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 $7.10
-0.42% | $-0.03
$7.16
01/29/18
$6.99
08/21/17
Historical fund price

Fund facts as of 03/31/18

Total net assets
$4,103.60M
Turnover (fiscal year end)
937%
Dividend frequency (view rate)
Monthly
Number of holdings
1653
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 | Q4 2017

Non-U.S. growth could weaken dollar

Bill Kohli, Co-Head of Fixed Income, explains why he anticipates a strengthening euro and yen in 2018.


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. To obtain the most recent month-end performance, visit putnam.com. 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 Absolute Return 500 Fund and 700 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 and 300 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 and 300 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, T1, 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. Class A, M, and T1 shares of Putnam money market funds have no initial sales charge. 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 03/31/18 0.18 % -3.83 %
YTD as of 04/19/18 2.45 % -1.65 %

Yield

Distribution rate before sales charge
as of 04/19/18
5.58%
Distribution rate after sales charge
as of 04/19/18
5.35%
30-day SEC yield as of 03/31/18
(after sales charge)
4.29%

Lipper rankings as of 03/31/18

Alternative Credit Focus Funds Percentile ranking Rank/Funds in category
1 yr. 11% 28/265
3 yrs. 23% 44/194
5 yrs. 10% 10/107
10 yrs. 22% 8/36

Morningstar ratings as of 03/31/18

Nontraditional Bond Rating Funds in category
Overall (264)
3 yrs. (264)
5 yrs. (161)
10 yrs. (47)

Distributions

Record/Ex dividend date 04/16/18
Payable date 04/20/18
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 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 P/P 144a 06.9500 10/17/2022 0.72%
Cas 2015-C04 1m2 07.5715 04/25/2028 0.69%
Top 10 holdings, percent of portfolio 16.01%

Full portfolio holdings as of 12/31/17

FNMA FN30 TBA 03.5000 02/01/2048 13.71%
SPAIN LETRAS DEL TESORO 00.0000 03/09/2018 2.67%
FNMA FN30 TBA 02.5000 01/01/2048 2.41%
GNMA GII30 TBA 04.5000 01/01/2048 2.13%
BUONI ORDINARI DEL TES 00.0000 03/29/2018 1.33%
CERT DI CREDITO DEL TES 00.0000 03/28/2018 1.33%
FHLMC FH30G TBA 04.0000 01/01/2048 1.26%
FNMA FN30 TBA 03.5000 01/01/2048 1.24%
GNMA GII30 TBA 04.0000 01/01/2048 1.14%
BILHETES DO TESOURO 00.0000 05/18/2018 0.95%
CWALT 2005-38 A3 01.9021 09/25/2035 0.90%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.81%
CAS 2015-C04 1M2 07.2521 04/25/2028 0.80%
CWALT 2005-59 1A1 01.8311 11/20/2035 0.78%
FNMA FN30 TBA 03.0000 01/01/2048 0.74%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 0.71%
FNMA FN30 TBA 05.5000 01/01/2048 0.69%
VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 0.63%
MSBAM 2014-C17 D P/P 144A 04.6972 08/15/2047 0.58%
CAS 2016-C02 1B 13.8021 09/25/2028 0.56%
GNMA GII30P 784109 04.0000 10/20/2045 0.54%
WFRBS 2013-C15 D P/P 144A 04.4811 08/15/2046 0.52%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.51%
CAS 2015-C03 1M2 06.5521 07/25/2025 0.50%
WBCMT 2005-C21 D 05.2911 10/15/2044 0.49%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.48%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.48%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.47%
CAS 2016-C01 1B 13.3021 08/25/2028 0.46%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.46%
CAS 2017-C02 2B1 07.0521 09/25/2029 0.45%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.45%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.45%
GNR 2016-H23 NI IO 02.4489 10/20/2066 0.43%
STACR 2015-DNA3 B 10.9021 04/25/2028 0.43%
WFRBS 2012-C10 D P/P 144A 04.4476 12/15/2045 0.43%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.42%
COMM 2014-CR18 D P/P 144A 04.7347 07/15/2047 0.39%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.39%
CFCRE 2011-C2 E P/P 144A 05.7536 12/15/2047 0.38%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.37%
UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 0.37%
CWALT 2006-OA7 1A2 02.0029 06/25/2046 0.36%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2023 0.36%
PETROLEOS MEXICANOS USD 05.6250 01/23/2046 0.36%
WAMU 2005-AR13 A1C3 02.0421 10/25/2045 0.34%
CWALT 2006-OA10 4A1 01.7421 08/25/2046 0.33%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.33%
JPMBB 2014-C26 D P/P 144A 03.9241 01/15/2048 0.33%
WFCM 2013-LC12 D P/P 144A 04.2910 07/15/2046 0.33%
GNR 2017-H10 MI IO 01.7635 04/20/2067 0.32%
LETRAS BANCO CENT ARGENT 00.0000 08/15/2018 0.32%
CAS 2016-C03 1B 13.3021 10/25/2028 0.31%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 0.31%
WFRBS 2013-C12 E P/P 144A 03.5000 03/15/2048 0.31%
SPRINT CORP 07.8750 09/15/2023 0.30%
CAS 2016-C03 2M2 07.4521 10/25/2028 0.29%
CWCI 2007-C3 AJ 05.8394 05/15/2046 0.29%
PETROBRAS GLOBAL FIN P/P 144A 05.9990 01/27/2028 0.29%
STACR 2015-DNA2 B 09.1021 12/25/2027 0.29%
WFCM 2013-LC12 E P/P 144A 03.5000 07/15/2046 0.29%
CMLTI 2007-AMC3 A2D 01.9021 03/25/2037 0.28%
BCAP 2011-RR3 3A6 03.2660 11/27/2036 0.27%
CSAIL 2015-C1 D P/P 144A 03.7980 04/15/2050 0.27%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 0.27%
FNR 2013-107 SB IO 04.3979 02/25/2043 0.26%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.26%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 0.26%
MSBAM 2014-C18 D P/P 144A 03.3890 10/15/2047 0.26%
WBCMT 2006-C26 AJ 06.0270 06/15/2045 0.26%
CAS 2015-C03 2M2 06.5521 07/25/2025 0.25%
GNR 2015-H12 AI IO 01.8510 05/20/2065 0.25%
GNR 2017-H08 NI IO 02.2302 03/20/2067 0.25%
CSMC 2008-C1 AJ P/P 144A 06.3302 02/15/2041 0.24%
GNR 2015-167 MI IO 05.0000 06/20/2045 0.24%
GNR 2015-H15 BI IO 02.2491 06/20/2065 0.24%
GNR 2017-H06 BI IO 02.3312 02/20/2067 0.24%
STACR 2015-HQA2 B 12.0521 05/25/2028 0.24%
FNR 2016-70 QI IO 03.5000 10/25/2046 0.23%
GNR 2015-89 IP IO 04.0000 02/20/2045 0.23%
IVORY COAST P/P 144A 06.1250 06/15/2033 0.23%
COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 0.22%
DBALT 2006-AR4 A2 01.7421 12/25/2036 0.22%
GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 0.22%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.22%
LNSTR 2015-3 C P/P 144A 03.1131 04/20/2048 0.22%
MSC 2008-T29 D P/P 144A 06.3131 01/11/2043 0.22%
WAMU 2005-AR10 1A3 03.2963 09/25/2035 0.22%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.21%
COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 0.21%
COMM 2014-CR18 E P/P 144A 03.6000 07/15/2047 0.21%
GNR 2012-140 IC IO 03.5000 11/20/2042 0.21%
GNR 2015-H23 BI IO 01.7290 09/20/2065 0.21%
WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 0.21%
BSMF 2006-AR2 2A1 01.7821 09/25/2046 0.20%
CWALT 2006-OA10 3A1 01.7421 08/25/2046 0.20%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 0.20%
GNR 2015-H03 CI IO 01.7165 01/20/2065 0.20%
GNR 2017-H03 HI IO 01.5461 01/20/2067 0.20%
GNR 2017-H12 QI IO 02.0646 05/20/2067 0.20%
RUSSIAN FEDERATION P/P 144A 05.6250 04/04/2042 0.20%
ARAB REPUBLIC OF EGYPT REGS 08.5000 01/31/2047 0.19%
CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 0.19%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.19%
COMM 2012-CR3 E P/P 144A 04.7551 10/15/2045 0.19%
FHR 4193 PI IO 04.0000 03/15/2043 0.19%
FHR 4509 CI IO 06.0000 09/15/2045 0.19%
GNR 2015-H08 CI IO 01.7923 03/20/2065 0.19%
GNR 2016-H04 HI IO 02.3636 07/20/2065 0.19%
GNR 2016-H22 AI IO 02.4798 10/20/2066 0.19%
GNR 2017-H16 JI IO 02.2626 08/20/2067 0.19%
GSAA 2006-8 2A2 01.7321 05/25/2036 0.19%
GSR 2007-OA1 2A3A 01.6386 05/25/2037 0.19%
MSC 2008-T29 F P/P 144A 06.3131 01/11/2043 0.19%
REP OF INDONESIA P/P 144A 05.1250 01/15/2045 0.19%
CGCMT 2014-GC21 D P/P 144A 04.8349 05/10/2047 0.18%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.18%
FNR 2015-69 IO IO 06.0000 09/25/2045 0.18%
GNR 2016-156 PI IO 03.5000 11/20/2046 0.18%
GNR 2017-H06 MI IO 02.1881 02/20/2067 0.18%
GNR 2017-H18 FI IO 02.1865 09/20/2067 0.18%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 0.18%
MSBAM 2014-C15 F P/P 144A 04.0000 04/15/2047 0.18%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.18%
RUSSIAN FEDERATION P/P 144A 12.7500 06/24/2028 0.18%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.18%
WFRBS 2013-UBS1 E P/P 144A 04.6237 03/15/2046 0.18%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.17%
CAS 2015-C01 1M2 05.8521 02/25/2025 0.17%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.17%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.17%
GNR 2017-H16 IO 02.0978 08/20/2067 0.17%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.17%
JPMCC 2011-C3 E P/P 144A 05.6311 02/15/2046 0.17%
ALTA MESA HLDGS 07.8750 12/15/2024 0.16%
ARAB REP OF EGYPT P/P 144A 08.5000 01/31/2047 0.16%
CAS 2017-C03 1B1 06.4021 10/25/2029 0.16%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.16%
FHR 4635 PI IO 04.0000 12/15/2046 0.16%
GNR 2012-128 IA IO 03.5000 10/20/2042 0.16%
GNR 2016-77 SC IO 04.5989 10/20/2045 0.16%
GNR 2016-H16 EI IO 02.2359 06/20/2066 0.16%
GNR 2017-104 MI IO 05.5000 07/16/2047 0.16%
GNR 2017-H09 IO IO 01.7782 04/20/2067 0.16%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.16%
JPMBB 2014-C18 E P/P 144A 04.3136 02/15/2047 0.16%
JPMBB 2014-C25 D P/P 144A 03.9460 11/15/2047 0.16%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.16%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.16%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.15%
BSCMS 2005-PWR7 B 05.2140 02/11/2041 0.15%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.15%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.15%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.15%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.15%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.15%
GNR 2015-64 YI IO 04.0000 11/20/2044 0.15%
GNR 2015-H18 BI IO 02.2317 07/20/2065 0.15%
GNR 2015-H20 BI IO 02.1091 08/20/2065 0.15%
GNR 2016-17 IA IO 04.5000 03/20/2045 0.15%
GNR 2016-H12 AI IO 01.6559 07/20/2065 0.15%
GNR 2016-H18 IO IO 01.6464 08/20/2066 0.15%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.15%
JPMBB 2014-C19 D P/P 144A 04.6608 04/15/2047 0.15%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.15%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.15%
PETROLEOS MEXICANOS P/P 144A 06.7500 09/21/2047 0.15%
PROVINCIA DE BUENOS P/P 144A 26.8925 05/31/2022 0.15%
STACR 2017-DNA2 B1 06.7021 10/25/2029 0.15%
UNITYMEDIA HESSEN / NRW REGS 06.2500 01/15/2029 0.15%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.14%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.14%
BSCMS 2005-PWR7 C 05.2350 02/11/2041 0.14%
CAS 2015-C01 2M2 06.1021 02/25/2025 0.14%
CAS 2017-C01 1B1 07.3021 07/25/2029 0.14%
CAS 2017-C06 2M2 04.3521 02/25/2030 0.14%
CASELLA WASTE TLB L+250 03.9908 10/17/2023 0.14%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 0.14%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.14%
FED REPUBLIC OF BRAZIL USD 05.0000 01/27/2045 0.14%
FNR 2011-101 SA IO 04.3479 10/25/2041 0.14%
FNR 2012-151 PI IO 03.0000 01/25/2043 0.14%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.14%
GNR 2014-119 SA IO 04.0989 08/20/2044 0.14%
GNR 2015-52 KI IO 03.5000 11/20/2040 0.14%
GNR 2015-H15 AI IO 01.7992 06/20/2065 0.14%
GNR 2016-126 PI IO 05.0000 02/20/2046 0.14%
GNR 2016-H08 AI IO 01.8473 08/20/2065 0.14%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.14%
SERVICE CORP INTL 05.3750 05/15/2024 0.14%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.14%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.14%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.14%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.14%
BACM 2005-1 B 05.5044 11/10/2042 0.13%
BCAP 2012-RR5 4A8 01.4975 06/26/2035 0.13%
BSCMS 2007-T26 AJ 05.5355 01/12/2045 0.13%
BSCMS 2007-T28 D P/P 144A 05.6555 09/11/2042 0.13%
CAS 2016-C03 1M2 06.8521 10/25/2028 0.13%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.13%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.13%
FNR 2012-123 DI IO 03.5000 05/25/2041 0.13%
FNR 2013-18 IN IO 03.5000 03/25/2043 0.13%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.13%
GNR 2010-20 BI IO 04.5000 02/16/2040 0.13%
GNR 2014-H25 BI IO 01.6818 12/20/2064 0.13%
GNR 2015-105 LI IO 05.0000 10/20/2039 0.13%
GNR 2015-H23 DI IO 01.8429 09/20/2065 0.13%
GNR 2016-138 DI IO 04.0000 10/20/2046 0.13%
GNR 2016-H14 IO IO 01.6754 06/20/2066 0.13%
GNR 2017-42 IC IO 04.5000 08/20/2041 0.13%
GNR 2017-H03 EI IO 02.4116 01/20/2067 0.13%
GNR 2017-H11 TI IO 02.1547 04/20/2067 0.13%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.13%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.13%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.13%
TENET HEALTHCARE 06.0000 10/01/2020 0.13%
UBSBB 2012-C2 F P/P 144A 04.8942 05/10/2063 0.13%
WFRBS 2014-C19 E P/P 144A 04.9711 03/15/2047 0.13%
ADS INC P/P 144A 05.6250 11/15/2024 0.12%
BALTA 2005-7 21A1 03.6580 09/25/2035 0.12%
CAS 2016-C07 2M2 05.9021 05/25/2029 0.12%
CAS 2017-C05 1B1 05.1521 01/25/2030 0.12%
CCMFC 2006-4A A2 01.5086 11/25/2047 0.12%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.12%
CIT GROUP INC 05.0000 08/01/2023 0.12%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.12%
COMM 2013-CCRE9 D P/P 144A 04.2541 07/10/2045 0.12%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.12%
CSMC 2007-C4 C P/P 144A 06.0732 09/15/2039 0.12%
CWALT 2006-OA10 2A1 01.7421 08/25/2046 0.12%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.12%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 0.12%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.12%
GNR 2013-79 XI IO 03.5000 11/20/2039 0.12%
GNR 2015-79 GI IO 05.0000 10/20/2039 0.12%
GNR 2015-H24 AI IO 02.1065 09/20/2065 0.12%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.12%
GREAT LAKES D&D 08.0000 05/15/2022 0.12%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.12%
JPMCC 2007-CB20 C P/P 144A 06.2772 02/12/2051 0.12%
LLOYDS BANKING GROUP P/P 144A 06.6570 12/29/2049 0.12%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.12%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037 0.12%
REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 0.12%
SCIENTIFIC GAMES INT P/P 144A 07.0000 01/01/2022 0.12%
SFR GROUP SA P/P 144A 06.2500 05/15/2024 0.12%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.12%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.12%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.12%
WFRBS 2012-C6 E P/P 144A 05.0000 04/15/2045 0.12%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.11%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.11%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.11%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.11%
BSCMS 2005-PWR7 D 05.3040 02/11/2041 0.11%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.11%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.11%
CWALT 2006-45T1 2A7 01.8921 02/25/2037 0.11%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.11%
FED REPUBLIC OF BRAZIL USD 04.6250 01/13/2028 0.11%
FRAC TECH INTL TLB L+475 06.3190 04/16/2021 0.11%
GNR 2014-71 PI IO 04.5000 12/20/2039 0.11%
GNR 2015-131 BI IO 03.5000 06/20/2041 0.11%
GNR 2015-168 IG IO 03.5000 03/20/2043 0.11%
GNR 2015-H10 BI IO 02.1044 04/20/2065 0.11%
GNR 2016-H17 KI IO 02.2718 07/20/2066 0.11%
GNR 2017-H06 DI IO 01.7724 02/20/2067 0.11%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.11%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.11%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.11%
JPALT 2007-A2 12A1 01.7521 06/25/2037 0.11%
LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 0.11%
MSC 2012-C4 E P/P 144A 05.4205 03/15/2045 0.11%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.11%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.11%
REP OF INDONESIA P/P 144A 05.9500 01/08/2046 0.11%
SPRINT CORP 07.2500 09/15/2021 0.11%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.11%
SWPTN LIABILITY 2YX30Y P 2.79 USD 02/15/2019 JP 0.11%
SWPTN LIABILITY 2YX30Y R 2.79 USD 02/15/2019 JP 0.11%
T-MOBILE USA INC 06.3750 03/01/2025 0.11%
VIRGIN MEDIA FIN PLC P/P 144A 04.5000 01/15/2025 0.11%
BACM 2005-1 C 05.5044 11/10/2042 0.10%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.10%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.10%
CHESAPEAKE ENERGY 1.5L L+750 08.5000 08/23/2021 0.10%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.10%
CWALT 2006-OA7 1A1 02.4981 06/25/2046 0.10%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.10%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.10%
FNR 2013-41 IP IO 04.0000 05/25/2043 0.10%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.10%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.10%
GNR 2013-34 IH IO 04.5000 03/20/2043 0.10%
GNR 2015-H01 BI IO 01.5674 01/20/2065 0.10%
GNR 2016-H06 CI IO 01.6657 02/20/2066 0.10%
GNR 2017-H02 BI IO 02.3626 01/20/2067 0.10%
GNR 2017-H11 DI IO 01.8656 05/20/2067 0.10%
MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 0.10%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.10%
PLATFORM SPECIALTY P/P 144A 05.8750 12/01/2025 0.10%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.10%
SFR GROUP SA P/P 144A 06.0000 05/15/2022 0.10%
STACR 2016-HQA3 M3 05.4021 03/25/2029 0.10%
SWPTN 1YX30Y R 1.673 GBP 10/05/2018 GS 0.10%
SWPTN LIABILITY 2YX28Y P 2.7175 USD 01/24/2019 BA 0.10%
SWPTN LIABILITY 2YX28Y R 2.7175 USD 01/24/2019 BA 0.10%
TELENET FINANCE V P/P 144A 06.7500 08/15/2024 0.10%
USD/MXN CALL 21.50 20180531 BCAP-FX 0.10%
VALEANT PHARMA P/P 144A 05.8750 05/15/2023 0.10%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.10%
WAMU 2005-AR19 A1C4 01.9521 12/25/2045 0.10%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.09%
AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 0.09%
AVAYA TLB-EXIT L+475 06.2270 11/09/2024 0.09%
BELDEN INC P/P 144A 05.2500 07/15/2024 0.09%
BSCMS 2006-PW11 C P/P 144A 05.2790 03/11/2039 0.09%
CAS 2017-C01 1M2 05.1021 07/25/2029 0.09%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.09%
CSFB 2005-C3 B 04.8820 07/15/2037 0.09%
DYNEGY INC 07.3750 11/01/2022 0.09%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.09%
FHR 4077 IK IO 05.0000 07/15/2042 0.09%
FHR 4213 GI IO 04.0000 11/15/2041 0.09%
FHR 4678 MS IO 05.1072 04/15/2047 0.09%
FNR 2013-40 YI IO 03.5000 06/25/2042 0.09%
FNR 2017-65 LI IO 04.0000 08/25/2047 0.09%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.09%
GNR 2012-8 PI IO 04.0000 05/20/2041 0.09%
GNR 2013-37 LI IO 03.5000 01/20/2042 0.09%
GNR 2013-54 JI IO 03.5000 02/20/2043 0.09%
GNR 2014-132 IO IO 05.0000 09/20/2044 0.09%
GNR 2014-163 NI IO 05.0000 02/20/2044 0.09%
GNR 2014-4 BI IO 04.0000 01/20/2044 0.09%
GNR 2014-46 SA IO 04.5989 03/20/2044 0.09%
GNR 2016-H24 JI IO 02.3471 11/20/2066 0.09%
HCA INC 05.5000 06/15/2047 0.09%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.09%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.09%
MASONITE INTL C P/P 144A 05.6250 03/15/2023 0.09%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.09%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.09%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.09%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 0.09%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.09%
STACR 2016-HQA2 M3 06.7021 11/25/2028 0.09%
STACR 2017-DNA1 B1 06.5021 07/25/2029 0.09%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.09%
SWPTN 1YX10Y R 1.522 GBP 10/05/2018 GS 0.09%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.09%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.09%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.09%
AES CORP/VA 05.5000 04/15/2025 0.08%
ALTICE US FIN II CRP P/P 144A 07.7500 07/15/2025 0.08%
AMAG PHARMA INC P/P 144A 07.8750 09/01/2023 0.08%
ARCELORMITTAL USD 07.5000 10/15/2039 0.08%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.08%
BRAND ENERGY TL L+425 05.6150 06/21/2024 0.08%
CAS 2015-C02 2M2 05.5521 05/25/2025 0.08%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.08%
CENTENE CORP 06.1250 02/15/2024 0.08%
CF INDUSTRIES INC 04.9500 06/01/2043 0.08%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.08%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.08%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.08%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.08%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.08%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.08%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.08%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.08%
FHR 4024 PI IO 04.5000 12/15/2041 0.08%
FHR 4484 TI IO 03.5000 11/15/2044 0.08%
FHS 311 S1 IO 04.4730 08/15/2043 0.08%
FHS 326 S2 IO 04.4730 03/15/2044 0.08%
FNR 2013-49 IP IO 03.5000 12/25/2042 0.08%
GNR 2010-20 UI IO 05.0000 02/20/2040 0.08%
GNR 2012-106 QI IO 04.0000 07/20/2042 0.08%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.08%
GNR 2014-60 SE IO 04.5989 04/20/2044 0.08%
GNR 2014-H06 BI IO 01.4792 02/20/2064 0.08%
GNR 2015-17 LI IO 03.5000 05/16/2040 0.08%
GNR 2015-60 PI IO 04.0000 04/20/2045 0.08%
GNR 2017-52 DI IO 05.5000 04/20/2047 0.08%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.08%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031 0.08%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.08%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.08%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.08%
JPMBB 2014-C18 D P/P 144A 04.8136 02/15/2047 0.08%
MICROCHIP TEC P/P 144A CV 01.6250 02/15/2027 0.08%
MSC 2004-RR F7 P/P 144A 06.0000 04/28/2039 0.08%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.08%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.08%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.08%
REP OF ARGENTINA USD 06.6250 07/06/2028 0.08%
SAMI 2006-AR7 A1A 01.7621 08/25/2036 0.08%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.08%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.08%
SWPTN 1YX1Y P 1.919 USD 08/15/2018 JP 0.08%
SWPTN 1YX1Y P 1.9325 USD 08/16/2018 BA 0.08%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.08%
TENNECO INC 05.3750 12/15/2024 0.08%
US CONCRETE INC 06.3750 06/01/2024 0.08%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.08%
ANTERO RESOURCES 05.3750 11/01/2021 0.07%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.07%
BMIR 2017-1 B1 P/P 144A 06.3021 10/25/2027 0.07%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.07%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.07%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.07%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.07%
CONSTELLIUM NV P/P 144A 05.7500 05/15/2024 0.07%
CONSTELLIUM NV P/P 144A 05.8750 02/15/2026 0.07%
DOMINICAN REPUBLIC P/P 144A 05.9500 01/25/2027 0.07%
FHR 4000 PI IO 04.5000 01/15/2042 0.07%
FHR 4165 TI IO 03.0000 12/15/2042 0.07%
FHR 4199 CI IO 03.5000 12/15/2037 0.07%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.07%
FNR 2012-127 BI IO 04.5000 11/25/2042 0.07%
FNR 2013-35 PI IO 03.0000 02/25/2042 0.07%
FORTERRA TL L+300 04.5690 10/25/2023 0.07%
GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 0.07%
GNR 2012-146 IO IO 05.0000 12/20/2042 0.07%
GNR 2013-182 SY IO 04.5989 12/20/2043 0.07%
GNR 2014-4 IC IO 04.0000 01/20/2044 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%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.07%
HUB HLDG LLC/HUB HOL P/P 144A 08.1250 07/15/2019 0.07%
INFOR US INC 06.5000 05/15/2022 0.07%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.07%
KRATON POLYMERS P/P 144A 10.5000 04/15/2023 0.07%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.07%
LUKOIL INTL FINANCE P/P 144A 06.6560 06/07/2022 0.07%
MERCER INTL INC USD 06.5000 02/01/2024 0.07%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.07%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.07%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.07%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.07%
PULTEGROUP INC. 07.8750 06/15/2032 0.07%
REVLON CONS TLB L+350 05.0690 09/07/2023 0.07%
REVLON CONSUMER PROD 06.2500 08/01/2024 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%
SM ENERGY CO 06.5000 01/01/2023 0.07%
SPCM SA P/P 144A 04.8750 09/15/2025 0.07%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.07%
SWPTN LIABILITY 2YX10Y P 2.413 USD 06/03/2019 BA 0.07%
SWPTN LIABILITY 2YX10Y P 2.42 USD 06/03/2019 CI 0.07%
SWPTN LIABILITY 2YX10Y R 2.413 USD 06/03/2019 BA 0.07%
SWPTN LIABILITY 2YX10Y R 2.42 USD 06/03/2019 CI 0.07%
T-MOBILE USA INC 06.6250 04/01/2023 0.07%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.07%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.07%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.07%
VNESHECONOMBANK P/P 144A 05.9420 11/21/2023 0.07%
WFRBS 2014-C19 D P/P 144A 04.2340 03/15/2047 0.07%
WINDSTREAM SRVC / FIN 06.3750 08/01/2023 0.07%
WPX ENERGY INC 06.0000 01/15/2022 0.07%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.07%
1.40 R ISWP FWD NOKOIB6M P 03/21/2023 0.06%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.06%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.06%
AES CORP/VA 05.1250 09/01/2027 0.06%
AES CORP/VA 07.3750 07/01/2021 0.06%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.06%
ARCELORMITTAL USD 06.1250 06/01/2025 0.06%
BEACON ESCROW CORP P/P 144A 04.8750 11/01/2025 0.06%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.06%
BIOSCRIP INC 08.8750 02/15/2021 0.06%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.06%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.06%
CALIFORNIA RESOURC TL L+475 06.2408 11/17/2022 0.06%
CAS 2014-C03 1M2 04.5521 07/25/2024 0.06%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.06%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.06%
CINEMARK USA INC 04.8750 06/01/2023 0.06%
CLEAR CHANNEL TLD L+675 08.4434 01/30/2019 0.06%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.06%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.06%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.06%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.06%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.06%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.06%
FNR 2010-35 SG IO 04.8479 04/25/2040 0.06%
FNR 2013-53 JI IO 03.0000 12/25/2041 0.06%
FNR 2015-88 QI IO 04.0000 10/25/2044 0.06%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.06%
FXI HOLDINGS INC P/P 144A 07.8750 11/01/2024 0.06%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.06%
GNR 2010-35 AI IO 04.5000 03/20/2040 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 2014-25 MI IO 05.0000 11/20/2043 0.06%
GNR 2014-4 PI IO 05.0000 12/16/2043 0.06%
GNR 2014-58 SA IO 04.5989 04/20/2044 0.06%
GNR 2014-62 CI IO 03.5000 02/20/2042 0.06%
GNR 2015-134 LI IO 03.5000 05/20/2039 0.06%
GNR 2017-17 DI IO 03.5000 09/20/2043 0.06%
GNR 2017-79 IB IO 05.5000 05/20/2047 0.06%
HCA INC 05.8750 03/15/2022 0.06%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.06%
JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 0.06%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.06%
LBUBS 2006-C6 C 05.4820 09/15/2039 0.06%
MLMT 2008-C1 AJ 06.4478 02/12/2051 0.06%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.06%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.06%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.06%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.06%
NRG ENERGY INC 06.6250 01/15/2027 0.06%
OSHKOSH CORP 05.3750 03/01/2025 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%
REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 0.06%
REPUBLIC OF ECUADOR REGS 07.9500 06/20/2024 0.06%
REYNOLDS GRP ISS/REY P/P 144A 07.0000 07/15/2024 0.06%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.06%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.06%
SBERBANK (SB CAP SA) P/P 144A 06.1250 02/07/2022 0.06%
SCHAEFFLER VERWA P/P 144A 04.7500 09/15/2026 0.06%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.06%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.06%
STEARNS HOLDINGS LLC P/P 144A 09.3750 08/15/2020 0.06%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.06%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP 0.06%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP 0.06%
SWPTN 7YX5Y R 2.647 USD 06/03/2024 BA 0.06%
SWPTN 7YX5Y R 2.654 USD 06/03/2024 CI 0.06%
T-MOBILE USA INC 06.0000 03/01/2023 0.06%
TALBOTS INC 2NDL L+850 10.0690 03/19/2021 0.06%
TMX FIN/TITLEMAX P/P 144A 08.5000 09/15/2018 0.06%
TRANSDIGM INC 06.5000 07/15/2024 0.06%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.06%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.06%
USG CORP P/P 144A 04.8750 06/01/2027 0.06%
USG CORP P/P 144A 05.5000 03/01/2025 0.06%
VALEANT PHARMA P/P 144A 07.0000 03/15/2024 0.06%
VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 0.06%
2.10 R ISWP FWD US0003M P 03/21/2020 0.05%
2.40 R ISWP FWD AUDBB6M P 03/21/2023 0.05%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.05%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.05%
ASHTEAD CAPITAL INC P/P 144A 04.1250 08/15/2025 0.05%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.05%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.05%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 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%
BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 0.05%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.05%
CALPINE CORP 05.7500 01/15/2025 0.05%
CAS 2015-C02 1M2 05.5521 05/25/2025 0.05%
CAS 2016-C04 1M2 05.8021 01/25/2029 0.05%
CAS 2017-C02 2M2 05.2021 09/25/2029 0.05%
CEC ENT INC 08.0000 02/15/2022 0.05%
CHEMOURS CO 05.3750 05/15/2027 0.05%
CHEMOURS CO 07.0000 05/15/2025 0.05%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.05%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.05%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.05%
CPTFEMU R 1.4 P 07/15/27 0.05%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.05%
CSC HOLDINGS LLC P/P 144A 10.8750 10/15/2025 0.05%
DISH NETWORK CV 03.3750 08/15/2026 0.05%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.05%
ENERGY TRANSFER/FINANCE 05.0000 10/01/2022 0.05%
FHR 4122 TI IO 04.5000 10/15/2042 0.05%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.05%
FIRST QUANTUM MINERA P/P 144A 07.2500 05/15/2022 0.05%
FNR 2012-30 HI IO 04.5000 12/25/2040 0.05%
FNR 2012-36 SN IO 04.8979 04/25/2042 0.05%
FNR 2013-115 CI IO 04.0000 02/25/2043 0.05%
FNR 2013-60 IP IO 04.0000 10/25/2042 0.05%
GLP CAP LP / FIN II 04.8750 11/01/2020 0.05%
GNR 2013-129 SN IO 04.6489 09/20/2043 0.05%
GNR 2013-165 IL IO 04.0000 03/20/2043 0.05%
GNR 2013-167 IO IO 04.5000 09/20/2040 0.05%
GNR 2013-27 IJ IO 04.0000 02/20/2043 0.05%
GNR 2013-99 VS IO 04.6092 07/16/2043 0.05%
GNR 2014-163 PI IO 04.0000 10/20/2043 0.05%
GNR 2015-79 MI IO 04.0000 05/20/2044 0.05%
HCA INC 05.2500 06/15/2026 0.05%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.05%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.05%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.05%
LIONS GATE ENT P/P 144A 05.8750 11/01/2024 0.05%
LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 0.05%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.05%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.05%
MLMT 2004-KEY2 D 05.0460 08/12/2039 0.05%
NEIMAN MARCUS TL L+325 04.8050 10/25/2020 0.05%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.05%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.05%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.05%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.05%
QEP RESOURCES INC 05.6250 03/01/2026 0.05%
RACKSPACE HOSTING INC L+300 04.3848 11/03/2023 0.05%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.05%
REYNOLDS GROUP TL L+300 04.3190 02/05/2023 0.05%
SESI LLC P/P 144A 07.7500 09/15/2024 0.05%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.05%
SOUTHERN STAR CENT P/P 144A 05.1250 07/15/2022 0.05%
STACR 2017-HQA3 03.9021 04/25/2030 0.05%
STARWOOD PROP TR P/P 144A 04.7500 03/15/2025 0.05%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.05%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 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 2YX30Y P 2.518 USD 05/17/2019 CI 0.05%
SWPTN 7YX5Y P 2.647 USD 06/03/2024 BA 0.05%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI 0.05%
SWPTN LIABILITY 2YX20Y P 2.36 USD 11/12/2019 JP 0.05%
TALBOTS INC 1STL L+450 06.0690 03/19/2020 0.05%
TENNANT CO P/P 144A 05.6250 05/01/2025 0.05%
TRANSDIGM INC 06.3750 06/15/2026 0.05%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.05%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.05%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.05%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 0.05%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.05%
WPX ENERGY INC 07.5000 08/01/2020 0.05%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.04%
ADT CORP 04.1250 06/15/2023 0.04%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.04%
ALTICE LUXEMBOURG SA REGS 06.2500 02/15/2025 0.04%
AMERICA MOVIL SAB DE CV REGS 00.0000 05/28/2020 0.04%
ARD FINANCE SA 06.6250 09/15/2023 0.04%
ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 0.04%
CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 0.04%
CCO HOLDINGS LLC P/P 144A 05.1250 05/01/2027 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%
CIT GROUP INC. 05.0000 08/15/2022 0.04%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.04%
CMLTI 2007-AMC3 A2B 01.7321 03/25/2037 0.04%
CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021 0.04%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.04%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 0.04%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.04%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.04%
DYNEGY INC 07.6250 11/01/2024 0.04%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 0.04%
FHR 4020 IA IO 04.0000 03/15/2027 0.04%
FNR 2013-18 SB IO 04.5979 10/25/2041 0.04%
FNR 2013-44 PI IO 04.0000 01/25/2043 0.04%
FRONTIER COMM 10.5000 09/15/2022 0.04%
GENON ENERGY INC. 09.8750 10/15/2020 0.04%
GNR 2010-20 SC IO 04.6489 02/20/2040 0.04%
GNR 2012-92 AI IO 03.5000 04/20/2042 0.04%
GNR 2012-H29 AI IO 01.4727 10/20/2062 0.04%
GNR 2012-H29 FI IO 01.4727 10/20/2062 0.04%
GNR 2013-102 IP IO 03.5000 06/20/2043 0.04%
GNR 2013-28 IO IO 03.5000 02/20/2043 0.04%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.04%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.04%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.04%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.04%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.04%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.04%
INMARSAT FINANCE PLC REGS 04.8750 05/15/2022 0.04%
INTEL CORP CV 03.2500 08/01/2039 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%
KCA DEUTAG TL L+525 07.1959 05/16/2020 0.04%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.04%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.04%
MASARIA INVESTMENTS SAU REGS 05.0000 09/15/2024 0.04%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.04%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.04%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.04%
METLIFE INC P/P 144A 09.2500 04/08/2038 0.04%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 0.04%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.04%
NATIONSTAR MORT/ 07.8750 10/01/2020 0.04%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.04%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.04%
NRG ENERGY INC 07.2500 05/15/2026 0.04%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.04%
ON SEMICONDUC CV 01.0000 12/01/2020 0.04%
ONEMAIN FIN HLDG INC P/P 144A 07.2500 12/15/2021 0.04%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.04%
REP OF COSTA RICA P/P 144A 07.0000 04/04/2044 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%
SEMGROUP CORP P/P 144A 06.3750 03/15/2025 0.04%
SHELF DRILL HOLD LTD P/P 144A 09.5000 11/02/2020 0.04%
SINCLAIR TELEVISION P/P 144A 05.1250 02/15/2027 0.04%
SM ENERGY CO 06.5000 11/15/2021 0.04%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.04%
STACR 2017-HQA1 M2 05.1021 08/25/2029 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 12YX10Y R 3.005 USD 11/16/2029 GS 0.04%
SWPTN 4YX1Y P 2.25 USD 08/16/2021 JP 0.04%
SWPTN 4YX1Y P 2.2625 USD 08/16/2021 BA 0.04%
SWPTN 5WX10Y R 2.3388 USD 02/01/2018 MS 0.04%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP 0.04%
SWPTN LIABILITY 2YX20Y R 2.875 USD 11/18/2019 GS 0.04%
SWPTN LIABILITY 5WX10Y P 2.42 USD 02/01/2018 MS 0.04%
SWPTN LIABILITY 5WX10Y R 2.42 USD 02/01/2018 MS 0.04%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.04%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.04%
UNILABS SUBHOLD REGS 05.7500 05/15/2025 0.04%
VALEANT PHARMA P/P 144A 09.0000 12/15/2025 0.04%
VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 0.04%
VENATOR FIN SARL/VEN P/P 144A 05.7500 07/15/2025 0.04%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.04%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.04%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.04%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.04%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.04%
ZIGGO BOND FIN BV P/P 144A 04.6250 01/15/2025 0.04%
A SCHULMAN INC 06.8750 06/01/2023 0.03%
ACADEMY SPORTS TLB L+400 05.5463 07/02/2022 0.03%
AIR METHODS TLB L+350 04.7964 04/21/2024 0.03%
AIRBUS SE REGS 00.0000 06/14/2021 0.03%
AK STEEL CORP 06.3750 10/15/2025 0.03%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 0.03%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.03%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.03%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.03%
BROOKFIELD RESID P/P 144A 06.5000 12/15/2020 0.03%
CALATLANTIC GROUP INC 05.8750 11/15/2024 0.03%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.03%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.03%
CAS 2014-C02 1M2 04.1521 05/25/2024 0.03%
CAS 2016-C05 2M2 06.0021 01/25/2029 0.03%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.03%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 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%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.03%
COLONY STARWO P/P 144A CV 03.5000 01/15/2022 0.03%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.03%
CONTINENTAL RES 04.5000 04/15/2023 0.03%
COVERIS HOLDINGS SA P/P 144A 07.8750 11/01/2019 0.03%
CPTFEMU R 1.4275 P 08/15/27 0.03%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.03%
DYCOM IND INC CV 00.7500 09/15/2021 0.03%
DYNEGY INC P/P 144A 08.1250 01/30/2026 0.03%
EUROPCAR GROUPE SA REGS 04.1250 11/15/2024 0.03%
FHR 4210 PI IO 03.0000 12/15/2041 0.03%
FNR 2006-8 HP 18.8755 03/25/2036 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 2013-70 CI IO 03.5000 01/25/2043 0.03%
GAZPROM (GAZ CAP SA) P/P 144A 09.2500 04/23/2019 0.03%
GETTY IMAGES TLB L+350 04.7500 10/18/2019 0.03%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 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 2013-24 PI IO 04.0000 11/20/2042 0.03%
GNR 2013-6 IC IO 05.0000 01/20/2043 0.03%
GRUPO TELEVISA SAB USD 06.6250 01/15/2040 0.03%
GSMS 2012-GC6 D P/P 144A 05.6521 01/10/2045 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032 0.03%
HUB INTL LTD P/P 144A 07.8750 10/01/2021 0.03%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.03%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 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%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.03%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.03%
JPMCC 2007-CB20 B P/P 144A 06.2772 02/12/2051 0.03%
JPMCC 2012-C8 E P/P 144A 04.6540 10/15/2045 0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.03%
KRONOS 2NDL L+825 09.6268 11/01/2024 0.03%
LIBERTY EXPEDIA HOLD INC 144A 0.03%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.03%
MEG ENERGY TLB L+350 05.2000 12/31/2023 0.03%
MERCER INTL INC P/P 144A 05.5000 01/15/2026 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%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.03%
NOVA CHEMICALS CORP P/P 144A 04.8750 06/01/2024 0.03%
NOVELLUS SYS CV 02.6250 05/15/2041 0.03%
ONEMAIN FIN HLDG INC P/P 144A 06.7500 12/15/2019 0.03%
PETROLEOS MEXICANOS USD 06.5000 06/02/2041 0.03%
PILGRIM'S PRIDE CORP P/P 144A 05.7500 03/15/2025 0.03%
REALPAGE INC P/P 144A CV 01.5000 11/15/2022 0.03%
REPUBLIC OF ECUADOR P/P 144A 08.8750 10/23/2027 0.03%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.03%
STACR 2016-DNA1 B 11.5521 07/25/2028 0.03%
STARWOOD PROP TR CV 04.0000 01/15/2019 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 2.5 USD 11/09/2029 JP 0.03%
SWPTN 12YX10Y R 2.725 USD 11/08/2029 GS 0.03%
SWPTN 2YX5Y P 2.203 USD 06/03/2019 BA 0.03%
SWPTN 2YX5Y P 2.205 USD 06/03/2019 BC 0.03%
SWPTN 2YX8Y R 2.5925 USD 01/24/2019 BA 0.03%
SWPTN 3MX5Y P 0.303 EUR 03/19/2018 MS 0.03%
SWPTN 3WX10Y R 2.363 USD 01/17/2018 CI 0.03%
SWPTN 4YX1Y R 2.25 USD 08/16/2021 JP 0.03%
SWPTN 4YX1Y R 2.2625 USD 08/16/2021 BA 0.03%
SWPTN 5WX10Y P 2.5012 USD 02/01/2018 MS 0.03%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS 0.03%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI 0.03%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS 0.03%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI 0.03%
SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS 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%
TERADYNE INC CV 01.2500 12/15/2023 0.03%
THE AES CORPORATION 04.8750 05/15/2023 0.03%
VALEANT PHARMA P/P 144A 05.6250 12/01/2021 0.03%
VERTIV TLB L+400 05.5678 11/15/2023 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
VTB BK (VTB EURASIA) P/P 144A 09.5000 12/29/2049 0.03%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.03%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.03%
WERNER TLB L+400 05.0000 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%
-0.15 R ISWP FWD CHL6M P 03/21/2023 0.02%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.02%
2.25 R ISWP FWD US0003M P 03/21/2023 0.02%
AEROJET ROCK CV 02.2500 12/15/2023 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%
ALTICE FINCO SA P/P 144A 07.6250 02/15/2025 0.02%
AMC ENT HOLDIN 05.8750 11/15/2026 0.02%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.02%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.02%
AUD/USD 01/17/2018 UBS 0.02%
BANCO BILBAO VIZCAYA ARG REGS 09.0000 05/29/2049 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%
BLACKSTONE MORTGAGE TR CV 05.2500 12/01/2018 0.02%
BON-TON DEPT STORES 08.0000 06/15/2021 0.02%
BWAY CORP TLB L+325 04.9580 04/03/2024 0.02%
CAD/USD 01/17/2018 JPMCB 0.02%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.02%
CAS 2016-C06 1M2 05.8021 04/25/2029 0.02%
CCC INFO 2NDL L+675 08.3190 03/30/2025 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 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 P/P 144A CV 05.5000 09/15/2026 0.02%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 06/15/2027 0.02%
CITRIX SYSTEM CV 00.5000 04/15/2019 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%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.02%
CPTFEMU R 1.3013 P 10/15/22 0.02%
CPTFEMU R 1.42 P 08/15/27 0.02%
CPTFEMU R 1.4475 P 09/15/27 0.02%
CPURNSA R 1.89 P 07/05/22 0.02%
CTRIP.COM INTL LTD USD 01.2500 09/15/2022 0.02%
CYPRESS SEMIC CV 04.5000 01/15/2022 0.02%
DEL MONTE 2NDL L+725 09.0641 08/18/2021 0.02%
DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 0.02%
DIAMOND BC BV REGS 05.6250 08/15/2025 0.02%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.02%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.02%
ENERGY TRANSFER EQUITY 05.5000 06/01/2027 0.02%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.02%
EURONET WORLD CV 01.5000 10/01/2044 0.02%
FHR 4105 HI IO 03.5000 07/15/2041 0.02%
FINISAR CORP CV 00.5000 12/15/2036 0.02%
FIRST DATA TL L+225 03.8021 04/26/2024 0.02%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.02%
GNR 2010-158 IP IO 04.5000 06/20/2039 0.02%
GNR 2010-168 PI IO 04.5000 11/20/2039 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 P/P 144A 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%
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%
ISTAR INC 05.2500 09/15/2022 0.02%
ISTAR INC 06.0000 04/01/2022 0.02%
ITRON INC P/P 144A 05.0000 01/15/2026 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%
JPMCC 2006-LDP7 B 05.9459 04/17/2045 0.02%
KAMAN CORP P/P 144A CV 03.2500 05/01/2024 0.02%
KRONOS TLB L+350 04.9026 11/01/2023 0.02%
LBCMT 1999-C1 G P/P 144A 06.4100 06/15/2031 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%
MEDICINES CO CV 02.7500 07/15/2023 0.02%
MERCER INTL INC USD 07.7500 12/01/2022 0.02%
MGM GROWTH/MGM FIN P/P 144A 04.5000 01/15/2028 0.02%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.02%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.02%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.02%
NICE SYS INC P/P 144A CV 01.2500 01/15/2024 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%
NXP SEMICONDUCTORS USD 01.0000 12/01/2019 0.02%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.02%
OPTN FN30 3.0 01/04/18 CALL 100.03125 JPMC 0.02%
OPTN FN30 3.0 02/06/18 CALL 100.0 JPMC 0.02%
OPTN FN30 3.0 02/06/18 CALL 100.03125 JPMC 0.02%
OPTN FN30 3.0 02/06/18 CALL 99.8125 JPMC 0.02%
OPTN FN30 3.0 02/06/18 CALL 99.875 JPMC 0.02%
OPTN FN30 3.0 03/06/18 PUT 99.3359375 JPMC 0.02%
OSI SYS INC P/P 144A CV 01.2500 09/01/2022 0.02%
PACIRA PHARMA P/P 144A 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 06.6250 06/15/2038 0.02%
PETSMART INC TLB L+300 04.2460 03/11/2022 0.02%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.02%
PRECISION DRILLING CORP USD 07.7500 12/15/2023 0.02%
PRICELINE GRO CV 00.9000 09/15/2021 0.02%
PRICELINE GRP INC/THE CV 01.0000 03/15/2018 0.02%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 0.02%
REVLON CONSUMER PRODS 05.7500 02/15/2021 0.02%
ROBERTSHAW 1STL L+450 05.7500 08/10/2024 0.02%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.02%
SALESFORCE.CO CV 00.2500 04/01/2018 0.02%
SERVICE CORP INTL 04.6250 12/15/2027 0.02%
SESI LLC 07.1250 12/15/2021 0.02%
SIEMENS FINANCIERINGSMAT REGS 01.6500 08/16/2019 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 P/P 144A CV 00.3750 03/01/2022 0.02%
STEEL DYNAMICS INC P/P 144A 04.1250 09/15/2025 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 13WX3Y P 1.964 USD 01/08/2018 JP 0.02%
SWPTN 1YX5Y R 2.695 USD 10/04/2018 GS 0.02%
SWPTN 2MX10Y P 2.526 USD 01/30/2018 CI 0.02%
SWPTN 2MX10Y R 2.28 USD 02/22/2018 CI 0.02%
SWPTN 2MX10Y R 2.298 USD 01/30/2018 CI 0.02%
SWPTN 2YX10Y P 2.2525 USD 11/12/2019 JP 0.02%
SWPTN 2YX10Y P 2.47 USD 11/08/2019 GS 0.02%
SWPTN 2YX10Y R 2.7725 USD 11/18/2019 GS 0.02%
SWPTN 2YX5Y R 2.203 USD 06/03/2019 BA 0.02%
SWPTN 2YX5Y R 2.205 USD 06/03/2019 BC 0.02%
SWPTN 5WX10Y R 2.33875 USD 01/26/2018 CS 0.02%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP 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 P 2.826 USD 11/08/2019 JP 0.02%
SWPTN LIABILITY 2YX30Y R 2.43 USD 11/13/2019 MS 0.02%
SWPTN LIABILITY 2YX30Y R 2.615 USD 11/12/2019 CI 0.02%
T-MOBILE USA INC. 04.0000 04/15/2022 0.02%
TARGA RES PRTNRS 05.1250 02/01/2025 0.02%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.02%
TECK RESOURCES LIMITED USD 04.7500 01/15/2022 0.02%
TELEFONICA PARTICIPACION REGS 00.0000 03/09/2021 0.02%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 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%
UNIBAIL-RODAMCO SE CV PFD 0.02%
VALEANT PHARMA P/P 144A 05.5000 11/01/2025 0.02%
VALEANT PHARMA P/P 144A 06.5000 03/15/2022 0.02%
VIRGIN MEDIA SECURED FIN REGS 05.1250 01/15/2025 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%
-0.245 R ISWP SES3M P 11/10/2019 0.01%
-0.246 R ISWP SES3M P 11/10/2019 0.01%
0.00 R ISWP BZDIOVRA P 01/04/2021 0.01%
2.427 R ISWP AUDBB6M P 11/03/2022 0.01%
2.74875 R ISWP FWD US0003M P 10/27/2027 0.01%
3.20 R ISWP FWD NFIX3MID P 03/21/2028 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%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.01%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.01%
AMC ENT HOLDIN 06.1250 05/15/2027 0.01%
AUD/USD 01/17/2018 GSFX 0.01%
BASF SE REGS 00.9250 03/09/2023 0.01%
BEKAERT SA REGS 00.0000 06/09/2021 0.01%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.01%
BIOMARIN PHARMA CV 01.5000 10/15/2020 0.01%
BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 0.01%
CAD/USD 01/17/2018 BCAP-FX 0.01%
CAD/USD 01/17/2018 SSBT 0.01%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.01%
CARBONITE INC P/P 144A CV 02.5000 04/01/2022 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%
CENTENE CORP 04.7500 01/15/2025 0.01%
CENTURYLINK INC 05.6250 04/01/2020 0.01%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.01%
CHF/USD 03/21/2018 BCAP-FX 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 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%
CONCORDIA INTL P/P 144A 07.0000 04/15/2023 0.01%
CPTFEMU R 1.305 P 10/15/22 0.01%
CPURNSA R 1.9225 P 07/03/22 0.01%
CSMC 2006-C5 AX IO 00.6661 12/15/2039 0.01%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.01%
DIGICEL GROUP LTD P/P 144A 08.2500 09/30/2020 0.01%
DP WORLD LTD REGS 01.7500 06/19/2024 0.01%
ELECTRONICS F CV 00.7500 09/01/2019 0.01%
ENCORE CAPITA CV 03.0000 07/01/2020 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 03/21/2018 SSBT 0.01%
EUR/USD 03/21/2018 UBS 0.01%
EVERBRIDGE INC CV 01.5000 11/01/2022 0.01%
FHR 3408 EK 19.8497 04/15/2037 0.01%
FNR 2005-83 QP 13.3585 11/25/2034 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%
FTS INTL INC P/P 144A 09.0885 06/15/2020 0.01%
GII30 06.500 1996 0.01%
GMACC 2004-C3 B 04.9650 12/10/2041 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 04.6489 03/20/2043 0.01%
HALYARD HEALTH INC 06.2500 10/15/2022 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2040 0.01%
HERCULES CAPI P/P 144A CV 04.3750 02/01/2022 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%
INMARSAT PLC REGS 03.8750 09/09/2023 0.01%
INPHI CORP P/P CV 00.7500 09/01/2021 0.01%
INTELSAT LUXEMB USD 07.7500 06/01/2021 0.01%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.01%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.01%
LBUBS 2006-C6 D 05.5020 09/15/2039 0.01%
LLOYDS BANK PLC 13.0000 01/29/2049 0.01%
LVMH MOET HENNESSY VUITT CV PFD 0.01%
MACQUARIE INFRASTRUCTU CV 02.0000 10/01/2023 0.01%
MARINE HARVEST ASA REGS 00.1250 11/05/2020 0.01%
MATALAN FINANCE PLC REGS 06.8750 06/01/2019 0.01%
MICRON TECH CV 01.6250 02/15/2033 0.01%
MNV ZRT REGS 03.3750 04/02/2019 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%
NINE POINT ENERGY COM 0.01%
NOK/USD 03/21/2018 CITI 0.01%
NOK/USD 03/21/2018 JPMCB 0.01%
NOK/USD 03/21/2018 RBSF 0.01%
NOK/USD 03/21/2018 SSBT 0.01%
NOK/USD 03/21/2018 UBS 0.01%
NORBORD INC P/P 144A 06.2500 04/15/2023 0.01%
NZD/USD 01/17/2018 HSBCB 0.01%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.01%
OPTN FN30 3.0 03/06/18 PUT 99.0859375 JPMC 0.01%
OPTN FN30 3.0 03/06/18 PUT 99.2109375 JPMC 0.01%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.01%
PROOFPOINT IN CV 00.7500 06/15/2020 0.01%
RAG-STIFTUNG REGS 00.0000 02/18/2021 0.01%
RED HAT INC CV 00.2500 10/01/2019 0.01%
ROBERTSHAW 2NDL L+900 10.5000 02/04/2025 0.01%
SAFRAN SA CV PFD 0.01%
SCORPIO TANKERS INC P/P 144A 02.3750 07/01/2019 0.01%
SEK/USD 03/21/2018 BANKAM 0.01%
SEK/USD 03/21/2018 CSI-FX 0.01%
SERVICENOW CV 00.0000 11/01/2018 0.01%
SERVICENOW IN P/P 144A CV 00.0000 06/01/2022 0.01%
SOLENIS 2NDL L+675 08.2288 07/31/2022 0.01%
STMICROELECTRONICS N.V. REGS 00.0000 07/03/2022 0.01%
STMICROELECTRONICS NV REGS 00.2500 07/03/2024 0.01%
SUCAMPO PHARM CV 03.2500 12/15/2021 0.01%
SUEZ CV PFD 0.01%
SWPTN 1MX10Y P 2.478 USD 01/11/2018 CI 0.01%
SWPTN 1MX10Y R 2.318 USD 01/11/2018 CI 0.01%
SWPTN 1YX1Y R 0.882 GBP 11/05/2018 JP 0.01%
SWPTN 1YX1Y R 1.919 USD 08/15/2018 JP 0.01%
SWPTN 1YX1Y R 1.9325 USD 08/16/2018 BA 0.01%
SWPTN 2YX10Y P 2.7725 USD 11/18/2019 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 2YX3Y P 2.43 USD 02/15/2019 BC 0.01%
SWPTN 2YX3Y R 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 R 2.553 USD 11/08/2019 JP 0.01%
SWPTN 2YX8Y P 2.5925 USD 01/24/2019 BA 0.01%
SWPTN 3MX2Y P -0.152 EUR 02/21/2018 MS 0.01%
SWPTN 3MX2Y P -0.154 EUR 02/21/2018 GS 0.01%
SWPTN 3WX10Y P 2.493 USD 01/17/2018 CI 0.01%
SWPTN 6MX10Y R 2.27 USD 03/26/2018 GS 0.01%
SWPTN 6MX30Y R 2.485 USD 03/26/2018 GS 0.01%
SWPTN LIABILITY 2YX20Y R 2.36 USD 11/12/2019 JP 0.01%
SYMRISE AG REGS 00.2375 06/20/2024 0.01%
TELADOC INC P/P 144A CV 03.0000 12/15/2022 0.01%
TELENOR EAST HOLDING II REGS 00.2500 09/20/2019 0.01%
TENNECO INC 05.0000 07/15/2026 0.01%
TESLA INC CV 01.2500 03/01/2021 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%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.01%
VALEANT PHARMA TLB1 L+350 04.7635 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%
WFRBS 2011-C5 E P/P 144A 05.6716 11/15/2044 0.01%
WHITING PETRO CV 01.2500 04/01/2020 0.01%
WHITING PETROLEUM CORP 05.0000 03/15/2019 0.01%
WORKDAY INC P/P 144A CV 00.2500 10/01/2022 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%
-0.2225 R ISWP SES3M P 11/13/2019 0.00%
-0.23 R ISWP SES3M P 11/13/2019 0.00%
-0.526 R ISWP CHL6M P 10/02/2019 0.00%
-0.528 R ISWP CHL6M P 09/29/2019 0.00%
-0.53 R ISWP CHL6M P 10/06/2019 0.00%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.00%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.00%
0.00 R ISWP BZDIOVRA P 01/04/2021 0.00%
0.00 R ISWP BZDIOVRA P 01/04/2021 0.00%
0.09 R ISWP JPL6M P 12/19/2022 0.00%
0.21 R ISWP EURIBOR6MD P 04/26/2022 0.00%
0.21 R ISWP EURIBOR6MD P 05/04/2022 0.00%
0.25 R ISWP FWD CHL6M P 03/21/2028 0.00%
0.29 R ISWP JPL6M P 12/19/2027 0.00%
0.301 R ISWP FWD EUR006M P 12/20/2022 0.00%
0.766 R ISWP GBL6M P 09/15/2019 0.00%
0.801 R ISWP FWD GBL6M P 06/21/2022 0.00%
0.85 R ISWP FWD GBL6M P 12/20/2019 0.00%
1.001 R ISWP FWD EUR006M P 12/20/2027 0.00%
1.125 R ISWP SES3M P 11/10/2027 0.00%
1.13 R ISWP SES3M P 11/10/2027 0.00%
1.1575 R ISWP SES3M P 11/13/2027 0.00%
1.16 R ISWP SES3M P 11/13/2027 0.00%
1.251 R ISWP FWD GBL6M P 06/21/2027 0.00%
1.41 R ISWP FWD EUR006M P 12/20/2067 0.00%
1.85 R ISWP FWD EUR006M P 12/20/2047 0.00%
2.1725 R ISWP KRW3MCD P 12/13/2027 0.00%
2.30 R ISWP FWD CDOR03 P 03/21/2028 0.00%
2.3575 R ISWP US0003M P 12/20/2027 0.00%
2.40 R ISWP FWD US0003M P 03/21/2028 0.00%
2.4525 R ISWP AUDBB6M P 11/15/2022 0.00%
2.4685 R ISWP US0003M P 12/27/2027 0.00%
2.55 R ISWP FWD US0003M P 03/21/2048 0.00%
2.70 R ISWP FWD NFIX3MID P 03/21/2023 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%
8.12 R ISWP MXIBTIIE P 12/24/2026 0.00%
8.20 R ISWP MXIBTIIE P 01/07/2027 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
AUD/USD 01/17/2018 JPMCB 0.00%
AUD/USD 01/17/2018 RBSF 0.00%
AVAYA HOLDINGS CORP 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2019 0.00%
BACM 2007-5 XW IO P/P 144A 00.0092 02/10/2051 0.00%
CAD/USD 01/17/2018 CITI 0.00%
CAD/USD 01/17/2018 GSFX 0.00%
CAD/USD 01/17/2018 UBS 0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 0.00%
CGCMT 2006-C4 B 06.1884 03/15/2049 0.00%
CHF/USD 03/21/2018 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.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 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%
CPURNSA P 2.19 R 12/06/27 0.00%
CPURNSA P 2.1939 R 12/21/27 0.00%
CPURNSA R 2.05 P 12/06/22 0.00%
CPURNSA R 2.068 P 12/21/22 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 03/21/2018 HSBCB 0.00%
EUR/USD 03/21/2018 JPMCB 0.00%
EUR/USD 03/21/2018 RBSF 0.00%
EURO-OAT FUTURE MAR18 OATH8 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 00.4035 10/25/2041 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 00.3042 06/25/2042 0.00%
FSPC T-57 1AX IO 00.3645 07/25/2043 0.00%
GBP/USD 03/21/2018 BANKAM 0.00%
GBP/USD 03/21/2018 BCAP-FX 0.00%
GBP/USD 03/21/2018 CITI 0.00%
GBP/USD 03/21/2018 GSFX 0.00%
GBP/USD 03/21/2018 SSBT 0.00%
GBP/USD 03/21/2018 UBS 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 01.3716 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 02/22/2018 BANKAM 0.00%
JPY/USD 02/22/2018 CITI 0.00%
JPY/USD 02/22/2018 SSBT 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 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 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 BC 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 CS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 DE 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.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 2004-C1 X IO P/P 144A 09.3210 01/15/2037 0.00%
MEZZ 2007-C5 X IO P/P 144A 05.8645 12/15/2049 0.00%
MXN/USD 01/17/2018 HSBCB 0.00%
NOK/USD 03/21/2018 BANKAM 0.00%
NOK/USD 03/21/2018 GSFX 0.00%
NZD/USD 01/17/2018 GSFX 0.00%
NZD/USD 01/17/2018 JPMCB 0.00%
NZD/USD 01/17/2018 RBSF 0.00%
OPTN FN30 2.5 01/04/18 CALL 96.595703125 JPMC 0.00%
OPTN FN30 2.5 01/04/18 PUT 96.595703125 JPMC 0.00%
OPTN FN30 3.0 01/04/18 CALL 100.03125 JPMC 0.00%
OPTN FN30 3.0 01/04/18 PUT 100.03125 JPMC 0.00%
OPTN FN30 3.0 02/06/18 CALL 100.8046875 JPMC 0.00%
OPTN FN30 3.0 02/06/18 CALL 100.859375 JPMC 0.00%
OPTN FN30 3.0 03/06/18 PUT 98.0859375 JPMC 0.00%
OPTN FN30 3.0 03/06/18 PUT 98.2109375 JPMC 0.00%
PETROLEOS MEXICANOS REGS 06.5000 03/13/2027 0.00%
PRECISION DRILL USD 05.2500 11/15/2024 0.00%
SEK/USD 03/21/2018 CITI 0.00%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022 0.00%
STANDARD IND INC P/P 144A 06.0000 10/15/2025 0.00%
STRIP 2003-1A N P/P 144A 05.0000 03/24/2018 0.00%
SWPTN 13WX10Y P 2.4115 USD 01/08/2018 JP 0.00%
SWPTN 13WX10Y R 2.3205 USD 01/08/2018 JP 0.00%
SWPTN 13WX3Y R 1.964 USD 01/08/2018 JP 0.00%
SWPTN 1YX1Y R 1.9175 USD 10/04/2018 GS 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 2YX5Y P 2.553 USD 11/08/2019 JP 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 3MX2Y R -0.152 EUR 02/21/2018 MS 0.00%
SWPTN 3MX2Y R -0.154 EUR 02/21/2018 GS 0.00%
SWPTN 3MX5Y R 0.185 EUR 02/21/2018 GS 0.00%
SWPTN 3MX5Y R 0.189 EUR 02/21/2018 MS 0.00%
SWPTN 5WX10Y P 2.505 USD 01/08/2018 CI 0.00%
SWPTN 5WX10Y P 2.63625 USD 01/26/2018 CS 0.00%
SWPTN 5WX10Y R 2.205 USD 01/08/2018 CI 0.00%
SWPTN 6MX1Y R 1.85125 USD 04/30/2018 MS 0.00%
SWPTN 6MX1Y R 1.9175 USD 03/26/2018 CI 0.00%
SWPTN 6MX1Y R 2.01 USD 04/30/2018 MS 0.00%
SWPTN 6MX1Y R 2.05 USD 03/26/2018 CI 0.00%
SWPTN 7WX10Y R 2.218 USD 01/12/2018 GS 0.00%
SWPTN 7WX10Y R 2.2875 USD 01/12/2018 GS 0.00%
SWPTN 8WX10Y P 2.68675 USD 01/26/2018 GS 0.00%
SWPTN 8WX10Y R 2.10125 USD 01/26/2018 GS 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%
UNITED MEXICAN STATES USD 04.7500 03/08/2044 0.00%
USD/JPY PUT 103.00 20180109 JPMCB 0.00%
USD/JPY PUT 107.00 20180109 JPMCB 0.00%
VICI PROP 1 / VICI FC 08.0000 10/15/2023 0.00%
WBCMT 2007-C34 IO IO 00.1486 05/15/2046 0.00%
0.00 R ISWP BZDIOVRA P 01/02/2019 -0.01%
0.00 R ISWP BZDIOVRA P 01/02/2019 -0.01%
0.40 R ISWP FWD SES3M P 03/21/2023 -0.01%
1.10 R ISWP FWD GBL6M P 03/21/2023 -0.01%
1.35 R ISWP FWD GBL6M P 03/21/2028 -0.01%
1.61375 R ISWP FWD EUR006M P 10/27/2027 -0.01%
2.02 R ISWP CDOR03 P 11/02/2022 -0.01%
2.0525 R ISWP CDOR03 P 11/14/2022 -0.01%
2.75 R ISWP FWD AUDBB6M P 03/21/2028 -0.01%
8.365 R ISWP JIBA3M P 10/31/2027 -0.01%
AUD/USD 01/17/2018 BCAP-FX -0.01%
BRL/USD 04/03/2018 CITI -0.01%
BRL/USD 04/03/2018 GSFX -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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%
JPY/USD 02/22/2018 BCAP-FX -0.01%
JPY/USD 02/22/2018 CSI-FX -0.01%
JPY/USD 02/22/2018 GSFX -0.01%
JPY/USD 02/22/2018 HSBCB -0.01%
JPY/USD 02/22/2018 JPMCB -0.01%
JPY/USD 02/22/2018 RBSF -0.01%
JPY/USD 02/22/2018 WPAC -0.01%
MBX.FN30.500.10 R USL1M P 01/12/41 BC -0.01%
NOK/USD 03/21/2018 BCAP-FX -0.01%
NOK/USD 03/21/2018 CSI-FX -0.01%
OPTN FN30 3.0 02/06/18 CALL 100.21484375 JPMC -0.01%
OPTN FN30 3.0 02/06/18 CALL 100.2890625 JPMC -0.01%
OPTN FN30 3.0 02/06/18 CALL 100.40234375 JPMC -0.01%
OPTN FN30 3.0 02/06/18 CALL 100.4453125 JPMC -0.01%
OPTN FN30 3.0 02/06/18 CALL 100.6171875 JPMC -0.01%
OPTN FN30 3.0 02/06/18 CALL 100.703125 JPMC -0.01%
OPTN FN30 3.0 03/06/18 PUT 98.3359375 JPMC -0.01%
OPTN FN30 3.0 03/06/18 PUT 98.5859375 JPMC -0.01%
OPTN FN30 3.0 03/06/18 PUT 98.7109375 JPMC -0.01%
OPTN FN30 3.0 03/06/18 PUT 98.8359375 JPMC -0.01%
SEK/USD 03/21/2018 BCAP-FX -0.01%
SEK/USD 03/21/2018 GSFX -0.01%
SEK/USD 03/21/2018 SSBT -0.01%
SEK/USD 03/21/2018 UBS -0.01%
SWPTN 1YX1Y R 2.25 USD 08/15/2018 JP -0.01%
SWPTN 1YX1Y R 2.2625 USD 08/16/2018 BA -0.01%
SWPTN 2MX10Y P 2.675 USD 02/22/2018 CI -0.01%
SWPTN 2YX30Y P 2.826 USD 11/08/2019 JP -0.01%
SWPTN 7WX10Y R 2.357 USD 01/12/2018 GS -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 2YX5Y P 2.155 USD 11/13/2019 MS -0.01%
SWPTN LIABILITY 2YX5Y P 2.34 USD 11/12/2019 CI -0.01%
SWPTN LIABILITY 2YX5Y R 2.34 USD 11/12/2019 CI -0.01%
SWPTN LIABILITY 2YX5Y R 2.553 USD 11/08/2019 JP -0.01%
1.863 R ISWP FWD GBL6M P 09/22/2032 -0.02%
1.90 R ISWP FWD NOKOIB6M P 03/21/2028 -0.02%
1.912 R ISWP FWD GBL6M P 01/19/2032 -0.02%
2.30 R ISWP FWD US0003M P 03/21/2023 -0.02%
2.48 R ISWP FWD US0003M P 02/26/2028 -0.02%
2.48875 R ISWP FWD US0003M P 01/30/2028 -0.02%
AUD/USD 01/17/2018 SSBT -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 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%
CPURNSA P 2.05 R 07/05/27 -0.02%
CPURNSA P 2.085 R 07/03/27 -0.02%
EUR/USD 03/21/2018 BCAP-FX -0.02%
JPY/USD 02/22/2018 UBS -0.02%
NZD/USD 01/17/2018 CITI -0.02%
OPTN FN30 3.0 01/04/18 PUT 100.03125 JPMC -0.02%
RUB/USD 03/21/2018 BANKAM -0.02%
SEK/USD 03/21/2018 JPMCB -0.02%
SEK/USD 03/21/2018 RBSF -0.02%
SWPTN 1MX10Y P 2.398 USD 01/11/2018 CI -0.02%
SWPTN 1MX10Y R 2.398 USD 01/11/2018 CI -0.02%
SWPTN 1YX1Y P 2.25 USD 08/15/2018 JP -0.02%
SWPTN 1YX1Y P 2.2625 USD 08/16/2018 BA -0.02%
SWPTN 1YX1Y R 2.3025 USD 10/04/2018 GS -0.02%
SWPTN 2YX1Y R 1.919 USD 08/15/2019 JP -0.02%
SWPTN 2YX1Y R 1.9325 USD 08/16/2019 BA -0.02%
SWPTN 2YX20Y P 2.875 USD 11/18/2019 GS -0.02%
SWPTN 2YX20Y R 2.36 USD 11/12/2019 JP -0.02%
SWPTN 2YX30Y P 2.615 USD 11/12/2019 CI -0.02%
SWPTN 2YX30Y R 2.43 USD 11/13/2019 MS -0.02%
SWPTN 2YX30Y R 2.615 USD 11/12/2019 CI -0.02%
SWPTN 3MX5Y P 0.321 EUR 02/21/2018 GS -0.02%
SWPTN 3MX5Y P 0.325 EUR 02/21/2018 MS -0.02%
SWPTN 3MX5Y P 2.3675 USD 03/19/2018 MS -0.02%
SWPTN 3WX10Y P 2.428 USD 01/17/2018 CI -0.02%
SWPTN 6MX20Y R 2.46 USD 03/26/2018 GS -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 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 2YX3Y P 2.43 USD 02/15/2019 BC -0.02%
SWPTN LIABILITY 2YX3Y R 2.43 USD 02/15/2019 BC -0.02%
ZAR/USD 01/17/2018 GSFX -0.02%
0.25 R ISWP FWD EUR006M P 03/21/2023 -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
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%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.03%
NZD/USD 01/17/2018 UBS -0.03%
SWPTN 2MX10Y P 2.412 USD 01/30/2018 CI -0.03%
SWPTN 2YX20Y P 2.584 USD 11/08/2019 GS -0.03%
SWPTN 2YX20Y R 2.584 USD 11/08/2019 GS -0.03%
SWPTN 2YX30Y P 2.43 USD 11/13/2019 MS -0.03%
SWPTN 2YX30Y R 2.826 USD 11/08/2019 JP -0.03%
SWPTN 3WX10Y R 2.428 USD 01/17/2018 CI -0.03%
SWPTN 5WX10Y P 2.42 USD 02/01/2018 MS -0.03%
SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS -0.03%
SWPTN LIABILITY 12YX10Y P 2.725 USD 11/08/2029 GS -0.03%
SWPTN LIABILITY 12YX10Y P 3.005 USD 11/16/2029 GS -0.03%
SWPTN LIABILITY 12YX10Y R 2.725 USD 11/08/2029 GS -0.03%
SWPTN LIABILITY 2YX10Y P 2.2525 USD 11/12/2019 JP -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%
0.00 R ISWP BZDIOVRA P 01/02/2019 -0.04%
1.15 R ISWP FWD SES3M P 03/21/2028 -0.04%
5.93 R ISWP MXIBTIIE P 10/06/2021 -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.04%
CPTFEMU P 1.71 R 08/15/37 -0.04%
CPTFEMU P 1.735 R 09/15/37 -0.04%
EUR/USD 03/21/2018 GSFX -0.04%
SWPTN 2MX10Y R 2.412 USD 01/30/2018 CI -0.04%
SWPTN 2YX10Y R 2.413 USD 06/03/2019 BA -0.04%
SWPTN 2YX10Y R 2.42 USD 06/03/2019 CI -0.04%
SWPTN 2YX20Y P 2.36 USD 11/12/2019 JP -0.04%
SWPTN 2YX20Y R 2.875 USD 11/18/2019 GS -0.04%
SWPTN 2YX28Y P 2.7175 USD 01/24/2019 BA -0.04%
SWPTN 2YX30Y P 2.79 USD 02/15/2019 JP -0.04%
SWPTN 5WX10Y R 2.42 USD 02/01/2018 MS -0.04%
SWPTN 5YX5Y R 1.106 GBP 11/03/2022 JP -0.04%
SWPTN LIABILITY 12YX10Y P 2.5 USD 11/09/2029 JP -0.04%
SWPTN LIABILITY 12YX10Y R 3.005 USD 11/16/2029 GS -0.04%
SWPTN LIABILITY 2YX5Y P 2.203 USD 06/03/2019 BA -0.04%
SWPTN LIABILITY 2YX5Y P 2.205 USD 06/03/2019 BC -0.04%
SWPTN LIABILITY 2YX5Y R 2.203 USD 06/03/2019 BA -0.04%
SWPTN LIABILITY 2YX5Y R 2.205 USD 06/03/2019 BC -0.04%
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 5WX10Y P 2.5012 USD 02/01/2018 MS -0.04%
SWPTN LIABILITY 5WX10Y R 2.3388 USD 02/01/2018 MS -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 01/02/2023 -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.05%
EUR/USD 03/21/2018 BANKAM -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%
CPTFEMU P 1.7138 R 08/15/37 -0.06%
NZD/USD 01/17/2018 SSBT -0.06%
SWPTN 2YX10Y P 2.413 USD 06/03/2019 BA -0.06%
SWPTN 2YX10Y P 2.42 USD 06/03/2019 CI -0.06%
2.10 R ISWP FWD CDOR03 P 03/21/2023 -0.07%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.07%
SWPTN 2YX28Y R 2.7175 USD 01/24/2019 BA -0.07%
SWPTN 2YX5Y P 2.208 USD 05/17/2019 CI -0.07%
SWPTN LIABILITY 7YX5Y P 2.647 USD 06/03/2024 BA -0.07%
SWPTN LIABILITY 7YX5Y P 2.654 USD 06/03/2024 CI -0.07%
SWPTN LIABILITY 7YX5Y R 2.647 USD 06/03/2024 BA -0.07%
SWPTN LIABILITY 7YX5Y R 2.654 USD 06/03/2024 CI -0.07%
USD/MXN CALL 22.00 20180531 BCAP-FX -0.07%
FLR USL3M 6.00 03/07/2018 JP -0.08%
2.45 R ISWP FWD US0003M P 03/21/2028 -0.09%
6.16 R ISWP MXIBTIIE P 01/01/2026 -0.09%
CPTFEMU P 1.71 R 07/15/37 -0.09%
SWPTN 2YX1Y P 1.9325 USD 08/16/2019 BA -0.09%
SWPTN 2YX30Y R 2.79 USD 02/15/2019 JP -0.09%
SWPTN 2YX1Y P 1.919 USD 08/15/2019 JP -0.10%
SWPTN 10YX10Y P 2.01 EUR 12/20/2027 GS -0.11%
SWPTN 10YX10Y R 2.01 EUR 12/20/2027 GS -0.11%
SWPTN LIABILITY 10YX20Y P 2.785 USD 01/25/2027 BA -0.12%
SWPTN LIABILITY 10YX20Y R 2.785 USD 01/25/2027 BA -0.12%
0.85 R ISWP FWD EUR006M P 03/21/2028 -0.15%
SWPTN LIABILITY 5YX30Y P 2.8325 USD 02/15/2022 JP -0.15%
SWPTN LIABILITY 5YX30Y R 2.8325 USD 02/15/2022 JP -0.15%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.16%
FNMA FN30 TBA 04.0000 01/01/2048 -0.17%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.19%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.20%
SWPTN 1YX20Y R 1.6975 GBP 10/05/2018 GS -0.20%
CDX CDX.NA.HY.29 500.0 12/20/2022 -0.23%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.26%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.37%
FNMA FN30 TBA 04.5000 01/01/2048 -1.02%

Prior top 10 holdings

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
Top 10 holdings as of 12/31/17
Fnma Fn30 Tba 03.5000 02/01/2048
Spain Letras Del Tesoro 00.0000 03/09/2018
Fnma Fn30 Tba 02.5000 01/01/2048
Gnma Gii30 Tba 04.5000 01/01/2048
Cert Di Credito Del Tes 00.0000 03/28/2018
Buoni Ordinari Del Tes 00.0000 03/29/2018
Fhlmc Fh30g Tba 04.0000 01/01/2048
Fnma Fn30 Tba 03.5000 01/01/2048
Gnma Gii30 Tba 04.0000 01/01/2048
Bilhetes Do Tesouro 00.0000 05/18/2018
Holdings represent 28.17% of portfolio

Fixed income statistics as of 03/31/18

Average effective maturity 5.72 yrs.
Average effective duration 2.79 yrs.
Average yield to maturity 5.58%
Average coupon 4.78%
Average price $88.44

Sector weightings as of 03/31/18

  Cash investments Non-cash investments Total portfolio
  Weight Spread duration Weight Spread duration Weight Spread duration
Commercial MBS 10.63% 0.43 12.03% 0.42 22.66% 0.85
Net cash 20.79% 0.00 0.00% 0.00 20.79% 0.00
High-yield corporate bonds 21.70% 0.88 -2.54% -0.11 19.16% 0.77
Agency CMO 17.36% 0.64 0.62% 0.03 17.98% 0.67
Agency pass-through 0.46% 0.03 12.52% 0.83 12.98% 0.86
Residential MBS (non-agency) 11.54% 0.56 0.00% 0.00 11.54% 0.56
Emerging-market bonds 9.57% 0.50 0.00% 0.00 9.57% 0.50
International Treasury/agency 2.59% 0.18 0.00% -0.17 2.59% 0.01
Investment-grade corporate bonds 1.93% 0.14 0.00% 0.00 1.93% 0.14
Convertible securities 1.87% 0.11 0.00% 0.00 1.87% 0.11
Bank loans 1.44% 0.06 0.00% 0.00 1.44% 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% 0.80 0.00% 0.80
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 03/31/18

0 - 1 yr. 14.13%
1 - 5 yrs. 22.27%
5 - 10 yrs. 58.48%
10 - 15 yrs. 2.40%
Over 15 yrs. 2.72%

Quality rating as of 03/31/18

AAA 40.89%
AA 0.09%
A 6.75%
BBB 8.58%
BB 17.47%
B 18.28%
CCC and Below 9.54%
Not Rated -1.60%

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 03/31/18

United States 82.61%
Argentina 3.05%
Greece 2.59%
Russia 1.82%
Brazil 1.69%
Canada 1.59%
Indonesia 1.11%
United Kingdom 0.77%
Luxembourg 0.53%
 
Other
4.24%
France 0.49%
Mexico 0.44%
European Community 0.38%
Egypt 0.35%
Bermuda 0.34%
Netherlands 0.34%
Ireland 0.33%
Ivory Coast 0.33%
Venezuela 0.33%
Germany 0.28%
Dominican Republic 0.27%
Jamaica 0.15%
Sweden 0.13%
El Salvador 0.10%
Cayman Islands 0.09%
Spain 0.08%
Ecuador 0.05%
Italy 0.04%
Norway 0.03%
China 0.02%
Vietnam 0.02%
Belgium 0.01%
New Zealand 0.01%
Switzerland 0.01%
United Arab Emirates 0.01%
Japan -0.09%
Australia -0.30%

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.