Global Income Trust  (PGGIX)

Seeking attractive bond investments across world markets since 1987

Objective

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

Strategy and process

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

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $12.11
0.00% | $0.00
$12.27
09/07/17
$11.62
12/23/16
Historical fund price

Fund facts as of 11/30/17

Total net assets
$244.22M
Turnover (fiscal year end)
551%
Dividend frequency (view rate)
Monthly
Number of holdings
1038
Fiscal year-end
October
CUSIP / Fund code
74677Q109 / 0020
Inception date
06/01/87
Category
Taxable Income
Open to new investors
Ticker
PGGIX

Management team


Chief Investment Officer, Fixed Income

Portfolio Manager

Portfolio Manager

Co-Head of Fixed Income

Co-Head of Fixed Income


Literature


Market sectors that might lead in 2018
Technology’s strength seems set to continue, but with the prospect of rising rates, financials may also be among the leading market sectors.
Just how cheap are European equities?
Our analysis finds that industry group weightings play a significant role in valuation discrepancies between U.S. and European equities.
What could disturb unprecedented calm in markets?
What’s most remarkable about 2017 is the market calm, but this is not a sign that the trend will revert to the mean.

Performance

Consistency of positive performance over five years

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

Performance shown above 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 see below.

14.16%

Best 5-year annualized return

(for period ending 09/30/92)


0.22%

Worst 5-year annualized return

(for period ending 12/31/01)


6.08%

Average 5-year annualized return


  • Total return (%) as of 09/30/17

  • Annual performance as of 09/30/17

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 2.27% 1.40% 2.05% 4.85%
After sales charge -1.82% 0.03% 1.22% 4.43%
Bloomberg Barclays Global Aggregate Index -1.26% 1.30% 0.48% 3.31%

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. To obtain the most recent month-end performance, visit putnam.com. 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 Absolute Return 500 Fund and 700 Fund, and 4.00% and 3.25% for income funds (1.00% and 0.75% for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 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, T1, 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. Class A, M, and T1 shares of Putnam money market funds have no initial sales charge. 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 11/30/17 0.76 % -3.27 %
YTD as of 12/12/17 6.95 % 2.68 %

Yield

Distribution rate before sales charge
as of 12/12/17
3.17%
Distribution rate after sales charge
as of 12/12/17
3.05%
30-day SEC yield as of 11/30/17
(after sales charge)
1.86%

Risk-adjusted performance as of 10/31/17

Sharpe ratio (3 yrs.) 0.35
Information ratio (3 yrs.) 0.17

Volatility as of 10/31/17

Standard deviation (3 yrs.) 4.07%
Beta 0.63
R-squared 0.55

Lipper rankings as of 10/31/17

Global Income Funds Percentile ranking Rank/Funds in category
1 yr. 30% 61/206
3 yrs. 46% 86/189
5 yrs. 36% 61/173
10 yrs. 23% 18/80

Morningstar ratings as of 10/31/17

World Bond Rating Funds in category
Overall (93)
3 yrs. (93)
5 yrs. (249)
10 yrs. (68)

Distributions

Record/Ex dividend date 11/24/17
Payable date 11/30/17
Income $0.032
Extra income $0.0
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.


Holdings

Top 10 holdings as of 10/31/17

Fnma Fn30 Tba 03.5000 12/01/2047 11.51%
Japan (10 Year Issue) 01.0000 09/20/2021 5.26%
Fnma Fn30 Tba 03.0000 11/01/2047 4.16%
Fnma Fn30 Tba 02.5000 11/01/2047 3.61%
Japan (10 Yr Issue) 00.8000 09/20/2023 2.50%
Japan (20 Year Issue) 02.3000 06/20/2027 2.24%
Fnma Fn30 Tba 03.0000 12/01/2047 2.08%
Japan (30 Year Issue) 02.3000 03/20/2040 1.99%
France (Govt Of) Regs 03.2500 10/25/2021 1.89%
European Investment Bank Gbp 05.6250 06/07/2032 1.56%
Top 10 holdings, percent of portfolio 36.80%

Full portfolio holdings as of 09/30/17

FNMA FN30 TBA 03.5000 11/01/2047 11.45%
FNMA FN30 TBA 03.0000 11/01/2047 7.02%
JAPAN (10 YEAR ISSUE) 01.0000 09/20/2021 5.26%
EUR/USD 12/20/2017 JPMCB 4.66%
EUR/USD 12/20/2017 GSFX 3.91%
FNMA FN30 TBA 02.5000 10/01/2047 3.59%
EUR/USD 12/20/2017 BANKAM 2.83%
JAPAN (10 YR ISSUE) 00.8000 09/20/2023 2.50%
JPY/USD 11/15/2017 CITI 2.39%
JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 2.24%
JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 1.99%
FRANCE (GOVT OF) REGS 03.2500 10/25/2021 1.95%
JPY/USD 11/15/2017 JPMCB 1.81%
FNMA FN30 TBA 04.0000 11/01/2047 1.73%
EUROPEAN INVESTMENT BANK GBP 05.6250 06/07/2032 1.56%
GBP/USD 12/20/2017 GSFX 1.44%
JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 1.42%
JAPAN (20 YEAR ISSUE) 01.5000 03/20/2019 1.39%
UK TSY 4 2060 REGS 04.0000 01/22/2060 1.22%
BUONI POLIENNALI DEL P/P REGS 04.7500 08/01/2023 1.15%
JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 1.15%
CAD/USD 10/18/2017 BANKAM 1.08%
REPUBLIC OF AUSTRIA P/P REGS 00.5000 04/20/2027 1.01%
BUNDESREPUB. DEUTSCHLAND REGS 02.5000 07/04/2044 0.92%
KRW/USD 11/15/2017 JPMCB 0.92%
GNMA GII30 TBA 04.5000 10/01/2047 0.88%
GNMA GII30 TBA 03.5000 10/01/2047 0.86%
GNMA GII30 TBA 03.0000 10/01/2047 0.84%
BUONI POLIENNALI DEL TES 00.0500 10/15/2019 0.78%
CAS 2015-C04 2M2 06.7872 04/25/2028 0.77%
CAS 2014-C02 1M2 03.8372 05/25/2024 0.73%
FRANCE (GOVT OF) REGS 00.5000 05/25/2025 0.73%
TRY/USD 12/20/2017 GSFX 0.73%
NETHERLANDS GOVT P/P REGS 02.2500 07/15/2022 0.71%
AUD/USD 10/18/2017 JPMCB 0.69%
CAD/USD 10/18/2017 BANKAM 0.67%
SEK/USD 12/20/2017 JPMCB 0.65%
FRANCE (GOVT OF) REGS 04.5000 04/25/2041 0.64%
NOK/USD 12/20/2017 SSBT 0.61%
NOK/USD 12/20/2017 UBS 0.61%
ONTARIO (PROVINCE OF) 04.0000 06/02/2021 0.60%
RUB/USD 12/20/2017 BANKAM 0.56%
BONOS Y OBLIG DEL ES P/P REGS 04.4000 10/31/2023 0.55%
BUONI POLIENNALI DEL TES 02.5000 12/01/2024 0.55%
GBP/USD 12/20/2017 JPMCB 0.55%
RUB/USD 12/20/2017 CITI 0.55%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.54%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.54%
UK TSY 3 3/4 2019 REGS 03.7500 09/07/2019 0.54%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.53%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.53%
JPMCC 2012-C8 D P/P 144A 04.8070 10/15/2045 0.52%
JPY/USD 11/15/2017 UBS 0.52%
WAMU 2005-AR13 A1C3 01.7272 10/25/2045 0.52%
BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 0.51%
EUR/USD 12/20/2017 BCAP-FX 0.51%
EUR/USD 12/20/2017 GSFX 0.51%
JPY/USD 11/15/2017 CSI-FX 0.51%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.51%
SEK/USD 12/20/2017 CITI 0.51%
JPMCC 2012-C6 E P/P 144A 05.3074 05/15/2045 0.49%
BUONI POLIENNALI DEL TES 06.5000 11/01/2027 0.46%
CFCRE 2011-C2 E P/P 144A 05.9453 12/15/2047 0.44%
GNMA GII30 MA4586 03.5000 07/20/2047 0.43%
GNMA GII30 TBA 04.0000 10/01/2047 0.43%
JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 0.43%
TRY/USD 12/20/2017 RBSF 0.43%
ZAR/USD 10/18/2017 GSFX 0.43%
BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 0.40%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.40%
DBUBS 2011-LC3A D P/P 144A 05.3454 08/10/2044 0.39%
RABOBANK NEDERLAND P/P 144A 11.0000 12/29/2049 0.38%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.37%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.37%
NZD/USD 10/18/2017 SSBT 0.37%
AUD/USD 10/18/2017 JPMCB 0.36%
SWEDISH GOVERNMENT 03.5000 06/01/2022 0.36%
MASS MUTUAL LIFE P/P 144A 08.8750 06/01/2039 0.35%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.35%
WFRBS 2011-C4 E P/P 144A 05.4142 06/15/2044 0.35%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.35%
AT&T INC 05.1500 02/14/2050 0.34%
AUSTRALIAN GOVERNMENT REGS 05.2500 03/15/2019 0.34%
CSMC 2016-NXSR C 04.5094 12/15/2049 0.34%
MEX BONOS DESARR FIX RT 10.0000 12/05/2024 0.34%
NOK/USD 12/20/2017 BANKAM 0.34%
REPUBLIC OF SOUTH AFRICA 07.7500 02/28/2023 0.34%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.34%
BELGIUM KINGDOM REGS 04.2500 09/28/2022 0.32%
BONOS Y OBLIG DEL ES P/P REGS 04.0000 04/30/2020 0.32%
BPCE SA P/P 144A 04.5000 03/15/2025 0.32%
CANADIAN GOVERNMENT 01.2500 09/01/2018 0.32%
KRW/USD 11/15/2017 JPMCB 0.32%
BELGIUM KINGDOM P/P REGS 01.0000 06/22/2026 0.31%
GSMS 2012-GC6 D P/P 144A 05.8406 01/10/2045 0.31%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.31%
NOK/USD 12/20/2017 CITI 0.31%
EUR/USD 12/20/2017 UBS 0.30%
HSBC CAP FUNDING USD P/P 144A 10.1760 12/29/2049 0.30%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.30%
MXN/USD 10/18/2017 HSBCB 0.30%
VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 0.30%
WAMU 2005-AR9 A1C3 02.1972 07/25/2045 0.30%
AIG LIFE HLDG INC P/P 144A 08.1250 03/15/2046 0.29%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.29%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.29%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.29%
WAMU 2005-AR12 1A8 03.1617 10/25/2035 0.29%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.28%
EUROPEAN INVESTMENT BANK 04.1250 04/15/2024 0.28%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.28%
RUSSIAN FEDERATION P/P 144A 05.6250 04/04/2042 0.28%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.28%
SWITZERLAND REGS 02.0000 04/28/2021 0.28%
UK TSY 1.25 2018 REGS 01.2500 07/22/2018 0.28%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.27%
AUD/USD 10/18/2017 RBSF 0.27%
BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 0.27%
CAD/USD 10/18/2017 UBS 0.27%
CAS 2016-C03 1M2 06.5372 10/25/2028 0.27%
CMLTI 2005-2 1A2A 03.2532 05/25/2035 0.27%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.27%
POLAND GOVERNMENT BOND PLN 01.7500 07/25/2021 0.27%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.27%
TELECOM ITALIA SPA P/P 144A 05.3030 05/30/2024 0.27%
AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 0.26%
CWALT 2006-OA7 1A2 01.8291 06/25/2046 0.26%
EUR/USD 12/20/2017 SSBT 0.26%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.26%
LLOYDS BANKING GROUP P/P 144A 06.6570 12/29/2049 0.26%
SEK/USD 12/20/2017 RBSF 0.26%
SPANISH GOV'T P/P REGS 05.1500 10/31/2044 0.26%
WEC ENERGY GROUP INC 03.4275 05/15/2067 0.26%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.25%
BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 0.25%
EUR/USD 12/20/2017 BANKAM 0.25%
EUR/USD 12/20/2017 HSBCB 0.25%
FHR 4165 TI IO 03.0000 12/15/2042 0.25%
GNR 2015-H09 AI IO 01.9521 04/20/2065 0.25%
GNR 2016-47 CI IO 04.0000 09/20/2045 0.25%
GNR 2016-H23 NI IO 02.3375 10/20/2066 0.25%
GSMS 2013-GC10 XA IO 01.5934 02/10/2046 0.25%
HUF/USD 12/20/2017 GSFX 0.25%
JPMBB 2015-C33 XA IO 01.1840 12/15/2048 0.25%
JPY/USD 11/15/2017 HSBCB 0.25%
JPY/USD 11/15/2017 WPAC 0.25%
MSC 2011-C3 D P/P 144A 05.3268 07/15/2049 0.25%
SEK/USD 12/20/2017 CSI-FX 0.25%
SEK/USD 12/20/2017 UBS 0.25%
TEXAS-NEW MEXICO PR P/P 144A 09.5000 04/01/2019 0.25%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.25%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.25%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.24%
AUD/USD 10/18/2017 GSFX 0.24%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.24%
GRUPO BIMBO SAB P/P 144A 03.8750 06/27/2024 0.24%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.24%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.24%
VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 0.24%
WAMU 2005-AR2 2A1B 01.6072 01/25/2045 0.24%
WFRBS 2013-C14 XA IO 00.9385 06/15/2046 0.24%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.23%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.23%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.23%
MARM 2004-13 3A7 03.4405 11/21/2034 0.23%
SEK/USD 12/20/2017 GSFX 0.23%
SPST 2017-1 A 02.1372 02/25/2049 0.23%
AUD/USD 10/18/2017 BANKAM 0.22%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.22%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.22%
BSCMS 2006-PW11 B P/P 144A 05.2857 03/11/2039 0.22%
CHF/USD 12/20/2017 GSFX 0.22%
CWALT 2006-OA10 4A1 01.4272 08/25/2046 0.22%
EUR/USD 12/20/2017 CITI 0.22%
GE CAP INTL FUNDING USD 04.4180 11/15/2035 0.22%
GNR 2012-91 IN IO 04.5000 05/20/2042 0.22%
GNR 2017-H02 BI IO 02.3362 01/20/2067 0.22%
GNR 2017-H11 NI IO 02.1791 05/20/2067 0.22%
IRISH TSY 5 2020 05.0000 10/18/2020 0.22%
JPMBB 2013-C12 XA IO 00.8013 07/15/2045 0.22%
JPMBB 2014-C22 XA IO 01.0800 09/15/2047 0.22%
NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 0.22%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.22%
AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 0.21%
COMM 2014-UBS6 XA IO 01.1746 12/10/2047 0.21%
GNR 2015-H03 DI IO 01.8162 01/20/2065 0.21%
GNR 2016-83 PI IO 03.5000 06/20/2045 0.21%
GNR 2017-H04 BI IO 02.4170 02/20/2067 0.21%
GRUPO BIMBO SAB P/P 144A 04.8750 06/27/2044 0.21%
GSMS 2013-GC10 E P/P 144A 04.4100 02/10/2046 0.21%
JPY/USD 11/15/2017 RBSF 0.21%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.21%
STACR 2014-HQ3 M3 05.9872 10/25/2024 0.21%
ARC PROP OPER PART L 04.6000 02/06/2024 0.20%
BARCLAYS PLC USD 04.8360 05/09/2028 0.20%
BRDCOM CRP / FIN P/P 144A 03.8750 01/15/2027 0.20%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.20%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.20%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.20%
EQT CORP 03.9000 10/01/2027 0.20%
JPMCC 2013-C16 XA IO 01.2782 12/15/2046 0.20%
MYR/USD 11/15/2017 CITI 0.20%
NOK/USD 12/20/2017 JPMCB 0.20%
STEEL DYNAMICS INC P/P 144A 04.1250 09/15/2025 0.20%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.20%
WP CAREY INC 04.6000 04/01/2024 0.20%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.19%
AMAZON.COM INC P/P 144A 03.1500 08/22/2027 0.19%
AMAZON.COM INC P/P 144A 04.0500 08/22/2047 0.19%
AT&T INC 04.2500 03/01/2027 0.19%
CITIGROUP INC 04.7500 05/18/2046 0.19%
COMM 2014-CR17 C 04.8948 05/10/2047 0.19%
ENERGY TRANSFER LP 06.5000 02/01/2042 0.19%
GNR 2016-H16 EI IO 02.2370 06/20/2066 0.19%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.19%
KINGDOM OF DENMARK 01.7500 11/15/2025 0.19%
SAMI 2007-AR7 1A1 02.0872 05/25/2047 0.19%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.19%
UNITED MEXICAN STATES USD 04.7500 03/08/2044 0.19%
WFRBS 2011-C2 D P/P 144A 05.7881 02/15/2044 0.19%
WFRBS 2011-C5 E P/P 144A 05.8611 11/15/2044 0.19%
AON PLC USD 04.2500 12/12/2042 0.18%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.18%
EASTMAN CHEMICAL CO 03.8000 03/15/2025 0.18%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.18%
GBP/USD 12/20/2017 BANKAM 0.18%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.18%
GNR 2016-H07 HI IO 01.6769 02/20/2066 0.18%
MSBAM 2012-C6 XA IO P/P 144A 01.9345 11/15/2045 0.18%
WFCM 2016-LC25 XA IO 01.2371 12/15/2059 0.18%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 0.18%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.17%
AXA SA P/P 144A 06.4630 12/29/2049 0.17%
GNR 2015-80 IA IO 04.5000 06/20/2045 0.17%
GNR 2015-94 NI IO 04.0000 12/20/2041 0.17%
IRISH TSY 5.4 2025 05.4000 03/13/2025 0.17%
LEAR CORP 03.8000 09/15/2027 0.17%
THB/USD 11/15/2017 CITI 0.17%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.17%
COMM 2014-CR18 C 04.8929 07/15/2047 0.16%
COMMERZBANK AG P/P 144A 08.1250 09/19/2023 0.16%
D.R. HORTON INC 05.7500 08/15/2023 0.16%
EUR/USD 12/20/2017 CSI-FX 0.16%
GNR 2015-64 IG IO 04.0000 05/20/2045 0.16%
GNR 2016-75 LI IO 06.0000 01/20/2040 0.16%
GNR 2016-H13 EI IO 02.0304 04/20/2066 0.16%
GSMS 2013-GC10 D P/P 144A 04.4100 02/10/2046 0.16%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.16%
TEXAS GAS TRANSMISN P/P 144A 04.5000 02/01/2021 0.16%
WELLS FARGO BANK NA 06.6000 01/15/2038 0.16%
WFRBS 2014-C19 C 04.6460 03/15/2047 0.16%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.15%
COMM 2014-UBS6 C 04.6137 12/10/2047 0.15%
CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 0.15%
FRANCE (GOVT OF) REGS 02.7500 10/25/2027 0.15%
GNR 2013-53 PI IO 03.0000 04/20/2041 0.15%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.15%
HSBC BANK USA NA 07.0000 01/15/2039 0.15%
KRAFT HEINZ FOODS CO 06.5000 02/09/2040 0.15%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.15%
WBCMT 2005-C21 D 05.4681 10/15/2044 0.15%
BGC PARTNERS INC 05.1250 05/27/2021 0.14%
CAS 2015-C04 1M2 06.9372 04/25/2028 0.14%
CHENIERE CORP CHRIST P/P 144A 05.1250 06/30/2027 0.14%
COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 0.14%
CROWN CASTLE INTL CORP 04.7500 05/15/2047 0.14%
FNR 2012-103 LS IO 04.7628 09/25/2042 0.14%
GNR 2013-124 BS IO 05.4139 08/20/2038 0.14%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.14%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.14%
GNR 2014-25 QI IO 05.0000 01/20/2044 0.14%
GNR 2014-H12 BI IO 01.5500 05/20/2064 0.14%
GNR 2016-19 PI IO 04.0000 02/20/2046 0.14%
GNR 2016-77 SL IO 04.9139 03/20/2043 0.14%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.14%
LNSTR 2015-3 C P/P 144A 03.3278 04/20/2048 0.14%
LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 0.14%
NZD/USD 10/18/2017 JPMCB 0.14%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.14%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.14%
UBS GROUP AG REGS 06.8750 12/29/2049 0.14%
WFCM 2013-LC12 C 04.4301 07/15/2046 0.14%
BUMT 2005-1 1A1 01.5372 09/25/2045 0.13%
CAS 2015-C02 1M2 05.2372 05/25/2025 0.13%
CAS 2016-C05 2M1 02.5872 01/25/2029 0.13%
GNR 2012-136 BI IO 03.5000 11/20/2042 0.13%
GNR 2015-40 IO IO 04.0000 03/20/2045 0.13%
GNR 2015-H26 DI IO 01.8645 10/20/2065 0.13%
HCA INC 05.5000 06/15/2047 0.13%
JPMCC 2013-LC11 X IO 01.4812 04/15/2046 0.13%
METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 0.13%
NEW ZEALAND GOVERNMENT REGS 05.5000 04/15/2023 0.13%
WESTROCK MWV LLC 08.2000 01/15/2030 0.13%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.12%
CENOVUS ENERGY INC. P/P 144A 04.2500 04/15/2027 0.12%
CSAIL 2015-C1 C 04.4417 04/15/2050 0.12%
CWALT 2006-OA10 1A1 01.8491 08/25/2046 0.12%
DKK/USD 12/20/2017 CITI 0.12%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.12%
FHR 4141 PI IO 03.0000 12/15/2042 0.12%
FHR 4369 IA IO 03.5000 07/15/2044 0.12%
FNR 2014-28 AI IO 03.0000 03/25/2040 0.12%
FRANCE (GOVT OF) REGS 04.0000 04/25/2055 0.12%
GENERAL ELECTRIC CO 05.0000 12/29/2049 0.12%
GNR 2014-H21 AI IO 01.6285 10/20/2064 0.12%
GNR 2015-H26 EI IO 01.7111 10/20/2065 0.12%
GNR 2016-H25 GI IO 01.4754 11/20/2066 0.12%
GNR 2017-57 AI IO 04.0000 06/20/2045 0.12%
GNR 2017-H19 MI IO 02.0069 04/20/2067 0.12%
GSMS 2011-GC3 D P/P 144A 05.8199 03/10/2044 0.12%
JPMCC 2007-CB20 C P/P 144A 06.5559 02/12/2051 0.12%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.12%
PETROLEOS MEXICANOS USD 05.6250 01/23/2046 0.12%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.12%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.12%
SBERBANK (SB CAP SA) P/P 144A 06.1250 02/07/2022 0.12%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.12%
SWPTN LIABILITY 2YX20Y R 1.733 EUR 09/30/2019 JP 0.12%
VMWARE INC 03.9000 08/21/2027 0.12%
AES CORP/VA 05.1250 09/01/2027 0.11%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.11%
AUD/USD 10/18/2017 UBS 0.11%
CBS CORP 03.5000 01/15/2025 0.11%
FNR 2013-55 PI IO 03.0000 05/25/2042 0.11%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.11%
GNR 2015-H25 AI IO 01.6125 09/20/2065 0.11%
GNR 2016-H20 NI IO 02.3171 09/20/2066 0.11%
GRUPO TELEVISA SAB USD 05.0000 05/13/2045 0.11%
GRUPO TELEVISA SAB USD 06.6250 01/15/2040 0.11%
GSMS 2010-C1 D P/P 144A 06.1973 08/10/2043 0.11%
INVISTA FINANCE LLC P/P 144A 04.2500 10/15/2019 0.11%
JPMCC 2012-LC9 D P/P 144A 04.5299 12/15/2047 0.11%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.11%
MPLX LP 04.1250 03/01/2027 0.11%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 0.11%
SAMI 2007-AR1 2A1 01.4172 01/25/2037 0.11%
SGD/USD 11/15/2017 JPMCB 0.11%
TEVA PHARMACEUTICALS NE USD 03.1500 10/01/2026 0.11%
WFRBS 2012-C10 D P/P 144A 04.5930 12/15/2045 0.11%
2.25 R ISWP FWD US0003M P 12/20/2027 0.10%
AMERICAN TOWER CORP 04.0000 06/01/2025 0.10%
BACARDI LTD P/P 144A 04.5000 01/15/2021 0.10%
BMIR 2015-1A M2 05.5372 07/25/2025 0.10%
BPCE SA P/P 144A 05.1500 07/21/2024 0.10%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.10%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.10%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.10%
CWCI 2007-C3 AJ 06.0488 05/15/2046 0.10%
CZK/USD 12/20/2017 BANKAM 0.10%
FHR 4076 MS IO 05.4656 07/15/2040 0.10%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.10%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.10%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.10%
HUF/USD 12/20/2017 SSBT 0.10%
L BRANDS INC 05.6250 02/15/2022 0.10%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.10%
NABORS INDUSTRIES INC 04.6250 09/15/2021 0.10%
NORWEGIAN GOVERNMENT P/P REGS 03.0000 03/14/2024 0.10%
PETROBRAS GLOBAL FIN P/P 144A 05.2990 01/27/2025 0.10%
QVC INC 04.8500 04/01/2024 0.10%
RAMC 2003-4 A1 01.7572 03/25/2034 0.10%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.10%
UBSBB 2012-C4 XA IO P/P 144A 01.8351 12/10/2045 0.10%
WAMU 2005-AR1 A1B 02.0172 01/25/2045 0.10%
WFRBS 2012-C10 XA IO P/P 144A 01.7531 12/15/2045 0.10%
BRL/USD 01/03/2018 CITI 0.09%
CEMEX FINANCE LLC P/P 144A 09.3750 10/12/2022 0.09%
CHF/USD 12/20/2017 GSFX 0.09%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 0.09%
CROWN CASTLE INTL CORP. 05.2500 01/15/2023 0.09%
EMERA US FINANCE LP 03.5500 06/15/2026 0.09%
FHR 4193 PI IO 04.0000 03/15/2043 0.09%
FHR 4206 IP IO 03.0000 12/15/2041 0.09%
FNR 2012-58 SM IO 05.2628 06/25/2042 0.09%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.09%
GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 0.09%
GNR 2010-171 SB IO 05.2156 12/16/2040 0.09%
JPMBB 2013-C14 C 04.7211 08/15/2046 0.09%
MOODY'S CORPORATION P/P 144A 03.2500 01/15/2028 0.09%
MSC 2007-HQ11 AJ 05.5080 02/12/2044 0.09%
NOK/USD 12/20/2017 RBSF 0.09%
REP OF SRI LANKA P/P 144A 06.8500 11/03/2025 0.09%
SANTANDER ISSUANCES USD 05.1790 11/19/2025 0.09%
STACR 2015-DNA2 M2 03.8372 12/25/2027 0.09%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.09%
WEYERHAEUSER CO 07.3750 03/15/2032 0.09%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.09%
AUD/USD 10/18/2017 HSBCB 0.08%
CAS 2016-C03 2M2 07.1372 10/25/2028 0.08%
CBRE SERVICES INC 04.8750 03/01/2026 0.08%
CBS CORP 02.9000 01/15/2027 0.08%
CHARTER COMM OPT LLC P/P 144A 05.3750 05/01/2047 0.08%
COMM 2012-CR1 XA IO 02.0573 05/15/2045 0.08%
ENERGY TRANSFER LP 05.2000 02/01/2022 0.08%
FHR 4355 DI IO 04.0000 03/15/2044 0.08%
FNR 2012-124 JI IO 03.5000 11/25/2042 0.08%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.08%
GNR 2014-102 IG IO 03.5000 03/16/2041 0.08%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.08%
HARTFORD FINL SVCS GRP 08.1250 06/15/2038 0.08%
IBERDROLA INTL BV USD 06.7500 07/15/2036 0.08%
KINGDOM OF DENMARK 04.5000 11/15/2039 0.08%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.08%
MLMI 2005-A2 A2 02.9727 02/25/2035 0.08%
PUGET SOUND ENERGY INC 06.9740 06/01/2067 0.08%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.08%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.08%
TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 0.08%
THB/USD 11/15/2017 CITI 0.08%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.08%
WFRBS 2011-C5 C P/P 144A 05.8611 11/15/2044 0.08%
AMERICAN EXPRESS CO 04.9000 12/29/2049 0.07%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.07%
AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 0.07%
AUTONATION INC. 05.5000 02/01/2020 0.07%
BSCMS 2006-PW11 C P/P 144A 05.2857 03/11/2039 0.07%
CANADIAN GOVERNMENT 03.5000 12/01/2045 0.07%
CANADIAN NATL RESOURCES USD 03.8500 06/01/2027 0.07%
CAS 2015-C03 2M2 06.2372 07/25/2025 0.07%
CBRE SERVICES INC 05.2500 03/15/2025 0.07%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.07%
CELANESE US HOLDINGS LLC 05.8750 06/15/2021 0.07%
CITIGROUP INC 05.9000 12/29/2049 0.07%
CITIGROUP INC 05.9500 12/29/2049 0.07%
CROWN CASTLE TOWERS P/P 144A 04.8830 08/15/2020 0.07%
ENBRIDGE INC USD 04.2500 12/01/2026 0.07%
GNR 2014-76 IO IO 05.0000 05/20/2044 0.07%
IPALCO ENTPRS IN P/P 144A 03.7000 09/01/2024 0.07%
LIBERTY MUTUAL GROUP P/P 144A 04.2250 03/15/2037 0.07%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.07%
MYR/USD 11/15/2017 CITI 0.07%
O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 0.07%
PLN/USD 12/20/2017 SSBT 0.07%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.07%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.07%
S&P GLOBAL INC 04.4000 02/15/2026 0.07%
SGD/USD 11/15/2017 JPMCB 0.07%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.07%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.07%
SWPTN 7WX10Y P 2.09 USD 10/27/2017 CS 0.07%
SWPTN LIABILITY 2YX28Y P 2.7175 USD 01/24/2019 BA 0.07%
SWPTN LIABILITY 2YX28Y R 2.7175 USD 01/24/2019 BA 0.07%
SWPTN LIABILITY 2YX30Y P 2.79 USD 02/15/2019 JP 0.07%
SWPTN LIABILITY 2YX30Y R 2.79 USD 02/15/2019 JP 0.07%
TURKEY GOVERNMENT BOND TRY 11.0000 03/02/2022 0.07%
WILLIAMS PARTNERS L.P. 04.8750 03/15/2024 0.07%
21ST CENTURY FOX AMERICA 07.8500 03/01/2039 0.06%
APPLE INC 03.4500 05/06/2024 0.06%
CA TXB-VAR PURP 3 07.5000 04/01/2034 0.06%
CAS 2015-C01 1M2 05.5372 02/25/2025 0.06%
CFCRE 2011-C1 E P/P 144A 06.2811 04/15/2044 0.06%
CONSTELLATION BRANDS INC 03.7000 12/06/2026 0.06%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.06%
FNR 2013-55 KI IO 03.0000 04/25/2043 0.06%
GEORGIA-PACIFIC LLC 07.7500 11/15/2029 0.06%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.06%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.06%
GNR 2015-124 DI IO 03.5000 01/20/2038 0.06%
ILS/USD 10/18/2017 SSBT 0.06%
JPMCC 2006-LDP7 B 06.1377 04/17/2045 0.06%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.06%
MSRR 2015-R4 CB1 00.5977 08/26/2047 0.06%
N TX HWY-TXB-B 06.7180 01/01/2049 0.06%
NBCUNIVERSAL MEDIA LLC 06.4000 04/30/2040 0.06%
NORFOLK SOUTHERN COR P/P 144A 04.0500 08/15/2052 0.06%
OH UNIV-TXB-C-BABS 04.9100 06/01/2040 0.06%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.06%
OMNICOM GROUP INC 03.6000 04/15/2026 0.06%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.06%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.06%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.06%
STATOIL ASA USD 05.1000 08/17/2040 0.06%
SW AIRLINES 07-1 TRUST 06.1500 08/01/2022 0.06%
SWPTN 2MX10Y P 2.18 USD 10/27/2017 CS 0.06%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.06%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.06%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.06%
VALERO ENERGY PARTNERS 04.3750 12/15/2026 0.06%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.06%
AMERICA MOVIL SAB DE USD 06.1250 03/30/2040 0.05%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.05%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.05%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.05%
GBP/USD 12/20/2017 CITI 0.05%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.05%
HEALTHCARE REALTY TRUST INC 03.8750 05/01/2025 0.05%
HELLENIC REPUBLIC REGS 03.0000 02/24/2024 0.05%
HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 0.05%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.05%
HYATT HOTELS CORP 03.3750 07/15/2023 0.05%
NOK/USD 12/20/2017 JPMCB 0.05%
NZD/USD 10/18/2017 BANKAM 0.05%
SWPTN 3MX2Y P 0.597 GBP 11/21/2017 GS 0.05%
SWPTN LIABILITY 2YX10Y P 2.413 USD 06/03/2019 BA 0.05%
SWPTN LIABILITY 2YX10Y P 2.42 USD 06/03/2019 CI 0.05%
SWPTN LIABILITY 2YX10Y R 2.413 USD 06/03/2019 BA 0.05%
SWPTN LIABILITY 2YX10Y R 2.42 USD 06/03/2019 CI 0.05%
TIME WARNER INC 02.9500 07/15/2026 0.05%
WILLIAMS PARTNERS LP 03.6000 03/15/2022 0.05%
1.001 R ISWP FWD EURIBOR6MD P 06/21/2027 0.04%
AIR LEASE CORP 03.6250 04/01/2027 0.04%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.04%
DCP MIDSTREAM OPERATING 03.8750 03/15/2023 0.04%
DEVON ENERGY CORPORATION 03.2500 05/15/2022 0.04%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.04%
FED REPUBLIC OF BRAZIL USD 05.8750 01/15/2019 0.04%
FHR 3065 DC 16.1567 03/15/2035 0.04%
GNR 2011-18 PI IO 04.5000 08/20/2040 0.04%
GNR 2013-24 PI IO 04.0000 11/20/2042 0.04%
HCA INC 05.2500 06/15/2026 0.04%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031 0.04%
ILS/USD 10/18/2017 SSBT 0.04%
JPY/USD 11/15/2017 GSFX 0.04%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.04%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.04%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.04%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.04%
PRICELINE GROUP INC/THE 03.6500 03/15/2025 0.04%
PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 0.04%
SWPTN 1YX1Y P 1.919 USD 08/15/2018 JP 0.04%
SWPTN 1YX1Y P 1.9325 USD 08/16/2018 BA 0.04%
SWPTN 2YX30Y P 2.518 USD 05/17/2019 CI 0.04%
SWPTN 5WX10Y P 2.176 USD 10/16/2017 JP 0.04%
SWPTN 7YX5Y P 2.647 USD 06/03/2024 BA 0.04%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI 0.04%
SWPTN 7YX5Y R 2.647 USD 06/03/2024 BA 0.04%
SWPTN 7YX5Y R 2.654 USD 06/03/2024 CI 0.04%
UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 0.04%
VULCAN MATERIALS COMPANY 04.5000 04/01/2025 0.04%
-0.25 R ISWP FWD CHL6M P 12/20/2022 0.03%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.03%
BOARDWALK PIPELINES LP 04.4500 07/15/2027 0.03%
BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.03%
CAD/USD 10/18/2017 RBSF 0.03%
CITIGROUP INC 05.8750 12/29/2049 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.03%
COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 0.03%
COMCAST CORP 06.5000 11/15/2035 0.03%
EXPEDIA INC 05.0000 02/15/2026 0.03%
FHR 3072 SM 04.2533 11/15/2035 0.03%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.03%
FNR 2010-46 SB IO 05.2128 05/25/2040 0.03%
GNR 2013-90 HI IO 03.5000 04/20/2040 0.03%
HCA INC 05.0000 03/15/2024 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.03%
JABIL INC 08.2500 03/15/2018 0.03%
MSC 2004-RR F7 P/P 144A 06.0000 04/28/2039 0.03%
PRIMERICA INC 04.7500 07/15/2022 0.03%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.03%
SEK/USD 12/20/2017 SSBT 0.03%
SWPTN 1MX10Y P 2.23 USD 10/23/2017 JP 0.03%
SWPTN 4YX1Y P 2.25 USD 08/16/2021 JP 0.03%
SWPTN 4YX1Y P 2.2625 USD 08/16/2021 BA 0.03%
SWPTN 4YX1Y R 2.25 USD 08/16/2021 JP 0.03%
SWPTN 4YX1Y R 2.2625 USD 08/16/2021 BA 0.03%
SWPTN 5WX10Y P 2.25 USD 10/27/2017 GS 0.03%
SWPTN 5WX10Y R 2.22 USD 10/30/2017 GS 0.03%
SWPTN 7WX10Y P 2.34875 USD 10/27/2017 CS 0.03%
TIME WARNER INC 03.8000 02/15/2027 0.03%
WESTROCK MWV LLC 07.9500 02/15/2031 0.03%
WFRBS 2013-C12 XA IO P/P 144A 01.5049 03/15/2048 0.03%
-0.051 R ISWP FWD EURIBOR6MD P 06/21/2019 0.02%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.02%
0.401 R ISWP FWD EURIBOR6MD P 06/21/2022 0.02%
1.00 R ISWP FWD EUR006M P 12/20/2027 0.02%
2.201 R ISWP US0003M P 10/03/2027 0.02%
2.25 R ISWP FWD CDOR03 P 12/20/2022 0.02%
CAD/USD 10/18/2017 HSBCB 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.02%
CNH/USD 11/15/2017 GSFX 0.02%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.02%
CZK/USD 12/20/2017 BANKAM 0.02%
FHR 2990 LB 13.7906 06/15/2034 0.02%
FHR 3249 PS 18.2013 12/15/2036 0.02%
FNR 2006-8 HP 20.0302 03/25/2036 0.02%
FNR 2007-53 SP 19.6635 06/25/2037 0.02%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.02%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.02%
HOST HOTELS & RESORTS LP 06.0000 10/01/2021 0.02%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.02%
MARATHON PETRO CORP 06.5000 03/01/2041 0.02%
NZD/USD 10/18/2017 RBSF 0.02%
ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 0.02%
OPTN FN30 3.0 12/06/17 PUT 100.328125 JPMC 0.02%
OPTN FN30 3.0 12/06/17 PUT 100.421875 JPMC 0.02%
OPTN FN30 3.0 12/06/17 PUT 100.515625 JPMC 0.02%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.02%
SWEDISH GOVERNMENT 03.5000 03/30/2039 0.02%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS 0.02%
SWPTN 1MX10Y P 2.187 USD 10/05/2017 CS 0.02%
SWPTN 1YX1Y R 1.919 USD 08/15/2018 JP 0.02%
SWPTN 1YX1Y R 1.9325 USD 08/16/2018 BA 0.02%
SWPTN 2MX10Y P 2.41625 USD 10/27/2017 CS 0.02%
SWPTN 2YX5Y P 2.203 USD 06/03/2019 BA 0.02%
SWPTN 2YX5Y P 2.205 USD 06/03/2019 BC 0.02%
SWPTN 2YX5Y R 2.203 USD 06/03/2019 BA 0.02%
SWPTN 2YX5Y R 2.205 USD 06/03/2019 BC 0.02%
SWPTN 2YX8Y R 2.5925 USD 01/24/2019 BA 0.02%
SWPTN 3MX1Y P 1.6775 USD 11/30/2017 GS 0.02%
SWPTN 5WX10Y P 2.398 USD 10/30/2017 BA 0.02%
SWPTN 5WX10Y R 2.214 USD 10/30/2017 BA 0.02%
SWPTN 6MX10Y R 2.27 USD 03/26/2018 GS 0.02%
SWPTN LIABILITY 5WX10Y P 2.306 USD 10/30/2017 BA 0.02%
SWPTN LIABILITY 5WX10Y R 2.304 USD 10/30/2017 GS 0.02%
SWPTN LIABILITY 5WX10Y R 2.306 USD 10/30/2017 BA 0.02%
VERIZON COMM 04.5220 09/15/2048 0.02%
0.50 R ISWP FWD SES3M P 12/20/2022 0.01%
1.05 R ISWP FWD GBL6M P 12/20/2022 0.01%
1.251 R ISWP FWD GBL6M P 06/21/2027 0.01%
1.50 R ISWP FWD NOKOIB6M P 12/20/2022 0.01%
2.07 R ISWP THFX6M P 11/16/2021 JP 0.01%
2.2405 R ISWP US0003M P 10/03/2027 0.01%
2.2495 R ISWP US0003M P 10/03/2027 0.01%
2.50 R ISWP FWD US0003M P 12/20/2047 0.01%
4.08 R ISWP MYR-KLI3M P 11/14/2021 JP 0.01%
AFLAC INC 06.4500 08/15/2040 0.01%
BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.01%
CMB CMBX.NA.BB.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 JP 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%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.01%
CPTFEMU R 1.4 P 07/15/27 0.01%
CSFB 1998-C1 F P/P 144A 06.0000 05/17/2040 0.01%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.01%
ENERGY TRANSFER LP 04.2000 04/15/2027 0.01%
FHR 3408 EK 20.8259 04/15/2037 0.01%
FNR 2005-75 GS 16.5383 08/25/2035 0.01%
GBP/USD 12/20/2017 SSBT 0.01%
GECMC 2007-C1 XC IO P/P 144A 00.2529 12/10/2049 0.01%
GNR 2010-103 DI IO 04.5000 12/20/2038 0.01%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033 0.01%
HOST HOTELS & RESORTS 05.2500 03/15/2022 0.01%
JPMCC 2006-CB17 X IO 00.8276 12/12/2043 0.01%
JPMCC 2007-LDPX X IO 00.3229 01/15/2049 0.01%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.01%
KINDER MORGAN INC 03.1500 01/15/2023 0.01%
LBUBS 2006-C6 XCL IO P/P 144A 00.6236 09/15/2039 0.01%
MSC 2005-HQ5 X1 IO P/P 144A 00.0153 01/14/2042 0.01%
OPTN FN30 3.0 11/06/17 CALL 100.90625 JPMC 0.01%
RUB/USD 12/20/2017 BANKAM 0.01%
RUB/USD 12/20/2017 CITI 0.01%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.01%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS 0.01%
SWPTN 15DX10Y P 2.39 USD 10/13/2017 GS 0.01%
SWPTN 15DX10Y R 2.21 USD 10/13/2017 GS 0.01%
SWPTN 1MX10Y R 2.135 USD 10/23/2017 CI 0.01%
SWPTN 2YX3Y R 2.43 USD 02/15/2019 BC 0.01%
SWPTN 2YX8Y P 2.5925 USD 01/24/2019 BA 0.01%
SWPTN 3MX2Y R -0.117 EUR 11/03/2017 GS 0.01%
SWPTN 5WX10Y R 2.1565 USD 10/27/2017 CI 0.01%
SWPTN 6MX1Y R 1.9175 USD 03/26/2018 CI 0.01%
SWPTN 6MX30Y R 2.485 USD 03/26/2018 GS 0.01%
SWPTN 6MX5Y P 1.896 USD 12/07/2017 CI 0.01%
SWPTN 6MX5Y P 1.975 USD 11/22/2017 CI 0.01%
SWPTN 6MX5Y P 2.57 USD 11/22/2017 CI 0.01%
SWPTN 6MX5Y R 1.975 USD 11/22/2017 CI 0.01%
SWPTN 6MX5Y R 2.57 USD 11/22/2017 CI 0.01%
SWPTN LIABILITY 15DX10Y P 2.3 USD 10/13/2017 GS 0.01%
SWPTN LIABILITY 15DX10Y R 2.3 USD 10/13/2017 GS 0.01%
UAL 2007 PASS TRUST 06.6360 07/02/2022 0.01%
-0.104 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.124 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.526 R ISWP CHL6M P 10/02/2019 0.00%
-0.528 R ISWP CHL6M P 09/29/2019 0.00%
0.00 R ISWP BZDIOVRA P 01/02/2019 0.00%
0.00 R ISWP BZDIOVRA P 01/04/2021 0.00%
0.21 R ISWP EURIBOR6MD P 04/26/2022 0.00%
0.21 R ISWP EURIBOR6MD P 05/04/2022 0.00%
0.25 R ISWP FWD CHL6M P 12/20/2027 0.00%
0.30 R ISWP FWD EUR006M P 12/20/2022 0.00%
0.766 R ISWP GBL6M P 09/15/2019 0.00%
0.85 R ISWP FWD GBL6M P 12/20/2019 0.00%
1.35 R ISWP CZECH INTERBANK RATES 6 MONTH P 07/13/2027 0.00%
1.40 R ISWP FWD GBL6M P 12/20/2027 0.00%
1.501 R ISWP FWD EURIBOR6MD P 06/21/2047 0.00%
1.80 R ISWP FWD US0003M P 12/20/2019 0.00%
1.863 R ISWP FWD GBL6M P 09/22/2032 0.00%
1.912 R ISWP FWD GBL6M P 01/19/2032 0.00%
2.00 R ISWP FWD NOKOIB6M P 12/20/2027 0.00%
2.00 R ISWP FWD US0003M P 12/20/2022 0.00%
2.05 R ISWP FWD US0003M P 12/20/2022 0.00%
2.2935 R ISWP US0003M P 10/02/2027 0.00%
2.30 R ISWP FWD US0003M P 10/17/2027 0.00%
2.30 R ISWP FWD US0003M P 12/20/2027 0.00%
2.304 R ISWP FWD US0003M P 11/01/2027 0.00%
2.4925 R ISWP FWD AUDBB3M P 09/27/2020 0.00%
2.50 R ISWP FWD CDOR03 P 12/20/2027 0.00%
2.51 R ISWP FWD AUDBB3M P 09/26/2020 0.00%
2.601 R ISWP FWD AUDBB6M P 06/28/2022 0.00%
2.65 R ISWP FWD AUDBB6M P 12/20/2022 0.00%
2.764 R ISWP FWD NFIX3MID P 09/30/2020 0.00%
2.78 R ISWP FWD NFIX3MID P 09/27/2020 0.00%
2.80 R ISWP FWD NFIX3MID P 12/20/2022 0.00%
3.00 R ISWP FWD AUDBB6M P 12/20/2027 0.00%
3.001 R ISWP FWD AUDBB6M P 06/28/2027 0.00%
3.30 R ISWP FWD NFIX3MID P 12/20/2027 0.00%
ABBVIE INC 03.6000 05/14/2025 0.00%
BACM 2004-4 XC IO P/P 144A 00.0477 07/10/2042 0.00%
BACM 2007-5 XW IO P/P 144A 00.0831 02/10/2051 0.00%
BAYC 2006-CD1A IO IO P/P 144A 00.0000 07/25/2023 0.00%
BAYC 2007-CD1A IO IO P/P 144A 00.0000 03/25/2021 0.00%
BSABS 2004-FR3 M6 06.1122 09/25/2034 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.5255 12/11/2038 0.00%
BURLINGTN NORTH SANTA FE 05.7500 05/01/2040 0.00%
CAN 10YR BOND FUT DEC17 CNZ7 0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.6204 10/15/2049 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 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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%
CONTL AIRLINES 1997-4 06.9000 01/02/2018 0.00%
CPTFEMU P 1.735 R 09/15/37 0.00%
CPTFEMU R 1.42 P 08/15/27 0.00%
CPTFEMU R 1.4275 P 08/15/27 0.00%
CPTFEMU R 1.4475 P 09/15/27 0.00%
CPURNSA P 2.085 R 07/03/27 0.00%
CPURNSA R 1.89 P 07/05/22 0.00%
CPURNSA R 1.9225 P 07/03/22 0.00%
CSFB 2003-C3 AX IO P/P 144A 02.2561 05/15/2038 0.00%
CSMC 2006-C4 AX IO P/P 144A 00.4133 09/15/2039 0.00%
CSMC 2007-C2 AX IO P/P 144A 00.1033 01/15/2049 0.00%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.00%
EUR/USD 12/20/2017 RBSF 0.00%
EUR/USD 12/20/2017 RBSF 0.00%
EURO BUXL 30Y BND DEC17 UBZ7 0.00%
EURO-BOBL FUTURE DEC17 OEZ7 0.00%
EURO-BUND FUTURE DEC17 RXZ7 0.00%
EURO-OAT FUTURE DEC17 OATZ7 0.00%
EURO-SCHATZ FUT DEC17 DUZ7 0.00%
FHR 3300 PO PO 00.0000 02/15/2037 0.00%
FHR 3326 WF 00.0000 10/15/2035 0.00%
FHR 3707 PI IO 04.5000 07/15/2025 0.00%
FNR 2007-64 LO PO 00.0000 07/25/2037 0.00%
GBP/USD 12/20/2017 SSBT 0.00%
GEORGIA-PACIFIC LLC P/P 144A 05.4000 11/01/2020 0.00%
IDR/USD 11/15/2017 GSFX 0.00%
IDR/USD 11/15/2017 GSFX 0.00%
IDR/USD 11/15/2017 JPMCB 0.00%
IDR/USD 11/15/2017 JPMCB 0.00%
INTERNATIONAL PAPER CO 08.7000 06/15/2038 0.00%
IOS.FN30.350.12 P USL1M R 01/12/43 BC 0.00%
IOS.FN30.350.12 P USL1M R 01/12/43 JP 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 GS 0.00%
IOS.FN30.350.13 P USL1M R 01/12/44 JP 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 CS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BA 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.GII30.500.10 P USL1M R 01/12/41 JP 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
JPMCC 07-CB20 X1 IO P/P 144A 00.0333 02/12/2051 0.00%
JPMCC 2006-LDP8 X IO 00.5248 05/15/2045 0.00%
JPMCC 2007-CB20 AJ 06.4559 02/12/2051 0.00%
JPN 10Y BOND(OSE) DEC17 JBZ7 0.00%
LBUBS 2005-C2 XCL IO P/P 144A 00.1950 04/15/2040 0.00%
LBUBS 2007-C2 XCL IO P/P 144A 00.4551 02/15/2040 0.00%
LBUBS 2007-C2 XW IO 00.4551 02/15/2040 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.600.08 P USL1M R 01/12/39 BC 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 BC 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.00%
MEZZ 2007-C5 X IO P/P 144A 06.1715 12/15/2049 0.00%
OPTN FN30 3.0 11/06/17 CALL 101.34375 JPMC 0.00%
OPTN FN30 3.0 11/06/17 CALL 101.78125 JPMC 0.00%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.00%
PLN/USD 12/20/2017 SSBT 0.00%
SWPTN 1MX10Y P 2.53 USD 10/23/2017 JP 0.00%
SWPTN 1MX10Y R 1.892 USD 10/05/2017 CS 0.00%
SWPTN 1YX5Y P 1.091 EUR 07/13/2018 CI 0.00%
SWPTN 1YX5Y P 1.291 EUR 07/13/2018 CI 0.00%
SWPTN 2YX3Y P 2.43 USD 02/15/2019 BC 0.00%
SWPTN 3MX10Y P 2.5525 USD 11/03/2017 GS 0.00%
SWPTN 3MX10Y P 2.6 USD 10/31/2017 GS 0.00%
SWPTN 3MX10Y P 2.62 USD 10/27/2017 GS 0.00%
SWPTN 3MX10Y R 1.3463 GBP 10/03/2017 GS 0.00%
SWPTN 3MX10Y R 1.95 USD 11/03/2017 GS 0.00%
SWPTN 3MX10Y R 1.995 USD 10/31/2017 GS 0.00%
SWPTN 3MX10Y R 2.015 USD 10/27/2017 GS 0.00%
SWPTN 3MX1Y P 1.585 USD 10/06/2017 JP 0.00%
SWPTN 3MX1Y R 0.538 GBP 10/06/2017 GS 0.00%
SWPTN 3MX1Y R 1.296 USD 10/20/2017 GS 0.00%
SWPTN 3MX1Y R 1.495 USD 11/30/2017 GS 0.00%
SWPTN 3MX1Y R 1.541 USD 11/10/2017 CI 0.00%
SWPTN 3MX1Y R 1.585 USD 10/06/2017 JP 0.00%
SWPTN 3MX1Y R 1.619 USD 10/20/2017 GS 0.00%
SWPTN 3MX1Y R 1.6525 USD 12/20/2017 CI 0.00%
SWPTN 3MX1Y R 1.6775 USD 11/30/2017 GS 0.00%
SWPTN 3MX1Y R 1.755 USD 11/10/2017 CI 0.00%
SWPTN 3MX1Y R 1.796 USD 10/20/2017 GS 0.00%
SWPTN 3MX1Y R 2.0 USD 12/20/2017 CI 0.00%
SWPTN 3MX2Y P -0.117 EUR 11/03/2017 GS 0.00%
SWPTN 3MX2Y R 0.597 GBP 11/21/2017 GS 0.00%
SWPTN 3MX30Y R 1.6 GBP 10/03/2017 GS 0.00%
SWPTN 3MX3Y P 1.993 USD 10/06/2017 JP 0.00%
SWPTN 3MX3Y R 0.779 GBP 10/06/2017 GS 0.00%
SWPTN 3MX3Y R 1.783 USD 10/06/2017 JP 0.00%
SWPTN 3MX5Y P 0.393 EUR 11/03/2017 GS 0.00%
SWPTN 3MX5Y R 0.217 EUR 11/03/2017 GS 0.00%
SWPTN 3MX5Y R 0.7685 GBP 11/21/2017 GS 0.00%
SWPTN 4WX10Y R 2.09275 USD 10/13/2017 GS 0.00%
SWPTN 4WX10Y R 2.18375 USD 10/13/2017 GS 0.00%
SWPTN 5WX10Y P 2.456 USD 10/16/2017 JP 0.00%
SWPTN 5WX10Y P 2.55 USD 10/27/2017 GS 0.00%
SWPTN 5WX10Y P 2.554 USD 10/30/2017 GS 0.00%
SWPTN 5WX10Y R 1.925 USD 10/10/2017 GS 0.00%
SWPTN 5WX10Y R 2.023 USD 10/16/2017 CI 0.00%
SWPTN 5WX10Y R 2.03 USD 10/10/2017 GS 0.00%
SWPTN 6MX10Y P 2.534 USD 10/18/2017 JP 0.00%
SWPTN 6MX10Y P 2.81025 USD 10/18/2017 JP 0.00%
SWPTN 6MX2Y R 1.642 USD 12/07/2017 CI 0.00%
SWPTN 6MX5Y R 1.896 USD 12/07/2017 CI 0.00%
SWPTN 7WX10Y R 1.905 USD 10/27/2017 CI 0.00%
SWPTN 7WX10Y R 2.033 USD 10/27/2017 CI 0.00%
SWPTN LIABILITY 5WX10Y P 2.554 USD 10/30/2017 GS 0.00%
US 10YR NOTE (CBT)DEC17 TYZ7 0.00%
US 10YR ULTRA FUT DEC17 UXYZ7 0.00%
US 2YR NOTE (CBT) DEC17 TUZ7 0.00%
US 5YR NOTE (CBT) DEC17 FVZ7 0.00%
US LONG BOND(CBT) DEC17 USZ7 0.00%
US ULTRA BOND CBT DEC17 WNZ7 0.00%
USD/CNH PUT 6.40 20171207 BANKAM 0.00%
USD/CNH PUT 6.50 20171207 BANKAM 0.00%
WBCMT 2007-C34 IO IO 00.3284 05/15/2046 0.00%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.01%
1.25 R ISWP FWD SES3M P 12/20/2027 -0.01%
1.701 R ISWP FWD CDOR03 P 06/21/2022 -0.01%
2.151 R ISWP FWD CDOR03 P 06/21/2027 -0.01%
2.501 R ISWP FWD CDOR03 P 06/21/2047 -0.01%
8.12 R ISWP MXIBTIIE P 12/24/2026 -0.01%
8.20 R ISWP MXIBTIIE P 01/07/2027 -0.01%
CAD/USD 10/18/2017 HSBCB -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.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 CS -0.01%
CPTFEMU P 1.71 R 07/15/37 -0.01%
CPTFEMU P 1.71 R 08/15/37 -0.01%
CPTFEMU P 1.7138 R 08/15/37 -0.01%
CPURNSA P 2.05 R 07/05/27 -0.01%
OPTN FN30 3.0 12/06/17 PUT 99.2109375 JPMC -0.01%
OPTN FN30 3.0 12/06/17 PUT 99.3046875 JPMC -0.01%
OPTN FN30 3.0 12/06/17 PUT 99.3984375 JPMC -0.01%
OPTN FN30 3.0 12/06/17 PUT 99.76953125 JPMC -0.01%
OPTN FN30 3.0 12/06/17 PUT 99.86328125 JPMC -0.01%
OPTN FN30 3.0 12/06/17 PUT 99.95703125 JPMC -0.01%
SWPTN 15DX10Y P 2.3 USD 10/13/2017 GS -0.01%
SWPTN 1MX10Y R 2.227 USD 10/23/2017 CI -0.01%
SWPTN 1YX1Y R 2.25 USD 08/15/2018 JP -0.01%
SWPTN 1YX1Y R 2.2625 USD 08/16/2018 BA -0.01%
SWPTN 5WX10Y P 2.313 USD 10/16/2017 CI -0.01%
SWPTN 5WX10Y R 2.253 USD 10/27/2017 CI -0.01%
SWPTN 6MX1Y R 2.05 USD 03/26/2018 CI -0.01%
SWPTN LIABILITY 15DX10Y P 2.39 USD 10/13/2017 GS -0.01%
SWPTN LIABILITY 15DX10Y R 2.21 USD 10/13/2017 GS -0.01%
SWPTN LIABILITY 2YX3Y P 2.43 USD 02/15/2019 BC -0.01%
SWPTN LIABILITY 2YX3Y R 2.43 USD 02/15/2019 BC -0.01%
1.67 R ISWP KRW3MCD P 12/09/2021 GS -0.02%
5.93 R ISWP MXIBTIIE P 10/06/2021 -0.02%
6.16 R ISWP MXIBTIIE P 01/01/2026 -0.02%
CAD/USD 10/18/2017 RBSF -0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS -0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CNH/USD 11/15/2017 GSFX -0.02%
NZD/USD 10/18/2017 RBSF -0.02%
SWPTN 15DX10Y R 2.3 USD 10/13/2017 GS -0.02%
SWPTN 1YX1Y P 2.25 USD 08/15/2018 JP -0.02%
SWPTN 1YX1Y P 2.2625 USD 08/16/2018 BA -0.02%
SWPTN 3MX1Y P 1.495 USD 11/30/2017 GS -0.02%
SWPTN 5WX10Y P 2.306 USD 10/30/2017 BA -0.02%
SWPTN 5WX10Y R 2.306 USD 10/30/2017 BA -0.02%
SWPTN 6MX10Y R 2.257 USD 11/22/2017 CI -0.02%
SWPTN 6MX2Y P 1.642 USD 12/07/2017 CI -0.02%
SWPTN LIABILITY 10YX20Y P 2.8175 USD 03/23/2027 GS -0.02%
SWPTN LIABILITY 10YX20Y R 2.8175 USD 03/23/2027 GS -0.02%
SWPTN LIABILITY 2YX5Y P 2.203 USD 06/03/2019 BA -0.02%
SWPTN LIABILITY 2YX5Y P 2.205 USD 06/03/2019 BC -0.02%
SWPTN LIABILITY 2YX5Y R 2.203 USD 06/03/2019 BA -0.02%
SWPTN LIABILITY 2YX5Y R 2.205 USD 06/03/2019 BC -0.02%
SWPTN LIABILITY 5WX10Y P 2.398 USD 10/30/2017 BA -0.02%
SWPTN LIABILITY 5WX10Y R 2.214 USD 10/30/2017 BA -0.02%
SWPTN LIABILITY 5WX10Y R 2.22 USD 10/30/2017 GS -0.02%
0.00 R ISWP BZDIOVRA P 01/02/2019 -0.03%
0.801 R ISWP FWD GBL6M P 06/21/2022 -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
SEK/USD 12/20/2017 SSBT -0.03%
SWPTN 2YX1Y R 1.919 USD 08/15/2019 JP -0.03%
SWPTN 2YX1Y R 1.9325 USD 08/16/2019 BA -0.03%
SWPTN 2YX30Y P 2.79 USD 02/15/2019 JP -0.03%
SWPTN 5WX10Y R 2.304 USD 10/30/2017 GS -0.03%
SWPTN 6MX10Y P 2.257 USD 11/22/2017 CI -0.03%
SWPTN 6MX20Y R 2.46 USD 03/26/2018 GS -0.03%
SWPTN LIABILITY 2YX8Y P 2.5925 USD 01/24/2019 BA -0.03%
SWPTN LIABILITY 2YX8Y R 2.5925 USD 01/24/2019 BA -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.04%
FLR USL3M 6.00 03/07/2018 JP -0.04%
JPY/USD 11/15/2017 GSFX -0.04%
SWPTN 1MX10Y P 2.33925 USD 10/23/2017 JP -0.04%
SWPTN 2YX10Y P 2.413 USD 06/03/2019 BA -0.04%
SWPTN 2YX10Y P 2.42 USD 06/03/2019 CI -0.04%
SWPTN 2YX10Y R 2.413 USD 06/03/2019 BA -0.04%
SWPTN 2YX10Y R 2.42 USD 06/03/2019 CI -0.04%
SWPTN 2YX28Y P 2.7175 USD 01/24/2019 BA -0.04%
SWPTN 2YX5Y P 2.208 USD 05/17/2019 CI -0.04%
SWPTN 3MX5Y P 0.9135 GBP 11/21/2017 GS -0.04%
SWPTN 5WX10Y P 2.365 USD 10/27/2017 GS -0.04%
SWPTN LIABILITY 7YX5Y P 2.647 USD 06/03/2024 BA -0.04%
SWPTN LIABILITY 7YX5Y P 2.654 USD 06/03/2024 CI -0.04%
SWPTN LIABILITY 7YX5Y R 2.647 USD 06/03/2024 BA -0.04%
SWPTN LIABILITY 7YX5Y R 2.654 USD 06/03/2024 CI -0.04%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.05%
DKK/USD 12/20/2017 CITI -0.05%
GBP/USD 12/20/2017 CITI -0.05%
NZD/USD 10/18/2017 BANKAM -0.05%
SWPTN 2YX1Y P 1.919 USD 08/15/2019 JP -0.05%
SWPTN 2YX1Y P 1.9325 USD 08/16/2019 BA -0.05%
SWPTN 5WX10Y P 2.284 USD 10/16/2017 JP -0.05%
PLN/USD 12/20/2017 SSBT -0.06%
SWPTN 2YX28Y R 2.7175 USD 01/24/2019 BA -0.06%
SWPTN LIABILITY 2YX10Y R 1.376 EUR 09/30/2019 JP -0.06%
SWPTN LIABILITY 2YX30Y R 1.758 EUR 09/30/2019 JP -0.06%
DKK/USD 12/20/2017 CITI -0.07%
SWPTN 2YX30Y R 2.79 USD 02/15/2019 JP -0.07%
AUD/USD 10/18/2017 HSBCB -0.08%
SWPTN LIABILITY 10YX20Y P 2.785 USD 01/25/2027 BA -0.08%
SWPTN LIABILITY 10YX20Y R 2.785 USD 01/25/2027 BA -0.08%
1.87875 P ISWP JPL6M R 09/02/2043 CS -0.09%
BRL/USD 01/03/2018 CITI -0.09%
NOK/USD 12/20/2017 RBSF -0.09%
SWPTN 2MX10Y P 2.295 USD 10/27/2017 CS -0.09%
ILS/USD 10/18/2017 SSBT -0.10%
SWPTN LIABILITY 5YX30Y P 2.8325 USD 02/15/2022 JP -0.10%
SWPTN LIABILITY 5YX30Y R 2.8325 USD 02/15/2022 JP -0.10%
AUD/USD 10/18/2017 UBS -0.11%
CDX CDX.NA.HY.29 500.0 12/20/2022 -0.11%
HUF/USD 12/20/2017 SSBT -0.11%
CZK/USD 12/20/2017 BANKAM -0.12%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.12%
SWPTN 7WX10Y P 2.21 USD 10/27/2017 CS -0.12%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.13%
NZD/USD 10/18/2017 JPMCB -0.14%
EUR/USD 12/20/2017 CSI-FX -0.16%
GBP/USD 12/20/2017 BANKAM -0.17%
SGD/USD 11/15/2017 JPMCB -0.18%
AUD/USD 10/18/2017 BANKAM -0.20%
JPY/USD 11/15/2017 RBSF -0.20%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.21%
EUR/USD 12/20/2017 CITI -0.22%
SEK/USD 12/20/2017 GSFX -0.22%
JPY/USD 11/15/2017 WPAC -0.24%
AUD/USD 10/18/2017 GSFX -0.25%
EUR/USD 12/20/2017 HSBCB -0.25%
HUF/USD 12/20/2017 GSFX -0.25%
JPY/USD 11/15/2017 HSBCB -0.25%
NOK/USD 12/20/2017 JPMCB -0.25%
SEK/USD 12/20/2017 CSI-FX -0.25%
SEK/USD 12/20/2017 RBSF -0.25%
SEK/USD 12/20/2017 UBS -0.25%
THB/USD 11/15/2017 CITI -0.25%
AUD/USD 10/18/2017 RBSF -0.26%
CAD/USD 10/18/2017 UBS -0.27%
EUR/USD 12/20/2017 SSBT -0.27%
MYR/USD 11/15/2017 CITI -0.27%
EUR/USD 12/20/2017 UBS -0.30%
MXN/USD 10/18/2017 HSBCB -0.30%
CHF/USD 12/20/2017 GSFX -0.31%
NOK/USD 12/20/2017 CITI -0.32%
NOK/USD 12/20/2017 BANKAM -0.34%
NZD/USD 10/18/2017 SSBT -0.38%
ZAR/USD 10/18/2017 GSFX -0.43%
FNMA FN30 TBA 04.5000 10/01/2047 -0.44%
TRY/USD 12/20/2017 RBSF -0.44%
EUR/USD 12/20/2017 BCAP-FX -0.50%
SEK/USD 12/20/2017 CITI -0.50%
JPY/USD 11/15/2017 CSI-FX -0.51%
JPY/USD 11/15/2017 UBS -0.51%
GBP/USD 12/20/2017 JPMCB -0.53%
RUB/USD 12/20/2017 BANKAM -0.56%
RUB/USD 12/20/2017 CITI -0.56%
NOK/USD 12/20/2017 SSBT -0.62%
NOK/USD 12/20/2017 UBS -0.62%
SEK/USD 12/20/2017 JPMCB -0.64%
TRY/USD 12/20/2017 GSFX -0.74%
AUD/USD 10/18/2017 JPMCB -1.05%
KRW/USD 11/15/2017 JPMCB -1.26%
GBP/USD 12/20/2017 GSFX -1.48%
CAD/USD 10/18/2017 BANKAM -1.72%
JPY/USD 11/15/2017 JPMCB -1.77%
JPY/USD 11/15/2017 CITI -2.34%
EUR/USD 12/20/2017 BANKAM -3.08%
EUR/USD 12/20/2017 GSFX -4.42%
EUR/USD 12/20/2017 JPMCB -4.70%

Prior top 10 holdings

Top 10 holdings as of 10/31/17
Fnma Fn30 Tba 03.5000 12/01/2047
Japan (10 Year Issue) 01.0000 09/20/2021
Fnma Fn30 Tba 03.0000 11/01/2047
Fnma Fn30 Tba 02.5000 11/01/2047
Japan (10 Yr Issue) 00.8000 09/20/2023
Japan (20 Year Issue) 02.3000 06/20/2027
Fnma Fn30 Tba 03.0000 12/01/2047
Japan (30 Year Issue) 02.3000 03/20/2040
France (Govt Of) Regs 03.2500 10/25/2021
European Investment Bank Gbp 05.6250 06/07/2032
Holdings represent 36.80% of portfolio
Top 10 holdings as of 09/30/17
Fnma Fn30 Tba 03.5000 11/01/2047
Fnma Fn30 Tba 03.0000 11/01/2047
Japan (10 Year Issue) 01.0000 09/20/2021
Fnma Fn30 Tba 02.5000 10/01/2047
Japan (10 Yr Issue) 00.8000 09/20/2023
Japan (20 Year Issue) 02.3000 06/20/2027
Japan (30 Year Issue) 02.3000 03/20/2040
France (Govt Of) Regs 03.2500 10/25/2021
Fnma Fn30 Tba 04.0000 11/01/2047
European Investment Bank Gbp 05.6250 06/07/2032
Holdings represent 39.29% of portfolio
Top 10 holdings as of 08/31/17
Fnma Fn30 Tba 03.5000 10/01/2047
Fnma Fn30 Tba 03.0000 10/01/2047
Japan (10 Year Issue) 01.0000 09/20/2021
Fnma Fn30 Tba 03.5000 09/01/2047
Fnma Fn30 Tba 02.5000 09/01/2047
Japan (10 Yr Issue) 00.8000 09/20/2023
Japan (20 Year Issue) 02.3000 06/20/2027
Fnma Fn30 Tba 04.0000 09/01/2047
Japan (30 Year Issue) 02.3000 03/20/2040
France (Govt Of) Regs 03.2500 10/25/2021
Holdings represent 37.69% of portfolio
Top 10 holdings as of 07/31/17
Fnma Fn30 Tba 03.5000 09/01/2047
Japan (10 Year Issue) 01.0000 09/20/2021
Fnma Fn30 Tba 03.0000 09/01/2047
Fnma Fn30 Tba 02.5000 09/01/2047
Japan (10 Yr Issue) 00.8000 09/20/2023
Japan (20 Year Issue) 02.3000 06/20/2027
Fnma Fn30 Tba 04.0000 09/01/2047
Japan (30 Year Issue) 02.3000 03/20/2040
France (Govt Of) Regs 03.2500 10/25/2021
European Investment Bank Gbp 05.6250 06/07/2032
Holdings represent 38.79% of portfolio

Fixed income statistics as of 10/31/17

Average effective maturity 11.47 yrs.
Average effective duration 3.90 yrs.
Average yield to maturity 3.07%
Average coupon 4.53%
Average price $102.13

Sector weightings as of 10/31/17

  Cash investments Non-cash investments Total portfolio
  Weight Spread duration Weight Spread duration Weight Spread duration
International Treasury/agency 35.50% 3.16 0.00% -0.42 35.50% 2.74
Agency pass-through 0.43% 0.02 25.67% 1.66 26.10% 1.68
Investment-grade corporate bonds 22.49% 1.96 0.00% 0.00 22.49% 1.96
Commercial MBS 10.14% 0.38 6.00% 0.24 16.12% 0.62
Emerging-market bonds 6.49% 0.41 0.00% 0.00 6.49% 0.41
Net cash 6.06% 0.00 0.00% 0.00 6.06% 0.00
Residential MBS (non-agency) 5.81% 0.24 0.00% 0.00 5.81% 0.24
High-yield corporate bonds 3.75% 0.22 -1.52% -0.07 2.23% 0.15
Asset-backed securities (ABS) 0.23% 0.00 0.00% 0.00 0.23% 0.00
Municipal bonds 0.18% 0.02 0.00% 0.00 0.18% 0.02
Interest rate swaps 0.00% 0.00 0.00% -3.29 0.00% -3.29
U.S. Treasury/agency 0.00% 0.00 0.00% 0.48 0.00% 0.48

Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest-rate swap sectors where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a portfolio's interest-rate sensitivity. The longer a portfolio's duration, the more sensitive the portfolio is to shifts in the interest rates. Allocations may not total 100% of net assets because the table includes the notional value of derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.

Maturity detail as of 10/31/17

0 - 1 yr. -18.64%
1 - 5 yrs. 29.50%
5 - 10 yrs. 67.87%
10 - 15 yrs. 5.97%
Over 15 yrs. 15.30%

Quality rating as of 10/31/17

AAA 47.63%
AA 9.29%
A 24.84%
BBB 29.03%
BB 7.30%
B 3.16%
CCC and Below 2.03%
Not Rated -23.28%

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

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

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

Country Allocation as of 10/31/17

United States 51.68%
Japan 15.82%
France 4.27%
Italy 3.78%
United Kingdom 2.69%
Mexico 2.10%
Canada 1.97%
Spain 1.95%
Supra-Nation 1.84%
 
Other
13.90%
Netherlands 1.74%
Russia 1.63%
Greece 1.36%
Switzerland 1.29%
Austria 1.01%
Belgium 0.88%
Brazil 0.84%
Australia 0.83%
Ireland 0.61%
Argentina 0.56%
Indonesia 0.52%
Bermuda 0.49%
Sweden 0.43%
South Africa 0.33%
Germany 0.31%
Jersey 0.31%
Denmark 0.27%
Poland 0.27%
New Zealand 0.13%
Sri Lanka 0.10%
Norway 0.04%
Venezuela 0.02%
Czech Republic 0.01%
Malaysia 0.01%
Thailand 0.01%
European Community -0.01%
South Korea -0.04%
Turkey -0.05%

Expenses

Expense ratio

Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
Total expense ratio 1.21% 1.96% 1.96% 1.46% 1.46% 0.86% 0.79% 0.96%
What you pay 1.21% 1.96% 1.96% 1.46% 1.46% 0.86% 0.79% 0.96%

Sales charge

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

CDSC

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

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

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

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