Always Diligent. Always Active.

Global Income Trust (Class Y)  (PGGYX)

Seeking attractive bond investments across world markets since 1987

Global Income Trust received an  Overall Morningstar Rating  of  

Highlights

Objective

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

Strategy and process

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

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $11.89
-0.08% | $-0.01
$12.21
04/17/18
$11.42
11/27/18
Historical fund price

Consistency of positive performance over five years

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

Performance shown 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 click on the performance tab.

14.16%

Best 5-year annualized return

(for period ending 09/30/92)


0.22%

Worst 5-year annualized return

(for period ending 12/31/01)


5.99%

Average 5-year annualized return


Fund facts as of 01/31/19

Total net assets
$224.62M
Turnover (fiscal year end)
451%
Dividend frequency (view rate)
Monthly
Number of holdings
1032
Fiscal year-end
October
CUSIP / Fund code
74677Q604 / 1820
Inception date
10/04/05
Category
Taxable Income
Open to new investors
Ticker
PGGYX

Management team

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


Manager commentary | Q4 2018

Focusing on liquidity in late-cycle investing

Bill Kohli, Chief Investment Officer, Fixed Income, explains why he is taking a conservative position in fixed income strategies.


Literature


How the Japan election may influence global interest rates
The Japan election could have consequences for the future leadership of the Bank of Japan and the country's impact on global interest rate trends.
Rising receipts may recast federal budget debate

Why Brazil's crisis creates new concerns
The revelations of May 17 may pose a threat to President Temer's administration, and therefore a threat to Brazil's short- and medium-term economic outlook.

Performance

  • 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 -2.12% 2.55% 1.51% 6.51%
After sales charge N/A N/A N/A N/A
Bloomberg Barclays Global Aggregate Index -1.20%2.70%1.08%2.49%

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 -0.40% -
YTD as of 03/22/19 3.44% -

Yield

Distribution rate before sales charge
as of 03/22/19
2.32%
Distribution rate after sales charge
as of 03/22/19
2.32%
30-day SEC yield with subsidy
as of 02/28/19
2.41%
30-day SEC yield without subsidy
as of 02/28/19
2.40%

Risk-adjusted performance as of 01/31/19

Sharpe ratio (3 yrs.) 0.65
Information ratio (3 yrs.) 0.33

Volatility as of 01/31/19

Standard deviation (3 yrs.) 4.26%
Beta 0.73
R-squared 0.72

Lipper rankings as of 01/31/19

Time period Rank/Funds in category Percentile ranking
1 yr. 105/197 54%
3 yrs. 60/172 35%
5 yrs. 63/159 40%
10 yrs. 5/89 6%
Lipper category: Global Income Funds

Morningstar Ratings as of 01/31/19

Time period Funds in category Morningstar Rating
Overall 255
3 yrs. 255
5 yrs. 239
10 yrs. 139
Morningstar category: World Bond

Distributions

Record/Ex dividend date 02/22/19
Payable date 02/28/19
Income $0.023
Extra income --
Short-term cap. gain --
Long-term cap. gain --

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

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

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


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Holdings

Top 10 holdings as of 01/31/19

Japan (10 Year Issue) 01.0000 09/20/2021 3.64%
Japan (10 Year Issue) 00.8000 09/20/2023 2.79%
Japan (30 Year Issue) 02.3000 03/20/2040 2.28%
Fnma Fn30 Tba 04.0000 02/01/2049 2.28%
Japan (20 Year Issue) 02.3000 06/20/2027 1.82%
Buoni Poliennali Del P/P Regs 04.7500 08/01/2023 1.82%
European Investment Bank Gbp 05.6250 06/07/2032 1.65%
Buoni Poliennali Del Tes 06.5000 11/01/2027 1.39%
Gnma Gii30 Tba 04.5000 02/01/2049 1.39%
Japan (20 Year Issue) 02.2000 03/20/2031 1.37%
Top 10 holdings, percent of portfolio 20.43%

Full portfolio holdings as of 12/31/18

JAPAN (10 YEAR ISSUE) 01.0000 09/20/2021 3.65%
JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 2.79%
FNMA FN30 TBA 04.0000 01/01/2049 2.29%
JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 2.26%
JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 1.83%
BUONI POLIENNALI DEL P/P REGS 04.7500 08/01/2023 1.81%
FNMA FN30 TBA 02.5000 01/01/2049 1.70%
EUROPEAN INVESTMENT BANK GBP 05.6250 06/07/2032 1.60%
GNMA GII30 TBA 04.5000 01/01/2049 1.40%
BUONI POLIENNALI DEL TES 06.5000 11/01/2027 1.38%
JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 1.37%
UK TSY 4 2060 REGS 04.0000 01/22/2060 1.28%
JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 1.25%
JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 1.10%
GNMA GII30 TBA 04.0000 01/01/2049 0.92%
GNMA GII30 TBA 03.0000 01/01/2049 0.89%
FRANCE (GOVT OF) REGS 02.7500 10/25/2027 0.88%
BUONI POLIENNALI DEL TES 00.0500 10/15/2019 0.82%
FRANCE (GOVT OF) REGS 00.5000 05/25/2025 0.78%
FRANCE (GOVT OF) REGS 03.2500 10/25/2021 0.78%
DBUBS 2011-LC3A D P/P 144A 05.3379 08/10/2044 0.75%
JAPAN (10 YEAR ISSUE) 00.1000 03/20/2027 0.72%
FRANCE (GOVT OF) REGS 04.5000 04/25/2041 0.70%
CAS 2015-C04 2M2 08.0563 04/25/2028 0.62%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.60%
ONTARIO (PROVINCE OF) 04.0000 06/02/2021 0.58%
SPST 2018-1 A 03.2151 04/24/2019 0.57%
BUONI POLIENNALI DEL TES 02.5000 12/01/2024 0.56%
UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 0.56%
JPMCC 2012-C8 D P/P 144A 04.6524 10/15/2045 0.55%
MWST 2018-W1 A 03.1314 11/25/2051 0.54%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.54%
JPMCC 2012-C6 E P/P 144A 05.1401 05/15/2045 0.53%
BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 0.51%
SAIL 2004-10 A10 03.4063 11/25/2034 0.50%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.49%
CFCRE 2011-C2 E P/P 144A 05.7556 12/15/2047 0.46%
GNMA GII30 TBA 03.5000 01/01/2049 0.45%
SPST 2018-3 A 03.0151 07/24/2019 0.45%
STACR 2016-DNA3 M3 07.5063 12/25/2028 0.43%
SALESFORCE.COM INC 03.7000 04/11/2028 0.42%
WAMU 2005-AR13 A1C3 02.9963 10/25/2045 0.42%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.41%
SWEDISH GOVERNMENT 03.5000 06/01/2022 0.41%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.39%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.37%
SPST 2018-5 A 03.0151 09/24/2019 0.37%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.37%
AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 0.36%
CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 0.36%
CSMC 2016-NXSR C 04.3617 12/15/2049 0.36%
ELANCO ANIMAL HEALTH P/P 144A 04.9000 08/28/2028 0.36%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.36%
CSAIL 2015-C1 C 04.2957 04/15/2050 0.35%
CVS HEALTH CORP 04.7800 03/25/2038 0.35%
KEURIG DR PEPPER INC P/P 144A 04.5970 05/25/2028 0.35%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.35%
REPUBLIC OF SOUTH AFRICA 07.7500 02/28/2023 0.35%
BP CAP MARKETS AMERICA 03.9370 09/21/2028 0.34%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.34%
EMIR 2018-1 M1 04.0066 11/25/2028 0.34%
MASS MUTUAL LIFE P/P 144A 08.8750 06/01/2039 0.34%
BELGIUM KINGDOM P/P REGS 01.0000 06/22/2026 0.33%
BONOS Y OBLIG DEL ES P/P REGS 04.0000 04/30/2020 0.33%
BPCE SA P/P 144A 04.5000 03/15/2025 0.33%
CITIGROUP INC 04.4500 09/29/2027 0.33%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.33%
BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 0.32%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.32%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.32%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.32%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.32%
ENERGY TRANSFER LP 05.8750 01/15/2024 0.31%
FISERV INC 04.2000 10/01/2028 0.31%
WAMU 2005-AR12 1A8 04.0381 10/25/2035 0.31%
AIR LEASE CORP 04.6250 10/01/2028 0.30%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.30%
MEX BONOS DESARR FIX RT 10.0000 12/05/2024 0.30%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.30%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.30%
BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 0.29%
CAS 2016-C03 1M2 07.8063 10/25/2028 0.29%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.29%
EUROPEAN INVESTMENT BANK 04.1250 04/15/2024 0.29%
GSMS 2010-C1 D P/P 144A 06.0511 08/10/2043 0.29%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.29%
MALAYSIA GOVERNMENT 03.8990 11/16/2027 0.29%
ONTARIO (PROVINCE OF) 03.1500 06/02/2022 0.29%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.29%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.29%
ARGENTINE REPUBLIC USD 06.8750 01/26/2027 0.28%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.28%
NETHERLANDS GOV P/P REGS 00.5000 07/15/2026 0.28%
NETHERLANDS GOVT P/P REGS 02.2500 07/15/2022 0.28%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.27%
LEAR CORP 03.8000 09/15/2027 0.27%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.27%
OBRIGACOES DO TESO P/P REGS 02.8750 07/21/2026 0.27%
ONTARIO (PROVINCE OF) 06.5000 03/08/2029 0.27%
SPANISH GOV'T P/P REGS 05.1500 10/31/2044 0.27%
SWITZERLAND REGS 02.0000 05/25/2022 0.27%
SWITZERLAND REGS 04.0000 04/08/2028 0.27%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.26%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.26%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.26%
MSBAM 2014-C17 C 04.4567 08/15/2047 0.26%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.26%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.26%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.26%
AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 0.25%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.25%
POLAND GOVERNMENT BOND PLN 02.5000 01/25/2023 0.25%
REPUBLIC OF AUSTRIA P/P REGS 00.5000 04/20/2027 0.25%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.25%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.25%
TEXAS-NEW MEXICO PR P/P 144A 09.5000 04/01/2019 0.25%
WEC ENERGY GROUP INC 04.7286 05/15/2067 0.25%
BMIR 2018-2A M1B P/P 144A 03.8563 08/25/2028 0.24%
CWALT 2006-OA7 1A2 03.0974 06/25/2046 0.24%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.24%
LNSTR 2015-3 C P/P 144A 03.1284 04/20/2048 0.24%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.24%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.24%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.24%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.23%
GNR 2016-H23 NI IO 02.4639 10/20/2066 0.23%
GSMS 2013-GC10 E P/P 144A 04.3971 02/10/2046 0.23%
OSHKOSH CORP 04.6000 05/15/2028 0.23%
SWPTN 5WX10Y R 3.0375 USD 01/03/2019 GS 0.23%
WAMU 2005-AR9 A1C3 03.4663 07/25/2045 0.23%
ARC PROP OPER PART L 04.6000 02/06/2024 0.22%
BELGIUM KINGDOM P/P REGS 04.2500 09/28/2022 0.22%
BMIR 2017-1 M1 P/P 144A 04.2063 10/25/2027 0.22%
COMM 2014-CR17 C 04.7375 05/10/2047 0.22%
FEDERATIVE REP OF BRAZIL USD 05.0000 01/27/2045 0.22%
GNMA GII30 BD1731 03.5000 01/20/2048 0.22%
GNR 2015-H09 AI IO 01.3420 04/20/2065 0.22%
IRISH TSY 5 2020 05.0000 10/18/2020 0.22%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.22%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.22%
ZOETIS INC 03.9000 08/20/2028 0.22%
AMAZON.COM INC 04.0500 08/22/2047 0.21%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.21%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.21%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.21%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.21%
GNMA 10000 BE3158 03.5000 11/20/2047 0.21%
GNR 2016-47 CI IO 04.0000 09/20/2045 0.21%
GNR 2017-H04 BI IO 02.3873 02/20/2067 0.21%
GSMS 2013-GC10 XA IO 01.5182 02/10/2046 0.21%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.21%
WAMU 2005-AR2 2A1B 02.8763 01/25/2045 0.21%
AT&T INC 04.1000 02/15/2028 0.20%
CANADIAN GOVERNMENT 03.5000 12/01/2045 0.20%
COMM 2015-LC21 XA IO 00.7751 07/10/2048 0.20%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.20%
CWALT 2006-OA10 4A1 02.6963 08/25/2046 0.20%
FHR 4165 TI IO 03.0000 12/15/2042 0.20%
FNR 2015-28 IO IO 05.5000 05/25/2045 0.20%
GNR 2017-H02 BI IO 02.5040 01/20/2067 0.20%
JPMBB 2013-C12 XA IO 00.5161 07/15/2045 0.20%
WFRBS 2011-C2 D P/P 144A 05.6515 02/15/2044 0.20%
WFRBS 2011-C5 E P/P 144A 05.6723 11/15/2044 0.20%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.19%
CMLTI 2005-2 1A2A 04.5375 05/25/2035 0.19%
EQT CORP 03.9000 10/01/2027 0.19%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.19%
GNR 2012-91 IN IO 04.5000 05/20/2042 0.19%
JPMBB 2014-C22 XA IO 00.8776 09/15/2047 0.19%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.19%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.19%
STACR 2014-HQ3 M3 07.2563 10/25/2024 0.19%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.19%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.19%
AUSTRALIAN GOVERNMENT REGS 01.7500 11/21/2020 0.18%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.18%
BSCMS 2006-PW11 B P/P 144A 05.2698 03/11/2039 0.18%
COMM 2014-CR18 C 04.7313 07/15/2047 0.18%
COMM 2014-UBS6 XA IO 00.9541 12/10/2047 0.18%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.18%
GNMA 10000 BC8223 03.5000 11/20/2047 0.18%
GNMA GII30 BD1729 03.5000 01/20/2048 0.18%
GNR 2015-H03 DI IO 01.3029 01/20/2065 0.18%
GNR 2016-H16 EI IO 02.2090 06/20/2066 0.18%
GNR 2017-H11 NI IO 02.0968 05/20/2067 0.18%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.18%
NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 0.18%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.18%
WFCM 2016-BNK1 AS 02.8140 08/15/2049 0.18%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.17%
AON PLC USD 04.2500 12/12/2042 0.17%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.17%
CAS 2016-C02 1M2 08.5063 09/25/2028 0.17%
CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 0.17%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.17%
EOG RESOURCES INC 04.1500 01/15/2026 0.17%
GNR 2016-83 PI IO 03.5000 06/20/2045 0.17%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.17%
IRISH TSY 5.4 2025 05.4000 03/13/2025 0.17%
SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP 0.17%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.17%
COMM 2012-CR2 AM 03.7910 08/15/2045 0.16%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.16%
GNR 2015-80 IA IO 04.5000 06/20/2045 0.16%
JPMCC 2013-C16 XA IO 00.9468 12/15/2046 0.16%
SAMI 2007-AR7 1A1 03.3563 05/25/2047 0.16%
WELLS FARGO BANK NA 06.6000 01/15/2038 0.16%
WFCM 2013-LC12 C 04.2866 07/15/2046 0.16%
WFRBS 2013-C14 XA IO 00.7401 06/15/2046 0.16%
BGC PARTNERS INC 05.1250 05/27/2021 0.15%
CAS 2015-C01 1M2 06.8063 02/25/2025 0.15%
FNR 2012-116 SA IO 04.6938 10/25/2042 0.15%
GNR 2016-H07 HI IO 01.1863 02/20/2066 0.15%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.15%
MARM 2004-13 3A7 04.4378 11/21/2034 0.15%
OPTN FN30 3.0 01/07/19 CALL 95.8125 JPMC 0.15%
SPST 2017-LD1 A 03.3063 11/25/2050 0.15%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.14%
CROWN CASTLE INTL CORP 04.7500 05/15/2047 0.14%
CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 0.14%
FHR 4369 IA IO 03.5000 07/15/2044 0.14%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.14%
JPMBB 2014-C22 C 04.5579 09/15/2047 0.14%
KINGDOM OF DENMARK 01.7500 11/15/2025 0.14%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.14%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.14%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.14%
CANADIAN GOVERNMENT 01.5000 03/01/2020 0.13%
CAS 2015-C04 1M2 08.2063 04/25/2028 0.13%
CBS CORP 02.9000 01/15/2027 0.13%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.13%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.13%
FRANCE (GOVT OF) REGS 04.0000 04/25/2055 0.13%
GNR 2014-H12 BI IO 01.5527 05/20/2064 0.13%
GNR 2016-19 PI IO 04.0000 02/20/2046 0.13%
GNR 2016-75 LI IO 06.0000 01/20/2040 0.13%
GNR 2016-H13 EI IO 01.5874 04/20/2066 0.13%
HCA INC 05.5000 06/15/2047 0.13%
HMIR 2018-1 M1 04.1063 10/25/2028 0.13%
IVORY COAST REGS 05.3750 07/23/2024 0.13%
IVORY COAST REGS 06.1250 06/15/2033 0.13%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.13%
MSBAM 2012-C6 D P/P 144A 04.6104 11/15/2045 0.13%
NEW ZEALAND GOVERNMENT REGS 05.5000 04/15/2023 0.13%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.13%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.13%
WAMU 2005-AR1 A1B 03.2863 01/25/2045 0.13%
WESTROCK MWV LLC 08.2000 01/15/2030 0.13%
AES CORP/THE 05.1250 09/01/2027 0.12%
CIT GROUP INC. 05.2500 03/07/2025 0.12%
CVS HEALTH CORP 05.0500 03/25/2048 0.12%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.12%
GNR 2013-5 BI IO 03.5000 01/20/2043 0.12%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.12%
GNR 2014-25 QI IO 05.0000 01/20/2044 0.12%
GNR 2017-H19 MI IO 02.0383 04/20/2067 0.12%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.12%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.12%
METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 0.12%
MICROSOFT CORP 03.7000 08/08/2046 0.12%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.12%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.12%
OPTN FN30 3.5 01/07/19 CALL 98.453125 JPMC 0.12%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.12%
REPUBLIC OF AUSTRIA P/P REGS 03.6500 04/20/2022 0.12%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.12%
SWPTN 6WX10Y R 2.88 USD 01/22/2019 JP 0.12%
TARGA RESOURCES PART 05.0000 01/15/2028 0.12%
UBSCM 2017-C7 XA IO 01.0704 12/15/2050 0.12%
WFRBS 2011-C4 E P/P 144A 05.2310 06/15/2044 0.12%
WFRBS 2012-C10 D P/P 144A 04.4417 12/15/2045 0.12%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.11%
AMGEN INC 04.6630 06/15/2051 0.11%
CAS 2015-C02 1M2 06.5063 05/25/2025 0.11%
COMM 2014-UBS6 C 04.4651 12/10/2047 0.11%
FNR 2012-103 LS IO 03.4938 09/25/2042 0.11%
GNR 2012-136 BI IO 03.5000 11/20/2042 0.11%
GNR 2014-H21 AI IO 01.8591 10/20/2064 0.11%
GNR 2015-40 IO IO 04.0000 03/20/2045 0.11%
GNR 2015-H26 DI IO 02.1184 10/20/2065 0.11%
GNR 2015-H26 EI IO 01.7202 10/20/2065 0.11%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.11%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.11%
JPMCC 2012-LC9 D P/P 144A 04.3698 12/15/2047 0.11%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.11%
SAMI 2007-AR1 2A1 02.6863 01/25/2037 0.11%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.11%
SWPTN 5WX10Y R 2.88 USD 01/14/2019 CI 0.11%
VMWARE INC 03.9000 08/21/2027 0.11%
WAMU 2005-AR10 1A3 04.1262 09/25/2035 0.11%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.10%
BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 0.10%
BPCE SA P/P 144A 05.1500 07/21/2024 0.10%
BUMT 2005-1 1A1 02.8063 09/25/2045 0.10%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.10%
CWALT 2006-OA10 1A1 03.1174 08/25/2046 0.10%
FHR 4141 PI IO 03.0000 12/15/2042 0.10%
FHR 4355 DI IO 04.0000 03/15/2044 0.10%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.10%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.10%
GNR 2015-H25 AI IO 01.5994 09/20/2065 0.10%
GNR 2016-H20 NI IO 02.2637 09/20/2066 0.10%
GNR 2017-57 AI IO 04.0000 06/20/2045 0.10%
NORWEGIAN GOVERNMENT P/P REGS 03.0000 03/14/2024 0.10%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.10%
QVC INC 04.8500 04/01/2024 0.10%
RAMC 2003-4 A1 03.0263 03/25/2034 0.10%
REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 0.10%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.10%
REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 0.10%
WFMBS 2006-AR5 1A1 04.2145 04/25/2036 0.10%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.09%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.09%
CBRE SERVICES INC 04.8750 03/01/2026 0.09%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.09%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 0.09%
EMERA US FINANCE LP 03.5500 06/15/2026 0.09%
FNR 2017-113 IO IO 05.0000 01/25/2038 0.09%
GNMA 10000 BD1730 03.5000 01/20/2048 0.09%
GNR 2016-77 SL IO 03.6799 03/20/2043 0.09%
GNR 2016-H01 AI IO 01.6953 01/20/2066 0.09%
GNR 2016-H25 GI IO 01.4936 11/20/2066 0.09%
JPMBB 2015-C33 XA IO 00.9962 12/15/2048 0.09%
JPMCC 2013-LC11 X IO 01.2710 04/15/2046 0.09%
MLMI 2005-A2 A2 03.6773 02/25/2035 0.09%
NRZT 2018-4A A1M 03.4063 01/25/2048 0.09%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.09%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.09%
SWITZERLAND REGS 01.5000 04/30/2042 0.09%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.09%
SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP 0.09%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.09%
WAMU 2005-AR19 A1B3 02.8563 12/25/2045 0.09%
WBCMT 2005-C21 D 05.2264 10/15/2044 0.09%
WEYERHAEUSER CO 07.3750 03/15/2032 0.09%
WFMBS 2006-AR2 1A1 04.5952 03/25/2036 0.09%
WFRBS 2012-C10 XA IO P/P 144A 01.5649 12/15/2045 0.09%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.09%
2.90 R ISWP FWD US0003M P 03/20/2029 0.08%
CAS 2016-C03 2M2 08.4063 10/25/2028 0.08%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.08%
ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 0.08%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.08%
FNR 2013-55 PI IO 03.0000 05/25/2042 0.08%
FNR 2014-28 AI IO 03.0000 03/25/2040 0.08%
GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 0.08%
GNR 2018-21 IN IO 05.0000 02/20/2048 0.08%
IBERDROLA INTL BV USD 06.7500 07/15/2036 0.08%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.08%
MSC 2011-C3 D P/P 144A 05.1539 07/15/2049 0.08%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.08%
REP OF SRI LANKA P/P 144A 06.8500 11/03/2025 0.08%
STACR 2015-DNA2 M2 05.1063 12/25/2027 0.08%
STACR 2015-HQ2 M2 04.4563 05/25/2025 0.08%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.08%
SWPTN 3MX1Y R 3.2775 USD 01/03/2019 GS 0.08%
SWPTN 5WX10Y R 2.92 USD 01/11/2019 BC 0.08%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.08%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS 0.08%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS 0.08%
TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 0.08%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.08%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.07%
AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 0.07%
CARR 2006-NC2 A4 02.7463 06/25/2036 0.07%
CBRE SERVICES INC 05.2500 03/15/2025 0.07%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.07%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.07%
ENBRIDGE INC USD 04.2500 12/01/2026 0.07%
FHR 4076 MS IO 04.2449 07/15/2040 0.07%
FHR 4206 IP IO 03.0000 12/15/2041 0.07%
GNR 2010-171 SB IO 03.9949 12/16/2040 0.07%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.07%
GNR 2014-76 IO IO 05.0000 05/20/2044 0.07%
GSMS 2012-GC6 D P/P 144A 05.6517 01/10/2045 0.07%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.07%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.07%
KINGDOM OF DENMARK 04.5000 11/15/2039 0.07%
LIBERTY MUTUAL GROUP P/P 144A 05.6932 03/15/2037 0.07%
MSRR 2015-R4 CB1 03.1408 08/26/2047 0.07%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.07%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.07%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.07%
SWPTN 10YX30Y R 1.72 EUR 11/27/2028 UB 0.07%
SWPTN 1YX1Y R 3.02 USD 08/28/2019 MS 0.07%
SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP 0.07%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.07%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.07%
WFCM 2016-LC25 XA IO 01.0173 12/15/2059 0.07%
0.90 R ISWP FWD EUR006M P 03/20/2029 0.06%
1.001 R ISWP FWD EUR006M P 12/19/2028 0.06%
CAS 2015-C03 2M2 07.5063 07/25/2025 0.06%
COMCAST CORP 03.9990 11/01/2049 0.06%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.06%
DOW CHEMICAL CO/THE P/P 144A 04.8000 11/30/2028 0.06%
FHR 4193 PI IO 04.0000 03/15/2043 0.06%
FNR 2012-124 JI IO 03.5000 11/25/2042 0.06%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.06%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.06%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.06%
HELLENIC REPUBLIC REGS 03.0000 02/24/2024 0.06%
L3 TECHNOLOGIES INC 04.4000 06/15/2028 0.06%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.06%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.06%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.06%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.06%
SERVICE CORP INTL 04.6250 12/15/2027 0.06%
SW AIRLINES 07-1 TRUST 06.1500 08/01/2022 0.06%
SWPTN 10YX30Y P 1.72 EUR 11/27/2028 UB 0.06%
SWPTN 5WX10Y R 2.855 USD 01/11/2019 BC 0.06%
UBSBB 2012-C4 XA IO P/P 144A 01.6397 12/10/2045 0.06%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.06%
3.073 R ISWP FWD US0003M P 03/04/2029 0.05%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.05%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.05%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.05%
FNR 2013-55 KI IO 03.0000 04/25/2043 0.05%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.05%
GNR 2014-102 IG IO 03.5000 03/16/2041 0.05%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.05%
HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 0.05%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.05%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 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 10YX20Y R 1.921 EUR 10/18/2028 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 5YX30Y R 3.27 USD 10/17/2023 MS 0.05%
SWPTN 7YX5Y P 2.647 USD 06/03/2024 BA 0.05%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI 0.05%
WARNER MEDIA LLC 02.9500 07/15/2026 0.05%
1.55 R ISWP FWD GBL6M P 03/20/2029 0.04%
3.312 R ISWP US0003M P 11/08/2048 0.04%
AIR LEASE CORP 03.6250 04/01/2027 0.04%
CITIGROUP INC 03.6680 07/24/2028 0.04%
CPTFEMU P 1.71 R 07/15/37 0.04%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.04%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.04%
GNR 2013-24 PI IO 04.0000 11/20/2042 0.04%
GNR 2015-124 DI IO 03.5000 01/20/2038 0.04%
GNR 2018-127 IB IO 04.5000 06/20/2045 0.04%
HCA INC 05.2500 06/15/2026 0.04%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031 0.04%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.04%
OPTN FN30 3.5 02/06/19 CALL 97.109375 JPMC 0.04%
OPTN FN30 3.5 02/06/19 CALL 97.265625 JPMC 0.04%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.04%
PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 0.04%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP 0.04%
SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP 0.04%
SWPTN 5WX10Y R 2.8525 USD 01/09/2019 UB 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%
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%
CAS 2016-C05 2M1 03.8563 01/25/2029 0.03%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.03%
COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 0.03%
COMCAST CORP 06.5000 11/15/2035 0.03%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.03%
GBP/USD CALL 1.34 20190613 BANKAM 0.03%
HCA INC 05.0000 03/15/2024 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.03%
OPTN FN30 3.5 02/06/19 CALL 97.421875 JPMC 0.03%
SWEDISH GOVERNMENT 03.5000 03/30/2039 0.03%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP 0.03%
SWPTN 3MX1Y R 2.99375 USD 01/03/2019 GS 0.03%
SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS 0.03%
WARNER MEDIA LLC 03.8000 02/15/2027 0.03%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.03%
WESTROCK MWV LLC 07.9500 02/15/2031 0.03%
0.378 R ISWP EUR006M P 01/24/2023 0.02%
0.401 R ISWP FWD EUR006M P 12/19/2023 0.02%
1.3775 R ISWP SES3M P 01/30/2028 0.02%
2.951 R ISWP FWD CDOR03 P 12/19/2048 0.02%
AUD/USD 01/16/2019 GSFX 0.02%
BSCMS 2006-PW11 C P/P 144A 05.2698 03/11/2039 0.02%
CAD/USD 01/16/2019 SSBT 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 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%
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%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.02%
FHR 3065 DC 12.4946 03/15/2035 0.02%
FHR 3072 SM 04.2533 11/15/2035 0.02%
FNR 2006-8 HP 15.3771 03/25/2036 0.02%
FNR 2007-53 SP 15.0104 06/25/2037 0.02%
FNR 2010-46 SB IO 03.9438 05/25/2040 0.02%
FRANCE (GOVT OF) REGS 03.2500 05/25/2045 0.02%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033 0.02%
JPY/USD 02/20/2019 CSI-FX 0.02%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.02%
MARATHON PETRO CORP 06.5000 03/01/2041 0.02%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.02%
ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 0.02%
OPTN FN30 4.0 01/07/19 CALL 100.84375 JPMC 0.02%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS 0.02%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP 0.02%
SWPTN 12YX10Y P 2.725 USD 11/08/2029 GS 0.02%
SWPTN 12YX10Y P 3.005 USD 11/16/2029 GS 0.02%
SWPTN 12YX10Y R 3.005 USD 11/16/2029 GS 0.02%
SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP 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 3MX5Y R 2.8625 USD 03/13/2019 CI 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 P 2.902 USD 11/08/2024 JP 0.02%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP 0.02%
USD/JPY PUT 108.00 20190128 CITI 0.02%
-0.101 R ISWP FWD EUR006M P 12/19/2020 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%
1.451 R ISWP FWD GBL6M P 12/19/2023 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%
2.651 R ISWP FWD CDOR03 P 12/19/2023 0.01%
2.751 R ISWP FWD CDOR03 P 12/19/2028 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%
AUD/USD 01/16/2019 UBS 0.01%
BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 0.01%
CAD/USD 01/16/2019 BANKAM 0.01%
CAD/USD 01/16/2019 WPAC 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 MS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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%
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%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.01%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.01%
EUR/NOK PUT 9.80 20190319 JPMCB 0.01%
EUR/USD 03/20/2019 JPMCB 0.01%
FHR 2990 LB 10.6706 06/15/2034 0.01%
FHR 3249 PS 14.1731 12/15/2036 0.01%
FHR 3408 EK 15.9139 04/15/2037 0.01%
FNR 2005-75 GS 12.7313 08/25/2035 0.01%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.01%
GNR 2013-90 HI IO 03.5000 04/20/2040 0.01%
JPY/USD 02/20/2019 BCAP-FX 0.01%
KRW/USD 02/20/2019 JPMCB 0.01%
LBUBS 2006-C6 XCL IO P/P 144A 00.6850 09/15/2039 0.01%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.01%
NZD/USD 01/16/2019 HSBCB 0.01%
OPTN FN30 3.5 02/06/19 CALL 98.40625 JPMC 0.01%
OPTN FN30 3.5 02/06/19 CALL 98.5625 JPMC 0.01%
OPTN FN30 3.5 02/06/19 CALL 98.71875 JPMC 0.01%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.01%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.01%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.01%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS 0.01%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP 0.01%
SWPTN 12YX10Y R 2.725 USD 11/08/2029 GS 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 3WX10Y R 2.8 USD 01/10/2019 MS 0.01%
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SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS 0.01%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI 0.01%
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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%
0.135 R ISWP JPL6M P 01/15/2023 0.00%
0.148 R ISWP JPL6M P 02/16/2023 0.00%
0.6625 R ISWP SES3M P 10/23/2023 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%
1.601 R ISWP FWD EUR006M P 12/19/2048 0.00%
1.96 R ISWP HKL3M P 04/27/2019 0.00%
1.965 R ISWP HKL3M P 04/24/2019 0.00%
2.07 R ISWP THFX6M P 11/16/2021 JP 0.00%
2.15 R ISWP FWD NOKOIB6M P 03/20/2029 0.00%
2.501 R ISWP FWD AUDBB6M P 12/19/2023 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%
2.901 R ISWP FWD AUDBB6M P 12/19/2028 0.00%
2.95 R ISWP FWD US0003M P 03/18/2049 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%
APPLE INC 03.4500 05/06/2024 0.00%
AUD/USD 01/16/2019 BCAP-FX 0.00%
AUD/USD 01/16/2019 SSBT 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 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
BAYC 2006-CD1A IO IO P/P 144A 00.0000 07/25/2023 0.00%
BAYC 2007-CD1A IO IO P/P 144A 00.0000 03/25/2021 0.00%
BRL/USD 04/02/2019 GSFX 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.3144 12/11/2038 0.00%
CAD/USD 01/16/2019 GSFX 0.00%
CAD/USD 01/16/2019 JPMCB 0.00%
CAD/USD 01/16/2019 UBS 0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.4954 10/15/2049 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 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 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 JP 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.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 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 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 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-.7 2047-01-17 300.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML 0.00%
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%
CROWN CASTLE INTL CORP 03.1500 07/15/2023 0.00%
CSFB 2003-C3 AX IO P/P 144A 02.0106 05/15/2038 0.00%
CSMC 2006-C4 AX IO P/P 144A 00.6920 09/15/2039 0.00%
CSMC 2007-C2 AX IO P/P 144A 00.0396 01/15/2049 0.00%
CZK/USD 03/20/2019 BANKAM 0.00%
DKK/USD 03/20/2019 CITI 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 RBSF 0.00%
EUR/USD 03/20/2019 UBS 0.00%
EUR/USD 03/20/2019 WPAC 0.00%
FHR 3300 PO PO 00.0000 02/15/2037 0.00%
FHR 3326 WF 00.0000 10/15/2035 0.00%
FHR 3707 PI IO 04.5000 07/15/2025 0.00%
FNR 2007-64 LO PO 00.0000 07/25/2037 0.00%
GBP/USD 03/20/2019 BANKAM 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%
GECMC 2007-C1 XC IO P/P 144A 00.0871 12/10/2049 0.00%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.00%
HKD/USD 02/20/2019 BCAP-FX 0.00%
HUF/USD 03/20/2019 SSBT 0.00%
ILS/USD 01/16/2019 SSBT 0.00%
INTERNATIONAL PAPER CO 08.7000 06/15/2038 0.00%
IOS.FN30.350.12 P USL1M R 01/12/43 BC 0.00%
IOS.FN30.350.12 P USL1M R 01/12/43 JP 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 GS 0.00%
IOS.FN30.350.13 P USL1M R 01/12/44 JP 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 CS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BA 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.GII30.500.10 P USL1M R 01/12/41 JP 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
JPMCC 07-CB20 X1 IO P/P 144A 00.0000 02/12/2051 0.00%
JPMCC 2006-CB17 X IO 00.6307 12/12/2043 0.00%
JPMCC 2006-LDP8 X IO 00.2854 05/15/2045 0.00%
JPMCC 2007-LDPX X IO 00.1422 01/15/2049 0.00%
JPY/USD 02/20/2019 BANKAM 0.00%
JPY/USD 02/20/2019 RBSF 0.00%
JPY/USD 02/20/2019 SSBT 0.00%
KINDER MORGAN INC 03.1500 01/15/2023 0.00%
KRW/USD 02/20/2019 CITI 0.00%
LBUBS 2007-C2 XCL IO P/P 144A 00.1821 02/15/2040 0.00%
LBUBS 2007-C2 XW IO 00.1821 02/15/2040 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.600.08 P USL1M R 01/12/39 BC 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 BC 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.00%
MEZZ 2007-C5 X IO P/P 144A 05.7871 12/15/2049 0.00%
MXN/USD 01/16/2019 HSBCB 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 JPMCB 0.00%
NZD/USD 01/16/2019 RBSF 0.00%
NZD/USD 01/16/2019 UBS 0.00%
NZD/USD 01/16/2019 WPAC 0.00%
OPTN FN30 3.0 01/07/19 PUT 95.8125 JPMC 0.00%
OPTN FN30 3.5 01/07/19 PUT 98.453125 JPMC 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%
OPTN FN30 4.0 01/07/19 PUT 100.84375 JPMC 0.00%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.00%
PLN/USD 03/20/2019 SSBT 0.00%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 0.00%
RUB/USD 03/20/2019 BANKAM 0.00%
RUB/USD 03/20/2019 JPMCB 0.00%
SEK/USD 03/20/2019 BCAP-FX 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%
SEK/USD 03/20/2019 UBS 0.00%
SGD/USD 02/20/2019 BCAP-FX 0.00%
SGD/USD 02/20/2019 JPMCB 0.00%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 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%
THB/USD 02/20/2019 CITI 0.00%
TWD/USD 02/20/2019 GSFX 0.00%
USD/CNH CALL 7.20 20190404 GSFX 0.00%
WBCMT 2007-C34 IO IO 00.1069 05/15/2046 0.00%
WILLIAMS COMPANIES INC 03.6000 03/15/2022 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%
0.6975 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%
1.651 R ISWP FWD GBL6M P 12/19/2028 -0.01%
1.67 R ISWP KRW3MCD P 12/09/2021 GS -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%
2.7805 R ISWP US0003M P 01/02/2029 -0.01%
AUD/USD 01/16/2019 BANKAM -0.01%
AUD/USD 01/16/2019 CITI -0.01%
AUD/USD 01/16/2019 JPMCB -0.01%
AUD/USD 01/16/2019 RBSF -0.01%
CAD/USD 01/16/2019 BCAP-FX -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 CS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP -0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP -0.01%
CMB CMBX.NA.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.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 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 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 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%
EUR/USD 03/20/2019 SSBT -0.01%
GBP/USD CALL 1.44 20190613 BANKAM -0.01%
JPY/USD 02/20/2019 CITI -0.01%
KRW/USD 02/20/2019 BANKAM -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%
NZD/USD 01/16/2019 SSBT -0.01%
OPTN FN30 3.5 02/06/19 CALL 98.7890625 JPMC -0.01%
OPTN FN30 3.5 02/06/19 CALL 98.9453125 JPMC -0.01%
OPTN FN30 3.5 02/06/19 CALL 99.1015625 JPMC -0.01%
OPTN FN30 3.5 02/06/19 CALL 99.171875 JPMC -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%
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%
AUD/USD 01/16/2019 CSI-FX -0.02%
AUD/USD 01/16/2019 HSBCB -0.02%
CAD/USD 01/16/2019 CITI -0.02%
CAD/USD 01/16/2019 CSI-FX -0.02%
CAD/USD 01/16/2019 HSBCB -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -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 JP -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 98.1796875 JPMC -0.02%
OPTN FN30 3.5 02/06/19 CALL 98.3359375 JPMC -0.02%
SWPTN 1MX1Y R 2.77 USD 01/17/2019 CI -0.02%
SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP -0.02%
ZAR/USD 01/16/2019 GSFX -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%
7.77 R ISWP MXIBTIIE P 06/26/2023 -0.03%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS -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 97.56640625 JPMC -0.03%
OPTN FN30 3.5 02/06/19 CALL 97.72265625 JPMC -0.03%
OPTN FN30 3.5 02/06/19 CALL 97.87890625 JPMC -0.03%
OPTN FN30 3.5 02/06/19 CALL 98.0234375 JPMC -0.03%
SWPTN 1YX1Y R 2.58 USD 08/28/2019 MS -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%
SWPTN 3MX2Y R 2.909 USD 03/13/2019 GS -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%
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%
JPY/USD 02/20/2019 GSFX -0.04%
JPY/USD 02/20/2019 JPMCB -0.04%
SWPTN 1YX1Y R 2.8 USD 08/28/2019 MS -0.04%
NZD/USD 01/16/2019 GSFX -0.05%
SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.06%
SWPTN 5WX10Y R 2.9725 USD 01/09/2019 UB -0.06%
SWPTN 5YX30Y P 3.215 USD 11/27/2023 GS -0.06%
3.1475 R ISWP US0003M P 11/20/2028 -0.07%
SWPTN 7YX23Y R 3.0 USD 04/04/2025 MS -0.07%
SWPTN 7YX23Y R 3.0 USD 04/14/2025 MS -0.07%
0.503 R ISWP FWD EUR006M P 03/21/2023 -0.08%
2.75 R ISWP FWD US0003M P 03/18/2021 -0.08%
SWPTN 5WX10Y R 2.945 USD 01/14/2019 CI -0.08%
SWPTN 6WX10Y R 2.945 USD 01/22/2019 JP -0.08%
3.065 R ISWP FWD US0003M P 01/03/2029 -0.09%
SWPTN 3MX2Y R 3.1325 USD 01/03/2019 GS -0.10%
SWPTN 5WX10Y R 2.985 USD 01/11/2019 BC -0.10%
SWPTN 5YX30Y R 3.215 USD 11/27/2023 GS -0.10%
SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP -0.11%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.13%
SWPTN 5WX10Y R 3.0975 USD 01/03/2019 GS -0.13%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.14%
SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP -0.17%
2.85 R ISWP FWD US0003M P 03/18/2029 -0.20%
2.80 R ISWP FWD US0003M P 03/18/2024 -0.21%
FNMA FN30 TBA 04.5000 01/01/2049 -1.40%
FNMA FN30 TBA 03.5000 01/01/2049 -3.60%
FNMA FN30 TBA 03.0000 01/01/2049 -4.83%

Prior top 10 holdings

Top 10 holdings as of 01/31/19
Japan (10 Year Issue) 01.0000 09/20/2021
Japan (10 Year Issue) 00.8000 09/20/2023
Japan (30 Year Issue) 02.3000 03/20/2040
Fnma Fn30 Tba 04.0000 02/01/2049
Japan (20 Year Issue) 02.3000 06/20/2027
Buoni Poliennali Del P/P Regs 04.7500 08/01/2023
European Investment Bank Gbp 05.6250 06/07/2032
Buoni Poliennali Del Tes 06.5000 11/01/2027
Gnma Gii30 Tba 04.5000 02/01/2049
Japan (20 Year Issue) 02.2000 03/20/2031
Holdings represent 20.43% of portfolio
Top 10 holdings as of 12/31/18
Japan (10 Year Issue) 01.0000 09/20/2021
Japan (10 Year Issue) 00.8000 09/20/2023
Fnma Fn30 Tba 04.0000 01/01/2049
Japan (30 Year Issue) 02.3000 03/20/2040
Japan (20 Year Issue) 02.3000 06/20/2027
Buoni Poliennali Del P/P Regs 04.7500 08/01/2023
Fnma Fn30 Tba 02.5000 01/01/2049
European Investment Bank Gbp 05.6250 06/07/2032
Gnma Gii30 Tba 04.5000 01/01/2049
Buoni Poliennali Del Tes 06.5000 11/01/2027
Holdings represent 20.71% of portfolio
Top 10 holdings as of 11/30/18
Japan (10 Year Issue) 01.0000 09/20/2021
Japan (10 Year Issue) 00.8000 09/20/2023
Japan (20 Year Issue) 02.3000 06/20/2027
Fnma Fn30 Tba 04.0000 01/01/2049
Japan (30 Year Issue) 02.3000 03/20/2040
Buoni Poliennali Del P/P Regs 04.7500 08/01/2023
Fnma Fn30 Tba 02.5000 12/01/2048
European Investment Bank Gbp 05.6250 06/07/2032
Gnma Gii30 Tba 04.5000 12/01/2048
Buoni Poliennali Del Tes 06.5000 11/01/2027
Holdings represent 20.70% of portfolio
Top 10 holdings as of 10/31/18
Japan (10 Year Issue) 01.0000 09/20/2021
Japan (10 Year Issue) 00.8000 09/20/2023
Japan (20 Year Issue) 02.3000 06/20/2027
Japan (30 Year Issue) 02.3000 03/20/2040
Buoni Poliennali Del P/P Regs 04.7500 08/01/2023
Fnma Fn30 Tba 02.5000 11/01/2048
European Investment Bank Gbp 05.6250 06/07/2032
Gnma Gii30 Tba 04.5000 12/01/2048
Buoni Poliennali Del Tes 06.5000 11/01/2027
Japan (20 Year Issue) 02.2000 03/20/2031
Holdings represent 20.11% of portfolio

Fixed income statistics as of 01/31/19

Average effective maturity 9.37 yrs.
Average effective duration 7.23 yrs.
Average yield to maturity 3.41%
Average coupon 3.70%
Average price $101.86

Sector weightings as of 01/31/19

  Cash investments Non-cash investments Total portfolio
  Weight Spread duration Weight Spread duration Weight Spread duration
International Treasury/agency 36.38% 3.20 0.00% -0.18 36.38% 3.02
Investment-grade corporate bonds 23.73% 1.90 0.00% 0.00 23.73% 1.90
Commercial MBS 10.18% 0.35 4.74% 0.14 14.92% 0.49
Agency CMO 8.11% 0.25 0.09% 0.00 8.20% 0.25
Residential MBS (non-agency) 5.76% 0.23 0.00% 0.00 5.76% 0.23
Emerging-market bonds 5.74% 0.33 0.00% 0.00 5.74% 0.33
High-yield corporate bonds 2.59% 0.13 -0.31% -0.01 2.28% 0.12
Asset-backed securities (ABS) 2.06% 0.01 0.00% 0.00 2.06% 0.01
Interest rate swaps 0.00% 0.00 0.00% 0.43 0.00% 0.43
U.S. Treasury/agency 0.00% 0.00 0.00% 0.86 0.00% 0.86
Agency pass-through 0.88% 0.05 -2.12% -0.10 -1.24% -0.05
Net cash 4.56% 0.00 0.00% 0.00 4.56% 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 01/31/19

0 - 1 yr. 9.48%
1 - 5 yrs. 30.78%
5 - 10 yrs. 39.87%
10 - 15 yrs. 5.05%
Over 15 yrs. 14.82%

Quality rating as of 01/31/19

AAA 17.68%
AA 9.73%
A 27.55%
BBB 29.68%
BB 7.18%
B 1.26%
CCC and Below 1.08%
Not Rated 5.84%

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

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

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

Country allocation as of 01/31/19

United States 52.21%
Japan 14.88%
Italy 5.12%
France 4.04%
Canada 2.95%
United Kingdom 2.95%
Supra-Nation 1.94%
Greece 1.76%
Mexico 1.73%
 
Other
12.42%
Switzerland 1.48%
Spain 1.46%
Netherlands 1.04%
Brazil 0.91%
Belgium 0.88%
Australia 0.86%
Bermuda 0.58%
Indonesia 0.55%
South Africa 0.49%
Austria 0.47%
Argentina 0.45%
Sweden 0.45%
Ireland 0.41%
Malaysia 0.29%
Portugal 0.27%
Colombia 0.26%
Ivory Coast 0.26%
Poland 0.24%
Denmark 0.21%
Russia 0.18%
Norway 0.12%
Senegal 0.10%
Uruguay 0.10%
New Zealand 0.09%
Sri Lanka 0.09%
European Community 0.07%
Germany 0.07%
Thailand 0.02%
Venezuela 0.02%
China 0.01%
Hong Kong -0.01%

Expenses

Expense ratio

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

Sales charge

 Breakpoint Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
$0-$49,999 4.00% / 3.50% 0.00% / 4.00% 0.00% / 1.00% 3.25% / 3.00% -- -- -- --
$50,000-$99,999 4.00% / 3.50% 0.00% / 4.00% 0.00% / 1.00% 2.25% / 2.00% -- -- -- --
$100,000-$249,999 3.25% / 2.75% -- 0.00% / 1.00% 1.25% / 1.00% -- -- -- --
$250,000-$499,999 2.50% / 2.00% -- 0.00% / 1.00% 1.00% / 1.00% -- -- -- --
$500,000-$999,999 0.00% / 1.00% -- -- -- -- -- -- --
$1M-$4M 0.00% / 1.00% -- -- -- -- -- -- --
$4M-$50M 0.00% / 0.50% -- -- -- -- -- -- --
$50M+ 0.00% / 0.25% -- -- -- -- -- -- --

CDSC

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

Trail commissions

  Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
  0.25% 0.25% 1.00% 0.40% 0.50% 0.00% 0.00% 0.00%
  NA NA NA NA NA NA NA NA
  NA NA NA NA NA NA NA NA

For sales and trail commission information on purchases over $500,000 and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.

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

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

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