Putnam Capital Manager

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

Lipper ranking ‡ as of 11/30/18

Category: General Bond Funds

  Percentile ranking Rank/Funds in category
10 yrs. 8% 2/25
1 yr. 6% 3/51
3 yrs. 10% 4/41
5 yrs. 45% 17/37

Risk characteristics as of 11/30/18

Avg. Eff. Maturity 6.35
Avg. Price 83.20
Avg. Eff. Duration 1.71
Avg. Coupon 5.36
Avg. Yield to Maturity 6.62
Alpha (%) --
Beta --
R squared --
Standard deviation (3 yrs.) 4.77

Maturity details

0 to 1 yr. 5.72%
1 to 5 yrs. 23.17%
5 to 10 yrs. 65.27%
10 to 15 yrs. 2.80%
Over 15 yrs. 3.04%

Quality ratings

AAA 36.34%
A 1.56%
BBB 9.07%
BB 23.01%
B 14.56%
CCC and Below 8.68%
Not Rated 6.78%

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 11/30/18

Fiscal Year End December
Asset Class Putnam Capital Manager
Subaccount Status Open to new investors
Number of issues 1599
Turnover (fiscal year end) 1,100%
Net Assets $201M
Inception Date 09/15/93

Holdings

Top 10 holdings as of 11/30/18

Fnma Fn30 Tba 03.5000 01/01/2049 8.30%
Fnma Fn30 Tba 04.0000 01/01/2049 8.01%
Gnma Gii30 Tba 04.5000 12/01/2048 3.08%
Fnma Fn30 Tba 05.5000 12/01/2048 1.59%
Gnma Gii30 Tba 04.0000 12/01/2048 1.51%
Fnma Fn30 Tba 02.5000 12/01/2048 1.38%
Petrobras Global Finance Usd 07.3750 01/17/2027 0.99%
United Mexican States Usd 05.5500 01/21/2045 0.89%
Cas 2016-C03 2m2 08.2151 10/25/2028 0.88%
Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045 0.85%
Top 10 holdings, total: 27.48%

Equity Holdings as of 09/30/18

GMAC CAPITAL TRUST I PCT 08.0987 0.09%
AVAYA HOLDINGS CORP 0.05%
HALCON RESOURCES CORP 0.02%
SANDRIDGE ENERGY INC 0.02%
CAESARS ENTERTAINMENT CORP 0.01%
NINE POINT ENERGY CNV PRF 0.01%
TRIBUNE CLASS 1C LITIGAT 0.01%
CHC GROUP LLC P/P 0.00%
CONCORDIA INTERNATIONAL CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
MWO HOLDINGS LLC 0.00%
NINE POINT ENERGY COM 0.00%
PROOFPOINT INC 0.00%
TERVITA CORP 0.00%
TXU TCEH RIGHTS 0.00%

Full Portfolio Holdings as of 09/30/18

FNMA FN30 TBA 03.5000 10/01/2048 8.96%
GNMA GII30 TBA 04.5000 10/01/2048 2.97%
FNMA FN30 TBA 04.0000 11/01/2048 2.90%
FNMA FN30 TBA 05.5000 10/01/2048 1.54%
GNMA GII30 TBA 04.0000 10/01/2048 1.46%
FNMA FN30 TBA 02.5000 10/01/2048 1.33%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.92%
CAS 2016-C03 2M2 08.1158 10/25/2028 0.87%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.81%
CAS 2015-C03 1M2 07.2158 07/25/2025 0.80%
WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 0.80%
CWALT 2006-OA10 4A1 02.4058 08/25/2046 0.74%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.67%
CAS 2015-C04 1M2 07.9158 04/25/2028 0.65%
CAS 2016-C02 1B 14.4658 09/25/2028 0.62%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.59%
GNR 2016-H23 NI IO 02.0032 10/20/2066 0.55%
WFRBS 2013-C15 D P/P 144A 04.6207 08/15/2046 0.55%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.53%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.51%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.51%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.50%
STACR 2016-DNA1 B 12.2158 07/25/2028 0.50%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.50%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.49%
WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 0.45%
CWALT 2006-OA7 1A1 02.7963 06/25/2046 0.43%
WFRBS 2012-C10 D P/P 144A 04.5903 12/15/2045 0.41%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.39%
STACR 2015-DNA3 B 11.5658 04/25/2028 0.37%
CMLTI 2007-AMC3 A2D 02.5658 03/25/2037 0.36%
GNR 2015-186 AI IO 04.0000 12/20/2045 0.36%
JPMBB 2014-C18 D P/P 144A 04.9744 02/15/2047 0.36%
WAMU 2005-AR17 A1B3 02.5658 12/25/2045 0.36%
CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 0.35%
FHR 4425 IO IO 04.0000 01/15/2045 0.35%
WFRBS 2012-C7 E P/P 144A 04.9767 06/15/2045 0.35%
CAS 2016-C03 1B 13.9658 10/25/2028 0.34%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.34%
STACR 2016-HQA2 M3 07.3658 11/25/2028 0.34%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.34%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.33%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.33%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037 0.33%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 0.33%
BSCMS 2007-T26 AJ 05.5660 01/12/2045 0.32%
BSCMS 2005-PWR7 B 05.2140 02/11/2041 0.31%
FNR 2015-30 IO IO 05.5000 05/25/2045 0.30%
GNR 2018-127 IC IO 05.0000 10/20/2044 0.30%
CSAIL 2015-C1 D P/P 144A 03.9395 04/15/2050 0.29%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.29%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.29%
CWALT 2005-38 A3 02.5658 09/25/2035 0.28%
FHR 4604 QI IO 03.5000 07/15/2046 0.28%
MSBAM 2013-C10 D P/P 144A 04.2185 07/15/2046 0.28%
CAS 2016-C01 1B 13.9658 08/25/2028 0.27%
FHR 4580 ID IO 03.5000 08/15/2045 0.27%
GNR 2018-127 IE IO 03.5000 01/20/2046 0.27%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.27%
SPRINT CORP 07.8750 09/15/2023 0.27%
WFCM 2013-LC12 D P/P 144A 04.4226 07/15/2046 0.27%
CAS 2017-C02 2B1 07.7158 09/25/2029 0.26%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.26%
GNR 2012-8 PI IO 04.0000 05/20/2041 0.26%
GNR 2017-H16 JI IO 01.9877 08/20/2067 0.26%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 0.26%
CAS 2017-C03 1B1 07.0658 10/25/2029 0.25%
FHR 4452 QI IO 04.0000 11/15/2044 0.25%
GNR 2017-H10 MI IO 01.6428 04/20/2067 0.25%
PETROLEOS MEXICANOS USD 04.8750 01/24/2022 0.25%
STACR 2015-DNA2 B 09.7658 12/25/2027 0.25%
BCAP 2011-RR3 3A6 03.8803 11/27/2036 0.24%
COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 0.24%
GNR 2018-H05 BI IO 01.7998 02/20/2068 0.24%
SERVICE CORP INTL 05.3750 05/15/2024 0.24%
GNR 2015-79 CI IO 04.0000 05/20/2045 0.23%
GNR 2016-75 EI IO 03.5000 08/20/2045 0.23%
GNR 2017-H08 NI IO 02.1385 03/20/2067 0.23%
IVORY COAST P/P 144A 06.1250 06/15/2033 0.23%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.23%
RALI 2006-QO10 A1 02.3758 01/25/2037 0.23%
2.55 R ISWP US0003M P 04/26/2019 0.22%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.22%
GNR 2015-40 IO IO 04.0000 03/20/2045 0.22%
GNR 2016-H09 BI IO 01.8311 04/20/2066 0.22%
ALTA MESA HLDGS 07.8750 12/15/2024 0.21%
CWALT 2005-59 1A1 02.4953 11/20/2035 0.21%
GNR 2012-128 IA IO 03.5000 10/20/2042 0.21%
GNR 2013-34 IH IO 04.5000 03/20/2043 0.21%
GNR 2018-H03 XI IO 02.0664 02/20/2068 0.21%
MSBAM 2014-C17 D P/P 144A 04.8596 08/15/2047 0.21%
SAMI 2007-AR1 2A1 02.3958 01/25/2037 0.21%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.20%
CWALT 2006-OA7 1A2 02.7850 06/25/2046 0.20%
GNR 2015-H25 AI IO 01.6037 09/20/2065 0.20%
GNR 2016-H06 DI IO 01.9010 07/20/2065 0.20%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.20%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.20%
COMM 2013-CCRE9 D P/P 144A 04.3991 07/10/2045 0.19%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.19%
FNR 2013-90 SD IO 04.3842 09/25/2043 0.19%
FNR 2016-102 JI IO 03.5000 02/25/2046 0.19%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.19%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.19%
GNR 2016-H06 CI IO 01.1526 02/20/2066 0.19%
GNR 2016-H10 AI IO 01.2851 04/20/2066 0.19%
GNR 2016-H22 AI IO 01.7177 10/20/2066 0.19%
GNR 2016-H24 JI IO 01.8291 11/20/2066 0.19%
GNR 2017-H12 QI IO 01.9490 05/20/2067 0.19%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 0.19%
JPMCC 2007-CB20 E P/P 144A 06.4410 02/12/2051 0.19%
JPMCC 2011-C3 F P/P 144A 05.8654 02/15/2046 0.19%
WAMU 2005-AR10 1A3 04.1236 09/25/2035 0.19%
ARAB REP OF EGYPT P/P 144A 05.5770 02/21/2023 0.18%
CGCMT 2014-GC21 D P/P 144A 05.0906 05/10/2047 0.18%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.18%
GNR 2017-H06 BI IO 02.3093 02/20/2067 0.18%
GNR 2017-H09 IO IO 01.7055 04/20/2067 0.18%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.18%
CWALT 2006-OA10 3A1 02.4058 08/25/2046 0.17%
FNR 2016-96 ST IO 03.8842 12/25/2046 0.17%
GNR 2016-42 IO IO 05.0000 02/20/2046 0.17%
GNR 2017-H02 BI IO 02.3837 01/20/2067 0.17%
GNR 2017-H16 IB IO 01.6653 08/20/2067 0.17%
GNR 2017-H16 IG IO 01.4578 07/20/2067 0.17%
LNSTR 2015-3 C P/P 144A 03.2171 04/20/2048 0.17%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.17%
WAMU 2005-AR19 A1C4 02.6158 12/25/2045 0.17%
BALTA 2005-8 21A1 04.2293 10/25/2035 0.16%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.16%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.16%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.16%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.16%
GNR 2016-104 GI IO 04.5000 01/20/2046 0.16%
GNR 2016-48 MI IO 03.5000 04/16/2046 0.16%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.16%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.16%
JPMBB 2013-C14 D P/P 144A 04.7200 08/15/2046 0.16%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.16%
REP OF INDONESIA P/P 144A 05.9500 01/08/2046 0.16%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.16%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.16%
UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 0.16%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.15%
CAS 2015-C03 2M2 07.2158 07/25/2025 0.15%
CFCRE 2011-C2 E P/P 144A 05.9474 12/15/2047 0.15%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.15%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.15%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 0.15%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 0.15%
FHR 4077 IK IO 05.0000 07/15/2042 0.15%
FHR 4530 TI IO 04.0000 11/15/2045 0.15%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.15%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.15%
GNR 2012-140 IC IO 03.5000 11/20/2042 0.15%
GNR 2012-146 IO IO 05.0000 12/20/2042 0.15%
GNR 2013-151 IB IO 04.5000 02/20/2040 0.15%
GNR 2014-44 IA IO 03.5000 05/20/2028 0.15%
GNR 2015-H23 BI IO 01.7224 09/20/2065 0.15%
GNR 2015-H24 AI IO 02.1662 09/20/2065 0.15%
GNR 2016-H02 HI IO 01.1516 01/20/2066 0.15%
GNR 2016-H03 DI IO 02.0115 12/20/2065 0.15%
GNR 2017-H11 DI IO 01.8049 05/20/2067 0.15%
GSAA 2006-8 2A2 02.3958 05/25/2036 0.15%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.15%
UNITYMEDIA HESSEN / NRW REGS 06.2500 01/15/2029 0.15%
AES CORP/THE 05.5000 04/15/2025 0.14%
BAUSCH HLTH COS INC P/P 144A 05.8750 05/15/2023 0.14%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.14%
GNR 2012-136 BI IO 03.5000 11/20/2042 0.14%
GNR 2012-47 CI IO 04.0000 03/20/2042 0.14%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.14%
GNR 2016-H16 EI IO 02.2059 06/20/2066 0.14%
GNR 2017-H11 TI IO 01.9294 04/20/2067 0.14%
MSC 2007-HQ11 B 05.5380 02/12/2044 0.14%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.14%
OMIR 2017-1A B1 P/P 144A 07.9658 04/25/2027 0.14%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.14%
STACR 2016-DNA2 M3 06.8658 10/25/2028 0.14%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.13%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.13%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.13%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.13%
DBALT 2006-AR4 A2 02.4058 12/25/2036 0.13%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 0.13%
FHR 4122 TI IO 04.5000 10/15/2042 0.13%
FNR 2012-30 HI IO 04.5000 12/25/2040 0.13%
FNR 2015-88 QI IO 04.0000 10/25/2044 0.13%
FNR 2017-7 JI IO 04.0000 02/25/2047 0.13%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.13%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.13%
GNR 2015-64 YI IO 04.0000 11/20/2044 0.13%
GNR 2016-H14 AI IO 02.3415 06/20/2066 0.13%
GNR 2018-127 ID IO 05.0000 07/20/2045 0.13%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.13%
IVORY COAST P/P 144A 05.2500 03/22/2030 0.13%
IVORY COAST REGS 06.1250 06/15/2033 0.13%
JPMBB 2014-C18 E P/P 144A 04.4744 02/15/2047 0.13%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.13%
WBCMT 2006-C26 AJ 06.2812 06/15/2045 0.13%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.12%
BSCMS 2006-PW11 B P/P 144A 05.2830 03/11/2039 0.12%
BSCMS 2007-T28 D P/P 144A 05.7308 09/11/2042 0.12%
CONSTELLIUM NV P/P 144A 05.8750 02/15/2026 0.12%
CWALT 2006-OA10 2A1 02.4058 08/25/2046 0.12%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.12%
FNR 2013-107 SB IO 03.7342 02/25/2043 0.12%
GNR 2013-H08 CI IO 01.6650 02/20/2063 0.12%
GNR 2014-119 SA IO 03.4348 08/20/2044 0.12%
GNR 2015-H25 EI IO 01.8404 10/20/2065 0.12%
GNR 2016-H03 AI IO 01.3292 01/20/2066 0.12%
GNR 2017-42 IC IO 04.5000 08/20/2041 0.12%
GNR 2017-63 PI IO 04.0000 12/20/2043 0.12%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.12%
GREAT LAKES D&D 08.0000 05/15/2022 0.12%
JPMCC 2013-LC11 D 04.3017 04/15/2046 0.12%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 0.12%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.12%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 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%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.11%
BMIR 2017-1 B1 P/P 144A 06.9658 10/25/2027 0.11%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.11%
CALPINE CORPORATION 05.7500 01/15/2025 0.11%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.11%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.11%
CLEAR CHANNEL TLD L+675 08.9922 01/30/2019 0.11%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.11%
FHR 3065 DC 13.3847 03/15/2035 0.11%
FHR 4000 LI IO 04.0000 02/15/2042 0.11%
FHR 4024 PI IO 04.5000 12/15/2041 0.11%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.11%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.11%
GNR 2014-H21 BI IO 01.5391 10/20/2064 0.11%
GNR 2016-27 IB IO 04.0000 11/20/2045 0.11%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.11%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.11%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.11%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.11%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.11%
REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 0.11%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS 0.11%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS 0.11%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.11%
WFMBS 2006-AR2 1A1 04.0186 03/25/2036 0.11%
WFMBS 2006-AR5 1A1 04.1918 04/25/2036 0.11%
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 FRANCE SA P/P 144A 06.2500 05/15/2024 0.10%
ALTICE US FIN II CRP P/P 144A 07.7500 07/15/2025 0.10%
ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022 0.10%
BALTA 2004-3 B 05.1408 04/25/2034 0.10%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.10%
CWALT 2005-38 A1 03.3450 09/25/2035 0.10%
CWCI 2007-C3 AJ 06.0151 05/15/2046 0.10%
FHR 4403 CI IO 04.0000 10/15/2044 0.10%
FHR 4678 MS IO 05.1072 04/15/2047 0.10%
FNR 2013-41 IP IO 04.0000 05/25/2043 0.10%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.10%
GNR 2013-54 JI IO 03.5000 02/20/2043 0.10%
GNR 2015-69 IK IO 03.5000 03/20/2038 0.10%
GNR 2015-H10 BI IO 01.8882 04/20/2065 0.10%
GNR 2016-37 IW IO 04.5000 02/20/2046 0.10%
GNR 2016-H24 CI IO 01.6861 10/20/2066 0.10%
GNR 2017-38 DI IO 05.0000 03/16/2047 0.10%
HCA INC 05.5000 06/15/2047 0.10%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.10%
JO-ANN STORES 2NDL L+925 11.6038 05/21/2024 0.10%
MSC 2004-RR F7 P/P 144A 06.0000 04/28/2039 0.10%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 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%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.10%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 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 7YX5Y P 2.647 USD 06/03/2024 BA 0.10%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI 0.10%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.10%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.10%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.10%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.10%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.10%
2.547 R ISWP US0003M P 04/25/2019 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%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.09%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 0.09%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.09%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.09%
CAS 2015-C04 2M2 07.7658 04/25/2028 0.09%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.09%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.09%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.09%
COMM 2012-CR3 E P/P 144A 04.9136 10/15/2045 0.09%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.09%
DISH DBS CORP 05.8750 11/15/2024 0.09%
FHR 4546 TI IO 04.0000 12/15/2045 0.09%
GMAC CAPITAL TRUST I PCT 08.0987 0.09%
GNR 2013-165 IL IO 04.0000 03/20/2043 0.09%
GNR 2014-76 IO IO 05.0000 05/20/2044 0.09%
GNR 2016-H17 KI IO 02.3240 07/20/2066 0.09%
GNR 2018-127 IB IO 04.5000 06/20/2045 0.09%
GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 0.09%
GSR 2007-OA1 2A3A 02.5258 05/25/2037 0.09%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031 0.09%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.09%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.09%
INFOR US INC 06.5000 05/15/2022 0.09%
INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 0.09%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.09%
JPALT 2007-A2 12A1 02.4158 06/25/2037 0.09%
JPMCC 2007-CB20 C P/P 144A 06.4410 02/12/2051 0.09%
LEVEL 3 FINANCING INC 05.2500 03/15/2026 0.09%
MGM RESORTS INTL 06.6250 12/15/2021 0.09%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 0.09%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 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 10YX10Y P 2.7575 USD 12/20/2027 JP 0.09%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.09%
SWPTN 1MX10Y P 3.05 USD 10/05/2018 CI 0.09%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.09%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.09%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.09%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.09%
UPC HOLDING BV P/P 144A 05.5000 01/15/2028 0.09%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.09%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.09%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.09%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.09%
2.75 R ISWP FWD US0003M P 06/20/2023 0.08%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.08%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.08%
CAS 2017-C05 1B1 05.8158 01/25/2030 0.08%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.08%
CENTENE CORP 06.1250 02/15/2024 0.08%
CF INDUSTRIES INC 04.9500 06/01/2043 0.08%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.08%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.08%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.08%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.08%
CSMC 2007-C4 C P/P 144A 06.1846 09/15/2039 0.08%
CWALT 2007-OH1 A1D 02.4258 04/25/2047 0.08%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.08%
FNR 2006-8 HP 16.4420 03/25/2036 0.08%
FNR 2010-140 GS IO 03.7842 07/25/2039 0.08%
FNR 2013-53 JI IO 03.0000 12/25/2041 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%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.08%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.08%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.08%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.08%
MSC 2008-T29 F P/P 144A 06.3507 01/11/2043 0.08%
NRG ENERGY INC 06.6250 01/15/2027 0.08%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.08%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.08%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.08%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.08%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.08%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.08%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP 0.08%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.08%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.08%
TENET HEALTHCARE 06.0000 10/01/2020 0.08%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.08%
US CONCRETE INC 06.3750 06/01/2024 0.08%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.08%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.08%
3.026 R ISWP US0003M P 09/25/2028 0.07%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.07%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.07%
ANTERO RESOURCES 05.3750 11/01/2021 0.07%
ARCELORMITTAL USD 07.0000 10/15/2039 0.07%
AVAYA TLB L+425 06.4084 12/15/2024 0.07%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.07%
BIOSCRIP INC 08.8750 02/15/2021 0.07%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.07%
CENTENE CORP 04.7500 05/15/2022 0.07%
CHESAPEAKE ENERGY 1.5L L+750 08.5000 08/23/2021 0.07%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.07%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.07%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 0.07%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.07%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.07%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.07%
FNR 2013-44 PI IO 04.0000 01/25/2043 0.07%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.07%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.07%
GNR 2010-9 QI IO 04.5000 01/20/2040 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 2015-79 GI IO 05.0000 10/20/2039 0.07%
GNR 2015-H08 CI IO 01.7850 03/20/2065 0.07%
GNR 2016-H14 IO IO 01.6686 06/20/2066 0.07%
HCA INC 05.2500 06/15/2026 0.07%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.07%
HOUSTON FUEL TLB L+275 05.0000 06/26/2025 0.07%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.07%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.07%
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%
NABORS IND INC 05.7500 02/01/2025 0.07%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 0.07%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.07%
PROVINCIA DE BUENOS P/P 144A 46.3929 05/31/2022 0.07%
PULTEGROUP INC 05.5000 03/01/2026 0.07%
REVLON CONS TLB L+350 05.8126 09/07/2023 0.07%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.07%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.07%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.07%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.07%
SWPTN 6MX2Y P 2.8225 USD 10/03/2018 MS 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%
USG CORP P/P 144A 04.8750 06/01/2027 0.07%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.07%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.07%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.07%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.06%
AES CORP/THE 05.1250 09/01/2027 0.06%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.06%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.06%
BAUSCH HLTH COS INC P/P 144A 09.2500 04/01/2026 0.06%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.06%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.06%
CALIFORNIA RESOURC TL L+475 06.9622 11/17/2022 0.06%
CAS 2016-C05 2B 12.9658 01/25/2029 0.06%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.06%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.06%
CIT GROUP INC 05.0000 08/01/2023 0.06%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.06%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.06%
CPTFEMU R 1.4 P 07/15/27 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%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.06%
EUROPCAR MOBILITY REGS 04.1250 11/15/2024 0.06%
FNR 2010-35 SG IO 04.1842 04/25/2040 0.06%
FORTERRA TL L+300 05.2422 10/25/2023 0.06%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.06%
GENON ENERGY INC. 09.8750 10/15/2020 0.06%
GNR 2013-183 JI IO 04.5000 02/16/2043 0.06%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.06%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.06%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.06%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 0.06%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.06%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.06%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.06%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.06%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.06%
MHL 2005-3 M2 03.0108 08/25/2035 0.06%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 0.06%
NEIMAN MARCUS TL L+325 05.3703 10/25/2020 0.06%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.06%
PQ CORP P/P 144A 05.7500 12/15/2025 0.06%
REP OF ARGENTINA USD 06.6250 07/06/2028 0.06%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 0.06%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.06%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.06%
STARWOOD PROP TR 04.7500 03/15/2025 0.06%
SWPTN 1YX30Y P 3.031 USD 06/14/2019 CI 0.06%
SWPTN 3MX2Y P 3.0325 USD 12/12/2018 GS 0.06%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.06%
UNILABS SUBHOLD REGS 05.7500 05/15/2025 0.06%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.06%
VIRGIN MEDIA SECURED FIN REGS 05.1250 01/15/2025 0.06%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 0.06%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.06%
WINDSTREAM SRVC / P/P 144A 09.0000 06/30/2025 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%
ALTICE LUXEMBOURG SA REGS 06.2500 02/15/2025 0.05%
AMC ENT HOLDIN 06.1250 05/15/2027 0.05%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 0.05%
APERGY CORP P/P 144A 06.3750 05/01/2026 0.05%
ARCELORMITTAL USD 06.1250 06/01/2025 0.05%
AVAYA HOLDINGS CORP 0.05%
BAUSCH HLTH COS INC P/P 144A 08.5000 01/31/2027 0.05%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.05%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.05%
BERRY GLOBAL INC 05.5000 05/15/2022 0.05%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.05%
CEC ENT INC 08.0000 02/15/2022 0.05%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.05%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.05%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.05%
CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021 0.05%
COMSTOCK ESCROW CORP P/P 144A 09.7500 08/15/2026 0.05%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.05%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.05%
EAGLECLAW MID TL L+425 06.4922 06/30/2024 0.05%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.05%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.05%
FHR 3072 SM 04.2533 11/15/2035 0.05%
FHR 4000 PI IO 04.5000 01/15/2042 0.05%
FHR 4105 HI IO 03.5000 07/15/2041 0.05%
FNR 2005-122 SE 15.3447 11/25/2035 0.05%
FNR 2007-53 SP 16.0754 06/25/2037 0.05%
FNR 2011-98 AI IO 03.5000 11/25/2037 0.05%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.05%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.05%
GNR 2013-129 SN IO 03.9848 09/20/2043 0.05%
GNR 2015-H26 CI IO 00.7699 08/20/2065 0.05%
HCA INC 06.5000 02/15/2020 0.05%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.05%
JPMBB 2013-C12 E P/P 144A 04.2321 07/15/2045 0.05%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.05%
LOUISIANA-PACIFIC CORPORATION 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%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.05%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.05%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.05%
NOVAFIVES REGS 05.0000 06/15/2025 0.05%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.05%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 0.05%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.05%
SESI LLC 07.7500 09/15/2024 0.05%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.05%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.05%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.05%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.05%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.05%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP 0.05%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP 0.05%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP 0.05%
SWPTN 1MX10Y R 3.087 USD 10/26/2018 CI 0.05%
SWPTN 3MX2Y P 2.925 USD 11/30/2018 JP 0.05%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS 0.05%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI 0.05%
T-MOBILE USA INC 04.7500 02/01/2028 0.05%
TAKKO LUX 2 SCA REGS 05.3750 11/15/2023 0.05%
TALBOTS INC 1STL L+450 06.7422 03/19/2020 0.05%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.05%
TENDAM BRANDS SAU REGS 05.0000 09/15/2024 0.05%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.05%
TRANSDIGM INC 06.5000 07/15/2024 0.05%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.05%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.05%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.05%
TRONOX INC P/P 144A 06.5000 04/15/2026 0.05%
1.972 R ISWP FWD HKL3M P 04/25/2019 0.04%
2.5371 R ISWP US0003M P 05/01/2019 0.04%
3.05 R ISWP FWD US0003M P 12/19/2023 0.04%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.04%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.04%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.04%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.04%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 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%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.04%
CAS 2015-C02 2M2 06.2158 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%
CIT GROUP INC. 05.0000 08/15/2022 0.04%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.04%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 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 INTL TL L+375 05.0828 05/05/2024 0.04%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.04%
CPTFEMU R 1.4275 P 08/15/27 0.04%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 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%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.04%
FHR 4210 PI IO 03.0000 12/15/2041 0.04%
FHS 304 C37 IO 03.5000 12/15/2027 0.04%
FIRST DATA TL L+200 04.2122 04/26/2024 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 2005-83 QP 11.6329 11/25/2034 0.04%
FNR 2008-24 SP 15.1587 02/25/2038 0.04%
FNR 2012-127 BI IO 04.5000 11/25/2042 0.04%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.04%
FNS 378 19 IO 05.0000 06/25/2035 0.04%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.04%
FRONTIER COMM 10.5000 09/15/2022 0.04%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.04%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 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%
HUSKY TLB L+300 05.2018 03/28/2025 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%
JAGGED PEAK ENERGY P/P 144A 05.8750 05/01/2026 0.04%
KRONOS 2NDL L+825 10.5931 11/01/2024 0.04%
LENNAR CORP 05.8750 11/15/2024 0.04%
LLOYDS BANKING GROUP P/P 144A 06.6570 05/21/2037 0.04%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 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%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.04%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.04%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.04%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.04%
NRG ENERGY INC 07.2500 05/15/2026 0.04%
OPTN FN30 3.5 12/06/18 PUT 98.640625 JPMC 0.04%
OPTN FN30 3.5 12/06/18 PUT 98.796875 JPMC 0.04%
ORYX TLB L+325 05.2672 02/28/2025 0.04%
OSHKOSH CORP 05.3750 03/01/2025 0.04%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.04%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.04%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.04%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 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%
SM ENERGY CO 06.1250 11/15/2022 0.04%
SWPTN 12YX10Y P 2.725 USD 11/08/2029 GS 0.04%
SWPTN 1YX1Y R 3.02 USD 08/28/2019 MS 0.04%
SWPTN 3MX2Y P 3.01 USD 12/12/2018 GS 0.04%
SWPTN 5WX10Y P 3.1 USD 10/12/2018 GS 0.04%
SWPTN 5WX10Y R 3.05 USD 11/02/2018 GS 0.04%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP 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%
SWPTN LIABILITY 5WX10Y P 3.13 USD 11/02/2018 GS 0.04%
SWPTN LIABILITY 5WX10Y R 3.13 USD 11/02/2018 GS 0.04%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.04%
TENNANT CO 05.6250 05/01/2025 0.04%
TENNECO INC 05.3750 12/15/2024 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%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.04%
USD/CNH CALL 7.00 20190404 GSFX 0.04%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.04%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.04%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.04%
WPX ENERGY INC 05.7500 06/01/2026 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%
0.4419 R ISWP EUR006M P 01/30/2023 0.03%
1.955 R ISWP HKL3M P 04/23/2019 0.03%
1.96625 R ISWP HKL3M P 04/24/2019 0.03%
3.05 R ISWP FWD US0003M P 12/19/2020 0.03%
AIR METHODS TLB L+350 04.7964 04/21/2024 0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.03%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.03%
BWAY CORP TLB L+325 05.5814 04/03/2024 0.03%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.03%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.03%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.03%
CAS 2015-C02 1M2 06.2158 05/25/2025 0.03%
CAS 2016-C06 1M2 06.4658 04/25/2029 0.03%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.03%
CCC INFO 2NDL L+675 08.9922 03/31/2025 0.03%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 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%
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.6 2063-05-11 500.0 05/11/2063 GS 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.03%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.03%
CPTFEMU R 1.4475 P 09/15/27 0.03%
CPURNSA R 1.89 P 07/05/22 0.03%
CPURNSA R 1.9225 P 07/03/22 0.03%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.03%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.03%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.03%
ENERGY TRANSFER EQUITY 05.5000 06/01/2027 0.03%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.03%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.03%
FHR 3249 PS 15.1521 12/15/2036 0.03%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.03%
FNR 2006-62 PS 26.6051 07/25/2036 0.03%
FRAC TECH INTL TLB L+475 07.1719 04/16/2021 0.03%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.03%
GATES GLOBAL TLB L+275 04.9922 03/31/2024 0.03%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.03%
GNR 2013-99 VS IO 03.9416 07/16/2043 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033 0.03%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.03%
ITRON INC P/P 144A 05.0000 01/15/2026 0.03%
JAZZ INVESTME USD 01.8750 08/15/2021 0.03%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.03%
JO-ANN STORES TL L+500 07.5094 10/16/2023 0.03%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.03%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.03%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.03%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.03%
MERCER INTL INC USD 05.5000 01/15/2026 0.03%
MICROCHIP TEC CV 01.6250 02/15/2027 0.03%
MURRAY ENERGY TLB2 L+725 09.5853 10/17/2022 0.03%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.03%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.03%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.03%
NETFLIX INC P/P 144A 05.8750 11/15/2028 0.03%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.03%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.03%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.03%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.03%
OPTN FN30 3.5 12/06/18 CALL 98.015625 JPMC 0.03%
OPTN FN30 3.5 12/06/18 CALL 98.171875 JPMC 0.03%
OPTN FN30 3.5 12/06/18 PUT 98.484375 JPMC 0.03%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.03%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.03%
PRICELINE.COM CV 00.3500 06/15/2020 0.03%
RACKSPACE HOSTING INC L+300 05.3482 11/03/2023 0.03%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.03%
REGENCY ENERGY P 04.5000 11/01/2023 0.03%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 0.03%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 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 3.005 USD 11/16/2029 GS 0.03%
SWPTN 3MX2Y R 3.0325 USD 12/12/2018 GS 0.03%
SWPTN 5WX10Y P 3.2175 USD 11/02/2018 GS 0.03%
SWPTN 6MX2Y P 2.92875 USD 11/29/2018 MS 0.03%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP 0.03%
T-MOBILE USA INC 05.3750 04/15/2027 0.03%
TARGA RES PRTNRS 05.3750 02/01/2027 0.03%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.03%
USG CORP P/P 144A 05.5000 03/01/2025 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.03%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 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%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.02%
0.378 R ISWP EUR006M P 01/24/2023 0.02%
0.65 R ISWP FWD SES3M P 12/19/2023 0.02%
1.3325 R ISWP SES3M P 01/24/2028 0.02%
1.3775 R ISWP SES3M P 01/30/2028 0.02%
1.96 R ISWP HKL3M P 04/27/2019 0.02%
3.15 R ISWP FWD US0003M P 12/19/2028 0.02%
AES CORP/THE 04.5000 03/15/2023 0.02%
AMC ENT HOLDIN 05.8750 11/15/2026 0.02%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.02%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.02%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.02%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.02%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.02%
BCAP 2012-RR5 4A8 02.2348 06/26/2035 0.02%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.02%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.02%
BOYD GAMING CORP 06.0000 08/15/2026 0.02%
BOYNE USA INC P/P 144A 07.2500 05/01/2025 0.02%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.02%
CENTENE CORP P/P 144A 05.3750 06/01/2026 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 CORP 08.0000 06/15/2027 0.02%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 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 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.9 2058-09-17 500.0 09/17/2058 CS 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.02%
COLONY STARWO CV 03.5000 01/15/2022 0.02%
COUPA SOFTW P/P 144A CV 00.3750 01/15/2023 0.02%
CPTFEMU R 1.42 P 08/15/27 0.02%
CPURNSA R 2.05 P 12/06/22 0.02%
CPURNSA R 2.068 P 12/21/22 0.02%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.02%
DCP MIDSTREAM OPERATING 05.3750 07/15/2025 0.02%
DENBURY RESOURCES P/P 144A 07.5000 02/15/2024 0.02%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.02%
DISH NETWORK CV 03.3750 08/15/2026 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%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.02%
EQUINIX INC 05.3750 05/15/2027 0.02%
FHR 3408 EK 17.1078 04/15/2037 0.02%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.02%
GNR 2014-108 IP IO 04.5000 12/20/2042 0.02%
HALCON RESOURCES CORP 0.02%
HUBSPOT INC CV 00.2500 06/01/2022 0.02%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.02%
ILLUMINA INC P/P 144A CV 00.0000 08/15/2023 0.02%
INFOR US INC P/P 144A 05.7500 08/15/2020 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%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.02%
JC PENNEY CORP INC 07.4000 04/01/2037 0.02%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.02%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.02%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.02%
LIBERTY EXPEDIA HOLD INC 144A 0.02%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 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%
MICRON TECHNO CV 03.0000 11/15/2043 0.02%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.02%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.02%
NOVELLUS SYS CV 02.6250 05/15/2041 0.02%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.02%
NRG ENERGY P/P 144A CV 02.7500 06/01/2048 0.02%
OPTN FN30 3.5 12/06/18 CALL 98.328125 JPMC 0.02%
PALO ALTO NET P/P 144A CV 00.7500 07/01/2023 0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.02%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.02%
QORVO INC P/P 144A 05.5000 07/15/2026 0.02%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.02%
REALPAGE INC CV 01.5000 11/15/2022 0.02%
RED HAT INC CV 00.2500 10/01/2019 0.02%
SANDRIDGE ENERGY INC 0.02%
SERVICE CORP INTL 04.6250 12/15/2027 0.02%
SERVICENOW IN CV 00.0000 06/01/2022 0.02%
SESI LLC 07.1250 12/15/2021 0.02%
SM ENERGY CO 06.6250 01/15/2027 0.02%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.02%
STANDARD IND INC P/P 144A 06.0000 10/15/2025 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 12YX10Y R 2.725 USD 11/08/2029 GS 0.02%
SWPTN 1MX10Y P 3.25325 USD 10/26/2018 CI 0.02%
SWPTN 3MX2Y R 3.01 USD 12/12/2018 GS 0.02%
SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC 0.02%
SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC 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%
TALBOTS INC 2NDL L+850 10.7422 03/19/2021 0.02%
TELADOC INC P/P 144A CV 01.3750 05/15/2025 0.02%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.02%
TIAAC 2003-1A E 144A 08.0000 12/28/2038 0.02%
TRANSDIGM INC 06.5000 05/15/2025 0.02%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.02%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.02%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.02%
WEATHERFORD INTL LLC P/P 144A 09.8750 03/01/2025 0.02%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.02%
-0.2225 R ISWP SES3M P 11/13/2019 0.01%
-0.23 R ISWP SES3M P 11/13/2019 0.01%
-0.245 R ISWP SES3M P 11/10/2019 0.01%
-0.246 R ISWP SES3M P 11/10/2019 0.01%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.01%
0.40 R ISWP FWD EUR006M P 12/19/2023 0.01%
1.1575 R ISWP SES3M P 11/13/2027 0.01%
1.16 R ISWP SES3M P 11/13/2027 0.01%
1.965 R ISWP HKL3M P 04/24/2019 0.01%
2.40 R ISWP FWD NFIX3MID P 12/19/2023 0.01%
2.75 R ISWP FWD CDOR03 P 12/19/2028 0.01%
6.715 R ISWP IN00O/N P 12/22/2022 0.01%
7.92 R ISWP JIBA3M P 01/25/2028 0.01%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.01%
ACADEMY SPORTS TLB L+400 06.2095 07/02/2022 0.01%
AIR TRANSPORT CV 01.1250 10/15/2024 0.01%
AKAMAI TECH P/P 144A CV 00.1250 05/01/2025 0.01%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.01%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 0.01%
CAESARS ENTERTAIN CORP CV 05.0000 10/01/2024 0.01%
CAESARS ENTERTAINMENT CORP 0.01%
CARBONITE INC CV 02.5000 04/01/2022 0.01%
CEMEX SAB DE CV USD 03.7200 03/15/2020 0.01%
CHEGG INC P/P 144A CV 00.2500 05/15/2023 0.01%
CHENIERE ENERGY INC CV 04.2500 03/15/2045 0.01%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.01%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.01%
CITRIX SYSTEM CV 00.5000 04/15/2019 0.01%
CLOVIS ONCOLOGY INC CV 01.2500 05/01/2025 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 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 ML 0.01%
CSMC 2006-C5 AX IO 00.9604 12/15/2039 0.01%
CYPRESS SEMIC CV 04.5000 01/15/2022 0.01%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.01%
DYCOM IND INC CV 00.7500 09/15/2021 0.01%
ELDORADO RESORTS INC P/P 144A 06.0000 09/15/2026 0.01%
EVERBRIDGE INC CV 01.5000 11/01/2022 0.01%
EXACT SCIENCES CORP CV 01.0000 01/15/2025 0.01%
FHR 3300 PO PO 00.0000 02/15/2037 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%
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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.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML 0.00%
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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%
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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 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
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NINE POINT ENERGY COM 0.00%
OPTN FN30 2.5 10/04/18 CALL 93.16015625 JPMC 0.00%
OPTN FN30 3.0 10/04/18 CALL 96.42578125 JPMC 0.00%
OPTN FN30 3.5 11/06/18 CALL 99.1875 JPMC 0.00%
OPTN FN30 3.5 11/06/18 CALL 99.375 JPMC 0.00%
OPTN FN30 3.5 11/06/18 CALL 99.53515625 JPMC 0.00%
OPTN FN30 3.5 11/06/18 CALL 99.5625 JPMC 0.00%
OPTN FN30 3.5 11/06/18 CALL 99.72265625 JPMC 0.00%
OPTN FN30 3.5 11/06/18 CALL 99.91015625 JPMC 0.00%
PROOFPOINT INC 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 1MX10Y R 2.89 USD 10/05/2018 CI 0.00%
SWPTN 1MX10Y R 2.97 USD 10/05/2018 CI 0.00%
SWPTN 1YX10Y R 1.522 GBP 10/05/2018 GS 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 2.3025 USD 10/04/2018 GS 0.00%
SWPTN 1YX20Y R 1.6975 GBP 10/05/2018 GS 0.00%
SWPTN 1YX2Y R -0.065 EUR 08/28/2019 GS 0.00%
SWPTN 1YX30Y R 1.673 GBP 10/05/2018 GS 0.00%
SWPTN 1YX5Y R 2.695 USD 10/04/2018 GS 0.00%
SWPTN 5WX10Y R 2.93 USD 10/12/2018 GS 0.00%
SWPTN 5WX10Y R 3.015 USD 10/12/2018 GS 0.00%
SWPTN 6MX10Y R 1.18 GBP 02/11/2019 GS 0.00%
SWPTN 6WX10Y R 2.76 USD 10/09/2018 JP 0.00%
TERVITA CORP 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
TXU TCEH RIGHTS 0.00%
UKRPI R 3.295 P 03/15/23 0.00%
US 10YR ULTRA FUT DEC18 UXYZ8 0.00%
WBCMT 2007-C34 IO IO 00.1175 05/15/2046 0.00%
0.21 R ISWP EURIBOR6MD P 05/04/2022 -0.01%
0.55 R ISWP FWD CHL6M P 12/19/2028 -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%
0.9987 R ISWP EUR006M P 01/30/2028 -0.01%
1.61375 R ISWP FWD EUR006M P 10/27/2027 -0.01%
1.65 R ISWP FWD GBL6M P 12/19/2028 -0.01%
2.4525 R ISWP AUDBB6M P 11/15/2022 -0.01%
3.05125 R ISWP FWD US0003M P 03/07/2028 -0.01%
3.10 R ISWP FWD US0003M P 12/19/2023 -0.01%
3.395 R ISWP FWD AUDBB6M P 03/07/2028 -0.01%
7.06 R ISWP JIBA3M P 01/25/2021 -0.01%
7.77 R ISWP MXIBTIIE P 06/26/2023 -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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 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 CS -0.01%
MBX.FN30.500.10 R USL1M P 01/12/41 BC -0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -0.01%
OPTN FN30 2.5 10/04/18 PUT 93.16015625 JPMC -0.01%
OPTN FN30 3.5 12/06/18 CALL 98.66796875 JPMC -0.01%
OPTN FN30 3.5 12/06/18 CALL 98.6953125 JPMC -0.01%
OPTN FN30 3.5 12/06/18 CALL 98.8515625 JPMC -0.01%
OPTN FN30 3.5 12/06/18 CALL 99.0078125 JPMC -0.01%
OPTN FN30 3.5 12/06/18 PUT 97.546875 JPMC -0.01%
OPTN FN30 3.5 12/06/18 PUT 97.703125 JPMC -0.01%
SWPTN 1YX1Y R 2.58 USD 08/28/2019 MS -0.01%
SWPTN 6WX10Y P 3.16 USD 10/09/2018 JP -0.01%
SWPTN LIABILITY 6MX10Y P 1.98 GBP 02/11/2019 GS -0.01%
SWPTN LIABILITY 6MX10Y R 1.18 GBP 02/11/2019 GS -0.01%
SWPTN LIABILITY 6MX10Y R 1.234 GBP 02/07/2019 GS -0.01%
UKRPI P 3.34 R 02/15/28 -0.01%
UKRPI P 3.3875 R 03/15/28 -0.01%
UKRPI P 3.4025 R 03/15/28 -0.01%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.02%
0.6075 R ISWP SES3M P 01/24/2023 -0.02%
0.66875 R ISWP SES3M P 01/30/2023 -0.02%
1.815 R ISWP FWD EUR006M P 02/27/2028 -0.02%
3.10 R ISWP FWD US0003M P 12/19/2028 -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 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 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%
CPTFEMU P 1.71 R 08/15/37 -0.02%
CPURNSA P 2.19 R 12/06/27 -0.02%
CPURNSA P 2.1939 R 12/21/27 -0.02%
OPTN FN30 3.5 12/06/18 CALL 98.35546875 JPMC -0.02%
OPTN FN30 3.5 12/06/18 CALL 98.51171875 JPMC -0.02%
OPTN FN30 3.5 12/06/18 PUT 97.859375 JPMC -0.02%
OPTN FN30 3.5 12/06/18 PUT 98.015625 JPMC -0.02%
OPTN FN30 3.5 12/06/18 PUT 98.171875 JPMC -0.02%
SWPTN 1MX10Y P 3.167 USD 10/26/2018 CI -0.02%
SWPTN 1YX1Y R 2.8 USD 08/28/2019 MS -0.02%
SWPTN 1YX2Y R 0.115 EUR 08/28/2019 GS -0.02%
SWPTN 3MX2Y P 3.085 USD 11/30/2018 JP -0.02%
SWPTN LIABILITY 12YX10Y R 2.5 USD 11/09/2029 JP -0.02%
SWPTN LIABILITY 5YX20Y P 1.11125 JPY 08/24/2023 BC -0.02%
SWPTN LIABILITY 5YX20Y R 1.11125 JPY 08/24/2023 BC -0.02%
SWPTN LIABILITY 6MX10Y P 2.034 GBP 02/07/2019 GS -0.02%
USD/CNH CALL 7.20 20190404 GSFX -0.02%
2.74875 R ISWP FWD US0003M P 10/27/2027 -0.03%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -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 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%
CPTFEMU P 1.735 R 09/15/37 -0.03%
CPURNSA P 2.085 R 07/03/27 -0.03%
OPTN FN30 3.5 12/06/18 PUT 98.328125 JPMC -0.03%
SWPTN 3MX2Y P 3.005 USD 11/30/2018 JP -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 7YX25Y P 2.902 USD 11/08/2024 JP -0.03%
SWPTN LIABILITY 7YX25Y R 2.505 USD 11/13/2024 MS -0.03%
1.00 R ISWP FWD EUR006M P 12/19/2028 -0.04%
2.02 R ISWP CDOR03 P 11/02/2022 -0.04%
2.0525 R ISWP CDOR03 P 11/14/2022 -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.04%
CPTFEMU P 1.7138 R 08/15/37 -0.04%
CPURNSA P 2.05 R 07/05/27 -0.04%
SWPTN 5WX10Y P 3.13 USD 11/02/2018 GS -0.04%
SWPTN 5WX10Y R 3.13 USD 11/02/2018 GS -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 5WX10Y P 3.2175 USD 11/02/2018 GS -0.04%
SWPTN LIABILITY 5WX10Y R 3.05 USD 11/02/2018 GS -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%
UKRPI P 3.34 R 03/15/28 -0.04%
5.93 R ISWP MXIBTIIE P 10/06/2021 -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 MS -0.05%
SWPTN 1MX10Y R 3.167 USD 10/26/2018 CI -0.05%
SWPTN 1YX5Y P 3.09 USD 06/14/2019 CI -0.05%
SWPTN 3MX4Y R 3.02125 USD 12/12/2018 GS -0.05%
SWPTN 5WX10Y P 3.015 USD 10/12/2018 GS -0.05%
SWPTN LIABILITY 7YX25Y P 2.505 USD 11/13/2024 MS -0.05%
SWPTN LIABILITY 7YX25Y R 2.902 USD 11/08/2024 JP -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.06%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.06%
CPTFEMU P 1.71 R 07/15/37 -0.06%
OPTN FN30 3.0 10/04/18 PUT 96.42578125 JPMC -0.06%
SWPTN 1YX2Y P 2.813 USD 01/28/2019 BC -0.06%
0.503 R ISWP FWD EUR006M P 03/21/2023 -0.07%
2.936 R ISWP US0003M P 09/25/2028 -0.07%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -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%
2.7725 R ISWP FWD US0003M P 03/21/2023 -0.09%
6.16 R ISWP MXIBTIIE P 01/01/2026 -0.09%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.09%
SWPTN 1MX10Y P 2.97 USD 10/05/2018 CI -0.09%
SWPTN 1YX2Y P 2.663 USD 01/14/2019 CI -0.09%
SWPTN 7YX23Y R 3.0 USD 04/04/2025 MS -0.09%
SWPTN 7YX23Y R 3.0 USD 04/14/2025 MS -0.09%
SWPTN 3MX4Y P 3.02125 USD 12/12/2018 GS -0.10%
SWPTN 10YX10Y R 2.01 EUR 12/20/2027 GS -0.12%
SWPTN 10YX10Y P 2.01 EUR 12/20/2027 GS -0.13%
SWPTN 1YX2Y P 2.77 USD 01/16/2019 JP -0.13%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.14%
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%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.16%
SWPTN LIABILITY 5YX30Y P 2.8325 USD 02/15/2022 JP -0.18%
SWPTN LIABILITY 5YX30Y R 2.8325 USD 02/15/2022 JP -0.18%
CDX CDX.NA.HY.31 500.0 12/20/2023 -0.21%
FNMA FN30 TBA 04.5000 10/01/2048 -1.48%
FNMA FN30 TBA 03.0000 10/01/2048 -9.63%

Prior top 10 holdings

Top 10 holdings as of 11/30/18
1: Fnma Fn30 Tba 03.5000 01/01/2049 8.30%
2: Fnma Fn30 Tba 04.0000 01/01/2049 8.01%
3: Gnma Gii30 Tba 04.5000 12/01/2048 3.08%
4: Fnma Fn30 Tba 05.5000 12/01/2048 1.59%
5: Gnma Gii30 Tba 04.0000 12/01/2048 1.51%
6: Fnma Fn30 Tba 02.5000 12/01/2048 1.38%
7: Petrobras Global Finance Usd 07.3750 01/17/2027 0.99%
8: United Mexican States Usd 05.5500 01/21/2045 0.89%
9: Cas 2016-C03 2m2 08.2151 10/25/2028 0.88%
10: Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045 0.85%
Holdings represent 27.48% of portfolio
Top 10 holdings as of 10/31/18
1: Fnma Fn30 Tba 03.5000 11/01/2048 4.28%
2: Fnma Fn30 Tba 03.5000 12/01/2048 3.80%
3: Gnma Gii30 Tba 04.5000 12/01/2048 3.00%
4: Fnma Fn30 Tba 04.0000 11/01/2048 2.93%
5: Fnma Fn30 Tba 05.5000 11/01/2048 1.55%
6: Gnma Gii30 Tba 04.0000 11/01/2048 1.47%
7: Fnma Fn30 Tba 02.5000 11/01/2048 1.34%
8: Petrobras Global Finance Usd 07.3750 01/17/2027 0.97%
9: United Mexican States Usd 05.5500 01/21/2045 0.87%
10: Cas 2016-C03 2m2 08.1814 10/25/2028 0.87%
Holdings represent 21.08% of portfolio
Top 10 holdings as of 09/30/18
1: Fnma Fn30 Tba 03.5000 10/01/2048 8.96%
2: Gnma Gii30 Tba 04.5000 10/01/2048 2.97%
3: Fnma Fn30 Tba 04.0000 11/01/2048 2.90%
4: Fnma Fn30 Tba 05.5000 10/01/2048 1.54%
5: Gnma Gii30 Tba 04.0000 10/01/2048 1.46%
6: Fnma Fn30 Tba 02.5000 10/01/2048 1.33%
7: Petrobras Global Finance Usd 07.3750 01/17/2027 0.92%
8: Cas 2016-C03 2m2 08.1158 10/25/2028 0.87%
9: Petroleos Mexicanos Usd 04.5000 01/23/2026 0.81%
10: Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045 0.80%
Holdings represent 22.56% of portfolio
Top 10 holdings as of 08/31/18
1: Gnma Gii30 Tba 04.5000 09/01/2048 2.99%
2: Fnma Fn30 Tba 04.0000 10/01/2048 2.93%
3: Fnma Fn30 Tba 05.5000 09/01/2048 1.54%
4: Gnma Gii30 Tba 04.0000 09/01/2048 1.47%
5: Fnma Fn30 Tba 02.5000 09/01/2048 1.35%
6: Petrobras Global Finance Usd 07.3750 01/17/2027 0.90%
7: Cas 2016-C03 2m2 07.9648 10/25/2028 0.87%
8: Cas 2015-C03 1m2 07.0648 07/25/2025 0.81%
9: Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045 0.80%
10: Petroleos Mexicanos Usd 04.5000 01/23/2026 0.80%
Holdings represent 14.46% of portfolio

Sector Weightings as of 11/30/18

Cash Investment Non-Cash Investment Total Portfolio
Weight Spread Duration Weight Spread Duration Weight Spread Duration
Commercial MBS 9.63% 0.35 12.72% 0.36 22.35% 0.71
High-yield corporate bonds 22.29% 0.92 0.00% 0.00 22.29% 0.92
Agency CMO 20.25% 0.79 0.73% 0.04 20.98% 0.83
Net cash 17.65% 0.00 0.00% 0.00 17.65% 0.00
Agency pass-through 0.00% 0.00 11.88% 0.78 11.88% 0.78
Emerging-market bonds 11.86% 0.70 0.00% 0.00 11.86% 0.70
Residential MBS (non-agency) 11.03% 0.53 0.00% 0.00 11.03% 0.53
International Treasury/agency 2.93% 0.19 0.00% -0.29 2.93% -0.10
Investment-grade corporate bonds 1.80% 0.12 0.00% 0.00 1.80% 0.12
Bank loans 1.40% 0.05 0.00% 0.00 1.40% 0.05
Convertible securities 0.98% 0.02 0.00% 0.00 0.98% 0.02
Equity investments 0.18% 0.00 0.00% 0.00 0.18% 0.00
Interest rate swaps 0.00% 0.00 0.00% -1.00 0.00% -1.00
U.S. Treasury/agency 0.00% 0.00 0.00% 0.06 0.00% 0.06

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 11/30/18

United States 80.87%
Greece 2.93%
Argentina 2.57%
Brazil 2.50%
Mexico 1.67%
Indonesia 1.61%
Canada 1.41%
Russia 1.02%
Luxembourg 0.67%
 
Other
4.75%
United Kingdom 0.63%
Dominican Republic 0.61%
Ivory Coast 0.61%
Egypt 0.48%
Bermuda 0.38%
Venezuela 0.33%
Netherlands 0.31%
France 0.27%
Ireland 0.23%
Jamaica 0.16%
Germany 0.15%
Cayman Islands 0.14%
Switzerland 0.14%
South Africa 0.12%
El Salvador 0.11%
Israel 0.11%
Italy 0.09%
Senegal 0.09%
Hong Kong 0.06%
Spain 0.05%
India 0.01%
South Korea -0.01%
Sweden -0.01%
Cash and net other assets -0.02%
Australia -0.03%
New Zealand -0.04%
Japan -0.05%
Norway -0.17%