Always Diligent. Always Active.

Diversified Income Trust (Class Y)  (PDVYX)

Offering a diversified portfolio of income opportunities since 1988

Diversified Income Trust received an  Overall Morningstar Rating  of  

The fund’s strategy has resulted in low correlations to a variety of bond indexes

Correlation of Putnam Diversified Income Trust versus: 1 year 3 years 5 years 10 years
BBG Barclays U.S. Aggregate Bond Index -0.02 -0.21 -0.35 -0.11
BBG Barclays U.S. Treasury Index -0.25 -0.36 -0.54 -0.37
BBG Barclays Global Aggregate Bond Index 0.13 -0.01 -0.05 0.14

As of 5/30/19. Source: Morningstar.

Highlights

Offering a diversified portfolio of income opportunities since 1988

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 $6.89
0.00% | $0.00
$6.97
07/27/18
$6.53
12/24/18
Historical fund price

Consistency of positive performance over five years

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

Performance shown 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 click on the performance tab.

16.24%

Best 5-year annualized return

(for period ending 12/31/13)


-4.32%

Worst 5-year annualized return

(for period ending 12/31/08)


6.11%

Average 5-year annualized return


Fund facts as of 06/30/19

Total net assets
$4,214.88M
Turnover (fiscal year end)
580%
Dividend frequency (view rate)
Monthly
Number of holdings
1735
Fiscal year-end
September
CUSIP / Fund code
746704501 / 1822
Inception date
07/01/96
Category
Taxable Income
Open to new investors
Ticker
PDVYX

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 | Q2 2019

Credit strategies rebound in second quarter

Bill Kohli, Chief Investment Officer, Fixed Income, highlights the importance of diversification in credit investing.



Performance

  • Total return (%) as of 06/30/19

  • Annual performance as of 06/30/19

Annualized Total return (%) as of 06/30/19

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 3.59% 7.19% 2.63% 7.04%
After sales charge N/A N/A N/A N/A
ICE BofAML U.S. Treasury Bill Index 2.39%1.38%0.89%0.52%

Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Multi-Asset Absolute Return Fund, 4.00% and 3.25% for income funds and 2.25% and 0.75% for Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return 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, which is 3% in the first year, declining to 1% in the fourth 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, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. 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 and M shares of Putnam money market funds have no initial sales charge. For a portion of the periods, some funds had expense 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 06/30/19 1.29% -
YTD as of 07/22/19 8.19% -

Yield

Distribution rate before sales charge
as of 07/22/19
4.70%
Distribution rate after sales charge
as of 07/22/19
4.70%
30-day SEC yield as of 06/28/19 4.19%

Volatility as of 06/30/19

Standard deviation (3 yrs.) 3.37%

Lipper rankings as of 06/30/19

Time period Rank/Funds in category Percentile ranking
1 yr. 78/135 58%
3 yrs. 9/126 8%
5 yrs. 32/84 38%
10 yrs. 2/27 8%
Lipper category: Alternative Credit Focus Funds

Morningstar Ratings as of 06/30/19

Time period Funds in category Morningstar Rating
Overall 270
3 yrs. 270
5 yrs. 199
10 yrs. 64
Morningstar category: Nontraditional Bond

Distributions

Record/Ex dividend date 07/18/19
Payable date 07/22/19
Income $0.027
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.


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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.


Holdings

Top 10 holdings as of 06/30/19

Fnma Fn30 Tba Umbs 03.5000 08/01/2049 11.20%
Fnma Fn30 Tba Umbs 04.0000 08/01/2049 5.59%
Fnma Fn30 Tba Umbs 04.0000 07/01/2049 3.41%
Fnma Fn30 Tba Umbs 02.5000 08/01/2049 2.31%
Gnma Gii30 Tba 04.5000 07/01/2049 1.53%
Gnma Gii30 Tba 04.0000 07/01/2049 0.98%
Petrobras Global Finance Usd 06.1250 01/17/2022 0.62%
Fnma Fn30 Tba Umbs 05.5000 08/01/2049 0.58%
Republic Of Indonesia Regs 04.7500 01/08/2026 0.56%
Hellenic Republic P/P Regs 04.3750 08/01/2022 0.55%
Top 10 holdings, percent of portfolio 27.33%

Full portfolio holdings as of 03/31/19

FNMA FN30 TBA 03.5000 04/01/2049 10.74%
FNMA FN30 TBA 04.0000 04/01/2049 9.03%
GNMA GII30 TBA 04.5000 04/01/2049 1.61%
GNMA GII30 TBA 04.0000 04/01/2049 0.99%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.61%
FNMA FN30 TBA 05.5000 04/01/2049 0.59%
CAS 2015-C04 1M2 08.1855 04/25/2028 0.57%
CAS 2017-C02 2B1 07.9855 09/25/2029 0.56%
CWALT 2005-59 1A1 02.8178 11/20/2035 0.55%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.54%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.53%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.49%
CAS 2016-C02 1B 14.7355 09/25/2028 0.48%
FNMA FN30 TBA 03.5000 05/01/2049 0.46%
WFRBS 2012-C10 D P/P 144A 04.4419 12/15/2045 0.46%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.45%
WFRBS 2013-C15 D P/P 144A 04.4721 08/15/2046 0.43%
GNMA GII30P 784109 04.0000 10/20/2045 0.42%
OMIR 2018-1A M2 05.3355 07/25/2028 0.42%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.41%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 0.40%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.40%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.39%
STACR 2015-DNA3 B 11.8355 04/25/2028 0.37%
SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP 0.37%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.37%
2.65 R ISWP FWD US0003M P 06/19/2029 0.36%
GSMS 2014-GC24 D P/P 144A 04.5297 09/10/2047 0.36%
UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 0.36%
CAS 2015-C03 1M2 07.4855 07/25/2025 0.35%
GNR 2018-H03 XI IO 02.3745 02/20/2068 0.35%
JPMBB 2014-C25 D P/P 144A 03.9446 11/15/2047 0.35%
ARGENTINE REPUBLIC USD 04.6250 01/11/2023 0.33%
CFCRE 2011-C2 E P/P 144A 05.7568 12/15/2047 0.33%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.33%
HVMLT 2005-2 1A 03.0018 05/19/2035 0.33%
GNR 2016-H23 NI IO 02.2332 10/20/2066 0.31%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.31%
WFCM 2013-LC12 D P/P 144A 04.2867 07/15/2046 0.31%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.30%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.30%
CWALT 2006-OA10 4A1 02.6755 08/25/2046 0.29%
FNR 2016-82 SG IO 03.6145 11/25/2046 0.29%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.29%
GNR 2018-H02 EI IO 02.4044 01/20/2068 0.29%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.29%
2.60 R ISWP FWD US0003M P 06/19/2026 0.28%
FNR 2016-3 MI IO 05.5000 02/25/2046 0.28%
GNR 2018-H05 BI IO 02.8502 02/20/2068 0.28%
HELLENIC REPUBLIC REGS 03.5000 01/30/2023 0.28%
HELLENIC REPUBLIC P/P REGS 03.4500 04/02/2024 0.27%
SAMI 2006-AR7 A1A 02.6955 08/25/2036 0.27%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.27%
CAS 2016-C01 1B 14.2355 08/25/2028 0.26%
CAS 2016-C03 1B 14.2355 10/25/2028 0.26%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 0.26%
CWALT 2005-38 A3 02.8355 09/25/2035 0.25%
CWALT 2006-OA7 1A2 03.3365 06/25/2046 0.25%
DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 0.25%
GNR 2018-H02 HI IO 02.3872 01/20/2068 0.25%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 0.25%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.25%
SPRINT CORP 07.8750 09/15/2023 0.25%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.24%
STACR 2015-DNA2 B 10.0355 12/25/2027 0.24%
BCAP 2011-RR3 3A6 04.2242 11/27/2036 0.23%
CAS 2016-C03 2M2 08.3855 10/25/2028 0.23%
FNR 2016-96 ST IO 03.6145 12/25/2046 0.23%
GNR 2017-H10 MI IO 01.8010 04/20/2067 0.23%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.23%
SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP 0.23%
CMLTI 2007-AMC3 A2D 02.8355 03/25/2037 0.22%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 0.22%
GNR 2018-H05 AI IO 02.9333 02/20/2068 0.22%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.22%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.22%
WBCMT 2005-C21 D 05.2380 10/15/2044 0.22%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 0.22%
CAS 2017-C01 1M2 06.0355 07/25/2029 0.21%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.21%
GNR 2018-H15 EI IO 01.3928 08/20/2068 0.21%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.21%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.21%
COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 0.20%
GNR 2018-104 SD IO 03.7123 08/20/2048 0.20%
GNR 2018-105 SG IO 03.7623 08/20/2048 0.20%
LNSTR 2015-3 C P/P 144A 03.1280 04/20/2048 0.20%
STACR 2015-HQA2 B 12.9855 05/25/2028 0.20%
CAS 2018 - C01 1B1 06.0355 07/25/2030 0.19%
CPTFEMU P 1.71 R 07/15/37 0.19%
FNR 2013-107 SB IO 03.4645 02/25/2043 0.19%
FNR 2018-58 AI IO 04.5000 08/25/2048 0.19%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.19%
GNR 2013-9 S IO 04.2623 01/20/2043 0.19%
GNR 2016-75 EI IO 03.5000 08/20/2045 0.19%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.19%
IVORY COAST P/P 144A 06.1250 06/15/2033 0.19%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.19%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.18%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.18%
GNR 2017-160 S IO 03.7123 10/20/2043 0.18%
WAMU 2005-AR14 1A2 04.1928 12/25/2035 0.18%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 0.17%
ARGENTINE REPUBLIC USD 05.8750 01/11/2028 0.17%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.17%
CSAIL 2015-C1 D P/P 144A 03.7956 04/15/2050 0.17%
CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 0.17%
CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 0.17%
FNR 2015-58 KI IO 06.0000 03/25/2037 0.17%
FNR 2016-70 QI IO 03.5000 10/25/2046 0.17%
GNR 2015-167 MI IO 05.0000 06/20/2045 0.17%
GNR 2015-H12 AI IO 01.8690 05/20/2065 0.17%
GNR 2015-H15 BI IO 01.8839 06/20/2065 0.17%
GNR 2017-H06 BI IO 02.3410 02/20/2067 0.17%
GNR 2017-H08 NI IO 02.6325 03/20/2067 0.17%
GNR 2018-H04 IO IO 02.8509 02/20/2068 0.17%
ARAB REP OF EGYPT P/P 144A 05.5770 02/21/2023 0.16%
DBALT 2006-AR4 A2 02.6755 12/25/2036 0.16%
FHR 4265 SD IO 03.6163 01/15/2035 0.16%
FNR 2016-62 GS IO 03.6145 09/25/2046 0.16%
GNR 2017-H18 FI IO 02.1877 09/20/2067 0.16%
GNR 2018-100 S IO 03.7123 07/20/2048 0.16%
GNR 2018-H01 XI IO 02.2405 01/20/2068 0.16%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 0.16%
STACR 2018-DNA2 B1 06.1855 12/25/2030 0.16%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.16%
0.60 R ISWP FWD EUR006M P 06/19/2029 0.15%
3.073 R ISWP FWD US0003M P 03/04/2029 0.15%
BSMF 2006-AR2 2A1 02.7155 09/25/2046 0.15%
CAS 2017-C03 1B1 07.3355 10/25/2029 0.15%
CWALT 2006-OA10 3A1 02.6755 08/25/2046 0.15%
GNMA GII30 OBI6446 04.5000 12/20/2048 0.15%
GNR 2015-89 IP IO 04.0000 02/20/2045 0.15%
GNR 2015-H23 BI IO 01.7477 09/20/2065 0.15%
GNR 2017-H03 HI IO 01.5575 01/20/2067 0.15%
GNR 2017-H12 QI IO 02.1513 05/20/2067 0.15%
GNR 2017-H16 JI IO 02.2880 08/20/2067 0.15%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.15%
IVORY COAST REGS 05.3750 07/23/2024 0.15%
IVORY COAST REGS 06.1250 06/15/2033 0.15%
JPMBB 2014-C18 E P/P 144A 04.3219 02/15/2047 0.15%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.15%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.15%
RMIR 2018-1 M2 04.2100 03/25/2028 0.15%
STACR 2018-HQA1 M2 04.7855 09/25/2030 0.15%
SWPTN 10YX30Y R 1.72 EUR 11/27/2028 UB 0.15%
SWPTN 1YX1Y R 3.02 USD 08/28/2019 MS 0.15%
SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS 0.15%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS 0.15%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS 0.15%
CAS 2017-C06 2M2 05.2855 02/25/2030 0.14%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.14%
COMM 2012-CR3 E P/P 144A 04.7530 10/15/2045 0.14%
FHR 4509 CI IO 06.0000 09/15/2045 0.14%
GNR 2015-131 MI IO 03.5000 09/20/2045 0.14%
GNR 2015-H03 CI IO 01.7270 01/20/2065 0.14%
GNR 2017-H06 MI IO 02.2986 02/20/2067 0.14%
GNR 2017-H20 HI IO 02.1176 10/20/2067 0.14%
GNR 2018-91 SH IO 03.7623 07/20/2048 0.14%
GSR 2007-OA1 2A3A 02.7955 05/25/2037 0.14%
JPMBB 2014-C18 D P/P 144A 04.8219 02/15/2047 0.14%
MSC 2012-C4 E P/P 144A 05.4207 03/15/2045 0.14%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.14%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.14%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.14%
STACR 2017-DNA2 B1 07.6355 10/25/2029 0.14%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.14%
WFRBS 2012-C9 E P/P 144A 04.7810 11/15/2045 0.14%
BACM 2005-1 B 05.5068 11/10/2042 0.13%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.13%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.13%
DISH DBS CORP 05.8750 11/15/2024 0.13%
FHR 4801 IG IO 03.0000 06/15/2048 0.13%
FNR 2015-69 IO IO 06.0000 09/25/2045 0.13%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.13%
GNR 2012-140 IC IO 03.5000 11/20/2042 0.13%
GNR 2013-152 SJ IO 03.6623 05/20/2041 0.13%
GNR 2015-H08 CI IO 01.8064 03/20/2065 0.13%
GNR 2016-H04 HI IO 02.3680 07/20/2065 0.13%
GNR 2016-H22 AI IO 02.2985 10/20/2066 0.13%
GNR 2017-H16 IO 02.1442 08/20/2067 0.13%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.13%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.13%
SWPTN LIABILITY 5YX30Y P 3.215 USD 11/27/2023 GS 0.13%
SWPTN LIABILITY 5YX30Y R 3.215 USD 11/27/2023 GS 0.13%
WAMU 2005-AR10 1A3 04.1168 09/25/2035 0.13%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.12%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.12%
BSCMS 2005-PWR7 B 05.1421 02/11/2041 0.12%
BSCMS 2005-PWR7 C 05.1421 02/11/2041 0.12%
BSCMS 2007-T26 AJ 05.4599 01/12/2045 0.12%
CAS 2017-C01 1B1 08.2355 07/25/2029 0.12%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.12%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 0.12%
FHR 4635 PI IO 04.0000 12/15/2046 0.12%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.12%
GNR 2017-104 MI IO 05.5000 07/16/2047 0.12%
GNR 2018-37 IO IO 05.0000 03/20/2048 0.12%
GNR 2018-67 SC IO 03.7123 05/20/2048 0.12%
GNR 2018-89 LS IO 04.1536 06/20/2048 0.12%
GSAA 2006-8 2A2 02.6655 05/25/2036 0.12%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.12%
LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 0.12%
SERVICE CORP INTL 05.3750 05/15/2024 0.12%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.12%
SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP 0.12%
SWPTN 1YX30Y R 1.288 EUR 02/17/2020 JP 0.12%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.12%
WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 0.12%
AES CORP/THE 05.5000 04/15/2025 0.11%
ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022 0.11%
CAS 2017-C06 1M2 05.1355 02/25/2030 0.11%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.11%
CIT GROUP INC 05.0000 08/01/2023 0.11%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.11%
COMM 2013-CR9 D P/P 144A 04.2568 07/10/2045 0.11%
CPTFEMU P 1.7138 R 08/15/37 0.11%
CWALT 2006-OA10 1A1 03.3565 08/25/2046 0.11%
FHR 4193 PI IO 04.0000 03/15/2043 0.11%
FHR 4731 QS IO 03.7163 11/15/2047 0.11%
FNR 2018-3 PI IO 04.0000 02/25/2048 0.11%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.11%
GNR 2014-4 SG IO 03.6123 01/20/2044 0.11%
GNR 2015-131 CI IO 03.5000 09/20/2045 0.11%
GNR 2015-H20 BI IO 01.8675 08/20/2065 0.11%
GNR 2016-17 IA IO 04.5000 03/20/2045 0.11%
GNR 2016-77 SC IO 03.6123 10/20/2045 0.11%
GNR 2016-H16 EI IO 02.2094 06/20/2066 0.11%
GNR 2017-H03 EI IO 02.4158 01/20/2067 0.11%
GNR 2017-H05 CI IO 02.5927 02/20/2067 0.11%
GNR 2017-H09 IO IO 01.7433 04/20/2067 0.11%
HELLENIC REPUBLIC P/P REGS 03.3750 02/15/2025 0.11%
HELLENIC REPUBLIC REGS 03.9000 01/30/2033 0.11%
IVORY COAST P/P 144A 05.2500 03/22/2030 0.11%
LEVEL 3 FINANCING INC 05.2500 03/15/2026 0.11%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.11%
NHLT 2018-1A M5 P/P 144A 06.0000 02/25/2028 0.11%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.11%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.11%
REFINITIV TLB L+375 06.2486 10/01/2025 0.11%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.11%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.11%
SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS 0.11%
TENET HEALTHCARE 06.0000 10/01/2020 0.11%
UBSBB 2012-C2 F P/P 144A 04.8925 05/10/2063 0.11%
UNITYMEDIA HESSEN / NRW REGS 06.2500 01/15/2029 0.11%
ALTICE FRANCE SA P/P 144A 06.2500 05/15/2024 0.10%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.10%
BAUSCH HLTH COS INC P/P 144A 05.8750 05/15/2023 0.10%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.10%
BSCMS 2005-PWR7 D 05.1421 02/11/2041 0.10%
CAS 2016-C07 2M2 06.8355 05/25/2029 0.10%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.10%
CPTFEMU P 1.735 R 09/15/37 0.10%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 0.10%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 0.10%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.10%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.10%
FNR 2012-151 IN IO 05.0000 01/25/2043 0.10%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.10%
GNR 2010-20 BI IO 04.5000 02/16/2040 0.10%
GNR 2012-128 IA IO 03.5000 10/20/2042 0.10%
GNR 2015-H15 AI IO 01.8309 06/20/2065 0.10%
GNR 2015-H18 BI IO 01.9256 07/20/2065 0.10%
GNR 2016-126 PI IO 05.0000 02/20/2046 0.10%
GNR 2016-79 IO IO 03.5000 06/20/2046 0.10%
GNR 2016-H12 AI IO 01.6660 07/20/2065 0.10%
GNR 2016-H18 IO IO 01.6636 08/20/2066 0.10%
GNR 2016-H27 EI IO 02.1363 12/20/2066 0.10%
GNR 2017-H11 TI IO 02.0175 04/20/2067 0.10%
GNR 2018-H01 IO IO 02.1071 12/20/2067 0.10%
HELLENIC REPUBLIC REGS 04.0000 01/30/2037 0.10%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.10%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.10%
MSC 2008-T29 F P/P 144A 05.7454 01/11/2043 0.10%
NAVISTAR INTL TLB L+350 05.8900 11/06/2024 0.10%
OMIR 2017-1A M2 P/P 144A 06.4855 04/25/2027 0.10%
REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 0.10%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.10%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.10%
SPRINT CORP 07.2500 09/15/2021 0.10%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.10%
2.776 R ISWP FWD US0003M P 03/21/2029 0.09%
3.312 R ISWP US0003M P 11/08/2048 0.09%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.09%
BACM 2005-1 C 05.5068 11/10/2042 0.09%
BRAND ENERGY TL L+425 06.9561 06/21/2024 0.09%
CAS 2015-C01 2M2 07.0355 02/25/2025 0.09%
CAS 2017-C05 1B1 06.0855 01/25/2030 0.09%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.09%
FNR 2011-101 SA IO 03.4145 10/25/2041 0.09%
FNR 2012-151 PI IO 03.0000 01/25/2043 0.09%
FNR 2013-18 IN IO 03.5000 03/25/2043 0.09%
GNMA GII30 OBJ7123 05.0000 12/20/2048 0.09%
GNR 2014-119 SA IO 03.1123 08/20/2044 0.09%
GNR 2014-H25 BI IO 01.6996 12/20/2064 0.09%
GNR 2015-105 LI IO 05.0000 10/20/2039 0.09%
GNR 2015-64 YI IO 04.0000 11/20/2044 0.09%
GNR 2015-H23 DI IO 01.8586 09/20/2065 0.09%
GNR 2015-H24 AI IO 01.8569 09/20/2065 0.09%
GNR 2016-138 DI IO 04.0000 10/20/2046 0.09%
GNR 2016-156 PI IO 03.5000 11/20/2046 0.09%
GNR 2016-H08 AI IO 01.4780 08/20/2065 0.09%
GNR 2017-176 BI IO 03.5000 05/20/2045 0.09%
GNR 2017-42 IC IO 04.5000 08/20/2041 0.09%
GNR 2017-H11 DI IO 01.8647 05/20/2067 0.09%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.09%
IVORY COAST REGS 06.3750 03/03/2028 0.09%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.09%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.09%
LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 0.09%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.09%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.09%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.09%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.09%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037 0.09%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.09%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.09%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.09%
SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS 0.09%
SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS 0.09%
T-MOBILE USA INC 06.3750 03/01/2025 0.09%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.09%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.09%
VIRGIN MEDIA FIN PLC P/P 144A 04.5000 01/15/2025 0.09%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.09%
WFMBS 2006-AR2 1A1 04.8869 03/25/2036 0.09%
WFMBS 2006-AR5 1A1 05.0795 04/25/2036 0.09%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.09%
AVAYA TLB L+425 06.7775 12/15/2024 0.08%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 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%
CCMFC 2006-4A A2 02.6655 11/25/2047 0.08%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.08%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.08%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.08%
CWALT 2006-45T1 2A7 02.8255 02/25/2037 0.08%
CWALT 2006-OA10 2A1 02.6755 08/25/2046 0.08%
FHR 4213 GI IO 04.0000 11/15/2041 0.08%
FNMA FN30 BN4205 05.0000 12/01/2048 0.08%
FNR 2012-123 DI IO 03.5000 05/25/2041 0.08%
GNR 2013-34 IH IO 04.5000 03/20/2043 0.08%
GNR 2015-168 IG IO 03.5000 03/20/2043 0.08%
GNR 2015-52 KI IO 03.5000 11/20/2040 0.08%
GNR 2015-79 GI IO 05.0000 10/20/2039 0.08%
GNR 2015-H10 BI IO 01.4951 04/20/2065 0.08%
GNR 2016-H14 IO IO 01.6926 06/20/2066 0.08%
GNR 2016-H17 KI IO 01.9195 07/20/2066 0.08%
GNR 2017-160 AI IO 04.5000 10/20/2047 0.08%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.08%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.08%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.08%
HOUSTON FUEL TLB L+275 05.2500 06/26/2025 0.08%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.08%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.08%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.08%
JPALT 2007-A2 12A1 02.6855 06/25/2037 0.08%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.08%
MEREDITH CORP 06.8750 02/01/2026 0.08%
NCI BUILDING SYS INC P/P 144A 08.0000 04/15/2026 0.08%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.08%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 0.08%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.08%
STACR 2016-HQA2 M3 07.6355 11/25/2028 0.08%
STACR 2016-HQA3 M3 06.3355 03/25/2029 0.08%
STACR 2017-DNA1 B1 07.4355 07/25/2029 0.08%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.08%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.08%
SWPTN 10YX30Y P 1.72 EUR 11/27/2028 UB 0.08%
SWPTN 1YX2Y R 2.56 USD 02/06/2020 JP 0.08%
TRANSDIGM INC 06.3750 06/15/2026 0.08%
WAMU 2005-AR13 A1C3 02.9755 10/25/2045 0.08%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.08%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.07%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.07%
BALTA 2005-7 21A1 04.4312 09/25/2035 0.07%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.07%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.07%
CAS 2016-C03 1M2 07.7855 10/25/2028 0.07%
CENTENE CORP 06.1250 02/15/2024 0.07%
CF INDUSTRIES INC 04.9500 06/01/2043 0.07%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.07%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.07%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.07%
CPTFEMU P 1.71 R 08/15/37 0.07%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.07%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.07%
CWALT 2006-OA7 1A1 03.0076 06/25/2046 0.07%
DOMINICAN REPUBLIC REGS 07.4500 04/30/2044 0.07%
EQUINIX INC 05.3750 05/15/2027 0.07%
FHR 4678 MS IO 05.1072 04/15/2047 0.07%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.07%
FNR 2013-40 YI IO 03.5000 06/25/2042 0.07%
FNR 2013-41 IP IO 04.0000 05/25/2043 0.07%
FNR 2017-65 LI IO 04.0000 08/25/2047 0.07%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.07%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.07%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.07%
GNR 2013-54 JI IO 03.5000 02/20/2043 0.07%
GNR 2013-79 XI IO 03.5000 11/20/2039 0.07%
GNR 2014-132 IO IO 05.0000 09/20/2044 0.07%
GNR 2014-71 PI IO 04.5000 12/20/2039 0.07%
GNR 2015-H01 BI IO 01.5781 01/20/2065 0.07%
GNR 2016-H06 CI IO 01.5728 02/20/2066 0.07%
GNR 2016-H24 JI IO 02.1747 11/20/2066 0.07%
GNR 2017-179 WI IO 05.0000 12/20/2047 0.07%
GNR 2017-H02 BI IO 02.3379 01/20/2067 0.07%
GNR 2017-H06 DI IO 01.7870 02/20/2067 0.07%
GNR 2018-127 ID IO 05.0000 07/20/2045 0.07%
GREAT LAKES D&D 08.0000 05/15/2022 0.07%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031 0.07%
HUSKY TLB L+300 05.4986 03/28/2025 0.07%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.07%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.07%
ITRON INC P/P 144A 05.0000 01/15/2026 0.07%
MICROCHIP TEC CV 01.6250 02/15/2027 0.07%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.07%
PQ CORP P/P 144A 05.7500 12/15/2025 0.07%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.07%
SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 0.07%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.07%
STANDARD IND INC P/P 144A 06.0000 10/15/2025 0.07%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 0.07%
SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS 0.07%
SWPTN 1YX2Y R 2.486 USD 01/31/2020 JP 0.07%
SWPTN LIABILITY 6MX5Y P 0.215 EUR 08/07/2019 JP 0.07%
SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 0.07%
T-MOBILE USA INC 05.3750 04/15/2027 0.07%
TALBOTS TLB L+700 09.4986 11/28/2022 0.07%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.07%
WAMU 2005-AR19 A1C4 02.8855 12/25/2045 0.07%
WFRBS 2013-C12 E P/P 144A 03.5000 03/15/2048 0.07%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.07%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.06%
ANTERO RESOURCES 05.3750 11/01/2021 0.06%
APERGY CORP 06.3750 05/01/2026 0.06%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.06%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 0.06%
BMIR 2017-1 B1 P/P 144A 07.2355 10/25/2027 0.06%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.06%
BSCMS 2007-T28 D P/P 144A 05.1647 09/11/2042 0.06%
CAS 2018-C02 2M2 04.6855 08/25/2030 0.06%
CAS 2018-C04 2M2 05.0355 12/25/2030 0.06%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.06%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.06%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.06%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.06%
CONSTELLIUM NV P/P 144A 05.7500 05/15/2024 0.06%
CONSTELLIUM NV P/P 144A 05.8750 02/15/2026 0.06%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.06%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.06%
FHR 3919 SA IO 04.0163 09/15/2041 0.06%
FNR 2013-49 IP IO 03.5000 12/25/2042 0.06%
GNMA GII30 BI6339 04.5000 11/20/2048 0.06%
GNR 2010-20 UI IO 05.0000 02/20/2040 0.06%
GNR 2012-8 PI IO 04.0000 05/20/2041 0.06%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.06%
GNR 2013-37 LI IO 03.5000 01/20/2042 0.06%
GNR 2014-163 NI IO 05.0000 02/20/2044 0.06%
GNR 2014-4 BI IO 04.0000 01/20/2044 0.06%
GNR 2014-46 SA IO 03.6123 03/20/2044 0.06%
GNR 2014-60 SE IO 03.6123 04/20/2044 0.06%
GNR 2018-21 AI IO 03.5000 02/20/2048 0.06%
JO-ANN STORES 2NDL L+925 11.7272 05/21/2024 0.06%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.06%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.06%
NHLT 2018-2A M5 P/P 144A 06.0000 07/25/2028 0.06%
NRG ENERGY INC 06.6250 01/15/2027 0.06%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.06%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.06%
SERVICE CORP INTL 05.3750 01/15/2022 0.06%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.06%
STACR 2019-DNA2 M2 04.9368 03/25/2049 0.06%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.06%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.06%
TARGA RESOURCES PART 05.0000 01/15/2028 0.06%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.06%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.06%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.06%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.06%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.06%
US CONCRETE INC 06.3750 06/01/2024 0.06%
USA COMPRESSION PART 06.8750 04/01/2026 0.06%
WAMU 2005-AR19 A1B3 02.8355 12/25/2045 0.06%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.06%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.06%
0.20 R ISWP FWD CHL6M P 06/19/2029 0.05%
0.4419 R ISWP EUR006M P 01/30/2023 0.05%
AES CORP/THE 05.1250 09/01/2027 0.05%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.05%
ARCELORMITTAL USD 07.0000 10/15/2039 0.05%
ARGENTINE REPUBLIC USD 06.6250 07/06/2028 0.05%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 0.05%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.05%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.05%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.05%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.05%
BOYD GAMING TLB L+225 04.6576 09/15/2023 0.05%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.05%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.05%
CALPINE CORPORATION 05.7500 01/15/2025 0.05%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.05%
CAS 2015-C02 2M2 06.4855 05/25/2025 0.05%
CAS 2018-C02 2B1 06.4855 08/25/2030 0.05%
CAS 2018-C05 1M2 04.8355 01/25/2031 0.05%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.05%
CHEMOURS CO 07.0000 05/15/2025 0.05%
CINEMARK USA INC 04.8750 06/01/2023 0.05%
CIT GROUP INC. 05.2500 03/07/2025 0.05%
CLEAR CHANNEL TLD L+875 11.2430 01/30/2020 0.05%
COMSTOCK RESOURCES P/P 144A 09.7500 08/15/2026 0.05%
CROWN AMER/CAP 04.7500 02/01/2026 0.05%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.05%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.05%
DIGICEL LTD P/P 144A 06.7500 03/01/2023 0.05%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.05%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.05%
FHR 4024 PI IO 04.5000 12/15/2041 0.05%
FHR 4077 IK IO 05.0000 07/15/2042 0.05%
FHR 4484 TI IO 03.5000 11/15/2044 0.05%
FHS 311 S1 IO 03.4663 08/15/2043 0.05%
FHS 326 S2 IO 03.4663 03/15/2044 0.05%
FNMA FN30 BN6771 05.0000 01/01/2049 0.05%
FNR 2012-127 BI IO 04.5000 11/25/2042 0.05%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.05%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.05%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.05%
GNR 2012-106 QI IO 04.0000 07/20/2042 0.05%
GNR 2012-146 IO IO 05.0000 12/20/2042 0.05%
GNR 2014-4 IC IO 04.0000 01/20/2044 0.05%
GNR 2014-H06 BI IO 01.4941 02/20/2064 0.05%
GNR 2015-131 BI IO 03.5000 06/20/2041 0.05%
GNR 2017-139 IG IO 03.5000 09/20/2047 0.05%
GNR 2017-38 DI IO 05.0000 03/16/2047 0.05%
GNR 2017-52 DI IO 05.5000 04/20/2047 0.05%
HCA INC 05.0000 03/15/2024 0.05%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.05%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.05%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 0.05%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.05%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.05%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.05%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.05%
NABORS INDUSTRIES INC. 05.7500 02/01/2025 0.05%
OSHKOSH CORP 05.3750 03/01/2025 0.05%
OWENS CORNING 04.2000 12/01/2024 0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.05%
PROVINCIA DE BUENOS P/P 144A 47.7755 05/31/2022 0.05%
PULTEGROUP INC. 07.8750 06/15/2032 0.05%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.05%
ROBERTSHAW US HOLDING L+350 06.0000 02/28/2025 0.05%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.05%
STARWOOD PROP TR 04.7500 03/15/2025 0.05%
STEEL DYNAMICS INC 05.5000 10/01/2024 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 10YX10Y P 2.988 USD 02/26/2029 GS 0.05%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP 0.05%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP 0.05%
SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP 0.05%
SWPTN 1YX2Y R 0.025 EUR 08/28/2019 GS 0.05%
SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP 0.05%
SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC 0.05%
SWPTN 7YX5Y R 2.647 USD 06/03/2024 BA 0.05%
SWPTN 7YX5Y R 2.654 USD 06/03/2024 CI 0.05%
SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 0.05%
T-MOBILE USA INC 06.0000 03/01/2023 0.05%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.05%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.05%
TRANSOCEAN INC 07.5000 04/15/2031 0.05%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.05%
UKRPI P 3.665 R 12/15/28 0.05%
USG CORP P/P 144A 04.8750 06/01/2027 0.05%
USG CORP P/P 144A 05.5000 03/01/2025 0.05%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.05%
VERTIV TLB L+400 06.6289 11/15/2023 0.05%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.05%
0.12 R ISWP FWD EUR006M P 06/19/2024 0.04%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.04%
3.05125 R ISWP FWD US0003M P 03/07/2028 0.04%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.04%
ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 0.04%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.04%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.04%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.04%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.04%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.04%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.04%
CALIFORNIA RESOURC TL L+475 07.2455 12/31/2022 0.04%
CAS 2017-C02 2M2 06.1355 09/25/2029 0.04%
CAS 2017-C07 1B1 06.4855 05/25/2030 0.04%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.04%
CEMEX P/P 144A 05.7000 01/11/2025 0.04%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 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%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.04%
CSC HOLDINGS LLC P/P 144A 10.8750 10/15/2025 0.04%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.04%
DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 0.04%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.04%
EAGLECLAW MID TL L+425 06.8789 06/30/2024 0.04%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.04%
ENERGY TRANSFER OPERA 05.8750 01/15/2024 0.04%
ENRGY TRANS PT/REG FIN 05.0000 10/01/2022 0.04%
FHR 4000 PI IO 04.5000 01/15/2042 0.04%
FHR 4122 TI IO 04.5000 10/15/2042 0.04%
FHR 4165 TI IO 03.0000 12/15/2042 0.04%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.04%
FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 0.04%
FNR 2010-35 SG IO 03.9145 04/25/2040 0.04%
FNR 2013-115 CI IO 04.0000 02/25/2043 0.04%
FNR 2013-53 JI IO 03.0000 12/25/2041 0.04%
FNR 2015-88 QI IO 04.0000 10/25/2044 0.04%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.04%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.04%
GNR 2010-20 SC IO 03.6623 02/20/2040 0.04%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.04%
GNR 2013-182 SY IO 03.6123 12/20/2043 0.04%
GNR 2013-183 JI IO 04.5000 02/16/2043 0.04%
GNR 2013-27 IJ IO 04.0000 02/20/2043 0.04%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.04%
GNR 2014-58 SA IO 03.6123 04/20/2044 0.04%
GNR 2015-17 LI IO 03.5000 05/16/2040 0.04%
GNR 2017-136 IG IO 03.5000 02/20/2044 0.04%
GNR 2017-79 IB IO 05.5000 05/20/2047 0.04%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.04%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.04%
GREIF INC P/P 144A 06.5000 03/01/2027 0.04%
HCA INC 05.2500 06/15/2026 0.04%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.04%
JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 0.04%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.04%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.04%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.04%
LLOYDS BANKING GROUP P/P 144A 06.6570 05/21/2037 0.04%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.04%
MERCER INTL INC USD 06.5000 02/01/2024 0.04%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.04%
NETFLIX INC 04.8750 04/15/2028 0.04%
NRG ENERGY P/P 144A CV 02.7500 06/01/2048 0.04%
NZD/USD 04/17/2019 GSFX 0.04%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.04%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.04%
ON SEMICONDUC CV 01.6250 10/15/2023 0.04%
OPTN FN30 2.5 04/03/19 CALL 94.5625 JPMC 0.04%
PALO ALTO NET P/P 144A CV 00.7500 07/01/2023 0.04%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 0.04%
PAR PHARMA INC P/P 144A 07.5000 04/01/2027 0.04%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.04%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.04%
QORVO INC P/P 144A 05.5000 07/15/2026 0.04%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.04%
REYNOLDS GROUP TL L+300 05.2486 02/05/2023 0.04%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.04%
ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 0.04%
ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 0.04%
SESI LLC 07.7500 09/15/2024 0.04%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.04%
SM ENERGY CO 05.0000 01/15/2024 0.04%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.04%
STACR 2017-HQA1 M2 06.0355 08/25/2029 0.04%
STACR 2018-DNA1 B1 05.6355 07/25/2030 0.04%
STEARNS HOLDINGS LLC P/P 144A 09.3750 08/15/2020 0.04%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.04%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.04%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.04%
SWPTN 1YX30Y P 1.288 EUR 02/17/2020 JP 0.04%
SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS 0.04%
SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS 0.04%
SWPTN 7YX5Y P 2.647 USD 06/03/2024 BA 0.04%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI 0.04%
T-MOBILE USA INC 04.7500 02/01/2028 0.04%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.04%
TENNANT CO 05.6250 05/01/2025 0.04%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.04%
TRAVELPORT TLB L+500 07.6326 03/18/2026 0.04%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.04%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.04%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.04%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.04%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 0.04%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.04%
WPX ENERGY INC 05.7500 06/01/2026 0.04%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.04%
ZIGGO BOND CO BV P/P 144A 06.0000 01/15/2027 0.04%
0.95 R ISWP FWD SES3M P 06/19/2029 0.03%
1.20 R ISWP FWD GBL6M P 06/19/2024 0.03%
1.3775 R ISWP SES3M P 01/30/2028 0.03%
2.86 R ISWP US0003M P 01/22/2020 0.03%
3.11 R ISWP FWD US0003M P 02/27/2028 0.03%
AKAMAI TECH P/P 144A CV 00.1250 05/01/2025 0.03%
AKER BP ASA P/P 144A 05.8750 03/31/2025 0.03%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.03%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 0.03%
ALTICE LUXEMBOURG SA REGS 06.2500 02/15/2025 0.03%
AMERICA MOVIL SAB DE CV REGS 00.0000 05/28/2020 0.03%
ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 0.03%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.03%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.03%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.03%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.03%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.03%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.03%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.03%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.03%
CAS 2018-C06 2M2 04.5855 03/25/2031 0.03%
CAS 2019-R01 2M2 04.9355 07/25/2031 0.03%
CHEMOURS CO 05.3750 05/15/2027 0.03%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.03%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 0.03%
CIRSA FINANCE INTER P/P 144A 07.8750 12/20/2023 0.03%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.03%
CMLTI 2007-AMC3 A2B 02.6655 03/25/2037 0.03%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.03%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.03%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 0.03%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 0.03%
DCP MIDSTREAM OPERATING 05.3750 07/15/2025 0.03%
DEXCOM INC P/P 144A CV 00.7500 12/01/2023 0.03%
DISH NETWORK CV 03.3750 08/15/2026 0.03%
ENSCO PLC USD 07.7500 02/01/2026 0.03%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.03%
EUR/USD 06/19/2019 RBSF 0.03%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 0.03%
FHR 4199 CI IO 03.5000 12/15/2037 0.03%
FNR 2012-30 HI IO 04.5000 12/25/2040 0.03%
FNR 2012-36 SN IO 03.9645 04/25/2042 0.03%
FNR 2013-35 PI IO 03.0000 02/25/2042 0.03%
FNR 2013-60 IP IO 04.0000 10/25/2042 0.03%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.03%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.03%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.03%
GNR 2013-102 IP IO 03.5000 06/20/2043 0.03%
GNR 2013-129 SN IO 03.6623 09/20/2043 0.03%
GNR 2013-165 IL IO 04.0000 03/20/2043 0.03%
GNR 2013-167 IO IO 04.5000 09/20/2040 0.03%
GNR 2013-28 IO IO 03.5000 02/20/2043 0.03%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.03%
GNR 2013-99 VS IO 03.6183 07/16/2043 0.03%
GNR 2014-163 PI IO 04.0000 10/20/2043 0.03%
GNR 2015-134 LI IO 03.5000 05/20/2039 0.03%
GNR 2015-79 MI IO 04.0000 05/20/2044 0.03%
GNR 2017-17 DI IO 03.5000 09/20/2043 0.03%
GNR 2018-127 IA IO 03.5000 04/20/2042 0.03%
GNR 2018-127 IB IO 04.5000 06/20/2045 0.03%
GNR 2018-94 AI IO 04.5000 07/20/2048 0.03%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.03%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032 0.03%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.03%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.03%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.03%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.03%
ILLUMINA INC P/P 144A CV 00.0000 08/15/2023 0.03%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.03%
INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 0.03%
JAZZ INVESTME USD 01.8750 08/15/2021 0.03%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.03%
JO-ANN STORES TL L+500 07.7610 10/16/2023 0.03%
JPMCC 2012-C8 E P/P 144A 04.6530 10/15/2045 0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.03%
LENNAR CORP 05.8750 11/15/2024 0.03%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.03%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.03%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.03%
MERCER INTL INC USD 05.5000 01/15/2026 0.03%
METLIFE INC P/P 144A 09.2500 04/08/2038 0.03%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 0.03%
MURRAY ENERGY TLB2 L+725 09.7489 10/17/2022 0.03%
NETFLIX INC P/P 144A 06.3750 05/15/2029 0.03%
NETFLIX INC. P/P 144A 05.8750 11/15/2028 0.03%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.03%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.03%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.03%
NORDEX SE REGS 06.5000 02/01/2023 0.03%
NOVAFIVES REGS 05.0000 06/15/2025 0.03%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.03%
NRG ENERGY INC 07.2500 05/15/2026 0.03%
ORYX TLB L+325 05.7486 02/28/2025 0.03%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.03%
PRICELINE.COM CV 00.3500 06/15/2020 0.03%
REVLON CONS TLB L+350 06.1289 09/07/2023 0.03%
ROBERTSHAW TL 2L L+800 10.5000 02/28/2026 0.03%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.03%
SPLUNK INC P/P 144A CV 01.1250 09/15/2025 0.03%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.03%
SS&C TECH INC P/P 144A 05.5000 09/30/2027 0.03%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP 0.03%
SWPTN 12YX10Y P 2.725 USD 11/08/2029 GS 0.03%
SWPTN 12YX10Y R 3.005 USD 11/16/2029 GS 0.03%
SWPTN 1YX2Y R -0.065 EUR 08/28/2019 GS 0.03%
SWPTN 5WX2Y R 2.41 USD 04/23/2019 CI 0.03%
SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS 0.03%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS 0.03%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP 0.03%
SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS 0.03%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.03%
TENDAM BRANDS SAU REGS 05.0000 09/15/2024 0.03%
TENET HEALTHCARE 04.6250 07/15/2024 0.03%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.03%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.03%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.03%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.03%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.03%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.03%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.03%
WILLIAMS COS INC 07.7500 06/15/2031 0.03%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.03%
WORKDAY INC CV 00.2500 10/01/2022 0.03%
ZIGGO BOND CO BV P/P 144A 04.6250 01/15/2025 0.03%
ZIGGO BV P/P 144A 05.5000 01/15/2027 0.03%
0.354 R ISWP FWD EUR006M P 09/21/2021 0.02%
1.125 R ISWP SES3M P 11/10/2027 0.02%
1.13 R ISWP SES3M P 11/10/2027 0.02%
1.1575 R ISWP SES3M P 11/13/2027 0.02%
1.16 R ISWP SES3M P 11/13/2027 0.02%
1.35 R ISWP FWD GBL6M P 06/19/2029 0.02%
1.354 R ISWP FWD EUR006M P 02/19/2050 0.02%
2.1825 R ISWP AUDBB6M P 03/20/2029 0.02%
2.536 R ISWP FWD US0003M P 12/02/2023 0.02%
AES CORP/THE 04.5000 03/15/2023 0.02%
AIR METHODS TLB L+350 06.1010 04/21/2024 0.02%
AIRBUS SE REGS 00.0000 06/14/2021 0.02%
ALTICE FINANCING SA P/P 144A 07.5000 05/15/2026 0.02%
AMC ENT HOLDIN 05.8750 11/15/2026 0.02%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 0.02%
BAUSCH HLTH COS INC P/P 144A 05.7500 08/15/2027 0.02%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.02%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.02%
BMIR 2018-2A B1 P/P 144A 05.1355 08/25/2028 0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.02%
BSCMS 2006-PW11 C P/P 144A 05.2509 03/11/2039 0.02%
BWAY CORP TLB L+325 06.0325 04/03/2024 0.02%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.02%
CAS 2015-C02 1M2 06.4855 05/25/2025 0.02%
CAS 2015-C03 2M2 07.4855 07/25/2025 0.02%
CAS 2016-C05 2M2 06.9355 01/25/2029 0.02%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.02%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.02%
CHEGG INC P/P 144A CV 00.1250 03/15/2025 0.02%
CHENIERE ENERGY INC CV 04.2500 03/15/2045 0.02%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.02%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.02%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 0.02%
CIT GROUP INC. 05.0000 08/15/2022 0.02%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.02%
COLONY STARWO CV 03.5000 01/15/2022 0.02%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.02%
COUPA SOFTW P/P 144A CV 00.3750 01/15/2023 0.02%
CPG INTL TL L+375 06.6330 05/05/2024 0.02%
CPURNSA P 2.19 R 12/06/27 0.02%
CPURNSA P 2.1939 R 12/21/27 0.02%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 0.02%
DENBURY RESOURCES P/P 144A 07.5000 02/15/2024 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%
DOCUSIGN INC P/P 144A CV 00.5000 09/15/2023 0.02%
DYCOM IND INC CV 00.7500 09/15/2021 0.02%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.02%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 0.02%
ENERGY TRANSFER OPERATNG 05.5000 06/01/2027 0.02%
EQUINIX INC 05.8750 01/15/2026 0.02%
EUR/USD 06/19/2019 BANKAM 0.02%
EUR/USD 06/19/2019 BCAP-FX 0.02%
EUR/USD 06/19/2019 GSFX 0.02%
EUR/USD 06/19/2019 HSBCB 0.02%
EUR/USD 06/19/2019 JPMCB 0.02%
EUR/USD 06/19/2019 SSBT 0.02%
EUR/USD 06/19/2019 UBS 0.02%
EUR/USD 06/19/2019 WPAC 0.02%
EURONET WORLD P/P 144A CV 00.7500 03/15/2049 0.02%
EVERBRIDGE INC CV 01.5000 11/01/2022 0.02%
FHLMC FH30G B32453 04.5000 01/01/2049 0.02%
FHR 4020 IA IO 04.0000 03/15/2027 0.02%
FNR 2006-8 HP 15.4532 03/25/2036 0.02%
FNR 2012-145 TI IO 03.0000 11/25/2042 0.02%
FNR 2013-18 SB IO 03.6645 10/25/2041 0.02%
FNR 2013-30 IP IO 03.0000 10/25/2041 0.02%
FNR 2013-44 PI IO 04.0000 01/25/2043 0.02%
FNR 2013-70 CI IO 03.5000 01/25/2043 0.02%
FNR 2015-42 LS IO 03.7145 06/25/2045 0.02%
FORTIVE CORP P/P 144A CV 00.8750 02/15/2022 0.02%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.02%
FRONTIER COMM 11.0000 09/15/2025 0.02%
GBP/USD CALL 1.37 20190726 BANKAM 0.02%
GNR 2012-48 AI IO 03.5000 02/20/2036 0.02%
GNR 2012-56 IB IO 04.0000 04/20/2042 0.02%
GNR 2012-92 AI IO 03.5000 04/20/2042 0.02%
GNR 2012-H29 AI IO 01.4808 10/20/2062 0.02%
GNR 2012-H29 FI IO 01.4808 10/20/2062 0.02%
GNR 2013-24 PI IO 04.0000 11/20/2042 0.02%
GNR 2018-127 IC IO 05.0000 10/20/2044 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%
IAC FINANCECO P/P 144A CV 00.8750 10/01/2022 0.02%
INSULET CORP P/P 144A CV 01.3750 11/15/2024 0.02%
INTEL CORP CV 03.2500 08/01/2039 0.02%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.02%
ISTAR INC 06.0000 04/01/2022 0.02%
ISTAR INC. 05.2500 09/15/2022 0.02%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.02%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.02%
JAGGED PEAK ENERGY 05.8750 05/01/2026 0.02%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.02%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.02%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 0.02%
JPY/USD 05/15/2019 CITI 0.02%
JPY/USD 05/15/2019 JPMCB 0.02%
JPY/USD 05/15/2019 UBS 0.02%
KAMAN CORP CV 03.2500 05/01/2024 0.02%
KCA DEUTAG US FIN LLC L+675 09.5530 03/21/2023 0.02%
LIBERTY EXPEDIA HOLD INC 144A 0.02%
LIBERTY MEDIA CV 01.0000 01/30/2023 0.02%
LIVE NATION CV 02.5000 03/15/2023 0.02%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.02%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.02%
MEDICINES CO CV 02.5000 01/15/2022 0.02%
MERCER INTL INC USD 07.7500 12/01/2022 0.02%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.02%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.02%
NAVISTAR FIN CORP TLB L+375 06.3125 07/30/2025 0.02%
NETFLIX INC 05.8750 02/15/2025 0.02%
NEW RELIC INC P/P 144A CV 00.5000 05/01/2023 0.02%
NICE SYS INC CV 01.2500 01/15/2024 0.02%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.02%
NRG ENERGY INC 05.7500 01/15/2028 0.02%
NUANCE COMM CV 01.2500 04/01/2025 0.02%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.02%
OPTN FN30 3.0 05/06/19 CALL 99.625 JPMC 0.02%
OPTN FN30 3.5 04/03/19 CALL 99.84765625 JPMC 0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.02%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.02%
PLURALSIGHT P/P 144A CV 00.3750 03/01/2024 0.02%
RACKSPACE HOSTING INC L+300 05.7375 11/03/2023 0.02%
REALPAGE INC CV 01.5000 11/15/2022 0.02%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.02%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 0.02%
RINGCENTRAL CV 00.0000 03/15/2023 0.02%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.02%
SERVICENOW IN CV 00.0000 06/01/2022 0.02%
SESI LLC 07.1250 12/15/2021 0.02%
SIKA AG REGS 00.1500 06/05/2025 0.02%
SM ENERGY CO 06.6250 01/15/2027 0.02%
SOCIALIST REP OF VIE P/P 144A 04.8000 11/19/2024 0.02%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.02%
SQUARE INC P/P 144A CV 00.5000 05/15/2023 0.02%
STACR 2014-HQ3 M3 07.2355 10/25/2024 0.02%
STACR 2015-HQ1 M3 06.2855 03/25/2025 0.02%
STACR 2016-DNA1 B 12.4855 07/25/2028 0.02%
STACR 2019-DNA2 B1 06.8368 03/25/2049 0.02%
STAR MERGER SUB INC P/P 144A 06.8750 08/15/2026 0.02%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS 0.02%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS 0.02%
SWPTN 12YX10Y P 3.005 USD 11/16/2029 GS 0.02%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP 0.02%
SWPTN 12YX10Y R 2.725 USD 11/08/2029 GS 0.02%
SWPTN 1MX5Y P 2.38875 USD 04/29/2019 CI 0.02%
SWPTN 1MX5Y R 2.19625 USD 04/29/2019 CI 0.02%
SWPTN 1YX2Y P 2.486 USD 01/31/2020 JP 0.02%
SWPTN 1YX2Y P 2.56 USD 02/06/2020 JP 0.02%
SWPTN 5WX5Y P 2.3975 USD 05/02/2019 GS 0.02%
SWPTN 5WX5Y R 2.1975 USD 05/02/2019 GS 0.02%
SWPTN 6MX30Y P 1.28 EUR 08/07/2019 JP 0.02%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI 0.02%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP 0.02%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS 0.02%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI 0.02%
SWPTN LIABILITY 1MX5Y P 2.2925 USD 04/29/2019 CI 0.02%
SWPTN LIABILITY 1MX5Y R 2.2925 USD 04/29/2019 CI 0.02%
SWPTN LIABILITY 5WX5Y R 2.2975 USD 05/02/2019 GS 0.02%
T-MOBILE USA INC 04.5000 02/01/2026 0.02%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 0.02%
TELADOC INC P/P 144A CV 01.3750 05/15/2025 0.02%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 0.02%
THE AES CORPORATION 04.8750 05/15/2023 0.02%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.02%
TOTAL SA REGS 00.5000 12/02/2022 0.02%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 0.02%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.02%
TWILIO INC P/P 144A CV 00.2500 06/01/2023 0.02%
TWITTER INC CV 01.0000 09/15/2021 0.02%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.02%
VIRGIN MEDIA SECURED FIN REGS 05.1250 01/15/2025 0.02%
WAYFAIR INC CV 00.3750 09/01/2022 0.02%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.02%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.02%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.02%
WERNER TLB L+400 06.7970 07/24/2024 0.02%
WRIGHT MEDICA P/P 144A CV 01.6250 06/15/2023 0.02%
-0.2225 R ISWP SES3M P 11/13/2019 0.01%
-0.23 R ISWP SES3M P 11/13/2019 0.01%
-0.245 R ISWP SES3M P 11/10/2019 0.01%
-0.246 R ISWP SES3M P 11/10/2019 0.01%
0.09 R ISWP JPL6M P 12/19/2022 0.01%
0.135 R ISWP JPL6M P 01/15/2023 0.01%
0.148 R ISWP JPL6M P 02/16/2023 0.01%
1.02 R ISWP TELBOR03 P 03/20/2024 GS 0.01%
2.0525 R ISWP CDOR03 P 11/14/2022 0.01%
2.80 R ISWP FWD US0003M P 06/19/2049 0.01%
2.806 R ISWP FWD US0003M P 03/05/2030 0.01%
8X8 INC P/P 144A CV 00.5000 02/01/2024 0.01%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.01%
AIR TRANSPORT CV 01.1250 10/15/2024 0.01%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.01%
ALTA MESA HLDGS 07.8750 12/15/2024 0.01%
ALTERYX INC P/P 144A CV 00.5000 06/01/2023 0.01%
ARCELORMITTAL USD 06.1250 06/01/2025 0.01%
ARGENTINE REPUBLIC USD 06.8750 01/26/2027 0.01%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.01%
AUD/USD 04/17/2019 HSBCB 0.01%
AUD/USD 04/17/2019 RBSF 0.01%
AUD/USD 04/17/2019 SSBT 0.01%
BASF SE REGS 00.9250 03/09/2023 0.01%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.01%
BAYER AG REGS 00.0500 06/15/2020 0.01%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 0.01%
BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 0.01%
CAD/USD 04/17/2019 BCAP-FX 0.01%
CAD/USD 04/17/2019 CITI 0.01%
CAD/USD 04/17/2019 RBSF 0.01%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.01%
CARBONITE INC CV 02.5000 04/01/2022 0.01%
CAS 2015-C01 1M2 06.7855 02/25/2025 0.01%
CAS 2016-C05 2B 13.2355 01/25/2029 0.01%
CAS 2016-C06 1M2 06.7355 04/25/2029 0.01%
CAS 2018-C03 1B1 06.2355 10/25/2030 0.01%
CAS 2019-R02 1M2 04.7855 08/25/2031 0.01%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 05/01/2027 0.01%
CELLNEX TELECOM SA REGS 01.5000 01/16/2026 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.01%
CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 0.01%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.01%
CLOVIS ONCOLOGY INC CV 01.2500 05/01/2025 0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.01%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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 ML 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.01%
COMMSCOPE FIN LLC P/P 144A 05.5000 03/01/2024 0.01%
COMMSCOPE FIN LLC P/P 144A 06.0000 03/01/2026 0.01%
CONMED CORP P/P 144A CV 02.6250 02/01/2024 0.01%
CPURNSA P 2.085 R 07/03/27 0.01%
CSMC 2007-C4 C P/P 144A 05.8056 09/15/2039 0.01%
CTRIP.COM INTL LTD USD 01.2500 09/15/2022 0.01%
ELDORADO RESORTS INC 06.0000 09/15/2026 0.01%
ENI SPA REGS 00.0000 04/13/2022 0.01%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.01%
ETSY INC CV 00.0000 03/01/2023 0.01%
EUR/USD 06/19/2019 CITI 0.01%
EUR/USD 06/19/2019 CSI-FX 0.01%
EXACT SCIENCES CORP CV 00.3750 03/15/2027 0.01%
EXACT SCIENCES CORP CV 01.0000 01/15/2025 0.01%
FHLMC FH30G B32454 05.0000 01/01/2049 0.01%
FHR 3408 EK 15.7988 04/15/2037 0.01%
FHR 4105 HI IO 03.5000 07/15/2041 0.01%
FHR 4210 PI IO 03.0000 12/15/2041 0.01%
FIRST DATA TL L+200 04.4899 04/26/2024 0.01%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.01%
FNR 2015-30 IO IO 05.5000 05/25/2045 0.01%
FNR 2018-86 DS IO 03.6145 12/25/2048 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%
GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 0.01%
GN STORE NORD REGS 00.0000 05/31/2022 0.01%
GNR 2010-68 SD IO 04.0923 06/20/2040 0.01%
GNR 2014-108 IP IO 04.5000 12/20/2042 0.01%
GNR 2016-77 SL IO 03.6623 03/20/2043 0.01%
GNR 2017-26 MI IO 05.0000 11/20/2039 0.01%
GOVERNMENT NATIONAL MORTGAGE A 0.01%
GSMS 2012-GC6 D P/P 144A 05.6525 01/10/2045 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2040 0.01%
HUBSPOT INC CV 00.2500 06/01/2022 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 CV 00.2500 09/01/2022 0.01%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.01%
INPHI CORP CV 00.7500 09/01/2021 0.01%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.01%
IQIYI INC P/P 144A 02.0000 04/01/2025 0.01%
JC PENNEY CORP INC 07.4000 04/01/2037 0.01%
JPMCC 2013-LC11 D 04.1692 04/15/2046 0.01%
JPY/USD 05/15/2019 BCAP-FX 0.01%
JPY/USD 05/15/2019 GSFX 0.01%
JPY/USD 05/15/2019 SSBT 0.01%
KRONOS TLB L+300 05.2225 11/01/2023 0.01%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.01%
LIGAND PHARMA P/P 144A CV 00.7500 05/15/2023 0.01%
LLOYDS BANK PLC 13.0000 01/29/2049 0.01%
LVMH MOET HENNESSY VUITT CV PFD 0.01%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.01%
MERCER INTL INC P/P 144A 07.3750 01/15/2025 0.01%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.01%
MSBAM 2013-C11 D P/P 144A 04.3652 08/15/2046 0.01%
MSRR 2010-R4 4B 03.4395 02/26/2037 0.01%
NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.01%
NEUROCRINE CV 02.2500 05/15/2024 0.01%
NEXITY SA CV PFD 0.01%
NINE POINT ENERGY COM 0.01%
NUTANIX INC CV 00.0000 01/15/2023 0.01%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.01%
OKTA INC CV 00.2500 02/15/2023 0.01%
OPTN FN30 3.5 05/06/19 PUT 101.06640625 JPMC 0.01%
OPTN FN30 3.5 05/06/19 PUT 101.19140625 JPMC 0.01%
OPTN FN30 3.5 05/06/19 PUT 101.31640625 JPMC 0.01%
OPTN FN30 3.5 05/06/19 PUT 101.44140625 JPMC 0.01%
ORTHO-CLINICAL TLB L+325 05.7486 06/01/2025 0.01%
OSI SYS INC CV 01.2500 09/01/2022 0.01%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 0.01%
PATRICK INDS CV 01.0000 02/01/2023 0.01%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 0.01%
PRICELINE GRO CV 00.9000 09/15/2021 0.01%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 0.01%
RAG-STIFTUNG REGS 00.0000 02/18/2021 0.01%
REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 0.01%
RED HAT INC CV 00.2500 10/01/2019 0.01%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 0.01%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.01%
SEK/USD 06/19/2019 JPMCB 0.01%
SERVICE CORP INTL 04.6250 12/15/2027 0.01%
SIEMENS FINANCIERINGSMAT REGS 01.6500 08/16/2019 0.01%
STACR 2017-DNA1 M2 05.7355 07/25/2029 0.01%
STACR 2019-DNA1 M2 05.1355 01/25/2049 0.01%
STARFRUIT US/STAR F P/P 144A 06.5000 10/01/2026 0.01%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.01%
STMICROELECTRONICS NV REGS 00.2500 07/03/2024 0.01%
SUEZ CV PFD 0.01%
SUPERNUS PH CV 00.6250 04/01/2023 0.01%
SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP 0.01%
SWPTN 5WX5Y R 2.10625 USD 04/29/2019 GS 0.01%
SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC 0.01%
SYMRISE AG REGS 00.2375 06/20/2024 0.01%
T-MOBILE USA INC. 04.0000 04/15/2022 0.01%
TABULA RASA H P/P 144A CV 01.7500 02/15/2026 0.01%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 0.01%
TELEFONICA PARTICIPACION REGS 00.0000 03/09/2021 0.01%
TELENOR EAST HOLDING II REGS 00.2500 09/20/2019 0.01%
TESLA INC CV 02.3750 03/15/2022 0.01%
TIAAC 2003-1A E 144A 08.0000 12/28/2038 0.01%
TRANSDIGM INC 06.5000 05/15/2025 0.01%
TTM TECHNOLOGIES INC CV 01.7500 12/15/2020 0.01%
UBISOFT ENTERTAINMENT SA CV PFD 0.01%
UNIBAIL-RODAMCO SE CV PFD 0.01%
USA COM PART/USA COM P/P 144A 06.8750 09/01/2027 0.01%
VALEO SA REGS 00.0000 06/16/2021 0.01%
VEOLIA ENVIRONNEMENT SA CV PFD 0.01%
VOCERA COMM P/P 144A CV 01.5000 05/15/2023 0.01%
VODAFONE GROUP PLC REGS 00.0000 11/26/2020 0.01%
WENDEL SA CV PFD 0.01%
WESTERN DI P/P 144A CV 01.5000 02/01/2024 0.01%
WFRBS 2011-C5 E P/P 144A 05.6731 11/15/2044 0.01%
WIX LTD P/P 144A 00.0000 07/01/2023 0.01%
WPX ENERGY INC 06.0000 01/15/2022 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
-0.085 R ISWP SES3M P 01/30/2020 0.00%
-0.104 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.124 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.1249 R ISWP EUR006M P 01/30/2020 0.00%
0.151 R ISWP FWD EUR006M P 06/19/2024 0.00%
0.45 R ISWP FWD SES3M P 06/19/2024 0.00%
0.601 R ISWP FWD EUR006M P 06/19/2029 0.00%
1.001 R ISWP FWD GBL6M P 06/19/2021 0.00%
1.035 R ISWP TELBOR03 P 03/19/2024 GS 0.00%
1.113 R ISWP FWD EUR006M P 03/26/2050 0.00%
1.201 R ISWP FWD GBL6M P 06/19/2024 0.00%
1.351 R ISWP FWD GBL6M P 06/19/2029 0.00%
1.80 R ISWP FWD NOKOIB6M P 06/19/2024 0.00%
2.00 R ISWP FWD NOKOIB6M P 06/19/2029 0.00%
2.02 R ISWP CDOR03 P 11/02/2022 0.00%
2.03 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/27/2021 0.00%
2.25 R ISWP FWD CDOR03 P 06/19/2029 0.00%
2.28456 R ISWP US0003M P 04/02/2024 0.00%
2.524 R ISWP FWD NFIX3MID P 03/28/2029 0.00%
2.528 R ISWP FWD US0003M P 02/02/2024 0.00%
2.57 R ISWP FWD US0003M P 02/02/2024 0.00%
2.5725 R ISWP FWD US0003M P 02/02/2024 0.00%
2.67 R ISWP FWD US0003M P 03/28/2052 0.00%
6.66 R ISWP IN00O/N P 12/20/2022 0.00%
AUD/USD 04/17/2019 BANKAM 0.00%
AUD/USD 04/17/2019 BCAP-FX 0.00%
AUD/USD 04/17/2019 CITI 0.00%
AUD/USD 04/17/2019 UBS 0.00%
AUD/USD 04/17/2019 WPAC 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
BALTA 2005-8 21A1 04.4639 10/25/2035 0.00%
BCAP 2012-RR5 4A8 02.6599 06/26/2035 0.00%
BEKAERT SA REGS 00.0000 06/09/2021 0.00%
CAD/USD 04/17/2019 CSI-FX 0.00%
CAD/USD 04/17/2019 HSBCB 0.00%
CAD/USD 04/17/2019 JPMCB 0.00%
CAD/USD 04/17/2019 UBS 0.00%
CAD/USD 04/17/2019 WPAC 0.00%
CAESARS ENTERTAIN CORP CV 05.0000 10/01/2024 0.00%
CAS 2018-C05 1B1 06.7355 01/25/2031 0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 0.00%
CHC GRP LLC/FIN P/P USD 00.0000 10/01/2020 0.00%
CHF/USD 06/19/2019 BCAP-FX 0.00%
CHF/USD 06/19/2019 JPMCB 0.00%
CINEMARK USA INC 05.1250 12/15/2022 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG 0.00%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CNH/USD 05/15/2019 HSBCB 0.00%
CPURNSA P 2.05 R 07/05/27 0.00%
CPURNSA R 1.89 P 07/05/22 0.00%
CPURNSA R 1.9225 P 07/03/22 0.00%
CSMC 2006-C5 AX IO 00.4552 12/15/2039 0.00%
DP WORLD PLC REGS 01.7500 06/19/2024 0.00%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EURO-SCHATZ FUT JUN19 DUM9 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 00.3766 10/25/2041 0.00%
FNR 2005-83 QP 10.9317 11/25/2034 0.00%
FNS 366 22 IO 04.5000 10/25/2035 0.00%
FNS 399 2 IO 05.5000 11/25/2039 0.00%
FNS 404 2 IO 04.5000 05/25/2040 0.00%
FNS 405 2 IO 04.0000 10/25/2040 0.00%
FNW 2002-W8 IO1 IO 00.3061 06/25/2042 0.00%
FRAC TECH INTL TLB L+475 07.2430 04/16/2021 0.00%
FSPC T-57 1AX IO 00.3736 07/25/2043 0.00%
GBP/USD 06/19/2019 BCAP-FX 0.00%
GBP/USD 06/19/2019 CITI 0.00%
GBP/USD 06/19/2019 GSFX 0.00%
GBP/USD 06/19/2019 SSBT 0.00%
GBP/USD 06/19/2019 UBS 0.00%
GBP/USD CALL 1.47 20190726 BANKAM 0.00%
GMACC 2004-C3 B 04.9650 12/10/2041 0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036 0.00%
GSMS 2005-GG4 XC IO P/P 144A 01.2456 07/10/2039 0.00%
HKD/USD 05/15/2019 BANKAM 0.00%
HKD/USD 05/15/2019 BCAP-FX 0.00%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 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 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%
JPY/USD 05/15/2019 BANKAM 0.00%
JPY/USD 05/15/2019 CSI-FX 0.00%
JPY/USD 05/15/2019 RBSF 0.00%
LONG GILT FUTURE JUN19 G M9 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 2007-C5 X IO P/P 144A 04.9727 12/15/2049 0.00%
MSBAM 2014-C15 F P/P 144A 04.0000 04/15/2047 0.00%
MTU AERO ENGINES AG REGS 00.1250 05/17/2023 0.00%
NOK/USD 06/19/2019 BCAP-FX 0.00%
NOK/USD 06/19/2019 CITI 0.00%
NOK/USD 06/19/2019 HSBCB 0.00%
NOK/USD 06/19/2019 RBSF 0.00%
NOK/USD 06/19/2019 UBS 0.00%
OPTN FN30 2.5 04/03/19 PUT 94.5625 JPMC 0.00%
OPTN FN30 3.5 04/03/19 PUT 99.84765625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 100.06640625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 100.19140625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 100.31640625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 100.44140625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 99.56640625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 99.69140625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 99.81640625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 99.94140625 JPMC 0.00%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.00%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.00%
SAREPTA THERA P/P CV 01.5000 11/15/2024 0.00%
SEK/USD 06/19/2019 BANKAM 0.00%
SEK/USD 06/19/2019 BCAP-FX 0.00%
SEK/USD 06/19/2019 SSBT 0.00%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022 0.00%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STMICROELECTRONICS N.V. REGS 00.0000 07/03/2022 0.00%
STRIP 2003-1A N P/P 144A 05.0000 03/24/2020 0.00%
SWPTN 13WX10Y P 0.8 EUR 05/07/2019 MS 0.00%
SWPTN 13WX10Y P 0.9 EUR 05/07/2019 MS 0.00%
SWPTN 1YX2Y P 3.095 USD 11/19/2019 JP 0.00%
SWPTN 1YX2Y P 3.0975 USD 11/18/2019 MS 0.00%
SWPTN 1YX2Y P 3.3975 USD 11/18/2019 MS 0.00%
SWPTN 1YX2Y P 3.415 USD 11/19/2019 JP 0.00%
SWPTN 3MX10Y P 1.516 GBP 04/16/2019 JP 0.00%
SWPTN 3MX10Y P 1.52 GBP 04/16/2019 RB 0.00%
SWPTN 3MX10Y P 1.668 GBP 04/16/2019 RB 0.00%
SWPTN 3MX30Y P 1.628 GBP 04/16/2019 JP 0.00%
SWPTN 3MX5Y P 1.361 GBP 04/16/2019 JP 0.00%
SWPTN 5WX10Y P 0.6 EUR 04/23/2019 MS 0.00%
SWPTN 5WX10Y P 1.369 GBP 04/23/2019 MS 0.00%
SWPTN LIABILITY 5WX5Y P 2.2975 USD 05/02/2019 GS 0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 0.00%
UKRPI P 3.3875 R 03/15/28 0.00%
UKRPI P 3.4025 R 03/15/28 0.00%
US 10YR ULTRA FUT JUN19 UXYM9 0.00%
US 2YR NOTE (CBT) JUN19 TUM9 0.00%
US 5YR NOTE (CBT) JUN19 FVM9 0.00%
US ULTRA BOND CBT JUN19 WNM9 0.00%
USD/CNH CALL 7.00 20190404 GSFX 0.00%
USD/CNH CALL 7.20 20190404 GSFX 0.00%
WBCMT 2007-C34 IO IO 00.0909 05/15/2046 0.00%
0.106 R ISWP EUR006M P 03/21/2024 -0.01%
0.29 R ISWP JPL6M P 12/19/2027 -0.01%
0.7495 R ISWP FWD JPL6M P 08/29/2043 -0.01%
1.2115 R ISWP FWD EUR006M P 03/12/2050 -0.01%
1.267 R ISWP FWD EUR006M P 03/11/2050 -0.01%
1.484 R ISWP FWD EUR006M P 11/29/2058 -0.01%
1.52 R ISWP FWD GBL6M P 04/16/2029 -0.01%
2.00 R ISWP FWD CDOR03 P 06/19/2024 -0.01%
2.25 R ISWP FWD AUDBB6M P 06/19/2029 -0.01%
2.33973 R ISWP US0003M P 03/29/2029 -0.01%
2.40 R ISWP FWD NFIX3MID P 06/19/2029 -0.01%
2.647 R ISWP FWD US0003M P 03/16/2030 -0.01%
AUD/USD 04/17/2019 CSI-FX -0.01%
AUD/USD 04/17/2019 GSFX -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -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 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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 ML -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.01%
CPURNSA R 2.05 P 12/06/22 -0.01%
CPURNSA R 2.068 P 12/21/22 -0.01%
GBP/USD 06/19/2019 BANKAM -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%
JPY/USD 05/15/2019 HSBCB -0.01%
NOK/USD 06/19/2019 BANKAM -0.01%
NOK/USD 06/19/2019 JPMCB -0.01%
NOK/USD 06/19/2019 SSBT -0.01%
OPTN FN30 3.5 05/06/19 PUT 100.56640625 JPMC -0.01%
OPTN FN30 3.5 05/06/19 PUT 100.69140625 JPMC -0.01%
OPTN FN30 3.5 05/06/19 PUT 100.81640625 JPMC -0.01%
OPTN FN30 3.5 05/06/19 PUT 100.94140625 JPMC -0.01%
SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS -0.01%
SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS -0.01%
SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP -0.01%
SWPTN 5WX5Y R 2.20625 USD 04/29/2019 GS -0.01%
UKRPI P 3.34 R 02/15/28 -0.01%
-0.046 R ISWP FWD CHL6M P 09/21/2021 -0.02%
0.365 R ISWP JPL6M P 01/15/2028 -0.02%
0.366 R ISWP JPL6M P 02/16/2028 -0.02%
1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 -0.02%
2.208 R ISWP CDOR03 P 03/19/2029 -0.02%
2.375 R ISWP FWD US0003M P 04/16/2029 -0.02%
2.6785 R ISWP US0003M P 02/13/2029 -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -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 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 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 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 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
GBP/USD 06/19/2019 HSBCB -0.02%
GBP/USD 06/19/2019 JPMCB -0.02%
NOK/USD 06/19/2019 GSFX -0.02%
NZD/USD 04/17/2019 SSBT -0.02%
SWPTN 1MX5Y P 2.2925 USD 04/29/2019 CI -0.02%
SWPTN 1MX5Y R 2.2925 USD 04/29/2019 CI -0.02%
SWPTN 5WX5Y P 2.2975 USD 05/02/2019 GS -0.02%
SWPTN 5WX5Y R 2.2975 USD 05/02/2019 GS -0.02%
SWPTN 6MX5Y P 0.215 EUR 08/07/2019 JP -0.02%
SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS -0.02%
SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS -0.02%
SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS -0.02%
SWPTN LIABILITY 10YX20Y P 2.8175 USD 03/23/2027 GS -0.02%
SWPTN LIABILITY 10YX20Y R 2.8175 USD 03/23/2027 GS -0.02%
SWPTN LIABILITY 12YX10Y P 3.005 USD 11/16/2029 GS -0.02%
SWPTN LIABILITY 12YX10Y R 2.5 USD 11/09/2029 JP -0.02%
SWPTN LIABILITY 1MX5Y P 2.38875 USD 04/29/2019 CI -0.02%
SWPTN LIABILITY 1MX5Y R 2.19625 USD 04/29/2019 CI -0.02%
SWPTN LIABILITY 5WX5Y P 2.3975 USD 05/02/2019 GS -0.02%
SWPTN LIABILITY 5WX5Y R 2.1975 USD 05/02/2019 GS -0.02%
SWPTN LIABILITY 5YX20Y P 1.11125 JPY 08/24/2023 BC -0.02%
SWPTN LIABILITY 5YX20Y R 1.11125 JPY 08/24/2023 BC -0.02%
UKRPI P 3.34 R 03/15/28 -0.02%
-0.30 R ISWP FWD CHL6M P 06/19/2024 -0.03%
0.66875 R ISWP SES3M P 01/30/2023 -0.03%
0.9987 R ISWP EUR006M P 01/30/2028 -0.03%
2.20 R ISWP FWD US0003M P 04/10/2024 -0.03%
CAD/USD 04/17/2019 SSBT -0.03%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -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-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CPTFEMU R 1.42 P 08/15/27 -0.03%
OPTN FN30 3.0 05/06/19 PUT 99.625 JPMC -0.03%
SWPTN 5WX10Y R 2.421 USD 04/23/2019 CI -0.03%
SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS -0.03%
SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS -0.03%
SWPTN LIABILITY 12YX10Y P 2.725 USD 11/08/2029 GS -0.03%
SWPTN LIABILITY 12YX10Y R 2.725 USD 11/08/2029 GS -0.03%
SWPTN LIABILITY 12YX10Y R 3.005 USD 11/16/2029 GS -0.03%
SWPTN LIABILITY 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%
2.55 R ISWP FWD US0003M P 06/19/2029 -0.04%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.04%
CPTFEMU R 1.4475 P 09/15/27 -0.04%
SWPTN LIABILITY 12YX10Y P 2.5 USD 11/09/2029 JP -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%
0.21 R ISWP EURIBOR6MD P 05/04/2022 -0.05%
1.104 R ISWP FWD EUR006M P 03/21/2029 -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.05%
CPTFEMU R 1.4275 P 08/15/27 -0.05%
SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS -0.05%
SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS -0.05%
SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS -0.05%
SWPTN 1YX1Y R 2.58 USD 08/28/2019 MS -0.05%
1.61375 R ISWP FWD EUR006M P 10/27/2027 -0.06%
1.815 R ISWP FWD EUR006M P 02/27/2028 -0.06%
2.77 R ISWP US0003M P 01/22/2021 -0.06%
SWPTN 3YX2Y P 2.486 USD 01/31/2022 JP -0.06%
SWPTN 3YX2Y P 2.56 USD 02/07/2022 JP -0.06%
SWPTN 5YX30Y P 3.215 USD 11/27/2023 GS -0.06%
SWPTN LIABILITY 7YX5Y P 2.647 USD 06/03/2024 BA -0.06%
SWPTN LIABILITY 7YX5Y P 2.654 USD 06/03/2024 CI -0.06%
SWPTN LIABILITY 7YX5Y R 2.647 USD 06/03/2024 BA -0.06%
SWPTN LIABILITY 7YX5Y R 2.654 USD 06/03/2024 CI -0.06%
2.40 R ISWP FWD US0003M P 06/19/2024 -0.07%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.07%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.07%
CPTFEMU R 1.4 P 07/15/27 -0.07%
CPTFEMU R 1.4375 P 09/15/23 -0.07%
CPTFEMU R 1.4413 P 09/15/23 -0.07%
CPTFEMU R 1.4425 P 09/15/23 -0.07%
CPTFEMU R 1.4438 P 09/15/23 -0.07%
GNMA GII30 TBA 05.0000 04/01/2049 -0.07%
SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS -0.07%
SWPTN 1YX2Y R 0.115 EUR 08/28/2019 GS -0.07%
SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP -0.07%
SWPTN LIABILITY 5YX30Y P 3.27 USD 10/17/2023 MS -0.07%
SWPTN LIABILITY 5YX30Y R 3.27 USD 10/17/2023 MS -0.07%
SWPTN LIABILITY 6MX30Y P 1.28 EUR 08/07/2019 JP -0.07%
FNMA FN30 TBA 05.0000 04/01/2049 -0.08%
SWPTN 13WX10Y R 0.5 EUR 05/07/2019 MS -0.08%
2.00 R ISWP FWD NFIX3MID P 06/19/2024 -0.09%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.09%
SWPTN LIABILITY 10YX20Y P 1.921 EUR 10/18/2028 JP -0.09%
SWPTN LIABILITY 10YX20Y R 1.921 EUR 10/18/2028 JP -0.09%
SWPTN 1YX1Y R 2.8 USD 08/28/2019 MS -0.10%
SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP -0.11%
SWPTN 3YX2Y R 2.486 USD 01/31/2022 JP -0.11%
SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP -0.11%
SWPTN LIABILITY 10YX30Y P 1.72 EUR 11/27/2028 UB -0.11%
SWPTN LIABILITY 10YX30Y R 1.72 EUR 11/27/2028 UB -0.11%
SWPTN 3YX2Y R 2.56 USD 02/07/2022 JP -0.12%
SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP -0.12%
SWPTN 5YX24Y R 3.0 USD 04/04/2024 MS -0.12%
SWPTN 5YX24Y R 3.0 USD 04/12/2024 MS -0.12%
SWPTN 6YX24Y R 3.0 USD 01/31/2025 MS -0.12%
1.90 R ISWP FWD AUDBB6M P 06/19/2024 -0.13%
SWPTN LIABILITY 5YX30Y P 2.8325 USD 02/15/2022 JP -0.13%
SWPTN LIABILITY 5YX30Y R 2.8325 USD 02/15/2022 JP -0.13%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.14%
SWPTN 5YX30Y R 3.215 USD 11/27/2023 GS -0.19%
CDX CDX.NA.HY.32 500.0 06/20/2024 -0.24%
3.065 R ISWP FWD US0003M P 01/03/2029 -0.27%
2.55 R ISWP FWD US0003M P 06/19/2021 -0.31%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.33%
SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP -0.34%
2.50 R ISWP FWD US0003M P 06/19/2024 -0.52%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.69%
FNMA FN30 TBA 04.5000 04/01/2049 -0.87%
FNMA FN30 TBA 03.0000 04/01/2049 -1.38%

Prior top 10 holdings

Top 10 holdings as of 06/30/19
Fnma Fn30 Tba Umbs 03.5000 08/01/2049
Fnma Fn30 Tba Umbs 04.0000 08/01/2049
Fnma Fn30 Tba Umbs 04.0000 07/01/2049
Fnma Fn30 Tba Umbs 02.5000 08/01/2049
Gnma Gii30 Tba 04.5000 07/01/2049
Gnma Gii30 Tba 04.0000 07/01/2049
Petrobras Global Finance Usd 06.1250 01/17/2022
Fnma Fn30 Tba Umbs 05.5000 08/01/2049
Republic Of Indonesia Regs 04.7500 01/08/2026
Hellenic Republic P/P Regs 04.3750 08/01/2022
Holdings represent 27.33% of portfolio
Top 10 holdings as of 05/31/19
FNMA FN30 TBA UMBS 03.5000 06/01/2049
Fnma Fn30 Tba Umbs 04.0000 07/01/2049
FNMA FN30 TBA UMBS 04.0000 06/01/2049
Fnma Fn30 Tba Umbs 02.5000 07/01/2049
Gnma Gii30 Tba 04.5000 06/01/2049
Gnma Gii30 Tba 04.0000 06/01/2049
Petrobras Global Finance Usd 06.1250 01/17/2022
FNMA FN30 TBA UMBS 05.5000 06/01/2049
Cas 2015-C04 1m2 08.1298 04/25/2028
Republic Of Indonesia Regs 04.7500 01/08/2026
Holdings represent 27.59% of portfolio
Top 10 holdings as of 04/30/19
Umbs Fn30 Tba 03.5000 06/01/2049
Umbs Fn30 Tba 04.0000 06/01/2049
Gnma Gii30 Tba 04.5000 05/01/2049
Umbs Fn30 Tba 02.5000 05/01/2049
Gnma Gii30 Tba 04.0000 05/01/2049
Petrobras Global Finance Usd 06.1250 01/17/2022
Umbs Fn30 Tba 05.5000 05/01/2049
Cas 2017-C02 2b1 07.9766 09/25/2029
Cas 2015-C04 1m2 08.1766 04/25/2028
Cwalt 2005-59 1a1 02.8109 11/20/2035
Holdings represent 27.04% of portfolio
Top 10 holdings as of 03/31/19
Fnma Fn30 Tba 03.5000 04/01/2049
Fnma Fn30 Tba 04.0000 04/01/2049
Gnma Gii30 Tba 04.5000 04/01/2049
Gnma Gii30 Tba 04.0000 04/01/2049
Petrobras Global Finance Usd 06.1250 01/17/2022
Fnma Fn30 Tba 05.5000 04/01/2049
Cas 2015-C04 1m2 08.1855 04/25/2028
Cas 2017-C02 2b1 07.9855 09/25/2029
Cwalt 2005-59 1a1 02.8178 11/20/2035
Republic Of Indonesia Regs 04.7500 01/08/2026
Holdings represent 25.79% of portfolio

Fixed income statistics as of 06/30/19

Average effective maturity 3.80 yrs.
Average effective duration 3.40 yrs.
Average yield to maturity 4.98%
Average coupon 4.80%
Average price $86.97

Sector weightings as of 06/30/19

  Cash investments Non-cash investments Total portfolio
  Weight Spread duration Weight Spread duration Weight Spread duration
Agency pass-through 1.52% 0.06 23.78% 0.95 25.30% 1.01
Commercial MBS 6.50% 0.24 15.51% 0.37 22.01% 0.61
Agency CMO 18.93% 0.69 0.43% 0.02 19.36% 0.71
High-yield corporate bonds 16.32% 0.50 -3.81% -0.18 12.51% 0.32
Residential MBS (non-agency) 10.87% 0.55 0.00% 0.00 10.87% 0.55
Emerging-market bonds 9.77% 0.47 0.00% 0.00 9.77% 0.47
Convertible securities 4.11% 0.08 0.00% 0.00 4.11% 0.08
International Treasury/agency 3.81% 0.23 0.00% -0.05 3.81% 0.18
Investment-grade corporate bonds 2.24% 0.12 0.00% 0.00 2.24% 0.12
Bank loans 1.85% 0.08 0.00% 0.00 1.85% 0.08
Asset-backed securities (ABS) 0.97% 0.01 0.00% 0.00 0.97% 0.01
Equity investments 0.00% 0.00 0.00% 0.00 0.00% 0.00
Interest rate swaps 0.00% 0.00 0.00% 1.94 0.00% 1.94
U.S. Treasury/agency 0.00% 0.00 0.00% 0.10 0.00% 0.10
Net cash 23.11% 0.00 0.00% 0.00 23.11% 0.00

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

Maturity detail as of 06/30/19

0 - 1 yr. 8.24%
1 - 5 yrs. 53.85%
5 - 10 yrs. 33.12%
10 - 15 yrs. 3.56%
Over 15 yrs. 1.23%

Quality rating as of 06/30/19

AAA 47.12%
AA 1.28%
A 13.71%
BBB 8.91%
BB 22.47%
B 11.21%
CCC and Below 4.94%
Not Rated -9.64%

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

Consider these risks before investing: Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. International investing involves currency, economic, and political risks. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. 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 06/30/19

United States 83.78%
Greece 3.69%
Argentina 2.37%
Brazil 2.03%
Indonesia 1.26%
Mexico 1.22%
Canada 0.97%
Bermuda 0.73%
Ivory Coast 0.70%
 
Other
3.25%
Dominican Republic 0.56%
Egypt 0.53%
United Kingdom 0.51%
Venezuela 0.37%
Norway 0.31%
Russia 0.29%
France 0.25%
Ireland 0.24%
Germany 0.21%
Luxembourg 0.21%
Israel 0.19%
South Africa 0.16%
Switzerland 0.14%
Sweden 0.12%
Senegal 0.11%
Cayman Islands 0.10%
El Salvador 0.10%
Netherlands 0.08%
Spain 0.07%
Italy 0.04%
Jamaica 0.04%
Vietnam 0.02%
Belgium 0.01%
China 0.01%
Denmark 0.01%
Czech Republic -0.04%
New Zealand -0.09%
Australia -0.10%
Japan -0.18%
European Community -1.02%

Expenses

Expense ratio

Class A Class B Class C Class M Class R Class R6 Class Y
Total expense ratio 0.98% 1.73% 1.73% 1.23% 1.23% 0.64% 0.73%
What you pay 0.98% 1.73% 1.73% 1.23% 1.23% 0.64% 0.73%

Sales charge

 Breakpoint Class A Class B Class C Class M Class R Class R6 Class Y
$0-$49,999 4.00% / 3.50% 0.00% / 4.00% 0.00% / 1.00% 3.25% / 3.00% -- -- --
$50,000-$99,999 4.00% / 3.50% 0.00% / 4.00% 0.00% / 1.00% 2.25% / 2.00% -- -- --
$100,000-$249,999 3.25% / 2.75% -- 0.00% / 1.00% 1.25% / 1.00% -- -- --
$250,000-$499,999 2.50% / 2.00% -- 0.00% / 1.00% 1.00% / 1.00% -- -- --
$500,000-$999,999 0.00% / 1.00% -- -- -- -- -- --
$1M-$4M 0.00% / 1.00% -- -- -- -- -- --
$4M-$50M 0.00% / 0.50% -- -- -- -- -- --
$50M+ 0.00% / 0.25% -- -- -- -- -- --

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% -- -- -- --

Trail commissions

  Class A Class B Class C Class M Class R Class R6 Class Y
  0.25% 0.25% 1.00% 0.40% 0.50% 0.00% 0.00%
  NA NA NA NA NA NA NA
  NA NA NA NA NA NA NA

For sales and trail commission information on purchases over $500,000 and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.

The ICE BofAML U.S. Treasury Bill Index is an unmanaged index that tracks the performance of U.S. dollar denominated U.S. Treasury Bills publicly issued in the U.S. domestic market. Qualifying securities must have a remaining term of at least one month to final maturity and a minimum amount outstanding of $1 billion. You cannot invest directly in an index.

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