Diversified Income Trust (Class A)  (PDINX)

Offering a diversified portfolio of income opportunities since 1988

Highlights

Objective

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

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.

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $7.06
0.00% | $0.00
$7.16
01/29/18
$6.99
08/21/17
Historical fund price

Fund facts as of 04/30/18

Total net assets
$4,258.88M
Turnover (fiscal year end)
937%
Dividend frequency (view rate)
Monthly
Number of holdings
1719
Fiscal year-end
September
CUSIP / Fund code
746704105 / 0022
Inception date
10/03/88
Category
Taxable Income
Open to new investors
Ticker
PDINX

Management team

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


Manager commentary | Q1 2018

Favorable environment for spread sector strategies

Bill Kohli, Chief Investment Officer, Fixed Income, explains why he is anticipating rates to rise and the economy to remain stable.


Literature


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

Consistency of positive performance over five years

Performance represents 5-year returns in rolling quarter-end periods since inception.

Performance shown above does not reflect the effects of any sales charges. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please see below.

15.94%

Best 5-year annualized return

(for period ending 12/31/13)


-4.49%

Worst 5-year annualized return

(for period ending 12/31/08)


6.09%

Average 5-year annualized return


  • Total return (%) as of 03/31/18

  • Annual performance as of 03/31/18

Annualized Total return (%) as of 03/31/18

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 6.06% 3.53% 3.06% 4.59%
After sales charge 1.82% 2.13% 2.23% 4.16%
ICE BofAML U.S. Treasury Bill Index 1.04% 0.53% 0.35% 0.40%
Bloomberg Barclays U.S. Aggregate Bond Index 1.20% 1.20% 1.82% 3.63%

Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Multi-Asset Absolute Return Fund, and 4.00% and 3.25% for income funds (1.00% and 0.75% for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.

Performance snapshot

  Before sales charge After sales charge
1 mt. as of 04/30/18 0.75 % -3.28 %
YTD as of 05/22/18 2.35 % -1.74 %

Yield

Distribution rate before sales charge
as of 05/22/18
5.61%
Distribution rate after sales charge
as of 05/22/18
5.39%
30-day SEC yield as of 04/30/18
(after sales charge)
4.03%

Lipper rankings as of 04/30/18

Alternative Credit Focus Funds Percentile ranking Rank/Funds in category
1 yr. 7% 17/263
3 yrs. 20% 37/192
5 yrs. 8% 8/107
10 yrs. 19% 7/36

Morningstar ratings as of 04/30/18

Nontraditional Bond Rating Funds in category
Overall (264)
3 yrs. (264)
5 yrs. (159)
10 yrs. (46)

Distributions

Record/Ex dividend date 05/15/18
Payable date 05/21/18
Income $0.033
Extra income --
Short-term cap. gain --
Long-term cap. gain --

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 04/30/18

Fnma Fn30 Tba 03.5000 06/01/2048 7.19%
Gnma Gii30 Tba 04.5000 05/01/2048 1.80%
Fnma Fn30 Tba 04.0000 05/01/2048 1.24%
Fhlmc Fh30g Tba 04.0000 05/01/2048 1.05%
Fnma Fn30 Tba 02.5000 05/01/2048 0.96%
Gnma Gii30 Tba 04.0000 05/01/2048 0.96%
Petrobras Global Finance Usd 08.7500 05/23/2026 0.91%
Petrobras Global Finance Usd 07.3750 01/17/2027 0.90%
Cwalt 2005-38 A3 02.2471 09/25/2035 0.76%
Cas 2015-C04 1m2 07.5971 04/25/2028 0.65%
Top 10 holdings, percent of portfolio 16.42%

Full portfolio holdings as of 03/31/18

FNMA FN30 TBA 03.5000 05/01/2048 7.53%
FNMA FN30 TBA 04.0000 04/01/2048 1.30%
GNMA GII30 TBA 04.5000 05/01/2048 1.11%
FHLMC FH30G TBA 04.0000 04/01/2048 1.10%
FNMA FN30 TBA 02.5000 04/01/2048 1.01%
GNMA GII30 TBA 04.0000 05/01/2048 1.00%
CWALT 2005-38 A3 02.2215 09/25/2035 0.79%
GNMA GII30 TBA 04.5000 04/01/2048 0.76%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.72%
CAS 2015-C04 1M2 07.5715 04/25/2028 0.69%
CWALT 2005-59 1A1 02.1521 11/20/2035 0.67%
FNMA FN30 TBA 05.5000 04/01/2048 0.61%
VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 0.56%
CAS 2016-C02 1B 14.1215 09/25/2028 0.52%
MSBAM 2014-C17 D P/P 144A 04.7062 08/15/2047 0.52%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 0.49%
CAS 2017-C02 2B1 07.3715 09/25/2029 0.48%
GNMA GII30P 784109 04.0000 10/20/2045 0.46%
WFRBS 2013-C15 D P/P 144A 04.4813 08/15/2046 0.46%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.44%
CAS 2015-C03 1M2 06.8715 07/25/2025 0.43%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.43%
LETRAS BANCO CENT ARGENT 00.0000 09/19/2018 0.43%
WBCMT 2005-C21 D 05.2958 10/15/2044 0.43%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.41%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.41%
STACR 2015-DNA3 B 11.2215 04/25/2028 0.40%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.38%
WFRBS 2012-C10 D P/P 144A 04.4478 12/15/2045 0.38%
GNR 2016-H23 NI IO 02.1218 10/20/2066 0.37%
REPUBLIC OF ARGENTINA USD 05.8750 01/11/2028 0.37%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.36%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.35%
COMM 2014-CR18 D P/P 144A 04.7349 07/15/2047 0.34%
CWALT 2006-OA10 4A1 02.0615 08/25/2046 0.34%
CFCRE 2011-C2 E P/P 144A 05.7546 12/15/2047 0.33%
UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 0.33%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2023 0.32%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.32%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.31%
CWALT 2006-OA7 1A2 02.2225 06/25/2046 0.30%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.30%
LETRAS BANCO CENT ARGENT 00.0000 08/15/2018 0.29%
SAMI 2006-AR7 A1A 02.0815 08/25/2036 0.29%
WFCM 2013-LC12 D P/P 144A 04.2909 07/15/2046 0.29%
CAS 2016-C01 1B 13.6215 08/25/2028 0.28%
CAS 2016-C03 1B 13.6215 10/25/2028 0.28%
WAMU 2005-AR13 A1C3 02.3615 10/25/2045 0.28%
GNR 2017-H10 MI IO 01.7972 04/20/2067 0.27%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.27%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 0.27%
WFRBS 2013-C12 E P/P 144A 03.5000 03/15/2048 0.27%
CAS 2016-C03 2M2 07.7715 10/25/2028 0.26%
PETROBRAS GLOBAL FIN P/P 144A 05.9990 01/27/2028 0.26%
STACR 2015-DNA2 B 09.4215 12/25/2027 0.26%
WFCM 2013-LC12 E P/P 144A 03.5000 07/15/2046 0.26%
1.15 R ISWP FWD EUR006M P 06/20/2028 0.25%
REPUBLIC OF INDONESIA REGS 04.1250 01/15/2025 0.25%
SPRINT CORP 07.8750 09/15/2023 0.25%
BCAP 2011-RR3 3A6 03.4559 11/27/2036 0.24%
CMLTI 2007-AMC3 A2D 02.2215 03/25/2037 0.24%
CSAIL 2015-C1 D P/P 144A 03.7978 04/15/2050 0.24%
MSBAM 2014-C18 D P/P 144A 03.3890 10/15/2047 0.24%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.23%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 0.23%
CSMC 2008-C1 AJ P/P 144A 06.1991 02/15/2041 0.22%
GNR 2015-167 MI IO 05.0000 06/20/2045 0.22%
STACR 2015-HQA2 B 12.3715 05/25/2028 0.22%
CAS 2015-C03 2M2 06.8715 07/25/2025 0.21%
CWCI 2007-C3 AJ 05.8120 05/15/2046 0.21%
FNR 2013-107 SB IO 04.0785 02/25/2043 0.21%
FNR 2016-70 QI IO 03.5000 10/25/2046 0.21%
GNR 2015-H12 AI IO 01.8528 05/20/2065 0.21%
GNR 2015-H15 BI IO 01.9220 06/20/2065 0.21%
GNR 2017-H06 BI IO 02.2390 02/20/2067 0.21%
GNR 2017-H08 NI IO 02.3986 03/20/2067 0.21%
COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 0.20%
GNR 2015-89 IP IO 04.0000 02/20/2045 0.20%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.20%
IVORY COAST P/P 144A 06.1250 06/15/2033 0.20%
DBALT 2006-AR4 A2 02.0615 12/25/2036 0.19%
FHR 4265 SD IO 04.3234 01/15/2035 0.19%
LNSTR 2015-3 C P/P 144A 03.1119 04/20/2048 0.19%
MSC 2008-T29 D P/P 144A 06.2381 01/11/2043 0.19%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.19%
COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 0.18%
COMM 2014-CR18 E P/P 144A 03.6000 07/15/2047 0.18%
CWALT 2006-OA10 3A1 02.0615 08/25/2046 0.18%
GNR 2012-140 IC IO 03.5000 11/20/2042 0.18%
GNR 2015-H23 BI IO 01.7322 09/20/2065 0.18%
JPMBB 2014-C25 D P/P 144A 03.9460 11/15/2047 0.18%
WAMU 2005-AR10 1A3 03.3240 09/25/2035 0.18%
WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 0.18%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.17%
ARAB REP OF EGYPT P/P 144A 05.5770 02/21/2023 0.17%
BSMF 2006-AR2 2A1 02.1015 09/25/2046 0.17%
COMM 2012-CR3 E P/P 144A 04.7555 10/15/2045 0.17%
GNR 2015-H03 CI IO 01.7204 01/20/2065 0.17%
GNR 2016-H22 AI IO 02.1556 10/20/2066 0.17%
GNR 2017-H03 HI IO 01.5467 01/20/2067 0.17%
GNR 2017-H12 QI IO 02.1241 05/20/2067 0.17%
MSC 2008-T29 F P/P 144A 06.2381 01/11/2043 0.17%
CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 0.16%
FHR 4193 PI IO 04.0000 03/15/2043 0.16%
FHR 4509 CI IO 06.0000 09/15/2045 0.16%
FHR 4635 PI IO 04.0000 12/15/2046 0.16%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.16%
GNR 2015-H08 CI IO 01.7972 03/20/2065 0.16%
GNR 2016-H04 HI IO 02.3650 07/20/2065 0.16%
GNR 2017-H16 JI IO 02.3330 08/20/2067 0.16%
GNR 2017-H18 FI IO 02.2021 09/20/2067 0.16%
GSAA 2006-8 2A2 02.0515 05/25/2036 0.16%
GSR 2007-OA1 2A3A 02.1815 05/25/2037 0.16%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.16%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 0.16%
MSBAM 2014-C15 F P/P 144A 04.0000 04/15/2047 0.16%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.16%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.16%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.16%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.16%
WFRBS 2013-UBS1 E P/P 144A 04.6232 03/15/2046 0.16%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.15%
CGCMT 2014-GC21 D P/P 144A 04.8356 05/10/2047 0.15%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.15%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.15%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.15%
FNR 2015-69 IO IO 06.0000 09/25/2045 0.15%
GNR 2016-156 PI IO 03.5000 11/20/2046 0.15%
GNR 2017-H06 MI IO 02.0968 02/20/2067 0.15%
GNR 2017-H20 HI IO 02.0664 10/20/2067 0.15%
PETROLEOS MEXICANOS P/P 144A 06.3500 02/12/2048 0.15%
RMIR 2018-1 M2 04.2100 03/25/2028 0.15%
RUSSIAN FEDERATION P/P 144A 12.7500 06/24/2028 0.15%
ALTA MESA HLDGS 07.8750 12/15/2024 0.14%
ALTICE US FIN II CRP P/P 144A 07.7500 07/15/2025 0.14%
CAS 2015-C01 1M2 06.1715 02/25/2025 0.14%
CAS 2017-C03 1B1 06.7215 10/25/2029 0.14%
CWALT 2006-OA10 1A1 02.2425 08/25/2046 0.14%
FHR 4731 QS IO 04.4234 11/15/2047 0.14%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.14%
GNR 2012-128 IA IO 03.5000 10/20/2042 0.14%
GNR 2016-17 IA IO 04.5000 03/20/2045 0.14%
GNR 2016-H16 EI IO 02.2368 06/20/2066 0.14%
GNR 2017-104 MI IO 05.5000 07/16/2047 0.14%
GNR 2017-H16 IO 02.1807 08/20/2067 0.14%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.14%
JPMBB 2014-C18 E P/P 144A 04.3304 02/15/2047 0.14%
JPMBB 2014-C26 D P/P 144A 03.9241 01/15/2048 0.14%
JPMCC 2011-C3 E P/P 144A 05.6735 02/15/2046 0.14%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 0.14%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.14%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.14%
STACR 2017-DNA2 B1 07.0215 10/25/2029 0.14%
SWPTN 1YX1Y P 1.919 USD 08/15/2018 JP 0.14%
SWPTN 1YX1Y P 1.9325 USD 08/16/2018 BA 0.14%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.14%
UNITYMEDIA HESSEN / NRW REGS 06.2500 01/15/2029 0.14%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.13%
BSCMS 2005-PWR7 B 05.2140 02/11/2041 0.13%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.13%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.13%
FNR 2013-18 IN IO 03.5000 03/25/2043 0.13%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.13%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.13%
GNR 2015-64 YI IO 04.0000 11/20/2044 0.13%
GNR 2015-H20 BI IO 01.7896 08/20/2065 0.13%
GNR 2016-126 PI IO 05.0000 02/20/2046 0.13%
GNR 2016-77 SC IO 04.2779 10/20/2045 0.13%
GNR 2016-H12 AI IO 01.6588 07/20/2065 0.13%
GNR 2017-H09 IO IO 01.7948 04/20/2067 0.13%
GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 0.13%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.13%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.13%
IVORY COAST P/P 144A 05.2500 03/22/2030 0.13%
JPMBB 2014-C19 D P/P 144A 04.6605 04/15/2047 0.13%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.13%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.13%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.13%
PROVINCIA DE BUENOS P/P 144A 26.5575 05/31/2022 0.13%
SERVICE CORP INTL 05.3750 05/15/2024 0.13%
WFMBS 2006-AR2 1A1 03.7068 03/25/2036 0.13%
WFMBS 2006-AR5 1A1 04.0240 04/25/2036 0.13%
BACM 2005-1 B 05.5050 11/10/2042 0.12%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.12%
BSCMS 2005-PWR7 C 05.2350 02/11/2041 0.12%
BSCMS 2007-T26 AJ 05.5249 01/12/2045 0.12%
CAS 2015-C01 2M2 06.4215 02/25/2025 0.12%
CAS 2016-C03 1M2 07.1715 10/25/2028 0.12%
CAS 2017-C01 1B1 07.6215 07/25/2029 0.12%
CAS 2017-C06 2M2 04.6715 02/25/2030 0.12%
CASELLA WASTE TLB L+250 04.3082 10/17/2023 0.12%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.12%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.12%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.12%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 0.12%
FNR 2012-123 DI IO 03.5000 05/25/2041 0.12%
FNR 2012-151 PI IO 03.0000 01/25/2043 0.12%
GNR 2010-20 BI IO 04.5000 02/16/2040 0.12%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.12%
GNR 2015-105 LI IO 05.0000 10/20/2039 0.12%
GNR 2015-52 KI IO 03.5000 11/20/2040 0.12%
GNR 2015-H18 BI IO 01.9082 07/20/2065 0.12%
GNR 2016-138 DI IO 04.0000 10/20/2046 0.12%
GNR 2016-H18 IO IO 01.6530 08/20/2066 0.12%
GNR 2016-H27 EI IO 01.9287 12/20/2066 0.12%
GNR 2017-42 IC IO 04.5000 08/20/2041 0.12%
GNR 2018-37 IO IO 05.0000 03/20/2048 0.12%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.12%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.12%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.12%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.12%
WBCMT 2006-C26 AJ 06.0273 06/15/2045 0.12%
WFRBS 2014-C19 E P/P 144A 04.9717 03/15/2047 0.12%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.11%
ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022 0.11%
BSCMS 2007-T28 D P/P 144A 05.6984 09/11/2042 0.11%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.11%
CWALT 2006-OA10 2A1 02.0615 08/25/2046 0.11%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.11%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 0.11%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.11%
FNR 2011-101 SA IO 04.0285 10/25/2041 0.11%
GNR 2014-119 SA IO 03.7779 08/20/2044 0.11%
GNR 2014-H25 BI IO 01.6880 12/20/2064 0.11%
GNR 2015-168 IG IO 03.5000 03/20/2043 0.11%
GNR 2015-H15 AI IO 01.8067 06/20/2065 0.11%
GNR 2015-H23 DI IO 01.8451 09/20/2065 0.11%
GNR 2016-H08 AI IO 01.5994 08/20/2065 0.11%
GNR 2016-H14 IO IO 01.6795 06/20/2066 0.11%
GNR 2017-160 AI IO 04.5000 10/20/2047 0.11%
GNR 2017-H03 EI IO 02.3668 01/20/2067 0.11%
GNR 2017-H05 CI IO 02.3964 02/20/2067 0.11%
GNR 2017-H11 TI IO 02.1802 04/20/2067 0.11%
GNR 2018-H01 IO IO 01.9493 12/20/2067 0.11%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.11%
GREAT LAKES D&D 08.0000 05/15/2022 0.11%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.11%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.11%
NHLT 2018-1A M5 P/P 144A 06.0000 02/25/2028 0.11%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.11%
PETROBRAS GLOBAL FINANCE REGS 05.2990 01/27/2025 0.11%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.11%
TENET HEALTHCARE 06.0000 10/01/2020 0.11%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.11%
UBSBB 2012-C2 F P/P 144A 04.8945 05/10/2063 0.11%
0.55 R ISWP FWD EUR006M P 06/20/2023 0.10%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.10%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.10%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.10%
BALTA 2005-7 21A1 03.6843 09/25/2035 0.10%
BCAP 2012-RR5 4A8 01.7907 06/26/2035 0.10%
BSCMS 2005-PWR7 D 05.3040 02/11/2041 0.10%
CAS 2016-C07 2M2 06.2215 05/25/2029 0.10%
CAS 2017-C05 1B1 05.4715 01/25/2030 0.10%
CCMFC 2006-4A A2 02.0515 11/25/2047 0.10%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.10%
CIT GROUP INC 05.0000 08/01/2023 0.10%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.10%
COMM 2013-CCRE9 D P/P 144A 04.2666 07/10/2045 0.10%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.10%
CSMC 2007-C4 C P/P 144A 05.9660 09/15/2039 0.10%
CWALT 2006-45T1 2A7 02.2115 02/25/2037 0.10%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 0.10%
FED REPUBLIC OF BRAZIL USD 04.6250 01/13/2028 0.10%
GNR 2013-79 XI IO 03.5000 11/20/2039 0.10%
GNR 2014-71 PI IO 04.5000 12/20/2039 0.10%
GNR 2015-131 BI IO 03.5000 06/20/2041 0.10%
GNR 2015-79 GI IO 05.0000 10/20/2039 0.10%
GNR 2015-H24 AI IO 01.7873 09/20/2065 0.10%
GNR 2018-21 AI IO 03.5000 02/20/2048 0.10%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.10%
JPALT 2007-A2 12A1 02.0715 06/25/2037 0.10%
LLOYDS BANKING GROUP P/P 144A 06.6570 05/21/2037 0.10%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037 0.10%
REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 0.10%
SFR GROUP SA P/P 144A 06.2500 05/15/2024 0.10%
SPRINT CORP 07.2500 09/15/2021 0.10%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.10%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.10%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.10%
T-MOBILE USA INC 06.3750 03/01/2025 0.10%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.10%
VIRGIN MEDIA FIN PLC P/P 144A 04.5000 01/15/2025 0.10%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.10%
WFRBS 2012-C6 E P/P 144A 05.0000 04/15/2045 0.10%
BACM 2005-1 C 05.5050 11/10/2042 0.09%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.09%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.09%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.09%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.09%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.09%
FHR 4213 GI IO 04.0000 11/15/2041 0.09%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.09%
FNR 2013-41 IP IO 04.0000 05/25/2043 0.09%
FNR 2017-65 LI IO 04.0000 08/25/2047 0.09%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.09%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.09%
GNR 2013-34 IH IO 04.5000 03/20/2043 0.09%
GNR 2013-54 JI IO 03.5000 02/20/2043 0.09%
GNR 2015-H10 BI IO 01.7836 04/20/2065 0.09%
GNR 2016-H06 CI IO 01.4443 02/20/2066 0.09%
GNR 2016-H17 KI IO 01.9503 07/20/2066 0.09%
GNR 2017-H02 BI IO 02.3189 01/20/2067 0.09%
GNR 2017-H06 DI IO 01.7774 02/20/2067 0.09%
GNR 2017-H11 DI IO 01.8777 05/20/2067 0.09%
HUSKY TLB L+300 05.2018 03/16/2025 0.09%
LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 0.09%
MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 0.09%
MSC 2012-C4 E P/P 144A 05.4213 03/15/2045 0.09%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.09%
PLATFORM SPECIALTY P/P 144A 05.8750 12/01/2025 0.09%
REP OF INDONESIA P/P 144A 05.9500 01/08/2046 0.09%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.09%
SFR GROUP SA P/P 144A 06.0000 05/15/2022 0.09%
STACR 2016-HQA2 M3 07.0215 11/25/2028 0.09%
STACR 2016-HQA3 M3 05.7215 03/25/2029 0.09%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.09%
SWPTN 17DX10Y R 2.8435 USD 04/06/2018 GS 0.09%
SWPTN LIABILITY 2YX28Y P 2.7175 USD 01/24/2019 BA 0.09%
SWPTN LIABILITY 2YX28Y R 2.7175 USD 01/24/2019 BA 0.09%
SWPTN LIABILITY 2YX30Y P 2.79 USD 02/15/2019 JP 0.09%
SWPTN LIABILITY 2YX30Y R 2.79 USD 02/15/2019 JP 0.09%
TELENET FINANCE V P/P 144A 06.7500 08/15/2024 0.09%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.09%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.09%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.09%
ADS INC P/P 144A 05.6250 11/15/2024 0.08%
AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 0.08%
AVAYA TLB-EXIT L+475 06.5364 12/15/2024 0.08%
BSCMS 2006-PW11 C P/P 144A 05.2790 03/11/2039 0.08%
CAS 2016-C04 1M2 06.1215 01/25/2029 0.08%
CAS 2017-C01 1M2 05.4215 07/25/2029 0.08%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.08%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.08%
CSFB 2005-C3 B 04.8820 07/15/2037 0.08%
CWALT 2006-OA7 1A1 02.5656 06/25/2046 0.08%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.08%
FHR 4024 PI IO 04.5000 12/15/2041 0.08%
FHR 4077 IK IO 05.0000 07/15/2042 0.08%
FHR 4484 TI IO 03.5000 11/15/2044 0.08%
FHR 4678 MS IO 05.1072 04/15/2047 0.08%
FNR 2013-40 YI IO 03.5000 06/25/2042 0.08%
GNR 2010-20 UI IO 05.0000 02/20/2040 0.08%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.08%
GNR 2012-8 PI IO 04.0000 05/20/2041 0.08%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.08%
GNR 2013-37 LI IO 03.5000 01/20/2042 0.08%
GNR 2014-132 IO IO 05.0000 09/20/2044 0.08%
GNR 2014-163 NI IO 05.0000 02/20/2044 0.08%
GNR 2014-4 BI IO 04.0000 01/20/2044 0.08%
GNR 2015-H01 BI IO 01.5698 01/20/2065 0.08%
GNR 2016-H24 JI IO 02.0208 11/20/2066 0.08%
GNR 2017-179 WI IO 05.0000 12/20/2047 0.08%
HCA INC 05.5000 06/15/2047 0.08%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.08%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.08%
MICROCHIP TEC CV 01.6250 02/15/2027 0.08%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.08%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.08%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.08%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.08%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 0.08%
STACR 2017-DNA1 B1 06.8215 07/25/2029 0.08%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.08%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.08%
VALEANT PHARMA P/P 144A 05.8750 05/15/2023 0.08%
WAMU 2005-AR19 A1B3 02.2215 12/25/2045 0.08%
WAMU 2005-AR19 A1C4 02.2715 12/25/2045 0.08%
AES CORP/THE 05.5000 04/15/2025 0.07%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.07%
ARAB REPUBLIC OF EGYPT REGS 08.5000 01/31/2047 0.07%
ARCELORMITTAL USD 07.2500 10/15/2039 0.07%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.07%
BRAND ENERGY TL L+425 06.0026 06/21/2024 0.07%
CAS 2015-C02 2M2 05.8715 05/25/2025 0.07%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.07%
CENTENE CORP 06.1250 02/15/2024 0.07%
CF INDUSTRIES INC 04.9500 06/01/2043 0.07%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.07%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.07%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.07%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.07%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.07%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.07%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.07%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 0.07%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.07%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.07%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.07%
FHR 3919 SA IO 04.7234 09/15/2041 0.07%
FNR 2013-49 IP IO 03.5000 12/25/2042 0.07%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.07%
GNR 2012-106 QI IO 04.0000 07/20/2042 0.07%
GNR 2014-46 SA IO 04.2779 03/20/2044 0.07%
GNR 2014-H06 BI IO 01.4870 02/20/2064 0.07%
GNR 2015-17 LI IO 03.5000 05/16/2040 0.07%
GNR 2017-136 IG IO 03.5000 02/20/2044 0.07%
GNR 2017-139 IG IO 03.5000 09/20/2047 0.07%
GNR 2017-38 DI IO 05.0000 03/16/2047 0.07%
GNR 2017-52 DI IO 05.5000 04/20/2047 0.07%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.07%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031 0.07%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.07%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.07%
INFOR US INC 06.5000 05/15/2022 0.07%
JPMBB 2014-C18 D P/P 144A 04.8304 02/15/2047 0.07%
JPMCC 2007-CB20 C P/P 144A 06.1740 02/12/2051 0.07%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.07%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.07%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.07%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.07%
REVLON CONS TLB L+350 05.3769 09/07/2023 0.07%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.07%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.07%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.07%
SERVICE CORP INTL 05.3750 01/15/2022 0.07%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.07%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.07%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.07%
SWPTN 1YX30Y R 1.673 GBP 10/05/2018 GS 0.07%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.07%
SWPTN 2YX30Y P 2.518 USD 05/17/2019 CI 0.07%
TENNECO INC 05.3750 12/15/2024 0.07%
US CONCRETE INC 06.3750 06/01/2024 0.07%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.07%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.07%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.07%
3.30 R ISWP FWD NFIX3MID P 06/20/2028 0.06%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 0.06%
ANTERO RESOURCES 05.3750 11/01/2021 0.06%
BIOSCRIP INC 08.8750 02/15/2021 0.06%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.06%
BMIR 2017-1 B1 P/P 144A 06.6215 10/25/2027 0.06%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.06%
CAS 2018 - C01 1B1 05.1235 07/25/2030 0.06%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.06%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.06%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.06%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.06%
CHESAPEAKE ENERGY 1.5L L+750 08.5000 08/23/2021 0.06%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.06%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.06%
CONSTELLIUM NV P/P 144A 05.7500 05/15/2024 0.06%
CONSTELLIUM NV P/P 144A 05.8750 02/15/2026 0.06%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.06%
FHR 4000 PI IO 04.5000 01/15/2042 0.06%
FHR 4165 TI IO 03.0000 12/15/2042 0.06%
FHR 4199 CI IO 03.5000 12/15/2037 0.06%
FHS 311 S1 IO 04.1734 08/15/2043 0.06%
FHS 326 S2 IO 04.1734 03/15/2044 0.06%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.06%
FNR 2012-127 BI IO 04.5000 11/25/2042 0.06%
FNR 2013-35 PI IO 03.0000 02/25/2042 0.06%
FNR 2015-88 QI IO 04.0000 10/25/2044 0.06%
FORTERRA TL L+300 04.8769 10/25/2023 0.06%
FRAC TECH INTL TLB L+475 06.6269 04/16/2021 0.06%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.06%
GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 0.06%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.06%
GNR 2012-146 IO IO 05.0000 12/20/2042 0.06%
GNR 2013-183 JI IO 04.5000 02/16/2043 0.06%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.06%
GNR 2014-4 IC IO 04.0000 01/20/2044 0.06%
GNR 2014-60 SE IO 04.2779 04/20/2044 0.06%
GNR 2014-62 CI IO 03.5000 02/20/2042 0.06%
GNR 2017-17 DI IO 03.5000 09/20/2043 0.06%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.06%
HUB HLDG LLC/HUB HOL P/P 144A 08.1250 07/15/2019 0.06%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.06%
ITRON INC P/P 144A 05.0000 01/15/2026 0.06%
KRATON POLYMERS P/P 144A 10.5000 04/15/2023 0.06%
LBUBS 2006-C6 C 05.4820 09/15/2039 0.06%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.06%
LUKOIL INTL FINANCE P/P 144A 06.6560 06/07/2022 0.06%
MERCER INTL INC USD 06.5000 02/01/2024 0.06%
MSC 2004-RR F7 P/P 144A 06.0000 04/28/2039 0.06%
NABORS IND INC P/P 144A 05.7500 02/01/2025 0.06%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.06%
OPTN FN30 3.0 05/07/18 CALL 96.8125 JPMC 0.06%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.06%
OWENS CORNING 04.2000 12/01/2024 0.06%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.06%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.06%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.06%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.06%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.06%
PULTEGROUP INC. 07.8750 06/15/2032 0.06%
REP OF ARGENTINA USD 06.6250 07/06/2028 0.06%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.06%
SM ENERGY CO 06.5000 01/01/2023 0.06%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.06%
SWPTN 4YX1Y P 2.25 USD 08/16/2021 JP 0.06%
SWPTN 4YX1Y P 2.2625 USD 08/16/2021 BA 0.06%
SWPTN 7YX5Y P 2.647 USD 06/03/2024 BA 0.06%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI 0.06%
SWPTN LIABILITY 2YX10Y P 2.413 USD 06/03/2019 BA 0.06%
SWPTN LIABILITY 2YX10Y P 2.42 USD 06/03/2019 CI 0.06%
SWPTN LIABILITY 2YX10Y R 2.413 USD 06/03/2019 BA 0.06%
SWPTN LIABILITY 2YX10Y R 2.42 USD 06/03/2019 CI 0.06%
T-MOBILE USA INC 06.6250 04/01/2023 0.06%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.06%
TEVA PHARMA NE P/P 144A 06.7500 03/01/2028 0.06%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.06%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.06%
USG CORP P/P 144A 04.8750 06/01/2027 0.06%
VNESHECONOMBANK P/P 144A 05.9420 11/21/2023 0.06%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.06%
WFRBS 2014-C19 D P/P 144A 04.2340 03/15/2047 0.06%
WINDSTREAM SRVC / FIN 06.3750 08/01/2023 0.06%
WPX ENERGY INC 06.0000 01/15/2022 0.06%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.05%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.05%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.05%
AES CORP/THE 05.1250 09/01/2027 0.05%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.05%
ARCELORMITTAL USD 06.1250 06/01/2025 0.05%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.05%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.05%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.05%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.05%
BEACON ESCROW CORP P/P 144A 04.8750 11/01/2025 0.05%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.05%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.05%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.05%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.05%
CALIFORNIA RESOURC TL L+475 06.5721 11/17/2022 0.05%
CAS 2018-C02 2B1 04.2600 08/25/2030 0.05%
CHEMOURS CO 07.0000 05/15/2025 0.05%
CINEMARK USA INC 04.8750 06/01/2023 0.05%
CLEAR CHANNEL TLD L+675 09.0520 01/30/2019 0.05%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.05%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.05%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.05%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.05%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.05%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.05%
EXTRACTION OIL & GAS P/P 144A 05.6250 02/01/2026 0.05%
FHR 4122 TI IO 04.5000 10/15/2042 0.05%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.05%
FNR 2010-35 SG IO 04.5285 04/25/2040 0.05%
FNR 2013-115 CI IO 04.0000 02/25/2043 0.05%
FNR 2013-53 JI IO 03.0000 12/25/2041 0.05%
FNR 2013-60 IP IO 04.0000 10/25/2042 0.05%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.05%
FXI HOLDINGS INC P/P 144A 07.8750 11/01/2024 0.05%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.05%
GNR 2013-182 SY IO 04.2779 12/20/2043 0.05%
GNR 2013-27 IJ IO 04.0000 02/20/2043 0.05%
GNR 2014-25 MI IO 05.0000 11/20/2043 0.05%
GNR 2014-4 PI IO 05.0000 12/16/2043 0.05%
GNR 2015-134 LI IO 03.5000 05/20/2039 0.05%
GNR 2015-79 MI IO 04.0000 05/20/2044 0.05%
GNR 2017-79 IB IO 05.5000 05/20/2047 0.05%
HCA INC 05.8750 03/15/2022 0.05%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.05%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.05%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.05%
JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 0.05%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.05%
LIONS GATE CAP HOLD P/P 05.8750 11/01/2024 0.05%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.05%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.05%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.05%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.05%
NRG ENERGY INC 06.6250 01/15/2027 0.05%
OPTN FN30 3.0 04/05/18 CALL 96.3515625 JPMC 0.05%
OPTN FN30 3.0 04/05/18 CALL 96.4375 JPMC 0.05%
OPTN FN30 3.0 04/05/18 CALL 96.4453125 JPMC 0.05%
OSHKOSH CORP 05.3750 03/01/2025 0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.05%
RACKSPACE HOSTING INC L+300 04.7870 11/03/2023 0.05%
REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 0.05%
REPUBLIC OF ECUADOR REGS 07.9500 06/20/2024 0.05%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.05%
SBERBANK (SB CAP SA) P/P 144A 06.1250 02/07/2022 0.05%
SCHAEFFLER VERWA P/P 144A 04.7500 09/15/2026 0.05%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.05%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.05%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.05%
STACR 2017-HQA3 04.2215 04/25/2030 0.05%
STARWOOD PROP TR P/P 144A 04.7500 03/15/2025 0.05%
STEARNS HOLDINGS LLC P/P 144A 09.3750 08/15/2020 0.05%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.05%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.05%
SWPTN 10YX10Y P 2.7575 USD 01/05/2028 GS 0.05%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP 0.05%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP 0.05%
SWPTN 1YX10Y R 1.522 GBP 10/05/2018 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 5WX10Y R 2.852 USD 04/17/2018 JP 0.05%
SWPTN LIABILITY 2YX20Y P 2.36 USD 11/12/2019 JP 0.05%
T-MOBILE USA INC 06.0000 03/01/2023 0.05%
TALBOTS INC 1STL L+450 06.3769 03/19/2020 0.05%
TALBOTS INC 2NDL L+850 10.3769 03/19/2021 0.05%
TMX FIN/TITLEMAX P/P 144A 08.5000 09/15/2018 0.05%
TRANSDIGM INC 06.5000 07/15/2024 0.05%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.05%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.05%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.05%
USG CORP P/P 144A 05.5000 03/01/2025 0.05%
VALEANT PHARMA P/P 144A 07.0000 03/15/2024 0.05%
VALEANT PHARMA P/P 144A 09.2500 04/01/2026 0.05%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.05%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 0.05%
VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 0.05%
WPX ENERGY INC 07.5000 08/01/2020 0.05%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.04%
1.65 R ISWP FWD GBL6M P 06/20/2028 0.04%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.04%
2.40 R ISWP FWD NOKOIB6M P 06/20/2028 0.04%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.04%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.04%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.04%
ARD FINANCE SA 06.6250 09/15/2023 0.04%
ASHTEAD CAPITAL INC P/P 144A 04.1250 08/15/2025 0.04%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.04%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.04%
BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 0.04%
CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 0.04%
CALPINE CORP 05.7500 01/15/2025 0.04%
CAS 2015-C02 1M2 05.8715 05/25/2025 0.04%
CAS 2017-C02 2M2 05.5215 09/25/2029 0.04%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.04%
CEC ENT INC 08.0000 02/15/2022 0.04%
CENTENE CORP 04.7500 05/15/2022 0.04%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.04%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.04%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.04%
CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021 0.04%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.04%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.04%
CSC HOLDINGS LLC P/P 144A 10.8750 10/15/2025 0.04%
DISH NETWORK CV 03.3750 08/15/2026 0.04%
DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 0.04%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.04%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.04%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 0.04%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.04%
ENRGY TRANS PT/REG FIN 05.0000 10/01/2022 0.04%
EUROPCAR GROUPE SA REGS 04.1250 11/15/2024 0.04%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.04%
FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 0.04%
FNR 2012-30 HI IO 04.5000 12/25/2040 0.04%
FNR 2012-36 SN IO 04.5785 04/25/2042 0.04%
FNR 2013-18 SB IO 04.2785 10/25/2041 0.04%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.04%
GLP CAP LP / FIN II 04.8750 11/01/2020 0.04%
GNR 2013-102 IP IO 03.5000 06/20/2043 0.04%
GNR 2013-129 SN IO 04.3279 09/20/2043 0.04%
GNR 2013-165 IL IO 04.0000 03/20/2043 0.04%
GNR 2013-167 IO IO 04.5000 09/20/2040 0.04%
GNR 2013-28 IO IO 03.5000 02/20/2043 0.04%
GNR 2013-99 VS IO 04.3136 07/16/2043 0.04%
GNR 2014-163 PI IO 04.0000 10/20/2043 0.04%
GNR 2014-58 SA IO 04.2779 04/20/2044 0.04%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.04%
HCA INC 05.2500 06/15/2026 0.04%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.04%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.04%
INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 0.04%
JAZZ INVESTME USD 01.8750 08/15/2021 0.04%
JPMCC 2005-LDP4 C 05.5964 10/15/2042 0.04%
KCA DEUTAG TL L+525 07.6539 05/16/2020 0.04%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.04%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.04%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.04%
LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 0.04%
MASARIA INVESTMENTS SAU REGS 05.0000 09/15/2024 0.04%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.04%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 0.04%
NEIMAN MARCUS TL L+325 05.1406 10/25/2020 0.04%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.04%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.04%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.04%
ON SEMICONDUC CV 01.0000 12/01/2020 0.04%
ORYX TLB L+325 05.2672 02/26/2025 0.04%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.04%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.04%
QEP RESOURCES INC 05.6250 03/01/2026 0.04%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.04%
REYNOLDS GROUP TL L+300 04.6269 02/05/2023 0.04%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.04%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 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%
SESI LLC P/P 144A 07.7500 09/15/2024 0.04%
SM ENERGY CO 06.5000 11/15/2021 0.04%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.04%
STACR 2017-HQA1 M2 05.4215 08/25/2029 0.04%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.04%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.04%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.04%
SWPTN 10YX10Y R 2.7575 USD 01/05/2028 GS 0.04%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP 0.04%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP 0.04%
SWPTN 1MX10Y R 2.813 USD 04/19/2018 BA 0.04%
SWPTN 4WX10Y R 2.8 USD 04/24/2018 JP 0.04%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS 0.04%
SWPTN 7YX5Y R 2.647 USD 06/03/2024 BA 0.04%
SWPTN 7YX5Y R 2.654 USD 06/03/2024 CI 0.04%
SWPTN LIABILITY 2YX20Y R 2.875 USD 11/18/2019 GS 0.04%
T-MOBILE USA INC 04.7500 02/01/2028 0.04%
TAKKO LUX 2 SCA REGS 05.3750 11/15/2023 0.04%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.04%
TENNANT CO 05.6250 05/01/2025 0.04%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.04%
TRANSDIGM INC 06.3750 06/15/2026 0.04%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.04%
TRONOX INC P/P 144A 06.5000 04/15/2026 0.04%
UNILABS SUBHOLD REGS 05.7500 05/15/2025 0.04%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.04%
VALEANT PHARMA P/P 144A 09.0000 12/15/2025 0.04%
VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 0.04%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 0.04%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.04%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.04%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.04%
0.00 R ISWP BZDIOVRA P 01/04/2021 0.03%
1.40 R ISWP FWD SES3M P 06/20/2028 0.03%
1.45 R ISWP FWD GBL6M P 06/20/2023 0.03%
2.605 R ISWP FWD US0003M P 06/20/2020 0.03%
A SCHULMAN INC 06.8750 06/01/2023 0.03%
ACADEMY SPORTS TLB L+400 05.9267 07/02/2022 0.03%
ADT CORP 04.1250 06/15/2023 0.03%
AIR METHODS TLB L+350 04.7964 04/21/2024 0.03%
AIRBUS SE REGS 00.0000 06/14/2021 0.03%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.03%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 0.03%
ALTICE LUXEMBOURG SA REGS 06.2500 02/15/2025 0.03%
AMERICA MOVIL SAB DE CV REGS 00.0000 05/28/2020 0.03%
ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 0.03%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.03%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.03%
CAS 2016-C05 2M2 06.3215 01/25/2029 0.03%
CCO HOLDINGS LLC P/P 144A 05.1250 05/01/2027 0.03%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.03%
CHEMOURS CO 05.3750 05/15/2027 0.03%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.03%
CHS/COMMUNITY HEALTH SYS 07.1250 07/15/2020 0.03%
CIT GROUP INC 05.2500 03/07/2025 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.03%
CMLTI 2007-AMC3 A2B 02.0515 03/25/2037 0.03%
CONTINENTAL RESOURCES INC. 04.5000 04/15/2023 0.03%
CPTFEMU R 1.4 P 07/15/27 0.03%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 0.03%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.03%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.03%
DYNEGY INC 07.6250 11/01/2024 0.03%
DYNEGY INC P/P 144A 08.1250 01/30/2026 0.03%
ENSCO PLC USD 07.7500 02/01/2026 0.03%
FHR 4020 IA IO 04.0000 03/15/2027 0.03%
FNR 2012-145 TI IO 03.0000 11/25/2042 0.03%
FNR 2013-30 IP IO 03.0000 10/25/2041 0.03%
FNR 2013-44 PI IO 04.0000 01/25/2043 0.03%
FNR 2013-70 CI IO 03.5000 01/25/2043 0.03%
FRONTIER COMM 10.5000 09/15/2022 0.03%
GAZPROM (GAZ CAP SA) P/P 144A 09.2500 04/23/2019 0.03%
GENON ENERGY INC. 09.8750 10/15/2020 0.03%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.03%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.03%
GNR 2010-20 SC IO 04.3279 02/20/2040 0.03%
GNR 2012-48 AI IO 03.5000 02/20/2036 0.03%
GNR 2012-56 IB IO 04.0000 04/20/2042 0.03%
GNR 2012-92 AI IO 03.5000 04/20/2042 0.03%
GNR 2012-H29 AI IO 01.4747 10/20/2062 0.03%
GNR 2012-H29 FI IO 01.4747 10/20/2062 0.03%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.03%
GNR 2013-6 IC IO 05.0000 01/20/2043 0.03%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.03%
GSMS 2012-GC6 D P/P 144A 05.6529 01/10/2045 0.03%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032 0.03%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.03%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.03%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.03%
INMARSAT FINANCE PLC REGS 04.8750 05/15/2022 0.03%
INTEL CORP CV 03.2500 08/01/2039 0.03%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.03%
JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 0.03%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.03%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.03%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.03%
JPMCC 2012-C8 E P/P 144A 04.6546 10/15/2045 0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.03%
KRONOS 2NDL L+825 10.0234 11/01/2024 0.03%
LIBERTY EXPEDIA HOLD INC 144A 0.03%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.03%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.03%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.03%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.03%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.03%
MEDICINES CO CV 02.5000 01/15/2022 0.03%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.03%
MERCER INTL INC P/P 144A 05.5000 01/15/2026 0.03%
METLIFE INC P/P 144A 09.2500 04/08/2038 0.03%
MICRON TECH INC P/P 144A 05.2500 01/15/2024 0.03%
MICRON TECHNO CV 03.0000 11/15/2043 0.03%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.03%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.03%
NATIONSTAR MORT/ 07.8750 10/01/2020 0.03%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.03%
NOVA CHEMICALS CORP P/P 144A 04.8750 06/01/2024 0.03%
NOVELLUS SYS CV 02.6250 05/15/2041 0.03%
NRG ENERGY INC 07.2500 05/15/2026 0.03%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.03%
REALPAGE INC P/P 144A CV 01.5000 11/15/2022 0.03%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.03%
SINCLAIR TELEVISION P/P 144A 05.1250 02/15/2027 0.03%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.03%
STACR 2016-DNA1 B 11.8715 07/25/2028 0.03%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP 0.03%
SWPTN 12YX10Y P 2.725 USD 11/08/2029 GS 0.03%
SWPTN 12YX10Y R 3.005 USD 11/16/2029 GS 0.03%
SWPTN 1MX10Y R 2.833 USD 04/05/2018 MS 0.03%
SWPTN 2YX10Y P 2.2525 USD 11/12/2019 JP 0.03%
SWPTN 2YX8Y P 2.5925 USD 01/24/2019 BA 0.03%
SWPTN 5WX10Y R 2.787 USD 04/17/2018 JP 0.03%
SWPTN 6MX2Y P 2.49275 USD 07/16/2018 MS 0.03%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI 0.03%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP 0.03%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP 0.03%
SWPTN LIABILITY 2YX20Y P 2.584 USD 11/08/2019 GS 0.03%
SWPTN LIABILITY 2YX20Y R 2.584 USD 11/08/2019 GS 0.03%
SWPTN LIABILITY 2YX30Y P 2.43 USD 11/13/2019 MS 0.03%
SWPTN LIABILITY 2YX30Y R 2.826 USD 11/08/2019 JP 0.03%
T-MOBILE USA INC 05.3750 04/15/2027 0.03%
TARGA RES PRTNRS 05.3750 02/01/2027 0.03%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.03%
TEVA PHARMA NE P/P 144A 06.0000 04/15/2024 0.03%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.03%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.03%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.03%
VALEANT PHARMA P/P 144A 05.6250 12/01/2021 0.03%
VTB BK (VTB EURASIA) P/P 144A 09.5000 12/29/2049 0.03%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.03%
WERNER TLB L+400 05.2583 07/24/2024 0.03%
WHITING PETROLEUM C P/P 144A 06.6250 01/15/2026 0.03%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.03%
ZIGGO BOND FIN BV P/P 144A 04.6250 01/15/2025 0.03%
0.00 R ISWP BZDIOVRA P 01/04/2021 0.02%
0.4419 R ISWP EUR006M P 01/30/2023 0.02%
2.50 R ISWP FWD AUDBB6M P 06/20/2023 0.02%
2.7725 R ISWP FWD US0003M P 03/21/2023 0.02%
2.95 R ISWP FWD US0003M P 06/20/2028 0.02%
AEROJET ROCK CV 02.2500 12/15/2023 0.02%
AES CORP/THE 04.5000 03/15/2023 0.02%
AK STEEL CORP 06.3750 10/15/2025 0.02%
AKER BP ASA P/P 144A 05.8750 03/31/2025 0.02%
ALTABA INC CV 00.0000 12/01/2018 0.02%
ALTICE FINANCING SA P/P 144A 07.5000 05/15/2026 0.02%
AMC ENT HOLDIN 05.8750 11/15/2026 0.02%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.02%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.02%
ARD SECURITIES FIN P/P 144A 08.7500 01/31/2023 0.02%
BAYER AG REGS 00.0500 06/15/2020 0.02%
BAYTEX ENERGY CORP P/P 144A 05.1250 06/01/2021 0.02%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.02%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.02%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.02%
BOYNE USA INC P/P 144A 07.2500 05/01/2025 0.02%
BWAY CORP TLB L+325 04.9580 04/03/2024 0.02%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.02%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.02%
CAS 2014-C02 1M2 04.4715 05/25/2024 0.02%
CCC INFO 2NDL L+675 08.6269 03/30/2025 0.02%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.02%
CEMEX SAB DE CV USD 03.7200 03/15/2020 0.02%
CENTURYLINK INC 06.7500 12/01/2023 0.02%
CHC GRP LLC/FIN P/P USD 00.0000 10/01/2020 0.02%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.02%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 06/15/2027 0.02%
CIT GROUP INC. 05.0000 08/15/2022 0.02%
CITRIX SYSTEM CV 00.5000 04/15/2019 0.02%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.02%
CLOVIS INC CV 02.5000 09/15/2021 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.02%
COLONY STARWO CV 03.5000 01/15/2022 0.02%
COUPA SOFTW P/P 144A CV 00.3750 01/15/2023 0.02%
CPTFEMU R 1.4275 P 08/15/27 0.02%
CPURNSA R 1.89 P 07/05/22 0.02%
CPURNSA R 1.9225 P 07/03/22 0.02%
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DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 0.02%
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ENERGY TRANSFER EQUITY 05.5000 06/01/2027 0.02%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.02%
EUR/USD 06/20/2018 SSBT 0.02%
EURONET WORLD CV 01.5000 10/01/2044 0.02%
EVERBRIDGE INC CV 01.5000 11/01/2022 0.02%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.02%
FHR 4105 HI IO 03.5000 07/15/2041 0.02%
FHR 4210 PI IO 03.0000 12/15/2041 0.02%
FINISAR CORP CV 00.5000 12/15/2036 0.02%
FNR 2006-8 HP 17.7045 03/25/2036 0.02%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.02%
GNR 2013-24 PI IO 04.0000 11/20/2042 0.02%
GNR 2013-6 CI IO 05.0000 12/20/2042 0.02%
GNR 2014-108 IP IO 04.5000 12/20/2042 0.02%
GREENBRIER C CV 02.8750 02/01/2024 0.02%
HCA INC. 07.5000 02/15/2022 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2036 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2038 0.02%
HUB INTL LTD P/P 144A 07.8750 10/01/2021 0.02%
HUBSPOT INC P/P 144A CV 00.2500 06/01/2022 0.02%
IAC FINANCECO P/P 144A CV 00.8750 10/01/2022 0.02%
INTEGRATED DE CV 00.8750 11/15/2022 0.02%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.02%
ISTAR INC 05.2500 09/15/2022 0.02%
ISTAR INC 06.0000 04/01/2022 0.02%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.02%
JC PENNEY CORP INC 07.4000 04/01/2037 0.02%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.02%
KAMAN CORP P/P 144A CV 03.2500 05/01/2024 0.02%
KRONOS TLB L+300 05.2225 11/01/2023 0.02%
LENNAR CORP P/P 144A 05.8750 11/15/2024 0.02%
LIBERTY MEDIA CV 02.2500 09/30/2046 0.02%
LIVE NATION E CV 02.5000 05/15/2019 0.02%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.02%
LOUISIANA-PACIFIC CORP 04.8750 09/15/2024 0.02%
MERCER INTL INC USD 07.7500 12/01/2022 0.02%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.02%
MLMT 2004-KEY2 D 05.0460 08/12/2039 0.02%
MXN/USD 04/18/2018 HSBCB 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%
NICE SYS INC CV 01.2500 01/15/2024 0.02%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.02%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.02%
NORTHWEST ACQ/DOMIN P/P 144A 07.1250 11/01/2022 0.02%
NOVAFIVES REGS 04.5000 06/30/2021 0.02%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.02%
NUTANIX INC P/P 144A CV 00.0000 01/15/2023 0.02%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.02%
OPTN FN30 2.5 04/05/18 CALL 92.9921875 JPMC 0.02%
OPTN FN30 3.0 05/07/18 PUT 97.0 JPMC 0.02%
OPTN FN30 3.0 05/07/18 PUT 97.125 JPMC 0.02%
OPTN FN30 3.0 05/07/18 PUT 97.25 JPMC 0.02%
OSI SYS INC CV 01.2500 09/01/2022 0.02%
PACIRA PHARMA CV 02.3750 04/01/2022 0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.02%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 0.02%
PETROLEOS MEXICANOS USD 06.5000 06/02/2041 0.02%
PETROLEOS MEXICANOS USD 06.6250 06/15/2038 0.02%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 0.02%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.02%
PRICELINE GRO CV 00.9000 09/15/2021 0.02%
PRICELINE.COM CV 00.3500 06/15/2020 0.02%
RAG-STIFTUNG REGS 00.0000 02/18/2021 0.02%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 0.02%
REVLON CONSUMER PRODS 05.7500 02/15/2021 0.02%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.02%
SALESFORCE.CO CV 00.2500 04/01/2018 0.02%
SEK/USD 06/20/2018 BANKAM 0.02%
SEK/USD 06/20/2018 CITI 0.02%
SEK/USD 06/20/2018 CSI-FX 0.02%
SEK/USD 06/20/2018 RBSF 0.02%
SEK/USD 06/20/2018 SSBT 0.02%
SERVICENOW IN P/P 144A CV 00.0000 06/01/2022 0.02%
SESI LLC 07.1250 12/15/2021 0.02%
SOCIALIST REP OF VIE P/P 144A 04.8000 11/19/2024 0.02%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.02%
SPRINGLEAF FINANCE CORP 08.2500 12/15/2020 0.02%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.02%
SQUARE INC CV 00.3750 03/01/2022 0.02%
STARWOOD PROP TR CV 04.0000 01/15/2019 0.02%
SUPERNUS PH P/P 144A CV 00.6250 04/01/2023 0.02%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS 0.02%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS 0.02%
SWPTN 12YX10Y P 3.005 USD 11/16/2029 GS 0.02%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP 0.02%
SWPTN 12YX10Y R 2.725 USD 11/08/2029 GS 0.02%
SWPTN 1MX10Y P 2.9 USD 04/27/2018 CI 0.02%
SWPTN 1MX10Y R 2.71 USD 04/27/2018 CI 0.02%
SWPTN 1MX10Y R 2.743 USD 04/19/2018 BA 0.02%
SWPTN 1MX10Y R 2.82 USD 04/09/2018 GS 0.02%
SWPTN 2YX10Y P 2.47 USD 11/08/2019 GS 0.02%
SWPTN 2YX10Y P 2.7725 USD 11/18/2019 GS 0.02%
SWPTN 4WX10Y R 2.735 USD 04/24/2018 JP 0.02%
SWPTN 4YX1Y R 2.25 USD 08/16/2021 JP 0.02%
SWPTN 4YX1Y R 2.2625 USD 08/16/2021 BA 0.02%
SWPTN 5WX10Y R 2.635 USD 04/30/2018 CI 0.02%
SWPTN 6MX2Y P 2.61575 USD 07/26/2018 MS 0.02%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS 0.02%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI 0.02%
SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS 0.02%
SWPTN LIABILITY 1WX10Y P 2.7825 USD 04/05/2018 CI 0.02%
SWPTN LIABILITY 2YX20Y P 2.875 USD 11/18/2019 GS 0.02%
SWPTN LIABILITY 2YX30Y P 2.615 USD 11/12/2019 CI 0.02%
SWPTN LIABILITY 2YX30Y R 2.615 USD 11/12/2019 CI 0.02%
T-MOBILE USA INC 04.5000 02/01/2026 0.02%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.02%
TECK RESOURCES LIMITED USD 04.7500 01/15/2022 0.02%
TERADYNE INC CV 01.2500 12/15/2023 0.02%
THE AES CORPORATION 04.8750 05/15/2023 0.02%
TOTAL SA REGS 00.5000 12/02/2022 0.02%
TRANSDIGM INC 06.5000 05/15/2025 0.02%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.02%
VALEANT PHARMA P/P 144A 06.5000 03/15/2022 0.02%
VERTIV TLB L+400 05.8869 11/15/2023 0.02%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.02%
VIRGIN MEDIA SECURED FIN REGS 05.1250 01/15/2025 0.02%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.02%
WEATHERFORD INTL LLC P/P 144A 09.8750 03/01/2025 0.02%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.02%
WORKDAY INC P/P 144A CV 00.2500 10/01/2022 0.02%
WPX ENERGY INC 08.2500 08/01/2023 0.02%
WRIGHT MEDCL CV 02.0000 02/15/2020 0.02%
ZF NA CAPITAL P/P 144A 04.7500 04/29/2025 0.02%
-0.085 R ISWP SES3M P 01/30/2020 0.01%
-0.0925 R ISWP SES3M P 01/24/2020 0.01%
0.05 R ISWP FWD CHL6M P 06/20/2023 0.01%
0.21 R ISWP EURIBOR6MD P 05/04/2022 0.01%
0.378 R ISWP EUR006M P 01/24/2023 0.01%
1.3325 R ISWP SES3M P 01/24/2028 0.01%
1.3775 R ISWP SES3M P 01/30/2028 0.01%
2.427 R ISWP AUDBB6M P 11/03/2022 0.01%
2.45 R ISWP FWD CDOR03 P 06/20/2023 0.01%
2.65 R ISWP FWD CDOR03 P 06/20/2028 0.01%
3.05125 R ISWP FWD US0003M P 03/07/2028 0.01%
3.11 R ISWP FWD US0003M P 02/27/2028 0.01%
7.48 R ISWP JIBA3M P 10/31/2020 0.01%
AIR TRANSPORT P/P 144A CV 01.1250 10/15/2024 0.01%
AKAMAI TECHNO CV 00.0000 02/15/2019 0.01%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.01%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.01%
ALTICE FINCO SA P/P 144A 07.6250 02/15/2025 0.01%
AMC ENT HOLDIN 06.1250 05/15/2027 0.01%
APPTIO INC P/P 144A CV 00.8750 04/01/2023 0.01%
BANCO BILBAO VIZCAYA ARG REGS 09.0000 05/29/2049 0.01%
BASF SE REGS 00.9250 03/09/2023 0.01%
BEKAERT SA REGS 00.0000 06/09/2021 0.01%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 0.01%
BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 0.01%
CAESARS ENTERTAIN CORP CV 05.0000 10/01/2024 0.01%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.01%
CARBONITE INC P/P CV 02.5000 04/01/2022 0.01%
CAS 2016-C06 1M2 06.1215 04/25/2029 0.01%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 05/01/2027 0.01%
CELLNEX TELECOM SA REGS 01.5000 01/16/2026 0.01%
CENTENE CORP 04.7500 01/15/2025 0.01%
CENTURYLINK INC 05.6250 04/01/2020 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CHEGG INC P/P 144A CV 00.2500 05/15/2023 0.01%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.01%
CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 0.01%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CPTFEMU R 1.42 P 08/15/27 0.01%
CPTFEMU R 1.4475 P 09/15/27 0.01%
CPURNSA R 2.05 P 12/06/22 0.01%
CPURNSA R 2.068 P 12/21/22 0.01%
CSMC 2006-C5 AX IO 00.5744 12/15/2039 0.01%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.01%
DP WORLD LTD REGS 01.7500 06/19/2024 0.01%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 0.01%
ENI SPA REGS 00.0000 04/13/2022 0.01%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.01%
EUR/USD 06/20/2018 BCAP-FX 0.01%
EUR/USD 06/20/2018 GSFX 0.01%
EUR/USD 06/20/2018 HSBCB 0.01%
EUR/USD 06/20/2018 RBSF 0.01%
FHR 3408 EK 18.6443 04/15/2037 0.01%
FIRST DATA TL L+225 04.1215 04/26/2024 0.01%
FIRST QUANTUM MINERA P/P 144A 06.5000 03/01/2024 0.01%
FIRST QUANTUM MINERA P/P 144A 07.2500 05/15/2022 0.01%
FNS 374 6 IO 05.5000 08/25/2036 0.01%
FNS 378 19 IO 05.0000 06/25/2035 0.01%
FRESENIUS MEDICAL CARE A REGS 01.1250 01/31/2020 0.01%
FRONTIER COMM 11.0000 09/15/2025 0.01%
GBP/USD 06/20/2018 BANKAM 0.01%
GETTY IMAGES TLB L+350 04.7500 10/18/2019 0.01%
GII30 06.500 1997 0.01%
GMACC 2004-C3 B 04.9650 12/10/2041 0.01%
GNR 2010-158 IP IO 04.5000 06/20/2039 0.01%
GNR 2010-168 PI IO 04.5000 11/20/2039 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%
GNR 2016-77 SL IO 04.3279 03/20/2043 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2040 0.01%
HERITAGE INS P/P 144A CV 05.8750 08/01/2037 0.01%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.01%
IBERDROLA INTL BV REGS 00.0000 11/11/2022 0.01%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.01%
II-VI INC P/P 144A CV 00.2500 09/01/2022 0.01%
ILLUMINA INC CV 00.5000 06/15/2021 0.01%
IMPAX LABORAT CV 02.0000 06/15/2022 0.01%
INPHI CORP CV 00.7500 09/01/2021 0.01%
INSMED INC CV 01.7500 01/15/2025 0.01%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.01%
JPY/USD 05/16/2018 CITI 0.01%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.01%
LBCMT 1999-C1 G P/P 144A 06.4100 06/15/2031 0.01%
LIVE NATION P/P 144A CV 02.5000 03/15/2023 0.01%
LLOYDS BANK PLC 13.0000 01/29/2049 0.01%
MACQUARIE INFRASTRUCTU CV 02.0000 10/01/2023 0.01%
MARINE HARVEST ASA REGS 00.1250 11/05/2020 0.01%
MICRON TECH CV 01.6250 02/15/2033 0.01%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.01%
MTU AERO ENGINES AG REGS 00.1250 05/17/2023 0.01%
NAVISTAR INTL CV 04.7500 04/15/2019 0.01%
NEUROCRINE P/P 144A CV 02.2500 05/15/2024 0.01%
NEVRO CORP CV 01.7500 06/01/2021 0.01%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.01%
NINE POINT ENERGY COM 0.01%
NZD/USD 04/18/2018 SSBT 0.01%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.01%
OKTA INC P/P 144A CV 00.2500 02/15/2023 0.01%
PATRICK INDS P/P 144A CV 01.0000 02/01/2023 0.01%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.01%
PROOFPOINT IN CV 00.7500 06/15/2020 0.01%
RED HAT INC CV 00.2500 10/01/2019 0.01%
SAFRAN SA CV PFD 0.01%
SCORPIO TANKERS INC P/P 144A 02.3750 07/01/2019 0.01%
SEK/USD 06/20/2018 GSFX 0.01%
SEK/USD 06/20/2018 HSBCB 0.01%
SEMGROUP CORP 06.3750 03/15/2025 0.01%
SERVICE CORP INTL 04.6250 12/15/2027 0.01%
SERVICENOW CV 00.0000 11/01/2018 0.01%
SIEMENS FINANCIERINGSMAT REGS 01.6500 08/16/2019 0.01%
SOLENIS 2NDL L+675 08.7342 07/31/2022 0.01%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.01%
STMICROELECTRONICS N.V. REGS 00.0000 07/03/2022 0.01%
STMICROELECTRONICS NV REGS 00.2500 07/03/2024 0.01%
SUEZ CV PFD 0.01%
SWPTN 1MX10Y R 2.7075 USD 04/13/2018 WE 0.01%
SWPTN 1MX10Y R 2.75 USD 04/09/2018 GS 0.01%
SWPTN 1MX10Y R 2.763 USD 04/05/2018 MS 0.01%
SWPTN 1YX5Y R 2.695 USD 10/04/2018 GS 0.01%
SWPTN 2YX10Y R 2.2525 USD 11/12/2019 JP 0.01%
SWPTN 2YX10Y R 2.47 USD 11/08/2019 GS 0.01%
SWPTN 2YX10Y R 2.7725 USD 11/18/2019 GS 0.01%
SWPTN 2YX3Y P 2.43 USD 02/15/2019 BC 0.01%
SWPTN 2YX5Y P 2.155 USD 11/13/2019 MS 0.01%
SWPTN 2YX5Y P 2.34 USD 11/12/2019 CI 0.01%
SWPTN 2YX5Y P 2.553 USD 11/08/2019 JP 0.01%
SWPTN 2YX5Y R 2.203 USD 06/03/2019 BA 0.01%
SWPTN 2YX5Y R 2.205 USD 06/03/2019 BC 0.01%
SWPTN 2YX8Y R 2.5925 USD 01/24/2019 BA 0.01%
SWPTN 3MX1Y P 2.79375 USD 06/05/2018 GS 0.01%
SWPTN 5WX1Y R 2.765 USD 04/09/2018 BC 0.01%
SWPTN 6MX2Y P 2.68 USD 07/16/2018 JP 0.01%
SWPTN 6MX2Y P 2.8375 USD 08/28/2018 MS 0.01%
SWPTN LIABILITY 2YX20Y R 2.36 USD 11/12/2019 JP 0.01%
SWPTN LIABILITY 2YX30Y P 2.826 USD 11/08/2019 JP 0.01%
SWPTN LIABILITY 2YX30Y R 2.43 USD 11/13/2019 MS 0.01%
SWPTN LIABILITY 5WX10Y P 2.935 USD 04/30/2018 CI 0.01%
SYMRISE AG REGS 00.2375 06/20/2024 0.01%
T-MOBILE USA INC. 04.0000 04/15/2022 0.01%
TARGA RES PRTNRS 05.1250 02/01/2025 0.01%
TELADOC INC P/P 144A CV 03.0000 12/15/2022 0.01%
TELEFONICA PARTICIPACION REGS 00.0000 03/09/2021 0.01%
TELENOR EAST HOLDING II REGS 00.2500 09/20/2019 0.01%
TESLA INC CV 02.3750 03/15/2022 0.01%
TIAAC 2003-1A E 144A 08.0000 12/28/2038 0.01%
TTM TECHNOLOGIES INC CV 01.7500 12/15/2020 0.01%
TWITTER INC CV 01.0000 09/15/2021 0.01%
UKRPI P 3.34 R 02/15/28 0.01%
UKRPI P 3.4025 R 03/15/28 0.01%
UNIBAIL-RODAMCO SE CV PFD 0.01%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.01%
VALEANT PHARMA P/P 144A 05.5000 11/01/2025 0.01%
VALEANT PHARMA TLB1 L+350 04.94 04/01/2022 0.01%
VALEO SA REGS 00.0000 06/16/2021 0.01%
VECTOR GROUP LTD CV 01.7500 04/15/2020 0.01%
VEOLIA ENVIRONNEMENT SA CV PFD 0.01%
VODAFONE GROUP PLC REGS 00.0000 11/26/2020 0.01%
WAYFAIR INC P/P 144A CV 00.3750 09/01/2022 0.01%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.01%
WENDEL SA CV PFD 0.01%
WESTERN DI P/P 144A CV 01.5000 02/01/2024 0.01%
WFRBS 2011-C5 E P/P 144A 05.6714 11/15/2044 0.01%
WHITING PETRO CV 01.2500 04/01/2020 0.01%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.01%
ZAR/USD 04/18/2018 GSFX 0.01%
-0.104 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.124 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.1249 R ISWP EUR006M P 01/30/2020 0.00%
-0.14 R ISWP EUR006M P 01/24/2020 0.00%
-0.2225 R ISWP SES3M P 11/13/2019 0.00%
-0.23 R ISWP SES3M P 11/13/2019 0.00%
-0.245 R ISWP SES3M P 11/10/2019 0.00%
-0.246 R ISWP SES3M P 11/10/2019 0.00%
-0.526 R ISWP CHL6M P 10/02/2019 0.00%
-0.53 R ISWP CHL6M P 10/06/2019 0.00%
0.00 R ISWP BZDIOVRA P 01/04/2021 0.00%
0.09 R ISWP JPL6M P 12/19/2022 0.00%
0.135 R ISWP JPL6M P 01/15/2023 0.00%
0.148 R ISWP JPL6M P 02/16/2023 0.00%
0.29 R ISWP JPL6M P 12/19/2027 0.00%
0.365 R ISWP JPL6M P 01/15/2028 0.00%
0.366 R ISWP JPL6M P 02/16/2028 0.00%
0.551 R ISWP FWD EUR006M P 06/20/2023 0.00%
0.976 R ISWP EUR006M P 01/24/2028 0.00%
0.9987 R ISWP EUR006M P 01/30/2028 0.00%
1.125 R ISWP SES3M P 11/10/2027 0.00%
1.13 R ISWP SES3M P 11/10/2027 0.00%
1.151 R ISWP FWD EUR006M P 06/20/2028 0.00%
1.1575 R ISWP SES3M P 11/13/2027 0.00%
1.16 R ISWP SES3M P 11/13/2027 0.00%
1.451 R ISWP FWD GBL6M P 06/20/2023 0.00%
1.651 R ISWP FWD GBL6M P 06/20/2028 0.00%
2.4525 R ISWP AUDBB6M P 11/15/2022 0.00%
2.7825 R ISWP US0003M P 04/09/2028 0.00%
2.7845 R ISWP US0003M P 04/03/2028 0.00%
2.785 R ISWP FWD US0003M P 05/02/2028 0.00%
2.85 R ISWP FWD AUDBB6M P 06/20/2028 0.00%
2.85 R ISWP FWD US0003M P 06/20/2023 0.00%
2.85 R ISWP FWD US0003M P 06/20/2048 0.00%
2.864 R ISWP FWD US0003M P 04/19/2028 0.00%
2.903 R ISWP FWD US0003M P 04/09/2028 0.00%
2.923 R ISWP FWD US0003M P 04/19/2028 0.00%
3.925 P ISWP MYR-KLI3M R 12/12/2022 JP 0.00%
6.66 R ISWP IN00O/N P 12/20/2022 0.00%
6.715 R ISWP IN00O/N P 12/22/2022 0.00%
7.06 R ISWP JIBA3M P 01/25/2021 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
AUD/USD 04/18/2018 HSBCB 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2019 0.00%
BACM 2007-5 XW IO P/P 144A 00.0032 02/10/2051 0.00%
BRL/USD 07/03/2018 GSFX 0.00%
CAD/USD 04/18/2018 GSFX 0.00%
CAD/USD 04/18/2018 JPMCB 0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 0.00%
CGCMT 2006-C4 B 06.1896 03/15/2049 0.00%
CHF/USD 06/20/2018 JPMCB 0.00%
CINEMARK USA INC 05.1250 12/15/2022 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML 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 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%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CNH/USD 05/16/2018 GSFX 0.00%
CONCORDIA INTL P/P 144A 07.0000 04/15/2023 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 06/20/2018 BANKAM 0.00%
EUR/USD 06/20/2018 CITI 0.00%
EUR/USD 06/20/2018 CSI-FX 0.00%
EUR/USD 06/20/2018 JPMCB 0.00%
EUR/USD 06/20/2018 UBS 0.00%
EUR/USD 06/20/2018 WPAC 0.00%
EURO-BUND FUTURE JUN18 RXM8 0.00%
EURO-OAT FUTURE JUN18 OATM8 0.00%
FHR 1208 F PO 00.0000 02/15/2022 0.00%
FHR 3314 PO PO 00.0000 11/15/2036 0.00%
FHR 3326 WF 00.0000 10/15/2035 0.00%
FNGT 1998-T2 A4 IO 06.5000 10/25/2036 0.00%
FNGT 2000-T6 IO IO 00.7166 11/25/2040 0.00%
FNR 1999-51 N PO 00.0000 09/17/2029 0.00%
FNR 2001-50 BI IO 00.3951 10/25/2041 0.00%
FNR 2005-83 QP 12.5281 11/25/2034 0.00%
FNS 366 22 IO 04.5000 10/25/2035 0.00%
FNS 399 2 IO 05.5000 11/25/2039 0.00%
FNS 404 2 IO 04.5000 05/25/2040 0.00%
FNS 405 2 IO 04.0000 10/25/2040 0.00%
FNW 2002-W8 IO1 IO 00.3040 06/25/2042 0.00%
FSPC T-57 1AX IO 00.3646 07/25/2043 0.00%
GBP/USD 06/20/2018 JPMCB 0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036 0.00%
GNR 2006-64 PO PO 00.0000 04/16/2034 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 01.2493 07/10/2039 0.00%
IOS.FN30.300.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.300.13 P USL1M R 01/12/44 GS 0.00%
IOS.FN30.300.13 R USL1M P 01/12/44 CS 0.00%
IOS.FN30.350.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.350.12 P USL1M R 01/12/43 GS 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.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 BC 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 BC 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.400.10 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 CS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.00%
IOS.FN30.450.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.450.10 R USL1M P 01/12/41 BA 0.00%
IOS.FN30.450.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.450.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.450.11 R USL1M P 01/12/42 CS 0.00%
IOS.FN30.500.09 R USL1M P 01/12/40 CS 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.FN30.500.10 R USL1M P 01/12/41 BC 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 BC 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.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 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 GS 0.00%
JPY/USD 05/16/2018 BANKAM 0.00%
JPY/USD 05/16/2018 HSBCB 0.00%
JPY/USD 05/16/2018 RBSF 0.00%
LVMH MOET HENNESSY VUITT CV PFD 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.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 DE 0.00%
MBX.FN30.450.09 P USL1M R 01/12/40 GS 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.450.10 R USL1M P 01/12/41 BC 0.00%
MBX.FN30.500.09 P USL1M R 01/12/40 GS 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CS 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CS 0.00%
MBX.FN30.550.08 P USL1M R 01/12/39 BC 0.00%
MBX.FN30.550.08 R USL1M P 01/12/39 GS 0.00%
MBX.FN30.600.08 P USL1M R 01/12/39 BC 0.00%
MBX.FN30.600.08 P USL1M R 01/12/39 GS 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.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 R USL1M P 01/12/38 GS 0.00%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.00%
MBX.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MEZZ 2007-C5 X IO P/P 144A 05.0450 12/15/2049 0.00%
MLMT 2008-C1 AJ 06.4983 02/12/2051 0.00%
NOK/USD 06/20/2018 SSBT 0.00%
NZD/USD 04/18/2018 BANKAM 0.00%
NZD/USD 04/18/2018 CSI-FX 0.00%
NZD/USD 04/18/2018 HSBCB 0.00%
OPTN FN30 2.5 04/05/18 PUT 92.9921875 JPMC 0.00%
OPTN FN30 3.0 05/07/18 PUT 95.28125 JPMC 0.00%
OPTN FN30 3.0 05/07/18 PUT 95.40625 JPMC 0.00%
OPTN FN30 3.0 05/07/18 PUT 95.53125 JPMC 0.00%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.00%
RINGCENTRAL P/P 144A CV 00.0000 03/15/2023 0.00%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.00%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022 0.00%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STANDARD IND INC P/P 144A 06.0000 10/15/2025 0.00%
STRIP 2003-1A N P/P 144A 01.1984 03/24/2019 0.00%
SWPTN 13WX1Y R 2.355 USD 05/14/2018 MS 0.00%
SWPTN 13WX1Y R 2.71375 USD 05/14/2018 MS 0.00%
SWPTN 17DX10Y P 2.9175 USD 04/06/2018 GS 0.00%
SWPTN 17DX10Y P 2.9915 USD 04/06/2018 GS 0.00%
SWPTN 1MX10Y P 3.1075 USD 04/13/2018 WE 0.00%
SWPTN 1MX1Y R 2.34 USD 04/05/2018 BC 0.00%
SWPTN 1MX1Y R 2.736 USD 04/05/2018 BC 0.00%
SWPTN 1MX2Y R 2.538 USD 04/05/2018 BC 0.00%
SWPTN 1YX1Y R 0.882 GBP 11/05/2018 JP 0.00%
SWPTN 1YX1Y R 1.9175 USD 10/04/2018 GS 0.00%
SWPTN 1YX1Y R 1.919 USD 08/15/2018 JP 0.00%
SWPTN 1YX1Y R 1.9325 USD 08/16/2018 BA 0.00%
SWPTN 1YX1Y R 2.25 USD 08/15/2018 JP 0.00%
SWPTN 1YX1Y R 2.2625 USD 08/16/2018 BA 0.00%
SWPTN 1YX5Y P 1.091 EUR 07/13/2018 CI 0.00%
SWPTN 1YX5Y P 1.291 EUR 07/13/2018 CI 0.00%
SWPTN 2YX3Y R 2.43 USD 02/15/2019 BC 0.00%
SWPTN 2YX5Y R 2.155 USD 11/13/2019 MS 0.00%
SWPTN 2YX5Y R 2.34 USD 11/12/2019 CI 0.00%
SWPTN 2YX5Y R 2.553 USD 11/08/2019 JP 0.00%
SWPTN 3MX1Y P 3.01375 USD 06/05/2018 GS 0.00%
SWPTN 3MX5Y P 0.442 EUR 04/17/2018 MS 0.00%
SWPTN 5WX1Y R 2.359 USD 04/09/2018 BC 0.00%
SWPTN 5WX2Y R 2.5625 USD 04/09/2018 BC 0.00%
SWPTN 6MX1Y R 1.85125 USD 04/30/2018 MS 0.00%
SWPTN 6MX1Y R 2.01 USD 04/30/2018 MS 0.00%
SWPTN 6MX1Y R 2.47 USD 08/14/2018 CI 0.00%
SWPTN LIABILITY 2YX5Y P 2.34 USD 11/12/2019 CI 0.00%
SWPTN LIABILITY 2YX5Y P 2.553 USD 11/08/2019 JP 0.00%
SWPTN LIABILITY 2YX5Y R 2.155 USD 11/13/2019 MS 0.00%
SWPTN LIABILITY 2YX5Y R 2.34 USD 11/12/2019 CI 0.00%
TENNECO INC 05.0000 07/15/2026 0.00%
UKRPI P 3.34 R 03/15/28 0.00%
UKRPI P 3.3875 R 03/15/28 0.00%
UKRPI R 3.19 P 02/15/23 0.00%
UKRPI R 3.245 P 03/15/23 0.00%
UKRPI R 3.25 P 03/15/23 0.00%
UKRPI R 3.295 P 03/15/23 0.00%
US 10YR ULTRA FUT JUN18 UXYM8 0.00%
US 2YR NOTE (CBT) JUN18 TUM8 0.00%
WBCMT 2007-C34 IO IO 00.1503 05/15/2046 0.00%
-0.455 R ISWP CHL6M P 01/25/2020 -0.01%
-0.528 R ISWP CHL6M P 09/29/2019 -0.01%
0.00 R ISWP BZDIOVRA P 01/02/2019 -0.01%
0.6975 R ISWP SES3M P 02/05/2023 -0.01%
0.766 R ISWP GBL6M P 09/15/2019 -0.01%
0.85 R ISWP FWD GBL6M P 12/20/2019 -0.01%
1.61375 R ISWP FWD EUR006M P 10/27/2027 -0.01%
1.815 R ISWP FWD EUR006M P 02/27/2028 -0.01%
1.863 R ISWP FWD GBL6M P 09/22/2032 -0.01%
2.00 R ISWP FWD NOKOIB6M P 06/20/2023 -0.01%
2.0525 R ISWP CDOR03 P 11/14/2022 -0.01%
2.74875 R ISWP FWD US0003M P 10/27/2027 -0.01%
2.80 R ISWP FWD NFIX3MID P 06/20/2023 -0.01%
2.917 R ISWP FWD US0003M P 04/19/2028 -0.01%
7.92 R ISWP JIBA3M P 01/25/2028 -0.01%
8.12 R ISWP MXIBTIIE P 12/24/2026 -0.01%
8.20 R ISWP MXIBTIIE P 01/07/2027 -0.01%
AUD/USD 04/18/2018 CSI-FX -0.01%
AUD/USD 04/18/2018 UBS -0.01%
CAD/USD 04/18/2018 BCAP-FX -0.01%
CAD/USD 04/18/2018 SSBT -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CPTFEMU P 1.71 R 08/15/37 -0.01%
CPTFEMU P 1.735 R 09/15/37 -0.01%
CPURNSA P 2.19 R 12/06/27 -0.01%
CPURNSA P 2.1939 R 12/21/27 -0.01%
GBP/USD 06/20/2018 CITI -0.01%
GBP/USD 06/20/2018 GSFX -0.01%
GBP/USD 06/20/2018 HSBCB -0.01%
GBP/USD 06/20/2018 SSBT -0.01%
GBP/USD 06/20/2018 UBS -0.01%
JPY/USD 05/16/2018 BCAP-FX -0.01%
JPY/USD 05/16/2018 CSI-FX -0.01%
JPY/USD 05/16/2018 JPMCB -0.01%
JPY/USD 05/16/2018 SSBT -0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -0.01%
NOK/USD 06/20/2018 BANKAM -0.01%
NOK/USD 06/20/2018 GSFX -0.01%
NOK/USD 06/20/2018 JPMCB -0.01%
NOK/USD 06/20/2018 UBS -0.01%
NZD/USD 04/18/2018 GSFX -0.01%
OPTN FN30 3.0 04/05/18 CALL 97.4140625 JPMC -0.01%
OPTN FN30 3.0 04/05/18 CALL 97.421875 JPMC -0.01%
OPTN FN30 3.0 05/07/18 PUT 96.140625 JPMC -0.01%
OPTN FN30 3.0 05/07/18 PUT 96.265625 JPMC -0.01%
OPTN FN30 3.0 05/07/18 PUT 96.390625 JPMC -0.01%
RUB/USD 06/20/2018 JPMCB -0.01%
SEK/USD 06/20/2018 BCAP-FX -0.01%
SEK/USD 06/20/2018 JPMCB -0.01%
SEK/USD 06/20/2018 UBS -0.01%
SWPTN 1YX1Y R 2.3025 USD 10/04/2018 GS -0.01%
SWPTN 2YX1Y R 1.919 USD 08/15/2019 JP -0.01%
SWPTN 2YX1Y R 1.9325 USD 08/16/2019 BA -0.01%
SWPTN 2YX20Y R 2.36 USD 11/12/2019 JP -0.01%
SWPTN 2YX20Y R 2.584 USD 11/08/2019 GS -0.01%
SWPTN 2YX30Y R 2.43 USD 11/13/2019 MS -0.01%
SWPTN 2YX30Y R 2.615 USD 11/12/2019 CI -0.01%
SWPTN 3MX1Y P 2.90375 USD 06/05/2018 GS -0.01%
SWPTN 3MX2Y P 2.646 USD 05/29/2018 MS -0.01%
SWPTN 5WX10Y P 2.935 USD 04/30/2018 CI -0.01%
SWPTN 6MX1Y R 2.6325 USD 08/14/2018 CI -0.01%
SWPTN LIABILITY 2YX10Y P 2.7725 USD 11/18/2019 GS -0.01%
SWPTN LIABILITY 2YX10Y R 2.2525 USD 11/12/2019 JP -0.01%
SWPTN LIABILITY 2YX3Y P 2.43 USD 02/15/2019 BC -0.01%
SWPTN LIABILITY 2YX3Y R 2.43 USD 02/15/2019 BC -0.01%
SWPTN LIABILITY 2YX5Y P 2.155 USD 11/13/2019 MS -0.01%
SWPTN LIABILITY 2YX5Y R 2.553 USD 11/08/2019 JP -0.01%
UKRPI R 3.325 P 03/15/23 -0.01%
0.00 R ISWP BZDIOVRA P 01/02/2019 -0.02%
0.40 R ISWP FWD CHL6M P 06/20/2028 -0.02%
0.6075 R ISWP SES3M P 01/24/2023 -0.02%
0.66875 R ISWP SES3M P 01/30/2023 -0.02%
0.70 R ISWP FWD SES3M P 06/20/2023 -0.02%
1.912 R ISWP FWD GBL6M P 01/19/2032 -0.02%
2.02 R ISWP CDOR03 P 11/02/2022 -0.02%
2.75 R ISWP FWD US0003M P 06/20/2023 -0.02%
2.9075 R ISWP FWD US0003M P 04/17/2028 -0.02%
3.395 R ISWP FWD AUDBB6M P 03/07/2028 -0.02%
8.365 R ISWP JIBA3M P 10/31/2027 -0.02%
AUD/USD 04/18/2018 WPAC -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.02%
CPTFEMU P 1.71 R 07/15/37 -0.02%
CPTFEMU P 1.7138 R 08/15/37 -0.02%
CPURNSA P 2.085 R 07/03/27 -0.02%
JPY/USD 05/16/2018 GSFX -0.02%
JPY/USD 05/16/2018 UBS -0.02%
NZD/USD 04/18/2018 CITI -0.02%
NZD/USD 04/18/2018 UBS -0.02%
OPTN FN30 3.0 04/05/18 CALL 97.3203125 JPMC -0.02%
OPTN FN30 3.0 05/07/18 PUT 96.8125 JPMC -0.02%
SWPTN 1MX10Y P 2.805 USD 04/27/2018 CI -0.02%
SWPTN 1MX10Y R 2.805 USD 04/27/2018 CI -0.02%
SWPTN 1WX10Y P 2.7825 USD 04/05/2018 CI -0.02%
SWPTN 2YX10Y R 2.413 USD 06/03/2019 BA -0.02%
SWPTN 2YX10Y R 2.42 USD 06/03/2019 CI -0.02%
SWPTN 2YX20Y P 2.875 USD 11/18/2019 GS -0.02%
SWPTN 2YX20Y R 2.875 USD 11/18/2019 GS -0.02%
SWPTN 2YX30Y P 2.826 USD 11/08/2019 JP -0.02%
SWPTN 2YX30Y R 2.826 USD 11/08/2019 JP -0.02%
SWPTN 3MX2Y P 2.41625 USD 04/26/2018 MS -0.02%
SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS -0.02%
SWPTN LIABILITY 10YX20Y P 2.8175 USD 03/23/2027 GS -0.02%
SWPTN LIABILITY 10YX20Y R 2.8175 USD 03/23/2027 GS -0.02%
SWPTN LIABILITY 12YX10Y P 3.005 USD 11/16/2029 GS -0.02%
SWPTN LIABILITY 12YX10Y R 2.5 USD 11/09/2029 JP -0.02%
SWPTN LIABILITY 2YX10Y P 2.47 USD 11/08/2019 GS -0.02%
SWPTN LIABILITY 2YX10Y R 2.47 USD 11/08/2019 GS -0.02%
SWPTN LIABILITY 2YX10Y R 2.7725 USD 11/18/2019 GS -0.02%
SWPTN LIABILITY 5WX10Y R 2.635 USD 04/30/2018 CI -0.02%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.03%
5.93 R ISWP MXIBTIIE P 10/06/2021 -0.03%
AUD/USD 04/18/2018 CITI -0.03%
AUD/USD 04/18/2018 SSBT -0.03%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CPURNSA P 2.05 R 07/05/27 -0.03%
GBP/USD 06/20/2018 BCAP-FX -0.03%
GBP/USD 06/20/2018 CSI-FX -0.03%
OPTN FN30 3.0 04/05/18 CALL 96.8359375 JPMC -0.03%
OPTN FN30 3.0 04/05/18 CALL 96.9296875 JPMC -0.03%
OPTN FN30 3.0 04/05/18 CALL 96.9296875 JPMC -0.03%
SWPTN 1MX10Y R 2.89 USD 04/09/2018 GS -0.03%
SWPTN 1YX2Y P 2.813 USD 01/28/2019 BC -0.03%
SWPTN 2YX28Y R 2.7175 USD 01/24/2019 BA -0.03%
SWPTN 2YX30Y P 2.43 USD 11/13/2019 MS -0.03%
SWPTN 2YX30Y P 2.615 USD 11/12/2019 CI -0.03%
SWPTN 5YX5Y R 1.106 GBP 11/03/2022 JP -0.03%
SWPTN LIABILITY 12YX10Y P 2.725 USD 11/08/2029 GS -0.03%
SWPTN LIABILITY 12YX10Y R 2.725 USD 11/08/2029 GS -0.03%
SWPTN LIABILITY 12YX10Y R 3.005 USD 11/16/2029 GS -0.03%
SWPTN LIABILITY 2YX10Y P 2.2525 USD 11/12/2019 JP -0.03%
SWPTN LIABILITY 2YX5Y P 2.203 USD 06/03/2019 BA -0.03%
SWPTN LIABILITY 2YX5Y P 2.205 USD 06/03/2019 BC -0.03%
SWPTN LIABILITY 2YX5Y R 2.203 USD 06/03/2019 BA -0.03%
SWPTN LIABILITY 2YX5Y R 2.205 USD 06/03/2019 BC -0.03%
SWPTN LIABILITY 7YX25Y P 2.689 USD 11/12/2024 CI -0.03%
SWPTN LIABILITY 7YX25Y P 2.902 USD 11/08/2024 JP -0.03%
SWPTN LIABILITY 7YX25Y R 2.505 USD 11/13/2024 MS -0.03%
SWPTN LIABILITY 7YX25Y R 2.689 USD 11/12/2024 CI -0.03%
0.503 R ISWP FWD EUR006M P 03/21/2023 -0.04%
AUD/USD 04/18/2018 BANKAM -0.04%
AUD/USD 04/18/2018 BCAP-FX -0.04%
AUD/USD 04/18/2018 JPMCB -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 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.04%
SWPTN 1YX1Y P 2.25 USD 08/15/2018 JP -0.04%
SWPTN 1YX1Y P 2.2625 USD 08/16/2018 BA -0.04%
SWPTN 1YX2Y P 2.663 USD 01/14/2019 CI -0.04%
SWPTN 2YX20Y P 2.584 USD 11/08/2019 GS -0.04%
SWPTN 3MX2Y P 2.315 USD 04/16/2018 MS -0.04%
SWPTN 3MX5Y P 2.5625 USD 04/17/2018 MS -0.04%
SWPTN LIABILITY 12YX10Y P 2.5 USD 11/09/2029 JP -0.04%
SWPTN LIABILITY 2YX8Y P 2.5925 USD 01/24/2019 BA -0.04%
SWPTN LIABILITY 2YX8Y R 2.5925 USD 01/24/2019 BA -0.04%
SWPTN LIABILITY 7YX25Y P 2.505 USD 11/13/2024 MS -0.04%
SWPTN LIABILITY 7YX25Y R 2.902 USD 11/08/2024 JP -0.04%
0.00 R ISWP BZDIOVRA P 01/02/2019 -0.05%
AUD/USD 04/18/2018 GSFX -0.05%
AUD/USD 04/18/2018 RBSF -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.05%
SWPTN 10YX10Y P 2.036 EUR 01/05/2028 GS -0.05%
SWPTN 10YX10Y R 2.036 EUR 01/05/2028 GS -0.05%
SWPTN 1MX10Y R 2.903 USD 04/05/2018 MS -0.05%
SWPTN 1YX2Y P 2.77 USD 01/16/2019 JP -0.05%
SWPTN 2YX20Y P 2.36 USD 11/12/2019 JP -0.05%
SWPTN 2YX30Y R 2.79 USD 02/15/2019 JP -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.06%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.06%
SWPTN 1MX10Y R 2.883 USD 04/19/2018 BA -0.06%
SWPTN 2YX28Y P 2.7175 USD 01/24/2019 BA -0.06%
SWPTN 2YX30Y P 2.79 USD 02/15/2019 JP -0.06%
SWPTN 4WX10Y R 2.865 USD 04/24/2018 JP -0.06%
SWPTN LIABILITY 7YX5Y P 2.647 USD 06/03/2024 BA -0.06%
SWPTN LIABILITY 7YX5Y P 2.654 USD 06/03/2024 CI -0.06%
SWPTN LIABILITY 7YX5Y R 2.647 USD 06/03/2024 BA -0.06%
SWPTN LIABILITY 7YX5Y R 2.654 USD 06/03/2024 CI -0.06%
6.16 R ISWP MXIBTIIE P 01/01/2026 -0.07%
2.90 R ISWP FWD US0003M P 06/20/2028 -0.08%
SWPTN 17DX10Y R 2.9175 USD 04/06/2018 GS -0.08%
SWPTN 2YX10Y P 2.413 USD 06/03/2019 BA -0.08%
SWPTN 2YX10Y P 2.42 USD 06/03/2019 CI -0.08%
SWPTN 5WX10Y R 2.917 USD 04/17/2018 JP -0.08%
2.80 R ISWP FWD US0003M P 06/20/2023 -0.10%
SWPTN 10YX10Y P 2.01 EUR 12/20/2027 GS -0.10%
SWPTN 10YX10Y R 2.01 EUR 12/20/2027 GS -0.10%
SWPTN 2YX5Y P 2.208 USD 05/17/2019 CI -0.11%
SWPTN LIABILITY 10YX20Y P 2.785 USD 01/25/2027 BA -0.11%
SWPTN LIABILITY 10YX20Y R 2.785 USD 01/25/2027 BA -0.11%
SWPTN 1YX20Y R 1.6975 GBP 10/05/2018 GS -0.13%
SWPTN LIABILITY 5YX30Y P 2.8325 USD 02/15/2022 JP -0.13%
SWPTN LIABILITY 5YX30Y R 2.8325 USD 02/15/2022 JP -0.13%
CDX CDX.NA.HY.30 500.0 06/20/2023 -0.15%
SWPTN 2YX1Y P 1.919 USD 08/15/2019 JP -0.15%
SWPTN 2YX1Y P 1.9325 USD 08/16/2019 BA -0.15%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.15%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.22%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.33%
FNMA FN30 TBA 04.5000 04/01/2048 -0.89%
FNMA FN30 TBA 03.0000 04/01/2048 -1.02%

Prior top 10 holdings

Top 10 holdings as of 04/30/18
Fnma Fn30 Tba 03.5000 06/01/2048
Gnma Gii30 Tba 04.5000 05/01/2048
Fnma Fn30 Tba 04.0000 05/01/2048
Fhlmc Fh30g Tba 04.0000 05/01/2048
Fnma Fn30 Tba 02.5000 05/01/2048
Gnma Gii30 Tba 04.0000 05/01/2048
Petrobras Global Finance Usd 08.7500 05/23/2026
Petrobras Global Finance Usd 07.3750 01/17/2027
Cwalt 2005-38 A3 02.2471 09/25/2035
Cas 2015-C04 1m2 07.5971 04/25/2028
Holdings represent 16.42% of portfolio
Top 10 holdings as of 03/31/18
Fnma Fn30 Tba 03.5000 05/01/2048
Fnma Fn30 Tba 04.0000 04/01/2048
Gnma Gii30 Tba 04.5000 05/01/2048
Fhlmc Fh30g Tba 04.0000 04/01/2048
Fnma Fn30 Tba 02.5000 04/01/2048
Gnma Gii30 Tba 04.0000 05/01/2048
Cwalt 2005-38 A3 02.2215 09/25/2035
Gnma Gii30 Tba 04.5000 04/01/2048
Vtb Bank (Vtb Cap P/P 144a 06.9500 10/17/2022
Cas 2015-C04 1m2 07.5715 04/25/2028
Holdings represent 16.01% of portfolio
Top 10 holdings as of 02/28/18
Fnma Fn30 Tba 03.5000 04/01/2048
Gnma Gii30 Tba 04.5000 03/01/2048
Fhlmc Fh30g Tba 04.0000 03/01/2048
Fnma Fn30 Tba 02.5000 03/01/2048
Gnma Gii30 Tba 04.0000 03/01/2048
Cwalt 2005-38 A3 01.9707 09/25/2035
Vtb Bank (Vtb Cap P/P 144a 06.9500 10/17/2022
Cas 2015-C04 1m2 07.3207 04/25/2028
Cwalt 2005-59 1a1 01.9238 11/20/2035
Fnma Fn30 Tba 05.5000 03/01/2048
Holdings represent 17.94% of portfolio
Top 10 holdings as of 01/31/18
Fnma Fn30 Tba 03.5000 03/01/2048
Fnma Fn30 Tba 02.5000 03/01/2048
Gnma Gii30 Tba 04.5000 02/01/2048
Fhlmc Fh30g Tba 04.0000 03/01/2048
Gnma Gii30 Tba 04.0000 02/01/2048
Bilhetes Do Tesouro 00.0000 05/18/2018
Cwalt 2005-38 A3 01.9114 09/25/2035
Vtb Bank (Vtb Cap P/P 144a 06.9500 10/17/2022
Cas 2015-C04 1m2 07.2614 04/25/2028
Cwalt 2005-59 1a1 01.8912 11/20/2035
Holdings represent 24.66% of portfolio

Fixed income statistics as of 04/30/18

Average effective maturity 5.64 yrs.
Average effective duration 2.46 yrs.
Average yield to maturity 5.46%
Average coupon 4.64%
Average price $84.50

Sector weightings as of 04/30/18

  Cash investments Non-cash investments Total portfolio
  Weight Spread duration Weight Spread duration Weight Spread duration
Net cash 23.79% 0.00 0.00% 0.00 23.79% 0.00
Commercial MBS 9.42% 0.36 12.42% 0.44 21.84% 0.80
High-yield corporate bonds 20.88% 0.85 -2.49% -0.11 18.39% 0.74
Agency CMO 17.21% 0.67 0.64% 0.03 17.85% 0.70
Agency pass-through 0.44% 0.03 11.97% 0.78 12.41% 0.81
Residential MBS (non-agency) 11.10% 0.55 0.00% 0.00 11.10% 0.55
Emerging-market bonds 9.46% 0.50 0.00% 0.00 9.46% 0.50
International Treasury/agency 2.63% 0.19 0.00% -0.16 2.63% 0.03
Convertible securities 1.76% 0.03 0.00% 0.00 1.76% 0.03
Investment-grade corporate bonds 1.76% 0.13 0.00% 0.00 1.76% 0.13
Bank loans 1.43% 0.06 0.00% 0.00 1.43% 0.06
Asset-backed securities (ABS) 0.11% 0.00 0.00% 0.00 0.11% 0.00
Equity investments 0.01% 0.00 0.00% 0.00 0.01% 0.00
Interest rate swaps 0.00% 0.00 0.00% 0.20 0.00% 0.20
U.S. Treasury/agency 0.00% 0.00 0.00% -0.07 0.00% -0.07

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

Maturity detail as of 04/30/18

0 - 1 yr. 16.89%
1 - 5 yrs. 20.35%
5 - 10 yrs. 58.30%
10 - 15 yrs. 2.36%
Over 15 yrs. 2.10%

Quality rating as of 04/30/18

AAA 41.10%
AA 0.09%
A 9.03%
BBB 7.57%
BB 16.88%
B 18.08%
CCC and Below 9.05%
Not Rated -1.80%

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. 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 greater for longer-term bonds, and credit risk is 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. Bond prices may fall or fail to rise over time for several reasons, including general financial market conditions, changing market perceptions (including perceptions about the risk of default and expectations about monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio. You can lose money by investing in the fund

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 04/30/18

United States 82.89%
Argentina 3.38%
Brazil 2.59%
Greece 2.53%
Canada 1.48%
Indonesia 1.06%
Russia 0.81%
United Kingdom 0.65%
Sweden 0.48%
 
Other
4.13%
France 0.47%
Luxembourg 0.42%
Mexico 0.38%
Bermuda 0.33%
Netherlands 0.33%
Ivory Coast 0.32%
Ireland 0.31%
Venezuela 0.29%
Egypt 0.27%
Dominican Republic 0.26%
Germany 0.26%
Jamaica 0.14%
European Community 0.13%
Switzerland 0.11%
El Salvador 0.10%
New Zealand 0.09%
Cayman Islands 0.08%
Spain 0.08%
Italy 0.04%
China 0.02%
Belgium 0.01%
United Arab Emirates 0.01%
Vietnam 0.01%
Czech Republic 0.00%
India 0.00%
Malaysia 0.00%
Poland 0.00%
South Africa -0.01%
Hong Kong -0.02%
Japan -0.07%
Norway -0.09%
Australia -0.14%

Expenses

Expense ratio

Class A Class B Class C Class M Class R Class R6 Class Y
Total expense ratio 1.00% 1.75% 1.75% 1.25% 1.25% 0.65% 0.75%
What you pay 1.00% 1.75% 1.75% 1.25% 1.25% 0.65% 0.75%

Sales charge

Investment Breakpoint Class A Class B Class C Class M Class R Class R6 Class Y
$0-$49,999 4.00% 0.00% 0.00% 3.25% -- -- --
$50,000-$99,999 4.00% 0.00% 0.00% 2.25% -- -- --
$100,000-$249,999 3.25% -- 0.00% 1.25% -- -- --
$250,000-$499,999 2.50% -- 0.00% 1.00% -- -- --
$500,000-$999,999 0.00% -- -- -- -- -- --
$1M-$4M 0.00% -- -- -- -- -- --
$4M-$50M 0.00% -- -- -- -- -- --
$50M+ 0.00% -- -- -- -- -- --

CDSC

  Class A (sales for $500,000+) Class B Class C Class M Class R Class R6 Class Y
0 to 9 mts. 1.00% 5.00% 1.00% -- -- -- --
9 to 12 mts. 1.00% 5.00% 1.00% -- -- -- --
2 yrs. 0.00% 4.00% 0.00% -- -- -- --
3 yrs. 0.00% 3.00% 0.00% -- -- -- --
4 yrs. 0.00% 3.00% 0.00% -- -- -- --
5 yrs. 0.00% 2.00% 0.00% -- -- -- --
6 yrs. 0.00% 1.00% 0.00% -- -- -- --
7+ yrs. 0.00% 0.00% 0.00% -- -- -- --

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. The Bloomberg Barclays U.S. Aggregate Bond Index is an unmanaged index of U.S. investment-grade fixed-income securities. You cannot invest directly in an index.

Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. 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 greater for longer-term bonds, and credit risk is 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. Bond prices may fall or fail to rise over time for several reasons, including general financial market conditions, changing market perceptions (including perceptions about the risk of default and expectations about monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio. You can lose money by investing in the fund

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.