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

Always Vigilant. Always Active.

Fixed Income Absolute Return Fund (Class Y)  (PYTRX)

Seeks positive returns with a similar level of volatility

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 $9.77
0.00% | $0.00
$9.84
09/17/18
$9.42
12/27/18
Historical fund price

Fund facts as of 07/31/19

Total net assets
$553.64M
Turnover (fiscal year end)
532%
Dividend frequency (view rate)
Monthly
Number of holdings
1064
Fiscal year-end
October
CUSIP / Fund code
746764323 / 1864
Inception date
12/23/08
Class Y  
Category
Absolute Return
Open to new investors
Ticker
PYTRX

Management team

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


Manager commentary | Q2 2019

Shorter duration strategies can result in less volatility

Bill Kohli, Chief Investment Officer, Fixed Income, describes his duration and interest-rate strategies.



Performance

  • Total return (%) as of 06/30/19

  • Annual performance as of 06/30/19

Annualized Total return (%) as of 06/30/19

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 3.69% 5.32% 2.38% 2.88%
After sales charge N/A N/A N/A N/A
ICE BofAML U.S. Treasury Bill Index 2.39%1.38%0.89%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, 4.00% and 3.25% for income funds and 2.25% and 0.75% for Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund, respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, which is 3% in the first year, declining to 1% in the fourth year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A and M shares of Putnam money market funds have no initial sales charge. For a portion of the periods, some funds had expense limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.

Performance snapshot

  Before sales charge After sales charge
1 mt. as of 07/31/19 1.16% -
YTD as of 08/23/19 6.47% -

Yield

Distribution rate before sales charge
as of 08/23/19
4.05%
Distribution rate after sales charge
as of 08/23/19
4.05%
30-day SEC yield as of 07/31/19 3.81%

Volatility as of 07/31/19

Standard deviation (3 yrs.) 2.11%

Morningstar Ratings as of 07/31/19

Time period Funds in category Morningstar Rating
Overall 269
3 yrs. 269
5 yrs. 198
10 yrs. 64
Morningstar category: Nontraditional Bond

Distributions

Record/Ex dividend date 08/16/19
Payable date 08/20/19
Income $0.033
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 07/31/19

Net cash 19.53%
Fnma Fn30 Tba Umbs 03.0000 08/01/2049 10.57%
Fnma Fn30 Tba Umbs 03.5000 08/01/2049 10.17%
Fnma Fn30 Tba Umbs 04.0000 08/01/2049 9.91%
Gnma Gii30 Tba 04.5000 08/01/2049 2.07%
Fhr 3835 Fo Po 00.0000 04/15/2041 0.97%
Spst 2018-5 A 03.1296 09/24/2019 0.83%
Apple 02.0000 05/06/2020 0.79%
Msbam 2013-C10 E P/P 144a 04.0821 07/15/2046 0.70%
Commonwealth Bk Aust P/P 144a 02.2000 11/09/2020 0.66%
Top 10 holdings, percent of portfolio 56.20%

Full portfolio holdings as of 06/30/19

90DAY EURO$ FUTR SEP19 EDU9 15.41%
FNMA FN30 TBA UMBS 03.5000 08/01/2049 10.16%
FNMA FN30 TBA UMBS 04.0000 08/01/2049 6.16%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 4.46%
FNMA FN30 TBA UMBS 04.0000 07/01/2049 3.74%
US 2YR NOTE (CBT) SEP19 TUU9 3.03%
GNMA GII30 TBA 04.5000 07/01/2049 2.07%
FNMA FN30 TBA UMBS 03.0000 08/01/2049 1.28%
FHR 3835 FO PO 00.0000 04/15/2041 0.98%
US ULTRA BOND CBT SEP19 WNU9 0.83%
SPST 2018-5 A 03.1296 09/24/2019 0.83%
APPLE INC 02.0000 05/06/2020 0.78%
MSBAM 2013-C10 E P/P 144A 04.2183 07/15/2046 0.70%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.66%
FNR 2017-74 SA IO 03.3456 10/25/2047 0.65%
CWALT 2005-59 1A1 02.7129 11/20/2035 0.64%
FNR 2017-8 SB IO 03.6956 02/25/2047 0.64%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.63%
SPST 2018-8 A 03.1296 02/24/2020 0.60%
FHR 3852 NT 03.6058 05/15/2041 0.60%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.58%
GNMA GII30 TBA 04.0000 07/01/2049 0.56%
MBX.FN30.500.10 R USL1M P 01/12/41 GS 0.55%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.55%
REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 0.54%
ALPHABET INC 03.6250 05/19/2021 0.51%
SPST 2019-3 A 03.1296 06/24/2020 0.51%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.50%
SPST 2018-3 A 03.1296 07/24/2019 0.49%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.49%
2.60 R ISWP FWD US0003M P 06/19/2026 0.48%
CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 0.47%
TREASURY BILL 00.0000 08/06/2019 0.46%
CWALT 2006-OA7 1A2 03.4437 06/25/2046 0.44%
JPMCC 2012-C8 D P/P 144A 04.8049 10/15/2045 0.43%
CF INDUSTRIES INC 03.4500 06/01/2023 0.42%
CAS 2016-C02 1B 14.6544 09/25/2028 0.42%
WESTPAC BANKING CORP USD 02.6500 01/25/2021 0.42%
US BANK NA CINCINNATI 03.1500 04/26/2021 0.41%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.40%
BSCMS 2006-PW11 B P/P 144A 05.8095 03/11/2039 0.39%
MSBAM 2013-C13 XA IO 01.1649 11/15/2046 0.38%
BANK 2017-BNK9 XA IO 00.9569 11/15/2054 0.38%
CITIBANK NA 03.0500 05/01/2020 0.37%
MSBAM 2013-C10 F P/P 144A 04.2183 07/15/2046 0.37%
DBUBS 2011-LC3A D P/P 144A 05.5115 08/10/2044 0.37%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.37%
STACR 2015-DNA3 B 11.7544 04/25/2028 0.36%
WFCM 2013-LC12 D P/P 144A 04.4208 07/15/2046 0.36%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.36%
SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP 0.36%
BACM 2005-1 B 05.6872 11/10/2042 0.36%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.35%
JPMBB 2013-C14 D P/P 144A 04.7134 08/15/2046 0.35%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 0.35%
UNITED MEXICAN STATES USD 04.5000 04/22/2029 0.35%
TREASURY BILL 00.0000 07/18/2019 0.34%
MEAD JOHNSON NUTRITION C 03.0000 11/15/2020 0.34%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.34%
FNR 2011-53 ST IO 03.5156 06/25/2041 0.34%
COMM 2013-CR11 XA IO 01.1005 08/10/2050 0.33%
GNR 2016-H13 IK IO 02.6107 06/20/2066 0.33%
CIT GROUP INC. 05.2500 03/07/2025 0.33%
FNR 2017-75 NI IO 05.0000 11/25/2046 0.32%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.32%
COMM 2014-CR17 C 04.9513 05/10/2047 0.32%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.32%
STARWOOD PROP TR 04.7500 03/15/2025 0.32%
BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 0.31%
FNR 2013-130 SD IO 04.1956 01/25/2044 0.31%
TREASURY BILL 00.0000 08/13/2019 0.31%
TREASURY BILL 00.0000 07/25/2019 0.30%
GSMS 2014-GC22 C 04.8475 06/10/2047 0.30%
WFRBS 2012-C10 D P/P 144A 04.5864 12/15/2045 0.30%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.30%
WFRBS 2013-C15 D P/P 144A 04.6216 08/15/2046 0.30%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.29%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.29%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.29%
GSMS 2013-GC10 E P/P 144A 04.5415 02/10/2046 0.29%
BSCMS 2007-T26 AJ 05.5660 01/12/2045 0.29%
MWST 2018-W1 A 03.2544 11/25/2051 0.29%
WFRBS 2012-C7 D P/P 144A 04.9695 06/15/2045 0.28%
PFIZER INC 01.7000 12/15/2019 0.28%
SCIENTIFIC GAMES TLB5 L+275 05.2162 08/14/2024 0.28%
GNR 2017-H06 BI IO 02.3610 02/20/2067 0.28%
GNR 2018-H05 AI IO 02.4150 02/20/2068 0.28%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.28%
GNR 2014-146 EI IO 05.0000 10/20/2044 0.28%
FNR 2015-28 IO IO 05.5000 05/25/2045 0.27%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.27%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.27%
WFCM 2016-BNK1 XA IO 01.9156 08/15/2049 0.27%
CAS 2015-C04 1M2 08.1044 04/25/2028 0.27%
FNR 2015-19 SA IO 03.7956 04/25/2045 0.27%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.27%
FNR 2016-60 LS IO 03.6956 09/25/2046 0.27%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.26%
CAS 2016-C03 2M2 08.3044 10/25/2028 0.26%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.26%
BANK OF AMERICA CORP 03.4990 05/17/2022 0.26%
COMM 2014-CR19 XA IO 01.2855 08/10/2047 0.26%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.25%
COMM 2015-LC21 XA IO 00.9118 07/10/2048 0.25%
GNR 2015-H19 NI IO 01.9156 07/20/2065 0.25%
GNR 2017-H16 BI IO 02.2134 08/20/2067 0.25%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.25%
SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP 0.25%
MICROSOFT CORP 02.4000 02/06/2022 0.24%
MORGAN STANLEY 02.7500 05/19/2022 0.24%
ORACLE CORP 02.5000 05/15/2022 0.24%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.24%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.24%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.24%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.24%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.24%
CINEWORLD TLB L+225 04.6885 02/28/2025 0.24%
MWST 2019-1 A 03.2044 06/25/2052 0.24%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.24%
STACR 2015-DNA1 B 11.6044 10/25/2027 0.24%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.24%
ENERGY TRANSFER OPERA 05.8750 01/15/2024 0.23%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.23%
UBSBB 2013-C5 XA IO P/P 144A 01.0934 03/10/2046 0.23%
JPMBB 2014-C24 XA IO 01.1099 11/15/2047 0.23%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.22%
COMM 2014-CR17 D P/P 144A 05.0150 05/10/2047 0.22%
FNR 2017-87 IA IO 04.5000 11/25/2047 0.22%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.22%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.22%
HCA INC 04.7500 05/01/2023 0.22%
LENNAR CORP 05.8750 11/15/2024 0.22%
PULTEGROUP INC 05.5000 03/01/2026 0.22%
CPTFEMU P 1.71 R 07/15/37 0.22%
HELLENIC REPUBLIC REGS 03.4500 04/02/2024 0.22%
STANDARD IND INC P/P 144A 06.0000 10/15/2025 0.22%
ARDAGH PKG FIN/HLDGS P/P 144A 04.2500 09/15/2022 0.22%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.22%
NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 0.22%
CAS 2016-C03 1B 14.1544 10/25/2028 0.22%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.22%
COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 0.22%
CD 2016-CD1 XA IO 01.5518 08/10/2049 0.22%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 0.22%
GNR 2016-121 JS IO 03.7171 09/20/2046 0.21%
THE AES CORPORATION 04.8750 05/15/2023 0.21%
SWPTN 1YX30Y R 1.288 EUR 02/17/2020 JP 0.21%
ASHTEAD CAPITAL INC P/P 144A 05.6250 10/01/2024 0.21%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.21%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.21%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.21%
FNR 2018-95 SA IO 03.7100 01/25/2049 0.21%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.20%
CITIGROUP INC 02.9000 12/08/2021 0.20%
GNR 2018-91 SJ IO 03.8671 07/20/2048 0.20%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.20%
AMAZON.COM INC. 02.5000 11/29/2022 0.20%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.20%
OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 0.20%
FNR 2016-65 CS IO 03.6956 09/25/2046 0.20%
GNR 2016-H23 NI IO 02.2542 10/20/2066 0.20%
KINETIC CONCEPTS TLB L+325 04.2846 02/03/2024 0.19%
US BANCORP 02.6250 01/24/2022 0.19%
ADS WASTE TLB L+225 04.6642 11/10/2023 0.19%
BANK 2018-BN10 XA IO 00.8889 02/15/2061 0.19%
QUIKRETE TLB L+275 05.1885 11/15/2023 0.19%
CSAIL 2015-C1 D P/P 144A 03.9364 04/15/2050 0.19%
HELLENIC REPUBLIC P/P REGS 03.3750 02/15/2025 0.19%
ENERGY TRANSFER OPERATNG 07.5000 10/15/2020 0.19%
FNR 2011-4 CS 08.0912 05/25/2040 0.19%
GNR 2015-H15 JI IO 01.9717 06/20/2065 0.19%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.19%
WFRBS 2012-C9 XB IO P/P 144A 00.8757 11/15/2045 0.19%
GNR 2018-H13 NI IO 02.2949 08/20/2068 0.18%
GOLDEN NUGGET TL L+275 05.1488 10/04/2023 0.18%
WFRBS 2012-C10 E P/P 144A 04.5864 12/15/2045 0.18%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.18%
PPD TL L+250 04.9989 08/18/2022 0.18%
CAS 2018-C03 1M2 04.5544 10/25/2030 0.18%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.18%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 0.18%
INTELSAT S.A. TLB3 L+375 06.2291 11/27/2023 0.18%
TRK 2019-1 A1 04.3356 03/25/2022 0.18%
CAS 2018-C02 2M2 04.6044 08/25/2030 0.18%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.18%
MESSER INDUST TLB L+250 04.9892 03/01/2026 0.18%
ALTICE USA TLB L+225 04.6443 01/15/2026 0.18%
GNR 2018-H02 EI IO 02.4111 01/20/2068 0.18%
TREASURY BILL 00.0000 07/16/2019 0.18%
GNR 2015-69 IO IO 05.0000 05/20/2045 0.18%
RESTAURANT BRANDS TLB L+225 04.6885 02/17/2024 0.18%
STACR 2015-DNA2 B 09.9544 12/25/2027 0.18%
CARR 2006-NC2 A4 02.6444 06/25/2036 0.17%
GNR 2015-H25 AI IO 01.6143 09/20/2065 0.17%
MSBAM 2014-C17 C 04.6549 08/15/2047 0.17%
T-MOBILE USA INC 05.3750 04/15/2027 0.17%
WIDEOPENWEST TLB L+325 05.6536 08/19/2023 0.17%
GNR 2015-H09 BI IO 01.6995 03/20/2065 0.17%
GNR 2015-H25 EI IO 01.8589 10/20/2065 0.17%
GNR 2016-H02 BI IO 01.8852 11/20/2065 0.17%
GNR 2010-125 SD IO 04.2858 01/16/2040 0.17%
SOUTHERN COPPER CORP USD 05.8750 04/23/2045 0.17%
WFCM 2014-LC16 XA IO 01.3139 08/15/2050 0.17%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.17%
COMM 2014-UBS6 XA IO 01.0876 12/10/2047 0.17%
GSMS 2013-GC16 D P/P 144A 05.4877 11/10/2046 0.17%
JPMBB 2014-C25 D P/P 144A 04.0920 11/15/2047 0.17%
3.073 R ISWP FWD US0003M P 03/04/2029 0.16%
JPMCC 2013-C10 XA IO 01.1303 12/15/2047 0.16%
TRANSDIGM INC TLF L+250 04.8299 06/09/2023 0.16%
GNR 2015-20 PI IO 03.5000 02/20/2045 0.16%
UNITEDHEALTH GROUP INC 02.8750 03/15/2022 0.16%
FNR 2018-86 DS IO 03.6956 12/25/2048 0.16%
RALI 2006-QO5 1A1 02.6194 05/25/2046 0.16%
SPCM SA P/P 144A 04.8750 09/15/2025 0.16%
THE WILLIAMS COMPANIES INC. 04.5500 06/24/2024 0.16%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.16%
CISCO SYSTEMS INC 02.2000 02/28/2021 0.16%
FHR 4813 IO IO 05.5000 08/15/2048 0.16%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.16%
HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 0.16%
STARS GROUP TLB L+350 05.8299 07/10/2025 0.16%
CMLTI 2007-AMC3 A2D 02.7544 03/25/2037 0.16%
FHR 4591 QI IO 03.5000 04/15/2046 0.16%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.16%
SWPTN 1YX1Y R 3.02 USD 08/28/2019 MS 0.16%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.16%
IRON MOUNTAIN US HLD P/P 144A 05.3750 06/01/2026 0.16%
MSC 2016-UB12 XA IO 00.9285 12/15/2049 0.16%
2.647 R ISWP US0003M P 06/12/2049 0.16%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.16%
FNR 2018-58 IO IO 05.5000 08/25/2048 0.16%
NEWFIELD EXPLORATION CO 05.6250 07/01/2024 0.16%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.16%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.16%
2.05 R ISWP FWD US0003M P 09/18/2029 0.16%
GNR 2010-20 UI IO 05.0000 02/20/2040 0.16%
STACR 2016-DNA1 B 12.4044 07/25/2028 0.16%
COMM 2015-CR23 XA IO 01.0835 05/10/2048 0.16%
CONCHO RESOURCES INC 04.3750 01/15/2025 0.16%
JPMORGAN CHASE & CO 06.0000 12/29/2049 0.16%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.16%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.16%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.16%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.16%
HUNTSMAN INTERNATIONAL LLC 05.1250 11/15/2022 0.16%
ARRW 2019-1 A3 04.2080 01/25/2049 0.15%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.15%
CENTENE CORP 06.1250 02/15/2024 0.15%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.15%
PFIZER INC 01.9500 06/03/2021 0.15%
PNC BANK NA 02.0000 05/19/2020 0.15%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.15%
SERVICE CORP INTL 05.3750 05/15/2024 0.15%
MSBAM 2014-C18 C 04.6249 10/15/2047 0.15%
T-MOBILE USA INC 06.3750 03/01/2025 0.15%
UBSCM 2017-C7 XA IO 01.2173 12/15/2050 0.15%
CWALT 2005-27 1A1 02.5847 08/25/2035 0.15%
CSC HOLDINGS TLB L+225 04.6443 07/17/2025 0.15%
GNR 2015-80 IA IO 04.5000 06/20/2045 0.15%
2.776 R ISWP FWD US0003M P 03/21/2029 0.15%
FHR 4760 IG IO 05.0000 02/15/2048 0.15%
CSAIL 2015-C1 XA IO 01.0389 04/15/2050 0.15%
GNR 2014-2 IC IO 05.0000 01/16/2044 0.15%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.15%
CHEMOURS CO 05.3750 05/15/2027 0.14%
GNR 2015-167 BI IO 04.5000 04/16/2045 0.14%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.14%
CALPINE CONS FIN TL L+250 04.9024 01/15/2025 0.14%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.14%
NETFLIX INC. 05.8750 11/15/2028 0.14%
TENET HEALTHCARE 06.0000 10/01/2020 0.14%
CENTENE CORP 05.6250 02/15/2021 0.14%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.14%
CINEMARK USA INC 05.1250 12/15/2022 0.14%
LEVEL 3 FINANCING INC 05.2500 03/15/2026 0.14%
CALPINE CORP P/P 144A 06.0000 01/15/2022 0.14%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.14%
FNR 2016-83 BS IO 03.6956 11/25/2046 0.14%
GSMS 2014-GC18 XA IO 01.1871 01/10/2047 0.14%
GNR 2016-77 SC IO 03.7171 10/20/2045 0.14%
TRIBUNE MEDIA TLB L+300 05.4024 01/27/2024 0.14%
WFCM 2013-LC12 C 04.4208 07/15/2046 0.14%
CHARTER COMM TLB L+200 04.4900 04/30/2025 0.14%
CPTFEMU P 1.7138 R 08/15/37 0.14%
GSMS 2015-GC30 XA IO 00.9802 05/10/2050 0.14%
GNR 2016-H22 AI IO 02.3132 10/20/2066 0.14%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.13%
MSBAM 2014-C15 D P/P 144A 05.0745 04/15/2047 0.13%
ASURION TLB4 L+300 05.4831 08/04/2022 0.13%
CGCMT 2014-GC19 X IO 01.3274 03/10/2047 0.13%
NRG ENERGY INC 05.7500 01/15/2028 0.13%
GNR 2016-H08 AI IO 01.7711 08/20/2065 0.13%
WAMU 2005-AR14 1A2 04.1807 12/25/2035 0.13%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.13%
BRAND ENERGY TL L+425 06.7871 06/21/2024 0.13%
MSBAM 2015-C26 XA IO 01.1793 10/15/2048 0.13%
RACKSPACE HOSTING INC L+300 05.5755 11/03/2023 0.13%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.13%
IVORY COAST REGS 06.1250 06/15/2033 0.13%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.13%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.13%
GNR 2014-H14 CI IO 01.5849 07/20/2064 0.13%
BERRY PLATICS TLQ L+200 04.4116 10/01/2022 0.12%
FHR 4150 DI IO 03.0000 01/15/2043 0.12%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.12%
FHR 4136 IW IO 03.5000 10/15/2042 0.12%
AES CORP/THE 05.1250 09/01/2027 0.12%
GNR 2015-H28 DI IO 01.5547 08/20/2065 0.12%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.12%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.12%
TARGA RESOURCES PART 05.0000 01/15/2028 0.12%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.12%
UNIVISION TLC5 L+275 05.1524 03/15/2024 0.12%
CHEVRON CORP 02.1000 05/16/2021 0.12%
FNR 2012-22 CI IO 04.0000 03/25/2041 0.12%
GATES GLOBAL TLB L+275 05.1524 03/31/2024 0.12%
CMLTI 2007-AR5 1A1A 04.7409 04/25/2037 0.12%
GNR 2018-127 IB IO 04.5000 06/20/2045 0.12%
HVMLT 2005-2 1A 02.9103 05/19/2035 0.12%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.12%
3.312 R ISWP US0003M P 11/08/2048 0.12%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.12%
ELDORADO RESORTS TLB L+225 04.6951 04/17/2024 0.12%
IOS.FN30.400.13 R USL1M P 01/12/44 CS 0.12%
MSBAM 2012-C6 D P/P 144A 04.7621 11/15/2045 0.12%
GNR 2012-129 IO IO 04.5000 11/16/2042 0.12%
HILTON TLB L+175 04.1798 06/21/2026 0.12%
HELLENIC REPUBLIC REGS 03.9000 01/30/2033 0.12%
SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS 0.12%
GNR 2015-H10 EI IO 01.6266 04/20/2065 0.11%
SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS 0.11%
CFCRE 2016-C4 XA IO 01.8823 05/10/2058 0.11%
COMM 2014-CR20 XA IO 01.2546 11/10/2047 0.11%
MBX.FN30.500.10 R USL1M P 01/12/41 CS 0.11%
SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS 0.11%
VICI PROPERTIES TL L+200 04.4036 12/22/2024 0.11%
WFRBS 2011-C4 E P/P 144A 05.3968 06/15/2044 0.11%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.11%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.11%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.11%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS 0.11%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS 0.11%
GNR 2015-H18 IA IO 01.8221 06/20/2065 0.11%
GNR 2017-120 IJ IO 04.0000 04/20/2047 0.11%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.11%
GNR 2017-174 MI IO 03.5000 11/20/2047 0.11%
MSBAM 2013-C12 E P/P 144A 04.9246 10/15/2046 0.11%
WFRBS 2011-C4 D P/P 144A 05.3968 06/15/2044 0.11%
GNR 2015-111 IJ IO 03.5000 08/20/2045 0.11%
GSMS 2014-GC24 D P/P 144A 04.6707 09/10/2047 0.11%
MLCFC 2006-4 C 05.3240 12/12/2049 0.11%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.11%
GNR 2017-H03 DI IO 02.2027 12/20/2066 0.11%
LENNAR CORP 04.7500 11/15/2022 0.11%
CAS 2017-C06 1M2 05.0544 02/25/2030 0.11%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.11%
VISTRA ENERGY TLB1 L+200 04.4024 08/04/2023 0.11%
FHR 4369 IA IO 03.5000 07/15/2044 0.10%
GFL ENVIRONMENTAL TLB L+300 05.4024 05/31/2025 0.10%
CWALT 2006-OA10 2A1 02.5944 08/25/2046 0.10%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.10%
WAMU 2005-AR10 1A3 04.1000 09/25/2035 0.10%
FNR 2013-21 AI IO 03.5000 03/25/2033 0.10%
GNR 2017-132 IB IO 05.5000 09/20/2047 0.10%
VOLT 2018-NPL5 A1B P/P 144A 04.7037 08/25/2048 0.10%
GNR 2014-133 IP IO 05.0000 09/16/2044 0.10%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.10%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.10%
TREASURY BILL 00.0000 08/01/2019 0.10%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.10%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.10%
COMM 2015-CR22 XA IO 01.0865 03/10/2048 0.10%
GNR 2012-106 QI IO 04.0000 07/20/2042 0.10%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.10%
CGCMT 2014-GC21 X IO 01.3480 05/10/2047 0.10%
DISH DBS CORP 05.1250 05/01/2020 0.09%
GNR 2017-H11 NI IO 02.2977 05/20/2067 0.09%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.09%
SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS 0.09%
CWALT 2006-OA7 1A1 03.0808 06/25/2046 0.09%
IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 0.09%
LENNAR CORPORATION 04.7500 04/01/2021 0.09%
OUTFRONT MEDIA CAP LLC/C 05.2500 02/15/2022 0.09%
GNR 2010-151 KO PO 00.0000 06/16/2037 0.09%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.09%
GNR 2015-167 MI IO 05.0000 06/20/2045 0.09%
GSAA 2006-15 AF3A 05.8825 09/25/2036 0.09%
MSC 2012-C4 E P/P 144A 05.6003 03/15/2045 0.09%
FNR 2013-27 PI IO 03.0000 12/25/2041 0.09%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.09%
CAS 2017-C02 2B1 07.9044 09/25/2029 0.09%
FIRST DATA TL L+200 04.4899 07/10/2022 0.09%
HELLENIC REPUBLIC REGS 03.0000 02/24/2036 0.09%
JPMCC 2007-CB20 E P/P 144A 06.3895 02/12/2051 0.09%
GNR 2015-162 BI IO 04.0000 11/20/2040 0.09%
GRIFOLS TLB L+225 04.6744 01/31/2025 0.09%
KINROSS GOLD CORP USD 05.9500 03/15/2024 0.09%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.09%
JPMORGAN CHASE & CO 02.2500 01/23/2020 0.09%
SPRINT TLB L+250 04.9375 02/03/2024 0.09%
GNR 2018-127 IA IO 03.5000 04/20/2042 0.09%
AKER BP ASA P/P 144A 05.8750 03/31/2025 0.08%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.08%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.08%
CFCRE 2011-C2 D P/P 144A 05.9393 12/15/2047 0.08%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.08%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.08%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.08%
SAMI 2006-AR7 A1A 02.6144 08/25/2036 0.08%
SAMI 2007-AR1 2A1 02.5844 01/25/2037 0.08%
STACR 2018-HQA1 M2 04.7044 09/25/2030 0.08%
WERNER TLB L+400 06.3299 07/24/2024 0.08%
CGCMT 2013-GC17 X IO 01.1948 11/10/2046 0.08%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.08%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.08%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.08%
CAS 2018-C05 1M2 04.7544 01/25/2031 0.08%
CENTURYLINK TLB L+275 05.2724 01/31/2025 0.08%
COMM 2012-CR3 E P/P 144A 04.9105 10/15/2045 0.08%
COMM 2014-LC15 XA IO 01.2723 04/10/2047 0.08%
KINETIC CONCEPT/KCI P/P 144A 07.8750 02/15/2021 0.08%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.08%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.08%
GNR 2009-121 BI IO 04.5000 12/16/2039 0.08%
MSBAM 2013-C10 D P/P 144A 04.2183 07/15/2046 0.08%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.08%
WESTERN DIGITAL TLB L+175 04.0925 04/29/2023 0.08%
CPG INTL TL L+375 05.9332 05/05/2024 0.08%
CWHL 2005-3 1A1 03.0244 04/25/2035 0.08%
GSAA 2005-15 2A2 02.6544 01/25/2036 0.08%
NETFLIX INC 05.5000 02/15/2022 0.08%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.08%
GNR 2013-100 MI IO 03.5000 02/20/2043 0.08%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.08%
FHR 4182 PI IO 03.0000 12/15/2041 0.08%
INFOR TLB6 L+275 05.2430 02/01/2022 0.08%
JPALT 2007-A2 12A1 02.6044 06/25/2037 0.08%
CAS 2018-C06 2M2 04.5044 03/25/2031 0.08%
CAS 2019-R02 1M2 04.7044 08/25/2031 0.08%
FHR 4601 IC IO 04.0000 12/15/2045 0.08%
GNR 2013-79 PI IO 03.5000 04/20/2043 0.08%
GNR 2017-H14 DI IO 01.7088 06/20/2067 0.08%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.08%
FNR 2012-151 PI IO 03.0000 01/25/2043 0.07%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.07%
APPLE INC 02.8500 05/06/2021 0.07%
FHR 4193 PI IO 04.0000 03/15/2043 0.07%
HUSKY TLB L+300 05.4024 03/28/2025 0.07%
WFRBS 2012-C10 C 04.5214 12/15/2045 0.07%
GNR 2011-H08 GI IO 01.2704 03/20/2061 0.07%
GNR 2011-H15 AI IO 01.5341 06/20/2061 0.07%
JPMBB 2014-C19 XA IO 00.9548 04/15/2047 0.07%
CAS 2017-C05 1B1 06.0044 01/25/2030 0.07%
GNR 2018-127 ID IO 05.0000 07/20/2045 0.07%
FNR 2012-124 UI IO 04.0000 11/25/2042 0.07%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.07%
GNR 2017-H02 BI IO 02.3484 01/20/2067 0.07%
SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS 0.07%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.07%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.07%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.07%
CGCMT 2012-GC8 XA IO P/P 144A 01.9387 09/10/2045 0.06%
FHR 4158 TI IO 03.0000 12/15/2042 0.06%
FNR 2017-2 KI IO 04.0000 02/25/2047 0.06%
GSMS 2012-GC6 D P/P 144A 05.8398 01/10/2045 0.06%
JPMCC 2012-LC9 D P/P 144A 04.5291 12/15/2047 0.06%
FNR 2013-6 BI IO 03.0000 12/25/2042 0.06%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.06%
ORTHO-CLINICAL TLB L+325 05.6799 06/01/2025 0.06%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.06%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.06%
STACR 2017-DNA2 B1 07.5544 10/25/2029 0.06%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.06%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.06%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.06%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.06%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.06%
FHR 2990 LB 10.8262 06/15/2034 0.06%
GNR 2011-17 S IO 03.6671 02/20/2041 0.06%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031 0.06%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.06%
STACR 2016-HQA2 M3B 07.5544 11/25/2028 0.06%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP 0.06%
SWPTN 1YX2Y R 0.025 EUR 08/28/2019 GS 0.06%
CAS 2019-R01 2M2 04.8544 07/25/2031 0.06%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP 0.06%
ARGENTINE REPUBLIC USD 06.6250 07/06/2028 0.05%
COMM 2014-UBS4 XA IO 01.2897 08/10/2047 0.05%
FHR 4213 GI IO 04.0000 11/15/2041 0.05%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.05%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.05%
BERRY GLOBAL INC 05.1250 07/15/2023 0.05%
GNR 2016-136 YI IO 03.5000 03/20/2045 0.05%
STACR 2016-HQA1 M3 08.7544 09/25/2028 0.05%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.05%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.05%
ATOTECH TLB1 L+300 05.3299 01/31/2024 0.05%
FNR 2012-136 PI IO 03.5000 11/25/2042 0.05%
WFRBS 2011-C5 XA IO P/P 144A 01.8857 11/15/2044 0.05%
3.05125 R ISWP FWD US0003M P 03/07/2028 0.05%
CAS 2015-C01 1M2 06.7044 02/25/2025 0.05%
GNR 2016-H11 HI IO 02.0977 01/20/2066 0.05%
FHR 4206 IP IO 03.0000 12/15/2041 0.05%
FNR 2012-62 MI IO 04.0000 03/25/2041 0.05%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.05%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.05%
WAMU 2005-AR13 A1C3 02.8944 10/25/2045 0.05%
FNR 2013-31 NI IO 03.0000 06/25/2041 0.04%
SWPTN 1YX2Y R -0.065 EUR 08/28/2019 GS 0.04%
UBSBB 2012-C2 XA IO P/P 144A 01.4742 05/10/2063 0.04%
3.11 R ISWP FWD US0003M P 02/27/2028 0.04%
CAS 2018-C01 1M2 04.6544 07/25/2030 0.04%
FHR 3072 SM 04.2533 11/15/2035 0.04%
SWPTN 1MX30Y R 2.29 USD 06/28/2019 JP 0.04%
TRANSDIGM INC TLE 04.8299 05/30/2025 0.04%
TREASURY BILL 00.0000 08/08/2019 0.04%
MEREDITH TLB L+275 05.1524 01/31/2025 0.04%
CWALT 2006-OA10 4A1 02.5944 08/25/2046 0.04%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.04%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 0.04%
SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS 0.04%
DIVERSEY TL L+300 05.5828 09/06/2024 0.04%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.04%
WPX ENERGY INC 06.0000 01/15/2022 0.04%
2.536 R ISWP FWD US0003M P 12/02/2023 0.04%
GNR 2013-99 VS IO 03.7058 07/16/2043 0.04%
SWPTN 10WX10Y P 2.011 USD 08/09/2019 GS 0.04%
1.354 R ISWP FWD EUR006M P 02/19/2050 0.04%
2.04 R ISWP AUDBB6M P 05/06/2029 0.04%
FNR 2007-53 SP 15.3839 06/25/2037 0.04%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.04%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.04%
GNMA GII30 BO3369 05.0000 06/20/2049 0.04%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP 0.04%
SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA 0.04%
SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS 0.04%
1.50 R ISWP FWD NOKOIB6M P 09/18/2024 0.03%
GNR 2013-183 AI IO 03.5000 10/20/2039 0.03%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP 0.03%
SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP 0.03%
SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA 0.03%
2.86 R ISWP US0003M P 01/22/2020 0.03%
CWALT 2006-45T1 2A7 02.7444 02/25/2037 0.03%
SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS 0.03%
GNMA GII30 BN1506 04.5000 05/20/2049 0.03%
MSC 2012-C4 XA IO P/P 144A 02.2592 03/15/2045 0.03%
SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA 0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.03%
GNR 2015-82 GI IO 03.5000 12/20/2038 0.03%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.03%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.03%
IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 0.03%
SPLUNK INC P/P 144A CV 01.1250 09/15/2025 0.03%
VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 0.03%
ARGENTINE REPUBLIC USD 04.6250 01/11/2023 0.03%
GNMA GII30 BO4634 05.0000 06/20/2049 0.03%
GNMA GII30 DU4515 05.0000 05/20/2049 0.03%
GNR 2012-47 CI IO 04.0000 03/20/2042 0.03%
MERCK & CO INC 01.8500 02/10/2020 0.03%
SWPTN 5WX10Y R 1.965 USD 07/15/2019 BC 0.03%
CAS 2015-C01 2M2 06.9544 02/25/2025 0.03%
WORKDAY INC CV 00.2500 10/01/2022 0.03%
1.343 R ISWP FWD EUR006M P 11/29/2058 0.03%
AKAMAI TECH CV 00.1250 05/01/2025 0.03%
GNMA GII30 BN1509 05.0000 05/20/2049 0.03%
PRICELINE GRO CV 00.9000 09/15/2021 0.03%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.02%
2.1825 R ISWP AUDBB6M P 03/20/2029 0.02%
CPURNSA P 2.19 R 12/06/27 0.02%
FORTIVE CORP P/P 144A CV 00.8750 02/15/2022 0.02%
GNMA GII30 BJ9611 04.5000 05/20/2049 0.02%
PALO ALTO NET P/P 144A CV 00.7500 07/01/2023 0.02%
1.1575 R ISWP SES3M P 11/13/2027 0.02%
1.16 R ISWP SES3M P 11/13/2027 0.02%
2.569 R ISWP FWD US0003M P 06/12/2049 0.02%
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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 CG 0.00%
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CAS 2015-C02 1M2 06.4044 05/25/2025 0.00%
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CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
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CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
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FNW 1998-W5 X IO 00.7883 07/25/2028 0.00%
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NOK/USD 09/18/2019 SSBT 0.00%
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2.194 R ISWP FWD US0003M P 07/17/2049 0.00%
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CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
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CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 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%
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CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
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FSPC T-59 1AX IO 00.2797 10/25/2043 0.00%
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INR/USD 11/20/2019 GSFX 0.00%
INR/USD 11/20/2019 RBSF 0.00%
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SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI 0.00%
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1.45 R ISWP FWD NFIX3MID P 09/18/2024 0.00%
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2.199 R ISWP FWD US0003M P 07/17/2049 0.00%
2.3075 R ISWP FWD US0003M P 06/22/2052 0.00%
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CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
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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 ML 0.00%
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CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS 0.00%
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CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
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%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CPURNSA R 1.89 P 07/05/22 0.00%
CZK/USD 09/18/2019 BANKAM 0.00%
EUR/USD 09/18/2019 CSI-FX 0.00%
EUR/USD 09/18/2019 JPMCB 0.00%
FSPC T-8 A9 IO 00.4243 11/15/2028 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%
ILS/USD 07/17/2019 SSBT 0.00%
KRW/USD 11/20/2019 GSFX 0.00%
KRW/USD 11/20/2019 HSBCB 0.00%
LBUBS 2007-C2 XW IO 00.4815 02/15/2040 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 0.00%
MXN/USD 10/16/2019 BANKAM 0.00%
NOK/USD 09/18/2019 BANKAM 0.00%
NZD/USD 07/17/2019 SSBT 0.00%
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OPTN FN30 3.5 07/08/19 PUT 100.28515625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 100.59765625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 100.78515625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 101.09765625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 101.28515625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 99.59765625 JPMC 0.00%
OPTN FN30 3.5 07/08/19 PUT 99.78515625 JPMC 0.00%
RUB/USD 09/18/2019 GSFX 0.00%
SEK/USD 09/18/2019 RBSF 0.00%
SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP 0.00%
SWPTN 1YX2Y P 3.095 USD 11/19/2019 JP 0.00%
SWPTN 1YX2Y P 3.0975 USD 11/18/2019 MS 0.00%
SWPTN 1YX2Y P 3.3975 USD 11/18/2019 MS 0.00%
SWPTN 1YX2Y P 3.415 USD 11/19/2019 JP 0.00%
SWPTN 2MX10Y P 2.463 USD 07/30/2019 CI 0.00%
SWPTN 3MX1Y P 2.458 USD 07/26/2019 GS 0.00%
SWPTN 3MX1Y P 2.558 USD 07/26/2019 GS 0.00%
SWPTN 3MX1Y P 2.658 USD 07/26/2019 GS 0.00%
TWD/USD 08/21/2019 GSFX 0.00%
TWD/USD 08/21/2019 RBSF 0.00%
WBCMT 2006-C29 IO IO 00.4775 11/15/2048 0.00%
1.80 R ISWP FWD NFIX3MID P 09/18/2029 -0.00%
2.263 R ISWP FWD US0003M P 07/17/2049 -0.00%
BRL/USD 10/02/2019 CITI -0.00%
CAD/USD 07/17/2019 CITI -0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 CS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
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 MS -0.00%
EUR/USD 09/18/2019 HSBCB -0.00%
SWPTN 2MX10Y P 2.373 USD 07/30/2019 CI -0.00%
SWPTN 2MX10Y P 2.401 USD 07/30/2019 BA -0.00%
SWPTN 3MX5Y R 1.736 USD 09/27/2019 GS -0.00%
0.20 R ISWP FWD EUR006M P 09/18/2029 -0.00%
0.80 R ISWP FWD EUR006M P 02/21/2050 -0.00%
1.82 R ISWP NOKOIB6M P 07/01/2029 -0.00%
2.299 R ISWP FWD US0003M P 06/12/2049 -0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 ML -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS -0.00%
SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS -0.00%
SWPTN 2MX10Y P 2.283 USD 07/30/2019 CI -0.00%
SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP -0.00%
SWPTN 3MX5Y R 1.746 USD 09/26/2019 CI -0.00%
0.85 R ISWP FWD GBL6M P 09/18/2024 -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 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 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
EUR/USD 09/18/2019 RBSF -0.00%
NZD/USD 07/17/2019 BCAP-FX -0.00%
SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS -0.00%
SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS -0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
EUR/USD 09/18/2019 SSBT -0.00%
EUR/USD 09/18/2019 UBS -0.00%
SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI -0.00%
SWPTN 9WX10Y P 2.265 USD 08/05/2019 MS -0.00%
0.7495 R ISWP FWD JPL6M P 08/29/2043 -0.00%
AUD/JPY PUT 69.00 20190917 HSBCB -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.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 ML -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.00%
SEK/USD 09/18/2019 SSBT -0.00%
SEK/USD 09/18/2019 UBS -0.00%
UKRPI P 3.3875 R 03/15/28 -0.00%
2.0625 R ISWP FWD US0003M P 06/22/2030 -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
EUR/USD 09/18/2019 WPAC -0.01%
JPY/USD 08/21/2019 HSBCB -0.01%
SEK/USD 09/18/2019 JPMCB -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.01%
CMB CMBX.NA.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 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 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
IOS.FN30.400.09 P USL1M R 01/12/40 GS -0.01%
SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA -0.01%
AUD/USD 07/17/2019 BANKAM -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%
CPURNSA R 2.05 P 12/06/22 -0.01%
NZD/USD 07/17/2019 CITI -0.01%
0.9035 R ISWP FWD EUR006M P 02/19/2050 -0.01%
2.00 R ISWP FWD US0003M P 09/18/2029 -0.01%
2.25 R ISWP FWD US0003M P 09/18/2049 -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CPURNSA R 2.068 P 12/21/22 -0.01%
EUR/USD 09/18/2019 BCAP-FX -0.01%
JPY/USD 08/21/2019 RBSF -0.01%
SEK/USD 09/18/2019 GSFX -0.01%
SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC -0.01%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP -0.01%
1.054 R ISWP FWD EUR006M P 06/07/2054 -0.01%
2.528 R ISWP FWD US0003M P 02/02/2024 -0.01%
CAD/USD 07/17/2019 BCAP-FX -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.01%
EUR/USD 09/18/2019 BANKAM -0.01%
NZD/USD 07/17/2019 GSFX -0.01%
SWPTN 10WX10Y P 2.191 USD 08/09/2019 GS -0.01%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS -0.01%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP -0.01%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI -0.01%
2.184 R ISWP FWD US0003M P 12/07/2030 -0.01%
AUD/USD 07/17/2019 HSBCB -0.01%
SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS -0.01%
SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA -0.01%
UKRPI P 3.34 R 02/15/28 -0.01%
UKRPI P 3.4025 R 03/15/28 -0.01%
AUD/USD 07/17/2019 CSI-FX -0.01%
CAD/USD 07/17/2019 JPMCB -0.01%
JPY/USD 08/21/2019 GSFX -0.01%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS -0.01%
AUD/USD 07/17/2019 UBS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.01%
IOS.FN30.350.12 P USL1M R 01/12/43 JP -0.01%
IOS.FN30.450.10 P USL1M R 01/12/41 GS -0.01%
NZD/USD 07/17/2019 JPMCB -0.01%
SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS -0.01%
SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS -0.01%
1.25 R ISWP FWD AUDBB6M P 09/18/2024 -0.01%
1.70 R ISWP FWD NOKOIB6M P 09/18/2029 -0.01%
AUD/USD 07/17/2019 CITI -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 MS -0.01%
JPY/USD 08/21/2019 UBS -0.01%
2.208 R ISWP CDOR03 P 03/19/2029 -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.02%
1.00 R ISWP FWD GBL6M P 09/18/2029 -0.02%
2.565 R ISWP FWD US0003M P 06/12/2049 -0.02%
JPY/USD 08/21/2019 CITI -0.02%
2.488 R ISWP FWD US0003M P 06/12/2049 -0.02%
2.524 R ISWP FWD NFIX3MID P 03/28/2029 -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.02%
-0.046 R ISWP FWD CHL6M P 09/21/2021 -0.02%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
SWPTN 10WX10Y P 2.101 USD 08/09/2019 GS -0.02%
0.366 R ISWP JPL6M P 02/16/2028 -0.02%
2.5365 R ISWP FWD US0003M P 06/12/2049 -0.02%
JPY/USD 08/21/2019 SSBT -0.02%
2.647 R ISWP FWD US0003M P 03/16/2030 -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP -0.02%
SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS -0.02%
1.484 R ISWP FWD EUR006M P 11/29/2058 -0.02%
2.5335 R ISWP FWD US0003M P 06/12/2049 -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.02%
1.051 R ISWP FWD EUR006M P 02/19/2050 -0.02%
2.67 R ISWP FWD US0003M P 03/28/2052 -0.02%
AUD/USD 07/17/2019 RBSF -0.02%
1.365 R ISWP AUDBB3M P 05/06/2021 -0.02%
SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA -0.02%
2.537 R ISWP FWD US0003M P 06/12/2049 -0.03%
UKRPI P 3.34 R 03/15/28 -0.03%
1.113 R ISWP FWD EUR006M P 03/26/2050 -0.03%
1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 -0.03%
2.6785 R ISWP US0003M P 02/13/2029 -0.03%
SWPTN 5WX10Y R 2.065 USD 07/15/2019 BC -0.03%
CDX CDX.NA.HY.32 500.0 06/20/2024 -0.03%
-0.30 R ISWP FWD CHL6M P 09/18/2029 -0.03%
1.2115 R ISWP FWD EUR006M P 03/12/2050 -0.03%
IOS.FN30.350.14 P USL1M R 01/12/45 JP -0.03%
2.6059 R ISWP FWD US0003M P 06/12/2049 -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
1.267 R ISWP FWD EUR006M P 03/11/2050 -0.03%
SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS -0.03%
SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS -0.03%
2.793 R ISWP FWD US0003M P 11/29/2053 -0.04%
SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS -0.04%
SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP -0.04%
SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS -0.04%
CPTFEMU R 1.4375 P 09/15/23 -0.04%
CPTFEMU R 1.4413 P 09/15/23 -0.04%
CPTFEMU R 1.4425 P 09/15/23 -0.04%
CPTFEMU R 1.4438 P 09/15/23 -0.04%
IOS.FN30.300.13 P USL1M R 01/12/44 GS -0.04%
CPTFEMU R 1.4275 P 08/15/27 -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.05%
SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP -0.05%
SWPTN 1MX30Y R 2.38 USD 06/28/2019 JP -0.05%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.05%
SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS -0.05%
IOS.FN30.500.10 P USL1M R 01/12/41 CS -0.06%
1.61375 R ISWP FWD EUR006M P 10/27/2027 -0.06%
1.815 R ISWP FWD EUR006M P 02/27/2028 -0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 CS -0.06%
SWPTN 1YX2Y R 0.115 EUR 08/28/2019 GS -0.07%
CPTFEMU R 1.4 P 07/15/27 -0.07%
IOS.FN30.500.10 P USL1M R 01/12/41 GS -0.08%
IOS.FN30.500.10 P USL1M R 01/12/41 JP -0.08%
SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS -0.08%
SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS -0.08%
SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS -0.08%
2.77 R ISWP US0003M P 01/22/2021 -0.09%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP -0.10%
1.104 R ISWP FWD EUR006M P 03/21/2029 -0.10%
SWPTN 1YX1Y R 2.58 USD 08/28/2019 MS -0.10%
SWPTN 5YX24Y R 3.0 USD 04/04/2024 MS -0.10%
SWPTN 5YX24Y R 3.0 USD 04/12/2024 MS -0.10%
SWPTN 6YX24Y R 3.0 USD 01/31/2025 MS -0.10%
1.80 R ISWP FWD US0003M P 09/18/2024 -0.11%
SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP -0.11%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.12%
SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP -0.13%
SWPTN 1YX1Y R 2.8 USD 08/28/2019 MS -0.13%
IOS.GII30.500.10 P USL1M R 01/12/41 JP -0.14%
IOS.FN30.400.13 P USL1M R 01/12/44 JP -0.18%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.21%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.24%
SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP -0.29%
3.065 R ISWP FWD US0003M P 01/03/2029 -0.29%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.31%
MBX.FN30.600.08 P USL1M R 01/12/39 BC -0.33%
MBX.FN30.650.67 P USL1M R 01/12/38 CS -0.33%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.43%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.49%
FNMA FN30 TBA UMBS 04.5000 08/01/2049 -1.13%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -1.26%
EURO-SCHATZ FUT SEP19 DUU9 -1.50%
US 5YR NOTE (CBT) SEP19 FVU9 -3.03%
90DAY EURO$ FUTR MAR21 EDH1 -15.48%

Prior top 10 holdings

Top 10 holdings as of 07/31/19
Net cash
Fnma Fn30 Tba Umbs 03.0000 08/01/2049
Fnma Fn30 Tba Umbs 03.5000 08/01/2049
Fnma Fn30 Tba Umbs 04.0000 08/01/2049
Gnma Gii30 Tba 04.5000 08/01/2049
Fhr 3835 Fo Po 00.0000 04/15/2041
Spst 2018-5 A 03.1296 09/24/2019
Apple 02.0000 05/06/2020
Msbam 2013-C10 E P/P 144a 04.0821 07/15/2046
Commonwealth Bk Aust P/P 144a 02.2000 11/09/2020
Holdings represent 56.20% of portfolio
Top 10 holdings as of 06/30/19
Net cash
Fnma Fn30 Tba Umbs 03.5000 08/01/2049
Fnma Fn30 Tba Umbs 04.0000 08/01/2049
Fnma Fn30 Tba Umbs 04.0000 07/01/2049
Gnma Gii30 Tba 04.5000 07/01/2049
Fnma Fn30 Tba Umbs 03.0000 08/01/2049
Fhr 3835 Fo Po 00.0000 04/15/2041
Spst 2018-5 A 03.1296 09/24/2019
Apple 02.0000 05/06/2020
Msbam 2013-C10 E P/P 144a 04.2183 07/15/2046
Holdings represent 43.15% of portfolio
Top 10 holdings as of 05/31/19
Net cash
Umbs Fn30 Tba 03.5000 06/01/2049
Fnma Fn30 Tba Umbs 04.0000 07/01/2049
Umbs Fn30 Tba 04.0000 06/01/2049
Gnma Gii30 Tba 04.5000 06/01/2049
Umbs Fn30 Tba 03.0000 06/01/2049
Fhr 3835 Fo Po 00.0000 04/15/2041
Spst 2018-5 A 03.1874 09/24/2019
Apple 02.0000 05/06/2020
Msbam 2013-C10 E P/P 144a 04.0824 07/15/2046
Holdings represent 43.07% of portfolio
Top 10 holdings as of 04/30/19
Net cash
Umbs Fn30 Tba 03.5000 06/01/2049
Umbs Fn30 Tba 04.0000 06/01/2049
Gnma Gii30 Tba 04.5000 05/01/2049
Fnma Fn30 Tba 03.0000 05/01/2049
Fhr 3835 Fo Po 00.0000 04/15/2041
Spst 2018-5 A 03.1809 09/24/2019
Apple 02.0000 05/06/2020
Cwalt 2005-59 1a1 02.8109 11/20/2035
Msbam 2013-C10 E P/P 144a 04.2186 07/15/2046
Holdings represent 43.66% of portfolio

Fixed income statistics as of 07/31/19

Average effective maturity 4.87 yrs.
Average effective duration 1.75 yrs.
Average yield to maturity 3.99%
Average coupon 4.56%
Average price $86.26

Maturity detail as of 07/31/19

0 - 1 yr. -6.55%
1 - 5 yrs. 71.13%
5 - 10 yrs. 33.25%
10 - 15 yrs. 1.10%
Over 15 yrs. 1.07%

Quality rating as of 07/31/19

AAA 54.20%
AA 10.37%
A 5.98%
BBB 13.27%
BB 19.17%
B 4.19%
CCC and Below 2.94%
Not Rated -10.12%

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

Consider these risks before investing: Allocation of assets among fixed-income strategies and sectors may hurt performance. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. 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 generally 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 investments, unlike traditional debt investments, are subject to prepayment risk, which means 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.

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

Country allocation as of 07/31/19

United States 88.86%
Greece 2.46%
Canada 1.15%
Mexico 1.09%
Australia 1.06%
United Kingdom 0.78%
Brazil 0.77%
France 0.56%
Indonesia 0.56%
 
Other
2.71%
Uruguay 0.54%
Sweden 0.43%
Netherlands 0.37%
Switzerland 0.37%
Argentina 0.33%
Russia 0.32%
Ireland 0.24%
Luxembourg 0.23%
Peru 0.17%
Ivory Coast 0.13%
Senegal 0.10%
Israel 0.09%
Norway 0.06%
Venezuela 0.04%
South Korea 0.02%
India 0.01%
New Zealand -0.03%
Czech Republic -0.04%
Japan -0.09%
European Community -0.58%

Expenses

Expense ratio

Class A Class B Class C Class M Class R Class R6 Class Y
Total expense ratio 0.80% 1.00% 1.55% 0.85% 1.05% 0.55% 0.55%
What you pay 0.80% 1.00% 1.55% 0.85% 1.05% 0.55% 0.55%

Sales charge

 Breakpoint Class A Class B Class C Class M Class R Class R6 Class Y
$0-$49,999 2.25% / 2.00% 0.00% / 1.00% 0.00% / 1.00% 0.75% / 0.75% -- -- --
$50,000-$99,999 2.25% / 2.00% 0.00% / 1.00% 0.00% / 1.00% 0.75% / 0.75% -- -- --
$100,000-$249,999 1.75% / 1.50% -- 0.00% / 1.00% 0.75% / 0.75% -- -- --
$250,000-$499,999 1.25% / 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: Allocation of assets among fixed-income strategies and sectors may hurt performance. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. 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 generally 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 investments, unlike traditional debt investments, are subject to prepayment risk, which means 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.

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