|
0326244X3 IRS USD P F .00000, 11/15/2021
|
|
-1.21
|
|
0326244X3 IRS USD R F .00000, 11/15/2021
|
|
1.17
|
|
10YR US TREASURY NOTE FUTURES, 03/22/2010
|
|
0.00
|
|
1532134L4 IRS USD P V 03MLIBOR, 1.00, 12/23/2019
|
|
-6.20
|
|
1532134L4 IRS USD R F 5.08600, 5.09, 12/23/2019
|
|
6.17
|
|
2YR US TREASURY NOTE FUTURES, 03/31/2010
|
|
0.00
|
|
30YR US TREASURY BOND FUTURES, 03/22/2010
|
|
0.00
|
|
3563233L7 IRS USD P V 03MLIBOR, 1.00, 10/01/2016
|
|
-19.89
|
|
3563233L7 IRS USD R F 4.40000, 4.40, 10/01/2016
|
|
19.77
|
|
3623460X7 IRS USD P F 4.41000, 4.41, 10/03/2018
|
|
-10.57
|
|
3623460X7 IRS USD R V 03MLIBOR, 1.00, 10/03/2018
|
|
10.70
|
|
4024063X8 IRS USD P F .00000, 11/15/2019
|
|
-2.21
|
|
4024063X8 IRS USD R F .00000, 11/15/2019
|
|
2.06
|
|
4113116L0 IRS USD P F .82587, 0.83, 11/15/2021
|
|
-1.35
|
|
4113116L0 IRS USD R F .00000, 11/15/2021
|
|
1.21
|
|
5130066X9 IRS USD P F .00000, 11/15/2021
|
|
-1.19
|
|
5130066X9 IRS USD R F .00000, 11/15/2021
|
|
1.12
|
|
5YR US TREASURY NOTE FUTURES, 03/31/2010
|
|
0.00
|
|
6012251X3 IRS USD P F 4.38600, 4.39, 12/23/2039
|
|
-1.45
|
|
6012251X3 IRS USD R V 03MLIBOR, 0.25, 12/23/2039
|
|
1.49
|
|
ABBEY NATL TREASURY SERV, 3.88, 11/10/2014
|
|
0.15
|
|
ACE INA HLDG INC, 5.60, 05/15/2015
|
|
0.07
|
|
AES CORP, 8.75, 05/15/2013
|
|
0.14
|
|
AGILENT TECHNOLOGIES INC, 5.50, 09/14/2015
|
|
0.13
|
|
AIG SUNAMERICA GLOBAL FING VI, 6.30, 05/10/2011
|
|
0.26
|
|
ALLSTATE CORP, 7.45, 05/16/2019
|
|
0.10
|
|
ALTRIA GROUP INC, 9.25, 08/06/2019
|
|
0.10
|
|
AMERICAN EXPRESS CO, 8.13, 05/20/2019
|
|
0.10
|
|
AMERICAN EXPRESS CR CORP, 7.30, 08/20/2013
|
|
0.17
|
|
AMERICAN HOME MTG ASSETS TR, 0.54, 10/25/2046
|
|
0.00
|
|
AMERISOURCEBERGEN CORP, 4.88, 11/15/2019
|
|
0.11
|
|
AMPHENOL CORP, 4.75, 11/15/2014
|
|
0.10
|
|
ANHEUSER BUSCH INBEV SA, 5.38, 11/15/2014
|
|
0.05
|
|
ANHEUSER BUSCH INBEV WORLDWIDE, 7.20, 01/15/2014
|
|
0.14
|
|
AOL TIME WARNER INC, 7.70, 05/01/2032
|
|
0.11
|
|
ARCELORMITTAL, 9.85, 06/01/2019
|
|
0.53
|
|
AT + T CORP ACQUIRED, 8.00, 11/15/2031
|
|
0.16
|
|
AT+T INC, 6.30, 01/15/2038
|
|
0.19
|
|
AVALONBAY COMMUNITIES, 6.10, 03/15/2020
|
|
0.15
|
|
B A T INTL FIN PLC, 9.50, 11/15/2018
|
|
0.14
|
|
BACM 2007 4 A4, 5.74, 02/10/2051
|
|
0.38
|
|
BANC OF AMER SECS (REPO), 01/04/2010
|
|
1.63
|
|
BANK AMER CORP, 5.75, 12/01/2017
|
|
0.49
|
|
BANK AMER FDG CORP, 5.65, 05/01/2018
|
|
0.05
|
|
BANK OF AMERICA CORP, 7.63, 06/01/2019
|
|
0.09
|
|
BARCLAYS BANK PLC, 6.75, 05/22/2019
|
|
0.26
|
|
BB+T CORPORATION, 6.85, 04/30/2019
|
|
0.14
|
|
BEAR STEARNS COS INC, 7.25, 02/01/2018
|
|
0.12
|
|
BEAR STEARNS COS INC, 5.55, 01/22/2017
|
|
0.04
|
|
BIOGEN IDEC INC, 6.88, 03/01/2018
|
|
0.16
|
|
BOSTON PROPERTIES INC, 5.88, 10/15/2019
|
|
0.16
|
|
BOSTON SCIENTIFIC CORP, 6.00, 01/15/2020
|
|
0.12
|
|
BRAZIL FEDERATIVE REP, 6.00, 01/17/2017
|
|
0.31
|
|
BROOKFIELD A M, 5.80, 04/25/2017
|
|
0.04
|
|
BUNGE LIMITED FINANCE CO, 8.50, 06/15/2019
|
|
0.10
|
|
CA INC, 5.38, 12/01/2019
|
|
0.20
|
|
CALIFORNIA ST, 5.95, 04/01/2016
|
|
0.23
|
|
CAPITAL ONE BANK USA NA, 8.80, 07/15/2019
|
|
0.23
|
|
CASE NEW HOLLAND INC 144A, 7.75, 09/01/2013
|
|
0.10
|
|
CENTERPOINT ENERGY RES CORP, 6.25, 02/01/2037
|
|
0.04
|
|
CENTERPOINT ENERGY RES CORP, 7.88, 04/01/2013
|
|
0.03
|
|
CENTURY LINK, 6.15, 09/15/2019
|
|
0.06
|
|
CFAST 2009 A A1, 1.01, 07/15/2010
|
|
0.23
|
|
CHESAPEAKE ENERGY CORP, 6.88, 01/15/2016
|
|
0.20
|
|
CISCO SYSTEMS INC, 4.95, 02/15/2019
|
|
0.14
|
|
CITIGROUP COML MTG TR, 5.73, 03/15/2049
|
|
0.21
|
|
CITIGROUP COML MTG TR, 5.43, 10/15/2049
|
|
0.17
|
|
CITIGROUP COML MTG TR, 5.70, 12/10/2049
|
|
0.22
|
|
CITIGROUP COML MTG TR 2008 C7, 6.09, 12/10/2049
|
|
0.18
|
|
CITIGROUP INC, 6.13, 05/15/2018
|
|
0.12
|
|
CITIGROUP INC, 8.50, 05/22/2019
|
|
0.62
|
|
CITIGROUP INC, 8.13, 07/15/2039
|
|
0.02
|
|
CITIGROUP INC, 5.88, 05/29/2037
|
|
0.06
|
|
COLORADO INTST GAS CO, 6.80, 11/15/2015
|
|
0.05
|
|
COMCAST CORP, 6.50, 01/15/2015
|
|
0.01
|
|
COMCAST CORP NEW, 5.70, 05/15/2018
|
|
0.19
|
|
COMCAST CORP NEW, 6.45, 03/15/2037
|
|
0.03
|
|
COMM MTG TR, 5.82, 12/10/2049
|
|
0.33
|
|
COMMONWEALTH BANK AUST, 5.00, 10/15/2019
|
|
0.16
|
|
CONAGRA INC, 7.00, 10/01/2028
|
|
0.05
|
|
CONAGRA INC, 8.25, 09/15/2030
|
|
0.17
|
|
CONSTELLATION BRANDS INC, 7.25, 09/01/2016
|
|
0.06
|
|
CONSUMERS ENERGY CO, 4.00, 05/15/2010
|
|
0.08
|
|
COOPER U S INC, 5.25, 11/15/2012
|
|
0.03
|
|
CORNING INC, 6.63, 05/15/2019
|
|
0.08
|
|
COX COMMUNICATIONS INC NEW, 8.38, 03/01/2039
|
|
0.29
|
|
CREDIT SUISSE FIRST BOSTON USA, 5.13, 08/15/2015
|
|
0.05
|
|
CREDIT SUISSE N Y, 6.00, 02/15/2018
|
|
0.12
|
|
CREDIT SUISSE NEW YORK, 5.30, 08/13/2019
|
|
0.21
|
|
CRH AMER INC, 6.00, 09/30/2016
|
|
0.16
|
|
CSC HLDGS INC, 7.63, 07/15/2018
|
|
0.12
|
|
CSX CORP, 7.38, 02/01/2019
|
|
0.09
|
|
CVS CAREMARK CORP, 6.04, 12/10/2028
|
|
0.08
|
|
CVS CAREMARK CORP, 6.60, 03/15/2019
|
|
0.10
|
|
CVS PASS THROUGH TRUST, 8.35, 07/10/2031
|
|
0.11
|
|
CWABS INC, 0.43, 07/25/2034
|
|
0.01
|
|
CWABS INC, 0.91, 06/25/2033
|
|
0.09
|
|
CWABS INC, 0.62, 11/25/2034
|
|
0.09
|
|
CWMBS INC, 0.59, 03/20/2046
|
|
0.03
|
|
CWMBS INC, 0.50, 04/25/2035
|
|
0.02
|
|
DAIMLER CHRYSLER HLDGS, 8.50, 01/18/2031
|
|
0.03
|
|
DAIMLER CHRYSLER NA HLDG CORP, 7.30, 01/15/2012
|
|
0.10
|
|
DELHAIZE AMER INC, 9.00, 04/15/2031
|
|
0.05
|
|
DELHAIZE GROUP SA, 5.88, 02/01/2014
|
|
0.13
|
|
DEUTSCHE BANK AG LONDON, 3.88, 08/18/2014
|
|
0.00
|
|
DEUTSCHE TELEKOM INT FIN, 6.00, 07/08/2019
|
|
0.10
|
|
DEUTSCHE TELEKOM INTL FIN BV, 8.75, 06/15/2030
|
|
0.09
|
|
DIRECT HOLDINGS, 7.63, 05/15/2016
|
|
0.07
|
|
DIRECTV HOLDINGS FING, 5.88, 10/01/2019
|
|
0.08
|
|
EDF S A, 6.50, 01/26/2019
|
|
0.23
|
|
EL PASO CORP, 8.25, 02/15/2016
|
|
0.11
|
|
ENEL FINANCE INTL SA, 5.13, 10/07/2019
|
|
0.29
|
|
ENTERPRIDE PRODS OPER LLC, 6.50, 01/31/2019
|
|
0.16
|
|
ENTERPRISE PRODUCTS OPER, 5.25, 01/31/2020
|
|
0.05
|
|
EURO CURRENCY
|
|
0.00
|
|
EXELON GENERATION CO LLC, 5.20, 10/01/2019
|
|
0.29
|
|
FANNIE MAE, 2.50, 05/15/2014
|
|
1.06
|
|
FARMERS EXCHANGE CAP, 7.05, 07/15/2028
|
|
0.03
|
|
FBG FIN LTD, 5.13, 06/15/2015
|
|
0.14
|
|
FED HM LN PC POOL 1G1393, 5.93, 12/01/2036
|
|
0.56
|
|
FED HM LN PC POOL 1G1555, 6.03, 02/01/2037
|
|
0.19
|
|
FED HM LN PC POOL 1J1660, 5.56, 05/01/2037
|
|
0.49
|
|
FED HM LN PC POOL 1Q0796, 5.67, 04/01/2037
|
|
0.23
|
|
FED HM LN PC POOL 1Q0808, 5.79, 10/01/2037
|
|
0.22
|
|
FED HM LN PC POOL A58950, 5.50, 04/01/2037
|
|
3.64
|
|
FED HM LN PC POOL A67601, 5.50, 10/01/2037
|
|
0.24
|
|
FED HM LN PC POOL A87712, 5.00, 08/01/2039
|
|
0.64
|
|
FED HM LN PC POOL G01910, 5.00, 10/01/2035
|
|
0.95
|
|
FED HM LN PC POOL G02975, 5.50, 05/01/2037
|
|
0.23
|
|
FED HM LN PC POOL G03525, 5.50, 11/01/2037
|
|
0.08
|
|
FED HM LN PC POOL G04794, 5.50, 01/01/2036
|
|
0.46
|
|
FED HM LN PC POOL G05087, 5.00, 01/01/2037
|
|
0.17
|
|
FED HM LN PC POOL G05531, 6.00, 08/01/2038
|
|
3.84
|
|
FED HM LN PC POOL G05631, 7.50, 05/01/2035
|
|
0.12
|
|
FED HM LN PC POOL G05639, 8.00, 08/01/2032
|
|
0.07
|
|
FED HM LN PC POOL G05640, 8.50, 08/01/2031
|
|
0.08
|
|
FEDERAL HOME LN MTG CORP, 6.25, 07/15/2032
|
|
0.45
|
|
FEDERAL HOME LN MTG CORP, 5.50, 08/23/2017
|
|
1.08
|
|
FEDERAL HOME LN MTG CORP, 0.73, 07/15/2028
|
|
0.74
|
|
FEDERAL NATL MTG ASSN, 01/04/2010
|
|
3.54
|
|
FEDERAL NATL MTG ASSN, 4.38, 10/15/2015
|
|
0.83
|
|
FEDERAL NATL MTG ASSN GTD, 6.00, 07/25/2033
|
|
0.01
|
|
FEDERAL NATL MTG ASSN GTD REMI, 7.00, 05/25/2033
|
|
0.00
|
|
FHLMC TBA JAN 30 GOLD SINGLE, 5.50, 12/01/2099
|
|
0.06
|
|
FHLMC TBA JAN 30 GOLD SINGLE, 4.50, 12/31/2099
|
|
0.04
|
|
FHLMC TBA JAN 30 GOLD SINGLE, 6.00, 12/01/2099
|
|
0.57
|
|
FIRSTENERGY SOLUTIONS CO, 6.05, 08/15/2021
|
|
0.23
|
|
FISERV INC, 6.80, 11/20/2017
|
|
0.05
|
|
FNMA TBA JAN 15 SINGLE FAM, 4.50, 12/01/2099
|
|
0.85
|
|
FNMA TBA JAN 30 SINGLE FAM, 5.00, 12/01/2099
|
|
1.92
|
|
FNMA TBA JAN 30 SINGLE FAM, 4.50, 12/01/2099
|
|
0.31
|
|
FNMA POOL 253733, 7.50, 03/01/2021
|
|
0.01
|
|
FNMA POOL 254092, 6.50, 12/01/2031
|
|
0.01
|
|
FNMA POOL 496791, 7.00, 07/01/2029
|
|
0.00
|
|
FNMA POOL 535608, 9.50, 04/01/2030
|
|
0.05
|
|
FNMA POOL 610316, 7.00, 09/01/2031
|
|
0.00
|
|
FNMA POOL 644043, 7.00, 06/01/2032
|
|
0.00
|
|
FNMA POOL 661662, 6.50, 09/01/2032
|
|
0.01
|
|
FNMA POOL 662249, 6.50, 10/01/2032
|
|
0.07
|
|
FNMA POOL 665769, 6.50, 09/01/2032
|
|
0.05
|
|
FNMA POOL 888472, 6.00, 07/01/2037
|
|
1.26
|
|
FNMA POOL 888475, 6.00, 07/01/2037
|
|
0.34
|
|
FNMA POOL 889525, 5.00, 05/01/2036
|
|
0.99
|
|
FNMA POOL 889983, 6.00, 10/01/2038
|
|
0.06
|
|
FNMA POOL 889984, 6.50, 10/01/2038
|
|
1.08
|
|
FNMA POOL 899540, 5.00, 06/01/2037
|
|
0.11
|
|
FNMA POOL 906141, 5.75, 01/01/2037
|
|
0.55
|
|
FNMA POOL 907572, 5.74, 12/01/2036
|
|
0.49
|
|
FNMA POOL 937288, 5.50, 04/01/2037
|
|
1.88
|
|
FNMA POOL 960621, 5.50, 01/01/2038
|
|
0.69
|
|
FNMA POOL 993737, 5.50, 08/01/2038
|
|
1.48
|
|
FNMA POOL 995049, 5.50, 02/01/2038
|
|
2.49
|
|
FNMA POOL 995364, 6.00, 10/01/2038
|
|
0.81
|
|
FNMA POOL 995876, 6.00, 11/01/2038
|
|
1.70
|
|
FNMA POOL 995914, 6.50, 01/01/2039
|
|
0.44
|
|
FNMA POOL AA4415, 5.00, 03/01/2039
|
|
2.07
|
|
FNMA POOL AA9845, 4.50, 08/01/2039
|
|
0.93
|
|
FNMA POOL AD0269, 7.50, 08/01/2037
|
|
0.19
|
|
FNMA POOL AD0270, 8.00, 04/01/2033
|
|
0.15
|
|
FNMA POOL AD0273, 8.50, 10/01/2032
|
|
0.14
|
|
FNMA POOL AD0300, 5.78, 03/01/2038
|
|
0.29
|
|
FNMA TBA JAN 30 SINGLE FAM, 6.00, 12/01/2099
|
|
0.59
|
|
FREEPORT MCMORAN COPPER + GOLD, 8.38, 04/01/2017
|
|
0.06
|
|
GAZ CAP SA LUXEMBOURG, 6.51, 03/07/2022
|
|
0.03
|
|
GENERAL ELEC CAP CORP, 6.00, 08/07/2019
|
|
0.23
|
|
GENERAL ELEC CAP CORP, 5.63, 05/01/2018
|
|
0.43
|
|
GENERAL ELEC CO, 5.25, 12/06/2017
|
|
0.47
|
|
GEORGIA PACIFIC LLC, 8.25, 05/01/2016
|
|
0.05
|
|
GMAC LLC, 2.20, 12/19/2012
|
|
2.26
|
|
GNMA I TBA JAN 30 SINGLE FAM, 4.50, 12/15/2099
|
|
0.90
|
|
GNMA II POOL 008580, 4.38, 01/20/2025
|
|
0.04
|
|
GNMA II POOL 008631, 4.38, 05/20/2025
|
|
0.01
|
|
GNMA II POOL 008646, 4.38, 06/20/2025
|
|
0.01
|
|
GNMA POOL 377232, 9.00, 07/15/2024
|
|
0.01
|
|
GNMA POOL 380543, 9.00, 09/15/2024
|
|
0.01
|
|
GNMA POOL 385888, 9.00, 10/15/2024
|
|
0.01
|
|
GNMA POOL 408312, 8.00, 05/15/2026
|
|
0.01
|
|
GNMA POOL 413615, 8.00, 02/15/2026
|
|
0.01
|
|
GNMA POOL 415492, 8.00, 06/15/2026
|
|
0.00
|
|
GNMA POOL 416393, 8.00, 06/15/2026
|
|
0.02
|
|
GNMA POOL 421156, 8.00, 01/15/2026
|
|
0.01
|
|
GNMA POOL 438277, 8.00, 09/15/2026
|
|
0.01
|
|
GNMA POOL 518003, 8.00, 11/15/2029
|
|
0.00
|
|
GOLDMAN SACHS GROUP INC, 6.15, 04/01/2018
|
|
0.49
|
|
GREENWICH CAPITAL COMM FND, 5.44, 03/10/2039
|
|
0.43
|
|
GRUPO TELEVISA SA, 6.00, 05/15/2018
|
|
0.04
|
|
HARBORVIEW MTG LN TR, 0.68, 06/20/2035
|
|
0.02
|
|
HARLEY DAVIDSON FDG CORP, 6.80, 06/15/2018
|
|
0.15
|
|
HBOS PLC, 6.75, 05/21/2018
|
|
0.12
|
|
HCA INC, 8.50, 04/15/2019
|
|
0.12
|
|
HESS CORP, 6.00, 01/15/2040
|
|
0.11
|
|
HOLCIM US FINANCE SARL, 6.00, 12/30/2019
|
|
0.08
|
|
HOME DEPOT INC, 5.88, 12/16/2036
|
|
0.19
|
|
HOUSEHOLD FIN CORP, 6.38, 10/15/2011
|
|
0.01
|
|
HOUSEHOLD FIN CORP, 8.00, 07/15/2010
|
|
0.04
|
|
HSBC FIN CORP, 5.50, 01/19/2016
|
|
0.39
|
|
ILLINOIS ST TOLL HWY AUTH TOLL, 6.18, 01/01/2034
|
|
0.12
|
|
INTELSAT SBSIDIARY HLDG CO LTD, 8.50, 01/15/2013
|
|
0.13
|
|
INTERNATIONAL PAPER CO, 7.50, 08/15/2021
|
|
0.11
|
|
INTL PAPER CO, 7.30, 11/15/2039
|
|
0.10
|
|
JP MORGAN, 01/04/2010
|
|
2.64
|
|
JPMORGAN CHASE + CO, 6.30, 04/23/2019
|
|
0.07
|
|
JPMORGAN CHASE + CO FORMERLY, 6.00, 01/15/2018
|
|
0.56
|
|
KINDER MORGAN FIN CORP, 5.70, 01/05/2016
|
|
0.24
|
|
KLA TENCOR CORP, 6.90, 05/01/2018
|
|
0.10
|
|
KOHLS CORP, 6.88, 12/15/2037
|
|
0.20
|
|
KONINKLIJKE PHILIPS ELECTRS, 5.75, 03/11/2018
|
|
0.19
|
|
KRAFT FOODS INC, 7.00, 08/11/2037
|
|
0.03
|
|
KRAFT FOODS INC, 6.75, 02/19/2014
|
|
0.03
|
|
KRAFT FOODS INC, 6.13, 08/23/2018
|
|
0.28
|
|
KROGER CO, 6.40, 08/15/2017
|
|
0.06
|
|
KROGER CO, 3.90, 10/01/2015
|
|
0.05
|
|
LB UBS, 5.37, 09/15/2039
|
|
0.40
|
|
LB UBS COML MTG TR, 5.16, 02/15/2031
|
|
0.29
|
|
LB UBS COML MTG TR 2007 C7, 5.87, 09/15/2045
|
|
0.19
|
|
MASTR ADJ RATE MTGS TR, 1.57, 04/25/2046
|
|
0.03
|
|
MEDCO HEALTH SOLUTIONS INC, 7.13, 03/15/2018
|
|
0.30
|
|
MERRILL LYNCH + CO INC, 6.88, 04/25/2018
|
|
0.22
|
|
MERRILL LYNCH CO INC, 6.11, 01/29/2037
|
|
0.07
|
|
METLIFE INC, 6.75, 06/01/2016
|
|
0.12
|
|
METLIFE INC, 6.82, 08/15/2018
|
|
0.11
|
|
METLIFE INC, 7.72, 02/15/2019
|
|
0.11
|
|
MGM MIRAGE, 13.00, 11/15/2013
|
|
0.16
|
|
NATIONWIDE BLDG SOC, 4.25, 02/01/2010
|
|
0.06
|
|
NEWMONT MINING CORP, 5.13, 10/01/2019
|
|
0.29
|
|
NEWS AMERICA INC, 7.85, 03/01/2039
|
|
0.24
|
|
NISOURCE FIN CORP, 6.80, 01/15/2019
|
|
0.07
|
|
NORFOLK SOUTHN CORP, 5.75, 01/15/2016
|
|
0.10
|
|
NRG ENERGY INC, 8.50, 06/15/2019
|
|
0.11
|
|
OHIO PWR CO, 5.38, 10/01/2021
|
|
0.24
|
|
PEARSON DLR FIN TWO PLC, 6.25, 05/06/2018
|
|
0.05
|
|
PETROBRAS INTL FIN CO, 5.75, 01/20/2020
|
|
0.19
|
|
PFIZER INC, 6.20, 03/15/2019
|
|
0.00
|
|
PHILIP MORRIS INTL INC, 5.65, 05/16/2018
|
|
0.13
|
|
PIONEER NATURAL RESOURCE, 6.65, 03/15/2017
|
|
0.06
|
|
PLAINS ALL AMER PIPELINE, 8.75, 05/01/2019
|
|
0.08
|
|
PLAINS ALL AMERN PIPELINE LP, 6.70, 05/15/2036
|
|
0.16
|
|
PLATINUM UNDERWRITERS FIN INC, 7.50, 06/01/2017
|
|
0.01
|
|
PNC FUNDING CORP, 6.70, 06/10/2019
|
|
0.13
|
|
POTASH CORP SASK INC, 5.88, 12/01/2036
|
|
0.11
|
|
POTASH CORP SASKATCHEWAN, 4.88, 03/30/2020
|
|
0.06
|
|
PPL ENERGY SUPPLY LLC, 6.50, 05/01/2018
|
|
0.12
|
|
PPL ENERGY SUPPLY LLC, 6.30, 07/15/2013
|
|
0.07
|
|
PRINCIPAL FINANCIAL GROU, 8.88, 05/15/2019
|
|
0.12
|
|
PROVIDENT BK HOME EQUITY LN TR, 0.77, 08/25/2031
|
|
0.09
|
|
PRUDENTIAL FINANCIAL INC, 4.75, 09/17/2015
|
|
0.20
|
|
PRUDENTIAL FINANCIAL INC, 7.38, 06/15/2019
|
|
0.05
|
|
PRUDENTIAL FINL INC, 6.63, 12/01/2037
|
|
0.05
|
|
QUEST DIAGNOSTIC INC, 4.75, 01/30/2020
|
|
0.13
|
|
QUESTAR MKT RES INC, 6.80, 04/01/2018
|
|
0.14
|
|
QWEST CORP, 6.50, 06/01/2017
|
|
0.04
|
|
REGIONS FINANCIAL CORP, 7.75, 11/10/2014
|
|
0.15
|
|
REINSURANCE GRP OF AMER, 6.45, 11/15/2019
|
|
0.14
|
|
RENAISSANCE HOME EQUITY LN TR, 0.34, 06/25/2037
|
|
0.02
|
|
REPUBLIC SERVICES INC, 5.50, 09/15/2019
|
|
0.14
|
|
RIO TINTO FIN USA LTD, 9.00, 05/01/2019
|
|
0.09
|
|
ROCHE HLDGS INC, 6.00, 03/01/2019
|
|
0.31
|
|
ROYAL BK OF SCOTLAND PLC, 4.88, 08/25/2014
|
|
0.10
|
|
SBA TELECOMMUNICATIONS, 8.25, 08/15/2019
|
|
0.12
|
|
SIMON PROPERTY GROUP LP, 6.75, 05/15/2014
|
|
0.15
|
|
SLM CORP MEDIUM TERM NTS BOOK, 4.00, 01/15/2010
|
|
0.01
|
|
SLM STUDENT LN TR, 0.27, 10/27/2014
|
|
0.03
|
|
SPECIALTY UNDERWRITING, 0.50, 05/25/2035
|
|
0.01
|
|
STATE OF QATAR, 4.00, 01/20/2015
|
|
0.12
|
|
STATE STREET REPO, 01/04/2010
|
|
0.06
|
|
STRUCTURED ASSET INVESTMENT LN, 0.97, 11/25/2033
|
|
0.02
|
|
SYSTEMS 2001 A T LLC, 6.66, 09/15/2013
|
|
0.09
|
|
TD AMERITRADE HOLDING CO, 5.60, 12/01/2019
|
|
0.25
|
|
TECK RESOURCES LIMITED, 10.25, 05/15/2016
|
|
0.19
|
|
TELECOM ITALIA CAP, 4.88, 10/01/2010
|
|
0.02
|
|
TELECOM ITALIA CAP, 7.00, 06/04/2018
|
|
0.18
|
|
TELECOM ITALIA CAPITAL, 7.18, 06/18/2019
|
|
0.13
|
|
TELEFONICA EUROPE BV, 8.25, 09/15/2030
|
|
0.32
|
|
TEXAS EASTN TRANSMISSION CORP, 7.00, 07/15/2032
|
|
0.10
|
|
TIME WARNER CABLE INC, 8.75, 02/14/2019
|
|
0.15
|
|
TIME WARNER CABLE INC, 8.25, 04/01/2019
|
|
0.11
|
|
TIME WARNER CABLE INC, 6.75, 06/15/2039
|
|
0.04
|
|
TIME WARNER INC NEW, 5.88, 11/15/2016
|
|
0.11
|
|
TRANSOCEAN INC, 6.00, 03/15/2018
|
|
0.12
|
|
U S WEST COMMUNICATIONS INC, 6.88, 09/15/2033
|
|
0.08
|
|
UBS AG STAMFORD BRH, 5.88, 12/20/2017
|
|
0.07
|
|
UNION PAC CORP, 7.88, 01/15/2019
|
|
0.09
|
|
UNION PAC CORP, 6.13, 02/15/2020
|
|
0.13
|
|
UNITED STATES TREAS BDS, 3.50, 02/15/2039
|
|
1.22
|
|
UNITED STATES TREAS BDS, 7.88, 02/15/2021
|
|
0.93
|
|
UNITED STATES TREAS BDS, 8.75, 05/15/2020
|
|
2.84
|
|
UNITED STATES TREAS BILLS, 05/06/2010
|
|
1.00
|
|
UNITED STATES TREAS NTS, 2.75, 02/15/2019
|
|
0.39
|
|
UNITED STATES TRES BD STRP PRN, 11/15/2021
|
|
1.46
|
|
UNITED STATES TRES SC STRP INT, 11/15/2019
|
|
2.20
|
|
UNITED STATES TRES SC STRP INT, 11/15/2021
|
|
1.17
|
|
UNITEDHEALTH GROUP INC, 6.00, 02/15/2018
|
|
0.11
|
|
US CENTRAL FEDERAL CRED, 1.90, 10/19/2012
|
|
1.00
|
|
US DOLLAR
|
|
0.00
|
|
US TREASURY N/B, 4.25, 05/15/2039
|
|
1.91
|
|
US TREASURY N/B, 1.75, 03/31/2014
|
|
3.46
|
|
VALE OVERSEAS LIMITED, 5.63, 09/15/2019
|
|
0.11
|
|
VALE OVERSEAS LTD, 6.88, 11/10/2039
|
|
0.04
|
|
VERIZON COMMUNICATIONS, 6.35, 04/01/2019
|
|
0.21
|
|
VERIZON COMMUNICATIONS INC, 8.95, 03/01/2039
|
|
0.15
|
|
VERIZON COMMUNICATIONS INC, 5.50, 02/15/2018
|
|
0.15
|
|
VIACOM INC, 6.88, 04/30/2036
|
|
0.14
|
|
VIACOM INC, 5.63, 09/15/2019
|
|
0.05
|
|
VIRGINIA ELEC + PWR CO, 8.88, 11/15/2038
|
|
0.24
|
|
VIVENDI, 6.63, 04/04/2018
|
|
0.12
|
|
VODAFONE GROUP PLC NEW, 5.63, 02/27/2017
|
|
0.10
|
|
WAL MART STORES INC, 4.13, 02/01/2019
|
|
0.00
|
|
WASTE MANAGEMENT INC, 6.13, 11/30/2039
|
|
0.18
|
|
WATSON PHARMACEUTICALS I, 6.13, 08/15/2019
|
|
0.15
|
|
WEA FINANCE/WT FIN AUST, 6.75, 09/02/2019
|
|
0.19
|
|
WEATHERFORD INTL LTD, 9.63, 03/01/2019
|
|
0.25
|
|
WELLPOINT INC, 7.00, 02/15/2019
|
|
0.05
|
|
WELLS FARGO + CO NEW, 5.63, 12/11/2017
|
|
0.61
|
|
WESTPAC BANKING CORP, 4.20, 02/27/2015
|
|
0.15
|
|
WI TREASURY N/B, 3.38, 11/15/2019
|
|
0.51
|
|
WI TREASURY N/B, 2.63, 07/31/2014
|
|
1.53
|
|
WI TREASURY N/B, 2.38, 10/31/2014
|
|
2.80
|
|
WI TREASURY NB, 0.75, 11/30/2011
|
|
0.88
|
|
WPP FINANCE UK, 8.00, 09/15/2014
|
|
0.15
|
|
WYETH, 5.45, 04/01/2017
|
|
0.01
|
|
WYETH, 6.45, 02/01/2024
|
|
0.06
|
|
WYETH, 5.50, 02/15/2016
|
|
0.03
|
|
XEROX CORP, 5.63, 12/15/2019
|
|
0.05
|
|
XEROX CORP, 6.35, 05/15/2018
|
|
0.06
|
|
XLLIAC GLOBAL FDG SR, 4.80, 08/10/2010
|
|
0.15
|
|
XTO ENERGY INC, 6.50, 12/15/2018
|
|
0.05
|
|
YUM BRANDS INC, 6.88, 11/15/2037
|
|
0.12
|
|
YUM BRANDS INC, 6.25, 03/15/2018
|
|
0.09
|
