Diversified Income Trust  (PDINX)

Offering a diversified portfolio of income opportunities since 1988

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 $7.05
0.14% | $0.01
$7.12
02/03/17
$6.98
12/21/16
Historical fund price

Fund facts as of 11/30/17

Total net assets
$3,673.79M
Turnover (fiscal year end)
937%
Dividend frequency (view rate)
Monthly
Number of holdings
1577
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


Literature


Market sectors that might lead in 2018
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Our analysis finds that industry group weightings play a significant role in valuation discrepancies between U.S. and European equities.
What could disturb unprecedented calm in markets?
What’s most remarkable about 2017 is the market calm, but this is not a sign that the trend will revert to the mean.

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)


6.15%

Average 5-year annualized return


  • Total return (%) as of 09/30/17

  • Annual performance as of 09/30/17

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 9.04% 1.52% 3.95% 3.83%
After sales charge 4.67% 0.15% 3.11% 3.40%
Bloomberg Barclays U.S. Aggregate Bond Index 0.07% 2.71% 2.06% 4.27%

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 11/30/17 0.33 % -3.69 %
YTD as of 12/15/17 6.37 % 2.12 %

Yield

Distribution rate before sales charge
as of 12/15/17
5.62%
Distribution rate after sales charge
as of 12/15/17
5.40%
30-day SEC yield as of 11/30/17
(after sales charge)
4.04%

Risk-adjusted performance as of 11/30/17

Sharpe ratio (3 yrs.) 0.42
Information ratio (3 yrs.) 0.07

Volatility as of 11/30/17

Standard deviation (3 yrs.) 5.52%
Beta -0.82
R-squared 0.17

Lipper rankings as of 11/30/17

Multi-Sector Income Funds Percentile ranking Rank/Funds in category
1 yr. 22% 69/316
3 yrs. 71% 188/264
5 yrs. 37% 74/199
10 yrs. 82% 94/114

Morningstar ratings as of 11/30/17

Nontraditional Bond Rating Funds in category
Overall (267)
3 yrs. (267)
5 yrs. (169)
10 yrs. (39)

Distributions

Record/Ex dividend date 11/14/17
Payable date 11/20/17
Income $0.033
Extra income $0.0
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 11/30/17

Fnma Fn30 Tba 03.5000 01/01/2048 14.83%
Fnma Fn30 Tba 02.5000 01/01/2048 2.38%
Gnma Gii30 Tba 04.5000 01/01/2048 2.12%
Fhlmc Fh30g Tba 04.0000 01/01/2048 1.25%
Gnma Gii30 Tba 04.0000 01/01/2048 1.14%
Cwalt 2005-38 A3 01.6786 09/25/2035 0.89%
Vtb Bank (Vtb Cap P/P 144a 06.9500 10/17/2022 0.81%
Cas 2015-C04 1m2 07.0275 04/25/2028 0.80%
Cwalt 2005-59 1a1 01.6172 11/20/2035 0.77%
Argentine Republic Usd 07.6250 04/22/2046 0.70%
Top 10 holdings, percent of portfolio 25.69%

Full portfolio holdings as of 09/30/17

FNMA FN30 TBA 03.5000 11/01/2047 15.23%
FNMA FN30 TBA 02.5000 10/01/2047 2.45%
GNMA GII30 TBA 04.0000 10/01/2047 2.40%
GNMA GII30 TBA 04.5000 10/01/2047 1.90%
TRY/USD 12/20/2017 GSFX 1.41%
FHLMC FH30G TBA 04.0000 10/01/2047 1.29%
NOK/USD 12/20/2017 SSBT 1.22%
NZD/USD 10/18/2017 CITI 1.09%
JPY/USD 11/15/2017 UBS 1.03%
RUB/USD 12/20/2017 BANKAM 1.01%
EUR/USD 12/20/2017 BCAP-FX 1.00%
JPY/USD 11/15/2017 CSI-FX 1.00%
RUB/USD 12/20/2017 CITI 0.99%
SEK/USD 12/20/2017 JPMCB 0.98%
CWALT 2005-38 A3 01.5872 09/25/2035 0.93%
NOK/USD 12/20/2017 UBS 0.92%
NZD/USD 10/18/2017 SSBT 0.88%
FNMA FN30 TBA 03.0000 11/01/2047 0.86%
CAS 2015-C04 1M2 06.9372 04/25/2028 0.84%
TRY/USD 12/20/2017 RBSF 0.84%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.84%
CWALT 2005-59 1A1 01.5661 11/20/2035 0.80%
GBP/USD 12/20/2017 UBS 0.80%
NOK/USD 12/20/2017 BANKAM 0.76%
AUD/USD 10/18/2017 RBSF 0.73%
FNMA FN30 TBA 05.5000 10/01/2047 0.71%
NOK/USD 12/20/2017 CITI 0.71%
SEK/USD 12/20/2017 GSFX 0.67%
VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 0.66%
MSBAM 2014-C17 D P/P 144A 04.8539 08/15/2047 0.59%
AUD/USD 10/18/2017 BANKAM 0.57%
SEK/USD 12/20/2017 CITI 0.54%
WFRBS 2013-C15 D P/P 144A 04.6281 08/15/2046 0.53%
AUD/USD 10/18/2017 HSBCB 0.52%
CAS 2015-C03 1M2 06.2372 07/25/2025 0.52%
CAS 2016-C02 1B 13.4872 09/25/2028 0.51%
EUR/USD 12/20/2017 UBS 0.51%
GBP/USD 12/20/2017 SSBT 0.51%
JPY/USD 11/15/2017 JPMCB 0.51%
CAD/USD 10/18/2017 UBS 0.50%
EUR/USD 12/20/2017 BANKAM 0.50%
EUR/USD 12/20/2017 GSFX 0.50%
EUR/USD 12/20/2017 HSBCB 0.50%
EUR/USD 12/20/2017 SSBT 0.50%
JPY/USD 11/15/2017 HSBCB 0.50%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.50%
SEK/USD 12/20/2017 CSI-FX 0.50%
SEK/USD 12/20/2017 RBSF 0.50%
SEK/USD 12/20/2017 UBS 0.50%
EUR/USD 12/20/2017 JPMCB 0.49%
HUF/USD 12/20/2017 GSFX 0.49%
JPY/USD 11/15/2017 WPAC 0.49%
NOK/USD 12/20/2017 JPMCB 0.49%
WBCMT 2005-C21 D 05.4681 10/15/2044 0.49%
AUD/USD 10/18/2017 JPMCB 0.48%
COMM 2014-CR18 D P/P 144A 04.8929 07/15/2047 0.47%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.47%
NZD/USD 10/18/2017 RBSF 0.47%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.47%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.46%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.46%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.45%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.45%
SEK/USD 12/20/2017 SSBT 0.45%
GNR 2016-H23 NI IO 02.3375 10/20/2066 0.44%
WFRBS 2012-C10 D P/P 144A 04.5930 12/15/2045 0.44%
NZD/USD 10/18/2017 JPMCB 0.43%
CAD/USD 10/18/2017 RBSF 0.42%
CAS 2016-C01 1B 12.9872 08/25/2028 0.42%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.42%
ZAR/USD 10/18/2017 GSFX 0.42%
GBP/USD 12/20/2017 CITI 0.40%
STACR 2015-DNA3 B 10.5872 04/25/2028 0.40%
CFCRE 2011-C2 E P/P 144A 05.9453 12/15/2047 0.39%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2023 0.38%
CWALT 2006-OA7 1A2 01.8291 06/25/2046 0.37%
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%
WFCM 2013-LC12 D P/P 144A 04.4301 07/15/2046 0.37%
MSBAM 2015-C24 D P/P 144A 03.2570 05/15/2048 0.36%
PETROLEOS MEXICANOS USD 05.6250 01/23/2046 0.36%
STACR 2015-DNA2 B 08.7872 12/25/2027 0.36%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.35%
WAMU 2005-AR13 A1C3 01.7272 10/25/2045 0.35%
CWCI 2007-C3 AJ 06.0488 05/15/2046 0.33%
JPY/USD 11/15/2017 RBSF 0.33%
AUD/USD 10/18/2017 BCAP-FX 0.32%
JPMBB 2014-C26 D P/P 144A 04.0679 01/15/2048 0.32%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.32%
SPRINT CORP 07.8750 09/15/2023 0.32%
EUR/USD 12/20/2017 CSI-FX 0.31%
GNR 2017-H10 MI IO 01.7487 04/20/2067 0.31%
MXN/USD 10/18/2017 HSBCB 0.31%
WFRBS 2013-C12 E P/P 144A 03.5000 03/15/2048 0.31%
PETROBRAS GLOBAL FINANCE USD 08.3750 05/23/2021 0.30%
WFCM 2013-LC12 E P/P 144A 03.5000 07/15/2046 0.30%
CAS 2016-C03 1B 12.9872 10/25/2028 0.29%
CAS 2016-C03 2M2 07.1372 10/25/2028 0.29%
CMLTI 2007-AMC3 A2D 01.5872 03/25/2037 0.29%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.29%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.29%
STACR 2015-HQA2 B 11.7372 05/25/2028 0.29%
CSAIL 2015-C1 D P/P 144A 03.9453 04/15/2050 0.28%
CWALT 2006-OA10 4A1 01.4272 08/25/2046 0.28%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.28%
STACR 2015-DN1 B 12.7372 01/25/2025 0.28%
WBCMT 2006-C26 AJ 06.2304 06/15/2045 0.28%
BMIR 2015-1A M2 05.5372 07/25/2025 0.27%
BRL/USD 01/03/2018 CITI 0.27%
CAS 2015-C03 2M2 06.2372 07/25/2025 0.27%
GNR 2015-H15 BI IO 02.2529 06/20/2065 0.27%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 0.27%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 0.27%
GNR 2015-H12 AI IO 01.8487 05/20/2065 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%
BCAP 2011-RR3 3A6 03.1939 11/27/2036 0.25%
FNR 2016-70 QI IO 03.5000 10/25/2046 0.25%
GBP/USD 12/20/2017 HSBCB 0.25%
GNR 2015-89 IP IO 04.0000 02/20/2045 0.25%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.25%
CSMC 2008-C1 AJ P/P 144A 06.5143 02/15/2041 0.24%
GNR 2017-H06 BI IO 02.3126 02/20/2067 0.24%
GNR 2017-H08 NI IO 02.2185 03/20/2067 0.24%
WAMU 2005-AR10 1A3 03.2781 09/25/2035 0.24%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.23%
IVORY COAST P/P 144A 06.1250 06/15/2033 0.23%
AUD/USD 10/18/2017 UBS 0.22%
COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 0.22%
GNR 2012-140 IC IO 03.5000 11/20/2042 0.22%
GNR 2017-H12 QI IO 02.0562 05/20/2067 0.22%
GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 0.22%
JPMCC 2007-CB20 C P/P 144A 06.5559 02/12/2051 0.22%
LNSTR 2015-3 C P/P 144A 03.3278 04/20/2048 0.22%
MSC 2008-T29 D P/P 144A 06.4980 01/11/2043 0.22%
NZD/USD 10/18/2017 GSFX 0.22%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.22%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.21%
BSMF 2006-AR2 2A1 01.4672 09/25/2046 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%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 0.21%
FHR 4193 PI IO 04.0000 03/15/2043 0.21%
GNR 2015-H03 CI IO 01.7121 01/20/2065 0.21%
GNR 2015-H23 BI IO 01.7262 09/20/2065 0.21%
RUSSIAN FEDERATION P/P 144A 05.6250 04/04/2042 0.21%
WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 0.21%
COMM 2012-CR3 E P/P 144A 04.9194 10/15/2045 0.20%
FNR 2015-69 IO IO 06.0000 09/25/2045 0.20%
GNR 2015-H08 CI IO 01.7883 03/20/2065 0.20%
GNR 2016-H04 HI IO 02.3650 07/20/2065 0.20%
GNR 2017-H03 HI IO 01.5469 01/20/2067 0.20%
REP OF INDONESIA P/P 144A 05.1250 01/15/2045 0.20%
ARAB REP OF EGYPT P/P 144A 06.1250 01/31/2022 0.19%
BSCMS 2007-T26 AJ 05.5660 01/12/2045 0.19%
CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 0.19%
GNR 2016-156 PI IO 03.5000 11/20/2046 0.19%
GNR 2017-H06 MI IO 02.1737 02/20/2067 0.19%
GSAA 2006-8 2A2 01.4172 05/25/2036 0.19%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.19%
MSC 2008-T29 F P/P 144A 06.4980 01/11/2043 0.19%
NOK/USD 12/20/2017 RBSF 0.19%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.19%
RUSSIAN FEDERATION P/P 144A 12.7500 06/24/2028 0.19%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.19%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 0.18%
CAS 2015-C01 1M2 05.5372 02/25/2025 0.18%
CGCMT 2014-GC21 D P/P 144A 04.9961 05/10/2047 0.18%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.18%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.18%
GNR 2016-77 SC IO 04.8639 10/20/2045 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%
SWPTN LIABILITY 2YX20Y R 1.733 EUR 09/30/2019 JP 0.18%
WFRBS 2012-C6 E P/P 144A 05.0000 04/15/2045 0.18%
WFRBS 2013-UBS1 E P/P 144A 04.6268 03/15/2046 0.18%
ALTA MESA HLDGS P/P 144A 07.8750 12/15/2024 0.17%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.17%
GNR 2012-128 IA IO 03.5000 10/20/2042 0.17%
GNR 2015-H20 BI IO 02.1228 08/20/2065 0.17%
GNR 2016-17 IA IO 04.5000 03/20/2045 0.17%
GNR 2017-H09 IO IO 01.7779 04/20/2067 0.17%
GNR 2017-H16 JI IO 02.2463 08/20/2067 0.17%
JPMBB 2014-C25 D P/P 144A 04.0945 11/15/2047 0.17%
JPMCC 2011-C3 E P/P 144A 05.8018 02/15/2046 0.17%
PROVINCIA DE BUENOS P/P 144A 25.0800 05/31/2022 0.17%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.17%
BCAP 2012-RR5 4A8 01.4044 06/26/2035 0.16%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.16%
CAS 2015-C01 2M2 05.7872 02/25/2025 0.16%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.16%
FHR 4635 PI IO 04.0000 12/15/2046 0.16%
FNR 2011-101 SA IO 04.6628 10/25/2041 0.16%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.16%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.16%
GNR 2014-119 SA IO 04.3639 08/20/2044 0.16%
GNR 2015-52 KI IO 03.5000 11/20/2040 0.16%
GNR 2015-64 YI IO 04.0000 11/20/2044 0.16%
GNR 2015-H18 BI IO 02.2442 07/20/2065 0.16%
GNR 2016-H12 AI IO 01.6522 07/20/2065 0.16%
GNR 2016-H16 EI IO 02.2370 06/20/2066 0.16%
GNR 2017-H16 IO 02.0656 08/20/2067 0.16%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.16%
JPMBB 2014-C18 E P/P 144A 04.4740 02/15/2047 0.16%
JPMCC 2007-CB20 B P/P 144A 06.5559 02/12/2051 0.16%
JPMCC 2013-C13 E P/P 144A 03.9860 01/15/2046 0.16%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.16%
PETROLEOS MEXICANOS REGS 06.5000 03/13/2027 0.16%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.15%
ARAB REP OF EGYPT P/P 144A 08.5000 01/31/2047 0.15%
BSCMS 2005-PWR7 B 05.2140 02/11/2041 0.15%
CAS 2017-C03 1B1 06.0872 10/25/2029 0.15%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.15%
FNR 2012-123 DI IO 03.5000 05/25/2041 0.15%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.15%
GNR 2016-126 PI IO 05.0000 02/20/2046 0.15%
MSBAM 2013-C13 F P/P 144A 03.7070 11/15/2046 0.15%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.15%
SERVICE CORP INTL 05.3750 05/15/2024 0.15%
STACR 2017-DNA2 B1 06.3872 10/25/2029 0.15%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.15%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.15%
UNITYMEDIA HESSEN / NRW REGS 06.2500 01/15/2029 0.15%
AUD/USD 10/18/2017 CSI-FX 0.14%
BACM 2005-1 B 05.4294 11/10/2042 0.14%
BSCMS 2005-PWR7 C 05.2350 02/11/2041 0.14%
CAESARS ENT OPER TLB6B L+775 11.7500 03/01/2018 0.14%
CAS 2017-C06 2M2 04.0372 02/25/2030 0.14%
CASELLA WASTE TLB L+275 03.9844 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%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.14%
FED REPUBLIC OF BRAZIL USD 05.0000 01/27/2045 0.14%
FNR 2012-151 PI IO 03.0000 01/25/2043 0.14%
FNR 2013-18 IN IO 03.5000 03/25/2043 0.14%
GBP/USD 12/20/2017 BCAP-FX 0.14%
GNR 2010-20 BI IO 04.5000 02/16/2040 0.14%
GNR 2014-H25 BI IO 01.6787 12/20/2064 0.14%
GNR 2015-105 LI IO 05.0000 10/20/2039 0.14%
GNR 2015-H15 AI IO 01.7997 06/20/2065 0.14%
GNR 2016-138 DI IO 04.0000 10/20/2046 0.14%
GNR 2016-H14 IO IO 01.6697 06/20/2066 0.14%
GNR 2016-H18 IO IO 01.6421 08/20/2066 0.14%
GNR 2017-42 IC IO 04.5000 08/20/2041 0.14%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.14%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.14%
ADS INC P/P 144A 05.6250 11/15/2024 0.13%
BSCMS 2007-T28 D P/P 144A 06.1222 09/11/2042 0.13%
CAS 2016-C03 1M2 06.5372 10/25/2028 0.13%
CAS 2017-C01 1B1 06.9872 07/25/2029 0.13%
CIT GROUP INC 05.0000 08/01/2023 0.13%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.13%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.13%
COMM 2013-CCRE9 D P/P 144A 04.3964 07/10/2045 0.13%
CWALT 2006-OA10 2A1 01.4272 08/25/2046 0.13%
GNR 2013-79 XI IO 03.5000 11/20/2039 0.13%
GNR 2015-79 GI IO 05.0000 10/20/2039 0.13%
GNR 2015-H23 DI IO 01.8354 09/20/2065 0.13%
GNR 2015-H24 AI IO 02.1060 09/20/2065 0.13%
GNR 2017-H03 EI IO 02.3798 01/20/2067 0.13%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.13%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.13%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.13%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.13%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.13%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.13%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.13%
TENET HEALTHCARE 06.0000 10/01/2020 0.13%
TURKEY GOVERNMENT BOND TRY 11.0000 03/02/2022 0.13%
UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 0.13%
WFCM 2012-LC5 E P/P 144A 04.7802 10/15/2045 0.13%
WFRBS 2014-C19 E P/P 144A 05.1370 03/15/2047 0.13%
WPX ENERGY INC 06.0000 01/15/2022 0.13%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.13%
2.25 R ISWP FWD US0003M P 12/20/2027 0.12%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.12%
BALTA 2005-7 21A1 03.6213 09/25/2035 0.12%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.12%
BSCMS 2005-PWR7 D 05.3040 02/11/2041 0.12%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.12%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.12%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.12%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 0.12%
FNR 2013-41 IP IO 04.0000 05/25/2043 0.12%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.12%
GNR 2014-71 PI IO 04.5000 12/20/2039 0.12%
GNR 2015-H10 BI IO 02.1155 04/20/2065 0.12%
GNR 2017-H11 TI IO 02.1429 04/20/2067 0.12%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.12%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.12%
PROVINCIA DE BUENOS P/P 144A 06.5000 02/15/2023 0.12%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037 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%
SPRINT CORP 07.2500 09/15/2021 0.12%
STACR 2016-DNA2 B 11.7372 10/25/2028 0.12%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.12%
TRIONISTA TOPCO GMBH P/P 144A 06.8750 04/30/2021 0.12%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.11%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.11%
CAS 2017-C05 1B1 04.8372 01/25/2030 0.11%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.11%
FED REPUBLIC OF BRAZIL USD 04.8750 01/22/2021 0.11%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.11%
GNR 2013-34 IH IO 04.5000 03/20/2043 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-H01 BI IO 01.5652 01/20/2065 0.11%
GNR 2016-H06 CI IO 01.5931 02/20/2066 0.11%
GNR 2016-H17 KI IO 02.2812 07/20/2066 0.11%
GNR 2017-H02 BI IO 02.3362 01/20/2067 0.11%
GNR 2017-H06 DI IO 01.7685 02/20/2067 0.11%
GNR 2017-H11 DI IO 01.8597 05/20/2067 0.11%
LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 0.11%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.11%
REP OF INDONESIA P/P 144A 05.9500 01/08/2046 0.11%
SFR GROUP SA P/P 144A 06.0000 05/15/2022 0.11%
SOUTHERN STAR CENT P/P 144A 05.1250 07/15/2022 0.11%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.11%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.11%
SWPTN 7WX10Y P 2.09 USD 10/27/2017 CS 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%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.11%
VIRGIN MEDIA FIN PLC P/P 144A 04.5000 01/15/2025 0.11%
BACM 2005-1 C 05.4294 11/10/2042 0.10%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.10%
CAS 2016-C07 2M2 05.5872 05/25/2029 0.10%
CAS 2017-C02 2B1 06.7372 09/25/2029 0.10%
CHESAPEAKE ENERGY 1.5L L+750 08.5000 08/23/2021 0.10%
CWALT 2006-OA7 1A1 02.3831 06/25/2046 0.10%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.10%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.10%
FHR 4678 MS IO 05.1072 04/15/2047 0.10%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.10%
FNR 2017-65 LI IO 04.0000 08/25/2047 0.10%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.10%
GNR 2013-37 LI IO 03.5000 01/20/2042 0.10%
GNR 2013-54 JI IO 03.5000 02/20/2043 0.10%
GNR 2014-132 IO IO 05.0000 09/20/2044 0.10%
GNR 2014-163 NI IO 05.0000 02/20/2044 0.10%
GNR 2014-4 BI IO 04.0000 01/20/2044 0.10%
GNR 2014-46 SA IO 04.8639 03/20/2044 0.10%
HCA INC 05.5000 06/15/2047 0.10%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.10%
LLOYDS BANKING GROUP P/P 144A 06.6570 12/29/2049 0.10%
MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 0.10%
MSC 2012-C4 E P/P 144A 05.6013 03/15/2045 0.10%
MTW FOODSERVICE ESCR 09.5000 02/15/2024 0.10%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.10%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.10%
SWPTN 2MX10Y P 2.18 USD 10/27/2017 CS 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%
VALEANT PHARMA P/P 144A 05.8750 05/15/2023 0.10%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.10%
WAMU 2005-AR19 A1C4 01.6372 12/25/2045 0.10%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.10%
ALLEGHENY TECHNOLOGIES INC 09.3750 06/01/2019 0.09%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.09%
ALTICE US FIN II CRP P/P 144A 07.7500 07/15/2025 0.09%
AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 0.09%
BELDEN INC P/P 144A 05.2500 07/15/2024 0.09%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.09%
BSCMS 2006-PW11 C P/P 144A 05.2857 03/11/2039 0.09%
BUILDERS FIRSTSOURCE P/P 144A 10.7500 08/15/2023 0.09%
CAS 2015-C02 2M2 05.2372 05/25/2025 0.09%
CAS 2017-C01 1M2 04.7872 07/25/2029 0.09%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 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%
FHR 4024 PI IO 04.5000 12/15/2041 0.09%
FHR 4077 IK IO 05.0000 07/15/2042 0.09%
FHR 4199 CI IO 03.5000 12/15/2037 0.09%
FHR 4213 GI IO 04.0000 11/15/2041 0.09%
FHS 311 S1 IO 04.7156 08/15/2043 0.09%
FHS 326 S2 IO 04.7156 03/15/2044 0.09%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.09%
FNR 2013-40 YI IO 03.5000 06/25/2042 0.09%
GNR 2010-20 UI IO 05.0000 02/20/2040 0.09%
GNR 2012-106 QI IO 04.0000 07/20/2042 0.09%
GNR 2012-8 PI IO 04.0000 05/20/2041 0.09%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.09%
GNR 2014-60 SE IO 04.8639 04/20/2044 0.09%
GNR 2014-H06 BI IO 01.4779 02/20/2064 0.09%
GNR 2015-17 LI IO 03.5000 05/16/2040 0.09%
GNR 2015-60 PI IO 04.0000 04/20/2045 0.09%
GNR 2016-H24 JI IO 02.2031 11/20/2066 0.09%
GNR 2017-52 DI IO 05.5000 04/20/2047 0.09%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.09%
GREAT LAKES D&D 08.0000 05/15/2022 0.09%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.09%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 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%
MASTEC INC 04.8750 03/15/2023 0.09%
MSC 2004-RR F7 P/P 144A 06.0000 04/28/2039 0.09%
NAVISTAR TLB L+400 05.2400 08/07/2020 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%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.09%
STACR 2016-HQA2 M3 06.3872 11/25/2028 0.09%
STACR 2017-DNA1 B1 06.1872 07/25/2029 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%
TENNECO INC 05.3750 12/15/2024 0.09%
US CONCRETE INC 06.3750 06/01/2024 0.09%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.09%
AES CORP/VA 05.5000 04/15/2025 0.08%
AMAG PHARMA INC P/P 144A 07.8750 09/01/2023 0.08%
AUD/USD 10/18/2017 SSBT 0.08%
AVAYA INC P/P 144A 07.0000 04/01/2019 0.08%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.08%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.08%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.08%
BRAND ENERGY TL L+425 05.5219 06/21/2024 0.08%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.08%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.08%
CENTENE CORP 06.1250 02/15/2024 0.08%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.08%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.08%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.08%
CWALT 2006-OA10 3A1 01.4272 08/25/2046 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%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.08%
ENDEAVOR ENERGY P/P 144A 08.1250 09/15/2023 0.08%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.08%
FHR 4165 TI IO 03.0000 12/15/2042 0.08%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.08%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.08%
FIRST QUANTUM P/P 144A 07.0000 02/15/2021 0.08%
FNR 2012-127 BI IO 04.5000 11/25/2042 0.08%
FNR 2013-115 CI IO 04.0000 02/25/2043 0.08%
FNR 2013-35 PI IO 03.0000 02/25/2042 0.08%
FNR 2013-49 IP IO 03.5000 12/25/2042 0.08%
FRAC TECH INTL TLB L+475 05.9850 04/16/2021 0.08%
GNR 2014-4 IC IO 04.0000 01/20/2044 0.08%
GNR 2017-38 DI IO 05.0000 03/16/2047 0.08%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 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%
INFOR US INC 06.5000 05/15/2022 0.08%
JPMBB 2014-C18 D P/P 144A 04.9740 02/15/2047 0.08%
LUKOIL INTL FINANCE P/P 144A 06.6560 06/07/2022 0.08%
MERCER INTL INC USD 07.7500 12/01/2022 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%
NORBORD INC P/P 144A 06.2500 04/15/2023 0.08%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.08%
SAMI 2006-AR7 A1A 01.4472 08/25/2036 0.08%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.08%
STEARNS HOLDINGS LLC P/P 144A 09.3750 08/15/2020 0.08%
WIND ACQ FIN SA P/P 144A 04.0000 07/15/2020 0.08%
WINDSTREAM SERVICES LLC 06.3750 08/01/2023 0.08%
-0.25 R ISWP FWD CHL6M P 12/20/2022 0.07%
ANTERO RESOURCES 05.3750 11/01/2021 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%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.07%
CHEMOURS CO 07.0000 05/15/2025 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%
DOMINICAN REPUBLIC P/P 144A 05.9500 01/25/2027 0.07%
FHR 4000 PI IO 04.5000 01/15/2042 0.07%
FHR 4484 TI IO 03.5000 11/15/2044 0.07%
FNR 2010-35 SG IO 05.1628 04/25/2040 0.07%
GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 0.07%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.07%
GNR 2012-146 IO IO 05.0000 12/20/2042 0.07%
GNR 2013-182 SY IO 04.8639 12/20/2043 0.07%
GNR 2013-183 JI IO 04.5000 02/16/2043 0.07%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.07%
GNR 2014-25 MI IO 05.0000 11/20/2043 0.07%
GNR 2014-62 CI IO 03.5000 02/20/2042 0.07%
GNR 2015-134 LI IO 03.5000 05/20/2039 0.07%
GNR 2017-17 DI IO 03.5000 09/20/2043 0.07%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.07%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031 0.07%
HUB HLDG LLC/HUB HOL P/P 144A 08.1250 07/15/2019 0.07%
KRATON POLYMERS P/P 144A 10.5000 04/15/2023 0.07%
LAMAR MEDIA CORP 05.8750 02/01/2022 0.07%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.07%
MERCER INTL INC USD 06.5000 02/01/2024 0.07%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.07%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.07%
OWENS CORNING 04.2000 12/01/2024 0.07%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.07%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.07%
PULTEGROUP INC. 07.8750 06/15/2032 0.07%
REP OF ARGENTINA USD 06.6250 07/06/2028 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%
SWPTN 2YX30Y P 2.518 USD 05/17/2019 CI 0.07%
SWPTN 3MX2Y P 0.597 GBP 11/21/2017 GS 0.07%
SWPTN 5WX10Y P 2.176 USD 10/16/2017 JP 0.07%
SWPTN 7YX5Y P 2.647 USD 06/03/2024 BA 0.07%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI 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%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.07%
UBS AG JERSEY BRANCH EUR 07.1520 12/29/2049 0.07%
USG CORP P/P 144A 04.8750 06/01/2027 0.07%
VNESHECONOMBANK(VEB) P/P 144A 05.9420 11/21/2023 0.07%
WEST CORP P/P 144A 05.3750 07/15/2022 0.07%
WFRBS 2014-C19 D P/P 144A 04.2340 03/15/2047 0.07%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 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%
ASHTEAD CAPITAL INC P/P 144A 04.1250 08/15/2025 0.06%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.06%
AVAYA TLB7 L+525 06.5639 05/29/2020 0.06%
BEACON ROOFING SUPPL 06.3750 10/01/2023 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%
CAS 2014-C03 1M2 04.2372 07/25/2024 0.06%
CEC ENT INC 08.0000 02/15/2022 0.06%
CINEMARK USA INC 04.8750 06/01/2023 0.06%
CLEAR CHANNEL TLD L+675 08.0828 01/30/2019 0.06%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.06%
COVERIS HOLDINGS SA P/P 144A 07.8750 11/01/2019 0.06%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.06%
DYNEGY INC P/P 144A 08.1250 01/30/2026 0.06%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.06%
FHR 4122 TI IO 04.5000 10/15/2042 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%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.06%
GNR 2013-27 IJ IO 04.0000 02/20/2043 0.06%
GNR 2013-37 UI IO 03.0000 02/20/2042 0.06%
GNR 2013-99 VS IO 04.8656 07/16/2043 0.06%
GNR 2014-4 PI IO 05.0000 12/16/2043 0.06%
GNR 2014-58 SA IO 04.8639 04/20/2044 0.06%
GNR 2015-79 MI IO 04.0000 05/20/2044 0.06%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.06%
HCA INC 05.8750 03/15/2022 0.06%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 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%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.06%
MLMT 2008-C1 AJ 06.6650 02/12/2051 0.06%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.06%
NAVISTAR INTERNATIONAL CORP 08.2500 11/01/2021 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%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.06%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.06%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.06%
REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 0.06%
REVLON CONS TLB L+350 04.7350 09/07/2023 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%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.06%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.06%
STEEL DYNAMICS INC 05.5000 10/01/2024 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 09.7350 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%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 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%
VENATOR FIN SARL/VEN P/P 144A 05.7500 07/15/2025 0.06%
VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 0.06%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.06%
1.00 R ISWP FWD EUR006M P 12/20/2027 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 04.3750 08/15/2027 0.05%
AUD/USD 10/18/2017 GSFX 0.05%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.05%
AVAYA INC TLB6 L+550 06.8139 03/31/2018 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%
BIOSCRIP INC 08.8750 02/15/2021 0.05%
BLUE CUBE SPINCO INC 09.7500 10/15/2023 0.05%
CALPINE CORP 05.7500 01/15/2025 0.05%
CAS 2015-C02 1M2 05.2372 05/25/2025 0.05%
CAS 2016-C04 1M2 05.4872 01/25/2029 0.05%
CAS 2017-C02 2M2 04.8872 09/25/2029 0.05%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.05%
CHEMOURS CO 05.3750 05/15/2027 0.05%
CHENIERE CORP CHRIST P/P 144A 05.1250 06/30/2027 0.05%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.05%
CSC HOLDINGS LLC P/P 144A 10.8750 10/15/2025 0.05%
CSTN MERGER SUB INC P/P 144A 06.7500 08/15/2024 0.05%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 0.05%
ENERGY TRANSFER/FINANCE 05.0000 10/01/2022 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 05.2128 04/25/2042 0.05%
FNR 2013-18 SB IO 04.9128 10/25/2041 0.05%
FNR 2013-60 IP IO 04.0000 10/25/2042 0.05%
FRONTIER COMM 10.5000 09/15/2022 0.05%
GETTY IMAGES TLB L+350 04.7500 10/18/2019 0.05%
GLP CAP LP / FIN II 04.8750 11/01/2020 0.05%
GNR 2013-129 SN IO 04.9139 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 2013-41 MI IO 03.0000 11/20/2041 0.05%
GNR 2014-163 PI IO 04.0000 10/20/2043 0.05%
HCA INC 05.2500 06/15/2026 0.05%
HIGH RIDGE BRANDS CO P/P 144A 08.8750 03/15/2025 0.05%
JPY/USD 11/15/2017 BCAP-FX 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%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 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%
MICROCHIP TEC P/P 144A CV 01.6250 02/15/2027 0.05%
MLMT 2004-KEY2 D 05.0460 08/12/2039 0.05%
NEIMAN MARCUS TL L+325 04.4878 10/25/2020 0.05%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.05%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.05%
OPTN FN30 3.0 11/06/17 CALL 100.23828125 JPMC 0.05%
OPTN FN30 3.0 12/06/17 PUT 100.515625 JPMC 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%
REP OF COSTA RICA P/P 144A 07.0000 04/04/2044 0.05%
REVLON CONSUMER PRODS 05.7500 02/15/2021 0.05%
REYNOLDS GROUP TL L+300 03.9850 02/05/2023 0.05%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.05%
ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 0.05%
SEVEN GENS ENER P/P 144A 08.2500 05/15/2020 0.05%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.05%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.05%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.05%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.05%
SWPTN 1MX10Y P 2.23 USD 10/23/2017 JP 0.05%
SWPTN 1YX1Y P 1.919 USD 08/15/2018 JP 0.05%
SWPTN 1YX1Y P 1.9325 USD 08/16/2018 BA 0.05%
SWPTN 4YX1Y P 2.25 USD 08/16/2021 JP 0.05%
SWPTN 4YX1Y P 2.2625 USD 08/16/2021 BA 0.05%
SWPTN 4YX1Y R 2.2625 USD 08/16/2021 BA 0.05%
SWPTN 5WX10Y P 2.25 USD 10/27/2017 GS 0.05%
TALBOTS INC 1STL L+450 05.7350 03/19/2020 0.05%
TECHEM ENERGY MET P/P 144A 07.8750 10/01/2020 0.05%
TRANSDIGM INC 06.3750 06/15/2026 0.05%
TRIBUNE MEDIA CO 05.8750 07/15/2022 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%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.05%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.04%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.04%
A SCHULMAN INC 06.8750 06/01/2023 0.04%
ACADEMY SPORTS TLB L+400 05.2737 07/02/2022 0.04%
AES CORP/VA 05.1250 09/01/2027 0.04%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.04%
ARCELORMITTAL USD 07.5000 10/15/2039 0.04%
ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 0.04%
CENTENE CORP 04.7500 05/15/2022 0.04%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.04%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.04%
CHF/USD 12/20/2017 GSFX 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 01.4172 03/25/2037 0.04%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.04%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 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%
DYNEGY INC P/P 144A 08.0000 01/15/2025 0.04%
FHR 4020 IA IO 04.0000 03/15/2027 0.04%
FNR 2013-30 IP IO 03.0000 10/25/2041 0.04%
FNR 2013-44 PI IO 04.0000 01/25/2043 0.04%
FREEPORT-MCMORAN INC 06.7500 02/01/2022 0.04%
GNR 2010-20 SC IO 04.9139 02/20/2040 0.04%
GNR 2012-48 AI IO 03.5000 02/20/2036 0.04%
GNR 2012-92 AI IO 03.5000 04/20/2042 0.04%
GNR 2012-H29 AI IO 01.4818 10/20/2062 0.04%
GNR 2012-H29 FI IO 01.4818 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%
GSMS 2012-GC6 D P/P 144A 05.8406 01/10/2045 0.04%
GSMS 2013-GC10 D P/P 144A 04.4100 02/10/2046 0.04%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 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%
JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 0.04%
JPMCC 2006-LDP7 B 06.1377 04/17/2045 0.04%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.04%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.04%
MEG ENERGY TLB L+350 04.8328 12/31/2023 0.04%
METLIFE INC P/P 144A 09.2500 04/08/2038 0.04%
MURPHY OIL CORP 05.7500 08/15/2025 0.04%
NATIONSTAR MORT/ 07.8750 10/01/2020 0.04%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.04%
NOVELLUS SYS CV 02.6250 05/15/2041 0.04%
NRG ENERGY INC 07.2500 05/15/2026 0.04%
NRG ENERGY INC 07.8750 05/15/2021 0.04%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.04%
ONEMAIN FIN HLDG INC P/P 144A 07.2500 12/15/2021 0.04%
OPTN FN30 3.0 12/06/17 PUT 100.328125 JPMC 0.04%
OPTN FN30 3.0 12/06/17 PUT 100.421875 JPMC 0.04%
OSHKOSH CORP 05.3750 03/01/2022 0.04%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.04%
SEMGROUP CORP P/P 144A 06.3750 03/15/2025 0.04%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.04%
SHELF DRILL HOLD LTD P/P 144A 09.5000 11/02/2020 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 04.7872 08/25/2029 0.04%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.04%
SWPTN 1MX10Y P 2.187 USD 10/05/2017 CS 0.04%
SWPTN 2YX8Y R 2.5925 USD 01/24/2019 BA 0.04%
SWPTN 4YX1Y R 2.25 USD 08/16/2021 JP 0.04%
SWPTN 5WX10Y R 2.214 USD 10/30/2017 BA 0.04%
SWPTN 5WX10Y R 2.22 USD 10/30/2017 GS 0.04%
SWPTN 7WX10Y P 2.34875 USD 10/27/2017 CS 0.04%
SWPTN LIABILITY 5WX10Y P 2.306 USD 10/30/2017 BA 0.04%
SWPTN LIABILITY 5WX10Y R 2.306 USD 10/30/2017 BA 0.04%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.04%
VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 0.04%
VTB BK (VTB EURASIA) P/P 144A 09.5000 12/29/2049 0.04%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.04%
ZF NA CAPITAL P/P 144A 04.7500 04/29/2025 0.04%
ZIGGO BOND FIN BV P/P 144A 04.6250 01/15/2025 0.04%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.03%
1.05 R ISWP FWD GBL6M P 12/20/2022 0.03%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.03%
1011778 BC / NEW RED P/P 144A 06.0000 04/01/2022 0.03%
2.201 R ISWP US0003M P 10/03/2027 0.03%
2.25 R ISWP FWD CDOR03 P 12/20/2022 0.03%
AIR METHODS TLB L+350 04.7964 04/21/2024 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%
ANDEAVOR LOGIS LP/CORP 05.2500 01/15/2025 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%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.03%
CAS 2014-C02 1M2 03.8372 05/25/2024 0.03%
CAS 2016-C05 2M2 05.6872 01/25/2029 0.03%
CEMEX FINANCE LLC P/P 144A 09.3750 10/12/2022 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%
CF INDUSTRIES INC 04.9500 06/01/2043 0.03%
CGCMT 2006-C4 B 06.2499 03/15/2049 0.03%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 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%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.03%
COMMERZBANK AG P/P 144A 08.1250 09/19/2023 0.03%
CONTINENTAL RES 04.5000 04/15/2023 0.03%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.03%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.03%
DISH NETWORK CV 03.3750 08/15/2026 0.03%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.03%
FHR 4105 HI IO 03.5000 07/15/2041 0.03%
FHR 4210 PI IO 03.0000 12/15/2041 0.03%
FNR 2006-8 HP 20.0302 03/25/2036 0.03%
FNR 2012-145 TI IO 03.0000 11/25/2042 0.03%
FNR 2013-35 IP IO 03.0000 06/25/2042 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%
GENON ENERGY INC. 09.8750 10/15/2020 0.03%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 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%
HALYARD HEALTH INC 06.2500 10/15/2022 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%
INTEL CORP CV 03.2500 08/01/2039 0.03%
JAZZ INVESTME USD 01.8750 08/15/2021 0.03%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.03%
JPMCC 2012-C8 E P/P 144A 04.8070 10/15/2045 0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.03%
KRONOS 2NDL L+825 09.5606 11/01/2024 0.03%
LAMAR MEDIA CORP 05.3750 01/15/2024 0.03%
LBCMT 1999-C1 G P/P 144A 06.4100 06/15/2031 0.03%
LENNAR CORP 04.5000 11/15/2019 0.03%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.03%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.03%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.03%
MICRON TECH INC P/P 144A 05.2500 01/15/2024 0.03%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.03%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.03%
NOVA CHEMICALS CORP P/P 144A 04.8750 06/01/2024 0.03%
ONEMAIN FIN HLDG INC P/P 144A 06.7500 12/15/2019 0.03%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 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%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.03%
PRICELINE GRP INC/THE CV 01.0000 03/15/2018 0.03%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 0.03%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.03%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.03%
STACR 2016-DNA1 B 11.2372 07/25/2028 0.03%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS 0.03%
SWPTN 1YX1Y R 1.919 USD 08/15/2018 JP 0.03%
SWPTN 1YX1Y R 1.9325 USD 08/16/2018 BA 0.03%
SWPTN 2MX10Y P 2.41625 USD 10/27/2017 CS 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 2YX5Y R 2.203 USD 06/03/2019 BA 0.03%
SWPTN 2YX5Y R 2.205 USD 06/03/2019 BC 0.03%
SWPTN 5WX10Y P 2.398 USD 10/30/2017 BA 0.03%
SWPTN LIABILITY 15DX10Y P 2.3 USD 10/13/2017 GS 0.03%
SWPTN LIABILITY 15DX10Y R 2.3 USD 10/13/2017 GS 0.03%
SWPTN LIABILITY 5WX10Y R 2.304 USD 10/30/2017 GS 0.03%
T-MOBILE USA INC 05.3750 04/15/2027 0.03%
TARGA RES PRTNRS 05.3750 02/01/2027 0.03%
TAYLOR MORRISON P/P 144A 05.6250 03/01/2024 0.03%
TENET HEALTHCARE CORP 08.1250 04/01/2022 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 05.2350 11/30/2023 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.03%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.03%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.02%
AA BOND CO LTD REGS 05.5000 07/31/2022 0.02%
ADT CORP 04.1250 06/15/2023 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%
ARD FINANCE SA 06.6250 09/15/2023 0.02%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.02%
AUD/USD 10/18/2017 WPAC 0.02%
BANCO BILBAO VIZCAYA ARG REGS 09.0000 05/29/2049 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 04.5986 04/03/2024 0.02%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.02%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.02%
CAPITAL AUTO 2NDL L+600 07.2400 03/24/2025 0.02%
CAS 2016-C06 1M2 05.4872 04/25/2029 0.02%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.02%
CCC INFO 2NDL L+675 07.9850 03/30/2025 0.02%
CCM MERGER INC P/P 144A 06.0000 03/15/2022 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.02%
CCO HOLDINGS LLC P/P 144A 05.1250 05/01/2027 0.02%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 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 ENERGY CO P/P 144A 08.0000 01/15/2025 0.02%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 06/15/2027 0.02%
CIRSA FUNDING LUXEMBOURG REGS 05.8750 05/15/2023 0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.02%
CONSTELLIUM NV REGS 07.0000 01/15/2023 0.02%
DEL MONTE 2NDL L+725 08.6900 08/18/2021 0.02%
DFC FINANCE CORP P/P 144A 10.5000 06/15/2020 0.02%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.02%
DIGICEL GROUP LTD P/P 144A 08.2500 09/30/2020 0.02%
DYCOM IND INC CV 00.7500 09/15/2021 0.02%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.02%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.02%
EURONET WORLD CV 01.5000 10/01/2044 0.02%
FIRST DATA TL L+250 03.7372 04/26/2024 0.02%
GBP/USD 12/20/2017 JPMCB 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%
GRINDING MEDIA/M P/P 144A 07.3750 12/15/2023 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 02/24/2038 0.02%
INTEGRATED DE CV 00.8750 11/15/2022 0.02%
INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 0.02%
ISTAR INC 05.2500 09/15/2022 0.02%
ISTAR INC 06.0000 04/01/2022 0.02%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.02%
KRONOS TLB L+350 04.8114 11/01/2023 0.02%
LIBERTY MEDIA CV 01.3750 10/15/2023 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%
MATALAN FINANCE PLC REGS 06.8750 06/01/2019 0.02%
MEDICINES CO CV 02.7500 07/15/2023 0.02%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.02%
MGM GROWTH/MGM FIN P/P 144A 04.5000 01/15/2028 0.02%
MICRON TECH CV 01.6250 02/15/2033 0.02%
MICRON TECHNO CV 03.0000 11/15/2043 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%
NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 0.02%
NOVAFIVES REGS 04.5000 06/30/2021 0.02%
ON SEMICONDUC CV 01.0000 12/01/2020 0.02%
OPTN FN30 3.0 11/06/17 CALL 100.90625 JPMC 0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.02%
PETROLEOS MEXICANOS USD 06.6250 06/15/2038 0.02%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.02%
PETSMART INC TLB L+300 04.2460 03/11/2022 0.02%
PIZZAEXPRESS FINANCING 2 REGS 06.6250 08/01/2021 0.02%
PRECISION DRILLING CORP USD 07.7500 12/15/2023 0.02%
PROOFPOINT IN CV 00.7500 06/15/2020 0.02%
RACKSPACE TLB L+300 04.3106 11/03/2023 0.02%
REALPAGE INC P/P 144A CV 01.5000 11/15/2022 0.02%
RED HAT INC CV 00.2500 10/01/2019 0.02%
ROBERTSHAW 1STL L+450 05.7500 08/10/2024 0.02%
ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 0.02%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.02%
SALESFORCE.CO CV 00.2500 04/01/2018 0.02%
SESI LLC 07.1250 12/15/2021 0.02%
SESI LLC P/P 144A 07.7500 09/15/2024 0.02%
SFR GROUP SA P/P 144A 07.3750 05/01/2026 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%
STARWOOD PROP TR CV 04.0000 01/15/2019 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 15DX10Y R 2.21 USD 10/13/2017 GS 0.02%
SWPTN 2YX3Y R 2.43 USD 02/15/2019 BC 0.02%
SWPTN 2YX8Y P 2.5925 USD 01/24/2019 BA 0.02%
SWPTN 3MX1Y P 1.6775 USD 11/30/2017 GS 0.02%
SWPTN 5WX10Y R 2.1565 USD 10/27/2017 CI 0.02%
SWPTN 6MX10Y R 2.27 USD 03/26/2018 GS 0.02%
SWPTN 6MX30Y R 2.485 USD 03/26/2018 GS 0.02%
SWPTN 6MX5Y P 1.896 USD 12/07/2017 CI 0.02%
SWPTN 6MX5Y P 1.975 USD 11/22/2017 CI 0.02%
SWPTN 6MX5Y P 2.57 USD 11/22/2017 CI 0.02%
SWPTN 6MX5Y R 2.57 USD 11/22/2017 CI 0.02%
T-MOBILE USA INC. 04.0000 04/15/2022 0.02%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 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%
TERADYNE INC P/P 144A CV 01.2500 12/15/2023 0.02%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.02%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.02%
TRANSDIGM INC 06.5000 05/15/2025 0.02%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.02%
UNILABS SUBHOLD REGS 05.7500 05/15/2025 0.02%
UNITED STATES STEEL CORP 06.8750 08/15/2025 0.02%
VALEANT PHARMA P/P 144A 06.5000 03/15/2022 0.02%
VALEANT PHARMA TLBF1 L+475 05.9900 04/01/2022 0.02%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.02%
VIRGIN MEDIA SECURED FIN REGS 05.1250 01/15/2025 0.02%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.02%
WEATHERFORD BERMUDA P/P 144A 09.8750 02/15/2024 0.02%
WPX ENERGY INC 08.2500 08/01/2023 0.02%
0.25 R ISWP FWD CHL6M P 12/20/2027 0.01%
0.50 R ISWP FWD SES3M P 12/20/2022 0.01%
1.35 R ISWP CZECH INTERBANK RATES 6 MONTH P 07/13/2027 0.01%
1.50 R ISWP FWD NOKOIB6M P 12/20/2022 0.01%
1.80 R ISWP FWD US0003M P 12/20/2019 0.01%
2.00 R ISWP FWD US0003M P 12/20/2022 0.01%
2.2405 R ISWP US0003M P 10/03/2027 0.01%
2.2495 R ISWP US0003M P 10/03/2027 0.01%
AEROJET ROCK P/P 144A CV 02.2500 12/15/2023 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%
BIOMARIN PHARMA CV 01.5000 10/15/2020 0.01%
CAD/USD 10/18/2017 JPMCB 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%
CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 0.01%
CEMEX SAB DE CV USD 03.7200 03/15/2020 0.01%
CENTENE CORP 04.7500 01/15/2025 0.01%
CENTURYLINK INC 05.6250 04/01/2020 0.01%
CHESAPEAKE EN P/P 144A CV 05.5000 09/15/2026 0.01%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.01%
CHS/COMMUNITY HEALTH 08.0000 11/15/2019 0.01%
CITRIX SYSTEM CV 00.5000 04/15/2019 0.01%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.01%
CLOVIS INC CV 02.5000 09/15/2021 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 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
COLONY STARWO P/P 144A CV 03.5000 01/15/2022 0.01%
CONCORDIA INTL P/P 144A 07.0000 04/15/2023 0.01%
CONCORDIA INTL P/P 144A 09.0000 04/01/2022 0.01%
CPTFEMU R 1.4 P 07/15/27 0.01%
CPURNSA R 1.89 P 07/05/22 0.01%
CPURNSA R 1.9225 P 07/03/22 0.01%
CYPRESS SEMIC CV 04.5000 01/15/2022 0.01%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.01%
ELECTRONICS F CV 00.7500 09/01/2019 0.01%
ENCORE CAPITA CV 03.0000 07/01/2020 0.01%
ENDO DAC/FIN LLC/FIN P/P 144A 05.8750 10/15/2024 0.01%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 0.01%
EUR/USD 12/20/2017 RBSF 0.01%
FHR 3408 EK 20.8259 04/15/2037 0.01%
FINISAR CORP P/P 144A CV 00.5000 12/15/2036 0.01%
FIRST QUANTUM MINERA P/P 144A 07.2500 04/01/2023 0.01%
FNR 2005-83 QP 14.1772 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%
FORTERRA TL L+300 04.2350 10/25/2023 0.01%
FRONTIER COMM 11.0000 09/15/2025 0.01%
FRONTIER COMMUNICATIONS 07.6250 04/15/2024 0.01%
FTS INTL INC P/P 144A 08.8200 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%
GREENBRIER C P/P 144A CV 02.8750 02/01/2024 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2036 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%
HOLOGIC INC CV 02.0000 03/01/2042 0.01%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.01%
HUBSPOT INC P/P 144A CV 00.2500 06/01/2022 0.01%
IAC FINANCECO P/P 144A CV 00.8750 10/01/2022 0.01%
II-VI INC P/P 144A CV 00.2500 09/01/2022 0.01%
IMPAX LABORAT CV 02.0000 06/15/2022 0.01%
INPHI CORP P/P 144A CV 00.7500 09/01/2021 0.01%
INTELSAT LUXEMB USD 07.7500 06/01/2021 0.01%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.01%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.01%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.01%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.01%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.01%
JC PENNEY CORP INC 07.4000 04/01/2037 0.01%
JPY/USD 11/15/2017 GSFX 0.01%
JPY/USD 11/15/2017 SSBT 0.01%
KAMAN CORP P/P 144A CV 03.2500 05/01/2024 0.01%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.01%
LAREDO PETROLEUM INC 05.6250 01/15/2022 0.01%
LBUBS 2006-C6 D 05.5020 09/15/2039 0.01%
LIBERTY EXPEDIA HOLD INC 144A 0.01%
LIBERTY MEDIA CV 02.2500 09/30/2046 0.01%
LIVE NATION E CV 02.5000 05/15/2019 0.01%
LLOYDS BANK PLC 13.0000 01/29/2049 0.01%
MACQUARIE INFRASTRUCTU CV 02.0000 10/01/2023 0.01%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.01%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 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%
NICE SYS INC P/P 144A CV 01.2500 01/15/2024 0.01%
NINE POINT ENERGY COM 0.01%
NXP SEMICONDUCTORS USD 01.0000 12/01/2019 0.01%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.01%
OSI SYS INC P/P 144A CV 01.2500 09/01/2022 0.01%
PACIRA PHARMA P/P 144A CV 02.3750 04/01/2022 0.01%
PLATFORM SPECIALTY P P/P 144A 10.3750 05/01/2021 0.01%
PRICELINE GRO CV 00.9000 09/15/2021 0.01%
ROBERTSHAW 2NDL L+900 10.2500 02/04/2025 0.01%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.01%
SCORPIO TANKERS INC P/P 144A 02.3750 07/01/2019 0.01%
SERVICENOW CV 00.0000 11/01/2018 0.01%
SOLENIS 2NDL L+675 08.0669 07/31/2022 0.01%
SQUARE INC P/P 144A CV 00.3750 03/01/2022 0.01%
SUCAMPO PHARM P/P 144A CV 03.2500 12/15/2021 0.01%
SWPTN 15DX10Y P 2.39 USD 10/13/2017 GS 0.01%
SWPTN 1MX10Y R 2.135 USD 10/23/2017 CI 0.01%
SWPTN 2YX3Y P 2.43 USD 02/15/2019 BC 0.01%
SWPTN 3MX1Y R 1.6525 USD 12/20/2017 CI 0.01%
SWPTN 3MX2Y R -0.117 EUR 11/03/2017 GS 0.01%
SWPTN 6MX1Y R 1.9175 USD 03/26/2018 CI 0.01%
SWPTN 6MX5Y R 1.975 USD 11/22/2017 CI 0.01%
TELADOC INC P/P 144A CV 03.0000 12/15/2022 0.01%
TENNANT CO P/P 144A 05.6250 05/01/2025 0.01%
TENNECO INC 05.0000 07/15/2026 0.01%
TESLA INC CV 01.2500 03/01/2021 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%
USD/CNH PUT 6.50 20171207 BANKAM 0.01%
VECTOR GROUP LTD CV 01.7500 04/15/2020 0.01%
WAYFAIR INC P/P 144A CV 00.3750 09/01/2022 0.01%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.01%
WFRBS 2011-C5 E P/P 144A 05.8611 11/15/2044 0.01%
WHITING PETRO CV 01.2500 04/01/2020 0.01%
WORKDAY INC P/P 144A CV 00.2500 10/01/2022 0.01%
WRIGHT MEDCL CV 02.0000 02/15/2020 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%
-0.526 R ISWP CHL6M P 10/02/2019 0.00%
-0.528 R ISWP CHL6M P 09/29/2019 0.00%
0.00 R ISWP BZDIOVRA P 01/02/2019 0.00%
0.00 R ISWP BZDIOVRA P 01/04/2021 0.00%
0.00 R ISWP BZDIOVRA P 01/04/2021 0.00%
0.21 R ISWP EURIBOR6MD P 04/26/2022 0.00%
0.21 R ISWP EURIBOR6MD P 05/04/2022 0.00%
0.30 R ISWP FWD EUR006M P 12/20/2022 0.00%
0.766 R ISWP GBL6M P 09/15/2019 0.00%
0.85 R ISWP FWD GBL6M P 12/20/2019 0.00%
1.40 R ISWP FWD GBL6M P 12/20/2027 0.00%
1.863 R ISWP FWD GBL6M P 09/22/2032 0.00%
2.00 R ISWP FWD NOKOIB6M P 12/20/2027 0.00%
2.05 R ISWP FWD US0003M P 12/20/2022 0.00%
2.2935 R ISWP US0003M P 10/02/2027 0.00%
2.30 R ISWP FWD US0003M P 10/17/2027 0.00%
2.30 R ISWP FWD US0003M P 12/20/2027 0.00%
2.304 R ISWP FWD US0003M P 11/01/2027 0.00%
2.4925 R ISWP FWD AUDBB3M P 09/27/2020 0.00%
2.50 R ISWP FWD CDOR03 P 12/20/2027 0.00%
2.50 R ISWP FWD US0003M P 12/20/2047 0.00%
2.51 R ISWP FWD AUDBB3M P 09/26/2020 0.00%
2.65 R ISWP FWD AUDBB6M P 12/20/2022 0.00%
2.764 R ISWP FWD NFIX3MID P 09/30/2020 0.00%
2.78 R ISWP FWD NFIX3MID P 09/27/2020 0.00%
2.80 R ISWP FWD NFIX3MID P 12/20/2022 0.00%
3.00 R ISWP FWD AUDBB6M P 12/20/2027 0.00%
3.30 R ISWP FWD NFIX3MID P 12/20/2027 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
BACM 2007-5 XW IO P/P 144A 00.0831 02/10/2051 0.00%
BSABS 2004-FR3 M6 06.1122 09/25/2034 0.00%
CAD/USD 10/18/2017 BANKAM 0.00%
CAD/USD 10/18/2017 BANKAM 0.00%
CAD/USD 10/18/2017 JPMCB 0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 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.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 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CPTFEMU R 1.42 P 08/15/27 0.00%
CPTFEMU R 1.4275 P 08/15/27 0.00%
CPTFEMU R 1.4475 P 09/15/27 0.00%
CSMC 2006-C5 AX IO 00.8670 12/15/2039 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EURO-OAT FUTURE DEC17 OATZ7 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 00.7143 11/25/2040 0.00%
FNR 1999-51 N PO 00.0000 09/17/2029 0.00%
FNR 2001-50 BI IO 00.4029 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 00.3018 06/25/2042 0.00%
FSPC T-57 1AX IO 00.3674 07/25/2043 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 2010-98 PI IO 04.5000 10/20/2037 0.00%
GNR 2011-140 BI IO 04.5000 12/20/2040 0.00%
GNR 2013-16 IB IO 05.0000 10/20/2040 0.00%
GSMS 2005-GG4 XC IO P/P 144A 01.5945 07/10/2039 0.00%
IDR/USD 11/15/2017 GSFX 0.00%
IDR/USD 11/15/2017 GSFX 0.00%
IDR/USD 11/15/2017 JPMCB 0.00%
IDR/USD 11/15/2017 JPMCB 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 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 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 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%
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JPY/USD 11/15/2017 BCAP-FX 0.00%
JPY/USD 11/15/2017 CITI 0.00%
JPY/USD 11/15/2017 CITI 0.00%
LAREDO PETROLEUM INC 07.3750 05/01/2022 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%
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MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CS 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CS 0.00%
MBX.FN30.550.08 P USL1M R 01/12/39 BC 0.00%
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MBX.FN30.600.08 P USL1M R 01/12/39 BC 0.00%
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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%
MEZZ 2004-C1 X IO P/P 144A 09.3210 01/15/2037 0.00%
MEZZ 2007-C5 X IO P/P 144A 06.1715 12/15/2049 0.00%
NZD/USD 10/18/2017 JPMCB 0.00%
OPTN FN30 2.5 10/05/17 CALL 98.1640625 JPMC 0.00%
PRECISION DRILL USD 05.2500 11/15/2024 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 1MX10Y P 2.53 USD 10/23/2017 JP 0.00%
SWPTN 1MX10Y R 1.892 USD 10/05/2017 CS 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 3MX10Y P 2.5525 USD 11/03/2017 GS 0.00%
SWPTN 3MX10Y P 2.6 USD 10/31/2017 GS 0.00%
SWPTN 3MX10Y P 2.62 USD 10/27/2017 GS 0.00%
SWPTN 3MX10Y R 1.3463 GBP 10/03/2017 GS 0.00%
SWPTN 3MX10Y R 1.95 USD 11/03/2017 GS 0.00%
SWPTN 3MX10Y R 1.995 USD 10/31/2017 GS 0.00%
SWPTN 3MX10Y R 2.015 USD 10/27/2017 GS 0.00%
SWPTN 3MX1Y P 1.585 USD 10/06/2017 JP 0.00%
SWPTN 3MX1Y R 0.538 GBP 10/06/2017 GS 0.00%
SWPTN 3MX1Y R 1.296 USD 10/20/2017 GS 0.00%
SWPTN 3MX1Y R 1.495 USD 11/30/2017 GS 0.00%
SWPTN 3MX1Y R 1.541 USD 11/10/2017 CI 0.00%
SWPTN 3MX1Y R 1.585 USD 10/06/2017 JP 0.00%
SWPTN 3MX1Y R 1.619 USD 10/20/2017 GS 0.00%
SWPTN 3MX1Y R 1.6775 USD 11/30/2017 GS 0.00%
SWPTN 3MX1Y R 1.755 USD 11/10/2017 CI 0.00%
SWPTN 3MX1Y R 1.796 USD 10/20/2017 GS 0.00%
SWPTN 3MX2Y P -0.117 EUR 11/03/2017 GS 0.00%
SWPTN 3MX2Y R 0.597 GBP 11/21/2017 GS 0.00%
SWPTN 3MX30Y R 1.6 GBP 10/03/2017 GS 0.00%
SWPTN 3MX3Y P 1.993 USD 10/06/2017 JP 0.00%
SWPTN 3MX3Y R 0.779 GBP 10/06/2017 GS 0.00%
SWPTN 3MX3Y R 1.783 USD 10/06/2017 JP 0.00%
SWPTN 3MX5Y P 0.393 EUR 11/03/2017 GS 0.00%
SWPTN 3MX5Y R 0.7685 GBP 11/21/2017 GS 0.00%
SWPTN 4WX10Y R 2.09275 USD 10/13/2017 GS 0.00%
SWPTN 5WX10Y P 2.456 USD 10/16/2017 JP 0.00%
SWPTN 5WX10Y P 2.55 USD 10/27/2017 GS 0.00%
SWPTN 5WX10Y P 2.554 USD 10/30/2017 GS 0.00%
SWPTN 5WX10Y R 1.925 USD 10/10/2017 GS 0.00%
SWPTN 5WX10Y R 2.023 USD 10/16/2017 CI 0.00%
SWPTN 5WX10Y R 2.03 USD 10/10/2017 GS 0.00%
SWPTN 6MX10Y P 2.534 USD 10/18/2017 JP 0.00%
SWPTN 6MX10Y P 2.81025 USD 10/18/2017 JP 0.00%
SWPTN 6MX2Y R 1.642 USD 12/07/2017 CI 0.00%
SWPTN 6MX5Y R 1.896 USD 12/07/2017 CI 0.00%
SWPTN 7WX10Y R 1.905 USD 10/27/2017 CI 0.00%
SWPTN 7WX10Y R 2.033 USD 10/27/2017 CI 0.00%
SWPTN LIABILITY 5WX10Y P 2.554 USD 10/30/2017 GS 0.00%
UNITED MEXICAN STATES USD 04.7500 03/08/2044 0.00%
USD/CNH PUT 6.40 20171207 BANKAM 0.00%
WBCMT 2007-C34 IO IO 00.3284 05/15/2046 0.00%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.01%
1.25 R ISWP FWD SES3M P 12/20/2027 -0.01%
1.912 R ISWP FWD GBL6M P 01/19/2032 -0.01%
8.12 R ISWP MXIBTIIE P 12/24/2026 -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 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CPTFEMU P 1.71 R 08/15/37 -0.01%
CPTFEMU P 1.735 R 09/15/37 -0.01%
CPURNSA P 2.05 R 07/05/27 -0.01%
CPURNSA P 2.085 R 07/03/27 -0.01%
GBP/USD 12/20/2017 JPMCB -0.01%
GBP/USD 12/20/2017 JPMCB -0.01%
IOS.FN30.400.10 P USL1M R 01/12/41 BC -0.01%
IOS.FN30.400.11 P USL1M R 01/12/42 JP -0.01%
JPY/USD 11/15/2017 GSFX -0.01%
JPY/USD 11/15/2017 SSBT -0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -0.01%
OPTN FN30 3.0 11/06/17 CALL 101.34375 JPMC -0.01%
OPTN FN30 3.0 11/06/17 CALL 101.78125 JPMC -0.01%
SWPTN 3MX1Y R 2.0 USD 12/20/2017 CI -0.01%
SWPTN 3MX5Y R 0.217 EUR 11/03/2017 GS -0.01%
SWPTN 4WX10Y R 2.18375 USD 10/13/2017 GS -0.01%
SWPTN 6MX1Y R 2.05 USD 03/26/2018 CI -0.01%
5.93 R ISWP MXIBTIIE P 10/06/2021 -0.02%
8.20 R ISWP MXIBTIIE P 01/07/2027 -0.02%
AUD/USD 10/18/2017 WPAC -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CPTFEMU P 1.71 R 07/15/37 -0.02%
CPTFEMU P 1.7138 R 08/15/37 -0.02%
EUR/USD 12/20/2017 RBSF -0.02%
OPTN FN30 2.5 10/05/17 PUT 98.1640625 JPMC -0.02%
OPTN FN30 3.0 12/06/17 PUT 99.2109375 JPMC -0.02%
OPTN FN30 3.0 12/06/17 PUT 99.3046875 JPMC -0.02%
OPTN FN30 3.0 12/06/17 PUT 99.3984375 JPMC -0.02%
SWPTN 15DX10Y P 2.3 USD 10/13/2017 GS -0.02%
SWPTN 1MX10Y R 2.227 USD 10/23/2017 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 2.25 USD 08/15/2018 JP -0.02%
SWPTN 1YX1Y R 2.2625 USD 08/16/2018 BA -0.02%
SWPTN 3MX1Y P 1.495 USD 11/30/2017 GS -0.02%
SWPTN 5WX10Y P 2.313 USD 10/16/2017 CI -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 15DX10Y P 2.39 USD 10/13/2017 GS -0.02%
SWPTN LIABILITY 15DX10Y R 2.21 USD 10/13/2017 GS -0.02%
SWPTN LIABILITY 2YX3Y P 2.43 USD 02/15/2019 BC -0.02%
SWPTN LIABILITY 2YX3Y R 2.43 USD 02/15/2019 BC -0.02%
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 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.03%
OPTN FN30 3.0 12/06/17 PUT 99.76953125 JPMC -0.03%
OPTN FN30 3.0 12/06/17 PUT 99.86328125 JPMC -0.03%
OPTN FN30 3.0 12/06/17 PUT 99.95703125 JPMC -0.03%
SWPTN 15DX10Y R 2.3 USD 10/13/2017 GS -0.03%
SWPTN 5WX10Y R 2.253 USD 10/27/2017 CI -0.03%
SWPTN 6MX10Y R 2.257 USD 11/22/2017 CI -0.03%
SWPTN 6MX2Y P 1.642 USD 12/07/2017 CI -0.03%
0.00 R ISWP BZDIOVRA P 01/02/2019 -0.04%
CHF/USD 12/20/2017 GSFX -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
SWPTN 5WX10Y P 2.306 USD 10/30/2017 BA -0.04%
SWPTN 5WX10Y R 2.304 USD 10/30/2017 GS -0.04%
SWPTN 5WX10Y R 2.306 USD 10/30/2017 BA -0.04%
SWPTN 6MX10Y P 2.257 USD 11/22/2017 CI -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 2.398 USD 10/30/2017 BA -0.04%
SWPTN LIABILITY 5WX10Y R 2.214 USD 10/30/2017 BA -0.04%
SWPTN LIABILITY 5WX10Y R 2.22 USD 10/30/2017 GS -0.04%
6.16 R ISWP MXIBTIIE P 01/01/2026 -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%
JPY/USD 11/15/2017 BCAP-FX -0.05%
SWPTN 2YX1Y R 1.919 USD 08/15/2019 JP -0.05%
SWPTN 2YX1Y R 1.9325 USD 08/16/2019 BA -0.05%
SWPTN 2YX30Y P 2.79 USD 02/15/2019 JP -0.05%
SWPTN 6MX20Y R 2.46 USD 03/26/2018 GS -0.05%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.06%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.06%
OPTN FN30 3.0 11/06/17 PUT 100.23828125 JPMC -0.06%
SWPTN 1MX10Y P 2.33925 USD 10/23/2017 JP -0.06%
SWPTN 2YX10Y R 2.413 USD 06/03/2019 BA -0.06%
SWPTN 2YX10Y R 2.42 USD 06/03/2019 CI -0.06%
SWPTN 2YX28Y P 2.7175 USD 01/24/2019 BA -0.06%
SWPTN 3MX5Y P 0.9135 GBP 11/21/2017 GS -0.06%
SWPTN 5WX10Y P 2.365 USD 10/27/2017 GS -0.06%
EUR/USD 12/20/2017 JPMCB -0.07%
SWPTN 2YX10Y P 2.413 USD 06/03/2019 BA -0.07%
SWPTN 2YX10Y P 2.42 USD 06/03/2019 CI -0.07%
SWPTN 2YX1Y P 1.919 USD 08/15/2019 JP -0.07%
SWPTN 2YX1Y P 1.9325 USD 08/16/2019 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%
AUD/USD 10/18/2017 SSBT -0.08%
SWPTN 5WX10Y P 2.284 USD 10/16/2017 JP -0.08%
AUD/USD 10/18/2017 GSFX -0.09%
SWPTN 2YX28Y R 2.7175 USD 01/24/2019 BA -0.09%
SWPTN LIABILITY 2YX10Y R 1.376 EUR 09/30/2019 JP -0.09%
SWPTN LIABILITY 2YX30Y R 1.758 EUR 09/30/2019 JP -0.09%
SWPTN 2YX30Y R 2.79 USD 02/15/2019 JP -0.10%
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%
SWPTN 2MX10Y P 2.295 USD 10/27/2017 CS -0.13%
AUD/USD 10/18/2017 CSI-FX -0.14%
GBP/USD 12/20/2017 BCAP-FX -0.14%
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 -0.17%
FLR USL3M 6.00 03/07/2018 JP -0.17%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.18%
SWPTN 7WX10Y P 2.21 USD 10/27/2017 CS -0.18%
NOK/USD 12/20/2017 RBSF -0.20%
CDX CDX.NA.HY.29 500.0 12/20/2022 -0.22%
AUD/USD 10/18/2017 UBS -0.23%
NZD/USD 10/18/2017 GSFX -0.23%
BRL/USD 01/03/2018 CITI -0.26%
GBP/USD 12/20/2017 HSBCB -0.26%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.28%
EUR/USD 12/20/2017 CSI-FX -0.31%
MXN/USD 10/18/2017 HSBCB -0.31%
AUD/USD 10/18/2017 BCAP-FX -0.32%
JPY/USD 11/15/2017 RBSF -0.32%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.35%
CAD/USD 10/18/2017 RBSF -0.40%
EUR/USD 12/20/2017 JPMCB -0.41%
ZAR/USD 10/18/2017 GSFX -0.41%
GBP/USD 12/20/2017 CITI -0.42%
NZD/USD 10/18/2017 JPMCB -0.44%
SEK/USD 12/20/2017 SSBT -0.44%
NZD/USD 10/18/2017 RBSF -0.47%
FNMA FN30 TBA 04.5000 10/01/2047 -0.48%
HUF/USD 12/20/2017 GSFX -0.48%
JPY/USD 11/15/2017 WPAC -0.48%
EUR/USD 12/20/2017 BANKAM -0.49%
JPY/USD 11/15/2017 HSBCB -0.49%
SEK/USD 12/20/2017 RBSF -0.49%
SEK/USD 12/20/2017 UBS -0.49%
CAD/USD 10/18/2017 UBS -0.50%
EUR/USD 12/20/2017 GSFX -0.50%
EUR/USD 12/20/2017 HSBCB -0.50%
EUR/USD 12/20/2017 UBS -0.50%
JPY/USD 11/15/2017 JPMCB -0.50%
NOK/USD 12/20/2017 JPMCB -0.50%
SEK/USD 12/20/2017 CSI-FX -0.50%
AUD/USD 10/18/2017 JPMCB -0.51%
EUR/USD 12/20/2017 SSBT -0.51%
GBP/USD 12/20/2017 SSBT -0.51%
AUD/USD 10/18/2017 HSBCB -0.52%
SEK/USD 12/20/2017 CITI -0.52%
AUD/USD 10/18/2017 BANKAM -0.54%
SEK/USD 12/20/2017 GSFX -0.65%
AUD/USD 10/18/2017 RBSF -0.72%
NOK/USD 12/20/2017 CITI -0.72%
NOK/USD 12/20/2017 BANKAM -0.76%
GBP/USD 12/20/2017 UBS -0.83%
TRY/USD 12/20/2017 RBSF -0.86%
NZD/USD 10/18/2017 SSBT -0.90%
NOK/USD 12/20/2017 UBS -0.94%
SEK/USD 12/20/2017 JPMCB -0.97%
JPY/USD 11/15/2017 CSI-FX -0.98%
RUB/USD 12/20/2017 BANKAM -0.98%
RUB/USD 12/20/2017 CITI -0.98%
EUR/USD 12/20/2017 BCAP-FX -0.99%
JPY/USD 11/15/2017 UBS -1.01%
FNMA FN30 TBA 04.0000 11/01/2047 -1.05%
NZD/USD 10/18/2017 CITI -1.09%
NOK/USD 12/20/2017 SSBT -1.25%
TRY/USD 12/20/2017 GSFX -1.44%

Prior top 10 holdings

Top 10 holdings as of 11/30/17
Fnma Fn30 Tba 03.5000 01/01/2048
Fnma Fn30 Tba 02.5000 01/01/2048
Gnma Gii30 Tba 04.5000 01/01/2048
Fhlmc Fh30g Tba 04.0000 01/01/2048
Gnma Gii30 Tba 04.0000 01/01/2048
Cwalt 2005-38 A3 01.6786 09/25/2035
Vtb Bank (Vtb Cap P/P 144a 06.9500 10/17/2022
Cas 2015-C04 1m2 07.0275 04/25/2028
Cwalt 2005-59 1a1 01.6172 11/20/2035
Argentine Republic Usd 07.6250 04/22/2046
Holdings represent 25.69% of portfolio
Top 10 holdings as of 10/31/17
Fnma Fn30 Tba 03.5000 12/01/2047
Gnma Gii30 Tba 04.0000 11/01/2047
Fnma Fn30 Tba 02.5000 11/01/2047
Gnma Gii30 Tba 04.5000 11/01/2047
Fhlmc Fh30g Tba 04.0000 11/01/2047
Cwalt 2005-38 A3 01.5879 09/25/2035
Cas 2015-C04 1m2 06.9379 04/25/2028
Vtb Bank (Vtb Cap P/P 144a 06.9500 10/17/2022
Cwalt 2005-59 1a1 01.5689 11/20/2035
Fnma Fn30 Tba 05.5000 11/01/2047
Holdings represent 27.51% of portfolio
Top 10 holdings as of 09/30/17
Fnma Fn30 Tba 03.5000 11/01/2047
Fnma Fn30 Tba 02.5000 10/01/2047
Gnma Gii30 Tba 04.0000 10/01/2047
Gnma Gii30 Tba 04.5000 10/01/2047
Fhlmc Fh30g Tba 04.0000 10/01/2047
Cwalt 2005-38 A3 01.5872 09/25/2035
Fnma Fn30 Tba 03.0000 11/01/2047
Cas 2015-C04 1m2 06.9372 04/25/2028
Vtb Bank (Vtb Cap P/P 144a 06.9500 10/17/2022
Cwalt 2005-59 1a1 01.5661 11/20/2035
Holdings represent 27.54% of portfolio
Top 10 holdings as of 08/31/17
Fnma Fn30 Tba 03.5000 10/01/2047
Fnma Fn30 Tba 03.5000 09/01/2047
Fnma Fn30 Tba 02.5000 09/01/2047
Gnma Gii30 Tba 04.0000 10/01/2047
Fhlmc Fh30g Tba 04.0000 09/01/2047
Fnma Fn30 Tba 04.5000 09/01/2047
Cwalt 2005-38 A3 01.5844 09/25/2035
Fnma Fn30 Tba 03.0000 10/01/2047
Cas 2015-C04 1m2 06.9344 04/25/2028
Vtb Bank (Vtb Cap P/P 144a 06.9500 10/17/2022
Holdings represent 25.62% of portfolio

Fixed income statistics as of 11/30/17

Average effective maturity 7.11 yrs.
Average effective duration -0.48 yrs.
Average yield to maturity 5.52%
Average coupon 5.44%
Average price $90.26

Sector weightings as of 11/30/17

  Cash investments Non-cash investments Total portfolio
  Weight Spread duration Weight Spread duration Weight Spread duration
Commercial MBS 12.49% 0.50 11.59% 0.45 24.08% 0.95
High-yield corporate bonds 24.81% 0.95 -2.92% -0.12 21.89% 0.83
Agency pass-through 0.55% 0.04 20.43% 1.27 20.98% 1.31
Agency CMO 18.44% 0.67 0.74% 0.04 19.18% 0.71
Net cash 14.85% 0.00 0.00% 0.00 14.85% 0.00
Residential MBS (non-agency) 11.84% 0.59 0.00% 0.00 11.84% 0.59
Emerging-market bonds 9.95% 0.72 0.00% 0.00 9.95% 0.72
International Treasury/agency 2.65% 0.19 0.00% -0.08 2.65% 0.11
Investment-grade corporate bonds 1.73% 0.12 0.00% 0.00 1.73% 0.12
Bank loans 1.68% 0.07 0.00% 0.00 1.68% 0.07
Convertible securities 1.01% 0.07 0.00% 0.00 1.01% 0.07
Equity investments 0.01% 0.00 0.00% 0.00 0.01% 0.00
Interest rate swaps 0.00% 0.00 0.00% -3.63 0.00% -3.63

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 11/30/17

0 - 1 yr. 0.04%
1 - 5 yrs. 25.31%
5 - 10 yrs. 66.98%
10 - 15 yrs. 2.80%
Over 15 yrs. 4.87%

Quality rating as of 11/30/17

AAA 46.62%
AA 0.09%
A 4.31%
BBB 8.61%
BB 20.30%
B 20.56%
CCC and Below 10.08%
Not Rated -10.57%

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 11/30/17

United States 82.63%
Greece 2.65%
Argentina 2.55%
Russia 2.26%
Brazil 1.77%
Canada 1.64%
Indonesia 1.04%
United Kingdom 0.82%
Mexico 0.73%
 
Other
3.91%
Luxembourg 0.55%
France 0.48%
Egypt 0.34%
Ireland 0.34%
Venezuela 0.30%
Dominican Republic 0.27%
European Community 0.27%
Netherlands 0.26%
Ivory Coast 0.23%
Bermuda 0.21%
Germany 0.21%
Jamaica 0.19%
Cayman Islands 0.16%
Sweden 0.13%
El Salvador 0.11%
Ecuador 0.09%
New Zealand 0.08%
Jersey 0.07%
Spain 0.06%
Switzerland 0.05%
Costa Rica 0.04%
Italy 0.04%
Vietnam 0.02%
South Africa -0.03%
Japan -0.09%
Australia -0.14%
Norway -0.33%

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. 0.00% 5.00% 1.00% -- -- -- --
2 yrs. -- 4.00% 0.00% -- -- -- --
3 yrs. -- 3.00% 0.00% -- -- -- --
4 yrs. -- 3.00% 0.00% -- -- -- --
5 yrs. -- 2.00% 0.00% -- -- -- --
6 yrs. -- 1.00% 0.00% -- -- -- --
7+ yrs. -- 0.00% 0.00% -- -- -- --

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.