petrobras Global Finance Usd 06.1250 01/17/2022 0.61%
Fnma Fn30 Tba Umbs 05.5000 08/01/2049 0.58%
Republic Of Indonesia Regs 04.7500 01/08/2026 0.55%
Top 10 holdings, percent of portfolio 37.61%

Full portfolio holdings as of 06/30/19

90DAY EURO$ FUTR SEP19 EDU9 21.60%
FNMA FN30 TBA UMBS 03.5000 08/01/2049 11.20%
FNMA FN30 TBA UMBS 04.0000 08/01/2049 5.59%
US 2YR NOTE (CBT) SEP19 TUU9 4.21%
FNMA FN30 TBA UMBS 04.0000 07/01/2049 3.41%
REPO TRIPA MORTG 2.51 07/01/2019 3.32%
FNMA FN30 TBA UMBS 02.5000 08/01/2049 2.31%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 1.59%
GNMA GII30 TBA 04.5000 07/01/2049 1.53%
US ULTRA BOND CBT SEP19 WNU9 1.12%
REPO TRIPA MORTG 2.5 07/01/2019 0.99%
GNMA GII30 TBA 04.0000 07/01/2049 0.98%
TREASURY BILL 00.0000 08/06/2019 0.87%
2.60 R ISWP FWD US0003M P 06/19/2026 0.80%
TREASURY BILL 00.0000 07/18/2019 0.73%
TREASURY BILL 00.0000 07/25/2019 0.73%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.61%
FNMA FN30 TBA UMBS 05.5000 08/01/2049 0.58%
SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP 0.57%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.55%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.53%
CWALT 2005-59 1A1 02.7129 11/20/2035 0.53%
CAS 2015-C04 1M2 08.1044 04/25/2028 0.52%
CAS 2017-C02 2B1 07.9044 09/25/2029 0.49%
CAS 2016-C02 1B 14.6544 09/25/2028 0.48%
SPST 2019-3 A 03.1296 06/24/2020 0.48%
CHARTA LLC 16115WUW5 DCP 07/30/2019 0.47%
ETP LEGACY LP 29277FU17 DCP 07/01/2019 0.47%
STANLEY BLACK & DECKER INC 85462DUH4 DCP 07/17/2019 0.47%
TOTAL CAPITAL SA 89152FU29 DCP 07/02/2019 0.47%
WFRBS 2013-C15 D P/P 144A 04.6216 08/15/2046 0.44%
CHARIOT FUNDING LLC 15963UUC8 DCP 07/12/2019 0.44%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.43%
WFRBS 2012-C10 D P/P 144A 04.5864 12/15/2045 0.43%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.43%
GNMA GII30P 784109 04.0000 10/20/2045 0.42%
OMIR 2018-1A M2 05.2544 07/25/2028 0.42%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.42%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 0.41%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.40%
SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP 0.39%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.38%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.38%
UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 0.37%
FMC CORP 34410XU16 DCP 07/01/2019 0.36%
GSMS 2014-GC24 D P/P 144A 04.6707 09/10/2047 0.36%
INTERPUBLIC GROUP OF COS INC/ 46070QU57 DCP 07/05/2019 0.36%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.35%
TREASURY BILL 00.0000 08/13/2019 0.34%
GNR 2018-H03 XI IO 02.3834 02/20/2068 0.34%
CFCRE 2011-C2 E P/P 144A 05.9393 12/15/2047 0.33%
PLAINS ALL AMERICAN PIPELINE 72650XU15 DCP 07/01/2019 0.33%
KINDER MORGAN INC/DE 49455MU14 DCP 07/01/2019 0.33%
ALBEMARLE CORP 01265RUJ5 DCP 07/18/2019 0.32%
HVMLT 2005-2 1A 02.9103 05/19/2035 0.32%
STACR 2015-DNA3 B 11.7544 04/25/2028 0.32%
CAS 2015-C03 1M2 07.4044 07/25/2025 0.32%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.32%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.31%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.31%
ARGENTINE REPUBLIC USD 04.6250 01/11/2023 0.31%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.31%
WFCM 2013-LC12 D P/P 144A 04.4208 07/15/2046 0.31%
CONTINENTAL RUBBER OF AMERICA 21201CU12 DCP 07/01/2019 0.31%
CPTFEMU P 1.71 R 07/15/37 0.31%
GNR 2016-H23 NI IO 02.2542 10/20/2066 0.30%
ENI FINANCE USA INC 26876BVM0 DCP 08/21/2019 0.30%
FNR 2016-82 SG IO 03.6956 11/25/2046 0.30%
TREASURY BILL 00.0000 07/16/2019 0.30%
MOHAWK INDUSTRIES INC 60819KUS7 DCP 07/26/2019 0.30%
TREASURY BILL 00.0000 08/01/2019 0.29%
HELLENIC REPUBLIC REGS 03.5000 01/30/2023 0.29%
SWPTN 1YX1Y R 3.02 USD 08/28/2019 MS 0.29%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.29%
HELLENIC REPUBLIC REGS 03.4500 04/02/2024 0.28%
CWALT 2006-OA10 4A1 02.5944 08/25/2046 0.28%
GNR 2018-H02 EI IO 02.4111 01/20/2068 0.28%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.27%
GNR 2018-H05 BI IO 02.3623 02/20/2068 0.27%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.27%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.27%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 0.27%
SAMI 2006-AR7 A1A 02.6144 08/25/2036 0.27%
SWPTN 1YX30Y R 1.288 EUR 02/17/2020 JP 0.27%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.26%
CAS 2016-C03 1B 14.1544 10/25/2028 0.26%
3.073 R ISWP FWD US0003M P 03/04/2029 0.26%
CRC FUNDING LLC 12619UUV1 DCP 07/29/2019 0.26%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 0.26%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.26%
DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 0.26%
FNR 2016-3 MI IO 05.5000 02/25/2046 0.25%
JPMBB 2014-C25 D P/P 144A 04.0920 11/15/2047 0.25%
PPL CAPITAL FUNDING INC 69354HUV9 DCP 07/29/2019 0.25%
STACR 2015-DNA2 B 09.9544 12/25/2027 0.25%
FNR 2019-5 SA IO 03.6956 03/25/2049 0.25%
2.776 R ISWP FWD US0003M P 03/21/2029 0.24%
GNR 2018-H02 HI IO 02.3936 01/20/2068 0.24%
CWALT 2005-38 A3 02.7544 09/25/2035 0.24%
FNR 2016-96 ST IO 03.6956 12/25/2046 0.24%
AT&T INC 0020A3UV0 DCP 07/29/2019 0.24%
AVIATION CAPITAL GROUP LLC 05369CUC9 DCP 07/12/2019 0.24%
CHARIOT FUNDING LLC 15963UUR5 DCP 07/25/2019 0.24%
FORTIVE CORP 34961EUN3 DCP 07/22/2019 0.24%
NATIONAL GRID USA 6362P3UR3 DCP 07/25/2019 0.24%
NEXTERA ENERGY CAPITAL HOLDIN 65339NUG7 DCP 07/16/2019 0.24%
NUTRIEN LTD 67077VV21 DCP 08/02/2019 0.24%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.24%
TRANSCANADA PIPELINES LTD 89355QUP9 DCP 07/23/2019 0.24%
UNITEDHEALTH GROUP INC 91058UUK7 DCP 07/19/2019 0.24%
WELLTOWER INC 95040XU15 DCP 07/01/2019 0.24%
CORPORATE ASSET FUNDING CO IN 1247P3WA6 DCP 09/10/2019 0.24%
ENGIE SA 29287BX78 DCP 10/07/2019 0.24%
ENGIE SA 29287BXA1 DCP 10/10/2019 0.24%
CWALT 2006-OA7 1A2 03.4437 06/25/2046 0.24%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 0.23%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.22%
GNR 2017-H10 MI IO 01.8617 04/20/2067 0.22%
2.05 R ISWP FWD US0003M P 09/18/2029 0.22%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.22%
CMLTI 2007-AMC3 A2D 02.7544 03/25/2037 0.22%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.22%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 0.22%
CAS 2016-C03 2M2 08.3044 10/25/2028 0.21%
BCAP 2011-RR3 3A6 04.3006 11/27/2036 0.21%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.21%
GNR 2018-H05 AI IO 02.4150 02/20/2068 0.21%
GNR 2018-H15 EI IO 01.3901 08/20/2068 0.21%
AMERICAN ELECTRIC POWER CO IN 0255E3UH9 DCP 07/17/2019 0.21%
COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 0.21%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.21%
BSCMS 2007-T26 AJ 05.5660 01/12/2045 0.21%
GNR 2018-104 SD IO 03.8171 08/20/2048 0.21%
CAS 2017-C01 1M2 05.9544 07/25/2029 0.20%
LNSTR 2015-3 C P/P 144A 03.2727 04/20/2048 0.20%
SOUTHERN CO/THE 84262MUK2 DCP 07/19/2019 0.20%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.20%
STACR 2015-HQA2 B 12.9044 05/25/2028 0.20%
FNR 2013-107 SB IO 03.5456 02/25/2043 0.20%
2.647 R ISWP US0003M P 06/12/2049 0.20%
GNR 2013-9 S IO 04.3671 01/20/2043 0.20%
ERAC USA FINANCE LLC 26882SVT0 DCP 08/27/2019 0.20%
CAS 2018 - C01 1B1 05.9544 07/25/2030 0.20%
JPMBB 2014-C18 D P/P 144A 04.9778 02/15/2047 0.19%
AMEREN ILLINOIS CO 02361LUH3 DCP 07/17/2019 0.19%
CPTFEMU P 1.7138 R 08/15/37 0.19%
GNR 2018-105 SG IO 03.8671 08/20/2048 0.19%
SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS 0.19%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS 0.19%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS 0.19%
UNITEDHEALTH GROUP INC 91058UVN0 DCP 08/22/2019 0.19%
GNR 2017-160 S IO 03.8171 10/20/2043 0.19%
CAS 2016-C01 1B 14.1544 08/25/2028 0.19%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.18%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.18%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.18%
IVORY COAST P/P 144A 06.1250 06/15/2033 0.18%
FNR 2018-58 AI IO 04.5000 08/25/2048 0.18%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 0.17%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.17%
WAMU 2005-AR14 1A2 04.1807 12/25/2035 0.17%
WELLTOWER INC 95040XUN7 DCP 07/22/2019 0.17%
GNR 2015-H15 BI IO 01.9977 06/20/2065 0.17%
GNR 2015-H12 AI IO 01.8597 05/20/2065 0.17%
GNR 2017-H08 NI IO 02.2303 03/20/2067 0.17%
ARGENTINE REPUBLIC USD 05.8750 01/11/2028 0.17%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 0.17%
GNR 2017-H06 BI IO 02.3610 02/20/2067 0.17%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.17%
ARAB REP OF EGYPT P/P 144A 05.5770 02/21/2023 0.16%
BPCE SA 05571CY13 DCP 11/01/2019 0.16%
GNR 2018-100 S IO 03.8171 07/20/2048 0.16%
FNR 2016-62 GS IO 03.6956 09/25/2046 0.16%
FASST 2019-HB1 M5 P/P 144A 06.0000 04/25/2029 0.16%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.16%
GNR 2018-H01 XI IO 02.2483 01/20/2068 0.16%
GNR 2018-H04 IO IO 02.3280 02/20/2068 0.16%
STACR 2018-DNA2 B1 06.1044 12/25/2030 0.16%
CSAIL 2015-C1 D P/P 144A 03.9364 04/15/2050 0.16%
GNR 2017-H18 FI IO 02.1981 09/20/2067 0.16%
SPRINT CORP 07.8750 09/15/2023 0.16%
DBALT 2006-AR4 A2 02.5944 12/25/2036 0.16%
FHR 4265 SD IO 03.7058 01/15/2035 0.16%
FNR 2015-58 KI IO 06.0000 03/25/2037 0.16%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.16%
SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS 0.16%
JPMBB 2014-C18 E P/P 144A 04.4778 02/15/2047 0.16%
SUNCOR ENERGY INC 86723BV23 DCP 08/02/2019 0.15%
GNMA GII30 OBI6446 04.5000 12/20/2048 0.15%
GNR 2015-167 MI IO 05.0000 06/20/2045 0.15%
GNR 2017-H12 QI IO 02.3632 05/20/2067 0.15%
GNR 2017-H16 JI IO 02.3674 08/20/2067 0.15%
IVORY COAST REGS 05.3750 07/23/2024 0.15%
IVORY COAST REGS 06.1250 06/15/2033 0.15%
STACR 2018-HQA1 M2 04.7044 09/25/2030 0.15%
RMIR 2018-1 M2 04.2100 03/25/2028 0.15%
FNR 2016-70 QI IO 03.5000 10/25/2046 0.15%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.15%
BSMF 2006-AR2 2A1 02.6344 09/25/2046 0.15%
CAS 2017-C03 1B1 07.2544 10/25/2029 0.15%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.15%
GNR 2015-H23 BI IO 01.7384 09/20/2065 0.14%
SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS 0.14%
CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 0.14%
CWALT 2006-OA10 3A1 02.5944 08/25/2046 0.14%
GNR 2017-H03 HI IO 01.5591 01/20/2067 0.14%
SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS 0.14%
FMC TECHNOLOGIES INC 3024X3UH5 DCP 07/17/2019 0.14%
MOODY'S CORP 61536PUC1 DCP 07/12/2019 0.14%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.14%
COMM 2012-CR3 E P/P 144A 04.9105 10/15/2045 0.14%
MSC 2012-C4 E P/P 144A 05.6003 03/15/2045 0.14%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.14%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.14%
GNR 2013-152 SJ IO 03.7671 05/20/2041 0.14%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.14%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.14%
STACR 2017-DNA2 B1 07.5544 10/25/2029 0.14%
GNR 2016-75 EI IO 03.5000 08/20/2045 0.14%
GNR 2017-H20 HI IO 02.1226 10/20/2067 0.14%
CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 0.14%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.14%
GNR 2015-H03 CI IO 01.7187 01/20/2065 0.14%
CAS 2017-C06 2M2 05.2044 02/25/2030 0.14%
3.312 R ISWP US0003M P 11/08/2048 0.13%
GNR 2017-H06 MI IO 02.3039 02/20/2067 0.13%
GNR 2018-91 SH IO 03.8671 07/20/2048 0.13%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.13%
ERAC USA FINANCE LLC 26882SWP7 DCP 09/23/2019 0.13%
GNR 2016-H22 AI IO 02.3132 10/20/2066 0.13%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.13%
TRAVELPORT TLB L+500 07.5412 03/18/2026 0.13%
GSR 2007-OA1 2A3A 02.7144 05/25/2037 0.13%
WFRBS 2012-C9 E P/P 144A 04.9713 11/15/2045 0.13%
FHR 4509 CI IO 06.0000 09/15/2045 0.13%
GNR 2015-H08 CI IO 01.7934 03/20/2065 0.13%
GNR 2017-H16 IO 02.2784 08/20/2067 0.13%
GNR 2012-140 IC IO 03.5000 11/20/2042 0.13%
BACM 2005-1 B 05.6872 11/10/2042 0.12%
WAMU 2005-AR10 1A3 04.1000 09/25/2035 0.12%
WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 0.12%
GNR 2016-H04 HI IO 02.3753 07/20/2065 0.12%
LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 0.12%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.12%
BSCMS 2005-PWR7 C 05.2350 02/11/2041 0.12%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.12%
HELLENIC REPUBLIC REGS 04.0000 01/30/2037 0.12%
SERVICE CORP INTL 05.3750 05/15/2024 0.12%
CAS 2017-C01 1B1 08.1544 07/25/2029 0.12%
HELLENIC REPUBLIC REGS 03.9000 01/30/2033 0.12%
AMERICAN ELECTRIC POWER CO IN 0255E3U97 DCP 07/09/2019 0.12%
AMERICAN ELECTRIC POWER CO IN 0255E3UC0 DCP 07/12/2019 0.12%
ENBRIDGE US INC 29251VUB0 DCP 07/11/2019 0.12%
GNR 2014-4 SG IO 03.7171 01/20/2044 0.12%
GNR 2016-77 SC IO 03.7171 10/20/2045 0.12%
SOUTHERN CO FUNDING CORP 8426E3UB1 DCP 07/11/2019 0.12%
UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 0.12%
AVIATION CAPITAL GROUP LLC 05369CUK1 DCP 07/19/2019 0.12%
CRH AMERICA FINANCE INC 12636DUS5 DCP 07/26/2019 0.12%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 0.12%
ENBRIDGE US INC 29251VUN4 DCP 07/22/2019 0.12%
GSAA 2006-8 2A2 02.5844 05/25/2036 0.12%
HELLENIC REPUBLIC P/P REGS 03.3750 02/15/2025 0.12%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.12%
FNR 2015-69 IO IO 06.0000 09/25/2045 0.12%
GNR 2018-67 SC IO 03.8171 05/20/2048 0.12%
IVORY COAST P/P 144A 05.2500 03/22/2030 0.12%
SHEFFIELD RECEIVABLES CO LLC 82124MZJ2 DCP 12/18/2019 0.12%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.12%
SCRT 2019-2 M 04.7500 08/25/2058 0.12%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.12%
BSCMS 2005-PWR7 B 05.2140 02/11/2041 0.12%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.12%
GNR 2018-89 LS IO 04.1536 06/20/2048 0.11%
LEVEL 3 FINANCING INC 05.2500 03/15/2026 0.11%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.11%
SPLUNK INC P/P 144A CV 01.1250 09/15/2025 0.11%
COMM 2013-CR9 D P/P 144A 04.3975 07/10/2045 0.11%
GNR 2015-131 MI IO 03.5000 09/20/2045 0.11%
GNR 2016-H16 EI IO 02.2306 06/20/2066 0.11%
GNR 2017-H09 IO IO 01.8625 04/20/2067 0.11%
NHLT 2018-1A M5 P/P 144A 06.0000 02/25/2028 0.11%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.11%
CAS 2017-C06 1M2 05.0544 02/25/2030 0.11%
CWALT 2006-OA10 1A1 03.4637 08/25/2046 0.11%
GNR 2015-89 IP IO 04.0000 02/20/2045 0.11%
AES CORP/THE 05.5000 04/15/2025 0.11%
FHR 4731 QS IO 03.8058 11/15/2047 0.11%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.11%
GNR 2017-104 MI IO 05.5000 07/16/2047 0.11%
UNITYMEDIA HESSEN / NRW REGS 06.2500 01/15/2029 0.11%
ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022 0.11%
TENET HEALTHCARE 06.0000 10/01/2020 0.11%
REFINITIV TLB L+375 06.1524 10/01/2025 0.11%
GNR 2015-H20 BI IO 01.9034 08/20/2065 0.11%
GNR 2017-H03 EI IO 02.4211 01/20/2067 0.10%
GNR 2017-H05 CI IO 02.6094 02/20/2067 0.10%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.10%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.10%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 0.10%
SWPTN 1YX2Y R 0.025 EUR 08/28/2019 GS 0.10%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.10%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.10%
MSC 2008-T29 F P/P 144A 06.2883 01/11/2043 0.10%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.10%
GNR 2015-H15 AI IO 01.8258 06/20/2065 0.10%
GNR 2016-H12 AI IO 01.6530 07/20/2065 0.10%
STAPLES INC P/P 144A 07.5000 04/15/2026 0.10%
AKAMAI TECH CV 00.1250 05/01/2025 0.10%
BSCMS 2005-PWR7 D 05.3040 02/11/2041 0.10%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.10%
GNR 2015-H18 BI IO 01.9704 07/20/2065 0.10%
FHR 4801 IG IO 03.0000 06/15/2048 0.10%
GNR 2017-H11 TI IO 02.3921 04/20/2067 0.10%
GNR 2018-37 IO IO 05.0000 03/20/2048 0.10%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.10%
NAVISTAR INTL TLB L+350 05.8900 11/06/2024 0.10%
REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 0.10%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.10%
CAS 2016-C07 2M2 06.7544 05/25/2029 0.10%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.10%
GNR 2016-H27 EI IO 02.1761 12/20/2066 0.10%
IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 0.10%
SPRINT CORP 07.2500 09/15/2021 0.10%
FHR 4635 PI IO 04.0000 12/15/2046 0.10%
GNR 2016-H18 IO IO 01.6520 08/20/2066 0.10%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.10%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.10%
SPRINT CORP TLB L+300 05.4375 02/03/2024 0.10%
ALBEMARLE CORP 01265RUA4 DCP 07/10/2019 0.10%
GNR 2016-H08 AI IO 01.7711 08/20/2065 0.10%
GNR 2018-H01 IO IO 02.1114 12/20/2067 0.10%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.09%
GNR 2016-17 IA IO 04.5000 03/20/2045 0.09%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.09%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037 0.09%
BACM 2005-1 C 05.6872 11/10/2042 0.09%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.09%
FNR 2011-101 SA IO 03.4956 10/25/2041 0.09%
GNR 2012-128 IA IO 03.5000 10/20/2042 0.09%
PALO ALTO NET P/P 144A CV 00.7500 07/01/2023 0.09%
FHR 4193 PI IO 04.0000 03/15/2043 0.09%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.09%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.09%
IVORY COAST REGS 06.3750 03/03/2028 0.09%
LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 0.09%
T-MOBILE USA INC 06.3750 03/01/2025 0.09%
GNR 2016-126 PI IO 05.0000 02/20/2046 0.09%
PRICELINE GRO CV 00.9000 09/15/2021 0.09%
CHEGG INC P/P 144A CV 00.1250 03/15/2025 0.09%
GNR 2014-119 SA IO 03.2171 08/20/2044 0.09%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.09%
BRAND ENERGY TL L+425 06.7871 06/21/2024 0.09%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.09%
GNR 2014-H25 BI IO 01.6889 12/20/2064 0.09%
GNR 2017-H11 DI IO 01.9268 05/20/2067 0.09%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.09%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.09%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.09%
MBX.FN30.500.10 R USL1M P 01/12/41 CS 0.09%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.09%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.09%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.09%
VIRGIN MEDIA FIN PLC P/P 144A 04.5000 01/15/2025 0.09%
GNR 2010-20 BI IO 04.5000 02/16/2040 0.09%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.09%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.09%
AKER BP ASA P/P 144A 05.8750 03/31/2025 0.09%
CAS 2017-C05 1B1 06.0044 01/25/2030 0.09%
CWALT 2006-OA10 2A1 02.5944 08/25/2046 0.09%
FNR 2012-151 IN IO 05.0000 01/25/2043 0.09%
FORTIVE CORP P/P 144A CV 00.8750 02/15/2022 0.09%
OMIR 2017-1A M2 P/P 144A 06.4044 04/25/2027 0.09%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.09%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.09%
WORKDAY INC CV 00.2500 10/01/2022 0.09%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.09%
FNR 2018-3 PI IO 04.0000 02/25/2048 0.09%
GNR 2016-H14 IO IO 01.6844 06/20/2066 0.09%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.09%
CCMFC 2006-4A A2 02.5844 11/25/2047 0.08%
DEXCOM INC P/P 144A CV 00.7500 12/01/2023 0.08%
GNR 2015-H24 AI IO 01.8895 09/20/2065 0.08%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.08%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.08%
SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS 0.08%
SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS 0.08%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.08%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.08%
GNR 2015-H23 DI IO 01.8613 09/20/2065 0.08%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.08%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.08%
NEXTERA ENERGY CAPITAL HOLDIN 65339NVG6 DCP 08/16/2019 0.08%
TRANSDIGM INC 06.3750 06/15/2026 0.08%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.08%
GNR 2015-105 LI IO 05.0000 10/20/2039 0.08%
GNR 2015-64 YI IO 04.0000 11/20/2044 0.08%
GNR 2015-H10 BI IO 02.0523 04/20/2065 0.08%
ON SEMICONDUC CV 01.6250 10/15/2023 0.08%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.08%
CAS 2015-C01 2M2 06.9544 02/25/2025 0.08%
CIT GROUP INC 05.0000 08/01/2023 0.08%
LIVE NATION CV 02.5000 03/15/2023 0.08%
STACR 2016-HQA3 M3 06.2544 03/25/2029 0.08%
STACR 2017-DNA1 B1 07.3544 07/25/2029 0.08%
SWPTN 1YX2Y R -0.065 EUR 08/28/2019 GS 0.08%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 0.08%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.08%
SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP 0.08%
WFMBS 2006-AR2 1A1 04.9486 03/25/2036 0.08%
WFMBS 2006-AR5 1A1 05.2076 04/25/2036 0.08%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.08%
GNR 2017-42 IC IO 04.5000 08/20/2041 0.08%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031 0.08%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.08%
MWST 2018-W1 A 03.2544 11/25/2051 0.08%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.08%
FNR 2012-151 PI IO 03.0000 01/25/2043 0.08%
FNR 2013-18 IN IO 03.5000 03/25/2043 0.08%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.08%
JPALT 2007-A2 12A1 02.6044 06/25/2037 0.08%
STACR 2016-HQA2 M3 07.5544 11/25/2028 0.08%
AVAYA TLB L+425 06.7226 12/15/2024 0.08%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.08%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.08%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.08%
GNR 2016-H17 KI IO 01.9988 07/20/2066 0.08%
HOUSTON FUEL TLB L+275 05.2500 06/26/2025 0.08%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 0.08%
JAZZ INVT I LTD USD 01.5000 08/15/2024 0.08%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.08%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.08%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.08%
FNMA FN30 BN4205 UMBS 05.0000 12/01/2048 0.08%
GNR 2017-H02 BI IO 02.3484 01/20/2067 0.08%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 0.08%
SS&C TECH INC P/P 144A 05.5000 09/30/2027 0.08%
WAMU 2005-AR13 A1C3 02.8944 10/25/2045 0.08%
WFRBS 2013-C12 E P/P 144A 03.5000 03/15/2048 0.08%
DISH NETWORK CV 03.3750 08/15/2026 0.07%
GNR 2015-131 CI IO 03.5000 09/20/2045 0.07%
GNR 2015-52 KI IO 03.5000 11/20/2040 0.07%
GNR 2017-160 AI IO 04.5000 10/20/2047 0.07%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.07%
TWITTER INC CV 01.0000 09/15/2021 0.07%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.07%
EURONET WORLD P/P 144A CV 00.7500 03/15/2049 0.07%
GNR 2016-138 DI IO 04.0000 10/20/2046 0.07%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.07%
T-MOBILE USA INC 05.3750 04/15/2027 0.07%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 0.07%
EQUINIX INC 05.3750 05/15/2027 0.07%
GNMA GII30 BN1496 04.5000 06/20/2049 0.07%
GNR 2016-H24 JI IO 02.1896 11/20/2066 0.07%
GNR 2017-H06 DI IO 01.7776 02/20/2067 0.07%
ITRON INC P/P 144A 05.0000 01/15/2026 0.07%
NRG ENERGY CV 02.7500 06/01/2048 0.07%
PLURALSIGHT P/P 144A CV 00.3750 03/01/2024 0.07%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.07%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.07%
FHR 4678 MS IO 05.1072 04/15/2047 0.07%
GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 0.07%
GNR 2016-79 IO IO 03.5000 06/20/2046 0.07%
GNR 2016-H06 CI IO 01.6309 02/20/2066 0.07%
MICROCHIP TEC CV 01.6250 02/15/2027 0.07%
STANDARD IND INC P/P 144A 06.0000 10/15/2025 0.07%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.07%
DOMINICAN REPUBLIC REGS 07.4500 04/30/2044 0.07%
FNR 2012-123 DI IO 03.5000 05/25/2041 0.07%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.07%
BALTA 2005-7 21A1 04.4960 09/25/2035 0.07%
GNR 2015-79 GI IO 05.0000 10/20/2039 0.07%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.07%
3.05125 R ISWP FWD US0003M P 03/07/2028 0.07%
CWALT 2006-45T1 2A7 02.7444 02/25/2037 0.07%
PQ CORP P/P 144A 05.7500 12/15/2025 0.07%
SQUARE INC CV 00.5000 05/15/2023 0.07%
SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 0.07%
AKER BP ASA P/P 144A 06.0000 07/01/2022 0.07%
CENTENE CORP 06.1250 02/15/2024 0.07%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.07%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 0.07%
GREAT LAKES D&D 08.0000 05/15/2022 0.07%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.07%
CAS 2016-C03 1M2 07.7044 10/25/2028 0.07%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.07%
GNR 2013-34 IH IO 04.5000 03/20/2043 0.07%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.07%
CAS 2018-C04 2M2 04.9544 12/25/2030 0.06%
CWALT 2006-OA7 1A1 03.0808 06/25/2046 0.06%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.06%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 0.06%
FHR 4213 GI IO 04.0000 11/15/2041 0.06%
GNMA GII30 BI6339 04.5000 11/20/2048 0.06%
NHLT 2018-2A M5 P/P 144A 06.0000 07/25/2028 0.06%
SERVICE CORP INTL 05.1250 06/01/2029 0.06%
STACR 2019-DNA2 M2 04.8544 03/25/2049 0.06%
TALBOTS TLB L+700 09.3299 11/28/2022 0.06%
ASCEND LEARNING TLB L+300 05.4024 07/12/2024 0.06%
BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 0.06%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.06%
GNR 2014-46 SA IO 03.7171 03/20/2044 0.06%
HUSKY TLB L+300 05.4024 03/28/2025 0.06%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.06%
MWST 2019-1 A 03.2044 06/25/2052 0.06%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.06%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.06%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.06%
GNR 2015-H01 BI IO 01.5659 01/20/2065 0.06%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.06%
GNR 2018-127 ID IO 05.0000 07/20/2045 0.06%
IOS.FN30.400.10 R USL1M P 01/12/41 CS 0.06%
NETFLIX INC. 05.8750 11/15/2028 0.06%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.06%
WAMU 2005-AR19 A1C4 02.8044 12/25/2045 0.06%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.06%
ALTICE FRANCE SA P/P 144A 06.2500 05/15/2024 0.06%
BMIR 2017-1 B1 P/P 144A 07.1544 10/25/2027 0.06%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.06%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.06%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.06%
GNR 2015-168 IG IO 03.5000 03/20/2043 0.06%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP 0.06%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.06%
2.04 R ISWP AUDBB6M P 05/06/2029 0.06%
3.11 R ISWP FWD US0003M P 02/27/2028 0.06%
ANTERO RESOURCES 05.3750 11/01/2021 0.06%
APERGY CORP 06.3750 05/01/2026 0.06%
FNR 2013-41 IP IO 04.0000 05/25/2043 0.06%
GNR 2014-132 IO IO 05.0000 09/20/2044 0.06%
GNR 2014-4 BI IO 04.0000 01/20/2044 0.06%
GNR 2014-60 SE IO 03.7171 04/20/2044 0.06%
GNR 2014-71 PI IO 04.5000 12/20/2039 0.06%
GNR 2017-179 WI IO 05.0000 12/20/2047 0.06%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.06%
1.50 R ISWP FWD NOKOIB6M P 09/18/2024 0.06%
GNR 2016-156 PI IO 03.5000 11/20/2046 0.06%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP 0.06%
US CONCRETE INC 06.3750 06/01/2024 0.06%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.06%
FHR 3919 SA IO 04.1058 09/15/2041 0.06%
GREIF INC P/P 144A 06.5000 03/01/2027 0.06%
NRG ENERGY INC 05.7500 01/15/2028 0.06%
TELADOC INC CV 01.3750 05/15/2025 0.06%
CAS 2018-C02 2M2 04.6044 08/25/2030 0.06%
DOCUSIGN INC P/P 144A CV 00.5000 09/15/2023 0.06%
FNR 2017-65 LI IO 04.0000 08/25/2047 0.06%
GNR 2013-79 XI IO 03.5000 11/20/2039 0.06%
GNR 2014-163 NI IO 05.0000 02/20/2044 0.06%
JO-ANN STORES 2NDL L+925 11.7272 05/21/2024 0.06%
SWPTN 1MX30Y R 2.29 USD 06/28/2019 JP 0.06%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.06%
ZENDESK INC CV 00.2500 03/15/2023 0.06%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.06%
FNR 2013-40 YI IO 03.5000 06/25/2042 0.06%
GNMA GII30 BO3369 05.0000 06/20/2049 0.06%
GNR 2010-20 UI IO 05.0000 02/20/2040 0.06%
OWENS CORNING 04.2000 12/01/2024 0.06%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.06%
CAS 2018-C02 2B1 06.4044 08/25/2030 0.05%
CIT GROUP INC. 05.2500 03/07/2025 0.05%
EXACT SCIENCES CORP CV 00.3750 03/15/2027 0.05%
FNMA FN30 BN6771 UMBS 05.0000 01/01/2049 0.05%
GNR 2013-54 JI IO 03.5000 02/20/2043 0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.05%
NUANCE COMM CV 01.2500 04/01/2025 0.05%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.05%
VERTIV TLB L+400 06.4385 11/15/2023 0.05%
WPX ENERGY INC 05.7500 06/01/2026 0.05%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 0.05%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.05%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.05%
FHS 311 S1 IO 03.5558 08/15/2043 0.05%
FHS 326 S2 IO 03.5558 03/15/2044 0.05%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.05%
PULTEGROUP INC. 07.8750 06/15/2032 0.05%
2.86 R ISWP US0003M P 01/22/2020 0.05%
CAS 2018-C05 1M2 04.7544 01/25/2031 0.05%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.05%
DISH DBS CORP 05.8750 11/15/2024 0.05%
GNR 2012-106 QI IO 04.0000 07/20/2042 0.05%
II-VI INC CV 00.2500 09/01/2022 0.05%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.05%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.05%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.05%
SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS 0.05%
SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 0.05%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.05%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.05%
GNR 2014-H06 BI IO 01.4850 02/20/2064 0.05%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.05%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.05%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.05%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.05%
CINEMARK USA INC 04.8750 06/01/2023 0.05%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.05%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 0.05%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.05%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.05%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.05%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.05%
BERRY GLOBAL INC 05.1250 07/15/2023 0.05%
CAESARS ENTERTAIN CORP CV 05.0000 10/01/2024 0.05%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.05%
GNR 2012-8 PI IO 04.0000 05/20/2041 0.05%
GNR 2013-37 LI IO 03.5000 01/20/2042 0.05%
HCA INC 05.0000 03/15/2024 0.05%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.05%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.05%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.05%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.05%
ATOTECH TLB1 L+300 05.3299 01/31/2024 0.05%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.05%
CAS 2015-C02 2M2 06.4044 05/25/2025 0.05%
CPG INTL TL L+375 05.9332 05/05/2024 0.05%
CROWN AMER/CAP 04.7500 02/01/2026 0.05%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.05%
GFL ENVIRONMENTAL TLB L+300 05.4024 05/31/2025 0.05%
GNR 2017-38 DI IO 05.0000 03/16/2047 0.05%
LIBERTY MEDIA CV 01.0000 01/30/2023 0.05%
MEREDITH CORP 06.8750 02/01/2026 0.05%
NEW RELIC INC CV 00.5000 05/01/2023 0.05%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029 0.05%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 0.05%
PROVINCIA DE BUENOS P/P 54.1681 05/31/2022 0.05%
STARWOOD PROP TR 04.7500 03/15/2025 0.05%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.05%
WERNER TLB L+400 06.3299 07/24/2024 0.05%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.05%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.05%
FNR 2013-49 IP IO 03.5000 12/25/2042 0.05%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.05%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.05%
GNR 2018-21 AI IO 03.5000 02/20/2048 0.05%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.05%
MARRIOTT VAC CV 01.5000 09/15/2022 0.05%
NABORS INDUSTRIES INC. 05.7500 02/01/2025 0.05%
TARGA RESOURCES PART 05.0000 01/15/2028 0.05%
WAYFAIR INC P/P 144A CV 01.1250 11/01/2024 0.05%
2.536 R ISWP FWD US0003M P 12/02/2023 0.05%
ARGENTINE REPUBLIC USD 06.6250 07/06/2028 0.05%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.05%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.05%
CALPINE CORPORATION 05.7500 01/15/2025 0.05%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.05%
GNR 2013-182 SY IO 03.7171 12/20/2043 0.05%
GNR 2014-4 IC IO 04.0000 01/20/2044 0.05%
GNR 2017-52 DI IO 05.5000 04/20/2047 0.05%
OSHKOSH CORP 05.3750 03/01/2025 0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.05%
SWPTN 10WX10Y P 2.011 USD 08/09/2019 GS 0.05%
T-MOBILE USA INC 06.0000 03/01/2023 0.05%
1.354 R ISWP FWD EUR006M P 02/19/2050 0.04%
ENERGY TRANSFER OPERA 05.8750 01/15/2024 0.04%
ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 0.04%
FNR 2010-35 SG IO 03.9956 04/25/2040 0.04%
JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 0.04%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 0.04%
RINGCENTRAL CV 00.0000 03/15/2023 0.04%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.04%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.04%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.04%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.04%
CHEMOURS CO 07.0000 05/15/2025 0.04%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.04%
GNMA GII30 DU4515 05.0000 05/20/2049 0.04%
GNR 2019-78 SJ IO 03.6390 06/20/2049 0.04%
INSULET CORP CV 01.3750 11/15/2024 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%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.04%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 0.04%
ROBERTSHAW US HOLDING L+350 06.0000 02/28/2025 0.04%
TENNANT CO 05.6250 05/01/2025 0.04%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.04%
ALBERTSON'S TLB7 L+300 05.4024 11/16/2025 0.04%
ASURION TLB7 L+300 05.4024 11/03/2024 0.04%
BERRY GLOBAL TLU L+250 5.02189 05/17/2026 0.04%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.04%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.04%
COLONY STARWO CV 03.5000 01/15/2022 0.04%
FHR 4024 PI IO 04.5000 12/15/2041 0.04%
GNMA GII30 BO4634 05.0000 06/20/2049 0.04%
GNR 2012-146 IO IO 05.0000 12/20/2042 0.04%
HCA INC 05.2500 06/15/2026 0.04%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.04%
PAR PHARMA INC P/P 144A 07.5000 04/01/2027 0.04%
SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA 0.04%
T-MOBILE USA INC 04.7500 02/01/2028 0.04%
WIX LTD P/P 144A 00.0000 07/01/2023 0.04%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 0.04%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029 0.04%
ENRGY TRANS PT/REG FIN 05.0000 10/01/2022 0.04%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 0.04%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.04%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.04%
NRG ENERGY INC 06.6250 01/15/2027 0.04%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 0.04%
ZILLOW GROUP INC CV 01.5000 07/01/2023 0.04%
1.343 R ISWP FWD EUR006M P 11/29/2058 0.04%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.04%
CAS 2017-C02 2M2 06.0544 09/25/2029 0.04%
CAS 2017-C07 1B1 06.4044 05/28/2030 0.04%
CEMEX P/P 144A 05.7000 01/11/2025 0.04%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.04%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.04%
FNR 2012-127 BI IO 04.5000 11/25/2042 0.04%
INPHI CORP CV 00.7500 09/01/2021 0.04%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.04%
NEWELL BRANDS INC 04.2000 04/01/2026 0.04%
SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS 0.04%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.04%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.04%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.04%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.04%
DIGICEL LTD P/P 144A 06.7500 03/01/2023 0.04%
FHR 4077 IK IO 05.0000 07/15/2042 0.04%
GNMA GII30 BL7520 05.5000 04/20/2049 0.04%
GNMA GII30 BN1509 05.0000 05/20/2049 0.04%
LIBERTY EXPEDIA HOLD INC 144A 0.04%
WRIGHT MEDICA CV 01.6250 06/15/2023 0.04%
2.1825 R ISWP AUDBB6M P 03/20/2029 0.04%
ARBY'S TLB L+325 05.6824 02/05/2025 0.04%
DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 0.04%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.04%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.04%
GNR 2014-58 SA IO 03.7171 04/20/2044 0.04%
GNR 2017-79 IB IO 05.5000 05/20/2047 0.04%
IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 0.04%
MERCER INTL INC USD 06.5000 02/01/2024 0.04%
NETFLIX INC 04.8750 04/15/2028 0.04%
QORVO INC 05.5000 07/15/2026 0.04%
REYNOLDS GROUP TL L+300 05.2166 02/05/2023 0.04%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.04%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.04%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.04%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.04%
FHR 4484 TI IO 03.5000 11/15/2044 0.04%
GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 0.04%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.04%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.04%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.04%
ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 0.04%
STACR 2017-HQA1 M2 05.9544 08/25/2029 0.04%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.04%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.04%
8X8 INC P/P 144A CV 00.5000 02/01/2024 0.04%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.04%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.04%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.04%
FHR 4000 PI IO 04.5000 01/15/2042 0.04%
FHR 4165 TI IO 03.0000 12/15/2042 0.04%
GNR 2015-17 LI IO 03.5000 05/16/2040 0.04%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.04%
STACR 2018-DNA1 B1 05.5544 07/25/2030 0.04%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP 0.04%
SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA 0.04%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 0.04%
1.16 R ISWP SES3M P 11/13/2027 0.04%
BOSTON SCIENTIFIC CORP 10114BV20 DCP 08/02/2019 0.04%
CENTENE CORP 04.7500 05/15/2022 0.04%
DIVERSEY TL L+300 05.5828 09/06/2024 0.04%
GNMA GII30 BJ9611 04.5000 05/20/2049 0.04%
GNMA GII30 BN1506 04.5000 05/20/2049 0.04%
GNR 2010-20 SC IO 03.7671 02/20/2040 0.04%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.04%
GNR 2015-131 BI IO 03.5000 06/20/2041 0.04%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.04%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.04%
SM ENERGY CO 05.0000 01/15/2024 0.04%
SUPERNUS PH CV 00.6250 04/01/2023 0.04%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP 0.04%
SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS 0.04%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.04%
0.354 R ISWP FWD EUR006M P 09/21/2021 0.04%
1.1575 R ISWP SES3M P 11/13/2027 0.04%
ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028 0.04%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.04%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.04%
GNR 2013-99 VS IO 03.7058 07/16/2043 0.04%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.04%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.04%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.04%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.04%
ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 0.04%
SWPTN 5WX10Y R 1.965 USD 07/15/2019 BC 0.04%
SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC 0.04%
VIAVI SOLUT CV 01.7500 06/01/2023 0.04%
1.125 R ISWP SES3M P 11/10/2027 0.03%
1.13 R ISWP SES3M P 11/10/2027 0.03%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 0.03%
CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 0.03%
ENVESTNET INC CV 01.7500 12/15/2019 0.03%
GNMA GII30 BN2618 04.5000 05/20/2049 0.03%
GNR 2013-183 JI IO 04.5000 02/16/2043 0.03%
GNR 2013-27 IJ IO 04.0000 02/20/2043 0.03%
GNR 2017-139 IG IO 03.5000 09/20/2047 0.03%
GOLDEN NUGGET TL L+275 05.1488 10/04/2023 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%
ILLUMINA INC P/P 144A CV 00.0000 08/15/2023 0.03%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.03%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.03%
SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA 0.03%
CINEWORLD TLB L+225 04.6885 02/28/2025 0.03%
CPURNSA P 2.19 R 12/06/27 0.03%
CPURNSA P 2.1939 R 12/21/27 0.03%
FTI CONSULTIN P/P 144A CV 02.0000 08/15/2023 0.03%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.03%
GNR 2013-129 SN IO 03.7671 09/20/2043 0.03%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 0.03%
PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 0.03%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 0.03%
TENDAM BRANDS SAU REGS 05.0000 09/15/2024 0.03%
ALTICE LUXEMBOURG SA REGS 06.2500 02/15/2025 0.03%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 0.03%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.03%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.03%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 0.03%
FHR 4122 TI IO 04.5000 10/15/2042 0.03%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.03%
INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 0.03%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.03%
NEUROCRINE CV 02.2500 05/15/2024 0.03%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.03%
NORDEX SE REGS 06.5000 02/01/2023 0.03%
NRG ENERGY INC. 07.2500 05/15/2026 0.03%
NUTANIX INC CV 00.0000 01/15/2023 0.03%
ORYX TLB L+400 06.4360 05/09/2026 0.03%
REVLON CONS TLB L+350 06.0469 09/07/2023 0.03%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.03%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.03%
1.02 R ISWP TELBOR03 P 03/20/2024 GS 0.03%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.03%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.03%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.03%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 0.03%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.03%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032 0.03%
LUMENTUM HOLD CV 00.2500 03/15/2024 0.03%
METLIFE INC P/P 144A 09.2500 04/08/2038 0.03%
NOVAFIVES REGS 05.0000 06/15/2025 0.03%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029 0.03%
AIR TRANSPORT CV 01.1250 10/15/2024 0.03%
AMERICA MOVIL SAB DE CV REGS 00.0000 05/28/2020 0.03%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.03%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 0.03%
CMLTI 2007-AMC3 A2B 02.5844 03/25/2037 0.03%
FNR 2013-53 JI IO 03.0000 12/25/2041 0.03%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.03%
MESSER INDUST TLB L+250 04.9892 03/01/2026 0.03%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.03%
TRANSOCEAN INC 07.5000 04/15/2031 0.03%
TRANSOCEAN INC CV 00.5000 01/30/2023 0.03%
VERINT SYSTEMS INC CV 01.5000 06/01/2021 0.03%
VISTRA OPERATION P/P 144A 05.0000 07/31/2027 0.03%
2.569 R ISWP FWD US0003M P 06/12/2049 0.03%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.03%
CALIFORNIA RESOURC TL L+475 07.1524 12/31/2022 0.03%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026 0.03%
CONMED CORP P/P 144A CV 02.6250 02/01/2024 0.03%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 0.03%
FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 0.03%
FNR 2012-36 SN IO 04.0456 04/25/2042 0.03%
FNR 2015-88 QI IO 04.0000 10/25/2044 0.03%
GNMA GII30 BO4627 04.5000 06/20/2049 0.03%
GNR 2013-165 IL IO 04.0000 03/20/2043 0.03%
GNR 2013-167 IO IO 04.5000 09/20/2040 0.03%
GNR 2018-127 IA IO 03.5000 04/20/2042 0.03%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.03%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.03%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.03%
CIRSA FINANCE INTER P/P 144A 07.8750 12/20/2023 0.03%
FNR 2013-115 CI IO 04.0000 02/25/2043 0.03%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.03%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.03%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.03%
MERCER INTL INC USD 05.5000 01/15/2026 0.03%
NETFLIX INC P/P 144A 06.3750 05/15/2029 0.03%
OPTN FN30 3.0 08/06/19 CALL 100.8125 JPMC 0.03%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.03%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.03%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.03%
FNR 2013-35 PI IO 03.0000 02/25/2042 0.03%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.03%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.03%
JPMCC 2012-C8 E P/P 144A 04.8049 10/15/2045 0.03%
LENNAR CORP 05.8750 11/15/2024 0.03%
NOK/USD 09/18/2019 BANKAM 0.03%
ROBERTSHAW TL 2L L+800 10.4375 02/28/2026 0.03%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.03%
TENET HEALTHCARE 04.6250 07/15/2024 0.03%
UKRPI P 3.665 R 12/15/28 0.03%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.03%
WILLIAMS COS INC 07.7500 06/15/2031 0.03%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 0.03%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.03%
CAS 2018-C06 2M2 04.5044 03/25/2031 0.03%
CHEMOURS CO 05.3750 05/15/2027 0.03%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.03%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 0.03%
ENCORE CAPITA CV 03.2500 03/15/2022 0.03%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.03%
INTELSAT S.A. TLB3 L+375 06.2291 11/27/2023 0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.03%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.03%
SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 0.03%
TABULA RASA H P/P 144A CV 01.7500 02/15/2026 0.03%
VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 0.03%
ZIGGO BV P/P 144A 05.5000 01/15/2027 0.03%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.02%
FNR 2013-60 IP IO 04.0000 10/25/2042 0.02%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.02%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.02%
IOS.FN30.450.10 R USL1M P 01/12/41 GS 0.02%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.02%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.02%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.02%
RAPID7 INC P/P 144A CV 01.2500 08/01/2023 0.02%
SWPTN 4MX10Y P 2.265 USD 10/03/2019 MS 0.02%
SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA 0.02%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 0.02%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.02%
1.65 R ISWP FWD CDOR03 P 09/18/2024 0.02%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.02%
ENSCO ROWAN PLC USD 07.7500 02/01/2026 0.02%
FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 0.02%
GNR 2013-28 IO IO 03.5000 02/20/2043 0.02%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.02%
GNR 2015-79 MI IO 04.0000 05/20/2044 0.02%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.02%
JO-ANN STORES TL L+500 07.5915 10/16/2023 0.02%
STACR 2016-DNA1 B 12.4044 07/25/2028 0.02%
SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA 0.02%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.02%
AUD/JPY PUT 73.00 20190917 HSBCB 0.02%
BERRY GLOBAL ESCR P/P 144A 05.6250 07/15/2027 0.02%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 0.02%
GNMA GII30 BN7073 04.5000 05/20/2049 0.02%
GNR 2018-127 IB IO 04.5000 06/20/2045 0.02%
GNR 2018-94 AI IO 04.5000 07/20/2048 0.02%
GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033 0.02%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.02%
IOS.FN30.450.10 R USL1M P 01/12/41 BA 0.02%
IRONWOOD PHAR CV 02.2500 06/15/2022 0.02%
MBX.GII30.500.10 R USL1M P 01/12/41 BC 0.02%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.02%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.02%
P/P 144A 06.8750 08/15/2026 0.02%
SESI LLC 07.1250 12/15/2021 0.02%
STACR 2014-HQ3 M3 07.1544 10/25/2024 0.02%
STEARNS HOLDINGS LLC P/P 144A 09.3750 08/15/2020 0.02%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 0.02%
THE AES CORPORATION 04.8750 05/15/2023 0.02%
2.806 R ISWP FWD US0003M P 03/05/2030 0.02%
AKER BP ASA P/P 144A 04.7500 06/15/2024 0.02%
BERRY GLOBAL ESCRO P/P 144A 04.8750 07/15/2026 0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.02%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.02%
ENERGY TRANSFER OPERATNG 05.5000 06/01/2027 0.02%
FIVE9 INC CV 00.1250 05/01/2023 0.02%
FRONTIER COMM 11.0000 09/15/2025 0.02%
GNR 2015-134 LI IO 03.5000 05/20/2039 0.02%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.02%
STACR 2019-DNA2 B1 06.7544 03/25/2049 0.02%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.02%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 0.02%
AES CORP/THE 04.5000 03/15/2023 0.02%
BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 0.02%
CAS 2015-C03 2M2 07.4044 07/25/2025 0.02%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 0.02%
FNR 2013-44 PI IO 04.0000 01/25/2043 0.02%
GNR 2012-56 IB IO 04.0000 04/20/2042 0.02%
GNR 2012-H29 AI IO 01.4693 10/20/2062 0.02%
GNR 2012-H29 FI IO 01.4693 10/20/2062 0.02%
GNR 2014-163 PI IO 04.0000 10/20/2043 0.02%
IHEARTMEDIA TL L+400 06.5790 05/01/2026 0.02%
INTELSAT SA P/P 144A 04.5000 06/15/2025 0.02%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.02%
STACR 2015-HQ1 M3 06.2044 03/25/2025 0.02%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.02%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.02%
AES CORP/THE 05.1250 09/01/2027 0.02%
AIR METHODS TLB L+350 05.8299 04/21/2024 0.02%
CAS 2019-R04 2B1 07.6544 06/25/2039 0.02%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.02%
CIT GROUP INC. 05.0000 08/15/2022 0.02%
FHLMC FR30 ZN5648 UMBS 04.5000 01/01/2049 0.02%
GNMA GII30 BN1507 05.0000 05/20/2049 0.02%
GNR 2018-127 IC IO 05.0000 10/20/2044 0.02%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.02%
NOK/USD 09/18/2019 GSFX 0.02%
NRG P/P 144A 03.7500 06/15/2024 0.02%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.02%
QUOTIENT TECH CV 01.7500 12/01/2022 0.02%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.02%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.02%
SWPTN 5WX30Y R 2.3025 USD 07/15/2019 GS 0.02%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.02%
TOTAL SA REGS 00.5000 12/02/2022 0.02%
TREASURY BILL 00.0000 08/08/2019 0.02%
VISTRA OPERATION P/P 144A 04.3000 07/15/2029 0.02%
2.32 R ISWP FWD US0003M P 02/09/2024 0.02%
CARBONITE INC CV 02.5000 04/01/2022 0.02%
CAS 2019-R01 2M2 04.8544 07/25/2031 0.02%
FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 0.02%
FNR 2006-8 HP 15.7506 03/25/2036 0.02%
FNR 2013-18 SB IO 03.7456 10/25/2041 0.02%
GNMA GII30 BN1508 05.0000 05/20/2049 0.02%
GNMA GII30 BN1510 05.5000 05/20/2049 0.02%
GNR 2013-102 IP IO 03.5000 06/20/2043 0.02%
HCA INC. 07.5000 02/15/2022 0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.02%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.02%
MBX.FN30.500.10 R USL1M P 01/12/41 CS 0.02%
MBX.FN30.650.67 R USL1M P 01/12/38 GS 0.02%
NETFLIX INC 05.8750 02/15/2025 0.02%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 0.02%
VIRGIN MEDIA SECURED FIN REGS 05.1250 01/15/2025 0.02%
AIRBUS SE REGS 00.0000 06/14/2021 0.02%
BMIR 2018-2A B1 P/P 144A 05.0544 08/25/2028 0.02%
BWAY CORP TLB L+325 05.8535 04/03/2024 0.02%
CAS 2015-C02 1M2 06.4044 05/25/2025 0.02%
CAS 2016-C05 2M2 06.8544 01/25/2029 0.02%
CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 0.02%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 0.02%
FHR 4199 CI IO 03.5000 12/15/2037 0.02%
FNR 2012-30 HI IO 04.5000 12/25/2040 0.02%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2036 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2038 0.02%
ISTAR INC 06.0000 04/01/2022 0.02%
ISTAR INC. 05.2500 09/15/2022 0.02%
MBX.FN30.450.10 R USL1M P 01/12/41 BC 0.02%
NEXSTAR ESCROW INC P/P 144A 05.6250 07/15/2027 0.02%
NOK/USD 09/18/2019 BCAP-FX 0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.02%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.02%
SIKA AG REGS 00.1500 06/05/2025 0.02%
T-MOBILE USA INC 04.5000 02/01/2026 0.02%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.02%
BAUSCH HLTH COS INC P/P 144A 05.7500 08/15/2027 0.02%
DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 0.02%
EQUINIX INC 05.8750 01/15/2026 0.02%
FHR 4020 IA IO 04.0000 03/15/2027 0.02%
FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 0.02%
FNR 2015-42 LS IO 03.7956 06/25/2045 0.02%
GNMA GII30 BM1987 04.5000 05/20/2049 0.02%
GNMA GII30 BN3999 04.5000 05/20/2049 0.02%
ICAHN ENTER/FIN P/P 144A 06.2500 05/15/2026 0.02%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.02%
RACKSPACE HOSTING INC L+300 05.5755 11/03/2023 0.02%
SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS 0.02%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.02%
ALTICE FINANCING SA P/P 144A 07.5000 05/15/2026 0.02%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.02%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.02%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.02%
GNMA GII30 BM1904 04.5000 05/20/2049 0.02%
GNMA GII30 BN1511 05.5000 05/20/2049 0.02%
GNR 2013-24 PI IO 04.0000 11/20/2042 0.02%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.02%
LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 0.02%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.02%
MERCER INTL INC USD 07.7500 12/01/2022 0.02%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.02%
SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP 0.02%
SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS 0.02%
VOCERA COMM CV 01.5000 05/15/2023 0.02%
CPURNSA P 2.05 R 07/05/27 0.02%
GNMA GII30 DU4514 04.5000 05/20/2049 0.02%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 0.02%
REDFIN CORP CV 01.7500 07/15/2023 0.02%
SERVICE CORPORATION INTL 04.6250 12/15/2027 0.02%
SOCIALIST REP OF VIE P/P 144A 04.8000 11/19/2024 0.02%
SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS 0.02%
SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS 0.02%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 0.02%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.01%
ARGENTINE REPUBLIC USD 06.8750 01/26/2027 0.01%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.01%
CAS 2016-C05 2B 13.1544 01/25/2029 0.01%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.01%
DENBURY RESOURCES P/P 144A 07.7500 02/15/2024 0.01%
FIRST DATA TL L+200 04.4899 04/26/2024 0.01%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.01%
KRONOS TLB L+300 05.2225 11/01/2023 0.01%
MBX.FN30.400.09 R USL1M P 01/12/40 DE 0.01%
RAG-STIFTUNG REGS 00.0000 02/18/2021 0.01%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.01%
BSCMS 2006-PW11 C P/P 144A 05.8095 03/11/2039 0.01%
CAS 2016-C06 1M2 06.6544 04/25/2029 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
COMMSCOPE INC P/P 144A 05.5000 03/01/2024 0.01%
GNMA GII30 BO1294 04.5000 05/20/2049 0.01%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.01%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.01%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.01%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 0.01%
SIEMENS FINANCIERINGSMAT REGS 01.6500 08/16/2019 0.01%
STACR 2019-DNA1 M2 05.0544 01/25/2049 0.01%
T-MOBILE USA INC. 04.0000 04/15/2022 0.01%
TELEFONICA PARTICIPACION REGS 00.0000 03/09/2021 0.01%
WPX ENERGY INC 06.0000 01/15/2022 0.01%
-0.70 R ISWP FWD CHL6M P 09/18/2024 0.01%
0.148 R ISWP JPL6M P 02/16/2023 0.01%
2.3075 R ISWP FWD US0003M P 02/02/2024 0.01%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.01%
CAS 2018-C03 1B1 06.1544 10/25/2030 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
FHLMC FH30G Q63236 05.0000 04/01/2049 0.01%
FHR 4105 HI IO 03.5000 07/15/2041 0.01%
FHR 4210 PI IO 03.0000 12/15/2041 0.01%
FNR 2012-145 TI IO 03.0000 11/25/2042 0.01%
FNR 2013-70 CI IO 03.5000 01/25/2043 0.01%
FNR 2015-30 IO IO 05.5000 05/25/2045 0.01%
FNR 2015-83 IO IO 04.0000 10/25/2043 0.01%
GNMA GII30 BM4965 04.5000 05/20/2049 0.01%
GNMA GII30 BN8578 04.5000 05/20/2049 0.01%
GNR 2012-48 AI IO 03.5000 02/20/2036 0.01%
GNR 2012-92 AI IO 03.5000 04/20/2042 0.01%
GNR 2017-26 MI IO 05.0000 11/20/2039 0.01%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.01%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.01%
MERCER INTL INC P/P 144A 07.3750 01/15/2025 0.01%
UNIBAIL-RODAMCO SE CV PFD 0.01%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024 0.01%
1.80 R ISWP FWD CDOR03 P 09/18/2029 0.01%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.01%
BASF SE REGS 00.9250 03/09/2023 0.01%
BAYER AG REGS 00.0500 06/15/2020 0.01%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 0.01%
CAS 2018-C05 1B1 06.6544 01/25/2031 0.01%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
COUPA SOFTWAR P/P 144A CV 00.1250 06/15/2025 0.01%
FNR 2013-30 IP IO 03.0000 10/25/2041 0.01%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.01%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.01%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.01%
MBX.FN30.550.08 R USL1M P 01/12/39 GS 0.01%
NOK/USD 09/18/2019 JPMCB 0.01%
SESI LLC 07.7500 09/15/2024 0.01%
STARFRUIT US/STAR F P/P 144A 06.5000 10/01/2026 0.01%
STMICROELECTRONICS NV REGS 00.2500 07/03/2024 0.01%
SWPTN 4MX10Y P 2.401 USD 09/30/2019 BA 0.01%
2.57 R ISWP FWD US0003M P 02/02/2024 0.01%
CELLNEX TELECOM SA REGS 01.5000 01/16/2026 0.01%
CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 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%
ELDORADO RESORTS INC 06.0000 09/15/2026 0.01%
FHLMC FH30G B32454 05.0000 01/01/2049 0.01%
GNMA GII30 BO1322 04.5000 05/20/2049 0.01%
GNR 2010-68 SD IO 04.1971 06/20/2040 0.01%
IOS.FN30.300.12 R USL1M P 01/12/43 CS 0.01%
IOS.FN30.300.13 R USL1M P 01/12/44 CS 0.01%
IOS.FN30.400.10 R USL1M P 01/12/41 CS 0.01%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.01%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.01%
ORTHO-CLINICAL TLB L+325 05.6799 06/01/2025 0.01%
STACR 2017-DNA1 M2 05.6544 07/25/2029 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 CS 0.01%
GNR 2014-108 IP IO 04.5000 12/20/2042 0.01%
IAA INC P/P 144A 05.5000 06/15/2027 0.01%
IBERDROLA INTL BV REGS 00.0000 11/11/2022 0.01%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.01%
IOS.FN30.600.08 R USL1M P 01/12/39 BC 0.01%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.01%
JC PENNEY CORP INC 07.4000 04/01/2037 0.01%
SERVICENOW IN CV 00.0000 06/01/2022 0.01%
SUEZ CV PFD 0.01%
TELENOR EAST HOLDING II REGS 00.2500 09/20/2019 0.01%
TIAAC 2003-1A E 144A 08.0000 12/28/2038 0.01%
VALEO SA REGS 00.0000 06/16/2021 0.01%
VEOLIA ENVIRONNEMENT SA CV PFD 0.01%
VODAFONE GROUP PLC REGS 00.0000 11/26/2020 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
0.60 R ISWP FWD SES3M P 09/18/2029 0.01%
BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 0.01%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 05/01/2027 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.01%
CTRIP.COM INTL LTD USD 01.2500 09/15/2022 0.01%
EVERBRIDGE INC CV 01.5000 11/01/2022 0.01%
GNR 2016-77 SL IO 03.7671 03/20/2043 0.01%
IOS.FN30.400.10 R USL1M P 01/12/41 CS 0.01%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.01%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.01%
JPY/USD 08/21/2019 JPMCB 0.01%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.01%
MSBAM 2013-C11 D P/P 144A 04.4992 08/15/2046 0.01%
RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 0.01%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.01%
TESLA INC CV 02.3750 03/15/2022 0.01%
1.75 R ISWP FWD US0003M P 09/18/2024 0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG 0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
FHR 3408 EK 16.1589 04/15/2037 0.01%
FNR 2018-86 DS IO 03.6956 12/25/2048 0.01%
GN STORE NORD REGS 00.0000 05/31/2022 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2040 0.01%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.01%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.01%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.01%
JPMCC 2013-LC11 D 04.3070 04/15/2046 0.01%
MEDICINES CO CV 02.5000 01/15/2022 0.01%
NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.01%
OPTN FN30 3.5 08/06/19 CALL 102.06640625 JPMC 0.01%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.01%
SWPTN 2MX10Y P 2.193 USD 07/30/2019 CI 0.01%
1.70 R ISWP FWD US0003M P 09/18/2021 0.01%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
ENI SPA REGS 00.0000 04/13/2022 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%
GSMS 2012-GC6 D P/P 144A 05.8398 01/10/2045 0.01%
HUBSPOT INC CV 00.2500 06/01/2022 0.01%
KAMAN CORP CV 03.2500 05/01/2024 0.01%
LIGAND PHARMA CV 00.7500 05/15/2023 0.01%
LVMH MOET HENNESSY VUITT CV PFD 0.01%
MSRR 2010-R4 4B 03.2458 02/26/2037 0.01%
NICE SYS INC CV 01.2500 01/15/2024 0.01%
NOK/USD 09/18/2019 RBSF 0.01%
NOK/USD 09/18/2019 SSBT 0.01%
REALPAGE INC CV 01.5000 11/15/2022 0.01%
SWPTN 10WX10Y P 2.281 USD 08/09/2019 GS 0.01%
SYMRISE AG REGS 00.2375 06/20/2024 0.01%
TWILIO INC CV 00.2500 06/01/2023 0.01%
UBISOFT ENTERTAINMENT SA CV PFD 0.01%
WAYFAIR INC CV 00.3750 09/01/2022 0.01%
WENDEL SA CV PFD 0.01%
2.5725 R ISWP FWD US0003M P 02/02/2024 0.00%
BEKAERT SA REGS 00.0000 06/09/2021 0.00%
CAS 2015-C01 1M2 06.7044 02/25/2025 0.00%
CHENIERE ENERGY INC CV 04.2500 03/15/2045 0.00%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
COMM 2014-CR17 E P/P 144A 05.0150 05/10/2047 0.00%
DP WORLD PLC REGS 01.7500 06/19/2024 0.00%
FNS 374 6 IO 05.5000 08/25/2036 0.00%
GBP/USD 09/18/2019 BANKAM 0.00%
GNMA GII30 4292 06.5000 11/20/2038 0.00%
IOS.FN30.350.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.450.11 R USL1M P 01/12/42 CS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IQIYI INC P/P 144A 02.0000 04/01/2025 0.00%
LLOYDS BANK PLC 13.0000 01/29/2049 0.00%
MSBAM 2013-C10 F P/P 144A 04.2183 07/15/2046 0.00%
MTU AERO ENGINES AG REGS 00.1250 05/17/2023 0.00%
NEXITY SA CV PFD 0.00%
OSI SYS INC CV 01.2500 09/01/2022 0.00%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 0.00%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.00%
STACR 2018-DNA2 M2 04.5544 12/25/2030 0.00%
STMICROELECTRONICS N.V. REGS 00.0000 07/03/2022 0.00%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP 0.00%
1.035 R ISWP TELBOR03 P 03/19/2024 GS 0.00%
CHC GRP LLC P/P CV 00.0000 10/01/2020 0.00%
CHF/USD 09/18/2019 JPMCB 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 0.00%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 0.00%
EUR/USD 09/18/2019 SSBT 0.00%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
PATRICK INDS CV 01.0000 02/01/2023 0.00%
SWPTN 1YX30Y P 1.288 EUR 02/17/2020 JP 0.00%
SWPTN 3MX5Y P 1.746 USD 09/26/2019 CI 0.00%
WESTERN DI P/P 144A CV 01.5000 02/01/2024 0.00%
0.10 R ISWP FWD SES3M P 09/18/2024 0.00%
AUD/USD 07/17/2019 WPAC 0.00%
BALTA 2005-8 21A1 04.4665 10/25/2035 0.00%
CAS 2019-R02 1M2 04.7044 08/25/2031 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS 0.00%
CMB CMBX.NA.BB.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.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
FNR 2005-83 QP 11.1426 11/25/2034 0.00%
FRAC TECH INTL TLB L+475 06.0000 04/16/2021 0.00%
IOS.FN30.450.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI 0.00%
SWPTN 5WX30Y P 2.3025 USD 07/15/2019 GS 0.00%
1.735 R ISWP NOKOIB6M P 07/01/2024 0.00%
2.252 R ISWP FWD US0003M P 07/17/2049 0.00%
2.55 R ISWP FWD US0003M P 11/20/2039 0.00%
CAS 2018-C01 1M2 04.6544 07/25/2030 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
FNGT 2000-T6 IO IO 00.7166 11/25/2040 0.00%
FSPC T-57 1AX IO 00.3739 07/25/2043 0.00%
IDR/USD 11/20/2019 HSBCB 0.00%
INR/USD 11/20/2019 GSFX 0.00%
INR/USD 11/20/2019 RBSF 0.00%
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%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
NINE POINT ENERGY COM 0.00%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.00%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS 0.00%
SWPTN 3MX5Y P 1.736 USD 09/27/2019 GS 0.00%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS 0.00%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI 0.00%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP 0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 0.00%
1.9448 R ISWP US0003M P 06/26/2029 0.00%
1.9451 R ISWP US0003M P 06/26/2029 0.00%
2.03 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/27/2021 0.00%
2.184 R ISWP FWD US0003M P 07/17/2049 0.00%
2.194 R ISWP FWD US0003M P 07/17/2049 0.00%
2.199 R ISWP FWD US0003M P 07/17/2049 0.00%
2.2225 R ISWP FWD US0003M P 06/05/2029 0.00%
2.229 R ISWP FWD US0003M P 07/17/2049 0.00%
2.241 R ISWP FWD US0003M P 07/17/2049 0.00%
CAD/USD 07/17/2019 HSBCB 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 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 ML 0.00%
CSMC 2006-C5 AX IO 01.0888 12/15/2039 0.00%
FHR 3326 WF 00.0000 10/15/2035 0.00%
FNR 1999-51 N PO 00.0000 09/17/2029 0.00%
FNS 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 00.3059 06/25/2042 0.00%
GBP/USD 09/18/2019 HSBCB 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 GS 0.00%
JPY/USD 08/21/2019 BANKAM 0.00%
MXN/USD 10/16/2019 BANKAM 0.00%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022 0.00%
SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS 0.00%
TWD/USD 08/21/2019 RBSF 0.00%
-0.25 R ISWP FWD EUR006M P 09/18/2024 0.00%
0.601 R ISWP FWD EUR006M P 06/19/2029 0.00%
1.001 R ISWP FWD GBL6M P 06/19/2021 0.00%
1.201 R ISWP FWD GBL6M P 06/19/2024 0.00%
1.351 R ISWP FWD GBL6M P 06/19/2029 0.00%
1.45 R ISWP FWD NFIX3MID P 09/18/2024 0.00%
1.60 R ISWP FWD AUDBB6M P 09/18/2029 0.00%
2.3075 R ISWP FWD US0003M P 06/22/2052 0.00%
6.66 R ISWP IN00O/N P 12/20/2022 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
CAD/USD 07/17/2019 CSI-FX 0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 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.11 2054-11-18 500.0 11/18/2054 JP 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP 0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 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.8 2057-10-17 500.0 10/17/2057 CG 0.00%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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 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-.7 2047-01-17 300.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CPURNSA R 1.89 P 07/05/22 0.00%
CZK/USD 09/18/2019 BANKAM 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 09/18/2019 JPMCB 0.00%
FHR 1208 F PO 00.0000 02/15/2022 0.00%
FHR 3314 PO PO 00.0000 11/15/2036 0.00%
FNGT 1998-T2 A4 IO 06.5000 10/25/2036 0.00%
FNR 2001-50 BI IO 00.3801 10/25/2041 0.00%
FNS 366 22 IO 04.5000 10/25/2035 0.00%
FNS 399 2 IO 05.5000 11/25/2039 0.00%
GBP/USD 09/18/2019 GSFX 0.00%
GBP/USD 09/18/2019 SSBT 0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036 0.00%
GSMS 2005-GG4 XC IO P/P 144A 01.5900 07/10/2039 0.00%
IHEARTMEDIA INC WT 0.00%
ILS/USD 07/17/2019 SSBT 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.500.09 R USL1M P 01/12/40 CS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
KRW/USD 11/20/2019 GSFX 0.00%
KRW/USD 11/20/2019 HSBCB 0.00%
MEZZ 2007-C5 X IO P/P 144A 06.2193 12/15/2049 0.00%
NOK/USD 09/18/2019 UBS 0.00%
OPTN FN30 3.5 07/08/19 PUT 100.09765625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 100.28515625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 100.59765625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 100.78515625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 101.09765625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 101.28515625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 99.59765625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 99.78515625 JPMC 0.00%
STRIP 2003-1A N P/P 144A 05.0000 03/24/2020 0.00%
SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP 0.00%
SWPTN 1YX2Y P 3.095 USD 11/19/2019 JP 0.00%
SWPTN 1YX2Y P 3.0975 USD 11/18/2019 MS 0.00%
SWPTN 1YX2Y P 3.3975 USD 11/18/2019 MS 0.00%
SWPTN 1YX2Y P 3.415 USD 11/19/2019 JP 0.00%
SWPTN 2MX10Y P 2.463 USD 07/30/2019 CI 0.00%
SWPTN 3MX1Y P 2.458 USD 07/26/2019 GS 0.00%
SWPTN 3MX1Y P 2.558 USD 07/26/2019 GS 0.00%
SWPTN 3MX1Y P 2.658 USD 07/26/2019 GS 0.00%
TWD/USD 08/21/2019 GSFX 0.00%
WBCMT 2007-C34 IO IO 00.1233 05/15/2046 0.00%
BRL/USD 10/02/2019 CITI -0.00%
CAD/USD 07/17/2019 CITI -0.00%
CAD/USD 07/17/2019 WPAC -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE -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 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.00%
EUR/USD 09/18/2019 CSI-FX -0.00%
EUR/USD 09/18/2019 HSBCB -0.00%
RUB/USD 09/18/2019 GSFX -0.00%
SEK/USD 09/18/2019 RBSF -0.00%
SWPTN 2MX10Y P 2.373 USD 07/30/2019 CI -0.00%
SWPTN 2MX10Y P 2.401 USD 07/30/2019 BA -0.00%
SWPTN 3MX5Y R 1.736 USD 09/27/2019 GS -0.00%
0.151 R ISWP FWD EUR006M P 06/19/2024 -0.00%
1.80 R ISWP FWD NFIX3MID P 09/18/2029 -0.00%
2.263 R ISWP FWD US0003M P 07/17/2049 -0.00%
AUD/USD 07/17/2019 SSBT -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 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 GS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
EUR/USD 09/18/2019 CITI -0.00%
SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS -0.00%
1.82 R ISWP NOKOIB6M P 07/01/2029 -0.00%
2.299 R ISWP FWD US0003M P 06/12/2049 -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.00%
SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS -0.00%
SWPTN 2MX10Y P 2.283 USD 07/30/2019 CI -0.00%
SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP -0.00%
SWPTN 3MX5Y R 1.746 USD 09/26/2019 CI -0.00%
SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS -0.00%
0.20 R ISWP FWD EUR006M P 09/18/2029 -0.00%
0.80 R ISWP FWD EUR006M P 02/21/2050 -0.00%
2.25 R ISWP FWD US0003M P 09/18/2049 -0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG -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 ML -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.00%
EUR/USD 09/18/2019 WPAC -0.00%
NZD/USD 07/17/2019 BCAP-FX -0.00%
OPTN FN30 3.5 08/06/19 PUT 102.06640625 JPMC -0.00%
SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS -0.00%
0.85 R ISWP FWD GBL6M P 09/18/2024 -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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 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%
EUR/USD 09/18/2019 RBSF -0.00%
SWPTN 9WX10Y P 2.265 USD 08/05/2019 MS -0.00%
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 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 MS -0.01%
JPY/USD 08/21/2019 BCAP-FX -0.01%
SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI -0.01%
UKRPI P 3.3875 R 03/15/28 -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
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%
JPY/USD 08/21/2019 RBSF -0.01%
SEK/USD 09/18/2019 JPMCB -0.01%
SEK/USD 09/18/2019 UBS -0.01%
2.0625 R ISWP FWD US0003M P 06/22/2030 -0.01%
AUD/JPY PUT 69.00 20190917 HSBCB -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 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.01%
SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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 ML -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
MBX.FN30.550.08 P USL1M R 01/12/39 BC -0.01%
0.7495 R ISWP FWD JPL6M P 08/29/2043 -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -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 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%
EUR/USD 09/18/2019 BANKAM -0.01%
IOS.FN30.450.10 P USL1M R 01/12/41 JP -0.01%
JPY/USD 08/21/2019 HSBCB -0.01%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS -0.01%
0.9035 R ISWP FWD EUR006M P 02/19/2050 -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 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 GS -0.01%
EUR/USD 09/18/2019 UBS -0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.01%
SEK/USD 09/18/2019 SSBT -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CPURNSA R 2.05 P 12/06/22 -0.01%
CPURNSA R 2.068 P 12/21/22 -0.01%
NZD/USD 07/17/2019 CITI -0.01%
SWPTN 10WX10Y P 2.191 USD 08/09/2019 GS -0.01%
1.054 R ISWP FWD EUR006M P 06/07/2054 -0.01%
2.528 R ISWP FWD US0003M P 02/02/2024 -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -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%
EUR/USD 09/18/2019 GSFX -0.01%
MBX.FN30.600.08 P USL1M R 01/12/39 GS -0.01%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
EUR/USD 09/18/2019 BCAP-FX -0.01%
SEK/USD 09/18/2019 GSFX -0.01%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP -0.01%
SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS -0.01%
SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA -0.01%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI -0.01%
2.184 R ISWP FWD US0003M P 12/07/2030 -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
2.00 R ISWP FWD US0003M P 09/18/2029 -0.02%
AUD/USD 07/17/2019 BANKAM -0.02%
CAD/USD 07/17/2019 BCAP-FX -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 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%
SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS -0.02%
UKRPI P 3.34 R 02/15/28 -0.02%
UKRPI P 3.4025 R 03/15/28 -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 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.02%
SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS -0.02%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC -0.02%
AUD/USD 07/17/2019 CSI-FX -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
JPY/USD 08/21/2019 GSFX -0.02%
2.565 R ISWP FWD US0003M P 06/12/2049 -0.02%
0.366 R ISWP JPL6M P 02/16/2028 -0.02%
2.488 R ISWP FWD US0003M P 06/12/2049 -0.02%
CAD/USD 07/17/2019 JPMCB -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
NZD/USD 07/17/2019 JPMCB -0.02%
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 MS -0.02%
AUD/USD 07/17/2019 CITI -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.02%
JPY/USD 08/21/2019 UBS -0.02%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.02%
NZD/USD 07/17/2019 GSFX -0.02%
1.25 R ISWP FWD AUDBB6M P 09/18/2024 -0.02%
1.70 R ISWP FWD NOKOIB6M P 09/18/2029 -0.02%
2.208 R ISWP CDOR03 P 03/19/2029 -0.02%
MBX.FN30.450.09 P USL1M R 01/12/40 GS -0.02%
2.524 R ISWP FWD NFIX3MID P 03/28/2029 -0.02%
AUD/USD 07/17/2019 UBS -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%
JPY/USD 08/21/2019 CITI -0.02%
SWPTN 10WX10Y P 2.101 USD 08/09/2019 GS -0.02%
1.00 R ISWP FWD GBL6M P 09/18/2029 -0.03%
2.5365 R ISWP FWD US0003M P 06/12/2049 -0.03%
MBX.FN30.500.09 P USL1M R 01/12/40 GS -0.03%
1.484 R ISWP FWD EUR006M P 11/29/2058 -0.03%
2.5335 R ISWP FWD US0003M P 06/12/2049 -0.03%
IOS.FN30.500.10 P USL1M R 01/12/41 BC -0.03%
2.67 R ISWP FWD US0003M P 03/28/2052 -0.03%
IOS.FN30.500.10 P USL1M R 01/12/41 CS -0.03%
OPTN FN30 3.0 08/06/19 PUT 100.8125 JPMC -0.03%
SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS -0.03%
AUD/USD 07/17/2019 HSBCB -0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.03%
2.537 R ISWP FWD US0003M P 06/12/2049 -0.03%
SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA -0.03%
1.051 R ISWP FWD EUR006M P 02/19/2050 -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.03%
2.647 R ISWP FWD US0003M P 03/16/2030 -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%
-0.046 R ISWP FWD CHL6M P 09/21/2021 -0.04%
JPY/USD 08/21/2019 SSBT -0.04%
UKRPI P 3.34 R 03/15/28 -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.04%
IOS.FN30.500.10 P USL1M R 01/12/41 CS -0.04%
SWPTN 5WX10Y R 2.065 USD 07/15/2019 BC -0.04%
1.113 R ISWP FWD EUR006M P 03/26/2050 -0.04%
1.2115 R ISWP FWD EUR006M P 03/12/2050 -0.04%
IOS.FN30.300.13 P USL1M R 01/12/44 GS -0.04%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.04%
1.365 R ISWP AUDBB3M P 05/06/2021 -0.04%
2.6059 R ISWP FWD US0003M P 06/12/2049 -0.04%
AUD/USD 07/17/2019 RBSF -0.04%
SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS -0.04%
1.267 R ISWP FWD EUR006M P 03/11/2050 -0.04%
SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS -0.04%
1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 -0.04%
2.6785 R ISWP US0003M P 02/13/2029 -0.04%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.04%
SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS -0.04%
SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP -0.05%
SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.05%
SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP -0.05%
-0.30 R ISWP FWD CHL6M P 09/18/2029 -0.05%
SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS -0.05%
IOS.FN30.400.10 P USL1M R 01/12/41 BC -0.05%
2.793 R ISWP FWD US0003M P 11/29/2053 -0.06%
MBX.FN30.600.08 P USL1M R 01/12/39 BC -0.06%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.06%
SWPTN 1MX30Y R 2.38 USD 06/28/2019 JP -0.06%
CPTFEMU R 1.4275 P 08/15/27 -0.06%
IOS.FN30.400.10 P USL1M R 01/12/41 CS -0.06%
SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS -0.07%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.07%
IOS.FN30.500.10 P USL1M R 01/12/41 GS -0.07%
IOS.FN30.500.10 P USL1M R 01/12/41 JP -0.07%
GNMA GII30 TBA 05.0000 07/01/2049 -0.07%
FNMA FN30 TBA UMBS 05.0000 07/01/2049 -0.08%
SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP -0.08%
IOS.GII30.500.10 P USL1M R 01/12/41 JP -0.08%
1.61375 R ISWP FWD EUR006M P 10/27/2027 -0.08%
1.815 R ISWP FWD EUR006M P 02/27/2028 -0.08%
CPTFEMU R 1.4375 P 09/15/23 -0.08%
CPTFEMU R 1.4413 P 09/15/23 -0.08%
CPTFEMU R 1.4425 P 09/15/23 -0.08%
CPTFEMU R 1.4438 P 09/15/23 -0.08%
MBX.FN30.650.67 P USL1M R 01/12/38 CS -0.09%
MBX.FN30.650.67 P USL1M R 01/12/38 DE -0.09%
CPTFEMU R 1.4 P 07/15/27 -0.10%
SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS -0.10%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP -0.10%
SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS -0.10%
1.80 R ISWP FWD US0003M P 09/18/2024 -0.10%
IOS.FN30.350.12 P USL1M R 01/12/43 GS -0.11%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.11%
SWPTN 1YX2Y R 0.115 EUR 08/28/2019 GS -0.13%
IOS.FN30.400.10 P USL1M R 01/12/41 BC -0.13%
SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS -0.14%
2.77 R ISWP US0003M P 01/22/2021 -0.15%
SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP -0.16%
SWPTN 5YX24Y R 3.0 USD 04/04/2024 MS -0.16%
SWPTN 5YX24Y R 3.0 USD 04/12/2024 MS -0.16%
SWPTN 6YX24Y R 3.0 USD 01/31/2025 MS -0.17%
1.104 R ISWP FWD EUR006M P 03/21/2029 -0.17%
IOS.FN30.400.11 P USL1M R 01/12/42 JP -0.17%
SWPTN 1YX1Y R 2.58 USD 08/28/2019 MS -0.18%
SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP -0.18%
SWPTN 1YX1Y R 2.8 USD 08/28/2019 MS -0.24%
CDX CDX.NA.HY.32 500.0 06/20/2024 -0.27%
SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP -0.45%
3.065 R ISWP FWD US0003M P 01/03/2029 -0.46%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.51%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.53%
FNMA FN30 TBA UMBS 04.5000 08/01/2049 -0.87%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -0.99%
FNMA FN30 TBA UMBS 03.0000 08/01/2049 -2.20%
EURO-SCHATZ FUT SEP19 DUU9 -2.66%
US 5YR NOTE (CBT) SEP19 FVU9 -4.17%
90DAY EURO$ FUTR MAR21 EDH1 -21.71%

Prior top 10 holdings

Top 10 holdings as of 07/31/19
Fnma Fn30 Tba Umbs 03.5000 08/01/2049
Fnma Fn30 Tba Umbs 03.0000 08/01/2049
Fnma Fn30 Tba Umbs 04.0000 08/01/2049
Fnma Fn30 Tba Umbs 02.5000 08/01/2049
Gnma Gii30 Tba 04.5000 08/01/2049
Gnma Gii30 Tba 04.0000 08/01/2049
Cas 2015-C04 1m2 07.9660 04/25/2028
Petrobras Global Finance Usd 06.1250 01/17/2022
Fnma Fn30 Tba Umbs 05.5000 08/01/2049
Republic Of Indonesia Regs 04.7500 01/08/2026
Holdings represent 37.61% of portfolio
Top 10 holdings as of 06/30/19
Fnma Fn30 Tba Umbs 03.5000 08/01/2049
Fnma Fn30 Tba Umbs 04.0000 08/01/2049
Fnma Fn30 Tba Umbs 04.0000 07/01/2049
Fnma Fn30 Tba Umbs 02.5000 08/01/2049
Gnma Gii30 Tba 04.5000 07/01/2049
Gnma Gii30 Tba 04.0000 07/01/2049
Petrobras Global Finance Usd 06.1250 01/17/2022
Fnma Fn30 Tba Umbs 05.5000 08/01/2049
Republic Of Indonesia Regs 04.7500 01/08/2026
Hellenic Republic P/P Regs 04.3750 08/01/2022
Holdings represent 27.33% of portfolio
Top 10 holdings as of 05/31/19
FNMA FN30 TBA UMBS 03.5000 06/01/2049
Fnma Fn30 Tba Umbs 04.0000 07/01/2049
FNMA FN30 TBA UMBS 04.0000 06/01/2049
Fnma Fn30 Tba Umbs 02.5000 07/01/2049
Gnma Gii30 Tba 04.5000 06/01/2049
Gnma Gii30 Tba 04.0000 06/01/2049
Petrobras Global Finance Usd 06.1250 01/17/2022
FNMA FN30 TBA UMBS 05.5000 06/01/2049
Cas 2015-C04 1m2 08.1298 04/25/2028
Republic Of Indonesia Regs 04.7500 01/08/2026
Holdings represent 27.59% of portfolio
Top 10 holdings as of 04/30/19
Umbs Fn30 Tba 03.5000 06/01/2049
Umbs Fn30 Tba 04.0000 06/01/2049
Gnma Gii30 Tba 04.5000 05/01/2049
Umbs Fn30 Tba 02.5000 05/01/2049
Gnma Gii30 Tba 04.0000 05/01/2049
Petrobras Global Finance Usd 06.1250 01/17/2022
Umbs Fn30 Tba 05.5000 05/01/2049
Cas 2017-C02 2b1 07.9766 09/25/2029
Cas 2015-C04 1m2 08.1766 04/25/2028
Cwalt 2005-59 1a1 02.8109 11/20/2035
Holdings represent 27.04% of portfolio

Fixed income statistics as of 07/31/19

Average effective maturity 5.27 yrs.
Average effective duration 2.63 yrs.
Average yield to maturity 4.93%
Average coupon 5.12%
Average price $88.91

Maturity detail as of 07/31/19

0 - 1 yr. -4.53%
1 - 5 yrs. 54.85%
5 - 10 yrs. 45.19%
10 - 15 yrs. 3.28%
Over 15 yrs. 1.21%

Quality rating as of 07/31/19

AAA 57.28%
AA 1.23%
A 13.49%
BBB 9.49%
BB 22.73%
B 11.18%
CCC and Below 4.77%
Not Rated -20.17%

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

Consider these risks before investing: Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds 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 generally greater for longer-term bonds, and credit risk is generally 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. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. International investing involves currency, economic, and political risks. 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 07/31/19

United States 83.31%
Greece 3.67%
Argentina 2.40%
Brazil 2.00%
Indonesia 1.24%
Mexico 1.21%
Canada 0.92%
Bermuda 0.72%
Ivory Coast 0.70%
 
Other
3.83%
Dominican Republic 0.56%
Egypt 0.53%
United Kingdom 0.52%
Ireland 0.32%
Russia 0.28%
Turkey 0.28%
Sweden 0.25%
Venezuela 0.24%
France 0.23%
Germany 0.21%
Luxembourg 0.20%
Switzerland 0.19%
South Africa 0.16%
Israel 0.15%
Netherlands 0.14%
Norway 0.14%
Senegal 0.11%
Cayman Islands 0.10%
El Salvador 0.10%
Italy 0.04%
Jamaica 0.04%
South Korea 0.03%
Spain 0.03%
Vietnam 0.02%
Belgium 0.01%
China 0.01%
Denmark 0.01%
India 0.01%
Taiwan 0.01%
Australia -0.01%
New Zealand -0.04%
Czech Republic -0.06%
Japan -0.12%
European Community -0.86%

Expenses

Expense ratio

Class A Class B Class C Class M Class R Class R6 Class Y
Total expense ratio 0.98% 1.73% 1.73% 1.23% 1.23% 0.64% 0.73%
What you pay 0.98% 1.73% 1.73% 1.23% 1.23% 0.64% 0.73%

Sales charge

 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: 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 investments, unlike traditional debt investments, are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds 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 generally greater for longer-term bonds, and credit risk is generally 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. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. International investing involves currency, economic, and political risks. 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.