Global Income Trust (Class A)  (PGGIX)

Seeking attractive bond investments across world markets since 1987

Global Income Trust received an  Overall Morningstar Rating  of  

Highlights

Objective

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

Strategy and process

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

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $11.75
0.09% | $0.01
$12.27
09/08/17
$11.74
08/14/18
Historical fund price

Fund facts as of 07/31/18

Total net assets
$239.31M
Turnover (fiscal year end)
660%
Dividend frequency (view rate)
Monthly
Number of holdings
1069
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


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

Performance

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)


5.96%

Average 5-year annualized return


  • Total return (%) as of 06/30/18

  • Annual performance as of 06/30/18

Annualized Total return (%) as of 06/30/18

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 1.69% 2.52% 2.16% 4.43%
After sales charge -2.37% 1.13% 1.33% 4.00%
Bloomberg Barclays Global Aggregate Index 1.36% 2.58% 1.50% 2.58%

Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Multi-Asset Absolute Return Fund, and 4.00% and 3.25% for income funds (2.25% and 0.75% for Putnam Short Duration Bond Fund and 1.00% and 0.75% for Putnam Floating Rate Income Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.

Performance snapshot

  Before sales charge After sales charge
1 mt. as of 07/31/18 -0.08 % -4.07 %
YTD as of 08/15/18 -1.56 % -5.50 %

Yield

Distribution rate before sales charge
as of 08/15/18
2.14%
Distribution rate after sales charge
as of 08/15/18
2.06%
30-day SEC yield with subsidy
as of 07/31/18 (after sales charge)
2.22%
30-day SEC yield without subsidy
as of 07/31/18 (after sales charge)
2.19%

Risk-adjusted performance as of 07/31/18

Sharpe ratio (3 yrs.) 0.41
Information ratio (3 yrs.) -0.03

Volatility as of 07/31/18

Standard deviation (3 yrs.) 4.10%
Beta 0.67
R-squared 0.63

Lipper rankings as of 07/31/18

Time period Rank/Funds in category Percentile ranking
1 yr. 76/196 39%
3 yrs. 86/176 49%
5 yrs. 64/162 40%
10 yrs. 18/89 20%
Lipper category: Global Income Funds

Morningstar Ratings as of 07/31/18

Time period Funds in category Morningstar Rating
Overall 259
3 yrs. 259
5 yrs. 245
10 yrs. 131
Morningstar category: World Bond

Distributions

Record/Ex dividend date 07/24/18
Payable date 07/30/18
Income $0.021
Extra income --
Short-term cap. gain --
Long-term cap. gain --

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

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

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


Holdings

Top 10 holdings as of 07/31/18

Japan (10 Year Issue) 01.0000 09/20/2021 4.81%
Japan (10 Yr Issue) 00.8000 09/20/2023 2.54%
Japan (20 Year Issue) 02.3000 06/20/2027 2.25%
Japan (30 Year Issue) 02.3000 03/20/2040 2.06%
Fnma Fn30 Tba 02.5000 08/01/2048 1.56%
European Investment Bank Gbp 05.6250 06/07/2032 1.52%
Japan (20 Year Issue) 02.2000 03/20/2031 1.45%
Gnma Gii30 Tba 04.5000 08/01/2048 1.30%
Uk Tsy 4 2060 Regs 04.0000 01/22/2060 1.24%
Japan (40 Year Issue) 02.2000 03/20/2051 1.21%
Top 10 holdings, percent of portfolio 19.94%

Full portfolio holdings as of 06/30/18

JAPAN (10 YEAR ISSUE) 01.0000 09/20/2021 5.34%
JAPAN (10 YR ISSUE) 00.8000 09/20/2023 2.54%
JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 2.25%
JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 2.07%
FNMA FN30 TBA 02.5000 07/01/2048 1.55%
EUROPEAN INVESTMENT BANK GBP 05.6250 06/07/2032 1.52%
JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 1.45%
GNMA GII30 TBA 04.5000 07/01/2048 1.29%
UK TSY 4 2060 REGS 04.0000 01/22/2060 1.26%
JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 1.22%
BUONI POLIENNALI DEL P/P REGS 04.7500 08/01/2023 1.09%
JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 1.00%
FRANCE (GOVT OF) REGS 03.2500 10/25/2021 0.98%
GNMA GII30 TBA 04.0000 07/01/2048 0.85%
GNMA GII30 TBA 03.0000 07/01/2048 0.81%
BUONI POLIENNALI DEL TES 00.0500 10/15/2019 0.77%
FRANCE (GOVT OF) REGS 02.7500 10/25/2027 0.76%
FRANCE (GOVT OF) REGS 00.5000 05/25/2025 0.73%
NETHERLANDS GOVT P/P REGS 02.2500 07/15/2022 0.70%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.69%
FRANCE (GOVT OF) REGS 04.5000 04/25/2041 0.66%
CAS 2015-C04 2M2 07.6411 04/25/2028 0.65%
ONTARIO (PROVINCE OF) 04.0000 06/02/2021 0.56%
BUONI POLIENNALI DEL TES 06.5000 11/01/2027 0.54%
UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 0.54%
BONOS Y OBLIG DEL ES P/P REGS 04.4000 10/31/2023 0.53%
BUONI POLIENNALI DEL TES 02.5000 12/01/2024 0.52%
SPST 2018-1 A 02.8613 04/24/2019 0.52%
DBUBS 2011-LC3A D P/P 144A 05.5154 08/10/2044 0.51%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.51%
REPUBLIC OF AUSTRIA P/P REGS 00.5000 04/20/2027 0.51%
JPMCC 2012-C8 D P/P 144A 04.8088 10/15/2045 0.50%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.50%
BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 0.49%
JPMCC 2012-C6 E P/P 144A 05.3121 05/15/2045 0.48%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.47%
SAIL 2004-10 A10 02.9911 11/25/2034 0.46%
WAMU 2005-AR13 A1C3 02.5811 10/25/2045 0.45%
CFCRE 2011-C2 E P/P 144A 05.9467 12/15/2047 0.42%
GNMA GII30 TBA 03.5000 08/01/2048 0.41%
SPST 2018-3 A 02.7911 07/24/2019 0.41%
BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 0.40%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.39%
SALESFORCE.COM INC 03.7000 04/11/2028 0.38%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.35%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.35%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.35%
RABOBANK NEDERLAND P/P 144A 11.0000 12/29/2049 0.35%
WAMU 2005-AR12 1A8 03.2781 10/25/2035 0.35%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.34%
REPUBLIC OF SOUTH AFRICA 07.7500 02/28/2023 0.34%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.34%
CSMC 2016-NXSR C 04.5081 12/15/2049 0.33%
CVS HEALTH CORP 04.7800 03/25/2038 0.33%
KEURIG DR PEPPER INC P/P 144A 04.5970 05/25/2028 0.33%
MASS MUTUAL LIFE P/P 144A 08.8750 06/01/2039 0.33%
SWEDISH GOVERNMENT 03.5000 06/01/2022 0.33%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.32%
GSMS 2012-GC6 D P/P 144A 05.8403 01/10/2045 0.32%
BELGIUM KINGDOM P/P REGS 01.0000 06/22/2026 0.31%
BELGIUM KINGDOM REGS 04.2500 09/28/2022 0.31%
BONOS Y OBLIG DEL ES P/P REGS 04.0000 04/30/2020 0.31%
CITIGROUP INC 04.4500 09/29/2027 0.31%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.31%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.31%
ROCKWELL COLLINS INC 04.3500 04/15/2047 0.31%
BPCE SA P/P 144A 04.5000 03/15/2025 0.30%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.29%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.29%
MEX BONOS DESARR FIX RT 10.0000 12/05/2024 0.29%
MSBAM 2014-C17 C 04.6137 08/15/2047 0.29%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.29%
BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 0.28%
CAS 2016-C03 1M2 07.3911 10/25/2028 0.28%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.28%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.28%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.28%
ONTARIO (PROVINCE OF) 03.1500 06/02/2022 0.28%
WILLIAMS PARTNERS LP 04.3000 03/04/2024 0.28%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.27%
EUROPEAN INVESTMENT BANK 04.1250 04/15/2024 0.27%
MALAYSIA GOVERNMENT 03.8990 11/16/2027 0.27%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.27%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.27%
SPANISH GOV'T P/P REGS 05.1500 10/31/2044 0.27%
WEC ENERGY GROUP INC 04.4550 05/15/2067 0.27%
CSAIL 2015-C1 C 04.4401 04/15/2050 0.26%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.26%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.26%
LEAR CORP 03.8000 09/15/2027 0.26%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.26%
OBRIGACOES DO TESO P/P REGS 02.8750 07/21/2026 0.26%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.26%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.25%
BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 0.25%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.25%
CAS 2014-C02 1M2 04.6911 05/25/2024 0.25%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.25%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.25%
SWITZERLAND REGS 04.0000 04/08/2028 0.25%
WAMU 2005-AR9 A1C3 03.0511 07/25/2045 0.25%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.25%
AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 0.24%
GNR 2016-H23 NI IO 01.8293 10/20/2066 0.24%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.24%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.24%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.24%
SWITZERLAND REGS 02.0000 05/25/2022 0.24%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.24%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.24%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.23%
BMIR 2017-1 M1 P/P 144A 03.7911 10/25/2027 0.23%
CWALT 2006-OA7 1A2 02.4981 06/25/2046 0.23%
GNR 2016-47 CI IO 04.0000 09/20/2045 0.23%
NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 0.23%
TEXAS-NEW MEXICO PR P/P 144A 09.5000 04/01/2019 0.23%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.23%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.22%
FHR 4165 TI IO 03.0000 12/15/2042 0.22%
GSMS 2013-GC10 XA IO 01.6921 02/10/2046 0.22%
JPMBB 2013-C12 XA IO 00.6732 07/15/2045 0.22%
OSHKOSH CORP 04.6000 05/15/2028 0.22%
POLAND GOVERNMENT BOND PLN 02.5000 01/25/2023 0.22%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.21%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.21%
CMLTI 2005-2 1A2A 03.8164 05/25/2035 0.21%
FNR 2015-28 IO IO 05.5000 05/25/2045 0.21%
GNMA 10000 BE3158 03.5000 11/20/2047 0.21%
GNMA GII30 BD1731 03.5000 01/20/2048 0.21%
GNR 2012-91 IN IO 04.5000 05/20/2042 0.21%
GNR 2015-H09 AI IO 01.7133 04/20/2065 0.21%
GNR 2017-H04 BI IO 02.3127 02/20/2067 0.21%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.21%
GSMS 2013-GC10 E P/P 144A 04.5576 02/10/2046 0.21%
IRISH TSY 5 2020 05.0000 10/18/2020 0.21%
WAMU 2005-AR2 2A1B 02.4611 01/25/2045 0.21%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.21%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.21%
ARC PROP OPER PART L 04.6000 02/06/2024 0.20%
AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 0.20%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.20%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.20%
COMM 2014-CR17 C 04.8978 05/10/2047 0.20%
CWALT 2006-OA10 4A1 02.2811 08/25/2046 0.20%
GNR 2017-H02 BI IO 02.3476 01/20/2067 0.20%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.20%
STACR 2014-HQ3 M3 06.8411 10/25/2024 0.20%
AMAZON.COM INC 04.0500 08/22/2047 0.19%
CANADIAN GOVERNMENT 03.5000 12/01/2045 0.19%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.19%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.19%
EQT CORP 03.9000 10/01/2027 0.19%
JPMBB 2014-C22 XA IO 01.0462 09/15/2047 0.19%
KINGDOM OF DENMARK 01.7500 11/15/2025 0.19%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.19%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.19%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.19%
WFRBS 2011-C5 E P/P 144A 05.8594 11/15/2044 0.19%
WP CAREY INC 04.6000 04/01/2024 0.19%
2.75 R ISWP FWD US0003M P 06/20/2023 0.18%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.18%
ALPHABET INC 01.9980 08/15/2026 0.18%
AMAZON.COM INC 03.1500 08/22/2027 0.18%
AT&T INC P/P 144A 04.1000 02/15/2028 0.18%
AUSTRALIAN GOVERNMENT REGS 01.7500 11/21/2020 0.18%
COMM 2014-UBS6 XA IO 01.1141 12/10/2047 0.18%
EASTMAN CHEMICAL CO 03.8000 03/15/2025 0.18%
GNR 2015-H03 DI IO 01.4179 01/20/2065 0.18%
GNR 2016-H16 EI IO 02.4833 06/20/2066 0.18%
GNR 2017-H11 NI IO 01.9295 05/20/2067 0.18%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.18%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.18%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.18%
WFRBS 2011-C2 D P/P 144A 05.8385 02/15/2044 0.18%
WFRBS 2013-C14 XA IO 00.8843 06/15/2046 0.18%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.17%
CAS 2016-C02 1M2 08.0911 09/25/2028 0.17%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.17%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.17%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.17%
GNR 2016-83 PI IO 03.5000 06/20/2045 0.17%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.17%
JPMCC 2013-C16 XA IO 01.2257 12/15/2046 0.17%
MARM 2004-13 3A7 03.9146 11/21/2034 0.17%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.17%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.16%
AON PLC USD 04.2500 12/12/2042 0.16%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.16%
CAS 2015-C01 1M2 06.3911 02/25/2025 0.16%
CITIGROUP INC 04.7500 05/18/2046 0.16%
COMM 2014-CR18 C 04.8898 07/15/2047 0.16%
COMM 2015-LC21 XA IO 00.9785 07/10/2048 0.16%
GNMA 10000 BC8223 03.5000 11/20/2047 0.16%
GNMA GII30 BD1729 03.5000 01/20/2048 0.16%
GNR 2015-80 IA IO 04.5000 06/20/2045 0.16%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.16%
IRISH TSY 5.4 2025 05.4000 03/13/2025 0.16%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.16%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.16%
BSCMS 2006-PW11 B P/P 144A 05.2830 03/11/2039 0.15%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.15%
CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 0.15%
D.R. HORTON INC 05.7500 08/15/2023 0.15%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.15%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.15%
SAMI 2007-AR7 1A1 02.9411 05/25/2047 0.15%
WELLS FARGO BANK NA 06.6000 01/15/2038 0.15%
BGC PARTNERS INC 05.1250 05/27/2021 0.14%
CAS 2014-C03 2M2 04.9911 07/25/2024 0.14%
COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 0.14%
FNR 2012-116 SA IO 05.1089 10/25/2042 0.14%
GNR 2016-75 LI IO 06.0000 01/20/2040 0.14%
GNR 2016-H07 HI IO 01.2942 02/20/2066 0.14%
KRAFT HEINZ FOODS CO 06.5000 02/09/2040 0.14%
SPST 2017-LD1 A 02.8911 11/25/2050 0.14%
WFCM 2013-LC12 C 04.4231 07/15/2046 0.14%
CANADIAN GOVERNMENT 01.5000 03/01/2020 0.13%
CAS 2015-C04 1M2 07.7911 04/25/2028 0.13%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.13%
CROWN CASTLE INTL CORP 04.7500 05/15/2047 0.13%
CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 0.13%
FHR 4369 IA IO 03.5000 07/15/2044 0.13%
GNR 2013-5 BI IO 03.5000 01/20/2043 0.13%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.13%
GNR 2014-25 QI IO 05.0000 01/20/2044 0.13%
GNR 2014-H12 BI IO 01.5537 05/20/2064 0.13%
GNR 2016-19 PI IO 04.0000 02/20/2046 0.13%
GNR 2016-H13 EI IO 02.5659 04/20/2066 0.13%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.13%
LNSTR 2015-3 C P/P 144A 03.2457 04/20/2048 0.13%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.13%
SWPTN 1YX1Y P 1.919 USD 08/15/2018 JP 0.13%
SWPTN 1YX1Y P 1.9325 USD 08/16/2018 BA 0.13%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.13%
WESTROCK MWV LLC 08.2000 01/15/2030 0.13%
CAS 2015-C02 1M2 06.0911 05/25/2025 0.12%
CBS CORP 02.9000 01/15/2027 0.12%
FHR 4355 DI IO 04.0000 03/15/2044 0.12%
FRANCE (GOVT OF) REGS 04.0000 04/25/2055 0.12%
GNR 2012-136 BI IO 03.5000 11/20/2042 0.12%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.12%
GNR 2015-40 IO IO 04.0000 03/20/2045 0.12%
HCA INC 05.5000 06/15/2047 0.12%
JPMBB 2014-C22 C 04.7103 09/15/2047 0.12%
METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 0.12%
MSBAM 2012-C6 D P/P 144A 04.7268 11/15/2045 0.12%
NEW ZEALAND GOVERNMENT REGS 05.5000 04/15/2023 0.12%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.12%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.12%
WAMU 2005-AR1 A1B 02.8711 01/25/2045 0.12%
WAMU 2005-AR10 1A3 03.3594 09/25/2035 0.12%
AES CORP/THE 05.1250 09/01/2027 0.11%
BUMT 2005-1 1A1 02.3911 09/25/2045 0.11%
CIT GROUP INC. 05.2500 03/07/2025 0.11%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.11%
CVS HEALTH CORP 05.0500 03/25/2048 0.11%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.11%
FNR 2012-103 LS IO 03.9089 09/25/2042 0.11%
GNR 2014-H21 AI IO 01.1672 10/20/2064 0.11%
GNR 2015-H26 DI IO 01.4175 10/20/2065 0.11%
GNR 2015-H26 EI IO 01.7196 10/20/2065 0.11%
GNR 2017-57 AI IO 04.0000 06/20/2045 0.11%
GNR 2017-H19 MI IO 02.0275 04/20/2067 0.11%
GSMS 2010-C1 D P/P 144A 06.1964 08/10/2043 0.11%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.11%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.11%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.11%
SAMI 2007-AR1 2A1 02.2711 01/25/2037 0.11%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.11%
VMWARE INC 03.9000 08/21/2027 0.11%
WBCMT 2005-C21 D 05.4644 10/15/2044 0.11%
WFMBS 2006-AR2 1A1 03.8211 03/25/2036 0.11%
WFRBS 2011-C4 E P/P 144A 05.3988 06/15/2044 0.11%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.10%
AMGEN INC 04.6630 06/15/2051 0.10%
BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 0.10%
COMM 2014-UBS6 C 04.6125 12/10/2047 0.10%
CWALT 2006-OA10 1A1 02.5181 08/25/2046 0.10%
FHR 4141 PI IO 03.0000 12/15/2042 0.10%
FNR 2014-28 AI IO 03.0000 03/25/2040 0.10%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.10%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.10%
GNR 2015-H25 AI IO 01.6062 09/20/2065 0.10%
GNR 2016-77 SL IO 04.0663 03/20/2043 0.10%
GNR 2016-H20 NI IO 01.7870 09/20/2066 0.10%
GNR 2016-H25 GI IO 01.5013 11/20/2066 0.10%
GNR 2018-21 IN IO 05.0000 02/20/2048 0.10%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.10%
JPMCC 2012-LC9 D P/P 144A 04.5177 12/15/2047 0.10%
JPMCC 2013-LC11 X IO 01.4224 04/15/2046 0.10%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.10%
NORWEGIAN GOVERNMENT P/P REGS 03.0000 03/14/2024 0.10%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.10%
QVC INC 04.8500 04/01/2024 0.10%
STACR 2015-DNA2 M2 04.6911 12/25/2027 0.10%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.10%
WFMBS 2006-AR5 1A1 04.1838 04/25/2036 0.10%
WFRBS 2012-C10 D P/P 144A 04.5918 12/15/2045 0.10%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.09%
BPCE SA P/P 144A 05.1500 07/21/2024 0.09%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.09%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.09%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.09%
FNR 2013-55 PI IO 03.0000 05/25/2042 0.09%
FNR 2017-113 IO IO 05.0000 01/25/2038 0.09%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.09%
JPMBB 2013-C14 C 04.7172 08/15/2046 0.09%
JPMBB 2015-C33 XA IO 01.1717 12/15/2048 0.09%
MLMI 2005-A2 A2 03.5373 02/25/2035 0.09%
MOODY'S CORPORATION 03.2500 01/15/2028 0.09%
PETROBRAS GLOBAL FIN P/P 144A 05.2990 01/27/2025 0.09%
RAMC 2003-4 A1 02.6111 03/25/2034 0.09%
STACR 2015-HQ2 M2 04.0411 05/25/2025 0.09%
VOLT 2017-NPL3 A1 P/P 144A 03.5000 03/25/2047 0.09%
WAMU 2005-AR19 A1B3 02.4411 12/25/2045 0.09%
WFRBS 2012-C10 XA IO P/P 144A 01.7208 12/15/2045 0.09%
WFRBS 2014-C19 C 04.6460 03/15/2047 0.09%
WYNDHAM DESTINATIONS INC 04.5000 04/01/2027 0.09%
1.151 R ISWP FWD EUR006M P 06/20/2028 0.08%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.08%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.08%
CAS 2016-C03 2M2 07.9911 10/25/2028 0.08%
CBRE SERVICES INC 04.8750 03/01/2026 0.08%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 0.08%
CROWN CASTLE INTL CORP 03.1500 07/15/2023 0.08%
EMERA US FINANCE LP 03.5500 06/15/2026 0.08%
ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 0.08%
FHR 4076 MS IO 04.6268 07/15/2040 0.08%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.08%
GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 0.08%
GNMA 10000 BD1730 03.5000 01/20/2048 0.08%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.08%
GNR 2016-H01 AI IO 01.2665 01/20/2066 0.08%
IBERDROLA INTL BV USD 06.7500 07/15/2036 0.08%
KINGDOM OF DENMARK 04.5000 11/15/2039 0.08%
MSC 2011-C3 D P/P 144A 05.3267 07/15/2049 0.08%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.08%
REP OF SRI LANKA P/P 144A 06.8500 11/03/2025 0.08%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.08%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.08%
SWITZERLAND REGS 01.5000 04/30/2042 0.08%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.08%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.08%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS 0.08%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS 0.08%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.08%
WEYERHAEUSER CO 07.3750 03/15/2032 0.08%
WFCM 2016-LC25 XA IO 01.2249 12/15/2059 0.08%
WFRBS 2011-C5 C P/P 144A 05.8594 11/15/2044 0.08%
AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 0.07%
AUTONATION INC. 05.5000 02/01/2020 0.07%
CANADIAN NATL RESOURCES USD 03.8500 06/01/2027 0.07%
CARR 2006-NC2 A4 02.3311 06/25/2036 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%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.07%
COMM 2012-CR1 XA IO 02.0504 05/15/2045 0.07%
ENBRIDGE INC USD 04.2500 12/01/2026 0.07%
ENERGY TRANSFER PARTNERS 05.2000 02/01/2022 0.07%
FHR 4193 PI IO 04.0000 03/15/2043 0.07%
FHR 4206 IP IO 03.0000 12/15/2041 0.07%
FNR 2012-124 JI IO 03.5000 11/25/2042 0.07%
GNR 2010-171 SB IO 04.3649 12/16/2040 0.07%
GNR 2014-102 IG IO 03.5000 03/16/2041 0.07%
GNR 2014-76 IO IO 05.0000 05/20/2044 0.07%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.07%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.07%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.07%
LIBERTY MUTUAL GROUP P/P 144A 05.2456 03/15/2037 0.07%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.07%
MSRR 2015-R4 CB1 02.7853 08/26/2047 0.07%
PETROBRAS GLOBAL FINANCE REGS 05.9990 01/27/2028 0.07%
S&P GLOBAL INC 04.4000 02/15/2026 0.07%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.07%
SPANISH GOV'T P/P REGS 01.5000 04/30/2027 0.07%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.07%
SWPTN LIABILITY 2YX28Y P 2.7175 USD 01/24/2019 BA 0.07%
SWPTN LIABILITY 2YX28Y R 2.7175 USD 01/24/2019 BA 0.07%
SWPTN LIABILITY 2YX30Y P 2.79 USD 02/15/2019 JP 0.07%
SWPTN LIABILITY 2YX30Y R 2.79 USD 02/15/2019 JP 0.07%
TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 0.07%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.07%
AMERICAN EXPRESS CO 04.9000 12/29/2049 0.06%
APPLE INC 03.4500 05/06/2024 0.06%
CA TXB-VAR PURP 07.5000 04/01/2034 0.06%
CAS 2015-C03 2M2 07.0911 07/25/2025 0.06%
CAS 2016-C05 2M1 03.4411 01/25/2029 0.06%
CBS CORP 04.0000 01/15/2026 0.06%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.06%
CROWN CASTLE TOWERS P/P 144A 04.8830 08/15/2020 0.06%
CWCI 2007-C3 AJ 06.0153 05/15/2046 0.06%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.06%
EQUINOR ASA USD 05.1000 08/17/2040 0.06%
FNR 2013-55 KI IO 03.0000 04/25/2043 0.06%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.06%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.06%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.06%
HELLENIC REPUBLIC REGS 03.0000 02/24/2024 0.06%
N TX HWY-TXB-B 06.7180 01/01/2049 0.06%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.06%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.06%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.06%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.06%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.06%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.06%
SW AIRLINES 07-1 TRUST 06.1500 08/01/2022 0.06%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 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%
UBSBB 2012-C4 XA IO P/P 144A 01.7949 12/10/2045 0.06%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.06%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.06%
21ST CENTURY FOX AMERICA 07.8500 03/01/2039 0.05%
AMGEN INC 02.6000 08/19/2026 0.05%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.05%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.05%
COMCAST CORP 03.9990 11/01/2049 0.05%
GEORGIA-PACIFIC LLC 07.7500 11/15/2029 0.05%
GNR 2015-124 DI IO 03.5000 01/20/2038 0.05%
HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 0.05%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.05%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.05%
NZD/USD 07/18/2018 GSFX 0.05%
NZD/USD 07/18/2018 UBS 0.05%
OH UNIV-TXB-C-BABS 04.9100 06/01/2040 0.05%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.05%
SERVICE CORP INTL 04.6250 12/15/2027 0.05%
SWPTN 2YX5Y P 2.203 USD 06/03/2019 BA 0.05%
SWPTN 2YX5Y P 2.205 USD 06/03/2019 BC 0.05%
SWPTN 4YX1Y P 2.25 USD 08/16/2021 JP 0.05%
SWPTN 4YX1Y P 2.2625 USD 08/16/2021 BA 0.05%
SWPTN 7YX5Y P 2.647 USD 06/03/2024 BA 0.05%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI 0.05%
SWPTN LIABILITY 2YX10Y P 2.413 USD 06/03/2019 BA 0.05%
SWPTN LIABILITY 2YX10Y P 2.42 USD 06/03/2019 CI 0.05%
SWPTN LIABILITY 2YX10Y R 2.413 USD 06/03/2019 BA 0.05%
SWPTN LIABILITY 2YX10Y R 2.42 USD 06/03/2019 CI 0.05%
WARNER MEDIA LLC 02.9500 07/15/2026 0.05%
WILLIAMS PARTNERS LP 03.6000 03/15/2022 0.05%
1.70 R ISWP FWD GBL6M P 09/19/2028 0.04%
AIR LEASE CORP 03.6250 04/01/2027 0.04%
CITIGROUP INC 03.6680 07/24/2028 0.04%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.04%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.04%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.04%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.04%
GNR 2013-24 PI IO 04.0000 11/20/2042 0.04%
HCA INC 05.2500 06/15/2026 0.04%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031 0.04%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.04%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.04%
PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 0.04%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP 0.04%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP 0.04%
SWPTN 1MX10Y R 2.965 USD 07/13/2018 GS 0.04%
SWPTN 3MX10Y R 2.89 USD 09/21/2018 MS 0.04%
SWPTN 5WX10Y R 2.9125 USD 07/23/2018 MS 0.04%
ZAR/USD 07/18/2018 GSFX 0.04%
0.551 R ISWP FWD EUR006M P 06/20/2023 0.03%
BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.03%
COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 0.03%
COMCAST CORP 06.5000 11/15/2035 0.03%
CPTFEMU R 1.4 P 07/15/27 0.03%
FHR 3065 DC 13.6403 03/15/2035 0.03%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.03%
GNR 2011-18 PI IO 04.5000 08/20/2040 0.03%
HCA INC 05.0000 03/15/2024 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.03%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.03%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.03%
OPTN FN30 3.0 07/05/18 CALL 96.4765625 JPMC 0.03%
OPTN FN30 3.5 07/05/18 CALL 99.1953125 JPMC 0.03%
PETROBRAS GLOBAL FINANCE REGS 05.2990 01/27/2025 0.03%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.03%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP 0.03%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP 0.03%
SWPTN 1YX30Y R 1.673 GBP 10/05/2018 GS 0.03%
SWPTN 6MX2Y P 2.8225 USD 10/03/2018 MS 0.03%
SWPTN 7YX5Y R 2.647 USD 06/03/2024 BA 0.03%
SWPTN 7YX5Y R 2.654 USD 06/03/2024 CI 0.03%
SWPTN LIABILITY 2YX20Y P 2.36 USD 11/12/2019 JP 0.03%
WARNER MEDIA LLC 03.8000 02/15/2027 0.03%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.03%
WESTROCK MWV LLC 07.9500 02/15/2031 0.03%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.02%
0.4419 R ISWP EUR006M P 01/30/2023 0.02%
0.95 R ISWP FWD EUR006M P 09/19/2028 0.02%
1.955 R ISWP HKL3M P 04/23/2019 0.02%
1.96625 R ISWP HKL3M P 04/24/2019 0.02%
1.972 R ISWP FWD HKL3M P 04/25/2019 0.02%
2.851 R ISWP FWD CDOR03 P 06/20/2048 0.02%
BSCMS 2006-PW11 C P/P 144A 05.2830 03/11/2039 0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.02%
CPTFEMU R 1.4275 P 08/15/27 0.02%
CPURNSA R 1.89 P 07/05/22 0.02%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.02%
FHR 3072 SM 04.2533 11/15/2035 0.02%
FNR 2006-8 HP 16.8992 03/25/2036 0.02%
FNR 2007-53 SP 16.5325 06/25/2037 0.02%
FNR 2010-46 SB IO 04.3589 05/25/2040 0.02%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.02%
GNR 2013-90 HI IO 03.5000 04/20/2040 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033 0.02%
HOST HOTELS & RESORTS LP 06.0000 10/01/2021 0.02%
JPY/USD 08/16/2018 GSFX 0.02%
JPY/USD 08/16/2018 JPMCB 0.02%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.02%
MARATHON PETRO CORP 06.5000 03/01/2041 0.02%
MSC 2004-RR F7 P/P 144A 06.0000 04/28/2039 0.02%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.02%
NZD/USD 07/18/2018 JPMCB 0.02%
ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 0.02%
SEK/USD 09/19/2018 JPMCB 0.02%
SEK/USD 09/19/2018 RBSF 0.02%
SEK/USD 09/19/2018 SSBT 0.02%
SWEDISH GOVERNMENT 03.5000 03/30/2039 0.02%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS 0.02%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP 0.02%
SWPTN 12YX10Y P 2.725 USD 11/08/2029 GS 0.02%
SWPTN 1YX10Y R 1.522 GBP 10/05/2018 GS 0.02%
SWPTN 1YX30Y P 3.031 USD 06/14/2019 CI 0.02%
SWPTN 2YX10Y P 2.2525 USD 11/12/2019 JP 0.02%
SWPTN 2YX8Y P 2.5925 USD 01/24/2019 BA 0.02%
SWPTN 3MX10Y R 2.8475 USD 08/15/2018 CS 0.02%
SWPTN 3MX2Y R 3.056 USD 09/12/2018 CS 0.02%
SWPTN 5WX10Y R 2.89 USD 07/25/2018 BC 0.02%
SWPTN 5WX10Y R 2.945 USD 07/09/2018 CI 0.02%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS 0.02%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI 0.02%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP 0.02%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP 0.02%
SWPTN LIABILITY 2YX20Y P 2.584 USD 11/08/2019 GS 0.02%
SWPTN LIABILITY 2YX20Y R 2.584 USD 11/08/2019 GS 0.02%
SWPTN LIABILITY 2YX20Y R 2.875 USD 11/18/2019 GS 0.02%
SWPTN LIABILITY 2YX30Y P 2.43 USD 11/13/2019 MS 0.02%
SWPTN LIABILITY 2YX30Y R 2.826 USD 11/08/2019 JP 0.02%
VERIZON COMM 04.5220 09/15/2048 0.02%
-0.101 R ISWP FWD EUR006M P 06/20/2020 0.01%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.01%
0.378 R ISWP EUR006M P 01/24/2023 0.01%
0.50 R ISWP FWD CHL6M P 09/19/2028 0.01%
1.1575 R ISWP SES3M P 11/13/2027 0.01%
1.16 R ISWP SES3M P 11/13/2027 0.01%
1.3325 R ISWP SES3M P 01/24/2028 0.01%
1.3775 R ISWP SES3M P 01/30/2028 0.01%
1.451 R ISWP FWD GBL6M P 06/20/2023 0.01%
1.80 R ISWP FWD NOKOIB6M P 09/19/2023 0.01%
1.96 R ISWP HKL3M P 04/27/2019 0.01%
2.7725 R ISWP FWD US0003M P 03/21/2023 0.01%
2.79375 R ISWP US0003M P 06/07/2020 0.01%
3.15 R ISWP FWD NFIX3MID P 09/19/2028 0.01%
7.92 R ISWP JIBA3M P 01/25/2028 0.01%
BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 MS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.01%
CPTFEMU R 1.42 P 08/15/27 0.01%
CPTFEMU R 1.4475 P 09/15/27 0.01%
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CPURNSA R 2.05 P 12/06/22 0.01%
CPURNSA R 2.068 P 12/21/22 0.01%
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FHR 2990 LB 11.6466 06/15/2034 0.01%
FHR 3249 PS 15.4333 12/15/2036 0.01%
FHR 3408 EK 17.4506 04/15/2037 0.01%
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3.00 R ISWP FWD US0003M P 09/19/2028 0.00%
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BAYC 2006-CD1A IO IO P/P 144A 00.0000 07/25/2023 0.00%
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CHF/USD 09/19/2018 JPMCB 0.00%
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 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 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
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 ML 0.00%
CSFB 2003-C3 AX IO P/P 144A 02.2220 05/15/2038 0.00%
CSMC 2006-C4 AX IO P/P 144A 00.8726 09/15/2039 0.00%
CSMC 2007-C2 AX IO P/P 144A 00.1013 01/15/2049 0.00%
CZK/USD 09/19/2018 BANKAM 0.00%
DKK/USD 09/19/2018 CITI 0.00%
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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%
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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%
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IOS.FN30.500.10 P USL1M R 01/12/41 GS 0.00%
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IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.GII30.500.10 P USL1M R 01/12/41 JP 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
JPMCC 07-CB20 X1 IO P/P 144A 00.0000 02/12/2051 0.00%
JPMCC 2006-CB17 X IO 00.8379 12/12/2043 0.00%
JPMCC 2006-LDP8 X IO 00.2865 05/15/2045 0.00%
JPMCC 2007-LDPX X IO 00.3316 01/15/2049 0.00%
JPN 10Y BOND(OSE) SEP18 JBU8 0.00%
JPY/USD 08/16/2018 BANKAM 0.00%
JPY/USD 08/16/2018 BCAP-FX 0.00%
JPY/USD 08/16/2018 CSI-FX 0.00%
JPY/USD 08/16/2018 HSBCB 0.00%
JPY/USD 08/16/2018 RBSF 0.00%
JPY/USD 08/16/2018 SSBT 0.00%
JPY/USD 08/16/2018 UBS 0.00%
LBUBS 2007-C2 XCL IO P/P 144A 00.3470 02/15/2040 0.00%
LBUBS 2007-C2 XW IO 00.3470 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 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 06.2264 12/15/2049 0.00%
MXN/USD 07/18/2018 HSBCB 0.00%
NOK/SEK PUT 1.0735 20180712 HSBCB 0.00%
NOK/SEK PUT 1.075 20180712 BCAP-FX 0.00%
NOK/SEK PUT 1.075 20180712 GSFX 0.00%
NOK/USD 09/19/2018 BANKAM 0.00%
NOK/USD 09/19/2018 BCAP-FX 0.00%
NOK/USD 09/19/2018 CITI 0.00%
NOK/USD 09/19/2018 GSFX 0.00%
NOK/USD 09/19/2018 JPMCB 0.00%
NOK/USD 09/19/2018 SSBT 0.00%
OPTN FN30 3.0 07/05/18 PUT 96.4765625 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 97.875 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 98.03125 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 98.1875 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 98.234375 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 98.390625 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 98.546875 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 98.59375 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 98.75 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 98.90625 JPMC 0.00%
OPTN FN30 3.5 07/05/18 PUT 99.1953125 JPMC 0.00%
OPTN FN30 3.5 09/06/18 PUT 97.3828125 JPMC 0.00%
OPTN FN30 3.5 09/06/18 PUT 97.5390625 JPMC 0.00%
OPTN FN30 3.5 09/06/18 PUT 97.6953125 JPMC 0.00%
OPTN FN30 3.5 09/06/18 PUT 97.953125 JPMC 0.00%
OPTN FN30 3.5 09/06/18 PUT 98.109375 JPMC 0.00%
OPTN FN30 3.5 09/06/18 PUT 98.265625 JPMC 0.00%
OPTN FN30 4.0 07/05/18 PUT 101.71875 JPMC 0.00%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.00%
PLN/USD 09/19/2018 SSBT 0.00%
RUB/USD 09/19/2018 JPMCB 0.00%
SEK/USD 09/19/2018 BANKAM 0.00%
SEK/USD 09/19/2018 HSBCB 0.00%
SWPTN 14WX10Y P 3.255 USD 08/28/2018 MS 0.00%
SWPTN 14WX10Y P 3.255 USD 09/04/2018 BC 0.00%
SWPTN 14WX10Y R 2.915 USD 07/25/2018 CS 0.00%
SWPTN 14WX2Y R 2.8 USD 07/25/2018 CS 0.00%
SWPTN 1MX10Y P 2.9425 USD 07/02/2018 BC 0.00%
SWPTN 1MX10Y P 2.9525 USD 07/02/2018 MS 0.00%
SWPTN 1MX10Y P 3.05 USD 07/13/2018 GS 0.00%
SWPTN 1MX10Y P 3.0625 USD 07/02/2018 MS 0.00%
SWPTN 1MX10Y P 3.135 USD 07/13/2018 GS 0.00%
SWPTN 1MX10Y R 2.8425 USD 07/02/2018 MS 0.00%
SWPTN 1MX10Y R 2.9425 USD 07/02/2018 BC 0.00%
SWPTN 1YX1Y R 0.882 GBP 11/05/2018 JP 0.00%
SWPTN 1YX1Y R 1.9175 USD 10/04/2018 GS 0.00%
SWPTN 1YX1Y R 1.919 USD 08/15/2018 JP 0.00%
SWPTN 1YX1Y R 1.9325 USD 08/16/2018 BA 0.00%
SWPTN 1YX1Y R 2.25 USD 08/15/2018 JP 0.00%
SWPTN 1YX1Y R 2.2625 USD 08/16/2018 BA 0.00%
SWPTN 1YX1Y R 2.3025 USD 10/04/2018 GS 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 1YX5Y R 2.695 USD 10/04/2018 GS 0.00%
SWPTN 2YX10Y R 2.2525 USD 11/12/2019 JP 0.00%
SWPTN 2YX10Y R 2.47 USD 11/08/2019 GS 0.00%
SWPTN 2YX10Y R 2.7725 USD 11/18/2019 GS 0.00%
SWPTN 2YX1Y R 1.919 USD 08/15/2019 JP 0.00%
SWPTN 2YX1Y R 1.9325 USD 08/16/2019 BA 0.00%
SWPTN 2YX20Y R 2.36 USD 11/12/2019 JP 0.00%
SWPTN 2YX30Y R 2.43 USD 11/13/2019 MS 0.00%
SWPTN 2YX3Y R 2.43 USD 02/15/2019 BC 0.00%
SWPTN 2YX5Y P 2.553 USD 11/08/2019 JP 0.00%
SWPTN 2YX5Y R 2.155 USD 11/13/2019 MS 0.00%
SWPTN 2YX5Y R 2.203 USD 06/03/2019 BA 0.00%
SWPTN 2YX5Y R 2.205 USD 06/03/2019 BC 0.00%
SWPTN 2YX5Y R 2.34 USD 11/12/2019 CI 0.00%
SWPTN 2YX5Y R 2.553 USD 11/08/2019 JP 0.00%
SWPTN 2YX8Y R 2.5925 USD 01/24/2019 BA 0.00%
SWPTN 3MX10Y P 3.029 USD 07/17/2018 CI 0.00%
SWPTN 3MX10Y P 3.3575 USD 08/15/2018 CS 0.00%
SWPTN 3MX10Y R 2.739 USD 07/17/2018 CI 0.00%
SWPTN 3MX10Y R 2.8525 USD 07/18/2018 MS 0.00%
SWPTN 3MX2Y P 3.055 USD 09/12/2018 JP 0.00%
SWPTN 3MX2Y R 2.78 USD 07/18/2018 MS 0.00%
SWPTN 5WX10Y P 1.045 EUR 07/30/2018 JP 0.00%
SWPTN 5WX10Y P 3.03 USD 07/09/2018 CI 0.00%
SWPTN 5WX10Y P 3.1 USD 07/25/2018 CS 0.00%
SWPTN 5WX10Y P 3.115 USD 07/09/2018 CI 0.00%
SWPTN 5WX10Y P 3.1225 USD 07/23/2018 MS 0.00%
SWPTN 5WX10Y R 0.745 EUR 07/30/2018 JP 0.00%
SWPTN 6MX1Y R 2.47 USD 08/14/2018 CI 0.00%
SWPTN 6MX1Y R 2.6325 USD 08/14/2018 CI 0.00%
SWPTN 6WX10Y P 3.115 USD 07/30/2018 JP 0.00%
SWPTN 6WX10Y P 3.126 USD 08/03/2018 CI 0.00%
SWPTN LIABILITY 2YX10Y R 2.2525 USD 11/12/2019 JP 0.00%
SWPTN LIABILITY 2YX20Y R 2.36 USD 11/12/2019 JP 0.00%
SWPTN LIABILITY 2YX5Y P 2.155 USD 11/13/2019 MS 0.00%
SWPTN LIABILITY 2YX5Y P 2.34 USD 11/12/2019 CI 0.00%
SWPTN LIABILITY 2YX5Y P 2.553 USD 11/08/2019 JP 0.00%
SWPTN LIABILITY 2YX5Y R 2.155 USD 11/13/2019 MS 0.00%
SWPTN LIABILITY 2YX5Y R 2.34 USD 11/12/2019 CI 0.00%
SWPTN LIABILITY 2YX5Y R 2.553 USD 11/08/2019 JP 0.00%
SWPTN LIABILITY 5WX10Y P 1.045 EUR 07/30/2018 JP 0.00%
SWPTN LIABILITY 5WX10Y R 0.745 EUR 07/30/2018 JP 0.00%
THB/USD 08/16/2018 CITI 0.00%
TWD/USD 08/16/2018 BANKAM 0.00%
TWD/USD 08/16/2018 GSFX 0.00%
UKRPI P 3.34 R 02/15/28 0.00%
UKRPI P 3.34 R 03/15/28 0.00%
UKRPI P 3.3875 R 03/15/28 0.00%
UKRPI R 3.19 P 02/15/23 0.00%
UKRPI R 3.245 P 03/15/23 0.00%
UKRPI R 3.25 P 03/15/23 0.00%
UKRPI R 3.295 P 03/15/23 0.00%
UKRPI R 3.325 P 03/15/23 0.00%
US 10YR NOTE (CBT)SEP18 TYU8 0.00%
US 10YR ULTRA FUT SEP18 UXYU8 0.00%
US 2YR NOTE (CBT) SEP18 TUU8 0.00%
US 5YR NOTE (CBT) SEP18 FVU8 0.00%
US LONG BOND(CBT) SEP18 USU8 0.00%
US ULTRA BOND CBT SEP18 WNU8 0.00%
WBCMT 2007-C34 IO IO 00.1699 05/15/2046 0.00%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.01%
0.21 R ISWP EURIBOR6MD P 05/04/2022 -0.01%
0.6975 R ISWP SES3M P 02/05/2023 -0.01%
0.9987 R ISWP EUR006M P 01/30/2028 -0.01%
1.61375 R ISWP FWD EUR006M P 10/27/2027 -0.01%
1.651 R ISWP FWD GBL6M P 06/20/2028 -0.01%
1.815 R ISWP FWD EUR006M P 02/27/2028 -0.01%
1.912 R ISWP FWD GBL6M P 01/19/2032 -0.01%
2.02 R ISWP CDOR03 P 11/02/2022 -0.01%
2.0525 R ISWP CDOR03 P 11/14/2022 -0.01%
2.55 R ISWP FWD AUDBB6M P 09/19/2023 -0.01%
2.70 R ISWP FWD NFIX3MID P 09/19/2023 -0.01%
2.74875 R ISWP FWD US0003M P 10/27/2027 -0.01%
2.875 R ISWP FWD US0003M P 09/19/2020 -0.01%
2.899 R ISWP US0003M P 07/03/2028 -0.01%
2.90375 R ISWP US0003M P 06/07/2020 -0.01%
2.95 R ISWP FWD US0003M P 09/19/2028 -0.01%
2.975 R ISWP FWD US0003M P 07/27/2028 -0.01%
2.976 R ISWP FWD US0003M P 08/07/2028 -0.01%
3.00 R ISWP FWD US0003M P 09/19/2048 -0.01%
3.395 R ISWP FWD AUDBB6M P 03/07/2028 -0.01%
7.06 R ISWP JIBA3M P 01/25/2021 -0.01%
AUD/USD 07/18/2018 UBS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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%
CNH/USD 08/16/2018 GSFX -0.01%
CNH/USD 08/16/2018 HSBCB -0.01%
CPURNSA P 2.19 R 12/06/27 -0.01%
CPURNSA P 2.1939 R 12/21/27 -0.01%
EUR/USD 09/19/2018 BANKAM -0.01%
EUR/USD 09/19/2018 GSFX -0.01%
EUR/USD 09/19/2018 JPMCB -0.01%
EUR/USD 09/19/2018 RBSF -0.01%
GBP/USD 09/19/2018 BCAP-FX -0.01%
GBP/USD 09/19/2018 SSBT -0.01%
JPY/USD 08/16/2018 CITI -0.01%
RUB/USD 09/19/2018 BANKAM -0.01%
SGD/USD 08/16/2018 JPMCB -0.01%
SWPTN 2YX10Y R 2.413 USD 06/03/2019 BA -0.01%
SWPTN 2YX10Y R 2.42 USD 06/03/2019 CI -0.01%
SWPTN 2YX20Y P 2.875 USD 11/18/2019 GS -0.01%
SWPTN 2YX20Y R 2.584 USD 11/08/2019 GS -0.01%
SWPTN 2YX20Y R 2.875 USD 11/18/2019 GS -0.01%
SWPTN 2YX28Y R 2.7175 USD 01/24/2019 BA -0.01%
SWPTN 2YX30Y P 2.826 USD 11/08/2019 JP -0.01%
SWPTN 2YX30Y R 2.615 USD 11/12/2019 CI -0.01%
SWPTN 2YX30Y R 2.826 USD 11/08/2019 JP -0.01%
SWPTN 3MX10Y P 3.24 USD 09/21/2018 MS -0.01%
SWPTN 3MX2Y P 2.75 USD 08/29/2018 MS -0.01%
SWPTN 3MX2Y P 2.8875 USD 09/11/2018 GS -0.01%
SWPTN 3MX2Y P 2.975 USD 09/12/2018 JP -0.01%
SWPTN LIABILITY 12YX10Y P 3.005 USD 11/16/2029 GS -0.01%
SWPTN LIABILITY 12YX10Y R 2.5 USD 11/09/2029 JP -0.01%
SWPTN LIABILITY 2YX10Y P 2.47 USD 11/08/2019 GS -0.01%
SWPTN LIABILITY 2YX10Y P 2.7725 USD 11/18/2019 GS -0.01%
SWPTN LIABILITY 2YX10Y R 2.47 USD 11/08/2019 GS -0.01%
SWPTN LIABILITY 2YX10Y R 2.7725 USD 11/18/2019 GS -0.01%
SWPTN LIABILITY 2YX3Y P 2.43 USD 02/15/2019 BC -0.01%
SWPTN LIABILITY 2YX3Y R 2.43 USD 02/15/2019 BC -0.01%
SWPTN LIABILITY 7YX25Y P 2.902 USD 11/08/2024 JP -0.01%
SWPTN LIABILITY 7YX25Y R 2.505 USD 11/13/2024 MS -0.01%
0.6075 R ISWP SES3M P 01/24/2023 -0.02%
0.66875 R ISWP SES3M P 01/30/2023 -0.02%
AUD/USD 07/18/2018 BANKAM -0.02%
AUD/USD 07/18/2018 BCAP-FX -0.02%
AUD/USD 07/18/2018 CITI -0.02%
AUD/USD 07/18/2018 HSBCB -0.02%
AUD/USD 07/18/2018 SSBT -0.02%
AUD/USD 07/18/2018 WPAC -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CPTFEMU P 1.71 R 08/15/37 -0.02%
CPTFEMU P 1.7138 R 08/15/37 -0.02%
CPTFEMU P 1.735 R 09/15/37 -0.02%
CPURNSA P 2.05 R 07/05/27 -0.02%
CPURNSA P 2.085 R 07/03/27 -0.02%
SWPTN 1YX2Y P 2.813 USD 01/28/2019 BC -0.02%
SWPTN 1YX5Y P 3.09 USD 06/14/2019 CI -0.02%
SWPTN 2YX20Y P 2.584 USD 11/08/2019 GS -0.02%
SWPTN 2YX30Y P 2.43 USD 11/13/2019 MS -0.02%
SWPTN 2YX30Y P 2.615 USD 11/12/2019 CI -0.02%
SWPTN 2YX30Y R 2.79 USD 02/15/2019 JP -0.02%
SWPTN 3MX10Y P 3.02 USD 07/27/2018 MS -0.02%
SWPTN 3MX2Y P 2.85 USD 09/04/2018 GS -0.02%
SWPTN 3MX2Y R 2.85 USD 09/04/2018 GS -0.02%
SWPTN 3MX2Y R 2.8875 USD 09/11/2018 GS -0.02%
SWPTN 3MX4Y P 2.973 USD 09/12/2018 CS -0.02%
SWPTN 5YX5Y R 1.106 GBP 11/03/2022 JP -0.02%
SWPTN LIABILITY 10YX20Y P 2.8175 USD 03/23/2027 GS -0.02%
SWPTN LIABILITY 10YX20Y R 2.8175 USD 03/23/2027 GS -0.02%
SWPTN LIABILITY 12YX10Y P 2.5 USD 11/09/2029 JP -0.02%
SWPTN LIABILITY 12YX10Y P 2.725 USD 11/08/2029 GS -0.02%
SWPTN LIABILITY 12YX10Y R 2.725 USD 11/08/2029 GS -0.02%
SWPTN LIABILITY 12YX10Y R 3.005 USD 11/16/2029 GS -0.02%
SWPTN LIABILITY 2YX10Y P 2.2525 USD 11/12/2019 JP -0.02%
SWPTN LIABILITY 7YX25Y P 2.505 USD 11/13/2024 MS -0.02%
SWPTN LIABILITY 7YX25Y P 2.689 USD 11/12/2024 CI -0.02%
SWPTN LIABILITY 7YX25Y R 2.689 USD 11/12/2024 CI -0.02%
SWPTN LIABILITY 7YX25Y R 2.902 USD 11/08/2024 JP -0.02%
1.67 R ISWP KRW3MCD P 12/09/2021 GS -0.03%
2.95 R ISWP FWD US0003M P 09/19/2023 -0.03%
5.93 R ISWP MXIBTIIE P 10/06/2021 -0.03%
CAD/USD 07/18/2018 BANKAM -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
KRW/USD 08/16/2018 JPMCB -0.03%
SWPTN 1YX2Y P 2.663 USD 01/14/2019 CI -0.03%
SWPTN 2YX20Y P 2.36 USD 11/12/2019 JP -0.03%
SWPTN 3MX10Y R 2.99 USD 09/21/2018 MS -0.03%
SWPTN 3MX2Y P 2.655 USD 07/03/2018 MS -0.03%
SWPTN 3MX4Y R 2.973 USD 09/12/2018 CS -0.03%
SWPTN 5WX10Y R 2.9725 USD 07/23/2018 MS -0.03%
SWPTN 5WX10Y R 2.98 USD 07/25/2018 BC -0.03%
SWPTN 5WX10Y R 3.03 USD 07/09/2018 CI -0.03%
SWPTN LIABILITY 2YX5Y P 2.203 USD 06/03/2019 BA -0.03%
SWPTN LIABILITY 2YX5Y P 2.205 USD 06/03/2019 BC -0.03%
SWPTN LIABILITY 2YX5Y R 2.203 USD 06/03/2019 BA -0.03%
SWPTN LIABILITY 2YX5Y R 2.205 USD 06/03/2019 BC -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%
6.16 R ISWP MXIBTIIE P 01/01/2026 -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CPTFEMU P 1.71 R 07/15/37 -0.04%
SWPTN 1MX10Y R 3.05 USD 07/13/2018 GS -0.04%
SWPTN 1YX1Y P 2.25 USD 08/15/2018 JP -0.04%
SWPTN 1YX1Y P 2.2625 USD 08/16/2018 BA -0.04%
SWPTN 2YX30Y P 2.79 USD 02/15/2019 JP -0.04%
SWPTN LIABILITY 7YX5Y P 2.647 USD 06/03/2024 BA -0.04%
SWPTN LIABILITY 7YX5Y P 2.654 USD 06/03/2024 CI -0.04%
SWPTN LIABILITY 7YX5Y R 2.647 USD 06/03/2024 BA -0.04%
SWPTN LIABILITY 7YX5Y R 2.654 USD 06/03/2024 CI -0.04%
0.503 R ISWP FWD EUR006M P 03/21/2023 -0.05%
AUD/USD 07/18/2018 CSI-FX -0.05%
AUD/USD 07/18/2018 GSFX -0.05%
AUD/USD 07/18/2018 JPMCB -0.05%
CDX CDX.NA.HY.30 500.0 06/20/2023 -0.05%
SWPTN 1YX20Y R 1.6975 GBP 10/05/2018 GS -0.05%
SWPTN 1YX2Y P 2.77 USD 01/16/2019 JP -0.05%
SWPTN 2YX28Y P 2.7175 USD 01/24/2019 BA -0.05%
SWPTN 10YX10Y P 2.01 EUR 12/20/2027 GS -0.07%
SWPTN 10YX10Y R 2.01 EUR 12/20/2027 GS -0.07%
SWPTN 2YX10Y P 2.413 USD 06/03/2019 BA -0.07%
SWPTN 2YX10Y P 2.42 USD 06/03/2019 CI -0.07%
SWPTN 3MX10Y R 3.02 USD 07/27/2018 MS -0.07%
SWPTN 7YX23Y R 3.0 USD 04/04/2025 MS -0.07%
SWPTN 7YX23Y R 3.0 USD 04/14/2025 MS -0.07%
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%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.09%
1.87875 P ISWP JPL6M R 09/02/2043 -0.10%
SWPTN LIABILITY 5YX30Y P 2.8325 USD 02/15/2022 JP -0.10%
SWPTN LIABILITY 5YX30Y R 2.8325 USD 02/15/2022 JP -0.10%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.12%
SWPTN 2YX1Y P 1.9325 USD 08/16/2019 BA -0.13%
SWPTN 2YX1Y P 1.919 USD 08/15/2019 JP -0.14%
FNMA FN30 TBA 04.5000 07/01/2048 -1.29%

Prior top 10 holdings

Top 10 holdings as of 07/31/18
Japan (10 Year Issue) 01.0000 09/20/2021
Japan (10 Yr Issue) 00.8000 09/20/2023
Japan (20 Year Issue) 02.3000 06/20/2027
Japan (30 Year Issue) 02.3000 03/20/2040
Fnma Fn30 Tba 02.5000 08/01/2048
European Investment Bank Gbp 05.6250 06/07/2032
Japan (20 Year Issue) 02.2000 03/20/2031
Gnma Gii30 Tba 04.5000 08/01/2048
Uk Tsy 4 2060 Regs 04.0000 01/22/2060
Japan (40 Year Issue) 02.2000 03/20/2051
Holdings represent 19.94% of portfolio
Top 10 holdings as of 06/30/18
Japan (10 Year Issue) 01.0000 09/20/2021
Japan (10 Yr Issue) 00.8000 09/20/2023
Japan (20 Year Issue) 02.3000 06/20/2027
Japan (30 Year Issue) 02.3000 03/20/2040
Fnma Fn30 Tba 02.5000 07/01/2048
European Investment Bank Gbp 05.6250 06/07/2032
Japan (20 Year Issue) 02.2000 03/20/2031
Gnma Gii30 Tba 04.5000 07/01/2048
Uk Tsy 4 2060 Regs 04.0000 01/22/2060
Japan (40 Year Issue) 02.2000 03/20/2051
Holdings represent 20.49% of portfolio
Top 10 holdings as of 05/31/18
Japan (10 Year Issue) 01.0000 09/20/2021
Japan (10 Yr Issue) 00.8000 09/20/2023
Japan (20 Year Issue) 02.3000 06/20/2027
Japan (30 Year Issue) 02.3000 03/20/2040
European Investment Bank Gbp 05.6250 06/07/2032
Fnma Fn30 Tba 02.5000 06/01/2048
Japan (20 Year Issue) 02.2000 03/20/2031
Gnma Gii30 Tba 04.5000 06/01/2048
Uk Tsy 4 2060 Regs 04.0000 01/22/2060
Japan (40 Year Issue) 02.2000 03/20/2051
Holdings represent 20.78% of portfolio
Top 10 holdings as of 04/30/18
Japan (10 Year Issue) 01.0000 09/20/2021
Japan (10 Yr Issue) 00.8000 09/20/2023
Japan (20 Year Issue) 02.3000 06/20/2027
Japan (30 Year Issue) 02.3000 03/20/2040
European Investment Bank Gbp 05.6250 06/07/2032
Fnma Fn30 Tba 02.5000 05/01/2048
Japan (20 Year Issue) 02.2000 03/20/2031
Uk Tsy 4 2060 Regs 04.0000 01/22/2060
Gnma Gii30 Tba 04.5000 05/01/2048
Japan (40 Year Issue) 02.2000 03/20/2051
Holdings represent 20.48% of portfolio

Fixed income statistics as of 07/31/18

Average effective maturity 9.42 yrs.
Average effective duration 5.78 yrs.
Average yield to maturity 3.17%
Average coupon 3.67%
Average price $99.87

Sector weightings as of 07/31/18

  Cash investments Non-cash investments Total portfolio
  Weight Spread duration Weight Spread duration Weight Spread duration
International Treasury/agency 36.11% 3.17 0.00% -0.48 36.11% 2.69
Investment-grade corporate bonds 22.92% 1.94 0.00% 0.00 22.92% 1.94
Commercial MBS 9.73% 0.36 5.38% 0.19 15.11% 0.55
Agency CMO 8.68% 0.30 0.10% 0.01 8.78% 0.31
Net cash 6.64% 0.00 0.00% 0.00 6.64% 0.00
Residential MBS (non-agency) 5.82% 0.23 0.00% 0.00 5.82% 0.23
Emerging-market bonds 4.87% 0.25 0.00% 0.00 4.87% 0.25
Agency pass-through 0.83% 0.05 3.65% 0.32 4.48% 0.37
High-yield corporate bonds 2.80% 0.16 -0.81% -0.04 1.99% 0.12
Asset-backed securities (ABS) 1.43% 0.00 0.00% 0.00 1.43% 0.00
Municipal bonds 0.17% 0.02 0.00% 0.00 0.17% 0.02
Interest rate swaps 0.00% 0.00 0.00% -1.26 0.00% -1.26
U.S. Treasury/agency 0.00% 0.00 0.00% 0.54 0.00% 0.54

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 07/31/18

0 - 1 yr. 4.28%
1 - 5 yrs. 24.48%
5 - 10 yrs. 51.79%
10 - 15 yrs. 4.87%
Over 15 yrs. 14.58%

Quality rating as of 07/31/18

AAA 23.62%
AA 9.70%
A 28.59%
BBB 26.49%
BB 5.60%
B 3.42%
CCC and Below 1.30%
Not Rated 1.28%

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 07/31/18

United States 53.82%
Japan 15.96%
France 3.99%
Italy 3.45%
United Kingdom 2.74%
Spain 2.68%
Canada 2.39%
Supra-Nation 1.80%
Mexico 1.52%
 
Other
11.65%
Greece 1.50%
Switzerland 1.38%
Netherlands 1.23%
Brazil 0.92%
Belgium 0.88%
Australia 0.77%
Ireland 0.59%
Austria 0.52%
Indonesia 0.51%
Argentina 0.46%
Sweden 0.39%
South Africa 0.34%
Denmark 0.27%
Malaysia 0.27%
Portugal 0.25%
Colombia 0.24%
Bermuda 0.23%
Poland 0.23%
Russia 0.17%
Norway 0.16%
Germany 0.14%
New Zealand 0.09%
Sri Lanka 0.09%
European Community 0.05%
Hong Kong 0.03%
Venezuela 0.02%
Thailand -0.01%
South Korea -0.07%

Expenses

Expense ratio

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

Sales charge

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. 1.00% 5.00% 1.00% -- -- -- -- --
2 yrs. 0.00% 4.00% 0.00% -- -- -- -- --
3 yrs. 0.00% 3.00% 0.00% -- -- -- -- --
4 yrs. 0.00% 3.00% 0.00% -- -- -- -- --
5 yrs. 0.00% 2.00% 0.00% -- -- -- -- --
6 yrs. 0.00% 1.00% 0.00% -- -- -- -- --
7+ yrs. 0.00% 0.00% 0.00% -- -- -- -- --

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.