Global Income Trust (Class A)  (PGGIX)

Seeking attractive bond investments across world markets since 1987


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Highlights

Objective

The fund seeks high current income by investing principally in debt securities of sovereign and private issuers worldwide, including supranational issuers. Preservation of capital and long-term total return are secondary objectives, but only to the extent consistent with the objective of seeking high current income.

Strategy and process

  • Worldwide opportunities: The fund's managers search for attractive income securities from a broad range of sectors in U.S. and international markets.
  • Flexible risk allocations: The fund takes a unique approach to asset allocation, dynamically establishing diversified risk expo­sures rather than sector exposures.
  • Bottom-up approach: Security selection is the primary driver of returns, with sub-sector allocations and macro strategies also serving as potential alpha generators.

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $11.87
-0.08% | $-0.01
$12.27
09/08/17
$11.84
05/23/18
Historical fund price

Consistency of positive performance over five years

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

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

14.16%

Best 5-year annualized return

(for period ending 09/30/92)


0.22%

Worst 5-year annualized return

(for period ending 12/31/01)


6.00%

Average 5-year annualized return


Fund facts as of 04/30/18

Total net assets
$245.73M
Turnover (fiscal year end)
660%
Dividend frequency (view rate)
Monthly
Number of holdings
1062
Fiscal year-end
October
CUSIP / Fund code
74677Q109 / 0020
Inception date
06/01/87
Category
Taxable Income
Open to new investors
Ticker
PGGIX

Management team

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


Manager commentary | Q1 2018

Global rate strategies offer new potential

Bill Kohli, Chief Investment Officer, Fixed Income, said non-U.S. economies including Europe and Asia are offering new fixed-income opportunities.


Literature


How the Japan election may influence global interest rates
The Japan election could have consequences for the future leadership of the Bank of Japan and the country's impact on global interest rate trends.
Why Brazil's crisis creates new concerns
The revelations of May 17 may pose a threat to President Temer's administration, and therefore a threat to Brazil's short- and medium-term economic outlook.
See the dove in the Fed's dot plot
The market sees a more hawkish Fed in the December 2016 rate hike, but we see see signs of a dove in the Fed's dot plot.

Performance

  • Total return (%) as of 03/31/18

  • Annual performance as of 03/31/18

Annualized Total return (%) as of 03/31/18

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 6.05% 2.51% 2.04% 4.38%
After sales charge 1.81% 1.13% 1.21% 3.95%
Bloomberg Barclays Global Aggregate Index 6.98% 3.15% 1.49% 2.57%

Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Multi-Asset Absolute Return Fund, and 4.00% and 3.25% for income funds (1.00% and 0.75% for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, 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). 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. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.

Performance snapshot

  Before sales charge After sales charge
1 mt. as of 04/30/18 -1.06 % -5.02 %
YTD as of 05/25/18 -0.91 % -4.87 %

Yield

Distribution rate before sales charge
as of 05/25/18
2.12%
Distribution rate after sales charge
as of 05/25/18
2.04%
30-day SEC yield with subsidy
as of 04/30/18 (after sales charge)
1.88%
30-day SEC yield without subsidy
as of 04/30/18 (after sales charge)
1.84%

Risk-adjusted performance as of 04/30/18

Sharpe ratio (3 yrs.) 0.40
Information ratio (3 yrs.) -0.02

Volatility as of 04/30/18

Standard deviation (3 yrs.) 4.16%
Beta 0.67
R-squared 0.63

Lipper rankings as of 04/30/18

Global Income Funds Percentile ranking Rank/Funds in category
1 yr. 29% 56/194
3 yrs. 42% 73/175
5 yrs. 29% 45/159
10 yrs. 21% 18/88

Morningstar ratings as of 04/30/18

World Bond Rating Funds in category
Overall (267)
3 yrs. (267)
5 yrs. (239)
10 yrs. (136)

Distributions

Record/Ex dividend date 05/23/18
Payable date 05/30/18
Income $0.021
Extra income --
Short-term cap. gain --
Long-term cap. gain --

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

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

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


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Holdings

Top 10 holdings as of 04/30/18

Japan (10 Year Issue) 01.0000 09/20/2021 5.32%
Japan (10 Yr Issue) 00.8000 09/20/2023 2.54%
Japan (20 Year Issue) 02.3000 06/20/2027 2.26%
Japan (30 Year Issue) 02.3000 03/20/2040 2.05%
European Investment Bank Gbp 05.6250 06/07/2032 1.60%
Fnma Fn30 Tba 02.5000 05/01/2048 1.52%
Japan (20 Year Issue) 02.2000 03/20/2031 1.44%
Uk Tsy 4 2060 Regs 04.0000 01/22/2060 1.27%
Gnma Gii30 Tba 04.5000 05/01/2048 1.27%
Japan (40 Year Issue) 02.2000 03/20/2051 1.21%
Top 10 holdings, percent of portfolio 20.48%

Full portfolio holdings as of 03/31/18

FNMA FN30 TBA 03.0000 04/01/2048 7.43%
FNMA FN30 TBA 03.5000 05/01/2048 6.82%
JAPAN (10 YEAR ISSUE) 01.0000 09/20/2021 5.40%
JAPAN (10 YR ISSUE) 00.8000 09/20/2023 2.57%
JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 2.29%
JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 2.08%
FNMA FN30 TBA 04.0000 04/01/2048 2.06%
EUROPEAN INVESTMENT BANK GBP 05.6250 06/07/2032 1.62%
FNMA FN30 TBA 02.5000 04/01/2048 1.51%
JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 1.46%
UK TSY 4 2060 REGS 04.0000 01/22/2060 1.31%
JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 1.22%
BUONI POLIENNALI DEL P/P REGS 04.7500 08/01/2023 1.17%
FRANCE (GOVT OF) REGS 03.2500 10/25/2021 0.99%
GNMA GII30 TBA 04.5000 05/01/2048 0.83%
GNMA GII30 TBA 04.0000 05/01/2048 0.82%
BUONI POLIENNALI DEL TES 00.0500 10/15/2019 0.79%
GNMA GII30 TBA 03.0000 04/01/2048 0.79%
FRANCE (GOVT OF) REGS 02.7500 10/25/2027 0.76%
FRANCE (GOVT OF) REGS 00.5000 05/25/2025 0.75%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.72%
NETHERLANDS GOVT P/P REGS 02.2500 07/15/2022 0.71%
FRANCE (GOVT OF) REGS 04.5000 04/25/2041 0.68%
CAS 2015-C04 2M2 07.4215 04/25/2028 0.67%
JAPAN (20 YEAR ISSUE) 01.5000 03/20/2019 0.65%
BUONI POLIENNALI DEL TES 06.5000 11/01/2027 0.61%
BUONI POLIENNALI DEL TES 02.5000 12/01/2024 0.57%
ONTARIO (PROVINCE OF) 04.0000 06/02/2021 0.56%
BONOS Y OBLIG DEL ES P/P REGS 04.4000 10/31/2023 0.55%
BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 0.55%
UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 0.55%
REPUBLIC OF AUSTRIA P/P REGS 00.5000 04/20/2027 0.52%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.51%
SPST 2018-1 A 02.4747 04/24/2019 0.51%
DBUBS 2011-LC3A D P/P 144A 05.3414 08/10/2044 0.50%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.50%
JPMCC 2012-C8 D P/P 144A 04.6546 10/15/2045 0.49%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.49%
JPMCC 2012-C6 E P/P 144A 05.1367 05/15/2045 0.47%
WAMU 2005-AR13 A1C3 02.3615 10/25/2045 0.46%
JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 0.45%
SAIL 2004-10 A10 02.7715 11/25/2034 0.45%
GNMA GII30 TBA 04.5000 04/01/2048 0.42%
BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 0.41%
CFCRE 2011-C2 E P/P 144A 05.7546 12/15/2047 0.41%
GNMA GII30 TBA 03.5000 04/01/2048 0.40%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.39%
REPUBLIC OF SOUTH AFRICA 07.7500 02/28/2023 0.39%
RABOBANK NEDERLAND P/P 144A 11.0000 12/29/2049 0.36%
WAMU 2005-AR12 1A8 03.2368 10/25/2035 0.36%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.35%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.35%
SWEDISH GOVERNMENT 03.5000 06/01/2022 0.35%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.34%
BONOS Y OBLIG DEL ES P/P REGS 04.0000 04/30/2020 0.33%
CVS HEALTH CORP 04.7800 03/25/2038 0.33%
MASS MUTUAL LIFE P/P 144A 08.8750 06/01/2039 0.33%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.33%
AUSTRALIAN GOVERNMENT REGS 05.2500 03/15/2019 0.32%
BELGIUM KINGDOM P/P REGS 01.0000 06/22/2026 0.32%
BELGIUM KINGDOM REGS 04.2500 09/28/2022 0.32%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.32%
CSMC 2016-NXSR C 04.3634 12/15/2049 0.32%
MEX BONOS DESARR FIX RT 10.0000 12/05/2024 0.32%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.32%
CITIGROUP INC 04.4500 09/29/2027 0.31%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.31%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.31%
BPCE SA P/P 144A 04.5000 03/15/2025 0.30%
ECOLAB INC P/P 144A 03.2500 12/01/2027 0.30%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.30%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.30%
BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 0.29%
GSMS 2012-GC6 D P/P 144A 05.6529 01/10/2045 0.29%
VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 0.29%
EUROPEAN INVESTMENT BANK 04.1250 04/15/2024 0.28%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.28%
MALAYSIA GOVERNMENT 03.8990 11/16/2027 0.28%
POLAND GOVERNMENT BOND PLN 01.7500 07/25/2021 0.28%
SPANISH GOV'T P/P REGS 05.1500 10/31/2044 0.28%
CAS 2016-C03 1M2 07.1715 10/25/2028 0.27%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.27%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.27%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.27%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.27%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.27%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.27%
BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 0.26%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.26%
OBRIGACOES DO TESO P/P REGS 02.8750 07/21/2026 0.26%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.26%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.26%
WAMU 2005-AR9 A1C3 02.8315 07/25/2045 0.26%
WEC ENERGY GROUP INC 03.9513 05/15/2067 0.26%
AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 0.25%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.25%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.25%
SWITZERLAND REGS 02.0000 05/25/2022 0.25%
SWITZERLAND REGS 04.0000 04/08/2028 0.25%
TELECOM ITALIA SPA P/P 144A 05.3030 05/30/2024 0.25%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.24%
BMIR 2017-1 M1 P/P 144A 03.5715 10/25/2027 0.24%
CAS 2014-C02 1M2 04.4715 05/25/2024 0.24%
GNR 2016-H23 NI IO 02.1218 10/20/2066 0.24%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.24%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.24%
TEXAS-NEW MEXICO PR P/P 144A 09.5000 04/01/2019 0.24%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.24%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.24%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.23%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.23%
CWALT 2006-OA7 1A2 02.2225 06/25/2046 0.23%
FHR 4165 TI IO 03.0000 12/15/2042 0.23%
GNR 2016-47 CI IO 04.0000 09/20/2045 0.23%
LLOYDS BANKING GROUP P/P 144A 06.6570 05/21/2037 0.23%
NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 0.23%
VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 0.23%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.22%
CMLTI 2005-2 1A2A 03.7881 05/25/2035 0.22%
IRISH TSY 5 2020 05.0000 10/18/2020 0.22%
GNR 2015-H09 AI IO 01.7483 04/20/2065 0.21%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.21%
GSMS 2013-GC10 XA IO 01.5489 02/10/2046 0.21%
JPMBB 2013-C12 XA IO 00.6487 07/15/2045 0.21%
WAMU 2005-AR2 2A1B 02.2415 01/25/2045 0.21%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.21%
WFRBS 2013-C14 XA IO 00.7899 06/15/2046 0.21%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.21%
AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 0.20%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.20%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.20%
COMM 2014-CR17 C 04.7351 05/10/2047 0.20%
CWALT 2006-OA10 4A1 02.0615 08/25/2046 0.20%
GNMA 10000 BE3158 03.5000 11/20/2047 0.20%
GNMA GII30 BD1731 03.5000 01/20/2048 0.20%
GNR 2012-91 IN IO 04.5000 05/20/2042 0.20%
GNR 2017-H02 BI IO 02.3189 01/20/2067 0.20%
GNR 2017-H04 BI IO 02.3013 02/20/2067 0.20%
GSMS 2013-GC10 E P/P 144A 04.4122 02/10/2046 0.20%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.20%
MSBAM 2014-C17 C 04.4602 08/15/2047 0.20%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.20%
STACR 2014-HQ3 M3 06.6215 10/25/2024 0.20%
WFRBS 2011-C4 E P/P 144A 05.2395 06/15/2044 0.20%
AMAZON.COM INC P/P 144A 04.0500 08/22/2047 0.19%
ARC PROP OPER PART L 04.6000 02/06/2024 0.19%
AT&T INC 04.2500 03/01/2027 0.19%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.19%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.19%
EQT CORP 03.9000 10/01/2027 0.19%
GNR 2017-H11 NI IO 02.2103 05/20/2067 0.19%
JPMBB 2014-C22 XA IO 00.9128 09/15/2047 0.19%
KINGDOM OF DENMARK 01.7500 11/15/2025 0.19%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.19%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.19%
WP CAREY INC 04.6000 04/01/2024 0.19%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.18%
BSCMS 2006-PW11 B P/P 144A 05.2790 03/11/2039 0.18%
CANADIAN GOVERNMENT 03.5000 12/01/2045 0.18%
COMM 2014-UBS6 XA IO 01.0106 12/10/2047 0.18%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.18%
GNR 2015-H03 DI IO 01.7350 01/20/2065 0.18%
GNR 2016-83 PI IO 03.5000 06/20/2045 0.18%
GNR 2016-H16 EI IO 02.2368 06/20/2066 0.18%
GRUPO BIMBO SAB P/P 144A 03.8750 06/27/2024 0.18%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.18%
MARM 2004-13 3A7 03.4693 11/21/2034 0.18%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.18%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.18%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.18%
WFRBS 2011-C2 D P/P 144A 05.6522 02/15/2044 0.18%
WFRBS 2011-C5 E P/P 144A 05.6714 11/15/2044 0.18%
AMAZON.COM INC P/P 144A 03.1500 08/22/2027 0.17%
AON PLC USD 04.2500 12/12/2042 0.17%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.17%
CITIGROUP INC 04.7500 05/18/2046 0.17%
EASTMAN CHEMICAL CO 03.8000 03/15/2025 0.17%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.17%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.17%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.17%
IRISH TSY 5.4 2025 05.4000 03/13/2025 0.17%
JPMCC 2013-C16 XA IO 01.0900 12/15/2046 0.17%
SAMI 2007-AR7 1A1 02.7215 05/25/2047 0.17%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.16%
CAS 2015-C01 1M2 06.1715 02/25/2025 0.16%
COMM 2014-CR18 C 04.7349 07/15/2047 0.16%
GNMA 10000 BC8223 03.5000 11/20/2047 0.16%
GNMA GII30 BD1729 03.5000 01/20/2048 0.16%
GNR 2015-80 IA IO 04.5000 06/20/2045 0.16%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.16%
LEAR CORP 03.8000 09/15/2027 0.16%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.16%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 0.16%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.15%
CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 0.15%
D.R. HORTON INC 05.7500 08/15/2023 0.15%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.15%
MSBAM 2012-C6 XA IO P/P 144A 01.6330 11/15/2045 0.15%
PHILLIPS 66 PARTNERS LP 03.7500 03/01/2028 0.15%
WELLS FARGO BANK NA 06.6000 01/15/2038 0.15%
BGC PARTNERS INC 05.1250 05/27/2021 0.14%
CROWN CASTLE INTL CORP 04.7500 05/15/2047 0.14%
GNR 2016-75 LI IO 06.0000 01/20/2040 0.14%
GNR 2016-H07 HI IO 01.6058 02/20/2066 0.14%
KRAFT HEINZ FOODS CO 06.5000 02/09/2040 0.14%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.14%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.14%
WBCMT 2005-C21 D 05.2958 10/15/2044 0.14%
WFCM 2013-LC12 C 04.2909 07/15/2046 0.14%
CAS 2015-C04 1M2 07.5715 04/25/2028 0.13%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.13%
COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 0.13%
CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 0.13%
FHR 4369 IA IO 03.5000 07/15/2044 0.13%
FRANCE (GOVT OF) REGS 04.0000 04/25/2055 0.13%
GNR 2013-5 BI IO 03.5000 01/20/2043 0.13%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.13%
GNR 2014-25 QI IO 05.0000 01/20/2044 0.13%
GNR 2014-H12 BI IO 01.5564 05/20/2064 0.13%
GNR 2016-19 PI IO 04.0000 02/20/2046 0.13%
GNR 2016-H13 EI IO 02.1891 04/20/2066 0.13%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.13%
LNSTR 2015-3 C P/P 144A 03.1119 04/20/2048 0.13%
LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 0.13%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.13%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.13%
SPST 2017-LD1 A 02.6715 11/25/2050 0.13%
UBS GROUP AG REGS 06.8750 12/29/2049 0.13%
WAMU 2005-AR1 A1B 02.6515 01/25/2045 0.13%
WAMU 2005-AR10 1A3 03.3240 09/25/2035 0.13%
WESTROCK MWV LLC 08.2000 01/15/2030 0.13%
1.15 R ISWP FWD EUR006M P 06/20/2028 0.12%
BUMT 2005-1 1A1 02.1715 09/25/2045 0.12%
CANADIAN GOVERNMENT 01.5000 03/01/2020 0.12%
CAS 2015-C02 1M2 05.8715 05/25/2025 0.12%
GNR 2012-136 BI IO 03.5000 11/20/2042 0.12%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.12%
GNR 2015-40 IO IO 04.0000 03/20/2045 0.12%
HCA INC 05.5000 06/15/2047 0.12%
JPMBB 2014-C22 C 04.5592 09/15/2047 0.12%
METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 0.12%
NEW ZEALAND GOVERNMENT REGS 05.5000 04/15/2023 0.12%
SBERBANK (SB CAP SA) P/P 144A 06.1250 02/07/2022 0.12%
AES CORP/THE 05.1250 09/01/2027 0.11%
AMGEN INC 04.6630 06/15/2051 0.11%
CBS CORP 02.9000 01/15/2027 0.11%
CENOVUS ENERGY INC. USD 04.2500 04/15/2027 0.11%
CIT GROUP INC 05.2500 03/07/2025 0.11%
COMM 2015-LC21 XA IO 00.8420 07/10/2048 0.11%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.11%
CSAIL 2015-C1 C 04.2978 04/15/2050 0.11%
CVS HEALTH CORP 05.0500 03/25/2048 0.11%
CWALT 2006-OA10 1A1 02.2425 08/25/2046 0.11%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.11%
FHR 4141 PI IO 03.0000 12/15/2042 0.11%
FHR 4355 DI IO 04.0000 03/15/2044 0.11%
FNR 2012-103 LS IO 04.1285 09/25/2042 0.11%
GNR 2014-H21 AI IO 01.4842 10/20/2064 0.11%
GNR 2015-H26 DI IO 01.7373 10/20/2065 0.11%
GNR 2015-H26 EI IO 01.7238 10/20/2065 0.11%
GNR 2016-H20 NI IO 02.0221 09/20/2066 0.11%
GNR 2017-57 AI IO 04.0000 06/20/2045 0.11%
GNR 2017-H19 MI IO 02.0193 04/20/2067 0.11%
GSMS 2010-C1 D P/P 144A 06.0517 08/10/2043 0.11%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.11%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.11%
MSBAM 2012-C6 D P/P 144A 04.5754 11/15/2045 0.11%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.11%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.11%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.11%
STACR 2015-DNA2 M2 04.4715 12/25/2027 0.11%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.11%
WFMBS 2006-AR2 1A1 03.7068 03/25/2036 0.11%
WFMBS 2006-AR5 1A1 04.0240 04/25/2036 0.11%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.10%
BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 0.10%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.10%
COMM 2014-UBS6 C 04.4637 12/10/2047 0.10%
FNR 2014-28 AI IO 03.0000 03/25/2040 0.10%
FNR 2017-113 IO IO 05.0000 01/25/2038 0.10%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.10%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.10%
GNR 2015-H25 AI IO 01.6181 09/20/2065 0.10%
GNR 2016-77 SL IO 04.3279 03/20/2043 0.10%
GNR 2016-H25 GI IO 01.5150 11/20/2066 0.10%
GNR 2018-21 IN IO 05.0000 02/20/2048 0.10%
JPMBB 2015-C33 XA IO 01.0226 12/15/2048 0.10%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.10%
JPMCC 2012-LC9 D P/P 144A 04.3724 12/15/2047 0.10%
JPMCC 2013-LC11 X IO 01.3293 04/15/2046 0.10%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.10%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.10%
MLMI 2005-A2 A2 03.5252 02/25/2035 0.10%
NORWEGIAN GOVERNMENT P/P REGS 03.0000 03/14/2024 0.10%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 0.10%
PETROBRAS GLOBAL FIN P/P 144A 05.2990 01/27/2025 0.10%
QVC INC 04.8500 04/01/2024 0.10%
SAMI 2007-AR1 2A1 02.0515 01/25/2037 0.10%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.10%
SWPTN 1YX1Y P 1.919 USD 08/15/2018 JP 0.10%
SWPTN 1YX1Y P 1.9325 USD 08/16/2018 BA 0.10%
VMWARE INC 03.9000 08/21/2027 0.10%
WAMU 2005-AR19 A1B3 02.2215 12/25/2045 0.10%
WFRBS 2012-C10 D P/P 144A 04.4478 12/15/2045 0.10%
WFRBS 2012-C10 XA IO P/P 144A 01.5798 12/15/2045 0.10%
ALPHABET INC 01.9980 08/15/2026 0.09%
AMERICAN TOWER CORP 04.0000 06/01/2025 0.09%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.09%
BPCE SA P/P 144A 05.1500 07/21/2024 0.09%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.09%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.09%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.09%
FNR 2013-55 PI IO 03.0000 05/25/2042 0.09%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.09%
MOODY'S CORPORATION P/P 144A 03.2500 01/15/2028 0.09%
RAMC 2003-4 A1 02.3915 03/25/2034 0.09%
REP OF SRI LANKA P/P 144A 06.8500 11/03/2025 0.09%
UBSBB 2012-C4 XA IO P/P 144A 01.6538 12/10/2045 0.09%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.09%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.08%
CAS 2016-C03 2M2 07.7715 10/25/2028 0.08%
CAS 2016-C05 2M1 03.2215 01/25/2029 0.08%
CBRE SERVICES INC 04.8750 03/01/2026 0.08%
CFCRE 2011-C1 E P/P 144A 06.0932 04/15/2044 0.08%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 0.08%
CROWN CASTLE INTL CORP. 05.2500 01/15/2023 0.08%
EMERA US FINANCE LP 03.5500 06/15/2026 0.08%
ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 0.08%
FHR 4076 MS IO 04.9234 07/15/2040 0.08%
FHR 4193 PI IO 04.0000 03/15/2043 0.08%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.08%
GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 0.08%
GNMA 10000 BD1730 03.5000 01/20/2048 0.08%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.08%
GNR 2016-H01 AI IO 01.5824 01/20/2066 0.08%
IBERDROLA INTL BV USD 06.7500 07/15/2036 0.08%
JPMBB 2013-C14 C 04.5699 08/15/2046 0.08%
KINGDOM OF DENMARK 04.5000 11/15/2039 0.08%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.08%
SPANISH GOV'T P/P REGS 01.5000 04/30/2027 0.08%
SWITZERLAND REGS 01.5000 04/30/2042 0.08%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.08%
WEYERHAEUSER CO 07.3750 03/15/2032 0.08%
WFCM 2016-LC25 XA IO 01.0818 12/15/2059 0.08%
WFRBS 2011-C5 C P/P 144A 05.6714 11/15/2044 0.08%
WFRBS 2014-C19 C 04.6460 03/15/2047 0.08%
AMERICAN EXPRESS CO 04.9000 12/29/2049 0.07%
AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 0.07%
AUTONATION INC. 05.5000 02/01/2020 0.07%
BSCMS 2006-PW11 C P/P 144A 05.2790 03/11/2039 0.07%
CANADIAN NATL RESOURCES USD 03.8500 06/01/2027 0.07%
CBRE SERVICES INC 05.2500 03/15/2025 0.07%
CELANESE US HOLDINGS LLC 05.8750 06/15/2021 0.07%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.07%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.07%
COMM 2012-CR1 XA IO 01.8758 05/15/2045 0.07%
CWCI 2007-C3 AJ 05.8120 05/15/2046 0.07%
ENBRIDGE INC USD 04.2500 12/01/2026 0.07%
ENERGY TRANSFER PARTNERS 05.2000 02/01/2022 0.07%
FHR 4206 IP IO 03.0000 12/15/2041 0.07%
FNR 2012-124 JI IO 03.5000 11/25/2042 0.07%
GNR 2010-171 SB IO 04.6636 12/16/2040 0.07%
GNR 2014-102 IG IO 03.5000 03/16/2041 0.07%
GNR 2014-76 IO IO 05.0000 05/20/2044 0.07%
HARTFORD FINL SVCS GRP 08.1250 06/15/2038 0.07%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.07%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.07%
LIBERTY MUTUAL GROUP P/P 144A 05.0295 03/15/2037 0.07%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.07%
MSC 2007-HQ11 AJ 05.5080 02/12/2044 0.07%
MSRR 2015-R4 CB1 00.5977 08/26/2047 0.07%
O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 0.07%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.07%
S&P GLOBAL INC 04.4000 02/15/2026 0.07%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.07%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.07%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.07%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.07%
SWPTN LIABILITY 2YX28Y P 2.7175 USD 01/24/2019 BA 0.07%
SWPTN LIABILITY 2YX28Y R 2.7175 USD 01/24/2019 BA 0.07%
SWPTN LIABILITY 2YX30Y P 2.79 USD 02/15/2019 JP 0.07%
SWPTN LIABILITY 2YX30Y R 2.79 USD 02/15/2019 JP 0.07%
TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 0.07%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.07%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.06%
CA TXB-VAR PURP 3 07.5000 04/01/2034 0.06%
CAS 2015-C03 2M2 06.8715 07/25/2025 0.06%
CBS CORP 04.0000 01/15/2026 0.06%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.06%
CROWN CASTLE TOWERS P/P 144A 04.8830 08/15/2020 0.06%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.06%
FNR 2013-55 KI IO 03.0000 04/25/2043 0.06%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.06%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.06%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.06%
HELLENIC REPUBLIC REGS 03.0000 02/24/2024 0.06%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.06%
N TX HWY-TXB-B 06.7180 01/01/2049 0.06%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.06%
OMNICOM GROUP INC 03.6000 04/15/2026 0.06%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.06%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.06%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.06%
STATOIL ASA USD 05.1000 08/17/2040 0.06%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.06%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.06%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.06%
VALERO ENERGY PARTNERS 04.3750 12/15/2026 0.06%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.06%
0.55 R ISWP FWD EUR006M P 06/20/2023 0.05%
21ST CENTURY FOX AMERICA 07.8500 03/01/2039 0.05%
AMGEN INC 02.6000 08/19/2026 0.05%
APPLE INC 03.4500 05/06/2024 0.05%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.05%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.05%
COMCAST CORP 03.9990 11/01/2049 0.05%
GEORGIA-PACIFIC LLC 07.7500 11/15/2029 0.05%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.05%
GNR 2015-124 DI IO 03.5000 01/20/2038 0.05%
HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 0.05%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.05%
HYATT HOTELS CORP 03.3750 07/15/2023 0.05%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.05%
OH UNIV-TXB-C-BABS 04.9100 06/01/2040 0.05%
PETROLEOS MEXICANOS P/P 144A 06.3500 02/12/2048 0.05%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.05%
SERVICE CORP INTL 04.6250 12/15/2027 0.05%
SW AIRLINES 07-1 TRUST 06.1500 08/01/2022 0.05%
SWPTN 17DX10Y R 2.8435 USD 04/06/2018 GS 0.05%
SWPTN 1YX30Y R 1.673 GBP 10/05/2018 GS 0.05%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.05%
SWPTN 2YX30Y P 2.518 USD 05/17/2019 CI 0.05%
SWPTN LIABILITY 2YX10Y P 2.413 USD 06/03/2019 BA 0.05%
SWPTN LIABILITY 2YX10Y P 2.42 USD 06/03/2019 CI 0.05%
SWPTN LIABILITY 2YX10Y R 2.413 USD 06/03/2019 BA 0.05%
SWPTN LIABILITY 2YX10Y R 2.42 USD 06/03/2019 CI 0.05%
TIME WARNER INC 02.9500 07/15/2026 0.05%
WILLIAMS PARTNERS LP 03.6000 03/15/2022 0.05%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.04%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.04%
1.151 R ISWP FWD EUR006M P 06/20/2028 0.04%
AIR LEASE CORP 03.6250 04/01/2027 0.04%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.04%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.04%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.04%
GNR 2011-18 PI IO 04.5000 08/20/2040 0.04%
GNR 2013-24 PI IO 04.0000 11/20/2042 0.04%
HCA INC 05.2500 06/15/2026 0.04%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031 0.04%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.04%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.04%
PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 0.04%
SWPTN 10YX10Y P 2.7575 USD 01/05/2028 GS 0.04%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP 0.04%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP 0.04%
SWPTN 2YX5Y P 2.203 USD 06/03/2019 BA 0.04%
SWPTN 2YX5Y P 2.205 USD 06/03/2019 BC 0.04%
SWPTN 4YX1Y P 2.25 USD 08/16/2021 JP 0.04%
SWPTN 4YX1Y P 2.2625 USD 08/16/2021 BA 0.04%
SWPTN 7YX5Y P 2.647 USD 06/03/2024 BA 0.04%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI 0.04%
3.30 R ISWP FWD NFIX3MID P 06/20/2028 0.03%
BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.03%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.03%
COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 0.03%
COMCAST CORP 06.5000 11/15/2035 0.03%
EUR/USD 06/20/2018 JPMCB 0.03%
FHR 3065 DC 14.5302 03/15/2035 0.03%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.03%
HCA INC 05.0000 03/15/2024 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.03%
MSC 2004-RR F7 P/P 144A 06.0000 04/28/2039 0.03%
MSC 2011-C3 D P/P 144A 05.1557 07/15/2049 0.03%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.03%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.03%
SWPTN 10YX10Y R 2.7575 USD 01/05/2028 GS 0.03%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP 0.03%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP 0.03%
SWPTN 1YX10Y R 1.522 GBP 10/05/2018 GS 0.03%
SWPTN 5WX10Y R 2.852 USD 04/17/2018 JP 0.03%
SWPTN 7YX5Y R 2.647 USD 06/03/2024 BA 0.03%
SWPTN 7YX5Y R 2.654 USD 06/03/2024 CI 0.03%
SWPTN LIABILITY 2YX20Y P 2.36 USD 11/12/2019 JP 0.03%
TIME WARNER INC 03.8000 02/15/2027 0.03%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.03%
WESTROCK MWV LLC 07.9500 02/15/2031 0.03%
0.00 R ISWP BZDIOVRA P 01/04/2021 0.02%
0.00 R ISWP BZDIOVRA P 01/04/2021 0.02%
1.40 R ISWP FWD SES3M P 06/20/2028 0.02%
1.65 R ISWP FWD GBL6M P 06/20/2028 0.02%
2.40 R ISWP FWD NOKOIB6M P 06/20/2028 0.02%
2.605 R ISWP FWD US0003M P 06/20/2020 0.02%
2.851 R ISWP FWD CDOR03 P 06/20/2048 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.02%
CPTFEMU R 1.4 P 07/15/27 0.02%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.02%
FHR 2990 LB 12.4049 06/15/2034 0.02%
FHR 3072 SM 04.2533 11/15/2035 0.02%
FNR 2006-8 HP 17.7045 03/25/2036 0.02%
FNR 2007-53 SP 17.3378 06/25/2037 0.02%
FNR 2010-46 SB IO 04.5785 05/25/2040 0.02%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.02%
GNR 2013-90 HI IO 03.5000 04/20/2040 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033 0.02%
HOST HOTELS & RESORTS LP 06.0000 10/01/2021 0.02%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.02%
MARATHON PETRO CORP 06.5000 03/01/2041 0.02%
ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 0.02%
OPTN FN30 3.0 04/05/18 CALL 96.3515625 JPMC 0.02%
OPTN FN30 3.0 04/05/18 CALL 96.4375 JPMC 0.02%
OPTN FN30 3.0 04/05/18 CALL 96.4453125 JPMC 0.02%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.02%
SWEDISH GOVERNMENT 03.5000 03/30/2039 0.02%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP 0.02%
SWPTN 12YX10Y P 2.725 USD 11/08/2029 GS 0.02%
SWPTN 1MX10Y R 2.813 USD 04/19/2018 BA 0.02%
SWPTN 1MX10Y R 2.833 USD 04/05/2018 MS 0.02%
SWPTN 2YX10Y P 2.2525 USD 11/12/2019 JP 0.02%
SWPTN 2YX8Y P 2.5925 USD 01/24/2019 BA 0.02%
SWPTN 4WX10Y R 2.8 USD 04/24/2018 JP 0.02%
SWPTN 4YX1Y R 2.25 USD 08/16/2021 JP 0.02%
SWPTN 4YX1Y R 2.2625 USD 08/16/2021 BA 0.02%
SWPTN 5WX10Y R 2.787 USD 04/17/2018 JP 0.02%
SWPTN 6MX2Y P 2.49275 USD 07/16/2018 MS 0.02%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS 0.02%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI 0.02%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP 0.02%
SWPTN LIABILITY 2YX20Y R 2.875 USD 11/18/2019 GS 0.02%
SWPTN LIABILITY 2YX30Y P 2.43 USD 11/13/2019 MS 0.02%
SWPTN LIABILITY 2YX30Y R 2.826 USD 11/08/2019 JP 0.02%
VERIZON COMM 04.5220 09/15/2048 0.02%
0.05 R ISWP FWD CHL6M P 06/20/2023 0.01%
0.4419 R ISWP EUR006M P 01/30/2023 0.01%
0.551 R ISWP FWD EUR006M P 06/20/2023 0.01%
1.3325 R ISWP SES3M P 01/24/2028 0.01%
1.3775 R ISWP SES3M P 01/30/2028 0.01%
1.45 R ISWP FWD GBL6M P 06/20/2023 0.01%
1.451 R ISWP FWD GBL6M P 06/20/2023 0.01%
2.07 R ISWP THFX6M P 11/16/2021 JP 0.01%
2.45 R ISWP FWD CDOR03 P 06/20/2023 0.01%
2.50 R ISWP FWD AUDBB6M P 06/20/2023 0.01%
2.65 R ISWP FWD CDOR03 P 06/20/2028 0.01%
2.7725 R ISWP FWD US0003M P 03/21/2023 0.01%
2.95 R ISWP FWD US0003M P 06/20/2028 0.01%
3.05125 R ISWP FWD US0003M P 03/07/2028 0.01%
3.11 R ISWP FWD US0003M P 02/27/2028 0.01%
7.48 R ISWP JIBA3M P 10/31/2020 0.01%
BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.01%
CPTFEMU R 1.42 P 08/15/27 0.01%
CPTFEMU R 1.4275 P 08/15/27 0.01%
CPTFEMU R 1.4475 P 09/15/27 0.01%
CPURNSA R 1.89 P 07/05/22 0.01%
CPURNSA R 1.9225 P 07/03/22 0.01%
CPURNSA R 2.05 P 12/06/22 0.01%
CPURNSA R 2.068 P 12/21/22 0.01%
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EUR/USD 06/20/2018 GSFX 0.01%
EUR/USD 06/20/2018 RBSF 0.01%
EUR/USD 06/20/2018 SSBT 0.01%
EUR/USD 06/20/2018 UBS 0.01%
FHR 3249 PS 16.4122 12/15/2036 0.01%
FHR 3408 EK 18.6443 04/15/2037 0.01%
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GECMC 2007-C1 XC IO P/P 144A 00.1920 12/10/2049 0.01%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.01%
HOST HOTELS & RESORTS LP 05.2500 03/15/2022 0.01%
JPMCC 2007-LDPX X IO 00.1828 01/15/2049 0.01%
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MSC 2007-HQ11 C 05.5580 02/12/2044 0.01%
NZD/USD 04/18/2018 CITI 0.01%
OPTN FN30 3.0 05/07/18 PUT 97.0 JPMC 0.01%
OPTN FN30 3.0 05/07/18 PUT 97.125 JPMC 0.01%
OPTN FN30 3.0 05/07/18 PUT 97.25 JPMC 0.01%
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SEK/USD 06/20/2018 BANKAM 0.01%
SEK/USD 06/20/2018 CITI 0.01%
SEK/USD 06/20/2018 CSI-FX 0.01%
SEK/USD 06/20/2018 RBSF 0.01%
SEK/USD 06/20/2018 SSBT 0.01%
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SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS 0.01%
SWPTN 12YX10Y P 3.005 USD 11/16/2029 GS 0.01%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP 0.01%
SWPTN 12YX10Y R 2.725 USD 11/08/2029 GS 0.01%
SWPTN 12YX10Y R 3.005 USD 11/16/2029 GS 0.01%
SWPTN 1MX10Y P 2.9 USD 04/27/2018 CI 0.01%
SWPTN 1MX10Y R 2.7075 USD 04/13/2018 WE 0.01%
SWPTN 1MX10Y R 2.71 USD 04/27/2018 CI 0.01%
SWPTN 1MX10Y R 2.743 USD 04/19/2018 BA 0.01%
SWPTN 1MX10Y R 2.763 USD 04/05/2018 MS 0.01%
SWPTN 1MX10Y R 2.82 USD 04/09/2018 GS 0.01%
SWPTN 1YX5Y R 2.695 USD 10/04/2018 GS 0.01%
SWPTN 2YX10Y P 2.47 USD 11/08/2019 GS 0.01%
SWPTN 2YX10Y P 2.7725 USD 11/18/2019 GS 0.01%
SWPTN 2YX10Y R 2.7725 USD 11/18/2019 GS 0.01%
SWPTN 2YX3Y P 2.43 USD 02/15/2019 BC 0.01%
SWPTN 2YX5Y P 2.155 USD 11/13/2019 MS 0.01%
SWPTN 2YX5Y R 2.203 USD 06/03/2019 BA 0.01%
SWPTN 2YX5Y R 2.205 USD 06/03/2019 BC 0.01%
SWPTN 2YX8Y R 2.5925 USD 01/24/2019 BA 0.01%
SWPTN 3MX1Y P 2.79375 USD 06/05/2018 GS 0.01%
SWPTN 4WX10Y R 2.735 USD 04/24/2018 JP 0.01%
SWPTN 5WX10Y R 2.635 USD 04/30/2018 CI 0.01%
SWPTN 6MX2Y P 2.61575 USD 07/26/2018 MS 0.01%
SWPTN 6MX2Y P 2.68 USD 07/16/2018 JP 0.01%
SWPTN 6MX2Y P 2.8375 USD 08/28/2018 MS 0.01%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP 0.01%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS 0.01%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI 0.01%
SWPTN LIABILITY 1WX10Y P 2.7825 USD 04/05/2018 CI 0.01%
SWPTN LIABILITY 2YX20Y P 2.584 USD 11/08/2019 GS 0.01%
SWPTN LIABILITY 2YX20Y P 2.875 USD 11/18/2019 GS 0.01%
SWPTN LIABILITY 2YX20Y R 2.584 USD 11/08/2019 GS 0.01%
SWPTN LIABILITY 2YX30Y P 2.615 USD 11/12/2019 CI 0.01%
SWPTN LIABILITY 2YX30Y P 2.826 USD 11/08/2019 JP 0.01%
SWPTN LIABILITY 2YX30Y R 2.43 USD 11/13/2019 MS 0.01%
SWPTN LIABILITY 2YX30Y R 2.615 USD 11/12/2019 CI 0.01%
SWPTN LIABILITY 5WX10Y P 2.935 USD 04/30/2018 CI 0.01%
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UKRPI P 3.4025 R 03/15/28 0.01%
-0.085 R ISWP SES3M P 01/30/2020 0.00%
-0.0925 R ISWP SES3M P 01/24/2020 0.00%
-0.101 R ISWP FWD EUR006M P 06/20/2020 0.00%
-0.104 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.124 R ISWP FWD EONIA P 02/18/2020 0.00%
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-0.14 R ISWP EUR006M P 01/24/2020 0.00%
-0.2225 R ISWP SES3M P 11/13/2019 0.00%
-0.23 R ISWP SES3M P 11/13/2019 0.00%
-0.245 R ISWP SES3M P 11/10/2019 0.00%
-0.246 R ISWP SES3M P 11/10/2019 0.00%
-0.526 R ISWP CHL6M P 10/02/2019 0.00%
-0.53 R ISWP CHL6M P 10/06/2019 0.00%
0.09 R ISWP JPL6M P 12/19/2022 0.00%
0.135 R ISWP JPL6M P 01/15/2023 0.00%
0.148 R ISWP JPL6M P 02/16/2023 0.00%
0.21 R ISWP EURIBOR6MD P 05/04/2022 0.00%
0.29 R ISWP JPL6M P 12/19/2027 0.00%
0.365 R ISWP JPL6M P 01/15/2028 0.00%
0.366 R ISWP JPL6M P 02/16/2028 0.00%
0.378 R ISWP EUR006M P 01/24/2023 0.00%
0.976 R ISWP EUR006M P 01/24/2028 0.00%
0.9987 R ISWP EUR006M P 01/30/2028 0.00%
1.125 R ISWP SES3M P 11/10/2027 0.00%
1.13 R ISWP SES3M P 11/10/2027 0.00%
1.1575 R ISWP SES3M P 11/13/2027 0.00%
1.16 R ISWP SES3M P 11/13/2027 0.00%
1.61375 R ISWP FWD EUR006M P 10/27/2027 0.00%
1.651 R ISWP FWD EUR006M P 06/20/2048 0.00%
2.00 R ISWP FWD NOKOIB6M P 06/20/2023 0.00%
2.427 R ISWP AUDBB6M P 11/03/2022 0.00%
2.451 R ISWP FWD CDOR03 P 06/20/2023 0.00%
2.4525 R ISWP AUDBB6M P 11/15/2022 0.00%
2.501 R ISWP FWD AUDBB6M P 06/20/2023 0.00%
2.651 R ISWP FWD CDOR03 P 06/20/2028 0.00%
2.74875 R ISWP FWD US0003M P 10/27/2027 0.00%
2.7825 R ISWP US0003M P 04/09/2028 0.00%
2.785 R ISWP FWD US0003M P 05/02/2028 0.00%
2.80 R ISWP FWD NFIX3MID P 06/20/2023 0.00%
2.85 R ISWP FWD AUDBB6M P 06/20/2028 0.00%
2.85 R ISWP FWD US0003M P 06/20/2048 0.00%
2.851 R ISWP FWD AUDBB6M P 06/20/2028 0.00%
2.864 R ISWP FWD US0003M P 04/19/2028 0.00%
2.903 R ISWP FWD US0003M P 04/09/2028 0.00%
2.917 R ISWP FWD US0003M P 04/19/2028 0.00%
2.923 R ISWP FWD US0003M P 04/19/2028 0.00%
3.925 P ISWP MYR-KLI3M R 12/12/2022 JP 0.00%
6.715 R ISWP IN00O/N P 12/22/2022 0.00%
7.06 R ISWP JIBA3M P 01/25/2021 0.00%
8.12 R ISWP MXIBTIIE P 12/24/2026 0.00%
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AUD/USD 04/18/2018 HSBCB 0.00%
BACM 2004-4 XC IO P/P 144A 00.0515 07/10/2042 0.00%
BACM 2007-5 XW IO P/P 144A 00.0032 02/10/2051 0.00%
BAYC 2006-CD1A IO IO P/P 144A 00.0000 07/25/2023 0.00%
BAYC 2007-CD1A IO IO P/P 144A 00.0000 03/25/2021 0.00%
BRL/USD 07/03/2018 GSFX 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.4181 12/11/2038 0.00%
CAD/USD 04/18/2018 SSBT 0.00%
CAN 10YR BOND FUT JUN18 CNM8 0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.4861 10/15/2049 0.00%
CHF/USD 06/20/2018 JPMCB 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 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 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CNH/USD 05/16/2018 GSFX 0.00%
CSFB 2003-C3 AX IO P/P 144A 02.0754 05/15/2038 0.00%
CSMC 2006-C4 AX IO P/P 144A 00.5449 09/15/2039 0.00%
CSMC 2007-C2 AX IO P/P 144A 00.0038 01/15/2049 0.00%
CZK/USD 06/20/2018 BANKAM 0.00%
DKK/USD 06/20/2018 CITI 0.00%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.00%
EUR/USD 06/20/2018 BCAP-FX 0.00%
EUR/USD 06/20/2018 HSBCB 0.00%
EUR/USD 06/20/2018 WPAC 0.00%
EURO BUXL 30Y BND JUN18 UBM8 0.00%
EURO-BOBL FUTURE JUN18 OEM8 0.00%
EURO-BUND FUTURE JUN18 RXM8 0.00%
EURO-OAT FUTURE JUN18 OATM8 0.00%
EURO-SCHATZ FUT JUN18 DUM8 0.00%
FHR 3300 PO PO 00.0000 02/15/2037 0.00%
FHR 3326 WF 00.0000 10/15/2035 0.00%
FHR 3707 PI IO 04.5000 07/15/2025 0.00%
FNR 2007-64 LO PO 00.0000 07/25/2037 0.00%
GBP/USD 06/20/2018 CITI 0.00%
GBP/USD 06/20/2018 HSBCB 0.00%
GBP/USD 06/20/2018 JPMCB 0.00%
GBP/USD 06/20/2018 SSBT 0.00%
GEORGIA-PACIFIC LLC P/P 144A 05.4000 11/01/2020 0.00%
GNR 2010-103 DI IO 04.5000 12/20/2038 0.00%
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HUF/USD 06/20/2018 SSBT 0.00%
ILS/USD 04/18/2018 SSBT 0.00%
INTERNATIONAL PAPER CO 08.7000 06/15/2038 0.00%
IOS.FN30.350.12 P USL1M R 01/12/43 BC 0.00%
IOS.FN30.350.12 P USL1M R 01/12/43 JP 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 GS 0.00%
IOS.FN30.350.13 P USL1M R 01/12/44 JP 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 CS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BA 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.GII30.500.10 P USL1M R 01/12/41 JP 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
JPMCC 07-CB20 X1 IO P/P 144A 00.0000 02/12/2051 0.00%
JPMCC 2006-CB17 X IO 00.6379 12/12/2043 0.00%
JPMCC 2006-LDP8 X IO 00.2872 05/15/2045 0.00%
JPN 10Y BOND(OSE) JUN18 JBM8 0.00%
JPY/USD 05/16/2018 CITI 0.00%
JPY/USD 05/16/2018 RBSF 0.00%
LBUBS 2005-C2 XCL IO P/P 144A 00.1950 04/15/2040 0.00%
LBUBS 2007-C2 XCL IO P/P 144A 00.2030 02/15/2040 0.00%
LBUBS 2007-C2 XW IO 00.2030 02/15/2040 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.600.08 P USL1M R 01/12/39 BC 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 BC 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.00%
MEZZ 2007-C5 X IO P/P 144A 05.0450 12/15/2049 0.00%
NOK/USD 06/20/2018 SSBT 0.00%
NZD/USD 04/18/2018 JPMCB 0.00%
NZD/USD 04/18/2018 RBSF 0.00%
OPTN FN30 3.0 05/07/18 PUT 95.28125 JPMC 0.00%
OPTN FN30 3.0 05/07/18 PUT 95.40625 JPMC 0.00%
OPTN FN30 3.0 05/07/18 PUT 95.53125 JPMC 0.00%
OPTN FN30 3.0 05/07/18 PUT 96.140625 JPMC 0.00%
OPTN FN30 3.0 05/07/18 PUT 96.265625 JPMC 0.00%
OPTN FN30 3.0 05/07/18 PUT 96.390625 JPMC 0.00%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.00%
PLN/USD 06/20/2018 SSBT 0.00%
RUB/USD 06/20/2018 BANKAM 0.00%
RUB/USD 06/20/2018 JPMCB 0.00%
SEK/USD 06/20/2018 BCAP-FX 0.00%
SEK/USD 06/20/2018 GSFX 0.00%
SEK/USD 06/20/2018 HSBCB 0.00%
SGD/USD 05/16/2018 JPMCB 0.00%
SWPTN 13WX1Y R 2.355 USD 05/14/2018 MS 0.00%
SWPTN 13WX1Y R 2.71375 USD 05/14/2018 MS 0.00%
SWPTN 17DX10Y P 2.9175 USD 04/06/2018 GS 0.00%
SWPTN 17DX10Y P 2.9915 USD 04/06/2018 GS 0.00%
SWPTN 1MX10Y P 3.1075 USD 04/13/2018 WE 0.00%
SWPTN 1MX10Y R 2.75 USD 04/09/2018 GS 0.00%
SWPTN 1MX1Y R 2.34 USD 04/05/2018 BC 0.00%
SWPTN 1MX1Y R 2.736 USD 04/05/2018 BC 0.00%
SWPTN 1MX2Y R 2.538 USD 04/05/2018 BC 0.00%
SWPTN 1YX1Y R 0.882 GBP 11/05/2018 JP 0.00%
SWPTN 1YX1Y R 1.9175 USD 10/04/2018 GS 0.00%
SWPTN 1YX1Y R 1.919 USD 08/15/2018 JP 0.00%
SWPTN 1YX1Y R 1.9325 USD 08/16/2018 BA 0.00%
SWPTN 1YX1Y R 2.25 USD 08/15/2018 JP 0.00%
SWPTN 1YX1Y R 2.2625 USD 08/16/2018 BA 0.00%
SWPTN 1YX5Y P 1.091 EUR 07/13/2018 CI 0.00%
SWPTN 1YX5Y P 1.291 EUR 07/13/2018 CI 0.00%
SWPTN 2YX10Y R 2.2525 USD 11/12/2019 JP 0.00%
SWPTN 2YX10Y R 2.47 USD 11/08/2019 GS 0.00%
SWPTN 2YX3Y R 2.43 USD 02/15/2019 BC 0.00%
SWPTN 2YX5Y P 2.34 USD 11/12/2019 CI 0.00%
SWPTN 2YX5Y P 2.553 USD 11/08/2019 JP 0.00%
SWPTN 2YX5Y R 2.155 USD 11/13/2019 MS 0.00%
SWPTN 2YX5Y R 2.34 USD 11/12/2019 CI 0.00%
SWPTN 2YX5Y R 2.553 USD 11/08/2019 JP 0.00%
SWPTN 3MX1Y P 2.90375 USD 06/05/2018 GS 0.00%
SWPTN 3MX1Y P 3.01375 USD 06/05/2018 GS 0.00%
SWPTN 3MX5Y P 0.442 EUR 04/17/2018 MS 0.00%
SWPTN 5WX1Y R 2.359 USD 04/09/2018 BC 0.00%
SWPTN 5WX1Y R 2.765 USD 04/09/2018 BC 0.00%
SWPTN 5WX2Y R 2.5625 USD 04/09/2018 BC 0.00%
SWPTN 6MX1Y R 1.85125 USD 04/30/2018 MS 0.00%
SWPTN 6MX1Y R 2.01 USD 04/30/2018 MS 0.00%
SWPTN 6MX1Y R 2.47 USD 08/14/2018 CI 0.00%
SWPTN 6MX1Y R 2.6325 USD 08/14/2018 CI 0.00%
SWPTN LIABILITY 2YX10Y R 2.2525 USD 11/12/2019 JP 0.00%
SWPTN LIABILITY 2YX20Y R 2.36 USD 11/12/2019 JP 0.00%
SWPTN LIABILITY 2YX5Y P 2.155 USD 11/13/2019 MS 0.00%
SWPTN LIABILITY 2YX5Y P 2.34 USD 11/12/2019 CI 0.00%
SWPTN LIABILITY 2YX5Y P 2.553 USD 11/08/2019 JP 0.00%
SWPTN LIABILITY 2YX5Y R 2.155 USD 11/13/2019 MS 0.00%
SWPTN LIABILITY 2YX5Y R 2.34 USD 11/12/2019 CI 0.00%
SWPTN LIABILITY 2YX5Y R 2.553 USD 11/08/2019 JP 0.00%
THB/USD 05/16/2018 CITI 0.00%
UKRPI P 3.34 R 02/15/28 0.00%
UKRPI P 3.34 R 03/15/28 0.00%
UKRPI P 3.3875 R 03/15/28 0.00%
UKRPI R 3.19 P 02/15/23 0.00%
UKRPI R 3.245 P 03/15/23 0.00%
UKRPI R 3.25 P 03/15/23 0.00%
UKRPI R 3.295 P 03/15/23 0.00%
UKRPI R 3.325 P 03/15/23 0.00%
US 10YR NOTE (CBT)JUN18 TYM8 0.00%
US 10YR ULTRA FUT JUN18 UXYM8 0.00%
US 2YR NOTE (CBT) JUN18 TUM8 0.00%
US 5YR NOTE (CBT) JUN18 FVM8 0.00%
US LONG BOND(CBT) JUN18 USM8 0.00%
US ULTRA BOND CBT JUN18 WNM8 0.00%
WBCMT 2007-C34 IO IO 00.1503 05/15/2046 0.00%
-0.455 R ISWP CHL6M P 01/25/2020 -0.01%
-0.528 R ISWP CHL6M P 09/29/2019 -0.01%
0.00 R ISWP BZDIOVRA P 01/02/2019 -0.01%
0.00 R ISWP BZDIOVRA P 01/02/2019 -0.01%
0.40 R ISWP FWD CHL6M P 06/20/2028 -0.01%
0.6075 R ISWP SES3M P 01/24/2023 -0.01%
0.66875 R ISWP SES3M P 01/30/2023 -0.01%
0.6975 R ISWP SES3M P 02/05/2023 -0.01%
0.70 R ISWP FWD SES3M P 06/20/2023 -0.01%
0.766 R ISWP GBL6M P 09/15/2019 -0.01%
0.85 R ISWP FWD GBL6M P 12/20/2019 -0.01%
1.651 R ISWP FWD GBL6M P 06/20/2028 -0.01%
1.815 R ISWP FWD EUR006M P 02/27/2028 -0.01%
1.863 R ISWP FWD GBL6M P 09/22/2032 -0.01%
1.912 R ISWP FWD GBL6M P 01/19/2032 -0.01%
2.02 R ISWP CDOR03 P 11/02/2022 -0.01%
2.0525 R ISWP CDOR03 P 11/14/2022 -0.01%
2.75 R ISWP FWD US0003M P 06/20/2023 -0.01%
2.9075 R ISWP FWD US0003M P 04/17/2028 -0.01%
3.395 R ISWP FWD AUDBB6M P 03/07/2028 -0.01%
7.92 R ISWP JIBA3M P 01/25/2028 -0.01%
8.20 R ISWP MXIBTIIE P 01/07/2027 -0.01%
AUD/USD 04/18/2018 CSI-FX -0.01%
AUD/USD 04/18/2018 SSBT -0.01%
AUD/USD 04/18/2018 UBS -0.01%
AUD/USD 04/18/2018 WPAC -0.01%
CAD/USD 04/18/2018 BCAP-FX -0.01%
CAD/USD 04/18/2018 HSBCB -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -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 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 JP -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.01%
CPTFEMU P 1.71 R 07/15/37 -0.01%
CPTFEMU P 1.71 R 08/15/37 -0.01%
CPTFEMU P 1.7138 R 08/15/37 -0.01%
CPTFEMU P 1.735 R 09/15/37 -0.01%
CPURNSA P 2.085 R 07/03/27 -0.01%
CPURNSA P 2.19 R 12/06/27 -0.01%
CPURNSA P 2.1939 R 12/21/27 -0.01%
GBP/USD 06/20/2018 BCAP-FX -0.01%
GBP/USD 06/20/2018 CSI-FX -0.01%
GBP/USD 06/20/2018 GSFX -0.01%
JPY/USD 05/16/2018 CSI-FX -0.01%
JPY/USD 05/16/2018 SSBT -0.01%
JPY/USD 05/16/2018 UBS -0.01%
MXN/USD 04/18/2018 HSBCB -0.01%
NOK/USD 06/20/2018 BANKAM -0.01%
NOK/USD 06/20/2018 GSFX -0.01%
NOK/USD 06/20/2018 JPMCB -0.01%
NOK/USD 06/20/2018 UBS -0.01%
NZD/USD 04/18/2018 UBS -0.01%
OPTN FN30 3.0 04/05/18 CALL 96.9296875 JPMC -0.01%
OPTN FN30 3.0 04/05/18 CALL 96.9296875 JPMC -0.01%
OPTN FN30 3.0 04/05/18 CALL 97.3203125 JPMC -0.01%
OPTN FN30 3.0 04/05/18 CALL 97.4140625 JPMC -0.01%
OPTN FN30 3.0 04/05/18 CALL 97.421875 JPMC -0.01%
SEK/USD 06/20/2018 JPMCB -0.01%
SEK/USD 06/20/2018 UBS -0.01%
SWPTN 1MX10Y P 2.805 USD 04/27/2018 CI -0.01%
SWPTN 1MX10Y R 2.805 USD 04/27/2018 CI -0.01%
SWPTN 1WX10Y P 2.7825 USD 04/05/2018 CI -0.01%
SWPTN 1YX1Y R 2.3025 USD 10/04/2018 GS -0.01%
SWPTN 2YX10Y R 2.413 USD 06/03/2019 BA -0.01%
SWPTN 2YX10Y R 2.42 USD 06/03/2019 CI -0.01%
SWPTN 2YX1Y R 1.919 USD 08/15/2019 JP -0.01%
SWPTN 2YX1Y R 1.9325 USD 08/16/2019 BA -0.01%
SWPTN 2YX20Y P 2.875 USD 11/18/2019 GS -0.01%
SWPTN 2YX20Y R 2.36 USD 11/12/2019 JP -0.01%
SWPTN 2YX20Y R 2.584 USD 11/08/2019 GS -0.01%
SWPTN 2YX20Y R 2.875 USD 11/18/2019 GS -0.01%
SWPTN 2YX30Y P 2.615 USD 11/12/2019 CI -0.01%
SWPTN 2YX30Y P 2.826 USD 11/08/2019 JP -0.01%
SWPTN 2YX30Y R 2.43 USD 11/13/2019 MS -0.01%
SWPTN 2YX30Y R 2.615 USD 11/12/2019 CI -0.01%
SWPTN 2YX30Y R 2.826 USD 11/08/2019 JP -0.01%
SWPTN 3MX2Y P 2.646 USD 05/29/2018 MS -0.01%
SWPTN 5WX10Y P 2.935 USD 04/30/2018 CI -0.01%
SWPTN LIABILITY 12YX10Y P 3.005 USD 11/16/2029 GS -0.01%
SWPTN LIABILITY 12YX10Y R 2.5 USD 11/09/2029 JP -0.01%
SWPTN LIABILITY 2YX10Y P 2.47 USD 11/08/2019 GS -0.01%
SWPTN LIABILITY 2YX10Y P 2.7725 USD 11/18/2019 GS -0.01%
SWPTN LIABILITY 2YX10Y R 2.47 USD 11/08/2019 GS -0.01%
SWPTN LIABILITY 2YX10Y R 2.7725 USD 11/18/2019 GS -0.01%
SWPTN LIABILITY 2YX3Y P 2.43 USD 02/15/2019 BC -0.01%
SWPTN LIABILITY 2YX3Y R 2.43 USD 02/15/2019 BC -0.01%
SWPTN LIABILITY 5WX10Y R 2.635 USD 04/30/2018 CI -0.01%
SWPTN LIABILITY 7YX25Y P 2.902 USD 11/08/2024 JP -0.01%
SWPTN LIABILITY 7YX25Y R 2.505 USD 11/13/2024 MS -0.01%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.02%
5.93 R ISWP MXIBTIIE P 10/06/2021 -0.02%
8.365 R ISWP JIBA3M P 10/31/2027 -0.02%
AUD/USD 04/18/2018 BANKAM -0.02%
AUD/USD 04/18/2018 BCAP-FX -0.02%
AUD/USD 04/18/2018 CITI -0.02%
AUD/USD 04/18/2018 RBSF -0.02%
CPURNSA P 2.05 R 07/05/27 -0.02%
EUR/USD 06/20/2018 BANKAM -0.02%
GBP/USD 06/20/2018 BANKAM -0.02%
NZD/USD 04/18/2018 GSFX -0.02%
OPTN FN30 3.0 04/05/18 CALL 96.8359375 JPMC -0.02%
SWPTN 1MX10Y R 2.89 USD 04/09/2018 GS -0.02%
SWPTN 1YX2Y P 2.663 USD 01/14/2019 CI -0.02%
SWPTN 1YX2Y P 2.813 USD 01/28/2019 BC -0.02%
SWPTN 2YX20Y P 2.584 USD 11/08/2019 GS -0.02%
SWPTN 2YX30Y P 2.43 USD 11/13/2019 MS -0.02%
SWPTN 3MX2Y P 2.41625 USD 04/26/2018 MS -0.02%
SWPTN 5YX5Y R 1.106 GBP 11/03/2022 JP -0.02%
SWPTN LIABILITY 10YX20Y P 2.8175 USD 03/23/2027 GS -0.02%
SWPTN LIABILITY 10YX20Y R 2.8175 USD 03/23/2027 GS -0.02%
SWPTN LIABILITY 12YX10Y P 2.5 USD 11/09/2029 JP -0.02%
SWPTN LIABILITY 12YX10Y P 2.725 USD 11/08/2029 GS -0.02%
SWPTN LIABILITY 12YX10Y R 2.725 USD 11/08/2029 GS -0.02%
SWPTN LIABILITY 12YX10Y R 3.005 USD 11/16/2029 GS -0.02%
SWPTN LIABILITY 2YX10Y P 2.2525 USD 11/12/2019 JP -0.02%
SWPTN LIABILITY 2YX5Y P 2.203 USD 06/03/2019 BA -0.02%
SWPTN LIABILITY 2YX5Y P 2.205 USD 06/03/2019 BC -0.02%
SWPTN LIABILITY 2YX5Y R 2.203 USD 06/03/2019 BA -0.02%
SWPTN LIABILITY 2YX5Y R 2.205 USD 06/03/2019 BC -0.02%
SWPTN LIABILITY 7YX25Y P 2.505 USD 11/13/2024 MS -0.02%
SWPTN LIABILITY 7YX25Y P 2.689 USD 11/12/2024 CI -0.02%
SWPTN LIABILITY 7YX25Y R 2.689 USD 11/12/2024 CI -0.02%
SWPTN LIABILITY 7YX25Y R 2.902 USD 11/08/2024 JP -0.02%
ZAR/USD 04/18/2018 GSFX -0.02%
0.503 R ISWP FWD EUR006M P 03/21/2023 -0.03%
6.16 R ISWP MXIBTIIE P 01/01/2026 -0.03%
AUD/USD 04/18/2018 GSFX -0.03%
CAD/USD 04/18/2018 JPMCB -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
SWPTN 10YX10Y P 2.036 EUR 01/05/2028 GS -0.03%
SWPTN 1MX10Y R 2.883 USD 04/19/2018 BA -0.03%
SWPTN 1MX10Y R 2.903 USD 04/05/2018 MS -0.03%
SWPTN 1YX1Y P 2.25 USD 08/15/2018 JP -0.03%
SWPTN 1YX1Y P 2.2625 USD 08/16/2018 BA -0.03%
SWPTN 2YX20Y P 2.36 USD 11/12/2019 JP -0.03%
SWPTN 2YX28Y R 2.7175 USD 01/24/2019 BA -0.03%
SWPTN 2YX30Y R 2.79 USD 02/15/2019 JP -0.03%
SWPTN 3MX2Y P 2.315 USD 04/16/2018 MS -0.03%
SWPTN 3MX5Y P 2.5625 USD 04/17/2018 MS -0.03%
SWPTN LIABILITY 2YX8Y P 2.5925 USD 01/24/2019 BA -0.03%
SWPTN LIABILITY 2YX8Y R 2.5925 USD 01/24/2019 BA -0.03%
1.67 R ISWP KRW3MCD P 12/09/2021 GS -0.04%
AUD/USD 04/18/2018 JPMCB -0.04%
CAD/USD 04/18/2018 BANKAM -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.04%
JPY/USD 05/16/2018 JPMCB -0.04%
SWPTN 10YX10Y R 2.036 EUR 01/05/2028 GS -0.04%
SWPTN 1YX2Y P 2.77 USD 01/16/2019 JP -0.04%
SWPTN 2YX28Y P 2.7175 USD 01/24/2019 BA -0.04%
SWPTN 2YX30Y P 2.79 USD 02/15/2019 JP -0.04%
SWPTN 4WX10Y R 2.865 USD 04/24/2018 JP -0.04%
SWPTN 5WX10Y R 2.917 USD 04/17/2018 JP -0.04%
SWPTN LIABILITY 7YX5Y P 2.647 USD 06/03/2024 BA -0.04%
SWPTN LIABILITY 7YX5Y P 2.654 USD 06/03/2024 CI -0.04%
SWPTN LIABILITY 7YX5Y R 2.647 USD 06/03/2024 BA -0.04%
SWPTN LIABILITY 7YX5Y R 2.654 USD 06/03/2024 CI -0.04%
0.00 R ISWP BZDIOVRA P 01/02/2019 -0.05%
2.80 R ISWP FWD US0003M P 06/20/2023 -0.05%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS -0.05%
SWPTN 17DX10Y R 2.9175 USD 04/06/2018 GS -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.06%
JPY/USD 05/16/2018 GSFX -0.06%
SWPTN 2YX10Y P 2.413 USD 06/03/2019 BA -0.06%
SWPTN 2YX10Y P 2.42 USD 06/03/2019 CI -0.06%
SWPTN 10YX10Y P 2.01 EUR 12/20/2027 GS -0.07%
SWPTN 10YX10Y R 2.01 EUR 12/20/2027 GS -0.07%
CDX CDX.NA.HY.30 500.0 06/20/2023 -0.08%
SWPTN 2YX5Y P 2.208 USD 05/17/2019 CI -0.08%
SWPTN LIABILITY 10YX20Y P 2.785 USD 01/25/2027 BA -0.08%
SWPTN LIABILITY 10YX20Y R 2.785 USD 01/25/2027 BA -0.08%
1.87875 P ISWP JPL6M R 09/02/2043 -0.10%
SWPTN 1YX20Y R 1.6975 GBP 10/05/2018 GS -0.10%
SWPTN LIABILITY 5YX30Y P 2.8325 USD 02/15/2022 JP -0.10%
SWPTN LIABILITY 5YX30Y R 2.8325 USD 02/15/2022 JP -0.10%
SWPTN 2YX1Y P 1.919 USD 08/15/2019 JP -0.11%
SWPTN 2YX1Y P 1.9325 USD 08/16/2019 BA -0.11%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.11%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.12%
2.90 R ISWP FWD US0003M P 06/20/2028 -0.13%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.17%
FNMA FN30 TBA 04.5000 04/01/2048 -1.26%

Prior top 10 holdings

Top 10 holdings as of 04/30/18
Japan (10 Year Issue) 01.0000 09/20/2021
Japan (10 Yr Issue) 00.8000 09/20/2023
Japan (20 Year Issue) 02.3000 06/20/2027
Japan (30 Year Issue) 02.3000 03/20/2040
European Investment Bank Gbp 05.6250 06/07/2032
Fnma Fn30 Tba 02.5000 05/01/2048
Japan (20 Year Issue) 02.2000 03/20/2031
Uk Tsy 4 2060 Regs 04.0000 01/22/2060
Gnma Gii30 Tba 04.5000 05/01/2048
Japan (40 Year Issue) 02.2000 03/20/2051
Holdings represent 20.48% of portfolio
Top 10 holdings as of 03/31/18
Fnma Fn30 Tba 03.0000 04/01/2048
Fnma Fn30 Tba 03.5000 05/01/2048
Japan (10 Year Issue) 01.0000 09/20/2021
Japan (10 Yr Issue) 00.8000 09/20/2023
Japan (20 Year Issue) 02.3000 06/20/2027
Japan (30 Year Issue) 02.3000 03/20/2040
Fnma Fn30 Tba 04.0000 04/01/2048
European Investment Bank Gbp 05.6250 06/07/2032
Fnma Fn30 Tba 02.5000 04/01/2048
Japan (20 Year Issue) 02.2000 03/20/2031
Holdings represent 33.24% of portfolio
Top 10 holdings as of 02/28/18
Fnma Fn30 Tba 03.5000 04/01/2048
Fnma Fn30 Tba 03.0000 04/01/2048
Japan (10 Year Issue) 01.0000 09/20/2021
Japan (10 Yr Issue) 00.8000 09/20/2023
Japan (20 Year Issue) 02.3000 06/20/2027
Japan (30 Year Issue) 02.3000 03/20/2040
Fnma Fn30 Tba 04.0000 03/01/2048
European Investment Bank Gbp 05.6250 06/07/2032
Fnma Fn30 Tba 02.5000 03/01/2048
Japan (20 Year Issue) 02.2000 03/20/2031
Holdings represent 32.54% of portfolio
Top 10 holdings as of 01/31/18
Fnma Fn30 Tba 03.5000 03/01/2048
Japan (10 Year Issue) 01.0000 09/20/2021
Fnma Fn30 Tba 03.0000 03/01/2048
Fnma Fn30 Tba 02.5000 03/01/2048
Japan (10 Yr Issue) 00.8000 09/20/2023
Japan (20 Year Issue) 02.3000 06/20/2027
Japan (30 Year Issue) 02.3000 03/20/2040
Fnma Fn30 Tba 04.0000 03/01/2048
European Investment Bank Gbp 05.6250 06/07/2032
Japan (20 Year Issue) 02.2000 03/20/2031
Holdings represent 34.92% of portfolio

Fixed income statistics as of 04/30/18

Average effective maturity 9.42 yrs.
Average effective duration 6.52 yrs.
Average yield to maturity 3.14%
Average coupon 3.67%
Average price $100.55

Sector weightings as of 04/30/18

  Cash investments Non-cash investments Total portfolio
  Weight Spread duration Weight Spread duration Weight Spread duration
International Treasury/agency 35.95% 3.22 0.00% -0.48 35.95% 2.74
Investment-grade corporate bonds 22.50% 1.93 0.00% 0.00 22.50% 1.93
Commercial MBS 9.46% 0.35 6.07% 0.23 15.53% 0.58
Agency CMO 8.07% 0.28 0.10% 0.01 8.17% 0.29
Net cash 8.06% 0.00 0.00% 0.00 8.06% 0.00
Emerging-market bonds 5.72% 0.30 0.00% 0.00 5.72% 0.30
Residential MBS (non-agency) 5.67% 0.23 0.00% 0.00 5.67% 0.23
Agency pass-through 0.81% 0.05 3.55% 0.31 4.36% 0.36
High-yield corporate bonds 2.95% 0.17 -1.47% -0.07 1.48% 0.10
Asset-backed securities (ABS) 0.65% 0.00 0.00% 0.00 0.65% 0.00
Municipal bonds 0.17% 0.02 0.00% 0.00 0.17% 0.02
Interest rate swaps 0.00% 0.00 0.00% -0.39 0.00% -0.39
U.S. Treasury/agency 0.00% 0.00 0.00% 0.46 0.00% 0.46

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 04/30/18

0 - 1 yr. 5.77%
1 - 5 yrs. 25.23%
5 - 10 yrs. 48.28%
10 - 15 yrs. 5.60%
Over 15 yrs. 15.12%

Quality rating as of 04/30/18

AAA 23.95%
AA 8.80%
A 28.69%
BBB 25.69%
BB 5.67%
B 3.35%
CCC and Below 1.88%
Not Rated 1.97%

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed investments carry the risk that they may increase in value when interest rates decline and decline in value when interest rates rise. The fund invests in fewer issuers or concentrates its investments by region or sector, and involves more risk than a more broadly invested fund. The fund's policy of concentrating on a limited group of industries and the fund's non-diversified status, which means the fund may invest in fewer issuers, can increase the fund's vulnerability to common economic forces and may result in greater losses and volatility. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. Bond prices may fall or fail to rise over time for several reasons, including general financial market conditions, changing market perceptions of the risk of default, changes in government intervention, and factors related to a specific issuer or industry. These factors may also lead to periods of high volatility and reduced liquidity in the bond markets. 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 04/30/18

United States 52.73%
Japan 15.78%
France 3.95%
Italy 3.95%
Spain 2.60%
United Kingdom 2.29%
Canada 2.19%
Supra-Nation 1.88%
Mexico 1.59%
 
Other
13.04%
Netherlands 1.59%
Greece 1.53%
Switzerland 1.47%
Brazil 1.44%
Belgium 0.89%
Sweden 0.62%
Australia 0.59%
Ireland 0.58%
Austria 0.51%
Argentina 0.50%
Indonesia 0.49%
Russia 0.44%
South Africa 0.38%
Malaysia 0.28%
Denmark 0.27%
Portugal 0.26%
Bermuda 0.24%
Colombia 0.23%
Poland 0.23%
New Zealand 0.17%
Germany 0.14%
Sri Lanka 0.09%
Norway 0.08%
European Community 0.05%
Venezuela 0.02%
Hong Kong -0.01%
South Korea -0.04%

Expenses

Expense ratio

Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
Total expense ratio 1.22% 1.97% 1.97% 1.47% 1.47% 0.87% 0.80% 0.97%
What you pay 1.22% 1.97% 1.97% 1.47% 1.47% 0.87% 0.80% 0.97%

Sales charge/Dealer allowance

 Breakpoint Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
$0-$49,999 4.00% / 3.50% 0.00% / 4.00% 0.00% / 1.00% 3.25% / 3.00% -- -- -- --
$50,000-$99,999 4.00% / 3.50% 0.00% / 4.00% 0.00% / 1.00% 2.25% / 2.00% -- -- -- --
$100,000-$249,999 3.25% / 2.75% -- 0.00% / 1.00% 1.25% / 1.00% -- -- -- --
$250,000-$499,999 2.50% / 2.00% -- 0.00% / 1.00% 1.00% / 1.00% -- -- -- --
$500,000-$999,999 0.00% / 1.00% -- -- -- -- -- -- --
$1M-$4M 0.00% / 1.00% -- -- -- -- -- -- --
$4M-$50M 0.00% / 0.50% -- -- -- -- -- -- --
$50M+ 0.00% / 0.25% -- -- -- -- -- -- --

CDSC

  Class A (sales for $500,000+) Class B Class C Class M Class R Class R5 Class R6 Class Y
0 to 9 mts. 1.00% 5.00% 1.00% -- -- -- -- --
9 to 12 mts. 1.00% 5.00% 1.00% -- -- -- -- --
2 yrs. 0.00% 4.00% 0.00% -- -- -- -- --
3 yrs. 0.00% 3.00% 0.00% -- -- -- -- --
4 yrs. 0.00% 3.00% 0.00% -- -- -- -- --
5 yrs. 0.00% 2.00% 0.00% -- -- -- -- --
6 yrs. 0.00% 1.00% 0.00% -- -- -- -- --
7+ yrs. 0.00% 0.00% 0.00% -- -- -- -- --

Trail commissions

  Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
  0.25% 0.25% 1.00% 0.40% 0.50% 0.00% 0.00% 0.00%
  NA NA NA NA NA NA NA NA
  NA NA NA NA NA NA NA NA

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

The Bloomberg Barclays Global Aggregate Bond Index is an unmanaged index of global investment-grade fixed-income securities. You cannot invest directly in an index.

Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed investments carry the risk that they may increase in value when interest rates decline and decline in value when interest rates rise. The fund invests in fewer issuers or concentrates its investments by region or sector, and involves more risk than a more broadly invested fund. The fund's policy of concentrating on a limited group of industries and the fund's non-diversified status, which means the fund may invest in fewer issuers, can increase the fund's vulnerability to common economic forces and may result in greater losses and volatility. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. Bond prices may fall or fail to rise over time for several reasons, including general financial market conditions, changing market perceptions of the risk of default, changes in government intervention, and factors related to a specific issuer or industry. These factors may also lead to periods of high volatility and reduced liquidity in the bond markets. 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.