Premier Income Trust  (NYSE: PPT)

A closed-end fund seeking high current income by investing in a wide variety of fixed-income securities globally.

Objective

The fund seeks to provide high current income. The fund pursues its goal through asset allocation across three different fixed-income sectors: U.S. high-grade, high-yield, and international securities.

Daily pricing as of 09/19/17

Ticker NYSE: PPT
Net asset value $5.54
Net asset value change 0.00
Market price $5.36
Market price change 0.00
Discount/Premium -3.24%
Dividend rate at net asset value 5.63%
Dividend rate at market price 5.82%

Fund facts as of 08/31/17

Inception date
02/29/88
Total net assets
$591.70M
Dividend frequency
Monthly
Number of holdings
1399
Product status
Trades on secondary market
Common share CUSIP
746853100
Ticker
NYSE: PPT
Fiscal year end
July
Category
Closed End
Turnover (fiscal year end)
1,055%
Number of common share accounts
5010
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


Literature

Fund documents

Fact Sheet (PDF)
Annual Report (PDF)
Semiannual Report (PDF)
Analyst Report (PDF)

Using and enhancing ESG investment data
ESG data is having investment impact but is still evolving, and stands to benefit from feedback offered by fundamental analysts.
Why there's nothing wrong with a "just right" market
When assessing the markets and economy the media often looks for drama, but headlines are our least-used investment tool.
Value benefits from an expanding economy
Value stocks have lagged the market in 2017, but if the economy continues to expand, rates rise, and the yield curve steepens, this trend could reverse.

Performance

  • Performance as of 06/30/17

  • Annual performance as of 06/30/17

Last month Last quarter Year to date 1 yr. 3 yrs. 5 yrs. 10 yrs.
Net asset value 0.47% 1.06% 3.61% 12.81% 1.91% 5.32% 5.04%
Market price 6.34% 4.55% 12.49% 22.80% 5.52% 6.49% 6.15%
Comparative index: Bloomberg Barclays Govt Bond Index†
Net asset value -0.16% 1.17% 1.86% -2.18% 1.99% 1.30% 3.93%

* Data is historical. Past performance is not a guarantee of future results. More recent returns may be less or more than those shown. Investment return, net asset value, and market price 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 snapshot

  Net asset value Market price
1 mt. -0.25% 0.48%
as of 08/31/17
YTD 4.58% -
as of 09/19/17

Lipper rankings as of 08/31/17

General Bond Funds Percentile ranking Rank/Funds in category
1 yr. 59% 20/33
3 yrs. 90% 27/29
5 yrs. 84% 20/23
10 yrs. 85% 16/18

Distribution history (past 12 mts.)

Ex-distribution date Distribution amount
per common share
08/24/17 $00.026
07/24/17 $00.026
06/23/17 $00.026
05/24/17 $00.026
04/24/17 $00.026
03/24/17 $00.026
02/23/17 $00.026
01/24/17 $00.026
12/23/16 $00.026
11/23/16 $00.026
10/24/16 $00.026
09/23/16 $00.026

The dividend information above, which includes both regular and special distributions, does not address the accounting or tax characteristics of any distribution, and should not be used for tax reporting purposes. Distributions may include investment income, capital gains or returns of capital. For tax-exempt funds, some distributions may have been taxable.

Risk characteristics 

Average effective maturity 7.00
Average stated maturity N/A
Average effective duration
without leverage
0.63
Average effective duration
with leverage
0.63
Average yield to maturity 6.00
Average price 90.33
Average coupon 6.06

* Data is historical. Past performance is not a guarantee of future results. More recent returns may be less or more than those shown. Investment return, net asset value, and market price 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.

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 08/31/17

Fnma Fn30 Tba 03.5000 10/01/2047 10.14%
Fnma Fn30 Tba 03.5000 09/01/2047 7.53%
Fnma Fn30 Tba 04.5000 09/01/2047 2.55%
Fnma Fn30 Tba 04.0000 09/01/2047 2.32%
Gnma Gii30 Tba 04.0000 10/01/2047 1.42%
Cwalt 2006-Oa10 4a1 01.4244 08/25/2046 1.09%
Vtb Bank (Vtb Cap P/P 144a 06.9500 10/17/2022 1.05%
Cas 2015-C04 1m2 06.9344 04/25/2028 0.95%
Fnma Fn30 Tba 05.5000 09/01/2047 0.93%
Prov Buenos Aire P/P 144a 07.8750 06/15/2027 0.92%
Top 10 holdings, percent of portfolio 28.90%

Full portfolio holdings as of 06/30/17

FNMA FN30 TBA 03.5000 08/01/2047 18.27%
FNMA FN30 TBA 03.5000 07/01/2047 7.94%
FNMA FN30 TBA 04.5000 07/01/2047 2.52%
FNMA FN30 TBA 04.0000 07/01/2047 2.12%
CWALT 2006-OA10 4A1 01.4061 08/25/2046 1.09%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 1.03%
CAS 2015-C04 1M2 06.9161 04/25/2028 0.96%
FNMA FN30 TBA 05.5000 07/01/2047 0.93%
CAS 2015-C03 1M2 06.2161 07/25/2025 0.89%
CAS 2016-C03 2M2 07.1161 10/25/2028 0.84%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.84%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.75%
WAMU 2005-AR13 A1C3 01.7061 10/25/2045 0.69%
GNR 2016-H23 NI IO 02.4037 10/20/2066 0.65%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.65%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.63%
CAS 2016-C02 1B 13.4661 09/25/2028 0.54%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.53%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.52%
CWALT 2005-59 1A1 01.5422 11/20/2035 0.48%
STACR 2015-DN1 B 12.7161 01/25/2025 0.47%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.46%
CAS 2016-C04 1B 11.4661 01/25/2029 0.45%
FED REPUBLIC OF BRAZIL USD 05.0000 01/27/2045 0.45%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.43%
STACR 2016-DNA1 B 11.2161 07/25/2028 0.42%
CAS 2016-C01 1B 12.9661 08/25/2028 0.41%
FHR 4604 QI IO 03.5000 07/15/2046 0.41%
CSAIL 2015-C1 D P/P 144A 03.9422 04/15/2050 0.39%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.39%
MSBAM 2014-C15 D P/P 144A 05.0562 04/15/2047 0.38%
PETROBRAS GLOBAL FINANCE USD 08.3750 05/23/2021 0.38%
RUSSIAN FEDERATION P/P 144A 12.7500 06/24/2028 0.38%
FED REPUBLIC OF BRAZIL USD 06.0000 04/07/2026 0.37%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.37%
CAS 2015-C03 2M2 06.2161 07/25/2025 0.36%
CD 2007-CD5 E P/P 144A 06.5058 11/15/2044 0.35%
CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 0.35%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.34%
MSBAM 2013-C10 E P/P 144A 04.2190 07/15/2046 0.34%
MSBAM 2014-C17 D P/P 144A 04.6974 08/15/2047 0.34%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2023 0.34%
JPMBB 2014-C18 D P/P 144A 04.9740 02/15/2047 0.33%
MLMT 2004-KEY2 D 05.0460 08/12/2039 0.33%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037 0.33%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.32%
JPMCC 2012-LC9 E P/P 144A 04.5352 12/15/2047 0.32%
CWCI 2007-C2 AJFX 05.5680 04/15/2047 0.31%
GNR 2016-H10 AI IO 01.9042 04/20/2066 0.31%
JPMBB 2013-C15 D P/P 144A 05.2318 11/15/2045 0.31%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.31%
STACR 2015-DNA3 B 10.5661 04/25/2028 0.31%
WBCMT 2006-C26 AJ 06.3084 06/15/2045 0.31%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 0.31%
CAS 2016-C03 1B 12.9661 10/25/2028 0.30%
GNR 2015-186 AI IO 04.0000 12/20/2045 0.30%
GNR 2017-H08 NI IO 02.1945 03/20/2067 0.30%
WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 0.30%
DOMINICAN REPUBLIC P/P 144A 05.5000 01/27/2025 0.29%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.29%
GNR 2016-104 GI IO 04.5000 01/20/2046 0.29%
REP OF ARGENTINA USD 07.1250 07/06/2036 0.29%
STACR 2016-HQA2 M3 06.3661 11/25/2028 0.29%
WAMU 2005-AR19 A1C3 01.7161 12/25/2045 0.29%
BSCMS 2007-T26 AJ 05.5353 01/12/2045 0.28%
GNR 2014-44 IA IO 03.5000 05/20/2028 0.27%
JPMCC 2007-CB20 C P/P 144A 06.3104 02/12/2051 0.27%
PETROLEOS MEXICANOS USD 08.0000 05/03/2019 0.27%
STACR 2015-DNA2 B 08.7661 12/25/2027 0.27%
WAMU 2005-AR10 1A3 02.8076 09/25/2035 0.27%
CWALT 2005-38 A3 01.5661 09/25/2035 0.26%
FHR 4580 ID IO 03.5000 08/15/2045 0.26%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.26%
RUSSIAN FEDERATION P/P 144A 05.6250 04/04/2042 0.26%
WFRBS 2014-C19 E P/P 144A 05.1353 03/15/2047 0.26%
GNR 2010-35 DI IO 04.5000 03/20/2040 0.25%
GNR 2016-H09 BI IO 02.2729 04/20/2066 0.25%
GNR 2017-H09 IO IO 01.7751 04/20/2067 0.25%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.25%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.25%
STACR 2015-HQA2 B 11.7161 05/25/2028 0.25%
GNR 2014-100 NI IO 04.0000 06/20/2043 0.24%
GNR 2017-H06 BI IO 02.2858 02/20/2067 0.24%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 0.23%
BSCMS 2005-PWR7 B 05.2140 02/11/2041 0.23%
CAESARS ENT OPER TLB6B L+775 11.5000 03/01/2018 0.23%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 0.23%
FHR 4077 IK IO 05.0000 07/15/2042 0.23%
FHR 4425 IO IO 04.0000 01/15/2045 0.23%
GSMS 2013-GC16 E P/P 144A 05.3202 11/10/2046 0.23%
JPMBB 2014-C25 D P/P 144A 04.0958 11/15/2047 0.23%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.23%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.23%
SAMI 2007-AR1 2A1 01.3961 01/25/2037 0.23%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 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-H06 DI IO 01.9035 07/20/2065 0.22%
IVORY COAST P/P 144A 06.1250 06/15/2033 0.22%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.22%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.22%
FHR 4165 TI IO 03.0000 12/15/2042 0.21%
FNR 2011-101 SA IO 04.6839 10/25/2041 0.21%
GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 0.21%
WFRBS 2013-C12 E P/P 144A 03.5000 03/15/2048 0.21%
COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 0.20%
CWALT 2006-OA7 1A2 01.6716 06/25/2046 0.20%
FHR 4452 QI IO 04.0000 11/15/2044 0.20%
GNR 2012-140 IC IO 03.5000 11/20/2042 0.20%
GNR 2012-38 MI IO 04.0000 03/20/2042 0.20%
GNR 2014-119 SA IO 04.3878 08/20/2044 0.20%
GNR 2015-52 KI IO 03.5000 11/20/2040 0.20%
GNR 2015-53 MI IO 04.0000 04/16/2045 0.20%
GNR 2015-H20 CI IO 01.9845 08/20/2065 0.20%
GNR 2016-H02 HI IO 01.9413 01/20/2066 0.20%
LUKOIL INTL FINANCE P/P 144A 06.6560 06/07/2022 0.20%
STACR 2017-DNA2 B1 06.3661 10/25/2029 0.20%
T-MOBILE USA INC 06.6250 04/01/2023 0.20%
2.20 R ISWP FWD USL3M P 09/20/2027 0.19%
CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 0.19%
COMM 2007-C9 F 05.7764 12/10/2049 0.19%
CWALT 2006-OA7 1A1 02.3144 06/25/2046 0.19%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.19%
GNR 2015-187 JI IO 04.0000 03/20/2045 0.19%
GNR 2015-62 IL IO 03.5000 02/16/2042 0.19%
GNR 2017-H11 DI IO 01.8486 05/20/2067 0.19%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 0.19%
JPMCC 2013-C13 E P/P 144A 03.9860 01/15/2046 0.19%
SERVICE CORP INTL 05.3750 05/15/2024 0.19%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.19%
BSCMS 2006-PW11 B P/P 144A 05.3019 03/11/2039 0.18%
CFCRE 2011-C2 E P/P 144A 05.9452 12/15/2047 0.18%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.18%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.18%
GNR 2014-20 SQ IO 04.8878 07/20/2043 0.18%
GNR 2015-64 YI IO 04.0000 11/20/2044 0.18%
GNR 2016-H03 AI IO 02.1650 01/20/2066 0.18%
GNR 2016-H03 DI IO 02.0319 12/20/2065 0.18%
GNR 2016-H06 CI IO 01.7520 02/20/2066 0.18%
JPMCC 2011-C3 F P/P 144A 05.8007 02/15/2046 0.18%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 0.18%
NAVISTAR INTERNATIONAL CORP 08.2500 11/01/2021 0.18%
PROVINCIA DE BUENOS P/P REGS 23.9550 05/31/2022 0.18%
SPRINT CORP 07.8750 09/15/2023 0.18%
UNITED MEXICAN STATES USD 05.7500 10/12/2110 0.18%
AES CORP/VA 05.5000 04/15/2025 0.17%
ALTA MESA HLDGS P/P 144A 07.8750 12/15/2024 0.17%
ALTICE LUXEMBOURG SA P/P 144A 07.6250 02/15/2025 0.17%
BSCMS 2005-PWR7 D 05.3040 02/11/2041 0.17%
FHR 4546 TI IO 04.0000 12/15/2045 0.17%
FNR 2012-30 HI IO 04.5000 12/25/2040 0.17%
GNR 2013-22 IE IO 05.0000 02/20/2043 0.17%
GNR 2014-100 LI IO 04.5000 10/16/2043 0.17%
GNR 2015-H23 BI IO 01.7299 09/20/2065 0.17%
GNR 2015-H24 AI IO 01.9557 09/20/2065 0.17%
GNR 2016-H16 EI IO 02.3507 06/20/2066 0.17%
GNR 2016-H18 QI IO 02.0019 06/20/2066 0.17%
JPMCC 2012-C6 E P/P 144A 05.2988 05/15/2045 0.17%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.17%
PETROBRAS GLOBAL FINANCE USD 05.3750 01/27/2021 0.17%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.17%
STACR 2017-DNA1 B1 06.1661 07/25/2029 0.17%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.17%
WFRBS 2012-C6 E P/P 144A 05.0000 04/15/2045 0.17%
WPX ENERGY INC 06.0000 01/15/2022 0.17%
ARAB REP OF EGYPT P/P 144A 06.1250 01/31/2022 0.16%
AVAYA INC P/P 144A 07.0000 04/01/2019 0.16%
CASELLA WASTE TLB L+275 03.9594 10/17/2023 0.16%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.16%
CWALT 2007-OH1 A1D 01.4261 04/25/2047 0.16%
FHR 3852 SC IO 05.4911 04/15/2040 0.16%
FHR 4501 BI IO 03.5000 10/15/2043 0.16%
FNR 2016-102 JI IO 03.5000 02/25/2046 0.16%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.16%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.16%
GNR 2013-22 OI IO 05.0000 01/20/2043 0.16%
GNR 2014-H21 BI IO 01.5488 10/20/2064 0.16%
GNR 2015-95 PI IO 03.5000 07/20/2045 0.16%
GNR 2017-11 PI IO 04.0000 12/20/2046 0.16%
GNR 2017-H02 BI IO 02.3120 01/20/2067 0.16%
JPMBB 2013-C14 D P/P 144A 04.7206 08/15/2046 0.16%
JPMBB 2013-C14 E P/P 144A 04.7206 08/15/2046 0.16%
LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 0.16%
UBSBB 2012-C2 F P/P 144A 04.8980 05/10/2063 0.16%
UNITYMEDIA HESSEN / NRW REGS 06.2500 01/15/2029 0.16%
WAMU 2005-AR19 A1C4 01.6161 12/25/2045 0.16%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.15%
BMIR 2015-1A M2 05.5161 07/25/2025 0.15%
CAESARS GROWTH PROP TL L+300 04.2261 05/08/2021 0.15%
CAS 2015-C04 2M2 06.7661 04/25/2028 0.15%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.15%
COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 0.15%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.15%
CWCI 2007-C3 AJ 06.0607 05/15/2046 0.15%
FNR 2017-7 JI IO 04.0000 02/25/2047 0.15%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.15%
GNR 2012-136 BI IO 03.5000 11/20/2042 0.15%
GNR 2012-47 CI IO 04.0000 03/20/2042 0.15%
GNR 2013-151 IB IO 04.5000 02/20/2040 0.15%
GNR 2013-H08 CI IO 01.6743 02/20/2063 0.15%
GNR 2015-H20 AI IO 01.8358 08/20/2065 0.15%
GNR 2015-H25 EI IO 01.8460 10/20/2065 0.15%
HCA INC 06.5000 02/15/2020 0.15%
JPMCC 2013-C10 E P/P 144A 03.5000 12/15/2047 0.15%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 0.15%
LBCMT 1998-C4 J P/P 144A 05.6000 10/15/2035 0.15%
MTW FOODSERVICE ESCR 09.5000 02/15/2024 0.15%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.15%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.15%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.15%
TELENET FINANCE V P/P 144A 06.7500 08/15/2024 0.15%
TENET HEALTHCARE 06.2500 11/01/2018 0.15%
ADS INC P/P 144A 05.6250 11/15/2024 0.14%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.14%
ARAB REP OF EGYPT P/P 144A 08.5000 01/31/2047 0.14%
BALTA 2004-3 B 04.1411 04/25/2034 0.14%
CALPINE CORP 05.7500 01/15/2025 0.14%
COMM 2014-CR18 E P/P 144A 03.6000 07/15/2047 0.14%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.14%
GNR 2013-34 IH IO 04.5000 03/20/2043 0.14%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.14%
GNR 2015-64 PI IO 03.5000 05/20/2045 0.14%
GNR 2016-37 IW IO 04.5000 02/20/2046 0.14%
GNR 2016-H14 IO IO 01.6717 06/20/2066 0.14%
GNR 2017-42 IC IO 04.5000 08/20/2041 0.14%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.14%
LNSTR 2015-3 C P/P 144A 03.3453 04/20/2048 0.14%
MLMT 2008-C1 D P/P 144A 06.5421 02/12/2051 0.14%
MSC 2004-RR F7 P/P 144A 06.0000 04/28/2039 0.14%
MSC 2006-HQ8 D 05.6280 03/12/2044 0.14%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.14%
SFR GROUP SA P/P 144A 06.0000 05/15/2022 0.14%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.14%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.14%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.14%
T-MOBILE USA INC 06.3750 03/01/2025 0.14%
TURKEY GOVERNMENT BOND TRY 11.0000 03/02/2022 0.14%
VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 0.14%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.13%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.13%
BSCMS 2006-PW11 C P/P 144A 05.3019 03/11/2039 0.13%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.13%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.13%
FHR 4193 PI IO 04.0000 03/15/2043 0.13%
FHR 4510 HI IO 03.0000 03/15/2040 0.13%
FNR 2015-88 QI IO 04.0000 10/25/2044 0.13%
GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 0.13%
GNR 2015-187 KI IO 05.0000 06/20/2043 0.13%
GNR 2016-48 MI IO 03.5000 04/16/2046 0.13%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.13%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.13%
JPMCC 2012-C8 E P/P 144A 04.8071 10/15/2045 0.13%
MSC 2008-T29 F P/P 144A 06.5033 01/11/2043 0.13%
OSHKOSH CORP 05.3750 03/01/2022 0.13%
SWPTN LIABILITY 2YX30Y P 2.79 USD 02/15/2019 JP 0.13%
SWPTN LIABILITY 2YX30Y R 2.79 USD 02/15/2019 JP 0.13%
TAYLOR MORRISON COMM P/P 144A 05.2500 04/15/2021 0.13%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.12%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.12%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.12%
COVERIS HOLDINGS SA P/P 144A 07.8750 11/01/2019 0.12%
CWALT 2006-OA10 1A1 01.6916 08/25/2046 0.12%
FHR 4062 DI IO 04.0000 09/15/2039 0.12%
GNR 2015-H08 CI IO 01.7903 03/20/2065 0.12%
GNR 2015-H10 BI IO 02.3597 04/20/2065 0.12%
GNR 2015-H15 BI IO 02.2327 06/20/2065 0.12%
GNR 2016-29 IO IO 04.0000 02/16/2046 0.12%
GNR 2016-H17 KI IO 02.3181 07/20/2066 0.12%
GNR 2016-H24 CI IO 01.6993 10/20/2066 0.12%
GSMS 2013-GC12 D P/P 144A 04.4464 06/10/2046 0.12%
JPMBB 2013-C12 D 04.2223 07/15/2045 0.12%
JPMCC 2007-CB20 B P/P 144A 06.3104 02/12/2051 0.12%
JPMCC 2013-C16 D P/P 144A 05.1404 12/15/2046 0.12%
SWPTN LIABILITY 2YX28Y P 2.7175 USD 01/24/2019 BA 0.12%
SWPTN LIABILITY 2YX28Y R 2.7175 USD 01/24/2019 BA 0.12%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.12%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.11%
CAS 2015-C01 2M2 05.7661 02/25/2025 0.11%
CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 0.11%
CHESAPEAKE ENERGY 1.5L L+750 08.5000 08/23/2021 0.11%
DIGICEL GROUP LTD P/P 144A 08.2500 09/30/2020 0.11%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 0.11%
FHR 4678 MS IO 05.1072 04/15/2047 0.11%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.11%
FNR 2017-15 LI IO 04.0000 06/25/2046 0.11%
GNR 2014-76 IO IO 05.0000 05/20/2044 0.11%
GNR 2015-167 BI IO 04.5000 04/16/2045 0.11%
GNR 2017-38 DI IO 05.0000 03/16/2047 0.11%
JPMBB 2014-C18 E P/P 144A 04.4740 02/15/2047 0.11%
PROVINCIA DE BUENOS P/P 144A 06.5000 02/15/2023 0.11%
STACR 2016-DNA2 M3 05.8661 10/25/2028 0.11%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.11%
WEST CORP P/P 144A 05.3750 07/15/2022 0.11%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.11%
AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 0.10%
BALTA 2005-7 21A1 03.4578 09/25/2035 0.10%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.10%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.10%
BUILDERS FIRSTSOURCE P/P 144A 10.7500 08/15/2023 0.10%
CAS 2016-C04 1M2 05.4661 01/25/2029 0.10%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.10%
CLEAR CHANNEL TLD L+675 07.9761 01/30/2019 0.10%
COMM 2006-C8 AJ 05.3770 12/10/2046 0.10%
COMM 2012-CR3 E P/P 144A 04.9266 10/15/2045 0.10%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.10%
CONCHO RESOURCES INC 05.5000 04/01/2023 0.10%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.10%
FHR 4122 TI IO 04.5000 10/15/2042 0.10%
FHR 4462 IO IO 04.0000 04/15/2045 0.10%
FHR 4560 PI IO 03.5000 05/15/2045 0.10%
FNR 2011-59 BI IO 06.0000 08/25/2040 0.10%
FNR 2012-36 SN IO 05.2339 04/25/2042 0.10%
FNR 2013-41 IP IO 04.0000 05/25/2043 0.10%
GNR 2012-113 ID IO 03.5000 09/20/2042 0.10%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.10%
GNR 2013-54 JI IO 03.5000 02/20/2043 0.10%
GNR 2014-147 IJ IO 04.5000 02/20/2044 0.10%
GNR 2015-124 DI IO 03.5000 01/20/2038 0.10%
GNR 2015-96 NI IO 03.5000 01/20/2039 0.10%
HCA INC 05.5000 06/15/2047 0.10%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.10%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032 0.10%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.10%
MASTEC INC 04.8750 03/15/2023 0.10%
MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 0.10%
OJSC RUSS AGRIC BK P/P 144A 05.2980 12/27/2017 0.10%
OJSC RUSS AGRIC RSHB P/P 144A 07.7500 05/29/2018 0.10%
RANGE RESOURCES CORP P/P 144A 05.7500 06/01/2021 0.10%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.10%
SCIENTIFIC GAMES INT P/P 144A 07.0000 01/01/2022 0.10%
SEALED AIR CORP P/P 144A 06.8750 07/15/2033 0.10%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.10%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.10%
SWPTN 1MX10Y P 2.124 USD 07/14/2017 CI 0.10%
TRIONISTA TOPCO GMBH P/P 144A 06.8750 04/30/2021 0.10%
WFRBS 2012-C10 D P/P 144A 04.5944 12/15/2045 0.10%
0.75 R ISWP FWD GBL6M P 09/20/2022 0.09%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.09%
BELDEN INC P/P 144A 05.2500 07/15/2024 0.09%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.09%
BROOKFIELD RESID P/P 144A 06.5000 12/15/2020 0.09%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.09%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.09%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.09%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.09%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.09%
DIAMONDBACK ENER P/P 144A 05.3750 05/31/2025 0.09%
DYNEGY INC 07.6250 11/01/2024 0.09%
FHR 4024 PI IO 04.5000 12/15/2041 0.09%
FHR 4183 MI IO 03.0000 02/15/2042 0.09%
GETTY IMAGES TLB L+350 04.7500 10/18/2019 0.09%
GNR 2009-121 BI IO 04.5000 12/16/2039 0.09%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.09%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.09%
GNR 2014-122 IC IO 05.0000 08/20/2044 0.09%
GNR 2015-H26 CI IO 00.5541 08/20/2065 0.09%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.09%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.09%
INFOR US INC 06.5000 05/15/2022 0.09%
KLX INC P/P 144A 05.8750 12/01/2022 0.09%
MASONITE INTL C P/P 144A 05.6250 03/15/2023 0.09%
MATTAMY GROUP CORP P/P 144A 06.5000 11/15/2020 0.09%
MERCER INTL INC USD 07.7500 12/01/2022 0.09%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.09%
OMIR 2017-1A B1 P/P 144A 06.9661 04/25/2027 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%
REVLON CONSUMER PRODS 05.7500 02/15/2021 0.09%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.09%
SBERBANK (SB CAP SA) P/P 144A 06.1250 02/07/2022 0.09%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.09%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.09%
SPRINT CORP 07.2500 09/15/2021 0.09%
STACR 2016-DNA2 B 11.7161 10/25/2028 0.09%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.09%
SWPTN 2YX30Y P 2.518 USD 05/17/2019 CI 0.09%
SWPTN LIABILITY 2YX10Y P 2.413 USD 06/03/2019 BA 0.09%
SWPTN LIABILITY 2YX10Y P 2.42 USD 06/03/2019 CI 0.09%
SWPTN LIABILITY 2YX10Y R 2.413 USD 06/03/2019 BA 0.09%
SWPTN LIABILITY 2YX10Y R 2.42 USD 06/03/2019 CI 0.09%
VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 0.09%
WFCM 2012-LC5 E P/P 144A 04.9343 10/15/2045 0.09%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.09%
1.90 R ISWP FWD USL3M P 09/20/2022 0.08%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.08%
ALLEGHENY TECHNOLOGIES INC 09.3750 06/01/2019 0.08%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.08%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.08%
CHEMOURS CO 06.6250 05/15/2023 0.08%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.08%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.08%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.08%
DYNEGY INC 07.3750 11/01/2022 0.08%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.08%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 0.08%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.08%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.08%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.08%
FIRST QUANTUM MINERA P/P 144A 07.2500 05/15/2022 0.08%
FNR 2010-35 SG IO 05.1839 04/25/2040 0.08%
FNR 2013-60 IP IO 04.0000 10/25/2042 0.08%
GNR 2010-20 UI IO 05.0000 02/20/2040 0.08%
GNR 2012-146 IO IO 05.0000 12/20/2042 0.08%
GNR 2013-6 IC IO 05.0000 01/20/2043 0.08%
GNR 2016-168 AI IO 05.0000 07/20/2045 0.08%
HELLENIC REPUBLIC REGS 03.0000 02/24/2024 0.08%
HUB INTL LTD P/P 144A 07.8750 10/01/2021 0.08%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.08%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.08%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.08%
IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 0.08%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.08%
MICRON TECH INC 05.8750 02/15/2022 0.08%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.08%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 0.08%
PETROLEOS MEXICANOS USD 05.6250 01/23/2046 0.08%
REP OF ARGENTINA USD 06.6250 07/06/2028 0.08%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.08%
SFR GROUP SA P/P 144A 06.2500 05/15/2024 0.08%
SM ENERGY CO 06.5000 11/15/2021 0.08%
SOUTHERN STAR CENT P/P 144A 05.1250 07/15/2022 0.08%
SWPTN 6MX10Y R 2.25 USD 09/11/2017 CI 0.08%
SWPTN 7YX5Y P 2.647 USD 06/03/2024 BA 0.08%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI 0.08%
T-MOBILE USA INC 06.1250 01/15/2022 0.08%
TECHEM ENERGY MET P/P 144A 07.8750 10/01/2020 0.08%
TENNECO INC 05.3750 12/15/2024 0.08%
UBS AG JERSEY BRANCH EUR 07.1520 12/29/2049 0.08%
UNIVISION COMM P/P 144A 05.1250 05/15/2023 0.08%
VTB BK (VTB EURASIA) P/P 144A 09.5000 12/29/2049 0.08%
WBCMT 2004-C15 G P/P 144A 05.3950 10/15/2041 0.08%
WINDSTREAM SERVICES LLC 06.3750 08/01/2023 0.08%
WPX ENERGY INC 07.5000 08/01/2020 0.08%
2.15 R ISWP FWD USL3M P 06/27/2027 0.07%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.07%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.07%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.07%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 0.07%
ASURION LLC 2NDL L+750 08.7261 03/03/2021 0.07%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.07%
AVAYA TLB7 L+525 06.4165 05/29/2020 0.07%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.07%
BACM 2007-3 AJ 05.6762 06/10/2049 0.07%
CAESARS GROW PROP HLD/FI 09.3750 05/01/2022 0.07%
CAS 2015-C02 2M2 05.2161 05/25/2025 0.07%
CENTENE CORP 06.1250 02/15/2024 0.07%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.07%
CONSTELLIUM NV P/P 144A 05.7500 05/15/2024 0.07%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.07%
ENDEAVOR ENERGY P/P 144A 08.1250 09/15/2023 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%
FNR 2013-53 JI IO 03.0000 12/25/2041 0.07%
FRONTIER COMM 10.5000 09/15/2022 0.07%
GAZPROM (GAZ CAP SA) P/P 144A 09.2500 04/23/2019 0.07%
GLP CAP LP / FIN II 04.8750 11/01/2020 0.07%
GMAC CAPITAL TRUST I PCT 06.9667 0.07%
GNR 2014-4 IC IO 04.0000 01/20/2044 0.07%
GNR 2015-79 GI IO 05.0000 10/20/2039 0.07%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.07%
GREAT LAKES D&D P/P 144A 08.0000 05/15/2022 0.07%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.07%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.07%
HELLENIC REPUBLIC REGS 03.0000 02/24/2036 0.07%
HILTON WORLDWIDE FIN P/P 144A 04.8750 04/01/2027 0.07%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.07%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.07%
JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 0.07%
MHL 2005-3 M2 02.0111 08/25/2035 0.07%
MLMT 2008-C1 AJ 06.5421 02/12/2051 0.07%
NRG ENERGY INC 06.6250 01/15/2027 0.07%
PARK-OHIO IND INC P/P 144A 06.6250 04/15/2027 0.07%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.07%
PULTEGROUP INC 05.5000 03/01/2026 0.07%
REGAL ENTERTAINMENT GRP 05.7500 02/01/2025 0.07%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.07%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.07%
SOLENIS 1STL L+325 04.4518 07/31/2021 0.07%
SWPTN 7YX5Y R 2.647 USD 06/03/2024 BA 0.07%
SWPTN 7YX5Y R 2.654 USD 06/03/2024 CI 0.07%
SWPTN LIABILITY 2MX10Y P 2.46 USD 08/30/2017 GS 0.07%
TENET HEALTHCARE 06.0000 10/01/2020 0.07%
TENET HEALTHCARE COR 04.7456 06/15/2020 0.07%
TRANSDIGM INC 06.5000 07/15/2024 0.07%
VALEANT PHARMA P/P 144A 05.8750 05/15/2023 0.07%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.07%
WFCM 2013-LC12 D P/P 144A 04.4307 07/15/2046 0.07%
ZF NA CAPITAL P/P 144A 04.7500 04/29/2025 0.07%
A SCHULMAN INC 06.8750 06/01/2023 0.06%
ACADEMY SPORTS TLB L+400 05.1964 07/02/2022 0.06%
AES CORP/VA 07.3750 07/01/2021 0.06%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.06%
ANTERO RESOURCES 05.3750 11/01/2021 0.06%
ASHTEAD CAPITAL INC P/P 144A 05.6250 10/01/2024 0.06%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 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%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.06%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.06%
CENTURYLINK INC 06.7500 12/01/2023 0.06%
CIT GROUP INC 05.0000 08/01/2023 0.06%
CIT GROUP INC. 05.0000 08/15/2022 0.06%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.06%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.06%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.06%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.06%
DISH DBS CORP 05.8750 11/15/2024 0.06%
EMI MUSIC PUBLISHING P/P 144A 07.6250 06/15/2024 0.06%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.06%
FNR 2012-129 IJ IO 03.5000 12/25/2032 0.06%
FNR 2012-145 TI IO 03.0000 11/25/2042 0.06%
FNR 2013-35 IP IO 03.0000 06/25/2042 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 2012-56 IB IO 04.0000 04/20/2042 0.06%
GNR 2013-165 IL IO 04.0000 03/20/2043 0.06%
GNR 2013-28 IO IO 03.5000 02/20/2043 0.06%
GNR 2014-25 MI IO 05.0000 11/20/2043 0.06%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.06%
HALYARD HEALTH INC 06.2500 10/15/2022 0.06%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.06%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.06%
KRONOS TLB L+350 04.6804 11/01/2023 0.06%
LAMAR MEDIA CORP 05.3750 01/15/2024 0.06%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.06%
LIONS GATE ENT P/P 144A 05.8750 11/01/2024 0.06%
LLOYDS BANKING GROUP P/P 144A 06.6570 12/29/2049 0.06%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.06%
MGM RESORTS INTL 06.6250 12/15/2021 0.06%
MOOG INC P/P 144A 05.2500 12/01/2022 0.06%
NAVISTAR TLB L+400 05.2300 08/07/2020 0.06%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.06%
NORBORD INC P/P 144A 06.2500 04/15/2023 0.06%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.06%
NRG ENERGY INC 07.8750 05/15/2021 0.06%
OPTN FN30 3.0 08/01/17 CALL 100.421875 JPMC 0.06%
PATHEON HLDG I BV P/P 144A 07.5000 02/01/2022 0.06%
PETROLEOS MEXICANOS USD 06.6250 06/15/2035 0.06%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.06%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.06%
REVLON CONS TLB L+350 04.7261 09/07/2023 0.06%
REYNOLDS GRP ISS/REY P/P 144A 07.0000 07/15/2024 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%
SCHAEFFLER VERWA P/P 144A 04.7500 09/15/2026 0.06%
SEMGROUP CORP P/P 144A 06.3750 03/15/2025 0.06%
SWPTN 1MX10Y P 1.0625 GBP 07/14/2017 BC 0.06%
SWPTN 5WX30Y P 2.506 USD 07/21/2017 CI 0.06%
TMS INTL CORP P/P 144A 07.6250 10/15/2021 0.06%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.06%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.06%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.06%
US CONCRETE INC P/P 144A 06.3750 06/01/2024 0.06%
VALEANT PHARMA P/P 144A 07.0000 03/15/2024 0.06%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 0.06%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.06%
WIND ACQ FIN SA P/P 144A 04.0000 07/15/2020 0.06%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.05%
1011778 BC / NEW RED P/P 144A 06.0000 04/01/2022 0.05%
ALTICE US FIN II CRP P/P 144A 07.7500 07/15/2025 0.05%
AMAG PHARMA INC P/P 144A 07.8750 09/01/2023 0.05%
ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 0.05%
BCAP 2012-RR5 4A8 01.1936 06/26/2035 0.05%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.05%
CENTENE CORP 04.7500 05/15/2022 0.05%
CHENIERE CORP CHRIST P/P 144A 05.1250 06/30/2027 0.05%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.05%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.05%
CONCHO RESOURCES INC 04.3750 01/15/2025 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%
FHS 304 C37 IO 03.5000 12/15/2027 0.05%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.05%
FNR 2012-127 BI IO 04.5000 11/25/2042 0.05%
FNR 2012-96 PI IO 04.0000 07/25/2041 0.05%
FNR 2013-18 SB IO 04.9339 10/25/2041 0.05%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.05%
FRAC TECH INTL TLB L+475 05.9761 04/16/2021 0.05%
GNR 2013-129 SN IO 04.9378 09/20/2043 0.05%
GNR 2013-6 CI IO 05.0000 12/20/2042 0.05%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.05%
HCA INC 05.2500 06/15/2026 0.05%
HIGH RIDGE BRANDS CO P/P 144A 08.8750 03/15/2025 0.05%
JPMCC 2006-LDP8 B 05.5200 05/15/2045 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%
LAREDO PETROLEUM INC 05.6250 01/15/2022 0.05%
LBCMT 1999-C1 G P/P 144A 06.4100 06/15/2031 0.05%
LOUISIANA-PACIFIC CORP 04.8750 09/15/2024 0.05%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.05%
MERCER INTL INC P/P 144A 06.5000 02/01/2024 0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.05%
NEIMAN MARCUS TL L+325 04.4744 10/25/2020 0.05%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.05%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.05%
NRG ENERGY INC 07.2500 05/15/2026 0.05%
OWENS CORNING 04.2000 12/01/2024 0.05%
PATHEON TLB L+325 04.5044 04/20/2024 0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.05%
PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 0.05%
PULTEGROUP INC. 07.8750 06/15/2032 0.05%
REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 0.05%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 0.05%
REYNOLDS GROUP TL L+300 04.2261 02/05/2023 0.05%
SEK/USD 09/20/2017 SSBT 0.05%
SEVEN GENS ENER P/P 144A 08.2500 05/15/2020 0.05%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.05%
SM ENERGY CO 06.1250 11/15/2022 0.05%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.05%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.05%
STEEL DYNAMICS INC 06.3750 08/15/2022 0.05%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.05%
SWPTN 2MX10Y P 2.33 USD 08/30/2017 GS 0.05%
SWPTN 2YX5Y P 2.203 USD 06/03/2019 BA 0.05%
SWPTN 2YX5Y P 2.205 USD 06/03/2019 BC 0.05%
SWPTN 2YX8Y R 2.5925 USD 01/24/2019 BA 0.05%
SWPTN 5WX10Y P 1.095 GBP 07/17/2017 GS 0.05%
SWPTN 6MX5Y P 2.57 USD 11/22/2017 CI 0.05%
T-MOBILE USA INC 06.0000 03/01/2023 0.05%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.05%
TRONOX FINANCE LLC 06.3750 08/15/2020 0.05%
UKRAINE GOVERNMENT P/P 144A 07.7500 09/01/2027 0.05%
USG CORP P/P 144A 05.5000 03/01/2025 0.05%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.05%
VALEANT PHARMA P/P 144A 05.3750 03/15/2020 0.05%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.05%
YONKERS RACING CORP L+325 04.4800 05/31/2024 0.05%
0.30 R ISWP FWD SES3M P 09/20/2022 0.04%
ALTICE FINANCING SA P/P 144A 07.5000 05/15/2026 0.04%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.04%
ARCELORMITTAL USD 06.1250 06/01/2025 0.04%
AVAYA INC TLB6 L+550 06.6665 03/31/2018 0.04%
BANCO NAL COSTA RICA P/P 144A 04.8750 11/01/2018 0.04%
BERRY PLASTICS CORP 05.5000 05/15/2022 0.04%
BLUE CUBE SPINCO INC 09.7500 10/15/2023 0.04%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.04%
CALATLANTIC GROUP INC 05.8750 11/15/2024 0.04%
CAS 2016-C06 1M2 05.4661 04/25/2029 0.04%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.04%
CEC ENT INC 08.0000 02/15/2022 0.04%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.04%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.04%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.04%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.04%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.04%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.04%
DYNEGY INC. 06.7500 11/01/2019 0.04%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.04%
EW SCRIPPS CO P/P 144A 05.1250 05/15/2025 0.04%
FHR 4210 PI IO 03.0000 12/15/2041 0.04%
FNR 2005-83 QP 14.2321 11/25/2034 0.04%
FNR 2006-62 PS 32.6033 07/25/2036 0.04%
FNR 2007-53 SP 19.7409 06/25/2037 0.04%
FREEPORT-MCMORAN INC 06.7500 02/01/2022 0.04%
GNR 2010-158 IP IO 04.5000 06/20/2039 0.04%
GRUPO TELEVISA SAB USD 06.6250 01/15/2040 0.04%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.04%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.04%
INMARSAT FINANCE PLC REGS 04.8750 05/15/2022 0.04%
INTELSAT LUXEMB USD 08.1250 06/01/2023 0.04%
INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 0.04%
JPMCC 2006-LDP7 B 06.1385 04/17/2045 0.04%
JPMCC 2007-CB20 AJ 06.2104 02/12/2051 0.04%
KRATON POLYMERS P/P 144A 10.5000 04/15/2023 0.04%
KRONOS 2NDL L+825 09.4196 11/01/2024 0.04%
LANDRY'S INC P/P 144A 06.7500 10/15/2024 0.04%
LBUBS 2006-C6 C 05.4820 09/15/2039 0.04%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.04%
LENNAR CORP 04.7500 11/15/2022 0.04%
NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 0.04%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.04%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.04%
ONEMAIN FIN HLDG INC P/P 144A 07.2500 12/15/2021 0.04%
OSHKOSH CORP 05.3750 03/01/2025 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%
PRESTIGE BRANDS INC P/P 144A 05.3750 12/15/2021 0.04%
REGENCY ENERGY PART/FINA 05.0000 10/01/2022 0.04%
REP OF COSTA RICA P/P 144A 07.0000 04/04/2044 0.04%
REP OF INDONESIA P/P 144A 05.9500 01/08/2046 0.04%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.04%
ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 0.04%
ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 0.04%
SFR GROUP SA P/P 144A 07.3750 05/01/2026 0.04%
SHELF DRILL HOLD LTD P/P 144A 09.5000 11/02/2020 0.04%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.04%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.04%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.04%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.04%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.04%
SWPTN 13WX20Y R 2.525 USD 08/14/2017 GS 0.04%
SWPTN 2YX5Y R 2.203 USD 06/03/2019 BA 0.04%
SWPTN 2YX5Y R 2.205 USD 06/03/2019 BC 0.04%
SWPTN 6MX5Y P 1.896 USD 12/07/2017 CI 0.04%
SWPTN 6MX5Y P 1.975 USD 11/22/2017 CI 0.04%
TALBOTS INC 1STL L+450 05.7261 03/19/2020 0.04%
TARGA RES PRTNRS P/P 144A 05.3750 02/01/2027 0.04%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.04%
USG CORP P/P 144A 04.8750 06/01/2027 0.04%
VENATOR FIN SARL/VEN P/P 144A 05.7500 07/15/2025 0.04%
VNESHECONOMBANK(VEB) P/P 144A 05.9420 11/21/2023 0.04%
WIDEOPENWEST FIN 10.2500 07/15/2019 0.04%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.04%
1.505 R ISWP CDOR03 P 06/23/2022 0.03%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.03%
AES CORP/VA 04.8750 05/15/2023 0.03%
AIR METHODS TLB L+350 04.7964 04/13/2024 0.03%
ALLIANCE RES OP/FINA P/P 144A 07.5000 05/01/2025 0.03%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.03%
ANGLO AMERICAN CAP P/P 144A 04.7500 04/10/2027 0.03%
ARCELORMITTAL USD 07.5000 10/15/2039 0.03%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.03%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.03%
BERRY PLASTICS CORP 05.1250 07/15/2023 0.03%
BERRY PLASTICS ESCRO 06.0000 10/15/2022 0.03%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.03%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.03%
CAS 2015-C02 1M2 05.2161 05/25/2025 0.03%
CBRE SERVICES INC 05.2500 03/15/2025 0.03%
CCC INFO 2NDL L+675 07.9761 03/30/2025 0.03%
CHEMOURS CO 05.3750 05/15/2027 0.03%
CHEMOURS CO 07.0000 05/15/2025 0.03%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 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%
DFC FINANCE CORP P/P 144A 10.5000 06/15/2020 0.03%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 0.03%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.03%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.03%
EVOLUTION ESCROW P/P 144A 07.5000 03/15/2022 0.03%
FHR 3408 EK 21.1299 04/15/2037 0.03%
FIRST QUANTUM MINERA P/P 144A 07.2500 04/01/2023 0.03%
FNR 2005-75 GS 16.6017 08/25/2035 0.03%
FNR 2008-24 SP 18.8243 02/25/2038 0.03%
FNS 378 19 IO 05.0000 06/25/2035 0.03%
FRONTIER COMM 11.0000 09/15/2025 0.03%
GATES GLOBAL TLB L+325 04.5464 03/31/2024 0.03%
GENON ENERGY INC. 09.8750 10/15/2020 0.03%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.03%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.03%
GNR 2014-108 IP IO 04.5000 12/20/2042 0.03%
HCA INC. 07.5000 02/15/2022 0.03%
HUB HLDG LLC/HUB HOL P/P 144A 08.1250 07/15/2019 0.03%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.03%
LBUBS 2006-C6 D 05.5020 09/15/2039 0.03%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.03%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.03%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.03%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.03%
NOVA CHEMICALS CORP P/P 144A 04.8750 06/01/2024 0.03%
NZD/USD 07/19/2017 HSBCB 0.03%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.03%
ONEMAIN FIN HLDG INC P/P 144A 06.7500 12/15/2019 0.03%
ORTHO-CLINICAL TLB L+375 05.0464 06/30/2021 0.03%
PILGRIM'S PRIDE CORP P/P 144A 05.7500 03/15/2025 0.03%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.03%
SEALED AIR CORP P/P 144A 05.1250 12/01/2024 0.03%
SEK/USD 09/20/2017 GSFX 0.03%
SM ENERGY CO 05.0000 01/15/2024 0.03%
SMURFIT KAPPA ACQ P/P 144A 04.8750 09/15/2018 0.03%
SPCM SA P/P 144A 04.8750 09/15/2025 0.03%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS 0.03%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS 0.03%
SWPTN 2MX10Y P 2.325 USD 07/25/2017 CS 0.03%
SWPTN 2YX8Y P 2.5925 USD 01/24/2019 BA 0.03%
SWPTN 3MX10Y R 2.3724 USD 08/11/2017 CS 0.03%
SWPTN 3MX2Y P 0.5715 GBP 08/17/2017 RB 0.03%
SWPTN 3MX5Y P 1.83 USD 09/06/2017 GS 0.03%
SWPTN 5WX30Y P 2.488 USD 07/21/2017 CI 0.03%
SWPTN 6MX5Y R 1.975 USD 11/22/2017 CI 0.03%
SWPTN 6MX5Y R 2.57 USD 11/22/2017 CI 0.03%
T-MOBILE USA INC 05.3750 04/15/2027 0.03%
TAYLOR MORRISON P/P 144A 05.6250 03/01/2024 0.03%
TECK RESOURCES LIMITED USD 04.7500 01/15/2022 0.03%
TESORO LOGISTICS LP/CORP 05.2500 01/15/2025 0.03%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.03%
TMX FIN/TITLEMAX P/P 144A 08.5000 09/15/2018 0.03%
VALEANT PHARMA TLBF1 L+475 05.9800 04/01/2022 0.03%
VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 0.03%
VERTIV TLB L+400 05.2261 11/30/2023 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
VNESHECONOMBANK P/P 144A 06.9020 07/09/2020 0.03%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.03%
-0.30 R ISWP FWD CHL6M P 09/20/2022 0.02%
2.18 R ISWP FWD USL3M P 07/13/2027 0.02%
2.65 R ISWP BUBOR06M P 02/28/2027 0.02%
ADT CORP 04.1250 06/15/2023 0.02%
AMC ENT HOLDIN 05.8750 11/15/2026 0.02%
AMC ENT HOLDIN 06.1250 05/15/2027 0.02%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.02%
ARD FINANCE SA 06.6250 09/15/2023 0.02%
AUD/USD 07/19/2017 RBSF 0.02%
BACM 2006-4 AJ 05.6950 07/10/2046 0.02%
BON-TON DEPT STORES 08.0000 06/15/2021 0.02%
BWAY CORP TLB L+325 04.4739 04/03/2024 0.02%
CAD/USD 07/19/2017 WPAC 0.02%
CALATLANTIC GROUP INC. 06.2500 12/15/2021 0.02%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.02%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.02%
CALPINE CORP P/P 144A 06.0000 01/15/2022 0.02%
CAPITAL AUTO 2NDL L+600 07.2200 03/24/2025 0.02%
CAS 2014-C02 1M2 03.8161 05/25/2024 0.02%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.02%
CCM MERGER INC P/P 144A 06.0000 03/15/2022 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.02%
CENTENE CORP 04.7500 01/15/2025 0.02%
CENTURYLINK INC 05.6250 04/01/2020 0.02%
CHC GRP LLC/FIN P/P USD 00.0000 10/01/2020 0.02%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 06/15/2027 0.02%
CHS/COMMUNITY HEALTH SYS 07.1250 07/15/2020 0.02%
CINEMARK USA INC 04.8750 06/01/2023 0.02%
CIRSA FUNDING LUXEMBOURG REGS 05.8750 05/15/2023 0.02%
CIT GROUP INC P/P 144A 05.5000 02/15/2019 0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.02%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.02%
CONSTELLIUM NV REGS 07.0000 01/15/2023 0.02%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.02%
DIAMONDBACK ENER P/P 144A 04.7500 11/01/2024 0.02%
EAGLE HLDG CO II LLC P/P 144A 07.6250 05/15/2022 0.02%
ELDORADO RESORTS INC P/P 144A 06.0000 04/01/2025 0.02%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.02%
EUR/USD 09/20/2017 BANKAM 0.02%
FTS INTL INC 06.2500 05/01/2022 0.02%
GMACC 2004-C3 B 04.9650 12/10/2041 0.02%
GNR 2010-168 PI IO 04.5000 11/20/2039 0.02%
GRINDING MEDIA/M P/P 144A 07.3750 12/15/2023 0.02%
HALCON RESOURCES CORP 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033 0.02%
INFOR US INC P/P 144A 05.7500 08/15/2020 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%
LAREDO PETROLEUM INC 07.3750 05/01/2022 0.02%
MATALAN FINANCE PLC REGS 06.8750 06/01/2019 0.02%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.02%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.02%
MEG ENERGY TLB L+350 04.6960 12/31/2023 0.02%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.02%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.02%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.02%
NOVAFIVES REGS 04.5000 06/30/2021 0.02%
NZD/USD 07/19/2017 BCAP-FX 0.02%
OPTN FN30 2.5 08/07/17 CALL 96.53125 JPMC 0.02%
PARSLEY ENERGY P/P 144A 05.3750 01/15/2025 0.02%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.02%
PETSMART INC TLB L+300 04.2460 03/11/2022 0.02%
PIZZAEXPRESS FINANCING 2 REGS 06.6250 08/01/2021 0.02%
PRECISION DRILLING C P/P 144A 07.7500 12/15/2023 0.02%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.02%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.02%
RACKSPACE TLB L+300 04.1723 11/03/2023 0.02%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.02%
SANDRIDGE ENERGY INC 0.02%
SCIENTIFIC GAMES INTERNA 06.2500 09/01/2020 0.02%
SEK/USD 09/20/2017 UBS 0.02%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.02%
SPRINGLEAF FINANCE CORP 08.2500 12/15/2020 0.02%
STANDARD IND INC P/P 144A 06.0000 10/15/2025 0.02%
STEARNS HOLDINGS LLC P/P 144A 09.3750 08/15/2020 0.02%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.02%
SWPTN 2MX10Y P 2.5975 USD 08/30/2017 GS 0.02%
SWPTN 2YX3Y R 2.43 USD 02/15/2019 BC 0.02%
SWPTN 3MX10Y R 2.8472 USD 08/11/2017 CS 0.02%
SWPTN 3MX2Y P 0.561 GBP 08/18/2017 RB 0.02%
SWPTN 6MX1Y R 1.6125 USD 08/10/2017 CI 0.02%
T-MOBILE USA INC. 04.0000 04/15/2022 0.02%
TALBOTS INC 2NDL L+850 09.7261 03/19/2021 0.02%
TARGA RES PRTNRS P/P 144A 05.1250 02/01/2025 0.02%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.02%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.02%
TRANSDIGM INC 06.5000 05/15/2025 0.02%
USD/JPY PUT 107.00 20171106 BANKAM 0.02%
VALEANT PHARMA P/P 144A 06.5000 03/15/2022 0.02%
WEATHERFORD BERMUDA P/P 144A 09.8750 02/15/2024 0.02%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.02%
WPX ENERGY INC 08.2500 08/01/2023 0.02%
ZIGGO BOND FIN BV P/P 144A 04.6250 01/15/2025 0.02%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.01%
0.21 R ISWP EURIBOR6MD P 04/26/2022 0.01%
0.21 R ISWP EURIBOR6MD P 05/04/2022 0.01%
1.15 R ISWP FWD GBL6M P 09/20/2027 0.01%
2.60 R ISWP BUBOR06M P 03/01/2027 0.01%
2.905 R ISWP BUBOR06M P 03/20/2027 0.01%
7.73 R ISWP MXIBTIIE P 04/22/2032 0.01%
7.785 R ISWP JIBA3M P 03/24/2027 0.01%
ALPINE FIN MERGER P/P 144A 06.8750 08/01/2025 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
AUD/USD 07/19/2017 BANKAM 0.01%
BACM 2007-5 XW IO P/P 144A 00.2541 02/10/2051 0.01%
BSABS 2004-FR3 M6 06.0911 09/25/2034 0.01%
CAD/USD 07/19/2017 CITI 0.01%
CAD/USD 07/19/2017 CSI-FX 0.01%
CAD/USD 07/19/2017 GSFX 0.01%
CAD/USD 07/19/2017 HSBCB 0.01%
CAD/USD 07/19/2017 JPMCB 0.01%
CAD/USD 07/19/2017 SSBT 0.01%
CAD/USD 07/19/2017 UBS 0.01%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.01%
CHS/COMMUNITY HEALTH 08.0000 11/15/2019 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 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.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CONCORDIA INTL P/P 144A 07.0000 04/15/2023 0.01%
CONCORDIA INTL P/P 144A 09.0000 04/01/2022 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
CPG INTL TL L+375 05.0464 05/03/2024 0.01%
CPTFEMU R 0.27 P 08/31/17 GS 0.01%
CPTFEMU R 0.37 P 09/01/17 GS 0.01%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.01%
EUR/USD 09/20/2017 BCAP-FX 0.01%
EUR/USD 09/20/2017 HSBCB 0.01%
EUR/USD 09/20/2017 RBSF 0.01%
EUR/USD 09/20/2017 UBS 0.01%
FNGT 2000-T6 IO IO 00.7112 11/25/2040 0.01%
FNS 374 6 IO 05.5000 08/25/2036 0.01%
FRONTIER COMMUNICATIONS 07.6250 04/15/2024 0.01%
FSPC T-57 1AX IO 00.3706 07/25/2043 0.01%
FTS INTL INC P/P 144A 08.7456 06/15/2020 0.01%
GNR 2011-18 PI IO 04.5000 08/20/2040 0.01%
GNR 2011-41 BI IO 05.0000 05/20/2040 0.01%
GNR 2013-130 IB IO 05.0000 12/20/2040 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2040 0.01%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.01%
INTELSAT JACKSON HLDG USD 07.5000 04/01/2021 0.01%
INTELSAT LUXEMB USD 07.7500 06/01/2021 0.01%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.01%
JC PENNEY CORP INC 05.6500 06/01/2020 0.01%
JPY/USD 08/16/2017 GSFX 0.01%
JPY/USD 08/16/2017 UBS 0.01%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MGM RESORTS INTL 05.2500 03/31/2020 0.01%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.01%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.01%
NINE POINT ENERGY CNV PRF 0.01%
NOK/USD 09/20/2017 CITI 0.01%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.01%
PACTIV LLC 08.3750 04/15/2027 0.01%
PLATFORM SPECIALTY P P/P 144A 10.3750 05/01/2021 0.01%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.01%
SEK/USD 09/20/2017 BANKAM 0.01%
SEK/USD 09/20/2017 JPMCB 0.01%
SEK/USD 09/20/2017 RBSF 0.01%
SM ENERGY CO 06.5000 01/01/2023 0.01%
SOLENIS 2NDL L+675 07.9518 07/31/2022 0.01%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.01%
SWPTN 1MX10Y R 2.06375 USD 07/21/2017 CS 0.01%
SWPTN 2YX3Y P 2.43 USD 02/15/2019 BC 0.01%
SWPTN 3MX1Y R 1.884 USD 07/06/2017 GS 0.01%
SWPTN 3MX2Y P -0.108 EUR 08/02/2017 GS 0.01%
SWPTN 3MX2Y P 2.214 USD 08/02/2017 BA 0.01%
SWPTN 3MX2Y P 2.234 USD 08/02/2017 GS 0.01%
SWPTN 3MX5Y R 1.83 USD 09/06/2017 GS 0.01%
SWPTN 6MX10Y P 2.81025 USD 10/18/2017 JP 0.01%
SWPTN 6MX1Y P 0.51 GBP 09/18/2017 BC 0.01%
SWPTN 6MX1Y R 1.495 USD 07/05/2017 BA 0.01%
SWPTN 6MX5Y R 1.896 USD 12/07/2017 CI 0.01%
TENET HEALTHCARE 04.7500 06/01/2020 0.01%
TENNANT CO P/P 144A 05.6250 05/01/2025 0.01%
TENNECO INC 05.0000 07/15/2026 0.01%
TIAAC 2003-1A E 144A 08.0000 12/28/2038 0.01%
USD/CNH PUT 6.70 20171006 GSFX 0.01%
USD/CNH PUT 6.70 20171013 BANKAM 0.01%
VALEANT PHARMA P/P 144A 05.6250 12/01/2021 0.01%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
-0.104 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.124 R ISWP FWD EONIA P 02/18/2020 0.00%
0.69 R ISWP BUBOR06M P 03/01/2019 0.00%
0.745 R ISWP BUBOR06M P 03/20/2019 0.00%
1.45 R ISWP FWD NOKOIB6M P 09/20/2022 0.00%
1.60431 R ISWP USL3M P 07/05/2019 0.00%
1.6076 R ISWP USL3M P 07/05/2019 0.00%
2.1965 R ISWP USL3M P 06/30/2027 0.00%
2.75 R ISWP FWD NFIX3MID P 09/20/2022 0.00%
3.00 R ISWP FWD AUDBB6M P 06/28/2027 0.00%
3.0475 R ISWP FWD NFIX3MID P 03/29/2020 0.00%
7.11 R ISWP JIBA3M P 03/24/2019 0.00%
7.305 R ISWP JIBA3M P 03/09/2019 0.00%
7.67 R ISWP MXIBTIIE P 03/12/2032 0.00%
8.32625 R ISWP JIBA3M P 10/11/2026 0.00%
AUD/USD 07/19/2017 BCAP-FX 0.00%
AUD/USD 07/19/2017 CSI-FX 0.00%
AUD/USD 07/19/2017 GSFX 0.00%
AUD/USD 07/19/2017 JPMCB 0.00%
AUD/USD 07/19/2017 SSBT 0.00%
AUD/USD 07/19/2017 WPAC 0.00%
BAYTEX ENERGY CORP P/P 144A 05.1250 06/01/2021 0.00%
BRL/USD 10/03/2017 CITI 0.00%
BSCMS 06-PW14 XW IO P/P 144A 00.3679 12/11/2038 0.00%
CAD/USD 07/19/2017 BANKAM 0.00%
CD 2007-CD5 XS IO 144A 00.1346 11/15/2044 0.00%
CHC GROUP LLC P/P 0.00%
CHF/USD 09/20/2017 BCAP-FX 0.00%
CHF/USD 09/20/2017 GSFX 0.00%
CHF/USD 09/20/2017 JPMCB 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 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 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-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CPTFEMU R 0.435 P 09/15/17 BC 0.00%
CPTFEMU R 0.46 P 09/15/17 BC 0.00%
CPTFEMU R 0.4975 P 09/15/17 BC 0.00%
CPTFEMU R 0.63 P 08/10/17 GS 0.00%
CPTFEMU R 0.63 P 08/11/17 GS 0.00%
CPURNSA P 2.05 R 07/05/27 BC 0.00%
CPURNSA P 2.085 R 07/03/27 BC 0.00%
CPURNSA R 1.89 P 07/05/22 BC 0.00%
CPURNSA R 1.9225 P 07/03/22 BC 0.00%
CSMC 2006-C5 AX IO 00.8667 12/15/2039 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 09/20/2017 JPMCB 0.00%
EUR/USD 09/20/2017 SSBT 0.00%
EUR/USD 09/20/2017 WPAC 0.00%
EURO-OAT FUTURE SEP17 OATU7 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 09/20/2017 BCAP-FX 0.00%
GBP/USD 09/20/2017 CITI 0.00%
GBP/USD 09/20/2017 GSFX 0.00%
GBP/USD 09/20/2017 HSBCB 0.00%
GBP/USD 09/20/2017 JPMCB 0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036 0.00%
GNR 2010-98 PI IO 04.5000 10/20/2037 0.00%
GNR 2011-140 BI IO 04.5000 12/20/2040 0.00%
GNR 2013-16 IB IO 05.0000 10/20/2040 0.00%
GSMS 2005-GG4 XC IO P/P 144A 01.3775 07/10/2039 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
INR/USD 08/16/2017 BANKAM 0.00%
INTELSAT CONNECT FIN P/P 144A 12.5000 04/01/2022 0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 0.00%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 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 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 BC 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 CS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 CS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 BC 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.400.10 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 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 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.FN30.500.10 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%
ISTAR INC. 05.0000 07/01/2019 0.00%
JPMCC 07-CB20 X1 IO P/P 144A 00.1513 02/12/2051 0.00%
JPY/USD 08/16/2017 BANKAM 0.00%
JPY/USD 08/16/2017 BCAP-FX 0.00%
JPY/USD 08/16/2017 CITI 0.00%
JPY/USD 08/16/2017 JPMCB 0.00%
JPY/USD 08/16/2017 RBSF 0.00%
JPY/USD 08/16/2017 SSBT 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CS 0.00%
MBX.FN30.600.08 P USL1M R 01/12/39 BC 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 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 2004-C1 X IO P/P 144A 09.3210 01/15/2037 0.00%
MEZZ 2007-C5 X IO P/P 144A 05.5038 12/15/2049 0.00%
MILAGRO OIL & GAS 0.00%
MXN/USD 07/19/2017 CITI 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 09/20/2017 CSI-FX 0.00%
NOK/USD 09/20/2017 SSBT 0.00%
NOK/USD 09/20/2017 UBS 0.00%
NZD/USD 07/19/2017 CSI-FX 0.00%
NZD/USD 07/19/2017 JPMCB 0.00%
PRECISION DRILL USD 05.2500 11/15/2024 0.00%
SEK/USD 09/20/2017 BCAP-FX 0.00%
SGD/USD 08/16/2017 HSBCB 0.00%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022 0.00%
STRIP 2003-1A N P/P 144A 02.0971 03/24/2018 0.00%
SWPTN 1MX10Y P 2.491 USD 07/10/2017 CI 0.00%
SWPTN 1MX10Y R 1.891 USD 07/10/2017 CI 0.00%
SWPTN 1MX10Y R 1.9275 USD 07/27/2017 CI 0.00%
SWPTN 1MX10Y R 2.08475 USD 07/10/2017 CI 0.00%
SWPTN 1MX1Y R 1.44 USD 07/19/2017 GS 0.00%
SWPTN 1MX1Y R 1.446 USD 07/19/2017 CS 0.00%
SWPTN 1MX1Y R 1.8225 USD 07/19/2017 CS 0.00%
SWPTN 1MX1Y R 1.9245 USD 07/19/2017 GS 0.00%
SWPTN 2MX10Y P 2.7225 USD 07/25/2017 CS 0.00%
SWPTN 3MX10Y R 1.005 GBP 08/18/2017 RB 0.00%
SWPTN 3MX10Y R 1.0436 GBP 08/17/2017 RB 0.00%
SWPTN 3MX10Y R 1.799 USD 07/18/2017 JP 0.00%
SWPTN 3MX10Y R 1.999 USD 07/18/2017 JP 0.00%
SWPTN 3MX1Y R 1.674 USD 07/06/2017 GS 0.00%
SWPTN 3MX1Y R 1.779 USD 07/06/2017 GS 0.00%
SWPTN 3MX2Y P 2.404 USD 08/02/2017 BA 0.00%
SWPTN 3MX2Y P 2.419 USD 08/02/2017 GS 0.00%
SWPTN 3MX2Y R -0.108 EUR 08/02/2017 GS 0.00%
SWPTN 3MX2Y R 0.561 GBP 08/18/2017 RB 0.00%
SWPTN 3MX2Y R 0.5715 GBP 08/17/2017 RB 0.00%
SWPTN 3MX5Y R 0.15875 EUR 08/02/2017 GS 0.00%
SWPTN 5WX10Y R 2.132 USD 07/21/2017 CI 0.00%
SWPTN 5WX30Y R 2.326 USD 07/21/2017 CI 0.00%
SWPTN 5WX30Y R 2.34 USD 07/21/2017 CI 0.00%
SWPTN 6MX1Y P 1.495 USD 07/05/2017 BA 0.00%
SWPTN 6MX1Y P 1.736 USD 09/18/2017 BC 0.00%
SWPTN 6MX3Y P 2.082 USD 07/05/2017 BA 0.00%
SWPTN 6MX3Y R 1.728 USD 07/05/2017 BA 0.00%
TERVITA CORP CLASS A 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
TRIBUNE CLASS 1C LITIGAT 0.00%
TRY/USD 09/20/2017 UBS 0.00%
TWD/USD 08/16/2017 CITI 0.00%
TXU TCEH RIGHTS 0.00%
UBSBB 2013-C6 D P/P 144A 04.3437 04/10/2046 0.00%
USD/CNH PUT 6.60 20171006 GSFX 0.00%
USD/CNH PUT 6.60 20171013 BANKAM 0.00%
WBCMT 2007-C34 IO IO 00.4614 05/15/2046 0.00%
0.00 R ISWP BZDIOVRA P 01/02/2019 -0.01%
0.15 R ISWP FWD CHL6M P 09/20/2027 -0.01%
0.715 R ISWP BUBOR06M P 02/28/2019 -0.01%
1.10 R ISWP FWD SES3M P 09/20/2027 -0.01%
1.8165 R ISWP USL3M P 06/27/2022 -0.01%
1.90 R ISWP FWD NOKOIB6M P 09/20/2027 -0.01%
1.912 R ISWP FWD GBL6M P 01/19/2032 -0.01%
1.95 R ISWP FWD CDOR03 P 09/20/2027 -0.01%
1.95 R ISWP FWD USL3M P 09/20/2022 -0.01%
8.12 R ISWP MXIBTIIE P 12/24/2026 -0.01%
AUD/USD 07/19/2017 CITI -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 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-.7 2047-01-17 300.0 01/17/2047 CS -0.01%
EUR/USD 09/20/2017 CITI -0.01%
EUR/USD 09/20/2017 GSFX -0.01%
GBP/USD 09/20/2017 UBS -0.01%
INR/USD 08/16/2017 GSFX -0.01%
IOS.FN30.400.11 P USL1M R 01/12/42 JP -0.01%
JPY/USD 08/16/2017 CSI-FX -0.01%
MBX.FN30.500.10 R USL1M P 01/12/41 BC -0.01%
MXN/USD 07/19/2017 BANKAM -0.01%
MXN/USD 07/19/2017 JPMCB -0.01%
NOK/USD 09/20/2017 GSFX -0.01%
NOK/USD 09/20/2017 JPMCB -0.01%
NOK/USD 09/20/2017 RBSF -0.01%
NZD/USD 07/19/2017 GSFX -0.01%
NZD/USD 07/19/2017 RBSF -0.01%
SEK/USD 09/20/2017 CITI -0.01%
SEK/USD 09/20/2017 CSI-FX -0.01%
SGD/USD 08/16/2017 BANKAM -0.01%
SGD/USD 08/16/2017 SSBT -0.01%
SWPTN 1MX10Y P 2.291 USD 07/10/2017 CI -0.01%
SWPTN 1MX10Y P 2.4175 USD 07/27/2017 CI -0.01%
SWPTN 3MX10Y P 1.267 GBP 08/18/2017 RB -0.01%
SWPTN 3MX2Y R 1.563 USD 09/06/2017 GS -0.01%
SWPTN 3MX5Y P 0.36125 EUR 08/02/2017 GS -0.01%
SWPTN 5WX10Y R 2.152 USD 07/21/2017 CI -0.01%
SWPTN 6MX2Y R 1.642 USD 12/07/2017 CI -0.01%
TRY/USD 09/20/2017 RBSF -0.01%
USD/JPY PUT 103.00 20171106 BANKAM -0.01%
ZAR/USD 07/19/2017 GSFX -0.01%
1.60 R ISWP FWD CDOR03 P 09/20/2022 -0.02%
2.25 R ISWP FWD USL3M P 09/20/2027 -0.02%
3.25 R ISWP FWD NFIX3MID P 09/20/2027 -0.02%
8.20 R ISWP MXIBTIIE P 01/07/2027 -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%
GBP/USD 09/20/2017 SSBT -0.02%
NOK/USD 09/20/2017 BANKAM -0.02%
NZD/USD 07/19/2017 SSBT -0.02%
NZD/USD 07/19/2017 UBS -0.02%
NZD/USD 07/19/2017 WPAC -0.02%
SWPTN 13WX10Y R 2.31 USD 08/14/2017 GS -0.02%
SWPTN 13WX10Y R 2.805 USD 08/14/2017 GS -0.02%
SWPTN 1MX10Y R 2.15375 USD 07/21/2017 CS -0.02%
SWPTN 2MX10Y P 2.465 USD 07/25/2017 CS -0.02%
SWPTN 3MX10Y P 1.3056 GBP 08/17/2017 RB -0.02%
SWPTN 3MX2Y P 1.563 USD 09/06/2017 GS -0.02%
SWPTN 6MX10Y P 2.534 USD 10/18/2017 JP -0.02%
SWPTN 6MX1Y R 2.0625 USD 08/10/2017 CI -0.02%
SWPTN LIABILITY 2MX10Y P 2.5975 USD 08/30/2017 GS -0.02%
SWPTN LIABILITY 2YX3Y P 2.43 USD 02/15/2019 BC -0.02%
SWPTN LIABILITY 2YX3Y R 2.43 USD 02/15/2019 BC -0.02%
ZAR/USD 07/19/2017 CITI -0.02%
1.70 R ISWP FWD USL3M P 09/20/2019 -0.03%
2.60 R ISWP FWD AUDBB6M P 06/28/2022 -0.03%
5.93 R ISWP MXIBTIIE P 10/06/2021 -0.03%
AUD/USD 07/19/2017 UBS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.03%
NZD/USD 07/19/2017 BANKAM -0.03%
SWPTN 5WX10Y P 1.207 GBP 07/17/2017 GS -0.03%
SWPTN 5WX10Y P 2.132 USD 07/21/2017 CI -0.03%
SWPTN 6MX2Y P 1.642 USD 12/07/2017 CI -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%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.04%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
OPTN FN30 2.5 08/07/17 PUT 96.53125 JPMC -0.04%
SWPTN 1MX10Y P 1.1625 GBP 07/14/2017 BC -0.04%
SWPTN 2WX10Y P 2.18 USD 07/11/2017 BA -0.04%
SWPTN 5WX10Y P 1.151 GBP 07/17/2017 GS -0.04%
SWPTN LIABILITY 2YX5Y P 2.203 USD 06/03/2019 BA -0.04%
SWPTN LIABILITY 2YX5Y P 2.205 USD 06/03/2019 BC -0.04%
SWPTN LIABILITY 2YX5Y R 2.203 USD 06/03/2019 BA -0.04%
SWPTN LIABILITY 2YX5Y R 2.205 USD 06/03/2019 BC -0.04%
0.20 R ISWP FWD EURIBOR6MD P 09/20/2022 -0.05%
2.11504 R ISWP USL3M P 06/26/2027 -0.05%
6.16 R ISWP MXIBTIIE P 01/01/2026 -0.05%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.05%
NZD/USD 07/19/2017 CITI -0.05%
SWPTN 1MX10Y P 1.1125 GBP 07/14/2017 BC -0.05%
SWPTN 3MX20Y R 2.5816 USD 08/11/2017 CS -0.05%
SWPTN LIABILITY 2MX10Y P 2.33 USD 08/30/2017 GS -0.05%
SWPTN LIABILITY 2YX8Y P 2.5925 USD 01/24/2019 BA -0.05%
SWPTN LIABILITY 2YX8Y R 2.5925 USD 01/24/2019 BA -0.05%
2.45 R ISWP FWD USL3M P 09/20/2047 -0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.06%
SWPTN 5WX10Y P 2.152 USD 07/21/2017 CI -0.06%
SWPTN 6MX10Y R 2.257 USD 11/22/2017 CI -0.06%
SWPTN 2MX10Y P 2.46 USD 08/30/2017 GS -0.07%
SWPTN 2YX10Y R 2.413 USD 06/03/2019 BA -0.07%
SWPTN 2YX10Y R 2.42 USD 06/03/2019 CI -0.08%
SWPTN 2YX28Y P 2.7175 USD 01/24/2019 BA -0.08%
SWPTN 2YX30Y P 2.79 USD 02/15/2019 JP -0.08%
SWPTN LIABILITY 7YX5Y P 2.647 USD 06/03/2024 BA -0.08%
SWPTN LIABILITY 7YX5Y P 2.654 USD 06/03/2024 CI -0.08%
SWPTN LIABILITY 7YX5Y R 2.647 USD 06/03/2024 BA -0.08%
SWPTN LIABILITY 7YX5Y R 2.654 USD 06/03/2024 CI -0.08%
SWPTN 2YX10Y P 2.413 USD 06/03/2019 BA -0.09%
SWPTN 2YX10Y P 2.42 USD 06/03/2019 CI -0.09%
SWPTN 2YX5Y P 2.208 USD 05/17/2019 CI -0.09%
SWPTN 6MX10Y P 2.257 USD 11/22/2017 CI -0.09%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.10%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.11%
SWPTN 1MX10Y P 2.204 USD 07/14/2017 CI -0.11%
SWPTN 2YX28Y R 2.7175 USD 01/24/2019 BA -0.11%
0.80 R ISWP FWD EURIBOR6MD P 09/20/2027 -0.13%
SWPTN 2YX30Y R 2.79 USD 02/15/2019 JP -0.13%
SWPTN LIABILITY 10YX20Y P 2.785 USD 01/25/2027 BA -0.14%
SWPTN LIABILITY 10YX20Y R 2.785 USD 01/25/2027 BA -0.14%
FLR USL3M 6.00 03/07/2018 JP -0.15%
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%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.22%
OPTN FN30 3.0 08/07/17 PUT 100.421875 JPMC -0.23%
CDX CDX.NA.HY.28 500.0 06/20/2022 -0.40%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.42%
FNMA FN30 TBA 03.0000 07/01/2047 -12.59%

Prior top 10 holdings

Top 10 holdings as of 08/31/17
Fnma Fn30 Tba 03.5000 10/01/2047
Fnma Fn30 Tba 03.5000 09/01/2047
Fnma Fn30 Tba 04.5000 09/01/2047
Fnma Fn30 Tba 04.0000 09/01/2047
Gnma Gii30 Tba 04.0000 10/01/2047
Cwalt 2006-Oa10 4a1 01.4244 08/25/2046
Vtb Bank (Vtb Cap P/P 144a 06.9500 10/17/2022
Cas 2015-C04 1m2 06.9344 04/25/2028
Fnma Fn30 Tba 05.5000 09/01/2047
Prov Buenos Aire P/P 144a 07.8750 06/15/2027
Holdings represent 28.90% of portfolio
Top 10 holdings as of 07/31/17
Fnma Fn30 Tba 03.5000 09/01/2047
Fnma Fn30 Tba 04.5000 09/01/2047
Fnma Fn30 Tba 04.0000 09/01/2047
Cwalt 2006-Oa10 4a1 01.4222 08/25/2046
Vtb Bank (Vtb Cap P/P 144a 06.9500 10/17/2022
Cas 2015-C04 1m2 06.9322 04/25/2028
Fnma Fn30 Tba 05.5000 09/01/2047
Prov Buenos Aire P/P 144a 07.8750 06/15/2027
Cas 2015-C03 1m2 06.2322 07/25/2025
Cas 2016-C03 2m2 07.1322 10/25/2028
Holdings represent 31.46% of portfolio
Top 10 holdings as of 06/30/17
Fnma Fn30 Tba 03.5000 08/01/2047
Fnma Fn30 Tba 03.5000 07/01/2047
Fnma Fn30 Tba 04.5000 07/01/2047
Fnma Fn30 Tba 04.0000 07/01/2047
Cwalt 2006-Oa10 4a1 01.4061 08/25/2046
Vtb Bank (Vtb Cap P/P 144a 06.9500 10/17/2022
Cas 2015-C04 1m2 06.9161 04/25/2028
Fnma Fn30 Tba 05.5000 07/01/2047
Cas 2015-C03 1m2 06.2161 07/25/2025
Petroleos Mexicanos Usd 04.5000 01/23/2026
Holdings represent 36.59% of portfolio
Top 10 holdings as of 05/31/17
Fnma Fn30 Tba 03.5000 07/01/2047
Fnma Fn30 Tba 03.5000 06/01/2047
Fnma Fn30 Tba 04.5000 06/01/2047
Fnma Fn30 Tba 04.0000 06/01/2047
Cwalt 2006-Oa10 4a1 01.2136 08/25/2046
Vtb Bank (Vtb Cap P/P 144a 06.9500 10/17/2022
Cas 2015-C04 1m2 06.7236 04/25/2028
Fnma Fn30 Tba 05.5000 06/01/2047
Cas 2015-C03 1m2 06.0236 07/25/2025
Petroleos Mexicanos Usd 04.5000 01/23/2026
Holdings represent 36.84% of portfolio

Maturity detail

0 - 1 yr. -4.05%
1 - 5 yrs. 24.86%
5 - 10 yrs. 72.11%
10 - 15 yrs. 3.70%
Over 15 yrs. 3.38%

Quality rating

AAA 43.91%
A 0.90%
BBB 9.30%
BB 22.55%
B 22.75%
CCC and Below 10.17%
Not Rated -9.58%

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in bonds are subject to certain risks including interest-rate risk, credit risk, and inflation risk. As interest rates rise, the prices of bonds fall. Long-term bonds are more exposed to interest-rate risk than short-term bonds. Unlike bonds, bond funds have ongoing fees and expenses. The fund's shares trade on a stock exchange at market prices, which may be lower than the fund's net asset value.

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. The value of bonds in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons including general financial market conditions, changing market perceptions of the risk of default, changes in government intervention, and factors related to a specific issuer or industry. These factors may also lead to periods of high volatility and reduced liquidity in the bond markets. 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 net assets as of the date indicated above. 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. Short-term cash bonds are included in their closest long-term equivalent rating category. To be announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings and portfolio credit quality will vary over time. 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. Derivative offset values 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 08/31/17

United States 78.08%
Argentina 3.40%
Brazil 2.89%
Russia 2.67%
Greece 2.63%
Canada 1.71%
Mexico 1.50%
Indonesia 1.12%
Luxembourg 0.98%
 
Other
5.02%
United Kingdom 0.72%
Dominican Republic 0.43%
Venezuela 0.43%
France 0.42%
Germany 0.41%
Ireland 0.41%
Bermuda 0.32%
Egypt 0.31%
Jamaica 0.30%
Cayman Islands 0.25%
Ivory Coast 0.24%
Turkey 0.20%
Netherlands 0.19%
Sweden 0.17%
Jersey 0.11%
Ukraine 0.06%
Costa Rica 0.05%
New Zealand 0.05%
Italy 0.04%
Australia 0.03%
Switzerland 0.02%
South Africa 0.01%
European Community -0.01%
Norway -0.14%

The Bloomberg Barclays Government Bond Index is an unmanaged index of U.S. Treasury and agency securities. You cannot invest directly in an index.

Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in bonds are subject to certain risks including interest-rate risk, credit risk, and inflation risk. As interest rates rise, the prices of bonds fall. Long-term bonds are more exposed to interest-rate risk than short-term bonds. Unlike bonds, bond funds have ongoing fees and expenses. The fund's shares trade on a stock exchange at market prices, which may be lower than the fund's net asset value.

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. The value of bonds in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons including general financial market conditions, changing market perceptions of the risk of default, changes in government intervention, and factors related to a specific issuer or industry. These factors may also lead to periods of high volatility and reduced liquidity in the bond markets. 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 net assets as of the date indicated above. 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. Short-term cash bonds are included in their closest long-term equivalent rating category. To be announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings and portfolio credit quality will vary over time. 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. Derivative offset values 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.