Investment Grade—Interest Rate Hedged - IGHG Investment Grade—Interest Rate Hedged

ProShares Investment Grade—Interest Rate Hedged seeks investment results, before fees and expenses, that track the performance of the FTSE Corporate Investment Grade (Treasury Rate-Hedged) Index.

  • Provides the return potential of a diversified portfolio of investment grade corporate bonds
  • Targets zero interest rate risk by including a built-in hedge against rising rates that uses short positions in U.S. Treasury futures
  • Offers even less interest rate sensitivity than short-term bonds by targeting a duration of zero

As of 5/18/18

Description Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US ULTRA BOND FUTURE 06/20/2018 (WNM8) - - (29,129,625.00) - (189.00)
US 10YR NOTE FUTURE 06/20/2018 (TYM8) - - (223,901,625.00) - (1,884.00)
US LONG BOND FUTURE 06/20/2018 (USM8) - - (320,778,000.00) - (2,272.00)
MEDTRONIC INC 3.500 3/15/25 - $6,687,247.78 6,783,000.00
NEXEN ENERGY ULC 6.400 5/15/37 - $5,833,083.78 4,860,000.00
PFIZER INC 7.200 3/15/39 - $5,259,398.96 3,777,000.00
VERIZON COMMUNICATIONS INC 4.862 8/21/46 - $5,164,105.07 5,457,000.00
CONOCOPHILLIPS 6.500 2/1/39 - $4,416,591.23 3,467,000.00
APPLE INC 3.200 5/13/25 - $4,392,131.91 4,503,000.00
CISCO SYSTEMS INC 5.500 1/15/40 - $4,371,752.97 3,678,000.00
COOPERATIEVE CENTRALE RAIFFEISEN BOERENLEENBANK BA 5.250 5/24/41 - $4,328,086.31 3,840,000.00
TELEFONICA EMISIONES SAU 7.045 6/20/36 - $4,157,653.99 3,367,000.00
MITSUBISHI UFJ FINANCIAL GROUP INC 3.850 3/1/26 - $4,109,606.13 4,157,000.00
BARCLAYS PLC 4.375 1/12/26 - $4,080,790.00 4,207,000.00
WAL MART STORES INC 5.250 9/1/35 - $3,968,447.74 3,437,000.00
HSBC HOLDINGS PLC 6.800 6/1/38 - $3,953,855.09 3,194,000.00
GOLDMAN SACHS GROUP INC 4.250 10/21/25 - $3,819,458.20 3,883,000.00
HOME DEPOT INC 5.875 12/16/36 - $3,810,096.57 3,086,000.00
VERIZON COMMUNICATIONS 2.625 8/15/26 - $3,791,770.37 4,261,000.00
GENERAL ELECTRIC CO 5.875 1/14/38 - $3,742,709.00 3,290,000.00
SUMITOMO MITSUI FINANCIAL GROUP INC 3.784 3/9/26 - $3,698,233.79 3,767,000.00
GOLDMAN SACHS GROUP INC 6.125 2/15/33 - $3,677,742.01 3,193,000.00
ASTRAZENECA PLC 6.450 9/15/37 - $3,584,691.39 2,880,000.00
HSBC HOLDINGS PLC 6.500 9/15/37 - $3,503,202.51 2,917,000.00
PACIFIC GAS AND ELECTRIC CO 6.050 3/1/34 - $3,467,948.05 3,008,000.00
NOVARTIS CAPITAL CORP 4.400 5/6/44 - $3,436,444.80 3,255,000.00
TIME WARNER CABLE INC 6.750 6/15/39 - $3,345,656.95 3,087,000.00
LLOYDS BANKING GROUP PLC 4.500 11/4/24 - $3,314,658.08 3,354,000.00
GENERAL ELECTRIC CAPITAL CORP 6.750 3/15/32 - $3,284,101.94 2,675,000.00
UNITED TECHNOLOGIES CORP 4.500 6/1/42 - $3,252,684.40 3,391,000.00
GOLDMAN SACHS GROUP INC 5.150 5/22/45 - $3,238,064.04 3,175,000.00
ALTRIA GROUP INC 5.375 1/31/44 - $3,199,064.13 2,957,000.00
CRED SUIS GP FUN LTD 4.550 4/17/26 - $3,137,987.89 3,131,000.00
CITIGROUP INC 4.450 9/29/27 - $3,136,519.57 3,198,000.00
SHELL INTL FINANCE BV 4.375 5/11/45 - $3,090,497.48 3,034,000.00
BANCO SANTANDER SA 4.250 4/11/27 - $3,077,968.89 3,157,000.00
FORD MOTOR COMPANY 4.750 1/15/43 - $3,041,646.64 3,464,000.00
VALE OVERSEAS LTD 6.875 11/21/36 - $3,040,315.20 2,682,000.00
GOLDMAN SACHS GROUP INC 6.750 10/1/37 - $3,009,120.23 2,514,000.00
TELEFONICA EMISIONES SAU 5.213 3/8/47 - $3,002,909.57 2,978,000.00
HCA INC 5.250 4/15/25 - $2,999,327.50 2,977,000.00
MORGAN STANLEY 5.000 11/24/25 - $2,967,302.51 2,875,000.00
VERIZON COMMUNICATIONS 4.125 3/16/27 - $2,966,580.72 3,000,000.00
APPLE INC 3.450 5/6/24 - $2,955,223.84 2,966,000.00
WELLS FARGO & CO 3.000 2/19/25 - $2,952,394.39 3,144,000.00
TIME WARNER CABLE INC 7.300 7/1/38 - $2,915,147.22 2,498,000.00
GENERAL MOTORS CO 6.250 10/2/43 - $2,908,169.54 2,783,000.00
CITIGROUP INC 4.750 5/18/46 - $2,893,701.34 2,992,000.00
MEDTRONIC INC 4.625 3/15/45 - $2,846,301.81 2,717,000.00
RABOBANK NEDERLAND 4.625 12/1/23 - $2,844,476.27 2,803,000.00
WALT DISNEY COMPANY/THE 1.850 7/30/26 - $2,843,739.84 3,270,000.00
GOLDMAN SACHS GROUP INC 6.250 2/1/41 - $2,835,817.63 2,387,000.00
GE CAPITAL INTL FUNDING 4.418 11/15/35 - $2,823,236.91 2,962,000.00
VERIZON COMMUNICATIONS 4.272 1/15/36 - $2,823,155.87 3,075,000.00
JPMORGAN CHASE & CO 4.850 2/1/44 - $2,773,252.83 2,632,000.00
21ST CENTURY FOX AMERICA INC 6.650 11/15/37 - $2,767,725.57 2,208,000.00
FORD MOTOR CO 7.450 7/16/31 - $2,757,158.49 2,350,000.00
BPCE SA 4.000 4/15/24 - $2,742,480.15 2,751,000.00
CREDIT SUISSE GROUP FUNDING (GUERNSEY) LTD 4.875 5/15/45 - $2,742,269.62 2,728,000.00
AMERICA MOVIL SAB DE CV 6.125 3/30/40 - $2,735,356.15 2,374,000.00
BERKSHIRE HATHAWAY ENERG 6.125 4/1/36 - $2,727,866.70 2,214,000.00
INTL BUSINESS MACHINES CORP 3.625 2/12/24 - $2,719,136.91 2,713,000.00
COMCAST CORP 6.500 11/15/35 - $2,701,597.47 2,232,000.00
MORGAN STANLEY 3.875 1/27/26 - $2,675,649.11 2,724,000.00
ABBVIE INC 4.400 11/6/42 - $2,629,149.73 2,779,000.00
ORACLE CORP 6.125 7/8/39 - $2,623,401.51 2,092,000.00
MEDTRONIC INC 4.375 3/15/35 - $2,568,034.20 2,499,000.00
GLAXOSMITHKLINE CAPITAL INC 6.375 5/15/38 - $2,562,639.39 1,985,000.00
JPMORGAN CHASE & CO 3.625 5/13/24 - $2,515,335.13 2,538,000.00
ING GROEP NV 3.950 3/29/27 - $2,512,809.15 2,577,000.00
HSBC HOLDINGS PLC 6.500 5/2/36 - $2,506,430.31 2,102,000.00
CATERPILLAR INC 3.803 8/15/42 - $2,464,336.48 2,616,000.00
JPMORGAN CHASE & CO 3.875 2/1/24 - $2,444,891.74 2,436,000.00
BARCLAYS PLC 4.950 1/10/47 - $2,427,102.13 2,539,000.00
BANK OF AMERICA CORP 7.750 5/14/38 - $2,406,543.71 1,785,000.00
KRAFT HEINZ FOODS CO 5.000 6/4/42 - $2,395,001.44 2,499,000.00
TARGET CORP 3.625 4/15/46 - $2,381,365.59 2,734,000.00
MASTERCARD INC 3.375 4/1/24 - $2,377,431.57 2,392,000.00
GEORGIA POWER CO 4.300 3/15/42 - $2,370,194.66 2,408,000.00
MORGAN STANLEY 3.875 4/29/24 - $2,365,698.85 2,373,000.00
SHELL INTL FINANCE BV 3.250 5/11/25 - $2,348,220.31 2,414,000.00
DAIMLER FINANCE NORTH AMERICA LLC 8.500 1/18/31 - $2,336,250.04 1,659,000.00
AT&T INC 5.550 8/15/41 - $2,322,756.04 2,274,000.00
BHP BILLITON FINANCE USA LTD 5.000 9/30/43 - $2,310,782.30 2,089,000.00
SHELL INTL FINANCE BV 5.500 3/25/40 - $2,309,958.21 1,978,000.00
GENERAL ELECTRIC CAPITAL CORP 6.875 1/10/39 - $2,306,605.34 1,824,000.00
CITIGROUP INC 6.675 9/13/43 - $2,299,696.25 1,881,000.00
GENERAL ELECTRIC CO 4.125 10/9/42 - $2,285,645.61 2,512,000.00
SHELL INTL FINANCE BV 6.375 12/15/38 - $2,279,976.96 1,759,000.00
SOUTHERN COPPER CORP 5.250 11/8/42 - $2,261,025.81 2,242,000.00
WYETH LLC 5.950 4/1/37 - $2,246,991.12 1,852,000.00
FIRSTENERGY CORP 7.375 11/15/31 - $2,234,123.72 1,726,000.00
MITSUBISHI UFJ FIN GRP 3.677 2/22/27 - $2,227,106.94 2,294,000.00
PFIZER INC 3.000 12/15/26 - $2,220,500.27 2,344,000.00
METLIFE INC 4.050 3/1/45 - $2,206,388.92 2,377,000.00
APPLE INC 3.450 2/9/45 - $2,204,077.56 2,483,000.00
AT&T INC 5.350 9/1/40 - $2,201,572.24 2,194,000.00
PHILIP MORRIS INTL INC 6.375 5/16/38 - $2,191,264.93 1,792,000.00
WEYERHAEUSER CO 7.375 3/15/32 - $2,184,292.18 1,722,000.00
ANADARKO PETROLEUM CORP 6.450 9/15/36 - $2,182,302.00 1,861,000.00
AXA SA 8.600 12/15/30 - $2,178,232.50 1,618,000.00
VALE OVERSEAS LTD 6.250 8/10/26 - $2,160,543.00 1,990,000.00
LLOYDS BANKING GROUP PLC 4.582 12/10/25 - $2,154,856.70 2,201,000.00
GENERAL ELECTRIC CO 4.500 3/11/44 - $2,147,367.44 2,235,000.00
NOVARTIS CAPITAL CORP 3.400 5/6/24 - $2,140,283.09 2,159,000.00
UNITEDHEALTH GROUP INC 3.750 7/15/25 - $2,137,572.06 2,151,000.00
INTL BUSINESS MACHINES CORP 4.000 6/20/42 - $2,129,266.81 2,201,000.00
METLIFE INC 5.700 6/15/35 - $2,125,967.36 1,823,000.00
WESTPAC BANKING CORP 2.850 5/13/26 - $2,117,096.41 2,300,000.00
WELLS FARGO & COMPANY 3.000 10/23/26 - $2,094,412.27 2,282,000.00
CISCO SYSTEMS INC 3.625 3/4/24 - $2,080,882.80 2,060,000.00
WELLS FARGO & CO 3.900 5/1/45 - $2,079,456.57 2,274,000.00
PEPSI BOTTLING GROUP INC 7.000 3/1/29 - $2,060,803.98 1,620,000.00
NBCUNIVERSAL MEDIA LLC 5.950 4/1/41 - $2,038,552.78 1,778,000.00
COCA-COLA CO 3.200 11/1/23 - $2,022,068.94 2,034,000.00
VALE OVERSEAS LTD 6.875 11/10/39 - $2,018,106.10 1,763,000.00
ROYAL BANK OF SCOTLAND GROUP PLC 4.800 4/5/26 - $2,011,507.34 1,994,000.00
APPLE INC 3.850 5/4/43 - $1,990,107.01 2,092,000.00
HSBC HOLDINGS PLC 4.375 11/23/26 - $1,986,408.69 2,021,000.00
VALE SA 5.625 9/11/42 - $1,983,640.00 1,964,000.00
BANK OF AMERICA CORP 3.500 4/19/26 - $1,977,298.98 2,061,000.00
COCA-COLA CO 2.875 10/27/25 - $1,959,069.76 2,060,000.00
HESS CORP 5.600 2/15/41 - $1,937,333.27 1,915,000.00
JPMORGAN CHASE & CO 5.500 10/15/40 - $1,936,206.61 1,716,000.00
MICROSOFT CORP 4.500 10/1/40 - $1,934,408.79 1,807,000.00
RIO TINTO FINANCE (USA) LTD 5.200 11/2/40 - $1,929,739.79 1,707,000.00
ORACLE CORP 6.500 4/15/38 - $1,915,921.06 1,481,000.00
WELLS FARGO & COMPANY 4.100 6/3/26 - $1,903,981.43 1,961,000.00
VIACOM INC 6.875 4/30/36 - $1,900,093.58 1,689,000.00
WELLS FARGO & COMPANY 3.000 4/22/26 - $1,885,712.39 2,041,000.00
ALTRIA GROUP INC 4.000 1/31/24 - $1,863,796.50 1,851,000.00
ASTRAZENECA PLC 3.375 11/16/25 - $1,860,423.15 1,926,000.00
TARGET CORP 2.500 4/15/26 - $1,859,071.91 2,045,000.00
UNITEDHEALTH GROUP INC 4.750 7/15/45 - $1,851,791.45 1,746,000.00
DEUTSCHE BANK AG (LONDON BRANCH) 3.700 5/30/24 - $1,842,757.05 1,943,000.00
CANADIAN NATURAL RESOURCES LTD 6.250 3/15/38 - $1,840,914.88 1,564,000.00
COMCAST CORP 4.250 1/15/33 - $1,839,394.47 1,886,000.00
CREDIT SUISSE NEW YORK 3.625 9/9/24 - $1,832,890.72 1,865,000.00
CREDIT SUISSE GROUP FUNDING (GUERNSEY) LTD 3.750 3/26/25 - $1,831,189.52 1,909,000.00
CITIGROUP INC 4.300 11/20/26 - $1,827,869.17 1,873,000.00
ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.750 7/15/42 - $1,818,248.59 2,077,000.00
COCA-COLA CO 2.250 9/1/26 - $1,805,228.71 2,012,000.00
VALERO ENERGY CORP 6.625 6/15/37 - $1,793,595.95 1,466,000.00
MANULIFE FINANCIAL CORP 4.150 3/4/26 - $1,786,354.07 1,799,000.00
BLACKROCK INC 3.500 3/18/24 - $1,767,848.43 1,772,000.00
VIACOM INC 4.375 3/15/43 - $1,756,155.24 2,083,000.00
SHELL INTL FINANCE BV 4.550 8/12/43 - $1,756,142.99 1,689,000.00
PFIZER INC 3.400 5/15/24 - $1,752,770.40 1,772,000.00
WILLIAMS PARTNERS LP 6.300 4/15/40 - $1,744,011.58 1,559,000.00
APACHE CORP 6.000 1/15/37 - $1,738,451.08 1,567,000.00
BANK OF AMERICA CORP 5.000 1/21/44 - $1,733,565.87 1,633,000.00
FIFTH THIRD BANCORP 8.250 3/1/38 - $1,728,838.67 1,256,000.00
SHELL INTERNATIONAL FIN 4.000 5/10/46 - $1,725,849.62 1,810,000.00
SUMITOMO MITSUI FINL GRP 2.632 7/14/26 - $1,682,090.28 1,862,000.00
MIZUHO FINANCIAL GROUP 3.170 9/11/27 - $1,648,435.76 1,773,000.00
MERCK & CO INC 4.150 5/18/43 - $1,647,052.71 1,655,000.00
VODAFONE GROUP PLC 4.375 2/19/43 - $1,639,370.66 1,821,000.00
PHILLIPS 66 5.875 5/1/42 - $1,635,743.09 1,412,000.00
TOTAL CAPITAL INTL SA 3.750 4/10/24 - $1,633,577.40 1,622,000.00
UNITED TECHNOLOGIES CORP 6.125 7/15/38 - $1,633,017.58 1,406,000.00
ANHEUSER-BUSCH INBEV FIN 3.700 2/1/24 - $1,624,006.32 1,627,000.00
COMCAST CORP 3.600 3/1/24 - $1,623,342.48 1,647,000.00
ORACLE CORP 5.375 7/15/40 - $1,613,587.64 1,398,000.00
VODAFONE GROUP PLC 6.150 2/27/37 - $1,608,104.93 1,436,000.00
BANK OF AMERICA CORP 6.110 1/29/37 - $1,597,103.77 1,376,000.00
APPLE INC 4.450 5/6/44 - $1,596,967.40 1,564,000.00
APPLE INC 4.375 5/13/45 - $1,572,325.68 1,533,000.00
CITIGROUP INC 4.600 3/9/26 - $1,566,287.88 1,564,000.00
ECOPETROL SA 5.875 5/28/45 - $1,564,920.00 1,656,000.00
MORGAN STANLEY 3.700 10/23/24 - $1,559,854.38 1,586,000.00
STATE STREET CORP 3.550 8/18/25 - $1,554,824.56 1,574,000.00
21ST CENTURY FOX AMERICA INC 6.150 3/1/37 - $1,542,199.47 1,286,000.00
ASCENSION HEALTH 3.945 11/15/46 - $1,532,381.51 1,596,000.00
PFIZER INC 2.750 6/3/26 - $1,532,258.19 1,642,000.00
TRANSCANADA PIPELINES 6.200 10/15/37 - $1,515,017.46 1,308,000.00
PHILIP MORRIS INTL INC 4.250 11/10/44 - $1,511,119.18 1,593,000.00
AMERICAN EXPRESS CO 4.050 12/3/42 - $1,506,932.55 1,579,000.00
LLOYDS BANKING GROUP PLC 3.750 1/11/27 - $1,486,168.99 1,576,000.00
KINDER MORGAN ENERGY PARTNERS LP 6.950 1/15/38 - $1,486,074.07 1,271,000.00
SHELL INTERNATIONAL FIN 3.750 9/12/46 - $1,483,966.59 1,603,000.00
UNITEDHEALTH GROUP INC 3.100 3/15/26 - $1,478,824.91 1,562,000.00
UNITEDHEALTH GROUP INC 6.875 2/15/38 - $1,466,130.62 1,104,000.00
BANK OF AMERICA CORP 4.000 4/1/24 - $1,453,702.90 1,442,000.00
MORGAN STANLEY 4.375 1/22/47 - $1,451,304.08 1,515,000.00
MORGAN STANLEY 4.000 7/23/25 - $1,450,159.69 1,456,000.00
JM SMUCKER CO 3.500 3/15/25 - $1,448,732.45 1,500,000.00
MOLSON COORS BREWING CO 5.000 5/1/42 - $1,438,163.34 1,425,000.00
CITIGROUP INC 4.400 6/10/25 - $1,435,159.54 1,445,000.00
EL PASO LLC 7.750 1/15/32 - $1,434,910.34 1,171,000.00
STATOIL ASA 3.700 3/1/24 - $1,416,201.46 1,403,000.00
MORGAN STANLEY 3.625 1/20/27 - $1,414,972.45 1,479,000.00
UNITEDHEALTH GROUP INC 4.625 7/15/35 - $1,400,042.47 1,327,000.00
EMBRAER NETHERLANDS FINA 5.050 6/15/25 - $1,398,627.00 1,395,000.00
CENOVUS ENERGY INC 6.750 11/15/39 - $1,398,577.25 1,237,000.00
UNITED PARCEL SERVICE INC 6.200 1/15/38 - $1,389,087.02 1,110,000.00
WALT DISNEY COMPANY/THE 3.000 2/13/26 - $1,388,444.68 1,453,000.00
LLOYDS BANKING GROUP PLC 4.650 3/24/26 - $1,386,398.95 1,409,000.00
IBM CORP 3.450 2/19/26 - $1,379,605.45 1,410,000.00
WESTPAC BANKING CORP 3.350 3/8/27 - $1,378,325.90 1,458,000.00
PROCTER & GAMBLE CO/THE 5.550 3/5/37 - $1,376,281.39 1,120,000.00
21ST CENTURY FOX AMERICA INC 6.400 12/15/35 - $1,363,197.12 1,120,000.00
BERKSHIRE HATHAWAY INC 4.500 2/11/43 - $1,355,779.34 1,306,000.00
JPMORGAN CHASE & CO 4.950 6/1/45 - $1,355,039.67 1,319,000.00
AMERICAN TOWER CORP 5.000 2/15/24 - $1,352,181.90 1,300,000.00
VERIZON COMMUNICATIONS 4.500 8/10/33 - $1,350,567.71 1,398,000.00
APPLE INC 2.500 2/9/25 - $1,347,680.50 1,443,000.00
BANK OF AMERICA CORP 4.450 3/3/26 - $1,314,511.89 1,313,000.00
AT&T INC 5.150 3/15/42 - $1,305,138.85 1,338,000.00
MORGAN STANLEY 4.300 1/27/45 - $1,299,306.64 1,370,000.00
ECOPETROL SA 4.125 1/16/25 - $1,293,582.50 1,351,000.00
BANK OF AMERICA CORP 3.950 4/21/25 - $1,281,968.90 1,313,000.00
SUMITOMO MITSUI FINL GRP 3.364 7/12/27 - $1,277,971.64 1,348,000.00
CITIGROUP INC 3.875 3/26/25 - $1,272,223.38 1,315,000.00
AMERICA MOVIL SAB DE CV 6.375 3/1/35 - $1,263,785.94 1,082,000.00
HSBC HOLDINGS PLC 3.900 5/25/26 - $1,246,392.61 1,274,000.00
ANTHEM INC 4.650 1/15/43 - $1,235,664.55 1,300,000.00
TRANSCANADA PIPELINES 7.625 1/15/39 - $1,231,634.15 930,000.00
PFIZER INC 4.000 12/15/36 - $1,221,026.86 1,239,000.00
RABOBANK INTERNATIONAL (UTRECHT BRANCH) 5.250 8/4/45 - $1,219,589.08 1,149,000.00
STATE STREET CORP 3.700 11/20/23 - $1,177,507.80 1,163,000.00
MORGAN STANLEY 4.350 9/8/26 - $1,174,872.53 1,189,000.00
SANTANDER UK PLC 4.000 3/13/24 - $1,166,549.76 1,165,000.00
HSBC BANK USA NA 5.875 11/1/34 - $1,163,767.28 1,000,000.00
BANK OF AMERICA CORP 4.000 1/22/25 - $1,154,331.42 1,175,000.00
UNITED TECHNOLOGIES CORP 5.700 4/15/40 - $1,154,020.08 1,029,000.00
JPMORGAN CHASE & CO 3.875 9/10/24 - $1,149,944.47 1,165,000.00
BANK OF AMERICA CORP 4.200 8/26/24 - $1,135,469.08 1,132,000.00
ASTRAZENECA PLC 4.000 9/18/42 - $1,126,131.42 1,203,000.00
21ST CENTURY FOX AMERICA 6.150 2/15/41 - $1,120,846.00 928,000.00
TIME WARNER ENTERTAINMENT 8.375 7/15/33 - $1,120,130.84 884,000.00
COOPERATIEVE RABOBANK UA 4.375 8/4/25 - $1,091,063.39 1,108,000.00
TOTAL CAPITAL INTL SA 3.700 1/15/24 - $1,080,253.29 1,074,000.00
WELLS FARGO & COMPANY 3.550 9/29/25 - $1,079,439.04 1,118,000.00
WELLS FARGO & CO 3.300 9/9/24 - $1,064,572.65 1,100,000.00
WELLS FARGO & COMPANY 5.375 11/2/43 - $1,063,137.29 1,001,000.00
HSBC HOLDINGS PLC 5.250 3/14/44 - $1,044,289.00 1,005,000.00
JPMORGAN CHASE & CO 5.400 1/6/42 - $1,042,220.70 932,000.00
HCA INC 5.000 3/15/24 - $1,021,605.00 1,014,000.00
WELLS FARGO & COMPANY 4.650 11/4/44 - $1,018,628.20 1,059,000.00
SUNCOR ENERGY INC 6.500 6/15/38 - $1,016,695.42 807,000.00
WELLS FARGO & COMPANY 4.900 11/17/45 - $1,005,382.94 1,007,000.00
BP CAPITAL MARKETS PLC 3.506 3/17/25 - $992,959.41 1,006,000.00
MIZUHO FINANCIAL GROUP 4.018 3/5/28 - $992,050.83 1,000,000.00
FORD MOTOR CREDIT CO LLC 4.389 1/8/26 - $977,297.60 1,000,000.00
LOCKHEED MARTIN CORP 4.070 12/15/42 - $972,568.16 1,032,000.00
SOUTHERN COPPER CORP 5.875 4/23/45 - $971,359.90 899,000.00
ASTRAZENECA PLC 4.375 11/16/45 - $970,108.61 991,000.00
MIZUHO FINANCIAL GROUP INC 2.839 9/13/26 - $967,869.69 1,061,000.00
BANK OF AMERICA CORP 4.250 10/22/26 - $967,431.41 985,000.00
TELEFONICA EMISIONES SAU 4.895 3/6/48 - $965,909.48 1,000,000.00
SHELL INTERNATIONAL FINANCE BV 4.125 5/11/35 - $955,444.69 952,000.00
CONOCOPHILLIPS HLDG CO 6.950 4/15/29 - $952,622.55 769,000.00
TELEFONICA EUROPE BV 8.250 9/15/30 - $951,092.01 723,000.00
TELEFONICA EMISIONES SAU 4.103 3/8/27 - $948,615.63 967,000.00
HP INC 6.000 9/15/41 - $944,813.79 921,000.00
HSBC HOLDINGS PLC 4.250 3/14/24 - $934,455.18 943,000.00
WELLS FARGO & COMPANY 4.750 12/7/46 - $922,956.63 943,000.00
TARGET CORP 4.000 7/1/42 - $918,763.88 978,000.00
JPMORGAN CHASE & CO 6.400 5/15/38 - $917,540.77 741,000.00
CISCO SYSTEMS INC 5.900 2/15/39 - $907,120.85 732,000.00
GENERAL MOTORS CO 5.200 4/1/45 - $905,594.83 980,000.00
JEFFERIES GRP LLC / CAP 4.150 1/23/30 - $894,782.23 1,000,000.00
AMERICA MOVIL SAB DE CV 4.375 7/16/42 - $879,927.76 919,000.00
SHELL INTERNATIONAL FIN 2.500 9/12/26 - $872,594.54 957,000.00
PEPSICO INC 5.500 1/15/40 - $851,747.69 720,000.00
JPMORGAN CHASE & CO 4.250 10/1/27 - $842,331.25 854,000.00
BHP BILLITON FINANCE USA LTD 4.125 2/24/42 - $834,704.66 852,000.00
UNILEVER CAPITAL CORP 5.900 11/15/32 - $831,203.40 687,000.00
NATIONAL AUSTRALIA BK/NY 2.500 7/12/26 - $805,923.32 902,000.00
CITIGROUP INC 3.400 5/1/26 - $802,974.94 851,000.00
CITIGROUP INC 3.700 1/12/26 - $798,268.34 827,000.00
BANK OF AMERICA CORP 4.125 1/22/24 - $796,557.45 785,000.00
BANK OF AMERICA CORP 5.875 2/7/42 - $793,549.06 672,000.00
JPMORGAN CHASE & CO 5.600 7/15/41 - $785,331.61 685,000.00
BANCO SANTANDER SA 4.379 4/12/28 - $783,855.50 800,000.00
SUMITOMO MITSUI FINL GRP 3.446 1/11/27 - $776,448.46 811,000.00
BAKER HUGHES INC 5.125 9/15/40 - $760,102.02 722,000.00
HALLIBURTON CO 7.450 9/15/39 - $751,249.34 563,000.00
BARCLAYS PLC 3.650 3/16/25 - $751,204.00 800,000.00
BANCO SANTANDER SA 3.800 2/23/28 - $748,012.67 800,000.00
BP CAPITAL MARKETS PLC 3.814 2/10/24 - $739,883.01 735,000.00
TARGET CORP 3.500 7/1/24 - $723,756.85 724,000.00
STATE STREET CORP 3.300 12/16/24 - $684,999.71 699,000.00
WESTPAC BANKING CORP 2.700 8/19/26 - $684,518.03 757,000.00
AMERICAN INTL GROUP INC 4.125 2/15/24 - $683,558.67 680,000.00
21ST CENTURY FOX AMERICA 6.200 12/15/34 - $676,645.29 569,000.00
SOUTHERN COPPER CORP 6.750 4/16/40 - $671,949.35 571,000.00
COOPERATIEVE RABOBANK UA 3.375 5/21/25 - $636,729.38 656,000.00
CITIGROUP INC 5.500 9/13/25 - $627,857.20 592,000.00
SHELL INTERNATIONAL FIN 2.875 5/10/26 - $625,224.81 663,000.00
DOW CHEMICAL CO 7.375 11/1/29 - $623,730.37 497,000.00
PFIZER INC 4.125 12/15/46 - $623,399.97 634,000.00
BANCO SANTANDER SA 5.179 11/19/25 - $613,041.40 600,000.00
JPMORGAN CHASE & CO 5.625 8/16/43 - $607,529.43 545,000.00
VERIZON COMMUNICATIONS 4.125 8/15/46 - $550,652.96 645,000.00
ANHEUSER-BUSCH INBEV WOR 4.950 1/15/42 - $544,490.80 528,000.00
CITIGROUP INC 4.125 7/25/28 - $523,890.55 548,000.00
BNP PARIBAS 4.250 10/15/24 - $519,808.56 521,000.00
NBCUNIVERSAL MEDIA LLC 4.450 1/15/43 - $508,213.42 532,000.00
SUMITOMO MITSUI FINL GRP 3.010 10/19/26 - $505,083.36 545,000.00
CITIGROUP INC 4.650 7/30/45 - $496,178.76 493,000.00
METLIFE INC 3.600 4/10/24 - $463,938.46 467,000.00
MORGAN STANLEY 3.125 7/27/26 - $460,660.29 496,000.00
COOPERATIEVE RABOBANK UA 3.750 7/21/26 - $453,241.15 483,000.00
CNOOC FINANCE (2015) USA LLC 3.500 5/5/25 - $429,048.00 450,000.00
COMCAST CORP 4.750 3/1/44 - $402,263.44 406,000.00
DUKE ENERGY FLORIDA INC 6.400 6/15/38 - $356,870.32 278,000.00
WELLS FARGO BANK NA 6.600 1/15/38 - $320,917.57 253,000.00
FORD MOTOR CREDIT CO LLC 4.134 8/4/25 - $301,299.48 310,000.00
CITIGROUP INC 5.875 1/30/42 - $221,680.42 191,000.00
MICROSOFT CORP 5.300 2/8/41 - $212,044.45 180,000.00
HSBC HOLDING PLC 4.250 8/18/25 - $196,727.89 200,000.00
NET OTHER ASSETS / CASH - - - $20,830,213.96 20,830,213.96