Master Intermediate Income Trust (Class A)  (NYSE: PIM)

A closed-end fund seeking high current income and relative stability of net asset value by investing in a wide variety of fixed-income securities globally.

Highlights

Objective

The fund seeks to provide high current income and relative stability of net asset value. The fund pursues its goal by investing in U.S. high-grade, high-yield, and international fixed-income securities with limited maturities.

Daily pricing as of 12/14/18

Ticker NYSE: PIM
Net asset value $4.79
Net asset value change 0.00
Market price $4.34
Market price change -0.07
Discount/Premium -9.39%
Dividend rate at net asset value 5.51%
Dividend rate at market price 6.08%

Fund facts as of 11/30/18

Inception date
04/29/88
Total net assets
$252.54M
Dividend frequency
Monthly
Number of holdings
1634
Product status
Trades on secondary market
Common share CUSIP
746909100
Ticker
NYSE: PIM
Fiscal year-end
September
Category
Closed End
Turnover (fiscal year end)
715%
Number of common share accounts
2201
Outstanding common shares
-
AMT
N/A

Management team

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


Manager commentary | Q3 2018

How interest-rate risk dominates indexes

D. William Kohli discusses income investing beyond indexes.


Literature

Fund documents

Annual Report (PDF)
Semiannual Report (PDF)

How the Japan election may influence global interest rates
The Japan election could have consequences for the future leadership of the Bank of Japan and the country's impact on global interest rate trends.
Why Brazil's crisis creates new concerns
The revelations of May 17 may pose a threat to President Temer's administration, and therefore a threat to Brazil's short- and medium-term economic outlook.
See the dove in the Fed's dot plot
The market sees a more hawkish Fed in the December 2016 rate hike, but we see see signs of a dove in the Fed's dot plot.

Performance

  • Performance as of 09/30/18

  • Annual performance as of 09/30/18

Last month Last quarter Year to date 1 yr. 3 yrs. 5 yrs. 10 yrs.
Net asset value 0.65% -0.28% 2.73% 4.13% 5.74% 3.91% 6.38%
Market price -0.84% -1.82% -0.81% 1.66% 6.89% 5.05% 6.67%
Comparative index: ICE BofAML U.S. Treasury Bill Index†
Net asset value 0.15%0.49%1.29%1.54%0.82%0.52%0.40%

Data is historical. Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Investment return at both net asset value and market price as well as principal value will fluctuate, and you may have a gain or a loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Performance at net asset value reflects the deduction of all management and administrative fees. 12b-1 (distribution) fees are not applicable to this fund.

Performance snapshot

  Net asset value Market price
1 mt. -0.78% 2.10%
as of 11/30/18
YTD 0.52% -
as of 12/14/18

Lipper rankings as of 10/31/18

Time period Rank/Funds in category Percentile ranking
1 yr. 22/38 57%
3 yrs. 26/33 77%
5 yrs. 25/28 87%
10 yrs. 16/18 85%
Lipper category: General Bond Funds

Distribution history (past 12 mts.)

Ex-distribution date Distribution amount
per common share
11/23/18 $00.022
10/24/18 $00.022
09/24/18 $00.022
08/24/18 $00.022
07/24/18 $00.022
06/22/18 $00.022
05/24/18 $00.025
04/24/18 $00.025
03/23/18 $00.026
02/23/18 $00.026
01/24/18 $00.026
12/22/17 $00.026

Distributions are sourced entirely from net investment income, unless noted otherwise. Distribution rates represent the latest declared regular distribution, annualized, relative to the most recent market price and NAV. Special distributions, including special capital gains distributions, are not included in the calculation.

Risk characteristics 

Average effective maturity 6.26
Average stated maturity N/A
Average effective duration
without leverage
-0.24
Average effective duration
with leverage
-0.24
Average yield to maturity 7.48
Average price 82.12
Average coupon 5.91

Data is historical. Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Investment return at both net asset value and market price as well as principal value will fluctuate, and you may have a gain or a loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Performance at net asset value reflects the deduction of all management and administrative fees. 12b-1 (distribution) fees are not applicable to this fund.

Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.

The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.

The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.


Holdings

Top 10 holdings as of 10/31/18

Fnma Fn30 Tba 03.5000 11/01/2048 6.06%
Fnma Fn30 Tba 03.5000 12/01/2048 4.54%
Fnma Fn30 Tba 04.0000 11/01/2048 4.28%
Gnma Gii30 Tba 04.5000 12/01/2048 3.19%
Petrobras Global Finance Usd 07.3750 01/17/2027 1.82%
Hellenic Republic Regs 03.0000 02/24/2024 1.62%
Gnma Gii30 Tba 04.0000 11/01/2048 1.57%
Fnma Fn30 Tba 05.5000 11/01/2048 1.24%
Hellenic Republic Regs 03.0000 02/24/2023 1.08%
Cwalt 2006-Oa10 4a1 02.4714 08/25/2046 1.06%
Top 10 holdings, percent of portfolio 26.46%

Full portfolio holdings as of 09/30/18

FNMA FN30 TBA 03.5000 10/01/2048 11.24%
FNMA FN30 TBA 04.0000 11/01/2048 4.23%
GNMA GII30 TBA 04.5000 10/01/2048 3.15%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 1.73%
HELLENIC REPUBLIC REGS 03.0000 02/24/2024 1.64%
GNMA GII30 TBA 04.0000 10/01/2048 1.55%
FNMA FN30 TBA 05.5000 10/01/2048 1.22%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 1.08%
CWALT 2006-OA10 4A1 02.4058 08/25/2046 1.03%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.78%
CSMC 2010-18R 6A4 04.4093 09/28/2036 0.76%
CAS 2016-C03 2M2 08.1158 10/25/2028 0.75%
FED REPUBLIC OF BRAZIL USD 04.6250 01/13/2028 0.75%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.70%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.67%
CAS 2015-C04 1M2 07.9158 04/25/2028 0.64%
WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 0.61%
CAS 2016-C02 1B 14.4658 09/25/2028 0.58%
GECMC 2005-C1 D 04.5624 06/10/2048 0.55%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.55%
RUSSIAN FEDERATION REGS 04.5000 04/04/2022 0.55%
PETROLEOS MEXICANOS USD 08.0000 05/03/2019 0.52%
FNR 2016-78 CS IO 03.8842 05/25/2039 0.51%
GNR 2016-H23 NI IO 02.0032 10/20/2066 0.51%
CAS 2017-C03 1B1 07.0658 10/25/2029 0.50%
GNR 2017-H16 JI IO 01.9877 08/20/2067 0.49%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.49%
STACR 2018-HQA1 M2 04.5158 09/25/2030 0.46%
STACR 2016-DNA1 B 12.2158 07/25/2028 0.45%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.42%
GNR 2014-149 IP IO 04.0000 07/16/2044 0.41%
GNR 2018-127 IC IO 05.0000 10/20/2044 0.41%
JPMBB 2013-C14 F P/P 144A 03.5980 08/15/2046 0.41%
CMLTI 2007-AMC3 A2D 02.5658 03/25/2037 0.40%
MSBAM 2013-C10 E P/P 144A 04.2185 07/15/2046 0.40%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.40%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.39%
BCAP 2011-RR3 3A6 03.8803 11/27/2036 0.38%
CAS 2015-C03 1M2 07.2158 07/25/2025 0.38%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.38%
BSCMS 2007-T26 AJ 05.5660 01/12/2045 0.37%
FHR 4604 QI IO 03.5000 07/15/2046 0.37%
PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 0.37%
PETROLEOS MEXICANOS USD 04.8750 01/24/2022 0.37%
SPRINT CORP 07.8750 09/15/2023 0.36%
CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 0.35%
IVORY COAST REGS 05.3750 07/23/2024 0.35%
CSAIL 2015-C1 D P/P 144A 03.9395 04/15/2050 0.34%
JPMBB 2014-C18 D P/P 144A 04.9744 02/15/2047 0.34%
JPMBB 2014-C25 D P/P 144A 04.0931 11/15/2047 0.34%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 0.33%
STACR 2015-DNA3 B 11.5658 04/25/2028 0.33%
WAMU 2005-AR13 A1C3 02.7058 10/25/2045 0.33%
GNR 2017-H16 IG IO 01.4578 07/20/2067 0.32%
CAS 2016-C03 1B 13.9658 10/25/2028 0.31%
CWALT 2005-38 A3 02.5658 09/25/2035 0.31%
OMIR 2018-1A M2 05.0658 07/25/2028 0.31%
FNR 2015-30 IO IO 05.5000 05/25/2045 0.30%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.30%
CAS 2016-C01 1B 13.9658 08/25/2028 0.29%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.29%
GNR 2016-H10 AI IO 01.2851 04/20/2066 0.29%
DOMINICAN REPUBLIC P/P 144A 05.5000 01/27/2025 0.28%
GNR 2015-186 AI IO 04.0000 12/20/2045 0.28%
GNR 2017-H08 NI IO 02.1385 03/20/2067 0.28%
GNR 2018-127 IE IO 03.5000 01/20/2046 0.28%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 0.28%
AES CORP/THE 05.5000 04/15/2025 0.27%
GNR 2017-93 TI IO 04.0000 03/20/2044 0.26%
FHR 4425 IO IO 04.0000 01/15/2045 0.25%
FHR 4580 ID IO 03.5000 08/15/2045 0.25%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.25%
GNR 2018-H03 XI IO 02.0664 02/20/2068 0.25%
GNR 2018-H05 BI IO 01.7998 02/20/2068 0.25%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.25%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.25%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.25%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.25%
STACR 2018-DNA2 B1 05.9158 12/25/2030 0.25%
FHR 4813 IO IO 05.5000 08/15/2048 0.24%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.24%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 0.24%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.24%
RMIR 2018-1 M2 04.2100 03/25/2028 0.24%
DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 0.23%
GNR 2016-42 IO IO 05.0000 02/20/2046 0.23%
GNR 2016-75 EI IO 03.5000 08/20/2045 0.23%
GNR 2017-H16 IH IO 01.4124 07/20/2067 0.23%
GNR 2018-127 ID IO 05.0000 07/20/2045 0.23%
JPMBB 2013-C14 D P/P 144A 04.7200 08/15/2046 0.23%
MLCFC 2006-4 C 05.3240 12/12/2049 0.23%
MSBAM 2013-C10 D P/P 144A 04.2185 07/15/2046 0.23%
2.55 R ISWP US0003M P 04/26/2019 0.22%
ALTA MESA HLDGS 07.8750 12/15/2024 0.22%
CAS 2015-C03 2M2 07.2158 07/25/2025 0.22%
FHR 4452 QI IO 04.0000 11/15/2044 0.22%
GNR 2016-104 GI IO 04.5000 01/20/2046 0.22%
GNR 2017-H06 BI IO 02.3093 02/20/2067 0.22%
GNR 2017-H09 IO IO 01.7055 04/20/2067 0.22%
GNR 2018-H15 KI IO 01.6958 08/20/2068 0.22%
STACR 2016-HQA2 M3 07.3658 11/25/2028 0.22%
GNR 2010-35 DI IO 04.5000 03/20/2040 0.21%
MSBAM 2014-C17 D P/P 144A 04.8596 08/15/2047 0.21%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.21%
STACR 2015-DNA2 B 09.7658 12/25/2027 0.21%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.20%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.20%
CWALT 2006-OA7 1A2 02.7850 06/25/2046 0.20%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.20%
FHR 4077 IK IO 05.0000 07/15/2042 0.20%
FNR 2010-99 NI IO 06.0000 09/25/2040 0.20%
GNR 2016-H16 EI IO 02.2059 06/20/2066 0.20%
GNR 2016-H22 AI IO 01.7177 10/20/2066 0.20%
GNR 2017-H12 QI IO 01.9490 05/20/2067 0.20%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.20%
SERVICE CORP INTL 05.3750 05/15/2024 0.20%
BSCMS 2005-PWR7 B 05.2140 02/11/2041 0.19%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.19%
CWALT 2007-OA8 2A1 02.3958 06/25/2047 0.19%
FHR 4501 BI IO 03.5000 10/15/2043 0.19%
FHR 4546 TI IO 04.0000 12/15/2045 0.19%
GNR 2014-100 NI IO 04.0000 06/20/2043 0.19%
GNR 2014-44 IA IO 03.5000 05/20/2028 0.19%
GNR 2016-H09 BI IO 01.8311 04/20/2066 0.19%
GNR 2017-H11 DI IO 01.8049 05/20/2067 0.19%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.19%
MSBAM 2013-C10 F P/P 144A 04.2185 07/15/2046 0.19%
GNR 2012-128 IA IO 03.5000 10/20/2042 0.18%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.18%
GNR 2015-187 JI IO 04.0000 03/20/2045 0.18%
GNR 2015-H20 CI IO 02.3483 08/20/2065 0.18%
GNR 2016-H06 DI IO 01.9010 07/20/2065 0.18%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 0.18%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.18%
WAMU 2005-AR10 1A3 04.1236 09/25/2035 0.18%
BSCMS 2005-PWR7 D 05.3040 02/11/2041 0.17%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.17%
CWALT 2005-59 1A1 02.4953 11/20/2035 0.17%
CWALT 2006-OA10 3A1 02.4058 08/25/2046 0.17%
FNR 2016-102 JI IO 03.5000 02/25/2046 0.17%
GNR 2015-40 IO IO 04.0000 03/20/2045 0.17%
GNR 2015-53 MI IO 04.0000 04/16/2045 0.17%
GNR 2015-64 YI IO 04.0000 11/20/2044 0.17%
GNR 2016-H02 HI IO 01.1516 01/20/2066 0.17%
GSMS 2013-GC10 E P/P 144A 04.5439 02/10/2046 0.17%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.17%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.16%
FNR 2016-96 ST IO 03.8842 12/25/2046 0.16%
FNR 2016-97 KI IO 03.0000 06/25/2040 0.16%
GNR 2014-H21 BI IO 01.5391 10/20/2064 0.16%
GNR 2016-H03 DI IO 02.0115 12/20/2065 0.16%
GNR 2017-H16 FI IO 02.0750 08/20/2067 0.16%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.16%
REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 0.16%
SAMI 2006-AR7 A1A 02.4258 08/25/2036 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%
WFMBS 2006-AR2 1A1 04.0186 03/25/2036 0.16%
WFMBS 2006-AR5 1A1 04.1918 04/25/2036 0.16%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.15%
CAS 2017-C01 1M2 05.7658 07/25/2029 0.15%
CAS 2017-C02 2B1 07.7158 09/25/2029 0.15%
CFCRE 2011-C2 E P/P 144A 05.9474 12/15/2047 0.15%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.15%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.15%
GNR 2012-140 IC IO 03.5000 11/20/2042 0.15%
GNR 2015-111 IJ IO 03.5000 08/20/2045 0.15%
GNR 2015-52 KI IO 03.5000 11/20/2040 0.15%
GNR 2015-H24 AI IO 02.1662 09/20/2065 0.15%
GNR 2016-H06 CI IO 01.1526 02/20/2066 0.15%
GNR 2016-H18 QI IO 02.3111 06/20/2066 0.15%
GNR 2017-165 IM IO 03.5000 11/20/2047 0.15%
GNR 2017-H02 BI IO 02.3837 01/20/2067 0.15%
JPMCC 2007-CB20 E P/P 144A 06.4410 02/12/2051 0.15%
JPMCC 2011-C3 F P/P 144A 05.8654 02/15/2046 0.15%
LNSTR 2015-3 C P/P 144A 03.2171 04/20/2048 0.15%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.15%
UNITYMEDIA HESSEN / NRW REGS 06.2500 01/15/2029 0.15%
BAUSCH HLTH COS INC P/P 144A 05.8750 05/15/2023 0.14%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.14%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.14%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.14%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.14%
CWALT 2006-OA7 1A1 02.7963 06/25/2046 0.14%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.14%
FHR 4165 TI IO 03.0000 12/15/2042 0.14%
FNR 2012-30 HI IO 04.5000 12/25/2040 0.14%
FNR 2015-88 QI IO 04.0000 10/25/2044 0.14%
FNR 2017-7 JI IO 04.0000 02/25/2047 0.14%
GNR 2014-100 LI IO 04.5000 10/16/2043 0.14%
GNR 2015-62 IL IO 03.5000 02/16/2042 0.14%
GNR 2015-H20 AI IO 01.8197 08/20/2065 0.14%
GNR 2015-H23 BI IO 01.7224 09/20/2065 0.14%
GNR 2016-H03 AI IO 01.3292 01/20/2066 0.14%
GNR 2018-127 IB IO 04.5000 06/20/2045 0.14%
IVORY COAST REGS 06.3750 03/03/2028 0.14%
JPALT 2007-A2 12A1 02.4158 06/25/2037 0.14%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.14%
REPUBLIC OF INDONESIA REGS 04.1250 01/15/2025 0.14%
SAMI 2006-AR7 A1BG 02.3358 08/25/2036 0.14%
T-MOBILE USA INC 06.3750 03/01/2025 0.14%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.14%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.13%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.13%
CWALT 2005-38 A1 03.3450 09/25/2035 0.13%
FNR 2011-101 SA IO 03.6842 10/25/2041 0.13%
FNR 2013-107 SB IO 03.7342 02/25/2043 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 2012-136 BI IO 03.5000 11/20/2042 0.13%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.13%
GNR 2016-48 MI IO 03.5000 04/16/2046 0.13%
GNR 2016-H17 KI IO 02.3240 07/20/2066 0.13%
GREAT LAKES D&D 08.0000 05/15/2022 0.13%
JPMCC 2013-LC11 D 04.3017 04/15/2046 0.13%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.13%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.13%
RALI 2006-QO5 1A1 02.4308 05/25/2046 0.13%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.13%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.13%
STACR 2015-HQA2 B 12.7158 05/25/2028 0.13%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.12%
BSCMS 2006-PW11 B P/P 144A 05.2830 03/11/2039 0.12%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.12%
COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 0.12%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.12%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.12%
FHR 4510 HI IO 03.0000 03/15/2040 0.12%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.12%
GNR 2012-47 CI IO 04.0000 03/20/2042 0.12%
GNR 2013-151 IB IO 04.5000 02/20/2040 0.12%
GNR 2013-34 IH IO 04.5000 03/20/2043 0.12%
GNR 2013-37 JI IO 03.5000 01/20/2043 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%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.12%
GSR 2007-OA1 2A3A 02.5258 05/25/2037 0.12%
JPMCC 2012-C6 E P/P 144A 05.3117 05/15/2045 0.12%
MLMT 2008-C1 D P/P 144A 06.7470 02/12/2051 0.12%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 0.12%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.12%
SPRINT CORP 07.2500 09/15/2021 0.12%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.11%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.11%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.11%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.11%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.11%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.11%
CWALT 2006-45T1 2A7 02.5558 02/25/2037 0.11%
CWCI 2007-C3 AJ 06.0151 05/15/2046 0.11%
FNR 2017-15 LI IO 04.0000 06/25/2046 0.11%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.11%
GNR 2016-H14 IO IO 01.6686 06/20/2066 0.11%
GNR 2017-11 PI IO 04.0000 12/20/2046 0.11%
GNR 2017-42 IC IO 04.5000 08/20/2041 0.11%
GNR 2017-H19 MI IO 02.0353 04/20/2067 0.11%
GSAA 2006-8 2A2 02.3958 05/25/2036 0.11%
HCA INC 06.5000 02/15/2020 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%
JPMBB 2014-C18 E P/P 144A 04.4744 02/15/2047 0.11%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.11%
PETROLEOS MEXICANOS USD 05.3750 03/13/2022 0.11%
REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 0.11%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.11%
STACR 2016-HQA3 M3 06.0658 03/25/2029 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%
SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 0.11%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.11%
WAMU 2005-AR19 A1C4 02.6158 12/25/2045 0.11%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.11%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.10%
AVAYA TLB L+425 06.4084 12/15/2024 0.10%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.10%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.10%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.10%
CONSTELLIUM NV P/P 144A 05.7500 05/15/2024 0.10%
DISH DBS CORP 05.8750 11/15/2024 0.10%
FHR 3852 SC IO 04.4916 04/15/2040 0.10%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.10%
GNR 2014-76 IO IO 05.0000 05/20/2044 0.10%
GNR 2015-H10 BI IO 01.8882 04/20/2065 0.10%
GNR 2015-H15 BI IO 02.2797 06/20/2065 0.10%
GNR 2016-29 IO IO 04.0000 02/16/2046 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%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 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%
SERVICE CORP INTL 05.3750 01/15/2022 0.10%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.10%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 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%
AMC ENT HOLDIN 06.1250 05/15/2027 0.09%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.09%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.09%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.09%
CALPINE CORPORATION 05.7500 01/15/2025 0.09%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.09%
CIT GROUP INC. 05.2500 03/07/2025 0.09%
CLEAR CHANNEL TLD L+675 08.9922 01/30/2019 0.09%
COMMERZBANK AG P/P 144A 08.1250 09/19/2023 0.09%
CONSTELLIUM NV P/P 144A 05.8750 02/15/2026 0.09%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.09%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.09%
FHR 4062 DI IO 04.0000 09/15/2039 0.09%
FHR 4122 TI IO 04.5000 10/15/2042 0.09%
FIRST QUANTUM MINERA P/P 144A 07.2500 05/15/2022 0.09%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.09%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.09%
GNR 2013-H08 CI IO 01.6650 02/20/2063 0.09%
GNR 2015-167 BI IO 04.5000 04/16/2045 0.09%
GNR 2017-38 DI IO 05.0000 03/16/2047 0.09%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.09%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.09%
HUSKY TLB L+300 05.2018 03/28/2025 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%
LEVEL 3 FINANCING INC 05.2500 03/15/2026 0.09%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.09%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.09%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.09%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.09%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.09%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.09%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.09%
STEEL DYNAMICS INC 05.0000 12/15/2026 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%
SWPTN 7YX5Y P 2.647 USD 06/03/2024 BA 0.09%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI 0.09%
TENET HEALTHCARE 06.0000 10/01/2020 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%
US CONCRETE INC 06.3750 06/01/2024 0.09%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.09%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.09%
WBCMT 2006-C26 AJ 06.2812 06/15/2045 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%
ALCOA NEDERLAND HLDG P/P 144A 06.1250 05/15/2028 0.08%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 0.08%
ALTICE FINANCING SA P/P 144A 07.5000 05/15/2026 0.08%
ALTICE FRANCE SA P/P 144A 06.2500 05/15/2024 0.08%
ALTICE US FIN II CRP P/P 144A 07.7500 07/15/2025 0.08%
ANTERO RESOURCES 05.3750 11/01/2021 0.08%
APERGY CORP P/P 144A 06.3750 05/01/2026 0.08%
BALTA 2004-3 B 05.1408 04/25/2034 0.08%
BRAND ENERGY TL L+425 06.5957 06/21/2024 0.08%
CAS 2015-C01 2M2 06.7658 02/25/2025 0.08%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.08%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.08%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.08%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.08%
COMM 2012-CR3 E P/P 144A 04.9136 10/15/2045 0.08%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.08%
CSMC 2007-C4 C P/P 144A 06.1846 09/15/2039 0.08%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.08%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.08%
FHR 4193 PI IO 04.0000 03/15/2043 0.08%
FHR 4678 MS IO 05.1072 04/15/2047 0.08%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.08%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.08%
GNR 2012-113 ID IO 03.5000 09/20/2042 0.08%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.08%
GNR 2013-54 JI IO 03.5000 02/20/2043 0.08%
GNR 2015-124 DI IO 03.5000 01/20/2038 0.08%
GNR 2015-H08 CI IO 01.7850 03/20/2065 0.08%
GNR 2017-118 KI IO 03.5000 10/20/2046 0.08%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.08%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.08%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.08%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.08%
HOUSTON FUEL TLB L+275 05.0000 06/26/2025 0.08%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.08%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.08%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.08%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.08%
MSC 2008-T29 F P/P 144A 06.3507 01/11/2043 0.08%
NABORS IND INC 05.7500 02/01/2025 0.08%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.08%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.08%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.08%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.08%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.08%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 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%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.08%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.08%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.08%
UNIVISION COMM P/P 144A 05.1250 05/15/2023 0.08%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.08%
WAMU 2005-AR19 A1B3 02.5658 12/25/2045 0.08%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.08%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.07%
3.026 R ISWP US0003M P 09/25/2028 0.07%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.07%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.07%
ASHTEAD CAPITAL INC P/P 144A 04.1250 08/15/2025 0.07%
BARCLAYS PLC USD 04.8360 05/09/2028 0.07%
BIOSCRIP INC 08.8750 02/15/2021 0.07%
CAS 2016-C04 1M2 06.4658 01/25/2029 0.07%
CAS 2018 - C01 1B1 05.7658 07/25/2030 0.07%
CCMFC 2006-4A A2 02.3958 11/25/2047 0.07%
CENTENE CORP 06.1250 02/15/2024 0.07%
CHESAPEAKE ENERGY 1.5L L+750 08.5000 08/23/2021 0.07%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.07%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 0.07%
CWALT 2006-OA10 1A1 02.8050 08/25/2046 0.07%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 0.07%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.07%
FNR 2012-36 SN IO 04.2342 04/25/2042 0.07%
FNR 2013-41 IP IO 04.0000 05/25/2043 0.07%
FORTERRA TL L+300 05.2422 10/25/2023 0.07%
GNR 2009-121 BI IO 04.5000 12/16/2039 0.07%
GNR 2010-20 UI IO 05.0000 02/20/2040 0.07%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.07%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.07%
GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 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%
INTESA SANPAOLO SPA P/P 144A 05.0170 06/26/2024 0.07%
ISTAR INC 06.0000 04/01/2022 0.07%
ITRON INC P/P 144A 05.0000 01/15/2026 0.07%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.07%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.07%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.07%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.07%
MSBAM 2013-C11 F P/P 144A 04.5027 08/15/2046 0.07%
NOK/USD 12/19/2018 GSFX 0.07%
NRG ENERGY INC 06.6250 01/15/2027 0.07%
OASIS PETROLEUM INC 06.8750 03/15/2022 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%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.07%
SEK/USD 12/19/2018 GSFX 0.07%
SESI LLC 07.7500 09/15/2024 0.07%
STEARNS HOLDINGS LLC P/P 144A 09.3750 08/15/2020 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%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.07%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.07%
TRANSDIGM INC 06.3750 06/15/2026 0.07%
TRANSDIGM INC 06.5000 07/15/2024 0.07%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.07%
UPC HOLDING BV P/P 144A 05.5000 01/15/2028 0.07%
USG CORP P/P 144A 04.8750 06/01/2027 0.07%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.07%
WAMU 2005-AR14 1A2 03.5377 12/25/2035 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%
AES CORP/THE 05.1250 09/01/2027 0.06%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 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 07.0000 03/15/2024 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%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.06%
CABLEVISION SYS CORP 08.0000 04/15/2020 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%
CAS 2017-C05 1B1 05.8158 01/25/2030 0.06%
CHEMOURS CO 06.6250 05/15/2023 0.06%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.06%
CIT GROUP INC 05.0000 08/01/2023 0.06%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.06%
COMSTOCK ESCROW CORP P/P 144A 09.7500 08/15/2026 0.06%
CPTFEMU R 1.4 P 07/15/27 0.06%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.06%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.06%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 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%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.06%
FHR 4183 MI IO 03.0000 02/15/2042 0.06%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.06%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.06%
FNR 2013-44 PI IO 04.0000 01/25/2043 0.06%
FNR 2013-60 IP IO 04.0000 10/25/2042 0.06%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.06%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.06%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.06%
GNR 2012-146 IO IO 05.0000 12/20/2042 0.06%
GNR 2014-4 IC IO 04.0000 01/20/2044 0.06%
GNR 2015-96 NI IO 03.5000 01/20/2039 0.06%
GNR 2015-H26 CI IO 00.7699 08/20/2065 0.06%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.06%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.06%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.06%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 0.06%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.06%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.06%
MGM RESORTS INTL 06.6250 12/15/2021 0.06%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.06%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 0.06%
PQ CORP P/P 144A 05.7500 12/15/2025 0.06%
RACKSPACE HOSTING INC L+300 05.3482 11/03/2023 0.06%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.06%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 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%
T-MOBILE USA INC 06.0000 03/01/2023 0.06%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.06%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 0.06%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.06%
WFCM 2013-LC12 D P/P 144A 04.4226 07/15/2046 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%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.05%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 0.05%
AVAYA HOLDINGS CORP 0.05%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 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%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.05%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.05%
CENTENE CORP 04.7500 05/15/2022 0.05%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.05%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.05%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.05%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.05%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.05%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.05%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.05%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.05%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 0.05%
EAGLECLAW MID TL L+425 06.4922 06/30/2024 0.05%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.05%
FNR 2010-35 SG IO 04.1842 04/25/2040 0.05%
FNR 2013-53 JI IO 03.0000 12/25/2041 0.05%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.05%
GNR 2012-56 IB IO 04.0000 04/20/2042 0.05%
GNR 2013-165 IL IO 04.0000 03/20/2043 0.05%
GNR 2013-28 IO IO 03.5000 02/20/2043 0.05%
GNR 2015-79 GI IO 05.0000 10/20/2039 0.05%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 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%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.05%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.05%
MASTEC INC 04.8750 03/15/2023 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%
MHL 2005-3 M2 03.0108 08/25/2035 0.05%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.05%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.05%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.05%
NEIMAN MARCUS TL L+325 05.3703 10/25/2020 0.05%
NETFLIX INC P/P 144A 05.8750 11/15/2028 0.05%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.05%
NRG ENERGY INC 07.2500 05/15/2026 0.05%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.05%
OWENS CORNING 04.2000 12/01/2024 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%
REALPAGE INC CV 01.5000 11/15/2022 0.05%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.05%
REYNOLDS GROUP TL L+300 04.9922 02/05/2023 0.05%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.05%
STARWOOD PROP TR 04.7500 03/15/2025 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%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.05%
TENNANT CO 05.6250 05/01/2025 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%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.05%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.05%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.05%
VIRGIN MEDIA SECURED FIN REGS 05.1250 01/15/2025 0.05%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.05%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 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 12/19/2020 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%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.04%
ALTICE LUXEMBOURG SA REGS 06.2500 02/15/2025 0.04%
ARCELORMITTAL USD 06.1250 06/01/2025 0.04%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.04%
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%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.04%
BERRY GLOBAL INC 05.5000 05/15/2022 0.04%
CAS 2015-C02 2M2 06.2158 05/25/2025 0.04%
CEC ENT INC 08.0000 02/15/2022 0.04%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.04%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.04%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.04%
CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021 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%
DISH NETWORK CV 03.3750 08/15/2026 0.04%
ENSCO PLC USD 07.7500 02/01/2026 0.04%
EUROPCAR MOBILITY REGS 04.1250 11/15/2024 0.04%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.04%
FHR 4000 PI IO 04.5000 01/15/2042 0.04%
FHR 4105 HI IO 03.5000 07/15/2041 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 2006-62 PS 26.6051 07/25/2036 0.04%
FNR 2011-59 BI IO 06.0000 08/25/2040 0.04%
FNR 2012-127 BI IO 04.5000 11/25/2042 0.04%
FNR 2012-145 TI IO 03.0000 11/25/2042 0.04%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.04%
FRAC TECH INTL TLB L+475 07.1719 04/16/2021 0.04%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.04%
FRONTIER COMM 10.5000 09/15/2022 0.04%
GENON ENERGY INC. 09.8750 10/15/2020 0.04%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.04%
HCA INC 05.2500 06/15/2026 0.04%
HUBSPOT INC CV 00.2500 06/01/2022 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%
ILLUMINA INC P/P 144A CV 00.0000 08/15/2023 0.04%
JAGGED PEAK ENERGY P/P 144A 05.8750 05/01/2026 0.04%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.04%
JPMCC 2007-CB20 C P/P 144A 06.4410 02/12/2051 0.04%
KRONOS 2NDL L+825 10.5931 11/01/2024 0.04%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.04%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.04%
MEDICINES CO CV 02.5000 01/15/2022 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%
MICRON TECHNO CV 03.0000 11/15/2043 0.04%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.04%
MURRAY ENERGY TLB2 L+725 09.5853 10/17/2022 0.04%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.04%
NOK/USD 12/19/2018 BANKAM 0.04%
NOVAFIVES REGS 05.0000 06/15/2025 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%
PALO ALTO NET P/P 144A CV 00.7500 07/01/2023 0.04%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.04%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.04%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.04%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.04%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.04%
ROYAL BK SCOTLND USD 05.1250 05/28/2024 0.04%
SERVICENOW IN CV 00.0000 06/01/2022 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%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.04%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.04%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.04%
STANDARD IND INC P/P 144A 06.0000 10/15/2025 0.04%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.04%
SWPTN 12YX10Y P 2.725 USD 11/08/2029 GS 0.04%
SWPTN 12YX10Y P 3.005 USD 11/16/2029 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%
TAKKO LUX 2 SCA REGS 05.3750 11/15/2023 0.04%
TALBOTS INC 1STL L+450 06.7422 03/19/2020 0.04%
TARGA RES PRTNRS 05.3750 02/01/2027 0.04%
TENDAM BRANDS SAU REGS 05.0000 09/15/2024 0.04%
TENNECO INC 05.3750 12/15/2024 0.04%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.04%
UNILABS SUBHOLD REGS 05.7500 05/15/2025 0.04%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.04%
USD/CNH CALL 7.00 20190404 GSFX 0.04%
USG CORP P/P 144A 05.5000 03/01/2025 0.04%
WFRBS 2013-C12 E P/P 144A 03.5000 03/15/2048 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%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.04%
0.4419 R ISWP EUR006M P 01/30/2023 0.03%
1.3975 R ISWP JPL6M P 02/19/2020 0.03%
1.955 R ISWP HKL3M P 04/23/2019 0.03%
1.96625 R ISWP HKL3M P 04/24/2019 0.03%
AIR METHODS TLB L+350 04.7964 04/21/2024 0.03%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.03%
BERRY GLOBAL INC 05.1250 07/15/2023 0.03%
CALIFORNIA RESOURCES 05.0000 01/15/2020 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-C04 2M2 07.7658 04/25/2028 0.03%
CAS 2016-C06 1M2 06.4658 04/25/2029 0.03%
CAS 2017-C02 2M2 05.8658 09/25/2029 0.03%
CBRE SERVICES INC 05.2500 03/15/2025 0.03%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.03%
CHEMOURS CO 07.0000 05/15/2025 0.03%
CINEMARK USA INC 05.1250 12/15/2022 0.03%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.03%
CONTINENTAL RES 04.5000 04/15/2023 0.03%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.03%
CPG INTL TL L+375 05.0828 05/05/2024 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%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.03%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.03%
ENRGY TRANS PT/REG FIN 05.0000 10/01/2022 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 3072 SM 04.2533 11/15/2035 0.03%
FHR 4210 PI IO 03.0000 12/15/2041 0.03%
FHS 304 C37 IO 03.5000 12/15/2027 0.03%
FNR 2007-53 SP 16.0754 06/25/2037 0.03%
FNR 2013-18 SB IO 03.9342 10/25/2041 0.03%
FNR 2013-23 PI IO 03.0000 10/25/2041 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%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.03%
GNR 2013-129 SN IO 03.9848 09/20/2043 0.03%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.03%
JAZZ INVESTME USD 01.8750 08/15/2021 0.03%
JC PENNEY CORP INC P/P 144A 05.8750 07/01/2023 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%
JO-ANN STORES TL L+500 07.5094 10/16/2023 0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.03%
LENNAR CORP 04.7500 11/15/2022 0.03%
LENNAR CORP 05.8750 11/15/2024 0.03%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.03%
MERCER INTL INC USD 05.5000 01/15/2026 0.03%
MICROCHIP TEC CV 01.6250 02/15/2027 0.03%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.03%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.03%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.03%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.03%
NOK/USD 12/19/2018 JPMCB 0.03%
NOK/USD 12/19/2018 SSBT 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%
PRICELINE.COM CV 00.3500 06/15/2020 0.03%
RED HAT INC CV 00.2500 10/01/2019 0.03%
REFINITIV TLB L+375 06.0875 09/18/2025 0.03%
SM ENERGY CO 05.0000 01/15/2024 0.03%
SPRINGLEAF FINANCE CORP 06.1250 05/15/2022 0.03%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 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%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.03%
THE AES CORPORATION 04.8750 05/15/2023 0.03%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 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%
WEATHERFORD INTL LLC P/P 144A 09.8750 03/01/2025 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 CORP 06.6250 01/15/2026 0.03%
WORKDAY INC CV 00.2500 10/01/2022 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%
AIR MEDICAL TLB L+325 05.3826 04/28/2022 0.02%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.02%
AMC ENT HOLDIN 05.8750 11/15/2026 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%
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%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.02%
BWAY CORP TLB L+325 05.5814 04/03/2024 0.02%
CAESARS ENTERTAINMENT CORP 0.02%
CAS 2015-C02 1M2 06.2158 05/25/2025 0.02%
CCC INFO 2NDL L+675 08.9922 03/31/2025 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.02%
CENTENE CORP P/P 144A 05.3750 06/01/2026 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 CS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.02%
COLONY STARWO CV 03.5000 01/15/2022 0.02%
COUPA SOFTW P/P 144A CV 00.3750 01/15/2023 0.02%
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%
DCP MIDSTREAM OPERATING 05.3750 07/15/2025 0.02%
DENBURY RESOURCES P/P 144A 07.5000 02/15/2024 0.02%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.02%
ENERGIZER GAMM P/P 144A 06.3750 07/15/2026 0.02%
ENERGY TRANSFER EQUITY 05.5000 06/01/2027 0.02%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.02%
EQUINIX INC 05.3750 05/15/2027 0.02%
FHR 3249 PS 15.1521 12/15/2036 0.02%
FHR 3408 EK 17.1078 04/15/2037 0.02%
FNR 2005-75 GS 13.6026 08/25/2035 0.02%
FNR 2005-83 QP 11.6329 11/25/2034 0.02%
FNR 2008-24 SP 15.1587 02/25/2038 0.02%
FNS 378 19 IO 05.0000 06/25/2035 0.02%
GNR 2014-108 IP IO 04.5000 12/20/2042 0.02%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.02%
HALCON RESOURCES CORP 0.02%
HCA INC. 07.5000 02/15/2022 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%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.02%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.02%
JPY/USD 11/19/2018 SSBT 0.02%
LIBERTY EXPEDIA HOLD INC 144A 0.02%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.02%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.02%
MERCER INTL INC USD 07.7500 12/01/2022 0.02%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.02%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.02%
NAVISTAR INTL CORP TLB L+375 06.0619 07/30/2025 0.02%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 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%
NZD/USD 10/17/2018 GSFX 0.02%
OPTN FN30 3.5 12/06/18 CALL 98.328125 JPMC 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%
SERVICE CORP INTL 04.6250 12/15/2027 0.02%
SESI LLC 07.1250 12/15/2021 0.02%
SM ENERGY CO 06.6250 01/15/2027 0.02%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.02%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.02%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.02%
STEEL DYNAMICS INC 05.5000 10/01/2024 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%
T-MOBILE USA INC. 04.0000 04/15/2022 0.02%
TALBOTS INC 2NDL L+850 10.7422 03/19/2021 0.02%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.02%
TELADOC INC P/P 144A CV 01.3750 05/15/2025 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%
TWITTER INC CV 01.0000 09/15/2021 0.02%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.02%
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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%
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CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
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CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 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.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 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 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 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 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%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 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%
CPTFEMU R 1.4375 P 09/15/23 0.00%
CPTFEMU R 1.4413 P 09/15/23 0.00%
CPTFEMU R 1.4425 P 09/15/23 0.00%
CPTFEMU R 1.4438 P 09/15/23 0.00%
CSMC 2006-C5 AX IO 00.9604 12/15/2039 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 12/19/2018 BANKAM 0.00%
EUR/USD 12/19/2018 BCAP-FX 0.00%
EUR/USD 12/19/2018 CSI-FX 0.00%
EUR/USD 12/19/2018 GSFX 0.00%
EUR/USD 12/19/2018 RBSF 0.00%
EUR/USD 12/19/2018 SSBT 0.00%
EUR/USD 12/19/2018 WPAC 0.00%
EURO-BTP FUTURE DEC18 IKZ8 0.00%
EURO-BUND FUTURE DEC18 RXZ8 0.00%
EURO-OAT FUTURE DEC18 OATZ8 0.00%
FHR 3326 WF 00.0000 10/15/2035 0.00%
FNR 1999-51 N PO 00.0000 09/17/2029 0.00%
FNS 366 22 IO 04.5000 10/25/2035 0.00%
GBP/USD 12/19/2018 BANKAM 0.00%
GBP/USD 12/19/2018 BCAP-FX 0.00%
GBP/USD 12/19/2018 JPMCB 0.00%
GBP/USD 12/19/2018 SSBT 0.00%
GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036 0.00%
GSMS 2005-GG4 XC IO P/P 144A 01.5912 07/10/2039 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HKD/USD 11/19/2018 BCAP-FX 0.00%
IDR/USD 12/19/2018 HSBCB 0.00%
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 P US0001M R 01/12/44 JP 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 BC 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 CS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 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.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 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.FN30.450.10 R USL1M P 01/12/41 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.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%
JPMCC 07-CB20 X1 IO P/P 144A 00.0000 02/12/2051 0.00%
JPY/USD 11/19/2018 BCAP-FX 0.00%
JPY/USD 11/19/2018 UBS 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 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 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%
MEZZ 2007-C5 X IO P/P 144A 06.1943 12/15/2049 0.00%
MWO HOLDINGS LLC 0.00%
MXN/USD 10/17/2018 HSBCB 0.00%
NINE POINT ENERGY COM 0.00%
NZD/USD 10/17/2018 RBSF 0.00%
NZD/USD 10/17/2018 SSBT 0.00%
NZD/USD 10/17/2018 UBS 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%
SEK/USD 12/19/2018 BANKAM 0.00%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STRIP 2003-1A N P/P 144A 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%
ZAR/USD 10/17/2018 GSFX 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%
AUD/USD 10/17/2018 BANKAM -0.01%
AUD/USD 10/17/2018 CITI -0.01%
AUD/USD 10/17/2018 UBS -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -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.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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-.7 2047-01-17 300.0 01/17/2047 GS -0.01%
JPY/USD 11/19/2018 CITI -0.01%
JPY/USD 11/19/2018 GSFX -0.01%
OPTN FN30 3.5 10/04/18 CALL 98.3125 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%
SEK/USD 12/19/2018 RBSF -0.01%
SEK/USD 12/19/2018 SSBT -0.01%
SEK/USD 12/19/2018 UBS -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%
AUD/USD 10/17/2018 HSBCB -0.02%
AUD/USD 10/17/2018 RBSF -0.02%
AUD/USD 10/17/2018 WPAC -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.02%
CPTFEMU P 1.71 R 08/15/37 -0.02%
CPURNSA P 2.19 R 12/06/27 -0.02%
CPURNSA P 2.1939 R 12/21/27 -0.02%
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%
SEK/USD 12/19/2018 BCAP-FX -0.02%
SEK/USD 12/19/2018 CITI -0.02%
SEK/USD 12/19/2018 CSI-FX -0.02%
SEK/USD 12/19/2018 HSBCB -0.02%
SEK/USD 12/19/2018 JPMCB -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 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 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 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
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 2.5 USD 11/09/2029 JP -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%
5.93 R ISWP MXIBTIIE P 10/06/2021 -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -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 CS -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 ML -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%
CPTFEMU P 1.7138 R 08/15/37 -0.04%
CPURNSA P 2.05 R 07/05/27 -0.04%
OPTN FN30 2.5 10/04/18 PUT 93.16015625 JPMC -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 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%
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%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.05%
NOK/USD 12/19/2018 RBSF -0.05%
OPTN FN30 3.0 10/04/18 PUT 96.42578125 JPMC -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 12YX10Y P 2.5 USD 11/09/2029 JP -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%
0.503 R ISWP FWD EUR006M P 03/21/2023 -0.06%
CPTFEMU P 1.71 R 07/15/37 -0.06%
SWPTN 1YX2Y P 2.813 USD 01/28/2019 BC -0.06%
2.936 R ISWP US0003M P 09/25/2028 -0.07%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.07%
6.16 R ISWP MXIBTIIE P 01/01/2026 -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%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.09%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -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 3MX4Y P 3.02125 USD 12/12/2018 GS -0.10%
SWPTN 7YX23Y R 3.0 USD 04/04/2025 MS -0.10%
SWPTN 7YX23Y R 3.0 USD 04/14/2025 MS -0.10%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.11%
SWPTN 10YX10Y R 2.01 EUR 12/20/2027 GS -0.11%
SWPTN 10YX10Y P 2.01 EUR 12/20/2027 GS -0.12%
SWPTN 1YX2Y P 2.77 USD 01/16/2019 JP -0.12%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -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%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.17%
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 -0.22%
FNMA FN30 TBA 04.5000 10/01/2048 -1.18%
FNMA FN30 TBA 03.0000 10/01/2048 -6.56%

Prior top 10 holdings

Top 10 holdings as of 10/31/18
Fnma Fn30 Tba 03.5000 11/01/2048
Fnma Fn30 Tba 03.5000 12/01/2048
Fnma Fn30 Tba 04.0000 11/01/2048
Gnma Gii30 Tba 04.5000 12/01/2048
Petrobras Global Finance Usd 07.3750 01/17/2027
Hellenic Republic Regs 03.0000 02/24/2024
Gnma Gii30 Tba 04.0000 11/01/2048
Fnma Fn30 Tba 05.5000 11/01/2048
Hellenic Republic Regs 03.0000 02/24/2023
Cwalt 2006-Oa10 4a1 02.4714 08/25/2046
Holdings represent 26.46% of portfolio
Top 10 holdings as of 09/30/18
Fnma Fn30 Tba 03.5000 10/01/2048
Fnma Fn30 Tba 04.0000 11/01/2048
Gnma Gii30 Tba 04.5000 10/01/2048
Petrobras Global Finance Usd 07.3750 01/17/2027
Hellenic Republic Regs 03.0000 02/24/2024
Gnma Gii30 Tba 04.0000 10/01/2048
Fnma Fn30 Tba 05.5000 10/01/2048
Hellenic Republic Regs 03.0000 02/24/2023
Cwalt 2006-Oa10 4a1 02.4058 08/25/2046
Petroleos Mexicanos Usd 04.5000 01/23/2026
Holdings represent 27.65% of portfolio
Top 10 holdings as of 08/31/18
Fnma Fn30 Tba 03.5000 10/01/2048
Fnma Fn30 Tba 04.0000 10/01/2048
Gnma Gii30 Tba 04.5000 09/01/2048
Hellenic Republic Regs 03.0000 02/24/2024
Gnma Gii30 Tba 04.0000 09/01/2048
Petrobras Global Finance Usd 07.3750 01/17/2027
Fnma Fn30 Tba 05.5000 09/01/2048
Hellenic Republic Regs 03.0000 02/24/2023
Cwalt 2006-Oa10 4a1 02.2548 08/25/2046
Petroleos Mexicanos Usd 04.5000 01/23/2026
Holdings represent 26.45% of portfolio
Top 10 holdings as of 07/31/18
Fnma Fn30 Tba 03.5000 09/01/2048
Fnma Fn30 Tba 04.0000 08/01/2048
Gnma Gii30 Tba 04.5000 08/01/2048
Hellenic Republic Regs 03.0000 02/24/2024
Gnma Gii30 Tba 04.0000 08/01/2048
Petrobras Global Finance Usd 07.3750 01/17/2027
Fnma Fn30 Tba 05.5000 08/01/2048
Hellenic Republic Regs 03.0000 02/24/2023
Cwalt 2006-Oa10 4a1 02.2536 08/25/2046
Petroleos Mexicanos Usd 04.5000 01/23/2026
Holdings represent 25.94% of portfolio

Maturity detail

0 - 1 yr. -3.29%
1 - 5 yrs. 31.48%
5 - 10 yrs. 71.05%
10 - 15 yrs. 0.41%
Over 15 yrs. 0.35%

Quality rating

AAA 42.66%
A 0.84%
BBB 8.77%
BB 26.80%
B 18.49%
CCC and Below 9.24%
Not Rated -6.80%

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. Bond prices may fall or fail to rise over time for several reasons, including general financial market conditions, changing market perceptions (including perceptions about the risk of default and expectations about changes in monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value less when interest rates decline and decline in value more when interest rates rise. You can lose money by investing in the fund. The fund's shares trade on a stock exchange at market prices, which may be lower than the fund's net asset value.

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

Country allocation as of 10/31/18

United States 78.33%
Greece 3.38%
Argentina 3.20%
Brazil 3.10%
Mexico 2.22%
Canada 1.58%
Indonesia 1.58%
Russia 0.71%
Bermuda 0.67%
 
Other
5.23%
Netherlands 0.66%
Dominican Republic 0.63%
Luxembourg 0.63%
Ivory Coast 0.49%
Egypt 0.45%
United Kingdom 0.45%
Ireland 0.28%
Germany 0.23%
Venezuela 0.23%
France 0.20%
Jamaica 0.20%
Senegal 0.15%
Cayman Islands 0.13%
Switzerland 0.13%
El Salvador 0.11%
European Community 0.09%
Hong Kong 0.09%
Italy 0.07%
Spain 0.04%
Sweden 0.04%
Israel 0.02%
Japan 0.02%
India 0.01%
Norway 0.01%
South Africa 0.01%
New Zealand -0.03%
Australia -0.11%

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

Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. Bond prices may fall or fail to rise over time for several reasons, including general financial market conditions, changing market perceptions (including perceptions about the risk of default and expectations about changes in monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value less when interest rates decline and decline in value more when interest rates rise. You can lose money by investing in the fund. The fund's shares trade on a stock exchange at market prices, which may be lower than the fund's net asset value.

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