FIN FUT US 30YR CBT 03/20/19
3.35%
FIN FUT US 2YR CBT 03/29/19
2.94%
BNP PARIBAS GLBL SR UNSEC BKNT
0.78%
FIN FUT US 5YR CBT 03/29/19
0.78%
CHARTER COMM OPT LLC/CAP
0.75%
SABINE PASS LIQUEFACTION
0.73%
WELLS FARGO & COMPANY SR UNSEC
0.12%
TYSON FOODS INC SRUNSEC
0.69%
GOLDMAN SACHS GROUP INC SR UNSEC
0.05%
GE CAPITAL INTL FUNDING SR UNSEC
0.43%
HSBC USA INC SR UNSEC
0.66%
UNITED TECHNOLOGIES CORP
0.66%
SANTANDER HOLDINGS USA SR UNSEC
0.65%
FORD MOTOR CREDIT CO LLC SR UNSEC
0.09%
ABBVIE INC SR UNSEC
0.06%
FIN FUT US ULTRA 30YR CBT 03/20/19
0.63%
ANHEUSER-BUSCH INBEV WOR SR UNSEC
0.62%
BARCLAYS PLC SR UNSEC
0.62%
MCDONALD'S CORP SR UNSEC
0.62%
AMERICAN INTL GROUP SR UNSEC
0.09%
UNITEDHEALTH GROUP INC SR UNSEC
0.61%
DUKE ENERGY OHIO INC SEC
0.59%
AERCAP IRELAND CAP LTD/A SR UNSEC
0.26%
JPMORGAN CHASE & CO SR UNSEC
0.34%
PRUDENTIAL FINANCIAL INC SR UNSEC
0.57%
BANK OF AMERICA CORP SR UNSEC
0.17%
ENERGY TRANSFER OPERATNG LP SR UNSEC
0.56%
BB&T CORPORATION SR UNSEC
0.55%
LLOYDS BANKING GROUP PLC SR UNSEC
0.55%
CITIGROUP INC SR UNSEC
0.02%
HSBC HOLDINGS PLC SR UNSEC
0.09%
MIDAMERICAN ENERGY CO SEC
0.54%
RABOBANK NEDERLAND BK GTD MTN
0.54%
UBS GROUP FUNDING SR UNSEC 144A
0.52%
DEUTSCHE BANK NY SR UNSEC
0.24%
GOLDMAN SACHS GROUP INC GLBL SUB
0.51%
TIME WARNER INC SR UNSEC
0.51%
ALTRIA GROUP INC SR UNSEC
0.5%
BANK OF NY MELLON CORP SR UNSEC
0.5%
CAPITAL ONE FINANCIAL CO GLBL SR UNSEC
0.5%
ING GROEP NV SR UNSEC 144A
0.5%
MEDTRONIC INC SR UNSEC
0.23%
MORGAN STANLEY SR UNSEC
0.5%
REYNOLDS AMERICAN INC SR UNSEC
0.5%
XSTRATA FINANCE CANADA SEC 144A
0.5%
COMCAST CORP GLBL SR UNSEC
0.48%
FIRST ENERGY CORP GLBL SR UNSEC C
0.48%
ACE INA HOLDINGS SR UNSEC
0.09%
BECTON DICKINSON AND CO SR UNSEC
0.47%
MORGAN STANLEY GLBL SR UNSEC
0.47%
ACTIVISION BLIZZARD SR UNSEC
0.05%
CRED SUIS GP FUN LTD SR UNSEC
0.09%
MICROSOFT CORP SR UNSEC
0.1%
SOUTHERN COPPER CORP GLBL SR UNSECURED
0.46%
THERMO FISHER SCIENTIFIC SR UNSEC
0.46%
CROWN CASTLE INTL CORP SR UNSEC
0.45%
MIZUHO FINANCIAL GROUP SR UNSEC 144A
0.45%
ORACLE CORP SR UNSEC
0.26%
CVS HEALTH CORP SR UNSEC
0.09%
DEUTSCHE TELEKOM INT FIN SR UNSEC 144A
0.43%
GLP CAPITAL LP / FIN II
0.43%
BURLINGTN NORTH SANTA FE SR UNSEC
0.42%
CVS HEALTH CORP GLBL SR UNSEC
0.41%
ENTERPRISE PRODUCTS OPER SR UNSEC
0.1%
KRAFT HEINZ FOODS CO SR UNSEC
0.12%
AMERICAN TOWER CORP SR UNSEC
0.12%
ELI LILLY & CO SR UNSEC
0.39%
ENEL FINANCE INTL SA CO GTD SR UNSEC144
0.39%
INTEL CORP SR UNSEC
0.39%
NORFOLK SOUTHERN CORP SR UNSEC
0.39%
WEA FINANCE LLC/WESTFIEL UNSEC 144A
0.39%
CNOOC FINANCE 2013 LTD GLBL SR UNSEC
0.38%
GENERAL ELECTRIC CO GLBL SR UNSECURED
0.38%
HALLIBURTON CO SR UNSEC
0.38%
KINDER MORGAN ENER PART
0.38%
NEWELL BRANDS INC**TENDER & CONSENT**
0.38%
TESORO LOGISTICS LP/CORP SR UNSEC
0.38%
VERIZON COMMUNICATIONS SR UNSEC
0.01%
GTL TRADE FINANCE**TENDER & CONSENT**
0.37%
LAZARD GROUP LLC SR UNSEC
0.37%
MOODY'S CORPORATION SR UNSEC
0.19%
SOUTHERN POWER CO SR UNSEC
0.37%
COMCAST CORP SR UNSEC
0.08%
MITSUBISHI UFJ FIN GRP SR UNSEC
0.27%
CHEVRON CORP SR UNSEC
0.35%
ESSEX PORTFOLIO LP SR UNSEC
0.35%
SOUTHERN CALIF GAS CO SEC
0.35%
SUMITOMO MITSUI BANKING
0.35%
TIME WARNER CABLE INC CO GTD
0.35%
VALE OVERSEAS LIMITED GLBL BD
0.35%
AMAZON.COM INC SR UNSEC
0.2%
CME GROUP INC GLBL SR UNSEC
0.34%
DTE ELECTRIC CO SEC
0.33%
GEORGIA-PACIFIC LLC SR UNSEC 144A
0.33%
JOHN DEERE CAPITAL CORP SR UNSEC
0.33%
SOUTHWESTERN PUBLIC SERV SR NT
0.33%
GENERAL MOTORS CO SRUNSEC
0.32%
PEMEX GLBL SR UNSEC
0.04%
ANHEUSER-BUSCH CO/INBEV SR UNSEC 144A
0.26%
RIO TINTO FIN USA LTD SR UNSEC
0.31%
DELL INTL LLC / EMC 144A
0.07%
HOME DEPOT INC SR UNSEC
0%
PACIFIC GAS & ELECTRIC SR UNSEC
0.3%
LOCKHEED MARTIN CORP SR UNSEC
0.29%
WEYERHAEUSER CO GLBL DEB
0.28%
AMERICAN HONDA FINANCE UNSEC
0.27%
ATHENE HOLDINGS LTD SR UNSEC
0.27%
DELMARVA PWR & LIGHT CO SEC
0.27%
E.ON INTL FINANCE BV CO GTD 144A
0.27%
KINDER MORGAN INC/DELAWA SR UNSEC
0.02%
TELEFONICA EMISIONES SAU CO GTD
0.27%
21ST CENTURY FOX **EXCHANGE & CONSENT**
0.02%
CONCHO RESOURCES INC SR UNSEC
0.13%
DOW CHEMICAL CO/THE SR UNSEC
0.26%
MERCK & CO INC SR UNSEC
0.26%
WALT DISNEY COMPANY/THE SR UNSEC
0.26%
ABBOTT LABORATORIES SR UNSEC
0.05%
CONSUMERS ENERGY CO SEC
0.25%
ECOPETROL SA SR UNSEC
0.25%
ROCKWELL COLLINS INC SR UNSEC
0.25%
WELLS FARGO & COMPANY GLBL SR NT
0.25%
WELLS FARGO & COMPANYSR UNSEC
0.25%
ELECTRICITE DE FRANCE SR UNSEC 144A
0.24%
GAZPROM 144A SR UNSEC
0.24%
MIZUHO FINANCIAL GROUP SR UNSEC
0.24%
NISSAN MOTOR ACCEPTANCE SR UNSEC 144A
0.24%
AIG GLOBAL FUNDING SEC 144A
0.23%
LOWE'S COMPANIES INC SR UNSEC
0.23%
SOUTHERN CO SR UNSEC 144A
0.23%
VOLKSWAGEN GROUP AMERICA SR UNSEC 144A
0.23%
ALIBABA GROUP HOLDING SR UNSEC
0.22%
CATERPILLAR INC SR UNSECURED
0.22%
SPIRIT REALTY LP SR UNSEC
0.22%
TANGER PROPERTIES LP SR UNSEC
0.22%
CARDINAL HEALTH INC SR UNSEC
0.21%
DOMINION ENERGY GAS HLDG LLC SR UNSEC
0.21%
ENBRIDGE INC SR UNSEC
0.18%
FOMENTO ECONOMICO MEX SR UNSEC
0.21%
GLAXOSMITHKLINE CAPITAL CO GTD
0.21%
KOREA HYDRO & NUCLEAR PO
0.21%
ROCHE HOLDING INC SR UNSEC 144A
0.21%
ATHENE GLOBAL FUNDING SEC 144A
0.2%
TYSON FOODS INC SR UNSEC
0.2%
ENTERGY CORP SR UNSEC
0.19%
ENTERGY LOUISIANA LLC SEC
0.19%
HARLEY-DAVIDSON FINL SER SR UNSEC 144A
0.19%
SUMITOMO MITSUI FINL GRP SR UNSEC
0.09%
TOYOTA INDUSTRIES CORP
0.19%
UNION PACIFIC CORP SR UNSEC
0.19%
WILLIAMS PARTNERS LP SR UNSEC
0.19%
AMGEN INC SR UNSECURED
0.18%
BAT CAPITAL CORP SR UNSEC
0.16%
CROWN CASTLE INTL CORP GLBL SR UNSEC
0.18%
FIRSTENERGY CORP SR UNSEC
0.18%
HEALTHCARE TRUST OF AMER SR UNSEC
0.18%
MET LIFE GLOB FUNDING I SEC 144A
0.18%
REPUBLIC SERVICES INC SR UNSEC
0.18%
SOUTHERN CAL EDISON 1ST MTGE SEC
0.18%
UBS AG LONDON SR UNSEC 144A
0.18%
EBAY INC GLBL SR UNSEC
0.17%
GLP CAPITAL LP / FIN II SR UNSEC
0.13%
KLA-TENCOR CORP SR UNSEC
0.17%
SINOPEC GRP OVERSEA 2015 SR UNSEC
0.17%
ALLERGAN FUNDING SCS SR UNSEC
0.16%
CENOVUS ENERGY INC SR UNSEC
0.16%
CONAGRA BRANDS INC SR UNSEC
0.08%
ENERGY TRANSFER OPERATNG SR UNSEC
0.06%
ENI SPA SR UNSEC 144A
0.16%
EPR PROPERTIES SR UNSEC
0.16%
IHS MARKIT LTD SR UNSEC
0.06%
ONEOK PARTNERS LP SR UNSEC
0.03%
SEAGATE HDD CAYMAN SR UNSEC
0.15%
SPECTRA ENERGY PARTNERS SR UNSEC
0.16%
BOOKING HOLDINGS INC SR UNSEC
0.15%
EXXON MOBIL CORPORATION SR UNSEC
0.15%
AXA EQUITABLE HOLDINGS I SR UNSEC 144A
0.11%
BM&FBOVESPA SA NT SR UNSEC 144A
0.14%
EQUIFAX INC SR UNSEC
0.04%
STANDARD CHARTERED PLC
0.14%
AEP TRANSMISSION CO LLC SR UNSEC
0.13%
ASTRAZENECA PLC SR UNSEC
0.13%
BP CAP MARKETS AMERICA SR UNSEC
0.1%
CELGENE CORP SR.UNSEC
0.13%
CME GROUP INC SR UNSEC
0.05%
DUKE REALTY LP SR UNSEC
0.03%
GENERAL MOTORS FINL CO SR UNSEC
0.1%
INDIANA MICHIGAN POWER SR UNSEC
0.13%
INTL FLAVOR & FRAGRANCES SR UNSEC
0.13%
YARA INTERNATIONAL ASA SR UNSEC 144A
0.13%
ZOETIS INC SR UNSEC
0.13%
AMERICAN TOWER CORP
0.12%
ANTHEM INC SR UNSEC
0.09%
BAYER US FINANCE II LLC SR UNSEC 144A
0.06%
BRIGHTHOUSE FINANCIAL IN SR UNSEC
0.12%
CIMAREX ENERGY CO SR UNSEC
0.12%
COMMONWEALTH EDISON CO SEC
0.12%
DELTA AIR LINES INC SR UNSEC
0.12%
ENABLE MIDSTREAM PARTNER SR UNSEC
0.12%
MYLAN INC SR UNSEC **144A EXCHANGE**
0.12%
NEW YORK LIFE INSURANCE SUB NT 144A
0.12%
NEXEN INC BD YANKEE
0.12%
PRINCIPAL LFE GLB FND II SEC 144A
0.12%
ROYAL BK SCOTLND GRP PLC SR UNSEC
0.12%
STATE STREET CORP SR UNSEC
0.12%
STRYKER CORP SR UNSEC
0.02%
VALERO ENERGY CORP SR UNSEC
0.12%
VIACOM INC SR UNSEC
0.12%
WASHINGTON PG LP SR UNSEC
0.12%
BHP BILLITON FIN USA LTD SR UNSEC GLBL
0.11%
CREDIT SUISSE NEW YORK SR UNSEC
0.11%
METLIFE INC GLBL SR NT
0.11%
RAS LAFFAN LNG III 144A YANKEE
0.11%
AMERICAN WATER CAP CORP SR UNSEC
0.1%
BOSTON PROPERTIES LP SR UNSEC
0.1%
CHINA CINDA FINANCE 2015
0.1%
CHINA RESOURCES GAS GROU
0.1%
D.R. HORTON INC SR UNSEC
0.1%
DOLPHIN ENERGY LTD NT 144A
0.1%
GRUPO TELEVISA S.A. GLBL SR UNSECURED
0.1%
HUTCHISON WHAMPOA INTL PRIV 144A
0.1%
NIPPON LIFE INSURANCE SUB 144A
0.1%
PETRONAS GLOBAL SUKUK LT
0.1%
TIAA ASSET MGMT FIN LLC SR UNSEC 144A
0.1%
ACWA POWER MGMT INVST
0.09%
APPALACHIAN POWER CO NT
0.09%
ATMOS ENERGY CORP GLBL SR UNSEC
0.09%
AUTONATION INC SR UNSEC
0.09%
COMMONWEALTH BANK AUST SR UNSEC 144A
0.09%
CONSOLIDATED EDISON CO SR UNSEC
0.09%
EMPRESA NACIONAL DE TELECOM 144A
0.09%
ERAC USA FINANCE LLC SR UNSEC 144A
0.08%
EXELON CORP SR UNSEC
0.09%
EXELON GENERATION CO LLC GLBL SR UNSEC
0.09%
FAIRFAX FINL HLDGS **144 EXCHANGE**
0.09%
HOSPITALITY PROP TRUST SR UNSEC
0.09%
KEYSPAN GAS EAST CORP SR UNSEC 144A
0.09%
KILROY REALTY LP SR UNSEC
0.09%
KIMCO REALTY CORP SR UNSEC
0.09%
KOREA HYDRO & NUCLEAR PO SR UNSEC 144A
0.09%
LIBERTY MUTUAL GROUP INC UNSEC 144A
0.09%
NATIONAL AUSTRALIA BK/NY SR UNSEC
0.09%
NIPPON LIFE INSURANCE SUB REGS
0.09%
PEPSICO INC SR UNSEC
0.09%
PERTAMINA PT SR UNSEC 144A
0.09%
PHILIP MORRIS INTL INC SR UNSEC
0.05%
PLAINS ALL AMER PIPELINE SR UNSEC
0.09%
QUALCOMM INC SR UNSEC
0.09%
RELIANCE INDUSTRIES LTD SR UNSEC 144A
0.09%
SHELL INTERNATIONAL FIN SR UNSEC
0.09%
SHIRE ACQ INV IRELAND DA SR UNSEC
0.09%
SOCIETE GENERALE SUB 144A
0.09%
SOUTHERN CO SR UNSEC
0.09%
TOYOTA MOTOR CREDIT CORP SR UNSEC
0.09%
WELLS FARGO & COMPANY
0.01%
WELLTOWER INC SR UNSEC
0.09%
WESTPAC BANKING CORP SR UNSEC
0.09%
DOW CHEMICAL CO/THE GLBL SR UNSEC
0.08%
GENERAL MOTORS CO SR UNSEC
0.08%
PLAINS ALL AMER PIPELINE GLB SR UNSEC
0.08%
SHELL INTERNATIONAL FIN CO GTD
0.03%
SUMITOMO LIFE INSUR SR SUB 144A
0.08%
CNOOC FINANCE 2012 LTD SR UNSEC 144A
0.07%
KRAFT FOODS GROUP INC SR UNSEC
0.07%
NORTHROP GRUMMAN CORP SR UNSEC
0.07%
TIME WARNER INC GLBL SR UNSEC
0.07%
UNITEDHEALTH GROUP INC BD
0.07%
BANK OF AMERICA CORP GLBL SUB
0.06%
BERKSHIRE HATHAWAY ENERGY GLBL BD
0.06%
BROADCOM CRP / CAYMN FI SR UNSEC
0.06%
CHARTER COMM OPT LLC/CAP SEC
0.06%
GRUPO TELEVISA SAB SR UNSEC
0.06%
KINDER MORGAN ENERGY PARTNERS SR UNSEC
0.06%
TECH DATA CORP SR UNSEC
0.06%
VENTAS REALTY LP SR UNSEC
0.06%
WELLS FARGO & COMPANY SUB
0.06%
AMERICAN EXPRESS CO GLBL SR UNSEC
0.05%
BANCO DO BRASIL (CAYMAN) SR UNSEC 144A
0.05%
BANCO SANTANDER SA SR UNSEC 144A
0.05%
BERKLEY (WR) CORPORATION
0.05%
BERKSHIRE HATHAWAY FIN CO GTD
0.05%
CBOE GLOBAL MARKETS INC SR UNSEC
0.05%
CONSTELLATION BRANDS INC SR UNSEC
0.05%
DUKE ENERGY CORP SR UNSEC
0.01%
ELECTRICITE DE FRANCE NT 144A
0.05%
GENERAL ELECTRIC CO GLBL SR UNSEC MTN
0.05%
LLOYDS BANK PLC BK GTD 144A
0.05%
LYONDELLBASELL IND NV SR UNSEC
0.05%
MARSH & MCLENNAN COS INC SR UNSEC
0.02%
PFIZER INC SR UNSEC
0.05%
BAXALTA INC SR UNSEC
0.04%
BLACK HILLS CORP SR UNSEC
0.01%
CENOVUS ENERGY INC GLBL SR UNSECURED
0.04%
CHARLES SCHWAB CORP SR UNSEC
0.04%
CONTINENTAL RESOURCES SR UNSEC
0.04%
CORNING INC SR UNSECURED
0.04%
CRH AMERICA FINANCE INC SR UNSEC 144A
0.04%
JOHN DEERE CAPITAL CORP MTN
0.04%
JPMORGAN CHASE & CO GLBL SR UNSEC
0.04%
MOODY'S CORPORATION SR UNSECURED
0.04%
NATIONAL RURAL UTIL COOP SEC
0.04%
PACIFIC GAS & ELECTRIC SR UNSECURED
0.04%
RABOBANK NEDERLAND UTREC
0.04%
REPUBLIC SERVICES INC
0.04%
SKY PLC SR UNSEC 144A
0.04%
SPRINT SPECTRUM / SPEC I SEC 144A
0.04%
WESTERN GAS PARTNERS LP SR UNSEC
0.04%
WHIRLPOOL CORP SR UNSEC
0.03%
WOODSIDE FINANCE LTD SR UNSEC 144A
0.04%
FIRST REPUBLIC BANK SUB
0.03%
GLAXOSMITHKLINE CAP INC SR UNSEC
0.03%
GUARDIAN LIFE INSURANCE SURPLUS NT 144A
0.03%
PACIFIC GAS & ELECTRIC SR NT
0.03%
SYNCHRONY FINANCIAL SR UNSEC
0.03%
TARGET CORP SR UNSECURED
0.03%
TRANS-CANADA PIPELINES NT
0.03%
AVIATION CAPITAL GROUP NT 144A
0.02%
AVIATION CAPITAL GROUP SR UNSEC 144A
0.02%
BARRICK AUSTRALIA FINANC GLBL CO GTD
0.02%
BG ENERGY CAPITAL PLC CO GTD 144A
0.02%
BORGWARNER INC SR UNSECURED
0.02%
CITIZENS FINANCIAL GROUP SR UNSEC
0.02%
CSX CORP SR UNSECURED
0.02%
DOMINION ENERGY INC SR **FULL CALL**
0.02%
ENERGY TRANSFER OPERATNG GLBL SR UNSEC
0.02%
FLORIDA POWER & LIGHT
0.02%
INTESA SANPAOLO SPA SR UNSEC 144A
0.02%
KENTUCKY UTILITIES GLBL 1ST MTGE
0.02%
METLIFE INC GLBL SR UNSECURED
0.02%
MYLAN NV SR UNSEC 144A
0.02%
NASDAQ INC SR UNSEC
0.02%
PENSKE TRUCK LEASING/PTL SR UNSEC 144A
0.02%
PROGRESSIVE CORP SR UNSEC
0.02%
RAYMOND JAMES FINANCIAL SR UNSEC
0.02%
STRYKER CORP SR UNSECURED
0.02%
TELEFONICA EMISIONES SAU
0.02%
THERMO FISHER SCIENTIFIC GLBL SR UNSEC
0.02%
APACHE CORP SR UNSECURED
0.01%
BACARDI LTD SR UNSEC 144A
0.01%
COX COMMUNICATIONS INC SR UNSEC 144A
0.01%
FREEPORT-MCMORAN INC
0.01%
GENERAL ELECTRIC CO SR UNSEC MTN
0.01%
IBM CORP SR UNSECURED
0.01%
NEW YORK LIFE GLOBAL FDG SEC 144A
0.01%
OWENS CORNING SR UNSEC
0.01%
PENNSYLVANIA ELECTRIC CO SR UNSEC
0.01%
PIMCO Investment Grade Corporate Bond Index Fund ETF (
CORP)
0%
ABN AMRO BANK NV SUB 144A
0%
ENCANA CORP GLBL SR UNSEC
0%
OCCIDENTAL PETROLEUM COR SR UNSEC
0%
TRANS-CANADA PIPELINES SR UNSEC
0%
FIN FUT US 10YR CBT 03/20/19
0%
Other net assets (liabilities)1
0%