We use MasterCode to perform a frequentist analysis of the constraints on a phenomenological MSSM model with 11 parameters, the pMSSM11, including constraints from ~ 36/fb of LHC data at 13 TeV and PICO, XENON1T and PandaX-II searches for dark matter scattering, as well as previous accelerator and astrophysical measurements, presenting fits both with and without the $(g-2)_{mu}$ constraint. The pMSSM11 is specified by the following parameters: 3 gaugino masses $M_{1,2,3}$, a common mass for the first-and second-generation squarks $m_{tilde{q}}$ and a distinct third-generation squark mass $m_{tilde{q}_3}$, a common mass for the first-and second-generation sleptons $m_{tilde l}$ and a distinct third-generation slepton mass $m_{tilde tau}$, a common trilinear mixing parameter $A$, the Higgs mixing parameter $mu$, the pseudoscalar Higgs mass $M_A$ and $tanbeta$. In the fit including $(g-2)_{mu}$, a Bino-like $tildechi^0_1$ is preferred, whereas a Higgsino-like $tilde chi^0_1$ is favoured when the $(g-2)_{mu}$ constraint is dropped. We identify the mechanisms that operate in different regions of the pMSSM11 parameter space to bring the relic density of the lightest neutralino, $tildechi^0_1$, into the range indicated by cosmological data. In the fit including $(g-2)_{mu}$, coannihilations with $tilde chi^0_2$ and the Wino-like $tildechi^{pm}_1$ or with nearly-degenerate first- and second-generation sleptons are favoured, whereas coannihilations with the $tilde chi^0_2$ and the Higgsino-like $tildechi^{pm}_1$ or with first- and second-generation squarks may be important when the $(g-2)_{mu}$ constraint is dropped. Prospects remain for discovering strongly-interacting sparticles at the LHC as well as for discovering electroweakly-interacting sparticles at a future linear $e^+ e^-$ collider such as the ILC or CLIC.
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