Putnam Allstate Advisor Preferred

Putnam Diversified Income Subaccount

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

Fund description

The subaccount seeks income from three sectors: U.S. corporate and government investment-grade bonds, foreign bonds, and higher-yielding, lower-rated corporate bonds. The benchmark allocation for each sector is typically one-third of total assets. The management team can adjust the weightings and may allocate from 15%-65% of assets to each sector. By diversifying its assets, the subaccount seeks to reduce the risk of overexposure to any one sector.

Sales story

Offering a diversified portfolio of income opportunities Diverse income opportunities: The fund provides exposure to bonds in all sectors of the expanding global fixed-income market and across the complete credit spectrum.Multiple strategies: Putnam's bond specialists employ 70-80 active investment strategies to pursue a diverse range of opportunities for performance.Active risk management: In today's complex bond market, the fund's experienced managers actively manage risk with the goal of superior risk-adjusted performance over time.

Management team

Daily pricing as of 05/24/18

with optional enhanced death benefits
Unit Value $19.491319 $18.961703
Unit Value Change 0.031385 0.030454

Lipper ranking ‡ as of 04/30/18

Category: General Bond Funds

  Percentile ranking Rank/Funds in category
10 yrs. 51% 13/25
1 yr. 5% 2/46
3 yrs. 8% 3/41
5 yrs. 9% 3/36

Maturity detail includes only cash bonds and cash equivalents.

International investing involves certain risks, such as currency fluctuations, economic instability, and political developments. Additional risks may be associated with emerging market securities, including illiquidity and volatility. Lower rated bonds may offer higher yields in return for more risk. Mutual funds that invest in government securities in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.

The use of derivatives involves additional risks, such as the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations.'

Credit qualities are shown as a percentage of net assets. A bond rated Baa or higher (Prime-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. Short-term cash bonds rated A-1+ are included in the AAA-rating category. Ratings and portfolio credit quality will vary over time. Credit quality includes the fixed-income portion of the portfolio. Derivative instruments, including currency forwards, are only included to the extent of any unrealized gain or loss on such instruments and are shown in the not-rated category. Cash is also shown in the not-rated category. The fund itself has not been rated by an independent rating agency.

‡ Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.

Quick facts as of 04/30/18

Fiscal Year End December
Asset Class Putnam Allstate Advisor Preferred
Subaccount Status Open to new investors
Number of issues 1493
Turnover (fiscal year end) 1,100%
Net Assets $212M
Inception Date 09/15/93

Performance

Performance as of 03/31/18

Annualized Performance Last Quarter Year
to Date
1 yr. 3 yrs. 5 yrs. 10 yrs. Life of
subaccount
Restated performance
Unit Value 1.66% 1.66% 5.02% 2.36% 1.62% 3.42% 3.54%
Standardized -0.34% -0.34% 3.02% 2.36% 1.62% 3.42% 3.54%
With optional enhanced death benefit
Unit Value 1.62% 1.62% 4.86% 2.21% 1.47% 3.26% 3.39%
Standardized -0.38% -0.38% 2.86% 2.21% 1.47% 3.26% 3.39%
Actual performance
Unit Value 1.66% 1.66% 5.02% 2.36% 1.62% 3.42% 3.88%
Standardized -0.34% -0.34% 3.02% 2.36% 1.62% 3.42% 3.88%
With optional enhanced death benefit
Unit Value 1.62% 1.62% 4.86% 2.21% 1.47% 3.26% 3.73%
Standardized -0.38% -0.38% 2.86% 2.21% 1.47% 3.26% 3.73%

Annual Performance at NAV

2008 2009 2010 2011 2012 2013 2014 2015 2016 2017
-31.96% 52.80% 10.81% -4.76% 9.68% 6.03% -1.31% -3.95% 3.69% 5.36%
With optional enhanced death benefit
-32.06% 52.56% 10.64% -4.91% 9.51% 5.87% -1.46% -4.10% 3.53% 5.20%

Restated performance

Monthly as of 04/30/18

Unit Value 0.68%
Standardized -1.32%

YTD as of 05/24/18

Unit Value 1.90%
Standardized -0.10%

With optional enhanced death benefit

Monthly as of 04/30/18

Unit Value 0.67%
Standardized -1.33%

YTD as of 05/24/18

Unit Value 1.84%
Standardized -0.16%

Unit values and performance information shown apply to the specific annuity product listed, not the underlying Putnam Variable Trust fund. This information should not be used by investors who hold an interest in Putnam Variable Trust funds through a different annuity or other variable product. The unit values and performance of other variable products that offer Putnam Variable Trust funds may be higher or lower due to product charges and expenses or other factors.

Data is historical. Past performance is no guarantee of future results. More recent returns may be less or more than those shown. Investment return and principal value will fluctuate, and you may have a gain or a loss when you sell your units.

Returns shown for the subaccounts for periods before their inception are derived from the historical performance of the underlying fund, adjusted to reflect the mortality, expense risk, and surrender charges applicable to this product and do not factor in the annual $30 contract maintenance fee. Additional riders and options for insurance-related charges will increase expenses and lower returns. Please see the prospectus for details. For a portion of the period, subaccounts may have limited expenses, without which returns would have been lower.

Variable annuities are long-term investments designed for retirement purposes. Putnam Hartford products are flexible-premium variable annuities issued by Hartford Life and Annuity Insurance Company, Simsbury, CT.

Putnam Allstate variable annuities are flexible-premium deferred variable annuities issued by Allstate Life Insurance Company (Allstate Life); underwritten by Allstate Distributors, L.L.C., both of Northbrook, IL; and sold through registered representatives or bank employees who are licensed insurance agents. Please check for availability in your specific state.

These policies have limitations and are sold by prospectus only. The prospectus contains details on the variable annuity, the subaccounts, contract features, fees, expenses, and other pertinent information.

Investors should carefully consider the investment objectives, risks, charges, and expenses of a fund before investing. For a prospectus containing this and other information for any variable annuity or variable life product that invests in Putnam Variable Trust funds, contact your financial advisor for a contract prospectus and prospectus for the underlying funds. You may also call Hartford at 1-800-521-0538 or Allstate at 1-800-390-1277. Read the prospectuses carefully before investing.

For the most recent month-end performance, please call Hartford at 1-800-521-0538 or Allstate at 1-800-390-1277.

Maturity detail includes only cash bonds and cash equivalents.

International investing involves certain risks, such as currency fluctuations, economic instability, and political developments. Additional risks may be associated with emerging market securities, including illiquidity and volatility. Lower rated bonds may offer higher yields in return for more risk. Mutual funds that invest in government securities in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.

The use of derivatives involves additional risks, such as the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations.

Credit qualities are shown as a percentage of net assets. A bond rated Baa or higher (Prime-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. Short-term cash bonds rated A-1+ are included in the AAA-rating category. Ratings and portfolio credit quality will vary over time. Credit quality includes the fixed-income portion of the portfolio. Derivative instruments, including currency forwards, are only included to the extent of any unrealized gain or loss on such instruments and are shown in the not-rated category. Cash is also shown in the not-rated category. The fund itself has not been rated by an independent rating agency.

Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.

Risk Characteristics as of 04/30/18

Avg. Eff. Maturity 6.37
Avg. Price 85.90
Avg. Eff. Duration 2.35
Avg. Coupon 5.27
Avg. Yield to Maturity 5.91

Maturity Details

0 to 1 yr. 4.09%
1 to 5 yrs. 23.79%
5 to 10 yrs. 67.15%
10 to 15 yrs. 2.62%
Over 15 yrs. 2.35%

Quality Ratings

AAA 39.68%
A 0.45%
BBB 8.94%
BB 19.84%
B 20.65%
CCC and Below 10.59%
Not Rated -0.15%

Holdings

Top 10 holdings as of 04/30/18

Fnma Fn30 Tba 03.5000 06/01/2048 8.88%
Gnma Gii30 Tba 04.5000 05/01/2048 2.93%
Fnma Fn30 Tba 04.0000 05/01/2048 2.88%
Fnma Fn30 Tba 05.5000 05/01/2048 1.53%
Gnma Gii30 Tba 04.0000 05/01/2048 1.45%
Fnma Fn30 Tba 02.5000 05/01/2048 1.32%
Petrobras Global Finance Usd 07.3750 01/17/2027 1.08%
Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045 0.92%
Argentine Republic Usd 07.5000 04/22/2026 0.87%
Cas 2016-C03 2m2 07.7971 10/25/2028 0.86%
Top 10 holdings, total: 22.72%

Equity Holdings as of 03/31/18

AVAYA HOLDINGS CORP 0.21%
GMAC CAPITAL TRUST I PCT 07.6237 0.08%
HALCON RESOURCES CORP 0.03%
SANDRIDGE ENERGY INC 0.02%
CAESARS ENTERTAINMENT CORP 0.01%
NINE POINT ENERGY CNV PRF 0.01%
CHC GROUP LLC P/P 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
MILAGRO OIL & GAS 0.00%
NINE POINT ENERGY COM 0.00%
TERVITA CORP CLASS A 0.00%
TRIBUNE CLASS 1C LITIGAT 0.00%
TXU TCEH RIGHTS 0.00%

Full Portfolio Holdings as of 03/31/18

FNMA FN30 TBA 03.5000 05/01/2048 8.91%
FNMA FN30 TBA 04.0000 04/01/2048 2.88%
FNMA FN30 TBA 05.5000 04/01/2048 1.53%
GNMA GII30 TBA 04.5000 04/01/2048 1.46%
GNMA GII30 TBA 04.5000 05/01/2048 1.46%
GNMA GII30 TBA 04.0000 05/01/2048 1.44%
FNMA FN30 TBA 02.5000 04/01/2048 1.32%
WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 0.92%
CAS 2015-C03 1M2 06.8715 07/25/2025 0.86%
CAS 2016-C03 2M2 07.7715 10/25/2028 0.86%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.82%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.82%
CWALT 2006-OA10 4A1 02.0615 08/25/2046 0.78%
CAS 2015-C04 1M2 07.5715 04/25/2028 0.69%
CAS 2016-C02 1B 14.1215 09/25/2028 0.62%
GNR 2016-H23 NI IO 02.1218 10/20/2066 0.61%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.60%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.59%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.57%
WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 0.53%
WFRBS 2013-C15 D P/P 144A 04.4813 08/15/2046 0.53%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.51%
STACR 2016-DNA1 B 11.8715 07/25/2028 0.50%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.49%
CWALT 2006-OA7 1A1 02.5656 06/25/2046 0.45%
LETRAS BANCO CENT ARGENT 00.0000 09/19/2018 0.44%
OJSC RUSS AGRIC RSHB P/P 144A 07.7500 05/29/2018 0.44%
MSBAM 2014-C17 D P/P 144A 04.7062 08/15/2047 0.42%
GNR 2015-186 AI IO 04.0000 12/20/2045 0.41%
WFRBS 2012-C10 D P/P 144A 04.4478 12/15/2045 0.41%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.40%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2023 0.40%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 0.39%
STACR 2015-DNA3 B 11.2215 04/25/2028 0.38%
WAMU 2005-AR17 A1B3 02.2215 12/25/2045 0.37%
CMLTI 2007-AMC3 A2D 02.2215 03/25/2037 0.36%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.36%
CAS 2016-C03 1B 13.6215 10/25/2028 0.35%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.35%
JPMBB 2014-C18 D P/P 144A 04.8304 02/15/2047 0.35%
CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 0.34%
CGCMT 2014-GC21 D P/P 144A 04.8356 05/10/2047 0.34%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.34%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.34%
JPMCC 2012-LC9 E P/P 144A 04.3724 12/15/2047 0.34%
VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 0.34%
WFRBS 2012-C7 E P/P 144A 04.8255 06/15/2045 0.34%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037 0.33%
STACR 2016-HQA2 M3 07.0215 11/25/2028 0.33%
BSCMS 2005-PWR7 B 05.2140 02/11/2041 0.32%
CSAIL 2015-C1 D P/P 144A 03.7978 04/15/2050 0.32%
LETRAS BANCO CENT ARGENT 00.0000 08/15/2018 0.32%
PETROBRAS GLOBAL FIN P/P 144A 05.9990 01/27/2028 0.31%
BSCMS 2007-T26 AJ 05.5249 01/12/2045 0.30%
FHR 4425 IO IO 04.0000 01/15/2045 0.30%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.30%
WFRBS 2014-C19 E P/P 144A 04.9717 03/15/2047 0.30%
CWALT 2005-38 A3 02.2215 09/25/2035 0.29%
FHR 4604 QI IO 03.5000 07/15/2046 0.28%
GNR 2012-8 PI IO 04.0000 05/20/2041 0.28%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.28%
MSBAM 2013-C10 D P/P 144A 04.0822 07/15/2046 0.28%
RUSSIAN FEDERATION P/P 144A 12.7500 06/24/2028 0.28%
CAS 2016-C01 1B 13.6215 08/25/2028 0.27%
COMM 2014-CR18 D P/P 144A 04.7349 07/15/2047 0.27%
FHR 4580 ID IO 03.5000 08/15/2045 0.27%
GNR 2017-H16 JI IO 02.3330 08/20/2067 0.27%
MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 0.27%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.26%
GNR 2017-H10 MI IO 01.7972 04/20/2067 0.26%
WFCM 2013-LC12 D P/P 144A 04.2909 07/15/2046 0.26%
1.15 R ISWP FWD EUR006M P 06/20/2028 0.25%
FHR 4452 QI IO 04.0000 11/15/2044 0.25%
GNR 2015-79 CI IO 04.0000 05/20/2045 0.25%
MSC 2007-HQ11 B 05.5380 02/12/2044 0.25%
RALI 2006-QO10 A1 02.0315 01/25/2037 0.25%
SPRINT CORP 07.8750 09/15/2023 0.25%
CAS 2017-C02 2B1 07.3715 09/25/2029 0.24%
GNR 2015-40 IO IO 04.0000 03/20/2045 0.24%
GNR 2016-H09 BI IO 01.7121 04/20/2066 0.24%
GNR 2017-H08 NI IO 02.3986 03/20/2067 0.24%
MSC 2008-T29 D P/P 144A 06.2381 01/11/2043 0.24%
SERVICE CORP INTL 05.3750 05/15/2024 0.24%
STACR 2015-DNA2 B 09.4215 12/25/2027 0.24%
BCAP 2011-RR3 3A6 03.4559 11/27/2036 0.23%
CAS 2017-C03 1B1 06.7215 10/25/2029 0.23%
IVORY COAST P/P 144A 06.1250 06/15/2033 0.23%
LUKOIL INTL FINANCE P/P 144A 06.6560 06/07/2022 0.23%
COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 0.22%
CWALT 2005-59 1A1 02.1521 11/20/2035 0.22%
FNR 2013-90 SD IO 04.7285 09/25/2043 0.22%
GNR 2013-34 IH IO 04.5000 03/20/2043 0.22%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.22%
GNR 2015-H25 AI IO 01.6181 09/20/2065 0.22%
GNR 2016-H22 AI IO 02.1556 10/20/2066 0.22%
SAMI 2007-AR1 2A1 02.0515 01/25/2037 0.22%
TELENET FINANCE V P/P 144A 06.7500 08/15/2024 0.22%
WAMU 2005-AR10 1A3 03.3240 09/25/2035 0.22%
AVAYA HOLDINGS CORP 0.21%
GNR 2016-H06 DI IO 01.6216 07/20/2065 0.21%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.20%
CWALT 2006-OA7 1A2 02.2225 06/25/2046 0.20%
CWCI 2007-C3 AJ 05.8120 05/15/2046 0.20%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.20%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.20%
GNR 2016-H06 CI IO 01.4443 02/20/2066 0.20%
GNR 2016-H10 AI IO 01.5987 04/20/2066 0.20%
GNR 2017-H06 BI IO 02.2390 02/20/2067 0.20%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.20%
SWPTN 1YX1Y P 1.919 USD 08/15/2018 JP 0.20%
ARAB REP OF EGYPT P/P 144A 05.5770 02/21/2023 0.19%
CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 0.19%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.19%
FNR 2016-102 JI IO 03.5000 02/25/2046 0.19%
GNR 2016-H24 JI IO 02.0208 11/20/2066 0.19%
GNR 2017-H09 IO IO 01.7948 04/20/2067 0.19%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 0.19%
JPMCC 2007-CB20 E P/P 144A 06.1740 02/12/2051 0.19%
JPMCC 2011-C3 F P/P 144A 05.6735 02/15/2046 0.19%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 0.19%
MSBAM 2012-C6 F P/P 144A 04.5754 11/15/2045 0.19%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.19%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.19%
SWPTN 1YX1Y P 1.9325 USD 08/16/2018 BA 0.19%
WAMU 2005-AR19 A1C4 02.2715 12/25/2045 0.19%
WBCMT 2006-C26 AJ 06.0273 06/15/2045 0.19%
ALTA MESA HLDGS 07.8750 12/15/2024 0.18%
COMM 2013-CCRE9 D P/P 144A 04.2666 07/10/2045 0.18%
COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 0.18%
GNR 2014-44 IA IO 03.5000 05/20/2028 0.18%
GNR 2016-48 MI IO 03.5000 04/16/2046 0.18%
GNR 2017-H12 QI IO 02.1241 05/20/2067 0.18%
GNR 2017-H16 IB IO 01.8792 08/20/2067 0.18%
JPMBB 2014-C19 D P/P 144A 04.6605 04/15/2047 0.18%
SFR GROUP SA P/P 144A 06.0000 05/15/2022 0.18%
BALTA 2005-8 21A1 03.6731 10/25/2035 0.17%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.17%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.17%
CWALT 2006-OA10 3A1 02.0615 08/25/2046 0.17%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.17%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.17%
GNR 2012-140 IC IO 03.5000 11/20/2042 0.17%
GNR 2015-H23 BI IO 01.7322 09/20/2065 0.17%
GNR 2015-H24 AI IO 01.7873 09/20/2065 0.17%
GNR 2016-104 GI IO 04.5000 01/20/2046 0.17%
GNR 2016-42 IO IO 05.0000 02/20/2046 0.17%
GNR 2016-H02 HI IO 01.6411 01/20/2066 0.17%
GNR 2017-H02 BI IO 02.3189 01/20/2067 0.17%
GNR 2017-H16 IG IO 01.7136 07/20/2067 0.17%
GSAA 2006-8 2A2 02.0515 05/25/2036 0.17%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.17%
LNSTR 2015-3 C P/P 144A 03.1119 04/20/2048 0.17%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.17%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.17%
UNITYMEDIA HESSEN / NRW REGS 06.2500 01/15/2029 0.17%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.16%
CAS 2015-C03 2M2 06.8715 07/25/2025 0.16%
FHR 4077 IK IO 05.0000 07/15/2042 0.16%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.16%
GNR 2012-146 IO IO 05.0000 12/20/2042 0.16%
GNR 2013-151 IB IO 04.5000 02/20/2040 0.16%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.16%
GNR 2014-119 SA IO 03.7779 08/20/2044 0.16%
GNR 2015-95 PI IO 03.5000 07/20/2045 0.16%
GNR 2016-H03 DI IO 02.0177 12/20/2065 0.16%
GNR 2016-H16 EI IO 02.2368 06/20/2066 0.16%
GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 0.16%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.16%
REP OF INDONESIA P/P 144A 05.9500 01/08/2046 0.16%
VTB BK (VTB EURASIA) P/P 144A 09.5000 12/29/2049 0.16%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.15%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.15%
BSCMS 2006-PW11 B P/P 144A 05.2790 03/11/2039 0.15%
CFCRE 2011-C2 E P/P 144A 05.7546 12/15/2047 0.15%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.15%
COMM 2014-CR18 E P/P 144A 03.6000 07/15/2047 0.15%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 0.15%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 0.15%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.15%
GNR 2012-136 BI IO 03.5000 11/20/2042 0.15%
GNR 2012-47 CI IO 04.0000 03/20/2042 0.15%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.15%
GNR 2013-22 OI IO 05.0000 01/20/2043 0.15%
MSBAM 2014-C15 F P/P 144A 04.0000 04/15/2047 0.15%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.15%
PROVINCIA DE BUENOS P/P 144A 26.5575 05/31/2022 0.15%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.15%
UBSBB 2012-C2 F P/P 144A 04.8945 05/10/2063 0.15%
AES CORP/THE 05.5000 04/15/2025 0.14%
COMM 2012-CR3 E P/P 144A 04.7555 10/15/2045 0.14%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 0.14%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.14%
DBALT 2006-AR4 A2 02.0615 12/25/2036 0.14%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.14%
FHR 4122 TI IO 04.5000 10/15/2042 0.14%
FHR 4530 TI IO 04.0000 11/15/2045 0.14%
FNR 2012-30 HI IO 04.5000 12/25/2040 0.14%
FNR 2013-107 SB IO 04.0785 02/25/2043 0.14%
GNR 2015-64 YI IO 04.0000 11/20/2044 0.14%
GNR 2015-H25 EI IO 01.8537 10/20/2065 0.14%
GNR 2016-H14 AI IO 02.0051 06/20/2066 0.14%
GNR 2017-H11 DI IO 01.8777 05/20/2067 0.14%
GNR 2017-H11 TI IO 02.1802 04/20/2067 0.14%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.14%
IVORY COAST P/P 144A 05.2500 03/22/2030 0.14%
MSC 2008-T29 F P/P 144A 06.2381 01/11/2043 0.14%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.14%
OMIR 2017-1A B1 P/P 144A 07.6215 04/25/2027 0.14%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.14%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.14%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.14%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.14%
VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 0.14%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.13%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 0.13%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.13%
BSCMS 2007-T28 D P/P 144A 05.6984 09/11/2042 0.13%
CASELLA WASTE TLB L+250 04.3082 10/17/2023 0.13%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.13%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.13%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.13%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.13%
CWALT 2006-OA10 2A1 02.0615 08/25/2046 0.13%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 0.13%
FHR 3065 DC 14.5302 03/15/2035 0.13%
FHR 4024 PI IO 04.5000 12/15/2041 0.13%
FNR 2015-88 QI IO 04.0000 10/25/2044 0.13%
GNR 2013-H08 CI IO 01.6827 02/20/2063 0.13%
GNR 2016-H03 AI IO 01.8573 01/20/2066 0.13%
GNR 2017-42 IC IO 04.5000 08/20/2041 0.13%
GNR 2017-63 PI IO 04.0000 12/20/2043 0.13%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.13%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.13%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.13%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.13%
JPMBB 2014-C18 E P/P 144A 04.3304 02/15/2047 0.13%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.13%
SBERBANK (SB CAP SA) P/P 144A 06.1250 02/07/2022 0.13%
STACR 2016-DNA2 M3 06.5215 10/25/2028 0.13%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.13%
SWPTN LIABILITY 2YX30Y P 2.79 USD 02/15/2019 JP 0.13%
SWPTN LIABILITY 2YX30Y R 2.79 USD 02/15/2019 JP 0.13%
WFMBS 2006-AR2 1A1 03.7068 03/25/2036 0.13%
WFMBS 2006-AR5 1A1 04.0240 04/25/2036 0.13%
WFRBS 2012-C6 E P/P 144A 05.0000 04/15/2045 0.13%
WFRBS 2013-UBS1 E P/P 144A 04.6232 03/15/2046 0.13%
CLEAR CHANNEL TLD L+675 09.0520 01/30/2019 0.12%
CONSTELLIUM NV P/P 144A 05.8750 02/15/2026 0.12%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.12%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.12%
FHR 4000 LI IO 04.0000 02/15/2042 0.12%
FNR 2017-7 JI IO 04.0000 02/25/2047 0.12%
GNR 2014-H21 BI IO 01.5494 10/20/2064 0.12%
GNR 2015-64 PI IO 03.5000 05/20/2045 0.12%
GNR 2016-27 IB IO 04.0000 11/20/2045 0.12%
GNR 2016-H24 CI IO 01.7013 10/20/2066 0.12%
GREAT LAKES D&D 08.0000 05/15/2022 0.12%
JPMBB 2013-C14 D P/P 144A 04.5699 08/15/2046 0.12%
MSC 2004-RR F7 P/P 144A 06.0000 04/28/2039 0.12%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.12%
REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 0.12%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.12%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.12%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.12%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.12%
SWPTN LIABILITY 2YX28Y P 2.7175 USD 01/24/2019 BA 0.12%
SWPTN LIABILITY 2YX28Y R 2.7175 USD 01/24/2019 BA 0.12%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.12%
VALEANT PHARMA P/P 144A 05.8750 05/15/2023 0.12%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.12%
ARAB REPUBLIC OF EGYPT REGS 08.5000 01/31/2047 0.11%
BALTA 2004-3 B 04.7965 04/25/2034 0.11%
BMIR 2017-1 B1 P/P 144A 06.6215 10/25/2027 0.11%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.11%
CALPINE CORP 05.7500 01/15/2025 0.11%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.11%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.11%
CSMC 2007-C4 C P/P 144A 05.9660 09/15/2039 0.11%
CWALT 2005-38 A1 02.7825 09/25/2035 0.11%
FHR 4678 MS IO 05.1072 04/15/2047 0.11%
FNR 2010-140 GS IO 04.1285 07/25/2039 0.11%
GAZPROM (GAZ CAP SA) P/P 144A 09.2500 04/23/2019 0.11%
GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 0.11%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.11%
GNR 2013-54 JI IO 03.5000 02/20/2043 0.11%
GNR 2015-69 IK IO 03.5000 03/20/2038 0.11%
GNR 2015-H10 BI IO 01.7836 04/20/2065 0.11%
GNR 2016-37 IW IO 04.5000 02/20/2046 0.11%
GNR 2017-38 DI IO 05.0000 03/16/2047 0.11%
HCA INC 06.5000 02/15/2020 0.11%
HUB INTL LTD P/P 144A 07.8750 10/01/2021 0.11%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.11%
JPMBB 2014-C26 D P/P 144A 03.9241 01/15/2048 0.11%
LLOYDS BANKING GROUP P/P 144A 06.6570 05/21/2037 0.11%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 0.11%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.11%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.11%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.11%
T-MOBILE USA INC 06.6250 04/01/2023 0.11%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.11%
0.55 R ISWP FWD EUR006M P 06/20/2023 0.10%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.10%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 0.10%
ALTICE US FIN II CRP P/P 144A 07.7500 07/15/2025 0.10%
AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 0.10%
ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022 0.10%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.10%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.10%
CAS 2015-C04 2M2 07.4215 04/25/2028 0.10%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.10%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.10%
FHR 4403 CI IO 04.0000 10/15/2044 0.10%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.10%
FNR 2013-41 IP IO 04.0000 05/25/2043 0.10%
FNR 2013-53 JI IO 03.0000 12/25/2041 0.10%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.10%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.10%
GNR 2014-76 IO IO 05.0000 05/20/2044 0.10%
GNR 2016-H17 KI IO 01.9503 07/20/2066 0.10%
GSR 2007-OA1 2A3A 02.1815 05/25/2037 0.10%
HUSKY TLB L+300 05.2018 03/16/2025 0.10%
INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 0.10%
JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 0.10%
JPALT 2007-A2 12A1 02.0715 06/25/2037 0.10%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.10%
PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 0.10%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.10%
PETROLEOS MEXICANOS P/P 144A 06.3500 02/12/2048 0.10%
PLATFORM SPECIALTY P/P 144A 05.8750 12/01/2025 0.10%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.10%
REPUBLIC OF ECUADOR REGS 07.9500 06/20/2024 0.10%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.10%
ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 0.10%
SWPTN 17DX10Y R 2.8435 USD 04/06/2018 GS 0.10%
SWPTN 1YX30Y R 1.673 GBP 10/05/2018 GS 0.10%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.10%
SWPTN 2YX30Y P 2.518 USD 05/17/2019 CI 0.10%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.10%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.10%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.10%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.09%
ALTICE FINANCING SA P/P 144A 07.5000 05/15/2026 0.09%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.09%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.09%
AVAYA TLB-EXIT L+475 06.5364 12/15/2024 0.09%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.09%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.09%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.09%
CWALT 2007-OH1 A1D 02.0815 04/25/2047 0.09%
FHR 4546 TI IO 04.0000 12/15/2045 0.09%
FNR 2006-8 HP 17.7045 03/25/2036 0.09%
GNR 2013-165 IL IO 04.0000 03/20/2043 0.09%
HCA INC 05.5000 06/15/2047 0.09%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031 0.09%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.09%
INFOR US INC 06.5000 05/15/2022 0.09%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.09%
JPMCC 2007-CB20 C P/P 144A 06.1740 02/12/2051 0.09%
MGM RESORTS INTL 06.6250 12/15/2021 0.09%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.09%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 0.09%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.09%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.09%
SFR GROUP SA P/P 144A 06.2500 05/15/2024 0.09%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.09%
SPRINT CORP 07.2500 09/15/2021 0.09%
SWPTN LIABILITY 2YX10Y P 2.413 USD 06/03/2019 BA 0.09%
SWPTN LIABILITY 2YX10Y P 2.42 USD 06/03/2019 CI 0.09%
SWPTN LIABILITY 2YX10Y R 2.413 USD 06/03/2019 BA 0.09%
SWPTN LIABILITY 2YX10Y R 2.42 USD 06/03/2019 CI 0.09%
TENNECO INC 05.3750 12/15/2024 0.09%
TEVA PHARMA NE P/P 144A 06.0000 04/15/2024 0.09%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.09%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.09%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.09%
ADS INC P/P 144A 05.6250 11/15/2024 0.08%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.08%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.08%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.08%
CENTENE CORP 06.1250 02/15/2024 0.08%
CF INDUSTRIES INC 04.9500 06/01/2043 0.08%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.08%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.08%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.08%
GMAC CAPITAL TRUST I PCT 07.6237 0.08%
GNR 2009-121 BI IO 04.5000 12/16/2039 0.08%
GNR 2010-20 UI IO 05.0000 02/20/2040 0.08%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.08%
GNR 2014-122 IC IO 05.0000 08/20/2044 0.08%
GNR 2015-187 KI IO 05.0000 06/20/2043 0.08%
GNR 2015-H08 CI IO 01.7972 03/20/2065 0.08%
GNR 2016-H14 IO IO 01.6795 06/20/2066 0.08%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.08%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.08%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.08%
PULTEGROUP INC 05.5000 03/01/2026 0.08%
REP OF ARGENTINA USD 06.6250 07/06/2028 0.08%
REVLON CONS TLB L+350 05.3769 09/07/2023 0.08%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.08%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.08%
SWPTN 10YX10Y P 2.7575 USD 01/05/2028 GS 0.08%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP 0.08%
SWPTN 4YX1Y P 2.25 USD 08/16/2021 JP 0.08%
SWPTN 4YX1Y P 2.2625 USD 08/16/2021 BA 0.08%
SWPTN 7YX5Y P 2.647 USD 06/03/2024 BA 0.08%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI 0.08%
TENET HEALTHCARE 06.0000 10/01/2020 0.08%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.08%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.08%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.07%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.07%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 0.07%
ANTERO RESOURCES 05.3750 11/01/2021 0.07%
ARCELORMITTAL USD 07.2500 10/15/2039 0.07%
BIOSCRIP INC 08.8750 02/15/2021 0.07%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.07%
CAS 2017-C05 1B1 05.4715 01/25/2030 0.07%
CENTENE CORP 04.7500 05/15/2022 0.07%
CHESAPEAKE ENERGY 1.5L L+750 08.5000 08/23/2021 0.07%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.07%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.07%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.07%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.07%
DYNEGY INC 07.6250 11/01/2024 0.07%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 0.07%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.07%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.07%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.07%
FNR 2010-35 SG IO 04.5285 04/25/2040 0.07%
FNR 2011-98 AI IO 03.5000 11/25/2037 0.07%
FNR 2013-44 PI IO 04.0000 01/25/2043 0.07%
FORTERRA TL L+300 04.8769 10/25/2023 0.07%
FRAC TECH INTL TLB L+475 06.6269 04/16/2021 0.07%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.07%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.07%
GENON ENERGY INC. 09.8750 10/15/2020 0.07%
GNR 2013-102 IP IO 03.5000 06/20/2043 0.07%
GNR 2013-28 IO IO 03.5000 02/20/2043 0.07%
GNR 2013-6 IC IO 05.0000 01/20/2043 0.07%
GNR 2015-79 GI IO 05.0000 10/20/2039 0.07%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.07%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.07%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.07%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.07%
MERCER INTL INC USD 06.5000 02/01/2024 0.07%
MHL 2005-3 M2 02.6665 08/25/2035 0.07%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 0.07%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.07%
NRG ENERGY INC 06.6250 01/15/2027 0.07%
OPTN FN30 3.0 05/07/18 CALL 96.8125 JPMC 0.07%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.07%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.07%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.07%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.07%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.07%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.07%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.07%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.07%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP 0.07%
SWPTN 2YX5Y P 2.203 USD 06/03/2019 BA 0.07%
SWPTN 2YX5Y P 2.205 USD 06/03/2019 BC 0.07%
T-MOBILE USA INC 06.3750 03/01/2025 0.07%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.07%
TRANSDIGM INC 06.5000 07/15/2024 0.07%
USG CORP P/P 144A 04.8750 06/01/2027 0.07%
VIRGIN MEDIA SECURED FIN REGS 05.1250 01/15/2025 0.07%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 0.07%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.07%
WPX ENERGY INC 07.5000 08/01/2020 0.07%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.07%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.06%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.06%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.06%
3.30 R ISWP FWD NFIX3MID P 06/20/2028 0.06%
AES CORP/THE 05.1250 09/01/2027 0.06%
ALTICE LUXEMBOURG SA REGS 06.2500 02/15/2025 0.06%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.06%
ARD FINANCE SA 06.6250 09/15/2023 0.06%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.06%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.06%
BEACON ESCROW CORP P/P 144A 04.8750 11/01/2025 0.06%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.06%
CALIFORNIA RESOURC TL L+475 06.5721 11/17/2022 0.06%
CAS 2016-C05 2B 12.6215 01/25/2029 0.06%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.06%
CIT GROUP INC 05.0000 08/01/2023 0.06%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.06%
CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021 0.06%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.06%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.06%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.06%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 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%
EUROPCAR GROUPE SA REGS 04.1250 11/15/2024 0.06%
EXTRACTION OIL & GAS P/P 144A 05.6250 02/01/2026 0.06%
FHR 3072 SM 04.2533 11/15/2035 0.06%
FHR 4000 PI IO 04.5000 01/15/2042 0.06%
FNR 2005-122 SE 16.5498 11/25/2035 0.06%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.06%
FXI HOLDINGS INC P/P 144A 07.8750 11/01/2024 0.06%
GNR 2013-129 SN IO 04.3279 09/20/2043 0.06%
GNR 2013-183 JI IO 04.5000 02/16/2043 0.06%
GNR 2015-H26 CI IO 00.7381 08/20/2065 0.06%
HCA INC 05.2500 06/15/2026 0.06%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.06%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.06%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.06%
JPMCC 2011-C3 E P/P 144A 05.6735 02/15/2046 0.06%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.06%
LIONS GATE CAP HOLD P/P 05.8750 11/01/2024 0.06%
MASARIA INVESTMENTS SAU REGS 05.0000 09/15/2024 0.06%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.06%
NABORS IND INC P/P 144A 05.7500 02/01/2025 0.06%
NEIMAN MARCUS TL L+325 05.1406 10/25/2020 0.06%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.06%
NOVAFIVES REGS 04.5000 06/30/2021 0.06%
OPTN FN30 3.0 04/05/18 CALL 96.3515625 JPMC 0.06%
OPTN FN30 3.0 04/05/18 CALL 96.4375 JPMC 0.06%
OPTN FN30 3.0 04/05/18 CALL 96.4453125 JPMC 0.06%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.06%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 0.06%
SWPTN 10YX10Y R 2.7575 USD 01/05/2028 GS 0.06%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP 0.06%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP 0.06%
SWPTN 1YX10Y R 1.522 GBP 10/05/2018 GS 0.06%
SWPTN 5WX10Y R 2.852 USD 04/17/2018 JP 0.06%
SWPTN 7YX5Y R 2.647 USD 06/03/2024 BA 0.06%
SWPTN 7YX5Y R 2.654 USD 06/03/2024 CI 0.06%
SWPTN LIABILITY 2YX20Y P 2.36 USD 11/12/2019 JP 0.06%
TAKKO LUX 2 SCA REGS 05.3750 11/15/2023 0.06%
UNILABS SUBHOLD REGS 05.7500 05/15/2025 0.06%
VALEANT PHARMA P/P 144A 07.0000 03/15/2024 0.06%
WFRBS 2014-C19 D P/P 144A 04.2340 03/15/2047 0.06%
WINDSTREAM SRVC / FIN 06.3750 08/01/2023 0.06%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.05%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.05%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.05%
BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 0.05%
BERRY GLOBAL INC 05.5000 05/15/2022 0.05%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.05%
CAS 2016-C06 1M2 06.1215 04/25/2029 0.05%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.05%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.05%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.05%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.05%
DISH DBS CORP 05.8750 11/15/2024 0.05%
FHR 4105 HI IO 03.5000 07/15/2041 0.05%
FHR 4210 PI IO 03.0000 12/15/2041 0.05%
FHS 304 C37 IO 03.5000 12/15/2027 0.05%
FNR 2005-83 QP 12.5281 11/25/2034 0.05%
FNR 2007-53 SP 17.3378 06/25/2037 0.05%
FNR 2008-24 SP 16.4212 02/25/2038 0.05%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.05%
GLP CAP LP / FIN II 04.8750 11/01/2020 0.05%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.05%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.05%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.05%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.05%
JPMBB 2013-C12 E P/P 144A 04.0918 07/15/2045 0.05%
KCA DEUTAG TL L+525 07.6539 05/16/2020 0.05%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.05%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.05%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.05%
LOUISIANA-PACIFIC CORP 04.8750 09/15/2024 0.05%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.05%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.05%
MICROCHIP TEC CV 01.6250 02/15/2027 0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.05%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.05%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.05%
SESI LLC P/P 144A 07.7500 09/15/2024 0.05%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.05%
SM ENERGY CO 06.1250 11/15/2022 0.05%
SM ENERGY CO 06.5000 11/15/2021 0.05%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.05%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.05%
STARWOOD PROP TR P/P 144A 04.7500 03/15/2025 0.05%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.05%
SWPTN 4WX10Y R 2.8 USD 04/24/2018 JP 0.05%
T-MOBILE USA INC 04.7500 02/01/2028 0.05%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.05%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.05%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.05%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.05%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.05%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.05%
US CONCRETE INC 06.3750 06/01/2024 0.05%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.05%
VALEANT PHARMA P/P 144A 09.2500 04/01/2026 0.05%
WPX ENERGY INC 06.0000 01/15/2022 0.05%
1.65 R ISWP FWD GBL6M P 06/20/2028 0.04%
2.40 R ISWP FWD NOKOIB6M P 06/20/2028 0.04%
2.605 R ISWP FWD US0003M P 06/20/2020 0.04%
ADT CORP 04.1250 06/15/2023 0.04%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.04%
ARCELORMITTAL USD 06.1250 06/01/2025 0.04%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 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%
CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 0.04%
CAS 2015-C02 2M2 05.8715 05/25/2025 0.04%
CBRE SERVICES INC 05.2500 03/15/2025 0.04%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.04%
CCO HOLDINGS LLC P/P 144A 05.1250 05/01/2027 0.04%
CEC ENT INC 08.0000 02/15/2022 0.04%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.04%
CIT GROUP INC. 05.0000 08/15/2022 0.04%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.04%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.04%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.04%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.04%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.04%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.04%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.04%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.04%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.04%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.04%
ENSCO PLC USD 07.7500 02/01/2026 0.04%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.04%
FHR 3249 PS 16.4122 12/15/2036 0.04%
FIRST DATA TL L+225 04.1215 04/26/2024 0.04%
FNR 2012-127 BI IO 04.5000 11/25/2042 0.04%
FNS 378 19 IO 05.0000 06/25/2035 0.04%
FRONTIER COMM 10.5000 09/15/2022 0.04%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.04%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.04%
GNR 2010-158 IP IO 04.5000 06/20/2039 0.04%
GNR 2013-99 VS IO 04.3136 07/16/2043 0.04%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.04%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.04%
HCA INC. 07.5000 02/15/2022 0.04%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.04%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.04%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.04%
KRONOS 2NDL L+825 10.0234 11/01/2024 0.04%
LBUBS 2006-C6 C 05.4820 09/15/2039 0.04%
LENNAR CORP P/P 144A 05.8750 11/15/2024 0.04%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.04%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.04%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.04%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.04%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.04%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.04%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.04%
NRG ENERGY INC 07.2500 05/15/2026 0.04%
ORYX TLB L+325 05.2672 02/26/2025 0.04%
OSHKOSH CORP 05.3750 03/01/2025 0.04%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.04%
QEP RESOURCES INC 05.6250 03/01/2026 0.04%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.04%
REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 0.04%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 0.04%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.04%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.04%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.04%
SINCLAIR TELEVISION P/P 144A 05.1250 02/15/2027 0.04%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.04%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.04%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP 0.04%
SWPTN 12YX10Y P 2.725 USD 11/08/2029 GS 0.04%
SWPTN 1MX10Y R 2.813 USD 04/19/2018 BA 0.04%
SWPTN 2YX10Y P 2.2525 USD 11/12/2019 JP 0.04%
SWPTN 2YX8Y P 2.5925 USD 01/24/2019 BA 0.04%
SWPTN 6MX2Y P 2.49275 USD 07/16/2018 MS 0.04%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS 0.04%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI 0.04%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP 0.04%
SWPTN LIABILITY 2YX20Y R 2.875 USD 11/18/2019 GS 0.04%
SWPTN LIABILITY 2YX30Y P 2.43 USD 11/13/2019 MS 0.04%
SWPTN LIABILITY 2YX30Y R 2.826 USD 11/08/2019 JP 0.04%
TALBOTS INC 1STL L+450 06.3769 03/19/2020 0.04%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.04%
TARGA RES PRTNRS 05.3750 02/01/2027 0.04%
TENNANT CO 05.6250 05/01/2025 0.04%
THE AES CORPORATION 04.8750 05/15/2023 0.04%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.04%
TRANSDIGM INC 06.3750 06/15/2026 0.04%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.04%
TRONOX INC P/P 144A 06.5000 04/15/2026 0.04%
VALEANT PHARMA P/P 144A 09.0000 12/15/2025 0.04%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.04%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 0.04%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.04%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.04%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.04%
0.00 R ISWP BZDIOVRA P 01/04/2021 0.03%
0.00 R ISWP BZDIOVRA P 01/04/2021 0.03%
1.40 R ISWP FWD SES3M P 06/20/2028 0.03%
1.45 R ISWP FWD GBL6M P 06/20/2023 0.03%
2.7725 R ISWP FWD US0003M P 03/21/2023 0.03%
A SCHULMAN INC 06.8750 06/01/2023 0.03%
ACADEMY SPORTS TLB L+400 05.9267 07/02/2022 0.03%
AIR METHODS TLB L+350 04.7964 04/21/2024 0.03%
AK STEEL CORP 06.3750 10/15/2025 0.03%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.03%
BCAP 2012-RR5 4A8 01.7907 06/26/2035 0.03%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.03%
BWAY CORP TLB L+325 04.9580 04/03/2024 0.03%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.03%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.03%
CAS 2015-C02 1M2 05.8715 05/25/2025 0.03%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.03%
CCC INFO 2NDL L+675 08.6269 03/30/2025 0.03%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.03%
CHEMOURS CO 07.0000 05/15/2025 0.03%
CHS/COMMUNITY HEALTH SYS 07.1250 07/15/2020 0.03%
CINEMARK USA INC 04.8750 06/01/2023 0.03%
CINEMARK USA INC 05.1250 12/15/2022 0.03%
CIT GROUP INC 05.2500 03/07/2025 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.03%
CONTINENTAL RESOURCES INC. 04.5000 04/15/2023 0.03%
CPTFEMU R 1.4 P 07/15/27 0.03%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.03%
DISH NETWORK CV 03.3750 08/15/2026 0.03%
DYNEGY INC P/P 144A 08.1250 01/30/2026 0.03%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.03%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.03%
FNR 2006-62 PS 28.6710 07/25/2036 0.03%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.03%
GATES GLOBAL TLB L+275 05.0520 03/31/2024 0.03%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.03%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.03%
GNR 2014-108 IP IO 04.5000 12/20/2042 0.03%
HALCON RESOURCES CORP 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033 0.03%
HUB HLDG LLC/HUB HOL P/P 144A 08.1250 07/15/2019 0.03%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.03%
INTEL CORP CV 03.2500 08/01/2039 0.03%
ITRON INC P/P 144A 05.0000 01/15/2026 0.03%
JAZZ INVESTME USD 01.8750 08/15/2021 0.03%
JC PENNEY CORP INC 07.4000 04/01/2037 0.03%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.03%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.03%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.03%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.03%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.03%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.03%
MERCER INTL INC P/P 144A 05.5000 01/15/2026 0.03%
MICRON TECH INC P/P 144A 05.2500 01/15/2024 0.03%
MICRON TECHNO CV 03.0000 11/15/2043 0.03%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.03%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.03%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.03%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.03%
NOVA CHEMICALS CORP P/P 144A 04.8750 06/01/2024 0.03%
NOVELLUS SYS CV 02.6250 05/15/2041 0.03%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.03%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.03%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.03%
PRICELINE.COM CV 00.3500 06/15/2020 0.03%
RACKSPACE HOSTING INC L+300 04.7870 11/03/2023 0.03%
REGENCY ENERGY P 04.5000 11/01/2023 0.03%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.03%
SEK/USD 06/20/2018 SSBT 0.03%
SPRINGLEAF FINANCE CORP 08.2500 12/15/2020 0.03%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.03%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS 0.03%
SWPTN 12YX10Y P 3.005 USD 11/16/2029 GS 0.03%
SWPTN 12YX10Y R 2.725 USD 11/08/2029 GS 0.03%
SWPTN 12YX10Y R 3.005 USD 11/16/2029 GS 0.03%
SWPTN 1MX10Y R 2.833 USD 04/05/2018 MS 0.03%
SWPTN 2YX10Y P 2.47 USD 11/08/2019 GS 0.03%
SWPTN 4WX10Y R 2.735 USD 04/24/2018 JP 0.03%
SWPTN 4YX1Y R 2.25 USD 08/16/2021 JP 0.03%
SWPTN 4YX1Y R 2.2625 USD 08/16/2021 BA 0.03%
SWPTN 5WX10Y R 2.787 USD 04/17/2018 JP 0.03%
SWPTN 6MX2Y P 2.61575 USD 07/26/2018 MS 0.03%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP 0.03%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS 0.03%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI 0.03%
SWPTN LIABILITY 1WX10Y P 2.7825 USD 04/05/2018 CI 0.03%
SWPTN LIABILITY 2YX20Y P 2.584 USD 11/08/2019 GS 0.03%
SWPTN LIABILITY 2YX20Y R 2.584 USD 11/08/2019 GS 0.03%
SWPTN LIABILITY 2YX30Y P 2.615 USD 11/12/2019 CI 0.03%
SWPTN LIABILITY 2YX30Y R 2.615 USD 11/12/2019 CI 0.03%
T-MOBILE USA INC 05.3750 04/15/2027 0.03%
TALBOTS INC 2NDL L+850 10.3769 03/19/2021 0.03%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.03%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.03%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.03%
USG CORP P/P 144A 05.5000 03/01/2025 0.03%
VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.03%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.03%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.03%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.03%
WERNER TLB L+400 05.2583 07/24/2024 0.03%
WHITING PETROLEUM C P/P 144A 06.6250 01/15/2026 0.03%
0.4419 R ISWP EUR006M P 01/30/2023 0.02%
2.50 R ISWP FWD AUDBB6M P 06/20/2023 0.02%
2.95 R ISWP FWD US0003M P 06/20/2028 0.02%
3.11 R ISWP FWD US0003M P 02/27/2028 0.02%
7.48 R ISWP JIBA3M P 10/31/2020 0.02%
AES CORP/THE 04.5000 03/15/2023 0.02%
AMC ENT HOLDIN 05.8750 11/15/2026 0.02%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.02%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.02%
BAYTEX ENERGY CORP P/P 144A 05.1250 06/01/2021 0.02%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.02%
BOYNE USA INC P/P 144A 07.2500 05/01/2025 0.02%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.02%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.02%
CENTENE CORP 04.7500 01/15/2025 0.02%
CENTURYLINK INC 05.6250 04/01/2020 0.02%
CHC GRP LLC/FIN P/P USD 00.0000 10/01/2020 0.02%
CHEMOURS CO 05.3750 05/15/2027 0.02%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 06/15/2027 0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.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.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.02%
COLONY STARWO CV 03.5000 01/15/2022 0.02%
CPG INTL TL L+375 05.0828 05/05/2024 0.02%
CPTFEMU R 1.4275 P 08/15/27 0.02%
CPURNSA R 1.89 P 07/05/22 0.02%
CPURNSA R 1.9225 P 07/03/22 0.02%
CYPRESS SEMIC CV 04.5000 01/15/2022 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%
ENERGY TRANSFER EQUITY 05.5000 06/01/2027 0.02%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.02%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.02%
EUR/USD 06/20/2018 GSFX 0.02%
EUR/USD 06/20/2018 SSBT 0.02%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.02%
FHR 3408 EK 18.6443 04/15/2037 0.02%
GETTY IMAGES TLB L+350 04.7500 10/18/2019 0.02%
GMACC 2004-C3 B 04.9650 12/10/2041 0.02%
IAC FINANCECO P/P 144A CV 00.8750 10/01/2022 0.02%
INFOR US INC P/P 144A 05.7500 08/15/2020 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%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.02%
LBCMT 1999-C1 G P/P 144A 06.4100 06/15/2031 0.02%
LIBERTY EXPEDIA HOLD INC 144A 0.02%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.02%
LIBERTY MEDIA CV 01.3750 10/15/2023 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%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.02%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.02%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.02%
NORTHWEST ACQ/DOMIN P/P 144A 07.1250 11/01/2022 0.02%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.02%
ON SEMICONDUC CV 01.0000 12/01/2020 0.02%
OPTN FN30 2.5 04/05/18 CALL 92.9921875 JPMC 0.02%
OPTN FN30 3.0 05/07/18 PUT 97.0 JPMC 0.02%
OPTN FN30 3.0 05/07/18 PUT 97.125 JPMC 0.02%
OPTN FN30 3.0 05/07/18 PUT 97.25 JPMC 0.02%
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PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 0.02%
PROOFPOINT IN CV 00.7500 06/15/2020 0.02%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.02%
REALPAGE INC P/P 144A CV 01.5000 11/15/2022 0.02%
RED HAT INC CV 00.2500 10/01/2019 0.02%
REVLON CONSUMER PRODS 05.7500 02/15/2021 0.02%
SALESFORCE.CO CV 00.2500 04/01/2018 0.02%
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SEK/USD 06/20/2018 BANKAM 0.02%
SEK/USD 06/20/2018 CITI 0.02%
SEK/USD 06/20/2018 CSI-FX 0.02%
SEK/USD 06/20/2018 GSFX 0.02%
SEMGROUP CORP 06.3750 03/15/2025 0.02%
SERVICE CORP INTL 04.6250 12/15/2027 0.02%
SESI LLC 07.1250 12/15/2021 0.02%
SQUARE INC CV 00.3750 03/01/2022 0.02%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.02%
STEEL DYNAMICS INC 05.0000 12/15/2026 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 1MX10Y P 2.9 USD 04/27/2018 CI 0.02%
SWPTN 1MX10Y R 2.71 USD 04/27/2018 CI 0.02%
SWPTN 1MX10Y R 2.743 USD 04/19/2018 BA 0.02%
SWPTN 1MX10Y R 2.82 USD 04/09/2018 GS 0.02%
SWPTN 2YX10Y P 2.7725 USD 11/18/2019 GS 0.02%
SWPTN 2YX10Y R 2.7725 USD 11/18/2019 GS 0.02%
SWPTN 2YX3Y P 2.43 USD 02/15/2019 BC 0.02%
SWPTN 2YX8Y R 2.5925 USD 01/24/2019 BA 0.02%
SWPTN 5WX10Y R 2.635 USD 04/30/2018 CI 0.02%
SWPTN 6MX2Y P 2.68 USD 07/16/2018 JP 0.02%
SWPTN LIABILITY 2YX20Y P 2.875 USD 11/18/2019 GS 0.02%
SWPTN LIABILITY 2YX30Y P 2.826 USD 11/08/2019 JP 0.02%
SWPTN LIABILITY 2YX30Y R 2.43 USD 11/13/2019 MS 0.02%
T-MOBILE USA INC 04.5000 02/01/2026 0.02%
TARGA RES PRTNRS 05.1250 02/01/2025 0.02%
TERADYNE INC CV 01.2500 12/15/2023 0.02%
TIAAC 2003-1A E 144A 08.0000 12/28/2038 0.02%
TRANSDIGM INC 06.5000 05/15/2025 0.02%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.02%
VALEANT PHARMA P/P 144A 05.5000 11/01/2025 0.02%
VALEANT PHARMA P/P 144A 06.5000 03/15/2022 0.02%
VALEANT PHARMA TLB1 L+350 04.94 04/01/2022 0.02%
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WPX ENERGY INC 08.2500 08/01/2023 0.02%
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0.05 R ISWP FWD CHL6M P 06/20/2023 0.01%
0.21 R ISWP EURIBOR6MD P 05/04/2022 0.01%
0.378 R ISWP EUR006M P 01/24/2023 0.01%
1.3325 R ISWP SES3M P 01/24/2028 0.01%
1.3775 R ISWP SES3M P 01/30/2028 0.01%
2.427 R ISWP AUDBB6M P 11/03/2022 0.01%
2.45 R ISWP FWD CDOR03 P 06/20/2023 0.01%
2.65 R ISWP FWD CDOR03 P 06/20/2028 0.01%
3.05125 R ISWP FWD US0003M P 03/07/2028 0.01%
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AKAMAI TECHNO CV 00.0000 02/15/2019 0.01%
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CENTURYLINK INC 06.7500 12/01/2023 0.01%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.01%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.01%
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CLOVIS INC CV 02.5000 09/15/2021 0.01%
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CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.01%
CMB CMBX.NA.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 ML 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
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CPTFEMU R 1.42 P 08/15/27 0.01%
CPTFEMU R 1.4475 P 09/15/27 0.01%
CPURNSA R 2.05 P 12/06/22 0.01%
CPURNSA R 2.068 P 12/21/22 0.01%
CSMC 2006-C5 AX IO 00.5744 12/15/2039 0.01%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.01%
EUR/USD 06/20/2018 BCAP-FX 0.01%
EUR/USD 06/20/2018 HSBCB 0.01%
EUR/USD 06/20/2018 UBS 0.01%
EUR/USD 06/20/2018 WPAC 0.01%
EURONET WORLD CV 01.5000 10/01/2044 0.01%
EVERBRIDGE INC CV 01.5000 11/01/2022 0.01%
FHR 3300 PO PO 00.0000 02/15/2037 0.01%
FINISAR CORP CV 00.5000 12/15/2036 0.01%
FNGT 2000-T6 IO IO 00.7166 11/25/2040 0.01%
FNS 374 6 IO 05.5000 08/25/2036 0.01%
FRONTIER COMM 11.0000 09/15/2025 0.01%
FSPC T-57 1AX IO 00.3646 07/25/2043 0.01%
GBP/USD 06/20/2018 BANKAM 0.01%
GNR 2010-168 PI IO 04.5000 11/20/2039 0.01%
GNR 2011-18 PI IO 04.5000 08/20/2040 0.01%
GNR 2011-41 BI IO 05.0000 05/20/2040 0.01%
GNR 2013-130 IB IO 05.0000 12/20/2040 0.01%
GREENBRIER C CV 02.8750 02/01/2024 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2040 0.01%
HERITAGE INS P/P 144A CV 05.8750 08/01/2037 0.01%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.01%
HUBSPOT INC P/P 144A CV 00.2500 06/01/2022 0.01%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.01%
II-VI INC P/P 144A CV 00.2500 09/01/2022 0.01%
IMPAX LABORAT CV 02.0000 06/15/2022 0.01%
INPHI CORP CV 00.7500 09/01/2021 0.01%
INSMED INC CV 01.7500 01/15/2025 0.01%
INTEGRATED DE CV 00.8750 11/15/2022 0.01%
INTELSAT JACKSON HLDG USD 07.5000 04/01/2021 0.01%
IOS.FN30.350.13 P US0001M R 01/12/44 JP 0.01%
IOS.FN30.400.10 P USL1M R 01/12/41 GS 0.01%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.01%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.01%
KAMAN CORP P/P 144A CV 03.2500 05/01/2024 0.01%
LIBERTY MEDIA CV 02.2500 09/30/2046 0.01%
LIVE NATION E CV 02.5000 05/15/2019 0.01%
LIVE NATION P/P 144A CV 02.5000 03/15/2023 0.01%
MACQUARIE INFRASTRUCTU CV 02.0000 10/01/2023 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.01%
MEZZ 2007-C5 X IO P/P 144A 05.0450 12/15/2049 0.01%
MICRON TECH CV 01.6250 02/15/2033 0.01%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.01%
MXN/USD 04/18/2018 HSBCB 0.01%
NAVISTAR INTL CV 04.7500 04/15/2019 0.01%
NEUROCRINE P/P 144A CV 02.2500 05/15/2024 0.01%
NEVRO CORP CV 01.7500 06/01/2021 0.01%
NICE SYS INC CV 01.2500 01/15/2024 0.01%
NINE POINT ENERGY CNV PRF 0.01%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.01%
NUTANIX INC P/P 144A CV 00.0000 01/15/2023 0.01%
NZD/USD 04/18/2018 CITI 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%
OSI SYS INC CV 01.2500 09/01/2022 0.01%
PACIRA PHARMA CV 02.3750 04/01/2022 0.01%
PACTIV LLC 08.3750 04/15/2027 0.01%
PATRICK INDS P/P 144A CV 01.0000 02/01/2023 0.01%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.01%
PRICELINE GRO CV 00.9000 09/15/2021 0.01%
PULTEGROUP INC. 07.8750 06/15/2032 0.01%
SCORPIO TANKERS INC P/P 144A 02.3750 07/01/2019 0.01%
SEK/USD 06/20/2018 HSBCB 0.01%
SEK/USD 06/20/2018 RBSF 0.01%
SERVICENOW CV 00.0000 11/01/2018 0.01%
SERVICENOW IN P/P 144A CV 00.0000 06/01/2022 0.01%
SM ENERGY CO 06.5000 01/01/2023 0.01%
SOLENIS 2NDL L+675 08.7342 07/31/2022 0.01%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022 0.01%
STANDARD IND INC P/P 144A 06.0000 10/15/2025 0.01%
STARWOOD PROP TR CV 04.0000 01/15/2019 0.01%
SUPERNUS PH P/P 144A CV 00.6250 04/01/2023 0.01%
SWPTN 1MX10Y R 2.7075 USD 04/13/2018 WE 0.01%
SWPTN 1MX10Y R 2.75 USD 04/09/2018 GS 0.01%
SWPTN 1MX10Y R 2.763 USD 04/05/2018 MS 0.01%
SWPTN 1YX5Y R 2.695 USD 10/04/2018 GS 0.01%
SWPTN 2YX10Y R 2.2525 USD 11/12/2019 JP 0.01%
SWPTN 2YX10Y R 2.47 USD 11/08/2019 GS 0.01%
SWPTN 2YX5Y P 2.155 USD 11/13/2019 MS 0.01%
SWPTN 2YX5Y P 2.34 USD 11/12/2019 CI 0.01%
SWPTN 2YX5Y P 2.553 USD 11/08/2019 JP 0.01%
SWPTN 2YX5Y R 2.203 USD 06/03/2019 BA 0.01%
SWPTN 2YX5Y R 2.205 USD 06/03/2019 BC 0.01%
SWPTN 3MX1Y P 2.79375 USD 06/05/2018 GS 0.01%
SWPTN 5WX1Y R 2.765 USD 04/09/2018 BC 0.01%
SWPTN 6MX1Y R 2.47 USD 08/14/2018 CI 0.01%
SWPTN 6MX2Y P 2.8375 USD 08/28/2018 MS 0.01%
SWPTN LIABILITY 2YX20Y R 2.36 USD 11/12/2019 JP 0.01%
SWPTN LIABILITY 5WX10Y P 2.935 USD 04/30/2018 CI 0.01%
TELADOC INC P/P 144A CV 03.0000 12/15/2022 0.01%
TMX FIN/TITLEMAX P/P 144A 08.5000 09/15/2018 0.01%
TTM TECHNOLOGIES INC CV 01.7500 12/15/2020 0.01%
TWITTER INC CV 01.0000 09/15/2021 0.01%
UKRPI P 3.34 R 02/15/28 0.01%
UKRPI P 3.4025 R 03/15/28 0.01%
VECTOR GROUP LTD CV 01.7500 04/15/2020 0.01%
WAYFAIR INC P/P 144A CV 00.3750 09/01/2022 0.01%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.01%
WESTERN DI P/P 144A CV 01.5000 02/01/2024 0.01%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.01%
WORKDAY INC P/P 144A CV 00.2500 10/01/2022 0.01%
WRIGHT MEDCL CV 02.0000 02/15/2020 0.01%
-0.104 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.124 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.1249 R ISWP EUR006M P 01/30/2020 0.00%
-0.14 R ISWP EUR006M P 01/24/2020 0.00%
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-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%
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0.135 R ISWP JPL6M P 01/15/2023 0.00%
0.148 R ISWP JPL6M P 02/16/2023 0.00%
0.29 R ISWP JPL6M P 12/19/2027 0.00%
0.365 R ISWP JPL6M P 01/15/2028 0.00%
0.976 R ISWP EUR006M P 01/24/2028 0.00%
0.9987 R ISWP EUR006M P 01/30/2028 0.00%
1.125 R ISWP SES3M P 11/10/2027 0.00%
1.13 R ISWP SES3M P 11/10/2027 0.00%
1.1575 R ISWP SES3M P 11/13/2027 0.00%
1.16 R ISWP SES3M P 11/13/2027 0.00%
2.4525 R ISWP AUDBB6M P 11/15/2022 0.00%
2.7825 R ISWP US0003M P 04/09/2028 0.00%
2.785 R ISWP FWD US0003M P 05/02/2028 0.00%
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2.923 R ISWP FWD US0003M P 04/19/2028 0.00%
3.925 P ISWP MYR-KLI3M R 12/12/2022 JP 0.00%
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BACM 2007-5 XW IO P/P 144A 00.0032 02/10/2051 0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 0.00%
CHC GROUP LLC P/P 0.00%
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CHF/USD 06/20/2018 JPMCB 0.00%
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CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
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EUR/USD 06/20/2018 CITI 0.00%
EUR/USD 06/20/2018 CSI-FX 0.00%
EUR/USD 06/20/2018 JPMCB 0.00%
EUR/USD 06/20/2018 RBSF 0.00%
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FNR 1999-51 N PO 00.0000 09/17/2029 0.00%
FNS 366 22 IO 04.5000 10/25/2035 0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036 0.00%
GNR 2013-16 IB IO 05.0000 10/20/2040 0.00%
GSMS 2005-GG4 XC IO P/P 144A 01.2493 07/10/2039 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
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INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 0.00%
IOS.FN30.300.13 P USL1M R 01/12/44 GS 0.00%
IOS.FN30.350.12 P USL1M R 01/12/43 BC 0.00%
IOS.FN30.350.12 P USL1M R 01/12/43 GS 0.00%
IOS.FN30.350.12 P USL1M R 01/12/43 JP 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 CS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 CS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 CS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 BC 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.11 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 CS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 BC 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.GII30.500.10 P USL1M R 01/12/41 JP 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.00%
JPMCC 07-CB20 X1 IO P/P 144A 00.0000 02/12/2051 0.00%
JPY/USD 05/16/2018 BCAP-FX 0.00%
JPY/USD 05/16/2018 CITI 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CS 0.00%
MBX.FN30.600.08 P USL1M R 01/12/39 BC 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 CS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 DE 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MILAGRO OIL & GAS 0.00%
MLMT 2008-C1 AJ 06.4983 02/12/2051 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 06/20/2018 SSBT 0.00%
NZD/USD 04/18/2018 BANKAM 0.00%
NZD/USD 04/18/2018 JPMCB 0.00%
NZD/USD 04/18/2018 RBSF 0.00%
NZD/USD 04/18/2018 SSBT 0.00%
OPTN FN30 2.5 04/05/18 PUT 92.9921875 JPMC 0.00%
OPTN FN30 3.0 05/07/18 PUT 95.28125 JPMC 0.00%
OPTN FN30 3.0 05/07/18 PUT 95.40625 JPMC 0.00%
OPTN FN30 3.0 05/07/18 PUT 95.53125 JPMC 0.00%
RINGCENTRAL P/P 144A CV 00.0000 03/15/2023 0.00%
SEK/USD 06/20/2018 BCAP-FX 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STRIP 2003-1A N P/P 144A 01.1984 03/24/2019 0.00%
SWPTN 13WX1Y R 2.355 USD 05/14/2018 MS 0.00%
SWPTN 17DX10Y P 2.9175 USD 04/06/2018 GS 0.00%
SWPTN 17DX10Y P 2.9915 USD 04/06/2018 GS 0.00%
SWPTN 1MX10Y P 3.1075 USD 04/13/2018 WE 0.00%
SWPTN 1MX1Y R 2.34 USD 04/05/2018 BC 0.00%
SWPTN 1MX1Y R 2.736 USD 04/05/2018 BC 0.00%
SWPTN 1MX2Y R 2.538 USD 04/05/2018 BC 0.00%
SWPTN 1YX1Y R 0.882 GBP 11/05/2018 JP 0.00%
SWPTN 1YX1Y R 1.9175 USD 10/04/2018 GS 0.00%
SWPTN 1YX1Y R 1.919 USD 08/15/2018 JP 0.00%
SWPTN 1YX1Y R 1.9325 USD 08/16/2018 BA 0.00%
SWPTN 1YX1Y R 2.25 USD 08/15/2018 JP 0.00%
SWPTN 1YX1Y R 2.2625 USD 08/16/2018 BA 0.00%
SWPTN 1YX5Y P 1.091 EUR 07/13/2018 CI 0.00%
SWPTN 1YX5Y P 1.291 EUR 07/13/2018 CI 0.00%
SWPTN 2YX3Y R 2.43 USD 02/15/2019 BC 0.00%
SWPTN 2YX5Y R 2.155 USD 11/13/2019 MS 0.00%
SWPTN 2YX5Y R 2.34 USD 11/12/2019 CI 0.00%
SWPTN 2YX5Y R 2.553 USD 11/08/2019 JP 0.00%
SWPTN 3MX1Y P 3.01375 USD 06/05/2018 GS 0.00%
SWPTN 3MX5Y P 0.442 EUR 04/17/2018 MS 0.00%
SWPTN 5WX1Y R 2.359 USD 04/09/2018 BC 0.00%
SWPTN 6MX1Y R 1.85125 USD 04/30/2018 MS 0.00%
SWPTN 6MX1Y R 2.01 USD 04/30/2018 MS 0.00%
SWPTN LIABILITY 2YX5Y P 2.553 USD 11/08/2019 JP 0.00%
SWPTN LIABILITY 2YX5Y R 2.155 USD 11/13/2019 MS 0.00%
TENNECO INC 05.0000 07/15/2026 0.00%
TERVITA CORP CLASS A 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
TRIBUNE CLASS 1C LITIGAT 0.00%
TXU TCEH RIGHTS 0.00%
UKRPI P 3.34 R 03/15/28 0.00%
UKRPI P 3.3875 R 03/15/28 0.00%
UKRPI R 3.19 P 02/15/23 0.00%
UKRPI R 3.245 P 03/15/23 0.00%
UKRPI R 3.25 P 03/15/23 0.00%
UKRPI R 3.295 P 03/15/23 0.00%
US 10YR ULTRA FUT JUN18 UXYM8 0.00%
US 2YR NOTE (CBT) JUN18 TUM8 0.00%
WBCMT 2007-C34 IO IO 00.1503 05/15/2046 0.00%
ZAR/USD 04/18/2018 GSFX 0.00%
-0.455 R ISWP CHL6M P 01/25/2020 -0.01%
-0.528 R ISWP CHL6M P 09/29/2019 -0.01%
0.366 R ISWP JPL6M P 02/16/2028 -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%
1.61375 R ISWP FWD EUR006M P 10/27/2027 -0.01%
1.863 R ISWP FWD GBL6M P 09/22/2032 -0.01%
2.00 R ISWP FWD NOKOIB6M P 06/20/2023 -0.01%
2.74875 R ISWP FWD US0003M P 10/27/2027 -0.01%
2.80 R ISWP FWD NFIX3MID P 06/20/2023 -0.01%
2.903 R ISWP FWD US0003M P 04/09/2028 -0.01%
2.917 R ISWP FWD US0003M P 04/19/2028 -0.01%
7.92 R ISWP JIBA3M P 01/25/2028 -0.01%
8.12 R ISWP MXIBTIIE P 12/24/2026 -0.01%
8.20 R ISWP MXIBTIIE P 01/07/2027 -0.01%
AUD/USD 04/18/2018 CSI-FX -0.01%
AUD/USD 04/18/2018 WPAC -0.01%
BRL/USD 07/03/2018 GSFX -0.01%
CAD/USD 04/18/2018 BCAP-FX -0.01%
CAD/USD 04/18/2018 SSBT -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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 P 1.71 R 08/15/37 -0.01%
CPTFEMU P 1.735 R 09/15/37 -0.01%
CPURNSA P 2.19 R 12/06/27 -0.01%
CPURNSA P 2.1939 R 12/21/27 -0.01%
GBP/USD 06/20/2018 CITI -0.01%
GBP/USD 06/20/2018 HSBCB -0.01%
GBP/USD 06/20/2018 JPMCB -0.01%
JPY/USD 05/16/2018 RBSF -0.01%
NOK/USD 06/20/2018 BANKAM -0.01%
NOK/USD 06/20/2018 GSFX -0.01%
NOK/USD 06/20/2018 JPMCB -0.01%
NOK/USD 06/20/2018 UBS -0.01%
OPTN FN30 3.0 05/07/18 PUT 96.140625 JPMC -0.01%
OPTN FN30 3.0 05/07/18 PUT 96.265625 JPMC -0.01%
OPTN FN30 3.0 05/07/18 PUT 96.390625 JPMC -0.01%
RUB/USD 06/20/2018 JPMCB -0.01%
SEK/USD 06/20/2018 JPMCB -0.01%
SWPTN 13WX1Y R 2.71375 USD 05/14/2018 MS -0.01%
SWPTN 1YX1Y R 2.3025 USD 10/04/2018 GS -0.01%
SWPTN 2YX1Y R 1.919 USD 08/15/2019 JP -0.01%
SWPTN 2YX1Y R 1.9325 USD 08/16/2019 BA -0.01%
SWPTN 2YX20Y R 2.36 USD 11/12/2019 JP -0.01%
SWPTN 2YX30Y R 2.43 USD 11/13/2019 MS -0.01%
SWPTN 3MX1Y P 2.90375 USD 06/05/2018 GS -0.01%
SWPTN 3MX2Y P 2.646 USD 05/29/2018 MS -0.01%
SWPTN 5WX10Y P 2.935 USD 04/30/2018 CI -0.01%
SWPTN 5WX2Y R 2.5625 USD 04/09/2018 BC -0.01%
SWPTN 6MX1Y R 2.6325 USD 08/14/2018 CI -0.01%
SWPTN LIABILITY 2YX10Y P 2.7725 USD 11/18/2019 GS -0.01%
SWPTN LIABILITY 2YX10Y R 2.2525 USD 11/12/2019 JP -0.01%
SWPTN LIABILITY 2YX5Y P 2.155 USD 11/13/2019 MS -0.01%
SWPTN LIABILITY 2YX5Y P 2.34 USD 11/12/2019 CI -0.01%
SWPTN LIABILITY 2YX5Y R 2.34 USD 11/12/2019 CI -0.01%
SWPTN LIABILITY 2YX5Y R 2.553 USD 11/08/2019 JP -0.01%
UKRPI R 3.325 P 03/15/23 -0.01%
0.00 R ISWP BZDIOVRA P 01/02/2019 -0.02%
0.00 R ISWP BZDIOVRA P 01/02/2019 -0.02%
0.40 R ISWP FWD CHL6M P 06/20/2028 -0.02%
0.6075 R ISWP SES3M P 01/24/2023 -0.02%
0.66875 R ISWP SES3M P 01/30/2023 -0.02%
0.70 R ISWP FWD SES3M P 06/20/2023 -0.02%
1.815 R ISWP FWD EUR006M P 02/27/2028 -0.02%
1.912 R ISWP FWD GBL6M P 01/19/2032 -0.02%
2.02 R ISWP CDOR03 P 11/02/2022 -0.02%
2.0525 R ISWP CDOR03 P 11/14/2022 -0.02%
2.75 R ISWP FWD US0003M P 06/20/2023 -0.02%
2.9075 R ISWP FWD US0003M P 04/17/2028 -0.02%
3.395 R ISWP FWD AUDBB6M P 03/07/2028 -0.02%
AUD/USD 04/18/2018 BCAP-FX -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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 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%
CPTFEMU P 1.7138 R 08/15/37 -0.02%
CPURNSA P 2.085 R 07/03/27 -0.02%
GBP/USD 06/20/2018 GSFX -0.02%
GBP/USD 06/20/2018 SSBT -0.02%
GBP/USD 06/20/2018 UBS -0.02%
JPY/USD 05/16/2018 CSI-FX -0.02%
JPY/USD 05/16/2018 GSFX -0.02%
JPY/USD 05/16/2018 JPMCB -0.02%
JPY/USD 05/16/2018 SSBT -0.02%
JPY/USD 05/16/2018 UBS -0.02%
OPTN FN30 3.0 04/05/18 CALL 97.3203125 JPMC -0.02%
OPTN FN30 3.0 04/05/18 CALL 97.4140625 JPMC -0.02%
OPTN FN30 3.0 04/05/18 CALL 97.421875 JPMC -0.02%
OPTN FN30 3.0 05/07/18 PUT 96.8125 JPMC -0.02%
SEK/USD 06/20/2018 UBS -0.02%
SWPTN 1MX10Y P 2.805 USD 04/27/2018 CI -0.02%
SWPTN 1MX10Y R 2.805 USD 04/27/2018 CI -0.02%
SWPTN 2YX20Y R 2.584 USD 11/08/2019 GS -0.02%
SWPTN 2YX30Y P 2.826 USD 11/08/2019 JP -0.02%
SWPTN 2YX30Y R 2.615 USD 11/12/2019 CI -0.02%
SWPTN 2YX30Y R 2.826 USD 11/08/2019 JP -0.02%
SWPTN LIABILITY 12YX10Y R 2.5 USD 11/09/2029 JP -0.02%
SWPTN LIABILITY 2YX10Y P 2.47 USD 11/08/2019 GS -0.02%
SWPTN LIABILITY 2YX10Y R 2.47 USD 11/08/2019 GS -0.02%
SWPTN LIABILITY 2YX3Y P 2.43 USD 02/15/2019 BC -0.02%
SWPTN LIABILITY 2YX3Y R 2.43 USD 02/15/2019 BC -0.02%
SWPTN LIABILITY 5WX10Y R 2.635 USD 04/30/2018 CI -0.02%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.03%
8.365 R ISWP JIBA3M P 10/31/2027 -0.03%
AUD/USD 04/18/2018 UBS -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 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 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-.7 2047-01-17 300.0 01/17/2047 CS -0.03%
CPTFEMU P 1.71 R 07/15/37 -0.03%
CPURNSA P 2.05 R 07/05/27 -0.03%
GBP/USD 06/20/2018 BCAP-FX -0.03%
GBP/USD 06/20/2018 CSI-FX -0.03%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -0.03%
NZD/USD 04/18/2018 GSFX -0.03%
NZD/USD 04/18/2018 UBS -0.03%
OPTN FN30 3.0 04/05/18 CALL 96.9296875 JPMC -0.03%
OPTN FN30 3.0 04/05/18 CALL 96.9296875 JPMC -0.03%
SWPTN 1MX10Y R 2.89 USD 04/09/2018 GS -0.03%
SWPTN 1WX10Y P 2.7825 USD 04/05/2018 CI -0.03%
SWPTN 2YX10Y R 2.413 USD 06/03/2019 BA -0.03%
SWPTN 2YX10Y R 2.42 USD 06/03/2019 CI -0.03%
SWPTN 2YX20Y P 2.875 USD 11/18/2019 GS -0.03%
SWPTN 2YX20Y R 2.875 USD 11/18/2019 GS -0.03%
SWPTN 2YX30Y P 2.615 USD 11/12/2019 CI -0.03%
SWPTN 3MX2Y P 2.41625 USD 04/26/2018 MS -0.03%
SWPTN LIABILITY 10YX20Y P 2.8175 USD 03/23/2027 GS -0.03%
SWPTN LIABILITY 10YX20Y R 2.8175 USD 03/23/2027 GS -0.03%
SWPTN LIABILITY 12YX10Y P 2.725 USD 11/08/2029 GS -0.03%
SWPTN LIABILITY 12YX10Y P 3.005 USD 11/16/2029 GS -0.03%
SWPTN LIABILITY 12YX10Y R 2.725 USD 11/08/2029 GS -0.03%
SWPTN LIABILITY 2YX10Y P 2.2525 USD 11/12/2019 JP -0.03%
SWPTN LIABILITY 2YX10Y R 2.7725 USD 11/18/2019 GS -0.03%
SWPTN LIABILITY 7YX25Y P 2.902 USD 11/08/2024 JP -0.03%
SWPTN LIABILITY 7YX25Y R 2.505 USD 11/13/2024 MS -0.03%
5.93 R ISWP MXIBTIIE P 10/06/2021 -0.04%
AUD/USD 04/18/2018 BANKAM -0.04%
AUD/USD 04/18/2018 CITI -0.04%
AUD/USD 04/18/2018 JPMCB -0.04%
AUD/USD 04/18/2018 SSBT -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%
OPTN FN30 3.0 04/05/18 CALL 96.8359375 JPMC -0.04%
SWPTN 1YX2Y P 2.813 USD 01/28/2019 BC -0.04%
SWPTN 2YX20Y P 2.584 USD 11/08/2019 GS -0.04%
SWPTN 2YX30Y P 2.43 USD 11/13/2019 MS -0.04%
SWPTN 5YX5Y R 1.106 GBP 11/03/2022 JP -0.04%
SWPTN LIABILITY 12YX10Y P 2.5 USD 11/09/2029 JP -0.04%
SWPTN LIABILITY 12YX10Y R 3.005 USD 11/16/2029 GS -0.04%
SWPTN LIABILITY 7YX25Y P 2.505 USD 11/13/2024 MS -0.04%
SWPTN LIABILITY 7YX25Y P 2.689 USD 11/12/2024 CI -0.04%
SWPTN LIABILITY 7YX25Y R 2.689 USD 11/12/2024 CI -0.04%
SWPTN LIABILITY 7YX25Y R 2.902 USD 11/08/2024 JP -0.04%
0.503 R ISWP FWD EUR006M P 03/21/2023 -0.05%
AUD/USD 04/18/2018 GSFX -0.05%
AUD/USD 04/18/2018 RBSF -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 CS -0.05%
SWPTN 1YX1Y P 2.2625 USD 08/16/2018 BA -0.05%
SWPTN 1YX2Y P 2.663 USD 01/14/2019 CI -0.05%
SWPTN 2YX28Y R 2.7175 USD 01/24/2019 BA -0.05%
SWPTN 3MX2Y P 2.315 USD 04/16/2018 MS -0.05%
SWPTN LIABILITY 2YX5Y P 2.203 USD 06/03/2019 BA -0.05%
SWPTN LIABILITY 2YX5Y P 2.205 USD 06/03/2019 BC -0.05%
SWPTN LIABILITY 2YX5Y R 2.203 USD 06/03/2019 BA -0.05%
SWPTN LIABILITY 2YX5Y R 2.205 USD 06/03/2019 BC -0.05%
SWPTN LIABILITY 2YX8Y P 2.5925 USD 01/24/2019 BA -0.05%
SWPTN LIABILITY 2YX8Y R 2.5925 USD 01/24/2019 BA -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.06%
SWPTN 1MX10Y R 2.883 USD 04/19/2018 BA -0.06%
SWPTN 1MX10Y R 2.903 USD 04/05/2018 MS -0.06%
SWPTN 1YX1Y P 2.25 USD 08/15/2018 JP -0.06%
SWPTN 2YX20Y P 2.36 USD 11/12/2019 JP -0.06%
SWPTN 2YX30Y R 2.79 USD 02/15/2019 JP -0.06%
SWPTN 3MX5Y P 2.5625 USD 04/17/2018 MS -0.06%
0.00 R ISWP BZDIOVRA P 01/02/2019 -0.07%
6.16 R ISWP MXIBTIIE P 01/01/2026 -0.07%
SWPTN 10YX10Y P 2.036 EUR 01/05/2028 GS -0.07%
SWPTN 10YX10Y R 2.036 EUR 01/05/2028 GS -0.07%
SWPTN 1YX2Y P 2.77 USD 01/16/2019 JP -0.07%
SWPTN 4WX10Y R 2.865 USD 04/24/2018 JP -0.07%
SWPTN 2YX28Y P 2.7175 USD 01/24/2019 BA -0.08%
SWPTN 2YX30Y P 2.79 USD 02/15/2019 JP -0.08%
SWPTN LIABILITY 7YX5Y P 2.647 USD 06/03/2024 BA -0.08%
SWPTN LIABILITY 7YX5Y P 2.654 USD 06/03/2024 CI -0.08%
SWPTN LIABILITY 7YX5Y R 2.647 USD 06/03/2024 BA -0.08%
SWPTN LIABILITY 7YX5Y R 2.654 USD 06/03/2024 CI -0.08%
SWPTN 17DX10Y R 2.9175 USD 04/06/2018 GS -0.09%
SWPTN 5WX10Y R 2.917 USD 04/17/2018 JP -0.09%
2.80 R ISWP FWD US0003M P 06/20/2023 -0.10%
2.90 R ISWP FWD US0003M P 06/20/2028 -0.10%
SWPTN 2YX10Y P 2.413 USD 06/03/2019 BA -0.11%
SWPTN 2YX10Y P 2.42 USD 06/03/2019 CI -0.11%
SWPTN 10YX10Y P 2.01 EUR 12/20/2027 GS -0.13%
SWPTN 10YX10Y R 2.01 EUR 12/20/2027 GS -0.13%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.15%
SWPTN 2YX5Y P 2.208 USD 05/17/2019 CI -0.15%
SWPTN LIABILITY 10YX20Y P 2.785 USD 01/25/2027 BA -0.15%
SWPTN LIABILITY 10YX20Y R 2.785 USD 01/25/2027 BA -0.15%
CDX CDX.NA.HY.30 500.0 06/20/2023 -0.17%
SWPTN 1YX20Y R 1.6975 GBP 10/05/2018 GS -0.18%
SWPTN LIABILITY 5YX30Y P 2.8325 USD 02/15/2022 JP -0.18%
SWPTN LIABILITY 5YX30Y R 2.8325 USD 02/15/2022 JP -0.18%
SWPTN 2YX1Y P 1.9325 USD 08/16/2019 BA -0.20%
SWPTN 2YX1Y P 1.919 USD 08/15/2019 JP -0.21%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.21%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.25%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.31%
FNMA FN30 TBA 04.5000 04/01/2048 -1.47%
FNMA FN30 TBA 03.0000 04/01/2048 -2.28%

Prior top 10 holdings

Top 10 holdings as of 04/30/18
1: Fnma Fn30 Tba 03.5000 06/01/2048 8.88%
2: Gnma Gii30 Tba 04.5000 05/01/2048 2.93%
3: Fnma Fn30 Tba 04.0000 05/01/2048 2.88%
4: Fnma Fn30 Tba 05.5000 05/01/2048 1.53%
5: Gnma Gii30 Tba 04.0000 05/01/2048 1.45%
6: Fnma Fn30 Tba 02.5000 05/01/2048 1.32%
7: Petrobras Global Finance Usd 07.3750 01/17/2027 1.08%
8: Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045 0.92%
9: Argentine Republic Usd 07.5000 04/22/2026 0.87%
10: Cas 2016-C03 2m2 07.7971 10/25/2028 0.86%
Holdings represent 22.72% of portfolio
Top 10 holdings as of 03/31/18
1: Fnma Fn30 Tba 03.5000 05/01/2048 8.91%
2: Fnma Fn30 Tba 04.0000 04/01/2048 2.88%
3: Fnma Fn30 Tba 05.5000 04/01/2048 1.53%
4: Gnma Gii30 Tba 04.5000 04/01/2048 1.46%
5: Gnma Gii30 Tba 04.5000 05/01/2048 1.46%
6: Gnma Gii30 Tba 04.0000 05/01/2048 1.44%
7: Fnma Fn30 Tba 02.5000 04/01/2048 1.32%
8: Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045 0.92%
9: Cas 2015-C03 1m2 06.8715 07/25/2025 0.86%
10: Cas 2016-C03 2m2 07.7715 10/25/2028 0.86%
Holdings represent 21.64% of portfolio
Top 10 holdings as of 02/28/18
1: Fnma Fn30 Tba 03.5000 04/01/2048 10.23%
2: Gnma Gii30 Tba 04.5000 03/01/2048 2.91%
3: Fnma Fn30 Tba 05.5000 03/01/2048 1.52%
4: Gnma Gii30 Tba 04.0000 03/01/2048 1.44%
5: Fnma Fn30 Tba 04.0000 03/01/2048 1.43%
6: Fnma Fn30 Tba 02.5000 03/01/2048 1.31%
7: Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045 0.91%
8: Cas 2015-C03 1m2 06.6207 07/25/2025 0.87%
9: Cas 2016-C03 2m2 07.5207 10/25/2028 0.86%
10: Petroleos Mexicanos Usd 04.5000 01/23/2026 0.81%
Holdings represent 22.29% of portfolio
Top 10 holdings as of 01/31/18
1: Fnma Fn30 Tba 03.5000 03/01/2048 14.40%
2: Gnma Gii30 Tba 04.5000 02/01/2048 2.89%
3: Fnma Fn30 Tba 02.5000 03/01/2048 2.61%
4: Fnma Fn30 Tba 05.5000 03/01/2048 1.50%
5: Fnma Fn30 Tba 04.0000 03/01/2048 1.43%
6: Gnma Gii30 Tba 04.0000 02/01/2048 1.43%
7: Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045 0.90%
8: Cas 2015-C03 1m2 06.5614 07/25/2025 0.87%
9: Cas 2016-C03 2m2 07.4614 10/25/2028 0.83%
10: Petroleos Mexicanos Usd 04.5000 01/23/2026 0.81%
Holdings represent 27.67% of portfolio

Sector Weightings as of 04/30/18

Cash Investment Non-Cash Investment Total Portfolio
Weight Spread Duration Weight Spread Duration Weight Spread Duration
Commercial MBS 12.30% 0.47 9.47% 0.34 21.77% 0.81
High-yield corporate bonds 24.16% 0.98 -3.02% -0.14 21.14% 0.84
Agency CMO 18.56% 0.74 0.89% 0.05 19.45% 0.79
Agency pass-through 0.00% 0.00 15.24% 1.01 15.24% 1.01
Net cash 14.79% 0.00 0.00% 0.00 14.79% 0.00
Residential MBS (non-agency) 11.88% 0.57 0.00% 0.00 11.88% 0.57
Emerging-market bonds 10.57% 0.55 0.00% 0.00 10.57% 0.55
International Treasury/agency 3.05% 0.22 0.00% -0.21 3.05% 0.01
Investment-grade corporate bonds 1.72% 0.12 0.00% 0.00 1.72% 0.12
Bank loans 1.57% 0.06 0.00% 0.00 1.57% 0.06
Convertible securities 1.02% 0.01 0.00% 0.00 1.02% 0.01
Equity investments 0.38% 0.00 0.00% 0.00 0.38% 0.00
Interest rate swaps 0.00% 0.00 0.00% -0.04 0.00% -0.04
U.S. Treasury/agency 0.00% 0.00 0.00% -0.07 0.00% -0.07

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.

Portfolio allocations will vary over time. The unclassified sector (where applicable) includes exchange traded funds and other securities not able to be classified by sector.

Maturity detail includes only cash bonds and cash equivalents.

International investing involves certain risks, such as currency fluctuations, economic instability, and political developments. Additional risks may be associated with emerging market securities, including illiquidity and volatility. Lower rated bonds may offer higher yields in return for more risk. Mutual funds that invest in government securities in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.

The use of derivatives involves additional risks, such as the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations.

Credit qualities are shown as a percentage of net assets. A bond rated Baa or higher (Prime-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. Short-term cash bonds rated A-1+ are included in the AAA-rating category. Ratings and portfolio credit quality will vary over time. Credit quality includes the fixed-income portion of the portfolio. Derivative instruments, including currency forwards, are only included to the extent of any unrealized gain or loss on such instruments and are shown in the not-rated category. Cash is also shown in the not-rated category. The fund itself has not been rated by an independent rating agency.

Country Allocation as of 04/30/18

United States 81.05%
Argentina 3.58%
Greece 3.05%
Brazil 2.73%
Canada 1.55%
Indonesia 1.05%
Mexico 0.88%
Russia 0.87%
Luxembourg 0.63%
 
Other
4.61%
United Kingdom 0.59%
France 0.51%
Sweden 0.50%
Bermuda 0.42%
Ivory Coast 0.38%
Venezuela 0.35%
Netherlands 0.31%
Ireland 0.30%
Dominican Republic 0.28%
Egypt 0.28%
Cayman Islands 0.17%
Germany 0.17%
Jamaica 0.17%
European Community 0.13%
El Salvador 0.12%
Italy 0.10%
New Zealand 0.09%
Spain 0.06%
Switzerland 0.05%
South Africa -0.01%
Hong Kong -0.02%
Japan -0.07%
Norway -0.13%
Australia -0.14%

Expenses

Sales Charges/Fees

Breakpoint Sales Charge Dealer Allowance CDSC Liab
$0 - $0 0.00% 0.00% N

Maturity detail includes only cash bonds and cash equivalents.

International investing involves certain risks, such as currency fluctuations, economic instability, and political developments. Additional risks may be associated with emerging market securities, including illiquidity and volatility. Lower rated bonds may offer higher yields in return for more risk. Mutual funds that invest in government securities in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.

The use of derivatives involves additional risks, such as the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations.'

Credit qualities are shown as a percentage of net assets. A bond rated Baa or higher (Prime-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. Short-term cash bonds rated A-1+ are included in the AAA-rating category. Ratings and portfolio credit quality will vary over time. Credit quality includes the fixed-income portion of the portfolio. Derivative instruments, including currency forwards, are only included to the extent of any unrealized gain or loss on such instruments and are shown in the not-rated category. Cash is also shown in the not-rated category. The fund itself has not been rated by an independent rating agency.

‡ Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.

CDSC

Year Percent
1 2.00%
2 1.00%
3+ 0.00%