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

Always Vigilant. Always Active.

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

Seeks positive returns with a similar level of volatility

Highlights

Objective

The fund seeks positive total return.

Strategy and process

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

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $9.62
-0.31% | $-0.03
$9.88
07/16/18
$9.41
12/27/18
Historical fund price

Fund facts as of 02/28/19

Total net assets
$560.97M
Turnover (fiscal year end)
532%
Dividend frequency (view rate)
Monthly
Number of holdings
1029
Fiscal year-end
October
CUSIP / Fund code
746764372 / 0064
Inception date
12/23/08
Category
Absolute Return
Open to new investors
Ticker
PTRNX

Management team

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


Manager commentary | Q4 2018

Shortening duration to reduce volatility

Bill Kohli, Chief Investment Officer, Fixed Income, explains the use of shorter-dated securities to reduce volatility.


Literature


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

Performance

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.

3.49%

Best 5-year annualized return

(for period ending 03/31/14)


-0.03%

Worst 5-year annualized return

(for period ending 03/31/16)


2.02%

Average 5-year annualized return


  • Total return (%) as of 12/31/18

  • Annual performance as of 12/31/18

Annualized Total return (%) as of 12/31/18

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 0.66% 2.62% 1.48% 2.39%
After sales charge -1.61% 1.84% 1.02% 2.15%
ICE BofAML U.S. Treasury Bill Index 1.88%1.02%0.64%0.40%

Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Multi-Asset Absolute Return Fund, 4.00% and 3.25% for income funds and 2.25% and 0.75% for Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund, respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, which is 3% in the first year, declining to 1% in the fourth year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A and M shares of Putnam money market funds have no initial sales charge. For a portion of the periods, some funds had expense limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.

Performance snapshot

  Before sales charge After sales charge
1 mt. as of 02/28/19 0.64% -1.63%
YTD as of 03/15/19 3.00% 0.68%

Yield

Distribution rate before sales charge
as of 03/15/19
3.85%
Distribution rate after sales charge
as of 03/15/19
3.82%
30-day SEC yield as of 02/28/19
(after sales charge)
3.73%

Volatility as of 02/28/19

Standard deviation (3 yrs.) 2.24%

Morningstar Ratings as of 02/28/19

Time period Funds in category Morningstar Rating
Overall 281
3 yrs. 281
5 yrs. 182
10 yrs. 66
Morningstar category: Nontraditional Bond

Distributions

Record/Ex dividend date 02/15/19
Payable date 02/20/19
Income $0.031
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 02/28/19

Net cash 20.62%
Fnma Fn30 Tba 04.0000 03/01/2049 9.63%
Fnma Fn30 Tba 03.5000 03/01/2049 8.92%
Gnma Gii30 Tba 04.5000 03/01/2049 2.03%
Fhr 3835 Fo Po 00.0000 04/15/2041 0.98%
Spst 2018-5 A 03.2123 09/24/2019 0.82%
Apple 02.0000 05/06/2020 0.77%
Cwalt 2005-59 1a1 02.8104 11/20/2035 0.67%
Commonwealth Bk Aust P/P 144a 02.2000 11/09/2020 0.64%
Msbam 2013-C10 E P/P 144a 04.0818 07/15/2046 0.64%
Top 10 holdings, percent of portfolio 45.72%

Full portfolio holdings as of 12/31/18

FNMA FN30 TBA 04.0000 01/01/2049 9.65%
FNMA FN30 TBA 03.5000 01/01/2049 5.71%
FNMA FN30 TBA 02.5000 01/01/2049 2.20%
GNMA GII30 TBA 04.5000 01/01/2049 2.03%
FHR 3835 FO PO 00.0000 04/15/2041 1.01%
SPST 2018-5 A 03.0151 09/24/2019 0.82%
APPLE INC 02.0000 05/06/2020 0.77%
CWALT 2005-59 1A1 02.8001 11/20/2035 0.68%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.64%
MSBAM 2013-C10 E P/P 144A 04.0821 07/15/2046 0.63%
SPST 2018-1 A 03.2151 04/24/2019 0.62%
SPST 2018-8 A 03.2038 02/24/2020 0.60%
FHR 3852 NT 03.5449 05/15/2041 0.59%
CSMC 2008-C1 AJ P/P 144A 05.8032 02/15/2041 0.57%
FNR 2017-8 SB IO 03.5938 02/25/2047 0.57%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.57%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.57%
FNR 2017-74 SA IO 03.2438 10/25/2047 0.56%
GNMA GII30 TBA 04.0000 01/01/2049 0.55%
CWALT 2006-OA7 1A2 03.0974 06/25/2046 0.49%
SPST 2018-3 A 03.0151 07/24/2019 0.49%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.44%
CAS 2018-C03 1M2 04.6563 10/25/2030 0.41%
COMM 2013-CR11 XA IO 01.0952 08/10/2050 0.41%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.41%
WESTPAC BANKING CORP USD 02.6500 01/25/2021 0.41%
CAS 2016-C02 1B 14.7563 09/25/2028 0.40%
FEDERATIVE REP OF BRAZIL USD 05.0000 01/27/2045 0.40%
JPMCC 2012-C8 D P/P 144A 04.6524 10/15/2045 0.40%
STACR 2015-DNA3 B 11.8563 04/25/2028 0.40%
US BANK NA CINCINNATI 03.1500 04/26/2021 0.40%
ALPHABET INC 03.6250 05/19/2021 0.39%
BANK 2017-BNK9 XA IO 00.8199 11/15/2054 0.39%
BSCMS 2006-PW11 B P/P 144A 05.2698 03/11/2039 0.39%
CF INDUSTRIES INC 03.4500 06/01/2023 0.39%
DBUBS 2011-LC3A D P/P 144A 05.3379 08/10/2044 0.39%
MSBAM 2013-C13 XA IO 01.0066 11/15/2046 0.39%
FNR 2017-75 NI IO 05.0000 11/25/2046 0.38%
CITIBANK NA 03.0500 05/01/2020 0.37%
BACM 2005-1 B 05.5039 11/10/2042 0.36%
GNR 2016-H13 IK IO 02.6026 06/20/2066 0.36%
REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 0.36%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.35%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.35%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.34%
MEAD JOHNSON NUTRITION C 03.0000 11/15/2020 0.34%
USG CORP P/P 144A 05.5000 03/01/2025 0.34%
WFCM 2013-LC12 D P/P 144A 04.2866 07/15/2046 0.34%
JPMBB 2013-C14 D P/P 144A 04.5657 08/15/2046 0.33%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.32%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 0.32%
FNR 2015-28 IO IO 05.5000 05/25/2045 0.32%
RANGE RESOURCES CORP 05.0000 03/15/2023 0.32%
BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 0.31%
SERVICE CORP INTL 05.3750 01/15/2022 0.31%
WFRBS 2013-C15 D P/P 144A 04.4731 08/15/2046 0.31%
COMM 2014-CR17 C 04.7375 05/10/2047 0.30%
FNR 2011-53 ST IO 03.4138 06/25/2041 0.30%
FNR 2013-130 SD IO 04.0938 01/25/2044 0.30%
GNR 2017-H06 BI IO 02.3729 02/20/2067 0.30%
WFRBS 2012-C10 D P/P 144A 04.4417 12/15/2045 0.30%
CAS 2015-C04 1M2 08.2063 04/25/2028 0.29%
CAS 2016-C03 2M2 08.4063 10/25/2028 0.29%
CIT GROUP INC. 05.2500 03/07/2025 0.29%
MSBAM 2013-C10 F P/P 144A 04.0821 07/15/2046 0.29%
STARWOOD PROP TR 04.7500 03/15/2025 0.29%
WFCM 2016-BNK1 XA IO 01.7821 08/15/2049 0.29%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.28%
GNR 2018-H05 AI IO 01.9828 02/20/2068 0.28%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.28%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.28%
MWST 2018-W1 A 03.1314 11/25/2051 0.28%
PFIZER INC 01.7000 12/15/2019 0.28%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.28%
UBSBB 2013-C5 XA IO P/P 144A 00.9668 03/10/2046 0.28%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.27%
CINEWORLD TLB L+250 04.2999 02/28/2025 0.27%
GSMS 2013-GC10 E P/P 144A 04.3971 02/10/2046 0.27%
SCIENTIFIC GAMES TLB5 L+275 05.2502 08/14/2024 0.27%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.27%
WFRBS 2012-C7 D P/P 144A 04.8212 06/15/2045 0.27%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.26%
COMM 2014-CR19 XA IO 01.1763 08/10/2047 0.26%
GNR 2015-H19 NI IO 01.8978 07/20/2065 0.26%
JPMBB 2014-C24 XA IO 00.9676 11/15/2047 0.26%
FNR 2015-19 SA IO 03.6938 04/25/2045 0.25%
GNR 2017-H16 BI IO 02.2081 08/20/2067 0.25%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.25%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.25%
COMM 2015-LC21 XA IO 00.7751 07/10/2048 0.24%
FNR 2016-60 LS IO 03.5938 09/25/2046 0.24%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.24%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.24%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.24%
GNR 2016-111 IP IO 03.5000 08/20/2046 0.23%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.23%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.23%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.22%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.22%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.22%
CCC INFO 1STL L+300 05.5300 04/27/2024 0.22%
CD 2016-CD1 XA IO 01.4251 08/10/2049 0.22%
JPMBB 2014-C25 D P/P 144A 03.9446 11/15/2047 0.22%
NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 0.22%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.22%
SPST 2017-LD1 A 03.3063 11/25/2050 0.22%
STACR 2015-DNA1 B 11.7063 10/25/2027 0.22%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.22%
ARDAGH PKG FIN/HLDGS P/P 144A 04.2500 09/15/2022 0.21%
ASHTEAD CAPITAL INC P/P 144A 05.6250 10/01/2024 0.21%
BSCMS 2007-T26 AJ 05.4647 01/12/2045 0.21%
CAS 2016-C03 1B 14.2563 10/25/2028 0.21%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.21%
ENERGY TRANSFER LP 05.8750 01/15/2024 0.21%
FHR 4591 QI IO 03.5000 04/15/2046 0.21%
FNR 2018-95 SA IO 03.7100 01/25/2049 0.21%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.21%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.21%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.21%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.20%
ARCELORMITTAL USD 06.1250 06/01/2025 0.20%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.20%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.20%
COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 0.20%
COMMUNITY HEALTH TLH L+325 05.9566 01/27/2021 0.20%
GNR 2015-69 IO IO 05.0000 05/20/2045 0.20%
GNR 2016-121 JS IO 03.6299 09/20/2046 0.20%
GNR 2016-H23 NI IO 02.4639 10/20/2066 0.20%
GNR 2018-H13 NI IO 02.1236 08/20/2068 0.20%
HCA INC 04.7500 05/01/2023 0.20%
JPMCC 2013-C10 XA IO 01.0079 12/15/2047 0.20%
LENNAR CORP 05.8750 11/15/2024 0.20%
PULTEGROUP INC 05.5000 03/01/2026 0.20%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.20%
STANDARD IND INC P/P 144A 06.0000 10/15/2025 0.20%
SWPTN 5WX10Y R 3.0375 USD 01/03/2019 GS 0.20%
THE AES CORPORATION 04.8750 05/15/2023 0.20%
WFCM 2014-LC16 XA IO 01.3311 08/15/2050 0.20%
WFRBS 2012-C9 XB IO P/P 144A 00.6846 11/15/2045 0.20%
ADS WASTE TLB L+225 04.4745 11/10/2023 0.19%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 0.19%
ENERGY TRANSFER LP 07.5000 10/15/2020 0.19%
FNR 2011-4 CS 07.8875 05/25/2040 0.19%
GNR 2015-20 PI IO 03.5000 02/20/2045 0.19%
GNR 2015-H09 BI IO 01.6833 03/20/2065 0.19%
GNR 2015-H15 JI IO 01.9444 06/20/2065 0.19%
GNR 2018-91 SJ IO 03.7799 07/20/2048 0.19%
GOLDEN NUGGET TL L+275 05.2367 10/04/2023 0.19%
HCA INC 06.5000 02/15/2020 0.19%
KINETIC CONCEPTS TLB L+325 04.2846 02/03/2024 0.19%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.19%
OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 0.19%
RACKSPACE HOSTING INC L+300 05.5815 11/03/2023 0.19%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.19%
WFRBS 2012-C10 E P/P 144A 04.4417 12/15/2045 0.19%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.18%
CGCMT 2014-GC19 X IO 01.1417 03/10/2047 0.18%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.18%
FHR 4813 IO IO 05.5000 08/15/2048 0.18%
FNR 2016-65 CS IO 03.5938 09/25/2046 0.18%
FNR 2018-58 IO IO 05.5000 08/25/2048 0.18%
GNR 2010-20 UI IO 05.0000 02/20/2040 0.18%
GNR 2015-H25 AI IO 01.5994 09/20/2065 0.18%
GNR 2015-H25 EI IO 01.8424 10/20/2065 0.18%
GNR 2016-H02 BI IO 02.1026 11/20/2065 0.18%
GNR 2017-174 MI IO 03.5000 11/20/2047 0.18%
GNR 2018-H02 EI IO 02.2953 01/20/2068 0.18%
GSMS 2014-GC22 C 04.6893 06/10/2047 0.18%
INTELSAT S.A. TLB3 L+375 06.2562 11/27/2023 0.18%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.18%
QUIKRETE TLB L+275 05.2724 11/15/2023 0.18%
SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP 0.18%
ALTICE USA TLB L+225 04.7454 01/15/2026 0.17%
CARR 2006-NC2 A4 02.7463 06/25/2036 0.17%
CAS 2018-C02 2M2 04.7063 08/25/2030 0.17%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.17%
COMM 2014-UBS6 XA IO 00.9541 12/10/2047 0.17%
COMM 2015-CR23 XA IO 00.9562 05/10/2048 0.17%
EAGLECLAW MID TL L+425 06.8690 06/30/2024 0.17%
FHR 4760 IG IO 05.0000 02/15/2048 0.17%
FNR 2012-22 CI IO 04.0000 03/25/2041 0.17%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.17%
GNR 2010-125 SD IO 04.2249 01/16/2040 0.17%
GNR 2015-80 IA IO 04.5000 06/20/2045 0.17%
GNR 2017-120 IJ IO 04.0000 04/20/2047 0.17%
HELLENIC REPUBLIC P/P REGS 03.3750 02/15/2025 0.17%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.17%
MESSER INDUST TLB L+250 04.8981 10/01/2025 0.17%
MSBAM 2014-C17 C 04.4567 08/15/2047 0.17%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.17%
PPD TL L+250 05.0224 08/18/2022 0.17%
RALI 2006-QO5 1A1 02.7213 05/25/2046 0.17%
RESTAURANT BRANDS TLB L+225 04.7724 02/17/2024 0.17%
STACR 2015-DNA2 B 10.0563 12/25/2027 0.17%
STARS GROUP TLB L+350 06.3030 07/10/2025 0.17%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.16%
CMLTI 2007-AMC3 A2D 02.8563 03/25/2037 0.16%
CSAIL 2015-C1 D P/P 144A 03.7957 04/15/2050 0.16%
CSAIL 2015-C1 XA IO 00.9157 04/15/2050 0.16%
CWALT 2005-27 1A1 02.3930 08/25/2035 0.16%
FNR 2018-86 DS IO 03.5938 12/25/2048 0.16%
GNR 2014-2 IC IO 05.0000 01/16/2044 0.16%
GNR 2015-167 BI IO 04.5000 04/16/2045 0.16%
GNR 2018-127 IB IO 04.5000 06/20/2045 0.16%
GSMS 2014-GC18 XA IO 01.0411 01/10/2047 0.16%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.16%
MSC 2016-UB12 XA IO 00.8031 12/15/2049 0.16%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.16%
T-MOBILE USA INC 05.3750 04/15/2027 0.16%
TRANSDIGM INC TLF L+250 05.0224 06/09/2023 0.16%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.16%
UBSCM 2017-C7 XA IO 01.0704 12/15/2050 0.16%
WIDEOPENWEST TLB L+325 05.7196 08/19/2023 0.16%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.15%
CAS 2018-C06 2M2 04.6063 03/25/2031 0.15%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.15%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.15%
CENTENE CORP 06.1250 02/15/2024 0.15%
CONCHO RESOURCES INC 04.3750 01/15/2025 0.15%
FHR 4136 IW IO 03.5000 10/15/2042 0.15%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.15%
GNR 2015-111 IJ IO 03.5000 08/20/2045 0.15%
HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 0.15%
HUNTSMAN INTL L 05.1250 11/15/2022 0.15%
JPMORGAN CHASE & CO 06.0000 12/29/2049 0.15%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.15%
MLCFC 2006-4 C 05.3240 12/12/2049 0.15%
NEWFIELD EXPLORATION CO 05.6250 07/01/2024 0.15%
PNC BANK NA 02.0000 05/19/2020 0.15%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.15%
SERVICE CORP INTL 05.3750 05/15/2024 0.15%
SOUTHERN COPPER CORP USD 05.8750 04/23/2045 0.15%
SPCM SA P/P 144A 04.8750 09/15/2025 0.15%
STACR 2016-DNA1 B 12.5063 07/25/2028 0.15%
T-MOBILE USA INC 06.3750 03/01/2025 0.15%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.15%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.15%
THE WILLIAMS COMPANIES INC. 04.5500 06/24/2024 0.15%
VISTRA ENERGY TLB1 L+200 04.5224 08/04/2023 0.15%
WAMU 2005-AR14 1A2 04.2152 12/25/2035 0.15%
WBCMT 2005-C21 D 05.2264 10/15/2044 0.15%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.14%
CALPINE CONS FIN TL L+250 03.9770 01/15/2025 0.14%
CALPINE CORP P/P 144A 06.0000 01/15/2022 0.14%
CENTENE CORP 05.6250 02/15/2021 0.14%
CHEMOURS CO 05.3750 05/15/2027 0.14%
CSC HOLDINGS TLB L+225 04.7051 06/15/2025 0.14%
FHR 4150 DI IO 03.0000 01/15/2043 0.14%
FNR 2013-27 PI IO 03.0000 12/25/2041 0.14%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.14%
GNR 2014-H14 CI IO 01.5703 07/20/2064 0.14%
GNR 2016-H08 AI IO 01.5102 08/20/2065 0.14%
GNR 2016-H22 AI IO 02.5240 10/20/2066 0.14%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.14%
IRON MOUNTAIN US HLD P/P 144A 05.3750 06/01/2026 0.14%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.14%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.14%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.14%
TENET HEALTHCARE 06.0000 10/01/2020 0.14%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.14%
WAMU 2005-AR13 A1C3 02.9963 10/25/2045 0.14%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.14%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.14%
ASURION TLB4 L+300 05.5224 08/04/2022 0.13%
BRAND ENERGY TL L+425 06.7324 06/21/2024 0.13%
CHARTER COMM TLB L+200 02.0000 04/30/2025 0.13%
CINEMARK USA INC 05.1250 12/15/2022 0.13%
CMLTI 2007-AR5 1A1A 04.2493 04/25/2037 0.13%
FHR 4369 IA IO 03.5000 07/15/2044 0.13%
GNR 2012-129 IO IO 04.5000 11/16/2042 0.13%
GNR 2015-H10 EI IO 01.6158 04/20/2065 0.13%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.13%
TRIBUNE MEDIA TLB L+300 05.5224 01/27/2024 0.13%
VISTRA TLB2 L+225 04.7724 12/14/2023 0.13%
WFCM 2013-LC12 C 04.2866 07/15/2046 0.13%
BERRY PLATICS TLQ L+200 04.3869 10/01/2022 0.12%
COMM 2014-CR20 XA IO 01.1239 11/10/2047 0.12%
FHR 4182 PI IO 03.0000 12/15/2041 0.12%
FNR 2013-21 AI IO 03.5000 03/25/2033 0.12%
FNR 2016-83 BS IO 03.5938 11/25/2046 0.12%
GNR 2014-133 IP IO 05.0000 09/16/2044 0.12%
GNR 2015-H28 DI IO 01.5329 08/20/2065 0.12%
GNR 2016-77 SC IO 03.6299 10/20/2045 0.12%
GNR 2018-127 IA IO 03.5000 04/20/2042 0.12%
HVMLT 2005-2 1A 02.9896 05/19/2035 0.12%
LEVEL 3 FINANCING INC 05.2500 03/15/2026 0.12%
MSBAM 2015-C26 XA IO 01.0366 10/15/2048 0.12%
NETFLIX INC P/P 144A 05.8750 11/15/2028 0.12%
NRG ENERGY INC 05.7500 01/15/2028 0.12%
SWPTN 5WX10Y R 2.88 USD 01/14/2019 CI 0.12%
SWPTN 6WX10Y R 2.88 USD 01/22/2019 JP 0.12%
UNIVISION TLC5 L+275 05.2724 03/15/2024 0.12%
AES CORP/THE 05.1250 09/01/2027 0.11%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.11%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.11%
CGCMT 2014-GC21 X IO 01.1917 05/10/2047 0.11%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.11%
COMM 2014-LC15 XA IO 01.2545 04/10/2047 0.11%
ELDORADO RESORTS TLB L+219 04.6591 04/17/2024 0.11%
FHR 4601 IC IO 04.0000 12/15/2045 0.11%
FIRST DATA TL L+200 04.5038 07/10/2022 0.11%
GATES GLOBAL TLB L+275 05.2724 03/31/2024 0.11%
GNR 2013-100 MI IO 03.5000 02/20/2043 0.11%
GNR 2015-162 BI IO 04.0000 11/20/2040 0.11%
GNR 2015-167 MI IO 05.0000 06/20/2045 0.11%
GNR 2015-H18 IA IO 01.8060 06/20/2065 0.11%
GNR 2017-132 IB IO 05.5000 09/20/2047 0.11%
GNR 2017-H03 DI IO 03.1026 12/20/2066 0.11%
GSMS 2015-GC30 XA IO 00.8588 05/10/2050 0.11%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.11%
HILTON WORLDWIDE TLB L+217 03.7099 10/25/2023 0.11%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.11%
IVORY COAST REGS 06.1250 06/15/2033 0.11%
JPMBB 2014-C19 XA IO 01.1175 04/15/2047 0.11%
MSBAM 2012-C6 D P/P 144A 04.6104 11/15/2045 0.11%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.11%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.11%
TARGA RESOURCES PART 05.0000 01/15/2028 0.11%
VICI PROPERTIES TL L+200 04.5038 12/22/2024 0.11%
WAMU 2005-AR10 1A3 04.1262 09/25/2035 0.11%
WFRBS 2011-C4 D P/P 144A 05.2310 06/15/2044 0.11%
WFRBS 2011-C4 E P/P 144A 05.2310 06/15/2044 0.11%
WFRBS 2011-C5 E P/P 144A 05.6723 11/15/2044 0.11%
CAS 2017-C02 2B1 08.0063 09/25/2029 0.10%
CAS 2017-C06 1M2 05.1563 02/25/2030 0.10%
CAS 2018-C05 1M2 04.8563 01/25/2031 0.10%
COMM 2015-CR22 XA IO 00.9700 03/10/2048 0.10%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.10%
CWALT 2006-OA10 2A1 02.6963 08/25/2046 0.10%
CWALT 2006-OA7 1A1 02.9232 06/25/2046 0.10%
GFL ENVIRONMENTAL TLB L+300 05.5224 05/31/2025 0.10%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.10%
GNR 2012-106 QI IO 04.0000 07/20/2042 0.10%
GNR 2013-79 PI IO 03.5000 04/20/2043 0.10%
GNR 2016-136 YI IO 03.5000 03/20/2045 0.10%
GSMS 2014-GC24 D P/P 144A 04.5293 09/10/2047 0.10%
HELLENIC REPUBLIC REGS 03.9000 01/30/2033 0.10%
LENNAR CORP 04.7500 11/15/2022 0.10%
MSBAM 2013-C10 D P/P 144A 04.0821 07/15/2046 0.10%
MSBAM 2013-C12 E P/P 144A 04.7660 10/15/2046 0.10%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.10%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.10%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.10%
SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP 0.10%
VOLT 2018-NPL5 A1B P/P 144A 04.7037 08/25/2048 0.10%
CGCMT 2013-GC17 X IO 01.2531 11/10/2046 0.09%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.09%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.09%
DISH DBS CORP 05.1250 05/01/2020 0.09%
FHR 4193 PI IO 04.0000 03/15/2043 0.09%
FNR 2012-124 UI IO 04.0000 11/25/2042 0.09%
FNR 2012-151 PI IO 03.0000 01/25/2043 0.09%
FNR 2017-2 KI IO 04.0000 02/25/2047 0.09%
GNR 2009-121 BI IO 04.5000 12/16/2039 0.09%
GNR 2010-151 KO PO 00.0000 06/16/2037 0.09%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.09%
GNR 2017-H11 NI IO 02.0968 05/20/2067 0.09%
GNR 2018-127 ID IO 05.0000 07/20/2045 0.09%
GSAA 2005-15 2A2 02.7563 01/25/2036 0.09%
IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 0.09%
JPMCC 2007-CB20 E P/P 144A 06.2331 02/12/2051 0.09%
KINETIC CONCEPT/KCI P/P 144A 07.8750 02/15/2021 0.09%
LENNAR CORPORATION 04.7500 04/01/2021 0.09%
MSC 2012-C4 E P/P 144A 05.4199 03/15/2045 0.09%
OUTFRONT MEDIA CAP LLC/C 05.2500 02/15/2022 0.09%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.09%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.09%
SAMI 2007-AR1 2A1 02.6863 01/25/2037 0.09%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.09%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.09%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.09%
2.90 R ISWP FWD US0003M P 03/20/2029 0.08%
AKER BP ASA P/P 144A 05.8750 03/31/2025 0.08%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.08%
CENTURYLINK TLB L+275 02.7500 01/31/2025 0.08%
CFCRE 2011-C2 D P/P 144A 05.7556 12/15/2047 0.08%
CGCMT 2012-GC8 XA IO P/P 144A 01.8005 09/10/2045 0.08%
COMM 2012-CR3 E P/P 144A 04.7527 10/15/2045 0.08%
CPG INTL TL L+375 05.0828 05/05/2024 0.08%
CWHL 2005-3 1A1 03.1263 04/25/2035 0.08%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.08%
FHR 4158 TI IO 03.0000 12/15/2042 0.08%
FHR 4213 GI IO 04.0000 11/15/2041 0.08%
FNR 2012-62 MI IO 04.0000 03/25/2041 0.08%
FNR 2013-31 NI IO 03.0000 06/25/2041 0.08%
FNR 2013-6 BI IO 03.0000 12/25/2042 0.08%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.08%
GNR 2011-H08 GI IO 01.2542 03/20/2061 0.08%
GNR 2011-H15 AI IO 01.5206 06/20/2061 0.08%
GNR 2017-H14 DI IO 01.6946 06/20/2067 0.08%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.08%
GREEKTOWN TLB L+300 03.7500 04/25/2024 0.08%
GRIFOLS TLB L+225 03.2879 01/31/2025 0.08%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.08%
KINROSS GOLD CORP USD 05.9500 03/15/2024 0.08%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.08%
MSBAM 2014-C17 D P/P 144A 04.7027 08/15/2047 0.08%
NETFLIX INC 05.5000 02/15/2022 0.08%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.08%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.08%
SPRINT TLB L+250 05.0625 02/03/2024 0.08%
STACR 2018-HQA1 M2 04.8063 09/25/2030 0.08%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.08%
SWPTN 10YX30Y R 1.72 EUR 11/27/2028 UB 0.08%
SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP 0.08%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.08%
SWPTN 5WX10Y R 2.92 USD 01/11/2019 BC 0.08%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.08%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.08%
WERNER TLB L+400 05.2583 07/24/2024 0.08%
WESTERN DIGITAL TLB L+175 04.0925 04/29/2023 0.08%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.07%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.07%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.07%
CAS 2017-C05 1B1 06.1063 01/25/2030 0.07%
CHUCK E CHEESE'S TLB L+325 05.7724 02/14/2021 0.07%
FNR 2012-136 PI IO 03.5000 11/25/2042 0.07%
GNR 2017-H02 BI IO 02.5040 01/20/2067 0.07%
HELLENIC REPUBLIC REGS 03.0000 02/24/2036 0.07%
HUSKY TLB L+300 05.5224 03/28/2025 0.07%
INFOR TLB6 L+275 03.7500 02/01/2022 0.07%
JPALT 2007-A2 12A1 02.7063 06/25/2037 0.07%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.07%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.07%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.07%
SWPTN 10YX30Y P 1.72 EUR 11/27/2028 UB 0.07%
SWPTN 3MX1Y R 3.2775 USD 01/03/2019 GS 0.07%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS 0.07%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS 0.07%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.07%
WFRBS 2011-C5 XA IO P/P 144A 01.7361 11/15/2044 0.07%
WFRBS 2012-C10 C 04.3767 12/15/2045 0.07%
0.90 R ISWP FWD EUR006M P 03/20/2029 0.06%
COMM 2014-UBS4 XA IO 01.1781 08/10/2047 0.06%
FHR 2990 LB 10.6706 06/15/2034 0.06%
FHR 4206 IP IO 03.0000 12/15/2041 0.06%
GNR 2015-82 GI IO 03.5000 12/20/2038 0.06%
GSMS 2012-GC6 D P/P 144A 05.6517 01/10/2045 0.06%
JPMCC 2012-LC9 D P/P 144A 04.3698 12/15/2047 0.06%
ORTHO-CLINICAL TLB L+325 06/01/2025 0.06%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.06%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.06%
REP OF INDONESIA P/P 144A 05.9500 01/08/2046 0.06%
STACR 2016-HQA2 M3B 07.6563 11/25/2028 0.06%
STACR 2017-DNA2 B1 07.6563 10/25/2029 0.06%
SWPTN 1YX1Y R 3.02 USD 08/28/2019 MS 0.06%
SWPTN 5WX10Y R 2.855 USD 01/11/2019 BC 0.06%
SWPTN 7YX5Y P 2.647 USD 06/03/2024 BA 0.06%
3.073 R ISWP FWD US0003M P 03/04/2029 0.05%
3.312 R ISWP US0003M P 11/08/2048 0.05%
ARGENTINE REPUBLIC USD 06.6250 07/06/2028 0.05%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.05%
CAS 2014-C03 1M2 05.5063 07/25/2024 0.05%
CAS 2015-C01 1M2 06.8063 02/25/2025 0.05%
GNR 2011-17 S IO 03.5799 02/20/2041 0.05%
GNR 2013-183 AI IO 03.5000 10/20/2039 0.05%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.05%
GNR 2016-H11 HI IO 02.0880 01/20/2066 0.05%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031 0.05%
MEREDITH TLB L+275 05.2724 01/31/2025 0.05%
OPTN FN30 3.5 02/06/19 CALL 97.109375 JPMC 0.05%
OPTN FN30 3.5 02/06/19 CALL 97.265625 JPMC 0.05%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.05%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP 0.05%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP 0.05%
SWPTN 1MX10Y R 2.84 USD 01/04/2019 CI 0.05%
SWPTN 5WX10Y R 2.9125 USD 01/09/2019 UB 0.05%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI 0.05%
UBSBB 2012-C2 XA IO P/P 144A 01.3265 05/10/2063 0.05%
1.55 R ISWP FWD GBL6M P 03/20/2029 0.04%
CPTFEMU P 1.71 R 07/15/37 0.04%
CWALT 2006-45T1 2A7 02.8463 02/25/2037 0.04%
CWALT 2006-OA10 4A1 02.6963 08/25/2046 0.04%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.04%
FHR 3072 SM 04.2533 11/15/2035 0.04%
GNR 2013-99 VS IO 03.6449 07/16/2043 0.04%
GNR 2015-99 LI IO 04.0000 07/20/2045 0.04%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.04%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.04%
JPMCC 2007-CB20 C P/P 144A 06.2331 02/12/2051 0.04%
MSC 2012-C4 XA IO P/P 144A 02.0843 03/15/2045 0.04%
OPTN FN30 3.5 02/06/19 CALL 97.421875 JPMC 0.04%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP 0.04%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP 0.04%
SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP 0.04%
SWPTN 5WX10Y R 2.8525 USD 01/09/2019 UB 0.04%
SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS 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%
TRANSDIGM INC TLE 05.0224 05/30/2025 0.04%
WPX ENERGY INC 06.0000 01/15/2022 0.04%
0.30 R ISWP FWD EUR006M P 03/20/2024 0.03%
0.4419 R ISWP EUR006M P 01/30/2023 0.03%
2.7725 R ISWP FWD US0003M P 03/21/2023 0.03%
ARGENTINE REPUBLIC USD 04.6250 01/11/2023 0.03%
BCAP 2012-RR5 4A8 02.4851 06/26/2035 0.03%
CAD/USD 01/16/2019 SSBT 0.03%
CAS 2015-C01 2M2 07.0563 02/25/2025 0.03%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.03%
FNR 2007-53 SP 15.0104 06/25/2037 0.03%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.03%
GBP/USD CALL 1.34 20190613 BANKAM 0.03%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.03%
GNR 2012-47 CI IO 04.0000 03/20/2042 0.03%
GNR 2014-46 KI IO 03.0000 06/20/2036 0.03%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.03%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.03%
OPTN FN30 3.5 02/06/19 CALL 98.40625 JPMC 0.03%
OPTN FN30 3.5 02/06/19 CALL 98.5625 JPMC 0.03%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.03%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.03%
SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP 0.03%
SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP 0.03%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS 0.03%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.03%
0.378 R ISWP EUR006M P 01/24/2023 0.02%
1.3775 R ISWP SES3M P 01/30/2028 0.02%
ASCENT RESOURCES TLB L+650 08.8869 03/30/2023 0.02%
AUD/USD 01/16/2019 GSFX 0.02%
AUD/USD 01/16/2019 UBS 0.02%
CAS 2015-C02 2M2 06.5063 05/25/2025 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.02%
CPTFEMU P 1.7138 R 08/15/37 0.02%
CPTFEMU P 1.735 R 09/15/37 0.02%
CPURNSA P 2.19 R 12/06/27 0.02%
CPURNSA P 2.1939 R 12/21/27 0.02%
FHR 2976 LC 15.4179 05/15/2035 0.02%
FHR 3249 PS 14.1731 12/15/2036 0.02%
FNR 2005-75 GS 12.7313 08/25/2035 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032 0.02%
OPTN FN30 3.5 02/06/19 CALL 98.71875 JPMC 0.02%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.02%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 0.02%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS 0.02%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS 0.02%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP 0.02%
SWPTN 12YX10Y P 2.725 USD 11/08/2029 GS 0.02%
SWPTN 12YX10Y P 3.005 USD 11/16/2029 GS 0.02%
SWPTN 12YX10Y R 2.725 USD 11/08/2029 GS 0.02%
SWPTN 12YX10Y R 3.005 USD 11/16/2029 GS 0.02%
SWPTN 1YX2Y R 0.025 EUR 08/28/2019 GS 0.02%
SWPTN 3MX1Y R 2.897 USD 03/13/2019 GS 0.02%
SWPTN 3MX1Y R 2.99375 USD 01/03/2019 GS 0.02%
SWPTN 3MX5Y R 2.8625 USD 03/13/2019 CI 0.02%
SWPTN 3WX10Y R 2.8 USD 01/10/2019 MS 0.02%
SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC 0.02%
SWPTN 5YX30Y P 3.27 USD 10/17/2023 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 2.689 USD 11/12/2024 CI 0.02%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP 0.02%
USD/JPY PUT 108.00 20190128 CITI 0.02%
0.135 R ISWP JPL6M P 01/15/2023 0.01%
0.148 R ISWP JPL6M P 02/16/2023 0.01%
0.35 R ISWP FWD CHL6M P 03/20/2029 0.01%
0.354 R ISWP FWD EUR006M P 09/21/2021 0.01%
0.385 R ISWP EUR006M P 10/23/2023 0.01%
0.55 R ISWP FWD SES3M P 03/20/2024 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%
1.40 R ISWP FWD GBL6M P 03/20/2024 0.01%
1.955 R ISWP HKL3M P 04/23/2019 0.01%
1.96625 R ISWP HKL3M P 04/24/2019 0.01%
1.972 R ISWP FWD HKL3M P 04/25/2019 0.01%
2.55 R ISWP FWD CDOR03 P 03/20/2029 0.01%
3.05125 R ISWP FWD US0003M P 03/07/2028 0.01%
3.11 R ISWP FWD US0003M P 02/27/2028 0.01%
8.12 R ISWP MXIBTIIE P 12/24/2026 0.01%
CAD/USD 01/16/2019 GSFX 0.01%
CAD/USD 01/16/2019 WPAC 0.01%
CAS 2015-C02 1M2 06.5063 05/25/2025 0.01%
CAS 2016-C06 1M2 06.7563 04/25/2029 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CPTFEMU P 1.71 R 08/15/37 0.01%
CPURNSA P 2.05 R 07/05/27 0.01%
CPURNSA P 2.085 R 07/03/27 0.01%
CSMC 2007-C4 C P/P 144A 05.9851 09/15/2039 0.01%
EUR/NOK PUT 9.80 20190319 JPMCB 0.01%
FNR 2005-74 NK 14.9688 05/25/2035 0.01%
FNS 397 2 IO 05.0000 09/25/2039 0.01%
FNW 1998-W2 X IO 00.8030 06/25/2028 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2040 0.01%
IOS.FN30.400.13 P USL1M R 01/12/44 JP 0.01%
IOS.FN30.500.10 P USL1M R 01/12/41 GS 0.01%
IOS.FN30.500.10 P USL1M R 01/12/41 JP 0.01%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.01%
NZD/USD 01/16/2019 UBS 0.01%
STRU BC-6764 IO IO 04.0000 07/20/2045 0.01%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP 0.01%
SWPTN 1MX1Y R 2.86 USD 01/17/2019 CI 0.01%
SWPTN 1YX2Y P 3.095 USD 11/19/2019 JP 0.01%
SWPTN 1YX2Y P 3.0975 USD 11/18/2019 MS 0.01%
SWPTN 1YX2Y R -0.065 EUR 08/28/2019 GS 0.01%
SWPTN 3MX10Y P 1.545 GBP 02/15/2019 JP 0.01%
SWPTN 3MX1Y R 2.9215 USD 03/13/2019 GS 0.01%
SWPTN 3MX5Y R 3.035 USD 03/13/2019 CI 0.01%
SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC 0.01%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS 0.01%
TRIBUNE MEDIA TLB L+300 05.5224 12/27/2020 0.01%
UKRPI P 3.665 R 12/15/28 0.01%
USD/CNH CALL 7.00 20190404 GSFX 0.01%
-0.085 R ISWP SES3M P 01/30/2020 0.00%
-0.0925 R ISWP SES3M P 01/24/2020 0.00%
-0.104 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.119 R ISWP EUR006M P 10/23/2020 0.00%
-0.124 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.1249 R ISWP EUR006M P 01/30/2020 0.00%
-0.14 R ISWP EUR006M P 01/24/2020 0.00%
-0.20 R ISWP FWD CHL6M P 03/20/2024 0.00%
-0.2225 R ISWP SES3M P 11/13/2019 0.00%
-0.23 R ISWP SES3M P 11/13/2019 0.00%
-0.245 R ISWP SES3M P 11/10/2019 0.00%
-0.246 R ISWP SES3M P 11/10/2019 0.00%
0.035 R ISWP SES3M P 10/23/2020 0.00%
0.09 R ISWP JPL6M P 12/19/2022 0.00%
1.009 R ISWP EUR006M P 10/23/2028 0.00%
1.125 R ISWP SES3M P 11/10/2027 0.00%
1.13 R ISWP SES3M P 11/10/2027 0.00%
1.15 R ISWP FWD SES3M P 03/20/2029 0.00%
1.325 R ISWP SES3M P 10/23/2028 0.00%
1.96 R ISWP HKL3M P 04/27/2019 0.00%
1.965 R ISWP HKL3M P 04/24/2019 0.00%
2.15 R ISWP FWD NOKOIB6M P 03/20/2029 0.00%
2.5371 R ISWP US0003M P 05/01/2019 0.00%
2.547 R ISWP US0003M P 04/25/2019 0.00%
2.70 R ISWP FWD AUDBB6M P 03/20/2029 0.00%
2.75 R ISWP FWD NFIX3MID P 03/20/2029 0.00%
2.95 R ISWP FWD US0003M P 03/18/2049 0.00%
2.9585 R ISWP US0003M P 12/20/2028 0.00%
2.9585 R ISWP US0003M P 12/20/2048 0.00%
7.06 R ISWP JIBA3M P 01/25/2021 0.00%
7.92 R ISWP JIBA3M P 01/25/2028 0.00%
8.20 R ISWP MXIBTIIE P 01/07/2027 0.00%
AUD/USD 01/16/2019 JPMCB 0.00%
AUD/USD 01/16/2019 WPAC 0.00%
BACM 2004-4 XC IO P/P 144A 00.3242 07/10/2042 0.00%
BACM 2007-1 XW IO 00.2114 01/15/2049 0.00%
BRL/USD 04/02/2019 GSFX 0.00%
CAD/USD 01/16/2019 BANKAM 0.00%
CAD/USD 01/16/2019 HSBCB 0.00%
CAD/USD 01/16/2019 JPMCB 0.00%
CAD/USD 01/16/2019 UBS 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
CHF/USD 03/20/2019 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 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 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 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS 0.00%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS 0.00%
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 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.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 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
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 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CNH/USD 02/20/2019 HSBCB 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 02.0106 05/15/2038 0.00%
EUR/NOK PUT 9.60 20190319 JPMCB 0.00%
EUR/USD 03/20/2019 BANKAM 0.00%
EUR/USD 03/20/2019 BCAP-FX 0.00%
EUR/USD 03/20/2019 CITI 0.00%
EUR/USD 03/20/2019 CSI-FX 0.00%
EUR/USD 03/20/2019 GSFX 0.00%
EUR/USD 03/20/2019 HSBCB 0.00%
EUR/USD 03/20/2019 JPMCB 0.00%
EUR/USD 03/20/2019 RBSF 0.00%
EUR/USD 03/20/2019 SSBT 0.00%
EUR/USD 03/20/2019 UBS 0.00%
EUR/USD 03/20/2019 WPAC 0.00%
FNR 2007-44 CO PO 00.0000 05/25/2037 0.00%
FNW 1998-W5 X IO 00.0478 07/25/2028 0.00%
FSPC T-48 AIO2 IO 00.2120 07/25/2033 0.00%
FSPC T-59 1AX IO 00.2778 10/25/2043 0.00%
FSPC T-8 A9 IO 00.4268 11/15/2028 0.00%
GBP/USD 03/20/2019 BCAP-FX 0.00%
GBP/USD 03/20/2019 GSFX 0.00%
GBP/USD 03/20/2019 HSBCB 0.00%
GBP/USD 03/20/2019 JPMCB 0.00%
GBP/USD 03/20/2019 SSBT 0.00%
GBP/USD 03/20/2019 UBS 0.00%
GNR 2011-116 IB IO 05.0000 10/20/2040 0.00%
GSMPS 1998-2 IO IO 01.0041 05/19/2027 0.00%
GSMPS 1998-3 IO IO 00.0000 09/19/2027 0.00%
GSMPS 1998-4 IO IO 00.0000 12/19/2026 0.00%
GSMPS 1999-2 IO IO 00.8396 09/19/2027 0.00%
HKD/USD 02/20/2019 BCAP-FX 0.00%
IOS.FN30.300.13 P USL1M R 01/12/44 GS 0.00%
IOS.FN30.350.12 P USL1M R 01/12/43 JP 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.14 P USL1M R 01/12/45 JP 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 P USL1M R 01/12/40 GS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
IOS.FN30.400.13 R USL1M P 01/12/44 CS 0.00%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.00%
IOS.FN30.450.10 P USL1M R 01/12/41 GS 0.00%
IOS.FN30.450.10 R USL1M P 01/12/41 BA 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 BC 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.GII30.500.10 P USL1M R 01/12/41 JP 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.00%
JPY/USD 02/20/2019 BANKAM 0.00%
JPY/USD 02/20/2019 CITI 0.00%
JPY/USD 02/20/2019 CSI-FX 0.00%
JPY/USD 02/20/2019 JPMCB 0.00%
JPY/USD 02/20/2019 RBSF 0.00%
JPY/USD 02/20/2019 SSBT 0.00%
KRW/USD 02/20/2019 CITI 0.00%
LBUBS 2007-C2 XW IO 00.1821 02/15/2040 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CS 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 GS 0.00%
MBX.FN30.600.08 P USL1M R 01/12/39 BC 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 CS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0013 06/12/2043 0.00%
NOK/USD 03/20/2019 BANKAM 0.00%
NOK/USD 03/20/2019 CITI 0.00%
NOK/USD 03/20/2019 RBSF 0.00%
NZD/USD 01/16/2019 BANKAM 0.00%
NZD/USD 01/16/2019 CSI-FX 0.00%
NZD/USD 01/16/2019 HSBCB 0.00%
NZD/USD 01/16/2019 JPMCB 0.00%
NZD/USD 01/16/2019 RBSF 0.00%
NZD/USD 01/16/2019 SSBT 0.00%
NZD/USD 01/16/2019 WPAC 0.00%
OPTN FN30 3.5 02/06/19 PUT 96.46875 JPMC 0.00%
OPTN FN30 3.5 02/06/19 PUT 96.625 JPMC 0.00%
OPTN FN30 3.5 02/06/19 PUT 96.78125 JPMC 0.00%
OPTN FN30 3.5 02/06/19 PUT 96.953125 JPMC 0.00%
OPTN FN30 3.5 02/06/19 PUT 97.109375 JPMC 0.00%
OPTN FN30 3.5 02/06/19 PUT 97.265625 JPMC 0.00%
OPTN FN30 3.5 02/06/19 PUT 97.4375 JPMC 0.00%
OPTN FN30 3.5 02/06/19 PUT 97.59375 JPMC 0.00%
OPTN FN30 3.5 02/06/19 PUT 97.75 JPMC 0.00%
SEK/USD 03/20/2019 BANKAM 0.00%
SEK/USD 03/20/2019 CSI-FX 0.00%
SEK/USD 03/20/2019 HSBCB 0.00%
SEK/USD 03/20/2019 JPMCB 0.00%
SEK/USD 03/20/2019 SSBT 0.00%
SGD/USD 02/20/2019 BCAP-FX 0.00%
SGD/USD 02/20/2019 JPMCB 0.00%
SWPTN 13WX30Y P 3.29 USD 01/07/2019 CI 0.00%
SWPTN 13WX30Y P 3.395 USD 01/07/2019 CI 0.00%
SWPTN 13WX30Y P 3.5 USD 01/07/2019 CI 0.00%
SWPTN 1MX10Y P 3.14 USD 01/04/2019 CI 0.00%
SWPTN 1YX2Y P 2.663 USD 01/14/2019 CI 0.00%
SWPTN 1YX2Y P 2.77 USD 01/16/2019 JP 0.00%
SWPTN 1YX2Y P 2.813 USD 01/28/2019 BC 0.00%
SWPTN 3MX10Y P 2.9425 USD 03/13/2019 CI 0.00%
SWPTN 3MX10Y P 3.098 USD 02/28/2019 MS 0.00%
SWPTN 3MX10Y P 3.14 USD 03/20/2019 JP 0.00%
SWPTN 3MX10Y P 3.25 USD 01/03/2019 JP 0.00%
SWPTN 3MX1Y P 2.897 USD 03/13/2019 GS 0.00%
SWPTN 3MX1Y P 2.9215 USD 03/13/2019 GS 0.00%
SWPTN 3MX2Y P 2.909 USD 03/13/2019 GS 0.00%
SWPTN 3MX30Y P 1.523 EUR 02/15/2019 GS 0.00%
SWPTN 3MX30Y P 3.23 USD 01/03/2019 CI 0.00%
SWPTN 3MX30Y P 3.26 USD 01/03/2019 JP 0.00%
SWPTN 3MX30Y P 3.33 USD 01/03/2019 CI 0.00%
SWPTN 3MX30Y P 3.43 USD 01/03/2019 CI 0.00%
SWPTN 3MX5Y P 0.389 EUR 02/15/2019 GS 0.00%
SWPTN 3MX5Y P 2.8625 USD 03/13/2019 CI 0.00%
SWPTN 3MX5Y P 3.035 USD 03/13/2019 CI 0.00%
SWPTN 3MX5Y P 3.18 USD 01/03/2019 JP 0.00%
SWPTN 3WX10Y P 2.94 USD 01/10/2019 MS 0.00%
SWPTN 5WX10Y P 3.095 USD 01/14/2019 CI 0.00%
SWPTN 5WX10Y P 3.2975 USD 01/03/2019 GS 0.00%
SWPTN 6MX10Y P 1.98 GBP 02/11/2019 GS 0.00%
SWPTN 6MX10Y P 2.034 GBP 02/07/2019 GS 0.00%
SWPTN 6MX10Y R 1.18 GBP 02/11/2019 GS 0.00%
SWPTN 6MX10Y R 1.234 GBP 02/07/2019 GS 0.00%
SWPTN 6WX10Y P 3.095 USD 01/22/2019 JP 0.00%
TWD/USD 02/20/2019 GSFX 0.00%
USD/CNH CALL 7.20 20190404 GSFX 0.00%
VICI PROP 1 / VICI FC 08.0000 10/15/2023 0.00%
WBCMT 2006-C26 AJ 06.0762 06/15/2045 0.00%
WBCMT 2006-C29 IO IO 00.2793 11/15/2048 0.00%
-0.046 R ISWP FWD CHL6M P 09/21/2021 -0.01%
0.29 R ISWP JPL6M P 12/19/2027 -0.01%
0.365 R ISWP JPL6M P 01/15/2028 -0.01%
0.366 R ISWP JPL6M P 02/16/2028 -0.01%
0.6625 R ISWP SES3M P 10/23/2023 -0.01%
0.6975 R ISWP SES3M P 02/05/2023 -0.01%
0.766 R ISWP GBL6M P 09/15/2019 -0.01%
0.85 R ISWP FWD GBL6M P 12/20/2019 -0.01%
0.976 R ISWP EUR006M P 01/24/2028 -0.01%
0.9987 R ISWP EUR006M P 01/30/2028 -0.01%
1.85 R ISWP FWD NOKOIB6M P 03/20/2024 -0.01%
1.863 R ISWP FWD GBL6M P 09/22/2032 -0.01%
2.02 R ISWP CDOR03 P 11/02/2022 -0.01%
2.0525 R ISWP CDOR03 P 11/14/2022 -0.01%
2.427 R ISWP AUDBB6M P 11/03/2022 -0.01%
2.4525 R ISWP AUDBB6M P 11/15/2022 -0.01%
2.55 R ISWP US0003M P 04/26/2019 -0.01%
AUD/USD 01/16/2019 BANKAM -0.01%
AUD/USD 01/16/2019 BCAP-FX -0.01%
AUD/USD 01/16/2019 CITI -0.01%
AUD/USD 01/16/2019 CSI-FX -0.01%
AUD/USD 01/16/2019 RBSF -0.01%
AUD/USD 01/16/2019 SSBT -0.01%
CAD/USD 01/16/2019 BCAP-FX -0.01%
CAD/USD 01/16/2019 CITI -0.01%
CAD/USD 01/16/2019 RBSF -0.01%
CDX CDX.NA.HY.31 500.0 12/20/2023 -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG -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 ML -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS -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 MS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG -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 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CPTFEMU R 1.42 P 08/15/27 -0.01%
CPTFEMU R 1.4275 P 08/15/27 -0.01%
CPTFEMU R 1.4475 P 09/15/27 -0.01%
CPURNSA R 2.05 P 12/06/22 -0.01%
CPURNSA R 2.068 P 12/21/22 -0.01%
GBP/USD CALL 1.44 20190613 BANKAM -0.01%
JPY/USD 02/20/2019 HSBCB -0.01%
KRW/USD 02/20/2019 BANKAM -0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -0.01%
MXN/USD 01/16/2019 HSBCB -0.01%
NOK/USD 03/20/2019 BCAP-FX -0.01%
NOK/USD 03/20/2019 HSBCB -0.01%
NOK/USD 03/20/2019 SSBT -0.01%
NOK/USD 03/20/2019 UBS -0.01%
OPTN FN30 3.5 02/06/19 CALL 99.328125 JPMC -0.01%
OPTN FN30 3.5 02/06/19 CALL 99.484375 JPMC -0.01%
SEK/USD 03/20/2019 GSFX -0.01%
SWPTN 1YX2Y P 3.3975 USD 11/18/2019 MS -0.01%
SWPTN 1YX2Y P 3.415 USD 11/19/2019 JP -0.01%
SWPTN 3MX10Y P 1.71 GBP 02/15/2019 JP -0.01%
UKRPI P 3.34 R 02/15/28 -0.01%
UKRPI P 3.3875 R 03/15/28 -0.01%
UKRPI P 3.4025 R 03/15/28 -0.01%
USD/JPY PUT 105.00 20190128 CITI -0.01%
ZAR/USD 01/16/2019 GSFX -0.01%
0.6075 R ISWP SES3M P 01/24/2023 -0.02%
0.66875 R ISWP SES3M P 01/30/2023 -0.02%
1.61375 R ISWP FWD EUR006M P 10/27/2027 -0.02%
1.815 R ISWP FWD EUR006M P 02/27/2028 -0.02%
1.912 R ISWP FWD GBL6M P 01/19/2032 -0.02%
2.35 R ISWP FWD NFIX3MID P 03/20/2024 -0.02%
3.395 R ISWP FWD AUDBB6M P 03/07/2028 -0.02%
7.77 R ISWP MXIBTIIE P 06/26/2023 -0.02%
AUD/USD 01/16/2019 HSBCB -0.02%
CAD/USD 01/16/2019 CSI-FX -0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CPTFEMU R 1.4 P 07/15/27 -0.02%
NOK/USD 03/20/2019 JPMCB -0.02%
OPTN FN30 3.5 02/06/19 CALL 98.7890625 JPMC -0.02%
OPTN FN30 3.5 02/06/19 CALL 98.9453125 JPMC -0.02%
OPTN FN30 3.5 02/06/19 CALL 99.1015625 JPMC -0.02%
OPTN FN30 3.5 02/06/19 CALL 99.171875 JPMC -0.02%
SWPTN 1MX1Y R 2.77 USD 01/17/2019 CI -0.02%
SWPTN 1YX1Y R 2.58 USD 08/28/2019 MS -0.02%
SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP -0.02%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.03%
0.21 R ISWP EURIBOR6MD P 05/04/2022 -0.03%
2.40 R ISWP FWD CDOR03 P 03/20/2024 -0.03%
5.93 R ISWP MXIBTIIE P 10/06/2021 -0.03%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CPTFEMU R 1.4375 P 09/15/23 -0.03%
CPTFEMU R 1.4413 P 09/15/23 -0.03%
CPTFEMU R 1.4425 P 09/15/23 -0.03%
CPTFEMU R 1.4438 P 09/15/23 -0.03%
NOK/USD 03/20/2019 GSFX -0.03%
OPTN FN30 3.5 02/06/19 CALL 98.0234375 JPMC -0.03%
OPTN FN30 3.5 02/06/19 CALL 98.1796875 JPMC -0.03%
OPTN FN30 3.5 02/06/19 CALL 98.3359375 JPMC -0.03%
SWPTN 1YX2Y R 0.115 EUR 08/28/2019 GS -0.03%
SWPTN 3MX10Y R 2.9425 USD 03/13/2019 CI -0.03%
UKRPI P 3.34 R 03/15/28 -0.03%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.04%
2.35 R ISWP FWD AUDBB6M P 03/20/2024 -0.04%
2.70 R ISWP FWD US0003M P 03/20/2024 -0.04%
OPTN FN30 3.5 02/06/19 CALL 97.56640625 JPMC -0.04%
OPTN FN30 3.5 02/06/19 CALL 97.72265625 JPMC -0.04%
OPTN FN30 3.5 02/06/19 CALL 97.87890625 JPMC -0.04%
SWPTN 1YX1Y R 2.8 USD 08/28/2019 MS -0.04%
SWPTN 3MX2Y R 2.909 USD 03/13/2019 GS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.05%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.05%
NZD/USD 01/16/2019 GSFX -0.05%
SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP -0.06%
SWPTN 5YX30Y P 3.215 USD 11/27/2023 GS -0.06%
SWPTN 7YX23Y R 3.0 USD 04/04/2025 MS -0.06%
SWPTN 7YX23Y R 3.0 USD 04/14/2025 MS -0.06%
2.85 R ISWP FWD US0003M P 03/18/2029 -0.07%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.07%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.07%
SWPTN 5WX10Y R 2.9725 USD 01/09/2019 UB -0.07%
SWPTN 5WX10Y R 2.945 USD 01/14/2019 CI -0.08%
SWPTN 6WX10Y R 2.945 USD 01/22/2019 JP -0.08%
0.503 R ISWP FWD EUR006M P 03/21/2023 -0.09%
3.065 R ISWP FWD US0003M P 01/03/2029 -0.09%
3.1475 R ISWP US0003M P 11/20/2028 -0.09%
SWPTN 3MX2Y R 3.1325 USD 01/03/2019 GS -0.09%
SWPTN 5YX30Y R 3.215 USD 11/27/2023 GS -0.10%
SWPTN 5WX10Y R 2.985 USD 01/11/2019 BC -0.11%
SWPTN 5WX10Y R 3.0975 USD 01/03/2019 GS -0.12%
SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP -0.12%
2.75 R ISWP FWD US0003M P 03/18/2021 -0.15%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.15%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.16%
SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP -0.18%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.33%
2.80 R ISWP FWD US0003M P 03/18/2024 -0.53%
FNMA FN30 TBA 04.5000 01/01/2049 -1.11%
FNMA FN30 TBA 03.0000 01/01/2049 -1.74%

Prior top 10 holdings

Top 10 holdings as of 02/28/19
Net cash
Fnma Fn30 Tba 04.0000 03/01/2049
Fnma Fn30 Tba 03.5000 03/01/2049
Gnma Gii30 Tba 04.5000 03/01/2049
Fhr 3835 Fo Po 00.0000 04/15/2041
Spst 2018-5 A 03.2123 09/24/2019
Apple 02.0000 05/06/2020
Cwalt 2005-59 1a1 02.8104 11/20/2035
Commonwealth Bk Aust P/P 144a 02.2000 11/09/2020
Msbam 2013-C10 E P/P 144a 04.0818 07/15/2046
Holdings represent 45.72% of portfolio
Top 10 holdings as of 01/31/19
Net cash
Fnma Fn30 Tba 04.0000 02/01/2049
Fnma Fn30 Tba 03.5000 03/01/2049
Fnma Fn30 Tba 03.5000 02/01/2049
Gnma Gii30 Tba 04.5000 02/01/2049
Fhr 3835 Fo Po 00.0000 04/15/2041
Spst 2018-5 A 03.1794 09/24/2019
Apple 02.0000 05/06/2020
Cwalt 2005-59 1a1 02.8360 11/20/2035
Commonwealth Bk Aust P/P 144a 02.2000 11/09/2020
Holdings represent 45.73% of portfolio
Top 10 holdings as of 12/31/18
Net cash
Fnma Fn30 Tba 04.0000 01/01/2049
Fnma Fn30 Tba 03.5000 01/01/2049
Fnma Fn30 Tba 02.5000 01/01/2049
Gnma Gii30 Tba 04.5000 01/01/2049
Fhr 3835 Fo Po 00.0000 04/15/2041
Spst 2018-5 A 03.0151 09/24/2019
Apple 02.0000 05/06/2020
Cwalt 2005-59 1a1 02.8001 11/20/2035
Commonwealth Bk Aust P/P 144a 02.2000 11/09/2020
Holdings represent 43.37% of portfolio
Top 10 holdings as of 11/30/18
Net cash
Fnma Fn30 Tba 04.0000 01/01/2049
Fnma Fn30 Tba 03.5000 01/01/2049
Fnma Fn30 Tba 02.5000 12/01/2048
Gnma Gii30 Tba 04.5000 12/01/2048
Fhr 3835 Fo Po 00.0000 04/15/2041
Spst 2018-5 A 02.9819 09/24/2019
Apple 02.0000 05/06/2020
Csmc 2008-C1 Aj P/P 144a 06.1698 02/15/2041
Cwalt 2005-59 1a1 02.6309 11/20/2035
Holdings represent 41.76% of portfolio

Fixed income statistics as of 02/28/19

Average effective maturity 5.69 yrs.
Average effective duration 1.49 yrs.
Average price $81.52

Sector weightings as of 02/28/19

  Cash investments Non-cash investments Total portfolio
  Weight Spread duration Weight Spread duration Weight Spread duration
Commercial MBS 14.17% 0.42 8.40% 0.23 22.57% 0.65
Agency pass-through 0.00% 0.00 20.54% 1.41 20.54% 1.41
Agency CMO 18.57% 0.67 0.32% 0.01 18.89% 0.68
High-yield corporate bonds 14.00% 0.47 -0.70% -0.03 13.30% 0.44
Investment-grade corporate bonds 10.90% 0.27 0.00% 0.00 10.90% 0.27
Residential MBS (non-agency) 6.85% 0.32 0.00% 0.00 6.85% 0.32
Bank loans 6.25% 0.26 0.00% 0.00 6.25% 0.26
Emerging-market bonds 3.42% 0.21 0.00% 0.00 3.42% 0.21
Asset-backed securities (ABS) 3.02% 0.02 0.00% 0.00 3.02% 0.02
International Treasury/agency 2.20% 0.16 0.00% -0.17 2.20% -0.01
Interest rate swaps 0.00% 0.00 0.00% -1.22 0.00% -1.22
U.S. Treasury/agency 0.00% 0.00 0.00% 0.09 0.00% 0.09
Net cash 20.62% 0.00 0.00% 0.00 20.62% 0.00

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 02/28/19

0 - 1 yr. 2.43%
1 - 5 yrs. 35.14%
5 - 10 yrs. 60.55%
10 - 15 yrs. 0.90%
Over 15 yrs. 0.98%

Quality rating as of 02/28/19

AAA 43.96%
AA 9.17%
A 7.82%
BBB 13.46%
BB 21.08%
B 4.99%
CCC and Below 3.03%
Not Rated -3.51%

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

Consider these risks before investing: Allocation of assets among fixed-income strategies and sectors may hurt performance. Bond prices may fall or fail to rise over extended periods of time for a variety of reasons, including general financial market conditions, changing market perceptions of the risk (including perceptions about default and expectations about monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value less when interest rates decline and decline in value more when interest rates rise. International investing involves currency, economic, and political risks. Emerging-market securities have illiquidity and volatility risks. The fund may not achieve its goal, and it is not intended to be a complete investment program. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. The fund's efforts to produce lower-volatility returns may not be successful and may make it more difficult at times for the fund to achieve its targeted return. Under certain market conditions, the fund may accept greater-than-typical volatility to seek its targeted return. You can lose money by investing in the fund. The fund's prospectus lists additional risks.

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 02/28/19

United States 89.80%
Greece 2.20%
Canada 1.00%
Australia 0.87%
Mexico 0.83%
United Kingdom 0.69%
France 0.63%
Brazil 0.57%
Indonesia 0.47%
 
Other
2.94%
Switzerland 0.37%
Uruguay 0.37%
Netherlands 0.36%
Argentina 0.34%
Sweden 0.33%
Russia 0.30%
Ireland 0.22%
Luxembourg 0.22%
Peru 0.15%
Ivory Coast 0.13%
Senegal 0.10%
Israel 0.09%
Venezuela 0.06%
Japan 0.03%
India 0.01%
Hong Kong -0.01%
European Community -0.06%
New Zealand -0.07%

Expenses

Expense ratio

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

Sales charge

Investment Breakpoint Class A Class B Class C Class M Class R Class R6 Class Y
$0-$49,999 2.25% 0.00% 0.00% 0.75% -- -- --
$50,000-$99,999 2.25% 0.00% 0.00% 0.75% -- -- --
$100,000-$249,999 1.75% -- 0.00% 0.75% -- -- --
$250,000-$499,999 1.25% -- 0.00% 0.75% -- -- --
$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 R6 Class Y
0 to 9 mts. 1.00% 1.00% 1.00% -- -- -- --
9 to 12 mts. 1.00% 1.00% 1.00% -- -- -- --
2 yrs. 0.00% 0.50% 0.00% -- -- -- --
3 yrs. 0.00% -- 0.00% -- -- -- --
4 yrs. 0.00% -- 0.00% -- -- -- --
5 yrs. 0.00% -- 0.00% -- -- -- --
6 yrs. 0.00% -- 0.00% -- -- -- --
7+ yrs. 0.00% -- 0.00% -- -- -- --

The ICE BofA ML U.S. Treasury Bill Index is an unmanaged index that tracks the performance of U.S. dollar denominated U.S. Treasury Bills publicly issued in the U.S. domestic market. Qualifying securities must have a remaining term of at least one month to final maturity and a minimum amount outstanding of $1 billion. You cannot invest directly in an index.

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

Consider these risks before investing: Allocation of assets among fixed-income strategies and sectors may hurt performance. Bond prices may fall or fail to rise over extended periods of time for a variety of reasons, including general financial market conditions, changing market perceptions of the risk (including perceptions about default and expectations about monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific issuer or industry. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value less when interest rates decline and decline in value more when interest rates rise. International investing involves currency, economic, and political risks. Emerging-market securities have illiquidity and volatility risks. The fund may not achieve its goal, and it is not intended to be a complete investment program. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. The fund's efforts to produce lower-volatility returns may not be successful and may make it more difficult at times for the fund to achieve its targeted return. Under certain market conditions, the fund may accept greater-than-typical volatility to seek its targeted return. You can lose money by investing in the fund. The fund's prospectus lists additional risks.

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.