Prior to April 30, 2018, the fund was known as Putnam Absolute Return 300 Fund.

Fixed Income Absolute Return Fund (Class A)  (PTRNX)

Seeks positive returns with a similar level of volatility


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Highlights

Objective

The fund seeks positive total return.

Strategy and process

  • Global diversification: The fund can invest across global fixed-income sectors and can adjust dynamically as opportunities change.
  • Independent of indexes:The portfolio managers have the flexibility to mitigate a variety of risks, and are not constrained by traditional benchmarks.
  • Risk hedging: The fund's hedging and market neutral strategies can offer volatility dampening benefits to client portfolios.

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $9.82
-0.10% | $-0.01
$10.11
12/12/17
$9.65
12/21/17
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.

3.49%

Best 5-year annualized return

(for period ending 03/31/14)


-0.03%

Worst 5-year annualized return

(for period ending 03/31/16)


2.02%

Average 5-year annualized return


Fund facts as of 04/30/18

Total net assets
$530.74M
Turnover (fiscal year end)
742%
Dividend frequency
Annually
Number of holdings
924
Fiscal year-end
October
CUSIP / Fund code
746764372 / 0064
Inception date
12/23/08
Category
Absolute Return
Open to new investors
Ticker
PTRNX

Management team

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


Literature


Don’t underestimate this economy
Despite worrisome headlines about the economy, recent data show only a modest loss of momentum.
The fixed-income risks that we favor
We see more attractive fixed income risks outside of interest rates, in part because U.S. economic growth may warrant more rate hikes by the Fed.
A surprising shortage in housing
Home construction is falling behind the pace of new household formation, creating an imbalance between housing supply and demand.

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. Life (inception: 12/23/08 )
Before sales charge 4.26% 2.33% 2.07% 2.68%
After sales charge 3.22% 1.99% 1.86% 2.57%
ICE BofAML U.S. Treasury Bill Index 1.04% 0.53% 0.35% --

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 0.41 % -0.60 %
YTD as of 05/25/18 1.66 % 0.64 %

Volatility as of 04/30/18

Standard deviation (3 yrs.) 2.91%

Morningstar ratings as of 04/30/18

Nontraditional Bond Rating Funds in category
Overall (264)
3 yrs. (264)
5 yrs. (159)

Distributions

Record/Ex dividend date 12/19/17
Payable date 12/21/17
Income $0.432
Extra income --
Short-term cap. gain --
Long-term cap. gain --

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

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

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


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


Holdings

Top 10 holdings as of 04/30/18

Net cash 27.96%
Fnma Fn30 Tba 03.5000 06/01/2048 3.92%
Fnma Fn30 Tba 02.5000 05/01/2048 2.28%
Gnma Gii30 Tba 04.5000 05/01/2048 2.15%
Fhr 3835 Fo Po 00.0000 04/15/2041 1.20%
Air Lease Corp 02.6250 09/04/2018 1.03%
Anheuser-Busch Inbev Fin 03.6500 02/01/2026 0.90%
Cwalt 2005-59 1a1 02.2271 11/20/2035 0.82%
Apple 02.0000 05/06/2020 0.81%
The Boeing Company 08.7500 08/15/2021 0.81%
Top 10 holdings, percent of portfolio 41.88%

Full portfolio holdings as of 03/31/18

FNMA FN30 TBA 03.5000 05/01/2048 4.53%
FNMA FN30 TBA 02.5000 04/01/2048 2.64%
FHR 3835 FO PO 00.0000 04/15/2041 1.41%
GNMA GII30 TBA 04.5000 05/01/2048 1.34%
AIR LEASE CORP 02.6250 09/04/2018 1.18%
GNMA GII30 TBA 04.5000 04/01/2048 1.12%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 1.05%
CWALT 2005-59 1A1 02.1521 11/20/2035 0.95%
APPLE INC 02.0000 05/06/2020 0.93%
THE BOEING COMPANY 08.7500 08/15/2021 0.92%
TEXAS-NEW MEXICO PR P/P 144A 09.5000 04/01/2019 0.91%
FHR 3852 NT 04.2234 05/15/2041 0.84%
OMEGA HLTHCARE INVES 05.2500 01/15/2026 0.84%
CSMC 2008-C1 AJ P/P 144A 06.1991 02/15/2041 0.83%
S&P GLOBAL INC 03.3000 08/14/2020 0.83%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.78%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.77%
SPST 2018-1 A 02.4747 04/24/2019 0.75%
SPST 2017-6 A 02.3025 11/24/2018 0.74%
MSBAM 2013-C10 E P/P 144A 04.0822 07/15/2046 0.70%
CVS HEALTH CORP 04.7500 12/01/2022 0.68%
GNMA GII30 TBA 04.0000 05/01/2048 0.66%
ROYAL BK SCOTLND USD 04.7000 07/03/2018 0.65%
CWALT 2006-OA7 1A2 02.2225 06/25/2046 0.64%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.56%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.56%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.55%
BSCMS 2006-PW11 B P/P 144A 05.2790 03/11/2039 0.54%
COMM 2013-CR11 XA IO 01.1198 08/10/2050 0.54%
CAS 2016-C02 1B 14.1215 09/25/2028 0.52%
MSBAM 2014-C17 D P/P 144A 04.7062 08/15/2047 0.52%
STACR 2015-DNA3 B 11.2215 04/25/2028 0.52%
KEYCORP 02.3000 12/13/2018 0.51%
RUSSIAN FEDERATION P/P 144A 12.7500 06/24/2028 0.50%
GNR 2016-H13 IK IO 02.5944 06/20/2066 0.49%
JPMCC 2012-C8 D P/P 144A 04.6546 10/15/2045 0.49%
WESTPAC BANKING CORP USD 02.6500 01/25/2021 0.49%
DBUBS 2011-LC3A D P/P 144A 05.3414 08/10/2044 0.48%
METLIFE INC. 04.7500 02/08/2021 0.48%
MSBAM 2013-C13 XA IO 01.0830 11/15/2046 0.46%
AUTONATION INC 06.7500 04/15/2018 0.45%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.45%
JPMCC 2011-C3 E P/P 144A 05.6735 02/15/2046 0.45%
CAS 2015-C04 1M2 07.5715 04/25/2028 0.41%
GNR 2017-H06 BI IO 02.2390 02/20/2067 0.41%
MEAD JOHNSON NUTRITION C 03.0000 11/15/2020 0.41%
AT&T INC P/P 144A 04.3000 02/15/2030 0.40%
UBSBB 2013-C5 XA IO P/P 144A 00.9778 03/10/2046 0.40%
BACM 2005-1 B 05.5050 11/10/2042 0.39%
FED REPUBLIC OF BRAZIL USD 04.6250 01/13/2028 0.39%
WFCM 2013-LC12 D P/P 144A 04.2909 07/15/2046 0.39%
COMM 2014-CR19 XA IO 01.2140 08/10/2047 0.38%
CAS 2016-C03 2M2 07.7715 10/25/2028 0.37%
CVS HEALTH CORP 02.2500 12/05/2018 0.37%
DISH DBS CORP 04.2500 04/01/2018 0.37%
GNR 2016-111 IP IO 03.5000 08/20/2046 0.37%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.37%
ROYAL BANK OF CANADA USD 02.2000 07/27/2018 0.37%
SERVICE CORP INTL 05.3750 01/15/2022 0.37%
GNR 2015-H19 NI IO 01.9180 07/20/2065 0.36%
JPMBB 2013-C14 D P/P 144A 04.5699 08/15/2046 0.36%
WFRBS 2013-C15 D P/P 144A 04.4813 08/15/2046 0.36%
AMERICAN EXPRESS CO 04.9000 12/29/2049 0.35%
GSMS 2012-GC6 D P/P 144A 05.6529 01/10/2045 0.35%
SCIENTIFIC GAMES TLB5 L+275 04.5390 08/14/2024 0.35%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.33%
JPMCC 2013-C10 XA IO 01.0604 12/15/2047 0.33%
PFIZER INC 01.7000 12/15/2019 0.33%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.32%
WFRBS 2012-C7 D P/P 144A 04.8255 06/15/2045 0.32%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.31%
GSMS 2013-GC10 E P/P 144A 04.4122 02/10/2046 0.31%
FHR 4591 QI IO 03.5000 04/15/2046 0.30%
WFCM 2014-LC16 XA IO 01.3554 08/15/2050 0.30%
WFRBS 2012-C9 XB IO P/P 144A 00.6997 11/15/2045 0.30%
CFCRE 2011-C1 E P/P 144A 06.0932 04/15/2044 0.29%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.29%
WFRBS 2012-C10 D P/P 144A 04.4478 12/15/2045 0.29%
CCC INFO 1STL L+300 04.8800 03/30/2024 0.28%
COMMUNITY HEALTH TLH L+300 04.9842 01/27/2021 0.28%
GNR 2015-20 PI IO 03.5000 02/20/2045 0.28%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.28%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.28%
CAS 2016-C03 1B 13.6215 10/25/2028 0.27%
FNR 2012-22 CI IO 04.0000 03/25/2041 0.27%
GNR 2015-H09 BI IO 01.6957 03/20/2065 0.27%
GNR 2016-H23 NI IO 02.1218 10/20/2066 0.27%
MACQUARIE BANK LTD P/P 144A 04.0000 07/29/2025 0.27%
NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 0.27%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.27%
WFRBS 2012-C10 E P/P 144A 04.4478 12/15/2045 0.27%
BSCMS 2007-T26 AJ 05.5249 01/12/2045 0.26%
FNR 2011-4 CS 09.1570 05/25/2040 0.26%
GNR 2015-H15 JI IO 01.9511 06/20/2065 0.26%
GNR 2017-120 IJ IO 04.0000 04/20/2047 0.26%
GNR 2017-174 MI IO 03.5000 11/20/2047 0.26%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.26%
SPST 2017-LD1 A 02.6715 11/25/2050 0.26%
GNR 2010-20 UI IO 05.0000 02/20/2040 0.25%
GNR 2015-H25 AI IO 01.6181 09/20/2065 0.25%
GNR 2015-H25 EI IO 01.8537 10/20/2065 0.25%
ADS WASTE TLB L+225 03.9938 11/10/2023 0.24%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.24%
COMM 2014-UBS6 XA IO 01.0106 12/10/2047 0.24%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.24%
GNR 2015-80 IA IO 04.5000 06/20/2045 0.24%
GNR 2016-H02 BI IO 01.6970 11/20/2065 0.24%
GOLDEN NUGGET INC TLB L+325 04.9792 10/04/2023 0.24%
KINETIC CONCEPTS TLB L+325 04.2846 02/03/2024 0.24%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.23%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.23%
COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 0.23%
CWALT 2005-27 1A1 01.9418 08/25/2035 0.23%
FHR 4760 IG IO 05.0000 02/15/2048 0.23%
GNR 2015-167 BI IO 04.5000 04/16/2045 0.23%
GSMS 2014-GC18 XA IO 01.1131 01/10/2047 0.23%
HCA INC 06.5000 02/15/2020 0.23%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.23%
PPDI TL L+275 04.4221 08/18/2022 0.23%
RALI 2006-QO5 1A1 02.0865 05/25/2046 0.23%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.23%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.22%
ARDAGH PKG FIN/HLDGS P/P 144A 04.2500 09/15/2022 0.22%
CELANESE US HOLDINGS LLC 05.8750 06/15/2021 0.22%
COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 0.22%
FHR 4136 IW IO 03.5000 10/15/2042 0.22%
FNMA FN30 TBA 04.0000 04/01/2048 0.22%
FNR 2013-27 PI IO 03.0000 12/25/2041 0.22%
GNR 2014-2 IC IO 05.0000 01/16/2044 0.22%
INTELSAT S.A. TLB3 L+375 05.7062 11/27/2023 0.22%
RESTAURANT BRANDS TLB L+225 04.2927 02/17/2024 0.22%
SINCLAIR BRDCAST TLB L+250 02.5000 12/11/2024 0.22%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.22%
UBS GROUP FUNDIN P/P 144A 03.0000 04/15/2021 0.22%
AMAYA GAMING TLB L+350 05.8020 08/01/2021 0.21%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.21%
COMM 2014-CR17 C 04.7351 05/10/2047 0.21%
CSAIL 2015-C1 D P/P 144A 03.7978 04/15/2050 0.21%
FHR 4150 DI IO 03.0000 01/15/2043 0.21%
GNR 2015-111 IJ IO 03.5000 08/20/2045 0.21%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.21%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.21%
STACR 2015-DNA2 B 09.4215 12/25/2027 0.21%
WIDEOPENWEST TLB L+325 05.1038 08/19/2023 0.21%
CMLTI 2007-AMC3 A2D 02.2215 03/25/2037 0.20%
FIRST DATA TL L+225 04.1215 07/10/2022 0.20%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.20%
GNR 2014-H14 CI IO 01.5948 07/20/2064 0.20%
GNR 2016-H22 AI IO 02.1556 10/20/2066 0.20%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.20%
SOUTHERN COPPER CORP USD 05.8750 04/23/2045 0.20%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.20%
WAMU 2005-AR13 A1C3 02.3615 10/25/2045 0.20%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.19%
CWCI 2007-C3 AJ 05.8120 05/15/2046 0.19%
FHR 4182 PI IO 03.0000 12/15/2041 0.19%
GNR 2015-H10 EI IO 01.6384 04/20/2065 0.19%
JPMBB 2014-C25 D P/P 144A 03.9460 11/15/2047 0.19%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.19%
SPCM SA P/P 144A 04.8750 09/15/2025 0.19%
STACR 2016-DNA1 B 11.8715 07/25/2028 0.19%
STARWOOD PROP TR P/P 144A 04.7500 03/15/2025 0.19%
VISTRA TLB L+250 04.3769 08/04/2023 0.19%
ASURION TLB4 L+275 04.6269 08/04/2022 0.18%
CALPINE CONS FIN TL L+250 03.9770 01/15/2025 0.18%
CGCMT 2014-GC19 X IO 01.1886 03/10/2047 0.18%
CINEWORLD TLB L+250 04.2999 02/22/2025 0.18%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.18%
FHR 4369 IA IO 03.5000 07/15/2044 0.18%
FHR 4601 IC IO 04.0000 12/15/2045 0.18%
FNR 2013-21 AI IO 03.5000 03/25/2033 0.18%
GNR 2012-129 IO IO 04.5000 11/16/2042 0.18%
GNR 2014-69 PI IO 05.0000 04/20/2044 0.18%
GNR 2015-162 BI IO 04.0000 11/20/2040 0.18%
GNR 2016-H08 AI IO 01.5994 08/20/2065 0.18%
KMG CHEMICALS TLB L+275 04.6269 06/15/2024 0.18%
PNC BANK NA 02.0000 05/19/2020 0.18%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.18%
WAMU 2005-AR10 1A3 03.3240 09/25/2035 0.18%
1.15 R ISWP FWD EUR006M P 06/20/2028 0.17%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.17%
CHARTER COMM TLB L+200 02.0000 04/30/2025 0.17%
COMM 2014-CR20 XA IO 01.1509 11/10/2047 0.17%
GNR 2014-133 IP IO 05.0000 09/16/2044 0.17%
GNR 2015-H28 DI IO 01.5556 08/20/2065 0.17%
GNR 2016-77 SC IO 04.2779 10/20/2045 0.17%
GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 0.17%
HILTON WORLDWIDE TLB2 L+200 03.5749 10/25/2023 0.17%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.17%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.17%
TRANSDIGM INC TLF L+275 04.7714 06/09/2023 0.17%
USG CORP P/P 144A 05.5000 03/01/2025 0.17%
WFRBS 2011-C4 E P/P 144A 05.2395 06/15/2044 0.17%
BCAP 2012-RR5 4A8 01.7907 06/26/2035 0.16%
BERRY PLATICS TLQ L+200 03.8200 10/01/2022 0.16%
BRAND ENERGY TL L+425 06.0026 06/21/2024 0.16%
GNR 2015-H18 IA IO 01.8226 06/20/2065 0.16%
GNR 2016-136 YI IO 03.5000 03/20/2045 0.16%
GNR 2017-132 IB IO 05.5000 09/20/2047 0.16%
GSMS 2015-GC30 XA IO 00.8780 05/10/2050 0.16%
LCCM 2017-LC26 XA IO P/P 144A 01.4845 07/12/2050 0.16%
SWPTN 1YX1Y P 1.919 USD 08/15/2018 JP 0.16%
SWPTN 1YX1Y P 1.9325 USD 08/16/2018 BA 0.16%
TRIBUNE MEDIA TLB L+300 04.8769 01/27/2024 0.16%
UNIVISION TLC5 L+275 04.6269 03/15/2024 0.16%
WFRBS 2013-C14 E P/P 144A 03.2500 06/15/2046 0.16%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.15%
CGCMT 2014-GC21 X IO 01.2300 05/10/2047 0.15%
CROWN CASTLE INTL CORP. 05.2500 01/15/2023 0.15%
FHR 4193 PI IO 04.0000 03/15/2043 0.15%
GATES GLOBAL TLB L+275 05.0520 03/31/2024 0.15%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.15%
GNR 2012-106 QI IO 04.0000 07/20/2042 0.15%
GNR 2013-100 MI IO 03.5000 02/20/2043 0.15%
GNR 2015-167 MI IO 05.0000 06/20/2045 0.15%
GNR 2017-H03 DI IO 02.2462 12/20/2066 0.15%
JPMBB 2014-C19 XA IO 01.1370 04/15/2047 0.15%
JPMBB 2014-C24 XA IO 01.0450 11/15/2047 0.15%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.15%
WFCM 2012-LC5 XA IO P/P 144A 01.7937 10/15/2045 0.15%
WFCM 2013-LC12 C 04.2909 07/15/2046 0.15%
AES CORP/THE 05.1250 09/01/2027 0.14%
CGCMT 2013-GC17 X IO 01.4027 11/10/2046 0.14%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.14%
COMM 2012-CR3 E P/P 144A 04.7555 10/15/2045 0.14%
COMM 2014-LC15 XA IO 01.3139 04/10/2047 0.14%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.14%
CWALT 2006-OA7 1A1 02.5656 06/25/2046 0.14%
ELDORADO RESORTS TLB L+225 04.1269 04/17/2024 0.14%
FNR 2013-6 BI IO 03.0000 12/25/2042 0.14%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.14%
HOST HOTELS & RESORTS LP 06.0000 10/01/2021 0.14%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.14%
MSBAM 2012-C6 D P/P 144A 04.5754 11/15/2045 0.14%
NEIMAN MARCUS TL L+325 05.1406 10/25/2020 0.14%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.14%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.14%
VICI PROPERTIES TL L+200 03.8538 12/15/2024 0.14%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 0.13%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.13%
CERIDIAN TLB2 L+350 05.3769 09/15/2020 0.13%
COMM 2014-UBS4 XA IO 01.2123 08/10/2047 0.13%
CWALT 2006-OA10 2A1 02.0615 08/25/2046 0.13%
FHR 4213 GI IO 04.0000 11/15/2041 0.13%
FNR 2012-151 PI IO 03.0000 01/25/2043 0.13%
GCCFC 2005-GG5 B 05.1419 04/10/2037 0.13%
GNR 2010-151 KO PO 00.0000 06/16/2037 0.13%
GNR 2013-79 PI IO 03.5000 04/20/2043 0.13%
GNR 2017-H11 NI IO 02.2103 05/20/2067 0.13%
GSAA 2005-15 2A2 02.1215 01/25/2036 0.13%
LLOYDS BANKING GROUP PLC USD 04.3440 01/09/2048 0.13%
MSC 2012-C4 XA IO P/P 144A 02.0935 03/15/2045 0.13%
ORTHO-CLINICAL TLB L+375 05.6269 06/30/2021 0.13%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.13%
VALEANT PHARMA TLB1 L+350 04.94 04/01/2022 0.13%
WFRBS 2011-C4 D P/P 144A 05.2395 06/15/2044 0.13%
WFRBS 2011-C5 E P/P 144A 05.6714 11/15/2044 0.13%
AUTONATION INC. 05.5000 02/01/2020 0.12%
COMM 2015-LC21 XA IO 00.8420 07/10/2048 0.12%
FNR 2012-124 UI IO 04.0000 11/25/2042 0.12%
FNR 2012-136 PI IO 03.5000 11/25/2042 0.12%
FNR 2012-62 MI IO 04.0000 03/25/2041 0.12%
FNR 2013-31 NI IO 03.0000 06/25/2041 0.12%
GNR 2009-121 BI IO 04.5000 12/16/2039 0.12%
GNR 2015-82 GI IO 03.5000 12/20/2038 0.12%
LENNAR CORP 04.7500 11/15/2022 0.12%
MSBAM 2013-C10 D P/P 144A 04.0822 07/15/2046 0.12%
MSBAM 2013-C12 E P/P 144A 04.7669 10/15/2046 0.12%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.12%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.12%
SAMI 2007-AR1 2A1 02.0515 01/25/2037 0.12%
CGCMT 2012-GC8 XA IO P/P 144A 01.8114 09/10/2045 0.11%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.11%
CSMC 2007-C4 C P/P 144A 05.9660 09/15/2039 0.11%
CWHL 2005-3 1A1 02.4915 04/25/2035 0.11%
FHR 4158 TI IO 03.0000 12/15/2042 0.11%
FNR 2017-2 KI IO 04.0000 02/25/2047 0.11%
GNR 2011-H08 GI IO 01.2656 03/20/2061 0.11%
GNR 2011-H15 AI IO 01.5753 06/20/2061 0.11%
GNR 2013-183 AI IO 03.5000 10/20/2039 0.11%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.11%
GNR 2017-H14 DI IO 01.7073 06/20/2067 0.11%
GRIFOLS TLB L+225 03.2879 01/31/2025 0.11%
JPALT 2007-A2 12A1 02.0715 06/25/2037 0.11%
JPMCC 2007-CB20 E P/P 144A 06.1740 02/12/2051 0.11%
LENNAR CORPORATION 04.7500 04/01/2021 0.11%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.11%
SPRINT TLB L+250 04.4375 02/02/2024 0.11%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.11%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.11%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.11%
SWPTN LIABILITY 2YX30Y P 2.79 USD 02/15/2019 JP 0.11%
SWPTN LIABILITY 2YX30Y R 2.79 USD 02/15/2019 JP 0.11%
WERNER TLB L+400 05.2583 07/24/2024 0.11%
WFRBS 2011-C5 XA IO P/P 144A 01.7507 11/15/2044 0.11%
CAS 2017-C02 2B1 07.3715 09/25/2029 0.10%
CITYCENTER TLB L+250 04.3769 04/18/2024 0.10%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.10%
CPG INTL TL L+375 05.0828 05/05/2024 0.10%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.10%
ENBRIDGE INC USD 04.2500 12/01/2026 0.10%
FHR 2990 LB 12.4049 06/15/2034 0.10%
FIDELITY NATIONAL INFORM 03.6250 10/15/2020 0.10%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.10%
GNR 2012-71 JI IO 03.5000 04/16/2041 0.10%
GREEKTOWN TLB L+300 03.7500 04/25/2024 0.10%
HELLENIC REPUBLIC REGS 03.0000 02/24/2036 0.10%
HUSKY TLB L+300 05.2018 03/16/2025 0.10%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.10%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.10%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.10%
STACR 2018-HQA1 M2 03.9100 09/25/2030 0.10%
SWPTN LIABILITY 2YX28Y P 2.7175 USD 01/24/2019 BA 0.10%
SWPTN LIABILITY 2YX28Y R 2.7175 USD 01/24/2019 BA 0.10%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.09%
BEACON ESCROW CORP P/P 144A 04.8750 11/01/2025 0.09%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.09%
FHR 4206 IP IO 03.0000 12/15/2041 0.09%
GNR 2017-H02 BI IO 02.3189 01/20/2067 0.09%
GSMS 2013-GC12 D P/P 144A 04.4430 06/10/2046 0.09%
INFOR TLB6 L+275 03.7500 02/01/2022 0.09%
MEREDITH CORP TLB L+300 04.8769 01/31/2025 0.09%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.09%
RANGE RESOURCES CORP 05.0000 03/15/2023 0.09%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.09%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.09%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.09%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.09%
TRANSDIGM INC TLE L+275 04.6269 05/14/2022 0.09%
WBCMT 2006-C26 AJ 06.0273 06/15/2045 0.09%
WFRBS 2012-C10 C 04.3828 12/15/2045 0.09%
WPX ENERGY INC 07.5000 08/01/2020 0.09%
AMER ENERGY MARC 1STL L+325 07.7500 08/04/2020 0.08%
CAS 2017-C05 1B1 05.4715 01/25/2030 0.08%
CHUCK E CHEESE'S TLB L+325 05.1269 02/14/2021 0.08%
JPMORGAN CHASE & CO. 03.8750 09/10/2024 0.08%
REP OF ARGENTINA USD 06.6250 07/06/2028 0.08%
REP OF INDONESIA P/P 144A 05.9500 01/08/2046 0.08%
SWPTN 1YX30Y R 1.673 GBP 10/05/2018 GS 0.08%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.08%
SWPTN 2YX30Y P 2.518 USD 05/17/2019 CI 0.08%
UBSBB 2012-C2 XA IO P/P 144A 01.3400 05/10/2063 0.08%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.08%
0.55 R ISWP FWD EUR006M P 06/20/2023 0.07%
CAS 2015-C01 1M2 06.1715 02/25/2025 0.07%
GNR 2011-17 S IO 04.2279 02/20/2041 0.07%
GNR 2016-H11 HI IO 02.0850 01/20/2066 0.07%
JPMCC 2012-LC9 D P/P 144A 04.3724 12/15/2047 0.07%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.07%
STACR 2017-DNA2 B1 07.0215 10/25/2029 0.07%
SWPTN 4YX1Y P 2.25 USD 08/16/2021 JP 0.07%
SWPTN 4YX1Y P 2.2625 USD 08/16/2021 BA 0.07%
SWPTN 7YX5Y P 2.647 USD 06/03/2024 BA 0.07%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI 0.07%
SWPTN LIABILITY 2YX10Y P 2.413 USD 06/03/2019 BA 0.07%
SWPTN LIABILITY 2YX10Y P 2.42 USD 06/03/2019 CI 0.07%
SWPTN LIABILITY 2YX10Y R 2.413 USD 06/03/2019 BA 0.07%
SWPTN LIABILITY 2YX10Y R 2.42 USD 06/03/2019 CI 0.07%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.06%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.06%
CSFB 2005-C3 B 04.8820 07/15/2037 0.06%
CWALT 2006-45T1 2A7 02.2115 02/25/2037 0.06%
CWALT 2006-OA10 4A1 02.0615 08/25/2046 0.06%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.06%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031 0.06%
HOST HOTELS & RESORTS LP 05.2500 03/15/2022 0.06%
SWPTN 10YX10Y P 2.7575 USD 01/05/2028 GS 0.06%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP 0.06%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP 0.06%
SWPTN 17DX10Y R 2.8435 USD 04/06/2018 GS 0.06%
SWPTN 2YX5Y P 2.203 USD 06/03/2019 BA 0.06%
SWPTN 2YX5Y P 2.205 USD 06/03/2019 BC 0.06%
ZF NA CAPITAL P/P 144A 04.0000 04/29/2020 0.06%
CAS 2015-C01 2M2 06.4215 02/25/2025 0.05%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.05%
FHR 3072 SM 04.2533 11/15/2035 0.05%
FNR 2007-53 SP 17.3378 06/25/2037 0.05%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.05%
GNR 2012-47 CI IO 04.0000 03/20/2042 0.05%
GNR 2013-99 VS IO 04.3136 07/16/2043 0.05%
GNR 2014-46 KI IO 03.0000 06/20/2036 0.05%
GNR 2015-99 LI IO 04.0000 07/20/2045 0.05%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.05%
HESS CORP 07.3000 08/15/2031 0.05%
JPMCC 2007-CB20 C P/P 144A 06.1740 02/12/2051 0.05%
OPTN FN30 3.0 04/05/18 CALL 96.3515625 JPMC 0.05%
OPTN FN30 3.0 04/05/18 CALL 96.4375 JPMC 0.05%
OPTN FN30 3.0 04/05/18 CALL 96.4453125 JPMC 0.05%
SWPTN 10YX10Y R 2.7575 USD 01/05/2028 GS 0.05%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP 0.05%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP 0.05%
SWPTN 1YX10Y R 1.522 GBP 10/05/2018 GS 0.05%
SWPTN 7YX5Y R 2.647 USD 06/03/2024 BA 0.05%
SWPTN 7YX5Y R 2.654 USD 06/03/2024 CI 0.05%
3.30 R ISWP FWD NFIX3MID P 06/20/2028 0.04%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.04%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.04%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.04%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.04%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.04%
REPUBLIC OF ARGENTINA USD 05.8750 01/11/2028 0.04%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.04%
SWPTN 5WX10Y R 2.852 USD 04/17/2018 JP 0.04%
SWPTN LIABILITY 2YX20Y P 2.36 USD 11/12/2019 JP 0.04%
0.00 R ISWP BZDIOVRA P 01/04/2021 0.03%
0.00 R ISWP BZDIOVRA P 01/04/2021 0.03%
1.65 R ISWP FWD GBL6M P 06/20/2028 0.03%
CAS 2015-C02 2M2 05.8715 05/25/2025 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 CG 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.03%
FHR 3249 PS 16.4122 12/15/2036 0.03%
FNR 2005-75 GS 14.6355 08/25/2035 0.03%
GNR 2012-48 KI IO 03.5000 12/16/2039 0.03%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP 0.03%
SWPTN 2YX8Y P 2.5925 USD 01/24/2019 BA 0.03%
SWPTN 4WX10Y R 2.8 USD 04/24/2018 JP 0.03%
SWPTN 4YX1Y R 2.25 USD 08/16/2021 JP 0.03%
SWPTN 4YX1Y R 2.2625 USD 08/16/2021 BA 0.03%
SWPTN 6MX2Y P 2.49275 USD 07/16/2018 MS 0.03%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS 0.03%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI 0.03%
SWPTN LIABILITY 2YX20Y R 2.875 USD 11/18/2019 GS 0.03%
VISTRA TLC L+250 04.3769 08/04/2023 0.03%
1.40 R ISWP FWD SES3M P 06/20/2028 0.02%
1.45 R ISWP FWD GBL6M P 06/20/2023 0.02%
2.40 R ISWP FWD NOKOIB6M P 06/20/2028 0.02%
2.50 R ISWP FWD AUDBB6M P 06/20/2023 0.02%
2.605 R ISWP FWD US0003M P 06/20/2020 0.02%
2.7725 R ISWP FWD US0003M P 03/21/2023 0.02%
2.95 R ISWP FWD US0003M P 06/20/2028 0.02%
7.48 R ISWP JIBA3M P 10/31/2020 0.02%
CAS 2016-C06 1M2 06.1215 04/25/2029 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.02%
CPTFEMU R 1.4 P 07/15/27 0.02%
CPURNSA R 1.89 P 07/05/22 0.02%
FHR 2976 LC 17.9058 05/15/2035 0.02%
FNR 2005-74 NK 18.1425 05/25/2035 0.02%
FNS 397 2 IO 05.0000 09/25/2039 0.02%
FNW 1998-W2 X IO 00.5416 06/25/2028 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033 0.02%
OPTN FN30 3.0 05/07/18 PUT 97.0 JPMC 0.02%
OPTN FN30 3.0 05/07/18 PUT 97.125 JPMC 0.02%
OPTN FN30 3.0 05/07/18 PUT 97.25 JPMC 0.02%
SEK/USD 06/20/2018 CSI-FX 0.02%
SEK/USD 06/20/2018 SSBT 0.02%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS 0.02%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS 0.02%
SWPTN 12YX10Y P 2.725 USD 11/08/2029 GS 0.02%
SWPTN 12YX10Y P 3.005 USD 11/16/2029 GS 0.02%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP 0.02%
SWPTN 12YX10Y R 2.725 USD 11/08/2029 GS 0.02%
SWPTN 12YX10Y R 3.005 USD 11/16/2029 GS 0.02%
SWPTN 1MX10Y R 2.71 USD 04/27/2018 CI 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 2YX10Y P 2.47 USD 11/08/2019 GS 0.02%
SWPTN 4WX10Y R 2.735 USD 04/24/2018 JP 0.02%
SWPTN 5WX10Y R 2.787 USD 04/17/2018 JP 0.02%
SWPTN 6MX2Y P 2.61575 USD 07/26/2018 MS 0.02%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP 0.02%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS 0.02%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI 0.02%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP 0.02%
SWPTN LIABILITY 1WX10Y P 2.7825 USD 04/05/2018 CI 0.02%
SWPTN LIABILITY 2YX20Y P 2.584 USD 11/08/2019 GS 0.02%
SWPTN LIABILITY 2YX20Y P 2.875 USD 11/18/2019 GS 0.02%
SWPTN LIABILITY 2YX20Y R 2.584 USD 11/08/2019 GS 0.02%
SWPTN LIABILITY 2YX30Y P 2.43 USD 11/13/2019 MS 0.02%
SWPTN LIABILITY 2YX30Y P 2.615 USD 11/12/2019 CI 0.02%
SWPTN LIABILITY 2YX30Y R 2.615 USD 11/12/2019 CI 0.02%
SWPTN LIABILITY 2YX30Y R 2.826 USD 11/08/2019 JP 0.02%
-0.085 R ISWP SES3M P 01/30/2020 0.01%
-0.0925 R ISWP SES3M P 01/24/2020 0.01%
0.05 R ISWP FWD CHL6M P 06/20/2023 0.01%
0.21 R ISWP EURIBOR6MD P 05/04/2022 0.01%
0.378 R ISWP EUR006M P 01/24/2023 0.01%
0.4419 R ISWP EUR006M P 01/30/2023 0.01%
1.3325 R ISWP SES3M P 01/24/2028 0.01%
1.3775 R ISWP SES3M P 01/30/2028 0.01%
2.45 R ISWP FWD CDOR03 P 06/20/2023 0.01%
2.65 R ISWP FWD CDOR03 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%
CAESARS ENTERTAINMENT CORP 0.01%
CAS 2015-C02 1M2 05.8715 05/25/2025 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 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 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 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.BBB-.7 2047-01-17 300.0 01/17/2047 JP 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 1.9225 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%
EUR/USD 06/20/2018 BCAP-FX 0.01%
EUR/USD 06/20/2018 CITI 0.01%
EUR/USD 06/20/2018 HSBCB 0.01%
EUR/USD 06/20/2018 SSBT 0.01%
EUR/USD 06/20/2018 WPAC 0.01%
FNR 2007-44 CO PO 00.0000 05/25/2037 0.01%
FNW 1998-W5 X IO 16.1530 07/25/2028 0.01%
GNR 2010-103 DI IO 04.5000 12/20/2038 0.01%
GNR 2011-18 PI IO 04.5000 08/20/2040 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2040 0.01%
IOS.FN30.400.13 P USL1M R 01/12/44 JP 0.01%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.01%
MXN/USD 04/18/2018 HSBCB 0.01%
SEK/USD 06/20/2018 BANKAM 0.01%
SEK/USD 06/20/2018 CITI 0.01%
SEK/USD 06/20/2018 RBSF 0.01%
STRU BC-6764 IO IO 04.0000 07/20/2045 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 2.743 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 2.7725 USD 11/18/2019 GS 0.01%
SWPTN 2YX10Y R 2.47 USD 11/08/2019 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 P 2.34 USD 11/12/2019 CI 0.01%
SWPTN 2YX5Y P 2.553 USD 11/08/2019 JP 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 5WX10Y R 2.635 USD 04/30/2018 CI 0.01%
SWPTN 6MX1Y R 2.47 USD 08/14/2018 CI 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 LIABILITY 2YX20Y R 2.36 USD 11/12/2019 JP 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 5WX10Y P 2.935 USD 04/30/2018 CI 0.01%
TRIBUNE MEDIA TLB L+300 04.8769 12/27/2020 0.01%
UKRPI P 3.34 R 02/15/28 0.01%
UKRPI P 3.4025 R 03/15/28 0.01%
ZAR/USD 04/18/2018 GSFX 0.01%
-0.104 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.124 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.1249 R ISWP EUR006M P 01/30/2020 0.00%
-0.14 R ISWP EUR006M P 01/24/2020 0.00%
-0.2225 R ISWP SES3M P 11/13/2019 0.00%
-0.23 R ISWP SES3M P 11/13/2019 0.00%
-0.245 R ISWP SES3M P 11/10/2019 0.00%
-0.246 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%
0.29 R ISWP JPL6M P 12/19/2027 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%
2.00 R ISWP FWD NOKOIB6M P 06/20/2023 0.00%
2.427 R ISWP AUDBB6M P 11/03/2022 0.00%
2.4525 R ISWP AUDBB6M P 11/15/2022 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%
2.864 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%
AUD/USD 04/18/2018 HSBCB 0.00%
AUD/USD 04/18/2018 UBS 0.00%
BACM 2004-4 XC IO P/P 144A 00.0515 07/10/2042 0.00%
BACM 2007-1 XW IO 00.0068 01/15/2049 0.00%
CAD/USD 04/18/2018 SSBT 0.00%
CHF/USD 06/20/2018 JPMCB 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.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 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%
EUR/USD 06/20/2018 BANKAM 0.00%
EUR/USD 06/20/2018 CSI-FX 0.00%
EUR/USD 06/20/2018 GSFX 0.00%
EUR/USD 06/20/2018 JPMCB 0.00%
EUR/USD 06/20/2018 RBSF 0.00%
EUR/USD 06/20/2018 UBS 0.00%
EURO-BUND FUTURE JUN18 RXM8 0.00%
EURO-OAT FUTURE JUN18 OATM8 0.00%
FSPC T-48 AIO2 IO 00.2120 07/25/2033 0.00%
FSPC T-59 1AX IO 00.2773 10/25/2043 0.00%
FSPC T-8 A9 IO 00.4366 11/15/2028 0.00%
GBP/USD 06/20/2018 BANKAM 0.00%
GNR 2011-116 IB IO 05.0000 10/20/2040 0.00%
GSMPS 1998-2 IO IO 01.0041 05/19/2027 0.00%
GSMPS 1998-3 IO IO 00.0000 09/19/2027 0.00%
GSMPS 1998-4 IO IO 00.0000 12/19/2026 0.00%
GSMPS 1999-2 IO IO 00.8396 09/19/2027 0.00%
IOS.FN30.300.13 P USL1M R 01/12/44 GS 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.FN30.350.14 P USL1M R 01/12/45 JP 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 P USL1M R 01/12/40 GS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
IOS.FN30.400.13 R USL1M P 01/12/44 CS 0.00%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.00%
IOS.FN30.450.10 P USL1M R 01/12/41 GS 0.00%
IOS.FN30.450.10 R USL1M P 01/12/41 BA 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 BC 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.GII30.500.10 P USL1M R 01/12/41 JP 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.00%
JPY/USD 05/16/2018 BANKAM 0.00%
JPY/USD 05/16/2018 BCAP-FX 0.00%
JPY/USD 05/16/2018 CITI 0.00%
JPY/USD 05/16/2018 HSBCB 0.00%
LBUBS 2007-C2 XW IO 00.2030 02/15/2040 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.450.09 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 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CS 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 CS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0025 06/12/2043 0.00%
NOK/USD 06/20/2018 JPMCB 0.00%
NOK/USD 06/20/2018 SSBT 0.00%
NOK/USD 06/20/2018 UBS 0.00%
NZD/USD 04/18/2018 CITI 0.00%
NZD/USD 04/18/2018 RBSF 0.00%
NZD/USD 04/18/2018 SSBT 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%
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%
SEK/USD 06/20/2018 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 2YX3Y R 2.43 USD 02/15/2019 BC 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 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 LIABILITY 2YX10Y R 2.2525 USD 11/12/2019 JP 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%
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%
US 10YR ULTRA FUT JUN18 UXYM8 0.00%
US 2YR NOTE (CBT) JUN18 TUM8 0.00%
VICI PROP 1 / VICI FC 08.0000 10/15/2023 0.00%
WBCMT 2006-C29 IO IO 00.1573 11/15/2048 0.00%
-0.455 R ISWP CHL6M P 01/25/2020 -0.01%
-0.528 R ISWP CHL6M P 09/29/2019 -0.01%
0.365 R ISWP JPL6M P 01/15/2028 -0.01%
0.366 R ISWP JPL6M P 02/16/2028 -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%
0.6975 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%
1.815 R ISWP FWD EUR006M P 02/27/2028 -0.01%
1.863 R ISWP FWD GBL6M P 09/22/2032 -0.01%
2.02 R ISWP CDOR03 P 11/02/2022 -0.01%
2.0525 R ISWP CDOR03 P 11/14/2022 -0.01%
2.74875 R ISWP FWD US0003M P 10/27/2027 -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%
8.12 R ISWP MXIBTIIE P 12/24/2026 -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 WPAC -0.01%
BRL/USD 07/03/2018 GSFX -0.01%
CAD/USD 04/18/2018 BCAP-FX -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.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 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CPTFEMU P 1.71 R 08/15/37 -0.01%
CPTFEMU P 1.735 R 09/15/37 -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 CITI -0.01%
GBP/USD 06/20/2018 GSFX -0.01%
GBP/USD 06/20/2018 HSBCB -0.01%
GBP/USD 06/20/2018 JPMCB -0.01%
GBP/USD 06/20/2018 SSBT -0.01%
JPY/USD 05/16/2018 CSI-FX -0.01%
JPY/USD 05/16/2018 GSFX -0.01%
JPY/USD 05/16/2018 JPMCB -0.01%
JPY/USD 05/16/2018 RBSF -0.01%
JPY/USD 05/16/2018 SSBT -0.01%
JPY/USD 05/16/2018 UBS -0.01%
MBX.FN30.600.08 P USL1M R 01/12/39 BC -0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.01%
NOK/USD 06/20/2018 BANKAM -0.01%
NOK/USD 06/20/2018 GSFX -0.01%
NZD/USD 04/18/2018 JPMCB -0.01%
NZD/USD 04/18/2018 UBS -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%
OPTN FN30 3.0 05/07/18 PUT 96.140625 JPMC -0.01%
OPTN FN30 3.0 05/07/18 PUT 96.265625 JPMC -0.01%
OPTN FN30 3.0 05/07/18 PUT 96.390625 JPMC -0.01%
SEK/USD 06/20/2018 UBS -0.01%
SWPTN 1MX10Y P 2.805 USD 04/27/2018 CI -0.01%
SWPTN 1YX1Y R 2.3025 USD 10/04/2018 GS -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 R 2.36 USD 11/12/2019 JP -0.01%
SWPTN 2YX20Y R 2.584 USD 11/08/2019 GS -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 3MX1Y P 2.90375 USD 06/05/2018 GS -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 6MX1Y R 2.6325 USD 08/14/2018 CI -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 2YX5Y P 2.155 USD 11/13/2019 MS -0.01%
SWPTN LIABILITY 2YX5Y R 2.553 USD 11/08/2019 JP -0.01%
SWPTN LIABILITY 5WX10Y R 2.635 USD 04/30/2018 CI -0.01%
UKRPI R 3.325 P 03/15/23 -0.01%
0.00 R ISWP BZDIOVRA P 01/02/2019 -0.02%
0.00 R ISWP BZDIOVRA P 01/02/2019 -0.02%
0.66875 R ISWP SES3M P 01/30/2023 -0.02%
1.912 R ISWP FWD GBL6M P 01/19/2032 -0.02%
2.75 R ISWP FWD US0003M P 06/20/2023 -0.02%
2.90 R ISWP FWD US0003M P 06/20/2028 -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%
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 BA -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CPTFEMU P 1.71 R 07/15/37 -0.02%
CPTFEMU P 1.7138 R 08/15/37 -0.02%
CPURNSA P 2.05 R 07/05/27 -0.02%
CPURNSA P 2.085 R 07/03/27 -0.02%
GBP/USD 06/20/2018 CSI-FX -0.02%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -0.02%
NZD/USD 04/18/2018 GSFX -0.02%
OPTN FN30 3.0 04/05/18 CALL 97.3203125 JPMC -0.02%
SWPTN 1MX10Y R 2.805 USD 04/27/2018 CI -0.02%
SWPTN 1MX10Y R 2.89 USD 04/09/2018 GS -0.02%
SWPTN 1WX10Y P 2.7825 USD 04/05/2018 CI -0.02%
SWPTN 1YX2Y P 2.813 USD 01/28/2019 BC -0.02%
SWPTN 2YX10Y R 2.413 USD 06/03/2019 BA -0.02%
SWPTN 2YX10Y R 2.42 USD 06/03/2019 CI -0.02%
SWPTN 2YX20Y P 2.875 USD 11/18/2019 GS -0.02%
SWPTN 2YX20Y R 2.875 USD 11/18/2019 GS -0.02%
SWPTN 2YX30Y P 2.615 USD 11/12/2019 CI -0.02%
SWPTN 2YX30Y P 2.826 USD 11/08/2019 JP -0.02%
SWPTN LIABILITY 10YX20Y P 2.8175 USD 03/23/2027 GS -0.02%
SWPTN LIABILITY 10YX20Y R 2.8175 USD 03/23/2027 GS -0.02%
SWPTN LIABILITY 12YX10Y P 2.725 USD 11/08/2029 GS -0.02%
SWPTN LIABILITY 12YX10Y P 3.005 USD 11/16/2029 GS -0.02%
SWPTN LIABILITY 12YX10Y R 2.5 USD 11/09/2029 JP -0.02%
SWPTN LIABILITY 12YX10Y R 2.725 USD 11/08/2029 GS -0.02%
SWPTN LIABILITY 2YX10Y P 2.2525 USD 11/12/2019 JP -0.02%
SWPTN LIABILITY 2YX10Y R 2.7725 USD 11/18/2019 GS -0.02%
SWPTN LIABILITY 2YX3Y P 2.43 USD 02/15/2019 BC -0.02%
SWPTN LIABILITY 2YX3Y R 2.43 USD 02/15/2019 BC -0.02%
SWPTN LIABILITY 7YX25Y P 2.689 USD 11/12/2024 CI -0.02%
SWPTN LIABILITY 7YX25Y P 2.902 USD 11/08/2024 JP -0.02%
SWPTN LIABILITY 7YX25Y R 2.505 USD 11/13/2024 MS -0.02%
SWPTN LIABILITY 7YX25Y R 2.689 USD 11/12/2024 CI -0.02%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.03%
5.93 R ISWP MXIBTIIE P 10/06/2021 -0.03%
AUD/USD 04/18/2018 CITI -0.03%
AUD/USD 04/18/2018 GSFX -0.03%
AUD/USD 04/18/2018 JPMCB -0.03%
AUD/USD 04/18/2018 SSBT -0.03%
CAD/USD 04/18/2018 JPMCB -0.03%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.03%
GBP/USD 06/20/2018 BCAP-FX -0.03%
OPTN FN30 3.0 04/05/18 CALL 96.8359375 JPMC -0.03%
OPTN FN30 3.0 04/05/18 CALL 96.9296875 JPMC -0.03%
OPTN FN30 3.0 04/05/18 CALL 96.9296875 JPMC -0.03%
SWPTN 1YX2Y P 2.663 USD 01/14/2019 CI -0.03%
SWPTN 2YX20Y P 2.584 USD 11/08/2019 GS -0.03%
SWPTN 2YX30Y P 2.43 USD 11/13/2019 MS -0.03%
SWPTN 3MX2Y P 2.41625 USD 04/26/2018 MS -0.03%
SWPTN 5YX5Y R 1.106 GBP 11/03/2022 JP -0.03%
SWPTN LIABILITY 12YX10Y P 2.5 USD 11/09/2029 JP -0.03%
SWPTN LIABILITY 12YX10Y R 3.005 USD 11/16/2029 GS -0.03%
SWPTN LIABILITY 7YX25Y P 2.505 USD 11/13/2024 MS -0.03%
SWPTN LIABILITY 7YX25Y R 2.902 USD 11/08/2024 JP -0.03%
0.503 R ISWP FWD EUR006M P 03/21/2023 -0.04%
AUD/USD 04/18/2018 RBSF -0.04%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS -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 GS -0.04%
SWPTN 1MX10Y R 2.883 USD 04/19/2018 BA -0.04%
SWPTN 1MX10Y R 2.903 USD 04/05/2018 MS -0.04%
SWPTN 1YX1Y P 2.25 USD 08/15/2018 JP -0.04%
SWPTN 1YX1Y P 2.2625 USD 08/16/2018 BA -0.04%
SWPTN 2YX20Y P 2.36 USD 11/12/2019 JP -0.04%
SWPTN 2YX28Y R 2.7175 USD 01/24/2019 BA -0.04%
SWPTN 3MX2Y P 2.315 USD 04/16/2018 MS -0.04%
SWPTN 4WX10Y R 2.865 USD 04/24/2018 JP -0.04%
SWPTN LIABILITY 2YX5Y P 2.203 USD 06/03/2019 BA -0.04%
SWPTN LIABILITY 2YX5Y P 2.205 USD 06/03/2019 BC -0.04%
SWPTN LIABILITY 2YX5Y R 2.203 USD 06/03/2019 BA -0.04%
SWPTN LIABILITY 2YX5Y R 2.205 USD 06/03/2019 BC -0.04%
SWPTN LIABILITY 2YX8Y P 2.5925 USD 01/24/2019 BA -0.04%
SWPTN LIABILITY 2YX8Y R 2.5925 USD 01/24/2019 BA -0.04%
SWPTN 10YX10Y P 2.036 EUR 01/05/2028 GS -0.05%
SWPTN 10YX10Y R 2.036 EUR 01/05/2028 GS -0.05%
SWPTN 17DX10Y R 2.9175 USD 04/06/2018 GS -0.05%
SWPTN 2YX30Y R 2.79 USD 02/15/2019 JP -0.05%
SWPTN 3MX5Y P 2.5625 USD 04/17/2018 MS -0.05%
0.00 R ISWP BZDIOVRA P 01/02/2019 -0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.06%
SWPTN 1YX2Y P 2.77 USD 01/16/2019 JP -0.06%
SWPTN 2YX30Y P 2.79 USD 02/15/2019 JP -0.06%
SWPTN 5WX10Y R 2.917 USD 04/17/2018 JP -0.06%
SWPTN LIABILITY 7YX5Y P 2.647 USD 06/03/2024 BA -0.06%
SWPTN LIABILITY 7YX5Y P 2.654 USD 06/03/2024 CI -0.06%
SWPTN LIABILITY 7YX5Y R 2.647 USD 06/03/2024 BA -0.06%
SWPTN LIABILITY 7YX5Y R 2.654 USD 06/03/2024 CI -0.06%
2.80 R ISWP FWD US0003M P 06/20/2023 -0.07%
SWPTN 2YX28Y P 2.7175 USD 01/24/2019 BA -0.07%
6.16 R ISWP MXIBTIIE P 01/01/2026 -0.08%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.08%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.09%
SWPTN 2YX10Y P 2.413 USD 06/03/2019 BA -0.09%
SWPTN 2YX10Y P 2.42 USD 06/03/2019 CI -0.09%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.10%
SWPTN 10YX10Y P 2.01 EUR 12/20/2027 GS -0.11%
SWPTN 10YX10Y R 2.01 EUR 12/20/2027 GS -0.11%
CDX CDX.NA.HY.30 500.0 06/20/2023 -0.12%
SWPTN 2YX5Y P 2.208 USD 05/17/2019 CI -0.12%
SWPTN LIABILITY 10YX20Y P 2.785 USD 01/25/2027 BA -0.12%
SWPTN LIABILITY 10YX20Y R 2.785 USD 01/25/2027 BA -0.12%
SWPTN LIABILITY 5YX30Y P 2.8325 USD 02/15/2022 JP -0.14%
SWPTN LIABILITY 5YX30Y R 2.8325 USD 02/15/2022 JP -0.14%
SWPTN 1YX20Y R 1.6975 GBP 10/05/2018 GS -0.15%
SWPTN 2YX1Y P 1.9325 USD 08/16/2019 BA -0.16%
SWPTN 2YX1Y P 1.919 USD 08/15/2019 JP -0.17%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.17%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.26%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.38%
FNMA FN30 TBA 03.0000 04/01/2048 -1.26%
FNMA FN30 TBA 04.5000 04/01/2048 -1.36%

Prior top 10 holdings

Top 10 holdings as of 04/30/18
Net cash
Fnma Fn30 Tba 03.5000 06/01/2048
Fnma Fn30 Tba 02.5000 05/01/2048
Gnma Gii30 Tba 04.5000 05/01/2048
Fhr 3835 Fo Po 00.0000 04/15/2041
Air Lease Corp 02.6250 09/04/2018
Anheuser-Busch Inbev Fin 03.6500 02/01/2026
Cwalt 2005-59 1a1 02.2271 11/20/2035
Apple 02.0000 05/06/2020
The Boeing Company 08.7500 08/15/2021
Holdings represent 41.88% of portfolio
Top 10 holdings as of 03/31/18
Net cash
Fnma Fn30 Tba 03.5000 05/01/2048
Fnma Fn30 Tba 02.5000 04/01/2048
Fhr 3835 Fo Po 00.0000 04/15/2041
Gnma Gii30 Tba 04.5000 05/01/2048
Air Lease Corp 02.6250 09/04/2018
Gnma Gii30 Tba 04.5000 04/01/2048
Anheuser-Busch Inbev Fin 03.6500 02/01/2026
Cwalt 2005-59 1a1 02.1521 11/20/2035
Apple 02.0000 05/06/2020
Holdings represent 34.45% of portfolio
Top 10 holdings as of 02/28/18
Net cash
Fnma Fn30 Tba 03.5000 04/01/2048
Fnma Fn30 Tba 02.5000 03/01/2048
Gnma Gii30 Tba 04.5000 03/01/2048
Fnma Fn30 Tba 03.0000 03/01/2048
Fhr 3835 Fo Po 00.0000 04/15/2041
Air Lease Corp 02.6250 09/04/2018
Anheuser-Busch Inbev Fin 03.6500 02/01/2026
Cwalt 2005-59 1a1 01.9238 11/20/2035
Apple 02.0000 05/06/2020
Holdings represent 35.49% of portfolio
Top 10 holdings as of 01/31/18
Net cash
Fnma Fn30 Tba 03.5000 03/01/2048
Fnma Fn30 Tba 02.5000 03/01/2048
Gnma Gii30 Tba 04.5000 02/01/2048
Fhr 3835 Fo Po 00.0000 04/15/2041
Air Lease Corp 02.6250 09/04/2018
Anheuser-Busch Inbev Fin 03.6500 02/01/2026
Bilhetes Do Tesouro 00.0000 05/18/2018
Cwalt 2005-59 1a1 01.8912 11/20/2035
The Boeing Company 08.7500 08/15/2021
Holdings represent 39.32% of portfolio

Portfolio composition as of 04/30/18

Net cash 27.96%
Commercial MBS 20.96%
Investment-grade corporate bonds 16.59%
Agency CMO 16.56%
Agency pass-through 6.86%
Bank loans 6.13%
Residential MBS (non-agency) 5.94%
Emerging-market bonds 3.62%
High-yield corporate bonds 3.45%
International Treasury/agency 1.92%
Asset-backed securities (ABS) 1.53%
Equity investments 0.05%

Fixed income statistics as of 04/30/18

Average effective maturity 4.56 yrs.
Average effective duration 1.23 yrs.
Average yield to maturity 4.01%
Average coupon 3.32%
Average price $79.43

Maturity detail as of 04/30/18

0 - 1 yr. 24.15%
1 - 5 yrs. 24.70%
5 - 10 yrs. 48.13%
10 - 15 yrs. 1.92%
Over 15 yrs. 1.10%

Quality rating as of 04/30/18

AAA 31.32%
AA 4.58%
A 10.50%
BBB 15.07%
BB 10.82%
B 7.62%
CCC and Below 4.08%
Not Rated 16.01%

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

Consider these risks before investing: AAllocation of assets among fixed-income strategies and sectors may hurt performance. Bond prices may fall or fail to rise over extended periods of time for a variety of reasons, including general financial market conditions, changing market perceptions of the risk (including perceptions about default and expectations about monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. 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 greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value less when interest rates decline and decline in value more when interest rates rise. International investing involves currency, economic, and political risks. Emerging-market securities have illiquidity and volatility risks. The fund may not achieve its goal, and it is not intended to be a complete investment program. 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. The fund's efforts to produce lower-volatility returns may not be successful and may make it more difficult at times for the fund to achieve its targeted return. Under certain market conditions, the fund may accept greater-than-typical volatility to seek its targeted return. You can lose money by investing in the fund. The fund's prospectus lists additional risks.

The Fixed Income Absolute Return Fund is not intended to outperform stocks and bonds during strong market rallies.


Expenses

Expense ratio

Class A Class B Class C Class M Class R Class R6 Class Y
Total expense ratio 0.70% 0.90% 1.45% 0.75% 0.95% 0.45% 0.45%
What you pay 0.70% 0.90% 1.45% 0.75% 0.95% 0.45% 0.45%

Sales charge/Dealer allowance

 Breakpoint Class A Class B Class C Class M Class R Class R6 Class Y
$0-$49,999 1.00% / 1.00% 0.00% / 1.00% 0.00% / 1.00% 0.75% / 0.75% -- -- --
$50,000-$99,999 1.00% / 1.00% 0.00% / 1.00% 0.00% / 1.00% 0.75% / 0.75% -- -- --
$100,000-$249,999 1.00% / 1.00% -- 0.00% / 1.00% 0.75% / 0.75% -- -- --
$250,000-$499,999 1.00% / 1.00% -- 0.00% / 1.00% 0.75% / 0.75% -- -- --
$500,000-$999,999 0.00% / 1.00% -- -- -- -- -- --
$1M-$4M 0.00% / 1.00% -- -- -- -- -- --
$4M-$50M 0.00% / 0.50% -- -- -- -- -- --
$50M+ 0.00% / 0.25% -- -- -- -- -- --

CDSC

  Class A (sales for $500,000+) Class B Class C Class M Class R Class R6 Class Y
0 to 9 mts. 1.00% 1.00% 1.00% -- -- -- --
9 to 12 mts. 1.00% 1.00% 1.00% -- -- -- --
2 yrs. 0.00% 0.50% 0.00% -- -- -- --
3 yrs. 0.00% -- 0.00% -- -- -- --
4 yrs. 0.00% -- 0.00% -- -- -- --
5 yrs. 0.00% -- 0.00% -- -- -- --
6 yrs. 0.00% -- 0.00% -- -- -- --
7+ yrs. 0.00% -- 0.00% -- -- -- --

Trail commissions

  Class A Class B Class C Class M Class R Class R6 Class Y
  0.25% 0.25% 1.00% 0.30% 0.50% 0.00% 0.00%
  NA NA NA NA NA NA NA
  NA NA NA NA NA NA NA

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

The ICE BofA ML 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.

Each fund seeks to earn a positive total return that exceeds the rate of inflation by a targeted amount over a reasonable period of time regardless of market conditions. There can be no assurance that a fund will meet its objective. The fund is not intended to outperform stocks and bonds during strong market rallies. Consult your financial advisor to determine which fund fits into your investment goals and time horizon.

Consider these risks before investing: AAllocation of assets among fixed-income strategies and sectors may hurt performance. Bond prices may fall or fail to rise over extended periods of time for a variety of reasons, including general financial market conditions, changing market perceptions of the risk (including perceptions about default and expectations about monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. 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 greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value less when interest rates decline and decline in value more when interest rates rise. International investing involves currency, economic, and political risks. Emerging-market securities have illiquidity and volatility risks. The fund may not achieve its goal, and it is not intended to be a complete investment program. 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. The fund's efforts to produce lower-volatility returns may not be successful and may make it more difficult at times for the fund to achieve its targeted return. Under certain market conditions, the fund may accept greater-than-typical volatility to seek its targeted return. You can lose money by investing in the fund. The fund's prospectus lists additional risks.

The Fixed Income Absolute Return Fund is not intended to outperform stocks and bonds during strong market rallies.