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 $6.76
-0.15% | $-0.01
$7.07
04/13/18
$6.53
12/24/18
Historical fund price

Fund facts as of 02/28/19

Total net assets
$4,194.49M
Turnover (fiscal year end)
580%
Dividend frequency (view rate)
Monthly
Number of holdings
1763
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 | Q4 2018

Looking beyond the index

Bill Kohli, Chief Investment Officer, Fixed Income, talks about the advantages of choosing investments outside of the benchmark index.



Performance

  • Total return (%) as of 12/31/18

  • Annual performance as of 12/31/18

Annualized Total return (%) as of 12/31/18

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge -1.01% 3.63% 1.85% 8.80%
After sales charge N/A N/A N/A N/A
ICE BofAML U.S. Treasury Bill Index 1.88%1.02%0.64%0.40%

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 02/28/19 0.70% -
YTD as of 03/19/19 4.61% -

Yield

Distribution rate before sales charge
as of 03/19/19
4.79%
Distribution rate after sales charge
as of 03/19/19
4.79%
30-day SEC yield as of 02/28/19 4.78%

Volatility as of 02/28/19

Standard deviation (3 yrs.) 3.84%

Lipper rankings as of 02/28/19

Time period Rank/Funds in category Percentile ranking
1 yr. 108/245 44%
3 yrs. 23/215 11%
5 yrs. 42/135 31%
10 yrs. 2/51 4%
Lipper category: Alternative Credit Focus Funds

Morningstar Ratings as of 02/28/19

Time period Funds in category Morningstar Rating
Overall 281
3 yrs. 281
5 yrs. 182
10 yrs. 66
Morningstar category: Nontraditional Bond

Distributions

Record/Ex dividend date 03/14/19
Payable date 03/20/19
Income $0.027
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 02/28/19

Fnma Fn30 Tba 03.5000 03/01/2049 10.57%
Fnma Fn30 Tba 04.0000 03/01/2049 8.92%
Gnma Gii30 Tba 04.5000 03/01/2049 1.60%
Gnma Gii30 Tba 04.0000 03/01/2049 0.98%
Petrobras Global Finance Usd 06.1250 01/17/2022 0.61%
Fnma Fn30 Tba 05.5000 03/01/2049 0.58%
Cas 2015-C04 1m2 08.1899 04/25/2028 0.57%
Cas 2017-C02 2b1 07.9899 09/25/2029 0.56%
Cwalt 2005-59 1a1 02.8104 11/20/2035 0.56%
Hellenic Republic P/P Regs 04.3750 08/01/2022 0.53%
Top 10 holdings, percent of portfolio 25.48%

Full portfolio holdings as of 12/31/18

FNMA FN30 TBA 03.5000 01/01/2049 8.92%
FNMA FN30 TBA 04.0000 01/01/2049 8.37%
GNMA GII30 TBA 04.5000 01/01/2049 1.71%
FHLMC FH30G TBA 04.0000 01/01/2049 1.14%
FNMA FN30 TBA 02.5000 01/01/2049 1.06%
GNMA GII30 TBA 04.0000 01/01/2049 1.04%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.92%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.85%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.64%
CAS 2015-C04 1M2 08.2063 04/25/2028 0.62%
FNMA FN30 TBA 05.5000 01/01/2049 0.62%
CWALT 2005-59 1A1 02.8001 11/20/2035 0.60%
CAS 2017-C02 2B1 08.0063 09/25/2029 0.59%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.56%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.55%
CAS 2016-C02 1B 14.7563 09/25/2028 0.51%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.51%
WFRBS 2013-C15 D P/P 144A 04.4731 08/15/2046 0.50%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.49%
WFRBS 2012-C10 D P/P 144A 04.4417 12/15/2045 0.48%
GNMA GII30P 784109 04.0000 10/20/2045 0.45%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.45%
OMIR 2018-1A M2 05.3563 07/25/2028 0.44%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.44%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.43%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 0.42%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.40%
SWPTN 5WX10Y R 3.0375 USD 01/03/2019 GS 0.39%
CAS 2015-C03 1M2 07.5063 07/25/2025 0.38%
GNR 2018-H03 XI IO 02.1248 02/20/2068 0.38%
STACR 2015-DNA3 B 11.8563 04/25/2028 0.38%
UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 0.37%
HVMLT 2005-2 1A 02.9896 05/19/2035 0.36%
CFCRE 2011-C2 E P/P 144A 05.7556 12/15/2047 0.35%
JPMBB 2014-C25 D P/P 144A 03.9446 11/15/2047 0.35%
ARGENTINE REPUBLIC USD 04.6250 01/11/2023 0.34%
GNR 2016-H23 NI IO 02.4639 10/20/2066 0.34%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.34%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.33%
CWALT 2006-OA10 4A1 02.6963 08/25/2046 0.32%
FNR 2016-3 MI IO 05.5000 02/25/2046 0.32%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.32%
WFCM 2013-LC12 D P/P 144A 04.2866 07/15/2046 0.32%
GNR 2018-H02 EI IO 02.2953 01/20/2068 0.31%
SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP 0.31%
ARGENTINE REPUBLIC USD 06.8750 01/26/2027 0.30%
GNR 2018-H05 BI IO 02.1911 02/20/2068 0.30%
HELLENIC REPUBLIC REGS 03.5000 01/30/2023 0.30%
CWALT 2006-OA7 1A2 03.0974 06/25/2046 0.29%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.29%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.29%
SAMI 2006-AR7 A1A 02.7163 08/25/2036 0.29%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.28%
CAS 2016-C01 1B 14.2563 08/25/2028 0.28%
FNR 2016-82 SG IO 03.5938 11/25/2046 0.28%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.28%
CAS 2016-C03 1B 14.2563 10/25/2028 0.27%
GNR 2018-H02 HI IO 02.3170 01/20/2068 0.27%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 0.27%
SPRINT CORP 07.8750 09/15/2023 0.27%
CAS 2016-C03 2M2 08.4063 10/25/2028 0.26%
CWALT 2005-38 A3 02.8563 09/25/2035 0.26%
DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 0.26%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.26%
REPUBLIC OF INDONESIA REGS 04.1250 01/15/2025 0.26%
BCAP 2011-RR3 3A6 04.0860 11/27/2036 0.25%
GNR 2017-H10 MI IO 01.6973 04/20/2067 0.25%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 0.25%
STACR 2015-DNA2 B 10.0563 12/25/2027 0.25%
WBCMT 2005-C21 D 05.2264 10/15/2044 0.25%
CMLTI 2007-AMC3 A2D 02.8563 03/25/2037 0.24%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.24%
WAMU 2005-AR13 A1C3 02.9963 10/25/2045 0.24%
CSAIL 2015-C1 D P/P 144A 03.7957 04/15/2050 0.23%
FNR 2016-96 ST IO 03.5938 12/25/2046 0.23%
GNR 2018-105 SG IO 03.7799 08/20/2048 0.23%
GNR 2018-H05 AI IO 01.9828 02/20/2068 0.23%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.23%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.23%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 0.23%
CAS 2017-C01 1M2 06.0563 07/25/2029 0.22%
FNR 2018-58 AI IO 04.5000 08/25/2048 0.22%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.22%
GNR 2016-75 EI IO 03.5000 08/20/2045 0.22%
GNR 2018-104 SD IO 03.7299 08/20/2048 0.22%
GNR 2018-H15 EI IO 01.3829 08/20/2068 0.22%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.22%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.21%
COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 0.21%
CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 0.21%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.21%
LNSTR 2015-3 C P/P 144A 03.1284 04/20/2048 0.21%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.21%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.21%
STACR 2015-HQA2 B 13.0063 05/25/2028 0.21%
SWPTN 6WX10Y R 2.88 USD 01/22/2019 JP 0.21%
WAMU 2005-AR14 1A2 04.2152 12/25/2035 0.21%
CAS 2018 - C01 1B1 06.0563 07/25/2030 0.20%
FNR 2016-70 QI IO 03.5000 10/25/2046 0.20%
GNR 2013-9 S IO 04.2799 01/20/2043 0.20%
GSMS 2014-GC24 D P/P 144A 04.5293 09/10/2047 0.20%
SWPTN 5WX10Y R 2.88 USD 01/14/2019 CI 0.20%
CSMC 2008-C1 AJ P/P 144A 05.8032 02/15/2041 0.19%
FNR 2013-107 SB IO 03.4438 02/25/2043 0.19%
FNR 2015-58 KI IO 06.0000 03/25/2037 0.19%
GNR 2015-131 MI IO 03.5000 09/20/2045 0.19%
GNR 2015-167 MI IO 05.0000 06/20/2045 0.19%
GNR 2015-H12 AI IO 01.8426 05/20/2065 0.19%
GNR 2015-H15 BI IO 02.1061 06/20/2065 0.19%
GNR 2017-H06 BI IO 02.3729 02/20/2067 0.19%
GNR 2017-H08 NI IO 02.1884 03/20/2067 0.19%
GNR 2018-H04 IO IO 02.5351 02/20/2068 0.19%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.19%
ARGENTINE REPUBLIC USD 05.8750 01/11/2028 0.18%
CAS 2015-C03 2M2 07.5063 07/25/2025 0.18%
DBALT 2006-AR4 A2 02.6963 12/25/2036 0.18%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.18%
GNR 2015-89 IP IO 04.0000 02/20/2045 0.18%
GNR 2017-160 S IO 03.7299 10/20/2043 0.18%
GNR 2018-H01 XI IO 02.3405 01/20/2068 0.18%
IVORY COAST P/P 144A 06.1250 06/15/2033 0.18%
ARAB REP OF EGYPT P/P 144A 05.5770 02/21/2023 0.17%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 0.17%
BSMF 2006-AR2 2A1 02.7363 09/25/2046 0.17%
CWALT 2006-OA10 3A1 02.6963 08/25/2046 0.17%
FHR 4265 SD IO 03.6449 01/15/2035 0.17%
GNR 2017-H03 HI IO 01.5546 01/20/2067 0.17%
GNR 2017-H12 QI IO 01.9880 05/20/2067 0.17%
GNR 2017-H18 FI IO 02.1607 09/20/2067 0.17%
GNR 2018-100 S IO 03.7299 07/20/2048 0.17%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 0.17%
SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP 0.17%
FHR 4509 CI IO 06.0000 09/15/2045 0.16%
FHR 4635 PI IO 04.0000 12/15/2046 0.16%
FNR 2016-62 GS IO 03.5938 09/25/2046 0.16%
GNMA GII30 OBI6446 04.5000 12/20/2048 0.16%
GNR 2015-H23 BI IO 01.7213 09/20/2065 0.16%
GNR 2017-H16 JI IO 02.0554 08/20/2067 0.16%
GNR 2018-91 SH IO 03.7799 07/20/2048 0.16%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.16%
RMIR 2018-1 M2 04.2100 03/25/2028 0.16%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.16%
STACR 2018-DNA2 B1 06.2063 12/25/2030 0.16%
STACR 2018-HQA1 M2 04.8063 09/25/2030 0.16%
CAS 2017-C03 1B1 07.3563 10/25/2029 0.15%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.15%
COMM 2012-CR3 E P/P 144A 04.7527 10/15/2045 0.15%
DISH DBS CORP 05.8750 11/15/2024 0.15%
DOMINICAN REPUBLIC REGS 07.4500 04/30/2044 0.15%
FHR 4801 IG IO 03.0000 06/15/2048 0.15%
FNR 2015-69 IO IO 06.0000 09/25/2045 0.15%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.15%
GNR 2012-140 IC IO 03.5000 11/20/2042 0.15%
GNR 2015-H03 CI IO 01.7027 01/20/2065 0.15%
GNR 2015-H08 CI IO 01.7814 03/20/2065 0.15%
GNR 2016-H22 AI IO 02.5240 10/20/2066 0.15%
GNR 2017-176 BI IO 03.5000 05/20/2045 0.15%
GNR 2017-H06 MI IO 02.1811 02/20/2067 0.15%
GNR 2017-H16 IO 01.8380 08/20/2067 0.15%
GNR 2017-H20 HI IO 02.1126 10/20/2067 0.15%
GNR 2018-37 IO IO 05.0000 03/20/2048 0.15%
GSR 2007-OA1 2A3A 02.8163 05/25/2037 0.15%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.15%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.15%
IVORY COAST REGS 05.3750 07/23/2024 0.15%
JPMBB 2014-C18 D P/P 144A 04.8115 02/15/2047 0.15%
JPMBB 2014-C18 E P/P 144A 04.3115 02/15/2047 0.15%
MSBAM 2014-C18 D P/P 144A 03.3890 10/15/2047 0.15%
MSC 2012-C4 E P/P 144A 05.4199 03/15/2045 0.15%
STACR 2017-DNA2 B1 07.6563 10/25/2029 0.15%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.15%
WAMU 2005-AR10 1A3 04.1262 09/25/2035 0.15%
2.90 R ISWP FWD US0003M P 03/20/2029 0.14%
BACM 2005-1 B 05.5039 11/10/2042 0.14%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.14%
CAS 2017-C06 2M2 05.3063 02/25/2030 0.14%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.14%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.14%
FNR 2018-3 PI IO 04.0000 02/25/2048 0.14%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.14%
GNR 2013-152 SJ IO 03.6799 05/20/2041 0.14%
GNR 2016-H04 HI IO 02.3661 07/20/2065 0.14%
GNR 2018-67 SC IO 03.7299 05/20/2048 0.14%
GNR 2018-89 LS IO 04.1536 06/20/2048 0.14%
IVORY COAST REGS 06.1250 06/15/2033 0.14%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.14%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.14%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.14%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.14%
SWPTN 5WX10Y R 2.92 USD 01/11/2019 BC 0.14%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.14%
WFRBS 2012-C9 E P/P 144A 04.7802 11/15/2045 0.14%
BSCMS 2005-PWR7 B 05.2140 02/11/2041 0.13%
BSCMS 2005-PWR7 C 05.2350 02/11/2041 0.13%
CAS 2017-C01 1B1 08.2563 07/25/2029 0.13%
CAS 2018-C02 2M2 04.7063 08/25/2030 0.13%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.13%
FEDERATIVE REP OF BRAZIL USD 05.0000 01/27/2045 0.13%
FHR 4193 PI IO 04.0000 03/15/2043 0.13%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.13%
GNR 2015-131 CI IO 03.5000 09/20/2045 0.13%
GNR 2016-H16 EI IO 02.2090 06/20/2066 0.13%
GNR 2017-104 MI IO 05.5000 07/16/2047 0.13%
GNR 2017-H09 IO IO 01.7055 04/20/2067 0.13%
GSAA 2006-8 2A2 02.6863 05/25/2036 0.13%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.13%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.13%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.13%
SERVICE CORP INTL 05.3750 05/15/2024 0.13%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.13%
SWPTN 10YX30Y R 1.72 EUR 11/27/2028 UB 0.13%
SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP 0.13%
SWPTN 3MX1Y R 3.2775 USD 01/03/2019 GS 0.13%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS 0.13%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS 0.13%
ALTA MESA HLDGS 07.8750 12/15/2024 0.12%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.12%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.12%
BSCMS 2007-T26 AJ 05.4647 01/12/2045 0.12%
CAS 2016-C03 1M2 07.8063 10/25/2028 0.12%
CAS 2017-C06 1M2 05.1563 02/25/2030 0.12%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.12%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.12%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.12%
CWALT 2006-OA10 1A1 03.1174 08/25/2046 0.12%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.12%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 0.12%
FHR 4731 QS IO 03.7449 11/15/2047 0.12%
FNR 2012-151 IN IO 05.0000 01/25/2043 0.12%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.12%
GNR 2014-4 SG IO 03.6299 01/20/2044 0.12%
GNR 2015-H20 BI IO 02.0726 08/20/2065 0.12%
GNR 2016-126 PI IO 05.0000 02/20/2046 0.12%
GNR 2016-17 IA IO 04.5000 03/20/2045 0.12%
GNR 2016-77 SC IO 03.6299 10/20/2045 0.12%
GNR 2016-79 IO IO 03.5000 06/20/2046 0.12%
GNR 2016-H12 AI IO 01.6353 07/20/2065 0.12%
HELLENIC REPUBLIC P/P REGS 03.3750 02/15/2025 0.12%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.12%
IVORY COAST P/P 144A 05.2500 03/22/2030 0.12%
NHLT 2018-1A M5 P/P 144A 06.0000 02/25/2028 0.12%
OPTN FN30 3.0 01/07/19 CALL 95.8125 JPMC 0.12%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.12%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 0.12%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.12%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.12%
SWPTN 1YX1Y R 3.02 USD 08/28/2019 MS 0.12%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.12%
TENET HEALTHCARE 06.0000 10/01/2020 0.12%
UBSBB 2012-C2 F P/P 144A 04.8922 05/10/2063 0.12%
UNITYMEDIA HESSEN / NRW REGS 06.2500 01/15/2029 0.12%
WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 0.12%
AES CORP/THE 05.5000 04/15/2025 0.11%
ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022 0.11%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.11%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.11%
BSCMS 2005-PWR7 D 05.3040 02/11/2041 0.11%
BSCMS 2007-T28 D P/P 144A 05.5336 09/11/2042 0.11%
CAS 2016-C07 2M2 06.8563 05/25/2029 0.11%
CIT GROUP INC 05.0000 08/01/2023 0.11%
COMM 2013-CR9 D P/P 144A 04.2567 07/10/2045 0.11%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.11%
COSTA RICA GOVERNMENT REGS 04.2500 01/26/2023 0.11%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 0.11%
FHR 4213 GI IO 04.0000 11/15/2041 0.11%
FNR 2013-18 IN IO 03.5000 03/25/2043 0.11%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.11%
GNR 2010-20 BI IO 04.5000 02/16/2040 0.11%
GNR 2012-128 IA IO 03.5000 10/20/2042 0.11%
GNR 2015-105 LI IO 05.0000 10/20/2039 0.11%
GNR 2015-64 YI IO 04.0000 11/20/2044 0.11%
GNR 2015-H15 AI IO 01.7989 06/20/2065 0.11%
GNR 2015-H18 BI IO 02.1479 07/20/2065 0.11%
GNR 2016-156 PI IO 03.5000 11/20/2046 0.11%
GNR 2016-H08 AI IO 01.5102 08/20/2065 0.11%
GNR 2016-H18 IO IO 01.6389 08/20/2066 0.11%
GNR 2016-H27 EI IO 01.6772 12/20/2066 0.11%
GNR 2017-H03 EI IO 02.5575 01/20/2067 0.11%
GNR 2017-H05 CI IO 01.7744 02/20/2067 0.11%
GNR 2017-H11 TI IO 01.9524 04/20/2067 0.11%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.11%
GREAT LAKES D&D 08.0000 05/15/2022 0.11%
HELLENIC REPUBLIC REGS 03.9000 01/30/2033 0.11%
HELLENIC REPUBLIC REGS 04.0000 01/30/2037 0.11%
LEVEL 3 FINANCING INC 05.2500 03/15/2026 0.11%
MSBAM 2014-C17 D P/P 144A 04.7027 08/15/2047 0.11%
MSC 2008-T29 F P/P 144A 06.1073 01/11/2043 0.11%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.11%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.11%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.11%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.11%
SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP 0.11%
SWPTN 10YX30Y P 1.72 EUR 11/27/2028 UB 0.11%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.11%
SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS 0.11%
0.90 R ISWP FWD EUR006M P 03/20/2029 0.10%
ALTICE FRANCE SA P/P 144A 06.2500 05/15/2024 0.10%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.10%
BACM 2005-1 C 05.5039 11/10/2042 0.10%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.10%
BIOSCRIP INC 08.8750 02/15/2021 0.10%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.10%
CAS 2015-C01 2M2 07.0563 02/25/2025 0.10%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.10%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.10%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.10%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.10%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 0.10%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.10%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.10%
FNR 2011-101 SA IO 03.3938 10/25/2041 0.10%
FNR 2012-123 DI IO 03.5000 05/25/2041 0.10%
FNR 2012-151 PI IO 03.0000 01/25/2043 0.10%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.10%
GNR 2014-H25 BI IO 01.6734 12/20/2064 0.10%
GNR 2015-H23 DI IO 01.8271 09/20/2065 0.10%
GNR 2016-138 DI IO 04.0000 10/20/2046 0.10%
GNR 2017-42 IC IO 04.5000 08/20/2041 0.10%
GNR 2017-H11 DI IO 01.8322 05/20/2067 0.10%
GNR 2018-H01 IO IO 02.6200 12/20/2067 0.10%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.10%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.10%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.10%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.10%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.10%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.10%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.10%
OMIR 2017-1A M2 P/P 144A 06.5063 04/25/2027 0.10%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037 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%
SPRINT CORP 07.2500 09/15/2021 0.10%
SWPTN 5WX10Y R 2.855 USD 01/11/2019 BC 0.10%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.10%
T-MOBILE USA INC 06.3750 03/01/2025 0.10%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.10%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.10%
WFMBS 2006-AR2 1A1 04.5952 03/25/2036 0.10%
WFMBS 2006-AR5 1A1 04.2145 04/25/2036 0.10%
3.073 R ISWP FWD US0003M P 03/04/2029 0.09%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.09%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.09%
BAUSCH HLTH COS INC P/P 144A 05.8750 05/15/2023 0.09%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.09%
BRAND ENERGY TL L+425 06.7324 06/21/2024 0.09%
CAS 2017-C05 1B1 06.1063 01/25/2030 0.09%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.09%
CCMFC 2006-4A A2 02.6863 11/25/2047 0.09%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.09%
CWALT 2006-45T1 2A7 02.8463 02/25/2037 0.09%
CWALT 2006-OA10 2A1 02.6963 08/25/2046 0.09%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.09%
GNMA GII30 OBJ7123 05.0000 12/20/2048 0.09%
GNR 2013-34 IH IO 04.5000 03/20/2043 0.09%
GNR 2014-119 SA IO 03.1299 08/20/2044 0.09%
GNR 2015-168 IG IO 03.5000 03/20/2043 0.09%
GNR 2015-52 KI IO 03.5000 11/20/2040 0.09%
GNR 2015-79 GI IO 05.0000 10/20/2039 0.09%
GNR 2015-H10 BI IO 01.7127 04/20/2065 0.09%
GNR 2015-H24 AI IO 02.0537 09/20/2065 0.09%
GNR 2016-H14 IO IO 01.6642 06/20/2066 0.09%
GNR 2017-160 AI IO 04.5000 10/20/2047 0.09%
GNR 2018-127 ID IO 05.0000 07/20/2045 0.09%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.09%
IVORY COAST REGS 06.3750 03/03/2028 0.09%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.09%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.09%
JO-ANN STORES 2NDL L+925 11.6038 05/21/2024 0.09%
LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 0.09%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.09%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.09%
REP OF INDONESIA P/P 144A 05.9500 01/08/2046 0.09%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.09%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.09%
STACR 2016-HQA2 M3 07.6563 11/25/2028 0.09%
STACR 2016-HQA3 M3 06.3563 03/25/2029 0.09%
STACR 2017-DNA1 B1 07.4563 07/25/2029 0.09%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 0.09%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.09%
SWPTN 1MX10Y R 2.84 USD 01/04/2019 CI 0.09%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.09%
SWPTN 5WX10Y R 2.9125 USD 01/09/2019 UB 0.09%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.09%
TARGA RESOURCES PART 05.0000 01/15/2028 0.09%
TRANSDIGM INC 06.3750 06/15/2026 0.09%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.09%
VIRGIN MEDIA FIN PLC P/P 144A 04.5000 01/15/2025 0.09%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.09%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.09%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.09%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.09%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.08%
APERGY CORP 06.3750 05/01/2026 0.08%
AVAYA TLB L+425 06.7010 12/15/2024 0.08%
BALTA 2005-7 21A1 04.4057 09/25/2035 0.08%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.08%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.08%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.08%
CWALT 2006-OA7 1A1 02.9232 06/25/2046 0.08%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.08%
FHR 4678 MS IO 05.1072 04/15/2047 0.08%
FNR 2013-40 YI IO 03.5000 06/25/2042 0.08%
FNR 2013-41 IP IO 04.0000 05/25/2043 0.08%
FNR 2017-65 LI IO 04.0000 08/25/2047 0.08%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.08%
GNR 2013-54 JI IO 03.5000 02/20/2043 0.08%
GNR 2013-79 XI IO 03.5000 11/20/2039 0.08%
GNR 2014-132 IO IO 05.0000 09/20/2044 0.08%
GNR 2014-71 PI IO 04.5000 12/20/2039 0.08%
GNR 2016-H06 CI IO 01.3661 02/20/2066 0.08%
GNR 2016-H17 KI IO 02.1411 07/20/2066 0.08%
GNR 2016-H24 JI IO 02.4009 11/20/2066 0.08%
GNR 2017-179 WI IO 05.0000 12/20/2047 0.08%
GNR 2017-H02 BI IO 02.5040 01/20/2067 0.08%
GNR 2017-H06 DI IO 01.7595 02/20/2067 0.08%
GNR 2018-21 AI IO 03.5000 02/20/2048 0.08%
GRAY ESCROW INC P/P 144A 07.0000 05/15/2027 0.08%
HCA INC 05.5000 06/15/2047 0.08%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.08%
HOUSTON FUEL TLB L+275 05.2800 06/26/2025 0.08%
HUSKY TLB L+300 05.5224 03/28/2025 0.08%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.08%
JPALT 2007-A2 12A1 02.7063 06/25/2037 0.08%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.08%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.08%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.08%
REFINITIV TLB L+375 06.2724 10/01/2025 0.08%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.08%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.08%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 0.08%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.08%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.08%
SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP 0.08%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.08%
US CONCRETE INC 06.3750 06/01/2024 0.08%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.08%
WFRBS 2013-C12 E P/P 144A 03.5000 03/15/2048 0.08%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.07%
1.55 R ISWP FWD GBL6M P 03/20/2029 0.07%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.07%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.07%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.07%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.07%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.07%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.07%
CAS 2018-C04 2M2 05.0563 12/25/2030 0.07%
CENTENE CORP 06.1250 02/15/2024 0.07%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.07%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.07%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.07%
COMSTOCK ESCROW CORP P/P 144A 09.7500 08/15/2026 0.07%
CPTFEMU P 1.71 R 07/15/37 0.07%
EQUINIX INC 05.3750 05/15/2027 0.07%
FHR 4484 TI IO 03.5000 11/15/2044 0.07%
GNMA GII30 BI6339 04.5000 11/20/2048 0.07%
GNR 2010-20 UI IO 05.0000 02/20/2040 0.07%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.07%
GNR 2012-8 PI IO 04.0000 05/20/2041 0.07%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.07%
GNR 2013-37 LI IO 03.5000 01/20/2042 0.07%
GNR 2014-163 NI IO 05.0000 02/20/2044 0.07%
GNR 2014-4 BI IO 04.0000 01/20/2044 0.07%
GNR 2014-46 SA IO 03.6299 03/20/2044 0.07%
GNR 2015-H01 BI IO 01.5558 01/20/2065 0.07%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.07%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031 0.07%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.07%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.07%
ITRON INC P/P 144A 05.0000 01/15/2026 0.07%
JPMCC 2007-CB20 C P/P 144A 06.2331 02/12/2051 0.07%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.07%
NHLT 2018-2A M5 P/P 144A 06.0000 07/25/2028 0.07%
OPTN FN30 3.5 02/06/19 CALL 97.109375 JPMC 0.07%
OPTN FN30 3.5 02/06/19 CALL 97.265625 JPMC 0.07%
PQ CORP P/P 144A 05.7500 12/15/2025 0.07%
PROVINCIA DE BUENOS P/P 144A 52.2870 05/31/2022 0.07%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.07%
SERVICE CORP INTL 05.3750 01/15/2022 0.07%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.07%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.07%
STANDARD IND INC P/P 144A 06.0000 10/15/2025 0.07%
SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 0.07%
T-MOBILE USA INC 05.3750 04/15/2027 0.07%
TALBOTS TLB L+700 09.5056 11/28/2022 0.07%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.07%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.07%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.07%
WAMU 2005-AR19 A1B3 02.8563 12/25/2045 0.07%
WAMU 2005-AR19 A1C4 02.9063 12/25/2045 0.07%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.07%
0.30 R ISWP FWD EUR006M P 03/20/2024 0.06%
3.312 R ISWP US0003M P 11/08/2048 0.06%
ANTERO RESOURCES 05.3750 11/01/2021 0.06%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.06%
BMIR 2017-1 B1 P/P 144A 07.2563 10/25/2027 0.06%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.06%
CAS 2015-C02 2M2 06.5063 05/25/2025 0.06%
CAS 2018-C06 2M2 04.6063 03/25/2031 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%
CF INDUSTRIES INC 04.9500 06/01/2043 0.06%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.06%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.06%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.06%
CONSTELLIUM NV P/P 144A 05.7500 05/15/2024 0.06%
CONSTELLIUM NV P/P 144A 05.8750 02/15/2026 0.06%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.06%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.06%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.06%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.06%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.06%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.06%
FHR 3919 SA IO 04.0449 09/15/2041 0.06%
FHR 4024 PI IO 04.5000 12/15/2041 0.06%
FHR 4077 IK IO 05.0000 07/15/2042 0.06%
FHS 311 S1 IO 03.4949 08/15/2043 0.06%
FHS 326 S2 IO 03.4949 03/15/2044 0.06%
FNR 2013-49 IP IO 03.5000 12/25/2042 0.06%
FNR 2015-88 QI IO 04.0000 10/25/2044 0.06%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.06%
GBP/USD CALL 1.34 20190613 BANKAM 0.06%
GNR 2012-106 QI IO 04.0000 07/20/2042 0.06%
GNR 2012-146 IO IO 05.0000 12/20/2042 0.06%
GNR 2014-4 IC IO 04.0000 01/20/2044 0.06%
GNR 2014-60 SE IO 03.6299 04/20/2044 0.06%
GNR 2014-H06 BI IO 01.4655 02/20/2064 0.06%
GNR 2015-131 BI IO 03.5000 06/20/2041 0.06%
GNR 2017-139 IG IO 03.5000 09/20/2047 0.06%
GNR 2017-38 DI IO 05.0000 03/16/2047 0.06%
GNR 2017-52 DI IO 05.5000 04/20/2047 0.06%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.06%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.06%
INFOR US INC 06.5000 05/15/2022 0.06%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.06%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.06%
MICROCHIP TEC CV 01.6250 02/15/2027 0.06%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.06%
NRG ENERGY INC 06.6250 01/15/2027 0.06%
OPTN FN30 3.5 02/06/19 CALL 97.421875 JPMC 0.06%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.06%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.06%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.06%
REPUBLIC OF INDONESIA REGS 05.1250 01/15/2045 0.06%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.06%
SESI LLC 07.7500 09/15/2024 0.06%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.06%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP 0.06%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP 0.06%
SWPTN 5WX10Y R 2.8525 USD 01/09/2019 UB 0.06%
SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS 0.06%
SWPTN 7YX5Y P 2.647 USD 06/03/2024 BA 0.06%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI 0.06%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.06%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.06%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.06%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.06%
USA COMPRESSION PART 06.8750 04/01/2026 0.06%
USG CORP P/P 144A 04.8750 06/01/2027 0.06%
VERTIV TLB L+400 06.7066 11/15/2023 0.06%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.06%
0.4419 R ISWP EUR006M P 01/30/2023 0.05%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.05%
AES CORP/THE 05.1250 09/01/2027 0.05%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.05%
ARCELORMITTAL USD 07.0000 10/15/2039 0.05%
ARGENTINE REPUBLIC USD 06.6250 07/06/2028 0.05%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.05%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.05%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.05%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.05%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.05%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.05%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.05%
BOYD GAMING TLB L+225 04.4661 09/15/2023 0.05%
CAD/USD 01/16/2019 SSBT 0.05%
CALIFORNIA RESOURC TL L+475 07.0365 11/17/2022 0.05%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.05%
CALPINE CORPORATION 05.7500 01/15/2025 0.05%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.05%
CAS 2018-C02 2B1 06.5063 08/25/2030 0.05%
CAS 2018-C05 1M2 04.8563 01/25/2031 0.05%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.05%
CHEMOURS CO 07.0000 05/15/2025 0.05%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.05%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.05%
CINEMARK USA INC 04.8750 06/01/2023 0.05%
CIT GROUP INC. 05.2500 03/07/2025 0.05%
CLEAR CHANNEL TLD L+675 09.2724 01/30/2019 0.05%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.05%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.05%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.05%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.05%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.05%
EAGLECLAW MID TL L+425 06.8690 06/30/2024 0.05%
ENERGY TRANSFER LP 05.8750 01/15/2024 0.05%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.05%
FHR 4000 PI IO 04.5000 01/15/2042 0.05%
FHR 4122 TI IO 04.5000 10/15/2042 0.05%
FHR 4165 TI IO 03.0000 12/15/2042 0.05%
FNR 2010-35 SG IO 03.8938 04/25/2040 0.05%
FNR 2012-127 BI IO 04.5000 11/25/2042 0.05%
FNR 2013-115 CI IO 04.0000 02/25/2043 0.05%
FNR 2013-35 PI IO 03.0000 02/25/2042 0.05%
FORTERRA TL L+300 05.5224 10/25/2023 0.05%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.05%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.05%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.05%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.05%
GNR 2013-182 SY IO 03.6299 12/20/2043 0.05%
GNR 2013-183 JI IO 04.5000 02/16/2043 0.05%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.05%
GNR 2015-17 LI IO 03.5000 05/16/2040 0.05%
GNR 2017-136 IG IO 03.5000 02/20/2044 0.05%
GNR 2017-17 DI IO 03.5000 09/20/2043 0.05%
GNR 2017-79 IB IO 05.5000 05/20/2047 0.05%
HCA INC 05.8750 03/15/2022 0.05%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.05%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.05%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.05%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.05%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.05%
NABORS IND INC 05.7500 02/01/2025 0.05%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.05%
NCI BUILDING SYS INC P/P 144A 08.0000 04/15/2026 0.05%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.05%
OSHKOSH CORP 05.3750 03/01/2025 0.05%
OWENS CORNING 04.2000 12/01/2024 0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.05%
PULTEGROUP INC. 07.8750 06/15/2032 0.05%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.05%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.05%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.05%
STARWOOD PROP TR 04.7500 03/15/2025 0.05%
STEARNS HOLDINGS LLC P/P 144A 09.3750 08/15/2020 0.05%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.05%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP 0.05%
SWPTN 3MX1Y R 2.99375 USD 01/03/2019 GS 0.05%
SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 0.05%
T-MOBILE USA INC 06.0000 03/01/2023 0.05%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.05%
TRANSDIGM INC TLF L+250 05.0224 06/09/2023 0.05%
TRANSOCEAN INC 07.5000 04/15/2031 0.05%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.05%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.05%
USG CORP P/P 144A 05.5000 03/01/2025 0.05%
VALEANT PHARMA INTL P/P 144A 08.5000 01/31/2027 0.05%
VALEANT PHARMA INTL P/P 144A 09.2500 04/01/2026 0.05%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.05%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.05%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.05%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.05%
0.378 R ISWP EUR006M P 01/24/2023 0.04%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.04%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.04%
ALPHA 2 BV P/P 144A 08.7500 06/01/2023 0.04%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.04%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.04%
AUD/USD 01/16/2019 GSFX 0.04%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.04%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.04%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.04%
CAS 2015-C02 1M2 06.5063 05/25/2025 0.04%
CAS 2017-C02 2M2 06.1563 09/25/2029 0.04%
CAS 2017-C07 1B1 06.5063 05/25/2030 0.04%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.04%
CEC ENT INC 08.0000 02/15/2022 0.04%
CEMEX P/P 144A 05.7000 01/11/2025 0.04%
CENTENE CORP 04.7500 05/15/2022 0.04%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.04%
CGCMT 2014-GC21 D P/P 144A 04.9261 05/10/2047 0.04%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.04%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.04%
CPTFEMU P 1.7138 R 08/15/37 0.04%
CPTFEMU P 1.735 R 09/15/37 0.04%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 0.04%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.04%
CSC HOLDINGS LLC P/P 144A 10.8750 10/15/2025 0.04%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 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%
EI GROUP PLC REGS 07.5000 03/15/2024 0.04%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.04%
ENRGY TRANS PT/REG FIN 05.0000 10/01/2022 0.04%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.04%
FHR 4199 CI IO 03.5000 12/15/2037 0.04%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.04%
FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 0.04%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.04%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 0.04%
FNR 2013-53 JI IO 03.0000 12/25/2041 0.04%
FNR 2013-60 IP IO 04.0000 10/25/2042 0.04%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.04%
FRONTIER COMM 11.0000 09/15/2025 0.04%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.04%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.04%
GNR 2010-20 SC IO 03.6799 02/20/2040 0.04%
GNR 2013-165 IL IO 04.0000 03/20/2043 0.04%
GNR 2013-167 IO IO 04.5000 09/20/2040 0.04%
GNR 2013-27 IJ IO 04.0000 02/20/2043 0.04%
GNR 2013-99 VS IO 03.6449 07/16/2043 0.04%
GNR 2014-58 SA IO 03.6299 04/20/2044 0.04%
GNR 2015-79 MI IO 04.0000 05/20/2044 0.04%
GNR 2018-127 IA IO 03.5000 04/20/2042 0.04%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.04%
HCA INC 05.2500 06/15/2026 0.04%
ILLUMINA INC P/P 144A CV 00.0000 08/15/2023 0.04%
JAGGED PEAK ENERGY P/P 144A 05.8750 05/01/2026 0.04%
JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 0.04%
JAZZ INVESTME USD 01.8750 08/15/2021 0.04%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.04%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.04%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.04%
LLOYDS BANKING GROUP P/P 144A 06.6570 05/21/2037 0.04%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.04%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.04%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.04%
MERCER INTL INC USD 06.5000 02/01/2024 0.04%
NEIMAN MARCUS TL L+325 05.6295 10/25/2020 0.04%
NETFLIX INC 04.8750 04/15/2028 0.04%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.04%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.04%
ON SEMICONDUC CV 01.6250 10/15/2023 0.04%
OPTN FN30 2.5 01/07/19 CALL 92.26171875 JPMC 0.04%
OPTN FN30 3.5 02/06/19 CALL 98.40625 JPMC 0.04%
OPTN FN30 3.5 02/06/19 CALL 98.5625 JPMC 0.04%
PALO ALTO NET P/P 144A CV 00.7500 07/01/2023 0.04%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.04%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.04%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.04%
RACKSPACE HOSTING INC L+300 05.5815 11/03/2023 0.04%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.04%
REYNOLDS GROUP TL L+300 05.2724 02/05/2023 0.04%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.04%
ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 0.04%
ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 0.04%
SM ENERGY CO 05.0000 01/15/2024 0.04%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.04%
STACR 2017-HQA1 M2 06.0563 08/25/2029 0.04%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.04%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.04%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.04%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.04%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP 0.04%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP 0.04%
SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP 0.04%
SWPTN 1YX2Y R 0.025 EUR 08/28/2019 GS 0.04%
SWPTN 3MX1Y R 2.897 USD 03/13/2019 GS 0.04%
SWPTN 3MX5Y R 2.8625 USD 03/13/2019 CI 0.04%
SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC 0.04%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS 0.04%
SWPTN 7YX5Y R 2.647 USD 06/03/2024 BA 0.04%
SWPTN 7YX5Y R 2.654 USD 06/03/2024 CI 0.04%
T-MOBILE USA INC 04.7500 02/01/2028 0.04%
TENNANT CO 05.6250 05/01/2025 0.04%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.04%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.04%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.04%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.04%
USD/JPY PUT 108.00 20190128 CITI 0.04%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.04%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 0.04%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.04%
WPX ENERGY INC 05.7500 06/01/2026 0.04%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.04%
1.3775 R ISWP SES3M P 01/30/2028 0.03%
2.7725 R ISWP FWD US0003M P 03/21/2023 0.03%
AKAMAI TECH P/P 144A CV 00.1250 05/01/2025 0.03%
AKER BP ASA P/P 144A 05.8750 03/31/2025 0.03%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.03%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 0.03%
ALTICE LUXEMBOURG SA REGS 06.2500 02/15/2025 0.03%
AMERICA MOVIL SAB DE CV REGS 00.0000 05/28/2020 0.03%
ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 0.03%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.03%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.03%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.03%
BCAP 2012-RR5 4A8 02.4851 06/26/2035 0.03%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.03%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.03%
BSCMS 2006-PW11 C P/P 144A 05.2698 03/11/2039 0.03%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.03%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.03%
CAS 2016-C05 2M2 06.9563 01/25/2029 0.03%
CHEMOURS CO 05.3750 05/15/2027 0.03%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.03%
CIRSA FINANCE INTER P/P 144A 07.8750 12/20/2023 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.03%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.03%
CMLTI 2007-AMC3 A2B 02.6863 03/25/2037 0.03%
CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021 0.03%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.03%
CPURNSA P 2.19 R 12/06/27 0.03%
CPURNSA P 2.1939 R 12/21/27 0.03%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 0.03%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.03%
DCP MIDSTREAM OPERATING 05.3750 07/15/2025 0.03%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.03%
DISH NETWORK CV 03.3750 08/15/2026 0.03%
ENSCO PLC USD 07.7500 02/01/2026 0.03%
EUROPCAR MOBILITY REGS 04.1250 11/15/2024 0.03%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.03%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.03%
FNR 2012-30 HI IO 04.5000 12/25/2040 0.03%
FNR 2012-36 SN IO 03.9438 04/25/2042 0.03%
FNR 2013-18 SB IO 03.6438 10/25/2041 0.03%
FNR 2013-44 PI IO 04.0000 01/25/2043 0.03%
FRAC TECH INTL TLB L+475 07.2724 04/16/2021 0.03%
FRONTIER COMM 10.5000 09/15/2022 0.03%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.03%
GNR 2012-56 IB IO 04.0000 04/20/2042 0.03%
GNR 2012-H29 AI IO 01.4572 10/20/2062 0.03%
GNR 2012-H29 FI IO 01.4572 10/20/2062 0.03%
GNR 2013-102 IP IO 03.5000 06/20/2043 0.03%
GNR 2013-129 SN IO 03.6799 09/20/2043 0.03%
GNR 2013-28 IO IO 03.5000 02/20/2043 0.03%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.03%
GNR 2014-163 PI IO 04.0000 10/20/2043 0.03%
GNR 2015-134 LI IO 03.5000 05/20/2039 0.03%
GNR 2018-127 IB IO 04.5000 06/20/2045 0.03%
GNR 2018-127 IC IO 05.0000 10/20/2044 0.03%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.03%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032 0.03%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.03%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.03%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.03%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.03%
INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 0.03%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.03%
JO-ANN STORES TL L+500 07.4772 10/16/2023 0.03%
JPMCC 2012-C8 E P/P 144A 04.6524 10/15/2045 0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.03%
KRONOS 2NDL L+825 09.2500 11/01/2024 0.03%
LENNAR CORP 05.8750 11/15/2024 0.03%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.03%
LEVEL 3 TLB L+225 04.7538 02/22/2024 0.03%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.03%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.03%
MERCER INTL INC USD 05.5000 01/15/2026 0.03%
METLIFE INC P/P 144A 09.2500 04/08/2038 0.03%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 0.03%
MURRAY ENERGY TLB2 L+725 09.7766 10/17/2022 0.03%
NETFLIX INC P/P 144A 05.8750 11/15/2028 0.03%
NETFLIX INC P/P 144A 06.3750 05/15/2029 0.03%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.03%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.03%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.03%
NOVAFIVES REGS 05.0000 06/15/2025 0.03%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.03%
NRG ENERGY INC 07.2500 05/15/2026 0.03%
NRG ENERGY P/P 144A CV 02.7500 06/01/2048 0.03%
OPTN FN30 3.5 02/06/19 CALL 98.71875 JPMC 0.03%
ORYX TLB L+325 05.7724 02/28/2025 0.03%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.03%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.03%
REALPAGE INC CV 01.5000 11/15/2022 0.03%
REVLON CONS TLB L+350 06.2066 09/07/2023 0.03%
RINGCENTRAL P/P 144A CV 00.0000 03/15/2023 0.03%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.03%
SERVICENOW IN CV 00.0000 06/01/2022 0.03%
SINCLAIR TELEVISION P/P 144A 05.1250 02/15/2027 0.03%
SPLUNK INC P/P 144A CV 01.1250 09/15/2025 0.03%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.03%
SQUARE INC P/P 144A CV 00.5000 05/15/2023 0.03%
STACR 2014-HQ3 M3 07.2563 10/25/2024 0.03%
STACR 2015-HQ1 M3 06.3063 03/25/2025 0.03%
STACR 2016-DNA1 B 12.5063 07/25/2028 0.03%
STACR 2018-DNA1 B1 05.6563 07/25/2030 0.03%
SWPTN 12YX10Y P 2.725 USD 11/08/2029 GS 0.03%
SWPTN 12YX10Y P 3.005 USD 11/16/2029 GS 0.03%
SWPTN 12YX10Y R 3.005 USD 11/16/2029 GS 0.03%
SWPTN 3WX10Y R 2.8 USD 01/10/2019 MS 0.03%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI 0.03%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP 0.03%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP 0.03%
SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS 0.03%
TARGA RES PRTNRS 05.3750 02/01/2027 0.03%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.03%
TENDAM BRANDS SAU REGS 05.0000 09/15/2024 0.03%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.03%
UNILABS SUBHOLD REGS 05.7500 05/15/2025 0.03%
UPC HOLDING BV P/P 144A 05.5000 01/15/2028 0.03%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.03%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.03%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.03%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.03%
WILLIAMS COS INC 07.7500 06/15/2031 0.03%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.03%
WORKDAY INC CV 00.2500 10/01/2022 0.03%
ZIGGO BOND CO BV P/P 144A 04.6250 01/15/2025 0.03%
0.354 R ISWP FWD EUR006M P 09/21/2021 0.02%
1.3325 R ISWP SES3M P 01/24/2028 0.02%
1.955 R ISWP HKL3M P 04/23/2019 0.02%
1.96625 R ISWP HKL3M P 04/24/2019 0.02%
1.972 R ISWP FWD HKL3M P 04/25/2019 0.02%
2.95 R ISWP FWD US0003M P 03/18/2049 0.02%
3.05125 R ISWP FWD US0003M P 03/07/2028 0.02%
3.11 R ISWP FWD US0003M P 02/27/2028 0.02%
AES CORP/THE 04.5000 03/15/2023 0.02%
AIR METHODS TLB L+350 04.7964 04/21/2024 0.02%
AIRBUS SE REGS 00.0000 06/14/2021 0.02%
ALTICE FINANCING SA P/P 144A 07.5000 05/15/2026 0.02%
AMC ENT HOLDIN 05.8750 11/15/2026 0.02%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 0.02%
ARD SECURITIES FIN P/P 144A 08.7500 01/31/2023 0.02%
AUD/USD 01/16/2019 UBS 0.02%
BAUSCH HLTH COS INC P/P 144A 05.6250 12/01/2021 0.02%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.02%
BMIR 2018-2A B1 P/P 144A 05.1563 08/25/2028 0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.02%
BWAY CORP TLB L+325 05.6581 04/03/2024 0.02%
CAD/USD 01/16/2019 GSFX 0.02%
CCC INFO 2NDL L+675 09.0946 04/27/2025 0.02%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.02%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.02%
CHENIERE ENERGY INC CV 04.2500 03/15/2045 0.02%
CIT GROUP INC. 05.0000 08/15/2022 0.02%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.02%
COLONY STARWO CV 03.5000 01/15/2022 0.02%
COVANTA HOLDING CORP 06.0000 01/01/2027 0.02%
CPG INTL TL L+375 05.0828 05/05/2024 0.02%
CPTFEMU P 1.71 R 08/15/37 0.02%
DENBURY RESOURCES P/P 144A 07.5000 02/15/2024 0.02%
DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 0.02%
DEXCOM INC P/P 144A CV 00.7500 12/01/2023 0.02%
DIAMOND BC BV REGS 05.6250 08/15/2025 0.02%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.02%
DYCOM IND INC CV 00.7500 09/15/2021 0.02%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.02%
ENERGIZER GAMM P/P 144A 06.3750 07/15/2026 0.02%
ENERGY TRANSFER LP 05.5000 06/01/2027 0.02%
EQUINIX INC 05.8750 01/15/2026 0.02%
EVERBRIDGE INC CV 01.5000 11/01/2022 0.02%
EXACT SCIENCES CORP CV 01.0000 01/15/2025 0.02%
FHR 4020 IA IO 04.0000 03/15/2027 0.02%
FHR 4105 HI IO 03.5000 07/15/2041 0.02%
FHR 4210 PI IO 03.0000 12/15/2041 0.02%
FNR 2006-8 HP 15.3771 03/25/2036 0.02%
FNR 2012-145 TI IO 03.0000 11/25/2042 0.02%
FNR 2013-30 IP IO 03.0000 10/25/2041 0.02%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.02%
FNR 2013-70 CI IO 03.5000 01/25/2043 0.02%
FNR 2015-42 LS IO 03.6938 06/25/2045 0.02%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.02%
GNR 2012-48 AI IO 03.5000 02/20/2036 0.02%
GNR 2012-92 AI IO 03.5000 04/20/2042 0.02%
GNR 2013-24 PI IO 04.0000 11/20/2042 0.02%
HCA INC. 07.5000 02/15/2022 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2036 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2038 0.02%
HUBSPOT INC CV 00.2500 06/01/2022 0.02%
IAC FINANCECO P/P 144A CV 00.8750 10/01/2022 0.02%
INSULET CORP P/P 144A CV 01.3750 11/15/2024 0.02%
INTEL CORP CV 03.2500 08/01/2039 0.02%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.02%
ISTAR INC 05.2500 09/15/2022 0.02%
ISTAR INC 06.0000 04/01/2022 0.02%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.02%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.02%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.02%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.02%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 0.02%
KAMAN CORP CV 03.2500 05/01/2024 0.02%
KCA DEUTAG US FIN LLC L+675 09.5530 03/21/2023 0.02%
LIBERTY EXPEDIA HOLD INC 144A 0.02%
LIBERTY MEDIA CV 01.0000 01/30/2023 0.02%
LIVE NATION P/P 144A CV 02.5000 03/15/2023 0.02%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.02%
MEDICINES CO CV 02.5000 01/15/2022 0.02%
MERCER INTL INC USD 07.7500 12/01/2022 0.02%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.02%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.02%
NAVISTAR INTL CORP TLB L+375 06.3125 07/30/2025 0.02%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.02%
NETFLIX INC 05.8750 02/15/2025 0.02%
NICE SYS INC CV 01.2500 01/15/2024 0.02%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.02%
NOVELLUS SYS CV 02.6250 05/15/2041 0.02%
NRG ENERGY INC 05.7500 01/15/2028 0.02%
NUANCE COMM CV 01.2500 04/01/2025 0.02%
NZD/USD 01/16/2019 HSBCB 0.02%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.02%
OSI SYS INC CV 01.2500 09/01/2022 0.02%
PACIRA PHARMA CV 02.3750 04/01/2022 0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.02%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.02%
PRICELINE.COM CV 00.3500 06/15/2020 0.02%
QORVO INC P/P 144A 05.5000 07/15/2026 0.02%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.02%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 0.02%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.02%
SEK/USD 03/20/2019 GSFX 0.02%
SESI LLC 07.1250 12/15/2021 0.02%
SIKA AG REGS 00.1500 06/05/2025 0.02%
SM ENERGY CO 06.6250 01/15/2027 0.02%
SOCIALIST REP OF VIE P/P 144A 04.8000 11/19/2024 0.02%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.02%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.02%
STARWOOD PROP TR CV 04.0000 01/15/2019 0.02%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS 0.02%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS 0.02%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP 0.02%
SWPTN 12YX10Y R 2.725 USD 11/08/2029 GS 0.02%
SWPTN 1MX1Y R 2.86 USD 01/17/2019 CI 0.02%
SWPTN 1YX2Y R -0.065 EUR 08/28/2019 GS 0.02%
SWPTN 3MX10Y P 1.545 GBP 02/15/2019 JP 0.02%
SWPTN 3MX1Y R 2.9215 USD 03/13/2019 GS 0.02%
SWPTN 3MX5Y R 3.035 USD 03/13/2019 CI 0.02%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS 0.02%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI 0.02%
T-MOBILE USA INC 04.5000 02/01/2026 0.02%
TELADOC INC P/P 144A CV 01.3750 05/15/2025 0.02%
THE AES CORPORATION 04.8750 05/15/2023 0.02%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.02%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.02%
TOTAL SA REGS 00.5000 12/02/2022 0.02%
TRANSDIGM INC 06.5000 05/15/2025 0.02%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.02%
TWITTER INC CV 01.0000 09/15/2021 0.02%
UKRPI P 3.665 R 12/15/28 0.02%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.02%
USD/CNH CALL 7.00 20190404 GSFX 0.02%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.02%
VIRGIN MEDIA SECURED FIN REGS 05.1250 01/15/2025 0.02%
WAYFAIR INC CV 00.3750 09/01/2022 0.02%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.02%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.02%
WERNER TLB L+400 05.2583 07/24/2024 0.02%
WRIGHT MEDICA P/P 144A CV 01.6250 06/15/2023 0.02%
0.135 R ISWP JPL6M P 01/15/2023 0.01%
0.148 R ISWP JPL6M P 02/16/2023 0.01%
0.35 R ISWP FWD CHL6M P 03/20/2029 0.01%
0.385 R ISWP EUR006M P 10/23/2023 0.01%
0.55 R ISWP FWD SES3M P 03/20/2024 0.01%
1.125 R ISWP SES3M P 11/10/2027 0.01%
1.13 R ISWP SES3M P 11/10/2027 0.01%
1.1575 R ISWP SES3M P 11/13/2027 0.01%
1.16 R ISWP SES3M P 11/13/2027 0.01%
1.40 R ISWP FWD GBL6M P 03/20/2024 0.01%
1.96 R ISWP HKL3M P 04/27/2019 0.01%
2.15 R ISWP FWD NOKOIB6M P 03/20/2029 0.01%
2.55 R ISWP FWD CDOR03 P 03/20/2029 0.01%
2.80 R ISWP US0003M P 12/31/2028 0.01%
8.12 R ISWP MXIBTIIE P 12/24/2026 0.01%
8.20 R ISWP MXIBTIIE P 01/07/2027 0.01%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.01%
ACADEMY SPORTS TLB L+400 06.3492 07/02/2022 0.01%
AIR TRANSPORT CV 01.1250 10/15/2024 0.01%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.01%
ALTICE FINCO S.A. P/P 144A 07.6250 02/15/2025 0.01%
ARCELORMITTAL USD 06.1250 06/01/2025 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%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.01%
BAYER AG REGS 00.0500 06/15/2020 0.01%
BEKAERT SA REGS 00.0000 06/09/2021 0.01%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 0.01%
BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 0.01%
CAD/USD 01/16/2019 BANKAM 0.01%
CAD/USD 01/16/2019 JPMCB 0.01%
CAD/USD 01/16/2019 WPAC 0.01%
CAESARS ENTERTAIN CORP CV 05.0000 10/01/2024 0.01%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.01%
CARBONITE INC CV 02.5000 04/01/2022 0.01%
CAS 2015-C01 1M2 06.8063 02/25/2025 0.01%
CAS 2016-C06 1M2 06.7563 04/25/2029 0.01%
CAS 2018-C03 1B1 06.2563 10/25/2030 0.01%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 05/01/2027 0.01%
CELLNEX TELECOM SA REGS 01.5000 01/16/2026 0.01%
CEMEX SAB DE CV USD 03.7200 03/15/2020 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CHC GRP LLC/FIN P/P USD 00.0000 10/01/2020 0.01%
CHEGG INC P/P 144A CV 00.2500 05/15/2023 0.01%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.01%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.01%
CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 0.01%
CITRIX SYSTEM CV 00.5000 04/15/2019 0.01%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.01%
CLOVIS ONCOLOGY INC CV 01.2500 05/01/2025 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
CMB CMBX.NA.BB.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 GS 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 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 JP 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.01%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.01%
COUPA SOFTW P/P 144A CV 00.3750 01/15/2023 0.01%
CPURNSA P 2.05 R 07/05/27 0.01%
CPURNSA P 2.085 R 07/03/27 0.01%
CSMC 2007-C4 C P/P 144A 05.9851 09/15/2039 0.01%
CTRIP.COM INTL LTD USD 01.2500 09/15/2022 0.01%
CYPRESS SEMI P/P CV 02.0000 02/01/2023 0.01%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.01%
ELDORADO RESORTS INC P/P 144A 06.0000 09/15/2026 0.01%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 0.01%
ENI SPA REGS 00.0000 04/13/2022 0.01%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.01%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.01%
ETSY INC P/P 144A CV 00.0000 03/01/2023 0.01%
EUR/NOK PUT 9.80 20190319 JPMCB 0.01%
FHR 3408 EK 15.9139 04/15/2037 0.01%
FIRST DATA TL L+200 04.5038 04/26/2024 0.01%
FNR 2015-30 IO IO 05.5000 05/25/2045 0.01%
FNR 2018-86 DS IO 03.5938 12/25/2048 0.01%
FNS 374 6 IO 05.5000 08/25/2036 0.01%
FNS 378 19 IO 05.0000 06/25/2035 0.01%
FRESENIUS MEDICAL CARE A REGS 01.1250 01/31/2020 0.01%
GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 0.01%
GN STORE NORD REGS 00.0000 05/31/2022 0.01%
GNR 2010-68 SD IO 04.1099 06/20/2040 0.01%
GNR 2014-108 IP IO 04.5000 12/20/2042 0.01%
GNR 2016-77 SL IO 03.6799 03/20/2043 0.01%
GNR 2017-26 MI IO 05.0000 11/20/2039 0.01%
GOVERNMENT NATIONAL MORTGAGE A 0.01%
GSMS 2012-GC6 D P/P 144A 05.6517 01/10/2045 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2040 0.01%
HERITAGE INS CV 05.8750 08/01/2037 0.01%
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IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.01%
II-VI INC CV 00.2500 09/01/2022 0.01%
INPHI CORP CV 00.7500 09/01/2021 0.01%
INSMED INC CV 01.7500 01/15/2025 0.01%
IOS.FN30.350.12 P USL1M R 01/12/43 GS 0.01%
IOS.FN30.400.10 P USL1M R 01/12/41 BC 0.01%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.01%
IOS.FN30.500.10 P USL1M R 01/12/41 GS 0.01%
IOS.FN30.500.10 P USL1M R 01/12/41 JP 0.01%
JC PENNEY CORP INC 07.4000 04/01/2037 0.01%
JPMCC 2013-LC11 D 04.1687 04/15/2046 0.01%
KRONOS TLB L+300 05.2225 11/01/2023 0.01%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.01%
LIGAND PHARMA P/P 144A CV 00.7500 05/15/2023 0.01%
LLOYDS BANK PLC 13.0000 01/29/2049 0.01%
MACQUARIE INFRASTRUCTU CV 02.0000 10/01/2023 0.01%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.01%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.01%
MERCER INTL INC P/P 144A 07.3750 01/15/2025 0.01%
MICRON TECHNO CV 03.0000 11/15/2043 0.01%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.01%
NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.01%
NAVISTAR INTL CV 04.7500 04/15/2019 0.01%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.01%
NEUROCRINE CV 02.2500 05/15/2024 0.01%
NEW RELIC INC P/P 144A CV 00.5000 05/01/2023 0.01%
NEXITY SA CV PFD 0.01%
NINE POINT ENERGY COM 0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.01%
NUTANIX INC P/P 144A CV 00.0000 01/15/2023 0.01%
NZD/USD 01/16/2019 JPMCB 0.01%
NZD/USD 01/16/2019 UBS 0.01%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.01%
OKTA INC P/P 144A CV 00.2500 02/15/2023 0.01%
ORTHO-CLINICAL TLB L+325 06/01/2025 0.01%
PATRICK INDS P/P 144A CV 01.0000 02/01/2023 0.01%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 0.01%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.01%
PRICELINE GRO CV 00.9000 09/15/2021 0.01%
RAG-STIFTUNG REGS 00.0000 02/18/2021 0.01%
RED HAT INC CV 00.2500 10/01/2019 0.01%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 0.01%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.01%
SAFRAN SA CV PFD 0.01%
SERVICE CORP INTL 04.6250 12/15/2027 0.01%
SIEMENS FINANCIERINGSMAT REGS 01.6500 08/16/2019 0.01%
STARFRUIT US/STAR F P/P 144A 06.5000 10/01/2026 0.01%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.01%
STMICROELECTRONICS N.V. REGS 00.0000 07/03/2022 0.01%
STMICROELECTRONICS NV REGS 00.2500 07/03/2024 0.01%
SUEZ CV PFD 0.01%
SUPERNUS PH P/P 144A CV 00.6250 04/01/2023 0.01%
SWPTN 1YX2Y P 3.095 USD 11/19/2019 JP 0.01%
SWPTN 1YX2Y P 3.0975 USD 11/18/2019 MS 0.01%
SWPTN 3MX10Y P 3.098 USD 02/28/2019 MS 0.01%
SWPTN 3MX5Y P 3.035 USD 03/13/2019 CI 0.01%
SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC 0.01%
SWPTN 6MX10Y R 1.234 GBP 02/07/2019 GS 0.01%
SYMRISE AG REGS 00.2375 06/20/2024 0.01%
T-MOBILE USA INC. 04.0000 04/15/2022 0.01%
TAKKO LUX 2 SCA REGS 05.3750 11/15/2023 0.01%
TELEFONICA PARTICIPACION REGS 00.0000 03/09/2021 0.01%
TELENOR EAST HOLDING II REGS 00.2500 09/20/2019 0.01%
TESLA INC CV 02.3750 03/15/2022 0.01%
TIAAC 2003-1A E 144A 08.0000 12/28/2038 0.01%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 0.01%
TTM TECHNOLOGIES INC CV 01.7500 12/15/2020 0.01%
TWILIO INC P/P 144A CV 00.2500 06/01/2023 0.01%
UBISOFT ENTERTAINMENT SA CV PFD 0.01%
UNIBAIL-RODAMCO SE CV PFD 0.01%
VALEO SA REGS 00.0000 06/16/2021 0.01%
VEOLIA ENVIRONNEMENT SA CV PFD 0.01%
VOCERA COMM P/P 144A CV 01.5000 05/15/2023 0.01%
VODAFONE GROUP PLC REGS 00.0000 11/26/2020 0.01%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.01%
WENDEL SA CV PFD 0.01%
WESTERN DI P/P 144A CV 01.5000 02/01/2024 0.01%
WFRBS 2011-C5 E P/P 144A 05.6723 11/15/2044 0.01%
WIX LTD P/P 144A 00.0000 07/01/2023 0.01%
WPX ENERGY INC 06.0000 01/15/2022 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
-0.085 R ISWP SES3M P 01/30/2020 0.00%
-0.0925 R ISWP SES3M P 01/24/2020 0.00%
-0.101 R ISWP FWD EUR006M P 12/19/2020 0.00%
-0.104 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.119 R ISWP EUR006M P 10/23/2020 0.00%
-0.124 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.1249 R ISWP EUR006M P 01/30/2020 0.00%
-0.14 R ISWP EUR006M P 01/24/2020 0.00%
-0.20 R ISWP FWD CHL6M P 03/20/2024 0.00%
-0.2225 R ISWP SES3M P 11/13/2019 0.00%
-0.23 R ISWP SES3M P 11/13/2019 0.00%
-0.245 R ISWP SES3M P 11/10/2019 0.00%
-0.246 R ISWP SES3M P 11/10/2019 0.00%
0.00 R ISWP BZDIOVRA P 01/04/2021 0.00%
0.035 R ISWP SES3M P 10/23/2020 0.00%
0.09 R ISWP JPL6M P 12/19/2022 0.00%
0.401 R ISWP FWD EUR006M P 12/19/2023 0.00%
1.001 R ISWP FWD EUR006M P 12/19/2028 0.00%
1.009 R ISWP EUR006M P 10/23/2028 0.00%
1.15 R ISWP FWD SES3M P 03/20/2029 0.00%
1.325 R ISWP SES3M P 10/23/2028 0.00%
1.451 R ISWP FWD GBL6M P 12/19/2023 0.00%
1.651 R ISWP FWD GBL6M P 12/19/2028 0.00%
1.965 R ISWP HKL3M P 04/24/2019 0.00%
2.5371 R ISWP US0003M P 05/01/2019 0.00%
2.70 R ISWP FWD AUDBB6M P 03/20/2029 0.00%
2.75 R ISWP FWD NFIX3MID P 03/20/2029 0.00%
6.66 R ISWP IN00O/N P 12/20/2022 0.00%
7.06 R ISWP JIBA3M P 01/25/2021 0.00%
7.92 R ISWP JIBA3M P 01/25/2028 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
AUD/USD 01/16/2019 JPMCB 0.00%
AUD/USD 01/16/2019 WPAC 0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
BRL/USD 04/02/2019 GSFX 0.00%
CAD/USD 01/16/2019 HSBCB 0.00%
CAD/USD 01/16/2019 UBS 0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 0.00%
CHF/USD 03/20/2019 JPMCB 0.00%
CINEMARK USA INC 05.1250 12/15/2022 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CNH/USD 02/20/2019 HSBCB 0.00%
CPURNSA R 1.89 P 07/05/22 0.00%
CPURNSA R 1.9225 P 07/03/22 0.00%
CSMC 2006-C5 AX IO 00.8715 12/15/2039 0.00%
DP WORLD LTD REGS 01.7500 06/19/2024 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 03/20/2019 BANKAM 0.00%
EUR/USD 03/20/2019 BCAP-FX 0.00%
EUR/USD 03/20/2019 CITI 0.00%
EUR/USD 03/20/2019 CSI-FX 0.00%
EUR/USD 03/20/2019 GSFX 0.00%
EUR/USD 03/20/2019 HSBCB 0.00%
EUR/USD 03/20/2019 JPMCB 0.00%
EUR/USD 03/20/2019 RBSF 0.00%
EUR/USD 03/20/2019 SSBT 0.00%
EUR/USD 03/20/2019 UBS 0.00%
EUR/USD 03/20/2019 WPAC 0.00%
FHR 1208 F PO 00.0000 02/15/2022 0.00%
FHR 3314 PO PO 00.0000 11/15/2036 0.00%
FHR 3326 WF 00.0000 10/15/2035 0.00%
FNGT 1998-T2 A4 IO 06.5000 10/25/2036 0.00%
FNGT 2000-T6 IO IO 00.7166 11/25/2040 0.00%
FNR 1999-51 N PO 00.0000 09/17/2029 0.00%
FNR 2001-50 BI IO 00.3783 10/25/2041 0.00%
FNR 2005-83 QP 10.8778 11/25/2034 0.00%
FNS 366 22 IO 04.5000 10/25/2035 0.00%
FNS 399 2 IO 05.5000 11/25/2039 0.00%
FNS 404 2 IO 04.5000 05/25/2040 0.00%
FNS 405 2 IO 04.0000 10/25/2040 0.00%
FNW 2002-W8 IO1 IO 00.3028 06/25/2042 0.00%
FSPC T-57 1AX IO 00.3666 07/25/2043 0.00%
GBP/USD 03/20/2019 BANKAM 0.00%
GBP/USD 03/20/2019 BCAP-FX 0.00%
GBP/USD 03/20/2019 GSFX 0.00%
GBP/USD 03/20/2019 HSBCB 0.00%
GBP/USD 03/20/2019 JPMCB 0.00%
GBP/USD 03/20/2019 SSBT 0.00%
GBP/USD 03/20/2019 UBS 0.00%
GMACC 2004-C3 B 04.9650 12/10/2041 0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036 0.00%
GSMS 2005-GG4 XC IO P/P 144A 01.3695 07/10/2039 0.00%
HKD/USD 02/20/2019 BCAP-FX 0.00%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.00%
IOS.FN30.300.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.300.13 P USL1M R 01/12/44 GS 0.00%
IOS.FN30.300.13 R USL1M P 01/12/44 CS 0.00%
IOS.FN30.350.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 BC 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 CS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 CS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 CS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.00%
IOS.FN30.450.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.450.10 R USL1M P 01/12/41 BA 0.00%
IOS.FN30.450.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.450.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.450.11 R USL1M P 01/12/42 CS 0.00%
IOS.FN30.500.09 R USL1M P 01/12/40 CS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 BC 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 BC 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.GII30.500.10 P USL1M R 01/12/41 JP 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 GS 0.00%
JPY/USD 02/20/2019 BANKAM 0.00%
JPY/USD 02/20/2019 JPMCB 0.00%
JPY/USD 02/20/2019 SSBT 0.00%
JPY/USD 02/20/2019 UBS 0.00%
KRW/USD 02/20/2019 CITI 0.00%
LVMH MOET HENNESSY VUITT CV PFD 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 DE 0.00%
MBX.FN30.450.09 P USL1M R 01/12/40 GS 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.450.10 R USL1M P 01/12/41 BC 0.00%
MBX.FN30.500.09 P USL1M R 01/12/40 GS 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CS 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CS 0.00%
MBX.FN30.550.08 P USL1M R 01/12/39 BC 0.00%
MBX.FN30.550.08 R USL1M P 01/12/39 GS 0.00%
MBX.FN30.600.08 P USL1M R 01/12/39 BC 0.00%
MBX.FN30.600.08 P USL1M R 01/12/39 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 CS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 DE 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.00%
MBX.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MEZZ 2007-C5 X IO P/P 144A 05.7871 12/15/2049 0.00%
MSBAM 2014-C15 F P/P 144A 04.0000 04/15/2047 0.00%
MTU AERO ENGINES AG REGS 00.1250 05/17/2023 0.00%
NOK/USD 03/20/2019 CITI 0.00%
NOK/USD 03/20/2019 RBSF 0.00%
NZD/USD 01/16/2019 BANKAM 0.00%
NZD/USD 01/16/2019 RBSF 0.00%
OPTN FN30 2.5 01/07/19 PUT 92.26171875 JPMC 0.00%
OPTN FN30 3.0 01/07/19 PUT 95.8125 JPMC 0.00%
OPTN FN30 3.5 02/06/19 PUT 96.46875 JPMC 0.00%
OPTN FN30 3.5 02/06/19 PUT 96.625 JPMC 0.00%
OPTN FN30 3.5 02/06/19 PUT 96.78125 JPMC 0.00%
OPTN FN30 3.5 02/06/19 PUT 96.953125 JPMC 0.00%
OPTN FN30 3.5 02/06/19 PUT 97.109375 JPMC 0.00%
OPTN FN30 3.5 02/06/19 PUT 97.265625 JPMC 0.00%
OPTN FN30 3.5 02/06/19 PUT 97.4375 JPMC 0.00%
OPTN FN30 3.5 02/06/19 PUT 97.59375 JPMC 0.00%
OPTN FN30 3.5 02/06/19 PUT 97.75 JPMC 0.00%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.00%
SEK/USD 03/20/2019 BANKAM 0.00%
SEK/USD 03/20/2019 JPMCB 0.00%
SGD/USD 02/20/2019 BCAP-FX 0.00%
SGD/USD 02/20/2019 JPMCB 0.00%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022 0.00%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STRIP 2003-1A N P/P 144A 05.0000 03/24/2019 0.00%
SWPTN 13WX30Y P 3.29 USD 01/07/2019 CI 0.00%
SWPTN 13WX30Y P 3.395 USD 01/07/2019 CI 0.00%
SWPTN 13WX30Y P 3.5 USD 01/07/2019 CI 0.00%
SWPTN 1MX10Y P 3.14 USD 01/04/2019 CI 0.00%
SWPTN 1YX2Y P 2.77 USD 01/16/2019 JP 0.00%
SWPTN 1YX2Y P 2.813 USD 01/28/2019 BC 0.00%
SWPTN 3MX10Y P 3.14 USD 03/20/2019 JP 0.00%
SWPTN 3MX10Y P 3.25 USD 01/03/2019 JP 0.00%
SWPTN 3MX1Y P 2.897 USD 03/13/2019 GS 0.00%
SWPTN 3MX1Y P 2.9215 USD 03/13/2019 GS 0.00%
SWPTN 3MX2Y P 2.909 USD 03/13/2019 GS 0.00%
SWPTN 3MX30Y P 1.523 EUR 02/15/2019 GS 0.00%
SWPTN 3MX30Y P 3.23 USD 01/03/2019 CI 0.00%
SWPTN 3MX30Y P 3.26 USD 01/03/2019 JP 0.00%
SWPTN 3MX30Y P 3.33 USD 01/03/2019 CI 0.00%
SWPTN 3MX30Y P 3.43 USD 01/03/2019 CI 0.00%
SWPTN 3MX5Y P 0.389 EUR 02/15/2019 GS 0.00%
SWPTN 3MX5Y P 2.8625 USD 03/13/2019 CI 0.00%
SWPTN 3MX5Y P 3.18 USD 01/03/2019 JP 0.00%
SWPTN 3WX10Y P 2.94 USD 01/10/2019 MS 0.00%
SWPTN 5WX10Y P 3.095 USD 01/14/2019 CI 0.00%
SWPTN 5WX10Y P 3.2975 USD 01/03/2019 GS 0.00%
SWPTN 6MX10Y P 1.98 GBP 02/11/2019 GS 0.00%
SWPTN 6MX10Y P 2.034 GBP 02/07/2019 GS 0.00%
SWPTN 6MX10Y R 1.18 GBP 02/11/2019 GS 0.00%
SWPTN 6WX10Y P 3.095 USD 01/22/2019 JP 0.00%
TWD/USD 02/20/2019 GSFX 0.00%
WBCMT 2006-C26 AJ 06.0762 06/15/2045 0.00%
WBCMT 2007-C34 IO IO 00.1069 05/15/2046 0.00%
-0.046 R ISWP FWD CHL6M P 09/21/2021 -0.01%
0.29 R ISWP JPL6M P 12/19/2027 -0.01%
0.365 R ISWP JPL6M P 01/15/2028 -0.01%
0.366 R ISWP JPL6M P 02/16/2028 -0.01%
0.6625 R ISWP SES3M P 10/23/2023 -0.01%
0.6975 R ISWP SES3M P 02/05/2023 -0.01%
0.766 R ISWP GBL6M P 09/15/2019 -0.01%
0.85 R ISWP FWD GBL6M P 12/20/2019 -0.01%
1.85 R ISWP FWD NOKOIB6M P 03/20/2024 -0.01%
1.863 R ISWP FWD GBL6M P 09/22/2032 -0.01%
2.02 R ISWP CDOR03 P 11/02/2022 -0.01%
2.0525 R ISWP CDOR03 P 11/14/2022 -0.01%
2.547 R ISWP US0003M P 04/25/2019 -0.01%
2.7705 R ISWP US0003M P 12/28/2028 -0.01%
2.7805 R ISWP US0003M P 01/02/2029 -0.01%
AUD/USD 01/16/2019 BCAP-FX -0.01%
AUD/USD 01/16/2019 SSBT -0.01%
CAD/USD 01/16/2019 RBSF -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 BA -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.01%
CPTFEMU R 1.42 P 08/15/27 -0.01%
CPURNSA R 2.05 P 12/06/22 -0.01%
CPURNSA R 2.068 P 12/21/22 -0.01%
EUR/NOK PUT 9.60 20190319 JPMCB -0.01%
IOS.FN30.350.12 R USL1M P 01/12/43 CS -0.01%
IOS.FN30.400.14 R USL1M P 01/12/45 CS -0.01%
IOS.FN30.400.14 R USL1M P 01/12/45 CS -0.01%
IOS.FN30.400.14 R USL1M P 01/12/45 GS -0.01%
JPY/USD 02/20/2019 CITI -0.01%
JPY/USD 02/20/2019 CSI-FX -0.01%
JPY/USD 02/20/2019 RBSF -0.01%
KRW/USD 02/20/2019 BANKAM -0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -0.01%
MXN/USD 01/16/2019 HSBCB -0.01%
NOK/USD 03/20/2019 UBS -0.01%
NZD/USD 01/16/2019 CSI-FX -0.01%
NZD/USD 01/16/2019 SSBT -0.01%
NZD/USD 01/16/2019 WPAC -0.01%
SEK/USD 03/20/2019 BCAP-FX -0.01%
SEK/USD 03/20/2019 CITI -0.01%
SEK/USD 03/20/2019 CSI-FX -0.01%
SEK/USD 03/20/2019 HSBCB -0.01%
SEK/USD 03/20/2019 RBSF -0.01%
SEK/USD 03/20/2019 SSBT -0.01%
SWPTN 1YX2Y P 2.663 USD 01/14/2019 CI -0.01%
SWPTN 1YX2Y P 3.3975 USD 11/18/2019 MS -0.01%
SWPTN 1YX2Y P 3.415 USD 11/19/2019 JP -0.01%
SWPTN 3MX10Y P 1.71 GBP 02/15/2019 JP -0.01%
SWPTN 3MX10Y P 2.9425 USD 03/13/2019 CI -0.01%
UKRPI P 3.3875 R 03/15/28 -0.01%
USD/CNH CALL 7.20 20190404 GSFX -0.01%
USD/JPY PUT 105.00 20190128 CITI -0.01%
0.976 R ISWP EUR006M P 01/24/2028 -0.02%
0.9987 R ISWP EUR006M P 01/30/2028 -0.02%
1.912 R ISWP FWD GBL6M P 01/19/2032 -0.02%
2.427 R ISWP AUDBB6M P 11/03/2022 -0.02%
2.4525 R ISWP AUDBB6M P 11/15/2022 -0.02%
2.55 R ISWP US0003M P 04/26/2019 -0.02%
7.77 R ISWP MXIBTIIE P 06/26/2023 -0.02%
AUD/USD 01/16/2019 BANKAM -0.02%
AUD/USD 01/16/2019 CITI -0.02%
AUD/USD 01/16/2019 CSI-FX -0.02%
AUD/USD 01/16/2019 RBSF -0.02%
CAD/USD 01/16/2019 BCAP-FX -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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 CG -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.02%
CPTFEMU R 1.4275 P 08/15/27 -0.02%
CPTFEMU R 1.4475 P 09/15/27 -0.02%
GBP/USD CALL 1.44 20190613 BANKAM -0.02%
NOK/USD 03/20/2019 BANKAM -0.02%
NOK/USD 03/20/2019 BCAP-FX -0.02%
NOK/USD 03/20/2019 HSBCB -0.02%
NOK/USD 03/20/2019 SSBT -0.02%
OPTN FN30 3.5 02/06/19 CALL 99.1015625 JPMC -0.02%
OPTN FN30 3.5 02/06/19 CALL 99.171875 JPMC -0.02%
OPTN FN30 3.5 02/06/19 CALL 99.328125 JPMC -0.02%
OPTN FN30 3.5 02/06/19 CALL 99.484375 JPMC -0.02%
SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS -0.02%
UKRPI P 3.34 R 02/15/28 -0.02%
UKRPI P 3.4025 R 03/15/28 -0.02%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.03%
0.6075 R ISWP SES3M P 01/24/2023 -0.03%
0.66875 R ISWP SES3M P 01/30/2023 -0.03%
1.61375 R ISWP FWD EUR006M P 10/27/2027 -0.03%
1.815 R ISWP FWD EUR006M P 02/27/2028 -0.03%
3.395 R ISWP FWD AUDBB6M P 03/07/2028 -0.03%
CAD/USD 01/16/2019 CITI -0.03%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.03%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CPTFEMU R 1.4 P 07/15/27 -0.03%
OPTN FN30 3.5 02/06/19 CALL 98.7890625 JPMC -0.03%
OPTN FN30 3.5 02/06/19 CALL 98.9453125 JPMC -0.03%
SWPTN 1MX1Y R 2.77 USD 01/17/2019 CI -0.03%
SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP -0.03%
ZAR/USD 01/16/2019 GSFX -0.03%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.04%
0.21 R ISWP EURIBOR6MD P 05/04/2022 -0.04%
2.35 R ISWP FWD NFIX3MID P 03/20/2024 -0.04%
5.93 R ISWP MXIBTIIE P 10/06/2021 -0.04%
AUD/USD 01/16/2019 HSBCB -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.04%
NOK/USD 03/20/2019 GSFX -0.04%
NOK/USD 03/20/2019 JPMCB -0.04%
OPTN FN30 3.5 02/06/19 CALL 98.1796875 JPMC -0.04%
OPTN FN30 3.5 02/06/19 CALL 98.3359375 JPMC -0.04%
UKRPI P 3.34 R 03/15/28 -0.04%
2.40 R ISWP FWD CDOR03 P 03/20/2024 -0.05%
CAD/USD 01/16/2019 CSI-FX -0.05%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.05%
OPTN FN30 3.5 02/06/19 CALL 97.87890625 JPMC -0.05%
OPTN FN30 3.5 02/06/19 CALL 98.0234375 JPMC -0.05%
SWPTN 1YX1Y R 2.58 USD 08/28/2019 MS -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.06%
CPTFEMU R 1.4375 P 09/15/23 -0.06%
CPTFEMU R 1.4413 P 09/15/23 -0.06%
CPTFEMU R 1.4425 P 09/15/23 -0.06%
CPTFEMU R 1.4438 P 09/15/23 -0.06%
OPTN FN30 3.5 02/06/19 CALL 97.56640625 JPMC -0.06%
OPTN FN30 3.5 02/06/19 CALL 97.72265625 JPMC -0.06%
SWPTN 1YX2Y R 0.115 EUR 08/28/2019 GS -0.06%
SWPTN 3MX10Y R 2.9425 USD 03/13/2019 CI -0.06%
SWPTN 3MX2Y R 2.909 USD 03/13/2019 GS -0.06%
2.70 R ISWP FWD US0003M P 03/20/2024 -0.07%
2.35 R ISWP FWD AUDBB6M P 03/20/2024 -0.08%
GNMA GII30 TBA 05.0000 01/01/2049 -0.08%
NZD/USD 01/16/2019 GSFX -0.08%
SWPTN 1YX1Y R 2.8 USD 08/28/2019 MS -0.08%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.09%
0.503 R ISWP FWD EUR006M P 03/21/2023 -0.10%
SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP -0.10%
SWPTN 5YX30Y P 3.215 USD 11/27/2023 GS -0.10%
SWPTN 7YX23Y R 3.0 USD 04/04/2025 MS -0.11%
SWPTN 7YX23Y R 3.0 USD 04/14/2025 MS -0.11%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.12%
SWPTN 5WX10Y R 2.9725 USD 01/09/2019 UB -0.12%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.13%
3.1475 R ISWP US0003M P 11/20/2028 -0.14%
SWPTN 5WX10Y R 2.945 USD 01/14/2019 CI -0.14%
SWPTN 6WX10Y R 2.945 USD 01/22/2019 JP -0.14%
2.85 R ISWP FWD US0003M P 03/18/2029 -0.16%
3.065 R ISWP FWD US0003M P 01/03/2029 -0.16%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.18%
SWPTN 3MX2Y R 3.1325 USD 01/03/2019 GS -0.18%
SWPTN 5WX10Y R 2.985 USD 01/11/2019 BC -0.18%
SWPTN 5YX30Y R 3.215 USD 11/27/2023 GS -0.18%
2.75 R ISWP FWD US0003M P 03/18/2021 -0.21%
SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP -0.21%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.23%
SWPTN 5WX10Y R 3.0975 USD 01/03/2019 GS -0.23%
SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP -0.32%
2.80 R ISWP FWD US0003M P 03/18/2024 -0.61%
FNMA FN30 TBA 04.5000 01/01/2049 -0.92%
FNMA FN30 TBA 03.0000 01/01/2049 -3.30%

Prior top 10 holdings

Top 10 holdings as of 02/28/19
Fnma Fn30 Tba 03.5000 03/01/2049
Fnma Fn30 Tba 04.0000 03/01/2049
Gnma Gii30 Tba 04.5000 03/01/2049
Gnma Gii30 Tba 04.0000 03/01/2049
Petrobras Global Finance Usd 06.1250 01/17/2022
Fnma Fn30 Tba 05.5000 03/01/2049
Cas 2015-C04 1m2 08.1899 04/25/2028
Cas 2017-C02 2b1 07.9899 09/25/2029
Cwalt 2005-59 1a1 02.8104 11/20/2035
Hellenic Republic P/P Regs 04.3750 08/01/2022
Holdings represent 25.48% of portfolio
Top 10 holdings as of 01/31/19
Fnma Fn30 Tba 04.0000 02/01/2049
Fnma Fn30 Tba 03.5000 03/01/2049
Fnma Fn30 Tba 03.5000 02/01/2049
Gnma Gii30 Tba 04.5000 02/01/2049
Fhlmc Fh30g Tba 04.0000 02/01/2049
Gnma Gii30 Tba 04.0000 02/01/2049
United Mexican States Usd 04.1500 03/28/2027
Petrobras Global Finance Usd 06.1250 01/17/2022
Fnma Fn30 Tba 05.5000 02/01/2049
Cas 2015-C04 1m2 08.2100 04/25/2028
Holdings represent 25.38% of portfolio
Top 10 holdings as of 12/31/18
Fnma Fn30 Tba 03.5000 01/01/2049
Fnma Fn30 Tba 04.0000 01/01/2049
Gnma Gii30 Tba 04.5000 01/01/2049
Fhlmc Fh30g Tba 04.0000 01/01/2049
Fnma Fn30 Tba 02.5000 01/01/2049
Gnma Gii30 Tba 04.0000 01/01/2049
Petrobras Global Finance Usd 07.3750 01/17/2027
United Mexican States Usd 04.1500 03/28/2027
Petrobras Global Finance Usd 06.1250 01/17/2022
Fnma Fn30 Tba 05.5000 01/01/2049
Holdings represent 25.27% of portfolio
Top 10 holdings as of 11/30/18
Fnma Fn30 Tba 04.0000 01/01/2049
Fnma Fn30 Tba 03.5000 01/01/2049
Gnma Gii30 Tba 04.5000 12/01/2048
Fhlmc Fh30g Tba 04.0000 12/01/2048
Fnma Fn30 Tba 02.5000 12/01/2048
Gnma Gii30 Tba 04.0000 12/01/2048
Petrobras Global Finance Usd 07.3750 01/17/2027
United Mexican States Usd 04.1500 03/28/2027
Petrobras Global Finance Usd 06.1250 01/17/2022
Cas 2015-C04 1m2 08.0151 04/25/2028
Holdings represent 20.05% of portfolio

Fixed income statistics as of 02/28/19

Average effective maturity 5.96 yrs.
Average effective duration 2.44 yrs.
Average yield to maturity 5.89%
Average coupon 4.90%
Average price $83.35

Sector weightings as of 02/28/19

  Cash investments Non-cash investments Total portfolio
  Weight Spread duration Weight Spread duration Weight Spread duration
Commercial MBS 6.71% 0.24 15.31% 0.39 22.02% 0.63
Agency CMO 20.45% 0.76 0.50% 0.02 20.95% 0.78
Agency pass-through 0.89% 0.05 19.56% 1.18 20.45% 1.23
High-yield corporate bonds 18.88% 0.70 -3.73% -0.16 15.15% 0.54
Residential MBS (non-agency) 11.15% 0.52 0.00% 0.00 11.15% 0.52
Emerging-market bonds 10.12% 0.51 0.00% 0.00 10.12% 0.51
International Treasury/agency 3.54% 0.22 0.00% -0.26 3.54% -0.04
Investment-grade corporate bonds 2.17% 0.13 0.00% 0.00 2.17% 0.13
Convertible securities 1.84% 0.03 0.00% 0.00 1.84% 0.03
Bank loans 1.33% 0.05 0.00% 0.00 1.33% 0.05
Asset-backed securities (ABS) 0.17% 0.00 0.00% 0.00 0.17% 0.00
Equity investments 0.01% 0.00 0.00% 0.00 0.01% 0.00
Interest rate swaps 0.00% 0.00 0.00% -0.42 0.00% -0.42
U.S. Treasury/agency 0.00% 0.00 0.00% 0.13 0.00% 0.13
Net cash 22.75% 0.00 0.00% 0.00 22.75% 0.00

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

Maturity detail as of 02/28/19

0 - 1 yr. 9.25%
1 - 5 yrs. 22.27%
5 - 10 yrs. 65.28%
10 - 15 yrs. 1.71%
Over 15 yrs. 1.49%

Quality rating as of 02/28/19

AAA 45.28%
AA 1.48%
A 12.27%
BBB 8.84%
BB 21.42%
B 13.79%
CCC and Below 5.47%
Not Rated -8.55%

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value when interest rates decline and decline in value when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. Bond prices may fall or fail to rise over time for several reasons, including general financial market conditions, changing market perceptions (including perceptions about the risk of default and expectations about monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. You can lose money by investing in the fund.

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

Country allocation as of 02/28/19

United States 82.29%
Greece 3.42%
Argentina 2.59%
Brazil 1.91%
Mexico 1.44%
Indonesia 1.20%
United Kingdom 0.90%
Canada 0.85%
Bermuda 0.74%
 
Other
4.66%
Ivory Coast 0.70%
Dominican Republic 0.58%
Egypt 0.51%
Venezuela 0.45%
Luxembourg 0.38%
France 0.35%
Netherlands 0.34%
Ireland 0.32%
Russia 0.28%
Switzerland 0.22%
Germany 0.18%
South Africa 0.15%
Israel 0.13%
Sweden 0.13%
Senegal 0.11%
El Salvador 0.10%
Cayman Islands 0.08%
Jamaica 0.07%
Spain 0.06%
Japan 0.05%
Italy 0.04%
Vietnam 0.02%
China 0.01%
Denmark 0.01%
India 0.01%
Hong Kong -0.02%
European Community -0.10%
New Zealand -0.11%
Norway -0.11%
Australia -0.28%

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: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value when interest rates decline and decline in value when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. Bond prices may fall or fail to rise over time for several reasons, including general financial market conditions, changing market perceptions (including perceptions about the risk of default and expectations about monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. You can lose money by investing in the fund.

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