Always Diligent. Always Active.

Diversified Income Trust (Class Y)  (PDVYX)

Offering a diversified portfolio of income opportunities since 1988

Diversified Income Trust received an  Overall Morningstar Rating  of  

Highlights

Offering a diversified portfolio of income opportunities since 1988

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

Strategy and process

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

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $6.84
-0.15% | $-0.01
$7.00
07/13/18
$6.53
12/24/18
Historical fund price

Fund facts as of 04/30/19

Total net assets
$4,193.14M
Turnover (fiscal year end)
580%
Dividend frequency (view rate)
Monthly
Number of holdings
1647
Fiscal year-end
September
CUSIP / Fund code
746704501 / 1822
Inception date
07/01/96
Category
Taxable Income
Open to new investors
Ticker
PDVYX

Management team

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


Manager commentary | Q1 2019

Looking beyond the benchmark

Bill Kohli, Chief Investment Officer, Fixed Income, explains where he is finding opportunity outside of the benchmark.



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.

16.24%

Best 5-year annualized return

(for period ending 12/31/13)


-4.32%

Worst 5-year annualized return

(for period ending 12/31/08)


6.14%

Average 5-year annualized return


  • Total return (%) as of 03/31/19

  • Annual performance as of 03/31/19

Annualized Total return (%) as of 03/31/19

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 1.61% 6.95% 2.31% 8.82%
After sales charge N/A N/A N/A N/A
ICE BofAML U.S. Treasury Bill Index 2.17%1.19%0.76%0.46%

Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Multi-Asset Absolute Return Fund, 4.00% and 3.25% for income funds and 2.25% and 0.75% for Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund, respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, which is 3% in the first year, declining to 1% in the fourth year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A and M shares of Putnam money market funds have no initial sales charge. For a portion of the periods, some funds had expense limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.

Performance snapshot

  Before sales charge After sales charge
1 mt. as of 05/31/19 0.40% -
YTD as of 06/25/19 6.98% -

Yield

Distribution rate before sales charge
as of 06/25/19
4.91%
Distribution rate after sales charge
as of 06/25/19
4.91%
30-day SEC yield as of 05/31/19 4.06%

Volatility as of 04/30/19

Standard deviation (3 yrs.) 3.45%

Lipper rankings as of 04/30/19

Time period Rank/Funds in category Percentile ranking
1 yr. 161/232 70%
3 yrs. 23/210 11%
5 yrs. 56/138 41%
10 yrs. 2/48 5%
Lipper category: Alternative Credit Focus Funds

Morningstar Ratings as of 04/30/19

Time period Funds in category Morningstar Rating
Overall 272
3 yrs. 272
5 yrs. 191
10 yrs. 64
Morningstar category: Nontraditional Bond

Distributions

Record/Ex dividend date 06/18/19
Payable date 06/20/19
Income $0.028
Extra income --
Short-term cap. gain --
Long-term cap. gain --

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

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

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


Holdings

Top 10 holdings as of 04/30/19

Umbs Fn30 Tba 03.5000 06/01/2049 11.11%
Umbs Fn30 Tba 04.0000 06/01/2049 8.98%
Gnma Gii30 Tba 04.5000 05/01/2049 1.61%
Umbs Fn30 Tba 02.5000 05/01/2049 1.47%
Gnma Gii30 Tba 04.0000 05/01/2049 0.98%
Petrobras Global Finance Usd 06.1250 01/17/2022 0.62%
Umbs Fn30 Tba 05.5000 05/01/2049 0.59%
Cas 2017-C02 2b1 07.9766 09/25/2029 0.57%
Cas 2015-C04 1m2 08.1766 04/25/2028 0.56%
Cwalt 2005-59 1a1 02.8109 11/20/2035 0.55%
Top 10 holdings, percent of portfolio 27.04%

Full portfolio holdings as of 03/31/19

FNMA FN30 TBA UMBS 03.5000 06/01/2049 11.29%
FNMA FN30 TBA UMBS 04.0000 07/01/2049 4.62%
FNMA FN30 TBA UMBS 04.0000 06/01/2049 4.45%
US 2YR NOTE (CBT) SEP19 TUU9 4.25%
FNMA FN30 TBA UMBS 02.5000 07/01/2049 2.31%
REPO TRIPA MORTG 2.5 06/03/2019 1.69%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 1.63%
GNMA GII30 TBA 04.5000 06/01/2049 1.62%
US ULTRA BOND CBT SEP19 WNU9 1.12%
GNMA GII30 TBA 04.0000 06/01/2049 0.99%
2.65 R ISWP FWD US0003M P 06/19/2029 0.87%
TREASURY BILL 00.0000 06/13/2019 0.76%
TREASURY BILL 00.0000 07/18/2019 0.74%
TREASURY BILL 00.0000 07/25/2019 0.73%
2.60 R ISWP FWD US0003M P 06/19/2026 0.64%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.61%
FNMA FN30 TBA UMBS 05.5000 06/01/2049 0.59%
CAS 2015-C04 1M2 08.1298 04/25/2028 0.55%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.54%
CWALT 2005-59 1A1 02.7719 11/20/2035 0.54%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.52%
SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP 0.52%
CAS 2017-C02 2B1 07.9298 09/25/2029 0.50%
CAS 2016-C02 1B 14.6798 09/25/2028 0.48%
SPST 2019-3 A 03.1370 06/24/2020 0.48%
ETP LEGACY LP 29277FT35 DCP 06/03/2019 0.48%
NORTHROP GRUMMAN CORP 66681MTC2 DCP 06/12/2019 0.48%
CHARTA LLC 16115WUW5 DCP 07/30/2019 0.48%
WFRBS 2012-C10 D P/P 144A 04.4407 12/15/2045 0.46%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.45%
CHARIOT FUNDING LLC 15963UUC8 DCP 07/12/2019 0.44%
WFRBS 2013-C15 D P/P 144A 04.4726 08/15/2046 0.44%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.44%
SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP 0.43%
GNMA GII30P 784109 04.0000 10/20/2045 0.43%
OMIR 2018-1A M2 05.2798 07/25/2028 0.42%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.42%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP 0.41%
TREASURY BILL 00.0000 06/06/2019 0.41%
AVIATION CAPITAL GROUP LLC 05369CT49 DCP 06/04/2019 0.41%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 0.40%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.40%
0.60 R ISWP FWD EUR006M P 06/19/2029 0.38%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.37%
UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 0.37%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.37%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.37%
GSMS 2014-GC24 D P/P 144A 04.5290 09/10/2047 0.36%
WESTAR ENERGY INC 95709XTA9 DCP 06/10/2019 0.36%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.34%
SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP 0.34%
GNR 2018-H03 XI IO 02.3829 02/20/2068 0.34%
CAS 2015-C03 1M2 07.4298 07/25/2025 0.34%
CFCRE 2011-C2 E P/P 144A 05.7477 12/15/2047 0.34%
HVMLT 2005-2 1A 02.9606 05/19/2035 0.34%
STACR 2015-DNA3 B 11.7798 04/25/2028 0.33%
WRKCO INC 92940YT54 DCP 06/05/2019 0.31%
WFCM 2013-LC12 D P/P 144A 04.2856 07/15/2046 0.31%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.31%
GNR 2016-H23 NI IO 02.2654 10/20/2066 0.30%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.30%
FNR 2016-82 SG IO 03.6703 11/25/2046 0.30%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.30%
TREASURY BILL 00.0000 08/01/2019 0.30%
ARGENTINE REPUBLIC USD 04.6250 01/11/2023 0.29%
FMC TECHNOLOGIES INC 3024X3TT1 DCP 06/27/2019 0.29%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.29%
HELLENIC REPUBLIC REGS 03.5000 01/30/2023 0.29%
CWALT 2006-OA10 4A1 02.6198 08/25/2046 0.28%
GNR 2018-H02 EI IO 02.4058 01/20/2068 0.28%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.28%
HELLENIC REPUBLIC REGS 03.4500 04/02/2024 0.28%
GNR 2018-H05 BI IO 02.3568 02/20/2068 0.27%
SAMI 2006-AR7 A1A 02.6398 08/25/2036 0.27%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.27%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.27%
CAS 2016-C03 1B 14.1798 10/25/2028 0.27%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 0.27%
CRC FUNDING LLC 12619UUV1 DCP 07/29/2019 0.26%
PUGET SOUND ENERGY INC 74533BTB2 DCP 06/11/2019 0.26%
TREASURY BILL 00.0000 06/20/2019 0.26%
FNR 2016-3 MI IO 05.5000 02/25/2046 0.26%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 0.26%
DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 0.26%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.25%
CPTFEMU P 1.71 R 07/15/37 0.25%
JPMBB 2014-C25 D P/P 144A 03.9440 11/15/2047 0.25%
GNR 2018-H02 HI IO 02.3890 01/20/2068 0.24%
STACR 2015-DNA2 B 09.9798 12/25/2027 0.24%
CWALT 2006-OA7 1A2 03.4211 06/25/2046 0.24%
SWPTN 1YX1Y R 3.02 USD 08/28/2019 MS 0.24%
CWALT 2005-38 A3 02.7798 09/25/2035 0.24%
DIAGEO CAPITAL PLC 2524H5TC1 DCP 06/12/2019 0.24%
UDR INC 90352QT31 DCP 06/03/2019 0.24%
UNITEDHEALTH GROUP INC 91058UTD5 DCP 06/13/2019 0.24%
VERIZON COMMUNICATIONS INC 92344MT45 DCP 06/04/2019 0.24%
AT&T INC 0020A3UV0 DCP 07/29/2019 0.24%
CHARIOT FUNDING LLC 15963UUR5 DCP 07/25/2019 0.24%
FORTIVE CORP 34961ETJ4 DCP 06/18/2019 0.24%
TRANSCANADA PIPELINES LTD 89355QUP9 DCP 07/23/2019 0.24%
WELLTOWER INC 95040XU15 DCP 07/01/2019 0.24%
FNR 2016-96 ST IO 03.6703 12/25/2046 0.24%
3.073 R ISWP FWD US0003M P 03/04/2029 0.23%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.23%
KEURIG DR PEPPER INC 49271KT38 DCP 06/03/2019 0.23%
CAS 2016-C03 2M2 08.3298 10/25/2028 0.22%
GNR 2017-H10 MI IO 01.8622 04/20/2067 0.22%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 0.22%
CMLTI 2007-AMC3 A2D 02.7798 03/25/2037 0.22%
BCAP 2011-RR3 3A6 04.3065 11/27/2036 0.22%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.22%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 0.22%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.21%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.21%
GNR 2018-H05 AI IO 02.4156 02/20/2068 0.21%
BERKSHIRE HATHAWAY ENERGY CO 08465ST74 DCP 06/07/2019 0.21%
GNR 2018-H15 EI IO 01.3947 08/20/2068 0.21%
COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 0.21%
CAS 2017-C01 1M2 05.9798 07/25/2029 0.21%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.21%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.21%
BSCMS 2007-T26 AJ 05.4639 01/12/2045 0.21%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.20%
LNSTR 2015-3 C P/P 144A 03.1274 04/20/2048 0.20%
GNR 2018-104 SD IO 03.7594 08/20/2048 0.20%
STACR 2015-HQA2 B 12.9298 05/25/2028 0.20%
GNR 2013-9 S IO 04.3094 01/20/2043 0.20%
GNR 2018-105 SG IO 03.8094 08/20/2048 0.20%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.20%
2.776 R ISWP FWD US0003M P 03/21/2029 0.20%
FNR 2013-107 SB IO 03.5203 02/25/2043 0.20%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.19%
CAS 2018 - C01 1B1 05.9798 07/25/2030 0.19%
CAS 2016-C01 1B 14.1798 08/25/2028 0.19%
GNR 2017-160 S IO 03.7594 10/20/2043 0.19%
SWPTN 1YX1Y R 2.8 USD 08/28/2019 MS 0.19%
SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS 0.18%
FNR 2018-58 AI IO 04.5000 08/25/2048 0.18%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS 0.18%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS 0.18%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.18%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.18%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.18%
WAMU 2005-AR14 1A2 04.1854 12/25/2035 0.18%
IVORY COAST P/P 144A 06.1250 06/15/2033 0.18%
CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 0.17%
GNR 2017-H08 NI IO 02.2271 03/20/2067 0.17%
SWPTN 1YX30Y R 1.288 EUR 02/17/2020 JP 0.17%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.17%
GNR 2015-H12 AI IO 01.8591 05/20/2065 0.17%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.17%
2.226 R ISWP US0003M P 05/30/2024 0.17%
AMEREN CORP 02360ST57 DCP 06/05/2019 0.17%
GNR 2017-H06 BI IO 02.3609 02/20/2067 0.17%
INTERPUBLIC GROUP OF COS INC/ 46070QT59 DCP 06/05/2019 0.17%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 0.17%
BPCE SA 05571CY13 DCP 11/01/2019 0.17%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 0.17%
FASST 2019-HB1 M5 P/P 144A 06.0000 04/25/2029 0.16%
FHR 4265 SD IO 03.6604 01/15/2035 0.16%
GNR 2015-H15 BI IO 01.9949 06/20/2065 0.16%
ARAB REP OF EGYPT P/P 144A 05.5770 02/21/2023 0.16%
BOSTON SCIENTIFIC CORP 10114BT64 DCP 06/06/2019 0.16%
FNR 2015-58 KI IO 06.0000 03/25/2037 0.16%
GNR 2018-100 S IO 03.7594 07/20/2048 0.16%
GNR 2018-H01 XI IO 02.2466 01/20/2068 0.16%
FNR 2016-62 GS IO 03.6703 09/25/2046 0.16%
GNR 2018-H04 IO IO 02.3278 02/20/2068 0.16%
DBALT 2006-AR4 A2 02.6198 12/25/2036 0.16%
STACR 2018-DNA2 B1 06.1298 12/25/2030 0.16%
CSAIL 2015-C1 D P/P 144A 03.7935 04/15/2050 0.16%
SWPTN 6YX24Y R 3.0 USD 01/31/2025 MS 0.16%
GNR 2015-167 MI IO 05.0000 06/20/2045 0.16%
GNR 2017-H18 FI IO 02.1970 09/20/2067 0.16%
SPRINT CORP 07.8750 09/15/2023 0.16%
SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP 0.16%
SWPTN 5YX24Y R 3.0 USD 04/04/2024 MS 0.16%
SWPTN 5YX24Y R 3.0 USD 04/12/2024 MS 0.16%
SUNCOR ENERGY INC 86723BV23 DCP 08/02/2019 0.16%
SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS 0.16%
ARGENTINE REPUBLIC USD 05.8750 01/11/2028 0.15%
CPTFEMU P 1.7138 R 08/15/37 0.15%
GNMA GII30 OBI6446 04.5000 12/20/2048 0.15%
GNR 2017-H12 QI IO 02.4147 05/20/2067 0.15%
FNR 2016-70 QI IO 03.5000 10/25/2046 0.15%
GNR 2017-H16 JI IO 02.3612 08/20/2067 0.15%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.15%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.15%
0.20 R ISWP FWD CHL6M P 06/19/2029 0.15%
STACR 2018-HQA1 M2 04.7298 09/25/2030 0.15%
RMIR 2018-1 M2 04.2100 03/25/2028 0.15%
BSMF 2006-AR2 2A1 02.6598 09/25/2046 0.15%
CWALT 2006-OA10 3A1 02.6198 08/25/2046 0.15%
GNR 2016-75 EI IO 03.5000 08/20/2045 0.15%
JPMBB 2014-C18 E P/P 144A 04.3172 02/15/2047 0.15%
CAS 2017-C03 1B1 07.2798 10/25/2029 0.15%
JPMBB 2014-C18 D P/P 144A 04.8172 02/15/2047 0.15%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.15%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.15%
GNR 2017-H03 HI IO 01.5573 01/20/2067 0.14%
IVORY COAST REGS 05.3750 07/23/2024 0.14%
CRC FUNDING LLC 12619UT35 DCP 06/03/2019 0.14%
GNR 2015-H23 BI IO 01.7377 09/20/2065 0.14%
FMC TECHNOLOGIES INC 3024X3UH5 DCP 07/17/2019 0.14%
IVORY COAST REGS 06.1250 06/15/2033 0.14%
STACR 2017-DNA2 B1 07.5798 10/25/2029 0.14%
MSC 2012-C4 E P/P 144A 05.4197 03/15/2045 0.14%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.14%
COMM 2012-CR3 E P/P 144A 04.7522 10/15/2045 0.14%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.14%
WFRBS 2012-C9 E P/P 144A 04.8110 11/15/2045 0.14%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.14%
GNR 2013-152 SJ IO 03.7094 05/20/2041 0.14%
GNR 2017-H20 HI IO 02.1228 10/20/2067 0.14%
GNR 2018-91 SH IO 03.8094 07/20/2048 0.14%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.14%
CAS 2017-C06 2M2 05.2298 02/25/2030 0.14%
GNR 2015-89 IP IO 04.0000 02/20/2045 0.14%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.14%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.14%
GNR 2015-H03 CI IO 01.7174 01/20/2065 0.14%
GNR 2017-H06 MI IO 02.3053 02/20/2067 0.14%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.13%
GSR 2007-OA1 2A3A 02.7398 05/25/2037 0.13%
SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS 0.13%
2.375 R ISWP FWD US0003M P 04/16/2029 0.13%
GNR 2015-131 MI IO 03.5000 09/20/2045 0.13%
GNR 2016-H22 AI IO 02.3254 10/20/2066 0.13%
SWPTN 1YX1Y R 2.58 USD 08/28/2019 MS 0.13%
SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP 0.13%
SWPTN 5WX30Y R 2.647 USD 06/10/2019 UB 0.13%
CPTFEMU P 1.735 R 09/15/37 0.13%
FHR 4509 CI IO 06.0000 09/15/2045 0.13%
GNR 2012-140 IC IO 03.5000 11/20/2042 0.13%
GNR 2017-H16 IO 02.2671 08/20/2067 0.13%
SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS 0.13%
SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS 0.13%
BACM 2005-1 B 05.5038 11/10/2042 0.13%
GNR 2015-H08 CI IO 01.7931 03/20/2065 0.13%
WAMU 2005-AR10 1A3 04.1040 09/25/2035 0.13%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.12%
LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 0.12%
GNR 2016-H04 HI IO 02.3702 07/20/2065 0.12%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.12%
SERVICE CORP INTL 05.3750 05/15/2024 0.12%
WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 0.12%
3.312 R ISWP US0003M P 11/08/2048 0.12%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.12%
BSCMS 2005-PWR7 C 05.2350 02/11/2041 0.12%
CAS 2017-C01 1B1 08.1798 07/25/2029 0.12%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.12%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.12%
FNR 2015-69 IO IO 06.0000 09/25/2045 0.12%
GNR 2018-67 SC IO 03.7594 05/20/2048 0.12%
GSAA 2006-8 2A2 02.6098 05/25/2036 0.12%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.12%
ARROW ELECTRONICS INC 04273MT78 DCP 06/07/2019 0.12%
ENI FINANCE USA INC 26876BTA9 DCP 06/10/2019 0.12%
ENI FINANCE USA INC 26876BTJ0 DCP 06/18/2019 0.12%
SUNCOR ENERGY INC 86723BTR1 DCP 06/25/2019 0.12%
CRH AMERICA FINANCE INC 12636DUS5 DCP 07/26/2019 0.12%
ENBRIDGE US INC 29251VUN4 DCP 07/22/2019 0.12%
GNR 2014-4 SG IO 03.6594 01/20/2044 0.12%
GNR 2018-89 LS IO 04.1536 06/20/2048 0.12%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.12%
SHEFFIELD RECEIVABLES CO LLC 82124MZJ2 DCP 12/18/2019 0.12%
UBSBB 2012-C2 F P/P 144A 04.8913 05/10/2063 0.12%
BSCMS 2005-PWR7 B 05.2140 02/11/2041 0.12%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 0.12%
GNR 2016-77 SC IO 03.6594 10/20/2045 0.12%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.12%
EVERSOURCE ENERGY 30040YT38 DCP 06/03/2019 0.12%
HELLENIC REPUBLIC P/P REGS 03.3750 02/15/2025 0.12%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.12%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.12%
GNR 2016-H16 EI IO 02.2171 06/20/2066 0.11%
GNR 2017-H09 IO IO 01.8633 04/20/2067 0.11%
SCRT 2019-2 M 04.7500 08/25/2058 0.11%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.11%
COMM 2013-CR9 D P/P 144A 04.2558 07/10/2045 0.11%
HELLENIC REPUBLIC REGS 03.9000 01/30/2033 0.11%
CWALT 2006-OA10 1A1 03.4411 08/25/2046 0.11%
GNR 2017-104 MI IO 05.5000 07/16/2047 0.11%
HELLENIC REPUBLIC REGS 04.0000 01/30/2037 0.11%
NHLT 2018-1A M5 P/P 144A 06.0000 02/25/2028 0.11%
CAS 2017-C06 1M2 05.0798 02/25/2030 0.11%
LEVEL 3 FINANCING INC 05.2500 03/15/2026 0.11%
FHR 4731 QS IO 03.7604 11/15/2047 0.11%
IVORY COAST P/P 144A 05.2500 03/22/2030 0.11%
SPLUNK INC P/P 144A CV 01.1250 09/15/2025 0.11%
AES CORP/THE 05.5000 04/15/2025 0.11%
REFINITIV TLB L+375 06.2331 10/01/2025 0.11%
TENET HEALTHCARE 06.0000 10/01/2020 0.11%
FHR 4801 IG IO 03.0000 06/15/2048 0.11%
GNR 2018-37 IO IO 05.0000 03/20/2048 0.11%
UNITYMEDIA HESSEN / NRW REGS 06.2500 01/15/2029 0.11%
ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022 0.11%
GNR 2017-H03 EI IO 02.4169 01/20/2067 0.11%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.11%
GNR 2015-H20 BI IO 01.9117 08/20/2065 0.10%
GNR 2017-H05 CI IO 02.6229 02/20/2067 0.10%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.10%
2.2975 R ISWP US0003M P 05/07/2024 0.10%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.10%
FHR 4635 PI IO 04.0000 12/15/2046 0.10%
MSC 2008-T29 F P/P 144A 06.1074 01/11/2043 0.10%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.10%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.10%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.10%
GNR 2015-H15 AI IO 01.8259 06/20/2065 0.10%
GNR 2016-H12 AI IO 01.6552 07/20/2065 0.10%
BSCMS 2005-PWR7 D 05.3040 02/11/2041 0.10%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.10%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.10%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 0.10%
CAS 2016-C07 2M2 06.7798 05/25/2029 0.10%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.10%
GNR 2016-17 IA IO 04.5000 03/20/2045 0.10%
GNR 2017-H11 TI IO 02.4557 04/20/2067 0.10%
NAVISTAR INTL TLB L+350 05.8900 11/06/2024 0.10%
FHR 4193 PI IO 04.0000 03/15/2043 0.10%
GNR 2015-H18 BI IO 01.9719 07/20/2065 0.10%
GNR 2016-H18 IO IO 01.6528 08/20/2066 0.10%
IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 0.10%
OPTN FN30 3.0 06/06/19 CALL 98.84375 JPMC 0.10%
STAPLES INC P/P 144A 07.5000 04/15/2026 0.10%
SWPTN 1YX2Y R 0.115 EUR 08/28/2019 GS 0.10%
AKAMAI TECH CV 00.1250 05/01/2025 0.10%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.10%
GNR 2016-H27 EI IO 02.1871 12/20/2066 0.10%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.10%
SPRINT CORP 07.2500 09/15/2021 0.10%
SPRINT CORP TLB L+300 05.7711 02/03/2024 0.10%
0.95 R ISWP FWD SES3M P 06/19/2029 0.10%
APACHE CORP 03741PT36 DCP 06/03/2019 0.10%
GNR 2012-128 IA IO 03.5000 10/20/2042 0.10%
GNR 2018-H01 IO IO 02.1110 12/20/2067 0.10%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.10%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.10%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.10%
OMIR 2017-1A M2 P/P 144A 06.4298 04/25/2027 0.10%
REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 0.10%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.10%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.10%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.10%
BACM 2005-1 C 05.5038 11/10/2042 0.09%
FNR 2018-3 PI IO 04.0000 02/25/2048 0.09%
GNMA GII30 BL7518 05.0000 04/20/2049 0.09%
GNR 2016-126 PI IO 05.0000 02/20/2046 0.09%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.09%
GNR 2016-H08 AI IO 01.7809 08/20/2065 0.09%
T-MOBILE USA INC 06.3750 03/01/2025 0.09%
FNR 2011-101 SA IO 03.4703 10/25/2041 0.09%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.09%
PALO ALTO NET P/P 144A CV 00.7500 07/01/2023 0.09%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037 0.09%
SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP 0.09%
CPTFEMU P 1.71 R 08/15/37 0.09%
FNR 2012-151 IN IO 05.0000 01/25/2043 0.09%
GNR 2010-20 BI IO 04.5000 02/16/2040 0.09%
MBX.FN30.500.10 R USL1M P 01/12/41 CS 0.09%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.09%
BRAND ENERGY TL L+425 06.8234 06/21/2024 0.09%
GNMA GII30 OBJ7123 05.0000 12/20/2048 0.09%
GNR 2014-119 SA IO 03.1594 08/20/2044 0.09%
GNR 2014-H25 BI IO 01.6894 12/20/2064 0.09%
GNR 2017-H11 DI IO 01.9562 05/20/2067 0.09%
LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 0.09%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.09%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.09%
CCMFC 2006-4A A2 02.6098 11/25/2047 0.09%
CWALT 2006-OA10 2A1 02.6198 08/25/2046 0.09%
GNR 2016-H14 IO IO 01.6843 06/20/2066 0.09%
IVORY COAST REGS 06.3750 03/03/2028 0.09%
PRICELINE GRO CV 00.9000 09/15/2021 0.09%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.09%
WPX ENERGY INC 05.7500 06/01/2026 0.09%
CAS 2017-C05 1B1 06.0298 01/25/2030 0.09%
SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS 0.09%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.09%
VIRGIN MEDIA FIN PLC P/P 144A 04.5000 01/15/2025 0.09%
WORKDAY INC CV 00.2500 10/01/2022 0.09%
CAS 2015-C01 2M2 06.9798 02/25/2025 0.09%
FORTIVE CORP P/P 144A CV 00.8750 02/15/2022 0.09%
GNR 2015-105 LI IO 05.0000 10/20/2039 0.09%
GNR 2015-64 YI IO 04.0000 11/20/2044 0.09%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.09%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.09%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.09%
SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS 0.09%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.09%
GNR 2015-131 CI IO 03.5000 09/20/2045 0.08%
GNR 2015-H24 AI IO 01.9007 09/20/2065 0.08%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.08%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.08%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.08%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.08%
SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS 0.08%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.08%
FNR 2013-18 IN IO 03.5000 03/25/2043 0.08%
GNR 2015-H23 DI IO 01.8587 09/20/2065 0.08%
GNR 2016-79 IO IO 03.5000 06/20/2046 0.08%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.08%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.08%
STACR 2016-HQA3 M3 06.2798 03/25/2029 0.08%
STACR 2017-DNA1 B1 07.3798 07/25/2029 0.08%
WFMBS 2006-AR2 1A1 04.9197 03/25/2036 0.08%
AKER BP ASA P/P 144A 05.8750 03/31/2025 0.08%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.08%
GNR 2017-42 IC IO 04.5000 08/20/2041 0.08%
WFMBS 2006-AR5 1A1 05.2050 04/25/2036 0.08%
FNR 2012-151 PI IO 03.0000 01/25/2043 0.08%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.08%
TRANSDIGM INC 06.3750 06/15/2026 0.08%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.08%
GNR 2015-H10 BI IO 02.0637 04/20/2065 0.08%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.08%
MWST 2018-W1 A 03.2798 11/25/2051 0.08%
STACR 2016-HQA2 M3 07.5798 11/25/2028 0.08%
AVAYA TLB L+425 06.7226 12/15/2024 0.08%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.08%
JPALT 2007-A2 12A1 02.6298 06/25/2037 0.08%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.08%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.08%
2.20 R ISWP FWD US0003M P 04/10/2024 0.08%
DEXCOM INC P/P 144A CV 00.7500 12/01/2023 0.08%
GNR 2016-138 DI IO 04.0000 10/20/2046 0.08%
GNR 2017-160 AI IO 04.5000 10/20/2047 0.08%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.08%
LIVE NATION CV 02.5000 03/15/2023 0.08%
AUD/JPY PUT 76.00 20190806 GSFX 0.08%
DIVERSEY TL L+300 05.5828 09/06/2024 0.08%
HOUSTON FUEL TLB L+275 05.2500 06/26/2025 0.08%
HUSKY TLB L+300 05.4831 03/28/2025 0.08%
ON SEMICONDUC CV 01.6250 10/15/2023 0.08%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.08%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.08%
GNR 2015-52 KI IO 03.5000 11/20/2040 0.08%
GNR 2016-H17 KI IO 01.9909 07/20/2066 0.08%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031 0.08%
SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS 0.08%
WAMU 2005-AR13 A1C3 02.9198 10/25/2045 0.08%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.08%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 0.08%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.08%
FNMA FN30 BN4205 05.0000 12/01/2048 0.08%
FNR 2012-123 DI IO 03.5000 05/25/2041 0.08%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 0.08%
SWPTN 1YX2Y R 0.025 EUR 08/28/2019 GS 0.08%
TWITTER INC CV 01.0000 09/15/2021 0.08%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.07%
FHR 4678 MS IO 05.1072 04/15/2047 0.07%
JAZZ INVT I LTD USD 01.5000 08/15/2024 0.07%
SS&C TECH INC P/P 144A 05.5000 09/30/2027 0.07%
WFRBS 2013-C12 E P/P 144A 03.5000 03/15/2048 0.07%
GNR 2015-79 GI IO 05.0000 10/20/2039 0.07%
GNR 2017-H02 BI IO 02.3461 01/20/2067 0.07%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.07%
PLURALSIGHT P/P 144A CV 00.3750 03/01/2024 0.07%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.07%
2.3225 R ISWP FWD US0003M P 05/01/2024 0.07%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.07%
CWALT 2006-45T1 2A7 02.7698 02/25/2037 0.07%
GNR 2016-H24 JI IO 02.2014 11/20/2066 0.07%
GNR 2017-H06 DI IO 01.7778 02/20/2067 0.07%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.07%
T-MOBILE USA INC 05.3750 04/15/2027 0.07%
2.486 R ISWP US0003M P 04/11/2029 0.07%
DISH NETWORK CV 03.3750 08/15/2026 0.07%
EQUINIX INC 05.3750 05/15/2027 0.07%
ITRON INC P/P 144A 05.0000 01/15/2026 0.07%
BALTA 2005-7 21A1 04.4742 09/25/2035 0.07%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.07%
FHR 4213 GI IO 04.0000 11/15/2041 0.07%
GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 0.07%
GNR 2016-H06 CI IO 01.6415 02/20/2066 0.07%
NRG ENERGY CV 02.7500 06/01/2048 0.07%
STANDARD IND INC P/P 144A 06.0000 10/15/2025 0.07%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.07%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.07%
TALBOTS TLB L+700 09.4831 11/28/2022 0.07%
CAS 2016-C03 1M2 07.7298 10/25/2028 0.07%
CENTENE CORP 06.1250 02/15/2024 0.07%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.07%
DOMINICAN REPUBLIC REGS 07.4500 04/30/2044 0.07%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 0.07%
GNR 2013-34 IH IO 04.5000 03/20/2043 0.07%
GREAT LAKES D&D 08.0000 05/15/2022 0.07%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.07%
GNR 2015-168 IG IO 03.5000 03/20/2043 0.07%
GNR 2016-156 PI IO 03.5000 11/20/2046 0.07%
PQ CORP P/P 144A 05.7500 12/15/2025 0.07%
SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS 0.07%
SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 0.07%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 0.07%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.07%
CWALT 2006-OA7 1A1 03.0716 06/25/2046 0.07%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.07%
GNR 2018-127 ID IO 05.0000 07/20/2045 0.07%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.07%
CAS 2018-C04 2M2 04.9798 12/25/2030 0.06%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.06%
GNMA GII30 BI6339 UMBS 04.5000 11/20/2048 0.06%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.06%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.06%
MICROCHIP TEC CV 01.6250 02/15/2027 0.06%
STACR 2019-DNA2 M2 04.8798 03/25/2049 0.06%
SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS 0.06%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.06%
MWST 2019-1 A 03.2298 06/25/2052 0.06%
NHLT 2018-2A M5 P/P 144A 06.0000 07/25/2028 0.06%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.06%
SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS 0.06%
WAMU 2005-AR19 A1C4 02.8298 12/25/2045 0.06%
BSCMS 2007-T28 D P/P 144A 05.5336 09/11/2042 0.06%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.06%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.06%
GNR 2014-132 IO IO 05.0000 09/20/2044 0.06%
GNR 2014-46 SA IO 03.6594 03/20/2044 0.06%
GNR 2015-H01 BI IO 01.5664 01/20/2065 0.06%
GNR 2017-179 WI IO 05.0000 12/20/2047 0.06%
IOS.FN30.400.10 R USL1M P 01/12/41 CS 0.06%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 0.06%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.06%
FNR 2013-41 IP IO 04.0000 05/25/2043 0.06%
GNR 2014-71 PI IO 04.5000 12/20/2039 0.06%
JO-ANN STORES 2NDL L+925 11.7272 05/21/2024 0.06%
SERVICE CORP INTL 05.1250 06/01/2029 0.06%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.06%
2.5555 R ISWP US0003M P 04/24/2029 0.06%
APERGY CORP 06.3750 05/01/2026 0.06%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.06%
FNR 2013-40 YI IO 03.5000 06/25/2042 0.06%
ALTICE FRANCE SA P/P 144A 06.2500 05/15/2024 0.06%
ANTERO RESOURCES 05.3750 11/01/2021 0.06%
BMIR 2017-1 B1 P/P 144A 07.1798 10/25/2027 0.06%
CHEGG INC P/P 144A CV 00.1250 03/15/2025 0.06%
FNR 2017-65 LI IO 04.0000 08/25/2047 0.06%
GNR 2013-54 JI IO 03.5000 02/20/2043 0.06%
GNR 2014-4 BI IO 04.0000 01/20/2044 0.06%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.06%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.06%
2.40 R ISWP FWD NFIX3MID P 06/19/2029 0.06%
3.05125 R ISWP FWD US0003M P 03/07/2028 0.06%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.06%
GNR 2013-79 XI IO 03.5000 11/20/2039 0.06%
NETFLIX INC. 05.8750 11/15/2028 0.06%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.06%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP 0.06%
2.5335 R ISWP US0003M P 04/16/2029 0.06%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.06%
FHR 3919 SA IO 04.0604 09/15/2041 0.06%
GNR 2014-163 NI IO 05.0000 02/20/2044 0.06%
GNR 2014-60 SE IO 03.6594 04/20/2044 0.06%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP 0.06%
SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP 0.06%
CAS 2018-C02 2M2 04.6298 08/25/2030 0.06%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.06%
DOCUSIGN INC P/P 144A CV 00.5000 09/15/2023 0.06%
GNR 2010-20 UI IO 05.0000 02/20/2040 0.06%
US CONCRETE INC 06.3750 06/01/2024 0.06%
2.1825 R ISWP AUDBB6M P 03/20/2029 0.06%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.06%
GREIF INC P/P 144A 06.5000 03/01/2027 0.06%
NRG ENERGY INC 05.7500 01/15/2028 0.06%
NUANCE COMM CV 01.2500 04/01/2025 0.06%
VERTIV TLB L+400 06.6289 11/15/2023 0.06%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.06%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.05%
CAS 2018-C02 2B1 06.4298 08/25/2030 0.05%
FNMA FN30 BN6771 05.0000 01/01/2049 0.05%
GNR 2012-106 QI IO 04.0000 07/20/2042 0.05%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.05%
OWENS CORNING 04.2000 12/01/2024 0.05%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.05%
ZENDESK INC CV 00.2500 03/15/2023 0.05%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.05%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.05%
FHS 311 S1 IO 03.5104 08/15/2043 0.05%
FHS 326 S2 IO 03.5104 03/15/2044 0.05%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.05%
GNR 2013-37 LI IO 03.5000 01/20/2042 0.05%
GNR 2018-21 AI IO 03.5000 02/20/2048 0.05%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.05%
PULTEGROUP INC. 07.8750 06/15/2032 0.05%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.05%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.05%
SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP 0.05%
SWPTN 1YX2Y R -0.065 EUR 08/28/2019 GS 0.05%
3.11 R ISWP FWD US0003M P 02/27/2028 0.05%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 0.05%
CAS 2018-C05 1M2 04.7798 01/25/2031 0.05%
CIT GROUP INC. 05.2500 03/07/2025 0.05%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.05%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.05%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.05%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.05%
NEW RELIC INC CV 00.5000 05/01/2023 0.05%
SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 0.05%
TELADOC INC CV 01.3750 05/15/2025 0.05%
FNR 2013-49 IP IO 03.5000 12/25/2042 0.05%
GNR 2012-8 PI IO 04.0000 05/20/2041 0.05%
GNR 2014-H06 BI IO 01.4841 02/20/2064 0.05%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.05%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.05%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.05%
CAS 2015-C02 2M2 06.4298 05/25/2025 0.05%
CINEMARK USA INC 04.8750 06/01/2023 0.05%
DISH DBS CORP 05.8750 11/15/2024 0.05%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.05%
EURONET WORLD P/P 144A CV 00.7500 03/15/2049 0.05%
EXACT SCIENCES CORP CV 00.3750 03/15/2027 0.05%
GNR 2017-38 DI IO 05.0000 03/16/2047 0.05%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.05%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.05%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.05%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.05%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.05%
ATOTECH TLB1 L+300 05.6010 01/31/2024 0.05%
BERRY GLOBAL INC 05.1250 07/15/2023 0.05%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.05%
CPG INTL TL L+375 06.6330 05/05/2024 0.05%
II-VI INC CV 00.2500 09/01/2022 0.05%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.05%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 0.05%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.05%
2.47335 R ISWP US0003M P 05/08/2029 0.05%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.05%
GFL ENVIRONMENTAL TLB L+300 05.4831 05/31/2025 0.05%
GNR 2014-4 IC IO 04.0000 01/20/2044 0.05%
HCA INC 05.0000 03/15/2024 0.05%
LIBERTY MEDIA CV 01.0000 01/30/2023 0.05%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.05%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 0.05%
RINGCENTRAL CV 00.0000 03/15/2023 0.05%
STARWOOD PROP TR 04.7500 03/15/2025 0.05%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.05%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.05%
WERNER TLB L+400 06.6010 07/24/2024 0.05%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.05%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.05%
CROWN AMER/CAP 04.7500 02/01/2026 0.05%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.05%
DIGICEL LTD P/P 144A 06.7500 03/01/2023 0.05%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.05%
GNR 2017-52 DI IO 05.5000 04/20/2047 0.05%
MEREDITH CORP 06.8750 02/01/2026 0.05%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029 0.05%
WAYFAIR INC P/P 144A CV 01.1250 11/01/2024 0.05%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.05%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.05%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.05%
GNR 2013-182 SY IO 03.6594 12/20/2043 0.05%
MARRIOTT VAC CV 01.5000 09/15/2022 0.05%
OSHKOSH CORP 05.3750 03/01/2025 0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.05%
SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS 0.05%
T-MOBILE USA INC 06.0000 03/01/2023 0.05%
TARGA RESOURCES PART 05.0000 01/15/2028 0.05%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.04%
CALPINE CORPORATION 05.7500 01/15/2025 0.04%
ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 0.04%
FHR 4024 PI IO 04.5000 12/15/2041 0.04%
FHR 4077 IK IO 05.0000 07/15/2042 0.04%
FHR 4484 TI IO 03.5000 11/15/2044 0.04%
FNR 2010-35 SG IO 03.9703 04/25/2040 0.04%
GNR 2012-146 IO IO 05.0000 12/20/2042 0.04%
ROBERTSHAW US HOLDING L+350 06.0000 02/28/2025 0.04%
TRAVELPORT TLB L+500 07.6326 03/18/2026 0.04%
ALBERTSON'S TLB7 L+300 05.4831 11/16/2025 0.04%
ASURION TLB7 L+300 05.4831 11/03/2024 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%
BERRY GLOBAL TLU L+250 5.02189 05/17/2026 0.04%
ENERGY TRANSFER OPERA 05.8750 01/15/2024 0.04%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.04%
JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 0.04%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.04%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 0.04%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.04%
NABORS INDUSTRIES INC. 05.7500 02/01/2025 0.04%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 0.04%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.04%
SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS 0.04%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.04%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.04%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.04%
SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS 0.04%
TENNANT CO 05.6250 05/01/2025 0.04%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.04%
ARGENTINE REPUBLIC USD 06.6250 07/06/2028 0.04%
CAS 2017-C02 2M2 06.0798 09/25/2029 0.04%
CHEMOURS CO 07.0000 05/15/2025 0.04%
CIT GROUP INC 05.0000 08/01/2023 0.04%
COLONY STARWO CV 03.5000 01/15/2022 0.04%
ENRGY TRANS PT/REG FIN 05.0000 10/01/2022 0.04%
FNR 2012-127 BI IO 04.5000 11/25/2042 0.04%
HCA INC 05.2500 06/15/2026 0.04%
INSULET CORP CV 01.3750 11/15/2024 0.04%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.04%
NRG ENERGY INC 06.6250 01/15/2027 0.04%
PAR PHARMA INC P/P 144A 07.5000 04/01/2027 0.04%
SWPTN 1MX30Y R 2.29 USD 06/28/2019 JP 0.04%
SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS 0.04%
T-MOBILE USA INC 04.7500 02/01/2028 0.04%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 0.04%
CAESARS ENTERTAIN CORP CV 05.0000 10/01/2024 0.04%
CAS 2017-C07 1B1 06.4298 05/25/2030 0.04%
CEMEX P/P 144A 05.7000 01/11/2025 0.04%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.04%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.04%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.04%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 0.04%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.04%
GNMA GII30 BL7520 UMBS 05.5000 04/20/2049 0.04%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.04%
GNR 2017-139 IG IO 03.5000 09/20/2047 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%
SQUARE INC CV 00.5000 05/15/2023 0.04%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP 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%
WRIGHT MEDICA P/P 144A CV 01.6250 06/15/2023 0.04%
ZILLOW GROUP INC CV 01.5000 07/01/2023 0.04%
2.86 R ISWP US0003M P 01/22/2020 0.04%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.04%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.04%
EUR/USD 06/19/2019 RBSF 0.04%
FHR 4000 PI IO 04.5000 01/15/2042 0.04%
GNMA GII30 BM4882 05.0000 04/20/2049 0.04%
GNMA GII30 BN1509 05.0000 05/20/2049 0.04%
GNR 2015-131 BI IO 03.5000 06/20/2041 0.04%
GNR 2017-79 IB IO 05.5000 05/20/2047 0.04%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.04%
LIBERTY EXPEDIA HOLD INC 144A 0.04%
NEWELL BRANDS INC 04.2000 04/01/2026 0.04%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.04%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP 0.04%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.04%
ARBY'S TLB L+325 05.6824 02/05/2025 0.04%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.04%
CINEWORLD TLB L+225 04.7331 02/28/2025 0.04%
DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 0.04%
FHR 4165 TI IO 03.0000 12/15/2042 0.04%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.04%
GNR 2014-58 SA IO 03.6594 04/20/2044 0.04%
GNR 2015-17 LI IO 03.5000 05/16/2040 0.04%
INPHI CORP CV 00.7500 09/01/2021 0.04%
MERCER INTL INC USD 06.5000 02/01/2024 0.04%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.04%
PROVINCIA DE BUENOS P/P 56.7533 05/31/2022 0.04%
REYNOLDS GROUP TL L+300 05.2331 02/05/2023 0.04%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.04%
STACR 2017-HQA1 M2 05.9798 08/25/2029 0.04%
SWPTN 1MX30Y R 2.38 USD 06/28/2019 JP 0.04%
1.20 R ISWP FWD GBL6M P 06/19/2024 0.04%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.04%
2.04 R ISWP AUDBB6M P 05/06/2029 0.04%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.04%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.04%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.04%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.04%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.04%
NETFLIX INC 04.8750 04/15/2028 0.04%
QORVO INC P/P 144A 05.5000 07/15/2026 0.04%
ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 0.04%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.04%
2.536 R ISWP FWD US0003M P 12/02/2023 0.04%
8X8 INC P/P 144A CV 00.5000 02/01/2024 0.04%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.04%
GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 0.04%
ILLUMINA INC P/P 144A CV 00.0000 08/15/2023 0.04%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.04%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.04%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.04%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.04%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 0.04%
1.35 R ISWP FWD GBL6M P 06/19/2029 0.04%
GNMA GII30 BJ9611 04.5000 05/20/2049 0.04%
GNMA GII30 BN1506 04.5000 05/20/2049 0.04%
GNR 2010-20 SC IO 03.7094 02/20/2040 0.04%
GNR 2013-27 IJ IO 04.0000 02/20/2043 0.04%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.04%
LLOYDS BANKING GROUP P/P 144A 06.6570 05/21/2037 0.04%
STACR 2018-DNA1 B1 05.5798 07/25/2030 0.04%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.04%
CENTENE CORP 04.7500 05/15/2022 0.04%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.04%
GNMA GII30 BM4889 05.0000 04/20/2049 0.04%
GNR 2013-183 JI IO 04.5000 02/16/2043 0.04%
GOLDEN NUGGET TL L+275 05.2139 10/04/2023 0.04%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.04%
SM ENERGY CO 05.0000 01/15/2024 0.04%
SUPERNUS PH CV 00.6250 04/01/2023 0.04%
SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS 0.04%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.04%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.04%
ENVESTNET INC CV 01.7500 12/15/2019 0.03%
EUR/USD 06/19/2019 UBS 0.03%
GNMA GII30 BM4852 UMBS 05.0000 04/20/2049 0.03%
GNMA GII30 BM5010 05.0000 04/20/2049 0.03%
GNMA GII30 BN2618 04.5000 05/20/2049 0.03%
GNR 2013-99 VS IO 03.6624 07/16/2043 0.03%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.03%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.03%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.03%
ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 0.03%
VIAVI SOLUT CV 01.7500 06/01/2023 0.03%
WIX LTD P/P 144A 00.0000 07/01/2023 0.03%
2.40 R ISWP FWD US0003M P 06/19/2024 0.03%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 0.03%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.03%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.03%
CONSTELLIUM NV P/P 144A 05.8750 02/15/2026 0.03%
FHR 4122 TI IO 04.5000 10/15/2042 0.03%
FNR 2015-88 QI IO 04.0000 10/25/2044 0.03%
FTI CONSULTIN P/P 144A CV 02.0000 08/15/2023 0.03%
GNR 2013-129 SN IO 03.7094 09/20/2043 0.03%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.03%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.03%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 0.03%
NEUROCRINE CV 02.2500 05/15/2024 0.03%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.03%
NUTANIX INC CV 00.0000 01/15/2023 0.03%
ORYX TLB L+400 06.4360 05/09/2026 0.03%
PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 0.03%
2.33973 R ISWP US0003M P 03/29/2029 0.03%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 0.03%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.03%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.03%
EUR/USD 06/19/2019 GSFX 0.03%
FNR 2013-115 CI IO 04.0000 02/25/2043 0.03%
FNR 2013-53 JI IO 03.0000 12/25/2041 0.03%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.03%
GNR 2018-127 IA IO 03.5000 04/20/2042 0.03%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.03%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.03%
NRG ENERGY INC. 07.2500 05/15/2026 0.03%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.03%
AIR TRANSPORT CV 01.1250 10/15/2024 0.03%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.03%
ALTICE LUXEMBOURG SA REGS 06.2500 02/15/2025 0.03%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.03%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 0.03%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.03%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029 0.03%
CPURNSA P 2.19 R 12/06/27 0.03%
CPURNSA P 2.1939 R 12/21/27 0.03%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 0.03%
EUR/USD 06/19/2019 HSBCB 0.03%
FNR 2012-36 SN IO 04.0203 04/25/2042 0.03%
GNR 2013-165 IL IO 04.0000 03/20/2043 0.03%
INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 0.03%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.03%
METLIFE INC P/P 144A 09.2500 04/08/2038 0.03%
NORDEX SE REGS 06.5000 02/01/2023 0.03%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029 0.03%
REVLON CONS TLB L+350 06.1289 09/07/2023 0.03%
SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA 0.03%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.03%
TENDAM BRANDS SAU REGS 05.0000 09/15/2024 0.03%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.03%
CMLTI 2007-AMC3 A2B 02.6098 03/25/2037 0.03%
FNR 2013-35 PI IO 03.0000 02/25/2042 0.03%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.03%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.03%
GNR 2013-167 IO IO 04.5000 09/20/2040 0.03%
MESSER INDUST TLB L+250 04.9892 03/01/2026 0.03%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.03%
TRANSOCEAN INC 07.5000 04/15/2031 0.03%
TRANSOCEAN INC CV 00.5000 01/30/2023 0.03%
VERINT SYSTEMS INC CV 01.5000 06/01/2021 0.03%
1.354 R ISWP FWD EUR006M P 02/19/2050 0.03%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.03%
AMERICA MOVIL SAB DE CV REGS 00.0000 05/28/2020 0.03%
AUD/JPY PUT 72.00 20190806 GSFX 0.03%
CALIFORNIA RESOURC TL L+475 07.1781 12/31/2022 0.03%
CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 0.03%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 0.03%
FNMA FN30 BO0212 04.5000 05/01/2049 0.03%
FNR 2013-60 IP IO 04.0000 10/25/2042 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032 0.03%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.03%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.03%
NOVAFIVES REGS 05.0000 06/15/2025 0.03%
SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS 0.03%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.03%
UKRPI P 3.665 R 12/15/28 0.03%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.03%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.03%
0.12 R ISWP FWD EUR006M P 06/19/2024 0.03%
0.354 R ISWP FWD EUR006M P 09/21/2021 0.03%
1.1575 R ISWP SES3M P 11/13/2027 0.03%
1.16 R ISWP SES3M P 11/13/2027 0.03%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.03%
CIRSA FINANCE INTER P/P 144A 07.8750 12/20/2023 0.03%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026 0.03%
CONMED CORP P/P 144A CV 02.6250 02/01/2024 0.03%
GNR 2015-79 MI IO 04.0000 05/20/2044 0.03%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.03%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.03%
MERCER INTL INC USD 05.5000 01/15/2026 0.03%
NETFLIX INC P/P 144A 06.3750 05/15/2029 0.03%
ROBERTSHAW TL 2L L+800 10.5000 02/28/2026 0.03%
SESI LLC 07.1250 12/15/2021 0.03%
SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC 0.03%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.03%
1.125 R ISWP SES3M P 11/10/2027 0.03%
1.13 R ISWP SES3M P 11/10/2027 0.03%
2.80 R ISWP FWD US0003M P 06/19/2049 0.03%
GNR 2013-28 IO IO 03.5000 02/20/2043 0.03%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.03%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.03%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.03%
JO-ANN STORES TL L+500 07.5915 10/16/2023 0.03%
JPMCC 2012-C8 E P/P 144A 04.6499 10/15/2045 0.03%
TENET HEALTHCARE 04.6250 07/15/2024 0.03%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.03%
WILLIAMS COS INC 07.7500 06/15/2031 0.03%
ASCEND LEARNING TLB L+300 05.4831 07/12/2024 0.03%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.03%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.03%
CAS 2018-C06 2M2 04.5298 03/25/2031 0.03%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 0.03%
ENCORE CAPITA CV 03.2500 03/15/2022 0.03%
GBP/USD 06/19/2019 SSBT 0.03%
GNMA GII30 BN8581 05.0000 05/20/2049 0.03%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.03%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.03%
INTELSAT S.A. TLB3 L+375 06.2291 11/27/2023 0.03%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.03%
IOS.FN30.450.10 R USL1M P 01/12/41 GS 0.03%
LENNAR CORP 05.8750 11/15/2024 0.03%
LUMENTUM HOLD CV 00.2500 03/15/2024 0.03%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.03%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.03%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.03%
SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 0.03%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.03%
SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP 0.03%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.03%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 0.02%
CHEMOURS CO 05.3750 05/15/2027 0.02%
DYCOM IND INC CV 00.7500 09/15/2021 0.02%
EUR/USD 06/19/2019 BCAP-FX 0.02%
GNMA GII30 BM4969 05.0000 05/20/2049 0.02%
GNR 2018-127 IB IO 04.5000 06/20/2045 0.02%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.02%
TABULA RASA H P/P 144A CV 01.7500 02/15/2026 0.02%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 0.02%
ZIGGO BV P/P 144A 05.5000 01/15/2027 0.02%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.02%
ENSCO ROWAN PLC USD 07.7500 02/01/2026 0.02%
GNMA GII30 BM4874 UMBS 05.0000 04/20/2049 0.02%
GNR 2018-94 AI IO 04.5000 07/20/2048 0.02%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.02%
IOS.FN30.450.10 R USL1M P 01/12/41 BA 0.02%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.02%
MBX.GII30.500.10 R USL1M P 01/12/41 BC 0.02%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.02%
RAPID7 INC P/P 144A CV 01.2500 08/01/2023 0.02%
STACR 2014-HQ3 M3 07.1798 10/25/2024 0.02%
STACR 2016-DNA1 B 12.4766 07/25/2028 0.02%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 0.02%
EUR/USD 06/19/2019 BANKAM 0.02%
EUR/USD 06/19/2019 CITI 0.02%
EUR/USD 06/19/2019 WPAC 0.02%
FNR 2013-44 PI IO 04.0000 01/25/2043 0.02%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.02%
GNMA GII30 BN7073 04.5000 05/20/2049 0.02%
GNR 2014-163 PI IO 04.0000 10/20/2043 0.02%
GNR 2015-134 LI IO 03.5000 05/20/2039 0.02%
IRONWOOD PHAR CV 02.2500 06/15/2022 0.02%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.02%
STEARNS HOLDINGS LLC P/P 144A 09.3750 08/15/2020 0.02%
THE AES CORPORATION 04.8750 05/15/2023 0.02%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.02%
BERRY GLOBAL ESCR P/P 144A 05.6250 07/15/2027 0.02%
BERRY GLOBAL ESCRO P/P 144A 04.8750 07/15/2026 0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.02%
CAD/USD 07/17/2019 BCAP-FX 0.02%
CAS 2015-C03 2M2 07.4298 07/25/2025 0.02%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.02%
ENERGY TRANSFER OPERATNG 05.5000 06/01/2027 0.02%
FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 0.02%
FIVE9 INC CV 00.1250 05/01/2023 0.02%
FNR 2012-30 HI IO 04.5000 12/25/2040 0.02%
FNR 2013-18 SB IO 03.7203 10/25/2041 0.02%
FRONTIER COMM 11.0000 09/15/2025 0.02%
GNR 2012-56 IB IO 04.0000 04/20/2042 0.02%
GNR 2012-H29 AI IO 01.4715 10/20/2062 0.02%
GNR 2012-H29 FI IO 01.4715 10/20/2062 0.02%
GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033 0.02%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.02%
P/P 144A 06.8750 08/15/2026 0.02%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.02%
STACR 2015-HQ1 M3 06.2298 03/25/2025 0.02%
STACR 2019-DNA2 B1 06.7798 03/25/2049 0.02%
SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS 0.02%
SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS 0.02%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 0.02%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 0.02%
2.569 R ISWP FWD US0003M P 06/12/2049 0.02%
AES CORP/THE 04.5000 03/15/2023 0.02%
AIR METHODS TLB L+350 06.1010 04/21/2024 0.02%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 0.02%
GNR 2013-102 IP IO 03.5000 06/20/2043 0.02%
GNR 2018-127 IC IO 05.0000 10/20/2044 0.02%
IHEARTMEDIA TL L+400 06.5180 05/01/2026 0.02%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.02%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.02%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.02%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.02%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.02%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.02%
AES CORP/THE 05.1250 09/01/2027 0.02%
BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 0.02%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.02%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.02%
EUR/USD 06/19/2019 SSBT 0.02%
FHLMC FR30 ZN5648 UMBS 04.5000 01/01/2049 0.02%
FHR 4199 CI IO 03.5000 12/15/2037 0.02%
GNMA GII30 BN1507 05.0000 05/20/2049 0.02%
GNMA GII30 BN1508 05.0000 05/20/2049 0.02%
HCA INC. 07.5000 02/15/2022 0.02%
INTELSAT SA P/P 144A 04.5000 06/15/2025 0.02%
NRG P/P 144A 03.7500 06/15/2024 0.02%
QUOTIENT TECH CV 01.7500 12/01/2022 0.02%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.02%
SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS 0.02%
SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS 0.02%
SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS 0.02%
TOTAL SA REGS 00.5000 12/02/2022 0.02%
2.806 R ISWP FWD US0003M P 03/05/2030 0.02%
BWAY CORP TLB L+325 05.8535 04/03/2024 0.02%
CARBONITE INC CV 02.5000 04/01/2022 0.02%
CAS 2016-C05 2M2 06.8798 01/25/2029 0.02%
CAS 2019-R01 2M2 04.8798 07/25/2031 0.02%
CIT GROUP INC. 05.0000 08/15/2022 0.02%
FNMA FN30 BN9825 05.0000 05/01/2049 0.02%
FNR 2006-8 HP 15.6576 03/25/2036 0.02%
GNMA GII30 BN1510 05.5000 05/20/2049 0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.02%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.02%
MBX.FN30.450.10 R USL1M P 01/12/41 BC 0.02%
MBX.FN30.500.10 R USL1M P 01/12/41 CS 0.02%
MBX.FN30.650.67 R USL1M P 01/12/38 GS 0.02%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 0.02%
SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS 0.02%
TWIN RIVER WORLDWIDE P/P 144A 06.7500 06/01/2027 0.02%
VIRGIN MEDIA SECURED FIN REGS 05.1250 01/15/2025 0.02%
1.02 R ISWP TELBOR03 P 03/20/2024 GS 0.02%
AKER BP ASA P/P 144A 06.0000 07/01/2022 0.02%
BMIR 2018-2A B1 P/P 144A 05.0798 08/25/2028 0.02%
CAS 2015-C02 1M2 06.4298 05/25/2025 0.02%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.02%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 0.02%
FHR 4020 IA IO 04.0000 03/15/2027 0.02%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.02%
ISTAR INC 06.0000 04/01/2022 0.02%
ISTAR INC. 05.2500 09/15/2022 0.02%
NETFLIX INC 05.8750 02/15/2025 0.02%
RACKSPACE HOSTING INC L+300 05.5755 11/03/2023 0.02%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.02%
SEK/USD 06/19/2019 SSBT 0.02%
1.343 R ISWP FWD EUR006M P 11/29/2058 0.02%
AIRBUS SE REGS 00.0000 06/14/2021 0.02%
DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 0.02%
EQUINIX INC 05.8750 01/15/2026 0.02%
FNMA FN30 BO0182 05.0000 05/01/2049 0.02%
GNMA GII30 BJ1319 05.0000 03/20/2049 0.02%
GNMA GII30 BJ9616 05.0000 05/20/2049 0.02%
GNMA GII30 BN3999 04.5000 05/20/2049 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2038 0.02%
ICAHN ENTER/FIN P/P 144A 06.2500 05/15/2026 0.02%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.02%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.02%
SWPTN 2MX10Y P 2.283 USD 07/30/2019 CI 0.02%
T-MOBILE USA INC 04.5000 02/01/2026 0.02%
ALTICE FINANCING SA P/P 144A 07.5000 05/15/2026 0.02%
BAUSCH HLTH COS INC P/P 144A 05.7500 08/15/2027 0.02%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.02%
CPURNSA P 2.085 R 07/03/27 0.02%
FNR 2015-42 LS IO 03.7703 06/25/2045 0.02%
GNMA GII30 BM1887 05.0000 04/20/2049 0.02%
GNMA GII30 BM1904 04.5000 05/20/2049 0.02%
GNMA GII30 BN1511 05.5000 05/20/2049 0.02%
GNR 2013-24 PI IO 04.0000 11/20/2042 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2036 0.02%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.02%
MERCER INTL INC USD 07.7500 12/01/2022 0.02%
OPTN FN30 3.5 06/06/19 CALL 100.9765625 JPMC 0.02%
SIKA AG REGS 00.1500 06/05/2025 0.02%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.02%
VOCERA COMM CV 01.5000 05/15/2023 0.02%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.02%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.02%
DENBURY RESOURCES P/P 144A 07.5000 02/15/2024 0.02%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.02%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.02%
LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 0.02%
MBX.FN30.400.09 R USL1M P 01/12/40 DE 0.02%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.02%
SESI LLC 07.7500 09/15/2024 0.02%
SOCIALIST REP OF VIE P/P 144A 04.8000 11/19/2024 0.02%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.01%
CAD/USD 07/17/2019 JPMCB 0.01%
CAS 2016-C05 2B 13.1798 01/25/2029 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.01%
CPURNSA P 2.05 R 07/05/27 0.01%
FIRST DATA TL L+200 04.4899 04/26/2024 0.01%
KRONOS TLB L+300 05.2225 11/01/2023 0.01%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.01%
REDFIN CORP CV 01.7500 07/15/2023 0.01%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 0.01%
SERVICE CORPORATION INTL 04.6250 12/15/2027 0.01%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 0.01%
2.0525 R ISWP CDOR03 P 11/14/2022 0.01%
2.32 R ISWP FWD US0003M P 02/09/2024 0.01%
ARGENTINE REPUBLIC USD 06.8750 01/26/2027 0.01%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.01%
BSCMS 2006-PW11 C P/P 144A 05.7745 03/11/2039 0.01%
CAS 2016-C06 1M2 06.6798 04/25/2029 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%
COMMSCOPE INC P/P 144A 05.5000 03/01/2024 0.01%
FHR 4210 PI IO 03.0000 12/15/2041 0.01%
FNR 2012-145 TI IO 03.0000 11/25/2042 0.01%
FNR 2013-30 IP IO 03.0000 10/25/2041 0.01%
FNR 2013-70 CI IO 03.5000 01/25/2043 0.01%
FNR 2015-83 IO IO 04.0000 10/25/2043 0.01%
GNR 2012-48 AI IO 03.5000 02/20/2036 0.01%
GNR 2012-92 AI IO 03.5000 04/20/2042 0.01%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.01%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.01%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.01%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 0.01%
RAG-STIFTUNG REGS 00.0000 02/18/2021 0.01%
SIEMENS FINANCIERINGSMAT REGS 01.6500 08/16/2019 0.01%
STACR 2019-DNA1 M2 05.0798 01/25/2049 0.01%
T-MOBILE USA INC. 04.0000 04/15/2022 0.01%
TELEFONICA PARTICIPACION REGS 00.0000 03/09/2021 0.01%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.01%
2.02 R ISWP CDOR03 P 11/02/2022 0.01%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.01%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.01%
CAS 2018-C03 1B1 06.1798 10/25/2030 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 CS 0.01%
FHLMC FH30G Q63236 05.0000 04/01/2049 0.01%
FHR 4105 HI IO 03.5000 07/15/2041 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%
GNMA GII30 BM4965 04.5000 05/20/2049 0.01%
GNMA GII30 BN7072 05.0000 05/20/2049 0.01%
GNMA GII30 BN8578 04.5000 05/20/2049 0.01%
GNR 2017-26 MI IO 05.0000 11/20/2039 0.01%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.01%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.01%
MERCER INTL INC P/P 144A 07.3750 01/15/2025 0.01%
UNIBAIL-RODAMCO SE CV PFD 0.01%
WPX ENERGY INC 06.0000 01/15/2022 0.01%
BASF SE REGS 00.9250 03/09/2023 0.01%
BAYER AG REGS 00.0500 06/15/2020 0.01%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 0.01%
CAS 2018-C05 1B1 06.6798 01/25/2031 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%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.01%
IOS.FN30.300.13 R USL1M P 01/12/44 CS 0.01%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.01%
MBX.FN30.550.08 R USL1M P 01/12/39 GS 0.01%
ORTHO-CLINICAL TLB L+325 05.6950 06/01/2025 0.01%
STARFRUIT US/STAR F P/P 144A 06.5000 10/01/2026 0.01%
SWPTN 1YX30Y P 1.288 EUR 02/17/2020 JP 0.01%
WAYFAIR INC CV 00.3750 09/01/2022 0.01%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.01%
AUD/USD 07/17/2019 JPMCB 0.01%
CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.01%
CMB CMBX.NA.BB.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 JP 0.01%
ELDORADO RESORTS INC 06.0000 09/15/2026 0.01%
FHLMC FH30G B32454 05.0000 01/01/2049 0.01%
GNR 2010-68 SD IO 04.1394 06/20/2040 0.01%
GNR 2014-108 IP IO 04.5000 12/20/2042 0.01%
IOS.FN30.300.12 R USL1M P 01/12/43 CS 0.01%
IOS.FN30.400.10 R USL1M P 01/12/41 CS 0.01%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.01%
STACR 2017-DNA1 M2 05.6798 07/25/2029 0.01%
STMICROELECTRONICS NV REGS 00.2500 07/03/2024 0.01%
0.135 R ISWP JPL6M P 01/15/2023 0.01%
0.148 R ISWP JPL6M P 02/16/2023 0.01%
2.3075 R ISWP FWD US0003M P 02/02/2024 0.01%
CELLNEX TELECOM SA REGS 01.5000 01/16/2026 0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
EUR/USD 06/19/2019 JPMCB 0.01%
IAA SPINCO INC P/P 144A 05.5000 06/15/2027 0.01%
IBERDROLA INTL BV REGS 00.0000 11/11/2022 0.01%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 0.01%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.01%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.01%
IOS.FN30.600.08 R USL1M P 01/12/39 BC 0.01%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.01%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.01%
JC PENNEY CORP INC 07.4000 04/01/2037 0.01%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.01%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.01%
SERVICENOW IN CV 00.0000 06/01/2022 0.01%
SUEZ CV PFD 0.01%
SWPTN 2MX10Y P 2.373 USD 07/30/2019 CI 0.01%
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CCO HLDGS LLC/CAP CO P/P 144A 05.8750 05/01/2027 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
COUPA SOFTW CV 00.3750 01/15/2023 0.01%
CTRIP.COM INTL LTD USD 01.2500 09/15/2022 0.01%
GNR 2016-77 SL IO 03.7094 03/20/2043 0.01%
IOS.FN30.400.10 R USL1M P 01/12/41 CS 0.01%
MSBAM 2013-C11 D P/P 144A 04.3570 08/15/2046 0.01%
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PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 0.01%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.01%
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SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.01%
TESLA INC CV 02.3750 03/15/2022 0.01%
TIAAC 2003-1A E 144A 08.0000 12/28/2038 0.01%
VEOLIA ENVIRONNEMENT SA CV PFD 0.01%
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CAD/USD 07/17/2019 CITI 0.01%
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CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.01%
CMB CMBX.NA.BB.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 MS 0.01%
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FNR 2018-86 DS IO 03.6703 12/25/2048 0.01%
GN STORE NORD REGS 00.0000 05/31/2022 0.01%
GNMA GII30 BM1872 05.0000 04/20/2049 0.01%
GNMA GII30 BN7071 05.0000 05/20/2049 0.01%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.01%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.01%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.01%
JPMCC 2013-LC11 D 04.1681 04/15/2046 0.01%
MEDICINES CO CV 02.5000 01/15/2022 0.01%
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CAD/USD 07/17/2019 UBS 0.01%
CAS 2015-C01 1M2 06.7298 02/25/2025 0.01%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 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 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.01%
ENI SPA REGS 00.0000 04/13/2022 0.01%
FNS 374 6 IO 05.5000 08/25/2036 0.01%
FNS 378 19 IO 05.0000 06/25/2035 0.01%
FRESENIUS MEDICAL CARE A REGS 01.1250 01/31/2020 0.01%
GSMS 2012-GC6 D P/P 144A 05.6515 01/10/2045 0.01%
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MSRR 2010-R4 4B 02.2438 02/26/2037 0.01%
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SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS 0.01%
SYMRISE AG REGS 00.2375 06/20/2024 0.01%
TWILIO INC P/P CV 00.2500 06/01/2023 0.01%
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CHENIERE ENERGY INC CV 04.2500 03/15/2045 0.00%
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CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 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 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
COMM 2014-CR17 E P/P 144A 04.8417 05/10/2047 0.00%
DP WORLD PLC REGS 01.7500 06/19/2024 0.00%
GNMA GII30 4292 06.5000 11/20/2038 0.00%
GNMA GII30 BM1914 05.0000 05/20/2049 0.00%
IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 0.00%
IOS.FN30.350.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.450.11 R USL1M P 01/12/42 CS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IQIYI INC P/P 144A 02.0000 04/01/2025 0.00%
KAMAN CORP CV 03.2500 05/01/2024 0.00%
LLOYDS BANK PLC 13.0000 01/29/2049 0.00%
MSBAM 2013-C10 F P/P 144A 04.0824 07/15/2046 0.00%
NEXITY SA CV PFD 0.00%
OPTN FN30 3.5 07/08/19 PUT 101.28515625 JPMC 0.00%
OSI SYS INC CV 01.2500 09/01/2022 0.00%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.00%
STACR 2018-DNA2 M2 04.5798 12/25/2030 0.00%
STMICROELECTRONICS N.V. REGS 00.0000 07/03/2022 0.00%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP 0.00%
SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS 0.00%
SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP 0.00%
2.5725 R ISWP FWD US0003M P 02/02/2024 0.00%
CHC GRP LLC P/P CV 00.0000 10/01/2020 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 0.00%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 0.00%
FNR 2005-83 QP 11.0767 11/25/2034 0.00%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
MTU AERO ENGINES AG REGS 00.1250 05/17/2023 0.00%
PATRICK INDS CV 01.0000 02/01/2023 0.00%
WESTERN DI P/P 144A CV 01.5000 02/01/2024 0.00%
2.00 R ISWP FWD NOKOIB6M P 06/19/2029 0.00%
2.5105 R ISWP US0003M P 05/01/2029 0.00%
2.5185 R ISWP US0003M P 04/29/2029 0.00%
BALTA 2005-8 21A1 04.6047 10/25/2035 0.00%
CAD/USD 07/17/2019 SSBT 0.00%
CAS 2019-R02 1M2 04.7298 08/25/2031 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.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 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
FRAC TECH INTL TLB L+475 07.2331 04/16/2021 0.00%
GBP/USD 06/19/2019 GSFX 0.00%
IOS.FN30.450.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
OPTN FN30 3.5 07/08/19 PUT 101.09765625 JPMC 0.00%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
1.035 R ISWP TELBOR03 P 03/19/2024 GS 0.00%
2.03 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/27/2021 0.00%
2.2695 R ISWP US0003M P 05/10/2024 0.00%
CAD/USD 07/17/2019 RBSF 0.00%
CAS 2018-C01 1M2 04.6798 07/25/2030 0.00%
CLOVIS ONCOLOGY INC CV 01.2500 05/01/2025 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
FNGT 2000-T6 IO IO 00.7166 11/25/2040 0.00%
FSPC T-57 1AX IO 00.3709 07/25/2043 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%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
NINE POINT ENERGY COM 0.00%
SEK/USD 06/19/2019 JPMCB 0.00%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.00%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS 0.00%
SWPTN 12YX10Y R 3.005 USD 11/16/2029 GS 0.00%
SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP 0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 0.00%
2.1255 R ISWP US0003M P 05/29/2024 0.00%
CAD/USD 07/17/2019 WPAC 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 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 ML 0.00%
CSMC 2006-C5 AX IO 00.8802 12/15/2039 0.00%
FHR 3326 WF 00.0000 10/15/2035 0.00%
FNR 1999-51 N PO 00.0000 09/17/2029 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 00.3059 06/25/2042 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 GS 0.00%
NOK/USD 09/18/2019 BCAP-FX 0.00%
NZD/USD 07/17/2019 GSFX 0.00%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022 0.00%
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SWPTN 3MX1Y P 2.458 USD 07/26/2019 GS 0.00%
SWPTN 3MX1Y P 2.558 USD 07/26/2019 GS 0.00%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS 0.00%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI 0.00%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP 0.00%
0.601 R ISWP FWD EUR006M P 06/19/2029 0.00%
1.001 R ISWP FWD GBL6M P 06/19/2021 0.00%
1.201 R ISWP FWD GBL6M P 06/19/2024 0.00%
1.351 R ISWP FWD GBL6M P 06/19/2029 0.00%
1.80 R ISWP FWD NOKOIB6M P 06/19/2024 0.00%
2.25 R ISWP FWD CDOR03 P 06/19/2029 0.00%
6.66 R ISWP IN00O/N P 12/20/2022 0.00%
AUD/USD 07/17/2019 SSBT 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
BOYD GAMING TLB L+225 04.6409 09/15/2023 0.00%
CAD/USD 07/17/2019 CSI-FX 0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 0.00%
CHF/USD 06/19/2019 JPMCB 0.00%
CINEMARK USA INC 05.1250 12/15/2022 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG 0.00%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS 0.00%
CMB CMBX.NA.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 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 ML 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 CG 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CPURNSA R 1.89 P 07/05/22 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
FHR 1208 F PO 00.0000 02/15/2022 0.00%
FHR 3314 PO PO 00.0000 11/15/2036 0.00%
FNGT 1998-T2 A4 IO 06.5000 10/25/2036 0.00%
FNR 2001-50 BI IO 00.3802 10/25/2041 0.00%
FNS 366 22 IO 04.5000 10/25/2035 0.00%
FNS 399 2 IO 05.5000 11/25/2039 0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036 0.00%
GSMS 2005-GG4 XC IO P/P 144A 01.3686 07/10/2039 0.00%
IHEARTMEDIA INC WT 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.500.09 R USL1M P 01/12/40 CS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
JPY/USD 08/21/2019 BANKAM 0.00%
MEZZ 2007-C5 X IO P/P 144A 05.8113 12/15/2049 0.00%
NOK/USD 06/19/2019 UBS 0.00%
OPTN FN30 3.0 06/06/19 PUT 98.84375 JPMC 0.00%
OPTN FN30 3.5 06/06/19 PUT 100.0234375 JPMC 0.00%
OPTN FN30 3.5 06/06/19 PUT 100.2109375 JPMC 0.00%
OPTN FN30 3.5 06/06/19 PUT 100.5234375 JPMC 0.00%
OPTN FN30 3.5 06/06/19 PUT 100.7109375 JPMC 0.00%
OPTN FN30 3.5 06/06/19 PUT 100.9765625 JPMC 0.00%
OPTN FN30 3.5 06/06/19 PUT 99.0234375 JPMC 0.00%
OPTN FN30 3.5 06/06/19 PUT 99.2109375 JPMC 0.00%
OPTN FN30 3.5 06/06/19 PUT 99.5234375 JPMC 0.00%
OPTN FN30 3.5 06/06/19 PUT 99.7109375 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 100.09765625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 99.59765625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 99.78515625 JPMC 0.00%
STRIP 2003-1A N P/P 144A 05.0000 03/24/2020 0.00%
SWPTN 1YX2Y P 3.095 USD 11/19/2019 JP 0.00%
SWPTN 1YX2Y P 3.0975 USD 11/18/2019 MS 0.00%
SWPTN 1YX2Y P 3.3975 USD 11/18/2019 MS 0.00%
SWPTN 1YX2Y P 3.415 USD 11/19/2019 JP 0.00%
SWPTN 3MX1Y P 2.658 USD 07/26/2019 GS 0.00%
SWPTN 7YX5Y R 2.647 USD 06/03/2024 BA 0.00%
SWPTN 7YX5Y R 2.654 USD 06/03/2024 CI 0.00%
WBCMT 2007-C34 IO IO 00.1095 05/15/2046 0.00%
0.151 R ISWP FWD EUR006M P 06/19/2024 -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 DE -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-.7 2047-01-17 300.0 01/17/2047 GS -0.00%
GBP/USD 06/19/2019 BANKAM -0.00%
OPTN FN30 3.5 07/08/19 PUT 100.28515625 JPMC -0.00%
OPTN FN30 3.5 07/08/19 PUT 100.59765625 JPMC -0.00%
-0.124 R ISWP FWD EONIA P 02/18/2020 -0.00%
2.38 R ISWP US0003M P 07/02/2049 -0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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 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%
CPURNSA R 1.9225 P 07/03/22 -0.00%
EUR/USD 09/18/2019 BCAP-FX -0.00%
OPTN FN30 3.5 07/08/19 PUT 100.78515625 JPMC -0.00%
-0.104 R ISWP FWD EONIA P 02/18/2020 -0.00%
2.3755 R ISWP US0003M P 05/23/2029 -0.00%
2.4885 R ISWP US0003M P 04/03/2029 -0.00%
2.5885 R ISWP US0003M P 04/23/2029 -0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG -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 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 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 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -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%
AUD/USD 07/17/2019 BCAP-FX -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 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 MS -0.00%
SEK/USD 06/19/2019 UBS -0.00%
CAD/USD 07/17/2019 BANKAM -0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 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 ML -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
NZD/USD 07/17/2019 SSBT -0.00%
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 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 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%
JPY/USD 08/21/2019 BCAP-FX -0.01%
JPY/USD 08/21/2019 RBSF -0.01%
NZD/USD 07/17/2019 CITI -0.01%
SWPTN 12YX10Y P 2.725 USD 11/08/2029 GS -0.01%
SWPTN 12YX10Y P 3.005 USD 11/16/2029 GS -0.01%
SWPTN 2MX10Y P 2.463 USD 07/30/2019 CI -0.01%
UKRPI P 3.3875 R 03/15/28 -0.01%
0.7495 R ISWP FWD JPL6M P 08/29/2043 -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 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 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%
AUD/USD 07/17/2019 WPAC -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 ML -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.01%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS -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 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 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
JPY/USD 08/21/2019 HSBCB -0.01%
MBX.FN30.550.08 P USL1M R 01/12/39 BC -0.01%
NOK/USD 06/19/2019 BCAP-FX -0.01%
1.051 R ISWP FWD EUR006M P 02/19/2050 -0.01%
2.528 R ISWP FWD US0003M P 02/02/2024 -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -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 GS -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%
IOS.FN30.450.10 P USL1M R 01/12/41 JP -0.01%
AUD/USD 07/17/2019 GSFX -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 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 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%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.01%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP -0.01%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP -0.01%
0.45 R ISWP FWD SES3M P 06/19/2024 -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 GS -0.01%
CPURNSA R 2.05 P 12/06/22 -0.01%
SWPTN 4MX10Y P 2.401 USD 09/30/2019 BA -0.01%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI -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 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CPURNSA R 2.068 P 12/21/22 -0.01%
0.29 R ISWP JPL6M P 12/19/2027 -0.01%
2.488 R ISWP FWD US0003M P 06/12/2049 -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -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 MS -0.01%
MBX.FN30.600.08 P USL1M R 01/12/39 GS -0.01%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS -0.01%
UKRPI P 3.34 R 02/15/28 -0.01%
UKRPI P 3.4025 R 03/15/28 -0.01%
1.113 R ISWP FWD EUR006M P 03/26/2050 -0.02%
2.3855 R ISWP US0003M P 05/07/2024 -0.02%
2.524 R ISWP FWD NFIX3MID P 03/28/2029 -0.02%
2.565 R ISWP FWD US0003M P 06/12/2049 -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%
SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA -0.02%
1.484 R ISWP FWD EUR006M P 11/29/2058 -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 MS -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%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.02%
SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC -0.02%
0.365 R ISWP JPL6M P 01/15/2028 -0.02%
0.366 R ISWP JPL6M P 02/16/2028 -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
JPY/USD 08/21/2019 GSFX -0.02%
2.5365 R ISWP FWD US0003M P 06/12/2049 -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 MS -0.02%
1.2115 R ISWP FWD EUR006M P 03/12/2050 -0.02%
1.365 R ISWP AUDBB3M P 05/06/2021 -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
2.5335 R ISWP FWD US0003M P 06/12/2049 -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
AUD/USD 07/17/2019 CSI-FX -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 MS -0.02%
JPY/USD 08/21/2019 UBS -0.02%
2.537 R ISWP FWD US0003M P 06/12/2049 -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.02%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.02%
SEK/USD 06/19/2019 GSFX -0.02%
2.67 R ISWP FWD US0003M P 03/28/2052 -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
JPY/USD 08/21/2019 CITI -0.02%
MBX.FN30.450.09 P USL1M R 01/12/40 GS -0.02%
NOK/USD 06/19/2019 SSBT -0.02%
SWPTN 5WX30Y P 2.647 USD 06/10/2019 UB -0.02%
1.267 R ISWP FWD EUR006M P 03/11/2050 -0.02%
AUD/USD 07/17/2019 BANKAM -0.02%
0.106 R ISWP EUR006M P 03/21/2024 -0.03%
AUD/USD 07/17/2019 CITI -0.03%
2.647 R ISWP FWD US0003M P 03/16/2030 -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%
SWPTN 2MX10Y P 2.193 USD 07/30/2019 CI -0.03%
SWPTN 7YX5Y P 2.647 USD 06/03/2024 BA -0.03%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI -0.03%
2.1585 R ISWP US0003M P 05/21/2024 -0.03%
MBX.FN30.500.09 P USL1M R 01/12/40 GS -0.03%
-0.046 R ISWP FWD CHL6M P 09/21/2021 -0.03%
2.6059 R ISWP FWD US0003M P 06/12/2049 -0.03%
IOS.FN30.500.10 P USL1M R 01/12/41 BC -0.03%
NOK/USD 06/19/2019 GSFX -0.03%
AUD/USD 07/17/2019 UBS -0.03%
IOS.FN30.500.10 P USL1M R 01/12/41 CS -0.03%
NOK/USD 06/19/2019 JPMCB -0.03%
1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 -0.03%
CPTFEMU R 1.42 P 08/15/27 -0.03%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.03%
NOK/USD 06/19/2019 BANKAM -0.03%
UKRPI P 3.34 R 03/15/28 -0.03%
-0.30 R ISWP FWD CHL6M P 06/19/2024 -0.03%
JPY/USD 08/21/2019 SSBT -0.03%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.04%
2.28456 R ISWP US0003M P 04/02/2024 -0.04%
2.6785 R ISWP US0003M P 02/13/2029 -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.04%
2.208 R ISWP CDOR03 P 03/19/2029 -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.04%
2.25 R ISWP FWD AUDBB6M P 06/19/2029 -0.04%
GBP/USD 06/19/2019 HSBCB -0.04%
IOS.FN30.500.10 P USL1M R 01/12/41 CS -0.04%
AUD/USD 07/17/2019 HSBCB -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%
IOS.FN30.300.13 P USL1M R 01/12/44 GS -0.04%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.04%
2.00 R ISWP FWD CDOR03 P 06/19/2024 -0.04%
SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP -0.04%
2.661 R ISWP US0003M P 04/03/2049 -0.04%
2.793 R ISWP FWD US0003M P 11/29/2053 -0.04%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.04%
CPTFEMU R 1.4475 P 09/15/27 -0.05%
SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS -0.05%
2.429 R ISWP US0003M P 05/14/2029 -0.05%
AUD/USD 07/17/2019 RBSF -0.05%
0.21 R ISWP EURIBOR6MD P 05/04/2022 -0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.06%
CPTFEMU R 1.4275 P 08/15/27 -0.06%
IOS.FN30.400.10 P USL1M R 01/12/41 BC -0.06%
2.5345 R ISWP US0003M P 05/02/2029 -0.06%
MBX.FN30.600.08 P USL1M R 01/12/39 BC -0.06%
2.4811 R ISWP US0003M P 04/12/2029 -0.06%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.06%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.06%
2.5095 R ISWP US0003M P 05/01/2029 -0.06%
IOS.FN30.400.10 P USL1M R 01/12/41 CS -0.07%
1.61375 R ISWP FWD EUR006M P 10/27/2027 -0.07%
1.815 R ISWP FWD EUR006M P 02/27/2028 -0.07%
IOS.FN30.500.10 P USL1M R 01/12/41 GS -0.07%
IOS.FN30.500.10 P USL1M R 01/12/41 JP -0.07%
GNMA GII30 TBA 05.0000 06/01/2049 -0.08%
FNMA FN30 TBA UMBS 05.0000 06/01/2049 -0.08%
2.56515 R ISWP US0003M P 04/25/2029 -0.08%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.08%
IOS.GII30.500.10 P USL1M R 01/12/41 JP -0.08%
CPTFEMU R 1.4375 P 09/15/23 -0.08%
CPTFEMU R 1.4413 P 09/15/23 -0.08%
CPTFEMU R 1.4425 P 09/15/23 -0.08%
CPTFEMU R 1.4438 P 09/15/23 -0.08%
MBX.FN30.650.67 P USL1M R 01/12/38 CS -0.09%
MBX.FN30.650.67 P USL1M R 01/12/38 DE -0.09%
CPTFEMU R 1.4 P 07/15/27 -0.09%
2.37448 R ISWP US0003M P 05/07/2024 -0.09%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP -0.09%
2.00 R ISWP FWD NFIX3MID P 06/19/2024 -0.10%
1.104 R ISWP FWD EUR006M P 03/21/2029 -0.11%
2.316 R ISWP US0003M P 05/30/2024 -0.11%
IOS.FN30.350.12 P USL1M R 01/12/43 GS -0.11%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.12%
2.77 R ISWP US0003M P 01/22/2021 -0.13%
IOS.FN30.400.10 P USL1M R 01/12/41 BC -0.14%
CDX CDX.NA.HY.32 500.0 06/20/2024 -0.16%
IOS.FN30.400.11 P USL1M R 01/12/42 JP -0.18%
2.55 R ISWP FWD US0003M P 06/19/2029 -0.19%
1.90 R ISWP FWD AUDBB6M P 06/19/2024 -0.33%
3.065 R ISWP FWD US0003M P 01/03/2029 -0.41%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.58%
2.55 R ISWP FWD US0003M P 06/19/2021 -0.86%
FNMA FN30 TBA UMBS 04.5000 06/01/2049 -0.88%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -1.01%
2.50 R ISWP FWD US0003M P 06/19/2024 -1.37%
UMBS FN30 TBA 03.0000 06/01/2049 -2.21%
EURO-SCHATZ FUT JUN19 DUM9 -3.02%
US 5YR NOTE (CBT) SEP19 FVU9 -4.18%

Prior top 10 holdings

Top 10 holdings as of 04/30/19
Umbs Fn30 Tba 03.5000 06/01/2049
Umbs Fn30 Tba 04.0000 06/01/2049
Gnma Gii30 Tba 04.5000 05/01/2049
Umbs Fn30 Tba 02.5000 05/01/2049
Gnma Gii30 Tba 04.0000 05/01/2049
Petrobras Global Finance Usd 06.1250 01/17/2022
Umbs Fn30 Tba 05.5000 05/01/2049
Cas 2017-C02 2b1 07.9766 09/25/2029
Cas 2015-C04 1m2 08.1766 04/25/2028
Cwalt 2005-59 1a1 02.8109 11/20/2035
Holdings represent 27.04% of portfolio
Top 10 holdings as of 03/31/19
Fnma Fn30 Tba 03.5000 04/01/2049
Fnma Fn30 Tba 04.0000 04/01/2049
Gnma Gii30 Tba 04.5000 04/01/2049
Gnma Gii30 Tba 04.0000 04/01/2049
Petrobras Global Finance Usd 06.1250 01/17/2022
Fnma Fn30 Tba 05.5000 04/01/2049
Cas 2015-C04 1m2 08.1855 04/25/2028
Cas 2017-C02 2b1 07.9855 09/25/2029
Cwalt 2005-59 1a1 02.8178 11/20/2035
Republic Of Indonesia Regs 04.7500 01/08/2026
Holdings represent 25.79% of portfolio
Top 10 holdings as of 02/28/19
Fnma Fn30 Tba 03.5000 03/01/2049
Fnma Fn30 Tba 04.0000 03/01/2049
Gnma Gii30 Tba 04.5000 03/01/2049
Gnma Gii30 Tba 04.0000 03/01/2049
Petrobras Global Finance Usd 06.1250 01/17/2022
Fnma Fn30 Tba 05.5000 03/01/2049
Cas 2015-C04 1m2 08.1899 04/25/2028
Cas 2017-C02 2b1 07.9899 09/25/2029
Cwalt 2005-59 1a1 02.8104 11/20/2035
Hellenic Republic P/P Regs 04.3750 08/01/2022
Holdings represent 25.48% of portfolio
Top 10 holdings as of 01/31/19
Fnma Fn30 Tba 04.0000 02/01/2049
Fnma Fn30 Tba 03.5000 03/01/2049
Fnma Fn30 Tba 03.5000 02/01/2049
Gnma Gii30 Tba 04.5000 02/01/2049
Fhlmc Fh30g Tba 04.0000 02/01/2049
Gnma Gii30 Tba 04.0000 02/01/2049
United Mexican States Usd 04.1500 03/28/2027
Petrobras Global Finance Usd 06.1250 01/17/2022
Fnma Fn30 Tba 05.5000 02/01/2049
Cas 2015-C04 1m2 08.2100 04/25/2028
Holdings represent 25.38% of portfolio

Fixed income statistics as of 04/30/19

Average effective maturity 5.69 yrs.
Average effective duration 1.34 yrs.
Average yield to maturity 5.38%
Average coupon 4.79%
Average price $85.18

Sector weightings as of 04/30/19

  Cash investments Non-cash investments Total portfolio
  Weight Spread duration Weight Spread duration Weight Spread duration
Agency pass-through 1.15% 0.06 23.80% 1.18 24.95% 1.24
Commercial MBS 6.70% 0.23 15.67% 0.38 22.37% 0.61
Agency CMO 19.72% 0.73 0.47% 0.02 20.19% 0.75
High-yield corporate bonds 16.18% 0.53 -3.84% -0.18 12.34% 0.35
Residential MBS (non-agency) 11.14% 0.57 0.00% 0.00 11.14% 0.57
Emerging-market bonds 9.80% 0.49 0.00% 0.00 9.80% 0.49
Convertible securities 4.02% 0.07 0.00% 0.00 4.02% 0.07
International Treasury/agency 3.60% 0.22 0.00% -0.10 3.60% 0.12
Investment-grade corporate bonds 2.09% 0.11 0.00% 0.00 2.09% 0.11
Bank loans 1.43% 0.06 0.00% 0.00 1.43% 0.06
Asset-backed securities (ABS) 0.82% 0.01 0.00% 0.00 0.82% 0.01
Equity investments 0.00% 0.00 0.00% 0.00 0.00% 0.00
Interest rate swaps 0.00% 0.00 0.00% -0.66 0.00% -0.66
U.S. Treasury/agency 0.00% 0.00 0.00% 0.13 0.00% 0.13
Net cash 23.34% 0.00 0.00% 0.00 23.34% 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 04/30/19

0 - 1 yr. 7.90%
1 - 5 yrs. 30.23%
5 - 10 yrs. 57.13%
10 - 15 yrs. 3.40%
Over 15 yrs. 1.34%

Quality rating as of 04/30/19

AAA 46.87%
AA 1.41%
A 13.35%
BBB 9.57%
BB 21.21%
B 11.49%
CCC and Below 5.26%
Not Rated -9.16%

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

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

Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.

Country allocation as of 04/30/19

United States 83.38%
Greece 3.48%
Argentina 2.16%
Brazil 1.96%
Mexico 1.48%
Indonesia 1.24%
Canada 0.87%
Bermuda 0.74%
Ivory Coast 0.69%
 
Other
4.00%
United Kingdom 0.62%
Dominican Republic 0.58%
Egypt 0.51%
Venezuela 0.44%
Luxembourg 0.35%
Russia 0.28%
France 0.26%
Ireland 0.23%
Germany 0.21%
Switzerland 0.18%
Israel 0.15%
South Africa 0.15%
Senegal 0.11%
Sweden 0.11%
El Salvador 0.10%
Netherlands 0.08%
Cayman Islands 0.06%
Spain 0.06%
Jamaica 0.05%
Italy 0.04%
Vietnam 0.02%
Belgium 0.01%
China 0.01%
Denmark 0.01%
Czech Republic -0.01%
Norway -0.01%
New Zealand -0.02%
Japan -0.08%
European Community -0.23%
Australia -0.27%

Expenses

Expense ratio

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

Sales charge

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

Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.