Retirement Advantage 2060 Fund (Class I)

Comprehensively managed portfolios diversified to align with your retirement horizon

Highlights

Objective

Retirement Advantage Funds seek to maximize returns while maintaining a level of risk appropriate for a person planning to retire on or about the calendar year designated in each fund's name.

Strategy and process

  • Tailored to retirement: Each fund's target date reflects when investors are expected to retire and determines the portfolio's asset allocation.
  • Unique glide path: Allocations are structured to pursue performance and downside protection near retirement.
  • Comprehensively managed: Putnam's seasoned Global Asset Allocation team implements all steps of the investment process - the glide path, tactical allocations, and security selection.
  • Competitive CIT structure: The funds offer lower fee structure and the less complex administrative requirements of a collective investment trust, along with flexible pricing options.

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $14.53
0.00% | $0.00
$15.82
01/26/18
$14.09
10/29/18
Historical fund price

Fund facts as of 10/31/18

Total net assets
$29.55M
Turnover (fiscal year end)
29%
Dividend frequency
Annually
Number of holdings
3
Fiscal year-end
September
CUSIP / Fund code
74674P278 / 2013
Inception date
04/13/16
Class I  
Category
Target Date
Open to new investors
Ticker
--

Management team

Chief Investment Officer, Global Asset Allocation
Co-Head of Global Asset Allocation
Co-Head of Global Asset Allocation


Manager commentary | Q3 2018

Bond income in a retirement strategy

Jason Vaillancourt, Co-Head of Global Asset Allocation, talks about the role of bonds in a target-date strategy.



Performance

  • Total return (%) as of 09/30/18

  • Annual performance as of 09/30/18

Annualized Total return (%) as of 09/30/18

Annualized performance 1 yr. 3 yrs. 5 yrs. Life (inception: 04/13/16 )
At net asset value 11.64% -- -- 18.43%
Custom Retirement Advantage 2060 Index 12.89% ------

Data is historical. Past performance is not a guarantee of future results. More recent returns may be more or less than those shown. Investment return will fluctuate. Performance assumes reinvestment of distributions and does not account for taxes. Performance data reflects the impact of a 0.50% management fee for class I shares, a 0.60% management fee for class II shares, a 0.75% management fee for class III shares, a 0.90% management fee for class IV shares, a 1.05% management fee for class V shares, and a 0.35% management fee for class X shares. In certain cases your plan's management fee may be lower and your return higher. For the most recent month-end performance, please call your plan's toll-free number. 

Performance snapshot

  At net asset value  
1 mt. as of 10/31/18 -7.61 %
YTD as of 11/16/18 -2.02 %

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 holdings as of 10/31/18

Putnam Retirement Advantage GAA All Equities Trust 77.88%
Putnam Retirement Advantage GAA Growth Trust 21.67%
Putnam Retirement Advantage GAA Money Market Trust 0.50%

Full portfolio holdings as of 09/30/18

ALPHABET INC-CL A 2.53%
JPMORGAN CHASE & CO 1.76%
APPLE INC 1.46%
CISCO SYSTEMS INC 1.34%
VERIZON COMMUNICATIONS INC 1.31%
BOEING CO/THE 1.29%
CITIGROUP INC 1.27%
NVIDIA CORP 1.25%
HOME DEPOT INC 1.20%
SPDR S&P 500 ETF TRUST 1.18%
AMAZON.COM INC 1.06%
MICROSOFT CORP 0.96%
ORACLE CORP 0.84%
PEPSICO INC 0.80%
VALERO ENERGY CORP 0.78%
JOHNSON & JOHNSON 0.76%
FACEBOOK INC-A 0.68%
COCA-COLA CO/THE 0.65%
CONOCOPHILLIPS 0.64%
ANTHEM INC 0.63%
INTUIT INC 0.60%
MERCK & CO. INC. 0.60%
OCCIDENTAL PETROLEUM CORP 0.60%
WALT DISNEY CO/THE 0.60%
ELI LILLY & CO 0.57%
NORTHROP GRUMMAN CORP 0.54%
HONEYWELL INTERNATIONAL INC 0.53%
AMGEN INC 0.52%
BRISTOL-MYERS SQUIBB CO 0.51%
INTL BUSINESS MACHINES CORP 0.48%
DELTA AIR LINES INC 0.46%
HUMANA INC 0.46%
MONDELEZ INTERNATIONAL INC-A 0.44%
MORGAN STANLEY 0.44%
ROSS STORES INC 0.44%
CIGNA CORP 0.43%
NETAPP INC 0.43%
WALGREENS BOOTS ALLIANCE INC 0.43%
HALLIBURTON CO 0.42%
SYSCO CORP 0.41%
LULULEMON ATHLETICA INC 0.38%
COGNIZANT TECH SOLUTIONS-A 0.37%
NOVARTIS AG-REG 0.37%
PFIZER INC 0.37%
LOCKHEED MARTIN CORP 0.36%
RAYTHEON COMPANY 0.36%
AUTOMATIC DATA PROCESSING 0.35%
BAXTER INTERNATIONAL INC 0.35%
FORD MOTOR CO 0.35%
HP INC 0.35%
KINDER MORGAN INC 0.35%
ROCHE HOLDING AG-GENUSSCHEIN 0.35%
ABIOMED INC 0.34%
FORTINET INC 0.34%
PALO ALTO NETWORKS INC 0.34%
TOTAL SA 0.34%
US BANCORP 0.34%
BOSTON SCIENTIFIC CORP 0.33%
PRUDENTIAL FINANCIAL INC 0.33%
REGIONS FINANCIAL CORP 0.32%
ROYAL CARIBBEAN CRUISES LTD 0.32%
TOYOTA MOTOR CORP 0.32%
WILLIAMS COS INC 0.32%
CUMMINS INC 0.31%
E*TRADE FINANCIAL CORPORATION 0.31%
ESTEE LAUDER COMPANIES-CL A 0.31%
MCKESSON CORP 0.31%
AGILENT TECHNOLOGIES INC 0.30%
PVH CORP 0.30%
RED HAT INC 0.30%
TEXAS INSTRUMENTS INC 0.30%
TIFFANY & CO 0.30%
ABBVIE INC 0.29%
CARNIVAL CORP 0.29%
GILEAD SCIENCES INC 0.29%
INGERSOLL-RAND PLC 0.29%
ALIBABA GROUP HOLDING-SP ADR 0.28%
AMERIPRISE FINANCIAL INC 0.28%
CAPITAL ONE FINANCIAL CORP 0.28%
ENTERGY CORP 0.28%
F5 NETWORKS INC 0.28%
GLAXOSMITHKLINE PLC 0.27%
METLIFE INC 0.27%
MICHAEL KORS HOLDINGS LTD 0.27%
TREASURY BILL 00.0000 11/15/2018 0.27%
ALLIANZ SE-REG 0.26%
WASTE MANAGEMENT INC 0.26%
CENTENE CORP 0.25%
DISCOVER FINANCIAL SERVICES 0.25%
GOLDMAN SACHS GROUP INC 0.25%
SAMSUNG ELECTRONICS CO LTD 0.25%
NRG ENERGY INC 0.24%
TENCENT HOLDINGS LTD 0.24%
FIDELITY NATIONAL INFO SERV 0.23%
FIFTH THIRD BANCORP 0.23%
HILTON WORLDWIDE HOLDINGS IN 0.23%
KLA-TENCOR CORP 0.23%
RIO TINTO PLC 0.23%
ROCKWELL AUTOMATION INC 0.23%
VF CORP 0.23%
DELL TECHNOLOGIES INC-CL V 0.22%
EQUITY RESIDENTIAL TR REIT 0.22%
HERSHEY CO/THE 0.22%
SUMITOMO MITSUI FINANCIAL GR 0.22%
ENI SPA 0.21%
HARTFORD FINANCIAL SVCS GRP 0.21%
KDDI CORP 0.21%
MASTERCARD INC - A 0.21%
ZOETIS INC 0.21%
AMADEUS IT GROUP SA 0.20%
ASTELLAS PHARMA INC 0.20%
EQUINOR ASA 0.20%
FLEETCOR TECHNOLOGIES INC 0.20%
HITACHI LTD 0.20%
IMPERIAL BRANDS PLC 0.20%
LAS VEGAS SANDS CORP 0.20%
MIZUHO FINANCIAL GROUP INC 0.20%
WELLCARE HEALTH PLANS INC 0.20%
AIR PRODUCTS & CHEMICALS INC 0.19%
ARCELORMITTAL 0.19%
AVIVA PLC 0.19%
CENTRAL JAPAN RAILWAY CO 0.19%
HERMES INTERNATIONAL 0.19%
HOYA CORP 0.19%
LEGAL & GENERAL GROUP PLC 0.19%
MACQUARIE GROUP LTD 0.19%
PROCTER & GAMBLE CO/THE 0.19%
REPSOL SA 0.19%
SANDVIK AB 0.19%
ALLISON TRANSMISSION HOLDING 0.18%
BASF SE 0.18%
BIOGEN INC 0.18%
CK ASSET HOLDINGS LTD 0.18%
COVESTRO AG 0.18%
ENEL SPA 0.18%
FRESENIUS MEDICAL CARE AG & 0.18%
KANSAS CITY SOUTHERN 0.18%
KONINKLIJKE AHOLD DELHAIZE N 0.18%
LOEWS CORP 0.18%
NIPPON TELEGRAPH & TELEPHONE 0.18%
ORIX CORP 0.18%
SONY CORP 0.18%
VOLVO AB-B SHS 0.18%
WYNDHAM DESTINATIONS INC 0.18%
ISHARES MSCI EMERGING MARKET 0.17%
PACKAGING CORP OF AMERICA 0.17%
PERSIMMON PLC 0.17%
PEUGEOT SA 0.17%
RESONA HOLDINGS INC 0.17%
SHIONOGI & CO LTD 0.17%
SWEDBANK AB - A SHARES 0.17%
TAIWAN SEMICONDUCTOR MANUFAC 0.17%
ABN AMRO GROUP NV-CVA 0.16%
AMERICAN ELECTRIC POWER 0.16%
APPLIED MATERIALS INC 0.16%
CIT GROUP INC 0.16%
CMS ENERGY CORP 0.16%
CONAGRA BRANDS INC 0.16%
HUNTSMAN CORP 0.16%
INTL CONSOLIDATED AIRLINE-DI 0.16%
ISHARES MSCI EAFE ETF 0.16%
ITOCHU CORP 0.16%
MARUBENI CORP 0.16%
MITSUI AND CO LTD 0.16%
MOLSON COORS BREWING CO -B 0.16%
NTT DATA CORP 0.16%
ONEOK INC 0.16%
ROYAL DUTCH SHELL PLC-B SHS 0.16%
SYNOPSYS INC 0.16%
TOTAL SYSTEM SERVICES INC 0.16%
VERTEX PHARMACEUTICALS INC 0.16%
VINCI SA 0.16%
ALLY FINANCIAL INC 0.15%
ANGLO AMER PLC 0.15%
AVERY DENNISON CORP 0.15%
BROADRIDGE FINANCIAL SOLUTIO 0.15%
CLP HOLDINGS LTD 0.15%
DNB NOR ASA 0.15%
HANG SENG BANK LTD 0.15%
NEWMONT MINING CORP 0.15%
PARTNERS GROUP HOLDING AG 0.15%
PBF ENERGY INC-CLASS A 0.15%
SAINSBURY (J) PLC 0.15%
SPDR S&P MIDCAP 400 ETF TRST 0.15%
TAYLOR WIMPEY PLC 0.15%
WEYERHAEUSER CO 0.15%
AENA SME SA 0.14%
AMEREN CORPORATION 0.14%
AMETEK INC 0.14%
BLUESCOPE STEEL LTD 0.14%
CA INC 0.14%
CELGENE CORP 0.14%
CENTERPOINT ENERGY INC 0.14%
DENTSPLY SIRONA INC 0.14%
DOLLAR GENERAL CORP 0.14%
FAURECIA 0.14%
GALAXY ENT GRP L 0.14%
LINCOLN NATIONAL CORP 0.14%
TWENTY-FIRST CENTURY FOX - B 0.14%
UGI CORP 0.14%
ACS ACTIVIDADES 0.13%
CADENCE DESIGN SYS INC 0.13%
CELANESE CORP 0.13%
HCP INC 0.13%
LUKOIL PJSC-SPON ADR 0.13%
NESTLE SA-REG 0.13%
PING AN INSURANCE GROUP CO-H 0.13%
WOOLWORTHS GROUP LTD 0.13%
AMDOCS LTD 0.12%
BERRY GLOBAL GROUP INC 0.12%
EXPEDITORS INTL WASH INC 0.12%
L OREAL 0.12%
MSCI INC 0.12%
OWENS CORNING 0.12%
SL GREEN REALTY CORP 0.12%
UCB SA 0.12%
VORNADO REALTY TRUST 0.12%
AES CORP 0.11%
ASSURANT INC 0.11%
CAPGEMINI SE 0.11%
CBRE GROUP INC - A 0.11%
CNOOC LTD 0.11%
DUN & BRADSTREET CORP 0.11%
EASYJET PLC 0.11%
FIAT CHRYSLER AUTOMOBILES NV 0.11%
PINNACLE FOODS INC 0.11%
PRINCIPAL FINANCIAL GROUP 0.11%
REPUBLIC SERVICES INC 0.11%
S&P GSCI 3X NOTE 04/01/2019 0.11%
SIGNET JEWELERS LTD 0.11%
TAISEI CORP 0.11%
TOLL BROTHERS INC 0.11%
TUI AG-DI 0.11%
3I GROUP PLC 0.10%
AIA GROUP LTD 0.10%
ARKEMA 0.10%
BOOZ ALLEN HAMILTON HOLDINGS 0.10%
CHARLES RIVER LABORATORIES 0.10%
GNMA GII30 MA4652 03.5000 08/20/2047 0.10%
KAR AUCTION SERVICES INC 0.10%
KEYSIGHT TECHNOLOGIES IN 0.10%
MANPOWERGROUP INC 0.10%
MONCLER SPA 0.10%
NORTHERN TRUST CORP 0.10%
NTT DOCOMO INC 0.10%
PROSIEBENSAT.1 MEDIA SE 0.10%
SWEDISH MATCH AB 0.10%
UNITED OVERSEAS BANK LTD 0.10%
ALLERGAN PLC 0.09%
ASSOCIATED BRITISH FOODS PLC 0.09%
BRIXMOR PROPERTY GROUP INC 0.09%
CHINA CONSTRUCTION BANK-H 0.09%
DUKE REALTY CORP 0.09%
EVONIK INDUSTRIES AG 0.09%
FNMA FN30 TBA 04.0000 11/01/2048 0.09%
INGREDION INC 0.09%
ITAU UNIBANCO H-SPON PRF ADR 0.09%
LKQ CORP 0.09%
MEDIATEK INC 0.09%
MITSUBISHI CHEMICAL HOLDINGS 0.09%
NASPERS LTD-N SHS 0.09%
NUANCE COMMUNICATIONS INC 0.09%
OGE ENERGY CORP 0.09%
PARK HOTELS & RESORTS INC 0.09%
PEARSON PLC 0.09%
PENTAIR PLC 0.09%
SASOL LTD 0.09%
SPIRIT REALTY CAPITAL INC 0.09%
W.R. GRACE & CO 0.09%
ZEBRA TECHNOLOGIES CORP-CL A 0.09%
ATHENE HOLDING LTD-CLASS A 0.08%
BWX TECHNOLOGIES INC 0.08%
CHINA MOBILE LTD 0.08%
CHINA WATER AFFAIRS GROUP 0.08%
DOLLAR TREE INC 0.08%
GRUMA S.A.B.-B 0.08%
HOUSING DEVELOPMENT FINANCE 0.08%
HYATT HOTELS CORP - CL A 0.08%
MUENCHENER RUECKVER AG-REG 0.08%
OMV AG 0.08%
PINNACLE WEST CAPITAL 0.08%
SKF AB-B SHARES 0.08%
UPM-KYMMENE OYJ 0.08%
AMERICAN HOME 4 RENT 0.07%
ASHTEAD GROUP PLC 0.07%
BRILLIANCE CHINA AUTOMOTIVE 0.07%
EVERGY INC 0.07%
EXTENDED STAY AMERICA INC 0.07%
FNMA FN15 TBA 03.0000 10/01/2033 0.07%
FNMA FN30 MA3238 03.5000 01/01/2048 0.07%
GNMA GII30 TBA 03.5000 10/01/2048 0.07%
JONES LANG LASALLE INC 0.07%
KAO CORP 0.07%
MADISON SQUARE GARDEN CO- A 0.07%
MARINE HARVEST 0.07%
MCDONALD'S CORP 0.07%
RALPH LAUREN CORP 0.07%
SERVICEMASTER GLOBAL HOLDING 0.07%
STARWOOD PROPERTY TRUST INC 0.07%
TJX COMPANIES INC 0.07%
VALE SA-SP ADR 0.07%
VISTEON CORP 0.07%
WULIANGYE YIBIN 144A/REGS WARRANT 04/12/2019 0.07%
ABU DHABI COMMERCIAL BANK 0.06%
ALFRESA HOLDINGS CORP 0.06%
AMERICAN EXPRESS CO 0.06%
AMERICAN FINANCIAL GROUP INC 0.06%
APARTMENT INVT & MGMT CO -A 0.06%
ATMOS ENERGY CORP 0.06%
BHP BILLITON LIMITED 0.06%
BLACK KNIGHT INC 0.06%
CATHAY FINANCIAL HOLDING CO 0.06%
CHECK POINT SOFTWARE TECH 0.06%
CHINA STATE CONSTRUCTION INT 0.06%
COCA-COLA AMATIL LTD 0.06%
CREDICORP LTD 0.06%
CROWN RESORTS LTD 0.06%
DANAHER CORP 0.06%
DB INSURANCE CO LTD 0.06%
EXXON MOBIL CORP 0.06%
FNMA FN30 BK5238 04.0000 05/01/2048 0.06%
GAMING AND LEISURE PROPERTIE 0.06%
GENTERA SAB DE CV 0.06%
GEOPARK LTD 0.06%
GRUPO FINANCIERO BANORTE-O 0.06%
HANA FINANCIAL GROUP 0.06%
HD SUPPLY HOLDINGS INC 0.06%
HDFC BANK LIMITED 0.06%
HIGHWOODS PROPERTIES INC 0.06%
INDORAMA VENTURES-FOREIGN 0.06%
JAPAN AIRLINES CO LTD 0.06%
LEIDOS HOLDINGS INC 0.06%
LIBERTY PROPERTY TRUST 0.06%
LOWES COMPANIES INC 0.06%
MOTOR OIL (HELLAS) SA 0.06%
NEW RESIDENTIAL INVESTMENT 0.06%
POLA ORBIS HOLDINGS INC 0.06%
SANTANDER CONSUMER USA HOLDI 0.06%
SUN HUNG KAI PROPERTIES 0.06%
SUNNY FRIEND ENVIRONMENTAL T 0.06%
WABCO HOLDINGS INC 0.06%
ABC-MART INC 0.05%
ADVANCED INFO SERVICE-FOR RG 0.05%
AGNC INVESTMENT CORP 0.05%
BGC PARTNERS INC-CL A 0.05%
CANVEST ENVIRONMENTAL PROTEC 0.05%
CHAILEASE HOLDING CO LTD 0.05%
CHINA TRADITIONAL CHINESE ME 0.05%
CONSTELLATION BRANDS INC-A 0.05%
CTCI CORP 0.05%
DINO POLSKA SA 0.05%
DISCOVERY LTD 0.05%
DOMTAR CORP 0.05%
EBAY INC 0.05%
ENDESA S.A. 0.05%
ENGIE 0.05%
EQUITY LIFESTYLE PROPERTIES 0.05%
FORMOSA PLASTICS CORP 0.05%
HENDERSON LAND DEVELOPMENT 0.05%
HUDSON PACIFIC PROPERTIES IN 0.05%
INFOSYS LTD 0.05%
IPSEN 0.05%
KERING 0.05%
L3 TECHNOLOGIES INC 0.05%
LARSEN & TOUBRO INFO 0.05%
LIBERTY MEDIA COR-SIRIUSXM A 0.05%
MEGACABLE HOLDINGS-CPO 0.05%
MEXICHEM SAB DE CV-* 0.05%
MGM CHINA HOLDINGS LTD 0.05%
NEWS CORP - CLASS A 0.05%
NORFOLK SOUTHERN CORP 0.05%
NVENT ELECTRIC PLC 0.05%
PETROLEO BRASILEIRO-SPON ADR 0.05%
PETRONAS CHEMICALS GROUP BHD 0.05%
PNC FINANCIAL SERVICES GROUP 0.05%
RENAISSANCERE HOLDINGS LTD 0.05%
REPO TRIPA TREAS 2.22 10/01/2018 0.05%
SAMSUNG ELECTRONICS-PREF 0.05%
SUMITOMO MITSUI TRUST HOLDIN 0.05%
SUN COMMUNITIES INC 0.05%
SYNOVUS FINANCIAL CORP 0.05%
WALMART DE MEXICO SAB DE CV 0.05%
AECOM 0.04%
ALLSTATE CORP 0.04%
APPLE HOSPITALITY REIT INC 0.04%
ARRIS INTERNATIONAL PLC 0.04%
BANGKOK CHAIN HOSPITAL-FOREG 0.04%
BRANDYWINE REALTY TRUST 0.04%
CABOT CORP 0.04%
CAFE24 CORP 0.04%
CIMIC GROUP LTD 0.04%
CLEAN TEQ HOLDINGS LTD 0.04%
COPA HOLDINGS SA-CLASS A 0.04%
CORELOGIC INC 0.04%
CTBC FINANCIAL HOLDING CO LT 0.04%
DOUGLAS EMMETT INC 0.04%
DUKE ENERGY CORP 0.04%
FHLMC FH30G G08814 04.0000 05/01/2048 0.04%
FIRST HAWAIIAN INC 0.04%
FNMA FN15 AL9468 03.0000 12/01/2031 0.04%
FNMA FN30 AL9859 03.0000 03/01/2047 0.04%
GARDNER DENVER HOLDINGS INC 0.04%
GNMA GII30 MA4837 03.5000 11/20/2047 0.04%
GRAPE KING BIO LTD 0.04%
HANGZHOU HIKVISION DIGITAL - A 144A/REGS WARRANT 02/11/2019 0.04%
HILL-ROM HOLDINGS INC 0.04%
HYUNDAI MARINE 0.04%
JABIL INC 0.04%
JNBY DESIGN LTD 0.04%
KEI INDUSTRIES LTD 0.04%
KIMBERLY-CLARK CORP 0.04%
KIRIN HOLDINGS CO LTD 0.04%
KYUSHU RAILWAY COMPANY 0.04%
LG HOUSEHOLD & HEALTH CARE 0.04%
LIFE STORAGE INC 0.04%
LLOYDS BANKING GROUP PLC 0.04%
LOCALIZA RENT A CAR 0.04%
LONDON STOCK EXCHANGE GROUP 0.04%
MARATHON PETROLEUM CORP 0.04%
MEDIPAL HOLDINGS CORP 0.04%
MITSUBISHI GAS CHEMICAL CO 0.04%
NATURA COSMETICOS SA 0.04%
NEW ORIENTAL EDUCATIO-SP ADR 0.04%
POPULAR INC 0.04%
RANDSTAD NV 0.04%
REPO TRIPA MORTG 2.25 10/01/2018 0.04%
REPO TRIPA MORTG 2.26 10/01/2018 0.04%
REPO TRIPA MORTG 2.27 10/01/2018 0.04%
ROYAL GOLD INC 0.04%
SBERBANK PJSC -SPONSORED ADR 0.04%
SEALED AIR CORP 0.04%
SHENGYI TECH 144A/REGS WARRANT 05/24/2019 0.04%
SIEMENS HEALTH 0.04%
SUNNY OPTICAL TECH 0.04%
SUZANO PAPEL E CELULOSE SA 0.04%
SWISSCOM AG-REG 0.04%
TAIWAN DOLLAR CALL ACCOUNT 0.04%
TELEDYNE TECHNOLOGIES INC 0.04%
TREASURY BILL 00.0000 10/25/2018 0.04%
TREASURY BILL 00.0000 11/08/2018 0.04%
WATERS CORP 0.04%
WH GROUP LTD 0.04%
YANDEX NV-A 0.04%
ARISTOCRAT LEISURE LTD 0.03%
AT&T INC 0.03%
AUROBINDO PHARMA LTD 0.03%
AXIS CAPITAL HOLDINGS LTD 0.03%
AZUL SA-ADR 0.03%
BERKELEY GROUP HOLDINGS/THE 0.03%
BOLIDEN AB 0.03%
CHINA EVERBRIGHT GREENTECH L 0.03%
CHINA NATIONAL BUILDING MA-H 0.03%
CHINA ORIENTAL GROUP CO LTD 0.03%
CME GROUP INC 0.03%
CROWN HOLDINGS INC 0.03%
DAI DONG CO LTD 0.03%
DEUTSCHE BOERSE AG 0.03%
EDELWEISS FINANCIAL SERVICES 0.03%
EMPIRE STATE REALTY TRUST-A 0.03%
ERAJAYA SWASEMBADA TBK PT 0.03%
EXELON CORP 0.03%
FIRST ABU DHABI BANK PJSC 0.03%
FISERV INC 0.03%
FLEURY SA 0.03%
FNMA FN30 BC9003 03.0000 11/01/2046 0.03%
FNMA FN30 MA2737 03.0000 09/01/2046 0.03%
FNMA FN30 TBA 06.0000 10/01/2048 0.03%
GENERAL DYNAMICS CORP 0.03%
GNMA GII30 MA4586 03.5000 07/20/2047 0.03%
HANS LASER TECHNOLOGY 144A/REGS WARRANT 09/27/2019 0.03%
HARRIS CORP 0.03%
HOCHTIEF AG 0.03%
HONG KONG EXCHANGES & CLEAR 0.03%
HSBC HOLDINGS PLC 0.03%
KAYAN AB R US0001M P 07/02/19 BA 0.03%
KEC INTERNATIONAL LTD 0.03%
KERRY PROPERTIES LTD 0.03%
KEURIG DR PEPPER INC 0.03%
NOMURA REAL ESTATE HOLDINGS 0.03%
OUTFRONT MEDIA INC 0.03%
PARAMOUNT GROUP INC 0.03%
POYA INTERNATIONAL CO LTD 0.03%
RAYONIER INC 0.03%
RJHI AB R US0001M P 06/20/19 BA 0.03%
RTL GROUP 0.03%
SAMBA AB R US0001M P 09/10/19 BA 0.03%
SCENTRE GROUP 0.03%
SENIOR HOUSING PROP TRUST 0.03%
TAPESTRY INC 0.03%
TCI CO LTD 0.03%
TOPIX INDX FUTR DEC18 TPZ8 0.03%
TREASURY BILL 00.0000 10/11/2018 0.03%
TREASURY BILL 00.0000 11/01/2018 0.03%
UNITEDHEALTH GROUP INC 0.03%
UNIVAR INC 0.03%
WOLTERS KLUWER 0.03%
WORLDPAY INC-CLASS A 0.03%
WP CAREY INC 0.03%
AEGON NV 0.02%
ANNALY CAPITAL MANAGEMENT IN 0.02%
BOOKING HOLDINGS INC 0.02%
BROTHER INDUSTRIES LTD 0.02%
BT GROUP PLC 0.02%
DAI NIPPON PRINTING CO LTD 0.02%
DAIWA SECURITIES GROUP INC 0.02%
ELITE MATERIAL CO LTD 0.02%
FNMA FN30 BH7058 03.5000 12/01/2047 0.02%
FNMA FN30 TBA 04.5000 10/01/2048 0.02%
FU SHOU YUAN INTERNATIONAL 0.02%
HILONG HOLDING LTD 0.02%
HONG KONG DOLLAR CALL ACCOUNT 0.02%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.02%
MAXIM INTEGRATED PRODUCTS 0.02%
MONSTER BEVERAGE CORP 0.02%
NEXON CO LTD 0.02%
NEXT PLC 0.02%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.02%
PHILLIPS 66 0.02%
RJHI AB R US0001M P 06/25/19 BA 0.02%
S&P GSCI TOT RETURN INDX 3X 144A NOTE 04/25/2019 0.02%
SCHRODERS PLC 0.02%
SHERWIN-WILLIAMS CO/THE 0.02%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.02%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.02%
SKIPPER LTD 0.02%
SOUTH32 LTD 0.02%
SPST 2017-6 A 02.9122 11/24/2018 0.02%
SPST 2018-1 A 03.1122 04/24/2019 0.02%
SPST 2018-5 A 02.9122 09/24/2019 0.02%
SUNTRUST BANKS INC 0.02%
SUZUKI MOTOR CORP 0.02%
SWIRE PROPERTIES LTD 0.02%
TRAVELERS COS INC/THE 0.02%
TREASURY BILL 00.0000 10/04/2018 0.02%
TREASURY BILL 00.0000 12/13/2018 0.02%
US FOODS HOLDING CORP 0.02%
WEST CHINA CEMENT LTD 0.02%
WM MORRISON SUPERMARKETS 0.02%
AIR LEASE CORP 04.6250 10/01/2028 0.01%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.01%
ALTRIA GROUP INC 0.01%
ALTRIA GROUP INC 02.6250 01/14/2020 0.01%
ALTRIA GROUP INC 04.0000 01/31/2024 0.01%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.01%
ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 0.01%
ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 0.01%
APPLE INC 02.0000 05/06/2020 0.01%
APPLE INC 02.1000 05/06/2019 0.01%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.01%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.01%
AT&T INC P/P 144A 04.1000 02/15/2028 0.01%
AUSTRALIA & NEW ZEALAND BANKI 05253CR57 DCP 04/05/2019 0.01%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.01%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.01%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.01%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.01%
BPCE SA P/P 144A 04.5000 03/15/2025 0.01%
CAMDEN PROPERTY TRUST 0.01%
CAS 2014-C04 1M2 07.1158 11/25/2024 0.01%
CAS 2015-C04 1M2 07.9158 04/25/2028 0.01%
CAS 2015-C04 2M2 07.7658 04/25/2028 0.01%
CDK GLOBAL INC 0.01%
CDX CDX.NA.IG.31 100.0 12/20/2023 0.01%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.01%
CGPUTQL2 R US0003M P 11/27/18 CI 0.01%
CHEVRON CORP 01.5610 05/16/2019 0.01%
CHIMERA INVESTMENT CORP 0.01%
CITIGROUP INC 02.6500 10/26/2020 0.01%
CITIGROUP INC 03.8870 01/10/2028 0.01%
CITIGROUP INC 04.7500 05/18/2046 0.01%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.01%
COCA-COLA EUROPEAN PARTNERS 0.01%
COLOPLAST-B 0.01%
COMCAST CORP 02.3500 01/15/2027 0.01%
COMM 2012-LC4 D P/P 144A 05.7769 12/10/2044 0.01%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.01%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.01%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.01%
CORNING INC 0.01%
CORPORATE OFFICE PROPERTIES 0.01%
CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 0.01%
CSAIL 2015-C1 C 04.4395 04/15/2050 0.01%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.01%
CVS HEALTH CORP 04.7800 03/25/2038 0.01%
DBUBS 2011-LC3A D P/P 144A 05.5156 08/10/2044 0.01%
ECOLAB INC 0.01%
ELANCO ANIMAL HEALTH P/P 144A 04.9000 08/28/2028 0.01%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.01%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.01%
EPR PROPERTIES 0.01%
EUR/USD 12/19/2018 BANKAM 0.01%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.01%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.01%
FAIRWAY FINANCE CO LLC 30601WM48 DCP 12/04/2018 0.01%
FHLMC FH30G G08747 03.0000 02/01/2047 0.01%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.01%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.01%
FNMA FN30 AS8056 03.0000 10/01/2046 0.01%
FNMA FN30 AS8074 03.0000 10/01/2046 0.01%
FNMA FN30 BC1155 03.0000 06/01/2046 0.01%
FNMA FN30 BH5117 04.0000 08/01/2047 0.01%
FNMA FN30 BM1172 03.0000 03/01/2047 0.01%
FNMA FN30 MA2863 03.0000 01/01/2047 0.01%
FNMA FN40 BF0171 04.0000 01/01/2057 0.01%
FUJITSU LTD 0.01%
GE CAP INTL FUNDING USD 02.3420 11/15/2020 0.01%
GENPACT LTD 0.01%
GOLDMAN SACHS GROUP INC 02.3000 12/13/2019 0.01%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.01%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.01%
GSMS 2010-C1 D P/P 144A 06.1966 08/10/2043 0.01%
GSMS 2014-GC22 C 04.8458 06/10/2047 0.01%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.01%
HUNTINGTON INGALLS INDUSTRIE 0.01%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.01%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.01%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.01%
KEURIG DR PEPPER INC P/P 144A 04.5970 05/25/2028 0.01%
KINDER MORGAN INC 04.3000 06/01/2025 0.01%
KONINKLIJKE PHILIPS NV 0.01%
LEAR CORP 03.8000 09/15/2027 0.01%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.01%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.01%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.01%
MICROSOFT CORP 01.5500 08/08/2021 0.01%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.01%
MORGAN STANLEY 03.6250 01/20/2027 0.01%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.01%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.01%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.01%
NOK/USD 12/19/2018 GSFX 0.01%
OLD REPUBLIC INTL CORP 0.01%
ORACLE CORP 05.3750 07/15/2040 0.01%
ORACLE CORPORATION 02.2500 10/08/2019 0.01%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.01%
PERKINELMER INC 0.01%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.01%
PETROLEOS MEXICANOS USD 06.5000 03/13/2027 0.01%
PFIZER INC 01.7000 12/15/2019 0.01%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.01%
REINSURANCE GROUP OF AMERICA 0.01%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.01%
REPO TRIPA TREAS 1.99 10/09/2018 0.01%
REPO TRIPA TREAS 2.2 10/01/2018 0.01%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.01%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.01%
RJHI AB R US0001M P 08/06/19 BA 0.01%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.01%
SAMBA AB R US0001M P 09/12/19 BA 0.01%
SAMBA AB R US0001M P 09/21/19 BA 0.01%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.01%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.01%
SPST 2017-LD1 A 03.0158 11/25/2050 0.01%
SPST 2018-3 A 02.9122 07/24/2019 0.01%
STACR 2015-DNA3 M2 05.0658 04/25/2028 0.01%
STACR 2016-HQA2 M3 07.3658 11/25/2028 0.01%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.01%
STOCKLAND 0.01%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.01%
TAISHO PHARMACEUTICAL HOLDIN 0.01%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.01%
THERMO FISHER SCIENTIFIC INC 0.01%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.01%
TPAT 2018-SL1 A P/P 144A 02.8158 01/25/2046 0.01%
TWO HARBORS INVESTMENT CORP 0.01%
UBS GROUP FUNDIN P/P 144A 04.2530 03/23/2028 0.01%
UDR INC 0.01%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.01%
UNITEDHEALTH GROUP INC 03.1500 06/15/2021 0.01%
UNITEDHEALTH GROUP INC 04.2500 04/15/2047 0.01%
USD/CNH CALL 7.00 20190404 GSFX 0.01%
WALMART INC 93114FK94 DCP 10/09/2018 0.01%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.01%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.01%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.01%
WFHET 2004-2 M1 03.1158 10/25/2034 0.01%
WFRBS 2011-C2 D P/P 144A 05.8386 02/15/2044 0.01%
ZAYO GROUP HOLDINGS INC 0.01%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.00%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.00%
21ST CENTURY FOX AMERICA 03.0000 09/15/2022 0.00%
21ST CENTURY FOX AMERICA 04.7500 11/15/2046 0.00%
21ST CENTURY FOX AMERICA 07.7500 12/01/2045 0.00%
3.05 R ISWP FWD US0003M P 12/19/2020 0.00%
3.10 R ISWP FWD US0003M P 12/19/2023 0.00%
3.15 R ISWP FWD US0003M P 12/19/2028 0.00%
3.20 R ISWP FWD US0003M P 12/19/2048 0.00%
ABBVIE INC 02.5000 05/14/2020 0.00%
ABBVIE INC 03.6000 05/14/2025 0.00%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
ABN AMRO FUNDING USA LLC 00084CLD2 DCP 11/13/2018 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AES CORP/THE 05.1250 09/01/2027 0.00%
AES CORP/THE 05.5000 04/15/2025 0.00%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.00%
AIR LEASE CORP 02.5000 03/01/2021 0.00%
AIR LEASE CORP 03.6250 04/01/2027 0.00%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.00%
AKORN INC 0.00%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.00%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.00%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.00%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.00%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
ALPHABET INC 01.9980 08/15/2026 0.00%
ALTA MESA HLDGS 07.8750 12/15/2024 0.00%
AMAZON.COM INC 03.1500 08/22/2027 0.00%
AMC ENT HOLDIN 05.8750 11/15/2026 0.00%
AMC ENT HOLDIN 06.1250 05/15/2027 0.00%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.00%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.00%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 0.00%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.00%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.00%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.00%
AMERICAN TOWER CORP 03.3750 10/15/2026 0.00%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.00%
AMGEN INC 02.6000 08/19/2026 0.00%
AMGEN INC 03.4500 10/01/2020 0.00%
AMGEN INC 04.6630 06/15/2051 0.00%
ANALOG DEVICES INC 02.8500 03/12/2020 0.00%
ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 0.00%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.00%
ANTERO RESOURCES 05.3750 11/01/2021 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.00%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.00%
APACHE CORPORATION 03.2500 04/15/2022 0.00%
APERGY CORP P/P 144A 06.3750 05/01/2026 0.00%
APPALACHIAN POWER CO 04.6000 03/30/2021 0.00%
APPLE INC 03.4500 05/06/2024 0.00%
APPLE INC 03.8500 05/04/2043 0.00%
APPLE INC 04.2500 02/09/2047 0.00%
APPLE INC 04.3750 05/13/2045 0.00%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.00%
ARAMARK 0.00%
ARC PROP OPER PART L 04.6000 02/06/2024 0.00%
ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
ARCELORMITTAL USD 07.0000 10/15/2039 0.00%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.00%
ARRW 2018-1 A3 04.1570 04/25/2048 0.00%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.00%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.00%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.00%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.00%
ASTRAZENECA PLC USD 01.9500 09/18/2019 0.00%
ASTRAZENECA PLC USD 06.4500 09/15/2037 0.00%
AT&T INC 03.4000 05/15/2025 0.00%
AT&T INC 04.7500 05/15/2046 0.00%
AT&T INC 05.8000 02/15/2019 0.00%
ATLANTIC ASSET SECURITIZATION 04821ULT7 DCP 11/27/2018 0.00%
AUD/USD 10/17/2018 BANKAM 0.00%
AUD/USD 10/17/2018 CITI 0.00%
AUD/USD 10/17/2018 CSI-FX 0.00%
AUD/USD 10/17/2018 HSBCB 0.00%
AUD/USD 10/17/2018 JPMCB 0.00%
AUD/USD 10/17/2018 RBSF 0.00%
AUD/USD 10/17/2018 SSBT 0.00%
AUD/USD 10/17/2018 UBS 0.00%
AUD/USD 10/17/2018 WPAC 0.00%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.00%
AUSTRALIA & NEW ZEALAND BANKI 02.3638 03/07/2019 0.00%
AUSTRALIA & NEW ZEALAND BANKI 05253CMH6 DCP 12/17/2018 0.00%
AUSTRALIA & NEW ZEALAND BANKING GRP LTD -2.42025 10/16/2018 0.00%
AUSTRALIAN DOLLAR ACCOUNT 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
AUTONATION INC. 05.5000 02/01/2020 0.00%
AVAYA HOLDINGS CORP 0.00%
AVAYA TLB L+425 06.4084 12/15/2024 0.00%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.00%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.00%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.00%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BANK OF AMERICA CORP 2.49025 10/03/2018 0.00%
BANK OF AMERICA NA 02.3784 01/16/2019 0.00%
BANK OF AMERICA NA 02.5000 04/04/2019 0.00%
BANK OF MONTREAL CHICAGO 02.4858 02/25/2019 0.00%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.00%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.00%
BANK OF NOVA SCOTIA USD 02.0500 10/30/2018 0.00%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.00%
BANK OF NOVA SCOTIA USD 02.4500 03/22/2021 0.00%
BARCLAYS BANK PLC CCP 06742QNT5 DCP 10/29/2018 0.00%
BARCLAYS BANK, PLC 06742QPT3 DCP 10/12/2018 0.00%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.00%
BAUSCH HLTH COS INC P/P 144A 05.8750 05/15/2023 0.00%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.00%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.00%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.00%
BAUSCH HLTH COS INC P/P 144A 08.5000 01/31/2027 0.00%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.00%
BAUSCH HLTH COS INC P/P 144A 09.2500 04/01/2026 0.00%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.00%
BB&T CORP 0.00%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.00%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.00%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.00%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.00%
BEDFORD ROW FUNDING CORP 07644BPM8 DCP 02/21/2019 0.00%
BEDFORD ROW FUNDING CORP 2.31025 11/05/2018 0.00%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.00%
BERKSHIRE HATHAWAY INC-CL B 0.00%
BERRY GLOBAL INC 05.1250 07/15/2023 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.00%
BGC PARTNERS INC 05.1250 05/27/2021 0.00%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.00%
BIOGEN INC 03.6250 09/15/2022 0.00%
BIOSCRIP INC 08.8750 02/15/2021 0.00%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.00%
BMIR 2018-2A M1B P/P 144A 03.5658 08/25/2028 0.00%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.00%
BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 0.00%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.00%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.00%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.00%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.00%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.00%
BOYD GAMING CORP 06.0000 08/15/2026 0.00%
BOYD GAMING CORP 06.3750 04/01/2026 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
BOYNE USA INC P/P 144A 07.2500 05/01/2025 0.00%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.00%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.00%
BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 0.00%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.00%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.00%
BRAND ENERGY TL L+425 06.5956 06/21/2024 0.00%
BRAZILIAN REAL CALL ACCOUNT 0.00%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.00%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.00%
BRIGHT HORIZONS FAMILY SOLUT 0.00%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.00%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.00%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.00%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.00%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 10/17/2018 BANKAM 0.00%
CAD/USD 10/17/2018 CITI 0.00%
CAD/USD 10/17/2018 GSFX 0.00%
CAD/USD 10/17/2018 JPMCB 0.00%
CAD/USD 10/17/2018 SSBT 0.00%
CAESARS ENTERTAINMENT CORP 0.00%
CALIFORNIA RESOURC TL L+475 06.9622 11/17/2022 0.00%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.00%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CALPINE CORPORATION 05.7500 01/15/2025 0.00%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.00%
CANADIAN IMP BK COMM NY 02.4822 12/28/2018 0.00%
CANADIAN IMP BK COMM NY 02.4860 08/01/2019 0.00%
CANADIAN IMPERIAL BANK OF COM 2.31025 11/05/2018 0.00%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.00%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.00%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.00%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.00%
CAS 2014-C03 2M2 05.1158 07/25/2024 0.00%
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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 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 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 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.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.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.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 CS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 CS 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 GS 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 GS 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 ML 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 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 CG 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 CG 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 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 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 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC 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 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 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
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CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
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CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
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DEERE & COMPANY 02.6000 06/08/2022 0.00%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.00%
DELTA MERGER SUB P/P 144A 06.0000 09/15/2026 0.00%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.00%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.00%
DENBURY RESOURCES P/P 144A 07.5000 02/15/2024 0.00%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.00%
DIAGEO INVESTMENT CORP 08.0000 09/15/2022 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 05.8750 06/15/2021 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.00%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.00%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.00%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.00%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.00%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.00%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.00%
DIGITAL DELTA HLDG 03.4000 10/01/2020 0.00%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.00%
DISH DBS CORP 05.8750 11/15/2024 0.00%
DISH NETWORK CV 03.3750 08/15/2026 0.00%
DKK/USD 12/19/2018 CITI 0.00%
DNB BANK ASA - 03/14/2019 02.2626 03/14/2019 0.00%
DNB BANK ASA - 12/21/2018 02.3038 12/21/2018 0.00%
DNB BANK ASA 2332K1KX7 DCP 10/31/2018 0.00%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.00%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.00%
DUKE ENERGY CORP 03.1500 08/15/2027 0.00%
E. I. DU PONT DE NEMOUR 03.6250 01/15/2021 0.00%
EAGLECLAW MID TL L+425 06.3259 06/30/2024 0.00%
ECOLAB INC 02.7000 11/01/2026 0.00%
ECOLAB INC 03.2500 12/01/2027 0.00%
EGYPTIAN POUND CALL ACCOUNT 0.00%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 0.00%
EMERA US FINANCE LP 03.5500 06/15/2026 0.00%
EMLT 2004-1 M2 03.6408 01/25/2034 0.00%
ENBRIDGE INC USD 04.2500 12/01/2026 0.00%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.00%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.00%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.00%
ENERGIZER GAMM P/P 144A 06.3750 07/15/2026 0.00%
ENERGY TRANSFER EQUITY 05.5000 06/01/2027 0.00%
ENERGY TRANSFER PARTNERS 05.2000 02/01/2022 0.00%
ENERGY TRANSFER PARTNERS 06.1250 12/15/2045 0.00%
ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 0.00%
ENSCO PLC USD 07.7500 02/01/2026 0.00%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.00%
EOG RESOURCES INC 02.6250 03/15/2023 0.00%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.00%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.00%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.00%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.00%
EPR PROPERTIES 05.7500 CUM CV PFD 0.00%
EQT CORP 03.9000 10/01/2027 0.00%
EQUINIX INC 05.3750 05/15/2027 0.00%
EQUINOR ASA USD 02.9000 11/08/2020 0.00%
EQUINOR ASA USD 05.1000 08/17/2040 0.00%
EQUITY COMMONWEALTH 0.00%
ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 0.00%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.00%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.00%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.00%
EUR/USD 12/19/2018 BCAP-FX 0.00%
EUR/USD 12/19/2018 CITI 0.00%
EUR/USD 12/19/2018 CSI-FX 0.00%
EUR/USD 12/19/2018 GSFX 0.00%
EUR/USD 12/19/2018 HSBCB 0.00%
EUR/USD 12/19/2018 JPMCB 0.00%
EUR/USD 12/19/2018 RBSF 0.00%
EUR/USD 12/19/2018 SSBT 0.00%
EUR/USD 12/19/2018 UBS 0.00%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.00%
EXPORT DEVELOPMENT CANADA 30215HPB0 DCP 02/11/2019 0.00%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.00%
FAIRWAY FINANCE CO LLC 30601WK99 DCP 10/09/2018 0.00%
FAIRWAY FINANCE CO LLC 30601WKN8 DCP 10/22/2018 0.00%
FEDEX CORP 02.6250 08/01/2022 0.00%
FHR 3829 AS IO 04.7916 03/15/2041 0.00%
FHR 4096 MI IO 04.0000 01/15/2042 0.00%
FHR 4546 PI IO 04.0000 12/15/2045 0.00%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.00%
FIDELITY NATIONAL INFORM 05.0000 10/15/2025 0.00%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.00%
FIN & RISK US HOLD P/P 144A 06.2500 05/15/2026 0.00%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.00%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.00%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.00%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.00%
FIRSTENERGY CORP 03.9000 07/15/2027 0.00%
FIRSTENERGY CORP 04.8500 07/15/2047 0.00%
FISERV INC 04.2000 10/01/2028 0.00%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.00%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 0.00%
FNMA FN30 AS7003 03.0000 04/01/2046 0.00%
FNMA FN30 AS7154 03.0000 05/01/2046 0.00%
FNMA FN30 BC2733 03.0000 05/01/2046 0.00%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.00%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.00%
FORTERRA TL L+300 05.0759 10/25/2023 0.00%
FRAC TECH INTL TLB L+475 06.8259 04/16/2021 0.00%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.00%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.00%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.00%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.00%
FRONTIER COMM 10.5000 09/15/2022 0.00%
FRONTIER COMM 11.0000 09/15/2025 0.00%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.00%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.00%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.00%
GATES GLOBAL TLB L+275 05.0844 03/31/2024 0.00%
GBP/USD 12/19/2018 BANKAM 0.00%
GBP/USD 12/19/2018 BCAP-FX 0.00%
GBP/USD 12/19/2018 CITI 0.00%
GBP/USD 12/19/2018 GSFX 0.00%
GBP/USD 12/19/2018 HSBCB 0.00%
GBP/USD 12/19/2018 JPMCB 0.00%
GBP/USD 12/19/2018 SSBT 0.00%
GBP/USD 12/19/2018 UBS 0.00%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.00%
GE CAPITAL INTL FUNDING USD 03.3730 11/15/2025 0.00%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.00%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.00%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.00%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.00%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.00%
GENON ENERGY INC. 09.8750 10/15/2020 0.00%
GFL ENVIRONMENTAL DD L+275 05.1050 05/31/2025 0.00%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.00%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.00%
GFL ENVIRONMENTAL TLB L+275 05.1050 05/31/2025 0.00%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.00%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.00%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.00%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.00%
GMAC CAPITAL TRUST I PCT 08.0987 0.00%
GNMA GII30 AW8447 04.3200 05/20/2067 0.00%
GNMA GII30 AY4779 04.5070 03/20/2067 0.00%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.00%
GNR 2011-135 DI IO 05.0000 04/16/2040 0.00%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.00%
GNR 2013-99 AS IO 03.8848 06/20/2043 0.00%
GNR 2013-99 VS IO 03.9416 07/16/2043 0.00%
GNR 2014-116 IL IO 04.0000 08/20/2044 0.00%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.00%
GNR 2015-H25 BI IO 01.5389 10/20/2065 0.00%
GNR 2015-H26 EI IO 01.7196 10/20/2065 0.00%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.00%
GNR 2016-135 PI IO 04.0000 05/20/2046 0.00%
GNR 2016-H16 EI IO 02.2059 06/20/2066 0.00%
GNR 2017-123 JI IO 04.0000 08/20/2046 0.00%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.00%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.00%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.00%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.00%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.00%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.00%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.00%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.00%
GREAT LAKES D&D 08.0000 05/15/2022 0.00%
GSMS 2011-GC3 C P/P 144A 05.8253 03/10/2044 0.00%
GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 0.00%
GSMS 2013-GC13 AS P/P 144A 04.2177 07/10/2046 0.00%
GSMS 2014-GC18 C 05.1079 01/10/2047 0.00%
GSMS 2014-GC24 XA IO 00.9455 09/10/2047 0.00%
GSMS 2015-GC30 XA IO 01.0005 05/10/2050 0.00%
HALCON RESOURCES CORP 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
HALFMOON PARENT INC P/P 144A 03.7500 07/15/2023 0.00%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.00%
HCA INC 04.7500 05/01/2023 0.00%
HCA INC 05.2500 06/15/2026 0.00%
HCA INC 05.5000 06/15/2047 0.00%
HCA INC 06.5000 02/15/2020 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HESS CORP 07.3000 08/15/2031 0.00%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.00%
HKD/USD 11/19/2018 BANKAM 0.00%
HKD/USD 11/19/2018 BCAP-FX 0.00%
HMBT 2004-2 A1 02.9558 12/25/2034 0.00%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.00%
HOME DEPOT INC 02.6250 06/01/2022 0.00%
HONEYWELL INTERNATIONAL 04.2500 03/01/2021 0.00%
HONEYWELL INTL 03.8120 11/21/2047 0.00%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.00%
HSBC BANK PLC - 11/05/2018 2.29025 11/05/2018 0.00%
HSBC USA INC - 07/05/2019 02.4338 07/05/2019 0.00%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.00%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.00%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.00%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.00%
HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 0.00%
HUSKY TLB L+300 05.2018 03/28/2025 0.00%
HYATT HOTELS CORP 04.8500 03/15/2026 0.00%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.00%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.00%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.00%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.00%
IDR/USD 12/19/2018 HSBCB 0.00%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.00%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.00%
IMM 2004-6 1A2 02.9958 10/25/2034 0.00%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.00%
INDIAN RUPEE CALL ACCOUNT 0.00%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.00%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.00%
INFOR US INC 06.5000 05/15/2022 0.00%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.00%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.00%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.00%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.00%
INTERCONTINENTAL EXCHANGE IN 0.00%
INTERNATIONAL BUSINESS MACHIN 45920GMK9 DCP 12/19/2018 0.00%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.00%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.00%
INTUITIVE SURGICAL INC 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 JP 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 BC 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.FN30.400.13 R USL1M P 01/12/44 JP 0.00%
IOS.FN30.500.09 P USL1M R 01/12/40 BC 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.00%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.00%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.00%
IRON MOUNTAIN US HLD P/P 144A 05.3750 06/01/2026 0.00%
ISTAR INC 05.2500 09/15/2022 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
ITRON INC P/P 144A 05.0000 01/15/2026 0.00%
IVORY COAST REGS 06.1250 06/15/2033 0.00%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.00%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.00%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
JAGGED PEAK ENERGY P/P 144A 05.8750 05/01/2026 0.00%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.00%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.00%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.00%
JO-ANN STORES 2NDL L+925 11.6038 05/21/2024 0.00%
JO-ANN STORES TL L+500 07.5094 10/16/2023 0.00%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.00%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.00%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.00%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.00%
JPMBB 2013-C12 XA IO 00.6333 07/15/2045 0.00%
JPMBB 2013-C15 B 04.9267 11/15/2045 0.00%
JPMBB 2013-C17 XA IO 00.9627 01/15/2047 0.00%
JPMBB 2014-C19 XA IO 01.2775 04/15/2047 0.00%
JPMBB 2014-C22 C 04.7100 09/15/2047 0.00%
JPMCC 2012-C6 E P/P 144A 05.3117 05/15/2045 0.00%
JPMCC 2013-LC11 C 03.9582 04/15/2046 0.00%
JPMCC 2013-LC11 X IO 01.4127 04/15/2046 0.00%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.00%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.00%
JPY/USD 11/19/2018 BANKAM 0.00%
JPY/USD 11/19/2018 BCAP-FX 0.00%
JPY/USD 11/19/2018 CITI 0.00%
JPY/USD 11/19/2018 CSI-FX 0.00%
JPY/USD 11/19/2018 GSFX 0.00%
JPY/USD 11/19/2018 HSBCB 0.00%
JPY/USD 11/19/2018 JPMCB 0.00%
JPY/USD 11/19/2018 RBSF 0.00%
JPY/USD 11/19/2018 SSBT 0.00%
JPY/USD 11/19/2018 UBS 0.00%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 0.00%
KEANE GROUP TLB L+375 06.0794 05/25/2025 0.00%
KEYCORP 02.3000 12/13/2018 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.00%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.00%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.00%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.00%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.00%
KINDER MORGAN INC 03.1500 01/15/2023 0.00%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.00%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.00%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.00%
KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 0.00%
KOREAN WON CALL ACCOUNT 0.00%
KRAFT HEINZ FOODS CO 03.1605 08/10/2022 0.00%
KRAFT HEINZ FOODS CO 04.3750 06/01/2046 0.00%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.00%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.00%
LBMLT 2004-5 A5 02.7758 09/25/2034 0.00%
LBUBS 2006-C6 XCL IO P/P 144A 00.7710 09/15/2039 0.00%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.00%
LENNAR CORP 04.7500 11/15/2022 0.00%
LENNAR CORP 05.8750 11/15/2024 0.00%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.00%
LIBERTY EXPEDIA HOLD-A 0.00%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.00%
LIBERTY STREET FUNDING LLC 53127UKA7 DCP 10/10/2018 0.00%
LIBERTY STREET FUNDING LLC 53127UL16 DCP 11/01/2018 0.00%
LIBERTY STREET FUNDING LLC 53127UM72 DCP 12/07/2018 0.00%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.00%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.00%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.00%
LLOYDS BANK PLC 02.3638 12/07/2018 0.00%
LLOYDS BANK PLC 53943SLM7 DCP 11/21/2018 0.00%
LNSTR 2015-3 B P/P 144A 03.2171 04/20/2048 0.00%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.00%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.00%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.00%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.00%
MANHATTAN ASSET FUNDING CO LL 56274MKK7 DCP 10/19/2018 0.00%
MARATHON PETRO CORP 06.5000 03/01/2041 0.00%
MARRIOTT INTERNATIONAL -CL A 0.00%
MASTEC INC 04.8750 03/15/2023 0.00%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.00%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.00%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 BC 0.00%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.00%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.00%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MERCER INTL INC USD 05.5000 01/15/2026 0.00%
MERCER INTL INC USD 06.5000 02/01/2024 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
MERCK & CO INC 01.8500 02/10/2020 0.00%
MERCK & CO INC 03.7000 02/10/2045 0.00%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.00%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
METLIFE SHORT TERM FUNDING LL 59157ULE8 DCP 11/14/2018 0.00%
METLIFE SHORT TERM FUNDING LL 59157ULL2 DCP 11/20/2018 0.00%
METLIFE SHORT TERM FUNDING LL 59157ULW8 DCP 11/30/2018 0.00%
METTLER-TOLEDO INTERNATIONAL 0.00%
MFA FINANCIAL INC 0.00%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.00%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.00%
MGM RESORTS INTL 06.6250 12/15/2021 0.00%
MGM RESORTS INTL 08.6250 02/01/2019 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MHL 2005-1 1M1 02.9358 02/25/2035 0.00%
MICROSOFT CORP 02.4000 08/08/2026 0.00%
MICROSOFT CORP 03.3000 02/06/2027 0.00%
MICROSOFT CORP 04.2000 06/01/2019 0.00%
MICROSOFT CORP 05.3000 02/08/2041 0.00%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.00%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.00%
MITSUBISHI UFJ TRUST & BANKIN 02.2600 11/13/2018 0.00%
MIZUHO BANK LTD/NY 02.2738 12/03/2018 0.00%
MLMI 2005-A2 A2 03.5386 02/25/2035 0.00%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.00%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.00%
MORGAN STANLEY 02.6500 01/27/2020 0.00%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.00%
MSAC 2004-HE6 M1 03.0408 08/25/2034 0.00%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.00%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.00%
MSBAM 2013-C10 D P/P 144A 04.2185 07/15/2046 0.00%
MSBAM 2013-C7 C 04.2546 02/15/2046 0.00%
MSBAM 2013-C8 B 03.6970 12/15/2048 0.00%
MSBAM 2014-C17 C 04.6136 08/15/2047 0.00%
MSBAM 2014-C17 XA IO 01.3487 08/15/2047 0.00%
MSC 2011-C3 D P/P 144A 05.3257 07/15/2049 0.00%
MSC 2012-C4 C P/P 144A 05.6008 03/15/2045 0.00%
MSC 2012-C4 D P/P 144A 05.6008 03/15/2045 0.00%
MSC 2012-C4 XA IO P/P 144A 02.2677 03/15/2045 0.00%
MWO HOLDINGS LLC 0.00%
NABORS IND INC 05.7500 02/01/2025 0.00%
NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.00%
NATIONAL AUSTRALIA BANK LTD 02.3338 08/02/2019 0.00%
NATIONAL AUSTRALIA BANK LTD 02.3438 04/11/2019 0.00%
NATIONAL AUSTRALIA BANK LTD 63254FL54 DCP 11/05/2018 0.00%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.00%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.00%
NATIONAL BANK OF CANADA - 2.34025 01/18/2019 0.00%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.00%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.00%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.00%
NATIONWIDE BUILDING SOCIETY 6385E1MH1 DCP 12/17/2018 0.00%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.00%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.00%
NCHET 2003-4 M1 03.3408 10/25/2033 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.00%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.00%
NEIMAN MARCUS TL L+325 05.3703 10/25/2020 0.00%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.00%
NETFLIX INC P/P 144A 05.8750 11/15/2028 0.00%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.00%
NEVADA POWER CO 07.1250 03/15/2019 0.00%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.00%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.00%
NEWELL BRANDS INC 04.2000 04/01/2026 0.00%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.00%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.00%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.00%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.00%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.00%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.00%
NINE POINT ENERGY CNV PRF 0.00%
NINE POINT ENERGY COM 0.00%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.00%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.00%
NOK/USD 12/19/2018 BCAP-FX 0.00%
NOK/USD 12/19/2018 JPMCB 0.00%
NOK/USD 12/19/2018 RBSF 0.00%
NOK/USD 12/19/2018 SSBT 0.00%
NOK/USD 12/19/2018 UBS 0.00%
NORDEA BANK AB NEW YORK 02.3819 05/21/2019 0.00%
NORDEA BANK AB NEW YORK 02.5344 03/14/2019 0.00%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.00%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.00%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.00%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.00%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.00%
NRG ENERGY INC 06.6250 01/15/2027 0.00%
NRG ENERGY INC 07.2500 05/15/2026 0.00%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.00%
NRW BANK 62939MKB2 DCP 10/11/2018 0.00%
NRW BANK 62939MM46 DCP 12/04/2018 0.00%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.00%
NUTRIEN LTD USD 04.1250 03/15/2035 0.00%
NUTRIEN LTD USD 05.2500 01/15/2045 0.00%
NZD/USD 10/17/2018 CSI-FX 0.00%
NZD/USD 10/17/2018 GSFX 0.00%
NZD/USD 10/17/2018 JPMCB 0.00%
NZD/USD 10/17/2018 RBSF 0.00%
NZD/USD 10/17/2018 SSBT 0.00%
NZD/USD 10/17/2018 UBS 0.00%
NZD/USD 10/17/2018 WPAC 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.00%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.00%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.00%
OLD LINE FUNDING LLC 67984XEJ1 DCP 12/13/2018 0.00%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.00%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.00%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.00%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.00%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.00%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.00%
ORACLE CORP 02.5000 10/15/2022 0.00%
ORACLE CORP 02.6500 07/15/2026 0.00%
ORACLE CORP 03.2500 11/15/2027 0.00%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.00%
ORTHO-CLINICAL TLB L+325 06/01/2025 0.00%
ORYX TLB L+325 05.2672 02/28/2025 0.00%
OSHKOSH CORP 04.6000 05/15/2028 0.00%
OSHKOSH CORP 05.3750 03/01/2025 0.00%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.00%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.00%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.00%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.00%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.00%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.00%
PEPSICO INC 03.4500 10/06/2046 0.00%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.00%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.00%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.00%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.00%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.00%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.00%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.00%
PETROLEOS MEXICANOS USD 03.5000 01/30/2023 0.00%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.00%
PETROLEOS MEXICANOS USD 04.8750 01/24/2022 0.00%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.00%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.00%
PFIZER INC 03.0000 12/15/2026 0.00%
PIEDMONT OFFICE REALTY TRU-A 0.00%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 0.00%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.00%
PLATFORM SPECIALTY P/P 144A 06.5000 02/01/2022 0.00%
PNC BANK NA 02.0000 05/19/2020 0.00%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.00%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.00%
PQ CORP P/P 144A 05.7500 12/15/2025 0.00%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.00%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.00%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.00%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.00%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.00%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.00%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.00%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.00%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.00%
PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 0.00%
PULTEGROUP INC 05.5000 03/01/2026 0.00%
PULTEGROUP INC. 07.8750 06/15/2032 0.00%
QORVO INC P/P 144A 05.5000 07/15/2026 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
QVC INC 04.4500 02/15/2025 0.00%
QVC INC 04.8500 04/01/2024 0.00%
RABOBANK NEDERLAND NV NY 02.2900 12/17/2018 0.00%
RACKSPACE HOSTING INC L+300 05.3482 11/03/2023 0.00%
RANGE RESOURCES CORP 05.0000 03/15/2023 0.00%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.00%
RAYTHEON COMPANY 04.8750 10/15/2040 0.00%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REGENCY MARKETS NO. 1 LLC 7588R1K95 DCP 10/09/2018 0.00%
REGENCY MARKETS NO. 1 LLC 7588R1KB0 DCP 10/11/2018 0.00%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.00%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.00%
REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 0.00%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.00%
REVLON CONS TLB L+350 05.8103 09/07/2023 0.00%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.00%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.00%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.00%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.00%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.00%
ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
ROYAL BANK OF CANADA NY 02.3505 12/07/2018 0.00%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.00%
ROYAL BANK OF CANADA/NEW YORK 02.4700 03/01/2019 0.00%
ROYAL BK SCOTLND GRP PLC USD 04.8000 04/05/2026 0.00%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.00%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.00%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.00%
S&P GLOBAL INC 04.4000 02/15/2026 0.00%
S&P MID 400 EMINI DEC18 FAZ8 0.00%
S&P500 EMINI FUT DEC18 ESZ8 0.00%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.00%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.00%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.00%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.00%
SALESFORCE.COM INC 03.7000 04/11/2028 0.00%
SANDRIDGE ENERGY INC 0.00%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.00%
SCOTTS MIRACLE-GRO CO 0.00%
SEK/USD 12/19/2018 BANKAM 0.00%
SEK/USD 12/19/2018 CITI 0.00%
SEK/USD 12/19/2018 CSI-FX 0.00%
SEK/USD 12/19/2018 GSFX 0.00%
SEK/USD 12/19/2018 HSBCB 0.00%
SEK/USD 12/19/2018 JPMCB 0.00%
SEK/USD 12/19/2018 RBSF 0.00%
SEK/USD 12/19/2018 SSBT 0.00%
SEK/USD 12/19/2018 UBS 0.00%
SERVICE CORP INTL 04.6250 12/15/2027 0.00%
SERVICE CORP INTL 05.3750 01/15/2022 0.00%
SERVICE CORP INTL 05.3750 05/15/2024 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SESI LLC 07.7500 09/15/2024 0.00%
SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 0.00%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.00%
SGD/USD 11/19/2018 JPMCB 0.00%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.00%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.00%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.00%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.00%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.00%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.00%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.00%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.00%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.00%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.00%
SKANDINAV ENSKILDA BK NY 02.4884 10/17/2018 0.00%
SKANDINAV ENSKILDA BK NY USD 02.2403 03/06/2019 0.00%
SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 0.00%
SM ENERGY CO 05.0000 01/15/2024 0.00%
SM ENERGY CO 06.1250 11/15/2022 0.00%
SM ENERGY CO 06.6250 01/15/2027 0.00%
SM ENERGY CO 06.7500 09/15/2026 0.00%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.00%
SOCIETE GENERALE SA 83369CKX1 DCP 10/31/2018 0.00%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.00%
SOUTH AFRICAN RAND CALL ACCOUNT 0.00%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.00%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.00%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.00%
SPIRIT MTA REIT 0.00%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.00%
SPRINGLEAF FINANCE CORP 06.1250 05/15/2022 0.00%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.00%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.00%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
SPRINT CORP 07.1250 06/15/2024 0.00%
SPRINT CORP 07.2500 09/15/2021 0.00%
SPRINT CORP 07.8750 09/15/2023 0.00%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.00%
STACR 2014-DN4 M3 06.7658 10/25/2024 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.00%
STARWOOD PROP TR 04.7500 03/15/2025 0.00%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.00%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.00%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.00%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.00%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.00%
SUMITOMO MITSUI BANK NY 02.3426 11/09/2018 0.00%
SVENSKA HANDELSBANKEN NY 02.4038 02/04/2019 0.00%
SVENSKA HANDELSBANKEN NY 02.4126 07/08/2019 0.00%
SWEDBANK (NEW YORK) 02.3203 11/06/2018 0.00%
SWEDBANK AB 87019SLG7 DCP 11/16/2018 0.00%
SWISS FRANC CALL ACCOUNT 0.00%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.00%
T-MOBILE USA INC 04.5000 02/01/2026 0.00%
T-MOBILE USA INC 04.7500 02/01/2028 0.00%
T-MOBILE USA INC 05.3750 04/15/2027 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC 06.3750 03/01/2025 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.00%
TARGA RES PRTNRS 05.3750 02/01/2027 0.00%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.00%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.00%
TENET HEALTHCARE 06.0000 10/01/2020 0.00%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.00%
TENNANT CO 05.6250 05/01/2025 0.00%
TENNECO INC 05.3750 12/15/2024 0.00%
TERVITA CORP 0.00%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THE AES CORPORATION 04.8750 05/15/2023 0.00%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.00%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.00%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.00%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.00%
THUNDER BAY FUNDING LLC 88603GKF6 DCP 11/27/2018 0.00%
THUNDER BAY FUNDING LLC 88603GKH2 DCP 12/03/2018 0.00%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.00%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.00%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.00%
TOLEDO EDISON COMPANY 07.2500 05/01/2020 0.00%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.00%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.00%
TORONTO-DOMINION BANK/THE 2.34025 01/11/2019 0.00%
TORONTO-DOMINION BANK/THE 2.36025 02/08/2019 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TOYOTA MOTOR CREDIT CORP 02.0000 10/24/2018 0.00%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.00%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.00%
TRANSDIGM INC 06.3750 06/15/2026 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSDIGM INC 06.5000 07/15/2024 0.00%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.00%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.00%
TREASURY BILL 00.0000 11/23/2018 0.00%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.00%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.00%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.00%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
TRONOX INC P/P 144A 06.5000 04/15/2026 0.00%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.00%
TXU TCEH RIGHTS 0.00%
UAE DIRHAM CALL ACCOUNT 0.00%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.00%
UBS AG/LONDON - 04/25/2019 02.3236 04/25/2019 0.00%
UBS AG/LONDON - 11/13/2018 02.4138 11/13/2018 0.00%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.00%
UBSBB 2012-C2 D P/P 144A 05.0497 05/10/2063 0.00%
UBSBB 2012-C3 C P/P 144A 05.2094 08/10/2049 0.00%
UBSBB 2012-C4 XA IO P/P 144A 01.7920 12/10/2045 0.00%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.00%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.00%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.00%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.00%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.00%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.00%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.00%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.00%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.00%
UNIVISION TLC5 L+275 04.8259 03/15/2024 0.00%
US 10YR NOTE (CBT)DEC18 TYZ8 0.00%
US 2YR NOTE (CBT) DEC18 TUZ8 0.00%
US 5YR NOTE (CBT) DEC18 FVZ8 0.00%
US BANK NA/CINCINNATI OH 02.2173 05/13/2019 0.00%
US BANK NA/CINCINNATI OH 02.2538 07/03/2019 0.00%
US CONCRETE INC 06.3750 06/01/2024 0.00%
US LONG BOND(CBT) DEC18 USZ8 0.00%
US TREASURY FRN 02.2351 07/31/2020 0.00%
US ULTRA BOND CBT DEC18 WNZ8 0.00%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.00%
USD/CNH CALL 7.20 20190404 GSFX 0.00%
USG CORP P/P 144A 04.8750 06/01/2027 0.00%
USG CORP P/P 144A 05.5000 03/01/2025 0.00%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.00%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.00%
VERIZON COMMUNICATIONS 04.1250 03/16/2027 0.00%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.00%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.00%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.00%
VIACOM INC 04.5000 03/01/2021 0.00%
VICTORY RECEIVABLES CORP 92646LK90 DCP 10/09/2018 0.00%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.00%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.00%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.00%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.00%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.00%
VMWARE INC 03.9000 08/21/2027 0.00%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.00%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.00%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.00%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.00%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.00%
WALT DISNEY COMPANY/THE 02.7500 08/16/2021 0.00%
WAMU 2004-AR13 A1A 02.9358 11/25/2034 0.00%
WAMU 2004-AR13 A1B2 03.1958 11/25/2034 0.00%
WAMU 2004-AR13 A2B 03.0958 11/25/2034 0.00%
WAMU 2005-AR1 A1B 02.9958 01/25/2045 0.00%
WAMU 2005-AR1 A2A1 02.8958 01/25/2045 0.00%
WAMU 2005-AR1 A2A3 03.0158 01/25/2045 0.00%
WAMU 2005-AR13 A1B3 02.5758 10/25/2045 0.00%
WAMU 2005-AR19 A1A2 02.5058 12/25/2045 0.00%
WAMU 2005-AR2 1A1A 02.5458 01/25/2045 0.00%
WAMU 2005-AR2 1A1B 02.6058 01/25/2045 0.00%
WAMU 2005-AR2 2A1B 02.5858 01/25/2045 0.00%
WAMU 2005-AR2 2A2B 02.5958 01/25/2045 0.00%
WAMU 2005-AR8 2A1A 02.7958 07/25/2045 0.00%
WAMU 2005-AR8 2AB3 02.9358 07/25/2045 0.00%
WAMU 2006-AR4 1A1A 02.6867 05/25/2046 0.00%
WARNER MEDIA LLC 02.9500 07/15/2026 0.00%
WARNER MEDIA LLC 03.8000 02/15/2027 0.00%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.00%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.00%
WBCMT 2005-C21 D 05.4168 10/15/2044 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.00%
WEATHERFORD INTL LLC P/P 144A 09.8750 03/01/2025 0.00%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.00%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.00%
WELLS FARGO BANK NA 02.3784 11/15/2018 0.00%
WELLS FARGO BANK NA 02.4084 11/16/2018 0.00%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.00%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.00%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.00%
WESTPAC BANKING CORP 2.32025 01/03/2019 0.00%
WESTPAC BANKING CORP NY 02.4395 03/05/2019 0.00%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.00%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.00%
WESTROCK MWV LLC 07.9500 02/15/2031 0.00%
WESTROCK MWV LLC 08.2000 01/15/2030 0.00%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.00%
WEYERHAEUSER CO 07.3750 03/15/2032 0.00%
WFCM 2013-LC12 AS 04.4226 07/15/2046 0.00%
WFCM 2013-LC12 C 04.4226 07/15/2046 0.00%
WFCM 2016-LC25 XA IO 01.2206 12/15/2059 0.00%
WFMBS 2005-AR10 1A2 04.2889 06/25/2035 0.00%
WFMBS 2005-AR8 1A2 04.2605 06/25/2035 0.00%
WFRBS 2011-C3 D P/P 144A 05.8645 03/15/2044 0.00%
WFRBS 2011-C4 E P/P 144A 05.3975 06/15/2044 0.00%
WFRBS 2011-C5 E P/P 144A 05.8616 11/15/2044 0.00%
WFRBS 2012-C10 AS 03.2410 12/15/2045 0.00%
WFRBS 2012-C10 D P/P 144A 04.5903 12/15/2045 0.00%
WFRBS 2012-C10 XA IO P/P 144A 01.7164 12/15/2045 0.00%
WFRBS 2012-C8 AS 03.6600 08/15/2045 0.00%
WFRBS 2012-C9 AS 03.3880 11/15/2045 0.00%
WFRBS 2012-C9 XA IO P/P 144A 02.0476 11/15/2045 0.00%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.00%
WFRBS 2013-C15 D P/P 144A 04.6207 08/15/2046 0.00%
WFRBS 2013-C16 AS 04.6680 09/15/2046 0.00%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.00%
WFRBS 2013-UBS1 AS 04.3060 03/15/2046 0.00%
WFRBS 2014-C19 AS 04.2710 03/15/2047 0.00%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.00%
WILEY (JOHN) & SONS-CLASS A 0.00%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.00%
WINDSTREAM SRVC / P/P 144A 09.0000 06/30/2025 0.00%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.00%
WP CAREY INC 04.6000 04/01/2024 0.00%
WPX ENERGY INC 05.7500 06/01/2026 0.00%
WPX ENERGY INC 06.0000 01/15/2022 0.00%
WPX ENERGY INC 08.2500 08/01/2023 0.00%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.00%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.00%
WYNDHAM DESTINATIONS INC 05.7500 04/01/2027 0.00%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.00%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.00%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.00%
ZOETIS INC 03.9000 08/20/2028 0.00%
CDX CDX.NA.HY.31 500.0 12/20/2023 -0.01%
MEXICAN PESO CALL ACCOUNT -0.01%
RU10INTR P US0003M R 11/27/18 CI -0.01%
FNMA FN30 TBA 03.0000 10/01/2048 -0.03%
POUND STERLING CALL ACCOUNT -0.03%
EMIN RUSSELL 2000 DEC18 RTYZ8 -0.07%

Prior top holdings

Top holdings as of 10/31/18
Putnam Retirement Advantage GAA All Equities Trust 77.88%
Putnam Retirement Advantage GAA Growth Trust 21.67%
Putnam Retirement Advantage GAA Money Market Trust 0.50%
Top holdings as of 09/30/18
Putnam Retirement Advantage GAA All Equities Trust 78.26%
Putnam Retirement Advantage GAA Growth Trust 21.43%
Putnam Retirement Advantage GAA Money Market Trust 0.36%
Top holdings as of 08/31/18
Putnam Retirement Advantage GAA All Equities Trust 78.25%
Putnam Retirement Advantage GAA Growth Trust 21.40%
Putnam Retirement Advantage GAA Money Market Trust 0.40%
Top holdings as of 07/31/18
Putnam Retirement Advantage GAA All Equities Trust 78.18%
Putnam Retirement Advantage GAA Growth Trust 21.43%
Putnam Retirement Advantage GAA Money Market Trust 0.44%

Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value less when interest rates decline and decline in value more when interest rates rise. Money market options are not insured or guaranteed by the Federal Deposit Insurance Corporation (FDIC) or any other governmental agency. Although the funds seek to preserve the value of your investment at $1.00 per share, it is possible to lose money by investing in these funds. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivative 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. You can lose money by investing in the funds.

Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value less when interest rates decline and decline in value more when interest rates rise. Money market options are not insured or guaranteed by the Federal Deposit Insurance Corporation (FDIC) or any other governmental agency. Although the funds seek to preserve the value of your investment at $1.00 per share, it is possible to lose money by investing in these funds. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivative 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. You can lose money by investing in the funds.