Prior to April 30, 2018, the fund was known as Putnam Absolute Return 700 Fund.

Multi-Asset Absolute Return Fund (Class A)  (PDMAX)

Seeks positive returns with a similar level of volatility

Multi-Asset Absolute Return Fund received an  Overall Morningstar Rating  of  

Track this fund

Highlights

Objective

The fund seeks positive total return.

Strategy and process

  • Targeting positive returns:The fund seeks positive returns with a similar level of volatility over a full market cycle.
  • Global flexibility:The strategy dynamically combines efficient beta and uncorrelated alpha strategies to create a well-diversified portfolio.
  • Diversification potential:Less influenced by traditional market risks, the fund can be an effective choice to improve portfolio efficiency.

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $11.43
0.09% | $0.01
$12.59
12/11/17
$11.40
10/17/18
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.

6.55%

Best 5-year annualized return

(for period ending 03/31/14)


2.53%

Worst 5-year annualized return

(for period ending 03/31/16)


4.27%

Average 5-year annualized return


Fund facts as of 09/30/18

Total net assets
$1,624.73M
Turnover (fiscal year end)
559%
Dividend frequency
Annually
Number of holdings
805
Fiscal year-end
October
CUSIP / Fund code
746764315 / 0061
Inception date
12/23/08
Category
Absolute Return
Open to new investors
Ticker
PDMAX

Management team

Chief Investment Officer, Global Asset Allocation
Co-Head of Global Asset Allocation
Co-Head of Global Asset Allocation


Manager commentary | Q2 2018

Long-term perspective guides asset allocation

Jason Vaillancourt, Co-Head of Global Asset Allocation, explains why the strategy takes a long-term view.


Literature


Watch the euro as Italy votes
We are watching the referendum in Italy this weekend for yet another existential crisis for the euro.
Italy's bank troubles challenge EU
Troubled banks in Italy pose a new challenge to the EU, one that has been compounded by the U.K.'s vote in favor of Brexit.
Constrained credit threatens growth
Stock market rallies often need to climb a wall of worry, and we see that wall getting higher.

Performance

  • Total return (%) as of 09/30/18

  • Annual performance as of 09/30/18

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

Annualized performance 1 yr. 3 yrs. 5 yrs. Life (inception: 12/23/08 )
Before sales charge -0.99% 2.52% 3.16% 4.52%
After sales charge -6.68% 0.51% 1.94% 3.89%
ICE BofAML U.S. Treasury Bill Index 1.54% 0.82% 0.52% --

Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Multi-Asset Absolute Return Fund, and 4.00% and 3.25% for income funds (2.25% and 0.75% for Putnam Short Duration Bond Fund and 1.00% and 0.75% for Putnam Floating Rate Income Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, 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 09/30/18 0.09 % -5.67 %
YTD as of 10/22/18 -6.31 % -11.70 %

Volatility as of 09/30/18

Standard deviation (3 yrs.) 4.08%

Morningstar Ratings as of 09/30/18

Time period Funds in category Morningstar Rating
Overall 299
3 yrs. 299
5 yrs. 160
Morningstar category: Multialternative

Distributions

Record/Ex dividend date 12/19/17
Payable date 12/21/17
Income $0.236
Extra income --
Short-term cap. gain --
Long-term cap. gain $0.064

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.


Compare

See how this fund stacks up against its peers with FundVisualizer®

— or —

New to FundVisualizer? Watch tutorials on how to get started.

For more tutorials, please visit Advisor Tech Tips

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


Holdings

Top 10 holdings as of 09/30/18

Net cash 44.03%
Fnma Fn30 Tba 03.5000 10/01/2048 3.51%
S&P Gsci Total Return Index 3x 144a Note 12/10/2018 2.90%
Energy Select Sector Spdr Sedol 2402466 2.70%
Fnma Fn30 Tba 04.0000 11/01/2048 1.74%
Ishares Msci India Etf 1.71%
Djubs Long F3 - Short Djubs F0 3x 144a Note 2/28/2019 1.52%
Consumer Discretionary Selt Sedol 2424341 1.32%
Djubs Long F3 - Short Djubs 3x 144a Note 01/07/2019 1.31%
Technology Select Sect Spdr Sedol 2369709 1.31%
Top 10 holdings, percent of portfolio 62.05%

Full portfolio holdings as of 06/30/18

GSGLPWDL R US0001M P 12/15/20 GS 28.14%
FNMA FN30 TBA 03.5000 08/01/2048 4.30%
ENERGY SELECT SECTOR SPDR 2.69%
S&P GSCI TOTAL RETURN INDEX 3X 144A NOTE 12/10/2018 2.60%
ISHARES MSCI INDIA ETF 1.68%
FNMA FN30 TBA 04.0000 07/01/2048 1.61%
DJUBS LONG F3 - SHORT DJUBS F0 3X 144A NOTE 2/28/2019 1.39%
TECHNOLOGY SELECT SECT SPDR 1.39%
CONSUMER DISCRETIONARY SELT 1.38%
MATERIALS SELECT SECTOR SPDR 1.34%
FINANCIAL SELECT SECTOR SPDR 1.31%
DJUBS LONG F3 - SHORT DJUBS 3X 144A NOTE 01/07/2019 1.21%
SAMSUNG ELECTRONICS CO LTD 1.15%
FNMA FN30 TBA 02.5000 07/01/2048 1.11%
BOFA MERRILL LYNCH COMMODITY MLBX4SX6 EXCESS RETURN STRATEGY 1.06%
RU10INTR P US0003M R 06/13/19 BA 0.93%
CITI COMMODITIES F3 VS F0 - 4X NOTE 07/11/2019 0.90%
GNMA GII30 TBA 04.5000 07/01/2048 0.88%
GSGLPW2S P US0001M R 12/15/20 GS 0.85%
TENCENT HOLDINGS LTD 0.79%
CHINA CONSTRUCTION BANK-H 0.57%
JPCMPTSH P US0001M R 04/08/19 JP 0.54%
ALIBABA GROUP HOLDING-SP ADR 0.53%
IND & COMM BK OF CHINA-H 0.47%
SK HYNIX INC 0.43%
BAML COMMODITY MLBX4SX6 EXCESS RETURN STRATEGY 3X144A NOTE 0.42%
S&P GSCI TOTAL RETURN INDEX 3X NOTE 11/5/2018 -CG 0.41%
TAIWAN SEMICONDUCTOR-SP ADR 0.39%
CHINA PETROLEUM & CHEMICAL-H 0.37%
FORMOSA CHEMICALS & FIBRE 0.35%
WALMART DE MEXICO SAB DE CV 0.35%
SK TELECOM 0.33%
TENAGA NASIONAL BHD 0.33%
ANHUI CONCH CEMENT CO LTD-H 0.32%
PTT PCL/FOREIGN 0.31%
AGRICULTURAL BANK OF CHINA-H 0.30%
COUNTRY GARDEN HOLDINGS CO 0.30%
GNMA GII30 TBA 04.0000 07/01/2048 0.29%
HYPERA SA 0.29%
TIM PARTICIPACOES SA 0.29%
BANK OF COMMUNICATIONS - H 0.28%
FOSUN INTERNATIONAL 0.28%
LG ELECTRONICS INC 0.28%
EVRAZ PLC 0.27%
LOTTE CHEMICAL CORP 0.27%
YY INC-ADR 0.27%
SPST 2018-1 A 02.8613 04/24/2019 0.26%
PTT GLOBAL CHEMICAL PCL-FOR 0.25%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.24%
CIA SANEAMENTO BASICO DE SP 0.24%
S&P GSCI TOTAL RETURN INDEX 3X NOTE 11/5/2018 -DB 0.24%
BANCO SANTANDER BRASIL-UNIT 0.22%
JO-ANN STORES TL L+500 07.5094 10/16/2023 0.22%
BANK OF CHINA LTD-H 0.21%
LG UPLUS CORP 0.21%
SPST 2018-3 A 02.7911 07/24/2019 0.21%
AES CORP/THE 05.5000 04/15/2025 0.20%
INDUSTRIAL BANK OF KOREA 0.20%
NRG ENERGY INC 07.2500 05/15/2026 0.20%
PUB BANK BERHAD 0.20%
CAS 2016-C02 1B 14.3411 09/25/2028 0.19%
INFOR US INC 06.5000 05/15/2022 0.19%
MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 0.19%
BANCO ITAU HOLDING PFD 0.18%
CHINA RAILWAY GROUP LTD-H 0.18%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.18%
FNMA FN30 TBA 05.5000 07/01/2048 0.18%
HANA FINANCIAL GROUP 0.18%
MR PRICE GROUP LTD 0.18%
SMILES FIDELIDADE SA 0.18%
WANT WANT CHINA HOLDINGS LTD 0.18%
AGILE GROUP HOLDINGS LTD 0.17%
GUANGZHOU R&F PROPERTIES - H 0.17%
IMPERIAL HOLDINGS LTD 0.17%
ACER INC 0.16%
GRUMA S.A.B.-B 0.16%
KB FINANCIAL GROUP INC 0.16%
KUMBA IRON ORE LTD 0.16%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.16%
SBERBANK PJSC -SPONSORED ADR 0.16%
YUANTA FINANCIAL HOLDING CO 0.16%
BF0101 03.5000 06/01/2056 0.15%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.15%
CEMEX P/P 144A 05.7000 01/11/2025 0.15%
DONGFENG MOTOR GRP CO LTD-H 0.15%
GEELY AUTOMOBILE HOLDINGS LT 0.15%
MSBAM 2013-C10 D P/P 144A 04.2189 07/15/2046 0.15%
SCIENTIFIC GAMES TLB5 L+275 04.5390 08/14/2024 0.15%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.14%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.14%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.14%
FORMOSA PLASTICS CORP 0.14%
JPCMPTSH P US0001M R 04/08/19 JP 0.14%
TALBOTS INC 2NDL L+850 10.5935 03/19/2021 0.14%
TURKIYE GARANTI BANKASI 0.14%
BARLOWORLD LTD 0.13%
IRB BRASIL RESSEGUROS SA 0.13%
SPST 2017-LD1 A 02.8911 11/25/2050 0.13%
AIRASIA GROUP BHD 0.12%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.12%
INTER RAO UES PJSC 0.12%
JPMBB 2014-C18 D P/P 144A 04.9744 02/15/2047 0.12%
OLD MUTUAL LTD 0.12%
RADIANT OPTO-ELECTRONICS COR 0.12%
UFC 1STL L+325 05.2400 08/18/2023 0.12%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.11%
ASURION 2NDL L+600 07.5734 08/04/2025 0.11%
BUILDERS FIRSTSOURCE L+300 05.3344 02/29/2024 0.11%
CAS 2015-C04 1M2 07.7911 04/25/2028 0.11%
FHR 3852 NT 03.9268 05/15/2041 0.11%
FHR 4568 MI IO 04.0000 04/15/2046 0.11%
VERTIV TLB L+400 06.0007 11/15/2023 0.11%
XLE US R US0001M P 03/25/19 JP 0.11%
ZHONGSHENG GROUP HOLDINGS 0.11%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.10%
FHS 315 PO PO 00.0000 09/15/2043 0.10%
GNR 2015-H20 CI IO 01.5873 08/20/2065 0.10%
NASPERS LTD-N SHS 0.10%
NEIMAN MARCUS TL L+325 05.2630 10/25/2020 0.10%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.10%
REVLON CONS TLB L+350 05.5935 09/07/2023 0.10%
SHINHAN FINANCIAL GROUP LTD 0.10%
ST SHINE OPTICAL CO LTD 0.10%
SYNNEX TECHNOLOGY INTL CORP 0.10%
VALEANT PHARMA P/P 144A 05.8750 05/15/2023 0.10%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.10%
AVAYA HOLDINGS CORP 0.09%
BSCMS 2006-PW11 B P/P 144A 05.2830 03/11/2039 0.09%
CAS 2016-C01 1B 13.8411 08/25/2028 0.09%
CHESAPEAKE ENERGY 1.5L L+750 08.5000 08/23/2021 0.09%
CHONGQING RURAL COMMERCIAL-H 0.09%
FNMA FN30 AL6919 05.5000 01/01/2038 0.09%
FNR 2015-28 IO IO 05.5000 05/25/2045 0.09%
FNR 2017-8 SB IO 04.0089 02/25/2047 0.09%
GNR 2015-H10 CI IO 01.8025 04/20/2065 0.09%
GNR 2015-H19 NI IO 01.9073 07/20/2065 0.09%
GNR 2015-H24 HI IO 02.0270 09/20/2065 0.09%
GNR 2015-H25 BI IO 01.4386 10/20/2065 0.09%
GNR 2017-H11 NI IO 01.9295 05/20/2067 0.09%
ISBANK-C 0.09%
KINETIC CONCEPTS TLB L+325 04.2846 02/03/2024 0.09%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.09%
PPD TL L+250 04.7856 08/18/2022 0.09%
SINOPEC SHANGHAI PETROCHEM-H 0.09%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.09%
STACR 2016-DNA1 B 12.0911 07/25/2028 0.09%
TRIPOD TECHNOLOGY CORP 0.09%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.09%
A SCHULMAN INC 06.8750 06/01/2023 0.08%
ACADEMY SPORTS TLB L+400 05.9880 07/02/2022 0.08%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.08%
FHR 4530 HI IO 04.0000 11/15/2045 0.08%
FREEPORT-MCMORAN INC 0.08%
GNR 2014-2 IC IO 05.0000 01/16/2044 0.08%
GNR 2015-H09 BI IO 01.6891 03/20/2065 0.08%
GNR 2016-H02 BI IO 01.3847 11/20/2065 0.08%
GUANGZHOU BAIYUNSHAN PHARM-H 0.08%
IVORY COAST P/P 144A 06.1250 06/15/2033 0.08%
JPMBB 2013-C12 E P/P 144A 04.2304 07/15/2045 0.08%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.08%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.08%
REP OF INDONESIA P/P 144A 05.9500 01/08/2046 0.08%
TIANNENG POWER INTL LTD 0.08%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 0.07%
CHINA MOBILE LTD 0.07%
CLEAR CHANNEL TLD L+675 08.8435 01/30/2019 0.07%
FHR 4389 IA IO 04.0000 09/15/2044 0.07%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.07%
FORD OTOMOTIV 0.07%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.07%
GNR 2015-53 MI IO 04.0000 04/16/2045 0.07%
GNR 2015-80 IA IO 04.5000 06/20/2045 0.07%
GNR 2015-H16 XI IO 01.7617 07/20/2065 0.07%
GNR 2015-H22 GI IO 02.5722 09/20/2065 0.07%
GNR 2015-H25 AI IO 01.6062 09/20/2065 0.07%
GNR 2016-150 I IO 05.0000 11/20/2046 0.07%
GNR 2016-H03 AI IO 01.5419 01/20/2066 0.07%
GNR 2018-59 ID IO 04.5000 06/20/2040 0.07%
GSMS 2013-GC10 E P/P 144A 04.5576 02/10/2046 0.07%
HCA INC 06.5000 02/15/2020 0.07%
JPMBB 2013-C14 E P/P 144A 04.7172 08/15/2046 0.07%
LG CORP 0.07%
ORTHO-CLINICAL TLB L+325 06/01/2025 0.07%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.07%
SAMI 2007-AR1 2A1 02.2711 01/25/2037 0.07%
SPY 20190621 P 245.00JPMCB 0.07%
UNI-PRESIDENT ENTERPRISES CO 0.07%
WINDSTREAM SRVC / FIN 06.3750 08/01/2023 0.07%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.06%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.06%
ARCELORMITTAL USD 06.1250 06/01/2025 0.06%
CHINA SHINEWAY PHARMACEUTICA 0.06%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.06%
DIAMOND RESORTS TLB L+375 05.8435 09/02/2023 0.06%
FHLMC FH30G TBA 03.5000 07/01/2048 0.06%
FIRST DATA TL L+200 04.0911 04/26/2024 0.06%
FNR 2012-124 UI IO 04.0000 11/25/2042 0.06%
FNR 2014-47 IP IO 04.0000 03/25/2044 0.06%
FNR 2017-48 LI IO 04.0000 05/25/2047 0.06%
FREEDOM MORTGAGE TLB L+475 07.0356 02/23/2022 0.06%
GNR 2014-H21 AI IO 01.1672 10/20/2064 0.06%
GNR 2015-H09 AI IO 01.7133 04/20/2065 0.06%
GNR 2015-H14 BI IO 01.5747 05/20/2065 0.06%
GNR 2015-H15 JI IO 01.9426 06/20/2065 0.06%
GNR 2015-H24 BI IO 01.6026 08/20/2065 0.06%
GNR 2015-H25 EI IO 01.8442 10/20/2065 0.06%
GNR 2015-H26 EI IO 01.7196 10/20/2065 0.06%
GNR 2015-H26 GI IO 01.7873 10/20/2065 0.06%
GNR 2016-H08 GI IO 01.4213 04/20/2066 0.06%
GNR 2016-H23 NI IO 01.8293 10/20/2066 0.06%
GOLDEN NUGGET TL L+275 05.1028 10/04/2023 0.06%
HAIER ELECTRONICS GROUP CO 0.06%
INDOFOOD SUKSES MAKMUR TBK P 0.06%
MERCER INTL INC USD 07.7500 12/01/2022 0.06%
PETROBRAS GLOBAL FINANCE REGS 05.2990 01/27/2025 0.06%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.06%
SABRE GLBL TLB L+200 03.9842 02/22/2024 0.06%
SPY 20190118 P 250.00CITI 0.06%
SPY 20190315 P 245.00JPMCB 0.06%
SPY 20190517 P 240.00BANKAM 0.06%
STEARNS HOLDINGS LLC P/P 144A 09.3750 08/15/2020 0.06%
THAI OIL PCL-FOREIGN 0.06%
UNIVISION TLC5 L+275 04.8435 03/15/2024 0.06%
ASURION TLB4 L+275 04.8435 08/04/2022 0.05%
BMIR 2015-1A B1 08.3911 07/25/2025 0.05%
BSCMS 2005-PWR7 D 05.3040 02/11/2041 0.05%
BSCMS 2007-T26 AJ 05.5660 01/12/2045 0.05%
CAPITAL AUTO 2NDL L+600 08.1000 03/24/2025 0.05%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.05%
COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 0.05%
CROWN CASTLE INTL CORP 03.1500 07/15/2023 0.05%
FHR 4355 DI IO 04.0000 03/15/2044 0.05%
FNR 2011-4 CS 08.7177 05/25/2040 0.05%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.05%
GNR 2013-79 XI IO 03.5000 11/20/2039 0.05%
GNR 2014-104 IO IO 04.0000 03/20/2042 0.05%
GNR 2015-82 GI IO 03.5000 12/20/2038 0.05%
GNR 2015-96 NI IO 03.5000 01/20/2039 0.05%
GNR 2015-H10 EI IO 01.6241 04/20/2065 0.05%
GNR 2016-H04 KI IO 01.3917 02/20/2066 0.05%
GNR 2017-H02 BI IO 02.3476 01/20/2067 0.05%
GNR 2017-H14 DI IO 01.6963 06/20/2067 0.05%
GREEKTOWN TLB L+300 03.7500 04/25/2024 0.05%
GUANGZHOU AUTOMOBILE GROUP-H 0.05%
JASTRZEBSKA SPOLKA WEGLOWA S 0.05%
JPMCC 2012-C6 G P/P 144A 02.9720 05/15/2045 0.05%
RACKSPACE HOSTING INC L+300 05.3631 11/03/2023 0.05%
REP OF INDONESIA P/P 144A 05.2500 01/17/2042 0.05%
SPY 20190215 P 240.00CITI 0.05%
SPY 20190418 P 235.00BANKAM 0.05%
STARS GRP HLDG BV TLB L+300 05.3118 03/29/2025 0.05%
STRU KG-8488 SA IO 04.1023 06/20/2048 0.05%
TRANSDIGM INC TLF L+275 04.7872 06/09/2023 0.05%
WAMU 2005-AR14 1A2 03.4129 12/25/2035 0.05%
WBCMT 2005-C21 E P/P 144A 05.4644 10/15/2044 0.05%
WELBILT TLB L+300 03.9811 03/03/2023 0.05%
WFCM 2013-LC12 D P/P 144A 04.4231 07/15/2046 0.05%
WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 0.05%
ZF NA CAPITAL P/P 144A 04.0000 04/29/2020 0.05%
1.70 R ISWP FWD GBL6M P 09/19/2028 0.04%
ASTRAL FOODS LTD 0.04%
ASURION 2NDL L+650 08.8358 08/04/2025 0.04%
BACM 2008-1 C P/P 144A 06.7902 02/10/2051 0.04%
BCAP 2012-RR5 4A8 02.1297 06/26/2035 0.04%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.04%
CMLTI 2007-AMC3 A2D 02.4411 03/25/2037 0.04%
CWALT 2005-27 1A6 02.9111 08/25/2035 0.04%
FHR 4134 PI IO 03.0000 11/15/2042 0.04%
FHR 4158 TI IO 03.0000 12/15/2042 0.04%
FNMA FN30 AB7936 03.0000 02/01/2043 0.04%
FNR 2012-22 CI IO 04.0000 03/25/2041 0.04%
FRAC TECH INTL TLB L+475 06.8435 04/16/2021 0.04%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.04%
GNR 2014-122 IC IO 05.0000 08/20/2044 0.04%
GNR 2014-76 IO IO 05.0000 05/20/2044 0.04%
GNR 2015-187 JI IO 04.0000 03/20/2045 0.04%
GNR 2015-64 PI IO 03.5000 05/20/2045 0.04%
GNR 2015-H26 DI IO 01.4175 10/20/2065 0.04%
GNR 2016-49 IO IO 04.5000 11/16/2045 0.04%
GNR 2016-H07 HI IO 01.2942 02/20/2066 0.04%
GNR 2016-H16 DI IO 02.8693 06/20/2066 0.04%
GNR 2017-99 AI IO 04.0000 01/20/2047 0.04%
INFOR TLB6 L+275 03.7500 02/01/2022 0.04%
JPMCC 2012-C6 F P/P 144A 05.3121 05/15/2045 0.04%
MSBAM 2012-C6 F P/P 144A 04.7268 11/15/2045 0.04%
MSBAM 2013-C11 E P/P 144A 04.5029 08/15/2046 0.04%
MSBAM 2013-C11 F P/P 144A 04.5029 08/15/2046 0.04%
MSC 2011-C3 G P/P 144A 05.3267 07/15/2049 0.04%
NZD/USD 07/18/2018 UBS 0.04%
QUILTER PLC 0.04%
TALBOTS INC 1STL L+450 06.5935 03/19/2020 0.04%
TRIBUNE MEDIA TLB L+300 05.0935 01/27/2024 0.04%
UNITED TRACTORS TBK PT 0.04%
WFRBS 2013-C14 E P/P 144A 03.2500 06/15/2046 0.04%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.03%
BSCMS 2005-PWR7 C 05.2350 02/11/2041 0.03%
CAS 2015-C03 2M2 07.0911 07/25/2025 0.03%
CEMEX SAB DE CV P/P 144A 07.0977 10/15/2018 0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.03%
COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 0.03%
COUNTRY GARDEN SERVICES HOLD 0.03%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.03%
CWALT 2006-OA10 1A1 02.5181 08/25/2046 0.03%
FHLMC FH30G V80012 03.0000 03/01/2043 0.03%
FHLMC FH30G V80357 03.5000 08/01/2043 0.03%
FHR 3747 SA IO 04.4268 10/15/2040 0.03%
FHR 4073 AS IO 03.9768 08/15/2038 0.03%
FHR 4097 PI IO 03.5000 11/15/2040 0.03%
FHR 4136 IW IO 03.5000 10/15/2042 0.03%
FHR 4150 DI IO 03.0000 01/15/2043 0.03%
FHR 4193 PI IO 04.0000 03/15/2043 0.03%
FHR 4206 IP IO 03.0000 12/15/2041 0.03%
FNMA FN30 AO5471 03.5000 06/01/2042 0.03%
FNMA FN30 AR6852 03.0000 02/01/2043 0.03%
FNMA FN30 AU1625 03.5000 07/01/2043 0.03%
FNR 2013-21 AI IO 03.5000 03/25/2033 0.03%
FNR 2014-10 IO IO 03.5000 08/25/2042 0.03%
FNR 2015-73 PI IO 03.5000 10/25/2045 0.03%
FNR 2017-2 KI IO 04.0000 02/25/2047 0.03%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.03%
GNR 2011-H08 GI IO 01.2568 03/20/2061 0.03%
GNR 2012-8 PI IO 04.0000 05/20/2041 0.03%
GNR 2013-100 MI IO 03.5000 02/20/2043 0.03%
GNR 2013-6 AI IO 03.5000 08/20/2039 0.03%
GNR 2014-133 AI IO 04.0000 10/20/2036 0.03%
GNR 2014-163 NI IO 05.0000 02/20/2044 0.03%
GNR 2015-118 EI IO 03.5000 07/20/2039 0.03%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.03%
GNR 2015-167 BI IO 04.5000 04/16/2045 0.03%
GNR 2015-H18 IA IO 01.8118 06/20/2065 0.03%
GNR 2016-H04 HI IO 02.3653 07/20/2065 0.03%
GNR 2016-H11 HI IO 02.0859 01/20/2066 0.03%
GNR 2017-57 AI IO 04.0000 06/20/2045 0.03%
HYUNDAI MARINE 0.03%
KOC HLDG 0.03%
MISC BHD 0.03%
MSBAM 2014-C17 D P/P 144A 04.8597 08/15/2047 0.03%
NZD/USD 07/18/2018 CITI 0.03%
NZD/USD 07/18/2018 GSFX 0.03%
NZD/USD 07/18/2018 SSBT 0.03%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.03%
PETROLEOS MEXICANOS USD 05.3750 03/13/2022 0.03%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.03%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.03%
SANDRIDGE ENERGY INC 0.03%
SEK/USD 09/19/2018 SSBT 0.03%
TURK SISE CAM 0.03%
UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 0.03%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 0.03%
WFRBS 2013-C12 E P/P 144A 03.5000 03/15/2048 0.03%
WFRBS 2013-C15 D P/P 144A 04.6278 08/15/2046 0.03%
0.50 R ISWP FWD CHL6M P 09/19/2028 0.02%
0.95 R ISWP FWD EUR006M P 09/19/2028 0.02%
2.75 R ISWP FWD US0003M P 06/20/2023 0.02%
2.95 R ISWP FWD US0003M P 09/19/2028 0.02%
AIR MEDICAL TLB L+325 05.2796 04/28/2022 0.02%
BACM 2005-1 C 05.6876 11/10/2042 0.02%
BALTA 2004-3 B 05.0161 04/25/2034 0.02%
CAS 2015-C03 1M2 07.0911 07/25/2025 0.02%
CAS 2017-C03 1B1 06.9411 10/25/2029 0.02%
CAS 2017-C05 1B1 05.6911 01/25/2030 0.02%
CHEMOURS CO 06.6250 05/15/2023 0.02%
CHUCK E CHEESE'S TLB L+325 05.3435 02/14/2021 0.02%
COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 0.02%
CPG INTL TL L+375 05.0828 05/05/2024 0.02%
CWHL 2005-3 1A1 02.7111 04/25/2035 0.02%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 0.02%
FHR 4122 TI IO 04.5000 10/15/2042 0.02%
FHR 4213 GI IO 04.0000 11/15/2041 0.02%
FHR 4501 BI IO 03.5000 10/15/2043 0.02%
FHR 4663 KI IO 03.5000 11/15/2042 0.02%
FNR 2012-104 QI IO 04.5000 05/25/2042 0.02%
FNR 2012-136 PI IO 03.5000 11/25/2042 0.02%
FNR 2012-151 PI IO 03.0000 01/25/2043 0.02%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.02%
FNR 2013-31 NI IO 03.0000 06/25/2041 0.02%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.02%
FNR 2013-6 BI IO 03.0000 12/25/2042 0.02%
GNR 2010-20 UI IO 05.0000 02/20/2040 0.02%
GNR 2011-17 S IO 03.9663 02/20/2041 0.02%
GNR 2011-H15 AI IO 01.5554 06/20/2061 0.02%
GNR 2012-141 WI IO 03.5000 11/20/2041 0.02%
GNR 2012-145 IO IO 03.5000 12/20/2042 0.02%
GNR 2012-47 CI IO 04.0000 03/20/2042 0.02%
GNR 2012-50 PI IO 04.0000 12/20/2041 0.02%
GNR 2013-151 IB IO 04.5000 02/20/2040 0.02%
GNR 2013-157 IA IO 03.5000 04/20/2040 0.02%
GNR 2013-183 AI IO 03.5000 10/20/2039 0.02%
GNR 2013-24 PI IO 04.0000 11/20/2042 0.02%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.02%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.02%
GNR 2015-24 CI IO 03.5000 02/20/2045 0.02%
GNR 2015-24 IA IO 03.5000 02/20/2045 0.02%
GNR 2015-24 IC IO 03.5000 11/20/2037 0.02%
GNR 2015-36 GI IO 03.5000 06/16/2041 0.02%
GNR 2015-40 IO IO 04.0000 03/20/2045 0.02%
GNR 2015-99 LI IO 04.0000 07/20/2045 0.02%
GNR 2015-H26 CI IO 00.7167 08/20/2065 0.02%
ITAUSA-INVESTIMENTOS ITAU-PR 0.02%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 0.02%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.02%
MHL 2004-1 M2 03.0961 11/25/2034 0.02%
MYL US P R 07/05/22 CI 0.02%
PAYC US P R 07/05/22 CI 0.02%
PEGA US P R 07/05/22 CI 0.02%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.02%
POU CHEN 0.02%
PROVINCIA DE BUENOS P/P 144A 35.1903 05/31/2022 0.02%
RALI 2006-QO10 A1 02.2511 01/25/2037 0.02%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.02%
REYNOLDS GROUP TL L+300 04.8435 02/05/2023 0.02%
SEK/USD 09/19/2018 GSFX 0.02%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.02%
TXT US P US0001M R 07/05/22 CI 0.02%
VAR US P R 07/05/22 CI 0.02%
WFMBS 2006-AR6 7A2 03.6538 03/25/2036 0.02%
WFRBS 2012-C10 E P/P 144A 04.5918 12/15/2045 0.02%
WPX ENERGY INC 06.0000 01/15/2022 0.02%
0.134 R ISWP JPL6M P 05/17/2023 0.01%
1.80 R ISWP FWD NOKOIB6M P 09/19/2023 0.01%
3.15 R ISWP FWD NFIX3MID P 09/19/2028 0.01%
AHM 2007-1 GA1C 02.2811 05/25/2047 0.01%
BACM 2005-3 AJ 05.0149 07/10/2043 0.01%
BANK NEGARA INDONESIA PERSER 0.01%
CAD/USD 07/18/2018 GSFX 0.01%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.01%
CAS 2015-C01 2M2 06.6411 02/25/2025 0.01%
CAS 2015-C02 1M2 06.0911 05/25/2025 0.01%
CAS 2015-C02 2M2 06.0911 05/25/2025 0.01%
CAS 2015-C04 2M2 07.6411 04/25/2028 0.01%
CAS 2016-C06 1M2 06.3411 04/25/2029 0.01%
CAS 2017-C02 2M2 05.7411 09/25/2029 0.01%
CAS 2017-C06 2M2 04.8911 02/25/2030 0.01%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.01%
CHC GRP LLC/FIN P/P USD 00.0000 10/01/2020 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.01%
CONCORDIA INTL P/P 144A 07.0000 04/15/2023 0.01%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.01%
EXTR US P US0001M R 07/05/22 CI 0.01%
FHR 2990 LB 11.6466 06/15/2034 0.01%
FHR 3996 IK IO 04.0000 03/15/2039 0.01%
FHR 4183 MI IO 03.0000 02/15/2042 0.01%
FHR 4369 IA IO 03.5000 07/15/2044 0.01%
FLIR US P R 07/05/22 CI 0.01%
FNR 2005-122 SE 15.7810 11/25/2035 0.01%
FNR 2012-101 PI IO 03.5000 08/25/2040 0.01%
FNR 2015-10 AI IO 03.5000 08/25/2043 0.01%
FNR 2017-113 IO IO 05.0000 01/25/2038 0.01%
GNR 2009-121 BI IO 04.5000 12/16/2039 0.01%
GNR 2010-134 ES IO 03.9163 11/20/2039 0.01%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.01%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.01%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.01%
GNR 2012-106 QI IO 04.0000 07/20/2042 0.01%
GNR 2012-71 JI IO 03.5000 04/16/2041 0.01%
GNR 2013-102 IP IO 03.5000 06/20/2043 0.01%
GNR 2013-129 SN IO 04.0663 09/20/2043 0.01%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.01%
GNR 2013-34 PI IO 04.5000 08/20/2039 0.01%
GNR 2013-37 LI IO 03.5000 01/20/2042 0.01%
GNR 2013-90 HI IO 03.5000 04/20/2040 0.01%
GNR 2013-99 VS IO 04.0149 07/16/2043 0.01%
GNR 2014-108 IP IO 04.5000 12/20/2042 0.01%
GNR 2014-63 PI IO 04.0000 07/20/2043 0.01%
GNR 2017-132 IB IO 05.5000 09/20/2047 0.01%
GNR 2017-160 AI IO 04.5000 10/20/2047 0.01%
GSAA 2007-6 1A1 02.2111 05/25/2047 0.01%
GSMS 2006-GG8 X IO P/P 144A 01.0839 11/10/2039 0.01%
GSVIVVOL R 0.3 P 12/15/20 GS 0.01%
GTT US P US0001M R 07/05/22 CI 0.01%
HALCON RESOURCES CORP 0.01%
HUBS US P R 07/05/22 CI 0.01%
IQV US P R 07/05/22 CI 0.01%
IVORY COAST P/P 144A 05.2500 03/22/2030 0.01%
KINETIC CONCEPT/KCI P/P 144A 07.8750 02/15/2021 0.01%
LBUBS 2006-C6 C 05.4820 09/15/2039 0.01%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.01%
NZD/USD 07/18/2018 BANKAM 0.01%
NZD/USD 07/18/2018 CSI-FX 0.01%
NZD/USD 07/18/2018 HSBCB 0.01%
NZD/USD 07/18/2018 JPMCB 0.01%
OI US P US0001M R 07/05/22 CI 0.01%
PETROBRAS GLOBAL FINANCE REGS 05.9990 01/27/2028 0.01%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.01%
POUND STERLING CALL ACCOUNT 0.01%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 0.01%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.01%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.01%
RALI 2006-QO5 1A1 02.3061 05/25/2046 0.01%
REP OF ARGENTINA USD 06.6250 07/06/2028 0.01%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.01%
SAMI 2007-AR7 1A1 02.9411 05/25/2047 0.01%
SEK/USD 09/19/2018 BANKAM 0.01%
SEK/USD 09/19/2018 BCAP-FX 0.01%
SEK/USD 09/19/2018 CITI 0.01%
SEK/USD 09/19/2018 CSI-FX 0.01%
SEK/USD 09/19/2018 HSBCB 0.01%
SEK/USD 09/19/2018 JPMCB 0.01%
SEK/USD 09/19/2018 RBSF 0.01%
SEK/USD 09/19/2018 UBS 0.01%
SWPTN 1YX1Y P 1.919 USD 08/15/2018 JP 0.01%
SWPTN 1YX1Y P 1.9325 USD 08/16/2018 BA 0.01%
TEXAS-NEW MEXICO PR P/P 144A 09.5000 04/01/2019 0.01%
TRANSDIGM INC TLE L+275 04.6508 05/14/2022 0.01%
WBCMT 2006-C26 AJ 06.2295 06/15/2045 0.01%
WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 0.01%
WFRBS 2011-C4 E P/P 144A 05.3988 06/15/2044 0.01%
-0.05 R ISWP FWD CHL6M P 09/19/2023 0.00%
0.11375 R ISWP JPL6M P 05/31/2023 0.00%
0.30 R ISWP FWD EUR006M P 09/19/2023 0.00%
0.30125 R ISWP JPL6M P 05/31/2028 0.00%
0.50 R ISWP FWD SES3M P 09/19/2023 0.00%
1.20 R ISWP FWD SES3M P 09/19/2028 0.00%
1.35 R ISWP FWD GBL6M P 09/19/2023 0.00%
2.20 R ISWP FWD NOKOIB6M P 09/19/2028 0.00%
2.50 R ISWP FWD CDOR03 P 09/19/2023 0.00%
2.60 R ISWP FWD CDOR03 P 09/19/2028 0.00%
2.79375 R ISWP US0003M P 06/07/2020 0.00%
2.875 R ISWP FWD US0003M P 09/19/2020 0.00%
2.899 R ISWP US0003M P 07/03/2028 0.00%
2.90 R ISWP FWD AUDBB6M P 09/19/2028 0.00%
2.90 R ISWP FWD US0003M P 09/19/2023 0.00%
2.9035 R ISWP US0003M P 06/27/2023 0.00%
2.90375 R ISWP US0003M P 06/07/2020 0.00%
2.91024 R ISWP US0003M P 07/02/2028 0.00%
2.92287 R ISWP US0003M P 07/03/2028 0.00%
2.92594 R ISWP US0003M P 07/03/2028 0.00%
2.9398 R ISWP US0003M P 06/28/2028 0.00%
2.9715 R ISWP US0003M P 06/26/2028 0.00%
2.975 R ISWP FWD US0003M P 07/27/2028 0.00%
2.976 R ISWP FWD US0003M P 08/07/2028 0.00%
2.98 R ISWP FWD US0003M P 07/27/2028 0.00%
3.00 R ISWP FWD US0003M P 09/19/2028 0.00%
3.00 R ISWP FWD US0003M P 09/19/2048 0.00%
ACIW US P R 07/05/22 CI 0.00%
AJRD US P R 07/05/22 CI 0.00%
ARGENTINE PESO CALL ACCOUNT 0.00%
ASCENT RESOURCES TLB L+650 08.5007 03/30/2023 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2019 0.00%
BABY US P US0001M R 07/05/22 CI 0.00%
BACM 2004-4 XC IO P/P 144A 00.0595 07/10/2042 0.00%
BACM 2007-1 XW IO 00.4118 01/15/2049 0.00%
BRAZILIAN REAL CALL ACCOUNT 0.00%
BSCMS 2006-PW11 C P/P 144A 05.2830 03/11/2039 0.00%
CAD/USD 07/18/2018 CITI 0.00%
CAD/USD 07/18/2018 JPMCB 0.00%
CAD/USD 07/18/2018 SSBT 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
CANADIAN DOLLAR ACCOUNT 0.00%
CERN US P R 07/05/22 CI 0.00%
CGCMT 2006-C4 B 06.3950 03/15/2049 0.00%
CHC GROUP LLC P/P 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 ML 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 JP 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 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.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 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CSFB 2003-C3 AX IO P/P 144A 02.2220 05/15/2038 0.00%
CSFB 2005-C3 B 04.8820 07/15/2037 0.00%
CTB US P R 07/05/22 CI 0.00%
DBD US P R 07/05/22 CI 0.00%
DY US P R 07/05/22 CI 0.00%
EBIX US P R 07/05/22 CI 0.00%
EFII US P R 07/05/22 CI 0.00%
EPAY US P US0001M R 07/05/22 CI 0.00%
EUR/SEK PUT 10.00 20180809 HSBCB 0.00%
EUR/USD 09/19/2018 BANKAM 0.00%
EUR/USD 09/19/2018 BCAP-FX 0.00%
EUR/USD 09/19/2018 CITI 0.00%
EUR/USD 09/19/2018 CSI-FX 0.00%
EUR/USD 09/19/2018 GSFX 0.00%
EUR/USD 09/19/2018 JPMCB 0.00%
EUR/USD 09/19/2018 RBSF 0.00%
EUR/USD 09/19/2018 SSBT 0.00%
EUR/USD 09/19/2018 UBS 0.00%
FHR 3175 MO PO 00.0000 06/15/2036 0.00%
FHR 3206 EO PO 00.0000 08/15/2036 0.00%
FNR 2005-74 NK 17.0444 05/25/2035 0.00%
FNR 2008-36 OV PO 00.0000 01/25/2036 0.00%
FNS 397 2 IO 05.0000 09/25/2039 0.00%
FNW 1998-W2 X IO 00.3856 06/25/2028 0.00%
FNW 1998-W5 X IO 00.0478 07/25/2028 0.00%
FSPC T-48 AIO2 IO 00.2120 07/25/2033 0.00%
FSPC T-59 1AX IO 00.2761 10/25/2043 0.00%
FSPC T-8 A9 IO 00.4342 11/15/2028 0.00%
GBP/USD 09/19/2018 BANKAM 0.00%
GBP/USD 09/19/2018 BCAP-FX 0.00%
GBP/USD 09/19/2018 CITI 0.00%
GBP/USD 09/19/2018 CSI-FX 0.00%
GBP/USD 09/19/2018 GSFX 0.00%
GBP/USD 09/19/2018 HSBCB 0.00%
GBP/USD 09/19/2018 JPMCB 0.00%
GBP/USD 09/19/2018 SSBT 0.00%
GCP US P US0001M R 07/05/22 CI 0.00%
GMACC 2004-C3 B 04.9650 12/10/2041 0.00%
GNR 2010-103 DI IO 04.5000 12/20/2038 0.00%
GNR 2011-116 IB IO 05.0000 10/20/2040 0.00%
GNR 2011-18 PI IO 04.5000 08/20/2040 0.00%
GNR 2011-81 SB IO 04.6199 11/16/2036 0.00%
GNR 2014-162 DI IO 04.0000 11/20/2038 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%
GSVICUB3 R 0.45 P 12/15/20 GS 0.00%
GSVICUB3 R 0.45 P 12/15/20 GS 0.00%
GSVIVVOL R 0.3 P 12/15/20 GS 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HONG KONG DOLLAR CALL ACCOUNT 0.00%
ICLR US P R 07/05/22 CI 0.00%
INDONESIAN RUPIAH CALL ACCOUNT 0.00%
INGN US P R 07/05/22 CI 0.00%
INTELSAT CONNECT FIN P/P 144A 12.5000 04/01/2022 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 BC 0.00%
IOS.FN30.350.12 P USL1M R 01/12/43 GS 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.14 P USL1M R 01/12/45 JP 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 CS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 CS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.13 P USL1M R 01/12/44 JP 0.00%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.00%
IOS.FN30.400.14 P US0001M R 01/12/45 JP 0.00%
IOS.FN30.400.14 P USL1M R 01/12/45 JP 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 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%
JAPANESE YEN CALL ACCOUNT 0.00%
JPMCC 2007-LDPX X IO 00.3316 01/15/2049 0.00%
JPY/USD 08/16/2018 BANKAM 0.00%
JPY/USD 08/16/2018 BCAP-FX 0.00%
JPY/USD 08/16/2018 CITI 0.00%
JPY/USD 08/16/2018 CSI-FX 0.00%
JPY/USD 08/16/2018 GSFX 0.00%
JPY/USD 08/16/2018 HSBCB 0.00%
JPY/USD 08/16/2018 JPMCB 0.00%
JPY/USD 08/16/2018 RBSF 0.00%
JPY/USD 08/16/2018 SSBT 0.00%
JPY/USD 08/16/2018 UBS 0.00%
JPY/USD 08/16/2018 WPAC 0.00%
KN US P US0001M R 07/05/22 CI 0.00%
KOREAN WON CALL ACCOUNT 0.00%
LBUBS 2007-C2 XW IO 00.3470 02/15/2040 0.00%
LIVN US P US0001M R 07/05/22 CI 0.00%
MB US P US0001M R 07/05/22 CI 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.FN30.600.08 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.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%
MDRX US P US0001M R 07/05/22 CI 0.00%
MLCFC 2006-4 XC IO P/P 144A 00.7100 12/12/2049 0.00%
MLMT 2004-KEY2 D 05.0460 08/12/2039 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0016 06/12/2043 0.00%
NEW ZEALAND DOLLAR CALL ACCOUNT 0.00%
NOK/SEK PUT 1.0735 20180712 HSBCB 0.00%
NOK/SEK PUT 1.075 20180712 BCAP-FX 0.00%
NOK/SEK PUT 1.075 20180712 GSFX 0.00%
NOK/USD 09/19/2018 BANKAM 0.00%
NOK/USD 09/19/2018 BCAP-FX 0.00%
NOK/USD 09/19/2018 CITI 0.00%
NOK/USD 09/19/2018 GSFX 0.00%
NOK/USD 09/19/2018 JPMCB 0.00%
NOK/USD 09/19/2018 SSBT 0.00%
NOK/USD 09/19/2018 UBS 0.00%
NORWEGIAN KRONE CALL ACCOUNT 0.00%
OMCL US P US0001M R 07/05/22 CI 0.00%
OSK US P US0001M R 07/05/22 CI 0.00%
PBH US P US0001M R 07/05/22 CI 0.00%
PCTY US P R 07/05/22 CI 0.00%
PKI US P US0001M R 07/05/22 CI 0.00%
PNFP US P R 07/05/22 CI 0.00%
S&P MID 400 EMINI SEP18 FAU8 0.00%
S&P500 EMINI FUT SEP18 ESU8 0.00%
SMCI US P R 07/05/22 CI 0.00%
SOUTH AFRICAN RAND CALL ACCOUNT 0.00%
SPY 20180713 C 285.00BANKAM 0.00%
SPY 20180727 C 282.00BANKAM 0.00%
SWEDISH KRONA CALL ACCOUNT 0.00%
SWISS FRANC CALL ACCOUNT 0.00%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.00%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS 0.00%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.00%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS 0.00%
SWPTN 14WX10Y P 3.255 USD 08/28/2018 MS 0.00%
SWPTN 14WX10Y R 2.745 USD 08/28/2018 MS 0.00%
SWPTN 14WX10Y R 2.915 USD 07/25/2018 CS 0.00%
SWPTN 14WX2Y R 2.8 USD 07/25/2018 CS 0.00%
SWPTN 1MX10Y P 2.999 USD 06/29/2018 GS 0.00%
SWPTN 1MX10Y P 3.05 USD 07/13/2018 GS 0.00%
SWPTN 1MX10Y P 3.135 USD 07/13/2018 GS 0.00%
SWPTN 1MX10Y R 2.795 USD 06/29/2018 CI 0.00%
SWPTN 1MX10Y R 2.895 USD 06/29/2018 CI 0.00%
SWPTN 1MX10Y R 2.965 USD 07/13/2018 GS 0.00%
SWPTN 1MX10Y R 3.05 USD 07/13/2018 GS 0.00%
SWPTN 1YX1Y P 2.25 USD 08/15/2018 JP 0.00%
SWPTN 1YX1Y P 2.2625 USD 08/16/2018 BA 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 1YX1Y R 2.3025 USD 10/04/2018 GS 0.00%
SWPTN 1YX2Y P 2.77 USD 01/16/2019 JP 0.00%
SWPTN 1YX2Y P 2.813 USD 01/28/2019 BC 0.00%
SWPTN 1YX30Y P 3.031 USD 06/14/2019 CI 0.00%
SWPTN 1YX5Y P 3.09 USD 06/14/2019 CI 0.00%
SWPTN 1YX5Y R 2.695 USD 10/04/2018 GS 0.00%
SWPTN 2YX10Y P 2.413 USD 06/03/2019 BA 0.00%
SWPTN 2YX10Y P 2.42 USD 06/03/2019 CI 0.00%
SWPTN 2YX10Y R 2.413 USD 06/03/2019 BA 0.00%
SWPTN 2YX10Y R 2.42 USD 06/03/2019 CI 0.00%
SWPTN 2YX1Y R 1.919 USD 08/15/2019 JP 0.00%
SWPTN 2YX1Y R 1.9325 USD 08/16/2019 BA 0.00%
SWPTN 2YX28Y P 2.7175 USD 01/24/2019 BA 0.00%
SWPTN 2YX28Y R 2.7175 USD 01/24/2019 BA 0.00%
SWPTN 2YX30Y P 2.79 USD 02/15/2019 JP 0.00%
SWPTN 2YX30Y R 2.79 USD 02/15/2019 JP 0.00%
SWPTN 2YX3Y P 2.43 USD 02/15/2019 BC 0.00%
SWPTN 2YX3Y R 2.43 USD 02/15/2019 BC 0.00%
SWPTN 2YX5Y P 2.203 USD 06/03/2019 BA 0.00%
SWPTN 2YX5Y P 2.205 USD 06/03/2019 BC 0.00%
SWPTN 2YX5Y R 2.203 USD 06/03/2019 BA 0.00%
SWPTN 2YX5Y R 2.205 USD 06/03/2019 BC 0.00%
SWPTN 2YX8Y P 2.5925 USD 01/24/2019 BA 0.00%
SWPTN 2YX8Y R 2.5925 USD 01/24/2019 BA 0.00%
SWPTN 3MX10Y P 3.029 USD 07/17/2018 CI 0.00%
SWPTN 3MX10Y P 3.24 USD 09/21/2018 MS 0.00%
SWPTN 3MX10Y P 3.3575 USD 08/15/2018 CS 0.00%
SWPTN 3MX10Y R 2.739 USD 07/17/2018 CI 0.00%
SWPTN 3MX10Y R 2.8475 USD 08/15/2018 CS 0.00%
SWPTN 3MX10Y R 2.8525 USD 07/18/2018 MS 0.00%
SWPTN 3MX10Y R 2.884 USD 07/17/2018 CI 0.00%
SWPTN 3MX10Y R 2.89 USD 09/21/2018 MS 0.00%
SWPTN 3MX10Y R 2.99 USD 09/21/2018 MS 0.00%
SWPTN 3MX1Y P 2.7 USD 09/04/2018 GS 0.00%
SWPTN 3MX1Y P 2.73375 USD 09/11/2018 GS 0.00%
SWPTN 3MX1Y P 3.005 USD 09/04/2018 GS 0.00%
SWPTN 3MX1Y P 3.04375 USD 09/11/2018 GS 0.00%
SWPTN 3MX1Y R 2.7 USD 09/04/2018 GS 0.00%
SWPTN 3MX1Y R 2.73375 USD 09/11/2018 GS 0.00%
SWPTN 3MX1Y R 3.005 USD 09/04/2018 GS 0.00%
SWPTN 3MX1Y R 3.04375 USD 09/11/2018 GS 0.00%
SWPTN 3MX2Y P 2.655 USD 07/03/2018 MS 0.00%
SWPTN 3MX2Y P 2.75 USD 08/29/2018 MS 0.00%
SWPTN 3MX2Y P 2.85 USD 09/04/2018 GS 0.00%
SWPTN 3MX2Y P 2.8875 USD 09/11/2018 GS 0.00%
SWPTN 3MX2Y P 2.895 USD 09/12/2018 CS 0.00%
SWPTN 3MX2Y P 2.895 USD 09/12/2018 JP 0.00%
SWPTN 3MX2Y P 2.975 USD 09/12/2018 JP 0.00%
SWPTN 3MX2Y P 3.055 USD 09/12/2018 JP 0.00%
SWPTN 3MX2Y P 3.056 USD 09/12/2018 CS 0.00%
SWPTN 3MX2Y R 2.78 USD 07/18/2018 MS 0.00%
SWPTN 3MX2Y R 2.85 USD 09/04/2018 GS 0.00%
SWPTN 3MX2Y R 2.8875 USD 09/11/2018 GS 0.00%
SWPTN 3MX2Y R 2.895 USD 09/12/2018 CS 0.00%
SWPTN 3MX2Y R 3.056 USD 09/12/2018 CS 0.00%
SWPTN 3MX4Y P 2.973 USD 09/12/2018 CS 0.00%
SWPTN 3MX4Y R 2.973 USD 09/12/2018 CS 0.00%
SWPTN 4YX1Y P 2.25 USD 08/16/2021 JP 0.00%
SWPTN 4YX1Y P 2.2625 USD 08/16/2021 BA 0.00%
SWPTN 4YX1Y R 2.25 USD 08/16/2021 JP 0.00%
SWPTN 4YX1Y R 2.2625 USD 08/16/2021 BA 0.00%
SWPTN 5WX10Y P 3.03 USD 07/09/2018 CI 0.00%
SWPTN 5WX10Y P 3.1 USD 07/25/2018 CS 0.00%
SWPTN 5WX10Y P 3.115 USD 07/09/2018 CI 0.00%
SWPTN 5WX10Y P 3.1225 USD 07/23/2018 MS 0.00%
SWPTN 5WX10Y R 2.85 USD 07/25/2018 CS 0.00%
SWPTN 5WX10Y R 2.89 USD 07/25/2018 BC 0.00%
SWPTN 5WX10Y R 2.9125 USD 07/23/2018 MS 0.00%
SWPTN 5WX10Y R 2.945 USD 07/09/2018 CI 0.00%
SWPTN 5WX10Y R 2.9725 USD 07/23/2018 MS 0.00%
SWPTN 5WX10Y R 2.98 USD 07/25/2018 BC 0.00%
SWPTN 5WX10Y R 3.03 USD 07/09/2018 CI 0.00%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.00%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 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 6MX2Y P 2.68 USD 07/16/2018 JP 0.00%
SWPTN 6MX2Y P 2.8225 USD 10/03/2018 MS 0.00%
SWPTN 6MX2Y P 2.92875 USD 11/29/2018 MS 0.00%
SWPTN 6WX10Y P 3.115 USD 07/30/2018 JP 0.00%
SWPTN 6WX10Y P 3.126 USD 08/03/2018 CI 0.00%
SWPTN 6WX10Y R 2.826 USD 08/03/2018 CI 0.00%
SWPTN 6WX10Y R 2.865 USD 07/30/2018 JP 0.00%
SWPTN 7YX5Y P 2.647 USD 06/03/2024 BA 0.00%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI 0.00%
SWPTN 7YX5Y R 2.647 USD 06/03/2024 BA 0.00%
SWPTN 7YX5Y R 2.654 USD 06/03/2024 CI 0.00%
SXT US P US0001M R 07/05/22 CI 0.00%
TAIWAN DOLLAR CALL ACCOUNT 0.00%
TGI US P R 07/05/22 CI 0.00%
THAILAND BAHT CALL ACCOUNT 0.00%
THE EURO EUR CALL ACCOUNT 0.00%
TOPIX INDX FUTR SEP18 TPU8 0.00%
TRIBUNE MEDIA TLB L+300 05.0935 12/27/2020 0.00%
TURKISH LIRA-NEW CALL ACCOUNT 0.00%
TWD/USD 08/16/2018 BANKAM 0.00%
TWD/USD 08/16/2018 GSFX 0.00%
TXU TCEH RIGHTS 0.00%
UA US P R 07/05/22 CI 0.00%
UBNT US P R 07/05/22 CI 0.00%
US 10YR NOTE (CBT)SEP18 TYU8 0.00%
WBCMT 2006-C29 IO IO 00.3769 11/15/2048 0.00%
WBCMT 2007-C31 IO IO P/P 144A 00.2359 04/15/2047 0.00%
0.333 R ISWP JPL6M P 05/17/2028 -0.01%
2.55 R ISWP FWD AUDBB6M P 09/19/2023 -0.01%
2.70 R ISWP FWD NFIX3MID P 09/19/2023 -0.01%
AUD/USD 07/18/2018 UBS -0.01%
AUSTRALIAN DOLLAR ACCOUNT -0.01%
BDC US P US0001M R 07/05/22 CI -0.01%
BGS US P R 07/05/22 CI -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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-.7 2047-01-17 300.0 01/17/2047 BC -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.01%
CNH/USD 08/16/2018 GSFX -0.01%
CNH/USD 08/16/2018 HSBCB -0.01%
COTY US P US0001M R 07/05/22 CI -0.01%
GSVIVV69 R 0.3 P 12/15/20 GS -0.01%
GSVIVV69 R 0.3 P 12/15/20 GS -0.01%
PTC US P R 07/05/22 CI -0.01%
SNA US P R 07/05/22 CI -0.01%
SWPTN 1YX2Y P 2.663 USD 01/14/2019 CI -0.01%
SWPTN 2YX1Y P 1.919 USD 08/15/2019 JP -0.01%
SWPTN 2YX1Y P 1.9325 USD 08/16/2019 BA -0.01%
WST US P R 07/05/22 CI -0.01%
ZAR/USD 07/18/2018 GSFX -0.01%
AUD/USD 07/18/2018 CITI -0.02%
AUD/USD 07/18/2018 HSBCB -0.02%
AUD/USD 07/18/2018 WPAC -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
EPC US P US0001M R 07/05/22 CI -0.02%
2.95 R ISWP FWD US0003M P 09/19/2023 -0.03%
AUD/USD 07/18/2018 BANKAM -0.03%
AUD/USD 07/18/2018 BCAP-FX -0.03%
AUD/USD 07/18/2018 CSI-FX -0.03%
AUD/USD 07/18/2018 JPMCB -0.03%
AUD/USD 07/18/2018 SSBT -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.03%
AUD/USD 07/18/2018 GSFX -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.04%
GSVIUS85 R 0.45 P 12/15/20 GS -0.04%
HBI US P R 07/05/22 CI -0.04%
K US P R 07/05/22 CI -0.04%
MTZ US P US0001M R 07/05/22 CI -0.04%
TSLA US P R 07/05/22 CI -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.05%
NKE US P R 07/05/22 CI -0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.08%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.09%
GSISXT7E R 0.2 P 12/15/20 GS -0.09%
RH US P US0001M R 07/05/22 CI -0.09%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.10%
GSCBPUR1 R US0001M P 12/15/20 GS -0.10%
NDUEEGF P US0001M R 08/21/18 UB -0.11%
FHLMC FH30G TBA 04.5000 07/01/2048 -0.12%
RU10INTR P US0003M R 11/27/18 CI -0.18%
RU10INTR P US0003M R 07/26/18 CS -0.23%
GSCBPUR1 R US0001M P 12/15/20 GS -0.40%
CDX CDX.NA.HY.30 500.0 06/20/2023 -0.43%
FNMA FN30 TBA 04.5000 07/01/2048 -0.47%
CGPUTQL2 R US0003M P 11/27/18 CI -0.55%
NDUEEGF P US0001M R 12/12/18 GS -0.78%
GSGLPW2L R US0001M P 12/15/20 GS -1.04%
FNMA FN30 TBA 03.0000 08/01/2048 -1.09%
MLFCF14 R US0003M P 06/13/19 BA -1.16%
NDUEEGF P US0003M R 09/20/18 CI -1.83%
NDUEEGF P US0003M R 03/19/19 CI -4.11%
NDUEEGF P US0001M R 08/21/18 UB -12.32%
GSGLPWDS P US0001M R 12/15/20 GS -26.67%

Prior top 10 holdings

Top 10 holdings as of 09/30/18
Net cash
Fnma Fn30 Tba 03.5000 10/01/2048
S&P Gsci Total Return Index 3x 144a Note 12/10/2018
Energy Select Sector Spdr Sedol 2402466
Fnma Fn30 Tba 04.0000 11/01/2048
Ishares Msci India Etf
Djubs Long F3 - Short Djubs F0 3x 144a Note 2/28/2019
Consumer Discretionary Selt Sedol 2424341
Djubs Long F3 - Short Djubs 3x 144a Note 01/07/2019
Technology Select Sect Spdr Sedol 2369709
Holdings represent 62.05% of portfolio
Top 10 holdings as of 08/31/18
Net cash
Fnma Fn30 Tba 03.5000 10/01/2048
S&P Gsci Total Return Index 3x 144a Note 12/10/2018
Ishares Msci India Etf
Fnma Fn30 Tba 04.0000 10/01/2048
Djubs Long F3 - Short Djubs F0 3x 144a Note 2/28/2019
Industrial Select Sect Spdr Sedol 2502139
Materials Select Sector Spdr Sedol 2436841
Djubs Long F3 - Short Djubs 3x 144a Note 01/07/2019
Consumer Discretionary Selt Sedol 2424341
Holdings represent 62.96% of portfolio
Top 10 holdings as of 07/31/18
Net cash
Fnma Fn30 Tba 03.5000 09/01/2048
Energy Select Sector Spdr Sedol 2402466
S&P Gsci Total Return Index 3x 144a Note 12/10/2018
Ishares Msci India Etf
Fnma Fn30 Tba 04.0000 08/01/2048
Djubs Long F3 - Short Djubs F0 3x 144a Note 2/28/2019
Utilities Select Sector Spdr Sedol 2371812
Consumer Discretionary Selt Sedol 2424341
Materials Select Sector Spdr Sedol 2436841
Holdings represent 64.41% of portfolio
Top 10 holdings as of 06/30/18
Net cash
Fnma Fn30 Tba 03.5000 08/01/2048
Energy Select Sector Spdr Sedol 2402466
S&P Gsci Total Return Index 3x 144a Note 12/10/2018
Ishares Msci India Etf
Fnma Fn30 Tba 04.0000 07/01/2048
Djubs Long F3 - Short Djubs F0 3x 144a Note 2/28/2019
Technology Select Sect Spdr Sedol 2369709
Consumer Discretionary Selt Sedol 2424341
Materials Select Sector Spdr Sedol 2436841
Holdings represent 66.52% of portfolio

Portfolio composition as of 09/30/18

U.S. Treasury/agency 58.13%
Net cash 44.03%
Commodities 19.95%
U.S. stocks 12.62%
Commercial MBS 8.22%
Agency CMO 5.96%
Agency pass-through 5.25%
International stocks 4.29%
Bank loans 2.82%
Emerging-market bonds 1.53%
Residential MBS (non-agency) 1.12%
Asset-backed securities (ABS) 0.93%
Investment-grade corporate bonds 0.26%
Emerging-market stocks 0.11%
High-yield corporate bonds -5.21%

Fixed income statistics as of 09/30/18

Average effective maturity 8.35 yrs.
Average effective duration 4.54 yrs.
Average yield to maturity 2.26%
Average coupon 1.47%
Average price $90.38

Maturity detail as of 09/30/18

0 - 1 yr. 77.79%
1 - 5 yrs. 10.04%
5 - 10 yrs. 11.51%
10 - 15 yrs. 0.31%
Over 15 yrs. 0.35%

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

Consider these risks before investing: Allocation of assets among asset classes may hurt performance. The value of stocks and bonds in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general financial market conditions, changing market perceptions (including, in the case of bonds, perceptions about the risk of default and expectations about monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may also lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. 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. 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 than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. International investing involves currency, economic, and political risks. Emerging-market securities have illiquidity and volatility risks. Our alpha strategy may lose money or not earn a return sufficient to cover associated trading and other costs. Our use of leverage obtained through derivatives increases these risks by increasing investment exposure. 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. The fund may not achieve its goal, and it is not intended to be a complete investment program. You can lose money by investing in the fund. The fund's prospectus lists additional risks.

Allocations may not total 100% of net assets because the table includes the notional value of certain derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.


Expenses

Expense ratio

Class A Class B Class C Class M Class R Class R6 Class Y
Total expense ratio 1.08% 1.83% 1.83% 1.58% 1.33% 0.75% 0.83%
What you pay† 1.07% 1.82% 1.82% 1.57% 1.32% 0.74% 0.82%

† The fund's expense ratio is taken from the most recent prospectus and is subject to change. What you pay reflects Putnam Management's decision to contractually limit expenses through 04/30/19

Sales charge/Dealer allowance

 Breakpoint Class A Class B Class C Class M Class R Class R6 Class Y
$0-$49,999 5.75% / 5.00% 0.00% / 4.00% 0.00% / 1.00% 3.50% / 3.00% -- -- --
$50,000-$99,999 4.50% / 3.75% 0.00% / 4.00% 0.00% / 1.00% 2.50% / 2.00% -- -- --
$100,000-$249,999 3.50% / 2.75% -- 0.00% / 1.00% 1.50% / 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 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 R6 Class Y
  0.25% 0.25% 1.00% 0.65% 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 BofAML U.S. Treasury Bill Index is an unmanaged index that tracks the performance of U.S. dollar denominated U.S. Treasury Bills publicly issued in the U.S. domestic market. Qualifying securities must have a remaining term of at least one month to final maturity and a minimum amount outstanding of $1 billion. You cannot invest directly in an index.

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: Allocation of assets among asset classes may hurt performance. The value of stocks and bonds in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general financial market conditions, changing market perceptions (including, in the case of bonds, perceptions about the risk of default and expectations about monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may also lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. 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. 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 than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. International investing involves currency, economic, and political risks. Emerging-market securities have illiquidity and volatility risks. Our alpha strategy may lose money or not earn a return sufficient to cover associated trading and other costs. Our use of leverage obtained through derivatives increases these risks by increasing investment exposure. 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. The fund may not achieve its goal, and it is not intended to be a complete investment program. You can lose money by investing in the fund. The fund's prospectus lists additional risks.

Allocations may not total 100% of net assets because the table includes the notional value of certain derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.