Full Portfolio Holdings as of 06/30/17 |
| FNMA FN30 TBA 04.5000 07/01/2047 |
3.19%
|
| US TREASURY N/B 02.0000 11/30/2020 |
2.60%
|
| APPLE INC |
2.13%
|
| US TREASURY N/B 01.1250 03/31/2020 |
2.00%
|
| ALPHABET INC-CL A |
1.90%
|
| MICROSOFT CORP |
1.77%
|
| FNMA FN30 TBA 04.0000 07/01/2047 |
1.56%
|
| GNMA GII30 TBA 03.5000 07/01/2047 |
1.54%
|
| FNMA FN30 TBA 03.5000 08/01/2047 |
1.52%
|
| US TREASURY N/B 00.8750 06/15/2019 |
1.47%
|
| AMAZON.COM INC |
1.45%
|
| US TREASURY N/B 01.8750 11/30/2021 |
1.33%
|
| US TREASURY N/B 02.7500 08/15/2042 |
1.26%
|
| JPMORGAN CHASE & CO |
1.22%
|
| FACEBOOK INC-A |
1.18%
|
| JOHNSON & JOHNSON |
1.10%
|
| SPDR S&P REGIONAL BANKING |
1.09%
|
| HOME DEPOT INC |
1.02%
|
| PEPSICO INC |
1.01%
|
| INVESCO LTD |
0.89%
|
| US TREASURY N/B 02.0000 02/15/2022 |
0.83%
|
| BANK OF AMERICA CORP |
0.82%
|
| COMCAST CORP-CLASS A |
0.77%
|
| FNMA FN30 TBA 03.5000 07/01/2047 |
0.76%
|
| GNMA GII30 TBA 03.0000 07/01/2047 |
0.75%
|
| US TREASURY N/B 01.3750 09/30/2018 |
0.74%
|
| AT&T INC |
0.72%
|
| FNMA FN30 BC1155 03.0000 06/01/2046 |
0.71%
|
| US TREASURY N/B 01.1250 12/31/2019 |
0.70%
|
| VISA INC-CLASS A SHARES |
0.68%
|
| ALTRIA GROUP INC |
0.63%
|
| CHUBB LTD |
0.63%
|
| AMGEN INC |
0.59%
|
| BROADCOM LTD |
0.58%
|
| MERCK & CO. INC. |
0.58%
|
| INTERCONTINENTAL EXCHANGE IN |
0.55%
|
| CONOCOPHILLIPS |
0.53%
|
| PRICELINE GROUP INC/THE |
0.52%
|
| BECTON DICKINSON AND CO |
0.51%
|
| KRAFT HEINZ CO/THE |
0.51%
|
| RAYTHEON COMPANY |
0.51%
|
| SHERWIN-WILLIAMS CO/THE |
0.51%
|
| UNITED TECHNOLOGIES CORP |
0.51%
|
| WALGREENS BOOTS ALLIANCE INC |
0.50%
|
| INTL BK RECON & DEVELOP 07.6250 01/19/2023 |
0.49%
|
| NORTHROP GRUMMAN CORP |
0.49%
|
| TEXAS INSTRUMENTS INC |
0.48%
|
| ASSURED GUARANTY LTD |
0.47%
|
| CHARTER COMMUNICATIONS INC-A |
0.47%
|
| AMERICAN INTERNATIONAL GROUP |
0.46%
|
| BIOGEN INC |
0.45%
|
| DOW CHEMICAL CO/THE |
0.45%
|
| GILEAD SCIENCES INC |
0.45%
|
| JAZZ PHARMACEUTICALS PLC |
0.45%
|
| NORFOLK SOUTHERN CORP |
0.45%
|
| GOLDMAN SACHS GROUP INC |
0.44%
|
| DANAHER CORP |
0.43%
|
| DR PEPPER SNAPPLE GROUP INC |
0.42%
|
| FORTIVE CORP |
0.42%
|
| QUALCOMM INC |
0.42%
|
| DXC TECHNOLOGY CO |
0.40%
|
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 |
0.40%
|
| CELGENE CORP |
0.39%
|
| SIEMENS AG |
0.39%
|
| ADOBE SYSTEMS INC |
0.38%
|
| COSTCO WHOLESALE CORP |
0.38%
|
| DOVER CORP |
0.38%
|
| APPLIED MATERIALS INC |
0.37%
|
| FORTUNE BRANDS HOME & SECURI |
0.37%
|
| JOHNSON CONTROLS INTERNATION |
0.37%
|
| ROCKWELL AUTOMATION INC |
0.36%
|
| BOSTON SCIENTIFIC CORP |
0.35%
|
| CUMMINS INC |
0.35%
|
| EOG RESOURCES INC |
0.35%
|
| EXELON CORP |
0.35%
|
| MASTERCARD INC - A |
0.35%
|
| NCSOFT CORP |
0.35%
|
| ALIBABA GROUP HOLDING-SP ADR |
0.34%
|
| CONSTELLATION BRANDS INC-A |
0.34%
|
| WASTE CONNECTIONS INC |
0.34%
|
| HILTON WORLDWIDE HOLDINGS IN |
0.33%
|
| PINNACLE FOODS INC |
0.33%
|
| PRUDENTIAL PLC |
0.33%
|
| KOMATSU LTD |
0.32%
|
| TJX COMPANIES INC |
0.32%
|
| W.R. GRACE & CO |
0.32%
|
| CIGNA CORP |
0.31%
|
| COLGATE-PALMOLIVE CO |
0.31%
|
| EXPEDIA INC |
0.31%
|
| HALLIBURTON CO |
0.31%
|
| AMERICAN ELECTRIC POWER |
0.30%
|
| DENTSPLY SIRONA INC |
0.30%
|
| KION GROUP AG |
0.30%
|
| MONDELEZ INTERNATIONAL INC-A |
0.30%
|
| WALT DISNEY CO/THE |
0.30%
|
| AMERICAN AIRLINES GROUP INC |
0.29%
|
| P G & E CORP |
0.29%
|
| UNITEDHEALTH GROUP INC |
0.29%
|
| KROGER CO |
0.28%
|
| ROYAL DUTCH SHELL PLC-A SHS |
0.28%
|
| UBS AG REGS 05.1250 05/15/2024 |
0.28%
|
| WYNN RESORTS LTD |
0.28%
|
| REALPAGE INC |
0.27%
|
| AMERICAN TOWER CORP |
0.26%
|
| FIDELITY NATIONAL INFO SERV |
0.26%
|
| KKR & CO LP |
0.26%
|
| NRG ENERGY INC |
0.26%
|
| QORVO INC |
0.26%
|
| TENCENT HOLDINGS LTD |
0.26%
|
| YUM CHINA HOLDINGS INC |
0.26%
|
| AIRBUS SE |
0.25%
|
| BLACKROCK INC |
0.25%
|
| GAMING AND LEISURE PROPERTIE |
0.25%
|
| INVESTMENT TECHNOLOGY GROUP |
0.25%
|
| SUNCOR ENERGY INC |
0.25%
|
| US TREASURY N/B 01.6250 04/30/2019 |
0.25%
|
| CHENIERE ENERGY INC |
0.24%
|
| CVS HEALTH CORP |
0.24%
|
| HANESBRANDS INC |
0.24%
|
| HARTFORD FINL SVCS GRP 06.6250 03/30/2040 |
0.24%
|
| INTUITIVE SURGICAL INC |
0.24%
|
| RESTAURANT BRANDS INTERN |
0.24%
|
| UBI SOFT ENTERTA |
0.24%
|
| VERIZON COMMUNICATIONS INC |
0.24%
|
| CAVIUM INC |
0.23%
|
| NIKE INC -CL B |
0.23%
|
| PENN NATIONAL GAMING INC |
0.23%
|
| CISCO SYSTEMS INC |
0.22%
|
| CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 |
0.22%
|
| WEC ENERGY GROUP INC 03.2943 05/15/2067 |
0.22%
|
| HUMANA INC |
0.21%
|
| IHS MARKIT LTD |
0.21%
|
| O'REILLY AUTOMOTIVE INC |
0.21%
|
| REGENERON PHARMACEUTICALS |
0.21%
|
| AGILENT TECHNOLOGIES INC |
0.20%
|
| LIVE NATION ENTERTAINMENT IN |
0.20%
|
| METLIFE INC |
0.20%
|
| NEXTERA ENERGY INC |
0.20%
|
| PIONEER NAT RES CO |
0.20%
|
| WAL-MART STORES INC |
0.20%
|
| ANADARKO PETROLEUM CORP |
0.19%
|
| CITIGROUP INC 04.7500 05/18/2046 |
0.19%
|
| GENERAL ELECTRIC CO 05.0000 12/29/2049 |
0.19%
|
| HSBC HOLDINGS PLC USD 06.5000 05/02/2036 |
0.19%
|
| MASS MUTUAL LIFE P/P 144A 08.8750 06/01/2039 |
0.19%
|
| MOLSON COORS BREWING CO -B |
0.19%
|
| PFIZER INC |
0.19%
|
| SCHWAB (CHARLES) CORP |
0.19%
|
| ALCOA CORP |
0.18%
|
| ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 |
0.18%
|
| CENOVUS ENERGY INC |
0.18%
|
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 |
0.18%
|
| SEALED AIR CORP |
0.18%
|
| DISH NETWORK CORP-A |
0.17%
|
| HAMILTON LANE INC-CLASS A |
0.17%
|
| ING BANK NV P/P 144A 05.8000 09/25/2023 |
0.17%
|
| NOBLE ENERGY INC |
0.17%
|
| T-MOBILE US INC |
0.17%
|
| AMERICAN WATER WORKS CO INC |
0.16%
|
| BPCE SA P/P 144A 05.1500 07/21/2024 |
0.16%
|
| E*TRADE FINANCIAL CORPORATION |
0.16%
|
| EDGEWELL PERSONAL CARE CO |
0.16%
|
| MSC 2012-C4 D P/P 144A 05.6014 03/15/2045 |
0.16%
|
| NXP SEMICONDUCTORS NV |
0.16%
|
| ORACLE CORP |
0.16%
|
| TELECOM ITALIA SPA P/P 144A 05.3030 05/30/2024 |
0.16%
|
| AMEREN CORPORATION |
0.15%
|
| AON PLC USD 04.2500 12/12/2042 |
0.15%
|
| BIOVERATIV INC |
0.15%
|
| CR BARD INC |
0.15%
|
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 |
0.15%
|
| EVERBRIDGE INC |
0.15%
|
| EXXON MOBIL CORP |
0.15%
|
| GODADDY INC - CLASS A |
0.15%
|
| LIMITED BRANDS INC |
0.15%
|
| MONSTER BEVERAGE CORP |
0.15%
|
| ORACLE CORP 02.6500 07/15/2026 |
0.15%
|
| ROCKWELL COLLINS INC 04.3500 04/15/2047 |
0.15%
|
| SALESFORCE.COM INC |
0.15%
|
| WESTROCK MWV LLC 08.2000 01/15/2030 |
0.15%
|
| BANK OF AMERICA CORP 06.1100 01/29/2037 |
0.14%
|
| BRISTOL-MYERS SQUIBB CO |
0.14%
|
| GEORGIA-PACIFIC LLC 07.7500 11/15/2029 |
0.14%
|
| STERICYCLE INC |
0.14%
|
| 21ST CENTURY FOX AMERICA 07.7500 01/20/2024 |
0.13%
|
| CF INDUSTRIES HOLDINGS INC |
0.13%
|
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 |
0.13%
|
| EDISON INTERNATIONAL |
0.13%
|
| HARTFORD FINANCIAL SVCS GRP |
0.13%
|
| HP INC |
0.13%
|
| INSTRUCTURE INC |
0.13%
|
| MCKESSON CORP |
0.13%
|
| RABOBANK NEDERLAND P/P 144A 11.0000 12/29/2049 |
0.13%
|
| SYNCHRONY FINANCIAL |
0.13%
|
| VULCAN MATERIALS CO |
0.13%
|
| AMERICAN INTL GROUP 08.1750 05/15/2058 |
0.12%
|
| CAMPBELL SOUP CO |
0.12%
|
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 |
0.12%
|
| QEP RESOURCES INC |
0.12%
|
| SCHLUMBERGER LTD |
0.12%
|
| SELECT ENERGY SERVICES INC-A |
0.12%
|
| TEXAS-NEW MEXICO PR P/P 144A 09.5000 04/01/2019 |
0.12%
|
| WESTLAKE CHEM CORP 03.6000 08/15/2026 |
0.12%
|
| ALBEMARLE CORP |
0.11%
|
| CHARTER COMM OPT LLC 06.4840 10/23/2045 |
0.11%
|
| HILTON WORLDWIDE FIN P/P 144A 04.8750 04/01/2027 |
0.11%
|
| ILUKA RESOURCES LTD |
0.11%
|
| LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 |
0.11%
|
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 |
0.11%
|
| SABINE PASS LIQUEF 05.0000 03/15/2027 |
0.11%
|
| SEVEN GENERATIONS ENERGY - A |
0.11%
|
| BECTON DICKINSON AND CO 04.6690 06/06/2047 |
0.10%
|
| CARDINAL HEALTH INC |
0.10%
|
| CBS CORP 04.6000 01/15/2045 |
0.10%
|
| DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 |
0.10%
|
| DUKE REALTY LP 04.3750 06/15/2022 |
0.10%
|
| ENERGY TRANSFER LP 06.5000 02/01/2042 |
0.10%
|
| LEGRAND FRANCE USD 08.5000 02/15/2025 |
0.10%
|
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 |
0.10%
|
| TRANSCANADA TRUST USD 05.3000 03/15/2077 |
0.10%
|
| WP CAREY INC 04.6000 04/01/2024 |
0.10%
|
| BRDCOM CRP / FIN P/P 144A 03.8750 01/15/2027 |
0.09%
|
| CALPINE CORP |
0.09%
|
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 |
0.09%
|
| EXPRESS SCRIPTS HOLDING CO |
0.09%
|
| HISTORIC TW INC 09.1500 02/01/2023 |
0.09%
|
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 |
0.09%
|
| JPMORGAN CHASE & CO 07.9000 12/29/2049 |
0.09%
|
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 |
0.09%
|
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 |
0.09%
|
| PLAINS ALL AMER PIPELINE LP |
0.09%
|
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 |
0.09%
|
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 |
0.09%
|
| SPECTRA ENERGY CAPITAL LLC 08.0000 10/01/2019 |
0.09%
|
| WEYERHAEUSER CO 07.3750 03/15/2032 |
0.09%
|
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 |
0.09%
|
| BECTON DICKINSON AND CO 03.7000 06/06/2027 |
0.08%
|
| BURLINGTN NORTH SANTA FE 05.4000 06/01/2041 |
0.08%
|
| COMM 2013-CR13 AM 04.4490 12/10/2023 |
0.08%
|
| CROWN CASTLE TOWERS P/P 144A 04.8830 08/15/2020 |
0.08%
|
| EVONIK INDUSTRIES AG |
0.08%
|
| FORD MOTOR COMPANY 04.3460 12/08/2026 |
0.08%
|
| GRUPO TELEVISA SAB USD 06.6250 01/15/2040 |
0.08%
|
| GSMS 2011-GC5 C P/P 144A 05.5656 08/10/2044 |
0.08%
|
| JPMBB 2014-C19 C 04.8212 04/15/2047 |
0.08%
|
| LYONDELLBASELL INDU-CL A |
0.08%
|
| MCDONALD'S CORP 05.7000 02/01/2039 |
0.08%
|
| NEWELL BRANDS INC 04.2000 04/01/2026 |
0.08%
|
| OWENS CORNING 09.0000 06/15/2019 |
0.08%
|
| PRIDE INTERNATIONAL LLC 07.8750 08/15/2040 |
0.08%
|
| TOSCO CORP 08.1250 02/15/2030 |
0.08%
|
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 |
0.08%
|
| WILLIAMS PARTNERS LP 04.3000 03/04/2024 |
0.08%
|
| ARC PROP OPER PART L 04.6000 02/06/2024 |
0.07%
|
| AUTONATION INC. 05.5000 02/01/2020 |
0.07%
|
| BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 |
0.07%
|
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 |
0.07%
|
| CHARTER COMM OPT LLC P/P 144A 05.3750 05/01/2047 |
0.07%
|
| DIAGEO INVESTMENT CORP 08.0000 09/15/2022 |
0.07%
|
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 |
0.07%
|
| EL PASO NATURAL GAS 08.3750 06/15/2032 |
0.07%
|
| ENCANA CORP |
0.07%
|
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 |
0.07%
|
| FNMA FN30 734836 05.0000 08/01/2033 |
0.07%
|
| GREAT PLAINS ENERGY INC 04.8500 04/01/2047 |
0.07%
|
| GSMS 2014-GC22 C 04.8006 06/10/2047 |
0.07%
|
| MARATHON OIL CORP |
0.07%
|
| MCDONALD'S CORP 06.3000 03/01/2038 |
0.07%
|
| MICROSOFT CORP 02.4000 08/08/2026 |
0.07%
|
| PUGET SOUND ENERGY INC 06.9740 06/01/2067 |
0.07%
|
| SHIRE ACQ INV IE 03.2000 09/23/2026 |
0.07%
|
| TWENTY-FIRST CENTURY FOX-A |
0.07%
|
| WESTERN DIGITAL CORP |
0.07%
|
| AETNA INC |
0.06%
|
| ALLY FINANCIAL INC 05.7500 11/20/2025 |
0.06%
|
| AXA SA P/P 144A 06.4630 12/29/2049 |
0.06%
|
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 |
0.06%
|
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 |
0.06%
|
| CBRE SERVICES INC 04.8750 03/01/2026 |
0.06%
|
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 |
0.06%
|
| CENOVUS ENERGY INC P/P 144A 04.2500 04/15/2027 |
0.06%
|
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 |
0.06%
|
| COCA-COLA CO/THE |
0.06%
|
| FNMA FN30 995023 05.5000 08/01/2037 |
0.06%
|
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 |
0.06%
|
| GNMA GII30 AL4508 03.5000 02/20/2045 |
0.06%
|
| N TX HWY-TXB-B 06.7180 01/01/2049 |
0.06%
|
| NATIONWIDE MUTUAL P/P 144A 08.2500 12/01/2031 |
0.06%
|
| NBCUNIVERSAL MEDIA LLC 06.4000 04/30/2040 |
0.06%
|
| OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 |
0.06%
|
| PACIFIC GAS & ELECTRIC 06.3500 02/15/2038 |
0.06%
|
| STATOIL ASA USD 05.1000 08/17/2040 |
0.06%
|
| SW AIRLINES 07-1 TRUST 06.1500 08/01/2022 |
0.06%
|
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 |
0.06%
|
| WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 |
0.06%
|
| WFRBS 2011-C3 D P/P 144A 05.8131 03/15/2044 |
0.06%
|
| AMERICAN TOWER CORP 03.3750 10/15/2026 |
0.05%
|
| AMERICAN TOWER CORP 03.5500 07/15/2027 |
0.05%
|
| APPALACHIAN POWER CO 05.8000 10/01/2035 |
0.05%
|
| APPLE INC 04.3750 05/13/2045 |
0.05%
|
| BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 |
0.05%
|
| CHENIERE CORP CHRIST P/P 144A 05.1250 06/30/2027 |
0.05%
|
| CITIGROUP INC 05.9500 12/29/2049 |
0.05%
|
| COMM 2014-UBS6 C 04.6139 12/10/2047 |
0.05%
|
| CONYERS PARK ACQUISIT - UNIT |
0.05%
|
| DOLLAR GENERAL CORP 03.2500 04/15/2023 |
0.05%
|
| EQT MIDSTREAM PARTNERS L 04.0000 08/01/2024 |
0.05%
|
| FNMA FN30 555591 05.5000 07/01/2033 |
0.05%
|
| HEALTHCARE REALTY TRUST INC 03.8750 05/01/2025 |
0.05%
|
| HESS CORP 07.3000 08/15/2031 |
0.05%
|
| KINDER MORGAN INC |
0.05%
|
| KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 |
0.05%
|
| KRAFT HEINZ FOODS CO 06.8750 01/26/2039 |
0.05%
|
| MPLX LP 04.1250 03/01/2027 |
0.05%
|
| MSBAM 2013-C11 C 04.5153 08/15/2046 |
0.05%
|
| MSBAM 2014-C14 C 04.9900 02/15/2047 |
0.05%
|
| NABORS INDUSTRIES INC 04.6250 09/15/2021 |
0.05%
|
| NORFOLK SOUTHERN CORP 06.0000 05/23/2111 |
0.05%
|
| NVR INC 03.9500 09/15/2022 |
0.05%
|
| ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 |
0.05%
|
| ONCOR ELECTRIC DELIVERY CO 07.0000 09/01/2022 |
0.05%
|
| ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 |
0.05%
|
| OPORTUN FIN CORP P/P SERIES H PFD |
0.05%
|
| PARKER-HANNIFIN CORP 06.2500 05/15/2038 |
0.05%
|
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 |
0.05%
|
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 |
0.05%
|
| TEXAS GAS TRANSMISN P/P 144A 04.5000 02/01/2021 |
0.05%
|
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 |
0.05%
|
| VERIZON COMMUNICATIONS 04.1250 03/16/2027 |
0.05%
|
| WELLS FARGO & COMPANY 05.8750 12/29/2049 |
0.05%
|
| WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 |
0.05%
|
| BURLINGTN NORTH SANTA FE 05.7500 05/01/2040 |
0.04%
|
| CANADIAN NATL RESOURCES USD 03.8500 06/01/2027 |
0.04%
|
| CBS CORP 03.5000 01/15/2025 |
0.04%
|
| DELIVERY HERO HOLDIN P/P |
0.04%
|
| ENBRIDGE INC USD 04.2500 12/01/2026 |
0.04%
|
| FNMA FN30 995018 05.5000 06/01/2038 |
0.04%
|
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 |
0.04%
|
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 |
0.04%
|
| GORES HOLDINGS II INC |
0.04%
|
| HCA INC 05.2500 06/15/2026 |
0.04%
|
| HOST HOTELS & RESORTS LP 06.0000 10/01/2021 |
0.04%
|
| KOREAN WON CALL ACCOUNT |
0.04%
|
| LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 |
0.04%
|
| MOODY'S CORPORATION P/P 144A 03.2500 01/15/2028 |
0.04%
|
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 |
0.04%
|
| OMNICOM GROUP INC 03.6000 04/15/2026 |
0.04%
|
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 |
0.04%
|
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 |
0.04%
|
| QVC INC 04.8500 04/01/2024 |
0.04%
|
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 |
0.04%
|
| S&P GLOBAL INC 04.4000 02/15/2026 |
0.04%
|
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 |
0.04%
|
| TEVA PHARMACEUTICALS NE USD 03.1500 10/01/2026 |
0.04%
|
| TRAVELERS PPTY CASUALTY 07.7500 04/15/2026 |
0.04%
|
| 21ST CENTURY FOX AMERICA 07.8500 03/01/2039 |
0.03%
|
| ANHEUSER-BUSCH INBEV 08.2000 01/15/2039 |
0.03%
|
| ASSURANT INC 06.7500 02/15/2034 |
0.03%
|
| AVIATION CAPITAL GRP P/P 144A 07.1250 10/15/2020 |
0.03%
|
| BANK OF AMERICA CORP 06.1000 12/29/2049 |
0.03%
|
| CA TXB-VAR PURP 3 07.5000 04/01/2034 |
0.03%
|
| CBS CORP 02.9000 01/15/2027 |
0.03%
|
| CHARTER COMM OPT LLC 04.9080 07/23/2025 |
0.03%
|
| CITIGROUP INC 04.1250 07/25/2028 |
0.03%
|
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 |
0.03%
|
| COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 |
0.03%
|
| COMCAST CORP 03.1500 03/01/2026 |
0.03%
|
| COMCAST CORP 06.5000 11/15/2035 |
0.03%
|
| CONCHO RESOURCES INC 04.3750 01/15/2025 |
0.03%
|
| CONSOLIDATED EDISON CO O 04.2000 03/15/2042 |
0.03%
|
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 |
0.03%
|
| EASTMAN CHEMICAL CO 03.8000 03/15/2025 |
0.03%
|
| EMERA US FINANCE LP 03.5500 06/15/2026 |
0.03%
|
| ENERGY TRANSFER LP 05.2000 02/01/2022 |
0.03%
|
| ENERGY TRANSFER LP 07.6000 02/01/2024 |
0.03%
|
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 |
0.03%
|
| FNMA FN30 889982 05.5000 11/01/2038 |
0.03%
|
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 |
0.03%
|
| IBERDROLA INTL BV USD 06.7500 07/15/2036 |
0.03%
|
| JPMORGAN CHASE & CO 02.2950 08/15/2021 |
0.03%
|
| JPMORGAN CHASE & CO 05.3000 12/29/2049 |
0.03%
|
| KINDER MORGAN ENER PART 03.5000 03/01/2021 |
0.03%
|
| LEAR CORP 05.3750 03/15/2024 |
0.03%
|
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 |
0.03%
|
| NOBLE HOLDING INTL LTD USD 06.0500 03/01/2041 |
0.03%
|
| NORTHROP GRUMMAN SYSTEMS 07.8750 03/01/2026 |
0.03%
|
| O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 |
0.03%
|
| OPORTUN FIN CORP P/P |
0.03%
|
| OPORTUN FIN F-1 PFD CV P/P |
0.03%
|
| OPORTUN FIN G-1 PFD CV P/P |
0.03%
|
| PACIFIC GAS & ELECTRIC 05.8000 03/01/2037 |
0.03%
|
| PETROLEOS MEXICANOS USD 04.5000 01/23/2026 |
0.03%
|
| PRIMERICA INC 04.7500 07/15/2022 |
0.03%
|
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 |
0.03%
|
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 |
0.03%
|
| UNITEDHEALTH GROUP INC 04.6250 11/15/2041 |
0.03%
|
| VERIZON COMM 04.5220 09/15/2048 |
0.03%
|
| WILLIAMS PARTNERS L.P. 04.8750 03/15/2024 |
0.03%
|
| AIR LEASE CORP 03.7500 02/01/2022 |
0.02%
|
| AMERICAN TOWER CORP 04.0000 06/01/2025 |
0.02%
|
| ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 |
0.02%
|
| ANTHEM INC 04.6250 05/15/2042 |
0.02%
|
| AUTONATION INC 04.5000 10/01/2025 |
0.02%
|
| BOARDWALK PIPELINES LP 04.4500 07/15/2027 |
0.02%
|
| CAS 2016-C05 2M1 02.5661 01/25/2029 |
0.02%
|
| CBRE SERVICES INC 05.2500 03/15/2025 |
0.02%
|
| CC HLDG GS V LLC/CRO 03.8490 04/15/2023 |
0.02%
|
| CITIGROUP INC 05.8750 12/29/2049 |
0.02%
|
| CONSTELLATION BRANDS INC 03.7000 12/06/2026 |
0.02%
|
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 |
0.02%
|
| CYTEC INDUSTRIES INC. 03.5000 04/01/2023 |
0.02%
|
| DCP MIDSTREAM OPERATING 03.8750 03/15/2023 |
0.02%
|
| DEVON ENERGY CORPORATION 03.2500 05/15/2022 |
0.02%
|
| EOG RESOURCES INC 05.6250 06/01/2019 |
0.02%
|
| FIFTH THIRD BANCORP 05.1000 12/29/2049 |
0.02%
|
| HCA INC 05.5000 06/15/2047 |
0.02%
|
| HILTON DOMESTIC OPER P/P 144A 04.2500 09/01/2024 |
0.02%
|
| HOSPITALITY PROPERTIES T 04.5000 03/15/2025 |
0.02%
|
| HOST HOTELS & RESORTS 05.2500 03/15/2022 |
0.02%
|
| HYATT HOTELS CORP 03.3750 07/15/2023 |
0.02%
|
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 |
0.02%
|
| JABIL INC 08.2500 03/15/2018 |
0.02%
|
| KINDER MORGAN INC. 03.0500 12/01/2019 |
0.02%
|
| MARATHON PETRO CORP 06.5000 03/01/2041 |
0.02%
|
| MID-AMERICA APARTMENTS 04.3000 10/15/2023 |
0.02%
|
| O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 |
0.02%
|
| OMEGA HLTHCARE INVES 04.5000 04/01/2027 |
0.02%
|
| PACIFIC LIFECORP P/P 144A 06.0000 02/10/2020 |
0.02%
|
| SABINE PASS LIQUEFAC P/P 144A 04.2000 03/15/2028 |
0.02%
|
| TYSON FOODS INC 05.1500 08/15/2044 |
0.02%
|
| VALERO ENERGY PARTNERS 04.3750 12/15/2026 |
0.02%
|
| VULCAN MATERIALS COMPANY 04.5000 04/01/2025 |
0.02%
|
| WFRBS 2014-C19 C 04.6460 03/15/2047 |
0.02%
|
| WILLIAMS PARTNERS LP 03.6000 03/15/2022 |
0.02%
|
| ABBVIE INC 03.6000 05/14/2025 |
0.01%
|
| AFLAC INC 06.4500 08/15/2040 |
0.01%
|
| AT&T INC 04.7500 05/15/2046 |
0.01%
|
| BGC PARTNERS INC 05.1250 05/27/2021 |
0.01%
|
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 |
0.01%
|
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 |
0.01%
|
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 |
0.01%
|
| DCP MIDSTREAM OPERATING 02.7000 04/01/2019 |
0.01%
|
| HCA INC 05.0000 03/15/2024 |
0.01%
|
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 |
0.01%
|
| INVISTA FINANCE LLC P/P 144A 04.2500 10/15/2019 |
0.01%
|
| KINDER MORGAN ENER PART 05.4000 09/01/2044 |
0.01%
|
| KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 |
0.01%
|
| L3 TECHNOLOGIES INC 03.8500 12/15/2026 |
0.01%
|
| LBCMT 1999-C1 G P/P 144A 06.4100 06/15/2031 |
0.01%
|
| MEDTRONIC INC 04.3750 03/15/2035 |
0.01%
|
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 |
0.01%
|
| OPORTUN FIN D-1 PFD CV P/P |
0.01%
|
| OPORTUN FIN F PFD CV P/P |
0.01%
|
| PRICELINE GROUP INC/THE 03.6500 03/15/2025 |
0.01%
|
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 |
0.01%
|
| TELEFONICA EMISIONES SAU USD 07.0450 06/20/2036 |
0.01%
|
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 |
0.01%
|
| TYSON FOODS INC 04.8750 08/15/2034 |
0.01%
|
| UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 |
0.01%
|
| UNITED TECHNOLOGIES CORP 05.7000 04/15/2040 |
0.01%
|
| WESTROCK MWV LLC 07.9500 02/15/2031 |
0.01%
|
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 |
0.00%
|
| ALLERGAN FUNDING SCS USD 04.7500 03/15/2045 |
0.00%
|
| CAD/USD 07/19/2017 BANKAM |
0.00%
|
| CAD/USD 07/19/2017 BCAP-FX |
0.00%
|
| CAD/USD 07/19/2017 JPMCB |
0.00%
|
| CAD/USD 07/19/2017 SSBT |
0.00%
|
| CAD/USD 07/19/2017 WPAC |
0.00%
|
| CHF/USD 09/20/2017 JPMCB |
0.00%
|
| CONTL AIRLINES 1997-4 06.9000 01/02/2018 |
0.00%
|
| CONTL AIRLINES 1998-1 06.6480 09/15/2017 |
0.00%
|
| EUR/USD 09/20/2017 GSFX |
0.00%
|
| EUR/USD 09/20/2017 SSBT |
0.00%
|
| EUR/USD 09/20/2017 UBS |
0.00%
|
| EXPEDIA INC 05.0000 02/15/2026 |
0.00%
|
| FIRSTENERGY CORP 03.9000 07/15/2027 |
0.00%
|
| FIRSTENERGY CORP 04.8500 07/15/2047 |
0.00%
|
| FPLUS 1997-3 B1 07.7900 11/10/2023 |
0.00%
|
| GBP/USD 09/20/2017 BANKAM |
0.00%
|
| GBP/USD 09/20/2017 CSI-FX |
0.00%
|
| GBP/USD 09/20/2017 SSBT |
0.00%
|
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 |
0.00%
|
| JPY/USD 08/16/2017 GSFX |
0.00%
|
| KRAFT HEINZ FOODS CO 06.5000 02/09/2040 |
0.00%
|
| OPORTUN FIN A-1 PFD CV P/P |
0.00%
|
| OPORTUN FIN B-1 PFD CV P/P |
0.00%
|
| OPORTUN FIN C-1 PFD CV P/P |
0.00%
|
| OPORTUN FIN E-1 PFD CV P/P |
0.00%
|
| POUND STERLING CALL ACCOUNT |
0.00%
|
| EUR/USD 09/20/2017 CITI |
-0.01%
|
| FNMA FN30 TBA 03.0000 07/01/2047 |
-1.48%
|
