|
10 YR TREASURIES FUTURE MAR 2010
|
|
14.73
|
|
10 YR TREASURIES FUTURE MAR 2010
|
|
-14.73
|
|
10 YR TREASURIES FUTURE MAR 2010
|
|
-0.01
|
|
2 YR TREASURIES FUTURE MAR 2010
|
|
4.75
|
|
2 YR TREASURIES FUTURE MAR 2010
|
|
-4.75
|
|
2 YR TREASURIES FUTURE MAR 2010
|
|
-0.01
|
|
30 YR TREASURIES FUTURE MAR 2010
|
|
2.04
|
|
30 YR TREASURIES FUTURE MAR 2010
|
|
-2.04
|
|
30 YR TREASURIES FUTURE MAR 2010
|
|
0.02
|
|
5 YR TREASURIES FUTURE MAR 2010
|
|
23.79
|
|
5 YR TREASURIES FUTURE MAR 2010
|
|
-23.79
|
|
5 YR TREASURIES FUTURE MAR 2010
|
|
0.19
|
|
ABBEY NATIONAL TREASURY 3.875 10NOV2014
|
|
0.16
|
|
ADOBE SYSTEMS INC 4.750 01FEB2020
|
|
0.15
|
|
AEGON NV NOTE 4.625 01DEC2015
|
|
0.20
|
|
AES CORP/THE 8.750 15MAY2013
|
|
0.20
|
|
AGILENT TECHNOLOGIES INC 5.500 14SEP2015
|
|
0.14
|
|
AIG SUNAMERICA GLOBAL FINANCIN NOTE 6.300 10MAY201
|
|
0.39
|
|
ALTRIA GROUP INC 9.250 06AUG2019
|
|
0.10
|
|
AMERICAN EXPRESS CREDIT CORP NOTE 7.300 20AUG2013
|
|
0.27
|
|
AMPHENOL CORP 4.750 15NOV2014
|
|
0.11
|
|
ANHEUSER-BUSCH INBEV WORLDWIDE NOTE 4.125 15JAN201
|
|
0.01
|
|
ANHEUSER-BUSCH INBEV WORLDWIDE NOTE 5.375 15NOV201
|
|
0.04
|
|
ANHEUSER-BUSCH INBEV WORLDWIDE NOTE 7.200 15JAN201
|
|
0.15
|
|
ARCELORMITTAL 9.850 01JUN2019
|
|
0.42
|
|
AT&T INC 8.000/8.000 15NOV2031
|
|
0.15
|
|
AT&T INC NOTE 6.300 15JAN2038
|
|
0.08
|
|
AVALONBAY COMMUNITIES INC 6.100 15MAR2020
|
|
0.16
|
|
BAE SYTM ASST TR NOTE 2001 1 G 6.664 15SEP2013
|
|
0.20
|
|
BANC OF AMERICA COMMERCIAL MOR 2007 4 A4 5.744241
|
|
0.78
|
|
BANK OF AMERICA CORP NOTE 7.625 01JUN2019
|
|
0.17
|
|
BARCLAYS BANK PLC NOTE 6.750 22MAY2019
|
|
0.28
|
|
BAT INTERNATIONAL FINANCE PLC 9.500 15NOV2018
|
|
0.20
|
|
BB&T CORP 6.850 30APR2019
|
|
0.16
|
|
BEAR STEARNS COS LLC/THE NOTE 7.250 01FEB2018
|
|
0.17
|
|
BIOGEN IDEC INC NOTE 6.875 01MAR2018
|
|
0.17
|
|
BOSTON PROPERTIES LP 5.875 15OCT2019
|
|
0.17
|
|
BOSTON SCIENTIFIC CORP NOTE 6.000 15JAN2020
|
|
0.12
|
|
BRAZILIAN GOVERNMENT INTL 6.000 17JAN2017
|
|
0.28
|
|
BROOKFIELD ASSET MANAGEMENT IN NOTE 5.800 25APR201
|
|
0.20
|
|
BUNGE LTD FINANCE CORP 8.500 15JUN2019
|
|
0.11
|
|
CA INC 5.375 01DEC2019
|
|
0.21
|
|
CALIFORNIA ST 5.950 01APR2016
|
|
0.57
|
|
CAPITAL ONE BANK USA NA 8.800 15JUL2019
|
|
0.24
|
|
CASE NEW HOLLAND INC 7.750 01SEP2013
|
|
0.11
|
|
CATLIN INSURANCE CO LTD NOTE 7.249 19JUL2049
|
|
0.15
|
|
CENTERPOINT ENERGY RESOURCES C 7.875 01APR2013
|
|
0.10
|
|
CENTERPOINT ENERGY RESOURCES C NOTE 6.250 01FEB203
|
|
0.09
|
|
CENTURYTEL INC 6.150 15SEP2019
|
|
0.06
|
|
CHESAPEAKE ENERGY CORP 6.875 15JAN2016
|
|
0.21
|
|
CHRYSLER FINANCIAL AUTO SECURI 2009 A A1 1.0115 15
|
|
0.16
|
|
CITIGROUP COMMERCIAL MORTGAGE 2006 C4 A3 5.729097
|
|
0.55
|
|
CITIGROUP COMMERCIAL MORTGAGE 2006 C5 A4 5.431 15O
|
|
0.43
|
|
CITIGROUP INC NOTE 8.500 22MAY2019
|
|
0.83
|
|
CMS ENERGY CORP 6.250 01FEB2020
|
|
0.29
|
|
COLORADO INTERSTATE GAS CO NOTE 6.800 15NOV2015
|
|
0.15
|
|
COMCAST CORP NOTE 5.700 15MAY2018
|
|
0.23
|
|
COMMERCIAL MORTGAGE PASS THROU 2007 C9 A4 5.81604
|
|
0.35
|
|
COMMONWEALTH BANK OF AUSTRALIA 5.000 15OCT2019
|
|
0.17
|
|
CONAGRA FOODS INC NOTE 8.250 15SEP2030
|
|
0.20
|
|
CONSTELLATION BRANDS INC 7.250 01SEP2016
|
|
0.07
|
|
COOPER US INC NOTE 5.250 15NOV2012
|
|
0.15
|
|
CORNING INC NOTE 6.625 15MAY2019
|
|
0.20
|
|
COX COMMUNICATIONS INC 8.375 01MAR2039
|
|
0.31
|
|
CREDIT SUISSE GROUP SWAP 0.000 23DEC2019
|
|
-6.21
|
|
CREDIT SUISSE GROUP SWAP 0.24875 23DEC2039
|
|
1.49
|
|
CREDIT SUISSE GROUP SWAP 4.386 23DEC2039
|
|
-1.48
|
|
CREDIT SUISSE GROUP SWAP 5.086 23DEC2019
|
|
6.21
|
|
CREDIT SUISSE NOTE 5.400 14JAN2020
|
|
0.06
|
|
CREDIT SUISSE USA INC 5.125 15AUG2015
|
|
0.17
|
|
CREDIT SUISSE/NEW YORK NY NOTE 6.000 15FEB2018
|
|
0.07
|
|
CRH AMERICA INC 6.000 30SEP2016
|
|
0.16
|
|
CSC HOLDINGS INC/UNITED STATES NOTE 7.625 15JUL201
|
|
0.13
|
|
CSX CORP 6.150 01MAY2037
|
|
0.06
|
|
CVS PASS-THROUGH TRUST NOTE 6.036 10DEC2028
|
|
0.16
|
|
CVS PASS-THROUGH TRUST NOTE 8.353 10JUL2031
|
|
0.21
|
|
Cash
|
CASH
|
0.00
|
|
Cash Investments
|
|
4.95
|
|
Cash Investments
|
|
-1.20
|
|
DAIMLER FINANCE NORTH AMERICA NOTE 7.300 15JAN2012
|
|
0.10
|
|
DELHAIZE AMERICA INC NOTE 9.000 15APR2031
|
|
0.15
|
|
DEUTSCHE BANK AG SWAP 0.000 15NOV2021
|
|
-2.76
|
|
DEUTSCHE BANK AG SWAP 4.11688 15NOV2021
|
|
2.59
|
|
DEUTSCHE BANK GROUP SWAP 0.000 01OCT2016
|
|
-20.55
|
|
DEUTSCHE BANK GROUP SWAP 0.000 03OCT2018
|
|
11.06
|
|
DEUTSCHE BANK GROUP SWAP 0.24938 11JAN2015
|
|
4.61
|
|
DEUTSCHE BANK GROUP SWAP 2.89754 11JAN2015
|
|
-4.67
|
|
DEUTSCHE BANK GROUP SWAP 4.400 01OCT2016
|
|
20.45
|
|
DEUTSCHE BANK GROUP SWAP 4.410 03OCT2018
|
|
-10.94
|
|
DEUTSCHE TELEKOM INTERNATIONAL 8.750/8.750 15JUN20
|
|
0.27
|
|
DIRECTV HOLDINGS LLC / DIRECTV 5.875 01OCT2019
|
|
0.08
|
|
DIRECTV HOLDINGS LLC / DIRECTV 7.625 15MAY2016
|
|
0.08
|
|
EL PASO CORP 8.250 15FEB2016
|
|
0.12
|
|
ENTERPRISE PRODUCTS OPERATING 5.250 31JAN2020
|
|
0.05
|
|
ENTERPRISE PRODUCTS OPERATING 6.500 31JAN2019
|
|
0.19
|
|
FARMERS EXCHANGE CAPITAL NOTE 7.050 15JUL2028
|
|
0.25
|
|
FARMERS INSURANCE EXCHANGE NOTE 8.625 01MAY2024
|
|
0.12
|
|
FBG FINANCE LTD NOTE 5.125 15JUN2015
|
|
0.16
|
|
FEDERAL NATIONAL MORTGAGE ASSO 4.375 15OCT2015
|
|
0.54
|
|
FEDERAL NATIONAL MORTGAGE ASSO NOTE 1.750 22FEB201
|
|
0.56
|
|
FEDERAL NATIONAL MORTGAGE ASSO NOTE WI 2.500 15MAY
|
|
0.94
|
|
FHLMC 191 IO 8.000 15JAN2028
|
|
0.00
|
|
FHLMC 1G1555 6.028 01FEB2037
|
|
0.24
|
|
FHLMC 1J1660 5.563 01MAY2037
|
|
0.60
|
|
FHLMC 206 IO 7.500 01DEC2029
|
|
0.00
|
|
FHLMC 215 IO 8.000 01JUN2031
|
|
0.00
|
|
FHLMC 4.875 13JUN2018
|
|
1.26
|
|
FHLMC 6.750 15MAR2031
|
|
0.46
|
|
FHLMC A64548 6.000 01AUG2037
|
|
0.09
|
|
FHLMC C70524 6.500 01SEP2032
|
|
0.08
|
|
FHLMC D94275 7.500 01JUN2020
|
|
0.03
|
|
FHLMC G04176 5.500 01MAY2038
|
|
1.95
|
|
FHLMC G05087 5.000 01JAN2037
|
|
2.29
|
|
FHLMC G05631 7.500 01MAY2035
|
|
0.11
|
|
FHLMC G05639 8.000 01AUG2032
|
|
0.06
|
|
FHLMC G05640 8.500 01AUG2031
|
|
0.07
|
|
FHLMC G08271 6.000 01MAY2038
|
|
0.13
|
|
FHLMC G13300 4.500 01MAY2023
|
|
0.78
|
|
FHLMC TBA 5.500 01FEB2040 FWD 11FEB2010
|
|
0.36
|
|
FIRSTENERGY SOLUTIONS CORP 6.050 15AUG2021
|
|
0.26
|
|
FNMA 070604 13.000 01OCT2015
|
|
0.00
|
|
FNMA 2003 32 UI 6.000 25MAY2033
|
|
0.03
|
|
FNMA 2003 64 JI 6.000 25JUL2033
|
|
0.02
|
|
FNMA 2003 71 TA 7.000 25SEP2032
|
|
0.12
|
|
FNMA 256856 6.500 01AUG2027
|
|
0.28
|
|
FNMA 256993 6.500 01NOV2027
|
|
0.03
|
|
FNMA 281 2 9.000 25NOV2026
|
|
0.00
|
|
FNMA 296 2 8.000 25APR2024
|
|
0.00
|
|
FNMA 306 IO 8.000 25MAY2030
|
|
0.01
|
|
FNMA 307 IO 8.000 25JUN2030
|
|
0.00
|
|
FNMA 437270 6.500 01SEP2028
|
|
0.01
|
|
FNMA 459072 6.500 01JAN2029
|
|
0.00
|
|
FNMA 495548 6.500 01APR2029
|
|
0.00
|
|
FNMA 496107 6.500 01APR2029
|
|
0.00
|
|
FNMA 500514 7.000 01JUN2029
|
|
0.02
|
|
FNMA 535608 9.500 01APR2030
|
|
0.05
|
|
FNMA 656320 6.500 01SEP2032
|
|
0.02
|
|
FNMA 661735 6.500 01SEP2032
|
|
0.00
|
|
FNMA 667542 6.500 01OCT2032
|
|
0.00
|
|
FNMA 673393 7.000 01NOV2032
|
|
0.04
|
|
FNMA 753003 6.500 01OCT2033
|
|
0.01
|
|
FNMA 766561 6.500 01AUG2031
|
|
0.02
|
|
FNMA 842755 5.000 01OCT2035
|
|
0.58
|
|
FNMA 888022 5.000 01FEB2036
|
|
2.50
|
|
FNMA 889984 6.500 01OCT2038
|
|
1.32
|
|
FNMA 899527 5.000 01MAY2037
|
|
0.05
|
|
FNMA 906216 5.902 01JAN2037
|
|
0.48
|
|
FNMA 907572 5.736 01DEC2036
|
|
0.44
|
|
FNMA 911948 5.000 01MAR2037
|
|
0.04
|
|
FNMA 914024 5.000 01MAR2037
|
|
0.04
|
|
FNMA 916438 5.000 01MAY2037
|
|
0.13
|
|
FNMA 918325 5.500 01MAY2037
|
|
0.11
|
|
FNMA 930940 5.000 01APR2039
|
|
1.14
|
|
FNMA 934605 6.500 01OCT2038
|
|
0.04
|
|
FNMA 937818 5.500 01JUN2037
|
|
0.27
|
|
FNMA 945072 5.000 01AUG2037
|
|
0.03
|
|
FNMA 945901 5.000 01AUG2037
|
|
0.01
|
|
FNMA 946309 5.000 01SEP2037
|
|
0.08
|
|
FNMA 955171 6.000 01NOV2037
|
|
5.52
|
|
FNMA 993737 5.500 01AUG2038
|
|
0.69
|
|
FNMA 995049 5.500 01FEB2038
|
|
2.30
|
|
FNMA AD0269 7.500 01AUG2037
|
|
0.20
|
|
FNMA AD0270 8.000 01APR2033
|
|
0.15
|
|
FNMA AD0273 8.500 01OCT2032
|
|
0.14
|
|
FNMA AD0300 5.785 01MAR2038
|
|
0.24
|
|
FNMA TBA 4.500 01FEB2040 FWD 11FEB2010
|
|
1.21
|
|
FNMA TBA 5.000 01FEB2040 FWD 11FEB2010
|
|
0.30
|
|
FNMA TBA 5.500 01FEB2040 FWD 11FEB2010
|
|
5.94
|
|
FNMA TBA 6.500 01FEB2040 FWD 11FEB2010
|
|
0.49
|
|
FREDDIE MAC NOTE 2.875 09FEB2015
|
|
1.64
|
|
FREEPORT-MCMORAN COPPER & GOLD NOTE 8.375 01APR201
|
|
0.07
|
|
GAZ CAPITAL SA NOTE 6.510 07MAR2022
|
|
0.07
|
|
GE DEALER FLOORPLAN MASTER NOT 2009 2A A 1.78313 2
|
|
0.23
|
|
GENERAL ELECTRIC CAPITAL CORP NOTE 5.500 08JAN2020
|
|
0.17
|
|
GENERAL ELECTRIC CAPITAL CORP NOTE 5.625 01MAY2018
|
|
0.46
|
|
GENERAL ELECTRIC CAPITAL CORP NOTE 6.000 07AUG2019
|
|
0.22
|
|
GENERAL ELECTRIC COMPANY NOTE 5.250 06DEC2017
|
|
0.17
|
|
GNMA 008580 4.375 20JAN2025
|
|
0.02
|
|
GNMA 008585 4.375 20JAN2025
|
|
0.01
|
|
GNMA 008611 4.375 20MAR2025
|
|
0.00
|
|
GNMA 008613 4.375 20MAR2025
|
|
0.04
|
|
GNMA 008621 4.375 20APR2025
|
|
0.00
|
|
GNMA 008623 4.375 20APR2025
|
|
0.01
|
|
GNMA 008631 4.375 20MAY2025
|
|
0.06
|
|
GNMA 008633 4.375 20MAY2025
|
|
0.00
|
|
GNMA 008634 4.375 20MAY2025
|
|
0.03
|
|
GNMA 008643 4.375 20JUN2025
|
|
0.01
|
|
GNMA 008644 4.375 20JUN2025
|
|
0.00
|
|
GNMA 008767 4.125 20DEC2025
|
|
0.01
|
|
GNMA 080114 3.625 20SEP2027
|
|
0.00
|
|
GNMA 200753 9.500 15OCT2016
|
|
0.01
|
|
GNMA 404629 9.000 15JAN2025
|
|
0.00
|
|
GOLDMAN SACHS GROUP INC NOTE 6.150 01APR2018
|
|
0.50
|
|
GREENWICH CAPITAL COMMERCIAL F 2007 GG9 A4 5.444 1
|
|
0.37
|
|
GRUPO TELEVISA SA NOTE 6.000 15MAY2018
|
|
0.10
|
|
HARLEY-DAVIDSON FUNDING CORP NOTE 6.800 15JUN2018
|
|
0.18
|
|
HBOS PLC NOTE 6.750 21MAY2018
|
|
0.36
|
|
HCA INC/DE 8.500 15APR2019
|
|
0.11
|
|
HOLCIM US FINANCE SARL & CIE S 6.000 30DEC2019
|
|
0.09
|
|
HOME DEPOT INC 5.875 16DEC2036
|
|
0.20
|
|
HOUSEHOLD FIN CO 6.375 15OCT2011
|
|
0.09
|
|
HSBC FINANCE CORP NOTE 6.750 15MAY2011
|
|
0.19
|
|
ILLINOIS ST TOLL HWY AUTH TOLL 6.184 01JAN2034
|
|
0.31
|
|
INTERNATIONAL PAPER CO 7.300 15NOV2039
|
|
0.10
|
|
INTERNATIONAL PAPER CO 7.500 15AUG2021
|
|
0.11
|
|
JC PENNEY CORP INC NOTE 6.375 15OCT2036
|
|
0.20
|
|
JP MORGAN CHASE AND CO NOTE 6.300 23APR2019
|
|
0.06
|
|
JP MORGAN CHASE BANK NA SWAP 0.000 15NOV2021
|
|
-0.58
|
|
JP MORGAN CHASE BANK NA SWAP 4.14105 15NOV2021
|
|
0.53
|
|
JP MORGAN CHASE NOTE 6.000 15JAN2018
|
|
0.27
|
|
KINDER MORGAN FINANCE CO ULC NOTE 5.700 05JAN2016
|
|
0.26
|
|
KLA-TENCOR CORP NOTE 6.900 01MAY2018
|
|
0.20
|
|
KRAFT FOODS INC 7.000 11AUG2037
|
|
0.06
|
|
KROGER CO/THE NOTE 3.900 01OCT2015
|
|
0.01
|
|
KROGER CO/THE NOTE 6.400 15AUG2017
|
|
0.18
|
|
LB-UBS COMMERCIAL MORTGAGE TRU 2006 C1 A4 5.156 15
|
|
0.36
|
|
LLOYDS TSB BANK PLC NOTE 5.800 13JAN2020
|
|
0.06
|
|
MACQUARIE GROUP LTD 6.000 14JAN2020
|
|
0.29
|
|
MASTR ADJUSTABLE RATE MORTGAGE 2006 OA1 3A3 1.421
|
|
0.05
|
|
MEDCO HEALTH SOLUTIONS INC NOTE 7.125 15MAR2018
|
|
0.34
|
|
MERRILL LYNCH & CO INC NOTE 6.875 25APR2018
|
|
0.68
|
|
METLIFE INC 6.750 01JUN2016
|
|
0.07
|
|
METLIFE INC NOTE 6.817 15AUG2018
|
|
0.29
|
|
MGM MIRAGE NOTE 13.000 15NOV2013
|
|
0.23
|
|
NASDAQ OMX GROUP INC/THE NOTE 5.550 15JAN2020
|
|
0.20
|
|
NATIONWIDE BUILDING SOCIETY NOTE 4.250 01FEB2010
|
|
0.20
|
|
NEWMONT MINING CORP 5.125 01OCT2019
|
|
0.05
|
|
NEWS AMERICA INC 7.850 01MAR2039
|
|
0.26
|
|
NISOURCE FINANCE CORP NOTE 6.800 15JAN2019
|
|
0.20
|
|
NISSAN MASTER OWNER TRUST RECE 2010 AA A 0.23063 1
|
|
0.24
|
|
NISSAN MOTOR ACCEPTANCE CORP 4.500 30JAN2015
|
|
0.09
|
|
NORDEA BANK AB 4.875 27JAN2020
|
|
0.20
|
|
NRG ENERGY INC 8.500 15JUN2019
|
|
0.11
|
|
Net Other Assets
|
NETOTHERASSET
|
0.00
|
|
PEARSON DOLLAR FINANCE TWO PLC NOTE 6.250 06MAY201
|
|
0.15
|
|
PETROBRAS INTERNATIONAL FINANC 5.750 20JAN2020
|
|
0.19
|
|
PIONEER NATURAL RESOURCES CO 6.650 15MAR2017
|
|
0.07
|
|
PLAINS ALL AMERICAN PIPELINE L 8.750 01MAY2019
|
|
0.11
|
|
PLAINS ALL AMERICAN PIPELINE L NOTE 6.700 15MAY203
|
|
0.15
|
|
PLATINUM UNDERWRITERS FINANCE NOTE 7.500 01JUN2017
|
|
0.19
|
|
PNC FUNDING CORP NOTE 6.700 10JUN2019
|
|
0.18
|
|
POTASH CORP OF SASKATCHEWAN IN NOTE 5.875 01DEC203
|
|
0.04
|
|
PPL ENERGY SUPPLY LLC NOTE 6.300 15JUL2013
|
|
0.20
|
|
PRINCIPAL FINANCIAL GROUP INC 8.875 15MAY2019
|
|
0.13
|
|
PRUDENTIAL FINANCIAL INC 4.750 17SEP2015
|
|
0.21
|
|
PRUDENTIAL FINANCIAL INC 7.375 15JUN2019
|
|
0.05
|
|
PRUDENTIAL FINANCIAL INC NOTE 6.625 01DEC2037
|
|
0.07
|
|
QATAR GOVT INTERNATIONAL BOND 144a 4.000 20JAN2015
|
|
0.13
|
|
QUESTAR MARKET RESOURCES INC NOTE 6.800 01APR2018
|
|
0.15
|
|
QWEST CORP NOTE 6.500 01JUN2017
|
|
0.10
|
|
RABOBANK NEDERLAND NV 4.750 15JAN2020
|
|
0.39
|
|
REGIONS FINANCIAL CORP 7.750 10NOV2014
|
|
0.16
|
|
REINSURANCE GROUP OF AMERICA I 6.450 15NOV2019
|
|
0.15
|
|
RIO TINTO FINANCE USA LTD 9.000 01MAY2019
|
|
0.09
|
|
ROYAL BANK OF SCOTLAND PLC/THE 4.875 25AUG2014
|
|
0.10
|
|
SBA TELECOMMUNICATIONS INC 8.250 15AUG2019
|
|
0.12
|
|
SBC COMMUNICATION NOTE 6.150 15SEP2034
|
|
0.19
|
|
SIMON PROPERTY GROUP LP 5.650 01FEB2020
|
|
0.07
|
|
SIMON PROPERTY GROUP LP 6.750 15MAY2014
|
|
0.23
|
|
SLM STUDENT LOAN TRUST 2007 3 A1 0.23888 25OCT2014
|
|
0.15
|
|
TD AMERITRADE HOLDING CORP 5.600 01DEC2019
|
|
0.26
|
|
TECK RESOURCES LTD 10.250 15MAY2016
|
|
0.19
|
|
TELECOM ITALIA CAPITAL SA NOTE 6.999 04JUN2018
|
|
0.39
|
|
TELECOM ITALIA CAPITAL SA NOTE 7.175 18JUN2019
|
|
0.01
|
|
TELEFONICA EUROPE BV NOTE 8.250 15SEP2030
|
|
0.32
|
|
TIME WARNER CABLE INC NOTE 8.750 14FEB2019
|
|
0.37
|
|
TIME WARNER INC NOTE 5.875 15NOV2016
|
|
0.11
|
|
TIME WARNER INC NOTE 7.700 01MAY2032
|
|
0.02
|
|
U.S. TREASURY 0.000 15NOV2021
|
|
3.27
|
|
U.S. TREASURY 2.375 31OCT2014
|
|
3.26
|
|
U.S. TREASURY 2.625 30JUN2014
|
|
0.95
|
|
U.S. TREASURY 2.625 31DEC2014
|
|
0.94
|
|
U.S. TREASURY 2.750 15FEB2019
|
|
0.52
|
|
U.S. TREASURY 2.750 30NOV2016
|
|
1.14
|
|
U.S. TREASURY 3.250 31DEC2016
|
|
2.11
|
|
U.S. TREASURY 3.375 15NOV2019
|
|
1.36
|
|
U.S. TREASURY 3.500 15FEB2039
|
|
0.23
|
|
U.S. TREASURY 3.625 15AUG2019
|
|
1.67
|
|
U.S. TREASURY 4.250 15MAY2039
|
|
2.98
|
|
U.S. TREASURY NOTE 0.750 30NOV2011
|
|
0.58
|
|
U.S. TREASURY NOTE 1.750 31MAR2014
|
|
0.39
|
|
U.S. TREASURY NOTE 3.000 31AUG2016
|
|
1.95
|
|
U.S. TREASURY NOTE 3.750 15NOV2018
|
|
3.52
|
|
UBS AG UGROUP SWAP 0.250 08JAN2015
|
|
6.42
|
|
UBS AG UGROUP SWAP 2.84125 08JAN2015
|
|
-6.48
|
|
UBS AG/STAMFORD BRANCH 5.875 20DEC2017
|
|
0.23
|
|
UNITEDHEALTH GROUP INC NOTE 6.000 15FEB2018
|
|
0.08
|
|
US CENTRAL FEDERAL CREDIT UNIO 1.900 19OCT2012
|
|
1.02
|
|
US WEST COMM 6.875 15SEP2033
|
|
0.21
|
|
VALE OVERSEAS LTD 5.625 15SEP2019
|
|
0.12
|
|
VALE OVERSEAS LTD 6.875 10NOV2039
|
|
0.04
|
|
VERIZON COMMUNICATIONS INC 8.950 01MAR2039
|
|
0.26
|
|
VERIZON COMMUNICATIONS INC NOTE 6.350 01APR2019
|
|
0.12
|
|
VIACOM INC NOTE 6.875 30APR2036
|
|
0.14
|
|
VIVENDI NOTE 6.625 04APR2018
|
|
0.12
|
|
WASTE MANAGEMENT INC NOTE 6.125 30NOV2039
|
|
0.19
|
|
WATSON PHARMACEUTICALS INC 6.125 15AUG2019
|
|
0.16
|
|
WEA FINANCE LLC / WT FINANCE A 6.750 02SEP2019
|
|
0.20
|
|
WEATHERFORD INTERNATIONAL LTD 9.625 01MAR2019
|
|
0.27
|
|
WELLPOINT INC 7.000 15FEB2019
|
|
0.09
|
|
WELLS FARGO & CO NOTE 5.625 11DEC2017
|
|
0.64
|
|
WESTPAC BANKING CORP 4.200 27FEB2015
|
|
0.16
|
|
WPP FINANCE UK NOTE 8.000 15SEP2014
|
|
0.14
|
|
XEROX CORP 5.625 15DEC2019
|
|
0.05
|
|
XEROX CORP NOTE 6.350 15MAY2018
|
|
0.07
|
|
XLLIAC GLOBAL FUNDING NOTE 4.800 10AUG2010
|
|
0.38
|
|
YUM BRANDS INC 5.300 15SEP2019
|
|
0.05
|
|
YUM BRANDS INC 6.250 15MAR2018
|
|
0.18
|
