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

Always Vigilant. Always Active.

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

Seeks positive returns with a similar level of volatility

Highlights

Objective

The fund seeks positive total return.

Strategy and process

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

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $9.65
0.00% | $0.00
$9.89
07/10/18
$9.42
12/27/18
Historical fund price

Fund facts as of 04/30/19

Total net assets
$564.09M
Turnover (fiscal year end)
532%
Dividend frequency (view rate)
Monthly
Number of holdings
1035
Fiscal year-end
October
CUSIP / Fund code
746764323 / 1864
Inception date
12/23/08
Category
Absolute Return
Open to new investors
Ticker
PYTRX

Management team

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


Manager commentary | Q1 2019

Securitized market presents range of opportunity

Bill Kohli, Chief Investment Officer, Fixed Income, explains where he is finding attractive fixed-income opportunities.


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.

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.

3.74%

Best 5-year annualized return

(for period ending 03/31/14)


0.21%

Worst 5-year annualized return

(for period ending 03/31/16)


2.26%

Average 5-year annualized return


  • Total return (%) as of 03/31/19

  • Annual performance as of 03/31/19

Annualized Total return (%) as of 03/31/19

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 2.63% 5.08% 2.08% 2.90%
After sales charge N/A N/A N/A N/A
ICE BofAML U.S. Treasury Bill Index 2.17%1.19%0.76%0.46%

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 04/30/19 0.76% -
YTD as of 05/23/19 4.10% -

Yield

Distribution rate before sales charge
as of 05/23/19
4.10%
Distribution rate after sales charge
as of 05/23/19
4.10%
30-day SEC yield as of 04/30/19 4.14%

Volatility as of 04/30/19

Standard deviation (3 yrs.) 2.10%

Morningstar Ratings as of 04/30/19

Time period Funds in category Morningstar Rating
Overall 272
3 yrs. 272
5 yrs. 191
10 yrs. 64
Morningstar category: Nontraditional Bond

Distributions

Record/Ex dividend date 05/16/19
Payable date 05/20/19
Income $0.033
Extra income --
Short-term cap. gain --
Long-term cap. gain --

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

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

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


Holdings

Top 10 holdings as of 04/30/19

Net cash 17.09%
Umbs Fn30 Tba 03.5000 06/01/2049 9.83%
Umbs Fn30 Tba 04.0000 06/01/2049 9.64%
Gnma Gii30 Tba 04.5000 05/01/2049 2.02%
Fnma Fn30 Tba 03.0000 05/01/2049 1.23%
Fhr 3835 Fo Po 00.0000 04/15/2041 0.97%
Spst 2018-5 A 03.1809 09/24/2019 0.81%
Apple 02.0000 05/06/2020 0.77%
Cwalt 2005-59 1a1 02.8109 11/20/2035 0.65%
Msbam 2013-C10 E P/P 144a 04.2186 07/15/2046 0.65%
Top 10 holdings, percent of portfolio 43.66%

Full portfolio holdings as of 03/31/19

FNMA FN30 TBA 04.0000 04/01/2049 9.75%
FNMA FN30 TBA 03.5000 04/01/2049 9.06%
GNMA GII30 TBA 04.5000 04/01/2049 2.04%
FNMA FN30 TBA 03.0000 05/01/2049 1.25%
FHR 3835 FO PO 00.0000 04/15/2041 0.99%
FNMA FN30 TBA 03.5000 05/01/2049 0.91%
SPST 2018-5 A 03.1811 09/24/2019 0.82%
APPLE INC 02.0000 05/06/2020 0.78%
CWALT 2005-59 1A1 02.8178 11/20/2035 0.66%
MSBAM 2013-C10 E P/P 144A 04.0851 07/15/2046 0.66%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.65%
SPST 2018-1 A 03.3811 04/24/2019 0.62%
SPST 2018-8 A 03.1811 02/24/2020 0.60%
FHR 3852 NT 03.5163 05/15/2041 0.59%
FNR 2017-8 SB IO 03.6145 02/25/2047 0.59%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.58%
CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 0.56%
GNMA GII30 TBA 04.0000 04/01/2049 0.55%
FNR 2017-74 SA IO 03.2645 10/25/2047 0.54%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.54%
ALPHABET INC 03.6250 05/19/2021 0.51%
SPST 2018-3 A 03.1811 07/24/2019 0.49%
CWALT 2006-OA7 1A2 03.3365 06/25/2046 0.46%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.45%
JPMCC 2012-C8 D P/P 144A 04.6530 10/15/2045 0.42%
CAS 2016-C02 1B 14.7355 09/25/2028 0.41%
CF INDUSTRIES INC 03.4500 06/01/2023 0.41%
STACR 2015-DNA3 B 11.8355 04/25/2028 0.41%
US BANK NA CINCINNATI 03.1500 04/26/2021 0.41%
WESTPAC BANKING CORP USD 02.6500 01/25/2021 0.41%
BANK 2017-BNK9 XA IO 00.8183 11/15/2054 0.39%
BSCMS 2006-PW11 B P/P 144A 05.2509 03/11/2039 0.39%
MSBAM 2013-C13 XA IO 01.0042 11/15/2046 0.39%
REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 0.38%
CITIBANK NA 03.0500 05/01/2020 0.37%
DBUBS 2011-LC3A D P/P 144A 05.3390 08/10/2044 0.37%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.37%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.37%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.36%
BACM 2005-1 B 05.5068 11/10/2042 0.35%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.35%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.35%
COMM 2013-CR11 XA IO 00.9530 08/10/2050 0.35%
FNR 2017-75 NI IO 05.0000 11/25/2046 0.35%
GNR 2016-H13 IK IO 02.6020 06/20/2066 0.35%
RANGE RESOURCES CORP 05.0000 03/15/2023 0.35%
WFCM 2013-LC12 D P/P 144A 04.2867 07/15/2046 0.35%
JPMBB 2013-C14 D P/P 144A 04.5639 08/15/2046 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%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 0.33%
CIT GROUP INC. 05.2500 03/07/2025 0.32%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.32%
BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 0.31%
COMM 2014-CR17 C 04.8426 05/10/2047 0.31%
FNR 2011-53 ST IO 03.4345 06/25/2041 0.31%
FNR 2013-130 SD IO 04.1145 01/25/2044 0.31%
MSBAM 2013-C10 F P/P 144A 04.0851 07/15/2046 0.31%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.31%
SERVICE CORP INTL 05.3750 01/15/2022 0.31%
STARWOOD PROP TR 04.7500 03/15/2025 0.31%
WFRBS 2012-C10 D P/P 144A 04.4419 12/15/2045 0.31%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.30%
GNR 2014-146 EI IO 05.0000 10/20/2044 0.30%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.29%
CAS 2015-C04 1M2 08.1855 04/25/2028 0.29%
FNR 2015-28 IO IO 05.5000 05/25/2045 0.29%
GNR 2017-H06 BI IO 02.3410 02/20/2067 0.29%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.29%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.29%
CAS 2016-C03 2M2 08.3855 10/25/2028 0.28%
GNR 2018-H05 AI IO 02.9333 02/20/2068 0.28%
GSMS 2013-GC10 E P/P 144A 04.3977 02/10/2046 0.28%
MWST 2018-W1 A 03.3355 11/25/2051 0.28%
PFIZER INC 01.7000 12/15/2019 0.28%
SCIENTIFIC GAMES TLB5 L+275 05.3138 08/14/2024 0.28%
WFCM 2016-BNK1 XA IO 01.7783 08/15/2049 0.28%
WFRBS 2012-C7 D P/P 144A 04.8223 06/15/2045 0.28%
WFRBS 2013-C15 D P/P 144A 04.4721 08/15/2046 0.28%
CINEWORLD TLB L+250 04.9986 02/28/2025 0.27%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.27%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.27%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.27%
UBSBB 2013-C5 XA IO P/P 144A 00.9627 03/10/2046 0.27%
2.65 R ISWP FWD US0003M P 06/19/2029 0.26%
BANK OF AMERICA CORP 03.4990 05/17/2022 0.26%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.26%
COMM 2015-LC21 XA IO 00.7716 07/10/2048 0.26%
GNR 2015-H19 NI IO 01.9245 07/20/2065 0.26%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.26%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.26%
COMM 2014-CR19 XA IO 01.1654 08/10/2047 0.25%
FNR 2016-60 LS IO 03.6145 09/25/2046 0.25%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.25%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.24%
FNR 2017-87 IA IO 04.5000 11/25/2047 0.24%
GNR 2017-H16 BI IO 02.2145 08/20/2067 0.24%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.24%
JPMBB 2014-C24 XA IO 00.9660 11/15/2047 0.24%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.24%
MICROSOFT CORP 02.4000 02/06/2022 0.24%
ORACLE CORP 02.5000 05/15/2022 0.24%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.24%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.24%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.24%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.23%
FNR 2015-19 SA IO 03.7145 04/25/2045 0.23%
JPMBB 2014-C25 D P/P 144A 03.9446 11/15/2047 0.23%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.23%
STACR 2015-DNA1 B 11.6855 10/25/2027 0.23%
SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP 0.23%
ARCELORMITTAL USD 06.1250 06/01/2025 0.22%
ARDAGH PKG FIN/HLDGS P/P 144A 04.2500 09/15/2022 0.22%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.22%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.22%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.22%
CD 2016-CD1 XA IO 01.4221 08/10/2049 0.22%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.22%
ENERGY TRANSFER OPERA 05.8750 01/15/2024 0.22%
HCA INC 04.7500 05/01/2023 0.22%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.22%
LENNAR CORP 05.8750 11/15/2024 0.22%
NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 0.22%
SPST 2017-LD1 A 03.2855 11/25/2050 0.22%
STANDARD IND INC P/P 144A 06.0000 10/15/2025 0.22%
ASHTEAD CAPITAL INC P/P 144A 05.6250 10/01/2024 0.21%
BSCMS 2007-T26 AJ 05.4599 01/12/2045 0.21%
CAS 2016-C03 1B 14.2355 10/25/2028 0.21%
COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 0.21%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 0.21%
GNR 2016-121 JS IO 03.6123 09/20/2046 0.21%
GNR 2018-91 SJ IO 03.7623 07/20/2048 0.21%
HELLENIC REPUBLIC P/P REGS 03.4500 04/02/2024 0.21%
PULTEGROUP INC 05.5000 03/01/2026 0.21%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.21%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.21%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.21%
THE AES CORPORATION 04.8750 05/15/2023 0.21%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.20%
CITIGROUP INC 02.9000 12/08/2021 0.20%
FNR 2018-95 SA IO 03.7100 01/25/2049 0.20%
GNR 2018-H13 NI IO 02.1514 08/20/2068 0.20%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.20%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.20%
ADS WASTE TLB L+225 04.6595 11/10/2023 0.19%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.19%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.19%
ENERGY TRANSFER OPERATNG 07.5000 10/15/2020 0.19%
FNR 2011-4 CS 07.9290 05/25/2040 0.19%
GNR 2015-69 IO IO 05.0000 05/20/2045 0.19%
GNR 2015-H15 JI IO 01.9781 06/20/2065 0.19%
GNR 2016-H23 NI IO 02.2332 10/20/2066 0.19%
GSMS 2014-GC22 C 04.6895 06/10/2047 0.19%
KINETIC CONCEPTS TLB L+325 04.2846 02/03/2024 0.19%
OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 0.19%
QUIKRETE TLB L+275 05.2486 11/15/2023 0.19%
WFRBS 2012-C10 E P/P 144A 04.4419 12/15/2045 0.19%
WFRBS 2012-C9 XB IO P/P 144A 00.6854 11/15/2045 0.19%
CAS 2018-C03 1M2 04.6355 10/25/2030 0.18%
CAS 2019-R02 1M2 04.7855 08/25/2031 0.18%
FHR 4591 QI IO 03.5000 04/15/2046 0.18%
FNR 2016-65 CS IO 03.6145 09/25/2046 0.18%
GNR 2015-20 PI IO 03.5000 02/20/2045 0.18%
GNR 2015-H09 BI IO 01.7110 03/20/2065 0.18%
GNR 2015-H25 AI IO 01.6266 09/20/2065 0.18%
GNR 2015-H25 EI IO 01.8658 10/20/2065 0.18%
GNR 2016-111 IP IO 03.5000 08/20/2046 0.18%
GNR 2018-H02 EI IO 02.4044 01/20/2068 0.18%
GOLDEN NUGGET TL L+275 05.2421 10/04/2023 0.18%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.18%
INTELSAT S.A. TLB3 L+375 06.2291 11/27/2023 0.18%
JPMCC 2013-C10 XA IO 01.0000 12/15/2047 0.18%
MESSER INDUST TLB L+250 04.9892 03/01/2026 0.18%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.18%
PPD TL L+250 04.9989 08/18/2022 0.18%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.18%
TRK 2019-1 A1 04.3356 03/25/2022 0.18%
WFCM 2014-LC16 XA IO 01.3202 08/15/2050 0.18%
2.60 R ISWP FWD US0003M P 06/19/2026 0.17%
ALTICE USA TLB L+225 04.7338 01/15/2026 0.17%
CARR 2006-NC2 A4 02.7255 06/25/2036 0.17%
CAS 2018-C02 2M2 04.6855 08/25/2030 0.17%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.17%
FHR 4813 IO IO 05.5000 08/15/2048 0.17%
FNR 2018-58 IO IO 05.5000 08/25/2048 0.17%
GNR 2010-125 SD IO 04.1983 01/16/2040 0.17%
GNR 2010-20 UI IO 05.0000 02/20/2040 0.17%
GNR 2016-H02 BI IO 01.8733 11/20/2065 0.17%
HELLENIC REPUBLIC P/P REGS 03.3750 02/15/2025 0.17%
MSBAM 2014-C17 C 04.4570 08/15/2047 0.17%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.17%
RESTAURANT BRANDS TLB L+225 04.7486 02/17/2024 0.17%
STACR 2015-DNA2 B 10.0355 12/25/2027 0.17%
STARS GROUP TLB L+350 06.1010 07/10/2025 0.17%
T-MOBILE USA INC 05.3750 04/15/2027 0.17%
WIDEOPENWEST TLB L+325 05.7406 08/19/2023 0.17%
ARRW 2019-1 A3 04.2080 01/25/2049 0.16%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.16%
CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 0.16%
CMLTI 2007-AMC3 A2D 02.8355 03/25/2037 0.16%
COMM 2014-UBS6 XA IO 00.9441 12/10/2047 0.16%
COMM 2015-CR23 XA IO 00.9498 05/10/2048 0.16%
CWALT 2005-27 1A1 02.5276 08/25/2035 0.16%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.16%
FHR 4760 IG IO 05.0000 02/15/2048 0.16%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.16%
FNR 2018-86 DS IO 03.6145 12/25/2048 0.16%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.16%
GNR 2015-80 IA IO 04.5000 06/20/2045 0.16%
GSMS 2013-GC16 D P/P 144A 05.3113 11/10/2046 0.16%
HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 0.16%
IRON MOUNTAIN US HLD P/P 144A 05.3750 06/01/2026 0.16%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.16%
MSC 2016-UB12 XA IO 00.7975 12/15/2049 0.16%
NEWFIELD EXPLORATION CO 05.6250 07/01/2024 0.16%
RALI 2006-QO5 1A1 02.7005 05/25/2046 0.16%
SOUTHERN COPPER CORP USD 05.8750 04/23/2045 0.16%
SPCM SA P/P 144A 04.8750 09/15/2025 0.16%
THE WILLIAMS COMPANIES INC. 04.5500 06/24/2024 0.16%
TRANSDIGM INC TLF L+250 04.9986 06/09/2023 0.16%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.16%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.15%
CENTENE CORP 06.1250 02/15/2024 0.15%
CHEMOURS CO 05.3750 05/15/2027 0.15%
CONCHO RESOURCES INC 04.3750 01/15/2025 0.15%
CSAIL 2015-C1 XA IO 00.9094 04/15/2050 0.15%
GNR 2014-2 IC IO 05.0000 01/16/2044 0.15%
GNR 2015-167 BI IO 04.5000 04/16/2045 0.15%
GSMS 2011-GC3 D P/P 144A 05.6380 03/10/2044 0.15%
GSMS 2014-GC18 XA IO 01.0286 01/10/2047 0.15%
GSMS 2015-GC30 XA IO 00.8526 05/10/2050 0.15%
HUNTSMAN INTERNATIONAL LLC 05.1250 11/15/2022 0.15%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.15%
JPMORGAN CHASE & CO 06.0000 12/29/2049 0.15%
MLCFC 2006-4 C 05.3240 12/12/2049 0.15%
PFIZER INC 01.9500 06/03/2021 0.15%
PNC BANK NA 02.0000 05/19/2020 0.15%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.15%
SERVICE CORP INTL 05.3750 05/15/2024 0.15%
STACR 2016-DNA1 B 12.4855 07/25/2028 0.15%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 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%
TENET HEALTHCARE 06.0000 10/01/2020 0.15%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.15%
UBSCM 2017-C7 XA IO 01.0678 12/15/2050 0.15%
VISTRA ENERGY TLB1 L+200 04.4986 08/04/2023 0.15%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.15%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.14%
CALPINE CONS FIN TL L+250 04.9986 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%
CGCMT 2014-GC19 X IO 01.1645 03/10/2047 0.14%
CINEMARK USA INC 05.1250 12/15/2022 0.14%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.14%
CSC HOLDINGS TLB L+225 04.7338 07/17/2025 0.14%
EAGLECLAW MID TL L+425 06.8789 06/30/2024 0.14%
FHR 4136 IW IO 03.5000 10/15/2042 0.14%
FHR 4150 DI IO 03.0000 01/15/2043 0.14%
FNR 2012-22 CI IO 04.0000 03/25/2041 0.14%
GNR 2016-H22 AI IO 02.2985 10/20/2066 0.14%
GNR 2017-120 IJ IO 04.0000 04/20/2047 0.14%
GNR 2017-174 MI IO 03.5000 11/20/2047 0.14%
GNR 2018-127 IB IO 04.5000 06/20/2045 0.14%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.14%
LEVEL 3 FINANCING INC 05.2500 03/15/2026 0.14%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.14%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.14%
NETFLIX INC. P/P 144A 05.8750 11/15/2028 0.14%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.14%
SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP 0.14%
TRIBUNE MEDIA TLB L+300 05.4986 01/27/2024 0.14%
WAMU 2005-AR14 1A2 04.1928 12/25/2035 0.14%
WBCMT 2005-C21 D 05.2380 10/15/2044 0.14%
ASURION TLB4 L+300 05.4986 08/04/2022 0.13%
BRAND ENERGY TL L+425 06.9561 06/21/2024 0.13%
CHARTER COMM TLB L+200 04.5000 04/30/2025 0.13%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.13%
CMLTI 2007-AR5 1A1A 04.7533 04/25/2037 0.13%
CPTFEMU P 1.71 R 07/15/37 0.13%
FNR 2016-83 BS IO 03.6145 11/25/2046 0.13%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.13%
GNR 2014-H14 CI IO 01.5954 07/20/2064 0.13%
GNR 2015-111 IJ IO 03.5000 08/20/2045 0.13%
GNR 2016-77 SC IO 03.6123 10/20/2045 0.13%
GNR 2016-H08 AI IO 01.4780 08/20/2065 0.13%
IVORY COAST REGS 06.1250 06/15/2033 0.13%
MSBAM 2015-C26 XA IO 01.0350 10/15/2048 0.13%
NRG ENERGY INC 05.7500 01/15/2028 0.13%
RACKSPACE HOSTING INC L+300 05.7375 11/03/2023 0.13%
VISTRA TLB2 L+225 04.7486 12/14/2023 0.13%
WFCM 2013-LC12 C 04.2867 07/15/2046 0.13%
AES CORP/THE 05.1250 09/01/2027 0.12%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.12%
BERRY PLATICS TLQ L+200 04.6101 10/01/2022 0.12%
CHEVRON CORP 02.1000 05/16/2021 0.12%
CISCO SYSTEMS INC 02.2000 02/28/2021 0.12%
CSAIL 2015-C1 D P/P 144A 03.7956 04/15/2050 0.12%
ELDORADO RESORTS TLB L+225 04.8750 04/17/2024 0.12%
FHR 4369 IA IO 03.5000 07/15/2044 0.12%
GATES GLOBAL TLB L+275 05.2486 03/31/2024 0.12%
GNR 2012-129 IO IO 04.5000 11/16/2042 0.12%
GNR 2015-H10 EI IO 01.6383 04/20/2065 0.12%
GNR 2015-H28 DI IO 01.5668 08/20/2065 0.12%
HVMLT 2005-2 1A 03.0018 05/19/2035 0.12%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.12%
REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 0.12%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.12%
TARGA RESOURCES PART 05.0000 01/15/2028 0.12%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.12%
UNIVISION TLC5 L+275 05.2486 03/15/2024 0.12%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.11%
COMM 2014-CR20 XA IO 01.1151 11/10/2047 0.11%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.11%
FIRST DATA TL L+200 04.4899 07/10/2022 0.11%
FNR 2013-21 AI IO 03.5000 03/25/2033 0.11%
FNR 2013-27 PI IO 03.0000 12/25/2041 0.11%
GNR 2014-133 IP IO 05.0000 09/16/2044 0.11%
GNR 2015-H18 IA IO 01.8349 06/20/2065 0.11%
GNR 2017-132 IB IO 05.5000 09/20/2047 0.11%
GNR 2017-H03 DI IO 02.1987 12/20/2066 0.11%
GSMS 2014-GC24 D P/P 144A 04.5297 09/10/2047 0.11%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.11%
HILTON WORLDWIDE TLB L+217 03.7008 10/25/2023 0.11%
LENNAR CORP 04.7500 11/15/2022 0.11%
MSBAM 2012-C6 D P/P 144A 04.6111 11/15/2045 0.11%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.11%
VICI PROPERTIES TL L+200 04.4906 12/22/2024 0.11%
WAMU 2005-AR10 1A3 04.1168 09/25/2035 0.11%
WFRBS 2011-C4 D P/P 144A 05.2316 06/15/2044 0.11%
WFRBS 2011-C4 E P/P 144A 05.2316 06/15/2044 0.11%
WFRBS 2011-C5 E P/P 144A 05.6731 11/15/2044 0.11%
3.073 R ISWP FWD US0003M P 03/04/2029 0.10%
CAS 2017-C02 2B1 07.9855 09/25/2029 0.10%
CAS 2017-C06 1M2 05.1355 02/25/2030 0.10%
CGCMT 2014-GC21 X IO 01.2135 05/10/2047 0.10%
COMM 2015-CR22 XA IO 00.9520 03/10/2048 0.10%
CWALT 2006-OA10 2A1 02.6755 08/25/2046 0.10%
CWALT 2006-OA7 1A1 03.0076 06/25/2046 0.10%
DISH DBS CORP 05.1250 05/01/2020 0.10%
FHR 4182 PI IO 03.0000 12/15/2041 0.10%
GFL ENVIRONMENTAL TLB L+300 05.4986 05/31/2025 0.10%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.10%
GNR 2013-100 MI IO 03.5000 02/20/2043 0.10%
GNR 2015-162 BI IO 04.0000 11/20/2040 0.10%
GNR 2015-167 MI IO 05.0000 06/20/2045 0.10%
GNR 2017-H11 NI IO 02.1654 05/20/2067 0.10%
GNR 2018-127 IA IO 03.5000 04/20/2042 0.10%
HELLENIC REPUBLIC REGS 03.9000 01/30/2033 0.10%
JPMBB 2014-C19 XA IO 01.0573 04/15/2047 0.10%
MSBAM 2013-C12 E P/P 144A 04.7666 10/15/2046 0.10%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.10%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.10%
VOLT 2018-NPL5 A1B P/P 144A 04.7037 08/25/2048 0.10%
0.60 R ISWP FWD EUR006M P 06/19/2029 0.09%
AKER BP ASA P/P 144A 05.8750 03/31/2025 0.09%
CGCMT 2013-GC17 X IO 01.0468 11/10/2046 0.09%
COMM 2014-LC15 XA IO 01.2344 04/10/2047 0.09%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.09%
FHR 4601 IC IO 04.0000 12/15/2045 0.09%
GNR 2010-151 KO PO 00.0000 06/16/2037 0.09%
GNR 2012-106 QI IO 04.0000 07/20/2042 0.09%
GNR 2013-79 PI IO 03.5000 04/20/2043 0.09%
GRIFOLS TLB L+225 04.6595 01/31/2025 0.09%
GSAA 2006-15 AF3A 05.8825 09/25/2036 0.09%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.09%
IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 0.09%
JPMCC 2007-CB20 E P/P 144A 06.1064 02/12/2051 0.09%
KINROSS GOLD CORP USD 05.9500 03/15/2024 0.09%
LENNAR CORPORATION 04.7500 04/01/2021 0.09%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.09%
MSC 2012-C4 E P/P 144A 05.4207 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%
SAMI 2006-AR7 A1A 02.6955 08/25/2036 0.09%
SAMI 2007-AR1 2A1 02.6655 01/25/2037 0.09%
SPRINT TLB L+250 05.0000 02/03/2024 0.09%
SWPTN 10YX30Y R 1.72 EUR 11/27/2028 UB 0.09%
SWPTN 1YX30Y R 1.288 EUR 02/17/2020 JP 0.09%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.09%
SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS 0.09%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS 0.09%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS 0.09%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.09%
WERNER TLB L+400 06.7970 07/24/2024 0.09%
3.312 R ISWP US0003M P 11/08/2048 0.08%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.08%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.08%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.08%
CAS 2018-C05 1M2 04.8355 01/25/2031 0.08%
CAS 2019-R01 2M2 04.9355 07/25/2031 0.08%
CENTURYLINK TLB L+275 05.2724 01/31/2025 0.08%
CFCRE 2011-C2 D P/P 144A 05.7568 12/15/2047 0.08%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.08%
COMM 2012-CR3 E P/P 144A 04.7530 10/15/2045 0.08%
CPG INTL TL L+375 06.6330 05/05/2024 0.08%
CPTFEMU P 1.7138 R 08/15/37 0.08%
CWHL 2005-3 1A1 03.1055 04/25/2035 0.08%
FHR 4193 PI IO 04.0000 03/15/2043 0.08%
FNR 2012-124 UI IO 04.0000 11/25/2042 0.08%
FNR 2012-151 PI IO 03.0000 01/25/2043 0.08%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.08%
GNR 2009-121 BI IO 04.5000 12/16/2039 0.08%
GNR 2011-H08 GI IO 01.2813 03/20/2061 0.08%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.08%
GNR 2017-H14 DI IO 01.7196 06/20/2067 0.08%
GNR 2018-127 ID IO 05.0000 07/20/2045 0.08%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.08%
GREEKTOWN TLB L+300 05.2486 04/25/2024 0.08%
GSAA 2005-15 2A2 02.7355 01/25/2036 0.08%
HELLENIC REPUBLIC REGS 03.0000 02/24/2036 0.08%
INFOR TLB6 L+275 05.2430 02/01/2022 0.08%
KINETIC CONCEPT/KCI P/P 144A 07.8750 02/15/2021 0.08%
MSBAM 2013-C10 D P/P 144A 04.0851 07/15/2046 0.08%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 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%
STACR 2018-HQA1 M2 04.7855 09/25/2030 0.08%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.08%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.08%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.08%
SWPTN 1YX1Y R 3.02 USD 08/28/2019 MS 0.08%
SWPTN LIABILITY 5YX30Y P 3.215 USD 11/27/2023 GS 0.08%
SWPTN LIABILITY 5YX30Y R 3.215 USD 11/27/2023 GS 0.08%
WESTERN DIGITAL TLB L+175 04.0925 04/29/2023 0.08%
APPLE INC 02.8500 05/06/2021 0.07%
CAS 2017-C05 1B1 06.0855 01/25/2030 0.07%
CAS 2018-C06 2M2 04.5855 03/25/2031 0.07%
CGCMT 2012-GC8 XA IO P/P 144A 01.7886 09/10/2045 0.07%
CHUCK E CHEESE'S TLB L+325 05.7486 02/14/2021 0.07%
CPTFEMU P 1.735 R 09/15/37 0.07%
FHR 4158 TI IO 03.0000 12/15/2042 0.07%
FHR 4213 GI IO 04.0000 11/15/2041 0.07%
FNR 2013-6 BI IO 03.0000 12/25/2042 0.07%
FNR 2017-2 KI IO 04.0000 02/25/2047 0.07%
GNR 2011-H15 AI IO 01.5423 06/20/2061 0.07%
GNR 2016-136 YI IO 03.5000 03/20/2045 0.07%
GNR 2017-H02 BI IO 02.3379 01/20/2067 0.07%
HUSKY TLB L+300 05.4986 03/28/2025 0.07%
JPALT 2007-A2 12A1 02.6855 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%
SWPTN 1YX2Y R 2.56 USD 02/06/2020 JP 0.07%
SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS 0.07%
SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS 0.07%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.07%
WFRBS 2012-C10 C 04.3769 12/15/2045 0.07%
ARGENTINE REPUBLIC USD 06.6250 07/06/2028 0.06%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.06%
COMM 2014-UBS4 XA IO 01.1717 08/10/2047 0.06%
FHR 2990 LB 10.5974 06/15/2034 0.06%
FNR 2012-136 PI IO 03.5000 11/25/2042 0.06%
FNR 2012-62 MI IO 04.0000 03/25/2041 0.06%
FNR 2013-31 NI IO 03.0000 06/25/2041 0.06%
GSMS 2012-GC6 D P/P 144A 05.6525 01/10/2045 0.06%
JPMCC 2012-LC9 D P/P 144A 04.3835 12/15/2047 0.06%
ORTHO-CLINICAL TLB L+325 05.7486 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%
STACR 2016-HQA2 M3B 07.6355 11/25/2028 0.06%
STACR 2017-DNA2 B1 07.6355 10/25/2029 0.06%
SWPTN 1YX2Y R 2.486 USD 01/31/2020 JP 0.06%
WFRBS 2011-C5 XA IO P/P 144A 01.7338 11/15/2044 0.06%
2.776 R ISWP FWD US0003M P 03/21/2029 0.05%
CAS 2015-C01 1M2 06.7855 02/25/2025 0.05%
CPTFEMU P 1.71 R 08/15/37 0.05%
FHR 4206 IP IO 03.0000 12/15/2041 0.05%
GNR 2011-17 S IO 03.5623 02/20/2041 0.05%
GNR 2016-H11 HI IO 02.0902 01/20/2066 0.05%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031 0.05%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.05%
MEREDITH TLB L+275 05.2486 01/31/2025 0.05%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.05%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.05%
SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS 0.05%
SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP 0.05%
SWPTN 10YX30Y P 1.72 EUR 11/27/2028 UB 0.05%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.05%
SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS 0.05%
UBSBB 2012-C2 XA IO P/P 144A 01.3229 05/10/2063 0.05%
WAMU 2005-AR13 A1C3 02.9755 10/25/2045 0.05%
CWALT 2006-45T1 2A7 02.8255 02/25/2037 0.04%
CWALT 2006-OA10 4A1 02.6755 08/25/2046 0.04%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 0.04%
FHR 3072 SM 04.2533 11/15/2035 0.04%
GNR 2013-183 AI IO 03.5000 10/20/2039 0.04%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.04%
GNR 2013-99 VS IO 03.6183 07/16/2043 0.04%
GNR 2015-82 GI IO 03.5000 12/20/2038 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%
MSC 2012-C4 XA IO P/P 144A 02.0826 03/15/2045 0.04%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 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 10YX10Y P 2.988 USD 02/26/2029 GS 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 7YX5Y P 2.647 USD 06/03/2024 BA 0.04%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI 0.04%
SWPTN 7YX5Y R 2.647 USD 06/03/2024 BA 0.04%
SWPTN 7YX5Y R 2.654 USD 06/03/2024 CI 0.04%
SWPTN LIABILITY 6MX5Y P 0.215 EUR 08/07/2019 JP 0.04%
TRANSDIGM INC TLE 04.9986 05/30/2025 0.04%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.04%
WPX ENERGY INC 06.0000 01/15/2022 0.04%
0.20 R ISWP FWD CHL6M P 06/19/2029 0.03%
0.4419 R ISWP EUR006M P 01/30/2023 0.03%
3.05125 R ISWP FWD US0003M P 03/07/2028 0.03%
3.11 R ISWP FWD US0003M P 02/27/2028 0.03%
ARGENTINE REPUBLIC USD 04.6250 01/11/2023 0.03%
CAS 2015-C01 2M2 07.0355 02/25/2025 0.03%
FNR 2007-53 SP 15.0865 06/25/2037 0.03%
FNR 2013-35 IP IO 03.0000 06/25/2042 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%
GNR 2015-99 LI IO 04.0000 07/20/2045 0.03%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.03%
SWPTN 1YX2Y R 0.025 EUR 08/28/2019 GS 0.03%
SWPTN 1YX30Y P 1.288 EUR 02/17/2020 JP 0.03%
SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS 0.03%
SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS 0.03%
SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP 0.03%
UKRPI P 3.665 R 12/15/28 0.03%
0.12 R ISWP FWD EUR006M P 06/19/2024 0.02%
0.95 R ISWP FWD SES3M P 06/19/2029 0.02%
1.1575 R ISWP SES3M P 11/13/2027 0.02%
1.16 R ISWP SES3M P 11/13/2027 0.02%
1.20 R ISWP FWD GBL6M P 06/19/2024 0.02%
1.3775 R ISWP SES3M P 01/30/2028 0.02%
2.86 R ISWP US0003M P 01/22/2020 0.02%
ASCENT RESOURCES TLB L+650 08.9927 03/30/2023 0.02%
CAS 2015-C02 2M2 06.4855 05/25/2025 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 JP 0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.02%
EUR/USD 06/19/2019 RBSF 0.02%
FHR 2976 LC 15.3129 05/15/2035 0.02%
FHR 3249 PS 14.0786 12/15/2036 0.02%
FNR 2005-75 GS 12.7935 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%
JPY/USD 05/15/2019 CITI 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 1.921 EUR 10/18/2028 JP 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 R 2.725 USD 11/08/2029 GS 0.02%
SWPTN 12YX10Y R 3.005 USD 11/16/2029 GS 0.02%
SWPTN 1MX5Y R 2.19625 USD 04/29/2019 CI 0.02%
SWPTN 1YX2Y P 2.486 USD 01/31/2020 JP 0.02%
SWPTN 1YX2Y P 2.56 USD 02/06/2020 JP 0.02%
SWPTN 1YX2Y R -0.065 EUR 08/28/2019 GS 0.02%
SWPTN 5WX2Y R 2.41 USD 04/23/2019 CI 0.02%
SWPTN 5WX5Y P 2.3975 USD 05/02/2019 GS 0.02%
SWPTN 5WX5Y R 2.1975 USD 05/02/2019 GS 0.02%
SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC 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 R 2.689 USD 11/12/2024 CI 0.02%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP 0.02%
SWPTN LIABILITY 1MX5Y P 2.2925 USD 04/29/2019 CI 0.02%
SWPTN LIABILITY 1MX5Y R 2.2925 USD 04/29/2019 CI 0.02%
SWPTN LIABILITY 5WX5Y R 2.2975 USD 05/02/2019 GS 0.02%
0.09 R ISWP JPL6M P 12/19/2022 0.01%
0.135 R ISWP JPL6M P 01/15/2023 0.01%
0.148 R ISWP JPL6M P 02/16/2023 0.01%
0.354 R ISWP FWD EUR006M P 09/21/2021 0.01%
1.02 R ISWP TELBOR03 P 03/20/2024 GS 0.01%
1.125 R ISWP SES3M P 11/10/2027 0.01%
1.13 R ISWP SES3M P 11/10/2027 0.01%
1.35 R ISWP FWD GBL6M P 06/19/2029 0.01%
1.354 R ISWP FWD EUR006M P 02/19/2050 0.01%
2.1825 R ISWP AUDBB6M P 03/20/2029 0.01%
2.536 R ISWP FWD US0003M P 12/02/2023 0.01%
AUD/USD 04/17/2019 BCAP-FX 0.01%
AUD/USD 04/17/2019 RBSF 0.01%
CAD/USD 04/17/2019 CITI 0.01%
CAD/USD 04/17/2019 HSBCB 0.01%
CAS 2016-C06 1M2 06.7355 04/25/2029 0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.01%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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 GS 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 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%
CNH/USD 05/15/2019 HSBCB 0.01%
CPURNSA P 2.19 R 12/06/27 0.01%
CPURNSA P 2.1939 R 12/21/27 0.01%
CSMC 2007-C4 C P/P 144A 05.8056 09/15/2039 0.01%
EUR/USD 06/19/2019 BANKAM 0.01%
EUR/USD 06/19/2019 BCAP-FX 0.01%
EUR/USD 06/19/2019 CITI 0.01%
EUR/USD 06/19/2019 CSI-FX 0.01%
EUR/USD 06/19/2019 HSBCB 0.01%
EUR/USD 06/19/2019 JPMCB 0.01%
EUR/USD 06/19/2019 SSBT 0.01%
EUR/USD 06/19/2019 UBS 0.01%
EUR/USD 06/19/2019 WPAC 0.01%
FNR 2005-74 NK 15.0725 05/25/2035 0.01%
FNS 397 2 IO 05.0000 09/25/2039 0.01%
FNW 1998-W2 X IO 00.3666 06/25/2028 0.01%
GBP/USD CALL 1.37 20190726 BANKAM 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%
JPY/USD 05/15/2019 BCAP-FX 0.01%
JPY/USD 05/15/2019 GSFX 0.01%
JPY/USD 05/15/2019 SSBT 0.01%
JPY/USD 05/15/2019 UBS 0.01%
MBX.FN30.500.10 R USL1M P 01/12/41 GS 0.01%
OPTN FN30 3.5 05/06/19 PUT 101.06640625 JPMC 0.01%
OPTN FN30 3.5 05/06/19 PUT 101.19140625 JPMC 0.01%
OPTN FN30 3.5 05/06/19 PUT 101.31640625 JPMC 0.01%
OPTN FN30 3.5 05/06/19 PUT 101.44140625 JPMC 0.01%
SEK/USD 06/19/2019 BCAP-FX 0.01%
SEK/USD 06/19/2019 JPMCB 0.01%
SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 0.01%
SWPTN 12YX10Y P 3.005 USD 11/16/2029 GS 0.01%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP 0.01%
SWPTN 1MX5Y P 2.38875 USD 04/29/2019 CI 0.01%
SWPTN 5WX5Y R 2.10625 USD 04/29/2019 GS 0.01%
SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS 0.01%
SWPTN 6MX30Y P 1.28 EUR 08/07/2019 JP 0.01%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP 0.01%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS 0.01%
TRIBUNE MEDIA TLB L+300 05.4986 12/27/2020 0.01%
-0.085 R ISWP SES3M P 01/30/2020 0.00%
-0.104 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.124 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.1249 R ISWP EUR006M P 01/30/2020 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%
0.45 R ISWP FWD SES3M P 06/19/2024 0.00%
0.7495 R ISWP FWD JPL6M P 08/29/2043 0.00%
1.035 R ISWP TELBOR03 P 03/19/2024 GS 0.00%
1.113 R ISWP FWD EUR006M P 03/26/2050 0.00%
1.80 R ISWP FWD NOKOIB6M P 06/19/2024 0.00%
2.00 R ISWP FWD CDOR03 P 06/19/2024 0.00%
2.00 R ISWP FWD NOKOIB6M P 06/19/2029 0.00%
2.02 R ISWP CDOR03 P 11/02/2022 0.00%
2.03 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/27/2021 0.00%
2.0525 R ISWP CDOR03 P 11/14/2022 0.00%
2.25 R ISWP FWD CDOR03 P 06/19/2029 0.00%
2.524 R ISWP FWD NFIX3MID P 03/28/2029 0.00%
2.528 R ISWP FWD US0003M P 02/02/2024 0.00%
2.57 R ISWP FWD US0003M P 02/02/2024 0.00%
2.5725 R ISWP FWD US0003M P 02/02/2024 0.00%
2.67 R ISWP FWD US0003M P 03/28/2052 0.00%
2.806 R ISWP FWD US0003M P 03/05/2030 0.00%
AUD/USD 04/17/2019 BANKAM 0.00%
AUD/USD 04/17/2019 CITI 0.00%
AUD/USD 04/17/2019 CSI-FX 0.00%
AUD/USD 04/17/2019 HSBCB 0.00%
AUD/USD 04/17/2019 SSBT 0.00%
AUD/USD 04/17/2019 UBS 0.00%
AUD/USD 04/17/2019 WPAC 0.00%
BACM 2004-4 XC IO P/P 144A 00.3283 07/10/2042 0.00%
BACM 2007-1 XW IO 00.0000 01/15/2049 0.00%
BCAP 2012-RR5 4A8 02.6599 06/26/2035 0.00%
CAD/USD 04/17/2019 BCAP-FX 0.00%
CAD/USD 04/17/2019 JPMCB 0.00%
CAD/USD 04/17/2019 RBSF 0.00%
CAD/USD 04/17/2019 UBS 0.00%
CAD/USD 04/17/2019 WPAC 0.00%
CAS 2015-C02 1M2 06.4855 05/25/2025 0.00%
CHF/USD 06/19/2019 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 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 ML 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.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.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 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 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 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 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 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 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML 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-.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 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%
COMMUNITY HEALTH TLH L+325 05.8789 01/27/2021 0.00%
CPURNSA P 2.05 R 07/05/27 0.00%
CPURNSA P 2.085 R 07/03/27 0.00%
CPURNSA R 1.89 P 07/05/22 0.00%
CPURNSA R 1.9225 P 07/03/22 0.00%
CSFB 2003-C3 AX IO P/P 144A 01.5924 05/15/2038 0.00%
EUR/USD 06/19/2019 GSFX 0.00%
EURO-SCHATZ FUT JUN19 DUM9 0.00%
FNR 2007-44 CO PO 00.0000 05/25/2037 0.00%
FNW 1998-W5 X IO 19.8574 07/25/2028 0.00%
FSPC T-48 AIO2 IO 00.2120 07/25/2033 0.00%
FSPC T-59 1AX IO 00.2795 10/25/2043 0.00%
FSPC T-8 A9 IO 00.4288 11/15/2028 0.00%
GBP/USD 06/19/2019 HSBCB 0.00%
GBP/USD CALL 1.47 20190726 BANKAM 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 05/15/2019 BANKAM 0.00%
HKD/USD 05/15/2019 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.FN30.500.10 P USL1M R 01/12/41 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 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 05/15/2019 BANKAM 0.00%
JPY/USD 05/15/2019 CSI-FX 0.00%
JPY/USD 05/15/2019 HSBCB 0.00%
JPY/USD 05/15/2019 JPMCB 0.00%
JPY/USD 05/15/2019 RBSF 0.00%
LBUBS 2007-C2 XW IO 00.3298 02/15/2040 0.00%
LONG GILT FUTURE JUN19 G M9 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CS 0.00%
MBX.FN30.600.08 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 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 00.0012 06/12/2043 0.00%
NOK/USD 06/19/2019 BANKAM 0.00%
NOK/USD 06/19/2019 CITI 0.00%
NOK/USD 06/19/2019 HSBCB 0.00%
NOK/USD 06/19/2019 JPMCB 0.00%
NOK/USD 06/19/2019 RBSF 0.00%
NZD/USD 04/17/2019 GSFX 0.00%
NZD/USD 04/17/2019 SSBT 0.00%
OPTN FN30 3.5 05/06/19 PUT 100.06640625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 100.19140625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 100.31640625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 100.44140625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 100.56640625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 100.69140625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 100.81640625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 100.94140625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 99.56640625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 99.69140625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 99.81640625 JPMC 0.00%
OPTN FN30 3.5 05/06/19 PUT 99.94140625 JPMC 0.00%
SEK/USD 06/19/2019 BANKAM 0.00%
SEK/USD 06/19/2019 SSBT 0.00%
STRU BC-6764 IO IO 04.0000 07/20/2045 0.00%
SWPTN 13WX10Y P 0.8 EUR 05/07/2019 MS 0.00%
SWPTN 13WX10Y P 0.9 EUR 05/07/2019 MS 0.00%
SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP 0.00%
SWPTN 1YX2Y P 3.095 USD 11/19/2019 JP 0.00%
SWPTN 1YX2Y P 3.0975 USD 11/18/2019 MS 0.00%
SWPTN 1YX2Y P 3.3975 USD 11/18/2019 MS 0.00%
SWPTN 1YX2Y P 3.415 USD 11/19/2019 JP 0.00%
SWPTN 3MX10Y P 1.516 GBP 04/16/2019 JP 0.00%
SWPTN 3MX10Y P 1.52 GBP 04/16/2019 RB 0.00%
SWPTN 3MX10Y P 1.668 GBP 04/16/2019 RB 0.00%
SWPTN 3MX30Y P 1.628 GBP 04/16/2019 JP 0.00%
SWPTN 3MX5Y P 1.361 GBP 04/16/2019 JP 0.00%
SWPTN 5WX10Y P 0.6 EUR 04/23/2019 MS 0.00%
SWPTN 5WX10Y P 1.369 GBP 04/23/2019 MS 0.00%
SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC 0.00%
SWPTN LIABILITY 5WX5Y P 2.2975 USD 05/02/2019 GS 0.00%
UKRPI P 3.34 R 02/15/28 0.00%
UKRPI P 3.3875 R 03/15/28 0.00%
UKRPI P 3.4025 R 03/15/28 0.00%
US 10YR ULTRA FUT JUN19 UXYM9 0.00%
US 2YR NOTE (CBT) JUN19 TUM9 0.00%
US 5YR NOTE (CBT) JUN19 FVM9 0.00%
US ULTRA BOND CBT JUN19 WNM9 0.00%
USD/CNH CALL 7.00 20190404 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-C29 IO IO 00.0509 11/15/2048 0.00%
-0.046 R ISWP FWD CHL6M P 09/21/2021 -0.01%
0.106 R ISWP EUR006M P 03/21/2024 -0.01%
0.29 R ISWP JPL6M P 12/19/2027 -0.01%
1.2115 R ISWP FWD EUR006M P 03/12/2050 -0.01%
1.267 R ISWP FWD EUR006M P 03/11/2050 -0.01%
1.484 R ISWP FWD EUR006M P 11/29/2058 -0.01%
1.52 R ISWP FWD GBL6M P 04/16/2029 -0.01%
1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 -0.01%
2.208 R ISWP CDOR03 P 03/19/2029 -0.01%
2.25 R ISWP FWD AUDBB6M P 06/19/2029 -0.01%
2.375 R ISWP FWD US0003M P 04/16/2029 -0.01%
2.40 R ISWP FWD NFIX3MID P 06/19/2029 -0.01%
2.647 R ISWP FWD US0003M P 03/16/2030 -0.01%
2.6785 R ISWP US0003M P 02/13/2029 -0.01%
2.80 R ISWP FWD US0003M P 06/19/2049 -0.01%
AUD/USD 04/17/2019 GSFX -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 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.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 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 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 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%
CPURNSA R 2.05 P 12/06/22 -0.01%
CPURNSA R 2.068 P 12/21/22 -0.01%
GBP/USD 06/19/2019 JPMCB -0.01%
GBP/USD 06/19/2019 SSBT -0.01%
NOK/USD 06/19/2019 BCAP-FX -0.01%
NOK/USD 06/19/2019 GSFX -0.01%
NOK/USD 06/19/2019 SSBT -0.01%
SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS -0.01%
SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS -0.01%
SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP -0.01%
SWPTN 5WX5Y R 2.20625 USD 04/29/2019 GS -0.01%
SWPTN 6MX5Y P 0.215 EUR 08/07/2019 JP -0.01%
SWPTN LIABILITY 12YX10Y R 2.5 USD 11/09/2029 JP -0.01%
SWPTN LIABILITY 1MX5Y P 2.38875 USD 04/29/2019 CI -0.01%
SWPTN LIABILITY 5YX20Y P 1.11125 JPY 08/24/2023 BC -0.01%
SWPTN LIABILITY 5YX20Y R 1.11125 JPY 08/24/2023 BC -0.01%
UKRPI P 3.34 R 03/15/28 -0.01%
-0.30 R ISWP FWD CHL6M P 06/19/2024 -0.02%
0.365 R ISWP JPL6M P 01/15/2028 -0.02%
0.366 R ISWP JPL6M P 02/16/2028 -0.02%
0.66875 R ISWP SES3M P 01/30/2023 -0.02%
0.9987 R ISWP EUR006M P 01/30/2028 -0.02%
2.20 R ISWP FWD US0003M P 04/10/2024 -0.02%
2.55 R ISWP FWD US0003M P 06/19/2029 -0.02%
CAD/USD 04/17/2019 SSBT -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 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CPTFEMU R 1.42 P 08/15/27 -0.02%
SWPTN 1MX5Y P 2.2925 USD 04/29/2019 CI -0.02%
SWPTN 1MX5Y R 2.2925 USD 04/29/2019 CI -0.02%
SWPTN 5WX10Y R 2.421 USD 04/23/2019 CI -0.02%
SWPTN 5WX5Y P 2.2975 USD 05/02/2019 GS -0.02%
SWPTN 5WX5Y R 2.2975 USD 05/02/2019 GS -0.02%
SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS -0.02%
SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS -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 2.725 USD 11/08/2029 GS -0.02%
SWPTN LIABILITY 12YX10Y P 3.005 USD 11/16/2029 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 1MX5Y R 2.19625 USD 04/29/2019 CI -0.02%
SWPTN LIABILITY 5WX5Y P 2.3975 USD 05/02/2019 GS -0.02%
SWPTN LIABILITY 5WX5Y R 2.1975 USD 05/02/2019 GS -0.02%
SWPTN LIABILITY 7YX25Y P 2.689 USD 11/12/2024 CI -0.02%
SWPTN LIABILITY 7YX25Y P 2.902 USD 11/08/2024 JP -0.02%
SWPTN LIABILITY 7YX25Y R 2.505 USD 11/13/2024 MS -0.02%
SWPTN LIABILITY 7YX25Y R 2.689 USD 11/12/2024 CI -0.02%
1.104 R ISWP FWD EUR006M P 03/21/2029 -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-.7 2047-01-17 300.0 01/17/2047 CS -0.03%
CPTFEMU R 1.4275 P 08/15/27 -0.03%
CPTFEMU R 1.4475 P 09/15/27 -0.03%
SWPTN 1YX1Y R 2.58 USD 08/28/2019 MS -0.03%
SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS -0.03%
SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS -0.03%
SWPTN LIABILITY 12YX10Y P 2.5 USD 11/09/2029 JP -0.03%
SWPTN LIABILITY 5YX30Y P 3.27 USD 10/17/2023 MS -0.03%
SWPTN LIABILITY 5YX30Y R 3.27 USD 10/17/2023 MS -0.03%
SWPTN LIABILITY 7YX25Y P 2.505 USD 11/13/2024 MS -0.03%
SWPTN LIABILITY 7YX25Y R 2.902 USD 11/08/2024 JP -0.03%
0.21 R ISWP EURIBOR6MD P 05/04/2022 -0.04%
1.61375 R ISWP FWD EUR006M P 10/27/2027 -0.04%
1.815 R ISWP FWD EUR006M P 02/27/2028 -0.04%
2.40 R ISWP FWD US0003M P 06/19/2024 -0.04%
2.77 R ISWP US0003M P 01/22/2021 -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.04%
CPTFEMU R 1.4375 P 09/15/23 -0.04%
CPTFEMU R 1.4413 P 09/15/23 -0.04%
CPTFEMU R 1.4425 P 09/15/23 -0.04%
CPTFEMU R 1.4438 P 09/15/23 -0.04%
SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS -0.04%
SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS -0.04%
SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS -0.04%
SWPTN 1YX2Y R 0.115 EUR 08/28/2019 GS -0.04%
SWPTN 5YX30Y P 3.215 USD 11/27/2023 GS -0.04%
SWPTN LIABILITY 10YX20Y P 1.921 EUR 10/18/2028 JP -0.04%
SWPTN LIABILITY 10YX20Y R 1.921 EUR 10/18/2028 JP -0.04%
SWPTN LIABILITY 6MX30Y P 1.28 EUR 08/07/2019 JP -0.04%
2.00 R ISWP FWD NFIX3MID P 06/19/2024 -0.05%
CDX CDX.NA.HY.32 500.0 06/20/2024 -0.05%
CPTFEMU R 1.4 P 07/15/27 -0.05%
SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS -0.05%
SWPTN 13WX10Y R 0.5 EUR 05/07/2019 MS -0.05%
SWPTN 1YX1Y R 2.8 USD 08/28/2019 MS -0.05%
SWPTN 3YX2Y P 2.486 USD 01/31/2022 JP -0.05%
SWPTN 3YX2Y P 2.56 USD 02/07/2022 JP -0.05%
SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP -0.05%
SWPTN LIABILITY 7YX5Y P 2.647 USD 06/03/2024 BA -0.05%
SWPTN LIABILITY 7YX5Y P 2.654 USD 06/03/2024 CI -0.05%
SWPTN LIABILITY 7YX5Y R 2.647 USD 06/03/2024 BA -0.05%
SWPTN LIABILITY 7YX5Y R 2.654 USD 06/03/2024 CI -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.06%
SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP -0.07%
SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP -0.07%
SWPTN 5YX24Y R 3.0 USD 04/04/2024 MS -0.07%
SWPTN 5YX24Y R 3.0 USD 04/12/2024 MS -0.07%
SWPTN 6YX24Y R 3.0 USD 01/31/2025 MS -0.07%
SWPTN LIABILITY 10YX30Y P 1.72 EUR 11/27/2028 UB -0.07%
SWPTN LIABILITY 10YX30Y R 1.72 EUR 11/27/2028 UB -0.07%
1.90 R ISWP FWD AUDBB6M P 06/19/2024 -0.08%
SWPTN 3YX2Y R 2.486 USD 01/31/2022 JP -0.09%
SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP -0.09%
SWPTN 3YX2Y R 2.56 USD 02/07/2022 JP -0.10%
SWPTN 5YX30Y R 3.215 USD 11/27/2023 GS -0.12%
SWPTN LIABILITY 5YX30Y P 2.8325 USD 02/15/2022 JP -0.12%
SWPTN LIABILITY 5YX30Y R 2.8325 USD 02/15/2022 JP -0.12%
3.065 R ISWP FWD US0003M P 01/03/2029 -0.17%
SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP -0.21%
2.55 R ISWP FWD US0003M P 06/19/2021 -0.26%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.26%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.31%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.37%
2.50 R ISWP FWD US0003M P 06/19/2024 -0.47%
FNMA FN30 TBA 04.5000 04/01/2049 -1.12%

Prior top 10 holdings

Top 10 holdings as of 04/30/19
Net cash
Umbs Fn30 Tba 03.5000 06/01/2049
Umbs Fn30 Tba 04.0000 06/01/2049
Gnma Gii30 Tba 04.5000 05/01/2049
Fnma Fn30 Tba 03.0000 05/01/2049
Fhr 3835 Fo Po 00.0000 04/15/2041
Spst 2018-5 A 03.1809 09/24/2019
Apple 02.0000 05/06/2020
Cwalt 2005-59 1a1 02.8109 11/20/2035
Msbam 2013-C10 E P/P 144a 04.2186 07/15/2046
Holdings represent 43.66% of portfolio
Top 10 holdings as of 03/31/19
Net cash
Fnma Fn30 Tba 04.0000 04/01/2049
Fnma Fn30 Tba 03.5000 04/01/2049
Gnma Gii30 Tba 04.5000 04/01/2049
Fnma Fn30 Tba 03.0000 05/01/2049
Fhr 3835 Fo Po 00.0000 04/15/2041
Fnma Fn30 Tba 03.5000 05/01/2049
Spst 2018-5 A 03.1811 09/24/2019
Apple 02.0000 05/06/2020
Cwalt 2005-59 1a1 02.8178 11/20/2035
Holdings represent 44.48% of portfolio
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

Fixed income statistics as of 04/30/19

Average effective maturity 5.39 yrs.
Average effective duration 0.99 yrs.
Average price $83.79

Sector weightings as of 04/30/19

  Cash investments Non-cash investments Total portfolio
  Weight Spread duration Weight Spread duration Weight Spread duration
Agency pass-through 0.03% 0.00 26.54% 1.30 26.57% 1.30
Commercial MBS 14.53% 0.43 8.23% 0.22 22.76% 0.65
Agency CMO 17.99% 0.64 0.33% 0.01 18.32% 0.65
Investment-grade corporate bonds 14.62% 0.32 0.00% 0.00 14.62% 0.32
High-yield corporate bonds 13.50% 0.42 -0.62% -0.03 12.88% 0.39
Residential MBS (non-agency) 6.65% 0.32 0.00% 0.00 6.65% 0.32
Bank loans 5.95% 0.25 0.00% 0.00 5.95% 0.25
Emerging-market bonds 3.40% 0.20 0.00% 0.00 3.40% 0.20
Asset-backed securities (ABS) 3.06% 0.03 0.00% 0.00 3.06% 0.03
International Treasury/agency 2.23% 0.16 0.00% -0.06 2.23% 0.10
Convertible securities 0.95% 0.02 0.00% 0.00 0.95% 0.02
Interest rate swaps 0.00% 0.00 0.00% -1.19 0.00% -1.19
U.S. Treasury/agency 0.00% 0.00 0.00% 0.10 0.00% 0.10
Net cash 17.09% 0.00 0.00% 0.00 17.09% 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 04/30/19

0 - 1 yr. -0.79%
1 - 5 yrs. 42.45%
5 - 10 yrs. 56.37%
10 - 15 yrs. 0.95%
Over 15 yrs. 1.02%

Quality rating as of 04/30/19

AAA 44.67%
AA 10.64%
A 7.70%
BBB 13.95%
BB 20.66%
B 4.73%
CCC and Below 2.95%
Not Rated -5.30%

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

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

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

Country allocation as of 04/30/19

United States 89.70%
Greece 2.23%
Canada 1.08%
Australia 0.89%
Mexico 0.86%
United Kingdom 0.76%
Brazil 0.59%
France 0.54%
Indonesia 0.48%
 
Other
2.87%
Uruguay 0.37%
Netherlands 0.36%
Switzerland 0.35%
Sweden 0.33%
Russia 0.30%
Argentina 0.29%
Ireland 0.23%
Luxembourg 0.22%
Peru 0.16%
Ivory Coast 0.12%
Israel 0.10%
Senegal 0.10%
Venezuela 0.06%
Norway 0.05%
Czech Republic -0.01%
New Zealand -0.01%
Japan -0.05%
European Community -0.10%

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

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