Always Diligent. Always Active.

Diversified Income Trust (Class A)  (PDINX)

Offering a diversified portfolio of income opportunities since 1988

Diversified Income Trust received an  Overall Morningstar Rating  of  

Highlights

Objective

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

Strategy and process

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

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $6.74
-0.59% | $-0.04
$7.16
01/29/18
$6.74
12/14/18
Historical fund price

Fund facts as of 09/30/18

Total net assets
$4,718.79M
Turnover (fiscal year end)
937%
Dividend frequency (view rate)
Monthly
Number of holdings
1764
Fiscal year-end
September
CUSIP / Fund code
746704105 / 0022
Inception date
10/03/88
Category
Taxable Income
Open to new investors
Ticker
PDINX

Management team

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


Manager commentary | Q3 2018

Multi-asset strategy dampens interest-rate risk

Bill Kohli, Chief Investment Officer, Fixed Income, explains why interest rates will not likely impact his team's strategy.


Literature


How the Japan election may influence global interest rates
The Japan election could have consequences for the future leadership of the Bank of Japan and the country's impact on global interest rate trends.
Rising receipts may recast federal budget debate

Why Brazil's crisis creates new concerns
The revelations of May 17 may pose a threat to President Temer's administration, and therefore a threat to Brazil's short- and medium-term economic outlook.

Performance

Consistency of positive performance over five years

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

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

15.94%

Best 5-year annualized return

(for period ending 12/31/13)


-4.49%

Worst 5-year annualized return

(for period ending 12/31/08)


6.03%

Average 5-year annualized return


  • Total return (%) as of 09/30/18

  • Annual performance as of 09/30/18

Annualized Total return (%) as of 09/30/18

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 3.81% 4.99% 3.14% 5.65%
After sales charge -0.34% 3.57% 2.31% 5.22%
ICE BofAML U.S. Treasury Bill Index 1.54%0.82%0.52%0.40%

Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Multi-Asset Absolute Return Fund, and 4.00% and 3.25% for income funds (2.25% and 0.75% for Putnam Short Duration Bond Fund and 1.00% and 0.75% for Putnam Floating Rate Income Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, T1, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). 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, M, and T1 shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.

Performance snapshot

  Before sales charge After sales charge
1 mt. as of 11/30/18 -0.64% -4.62%
YTD as of 12/13/18 0.61% -3.41%

Yield

Distribution rate before sales charge
as of 12/13/18
4.60%
Distribution rate after sales charge
as of 12/13/18
4.42%
30-day SEC yield as of 11/30/18
(after sales charge)
5.00%

Volatility as of 09/30/18

Standard deviation (3 yrs.) 4.68%

Lipper rankings as of 09/30/18

Time period Rank/Funds in category Percentile ranking
1 yr. 18/255 8%
3 yrs. 35/215 17%
5 yrs. 33/128 26%
10 yrs. 7/44 16%
Lipper category: Alternative Credit Focus Funds

Morningstar Ratings as of 09/30/18

Time period Funds in category Morningstar Rating
Overall 281
3 yrs. 281
5 yrs. 175
10 yrs. 52
Morningstar category: Nontraditional Bond

Distributions

Record/Ex dividend date 11/14/18
Payable date 11/20/18
Income $0.026
Extra income --
Short-term cap. gain --
Long-term cap. gain --

Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.

The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.

The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.


Holdings

Top 10 holdings as of 09/30/18

Fnma Fn30 Tba 03.5000 10/01/2048 7.30%
Fnma Fn30 Tba 04.0000 11/01/2048 1.71%
Gnma Gii30 Tba 04.5000 10/01/2048 1.62%
Fhlmc Fh30g Tba 04.0000 10/01/2048 0.94%
Fnma Fn30 Tba 02.5000 10/01/2048 0.86%
Gnma Gii30 Tba 04.0000 10/01/2048 0.86%
Petrobras Global Finance Usd 07.3750 01/17/2027 0.75%
United Mexican States Usd 04.1500 03/28/2027 0.71%
Cwalt 2005-38 A3 02.5658 09/25/2035 0.64%
Cas 2015-C04 1m2 07.9158 04/25/2028 0.55%
Top 10 holdings, percent of portfolio 15.94%

Full portfolio holdings as of 09/30/18

FNMA FN30 TBA 03.5000 10/01/2048 7.30%
FNMA FN30 TBA 04.0000 11/01/2048 1.71%
GNMA GII30 TBA 04.5000 10/01/2048 1.62%
FHLMC FH30G TBA 04.0000 10/01/2048 0.94%
FNMA FN30 TBA 02.5000 10/01/2048 0.86%
GNMA GII30 TBA 04.0000 10/01/2048 0.86%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.75%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.71%
CWALT 2005-38 A3 02.5658 09/25/2035 0.64%
CAS 2015-C04 1M2 07.9158 04/25/2028 0.55%
CWALT 2005-59 1A1 02.4953 11/20/2035 0.54%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.53%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.53%
FNMA FN30 TBA 05.5000 10/01/2048 0.52%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.46%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.46%
CAS 2017-C02 2B1 07.7158 09/25/2029 0.45%
CAS 2016-C02 1B 14.4658 09/25/2028 0.44%
WFRBS 2013-C15 D P/P 144A 04.6207 08/15/2046 0.42%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.40%
GNMA GII30P 784109 04.0000 10/20/2045 0.38%
OMIR 2018-1A M2 05.0658 07/25/2028 0.37%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.36%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.34%
CAS 2015-C03 1M2 07.2158 07/25/2025 0.34%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.34%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.34%
STACR 2015-DNA3 B 11.5658 04/25/2028 0.33%
GNR 2018-H03 XI IO 02.0664 02/20/2068 0.32%
WFRBS 2012-C10 D P/P 144A 04.5903 12/15/2045 0.32%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.31%
ARGENTINE REPUBLIC USD 04.6250 01/11/2023 0.30%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.30%
UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 0.30%
CFCRE 2011-C2 E P/P 144A 05.9474 12/15/2047 0.29%
FNR 2016-3 MI IO 05.5000 02/25/2046 0.29%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.29%
PETROLEOS MEXICANOS USD 04.8750 01/24/2022 0.29%
CWALT 2006-OA10 4A1 02.4058 08/25/2046 0.28%
GNR 2016-H23 NI IO 02.0032 10/20/2066 0.28%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.28%
GNR 2018-H05 BI IO 01.7998 02/20/2068 0.26%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.26%
WFCM 2013-LC12 D P/P 144A 04.4226 07/15/2046 0.26%
CWALT 2006-OA7 1A2 02.7850 06/25/2046 0.25%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.25%
HELLENIC REPUBLIC REGS 03.5000 01/30/2023 0.25%
SAMI 2006-AR7 A1A 02.4258 08/25/2036 0.25%
CAS 2016-C01 1B 13.9658 08/25/2028 0.24%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.24%
WBCMT 2005-C21 D 05.4168 10/15/2044 0.24%
CAS 2016-C03 1B 13.9658 10/25/2028 0.23%
FNR 2016-82 SG IO 03.8842 11/25/2046 0.23%
GNR 2018-H02 HI IO 01.9584 01/20/2068 0.23%
MSBAM 2014-C17 D P/P 144A 04.8596 08/15/2047 0.23%
SPRINT CORP 07.8750 09/15/2023 0.23%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.23%
CAS 2016-C03 2M2 08.1158 10/25/2028 0.22%
JPMBB 2014-C25 D P/P 144A 04.0931 11/15/2047 0.22%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.22%
REPUBLIC OF INDONESIA REGS 04.1250 01/15/2025 0.22%
STACR 2015-DNA2 B 09.7658 12/25/2027 0.22%
WAMU 2005-AR13 A1C3 02.7058 10/25/2045 0.22%
BCAP 2011-RR3 3A6 03.8803 11/27/2036 0.21%
GNR 2017-H10 MI IO 01.6428 04/20/2067 0.21%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 0.21%
BAUSCH HLTH COS INC P/P 144A 05.8750 05/15/2023 0.20%
CMLTI 2007-AMC3 A2D 02.5658 03/25/2037 0.20%
CSAIL 2015-C1 D P/P 144A 03.9395 04/15/2050 0.20%
GNR 2018-105 SG IO 04.0848 08/20/2048 0.20%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 0.20%
WAMU 2005-AR14 1A2 03.5377 12/25/2035 0.20%
CAS 2017-C01 1M2 05.7658 07/25/2029 0.19%
CSMC 2008-C1 AJ P/P 144A 06.1701 02/15/2041 0.19%
FNR 2018-58 AI IO 04.5000 08/25/2048 0.19%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.19%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.19%
GNR 2016-75 EI IO 03.5000 08/20/2045 0.19%
GNR 2018-104 SD IO 04.0348 08/20/2048 0.19%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 0.19%
2.55 R ISWP US0003M P 04/26/2019 0.18%
ALTICE US FIN II CRP P/P 144A 07.7500 07/15/2025 0.18%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.18%
FNR 2016-70 QI IO 03.5000 10/25/2046 0.18%
FNR 2016-96 ST IO 03.8842 12/25/2046 0.18%
GNR 2015-131 MI IO 03.5000 09/20/2045 0.18%
GNR 2015-167 MI IO 05.0000 06/20/2045 0.18%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.18%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.18%
STACR 2015-HQA2 B 12.7158 05/25/2028 0.18%
CAS 2018 - C01 1B1 05.7658 07/25/2030 0.17%
COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 0.17%
FNR 2015-58 KI IO 06.0000 03/25/2037 0.17%
GNR 2015-89 IP IO 04.0000 02/20/2045 0.17%
GNR 2018-H04 IO IO 01.7442 02/20/2068 0.17%
LNSTR 2015-3 C P/P 144A 03.2171 04/20/2048 0.17%
MSC 2012-C4 E P/P 144A 05.6008 03/15/2045 0.17%
CAS 2015-C03 2M2 07.2158 07/25/2025 0.16%
GNR 2015-H12 AI IO 01.8464 05/20/2065 0.16%
GNR 2017-H06 BI IO 02.3093 02/20/2067 0.16%
GNR 2017-H08 NI IO 02.1385 03/20/2067 0.16%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.16%
IVORY COAST P/P 144A 06.1250 06/15/2033 0.16%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.16%
REPUBLIC OF ARGENTINA USD 05.8750 01/11/2028 0.16%
WFCM 2013-LC12 E P/P 144A 03.5000 07/15/2046 0.16%
ALTA MESA HLDGS 07.8750 12/15/2024 0.15%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 0.15%
BSMF 2006-AR2 2A1 02.4458 09/25/2046 0.15%
CWALT 2006-OA10 3A1 02.4058 08/25/2046 0.15%
DBALT 2006-AR4 A2 02.4058 12/25/2036 0.15%
FHR 4635 PI IO 04.0000 12/15/2046 0.15%
FNR 2013-107 SB IO 03.7342 02/25/2043 0.15%
GNR 2015-H15 BI IO 02.2797 06/20/2065 0.15%
GNR 2017-160 S IO 04.0348 10/20/2043 0.15%
GNR 2017-176 BI IO 03.5000 05/20/2045 0.15%
GNR 2017-H12 QI IO 01.9490 05/20/2067 0.15%
GNR 2018-100 S IO 04.0348 07/20/2048 0.15%
GNR 2018-H01 XI IO 02.0878 01/20/2068 0.15%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.15%
ARAB REP OF EGYPT P/P 144A 05.5770 02/21/2023 0.14%
FHR 4265 SD IO 03.9416 01/15/2035 0.14%
GNR 2012-140 IC IO 03.5000 11/20/2042 0.14%
GNR 2015-H23 BI IO 01.7224 09/20/2065 0.14%
GNR 2017-H03 HI IO 01.5499 01/20/2067 0.14%
GNR 2017-H18 FI IO 02.6229 09/20/2067 0.14%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 0.14%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.14%
STACR 2018-DNA2 B1 05.9158 12/25/2030 0.14%
STACR 2018-HQA1 M2 04.5158 09/25/2030 0.14%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.13%
CAS 2017-C03 1B1 07.0658 10/25/2029 0.13%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.13%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.13%
FHR 4509 CI IO 06.0000 09/15/2045 0.13%
FHR 4801 IG IO 03.0000 06/15/2048 0.13%
FNR 2016-62 GS IO 03.8842 09/25/2046 0.13%
FNR 2018-3 PI IO 04.0000 02/25/2048 0.13%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.13%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.13%
GNR 2015-H03 CI IO 01.7067 01/20/2065 0.13%
GNR 2016-H22 AI IO 01.7177 10/20/2066 0.13%
GNR 2017-H16 JI IO 01.9877 08/20/2067 0.13%
GNR 2017-H20 HI IO 02.3431 10/20/2067 0.13%
GNR 2018-37 IO IO 05.0000 03/20/2048 0.13%
GNR 2018-91 SH IO 04.0848 07/20/2048 0.13%
GSR 2007-OA1 2A3A 02.5258 05/25/2037 0.13%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.13%
IVORY COAST REGS 06.1250 06/15/2033 0.13%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.13%
RMIR 2018-1 M2 04.2100 03/25/2028 0.13%
STACR 2017-DNA2 B1 07.3658 10/25/2029 0.13%
WAMU 2005-AR10 1A3 04.1236 09/25/2035 0.13%
BACM 2005-1 B 05.6875 11/10/2042 0.12%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.12%
CAS 2017-C06 2M2 05.0158 02/25/2030 0.12%
CAS 2018-C02 2M2 04.4158 08/25/2030 0.12%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.12%
COMM 2012-CR3 E P/P 144A 04.9136 10/15/2045 0.12%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.12%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.12%
FHR 4193 PI IO 04.0000 03/15/2043 0.12%
FNR 2015-69 IO IO 06.0000 09/25/2045 0.12%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.12%
GNR 2015-131 CI IO 03.5000 09/20/2045 0.12%
GNR 2015-H08 CI IO 01.7850 03/20/2065 0.12%
GNR 2016-79 IO IO 03.5000 06/20/2046 0.12%
GNR 2016-H04 HI IO 02.3663 07/20/2065 0.12%
GNR 2017-H06 MI IO 02.1084 02/20/2067 0.12%
GNR 2018-67 SC IO 04.0348 05/20/2048 0.12%
GSAA 2006-8 2A2 02.3958 05/25/2036 0.12%
JPMBB 2014-C18 E P/P 144A 04.4744 02/15/2047 0.12%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.12%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.12%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.12%
AMC ENT HOLDIN 06.1250 05/15/2027 0.11%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.11%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.11%
BSCMS 2005-PWR7 B 05.2140 02/11/2041 0.11%
BSCMS 2005-PWR7 C 05.2350 02/11/2041 0.11%
BSCMS 2007-T26 AJ 05.5660 01/12/2045 0.11%
CAS 2015-C01 1M2 06.5158 02/25/2025 0.11%
CAS 2017-C01 1B1 07.9658 07/25/2029 0.11%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.11%
CWALT 2006-OA10 1A1 02.8050 08/25/2046 0.11%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.11%
FNR 2012-151 IN IO 05.0000 01/25/2043 0.11%
GNR 2015-64 YI IO 04.0000 11/20/2044 0.11%
GNR 2016-156 PI IO 03.5000 11/20/2046 0.11%
GNR 2016-17 IA IO 04.5000 03/20/2045 0.11%
GNR 2016-H16 EI IO 02.2059 06/20/2066 0.11%
GNR 2017-104 MI IO 05.5000 07/16/2047 0.11%
GNR 2017-H09 IO IO 01.7055 04/20/2067 0.11%
GNR 2017-H16 IO 01.7091 08/20/2067 0.11%
GNR 2018-89 LS IO 04.1536 06/20/2048 0.11%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.11%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.11%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.11%
IVORY COAST P/P 144A 05.2500 03/22/2030 0.11%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.11%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.11%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.11%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.11%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.11%
SERVICE CORP INTL 05.3750 05/15/2024 0.11%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.11%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.11%
AES CORP/THE 05.5000 04/15/2025 0.10%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.10%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.10%
CAS 2016-C03 1M2 07.5158 10/25/2028 0.10%
CAS 2017-C06 1M2 04.8658 02/25/2030 0.10%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.10%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.10%
COSTA RICA GOVERNMENT REGS 04.2500 01/26/2023 0.10%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 0.10%
FHR 4213 GI IO 04.0000 11/15/2041 0.10%
FHR 4731 QS IO 04.0416 11/15/2047 0.10%
FNR 2013-18 IN IO 03.5000 03/25/2043 0.10%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.10%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.10%
GNR 2012-128 IA IO 03.5000 10/20/2042 0.10%
GNR 2014-4 SG IO 03.9348 01/20/2044 0.10%
GNR 2015-H20 BI IO 02.2339 08/20/2065 0.10%
GNR 2016-126 PI IO 05.0000 02/20/2046 0.10%
GNR 2016-138 DI IO 04.0000 10/20/2046 0.10%
GNR 2016-H12 AI IO 01.6398 07/20/2065 0.10%
GNR 2017-H03 EI IO 02.3763 01/20/2067 0.10%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.10%
GREAT LAKES D&D 08.0000 05/15/2022 0.10%
HELLENIC REPUBLIC P/P REGS 03.3750 02/15/2025 0.10%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.10%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.10%
NHLT 2018-1A M5 P/P 144A 06.0000 02/25/2028 0.10%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.10%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.10%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.10%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.10%
TENET HEALTHCARE 06.0000 10/01/2020 0.10%
UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 0.10%
UNITYMEDIA HESSEN / NRW REGS 06.2500 01/15/2029 0.10%
ALTICE FRANCE SA P/P 144A 06.2500 05/15/2024 0.09%
ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022 0.09%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.09%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.09%
BSCMS 2005-PWR7 D 05.3040 02/11/2041 0.09%
BSCMS 2007-T28 D P/P 144A 05.7308 09/11/2042 0.09%
CAS 2015-C01 2M2 06.7658 02/25/2025 0.09%
CAS 2016-C07 2M2 06.5658 05/25/2029 0.09%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.09%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.09%
CIT GROUP INC 05.0000 08/01/2023 0.09%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.09%
COMM 2013-CCRE9 D P/P 144A 04.3991 07/10/2045 0.09%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.09%
CWCI 2007-C3 AJ 06.0151 05/15/2046 0.09%
DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 0.09%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 0.09%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 0.09%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.09%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.09%
FNR 2012-123 DI IO 03.5000 05/25/2041 0.09%
FNR 2012-151 PI IO 03.0000 01/25/2043 0.09%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.09%
GNR 2010-20 BI IO 04.5000 02/16/2040 0.09%
GNR 2014-H25 BI IO 01.6747 12/20/2064 0.09%
GNR 2015-105 LI IO 05.0000 10/20/2039 0.09%
GNR 2015-52 KI IO 03.5000 11/20/2040 0.09%
GNR 2015-79 GI IO 05.0000 10/20/2039 0.09%
GNR 2015-H15 AI IO 01.7983 06/20/2065 0.09%
GNR 2015-H18 BI IO 02.3148 07/20/2065 0.09%
GNR 2016-77 SC IO 03.9348 10/20/2045 0.09%
GNR 2016-H08 AI IO 01.6865 08/20/2065 0.09%
GNR 2016-H18 IO IO 01.6411 08/20/2066 0.09%
GNR 2016-H27 EI IO 01.5043 12/20/2066 0.09%
GNR 2017-160 AI IO 04.5000 10/20/2047 0.09%
GNR 2017-42 IC IO 04.5000 08/20/2041 0.09%
GNR 2017-H05 CI IO 01.8607 02/20/2067 0.09%
GNR 2017-H11 TI IO 01.9294 04/20/2067 0.09%
GNR 2018-21 AI IO 03.5000 02/20/2048 0.09%
GNR 2018-H01 IO IO 01.9942 12/20/2067 0.09%
HELLENIC REPUBLIC REGS 03.9000 01/30/2033 0.09%
HELLENIC REPUBLIC REGS 04.0000 01/30/2037 0.09%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.09%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.09%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.09%
MSC 2008-T29 F P/P 144A 06.3507 01/11/2043 0.09%
OMIR 2017-1A M2 P/P 144A 06.2158 04/25/2027 0.09%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.09%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.09%
SPRINT CORP 07.2500 09/15/2021 0.09%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS 0.09%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS 0.09%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.09%
WFMBS 2006-AR2 1A1 04.0186 03/25/2036 0.09%
WFMBS 2006-AR5 1A1 04.1918 04/25/2036 0.09%
WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 0.09%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.08%
BACM 2005-1 C 05.6875 11/10/2042 0.08%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.08%
BIOSCRIP INC 08.8750 02/15/2021 0.08%
BRAND ENERGY TL L+425 06.5957 06/21/2024 0.08%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.08%
CAS 2017-C05 1B1 05.8158 01/25/2030 0.08%
CCMFC 2006-4A A2 02.3958 11/25/2047 0.08%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.08%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.08%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.08%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.08%
CWALT 2006-45T1 2A7 02.5558 02/25/2037 0.08%
CWALT 2006-OA10 2A1 02.4058 08/25/2046 0.08%
DISH DBS CORP 05.8750 11/15/2024 0.08%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.08%
FED REPUBLIC OF BRAZIL USD 04.6250 01/13/2028 0.08%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.08%
FNR 2011-101 SA IO 03.6842 10/25/2041 0.08%
FNR 2017-65 LI IO 04.0000 08/25/2047 0.08%
GNR 2013-34 IH IO 04.5000 03/20/2043 0.08%
GNR 2014-71 PI IO 04.5000 12/20/2039 0.08%
GNR 2015-168 IG IO 03.5000 03/20/2043 0.08%
GNR 2015-H23 DI IO 01.8312 09/20/2065 0.08%
GNR 2015-H24 AI IO 02.1662 09/20/2065 0.08%
GNR 2016-H14 IO IO 01.6686 06/20/2066 0.08%
GNR 2017-H11 DI IO 01.8049 05/20/2067 0.08%
GNR 2018-127 ID IO 05.0000 07/20/2045 0.08%
IVORY COAST REGS 05.3750 07/23/2024 0.08%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.08%
JO-ANN STORES 2NDL L+925 11.6038 05/21/2024 0.08%
LEVEL 3 FINANCING INC 05.2500 03/15/2026 0.08%
LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 0.08%
MSBAM 2014-C18 D P/P 144A 03.3890 10/15/2047 0.08%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.08%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.08%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.08%
REP OF INDONESIA P/P 144A 05.9500 01/08/2046 0.08%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037 0.08%
REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 0.08%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.08%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.08%
STACR 2016-HQA3 M3 06.0658 03/25/2029 0.08%
STACR 2017-DNA1 B1 07.1658 07/25/2029 0.08%
T-MOBILE USA INC 05.3750 04/15/2027 0.08%
T-MOBILE USA INC 06.3750 03/01/2025 0.08%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.08%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.08%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.08%
TRANSDIGM INC 06.3750 06/15/2026 0.08%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.08%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.08%
US CONCRETE INC 06.3750 06/01/2024 0.08%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.08%
VIRGIN MEDIA FIN PLC P/P 144A 04.5000 01/15/2025 0.08%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.08%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.08%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.08%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.08%
2.547 R ISWP US0003M P 04/25/2019 0.07%
2.75 R ISWP FWD US0003M P 06/20/2023 0.07%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.07%
APERGY CORP P/P 144A 06.3750 05/01/2026 0.07%
AVAYA TLB L+425 06.4084 12/15/2024 0.07%
BALTA 2005-7 21A1 04.3698 09/25/2035 0.07%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.07%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.07%
CGCMT 2014-GC21 D P/P 144A 05.0906 05/10/2047 0.07%
CWALT 2006-OA7 1A1 02.7963 06/25/2046 0.07%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.07%
FHR 4484 TI IO 03.5000 11/15/2044 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%
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 2013-37 JI IO 03.5000 01/20/2043 0.07%
GNR 2013-37 LI IO 03.5000 01/20/2042 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 2014-119 SA IO 03.4348 08/20/2044 0.07%
GNR 2014-132 IO IO 05.0000 09/20/2044 0.07%
GNR 2014-163 NI IO 05.0000 02/20/2044 0.07%
GNR 2015-H10 BI IO 01.8882 04/20/2065 0.07%
GNR 2016-H06 CI IO 01.1526 02/20/2066 0.07%
GNR 2016-H17 KI IO 02.3240 07/20/2066 0.07%
GNR 2017-179 WI IO 05.0000 12/20/2047 0.07%
GNR 2017-H02 BI IO 02.3837 01/20/2067 0.07%
GNR 2017-H06 DI IO 01.7616 02/20/2067 0.07%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.07%
HCA INC 05.5000 06/15/2047 0.07%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.07%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.07%
HOUSTON FUEL TLB L+275 05.0000 06/26/2025 0.07%
HUSKY TLB L+300 05.2018 03/28/2025 0.07%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.07%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.07%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.07%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.07%
JPALT 2007-A2 12A1 02.4158 06/25/2037 0.07%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.07%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.07%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 0.07%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.07%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.07%
STACR 2016-HQA2 M3 07.3658 11/25/2028 0.07%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 0.07%
SWPTN 1MX10Y P 3.05 USD 10/05/2018 CI 0.07%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.07%
WBCMT 2006-C26 AJ 06.2812 06/15/2045 0.07%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.07%
3.026 R ISWP US0003M P 09/25/2028 0.06%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.06%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.06%
ANTERO RESOURCES 05.3750 11/01/2021 0.06%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.06%
ARCELORMITTAL USD 07.0000 10/15/2039 0.06%
ASHTEAD CAPITAL INC P/P 144A 04.1250 08/15/2025 0.06%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.06%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.06%
CAS 2018-C04 2M2 04.7658 12/25/2030 0.06%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.06%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.06%
CENTENE CORP 06.1250 02/15/2024 0.06%
CF INDUSTRIES INC 04.9500 06/01/2043 0.06%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.06%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.06%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.06%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.06%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.06%
COMSTOCK ESCROW CORP P/P 144A 09.7500 08/15/2026 0.06%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.06%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.06%
CSMC 2007-C4 C P/P 144A 06.1846 09/15/2039 0.06%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.06%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.06%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.06%
FHR 4077 IK IO 05.0000 07/15/2042 0.06%
FHR 4678 MS IO 05.1072 04/15/2047 0.06%
FNR 2013-49 IP IO 03.5000 12/25/2042 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 2014-4 BI IO 04.0000 01/20/2044 0.06%
GNR 2015-131 BI IO 03.5000 06/20/2041 0.06%
GNR 2015-H01 BI IO 01.5596 01/20/2065 0.06%
GNR 2016-H24 JI IO 01.8291 11/20/2066 0.06%
GNR 2017-136 IG IO 03.5000 02/20/2044 0.06%
GNR 2017-139 IG IO 03.5000 09/20/2047 0.06%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.06%
GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 0.06%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031 0.06%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.06%
INFOR US INC 06.5000 05/15/2022 0.06%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.06%
ITRON INC P/P 144A 05.0000 01/15/2026 0.06%
JPMBB 2014-C18 D P/P 144A 04.9744 02/15/2047 0.06%
JPMCC 2007-CB20 C P/P 144A 06.4410 02/12/2051 0.06%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.06%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.06%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.06%
NABORS IND INC 05.7500 02/01/2025 0.06%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.06%
NHLT 2018-2A M5 P/P 144A 06.0000 07/25/2028 0.06%
NOK/USD 12/19/2018 GSFX 0.06%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.06%
PQ CORP P/P 144A 05.7500 12/15/2025 0.06%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.06%
REVLON CONS TLB L+350 05.8126 09/07/2023 0.06%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.06%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 0.06%
SERVICE CORP INTL 05.3750 01/15/2022 0.06%
SESI LLC 07.7500 09/15/2024 0.06%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.06%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.06%
STANDARD IND INC P/P 144A 06.0000 10/15/2025 0.06%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.06%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.06%
SWPTN 7YX5Y P 2.647 USD 06/03/2024 BA 0.06%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI 0.06%
SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 0.06%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.06%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.06%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.06%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.06%
WAMU 2005-AR19 A1B3 02.5658 12/25/2045 0.06%
WAMU 2005-AR19 A1C4 02.6158 12/25/2045 0.06%
WFRBS 2013-C12 E P/P 144A 03.5000 03/15/2048 0.06%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.06%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.06%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.05%
AES CORP/THE 05.1250 09/01/2027 0.05%
ALCOA NEDERLAND HLDG P/P 144A 06.1250 05/15/2028 0.05%
ALPHA 2 BV P/P 144A 08.7500 06/01/2023 0.05%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 0.05%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.05%
BAUSCH HLTH COS INC P/P 144A 09.2500 04/01/2026 0.05%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.05%
BMIR 2017-1 B1 P/P 144A 06.9658 10/25/2027 0.05%
CALIFORNIA RESOURC TL L+475 06.9622 11/17/2022 0.05%
CAS 2015-C02 2M2 06.2158 05/25/2025 0.05%
CAS 2018-C02 2B1 06.2158 08/25/2030 0.05%
CAS 2018-C05 1M2 04.5658 01/25/2031 0.05%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.05%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.05%
CHESAPEAKE ENERGY 1.5L L+750 08.5000 08/23/2021 0.05%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.05%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.05%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.05%
CONSTELLIUM NV P/P 144A 05.7500 05/15/2024 0.05%
CONSTELLIUM NV P/P 144A 05.8750 02/15/2026 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%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.05%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.05%
FHR 3919 SA IO 04.3416 09/15/2041 0.05%
FHR 4000 PI IO 04.5000 01/15/2042 0.05%
FHR 4024 PI IO 04.5000 12/15/2041 0.05%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.05%
FNR 2012-127 BI IO 04.5000 11/25/2042 0.05%
FNR 2013-115 CI IO 04.0000 02/25/2043 0.05%
FNR 2015-88 QI IO 04.0000 10/25/2044 0.05%
FORTERRA TL L+300 05.2422 10/25/2023 0.05%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.05%
GNR 2010-35 AI IO 04.5000 03/20/2040 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 2013-183 JI IO 04.5000 02/16/2043 0.05%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.05%
GNR 2014-4 IC IO 04.0000 01/20/2044 0.05%
GNR 2014-46 SA IO 03.9348 03/20/2044 0.05%
GNR 2014-60 SE IO 03.9348 04/20/2044 0.05%
GNR 2014-H06 BI IO 01.4707 02/20/2064 0.05%
GNR 2015-17 LI IO 03.5000 05/16/2040 0.05%
GNR 2017-17 DI IO 03.5000 09/20/2043 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 05.8750 03/15/2022 0.05%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.05%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.05%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 0.05%
MICROCHIP TEC CV 01.6250 02/15/2027 0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.05%
NRG ENERGY INC 06.6250 01/15/2027 0.05%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.05%
OWENS CORNING 04.2000 12/01/2024 0.05%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 0.05%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.05%
PROVINCIA DE BUENOS P/P 144A 46.3929 05/31/2022 0.05%
PULTEGROUP INC. 07.8750 06/15/2032 0.05%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.05%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.05%
REPUBLIC OF INDONESIA REGS 04.8750 05/05/2021 0.05%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.05%
SEK/USD 12/19/2018 GSFX 0.05%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.05%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 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 2YX10Y R 1.376 EUR 09/30/2019 JP 0.05%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.05%
SWPTN 3MX2Y P 3.0325 USD 12/12/2018 GS 0.05%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.05%
SWPTN 6MX2Y P 2.8225 USD 10/03/2018 MS 0.05%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.05%
TENNANT CO 05.6250 05/01/2025 0.05%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.05%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.05%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.05%
TRANSDIGM INC 06.5000 07/15/2024 0.05%
USG CORP P/P 144A 04.8750 06/01/2027 0.05%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.05%
VERTIV TLB L+400 06.3126 11/15/2023 0.05%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.05%
WINDSTREAM SRVC / P/P 144A 09.0000 06/30/2025 0.05%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.05%
2.5371 R ISWP US0003M P 05/01/2019 0.04%
3.05 R ISWP FWD US0003M P 12/19/2023 0.04%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.04%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.04%
ARCELORMITTAL USD 06.1250 06/01/2025 0.04%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.04%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 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 07.0000 03/15/2024 0.04%
BAUSCH HLTH COS INC P/P 144A 08.5000 01/31/2027 0.04%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.04%
BCAP 2012-RR5 4A8 02.2348 06/26/2035 0.04%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.04%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.04%
CALPINE CORPORATION 05.7500 01/15/2025 0.04%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.04%
CAS 2014-C03 2M2 05.1158 07/25/2024 0.04%
CAS 2017-C02 2M2 05.8658 09/25/2029 0.04%
CAS 2017-C07 1B1 06.2158 05/25/2030 0.04%
CEC ENT INC 08.0000 02/15/2022 0.04%
CEMEX P/P 144A 05.7000 01/11/2025 0.04%
CHEMOURS CO 07.0000 05/15/2025 0.04%
CINEMARK USA INC 04.8750 06/01/2023 0.04%
CIT GROUP INC. 05.2500 03/07/2025 0.04%
CLEAR CHANNEL TLD L+675 08.9922 01/30/2019 0.04%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.04%
CPTFEMU R 1.4 P 07/15/27 0.04%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.04%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.04%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.04%
CSC HOLDINGS LLC P/P 144A 10.8750 10/15/2025 0.04%
EAGLECLAW MID TL L+425 06.4922 06/30/2024 0.04%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.04%
ENRGY TRANS PT/REG FIN 05.0000 10/01/2022 0.04%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.04%
FHR 4122 TI IO 04.5000 10/15/2042 0.04%
FHR 4165 TI IO 03.0000 12/15/2042 0.04%
FHR 4199 CI IO 03.5000 12/15/2037 0.04%
FHS 311 S1 IO 03.7916 08/15/2043 0.04%
FHS 326 S2 IO 03.7916 03/15/2044 0.04%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.04%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.04%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 0.04%
FNR 2010-35 SG IO 04.1842 04/25/2040 0.04%
FNR 2013-35 PI IO 03.0000 02/25/2042 0.04%
FNR 2013-53 JI IO 03.0000 12/25/2041 0.04%
FNR 2013-60 IP IO 04.0000 10/25/2042 0.04%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.04%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.04%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.04%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.04%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.04%
GNR 2013-167 IO IO 04.5000 09/20/2040 0.04%
GNR 2013-182 SY IO 03.9348 12/20/2043 0.04%
GNR 2013-27 IJ IO 04.0000 02/20/2043 0.04%
GNR 2015-79 MI IO 04.0000 05/20/2044 0.04%
GNR 2017-79 IB IO 05.5000 05/20/2047 0.04%
GNR 2018-127 IA IO 03.5000 04/20/2042 0.04%
HCA INC 05.2500 06/15/2026 0.04%
JAGGED PEAK ENERGY P/P 144A 05.8750 05/01/2026 0.04%
JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 0.04%
JAZZ INVESTME USD 01.8750 08/15/2021 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%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.04%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.04%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.04%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.04%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.04%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.04%
MERCER INTL INC USD 06.5000 02/01/2024 0.04%
MSC 2004-RR F7 P/P 144A 06.0000 04/28/2039 0.04%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.04%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.04%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.04%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.04%
NOK/USD 12/19/2018 BANKAM 0.04%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.04%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.04%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.04%
OPTN FN30 3.5 12/06/18 PUT 98.796875 JPMC 0.04%
OSHKOSH CORP 05.3750 03/01/2025 0.04%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.04%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.04%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.04%
RACKSPACE HOSTING INC L+300 05.3482 11/03/2023 0.04%
REP OF ARGENTINA USD 06.6250 07/06/2028 0.04%
REYNOLDS GROUP TL L+300 04.9922 02/05/2023 0.04%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.04%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.04%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.04%
STACR 2017-HQA1 M2 05.7658 08/25/2029 0.04%
STACR 2017-HQA3 04.5658 04/25/2030 0.04%
STARWOOD PROP TR 04.7500 03/15/2025 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 05.5000 10/01/2024 0.04%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.04%
SWPTN 1MX10Y R 3.087 USD 10/26/2018 CI 0.04%
SWPTN 1YX30Y P 3.031 USD 06/14/2019 CI 0.04%
SWPTN 3MX2Y P 2.925 USD 11/30/2018 JP 0.04%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS 0.04%
SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 0.04%
T-MOBILE USA INC 04.7500 02/01/2028 0.04%
T-MOBILE USA INC 06.0000 03/01/2023 0.04%
TALBOTS INC 1STL L+450 06.7422 03/19/2020 0.04%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.04%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.04%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.04%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.04%
TRONOX INC P/P 144A 06.5000 04/15/2026 0.04%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.04%
USD/CNH CALL 7.00 20190404 GSFX 0.04%
USG CORP P/P 144A 05.5000 03/01/2025 0.04%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.04%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 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%
1.955 R ISWP HKL3M P 04/23/2019 0.03%
1.96625 R ISWP HKL3M P 04/24/2019 0.03%
1.972 R ISWP FWD HKL3M P 04/25/2019 0.03%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.03%
3.05 R ISWP FWD US0003M P 12/19/2020 0.03%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.03%
ALLY FINANCIAL INC 05.7500 11/20/2025 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%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.03%
ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 0.03%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.03%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.03%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.03%
CAS 2015-C02 1M2 06.2158 05/25/2025 0.03%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.03%
CENTENE CORP 04.7500 05/15/2022 0.03%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.03%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.03%
CMLTI 2007-AMC3 A2B 02.3958 03/25/2037 0.03%
CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021 0.03%
CONTINENTAL RES 04.5000 04/15/2023 0.03%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.03%
CPTFEMU R 1.4275 P 08/15/27 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%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.03%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.03%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.03%
DISH NETWORK CV 03.3750 08/15/2026 0.03%
DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 0.03%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.03%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.03%
ENSCO PLC USD 07.7500 02/01/2026 0.03%
EUROPCAR MOBILITY REGS 04.1250 11/15/2024 0.03%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.03%
FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 0.03%
FNR 2012-30 HI IO 04.5000 12/25/2040 0.03%
FNR 2012-36 SN IO 04.2342 04/25/2042 0.03%
FNR 2013-44 PI IO 04.0000 01/25/2043 0.03%
FRAC TECH INTL TLB L+475 07.1719 04/16/2021 0.03%
FRONTIER COMM 10.5000 09/15/2022 0.03%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.03%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.03%
GNR 2012-H29 AI IO 01.4632 10/20/2062 0.03%
GNR 2012-H29 FI IO 01.4632 10/20/2062 0.03%
GNR 2013-102 IP IO 03.5000 06/20/2043 0.03%
GNR 2013-129 SN IO 03.9848 09/20/2043 0.03%
GNR 2013-165 IL IO 04.0000 03/20/2043 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 03.9416 07/16/2043 0.03%
GNR 2014-163 PI IO 04.0000 10/20/2043 0.03%
GNR 2014-58 SA IO 03.9348 04/20/2044 0.03%
GNR 2015-134 LI IO 03.5000 05/20/2039 0.03%
GNR 2018-127 IB IO 04.5000 06/20/2045 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%
HUBSPOT INC CV 00.2500 06/01/2022 0.03%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.03%
ILLUMINA INC P/P 144A CV 00.0000 08/15/2023 0.03%
INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 0.03%
JO-ANN STORES TL L+500 07.5094 10/16/2023 0.03%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 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%
LLOYDS BANKING GROUP P/P 144A 06.6570 05/21/2037 0.03%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.03%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 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 09.5853 10/17/2022 0.03%
NEIMAN MARCUS TL L+325 05.3703 10/25/2020 0.03%
NETFLIX INC P/P 144A 04.8750 04/15/2028 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%
NOK/USD 12/19/2018 JPMCB 0.03%
NOVAFIVES REGS 05.0000 06/15/2025 0.03%
NRG ENERGY INC 07.2500 05/15/2026 0.03%
NRG ENERGY P/P 144A CV 02.7500 06/01/2048 0.03%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.03%
OPTN FN30 3.5 12/06/18 CALL 98.015625 JPMC 0.03%
OPTN FN30 3.5 12/06/18 PUT 98.484375 JPMC 0.03%
OPTN FN30 3.5 12/06/18 PUT 98.640625 JPMC 0.03%
ORYX TLB L+325 05.2672 02/28/2025 0.03%
PALO ALTO NET P/P 144A CV 00.7500 07/01/2023 0.03%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.03%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.03%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.03%
REALPAGE INC CV 01.5000 11/15/2022 0.03%
REFINITIV TLB L+375 06.0875 09/18/2025 0.03%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.03%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.03%
ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 0.03%
ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 0.03%
SINCLAIR TELEVISION P/P 144A 05.1250 02/15/2027 0.03%
SM ENERGY CO 05.0000 01/15/2024 0.03%
SPLUNK INC P/P 144A CV 01.1250 09/15/2025 0.03%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.03%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.03%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP 0.03%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP 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 1YX1Y R 3.02 USD 08/28/2019 MS 0.03%
SWPTN 3MX2Y P 3.01 USD 12/12/2018 GS 0.03%
SWPTN 5WX10Y P 3.1 USD 10/12/2018 GS 0.03%
SWPTN 5WX10Y P 3.2175 USD 11/02/2018 GS 0.03%
SWPTN 5WX10Y R 3.05 USD 11/02/2018 GS 0.03%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI 0.03%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP 0.03%
SWPTN 7YX5Y R 2.647 USD 06/03/2024 BA 0.03%
SWPTN 7YX5Y R 2.654 USD 06/03/2024 CI 0.03%
SWPTN LIABILITY 5WX10Y P 3.13 USD 11/02/2018 GS 0.03%
SWPTN LIABILITY 5WX10Y R 3.13 USD 11/02/2018 GS 0.03%
TALBOTS INC 2NDL L+850 10.7422 03/19/2021 0.03%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.03%
TELADOC INC P/P 144A CV 01.3750 05/15/2025 0.03%
TENDAM BRANDS SAU REGS 05.0000 09/15/2024 0.03%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.03%
TENNECO INC 05.3750 12/15/2024 0.03%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.03%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.03%
UNILABS SUBHOLD REGS 05.7500 05/15/2025 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%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.03%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.03%
ZIGGO BOND FIN BV P/P 144A 04.6250 01/15/2025 0.03%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.02%
0.4419 R ISWP EUR006M P 01/30/2023 0.02%
0.65 R ISWP FWD SES3M P 12/19/2023 0.02%
AES CORP/THE 04.5000 03/15/2023 0.02%
AIR METHODS TLB L+350 04.7964 04/21/2024 0.02%
AIRBUS SE REGS 00.0000 06/14/2021 0.02%
AKAMAI TECH P/P 144A CV 00.1250 05/01/2025 0.02%
AKER BP ASA P/P 144A 05.8750 03/31/2025 0.02%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 0.02%
AMC ENT HOLDIN 05.8750 11/15/2026 0.02%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.02%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.02%
ARD SECURITIES FIN P/P 144A 08.7500 01/31/2023 0.02%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.02%
BAUSCH HLTH COS INC P/P 144A 05.6250 12/01/2021 0.02%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.02%
BMIR 2018-2A B1 P/P 144A 04.8658 08/25/2028 0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.02%
BOYD GAMING CORP 06.0000 08/15/2026 0.02%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.02%
BOYNE USA INC P/P 144A 07.2500 05/01/2025 0.02%
BSCMS 2006-PW11 C P/P 144A 05.2830 03/11/2039 0.02%
BWAY CORP TLB L+325 05.5814 04/03/2024 0.02%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.02%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.02%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.02%
CAS 2014-C02 1M2 04.8158 05/25/2024 0.02%
CAS 2016-C04 1M2 06.4658 01/25/2029 0.02%
CAS 2016-C05 2M2 06.6658 01/25/2029 0.02%
CCC INFO 2NDL L+675 08.9922 03/31/2025 0.02%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.02%
CENTENE CORP P/P 144A 05.3750 06/01/2026 0.02%
CHEMOURS CO 05.3750 05/15/2027 0.02%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.02%
CIT GROUP INC. 05.0000 08/15/2022 0.02%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.02%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.02%
COLONY STARWO CV 03.5000 01/15/2022 0.02%
COUPA SOFTW P/P 144A CV 00.3750 01/15/2023 0.02%
CPG INTL TL L+375 05.0828 05/05/2024 0.02%
CPTFEMU R 1.42 P 08/15/27 0.02%
CPTFEMU R 1.4475 P 09/15/27 0.02%
CPURNSA R 1.89 P 07/05/22 0.02%
CPURNSA R 1.9225 P 07/03/22 0.02%
CYPRESS SEMIC CV 04.5000 01/15/2022 0.02%
DCP MIDSTREAM OPERATING 05.3750 07/15/2025 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%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 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 GAMM P/P 144A 06.3750 07/15/2026 0.02%
ENERGY TRANSFER EQUITY 05.5000 06/01/2027 0.02%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.02%
EQUINIX INC 05.3750 05/15/2027 0.02%
EVERBRIDGE INC CV 01.5000 11/01/2022 0.02%
EXACT SCIENCES CORP CV 01.0000 01/15/2025 0.02%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.02%
FHR 4020 IA IO 04.0000 03/15/2027 0.02%
FHR 4105 HI IO 03.5000 07/15/2041 0.02%
FHR 4210 PI IO 03.0000 12/15/2041 0.02%
FNR 2006-8 HP 16.4420 03/25/2036 0.02%
FNR 2012-145 TI IO 03.0000 11/25/2042 0.02%
FNR 2013-18 SB IO 03.9342 10/25/2041 0.02%
FNR 2013-30 IP IO 03.0000 10/25/2041 0.02%
FNR 2013-70 CI IO 03.5000 01/25/2043 0.02%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.02%
GENON ENERGY INC. 09.8750 10/15/2020 0.02%
GNR 2010-20 SC IO 03.9848 02/20/2040 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 2013-24 PI IO 04.0000 11/20/2042 0.02%
GNR 2018-127 IC IO 05.0000 10/20/2044 0.02%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.02%
HCA INC. 07.5000 02/15/2022 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033 0.02%
IAC FINANCECO P/P 144A CV 00.8750 10/01/2022 0.02%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.02%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.02%
IHS MARKIT LTD USD 04.7500 08/01/2028 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 05.2500 09/15/2022 0.02%
ISTAR INC 06.0000 04/01/2022 0.02%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.02%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.02%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.02%
JPMCC 2012-C8 E P/P 144A 04.8063 10/15/2045 0.02%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 0.02%
KAMAN CORP CV 03.2500 05/01/2024 0.02%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.02%
KRONOS 2NDL L+825 10.5931 11/01/2024 0.02%
LHMC FINCO SARL P/P 144A 07.8750 12/20/2023 0.02%
LIBERTY EXPEDIA HOLD INC 144A 0.02%
LIVE NATION P/P 144A CV 02.5000 03/15/2023 0.02%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.02%
MEDICINES CO CV 02.5000 01/15/2022 0.02%
MICRON TECHNO CV 03.0000 11/15/2043 0.02%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.02%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.02%
NETFLIX INC 05.8750 02/15/2025 0.02%
NICE SYS INC CV 01.2500 01/15/2024 0.02%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.02%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.02%
NOK/USD 12/19/2018 BCAP-FX 0.02%
NOK/USD 12/19/2018 CITI 0.02%
NOK/USD 12/19/2018 SSBT 0.02%
NOK/USD 12/19/2018 UBS 0.02%
NOVELLUS SYS CV 02.6250 05/15/2041 0.02%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.02%
NZD/USD 10/17/2018 HSBCB 0.02%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.02%
ON SEMICONDUC CV 01.6250 10/15/2023 0.02%
OPTN FN30 3.5 12/06/18 CALL 98.171875 JPMC 0.02%
OPTN FN30 3.5 12/06/18 CALL 98.328125 JPMC 0.02%
PACIRA PHARMA CV 02.3750 04/01/2022 0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.02%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.02%
PRICELINE.COM CV 00.3500 06/15/2020 0.02%
QORVO INC P/P 144A 05.5000 07/15/2026 0.02%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 0.02%
RINGCENTRAL P/P 144A 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%
SM ENERGY CO 06.6250 01/15/2027 0.02%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.02%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.02%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.02%
SQUARE INC CV 00.3750 03/01/2022 0.02%
SQUARE INC P/P 144A CV 00.5000 05/15/2023 0.02%
STACR 2014-HQ3 M3 06.9658 10/25/2024 0.02%
STACR 2015-HQ1 M3 06.0158 03/25/2025 0.02%
STACR 2016-DNA1 B 12.2158 07/25/2028 0.02%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS 0.02%
SWPTN 12YX10Y P 3.005 USD 11/16/2029 GS 0.02%
SWPTN 12YX10Y R 2.725 USD 11/08/2029 GS 0.02%
SWPTN 12YX10Y R 3.005 USD 11/16/2029 GS 0.02%
SWPTN 3MX2Y R 3.01 USD 12/12/2018 GS 0.02%
SWPTN 3MX2Y R 3.0325 USD 12/12/2018 GS 0.02%
SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC 0.02%
SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC 0.02%
SWPTN 6MX2Y P 2.92875 USD 11/29/2018 MS 0.02%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI 0.02%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP 0.02%
SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS 0.02%
TARGA RES PRTNRS 05.3750 02/01/2027 0.02%
THE AES CORPORATION 04.8750 05/15/2023 0.02%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.02%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.02%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 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%
UPC HOLDING BV P/P 144A 05.5000 01/15/2028 0.02%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.02%
VIRGIN MEDIA SECURED FIN REGS 05.1250 01/15/2025 0.02%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.02%
WAYFAIR INC CV 00.3750 09/01/2022 0.02%
WEATHERFORD INTL LLC P/P 144A 09.8750 03/01/2025 0.02%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.02%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.02%
WERNER TLB L+400 05.2583 07/24/2024 0.02%
WILLIAMS COS INC 07.7500 06/15/2031 0.02%
WORKDAY INC CV 00.2500 10/01/2022 0.02%
WRIGHT MEDICA P/P 144A CV 01.6250 06/15/2023 0.02%
-0.246 R ISWP SES3M P 11/10/2019 0.01%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.01%
0.378 R ISWP EUR006M P 01/24/2023 0.01%
0.40 R ISWP FWD EUR006M P 12/19/2023 0.01%
1.3325 R ISWP SES3M P 01/24/2028 0.01%
1.3775 R ISWP SES3M P 01/30/2028 0.01%
1.96 R ISWP HKL3M P 04/27/2019 0.01%
1.965 R ISWP HKL3M P 04/24/2019 0.01%
2.40 R ISWP FWD NFIX3MID P 12/19/2023 0.01%
2.75 R ISWP FWD CDOR03 P 12/19/2028 0.01%
3.15 R ISWP FWD US0003M P 12/19/2028 0.01%
3.20 R ISWP FWD US0003M P 12/19/2048 0.01%
6.715 R ISWP IN00O/N P 12/22/2022 0.01%
7.92 R ISWP JIBA3M P 01/25/2028 0.01%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.01%
ACADEMY SPORTS TLB L+400 06.2095 07/02/2022 0.01%
AIR TRANSPORT CV 01.1250 10/15/2024 0.01%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.01%
ALTABA INC CV 00.0000 12/01/2018 0.01%
ALTICE FINANCING SA P/P 144A 07.5000 05/15/2026 0.01%
ALTICE FINCO S.A. P/P 144A 07.6250 02/15/2025 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%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 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%
CAESARS ENTERTAIN CORP CV 05.0000 10/01/2024 0.01%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.01%
CARBONITE INC CV 02.5000 04/01/2022 0.01%
CAS 2016-C06 1M2 06.4658 04/25/2029 0.01%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 05/01/2027 0.01%
CELLNEX TELECOM SA REGS 01.5000 01/16/2026 0.01%
CEMEX SAB DE CV USD 03.7200 03/15/2020 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CHC GRP LLC/FIN P/P USD 00.0000 10/01/2020 0.01%
CHEGG INC P/P 144A CV 00.2500 05/15/2023 0.01%
CHENIERE ENERGY INC CV 04.2500 03/15/2045 0.01%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.01%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.01%
CHF/USD 12/19/2018 CSI-FX 0.01%
CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 0.01%
CITRIX SYSTEM CV 00.5000 04/15/2019 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.7 2047-01-17 500.0 01/17/2047 CS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 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 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.01%
CPURNSA R 2.05 P 12/06/22 0.01%
CPURNSA R 2.068 P 12/21/22 0.01%
CTRIP.COM INTL LTD USD 01.2500 09/15/2022 0.01%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.01%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.01%
DIAMOND BC BV REGS 05.6250 08/15/2025 0.01%
ELDORADO RESORTS INC P/P 144A 06.0000 09/15/2026 0.01%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 0.01%
ENI SPA REGS 00.0000 04/13/2022 0.01%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.01%
EUR/USD 12/19/2018 CITI 0.01%
EUR/USD 12/19/2018 GSFX 0.01%
EUR/USD 12/19/2018 HSBCB 0.01%
EUR/USD 12/19/2018 JPMCB 0.01%
EUR/USD 12/19/2018 UBS 0.01%
FHR 3408 EK 17.1078 04/15/2037 0.01%
FIRST DATA TL L+200 04.2122 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%
FNS 374 6 IO 05.5000 08/25/2036 0.01%
FNS 378 19 IO 05.0000 06/25/2035 0.01%
FRESENIUS MEDICAL CARE A REGS 01.1250 01/31/2020 0.01%
FRONTIER COMM 11.0000 09/15/2025 0.01%
GBP/USD 12/19/2018 UBS 0.01%
GN STORE NORD REGS 00.0000 05/31/2022 0.01%
GNR 2014-108 IP IO 04.5000 12/20/2042 0.01%
GNR 2016-77 SL IO 03.9848 03/20/2043 0.01%
GREENBRIER C CV 02.8750 02/01/2024 0.01%
GSMS 2012-GC6 D P/P 144A 05.8402 01/10/2045 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2036 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2038 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2040 0.01%
HERITAGE INS CV 05.8750 08/01/2037 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%
INPHI CORP CV 00.7500 09/01/2021 0.01%
INSMED INC CV 01.7500 01/15/2025 0.01%
INSULET CORP P/P 144A CV 01.3750 11/15/2024 0.01%
INTEGRATED DE CV 00.8750 11/15/2022 0.01%
IRONWOOD PHAR CV 02.2500 06/15/2022 0.01%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.01%
JC PENNEY CORP INC 07.4000 04/01/2037 0.01%
JPY/USD 11/19/2018 BANKAM 0.01%
JPY/USD 11/19/2018 BCAP-FX 0.01%
JPY/USD 11/19/2018 CSI-FX 0.01%
JPY/USD 11/19/2018 HSBCB 0.01%
JPY/USD 11/19/2018 JPMCB 0.01%
JPY/USD 11/19/2018 RBSF 0.01%
JPY/USD 11/19/2018 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%
LIBERTY MEDIA CV 01.0000 01/30/2023 0.01%
MACQUARIE INFRASTRUCTU CV 02.0000 10/01/2023 0.01%
MARINE HARVEST ASA REGS 00.1250 11/05/2020 0.01%
MERCER INTL INC USD 07.7500 12/01/2022 0.01%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.01%
MLMT 2004-KEY2 D 05.0460 08/12/2039 0.01%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.01%
MTU AERO ENGINES AG REGS 00.1250 05/17/2023 0.01%
MXN/USD 10/17/2018 HSBCB 0.01%
NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.01%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.01%
NAVISTAR INTL CORP TLB L+375 06.0619 07/30/2025 0.01%
NEUROCRINE CV 02.2500 05/15/2024 0.01%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.01%
NINE POINT ENERGY COM 0.01%
NUANCE COMM CV 01.2500 04/01/2025 0.01%
NUTANIX INC P/P 144A CV 00.0000 01/15/2023 0.01%
NZD/USD 10/17/2018 RBSF 0.01%
NZD/USD 10/17/2018 SSBT 0.01%
NZD/USD 10/17/2018 UBS 0.01%
NZD/USD 10/17/2018 WPAC 0.01%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.01%
OKTA INC P/P 144A CV 00.2500 02/15/2023 0.01%
ON SEMICONDUC CV 01.0000 12/01/2020 0.01%
OSI SYS INC CV 01.2500 09/01/2022 0.01%
PATRICK INDS P/P 144A CV 01.0000 02/01/2023 0.01%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 0.01%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.01%
PRICELINE GRO CV 00.9000 09/15/2021 0.01%
RAG-STIFTUNG REGS 00.0000 02/18/2021 0.01%
RED HAT INC CV 00.2500 10/01/2019 0.01%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.01%
SAFRAN SA CV PFD 0.01%
SERVICE CORP INTL 04.6250 12/15/2027 0.01%
SIEMENS FINANCIERINGSMAT REGS 01.6500 08/16/2019 0.01%
SIKA AG REGS 00.1500 06/05/2025 0.01%
SOCIALIST REP OF VIE P/P 144A 04.8000 11/19/2024 0.01%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.01%
STARFRUIT US/STAR F P/P 144A 06.5000 10/01/2026 0.01%
STARWOOD PROP TR CV 04.0000 01/15/2019 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 P/P 144A CV 00.6250 04/01/2023 0.01%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS 0.01%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP 0.01%
SWPTN 1MX10Y P 3.25325 USD 10/26/2018 CI 0.01%
SWPTN 1YX2Y R 0.025 EUR 08/28/2019 GS 0.01%
SWPTN 6MX10Y P 1.98 GBP 02/11/2019 GS 0.01%
SWPTN 6MX10Y P 2.034 GBP 02/07/2019 GS 0.01%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS 0.01%
SYMRISE AG REGS 00.2375 06/20/2024 0.01%
T-MOBILE USA INC 04.5000 02/01/2026 0.01%
T-MOBILE USA INC. 04.0000 04/15/2022 0.01%
TAKKO LUX 2 SCA REGS 05.3750 11/15/2023 0.01%
TELEFONICA PARTICIPACION REGS 00.0000 03/09/2021 0.01%
TELENOR EAST HOLDING II REGS 00.2500 09/20/2019 0.01%
TERADYNE INC CV 01.2500 12/15/2023 0.01%
TESLA INC CV 02.3750 03/15/2022 0.01%
TIAAC 2003-1A E 144A 08.0000 12/28/2038 0.01%
TOTAL SA REGS 00.5000 12/02/2022 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%
UKRPI R 3.19 P 02/15/23 0.01%
UKRPI R 3.245 P 03/15/23 0.01%
UKRPI R 3.25 P 03/15/23 0.01%
UKRPI R 3.325 P 03/15/23 0.01%
UNIBAIL-RODAMCO SE CV PFD 0.01%
VALEO SA REGS 00.0000 06/16/2021 0.01%
VECTOR GROUP LTD CV 01.7500 04/15/2020 0.01%
VEOLIA ENVIRONNEMENT SA CV PFD 0.01%
VOCERA COMM P/P 144A CV 01.5000 05/15/2023 0.01%
VODAFONE GROUP PLC REGS 00.0000 11/26/2020 0.01%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.01%
WEATHERFORD BERMUDA CV 05.8750 07/01/2021 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 05.8616 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%
WYNDHAM DESTINATIONS INC 05.7500 04/01/2027 0.01%
-0.046 R ISWP FWD CHL6M P 09/21/2021 0.00%
-0.085 R ISWP SES3M P 01/30/2020 0.00%
-0.0925 R ISWP SES3M P 01/24/2020 0.00%
-0.101 R ISWP FWD EUR006M P 12/19/2020 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%
-0.14 R ISWP EUR006M P 01/24/2020 0.00%
-0.2225 R ISWP SES3M P 11/13/2019 0.00%
-0.23 R ISWP SES3M P 11/13/2019 0.00%
-0.245 R ISWP SES3M P 11/10/2019 0.00%
0.00 R ISWP BZDIOVRA P 01/04/2021 0.00%
0.05 R ISWP FWD CHL6M P 12/19/2023 0.00%
0.09 R ISWP JPL6M P 12/19/2022 0.00%
0.135 R ISWP JPL6M P 01/15/2023 0.00%
0.148 R ISWP JPL6M P 02/16/2023 0.00%
0.29 R ISWP JPL6M P 12/19/2027 0.00%
0.354 R ISWP FWD EUR006M P 09/21/2021 0.00%
0.365 R ISWP JPL6M P 01/15/2028 0.00%
0.366 R ISWP JPL6M P 02/16/2028 0.00%
0.401 R ISWP FWD EUR006M P 12/19/2023 0.00%
0.85 R ISWP FWD GBL6M P 12/20/2019 0.00%
0.976 R ISWP EUR006M P 01/24/2028 0.00%
0.9987 R ISWP EUR006M P 01/30/2028 0.00%
1.001 R ISWP FWD EUR006M P 12/19/2028 0.00%
1.125 R ISWP SES3M P 11/10/2027 0.00%
1.13 R ISWP SES3M P 11/10/2027 0.00%
1.1575 R ISWP SES3M P 11/13/2027 0.00%
1.16 R ISWP SES3M P 11/13/2027 0.00%
1.30 R ISWP FWD SES3M P 12/19/2028 0.00%
1.45 R ISWP FWD GBL6M P 12/19/2023 0.00%
1.451 R ISWP FWD GBL6M P 12/19/2023 0.00%
1.651 R ISWP FWD GBL6M P 12/19/2028 0.00%
1.863 R ISWP FWD GBL6M P 09/22/2032 0.00%
1.912 R ISWP FWD GBL6M P 01/19/2032 0.00%
2.05 R ISWP FWD NOKOIB6M P 12/19/2023 0.00%
2.35 R ISWP FWD NOKOIB6M P 12/19/2028 0.00%
2.427 R ISWP AUDBB6M P 11/03/2022 0.00%
2.50 R ISWP FWD AUDBB6M P 12/19/2023 0.00%
2.65 R ISWP FWD CDOR03 P 12/19/2023 0.00%
2.90 R ISWP FWD AUDBB6M P 12/19/2028 0.00%
2.90 R ISWP FWD NFIX3MID P 12/19/2028 0.00%
3.11 R ISWP FWD US0003M P 02/27/2028 0.00%
3.1215 R ISWP FWD US0003M P 10/02/2028 0.00%
3.1325 R ISWP US0003M P 09/26/2028 0.00%
3.1375 R ISWP US0003M P 09/25/2028 0.00%
3.14177 R ISWP US0003M P 09/28/2028 0.00%
3.154 R ISWP US0003M P 09/27/2028 0.00%
3.167 R ISWP FWD US0003M P 10/30/2028 0.00%
3.925 P ISWP MYR-KLI3M R 12/12/2022 JP 0.00%
6.66 R ISWP IN00O/N P 12/20/2022 0.00%
7.77 R ISWP MXIBTIIE P 06/26/2023 0.00%
8.005 R ISWP MXIBTIIE P 06/16/2023 0.00%
8.02 R ISWP MXIBTIIE P 06/16/2023 0.00%
8.12 R ISWP MXIBTIIE P 12/24/2026 0.00%
8.20 R ISWP MXIBTIIE P 01/07/2027 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
AUD/USD 10/17/2018 BANKAM 0.00%
AUD/USD 10/17/2018 GSFX 0.00%
AUD/USD 10/17/2018 JPMCB 0.00%
AUD/USD 10/17/2018 SSBT 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2019 0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
BEKAERT SA REGS 00.0000 06/09/2021 0.00%
CAD/USD 10/17/2018 BANKAM 0.00%
CAD/USD 10/17/2018 BCAP-FX 0.00%
CAD/USD 10/17/2018 GSFX 0.00%
CAD/USD 10/17/2018 JPMCB 0.00%
CAD/USD 10/17/2018 RBSF 0.00%
CAD/USD 10/17/2018 SSBT 0.00%
CAD/USD 10/17/2018 UBS 0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 0.00%
CGCMT 2006-C4 B 06.3952 03/15/2049 0.00%
CHF/USD 12/19/2018 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.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 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 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 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 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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 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 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.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-.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 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
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%
CPTFEMU R 1.4375 P 09/15/23 0.00%
CPTFEMU R 1.4413 P 09/15/23 0.00%
CPTFEMU R 1.4425 P 09/15/23 0.00%
CPTFEMU R 1.4438 P 09/15/23 0.00%
CSFB 2005-C3 B 04.8820 07/15/2037 0.00%
CSMC 2006-C5 AX IO 00.9604 12/15/2039 0.00%
DP WORLD LTD REGS 01.7500 06/19/2024 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 12/19/2018 BANKAM 0.00%
EUR/USD 12/19/2018 BCAP-FX 0.00%
EUR/USD 12/19/2018 CSI-FX 0.00%
EUR/USD 12/19/2018 RBSF 0.00%
EUR/USD 12/19/2018 SSBT 0.00%
EUR/USD 12/19/2018 WPAC 0.00%
EURO-BTP FUTURE DEC18 IKZ8 0.00%
EURO-BUND FUTURE DEC18 RXZ8 0.00%
EURO-OAT FUTURE DEC18 OATZ8 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 00.3806 10/25/2041 0.00%
FNR 2005-83 QP 11.6329 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 00.2990 06/25/2042 0.00%
FSPC T-57 1AX IO 00.3676 07/25/2043 0.00%
GBP/USD 12/19/2018 BCAP-FX 0.00%
GBP/USD 12/19/2018 CITI 0.00%
GBP/USD 12/19/2018 GSFX 0.00%
GBP/USD 12/19/2018 HSBCB 0.00%
GBP/USD 12/19/2018 JPMCB 0.00%
GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 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%
GOVERNMENT NATIONAL MORTGAGE A 0.00%
GSMS 2005-GG4 XC IO P/P 144A 01.5912 07/10/2039 0.00%
HKD/USD 11/19/2018 BCAP-FX 0.00%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.00%
IDR/USD 12/19/2018 HSBCB 0.00%
IOS.FN30.300.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.300.13 P USL1M R 01/12/44 GS 0.00%
IOS.FN30.300.13 R USL1M P 01/12/44 CS 0.00%
IOS.FN30.350.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.350.12 P USL1M R 01/12/43 GS 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 BC 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 BC 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 CS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 CS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 CS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.00%
IOS.FN30.450.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.450.10 R USL1M P 01/12/41 BA 0.00%
IOS.FN30.450.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.450.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.450.11 R USL1M P 01/12/42 CS 0.00%
IOS.FN30.500.09 R USL1M P 01/12/40 CS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 BC 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 BC 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.GII30.500.10 P USL1M R 01/12/41 JP 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 GS 0.00%
JPMCC 2013-LC11 D 04.3017 04/15/2046 0.00%
JPY/USD 11/19/2018 CITI 0.00%
JPY/USD 11/19/2018 GSFX 0.00%
JPY/USD 11/19/2018 UBS 0.00%
LLOYDS BANK PLC 13.0000 01/29/2049 0.00%
LVMH MOET HENNESSY VUITT CV PFD 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 DE 0.00%
MBX.FN30.450.09 P USL1M R 01/12/40 GS 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.450.10 R USL1M P 01/12/41 BC 0.00%
MBX.FN30.500.09 P USL1M R 01/12/40 GS 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CS 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CS 0.00%
MBX.FN30.550.08 P USL1M R 01/12/39 BC 0.00%
MBX.FN30.550.08 R USL1M P 01/12/39 GS 0.00%
MBX.FN30.600.08 P USL1M R 01/12/39 BC 0.00%
MBX.FN30.600.08 P USL1M R 01/12/39 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 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 06.1943 12/15/2049 0.00%
NAVISTAR INTL CV 04.7500 04/15/2019 0.00%
NEXITY SA CV PFD 0.00%
OPTN FN30 2.5 10/04/18 CALL 93.16015625 JPMC 0.00%
OPTN FN30 3.0 10/04/18 CALL 96.42578125 JPMC 0.00%
OPTN FN30 3.5 11/06/18 CALL 99.1875 JPMC 0.00%
OPTN FN30 3.5 11/06/18 CALL 99.375 JPMC 0.00%
OPTN FN30 3.5 11/06/18 CALL 99.53515625 JPMC 0.00%
OPTN FN30 3.5 11/06/18 CALL 99.5625 JPMC 0.00%
OPTN FN30 3.5 11/06/18 CALL 99.72265625 JPMC 0.00%
OPTN FN30 3.5 11/06/18 CALL 99.91015625 JPMC 0.00%
PROOFPOINT INC 0.00%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.00%
SEK/USD 12/19/2018 BANKAM 0.00%
SEK/USD 12/19/2018 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 03/24/2019 0.00%
SWPTN 1MX10Y R 2.89 USD 10/05/2018 CI 0.00%
SWPTN 1MX10Y R 2.97 USD 10/05/2018 CI 0.00%
SWPTN 1YX10Y R 1.522 GBP 10/05/2018 GS 0.00%
SWPTN 1YX1Y R 0.882 GBP 11/05/2018 JP 0.00%
SWPTN 1YX1Y R 1.9175 USD 10/04/2018 GS 0.00%
SWPTN 1YX1Y R 2.3025 USD 10/04/2018 GS 0.00%
SWPTN 1YX20Y R 1.6975 GBP 10/05/2018 GS 0.00%
SWPTN 1YX2Y R -0.065 EUR 08/28/2019 GS 0.00%
SWPTN 1YX30Y R 1.673 GBP 10/05/2018 GS 0.00%
SWPTN 1YX5Y R 2.695 USD 10/04/2018 GS 0.00%
SWPTN 5WX10Y R 2.93 USD 10/12/2018 GS 0.00%
SWPTN 5WX10Y R 3.015 USD 10/12/2018 GS 0.00%
SWPTN 6MX10Y R 1.18 GBP 02/11/2019 GS 0.00%
SWPTN 6MX10Y R 1.234 GBP 02/07/2019 GS 0.00%
SWPTN 6WX10Y R 2.76 USD 10/09/2018 JP 0.00%
UKRPI P 3.3875 R 03/15/28 0.00%
UKRPI R 3.295 P 03/15/23 0.00%
US 10YR ULTRA FUT DEC18 UXYZ8 0.00%
WBCMT 2007-C34 IO IO 00.1175 05/15/2046 0.00%
ZAR/USD 10/17/2018 GSFX 0.00%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.01%
0.21 R ISWP EURIBOR6MD P 05/04/2022 -0.01%
0.55 R ISWP FWD CHL6M P 12/19/2028 -0.01%
0.6075 R ISWP SES3M P 01/24/2023 -0.01%
0.6975 R ISWP SES3M P 02/05/2023 -0.01%
0.766 R ISWP GBL6M P 09/15/2019 -0.01%
1.61375 R ISWP FWD EUR006M P 10/27/2027 -0.01%
1.65 R ISWP FWD GBL6M P 12/19/2028 -0.01%
1.815 R ISWP FWD EUR006M P 02/27/2028 -0.01%
2.4525 R ISWP AUDBB6M P 11/15/2022 -0.01%
3.05125 R ISWP FWD US0003M P 03/07/2028 -0.01%
3.10 R ISWP FWD US0003M P 12/19/2023 -0.01%
3.395 R ISWP FWD AUDBB6M P 03/07/2028 -0.01%
7.06 R ISWP JIBA3M P 01/25/2021 -0.01%
AUD/USD 10/17/2018 CITI -0.01%
AUD/USD 10/17/2018 CSI-FX -0.01%
AUD/USD 10/17/2018 RBSF -0.01%
AUD/USD 10/17/2018 UBS -0.01%
BRL/USD 01/03/2019 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 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.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 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 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 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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-.7 2047-01-17 300.0 01/17/2047 GS -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.01%
GBP/USD 12/19/2018 BANKAM -0.01%
GBP/USD 12/19/2018 SSBT -0.01%
NZD/USD 10/17/2018 CSI-FX -0.01%
NZD/USD 10/17/2018 GSFX -0.01%
OPTN FN30 2.5 10/04/18 PUT 93.16015625 JPMC -0.01%
OPTN FN30 3.5 12/06/18 CALL 98.66796875 JPMC -0.01%
OPTN FN30 3.5 12/06/18 CALL 98.6953125 JPMC -0.01%
OPTN FN30 3.5 12/06/18 CALL 98.8515625 JPMC -0.01%
OPTN FN30 3.5 12/06/18 CALL 99.0078125 JPMC -0.01%
OPTN FN30 3.5 12/06/18 PUT 97.546875 JPMC -0.01%
OPTN FN30 3.5 12/06/18 PUT 97.703125 JPMC -0.01%
OPTN FN30 3.5 12/06/18 PUT 97.859375 JPMC -0.01%
SEK/USD 12/19/2018 BCAP-FX -0.01%
SEK/USD 12/19/2018 CITI -0.01%
SEK/USD 12/19/2018 CSI-FX -0.01%
SEK/USD 12/19/2018 JPMCB -0.01%
SEK/USD 12/19/2018 UBS -0.01%
SWPTN 1YX1Y R 2.58 USD 08/28/2019 MS -0.01%
SWPTN 1YX2Y R 0.115 EUR 08/28/2019 GS -0.01%
SWPTN 3MX2Y P 3.085 USD 11/30/2018 JP -0.01%
SWPTN 6WX10Y P 3.16 USD 10/09/2018 JP -0.01%
SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS -0.01%
SWPTN LIABILITY 6MX10Y P 1.98 GBP 02/11/2019 GS -0.01%
SWPTN LIABILITY 6MX10Y P 2.034 GBP 02/07/2019 GS -0.01%
SWPTN LIABILITY 6MX10Y R 1.18 GBP 02/11/2019 GS -0.01%
SWPTN LIABILITY 6MX10Y R 1.234 GBP 02/07/2019 GS -0.01%
UKRPI P 3.34 R 02/15/28 -0.01%
UKRPI P 3.4025 R 03/15/28 -0.01%
0.66875 R ISWP SES3M P 01/30/2023 -0.02%
2.74875 R ISWP FWD US0003M P 10/27/2027 -0.02%
3.10 R ISWP FWD US0003M P 12/19/2028 -0.02%
AUD/USD 10/17/2018 HSBCB -0.02%
AUD/USD 10/17/2018 WPAC -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -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 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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%
CPTFEMU P 1.71 R 08/15/37 -0.02%
CPTFEMU P 1.735 R 09/15/37 -0.02%
CPURNSA P 2.19 R 12/06/27 -0.02%
CPURNSA P 2.1939 R 12/21/27 -0.02%
OPTN FN30 3.5 12/06/18 CALL 98.35546875 JPMC -0.02%
OPTN FN30 3.5 12/06/18 CALL 98.51171875 JPMC -0.02%
OPTN FN30 3.5 12/06/18 PUT 98.015625 JPMC -0.02%
OPTN FN30 3.5 12/06/18 PUT 98.171875 JPMC -0.02%
OPTN FN30 3.5 12/06/18 PUT 98.328125 JPMC -0.02%
SEK/USD 12/19/2018 HSBCB -0.02%
SEK/USD 12/19/2018 RBSF -0.02%
SWPTN 1MX10Y P 3.167 USD 10/26/2018 CI -0.02%
SWPTN 1YX1Y R 2.8 USD 08/28/2019 MS -0.02%
SWPTN 3MX2Y P 3.005 USD 11/30/2018 JP -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 2.725 USD 11/08/2029 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 12YX10Y R 2.725 USD 11/08/2029 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%
SWPTN LIABILITY 7YX25Y P 2.902 USD 11/08/2024 JP -0.02%
SWPTN LIABILITY 7YX25Y R 2.505 USD 11/13/2024 MS -0.02%
USD/CNH CALL 7.20 20190404 GSFX -0.02%
2.02 R ISWP CDOR03 P 11/02/2022 -0.03%
2.0525 R ISWP CDOR03 P 11/14/2022 -0.03%
5.93 R ISWP MXIBTIIE P 10/06/2021 -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 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CPTFEMU P 1.7138 R 08/15/37 -0.03%
CPURNSA P 2.05 R 07/05/27 -0.03%
CPURNSA P 2.085 R 07/03/27 -0.03%
SWPTN 5WX10Y P 3.13 USD 11/02/2018 GS -0.03%
SWPTN 5WX10Y R 3.13 USD 11/02/2018 GS -0.03%
SWPTN LIABILITY 12YX10Y P 2.5 USD 11/09/2029 JP -0.03%
SWPTN LIABILITY 12YX10Y R 3.005 USD 11/16/2029 GS -0.03%
SWPTN LIABILITY 5WX10Y P 3.2175 USD 11/02/2018 GS -0.03%
SWPTN LIABILITY 5WX10Y R 3.05 USD 11/02/2018 GS -0.03%
SWPTN LIABILITY 7YX25Y P 2.505 USD 11/13/2024 MS -0.03%
SWPTN LIABILITY 7YX25Y P 2.689 USD 11/12/2024 CI -0.03%
SWPTN LIABILITY 7YX25Y R 2.689 USD 11/12/2024 CI -0.03%
SWPTN LIABILITY 7YX25Y R 2.902 USD 11/08/2024 JP -0.03%
UKRPI P 3.34 R 03/15/28 -0.03%
0.503 R ISWP FWD EUR006M P 03/21/2023 -0.04%
1.00 R ISWP FWD EUR006M P 12/19/2028 -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 CS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.04%
CPTFEMU P 1.71 R 07/15/37 -0.04%
OPTN FN30 3.0 10/04/18 PUT 96.42578125 JPMC -0.04%
SWPTN 1MX10Y R 3.167 USD 10/26/2018 CI -0.04%
SWPTN 1YX2Y P 2.813 USD 01/28/2019 BC -0.04%
SWPTN 1YX5Y P 3.09 USD 06/14/2019 CI -0.04%
SWPTN 3MX4Y R 3.02125 USD 12/12/2018 GS -0.04%
SWPTN 5WX10Y P 3.015 USD 10/12/2018 GS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.05%
NOK/USD 12/19/2018 RBSF -0.05%
SWPTN LIABILITY 7YX5Y P 2.647 USD 06/03/2024 BA -0.05%
SWPTN LIABILITY 7YX5Y P 2.654 USD 06/03/2024 CI -0.05%
SWPTN LIABILITY 7YX5Y R 2.647 USD 06/03/2024 BA -0.05%
SWPTN LIABILITY 7YX5Y R 2.654 USD 06/03/2024 CI -0.05%
2.7725 R ISWP FWD US0003M P 03/21/2023 -0.06%
2.936 R ISWP US0003M P 09/25/2028 -0.06%
SWPTN 1YX2Y P 2.663 USD 01/14/2019 CI -0.06%
6.16 R ISWP MXIBTIIE P 01/01/2026 -0.07%
SWPTN 10YX10Y R 2.01 EUR 12/20/2027 GS -0.07%
SWPTN 1MX10Y P 2.97 USD 10/05/2018 CI -0.07%
SWPTN 7YX23Y R 3.0 USD 04/04/2025 MS -0.07%
SWPTN 7YX23Y R 3.0 USD 04/14/2025 MS -0.07%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.08%
SWPTN 10YX10Y P 2.01 EUR 12/20/2027 GS -0.08%
SWPTN 1YX2Y P 2.77 USD 01/16/2019 JP -0.08%
SWPTN 3MX4Y P 3.02125 USD 12/12/2018 GS -0.08%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.09%
SWPTN LIABILITY 10YX20Y P 2.785 USD 01/25/2027 BA -0.09%
SWPTN LIABILITY 10YX20Y R 2.785 USD 01/25/2027 BA -0.09%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.10%
SWPTN LIABILITY 5YX30Y P 2.8325 USD 02/15/2022 JP -0.11%
SWPTN LIABILITY 5YX30Y R 2.8325 USD 02/15/2022 JP -0.11%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.14%
CDX CDX.NA.HY.31 500.0 12/20/2023 -0.16%
FNMA FN30 TBA 04.5000 10/01/2048 -0.77%
FNMA FN30 TBA 03.0000 10/01/2048 -1.48%

Prior top 10 holdings

Top 10 holdings as of 09/30/18
Fnma Fn30 Tba 03.5000 10/01/2048
Fnma Fn30 Tba 04.0000 11/01/2048
Gnma Gii30 Tba 04.5000 10/01/2048
Fhlmc Fh30g Tba 04.0000 10/01/2048
Fnma Fn30 Tba 02.5000 10/01/2048
Gnma Gii30 Tba 04.0000 10/01/2048
Petrobras Global Finance Usd 07.3750 01/17/2027
United Mexican States Usd 04.1500 03/28/2027
Cwalt 2005-38 A3 02.5658 09/25/2035
Cas 2015-C04 1m2 07.9158 04/25/2028
Holdings represent 15.94% of portfolio
Top 10 holdings as of 08/31/18
Fnma Fn30 Tba 03.5000 10/01/2048
Fnma Fn30 Tba 04.0000 10/01/2048
Gnma Gii30 Tba 04.5000 09/01/2048
Fhlmc Fh30g Tba 04.0000 09/01/2048
Fnma Fn30 Tba 02.5000 09/01/2048
Gnma Gii30 Tba 04.0000 09/01/2048
Petrobras Global Finance Usd 07.3750 01/17/2027
Cwalt 2005-38 A3 02.4148 09/25/2035
United Mexican States Usd 04.1500 03/28/2027
Cas 2015-C04 1m2 07.7648 04/25/2028
Holdings represent 16.11% of portfolio
Top 10 holdings as of 07/31/18
Fnma Fn30 Tba 03.5000 09/01/2048
Fnma Fn30 Tba 04.0000 08/01/2048
Gnma Gii30 Tba 04.5000 08/01/2048
Fhlmc Fh30g Tba 04.0000 08/01/2048
Fnma Fn30 Tba 02.5000 08/01/2048
Gnma Gii30 Tba 04.0000 08/01/2048
Petrobras Global Finance Usd 07.3750 01/17/2027
Cwalt 2005-38 A3 02.4136 09/25/2035
United Mexican States Usd 04.1500 03/28/2027
Cas 2015-C04 1m2 07.7636 04/25/2028
Holdings represent 15.92% of portfolio
Top 10 holdings as of 06/30/18
Fnma Fn30 Tba 03.5000 08/01/2048
Gnma Gii30 Tba 04.5000 07/01/2048
Fnma Fn30 Tba 04.0000 07/01/2048
Fhlmc Fh30g Tba 04.0000 07/01/2048
Fnma Fn30 Tba 02.5000 07/01/2048
Gnma Gii30 Tba 04.0000 07/01/2048
Cwalt 2005-38 A3 02.4411 09/25/2035
Cas 2015-C04 1m2 07.7911 04/25/2028
Cwalt 2005-59 1a1 02.4138 11/20/2035
Fnma Fn30 Tba 05.5000 07/01/2048
Holdings represent 14.62% of portfolio

Fixed income statistics as of 09/30/18

Average effective maturity 5.63 yrs.
Average effective duration -0.40 yrs.
Average yield to maturity 5.72%
Average coupon 4.70%
Average price $83.41

Sector weightings as of 09/30/18

  Cash investments Non-cash investments Total portfolio
  Weight Spread duration Weight Spread duration Weight Spread duration
Commercial MBS 6.34% 0.23 15.35% 0.46 21.69% 0.69
Agency CMO 18.54% 0.71 0.50% 0.03 19.04% 0.74
High-yield corporate bonds 21.10% 0.85 -2.24% -0.10 18.86% 0.75
Agency pass-through 0.38% 0.03 11.57% 0.77 11.95% 0.80
Residential MBS (non-agency) 10.96% 0.54 0.00% 0.00 10.96% 0.54
Emerging-market bonds 9.80% 0.50 0.00% 0.00 9.80% 0.50
International Treasury/agency 2.88% 0.19 0.00% -0.13 2.88% 0.06
Investment-grade corporate bonds 1.84% 0.13 0.00% 0.00 1.84% 0.13
Convertible securities 1.78% 0.03 0.00% 0.00 1.78% 0.03
Bank loans 1.43% 0.06 0.00% 0.00 1.43% 0.06
Asset-backed securities (ABS) 0.15% 0.00 0.00% 0.00 0.15% 0.00
Equity investments 0.01% 0.00 0.00% 0.00 0.01% 0.00
Interest rate swaps 0.00% 0.00 0.00% -3.26 0.00% -3.26
U.S. Treasury/agency 0.00% 0.00 0.00% 0.08 0.00% 0.08
Net cash 24.81% 0.00 0.00% 0.00 24.81% 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 09/30/18

0 - 1 yr. 16.60%
1 - 5 yrs. 22.64%
5 - 10 yrs. 57.43%
10 - 15 yrs. 2.02%
Over 15 yrs. 1.31%

Quality rating as of 09/30/18

AAA 39.00%
AA 0.04%
A 14.81%
BBB 7.36%
BB 20.09%
B 14.50%
CCC and Below 7.75%
Not Rated -3.55%

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value when interest rates decline and decline in value when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. Bond prices may fall or fail to rise over time for several reasons, including general financial market conditions, changing market perceptions (including perceptions about the risk of default and expectations about monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio 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 09/30/18

United States 82.23%
Greece 2.78%
Argentina 2.49%
Brazil 2.10%
Mexico 1.64%
Indonesia 1.52%
Canada 1.37%
Bermuda 0.77%
Luxembourg 0.52%
 
Other
4.58%
Netherlands 0.52%
Ivory Coast 0.49%
United Kingdom 0.49%
Egypt 0.45%
France 0.37%
Dominican Republic 0.32%
Ireland 0.30%
Russia 0.24%
Venezuela 0.22%
Norway 0.19%
Germany 0.17%
Switzerland 0.17%
Jamaica 0.12%
Costa Rica 0.10%
Hong Kong 0.10%
Senegal 0.10%
El Salvador 0.08%
Cayman Islands 0.07%
Spain 0.06%
Italy 0.03%
New Zealand 0.03%
Sweden 0.03%
China 0.01%
Denmark 0.01%
India 0.01%
Israel 0.01%
Japan 0.01%
Vietnam 0.01%
European Community -0.03%
Australia -0.10%

Expenses

Expense ratio

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

Sales charge

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

CDSC

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

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

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