Important update on the dividend policy for this fund: The Trustees of the Putnam Funds have approved an amendment to the dividend policy for the Putnam closed-end funds to establish targeted distribution rates for common shares. Read more here.


Premier Income Trust (Class A)  (NYSE: PPT)

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

Webcast | Update on Putnam closed-end funds: PIM and PPT | September 17, 2019 | 1:15pm ET

Highlights

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.

Strategy and process

  • Broad diversification: The fund seeks multiple sources of return outside the constraints of its benchmark, investing across traditional and alternative bond markets.
  • Flexible risk allocations: The fund takes a unique approach to asset allocation, dynamically establishing diversified risk exposures rather than sector exposures.
  • Active duration management: As the fund's duration is independent of any index, the fund employs strategies that seek to reduce interest-rate risk.

Daily pricing as of 09/17/19

Ticker NYSE: PPT
Net asset value $5.40
Net asset value change 0.01
Market price $5.23
Market price change -0.04
Discount/Premium -3.14%
Dividend rate at net asset value 7.78%
Dividend rate at market price 8.03%

Fund facts as of 08/31/19

Inception date
02/29/88
Total net assets
$557.72M
Dividend frequency
Monthly
Number of holdings
1496
Product status
Trades on secondary market
Common share CUSIP
746853100
Ticker
NYSE: PPT
Fiscal year-end
July
Category
Closed End
Turnover (fiscal year end)
785%
Number of common share accounts
--
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)

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 06/30/19

  • Annual performance as of 06/30/19

Last month Last quarter Year to date 1 yr. 3 yrs. 5 yrs. 10 yrs.
Net asset value 1.41% 2.54% 7.79% 3.36% 7.55% 3.14% 7.52%
Market price 1.86% 1.64% 13.92% 5.51% 9.77% 4.83% 8.05%
Comparative index: ICE BofAML U.S. Treasury Bill Index†
Net asset value 0.24%0.67%1.30%2.39%1.38%0.89%0.52%

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. -0.09% 0.09%
as of 08/31/19
YTD 9.40% -
as of 09/17/19

Lipper rankings as of 08/31/19

Time period Rank/Funds in category Percentile ranking
1 yr. 19/39 48%
3 yrs. 17/30 55%
5 yrs. 22/26 82%
10 yrs. 13/16 77%
Lipper category: General Bond Funds

Distribution history (past 12 mts.)

Ex-distribution date Distribution amount
per common share
08/23/19 $00.035
07/24/19 $00.035
06/24/19 $00.035
05/24/19 $00.035
04/24/19 $00.035
03/22/19 $00.035
02/22/19 $00.035
01/24/19 $00.035
12/21/18 $00.035
11/23/18 $00.026
10/24/18 $00.026
09/24/18 $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 5.19
Average stated maturity N/A
Average effective duration
without leverage
3.27
Average effective duration
with leverage
3.27
Average yield to maturity 5.69
Average price 91.48
Average coupon 6.59

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 08/31/19

Fnma Fn30 Tba Umbs 03.0000 09/01/2049 18.28%
Fnma Fn30 Tba Umbs 03.5000 09/01/2049 18.24%
Fnma Fn30 Tba Umbs 04.0000 09/01/2049 11.91%
Gnma Gii30 Tba 04.5000 09/01/2049 3.00%
Fnma Fn30 Tba Umbs 02.5000 09/01/2049 2.88%
Gnma Gii30 Tba 04.0000 09/01/2049 1.68%
United Mexican States Usd 05.5500 01/21/2045 1.12%
Fnma Fn30 Tba Umbs 05.5000 09/01/2049 0.97%
Hellenic Republic Regs 03.0000 02/24/2028 0.94%
Hellenic Republic Regs 03.0000 02/24/2030 0.90%
Top 10 holdings, percent of portfolio 59.92%

Full portfolio holdings as of 06/30/19

90DAY EURO$ FUTR SEP19 EDU9 23.47%
FNMA FN30 TBA UMBS 03.5000 08/01/2049 18.16%
FNMA FN30 TBA UMBS 04.0000 08/01/2049 7.42%
US 2YR NOTE (CBT) SEP19 TUU9 4.52%
FNMA FN30 TBA UMBS 04.0000 07/01/2049 4.45%
GNMA GII30 TBA 04.5000 07/01/2049 2.99%
FNMA FN30 TBA UMBS 02.5000 08/01/2049 2.85%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 2.51%
GNMA GII30 TBA 04.0000 07/01/2049 1.67%
US ULTRA BOND CBT SEP19 WNU9 1.21%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 1.05%
TREASURY BILL 00.0000 08/06/2019 1.02%
FNMA FN30 TBA UMBS 05.5000 08/01/2049 0.96%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.89%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.84%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.80%
2.60 R ISWP FWD US0003M P 06/19/2026 0.79%
CAS 2016-C03 2M2 08.3044 10/25/2028 0.76%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.76%
CWALT 2006-OA10 4A1 02.5944 08/25/2046 0.76%
CAS 2015-C04 1M2 08.1044 04/25/2028 0.74%
TREASURY BILL 00.0000 07/18/2019 0.71%
TREASURY BILL 00.0000 07/25/2019 0.68%
FNR 2016-78 CS IO 03.6956 05/25/2039 0.68%
CAS 2015-C03 1M2 07.4044 07/25/2025 0.64%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.64%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.62%
CAS 2016-C02 1B 14.6544 09/25/2028 0.60%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.58%
SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP 0.58%
GNR 2016-H23 NI IO 02.2542 10/20/2066 0.58%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.55%
GNR 2017-H16 JI IO 02.3674 08/20/2067 0.53%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.52%
STACR 2018-HQA1 M2 04.7044 09/25/2030 0.51%
ARGENTINE REPUBLIC USD 06.8750 01/26/2027 0.50%
SPST 2019-3 A 03.1296 06/24/2020 0.50%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.50%
STACR 2016-DNA1 B 12.4044 07/25/2028 0.48%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.46%
MSBAM 2013-C10 E P/P 144A 04.2183 07/15/2046 0.46%
CAS 2017-C03 1B1 07.2544 10/25/2029 0.45%
JPMBB 2014-C18 D P/P 144A 04.9778 02/15/2047 0.45%
GSMS 2014-GC24 D P/P 144A 04.6707 09/10/2047 0.44%
TREASURY BILL 00.0000 07/16/2019 0.44%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 0.42%
OMIR 2018-1A M2 05.2544 07/25/2028 0.41%
CMLTI 2007-AMC3 A2D 02.7544 03/25/2037 0.40%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.40%
CPTFEMU P 1.71 R 07/15/37 0.40%
SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP 0.39%
CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 0.39%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.38%
CWALT 2005-59 1A1 02.7129 11/20/2035 0.38%
TREASURY BILL 00.0000 08/13/2019 0.37%
GNR 2018-H02 EI IO 02.4111 01/20/2068 0.37%
CAS 2018 - C01 1B1 05.9544 07/25/2030 0.36%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037 0.36%
WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 0.36%
SWPTN 1YX1Y R 3.02 USD 08/28/2019 MS 0.35%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.35%
GNR 2010-90 ES IO 03.5671 07/20/2040 0.34%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.34%
TREASURY BILL 00.0000 08/08/2019 0.34%
GNR 2014-149 IP IO 04.0000 07/16/2044 0.34%
JPMBB 2014-C25 D P/P 144A 04.0920 11/15/2047 0.34%
CAS 2016-C03 1B 14.1544 10/25/2028 0.33%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 0.33%
GNR 2017-H16 IG IO 01.7116 07/20/2067 0.32%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.32%
GNR 2018-127 IC IO 05.0000 10/20/2044 0.32%
SWPTN 1YX30Y R 1.288 EUR 02/17/2020 JP 0.32%
HELLENIC REPUBLIC REGS 03.4500 04/02/2024 0.32%
DOMINICAN REPUBLIC P/P 144A 05.5000 01/27/2025 0.31%
STACR 2015-DNA3 B 11.7544 04/25/2028 0.30%
BSCMS 2007-T26 AJ 05.5660 01/12/2045 0.30%
MSBAM 2013-C10 F P/P 144A 04.2183 07/15/2046 0.30%
CAS 2017-C02 2B1 07.9044 09/25/2029 0.30%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.30%
CSAIL 2015-C1 D P/P 144A 03.9364 04/15/2050 0.28%
FNR 2018-20 SB IO 03.8456 03/25/2048 0.28%
FHR 4604 QI IO 03.5000 07/15/2046 0.28%
STACR 2018-DNA2 B1 06.1044 12/25/2030 0.28%
GNR 2017-H08 NI IO 02.2303 03/20/2067 0.27%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.27%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 0.27%
FNR 2015-30 IO IO 05.5000 05/25/2045 0.27%
FNR 2013-58 DI IO 04.0000 06/25/2043 0.27%
3.073 R ISWP FWD US0003M P 03/04/2029 0.26%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.26%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.26%
GNR 2018-H05 BI IO 02.3623 02/20/2068 0.26%
2.05 R ISWP FWD US0003M P 09/18/2029 0.26%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 0.26%
GNR 2017-26 MI IO 05.0000 11/20/2039 0.26%
GNR 2018-H03 XI IO 02.3834 02/20/2068 0.25%
COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 0.25%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.25%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.24%
CPTFEMU P 1.7138 R 08/15/37 0.24%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.24%
2.776 R ISWP FWD US0003M P 03/21/2029 0.24%
2.647 R ISWP US0003M P 06/12/2049 0.24%
DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 0.23%
GNR 2017-H16 IH IO 01.7928 07/20/2067 0.23%
IVORY COAST P/P 144A 06.1250 06/15/2033 0.23%
GNR 2016-H10 AI IO 01.7727 04/20/2066 0.23%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 0.23%
JPMBB 2013-C14 D P/P 144A 04.7134 08/15/2046 0.23%
STACR 2015-DNA2 B 09.9544 12/25/2027 0.23%
SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS 0.23%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS 0.23%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS 0.23%
GNR 2018-H15 KI IO 02.2885 08/20/2068 0.22%
GNR 2017-H09 IO IO 01.8625 04/20/2067 0.22%
CAS 2016-C01 1B 14.1544 08/25/2028 0.22%
CWALT 2006-OA7 1A1 03.0808 06/25/2046 0.22%
GNR 2017-H06 BI IO 02.3610 02/20/2067 0.22%
FHR 4813 IO IO 05.5000 08/15/2048 0.21%
GNR 2016-H09 BI IO 02.0187 04/20/2066 0.20%
GNR 2016-H22 AI IO 02.3132 10/20/2066 0.20%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.20%
FNR 2016-96 ST IO 03.6956 12/25/2046 0.20%
JPMBB 2013-C14 E P/P 144A 04.7134 08/15/2046 0.20%
JPMCC 2011-C3 F P/P 144A 05.8525 02/15/2046 0.20%
GNR 2015-186 AI IO 04.0000 12/20/2045 0.20%
SERVICE CORP INTL 05.3750 05/15/2024 0.20%
STACR 2015-HQA2 B 12.9044 05/25/2028 0.20%
SAMI 2007-AR1 2A1 02.5844 01/25/2037 0.20%
BSCMS 2005-PWR7 B 05.2140 02/11/2041 0.20%
GNR 2018-127 ID IO 05.0000 07/20/2045 0.20%
WBCMT 2004-C15 G P/P 144A 05.3950 10/15/2041 0.20%
GNR 2017-H11 DI IO 01.9268 05/20/2067 0.20%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.20%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.20%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.20%
3.312 R ISWP US0003M P 11/08/2048 0.19%
UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 0.19%
CFCRE 2011-C2 E P/P 144A 05.9393 12/15/2047 0.19%
GNR 2016-42 IO IO 05.0000 02/20/2046 0.19%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.19%
GNR 2017-H12 QI IO 02.3632 05/20/2067 0.19%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.19%
JPMCC 2012-C6 E P/P 144A 05.3202 05/15/2045 0.19%
SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS 0.19%
GNMA GII30 BN1496 04.5000 06/20/2049 0.19%
ARAB REP OF EGYPT P/P 144A 05.5770 02/21/2023 0.18%
BSCMS 2005-PWR7 D 05.3040 02/11/2041 0.18%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.18%
GNR 2016-H06 DI IO 01.7116 07/20/2065 0.18%
AES CORP/THE 05.5000 04/15/2025 0.18%
MSBAM 2013-C11 D P/P 144A 04.4992 08/15/2046 0.18%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.18%
LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 0.17%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.17%
WFRBS 2012-C10 D P/P 144A 04.5864 12/15/2045 0.17%
CCMFC 2006-4A A2 02.5844 11/25/2047 0.17%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.17%
MLCFC 2006-4 C 05.3240 12/12/2049 0.17%
GNR 2017-93 TI IO 04.0000 03/20/2044 0.17%
SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS 0.17%
GNR 2015-H20 CI IO 01.9767 08/20/2065 0.17%
SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS 0.17%
FHR 4452 QI IO 04.0000 11/15/2044 0.17%
SAMI 2006-AR7 A1A 02.6144 08/25/2036 0.17%
GNR 2017-H16 FI IO 02.3621 08/20/2067 0.17%
GNR 2018-94 AI IO 04.5000 07/20/2048 0.17%
GNR 2010-35 DI IO 04.5000 03/20/2040 0.16%
LNSTR 2015-3 C P/P 144A 03.2727 04/20/2048 0.16%
FNR 2013-107 SB IO 03.5456 02/25/2043 0.16%
REFINITIV TLB L+375 06.1524 10/01/2025 0.16%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.16%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.16%
GNR 2016-H02 HI IO 01.8883 01/20/2066 0.16%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 0.16%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.16%
GNR 2016-75 EI IO 03.5000 08/20/2045 0.16%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.16%
WAMU 2005-AR10 1A3 04.1000 09/25/2035 0.16%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.16%
CWALT 2006-OA10 3A1 02.5944 08/25/2046 0.16%
GNR 2012-128 IA IO 03.5000 10/20/2042 0.16%
CWALT 2005-38 A3 02.7544 09/25/2035 0.16%
FNR 2010-99 NI IO 06.0000 09/25/2040 0.15%
GNR 2016-H18 QI IO 02.3741 06/20/2066 0.15%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.15%
GNR 2016-104 GI IO 04.5000 01/20/2046 0.15%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.15%
IVORY COAST P/P 144A 05.2500 03/22/2030 0.15%
JPMCC 2013-LC11 D 04.3070 04/15/2046 0.15%
GNR 2016-H16 EI IO 02.2306 06/20/2066 0.15%
GNR 2018-H05 AI IO 02.4150 02/20/2068 0.15%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.15%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.15%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.15%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.15%
FHR 4425 IO IO 04.0000 01/15/2045 0.15%
FHR 4580 ID IO 03.5000 08/15/2045 0.15%
GNR 2018-127 IE IO 03.5000 01/20/2046 0.15%
CAS 2015-C03 2M2 07.4044 07/25/2025 0.15%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.15%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.14%
GNR 2017-H02 BI IO 02.3484 01/20/2067 0.14%
UNITYMEDIA HESSEN / NRW REGS 06.2500 01/15/2029 0.14%
GNR 2015-53 MI IO 04.0000 04/16/2045 0.14%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 0.14%
REPUBLIC OF INDONESIA REGS 04.1250 01/15/2025 0.14%
CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 0.14%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.14%
GNR 2016-H03 AI IO 02.1154 01/20/2066 0.14%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.14%
GNR 2016-H06 CI IO 01.6309 02/20/2066 0.14%
IVORY COAST REGS 06.1250 06/15/2033 0.14%
MSRR 2010-R4 4B 03.2458 02/26/2037 0.14%
GNR 2015-H23 BI IO 01.7384 09/20/2065 0.14%
GNR 2015-H24 AI IO 01.8895 09/20/2065 0.14%
FNR 2011-101 SA IO 03.4956 10/25/2041 0.14%
GNR 2016-H03 DI IO 02.0041 12/20/2065 0.14%
NHLT 2018-1A M5 P/P 144A 06.0000 02/25/2028 0.14%
GNR 2012-140 IC IO 03.5000 11/20/2042 0.14%
BSCMS 2006-PW11 B P/P 144A 05.8095 03/11/2039 0.14%
JPMBB 2014-C18 E P/P 144A 04.4778 02/15/2047 0.14%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.14%
ITRON INC P/P 144A 05.0000 01/15/2026 0.14%
GNR 2014-119 SA IO 03.2171 08/20/2044 0.13%
GNR 2014-44 IA IO 03.5000 05/20/2028 0.13%
GSR 2007-OA1 2A3A 02.7144 05/25/2037 0.13%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.13%
GNR 2014-H21 BI IO 01.5448 10/20/2064 0.13%
GNR 2015-187 JI IO 04.0000 03/20/2045 0.13%
JPMCC 2007-CB20 E P/P 144A 06.3895 02/12/2051 0.13%
TRAVELPORT TLB L+500 07.5412 03/18/2026 0.13%
WAMU 2005-AR13 A1C3 02.8944 10/25/2045 0.13%
CWALT 2006-OA7 1A2 03.4437 06/25/2046 0.13%
CWALT 2007-OH1 A1D 02.6144 04/25/2047 0.13%
STACR 2019-DNA2 M2 04.8544 03/25/2049 0.13%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.13%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.13%
GNR 2015-H20 AI IO 01.8376 08/20/2065 0.13%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.13%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.13%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.13%
LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 0.13%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.13%
SWPTN 1YX2Y R 0.025 EUR 08/28/2019 GS 0.13%
REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 0.12%
STACR 2016-HQA3 M3 06.2544 03/25/2029 0.12%
UBSBB 2012-C4 D P/P 144A 04.6309 12/10/2045 0.12%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.12%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.12%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.12%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.12%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.12%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.12%
NAVISTAR INTL TLB L+350 05.8900 11/06/2024 0.12%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 0.12%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 0.12%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.12%
SCRT 2019-2 M 04.7500 08/25/2058 0.12%
CAS 2018-C04 2M2 04.9544 12/25/2030 0.12%
CAS 2018-C05 1B1 06.6544 01/25/2031 0.12%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.12%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.12%
WFRBS 2012-C9 E P/P 144A 04.9713 11/15/2045 0.12%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.12%
ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022 0.12%
CWALT 2006-OA10 2A1 02.5944 08/25/2046 0.12%
FHR 4165 TI IO 03.0000 12/15/2042 0.12%
SPLUNK INC P/P 144A CV 01.1250 09/15/2025 0.12%
GNR 2015-H25 EI IO 01.8589 10/20/2065 0.12%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.12%
WAMU 2005-AR19 A1C4 02.8044 12/25/2045 0.12%
CIT GROUP INC. 05.2500 03/07/2025 0.11%
COMM 2014-CR17 E P/P 144A 05.0150 05/10/2047 0.11%
FHR 4077 IK IO 05.0000 07/15/2042 0.11%
GNR 2014-100 NI IO 04.0000 06/20/2043 0.11%
STACR 2017-DNA1 B1 07.3544 07/25/2029 0.11%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.11%
IVORY COAST REGS 06.3750 03/03/2028 0.11%
MBX.FN30.500.10 R USL1M P 01/12/41 CS 0.11%
RMIR 2018-1 M2 04.2100 03/25/2028 0.11%
LEVEL 3 FINANCING INC 05.2500 03/15/2026 0.11%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.11%
GNR 2015-64 YI IO 04.0000 11/20/2044 0.11%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.11%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.11%
CAS 2019-R03 1B1 06.5044 09/25/2031 0.11%
FHR 4546 TI IO 04.0000 12/15/2045 0.11%
GNR 2013-H08 CI IO 01.6600 02/20/2063 0.11%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.11%
GNR 2012-136 BI IO 03.5000 11/20/2042 0.11%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.11%
GNR 2015-111 IJ IO 03.5000 08/20/2045 0.11%
GNR 2015-52 KI IO 03.5000 11/20/2040 0.11%
SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 0.11%
GNR 2012-47 CI IO 04.0000 03/20/2042 0.11%
OMIR 2017-1A B1 P/P 144A 08.1544 04/25/2027 0.11%
AKAMAI TECH CV 00.1250 05/01/2025 0.10%
GNR 2013-151 IB IO 04.5000 02/20/2040 0.10%
GNR 2015-H10 BI IO 02.0523 04/20/2065 0.10%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.10%
CALPINE CORPORATION 05.7500 01/15/2025 0.10%
GNR 2017-H19 MI IO 02.0444 04/20/2067 0.10%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 0.10%
STAPLES INC P/P 144A 07.5000 04/15/2026 0.10%
CAS 2015-C04 2M2 07.9544 04/25/2028 0.10%
GNR 2014-100 LI IO 04.5000 10/16/2043 0.10%
GNR 2016-H17 KI IO 01.9988 07/20/2066 0.10%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031 0.10%
HELLENIC REPUBLIC REGS 03.0000 02/24/2036 0.10%
PRICELINE GRO CV 00.9000 09/15/2021 0.10%
SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS 0.10%
GNR 2013-34 IH IO 04.5000 03/20/2043 0.10%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.10%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.10%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.10%
DBALT 2006-AR4 A2 02.5944 12/25/2036 0.10%
GNR 2016-H14 IO IO 01.6844 06/20/2066 0.10%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.10%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.10%
COMM 2012-CR3 E P/P 144A 04.9105 10/15/2045 0.10%
FNR 2017-7 JI IO 04.0000 02/25/2047 0.10%
GNR 2016-H24 CI IO 01.6950 10/20/2066 0.10%
SPRINT CORP TLB L+300 05.4375 02/03/2024 0.10%
SWPTN 1YX2Y R -0.065 EUR 08/28/2019 GS 0.10%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.10%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.10%
JPALT 2007-A2 12A1 02.6044 06/25/2037 0.10%
FORTIVE CORP P/P 144A CV 00.8750 02/15/2022 0.10%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.10%
GNR 2015-H15 BI IO 01.9977 06/20/2065 0.10%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 0.10%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.10%
FNR 2016-102 JI IO 03.5000 02/25/2046 0.10%
AVAYA TLB L+425 06.7226 12/15/2024 0.10%
CAS 2017-C02 2M2 06.0544 09/25/2029 0.10%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.10%
GNR 2015-62 IL IO 03.5000 02/16/2042 0.10%
GNR 2015-H08 CI IO 01.7934 03/20/2065 0.10%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.10%
RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 0.10%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.09%
PALO ALTO NET P/P 144A CV 00.7500 07/01/2023 0.09%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.09%
T-MOBILE USA INC 06.3750 03/01/2025 0.09%
ARGENTINE REPUBLIC USD 04.6250 01/11/2023 0.09%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.09%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.09%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.09%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.09%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.09%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.09%
DEXCOM INC P/P 144A CV 00.7500 12/01/2023 0.09%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.09%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.09%
STACR 2019-DNA1 M2 05.0544 01/25/2049 0.09%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.09%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.09%
GNR 2017-42 IC IO 04.5000 08/20/2041 0.09%
LIVE NATION CV 02.5000 03/15/2023 0.09%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.09%
FHR 4678 MS IO 05.1072 04/15/2047 0.09%
SPRINT CORP 07.2500 09/15/2021 0.09%
3.05125 R ISWP FWD US0003M P 03/07/2028 0.09%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 0.09%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.09%
IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 0.09%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP 0.09%
DISH NETWORK CV 03.3750 08/15/2026 0.09%
GNR 2016-37 IW IO 04.5000 02/20/2046 0.09%
UNIVISION COMM P/P 144A 05.1250 05/15/2023 0.09%
ROBERTSHAW US HOLDING L+350 06.0000 02/28/2025 0.09%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP 0.09%
CHEGG INC P/P 144A CV 00.1250 03/15/2025 0.08%
FHR 3852 SC IO 04.2558 04/15/2040 0.08%
GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 0.08%
GNR 2018-127 IB IO 04.5000 06/20/2045 0.08%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.08%
MSC 2008-T29 F P/P 144A 06.2883 01/11/2043 0.08%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.08%
BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 0.08%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.08%
FHR 4501 BI IO 03.5000 10/15/2043 0.08%
GNR 2016-29 IO IO 04.0000 02/16/2046 0.08%
ON SEMICONDUC CV 01.6250 10/15/2023 0.08%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.08%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.08%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.08%
BRAND ENERGY TL L+425 06.7871 06/21/2024 0.08%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.08%
MWST 2018-W1 A 03.2544 11/25/2051 0.08%
GNR 2017-165 IM IO 03.5000 11/20/2047 0.08%
JAZZ INVT I LTD USD 01.5000 08/15/2024 0.08%
TWITTER INC CV 01.0000 09/15/2021 0.08%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.08%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.08%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.08%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.08%
3.11 R ISWP FWD US0003M P 02/27/2028 0.08%
BERRY GLOBAL INC 05.1250 07/15/2023 0.08%
HOUSTON FUEL TLB L+275 05.2500 06/26/2025 0.08%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 0.08%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.08%
PLURALSIGHT P/P 144A CV 00.3750 03/01/2024 0.08%
SPRINT CORP 07.8750 09/15/2023 0.08%
CWALT 2006-OA10 1A1 03.4637 08/25/2046 0.08%
GREAT LAKES D&D 08.0000 05/15/2022 0.08%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.08%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.08%
PULTEGROUP INC 05.5000 03/01/2026 0.08%
WORKDAY INC CV 00.2500 10/01/2022 0.08%
CWALT 2006-45T1 2A7 02.7444 02/25/2037 0.08%
FNR 2012-30 HI IO 04.5000 12/25/2040 0.08%
SS&C TECH INC P/P 144A 05.5000 09/30/2027 0.08%
CINEMARK USA INC 04.8750 06/01/2023 0.08%
GMAC CAPITAL TRUST I PCT 08.3030 0.08%
GNR 2014-76 IO IO 05.0000 05/20/2044 0.08%
GNR 2015-167 BI IO 04.5000 04/16/2045 0.08%
GNR 2017-38 DI IO 05.0000 03/16/2047 0.08%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.08%
WFCM 2013-LC12 D P/P 144A 04.4208 07/15/2046 0.08%
NETFLIX INC. 05.8750 11/15/2028 0.08%
NRG ENERGY CV 02.7500 06/01/2048 0.08%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.08%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.08%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 0.07%
CENTENE CORP 06.1250 02/15/2024 0.07%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.07%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.07%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.07%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.07%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.07%
TENET HEALTHCARE 06.0000 10/01/2020 0.07%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.07%
EQUINIX INC 05.3750 05/15/2027 0.07%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.07%
ENERGY TRANSFER OPERA 05.8750 01/15/2024 0.07%
FNR 2015-88 QI IO 04.0000 10/25/2044 0.07%
HUSKY TLB L+300 05.4024 03/28/2025 0.07%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.07%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 0.07%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.07%
APERGY CORP 06.3750 05/01/2026 0.07%
CAS 2017-C01 1M2 05.9544 07/25/2029 0.07%
FHR 4193 PI IO 04.0000 03/15/2043 0.07%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.07%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.07%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.07%
FNR 2012-36 SN IO 04.0456 04/25/2042 0.07%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.07%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.07%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.07%
CMLTI 2007-AR5 1A1A 04.7409 04/25/2037 0.07%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.07%
JO-ANN STORES 2NDL L+925 11.7272 05/21/2024 0.07%
EURONET WORLD P/P 144A CV 00.7500 03/15/2049 0.07%
FHR 4122 TI IO 04.5000 10/15/2042 0.07%
IHEARTMEDIA TL L+400 06.5790 05/01/2026 0.07%
SWPTN 1MX30Y R 2.29 USD 06/28/2019 JP 0.07%
BALTA 2005-7 21A1 04.4960 09/25/2035 0.07%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.07%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.07%
ISTAR INC 06.0000 04/01/2022 0.07%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.07%
MWST 2019-1 A 03.2044 06/25/2052 0.07%
PQ CORP P/P 144A 05.7500 12/15/2025 0.07%
SERVICE CORP INTL 05.1250 06/01/2029 0.07%
WAMU 2005-AR14 1A2 04.1807 12/25/2035 0.07%
ASCEND LEARNING TLB L+300 05.4024 07/12/2024 0.06%
GNR 2010-9 QI IO 04.5000 01/20/2040 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%
TELADOC INC CV 01.3750 05/15/2025 0.06%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.06%
TRANSDIGM INC 06.3750 06/15/2026 0.06%
ARGENTINE REPUBLIC USD 06.6250 07/06/2028 0.06%
CAS 2016-C05 2B 13.1544 01/25/2029 0.06%
GNR 2009-121 BI IO 04.5000 12/16/2039 0.06%
GNR 2013-54 JI IO 03.5000 02/20/2043 0.06%
GNR 2016-48 MI IO 03.5000 04/16/2046 0.06%
HVMLT 2005-2 1A 02.9103 05/19/2035 0.06%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.06%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.06%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.06%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.06%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.06%
PROVINCIA DE BUENOS P/P 54.1681 05/31/2022 0.06%
STANDARD IND INC P/P 144A 06.0000 10/15/2025 0.06%
ZENDESK INC CV 00.2500 03/15/2023 0.06%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.06%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.06%
GNR 2012-113 ID IO 03.5000 09/20/2042 0.06%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.06%
GNR 2017-11 PI IO 04.0000 12/20/2046 0.06%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.06%
NRG ENERGY INC 05.7500 01/15/2028 0.06%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.06%
SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS 0.06%
WFRBS 2013-C12 E P/P 144A 03.5000 03/15/2048 0.06%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 0.06%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.06%
CAS 2016-C03 2B 15.1544 10/25/2028 0.06%
FHR 4510 HI IO 03.0000 03/15/2040 0.06%
SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS 0.06%
SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 0.06%
CAESARS ENTERTAIN CORP CV 05.0000 10/01/2024 0.06%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.06%
MARRIOTT VAC CV 01.5000 09/15/2022 0.06%
STARWOOD PROP TR 04.7500 03/15/2025 0.06%
US CONCRETE INC 06.3750 06/01/2024 0.06%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 0.06%
WAYFAIR INC P/P 144A CV 01.1250 11/01/2024 0.06%
WPX ENERGY INC 06.0000 01/15/2022 0.06%
2.04 R ISWP AUDBB6M P 05/06/2029 0.06%
CAS 2017-C05 1B1 06.0044 01/25/2030 0.06%
FHR 4560 PI IO 03.5000 05/15/2045 0.06%
FNR 2013-41 IP IO 04.0000 05/25/2043 0.06%
GREIF INC P/P 144A 06.5000 03/01/2027 0.06%
NUANCE COMM CV 01.2500 04/01/2025 0.06%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.06%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.06%
CROWN AMER/CAP 04.7500 02/01/2026 0.06%
DOCUSIGN INC P/P 144A CV 00.5000 09/15/2023 0.06%
FNR 2010-35 SG IO 03.9956 04/25/2040 0.06%
GNMA GII30 BO3369 05.0000 06/20/2049 0.06%
GNR 2010-20 UI IO 05.0000 02/20/2040 0.06%
II-VI INC CV 00.2500 09/01/2022 0.06%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.06%
SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP 0.06%
WFMBS 2006-AR2 1A1 04.9486 03/25/2036 0.06%
WFMBS 2006-AR5 1A1 05.2076 04/25/2036 0.06%
1.50 R ISWP FWD NOKOIB6M P 09/18/2024 0.06%
ANTERO RESOURCES 05.3750 11/01/2021 0.06%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.06%
CAS 2017-C06 2M2 05.2044 02/25/2030 0.06%
SQUARE INC CV 00.5000 05/15/2023 0.06%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.06%
CENTENE CORP 04.7500 05/15/2022 0.06%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.06%
PULTEGROUP INC. 07.8750 06/15/2032 0.06%
REYNOLDS GROUP TL L+300 05.2166 02/05/2023 0.06%
2.536 R ISWP FWD US0003M P 12/02/2023 0.06%
AKER BP ASA P/P 144A 06.0000 07/01/2022 0.06%
GNR 2012-146 IO IO 05.0000 12/20/2042 0.06%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.06%
OWENS CORNING 04.2000 12/01/2024 0.06%
SWPTN 10WX10Y P 2.011 USD 08/09/2019 GS 0.06%
SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA 0.06%
1.354 R ISWP FWD EUR006M P 02/19/2050 0.05%
FNR 2017-15 LI IO 04.0000 06/25/2046 0.05%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.05%
IVORY COAST REGS 05.3750 07/23/2024 0.05%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.05%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP 0.05%
T-MOBILE USA INC 04.7500 02/01/2028 0.05%
WPX ENERGY INC 05.7500 06/01/2026 0.05%
2.86 R ISWP US0003M P 01/22/2020 0.05%
CAS 2019-R02 1M2 04.7044 08/25/2031 0.05%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.05%
DISH DBS CORP 05.8750 11/15/2024 0.05%
GNMA GII30 BN1506 04.5000 05/20/2049 0.05%
HCA INC 05.0000 03/15/2024 0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.05%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP 0.05%
T-MOBILE USA INC 06.0000 03/01/2023 0.05%
ZILLOW GROUP INC CV 01.5000 07/01/2023 0.05%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 0.05%
INPHI CORP CV 00.7500 09/01/2021 0.05%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.05%
NEW RELIC INC CV 00.5000 05/01/2023 0.05%
STACR 2016-HQA1 M3 08.7544 09/25/2028 0.05%
SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA 0.05%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.05%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.05%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.05%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.05%
FHR 4024 PI IO 04.5000 12/15/2041 0.05%
GNR 2015-96 NI IO 03.5000 01/20/2039 0.05%
HCA INC 05.2500 06/15/2026 0.05%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.05%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.05%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.05%
PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 0.05%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.05%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.05%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.05%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.05%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.05%
ATOTECH TLB1 L+300 05.3299 01/31/2024 0.05%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.05%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.05%
FHR 4183 MI IO 03.0000 02/15/2042 0.05%
GFL ENVIRONMENTAL TLB L+300 05.4024 05/31/2025 0.05%
LIBERTY MEDIA CV 01.0000 01/30/2023 0.05%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.05%
MEREDITH CORP 06.8750 02/01/2026 0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.05%
NABORS INDUSTRIES INC. 05.7500 02/01/2025 0.05%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.05%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029 0.05%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 0.05%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.05%
SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA 0.05%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.05%
ALTICE FRANCE SA P/P 144A 06.2500 05/15/2024 0.05%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.05%
CPG INTL TL L+375 05.9332 05/05/2024 0.05%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.05%
FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 0.05%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 0.05%
NETFLIX INC 04.8750 04/15/2028 0.05%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.05%
SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS 0.05%
VERTIV TLB L+400 06.4385 11/15/2023 0.05%
WERNER TLB L+400 06.3299 07/24/2024 0.05%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.05%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.05%
GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 0.05%
INSULET CORP CV 01.3750 11/15/2024 0.05%
JPMCC 2012-C8 E P/P 144A 04.8049 10/15/2045 0.05%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 0.05%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.05%
MICROCHIP TEC CV 01.6250 02/15/2027 0.05%
NRG ENERGY INC 06.6250 01/15/2027 0.05%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.05%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 0.05%
ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 0.05%
EXACT SCIENCES CORP CV 00.3750 03/15/2027 0.05%
GNMA GII30 DU4515 05.0000 05/20/2049 0.05%
GNR 2014-4 IC IO 04.0000 01/20/2044 0.05%
MHL 2005-3 M2 03.1994 08/25/2035 0.05%
RINGCENTRAL CV 00.0000 03/15/2023 0.05%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.05%
GNMA GII30 BO4634 05.0000 06/20/2049 0.05%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.05%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 0.05%
TALBOTS TLB L+700 09.3299 11/28/2022 0.05%
ALBERTSON'S TLB7 L+300 05.4024 11/16/2025 0.04%
ASURION TLB7 L+300 05.4024 11/03/2024 0.04%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.04%
BERRY GLOBAL TLU L+250 5.02189 05/17/2026 0.04%
CAS 2018-C06 2M2 04.5044 03/25/2031 0.04%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.04%
GNR 2013-165 IL IO 04.0000 03/20/2043 0.04%
GNR 2015-79 GI IO 05.0000 10/20/2039 0.04%
LIBERTY EXPEDIA HOLD INC 144A 0.04%
ORTHO-CLINICAL TLB L+325 05.6799 06/01/2025 0.04%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.04%
VIAVI SOLUT CV 01.7500 06/01/2023 0.04%
1.1575 R ISWP SES3M P 11/13/2027 0.04%
1.16 R ISWP SES3M P 11/13/2027 0.04%
8X8 INC P/P 144A CV 00.5000 02/01/2024 0.04%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 0.04%
BERRY GLOBAL INC 05.5000 05/15/2022 0.04%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029 0.04%
FNR 2013-60 IP IO 04.0000 10/25/2042 0.04%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.04%
PAR PHARMA INC P/P 144A 07.5000 04/01/2027 0.04%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.04%
WIX LTD P/P 144A 00.0000 07/01/2023 0.04%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 0.04%
ENVESTNET INC CV 01.7500 12/15/2019 0.04%
FNR 2013-44 PI IO 04.0000 01/25/2043 0.04%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.04%
GNMA GII30 BN1509 05.0000 05/20/2049 0.04%
GNR 2015-H26 CI IO 00.4564 08/20/2065 0.04%
GNR 2017-118 KI IO 03.5000 10/20/2046 0.04%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.04%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.04%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.04%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.04%
ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 0.04%
TENNANT CO 05.6250 05/01/2025 0.04%
1.125 R ISWP SES3M P 11/10/2027 0.04%
1.13 R ISWP SES3M P 11/10/2027 0.04%
1.343 R ISWP FWD EUR006M P 11/29/2058 0.04%
AKER BP ASA P/P 144A 05.8750 03/31/2025 0.04%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 0.04%
COLONY STARWO CV 03.5000 01/15/2022 0.04%
CPURNSA P 2.19 R 12/06/27 0.04%
CPURNSA P 2.1939 R 12/21/27 0.04%
GNR 2012-56 IB IO 04.0000 04/20/2042 0.04%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.04%
NEWELL BRANDS INC 04.2000 04/01/2026 0.04%
PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 0.04%
SWPTN 5WX10Y R 1.965 USD 07/15/2019 BC 0.04%
TENDAM BRANDS SAU REGS 05.0000 09/15/2024 0.04%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.04%
ALTICE LUXEMBOURG SA REGS 06.2500 02/15/2025 0.04%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.04%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 0.04%
FTI CONSULTIN P/P 144A CV 02.0000 08/15/2023 0.04%
GNR 2013-28 IO IO 03.5000 02/20/2043 0.04%
IHEARTMEDIA INC - CLASS A 0.04%
NORDEX SE REGS 06.5000 02/01/2023 0.04%
NRG ENERGY INC. 07.2500 05/15/2026 0.04%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.04%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.04%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.04%
ARBY'S TLB L+325 05.6824 02/05/2025 0.04%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.04%
FHR 3072 SM 04.2533 11/15/2035 0.04%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.04%
IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 0.04%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.04%
MERCER INTL INC USD 06.5000 02/01/2024 0.04%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 0.04%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.04%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.04%
OSHKOSH CORP 05.3750 03/01/2025 0.04%
QORVO INC 05.5000 07/15/2026 0.04%
SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC 0.04%
WRIGHT MEDICA CV 01.6250 06/15/2023 0.04%
1.02 R ISWP TELBOR03 P 03/20/2024 GS 0.04%
2.1825 R ISWP AUDBB6M P 03/20/2029 0.04%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.04%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.04%
GNMA GII30 BJ9611 04.5000 05/20/2049 0.04%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032 0.04%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.04%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.04%
LUMENTUM HOLD CV 00.2500 03/15/2024 0.04%
MBX.GII30.500.10 R USL1M P 01/12/41 BC 0.04%
NOVAFIVES REGS 05.0000 06/15/2025 0.04%
ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 0.04%
SUPERNUS PH CV 00.6250 04/01/2023 0.04%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.04%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.04%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.04%
FHR 4062 DI IO 04.0000 09/15/2039 0.04%
FNR 2013-53 JI IO 03.0000 12/25/2041 0.04%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.04%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.04%
OPTN FN30 3.0 08/06/19 CALL 100.8125 JPMC 0.04%
ORYX TLB L+400 06.4360 05/09/2026 0.04%
SM ENERGY CO 06.1250 11/15/2022 0.04%
TRANSOCEAN INC CV 00.5000 01/30/2023 0.04%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.04%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 0.04%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.04%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.04%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.04%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.04%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.04%
CEMEX P/P 144A 05.7000 01/11/2025 0.04%
CIT GROUP INC 05.0000 08/01/2023 0.04%
CONMED CORP P/P 144A CV 02.6250 02/01/2024 0.04%
ENRGY TRANS PT/REG FIN 05.0000 10/01/2022 0.04%
GNMA GII30 BN2618 04.5000 05/20/2049 0.04%
GNR 2013-129 SN IO 03.7671 09/20/2043 0.04%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.04%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.04%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.04%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.04%
VERINT SYSTEMS INC CV 01.5000 06/01/2021 0.04%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.04%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 0.04%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.04%
JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 0.04%
ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028 0.04%
CBRE SERVICES INC 05.2500 03/15/2025 0.04%
CINEWORLD TLB L+225 04.6885 02/28/2025 0.04%
GOLDEN NUGGET TL L+275 05.1488 10/04/2023 0.04%
INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 0.04%
LENNAR CORP 05.8750 11/15/2024 0.04%
NEUROCRINE CV 02.2500 05/15/2024 0.04%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.04%
UKRPI P 3.665 R 12/15/28 0.04%
2.569 R ISWP FWD US0003M P 06/12/2049 0.03%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.03%
CAS 2019-R01 2M2 04.8544 07/25/2031 0.03%
FHR 4000 PI IO 04.5000 01/15/2042 0.03%
FNR 2012-127 BI IO 04.5000 11/25/2042 0.03%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.03%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.03%
NUTANIX INC CV 00.0000 01/15/2023 0.03%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.03%
ROBERTSHAW TL 2L L+800 10.4375 02/28/2026 0.03%
0.354 R ISWP FWD EUR006M P 09/21/2021 0.03%
ENCORE CAPITA CV 03.2500 03/15/2022 0.03%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.03%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.03%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029 0.03%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 0.03%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.03%
AIR TRANSPORT CV 01.1250 10/15/2024 0.03%
CAS 2016-C06 1M2 06.6544 04/25/2029 0.03%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 0.03%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 0.03%
FNR 2007-53 SP 15.3839 06/25/2037 0.03%
GNMA GII30 BO4627 04.5000 06/20/2049 0.03%
NOK/USD 09/18/2019 BCAP-FX 0.03%
RAPID7 INC P/P 144A CV 01.2500 08/01/2023 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.03%
CAS 2018-C01 1M2 04.6544 07/25/2030 0.03%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.03%
FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 0.03%
FNR 2006-62 PS 25.4737 07/25/2036 0.03%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.03%
GATES GLOBAL TLB L+275 05.1524 03/31/2024 0.03%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.03%
MESSER INDUST TLB L+250 04.9892 03/01/2026 0.03%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.03%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.03%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 0.03%
REVLON CONS TLB L+350 06.0469 09/07/2023 0.03%
VISTRA OPERATION P/P 144A 05.0000 07/31/2027 0.03%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.03%
AVAYA HOLDINGS CORP 0.03%
CALIFORNIA RESOURC TL L+475 07.1524 12/31/2022 0.03%
CINEMARK USA INC 05.1250 12/15/2022 0.03%
CLEAR CHANNEL OUTDOOR HOLDIN 0.03%
ENSCO ROWAN PLC USD 07.7500 02/01/2026 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033 0.03%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.03%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.03%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.03%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.03%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026 0.03%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.03%
GENON 939CER907 0.03%
IRONWOOD PHAR CV 02.2500 06/15/2022 0.03%
MERCER INTL INC USD 05.5000 01/15/2026 0.03%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.03%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.03%
SWPTN 4MX10Y P 2.265 USD 10/03/2019 MS 0.03%
SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA 0.03%
TENET HEALTHCARE 04.6250 07/15/2024 0.03%
THE AES CORPORATION 04.8750 05/15/2023 0.03%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.03%
VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 0.03%
AKER BP ASA P/P 144A 04.7500 06/15/2024 0.03%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.03%
ENERGY TRANSFER OPERATNG 05.5000 06/01/2027 0.03%
FHR 4105 HI IO 03.5000 07/15/2041 0.03%
FIVE9 INC CV 00.1250 05/01/2023 0.03%
GNR 2019-78 SJ IO 03.6390 06/20/2049 0.03%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.03%
NETFLIX INC P/P 144A 06.3750 05/15/2029 0.03%
SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA 0.03%
TABULA RASA H P/P 144A CV 01.7500 02/15/2026 0.03%
TARGA RESOURCES PART 05.0000 01/15/2028 0.03%
WILLIAMS COS INC 07.7500 06/15/2031 0.03%
ILLUMINA INC P/P 144A CV 00.0000 08/15/2023 0.03%
INTELSAT S.A. TLB3 L+375 06.2291 11/27/2023 0.03%
JO-ANN STORES TL L+500 07.5915 10/16/2023 0.03%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.03%
SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 0.03%
ZIGGO BV P/P 144A 05.5000 01/15/2027 0.03%
AES CORP/THE 05.1250 09/01/2027 0.03%
AIR METHODS TLB L+350 05.8299 04/21/2024 0.03%
CHEMOURS CO 07.0000 05/15/2025 0.03%
INTELSAT SA P/P 144A 04.5000 06/15/2025 0.03%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.03%
NOK/USD 09/18/2019 BANKAM 0.03%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 0.03%
AES CORP/THE 04.5000 03/15/2023 0.02%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.02%
BWAY CORP TLB L+325 05.8535 04/03/2024 0.02%
CARBONITE INC CV 02.5000 04/01/2022 0.02%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.02%
FHS 304 C37 IO 03.5000 12/15/2027 0.02%
FNR 2012-145 TI IO 03.0000 11/25/2042 0.02%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.02%
GNMA GII30 BN7073 04.5000 05/20/2049 0.02%
HCA INC. 07.5000 02/15/2022 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.02%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.02%
QUOTIENT TECH CV 01.7500 12/01/2022 0.02%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.02%
1.65 R ISWP FWD CDOR03 P 09/18/2024 0.02%
AUD/JPY PUT 73.00 20190917 HSBCB 0.02%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 0.02%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.02%
P/P 144A 06.8750 08/15/2026 0.02%
SESI LLC 07.1250 12/15/2021 0.02%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 0.02%
VIRGIN MEDIA SECURED FIN REGS 05.1250 01/15/2025 0.02%
BERRY GLOBAL ESCR P/P 144A 05.6250 07/15/2027 0.02%
BERRY GLOBAL ESCRO P/P 144A 04.8750 07/15/2026 0.02%
FNR 2005-83 QP 11.1426 11/25/2034 0.02%
GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 0.02%
IOS.FN30.400.10 R USL1M P 01/12/41 CS 0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.02%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.02%
ISTAR INC. 05.2500 09/15/2022 0.02%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.02%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.02%
RACKSPACE HOSTING INC L+300 05.5755 11/03/2023 0.02%
SWPTN 5WX30Y R 2.3025 USD 07/15/2019 GS 0.02%
T-MOBILE USA INC 04.5000 02/01/2026 0.02%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 0.02%
2.32 R ISWP FWD US0003M P 02/09/2024 0.02%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.02%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 0.02%
FNR 2013-18 SB IO 03.7456 10/25/2041 0.02%
GNMA GII30 BN1507 05.0000 05/20/2049 0.02%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.02%
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CHEMOURS CO 05.3750 05/15/2027 0.02%
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GNMA GII30 BN1508 05.0000 05/20/2049 0.02%
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GNMA GII30 BN1510 05.5000 05/20/2049 0.02%
LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 0.02%
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MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.02%
NRG P/P 144A 03.7500 06/15/2024 0.02%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.02%
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CPURNSA P 2.05 R 07/05/27 0.02%
FHR 3408 EK 16.1589 04/15/2037 0.02%
GNMA GII30 BM1987 04.5000 05/20/2049 0.02%
GNMA GII30 BN3999 04.5000 05/20/2049 0.02%
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REDFIN CORP CV 01.7500 07/15/2023 0.02%
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BAUSCH HLTH COS INC P/P 144A 05.7500 08/15/2027 0.02%
BSCMS 2006-PW11 C P/P 144A 05.8095 03/11/2039 0.02%
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SM ENERGY CO 05.0000 01/15/2024 0.02%
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SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS 0.02%
T-MOBILE USA INC. 04.0000 04/15/2022 0.02%
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GNMA GII30 BN1511 05.5000 05/20/2049 0.02%
GNMA GII30 BO1294 04.5000 05/20/2049 0.02%
GNMA GII30 DU4514 04.5000 05/20/2049 0.02%
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QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.02%
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ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.02%
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CIT GROUP INC. 05.0000 08/15/2022 0.02%
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CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.02%
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FNR 2013-23 PI IO 03.0000 10/25/2041 0.02%
IOS.FN30.350.13 R USL1M P 01/12/44 CS 0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 BC 0.02%
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TIAAC 2003-1A E 144A 08.0000 12/28/2038 0.02%
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CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
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GNMA GII30 BO1322 04.5000 05/20/2049 0.01%
GNR 2014-108 IP IO 04.5000 12/20/2042 0.01%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.01%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.01%
T-MOBILE USA INC 05.3750 04/15/2027 0.01%
0.148 R ISWP JPL6M P 02/16/2023 0.01%
CAS 2015-C02 1M2 06.4044 05/25/2025 0.01%
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GNMA GII30 BN8578 04.5000 05/20/2049 0.01%
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IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.01%
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2.57 R ISWP FWD US0003M P 02/02/2024 0.01%
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CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.01%
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TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.01%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024 0.01%
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CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.01%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.01%
JC PENNEY CORP INC 07.4000 04/01/2037 0.01%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.01%
VECTOR GROUP LTD CV 01.7500 04/15/2020 0.01%
1.80 R ISWP FWD CDOR03 P 09/18/2029 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.01%
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CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG 0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
IAA INC P/P 144A 05.5000 06/15/2027 0.01%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.01%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.01%
OPTN FN30 3.5 08/06/19 PUT 102.06640625 JPMC 0.01%
SWPTN 2MX10Y P 2.193 USD 07/30/2019 CI 0.01%
TRIBUNE CLASS 1C LITIGAT 0.01%
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JPY/USD 08/21/2019 JPMCB 0.01%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.01%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.01%
1.70 R ISWP FWD US0003M P 09/18/2021 0.01%
1.75 R ISWP FWD US0003M P 09/18/2024 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
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FNS 374 6 IO 05.5000 08/25/2036 0.01%
NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.01%
SWPTN 10WX10Y P 2.281 USD 08/09/2019 GS 0.01%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP 0.01%
2.5725 R ISWP FWD US0003M P 02/02/2024 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
FNGT 2000-T6 IO IO 00.7166 11/25/2040 0.01%
NOK/USD 09/18/2019 RBSF 0.01%
1.035 R ISWP TELBOR03 P 03/19/2024 GS 0.00%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML 0.00%
CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 0.00%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 0.00%
GBP/USD 09/18/2019 BANKAM 0.00%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
NOK/USD 09/18/2019 SSBT 0.00%
SWPTN 1YX30Y P 1.288 EUR 02/17/2020 JP 0.00%
SWPTN 3MX5Y P 1.746 USD 09/26/2019 CI 0.00%
CHC GRP LLC P/P CV 00.0000 10/01/2020 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
FSPC T-57 1AX IO 00.3739 07/25/2043 0.00%
INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI 0.00%
SWPTN 5WX30Y P 2.3025 USD 07/15/2019 GS 0.00%
0.10 R ISWP FWD SES3M P 09/18/2024 0.00%
2.55 R ISWP FWD US0003M P 11/20/2039 0.00%
ADVANZ PHARMA CORP 0.00%
CHF/USD 09/18/2019 JPMCB 0.00%
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CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 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 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.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%
FRAC TECH INTL TLB L+475 06.0000 04/16/2021 0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 0.00%
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SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS 0.00%
SWPTN 3MX5Y P 1.736 USD 09/27/2019 GS 0.00%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS 0.00%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI 0.00%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP 0.00%
TXU TCEH RIGHTS 0.00%
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2.184 R ISWP FWD US0003M P 07/17/2049 0.00%
2.2225 R ISWP FWD US0003M P 06/05/2029 0.00%
2.241 R ISWP FWD US0003M P 07/17/2049 0.00%
2.252 R ISWP FWD US0003M P 07/17/2049 0.00%
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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 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CSMC 2006-C5 AX IO 01.0888 12/15/2039 0.00%
FNR 1999-51 N PO 00.0000 09/17/2029 0.00%
IDR/USD 11/20/2019 HSBCB 0.00%
INR/USD 11/20/2019 GSFX 0.00%
INR/USD 11/20/2019 RBSF 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 CS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 CS 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%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022 0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 0.00%
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1.9451 R ISWP US0003M P 06/26/2029 0.00%
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2.194 R ISWP FWD US0003M P 07/17/2049 0.00%
2.199 R ISWP FWD US0003M P 07/17/2049 0.00%
2.229 R ISWP FWD US0003M P 07/17/2049 0.00%
BSCMS 06-PW14 XW IO P/P 144A 00.5010 12/11/2038 0.00%
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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 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
EUR/USD 09/18/2019 CITI 0.00%
GBP/USD 09/18/2019 HSBCB 0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
MWO HOLDINGS LLC 0.00%
MXN/USD 10/16/2019 BANKAM 0.00%
NINE POINT ENERGY CNV PRF 0.00%
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SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS 0.00%
TWD/USD 08/21/2019 RBSF 0.00%
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1.45 R ISWP FWD NFIX3MID P 09/18/2024 0.00%
1.60 R ISWP FWD AUDBB6M P 09/18/2029 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 0.00%
CHC GROUP LLC P/P 0.00%
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CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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%
CPURNSA R 1.89 P 07/05/22 0.00%
CZK/USD 09/18/2019 BANKAM 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 09/18/2019 CSI-FX 0.00%
EUR/USD 09/18/2019 JPMCB 0.00%
FHR 3326 WF 00.0000 10/15/2035 0.00%
FNS 366 22 IO 04.5000 10/25/2035 0.00%
GBP/USD 09/18/2019 SSBT 0.00%
GSMS 2005-GG4 XC IO P/P 144A 01.5900 07/10/2039 0.00%
ILS/USD 07/17/2019 SSBT 0.00%
JPMCC 07-CB20 X1 IO P/P 144A 00.0000 02/12/2051 0.00%
KRW/USD 11/20/2019 GSFX 0.00%
KRW/USD 11/20/2019 HSBCB 0.00%
MEZZ 2007-C5 X IO P/P 144A 06.2193 12/15/2049 0.00%
OPTN FN30 3.5 07/08/19 PUT 100.09765625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 100.28515625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 100.59765625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 100.78515625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 101.09765625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 101.28515625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 99.59765625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 99.78515625 JPMC 0.00%
STRIP 2003-1A N P/P 144A 05.0000 03/24/2020 0.00%
SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP 0.00%
SWPTN 1YX2Y P 3.095 USD 11/19/2019 JP 0.00%
SWPTN 1YX2Y P 3.0975 USD 11/18/2019 MS 0.00%
SWPTN 1YX2Y P 3.3975 USD 11/18/2019 MS 0.00%
SWPTN 1YX2Y P 3.415 USD 11/19/2019 JP 0.00%
SWPTN 2MX10Y P 2.463 USD 07/30/2019 CI 0.00%
SWPTN 3MX1Y P 2.458 USD 07/26/2019 GS 0.00%
SWPTN 3MX1Y P 2.558 USD 07/26/2019 GS 0.00%
SWPTN 3MX1Y P 2.658 USD 07/26/2019 GS 0.00%
TERVITA CORP 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
TWD/USD 08/21/2019 GSFX 0.00%
WBCMT 2007-C34 IO IO 00.1233 05/15/2046 0.00%
2.3075 R ISWP FWD US0003M P 06/22/2052 -0.00%
AUD/USD 07/17/2019 WPAC -0.00%
BRL/USD 10/02/2019 CITI -0.00%
CAD/USD 07/17/2019 CITI -0.00%
CAD/USD 07/17/2019 WPAC -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 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%
RUB/USD 09/18/2019 GSFX -0.00%
SEK/USD 09/18/2019 RBSF -0.00%
SWPTN 2MX10Y P 2.373 USD 07/30/2019 CI -0.00%
SWPTN 2MX10Y P 2.401 USD 07/30/2019 BA -0.00%
1.80 R ISWP FWD NFIX3MID P 09/18/2029 -0.00%
2.263 R ISWP FWD US0003M P 07/17/2049 -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 GS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.00%
SWPTN 3MX5Y R 1.736 USD 09/27/2019 GS -0.00%
0.80 R ISWP FWD EUR006M P 02/21/2050 -0.00%
1.82 R ISWP NOKOIB6M P 07/01/2029 -0.00%
2.299 R ISWP FWD US0003M P 06/12/2049 -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 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 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-.7 2047-01-17 300.0 01/17/2047 GS -0.00%
EUR/USD 09/18/2019 HSBCB -0.00%
EUR/USD 09/18/2019 RBSF -0.00%
SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS -0.00%
SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS -0.00%
SWPTN 2MX10Y P 2.283 USD 07/30/2019 CI -0.00%
SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP -0.00%
SWPTN 3MX5Y R 1.746 USD 09/26/2019 CI -0.00%
0.20 R ISWP FWD EUR006M P 09/18/2029 -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 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 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%
EUR/USD 09/18/2019 GSFX -0.00%
NZD/USD 07/17/2019 BCAP-FX -0.00%
SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS -0.00%
0.85 R ISWP FWD GBL6M P 09/18/2024 -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 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 MS -0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.00%
SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS -0.00%
2.25 R ISWP FWD US0003M P 09/18/2049 -0.01%
AUD/USD 07/17/2019 GSFX -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 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 MS -0.01%
SEK/USD 09/18/2019 JPMCB -0.01%
SWPTN 9WX10Y P 2.265 USD 08/05/2019 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.01%
EUR/USD 09/18/2019 BANKAM -0.01%
SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI -0.01%
AUD/JPY PUT 69.00 20190917 HSBCB -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 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%
JPY/USD 08/21/2019 RBSF -0.01%
UKRPI P 3.3875 R 03/15/28 -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS -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 ML -0.01%
2.0625 R ISWP FWD US0003M P 06/22/2030 -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 MS -0.01%
JPY/USD 08/21/2019 HSBCB -0.01%
SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA -0.01%
0.7495 R ISWP FWD JPL6M P 08/29/2043 -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 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.01%
EUR/USD 09/18/2019 BCAP-FX -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 GS -0.01%
EUR/USD 09/18/2019 UBS -0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.01%
NZD/USD 07/17/2019 CITI -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 GS -0.01%
SEK/USD 09/18/2019 GSFX -0.01%
SEK/USD 09/18/2019 UBS -0.01%
0.9035 R ISWP FWD EUR006M P 02/19/2050 -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.01%
SEK/USD 09/18/2019 SSBT -0.01%
1.054 R ISWP FWD EUR006M P 06/07/2054 -0.02%
2.00 R ISWP FWD US0003M P 09/18/2029 -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%
CPURNSA R 2.05 P 12/06/22 -0.02%
OPTN FN30 3.5 08/06/19 CALL 102.06640625 JPMC -0.02%
SWPTN 10WX10Y P 2.191 USD 08/09/2019 GS -0.02%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS -0.02%
2.528 R ISWP FWD US0003M P 02/02/2024 -0.02%
AUD/USD 07/17/2019 BANKAM -0.02%
CAD/USD 07/17/2019 BCAP-FX -0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG -0.02%
CPURNSA R 2.068 P 12/21/22 -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%
SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS -0.02%
SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA -0.02%
2.184 R ISWP FWD US0003M P 12/07/2030 -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
IOS.FN30.350.12 P USL1M R 01/12/43 JP -0.02%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.02%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
EUR/USD 09/18/2019 SSBT -0.02%
SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC -0.02%
SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS -0.02%
SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS -0.02%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI -0.02%
UKRPI P 3.34 R 02/15/28 -0.02%
UKRPI P 3.4025 R 03/15/28 -0.02%
CAD/USD 07/17/2019 JPMCB -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 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%
NZD/USD 07/17/2019 JPMCB -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
0.366 R ISWP JPL6M P 02/16/2028 -0.02%
1.25 R ISWP FWD AUDBB6M P 09/18/2024 -0.02%
JPY/USD 08/21/2019 UBS -0.02%
NZD/USD 07/17/2019 GSFX -0.02%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS -0.02%
1.70 R ISWP FWD NOKOIB6M P 09/18/2029 -0.02%
2.208 R ISWP CDOR03 P 03/19/2029 -0.02%
2.565 R ISWP FWD US0003M P 06/12/2049 -0.02%
AUD/USD 07/17/2019 UBS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
2.488 R ISWP FWD US0003M P 06/12/2049 -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
1.00 R ISWP FWD GBL6M P 09/18/2029 -0.03%
AUD/USD 07/17/2019 HSBCB -0.03%
JPY/USD 08/21/2019 CITI -0.03%
JPY/USD 08/21/2019 GSFX -0.03%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
SWPTN 10WX10Y P 2.101 USD 08/09/2019 GS -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%
2.5365 R ISWP FWD US0003M P 06/12/2049 -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
2.524 R ISWP FWD NFIX3MID P 03/28/2029 -0.03%
-0.046 R ISWP FWD CHL6M P 09/21/2021 -0.03%
1.484 R ISWP FWD EUR006M P 11/29/2058 -0.04%
2.5335 R ISWP FWD US0003M P 06/12/2049 -0.04%
2.647 R ISWP FWD US0003M P 03/16/2030 -0.04%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.04%
1.051 R ISWP FWD EUR006M P 02/19/2050 -0.04%
JPY/USD 08/21/2019 SSBT -0.04%
2.537 R ISWP FWD US0003M P 06/12/2049 -0.04%
2.67 R ISWP FWD US0003M P 03/28/2052 -0.04%
SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP -0.04%
SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA -0.04%
SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.04%
IOS.FN30.500.10 P USL1M R 01/12/41 CS -0.04%
1.365 R ISWP AUDBB3M P 05/06/2021 -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.04%
OPTN FN30 3.0 08/06/19 PUT 100.8125 JPMC -0.04%
1.113 R ISWP FWD EUR006M P 03/26/2050 -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 MS -0.04%
IOS.FN30.500.10 P USL1M R 01/12/41 CS -0.04%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.04%
2.6785 R ISWP US0003M P 02/13/2029 -0.04%
AUD/USD 07/17/2019 RBSF -0.04%
SWPTN 5WX10Y R 2.065 USD 07/15/2019 BC -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.04%
1.2115 R ISWP FWD EUR006M P 03/12/2050 -0.05%
UKRPI P 3.34 R 03/15/28 -0.05%
2.6059 R ISWP FWD US0003M P 06/12/2049 -0.05%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.05%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.05%
1.267 R ISWP FWD EUR006M P 03/11/2050 -0.05%
SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS -0.05%
SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS -0.05%
-0.30 R ISWP FWD CHL6M P 09/18/2029 -0.05%
IOS.FN30.350.12 P USL1M R 01/12/43 GS -0.05%
SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS -0.05%
1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 -0.06%
2.793 R ISWP FWD US0003M P 11/29/2053 -0.06%
SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP -0.06%
IOS.FN30.300.13 P USL1M R 01/12/44 GS -0.06%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.06%
SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS -0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 GS -0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 JP -0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 BC -0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.07%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.07%
SWPTN 1MX30Y R 2.38 USD 06/28/2019 JP -0.07%
SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP -0.08%
SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS -0.08%
CPTFEMU R 1.4375 P 09/15/23 -0.08%
CPTFEMU R 1.4413 P 09/15/23 -0.08%
CPTFEMU R 1.4425 P 09/15/23 -0.08%
IOS.FN30.400.10 P USL1M R 01/12/41 CS -0.08%
CPTFEMU R 1.4438 P 09/15/23 -0.08%
CPTFEMU R 1.4275 P 08/15/27 -0.08%
IOS.GII30.500.10 P USL1M R 01/12/41 JP -0.08%
MBX.FN30.600.08 P USL1M R 01/12/39 BC -0.09%
IOS.FN30.400.10 P USL1M R 01/12/41 BC -0.09%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.10%
1.61375 R ISWP FWD EUR006M P 10/27/2027 -0.11%
1.815 R ISWP FWD EUR006M P 02/27/2028 -0.11%
MBX.FN30.650.67 P USL1M R 01/12/38 CS -0.11%
MBX.FN30.650.67 P USL1M R 01/12/38 DE -0.11%
1.80 R ISWP FWD US0003M P 09/18/2024 -0.12%
SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS -0.12%
SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS -0.12%
CPTFEMU R 1.4 P 07/15/27 -0.13%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.13%
IOS.FN30.400.10 P USL1M R 01/12/41 GS -0.14%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP -0.15%
2.77 R ISWP US0003M P 01/22/2021 -0.15%
1.104 R ISWP FWD EUR006M P 03/21/2029 -0.15%
SWPTN 1YX2Y R 0.115 EUR 08/28/2019 GS -0.15%
SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS -0.16%
SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP -0.18%
IOS.FN30.350.13 P US0001M R 01/12/44 JP -0.19%
SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP -0.19%
SWPTN 5YX24Y R 3.0 USD 04/04/2024 MS -0.20%
SWPTN 5YX24Y R 3.0 USD 04/12/2024 MS -0.20%
SWPTN 6YX24Y R 3.0 USD 01/31/2025 MS -0.20%
SWPTN 1YX1Y R 2.58 USD 08/28/2019 MS -0.22%
SWPTN 1YX1Y R 2.8 USD 08/28/2019 MS -0.29%
IOS.FN30.400.11 P USL1M R 01/12/42 JP -0.29%
CDX CDX.NA.HY.32 500.0 06/20/2024 -0.29%
SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP -0.46%
3.065 R ISWP FWD US0003M P 01/03/2029 -0.47%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.75%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.87%
FNMA FN30 TBA UMBS 04.5000 08/01/2049 -1.50%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -1.50%
EURO-SCHATZ FUT SEP19 DUU9 -2.61%
US 5YR NOTE (CBT) SEP19 FVU9 -4.49%
FNMA FN30 TBA UMBS 03.0000 08/01/2049 -5.06%
90DAY EURO$ FUTR MAR21 EDH1 -23.59%

Prior top 10 holdings

Top 10 holdings as of 08/31/19
Fnma Fn30 Tba Umbs 03.0000 09/01/2049
Fnma Fn30 Tba Umbs 03.5000 09/01/2049
Fnma Fn30 Tba Umbs 04.0000 09/01/2049
Gnma Gii30 Tba 04.5000 09/01/2049
Fnma Fn30 Tba Umbs 02.5000 09/01/2049
Gnma Gii30 Tba 04.0000 09/01/2049
United Mexican States Usd 05.5500 01/21/2045
Fnma Fn30 Tba Umbs 05.5000 09/01/2049
Hellenic Republic Regs 03.0000 02/24/2028
Hellenic Republic Regs 03.0000 02/24/2030
Holdings represent 59.92% of portfolio
Top 10 holdings as of 07/31/19
Fnma Fn30 Tba Umbs 03.5000 08/01/2049
Fnma Fn30 Tba Umbs 04.0000 08/01/2049
Fnma Fn30 Tba Umbs 03.0000 08/01/2049
Gnma Gii30 Tba 04.5000 08/01/2049
Fnma Fn30 Tba Umbs 02.5000 08/01/2049
Gnma Gii30 Tba 04.0000 08/01/2049
United Mexican States Usd 05.5500 01/21/2045
Fnma Fn30 Tba Umbs 05.5000 08/01/2049
Hellenic Republic Regs 03.0000 02/24/2028
Hellenic Republic Regs 03.0000 02/24/2030
Holdings represent 51.64% of portfolio
Top 10 holdings as of 06/30/19
Fnma Fn30 Tba Umbs 03.5000 08/01/2049
Fnma Fn30 Tba Umbs 04.0000 08/01/2049
Fnma Fn30 Tba Umbs 04.0000 07/01/2049
Gnma Gii30 Tba 04.5000 07/01/2049
Fnma Fn30 Tba Umbs 02.5000 08/01/2049
Gnma Gii30 Tba 04.0000 07/01/2049
United Mexican States Usd 05.5500 01/21/2045
Fnma Fn30 Tba Umbs 05.5000 08/01/2049
Hellenic Republic Regs 03.0000 02/24/2028
Hellenic Republic Regs 03.0000 02/24/2030
Holdings represent 41.32% of portfolio
Top 10 holdings as of 05/31/19
Umbs Fn30 Tba 03.5000 06/01/2049
Fnma Fn30 Tba Umbs 04.0000 07/01/2049
Umbs Fn30 Tba 04.0000 06/01/2049
Gnma Gii30 Tba 04.5000 06/01/2049
Fnma Fn30 Tba Umbs 02.5000 07/01/2049
Gnma Gii30 Tba 04.0000 06/01/2049
United Mexican States Usd 05.5500 01/21/2045
Umbs Fn30 Tba 05.5000 06/01/2049
Petrobras Global Fin Usd 05.2990 01/27/2025
Hellenic Republic Regs 03.0000 02/24/2028
Holdings represent 41.67% of portfolio

Sector weightings as of 08/31/19

  Cash investments Non-cash investments Total portfolio
  Weight Spread duration Weight Spread duration Weight Spread duration
Agency pass-through 0.48% 0.01 57.18% 2.07 57.66% 2.08
Commercial MBS 8.91% 0.29 17.78% 0.40 26.69% 0.69
Agency CMO 21.04% 0.75 0.31% 0.01 21.35% 0.76
High-yield corporate bonds 19.07% 0.52 -4.05% -0.18 15.02% 0.34
Residential MBS (non-agency) 13.49% 0.57 0.00% 0.00 13.49% 0.57
Emerging-market bonds 11.38% 0.66 0.00% 0.00 11.38% 0.66
International Treasury/agency 3.93% 0.27 0.00% -0.05 3.93% 0.22
Convertible securities 3.92% 0.08 0.00% 0.00 3.92% 0.08
Bank loans 3.53% 0.15 0.00% 0.00 3.53% 0.15
Investment-grade corporate bonds 3.09% 0.18 0.00% 0.00 3.09% 0.18
Asset-backed securities (ABS) 1.50% 0.06 0.00% 0.00 1.50% 0.06
Equity investments 0.18% 0.00 0.00% 0.00 0.18% 0.00
Interest rate swaps 0.00% 0.00 0.00% 1.39 0.00% 1.39
U.S. Treasury/agency 0.00% 0.00 0.00% 0.02 0.00% 0.02
Net cash 9.48% 0.00 0.00% 0.00 9.48% 0.00

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

Maturity detail

0 - 1 yr. -37.17%
1 - 5 yrs. 95.53%
5 - 10 yrs. 36.69%
10 - 15 yrs. 2.42%
Over 15 yrs. 2.53%

Quality rating

AAA 78.71%
AA 1.71%
A 2.12%
BBB 11.83%
BB 28.17%
B 11.76%
CCC and Below 5.24%
Not Rated -39.54%

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

Consider these risks before investing: Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value when interest rates decline and decline in value when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. International investing involves currency, economic, and political risks. 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 08/31/19

United States 81.88%
Greece 3.75%
Brazil 2.70%
Mexico 2.20%
Indonesia 1.77%
Argentina 1.09%
Canada 1.05%
Russia 0.87%
Ivory Coast 0.71%
 
Other
3.98%
Dominican Republic 0.67%
Bermuda 0.62%
Egypt 0.53%
United Kingdom 0.45%
Switzerland 0.40%
Sweden 0.38%
Ireland 0.37%
Luxembourg 0.28%
Venezuela 0.24%
Germany 0.18%
Cayman Islands 0.16%
Israel 0.15%
South Africa 0.15%
Netherlands 0.14%
El Salvador 0.13%
Senegal 0.11%
France 0.09%
Norway 0.07%
South Korea 0.06%
Italy 0.04%
New Zealand 0.04%
Jamaica 0.02%
Australia -0.01%
Taiwan -0.01%
India -0.02%
Japan -0.12%
Czech Republic -0.14%
European Community -1.00%

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