N-Q 1 bondindexfinal.htm VANGUARD BOND INDEX FUNDS bondindexfinal.htm - Generated by SEC Publisher for SEC Filing

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF
REGISTERED MANAGEMENT COMPANY

Investment Company Act file number: 811-4681

Name of Registrant: Vanguard Bond Index Funds

Address of Registrant:
P.O. Box 2600
Valley Forge, PA 19482

Name and address of agent for service:
Heidi Stam, Esquire
P.O. Box 876
Valley Forge, PA 19482

Date of fiscal year end: December 31

Date of reporting period: March 31, 2012

Item 1: Schedule of Investments

 

Vanguard Short-Term Bond Index Fund

Schedule of Investments
As of March 31, 2012

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (71.0%)        
U.S. Government Securities (60.8%)        
United States Treasury Note/Bond 0.750% 3/31/13 256,308 257,590
United States Treasury Note/Bond 1.750% 4/15/13 187,385 190,314
United States Treasury Note/Bond 0.625% 4/30/13 378,665 380,202
United States Treasury Note/Bond 1.375% 5/15/13 73,740 74,662
United States Treasury Note/Bond 3.625% 5/15/13 246,470 255,752
United States Treasury Note/Bond 0.500% 5/31/13 236,035 236,663
United States Treasury Note/Bond 3.500% 5/31/13 61,560 63,888
United States Treasury Note/Bond 1.125% 6/15/13 206,438 208,566
United States Treasury Note/Bond 0.375% 6/30/13 201,670 201,922
United States Treasury Note/Bond 3.375% 6/30/13 375 390
United States Treasury Note/Bond 0.375% 7/31/13 466,885 467,394
United States Treasury Note/Bond 3.375% 7/31/13 9,200 9,578
United States Treasury Note/Bond 4.250% 8/15/13 126,525 133,365
United States Treasury Note/Bond 0.125% 8/31/13 200,110 199,642
United States Treasury Note/Bond 3.125% 8/31/13 68,460 71,198
United States Treasury Note/Bond 3.125% 9/30/13 127,345 132,718
United States Treasury Note/Bond 0.250% 10/31/13 327,095 326,787
United States Treasury Note/Bond 2.750% 10/31/13 132,705 137,785
United States Treasury Note/Bond 0.500% 11/15/13 24,902 24,968
United States Treasury Note/Bond 4.250% 11/15/13 28,153 29,926
United States Treasury Note/Bond 0.250% 11/30/13 165,270 165,037
United States Treasury Note/Bond 2.000% 11/30/13 70,240 72,172
United States Treasury Note/Bond 0.750% 12/15/13 2,415 2,432
United States Treasury Note/Bond 0.125% 12/31/13 177,185 176,549
United States Treasury Note/Bond 1.500% 12/31/13 25,865 26,390
United States Treasury Note/Bond 0.250% 1/31/14 10,000 9,983
United States Treasury Note/Bond 1.750% 1/31/14 37,340 38,291
United States Treasury Note/Bond 1.250% 2/15/14 33,030 33,588
United States Treasury Note/Bond 4.000% 2/15/14 2,805 2,994
United States Treasury Note/Bond 0.250% 2/28/14 390,475 389,745
United States Treasury Note/Bond 1.875% 2/28/14 262,020 269,553
United States Treasury Note/Bond 1.250% 3/15/14 33,405 33,984
United States Treasury Note/Bond 0.250% 3/31/14 100,000 99,813
United States Treasury Note/Bond 1.750% 3/31/14 241,500 248,141
United States Treasury Note/Bond 1.250% 4/15/14 44,060 44,831
United States Treasury Note/Bond 1.875% 4/30/14 276,005 284,500
United States Treasury Note/Bond 1.000% 5/15/14 48,040 48,655
United States Treasury Note/Bond 2.250% 5/31/14 253,755 263,827
United States Treasury Note/Bond 0.750% 6/15/14 135,765 136,783
United States Treasury Note/Bond 2.625% 6/30/14 245,270 257,418
United States Treasury Note/Bond 0.625% 7/15/14 142,115 142,781
United States Treasury Note/Bond 2.625% 7/31/14 393,725 413,659
United States Treasury Note/Bond 0.500% 8/15/14 109,175 109,329
United States Treasury Note/Bond 4.250% 8/15/14 25,305 27,575
United States Treasury Note/Bond 2.375% 8/31/14 93,461 97,755
United States Treasury Note/Bond 0.250% 9/15/14 56,675 56,392
United States Treasury Note/Bond 2.375% 9/30/14 135,155 141,575
United States Treasury Note/Bond 0.500% 10/15/14 130,355 130,457
United States Treasury Note/Bond 2.375% 10/31/14 351,860 368,848

 

 

United States Treasury Note/Bond 0.375% 11/15/14 92,545 92,285
United States Treasury Note/Bond 4.250% 11/15/14 15,000 16,462
United States Treasury Note/Bond 2.125% 11/30/14 250,135 260,923
United States Treasury Note/Bond 0.250% 12/15/14 6,515 6,475
United States Treasury Note/Bond 2.625% 12/31/14 77,505 81,974
United States Treasury Note/Bond 0.250% 1/15/15 17,075 16,963
United States Treasury Note/Bond 2.250% 1/31/15 43,930 46,058
United States Treasury Note/Bond 0.250% 2/15/15 33,350 33,105
United States Treasury Note/Bond 4.000% 2/15/15 44,265 48,636
United States Treasury Note/Bond 11.250% 2/15/15 40,292 52,569
United States Treasury Note/Bond 2.375% 2/28/15 210,497 221,647
United States Treasury Note/Bond 0.375% 3/15/15 137,050 136,514
United States Treasury Note/Bond 2.500% 3/31/15 389,048 411,663
United States Treasury Note/Bond 2.500% 4/30/15 159,417 168,832
United States Treasury Note/Bond 4.125% 5/15/15 44,215 49,058
United States Treasury Note/Bond 2.125% 5/31/15 80,975 84,884
United States Treasury Note/Bond 1.875% 6/30/15 215,453 224,274
United States Treasury Note/Bond 1.750% 7/31/15 144,035 149,369
United States Treasury Note/Bond 4.250% 8/15/15 42,275 47,368
United States Treasury Note/Bond 1.250% 8/31/15 42,898 43,803
United States Treasury Note/Bond 1.250% 9/30/15 107,454 109,654
United States Treasury Note/Bond 1.250% 10/31/15 274,925 280,423
United States Treasury Note/Bond 4.500% 11/15/15 21,000 23,851
United States Treasury Note/Bond 1.375% 11/30/15 233,650 239,237
United States Treasury Note/Bond 2.125% 12/31/15 171,800 180,713
United States Treasury Note/Bond 2.000% 1/31/16 45,350 47,490
United States Treasury Note/Bond 4.500% 2/15/16 119,158 136,157
United States Treasury Note/Bond 2.125% 2/29/16 173,480 182,560
United States Treasury Note/Bond 2.625% 2/29/16 20,000 21,422
United States Treasury Note/Bond 2.250% 3/31/16 10,425 11,028
United States Treasury Note/Bond 2.375% 3/31/16 235,947 250,583
United States Treasury Note/Bond 2.000% 4/30/16 213,180 223,306
United States Treasury Note/Bond 2.625% 4/30/16 55,760 59,776
United States Treasury Note/Bond 5.125% 5/15/16 207,175 243,269
United States Treasury Note/Bond 1.750% 5/31/16 370,725 384,512
United States Treasury Note/Bond 1.500% 6/30/16 226,120 232,056
United States Treasury Note/Bond 1.500% 7/31/16 165,825 170,100
United States Treasury Note/Bond 4.875% 8/15/16 38,175 44,683
United States Treasury Note/Bond 1.000% 8/31/16 154,320 154,923
United States Treasury Note/Bond 3.000% 8/31/16 95,125 103,686
United States Treasury Note/Bond 1.000% 9/30/16 262,830 263,653
United States Treasury Note/Bond 1.000% 10/31/16 273,285 273,924
United States Treasury Note/Bond 0.875% 11/30/16 210,797 209,876
United States Treasury Note/Bond 0.875% 12/31/16 379,796 377,718
United States Treasury Note/Bond 0.875% 1/31/17 83,730 83,193
United States Treasury Note/Bond 0.875% 2/28/17 244,915 243,117
United States Treasury Note/Bond 1.000% 3/31/17 550,000 548,713
        14,788,852
Agency Bonds and Notes (10.2%)        
1 Federal Agricultural Mortgage Corp. 1.250% 12/6/13 3,345 3,392
1 Federal Agricultural Mortgage Corp. 2.125% 9/15/15 1,925 1,992
1 Federal Agricultural Mortgage Corp. 2.000% 7/27/16 2,250 2,330
1 Federal Farm Credit Bank 1.375% 6/25/13 10,000 10,133
1 Federal Farm Credit Bank 3.875% 10/7/13 17,500 18,421
1 Federal Farm Credit Bank 1.125% 2/27/14 5,250 5,320
1 Federal Farm Credit Bank 2.625% 4/17/14 5,500 5,745
1 Federal Farm Credit Bank 3.000% 9/22/14 1,750 1,855

 

 

1 Federal Farm Credit Bank 1.625% 11/19/14 6,950 7,138
1 Federal Farm Credit Bank 1.500% 11/16/15 4,500 4,609
1 Federal Farm Credit Bank 4.875% 12/16/15 12,450 14,275
1 Federal Farm Credit Bank 1.050% 3/28/16 3,525 3,539
1 Federal Farm Credit Bank 5.125% 8/25/16 13,700 16,074
1 Federal Home Loan Banks 1.875% 6/21/13 77,305 78,806
1 Federal Home Loan Banks 5.125% 8/14/13 17,935 19,113
1 Federal Home Loan Banks 0.500% 8/28/13 40,000 40,098
1 Federal Home Loan Banks 4.000% 9/6/13 21,850 22,987
1 Federal Home Loan Banks 5.250% 9/13/13 5,425 5,806
1 Federal Home Loan Banks 4.500% 9/16/13 1,450 1,537
1 Federal Home Loan Banks 3.625% 10/18/13 30,600 32,140
1 Federal Home Loan Banks 0.375% 11/27/13 20,000 20,000
1 Federal Home Loan Banks 4.875% 11/27/13 2,950 3,168
1 Federal Home Loan Banks 3.125% 12/13/13 17,875 18,693
1 Federal Home Loan Banks 0.875% 12/27/13 49,400 49,836
1 Federal Home Loan Banks 0.375% 1/29/14 13,175 13,170
1 Federal Home Loan Banks 1.375% 5/28/14 75,710 77,220
1 Federal Home Loan Banks 2.500% 6/13/14 9,675 10,098
1 Federal Home Loan Banks 5.500% 8/13/14 18,900 21,144
1 Federal Home Loan Banks 0.875% 12/12/14 9,600 9,676
1 Federal Home Loan Banks 2.750% 12/12/14 57,650 60,960
1 Federal Home Loan Banks 1.750% 9/11/15 30,000 30,977
1 Federal Home Loan Banks 5.625% 6/13/16 4,325 4,879
1 Federal Home Loan Banks 4.750% 12/16/16 13,620 15,881
2 Federal Home Loan Mortgage Corp. 1.625% 4/15/13 16,000 16,224
2 Federal Home Loan Mortgage Corp. 3.500% 5/29/13 40,000 41,489
2 Federal Home Loan Mortgage Corp. 4.500% 7/15/13 116,495 122,779
2 Federal Home Loan Mortgage Corp. 4.125% 9/27/13 16,540 17,466
2 Federal Home Loan Mortgage Corp. 0.375% 10/30/13 30,800 30,810
2 Federal Home Loan Mortgage Corp. 0.375% 11/27/13 20,000 20,000
2 Federal Home Loan Mortgage Corp. 2.500% 1/7/14 58,450 60,632
2 Federal Home Loan Mortgage Corp. 4.500% 1/15/14 16,215 17,402
2 Federal Home Loan Mortgage Corp. 5.000% 1/30/14 9,000 9,749
2 Federal Home Loan Mortgage Corp. 1.375% 2/25/14 20,000 20,374
2 Federal Home Loan Mortgage Corp. 2.500% 4/23/14 19,000 19,803
2 Federal Home Loan Mortgage Corp. 5.000% 7/15/14 9,500 10,472
2 Federal Home Loan Mortgage Corp. 3.000% 7/28/14 41,950 44,374
2 Federal Home Loan Mortgage Corp. 1.000% 7/30/14 17,000 17,203
2 Federal Home Loan Mortgage Corp. 1.000% 8/20/14 11,600 11,728
2 Federal Home Loan Mortgage Corp. 1.000% 8/27/14 19,300 19,528
2 Federal Home Loan Mortgage Corp. 0.500% 9/19/14 8,150 8,139
2 Federal Home Loan Mortgage Corp. 0.750% 11/25/14 63,000 63,300
2 Federal Home Loan Mortgage Corp. 0.625% 12/29/14 45,175 45,220
2 Federal Home Loan Mortgage Corp. 2.875% 2/9/15 59,475 63,334
2 Federal Home Loan Mortgage Corp. 0.500% 4/17/15 56,500 56,214
2 Federal Home Loan Mortgage Corp. 1.750% 9/10/15 17,650 18,237
2 Federal Home Loan Mortgage Corp. 5.250% 4/18/16 16,500 19,281
2 Federal Home Loan Mortgage Corp. 2.500% 5/27/16 14,325 15,186
2 Federal Home Loan Mortgage Corp. 5.500% 7/18/16 25,000 29,638
2 Federal Home Loan Mortgage Corp. 2.000% 8/25/16 42,515 44,156
2 Federal Home Loan Mortgage Corp. 1.000% 3/8/17 12,925 12,772
2 Federal Home Loan Mortgage Corp. 1.250% 5/12/17 20,000 19,952
2 Federal National Mortgage Assn. 4.625% 5/1/13 10,550 11,044
2 Federal National Mortgage Assn. 1.750% 5/7/13 6,314 6,416
2 Federal National Mortgage Assn. 0.500% 8/9/13 82,979 83,198
2 Federal National Mortgage Assn. 1.250% 8/20/13 62,110 62,911

 

 

2 Federal National Mortgage Assn. 1.000% 9/23/13 50,000 50,482
2 Federal National Mortgage Assn. 4.625% 10/15/13 9,850 10,494
2 Federal National Mortgage Assn. 0.750% 12/18/13 71,510 71,980
2 Federal National Mortgage Assn. 5.125% 1/2/14 9,550 10,262
2 Federal National Mortgage Assn. 1.250% 2/27/14 27,580 28,022
2 Federal National Mortgage Assn. 2.750% 3/13/14 94,645 98,947
2 Federal National Mortgage Assn. 4.125% 4/15/14 13,450 14,458
2 Federal National Mortgage Assn. 2.500% 5/15/14 43,790 45,687
2 Federal National Mortgage Assn. 1.125% 6/27/14 8,300 8,420
2 Federal National Mortgage Assn. 0.875% 8/28/14 7,450 7,516
2 Federal National Mortgage Assn. 3.000% 9/16/14 45,075 47,805
2 Federal National Mortgage Assn. 4.625% 10/15/14 18,225 20,094
2 Federal National Mortgage Assn. 0.625% 10/30/14 25,000 25,043
2 Federal National Mortgage Assn. 2.625% 11/20/14 8,475 8,934
2 Federal National Mortgage Assn. 0.750% 12/19/14 20,000 20,087
2 Federal National Mortgage Assn. 5.000% 4/15/15 25,000 28,273
2 Federal National Mortgage Assn. 2.375% 7/28/15 65,900 69,432
2 Federal National Mortgage Assn. 4.375% 10/15/15 8,060 9,063
2 Federal National Mortgage Assn. 1.625% 10/26/15 15,200 15,630
2 Federal National Mortgage Assn. 5.000% 3/15/16 52,800 61,124
2 Federal National Mortgage Assn. 2.375% 4/11/16 29,000 30,595
2 Federal National Mortgage Assn. 5.250% 9/15/16 10,100 11,908
2 Federal National Mortgage Assn. 1.250% 9/28/16 11,675 11,737
2 Federal National Mortgage Assn. 1.375% 11/15/16 48,000 48,467
2 Federal National Mortgage Assn. 1.250% 1/30/17 20,000 20,039
2 Federal National Mortgage Assn. 5.000% 2/13/17 35,000 41,196
Private Export Funding Corp. 3.050% 10/15/14 900 955
Private Export Funding Corp. 1.375% 2/15/17 500 502
        2,487,195
Total U.S. Government and Agency Obligations (Cost $16,996,093)     17,276,047
Asset-Backed/Commercial Mortgage-Backed Securities (0.1%)      
3 BA Covered Bond Issuer 5.500% 6/14/12 6,800 6,849
3 Cie de Financement Foncier 2.125% 4/22/13 3,600 3,622
3 Royal Bank of Canada 3.125% 4/14/15 5,750 6,077
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $16,148)   16,548
Corporate Bonds (20.8%)        
Finance (9.4%)        
Banking (7.0%)        
Abbey National Treasury Services plc 2.875% 4/25/14 3,075 3,061
Abbey National Treasury Services plc 4.000% 4/27/16 8,725 8,690
American Express Bank FSB 5.550% 10/17/12 13,150 13,474
American Express Bank FSB 5.500% 4/16/13 2,000 2,093
4 American Express Co. 6.800% 9/1/66 1,925 1,968
American Express Credit Corp. 5.875% 5/2/13 6,750 7,100
American Express Credit Corp. 7.300% 8/20/13 8,675 9,386
American Express Credit Corp. 5.125% 8/25/14 17,000 18,493
American Express Credit Corp. 2.750% 9/15/15 4,175 4,331
American Express Credit Corp. 2.800% 9/19/16 15,450 15,856
American Express Credit Corp. 2.375% 3/24/17 2,825 2,838
Banco Bradesco SA 8.750% 10/24/13 1,500 1,639
Banco Santander Chile 2.875% 11/13/12 625 625
BanColombia SA 4.250% 1/12/16 2,600 2,718
Bank of America Corp. 5.375% 9/11/12 6,175 6,268
Bank of America Corp. 4.900% 5/1/13 13,600 14,003
Bank of America Corp. 7.375% 5/15/14 13,230 14,356
Bank of America Corp. 5.375% 6/15/14 2,525 2,652

 

 

Bank of America Corp. 5.125% 11/15/14 6,050 6,326
Bank of America Corp. 4.500% 4/1/15 15,900 16,463
Bank of America Corp. 3.700% 9/1/15 5,475 5,526
Bank of America Corp. 5.250% 12/1/15 6,000 6,263
Bank of America Corp. 3.625% 3/17/16 16,875 16,835
Bank of America Corp. 3.750% 7/12/16 14,400 14,462
Bank of America Corp. 6.500% 8/1/16 11,020 12,090
Bank of America Corp. 5.750% 8/15/16 3,900 4,077
Bank of America Corp. 7.800% 9/15/16 2,967 3,310
Bank of America Corp. 5.625% 10/14/16 1,950 2,076
Bank of America Corp. 5.420% 3/15/17 3,850 3,922
Bank of America NA 5.300% 3/15/17 7,275 7,593
Bank of Montreal 2.125% 6/28/13 7,075 7,212
Bank of Montreal 1.750% 4/29/14 650 661
Bank of Montreal 2.500% 1/11/17 8,700 8,865
Bank of New York Mellon Corp. 4.950% 11/1/12 13,400 13,728
Bank of New York Mellon Corp. 4.500% 4/1/13 2,200 2,284
Bank of New York Mellon Corp. 5.125% 8/27/13 2,830 3,001
Bank of New York Mellon Corp. 4.300% 5/15/14 5,425 5,809
Bank of New York Mellon Corp. 4.950% 3/15/15 1,700 1,863
Bank of New York Mellon Corp. 2.500% 1/15/16 3,000 3,075
Bank of New York Mellon Corp. 2.400% 1/17/17 2,575 2,635
Bank of Nova Scotia 2.375% 12/17/13 9,000 9,250
Bank of Nova Scotia 1.850% 1/12/15 4,365 4,465
Bank of Nova Scotia 3.400% 1/22/15 10,300 10,919
Bank of Nova Scotia 2.050% 10/7/15 5,875 6,044
Bank of Nova Scotia 2.550% 1/12/17 2,525 2,593
3 Bank of Tokyo-Mitsubishi UFJ Ltd. 2.450% 9/11/15 2,000 2,036
Bank One Corp. 4.900% 4/30/15 2,375 2,543
Barclays Bank plc 2.500% 1/23/13 13,100 13,236
Barclays Bank plc 5.200% 7/10/14 13,825 14,646
Barclays Bank plc 2.750% 2/23/15 3,475 3,500
Barclays Bank plc 5.000% 9/22/16 2,000 2,154
BB&T Corp. 3.375% 9/25/13 3,975 4,123
BB&T Corp. 2.050% 4/28/14 2,055 2,094
BB&T Corp. 5.700% 4/30/14 1,330 1,456
BB&T Corp. 5.200% 12/23/15 7,379 8,149
BB&T Corp. 3.200% 3/15/16 2,875 3,022
BB&T Corp. 3.950% 4/29/16 3,250 3,518
BB&T Corp. 2.150% 3/22/17 2,800 2,790
BBVA US Senior SAU 3.250% 5/16/14 4,350 4,337
Bear Stearns Cos. LLC 5.700% 11/15/14 2,875 3,155
Bear Stearns Cos. LLC 5.300% 10/30/15 30 33
BNP Paribas SA 3.250% 3/11/15 9,975 10,098
BNP Paribas SA 3.600% 2/23/16 21,050 21,271
BNY Mellon NA 4.750% 12/15/14 1,300 1,404
Canadian Imperial Bank of Commerce 1.450% 9/13/13 3,200 3,232
Canadian Imperial Bank of Commerce 2.350% 12/11/15 3,740 3,839
Capital One Financial Corp. 7.375% 5/23/14 16,825 18,654
Capital One Financial Corp. 2.150% 3/23/15 2,650 2,652
Capital One Financial Corp. 3.150% 7/15/16 3,350 3,425
Capital One Financial Corp. 6.150% 9/1/16 1,925 2,126
Citigroup Inc. 5.500% 4/11/13 36,445 37,820
Citigroup Inc. 6.500% 8/19/13 8,200 8,680
Citigroup Inc. 6.000% 12/13/13 16,700 17,653
Citigroup Inc. 5.125% 5/5/14 2,525 2,652
Citigroup Inc. 6.375% 8/12/14 15,000 16,257

 

 

Citigroup Inc. 5.000% 9/15/14 14,275 14,763
Citigroup Inc. 5.500% 10/15/14 8,610 9,233
Citigroup Inc. 6.010% 1/15/15 6,700 7,270
Citigroup Inc. 2.650% 3/2/15 7,250 7,236
Citigroup Inc. 4.750% 5/19/15 8,925 9,396
Citigroup Inc. 4.700% 5/29/15 2,600 2,753
Citigroup Inc. 4.587% 12/15/15 4,575 4,811
Citigroup Inc. 5.300% 1/7/16 7,575 8,148
Citigroup Inc. 3.953% 6/15/16 11,425 11,738
Citigroup Inc. 4.450% 1/10/17 9,975 10,437
Comerica Bank 5.750% 11/21/16 1,000 1,124
Comerica Inc. 4.800% 5/1/15 1,500 1,556
Comerica Inc. 3.000% 9/16/15 1,900 1,969
Commonwealth Bank of Australia 1.950% 3/16/15 8,500 8,559
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 1.850% 1/10/14 8,150 8,221
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 2.125% 10/13/15 5,500 5,540
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 3.375% 1/19/17 12,325 12,586
Countrywide Financial Corp. 6.250% 5/15/16 2,175 2,265
Credit Suisse 3.450% 7/2/12 16,400 16,518
Credit Suisse 5.000% 5/15/13 12,400 12,872
Credit Suisse 2.200% 1/14/14 4,175 4,215
Credit Suisse 5.500% 5/1/14 16,450 17,670
Credit Suisse 3.500% 3/23/15 15,450 16,070
Credit Suisse USA Inc. 5.500% 8/15/13 975 1,024
Credit Suisse USA Inc. 4.875% 1/15/15 5,755 6,233
Credit Suisse USA Inc. 5.375% 3/2/16 10,121 11,227
Deutsche Bank AG 5.375% 10/12/12 8,650 8,840
Deutsche Bank AG 4.875% 5/20/13 8,550 8,867
Deutsche Bank AG 3.875% 8/18/14 1,200 1,256
Deutsche Bank AG 3.450% 3/30/15 10,350 10,735
Deutsche Bank AG 3.250% 1/11/16 7,175 7,334
Fifth Third Bancorp 6.250% 5/1/13 5,375 5,655
Fifth Third Bancorp 3.625% 1/25/16 8,325 8,766
Fifth Third Bank 4.750% 2/1/15 2,800 2,991
First Horizon National Corp. 5.375% 12/15/15 4,325 4,595
First Tennessee Bank NA 5.050% 1/15/15 3,425 3,504
First Tennessee Bank NA 5.650% 4/1/16 1,146 1,167
Goldman Sachs Group Inc. 4.750% 7/15/13 19,250 19,916
Goldman Sachs Group Inc. 5.250% 10/15/13 5,125 5,362
Goldman Sachs Group Inc. 5.150% 1/15/14 3,575 3,760
Goldman Sachs Group Inc. 6.000% 5/1/14 37,425 40,034
Goldman Sachs Group Inc. 5.125% 1/15/15 4,400 4,688
Goldman Sachs Group Inc. 3.700% 8/1/15 14,350 14,616
Goldman Sachs Group Inc. 5.350% 1/15/16 4,400 4,692
Goldman Sachs Group Inc. 3.625% 2/7/16 24,200 24,196
Goldman Sachs Group Inc. 5.750% 10/1/16 4,000 4,328
Goldman Sachs Group Inc. 5.625% 1/15/17 2,300 2,425
HSBC Bank USA NA 4.625% 4/1/14 1,125 1,182
HSBC Holdings plc 5.250% 12/12/12 3,300 3,382
HSBC USA Inc. 2.375% 2/13/15 9,225 9,280
JPMorgan Chase & Co. 5.375% 10/1/12 16,875 17,274
JPMorgan Chase & Co. 4.750% 5/1/13 5,410 5,632
JPMorgan Chase & Co. 1.650% 9/30/13 3,175 3,213
JPMorgan Chase & Co. 2.050% 1/24/14 675 687

 

 

JPMorgan Chase & Co. 4.650% 6/1/14 9,300 9,912
JPMorgan Chase & Co. 5.125% 9/15/14 5,275 5,653
JPMorgan Chase & Co. 3.700% 1/20/15 13,225 13,918
JPMorgan Chase & Co. 4.750% 3/1/15 2,050 2,226
JPMorgan Chase & Co. 1.875% 3/20/15 2,525 2,530
JPMorgan Chase & Co. 5.250% 5/1/15 3,975 4,313
JPMorgan Chase & Co. 3.400% 6/24/15 23,760 24,824
JPMorgan Chase & Co. 5.150% 10/1/15 3,000 3,278
JPMorgan Chase & Co. 2.600% 1/15/16 7,500 7,568
JPMorgan Chase & Co. 3.450% 3/1/16 15,665 16,329
JPMorgan Chase & Co. 3.150% 7/5/16 19,600 20,183
KeyBank NA 5.800% 7/1/14 3,000 3,249
KeyBank NA 4.950% 9/15/15 1,000 1,067
KeyBank NA 5.450% 3/3/16 3,025 3,316
KeyCorp 6.500% 5/14/13 8,075 8,527
Lloyds TSB Bank plc 4.875% 1/21/16 17,075 17,700
Lloyds TSB Bank plc 4.200% 3/28/17 1,150 1,156
4 Manufacturers & Traders Trust Co. 5.585% 12/28/20 900 874
Mellon Funding Corp. 5.000% 12/1/14 4,600 5,006
Merrill Lynch & Co. Inc. 6.150% 4/25/13 6,050 6,289
Merrill Lynch & Co. Inc. 5.450% 7/15/14 5,200 5,446
Merrill Lynch & Co. Inc. 5.000% 1/15/15 10,400 10,849
Merrill Lynch & Co. Inc. 6.050% 5/16/16 7,440 7,755
Morgan Stanley 5.250% 11/2/12 9,175 9,380
Morgan Stanley 2.875% 1/24/14 2,425 2,416
Morgan Stanley 4.750% 4/1/14 11,650 11,816
Morgan Stanley 6.000% 5/13/14 13,375 14,013
Morgan Stanley 4.200% 11/20/14 19,575 19,745
Morgan Stanley 4.100% 1/26/15 8,075 8,094
Morgan Stanley 6.000% 4/28/15 5,875 6,149
Morgan Stanley 4.000% 7/24/15 3,000 2,994
Morgan Stanley 5.375% 10/15/15 7,050 7,282
Morgan Stanley 3.450% 11/2/15 6,925 6,775
Morgan Stanley 3.800% 4/29/16 9,700 9,440
Morgan Stanley 5.750% 10/18/16 8,150 8,496
Morgan Stanley 5.450% 1/9/17 5,225 5,350
Morgan Stanley 4.750% 3/22/17 5,000 4,989
National Australia Bank 2.000% 3/9/15 4,975 4,971
National Australia Bank 2.750% 3/9/17 4,975 4,939
National City Bank 4.625% 5/1/13 2,275 2,362
Northern Trust Corp. 5.500% 8/15/13 1,875 1,996
Northern Trust Corp. 4.625% 5/1/14 2,200 2,363
Paribas 6.950% 7/22/13 775 805
PNC Funding Corp. 3.625% 2/8/15 18,675 19,879
PNC Funding Corp. 2.700% 9/19/16 4,950 5,106
PNC Funding Corp. 5.625% 2/1/17 6,775 7,575
Royal Bank of Canada 2.100% 7/29/13 9,300 9,483
Royal Bank of Canada 1.450% 10/30/14 3,100 3,137
Royal Bank of Canada 1.150% 3/13/15 850 849
Royal Bank of Canada 2.625% 12/15/15 18,150 18,976
Royal Bank of Canada 2.300% 7/20/16 2,325 2,382
Royal Bank of Scotland plc 3.400% 8/23/13 2,900 2,937
Royal Bank of Scotland plc 3.250% 1/11/14 8,000 8,117
3 Royal Bank of Scotland plc 4.875% 8/25/14 4,000 4,153
Royal Bank of Scotland plc 4.875% 3/16/15 8,600 8,914
Royal Bank of Scotland plc 3.950% 9/21/15 6,525 6,597
Royal Bank of Scotland plc 4.375% 3/16/16 7,375 7,562

 

 

Santander Holdings USA Inc. 4.625% 4/19/16 4,250 4,304
SouthTrust Corp. 5.800% 6/15/14 1,350 1,459
State Street Corp. 4.300% 5/30/14 1,000 1,070
State Street Corp. 2.875% 3/7/16 10,700 11,159
SunTrust Banks Inc. 3.600% 4/15/16 7,175 7,407
SunTrust Banks Inc. 3.500% 1/20/17 2,085 2,116
Svenska Handelsbanken AB 3.125% 7/12/16 7,500 7,649
Toronto-Dominion Bank 1.375% 7/14/14 6,050 6,156
Toronto-Dominion Bank 2.500% 7/14/16 4,585 4,728
Toronto-Dominion Bank 2.375% 10/19/16 7,550 7,732
UBS AG 2.250% 1/28/14 12,975 13,010
UBS AG 3.875% 1/15/15 10,400 10,822
UBS AG 5.875% 7/15/16 4,800 5,062
UFJ Finance Aruba AEC 6.750% 7/15/13 10,100 10,743
Union Bank NA 2.125% 12/16/13 2,550 2,592
Union Bank NA 5.950% 5/11/16 2,300 2,463
Union Bank NA 3.000% 6/6/16 3,150 3,258
US Bancorp 2.000% 6/14/13 13,350 13,574
US Bancorp 1.125% 10/30/13 4,850 4,872
US Bancorp 4.200% 5/15/14 10,725 11,462
US Bancorp 3.150% 3/4/15 4,800 5,065
US Bancorp 3.442% 2/1/16 4,325 4,452
US Bancorp 2.200% 11/15/16 8,605 8,772
US Bank NA 6.300% 2/4/14 1,850 2,025
US Bank NA 4.950% 10/30/14 1,350 1,476
4 US Bank NA 3.778% 4/29/20 1,000 1,045
Wachovia Bank NA 4.800% 11/1/14 4,425 4,746
Wachovia Bank NA 5.000% 8/15/15 10,000 10,866
Wachovia Corp. 5.500% 5/1/13 14,405 15,112
Wachovia Corp. 5.250% 8/1/14 4,150 4,468
Wachovia Corp. 5.625% 10/15/16 10,350 11,526
Wells Fargo & Co. 4.950% 10/16/13 8,775 9,254
Wells Fargo & Co. 3.750% 10/1/14 6,100 6,458
Wells Fargo & Co. 1.250% 2/13/15 15,700 15,630
Wells Fargo & Co. 3.625% 4/15/15 8,100 8,623
Wells Fargo & Co. 3.676% 6/15/16 18,625 19,955
Wells Fargo & Co. 2.625% 12/15/16 1,575 1,610
Wells Fargo Bank NA 4.750% 2/9/15 8,150 8,765
Wells Fargo Bank NA 5.750% 5/16/16 4,825 5,369
Westpac Banking Corp. 2.250% 11/19/12 8,975 9,066
Westpac Banking Corp. 4.200% 2/27/15 5,875 6,297
Westpac Banking Corp. 3.000% 8/4/15 10,625 10,998
Westpac Banking Corp. 3.000% 12/9/15 5,000 5,184
Zions Bancorporation 4.500% 3/27/17 2,475 2,450
 
Brokerage (0.2%)        
Ameriprise Financial Inc. 5.650% 11/15/15 4,500 5,077
BlackRock Inc. 3.500% 12/10/14 5,050 5,404
Charles Schwab Corp. 4.950% 6/1/14 5,034 5,445
Franklin Resources Inc. 2.000% 5/20/13 2,350 2,386
Franklin Resources Inc. 3.125% 5/20/15 1,400 1,463
Jefferies Group Inc. 3.875% 11/9/15 3,900 3,851
Lazard Group LLC 7.125% 5/15/15 1,875 2,031
Nomura Holdings Inc. 5.000% 3/4/15 5,350 5,562
Nomura Holdings Inc. 4.125% 1/19/16 4,000 4,043
Raymond James Financial Inc. 4.250% 4/15/16 575 594

 

 

TD Ameritrade Holding Corp. 4.150% 12/1/14 2,775 2,962
 
Finance Companies (0.8%)        
Block Financial LLC 5.125% 10/30/14 3,500 3,621
GATX Corp. 8.750% 5/15/14 1,000 1,139
GATX Corp. 3.500% 7/15/16 3,960 4,026
General Electric Capital Corp. 4.800% 5/1/13 18,525 19,323
General Electric Capital Corp. 1.875% 9/16/13 14,875 15,105
General Electric Capital Corp. 2.100% 1/7/14 1,375 1,404
General Electric Capital Corp. 5.900% 5/13/14 2,750 3,021
General Electric Capital Corp. 5.500% 6/4/14 4,525 4,940
General Electric Capital Corp. 5.650% 6/9/14 4,500 4,924
General Electric Capital Corp. 3.750% 11/14/14 25,700 27,278
General Electric Capital Corp. 3.500% 6/29/15 6,000 6,386
General Electric Capital Corp. 4.375% 9/21/15 2,500 2,741
General Electric Capital Corp. 2.250% 11/9/15 16,500 16,950
General Electric Capital Corp. 2.950% 5/9/16 14,350 15,011
General Electric Capital Corp. 2.900% 1/9/17 7,000 7,259
General Electric Capital Corp. 5.400% 2/15/17 9,600 10,948
4 HSBC Finance Capital Trust IX 5.911% 11/30/35 2,925 2,728
HSBC Finance Corp. 6.375% 11/27/12 4,525 4,675
HSBC Finance Corp. 4.750% 7/15/13 4,675 4,832
HSBC Finance Corp. 5.500% 1/19/16 19,625 21,239
SLM Corp. 5.000% 10/1/13 5,350 5,484
SLM Corp. 5.375% 5/15/14 1,850 1,921
SLM Corp. 5.050% 11/14/14 1,400 1,441
SLM Corp. 5.000% 4/15/15 150 155
SLM Corp. 6.250% 1/25/16 15,525 16,135
 
Insurance (1.0%)        
ACE INA Holdings Inc. 5.875% 6/15/14 1,754 1,935
ACE INA Holdings Inc. 5.600% 5/15/15 2,050 2,313
ACE INA Holdings Inc. 2.600% 11/23/15 3,875 4,031
ACE INA Holdings Inc. 5.700% 2/15/17 1,400 1,640
Aegon NV 4.750% 6/1/13 2,532 2,616
Aetna Inc. 6.000% 6/15/16 4,030 4,644
Aflac Inc. 2.650% 2/15/17 1,515 1,532
Allied World Assurance Co. Ltd. 7.500% 8/1/16 4,175 4,755
Allstate Life Global Funding Trusts 5.375% 4/30/13 11,075 11,631
American International Group Inc. 4.250% 5/15/13 7,250 7,417
American International Group Inc. 4.250% 9/15/14 4,600 4,773
American International Group Inc. 4.875% 9/15/16 10,600 11,227
American International Group Inc. 5.600% 10/18/16 2,175 2,358
Aon Corp. 3.500% 9/30/15 3,350 3,507
Aon Corp. 3.125% 5/27/16 3,000 3,106
Assurant Inc. 5.625% 2/15/14 3,655 3,841
Axis Capital Holdings Ltd. 5.750% 12/1/14 1,800 1,927
Berkshire Hathaway Finance Corp. 4.000% 4/15/12 9,350 9,360
Berkshire Hathaway Finance Corp. 4.600% 5/15/13 7,325 7,650
Berkshire Hathaway Finance Corp. 5.000% 8/15/13 3,300 3,490
Berkshire Hathaway Finance Corp. 4.850% 1/15/15 3,075 3,409
Berkshire Hathaway Inc. 3.200% 2/11/15 18,275 19,398
Chubb Corp. 5.200% 4/1/13 3,000 3,136
Cigna Corp. 2.750% 11/15/16 3,675 3,718
CNA Financial Corp. 5.850% 12/15/14 1,575 1,697
CNA Financial Corp. 6.500% 8/15/16 3,950 4,417
Coventry Health Care Inc. 6.300% 8/15/14 4,500 4,934

 

 

Genworth Financial Inc. 5.750% 6/15/14 3,325 3,450
Genworth Financial Inc. 8.625% 12/15/16 2,400 2,688
Hartford Financial Services Group Inc. 5.500% 10/15/16 4,525 4,862
Hartford Financial Services Group Inc. 5.375% 3/15/17 525 561
Jefferson-Pilot Corp. 4.750% 1/30/14 2,400 2,495
Lincoln National Corp. 4.300% 6/15/15 2,000 2,125
4 Lincoln National Corp. 7.000% 5/17/66 4,000 3,870
Loews Corp. 5.250% 3/15/16 1,275 1,411
Manulife Financial Corp. 3.400% 9/17/15 4,025 4,170
Marsh & McLennan Cos. Inc. 5.750% 9/15/15 3,134 3,511
Marsh & McLennan Cos. Inc. 2.300% 4/1/17 700 689
MetLife Inc. 5.000% 11/24/13 2,060 2,194
MetLife Inc. 2.375% 2/6/14 4,175 4,280
MetLife Inc. 5.000% 6/15/15 6,825 7,566
MetLife Inc. 6.750% 6/1/16 3,800 4,512
OneBeacon US Holdings Inc. 5.875% 5/15/13 583 601
Principal Financial Group Inc. 7.875% 5/15/14 4,680 5,226
Principal Life Income Funding Trusts 5.300% 4/24/13 2,350 2,461
Prudential Financial Inc. 4.500% 7/15/13 450 468
Prudential Financial Inc. 4.750% 4/1/14 1,475 1,563
Prudential Financial Inc. 5.100% 9/20/14 1,325 1,431
Prudential Financial Inc. 3.875% 1/14/15 2,750 2,899
Prudential Financial Inc. 6.200% 1/15/15 4,700 5,203
Prudential Financial Inc. 4.750% 9/17/15 3,100 3,370
Prudential Financial Inc. 3.000% 5/12/16 4,515 4,660
4 Reinsurance Group of America Inc. 6.750% 12/15/65 2,800 2,576
Torchmark Corp. 6.375% 6/15/16 1,250 1,387
Transatlantic Holdings Inc. 5.750% 12/14/15 3,275 3,545
Travelers Cos. Inc. 5.500% 12/1/15 4,100 4,641
Travelers Cos. Inc. 6.250% 6/20/16 1,325 1,555
UnitedHealth Group Inc. 4.875% 4/1/13 1,625 1,695
UnitedHealth Group Inc. 5.000% 8/15/14 4,975 5,449
UnitedHealth Group Inc. 1.875% 11/15/16 450 454
Unum Group 7.125% 9/30/16 1,800 2,061
WellPoint Inc. 6.000% 2/15/14 1,700 1,852
WellPoint Inc. 5.000% 12/15/14 1,475 1,617
WellPoint Inc. 5.250% 1/15/16 5,000 5,593
Willis Group Holdings plc 4.125% 3/15/16 2,525 2,555
Willis North America Inc. 5.625% 7/15/15 1,900 2,054
Willis North America Inc. 6.200% 3/28/17 2,200 2,461
XL Group plc 5.250% 9/15/14 1,455 1,537
 
Other Finance (0.1%)        
CME Group Inc. 5.400% 8/1/13 2,300 2,439
CME Group Inc. 5.750% 2/15/14 2,000 2,180
NASDAQ OMX Group Inc. 4.000% 1/15/15 1,750 1,817
NYSE Euronext 4.800% 6/28/13 2,700 2,827
ORIX Corp. 4.710% 4/27/15 750 787
ORIX Corp. 5.000% 1/12/16 4,590 4,841
ORIX Corp. 3.750% 3/9/17 3,450 3,362
 
Real Estate Investment Trusts (0.3%)        
Arden Realty LP 5.250% 3/1/15 1,250 1,346
AvalonBay Communities Inc. 5.750% 9/15/16 1,250 1,424
Brandywine Operating Partnership LP 5.400% 11/1/14 1,650 1,756
Brandywine Operating Partnership LP 6.000% 4/1/16 2,074 2,209
BRE Properties Inc. 5.500% 3/15/17 2,175 2,401

 

 

CommonWealth REIT 6.250% 8/15/16 1,700 1,798
Digital Realty Trust LP 4.500% 7/15/15 5,225 5,475
Duke Realty LP 6.250% 5/15/13 1,500 1,575
Duke Realty LP 7.375% 2/15/15 2,650 2,977
ERP Operating LP 5.200% 4/1/13 1,000 1,033
ERP Operating LP 5.250% 9/15/14 1,430 1,542
ERP Operating LP 6.584% 4/13/15 820 928
ERP Operating LP 5.125% 3/15/16 2,000 2,198
ERP Operating LP 5.375% 8/1/16 475 527
HCP Inc. 5.650% 12/15/13 2,250 2,385
HCP Inc. 2.700% 2/1/14 975 988
HCP Inc. 3.750% 2/1/16 4,600 4,744
Health Care REIT Inc. 6.000% 11/15/13 2,775 2,939
Health Care REIT Inc. 3.625% 3/15/16 4,950 5,020
Health Care REIT Inc. 6.200% 6/1/16 925 1,018
Healthcare Realty Trust Inc. 5.125% 4/1/14 1,400 1,459
Hospitality Properties Trust 7.875% 8/15/14 1,775 1,943
Hospitality Properties Trust 5.625% 3/15/17 2,575 2,743
Kilroy Realty LP 5.000% 11/3/15 2,325 2,477
Kimco Realty Corp. 5.783% 3/15/16 850 934
Liberty Property LP 5.125% 3/2/15 4,500 4,814
ProLogis LP 7.625% 8/15/14 1,400 1,565
Senior Housing Properties Trust 4.300% 1/15/16 1,000 996
Simon Property Group LP 6.750% 5/15/14 6,550 7,189
Simon Property Group LP 4.200% 2/1/15 5,900 6,279
Simon Property Group LP 5.250% 12/1/16 2,225 2,503
Simon Property Group LP 2.800% 1/30/17 4,500 4,615
Ventas Realty LP / Ventas Capital Corp. 3.125% 11/30/15 1,100 1,123
Vornado Realty LP 4.250% 4/1/15 1,000 1,042
        2,301,606
Industrial (10.0%)        
Basic Industry (1.0%)        
Air Products & Chemicals Inc. 2.000% 8/2/16 3,975 4,053
Airgas Inc. 4.500% 9/15/14 1,525 1,636
Airgas Inc. 3.250% 10/1/15 2,950 3,063
Alcoa Inc. 6.000% 7/15/13 1,860 1,969
Alcoa Inc. 5.550% 2/1/17 3,850 4,228
ArcelorMittal 5.375% 6/1/13 8,050 8,342
ArcelorMittal 9.000% 2/15/15 7,100 8,164
ArcelorMittal 3.750% 2/25/15 2,125 2,157
ArcelorMittal 3.750% 8/5/15 575 585
ArcelorMittal 3.750% 3/1/16 4,500 4,495
ArcelorMittal 4.500% 2/25/17 2,400 2,406
ArcelorMittal USA LLC 6.500% 4/15/14 2,500 2,676
Barrick Gold Corp. 1.750% 5/30/14 2,250 2,276
Barrick Gold Corp. 2.900% 5/30/16 5,230 5,453
Barrick Gold Financeco LLC 6.125% 9/15/13 5,450 5,847
BHP Billiton Finance USA Ltd. 4.800% 4/15/13 3,000 3,131
BHP Billiton Finance USA Ltd. 5.500% 4/1/14 18,950 20,687
BHP Billiton Finance USA Ltd. 1.000% 2/24/15 1,150 1,148
BHP Billiton Finance USA Ltd. 1.625% 2/24/17 4,425 4,395
BHP Billiton Finance USA Ltd. 5.400% 3/29/17 1,675 1,954
Celulosa Arauco y Constitucion SA 5.625% 4/20/15 3,475 3,741
Dow Chemical Co. 7.600% 5/15/14 17,175 19,432
Dow Chemical Co. 5.900% 2/15/15 1,600 1,801
Dow Chemical Co. 2.500% 2/15/16 2,000 2,054
Eastman Chemical Co. 3.000% 12/15/15 1,025 1,063

 

 

Ecolab Inc. 2.375% 12/8/14 1,800 1,860
Ecolab Inc. 3.000% 12/8/16 4,500 4,680
EI du Pont de Nemours & Co. 5.000% 7/15/13 4,500 4,752
EI du Pont de Nemours & Co. 1.750% 3/25/14 5,425 5,542
EI du Pont de Nemours & Co. 4.875% 4/30/14 2,550 2,769
EI du Pont de Nemours & Co. 2.750% 4/1/16 2,000 2,113
EI du Pont de Nemours & Co. 5.250% 12/15/16 5,590 6,538
Freeport-McMoRan Copper & Gold Inc. 1.400% 2/13/15 125 125
Freeport-McMoRan Copper & Gold Inc. 2.150% 3/1/17 1,875 1,855
Georgia-Pacific LLC 7.700% 6/15/15 1,250 1,461
ICI Wilmington Inc. 5.625% 12/1/13 1,600 1,690
International Paper Co. 7.400% 6/15/14 3,000 3,374
International Paper Co. 5.300% 4/1/15 2,500 2,749
International Paper Co. 5.250% 4/1/16 2,950 3,257
3 Kinross Gold Corp. 3.625% 9/1/16 1,500 1,506
Lubrizol Corp. 5.500% 10/1/14 1,850 2,052
Monsanto Co. 2.750% 4/15/16 1,250 1,310
Nucor Corp. 5.000% 6/1/13 275 288
Plum Creek Timberlands LP 5.875% 11/15/15 1,650 1,819
Potash Corp. of Saskatchewan Inc. 3.750% 9/30/15 5,000 5,371
PPG Industries Inc. 1.900% 1/15/16 3,675 3,687
Praxair Inc. 3.950% 6/1/13 825 855
Praxair Inc. 4.375% 3/31/14 1,125 1,207
Praxair Inc. 5.250% 11/15/14 2,750 3,062
Praxair Inc. 4.625% 3/30/15 1,625 1,801
Praxair Inc. 5.375% 11/1/16 700 808
Praxair Inc. 5.200% 3/15/17 1,250 1,452
Rio Tinto Alcan Inc. 4.500% 5/15/13 775 809
Rio Tinto Alcan Inc. 5.200% 1/15/14 700 750
Rio Tinto Finance USA Ltd. 8.950% 5/1/14 17,550 20,337
Rio Tinto Finance USA Ltd. 1.875% 11/2/15 2,500 2,554
Rio Tinto Finance USA Ltd. 2.500% 5/20/16 2,025 2,095
Rio Tinto Finance USA Ltd. 2.250% 9/20/16 1,700 1,745
Rio Tinto Finance USA plc 1.125% 3/20/15 2,550 2,551
Rio Tinto Finance USA plc 2.000% 3/22/17 2,700 2,707
Sherwin-Williams Co. 3.125% 12/15/14 1,900 2,007
Teck Resources Ltd. 10.250% 5/15/16 1,750 2,004
Teck Resources Ltd. 3.150% 1/15/17 3,575 3,674
Vale Canada Ltd. 5.700% 10/15/15 1,125 1,242
Vale Overseas Ltd. 6.250% 1/11/16 12,025 13,688
Vale Overseas Ltd. 6.250% 1/23/17 2,500 2,886
WMC Finance USA Ltd. 5.125% 5/15/13 1,600 1,681
Xstrata Canada Corp. 6.000% 10/15/15 1,525 1,693
 
Capital Goods (0.9%)        
3M Co. 4.375% 8/15/13 2,000 2,113
3M Co. 1.375% 9/29/16 5,650 5,681
Bemis Co. Inc. 5.650% 8/1/14 2,875 3,147
Black & Decker Corp. 8.950% 4/15/14 4,000 4,584
Black & Decker Corp. 4.750% 11/1/14 1,025 1,108
Black & Decker Corp. 5.750% 11/15/16 525 609
Boeing Capital Corp. 3.250% 10/27/14 7,525 8,022
Boeing Capital Corp. 2.125% 8/15/16 575 592
Boeing Co. 3.500% 2/15/15 3,325 3,576
Boeing Co. 3.750% 11/20/16 700 771
Caterpillar Financial Services Corp. 2.000% 4/5/13 800 812
Caterpillar Financial Services Corp. 6.200% 9/30/13 2,350 2,545

 

 

Caterpillar Financial Services Corp. 6.125% 2/17/14 35,500 39,001
Caterpillar Financial Services Corp. 4.625% 6/1/15 2,000 2,218
Caterpillar Financial Services Corp. 2.650% 4/1/16 1,725 1,810
Caterpillar Financial Services Corp. 2.050% 8/1/16 1,400 1,439
Cooper US Inc. 5.250% 11/15/12 5,250 5,399
Cooper US Inc. 2.375% 1/15/16 2,500 2,554
CRH America Inc. 5.300% 10/15/13 2,075 2,173
CRH America Inc. 4.125% 1/15/16 8,500 8,611
CRH America Inc. 6.000% 9/30/16 3,900 4,238
Danaher Corp. 2.300% 6/23/16 1,500 1,553
Deere & Co. 6.950% 4/25/14 1,325 1,497
Eaton Corp. 4.900% 5/15/13 3,850 4,029
Embraer Overseas Ltd. 6.375% 1/24/17 825 920
General Dynamics Corp. 4.250% 5/15/13 3,800 3,954
General Dynamics Corp. 5.250% 2/1/14 6,100 6,614
General Dynamics Corp. 1.375% 1/15/15 6,000 6,108
Harsco Corp. 2.700% 10/15/15 3,400 3,474
Honeywell International Inc. 4.250% 3/1/13 2,050 2,120
Honeywell International Inc. 3.875% 2/15/14 5,400 5,725
Illinois Tool Works Inc. 5.150% 4/1/14 3,475 3,769
Ingersoll-Rand Global Holding Co. Ltd. 6.000% 8/15/13 1,800 1,920
Ingersoll-Rand Global Holding Co. Ltd. 9.500% 4/15/14 6,700 7,711
John Deere Capital Corp. 1.600% 3/3/14 1,600 1,631
John Deere Capital Corp. 2.950% 3/9/15 11,075 11,761
John Deere Capital Corp. 1.850% 9/15/16 4,000 4,055
Joy Global Inc. 6.000% 11/15/16 875 990
L-3 Communications Corp. 3.950% 11/15/16 2,050 2,155
Lockheed Martin Corp. 2.125% 9/15/16 5,000 5,063
Northrop Grumman Corp. 1.850% 11/15/15 3,925 3,965
Owens Corning 6.500% 12/1/16 5,104 5,680
Raytheon Co. 1.400% 12/15/14 1,100 1,118
Raytheon Co. 1.625% 10/15/15 2,000 2,037
Roper Industries Inc. 6.625% 8/15/13 1,650 1,759
Tyco International Finance SA 4.125% 10/15/14 7,000 7,486
United Technologies Corp. 4.875% 5/1/15 2,300 2,569
Waste Management Inc. 5.000% 3/15/14 2,075 2,231
Waste Management Inc. 6.375% 3/11/15 1,600 1,830
Waste Management Inc. 2.600% 9/1/16 2,500 2,560
 
Communication (1.8%)        
America Movil SAB de CV 5.500% 3/1/14 2,500 2,704
America Movil SAB de CV 5.750% 1/15/15 5,938 6,598
America Movil SAB de CV 3.625% 3/30/15 6,600 7,007
America Movil SAB de CV 2.375% 9/8/16 5,550 5,624
American Tower Corp. 4.625% 4/1/15 3,709 3,945
AT&T Inc. 6.700% 11/15/13 11,525 12,596
AT&T Inc. 4.850% 2/15/14 7,925 8,510
AT&T Inc. 5.100% 9/15/14 13,800 15,179
AT&T Inc. 2.500% 8/15/15 16,875 17,569
AT&T Inc. 2.950% 5/15/16 5,725 6,048
AT&T Inc. 5.625% 6/15/16 4,850 5,644
AT&T Inc. 1.600% 2/15/17 3,200 3,197
BellSouth Corp. 5.200% 9/15/14 200 220
CBS Corp. 8.200% 5/15/14 1,500 1,709
Cellco Partnership / Verizon Wireless Capital        
LLC 7.375% 11/15/13 5,675 6,248

 

 

Cellco Partnership / Verizon Wireless Capital        
LLC 5.550% 2/1/14 21,300 23,032
CenturyLink Inc. 5.000% 2/15/15 700 736
Comcast Corp. 5.300% 1/15/14 5,000 5,376
Comcast Corp. 5.850% 11/15/15 10,000 11,537
Comcast Corp. 5.900% 3/15/16 7,850 9,075
Comcast Corp. 4.950% 6/15/16 2,175 2,445
Comcast Corp. 6.500% 1/15/17 1,425 1,705
COX Communications Inc. 4.625% 6/1/13 3,435 3,588
COX Communications Inc. 5.450% 12/15/14 8,529 9,474
COX Communications Inc. 5.500% 10/1/15 1,775 2,010
Deutsche Telekom International Finance BV 5.250% 7/22/13 4,015 4,228
Deutsche Telekom International Finance BV 5.875% 8/20/13 4,525 4,819
Deutsche Telekom International Finance BV 4.875% 7/8/14 1,100 1,177
Deutsche Telekom International Finance BV 5.750% 3/23/16 1,000 1,133
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 4.750% 10/1/14 1,875 2,036
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 3.550% 3/15/15 8,600 9,076
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 3.500% 3/1/16 6,500 6,825
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 7.625% 5/15/16 3,125 3,266
3 DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 2.400% 3/15/17 5,800 5,752
Embarq Corp. 7.082% 6/1/16 18,550 20,879
France Telecom SA 4.375% 7/8/14 10,575 11,297
France Telecom SA 2.125% 9/16/15 600 613
France Telecom SA 2.750% 9/14/16 1,400 1,442
NBCUniversal Media LLC 2.100% 4/1/14 5,000 5,103
NBCUniversal Media LLC 3.650% 4/30/15 2,000 2,134
NBCUniversal Media LLC 2.875% 4/1/16 8,200 8,519
News America Inc. 5.300% 12/15/14 1,450 1,604
Omnicom Group Inc. 5.900% 4/15/16 3,990 4,598
Qwest Corp. 8.375% 5/1/16 5,000 5,902
Reed Elsevier Capital Inc. 7.750% 1/15/14 3,900 4,327
Rogers Communications Inc. 6.375% 3/1/14 3,000 3,302
Rogers Communications Inc. 5.500% 3/15/14 2,150 2,325
Telecom Italia Capital SA 5.250% 11/15/13 1,675 1,730
Telecom Italia Capital SA 6.175% 6/18/14 14,005 14,732
Telecom Italia Capital SA 4.950% 9/30/14 7,514 7,746
Telecom Italia Capital SA 5.250% 10/1/15 2,000 2,066
Telefonica Emisiones SAU 2.582% 4/26/13 5,900 5,930
Telefonica Emisiones SAU 4.949% 1/15/15 1,550 1,587
Telefonica Emisiones SAU 3.729% 4/27/15 8,350 8,379
Telefonica Emisiones SAU 3.992% 2/16/16 12,500 12,510
Thomson Reuters Corp. 5.950% 7/15/13 3,925 4,161
Thomson Reuters Corp. 5.700% 10/1/14 7,250 7,988
Time Warner Cable Inc. 6.200% 7/1/13 7,750 8,256
Time Warner Cable Inc. 7.500% 4/1/14 8,300 9,337
Time Warner Cable Inc. 3.500% 2/1/15 1,125 1,191
Verizon Communications Inc. 5.250% 4/15/13 18,300 19,183
Verizon Communications Inc. 1.950% 3/28/14 6,975 7,145
Verizon Communications Inc. 3.000% 4/1/16 9,500 10,043
Verizon Communications Inc. 2.000% 11/1/16 2,325 2,358
Verizon Global Funding Corp. 4.375% 6/1/13 250 260
Vodafone Group plc 4.150% 6/10/14 11,825 12,633

 

 

Vodafone Group plc 3.375% 11/24/15 3,550 3,793
Vodafone Group plc 5.750% 3/15/16 5,250 6,074
Vodafone Group plc 5.625% 2/27/17 8,000 9,335
Vodafone Group plc 1.625% 3/20/17 5,200 5,113
WPP Finance UK 8.000% 9/15/14 4,075 4,667
 
Consumer Cyclical (1.1%)        
AutoZone Inc. 6.500% 1/15/14 5,000 5,473
Best Buy Co. Inc. 6.750% 7/15/13 3,350 3,522
Costco Wholesale Corp. 5.500% 3/15/17 1,925 2,290
CVS Caremark Corp. 4.875% 9/15/14 4,725 5,193
CVS Caremark Corp. 3.250% 5/18/15 8,150 8,645
CVS Caremark Corp. 6.125% 8/15/16 1,000 1,173
Daimler Finance North America LLC 6.500% 11/15/13 4,850 5,268
3 Daimler Finance North America LLC 2.625% 9/15/16 1,225 1,254
eBay Inc. 0.875% 10/15/13 1,975 1,988
eBay Inc. 1.625% 10/15/15 1,975 2,014
Home Depot Inc. 5.250% 12/16/13 4,625 4,988
Home Depot Inc. 5.400% 3/1/16 15,575 17,982
Hyatt Hotels Corp. 3.875% 8/15/16 1,075 1,122
Johnson Controls Inc. 4.875% 9/15/13 1,000 1,056
Johnson Controls Inc. 1.750% 3/1/14 5,000 5,081
Johnson Controls Inc. 5.500% 1/15/16 1,300 1,463
Johnson Controls Inc. 2.600% 12/1/16 800 823
Lowe's Cos. Inc. 5.600% 9/15/12 3,200 3,275
Lowe's Cos. Inc. 5.400% 10/15/16 4,525 5,306
Macy's Retail Holdings Inc. 7.875% 7/15/15 9,225 10,861
Macy's Retail Holdings Inc. 5.900% 12/1/16 2,200 2,524
Marriott International Inc. 6.200% 6/15/16 1,400 1,615
Nordstrom Inc. 6.750% 6/1/14 1,150 1,295
PACCAR Financial Corp. 2.050% 6/17/13 650 661
PACCAR Financial Corp. 1.600% 3/15/17 1,125 1,118
PACCAR Inc. 6.875% 2/15/14 4,450 4,936
Staples Inc. 9.750% 1/15/14 13,325 15,157
Target Corp. 4.000% 6/15/13 825 860
Target Corp. 1.125% 7/18/14 950 962
Target Corp. 5.875% 7/15/16 4,075 4,817
Time Warner Inc. 3.150% 7/15/15 8,900 9,410
Toyota Motor Credit Corp. 1.000% 2/17/15 4,725 4,723
Toyota Motor Credit Corp. 3.200% 6/17/15 11,200 11,899
Toyota Motor Credit Corp. 2.800% 1/11/16 7,225 7,555
Toyota Motor Credit Corp. 2.050% 1/12/17 9,000 9,144
Turner Broadcasting System Inc. 8.375% 7/1/13 2,385 2,604
Viacom Inc. 4.375% 9/15/14 600 646
Viacom Inc. 1.250% 2/27/15 1,200 1,198
Viacom Inc. 6.250% 4/30/16 7,500 8,731
Viacom Inc. 2.500% 12/15/16 1,325 1,358
Wal-Mart Stores Inc. 4.250% 4/15/13 35 36
Wal-Mart Stores Inc. 4.550% 5/1/13 7,575 7,912
Wal-Mart Stores Inc. 7.250% 6/1/13 2,300 2,478
Wal-Mart Stores Inc. 1.625% 4/15/14 9,450 9,655
Wal-Mart Stores Inc. 3.200% 5/15/14 12,569 13,263
Wal-Mart Stores Inc. 2.875% 4/1/15 4,530 4,810
Wal-Mart Stores Inc. 2.250% 7/8/15 4,250 4,436
Wal-Mart Stores Inc. 1.500% 10/25/15 9,975 10,178
Walgreen Co. 4.875% 8/1/13 8,500 8,979
Walt Disney Co. 4.700% 12/1/12 3,700 3,804

 

 

Walt Disney Co. 4.500% 12/15/13 325 346
Walt Disney Co. 6.200% 6/20/14 3,000 3,372
Walt Disney Co. 0.875% 12/1/14 6,625 6,661
Walt Disney Co. 1.125% 2/15/17 6,000 5,906
Western Union Co. 6.500% 2/26/14 3,350 3,665
Western Union Co. 5.930% 10/1/16 2,150 2,487
Wyndham Worldwide Corp. 2.950% 3/1/17 3,475 3,442
 
Consumer Noncyclical (2.8%)        
Abbott Laboratories 2.700% 5/27/15 3,900 4,116
Abbott Laboratories 5.875% 5/15/16 10,975 12,942
Altria Group Inc. 8.500% 11/10/13 1,100 1,231
Altria Group Inc. 7.750% 2/6/14 9,500 10,640
Altria Group Inc. 4.125% 9/11/15 8,925 9,736
AmerisourceBergen Corp. 5.875% 9/15/15 1,825 2,093
Amgen Inc. 1.875% 11/15/14 650 664
Amgen Inc. 4.850% 11/18/14 7,325 8,013
Amgen Inc. 2.300% 6/15/16 5,000 5,097
Amgen Inc. 2.500% 11/15/16 625 642
Anheuser-Busch InBev Worldwide Inc. 3.000% 10/15/12 7,375 7,476
Anheuser-Busch InBev Worldwide Inc. 1.500% 7/14/14 125 127
Anheuser-Busch InBev Worldwide Inc. 5.375% 11/15/14 1,200 1,332
Anheuser-Busch InBev Worldwide Inc. 4.125% 1/15/15 7,350 7,970
Anheuser-Busch InBev Worldwide Inc. 2.875% 2/15/16 9,800 10,323
3 Aristotle Holding Inc. 2.100% 2/12/15 9,100 9,186
3 Aristotle Holding Inc. 2.650% 2/15/17 5,000 5,039
Baxter International Inc. 4.000% 3/1/14 1,650 1,754
Baxter International Inc. 4.625% 3/15/15 2,750 3,036
Baxter International Inc. 5.900% 9/1/16 3,300 3,925
Beam Inc. 6.375% 6/15/14 2,449 2,689
Boston Scientific Corp. 4.500% 1/15/15 1,000 1,073
Boston Scientific Corp. 6.250% 11/15/15 8,000 8,940
Boston Scientific Corp. 6.400% 6/15/16 3,000 3,449
Boston Scientific Corp. 5.125% 1/12/17 1,850 2,034
Bottling Group LLC 5.000% 11/15/13 1,500 1,606
Bottling Group LLC 6.950% 3/15/14 9,325 10,450
Bristol-Myers Squibb Co. 5.250% 8/15/13 1,675 1,783
Brown-Forman Corp. 2.500% 1/15/16 625 643
Bunge Ltd. Finance Corp. 5.875% 5/15/13 1,600 1,674
Bunge Ltd. Finance Corp. 5.350% 4/15/14 5,350 5,683
Bunge Ltd. Finance Corp. 5.100% 7/15/15 1,925 2,062
Bunge Ltd. Finance Corp. 4.100% 3/15/16 1,375 1,435
Cardinal Health Inc. 4.000% 6/15/15 1,875 2,012
CareFusion Corp. 5.125% 8/1/14 5,975 6,461
Celgene Corp. 2.450% 10/15/15 1,600 1,635
Church & Dwight Co. Inc. 3.350% 12/15/15 1,225 1,284
Clorox Co. 5.000% 3/1/13 3,200 3,319
Clorox Co. 5.000% 1/15/15 3,700 4,023
Coca-Cola Co. 0.750% 11/15/13 11,100 11,143
Coca-Cola Co. 3.625% 3/15/14 3,075 3,246
Coca-Cola Co. 1.500% 11/15/15 6,400 6,509
Coca-Cola Co. 1.800% 9/1/16 2,300 2,344
Coca-Cola Enterprises Inc. 2.125% 9/15/15 3,000 3,064
Coca-Cola HBC Finance BV 5.125% 9/17/13 1,800 1,887
Coca-Cola HBC Finance BV 5.500% 9/17/15 2,000 2,211
Coca-Cola Refreshments USA Inc. 7.375% 3/3/14 5,375 6,034
Coca-Cola Refreshments USA Inc. 4.250% 3/1/15 1,700 1,861

 

 

Colgate-Palmolive Co. 0.600% 11/15/14 3,800 3,799
ConAgra Foods Inc. 5.875% 4/15/14 450 491
Corn Products International Inc. 3.200% 11/1/15 350 363
Covidien International Finance SA 1.875% 6/15/13 11,600 11,719
Delhaize Group SA 5.875% 2/1/14 400 430
DENTSPLY International Inc. 2.750% 8/15/16 1,500 1,520
Diageo Capital plc 5.500% 9/30/16 4,000 4,696
Diageo Finance BV 5.500% 4/1/13 1,500 1,573
Diageo Finance BV 5.300% 10/28/15 3,075 3,507
Dr Pepper Snapple Group Inc. 6.120% 5/1/13 325 343
Dr Pepper Snapple Group Inc. 2.900% 1/15/16 4,300 4,467
Eli Lilly & Co. 4.200% 3/6/14 2,425 2,589
Eli Lilly & Co. 5.200% 3/15/17 3,650 4,258
Express Scripts Inc. 6.250% 6/15/14 10,550 11,576
Genentech Inc. 4.750% 7/15/15 5,000 5,578
General Mills Inc. 5.250% 8/15/13 3,325 3,528
General Mills Inc. 5.200% 3/17/15 13,400 14,968
Gilead Sciences Inc. 2.400% 12/1/14 1,050 1,085
Gilead Sciences Inc. 3.050% 12/1/16 1,050 1,093
GlaxoSmithKline Capital Inc. 4.850% 5/15/13 16,650 17,450
GlaxoSmithKline Capital Inc. 4.375% 4/15/14 7,800 8,394
Hasbro Inc. 6.125% 5/15/14 3,000 3,258
Hershey Co. 5.450% 9/1/16 700 813
Hershey Co. 1.500% 11/1/16 3,225 3,245
HJ Heinz Co. 5.350% 7/15/13 1,300 1,377
HJ Heinz Co. 2.000% 9/12/16 1,800 1,832
HJ Heinz Co. 1.500% 3/1/17 600 597
Hospira Inc. 5.900% 6/15/14 675 730
Hospira Inc. 6.050% 3/30/17 1,000 1,113
Johnson & Johnson 1.200% 5/15/14 7,375 7,491
Kellogg Co. 5.125% 12/3/12 2,700 2,784
Kimberly-Clark Corp. 4.875% 8/15/15 175 195
Kraft Foods Inc. 2.625% 5/8/13 13,525 13,788
Kraft Foods Inc. 5.250% 10/1/13 3,200 3,405
Kraft Foods Inc. 6.750% 2/19/14 7,450 8,229
Kraft Foods Inc. 4.125% 2/9/16 10,000 10,857
Kroger Co. 5.000% 4/15/13 1,550 1,617
Kroger Co. 7.500% 1/15/14 9,700 10,817
Kroger Co. 3.900% 10/1/15 500 543
Kroger Co. 2.200% 1/15/17 1,075 1,091
Life Technologies Corp. 4.400% 3/1/15 4,475 4,785
Life Technologies Corp. 3.500% 1/15/16 5,725 5,882
Lorillard Tobacco Co. 3.500% 8/4/16 2,150 2,229
Mattel Inc. 2.500% 11/1/16 1,150 1,175
McKesson Corp. 6.500% 2/15/14 1,465 1,613
McKesson Corp. 3.250% 3/1/16 7,200 7,691
Mead Johnson Nutrition Co. 3.500% 11/1/14 5,225 5,467
Medco Health Solutions Inc. 7.250% 8/15/13 400 431
Medco Health Solutions Inc. 2.750% 9/15/15 5,200 5,345
Medtronic Inc. 4.500% 3/15/14 1,975 2,118
Medtronic Inc. 3.000% 3/15/15 5,300 5,630
Medtronic Inc. 2.625% 3/15/16 2,500 2,612
Merck & Co. Inc. 5.300% 12/1/13 4,375 4,721
Merck & Co. Inc. 4.750% 3/1/15 4,875 5,420
Merck & Co. Inc. 2.250% 1/15/16 18,300 18,988
Newell Rubbermaid Inc. 5.500% 4/15/13 2,520 2,632
Novartis Capital Corp. 1.900% 4/24/13 7,650 7,769

 

 

Novartis Capital Corp. 4.125% 2/10/14 7,450 7,926
Novartis Capital Corp. 2.900% 4/24/15 13,125 13,964
PepsiAmericas Inc. 4.375% 2/15/14 1,675 1,782
PepsiAmericas Inc. 4.875% 1/15/15 1,525 1,689
PepsiCo Inc. 3.750% 3/1/14 15,325 16,231
PepsiCo Inc. 3.100% 1/15/15 2,900 3,081
PepsiCo Inc. 2.500% 5/10/16 5,000 5,231
Pfizer Inc. 4.500% 2/15/14 925 992
Pfizer Inc. 5.350% 3/15/15 17,650 19,980
Philip Morris International Inc. 4.875% 5/16/13 16,925 17,731
Philip Morris International Inc. 6.875% 3/17/14 825 924
Philip Morris International Inc. 2.500% 5/16/16 3,000 3,124
Philip Morris International Inc. 1.625% 3/20/17 225 224
Procter & Gamble Co. 0.700% 8/15/14 7,000 7,025
Procter & Gamble Co. 3.500% 2/15/15 3,525 3,788
Procter & Gamble Co. 1.800% 11/15/15 5,075 5,239
Procter & Gamble Co. 4.850% 12/15/15 4,500 5,129
Procter & Gamble Co. 1.450% 8/15/16 3,450 3,481
Quest Diagnostics Inc. 3.200% 4/1/16 2,000 2,096
Reynolds American Inc. 7.250% 6/1/13 1,500 1,597
Reynolds American Inc. 7.625% 6/1/16 375 451
Safeway Inc. 6.250% 3/15/14 11,075 12,173
Sanofi 1.625% 3/28/14 1,175 1,196
Sanofi 1.200% 9/30/14 3,750 3,787
Sanofi 2.625% 3/29/16 10,050 10,518
St. Jude Medical Inc. 2.200% 9/15/13 3,125 3,183
St. Jude Medical Inc. 3.750% 7/15/14 2,950 3,129
Stryker Corp. 3.000% 1/15/15 1,500 1,580
Stryker Corp. 2.000% 9/30/16 3,075 3,139
Teva Pharmaceutical Finance Co. BV 2.400% 11/10/16 2,750 2,810
Teva Pharmaceutical Finance II BV / Teva        
Pharmaceutical Finance III LLC 3.000% 6/15/15 7,100 7,463
Teva Pharmaceutical Finance IV LLC 1.700% 11/10/14 1,825 1,853
Thermo Fisher Scientific Inc. 2.050% 2/21/14 150 154
Thermo Fisher Scientific Inc. 3.250% 11/20/14 1,275 1,354
Thermo Fisher Scientific Inc. 3.200% 5/1/15 1,600 1,703
Thermo Fisher Scientific Inc. 3.200% 3/1/16 3,300 3,525
Thermo Fisher Scientific Inc. 2.250% 8/15/16 3,000 3,097
Tyson Foods Inc. 10.500% 3/1/14 3,000 3,446
Unilever Capital Corp. 3.650% 2/15/14 1,350 1,428
Watson Pharmaceuticals Inc. 5.000% 8/15/14 4,000 4,284
Whirlpool Corp. 5.500% 3/1/13 4,225 4,389
Whirlpool Corp. 8.600% 5/1/14 1,100 1,236
Wyeth LLC 5.500% 2/1/14 2,950 3,217
Wyeth LLC 5.500% 2/15/16 5,600 6,465
Zimmer Holdings Inc. 1.400% 11/30/14 1,075 1,082
 
Energy (1.0%)        
Anadarko Petroleum Corp. 7.625% 3/15/14 14,175 15,797
Anadarko Petroleum Corp. 5.750% 6/15/14 900 978
Apache Corp. 5.250% 4/15/13 1,550 1,625
Apache Corp. 6.000% 9/15/13 4,675 5,031
BP Capital Markets plc 5.250% 11/7/13 11,350 12,138
BP Capital Markets plc 3.625% 5/8/14 8,700 9,156
BP Capital Markets plc 1.700% 12/5/14 4,275 4,358
BP Capital Markets plc 3.875% 3/10/15 10,925 11,729
BP Capital Markets plc 3.125% 10/1/15 8,025 8,479

 

 

BP Capital Markets plc 3.200% 3/11/16 9,300 9,837
Canadian Natural Resources Ltd. 1.450% 11/14/14 1,300 1,317
Canadian Natural Resources Ltd. 4.900% 12/1/14 550 605
Canadian Natural Resources Ltd. 6.000% 8/15/16 4,000 4,687
Cenovus Energy Inc. 4.500% 9/15/14 2,950 3,180
Chevron Corp. 3.950% 3/3/14 9,425 10,034
ConocoPhillips 4.750% 2/1/14 14,925 15,991
ConocoPhillips 4.600% 1/15/15 10,000 11,011
Devon Energy Corp. 2.400% 7/15/16 1,800 1,850
Diamond Offshore Drilling Inc. 5.150% 9/1/14 2,000 2,173
Encana Corp. 4.750% 10/15/13 1,125 1,180
EnCana Holdings Finance Corp. 5.800% 5/1/14 3,250 3,546
Ensco plc 3.250% 3/15/16 4,000 4,169
EOG Resources Inc. 6.125% 10/1/13 1,200 1,292
EOG Resources Inc. 2.950% 6/1/15 1,525 1,607
Husky Energy Inc. 5.900% 6/15/14 7,100 7,773
Marathon Petroleum Corp. 3.500% 3/1/16 3,550 3,684
Noble Holding International Ltd. 3.450% 8/1/15 5,000 5,255
Noble Holding International Ltd. 2.500% 3/15/17 700 704
Occidental Petroleum Corp. 1.450% 12/13/13 3,750 3,805
Occidental Petroleum Corp. 2.500% 2/1/16 2,200 2,302
Occidental Petroleum Corp. 4.125% 6/1/16 2,800 3,110
Occidental Petroleum Corp. 1.750% 2/15/17 10,500 10,584
PC Financial Partnership 5.000% 11/15/14 2,000 2,185
Petro-Canada 4.000% 7/15/13 3,210 3,330
Petrohawk Energy Corp. 10.500% 8/1/14 2,400 2,658
Petrohawk Energy Corp. 7.875% 6/1/15 2,400 2,514
Shell International Finance BV 4.000% 3/21/14 21,850 23,286
Shell International Finance BV 3.100% 6/28/15 1,950 2,086
Talisman Energy Inc. 5.125% 5/15/15 4,150 4,532
Total Capital Canada Ltd. 1.625% 1/28/14 2,600 2,608
Total Capital International SA 1.500% 2/17/17 3,500 3,407
Total Capital SA 3.000% 6/24/15 5,125 5,320
Total Capital SA 2.300% 3/15/16 10,225 10,369
Transocean Inc. 4.950% 11/15/15 2,500 2,669
Valero Energy Corp. 4.750% 6/15/13 3,000 3,119
Valero Energy Corp. 4.500% 2/1/15 300 322
 
Other Industrial (0.0%)        
Connecticut Health & Educational Facilities        
Authority Revenue (Yale University) 2.900% 10/15/14 1,825 1,928
 
Technology (1.2%)        
Adobe Systems Inc. 3.250% 2/1/15 2,925 3,086
Agilent Technologies Inc. 5.500% 9/14/15 3,180 3,574
Amphenol Corp. 4.750% 11/15/14 2,775 3,009
Analog Devices Inc. 5.000% 7/1/14 850 928
Analog Devices Inc. 3.000% 4/15/16 2,000 2,106
Applied Materials Inc. 2.650% 6/15/16 2,500 2,600
Arrow Electronics Inc. 6.875% 7/1/13 800 854
Arrow Electronics Inc. 3.375% 11/1/15 4,200 4,316
Avnet Inc. 6.625% 9/15/16 1,400 1,586
Broadcom Corp. 1.500% 11/1/13 5,400 5,459
CA Inc. 6.125% 12/1/14 5,000 5,511
Cisco Systems Inc. 1.625% 3/14/14 20,000 20,404
Cisco Systems Inc. 2.900% 11/17/14 8,900 9,422
Cisco Systems Inc. 5.500% 2/22/16 5,750 6,664

 

 

Dell Inc. 4.700% 4/15/13 3,250 3,385
Dell Inc. 1.400% 9/10/13 1,800 1,818
Dell Inc. 2.100% 4/1/14 3,200 3,279
Dell Inc. 2.300% 9/10/15 750 776
Dell Inc. 3.100% 4/1/16 4,350 4,615
Dun & Bradstreet Corp. 6.000% 4/1/13 1,700 1,780
Dun & Bradstreet Corp. 2.875% 11/15/15 875 902
Equifax Inc. 4.450% 12/1/14 1,000 1,060
Fiserv Inc. 3.125% 6/15/16 675 691
Google Inc. 2.125% 5/19/16 5,575 5,794
Hewlett-Packard Co. 1.250% 9/13/13 3,200 3,205
Hewlett-Packard Co. 6.125% 3/1/14 6,950 7,565
Hewlett-Packard Co. 4.750% 6/2/14 3,300 3,523
Hewlett-Packard Co. 2.625% 12/9/14 375 386
Hewlett-Packard Co. 2.350% 3/15/15 3,850 3,923
Hewlett-Packard Co. 2.125% 9/13/15 2,825 2,846
Hewlett-Packard Co. 2.200% 12/1/15 600 607
Hewlett-Packard Co. 3.000% 9/15/16 7,600 7,805
Hewlett-Packard Co. 3.300% 12/9/16 2,775 2,889
HP Enterprise Services LLC 6.000% 8/1/13 2,850 3,029
IBM International Group Capital LLC 5.050% 10/22/12 7,400 7,590
Intel Corp. 1.950% 10/1/16 5,000 5,142
International Business Machines Corp. 2.100% 5/6/13 15,700 15,983
International Business Machines Corp. 1.000% 8/5/13 7,100 7,149
International Business Machines Corp. 1.250% 5/12/14 3,800 3,852
International Business Machines Corp. 0.875% 10/31/14 5,000 5,020
International Business Machines Corp. 0.550% 2/6/15 5,000 4,954
International Business Machines Corp. 2.000% 1/5/16 2,500 2,572
International Business Machines Corp. 1.950% 7/22/16 10,500 10,754
Juniper Networks Inc. 3.100% 3/15/16 500 517
Lexmark International Inc. 5.900% 6/1/13 1,050 1,095
Maxim Integrated Products Inc. 3.450% 6/14/13 1,200 1,234
Microsoft Corp. 2.950% 6/1/14 7,450 7,825
Microsoft Corp. 1.625% 9/25/15 12,700 13,086
Microsoft Corp. 2.500% 2/8/16 3,800 4,012
Oracle Corp. 4.950% 4/15/13 3,435 3,594
Oracle Corp. 3.750% 7/8/14 11,300 12,099
Oracle Corp. 5.250% 1/15/16 3,089 3,540
Pitney Bowes Inc. 4.875% 8/15/14 2,025 2,149
Pitney Bowes Inc. 4.750% 1/15/16 5,150 5,417
Symantec Corp. 2.750% 9/15/15 3,375 3,505
Texas Instruments Inc. 1.375% 5/15/14 1,825 1,854
Texas Instruments Inc. 2.375% 5/16/16 5,725 5,976
Tyco Electronics Group SA 1.600% 2/3/15 2,800 2,803
Xerox Corp. 8.250% 5/15/14 2,355 2,660
Xerox Corp. 4.250% 2/15/15 19,500 20,716
Xerox Corp. 6.400% 3/15/16 3,000 3,420
 
Transportation (0.2%)        
Canadian National Railway Co. 5.800% 6/1/16 1,250 1,459
Canadian National Railway Co. 1.450% 12/15/16 1,425 1,417
CSX Corp. 5.500% 8/1/13 6,100 6,465
CSX Corp. 6.250% 4/1/15 4,625 5,330
JB Hunt Transport Services Inc. 3.375% 9/15/15 3,100 3,204
Norfolk Southern Corp. 5.257% 9/17/14 1,250 1,380
Norfolk Southern Corp. 5.750% 1/15/16 7,747 8,938
Ryder System Inc. 5.850% 3/1/14 2,850 3,071

 

 

Ryder System Inc. 3.150% 3/2/15 1,450 1,502
Ryder System Inc. 7.200% 9/1/15 1,480 1,724
Ryder System Inc. 3.600% 3/1/16 4,000 4,174
Ryder System Inc. 5.850% 11/1/16 100 114
Ryder System Inc. 2.500% 3/1/17 2,400 2,400
4 UAL 2009-2A Pass Through Trust 9.750% 1/15/17 3,098 3,548
United Parcel Service Inc. 3.875% 4/1/14 4,625 4,917
        2,436,606
Utilities (1.4%)        
Electric (1.0%)        
Arizona Public Service Co. 5.800% 6/30/14 3,500 3,832
Arizona Public Service Co. 4.650% 5/15/15 1,775 1,944
Baltimore Gas & Electric Co. 5.900% 10/1/16 550 638
Carolina Power & Light Co. 6.500% 7/15/12 70 71
Carolina Power & Light Co. 5.125% 9/15/13 3,305 3,514
Carolina Power & Light Co. 5.150% 4/1/15 2,000 2,237
Carolina Power & Light Co. 5.250% 12/15/15 3,000 3,430
CenterPoint Energy Houston Electric LLC 5.750% 1/15/14 500 541
CenterPoint Energy Houston Electric LLC 7.000% 3/1/14 5,225 5,819
Commonwealth Edison Co. 1.625% 1/15/14 1,375 1,398
Commonwealth Edison Co. 4.700% 4/15/15 3,045 3,351
Commonwealth Edison Co. 5.950% 8/15/16 1,975 2,326
Consolidated Edison Co. of New York Inc. 4.875% 2/1/13 4,000 4,139
Consolidated Edison Co. of New York Inc. 5.500% 9/15/16 3,350 3,904
Constellation Energy Group Inc. 4.550% 6/15/15 1,850 2,003
Consumers Energy Co. 5.375% 4/15/13 750 786
Consumers Energy Co. 5.500% 8/15/16 2,550 2,924
Dayton Power & Light Co. 5.125% 10/1/13 1,875 1,988
Dominion Resources Inc. 1.800% 3/15/14 3,250 3,317
Dominion Resources Inc. 5.150% 7/15/15 1,795 2,020
Dominion Resources Inc. 1.950% 8/15/16 1,550 1,569
Duke Energy Carolinas LLC 5.750% 11/15/13 1,500 1,621
Duke Energy Corp. 6.300% 2/1/14 14,525 15,908
Duke Energy Corp. 3.350% 4/1/15 1,100 1,164
Duke Energy Indiana Inc. 5.000% 9/15/13 1,125 1,187
Enersis SA 7.375% 1/15/14 1,000 1,085
Entergy Arkansas Inc. 5.400% 8/1/13 1,000 1,052
Exelon Corp. 4.900% 6/15/15 4,875 5,327
Exelon Generation Co. LLC 5.350% 1/15/14 4,125 4,417
FirstEnergy Solutions Corp. 4.800% 2/15/15 4,675 5,054
Florida Power Corp. 5.100% 12/1/15 1,175 1,334
Georgia Power Co. 6.000% 11/1/13 2,000 2,169
Georgia Power Co. 3.000% 4/15/16 2,400 2,541
4 Integrys Energy Group Inc. 6.110% 12/1/66 1,000 1,000
Kentucky Utilities Co. 1.625% 11/1/15 2,550 2,595
LG&E and KU Energy LLC 2.125% 11/15/15 3,000 3,008
Louisville Gas & Electric Co. 1.625% 11/15/15 5,500 5,602
MidAmerican Energy Holdings Co. 5.000% 2/15/14 600 645
Mississippi Power Co. 2.350% 10/15/16 3,000 3,091
National Rural Utilities Cooperative Finance        
Corp. 5.500% 7/1/13 12,150 12,878
National Rural Utilities Cooperative Finance        
Corp. 3.875% 9/16/15 3,250 3,534
National Rural Utilities Cooperative Finance        
Corp. 3.050% 3/1/16 1,200 1,268
Nevada Power Co. 5.875% 1/15/15 1,500 1,686
NextEra Energy Capital Holdings Inc. 5.350% 6/15/13 3,535 3,706

 

 

NextEra Energy Capital Holdings Inc. 2.550% 11/15/13 3,775 3,841
NextEra Energy Capital Holdings Inc. 2.600% 9/1/15 1,900 1,946
NextEra Energy Capital Holdings Inc. 7.875% 12/15/15 3,500 4,211
4 NextEra Energy Capital Holdings Inc. 6.350% 10/1/66 2,225 2,270
Northern States Power Co. 1.950% 8/15/15 2,200 2,266
NSTAR Electric Co. 4.875% 4/15/14 1,500 1,618
Ohio Edison Co. 6.400% 7/15/16 1,200 1,375
Ohio Power Co. 5.750% 9/1/13 1,575 1,679
Ohio Power Co. 6.000% 6/1/16 425 488
Oncor Electric Delivery Co. LLC 5.950% 9/1/13 4,975 5,299
Oncor Electric Delivery Co. LLC 6.375% 1/15/15 3,000 3,397
Pacific Gas & Electric Co. 4.800% 3/1/14 12,600 13,553
Peco Energy Co. 5.000% 10/1/14 1,480 1,622
Pepco Holdings Inc. 2.700% 10/1/15 2,200 2,240
PPL Energy Supply LLC 6.300% 7/15/13 2,175 2,313
PSEG Power LLC 2.500% 4/15/13 800 814
PSEG Power LLC 5.500% 12/1/15 3,000 3,370
PSEG Power LLC 2.750% 9/15/16 300 303
Public Service Co. of Colorado 5.500% 4/1/14 1,000 1,094
Public Service Electric & Gas Co. 5.375% 9/1/13 2,000 2,125
Public Service Electric & Gas Co. 0.850% 8/15/14 4,000 4,010
Public Service Electric & Gas Co. 2.700% 5/1/15 1,125 1,182
Scottish Power Ltd. 5.375% 3/15/15 3,000 3,249
Sierra Pacific Power Co. 5.450% 9/1/13 3,769 3,998
Southern California Edison Co. 5.000% 1/15/14 2,000 2,154
Southern California Edison Co. 4.150% 9/15/14 3,000 3,243
Southern Co. 4.150% 5/15/14 800 855
Southern Co. 2.375% 9/15/15 4,810 4,992
Southwestern Electric Power Co. 5.550% 1/15/17 2,825 3,173
TECO Finance Inc. 4.000% 3/15/16 375 402
TransAlta Corp. 4.750% 1/15/15 2,688 2,867
Virginia Electric and Power Co. 5.100% 11/30/12 8,025 8,264
Wisconsin Electric Power Co. 6.000% 4/1/14 2,177 2,403
 
Natural Gas (0.4%)        
Atmos Energy Corp. 4.950% 10/15/14 4,400 4,787
Boardwalk Pipelines LP 5.500% 2/1/17 2,025 2,223
DCP Midstream Operating LP 3.250% 10/1/15 1,000 1,010
Enbridge Inc. 4.900% 3/1/15 4,950 5,370
Energy Transfer Partners LP 6.000% 7/1/13 4,500 4,731
Energy Transfer Partners LP 8.500% 4/15/14 2,828 3,194
Energy Transfer Partners LP 6.125% 2/15/17 4,200 4,713
5 Enron Corp. 9.125% 4/1/03 2,000 —
5 Enron Corp. 7.625% 9/10/04 1,000 —
Enterprise Products Operating LLC 5.650% 4/1/13 2,200 2,299
Enterprise Products Operating LLC 5.900% 4/15/13 1,150 1,204
Enterprise Products Operating LLC 9.750% 1/31/14 2,000 2,295
Enterprise Products Operating LLC 3.200% 2/1/16 10,300 10,823
5 HNG Internorth 9.625% 3/15/06 1,500 —
Kinder Morgan Energy Partners LP 5.850% 9/15/12 4,325 4,424
Kinder Morgan Energy Partners LP 5.000% 12/15/13 1,500 1,593
Kinder Morgan Energy Partners LP 3.500% 3/1/16 1,300 1,366
Kinder Morgan Energy Partners LP 6.000% 2/1/17 1,000 1,154
National Grid plc 6.300% 8/1/16 5,450 6,299
ONEOK Inc. 5.200% 6/15/15 1,825 2,001
ONEOK Partners LP 3.250% 2/1/16 13,200 13,800
Sempra Energy 6.500% 6/1/16 1,500 1,769

 

 

Sempra Energy 2.300% 4/1/17 8,900 9,014
Spectra Energy Capital LLC 5.668% 8/15/14 1,000 1,083
Texas Gas Transmission LLC 4.600% 6/1/15 325 346
TransCanada PipeLines Ltd. 4.000% 6/15/13 2,225 2,314
TransCanada PipeLines Ltd. 3.400% 6/1/15 8,700 9,303
Williams Partners LP 3.800% 2/15/15 3,225 3,426
Williams Partners LP / Williams Partners        
Finance Corp. 7.250% 2/1/17 2,000 2,406
 
        333,186
Total Corporate Bonds (Cost $4,916,176)       5,071,398
Sovereign Bonds (U.S. Dollar-Denominated) (7.5%)        
African Development Bank 3.000% 5/27/14 15,375 16,087
African Development Bank 1.125% 3/15/17 7,000 6,929
Asian Development Bank 1.625% 7/15/13 11,600 11,782
Asian Development Bank 3.625% 9/5/13 5,850 6,089
Asian Development Bank 2.750% 5/21/14 24,500 25,641
Asian Development Bank 0.875% 6/10/14 12,250 12,337
Asian Development Bank 2.625% 2/9/15 17,550 18,522
Asian Development Bank 2.500% 3/15/16 12,350 13,031
Asian Development Bank 1.125% 3/15/17 7,300 7,295
Banco do Brasil SA 3.875% 1/23/17 2,275 2,334
China Development Bank Corp. 4.750% 10/8/14 1,375 1,455
China Development Bank Corp. 5.000% 10/15/15 3,450 3,800
Corp. Andina de Fomento 5.200% 5/21/13 5,575 5,798
Corp. Andina de Fomento 5.125% 5/5/15 2,925 3,141
Corp. Andina de Fomento 3.750% 1/15/16 2,950 3,077
Corp. Andina de Fomento 5.750% 1/12/17 400 447
Council Of Europe Development Bank 1.500% 1/15/15 3,000 3,030
Council Of Europe Development Bank 2.750% 2/10/15 3,700 3,872
Council Of Europe Development Bank 2.625% 2/16/16 4,600 4,827
Council Of Europe Development Bank 1.250% 9/22/16 6,000 5,928
Council Of Europe Development Bank 1.500% 2/22/17 1,750 1,730
6 Development Bank of Japan 5.125% 2/1/17 3,700 4,273
European Bank for Reconstruction &        
Development 3.625% 6/17/13 4,000 4,142
European Bank for Reconstruction &        
Development 5.000% 5/19/14 3,400 3,700
European Bank for Reconstruction &        
Development 2.750% 4/20/15 6,250 6,585
European Bank for Reconstruction &        
Development 1.625% 9/3/15 1,750 1,794
European Bank for Reconstruction &        
Development 2.500% 3/15/16 9,950 10,495
European Bank for Reconstruction &        
Development 1.375% 10/20/16 7,600 7,666
European Investment Bank 3.250% 5/15/13 7,750 7,938
European Investment Bank 1.875% 6/17/13 14,500 14,704
European Investment Bank 4.250% 7/15/13 16,950 17,716
European Investment Bank 1.250% 9/17/13 14,150 14,273
European Investment Bank 1.250% 2/14/14 69,625 70,458
European Investment Bank 2.375% 3/14/14 8,175 8,431
European Investment Bank 3.000% 4/8/14 8,000 8,359
European Investment Bank 1.500% 5/15/14 24,825 25,215
European Investment Bank 4.625% 5/15/14 4,350 4,703
European Investment Bank 3.125% 6/4/14 28,950 30,426

 

 

European Investment Bank 1.125% 8/15/14 29,050 29,306
European Investment Bank 0.875% 12/15/14 11,625 11,625
European Investment Bank 2.875% 1/15/15 11,000 11,577
European Investment Bank 2.750% 3/23/15 11,225 11,812
European Investment Bank 1.125% 4/15/15 5,550 5,578
European Investment Bank 1.625% 9/1/15 22,950 23,384
European Investment Bank 1.375% 10/20/15 13,500 13,625
European Investment Bank 2.250% 3/15/16 9,350 9,662
European Investment Bank 2.500% 5/16/16 12,900 13,477
European Investment Bank 2.125% 7/15/16 11,500 11,855
European Investment Bank 5.125% 9/13/16 4,000 4,643
European Investment Bank 1.250% 10/14/16 22,000 21,851
European Investment Bank 4.875% 1/17/17 6,200 7,169
Export Development Canada 3.125% 4/24/14 8,050 8,500
Export Development Canada 1.500% 5/15/14 6,000 6,138
Export Development Canada 2.250% 5/28/15 4,725 4,952
Export Development Canada 1.250% 10/27/15 3,000 3,057
Export Development Canada 1.250% 10/26/16 4,000 4,036
Export-Import Bank of Korea 8.125% 1/21/14 8,300 9,146
Export-Import Bank of Korea 5.875% 1/14/15 5,175 5,644
Export-Import Bank of Korea 5.125% 3/16/15 1,700 1,821
Export-Import Bank of Korea 4.125% 9/9/15 7,125 7,465
Export-Import Bank of Korea 3.750% 10/20/16 2,400 2,484
Export-Import Bank of Korea 4.000% 1/11/17 6,075 6,349
Federative Republic of Brazil 10.250% 6/17/13 4,600 5,114
Federative Republic of Brazil 10.500% 7/14/14 5,725 6,984
Federative Republic of Brazil 7.875% 3/7/15 11,325 13,500
Federative Republic of Brazil 6.000% 1/17/17 4,000 4,748
Hydro Quebec 2.000% 6/30/16 7,525 7,732
Inter-American Development Bank 1.625% 7/15/13 10,225 10,346
Inter-American Development Bank 0.375% 11/8/13 5,000 4,980
Inter-American Development Bank 3.000% 4/22/14 10,550 11,087
Inter-American Development Bank 4.500% 9/15/14 3,000 3,259
Inter-American Development Bank 2.250% 7/15/15 6,975 7,311
Inter-American Development Bank 4.250% 9/14/15 5,550 6,157
Inter-American Development Bank 1.375% 10/18/16 16,750 16,954
Inter-American Development Bank 1.125% 3/15/17 8,850 8,833
International Bank for Reconstruction &        
Development 3.625% 5/21/13 5,500 5,697
International Bank for Reconstruction &        
Development 1.750% 7/15/13 43,400 44,120
International Bank for Reconstruction &        
Development 3.500% 10/8/13 9,490 9,918
International Bank for Reconstruction &        
Development 0.500% 11/26/13 7,400 7,412
International Bank for Reconstruction &        
Development 2.375% 5/26/15 25,650 26,936
International Bank for Reconstruction &        
Development 2.125% 3/15/16 22,525 23,496
International Bank for Reconstruction &        
Development 5.000% 4/1/16 4,600 5,274
International Bank for Reconstruction &        
Development 1.000% 9/15/16 23,200 23,121
International Finance Corp. 3.000% 4/22/14 22,625 23,778
International Finance Corp. 2.750% 4/20/15 13,550 14,340
International Finance Corp. 1.125% 11/23/16 15,200 15,232
6 Japan Bank for International Cooperation 4.250% 6/18/13 6,150 6,387

 

 

6 Japan Bank for International Cooperation 2.875% 2/2/15 6,600 6,964
6 Japan Bank for International Cooperation 1.875% 9/24/15 4,200 4,301
6 Japan Bank for International Cooperation 2.500% 1/21/16 6,200 6,484
6 Japan Bank for International Cooperation 2.500% 5/18/16 6,300 6,559
6 Japan Bank for International Cooperation 2.250% 7/13/16 11,900 12,334
6 Japan Finance Organization for Municipalities 4.625% 4/21/15 5,075 5,607
7 KFW 3.500% 5/16/13 12,375 12,783
7 KFW 1.375% 7/15/13 26,825 27,161
7 KFW 4.000% 10/15/13 6,125 6,440
7 KFW 1.375% 1/13/14 16,775 16,975
7 KFW 3.500% 3/10/14 9,425 9,942
7 KFW 1.500% 4/4/14 24,900 25,321
7 KFW 2.750% 10/21/14 20,825 21,931
7 KFW 1.000% 1/12/15 17,450 17,541
7 KFW 2.625% 3/3/15 10,650 11,175
7 KFW 1.250% 10/26/15 26,725 26,904
7 KFW 2.625% 2/16/16 18,050 19,096
7 KFW 5.125% 3/14/16 10,875 12,492
7 KFW 2.000% 6/1/16 18,175 18,801
7 KFW 1.250% 10/5/16 24,100 24,049
7 KFW 1.250% 2/15/17 23,100 22,960
Korea Development Bank 5.750% 9/10/13 5,525 5,822
Korea Development Bank 8.000% 1/23/14 5,000 5,497
Korea Development Bank 4.375% 8/10/15 11,275 11,863
Korea Development Bank 3.250% 3/9/16 1,875 1,896
Korea Finance Corp. 3.250% 9/20/16 4,200 4,212
7 Landwirtschaftliche Rentenbank 4.125% 7/15/13 15,650 16,267
7 Landwirtschaftliche Rentenbank 2.500% 2/15/16 10,150 10,632
7 Landwirtschaftliche Rentenbank 2.125% 7/15/16 11,400 11,752
7 Landwirtschaftliche Rentenbank 5.125% 2/1/17 6,000 7,000
Nordic Investment Bank 2.625% 10/6/14 6,700 7,003
Nordic Investment Bank 2.500% 7/15/15 2,625 2,760
Nordic Investment Bank 2.250% 3/15/16 4,825 5,014
Nordic Investment Bank 5.000% 2/1/17 7,650 8,978
Nordic Investment Bank 1.000% 3/7/17 4,850 4,820
8 Oesterreichische Kontrollbank AG 1.750% 10/5/15 12,000 12,099
8 Oesterreichische Kontrollbank AG 4.875% 2/16/16 5,000 5,626
8 Oesterreichische Kontrollbank AG 2.000% 6/3/16 7,850 7,945
Petrobras International Finance Co. - Pifco 9.125% 7/2/13 2,500 2,731
Petrobras International Finance Co. - Pifco 7.750% 9/15/14 1,625 1,836
Petrobras International Finance Co. - Pifco 3.875% 1/27/16 16,050 16,838
Petrobras International Finance Co. - Pifco 3.500% 2/6/17 8,700 8,903
Petroleos Mexicanos 4.875% 3/15/15 9,250 10,040
Province of British Columbia 2.850% 6/15/15 6,075 6,466
Province of British Columbia 2.100% 5/18/16 8,500 8,909
Province of Manitoba 2.125% 4/22/13 1,950 1,984
Province of Manitoba 1.375% 4/28/14 1,600 1,627
Province of Manitoba 2.625% 7/15/15 4,525 4,775
Province of Manitoba 4.900% 12/6/16 4,000 4,596
Province of Nova Scotia 2.375% 7/21/15 4,250 4,431
Province of Ontario 1.375% 1/27/14 15,425 15,655
Province of Ontario 4.100% 6/16/14 46,150 49,623
Province of Ontario 2.950% 2/5/15 18,525 19,555
Province of Ontario 2.700% 6/16/15 5,750 6,065
Province of Ontario 1.875% 9/15/15 900 928
Province of Ontario 2.300% 5/10/16 14,300 14,881
Province of Ontario 1.600% 9/21/16 9,700 9,835

 

 

Province of Saskatchewan 7.375% 7/15/13 1,000 1,085
Quebec 4.875% 5/5/14 7,700 8,373
Quebec 4.600% 5/26/15 7,400 8,245
Quebec 5.125% 11/14/16 6,000 6,983
Republic of Canada 2.375% 9/10/14 9,100 9,524
Republic of Canada 0.875% 2/14/17 11,000 10,910
Republic of Columbia 8.250% 12/22/14 4,000 4,694
Republic of Columbia 7.375% 1/27/17 600 741
Republic of Italy 2.125% 9/16/13 3,925 3,940
Republic of Italy 4.500% 1/21/15 13,050 13,490
Republic of Italy 3.125% 1/26/15 16,450 16,368
Republic of Italy 4.750% 1/25/16 13,000 13,325
Republic of Italy 5.250% 9/20/16 19,200 19,824
Republic of Korea 4.250% 6/1/13 3,225 3,326
Republic of Korea 5.750% 4/16/14 6,350 6,855
Republic of Korea 4.875% 9/22/14 3,925 4,220
Republic of Panama 7.250% 3/15/15 6,000 6,939
Republic of Peru 9.875% 2/6/15 2,500 3,069
Republic of Poland 5.250% 1/15/14 3,975 4,204
Republic of Poland 3.875% 7/16/15 14,895 15,621
Republic of South Africa 6.500% 6/2/14 5,050 5,561
State of Israel 4.625% 6/15/13 2,350 2,434
State of Israel 5.125% 3/1/14 2,000 2,123
State of Israel 5.500% 11/9/16 4,025 4,551
Statoil ASA 3.875% 4/15/14 1,150 1,225
Statoil ASA 2.900% 10/15/14 4,900 5,154
Statoil ASA 1.800% 11/23/16 2,025 2,050
Svensk Exportkredit AB 3.250% 9/16/14 4,850 5,083
Svensk Exportkredit AB 1.750% 10/20/15 4,400 4,436
Svensk Exportkredit AB 2.125% 7/13/16 5,500 5,578
Svensk Exportkredit AB 5.125% 3/1/17 6,250 7,056
United Mexican States 5.875% 2/17/14 24,650 26,721
United Mexican States 6.625% 3/3/15 7,900 9,030
United Mexican States 11.375% 9/15/16 4,625 6,556
United Mexican States 5.625% 1/15/17 7,050 8,132
Total Sovereign Bonds (Cost $1,793,899)       1,838,012
Taxable Municipal Bonds (0.1%)        
California Educational Facilities Authority        
Revenue (Stanford University) 3.625% 5/1/14 1,600 1,698
California GO 5.250% 4/1/14 2,300 2,486
California GO 3.950% 11/1/15 3,300 3,502
California GO 5.650% 4/1/39 2,250 2,362
Howard Hughes Medical Institute Maryland        
GO 3.450% 9/1/14 1,100 1,172
Illinois GO 4.071% 1/1/14 9,080 9,413
Illinois GO 4.511% 3/1/15 550 578
Illinois GO 5.365% 3/1/17 5,000 5,433
Puerto Rico Government Development Bank        
GO 3.670% 5/1/14 700 714
Puerto Rico Government Development Bank        
GO 4.704% 5/1/16 1,500 1,550
University of California Revenue 0.887% 7/1/13 1,050 1,057
Total Taxable Municipal Bonds (Cost $29,009)       29,965

 

 

      Market
      Value
  Coupon Shares ($000)
Temporary Cash Investment (0.8%)      
Money Market Fund (0.8%)      
9 Vanguard Market Liquidity Fund (Cost      
$191,948) 0.123% 191,948,482 191,948
 
Total Investments (100.3%) (Cost $23,943,273)     24,423,918
Other Assets and Liabilities-Net (-0.3%)     (79,653)
Net Assets (100%)     24,344,265

1 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S. Treasury nor backed by the full faith and credit of the U.S. government.
2 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury in exchange for senior preferred stock.
3 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2012, the aggregate value of these securities was $45,474,000, representing 0.2% of net assets.
4 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called.
5 Non-income-producing security--security in default.
6 Guaranteed by the Government of Japan.
7 Guaranteed by the Federal Republic of Germany.
8 Guaranteed by the Republic of Austria.
9 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
GO—General Obligation Bond.
REIT—Real Estate Investment Trust.

A. Security Valuation: Bonds, and temporary cash investments acquired over 60 days to maturity, are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Other temporary cash investments are valued at amortized cost, which approximates market value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.

B. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

 

Short-Term Bond Index Fund

The following table summarizes the market value of the fund's investments as of March 31, 2012, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
U.S. Government and Agency Obligations — 17,276,047 —
Asset-Backed/Commercial Mortgage-Backed Securities — 16,548 —
Corporate Bonds — 5,071,398 —
Sovereign Bonds — 1,838,012 —
Taxable Municipal Bonds — 29,965 —
Temporary Cash Investments 191,948 — —
Total 191,948 24,231,970 —

 

C. At March 31, 2012, the cost of investment securities for tax purposes was $23,943,273,000. Net unrealized appreciation of investment securities for tax purposes was $480,645,000, consisting of unrealized gains of $497,546,000 on securities that had risen in value since their purchase and $16,901,000 in unrealized losses on securities that had fallen in value since their purchase.

 

Vanguard Intermediate-Term Bond Index Fund

Schedule of Investments
As of March 31, 2012

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (53.8%)        
U.S. Government Securities (50.7%)        
United States Treasury Note/Bond 3.125% 1/31/17 28,470 31,290
United States Treasury Note/Bond 4.625% 2/15/17 120,805 141,418
United States Treasury Note/Bond 0.875% 2/28/17 20,000 19,853
United States Treasury Note/Bond 3.000% 2/28/17 180,310 197,270
United States Treasury Note/Bond 3.250% 3/31/17 95,065 105,226
United States Treasury Note/Bond 3.125% 4/30/17 9,060 9,974
United States Treasury Note/Bond 4.500% 5/15/17 151,905 177,705
United States Treasury Note/Bond 8.750% 5/15/17 61,950 85,627
United States Treasury Note/Bond 2.750% 5/31/17 75,095 81,278
United States Treasury Note/Bond 2.500% 6/30/17 43,475 46,491
United States Treasury Note/Bond 2.375% 7/31/17 51,500 54,735
United States Treasury Note/Bond 4.750% 8/15/17 178,660 212,103
United States Treasury Note/Bond 8.875% 8/15/17 71,285 100,078
United States Treasury Note/Bond 1.875% 8/31/17 3,765 3,901
United States Treasury Note/Bond 1.875% 9/30/17 65,335 67,632
United States Treasury Note/Bond 1.875% 10/31/17 60,400 62,486
United States Treasury Note/Bond 4.250% 11/15/17 2,315 2,693
United States Treasury Note/Bond 2.250% 11/30/17 19,075 20,118
United States Treasury Note/Bond 2.625% 1/31/18 10,725 11,528
United States Treasury Note/Bond 3.500% 2/15/18 208,690 234,417
United States Treasury Note/Bond 2.875% 3/31/18 8,645 9,414
United States Treasury Note/Bond 2.625% 4/30/18 49,000 52,637
United States Treasury Note/Bond 3.875% 5/15/18 152,280 174,766
United States Treasury Note/Bond 2.375% 5/31/18 4,950 5,237
United States Treasury Note/Bond 2.250% 7/31/18 4,275 4,485
United States Treasury Note/Bond 4.000% 8/15/18 215,285 249,427
United States Treasury Note/Bond 1.500% 8/31/18 375 376
United States Treasury Note/Bond 1.375% 9/30/18 14,350 14,247
United States Treasury Note/Bond 1.750% 10/31/18 34,320 34,845
United States Treasury Note/Bond 3.750% 11/15/18 289,640 331,140
United States Treasury Note/Bond 1.375% 11/30/18 24,920 24,671
United States Treasury Note/Bond 1.250% 1/31/19 33,950 33,223
United States Treasury Note/Bond 2.750% 2/15/19 195,435 210,460
United States Treasury Note/Bond 8.875% 2/15/19 51,850 76,835
United States Treasury Note/Bond 1.375% 2/28/19 32,800 32,323
United States Treasury Note/Bond 3.125% 5/15/19 394,410 434,159
United States Treasury Note/Bond 3.625% 8/15/19 390,915 443,505
United States Treasury Note/Bond 8.125% 8/15/19 3,775 5,481
United States Treasury Note/Bond 3.375% 11/15/19 405,489 452,501
United States Treasury Note/Bond 3.625% 2/15/20 438,932 497,569
United States Treasury Note/Bond 8.500% 2/15/20 33,131 49,629
United States Treasury Note/Bond 3.500% 5/15/20 398,600 448,114
United States Treasury Note/Bond 2.625% 8/15/20 298,360 314,445
United States Treasury Note/Bond 8.750% 8/15/20 14,970 23,005
United States Treasury Note/Bond 2.625% 11/15/20 177,162 186,242
United States Treasury Note/Bond 3.625% 2/15/21 260,260 294,541
United States Treasury Note/Bond 3.125% 5/15/21 245,788 267,410
United States Treasury Note/Bond 2.125% 8/15/21 359,333 358,884
United States Treasury Note/Bond 2.000% 11/15/21 341,770 336,322

 

 

  United States Treasury Note/Bond 8.000% 11/15/21 14,150 21,484
  United States Treasury Note/Bond 2.000% 2/15/22 331,580 325,104
          7,378,304
Agency Bonds and Notes (3.1%)        
1 Federal Home Loan Banks 4.875% 5/17/17 28,165 33,328
1 Federal Home Loan Banks 5.000% 11/17/17 15,905 19,022
1 Federal Home Loan Banks 5.375% 8/15/18 14,025 17,151
1 Federal Home Loan Banks 5.125% 8/15/19 5,260 6,413
1 Federal Home Loan Banks 4.125% 3/13/20 15,875 18,190
1 Federal Home Loan Banks 5.625% 6/11/21 3,520 4,441
2 Federal Home Loan Mortgage Corp. 1.250% 5/12/17 33,075 32,996
2 Federal Home Loan Mortgage Corp. 5.125% 11/17/17 18,600 22,292
2 Federal Home Loan Mortgage Corp. 4.875% 6/13/18 11,500 13,713
2 Federal Home Loan Mortgage Corp. 3.750% 3/27/19 53,950 60,635
2 Federal Home Loan Mortgage Corp. 2.375% 1/13/22 36,550 35,870
2 Federal National Mortgage Assn. 1.125% 4/27/17 58,075 57,583
2 Federal National Mortgage Assn. 5.000% 5/11/17 20,145 23,819
2 Federal National Mortgage Assn. 5.375% 6/12/17 18,595 22,359
2 Federal National Mortgage Assn. 0.000% 10/9/19 15,300 11,920
1 Financing Corp. 9.800% 4/6/18 1,440 2,070
1 Financing Corp. 9.650% 11/2/18 12,540 18,303
1 Financing Corp. Fico 9.400% 2/8/18 1,475 2,072
1 Financing Corp. Fico 10.350% 8/3/18 3,755 5,581
1 Financing Corp. Fico 8.600% 9/26/19 1,275 1,814
  Private Export Funding Corp. 2.250% 12/15/17 3,225 3,339
  Private Export Funding Corp. 4.375% 3/15/19 7,000 8,075
1 Tennessee Valley Authority 5.500% 7/18/17 6,200 7,476
1 Tennessee Valley Authority 6.250% 12/15/17 2,600 3,274
1 Tennessee Valley Authority 4.500% 4/1/18 5,300 6,165
1 Tennessee Valley Authority 3.875% 2/15/21 6,100 6,814
          444,715
Total U.S. Government and Agency Obligations (Cost $7,322,164)     7,823,019
Asset-Backed/Commercial Mortgage-Backed Securities (0.1%)      
3 Banco Bilbao Vizcaya Argentaria SA 5.750% 7/20/17 225 233
3 Bank of Scotland plc 5.250% 2/21/17 2,225 2,421
3,4 Commercial Mortgage Lease-Backed        
  Certificates 6.746% 6/20/31 195 209
3 Northern Rock Asset Management plc 5.625% 6/22/17 4,825 5,139
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,451)   8,002
Corporate Bonds (39.4%)        
Finance (13.4%)        
  Banking (8.5%)        
  American Express Bank FSB 6.000% 9/13/17 650 759
  American Express Centurion Bank 5.950% 6/12/17 3,275 3,794
  American Express Centurion Bank 6.000% 9/13/17 1,075 1,256
  American Express Co. 6.150% 8/28/17 7,575 8,909
  American Express Co. 7.000% 3/19/18 10,800 13,241
  American Express Co. 8.125% 5/20/19 14,325 18,713
  Associates Corp. of North America 6.950% 11/1/18 1,150 1,291
  BanColombia SA 5.950% 6/3/21 4,875 5,185
  Bank of America Corp. 6.000% 9/1/17 3,850 4,171
  Bank of America Corp. 5.750% 12/1/17 6,325 6,762
  Bank of America Corp. 5.650% 5/1/18 27,795 29,585
  Bank of America Corp. 7.625% 6/1/19 9,100 10,480
  Bank of America Corp. 5.625% 7/1/20 31,820 33,101

 

 

  Bank of America Corp. 5.875% 1/5/21 7,600 8,038
  Bank of America Corp. 5.700% 1/24/22 11,775 12,452
  Bank of America NA 6.100% 6/15/17 500 536
  Bank of New York Mellon Corp. 5.450% 5/15/19 8,460 9,766
  Bank of New York Mellon Corp. 4.600% 1/15/20 3,675 4,072
  Bank of New York Mellon Corp. 4.150% 2/1/21 2,000 2,135
  Bank of New York Mellon Corp. 3.550% 9/23/21 2,150 2,193
  Bank of Nova Scotia 4.375% 1/13/21 2,500 2,709
  Barclays Bank plc 6.750% 5/22/19 7,500 8,672
  Barclays Bank plc 5.125% 1/8/20 18,800 19,786
  BB&T Corp. 6.850% 4/30/19 3,475 4,272
  BB&T Corp. 3.950% 3/22/22 3,250 3,255
  Bear Stearns Cos. LLC 6.400% 10/2/17 16,300 19,026
  Bear Stearns Cos. LLC 7.250% 2/1/18 3,350 4,050
  Bear Stearns Cos. LLC 4.650% 7/2/18 4,939 5,284
  BNP Paribas SA 5.000% 1/15/21 13,950 14,076
  Capital One Bank USA NA 8.800% 7/15/19 4,025 4,929
  Capital One Financial Corp. 6.750% 9/15/17 8,850 10,458
  Capital One Financial Corp. 4.750% 7/15/21 7,375 7,758
3,4 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 2,100 2,379
  Citigroup Inc. 6.000% 8/15/17 13,775 15,311
  Citigroup Inc. 6.125% 11/21/17 16,825 18,791
  Citigroup Inc. 6.125% 5/15/18 17,100 19,015
  Citigroup Inc. 8.500% 5/22/19 9,850 12,142
  Citigroup Inc. 5.375% 8/9/20 10,676 11,426
  Citigroup Inc. 4.500% 1/14/22 8,325 8,375
  Comerica Bank 5.200% 8/22/17 3,025 3,314
  Compass Bank 6.400% 10/1/17 1,800 1,860
  Cooperatieve Centrale Raiffeisen-        
  Boerenleenbank BA 4.500% 1/11/21 6,175 6,377
  Cooperatieve Centrale Raiffeisen-        
  Boerenleenbank BA 3.875% 2/8/22 14,700 14,235
  Credit Suisse 6.000% 2/15/18 14,175 15,306
  Credit Suisse 5.300% 8/13/19 4,775 5,246
  Credit Suisse 5.400% 1/14/20 6,475 6,702
  Credit Suisse 4.375% 8/5/20 18,950 19,692
  Deutsche Bank AG 6.000% 9/1/17 17,850 20,248
  Discover Bank 8.700% 11/18/19 2,350 2,924
  Discover Bank 7.000% 4/15/20 2,400 2,753
  Fifth Third Bancorp 4.500% 6/1/18 4,550 4,785
  Fifth Third Bancorp 3.500% 3/15/22 225 219
  First Niagara Financial Group Inc. 6.750% 3/19/20 1,275 1,396
  First Niagara Financial Group Inc. 7.250% 12/15/21 1,245 1,337
  Goldman Sachs Group Inc. 6.250% 9/1/17 19,975 21,918
  Goldman Sachs Group Inc. 5.950% 1/18/18 17,950 19,330
  Goldman Sachs Group Inc. 6.150% 4/1/18 15,175 16,371
  Goldman Sachs Group Inc. 7.500% 2/15/19 9,960 11,359
  Goldman Sachs Group Inc. 5.375% 3/15/20 18,300 18,540
  Goldman Sachs Group Inc. 6.000% 6/15/20 12,115 12,736
  Goldman Sachs Group Inc. 5.250% 7/27/21 14,925 14,739
  Goldman Sachs Group Inc. 5.750% 1/24/22 19,625 20,184
3 HBOS plc 6.750% 5/21/18 925 858
  HSBC Bank USA NA 4.875% 8/24/20 9,075 9,297
  HSBC Holdings plc 5.100% 4/5/21 9,500 10,275
  HSBC Holdings plc 4.875% 1/14/22 2,500 2,650
  HSBC Holdings plc 4.000% 3/30/22 8,550 8,486
  HSBC USA Inc. 5.000% 9/27/20 8,500 8,646

 

 

Huntington Bancshares Inc. 7.000% 12/15/20 4,175 4,723
JPMorgan Chase & Co. 6.125% 6/27/17 3,900 4,427
JPMorgan Chase & Co. 6.000% 1/15/18 33,507 38,751
JPMorgan Chase & Co. 6.300% 4/23/19 18,525 21,464
JPMorgan Chase & Co. 4.400% 7/22/20 14,815 15,387
JPMorgan Chase & Co. 4.250% 10/15/20 23,525 23,944
JPMorgan Chase & Co. 4.625% 5/10/21 3,808 3,964
JPMorgan Chase & Co. 4.350% 8/15/21 20,475 20,931
JPMorgan Chase & Co. 4.500% 1/24/22 12,225 12,675
JPMorgan Chase Bank NA 6.000% 10/1/17 6,525 7,464
KeyCorp 5.100% 3/24/21 6,400 7,052
Lloyds TSB Bank plc 6.375% 1/21/21 14,725 15,802
Manufacturers & Traders Trust Co. 6.625% 12/4/17 5,425 6,221
Merrill Lynch & Co. Inc. 5.700% 5/2/17 7,075 7,241
Merrill Lynch & Co. Inc. 6.400% 8/28/17 10,250 11,185
Merrill Lynch & Co. Inc. 6.875% 4/25/18 34,600 38,414
Merrill Lynch & Co. Inc. 6.500% 7/15/18 4,125 4,448
Morgan Stanley 5.550% 4/27/17 6,825 7,022
Morgan Stanley 6.250% 8/28/17 11,200 11,758
Morgan Stanley 5.950% 12/28/17 15,225 15,731
Morgan Stanley 6.625% 4/1/18 13,430 14,137
Morgan Stanley 7.300% 5/13/19 15,175 16,328
Morgan Stanley 5.625% 9/23/19 17,950 17,696
Morgan Stanley 5.500% 1/26/20 5,350 5,217
Morgan Stanley 5.500% 7/24/20 8,925 8,720
Morgan Stanley 5.750% 1/25/21 14,000 13,742
Morgan Stanley 5.500% 7/28/21 5,500 5,355
National City Bank 5.800% 6/7/17 4,000 4,454
National City Corp. 6.875% 5/15/19 1,700 1,977
Northern Trust Co. 6.500% 8/15/18 1,275 1,559
Northern Trust Corp. 3.450% 11/4/20 950 975
Northern Trust Corp. 3.375% 8/23/21 2,750 2,800
PNC Bank NA 4.875% 9/21/17 3,550 3,861
PNC Bank NA 6.000% 12/7/17 1,125 1,287
PNC Funding Corp. 6.700% 6/10/19 7,350 8,935
PNC Funding Corp. 5.125% 2/8/20 6,010 6,797
PNC Funding Corp. 4.375% 8/11/20 1,200 1,301
PNC Funding Corp. 3.300% 3/8/22 5,375 5,285
Royal Bank of Scotland Group plc 6.400% 10/21/19 12,850 13,498
Royal Bank Of Scotland NV 4.650% 6/4/18 1,925 1,882
Royal Bank of Scotland plc 5.625% 8/24/20 3,775 3,916
Royal Bank of Scotland plc 6.125% 1/11/21 6,325 6,768
Sovereign Bank 8.750% 5/30/18 2,825 3,307
State Street Bank and Trust Co. 5.250% 10/15/18 1,000 1,147
State Street Corp. 4.956% 3/15/18 4,175 4,367
State Street Corp. 4.375% 3/7/21 6,500 7,141
SunTrust Bank 7.250% 3/15/18 3,200 3,658
SunTrust Banks Inc. 6.000% 9/11/17 1,925 2,138
Svenska Handelsbanken AB 2.875% 4/4/17 5,025 5,022
UBS AG 5.875% 7/15/16 1,050 1,107
UBS AG 5.875% 12/20/17 14,775 16,360
UBS AG 5.750% 4/25/18 15,475 16,903
UBS AG 4.875% 8/4/20 8,375 8,672
US Bancorp 4.125% 5/24/21 4,100 4,411
US Bancorp 3.000% 3/15/22 4,250 4,185
Wachovia Bank NA 6.000% 11/15/17 5,575 6,396
Wachovia Corp. 5.750% 6/15/17 10,450 12,085

 

 

Wachovia Corp. 5.750% 2/1/18 10,450 12,084
Wells Fargo & Co. 5.625% 12/11/17 16,075 18,658
Wells Fargo & Co. 4.600% 4/1/21 13,100 13,952
Wells Fargo & Co. 3.500% 3/8/22 10,475 10,267
Westpac Banking Corp. 4.875% 11/19/19 11,275 12,147
 
Brokerage (0.4%)        
Ameriprise Financial Inc. 7.300% 6/28/19 600 726
Ameriprise Financial Inc. 5.300% 3/15/20 5,250 5,703
BlackRock Inc. 6.250% 9/15/17 2,950 3,555
BlackRock Inc. 5.000% 12/10/19 3,900 4,440
BlackRock Inc. 4.250% 5/24/21 4,500 4,842
Charles Schwab Corp. 4.450% 7/22/20 4,050 4,407
Franklin Resources Inc. 4.625% 5/20/20 2,250 2,459
GFI Group Inc. 8.375% 7/19/18 1,075 1,027
Jefferies Group Inc. 5.125% 4/13/18 5,392 5,230
Jefferies Group Inc. 8.500% 7/15/19 3,375 3,746
Jefferies Group Inc. 6.875% 4/15/21 37 37
Lazard Group LLC 6.850% 6/15/17 5,525 6,062
Nomura Holdings Inc. 6.700% 3/4/20 5,100 5,515
TD Ameritrade Holding Corp. 5.600% 12/1/19 2,225 2,445
 
Finance Companies (1.2%)        
Discover Financial Services 6.450% 6/12/17 3,500 3,903
4 GE Capital Trust I 6.375% 11/15/67 425 431
General Electric Capital Corp. 5.625% 9/15/17 2,450 2,840
General Electric Capital Corp. 5.625% 5/1/18 46,975 54,400
General Electric Capital Corp. 6.000% 8/7/19 6,925 8,085
General Electric Capital Corp. 5.500% 1/8/20 4,475 5,081
General Electric Capital Corp. 5.550% 5/4/20 3,025 3,465
General Electric Capital Corp. 4.375% 9/16/20 8,425 8,934
General Electric Capital Corp. 4.625% 1/7/21 8,175 8,748
General Electric Capital Corp. 5.300% 2/11/21 8,300 8,981
General Electric Capital Corp. 4.650% 10/17/21 15,050 16,002
4 General Electric Capital Corp. 6.375% 11/15/67 14,525 14,725
HSBC Finance Corp. 6.676% 1/15/21 16,659 17,767
SLM Corp. 8.450% 6/15/18 13,690 15,321
SLM Corp. 8.000% 3/25/20 5,250 5,669
SLM Corp. 7.250% 1/25/22 3,475 3,592
 
Insurance (2.1%)        
ACE INA Holdings Inc. 5.800% 3/15/18 1,850 2,215
ACE INA Holdings Inc. 5.900% 6/15/19 1,925 2,295
AEGON Funding Co. LLC 5.750% 12/15/20 2,500 2,645
Aetna Inc. 6.500% 9/15/18 1,450 1,778
Aetna Inc. 4.125% 6/1/21 6,675 7,117
Aflac Inc. 8.500% 5/15/19 3,400 4,419
Aflac Inc. 4.000% 2/15/22 3,550 3,572
Alleghany Corp. 5.625% 9/15/20 1,450 1,515
Allied World Assurance Co. Ltd. 5.500% 11/15/20 2,225 2,251
Allstate Corp. 6.750% 5/15/18 1,000 1,209
Allstate Corp. 7.450% 5/16/19 2,525 3,163
4 Allstate Corp. 6.125% 5/15/67 2,575 2,517
Alterra Finance LLC 6.250% 9/30/20 1,565 1,647
American Financial Group Inc. 9.875% 6/15/19 2,625 3,260
American International Group Inc. 5.450% 5/18/17 6,425 6,905
American International Group Inc. 5.850% 1/16/18 13,125 14,269

 

 

American International Group Inc. 8.250% 8/15/18 11,120 13,317
American International Group Inc. 6.400% 12/15/20 10,490 11,893
Aon Corp. 5.000% 9/30/20 3,600 3,960
Aspen Insurance Holdings Ltd. 6.000% 12/15/20 1,075 1,133
Axis Specialty Finance LLC 5.875% 6/1/20 4,975 5,307
Berkshire Hathaway Finance Corp. 5.400% 5/15/18 9,700 11,449
Berkshire Hathaway Finance Corp. 4.250% 1/15/21 4,675 5,040
Berkshire Hathaway Inc. 3.750% 8/15/21 2,250 2,327
Chubb Corp. 5.750% 5/15/18 3,500 4,234
4 Chubb Corp. 6.375% 3/29/67 3,975 4,104
Cigna Corp. 5.125% 6/15/20 1,491 1,638
Cigna Corp. 4.375% 12/15/20 1,920 2,005
Cigna Corp. 4.500% 3/15/21 3,700 3,903
Cigna Corp. 4.000% 2/15/22 2,475 2,521
CNA Financial Corp. 7.350% 11/15/19 2,240 2,613
CNA Financial Corp. 5.875% 8/15/20 1,800 1,936
CNA Financial Corp. 5.750% 8/15/21 3,095 3,309
Coventry Health Care Inc. 5.450% 6/15/21 2,750 3,021
Genworth Financial Inc. 6.515% 5/22/18 3,000 3,090
Genworth Financial Inc. 7.700% 6/15/20 3,825 3,972
Genworth Financial Inc. 7.200% 2/15/21 575 584
Genworth Financial Inc. 7.625% 9/24/21 2,900 2,993
Hanover Insurance Group Inc. 6.375% 6/15/21 150 160
Hartford Financial Services Group Inc. 6.300% 3/15/18 2,650 2,904
Hartford Financial Services Group Inc. 6.000% 1/15/19 1,475 1,606
HCC Insurance Holdings Inc. 6.300% 11/15/19 1,600 1,765
Humana Inc. 7.200% 6/15/18 5,205 6,222
Humana Inc. 6.300% 8/1/18 785 904
Lincoln National Corp. 8.750% 7/1/19 8,151 10,316
Lincoln National Corp. 6.250% 2/15/20 3,250 3,699
Manulife Financial Corp. 4.900% 9/17/20 3,250 3,359
Markel Corp. 7.125% 9/30/19 1,617 1,817
Marsh & McLennan Cos. Inc. 2.300% 4/1/17 1,050 1,033
Marsh & McLennan Cos. Inc. 9.250% 4/15/19 1,950 2,569
Marsh & McLennan Cos. Inc. 4.800% 7/15/21 2,550 2,774
MetLife Inc. 6.817% 8/15/18 5,500 6,751
MetLife Inc. 7.717% 2/15/19 3,829 4,814
MetLife Inc. 4.750% 2/8/21 4,925 5,401
PartnerRe Finance B LLC 5.500% 6/1/20 4,700 4,865
Principal Financial Group Inc. 8.875% 5/15/19 1,750 2,231
Progressive Corp. 3.750% 8/23/21 1,900 2,014
4 Progressive Corp. 6.700% 6/15/67 4,650 4,871
Protective Life Corp. 7.375% 10/15/19 1,600 1,781
Prudential Financial Inc. 6.000% 12/1/17 6,150 7,145
Prudential Financial Inc. 7.375% 6/15/19 7,145 8,830
Prudential Financial Inc. 5.375% 6/21/20 3,500 3,906
Prudential Financial Inc. 4.500% 11/15/20 2,500 2,652
Reinsurance Group of America Inc. 5.000% 6/1/21 3,500 3,638
Swiss Re Solutions Holding Corp. 6.450% 3/1/19 400 445
Travelers Cos. Inc. 5.750% 12/15/17 3,550 4,242
Travelers Cos. Inc. 5.800% 5/15/18 3,225 3,896
Travelers Cos. Inc. 5.900% 6/2/19 3,075 3,718
UnitedHealth Group Inc. 6.000% 6/15/17 2,775 3,317
UnitedHealth Group Inc. 6.000% 2/15/18 10,220 12,359
UnitedHealth Group Inc. 4.700% 2/15/21 2,325 2,609
UnitedHealth Group Inc. 3.375% 11/15/21 200 205
Unum Group 5.625% 9/15/20 1,650 1,741

 

 

WellPoint Inc. 5.250% 1/15/16 1,900 2,125
WellPoint Inc. 5.875% 6/15/17 4,600 5,382
WellPoint Inc. 4.350% 8/15/20 5,505 5,978
Willis Group Holdings plc 5.750% 3/15/21 3,750 4,009
Willis North America Inc. 7.000% 9/29/19 3,250 3,757
WR Berkley Corp. 5.375% 9/15/20 1,875 1,973
XLIT Ltd. 5.750% 10/1/21 2,300 2,516
 
Other Finance (0.1%)        
NASDAQ OMX Group Inc. 5.550% 1/15/20 4,100 4,193
XTRA Finance Corp. 5.150% 4/1/17 1,600 1,783
 
Real Estate Investment Trusts (1.1%)        
Alexandria Real Estate Equities Inc. 4.600% 4/1/22 1,475 1,455
Boston Properties LP 3.700% 11/15/18 3,060 3,156
Boston Properties LP 5.875% 10/15/19 875 1,001
Boston Properties LP 5.625% 11/15/20 4,775 5,417
Boston Properties LP 4.125% 5/15/21 5,745 5,900
Brandywine Operating Partnership LP 5.700% 5/1/17 3,025 3,198
Brandywine Operating Partnership LP 4.950% 4/15/18 2,500 2,542
Camden Property Trust 5.700% 5/15/17 1,800 2,013
CommonWealth REIT 6.250% 6/15/17 3,200 3,408
Digital Realty Trust LP 5.250% 3/15/21 5,575 5,731
Duke Realty LP 8.250% 8/15/19 1,125 1,388
Duke Realty LP 6.750% 3/15/20 350 409
ERP Operating LP 5.750% 6/15/17 1,675 1,908
ERP Operating LP 4.750% 7/15/20 6,250 6,659
ERP Operating LP 4.625% 12/15/21 720 757
HCP Inc. 6.700% 1/30/18 4,500 5,204
HCP Inc. 5.375% 2/1/21 10,120 10,880
Health Care REIT Inc. 4.700% 9/15/17 1,850 1,943
Health Care REIT Inc. 4.125% 4/1/19 3,025 3,006
Health Care REIT Inc. 6.125% 4/15/20 3,750 4,119
Health Care REIT Inc. 4.950% 1/15/21 2,425 2,485
Health Care REIT Inc. 5.250% 1/15/22 1,150 1,201
Healthcare Realty Trust Inc. 5.750% 1/15/21 1,500 1,536
Kilroy Realty LP 4.800% 7/15/18 5,950 6,189
Kimco Realty Corp. 5.700% 5/1/17 1,500 1,659
Kimco Realty Corp. 6.875% 10/1/19 2,957 3,457
Liberty Property LP 6.625% 10/1/17 2,000 2,311
Liberty Property LP 4.750% 10/1/20 2,410 2,472
Mack-Cali Realty LP 7.750% 8/15/19 2,375 2,880
National Retail Properties Inc. 6.875% 10/15/17 3,000 3,437
ProLogis LP 4.500% 8/15/17 1,200 1,243
ProLogis LP 7.375% 10/30/19 2,600 3,044
ProLogis LP 6.625% 12/1/19 2,225 2,493
ProLogis LP 6.875% 3/15/20 4,300 4,954
Realty Income Corp. 6.750% 8/15/19 4,150 4,802
Realty Income Corp. 5.750% 1/15/21 1,000 1,096
Regency Centers LP 5.875% 6/15/17 2,400 2,688
Simon Property Group LP 2.150% 9/15/17 2,825 2,785
Simon Property Group LP 6.125% 5/30/18 3,225 3,798
Simon Property Group LP 5.650% 2/1/20 10,800 12,328
Simon Property Group LP 4.375% 3/1/21 10,285 10,911
Simon Property Group LP 4.125% 12/1/21 1,125 1,184
Simon Property Group LP 3.375% 3/15/22 3,450 3,337
UDR Inc. 4.250% 6/1/18 850 896

 

 

UDR Inc. 4.625% 1/10/22 1,825 1,883
Ventas Realty LP / Ventas Capital Corp. 4.750% 6/1/21 2,650 2,679
Ventas Realty LP / Ventas Capital Corp. 4.250% 3/1/22 2,590 2,514
Vornado Realty LP 5.000% 1/15/22 2,000 2,057
Washington REIT 4.950% 10/1/20 3,150 3,287
        1,950,276
Industrial (21.7%)        
Basic Industry (2.6%)        
Agrium Inc. 6.750% 1/15/19 1,750 2,102
Air Products & Chemicals Inc. 3.000% 11/3/21 4,050 4,056
Albemarle Corp. 4.500% 12/15/20 1,050 1,118
Alcoa Inc. 6.750% 7/15/18 9,800 11,208
Alcoa Inc. 6.150% 8/15/20 3,250 3,489
Alcoa Inc. 5.400% 4/15/21 7,025 7,257
Alcoa Inc. 5.870% 2/23/22 3,050 3,177
Allegheny Technologies Inc. 5.950% 1/15/21 3,735 4,031
AngloGold Ashanti Holdings plc 5.375% 4/15/20 2,660 2,739
ArcelorMittal 6.125% 6/1/18 9,343 9,844
ArcelorMittal 9.850% 6/1/19 9,450 11,351
ArcelorMittal 5.250% 8/5/20 325 322
ArcelorMittal 5.500% 3/1/21 10,975 10,762
ArcelorMittal 6.250% 2/25/22 7,375 7,444
Barrick Gold Corp. 6.950% 4/1/19 6,100 7,484
3 Barrick Gold Corp. 3.850% 4/1/22 6,600 6,561
Barrick North America Finance LLC 6.800% 9/15/18 2,150 2,643
Barrick North America Finance LLC 4.400% 5/30/21 5,718 6,017
BHP Billiton Finance USA Ltd. 6.500% 4/1/19 9,150 11,351
BHP Billiton Finance USA Ltd. 3.250% 11/21/21 7,725 7,807
BHP Billiton Finance USA Ltd. 2.875% 2/24/22 4,850 4,725
Carpenter Technology Corp. 5.200% 7/15/21 2,350 2,355
Celulosa Arauco y Constitucion SA 7.250% 7/29/19 2,000 2,396
Celulosa Arauco y Constitucion SA 5.000% 1/21/21 1,525 1,591
3 Celulosa Arauco y Constitucion SA 4.750% 1/11/22 2,925 3,005
Cliffs Natural Resources Inc. 5.900% 3/15/20 3,175 3,509
Cliffs Natural Resources Inc. 4.875% 4/1/21 3,500 3,630
Cytec Industries Inc. 8.950% 7/1/17 1,750 2,175
Dow Chemical Co. 4.250% 11/15/20 19,975 20,851
Dow Chemical Co. 4.125% 11/15/21 8,600 8,780
Eastman Chemical Co. 5.500% 11/15/19 650 722
Eastman Chemical Co. 4.500% 1/15/21 1,600 1,665
Ecolab Inc. 4.350% 12/8/21 5,450 5,767
EI du Pont de Nemours & Co. 6.000% 7/15/18 14,175 17,478
EI du Pont de Nemours & Co. 4.625% 1/15/20 4,755 5,443
EI du Pont de Nemours & Co. 3.625% 1/15/21 1,400 1,499
EI du Pont de Nemours & Co. 4.250% 4/1/21 1,350 1,517
FMC Corp. 3.950% 2/1/22 3,050 3,129
Freeport-McMoRan Copper & Gold Inc. 3.550% 3/1/22 2,975 2,854
International Paper Co. 7.950% 6/15/18 9,200 11,521
International Paper Co. 9.375% 5/15/19 3,775 5,001
International Paper Co. 7.500% 8/15/21 5,490 6,904
International Paper Co. 4.750% 2/15/22 1,025 1,082
3 Kinross Gold Corp. 5.125% 9/1/21 2,300 2,326
Lubrizol Corp. 8.875% 2/1/19 850 1,152
Monsanto Co. 5.125% 4/15/18 925 1,079
Mosaic Co. 3.750% 11/15/21 1,500 1,522
Newmont Mining Corp. 5.125% 10/1/19 4,025 4,506
Newmont Mining Corp. 3.500% 3/15/22 5,700 5,517

 

 

Nucor Corp. 5.750% 12/1/17 825 986
Nucor Corp. 5.850% 6/1/18 3,275 3,923
Plum Creek Timberlands LP 4.700% 3/15/21 950 962
Potash Corp. of Saskatchewan Inc. 3.250% 12/1/17 7,175 7,610
Potash Corp. of Saskatchewan Inc. 4.875% 3/30/20 1,500 1,695
PPG Industries Inc. 6.650% 3/15/18 3,425 4,174
PPG Industries Inc. 3.600% 11/15/20 3,500 3,639
Praxair Inc. 4.500% 8/15/19 2,450 2,772
Praxair Inc. 3.000% 9/1/21 4,925 4,977
Praxair Inc. 2.450% 2/15/22 3,325 3,194
Rio Tinto Finance USA Ltd. 6.500% 7/15/18 17,650 21,765
Rio Tinto Finance USA Ltd. 9.000% 5/1/19 9,175 12,401
Rio Tinto Finance USA Ltd. 4.125% 5/20/21 3,325 3,504
Rio Tinto Finance USA Ltd. 3.750% 9/20/21 5,575 5,745
Rohm & Haas Co. 6.000% 9/15/17 5,825 6,720
RPM International Inc. 6.125% 10/15/19 2,575 2,819
Sigma-Aldrich Corp. 3.375% 11/1/20 550 564
Southern Copper Corp. 5.375% 4/16/20 1,725 1,910
Syngenta Finance NV 3.125% 3/28/22 2,500 2,512
Teck Resources Ltd. 3.000% 3/1/19 4,900 4,840
Teck Resources Ltd. 10.750% 5/15/19 3,675 4,566
Teck Resources Ltd. 4.750% 1/15/22 2,075 2,196
Vale Overseas Ltd. 5.625% 9/15/19 6,250 7,013
Vale Overseas Ltd. 4.625% 9/15/20 7,300 7,666
Vale Overseas Ltd. 4.375% 1/11/22 7,445 7,536
Valspar Corp. 7.250% 6/15/19 1,275 1,500
Valspar Corp. 4.200% 1/15/22 1,550 1,582
 
Capital Goods (2.2%)        
Acuity Brands Lighting Inc. 6.000% 12/15/19 1,675 1,829
Allied Waste North America Inc. 6.875% 6/1/17 5,000 5,225
Bemis Co. Inc. 6.800% 8/1/19 2,300 2,707
Boeing Capital Corp. 2.900% 8/15/18 550 578
Boeing Co. 6.000% 3/15/19 6,975 8,562
Boeing Co. 4.875% 2/15/20 1,825 2,137
Caterpillar Financial Services Corp. 5.450% 4/15/18 7,950 9,427
Caterpillar Financial Services Corp. 7.050% 10/1/18 3,500 4,454
Caterpillar Financial Services Corp. 7.150% 2/15/19 7,250 9,310
Caterpillar Inc. 3.900% 5/27/21 7,750 8,465
Cooper US Inc. 3.875% 12/15/20 1,000 1,060
CRH America Inc. 8.125% 7/15/18 4,425 5,220
Danaher Corp. 5.625% 1/15/18 1,200 1,416
Danaher Corp. 5.400% 3/1/19 1,300 1,521
Danaher Corp. 3.900% 6/23/21 4,000 4,375
Deere & Co. 4.375% 10/16/19 700 796
Dover Corp. 5.450% 3/15/18 900 1,061
Dover Corp. 4.300% 3/1/21 5,500 6,160
Eaton Corp. 5.600% 5/15/18 5,325 6,279
Embraer Overseas Ltd. 6.375% 1/15/20 4,600 5,065
Emerson Electric Co. 5.375% 10/15/17 5,000 5,857
Emerson Electric Co. 5.250% 10/15/18 850 1,004
Emerson Electric Co. 4.875% 10/15/19 1,450 1,667
General Dynamics Corp. 3.875% 7/15/21 2,900 3,123
General Electric Co. 5.250% 12/6/17 21,825 25,231
Goodrich Corp. 6.125% 3/1/19 3,472 4,127
Goodrich Corp. 4.875% 3/1/20 2,000 2,259
Goodrich Corp. 3.600% 2/1/21 1,050 1,094

 

 

Harsco Corp. 5.750% 5/15/18 4,450 4,963
Honeywell International Inc. 5.300% 3/1/18 4,025 4,779
Honeywell International Inc. 5.000% 2/15/19 3,250 3,799
Honeywell International Inc. 4.250% 3/1/21 5,276 5,968
IDEX Corp. 4.200% 12/15/21 400 401
Illinois Tool Works Inc. 6.250% 4/1/19 5,900 7,196
Ingersoll-Rand Global Holding Co. Ltd. 6.875% 8/15/18 6,100 7,429
John Deere Capital Corp. 5.500% 4/13/17 2,300 2,728
John Deere Capital Corp. 2.800% 9/18/17 1,075 1,135
John Deere Capital Corp. 5.750% 9/10/18 12,100 14,721
John Deere Capital Corp. 3.900% 7/12/21 5,950 6,420
Kennametal Inc. 3.875% 2/15/22 1,425 1,431
L-3 Communications Corp. 5.200% 10/15/19 4,075 4,352
L-3 Communications Corp. 4.750% 7/15/20 2,700 2,787
L-3 Communications Corp. 4.950% 2/15/21 8,225 8,590
Lockheed Martin Corp. 4.250% 11/15/19 6,300 6,823
Lockheed Martin Corp. 3.350% 9/15/21 5,600 5,604
Martin Marietta Materials Inc. 6.600% 4/15/18 2,050 2,232
Northrop Grumman Corp. 3.500% 3/15/21 5,750 5,905
Parker Hannifin Corp. 5.500% 5/15/18 2,000 2,332
Raytheon Co. 6.400% 12/15/18 500 615
Raytheon Co. 4.400% 2/15/20 1,225 1,354
Raytheon Co. 3.125% 10/15/20 9,400 9,579
Republic Services Inc. 3.800% 5/15/18 2,430 2,608
Republic Services Inc. 5.500% 9/15/19 1,825 2,112
Republic Services Inc. 5.000% 3/1/20 6,025 6,741
Republic Services Inc. 5.250% 11/15/21 5,438 6,189
Rockwell Collins Inc. 5.250% 7/15/19 650 759
Rockwell Collins Inc. 3.100% 11/15/21 1,800 1,827
Roper Industries Inc. 6.250% 9/1/19 2,900 3,402
Sonoco Products Co. 4.375% 11/1/21 1,100 1,123
Stanley Black & Decker Inc. 3.400% 12/1/21 775 781
Textron Inc. 5.600% 12/1/17 2,700 2,927
Textron Inc. 7.250% 10/1/19 1,000 1,148
Tyco International Finance SA 3.750% 1/15/18 2,175 2,330
Tyco International Finance SA 8.500% 1/15/19 10,650 13,689
Tyco International Ltd. / Tyco International        
Finance SA 7.000% 12/15/19 850 1,045
United Technologies Corp. 5.375% 12/15/17 3,850 4,604
United Technologies Corp. 6.125% 2/1/19 8,000 9,842
United Technologies Corp. 4.500% 4/15/20 7,100 8,104
Waste Management Inc. 7.375% 3/11/19 1,450 1,811
Waste Management Inc. 4.750% 6/30/20 6,675 7,388
Waste Management Inc. 4.600% 3/1/21 1,400 1,543
 
Communication (3.5%)        
America Movil SAB de CV 5.000% 10/16/19 7,500 8,337
America Movil SAB de CV 5.000% 3/30/20 11,300 12,590
American Tower Corp. 4.500% 1/15/18 8,000 8,381
American Tower Corp. 5.050% 9/1/20 8,070 8,325
American Tower Corp. 4.700% 3/15/22 550 555
AT&T Inc. 5.500% 2/1/18 18,050 21,226
AT&T Inc. 5.600% 5/15/18 4,450 5,258
AT&T Inc. 5.800% 2/15/19 11,175 13,269
AT&T Inc. 4.450% 5/15/21 2,575 2,836
AT&T Inc. 3.875% 8/15/21 7,950 8,387
AT&T Inc. 3.000% 2/15/22 725 710

 

 

British Telecommunications plc 5.950% 1/15/18 4,575 5,305
CBS Corp. 8.875% 5/15/19 6,350 8,332
CBS Corp. 5.750% 4/15/20 220 253
CBS Corp. 4.300% 2/15/21 3,300 3,453
CBS Corp. 3.375% 3/1/22 1,250 1,205
Cellco Partnership / Verizon Wireless Capital        
LLC 8.500% 11/15/18 13,550 18,608
CenturyLink Inc. 6.000% 4/1/17 4,975 5,290
CenturyLink Inc. 6.150% 9/15/19 500 516
CenturyLink Inc. 6.450% 6/15/21 11,575 11,879
CenturyLink Inc. 5.800% 3/15/22 5,525 5,386
Comcast Cable Communications LLC 8.875% 5/1/17 1,700 2,211
Comcast Corp. 6.300% 11/15/17 5,275 6,371
Comcast Corp. 5.875% 2/15/18 6,075 7,202
Comcast Corp. 5.700% 5/15/18 5,100 6,011
Comcast Corp. 5.700% 7/1/19 4,625 5,432
Comcast Corp. 5.150% 3/1/20 5,500 6,335
Deutsche Telekom International Finance BV 6.750% 8/20/18 4,250 5,133
Deutsche Telekom International Finance BV 6.000% 7/8/19 625 732
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.875% 10/1/19 6,150 7,070
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.200% 3/15/20 11,075 12,177
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.000% 3/1/21 7,500 8,115
3 DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 3.800% 3/15/22 2,000 1,980
Discovery Communications LLC 5.625% 8/15/19 2,000 2,333
Discovery Communications LLC 5.050% 6/1/20 6,300 7,120
Discovery Communications LLC 4.375% 6/15/21 2,150 2,305
France Telecom SA 5.375% 7/8/19 5,100 5,753
France Telecom SA 4.125% 9/14/21 6,125 6,380
Grupo Televisa SAB 6.000% 5/15/18 1,225 1,421
GTE Corp. 6.840% 4/15/18 1,000 1,227
Interpublic Group of Cos. Inc. 4.000% 3/15/22 3,000 2,919
McGraw-Hill Cos. Inc. 5.900% 11/15/17 2,950 3,425
NBCUniversal Media LLC 5.150% 4/30/20 11,625 13,119
NBCUniversal Media LLC 4.375% 4/1/21 8,390 8,965
News America Inc. 6.900% 3/1/19 10,800 13,123
News America Inc. 4.500% 2/15/21 4,950 5,273
Omnicom Group Inc. 4.450% 8/15/20 5,500 5,879
Qwest Corp. 6.500% 6/1/17 4,000 4,516
Reed Elsevier Capital Inc. 8.625% 1/15/19 4,128 5,190
Rogers Communications Inc. 6.800% 8/15/18 6,715 8,360
Telecom Italia Capital SA 6.999% 6/4/18 2,625 2,817
Telecom Italia Capital SA 7.175% 6/18/19 7,055 7,503
Telefonica Emisiones SAU 5.877% 7/15/19 2,000 2,030
Telefonica Emisiones SAU 5.134% 4/27/20 6,600 6,393
Telefonica Emisiones SAU 5.462% 2/16/21 17,585 17,270
Thomson Reuters Corp. 6.500% 7/15/18 3,950 4,855
Thomson Reuters Corp. 4.700% 10/15/19 1,000 1,095
Thomson Reuters Corp. 3.950% 9/30/21 2,875 2,997
Time Warner Cable Inc. 5.850% 5/1/17 15,625 18,220
Time Warner Cable Inc. 6.750% 7/1/18 13,900 16,945
Time Warner Cable Inc. 8.750% 2/14/19 1,575 2,056
Time Warner Cable Inc. 8.250% 4/1/19 5,475 7,012
Time Warner Cable Inc. 5.000% 2/1/20 9,210 10,160

 

 

Time Warner Cable Inc. 4.000% 9/1/21 7,000 7,159
Verizon Communications Inc. 5.500% 4/1/17 2,400 2,804
Verizon Communications Inc. 5.500% 2/15/18 10,725 12,560
Verizon Communications Inc. 6.100% 4/15/18 2,250 2,709
Verizon Communications Inc. 8.750% 11/1/18 12,875 17,465
Verizon Communications Inc. 6.350% 4/1/19 7,500 9,153
Verizon Communications Inc. 4.600% 4/1/21 7,925 8,785
Verizon Communications Inc. 3.500% 11/1/21 12,600 12,856
Virgin Media Secured Finance plc 6.500% 1/15/18 2,500 2,715
Virgin Media Secured Finance plc 5.250% 1/15/21 3,000 3,240
Vodafone Group plc 4.625% 7/15/18 2,995 3,411
Vodafone Group plc 5.450% 6/10/19 2,400 2,838
Vodafone Group plc 4.375% 3/16/21 5,000 5,511
Washington Post Co. 7.250% 2/1/19 1,075 1,242
3 WPP Finance 2010 4.750% 11/21/21 2,800 2,905
 
Consumer Cyclical (2.2%)        
Advance Auto Parts Inc. 4.500% 1/15/22 1,500 1,543
AutoZone Inc. 7.125% 8/1/18 2,050 2,504
AutoZone Inc. 4.000% 11/15/20 250 258
Best Buy Co. Inc. 5.500% 3/15/21 3,150 3,080
BorgWarner Inc. 4.625% 9/15/20 950 1,015
CVS Caremark Corp. 5.750% 6/1/17 13,600 15,979
CVS Caremark Corp. 6.600% 3/15/19 8,085 9,943
CVS Caremark Corp. 4.125% 5/15/21 1,000 1,072
Darden Restaurants Inc. 6.200% 10/15/17 4,025 4,587
Darden Restaurants Inc. 4.500% 10/15/21 2,250 2,295
eBay Inc. 3.250% 10/15/20 2,175 2,206
Expedia Inc. 5.950% 8/15/20 9,275 9,525
Family Dollar Stores Inc. 5.000% 2/1/21 1,450 1,511
Gap Inc. 5.950% 4/12/21 4,200 4,242
Historic TW Inc. 6.875% 6/15/18 800 981
Home Depot Inc. 3.950% 9/15/20 400 434
Home Depot Inc. 4.400% 4/1/21 10,825 12,128
Hyatt Hotels Corp. 5.375% 8/15/21 900 930
3 Hyundai Capital America 4.000% 6/8/17 3,000 3,075
International Game Technology 7.500% 6/15/19 2,100 2,452
International Game Technology 5.500% 6/15/20 650 685
Johnson Controls Inc. 5.000% 3/30/20 2,850 3,173
Johnson Controls Inc. 4.250% 3/1/21 650 686
Johnson Controls Inc. 3.750% 12/1/21 2,750 2,796
Kohl's Corp. 6.250% 12/15/17 4,000 4,759
Kohl's Corp. 4.000% 11/1/21 950 978
Lowe's Cos. Inc. 6.100% 9/15/17 600 718
Lowe's Cos. Inc. 4.625% 4/15/20 2,450 2,719
Lowe's Cos. Inc. 3.750% 4/15/21 500 527
Lowe's Cos. Inc. 3.800% 11/15/21 4,000 4,237
Macy's Retail Holdings Inc. 3.875% 1/15/22 8,700 8,744
Marriott International Inc. 6.375% 6/15/17 2,450 2,854
Marriott International Inc. 3.000% 3/1/19 925 911
McDonald's Corp. 5.800% 10/15/17 3,950 4,772
McDonald's Corp. 5.350% 3/1/18 4,775 5,713
McDonald's Corp. 5.000% 2/1/19 725 846
McDonald's Corp. 3.625% 5/20/21 3,500 3,757
McDonald's Corp. 2.625% 1/15/22 5,000 4,925
Nordstrom Inc. 6.250% 1/15/18 2,700 3,302
Nordstrom Inc. 4.750% 5/1/20 4,150 4,654

 

 

Nordstrom Inc. 4.000% 10/15/21 1,975 2,110
O'Reilly Automotive Inc. 4.875% 1/14/21 1,825 1,950
O'Reilly Automotive Inc. 4.625% 9/15/21 625 658
Starbucks Corp. 6.250% 8/15/17 2,000 2,352
Starwood Hotels & Resorts Worldwide Inc. 6.750% 5/15/18 1,955 2,268
Target Corp. 6.000% 1/15/18 5,375 6,566
Target Corp. 3.875% 7/15/20 7,200 7,823
Target Corp. 2.900% 1/15/22 6,850 6,763
Time Warner Inc. 4.875% 3/15/20 6,800 7,543
Time Warner Inc. 4.700% 1/15/21 3,000 3,277
Time Warner Inc. 4.750% 3/29/21 8,575 9,429
Time Warner Inc. 4.000% 1/15/22 5,100 5,287
TJX Cos. Inc. 6.950% 4/15/19 4,325 5,348
Toyota Motor Credit Corp. 4.500% 6/17/20 3,300 3,634
Toyota Motor Credit Corp. 4.250% 1/11/21 1,475 1,614
Toyota Motor Credit Corp. 3.400% 9/15/21 4,375 4,496
Toyota Motor Credit Corp. 3.300% 1/12/22 6,700 6,800
VF Corp. 5.950% 11/1/17 1,125 1,324
VF Corp. 3.500% 9/1/21 3,575 3,670
Viacom Inc. 3.500% 4/1/17 7,975 8,533
Viacom Inc. 6.125% 10/5/17 50 60
Viacom Inc. 5.625% 9/15/19 7,175 8,293
Wal-Mart Stores Inc. 5.375% 4/5/17 2,575 3,029
Wal-Mart Stores Inc. 5.800% 2/15/18 7,225 8,777
Wal-Mart Stores Inc. 3.625% 7/8/20 4,800 5,152
Wal-Mart Stores Inc. 3.250% 10/25/20 10,900 11,405
Wal-Mart Stores Inc. 4.250% 4/15/21 6,250 6,979
Walgreen Co. 5.250% 1/15/19 5,800 6,687
Walt Disney Co. 5.875% 12/15/17 2,600 3,160
Walt Disney Co. 3.750% 6/1/21 600 643
Walt Disney Co. 2.750% 8/16/21 5,575 5,524
Walt Disney Co. 2.550% 2/15/22 3,000 2,900
Western Union Co. 3.650% 8/22/18 2,600 2,774
Wyndham Worldwide Corp. 5.750% 2/1/18 6,180 6,891
Yum! Brands Inc. 6.250% 3/15/18 7,125 8,494
 
Consumer Noncyclical (5.6%)        
Abbott Laboratories 5.600% 11/30/17 8,500 10,291
Abbott Laboratories 5.125% 4/1/19 9,675 11,403
Abbott Laboratories 4.125% 5/27/20 5,225 5,834
Allergan Inc. 3.375% 9/15/20 3,000 3,106
Altria Group Inc. 9.700% 11/10/18 22,400 30,427
Altria Group Inc. 9.250% 8/6/19 3,800 5,118
Altria Group Inc. 4.750% 5/5/21 10,900 11,697
AmerisourceBergen Corp. 3.500% 11/15/21 8,850 9,045
Amgen Inc. 5.850% 6/1/17 8,675 10,184
Amgen Inc. 5.700% 2/1/19 3,025 3,487
Amgen Inc. 3.450% 10/1/20 6,425 6,457
Amgen Inc. 4.100% 6/15/21 3,100 3,247
Amgen Inc. 3.875% 11/15/21 7,500 7,684
Anheuser-Busch Cos. LLC 5.500% 1/15/18 3,900 4,581
Anheuser-Busch InBev Worldwide Inc. 7.750% 1/15/19 6,075 7,919
Anheuser-Busch InBev Worldwide Inc. 6.875% 11/15/19 6,325 8,051
Anheuser-Busch InBev Worldwide Inc. 5.375% 1/15/20 19,650 23,148
Anheuser-Busch InBev Worldwide Inc. 5.000% 4/15/20 2,800 3,231
Anheuser-Busch InBev Worldwide Inc. 4.375% 2/15/21 1,175 1,309
Archer-Daniels-Midland Co. 8.375% 4/15/17 1,375 1,758

 

 

Archer-Daniels-Midland Co. 5.450% 3/15/18 2,050 2,446
Archer-Daniels-Midland Co. 4.479% 3/1/21 4,625 5,198
3 Aristotle Holding Inc. 4.750% 11/15/21 4,625 4,929
3 Aristotle Holding Inc. 3.900% 2/15/22 2,675 2,707
AstraZeneca plc 5.900% 9/15/17 7,625 9,166
Avon Products Inc. 5.750% 3/1/18 1,856 2,057
Avon Products Inc. 6.500% 3/1/19 385 435
Baxter International Inc. 5.375% 6/1/18 3,500 4,144
Baxter International Inc. 4.250% 3/15/20 2,850 3,136
Becton Dickinson and Co. 5.000% 5/15/19 2,975 3,425
Becton Dickinson and Co. 3.250% 11/12/20 2,820 2,912
Becton Dickinson and Co. 3.125% 11/8/21 5,175 5,219
Bio-Rad Laboratories Inc. 4.875% 12/15/20 2,000 2,065
Biogen Idec Inc. 6.875% 3/1/18 4,950 6,024
Boston Scientific Corp. 6.000% 1/15/20 8,650 9,901
Bottling Group LLC 5.125% 1/15/19 8,495 9,888
Bristol-Myers Squibb Co. 5.450% 5/1/18 1,425 1,701
Bunge Ltd. Finance Corp. 8.500% 6/15/19 7,375 8,987
Campbell Soup Co. 3.050% 7/15/17 1,850 1,985
Campbell Soup Co. 4.250% 4/15/21 1,550 1,701
Cardinal Health Inc. 4.625% 12/15/20 3,125 3,433
CareFusion Corp. 6.375% 8/1/19 2,750 3,199
Celgene Corp. 3.950% 10/15/20 925 945
Clorox Co. 5.950% 10/15/17 4,000 4,635
Coca-Cola Co. 5.350% 11/15/17 12,850 15,306
Coca-Cola Co. 4.875% 3/15/19 2,400 2,756
Coca-Cola Co. 3.150% 11/15/20 6,500 6,774
Coca-Cola Co. 3.300% 9/1/21 5,525 5,714
Coca-Cola Enterprises Inc. 3.500% 9/15/20 4,600 4,680
Coca-Cola Femsa SAB de CV 4.625% 2/15/20 2,000 2,150
Coca-Cola Refreshments USA Inc. 8.500% 2/1/22 300 430
Colgate-Palmolive Co. 2.625% 5/1/17 3,060 3,252
Colgate-Palmolive Co. 2.450% 11/15/21 1,500 1,481
ConAgra Foods Inc. 5.819% 6/15/17 1,500 1,692
ConAgra Foods Inc. 7.000% 4/15/19 500 589
Corn Products International Inc. 4.625% 11/1/20 2,000 2,102
Covidien International Finance SA 6.000% 10/15/17 8,400 10,088
CR Bard Inc. 4.400% 1/15/21 2,000 2,223
Delhaize Group SA 6.500% 6/15/17 2,800 3,235
DENTSPLY International Inc. 4.125% 8/15/21 2,000 2,047
Diageo Capital plc 5.750% 10/23/17 4,800 5,789
Diageo Capital plc 4.828% 7/15/20 975 1,109
Dr Pepper Snapple Group Inc. 6.820% 5/1/18 4,250 5,271
Dr Pepper Snapple Group Inc. 2.600% 1/15/19 825 821
Energizer Holdings Inc. 4.700% 5/19/21 2,300 2,383
Express Scripts Inc. 7.250% 6/15/19 2,050 2,522
Flowers Foods Inc. 4.375% 4/1/22 1,000 993
General Mills Inc. 5.650% 2/15/19 8,175 9,693
General Mills Inc. 3.150% 12/15/21 1,875 1,867
Gilead Sciences Inc. 4.500% 4/1/21 4,300 4,551
Gilead Sciences Inc. 4.400% 12/1/21 5,825 6,114
GlaxoSmithKline Capital Inc. 5.650% 5/15/18 14,550 17,500
Hasbro Inc. 6.300% 9/15/17 2,175 2,483
HJ Heinz Co. 3.125% 9/12/21 2,750 2,755
Hormel Foods Corp. 4.125% 4/15/21 875 947
JM Smucker Co. 3.500% 10/15/21 2,950 2,990
Johnson & Johnson 5.550% 8/15/17 550 668

 

 

Johnson & Johnson 5.150% 7/15/18 8,625 10,374
Johnson & Johnson 2.950% 9/1/20 2,000 2,088
Johnson & Johnson 3.550% 5/15/21 2,175 2,367
Kellogg Co. 3.250% 5/21/18 1,325 1,396
Kellogg Co. 4.150% 11/15/19 4,350 4,694
Kellogg Co. 4.000% 12/15/20 4,275 4,519
Kimberly-Clark Corp. 6.125% 8/1/17 8,500 10,369
Kimberly-Clark Corp. 6.250% 7/15/18 675 833
Kimberly-Clark Corp. 3.625% 8/1/20 1,000 1,066
Kimberly-Clark Corp. 3.875% 3/1/21 2,095 2,254
Koninklijke Philips Electronics NV 5.750% 3/11/18 8,800 10,248
Koninklijke Philips Electronics NV 3.750% 3/15/22 1,200 1,208
Kraft Foods Inc. 6.500% 8/11/17 13,450 16,220
Kraft Foods Inc. 6.125% 2/1/18 5,150 6,193
Kraft Foods Inc. 6.125% 8/23/18 4,200 5,061
Kraft Foods Inc. 5.375% 2/10/20 22,850 26,358
Kroger Co. 6.400% 8/15/17 2,350 2,834
Kroger Co. 6.150% 1/15/20 5,369 6,509
Laboratory Corp. of America Holdings 4.625% 11/15/20 3,000 3,187
Life Technologies Corp. 6.000% 3/1/20 6,950 7,959
Life Technologies Corp. 5.000% 1/15/21 3,875 4,177
Lorillard Tobacco Co. 8.125% 6/23/19 4,425 5,490
McCormick & Co. Inc. 3.900% 7/15/21 1,850 1,978
McKesson Corp. 7.500% 2/15/19 1,825 2,316
McKesson Corp. 4.750% 3/1/21 7,125 8,021
Mead Johnson Nutrition Co. 4.900% 11/1/19 5,725 6,411
Medco Health Solutions Inc. 7.125% 3/15/18 9,800 11,734
Medtronic Inc. 5.600% 3/15/19 1,525 1,804
Medtronic Inc. 4.450% 3/15/20 5,275 5,903
Medtronic Inc. 3.125% 3/15/22 4,900 4,906
Merck & Co. Inc. 6.000% 9/15/17 1,925 2,370
Merck & Co. Inc. 5.000% 6/30/19 5,525 6,506
Merck & Co. Inc. 3.875% 1/15/21 8,000 8,788
Novant Health Inc. 5.850% 11/1/19 1,300 1,458
Novartis Capital Corp. 4.400% 4/24/20 6,300 7,133
Novartis Securities Investment Ltd. 5.125% 2/10/19 13,625 15,956
PepsiAmericas Inc. 5.000% 5/15/17 750 876
PepsiCo Inc. 5.000% 6/1/18 9,200 10,752
PepsiCo Inc. 7.900% 11/1/18 6,675 8,968
PepsiCo Inc. 4.500% 1/15/20 1,900 2,145
PepsiCo Inc. 3.125% 11/1/20 4,200 4,296
PepsiCo Inc. 3.000% 8/25/21 3,500 3,540
PepsiCo Inc. 2.750% 3/5/22 1,625 1,578
PerkinElmer Inc. 5.000% 11/15/21 1,850 1,929
Pfizer Inc. 6.200% 3/15/19 24,350 30,377
Philip Morris International Inc. 5.650% 5/16/18 16,375 19,530
Philip Morris International Inc. 4.500% 3/26/20 2,000 2,243
Philip Morris International Inc. 4.125% 5/17/21 2,000 2,165
Philip Morris International Inc. 2.900% 11/15/21 2,300 2,262
Procter & Gamble Co. 4.700% 2/15/19 9,426 10,984
Procter & Gamble Co. 2.300% 2/6/22 6,000 5,788
Quest Diagnostics Inc. 6.400% 7/1/17 1,325 1,565
Quest Diagnostics Inc. 4.750% 1/30/20 1,100 1,197
Quest Diagnostics Inc. 4.700% 4/1/21 1,000 1,081
Reynolds American Inc. 6.750% 6/15/17 6,500 7,741
Safeway Inc. 6.350% 8/15/17 3,400 3,955
Safeway Inc. 5.000% 8/15/19 4,250 4,532

 

 

Safeway Inc. 3.950% 8/15/20 3,000 2,974
Sanofi 4.000% 3/29/21 16,600 18,102
Sara Lee Corp. 4.100% 9/15/20 325 328
St. Jude Medical Inc. 4.875% 7/15/19 2,757 3,100
Stryker Corp. 4.375% 1/15/20 1,950 2,136
Sysco Corp. 5.250% 2/12/18 2,500 2,952
Teva Pharmaceutical Finance Co. BV 3.650% 11/10/21 2,350 2,372
Teva Pharmaceutical Finance IV BV 3.650% 11/10/21 2,650 2,669
Thermo Fisher Scientific Inc. 4.700% 5/1/20 650 727
Thermo Fisher Scientific Inc. 4.500% 3/1/21 1,850 2,073
Thermo Fisher Scientific Inc. 3.600% 8/15/21 8,150 8,573
Unilever Capital Corp. 4.800% 2/15/19 2,475 2,850
Unilever Capital Corp. 4.250% 2/10/21 6,880 7,818
UST LLC 5.750% 3/1/18 975 1,068
Watson Pharmaceuticals Inc. 6.125% 8/15/19 2,000 2,248
Wyeth LLC 5.450% 4/1/17 1,725 2,053
Zimmer Holdings Inc. 4.625% 11/30/19 3,175 3,500
Zimmer Holdings Inc. 3.375% 11/30/21 350 349
 
Energy (2.9%)        
Anadarko Petroleum Corp. 6.375% 9/15/17 14,900 17,699
Anadarko Petroleum Corp. 6.950% 6/15/19 2,700 3,292
Apache Corp. 6.900% 9/15/18 3,800 4,795
Apache Corp. 3.625% 2/1/21 3,800 4,007
Baker Hughes Inc. 7.500% 11/15/18 3,000 3,946
3 Baker Hughes Inc. 3.200% 8/15/21 2,300 2,324
BJ Services Co. 6.000% 6/1/18 1,225 1,447
BP Capital Markets plc 4.750% 3/10/19 4,675 5,255
BP Capital Markets plc 4.500% 10/1/20 5,780 6,348
BP Capital Markets plc 4.742% 3/11/21 11,900 13,325
BP Capital Markets plc 3.561% 11/1/21 4,600 4,739
Cameron International Corp. 6.375% 7/15/18 3,600 4,239
Cameron International Corp. 4.500% 6/1/21 650 697
Canadian Natural Resources Ltd. 5.700% 5/15/17 7,125 8,446
Canadian Natural Resources Ltd. 3.450% 11/15/21 5,350 5,406
Cenovus Energy Inc. 5.700% 10/15/19 5,300 6,313
Chevron Corp. 4.950% 3/3/19 6,300 7,440
ConocoPhillips 5.750% 2/1/19 13,375 16,225
ConocoPhillips 6.000% 1/15/20 5,450 6,751
Devon Energy Corp. 6.300% 1/15/19 2,875 3,514
Devon Energy Corp. 4.000% 7/15/21 3,800 4,054
Diamond Offshore Drilling Inc. 5.875% 5/1/19 1,050 1,214
Encana Corp. 5.900% 12/1/17 4,225 4,930
Encana Corp. 3.900% 11/15/21 3,500 3,409
Ensco plc 4.700% 3/15/21 9,050 9,747
EOG Resources Inc. 5.875% 9/15/17 2,300 2,757
EOG Resources Inc. 6.875% 10/1/18 4,525 5,604
EOG Resources Inc. 4.400% 6/1/20 1,200 1,322
EOG Resources Inc. 4.100% 2/1/21 5,200 5,623
EQT Corp. 6.500% 4/1/18 3,800 4,339
EQT Corp. 8.125% 6/1/19 1,725 2,045
EQT Corp. 4.875% 11/15/21 975 985
Halliburton Co. 5.900% 9/15/18 2,100 2,547
Halliburton Co. 6.150% 9/15/19 4,300 5,223
Halliburton Co. 3.250% 11/15/21 2,200 2,232
Hess Corp. 8.125% 2/15/19 3,925 5,046
Husky Energy Inc. 6.150% 6/15/19 510 589

 

 

Husky Energy Inc. 7.250% 12/15/19 3,895 4,807
Marathon Oil Corp. 6.000% 10/1/17 8,775 10,244
Marathon Oil Corp. 5.900% 3/15/18 137 160
Marathon Petroleum Corp. 5.125% 3/1/21 4,000 4,350
Nabors Industries Inc. 6.150% 2/15/18 6,575 7,631
Nabors Industries Inc. 9.250% 1/15/19 6,875 8,847
Nabors Industries Inc. 5.000% 9/15/20 1,450 1,556
Nexen Inc. 6.200% 7/30/19 3,500 4,061
Noble Energy Inc. 8.250% 3/1/19 5,001 6,282
Noble Energy Inc. 4.150% 12/15/21 3,625 3,700
Noble Holding International Ltd. 4.900% 8/1/20 3,215 3,437
Noble Holding International Ltd. 4.625% 3/1/21 1,800 1,908
Noble Holding International Ltd. 3.950% 3/15/22 2,825 2,831
Occidental Petroleum Corp. 4.100% 2/1/21 4,000 4,342
Occidental Petroleum Corp. 3.125% 2/15/22 6,000 6,053
Petro-Canada 6.050% 5/15/18 7,350 8,803
Petrohawk Energy Corp. 7.250% 8/15/18 3,200 3,656
Petrohawk Energy Corp. 6.250% 6/1/19 6,440 7,301
3 Phillips 66 2.950% 5/1/17 6,500 6,598
Pride International Inc. 6.875% 8/15/20 9,660 11,785
Rowan Cos. Inc. 7.875% 8/1/19 2,150 2,561
Shell International Finance BV 4.300% 9/22/19 12,775 14,480
Shell International Finance BV 4.375% 3/25/20 3,900 4,465
Southwestern Energy Co. 7.500% 2/1/18 3,000 3,623
3 Southwestern Energy Co. 4.100% 3/15/22 4,575 4,530
Suncor Energy Inc. 6.100% 6/1/18 6,309 7,578
Talisman Energy Inc. 7.750% 6/1/19 3,875 4,744
Talisman Energy Inc. 3.750% 2/1/21 4,000 3,932
Total Capital International SA 2.875% 2/17/22 2,900 2,780
Total Capital SA 4.450% 6/24/20 4,750 5,066
Total Capital SA 4.125% 1/28/21 6,000 6,366
Transocean Inc. 6.000% 3/15/18 6,750 7,485
Transocean Inc. 6.500% 11/15/20 2,500 2,793
Transocean Inc. 6.375% 12/15/21 4,500 5,062
Valero Energy Corp. 6.125% 6/15/17 6,000 6,965
Valero Energy Corp. 9.375% 3/15/19 4,000 5,244
Valero Energy Corp. 6.125% 2/1/20 3,780 4,339
Weatherford International Inc. 6.350% 6/15/17 2,035 2,358
Weatherford International Ltd. 6.000% 3/15/18 5,880 6,670
Weatherford International Ltd. 9.625% 3/1/19 7,565 10,035
Williams Cos. Inc. 7.875% 9/1/21 279 348
XTO Energy Inc. 6.250% 8/1/17 3,125 3,844
XTO Energy Inc. 5.500% 6/15/18 1,875 2,280
 
Other Industrial (0.0%)        
Cintas Corp. No 2 6.125% 12/1/17 1,300 1,524
Fluor Corp. 3.375% 9/15/21 2,300 2,308
 
Technology (1.9%)        
Adobe Systems Inc. 4.750% 2/1/20 4,175 4,541
Agilent Technologies Inc. 6.500% 11/1/17 4,725 5,692
Agilent Technologies Inc. 5.000% 7/15/20 3,000 3,339
Amphenol Corp. 4.000% 2/1/22 1,925 1,939
Applied Materials Inc. 4.300% 6/15/21 6,825 7,429
Arrow Electronics Inc. 5.125% 3/1/21 2,000 2,036
BMC Software Inc. 7.250% 6/1/18 1,550 1,837
BMC Software Inc. 4.250% 2/15/22 2,000 2,000

 

 

Broadcom Corp. 2.700% 11/1/18 6,025 6,105
CA Inc. 5.375% 12/1/19 2,525 2,764
Cisco Systems Inc. 4.950% 2/15/19 8,892 10,269
Cisco Systems Inc. 4.450% 1/15/20 14,875 16,811
Computer Sciences Corp. 6.500% 3/15/18 3,900 4,240
Corning Inc. 6.625% 5/15/19 950 1,141
Corning Inc. 4.250% 8/15/20 1,447 1,535
Dell Inc. 5.650% 4/15/18 2,500 2,911
Dell Inc. 5.875% 6/15/19 3,675 4,362
Equifax Inc. 6.300% 7/1/17 1,300 1,479
Fiserv Inc. 6.800% 11/20/17 3,150 3,716
Fiserv Inc. 4.625% 10/1/20 2,147 2,239
Google Inc. 3.625% 5/19/21 5,600 6,068
Harris Corp. 5.950% 12/1/17 775 885
Harris Corp. 6.375% 6/15/19 775 893
Harris Corp. 4.400% 12/15/20 4,300 4,434
Hewlett-Packard Co. 2.600% 9/15/17 7,000 6,976
Hewlett-Packard Co. 5.500% 3/1/18 2,125 2,431
Hewlett-Packard Co. 3.750% 12/1/20 9,400 9,364
Hewlett-Packard Co. 4.300% 6/1/21 4,000 4,088
Hewlett-Packard Co. 4.375% 9/15/21 4,000 4,088
Hewlett-Packard Co. 4.650% 12/9/21 7,500 7,832
Intel Corp. 3.300% 10/1/21 11,441 11,788
International Business Machines Corp. 5.700% 9/14/17 25,725 30,804
International Business Machines Corp. 2.900% 11/1/21 4,400 4,451
Juniper Networks Inc. 4.600% 3/15/21 725 769
Lexmark International Inc. 6.650% 6/1/18 2,975 3,388
Microsoft Corp. 4.200% 6/1/19 9,175 10,429
Motorola Solutions Inc. 6.000% 11/15/17 1,220 1,409
National Semiconductor Corp. 6.600% 6/15/17 1,175 1,448
Nokia Oyj 5.375% 5/15/19 9,025 8,870
Oracle Corp. 5.750% 4/15/18 7,600 9,217
Oracle Corp. 5.000% 7/8/19 10,900 12,721
Oracle Corp. 3.875% 7/15/20 10,940 11,989
Pitney Bowes Inc. 5.750% 9/15/17 1,800 1,895
Pitney Bowes Inc. 4.750% 5/15/18 1,000 1,014
SAIC Inc. 4.450% 12/1/20 1,200 1,261
Symantec Corp. 4.200% 9/15/20 3,705 3,773
Tyco Electronics Group SA 6.550% 10/1/17 4,250 5,028
Tyco Electronics Group SA 3.500% 2/3/22 3,075 3,004
Xerox Corp. 6.350% 5/15/18 10,275 11,918
Xerox Corp. 5.625% 12/15/19 2,775 3,086
 
Transportation (0.8%)        
4 American Airlines 2011-1 Class A Pass        
Through Trust 5.250% 1/31/21 631 653
4 American Airlines 2011-2 Class A Pass        
Through Trust 8.625% 4/15/23 400 422
4 American Airlines Pass Through Trust 2009-        
1A 10.375% 7/2/19 2,874 3,118
Burlington Northern Santa Fe LLC 5.650% 5/1/17 4,150 4,821
Burlington Northern Santa Fe LLC 5.750% 3/15/18 5,400 6,414
Burlington Northern Santa Fe LLC 3.450% 9/15/21 5,525 5,600
Burlington Northern Santa Fe LLC 3.050% 3/15/22 700 689
Canadian National Railway Co. 5.850% 11/15/17 500 596
Canadian National Railway Co. 5.550% 5/15/18 900 1,070
Canadian National Railway Co. 5.550% 3/1/19 2,000 2,389

 

 

Canadian National Railway Co. 2.850% 12/15/21 1,800 1,786
Canadian Pacific Railway Co. 7.250% 5/15/19 1,500 1,812
Con-way Inc. 7.250% 1/15/18 3,400 3,890
4 Continental Airlines 1998-1 Class A Pass        
Through Trust 6.648% 9/15/17 1,157 1,218
4 Continental Airlines 2009-2 Class A Pass        
Through Trust 7.250% 11/10/19 4,171 4,661
4 Continental Airlines 2010-1 Class A Pass        
Through Trust 4.750% 1/12/21 2,452 2,559
CSX Corp. 5.600% 5/1/17 3,850 4,438
CSX Corp. 7.900% 5/1/17 282 353
CSX Corp. 6.250% 3/15/18 7,025 8,417
CSX Corp. 7.375% 2/1/19 725 909
CSX Corp. 4.250% 6/1/21 2,025 2,156
CSX Corp. 6.220% 4/30/40 393 464
4 Delta Air Lines 2009-1 Class A Pass Through        
Trust 7.750% 12/17/19 5,022 5,725
4 Delta Air Lines 2010-1 Class A Pass Through        
Trust 6.200% 7/2/18 2,608 2,839
4 Delta Air Lines 2010-2 Class A Pass Through        
Trust 4.950% 5/23/19 3,265 3,453
FedEx Corp. 8.000% 1/15/19 3,315 4,296
Norfolk Southern Corp. 7.700% 5/15/17 2,400 3,029
Norfolk Southern Corp. 5.750% 4/1/18 2,375 2,810
Norfolk Southern Corp. 5.900% 6/15/19 6,900 8,200
Norfolk Southern Corp. 3.000% 4/1/22 2,200 2,162
Norfolk Southern Railway Co. 9.750% 6/15/20 411 580
Ryder System Inc. 3.500% 6/1/17 1,325 1,375
Union Pacific Corp. 5.700% 8/15/18 3,825 4,564
Union Pacific Corp. 4.163% 7/15/22 4,596 4,951
United Parcel Service Inc. 5.500% 1/15/18 3,100 3,714
United Parcel Service Inc. 5.125% 4/1/19 2,200 2,624
United Parcel Service Inc. 3.125% 1/15/21 11,700 12,197
United Parcel Service of America Inc. 8.375% 4/1/20 500 689
        3,155,202
Utilities (4.3%)        
Electric (2.6%)        
Alabama Power Co. 5.500% 10/15/17 1,925 2,284
Alabama Power Co. 3.375% 10/1/20 745 778
Ameren Illinois Co. 6.125% 11/15/17 3,100 3,620
Ameren Illinois Co. 6.250% 4/1/18 2,000 2,345
Ameren Illinois Co. 9.750% 11/15/18 2,750 3,718
Appalachian Power Co. 7.950% 1/15/20 675 885
Appalachian Power Co. 4.600% 3/30/21 2,550 2,781
Arizona Public Service Co. 8.750% 3/1/19 2,000 2,558
Baltimore Gas & Electric Co. 3.500% 11/15/21 1,700 1,719
Carolina Power & Light Co. 5.300% 1/15/19 9,725 11,432
Carolina Power & Light Co. 3.000% 9/15/21 4,400 4,428
CenterPoint Energy Inc. 6.500% 5/1/18 4,500 5,309
Cleveland Electric Illuminating Co. 7.880% 11/1/17 250 312
Commonwealth Edison Co. 6.150% 9/15/17 4,250 5,108
Commonwealth Edison Co. 5.800% 3/15/18 2,550 3,047
Commonwealth Edison Co. 4.000% 8/1/20 2,000 2,158
Connecticut Light & Power Co. 5.650% 5/1/18 3,000 3,533
Consolidated Edison Co. of New York Inc. 5.850% 4/1/18 5,000 6,067
Consolidated Edison Co. of New York Inc. 7.125% 12/1/18 2,000 2,593
Consolidated Edison Co. of New York Inc. 6.650% 4/1/19 1,200 1,494

 

 

Consolidated Edison Co. of New York Inc. 4.450% 6/15/20 2,000 2,254
Constellation Energy Group Inc. 5.150% 12/1/20 2,000 2,196
Consumers Energy Co. 6.125% 3/15/19 300 361
Consumers Energy Co. 6.700% 9/15/19 8,466 10,645
Consumers Energy Co. 5.650% 4/15/20 1,075 1,284
Detroit Edison Co. 3.450% 10/1/20 2,500 2,604
Detroit Edison Co. 3.900% 6/1/21 750 801
Dominion Resources Inc. 6.000% 11/30/17 4,750 5,691
Dominion Resources Inc. 8.875% 1/15/19 5,375 7,224
Dominion Resources Inc. 5.200% 8/15/19 900 1,037
Dominion Resources Inc. 4.450% 3/15/21 13,900 15,366
Duke Energy Carolinas LLC 5.100% 4/15/18 6,750 7,925
Duke Energy Carolinas LLC 4.300% 6/15/20 1,050 1,173
Duke Energy Carolinas LLC 3.900% 6/15/21 2,000 2,148
Duke Energy Corp. 5.050% 9/15/19 10,600 12,062
Duke Energy Indiana Inc. 3.750% 7/15/20 1,450 1,533
Entergy Gulf States Louisiana LLC 6.000% 5/1/18 4,150 4,767
Entergy Louisiana LLC 6.500% 9/1/18 2,625 3,128
Exelon Generation Co. LLC 6.200% 10/1/17 3,500 4,108
Exelon Generation Co. LLC 4.000% 10/1/20 4,875 5,002
FirstEnergy Solutions Corp. 6.050% 8/15/21 8,700 9,734
Florida Power & Light Co. 5.550% 11/1/17 1,950 2,344
Florida Power Corp. 5.650% 6/15/18 2,100 2,527
Georgia Power Co. 5.700% 6/1/17 3,000 3,581
Great Plains Energy Inc. 4.850% 6/1/21 6,095 6,431
Indiana Michigan Power Co. 7.000% 3/15/19 5,747 7,005
Jersey Central Power & Light Co. 5.650% 6/1/17 5,475 6,288
Kentucky Utilities Co. 3.250% 11/1/20 2,300 2,368
LG&E and KU Energy LLC 3.750% 11/15/20 2,025 2,020
Metropolitan Edison Co. 7.700% 1/15/19 2,000 2,490
MidAmerican Energy Co. 5.950% 7/15/17 925 1,098
MidAmerican Energy Co. 5.300% 3/15/18 400 467
MidAmerican Energy Holdings Co. 5.750% 4/1/18 7,725 9,101
National Rural Utilities Cooperative Finance        
Corp. 5.450% 4/10/17 250 291
National Rural Utilities Cooperative Finance        
Corp. 5.450% 2/1/18 9,625 11,241
National Rural Utilities Cooperative Finance        
Corp. 10.375% 11/1/18 2,525 3,648
National Rural Utilities Cooperative Finance        
Corp. 3.050% 2/15/22 2,075 2,059
Nevada Power Co. 6.500% 5/15/18 4,217 5,160
Nevada Power Co. 6.500% 8/1/18 4,175 5,152
NextEra Energy Capital Holdings Inc. 6.000% 3/1/19 4,500 5,245
NextEra Energy Capital Holdings Inc. 4.500% 6/1/21 3,000 3,180
4 NextEra Energy Capital Holdings Inc. 6.650% 6/15/67 1,700 1,742
4 NextEra Energy Capital Holdings Inc. 7.300% 9/1/67 500 528
Northern States Power Co. 5.250% 3/1/18 5,350 6,289
NSTAR 4.500% 11/15/19 3,500 3,862
NSTAR Electric Co. 5.625% 11/15/17 975 1,157
Oncor Electric Delivery Co. LLC 6.800% 9/1/18 2,500 3,021
Pacific Gas & Electric Co. 5.625% 11/30/17 5,900 7,028
Pacific Gas & Electric Co. 8.250% 10/15/18 1,325 1,769
Pacific Gas & Electric Co. 3.500% 10/1/20 9,525 9,864
Pacific Gas & Electric Co. 4.250% 5/15/21 200 217
PacifiCorp 5.650% 7/15/18 2,575 3,089
PacifiCorp 5.500% 1/15/19 2,740 3,227

 

 

Peco Energy Co. 5.350% 3/1/18 2,475 2,923
Pennsylvania Electric Co. 6.050% 9/1/17 2,800 3,249
PPL Electric Utilities Corp. 3.000% 9/15/21 2,800 2,811
PPL Energy Supply LLC 6.500% 5/1/18 750 864
PPL Energy Supply LLC 4.600% 12/15/21 3,725 3,812
Progress Energy Inc. 4.400% 1/15/21 2,000 2,187
PSEG Power LLC 5.125% 4/15/20 5,262 5,771
Public Service Co. of Colorado 5.125% 6/1/19 2,300 2,674
Public Service Co. of Colorado 3.200% 11/15/20 1,800 1,862
Public Service Co. of Oklahoma 5.150% 12/1/19 650 732
Public Service Co. of Oklahoma 4.400% 2/1/21 4,500 4,861
Public Service Electric & Gas Co. 3.500% 8/15/20 2,000 2,117
San Diego Gas & Electric Co. 3.000% 8/15/21 3,000 3,069
SCANA Corp. 4.750% 5/15/21 2,800 2,939
SCANA Corp. 4.125% 2/1/22 4,450 4,433
South Carolina Electric & Gas Co. 6.500% 11/1/18 2,400 2,958
Southern California Edison Co. 5.500% 8/15/18 4,400 5,278
Southern California Edison Co. 3.875% 6/1/21 3,325 3,603
Southwestern Electric Power Co. 6.450% 1/15/19 3,472 4,122
Tampa Electric Co. 6.100% 5/15/18 2,150 2,589
Tampa Electric Co. 5.400% 5/15/21 2,000 2,308
TECO Finance Inc. 5.150% 3/15/20 1,350 1,487
TransAlta Corp. 6.650% 5/15/18 2,975 3,446
Tucson Electric Power Co. 5.150% 11/15/21 1,450 1,527
UIL Holdings Corp. 4.625% 10/1/20 1,850 1,870
Union Electric Co. 6.700% 2/1/19 4,000 4,907
Westar Energy Inc. 8.625% 12/1/18 1,550 2,047
Wisconsin Electric Power Co. 4.250% 12/15/19 1,525 1,691
4 Wisconsin Energy Corp. 6.250% 5/15/67 5,275 5,433
Wisconsin Power & Light Co. 5.000% 7/15/19 2,275 2,604
Xcel Energy Inc. 4.700% 5/15/20 2,000 2,229
 
Natural Gas (1.6%)        
AGL Capital Corp. 5.250% 8/15/19 2,300 2,604
Atmos Energy Corp. 8.500% 3/15/19 2,510 3,287
Buckeye Partners LP 6.050% 1/15/18 4,550 5,132
Buckeye Partners LP 4.875% 2/1/21 2,000 2,070
CenterPoint Energy Resources Corp. 6.000% 5/15/18 5,361 6,179
DCP Midstream Operating LP 4.950% 4/1/22 1,700 1,708
El Paso Natural Gas Co. 5.950% 4/15/17 4,775 5,269
Enbridge Energy Partners LP 6.500% 4/15/18 3,075 3,720
Enbridge Energy Partners LP 9.875% 3/1/19 1,700 2,261
Enbridge Energy Partners LP 5.200% 3/15/20 1,875 2,085
Enbridge Energy Partners LP 4.200% 9/15/21 3,675 3,835
Enbridge Inc. 5.600% 4/1/17 3,550 4,055
Energy Transfer Partners LP 9.000% 4/15/19 18,053 22,445
Energy Transfer Partners LP 5.200% 2/1/22 1,665 1,746
Enterprise Products Operating LLC 6.300% 9/15/17 2,525 2,976
Enterprise Products Operating LLC 6.650% 4/15/18 550 658
Enterprise Products Operating LLC 6.500% 1/31/19 3,050 3,606
Enterprise Products Operating LLC 5.250% 1/31/20 5,000 5,586
Enterprise Products Operating LLC 5.200% 9/1/20 6,500 7,263
Kinder Morgan Energy Partners LP 5.950% 2/15/18 3,250 3,789
Kinder Morgan Energy Partners LP 6.850% 2/15/20 17,025 20,243
Magellan Midstream Partners LP 6.550% 7/15/19 5,375 6,348
Magellan Midstream Partners LP 4.250% 2/1/21 2,400 2,495
National Fuel Gas Co. 4.900% 12/1/21 3,175 3,281

 

 

Nisource Finance Corp. 5.250% 9/15/17 500 556
Nisource Finance Corp. 6.400% 3/15/18 12,890 15,085
Nisource Finance Corp. 6.800% 1/15/19 938 1,110
Nisource Finance Corp. 4.450% 12/1/21 150 156
NuStar Logistics LP 7.650% 4/15/18 2,900 3,432
ONEOK Inc. 4.250% 2/1/22 5,475 5,540
ONEOK Partners LP 8.625% 3/1/19 5,000 6,341
Panhandle Eastern Pipeline Co. LP 6.200% 11/1/17 2,000 2,256
Panhandle Eastern Pipeline Co. LP 7.000% 6/15/18 2,525 2,928
Plains All American Pipeline LP / PAA        
Finance Corp. 6.500% 5/1/18 2,675 3,187
Plains All American Pipeline LP / PAA        
Finance Corp. 8.750% 5/1/19 200 260
Plains All American Pipeline LP / PAA        
Finance Corp. 5.750% 1/15/20 600 684
Plains All American Pipeline LP / PAA        
Finance Corp. 5.000% 2/1/21 6,075 6,654
Sempra Energy 6.150% 6/15/18 4,300 5,139
Sempra Energy 9.800% 2/15/19 4,370 5,950
3 Southern Natural Gas Co. 5.900% 4/1/17 3,650 4,132
Southern Natural Gas Co. / Southern Natural        
Issuing Corp. 4.400% 6/15/21 3,575 3,675
Spectra Energy Capital LLC 6.200% 4/15/18 2,688 3,138
Sunoco Logistics Partners Operations LP 4.650% 2/15/22 425 445
TransCanada PipeLines Ltd. 6.500% 8/15/18 9,100 11,363
TransCanada PipeLines Ltd. 3.800% 10/1/20 5,775 6,217
4 TransCanada PipeLines Ltd. 6.350% 5/15/67 6,550 6,779
Transcontinental Gas Pipe Line Co. LLC 6.050% 6/15/18 2,500 2,908
Williams Partners LP 5.250% 3/15/20 9,025 9,966
Williams Partners LP 4.000% 11/15/21 6,250 6,374
 
Other Utility (0.1%)        
American Water Capital Corp. 6.085% 10/15/17 3,025 3,503
United Utilities plc 5.375% 2/1/19 1,000 1,058
Veolia Environnement SA 6.000% 6/1/18 3,550 3,979
 
        628,560
Total Corporate Bonds (Cost $5,264,318)       5,734,038
Sovereign Bonds (U.S. Dollar-Denominated) (5.6%)        
Asian Development Bank 5.250% 6/12/17 2,300 2,743
Asian Development Bank 5.593% 7/16/18 1,975 2,387
Asian Development Bank 1.875% 10/23/18 3,600 3,660
Asian Development Bank 1.750% 3/21/19 4,550 4,557
Corp. Andina de Fomento 8.125% 6/4/19 5,600 6,961
Ecopetrol SA 7.625% 7/23/19 6,800 8,459
European Investment Bank 5.125% 5/30/17 16,550 19,535
European Investment Bank 1.625% 6/15/17 9,000 8,989
European Investment Bank 2.875% 9/15/20 9,600 9,638
European Investment Bank 4.000% 2/16/21 17,300 18,889
Export-Import Bank of Korea 5.125% 6/29/20 4,400 4,705
Export-Import Bank of Korea 4.000% 1/29/21 5,000 4,919
Export-Import Bank of Korea 4.375% 9/15/21 8,000 8,095
4 Federative Republic of Brazil 8.000% 1/15/18 10,200 12,189
Federative Republic of Brazil 5.875% 1/15/19 14,375 17,178
Federative Republic of Brazil 4.875% 1/22/21 22,075 24,894
Hydro Quebec 2.000% 6/30/16 3,925 4,033

 

 

Hydro Quebec 8.400% 1/15/22 775 1,096
Inter-American Development Bank 2.375% 8/15/17 7,800 8,176
Inter-American Development Bank 1.750% 8/24/18 13,875 13,952
Inter-American Development Bank 3.875% 9/17/19 9,300 10,594
Inter-American Development Bank 3.875% 2/14/20 5,475 6,188
International Bank for Reconstruction &        
Development 0.875% 4/17/17 22,250 21,940
International Finance Corp. 2.125% 11/17/17 11,000 11,340
5 Japan Finance Corp. 2.125% 2/7/19 6,300 6,220
5 Japan Finance Organization for Municipalities 5.000% 5/16/17 3,800 4,388
5 Japan Finance Organization for Municipalities 4.000% 1/13/21 4,500 4,965
6 KFW 4.375% 3/15/18 22,200 25,345
6 KFW 4.500% 7/16/18 12,875 14,868
6 KFW 4.875% 6/17/19 13,450 15,766
6 KFW 4.000% 1/27/20 13,375 14,972
6 KFW 2.750% 9/8/20 26,175 26,727
6 KFW 2.375% 8/25/21 10,000 9,796
6 KFW 2.625% 1/25/22 10,000 9,917
Korea Development Bank 3.875% 5/4/17 4,600 4,744
Korea Development Bank 3.500% 8/22/17 4,000 4,057
Korea Finance Corp. 4.625% 11/16/21 4,350 4,470
6 Landwirtschaftliche Rentenbank 2.375% 9/13/17 4,000 4,144
6 Landwirtschaftliche Rentenbank 1.875% 9/17/18 8,800 8,708
United Mexican States 3.625% 3/15/22 6,624 6,768
North American Development Bank 4.375% 2/11/20 1,200 1,319
7 Oesterreichische Kontrollbank AG 5.000% 4/25/17 6,425 7,362
Pemex Project Funding Master Trust 5.750% 3/1/18 17,325 19,586
Petrobras International Finance Co. - Pifco 5.875% 3/1/18 17,250 19,423
Petrobras International Finance Co. - Pifco 8.375% 12/10/18 1,500 1,896
Petrobras International Finance Co. - Pifco 7.875% 3/15/19 11,950 14,813
Petrobras International Finance Co. - Pifco 5.750% 1/20/20 11,010 12,202
Petrobras International Finance Co. - Pifco 5.375% 1/27/21 21,550 23,196
Petroleos Mexicanos 8.000% 5/3/19 5,075 6,410
Petroleos Mexicanos 6.000% 3/5/20 5,825 6,641
Petroleos Mexicanos 5.500% 1/21/21 15,100 16,709
3 Petroleos Mexicanos 4.875% 1/24/22 10,600 11,102
Province of British Columbia 2.650% 9/22/21 3,500 3,549
Province of Manitoba 1.300% 4/3/17 8,175 8,117
Province of Manitoba 9.250% 4/1/20 1,500 2,166
Province of New Brunswick 2.750% 6/15/18 6,425 6,747
Province of Ontario 3.150% 12/15/17 1,150 1,231
Province of Ontario 4.000% 10/7/19 16,400 18,168
Province of Ontario 4.400% 4/14/20 16,600 18,957
Quebec 4.625% 5/14/18 4,500 5,224
Quebec 3.500% 7/29/20 2,400 2,566
Quebec 2.750% 8/25/21 13,000 13,041
Republic of Chile 3.875% 8/5/20 3,800 4,072
Republic of Chile 3.250% 9/14/21 5,500 5,544
Republic of Columbia 7.375% 3/18/19 14,125 18,080
Republic of Columbia 11.750% 2/25/20 600 954
Republic of Columbia 4.375% 7/12/21 9,450 10,277
Republic of Italy 5.375% 6/12/17 6,925 7,141
Republic of Korea 7.125% 4/16/19 6,550 8,101
Republic of Panama 5.200% 1/30/20 3,950 4,506
Republic of Peru 7.125% 3/30/19 6,400 8,144
Republic of Poland 6.375% 7/15/19 17,850 20,751
Republic of Poland 5.125% 4/21/21 6,500 6,922

 

 

Republic of Poland 5.000% 3/23/22 10,900 11,534
Republic of South Africa 6.875% 5/27/19 9,150 11,026
Republic of South Africa 5.500% 3/9/20 9,475 10,600
State of Israel 5.125% 3/26/19 8,900 9,820
Statoil ASA 3.125% 8/17/17 6,925 7,419
Statoil ASA 5.250% 4/15/19 9,575 11,215
Statoil ASA 3.150% 1/23/22 975 986
United Mexican States 5.950% 3/19/19 17,414 20,845
United Mexican States 5.125% 1/15/20 19,625 22,521
Total Sovereign Bonds (Cost $765,277)       821,855
Taxable Municipal Bonds (0.2%)        
California Educational Facilities Authority        
Revenue (Stanford University) 3.625% 5/1/14 2,500 2,654
California Educational Facilities Authority        
Revenue (Stanford University) 4.250% 5/1/16 800 891
California Educational Facilities Authority        
Revenue (Stanford University) 4.750% 5/1/19 1,800 2,084
California GO 5.950% 4/1/16 2,800 3,173
California GO 6.200% 3/1/19 500 581
California GO 6.200% 10/1/19 3,925 4,591
California GO 6.650% 3/1/22 1,500 1,805
Cornell University New York GO 5.450% 2/1/19 1,350 1,600
Emory University Georgia GO 5.625% 9/1/19 1,000 1,202
Howard Hughes Medical Institute Maryland        
GO 3.450% 9/1/14 2,750 2,931
Kentucky Asset/Liability Commission General        
Fund Revenue 3.165% 4/1/18 1,250 1,289
Maryland Health & Higher Educational        
Facilities Authority Revenue (Johns        
Hopkins University) 5.250% 7/1/19 1,200 1,415
Massachusetts GO 4.200% 12/1/21 3,375 3,771
New Hampshire Health & Educational        
Facilities Authority Revenue (Dartmouth        
College) 4.750% 6/1/19 1,000 1,149
Partners Healthcare System Massachusetts        
GO 3.443% 7/1/21 1,325 1,301
8 Wisconsin GO 4.800% 5/1/13 1,350 1,415
Total Taxable Municipal Bonds (Cost $29,173)       31,852
        Market
        Value
  Coupon   Shares ($000)
Temporary Cash Investment (0.5%)        
Money Market Fund (0.5%)        
9 Vanguard Market Liquidity Fund (Cost        
$70,418) 0.123%   70,418,012 70,418
Total Investments (99.6%) (Cost $13,458,801)       14,489,184
Other Assets and Liabilities-Net (0.4%)       59,334
Net Assets (100%)       14,548,518

 

 

1 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S. Treasury nor backed by the full faith and credit of the U.S. government.
2 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury in exchange for senior preferred stock.
3 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2012, the aggregate value of these securities was $67,413,000, representing 0.5% of net assets.
4 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called.
5 Guaranteed by the Government of Japan.
6 Guaranteed by the Federal Republic of Germany.
7 Guaranteed by the Republic of Austria.
8 Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
9 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
GO—General Obligation Bond.
REIT—Real Estate Investment Trust.

A. Security Valuation: Bonds, and temporary cash investments acquired over 60 days to maturity, are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Other temporary cash investments are valued at amortized cost, which approximates market value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.

B. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

The following table summarizes the market value of the fund's investments as of March 31, 2012, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
U.S. Government and Agency Obligations — 7,823,019 —
Asset-Backed/Commercial Mortgage-Backed Securities — 8,002 —
Corporate Bonds — 5,734,038 —
Sovereign Bonds — 821,855 —
Taxable Municipal Bonds — 31,852 —
Temporary Cash Investments 70,418 — —
Total 70,418 14,418,766 —

 

 

Intermediate-Term Bond Index Fund

C. At March 31, 2012, the cost of investment securities for tax purposes was $13,458,801,000. Net unrealized appreciation of investment securities for tax purposes was $1,030,383,000, consisting of unrealized gains of $1,052,547,000 on securities that had risen in value since their purchase and $22,164,000 in unrealized losses on securities that had fallen in value since their purchase.

 

Vanguard Long-Term Bond Index Fund

Schedule of Investments
As of March 31, 2012

        Face Market
      Maturity Amount Value
    Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (42.9%)        
U.S. Government Securities (39.9%)        
  United States Treasury Note/Bond 9.875% 11/15/15 30 40
  United States Treasury Note/Bond 2.750% 5/31/17 30 32
  United States Treasury Note/Bond 8.000% 11/15/21 605 919
  United States Treasury Note/Bond 2.000% 2/15/22 225 221
  United States Treasury Note/Bond 7.250% 8/15/22 280 411
  United States Treasury Note/Bond 7.125% 2/15/23 39,290 57,560
  United States Treasury Note/Bond 6.250% 8/15/23 67,830 93,892
  United States Treasury Note/Bond 7.500% 11/15/24 22,090 33,939
  United States Treasury Note/Bond 6.875% 8/15/25 51,975 76,753
  United States Treasury Note/Bond 6.000% 2/15/26 7,950 10,959
  United States Treasury Note/Bond 6.750% 8/15/26 29,460 43,453
  United States Treasury Note/Bond 6.500% 11/15/26 360 521
  United States Treasury Note/Bond 6.625% 2/15/27 2,185 3,203
  United States Treasury Note/Bond 6.375% 8/15/27 3,195 4,605
  United States Treasury Note/Bond 5.500% 8/15/28 7,205 9,633
  United States Treasury Note/Bond 5.250% 11/15/28 58,005 75,706
  United States Treasury Note/Bond 5.250% 2/15/29 3,845 5,029
  United States Treasury Note/Bond 6.125% 8/15/29 45,665 65,480
  United States Treasury Note/Bond 6.250% 5/15/30 16,180 23,658
  United States Treasury Note/Bond 5.375% 2/15/31 20,490 27,517
  United States Treasury Note/Bond 4.375% 2/15/38 7,918 9,477
  United States Treasury Note/Bond 4.500% 5/15/38 69,150 84,407
  United States Treasury Note/Bond 3.500% 2/15/39 12,875 13,336
  United States Treasury Note/Bond 4.250% 5/15/39 96,753 113,654
  United States Treasury Note/Bond 4.500% 8/15/39 140,471 171,573
  United States Treasury Note/Bond 4.375% 11/15/39 152,745 182,984
  United States Treasury Note/Bond 4.625% 2/15/40 126,001 156,891
  United States Treasury Note/Bond 4.375% 5/15/40 103,608 124,151
  United States Treasury Note/Bond 3.875% 8/15/40 61,790 68,143
  United States Treasury Note/Bond 4.250% 11/15/40 119,290 140,054
  United States Treasury Note/Bond 4.750% 2/15/41 98,360 124,979
  United States Treasury Note/Bond 4.375% 5/15/41 80,140 96,055
  United States Treasury Note/Bond 3.750% 8/15/41 1,045 1,126
  United States Treasury Note/Bond 3.125% 11/15/41 120,245 114,984
  United States Treasury Note/Bond 3.125% 2/15/42 21,290 20,345
          1,955,690
Agency Bonds and Notes (3.0%)        
1 Federal Home Loan Banks 5.625% 3/14/36 1,000 1,259
1 Federal Home Loan Banks 5.500% 7/15/36 8,970 11,158
2 Federal Home Loan Mortgage Corp. 6.750% 9/15/29 7,700 10,933
2 Federal Home Loan Mortgage Corp. 6.750% 3/15/31 11,200 16,072
2 Federal Home Loan Mortgage Corp. 6.250% 7/15/32 4,525 6,255
2 Federal National Mortgage Assn. 6.250% 5/15/29 11,000 14,885
2 Federal National Mortgage Assn. 7.125% 1/15/30 9,075 13,370
2 Federal National Mortgage Assn. 7.250% 5/15/30 6,635 9,928
2 Federal National Mortgage Assn. 6.625% 11/15/30 3,300 4,679
2 Federal National Mortgage Assn. 5.625% 7/15/37 4,575 5,985
2 Federal National Mortgage Assn. 6.210% 8/6/38 1,000 1,370

 

 

  Israel Government AID Bond 5.500% 12/4/23 5,325 6,686
  Israel Government AID Bond 5.500% 4/26/24 4,800 6,023
  Private Export Funding Corp. 2.800% 5/15/22 800 810
  Resolution Funding Corp. 8.625% 1/15/21 850 1,261
1 Tennessee Valley Authority 6.750% 11/1/25 5,750 7,967
1 Tennessee Valley Authority 7.125% 5/1/30 2,950 4,287
1 Tennessee Valley Authority 4.650% 6/15/35 4,825 5,295
1 Tennessee Valley Authority 5.880% 4/1/36 1,000 1,297
1 Tennessee Valley Authority 5.980% 4/1/36 1,000 1,303
1 Tennessee Valley Authority 6.150% 1/15/38 2,450 3,268
1 Tennessee Valley Authority 5.500% 6/15/38 1,175 1,444
1 Tennessee Valley Authority 5.250% 9/15/39 3,375 4,035
1 Tennessee Valley Authority 4.875% 1/15/48 2,500 2,836
1 Tennessee Valley Authority 5.375% 4/1/56 1,850 2,284
1 Tennessee Valley Authority 4.625% 9/15/60 1,700 1,837
          146,527
Total U.S. Government and Agency Obligations (Cost $1,868,075)     2,102,217
Asset-Backed/Commercial Mortgage-Backed Security (0.1%)      
3 PSE&G Transition Funding LLC        
  (Cost $ 2,500) 6.890% 12/15/17 2,500 2,941
Corporate Bonds (43.3%)        
Finance (8.6%)        
  Banking (4.5%)        
3 Abbey National Capital Trust I 8.963% 12/29/49 2,300 2,311
  American Express Co. 8.150% 3/19/38 2,625 3,861
  Bank of America Corp. 5.875% 2/7/42 5,650 5,615
  Bank of America NA 6.000% 10/15/36 3,725 3,702
  Bank One Corp. 7.750% 7/15/25 2,000 2,394
  Bank One Corp. 7.625% 10/15/26 4,350 5,184
  BB&T Capital Trust I 5.850% 8/18/35 475 474
  BB&T Capital Trust II 6.750% 6/7/36 3,325 3,333
3 BB&T Capital Trust IV 6.820% 6/12/77 650 653
3,4 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 450 510
  Citigroup Inc. 6.625% 6/15/32 2,750 2,816
  Citigroup Inc. 5.875% 2/22/33 1,825 1,726
  Citigroup Inc. 6.000% 10/31/33 3,500 3,345
  Citigroup Inc. 5.850% 12/11/34 2,300 2,379
  Citigroup Inc. 6.125% 8/25/36 3,350 3,197
  Citigroup Inc. 5.875% 5/29/37 1,100 1,135
  Citigroup Inc. 6.875% 3/5/38 7,950 9,148
  Citigroup Inc. 8.125% 7/15/39 5,275 6,831
  Citigroup Inc. 5.875% 1/30/42 4,550 4,697
  Compass Bank 5.900% 4/1/26 1,075 976
  Cooperatieve Centrale Raiffeisen-        
  Boerenleenbank BA 5.250% 5/24/41 4,325 4,436
  Credit Suisse USA Inc. 7.125% 7/15/32 2,600 3,145
  Fifth Third Bancorp 8.250% 3/1/38 2,775 3,676
  FleetBoston Financial Corp. 6.700% 7/15/28 1,200 1,159
  Goldman Sachs Capital I 6.345% 2/15/34 7,350 6,964
  Goldman Sachs Group Inc. 5.750% 10/1/16 75 81
  Goldman Sachs Group Inc. 5.950% 1/15/27 4,050 4,006
  Goldman Sachs Group Inc. 6.125% 2/15/33 6,150 6,075
  Goldman Sachs Group Inc. 6.450% 5/1/36 875 845
  Goldman Sachs Group Inc. 6.750% 10/1/37 12,500 12,161
  Goldman Sachs Group Inc. 6.250% 2/1/41 7,785 7,672
  HSBC Bank USA NA 5.875% 11/1/34 4,100 4,303

 

 

HSBC Bank USA NA 5.625% 8/15/35 2,800 2,831
HSBC Bank USA NA 7.000% 1/15/39 400 468
HSBC Holdings plc 7.625% 5/17/32 1,050 1,174
HSBC Holdings plc 7.350% 11/27/32 200 217
HSBC Holdings plc 6.500% 5/2/36 4,425 4,942
HSBC Holdings plc 6.500% 9/15/37 5,425 6,076
HSBC Holdings plc 6.800% 6/1/38 5,590 6,446
HSBC Holdings plc 6.100% 1/14/42 1,750 2,058
JP Morgan Chase Capital XVII 5.850% 8/1/35 425 419
3 JP Morgan Chase Capital XVIII 6.950% 8/1/66 1,400 1,412
3 JP Morgan Chase Capital XX 6.550% 9/15/66 2,575 2,554
3 JP Morgan Chase Capital XXII 6.450% 1/15/87 3,075 3,075
JP Morgan Chase Capital XXV 6.800% 10/1/37 3,350 3,326
JPMorgan Chase & Co. 6.400% 5/15/38 7,625 9,035
JPMorgan Chase & Co. 5.500% 10/15/40 950 1,026
JPMorgan Chase & Co. 5.600% 7/15/41 4,475 4,849
JPMorgan Chase & Co. 5.400% 1/6/42 2,850 3,021
JPMorgan Chase Capital XXVII 7.000% 11/1/39 1,725 1,723
KeyBank NA 6.950% 2/1/28 143 156
Merrill Lynch & Co. Inc. 6.220% 9/15/26 1,910 1,937
Merrill Lynch & Co. Inc. 6.110% 1/29/37 2,975 2,815
Merrill Lynch & Co. Inc. 7.750% 5/14/38 4,800 5,254
Morgan Stanley 6.250% 8/9/26 3,250 3,231
Morgan Stanley 7.250% 4/1/32 1,425 1,559
Santander UK plc 7.950% 10/26/29 1,625 1,657
UBS AG 7.000% 10/15/15 1,000 1,080
UBS AG 7.375% 6/15/17 550 612
UBS AG 7.750% 9/1/26 1,000 1,170
USB Capital XIII Trust 6.625% 12/15/39 1,625 1,628
Wachovia Bank NA 5.850% 2/1/37 3,875 4,190
Wachovia Bank NA 6.600% 1/15/38 5,225 6,174
Wachovia Corp. 6.605% 10/1/25 725 817
Wachovia Corp. 7.500% 4/15/35 150 178
Wachovia Corp. 5.500% 8/1/35 4,600 4,679
Wachovia Corp. 6.550% 10/15/35 125 138
Wells Fargo & Co. 5.375% 2/7/35 2,450 2,634
Wells Fargo Bank NA 5.950% 8/26/36 2,175 2,364
3 Wells Fargo Capital X 5.950% 12/1/86 2,525 2,538
 
Brokerage (0.0%)        
Jefferies Group Inc. 6.450% 6/8/27 900 887
Jefferies Group Inc. 6.250% 1/15/36 1,150 1,046
 
Finance Companies (1.1%)        
General Electric Capital Corp. 6.750% 3/15/32 20,550 24,563
General Electric Capital Corp. 6.150% 8/7/37 5,600 6,336
General Electric Capital Corp. 5.875% 1/14/38 12,425 13,590
General Electric Capital Corp. 6.875% 1/10/39 6,625 8,153
SLM Corp. 5.625% 8/1/33 3,850 3,272
 
Insurance (2.8%)        
ACE Capital Trust II 9.700% 4/1/30 850 1,135
ACE INA Holdings Inc. 6.700% 5/15/36 1,000 1,304
Aetna Inc. 6.625% 6/15/36 2,850 3,538
Aetna Inc. 6.750% 12/15/37 700 887
Aflac Inc. 6.900% 12/17/39 575 679
Aflac Inc. 6.450% 8/15/40 1,450 1,611

 

 

Allstate Corp. 6.125% 5/15/67 775 758
Allstate Corp. 6.125% 12/15/32 1,250 1,430
Allstate Corp. 5.350% 6/1/33 1,950 2,084
Allstate Corp. 5.550% 5/9/35 2,000 2,179
Allstate Corp. 6.900% 5/15/38 300 374
Allstate Corp. 5.200% 1/15/42 1,075 1,122
3 Allstate Corp. 6.500% 5/15/57 1,500 1,477
American International Group Inc. 6.250% 5/1/36 2,350 2,547
American International Group Inc. 6.250% 3/15/37 2,850 2,551
4 American International Group Inc. 6.820% 11/15/37 586 636
American International Group Inc. 8.175% 5/15/68 9,000 9,540
Aon Corp. 8.205% 1/1/27 1,175 1,368
Aon Corp. 6.250% 9/30/40 1,525 1,837
Arch Capital Group Ltd. 7.350% 5/1/34 625 729
Assurant Inc. 6.750% 2/15/34 1,200 1,255
AXA SA 8.600% 12/15/30 4,275 4,670
Berkshire Hathaway Finance Corp. 5.750% 1/15/40 3,175 3,711
Chubb Corp. 6.000% 5/11/37 2,075 2,537
Chubb Corp. 6.500% 5/15/38 1,375 1,762
Cigna Corp. 7.875% 5/15/27 500 628
Cigna Corp. 6.150% 11/15/36 525 581
Cigna Corp. 5.875% 3/15/41 1,650 1,800
Cigna Corp. 5.375% 2/15/42 2,850 2,917
Cincinnati Financial Corp. 6.920% 5/15/28 1,000 1,110
Cincinnati Financial Corp. 6.125% 11/1/34 1,350 1,386
Endurance Specialty Holdings Ltd. 7.000% 7/15/34 1,425 1,465
Genworth Financial Inc. 6.500% 6/15/34 825 766
Hartford Financial Services Group Inc. 5.950% 10/15/36 450 430
Hartford Financial Services Group Inc. 6.625% 3/30/40 500 517
Hartford Financial Services Group Inc. 6.100% 10/1/41 500 489
Humana Inc. 8.150% 6/15/38 250 322
Lincoln National Corp. 6.150% 4/7/36 3,375 3,568
Lincoln National Corp. 7.000% 6/15/40 1,350 1,571
Loews Corp. 6.000% 2/1/35 800 873
Marsh & McLennan Cos. Inc. 5.875% 8/1/33 1,300 1,428
MetLife Inc. 6.500% 12/15/32 750 932
MetLife Inc. 6.375% 6/15/34 1,150 1,421
MetLife Inc. 5.700% 6/15/35 475 552
MetLife Inc. 6.400% 12/15/66 3,415 3,355
MetLife Inc. 10.750% 8/1/69 700 966
MetLife Inc. 5.875% 2/6/41 4,400 5,244
Nationwide Financial Services Inc. 6.750% 5/15/67 1,000 935
Principal Financial Group Inc. 6.050% 10/15/36 1,025 1,071
Progressive Corp. 6.625% 3/1/29 1,625 1,934
Protective Life Corp. 8.450% 10/15/39 600 697
Prudential Financial Inc. 5.750% 7/15/33 150 155
Prudential Financial Inc. 5.400% 6/13/35 2,195 2,207
Prudential Financial Inc. 5.900% 3/17/36 1,950 2,105
Prudential Financial Inc. 5.700% 12/14/36 5,575 5,912
Prudential Financial Inc. 6.625% 12/1/37 125 144
Prudential Financial Inc. 6.625% 6/21/40 700 811
Prudential Financial Inc. 5.625% 5/12/41 125 131
Swiss Re Solutions Holding Corp. 7.000% 2/15/26 1,850 2,122
Swiss Re Solutions Holding Corp. 7.750% 6/15/30 600 707
Transatlantic Holdings Inc. 8.000% 11/30/39 800 912
Travelers Cos. Inc. 6.750% 6/20/36 1,000 1,293
Travelers Cos. Inc. 6.250% 6/15/37 1,825 2,253

 

 

Travelers Cos. Inc. 5.350% 11/1/40 1,675 1,915
Travelers Property Casualty Corp. 6.375% 3/15/33 1,500 1,865
UnitedHealth Group Inc. 5.800% 3/15/36 1,300 1,492
UnitedHealth Group Inc. 6.500% 6/15/37 700 867
UnitedHealth Group Inc. 6.625% 11/15/37 575 731
UnitedHealth Group Inc. 6.875% 2/15/38 5,375 6,998
UnitedHealth Group Inc. 5.950% 2/15/41 750 904
UnitedHealth Group Inc. 4.625% 11/15/41 2,375 2,366
UnitedHealth Group Inc. 4.375% 3/15/42 1,500 1,441
Validus Holdings Ltd. 8.875% 1/26/40 590 650
WellPoint Inc. 5.950% 12/15/34 3,200 3,725
WellPoint Inc. 5.850% 1/15/36 2,475 2,857
XL Group plc 6.375% 11/15/24 1,150 1,244
XL Group plc 6.250% 5/15/27 625 642
 
Real Estate Investment Trusts (0.2%)        
Alexandria Real Estate Equities Inc. 4.600% 4/1/22 1,375 1,356
HCP Inc. 6.750% 2/1/41 775 916
Health Care REIT Inc. 6.500% 3/15/41 900 941
Realty Income Corp. 5.875% 3/15/35 1,120 1,129
Simon Property Group LP 6.750% 2/1/40 1,350 1,647
Simon Property Group LP 4.750% 3/15/42 2,100 2,000
        419,237
Industrial (27.2%)        
Basic Industry (2.4%)        
Agrium Inc. 6.125% 1/15/41 1,500 1,738
Alcoa Inc. 5.900% 2/1/27 3,175 3,180
Alcoa Inc. 6.750% 1/15/28 1,225 1,272
AngloGold Ashanti Holdings plc 6.500% 4/15/40 550 532
ArcelorMittal 7.000% 10/15/39 5,300 5,053
ArcelorMittal 6.750% 3/1/41 2,900 2,696
4 Barrick Gold Corp. 5.250% 4/1/42 1,800 1,771
Barrick North America Finance LLC 7.500% 9/15/38 1,225 1,573
Barrick North America Finance LLC 5.700% 5/30/41 1,775 1,944
Barrick PD Australia Finance Pty Ltd. 5.950% 10/15/39 1,750 1,936
BHP Billiton Finance USA Ltd. 6.420% 3/1/26 500 619
BHP Billiton Finance USA Ltd. 4.125% 2/24/42 2,375 2,219
Cliffs Natural Resources Inc. 6.250% 10/1/40 2,350 2,490
Dow Chemical Co. 7.375% 11/1/29 3,300 4,246
Dow Chemical Co. 9.400% 5/15/39 2,225 3,419
Dow Chemical Co. 5.250% 11/15/41 1,625 1,675
Ecolab Inc. 5.500% 12/8/41 1,700 1,842
EI du Pont de Nemours & Co. 6.500% 1/15/28 1,175 1,458
EI du Pont de Nemours & Co. 4.900% 1/15/41 1,925 2,085
4 Georgia-Pacific LLC 5.400% 11/1/20 5,000 5,584
International Paper Co. 8.700% 6/15/38 800 1,078
International Paper Co. 7.300% 11/15/39 1,800 2,195
International Paper Co. 6.000% 11/15/41 2,400 2,589
4 Kinross Gold Corp. 6.875% 9/1/41 700 705
Lubrizol Corp. 6.500% 10/1/34 350 439
Monsanto Co. 5.500% 8/15/25 1,350 1,604
Monsanto Co. 5.875% 4/15/38 1,350 1,671
Mosaic Co. 4.875% 11/15/41 400 397
Newmont Mining Corp. 5.875% 4/1/35 1,250 1,309
Newmont Mining Corp. 6.250% 10/1/39 3,450 3,789
Newmont Mining Corp. 4.875% 3/15/42 1,800 1,678
Nucor Corp. 4.125% 9/15/22 2,000 2,176

 

 

Nucor Corp. 6.400% 12/1/37 575 729
Placer Dome Inc. 6.450% 10/15/35 700 807
Potash Corp. of Saskatchewan Inc. 5.875% 12/1/36 1,465 1,761
Potash Corp. of Saskatchewan Inc. 5.625% 12/1/40 800 965
PPG Industries Inc. 7.700% 3/15/38 650 887
PPG Industries Inc. 5.500% 11/15/40 800 880
Rayonier Inc. 3.750% 4/1/22 725 710
Reliance Steel & Aluminum Co. 6.850% 11/15/36 350 350
Rio Tinto Alcan Inc. 5.750% 6/1/35 1,250 1,423
Rio Tinto Finance USA Ltd. 7.125% 7/15/28 4,725 6,126
Rio Tinto Finance USA Ltd. 5.200% 11/2/40 3,800 3,987
Southern Copper Corp. 7.500% 7/27/35 3,500 4,114
Southern Copper Corp. 6.750% 4/16/40 1,750 1,909
Syngenta Finance NV 4.375% 3/28/42 650 648
Teck Resources Ltd. 6.125% 10/1/35 1,500 1,600
Teck Resources Ltd. 6.000% 8/15/40 1,525 1,598
Teck Resources Ltd. 6.250% 7/15/41 2,300 2,490
Teck Resources Ltd. 5.200% 3/1/42 1,775 1,682
Vale Canada Ltd. 7.200% 9/15/32 1,050 1,150
Vale Overseas Ltd. 8.250% 1/17/34 1,225 1,600
Vale Overseas Ltd. 6.875% 11/21/36 5,625 6,484
Vale Overseas Ltd. 6.875% 11/10/39 5,650 6,575
 
Capital Goods (1.8%)        
3M Co. 6.375% 2/15/28 500 638
3M Co. 5.700% 3/15/37 2,050 2,589
Boeing Co. 8.750% 9/15/31 850 1,290
Boeing Co. 6.125% 2/15/33 925 1,147
Boeing Co. 6.625% 2/15/38 1,050 1,407
Boeing Co. 6.875% 3/15/39 250 349
Boeing Co. 5.875% 2/15/40 1,225 1,530
Caterpillar Inc. 6.625% 7/15/28 1,575 2,007
Caterpillar Inc. 7.300% 5/1/31 1,200 1,639
Caterpillar Inc. 6.050% 8/15/36 2,225 2,802
Caterpillar Inc. 5.200% 5/27/41 2,285 2,621
Caterpillar Inc. 6.950% 5/1/42 1,425 1,936
Deere & Co. 5.375% 10/16/29 1,975 2,376
Deere & Co. 8.100% 5/15/30 1,000 1,452
Deere & Co. 7.125% 3/3/31 200 267
Dover Corp. 5.375% 10/15/35 350 402
Dover Corp. 6.600% 3/15/38 800 1,069
Dover Corp. 5.375% 3/1/41 900 1,053
Emerson Electric Co. 6.000% 8/15/32 400 494
Emerson Electric Co. 6.125% 4/15/39 825 1,071
Emerson Electric Co. 5.250% 11/15/39 175 201
Goodrich Corp. 6.800% 7/1/36 1,000 1,275
Honeywell International Inc. 5.700% 3/15/36 775 930
Honeywell International Inc. 5.700% 3/15/37 1,425 1,721
Honeywell International Inc. 5.375% 3/1/41 1,775 2,092
4 Illinois Tool Works Inc. 4.875% 9/15/41 1,600 1,708
Legrand France SA 8.500% 2/15/25 825 1,053
Lockheed Martin Corp. 6.150% 9/1/36 6,125 7,327
Lockheed Martin Corp. 5.500% 11/15/39 1,200 1,316
Lockheed Martin Corp. 5.720% 6/1/40 189 217
Lockheed Martin Corp. 4.850% 9/15/41 1,000 1,014
Northrop Grumman Corp. 5.050% 11/15/40 1,950 2,022
Northrop Grumman Systems Corp. 7.750% 2/15/31 1,115 1,541

 

 

Owens Corning 7.000% 12/1/36 2,800 2,967
Parker Hannifin Corp. 3.500% 9/15/22 100 103
Parker Hannifin Corp. 6.250% 5/15/38 1,225 1,522
Raytheon Co. 7.200% 8/15/27 400 524
Raytheon Co. 4.875% 10/15/40 1,300 1,372
Raytheon Co. 4.700% 12/15/41 1,700 1,744
Republic Services Inc. 6.086% 3/15/35 225 258
Republic Services Inc. 6.200% 3/1/40 2,625 3,128
Republic Services Inc. 5.700% 5/15/41 2,675 3,032
Rockwell Automation Inc. 6.700% 1/15/28 300 369
Rockwell Automation Inc. 6.250% 12/1/37 1,100 1,328
Sonoco Products Co. 5.750% 11/1/40 1,950 2,073
Stanley Black & Decker Inc. 5.200% 9/1/40 700 739
Tyco International Finance SA 4.625% 1/15/23 600 633
United Technologies Corp. 6.700% 8/1/28 250 325
United Technologies Corp. 7.500% 9/15/29 1,875 2,615
United Technologies Corp. 5.400% 5/1/35 1,775 2,048
United Technologies Corp. 6.050% 6/1/36 975 1,210
United Technologies Corp. 6.125% 7/15/38 1,700 2,111
United Technologies Corp. 5.700% 4/15/40 3,500 4,204
Waste Management Inc. 7.100% 8/1/26 800 992
Waste Management Inc. 7.000% 7/15/28 3,000 3,783
Waste Management Inc. 7.750% 5/15/32 875 1,186
Waste Management Inc. 6.125% 11/30/39 500 606
 
Communication (6.7%)        
Alltel Corp. 7.875% 7/1/32 2,225 3,174
America Movil SAB de CV 6.375% 3/1/35 2,700 3,180
America Movil SAB de CV 6.125% 11/15/37 1,200 1,378
America Movil SAB de CV 6.125% 3/30/40 5,100 5,880
Ameritech Capital Funding Corp. 6.550% 1/15/28 1,000 1,108
AT&T Corp. 8.000% 11/15/31 4,055 5,686
AT&T Inc. 6.450% 6/15/34 5,250 6,178
AT&T Inc. 6.150% 9/15/34 3,000 3,440
AT&T Inc. 6.500% 9/1/37 5,550 6,641
AT&T Inc. 6.300% 1/15/38 9,725 11,373
AT&T Inc. 6.400% 5/15/38 825 979
AT&T Inc. 6.550% 2/15/39 3,800 4,646
AT&T Inc. 5.350% 9/1/40 8,405 8,936
AT&T Inc. 5.550% 8/15/41 6,650 7,375
AT&T Mobility LLC 7.125% 12/15/31 2,425 3,091
Bellsouth Capital Funding Corp. 7.875% 2/15/30 4,250 5,429
BellSouth Corp. 6.875% 10/15/31 1,675 2,001
BellSouth Corp. 6.550% 6/15/34 2,525 2,870
BellSouth Corp. 6.000% 11/15/34 1,480 1,591
BellSouth Telecommunications Inc. 6.375% 6/1/28 1,640 1,857
British Telecommunications plc 9.625% 12/15/30 6,900 10,241
CBS Corp. 7.875% 7/30/30 4,565 5,863
CBS Corp. 5.500% 5/15/33 225 233
CBS Corp. 5.900% 10/15/40 600 664
CenturyLink Inc. 6.875% 1/15/28 550 516
CenturyLink Inc. 7.600% 9/15/39 4,550 4,273
Comcast Cable Communications Holdings        
Inc. 9.455% 11/15/22 3,198 4,642
Comcast Corp. 5.650% 6/15/35 5,100 5,538
Comcast Corp. 6.500% 11/15/35 7,225 8,616
Comcast Corp. 6.450% 3/15/37 3,175 3,812

 

 

Comcast Corp. 6.950% 8/15/37 4,050 5,103
Comcast Corp. 6.400% 5/15/38 3,300 3,910
Deutsche Telekom International Finance BV 8.750% 6/15/30 8,925 12,259
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 6.350% 3/15/40 2,750 3,057
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 6.000% 8/15/40 2,250 2,394
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 6.375% 3/1/41 1,475 1,659
4 DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.150% 3/15/42 3,400 3,304
Discovery Communications LLC 6.350% 6/1/40 1,600 1,922
Embarq Corp. 7.995% 6/1/36 3,900 3,935
France Telecom SA 8.500% 3/1/31 6,590 9,309
France Telecom SA 5.375% 1/13/42 1,175 1,241
Grupo Televisa SAB 6.625% 3/18/25 1,600 1,905
Grupo Televisa SAB 8.500% 3/11/32 250 332
Grupo Televisa SAB 6.625% 1/15/40 875 996
GTE Corp. 6.940% 4/15/28 2,275 2,755
Koninklijke KPN NV 8.375% 10/1/30 2,375 3,109
McGraw-Hill Cos. Inc. 6.550% 11/15/37 1,150 1,221
NBCUniversal Media LLC 6.400% 4/30/40 3,725 4,431
NBCUniversal Media LLC 5.950% 4/1/41 1,600 1,837
New Cingular Wireless Services Inc. 8.750% 3/1/31 2,075 3,016
News America Inc. 6.550% 3/15/33 225 248
News America Inc. 6.200% 12/15/34 6,450 7,157
News America Inc. 6.400% 12/15/35 5,950 6,697
News America Inc. 8.150% 10/17/36 1,225 1,503
News America Inc. 7.850% 3/1/39 750 910
News America Inc. 6.900% 8/15/39 975 1,147
News America Inc. 6.150% 2/15/41 4,225 4,794
News America Inc. 7.750% 12/1/45 1,225 1,450
Pacific Bell Telephone Co. 7.125% 3/15/26 550 708
Qwest Corp. 7.500% 6/15/23 2,350 2,379
Qwest Corp. 7.200% 11/10/26 200 200
Qwest Corp. 6.875% 9/15/33 3,850 3,811
Rogers Communications Inc. 7.500% 8/15/38 1,175 1,579
TCI Communications Inc. 7.875% 2/15/26 2,200 2,860
Telecom Italia Capital SA 6.375% 11/15/33 3,025 2,741
Telecom Italia Capital SA 6.000% 9/30/34 2,050 1,790
Telecom Italia Capital SA 7.200% 7/18/36 1,625 1,580
Telecom Italia Capital SA 7.721% 6/4/38 2,050 1,996
Telefonica Emisiones SAU 7.045% 6/20/36 5,725 5,649
Telefonica Europe BV 8.250% 9/15/30 2,500 2,790
Thomson Reuters Corp. 5.500% 8/15/35 900 934
Thomson Reuters Corp. 5.850% 4/15/40 1,500 1,655
Time Warner Cable Inc. 6.550% 5/1/37 4,000 4,616
Time Warner Cable Inc. 7.300% 7/1/38 2,000 2,527
Time Warner Cable Inc. 6.750% 6/15/39 4,275 5,079
Time Warner Cable Inc. 5.875% 11/15/40 5,250 5,668
Time Warner Cable Inc. 5.500% 9/1/41 2,475 2,583
Time Warner Entertainment Co. LP 8.375% 3/15/23 2,733 3,648
Time Warner Entertainment Co. LP 8.375% 7/15/33 1,950 2,615
United States Cellular Corp. 6.700% 12/15/33 1,450 1,406
Verizon Communications Inc. 5.850% 9/15/35 4,275 4,896
Verizon Communications Inc. 6.250% 4/1/37 2,825 3,367
Verizon Communications Inc. 6.400% 2/15/38 9,100 11,014

 

 

Verizon Communications Inc. 6.900% 4/15/38 2,800 3,590
Verizon Communications Inc. 8.950% 3/1/39 1,025 1,581
Verizon Communications Inc. 7.350% 4/1/39 1,250 1,658
Verizon Communications Inc. 6.000% 4/1/41 1,675 1,985
Verizon Communications Inc. 4.750% 11/1/41 700 710
Verizon Global Funding Corp. 7.750% 12/1/30 7,550 10,207
Verizon Maryland Inc. 5.125% 6/15/33 500 493
Verizon New England Inc. 7.875% 11/15/29 400 488
Verizon New York Inc. 7.375% 4/1/32 650 770
Vodafone Group plc 7.875% 2/15/30 1,000 1,374
Vodafone Group plc 6.250% 11/30/32 200 240
Vodafone Group plc 6.150% 2/27/37 5,750 6,947
 
Consumer Cyclical (3.5%)        
CVS Caremark Corp. 6.250% 6/1/27 3,700 4,419
CVS Caremark Corp. 6.125% 9/15/39 4,125 4,787
CVS Caremark Corp. 5.750% 5/15/41 1,125 1,257
Daimler Finance North America LLC 8.500% 1/18/31 3,215 4,677
Darden Restaurants Inc. 6.800% 10/15/37 1,750 1,979
Historic TW Inc. 9.150% 2/1/23 1,230 1,675
Historic TW Inc. 6.625% 5/15/29 6,975 8,295
Home Depot Inc. 5.875% 12/16/36 8,925 10,624
Home Depot Inc. 5.400% 9/15/40 2,375 2,675
Home Depot Inc. 5.950% 4/1/41 1,600 1,944
Johnson Controls Inc. 6.000% 1/15/36 475 534
Johnson Controls Inc. 5.700% 3/1/41 1,100 1,234
Johnson Controls Inc. 5.250% 12/1/41 550 576
Kohl's Corp. 6.000% 1/15/33 400 429
Kohl's Corp. 6.875% 12/15/37 1,675 2,021
Lowe's Cos. Inc. 6.875% 2/15/28 550 700
Lowe's Cos. Inc. 6.500% 3/15/29 1,800 2,234
Lowe's Cos. Inc. 5.800% 10/15/36 2,250 2,587
Lowe's Cos. Inc. 5.800% 4/15/40 2,175 2,531
Lowe's Cos. Inc. 5.125% 11/15/41 750 806
Macy's Retail Holdings Inc. 6.900% 4/1/29 3,050 3,551
Macy's Retail Holdings Inc. 6.375% 3/15/37 3,100 3,507
McDonald's Corp. 6.300% 10/15/37 1,750 2,326
McDonald's Corp. 6.300% 3/1/38 2,875 3,801
McDonald's Corp. 5.700% 2/1/39 1,250 1,545
McDonald's Corp. 3.700% 2/15/42 50 46
Nordstrom Inc. 6.950% 3/15/28 300 375
Nordstrom Inc. 7.000% 1/15/38 1,200 1,597
Target Corp. 7.000% 7/15/31 1,800 2,319
Target Corp. 6.350% 11/1/32 3,825 4,704
Target Corp. 6.500% 10/15/37 3,400 4,359
Target Corp. 7.000% 1/15/38 1,550 2,091
Time Warner Cos. Inc. 7.570% 2/1/24 500 631
Time Warner Cos. Inc. 6.950% 1/15/28 1,000 1,216
Time Warner Inc. 7.625% 4/15/31 5,935 7,610
Time Warner Inc. 7.700% 5/1/32 1,865 2,433
Time Warner Inc. 6.200% 3/15/40 2,350 2,660
Time Warner Inc. 6.100% 7/15/40 2,425 2,696
Time Warner Inc. 6.250% 3/29/41 2,925 3,330
Time Warner Inc. 5.375% 10/15/41 2,350 2,452
VF Corp. 6.450% 11/1/37 1,500 1,847
Viacom Inc. 6.875% 4/30/36 4,775 6,013
Viacom Inc. 4.500% 2/27/42 925 870

 

 

Wal-Mart Stores Inc. 5.875% 4/5/27 4,562 5,554
Wal-Mart Stores Inc. 7.550% 2/15/30 5,425 7,841
Wal-Mart Stores Inc. 5.250% 9/1/35 5,300 5,997
Wal-Mart Stores Inc. 6.500% 8/15/37 7,350 9,628
Wal-Mart Stores Inc. 6.200% 4/15/38 4,275 5,399
Wal-Mart Stores Inc. 5.625% 4/1/40 1,000 1,200
Wal-Mart Stores Inc. 4.875% 7/8/40 3,950 4,279
Wal-Mart Stores Inc. 5.000% 10/25/40 1,000 1,094
Wal-Mart Stores Inc. 5.625% 4/15/41 4,350 5,219
Walt Disney Co. 7.000% 3/1/32 1,450 1,980
Walt Disney Co. 4.375% 8/16/41 225 227
Walt Disney Co. 4.125% 12/1/41 2,075 2,021
Western Union Co. 6.200% 11/17/36 1,350 1,408
Western Union Co. 6.200% 6/21/40 325 333
Yum! Brands Inc. 6.875% 11/15/37 1,400 1,779
 
Consumer Noncyclical (5.5%)        
Abbott Laboratories 6.150% 11/30/37 2,225 2,820
Abbott Laboratories 6.000% 4/1/39 2,050 2,554
Abbott Laboratories 5.300% 5/27/40 4,100 4,693
Ahold Finance USA LLC 6.875% 5/1/29 725 883
Altria Group Inc. 9.950% 11/10/38 4,950 7,569
Altria Group Inc. 10.200% 2/6/39 3,725 5,799
Amgen Inc. 6.375% 6/1/37 2,525 2,904
Amgen Inc. 6.900% 6/1/38 250 304
Amgen Inc. 6.400% 2/1/39 5,375 6,200
Amgen Inc. 5.750% 3/15/40 950 1,021
Amgen Inc. 4.950% 10/1/41 1,950 1,883
Amgen Inc. 5.150% 11/15/41 3,050 3,036
Amgen Inc. 5.650% 6/15/42 2,700 2,859
Anheuser-Busch Cos. LLC 6.800% 8/20/32 1,875 2,435
Anheuser-Busch Cos. LLC 5.950% 1/15/33 650 781
Anheuser-Busch Cos. LLC 5.750% 4/1/36 1,575 1,867
Anheuser-Busch Cos. LLC 6.450% 9/1/37 650 858
Anheuser-Busch InBev Worldwide Inc. 8.200% 1/15/39 4,225 6,386
Anheuser-Busch InBev Worldwide Inc. 6.375% 1/15/40 2,225 2,939
Archer-Daniels-Midland Co. 5.935% 10/1/32 255 301
Archer-Daniels-Midland Co. 5.375% 9/15/35 3,850 4,311
Archer-Daniels-Midland Co. 5.765% 3/1/41 2,400 2,862
Archer-Daniels-Midland Co. 4.535% 3/26/42 335 336
4 Express Scripts Holding Co. 6.125% 11/15/41 1,125 1,252
AstraZeneca plc 6.450% 9/15/37 6,925 9,010
Baptist Health South Florida Obligated Group 4.590% 8/15/21 550 587
Baxter International Inc. 6.250% 12/1/37 800 1,037
Beam Inc. 5.875% 1/15/36 175 173
Becton Dickinson and Co. 6.000% 5/15/39 1,000 1,203
Becton Dickinson and Co. 5.000% 11/12/40 400 429
Boston Scientific Corp. 7.000% 11/15/35 575 686
Boston Scientific Corp. 7.375% 1/15/40 1,150 1,453
Bristol-Myers Squibb Co. 7.150% 6/15/23 1,300 1,770
Bristol-Myers Squibb Co. 6.800% 11/15/26 889 1,183
Bristol-Myers Squibb Co. 5.875% 11/15/36 1,802 2,231
Bristol-Myers Squibb Co. 6.125% 5/1/38 1,850 2,363
Bristol-Myers Squibb Co. 6.875% 8/1/97 200 269
Celgene Corp. 5.700% 10/15/40 600 630
ConAgra Foods Inc. 7.125% 10/1/26 150 180
ConAgra Foods Inc. 7.000% 10/1/28 175 209

 

 

ConAgra Foods Inc. 8.250% 9/15/30 1,650 2,098
Corn Products International Inc. 6.625% 4/15/37 575 650
Covidien International Finance SA 6.550% 10/15/37 2,975 3,836
CR Bard Inc. 6.700% 12/1/26 500 616
Delhaize Group SA 5.700% 10/1/40 2,739 2,543
Diageo Capital plc 5.875% 9/30/36 750 901
Diageo Investment Corp. 7.450% 4/15/35 1,750 2,344
Dr Pepper Snapple Group Inc. 7.450% 5/1/38 600 806
Eli Lilly & Co. 7.125% 6/1/25 1,100 1,483
Eli Lilly & Co. 5.500% 3/15/27 5,300 6,360
Eli Lilly & Co. 5.550% 3/15/37 750 881
Estee Lauder Cos. Inc. 6.000% 5/15/37 1,025 1,259
Genentech Inc. 5.250% 7/15/35 200 222
General Mills Inc. 5.400% 6/15/40 2,000 2,221
Gilead Sciences Inc. 5.650% 12/1/41 2,600 2,760
GlaxoSmithKline Capital Inc. 5.375% 4/15/34 1,850 2,114
GlaxoSmithKline Capital Inc. 6.375% 5/15/38 6,325 8,277
Hasbro Inc. 6.350% 3/15/40 1,544 1,654
HJ Heinz Finance Co. 6.750% 3/15/32 1,125 1,362
Hospira Inc. 5.600% 9/15/40 725 690
Johnson & Johnson 6.950% 9/1/29 2,125 2,893
Johnson & Johnson 4.950% 5/15/33 2,125 2,424
Johnson & Johnson 5.950% 8/15/37 975 1,271
Johnson & Johnson 5.850% 7/15/38 1,525 1,958
Johnson & Johnson 4.500% 9/1/40 1,775 1,891
Kellogg Co. 7.450% 4/1/31 2,350 3,079
Kimberly-Clark Corp. 6.625% 8/1/37 2,975 4,030
Kimberly-Clark Corp. 5.300% 3/1/41 600 709
Koninklijke Philips Electronics NV 6.875% 3/11/38 2,550 3,088
Koninklijke Philips Electronics NV 5.000% 3/15/42 1,000 999
Kraft Foods Inc. 6.500% 11/1/31 2,450 2,947
Kraft Foods Inc. 7.000% 8/11/37 3,050 3,854
Kraft Foods Inc. 6.875% 2/1/38 2,375 2,973
Kraft Foods Inc. 6.875% 1/26/39 400 500
Kraft Foods Inc. 6.500% 2/9/40 7,800 9,522
Kroger Co. 7.700% 6/1/29 375 480
Kroger Co. 8.000% 9/15/29 1,925 2,536
Kroger Co. 7.500% 4/1/31 1,250 1,593
Kroger Co. 5.400% 7/15/40 750 795
Lorillard Tobacco Co. 7.000% 8/4/41 300 321
Mattel Inc. 5.450% 11/1/41 925 950
McKesson Corp. 6.000% 3/1/41 1,550 1,912
Mead Johnson Nutrition Co. 5.900% 11/1/39 1,025 1,186
Medtronic Inc. 6.500% 3/15/39 600 776
Medtronic Inc. 5.550% 3/15/40 1,025 1,204
Medtronic Inc. 4.500% 3/15/42 550 555
Memorial Sloan-Kettering Cancer Center 5.000% 7/1/42 800 814
Merck & Co. Inc. 6.300% 1/1/26 500 635
Merck & Co. Inc. 6.400% 3/1/28 2,200 2,799
Merck & Co. Inc. 5.950% 12/1/28 1,050 1,318
Merck & Co. Inc. 6.500% 12/1/33 775 1,040
Merck & Co. Inc. 5.750% 11/15/36 300 370
Merck & Co. Inc. 6.550% 9/15/37 3,850 5,234
Merck & Co. Inc. 5.850% 6/30/39 1,925 2,456
Pepsi Bottling Group Inc. 7.000% 3/1/29 3,975 5,348
PepsiCo Inc. 5.500% 1/15/40 1,125 1,322
PepsiCo Inc. 4.875% 11/1/40 3,500 3,781

 

 

PepsiCo Inc. 4.000% 3/5/42 1,900 1,796
Pfizer Inc. 7.200% 3/15/39 4,475 6,433
Pharmacia Corp. 6.600% 12/1/28 1,050 1,345
Philip Morris International Inc. 6.375% 5/16/38 3,700 4,588
Philip Morris International Inc. 4.375% 11/15/41 1,550 1,496
Philip Morris International Inc. 4.500% 3/20/42 1,875 1,845
Procter & Gamble Co. 6.450% 1/15/26 1,100 1,438
Procter & Gamble Co. 5.800% 8/15/34 100 126
Procter & Gamble Co. 5.550% 3/5/37 6,150 7,623
Quest Diagnostics Inc. 6.950% 7/1/37 925 1,111
Quest Diagnostics Inc. 5.750% 1/30/40 1,000 1,056
Ralcorp Holdings Inc. 6.625% 8/15/39 1,675 1,699
Reynolds American Inc. 7.250% 6/15/37 600 696
Safeway Inc. 7.250% 2/1/31 1,631 1,918
Sara Lee Corp. 6.125% 11/1/32 625 642
Sysco Corp. 5.375% 9/21/35 1,575 1,837
Teva Pharmaceutical Finance Co. LLC 6.150% 2/1/36 1,675 2,049
Unilever Capital Corp. 5.900% 11/15/32 3,325 4,201
Wyeth LLC 6.450% 2/1/24 2,725 3,544
Wyeth LLC 6.000% 2/15/36 2,850 3,564
Wyeth LLC 5.950% 4/1/37 6,875 8,677
Zimmer Holdings Inc. 5.750% 11/30/39 1,100 1,257
 
Energy (4.3%)        
Alberta Energy Co. Ltd. 7.375% 11/1/31 1,000 1,164
Anadarko Finance Co. 7.500% 5/1/31 2,000 2,464
Anadarko Petroleum Corp. 6.450% 9/15/36 6,700 7,739
Anadarko Petroleum Corp. 7.950% 6/15/39 50 66
Anadarko Petroleum Corp. 6.200% 3/15/40 1,575 1,776
Apache Corp. 6.000% 1/15/37 1,700 2,058
Apache Corp. 5.100% 9/1/40 2,850 3,084
Apache Corp. 5.250% 2/1/42 3,050 3,381
Apache Finance Canada Corp. 7.750% 12/15/29 650 914
Baker Hughes Inc. 6.875% 1/15/29 1,000 1,310
Baker Hughes Inc. 5.125% 9/15/40 3,215 3,637
Burlington Resources Finance Co. 7.200% 8/15/31 1,050 1,388
Burlington Resources Finance Co. 7.400% 12/1/31 1,675 2,262
Cameron International Corp. 5.950% 6/1/41 1,400 1,584
Canadian Natural Resources Ltd. 7.200% 1/15/32 1,400 1,813
Canadian Natural Resources Ltd. 6.450% 6/30/33 1,175 1,414
Canadian Natural Resources Ltd. 6.500% 2/15/37 2,275 2,810
Canadian Natural Resources Ltd. 6.250% 3/15/38 2,165 2,643
Cenovus Energy Inc. 6.750% 11/15/39 3,750 4,828
ConocoPhillips 5.900% 10/15/32 2,750 3,342
ConocoPhillips 5.900% 5/15/38 3,575 4,429
ConocoPhillips 6.500% 2/1/39 1,200 1,581
ConocoPhillips Canada Funding Co. I 5.950% 10/15/36 950 1,144
ConocoPhillips Holding Co. 6.950% 4/15/29 1,975 2,640
Devon Energy Corp. 7.950% 4/15/32 435 612
Devon Energy Corp. 5.600% 7/15/41 3,025 3,388
Devon Financing Corp. ULC 7.875% 9/30/31 5,575 7,765
Diamond Offshore Drilling Inc. 5.700% 10/15/39 1,075 1,185
Encana Corp. 6.500% 8/15/34 4,825 5,120
Encana Corp. 6.625% 8/15/37 1,175 1,268
Encana Corp. 6.500% 2/1/38 500 534
Encana Corp. 5.150% 11/15/41 950 873
Eni USA Inc. 7.300% 11/15/27 600 758

 

 

Global Marine Inc. 7.000% 6/1/28 800 827
Halliburton Co. 6.700% 9/15/38 4,775 6,161
Halliburton Co. 4.500% 11/15/41 1,000 1,007
Hess Corp. 7.875% 10/1/29 2,625 3,465
Hess Corp. 7.300% 8/15/31 600 760
Hess Corp. 7.125% 3/15/33 925 1,162
Hess Corp. 6.000% 1/15/40 2,100 2,393
Hess Corp. 5.600% 2/15/41 4,300 4,658
Husky Energy Inc. 6.800% 9/15/37 725 884
Kerr-McGee Corp. 6.950% 7/1/24 2,162 2,608
Kerr-McGee Corp. 7.875% 9/15/31 500 644
Marathon Oil Corp. 6.800% 3/15/32 750 907
Marathon Oil Corp. 6.600% 10/1/37 2,400 2,911
Marathon Petroleum Corp. 6.500% 3/1/41 3,000 3,257
Nexen Inc. 7.875% 3/15/32 1,800 2,248
Nexen Inc. 5.875% 3/10/35 1,850 1,913
Nexen Inc. 6.400% 5/15/37 3,300 3,635
Nexen Inc. 7.500% 7/30/39 1,525 1,876
Noble Energy Inc. 8.000% 4/1/27 775 996
Noble Energy Inc. 6.000% 3/1/41 1,950 2,151
Noble Holding International Ltd. 6.200% 8/1/40 1,700 1,865
Noble Holding International Ltd. 5.250% 3/15/42 1,900 1,883
Petro-Canada 7.875% 6/15/26 150 203
Petro-Canada 7.000% 11/15/28 250 302
Petro-Canada 5.350% 7/15/33 1,650 1,732
Petro-Canada 5.950% 5/15/35 2,500 2,880
Petro-Canada 6.800% 5/15/38 2,675 3,415
4 Phillips 66 4.300% 4/1/22 4,900 4,991
4 Phillips 66 5.875% 5/1/42 3,800 3,889
Pride International Inc. 7.875% 8/15/40 1,500 2,017
Shell International Finance BV 6.375% 12/15/38 6,400 8,448
Shell International Finance BV 5.500% 3/25/40 2,950 3,584
Suncor Energy Inc. 7.150% 2/1/32 800 1,002
Suncor Energy Inc. 5.950% 12/1/34 875 991
Suncor Energy Inc. 6.500% 6/15/38 4,925 6,089
Talisman Energy Inc. 7.250% 10/15/27 450 541
Talisman Energy Inc. 5.850% 2/1/37 3,200 3,391
Tosco Corp. 8.125% 2/15/30 7,500 10,628
Total Capital SA 4.450% 6/24/20 1,000 1,066
Transocean Inc. 6.500% 11/15/20 225 251
Transocean Inc. 7.500% 4/15/31 1,525 1,752
Transocean Inc. 6.800% 3/15/38 1,725 1,905
Transocean Inc. 7.350% 12/15/41 1,000 1,196
Valero Energy Corp. 7.500% 4/15/32 950 1,108
Valero Energy Corp. 6.625% 6/15/37 7,075 7,636
Weatherford International Inc. 6.800% 6/15/37 2,900 3,236
Weatherford International Ltd. 4.500% 4/15/22 1,650 1,648
Weatherford International Ltd. 6.500% 8/1/36 1,500 1,651
Weatherford International Ltd. 7.000% 3/15/38 1,600 1,773
Williams Cos. Inc. 7.500% 1/15/31 1,764 2,113
Williams Cos. Inc. 8.750% 3/15/32 1,000 1,325
XTO Energy Inc. 6.750% 8/1/37 440 643
 
Other Industrial (0.1%)        
California Institute of Technology GO 4.700% 11/1/11 1,250 1,231
Massachusetts Institute of Technology GO 5.600% 7/1/11 1,950 2,416

 

 

Technology (1.5%)        
Applied Materials Inc. 5.850% 6/15/41 2,100 2,408
Cisco Systems Inc. 5.900% 2/15/39 3,650 4,397
Cisco Systems Inc. 5.500% 1/15/40 7,550 8,781
Corning Inc. 7.250% 8/15/36 600 718
Corning Inc. 4.700% 3/15/37 1,800 1,721
Corning Inc. 5.750% 8/15/40 950 1,044
Dell Inc. 7.100% 4/15/28 500 614
Dell Inc. 6.500% 4/15/38 1,458 1,731
Harris Corp. 6.150% 12/15/40 400 452
Hewlett-Packard Co. 4.050% 9/15/22 1,400 1,392
Hewlett-Packard Co. 6.000% 9/15/41 3,500 3,803
HP Enterprise Services LLC 7.450% 10/15/29 375 447
Intel Corp. 4.800% 10/1/41 4,275 4,513
International Business Machines Corp. 7.000% 10/30/25 1,050 1,410
International Business Machines Corp. 6.220% 8/1/27 1,600 2,031
International Business Machines Corp. 6.500% 1/15/28 225 290
International Business Machines Corp. 5.875% 11/29/32 950 1,190
International Business Machines Corp. 5.600% 11/30/39 5,470 6,655
Juniper Networks Inc. 5.950% 3/15/41 750 843
Microsoft Corp. 5.200% 6/1/39 2,075 2,447
Microsoft Corp. 4.500% 10/1/40 2,250 2,393
Microsoft Corp. 5.300% 2/8/41 1,800 2,153
Motorola Solutions Inc. 7.500% 5/15/25 525 624
Nokia Oyj 6.625% 5/15/39 2,075 1,986
Oracle Corp. 6.500% 4/15/38 2,775 3,571
Oracle Corp. 6.125% 7/8/39 2,125 2,626
Oracle Corp. 5.375% 7/15/40 6,725 7,709
Pitney Bowes Inc. 5.250% 1/15/37 2,000 1,959
SAIC Inc. 5.950% 12/1/40 350 371
Science Applications International Corp. 5.500% 7/1/33 1,100 1,119
Tyco Electronics Group SA 7.125% 10/1/37 1,250 1,586
Xerox Corp. 6.750% 12/15/39 950 1,072
 
Transportation (1.4%)        
BNSF Funding Trust I 6.613% 12/15/55 850 885
Burlington Northern Santa Fe LLC 7.000% 12/15/25 1,200 1,551
Burlington Northern Santa Fe LLC 7.950% 8/15/30 1,300 1,746
Burlington Northern Santa Fe LLC 6.200% 8/15/36 775 922
Burlington Northern Santa Fe LLC 6.150% 5/1/37 1,325 1,582
Burlington Northern Santa Fe LLC 5.750% 5/1/40 2,100 2,388
Burlington Northern Santa Fe LLC 5.050% 3/1/41 1,475 1,525
Burlington Northern Santa Fe LLC 5.400% 6/1/41 1,650 1,777
Burlington Northern Santa Fe LLC 4.400% 3/15/42 1,200 1,132
Canadian National Railway Co. 6.250% 8/1/34 2,450 3,107
Canadian National Railway Co. 6.200% 6/1/36 1,925 2,434
Canadian Pacific Railway Co. 4.450% 3/15/23 1,800 1,844
Canadian Pacific Railway Co. 7.125% 10/15/31 1,325 1,553
Canadian Pacific Railway Ltd. 5.750% 1/15/42 325 329
Con-way Inc. 6.700% 5/1/34 650 614
3 Continental Airlines 2007-1 Class A Pass        
Through Trust 5.983% 4/19/22 2,556 2,780
3 Continental Airlines 2012-1 Class A Pass        
Through Trust 4.150% 10/11/25 1,100 1,083
CSX Corp. 6.000% 10/1/36 175 199
CSX Corp. 6.150% 5/1/37 2,125 2,452
CSX Corp. 6.220% 4/30/40 5,525 6,527

 

 

CSX Corp. 5.500% 4/15/41 400 430
CSX Corp. 4.750% 5/30/42 700 673
3 Delta Air Lines 2007-1 Class A Pass Through        
Trust 6.821% 8/10/22 1,906 2,082
Norfolk Southern Corp. 5.590% 5/17/25 716 827
Norfolk Southern Corp. 7.800% 5/15/27 2,802 3,849
Norfolk Southern Corp. 5.640% 5/17/29 1,898 2,177
Norfolk Southern Corp. 7.250% 2/15/31 800 1,058
4 Norfolk Southern Corp. 4.837% 10/1/41 2,400 2,480
Norfolk Southern Corp. 6.000% 5/23/11 1,625 1,805
3 Southwest Airlines Co. 2007-1 Pass Through        
Trust 6.150% 8/1/22 703 801
Union Pacific Corp. 7.125% 2/1/28 600 772
Union Pacific Corp. 6.625% 2/1/29 1,500 1,886
Union Pacific Corp. 6.150% 5/1/37 1,000 1,214
Union Pacific Corp. 4.750% 9/15/41 2,450 2,501
3 Union Pacific Railroad Co. 2007-3 Pass        
Through Trust 6.176% 1/2/31 869 1,001
United Parcel Service Inc. 6.200% 1/15/38 4,550 5,898
United Parcel Service of America Inc. 8.375% 4/1/30 500 704
        1,334,462
Utilities (7.5%)        
Electric (5.4%)        
AEP Texas Central Co. 6.650% 2/15/33 2,980 3,697
Alabama Power Co. 6.125% 5/15/38 1,000 1,252
Alabama Power Co. 5.500% 3/15/41 500 593
Alabama Power Co. 5.200% 6/1/41 1,375 1,562
Alabama Power Co. 4.100% 1/15/42 800 766
Appalachian Power Co. 5.800% 10/1/35 500 569
Appalachian Power Co. 6.375% 4/1/36 825 994
Arizona Public Service Co. 5.050% 9/1/41 1,000 1,062
Arizona Public Service Co. 4.500% 4/1/42 1,050 1,023
Baltimore Gas & Electric Co. 6.350% 10/1/36 375 461
CenterPoint Energy Houston Electric LLC 6.950% 3/15/33 925 1,214
Cleco Power LLC 6.500% 12/1/35 500 583
Cleco Power LLC 6.000% 12/1/40 1,000 1,117
Cleveland Electric Illuminating Co. 5.500% 8/15/24 1,000 1,138
Cleveland Electric Illuminating Co. 5.950% 12/15/36 1,000 1,073
Commonwealth Edison Co. 5.875% 2/1/33 250 300
Commonwealth Edison Co. 5.900% 3/15/36 1,950 2,354
Commonwealth Edison Co. 6.450% 1/15/38 400 515
Connecticut Light & Power Co. 6.350% 6/1/36 750 945
Consolidated Edison Co. of New York Inc. 5.300% 3/1/35 1,950 2,199
Consolidated Edison Co. of New York Inc. 5.850% 3/15/36 4,175 5,073
Consolidated Edison Co. of New York Inc. 6.750% 4/1/38 2,175 2,954
Consolidated Edison Co. of New York Inc. 5.700% 6/15/40 1,150 1,405
Constellation Energy Group Inc. 7.600% 4/1/32 1,650 2,134
Detroit Edison Co. 5.700% 10/1/37 500 593
Dominion Resources Inc. 6.300% 3/15/33 2,150 2,577
Dominion Resources Inc. 5.950% 6/15/35 1,825 2,174
Dominion Resources Inc. 4.900% 8/1/41 2,100 2,191
DTE Energy Co. 6.375% 4/15/33 800 973
Duke Energy Carolinas LLC 6.000% 12/1/28 1,125 1,326
Duke Energy Carolinas LLC 6.450% 10/15/32 1,050 1,305
Duke Energy Carolinas LLC 6.100% 6/1/37 850 1,045
Duke Energy Carolinas LLC 6.000% 1/15/38 875 1,096
Duke Energy Carolinas LLC 6.050% 4/15/38 3,900 4,935

 

 

Duke Energy Carolinas LLC 5.300% 2/15/40 1,400 1,629
Duke Energy Carolinas LLC 4.250% 12/15/41 2,050 2,050
Duke Energy Indiana Inc. 6.120% 10/15/35 600 683
Duke Energy Indiana Inc. 6.350% 8/15/38 1,000 1,291
El Paso Electric Co. 6.000% 5/15/35 850 941
Entergy Gulf States Louisiana LLC 5.590% 10/1/24 500 561
Entergy Louisiana LLC 5.400% 11/1/24 1,425 1,657
Entergy Louisiana LLC 4.440% 1/15/26 425 448
Exelon Corp. 5.625% 6/15/35 2,675 2,895
Exelon Generation Co. LLC 6.250% 10/1/39 3,225 3,765
FirstEnergy Corp. 7.375% 11/15/31 5,550 6,812
FirstEnergy Solutions Corp. 6.800% 8/15/39 645 722
Florida Power & Light Co. 5.950% 10/1/33 950 1,178
Florida Power & Light Co. 5.625% 4/1/34 1,674 1,998
Florida Power & Light Co. 4.950% 6/1/35 150 165
Florida Power & Light Co. 5.400% 9/1/35 1,100 1,285
Florida Power & Light Co. 6.200% 6/1/36 150 192
Florida Power & Light Co. 5.650% 2/1/37 2,150 2,572
Florida Power & Light Co. 5.850% 5/1/37 475 591
Florida Power & Light Co. 5.950% 2/1/38 2,850 3,600
Florida Power & Light Co. 5.960% 4/1/39 650 826
Florida Power & Light Co. 5.690% 3/1/40 750 914
Florida Power & Light Co. 5.250% 2/1/41 1,000 1,173
Florida Power & Light Co. 4.125% 2/1/42 1,600 1,577
Florida Power Corp. 6.350% 9/15/37 1,525 1,975
Florida Power Corp. 6.400% 6/15/38 5,000 6,528
Florida Power Corp. 5.650% 4/1/40 500 596
Georgia Power Co. 5.650% 3/1/37 2,575 2,999
Georgia Power Co. 5.950% 2/1/39 1,160 1,406
Georgia Power Co. 5.400% 6/1/40 2,000 2,276
Georgia Power Co. 4.300% 3/15/42 2,100 2,065
Great Plains Energy Inc. 5.292% 6/15/22 1,075 1,149
Iberdrola International BV 6.750% 7/15/36 1,425 1,540
Indiana Michigan Power Co. 6.050% 3/15/37 1,775 2,023
Interstate Power & Light Co. 6.250% 7/15/39 975 1,225
3 John Sevier Combined Cycle Generation LLC 4.626% 1/15/42 2,000 2,071
Kansas City Power & Light Co. 6.050% 11/15/35 500 568
Kansas City Power & Light Co. 5.300% 10/1/41 750 793
Kentucky Utilities Co. 5.125% 11/1/40 800 907
Louisville Gas & Electric Co. 5.125% 11/15/40 1,700 1,927
MidAmerican Energy Co. 6.750% 12/30/31 1,800 2,321
MidAmerican Energy Co. 5.750% 11/1/35 850 995
MidAmerican Energy Co. 5.800% 10/15/36 875 1,040
MidAmerican Energy Holdings Co. 8.480% 9/15/28 300 424
MidAmerican Energy Holdings Co. 6.125% 4/1/36 8,725 10,363
MidAmerican Energy Holdings Co. 5.950% 5/15/37 1,675 1,963
MidAmerican Energy Holdings Co. 6.500% 9/15/37 1,700 2,128
Mississippi Power Co. 4.250% 3/15/42 675 665
National Rural Utilities Cooperative Finance        
Corp. 8.000% 3/1/32 2,625 3,627
Nevada Power Co. 6.750% 7/1/37 1,800 2,323
Nevada Power Co. 5.375% 9/15/40 1,300 1,466
Nevada Power Co. 5.450% 5/15/41 500 565
Northern States Power Co. 5.250% 7/15/35 1,175 1,357
Northern States Power Co. 6.250% 6/1/36 525 691
Northern States Power Co. 6.200% 7/1/37 1,550 2,015
Northern States Power Co. 5.350% 11/1/39 625 735

 

 

Northern States Power Co. 4.850% 8/15/40 1,200 1,320
NSTAR Electric Co. 5.500% 3/15/40 725 851
Oglethorpe Power Corp. 5.950% 11/1/39 750 913
Oglethorpe Power Corp. 5.375% 11/1/40 1,450 1,623
Ohio Edison Co. 6.875% 7/15/36 1,000 1,236
Ohio Power Co. 6.600% 2/15/33 400 491
Ohio Power Co. 5.850% 10/1/35 800 923
Oklahoma Gas & Electric Co. 5.850% 6/1/40 350 421
Oklahoma Gas & Electric Co. 5.250% 5/15/41 750 836
Oncor Electric Delivery Co. LLC 7.000% 9/1/22 2,125 2,614
Oncor Electric Delivery Co. LLC 7.000% 5/1/32 2,025 2,433
Oncor Electric Delivery Co. LLC 7.250% 1/15/33 325 408
Oncor Electric Delivery Co. LLC 7.500% 9/1/38 425 536
Oncor Electric Delivery Co. LLC 5.250% 9/30/40 1,175 1,218
Pacific Gas & Electric Co. 6.050% 3/1/34 9,125 11,054
Pacific Gas & Electric Co. 5.800% 3/1/37 3,425 4,065
Pacific Gas & Electric Co. 6.350% 2/15/38 1,500 1,900
Pacific Gas & Electric Co. 5.400% 1/15/40 700 795
Pacific Gas & Electric Co. 4.500% 12/15/41 750 746
PacifiCorp 7.700% 11/15/31 400 572
PacifiCorp 5.250% 6/15/35 1,150 1,290
PacifiCorp 5.750% 4/1/37 1,000 1,188
PacifiCorp 6.250% 10/15/37 1,700 2,161
PacifiCorp 4.100% 2/1/42 2,000 1,924
Pennsylvania Electric Co. 6.150% 10/1/38 350 400
Potomac Electric Power Co. 6.500% 11/15/37 2,000 2,676
PPL Electric Utilities Corp. 6.250% 5/15/39 775 1,007
PPL Electric Utilities Corp. 5.200% 7/15/41 400 458
Progress Energy Inc. 7.750% 3/1/31 1,725 2,364
Progress Energy Inc. 6.000% 12/1/39 800 953
PSEG Power LLC 8.625% 4/15/31 400 567
Public Service Co. of Colorado 6.250% 9/1/37 1,025 1,334
Public Service Co. of Colorado 6.500% 8/1/38 500 673
Public Service Co. of Colorado 4.750% 8/15/41 800 865
Public Service Co. of Oklahoma 6.625% 11/15/37 300 372
Public Service Electric & Gas Co. 5.800% 5/1/37 2,050 2,537
Public Service Electric & Gas Co. 5.375% 11/1/39 700 826
Public Service Electric & Gas Co. 5.500% 3/1/40 1,550 1,862
Puget Sound Energy Inc. 5.483% 6/1/35 1,725 1,951
Puget Sound Energy Inc. 6.274% 3/15/37 1,425 1,787
Puget Sound Energy Inc. 5.757% 10/1/39 850 1,009
Puget Sound Energy Inc. 5.795% 3/15/40 675 806
Puget Sound Energy Inc. 5.764% 7/15/40 600 725
Puget Sound Energy Inc. 4.434% 11/15/41 650 655
San Diego Gas & Electric Co. 5.350% 5/15/35 1,025 1,197
San Diego Gas & Electric Co. 6.125% 9/15/37 625 805
San Diego Gas & Electric Co. 4.500% 8/15/40 2,225 2,343
San Diego Gas & Electric Co. 3.950% 11/15/41 900 868
Sierra Pacific Power Co. 6.750% 7/1/37 670 869
South Carolina Electric & Gas Co. 6.625% 2/1/32 500 630
South Carolina Electric & Gas Co. 5.300% 5/15/33 1,850 2,021
South Carolina Electric & Gas Co. 6.050% 1/15/38 775 949
South Carolina Electric & Gas Co. 5.450% 2/1/41 500 571
South Carolina Electric & Gas Co. 4.350% 2/1/42 675 657
Southern California Edison Co. 6.650% 4/1/29 700 889
Southern California Edison Co. 6.000% 1/15/34 975 1,214
Southern California Edison Co. 5.750% 4/1/35 800 974

 

 

Southern California Edison Co. 5.350% 7/15/35 2,000 2,320
Southern California Edison Co. 5.550% 1/15/36 100 119
Southern California Edison Co. 5.625% 2/1/36 2,075 2,472
Southern California Edison Co. 5.550% 1/15/37 500 598
Southern California Edison Co. 5.950% 2/1/38 1,675 2,092
Southern California Edison Co. 4.500% 9/1/40 2,275 2,349
Southern California Edison Co. 3.900% 12/1/41 1,500 1,417
Southern California Edison Co. 4.050% 3/15/42 875 840
Southern Power Co. 5.150% 9/15/41 1,225 1,290
Southwestern Electric Power Co. 6.200% 3/15/40 700 827
Tampa Electric Co. 6.550% 5/15/36 450 591
Tampa Electric Co. 6.150% 5/15/37 900 1,133
Toledo Edison Co. 6.150% 5/15/37 500 585
TransAlta Corp. 6.500% 3/15/40 600 623
Union Electric Co. 5.300% 8/1/37 2,000 2,283
Virginia Electric and Power Co. 3.450% 9/1/22 750 773
Virginia Electric and Power Co. 6.000% 1/15/36 1,725 2,141
Virginia Electric and Power Co. 6.000% 5/15/37 825 1,029
Virginia Electric and Power Co. 6.350% 11/30/37 1,000 1,289
Virginia Electric and Power Co. 8.875% 11/15/38 1,200 1,910
Westar Energy Inc. 4.125% 3/1/42 425 408
Wisconsin Electric Power Co. 5.625% 5/15/33 450 535
Wisconsin Electric Power Co. 5.700% 12/1/36 1,575 1,919
Wisconsin Power & Light Co. 6.375% 8/15/37 950 1,232
Xcel Energy Inc. 6.500% 7/1/36 650 807
 
Natural Gas (2.0%)        
AGL Capital Corp. 6.000% 10/1/34 850 957
AGL Capital Corp. 5.875% 3/15/41 1,225 1,434
Atmos Energy Corp. 5.500% 6/15/41 1,150 1,311
CenterPoint Energy Resources Corp. 5.850% 1/15/41 500 568
DCP Midstream LLC 8.125% 8/16/30 500 630
El Paso Natural Gas Co. 8.375% 6/15/32 1,520 1,850
Enbridge Energy Partners LP 7.500% 4/15/38 2,495 3,198
Energy Transfer Partners LP 6.625% 10/15/36 1,625 1,688
Energy Transfer Partners LP 7.500% 7/1/38 2,675 3,028
Energy Transfer Partners LP 6.050% 6/1/41 500 503
Energy Transfer Partners LP 6.500% 2/1/42 2,575 2,716
Enterprise Products Operating LLC 6.875% 3/1/33 2,150 2,581
Enterprise Products Operating LLC 6.650% 10/15/34 1,095 1,303
Enterprise Products Operating LLC 7.550% 4/15/38 1,125 1,442
Enterprise Products Operating LLC 6.125% 10/15/39 1,500 1,683
Enterprise Products Operating LLC 6.450% 9/1/40 1,275 1,497
Enterprise Products Operating LLC 5.950% 2/1/41 1,650 1,818
Enterprise Products Operating LLC 5.700% 2/15/42 1,950 2,088
Enterprise Products Operating LLC 4.850% 8/15/42 1,325 1,257
KeySpan Corp. 8.000% 11/15/30 1,175 1,571
Kinder Morgan Energy Partners LP 3.950% 9/1/22 3,125 3,088
Kinder Morgan Energy Partners LP 7.750% 3/15/32 500 607
Kinder Morgan Energy Partners LP 7.300% 8/15/33 1,600 1,849
Kinder Morgan Energy Partners LP 5.800% 3/15/35 1,675 1,729
Kinder Morgan Energy Partners LP 6.500% 2/1/37 3,250 3,579
Kinder Morgan Energy Partners LP 6.950% 1/15/38 1,669 1,897
Kinder Morgan Energy Partners LP 6.500% 9/1/39 3,600 3,976
Kinder Morgan Energy Partners LP 5.625% 9/1/41 900 915
Magellan Midstream Partners LP 6.400% 5/1/37 1,000 1,176
Nisource Finance Corp. 5.950% 6/15/41 125 137

 

 

Nisource Finance Corp. 5.800% 2/1/42 300 319
ONEOK Inc. 6.000% 6/15/35 1,725 1,837
ONEOK Partners LP 6.650% 10/1/36 3,025 3,490
ONEOK Partners LP 6.850% 10/15/37 200 238
ONEOK Partners LP 6.125% 2/1/41 2,325 2,566
Plains All American Pipeline LP / PAA        
Finance Corp. 3.650% 6/1/22 1,050 1,026
Plains All American Pipeline LP / PAA        
Finance Corp. 6.700% 5/15/36 750 874
Plains All American Pipeline LP / PAA        
Finance Corp. 6.650% 1/15/37 2,175 2,551
Plains All American Pipeline LP / PAA        
Finance Corp. 5.150% 6/1/42 550 534
Sempra Energy 6.000% 10/15/39 3,750 4,473
Southern California Gas Co. 5.750% 11/15/35 75 91
Southern Natural Gas Co. 8.000% 3/1/32 1,200 1,483
Southern Union Co. 8.250% 11/15/29 950 1,133
Spectra Energy Capital LLC 6.750% 2/15/32 1,705 1,921
Sunoco Logistics Partners Operations LP 6.850% 2/15/40 850 984
Tennessee Gas Pipeline Co. 7.000% 3/15/27 350 400
Tennessee Gas Pipeline Co. 7.000% 10/15/28 1,400 1,579
Texas Eastern Transmission LP 7.000% 7/15/32 700 866
TransCanada PipeLines Ltd. 5.600% 3/31/34 1,725 1,960
TransCanada PipeLines Ltd. 5.850% 3/15/36 3,175 3,743
TransCanada PipeLines Ltd. 6.200% 10/15/37 1,150 1,423
TransCanada PipeLines Ltd. 7.250% 8/15/38 3,850 5,210
TransCanada PipeLines Ltd. 7.625% 1/15/39 1,450 2,047
Williams Partners LP 6.300% 4/15/40 4,000 4,626
 
Other Utility (0.1%)        
American Water Capital Corp. 6.593% 10/15/37 1,925 2,227
United Utilities plc 6.875% 8/15/28 375 410
Veolia Environnement SA 6.750% 6/1/38 575 639
 
        367,089
Total Corporate Bonds (Cost $1,894,407)       2,120,788
Sovereign Bonds (U.S. Dollar-Denominated) (5.7%)        
Asian Development Bank 5.593% 7/16/18 4,000 4,834
European Investment Bank 4.875% 2/15/36 3,000 3,228
Export-Import Bank of Korea 5.000% 4/11/22 2,400 2,547
Federative Republic of Brazil 4.875% 1/22/21 1,500 1,692
Federative Republic of Brazil 8.875% 4/15/24 3,000 4,582
Federative Republic of Brazil 8.750% 2/4/25 6,700 10,134
Federative Republic of Brazil 10.125% 5/15/27 6,700 11,145
Federative Republic of Brazil 8.250% 1/20/34 7,175 10,852
Federative Republic of Brazil 7.125% 1/20/37 6,800 9,234
Federative Republic of Brazil 11.000% 8/17/40 5,150 6,798
Federative Republic of Brazil 5.625% 1/7/41 8,950 10,328
Hydro Quebec 8.050% 7/7/24 5,000 7,176
Hydro Quebec 8.500% 12/1/29 1,200 1,857
Inter-American Development Bank 7.000% 6/15/25 750 1,037
Inter-American Development Bank 3.875% 10/28/41 1,000 994
International Bank for Reconstruction &        
Development 7.625% 1/19/23 1,807 2,578
International Bank for Reconstruction &        
Development 8.875% 3/1/26 1,000 1,636

 

 

International Bank for Reconstruction &        
Development 4.750% 2/15/35 1,600 1,880
5 KFW 0.000% 4/18/36 7,500 2,992
5 KFW 0.000% 6/29/37 825 314
Korea Electric Power Corp. 7.000% 2/1/27 750 882
Landesbank Baden-Wuerttemberg 7.625% 2/1/23 700 871
Pemex Project Funding Master Trust 6.625% 6/15/35 7,550 8,493
Pemex Project Funding Master Trust 6.625% 6/15/38 1,375 1,563
Petrobras International Finance Co. - Pifco 6.875% 1/20/40 3,850 4,518
Petrobras International Finance Co. - Pifco 6.750% 1/27/41 5,225 6,120
Petroleos Mexicanos 6.500% 6/2/41 4,000 4,476
4 Petroleos Mexicanos 6.500% 6/2/41 1,075 1,203
Province of British Columbia 6.500% 1/15/26 1,500 2,034
Province of British Columbia 7.250% 9/1/36 500 761
Province of Saskatchewan 7.375% 7/15/13 600 651
Quebec 7.125% 2/9/24 4,125 5,598
Quebec 7.500% 9/15/29 5,275 7,697
Region of Lombardy Italy 5.804% 10/25/32 2,375 1,729
Republic of Columbia 8.125% 5/21/24 1,450 2,048
Republic of Columbia 7.375% 9/18/37 3,750 5,241
Republic of Columbia 6.125% 1/18/41 8,775 10,610
Republic of Finland 6.950% 2/15/26 695 964
Republic of Italy 6.875% 9/27/23 7,600 7,895
Republic of Italy 5.375% 6/15/33 5,675 5,462
Republic of Korea 5.625% 11/3/25 900 1,025
Republic of Panama 7.125% 1/29/26 3,850 5,120
Republic of Panama 8.875% 9/30/27 1,350 2,055
Republic of Panama 9.375% 4/1/29 1,200 1,908
3 Republic of Panama 6.700% 1/26/36 6,100 7,887
Republic of Peru 7.350% 7/21/25 5,800 7,917
Republic of Peru 8.750% 11/21/33 3,250 4,988
3 Republic of Peru 6.550% 3/14/37 4,975 6,356
Republic of Peru 5.625% 11/18/50 4,500 5,036
Republic of South Africa 6.875% 5/27/19 150 181
Republic of South Africa 4.665% 1/17/24 5,525 5,670
Republic of South Africa 6.250% 3/8/41 1,850 2,146
State of Israel 4.000% 6/30/22 3,550 3,523
Statoil ASA 7.250% 9/23/27 2,500 3,316
Statoil ASA 7.150% 1/15/29 1,000 1,323
Statoil ASA 5.100% 8/17/40 2,300 2,568
Statoil ASA 4.250% 11/23/41 825 824
United Mexican States 8.300% 8/15/31 1,325 1,964
United Mexican States 7.500% 4/8/33 1,000 1,388
United Mexican States 6.750% 9/27/34 12,800 16,448
United Mexican States 6.050% 1/11/40 12,025 14,430
United Mexican States 4.750% 3/8/44 5,975 5,858
United Mexican States 5.750% 10/12/10 4,950 5,009
Total Sovereign Bonds (Cost $252,804)       281,594
Taxable Municipal Bonds (6.6%)        
Alameda County CA Joint Powers Authority        
Lease Revenue 7.046% 12/1/44 1,100 1,324
American Municipal Power Ohio Inc. Revenue        
(Hydroelectric Projects) 6.449% 2/15/44 730 812
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.834% 2/15/41 200 266
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.053% 2/15/43 600 665

 

 

American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 5.939% 2/15/47 2,900 3,036
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.270% 2/15/50 475 523
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.499% 2/15/50 200 255
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 8.084% 2/15/50 1,800 2,498
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.793% 4/1/30 600 731
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.918% 4/1/40 950 1,242
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.263% 4/1/49 3,150 4,055
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 7.043% 4/1/50 2,550 3,397
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.907% 10/1/50 775 1,018
Board of Regents of the University of Texas        
System Revenue Financing System        
Revenue 5.262% 7/1/39 550 655
Board of Regents of the University of Texas        
System Revenue Financing System        
Revenue 6.276% 8/15/41 675 767
Board of Regents of the University of Texas        
System Revenue Financing System        
Revenue 5.134% 8/15/42 500 583
Board of Regents of the University of Texas        
System Revenue Financing System        
Revenue 4.794% 8/15/46 575 641
California GO 5.700% 11/1/21 1,300 1,473
California GO 7.500% 4/1/34 6,125 7,760
California GO 7.950% 3/1/36 1,500 1,756
California GO 7.550% 4/1/39 5,800 7,452
California GO 7.300% 10/1/39 4,625 5,790
California GO 7.350% 11/1/39 3,800 4,785
California GO 7.625% 3/1/40 3,100 4,013
California GO 7.600% 11/1/40 4,600 5,951
Central Puget Sound WA Regional Transit        
Authority Sales & Use Tax Revenue 5.491% 11/1/39 650 789
Chicago IL Board of Education GO 6.319% 11/1/29 650 740
Chicago IL Board of Education GO 6.138% 12/1/39 700 775
Chicago IL GO 7.781% 1/1/35 675 857
Chicago IL Metropolitan Water Reclamation        
District GO 5.720% 12/1/38 1,425 1,711
Chicago IL O'Hare International Airport        
Revenue 6.845% 1/1/38 600 661
Chicago IL O'Hare International Airport        
Revenue 6.395% 1/1/40 650 794
Chicago IL Transit Authority Transfer Tax        
Receipts Revenue 6.899% 12/1/40 4,650 5,586
Chicago IL Wastewater Transmission        
Revenue 6.900% 1/1/40 575 695
Chicago IL Water Revenue 6.742% 11/1/40 800 998
Clark County NV Airport Revenue 6.881% 7/1/42 650 732
Clark County NV Airport Revenue 6.820% 7/1/45 1,000 1,315
Colorado Bridge Enterprise Revenue 6.078% 12/1/40 280 351

 

 

Commonwealth Financing Authority        
Pennsylvania Revenue 6.218% 6/1/39 1,190 1,445
Connecticut GO 5.090% 10/1/30 350 385
Connecticut GO 5.850% 3/15/32 4,250 5,152
Connecticut Special Tax Revenue        
(Transportation Infrastructure) 5.459% 11/1/30 900 1,002
Cook County IL GO 6.229% 11/15/34 1,050 1,194
Curators of the University of Missouri System        
Facilities Revenue 5.960% 11/1/39 1,000 1,257
Curators of the University of Missouri System        
Facilities Revenue 5.792% 11/1/41 200 247
Dallas County TX Hospital District Revenue 5.621% 8/15/44 850 1,033
Dallas TX Area Rapid Transit Revenue 4.922% 12/1/41 400 443
Dallas TX Area Rapid Transit Revenue 5.999% 12/1/44 1,570 2,019
Dallas TX Area Rapid Transit Revenue 5.022% 12/1/48 1,600 1,810
Dallas TX Independent School District GO 6.450% 2/15/35 1,400 1,692
Denver CO City & County School District No.        
1 GO 5.664% 12/1/33 525 634
Denver CO Public Schools Revenue (City &        
County of Denver School District No. 1)        
COP 7.017% 12/15/37 700 857
District of Columbia Income Tax Revenue 5.591% 12/1/34 675 811
District of Columbia Income Tax Revenue 5.582% 12/1/35 625 754
East Baton Rouge LA Sewer Commission        
Revenue 6.087% 2/1/45 700 758
East Bay CA Municipal Utility District Water        
System Revenue 5.874% 6/1/40 900 1,130
George Washington University District of        
Columbia GO 3.485% 9/15/22 1,000 1,013
Georgia GO 4.503% 11/1/25 825 939
Georgia Municipal Electric Power Authority        
Revenue 6.637% 4/1/57 2,700 3,031
Georgia Municipal Electric Power Authority        
Revenue 6.655% 4/1/57 2,800 3,128
Georgia Municipal Electric Power Authority        
Revenue 7.055% 4/1/57 850 883
Harvard University Massachusetts GO 4.875% 10/15/40 1,000 1,137
Illinois GO 4.950% 6/1/23 1,700 1,726
Illinois GO 5.100% 6/1/33 17,475 16,546
Illinois GO 6.630% 2/1/35 2,150 2,350
Illinois GO 6.725% 4/1/35 1,000 1,104
Illinois GO 7.350% 7/1/35 2,250 2,631
Illinois Toll Highway Authority Revenue 6.184% 1/1/34 1,200 1,435
Illinois Toll Highway Authority Revenue 5.851% 12/1/34 600 692
Indianapolis IN Local Public Improvement        
Revenue 6.116% 1/15/40 875 1,087
6 Kansas Development Finance Authority        
Revenue (Public Employees Retirement        
System) 5.501% 5/1/34 500 529
Las Vegas Valley Water District Nevada GO 7.013% 6/1/39 525 688
Los Angeles CA Community College District        
GO 6.600% 8/1/42 1,300 1,679
Los Angeles CA Community College District        
GO 6.750% 8/1/49 700 908
Los Angeles CA Department of Airports        
International Airport Revenue 6.582% 5/15/39 225 275

 

 

Los Angeles CA Department of Water &        
Power Revenue 5.716% 7/1/39 775 913
Los Angeles CA Department of Water &        
Power Revenue 6.008% 7/1/39 775 934
Los Angeles CA Department of Water &        
Power Revenue 6.166% 7/1/40 625 700
Los Angeles CA Department of Water &        
Power Revenue 6.574% 7/1/45 1,375 1,820
Los Angeles CA Department of Water &        
Power Revenue 6.603% 7/1/50 1,500 1,988
Los Angeles CA Unified School District GO 5.755% 7/1/29 1,000 1,139
Los Angeles CA Unified School District GO 5.750% 7/1/34 3,700 4,253
Los Angeles CA Unified School District GO 6.758% 7/1/34 2,200 2,816
Los Angeles County CA Metropolitan        
Transportation Authority Sales Tax        
Revenue 5.735% 6/1/39 1,150 1,365
Los Angeles County CA Public Works        
Financing Authority Lease Revenue 7.488% 8/1/33 700 875
Los Angeles County CA Public Works        
Financing Authority Lease Revenue 7.618% 8/1/40 700 885
Maryland Transportation Authority Facilities        
Projects Revenue 5.888% 7/1/43 850 1,057
Massachusetts Development Finance Agency        
Revenue (Harvard University) 6.300% 10/1/37 1,000 1,115
Massachusetts GO 4.500% 8/1/31 1,500 1,600
Massachusetts GO 5.456% 12/1/39 1,900 2,281
Massachusetts School Building Authority        
Dedicated Sales Tax Revenue 5.715% 8/15/39 1,050 1,303
Massachusetts Transportation Fund Revenue 5.731% 6/1/40 850 1,067
Massachusetts Water Pollution Abatement        
Trust 5.192% 8/1/40 900 1,033
Metropolitan Government of Nashville &        
Davidson County TN Convention Center        
Authority Tourism Tax Revenue 6.731% 7/1/43 1,000 1,176
Metropolitan Government of Nashville &        
Davidson County TN GO 5.707% 7/1/34 1,200 1,372
Metropolitan Washington DC/VA Airports        
Authority Dulles Toll Road Revenue 7.462% 10/1/46 775 861
Metropolitan Water District of Southern        
California Water Revenue 6.947% 7/1/40 575 683
Mississippi GO 5.245% 11/1/34 700 797
Missouri Highways & Transportation        
Commission Road Revenue 5.445% 5/1/33 600 708
7 New Jersey Economic Development Authority        
Revenue (State Pension Funding) 7.425% 2/15/29 6,750 8,441
New Jersey Educational Facilities Authority        
Revenue (Princeton University) 5.700% 3/1/39 1,500 1,909
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 5.754% 12/15/28 1,700 1,919
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 6.104% 12/15/28 1,150 1,289
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 6.561% 12/15/40 1,575 2,028
New Jersey Turnpike Authority Revenue 4.252% 1/1/16 30 32
8 New Jersey Turnpike Authority Revenue 4.252% 1/1/16 470 495
New Jersey Turnpike Authority Revenue 7.414% 1/1/40 3,900 5,563
New Jersey Turnpike Authority Revenue 7.102% 1/1/41 4,200 5,773

 

 

New York City NY GO 5.206% 10/1/31 1,000 1,130
New York City NY GO 6.646% 12/1/31 400 467
New York City NY GO 6.246% 6/1/35 775 848
New York City NY GO 5.968% 3/1/36 300 368
New York City NY GO 5.985% 12/1/36 625 755
New York City NY GO 5.517% 10/1/37 675 782
New York City NY GO 6.271% 12/1/37 1,550 1,930
New York City NY GO 5.846% 6/1/40 400 488
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.750% 6/15/41 800 993
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.790% 6/15/41 500 544
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.724% 6/15/42 550 686
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.952% 6/15/42 800 1,035
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 6.011% 6/15/42 1,475 1,905
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.440% 6/15/43 1,000 1,177
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.882% 6/15/44 2,000 2,528
New York City NY Transitional Finance        
Authority Building Aid Revenue 6.828% 7/15/40 800 1,030
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.767% 8/1/36 775 917
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.508% 8/1/37 1,900 2,223
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.572% 11/1/38 1,150 1,354
New York Metropolitan Transportation        
Authority Revenue (Dedicated Tax Fund) 7.336% 11/15/39 3,325 4,640
New York Metropolitan Transportation        
Authority Revenue (Dedicated Tax Fund) 6.089% 11/15/40 575 688
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.548% 11/15/31 500 595
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 5.871% 11/15/39 700 805
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.648% 11/15/39 1,750 2,149
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.500% 3/15/30 2,500 2,890
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.289% 3/15/33 500 563
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.628% 3/15/39 2,000 2,326
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.389% 3/15/40 600 678
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.770% 3/15/39 1,350 1,583
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.838% 3/15/40 625 750
North Texas Tollway Authority System        
Revenue 6.718% 1/1/49 2,500 3,219
Ohio State University General Receipts        
Revenue 4.910% 6/1/40 1,500 1,668

 

 

Ohio State University General Receipts        
Revenue 4.800% 6/1/11 1,650 1,667
Ohio Water Development Authority Water        
Pollution Control Loan Fund Revenue 4.879% 12/1/34 1,125 1,209
Orange County CA Local Transportation        
Authority Sales Tax Revenue 6.908% 2/15/41 975 1,289
Oregon Department Transportation Highway        
Usertax Revenue 5.834% 11/15/34 1,250 1,513
Oregon GO 5.762% 6/1/23 600 731
Oregon GO 5.892% 6/1/27 3,350 4,057
8 Oregon School Boards Association GO 4.759% 6/30/28 1,850 2,012
6 Oregon School Boards Association GO 5.528% 6/30/28 1,500 1,652
Pennsylvania GO 4.650% 2/15/26 1,100 1,234
Pennsylvania GO 5.350% 5/1/30 1,000 1,097
Pennsylvania Public School Building Authority        
Lease Revenue (School District of        
Philadelphia) 5.000% 9/15/27 1,100 1,233
Pennsylvania Turnpike Commission Revenue 6.105% 12/1/39 600 715
Pennsylvania Turnpike Commission Revenue 5.511% 12/1/45 775 857
Pennsylvania Turnpike Commission Revenue 5.561% 12/1/49 850 945
Phoenix AZ GO 5.269% 7/1/34 100 110
Port Authority of New York & New Jersey        
Revenue 6.040% 12/1/29 1,125 1,369
Port Authority of New York & New Jersey        
Revenue 5.647% 11/1/40 2,750 3,205
Port Authority of New York & New Jersey        
Revenue 4.926% 10/1/51 2,000 2,132
Regional Transportation District of Colorado        
Sales Tax Revenue 5.844% 11/1/50 700 875
Rutgers State University NJ Revenue 5.665% 5/1/40 1,050 1,233
Sacramento CA Municipal Utility District        
Revenue 6.156% 5/15/36 905 1,072
Salt River Project Arizona Agricultural        
Improvement & Power District Revenue 4.839% 1/1/41 1,100 1,225
San Antonio TX Electric & Gas Systems        
Revenue 5.985% 2/1/39 600 757
San Antonio TX Electric & Gas Systems        
Revenue 5.718% 2/1/41 950 1,153
San Antonio TX Electric & Gas Systems        
Revenue 5.808% 2/1/41 1,150 1,410
San Antonio TX Electric & Gas Systems        
Revenue 4.427% 2/1/42 1,100 1,128
San Diego County CA Regional        
Transportation Authority Sales Tax        
Revenue 5.911% 4/1/48 500 627
San Diego County CA Water Authority        
Revenue 6.138% 5/1/49 1,200 1,527
San Francisco CA City & County Public Utility        
Commission Water Revenue 6.000% 11/1/40 1,325 1,571
San Francisco CA City & County Public Utility        
Commission Water Revenue 6.950% 11/1/50 1,300 1,751
Santa Clara Valley CA Transportation        
Authority Sales Tax Revenue 5.876% 4/1/32 1,000 1,177
Sonoma County CA Pension Obligation        
Revenue 6.000% 12/1/29 750 817
South Carolina Public Service Authority        
Revenue 6.454% 1/1/50 750 1,003

 

 

Texas GO 5.517% 4/1/39 2,920 3,608
Texas Transportation Commission Revenue 5.028% 4/1/26 1,000 1,195
Texas Transportation Commission Revenue 5.178% 4/1/30 3,650 4,260
Texas Transportation Commission Revenue 4.631% 4/1/33 800 882
Texas Transportation Commission Revenue 4.681% 4/1/40 750 825
Tufts University Massachusetts GO 5.017% 4/15/12 950 961
University of California Regents Medical        
Center Revenue 6.548% 5/15/48 900 1,105
University of California Regents Medical        
Center Revenue 6.583% 5/15/49 1,075 1,324
University of California Revenue 5.770% 5/15/43 2,800 3,292
University of California Revenue 5.946% 5/15/45 1,400 1,636
University of California Revenue 4.858% 5/15/12 2,500 2,430
University of Massachusetts Building Authority        
Revenue 5.450% 11/1/40 575 677
University of Pennsylvania 4.674% 9/1/12 1,000 984
University of Southern California Revenue 5.250% 10/1/11 800 904
University of Virginia Revenue 6.200% 9/1/39 1,000 1,356
Utah GO 4.554% 7/1/24 1,100 1,264
Utah GO 3.539% 7/1/25 1,200 1,274
Utah Transit Authority Sales Tax Revenue 5.937% 6/15/39 700 896
Virginia Commonwealth Transportation Board        
Revenue 5.350% 5/15/35 300 352
Washington Convention Center Public        
Facilities District Revenue 6.790% 7/1/40 600 706
Washington GO 5.090% 8/1/33 900 1,015
Washington GO 5.481% 8/1/39 650 782
Washington GO 5.140% 8/1/40 1,125 1,303
6 Wisconsin GO 5.700% 5/1/26 1,400 1,585
Total Taxable Municipal Bonds (Cost $278,550)       324,729
        Market
        Value
  Coupon   Shares ($000)
Temporary Cash Investment (0.5%)        
Money Market Fund (0.5%)        
9 Vanguard Market Liquidity Fund        
(Cost $22,910) 0.123%   22,910,403 22,910
Total Investments (99.1%) (Cost $4,319,246)       4,855,179
Other Assets and Liabilities-Net (0.9%)       44,953
Net Assets (100%)       4,900,132

1 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S. Treasury nor backed by the full faith and credit of the U.S. government.
2 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury in exchange for senior preferred stock.
3 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called.
4 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2012, the aggregate value of these securities was $28,033,000, representing 0.6% of net assets.
5 Guaranteed by the Federal Republic of Germany.
6 Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
7 Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp.
8 Scheduled principal and interest payments are guaranteed by AMBAC (Ambac Assurance Corporation).
9 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.

 

COP—Certificate of Participation.
GO—General Obligation Bond.
REIT—Real Estate Investment Trust.

A. Security Valuation: Bonds, and temporary cash investments acquired over 60 days to maturity, are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Other temporary cash investments are valued at amortized cost, which approximates market value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.

B. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

The following table summarizes the market value of the fund's investments as of March 31, 2012, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
U.S. Government and Agency Obligations — 2,102,217 —
Asset-Backed/Commercial Mortgage-Backed Securities — 2,941 —
Corporate Bonds — 2,120,788 —
Sovereign Bonds — 281,594 —
Taxable Municipal Bonds — 324,729 —
Temporary Cash Investments 22,910 — —
Total 22,910 4,832,269 —

 

C. At March 31, 2012, the cost of investment securities for tax purposes was $4,319,246,000. Net unrealized appreciation of investment securities for tax purposes was $535,933,000, consisting of unrealized gains of $550,280,000 on securities that had risen in value since their purchase and $14,347,000 in unrealized losses on securities that had fallen in value since their purchase.

 

Vanguard Total Bond Market Index Fund

Schedule of Investments
As of March 31, 2012

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (69.8%)        
U.S. Government Securities (37.9%)        
United States Treasury Note/Bond 4.000% 11/15/12 24,710 25,297
United States Treasury Note/Bond 1.375% 1/15/13 811,640 818,993
United States Treasury Note/Bond 0.625% 1/31/13 427,470 428,872
United States Treasury Note/Bond 1.375% 2/15/13 140,750 142,158
United States Treasury Note/Bond 3.875% 2/15/13 35,585 36,719
United States Treasury Note/Bond 0.625% 2/28/13 81,105 81,409
United States Treasury Note/Bond 2.750% 2/28/13 42,175 43,144
United States Treasury Note/Bond 1.375% 3/15/13 272,130 275,107
United States Treasury Note/Bond 0.750% 3/31/13 25,520 25,648
United States Treasury Note/Bond 0.625% 4/30/13 1,285,350 1,290,569
United States Treasury Note/Bond 3.625% 5/15/13 12,056 12,510
United States Treasury Note/Bond 0.500% 5/31/13 159,025 159,448
United States Treasury Note/Bond 3.500% 5/31/13 4,070 4,224
United States Treasury Note/Bond 3.375% 6/30/13 40,360 41,924
United States Treasury Note/Bond 1.000% 7/15/13 6,550 6,610
United States Treasury Note/Bond 3.375% 7/31/13 15,255 15,882
United States Treasury Note/Bond 0.750% 8/15/13 605 609
United States Treasury Note/Bond 4.250% 8/15/13 15,055 15,869
United States Treasury Note/Bond 0.125% 8/31/13 8,940 8,919
United States Treasury Note/Bond 3.125% 8/31/13 7,905 8,221
United States Treasury Note/Bond 0.750% 9/15/13 1,975 1,988
United States Treasury Note/Bond 0.125% 9/30/13 443,005 441,827
United States Treasury Note/Bond 3.125% 9/30/13 303,180 315,971
United States Treasury Note/Bond 0.500% 10/15/13 2,825 2,833
United States Treasury Note/Bond 0.250% 10/31/13 2,825 2,822
United States Treasury Note/Bond 2.750% 10/31/13 548,723 569,728
United States Treasury Note/Bond 0.500% 11/15/13 300 301
United States Treasury Note/Bond 4.250% 11/15/13 60,110 63,895
United States Treasury Note/Bond 0.250% 11/30/13 1,900 1,897
United States Treasury Note/Bond 2.000% 11/30/13 57,785 59,374
United States Treasury Note/Bond 0.750% 12/15/13 6,495 6,541
United States Treasury Note/Bond 0.125% 12/31/13 1,245 1,241
United States Treasury Note/Bond 1.500% 12/31/13 239,735 244,604
United States Treasury Note/Bond 1.750% 1/31/14 216,655 222,173
United States Treasury Note/Bond 1.250% 2/15/14 19,930 20,266
United States Treasury Note/Bond 4.000% 2/15/14 116,620 124,473
United States Treasury Note/Bond 0.250% 2/28/14 371,950 371,254
United States Treasury Note/Bond 1.875% 2/28/14 776,035 798,346
United States Treasury Note/Bond 1.250% 3/15/14 22,570 22,961
United States Treasury Note/Bond 1.750% 3/31/14 430,400 442,236
United States Treasury Note/Bond 1.250% 4/15/14 60,435 61,493
United States Treasury Note/Bond 1.875% 4/30/14 570,575 588,137
United States Treasury Note/Bond 1.000% 5/15/14 734,615 744,025
United States Treasury Note/Bond 4.750% 5/15/14 405,403 442,587
United States Treasury Note/Bond 2.250% 5/31/14 231,990 241,198
United States Treasury Note/Bond 0.750% 6/15/14 5,925 5,969
United States Treasury Note/Bond 2.625% 6/30/14 282,890 296,902
United States Treasury Note/Bond 0.625% 7/15/14 282,825 284,151
United States Treasury Note/Bond 2.625% 7/31/14 173,985 182,794

 

 

United States Treasury Note/Bond 0.500% 8/15/14 462,000 462,651
United States Treasury Note/Bond 4.250% 8/15/14 476,780 519,542
United States Treasury Note/Bond 2.375% 8/31/14 119,735 125,236
United States Treasury Note/Bond 0.250% 9/15/14 26,605 26,472
United States Treasury Note/Bond 2.375% 9/30/14 182,315 190,975
United States Treasury Note/Bond 0.500% 10/15/14 245,445 245,636
United States Treasury Note/Bond 2.375% 10/31/14 264,410 277,176
United States Treasury Note/Bond 0.375% 11/15/14 332,120 331,187
United States Treasury Note/Bond 4.250% 11/15/14 89,025 97,705
United States Treasury Note/Bond 2.125% 11/30/14 609,914 636,220
United States Treasury Note/Bond 0.250% 12/15/14 383,675 381,338
United States Treasury Note/Bond 2.625% 12/31/14 141,070 149,204
United States Treasury Note/Bond 0.250% 1/15/15 116,330 115,567
United States Treasury Note/Bond 2.250% 1/31/15 99,155 103,958
United States Treasury Note/Bond 0.250% 2/15/15 690,925 685,854
United States Treasury Note/Bond 4.000% 2/15/15 163,137 179,247
United States Treasury Note/Bond 11.250% 2/15/15 42,200 55,058
United States Treasury Note/Bond 2.375% 2/28/15 319,107 336,010
United States Treasury Note/Bond 0.375% 3/15/15 329,300 328,012
United States Treasury Note/Bond 2.500% 3/31/15 140,105 148,249
United States Treasury Note/Bond 2.500% 4/30/15 182,305 193,072
United States Treasury Note/Bond 4.125% 5/15/15 237,305 263,297
United States Treasury Note/Bond 2.125% 5/31/15 96,610 101,274
United States Treasury Note/Bond 1.875% 6/30/15 100,865 104,994
United States Treasury Note/Bond 1.750% 7/31/15 249,118 258,343
United States Treasury Note/Bond 4.250% 8/15/15 16,895 18,930
United States Treasury Note/Bond 10.625% 8/15/15 5,935 7,920
United States Treasury Note/Bond 1.250% 8/31/15 91,580 93,511
United States Treasury Note/Bond 1.250% 9/30/15 197,450 201,492
United States Treasury Note/Bond 1.250% 10/31/15 94,765 96,660
United States Treasury Note/Bond 4.500% 11/15/15 319,125 362,456
United States Treasury Note/Bond 9.875% 11/15/15 262,900 349,615
United States Treasury Note/Bond 1.375% 11/30/15 252,290 258,322
United States Treasury Note/Bond 2.125% 12/31/15 248,055 260,924
United States Treasury Note/Bond 2.000% 1/31/16 107,055 112,107
United States Treasury Note/Bond 4.500% 2/15/16 197,550 225,733
United States Treasury Note/Bond 9.250% 2/15/16 2,210 2,929
United States Treasury Note/Bond 2.125% 2/29/16 69,650 73,296
United States Treasury Note/Bond 2.625% 2/29/16 156,760 167,904
United States Treasury Note/Bond 2.375% 3/31/16 70,525 74,900
United States Treasury Note/Bond 2.000% 4/30/16 78,075 81,784
United States Treasury Note/Bond 2.625% 4/30/16 245,360 263,033
United States Treasury Note/Bond 5.125% 5/15/16 259,410 304,604
United States Treasury Note/Bond 7.250% 5/15/16 48,085 60,572
United States Treasury Note/Bond 1.750% 5/31/16 7,435 7,712
United States Treasury Note/Bond 1.500% 6/30/16 216,140 221,814
United States Treasury Note/Bond 3.250% 6/30/16 327,340 359,717
United States Treasury Note/Bond 1.500% 7/31/16 12,310 12,627
United States Treasury Note/Bond 1.000% 8/31/16 7,150 7,178
United States Treasury Note/Bond 3.000% 8/31/16 331,480 361,313
United States Treasury Note/Bond 1.000% 9/30/16 241,210 241,965
United States Treasury Note/Bond 3.000% 9/30/16 457,850 499,345
United States Treasury Note/Bond 1.000% 10/31/16 89,910 90,120
United States Treasury Note/Bond 3.125% 10/31/16 211,860 232,385
United States Treasury Note/Bond 4.625% 11/15/16 106,641 124,204
United States Treasury Note/Bond 7.500% 11/15/16 84,277 109,139
United States Treasury Note/Bond 0.875% 11/30/16 6,079 6,052

 

 

United States Treasury Note/Bond 2.750% 11/30/16 240,022 259,224
United States Treasury Note/Bond 3.250% 12/31/16 65,675 72,509
United States Treasury Note/Bond 0.875% 1/31/17 85,500 84,952
United States Treasury Note/Bond 3.125% 1/31/17 306,060 336,378
United States Treasury Note/Bond 4.625% 2/15/17 36,825 43,108
United States Treasury Note/Bond 0.875% 2/28/17 111,955 111,133
United States Treasury Note/Bond 3.000% 2/28/17 33,875 37,061
United States Treasury Note/Bond 1.000% 3/31/17 400,000 399,064
United States Treasury Note/Bond 3.250% 3/31/17 8,570 9,486
United States Treasury Note/Bond 3.125% 4/30/17 11,200 12,331
United States Treasury Note/Bond 4.500% 5/15/17 163,120 190,824
United States Treasury Note/Bond 8.750% 5/15/17 187,045 258,532
United States Treasury Note/Bond 2.750% 5/31/17 388,760 420,771
United States Treasury Note/Bond 2.500% 6/30/17 462,350 494,428
United States Treasury Note/Bond 2.375% 7/31/17 54,375 57,790
United States Treasury Note/Bond 4.750% 8/15/17 420,505 499,219
United States Treasury Note/Bond 8.875% 8/15/17 43,390 60,916
United States Treasury Note/Bond 1.875% 8/31/17 35,650 36,942
United States Treasury Note/Bond 1.875% 9/30/17 59,575 61,670
United States Treasury Note/Bond 1.875% 10/31/17 209,827 217,072
United States Treasury Note/Bond 4.250% 11/15/17 158,250 184,114
United States Treasury Note/Bond 2.750% 12/31/17 275 298
United States Treasury Note/Bond 2.625% 1/31/18 450 484
United States Treasury Note/Bond 3.500% 2/15/18 151,275 169,924
United States Treasury Note/Bond 2.750% 2/28/18 294,925 319,118
United States Treasury Note/Bond 2.875% 3/31/18 34,300 37,350
United States Treasury Note/Bond 2.625% 4/30/18 36,700 39,424
United States Treasury Note/Bond 3.875% 5/15/18 376,346 431,917
United States Treasury Note/Bond 9.125% 5/15/18 3,685 5,382
United States Treasury Note/Bond 2.375% 5/31/18 407,565 431,192
United States Treasury Note/Bond 2.375% 6/30/18 296,275 313,311
United States Treasury Note/Bond 2.250% 7/31/18 28,950 30,375
United States Treasury Note/Bond 4.000% 8/15/18 171,360 198,536
United States Treasury Note/Bond 1.500% 8/31/18 256,250 256,811
United States Treasury Note/Bond 1.375% 9/30/18 18,600 18,466
United States Treasury Note/Bond 1.750% 10/31/18 181,465 184,243
United States Treasury Note/Bond 3.750% 11/15/18 203,920 233,138
United States Treasury Note/Bond 9.000% 11/15/18 25 37
United States Treasury Note/Bond 2.750% 2/15/19 29,270 31,520
United States Treasury Note/Bond 8.875% 2/15/19 123,475 182,975
United States Treasury Note/Bond 1.375% 2/28/19 126,900 125,056
United States Treasury Note/Bond 1.500% 3/31/19 74,575 73,981
United States Treasury Note/Bond 3.125% 5/15/19 161,085 177,319
United States Treasury Note/Bond 3.625% 8/15/19 195,716 222,046
United States Treasury Note/Bond 8.125% 8/15/19 143,310 208,090
United States Treasury Note/Bond 3.375% 11/15/19 471,533 526,203
United States Treasury Note/Bond 3.625% 2/15/20 337,909 383,050
United States Treasury Note/Bond 8.500% 2/15/20 2,599 3,893
United States Treasury Note/Bond 3.500% 5/15/20 452,328 508,516
United States Treasury Note/Bond 2.625% 8/15/20 245,341 258,567
United States Treasury Note/Bond 8.750% 8/15/20 244,040 375,021
United States Treasury Note/Bond 2.625% 11/15/20 170,139 178,859
United States Treasury Note/Bond 3.625% 2/15/21 340,705 385,583
United States Treasury Note/Bond 7.875% 2/15/21 208,392 309,235
United States Treasury Note/Bond 3.125% 5/15/21 240,395 261,543
United States Treasury Note/Bond 2.125% 8/15/21 538,613 537,940
United States Treasury Note/Bond 8.125% 8/15/21 136,690 207,982

 

 

United States Treasury Note/Bond 2.000% 11/15/21 460,269 452,932
United States Treasury Note/Bond 8.000% 11/15/21 59,855 90,877
United States Treasury Note/Bond 2.000% 2/15/22 243,425 238,671
United States Treasury Note/Bond 7.250% 8/15/22 2,940 4,315
United States Treasury Note/Bond 7.625% 11/15/22 7,450 11,241
United States Treasury Note/Bond 7.125% 2/15/23 161,760 236,978
United States Treasury Note/Bond 6.250% 8/15/23 657,265 909,799
United States Treasury Note/Bond 7.500% 11/15/24 13,725 21,087
United States Treasury Note/Bond 7.625% 2/15/25 712 1,107
United States Treasury Note/Bond 6.875% 8/15/25 94,200 139,107
United States Treasury Note/Bond 6.000% 2/15/26 13,315 18,354
United States Treasury Note/Bond 6.750% 8/15/26 19,660 28,999
United States Treasury Note/Bond 6.500% 11/15/26 45,219 65,433
United States Treasury Note/Bond 6.625% 2/15/27 41,065 60,205
United States Treasury Note/Bond 6.375% 8/15/27 46,885 67,573
United States Treasury Note/Bond 6.125% 11/15/27 15,485 21,858
United States Treasury Note/Bond 5.500% 8/15/28 55,045 73,597
United States Treasury Note/Bond 5.250% 11/15/28 26,720 34,874
United States Treasury Note/Bond 5.250% 2/15/29 138,230 180,801
United States Treasury Note/Bond 6.125% 8/15/29 189,110 271,167
United States Treasury Note/Bond 6.250% 5/15/30 63,523 92,883
United States Treasury Note/Bond 5.375% 2/15/31 23,215 31,177
United States Treasury Note/Bond 4.750% 2/15/37 141,960 179,202
United States Treasury Note/Bond 5.000% 5/15/37 5,119 6,692
United States Treasury Note/Bond 4.500% 5/15/38 2,038 2,488
United States Treasury Note/Bond 3.500% 2/15/39 53,401 55,311
United States Treasury Note/Bond 4.250% 5/15/39 508,264 597,052
United States Treasury Note/Bond 4.500% 8/15/39 455,749 556,656
United States Treasury Note/Bond 4.375% 11/15/39 334,296 400,477
United States Treasury Note/Bond 4.625% 2/15/40 377,451 469,987
United States Treasury Note/Bond 4.375% 5/15/40 261,865 313,788
United States Treasury Note/Bond 3.875% 8/15/40 135,688 149,638
United States Treasury Note/Bond 4.250% 11/15/40 196,900 231,172
United States Treasury Note/Bond 4.750% 2/15/41 298,325 379,061
United States Treasury Note/Bond 4.375% 5/15/41 122,295 146,582
United States Treasury Note/Bond 3.750% 8/15/41 2,495 2,689
United States Treasury Note/Bond 3.125% 11/15/41 391,985 374,836
United States Treasury Note/Bond 3.125% 2/15/42 72,000 68,805
        40,073,039
Agency Bonds and Notes (4.6%)        
Egypt Government AID Bonds 4.450% 9/15/15 16,750 18,734
1 Federal Agricultural Mortgage Corp. 1.250% 12/6/13 5,140 5,213
1 Federal Agricultural Mortgage Corp. 2.125% 9/15/15 2,825 2,924
1 Federal Agricultural Mortgage Corp. 2.000% 7/27/16 3,575 3,701
1 Federal Farm Credit Bank 1.375% 6/25/13 6,800 6,891
1 Federal Farm Credit Bank 3.875% 10/7/13 37,650 39,632
1 Federal Farm Credit Bank 1.125% 2/27/14 8,000 8,106
1 Federal Farm Credit Bank 2.625% 4/17/14 13,185 13,771
1 Federal Farm Credit Bank 3.000% 9/22/14 5,625 5,962
1 Federal Farm Credit Bank 1.625% 11/19/14 13,425 13,788
1 Federal Farm Credit Bank 1.500% 11/16/15 6,825 6,991
1 Federal Farm Credit Bank 4.875% 12/16/15 1,625 1,863
1 Federal Farm Credit Bank 1.050% 3/28/16 4,000 4,016
1 Federal Farm Credit Bank 5.125% 8/25/16 9,075 10,648
1 Federal Farm Credit Bank 4.875% 1/17/17 8,030 9,405
1 Federal Farm Credit Bank 5.150% 11/15/19 15,675 19,147
1 Federal Home Loan Banks 3.625% 5/29/13 150 156

 

 

1 Federal Home Loan Banks 3.875% 6/14/13 5,125 5,346
1 Federal Home Loan Banks 5.375% 6/14/13 12,150 12,891
1 Federal Home Loan Banks 1.875% 6/21/13 90,705 92,466
1 Federal Home Loan Banks 5.125% 8/14/13 4,560 4,860
1 Federal Home Loan Banks 4.000% 9/6/13 46,725 49,156
1 Federal Home Loan Banks 5.250% 9/13/13 9,200 9,847
1 Federal Home Loan Banks 4.500% 9/16/13 24,625 26,109
1 Federal Home Loan Banks 3.625% 10/18/13 65,100 68,376
1 Federal Home Loan Banks 0.375% 11/27/13 24,925 24,925
1 Federal Home Loan Banks 4.875% 11/27/13 19,900 21,367
1 Federal Home Loan Banks 3.125% 12/13/13 32,925 34,433
1 Federal Home Loan Banks 0.875% 12/27/13 29,800 30,063
1 Federal Home Loan Banks 1.375% 5/28/14 22,000 22,439
1 Federal Home Loan Banks 2.500% 6/13/14 37,450 39,089
1 Federal Home Loan Banks 5.500% 8/13/14 88,275 98,758
1 Federal Home Loan Banks 4.500% 11/14/14 35,450 39,016
1 Federal Home Loan Banks 2.750% 12/12/14 18,950 20,038
1 Federal Home Loan Banks 3.125% 3/11/16 26,225 28,396
1 Federal Home Loan Banks 5.375% 5/18/16 36,700 43,277
1 Federal Home Loan Banks 5.625% 6/13/16 3,705 4,179
1 Federal Home Loan Banks 5.125% 10/19/16 15,845 18,606
1 Federal Home Loan Banks 4.750% 12/16/16 21,510 25,081
1 Federal Home Loan Banks 4.875% 5/17/17 97,785 115,710
1 Federal Home Loan Banks 5.000% 11/17/17 7,100 8,491
1 Federal Home Loan Banks 5.375% 8/15/18 4,750 5,809
1 Federal Home Loan Banks 4.125% 3/13/20 10,515 12,049
1 Federal Home Loan Banks 5.250% 12/11/20 6,850 8,439
1 Federal Home Loan Banks 5.625% 6/11/21 1,125 1,419
1 Federal Home Loan Banks 5.375% 8/15/24 24,600 30,827
1 Federal Home Loan Banks 5.500% 7/15/36 14,250 17,726
2 Federal Home Loan Mortgage Corp. 1.625% 4/15/13 91,330 92,611
2 Federal Home Loan Mortgage Corp. 3.750% 6/28/13 9,790 10,209
2 Federal Home Loan Mortgage Corp. 4.500% 7/15/13 58,120 61,255
2 Federal Home Loan Mortgage Corp. 4.125% 9/27/13 33,215 35,075
2 Federal Home Loan Mortgage Corp. 0.375% 10/30/13 45,600 45,615
2 Federal Home Loan Mortgage Corp. 4.875% 11/15/13 49,625 53,227
2 Federal Home Loan Mortgage Corp. 0.375% 11/27/13 32,350 32,350
2 Federal Home Loan Mortgage Corp. 2.500% 1/7/14 5,300 5,498
2 Federal Home Loan Mortgage Corp. 4.500% 1/15/14 29,155 31,289
2 Federal Home Loan Mortgage Corp. 1.375% 2/25/14 44,925 45,766
2 Federal Home Loan Mortgage Corp. 2.500% 4/23/14 106,825 111,342
2 Federal Home Loan Mortgage Corp. 0.375% 4/28/14 74,000 73,879
2 Federal Home Loan Mortgage Corp. 5.000% 7/15/14 47,900 52,800
2 Federal Home Loan Mortgage Corp. 3.000% 7/28/14 82,250 87,002
2 Federal Home Loan Mortgage Corp. 1.000% 7/30/14 24,625 24,919
2 Federal Home Loan Mortgage Corp. 1.000% 8/20/14 7,500 7,583
2 Federal Home Loan Mortgage Corp. 1.000% 8/27/14 12,500 12,648
2 Federal Home Loan Mortgage Corp. 0.500% 9/19/14 12,500 12,483
2 Federal Home Loan Mortgage Corp. 0.000% 11/24/14 7,400 7,246
2 Federal Home Loan Mortgage Corp. 0.750% 11/25/14 33,800 33,961
2 Federal Home Loan Mortgage Corp. 0.625% 12/29/14 128,250 128,377
2 Federal Home Loan Mortgage Corp. 5.050% 1/26/15 600 674
2 Federal Home Loan Mortgage Corp. 2.875% 2/9/15 550 586
2 Federal Home Loan Mortgage Corp. 0.500% 4/17/15 129,925 129,266
2 Federal Home Loan Mortgage Corp. 1.750% 9/10/15 25,000 25,831
2 Federal Home Loan Mortgage Corp. 5.250% 4/18/16 48,925 57,171
2 Federal Home Loan Mortgage Corp. 2.500% 5/27/16 13,600 14,417

 

 

2 Federal Home Loan Mortgage Corp. 5.500% 7/18/16 91,500 108,475
2 Federal Home Loan Mortgage Corp. 2.000% 8/25/16 51,675 53,670
2 Federal Home Loan Mortgage Corp. 5.000% 2/16/17 28,225 33,230
2 Federal Home Loan Mortgage Corp. 1.000% 3/8/17 35,000 34,586
2 Federal Home Loan Mortgage Corp. 5.000% 4/18/17 10,000 11,812
2 Federal Home Loan Mortgage Corp. 1.250% 5/12/17 60,000 59,857
2 Federal Home Loan Mortgage Corp. 5.500% 8/23/17 33,450 40,590
2 Federal Home Loan Mortgage Corp. 5.125% 11/17/17 6,670 7,994
2 Federal Home Loan Mortgage Corp. 4.875% 6/13/18 22,750 27,127
2 Federal Home Loan Mortgage Corp. 3.750% 3/27/19 121,210 136,229
2 Federal Home Loan Mortgage Corp. 2.375% 1/13/22 26,000 25,516
2 Federal Home Loan Mortgage Corp. 6.750% 9/15/29 11,375 16,151
2 Federal Home Loan Mortgage Corp. 6.750% 3/15/31 38,739 55,589
2 Federal Home Loan Mortgage Corp. 6.250% 7/15/32 524 724
2 Federal National Mortgage Assn. 4.625% 5/1/13 23,794 24,909
2 Federal National Mortgage Assn. 1.750% 5/7/13 5,307 5,392
2 Federal National Mortgage Assn. 3.875% 7/12/13 14,240 14,890
2 Federal National Mortgage Assn. 0.500% 8/9/13 27,148 27,220
2 Federal National Mortgage Assn. 1.250% 8/20/13 46,245 46,842
2 Federal National Mortgage Assn. 4.625% 10/15/13 81,995 87,354
2 Federal National Mortgage Assn. 2.875% 12/11/13 11,175 11,648
2 Federal National Mortgage Assn. 0.750% 12/18/13 121,625 122,424
2 Federal National Mortgage Assn. 5.125% 1/2/14 3,600 3,868
2 Federal National Mortgage Assn. 1.250% 2/27/14 125,170 127,174
2 Federal National Mortgage Assn. 2.750% 3/13/14 37,950 39,675
2 Federal National Mortgage Assn. 4.125% 4/15/14 26,200 28,163
2 Federal National Mortgage Assn. 2.500% 5/15/14 42,050 43,871
2 Federal National Mortgage Assn. 1.125% 6/27/14 12,775 12,960
2 Federal National Mortgage Assn. 0.875% 8/28/14 32,700 32,989
2 Federal National Mortgage Assn. 3.000% 9/16/14 32,075 34,018
2 Federal National Mortgage Assn. 4.625% 10/15/14 28,500 31,422
2 Federal National Mortgage Assn. 0.625% 10/30/14 35,500 35,560
2 Federal National Mortgage Assn. 2.625% 11/20/14 8,750 9,224
2 Federal National Mortgage Assn. 0.750% 12/19/14 50,525 50,744
2 Federal National Mortgage Assn. 0.375% 3/16/15 89,600 88,936
2 Federal National Mortgage Assn. 5.000% 4/15/15 16,960 19,181
2 Federal National Mortgage Assn. 2.375% 7/28/15 30,125 31,740
2 Federal National Mortgage Assn. 2.000% 9/21/15 12,000 12,505
2 Federal National Mortgage Assn. 4.375% 10/15/15 17,755 19,965
2 Federal National Mortgage Assn. 1.625% 10/26/15 18,450 18,972
2 Federal National Mortgage Assn. 8.200% 3/10/16 50 64
2 Federal National Mortgage Assn. 5.000% 3/15/16 5,850 6,772
2 Federal National Mortgage Assn. 2.375% 4/11/16 57,155 60,298
2 Federal National Mortgage Assn. 5.250% 9/15/16 22,175 26,144
2 Federal National Mortgage Assn. 1.250% 9/28/16 55,325 55,619
2 Federal National Mortgage Assn. 1.375% 11/15/16 75,450 76,183
2 Federal National Mortgage Assn. 1.250% 1/30/17 25,100 25,149
2 Federal National Mortgage Assn. 5.000% 2/13/17 79,525 93,602
2 Federal National Mortgage Assn. 1.125% 4/27/17 83,900 83,189
2 Federal National Mortgage Assn. 5.000% 5/11/17 119,951 141,828
2 Federal National Mortgage Assn. 5.375% 6/12/17 23,580 28,354
2 Federal National Mortgage Assn. 0.000% 10/9/19 14,545 11,332
2 Federal National Mortgage Assn. 6.250% 5/15/29 1,250 1,691
2 Federal National Mortgage Assn. 7.125% 1/15/30 24,980 36,802
2 Federal National Mortgage Assn. 7.250% 5/15/30 46,901 70,176
2 Federal National Mortgage Assn. 6.625% 11/15/30 6,795 9,634
2 Federal National Mortgage Assn. 5.625% 7/15/37 7,240 9,471

 

 

1 Financing Corp. 9.800% 4/6/18 1,750 2,516
1 Financing Corp. 9.650% 11/2/18 10,535 15,376
1 Financing Corp. Fico 10.350% 8/3/18 4,900 7,282
1 Financing Corp. Fico 9.700% 4/5/19 1,575 2,323
  Israel Government AID Bond 5.500% 12/4/23 3,200 4,018
  Israel Government AID Bond 5.500% 4/26/24 19,280 24,191
  Private Export Funding Corp. 3.550% 4/15/13 2,275 2,352
  Private Export Funding Corp. 3.050% 10/15/14 4,600 4,879
  Private Export Funding Corp. 1.375% 2/15/17 2,025 2,034
  Private Export Funding Corp. 2.250% 12/15/17 4,600 4,762
  Private Export Funding Corp. 4.375% 3/15/19 8,700 10,036
  Private Export Funding Corp. 4.300% 12/15/21 3,800 4,342
  Private Export Funding Corp. 2.800% 5/15/22 2,625 2,658
  Resolution Funding Corp. 8.125% 10/15/19 450 636
  Resolution Funding Corp. 8.875% 7/15/20 180 268
  Resolution Funding Corp. 8.625% 1/15/30 110 177
  Small Business Administration Variable Rate        
  Interest Only Custodial Receipts (U.S.        
  Government Guaranteed) 2.719% 7/15/17 4,449 20
1 Tennessee Valley Authority 4.750% 8/1/13 4,000 4,233
1 Tennessee Valley Authority 5.500% 7/18/17 17,100 20,618
1 Tennessee Valley Authority 4.500% 4/1/18 6,325 7,358
1 Tennessee Valley Authority 3.875% 2/15/21 9,400 10,500
1 Tennessee Valley Authority 6.750% 11/1/25 1,985 2,750
1 Tennessee Valley Authority 7.125% 5/1/30 27,025 39,277
1 Tennessee Valley Authority 4.650% 6/15/35 15,169 16,646
1 Tennessee Valley Authority 5.880% 4/1/36 9,850 12,778
1 Tennessee Valley Authority 6.150% 1/15/38 135 180
1 Tennessee Valley Authority 5.500% 6/15/38 2,550 3,133
1 Tennessee Valley Authority 5.250% 9/15/39 9,068 10,841
1 Tennessee Valley Authority 4.875% 1/15/48 6,825 7,741
1 Tennessee Valley Authority 5.375% 4/1/56 6,250 7,716
1 Tennessee Valley Authority 4.625% 9/15/60 7,468 8,071
          4,852,432
Conventional Mortgage-Backed Securities (26.2%)        
2,3,4 Fannie Mae Pool 3.000% 12/1/26–4/1/42 471,665 487,795
2,3,4 Fannie Mae Pool 3.500% 7/1/13–4/1/42 1,241,199 1,290,678
2,3,4 Fannie Mae Pool 4.000% 5/1/12–4/1/42 2,358,300 2,483,830
2,3,4 Fannie Mae Pool 4.500% 9/1/13–4/1/42 2,133,373 2,277,275
2,3,4 Fannie Mae Pool 5.000% 3/1/17–4/1/42 1,925,519 2,083,866
2,3,4 Fannie Mae Pool 5.500% 2/1/14–4/1/42 1,692,964 1,854,050
2,4 Fannie Mae Pool 6.000% 3/1/13–7/1/40 1,232,540 1,364,933
2,3,4 Fannie Mae Pool 6.500% 12/1/12–4/1/42 404,703 455,079
2,4 Fannie Mae Pool 7.000% 8/1/12–11/1/38 110,194 125,612
2,4 Fannie Mae Pool 7.500% 4/1/15–12/1/32 7,525 8,461
2,4 Fannie Mae Pool 8.000% 8/1/12–9/1/31 2,285 2,594
2,4 Fannie Mae Pool 8.500% 9/1/15–5/1/32 892 1,022
2,4 Fannie Mae Pool 9.000% 2/1/17–8/1/30 239 265
2,4 Fannie Mae Pool 9.500% 8/1/16–11/1/25 276 321
2,4 Fannie Mae Pool 10.000% 10/1/14–11/1/19 31 34
2,4 Fannie Mae Pool 11.000% 9/1/19 2 3
2,3,4 Freddie Mac Gold Pool 3.000% 4/1/27 306,125 316,457
2,3,4 Freddie Mac Gold Pool 3.500% 6/1/19–4/1/42 649,594 675,004
2,3,4 Freddie Mac Gold Pool 4.000% 7/1/13–4/1/42 1,413,809 1,485,919
2,3,4 Freddie Mac Gold Pool 4.500% 6/1/12–4/1/42 1,448,743 1,541,071
2,3,4 Freddie Mac Gold Pool 5.000% 4/1/12–4/1/42 1,257,528 1,355,863
2,3,4 Freddie Mac Gold Pool 5.500% 12/1/13–4/1/42 1,236,050 1,346,606

 

 

2,3,4 Freddie Mac Gold Pool 6.000% 5/1/12–4/1/42 789,334 873,153
2,4 Freddie Mac Gold Pool 6.500% 4/1/12–9/1/39 224,182 251,951
2,4 Freddie Mac Gold Pool 7.000% 5/1/12–12/1/38 49,792 56,670
2,4 Freddie Mac Gold Pool 7.500% 4/1/12–2/1/32 4,587 5,210
2,4 Freddie Mac Gold Pool 8.000% 6/1/12–1/1/32 3,969 4,513
2,4 Freddie Mac Gold Pool 8.500% 3/1/21–7/1/31 754 867
2,4 Freddie Mac Gold Pool 9.000% 7/1/20–3/1/31 551 626
2,4 Freddie Mac Gold Pool 9.500% 4/1/16–6/1/25 100 113
2,4 Freddie Mac Gold Pool 10.000% 10/1/16–4/1/25 14 17
2,4 Freddie Mac Non Gold Pool 8.000% 2/1/17–6/1/17 15 16
2,4 Freddie Mac Non Gold Pool 8.500% 6/1/18 26 30
2,4 Freddie Mac Non Gold Pool 9.000% 7/1/16   1
2,4 Freddie Mac Non Gold Pool 9.500% 10/1/18–3/1/20 3 4
3,4 Ginnie Mae I Pool 3.500% 2/15/26–4/1/42 123,957 130,185
3,4 Ginnie Mae I Pool 4.000% 8/15/18–4/1/42 549,160 589,967
3,4 Ginnie Mae I Pool 4.500% 5/15/18–4/1/42 950,822 1,036,812
4 Ginnie Mae I Pool 4.750% 8/15/33 15 17
3,4 Ginnie Mae I Pool 5.000% 1/15/17–4/1/42 654,723 724,485
3,4 Ginnie Mae I Pool 5.500% 3/15/15–4/1/42 396,041 444,138
3,4 Ginnie Mae I Pool 6.000% 3/15/13–4/1/42 283,785 321,229
4 Ginnie Mae I Pool 6.500% 3/15/13–1/15/39 81,170 92,885
4 Ginnie Mae I Pool 7.000% 6/15/12–9/15/36 14,142 16,330
4 Ginnie Mae I Pool 7.250% 9/15/25 39 45
4 Ginnie Mae I Pool 7.500% 8/15/12–6/15/32 5,595 6,347
4 Ginnie Mae I Pool 7.750% 2/15/30 3 4
4 Ginnie Mae I Pool 7.900% 2/15/21 2 2
4 Ginnie Mae I Pool 8.000% 8/15/16–12/15/30 3,981 4,486
4 Ginnie Mae I Pool 8.250% 6/15/27 4 4
4 Ginnie Mae I Pool 8.500% 1/15/17–3/15/31 837 924
4 Ginnie Mae I Pool 9.000% 5/15/16–2/15/31 1,415 1,569
4 Ginnie Mae I Pool 9.500% 7/15/16–9/15/25 370 418
4 Ginnie Mae I Pool 10.000% 2/15/18–2/15/25 142 156
4 Ginnie Mae I Pool 10.500% 7/15/15–4/15/25 92 98
4 Ginnie Mae I Pool 11.000% 9/15/15–11/15/15 10 10
4 Ginnie Mae I Pool 11.500% 3/15/13–4/15/16 7 8
4 Ginnie Mae II Pool 3.000% 2/20/27–2/20/27 2,318 2,437
3,4 Ginnie Mae II Pool 3.500% 9/20/25–4/1/42 332,685 346,876
3,4 Ginnie Mae II Pool 4.000% 9/20/25–4/1/42 850,683 913,079
3,4 Ginnie Mae II Pool 4.500% 4/20/18–5/1/42 1,158,593 1,262,846
3,4 Ginnie Mae II Pool 5.000% 12/20/32–4/1/42 792,067 874,057
4 Ginnie Mae II Pool 5.500% 8/20/23–8/20/41 281,513 313,595
4 Ginnie Mae II Pool 6.000% 7/20/23–3/20/41 159,765 179,284
4 Ginnie Mae II Pool 6.500% 12/20/23–9/20/40 59,054 67,094
4 Ginnie Mae II Pool 7.000% 3/20/28–11/20/38 4,584 5,224
4 Ginnie Mae II Pool 7.500% 8/20/30 9 10
4 Ginnie Mae II Pool 8.500% 10/20/30 18 21
          27,684,551
Nonconventional Mortgage-Backed Securities (1.1%)        
2,4,5 Fannie Mae Pool 2.246% 12/1/35 21 23
2,4,5 Fannie Mae Pool 2.315% 10/1/34–12/1/36 92 97
2,4,5 Fannie Mae Pool 2.392% 9/1/33 19 20
2,4,5 Fannie Mae Pool 2.393% 9/1/34 1,640 1,747
2,4,5 Fannie Mae Pool 2.400% 11/1/32–2/1/37 3,307 3,418
2,4,5 Fannie Mae Pool 2.418% 2/1/37 6 7
2,4,5 Fannie Mae Pool 2.437% 1/1/35 3,166 3,385
2,4,5 Fannie Mae Pool 2.440% 11/1/36 73 77
2,4,5 Fannie Mae Pool 2.485% 12/1/35 9,361 10,040

 

 

2,4,5 Fannie Mae Pool 2.518% 12/1/35 12,201 12,920
2,4,5 Fannie Mae Pool 2.560% 9/1/33 40 42
2,4 Fannie Mae Pool 2.567% 12/1/40 8,950 9,222
2,4 Fannie Mae Pool 2.574% 10/1/40 14,016 14,449
2,4,5 Fannie Mae Pool 2.596% 2/1/36 3,824 3,900
2,4,5 Fannie Mae Pool 2.647% 5/1/35 2,456 2,600
2,4,5 Fannie Mae Pool 2.681% 8/1/35 7,593 7,747
2,4,5 Fannie Mae Pool 2.685% 11/1/33 2,903 3,134
2,4,5 Fannie Mae Pool 2.728% 1/1/37 2,871 3,070
2,4,5 Fannie Mae Pool 2.772% 4/1/36 5,330 5,694
2,4,5 Fannie Mae Pool 2.793% 2/1/36 2,144 2,180
2,4 Fannie Mae Pool 2.800% 3/1/42 12,391 12,916
2,4 Fannie Mae Pool 2.823% 1/1/42 8,019 8,375
2,4 Fannie Mae Pool 2.826% 3/1/41 10,876 11,293
2,4,5 Fannie Mae Pool 2.860% 2/1/37 4,601 4,812
2,4,5 Fannie Mae Pool 2.900% 10/1/36 1,958 2,125
2,4 Fannie Mae Pool 2.925% 12/1/40 6,475 6,706
2,4 Fannie Mae Pool 3.014% 3/1/41 5,871 6,116
2,4 Fannie Mae Pool 3.073% 2/1/41 6,442 6,681
2,4 Fannie Mae Pool 3.121% 2/1/41 7,784 8,124
2,4 Fannie Mae Pool 3.127% 12/1/40 7,567 7,891
2,4 Fannie Mae Pool 3.163% 2/1/41 9,759 10,133
2,4 Fannie Mae Pool 3.174% 12/1/40 10,068 10,510
2,4 Fannie Mae Pool 3.204% 8/1/40 11,465 11,963
2,4 Fannie Mae Pool 3.214% 9/1/40 13,142 13,713
2,4 Fannie Mae Pool 3.238% 10/1/40 14,719 15,372
2,4 Fannie Mae Pool 3.252% 11/1/40 5,550 5,796
2,4 Fannie Mae Pool 3.297% 1/1/41 10,795 11,534
2,4 Fannie Mae Pool 3.298% 1/1/40 7,708 8,044
2,4 Fannie Mae Pool 3.365% 1/1/40 16,857 17,604
2,4 Fannie Mae Pool 3.373% 5/1/40 5,316 5,563
2,4 Fannie Mae Pool 3.448% 12/1/39 25,075 26,196
2,4 Fannie Mae Pool 3.509% 5/1/40 4,589 4,811
2,4 Fannie Mae Pool 3.534% 3/1/40 14,161 14,841
2,4 Fannie Mae Pool 3.542% 10/1/39 4,818 5,043
2,4 Fannie Mae Pool 3.580% 8/1/39 4,963 5,212
2,4 Fannie Mae Pool 3.600% 4/1/41 11,052 11,516
2,4 Fannie Mae Pool 3.613% 11/1/39 2,763 2,894
2,4 Fannie Mae Pool 3.628% 11/1/39 6,456 6,765
2,4 Fannie Mae Pool 3.670% 7/1/39 4,423 4,633
2,4,5 Fannie Mae Pool 3.679% 3/1/37 2,612 2,751
2,4 Fannie Mae Pool 3.696% 5/1/40 17,487 18,372
2,4,5 Fannie Mae Pool 3.712% 12/1/35 6,554 6,912
2,4 Fannie Mae Pool 3.766% 2/1/40 23,240 24,901
2,4 Fannie Mae Pool 3.831% 9/1/40 14,595 15,881
2,4 Fannie Mae Pool 4.024% 7/1/35 2,437 2,583
2,4 Fannie Mae Pool 4.205% 12/1/39 14,654 15,569
2,4,5 Fannie Mae Pool 4.392% 8/1/37 9,075 9,594
2,4 Fannie Mae Pool 4.494% 11/1/34 4,470 4,747
2,4 Fannie Mae Pool 4.582% 8/1/35 4,492 4,763
2,4 Fannie Mae Pool 4.782% 5/1/33 13 13
2,4,5 Fannie Mae Pool 4.850% 3/1/37 2,941 3,099
2,4,5 Fannie Mae Pool 4.870% 10/1/38 10,897 11,671
2,4 Fannie Mae Pool 4.875% 7/1/38 2,816 3,023
2,4 Fannie Mae Pool 4.950% 1/1/35 17 19
2,4,5 Fannie Mae Pool 4.985% 3/1/37 4,320 4,608
2,4 Fannie Mae Pool 4.998% 12/1/33 1,777 1,897

 

 

2,4 Fannie Mae Pool 5.015% 11/1/33 1,290 1,379
2,4 Fannie Mae Pool 5.098% 3/1/38 4,284 4,629
2,4,5 Fannie Mae Pool 5.190% 3/1/37 5,095 5,343
2,4 Fannie Mae Pool 5.197% 6/1/35 71 76
2,4 Fannie Mae Pool 5.208% 7/1/38 427 457
2,4 Fannie Mae Pool 5.227% 7/1/36 3,446 3,719
2,4 Fannie Mae Pool 5.282% 11/1/35 15 16
2,4 Fannie Mae Pool 5.364% 12/1/35 2,711 2,920
2,4 Fannie Mae Pool 5.412% 8/1/38 204 219
2,4 Fannie Mae Pool 5.490% 4/1/37 595 640
2,4 Fannie Mae Pool 5.582% 5/1/36 2,236 2,424
2,4,5 Fannie Mae Pool 5.613% 6/1/37 1,997 2,115
2,4,5 Fannie Mae Pool 5.659% 4/1/37 3,008 3,127
2,4 Fannie Mae Pool 5.713% 4/1/37 4,903 5,311
2,4 Fannie Mae Pool 5.739% 12/1/37 6,398 6,848
2,4 Fannie Mae Pool 5.865% 1/1/37 466 503
2,4,5 Fannie Mae Pool 5.874% 8/1/37 4,647 4,980
2,4 Fannie Mae Pool 5.880% 4/1/36 2,630 2,832
2,4 Fannie Mae Pool 5.906% 6/1/36 835 901
2,4 Fannie Mae Pool 5.921% 10/1/37 5,714 6,191
2,4 Fannie Mae Pool 5.948% 11/1/36 3,119 3,372
2,4 Fannie Mae Pool 5.988% 7/1/37 1,348 1,457
2,4,5 Fannie Mae Pool 6.246% 9/1/37 2,720 2,836
2,4,5 Freddie Mac Non Gold Pool 2.304% 1/1/37 3,509 3,703
2,4,5 Freddie Mac Non Gold Pool 2.364% 12/1/34 7,915 8,398
2,4,5 Freddie Mac Non Gold Pool 2.375% 11/1/34 3,558 3,747
2,4,5 Freddie Mac Non Gold Pool 2.440% 12/1/34 57 60
2,4,5 Freddie Mac Non Gold Pool 2.500% 4/1/33 26 28
2,4,5 Freddie Mac Non Gold Pool 2.518% 12/1/34 2,833 2,997
2,4,5 Freddie Mac Non Gold Pool 2.547% 4/1/35 329 352
2,4,5 Freddie Mac Non Gold Pool 2.580% 12/1/36 4,601 4,835
2,4,5 Freddie Mac Non Gold Pool 2.587% 3/1/36 6,743 7,221
2,4,5 Freddie Mac Non Gold Pool 2.621% 12/1/34 42 45
2,4 Freddie Mac Non Gold Pool 2.623% 12/1/40 6,981 7,208
2,4,5 Freddie Mac Non Gold Pool 2.625% 6/1/37 3,175 3,388
2,4,5 Freddie Mac Non Gold Pool 2.631% 1/1/35 404 436
2,4,5 Freddie Mac Non Gold Pool 2.695% 5/1/33 113 118
2,4 Freddie Mac Non Gold Pool 2.718% 12/1/40 14,204 14,687
2,4,5 Freddie Mac Non Gold Pool 2.745% 3/1/37 7,052 7,458
2,4,5 Freddie Mac Non Gold Pool 2.750% 3/1/36 20 20
2,4,5 Freddie Mac Non Gold Pool 2.760% 3/1/37 170 181
2,4 Freddie Mac Non Gold Pool 2.764% 11/1/40 6,625 6,861
2,4 Freddie Mac Non Gold Pool 2.824% 1/1/41 11,065 11,401
2,4,5 Freddie Mac Non Gold Pool 2.876% 4/1/37 6,337 6,492
2,4 Freddie Mac Non Gold Pool 2.977% 2/1/41 16,330 17,005
2,4 Freddie Mac Non Gold Pool 3.075% 3/1/41 8,164 8,516
2,4,5 Freddie Mac Non Gold Pool 3.142% 3/1/37 727 751
2,4 Freddie Mac Non Gold Pool 3.150% 11/1/40 8,623 9,000
2,4 Freddie Mac Non Gold Pool 3.182% 7/1/35 2,752 2,900
2,4 Freddie Mac Non Gold Pool 3.270% 6/1/40 6,338 6,624
2,4 Freddie Mac Non Gold Pool 3.328% 4/1/40 9,837 10,285
2,4 Freddie Mac Non Gold Pool 3.352% 5/1/40 2,956 3,093
2,4 Freddie Mac Non Gold Pool 3.453% 5/1/40 3,768 3,945
2,4 Freddie Mac Non Gold Pool 3.506% 8/1/40 13,863 14,910
2,4 Freddie Mac Non Gold Pool 3.579% 11/1/39 15,090 15,816
2,4 Freddie Mac Non Gold Pool 3.603% 6/1/40 13,318 13,965
2,4 Freddie Mac Non Gold Pool 3.607% 6/1/40 8,439 8,864

 

 

2,4,5 Freddie Mac Non Gold Pool 3.620% 4/1/37 59 62
2,4 Freddie Mac Non Gold Pool 3.622% 1/1/40 8,173 8,568
2,4 Freddie Mac Non Gold Pool 3.674% 9/1/40 12,043 12,642
2,4,5 Freddie Mac Non Gold Pool 3.824% 4/1/37 4,097 4,311
2,4 Freddie Mac Non Gold Pool 3.970% 12/1/39 2,398 2,538
2,4 Freddie Mac Non Gold Pool 3.973% 3/1/40 19,888 20,958
2,4,5 Freddie Mac Non Gold Pool 4.023% 6/1/36 12 12
2,4 Freddie Mac Non Gold Pool 4.693% 6/1/34 24 25
2,4 Freddie Mac Non Gold Pool 4.788% 5/1/38 2,065 2,209
2,4 Freddie Mac Non Gold Pool 4.828% 4/1/37 6,310 6,517
2,4 Freddie Mac Non Gold Pool 4.874% 3/1/37 4,178 4,362
2,4 Freddie Mac Non Gold Pool 4.895% 12/1/35 10,679 11,276
2,4 Freddie Mac Non Gold Pool 4.913% 5/1/35 4,467 4,760
2,4 Freddie Mac Non Gold Pool 5.027% 10/1/36 6,125 6,638
2,4 Freddie Mac Non Gold Pool 5.036% 6/1/35 10 11
2,4 Freddie Mac Non Gold Pool 5.042% 7/1/38 6,009 6,452
2,4 Freddie Mac Non Gold Pool 5.180% 8/1/34 12 13
2,4 Freddie Mac Non Gold Pool 5.231% 11/1/33 11 12
2,4 Freddie Mac Non Gold Pool 5.247% 3/1/38 8,579 9,277
2,4 Freddie Mac Non Gold Pool 5.335% 8/1/37 162 171
2,4 Freddie Mac Non Gold Pool 5.371% 12/1/35–5/1/37 3,425 3,612
2,4 Freddie Mac Non Gold Pool 5.486% 1/1/38 5,991 6,459
2,4 Freddie Mac Non Gold Pool 5.529% 2/1/36 3,464 3,715
2,4 Freddie Mac Non Gold Pool 5.542% 3/1/37 1,569 1,689
2,4 Freddie Mac Non Gold Pool 5.615% 3/1/37 700 737
2,4 Freddie Mac Non Gold Pool 5.715% 6/1/37 6,192 6,472
2,4 Freddie Mac Non Gold Pool 5.727% 11/1/36 1,803 1,911
2,4 Freddie Mac Non Gold Pool 5.746% 5/1/36 5,598 5,973
2,4 Freddie Mac Non Gold Pool 5.748% 9/1/36 12,887 13,843
2,4 Freddie Mac Non Gold Pool 5.763% 3/1/37 2,787 3,008
2,4 Freddie Mac Non Gold Pool 5.782% 9/1/37 13,539 14,693
2,4 Freddie Mac Non Gold Pool 5.800% 6/1/37–10/1/37 10,754 11,456
2,4 Freddie Mac Non Gold Pool 5.812% 8/1/37 5,506 6,002
2,4 Freddie Mac Non Gold Pool 5.846% 5/1/37 6,775 7,348
2,4 Freddie Mac Non Gold Pool 5.886% 1/1/37 2,178 2,350
2,4 Freddie Mac Non Gold Pool 5.896% 6/1/37 2,989 3,127
2,4 Freddie Mac Non Gold Pool 5.912% 12/1/36 1,886 2,040
2,4 Freddie Mac Non Gold Pool 6.044% 12/1/36 4,454 4,837
2,4 Freddie Mac Non Gold Pool 6.069% 10/1/37 852 923
2,4 Freddie Mac Non Gold Pool 6.121% 8/1/37 2,003 2,172
2,4 Freddie Mac Non Gold Pool 6.397% 2/1/37 2,139 2,318
4,5 Ginnie Mae II Pool 2.375% 6/20/29 231 239
4 Ginnie Mae II Pool 2.500% 1/20/41–1/20/42 81,457 84,539
4 Ginnie Mae II Pool 3.000% 12/20/40–11/20/41 44,505 46,763
4 Ginnie Mae II Pool 3.500% 1/20/41 10,096 10,695
4 Ginnie Mae II Pool 4.000% 9/20/39–10/20/41 63,936 67,347
4 Ginnie Mae II Pool 4.500% 10/20/39 1,847 1,975
4 Ginnie Mae II Pool 5.000% 7/20/38–10/20/38 4,343 4,599
          1,170,618
Total U.S. Government and Agency Obligations (Cost $70,448,912)   73,780,640
Asset-Backed/Commercial Mortgage-Backed Securities (2.6%)      
6 BA Covered Bond Issuer 5.500% 6/14/12 17,750 17,879
4 Banc of America Merrill Lynch Commercial        
  Mortgage Inc. 4.050% 11/10/38 729 728
4 Banc of America Merrill Lynch Commercial        
  Mortgage Inc. 4.153% 11/10/38 4,250 4,390

 

 

4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.544% 6/10/39 11,615 12,366
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 4.877% 7/10/42 19,991 21,016
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.075% 11/10/42 4,335 4,436
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 4.727% 7/10/43 4,695 4,969
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.118% 7/11/43 1,096 1,099
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.730% 5/10/45 11,250 12,881
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.766% 5/10/45 3,290 2,909
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.372% 9/10/45 20,200 22,795
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.421% 9/10/45 185 196
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.115% 10/10/45 16,101 18,049
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.120% 10/10/45 875 879
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.634% 7/10/46 22,705 25,657
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.695% 7/10/46 2,850 2,411
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.193% 9/10/47 3,520 3,517
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.193% 9/10/47 3,204 3,425
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.414% 9/10/47 11,525 12,825
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.448% 9/10/47 2,175 2,148
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 6.200% 2/10/51 21,200 24,800
6 Banco Bilbao Vizcaya Argentaria SA 5.750% 7/20/17 1,975 2,049
6 Bank of Scotland plc 5.250% 2/21/17 12,135 13,206
4 Bear Stearns Commercial Mortgage        
Securities 6.460% 10/15/36 13 13
4 Bear Stearns Commercial Mortgage        
Securities 5.540% 4/12/38 21,037 24,064
4 Bear Stearns Commercial Mortgage        
Securities 5.541% 4/12/38 4,525 4,898
4 Bear Stearns Commercial Mortgage        
Securities 4.830% 8/15/38 17,608 17,740
4 Bear Stearns Commercial Mortgage        
Securities 5.758% 9/11/38 5,500 5,860
4 Bear Stearns Commercial Mortgage        
Securities 5.451% 3/11/39 24,500 27,792
4 Bear Stearns Commercial Mortgage        
Securities 4.680% 8/13/39 16,300 16,869
4 Bear Stearns Commercial Mortgage        
Securities 4.740% 3/13/40 13,539 13,835
4 Bear Stearns Commercial Mortgage        
Securities 5.853% 6/11/40 14,640 14,726

 

 

4 Bear Stearns Commercial Mortgage        
Securities 5.718% 6/11/40 2,650 2,033
4 Bear Stearns Commercial Mortgage        
Securities 5.405% 12/11/40 4,050 4,556
4 Bear Stearns Commercial Mortgage        
Securities 5.200% 1/12/41 2,830 2,978
4 Bear Stearns Commercial Mortgage        
Securities 4.750% 6/11/41 4,175 3,993
4 Bear Stearns Commercial Mortgage        
Securities 5.582% 9/11/41 1,625 1,701
4 Bear Stearns Commercial Mortgage        
Securities 5.568% 10/12/41 8,375 8,881
4 Bear Stearns Commercial Mortgage        
Securities 4.825% 11/11/41 495 530
4 Bear Stearns Commercial Mortgage        
Securities 4.868% 11/11/41 2,300 2,352
4 Bear Stearns Commercial Mortgage        
Securities 4.933% 2/13/42 2,500 2,745
4 Bear Stearns Commercial Mortgage        
Securities 5.742% 9/11/42 15,900 18,681
4 Bear Stearns Commercial Mortgage        
Securities 5.793% 9/11/42 5,500 5,783
4 Bear Stearns Commercial Mortgage        
Securities 5.127% 10/12/42 5,460 5,492
4 Bear Stearns Commercial Mortgage        
Securities 5.145% 10/12/42 3,215 3,657
4 Bear Stearns Commercial Mortgage        
Securities 5.513% 1/12/45 6,280 6,543
4 Bear Stearns Commercial Mortgage        
Securities 5.613% 6/11/50 10,167 10,416
4 Bear Stearns Commercial Mortgage        
Securities 5.694% 6/11/50 21,900 24,944
4 Bear Stearns Commercial Mortgage        
Securities 5.700% 6/11/50 10,400 11,733
4 Bear Stearns Commercial Mortgage        
Securities 5.897% 6/11/50 6,753 7,172
4 Capital One Multi-Asset Execution Trust 5.050% 12/17/18 36,645 41,669
4 Capital One Multi-Asset Execution Trust 5.750% 7/15/20 10,300 12,311
4 Chase Issuance Trust 4.650% 3/15/15 32,375 33,477
4 Chase Issuance Trust 5.400% 7/15/15 10,025 10,609
6 Cie de Financement Foncier 2.125% 4/22/13 7,500 7,545
4 CIT Group Home Equity Loan Trust 6.200% 2/25/30 589 594
4 Citibank Credit Card Issuance Trust 4.900% 6/23/16 20,125 21,977
4 Citibank Credit Card Issuance Trust 4.150% 7/7/17 3,425 3,769
4 Citibank Credit Card Issuance Trust 5.650% 9/20/19 10,500 12,564
4 Citibank Credit Card Issuance Trust 5.350% 2/7/20 900 1,067
4 Citigroup Commercial Mortgage Trust 4.623% 10/15/41 3,475 3,516
4 Citigroup Commercial Mortgage Trust 4.830% 5/15/43 6,990 7,335
4 Citigroup Commercial Mortgage Trust 5.726% 3/15/49 12,600 14,271
4 Citigroup Commercial Mortgage Trust 5.431% 10/15/49 3,375 3,830
4 Citigroup Commercial Mortgage Trust 5.462% 10/15/49 3,375 3,528
4 Citigroup Commercial Mortgage Trust 5.482% 10/15/49 3,025 2,483
4 Citigroup Commercial Mortgage Trust 5.696% 12/10/49 17,695 20,261
4 Citigroup Commercial Mortgage Trust 5.696% 12/10/49 4,350 4,542
4 Citigroup Commercial Mortgage Trust 6.074% 12/10/49 17,377 20,022
4 Citigroup/Deutsche Bank Commercial        
Mortgage Trust 5.225% 7/15/44 7,000 7,486

 

 

4 Citigroup/Deutsche Bank Commercial        
  Mortgage Trust 5.225% 7/15/44 18,000 20,205
4 Citigroup/Deutsche Bank Commercial        
  Mortgage Trust 5.886% 11/15/44 18,540 21,279
4 Citigroup/Deutsche Bank Commercial        
  Mortgage Trust 5.648% 10/15/48 8,575 8,431
4 Citigroup/Deutsche Bank Commercial        
  Mortgage Trust 5.205% 12/11/49 10,950 10,964
4 Citigroup/Deutsche Bank Commercial        
  Mortgage Trust 5.322% 12/11/49 13,050 14,299
4,6 Commercial Mortgage Lease-Backed        
  Certificates 6.746% 6/20/31 6,651 7,099
4 Commercial Mortgage Pass Through        
  Certificates 4.084% 6/10/38 8,200 8,369
4 Commercial Mortgage Pass Through        
  Certificates 4.715% 3/10/39 19,670 20,586
4 Commercial Mortgage Pass Through        
  Certificates 5.116% 6/10/44 22,303 24,923
4 Commercial Mortgage Pass Through        
  Certificates 5.750% 6/10/46 19,200 21,798
4 Commercial Mortgage Pass Through        
  Certificates 5.775% 6/10/46 4,025 4,257
4 Commercial Mortgage Pass Through        
  Certificates 5.248% 12/10/46 1,999 2,000
4 Commercial Mortgage Pass Through        
  Certificates 5.813% 12/10/49 17,393 20,140
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 4.750% 1/15/37 16,575 17,242
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 4.877% 4/15/37 925 937
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 5.014% 2/15/38 14,150 15,508
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 5.075% 2/15/38 3,375 3,430
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 3.936% 5/15/38 14,876 15,146
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 5.100% 8/15/38 1,565 1,666
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 5.100% 8/15/38 18,225 20,306
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 5.190% 8/15/38 3,400 3,398
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 5.230% 12/15/40 3,290 3,259
4 Credit Suisse Mortgage Capital Certificates 5.814% 6/15/38 1,147 1,184
4 Credit Suisse Mortgage Capital Certificates 5.814% 6/15/38 18,434 20,727
4 Credit Suisse Mortgage Capital Certificates 5.418% 2/15/39 17,450 19,525
4 Credit Suisse Mortgage Capital Certificates 5.419% 2/15/39 7,675 8,262
4 Credit Suisse Mortgage Capital Certificates 5.419% 2/15/39 3,350 3,268
4 Credit Suisse Mortgage Capital Certificates 5.713% 6/15/39 20,985 22,505
4 Credit Suisse Mortgage Capital Certificates 5.509% 9/15/39 1,725 1,693
4 Credit Suisse Mortgage Capital Certificates 5.311% 12/15/39 15,000 16,483
4 Credit Suisse Mortgage Capital Certificates 5.383% 2/15/40 6,450 6,722
4 CW Capital Cobalt Ltd. 5.815% 5/15/46 11,775 13,205
4 CW Capital Cobalt Ltd. 5.484% 4/15/47 3,185 3,431
4 Discover Card Master Trust 5.650% 12/15/15 24,300 25,662
4 Discover Card Master Trust 5.650% 3/16/20 9,475 11,297

 

 

Federal Housing Administration 7.430% 10/1/20 2 3
4 First Union Commercial Mortgage Trust 6.599% 10/15/35 1,504 1,521
4 Ford Credit Auto Owner Trust 2.420% 11/15/14 5,250 5,335
4 Ford Credit Auto Owner Trust 2.150% 6/15/15 16,950 17,292
4 Ford Credit Auto Owner Trust 1.150% 6/15/17 6,825 6,839
4 GE Capital Commercial Mortgage Corp. 5.145% 7/10/37 4,605 4,749
4 GE Capital Commercial Mortgage Corp. 4.996% 12/10/37 14,715 14,932
4 GE Capital Commercial Mortgage Corp. 5.329% 3/10/44 6,675 6,805
4 GE Capital Commercial Mortgage Corp. 5.329% 3/10/44 22,040 24,745
4 GE Capital Commercial Mortgage Corp. 4.974% 7/10/45 9,275 10,349
4 GE Capital Commercial Mortgage Corp. 5.305% 11/10/45 7,048 7,335
4 GE Capital Commercial Mortgage Corp. 5.543% 12/10/49 5,925 6,500
4 GMAC Commercial Mortgage Securities Inc. 6.700% 4/15/34 74 73
4 GMAC Commercial Mortgage Securities Inc. 4.079% 5/10/36 3,000 3,041
4 GMAC Commercial Mortgage Securities Inc. 4.908% 3/10/38 2,625 2,763
4 GMAC Commercial Mortgage Securities Inc. 4.646% 4/10/40 191 193
4 GMAC Commercial Mortgage Securities Inc. 5.454% 5/10/40 1,695 1,770
4 GMAC Commercial Mortgage Securities Inc. 4.864% 12/10/41 4,150 4,409
4 GMAC Commercial Mortgage Securities Inc. 4.754% 5/10/43 1,650 1,738
4 Greenwich Capital Commercial Funding Corp. 4.948% 1/11/35 5,125 5,189
4 Greenwich Capital Commercial Funding Corp. 4.533% 1/5/36 315 319
4 Greenwich Capital Commercial Funding Corp. 4.915% 1/5/36 11,875 12,378
4 Greenwich Capital Commercial Funding Corp. 5.317% 6/10/36 13,850 14,701
4 Greenwich Capital Commercial Funding Corp. 5.117% 4/10/37 3,410 3,418
4 Greenwich Capital Commercial Funding Corp. 5.224% 4/10/37 18,508 20,174
4 Greenwich Capital Commercial Funding Corp. 5.277% 4/10/37 4,475 4,242
4 Greenwich Capital Commercial Funding Corp. 6.081% 7/10/38 2,600 2,957
4 Greenwich Capital Commercial Funding Corp. 5.883% 7/10/38 2,400 2,451
4 Greenwich Capital Commercial Funding Corp. 5.475% 3/10/39 1,625 1,582
4 Greenwich Capital Commercial Funding Corp. 4.799% 8/10/42 23,400 25,397
4 Greenwich Capital Commercial Funding Corp. 4.859% 8/10/42 3,850 4,037
4 GS Mortgage Securities Corp. II 5.506% 4/10/38 7,117 7,204
4 GS Mortgage Securities Corp. II 5.553% 4/10/38 13,625 15,141
4 GS Mortgage Securities Corp. II 5.622% 4/10/38 4,750 4,834
4 GS Mortgage Securities Corp. II 5.396% 8/10/38 14,850 15,897
4 GS Mortgage Securities Corp. II 4.608% 1/10/40 14,425 14,666
4 GS Mortgage Securities Corp. II 3.707% 8/10/44 3,220 3,370
4 GS Mortgage Securities Corp. II 3.482% 1/10/45 12,500 12,801
4 Honda Auto Receivables Owner Trust 1.800% 4/17/17 3,225 3,282
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.050% 12/12/34 7,961 8,057
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 4.654% 1/12/37 3,250 3,311
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 4.985% 1/12/37 11,725 11,987
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.255% 7/12/37 1,365 1,418
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.376% 7/12/37 6,128 6,160
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.366% 8/12/37 2,000 2,036
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 4.824% 9/12/37 461 461
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 4.879% 1/12/38 22,038 23,040
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 4.404% 1/12/39 11,465 11,962

 

 

4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.575% 6/12/41 19,325 20,935
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 4.780% 7/15/42 2,375 2,506
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.323% 1/12/43 1,750 1,803
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.475% 4/15/43 3,722 4,184
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.445% 12/12/44 3,300 3,393
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.247% 12/15/44 4,250 4,605
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.326% 12/15/44 1,375 1,387
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.871% 4/15/45 17,525 20,117
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.871% 4/15/45 3,310 2,862
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.871% 4/15/45 1,750 1,854
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.593% 5/12/45 7,121 7,439
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.440% 5/15/45 4,315 4,526
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.447% 5/15/45 8,000 8,379
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.440% 6/12/47 10,650 11,875
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.816% 6/15/49 7,970 8,710
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.794% 2/12/51 28,300 32,108
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.855% 2/12/51 5,859 5,882
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.891% 2/12/51 3,350 3,573
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.882% 2/15/51 13,170 14,909
4 LB-UBS Commercial Mortgage Trust 4.786% 10/15/29 17,575 18,677
4 LB-UBS Commercial Mortgage Trust 4.742% 2/15/30 9,140 9,865
4 LB-UBS Commercial Mortgage Trust 5.150% 4/15/30 4,395 4,787
4 LB-UBS Commercial Mortgage Trust 5.197% 11/15/30 17,600 19,628
4 LB-UBS Commercial Mortgage Trust 5.217% 2/15/31 2,535 2,707
4 LB-UBS Commercial Mortgage Trust 4.853% 9/15/31 16,237 16,372
4 LB-UBS Commercial Mortgage Trust 4.960% 12/15/31 4,212 4,303
4 LB-UBS Commercial Mortgage Trust 4.166% 5/15/32 22,880 23,327
4 LB-UBS Commercial Mortgage Trust 5.124% 11/15/32 9,550 9,952
4 LB-UBS Commercial Mortgage Trust 4.931% 9/15/35 21,100 21,823
4 LB-UBS Commercial Mortgage Trust 5.661% 3/15/39 29,350 32,974
4 LB-UBS Commercial Mortgage Trust 5.372% 9/15/39 3,000 3,403
4 LB-UBS Commercial Mortgage Trust 5.413% 9/15/39 1,175 1,249
4 LB-UBS Commercial Mortgage Trust 5.424% 2/15/40 5,650 6,345
4 LB-UBS Commercial Mortgage Trust 5.430% 2/15/40 11,875 13,092
4 LB-UBS Commercial Mortgage Trust 5.455% 2/15/40 4,775 4,845
4 LB-UBS Commercial Mortgage Trust 5.057% 9/15/40 1,625 1,621
4 LB-UBS Commercial Mortgage Trust 6.143% 4/15/41 3,020 3,048
4 LB-UBS Commercial Mortgage Trust 6.143% 4/15/41 22,025 25,654

 

 

4 LB-UBS Commercial Mortgage Trust 5.866% 9/15/45 17,600 19,972
4 Merrill Lynch Mortgage Trust 5.236% 11/12/35 10,800 11,342
4 Merrill Lynch Mortgage Trust 5.107% 7/12/38 1,915 2,036
4 Merrill Lynch Mortgage Trust 5.660% 5/12/39 14,050 16,187
4 Merrill Lynch Mortgage Trust 5.660% 5/12/39 1,825 1,923
4 Merrill Lynch Mortgage Trust 4.747% 6/12/43 2,500 2,743
4 Merrill Lynch Mortgage Trust 5.782% 8/12/43 2,865 2,987
4 Merrill Lynch Mortgage Trust 5.291% 1/12/44 20,875 23,609
4 Merrill Lynch Mortgage Trust 5.840% 6/12/50 23,068 25,968
4 Merrill Lynch Mortgage Trust 5.425% 2/12/51 3,101 3,152
4 Merrill Lynch Mortgage Trust 5.690% 2/12/51 17,040 19,482
4 Merrill Lynch/Countrywide Commercial        
Mortgage Trust 6.095% 6/12/46 21,125 24,401
4 Merrill Lynch/Countrywide Commercial        
Mortgage Trust 5.456% 7/12/46 3,660 3,753
4 Merrill Lynch/Countrywide Commercial        
Mortgage Trust 5.378% 8/12/48 14,870 15,962
4 Merrill Lynch/Countrywide Commercial        
Mortgage Trust 5.590% 9/12/49 8,247 8,291
4 Merrill Lynch/Countrywide Commercial        
Mortgage Trust 5.700% 9/12/49 14,675 15,978
4 Merrill Lynch/Countrywide Commercial        
Mortgage Trust 5.204% 12/12/49 2,400 2,340
4 Morgan Stanley Capital I 4.970% 4/14/40 5,675 6,002
4 Morgan Stanley Capital I 5.110% 6/15/40 15,050 16,021
4 Morgan Stanley Capital I 5.030% 6/13/41 917 931
4 Morgan Stanley Capital I 5.270% 6/13/41 4,525 4,782
4 Morgan Stanley Capital I 5.813% 8/12/41 2,175 2,368
4 Morgan Stanley Capital I 5.328% 11/12/41 6,460 7,292
4 Morgan Stanley Capital I 5.360% 11/12/41 7,400 7,501
4 Morgan Stanley Capital I 4.780% 12/13/41 11,300 12,230
4 Morgan Stanley Capital I 4.840% 12/13/41 1,350 1,359
4 Morgan Stanley Capital I 4.970% 12/15/41 10,300 10,752
4 Morgan Stanley Capital I 5.168% 1/14/42 3,950 4,316
4 Morgan Stanley Capital I 5.640% 6/11/42 5,075 5,436
4 Morgan Stanley Capital I 5.640% 6/11/42 19,150 22,381
4 Morgan Stanley Capital I 4.989% 8/13/42 26,760 29,564
4 Morgan Stanley Capital I 5.073% 8/13/42 3,730 3,708
4 Morgan Stanley Capital I 5.230% 9/15/42 23,225 26,214
4 Morgan Stanley Capital I 5.730% 10/15/42 8,175 9,256
4 Morgan Stanley Capital I 5.735% 10/15/42 700 758
4 Morgan Stanley Capital I 5.735% 10/15/42 4,325 4,227
4 Morgan Stanley Capital I 5.201% 11/14/42 14,450 16,180
4 Morgan Stanley Capital I 6.278% 1/11/43 20,825 24,959
4 Morgan Stanley Capital I 5.332% 12/15/43 11,450 12,991
4 Morgan Stanley Capital I 5.418% 3/12/44 20,466 23,201
4 Morgan Stanley Capital I 5.467% 3/12/44 4,875 5,115
4 Morgan Stanley Capital I 5.773% 7/12/44 4,596 5,034
4 Morgan Stanley Capital I 5.793% 7/12/44 4,100 4,042
4 Morgan Stanley Capital I 3.244% 3/15/45 7,000 6,985
4 Morgan Stanley Capital I 4.660% 9/13/45 3,985 4,151
4 Morgan Stanley Capital I 4.985% 6/12/47 3,115 3,154
4 Morgan Stanley Capital I 5.654% 4/15/49 1,850 1,976
4 Morgan Stanley Capital I 5.692% 4/15/49 15,250 16,770
4 Morgan Stanley Capital I 5.544% 11/12/49 4,525 4,872
4 Morgan Stanley Capital I 5.809% 12/12/49 12,950 14,852
4 Morgan Stanley Capital I 6.108% 12/12/49 4,675 4,971

 

 

4 Morgan Stanley Capital I 5.090% 10/12/52 2,540 2,534
4 Morgan Stanley Capital I 5.204% 10/12/52 6,200 6,574
4 Morgan Stanley Capital I 4.770% 7/15/56 3,295 3,310
4 Morgan Stanley Dean Witter Capital I 6.390% 7/15/33 189 187
4 Morgan Stanley Dean Witter Capital I 4.920% 3/12/35 26,350 26,895
4 Morgan Stanley Dean Witter Capital I 4.740% 11/13/36 24,400 24,802
4 Nissan Auto Receivables Owner Trust 5.050% 11/17/14 2,696 2,723
6 Northern Rock Asset Management plc 5.625% 6/22/17 33,225 35,386
4 PSE&G Transition Funding LLC 6.890% 12/15/17 21,175 24,909
4 Public Service New Hampshire Funding LLC 6.480% 5/1/15 85 87
6 Royal Bank of Canada 3.125% 4/14/15 9,325 9,855
4 TIAA Seasoned Commercial Mortgage Trust 5.656% 8/15/39 3,285 3,472
4 Wachovia Bank Commercial Mortgage Trust 4.980% 11/15/34 500 507
4 Wachovia Bank Commercial Mortgage Trust 4.867% 2/15/35 923 941
4 Wachovia Bank Commercial Mortgage Trust 5.125% 8/15/35 3,100 3,214
4 Wachovia Bank Commercial Mortgage Trust 4.964% 11/15/35 10,750 11,241
4 Wachovia Bank Commercial Mortgage Trust 4.748% 2/15/41 19,255 20,226
4 Wachovia Bank Commercial Mortgage Trust 5.317% 7/15/41 18,350 19,608
4 Wachovia Bank Commercial Mortgage Trust 4.803% 10/15/41 18,725 19,670
4 Wachovia Bank Commercial Mortgage Trust 5.083% 3/15/42 15,075 16,560
4 Wachovia Bank Commercial Mortgage Trust 5.224% 3/15/42 1,700 1,725
4 Wachovia Bank Commercial Mortgage Trust 5.118% 7/15/42 6,729 7,483
4 Wachovia Bank Commercial Mortgage Trust 5.737% 5/15/43 16,025 18,267
4 Wachovia Bank Commercial Mortgage Trust 4.699% 5/15/44 14,354 15,799
4 Wachovia Bank Commercial Mortgage Trust 4.750% 5/15/44 1,480 1,583
4 Wachovia Bank Commercial Mortgage Trust 4.793% 5/15/44 3,325 3,243
4 Wachovia Bank Commercial Mortgage Trust 5.205% 10/15/44 1,340 1,365
4 Wachovia Bank Commercial Mortgage Trust 5.205% 10/15/44 18,010 19,967
4 Wachovia Bank Commercial Mortgage Trust 5.271% 12/15/44 22,950 25,695
4 Wachovia Bank Commercial Mortgage Trust 5.321% 12/15/44 775 830
4 Wachovia Bank Commercial Mortgage Trust 5.968% 6/15/45 1,280 1,355
4 Wachovia Bank Commercial Mortgage Trust 5.765% 7/15/45 11,100 12,529
4 Wachovia Bank Commercial Mortgage Trust 5.679% 10/15/48 3,975 4,344
4 Wachovia Bank Commercial Mortgage Trust 5.313% 11/15/48 16,475 17,654
4 Wachovia Bank Commercial Mortgage Trust 5.339% 11/15/48 2,225 2,288
4 WF-RBS Commercial Mortgage Trust 3.440% 4/15/45 7,425 7,499
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $2,469,543)   2,763,066
Corporate Bonds (21.2%)        
Finance (7.3%)        
Banking (4.8%)        
4 Abbey National Capital Trust I 8.963% 12/29/49 1,200 1,205
Abbey National Treasury Services plc 2.875% 4/25/14 14,475 14,411
Abbey National Treasury Services plc 4.000% 4/27/16 7,400 7,370
American Express Bank FSB 5.500% 4/16/13 8,675 9,078
American Express Bank FSB 6.000% 9/13/17 1,750 2,044
American Express Centurion Bank 5.950% 6/12/17 1,900 2,201
American Express Centurion Bank 6.000% 9/13/17 23,425 27,366
American Express Co. 4.875% 7/15/13 5,821 6,092
American Express Co. 7.250% 5/20/14 1,225 1,375
American Express Co. 5.500% 9/12/16 3,075 3,470
American Express Co. 6.150% 8/28/17 5,575 6,557
American Express Co. 7.000% 3/19/18 47,997 58,844
American Express Co. 8.125% 5/20/19 275 359
American Express Co. 8.150% 3/19/38 845 1,243
4 American Express Co. 6.800% 9/1/66 6,515 6,662
American Express Credit Corp. 5.875% 5/2/13 4,480 4,713
American Express Credit Corp. 7.300% 8/20/13 20,864 22,574

 

 

American Express Credit Corp. 5.125% 8/25/14 14,084 15,321
American Express Credit Corp. 2.800% 9/19/16 36,660 37,622
American Express Credit Corp. 2.375% 3/24/17 2,350 2,361
Associates Corp. of North America 6.950% 11/1/18 250 281
Banco Santander Chile 2.875% 11/13/12 1,475 1,475
BanColombia SA 4.250% 1/12/16 6,150 6,429
Bank of America Corp. 4.900% 5/1/13 17,165 17,673
Bank of America Corp. 7.375% 5/15/14 6,125 6,646
Bank of America Corp. 5.375% 6/15/14 2,500 2,626
Bank of America Corp. 5.125% 11/15/14 21,259 22,228
Bank of America Corp. 4.500% 4/1/15 12,560 13,005
Bank of America Corp. 4.750% 8/1/15 225 235
Bank of America Corp. 3.700% 9/1/15 2,050 2,069
Bank of America Corp. 5.250% 12/1/15 3,975 4,149
Bank of America Corp. 3.625% 3/17/16 10,300 10,276
Bank of America Corp. 3.750% 7/12/16 6,875 6,905
Bank of America Corp. 6.500% 8/1/16 25,425 27,894
Bank of America Corp. 5.750% 8/15/16 11,025 11,525
Bank of America Corp. 5.625% 10/14/16 6,350 6,760
Bank of America Corp. 5.420% 3/15/17 14,300 14,567
Bank of America Corp. 3.875% 3/22/17 200 201
Bank of America Corp. 6.000% 9/1/17 2,560 2,773
Bank of America Corp. 5.750% 12/1/17 6,525 6,976
Bank of America Corp. 5.650% 5/1/18 66,300 70,569
Bank of America Corp. 7.625% 6/1/19 25,625 29,510
Bank of America Corp. 5.625% 7/1/20 40,015 41,626
Bank of America Corp. 5.875% 1/5/21 750 793
Bank of America Corp. 5.700% 1/24/22 5,700 6,028
Bank of America Corp. 5.875% 2/7/42 23,350 23,205
Bank of America NA 5.300% 3/15/17 24,375 25,441
Bank of America NA 6.100% 6/15/17 11,225 12,033
Bank of America NA 6.000% 10/15/36 8,325 8,273
Bank of Montreal 2.125% 6/28/13 6,475 6,600
Bank of Montreal 1.750% 4/29/14 825 840
Bank of Montreal 2.500% 1/11/17 23,150 23,590
Bank of New York Mellon Corp. 4.500% 4/1/13 2,125 2,206
Bank of New York Mellon Corp. 4.300% 5/15/14 10,175 10,896
Bank of New York Mellon Corp. 1.200% 2/20/15 100 100
Bank of New York Mellon Corp. 4.950% 3/15/15 9,750 10,684
Bank of New York Mellon Corp. 2.950% 6/18/15 4,200 4,422
Bank of New York Mellon Corp. 2.300% 7/28/16 925 945
Bank of New York Mellon Corp. 2.400% 1/17/17 9,900 10,130
Bank of New York Mellon Corp. 5.450% 5/15/19 6,240 7,203
Bank of New York Mellon Corp. 4.600% 1/15/20 5,775 6,398
Bank of New York Mellon Corp. 3.550% 9/23/21 5,325 5,432
Bank of Nova Scotia 2.375% 12/17/13 17,950 18,449
Bank of Nova Scotia 1.850% 1/12/15 17,470 17,871
Bank of Nova Scotia 3.400% 1/22/15 550 583
Bank of Nova Scotia 2.050% 10/7/15 500 514
Bank of Nova Scotia 2.900% 3/29/16 750 784
Bank of Nova Scotia 2.550% 1/12/17 4,935 5,067
Bank of Nova Scotia 4.375% 1/13/21 1,250 1,354
Bank One Capital III 8.750% 9/1/30 2,700 3,735
Bank One Corp. 4.900% 4/30/15 6,075 6,504
Bank One Corp. 7.750% 7/15/25 330 395
Bank One Corp. 7.625% 10/15/26 1,805 2,151
Bank One Corp. 8.000% 4/29/27 2,500 3,099

 

 

  Barclays Bank plc 5.200% 7/10/14 30,645 32,464
  Barclays Bank plc 2.750% 2/23/15 9,525 9,594
  Barclays Bank plc 3.900% 4/7/15 750 782
  Barclays Bank plc 5.000% 9/22/16 11,300 12,170
  Barclays Bank plc 6.750% 5/22/19 9,225 10,667
  Barclays Bank plc 5.125% 1/8/20 24,900 26,206
  Barclays Bank plc 5.140% 10/14/20 750 722
  BB&T Capital Trust II 6.750% 6/7/36 8,725 8,747
4 BB&T Capital Trust IV 6.820% 6/12/77 3,875 3,894
  BB&T Corp. 2.050% 4/28/14 11,182 11,394
  BB&T Corp. 5.700% 4/30/14 5,947 6,513
  BB&T Corp. 5.200% 12/23/15 5,212 5,756
  BB&T Corp. 3.200% 3/15/16 5,218 5,485
  BB&T Corp. 3.950% 4/29/16 1,600 1,732
  BB&T Corp. 2.150% 3/22/17 6,075 6,053
  BB&T Corp. 4.900% 6/30/17 525 576
  BB&T Corp. 6.850% 4/30/19 3,754 4,615
  BB&T Corp. 5.250% 11/1/19 5,040 5,541
  BBVA US Senior SAU 3.250% 5/16/14 8,600 8,574
  Bear Stearns Cos. LLC 5.700% 11/15/14 15,590 17,107
  Bear Stearns Cos. LLC 5.300% 10/30/15 6,415 7,069
  Bear Stearns Cos. LLC 5.550% 1/22/17 21,150 23,346
  Bear Stearns Cos. LLC 6.400% 10/2/17 8,230 9,607
  Bear Stearns Cos. LLC 7.250% 2/1/18 11,053 13,363
  Bear Stearns Cos. LLC 4.650% 7/2/18 1,650 1,765
  BNP Paribas SA 3.250% 3/11/15 3,925 3,973
  BNP Paribas SA 3.600% 2/23/16 28,675 28,977
  BNP Paribas SA 5.000% 1/15/21 29,700 29,968
  BNY Mellon NA 4.750% 12/15/14 2,800 3,024
  Branch Banking & Trust Co. 5.625% 9/15/16 5,825 6,592
  Canadian Imperial Bank of Commerce 1.450% 9/13/13 2,650 2,677
  Canadian Imperial Bank of Commerce 2.350% 12/11/15 2,360 2,422
  Capital One Bank USA NA 6.500% 6/13/13 4,550 4,799
  Capital One Bank USA NA 8.800% 7/15/19 14,575 17,847
  Capital One Financial Corp. 7.375% 5/23/14 8,025 8,898
  Capital One Financial Corp. 2.125% 7/15/14 750 754
  Capital One Financial Corp. 5.500% 6/1/15 8,892 9,720
  Capital One Financial Corp. 3.150% 7/15/16 14,150 14,468
  Capital One Financial Corp. 6.150% 9/1/16 6,469 7,144
  Capital One Financial Corp. 5.250% 2/21/17 1,850 1,974
  Capital One Financial Corp. 6.750% 9/15/17 5,950 7,031
  Capital One Financial Corp. 4.750% 7/15/21 7,825 8,232
4,6 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 14,225 16,115
  Citigroup Inc. 5.300% 10/17/12 29,273 29,913
  Citigroup Inc. 5.500% 4/11/13 43,395 45,033
  Citigroup Inc. 6.500% 8/19/13 17,490 18,513
  Citigroup Inc. 6.000% 12/13/13 16,140 17,061
  Citigroup Inc. 5.125% 5/5/14 7,550 7,928
  Citigroup Inc. 6.375% 8/12/14 9,015 9,770
  Citigroup Inc. 5.000% 9/15/14 35,176 36,379
  Citigroup Inc. 5.500% 10/15/14 16,200 17,373
  Citigroup Inc. 6.010% 1/15/15 10,725 11,637
  Citigroup Inc. 2.650% 3/2/15 1,875 1,871
  Citigroup Inc. 4.750% 5/19/15 1,900 2,000
  Citigroup Inc. 4.700% 5/29/15 3,350 3,547
  Citigroup Inc. 4.587% 12/15/15 2,100 2,208
  Citigroup Inc. 5.300% 1/7/16 19,100 20,545

 

 

Citigroup Inc. 3.953% 6/15/16 725 745
Citigroup Inc. 5.850% 8/2/16 550 600
Citigroup Inc. 4.450% 1/10/17 15,275 15,982
Citigroup Inc. 5.500% 2/15/17 8,925 9,351
Citigroup Inc. 6.000% 8/15/17 15,925 17,701
Citigroup Inc. 6.125% 11/21/17 17,375 19,406
Citigroup Inc. 6.125% 5/15/18 21,900 24,352
Citigroup Inc. 8.500% 5/22/19 26,457 32,612
Citigroup Inc. 5.375% 8/9/20 12,350 13,217
Citigroup Inc. 4.500% 1/14/22 24,939 25,089
Citigroup Inc. 6.625% 6/15/32 2,225 2,279
Citigroup Inc. 5.875% 2/22/33 13,700 12,953
Citigroup Inc. 6.000% 10/31/33 10,525 10,060
Citigroup Inc. 5.850% 12/11/34 2,150 2,224
Citigroup Inc. 6.125% 8/25/36 8,175 7,803
Citigroup Inc. 5.875% 5/29/37 12,657 13,054
Citigroup Inc. 6.875% 3/5/38 27,510 31,655
Citigroup Inc. 8.125% 7/15/39 14,440 18,699
Citigroup Inc. 5.875% 1/30/42 3,400 3,510
Comerica Bank 5.750% 11/21/16 10,775 12,107
Comerica Bank 5.200% 8/22/17 4,600 5,040
Comerica Inc. 4.800% 5/1/15 3,225 3,345
Commonwealth Bank of Australia 1.950% 3/16/15 12,625 12,712
Compass Bank 6.400% 10/1/17 1,875 1,938
Compass Bank 5.900% 4/1/26 1,725 1,566
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 2.125% 10/13/15 4,450 4,483
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 3.375% 1/19/17 10,850 11,079
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 4.500% 1/11/21 30,025 31,009
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 3.875% 2/8/22 20,775 20,118
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 5.250% 5/24/41 1,450 1,487
Countrywide Financial Corp. 6.250% 5/15/16 1,820 1,895
Credit Suisse 5.000% 5/15/13 30,460 31,620
Credit Suisse 5.500% 5/1/14 10,600 11,386
Credit Suisse 3.500% 3/23/15 25,625 26,654
Credit Suisse 6.000% 2/15/18 8,394 9,064
Credit Suisse 5.300% 8/13/19 15,000 16,481
Credit Suisse 5.400% 1/14/20 16,040 16,603
Credit Suisse 4.375% 8/5/20 23,317 24,230
Credit Suisse USA Inc. 5.500% 8/15/13 6,250 6,565
Credit Suisse USA Inc. 5.125% 1/15/14 2,150 2,280
Credit Suisse USA Inc. 4.875% 1/15/15 7,345 7,955
Credit Suisse USA Inc. 5.125% 8/15/15 24,755 27,125
Credit Suisse USA Inc. 7.125% 7/15/32 11,211 13,561
Deutsche Bank AG 4.875% 5/20/13 24,300 25,200
Deutsche Bank AG 3.875% 8/18/14 750 785
Deutsche Bank AG 3.450% 3/30/15 15,300 15,869
Deutsche Bank AG 3.250% 1/11/16 20,125 20,570
Deutsche Bank AG 6.000% 9/1/17 21,381 24,254
Deutsche Bank Financial LLC 5.375% 3/2/15 3,450 3,564
Discover Bank 8.700% 11/18/19 4,500 5,599
Fifth Third Bancorp 6.250% 5/1/13 5,750 6,050
Fifth Third Bancorp 3.625% 1/25/16 16,000 16,847

 

 

Fifth Third Bancorp 5.450% 1/15/17 10,250 11,132
Fifth Third Bancorp 4.500% 6/1/18 1,525 1,604
Fifth Third Bancorp 3.500% 3/15/22 1,825 1,775
Fifth Third Bancorp 8.250% 3/1/38 5,040 6,677
Fifth Third Bank 4.750% 2/1/15 8,825 9,426
First Horizon National Corp. 5.375% 12/15/15 13,850 14,714
First Niagara Financial Group Inc. 6.750% 3/19/20 1,675 1,834
First Niagara Financial Group Inc. 7.250% 12/15/21 725 779
First Tennessee Bank NA 5.050% 1/15/15 4,400 4,502
First Tennessee Bank NA 5.650% 4/1/16 1,690 1,721
FleetBoston Financial Corp. 6.700% 7/15/28 1,900 1,834
Goldman Sachs Capital I 6.345% 2/15/34 16,825 15,942
Goldman Sachs Group Inc. 4.750% 7/15/13 21,645 22,394
Goldman Sachs Group Inc. 5.250% 10/15/13 16,430 17,191
Goldman Sachs Group Inc. 5.150% 1/15/14 13,995 14,720
Goldman Sachs Group Inc. 6.000% 5/1/14 22,525 24,095
Goldman Sachs Group Inc. 5.000% 10/1/14 27,532 29,104
Goldman Sachs Group Inc. 5.125% 1/15/15 17,910 19,081
Goldman Sachs Group Inc. 3.700% 8/1/15 17,600 17,926
Goldman Sachs Group Inc. 5.350% 1/15/16 37,950 40,471
Goldman Sachs Group Inc. 3.625% 2/7/16 16,820 16,817
Goldman Sachs Group Inc. 5.750% 10/1/16 9,475 10,252
Goldman Sachs Group Inc. 5.625% 1/15/17 19,930 21,016
Goldman Sachs Group Inc. 6.250% 9/1/17 27,565 30,246
Goldman Sachs Group Inc. 5.950% 1/18/18 29,325 31,579
Goldman Sachs Group Inc. 6.150% 4/1/18 13,260 14,305
Goldman Sachs Group Inc. 7.500% 2/15/19 5,590 6,375
Goldman Sachs Group Inc. 5.375% 3/15/20 30,190 30,586
Goldman Sachs Group Inc. 6.000% 6/15/20 19,205 20,190
Goldman Sachs Group Inc. 5.250% 7/27/21 6,500 6,419
Goldman Sachs Group Inc. 5.750% 1/24/22 1,350 1,388
Goldman Sachs Group Inc. 5.950% 1/15/27 22,185 21,944
Goldman Sachs Group Inc. 6.125% 2/15/33 18,851 18,622
Goldman Sachs Group Inc. 6.450% 5/1/36 5,535 5,345
Goldman Sachs Group Inc. 6.750% 10/1/37 46,991 45,716
Goldman Sachs Group Inc. 6.250% 2/1/41 15,651 15,425
6 HBOS plc 6.750% 5/21/18 6,075 5,635
HSBC Bank USA NA 4.625% 4/1/14 5,925 6,224
HSBC Bank USA NA 4.875% 8/24/20 15,365 15,740
HSBC Bank USA NA 5.875% 11/1/34 2,700 2,834
HSBC Bank USA NA 5.625% 8/15/35 2,300 2,326
HSBC Holdings plc 5.100% 4/5/21 37,620 40,689
HSBC Holdings plc 4.875% 1/14/22 425 451
HSBC Holdings plc 4.000% 3/30/22 2,225 2,208
HSBC Holdings plc 7.625% 5/17/32 925 1,034
HSBC Holdings plc 7.350% 11/27/32 2,040 2,209
HSBC Holdings plc 6.500% 5/2/36 23,970 26,770
HSBC Holdings plc 6.500% 9/15/37 18,250 20,438
HSBC Holdings plc 6.800% 6/1/38 15,810 18,231
HSBC Holdings plc 6.100% 1/14/42 275 323
HSBC USA Inc. 2.375% 2/13/15 10,600 10,663
HSBC USA Inc. 5.000% 9/27/20 5,625 5,722
Huntington Bancshares Inc. 7.000% 12/15/20 4,200 4,751
JP Morgan Chase Capital XVII 5.850% 8/1/35 675 666
4 JP Morgan Chase Capital XVIII 6.950% 8/1/66 2,025 2,042
4 JP Morgan Chase Capital XX 6.550% 9/15/66 7,335 7,274
4 JP Morgan Chase Capital XXII 6.450% 1/15/87 17,600 17,600

 

 

JP Morgan Chase Capital XXV 6.800% 10/1/37 13,075 12,982
JPMorgan Chase & Co. 4.750% 5/1/13 24,160 25,153
JPMorgan Chase & Co. 1.650% 9/30/13 1,430 1,447
JPMorgan Chase & Co. 2.050% 1/24/14 6,195 6,303
JPMorgan Chase & Co. 4.875% 3/15/14 18,100 19,236
JPMorgan Chase & Co. 4.650% 6/1/14 40,791 43,475
JPMorgan Chase & Co. 5.125% 9/15/14 21,412 22,944
JPMorgan Chase & Co. 3.700% 1/20/15 14,850 15,628
JPMorgan Chase & Co. 4.750% 3/1/15 18,150 19,709
JPMorgan Chase & Co. 1.875% 3/20/15 5,575 5,586
JPMorgan Chase & Co. 5.250% 5/1/15 5,575 6,049
JPMorgan Chase & Co. 3.400% 6/24/15 31,975 33,407
JPMorgan Chase & Co. 5.150% 10/1/15 8,190 8,949
JPMorgan Chase & Co. 2.600% 1/15/16 15,375 15,514
JPMorgan Chase & Co. 3.450% 3/1/16 3,425 3,570
JPMorgan Chase & Co. 3.150% 7/5/16 40,450 41,654
JPMorgan Chase & Co. 6.125% 6/27/17 10,700 12,147
JPMorgan Chase & Co. 6.000% 1/15/18 9,610 11,114
JPMorgan Chase & Co. 6.300% 4/23/19 21,200 24,563
JPMorgan Chase & Co. 4.400% 7/22/20 7,275 7,556
JPMorgan Chase & Co. 4.250% 10/15/20 2,640 2,687
JPMorgan Chase & Co. 4.350% 8/15/21 6,350 6,491
JPMorgan Chase & Co. 4.500% 1/24/22 3,350 3,473
JPMorgan Chase & Co. 6.400% 5/15/38 58,019 68,747
JPMorgan Chase & Co. 5.500% 10/15/40 31,050 33,549
JPMorgan Chase & Co. 5.600% 7/15/41 12,250 13,275
JPMorgan Chase & Co. 5.400% 1/6/42 6,525 6,917
JPMorgan Chase Bank NA 5.875% 6/13/16 4,346 4,806
JPMorgan Chase Bank NA 6.000% 7/5/17 825 935
JPMorgan Chase Bank NA 6.000% 10/1/17 65 74
JPMorgan Chase Capital XXVII 7.000% 11/1/39 7,325 7,316
KeyBank NA 5.800% 7/1/14 2,825 3,060
KeyBank NA 4.950% 9/15/15 4,675 4,989
KeyBank NA 5.450% 3/3/16 6,275 6,878
KeyBank NA 6.950% 2/1/28 1,925 2,104
KeyCorp 6.500% 5/14/13 4,625 4,884
KeyCorp 5.100% 3/24/21 775 854
6 Lloyds TSB Bank plc 4.375% 1/12/15 9,640 9,874
Lloyds TSB Bank plc 4.875% 1/21/16 4,825 5,002
6 Lloyds TSB Bank plc 5.800% 1/13/20 9,425 9,696
Lloyds TSB Bank plc 6.375% 1/21/21 33,900 36,380
M&I Marshall & Ilsley Bank 4.850% 6/16/15 1,250 1,335
M&I Marshall & Ilsley Bank 5.000% 1/17/17 150 162
Manufacturers & Traders Trust Co. 6.625% 12/4/17 5,950 6,823
4 Manufacturers & Traders Trust Co. 5.585% 12/28/20 450 437
MBNA Corp. 5.000% 6/15/15 4,775 4,966
Mellon Funding Corp. 5.000% 12/1/14 5,975 6,502
Merrill Lynch & Co. Inc. 6.150% 4/25/13 21,250 22,089
Merrill Lynch & Co. Inc. 5.000% 2/3/14 11,550 11,937
Merrill Lynch & Co. Inc. 5.450% 7/15/14 2,450 2,566
Merrill Lynch & Co. Inc. 5.000% 1/15/15 17,779 18,547
Merrill Lynch & Co. Inc. 6.050% 5/16/16 4,700 4,899
Merrill Lynch & Co. Inc. 5.700% 5/2/17 21,625 22,131
Merrill Lynch & Co. Inc. 6.400% 8/28/17 13,950 15,222
Merrill Lynch & Co. Inc. 6.875% 4/25/18 42,021 46,653
Merrill Lynch & Co. Inc. 6.500% 7/15/18 3,325 3,585
Merrill Lynch & Co. Inc. 6.875% 11/15/18 600 667

 

 

Merrill Lynch & Co. Inc. 6.220% 9/15/26 6,100 6,186
Merrill Lynch & Co. Inc. 6.110% 1/29/37 1,475 1,396
Merrill Lynch & Co. Inc. 7.750% 5/14/38 24,108 26,386
Morgan Stanley 6.750% 10/15/13 600 634
Morgan Stanley 2.875% 1/24/14 11,925 11,880
Morgan Stanley 4.750% 4/1/14 28,017 28,416
Morgan Stanley 6.000% 5/13/14 21,485 22,509
Morgan Stanley 2.875% 7/28/14 3,825 3,806
Morgan Stanley 4.200% 11/20/14 15,675 15,811
Morgan Stanley 4.100% 1/26/15 13,425 13,457
Morgan Stanley 6.000% 4/28/15 26,160 27,379
Morgan Stanley 4.000% 7/24/15 3,750 3,742
Morgan Stanley 5.375% 10/15/15 6,400 6,611
Morgan Stanley 3.450% 11/2/15 9,325 9,122
Morgan Stanley 3.800% 4/29/16 875 852
Morgan Stanley 5.750% 10/18/16 17,175 17,905
Morgan Stanley 5.450% 1/9/17 14,785 15,139
Morgan Stanley 4.750% 3/22/17 12,925 12,897
Morgan Stanley 5.550% 4/27/17 3,305 3,400
Morgan Stanley 6.250% 8/28/17 560 588
Morgan Stanley 5.950% 12/28/17 17,475 18,056
Morgan Stanley 6.625% 4/1/18 34,285 36,091
Morgan Stanley 7.300% 5/13/19 12,510 13,460
Morgan Stanley 5.625% 9/23/19 47,150 46,483
Morgan Stanley 5.500% 7/24/20 150 147
Morgan Stanley 5.750% 1/25/21 14,375 14,110
Morgan Stanley 5.500% 7/28/21 8,050 7,837
Morgan Stanley 6.250% 8/9/26 14,825 14,739
Morgan Stanley 7.250% 4/1/32 17,277 18,901
National Australia Bank 2.000% 3/9/15 7,325 7,319
National Australia Bank 2.750% 3/9/17 7,325 7,272
National City Bank 4.625% 5/1/13 2,500 2,595
National City Corp. 4.900% 1/15/15 1,425 1,560
National City Corp. 6.875% 5/15/19 1,125 1,308
Northern Trust Co. 6.500% 8/15/18 1,125 1,376
Northern Trust Corp. 5.500% 8/15/13 1,350 1,437
Northern Trust Corp. 4.625% 5/1/14 4,200 4,511
Northern Trust Corp. 3.450% 11/4/20 750 770
Northern Trust Corp. 3.375% 8/23/21 1,575 1,603
Paribas 6.950% 7/22/13 900 935
PNC Bank NA 4.875% 9/21/17 8,425 9,163
PNC Bank NA 6.000% 12/7/17 1,100 1,258
PNC Funding Corp. 3.000% 5/19/14 750 778
PNC Funding Corp. 3.625% 2/8/15 18,381 19,566
PNC Funding Corp. 4.250% 9/21/15 4,750 5,169
PNC Funding Corp. 5.250% 11/15/15 8,605 9,553
PNC Funding Corp. 2.700% 9/19/16 2,150 2,218
PNC Funding Corp. 5.625% 2/1/17 975 1,090
PNC Funding Corp. 6.700% 6/10/19 7,134 8,673
PNC Funding Corp. 5.125% 2/8/20 17,875 20,216
PNC Funding Corp. 4.375% 8/11/20 10,125 10,974
PNC Funding Corp. 3.300% 3/8/22 10,525 10,348
Royal Bank of Canada 2.100% 7/29/13 15,400 15,703
Royal Bank of Canada 1.450% 10/30/14 4,075 4,124
Royal Bank of Canada 2.625% 12/15/15 5,400 5,646
Royal Bank of Canada 2.875% 4/19/16 8,300 8,673
Royal Bank of Canada 2.300% 7/20/16 19,050 19,514

 

 

Royal Bank of Scotland Group plc 6.400% 10/21/19 25,065 26,330
Royal Bank Of Scotland NV 4.650% 6/4/18 225 220
Royal Bank of Scotland plc 3.400% 8/23/13 9,950 10,078
Royal Bank of Scotland plc 3.250% 1/11/14 9,550 9,690
6 Royal Bank of Scotland plc 4.875% 8/25/14 1,700 1,765
Royal Bank of Scotland plc 4.875% 3/16/15 6,200 6,427
Royal Bank of Scotland plc 3.950% 9/21/15 1,440 1,456
Royal Bank of Scotland plc 4.375% 3/16/16 5,850 5,998
Royal Bank of Scotland plc 5.625% 8/24/20 13,825 14,342
Royal Bank of Scotland plc 6.125% 1/11/21 19,075 20,412
Santander Holdings USA Inc. 4.625% 4/19/16 9,075 9,190
Santander UK plc 7.950% 10/26/29 4,500 4,590
SouthTrust Corp. 5.800% 6/15/14 2,550 2,755
Sovereign Bank 8.750% 5/30/18 1,595 1,867
State Street Bank and Trust Co. 5.300% 1/15/16 2,800 3,107
State Street Corp. 4.300% 5/30/14 3,900 4,174
State Street Corp. 2.875% 3/7/16 23,100 24,091
State Street Corp. 4.956% 3/15/18 3,875 4,053
State Street Corp. 4.375% 3/7/21 400 439
SunTrust Bank 5.000% 9/1/15 39 41
SunTrust Bank 7.250% 3/15/18 1,000 1,143
SunTrust Banks Inc. 3.600% 4/15/16 9,450 9,756
SunTrust Banks Inc. 3.500% 1/20/17 9,865 10,011
SunTrust Banks Inc. 6.000% 9/11/17 2,508 2,786
Svenska Handelsbanken AB 2.875% 4/4/17 9,900 9,895
Toronto-Dominion Bank 1.375% 7/14/14 3,500 3,561
Toronto-Dominion Bank 2.500% 7/14/16 5,240 5,404
Toronto-Dominion Bank 2.375% 10/19/16 9,900 10,139
UBS AG 2.250% 8/12/13 20,350 20,472
UBS AG 2.250% 1/28/14 150 150
UBS AG 3.875% 1/15/15 990 1,030
UBS AG 7.000% 10/15/15 2,500 2,701
UBS AG 5.875% 7/15/16 6,025 6,354
UBS AG 7.375% 6/15/17 12,924 14,388
UBS AG 5.875% 12/20/17 29,199 32,331
UBS AG 5.750% 4/25/18 10,642 11,624
UBS AG 4.875% 8/4/20 28,035 29,031
4 UBS Preferred Funding Trust V 6.243% 5/29/49 750 720
UFJ Finance Aruba AEC 6.750% 7/15/13 21,290 22,646
Union Bank NA 5.950% 5/11/16 3,875 4,149
Union Bank NA 3.000% 6/6/16 1,300 1,344
UnionBanCal Corp. 5.250% 12/16/13 2,105 2,221
US Bancorp 2.000% 6/14/13 15,625 15,887
US Bancorp 4.200% 5/15/14 1,475 1,576
US Bancorp 3.150% 3/4/15 1,450 1,530
US Bancorp 2.450% 7/27/15 650 673
US Bancorp 3.442% 2/1/16 18,400 18,941
US Bancorp 2.200% 11/15/16 11,350 11,571
US Bancorp 4.125% 5/24/21 19,625 21,115
US Bancorp 3.000% 3/15/22 1,825 1,797
US Bank NA 6.300% 2/4/14 8,750 9,577
US Bank NA 4.950% 10/30/14 12,771 13,964
USB Capital XIII Trust 6.625% 12/15/39 875 877
Wachovia Bank NA 4.800% 11/1/14 1,400 1,502
Wachovia Bank NA 4.875% 2/1/15 15,250 16,427
Wachovia Bank NA 5.000% 8/15/15 960 1,043
Wachovia Bank NA 6.000% 11/15/17 8,775 10,067

 

 

Wachovia Bank NA 5.850% 2/1/37 16,225 17,544
Wachovia Bank NA 6.600% 1/15/38 14,235 16,821
Wachovia Corp. 5.500% 5/1/13 7,125 7,475
Wachovia Corp. 4.875% 2/15/14 10,990 11,613
Wachovia Corp. 5.250% 8/1/14 7,212 7,764
Wachovia Corp. 5.625% 10/15/16 13,065 14,549
Wachovia Corp. 5.750% 6/15/17 28,025 32,410
Wachovia Corp. 5.750% 2/1/18 1,575 1,821
Wachovia Corp. 6.605% 10/1/25 175 197
Wachovia Corp. 7.500% 4/15/35 925 1,096
Wachovia Corp. 5.500% 8/1/35 4,185 4,257
Wachovia Corp. 6.550% 10/15/35 625 688
Wells Fargo & Co. 4.950% 10/16/13 4,575 4,825
Wells Fargo & Co. 4.625% 4/15/14 250 266
Wells Fargo & Co. 3.750% 10/1/14 500 529
Wells Fargo & Co. 5.000% 11/15/14 171 183
Wells Fargo & Co. 1.250% 2/13/15 24,500 24,391
Wells Fargo & Co. 3.625% 4/15/15 7,720 8,219
Wells Fargo & Co. 3.676% 6/15/16 37,125 39,775
Wells Fargo & Co. 2.625% 12/15/16 34,600 35,363
Wells Fargo & Co. 5.625% 12/11/17 26,350 30,584
Wells Fargo & Co. 4.600% 4/1/21 19,125 20,369
Wells Fargo & Co. 3.500% 3/8/22 825 809
Wells Fargo & Co. 5.375% 2/7/35 4,250 4,569
Wells Fargo Bank NA 4.750% 2/9/15 14,125 15,191
Wells Fargo Bank NA 5.750% 5/16/16 7,900 8,791
Wells Fargo Bank NA 5.950% 8/26/36 12,625 13,724
4 Wells Fargo Capital X 5.950% 12/1/86 3,425 3,442
Westpac Banking Corp. 2.100% 8/2/13 5,175 5,240
Westpac Banking Corp. 1.850% 12/9/13 17,175 17,346
Westpac Banking Corp. 4.200% 2/27/15 15,075 16,159
Westpac Banking Corp. 3.000% 8/4/15 17,350 17,958
Westpac Banking Corp. 4.875% 11/19/19 12,100 13,035
Zions Bancorporation 4.500% 3/27/17 825 817
 
Brokerage (0.1%)        
Ameriprise Financial Inc. 5.650% 11/15/15 7,850 8,856
Ameriprise Financial Inc. 7.300% 6/28/19 3,547 4,295
Ameriprise Financial Inc. 5.300% 3/15/20 4,617 5,015
4 Ameriprise Financial Inc. 7.518% 6/1/66 575 618
BlackRock Inc. 3.500% 12/10/14 4,275 4,575
BlackRock Inc. 6.250% 9/15/17 3,375 4,068
BlackRock Inc. 5.000% 12/10/19 8,098 9,219
BlackRock Inc. 4.250% 5/24/21 2,115 2,276
Charles Schwab Corp. 4.950% 6/1/14 9,450 10,222
Charles Schwab Corp. 4.450% 7/22/20 4,550 4,951
6 FMR LLC 7.490% 6/15/19 800 929
Franklin Resources Inc. 2.000% 5/20/13 6,825 6,928
Franklin Resources Inc. 3.125% 5/20/15 3,700 3,868
Franklin Resources Inc. 4.625% 5/20/20 1,950 2,131
GFI Group Inc. 8.375% 7/19/18 1,900 1,815
Jefferies Group Inc. 5.125% 4/13/18 6,205 6,019
Jefferies Group Inc. 8.500% 7/15/19 8,677 9,631
Jefferies Group Inc. 6.875% 4/15/21 3,400 3,417
Jefferies Group Inc. 6.450% 6/8/27 2,285 2,251
Jefferies Group Inc. 6.250% 1/15/36 7,350 6,689
Lazard Group LLC 7.125% 5/15/15 2,150 2,328

 

 

Lazard Group LLC 6.850% 6/15/17 7,425 8,146
Nomura Holdings Inc. 5.000% 3/4/15 6,825 7,095
Nomura Holdings Inc. 6.700% 3/4/20 9,550 10,327
Raymond James Financial Inc. 4.250% 4/15/16 1,975 2,039
TD Ameritrade Holding Corp. 4.150% 12/1/14 2,725 2,909
TD Ameritrade Holding Corp. 5.600% 12/1/19 2,425 2,665
 
Finance Companies (0.7%)        
Block Financial LLC 5.125% 10/30/14 8,610 8,908
Discover Financial Services 6.450% 6/12/17 1,825 2,035
Discover Financial Services 10.250% 7/15/19 917 1,197
4 GE Capital Trust I 6.375% 11/15/67 10,600 10,746
General Electric Capital Corp. 5.250% 10/19/12 39,115 40,105
General Electric Capital Corp. 4.800% 5/1/13 24,125 25,164
General Electric Capital Corp. 2.100% 1/7/14 6,050 6,176
General Electric Capital Corp. 5.900% 5/13/14 4,850 5,329
General Electric Capital Corp. 5.500% 6/4/14 14,400 15,721
General Electric Capital Corp. 5.650% 6/9/14 9,000 9,847
General Electric Capital Corp. 3.750% 11/14/14 28,250 29,985
General Electric Capital Corp. 3.500% 6/29/15 2,500 2,661
General Electric Capital Corp. 4.375% 9/21/15 6,900 7,565
General Electric Capital Corp. 2.250% 11/9/15 7,089 7,282
General Electric Capital Corp. 2.950% 5/9/16 35,656 37,299
General Electric Capital Corp. 3.350% 10/17/16 1,450 1,536
General Electric Capital Corp. 5.400% 2/15/17 28,350 32,331
General Electric Capital Corp. 5.625% 9/15/17 20,988 24,333
General Electric Capital Corp. 5.625% 5/1/18 30,289 35,077
General Electric Capital Corp. 6.000% 8/7/19 11,650 13,602
General Electric Capital Corp. 5.500% 1/8/20 4,600 5,223
General Electric Capital Corp. 5.550% 5/4/20 8,550 9,793
General Electric Capital Corp. 4.625% 1/7/21 21,350 22,846
General Electric Capital Corp. 5.300% 2/11/21 5,925 6,411
General Electric Capital Corp. 4.650% 10/17/21 13,923 14,803
General Electric Capital Corp. 6.750% 3/15/32 40,731 48,685
General Electric Capital Corp. 6.150% 8/7/37 30,500 34,509
General Electric Capital Corp. 5.875% 1/14/38 40,975 44,817
General Electric Capital Corp. 6.875% 1/10/39 33,250 40,916
4 General Electric Capital Corp. 6.375% 11/15/67 12,930 13,108
4 HSBC Finance Capital Trust IX 5.911% 11/30/35 2,125 1,982
HSBC Finance Corp. 4.750% 7/15/13 24,875 25,710
HSBC Finance Corp. 5.250% 1/15/14 5,725 6,028
HSBC Finance Corp. 5.000% 6/30/15 15,200 16,224
HSBC Finance Corp. 5.500% 1/19/16 1,721 1,863
HSBC Finance Corp. 6.676% 1/15/21 36,424 38,846
6 International Lease Finance Corp. 6.500% 9/1/14 170 178
6 International Lease Finance Corp. 6.750% 9/1/16 830 894
SLM Corp. 5.000% 10/1/13 4,485 4,597
SLM Corp. 5.375% 5/15/14 2,515 2,612
SLM Corp. 5.050% 11/14/14 2,335 2,404
SLM Corp. 5.000% 4/15/15 1,255 1,292
SLM Corp. 6.250% 1/25/16 27,378 28,454
SLM Corp. 6.000% 1/25/17 5,500 5,704
SLM Corp. 8.450% 6/15/18 17,500 19,585
SLM Corp. 8.000% 3/25/20 6,710 7,246
SLM Corp. 7.250% 1/25/22 2,225 2,300
SLM Corp. 5.625% 8/1/33 7,865 6,684

 

 

Insurance (1.2%)        
ACE Capital Trust II 9.700% 4/1/30 2,035 2,717
ACE INA Holdings Inc. 5.875% 6/15/14 900 993
ACE INA Holdings Inc. 5.600% 5/15/15 6,175 6,967
ACE INA Holdings Inc. 2.600% 11/23/15 6,510 6,772
ACE INA Holdings Inc. 5.700% 2/15/17 2,930 3,433
ACE INA Holdings Inc. 5.800% 3/15/18 1,256 1,504
ACE INA Holdings Inc. 5.900% 6/15/19 2,575 3,070
ACE INA Holdings Inc. 6.700% 5/15/36 750 978
AEGON Funding Co. LLC 5.750% 12/15/20 14,825 15,685
Aegon NV 4.750% 6/1/13 1,900 1,963
Aetna Inc. 6.000% 6/15/16 10,650 12,273
Aetna Inc. 6.500% 9/15/18 2,175 2,667
Aetna Inc. 4.125% 6/1/21 350 373
Aetna Inc. 6.625% 6/15/36 8,900 11,048
Aetna Inc. 6.750% 12/15/37 6,055 7,672
Aflac Inc. 2.650% 2/15/17 7,520 7,603
Aflac Inc. 8.500% 5/15/19 950 1,235
Aflac Inc. 4.000% 2/15/22 3,525 3,547
Aflac Inc. 6.900% 12/17/39 825 974
Aflac Inc. 6.450% 8/15/40 4,950 5,499
Alleghany Corp. 5.625% 9/15/20 1,700 1,776
Allied World Assurance Co. Ltd. 7.500% 8/1/16 15,503 17,656
Allstate Corp. 5.000% 8/15/14 6,325 6,884
Allstate Corp. 6.125% 12/15/32 2,450 2,803
Allstate Corp. 5.350% 6/1/33 895 956
Allstate Corp. 5.550% 5/9/35 2,956 3,220
Allstate Corp. 5.200% 1/15/42 4,525 4,722
4 Allstate Corp. 6.500% 5/15/57 4,475 4,408
4 Allstate Corp. 6.125% 5/15/67 2,831 2,767
Allstate Life Global Funding Trusts 5.375% 4/30/13 18,900 19,849
Alterra Finance LLC 6.250% 9/30/20 2,000 2,105
American Financial Group Inc. 9.875% 6/15/19 8,114 10,078
American International Group Inc. 4.250% 5/15/13 18,551 18,977
American International Group Inc. 4.250% 9/15/14 5,500 5,707
American International Group Inc. 5.050% 10/1/15 3,200 3,410
American International Group Inc. 4.875% 9/15/16 7,875 8,341
American International Group Inc. 5.600% 10/18/16 6,300 6,829
American International Group Inc. 5.450% 5/18/17 7,425 7,980
American International Group Inc. 5.850% 1/16/18 23,727 25,795
American International Group Inc. 8.250% 8/15/18 3,325 3,982
American International Group Inc. 6.400% 12/15/20 19,515 22,126
American International Group Inc. 6.250% 5/1/36 13,860 15,025
American International Group Inc. 6.250% 3/15/37 4,660 4,171
6 American International Group Inc. 6.820% 11/15/37 955 1,036
4 American International Group Inc. 8.175% 5/15/68 26,400 27,984
Aon Corp. 3.500% 9/30/15 5,680 5,946
Aon Corp. 5.000% 9/30/20 13,210 14,531
Aon Corp. 8.205% 1/1/27 825 961
Aon Corp. 6.250% 9/30/40 3,550 4,276
Arch Capital Group Ltd. 7.350% 5/1/34 4,335 5,057
Aspen Insurance Holdings Ltd. 6.000% 12/15/20 2,075 2,187
Assurant Inc. 5.625% 2/15/14 3,225 3,389
Assurant Inc. 6.750% 2/15/34 5,965 6,238
AXA SA 8.600% 12/15/30 14,882 16,259
Axis Capital Holdings Ltd. 5.750% 12/1/14 2,150 2,302
Axis Specialty Finance LLC 5.875% 6/1/20 21,650 23,097

 

 

Berkshire Hathaway Finance Corp. 4.600% 5/15/13 14,658 15,308
Berkshire Hathaway Finance Corp. 5.000% 8/15/13 18,025 19,063
Berkshire Hathaway Finance Corp. 4.850% 1/15/15 9,780 10,842
Berkshire Hathaway Finance Corp. 5.400% 5/15/18 19,450 22,957
Berkshire Hathaway Finance Corp. 5.750% 1/15/40 5,615 6,563
Berkshire Hathaway Inc. 3.200% 2/11/15 12,370 13,130
Berkshire Hathaway Inc. 2.200% 8/15/16 11,625 12,003
Berkshire Hathaway Inc. 3.750% 8/15/21 250 259
Berkshire Hathaway Inc. 3.400% 1/31/22 825 834
Chubb Corp. 5.200% 4/1/13 1,575 1,647
Chubb Corp. 5.750% 5/15/18 6,050 7,319
Chubb Corp. 6.000% 5/11/37 5,945 7,268
Chubb Corp. 6.500% 5/15/38 1,900 2,435
4 Chubb Corp. 6.375% 3/29/67 11,075 11,435
Cigna Corp. 2.750% 11/15/16 3,250 3,288
Cigna Corp. 5.125% 6/15/20 2,075 2,279
Cigna Corp. 4.375% 12/15/20 3,550 3,707
Cigna Corp. 4.500% 3/15/21 875 923
Cigna Corp. 4.000% 2/15/22 3,050 3,107
Cigna Corp. 7.875% 5/15/27 1,025 1,288
Cigna Corp. 6.150% 11/15/36 13,125 14,534
Cigna Corp. 5.875% 3/15/41 2,200 2,400
Cigna Corp. 5.375% 2/15/42 7,575 7,752
Cincinnati Financial Corp. 6.920% 5/15/28 3,575 3,967
Cincinnati Financial Corp. 6.125% 11/1/34 2,010 2,064
CNA Financial Corp. 5.850% 12/15/14 4,038 4,350
CNA Financial Corp. 6.500% 8/15/16 8,625 9,645
CNA Financial Corp. 7.350% 11/15/19 8,800 10,264
CNA Financial Corp. 5.875% 8/15/20 2,775 2,984
CNA Financial Corp. 5.750% 8/15/21 600 642
Coventry Health Care Inc. 6.300% 8/15/14 9,515 10,432
Coventry Health Care Inc. 5.950% 3/15/17 2,000 2,267
Coventry Health Care Inc. 5.450% 6/15/21 3,150 3,460
Endurance Specialty Holdings Ltd. 7.000% 7/15/34 6,875 7,069
Genworth Financial Inc. 5.750% 6/15/14 2,496 2,590
Genworth Financial Inc. 4.950% 10/1/15 950 967
Genworth Financial Inc. 8.625% 12/15/16 9,150 10,248
Genworth Financial Inc. 7.700% 6/15/20 1,150 1,194
Genworth Financial Inc. 7.200% 2/15/21 4,100 4,161
Genworth Financial Inc. 7.625% 9/24/21 3,650 3,767
Genworth Financial Inc. 6.500% 6/15/34 5,775 5,364
Hartford Financial Services Group Inc. 4.625% 7/15/13 4,125 4,251
Hartford Financial Services Group Inc. 5.500% 10/15/16 3,075 3,304
Hartford Financial Services Group Inc. 5.375% 3/15/17 2,600 2,777
Hartford Financial Services Group Inc. 6.300% 3/15/18 2,900 3,178
Hartford Financial Services Group Inc. 6.000% 1/15/19 2,175 2,367
Hartford Financial Services Group Inc. 5.950% 10/15/36 2,200 2,102
Hartford Financial Services Group Inc. 6.100% 10/1/41 3,875 3,792
HCC Insurance Holdings Inc. 6.300% 11/15/19 4,250 4,689
Humana Inc. 6.450% 6/1/16 175 199
Humana Inc. 7.200% 6/15/18 6,375 7,620
Humana Inc. 6.300% 8/1/18 200 230
Jefferson-Pilot Corp. 4.750% 1/30/14 1,600 1,663
Lincoln National Corp. 4.300% 6/15/15 250 266
Lincoln National Corp. 8.750% 7/1/19 127 161
Lincoln National Corp. 4.200% 3/15/22 2,650 2,656
Lincoln National Corp. 6.150% 4/7/36 6,950 7,348

 

 

Lincoln National Corp. 7.000% 6/15/40 8,425 9,807
4 Lincoln National Corp. 7.000% 5/17/66 15,950 15,432
4 Lincoln National Corp. 6.050% 4/20/67 1,700 1,581
Loews Corp. 5.250% 3/15/16 3,200 3,542
Loews Corp. 6.000% 2/1/35 625 682
Manulife Financial Corp. 3.400% 9/17/15 10,500 10,878
Manulife Financial Corp. 4.900% 9/17/20 14,550 15,036
Markel Corp. 7.125% 9/30/19 6,625 7,446
Marsh & McLennan Cos. Inc. 5.750% 9/15/15 9,203 10,312
Marsh & McLennan Cos. Inc. 2.300% 4/1/17 450 443
Marsh & McLennan Cos. Inc. 9.250% 4/15/19 8,150 10,737
Marsh & McLennan Cos. Inc. 4.800% 7/15/21 1,720 1,871
Marsh & McLennan Cos. Inc. 5.875% 8/1/33 7,075 7,773
MetLife Inc. 5.000% 11/24/13 4,425 4,712
MetLife Inc. 2.375% 2/6/14 9,725 9,970
MetLife Inc. 5.000% 6/15/15 4,276 4,740
MetLife Inc. 6.750% 6/1/16 3,900 4,631
MetLife Inc. 7.717% 2/15/19 1,495 1,880
MetLife Inc. 4.750% 2/8/21 4,040 4,430
MetLife Inc. 6.500% 12/15/32 2,700 3,355
MetLife Inc. 6.375% 6/15/34 2,375 2,935
MetLife Inc. 5.700% 6/15/35 725 843
MetLife Inc. 5.875% 2/6/41 10,890 12,978
4 MetLife Inc. 6.400% 12/15/66 19,317 18,979
4 MetLife Inc. 10.750% 8/1/69 760 1,049
6 Metropolitan Life Global Funding I 5.125% 6/10/14 3,475 3,756
4 Nationwide Financial Services Inc. 6.750% 5/15/67 350 327
OneBeacon US Holdings Inc. 5.875% 5/15/13 565 582
PartnerRe Finance B LLC 5.500% 6/1/20 12,484 12,921
Principal Financial Group Inc. 7.875% 5/15/14 650 726
Principal Financial Group Inc. 8.875% 5/15/19 4 5
Principal Financial Group Inc. 6.050% 10/15/36 3,275 3,421
Principal Life Income Funding Trusts 5.300% 4/24/13 5,575 5,838
Principal Life Income Funding Trusts 5.100% 4/15/14 4,925 5,242
Progressive Corp. 3.750% 8/23/21 7,450 7,897
Progressive Corp. 6.625% 3/1/29 4,700 5,595
Progressive Corp. 6.250% 12/1/32 25 30
4 Progressive Corp. 6.700% 6/15/67 7,200 7,542
Protective Life Corp. 7.375% 10/15/19 5,995 6,672
Protective Life Corp. 8.450% 10/15/39 5,100 5,921
Prudential Financial Inc. 4.500% 7/15/13 6,225 6,473
Prudential Financial Inc. 4.750% 4/1/14 1,875 1,987
Prudential Financial Inc. 5.100% 9/20/14 10,991 11,874
Prudential Financial Inc. 3.875% 1/14/15 11,250 11,861
Prudential Financial Inc. 6.200% 1/15/15 5,150 5,701
Prudential Financial Inc. 4.750% 9/17/15 2,825 3,071
Prudential Financial Inc. 5.500% 3/15/16 675 753
Prudential Financial Inc. 6.000% 12/1/17 2,800 3,253
Prudential Financial Inc. 5.375% 6/21/20 2,475 2,762
Prudential Financial Inc. 5.750% 7/15/33 900 928
Prudential Financial Inc. 5.400% 6/13/35 9,035 9,083
Prudential Financial Inc. 5.900% 3/17/36 9,737 10,511
Prudential Financial Inc. 5.700% 12/14/36 10,525 11,161
Prudential Financial Inc. 6.625% 6/21/40 5,325 6,170
4 Prudential Financial Inc. 8.875% 6/15/68 750 879
4 Reinsurance Group of America Inc. 6.750% 12/15/65 6,950 6,394
Swiss Re Solutions Holding Corp. 6.450% 3/1/19 975 1,085

 

 

Swiss Re Solutions Holding Corp. 7.000% 2/15/26 3,450 3,958
Swiss Re Solutions Holding Corp. 7.750% 6/15/30 10,815 12,747
Torchmark Corp. 6.375% 6/15/16 3,500 3,882
Transatlantic Holdings Inc. 8.000% 11/30/39 14,470 16,502
Travelers Cos. Inc. 5.500% 12/1/15 1,025 1,160
Travelers Cos. Inc. 6.250% 6/20/16 2,625 3,082
Travelers Cos. Inc. 5.750% 12/15/17 3,825 4,571
Travelers Cos. Inc. 5.800% 5/15/18 150 181
Travelers Cos. Inc. 5.900% 6/2/19 11,500 13,905
Travelers Cos. Inc. 3.900% 11/1/20 550 592
Travelers Cos. Inc. 6.250% 6/15/37 15,725 19,410
Travelers Cos. Inc. 5.350% 11/1/40 2,370 2,709
Travelers Property Casualty Corp. 6.375% 3/15/33 325 404
UnitedHealth Group Inc. 4.875% 4/1/13 2,850 2,973
UnitedHealth Group Inc. 4.875% 3/15/15 17,006 18,848
UnitedHealth Group Inc. 5.375% 3/15/16 200 230
UnitedHealth Group Inc. 6.000% 6/15/17 7,500 8,966
UnitedHealth Group Inc. 6.000% 2/15/18 19,655 23,768
UnitedHealth Group Inc. 3.875% 10/15/20 170 180
UnitedHealth Group Inc. 4.700% 2/15/21 675 757
UnitedHealth Group Inc. 2.875% 3/15/22 1,000 973
UnitedHealth Group Inc. 5.800% 3/15/36 2,575 2,955
UnitedHealth Group Inc. 6.500% 6/15/37 1,350 1,672
UnitedHealth Group Inc. 6.625% 11/15/37 4,025 5,116
UnitedHealth Group Inc. 6.875% 2/15/38 4,605 5,996
UnitedHealth Group Inc. 5.700% 10/15/40 170 197
UnitedHealth Group Inc. 4.625% 11/15/41 4,425 4,408
UnitedHealth Group Inc. 4.375% 3/15/42 225 216
Unum Group 7.125% 9/30/16 3,425 3,921
Unum Group 5.625% 9/15/20 2,200 2,321
Validus Holdings Ltd. 8.875% 1/26/40 3,800 4,189
WellPoint Inc. 6.000% 2/15/14 2,225 2,423
WellPoint Inc. 5.000% 12/15/14 3,525 3,865
WellPoint Inc. 5.250% 1/15/16 10,611 11,869
WellPoint Inc. 5.875% 6/15/17 375 439
WellPoint Inc. 7.000% 2/15/19 860 1,068
WellPoint Inc. 4.350% 8/15/20 2,600 2,823
WellPoint Inc. 3.700% 8/15/21 650 673
WellPoint Inc. 5.950% 12/15/34 7,775 9,051
WellPoint Inc. 5.850% 1/15/36 6,660 7,687
WellPoint Inc. 6.375% 6/15/37 1,530 1,865
Willis Group Holdings plc 5.750% 3/15/21 4,051 4,331
Willis North America Inc. 5.625% 7/15/15 3,825 4,135
Willis North America Inc. 6.200% 3/28/17 2,495 2,791
Willis North America Inc. 7.000% 9/29/19 20,300 23,464
WR Berkley Corp. 5.375% 9/15/20 950 1,000
XL Group plc 5.250% 9/15/14 5,625 5,942
XL Group plc 6.375% 11/15/24 525 568
XL Group plc 6.250% 5/15/27 8,025 8,245
XLIT Ltd. 5.750% 10/1/21 4,845 5,300
 
Other Finance (0.1%)        
CME Group Inc. 5.400% 8/1/13 8,450 8,961
CME Group Inc. 5.750% 2/15/14 3,225 3,515
NASDAQ OMX Group Inc. 4.000% 1/15/15 3,275 3,401
NASDAQ OMX Group Inc. 5.550% 1/15/20 7,700 7,874
NYSE Euronext 4.800% 6/28/13 4,435 4,644

 

 

ORIX Corp. 4.710% 4/27/15 1,969 2,064
ORIX Corp. 5.000% 1/12/16 4,835 5,100
ORIX Corp. 3.750% 3/9/17 7,900 7,699
XTRA Finance Corp. 5.150% 4/1/17 12,925 14,408
 
Real Estate Investment Trusts (0.4%)        
Alexandria Real Estate Equities Inc. 4.600% 4/1/22 5,025 4,957
Arden Realty LP 5.250% 3/1/15 925 996
AvalonBay Communities Inc. 5.750% 9/15/16 825 940
Boston Properties LP 5.625% 4/15/15 5,175 5,752
Boston Properties LP 5.625% 11/15/20 8,925 10,125
Boston Properties LP 4.125% 5/15/21 805 827
Brandywine Operating Partnership LP 5.400% 11/1/14 1,000 1,064
Brandywine Operating Partnership LP 7.500% 5/15/15 3,950 4,386
Brandywine Operating Partnership LP 6.000% 4/1/16 6,390 6,807
Brandywine Operating Partnership LP 5.700% 5/1/17 6,830 7,220
Brandywine Operating Partnership LP 4.950% 4/15/18 8,325 8,464
Camden Property Trust 5.700% 5/15/17 5,025 5,621
CommonWealth REIT 6.250% 8/15/16 1,425 1,507
CommonWealth REIT 6.250% 6/15/17 5,075 5,405
CommonWealth REIT 5.875% 9/15/20 3,200 3,265
Digital Realty Trust LP 4.500% 7/15/15 2,400 2,515
Digital Realty Trust LP 5.875% 2/1/20 2,000 2,147
Digital Realty Trust LP 5.250% 3/15/21 12,345 12,689
Duke Realty LP 6.250% 5/15/13 800 840
Duke Realty LP 7.375% 2/15/15 8,425 9,464
Duke Realty LP 5.950% 2/15/17 5,400 6,007
Duke Realty LP 8.250% 8/15/19 3,600 4,443
Duke Realty LP 6.750% 3/15/20 1,025 1,198
ERP Operating LP 5.250% 9/15/14 1,700 1,833
ERP Operating LP 5.125% 3/15/16 825 907
ERP Operating LP 5.375% 8/1/16 3,125 3,467
ERP Operating LP 5.750% 6/15/17 1,250 1,424
ERP Operating LP 4.750% 7/15/20 1,350 1,438
ERP Operating LP 4.625% 12/15/21 8,030 8,442
HCP Inc. 5.650% 12/15/13 9,655 10,235
HCP Inc. 2.700% 2/1/14 650 659
HCP Inc. 3.750% 2/1/16 17,500 18,048
HCP Inc. 6.300% 9/15/16 9,415 10,579
HCP Inc. 6.000% 1/30/17 3,175 3,529
HCP Inc. 5.625% 5/1/17 100 110
HCP Inc. 6.700% 1/30/18 1,200 1,388
HCP Inc. 3.750% 2/1/19 4,525 4,505
HCP Inc. 5.375% 2/1/21 300 322
HCP Inc. 6.750% 2/1/41 500 591
Health Care REIT Inc. 6.000% 11/15/13 2,175 2,303
Health Care REIT Inc. 3.625% 3/15/16 2,150 2,180
Health Care REIT Inc. 6.200% 6/1/16 9,300 10,230
Health Care REIT Inc. 4.700% 9/15/17 25 26
Health Care REIT Inc. 4.125% 4/1/19 3,475 3,453
Health Care REIT Inc. 4.950% 1/15/21 2,335 2,393
Health Care REIT Inc. 5.250% 1/15/22 5,925 6,187
Health Care REIT Inc. 6.500% 3/15/41 3,400 3,555
Healthcare Realty Trust Inc. 5.125% 4/1/14 1,525 1,589
Healthcare Realty Trust Inc. 6.500% 1/17/17 2,800 3,076
Healthcare Realty Trust Inc. 5.750% 1/15/21 2,750 2,816
Hospitality Properties Trust 7.875% 8/15/14 3,550 3,887

 

 

Hospitality Properties Trust 5.125% 2/15/15 5,170 5,373
Kilroy Realty LP 5.000% 11/3/15 3,950 4,208
Kilroy Realty LP 4.800% 7/15/18 11,075 11,519
Kimco Realty Corp. 5.783% 3/15/16 1,075 1,181
Kimco Realty Corp. 5.700% 5/1/17 5,625 6,221
Kimco Realty Corp. 6.875% 10/1/19 6,650 7,773
Liberty Property LP 5.125% 3/2/15 8,400 8,987
Liberty Property LP 5.500% 12/15/16 1,975 2,173
Liberty Property LP 6.625% 10/1/17 2,750 3,178
Liberty Property LP 4.750% 10/1/20 225 231
Mack-Cali Realty LP 7.750% 8/15/19 4,625 5,609
National Retail Properties Inc. 6.875% 10/15/17 10,350 11,858
ProLogis LP 7.625% 8/15/14 600 671
ProLogis LP 4.500% 8/15/17 2,600 2,693
ProLogis LP 7.375% 10/30/19 5,100 5,971
ProLogis LP 6.625% 12/1/19 1,750 1,961
ProLogis LP 6.875% 3/15/20 7,175 8,266
Realty Income Corp. 5.950% 9/15/16 150 167
Realty Income Corp. 6.750% 8/15/19 8,210 9,500
Realty Income Corp. 5.750% 1/15/21 5,175 5,670
Realty Income Corp. 5.875% 3/15/35 6,660 6,715
Regency Centers LP 5.250% 8/1/15 2,925 3,144
Senior Housing Properties Trust 4.300% 1/15/16 2,175 2,167
Simon Property Group LP 6.750% 5/15/14 11,480 12,601
Simon Property Group LP 4.200% 2/1/15 2,225 2,368
Simon Property Group LP 5.100% 6/15/15 2,286 2,515
Simon Property Group LP 5.750% 12/1/15 15,350 17,366
Simon Property Group LP 6.100% 5/1/16 1,850 2,124
Simon Property Group LP 5.250% 12/1/16 14,075 15,833
Simon Property Group LP 2.800% 1/30/17 2,685 2,753
Simon Property Group LP 5.875% 3/1/17 3,250 3,747
Simon Property Group LP 2.150% 9/15/17 2,000 1,972
Simon Property Group LP 6.125% 5/30/18 5,225 6,153
Simon Property Group LP 5.650% 2/1/20 6,150 7,020
Simon Property Group LP 4.375% 3/1/21 3,900 4,137
Simon Property Group LP 4.125% 12/1/21 2,250 2,368
Simon Property Group LP 3.375% 3/15/22 2,725 2,636
Simon Property Group LP 6.750% 2/1/40 7,800 9,515
Simon Property Group LP 4.750% 3/15/42 1,900 1,810
Tanger Properties LP 6.150% 11/15/15 3,525 3,918
UDR Inc. 4.250% 6/1/18 1,200 1,264
UDR Inc. 4.625% 1/10/22 1,600 1,651
Ventas Realty LP / Ventas Capital Corp. 3.125% 11/30/15 10,400 10,619
Ventas Realty LP / Ventas Capital Corp. 4.750% 6/1/21 4,850 4,903
Ventas Realty LP / Ventas Capital Corp. 4.250% 3/1/22 495 480
Washington REIT 4.950% 10/1/20 475 496
        7,696,304
Industrial (11.6%)        
Basic Industry (1.2%)        
Agrium Inc. 6.750% 1/15/19 7,100 8,528
Agrium Inc. 6.125% 1/15/41 6,550 7,591
Air Products & Chemicals Inc. 2.000% 8/2/16 5,325 5,430
Air Products & Chemicals Inc. 3.000% 11/3/21 2,125 2,128
Airgas Inc. 4.500% 9/15/14 2,325 2,494
Airgas Inc. 3.250% 10/1/15 5,400 5,607
Albemarle Corp. 4.500% 12/15/20 1,300 1,384
Alcoa Inc. 6.000% 7/15/13 5,500 5,824

 

 

Alcoa Inc. 5.550% 2/1/17 2,600 2,855
Alcoa Inc. 6.750% 7/15/18 200 229
Alcoa Inc. 5.720% 2/23/19 5,288 5,595
Alcoa Inc. 6.150% 8/15/20 9,200 9,875
Alcoa Inc. 5.870% 2/23/22 4,337 4,518
Alcoa Inc. 5.900% 2/1/27 9,615 9,632
Alcoa Inc. 6.750% 1/15/28 22,761 23,636
Alcoa Inc. 5.950% 2/1/37 8,275 8,055
Allegheny Technologies Inc. 9.375% 6/1/19 6,304 7,975
AngloGold Ashanti Holdings plc 5.375% 4/15/20 8,550 8,805
AngloGold Ashanti Holdings plc 6.500% 4/15/40 2,275 2,201
ArcelorMittal 9.000% 2/15/15 10,970 12,613
ArcelorMittal 3.750% 8/5/15 3,400 3,458
ArcelorMittal 3.750% 3/1/16 4,500 4,495
ArcelorMittal 6.125% 6/1/18 13,975 14,724
ArcelorMittal 9.850% 6/1/19 35,425 42,551
ArcelorMittal 5.250% 8/5/20 3,600 3,566
ArcelorMittal 5.500% 3/1/21 4,700 4,609
ArcelorMittal 7.000% 10/15/39 11,410 10,877
ArcelorMittal 6.750% 3/1/41 17,975 16,710
Barrick Gold Corp. 2.900% 5/30/16 200 209
Barrick Gold Corp. 6.950% 4/1/19 11,574 14,199
6 Barrick Gold Corp. 3.850% 4/1/22 2,900 2,883
6 Barrick Gold Corp. 5.250% 4/1/42 5,425 5,337
Barrick Gold Finance Co. 4.875% 11/15/14 2,700 2,941
Barrick Gold Financeco LLC 6.125% 9/15/13 13,200 14,162
Barrick North America Finance LLC 6.800% 9/15/18 5,325 6,546
Barrick North America Finance LLC 4.400% 5/30/21 5,050 5,314
Barrick North America Finance LLC 7.500% 9/15/38 5,150 6,612
Barrick North America Finance LLC 5.700% 5/30/41 5,800 6,354
Barrick PD Australia Finance Pty Ltd. 5.950% 10/15/39 4,675 5,171
BHP Billiton Finance USA Ltd. 4.800% 4/15/13 7,676 8,010
BHP Billiton Finance USA Ltd. 5.500% 4/1/14 6,865 7,494
BHP Billiton Finance USA Ltd. 1.000% 2/24/15 9,000 8,985
BHP Billiton Finance USA Ltd. 5.250% 12/15/15 14,721 16,802
BHP Billiton Finance USA Ltd. 1.625% 2/24/17 6,600 6,556
BHP Billiton Finance USA Ltd. 5.400% 3/29/17 25 29
BHP Billiton Finance USA Ltd. 6.500% 4/1/19 19,500 24,190
BHP Billiton Finance USA Ltd. 3.250% 11/21/21 1,625 1,642
BHP Billiton Finance USA Ltd. 2.875% 2/24/22 9,100 8,865
BHP Billiton Finance USA Ltd. 4.125% 2/24/42 12,475 11,653
Carpenter Technology Corp. 5.200% 7/15/21 11,175 11,197
Celulosa Arauco y Constitucion SA 5.125% 7/9/13 1,175 1,215
Celulosa Arauco y Constitucion SA 5.625% 4/20/15 3,675 3,957
Celulosa Arauco y Constitucion SA 7.250% 7/29/19 1,225 1,468
Celulosa Arauco y Constitucion SA 5.000% 1/21/21 5,300 5,531
6 Celulosa Arauco y Constitucion SA 4.750% 1/11/22 2,625 2,697
Cliffs Natural Resources Inc. 5.900% 3/15/20 3,275 3,620
Cliffs Natural Resources Inc. 4.875% 4/1/21 875 907
Cliffs Natural Resources Inc. 6.250% 10/1/40 8,200 8,689
Cytec Industries Inc. 8.950% 7/1/17 1,575 1,957
Dow Chemical Co. 7.600% 5/15/14 12,500 14,142
Dow Chemical Co. 5.900% 2/15/15 32,175 36,207
Dow Chemical Co. 2.500% 2/15/16 625 642
Dow Chemical Co. 5.700% 5/15/18 500 574
Dow Chemical Co. 4.250% 11/15/20 4,892 5,107
Dow Chemical Co. 4.125% 11/15/21 22,350 22,819

 

 

Dow Chemical Co. 7.375% 11/1/29 3,550 4,568
Dow Chemical Co. 9.400% 5/15/39 12,149 18,667
Dow Chemical Co. 5.250% 11/15/41 8,450 8,709
Eastman Chemical Co. 3.000% 12/15/15 675 700
Eastman Chemical Co. 5.500% 11/15/19 2,200 2,442
Eastman Chemical Co. 4.500% 1/15/21 775 806
Ecolab Inc. 2.375% 12/8/14 2,375 2,454
Ecolab Inc. 3.000% 12/8/16 675 702
Ecolab Inc. 4.350% 12/8/21 7,000 7,407
Ecolab Inc. 5.500% 12/8/41 9,950 10,781
EI du Pont de Nemours & Co. 5.000% 7/15/13 7,075 7,472
EI du Pont de Nemours & Co. 1.750% 3/25/14 5,000 5,108
EI du Pont de Nemours & Co. 1.950% 1/15/16 2,800 2,876
EI du Pont de Nemours & Co. 2.750% 4/1/16 5,000 5,281
EI du Pont de Nemours & Co. 5.250% 12/15/16 7,586 8,872
EI du Pont de Nemours & Co. 6.000% 7/15/18 7,725 9,525
EI du Pont de Nemours & Co. 4.625% 1/15/20 5,002 5,726
EI du Pont de Nemours & Co. 3.625% 1/15/21 5,150 5,515
EI du Pont de Nemours & Co. 4.250% 4/1/21 2,950 3,315
EI du Pont de Nemours & Co. 6.500% 1/15/28 1,700 2,110
EI du Pont de Nemours & Co. 4.900% 1/15/41 8,275 8,961
FMC Corp. 3.950% 2/1/22 2,600 2,668
Freeport-McMoRan Copper & Gold Inc. 1.400% 2/13/15 5,525 5,507
Freeport-McMoRan Copper & Gold Inc. 2.150% 3/1/17 1,300 1,286
Freeport-McMoRan Copper & Gold Inc. 3.550% 3/1/22 8,850 8,490
Georgia-Pacific LLC 7.375% 12/1/25 775 945
Georgia-Pacific LLC 8.875% 5/15/31 2,375 3,205
ICI Wilmington Inc. 5.625% 12/1/13 700 739
International Paper Co. 5.300% 4/1/15 4,600 5,057
International Paper Co. 7.950% 6/15/18 5,875 7,357
International Paper Co. 9.375% 5/15/19 21,600 28,612
International Paper Co. 7.500% 8/15/21 28,325 35,620
International Paper Co. 8.700% 6/15/38 1,200 1,617
International Paper Co. 7.300% 11/15/39 625 762
6 Kinross Gold Corp. 3.625% 9/1/16 2,975 2,987
6 Kinross Gold Corp. 5.125% 9/1/21 3,100 3,135
6 Kinross Gold Corp. 6.875% 9/1/41 2,150 2,165
Lubrizol Corp. 5.500% 10/1/14 10,125 11,231
Lubrizol Corp. 8.875% 2/1/19 850 1,152
Lubrizol Corp. 6.500% 10/1/34 5,285 6,623
Monsanto Co. 2.750% 4/15/16 2,400 2,516
Monsanto Co. 5.125% 4/15/18 3,100 3,617
Monsanto Co. 5.875% 4/15/38 1,750 2,167
Mosaic Co. 3.750% 11/15/21 1,350 1,369
Mosaic Co. 4.875% 11/15/41 1,250 1,241
Newmont Mining Corp. 5.125% 10/1/19 1,550 1,735
Newmont Mining Corp. 5.875% 4/1/35 2,600 2,723
Newmont Mining Corp. 6.250% 10/1/39 18,752 20,594
Newmont Mining Corp. 4.875% 3/15/42 10,000 9,324
Nucor Corp. 5.000% 6/1/13 200 210
Nucor Corp. 5.750% 12/1/17 1,100 1,314
Nucor Corp. 5.850% 6/1/18 5,200 6,228
Nucor Corp. 4.125% 9/15/22 325 354
Nucor Corp. 6.400% 12/1/37 4,185 5,306
Placer Dome Inc. 6.450% 10/15/35 2,175 2,506
Plum Creek Timberlands LP 5.875% 11/15/15 3,550 3,913
Plum Creek Timberlands LP 4.700% 3/15/21 3,380 3,424

 

 

Potash Corp. of Saskatchewan Inc. 5.250% 5/15/14 775 844
Potash Corp. of Saskatchewan Inc. 3.750% 9/30/15 5,350 5,747
Potash Corp. of Saskatchewan Inc. 3.250% 12/1/17 2,300 2,439
Potash Corp. of Saskatchewan Inc. 6.500% 5/15/19 150 184
Potash Corp. of Saskatchewan Inc. 4.875% 3/30/20 6,485 7,328
Potash Corp. of Saskatchewan Inc. 5.875% 12/1/36 1,250 1,502
Potash Corp. of Saskatchewan Inc. 5.625% 12/1/40 3,650 4,402
PPG Industries Inc. 1.900% 1/15/16 6,825 6,848
PPG Industries Inc. 6.650% 3/15/18 8,715 10,622
PPG Industries Inc. 3.600% 11/15/20 750 780
PPG Industries Inc. 7.700% 3/15/38 6,900 9,416
PPG Industries Inc. 5.500% 11/15/40 875 963
Praxair Inc. 3.950% 6/1/13 775 804
Praxair Inc. 4.375% 3/31/14 2,775 2,977
Praxair Inc. 5.250% 11/15/14 6,850 7,628
Praxair Inc. 4.625% 3/30/15 325 360
Praxair Inc. 3.250% 9/15/15 800 862
Praxair Inc. 5.200% 3/15/17 1,100 1,277
Praxair Inc. 4.500% 8/15/19 2,525 2,857
Praxair Inc. 3.000% 9/1/21 3,550 3,587
Praxair Inc. 2.450% 2/15/22 19,000 18,253
Rayonier Inc. 3.750% 4/1/22 1,750 1,714
Reliance Steel & Aluminum Co. 6.200% 11/15/16 250 274
Reliance Steel & Aluminum Co. 6.850% 11/15/36 1,750 1,748
Rio Tinto Alcan Inc. 4.500% 5/15/13 5,875 6,132
Rio Tinto Alcan Inc. 5.200% 1/15/14 675 724
Rio Tinto Alcan Inc. 5.000% 6/1/15 1,775 1,973
Rio Tinto Alcan Inc. 6.125% 12/15/33 10,625 12,463
Rio Tinto Alcan Inc. 5.750% 6/1/35 10,000 11,381
Rio Tinto Finance USA Ltd. 8.950% 5/1/14 22,727 26,336
Rio Tinto Finance USA Ltd. 1.875% 11/2/15 8,725 8,913
Rio Tinto Finance USA Ltd. 2.500% 5/20/16 1,050 1,086
Rio Tinto Finance USA Ltd. 2.250% 9/20/16 2,000 2,053
Rio Tinto Finance USA Ltd. 6.500% 7/15/18 8,810 10,864
Rio Tinto Finance USA Ltd. 9.000% 5/1/19 15,786 21,337
Rio Tinto Finance USA Ltd. 3.500% 11/2/20 9,708 9,902
Rio Tinto Finance USA Ltd. 4.125% 5/20/21 1,125 1,186
Rio Tinto Finance USA Ltd. 3.750% 9/20/21 3,600 3,710
Rio Tinto Finance USA plc 3.500% 3/22/22 3,625 3,634
Rio Tinto Finance USA Ltd. 7.125% 7/15/28 5,650 7,326
Rio Tinto Finance USA Ltd. 5.200% 11/2/40 13,342 13,997
Rio Tinto Finance USA plc 4.750% 3/22/42 6,750 6,666
Rio Tinto Finance USA plc 2.000% 3/22/17 2,400 2,406
Rohm & Haas Co. 6.000% 9/15/17 8,475 9,777
RPM International Inc. 6.125% 10/15/19 925 1,013
Sherwin-Williams Co. 3.125% 12/15/14 3,225 3,407
Sigma-Aldrich Corp. 3.375% 11/1/20 1,585 1,625
Southern Copper Corp. 5.375% 4/16/20 1,800 1,993
Southern Copper Corp. 7.500% 7/27/35 16,075 18,895
Southern Copper Corp. 6.750% 4/16/40 1,950 2,127
Syngenta Finance NV 3.125% 3/28/22 4,000 4,018
Syngenta Finance NV 4.375% 3/28/42 2,675 2,667
Teck Resources Ltd. 10.250% 5/15/16 10,750 12,309
Teck Resources Ltd. 3.150% 1/15/17 1,550 1,593
Teck Resources Ltd. 3.850% 8/15/17 4,100 4,338
Teck Resources Ltd. 10.750% 5/15/19 4,750 5,902
Teck Resources Ltd. 4.500% 1/15/21 4,250 4,444

 

 

Teck Resources Ltd. 4.750% 1/15/22 2,325 2,461
Teck Resources Ltd. 6.125% 10/1/35 4,262 4,547
Teck Resources Ltd. 6.000% 8/15/40 3,400 3,562
Teck Resources Ltd. 6.250% 7/15/41 4,600 4,979
Teck Resources Ltd. 5.200% 3/1/42 5,575 5,284
Vale Canada Ltd. 5.700% 10/15/15 3,550 3,919
Vale Canada Ltd. 7.200% 9/15/32 1,175 1,287
Vale Overseas Ltd. 6.250% 1/11/16 2,050 2,333
Vale Overseas Ltd. 6.250% 1/23/17 5,250 6,061
Vale Overseas Ltd. 5.625% 9/15/19 29,550 33,159
Vale Overseas Ltd. 4.625% 9/15/20 7,700 8,086
Vale Overseas Ltd. 4.375% 1/11/22 8,250 8,351
Vale Overseas Ltd. 8.250% 1/17/34 2,500 3,266
Vale Overseas Ltd. 6.875% 11/21/36 15,454 17,814
Vale Overseas Ltd. 6.875% 11/10/39 20,370 23,704
Valspar Corp. 7.250% 6/15/19 675 794
Valspar Corp. 4.200% 1/15/22 825 842
WMC Finance USA Ltd. 5.125% 5/15/13 425 447
Xstrata Canada Corp. 5.375% 6/1/15 350 380
Xstrata Canada Corp. 6.000% 10/15/15 1,125 1,249
Xstrata Canada Corp. 5.500% 6/15/17 5,575 6,176
 
Capital Goods (1.1%)        
3M Co. 6.375% 2/15/28 3,650 4,656
3M Co. 5.700% 3/15/37 6,000 7,579
Acuity Brands Lighting Inc. 6.000% 12/15/19 2,975 3,248
6 BAE Systems Holdings Inc. 5.200% 8/15/15 600 644
Bemis Co. Inc. 5.650% 8/1/14 2,625 2,873
Black & Decker Corp. 8.950% 4/15/14 1,200 1,375
Black & Decker Corp. 5.750% 11/15/16 2,325 2,695
Boeing Capital Corp. 3.250% 10/27/14 700 746
Boeing Capital Corp. 2.900% 8/15/18 150 158
Boeing Co. 3.500% 2/15/15 26,450 28,446
Boeing Co. 6.000% 3/15/19 25 31
Boeing Co. 4.875% 2/15/20 6,600 7,727
Boeing Co. 8.750% 8/15/21 800 1,141
Boeing Co. 7.250% 6/15/25 675 892
Boeing Co. 8.750% 9/15/31 850 1,290
Boeing Co. 6.125% 2/15/33 800 992
Boeing Co. 6.625% 2/15/38 2,180 2,921
Boeing Co. 6.875% 3/15/39 1,610 2,248
Boeing Co. 5.875% 2/15/40 3,950 4,933
Caterpillar Financial Services Corp. 6.200% 9/30/13 620 671
Caterpillar Financial Services Corp. 6.125% 2/17/14 12,175 13,376
Caterpillar Financial Services Corp. 1.650% 4/1/14 425 432
Caterpillar Financial Services Corp. 1.375% 5/20/14 1,740 1,764
Caterpillar Financial Services Corp. 1.125% 12/15/14 6,475 6,531
Caterpillar Financial Services Corp. 4.750% 2/17/15 4,550 5,051
Caterpillar Financial Services Corp. 4.625% 6/1/15 2,625 2,911
Caterpillar Financial Services Corp. 2.650% 4/1/16 650 682
Caterpillar Financial Services Corp. 2.050% 8/1/16 23,075 23,723
Caterpillar Financial Services Corp. 7.150% 2/15/19 38,800 49,827
Caterpillar Inc. 1.375% 5/27/14 7,050 7,151
Caterpillar Inc. 3.900% 5/27/21 11,728 12,811
Caterpillar Inc. 6.625% 7/15/28 2,075 2,644
Caterpillar Inc. 7.300% 5/1/31 1,100 1,502
Caterpillar Inc. 6.050% 8/15/36 8,617 10,850

 

 

Caterpillar Inc. 8.250% 12/15/38 800 1,220
Caterpillar Inc. 5.200% 5/27/41 5,000 5,735
Caterpillar Inc. 6.950% 5/1/42 950 1,290
Caterpillar Inc. 7.375% 3/1/97 5,100 6,843
Cooper US Inc. 5.450% 4/1/15 1,925 2,134
Cooper US Inc. 2.375% 1/15/16 3,025 3,091
CRH America Inc. 5.300% 10/15/13 875 916
CRH America Inc. 4.125% 1/15/16 6,425 6,509
CRH America Inc. 6.000% 9/30/16 16,986 18,457
CRH America Inc. 8.125% 7/15/18 11,300 13,330
CRH America Inc. 5.750% 1/15/21 6,800 7,050
Danaher Corp. 1.300% 6/23/14 2,500 2,538
Danaher Corp. 2.300% 6/23/16 1,750 1,812
Danaher Corp. 5.625% 1/15/18 2,375 2,803
Danaher Corp. 5.400% 3/1/19 1,700 1,988
Danaher Corp. 3.900% 6/23/21 1,750 1,914
Deere & Co. 6.950% 4/25/14 6,195 6,999
Deere & Co. 4.375% 10/16/19 4,925 5,602
Deere & Co. 5.375% 10/16/29 8,925 10,739
Deere & Co. 8.100% 5/15/30 3,405 4,945
Deere & Co. 7.125% 3/3/31 925 1,234
Dover Corp. 5.450% 3/15/18 6,650 7,837
Dover Corp. 4.300% 3/1/21 550 616
Dover Corp. 5.375% 10/15/35 550 632
Dover Corp. 6.600% 3/15/38 3,115 4,163
Dover Corp. 5.375% 3/1/41 1,350 1,579
Eaton Corp. 4.900% 5/15/13 11,085 11,601
Eaton Corp. 5.600% 5/15/18 11,050 13,029
Embraer Overseas Ltd. 6.375% 1/24/17 4,625 5,157
Embraer Overseas Ltd. 6.375% 1/15/20 4,550 5,009
Emerson Electric Co. 4.500% 5/1/13 2,025 2,110
Emerson Electric Co. 5.250% 10/15/18 6,625 7,826
Emerson Electric Co. 4.875% 10/15/19 4,575 5,259
Emerson Electric Co. 4.250% 11/15/20 425 471
Emerson Electric Co. 6.000% 8/15/32 940 1,161
Emerson Electric Co. 6.125% 4/15/39 1,575 2,044
Emerson Electric Co. 5.250% 11/15/39 394 452
General Dynamics Corp. 4.250% 5/15/13 14,815 15,415
General Dynamics Corp. 5.250% 2/1/14 13,025 14,123
General Dynamics Corp. 1.375% 1/15/15 2,100 2,138
General Dynamics Corp. 3.875% 7/15/21 7,750 8,347
General Electric Co. 5.250% 12/6/17 33,712 38,974
Goodrich Corp. 6.125% 3/1/19 1,695 2,015
Goodrich Corp. 4.875% 3/1/20 22,925 25,894
Goodrich Corp. 3.600% 2/1/21 275 287
Goodrich Corp. 6.800% 7/1/36 80 102
Harsco Corp. 5.750% 5/15/18 22,063 24,608
Honeywell International Inc. 4.250% 3/1/13 1,200 1,241
Honeywell International Inc. 3.875% 2/15/14 1,125 1,193
Honeywell International Inc. 5.400% 3/15/16 1,650 1,901
Honeywell International Inc. 5.300% 3/15/17 5,100 5,997
Honeywell International Inc. 5.300% 3/1/18 650 772
Honeywell International Inc. 5.000% 2/15/19 3,025 3,536
Honeywell International Inc. 4.250% 3/1/21 15,620 17,669
Honeywell International Inc. 5.700% 3/15/36 2,425 2,909
Honeywell International Inc. 5.700% 3/15/37 4,875 5,888
Honeywell International Inc. 5.375% 3/1/41 1,475 1,739

 

 

Illinois Tool Works Inc. 5.150% 4/1/14 4,325 4,691
Illinois Tool Works Inc. 6.250% 4/1/19 13,475 16,436
Ingersoll-Rand Global Holding Co. Ltd. 6.000% 8/15/13 4,150 4,427
Ingersoll-Rand Global Holding Co. Ltd. 9.500% 4/15/14 13,475 15,509
Ingersoll-Rand Global Holding Co. Ltd. 6.875% 8/15/18 5,825 7,094
John Deere Capital Corp. 4.900% 9/9/13 8,275 8,779
John Deere Capital Corp. 1.250% 12/2/14 3,000 3,037
John Deere Capital Corp. 2.950% 3/9/15 7,575 8,044
John Deere Capital Corp. 1.850% 9/15/16 9,000 9,124
John Deere Capital Corp. 2.000% 1/13/17 8,450 8,609
John Deere Capital Corp. 5.500% 4/13/17 250 297
John Deere Capital Corp. 2.800% 9/18/17 5,625 5,937
John Deere Capital Corp. 5.750% 9/10/18 3,950 4,806
John Deere Capital Corp. 3.900% 7/12/21 3,950 4,262
John Deere Capital Corp. 3.150% 10/15/21 1,040 1,055
Joy Global Inc. 6.000% 11/15/16 1,850 2,093
Kennametal Inc. 3.875% 2/15/22 1,900 1,908
L-3 Communications Corp. 5.200% 10/15/19 4,650 4,966
L-3 Communications Corp. 4.750% 7/15/20 8,400 8,672
L-3 Communications Corp. 4.950% 2/15/21 12,725 13,289
Legrand France SA 8.500% 2/15/25 425 543
Lockheed Martin Corp. 7.650% 5/1/16 4,800 5,837
Lockheed Martin Corp. 4.250% 11/15/19 7,850 8,501
Lockheed Martin Corp. 3.350% 9/15/21 9,250 9,256
Lockheed Martin Corp. 6.150% 9/1/36 12,300 14,713
Lockheed Martin Corp. 5.500% 11/15/39 1,850 2,029
Lockheed Martin Corp. 5.720% 6/1/40 4,432 5,081
Lockheed Martin Corp. 4.850% 9/15/41 1,000 1,014
Martin Marietta Materials Inc. 6.600% 4/15/18 5,450 5,935
Northrop Grumman Corp. 1.850% 11/15/15 2,500 2,526
Northrop Grumman Corp. 5.050% 8/1/19 3,285 3,674
Northrop Grumman Corp. 3.500% 3/15/21 10,953 11,249
Northrop Grumman Corp. 5.050% 11/15/40 7,175 7,442
Northrop Grumman Systems Corp. 7.750% 2/15/31 381 527
Owens Corning 6.500% 12/1/16 30,080 33,477
Owens Corning 7.000% 12/1/36 725 768
Parker Hannifin Corp. 5.500% 5/15/18 950 1,108
Parker Hannifin Corp. 3.500% 9/15/22 500 514
Parker Hannifin Corp. 6.250% 5/15/38 4,735 5,882
Raytheon Co. 1.400% 12/15/14 2,500 2,541
Raytheon Co. 1.625% 10/15/15 750 764
Raytheon Co. 6.400% 12/15/18 400 492
Raytheon Co. 4.400% 2/15/20 2,500 2,764
Raytheon Co. 3.125% 10/15/20 1,890 1,926
Raytheon Co. 7.200% 8/15/27 3,575 4,688
Raytheon Co. 4.875% 10/15/40 1,700 1,794
Raytheon Co. 4.700% 12/15/41 12,375 12,697
Republic Services Inc. 3.800% 5/15/18 5,100 5,474
Republic Services Inc. 5.500% 9/15/19 17,050 19,726
Republic Services Inc. 5.000% 3/1/20 3,775 4,224
Republic Services Inc. 5.250% 11/15/21 12,010 13,669
Republic Services Inc. 6.086% 3/15/35 2,375 2,721
Republic Services Inc. 6.200% 3/1/40 4,505 5,368
Republic Services Inc. 5.700% 5/15/41 4,450 5,045
Rockwell Automation Inc. 5.650% 12/1/17 1,150 1,338
Rockwell Automation Inc. 6.700% 1/15/28 1,025 1,261
Rockwell Automation Inc. 6.250% 12/1/37 3,975 4,800

 

 

Rockwell Collins Inc. 5.250% 7/15/19 850 992
Rockwell Collins Inc. 3.100% 11/15/21 1,550 1,573
Roper Industries Inc. 6.625% 8/15/13 9,250 9,862
Roper Industries Inc. 6.250% 9/1/19 3,725 4,369
Sonoco Products Co. 4.375% 11/1/21 745 760
Sonoco Products Co. 5.750% 11/1/40 5,050 5,367
Stanley Black & Decker Inc. 3.400% 12/1/21 5,600 5,645
Stanley Black & Decker Inc. 5.200% 9/1/40 2,000 2,111
Textron Inc. 5.600% 12/1/17 975 1,057
Textron Inc. 7.250% 10/1/19 4,140 4,752
Tyco International Finance SA 6.000% 11/15/13 6,730 7,254
Tyco International Finance SA 4.125% 10/15/14 3,955 4,229
Tyco International Finance SA 3.750% 1/15/18 1,250 1,339
Tyco International Finance SA 8.500% 1/15/19 3,301 4,243
Tyco International Finance SA 4.625% 1/15/23 975 1,030
Tyco International Ltd. / Tyco International        
Finance SA 7.000% 12/15/19 2,975 3,656
Tyco International Ltd. / Tyco International        
Finance SA 6.875% 1/15/21 20,060 24,794
United Technologies Corp. 4.875% 5/1/15 850 949
United Technologies Corp. 5.375% 12/15/17 12,175 14,559
United Technologies Corp. 6.125% 2/1/19 1,783 2,194
United Technologies Corp. 4.500% 4/15/20 23,803 27,170
United Technologies Corp. 6.700% 8/1/28 1,367 1,776
United Technologies Corp. 7.500% 9/15/29 2,325 3,242
United Technologies Corp. 5.400% 5/1/35 7,575 8,739
United Technologies Corp. 6.050% 6/1/36 5,702 7,074
United Technologies Corp. 6.125% 7/15/38 3,308 4,108
United Technologies Corp. 5.700% 4/15/40 8,975 10,779
Waste Management Inc. 5.000% 3/15/14 1,925 2,069
Waste Management Inc. 6.375% 3/11/15 3,400 3,889
Waste Management Inc. 2.600% 9/1/16 3,150 3,225
Waste Management Inc. 6.100% 3/15/18 700 830
Waste Management Inc. 7.375% 3/11/19 15,132 18,904
Waste Management Inc. 4.750% 6/30/20 675 747
Waste Management Inc. 4.600% 3/1/21 7,120 7,846
Waste Management Inc. 7.100% 8/1/26 875 1,085
Waste Management Inc. 7.000% 7/15/28 80 101
Waste Management Inc. 7.750% 5/15/32 2,250 3,050
Waste Management Inc. 6.125% 11/30/39 7,275 8,819
 
Communication (2.2%)        
Alltel Corp. 7.000% 3/15/16 5,000 5,949
Alltel Corp. 7.875% 7/1/32 4,725 6,741
America Movil SAB de CV 5.500% 3/1/14 3,230 3,493
America Movil SAB de CV 5.750% 1/15/15 30,242 33,605
America Movil SAB de CV 5.625% 11/15/17 4,240 4,945
America Movil SAB de CV 5.000% 10/16/19 2,500 2,779
America Movil SAB de CV 5.000% 3/30/20 1,000 1,114
America Movil SAB de CV 6.375% 3/1/35 17,400 20,496
America Movil SAB de CV 6.125% 11/15/37 4,300 4,939
America Movil SAB de CV 6.125% 3/30/40 11,900 13,719
American Tower Corp. 4.625% 4/1/15 6,075 6,461
American Tower Corp. 4.500% 1/15/18 18,815 19,712
American Tower Corp. 5.050% 9/1/20 1,000 1,032
AT&T Corp. 8.000% 11/15/31 15,289 21,438
AT&T Inc. 6.700% 11/15/13 5,825 6,366

 

 

AT&T Inc. 4.850% 2/15/14 8,100 8,698
AT&T Inc. 5.100% 9/15/14 12,510 13,760
AT&T Inc. 2.500% 8/15/15 3,950 4,112
AT&T Inc. 2.950% 5/15/16 3,950 4,173
AT&T Inc. 5.625% 6/15/16 33,520 39,007
AT&T Inc. 5.500% 2/1/18 6,081 7,151
AT&T Inc. 5.600% 5/15/18 6,875 8,124
AT&T Inc. 5.800% 2/15/19 44,820 53,219
AT&T Inc. 3.875% 8/15/21 17,500 18,461
AT&T Inc. 3.000% 2/15/22 3,550 3,475
AT&T Inc. 6.450% 6/15/34 5,625 6,619
AT&T Inc. 6.150% 9/15/34 125 143
AT&T Inc. 6.800% 5/15/36 1,137 1,396
AT&T Inc. 6.500% 9/1/37 25,225 30,184
AT&T Inc. 6.300% 1/15/38 23,702 27,719
AT&T Inc. 6.400% 5/15/38 5,895 6,995
AT&T Inc. 6.550% 2/15/39 28,420 34,749
AT&T Inc. 5.350% 9/1/40 11,562 12,293
AT&T Inc. 5.550% 8/15/41 8,650 9,593
AT&T Mobility LLC 7.125% 12/15/31 10,015 12,766
Bellsouth Capital Funding Corp. 7.875% 2/15/30 10,400 13,285
Bellsouth Capital Funding Corp. 7.120% 7/15/97 550 651
BellSouth Corp. 5.200% 9/15/14 1,650 1,813
BellSouth Corp. 5.200% 12/15/16 6,875 7,877
BellSouth Corp. 6.875% 10/15/31 9,925 11,854
BellSouth Corp. 6.550% 6/15/34 7,511 8,536
BellSouth Corp. 6.000% 11/15/34 4,586 4,930
BellSouth Telecommunications Inc. 6.375% 6/1/28 8,800 9,962
British Telecommunications plc 5.950% 1/15/18 11,850 13,741
British Telecommunications plc 9.625% 12/15/30 12,377 18,370
CBS Corp. 8.200% 5/15/14 10,550 12,023
CBS Corp. 4.625% 5/15/18 400 435
CBS Corp. 8.875% 5/15/19 4,575 6,003
CBS Corp. 5.750% 4/15/20 10,025 11,523
CBS Corp. 4.300% 2/15/21 3,775 3,950
CBS Corp. 3.375% 3/1/22 2,475 2,387
CBS Corp. 7.875% 7/30/30 2,371 3,045
CBS Corp. 5.500% 5/15/33 650 672
CBS Corp. 5.900% 10/15/40 800 885
Cellco Partnership / Verizon Wireless Capital        
LLC 7.375% 11/15/13 21,575 23,753
Cellco Partnership / Verizon Wireless Capital        
LLC 5.550% 2/1/14 31,767 34,351
Cellco Partnership / Verizon Wireless Capital        
LLC 8.500% 11/15/18 17,600 24,170
CenturyLink Inc. 5.000% 2/15/15 500 526
CenturyLink Inc. 6.000% 4/1/17 325 346
CenturyLink Inc. 6.150% 9/15/19 2,550 2,631
CenturyLink Inc. 6.450% 6/15/21 5,200 5,337
CenturyLink Inc. 5.800% 3/15/22 14,850 14,476
CenturyLink Inc. 6.875% 1/15/28 800 750
CenturyLink Inc. 7.600% 9/15/39 8,975 8,428
CenturyLink Inc. 7.650% 3/15/42 600 565
Comcast Cable Communications Holdings        
Inc. 9.455% 11/15/22 7,656 11,113
Comcast Cable Communications LLC 8.875% 5/1/17 2,475 3,219
Comcast Corp. 5.300% 1/15/14 4,180 4,494

 

 

Comcast Corp. 6.500% 1/15/15 3,295 3,765
Comcast Corp. 5.900% 3/15/16 10,630 12,288
Comcast Corp. 6.500% 1/15/17 515 616
Comcast Corp. 6.300% 11/15/17 37,605 45,420
Comcast Corp. 5.875% 2/15/18 17,275 20,479
Comcast Corp. 5.700% 5/15/18 4,600 5,421
Comcast Corp. 5.700% 7/1/19 4,850 5,696
Comcast Corp. 5.150% 3/1/20 3,050 3,513
Comcast Corp. 7.050% 3/15/33 3,000 3,655
Comcast Corp. 5.650% 6/15/35 3,125 3,393
Comcast Corp. 6.500% 11/15/35 15,300 18,246
Comcast Corp. 6.450% 3/15/37 7,718 9,267
Comcast Corp. 6.950% 8/15/37 9,365 11,800
Comcast Corp. 6.400% 5/15/38 14,656 17,366
COX Communications Inc. 5.450% 12/15/14 10,210 11,341
COX Communications Inc. 5.500% 10/1/15 625 708
6 COX Communications Inc. 8.375% 3/1/39 4,100 5,738
Deutsche Telekom International Finance BV 5.875% 8/20/13 11,050 11,768
Deutsche Telekom International Finance BV 4.875% 7/8/14 5,025 5,377
Deutsche Telekom International Finance BV 5.750% 3/23/16 7,965 9,025
Deutsche Telekom International Finance BV 6.750% 8/20/18 325 393
Deutsche Telekom International Finance BV 6.000% 7/8/19 7,175 8,400
Deutsche Telekom International Finance BV 8.750% 6/15/30 15,836 21,752
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 4.750% 10/1/14 3,875 4,208
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 3.550% 3/15/15 8,200 8,654
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 3.500% 3/1/16 7,250 7,612
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 7.625% 5/15/16 3,575 3,736
6 DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 2.400% 3/15/17 7,225 7,165
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.875% 10/1/19 29,500 33,912
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.200% 3/15/20 3,950 4,343
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 4.600% 2/15/21 250 264
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.000% 3/1/21 3,200 3,462
6 DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 3.800% 3/15/22 15,900 15,742
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 6.350% 3/15/40 3,350 3,723
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 6.000% 8/15/40 3,425 3,644
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 6.375% 3/1/41 1,325 1,490
6 DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.150% 3/15/42 10,000 9,718
Discovery Communications LLC 5.050% 6/1/20 8,500 9,607
Discovery Communications LLC 4.375% 6/15/21 1,250 1,340
Discovery Communications LLC 6.350% 6/1/40 250 300
Embarq Corp. 6.738% 6/1/13 500 535
Embarq Corp. 7.082% 6/1/16 18,281 20,576
Embarq Corp. 7.995% 6/1/36 8,990 9,071

 

 

France Telecom SA 4.375% 7/8/14 8,900 9,508
France Telecom SA 2.125% 9/16/15 1,500 1,532
France Telecom SA 2.750% 9/14/16 7,025 7,236
France Telecom SA 4.125% 9/14/21 7,525 7,838
France Telecom SA 8.500% 3/1/31 17,300 24,437
France Telecom SA 5.375% 1/13/42 17,650 18,642
Grupo Televisa SAB 6.625% 3/18/25 3,350 3,988
Grupo Televisa SAB 8.500% 3/11/32 550 731
Grupo Televisa SAB 6.625% 1/15/40 600 683
GTE Corp. 8.750% 11/1/21 2,935 4,040
GTE Corp. 6.940% 4/15/28 13,105 15,871
Koninklijke KPN NV 8.375% 10/1/30 3,505 4,587
McGraw-Hill Cos. Inc. 5.900% 11/15/17 5,050 5,864
McGraw-Hill Cos. Inc. 6.550% 11/15/37 6,650 7,062
NBCUniversal Media LLC 2.100% 4/1/14 3,300 3,368
NBCUniversal Media LLC 3.650% 4/30/15 8,175 8,724
NBCUniversal Media LLC 2.875% 4/1/16 4,075 4,234
NBCUniversal Media LLC 5.150% 4/30/20 6,950 7,843
NBCUniversal Media LLC 4.375% 4/1/21 8,110 8,665
NBCUniversal Media LLC 6.400% 4/30/40 17,950 21,353
NBCUniversal Media LLC 5.950% 4/1/41 7,600 8,726
New Cingular Wireless Services Inc. 8.750% 3/1/31 195 283
News America Inc. 5.300% 12/15/14 4,050 4,482
News America Inc. 8.000% 10/17/16 3,840 4,729
News America Inc. 7.250% 5/18/18 150 183
News America Inc. 6.900% 3/1/19 2,500 3,038
News America Inc. 4.500% 2/15/21 9,300 9,907
News America Inc. 7.700% 10/30/25 1,175 1,417
News America Inc. 6.550% 3/15/33 13,065 14,380
News America Inc. 6.200% 12/15/34 14,541 16,134
News America Inc. 6.400% 12/15/35 22,135 24,915
News America Inc. 8.150% 10/17/36 2,175 2,668
News America Inc. 6.150% 3/1/37 1,028 1,145
News America Inc. 6.650% 11/15/37 2,055 2,375
News America Inc. 6.900% 8/15/39 4,900 5,764
News America Inc. 6.150% 2/15/41 6,325 7,177
News America Inc. 7.750% 12/1/45 1,460 1,729
Omnicom Group Inc. 5.900% 4/15/16 750 864
Omnicom Group Inc. 4.450% 8/15/20 13,800 14,752
Pacific Bell Telephone Co. 7.125% 3/15/26 1,275 1,642
Qwest Corp. 7.500% 10/1/14 8,200 9,174
Qwest Corp. 8.375% 5/1/16 14,450 17,056
Qwest Corp. 6.500% 6/1/17 3,300 3,725
Qwest Corp. 6.750% 12/1/21 3,500 3,865
Qwest Corp. 7.500% 6/15/23 3,925 3,974
Qwest Corp. 7.250% 9/15/25 1,360 1,455
Qwest Corp. 6.875% 9/15/33 6,675 6,608
Qwest Corp. 7.125% 11/15/43 4,775 4,799
Reed Elsevier Capital Inc. 7.750% 1/15/14 3,825 4,243
Reed Elsevier Capital Inc. 8.625% 1/15/19 11,264 14,161
Rogers Communications Inc. 6.375% 3/1/14 13,425 14,778
Rogers Communications Inc. 5.500% 3/15/14 1,450 1,568
Rogers Communications Inc. 6.800% 8/15/18 16,940 21,089
Rogers Communications Inc. 7.500% 8/15/38 725 974
TCI Communications Inc. 8.750% 8/1/15 17,750 21,870
TCI Communications Inc. 7.875% 2/15/26 580 754
TCI Communications Inc. 7.125% 2/15/28 1,327 1,635

 

 

Telecom Italia Capital SA 5.250% 11/15/13 7,123 7,356
Telecom Italia Capital SA 6.175% 6/18/14 3,100 3,261
Telecom Italia Capital SA 4.950% 9/30/14 5,150 5,309
Telecom Italia Capital SA 5.250% 10/1/15 19,135 19,770
Telecom Italia Capital SA 6.999% 6/4/18 5,920 6,353
Telecom Italia Capital SA 7.175% 6/18/19 20,200 21,483
Telecom Italia Capital SA 6.375% 11/15/33 5,730 5,192
Telecom Italia Capital SA 6.000% 9/30/34 1,325 1,157
Telecom Italia Capital SA 7.200% 7/18/36 3,140 3,052
Telecom Italia Capital SA 7.721% 6/4/38 5,598 5,451
Telefonica Emisiones SAU 2.582% 4/26/13 4,800 4,824
Telefonica Emisiones SAU 4.949% 1/15/15 17,125 17,535
Telefonica Emisiones SAU 3.729% 4/27/15 4,875 4,892
Telefonica Emisiones SAU 3.992% 2/16/16 10,125 10,133
Telefonica Emisiones SAU 6.421% 6/20/16 15,760 16,803
Telefonica Emisiones SAU 6.221% 7/3/17 266 288
Telefonica Emisiones SAU 5.877% 7/15/19 7,578 7,692
Telefonica Emisiones SAU 5.134% 4/27/20 10,035 9,721
Telefonica Emisiones SAU 5.462% 2/16/21 14,250 13,995
Telefonica Emisiones SAU 7.045% 6/20/36 21,909 21,620
Telefonica Europe BV 8.250% 9/15/30 4,425 4,939
Thomson Reuters Corp. 5.950% 7/15/13 1,965 2,083
Thomson Reuters Corp. 5.700% 10/1/14 8,400 9,256
Thomson Reuters Corp. 6.500% 7/15/18 625 768
Thomson Reuters Corp. 4.700% 10/15/19 1,825 1,998
Thomson Reuters Corp. 5.500% 8/15/35 5,025 5,214
Thomson Reuters Corp. 5.850% 4/15/40 8,475 9,351
Time Warner Cable Inc. 6.200% 7/1/13 7,925 8,442
Time Warner Cable Inc. 8.250% 2/14/14 1,225 1,385
Time Warner Cable Inc. 7.500% 4/1/14 18,875 21,233
Time Warner Cable Inc. 3.500% 2/1/15 3,625 3,836
Time Warner Cable Inc. 5.850% 5/1/17 18,790 21,910
Time Warner Cable Inc. 6.750% 7/1/18 20,030 24,417
Time Warner Cable Inc. 8.750% 2/14/19 7,045 9,197
Time Warner Cable Inc. 8.250% 4/1/19 8,920 11,425
Time Warner Cable Inc. 5.000% 2/1/20 17,525 19,334
Time Warner Cable Inc. 6.550% 5/1/37 11,861 13,688
Time Warner Cable Inc. 7.300% 7/1/38 95 120
Time Warner Cable Inc. 6.750% 6/15/39 13,600 16,158
Time Warner Cable Inc. 5.875% 11/15/40 28,447 30,712
Time Warner Cable Inc. 5.500% 9/1/41 2,850 2,974
Time Warner Entertainment Co. LP 8.375% 3/15/23 1,865 2,490
Time Warner Entertainment Co. LP 8.375% 7/15/33 7,720 10,353
United States Cellular Corp. 6.700% 12/15/33 4,500 4,365
Verizon Communications Inc. 5.250% 4/15/13 6,250 6,552
Verizon Communications Inc. 4.900% 9/15/15 425 480
Verizon Communications Inc. 5.550% 2/15/16 10,175 11,684
Verizon Communications Inc. 3.000% 4/1/16 11,850 12,527
Verizon Communications Inc. 5.500% 4/1/17 3,000 3,504
Verizon Communications Inc. 5.500% 2/15/18 33,261 38,951
Verizon Communications Inc. 6.100% 4/15/18 7,605 9,158
Verizon Communications Inc. 8.750% 11/1/18 2,675 3,629
Verizon Communications Inc. 6.350% 4/1/19 47,091 57,468
Verizon Communications Inc. 4.600% 4/1/21 13,600 15,076
Verizon Communications Inc. 3.500% 11/1/21 5,700 5,816
Verizon Communications Inc. 5.850% 9/15/35 15,050 17,238
Verizon Communications Inc. 6.250% 4/1/37 2,495 2,974

 

 

Verizon Communications Inc. 6.400% 2/15/38 2,180 2,638
Verizon Communications Inc. 6.900% 4/15/38 20,685 26,518
Verizon Communications Inc. 8.950% 3/1/39 11,450 17,656
Verizon Communications Inc. 6.000% 4/1/41 8,175 9,689
Verizon Communications Inc. 4.750% 11/1/41 1,250 1,268
Verizon Global Funding Corp. 4.375% 6/1/13 860 895
Verizon Global Funding Corp. 7.750% 12/1/30 11,866 16,042
Verizon Maryland Inc. 5.125% 6/15/33 405 400
Verizon New England Inc. 7.875% 11/15/29 1,385 1,689
Verizon New York Inc. 7.375% 4/1/32 6,530 7,738
Vodafone Group plc 5.000% 12/16/13 8,150 8,700
Vodafone Group plc 4.150% 6/10/14 2,775 2,965
Vodafone Group plc 5.375% 1/30/15 4,175 4,657
Vodafone Group plc 3.375% 11/24/15 1,325 1,416
Vodafone Group plc 5.750% 3/15/16 18,625 21,548
Vodafone Group plc 5.625% 2/27/17 12,406 14,476
Vodafone Group plc 1.625% 3/20/17 24,325 23,920
Vodafone Group plc 4.625% 7/15/18 200 228
Vodafone Group plc 5.450% 6/10/19 10,475 12,388
Vodafone Group plc 4.375% 3/16/21 500 551
Vodafone Group plc 7.875% 2/15/30 1,650 2,266
Vodafone Group plc 6.250% 11/30/32 7,775 9,334
Vodafone Group plc 6.150% 2/27/37 3,700 4,470
Washington Post Co. 7.250% 2/1/19 2,575 2,975
6 WPP Finance 2010 4.750% 11/21/21 7,962 8,260
WPP Finance UK 8.000% 9/15/14 7,225 8,274
 
Consumer Cyclical (1.3%)        
AutoZone Inc. 6.500% 1/15/14 2,025 2,217
AutoZone Inc. 5.750% 1/15/15 8,375 9,269
AutoZone Inc. 7.125% 8/1/18 7,950 9,709
Best Buy Co. Inc. 6.750% 7/15/13 9,350 9,829
Best Buy Co. Inc. 5.500% 3/15/21 3,000 2,933
BorgWarner Inc. 4.625% 9/15/20 1,000 1,069
Costco Wholesale Corp. 5.500% 3/15/17 11,763 13,993
CVS Caremark Corp. 4.875% 9/15/14 1,375 1,511
CVS Caremark Corp. 3.250% 5/18/15 2,525 2,679
CVS Caremark Corp. 6.125% 8/15/16 2,475 2,902
CVS Caremark Corp. 5.750% 6/1/17 4,730 5,557
CVS Caremark Corp. 6.600% 3/15/19 17,080 21,004
CVS Caremark Corp. 4.750% 5/18/20 625 700
CVS Caremark Corp. 6.250% 6/1/27 24,275 28,990
CVS Caremark Corp. 6.125% 9/15/39 13,025 15,115
Daimler Finance North America LLC 6.500% 11/15/13 12,080 13,121
6 Daimler Finance North America LLC 2.625% 9/15/16 5,125 5,248
Daimler Finance North America LLC 8.500% 1/18/31 4,830 7,026
Darden Restaurants Inc. 6.200% 10/15/17 8,805 10,034
Darden Restaurants Inc. 6.800% 10/15/37 14,375 16,258
eBay Inc. 0.875% 10/15/13 3,050 3,070
eBay Inc. 1.625% 10/15/15 3,225 3,289
eBay Inc. 3.250% 10/15/20 3,100 3,144
Expedia Inc. 5.950% 8/15/20 4,375 4,493
Family Dollar Stores Inc. 5.000% 2/1/21 2,550 2,657
Gap Inc. 5.950% 4/12/21 3,725 3,762
Historic TW Inc. 9.150% 2/1/23 9,550 13,004
Historic TW Inc. 6.625% 5/15/29 7,800 9,276
Home Depot Inc. 5.250% 12/16/13 10,675 11,514

 

 

Home Depot Inc. 5.400% 3/1/16 4,768 5,505
Home Depot Inc. 3.950% 9/15/20 4,500 4,883
Home Depot Inc. 4.400% 4/1/21 33,025 37,001
Home Depot Inc. 5.875% 12/16/36 8,475 10,089
Home Depot Inc. 5.400% 9/15/40 1,900 2,140
Home Depot Inc. 5.950% 4/1/41 10,898 13,242
Hyatt Hotels Corp. 3.875% 8/15/16 1,475 1,539
Hyatt Hotels Corp. 5.375% 8/15/21 1,900 1,964
International Game Technology 7.500% 6/15/19 1,125 1,314
International Game Technology 5.500% 6/15/20 3,000 3,163
Johnson Controls Inc. 5.000% 3/30/20 21,962 24,449
Johnson Controls Inc. 6.000% 1/15/36 2,100 2,362
Johnson Controls Inc. 5.700% 3/1/41 1,300 1,458
Johnson Controls Inc. 5.250% 12/1/41 5,165 5,413
Kohl's Corp. 6.250% 12/15/17 2,300 2,737
Kohl's Corp. 4.000% 11/1/21 5,625 5,791
Kohl's Corp. 6.000% 1/15/33 725 777
Kohl's Corp. 6.875% 12/15/37 3,325 4,013
Lowe's Cos. Inc. 5.400% 10/15/16 15,550 18,232
Lowe's Cos. Inc. 6.100% 9/15/17 2,250 2,692
Lowe's Cos. Inc. 3.800% 11/15/21 2,400 2,543
Lowe's Cos. Inc. 6.875% 2/15/28 560 713
Lowe's Cos. Inc. 6.500% 3/15/29 3,676 4,561
Lowe's Cos. Inc. 5.800% 10/15/36 8,329 9,576
Lowe's Cos. Inc. 5.800% 4/15/40 900 1,047
Lowe's Cos. Inc. 5.125% 11/15/41 5,600 6,016
Macy's Retail Holdings Inc. 7.875% 7/15/15 10,350 12,185
Macy's Retail Holdings Inc. 5.900% 12/1/16 10,900 12,505
Macy's Retail Holdings Inc. 7.450% 7/15/17 5,000 6,087
Macy's Retail Holdings Inc. 3.875% 1/15/22 1,200 1,206
Macy's Retail Holdings Inc. 6.900% 4/1/29 13,558 15,786
Macy's Retail Holdings Inc. 6.375% 3/15/37 8,575 9,701
Macy's Retail Holdings Inc. 5.125% 1/15/42 3,525 3,444
Marriott International Inc. 6.200% 6/15/16 1,500 1,731
Marriott International Inc. 6.375% 6/15/17 1,750 2,039
Marriott International Inc. 3.000% 3/1/19 2,700 2,658
McDonald's Corp. 5.300% 3/15/17 2,950 3,454
McDonald's Corp. 5.800% 10/15/17 5,550 6,704
McDonald's Corp. 5.350% 3/1/18 6,700 8,015
McDonald's Corp. 5.000% 2/1/19 3,150 3,675
McDonald's Corp. 3.500% 7/15/20 100 107
McDonald's Corp. 6.300% 10/15/37 3,374 4,484
McDonald's Corp. 6.300% 3/1/38 8,550 11,304
McDonald's Corp. 5.700% 2/1/39 2,500 3,091
McDonald's Corp. 3.700% 2/15/42 9,300 8,469
Nordstrom Inc. 6.750% 6/1/14 1,675 1,886
Nordstrom Inc. 6.250% 1/15/18 10,950 13,392
Nordstrom Inc. 4.750% 5/1/20 3,875 4,346
Nordstrom Inc. 4.000% 10/15/21 12,516 13,374
Nordstrom Inc. 6.950% 3/15/28 1,075 1,343
Nordstrom Inc. 7.000% 1/15/38 1,980 2,635
O'Reilly Automotive Inc. 4.875% 1/14/21 900 962
PACCAR Financial Corp. 2.050% 6/17/13 9,100 9,251
PACCAR Inc. 6.875% 2/15/14 3,575 3,965
Staples Inc. 9.750% 1/15/14 19,300 21,954
Target Corp. 4.000% 6/15/13 1,680 1,751
Target Corp. 5.875% 7/15/16 11,850 14,008

 

 

Target Corp. 5.375% 5/1/17 6,475 7,635
Target Corp. 6.000% 1/15/18 5,650 6,902
Target Corp. 3.875% 7/15/20 5,200 5,650
Target Corp. 2.900% 1/15/22 3,500 3,455
Target Corp. 7.000% 7/15/31 3,700 4,766
Target Corp. 6.350% 11/1/32 7,600 9,346
Target Corp. 6.500% 10/15/37 7,825 10,032
Target Corp. 7.000% 1/15/38 11,435 15,427
Time Warner Cos. Inc. 7.570% 2/1/24 1,530 1,931
Time Warner Cos. Inc. 6.950% 1/15/28 80 97
Time Warner Inc. 3.150% 7/15/15 575 608
Time Warner Inc. 5.875% 11/15/16 18,475 21,634
Time Warner Inc. 4.875% 3/15/20 14,350 15,917
Time Warner Inc. 4.700% 1/15/21 3,320 3,626
Time Warner Inc. 4.750% 3/29/21 17,500 19,243
Time Warner Inc. 4.000% 1/15/22 2,400 2,488
Time Warner Inc. 7.625% 4/15/31 13,715 17,587
Time Warner Inc. 7.700% 5/1/32 10,331 13,480
Time Warner Inc. 6.500% 11/15/36 7,050 8,163
Time Warner Inc. 6.200% 3/15/40 4,850 5,491
Time Warner Inc. 6.100% 7/15/40 6,300 7,005
Time Warner Inc. 6.250% 3/29/41 11,175 12,722
Time Warner Inc. 5.375% 10/15/41 2,275 2,374
TJX Cos. Inc. 6.950% 4/15/19 17,510 21,650
Toyota Motor Credit Corp. 1.000% 2/17/15 4,525 4,523
Toyota Motor Credit Corp. 3.200% 6/17/15 15,250 16,201
Toyota Motor Credit Corp. 2.800% 1/11/16 2,000 2,091
Toyota Motor Credit Corp. 2.000% 9/15/16 7,400 7,540
Toyota Motor Credit Corp. 2.050% 1/12/17 17,200 17,476
Toyota Motor Credit Corp. 4.500% 6/17/20 1,400 1,542
Toyota Motor Credit Corp. 4.250% 1/11/21 5,075 5,552
Toyota Motor Credit Corp. 3.400% 9/15/21 5,600 5,755
Toyota Motor Credit Corp. 3.300% 1/12/22 16,900 17,152
VF Corp. 5.950% 11/1/17 2,700 3,177
VF Corp. 3.500% 9/1/21 8,000 8,212
VF Corp. 6.450% 11/1/37 2,375 2,925
Viacom Inc. 4.375% 9/15/14 6,275 6,754
Viacom Inc. 1.250% 2/27/15 1,600 1,597
Viacom Inc. 6.250% 4/30/16 3,500 4,075
Viacom Inc. 2.500% 12/15/16 2,900 2,971
Viacom Inc. 3.500% 4/1/17 2,975 3,183
Viacom Inc. 6.125% 10/5/17 5,925 7,070
Viacom Inc. 5.625% 9/15/19 14,660 16,945
Viacom Inc. 3.875% 12/15/21 1,050 1,084
Viacom Inc. 6.875% 4/30/36 10,060 12,668
Wal-Mart Stores Inc. 4.550% 5/1/13 17,071 17,830
Wal-Mart Stores Inc. 7.250% 6/1/13 900 970
Wal-Mart Stores Inc. 1.625% 4/15/14 1,175 1,201
Wal-Mart Stores Inc. 3.200% 5/15/14 20,700 21,843
Wal-Mart Stores Inc. 4.500% 7/1/15 2,450 2,729
Wal-Mart Stores Inc. 2.250% 7/8/15 3,850 4,018
Wal-Mart Stores Inc. 1.500% 10/25/15 21,960 22,406
Wal-Mart Stores Inc. 5.375% 4/5/17 1,650 1,941
Wal-Mart Stores Inc. 5.800% 2/15/18 17,050 20,714
Wal-Mart Stores Inc. 3.625% 7/8/20 36,275 38,935
Wal-Mart Stores Inc. 3.250% 10/25/20 26,525 27,754
Wal-Mart Stores Inc. 4.250% 4/15/21 8,400 9,379

 

 

Wal-Mart Stores Inc. 5.875% 4/5/27 18,775 22,857
Wal-Mart Stores Inc. 7.550% 2/15/30 11,645 16,830
Wal-Mart Stores Inc. 5.250% 9/1/35 6,675 7,552
Wal-Mart Stores Inc. 6.500% 8/15/37 21,186 27,751
Wal-Mart Stores Inc. 6.200% 4/15/38 3,395 4,288
Wal-Mart Stores Inc. 5.625% 4/1/40 4,250 5,099
Wal-Mart Stores Inc. 4.875% 7/8/40 1,950 2,112
Wal-Mart Stores Inc. 5.000% 10/25/40 285 312
Wal-Mart Stores Inc. 5.625% 4/15/41 21,950 26,336
Walgreen Co. 4.875% 8/1/13 14,250 15,053
Walgreen Co. 5.250% 1/15/19 4,100 4,727
Walt Disney Co. 4.500% 12/15/13 8,000 8,528
Walt Disney Co. 0.875% 12/1/14 6,500 6,535
Walt Disney Co. 5.625% 9/15/16 5,525 6,481
Walt Disney Co. 5.875% 12/15/17 5,350 6,503
Walt Disney Co. 2.750% 8/16/21 5,500 5,450
Walt Disney Co. 7.000% 3/1/32 1,825 2,492
Walt Disney Co. 4.375% 8/16/41 3,550 3,577
Walt Disney Co. 4.125% 12/1/41 10,500 10,229
Western Union Co. 6.500% 2/26/14 2,850 3,118
Western Union Co. 5.930% 10/1/16 5,500 6,363
Western Union Co. 5.253% 4/1/20 3,946 4,375
Western Union Co. 6.200% 11/17/36 3,550 3,702
Western Union Co. 6.200% 6/21/40 5,225 5,359
Wyndham Worldwide Corp. 2.950% 3/1/17 750 743
Wyndham Worldwide Corp. 5.750% 2/1/18 2,255 2,514
Wyndham Worldwide Corp. 7.375% 3/1/20 4,755 5,719
Wyndham Worldwide Corp. 4.250% 3/1/22 6,925 6,776
Yum! Brands Inc. 6.250% 4/15/16 3,525 4,042
Yum! Brands Inc. 6.250% 3/15/18 125 149
Yum! Brands Inc. 3.875% 11/1/20 825 848
Yum! Brands Inc. 6.875% 11/15/37 8,250 10,485
 
Consumer Noncyclical (2.9%)        
Abbott Laboratories 4.350% 3/15/14 2,675 2,872
Abbott Laboratories 2.700% 5/27/15 6,925 7,309
Abbott Laboratories 5.875% 5/15/16 15,986 18,851
Abbott Laboratories 5.600% 11/30/17 16,725 20,249
Abbott Laboratories 5.125% 4/1/19 15,345 18,085
Abbott Laboratories 4.125% 5/27/20 6,617 7,389
Abbott Laboratories 6.150% 11/30/37 9,925 12,581
Abbott Laboratories 6.000% 4/1/39 1,950 2,430
Abbott Laboratories 5.300% 5/27/40 16,783 19,209
Allergan Inc. 5.750% 4/1/16 3,220 3,739
Altria Group Inc. 8.500% 11/10/13 65,895 73,721
Altria Group Inc. 4.125% 9/11/15 425 464
Altria Group Inc. 9.700% 11/10/18 8,615 11,702
Altria Group Inc. 9.250% 8/6/19 19,050 25,656
Altria Group Inc. 9.950% 11/10/38 5,675 8,678
Altria Group Inc. 10.200% 2/6/39 25,775 40,126
AmerisourceBergen Corp. 5.875% 9/15/15 13,561 15,553
AmerisourceBergen Corp. 4.875% 11/15/19 4,000 4,489
AmerisourceBergen Corp. 3.500% 11/15/21 3,900 3,986
Amgen Inc. 1.875% 11/15/14 7,150 7,302
Amgen Inc. 4.850% 11/18/14 4,725 5,169
Amgen Inc. 2.300% 6/15/16 8,200 8,359
Amgen Inc. 2.500% 11/15/16 7,175 7,365

 

 

Amgen Inc. 5.850% 6/1/17 7,900 9,274
Amgen Inc. 5.700% 2/1/19 2,725 3,141
Amgen Inc. 3.450% 10/1/20 5,575 5,603
Amgen Inc. 4.100% 6/15/21 8,750 9,166
Amgen Inc. 3.875% 11/15/21 9,650 9,886
Amgen Inc. 6.375% 6/1/37 6,625 7,619
Amgen Inc. 6.900% 6/1/38 9,275 11,272
Amgen Inc. 6.400% 2/1/39 8,750 10,092
Amgen Inc. 5.750% 3/15/40 3,425 3,680
Amgen Inc. 4.950% 10/1/41 1,750 1,690
Amgen Inc. 5.150% 11/15/41 7,600 7,566
Amgen Inc. 5.650% 6/15/42 7,675 8,126
Anheuser-Busch Cos. LLC 5.600% 3/1/17 8,850 10,360
Anheuser-Busch Cos. LLC 5.500% 1/15/18 10,375 12,187
Anheuser-Busch Cos. LLC 6.800% 8/20/32 2,275 2,954
Anheuser-Busch Cos. LLC 5.750% 4/1/36 5,995 7,108
Anheuser-Busch Cos. LLC 6.450% 9/1/37 470 620
Anheuser-Busch InBev Worldwide Inc. 1.500% 7/14/14 12,450 12,624
Anheuser-Busch InBev Worldwide Inc. 5.375% 11/15/14 9,700 10,766
Anheuser-Busch InBev Worldwide Inc. 4.125% 1/15/15 11,025 11,955
Anheuser-Busch InBev Worldwide Inc. 7.750% 1/15/19 7,250 9,451
Anheuser-Busch InBev Worldwide Inc. 6.875% 11/15/19 7,600 9,673
Anheuser-Busch InBev Worldwide Inc. 5.375% 1/15/20 25,360 29,874
Anheuser-Busch InBev Worldwide Inc. 5.000% 4/15/20 10,090 11,644
Anheuser-Busch InBev Worldwide Inc. 4.375% 2/15/21 4,875 5,433
Anheuser-Busch InBev Worldwide Inc. 8.200% 1/15/39 6,400 9,674
Anheuser-Busch InBev Worldwide Inc. 6.375% 1/15/40 10,385 13,717
Archer-Daniels-Midland Co. 8.375% 4/15/17 525 671
Archer-Daniels-Midland Co. 5.450% 3/15/18 8,900 10,620
Archer-Daniels-Midland Co. 4.479% 3/1/21 31,600 35,515
Archer-Daniels-Midland Co. 5.935% 10/1/32 4,275 5,040
Archer-Daniels-Midland Co. 5.375% 9/15/35 3,900 4,367
Archer-Daniels-Midland Co. 5.765% 3/1/41 11,835 14,114
6 Express Scripts Holding Co. 2.100% 2/12/15 4,400 4,442
6 Express Scripts Holding Co. 2.650% 2/15/17 12,350 12,446
6 Express Scripts Holding Co. 4.750% 11/15/21 9,280 9,891
6 Express Scripts Holding Co. 3.900% 2/15/22 3,950 3,998
6 Express Scripts Holding Co. 6.125% 11/15/41 4,825 5,370
AstraZeneca plc 5.400% 6/1/14 5,650 6,224
AstraZeneca plc 5.900% 9/15/17 12,710 15,279
AstraZeneca plc 6.450% 9/15/37 17,471 22,731
Avon Products Inc. 5.750% 3/1/18 1,982 2,197
Avon Products Inc. 6.500% 3/1/19 410 463
Baptist Health South Florida Obligated Group 4.590% 8/15/21 1,000 1,068
Baxter International Inc. 4.000% 3/1/14 1,350 1,435
Baxter International Inc. 5.900% 9/1/16 1,700 2,022
Baxter International Inc. 5.375% 6/1/18 5,000 5,919
Baxter International Inc. 6.250% 12/1/37 11,425 14,804
Beam Inc. 6.375% 6/15/14 1,403 1,541
Beam Inc. 5.375% 1/15/16 1,568 1,734
Beam Inc. 5.875% 1/15/36 2,600 2,566
Becton Dickinson and Co. 1.750% 11/8/16 1,175 1,188
Becton Dickinson and Co. 5.000% 5/15/19 1,125 1,295
Becton Dickinson and Co. 3.250% 11/12/20 5,005 5,168
Becton Dickinson and Co. 3.125% 11/8/21 11,765 11,866
Becton Dickinson and Co. 6.000% 5/15/39 1,000 1,203
Becton Dickinson and Co. 5.000% 11/12/40 100 107

 

 

Biogen Idec Inc. 6.875% 3/1/18 12,825 15,606
Boston Scientific Corp. 4.500% 1/15/15 6,000 6,436
Boston Scientific Corp. 6.250% 11/15/15 12,151 13,578
Boston Scientific Corp. 5.125% 1/12/17 10,000 10,995
Boston Scientific Corp. 6.000% 1/15/20 7,625 8,728
Boston Scientific Corp. 7.000% 11/15/35 6,500 7,752
Boston Scientific Corp. 7.375% 1/15/40 3,000 3,791
Bottling Group LLC 5.000% 11/15/13 10,125 10,840
Bottling Group LLC 6.950% 3/15/14 29,775 33,369
Bottling Group LLC 5.500% 4/1/16 18,975 21,970
Bottling Group LLC 5.125% 1/15/19 2,725 3,172
Bristol-Myers Squibb Co. 5.250% 8/15/13 965 1,027
Bristol-Myers Squibb Co. 5.450% 5/1/18 2,225 2,655
Bristol-Myers Squibb Co. 7.150% 6/15/23 400 544
Bristol-Myers Squibb Co. 6.800% 11/15/26 150 200
Bristol-Myers Squibb Co. 5.875% 11/15/36 12,934 16,010
Bristol-Myers Squibb Co. 6.125% 5/1/38 1,625 2,075
Bristol-Myers Squibb Co. 6.875% 8/1/97 1,030 1,386
Bunge Ltd. Finance Corp. 5.350% 4/15/14 2,025 2,151
Bunge Ltd. Finance Corp. 5.100% 7/15/15 7,625 8,169
Bunge Ltd. Finance Corp. 4.100% 3/15/16 3,775 3,939
Bunge Ltd. Finance Corp. 8.500% 6/15/19 14,950 18,219
Campbell Soup Co. 3.050% 7/15/17 1,425 1,529
Campbell Soup Co. 4.250% 4/15/21 4,500 4,938
Cardinal Health Inc. 4.000% 6/15/15 550 590
Cardinal Health Inc. 4.625% 12/15/20 6,500 7,140
CareFusion Corp. 5.125% 8/1/14 1,700 1,838
CareFusion Corp. 6.375% 8/1/19 8,215 9,555
Celgene Corp. 2.450% 10/15/15 1,975 2,018
Celgene Corp. 3.950% 10/15/20 1,325 1,354
Celgene Corp. 5.700% 10/15/40 1,650 1,732
Church & Dwight Co. Inc. 3.350% 12/15/15 2,375 2,489
Clorox Co. 5.000% 3/1/13 5,700 5,912
Clorox Co. 5.000% 1/15/15 1,725 1,876
Clorox Co. 3.550% 11/1/15 1,825 1,932
Clorox Co. 5.950% 10/15/17 13,265 15,371
Coca-Cola Co. 0.750% 11/15/13 7,000 7,027
Coca-Cola Co. 3.625% 3/15/14 5,675 5,991
Coca-Cola Co. 0.750% 3/13/15 4,975 4,961
Coca-Cola Co. 1.500% 11/15/15 7,490 7,618
Coca-Cola Co. 1.800% 9/1/16 9,600 9,785
Coca-Cola Co. 5.350% 11/15/17 5,750 6,849
Coca-Cola Co. 4.875% 3/15/19 9,525 10,939
Coca-Cola Co. 3.150% 11/15/20 7,700 8,024
Coca-Cola Co. 3.300% 9/1/21 14,750 15,255
Coca-Cola Enterprises Inc. 3.500% 9/15/20 1,050 1,068
Coca-Cola Enterprises Inc. 3.250% 8/19/21 1,575 1,556
Coca-Cola Femsa SAB de CV 4.625% 2/15/20 1,550 1,667
Coca-Cola HBC Finance BV 5.125% 9/17/13 945 990
Coca-Cola HBC Finance BV 5.500% 9/17/15 8,150 9,008
Coca-Cola Refreshments USA Inc. 7.375% 3/3/14 10,850 12,180
Coca-Cola Refreshments USA Inc. 4.250% 3/1/15 375 410
Coca-Cola Refreshments USA Inc. 8.500% 2/1/22 6,361 9,123
Colgate-Palmolive Co. 0.600% 11/15/14 200 200
Colgate-Palmolive Co. 1.300% 1/15/17 9,375 9,380
Colgate-Palmolive Co. 2.625% 5/1/17 700 744
Colgate-Palmolive Co. 2.450% 11/15/21 3,400 3,356

 

 

ConAgra Foods Inc. 5.875% 4/15/14 1,040 1,136
ConAgra Foods Inc. 5.819% 6/15/17 951 1,073
ConAgra Foods Inc. 7.000% 4/15/19 500 589
ConAgra Foods Inc. 9.750% 3/1/21 129 173
ConAgra Foods Inc. 7.125% 10/1/26 1,000 1,201
ConAgra Foods Inc. 7.000% 10/1/28 1,020 1,218
ConAgra Foods Inc. 8.250% 9/15/30 4,750 6,039
Corn Products International Inc. 3.200% 11/1/15 650 673
Corn Products International Inc. 4.625% 11/1/20 885 930
Corn Products International Inc. 6.625% 4/15/37 1,625 1,836
Covidien International Finance SA 1.875% 6/15/13 15,840 16,003
Covidien International Finance SA 6.000% 10/15/17 4,445 5,338
Covidien International Finance SA 6.550% 10/15/37 9,518 12,273
CR Bard Inc. 6.700% 12/1/26 5,250 6,466
Delhaize Group SA 5.875% 2/1/14 2,425 2,606
Delhaize Group SA 5.700% 10/1/40 3,387 3,145
DENTSPLY International Inc. 2.750% 8/15/16 2,800 2,837
DENTSPLY International Inc. 4.125% 8/15/21 1,575 1,612
Diageo Capital plc 5.500% 9/30/16 1,275 1,497
Diageo Capital plc 5.750% 10/23/17 7,200 8,684
Diageo Capital plc 4.828% 7/15/20 2,430 2,763
Diageo Capital plc 5.875% 9/30/36 1,775 2,132
Diageo Finance BV 5.500% 4/1/13 5,326 5,585
Diageo Finance BV 3.250% 1/15/15 375 397
Diageo Finance BV 5.300% 10/28/15 7,026 8,013
Diageo Investment Corp. 7.450% 4/15/35 700 938
Dr Pepper Snapple Group Inc. 6.120% 5/1/13 1,750 1,848
Dr Pepper Snapple Group Inc. 2.900% 1/15/16 1,150 1,195
Dr Pepper Snapple Group Inc. 6.820% 5/1/18 5,090 6,313
Dr Pepper Snapple Group Inc. 2.600% 1/15/19 6,050 6,019
Dr Pepper Snapple Group Inc. 7.450% 5/1/38 950 1,277
Eli Lilly & Co. 4.200% 3/6/14 2,400 2,563
Eli Lilly & Co. 5.200% 3/15/17 6,400 7,466
Eli Lilly & Co. 5.500% 3/15/27 5,750 6,900
Eli Lilly & Co. 5.550% 3/15/37 3,286 3,861
Eli Lilly & Co. 5.950% 11/15/37 800 995
Energizer Holdings Inc. 4.700% 5/19/21 3,450 3,574
Estee Lauder Cos. Inc. 6.000% 5/15/37 2,050 2,517
Express Scripts Inc. 6.250% 6/15/14 9,625 10,561
Express Scripts Inc. 3.125% 5/15/16 6,950 7,202
Express Scripts Inc. 7.250% 6/15/19 1,925 2,368
Flowers Foods Inc. 4.375% 4/1/22 2,900 2,880
Genentech Inc. 4.750% 7/15/15 2,615 2,917
Genentech Inc. 5.250% 7/15/35 2,675 2,975
General Mills Inc. 5.250% 8/15/13 17,925 19,018
General Mills Inc. 5.200% 3/17/15 835 933
General Mills Inc. 5.700% 2/15/17 30,050 35,440
General Mills Inc. 5.650% 2/15/19 14,917 17,686
Gilead Sciences Inc. 2.400% 12/1/14 2,200 2,273
Gilead Sciences Inc. 3.050% 12/1/16 2,175 2,264
Gilead Sciences Inc. 4.500% 4/1/21 9,525 10,080
Gilead Sciences Inc. 4.400% 12/1/21 5,000 5,248
Gilead Sciences Inc. 5.650% 12/1/41 7,650 8,120
GlaxoSmithKline Capital Inc. 4.850% 5/15/13 11,025 11,555
GlaxoSmithKline Capital Inc. 4.375% 4/15/14 20,800 22,383
GlaxoSmithKline Capital Inc. 5.650% 5/15/18 33,510 40,304
GlaxoSmithKline Capital Inc. 5.375% 4/15/34 3,500 4,000

 

 

GlaxoSmithKline Capital Inc. 6.375% 5/15/38 24,821 32,482
Hasbro Inc. 6.125% 5/15/14 6,900 7,494
Hasbro Inc. 6.300% 9/15/17 5,350 6,107
Hasbro Inc. 6.350% 3/15/40 9,306 9,970
Hershey Co. 5.450% 9/1/16 1,275 1,481
Hershey Co. 1.500% 11/1/16 3,975 4,000
Hershey Co. 4.125% 12/1/20 3,225 3,543
HJ Heinz Co. 5.350% 7/15/13 2,075 2,198
HJ Heinz Co. 2.000% 9/12/16 1,450 1,476
HJ Heinz Co. 1.500% 3/1/17 2,050 2,039
HJ Heinz Co. 3.125% 9/12/21 250 250
HJ Heinz Co. 2.850% 3/1/22 2,700 2,624
HJ Heinz Finance Co. 6.750% 3/15/32 3,325 4,026
Hormel Foods Corp. 4.125% 4/15/21 1,300 1,407
Hospira Inc. 5.900% 6/15/14 1,550 1,676
Hospira Inc. 6.400% 5/15/15 850 935
Hospira Inc. 6.050% 3/30/17 150 167
Hospira Inc. 5.600% 9/15/40 2,700 2,568
JM Smucker Co. 3.500% 10/15/21 2,150 2,179
Johnson & Johnson 5.550% 8/15/17 4,025 4,890
Johnson & Johnson 5.150% 7/15/18 20,675 24,867
Johnson & Johnson 6.950% 9/1/29 4,400 5,990
Johnson & Johnson 4.950% 5/15/33 5,025 5,733
Johnson & Johnson 5.950% 8/15/37 4,565 5,950
Johnson & Johnson 5.850% 7/15/38 1,625 2,086
Johnson & Johnson 4.500% 9/1/40 2,355 2,508
Kellogg Co. 5.125% 12/3/12 7,048 7,267
Kellogg Co. 4.450% 5/30/16 50 55
Kellogg Co. 4.150% 11/15/19 5,075 5,476
Kellogg Co. 4.000% 12/15/20 650 687
Kellogg Co. 7.450% 4/1/31 6,040 7,913
Kimberly-Clark Corp. 4.875% 8/15/15 5,250 5,859
Kimberly-Clark Corp. 6.125% 8/1/17 8,950 10,918
Kimberly-Clark Corp. 6.250% 7/15/18 175 216
Kimberly-Clark Corp. 3.625% 8/1/20 8,424 8,981
Kimberly-Clark Corp. 3.875% 3/1/21 425 457
Kimberly-Clark Corp. 2.400% 3/1/22 5,900 5,706
Kimberly-Clark Corp. 6.625% 8/1/37 1,475 1,998
Kimberly-Clark Corp. 5.300% 3/1/41 1,725 2,038
Koninklijke Philips Electronics NV 5.750% 3/11/18 10,100 11,762
Koninklijke Philips Electronics NV 3.750% 3/15/22 4,850 4,881
Koninklijke Philips Electronics NV 6.875% 3/11/38 4,225 5,117
Koninklijke Philips Electronics NV 5.000% 3/15/42 625 624
Kraft Foods Inc. 2.625% 5/8/13 13,250 13,507
Kraft Foods Inc. 5.250% 10/1/13 675 718
Kraft Foods Inc. 6.750% 2/19/14 150 166
Kraft Foods Inc. 4.125% 2/9/16 20,325 22,067
Kraft Foods Inc. 6.500% 8/11/17 12,248 14,770
Kraft Foods Inc. 6.125% 8/23/18 10,075 12,140
Kraft Foods Inc. 5.375% 2/10/20 67,115 77,420
Kraft Foods Inc. 6.500% 11/1/31 8,600 10,345
Kraft Foods Inc. 7.000% 8/11/37 9,425 11,910
Kraft Foods Inc. 6.875% 2/1/38 6,000 7,510
Kraft Foods Inc. 6.875% 1/26/39 1,300 1,626
Kraft Foods Inc. 6.500% 2/9/40 13,025 15,900
Kroger Co. 5.000% 4/15/13 3,700 3,860
Kroger Co. 4.950% 1/15/15 1,725 1,893

 

 

Kroger Co. 6.400% 8/15/17 840 1,013
Kroger Co. 6.800% 12/15/18 2,175 2,654
Kroger Co. 6.150% 1/15/20 15,895 19,270
Kroger Co. 7.700% 6/1/29 7,825 10,018
Kroger Co. 8.000% 9/15/29 1,425 1,877
Kroger Co. 7.500% 4/1/31 7,395 9,422
Kroger Co. 6.900% 4/15/38 6,300 7,798
Laboratory Corp. of America Holdings 5.625% 12/15/15 2,500 2,806
Laboratory Corp. of America Holdings 4.625% 11/15/20 200 212
Life Technologies Corp. 4.400% 3/1/15 4,350 4,651
Life Technologies Corp. 3.500% 1/15/16 11,185 11,493
Life Technologies Corp. 6.000% 3/1/20 4,300 4,925
Life Technologies Corp. 5.000% 1/15/21 2,200 2,371
Lorillard Tobacco Co. 8.125% 6/23/19 7,610 9,441
Lorillard Tobacco Co. 8.125% 5/1/40 4,000 4,828
Lorillard Tobacco Co. 7.000% 8/4/41 4,350 4,657
Mattel Inc. 2.500% 11/1/16 450 460
Mattel Inc. 5.450% 11/1/41 1,725 1,771
McCormick & Co. Inc. 3.900% 7/15/21 1,850 1,978
McKesson Corp. 6.500% 2/15/14 1,650 1,817
McKesson Corp. 3.250% 3/1/16 1,475 1,576
McKesson Corp. 5.700% 3/1/17 1,000 1,166
McKesson Corp. 4.750% 3/1/21 6,350 7,149
McKesson Corp. 6.000% 3/1/41 2,050 2,529
Mead Johnson Nutrition Co. 3.500% 11/1/14 6,825 7,140
Mead Johnson Nutrition Co. 4.900% 11/1/19 2,925 3,276
Mead Johnson Nutrition Co. 5.900% 11/1/39 11,170 12,925
Medco Health Solutions Inc. 7.250% 8/15/13 600 646
Medco Health Solutions Inc. 2.750% 9/15/15 8,050 8,275
Medco Health Solutions Inc. 7.125% 3/15/18 14,138 16,928
Medtronic Inc. 4.500% 3/15/14 2,225 2,386
Medtronic Inc. 3.000% 3/15/15 10,050 10,675
Medtronic Inc. 4.750% 9/15/15 4,275 4,800
Medtronic Inc. 5.600% 3/15/19 1,150 1,361
Medtronic Inc. 4.450% 3/15/20 3,615 4,045
Medtronic Inc. 6.500% 3/15/39 2,440 3,157
Medtronic Inc. 5.550% 3/15/40 4,275 5,023
Medtronic Inc. 4.500% 3/15/42 4,050 4,084
Memorial Sloan-Kettering Cancer Center 5.000% 7/1/42 1,100 1,119
Merck & Co. Inc. 5.300% 12/1/13 13,325 14,380
Merck & Co. Inc. 4.750% 3/1/15 1,450 1,612
Merck & Co. Inc. 4.000% 6/30/15 9,775 10,737
Merck & Co. Inc. 2.250% 1/15/16 34,525 35,823
Merck & Co. Inc. 6.000% 9/15/17 825 1,016
Merck & Co. Inc. 5.000% 6/30/19 3,975 4,681
Merck & Co. Inc. 3.875% 1/15/21 6,630 7,283
Merck & Co. Inc. 6.400% 3/1/28 4,130 5,255
Merck & Co. Inc. 5.950% 12/1/28 2,150 2,699
Merck & Co. Inc. 6.500% 12/1/33 5,563 7,468
Merck & Co. Inc. 5.750% 11/15/36 10,775 13,304
Merck & Co. Inc. 6.550% 9/15/37 10,800 14,683
Merck & Co. Inc. 5.850% 6/30/39 1,750 2,233
Newell Rubbermaid Inc. 4.700% 8/15/20 700 739
Novant Health Inc. 5.850% 11/1/19 6,125 6,871
Novartis Capital Corp. 1.900% 4/24/13 40,550 41,182
Novartis Capital Corp. 4.125% 2/10/14 33,225 35,345
Novartis Capital Corp. 2.900% 4/24/15 5,150 5,479

 

 

Novartis Capital Corp. 4.400% 4/24/20 400 453
Novartis Securities Investment Ltd. 5.125% 2/10/19 17,975 21,050
Pepsi Bottling Group Inc. 7.000% 3/1/29 9,649 12,982
PepsiAmericas Inc. 4.375% 2/15/14 825 878
PepsiAmericas Inc. 4.875% 1/15/15 1,400 1,550
PepsiAmericas Inc. 5.000% 5/15/17 3,800 4,436
PepsiCo Inc. 3.750% 3/1/14 8,350 8,844
PepsiCo Inc. 2.500% 5/10/16 500 523
PepsiCo Inc. 5.000% 6/1/18 14,700 17,179
PepsiCo Inc. 7.900% 11/1/18 4,003 5,378
PepsiCo Inc. 4.500% 1/15/20 7,275 8,215
PepsiCo Inc. 5.500% 1/15/40 6,500 7,640
PepsiCo Inc. 4.875% 11/1/40 4,000 4,321
PepsiCo Inc. 4.000% 3/5/42 5,375 5,080
PerkinElmer Inc. 5.000% 11/15/21 3,050 3,180
Pfizer Inc. 5.350% 3/15/15 44,225 50,063
Pfizer Inc. 6.200% 3/15/19 21,170 26,410
Pfizer Inc. 7.200% 3/15/39 18,825 27,061
Pharmacia Corp. 6.500% 12/1/18 550 689
Pharmacia Corp. 6.600% 12/1/28 1,750 2,242
Philip Morris International Inc. 4.875% 5/16/13 9,200 9,638
Philip Morris International Inc. 6.875% 3/17/14 41,275 46,211
Philip Morris International Inc. 2.500% 5/16/16 2,265 2,359
Philip Morris International Inc. 5.650% 5/16/18 9,805 11,694
Philip Morris International Inc. 4.125% 5/17/21 800 866
Philip Morris International Inc. 6.375% 5/16/38 17,180 21,304
Philip Morris International Inc. 4.375% 11/15/41 3,700 3,572
4 Procter & Gamble - Esop 9.360% 1/1/21 8,608 11,400
Procter & Gamble Co. 0.700% 8/15/14 3,150 3,161
Procter & Gamble Co. 4.950% 8/15/14 2,300 2,533
Procter & Gamble Co. 3.500% 2/15/15 7,750 8,328
Procter & Gamble Co. 1.800% 11/15/15 5,000 5,162
Procter & Gamble Co. 4.850% 12/15/15 1,250 1,425
Procter & Gamble Co. 1.450% 8/15/16 2,850 2,875
Procter & Gamble Co. 4.700% 2/15/19 2,860 3,333
Procter & Gamble Co. 2.300% 2/6/22 10,000 9,647
Procter & Gamble Co. 6.450% 1/15/26 3,875 5,066
Procter & Gamble Co. 5.500% 2/1/34 5,473 6,661
Procter & Gamble Co. 5.800% 8/15/34 225 284
Procter & Gamble Co. 5.550% 3/5/37 12,396 15,365
Quest Diagnostics Inc. 5.450% 11/1/15 6,375 7,142
Quest Diagnostics Inc. 6.400% 7/1/17 140 165
Quest Diagnostics Inc. 4.750% 1/30/20 250 272
Quest Diagnostics Inc. 4.700% 4/1/21 700 756
Quest Diagnostics Inc. 6.950% 7/1/37 4,170 5,009
Ralcorp Holdings Inc. 4.950% 8/15/20 5,725 5,709
Ralcorp Holdings Inc. 6.625% 8/15/39 1,390 1,410
Reynolds American Inc. 7.250% 6/1/13 6,575 7,002
Reynolds American Inc. 7.625% 6/1/16 6,250 7,508
Reynolds American Inc. 6.750% 6/15/17 5,836 6,950
Reynolds American Inc. 7.250% 6/15/37 3,840 4,454
Safeway Inc. 6.250% 3/15/14 6,400 7,035
Safeway Inc. 5.625% 8/15/14 1,855 2,032
Safeway Inc. 6.350% 8/15/17 700 814
Safeway Inc. 5.000% 8/15/19 950 1,013
Safeway Inc. 3.950% 8/15/20 4,650 4,610
Safeway Inc. 7.250% 2/1/31 9,877 11,618

 

 

Sanofi 1.625% 3/28/14 3,000 3,053
Sanofi 1.200% 9/30/14 5,250 5,302
Sanofi 2.625% 3/29/16 21,976 23,000
Sanofi 4.000% 3/29/21 9,871 10,764
Sara Lee Corp. 4.100% 9/15/20 350 353
Sara Lee Corp. 6.125% 11/1/32 150 154
St. Jude Medical Inc. 2.200% 9/15/13 4,900 4,991
St. Jude Medical Inc. 3.750% 7/15/14 10,275 10,899
St. Jude Medical Inc. 2.500% 1/15/16 550 568
St. Jude Medical Inc. 4.875% 7/15/19 1,525 1,715
Stryker Corp. 3.000% 1/15/15 2,100 2,211
Stryker Corp. 2.000% 9/30/16 3,875 3,956
Stryker Corp. 4.375% 1/15/20 2,425 2,656
Sysco Corp. 5.250% 2/12/18 3,625 4,280
Sysco Corp. 5.375% 9/21/35 6,375 7,434
Teva Pharmaceutical Finance Co. BV 2.400% 11/10/16 3,850 3,935
Teva Pharmaceutical Finance Co. BV 3.650% 11/10/21 1,125 1,136
Teva Pharmaceutical Finance Co. LLC 5.550% 2/1/16 775 880
Teva Pharmaceutical Finance Co. LLC 6.150% 2/1/36 5,005 6,121
Teva Pharmaceutical Finance II BV / Teva        
Pharmaceutical Finance III LLC 3.000% 6/15/15 5,075 5,335
Teva Pharmaceutical Finance IV BV 3.650% 11/10/21 3,400 3,424
Teva Pharmaceutical Finance IV LLC 1.700% 11/10/14 2,575 2,614
Thermo Fisher Scientific Inc. 3.250% 11/20/14 13,700 14,546
Thermo Fisher Scientific Inc. 3.200% 5/1/15 5,825 6,200
Thermo Fisher Scientific Inc. 4.700% 5/1/20 725 811
Thermo Fisher Scientific Inc. 4.500% 3/1/21 200 224
Thermo Fisher Scientific Inc. 3.600% 8/15/21 600 631
Tupperware Brands Corp. 4.750% 6/1/21 700 715
Tyson Foods Inc. 10.500% 3/1/14 6,000 6,893
Unilever Capital Corp. 3.650% 2/15/14 6,275 6,635
Unilever Capital Corp. 4.800% 2/15/19 1,500 1,727
Unilever Capital Corp. 4.250% 2/10/21 6,870 7,807
Unilever Capital Corp. 5.900% 11/15/32 1,678 2,120
UST LLC 5.750% 3/1/18 2,700 2,958
Watson Pharmaceuticals Inc. 5.000% 8/15/14 4,600 4,927
Watson Pharmaceuticals Inc. 6.125% 8/15/19 4,625 5,199
Whirlpool Corp. 5.500% 3/1/13 12,000 12,465
Wyeth LLC 5.500% 2/1/14 11,761 12,826
Wyeth LLC 5.500% 2/15/16 2,475 2,858
Wyeth LLC 5.450% 4/1/17 925 1,101
Wyeth LLC 6.450% 2/1/24 1,500 1,951
Wyeth LLC 6.500% 2/1/34 3,450 4,489
Wyeth LLC 6.000% 2/15/36 7,425 9,285
Wyeth LLC 5.950% 4/1/37 25,245 31,862
Zimmer Holdings Inc. 1.400% 11/30/14 2,500 2,516
Zimmer Holdings Inc. 4.625% 11/30/19 1,075 1,185
Zimmer Holdings Inc. 3.375% 11/30/21 2,725 2,715
Zimmer Holdings Inc. 5.750% 11/30/39 4,340 4,961
 
Energy (1.5%)        
Alberta Energy Co. Ltd. 7.375% 11/1/31 3,400 3,956
Anadarko Finance Co. 7.500% 5/1/31 1,220 1,503
Anadarko Petroleum Corp. 7.625% 3/15/14 25,675 28,614
Anadarko Petroleum Corp. 5.750% 6/15/14 7,150 7,772
Anadarko Petroleum Corp. 5.950% 9/15/16 35,326 40,700
Anadarko Petroleum Corp. 6.375% 9/15/17 480 570

 

 

Anadarko Petroleum Corp. 6.950% 6/15/19 675 823
Anadarko Petroleum Corp. 6.450% 9/15/36 10,720 12,383
Anadarko Petroleum Corp. 7.950% 6/15/39 3,775 5,013
Anadarko Petroleum Corp. 6.200% 3/15/40 1,025 1,156
Apache Corp. 5.250% 4/15/13 1,774 1,860
Apache Corp. 6.000% 9/15/13 6,365 6,850
Apache Corp. 5.625% 1/15/17 700 823
Apache Corp. 6.900% 9/15/18 7,100 8,960
Apache Corp. 3.625% 2/1/21 1,700 1,792
Apache Corp. 6.000% 1/15/37 7,200 8,718
Apache Corp. 5.100% 9/1/40 11,900 12,879
Apache Corp. 5.250% 2/1/42 9,300 10,309
Apache Finance Canada Corp. 7.750% 12/15/29 1,075 1,511
Baker Hughes Inc. 7.500% 11/15/18 240 316
6 Baker Hughes Inc. 3.200% 8/15/21 3,675 3,713
Baker Hughes Inc. 6.875% 1/15/29 700 917
Baker Hughes Inc. 5.125% 9/15/40 14,465 16,363
BJ Services Co. 6.000% 6/1/18 2,825 3,337
BP Capital Markets plc 5.250% 11/7/13 17,375 18,581
BP Capital Markets plc 3.625% 5/8/14 5,625 5,920
BP Capital Markets plc 1.700% 12/5/14 2,300 2,345
BP Capital Markets plc 3.875% 3/10/15 9,985 10,720
BP Capital Markets plc 3.125% 10/1/15 17,375 18,357
BP Capital Markets plc 3.200% 3/11/16 20,000 21,154
BP Capital Markets plc 2.248% 11/1/16 7,650 7,841
BP Capital Markets plc 4.750% 3/10/19 11,725 13,179
BP Capital Markets plc 4.742% 3/11/21 14,300 16,012
BP Capital Markets plc 3.561% 11/1/21 7,335 7,557
Burlington Resources Finance Co. 7.200% 8/15/31 750 991
Burlington Resources Finance Co. 7.400% 12/1/31 4,275 5,773
Cameron International Corp. 6.375% 7/15/18 975 1,148
Cameron International Corp. 7.000% 7/15/38 100 124
Cameron International Corp. 5.950% 6/1/41 400 453
Canadian Natural Resources Ltd. 1.450% 11/14/14 1,300 1,317
Canadian Natural Resources Ltd. 4.900% 12/1/14 5,400 5,944
Canadian Natural Resources Ltd. 6.000% 8/15/16 4,225 4,951
Canadian Natural Resources Ltd. 5.700% 5/15/17 8,801 10,433
Canadian Natural Resources Ltd. 3.450% 11/15/21 525 531
Canadian Natural Resources Ltd. 7.200% 1/15/32 4,800 6,217
Canadian Natural Resources Ltd. 6.450% 6/30/33 5,865 7,057
Canadian Natural Resources Ltd. 6.500% 2/15/37 9,180 11,340
Canadian Natural Resources Ltd. 6.250% 3/15/38 800 977
Cenovus Energy Inc. 4.500% 9/15/14 4,625 4,986
Cenovus Energy Inc. 5.700% 10/15/19 4,575 5,449
Cenovus Energy Inc. 6.750% 11/15/39 21,450 27,617
Chevron Corp. 3.950% 3/3/14 6,165 6,564
Chevron Corp. 4.950% 3/3/19 14,025 16,564
ConocoPhillips 4.750% 2/1/14 5,125 5,491
ConocoPhillips 4.600% 1/15/15 12,000 13,214
ConocoPhillips 5.750% 2/1/19 20,525 24,899
ConocoPhillips 5.900% 10/15/32 9,151 11,121
ConocoPhillips 5.900% 5/15/38 6,542 8,104
ConocoPhillips 6.500% 2/1/39 4,000 5,270
ConocoPhillips Canada Funding Co. I 5.625% 10/15/16 28,725 33,705
ConocoPhillips Canada Funding Co. I 5.950% 10/15/36 2,150 2,589
ConocoPhillips Holding Co. 6.950% 4/15/29 9,390 12,551
Devon Energy Corp. 5.625% 1/15/14 8,800 9,546

 

 

Devon Energy Corp. 2.400% 7/15/16 750 771
Devon Energy Corp. 4.000% 7/15/21 1,250 1,334
Devon Energy Corp. 7.950% 4/15/32 1,125 1,583
Devon Energy Corp. 5.600% 7/15/41 2,400 2,688
Devon Financing Corp. ULC 7.875% 9/30/31 16,406 22,852
Diamond Offshore Drilling Inc. 5.150% 9/1/14 2,250 2,444
Diamond Offshore Drilling Inc. 4.875% 7/1/15 600 659
Diamond Offshore Drilling Inc. 5.875% 5/1/19 2,700 3,122
Diamond Offshore Drilling Inc. 5.700% 10/15/39 4,000 4,410
Encana Corp. 4.750% 10/15/13 75 79
Encana Corp. 5.900% 12/1/17 7,450 8,694
Encana Corp. 3.900% 11/15/21 6,450 6,282
Encana Corp. 7.200% 11/1/31 5,675 6,418
Encana Corp. 6.500% 8/15/34 8,325 8,834
Encana Corp. 6.625% 8/15/37 4,479 4,835
EnCana Holdings Finance Corp. 5.800% 5/1/14 4,900 5,346
Eni USA Inc. 7.300% 11/15/27 355 449
Ensco plc 3.250% 3/15/16 4,000 4,169
Ensco plc 4.700% 3/15/21 9,500 10,232
EOG Resources Inc. 6.125% 10/1/13 650 700
EOG Resources Inc. 2.950% 6/1/15 5,350 5,638
EOG Resources Inc. 5.875% 9/15/17 3,025 3,626
EOG Resources Inc. 5.625% 6/1/19 850 1,000
EOG Resources Inc. 4.400% 6/1/20 2,875 3,166
EOG Resources Inc. 4.100% 2/1/21 9,500 10,273
EQT Corp. 6.500% 4/1/18 11,475 13,102
EQT Corp. 8.125% 6/1/19 325 385
Global Marine Inc. 7.000% 6/1/28 3,150 3,255
Halliburton Co. 6.150% 9/15/19 2,945 3,577
Halliburton Co. 6.700% 9/15/38 10,225 13,193
Halliburton Co. 7.450% 9/15/39 5,060 7,035
Halliburton Co. 4.500% 11/15/41 5,275 5,310
Hess Corp. 8.125% 2/15/19 10,725 13,787
Hess Corp. 7.875% 10/1/29 5,895 7,782
Hess Corp. 7.300% 8/15/31 4,510 5,715
Hess Corp. 7.125% 3/15/33 4,675 5,871
Hess Corp. 6.000% 1/15/40 6,518 7,427
Hess Corp. 5.600% 2/15/41 7,375 7,988
Husky Energy Inc. 5.900% 6/15/14 8,607 9,423
Husky Energy Inc. 6.150% 6/15/19 800 924
Husky Energy Inc. 7.250% 12/15/19 2,435 3,005
Husky Energy Inc. 6.800% 9/15/37 2,175 2,653
Kerr-McGee Corp. 6.950% 7/1/24 12,420 14,983
Kerr-McGee Corp. 7.875% 9/15/31 2,015 2,594
Marathon Oil Corp. 6.000% 10/1/17 10,475 12,229
Marathon Oil Corp. 5.900% 3/15/18 3,997 4,669
Marathon Oil Corp. 6.800% 3/15/32 7,367 8,913
Marathon Oil Corp. 6.600% 10/1/37 610 740
Marathon Petroleum Corp. 3.500% 3/1/16 3,000 3,113
Marathon Petroleum Corp. 5.125% 3/1/21 6,800 7,394
Marathon Petroleum Corp. 6.500% 3/1/41 4,000 4,343
Nabors Industries Inc. 6.150% 2/15/18 17,650 20,486
Nabors Industries Inc. 9.250% 1/15/19 3,025 3,893
Nabors Industries Inc. 5.000% 9/15/20 2,325 2,495
Nexen Inc. 6.200% 7/30/19 3,500 4,061
Nexen Inc. 7.875% 3/15/32 9,875 12,333
Nexen Inc. 5.875% 3/10/35 3,287 3,399

 

 

Nexen Inc. 6.400% 5/15/37 9,450 10,409
Nexen Inc. 7.500% 7/30/39 6,700 8,241
Noble Energy Inc. 8.250% 3/1/19 3,829 4,810
Noble Energy Inc. 4.150% 12/15/21 8,525 8,701
Noble Energy Inc. 8.000% 4/1/27 525 675
Noble Energy Inc. 6.000% 3/1/41 3,600 3,971
Noble Holding International Ltd. 3.450% 8/1/15 9,050 9,512
Noble Holding International Ltd. 3.050% 3/1/16 4,250 4,396
Noble Holding International Ltd. 4.900% 8/1/20 3,225 3,447
Noble Holding International Ltd. 4.625% 3/1/21 600 636
Noble Holding International Ltd. 3.950% 3/15/22 1,225 1,228
Noble Holding International Ltd. 6.200% 8/1/40 4,450 4,881
Noble Holding International Ltd. 6.050% 3/1/41 850 916
Noble Holding International Ltd. 5.250% 3/15/42 1,225 1,214
Occidental Petroleum Corp. 2.500% 2/1/16 9,675 10,122
Occidental Petroleum Corp. 1.750% 2/15/17 3,801 3,831
Occidental Petroleum Corp. 4.100% 2/1/21 14,700 15,955
Occidental Petroleum Corp. 3.125% 2/15/22 12,700 12,811
PC Financial Partnership 5.000% 11/15/14 8,100 8,848
Petro-Canada 4.000% 7/15/13 5,600 5,810
Petro-Canada 6.050% 5/15/18 6,075 7,276
Petro-Canada 7.875% 6/15/26 1,500 2,032
Petro-Canada 7.000% 11/15/28 1,175 1,422
Petro-Canada 5.350% 7/15/33 4,825 5,064
Petro-Canada 5.950% 5/15/35 6,850 7,891
Petro-Canada 6.800% 5/15/38 4,475 5,713
Petrohawk Energy Corp. 10.500% 8/1/14 1,725 1,910
Petrohawk Energy Corp. 7.875% 6/1/15 1,900 1,990
6 Phillips 66 1.950% 3/5/15 2,350 2,366
6 Phillips 66 2.950% 5/1/17 14,100 14,313
6 Phillips 66 4.300% 4/1/22 12,175 12,401
6 Phillips 66 5.875% 5/1/42 6,875 7,037
Pride International Inc. 8.500% 6/15/19 725 953
Pride International Inc. 6.875% 8/15/20 14,600 17,812
Pride International Inc. 7.875% 8/15/40 11,800 15,871
Rowan Cos. Inc. 7.875% 8/1/19 7,500 8,934
Shell International Finance BV 4.000% 3/21/14 52,575 56,029
Shell International Finance BV 3.100% 6/28/15 13,525 14,472
Shell International Finance BV 3.250% 9/22/15 3,600 3,881
Shell International Finance BV 5.200% 3/22/17 2,950 3,458
Shell International Finance BV 4.300% 9/22/19 27,250 30,887
Shell International Finance BV 4.375% 3/25/20 2,500 2,862
Shell International Finance BV 6.375% 12/15/38 13,494 17,811
Shell International Finance BV 5.500% 3/25/40 3,000 3,644
6 Southwestern Energy Co. 4.100% 3/15/22 3,350 3,317
Suncor Energy Inc. 6.100% 6/1/18 875 1,051
Suncor Energy Inc. 7.150% 2/1/32 4,885 6,118
Suncor Energy Inc. 5.950% 12/1/34 250 283
Suncor Energy Inc. 6.500% 6/15/38 29,905 36,975
Suncor Energy Inc. 6.850% 6/1/39 4,475 5,746
Talisman Energy Inc. 5.125% 5/15/15 1,125 1,229
Talisman Energy Inc. 7.750% 6/1/19 16,137 19,756
Talisman Energy Inc. 3.750% 2/1/21 1,285 1,263
Talisman Energy Inc. 7.250% 10/15/27 850 1,022
Talisman Energy Inc. 5.850% 2/1/37 6,500 6,888
Tosco Corp. 7.800% 1/1/27 900 1,251
Tosco Corp. 8.125% 2/15/30 15,350 21,752

 

 

Total Capital Canada Ltd. 1.625% 1/28/14 5,325 5,342
Total Capital SA 3.000% 6/24/15 19,075 19,801
Total Capital SA 2.300% 3/15/16 975 989
Total Capital SA 4.450% 6/24/20 6,925 7,385
Total Capital SA 4.125% 1/28/21 22,400 23,765
Transocean Inc. 4.950% 11/15/15 11,300 12,066
Transocean Inc. 6.000% 3/15/18 6,075 6,736
Transocean Inc. 6.500% 11/15/20 5,135 5,736
Transocean Inc. 7.500% 4/15/31 2,000 2,298
Transocean Inc. 6.800% 3/15/38 5,135 5,672
Transocean Inc. 7.350% 12/15/41 3,150 3,766
Valero Energy Corp. 4.750% 6/15/13 240 250
Valero Energy Corp. 4.500% 2/1/15 2,625 2,819
Valero Energy Corp. 9.375% 3/15/19 7,566 9,919
Valero Energy Corp. 6.125% 2/1/20 12,675 14,550
Valero Energy Corp. 7.500% 4/15/32 6,215 7,246
Valero Energy Corp. 6.625% 6/15/37 14,065 15,181
Valero Energy Corp. 10.500% 3/15/39 6,650 9,694
Weatherford International Inc. 6.350% 6/15/17 5,750 6,662
Weatherford International Inc. 6.800% 6/15/37 275 307
Weatherford International Ltd. 6.000% 3/15/18 8,325 9,444
Weatherford International Ltd. 9.625% 3/1/19 43,981 58,339
Weatherford International Ltd. 6.500% 8/1/36 925 1,018
Weatherford International Ltd. 7.000% 3/15/38 1,750 1,939
Williams Cos. Inc. 7.875% 9/1/21 694 865
Williams Cos. Inc. 7.500% 1/15/31 4,696 5,626
Williams Cos. Inc. 7.750% 6/15/31 1,085 1,298
Williams Cos. Inc. 8.750% 3/15/32 441 584
XTO Energy Inc. 5.750% 12/15/13 4,650 5,041
XTO Energy Inc. 6.250% 8/1/17 9,075 11,164
 
Other Industrial (0.0%)        
California Institute of Technology GO 4.700% 11/1/11 11,800 11,623
Cintas Corp. No 2 6.125% 12/1/17 1,625 1,905
Fluor Corp. 3.375% 9/15/21 3,125 3,136
Massachusetts Institute of Technology GO 5.600% 7/1/11 9,785 12,123
 
Technology (0.9%)        
Adobe Systems Inc. 3.250% 2/1/15 4,525 4,774
Adobe Systems Inc. 4.750% 2/1/20 6,625 7,206
Agilent Technologies Inc. 5.500% 9/14/15 3,125 3,512
Agilent Technologies Inc. 6.500% 11/1/17 14,750 17,769
Amphenol Corp. 4.750% 11/15/14 4,125 4,473
Amphenol Corp. 4.000% 2/1/22 550 554
Analog Devices Inc. 5.000% 7/1/14 3,425 3,739
Analog Devices Inc. 3.000% 4/15/16 1,075 1,132
Applied Materials Inc. 2.650% 6/15/16 1,000 1,040
Applied Materials Inc. 4.300% 6/15/21 7,025 7,647
Applied Materials Inc. 5.850% 6/15/41 8,925 10,235
Arrow Electronics Inc. 6.875% 7/1/13 200 214
Arrow Electronics Inc. 3.375% 11/1/15 2,600 2,672
Arrow Electronics Inc. 5.125% 3/1/21 1,185 1,206
Avnet Inc. 6.625% 9/15/16 235 266
BMC Software Inc. 7.250% 6/1/18 2,300 2,725
Broadcom Corp. 2.700% 11/1/18 2,980 3,020
CA Inc. 5.375% 12/1/19 3,500 3,831
Cisco Systems Inc. 1.625% 3/14/14 9,167 9,352

 

 

Cisco Systems Inc. 2.900% 11/17/14 1,975 2,091
Cisco Systems Inc. 5.500% 2/22/16 12,090 14,012
Cisco Systems Inc. 3.150% 3/14/17 5,465 5,912
Cisco Systems Inc. 4.950% 2/15/19 24,989 28,860
Cisco Systems Inc. 4.450% 1/15/20 23,845 26,949
Cisco Systems Inc. 5.900% 2/15/39 19,865 23,930
Cisco Systems Inc. 5.500% 1/15/40 7,975 9,275
Computer Sciences Corp. 6.500% 3/15/18 2,200 2,392
Corning Inc. 6.625% 5/15/19 3,180 3,818
Corning Inc. 4.250% 8/15/20 300 318
Corning Inc. 7.250% 8/15/36 300 359
Corning Inc. 4.700% 3/15/37 3,450 3,299
Corning Inc. 5.750% 8/15/40 4,525 4,971
Dell Inc. 4.700% 4/15/13 5,875 6,119
Dell Inc. 1.400% 9/10/13 6,200 6,261
Dell Inc. 2.300% 9/10/15 1,675 1,733
Dell Inc. 3.100% 4/1/16 3,000 3,183
Dell Inc. 5.650% 4/15/18 3,225 3,755
Dell Inc. 5.875% 6/15/19 3,850 4,569
Dell Inc. 6.500% 4/15/38 7,600 9,026
Dun & Bradstreet Corp. 6.000% 4/1/13 4,725 4,948
Equifax Inc. 4.450% 12/1/14 2,175 2,307
Equifax Inc. 6.300% 7/1/17 1,075 1,223
Fiserv Inc. 3.125% 10/1/15 1,100 1,137
Fiserv Inc. 3.125% 6/15/16 1,025 1,050
Fiserv Inc. 6.800% 11/20/17 5,950 7,018
Google Inc. 2.125% 5/19/16 775 805
Google Inc. 3.625% 5/19/21 8,515 9,226
Harris Corp. 5.000% 10/1/15 3,675 4,005
Harris Corp. 5.950% 12/1/17 225 257
Harris Corp. 4.400% 12/15/20 1,725 1,779
Harris Corp. 6.150% 12/15/40 3,750 4,242
Hewlett-Packard Co. 1.250% 9/13/13 9,875 9,891
Hewlett-Packard Co. 6.125% 3/1/14 20,450 22,259
Hewlett-Packard Co. 1.550% 5/30/14 4,675 4,699
Hewlett-Packard Co. 4.750% 6/2/14 11,400 12,170
Hewlett-Packard Co. 2.625% 12/9/14 1,300 1,340
Hewlett-Packard Co. 2.350% 3/15/15 6,350 6,470
Hewlett-Packard Co. 2.125% 9/13/15 12,550 12,644
Hewlett-Packard Co. 2.200% 12/1/15 3,950 3,995
Hewlett-Packard Co. 2.650% 6/1/16 4,925 5,007
Hewlett-Packard Co. 3.000% 9/15/16 16,900 17,355
Hewlett-Packard Co. 3.300% 12/9/16 2,175 2,264
Hewlett-Packard Co. 5.400% 3/1/17 2,035 2,283
Hewlett-Packard Co. 2.600% 9/15/17 11,000 10,962
Hewlett-Packard Co. 5.500% 3/1/18 6,575 7,521
Hewlett-Packard Co. 3.750% 12/1/20 6,275 6,251
Hewlett-Packard Co. 4.300% 6/1/21 675 690
Hewlett-Packard Co. 4.375% 9/15/21 3,925 4,011
Hewlett-Packard Co. 4.650% 12/9/21 1,250 1,305
Hewlett-Packard Co. 4.050% 9/15/22 6,500 6,461
Hewlett-Packard Co. 6.000% 9/15/41 18,500 20,100
HP Enterprise Services LLC 6.000% 8/1/13 5,225 5,554
Intel Corp. 1.950% 10/1/16 4,625 4,756
Intel Corp. 3.300% 10/1/21 7,401 7,626
Intel Corp. 4.800% 10/1/41 17,200 18,157
International Business Machines Corp. 2.100% 5/6/13 1,000 1,018

 

 

International Business Machines Corp. 7.500% 6/15/13 3,150 3,407
International Business Machines Corp. 1.000% 8/5/13 18,000 18,125
International Business Machines Corp. 6.500% 10/15/13 200 218
International Business Machines Corp. 0.550% 2/6/15 8,000 7,927
International Business Machines Corp. 2.000% 1/5/16 2,000 2,058
International Business Machines Corp. 1.950% 7/22/16 35,775 36,640
International Business Machines Corp. 1.250% 2/6/17 4,000 3,957
International Business Machines Corp. 5.700% 9/14/17 35,351 42,331
International Business Machines Corp. 7.625% 10/15/18 6,475 8,643
International Business Machines Corp. 7.000% 10/30/25 965 1,296
International Business Machines Corp. 6.220% 8/1/27 5,350 6,792
International Business Machines Corp. 6.500% 1/15/28 600 773
International Business Machines Corp. 5.875% 11/29/32 875 1,096
International Business Machines Corp. 5.600% 11/30/39 16,629 20,231
Intuit Inc. 5.750% 3/15/17 1,900 2,188
Juniper Networks Inc. 3.100% 3/15/16 1,095 1,131
Juniper Networks Inc. 4.600% 3/15/21 1,500 1,591
Juniper Networks Inc. 5.950% 3/15/41 2,900 3,262
KLA-Tencor Corp. 6.900% 5/1/18 3,000 3,576
Lexmark International Inc. 5.900% 6/1/13 2,825 2,946
Lexmark International Inc. 6.650% 6/1/18 4,650 5,295
Maxim Integrated Products Inc. 3.450% 6/14/13 1,800 1,851
Microsoft Corp. 0.875% 9/27/13 8,168 8,230
Microsoft Corp. 2.950% 6/1/14 7,800 8,193
Microsoft Corp. 1.625% 9/25/15 7,920 8,161
Microsoft Corp. 4.200% 6/1/19 6,625 7,530
Microsoft Corp. 3.000% 10/1/20 12,920 13,613
Microsoft Corp. 5.200% 6/1/39 2,075 2,447
Microsoft Corp. 4.500% 10/1/40 5,543 5,895
Microsoft Corp. 5.300% 2/8/41 5,190 6,209
Motorola Solutions Inc. 6.000% 11/15/17 3,075 3,552
Motorola Solutions Inc. 7.500% 5/15/25 850 1,010
Nokia Oyj 5.375% 5/15/19 8,400 8,255
Nokia Oyj 6.625% 5/15/39 16,224 15,527
Oracle Corp. 4.950% 4/15/13 1,725 1,805
Oracle Corp. 5.250% 1/15/16 28,071 32,172
Oracle Corp. 5.750% 4/15/18 14,427 17,496
Oracle Corp. 5.000% 7/8/19 16,825 19,636
Oracle Corp. 3.875% 7/15/20 9,775 10,712
Oracle Corp. 6.500% 4/15/38 3,850 4,954
Oracle Corp. 6.125% 7/8/39 7,700 9,514
Oracle Corp. 5.375% 7/15/40 19,425 22,267
Pitney Bowes Inc. 3.875% 6/15/13 4,225 4,359
Pitney Bowes Inc. 4.875% 8/15/14 250 265
Pitney Bowes Inc. 4.750% 1/15/16 12,000 12,622
Pitney Bowes Inc. 5.750% 9/15/17 3,500 3,685
Pitney Bowes Inc. 6.250% 3/15/19 200 211
Pitney Bowes Inc. 5.250% 1/15/37 450 441
SAIC Inc. 4.450% 12/1/20 1,850 1,945
SAIC Inc. 5.950% 12/1/40 2,550 2,703
Science Applications International Corp. 5.500% 7/1/33 7,370 7,500
Symantec Corp. 2.750% 9/15/15 600 623
Symantec Corp. 4.200% 9/15/20 7,200 7,333
Texas Instruments Inc. 2.375% 5/16/16 3,425 3,575
Tyco Electronics Group SA 7.125% 10/1/37 14,100 17,888
Xerox Corp. 8.250% 5/15/14 6,525 7,369
Xerox Corp. 4.250% 2/15/15 19,875 21,114

 

 

Xerox Corp. 6.400% 3/15/16 8,045 9,172
Xerox Corp. 6.750% 2/1/17 3,050 3,526
Xerox Corp. 2.950% 3/15/17 650 658
Xerox Corp. 6.350% 5/15/18 11,850 13,744
Xerox Corp. 5.625% 12/15/19 7,575 8,425
Xerox Corp. 6.750% 12/15/39 675 762
 
Transportation (0.5%)        
4 American Airlines 2011-1 Class A Pass        
Through Trust 5.250% 1/31/21 1,019 1,055
4 American Airlines 2011-2 Class A Pass        
Through Trust 8.625% 4/15/23 3,750 3,952
4 American Airlines Pass Through Trust 2009-        
1A 10.375% 7/2/19 3,525 3,825
Burlington Northern Santa Fe LLC 7.000% 2/1/14 750 833
Burlington Northern Santa Fe LLC 5.650% 5/1/17 7,650 8,887
Burlington Northern Santa Fe LLC 5.750% 3/15/18 8,150 9,680
Burlington Northern Santa Fe LLC 3.600% 9/1/20 3,800 3,925
Burlington Northern Santa Fe LLC 3.450% 9/15/21 3,875 3,928
Burlington Northern Santa Fe LLC 3.050% 3/15/22 4,350 4,280
Burlington Northern Santa Fe LLC 7.000% 12/15/25 6,711 8,676
Burlington Northern Santa Fe LLC 7.950% 8/15/30 80 107
Burlington Northern Santa Fe LLC 6.200% 8/15/36 3,450 4,106
Burlington Northern Santa Fe LLC 6.150% 5/1/37 91 109
Burlington Northern Santa Fe LLC 5.750% 5/1/40 375 427
Burlington Northern Santa Fe LLC 5.050% 3/1/41 7,625 7,886
Burlington Northern Santa Fe LLC 5.400% 6/1/41 7,050 7,594
Burlington Northern Santa Fe LLC 4.950% 9/15/41 1,775 1,800
Burlington Northern Santa Fe LLC 4.400% 3/15/42 5,875 5,540
Canadian National Railway Co. 4.950% 1/15/14 1,875 2,013
Canadian National Railway Co. 5.800% 6/1/16 750 875
Canadian National Railway Co. 1.450% 12/15/16 1,825 1,815
Canadian National Railway Co. 5.850% 11/15/17 1,150 1,371
Canadian National Railway Co. 5.550% 3/1/19 2,160 2,580
Canadian National Railway Co. 2.850% 12/15/21 1,075 1,067
Canadian National Railway Co. 6.900% 7/15/28 2,375 3,173
Canadian National Railway Co. 6.250% 8/1/34 1,625 2,061
Canadian National Railway Co. 6.200% 6/1/36 2,675 3,382
Canadian National Railway Co. 6.375% 11/15/37 1,550 1,981
Canadian Pacific Railway Co. 4.450% 3/15/23 4,100 4,200
Canadian Pacific Railway Co. 7.125% 10/15/31 810 949
Canadian Pacific Railway Co. 5.950% 5/15/37 1,075 1,117
Canadian Pacific Railway Ltd. 5.750% 1/15/42 650 658
Con-way Inc. 6.700% 5/1/34 4,225 3,989
4 Continental Airlines 1998-1 Class A Pass        
Through Trust 6.648% 9/15/17 5,050 5,315
4 Continental Airlines 2007-1 Class A Pass        
Through Trust 5.983% 4/19/22 1,588 1,727
4 Continental Airlines 2009-2 Class A Pass        
Through Trust 7.250% 11/10/19 1,668 1,864
4 Continental Airlines 2012-1 Class A Pass        
Through Trust 4.150% 10/11/25 20,725 20,414
CSX Corp. 6.250% 4/1/15 8,425 9,710
CSX Corp. 7.900% 5/1/17 2,513 3,145
CSX Corp. 6.250% 3/15/18 13,350 15,995
CSX Corp. 7.375% 2/1/19 35,100 44,015
CSX Corp. 6.000% 10/1/36 5,931 6,755

 

 

CSX Corp. 6.150% 5/1/37 2,325 2,683
CSX Corp. 6.220% 4/30/40 5,887 6,955
4 Delta Air Lines 2007-1 Class A Pass Through        
Trust 6.821% 8/10/22 8,118 8,869
4 Delta Air Lines 2009-1 Class A Pass Through        
Trust 7.750% 12/17/19 10,001 11,401
4 Delta Air Lines 2010-2 Class A Pass Through        
Trust 4.950% 5/23/19 3,670 3,881
JB Hunt Transport Services Inc. 3.375% 9/15/15 10,100 10,438
Norfolk Southern Corp. 5.257% 9/17/14 45 50
Norfolk Southern Corp. 5.750% 1/15/16 8,200 9,460
Norfolk Southern Corp. 7.700% 5/15/17 5,125 6,467
Norfolk Southern Corp. 5.750% 4/1/18 2,575 3,046
Norfolk Southern Corp. 5.900% 6/15/19 9,750 11,587
Norfolk Southern Corp. 3.250% 12/1/21 4,400 4,425
Norfolk Southern Corp. 5.590% 5/17/25 534 617
Norfolk Southern Corp. 7.800% 5/15/27 5,500 7,555
Norfolk Southern Corp. 5.640% 5/17/29 2,305 2,643
Norfolk Southern Corp. 7.250% 2/15/31 5,772 7,635
6 Norfolk Southern Corp. 4.837% 10/1/41 11,566 11,950
Norfolk Southern Corp. 6.000% 5/23/11 9,175 10,190
Norfolk Southern Railway Co. 9.750% 6/15/20 1,554 2,194
Ryder System Inc. 5.850% 3/1/14 1,725 1,859
Ryder System Inc. 3.150% 3/2/15 5,275 5,466
Ryder System Inc. 7.200% 9/1/15 3,650 4,252
Ryder System Inc. 3.600% 3/1/16 3,650 3,808
Ryder System Inc. 5.850% 11/1/16 8,425 9,576
Southwest Airlines Co. 5.250% 10/1/14 175 188
Southwest Airlines Co. 5.750% 12/15/16 3,800 4,188
Southwest Airlines Co. 5.125% 3/1/17 700 764
4 Southwest Airlines Co. 2007-1 Pass Through        
Trust 6.150% 8/1/22 1,675 1,910
4 UAL 2009-2A Pass Through Trust 9.750% 1/15/17 985 1,128
Union Pacific Corp. 4.000% 2/1/21 200 213
Union Pacific Corp. 4.163% 7/15/22 26,774 28,843
Union Pacific Corp. 6.625% 2/1/29 1,900 2,388
Union Pacific Corp. 5.780% 7/15/40 5,175 6,108
Union Pacific Corp. 4.750% 9/15/41 7,400 7,555
4 Union Pacific Railroad Co. 2007-3 Pass        
Through Trust 6.176% 1/2/31 1,250 1,440
United Parcel Service Inc. 3.875% 4/1/14 10,175 10,817
United Parcel Service Inc. 5.500% 1/15/18 2,360 2,827
United Parcel Service Inc. 5.125% 4/1/19 5,850 6,978
United Parcel Service Inc. 3.125% 1/15/21 17,860 18,618
United Parcel Service Inc. 6.200% 1/15/38 4,650 6,028
        12,281,132
Utilities (2.3%)        
Electric (1.6%)        
AEP Texas Central Co. 6.650% 2/15/33 2,300 2,854
Alabama Power Co. 5.200% 6/1/41 3,550 4,033
Alabama Power Co. 4.100% 1/15/42 4,875 4,665
Ameren Corp. 8.875% 5/15/14 1,000 1,134
Ameren Illinois Co. 6.125% 11/15/17 1,300 1,518
Ameren Illinois Co. 6.250% 4/1/18 4,425 5,187
Appalachian Power Co. 3.400% 5/24/15 5,250 5,519
Appalachian Power Co. 7.950% 1/15/20 350 459
Appalachian Power Co. 4.600% 3/30/21 5,975 6,516

 

 

Appalachian Power Co. 5.800% 10/1/35 950 1,082
Appalachian Power Co. 7.000% 4/1/38 700 901
Arizona Public Service Co. 5.800% 6/30/14 4,672 5,115
Arizona Public Service Co. 4.650% 5/15/15 2,925 3,203
Arizona Public Service Co. 8.750% 3/1/19 2,300 2,942
Arizona Public Service Co. 5.500% 9/1/35 3,580 3,979
Arizona Public Service Co. 4.500% 4/1/42 4,100 3,994
Atlantic City Electric Co. 7.750% 11/15/18 5,225 6,795
Baltimore Gas & Electric Co. 5.900% 10/1/16 3,525 4,092
Baltimore Gas & Electric Co. 3.500% 11/15/21 1,700 1,719
Baltimore Gas & Electric Co. 6.350% 10/1/36 625 768
Carolina Power & Light Co. 5.125% 9/15/13 5,350 5,689
Carolina Power & Light Co. 5.300% 1/15/19 35,600 41,850
CenterPoint Energy Houston Electric LLC 5.750% 1/15/14 400 432
CenterPoint Energy Houston Electric LLC 7.000% 3/1/14 225 251
CenterPoint Energy Houston Electric LLC 6.950% 3/15/33 300 394
CenterPoint Energy Inc. 6.500% 5/1/18 70 83
Cleco Power LLC 6.500% 12/1/35 4,300 5,017
Cleco Power LLC 6.000% 12/1/40 4,075 4,552
Cleveland Electric Illuminating Co. 5.650% 12/15/13 175 187
Cleveland Electric Illuminating Co. 7.880% 11/1/17 2,677 3,339
Cleveland Electric Illuminating Co. 5.500% 8/15/24 900 1,024
Commonwealth Edison Co. 5.950% 8/15/16 11,630 13,695
Commonwealth Edison Co. 6.150% 9/15/17 13,650 16,404
Commonwealth Edison Co. 5.800% 3/15/18 2,975 3,555
Commonwealth Edison Co. 4.000% 8/1/20 2,175 2,347
Commonwealth Edison Co. 5.875% 2/1/33 490 587
Commonwealth Edison Co. 5.900% 3/15/36 2,686 3,243
Commonwealth Edison Co. 6.450% 1/15/38 9,205 11,861
Connecticut Light & Power Co. 6.350% 6/1/36 5,100 6,429
Consolidated Edison Co. of New York Inc. 5.375% 12/15/15 1,400 1,606
Consolidated Edison Co. of New York Inc. 5.500% 9/15/16 5,675 6,614
Consolidated Edison Co. of New York Inc. 5.850% 4/1/18 350 425
Consolidated Edison Co. of New York Inc. 6.650% 4/1/19 5,975 7,439
Consolidated Edison Co. of New York Inc. 5.300% 3/1/35 6,100 6,878
Consolidated Edison Co. of New York Inc. 5.850% 3/15/36 10,865 13,202
Consolidated Edison Co. of New York Inc. 6.200% 6/15/36 3,000 3,810
Consolidated Edison Co. of New York Inc. 6.750% 4/1/38 1,025 1,392
Consolidated Edison Co. of New York Inc. 5.700% 6/15/40 5,725 6,996
Consolidated Natural Gas Co. 5.000% 12/1/14 4,725 5,193
Constellation Energy Group Inc. 4.550% 6/15/15 8,631 9,343
Constellation Energy Group Inc. 5.150% 12/1/20 4,500 4,941
Constellation Energy Group Inc. 7.600% 4/1/32 2,415 3,123
Consumers Energy Co. 5.375% 4/15/13 4,100 4,297
Consumers Energy Co. 5.500% 8/15/16 1,800 2,064
Consumers Energy Co. 6.125% 3/15/19 550 662
Consumers Energy Co. 6.700% 9/15/19 5,000 6,287
Detroit Edison Co. 3.450% 10/1/20 1,700 1,771
Detroit Edison Co. 3.900% 6/1/21 1,575 1,682
Detroit Edison Co. 5.700% 10/1/37 950 1,127
Dominion Resources Inc. 1.800% 3/15/14 3,800 3,878
Dominion Resources Inc. 5.150% 7/15/15 15,608 17,565
Dominion Resources Inc. 2.250% 9/1/15 2,880 2,984
Dominion Resources Inc. 1.950% 8/15/16 5,450 5,517
Dominion Resources Inc. 6.000% 11/30/17 4,625 5,541
Dominion Resources Inc. 6.400% 6/15/18 290 355
Dominion Resources Inc. 8.875% 1/15/19 430 578

 

 

Dominion Resources Inc. 4.450% 3/15/21 10,000 11,055
Dominion Resources Inc. 6.300% 3/15/33 1,400 1,678
Dominion Resources Inc. 5.250% 8/1/33 2,575 2,849
Dominion Resources Inc. 5.950% 6/15/35 8,775 10,454
Dominion Resources Inc. 7.000% 6/15/38 425 575
Dominion Resources Inc. 4.900% 8/1/41 8,150 8,502
4 Dominion Resources Inc. 7.500% 6/30/66 3,775 3,964
DTE Energy Co. 6.375% 4/15/33 175 213
Duke Energy Carolinas LLC 5.750% 11/15/13 400 432
Duke Energy Carolinas LLC 4.300% 6/15/20 5,700 6,370
Duke Energy Carolinas LLC 6.000% 12/1/28 2,750 3,241
Duke Energy Carolinas LLC 6.450% 10/15/32 1,575 1,957
Duke Energy Carolinas LLC 6.100% 6/1/37 7,725 9,495
Duke Energy Carolinas LLC 6.000% 1/15/38 3,661 4,585
Duke Energy Carolinas LLC 6.050% 4/15/38 5,005 6,333
Duke Energy Carolinas LLC 5.300% 2/15/40 3,275 3,810
Duke Energy Carolinas LLC 4.250% 12/15/41 5,000 5,000
Duke Energy Corp. 6.300% 2/1/14 4,420 4,841
Duke Energy Corp. 3.950% 9/15/14 4,225 4,512
Duke Energy Corp. 3.350% 4/1/15 4,675 4,948
Duke Energy Corp. 2.150% 11/15/16 9,075 9,248
Duke Energy Corp. 5.050% 9/15/19 10,000 11,379
Duke Energy Indiana Inc. 5.000% 9/15/13 425 448
Duke Energy Indiana Inc. 6.050% 6/15/16 325 377
Duke Energy Indiana Inc. 6.120% 10/15/35 1,075 1,223
Duke Energy Indiana Inc. 6.350% 8/15/38 8,100 10,460
Duke Energy Indiana Inc. 6.450% 4/1/39 900 1,180
Duke Energy Indiana Inc. 4.200% 3/15/42 2,875 2,808
Duke Energy Ohio Inc. 2.100% 6/15/13 3,800 3,867
Duke Energy Ohio Inc. 5.450% 4/1/19 8 9
El Paso Electric Co. 6.000% 5/15/35 1,725 1,909
Empresa Nacional de Electricidad SA 8.350% 8/1/13 2,275 2,451
Enersis SA 7.375% 1/15/14 2,500 2,712
Entergy Arkansas Inc. 3.750% 2/15/21 2,500 2,566
Entergy Gulf States Louisiana LLC 6.000% 5/1/18 8,675 9,965
Entergy Louisiana LLC 1.875% 12/15/14 1,900 1,945
Entergy Louisiana LLC 5.400% 11/1/24 325 378
Exelon Corp. 4.900% 6/15/15 7,000 7,649
Exelon Corp. 5.625% 6/15/35 1,100 1,191
Exelon Generation Co. LLC 5.350% 1/15/14 3,148 3,371
Exelon Generation Co. LLC 6.200% 10/1/17 2,755 3,234
Exelon Generation Co. LLC 4.000% 10/1/20 8,800 9,029
Exelon Generation Co. LLC 6.250% 10/1/39 1,175 1,372
FirstEnergy Corp. 7.375% 11/15/31 7,855 9,642
FirstEnergy Solutions Corp. 4.800% 2/15/15 6,825 7,378
FirstEnergy Solutions Corp. 6.050% 8/15/21 75 84
FirstEnergy Solutions Corp. 6.800% 8/15/39 2,800 3,136
Florida Power & Light Co. 5.550% 11/1/17 1,850 2,224
Florida Power & Light Co. 5.950% 10/1/33 225 279
Florida Power & Light Co. 5.625% 4/1/34 3,825 4,566
Florida Power & Light Co. 4.950% 6/1/35 550 606
Florida Power & Light Co. 5.400% 9/1/35 5,650 6,599
Florida Power & Light Co. 6.200% 6/1/36 3,650 4,673
Florida Power & Light Co. 5.650% 2/1/37 3,975 4,755
Florida Power & Light Co. 5.850% 5/1/37 1,675 2,083
Florida Power & Light Co. 5.950% 2/1/38 9,850 12,443
Florida Power & Light Co. 5.960% 4/1/39 1,175 1,494

 

 

Florida Power & Light Co. 4.125% 2/1/42 10,150 10,004
Florida Power Corp. 5.650% 6/15/18 3,100 3,731
Florida Power Corp. 6.350% 9/15/37 10,125 13,112
Florida Power Corp. 6.400% 6/15/38 6,600 8,616
Florida Power Corp. 5.650% 4/1/40 1,000 1,191
Georgia Power Co. 6.000% 11/1/13 3,000 3,253
Georgia Power Co. 3.000% 4/15/16 3,400 3,600
Georgia Power Co. 5.700% 6/1/17 16,444 19,626
Georgia Power Co. 5.650% 3/1/37 325 379
Georgia Power Co. 5.950% 2/1/39 4,025 4,879
Georgia Power Co. 5.400% 6/1/40 4,000 4,551
Georgia Power Co. 4.300% 3/15/42 5,500 5,409
Great Plains Energy Inc. 2.750% 8/15/13 3,000 3,060
Great Plains Energy Inc. 4.850% 6/1/21 1,200 1,266
Great Plains Energy Inc. 5.292% 6/15/22 7,800 8,340
Iberdrola International BV 6.750% 7/15/36 3,650 3,944
Indiana Michigan Power Co. 7.000% 3/15/19 625 762
Indiana Michigan Power Co. 6.050% 3/15/37 8,175 9,315
4 Integrys Energy Group Inc. 6.110% 12/1/66 4,990 4,990
Interstate Power & Light Co. 6.250% 7/15/39 2,400 3,016
Jersey Central Power & Light Co. 5.625% 5/1/16 8,700 9,722
Jersey Central Power & Light Co. 5.650% 6/1/17 1,925 2,211
4 John Sevier Combined Cycle Generation LLC 4.626% 1/15/42 2,600 2,693
Kansas City Power & Light Co. 6.050% 11/15/35 1,725 1,959
Kansas City Power & Light Co. 5.300% 10/1/41 5,450 5,762
4 Kansas Gas & Electric Co. 5.647% 3/29/21 150 162
Kentucky Utilities Co. 1.625% 11/1/15 750 763
Kentucky Utilities Co. 3.250% 11/1/20 3,550 3,654
Kentucky Utilities Co. 5.125% 11/1/40 2,410 2,731
LG&E and KU Energy LLC 2.125% 11/15/15 2,800 2,807
LG&E and KU Energy LLC 3.750% 11/15/20 3,655 3,647
Louisville Gas & Electric Co. 5.125% 11/15/40 2,075 2,352
Metropolitan Edison Co. 7.700% 1/15/19 5,236 6,520
MidAmerican Energy Co. 5.950% 7/15/17 1,825 2,167
MidAmerican Energy Co. 5.300% 3/15/18 450 525
MidAmerican Energy Co. 6.750% 12/30/31 4,650 5,995
MidAmerican Energy Co. 5.750% 11/1/35 1,400 1,639
MidAmerican Energy Holdings Co. 5.000% 2/15/14 1,175 1,264
MidAmerican Energy Holdings Co. 5.750% 4/1/18 8,575 10,102
MidAmerican Energy Holdings Co. 8.480% 9/15/28 600 848
MidAmerican Energy Holdings Co. 6.125% 4/1/36 33,924 40,292
MidAmerican Energy Holdings Co. 5.950% 5/15/37 9,250 10,839
MidAmerican Energy Holdings Co. 6.500% 9/15/37 2,390 2,992
Mississippi Power Co. 4.250% 3/15/42 2,750 2,709
National Rural Utilities Cooperative Finance        
Corp. 5.500% 7/1/13 5,775 6,121
National Rural Utilities Cooperative Finance        
Corp. 4.750% 3/1/14 2,265 2,432
National Rural Utilities Cooperative Finance        
Corp. 3.875% 9/16/15 6,750 7,340
National Rural Utilities Cooperative Finance        
Corp. 5.450% 4/10/17 4,600 5,347
National Rural Utilities Cooperative Finance        
Corp. 5.450% 2/1/18 11,585 13,530
National Rural Utilities Cooperative Finance        
Corp. 10.375% 11/1/18 21,280 30,741

 

 

National Rural Utilities Cooperative Finance        
Corp. 8.000% 3/1/32 4,550 6,288
Nevada Power Co. 7.125% 3/15/19 16,965 21,250
Nevada Power Co. 6.650% 4/1/36 775 990
Nevada Power Co. 6.750% 7/1/37 6,627 8,553
Nevada Power Co. 5.375% 9/15/40 5,605 6,320
Nevada Power Co. 5.450% 5/15/41 900 1,017
NextEra Energy Capital Holdings Inc. 5.350% 6/15/13 2,600 2,726
NextEra Energy Capital Holdings Inc. 2.550% 11/15/13 3,825 3,892
NextEra Energy Capital Holdings Inc. 2.600% 9/1/15 2,000 2,048
NextEra Energy Capital Holdings Inc. 7.875% 12/15/15 825 993
NextEra Energy Capital Holdings Inc. 6.000% 3/1/19 20,650 24,067
4 NextEra Energy Capital Holdings Inc. 6.350% 10/1/66 2,175 2,219
4 NextEra Energy Capital Holdings Inc. 6.650% 6/15/67 2,750 2,819
Northern States Power Co. 1.950% 8/15/15 2,225 2,292
Northern States Power Co. 5.250% 3/1/18 1,875 2,204
Northern States Power Co. 5.250% 7/15/35 325 375
Northern States Power Co. 6.250% 6/1/36 1,650 2,173
Northern States Power Co. 6.200% 7/1/37 5,425 7,053
Northern States Power Co. 5.350% 11/1/39 8,996 10,579
Northern States Power Co. 4.850% 8/15/40 525 578
NSTAR 4.500% 11/15/19 6,535 7,211
NSTAR Electric Co. 4.875% 4/15/14 2,600 2,805
NSTAR Electric Co. 5.625% 11/15/17 5,350 6,350
NSTAR Electric Co. 5.500% 3/15/40 2,950 3,464
Oglethorpe Power Corp. 5.950% 11/1/39 1,700 2,069
Oglethorpe Power Corp. 5.375% 11/1/40 4,800 5,372
Ohio Edison Co. 6.400% 7/15/16 3,800 4,353
Ohio Power Co. 5.750% 9/1/13 6,725 7,171
Ohio Power Co. 6.000% 6/1/16 3,275 3,759
Ohio Power Co. 5.850% 10/1/35 5,450 6,285
Oklahoma Gas & Electric Co. 5.850% 6/1/40 2,925 3,520
Oncor Electric Delivery Co. LLC 5.950% 9/1/13 4,225 4,500
Oncor Electric Delivery Co. LLC 6.375% 1/15/15 7,340 8,311
Oncor Electric Delivery Co. LLC 6.800% 9/1/18 3,325 4,017
Oncor Electric Delivery Co. LLC 7.000% 9/1/22 5,371 6,607
Oncor Electric Delivery Co. LLC 7.000% 5/1/32 2,125 2,553
Oncor Electric Delivery Co. LLC 7.250% 1/15/33 3,680 4,615
Oncor Electric Delivery Co. LLC 7.500% 9/1/38 1,805 2,275
Oncor Electric Delivery Co. LLC 5.250% 9/30/40 325 337
Pacific Gas & Electric Co. 4.800% 3/1/14 16,975 18,259
Pacific Gas & Electric Co. 5.625% 11/30/17 3,425 4,080
Pacific Gas & Electric Co. 3.500% 10/1/20 19,650 20,350
Pacific Gas & Electric Co. 4.250% 5/15/21 4,650 5,044
Pacific Gas & Electric Co. 6.050% 3/1/34 25,812 31,269
Pacific Gas & Electric Co. 5.800% 3/1/37 16,875 20,029
Pacific Gas & Electric Co. 6.350% 2/15/38 1,800 2,280
Pacific Gas & Electric Co. 6.250% 3/1/39 3,775 4,779
Pacific Gas & Electric Co. 5.400% 1/15/40 4,250 4,824
PacifiCorp 7.700% 11/15/31 1,174 1,678
PacifiCorp 5.250% 6/15/35 100 112
PacifiCorp 5.750% 4/1/37 150 178
PacifiCorp 6.250% 10/15/37 8,625 10,965
PacifiCorp 6.000% 1/15/39 875 1,080
PacifiCorp 4.100% 2/1/42 4,825 4,640
Peco Energy Co. 5.350% 3/1/18 675 797
Pennsylvania Electric Co. 6.050% 9/1/17 3,426 3,976

 

 

Pennsylvania Electric Co. 5.200% 4/1/20 10,400 11,231
Pennsylvania Electric Co. 6.150% 10/1/38 10,400 11,879
Pepco Holdings Inc. 2.700% 10/1/15 150 153
Potomac Electric Power Co. 6.500% 11/15/37 7,882 10,544
PPL Electric Utilities Corp. 3.000% 9/15/21 1,075 1,079
PPL Electric Utilities Corp. 6.250% 5/15/39 4,600 5,975
PPL Electric Utilities Corp. 5.200% 7/15/41 3,140 3,597
PPL Energy Supply LLC 6.300% 7/15/13 2,950 3,137
PPL Energy Supply LLC 5.400% 8/15/14 800 865
PPL Energy Supply LLC 6.200% 5/15/16 1,545 1,752
PPL Energy Supply LLC 6.500% 5/1/18 8,025 9,246
PPL Energy Supply LLC 4.600% 12/15/21 1,825 1,868
Progress Energy Inc. 6.050% 3/15/14 875 959
Progress Energy Inc. 4.875% 12/1/19 8,100 9,119
Progress Energy Inc. 7.750% 3/1/31 1,625 2,226
Progress Energy Inc. 7.000% 10/30/31 900 1,155
Progress Energy Inc. 6.000% 12/1/39 6,700 7,982
PSEG Power LLC 2.500% 4/15/13 1,775 1,806
PSEG Power LLC 5.000% 4/1/14 3,150 3,362
PSEG Power LLC 5.500% 12/1/15 14,230 15,984
PSEG Power LLC 2.750% 9/15/16 4,400 4,441
PSEG Power LLC 5.125% 4/15/20 1,701 1,865
PSEG Power LLC 4.150% 9/15/21 3,900 4,032
PSEG Power LLC 8.625% 4/15/31 350 496
Public Service Co. of Colorado 5.500% 4/1/14 165 180
Public Service Co. of Colorado 5.800% 8/1/18 1,475 1,765
Public Service Co. of Colorado 5.125% 6/1/19 8,825 10,258
Public Service Co. of Colorado 3.200% 11/15/20 1,775 1,836
Public Service Co. of Colorado 6.250% 9/1/37 2,325 3,026
Public Service Co. of Colorado 4.750% 8/15/41 2,925 3,164
Public Service Co. of Oklahoma 5.150% 12/1/19 100 113
Public Service Co. of Oklahoma 6.625% 11/15/37 4,675 5,789
Public Service Electric & Gas Co. 0.850% 8/15/14 2,500 2,506
Public Service Electric & Gas Co. 2.700% 5/1/15 3,300 3,469
Public Service Electric & Gas Co. 3.500% 8/15/20 500 529
Public Service Electric & Gas Co. 5.800% 5/1/37 4,600 5,694
Public Service Electric & Gas Co. 5.375% 11/1/39 1,772 2,091
Puget Sound Energy Inc. 5.483% 6/1/35 800 905
Puget Sound Energy Inc. 6.274% 3/15/37 5,175 6,489
Puget Sound Energy Inc. 5.757% 10/1/39 2,675 3,174
Puget Sound Energy Inc. 5.795% 3/15/40 1,515 1,809
Puget Sound Energy Inc. 5.764% 7/15/40 1,700 2,054
Puget Sound Energy Inc. 5.638% 4/15/41 3,025 3,602
Puget Sound Energy Inc. 4.434% 11/15/41 3,900 3,929
San Diego Gas & Electric Co. 5.300% 11/15/15 2,100 2,407
San Diego Gas & Electric Co. 5.350% 5/15/35 800 934
San Diego Gas & Electric Co. 6.000% 6/1/39 1,080 1,391
San Diego Gas & Electric Co. 4.500% 8/15/40 2,450 2,580
San Diego Gas & Electric Co. 3.950% 11/15/41 8,225 7,933
SCANA Corp. 4.750% 5/15/21 2,675 2,808
SCANA Corp. 4.125% 2/1/22 1,075 1,071
Scottish Power Ltd. 5.375% 3/15/15 4,000 4,332
Sierra Pacific Power Co. 6.000% 5/15/16 4,925 5,699
Sierra Pacific Power Co. 6.750% 7/1/37 4,250 5,515
South Carolina Electric & Gas Co. 6.500% 11/1/18 1,710 2,107
South Carolina Electric & Gas Co. 6.625% 2/1/32 5,825 7,340
South Carolina Electric & Gas Co. 5.300% 5/15/33 220 240

 

 

South Carolina Electric & Gas Co. 6.050% 1/15/38 4,300 5,266
South Carolina Electric & Gas Co. 5.450% 2/1/41 4,200 4,797
South Carolina Electric & Gas Co. 4.350% 2/1/42 3,875 3,774
Southern California Edison Co. 5.000% 1/15/14 3,350 3,608
Southern California Edison Co. 4.650% 4/1/15 3,600 3,964
Southern California Edison Co. 5.000% 1/15/16 1,175 1,329
Southern California Edison Co. 3.875% 6/1/21 26,875 29,123
Southern California Edison Co. 6.650% 4/1/29 1,536 1,951
Southern California Edison Co. 6.000% 1/15/34 5,975 7,441
Southern California Edison Co. 5.750% 4/1/35 925 1,126
Southern California Edison Co. 5.350% 7/15/35 4,400 5,104
Southern California Edison Co. 5.550% 1/15/36 1,400 1,668
Southern California Edison Co. 5.625% 2/1/36 6,275 7,476
Southern California Edison Co. 5.550% 1/15/37 6,975 8,344
Southern California Edison Co. 5.950% 2/1/38 410 512
Southern California Edison Co. 4.500% 9/1/40 5,075 5,241
Southern California Edison Co. 3.900% 12/1/41 300 283
Southern Co. 4.150% 5/15/14 3,850 4,115
Southern Power Co. 4.875% 7/15/15 1,550 1,706
Southern Power Co. 5.150% 9/15/41 11,050 11,640
Southwestern Electric Power Co. 5.550% 1/15/17 400 449
Southwestern Electric Power Co. 5.875% 3/1/18 1,142 1,317
Southwestern Electric Power Co. 6.450% 1/15/19 3,625 4,303
Southwestern Electric Power Co. 6.200% 3/15/40 2,175 2,570
Tampa Electric Co. 6.100% 5/15/18 275 331
Tampa Electric Co. 6.550% 5/15/36 3,000 3,937
TECO Finance Inc. 4.000% 3/15/16 2,650 2,842
TECO Finance Inc. 6.572% 11/1/17 2,200 2,611
TECO Finance Inc. 5.150% 3/15/20 2,475 2,727
Toledo Edison Co. 6.150% 5/15/37 6,525 7,634
TransAlta Corp. 4.750% 1/15/15 1,050 1,120
TransAlta Corp. 6.650% 5/15/18 1,325 1,535
TransAlta Corp. 6.500% 3/15/40 650 675
Tucson Electric Power Co. 5.150% 11/15/21 2,125 2,238
UIL Holdings Corp. 4.625% 10/1/20 2,650 2,679
Union Electric Co. 6.700% 2/1/19 6,566 8,054
Union Electric Co. 5.300% 8/1/37 3,000 3,425
Union Electric Co. 8.450% 3/15/39 1,725 2,654
Virginia Electric and Power Co. 5.400% 1/15/16 1,300 1,490
Virginia Electric and Power Co. 5.400% 4/30/18 3,170 3,758
Virginia Electric and Power Co. 5.000% 6/30/19 3,500 4,031
Virginia Electric and Power Co. 2.950% 1/15/22 2,975 2,956
Virginia Electric and Power Co. 3.450% 9/1/22 250 258
Virginia Electric and Power Co. 6.000% 1/15/36 5,575 6,920
Virginia Electric and Power Co. 6.000% 5/15/37 2,100 2,619
Virginia Electric and Power Co. 6.350% 11/30/37 3,450 4,447
Virginia Electric and Power Co. 8.875% 11/15/38 675 1,074
Westar Energy Inc. 4.125% 3/1/42 4,600 4,421
Wisconsin Electric Power Co. 4.250% 12/15/19 4,600 5,102
Wisconsin Electric Power Co. 2.950% 9/15/21 2,500 2,510
Wisconsin Electric Power Co. 5.625% 5/15/33 1,025 1,219
Wisconsin Electric Power Co. 5.700% 12/1/36 825 1,005
4 Wisconsin Energy Corp. 6.250% 5/15/67 14,025 14,446
Wisconsin Power & Light Co. 5.000% 7/15/19 1,175 1,345
Wisconsin Power & Light Co. 6.375% 8/15/37 4,780 6,197
Xcel Energy Inc. 5.613% 4/1/17 592 681
Xcel Energy Inc. 4.700% 5/15/20 1,000 1,115

 

 

Xcel Energy Inc. 6.500% 7/1/36 3,050 3,788
 
Natural Gas (0.7%)        
AGL Capital Corp. 5.250% 8/15/19 800 906
AGL Capital Corp. 3.500% 9/15/21 3,550 3,555
AGL Capital Corp. 5.875% 3/15/41 3,310 3,875
Atmos Energy Corp. 4.950% 10/15/14 3,320 3,612
Atmos Energy Corp. 8.500% 3/15/19 1,850 2,422
Atmos Energy Corp. 5.500% 6/15/41 5,700 6,500
Boardwalk Pipelines LP 5.500% 2/1/17 3,725 4,090
British Transco Finance Inc. 6.625% 6/1/18 2,235 2,681
Buckeye Partners LP 6.050% 1/15/18 350 395
CenterPoint Energy Resources Corp. 6.150% 5/1/16 1,350 1,566
CenterPoint Energy Resources Corp. 4.500% 1/15/21 4,226 4,503
CenterPoint Energy Resources Corp. 5.850% 1/15/41 1,750 1,987
DCP Midstream LLC 8.125% 8/16/30 200 252
DCP Midstream Operating LP 3.250% 10/1/15 3,325 3,357
DCP Midstream Operating LP 4.950% 4/1/22 1,650 1,657
El Paso Natural Gas Co. 5.950% 4/15/17 11,405 12,585
El Paso Natural Gas Co. 8.625% 1/15/22 6,755 8,380
Enbridge Energy Partners LP 6.500% 4/15/18 7,583 9,172
Enbridge Energy Partners LP 9.875% 3/1/19 7,975 10,607
Enbridge Energy Partners LP 7.500% 4/15/38 11,720 15,023
Enbridge Inc. 5.800% 6/15/14 175 191
Enbridge Inc. 5.600% 4/1/17 275 314
Energy Transfer Partners LP 6.000% 7/1/13 10,417 10,952
Energy Transfer Partners LP 8.500% 4/15/14 5,066 5,721
Energy Transfer Partners LP 5.950% 2/1/15 8,475 9,307
Energy Transfer Partners LP 6.125% 2/15/17 1,225 1,375
Energy Transfer Partners LP 6.700% 7/1/18 340 390
Energy Transfer Partners LP 9.000% 4/15/19 35,053 43,581
Energy Transfer Partners LP 6.625% 10/15/36 2,050 2,130
Energy Transfer Partners LP 7.500% 7/1/38 2,590 2,932
Energy Transfer Partners LP 6.050% 6/1/41 800 804
7 Enron Corp. 7.625% 9/10/04 1,600 —
7 Enron Corp. 6.625% 11/15/05 1,075 —
7 Enron Corp. 7.125% 5/15/07 6,846 1
7 Enron Corp. 6.875% 10/15/07 6,700 1
7 Enron Corp. 6.750% 8/1/09 5,145 1
Enterprise Products Operating LLC 5.650% 4/1/13 3,475 3,631
Enterprise Products Operating LLC 5.900% 4/15/13 2,175 2,277
Enterprise Products Operating LLC 9.750% 1/31/14 12,165 13,957
Enterprise Products Operating LLC 5.000% 3/1/15 3,185 3,491
Enterprise Products Operating LLC 6.300% 9/15/17 16,325 19,239
Enterprise Products Operating LLC 6.650% 4/15/18 2,425 2,901
Enterprise Products Operating LLC 6.500% 1/31/19 6,429 7,602
Enterprise Products Operating LLC 5.200% 9/1/20 335 374
Enterprise Products Operating LLC 6.875% 3/1/33 1,950 2,341
Enterprise Products Operating LLC 6.650% 10/15/34 8,400 9,994
Enterprise Products Operating LLC 7.550% 4/15/38 2,925 3,750
Enterprise Products Operating LLC 6.125% 10/15/39 5,160 5,790
Enterprise Products Operating LLC 6.450% 9/1/40 725 851
Enterprise Products Operating LLC 5.950% 2/1/41 1,400 1,543
Enterprise Products Operating LLC 5.700% 2/15/42 3,800 4,069
Enterprise Products Operating LLC 4.850% 8/15/42 4,675 4,434
7 HNG Internorth 9.625% 3/15/06 3,680 —
KeySpan Corp. 8.000% 11/15/30 50 67

 

 

Kinder Morgan Energy Partners LP 5.000% 12/15/13 12,425 13,192
Kinder Morgan Energy Partners LP 5.125% 11/15/14 1,925 2,107
Kinder Morgan Energy Partners LP 3.500% 3/1/16 300 315
Kinder Morgan Energy Partners LP 6.000% 2/1/17 230 265
Kinder Morgan Energy Partners LP 5.950% 2/15/18 24,975 29,115
Kinder Morgan Energy Partners LP 6.850% 2/15/20 10,025 11,920
Kinder Morgan Energy Partners LP 5.800% 3/1/21 4,250 4,838
Kinder Morgan Energy Partners LP 7.300% 8/15/33 2,455 2,836
Kinder Morgan Energy Partners LP 5.800% 3/15/35 100 103
Kinder Morgan Energy Partners LP 6.500% 2/1/37 13,225 14,565
Kinder Morgan Energy Partners LP 6.950% 1/15/38 5,600 6,366
Kinder Morgan Energy Partners LP 6.500% 9/1/39 6,000 6,626
Kinder Morgan Energy Partners LP 5.625% 9/1/41 8,500 8,642
Magellan Midstream Partners LP 5.650% 10/15/16 875 997
Magellan Midstream Partners LP 6.400% 7/15/18 5,000 5,995
Magellan Midstream Partners LP 6.550% 7/15/19 9,025 10,658
Magellan Midstream Partners LP 4.250% 2/1/21 3,920 4,074
Magellan Midstream Partners LP 6.400% 5/1/37 4,600 5,412
National Fuel Gas Co. 4.900% 12/1/21 550 568
National Grid plc 6.300% 8/1/16 8,600 9,939
Nisource Finance Corp. 5.400% 7/15/14 5,108 5,558
Nisource Finance Corp. 5.250% 9/15/17 925 1,029
Nisource Finance Corp. 6.400% 3/15/18 13,625 15,946
Nisource Finance Corp. 6.800% 1/15/19 150 177
Nisource Finance Corp. 5.450% 9/15/20 1,600 1,768
Nisource Finance Corp. 4.450% 12/1/21 3,750 3,911
Nisource Finance Corp. 6.125% 3/1/22 1,825 2,120
Nisource Finance Corp. 6.250% 12/15/40 2,225 2,461
Nisource Finance Corp. 5.950% 6/15/41 6,650 7,268
Nisource Finance Corp. 5.800% 2/1/42 4,475 4,767
NuStar Logistics LP 7.650% 4/15/18 4,825 5,710
ONEOK Inc. 5.200% 6/15/15 4,000 4,387
ONEOK Inc. 4.250% 2/1/22 1,000 1,012
ONEOK Inc. 6.000% 6/15/35 5,850 6,231
ONEOK Partners LP 3.250% 2/1/16 2,500 2,614
ONEOK Partners LP 6.150% 10/1/16 4,525 5,212
ONEOK Partners LP 8.625% 3/1/19 16,575 21,022
ONEOK Partners LP 6.650% 10/1/36 12,525 14,452
ONEOK Partners LP 6.850% 10/15/37 4,925 5,862
ONEOK Partners LP 6.125% 2/1/41 7,500 8,279
Panhandle Eastern Pipeline Co. LP 6.200% 11/1/17 8,050 9,082
Panhandle Eastern Pipeline Co. LP 7.000% 6/15/18 300 348
Plains All American Pipeline LP / PAA        
Finance Corp. 6.125% 1/15/17 4,440 5,135
Plains All American Pipeline LP / PAA        
Finance Corp. 6.500% 5/1/18 925 1,102
Plains All American Pipeline LP / PAA        
Finance Corp. 8.750% 5/1/19 2,475 3,219
Plains All American Pipeline LP / PAA        
Finance Corp. 5.750% 1/15/20 1,400 1,595
Plains All American Pipeline LP / PAA        
Finance Corp. 5.000% 2/1/21 700 767
Plains All American Pipeline LP / PAA        
Finance Corp. 3.650% 6/1/22 6,900 6,744
Plains All American Pipeline LP / PAA        
Finance Corp. 5.150% 6/1/42 2,375 2,304
Questar Corp. 2.750% 2/1/16 600 612

 

 

Sempra Energy 2.000% 3/15/14 8,025 8,189
Sempra Energy 2.300% 4/1/17 5,925 6,001
Sempra Energy 6.150% 6/15/18 2,100 2,510
Sempra Energy 6.000% 10/15/39 17,405 20,760
Southern California Gas Co. 5.750% 11/15/35 950 1,160
6 Southern Natural Gas Co. 5.900% 4/1/17 4,990 5,649
Southern Natural Gas Co. 8.000% 3/1/32 5,832 7,208
Southern Union Co. 7.600% 2/1/24 3,810 4,524
Spectra Energy Capital LLC 5.500% 3/1/14 3,125 3,325
Spectra Energy Capital LLC 5.668% 8/15/14 150 162
Spectra Energy Capital LLC 6.200% 4/15/18 300 350
Spectra Energy Capital LLC 6.750% 2/15/32 2,250 2,535
Sunoco Logistics Partners Operations LP 6.850% 2/15/40 750 869
Tennessee Gas Pipeline Co. 7.000% 10/15/28 120 135
Tennessee Gas Pipeline Co. 7.625% 4/1/37 1,342 1,607
Texas Gas Transmission LLC 4.600% 6/1/15 2,875 3,061
TransCanada PipeLines Ltd. 4.000% 6/15/13 3,950 4,108
TransCanada PipeLines Ltd. 0.875% 3/2/15 6,350 6,333
TransCanada PipeLines Ltd. 3.400% 6/1/15 500 535
TransCanada PipeLines Ltd. 6.500% 8/15/18 14,500 18,106
TransCanada PipeLines Ltd. 3.800% 10/1/20 7,900 8,505
TransCanada PipeLines Ltd. 5.600% 3/31/34 3,055 3,471
TransCanada PipeLines Ltd. 5.850% 3/15/36 13,375 15,766
TransCanada PipeLines Ltd. 6.200% 10/15/37 7,425 9,187
TransCanada PipeLines Ltd. 7.250% 8/15/38 2,017 2,729
TransCanada PipeLines Ltd. 7.625% 1/15/39 354 500
4 TransCanada PipeLines Ltd. 6.350% 5/15/67 11,971 12,390
Williams Partners LP 3.800% 2/15/15 2,900 3,080
Williams Partners LP 5.250% 3/15/20 36,145 39,916
Williams Partners LP 4.000% 11/15/21 4,050 4,131
Williams Partners LP 6.300% 4/15/40 2,920 3,377
Williams Partners LP / Williams Partners        
Finance Corp. 7.250% 2/1/17 11,225 13,504
 
Other Utility (0.0%)        
American Water Capital Corp. 6.085% 10/15/17 10,200 11,810
American Water Capital Corp. 6.593% 10/15/37 5,645 6,529
United Utilities plc 5.375% 2/1/19 4,950 5,237
United Utilities plc 6.875% 8/15/28 850 930
Veolia Environnement SA 6.000% 6/1/18 6,495 7,281
Veolia Environnement SA 6.750% 6/1/38 825 917
 
        2,434,684
Total Corporate Bonds (Cost $20,789,326)       22,412,120
Sovereign Bonds (U.S. Dollar-Denominated) (4.5%)        
African Development Bank 3.000% 5/27/14 17,625 18,442
African Development Bank 1.250% 9/2/16 6,850 6,856
African Development Bank 1.125% 3/15/17 7,350 7,275
Asian Development Bank 1.625% 7/15/13 23,725 24,096
Asian Development Bank 3.625% 9/5/13 23,500 24,459
Asian Development Bank 2.750% 5/21/14 18,145 18,990
Asian Development Bank 0.875% 6/10/14 5,350 5,388
Asian Development Bank 4.250% 10/20/14 5,875 6,377
Asian Development Bank 2.625% 2/9/15 30,175 31,846
Asian Development Bank 2.500% 3/15/16 15,000 15,828
Asian Development Bank 5.500% 6/27/16 5,175 6,119

 

 

Asian Development Bank 1.125% 3/15/17 19,500 19,487
Asian Development Bank 5.250% 6/12/17 600 716
Asian Development Bank 5.593% 7/16/18 3,528 4,264
Asian Development Bank 1.875% 10/23/18 11,250 11,439
Asian Development Bank 1.750% 3/21/19 3,550 3,555
Banco do Brasil SA 3.875% 1/23/17 3,125 3,206
China Development Bank Corp. 4.750% 10/8/14 3,700 3,915
China Development Bank Corp. 5.000% 10/15/15 1,450 1,597
Corp. Andina de Fomento 5.200% 5/21/13 2,400 2,496
Corp. Andina de Fomento 5.125% 5/5/15 800 859
Corp. Andina de Fomento 3.750% 1/15/16 6,125 6,389
Corp. Andina de Fomento 5.750% 1/12/17 16,625 18,565
Corp. Andina de Fomento 8.125% 6/4/19 21,300 26,475
Council Of Europe Development Bank 2.750% 2/10/15 5,675 5,938
Council Of Europe Development Bank 2.625% 2/16/16 6,950 7,293
Council Of Europe Development Bank 1.500% 2/22/17 11,950 11,817
8 Development Bank of Japan 4.250% 6/9/15 11,375 12,466
European Bank for Reconstruction &        
Development 2.750% 4/20/15 19,100 20,124
European Bank for Reconstruction &        
Development 1.625% 9/3/15 6,550 6,714
European Bank for Reconstruction &        
Development 2.500% 3/15/16 8,100 8,544
European Bank for Reconstruction &        
Development 1.375% 10/20/16 2,550 2,572
European Investment Bank 3.250% 5/15/13 35,700 36,568
European Investment Bank 1.875% 6/17/13 11,650 11,814
European Investment Bank 4.250% 7/15/13 33,575 35,092
European Investment Bank 1.250% 9/17/13 15,975 16,114
European Investment Bank 1.250% 2/14/14 3,400 3,441
European Investment Bank 2.375% 3/14/14 25,550 26,351
European Investment Bank 1.500% 5/15/14 39,400 40,020
European Investment Bank 4.625% 5/15/14 35,482 38,361
European Investment Bank 3.125% 6/4/14 53,200 55,912
European Investment Bank 1.125% 8/15/14 43,050 43,429
European Investment Bank 2.875% 1/15/15 15,400 16,208
European Investment Bank 2.750% 3/23/15 20,100 21,152
European Investment Bank 1.125% 4/15/15 34,400 34,571
European Investment Bank 1.625% 9/1/15 19,025 19,385
European Investment Bank 1.375% 10/20/15 19,325 19,504
European Investment Bank 4.875% 2/16/16 19,250 21,775
European Investment Bank 2.500% 5/16/16 29,250 30,558
European Investment Bank 2.125% 7/15/16 21,800 22,474
European Investment Bank 5.125% 9/13/16 18,700 21,708
European Investment Bank 1.250% 10/14/16 23,925 23,763
European Investment Bank 4.875% 1/17/17 25,625 29,631
European Investment Bank 1.750% 3/15/17 41,800 42,205
European Investment Bank 5.125% 5/30/17 28,695 33,870
European Investment Bank 1.625% 6/15/17 4,900 4,894
European Investment Bank 2.875% 9/15/20 18,400 18,474
European Investment Bank 4.000% 2/16/21 24,075 26,287
European Investment Bank 4.875% 2/15/36 300 323
Export Development Canada 3.500% 5/16/13 9,600 9,938
Export Development Canada 3.125% 4/24/14 225 238
Export Development Canada 2.250% 5/28/15 3,500 3,668
Export Development Canada 1.250% 10/26/16 12,750 12,864
Export-Import Bank of Korea 8.125% 1/21/14 18,550 20,441

 

 

Export-Import Bank of Korea 5.875% 1/14/15 19,025 20,748
Export-Import Bank of Korea 5.125% 3/16/15 2,500 2,677
Export-Import Bank of Korea 4.125% 9/9/15 4,925 5,160
Export-Import Bank of Korea 3.750% 10/20/16 11,550 11,955
Export-Import Bank of Korea 4.000% 1/11/17 6,000 6,270
Export-Import Bank of Korea 5.125% 6/29/20 5,700 6,096
Export-Import Bank of Korea 4.375% 9/15/21 3,725 3,769
Export-Import Bank of Korea 5.000% 4/11/22 3,950 4,193
Federative Republic of Brazil 10.250% 6/17/13 2,200 2,446
Federative Republic of Brazil 7.875% 3/7/15 8,200 9,775
Federative Republic of Brazil 6.000% 1/17/17 51,180 60,751
4 Federative Republic of Brazil 8.000% 1/15/18 16,287 19,463
Federative Republic of Brazil 5.875% 1/15/19 42,825 51,176
Federative Republic of Brazil 8.875% 10/14/19 11,650 16,397
Federative Republic of Brazil 4.875% 1/22/21 36,550 41,218
Federative Republic of Brazil 8.875% 4/15/24 3,125 4,773
Federative Republic of Brazil 8.875% 4/15/24 1,500 2,282
Federative Republic of Brazil 8.750% 2/4/25 12,550 18,982
Federative Republic of Brazil 10.125% 5/15/27 12,325 20,503
Federative Republic of Brazil 8.250% 1/20/34 16,525 24,994
Federative Republic of Brazil 7.125% 1/20/37 16,881 22,922
Federative Republic of Brazil 11.000% 8/17/40 13,300 17,556
Federative Republic of Brazil 5.625% 1/7/41 25,825 29,802
Hydro Quebec 7.500% 4/1/16 2,155 2,670
Hydro Quebec 2.000% 6/30/16 24,775 25,458
Hydro Quebec 8.400% 1/15/22 2,675 3,785
Hydro Quebec 8.050% 7/7/24 3,115 4,471
Hydro Quebec 8.500% 12/1/29 700 1,083
Inter-American Development Bank 1.625% 7/15/13 1,000 1,012
Inter-American Development Bank 3.000% 4/22/14 23,700 24,908
Inter-American Development Bank 2.250% 7/15/15 8,100 8,491
Inter-American Development Bank 4.250% 9/14/15 7,395 8,204
Inter-American Development Bank 5.125% 9/13/16 6,900 8,055
Inter-American Development Bank 1.375% 10/18/16 350 354
Inter-American Development Bank 1.125% 3/15/17 20,000 19,961
Inter-American Development Bank 2.375% 8/15/17 22,800 23,898
Inter-American Development Bank 1.750% 8/24/18 4,900 4,927
Inter-American Development Bank 4.250% 9/10/18 2,950 3,407
Inter-American Development Bank 3.875% 9/17/19 57,400 65,385
Inter-American Development Bank 3.875% 2/14/20 6,425 7,262
Inter-American Development Bank 7.000% 6/15/25 2,775 3,837
International Bank for Reconstruction &        
Development 1.750% 7/15/13 17,275 17,562
International Bank for Reconstruction &        
Development 3.500% 10/8/13 29,250 30,570
International Bank for Reconstruction &        
Development 0.500% 11/26/13 28,900 28,948
International Bank for Reconstruction &        
Development 2.375% 5/26/15 43,425 45,602
International Bank for Reconstruction &        
Development 2.125% 3/15/16 44,275 46,183
International Bank for Reconstruction &        
Development 5.000% 4/1/16 18,325 21,009
International Bank for Reconstruction &        
Development 1.000% 9/15/16 12,750 12,707
International Bank for Reconstruction &        
Development 0.875% 4/17/17 62,575 61,705

 

 

International Bank for Reconstruction &        
Development 7.625% 1/19/23 3,350 4,780
International Bank for Reconstruction &        
Development 8.875% 3/1/26 1,050 1,718
International Bank for Reconstruction &        
Development 4.750% 2/15/35 1,150 1,351
International Finance Corp. 3.500% 5/15/13 7,100 7,319
International Finance Corp. 3.000% 4/22/14 26,437 27,784
International Finance Corp. 2.750% 4/20/15 10,375 10,980
International Finance Corp. 2.250% 4/11/16 8,700 9,100
International Finance Corp. 1.125% 11/23/16 28,950 29,011
International Finance Corp. 2.125% 11/17/17 14,975 15,438
8 Japan Bank for International Cooperation 4.250% 6/18/13 20,850 21,654
8 Japan Bank for International Cooperation 2.875% 2/2/15 16,150 17,041
8 Japan Bank for International Cooperation 2.500% 1/21/16 6,100 6,379
8 Japan Bank for International Cooperation 2.500% 5/18/16 6,100 6,351
8 Japan Bank for International Cooperation 2.250% 7/13/16 12,125 12,567
8 Japan Finance Organization for Municipalities 4.625% 4/21/15 6,850 7,568
8 Japan Finance Organization for Municipalities 5.000% 5/16/17 4,000 4,619
8 Japan Finance Organization for Municipalities 4.000% 1/13/21 9,200 10,151
9 KFW 3.500% 5/16/13 13,525 13,971
9 KFW 1.375% 7/15/13 31,350 31,742
9 KFW 4.000% 10/15/13 23,825 25,051
9 KFW 1.375% 1/13/14 19,175 19,404
9 KFW 3.500% 3/10/14 22,925 24,182
9 KFW 1.500% 4/4/14 13,675 13,906
9 KFW 4.125% 10/15/14 2,550 2,772
9 KFW 2.750% 10/21/14 15,275 16,086
9 KFW 1.000% 1/12/15 48,000 48,252
9 KFW 2.625% 3/3/15 28,625 30,037
9 KFW 1.250% 10/26/15 11,575 11,652
9 KFW 2.625% 2/16/16 27,900 29,517
9 KFW 5.125% 3/14/16 36,250 41,641
9 KFW 2.000% 6/1/16 38,400 39,723
9 KFW 1.250% 10/5/16 27,075 27,018
9 KFW 4.875% 1/17/17 680 790
9 KFW 1.250% 2/15/17 40,225 39,982
9 KFW 4.375% 3/15/18 17,975 20,521
9 KFW 4.500% 7/16/18 14,325 16,542
9 KFW 4.875% 6/17/19 24,825 29,100
9 KFW 4.000% 1/27/20 36,200 40,522
9 KFW 2.750% 9/8/20 45,900 46,868
9 KFW 0.000% 4/18/36 18,450 7,361
Korea Development Bank 5.750% 9/10/13 9,940 10,473
Korea Development Bank 8.000% 1/23/14 10,800 11,874
Korea Development Bank 4.375% 8/10/15 6,275 6,602
Korea Development Bank 3.250% 3/9/16 12,800 12,941
Korea Development Bank 4.000% 9/9/16 4,250 4,419
Korea Development Bank 3.875% 5/4/17 5,900 6,085
Korea Electric Power Corp. 7.750% 4/1/13 6,075 6,376
Korea Finance Corp. 3.250% 9/20/16 11,100 11,133
Korea Finance Corp. 4.625% 11/16/21 5,975 6,140
Landesbank Baden-Wuerttemberg 7.625% 2/1/23 300 373
9 Landwirtschaftliche Rentenbank 4.125% 7/15/13 18,125 18,840
9 Landwirtschaftliche Rentenbank 3.125% 7/15/15 11,395 12,192
9 Landwirtschaftliche Rentenbank 4.875% 11/16/15 9,250 10,517
9 Landwirtschaftliche Rentenbank 2.500% 2/15/16 2,675 2,802

 

 

9 Landwirtschaftliche Rentenbank 2.125% 7/15/16 10,750 11,082
9 Landwirtschaftliche Rentenbank 5.000% 11/8/16 76 88
9 Landwirtschaftliche Rentenbank 5.125% 2/1/17 9,775 11,404
9 Landwirtschaftliche Rentenbank 1.875% 9/17/18 4,500 4,453
  United Mexican States 3.625% 3/15/22 14,550 14,866
  Nordic Investment Bank 2.625% 10/6/14 9,600 10,034
  Nordic Investment Bank 2.500% 7/15/15 9,200 9,672
  Nordic Investment Bank 2.250% 3/15/16 3,175 3,300
  Nordic Investment Bank 5.000% 2/1/17 5,200 6,103
  Nordic Investment Bank 1.000% 3/7/17 1,650 1,640
  North American Development Bank 4.375% 2/11/20 2,600 2,858
10 Oesterreichische Kontrollbank AG 1.375% 1/21/14 975 984
10 Oesterreichische Kontrollbank AG 4.500% 3/9/15 125 136
10 Oesterreichische Kontrollbank AG 1.750% 10/5/15 5,300 5,344
10 Oesterreichische Kontrollbank AG 2.000% 6/3/16 10,700 10,829
10 Oesterreichische Kontrollbank AG 5.000% 4/25/17 13,570 15,549
  Pemex Project Funding Master Trust 5.750% 3/1/18 34,775 39,313
  Pemex Project Funding Master Trust 6.625% 6/15/35 22,171 24,941
  Pemex Project Funding Master Trust 6.625% 6/15/38 5,975 6,791
  Petrobras International Finance Co. - Pifco 2.875% 2/6/15 2,150 2,205
  Petrobras International Finance Co. - Pifco 3.875% 1/27/16 12,200 12,799
  Petrobras International Finance Co. - Pifco 6.125% 10/6/16 14,263 16,206
  Petrobras International Finance Co. - Pifco 3.500% 2/6/17 5,700 5,833
  Petrobras International Finance Co. - Pifco 5.875% 3/1/18 30,500 34,342
  Petrobras International Finance Co. - Pifco 8.375% 12/10/18 10,250 12,955
  Petrobras International Finance Co. - Pifco 7.875% 3/15/19 21,208 26,289
  Petrobras International Finance Co. - Pifco 5.750% 1/20/20 7,252 8,037
  Petrobras International Finance Co. - Pifco 5.375% 1/27/21 18,400 19,805
  Petrobras International Finance Co. - Pifco 6.875% 1/20/40 13,700 16,077
  Petrobras International Finance Co. - Pifco 6.750% 1/27/41 20,575 24,099
  Petroleos Mexicanos 4.875% 3/15/15 13,550 14,707
  Petroleos Mexicanos 8.000% 5/3/19 5,200 6,567
  Petroleos Mexicanos 6.000% 3/5/20 10,825 12,342
  Petroleos Mexicanos 5.500% 1/21/21 5,120 5,665
6 Petroleos Mexicanos 4.875% 1/24/22 5,100 5,342
  Petroleos Mexicanos 6.500% 6/2/41 26,925 30,129
6 Petroleos Mexicanos 6.500% 6/2/41 400 448
6 Petronas Capital Ltd. 5.250% 8/12/19 1,000 1,120
  Province of British Columbia 2.850% 6/15/15 15,300 16,284
  Province of British Columbia 2.100% 5/18/16 22,000 23,058
  Province of British Columbia 2.650% 9/22/21 1,250 1,268
  Province of Manitoba 2.125% 4/22/13 4,850 4,935
  Province of Manitoba 2.625% 7/15/15 8,750 9,234
  Province of Manitoba 4.900% 12/6/16 13,200 15,167
  Province of Manitoba 1.300% 4/3/17 700 695
  Province of New Brunswick 2.750% 6/15/18 14,750 15,489
  Province of Nova Scotia 2.375% 7/21/15 8,000 8,340
  Province of Nova Scotia 5.125% 1/26/17 3,500 4,064
  Province of Ontario 1.375% 1/27/14 16,575 16,822
  Province of Ontario 4.100% 6/16/14 27,670 29,752
  Province of Ontario 2.950% 2/5/15 5,080 5,362
  Province of Ontario 2.700% 6/16/15 23,375 24,655
  Province of Ontario 1.875% 9/15/15 10,300 10,619
  Province of Ontario 4.750% 1/19/16 5,375 6,063
  Province of Ontario 5.450% 4/27/16 30,325 35,319
  Province of Ontario 2.300% 5/10/16 5,450 5,672
  Province of Ontario 1.600% 9/21/16 10,350 10,494

 

 

Province of Ontario 3.150% 12/15/17 13,000 13,918
Province of Ontario 3.000% 7/16/18 8,475 9,000
Province of Ontario 4.000% 10/7/19 21,225 23,513
Province of Ontario 4.400% 4/14/20 20,575 23,497
Province of Saskatchewan 7.375% 7/15/13 1,375 1,492
Quebec 4.875% 5/5/14 4,125 4,485
Quebec 4.600% 5/26/15 7,600 8,468
Quebec 5.125% 11/14/16 21,200 24,674
Quebec 4.625% 5/14/18 11,800 13,699
Quebec 3.500% 7/29/20 16,450 17,587
Quebec 2.750% 8/25/21 16,325 16,377
Quebec 7.125% 2/9/24 905 1,228
Quebec 7.500% 9/15/29 7,877 11,494
6 Ras Laffan Liquefied Natural Gas Co. Ltd. III 5.500% 9/30/14 350 377
6 Ras Laffan Liquefied Natural Gas Co. Ltd. III 6.750% 9/30/19 350 413
Region of Lombardy Italy 5.804% 10/25/32 6,395 4,655
Republic of Canada 2.375% 9/10/14 4,524 4,735
Republic of Canada 0.875% 2/14/17 12,850 12,744
Republic of Chile 3.875% 8/5/20 8,850 9,484
Republic of Chile 3.250% 9/14/21 1,000 1,008
Republic of China 4.750% 10/29/13 5,700 6,020
Republic of Columbia 8.250% 12/22/14 3,200 3,755
Republic of Columbia 7.375% 1/27/17 18,075 22,323
Republic of Columbia 7.375% 3/18/19 13,300 17,024
Republic of Columbia 11.750% 2/25/20 3,350 5,326
Republic of Columbia 4.375% 7/12/21 14,675 15,959
Republic of Columbia 8.125% 5/21/24 5,600 7,910
Republic of Columbia 7.375% 9/18/37 9,722 13,586
Republic of Columbia 6.125% 1/18/41 25,075 30,318
Republic of Finland 6.950% 2/15/26 1,905 2,642
Republic of Italy 4.375% 6/15/13 125 129
Republic of Italy 2.125% 9/16/13 11,750 11,794
Republic of Italy 4.500% 1/21/15 20,400 21,088
Republic of Italy 3.125% 1/26/15 24,800 24,676
Republic of Italy 4.750% 1/25/16 24,850 25,471
Republic of Italy 5.250% 9/20/16 31,126 32,138
Republic of Italy 5.375% 6/12/17 9,150 9,436
Republic of Italy 6.875% 9/27/23 11,600 12,050
Republic of Italy 5.375% 6/15/33 16,575 15,953
Republic of Korea 4.250% 6/1/13 19,300 19,907
Republic of Korea 5.750% 4/16/14 8,700 9,392
Republic of Korea 4.875% 9/22/14 625 672
Republic of Korea 7.125% 4/16/19 8,013 9,911
Republic of Korea 5.625% 11/3/25 1,425 1,622
Republic of Panama 5.200% 1/30/20 20,125 22,959
Republic of Panama 7.125% 1/29/26 14,150 18,819
Republic of Panama 8.875% 9/30/27 650 990
Republic of Panama 9.375% 4/1/29 800 1,272
4 Republic of Panama 6.700% 1/26/36 14,965 19,350
Republic of Peru 7.125% 3/30/19 20,700 26,341
Republic of Peru 7.350% 7/21/25 9,875 13,479
Republic of Peru 8.750% 11/21/33 11,392 17,485
4 Republic of Peru 6.550% 3/14/37 12,250 15,649
Republic of Peru 5.625% 11/18/50 16,275 18,214
Republic of Poland 5.250% 1/15/14 1,695 1,792
Republic of Poland 3.875% 7/16/15 14,900 15,626
Republic of Poland 5.000% 10/19/15 2,875 3,134

 

 

Republic of Poland 6.375% 7/15/19 38,200 44,407
Republic of Poland 5.125% 4/21/21 11,425 12,168
Republic of Poland 5.000% 3/23/22 13,600 14,391
Republic of South Africa 6.500% 6/2/14 2,425 2,671
Republic of South Africa 6.875% 5/27/19 14,875 17,924
Republic of South Africa 5.500% 3/9/20 11,650 13,033
Republic of South Africa 4.665% 1/17/24 16,925 17,369
Republic of South Africa 6.250% 3/8/41 6,900 8,004
State of Israel 4.625% 6/15/13 2,375 2,460
State of Israel 5.125% 3/1/14 800 849
State of Israel 5.500% 11/9/16 8,100 9,159
State of Israel 5.125% 3/26/19 18,700 20,632
State of Israel 4.000% 6/30/22 5,550 5,507
Statoil ASA 3.875% 4/15/14 7,250 7,721
Statoil ASA 2.900% 10/15/14 4,625 4,864
Statoil ASA 1.800% 11/23/16 3,550 3,595
Statoil ASA 3.125% 8/17/17 7,000 7,499
Statoil ASA 5.250% 4/15/19 11,825 13,850
Statoil ASA 3.150% 1/23/22 6,350 6,419
Statoil ASA 7.750% 6/15/23 25 34
Statoil ASA 7.250% 9/23/27 5,375 7,130
6 Statoil ASA 6.500% 12/1/28 975 1,212
Statoil ASA 7.150% 1/15/29 2,950 3,901
Statoil ASA 5.100% 8/17/40 5,700 6,363
Statoil ASA 4.250% 11/23/41 2,550 2,546
Svensk Exportkredit AB 3.250% 9/16/14 7,775 8,149
Svensk Exportkredit AB 1.750% 10/20/15 13,000 13,108
Svensk Exportkredit AB 2.125% 7/13/16 7,950 8,063
Svensk Exportkredit AB 5.125% 3/1/17 1,350 1,524
6 Temasek Financial I Ltd. 5.375% 11/23/39 500 595
United Mexican States 5.875% 2/17/14 28,775 31,192
United Mexican States 6.625% 3/3/15 433 495
United Mexican States 11.375% 9/15/16 4,775 6,769
United Mexican States 5.625% 1/15/17 37,179 42,886
United Mexican States 5.950% 3/19/19 24,400 29,207
United Mexican States 5.125% 1/15/20 5,050 5,795
United Mexican States 8.300% 8/15/31 24,300 36,025
United Mexican States 6.750% 9/27/34 75,821 97,430
United Mexican States 6.050% 1/11/40 9,665 11,598
United Mexican States 4.750% 3/8/44 7,900 7,745
United Mexican States 5.750% 10/12/10 6,500 6,578
Total Sovereign Bonds (Cost $4,490,023)       4,777,293
Taxable Municipal Bonds (1.0%)        
Alameda County CA Joint Powers Authority        
Lease Revenue 7.046% 12/1/44 200 241
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.834% 2/15/41 1,000 1,332
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.053% 2/15/43 950 1,053
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 5.939% 2/15/47 4,775 4,998
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.270% 2/15/50 1,750 1,926
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.499% 2/15/50 1,525 1,944
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 8.084% 2/15/50 8,600 11,933

 

 

Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.793% 4/1/30 2,375 2,895
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.918% 4/1/40 4,075 5,329
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.263% 4/1/49 6,250 8,046
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 7.043% 4/1/50 1,200 1,599
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.907% 10/1/50 8,800 11,562
Board of Regents of the University of Texas        
System Revenue Financing System        
Revenue 5.262% 7/1/39 1,650 1,966
Board of Regents of the University of Texas        
System Revenue Financing System        
Revenue 6.276% 8/15/41 1,525 1,732
Board of Regents of the University of Texas        
System Revenue Financing System        
Revenue 5.134% 8/15/42 100 117
Board of Regents of the University of Texas        
System Revenue Financing System        
Revenue 4.794% 8/15/46 2,300 2,563
California Educational Facilities Authority        
Revenue (Stanford University) 3.625% 5/1/14 7,650 8,120
California Educational Facilities Authority        
Revenue (Stanford University) 4.250% 5/1/16 2,250 2,507
California GO 5.250% 4/1/14 3,775 4,080
California GO 5.750% 3/1/17 10,750 12,394
California GO 6.200% 3/1/19 1,400 1,628
California GO 6.200% 10/1/19 11,175 13,071
California GO 5.700% 11/1/21 10,000 11,334
California GO 7.500% 4/1/34 22,550 28,570
California GO 7.950% 3/1/36 500 585
California GO 5.650% 4/1/39 3,775 3,963
California GO 7.550% 4/1/39 1,240 1,593
California GO 7.300% 10/1/39 4,810 6,022
California GO 7.350% 11/1/39 21,900 27,579
California GO 7.625% 3/1/40 8,250 10,679
California GO 7.600% 11/1/40 9,150 11,838
Central Puget Sound WA Regional Transit        
Authority Sales & Use Tax Revenue 5.491% 11/1/39 1,500 1,820
Chicago IL Board of Education GO 6.319% 11/1/29 3,125 3,556
Chicago IL Board of Education GO 6.138% 12/1/39 650 720
Chicago IL GO 7.781% 1/1/35 1,850 2,350
Chicago IL Metropolitan Water Reclamation        
District GO 5.720% 12/1/38 9,350 11,226
Chicago IL O'Hare International Airport        
Revenue 6.845% 1/1/38 1,450 1,597
Chicago IL O'Hare International Airport        
Revenue 6.395% 1/1/40 1,500 1,833
Chicago IL Transit Authority Sales Tax        
Receipts Revenue 6.200% 12/1/40 2,850 3,224
Chicago IL Transit Authority Transfer Tax        
Receipts Revenue 6.899% 12/1/40 7,125 8,559
Chicago IL Wastewater Transmission        
Revenue 6.900% 1/1/40 1,700 2,053
Chicago IL Water Revenue 6.742% 11/1/40 2,150 2,682

 

 

Clark County NV Airport Revenue 6.881% 7/1/42 1,475 1,662
Commonwealth Financing Authority        
Pennsylvania Revenue 6.218% 6/1/39 6,375 7,741
Connecticut GO 5.090% 10/1/30 8,600 9,459
Connecticut GO 5.850% 3/15/32 5,375 6,516
Connecticut Special Tax Revenue        
(Transportation Infrastructure) 5.459% 11/1/30 3,300 3,673
Cook County IL GO 6.229% 11/15/34 1,950 2,218
Curators of the University of Missouri System        
Facilities Revenue 5.960% 11/1/39 3,000 3,771
Curators of the University of Missouri System        
Facilities Revenue 5.792% 11/1/41 3,000 3,710
Dallas County TX Hospital District Revenue 5.621% 8/15/44 2,100 2,553
Dallas TX Area Rapid Transit Revenue 4.922% 12/1/41 7,850 8,692
Dallas TX Area Rapid Transit Revenue 5.999% 12/1/44 1,050 1,350
Dallas TX Area Rapid Transit Revenue 5.022% 12/1/48 4,700 5,318
Dallas TX Independent School District GO 6.450% 2/15/35 3,850 4,654
Denver CO City & County School District No.        
1 GO 5.664% 12/1/33 1,325 1,599
Denver CO Public Schools Revenue (City &        
County of Denver School District No. 1)        
COP 7.017% 12/15/37 2,100 2,572
District of Columbia Income Tax Revenue 5.591% 12/1/34 1,125 1,352
District of Columbia Income Tax Revenue 5.582% 12/1/35 1,600 1,930
East Baton Rouge LA Sewer Commission        
Revenue 6.087% 2/1/45 2,300 2,490
East Bay CA Municipal Utility District Water        
System Revenue 5.874% 6/1/40 2,100 2,637
George Washington University District of        
Columbia GO 3.485% 9/15/22 8,400 8,513
Georgia GO 4.503% 11/1/25 5,900 6,714
Georgia Municipal Electric Power Authority        
Revenue 6.637% 4/1/57 8,325 9,345
Georgia Municipal Electric Power Authority        
Revenue 6.655% 4/1/57 5,980 6,680
Georgia Municipal Electric Power Authority        
Revenue 7.055% 4/1/57 3,425 3,556
Harvard University Massachusetts GO 4.875% 10/15/40 7,600 8,642
Howard Hughes Medical Institute Maryland        
GO 3.450% 9/1/14 4,050 4,317
Illinois GO 4.071% 1/1/14 9,600 9,952
Illinois GO 4.511% 3/1/15 11,650 12,245
Illinois GO 5.365% 3/1/17 15,950 17,330
Illinois GO 4.950% 6/1/23 13,275 13,476
Illinois GO 5.100% 6/1/33 45,329 42,919
Illinois GO 6.630% 2/1/35 2,800 3,060
Illinois GO 6.725% 4/1/35 5,275 5,822
Illinois GO 7.350% 7/1/35 550 643
Illinois Toll Highway Authority Revenue 6.184% 1/1/34 880 1,053
Illinois Toll Highway Authority Revenue 5.851% 12/1/34 1,650 1,903
Indianapolis IN Local Public Improvement        
Revenue 6.116% 1/15/40 9,700 12,046
11 Kansas Development Finance Authority        
Revenue (Public Employees Retirement        
System) 5.501% 5/1/34 4,300 4,550
Kentucky Asset/Liability Commission General        
Fund Revenue 3.165% 4/1/18 800 825

 

 

Las Vegas Valley Water District Nevada GO 7.013% 6/1/39 1,700 2,227
Los Angeles CA Community College District        
GO 6.600% 8/1/42 5,325 6,879
Los Angeles CA Department of Water &        
Power Revenue 5.716% 7/1/39 2,200 2,590
Los Angeles CA Department of Water &        
Power Revenue 6.008% 7/1/39 6,350 7,650
Los Angeles CA Department of Water &        
Power Revenue 6.166% 7/1/40 1,550 1,735
Los Angeles CA Department of Water &        
Power Revenue 6.574% 7/1/45 2,700 3,575
Los Angeles CA Department of Water &        
Power Revenue 6.603% 7/1/50 350 464
Los Angeles CA Unified School District GO 5.750% 7/1/34 9,225 10,604
Los Angeles CA Unified School District GO 6.758% 7/1/34 7,175 9,183
Los Angeles County CA Metropolitan        
Transportation Authority Sales Tax        
Revenue 5.735% 6/1/39 5,200 6,173
Los Angeles County CA Public Works        
Financing Authority Lease Revenue 7.488% 8/1/33 4,300 5,374
Los Angeles County CA Public Works        
Financing Authority Lease Revenue 7.618% 8/1/40 2,250 2,845
Maryland Health & Higher Educational        
Facilities Authority Revenue (Johns        
Hopkins University) 5.250% 7/1/19 7,950 9,377
Maryland Transportation Authority Facilities        
Projects Revenue 5.888% 7/1/43 2,100 2,611
Massachusetts GO 4.200% 12/1/21 5,000 5,587
Massachusetts GO 4.500% 8/1/31 500 533
Massachusetts GO 5.456% 12/1/39 4,600 5,523
Massachusetts School Building Authority        
Dedicated Sales Tax Revenue 5.715% 8/15/39 2,550 3,165
Massachusetts Transportation Fund Revenue 5.731% 6/1/40 1,000 1,255
Massachusetts Water Pollution Abatement        
Trust 5.192% 8/1/40 2,825 3,241
Metropolitan Government of Nashville &        
Davidson County TN Convention Center        
Authority Tourism Tax Revenue 6.731% 7/1/43 2,350 2,763
Metropolitan Government of Nashville &        
Davidson County TN GO 5.707% 7/1/34 2,625 3,001
Metropolitan Washington DC/VA Airports        
Authority Dulles Toll Road Revenue 7.462% 10/1/46 1,375 1,528
Metropolitan Water District of Southern        
California Water Revenue 6.947% 7/1/40 1,650 1,961
Mississippi GO 5.245% 11/1/34 1,375 1,566
Missouri Highways & Transportation        
Commission Road Revenue 5.445% 5/1/33 1,650 1,946
New Hampshire Health & Educational        
Facilities Authority Revenue (Dartmouth        
College) 4.750% 6/1/19 1,185 1,361
12 New Jersey Economic Development Authority        
Revenue (State Pension Funding) 7.425% 2/15/29 14,250 17,819
New Jersey Educational Facilities Authority        
Revenue (Princeton University) 5.700% 3/1/39 3,625 4,614
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 5.754% 12/15/28 12,075 13,627

 

 

New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 6.104% 12/15/28 3,500 3,922
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 6.561% 12/15/40 575 740
New Jersey Turnpike Authority Revenue 4.252% 1/1/16 200 215
13 New Jersey Turnpike Authority Revenue 4.252% 1/1/16 2,350 2,474
New Jersey Turnpike Authority Revenue 7.414% 1/1/40 13,900 19,826
New Jersey Turnpike Authority Revenue 7.102% 1/1/41 3,500 4,811
New York City NY GO 6.246% 6/1/35 2,150 2,352
New York City NY GO 5.968% 3/1/36 3,200 3,921
New York City NY GO 5.985% 12/1/36 1,650 1,993
New York City NY GO 5.517% 10/1/37 8,000 9,267
New York City NY GO 5.846% 6/1/40 2,100 2,564
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.750% 6/15/41 1,400 1,738
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.724% 6/15/42 450 561
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.952% 6/15/42 2,900 3,753
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 6.011% 6/15/42 1,050 1,356
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.440% 6/15/43 4,400 5,181
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.882% 6/15/44 15,645 19,776
New York City NY Transitional Finance        
Authority Building Aid Revenue 6.828% 7/15/40 6,300 8,109
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.767% 8/1/36 2,125 2,514
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.508% 8/1/37 8,950 10,470
New York Metropolitan Transportation        
Authority Revenue (Dedicated Tax Fund) 7.336% 11/15/39 10,955 15,288
New York Metropolitan Transportation        
Authority Revenue (Dedicated Tax Fund) 6.089% 11/15/40 975 1,166
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.548% 11/15/31 700 834
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 5.871% 11/15/39 2,175 2,500
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.648% 11/15/39 4,170 5,121
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.500% 3/15/30 6,900 7,976
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.289% 3/15/33 3,150 3,549
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.628% 3/15/39 2,000 2,326
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.389% 3/15/40 1,425 1,611
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.770% 3/15/39 5,675 6,654
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.838% 3/15/40 1,600 1,919
North Texas Tollway Authority System        
Revenue 6.718% 1/1/49 3,050 3,927
Ohio State University General Receipts        
Revenue 4.910% 6/1/40 4,400 4,893

 

 

Ohio State University General Receipts        
Revenue 4.800% 6/1/11 2,675 2,703
Ohio Water Development Authority Water        
Pollution Control Loan Fund Revenue 4.879% 12/1/34 2,550 2,741
Orange County CA Local Transportation        
Authority Sales Tax Revenue 6.908% 2/15/41 2,090 2,762
Oregon Department Transportation Highway        
Usertax Revenue 5.834% 11/15/34 2,425 2,936
Oregon GO 5.762% 6/1/23 1,950 2,377
Oregon GO 5.892% 6/1/27 2,725 3,300
13 Oregon School Boards Association GO 4.759% 6/30/28 2,075 2,257
11 Oregon School Boards Association GO 5.528% 6/30/28 1,200 1,322
Partners Healthcare System Massachusetts        
GO 3.443% 7/1/21 3,450 3,389
Pennsylvania GO 4.650% 2/15/26 2,875 3,226
Pennsylvania GO 5.350% 5/1/30 7,400 8,116
Pennsylvania Public School Building Authority        
Lease Revenue (School District of        
Philadelphia) 5.000% 9/15/27 2,600 2,914
Pennsylvania Turnpike Commission Revenue 6.105% 12/1/39 400 477
Pennsylvania Turnpike Commission Revenue 5.511% 12/1/45 1,450 1,603
Pennsylvania Turnpike Commission Revenue 5.561% 12/1/49 1,475 1,639
Port Authority of New York & New Jersey        
Revenue 6.040% 12/1/29 2,550 3,102
Port Authority of New York & New Jersey        
Revenue 5.647% 11/1/40 11,550 13,462
Puerto Rico Government Development Bank        
GO 3.670% 5/1/14 4,000 4,080
Puerto Rico Government Development Bank        
GO 4.704% 5/1/16 3,450 3,564
Regional Transportation District of Colorado        
Sales Tax Revenue 5.844% 11/1/50 3,500 4,373
Rutgers State University NJ Revenue 5.665% 5/1/40 1,850 2,172
Salt River Project Arizona Agricultural        
Improvement & Power District Revenue 4.839% 1/1/41 1,900 2,115
San Antonio TX Electric & Gas Systems        
Revenue 5.985% 2/1/39 4,325 5,454
San Antonio TX Electric & Gas Systems        
Revenue 5.718% 2/1/41 2,725 3,306
San Antonio TX Electric & Gas Systems        
Revenue 5.808% 2/1/41 4,650 5,699
San Antonio TX Electric & Gas Systems        
Revenue 4.427% 2/1/42 5,500 5,639
San Diego County CA Water Authority        
Revenue 6.138% 5/1/49 2,320 2,953
San Francisco CA City & County Public Utility        
Commission Water Revenue 6.000% 11/1/40 4,950 5,868
Santa Clara Valley CA Transportation        
Authority Sales Tax Revenue 5.876% 4/1/32 8,900 10,478
South Carolina Public Service Authority        
Revenue 6.454% 1/1/50 2,000 2,675
Texas GO 5.517% 4/1/39 3,000 3,707
Texas Transportation Commission Revenue 5.028% 4/1/26 2,100 2,510
Texas Transportation Commission Revenue 5.178% 4/1/30 5,025 5,864
Texas Transportation Commission Revenue 4.631% 4/1/33 6,450 7,108
Texas Transportation Commission Revenue 4.681% 4/1/40 2,750 3,025
Tufts University Massachusetts GO 5.017% 4/15/12 8,325 8,421

 

 

University of California Regents Medical        
Center Revenue 6.548% 5/15/48 4,250 5,220
University of California Regents Medical        
Center Revenue 6.583% 5/15/49 2,575 3,172
University of California Revenue 0.887% 7/1/13 1,250 1,258
University of California Revenue 6.270% 5/15/31 500 561
University of California Revenue 5.770% 5/15/43 1,000 1,176
University of California Revenue 5.946% 5/15/45 13,100 15,309
University of California Revenue 4.858% 5/15/12 18,000 17,498
University of Massachusetts Building Authority        
Revenue 5.450% 11/1/40 1,700 2,001
University of Pennsylvania 4.674% 9/1/12 10,350 10,188
University of Southern California Revenue 5.250% 10/1/11 3,900 4,408
University of Virginia Revenue 6.200% 9/1/39 3,000 4,068
Utah GO 4.554% 7/1/24 2,425 2,787
Utah GO 3.539% 7/1/25 6,300 6,690
Utah Transit Authority Sales Tax Revenue 5.937% 6/15/39 400 512
Washington Convention Center Public        
Facilities District Revenue 6.790% 7/1/40 400 471
Washington GO 5.090% 8/1/33 9,025 10,177
Washington GO 5.481% 8/1/39 770 927
Washington GO 5.140% 8/1/40 6,035 6,991
11 Wisconsin GO 4.800% 5/1/13 2,525 2,646
11 Wisconsin GO 5.700% 5/1/26 2,800 3,170
Total Taxable Municipal Bonds (Cost $909,456)       1,040,958
        Market
        Value
  Coupon   Shares ($000)
Temporary Cash Investment (4.5%)        
Money Market Fund (4.5%)        
14 Vanguard Market Liquidity Fund        
(Cost $4,761,632) 0.123%   4,761,631,519 4,761,632
Total Investments (103.6%) (Cost $103,868,892)       109,535,709
Other Assets and Liabilities-Net (-3.6%)       (3,834,381)
Net Assets (100%)       105,701,328

 

1 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S. Treasury nor backed by the full faith and credit of the U.S. government.
2 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury in exchange for senior preferred stock.
3 Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of March 31, 2012.
4 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called.
5 Adjustable-rate security.
6 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2012, the aggregate value of these securities was $321,016,000, representing 0.3% of net assets.
7 Non-income-producing security--security in default.
8 Guaranteed by the Government of Japan.
9 Guaranteed by the Federal Republic of Germany.
10 Guaranteed by the Republic of Austria.
11 Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
12 Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp.
13 Scheduled principal and interest payments are guaranteed by AMBAC (Ambac Assurance Corporation).

 

14 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
COP—Certificate of Participation.
GO—General Obligation Bond.
REIT—Real Estate Investment Trust.

A. Security Valuation: Bonds, and temporary cash investments acquired over 60 days to maturity, are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Other temporary cash investments are valued at amortized cost, which approximates market value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.

B. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may enter into TBA sells to reduce its exposure to the mortgage-backed securities market or in order to dispose of mortgage-backed securities it owns under delayed-delivery arrangements. For TBA purchases, the fund maintains cash or short-term investments until settlement date in an amount sufficient to meet the purchase price.

C. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase similar securities in the future at a predetermined price. The proceeds of the securities sold in mortgage-dollar-roll transactions are typically invested in high-quality short-term fixed income securities. The fund forgoes principal and interest paid on the securities sold, and is compensated by interest earned on the proceeds of the sale and by a lower price on the securities to be repurchased. The fund has also entered into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security pools already held and receives a lower price on the securities to be sold in the future. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund's portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold (Other Assets) or Payables for Investment Securities Purchased (Liabilities) in the Schedule of Investments. The primary risk associated with mortgage dollar rolls is that a counterparty will default on its obligations. This risk is mitigated by entering into mortgage dollar rolls only with highly rated counterparties, allocating transactions among numerous counterparties, and monitoring exposure to each counterparty.

D. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

 

Total Bond Market Index Fund

The following table summarizes the market value of the fund's investments as of March 31, 2012, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
U.S. Government and Agency Obligations — 73,780,640 —
Asset-Backed/Commercial Mortgage-Backed Securities — 2,763,066 —
Corporate Bonds — 22,412,117 3
Sovereign Bonds — 4,777,293 —
Taxable Municipal Bonds — 1,040,958 —
Temporary Cash Investments 4,761,632 — —
Total 4,761,632 104,774,074 3

 

E. At March 31, 2012, the cost of investment securities for tax purposes was $103,868,892,000. Net unrealized appreciation of investment securities for tax purposes was $5,666,817,000, consisting of unrealized gains of $5,783,415,000 on securities that had risen in value since their purchase and $116,598,000 in unrealized losses on securities that had fallen in value since their purchase.

 

Vanguard Inflation-Protected Securities Fund

Schedule of Investments
As of March 31, 2012

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (99.7%)        
U.S. Government Securities (99.7%)        
1 United States Treasury Inflation Indexed        
Bonds 0.625% 4/15/13 495,000 544,598
United States Treasury Inflation Indexed        
Bonds 1.875% 7/15/13 876,875 1,138,819
United States Treasury Inflation Indexed        
Bonds 2.000% 1/15/14 1,564,100 2,050,301
United States Treasury Inflation Indexed        
Bonds 1.250% 4/15/14 1,227,000 1,393,831
United States Treasury Inflation Indexed        
Bonds 2.000% 7/15/14 822,845 1,077,743
United States Treasury Inflation Indexed        
Bonds 1.625% 1/15/15 859,215 1,111,264
United States Treasury Inflation Indexed        
Bonds 0.500% 4/15/15 1,553,600 1,722,714
United States Treasury Inflation Indexed        
Bonds 1.875% 7/15/15 717,725 932,814
United States Treasury Inflation Indexed        
Bonds 2.000% 1/15/16 698,750 901,102
United States Treasury Inflation Indexed        
Bonds 0.125% 4/15/16 2,144,000 2,325,143
United States Treasury Inflation Indexed        
Bonds 2.500% 7/15/16 378,425 495,876
United States Treasury Inflation Indexed        
Bonds 2.375% 1/15/17 700,525 922,080
United States Treasury Inflation Indexed        
Bonds 2.625% 7/15/17 1,324,025 1,740,115
United States Treasury Inflation Indexed        
Bonds 1.625% 1/15/18 785,600 976,278
United States Treasury Inflation Indexed        
Bonds 1.375% 7/15/18 936,500 1,126,656
United States Treasury Inflation Indexed        
Bonds 2.125% 1/15/19 701,850 886,378
United States Treasury Inflation Indexed        
Bonds 1.875% 7/15/19 862,750 1,087,879
United States Treasury Inflation Indexed        
Bonds 1.375% 1/15/20 1,010,000 1,214,984
United States Treasury Inflation Indexed        
Bonds 1.250% 7/15/20 1,141,100 1,353,512
United States Treasury Inflation Indexed        
Bonds 1.125% 1/15/21 1,920,000 2,238,127
United States Treasury Inflation Indexed        
Bonds 0.625% 7/15/21 1,624,000 1,765,924
United States Treasury Inflation Indexed        
Bonds 0.125% 1/15/22 1,080,000 1,106,421
United States Treasury Inflation Indexed        
Bonds 2.375% 1/15/25 1,213,770 1,854,543
United States Treasury Inflation Indexed        
Bonds 2.000% 1/15/26 1,041,698 1,456,571

 

 

United States Treasury Inflation Indexed        
Bonds 2.375% 1/15/27 907,389 1,307,514
United States Treasury Inflation Indexed        
Bonds 1.750% 1/15/28 767,125 988,860
United States Treasury Inflation Indexed        
Bonds 3.625% 4/15/28 683,890 1,412,314
United States Treasury Inflation Indexed        
Bonds 2.500% 1/15/29 657,700 915,137
United States Treasury Inflation Indexed        
Bonds 3.875% 4/15/29 924,200 1,960,809
United States Treasury Inflation Indexed        
Bonds 3.375% 4/15/32 41,500 80,561
United States Treasury Inflation Indexed        
Bonds 2.125% 2/15/40 546,630 751,853
United States Treasury Inflation Indexed        
Bonds 2.125% 2/15/41 1,027,500 1,399,507
United States Treasury Inflation Indexed        
Bonds 0.750% 2/15/42 544,800 519,945
Total U.S. Government and Agency Obligations (Cost $36,168,848)     40,760,173
        Market
        Value
  Coupon   Shares ($000)
Temporary Cash Investment (0.0%)        
Money Market Fund (0.0%)        
2 Vanguard Market Liquidity Fund (Cost        
$19,539) 0.123%   19,538,796 19,539
 
Total Investments (99.7%) (Cost $36,188,387)       40,779,712
Other Assets and Liabilities-Net (0.3%)       114,383
Net Assets (100%)       40,894,095

1 Securities with a value of $5,312,000 have been segregated as initial margin for open futures contracts.
2 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.

A. Security Valuation: Bonds, and temporary cash investments acquired over 60 days to maturity, are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Other temporary cash investments are valued at amortized cost, which approximates market value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.

B. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market.

Futures contracts are valued based upon their quoted daily settlement prices. The aggregate principal amounts of the contracts are not recorded in the Schedule of Investments. Fluctuations in the value of the contracts are recorded in the Schedule of Investments as an asset (liability).

 

Inflation-Protected Securities Fund

At March 31, 2012, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:

        ($000)
      Aggregate  
    Number of Settlement Unrealized
    Long (Short) Value Appreciation
Futures Contracts Expiration Contracts Long (Short)  (Depreciation)
2-Year U.S. Treasury Note June 2012 (2,200) (484,309) 44
10-Year U.S. Treasury Note June 2012 (850) (110,062) 57

 

Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.

C. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

The following table summarizes the market value of the fund's investments as of March 31, 2012, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
U.S. Government and Agency Obligations — 40,760,173 —
Temporary Cash Investments 19,539 — —
Futures Contracts—Assets1 874 — —
Futures Contracts—Liabilities1 (753) — —
Total 19,660 40,760,173 —
1 Represents variation margin on the last day of the reporting period.

 

D. At March 31, 2012, the cost of investment securities for tax purposes was $36,294,111,000. Net unrealized appreciation of investment securities for tax purposes was $4,485,601,000, consisting of unrealized gains of $4,506,855,000 on securities that had risen in value since their purchase and $21,254,000 in unrealized losses on securities that had fallen in value since their purchase.

 

Vanguard Total Bond Market II Index Fund

Schedule of Investments
As of March 31, 2012

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (70.5%)        
U.S. Government Securities (38.8%)        
United States Treasury Note/Bond 4.000% 11/15/12 260,975 267,173
United States Treasury Note/Bond 0.500% 11/30/12 71,000 71,133
United States Treasury Note/Bond 3.375% 11/30/12 72,020 73,539
United States Treasury Note/Bond 1.125% 12/15/12 8,910 8,967
United States Treasury Note/Bond 0.625% 12/31/12 120,870 121,229
United States Treasury Note/Bond 1.375% 1/15/13 211,700 213,618
United States Treasury Note/Bond 3.875% 2/15/13 244,275 252,062
United States Treasury Note/Bond 0.625% 2/28/13 27,425 27,528
United States Treasury Note/Bond 2.750% 2/28/13 90,700 92,783
United States Treasury Note/Bond 1.375% 3/15/13 11,600 11,727
United States Treasury Note/Bond 0.750% 3/31/13 63,800 64,119
United States Treasury Note/Bond 1.750% 4/15/13 57,750 58,653
United States Treasury Note/Bond 0.625% 4/30/13 208,275 209,121
United States Treasury Note/Bond 1.375% 5/15/13 212,800 215,460
United States Treasury Note/Bond 0.500% 5/31/13 9,095 9,119
United States Treasury Note/Bond 3.500% 5/31/13 16,300 16,916
United States Treasury Note/Bond 1.125% 6/15/13 44,850 45,312
United States Treasury Note/Bond 0.375% 6/30/13 61,905 61,982
United States Treasury Note/Bond 3.375% 6/30/13 31,200 32,409
United States Treasury Note/Bond 0.375% 7/31/13 70,865 70,942
United States Treasury Note/Bond 3.375% 7/31/13 4,225 4,399
United States Treasury Note/Bond 0.750% 8/15/13 219,625 220,998
United States Treasury Note/Bond 4.250% 8/15/13 26,325 27,748
United States Treasury Note/Bond 3.125% 8/31/13 92,875 96,590
United States Treasury Note/Bond 0.750% 9/15/13 142,900 143,860
United States Treasury Note/Bond 0.125% 9/30/13 55,558 55,410
United States Treasury Note/Bond 3.125% 9/30/13 39,225 40,880
United States Treasury Note/Bond 0.500% 10/15/13 30,725 30,816
United States Treasury Note/Bond 0.250% 10/31/13 17,995 17,978
United States Treasury Note/Bond 4.250% 11/15/13 112,525 119,611
United States Treasury Note/Bond 0.250% 11/30/13 162,000 161,772
United States Treasury Note/Bond 2.000% 11/30/13 28,250 29,027
United States Treasury Note/Bond 0.750% 12/15/13 7,525 7,578
United States Treasury Note/Bond 1.500% 12/31/13 13,735 14,014
United States Treasury Note/Bond 1.000% 1/15/14 2,550 2,579
United States Treasury Note/Bond 0.250% 1/31/14 245,125 244,703
United States Treasury Note/Bond 1.750% 1/31/14 12,550 12,870
United States Treasury Note/Bond 1.250% 2/15/14 132,830 135,072
United States Treasury Note/Bond 0.250% 2/28/14 18,000 17,966
United States Treasury Note/Bond 1.875% 2/28/14 38,375 39,478
United States Treasury Note/Bond 1.250% 3/15/14 56,785 57,770
United States Treasury Note/Bond 1.750% 3/31/14 38,850 39,918
United States Treasury Note/Bond 1.250% 4/15/14 403,185 410,241
United States Treasury Note/Bond 1.875% 4/30/14 451,850 465,758
United States Treasury Note/Bond 1.000% 5/15/14 161,990 164,065
United States Treasury Note/Bond 4.750% 5/15/14 95,050 103,768
United States Treasury Note/Bond 2.250% 5/31/14 57,400 59,678
United States Treasury Note/Bond 0.750% 6/15/14 279,625 281,722
United States Treasury Note/Bond 2.625% 6/30/14 109,150 114,556

 

 

United States Treasury Note/Bond 0.625% 7/15/14 295,900 297,288
United States Treasury Note/Bond 2.625% 7/31/14 107,125 112,549
United States Treasury Note/Bond 0.500% 8/15/14 211,600 211,898
United States Treasury Note/Bond 4.250% 8/15/14 119,225 129,918
United States Treasury Note/Bond 2.375% 8/31/14 107,725 112,674
United States Treasury Note/Bond 0.250% 9/15/14 20,535 20,432
United States Treasury Note/Bond 2.375% 9/30/14 223,800 234,431
United States Treasury Note/Bond 0.500% 10/15/14 724,509 725,074
United States Treasury Note/Bond 2.375% 10/31/14 141,025 147,834
United States Treasury Note/Bond 0.375% 11/15/14 298,225 297,387
United States Treasury Note/Bond 4.250% 11/15/14 180,000 197,550
United States Treasury Note/Bond 2.125% 11/30/14 121,075 126,297
United States Treasury Note/Bond 0.250% 12/15/14 453,845 451,081
United States Treasury Note/Bond 2.625% 12/31/14 250,725 265,182
United States Treasury Note/Bond 0.250% 1/15/15 117,320 116,550
United States Treasury Note/Bond 2.250% 1/31/15 115,850 121,462
United States Treasury Note/Bond 0.250% 2/15/15 226,050 224,391
United States Treasury Note/Bond 4.000% 2/15/15 33,370 36,665
United States Treasury Note/Bond 11.250% 2/15/15 144,350 188,332
United States Treasury Note/Bond 2.375% 2/28/15 1,000 1,053
United States Treasury Note/Bond 0.375% 3/15/15 200,450 199,666
United States Treasury Note/Bond 4.125% 5/15/15 91,175 101,161
United States Treasury Note/Bond 2.125% 5/31/15 925 970
United States Treasury Note/Bond 1.875% 6/30/15 21,250 22,120
United States Treasury Note/Bond 4.250% 8/15/15 34,850 39,048
United States Treasury Note/Bond 10.625% 8/15/15 1,775 2,369
United States Treasury Note/Bond 1.250% 10/31/15 108,835 111,012
United States Treasury Note/Bond 4.500% 11/15/15 29,850 33,903
United States Treasury Note/Bond 9.875% 11/15/15 69,875 92,923
United States Treasury Note/Bond 1.375% 11/30/15 124,425 127,400
United States Treasury Note/Bond 2.000% 1/31/16 2,115 2,215
United States Treasury Note/Bond 4.500% 2/15/16 367,825 420,299
United States Treasury Note/Bond 9.250% 2/15/16 2,000 2,651
United States Treasury Note/Bond 2.125% 2/29/16 9,406 9,898
United States Treasury Note/Bond 2.375% 3/31/16 6,800 7,222
United States Treasury Note/Bond 2.000% 4/30/16 25 26
United States Treasury Note/Bond 5.125% 5/15/16 198,025 232,525
United States Treasury Note/Bond 7.250% 5/15/16 3,075 3,874
United States Treasury Note/Bond 1.750% 5/31/16 1,425 1,478
United States Treasury Note/Bond 3.250% 5/31/16 3,050 3,349
United States Treasury Note/Bond 1.500% 6/30/16 30,350 31,147
United States Treasury Note/Bond 4.875% 8/15/16 22,875 26,775
United States Treasury Note/Bond 1.000% 8/31/16 1,200 1,205
United States Treasury Note/Bond 3.000% 8/31/16 84,375 91,969
United States Treasury Note/Bond 1.000% 9/30/16 114,380 114,738
United States Treasury Note/Bond 3.000% 9/30/16 72,150 78,689
United States Treasury Note/Bond 1.000% 10/31/16 38,240 38,329
United States Treasury Note/Bond 3.125% 10/31/16 312,950 343,269
United States Treasury Note/Bond 4.625% 11/15/16 59,750 69,590
United States Treasury Note/Bond 0.875% 11/30/16 8,333 8,297
United States Treasury Note/Bond 2.750% 11/30/16 249,165 269,098
United States Treasury Note/Bond 3.250% 12/31/16 395,775 436,959
United States Treasury Note/Bond 0.875% 1/31/17 32,625 32,416
United States Treasury Note/Bond 3.125% 1/31/17 212,675 233,743
United States Treasury Note/Bond 4.625% 2/15/17 33,425 39,128
United States Treasury Note/Bond 0.875% 2/28/17 73,871 73,329
United States Treasury Note/Bond 3.000% 2/28/17 5,300 5,799

 

 

United States Treasury Note/Bond 1.000% 3/31/17 129,200 128,898
United States Treasury Note/Bond 3.250% 3/31/17 115,650 128,011
United States Treasury Note/Bond 3.125% 4/30/17 331,550 365,017
United States Treasury Note/Bond 4.500% 5/15/17 4,850 5,674
United States Treasury Note/Bond 8.750% 5/15/17 26,744 36,965
United States Treasury Note/Bond 2.750% 5/31/17 210,580 227,919
United States Treasury Note/Bond 2.500% 6/30/17 64,625 69,109
United States Treasury Note/Bond 2.375% 7/31/17 145,425 154,559
United States Treasury Note/Bond 8.875% 8/15/17 41,325 58,017
United States Treasury Note/Bond 1.875% 8/31/17 87,600 90,776
United States Treasury Note/Bond 1.875% 9/30/17 389,675 403,376
United States Treasury Note/Bond 4.250% 11/15/17 3,865 4,497
United States Treasury Note/Bond 2.625% 1/31/18 2,575 2,768
United States Treasury Note/Bond 3.500% 2/15/18 75,000 84,246
United States Treasury Note/Bond 2.625% 4/30/18 1,125 1,209
United States Treasury Note/Bond 3.875% 5/15/18 100,000 114,766
United States Treasury Note/Bond 9.125% 5/15/18 1,625 2,374
United States Treasury Note/Bond 2.375% 5/31/18 83,300 88,129
United States Treasury Note/Bond 2.375% 6/30/18 130,475 137,977
United States Treasury Note/Bond 4.000% 8/15/18 94,750 109,776
United States Treasury Note/Bond 1.500% 8/31/18 94,750 94,958
United States Treasury Note/Bond 1.375% 9/30/18 252,665 250,848
United States Treasury Note/Bond 1.750% 10/31/18 227,205 230,684
United States Treasury Note/Bond 3.750% 11/15/18 202,750 231,800
United States Treasury Note/Bond 1.375% 11/30/18 75,000 74,250
United States Treasury Note/Bond 1.375% 12/31/18 145,000 143,414
United States Treasury Note/Bond 1.250% 1/31/19 30,775 30,116
United States Treasury Note/Bond 1.375% 2/28/19 97,675 96,256
United States Treasury Note/Bond 1.500% 3/31/19 107,050 106,197
United States Treasury Note/Bond 3.125% 5/15/19 46,400 51,076
United States Treasury Note/Bond 3.625% 8/15/19 222,675 252,631
United States Treasury Note/Bond 8.125% 8/15/19 13,700 19,893
United States Treasury Note/Bond 3.375% 11/15/19 365,313 407,667
United States Treasury Note/Bond 3.625% 2/15/20 26,240 29,745
United States Treasury Note/Bond 8.500% 2/15/20 26 39
United States Treasury Note/Bond 3.500% 5/15/20 164,995 185,491
United States Treasury Note/Bond 2.625% 8/15/20 159,770 168,383
United States Treasury Note/Bond 8.750% 8/15/20 60,755 93,363
United States Treasury Note/Bond 2.625% 11/15/20 65,395 68,746
United States Treasury Note/Bond 3.625% 2/15/21 49,700 56,246
United States Treasury Note/Bond 7.875% 2/15/21 70,550 104,690
United States Treasury Note/Bond 3.125% 5/15/21 290,295 315,832
United States Treasury Note/Bond 2.125% 8/15/21 171,360 171,146
United States Treasury Note/Bond 8.125% 8/15/21 42,550 64,742
United States Treasury Note/Bond 2.000% 11/15/21 164,390 161,769
United States Treasury Note/Bond 8.000% 11/15/21 27,775 42,170
United States Treasury Note/Bond 2.000% 2/15/22 315,335 309,177
United States Treasury Note/Bond 7.250% 8/15/22 75 110
United States Treasury Note/Bond 7.625% 11/15/22 150 226
United States Treasury Note/Bond 7.125% 2/15/23 2,675 3,919
United States Treasury Note/Bond 6.250% 8/15/23 318,370 440,694
United States Treasury Note/Bond 7.500% 11/15/24 6,650 10,217
United States Treasury Note/Bond 6.875% 8/15/25 93,000 137,335
United States Treasury Note/Bond 6.000% 2/15/26 8,060 11,110
United States Treasury Note/Bond 6.750% 8/15/26 43,150 63,646
United States Treasury Note/Bond 6.500% 11/15/26 12,215 17,675
United States Treasury Note/Bond 6.625% 2/15/27 4,150 6,084

 

 

United States Treasury Note/Bond 6.375% 8/15/27 6,850 9,873
United States Treasury Note/Bond 6.125% 11/15/27 350 494
United States Treasury Note/Bond 5.500% 8/15/28 80,775 107,999
United States Treasury Note/Bond 5.250% 11/15/28 80,842 105,512
United States Treasury Note/Bond 5.250% 2/15/29 21,575 28,219
United States Treasury Note/Bond 6.125% 8/15/29 106,930 153,328
United States Treasury Note/Bond 6.250% 5/15/30 3,435 5,023
United States Treasury Note/Bond 5.375% 2/15/31 82,375 110,627
United States Treasury Note/Bond 4.750% 2/15/37 153,000 193,138
United States Treasury Note/Bond 5.000% 5/15/37 584 763
United States Treasury Note/Bond 4.375% 2/15/38 49,200 58,894
United States Treasury Note/Bond 4.500% 5/15/38 4,079 4,979
United States Treasury Note/Bond 3.500% 2/15/39 284,430 294,607
United States Treasury Note/Bond 4.250% 5/15/39 382,100 448,849
United States Treasury Note/Bond 4.500% 8/15/39 58,566 71,533
United States Treasury Note/Bond 4.375% 11/15/39 133,905 160,414
United States Treasury Note/Bond 4.625% 2/15/40 81,805 101,860
United States Treasury Note/Bond 4.375% 5/15/40 99,820 119,612
United States Treasury Note/Bond 3.875% 8/15/40 39,235 43,269
United States Treasury Note/Bond 4.250% 11/15/40 88,577 103,995
United States Treasury Note/Bond 4.750% 2/15/41 262,402 333,416
United States Treasury Note/Bond 4.375% 5/15/41 24,535 29,407
United States Treasury Note/Bond 3.750% 8/15/41 19,475 20,990
United States Treasury Note/Bond 3.125% 11/15/41 50,855 48,630
United States Treasury Note/Bond 3.125% 2/15/42 82,000 78,362
        21,671,455
Agency Bonds and Notes (4.6%)        
Egypt Government AID Bonds 4.450% 9/15/15 5,725 6,403
1 Federal Agricultural Mortgage Corp. 1.250% 12/6/13 2,075 2,104
1 Federal Agricultural Mortgage Corp. 2.125% 9/15/15 1,050 1,087
1 Federal Agricultural Mortgage Corp. 2.000% 7/27/16 1,800 1,864
1 Federal Farm Credit Bank 1.375% 6/25/13 2,500 2,533
1 Federal Farm Credit Bank 3.875% 10/7/13 3,250 3,421
1 Federal Farm Credit Bank 1.125% 2/27/14 5,650 5,725
1 Federal Farm Credit Bank 2.625% 4/17/14 28,627 29,900
1 Federal Farm Credit Bank 3.000% 9/22/14 2,075 2,199
1 Federal Farm Credit Bank 1.625% 11/19/14 5,850 6,008
1 Federal Farm Credit Bank 1.500% 11/16/15 3,000 3,073
1 Federal Farm Credit Bank 4.875% 12/16/15 425 487
1 Federal Farm Credit Bank 1.050% 3/28/16 2,000 2,008
1 Federal Farm Credit Bank 5.125% 8/25/16 3,475 4,077
1 Federal Farm Credit Bank 4.875% 1/17/17 8,500 9,955
1 Federal Farm Credit Bank 5.150% 11/15/19 5,325 6,505
1 Federal Home Loan Banks 3.875% 6/14/13 2,610 2,722
1 Federal Home Loan Banks 5.375% 6/14/13 3,850 4,085
1 Federal Home Loan Banks 1.875% 6/21/13 111,235 113,395
1 Federal Home Loan Banks 5.125% 8/14/13 2,480 2,643
1 Federal Home Loan Banks 4.000% 9/6/13 9,175 9,652
1 Federal Home Loan Banks 5.250% 9/13/13 4,450 4,763
1 Federal Home Loan Banks 4.500% 9/16/13 6,575 6,971
1 Federal Home Loan Banks 3.625% 10/18/13 7,370 7,741
1 Federal Home Loan Banks 0.375% 11/27/13 81,780 81,781
1 Federal Home Loan Banks 4.875% 11/27/13 6,475 6,953
1 Federal Home Loan Banks 3.125% 12/13/13 2,675 2,798
1 Federal Home Loan Banks 0.875% 12/27/13 15,000 15,132
1 Federal Home Loan Banks 0.375% 1/29/14 11,000 10,996
1 Federal Home Loan Banks 1.375% 5/28/14 61,600 62,828

 

 

1 Federal Home Loan Banks 2.500% 6/13/14 4,975 5,193
1 Federal Home Loan Banks 5.250% 6/18/14 2,665 2,948
1 Federal Home Loan Banks 5.500% 8/13/14 9,675 10,824
1 Federal Home Loan Banks 4.500% 11/14/14 4,650 5,118
1 Federal Home Loan Banks 2.750% 12/12/14 22,925 24,241
1 Federal Home Loan Banks 3.125% 3/11/16 16,175 17,514
1 Federal Home Loan Banks 5.375% 5/18/16 18,800 22,169
1 Federal Home Loan Banks 5.625% 6/13/16 825 931
1 Federal Home Loan Banks 5.125% 10/19/16 9,725 11,420
1 Federal Home Loan Banks 4.750% 12/16/16 12,580 14,668
1 Federal Home Loan Banks 4.875% 5/17/17 10,500 12,425
1 Federal Home Loan Banks 4.875% 9/8/17 595 703
1 Federal Home Loan Banks 5.000% 11/17/17 7,850 9,388
1 Federal Home Loan Banks 5.375% 8/15/18 5,250 6,420
1 Federal Home Loan Banks 4.125% 3/13/20 17,255 19,772
1 Federal Home Loan Banks 5.250% 12/11/20 5,000 6,160
1 Federal Home Loan Banks 5.625% 6/11/21 5,275 6,655
1 Federal Home Loan Banks 5.375% 8/15/24 1,585 1,986
1 Federal Home Loan Banks 5.500% 7/15/36 7,225 8,987
2 Federal Home Loan Mortgage Corp. 3.750% 6/28/13 3,900 4,067
2 Federal Home Loan Mortgage Corp. 4.500% 7/15/13 5,475 5,770
2 Federal Home Loan Mortgage Corp. 4.125% 9/27/13 14,825 15,655
2 Federal Home Loan Mortgage Corp. 0.375% 10/30/13 24,240 24,248
2 Federal Home Loan Mortgage Corp. 4.875% 11/15/13 16,250 17,430
2 Federal Home Loan Mortgage Corp. 0.375% 11/27/13 52,370 52,371
2 Federal Home Loan Mortgage Corp. 2.500% 1/7/14 2,000 2,075
2 Federal Home Loan Mortgage Corp. 4.500% 1/15/14 21,895 23,497
2 Federal Home Loan Mortgage Corp. 1.375% 2/25/14 33,025 33,643
2 Federal Home Loan Mortgage Corp. 2.500% 4/23/14 25,650 26,735
2 Federal Home Loan Mortgage Corp. 5.000% 7/15/14 16,275 17,940
2 Federal Home Loan Mortgage Corp. 3.000% 7/28/14 23,075 24,408
2 Federal Home Loan Mortgage Corp. 1.000% 7/30/14 12,000 12,143
2 Federal Home Loan Mortgage Corp. 1.000% 8/20/14 5,555 5,616
2 Federal Home Loan Mortgage Corp. 1.000% 8/27/14 6,225 6,299
2 Federal Home Loan Mortgage Corp. 0.500% 9/19/14 5,950 5,942
2 Federal Home Loan Mortgage Corp. 0.000% 11/24/14 2,100 2,056
2 Federal Home Loan Mortgage Corp. 0.750% 11/25/14 14,800 14,870
2 Federal Home Loan Mortgage Corp. 0.625% 12/29/14 78,650 78,728
2 Federal Home Loan Mortgage Corp. 4.500% 1/15/15 985 1,092
2 Federal Home Loan Mortgage Corp. 5.050% 1/26/15 5,450 6,127
2 Federal Home Loan Mortgage Corp. 2.875% 2/9/15 7,670 8,168
2 Federal Home Loan Mortgage Corp. 0.500% 4/17/15 35,000 34,823
2 Federal Home Loan Mortgage Corp. 4.375% 7/17/15 31,780 35,509
2 Federal Home Loan Mortgage Corp. 1.750% 9/10/15 20,000 20,665
2 Federal Home Loan Mortgage Corp. 5.250% 4/18/16 1,400 1,636
2 Federal Home Loan Mortgage Corp. 2.500% 5/27/16 29,725 31,511
2 Federal Home Loan Mortgage Corp. 5.500% 7/18/16 775 919
2 Federal Home Loan Mortgage Corp. 2.000% 8/25/16 37,845 39,306
2 Federal Home Loan Mortgage Corp. 5.000% 2/16/17 19,175 22,575
2 Federal Home Loan Mortgage Corp. 1.000% 3/8/17 18,000 17,787
2 Federal Home Loan Mortgage Corp. 5.000% 4/18/17 5,000 5,906
2 Federal Home Loan Mortgage Corp. 1.250% 5/12/17 50,000 49,881
2 Federal Home Loan Mortgage Corp. 5.500% 8/23/17 11,550 14,015
2 Federal Home Loan Mortgage Corp. 5.125% 11/17/17 7,125 8,539
2 Federal Home Loan Mortgage Corp. 4.875% 6/13/18 8,805 10,499
2 Federal Home Loan Mortgage Corp. 3.750% 3/27/19 32,850 36,920
2 Federal Home Loan Mortgage Corp. 2.375% 1/13/22 47,800 46,911

 

 

2 Federal Home Loan Mortgage Corp. 6.750% 9/15/29 3,625 5,147
2 Federal Home Loan Mortgage Corp. 6.750% 3/15/31 16,050 23,031
2 Federal Home Loan Mortgage Corp. 6.250% 7/15/32 7,295 10,085
2 Federal National Mortgage Assn. 4.625% 5/1/13 8,650 9,055
2 Federal National Mortgage Assn. 1.750% 5/7/13 4,369 4,439
2 Federal National Mortgage Assn. 1.500% 6/26/13 2,965 3,009
2 Federal National Mortgage Assn. 3.875% 7/12/13 6,050 6,326
2 Federal National Mortgage Assn. 0.500% 8/9/13 38,691 38,793
2 Federal National Mortgage Assn. 1.250% 8/20/13 35,425 35,882
2 Federal National Mortgage Assn. 4.625% 10/15/13 12,625 13,450
2 Federal National Mortgage Assn. 2.875% 12/11/13 8,775 9,146
2 Federal National Mortgage Assn. 0.750% 12/18/13 38,120 38,370
2 Federal National Mortgage Assn. 5.125% 1/2/14 1,175 1,263
2 Federal National Mortgage Assn. 1.250% 2/27/14 30,220 30,704
2 Federal National Mortgage Assn. 2.750% 3/13/14 19,795 20,695
2 Federal National Mortgage Assn. 4.125% 4/15/14 35,025 37,650
2 Federal National Mortgage Assn. 2.500% 5/15/14 61,195 63,845
2 Federal National Mortgage Assn. 1.125% 6/27/14 6,050 6,137
2 Federal National Mortgage Assn. 0.875% 8/28/14 60,175 60,708
2 Federal National Mortgage Assn. 3.000% 9/16/14 9,075 9,625
2 Federal National Mortgage Assn. 4.625% 10/15/14 16,100 17,751
2 Federal National Mortgage Assn. 0.625% 10/30/14 2,370 2,374
2 Federal National Mortgage Assn. 2.625% 11/20/14 39,895 42,058
2 Federal National Mortgage Assn. 0.750% 12/19/14 30,000 30,130
2 Federal National Mortgage Assn. 0.375% 3/16/15 46,000 45,659
2 Federal National Mortgage Assn. 5.000% 4/15/15 5,450 6,164
2 Federal National Mortgage Assn. 2.375% 7/28/15 5,525 5,821
2 Federal National Mortgage Assn. 2.000% 9/21/15 12,595 13,125
2 Federal National Mortgage Assn. 4.375% 10/15/15 22,325 25,103
2 Federal National Mortgage Assn. 1.625% 10/26/15 79,455 81,703
2 Federal National Mortgage Assn. 5.000% 3/15/16 12,025 13,921
2 Federal National Mortgage Assn. 2.375% 4/11/16 27,250 28,749
2 Federal National Mortgage Assn. 5.250% 9/15/16 12,450 14,678
2 Federal National Mortgage Assn. 1.250% 9/28/16 47,995 48,250
2 Federal National Mortgage Assn. 1.375% 11/15/16 37,670 38,036
2 Federal National Mortgage Assn. 1.250% 1/30/17 21,100 21,141
2 Federal National Mortgage Assn. 5.000% 2/13/17 64,225 75,594
2 Federal National Mortgage Assn. 1.125% 4/27/17 70,100 69,506
2 Federal National Mortgage Assn. 5.000% 5/11/17 11,275 13,331
2 Federal National Mortgage Assn. 5.375% 6/12/17 2,800 3,367
2 Federal National Mortgage Assn. 0.000% 10/9/19 6,640 5,173
2 Federal National Mortgage Assn. 6.250% 5/15/29 5,550 7,510
2 Federal National Mortgage Assn. 7.125% 1/15/30 8,520 12,552
2 Federal National Mortgage Assn. 7.250% 5/15/30 10,675 15,973
2 Federal National Mortgage Assn. 6.625% 11/15/30 9,495 13,462
2 Federal National Mortgage Assn. 5.625% 7/15/37 3,246 4,246
1 Financing Corp. Fico 9.800% 4/6/18 850 1,222
1 Financing Corp. Fico 10.350% 8/3/18 100 149
1 Financing Corp. Fico 9.650% 11/2/18 2,375 3,466
1 Financing Corp. Fico 9.700% 4/5/19 425 627
Israel Government AID Bond 5.500% 12/4/23 1,050 1,318
Israel Government AID Bond 5.500% 4/26/24 6,200 7,779
Private Export Funding Corp. 3.050% 10/15/14 4,000 4,242
Private Export Funding Corp. 1.375% 2/15/17 1,000 1,004
Private Export Funding Corp. 2.250% 12/15/17 1,775 1,838
Private Export Funding Corp. 4.375% 3/15/19 3,217 3,711
Private Export Funding Corp. 4.300% 12/15/21 3,035 3,468

 

 

  Private Export Funding Corp. 2.800% 5/15/22 1,125 1,139
  Resolution Funding Corp. 8.125% 10/15/19 100 141
  Resolution Funding Corp. 8.875% 7/15/20 100 149
1 Tennessee Valley Authority 5.500% 7/18/17 6,400 7,717
1 Tennessee Valley Authority 4.500% 4/1/18 9,125 10,615
1 Tennessee Valley Authority 3.875% 2/15/21 5,170 5,775
1 Tennessee Valley Authority 6.750% 11/1/25 550 762
1 Tennessee Valley Authority 7.125% 5/1/30 8,975 13,044
1 Tennessee Valley Authority 4.650% 6/15/35 1,425 1,564
1 Tennessee Valley Authority 5.880% 4/1/36 4,265 5,533
1 Tennessee Valley Authority 5.500% 6/15/38 850 1,044
1 Tennessee Valley Authority 5.250% 9/15/39 3,150 3,766
1 Tennessee Valley Authority 4.875% 1/15/48 14,075 15,964
1 Tennessee Valley Authority 5.375% 4/1/56 2,770 3,420
1 Tennessee Valley Authority 4.625% 9/15/60 3,365 3,637
          2,559,444
Conventional Mortgage-Backed Securities (26.1%)        
2,3,4 Fannie Mae Pool 3.000% 1/1/27–4/1/42 251,782 260,396
2,3,4 Fannie Mae Pool 3.500% 9/1/25–4/1/42 664,531 691,020
2,3,4 Fannie Mae Pool 4.000% 5/1/12–4/1/42 1,267,768 1,335,396
2,3,4 Fannie Mae Pool 4.500% 9/1/13–4/1/42 1,118,064 1,193,215
2,3,4 Fannie Mae Pool 5.000% 3/1/17–4/1/42 1,028,360 1,112,658
2,3,4 Fannie Mae Pool 5.500% 9/1/14–4/1/42 879,125 962,426
2,3,4 Fannie Mae Pool 6.000% 9/1/13–4/1/42 658,457 728,830
2,3,4 Fannie Mae Pool 6.500% 4/1/16–4/1/42 231,767 260,474
2,4 Fannie Mae Pool 7.000% 9/1/14–12/1/38 49,553 56,532
2,4 Fannie Mae Pool 7.500% 7/1/30–12/1/32 543 629
2,4 Fannie Mae Pool 8.000% 12/1/29 61 71
2,3,4 Freddie Mac Gold Pool 3.000% 4/1/27 161,250 166,692
2,3,4 Freddie Mac Gold Pool 3.500% 8/1/25–4/1/42 345,663 359,090
2,3,4 Freddie Mac Gold Pool 4.000% 7/1/13–4/1/42 746,219 784,323
2,3,4 Freddie Mac Gold Pool 4.500% 6/1/12–4/1/42 759,885 808,181
2,3,4 Freddie Mac Gold Pool 5.000% 4/1/12–4/1/42 662,920 714,826
2,3,4 Freddie Mac Gold Pool 5.500% 12/1/13–4/1/42 664,674 724,066
2,3,4 Freddie Mac Gold Pool 6.000% 4/1/13–4/1/42 400,044 442,411
2,3,4 Freddie Mac Gold Pool 6.500% 6/1/13–4/1/42 115,056 129,356
2,4 Freddie Mac Gold Pool 7.000% 6/1/15–12/1/38 26,261 29,896
2,4 Freddie Mac Gold Pool 7.500% 4/1/27–2/1/32 265 307
2,4 Freddie Mac Gold Pool 8.000% 1/1/27–11/1/31 321 373
2,4 Freddie Mac Gold Pool 8.500% 6/1/25 63 74
3,4 Ginnie Mae I Pool 3.500% 2/15/26–4/1/42 58,347 61,261
3,4 Ginnie Mae I Pool 4.000% 8/15/18–4/1/42 291,943 313,625
3,4 Ginnie Mae I Pool 4.500% 6/15/18–4/1/42 499,620 544,718
3,4 Ginnie Mae I Pool 5.000% 12/15/17–4/1/42 314,385 347,853
3,4 Ginnie Mae I Pool 5.500% 4/15/17–4/1/42 192,445 215,776
3,4 Ginnie Mae I Pool 6.000% 4/15/17–4/1/42 163,936 185,513
4 Ginnie Mae I Pool 6.500% 5/15/24–8/15/39 53,685 61,343
4 Ginnie Mae I Pool 7.000% 7/15/23–9/15/36 2,261 2,604
4 Ginnie Mae I Pool 7.500% 12/15/23 59 68
4 Ginnie Mae I Pool 8.000% 6/15/25–1/15/27 128 150
4 Ginnie Mae I Pool 9.000% 11/15/17–12/15/17 134 155
4 Ginnie Mae II Pool 3.000% 2/20/27 497 523
3,4 Ginnie Mae II Pool 3.500% 9/20/25–4/1/42 180,104 187,749
3,4 Ginnie Mae II Pool 4.000% 9/20/25–4/1/42 444,947 477,545
3,4 Ginnie Mae II Pool 4.500% 8/20/33–5/1/42 617,894 673,457
3,4 Ginnie Mae II Pool 5.000% 12/20/32–4/1/42 447,403 493,690
4 Ginnie Mae II Pool 5.500% 12/20/33–12/20/41 164,428 183,211

 

 

4 Ginnie Mae II Pool 6.000% 3/20/31–9/20/41 74,470 83,584
4 Ginnie Mae II Pool 6.500% 10/20/28–7/20/39 21,463 24,395
4 Ginnie Mae II Pool 7.000% 8/20/34–11/20/38 2,727 3,106
          14,621,568
Nonconventional Mortgage-Backed Securities (1.0%)        
2,4,5 Fannie Mae Pool 2.393% 9/1/34 606 645
2,4,5 Fannie Mae Pool 2.400% 2/1/37 1,095 1,132
2,4,5 Fannie Mae Pool 2.437% 1/1/35 1,536 1,643
2,4,5 Fannie Mae Pool 2.485% 12/1/35 1,796 1,927
2,4,5 Fannie Mae Pool 2.518% 12/1/35 3,693 3,911
2,4 Fannie Mae Pool 2.567% 12/1/40 6,421 6,617
2,4 Fannie Mae Pool 2.574% 10/1/40 5,823 6,002
2,4,5 Fannie Mae Pool 2.596% 2/1/36 1,164 1,187
2,4,5 Fannie Mae Pool 2.647% 5/1/35 1,140 1,207
2,4,5 Fannie Mae Pool 2.681% 8/1/35 2,700 2,755
2,4,5 Fannie Mae Pool 2.685% 11/1/33 934 1,009
2,4,5 Fannie Mae Pool 2.728% 1/1/37 1,019 1,090
2,4,5 Fannie Mae Pool 2.772% 4/1/36 3,900 4,166
2,4,5 Fannie Mae Pool 2.793% 2/1/36 1,341 1,364
2,4 Fannie Mae Pool 2.800% 3/1/42 10,165 10,597
2,4 Fannie Mae Pool 2.823% 1/1/42 6,088 6,358
2,4 Fannie Mae Pool 2.826% 3/1/41 6,287 6,528
2,4,5 Fannie Mae Pool 2.860% 2/1/37 1,567 1,639
2,4,5 Fannie Mae Pool 2.900% 10/1/36 953 1,034
2,4 Fannie Mae Pool 2.925% 12/1/40 4,247 4,399
2,4 Fannie Mae Pool 3.014% 3/1/41 2,775 2,891
2,4 Fannie Mae Pool 3.073% 2/1/41 4,891 5,072
2,4 Fannie Mae Pool 3.121% 2/1/41 3,770 3,935
2,4 Fannie Mae Pool 3.127% 12/1/40 4,427 4,617
2,4 Fannie Mae Pool 3.163% 2/1/41 5,944 6,172
2,4 Fannie Mae Pool 3.174% 12/1/40 6,039 6,304
2,4 Fannie Mae Pool 3.204% 8/1/40 4,429 4,621
2,4 Fannie Mae Pool 3.214% 9/1/40 5,180 5,405
2,4 Fannie Mae Pool 3.238% 10/1/40 9,753 10,186
2,4 Fannie Mae Pool 3.252% 11/1/40 4,440 4,637
2,4 Fannie Mae Pool 3.297% 1/1/41 5,611 5,996
2,4 Fannie Mae Pool 3.298% 1/1/40 2,833 2,957
2,4 Fannie Mae Pool 3.365% 1/1/40 7,850 8,197
2,4 Fannie Mae Pool 3.373% 5/1/40 2,658 2,781
2,4 Fannie Mae Pool 3.448% 12/1/39 11,117 11,614
2,4 Fannie Mae Pool 3.509% 5/1/40 2,232 2,340
2,4 Fannie Mae Pool 3.534% 3/1/40 10,426 10,926
2,4 Fannie Mae Pool 3.542% 10/1/39 2,219 2,323
2,4 Fannie Mae Pool 3.580% 8/1/39 2,453 2,576
2,4 Fannie Mae Pool 3.600% 4/1/41 5,418 5,645
2,4 Fannie Mae Pool 3.613% 11/1/39 1,267 1,327
2,4 Fannie Mae Pool 3.628% 11/1/39 2,333 2,445
2,4 Fannie Mae Pool 3.670% 7/1/39 2,162 2,265
2,4,5 Fannie Mae Pool 3.679% 3/1/37 952 1,003
2,4 Fannie Mae Pool 3.696% 5/1/40 12,889 13,541
2,4,5 Fannie Mae Pool 3.712% 12/1/35 2,096 2,210
2,4 Fannie Mae Pool 3.766% 2/1/40 11,313 12,122
2,4 Fannie Mae Pool 3.831% 9/1/40 7,091 7,716
2,4 Fannie Mae Pool 4.024% 7/1/35 1,158 1,227
2,4 Fannie Mae Pool 4.205% 12/1/39 7,144 7,590
2,4,5 Fannie Mae Pool 4.392% 8/1/37 6,346 6,708
2,4 Fannie Mae Pool 4.494% 11/1/34 3,601 3,824

 

 

2,4 Fannie Mae Pool 4.582% 8/1/35 1,478 1,567
2,4,5 Fannie Mae Pool 4.850% 3/1/37 1,044 1,101
2,4,5 Fannie Mae Pool 4.870% 10/1/38 5,291 5,667
2,4 Fannie Mae Pool 4.875% 7/1/38 786 844
2,4,5 Fannie Mae Pool 4.985% 3/1/37 1,487 1,586
2,4 Fannie Mae Pool 4.998% 12/1/33 626 668
2,4 Fannie Mae Pool 5.015% 11/1/33 454 485
2,4 Fannie Mae Pool 5.098% 3/1/38 3,319 3,586
2,4,5 Fannie Mae Pool 5.190% 3/1/37 4,098 4,297
2,4 Fannie Mae Pool 5.208% 7/1/38 144 154
2,4 Fannie Mae Pool 5.227% 7/1/36 1,708 1,843
2,4 Fannie Mae Pool 5.364% 12/1/35 1,096 1,180
2,4 Fannie Mae Pool 5.412% 8/1/38 80 86
2,4 Fannie Mae Pool 5.490% 4/1/37 176 189
2,4 Fannie Mae Pool 5.582% 5/1/36 615 666
2,4,5 Fannie Mae Pool 5.613% 6/1/37 555 588
2,4,5 Fannie Mae Pool 5.659% 4/1/37 1,905 1,980
2,4 Fannie Mae Pool 5.713% 4/1/37 2,881 3,121
2,4 Fannie Mae Pool 5.739% 12/1/37 3,745 4,008
2,4,5 Fannie Mae Pool 5.874% 8/1/37 1,436 1,539
2,4 Fannie Mae Pool 5.880% 4/1/36 744 801
2,4 Fannie Mae Pool 5.906% 6/1/36 270 291
2,4 Fannie Mae Pool 5.921% 10/1/37 1,594 1,727
2,4 Fannie Mae Pool 5.948% 11/1/36 1,019 1,102
2,4 Fannie Mae Pool 5.988% 7/1/37 652 705
2,4,5 Fannie Mae Pool 6.246% 9/1/37 2,401 2,503
2,4,5 Freddie Mac Non Gold Pool 2.304% 1/1/37 1,247 1,316
2,4,5 Freddie Mac Non Gold Pool 2.364% 12/1/34 2,517 2,670
2,4,5 Freddie Mac Non Gold Pool 2.375% 11/1/34 1,437 1,514
2,4,5 Freddie Mac Non Gold Pool 2.518% 12/1/34 1,023 1,082
2,4,5 Freddie Mac Non Gold Pool 2.547% 4/1/35 86 92
2,4,5 Freddie Mac Non Gold Pool 2.580% 12/1/36 1,660 1,745
2,4,5 Freddie Mac Non Gold Pool 2.587% 3/1/36 2,143 2,295
2,4 Freddie Mac Non Gold Pool 2.623% 12/1/40 6,311 6,516
2,4,5 Freddie Mac Non Gold Pool 2.625% 6/1/37 1,401 1,495
2,4,5 Freddie Mac Non Gold Pool 2.631% 1/1/35 138 149
2,4 Freddie Mac Non Gold Pool 2.718% 12/1/40 10,982 11,356
2,4,5 Freddie Mac Non Gold Pool 2.745% 3/1/37 2,989 3,161
2,4,5 Freddie Mac Non Gold Pool 2.760% 3/1/37 56 60
2,4 Freddie Mac Non Gold Pool 2.764% 11/1/40 2,752 2,850
2,4 Freddie Mac Non Gold Pool 2.824% 1/1/41 7,177 7,396
2,4,5 Freddie Mac Non Gold Pool 2.876% 4/1/37 2,178 2,231
2,4 Freddie Mac Non Gold Pool 2.977% 2/1/41 7,662 7,979
2,4 Freddie Mac Non Gold Pool 3.075% 3/1/41 3,729 3,890
2,4,5 Freddie Mac Non Gold Pool 3.142% 3/1/37 52 54
2,4 Freddie Mac Non Gold Pool 3.150% 11/1/40 4,995 5,214
2,4 Freddie Mac Non Gold Pool 3.182% 7/1/35 893 941
2,4 Freddie Mac Non Gold Pool 3.270% 6/1/40 2,529 2,643
2,4 Freddie Mac Non Gold Pool 3.328% 4/1/40 6,438 6,731
2,4 Freddie Mac Non Gold Pool 3.352% 5/1/40 1,927 2,016
2,4 Freddie Mac Non Gold Pool 3.453% 5/1/40 2,105 2,204
2,4 Freddie Mac Non Gold Pool 3.506% 8/1/40 7,257 7,806
2,4 Freddie Mac Non Gold Pool 3.579% 11/1/39 7,825 8,201
2,4 Freddie Mac Non Gold Pool 3.603% 6/1/40 9,264 9,714
2,4 Freddie Mac Non Gold Pool 3.607% 6/1/40 3,568 3,748
2,4 Freddie Mac Non Gold Pool 3.622% 1/1/40 3,383 3,547
2,4 Freddie Mac Non Gold Pool 3.674% 9/1/40 6,498 6,821

 

 

2,4,5 Freddie Mac Non Gold Pool 3.824% 4/1/37 1,422 1,496
2,4 Freddie Mac Non Gold Pool 3.973% 3/1/40 10,142 10,687
2,4 Freddie Mac Non Gold Pool 4.788% 5/1/38 1,006 1,076
2,4 Freddie Mac Non Gold Pool 4.828% 4/1/37 2,233 2,306
2,4 Freddie Mac Non Gold Pool 4.874% 3/1/37 1,411 1,473
2,4 Freddie Mac Non Gold Pool 4.895% 12/1/35 7,181 7,582
2,4 Freddie Mac Non Gold Pool 4.913% 5/1/35 1,437 1,531
2,4 Freddie Mac Non Gold Pool 5.027% 10/1/36 3,035 3,289
2,4 Freddie Mac Non Gold Pool 5.042% 7/1/38 1,701 1,826
2,4 Freddie Mac Non Gold Pool 5.247% 3/1/38 2,403 2,599
2,4 Freddie Mac Non Gold Pool 5.371% 12/1/35 1,234 1,301
2,4 Freddie Mac Non Gold Pool 5.486% 1/1/38 2,851 3,074
2,4 Freddie Mac Non Gold Pool 5.529% 2/1/36 1,105 1,185
2,4 Freddie Mac Non Gold Pool 5.542% 3/1/37 736 792
2,4 Freddie Mac Non Gold Pool 5.615% 3/1/37 299 315
2,4 Freddie Mac Non Gold Pool 5.715% 6/1/37 1,944 2,031
2,4 Freddie Mac Non Gold Pool 5.727% 11/1/36 624 662
2,4 Freddie Mac Non Gold Pool 5.746% 5/1/36 1,781 1,900
2,4 Freddie Mac Non Gold Pool 5.748% 9/1/36 3,783 4,063
2,4 Freddie Mac Non Gold Pool 5.763% 3/1/37 965 1,041
2,4 Freddie Mac Non Gold Pool 5.782% 9/1/37 2,645 2,870
2,4 Freddie Mac Non Gold Pool 5.800% 6/1/37–10/1/37 4,698 4,966
2,4 Freddie Mac Non Gold Pool 5.812% 8/1/37 1,716 1,871
2,4 Freddie Mac Non Gold Pool 5.846% 5/1/37 5,113 5,545
2,4 Freddie Mac Non Gold Pool 5.886% 1/1/37 615 663
2,4 Freddie Mac Non Gold Pool 5.896% 6/1/37 869 909
2,4 Freddie Mac Non Gold Pool 5.912% 12/1/36 728 788
2,4 Freddie Mac Non Gold Pool 6.044% 12/1/36 1,220 1,325
2,4 Freddie Mac Non Gold Pool 6.069% 10/1/37 339 367
2,4 Freddie Mac Non Gold Pool 6.121% 8/1/37 697 756
2,4 Freddie Mac Non Gold Pool 6.397% 2/1/37 874 948
4,5 Ginnie Mae II Pool 2.375% 6/20/29 61 63
4 Ginnie Mae II Pool 2.500% 1/20/41–1/20/42 45,391 47,082
4 Ginnie Mae II Pool 3.000% 12/20/40–11/20/41 22,484 23,625
4 Ginnie Mae II Pool 3.500% 1/20/41 4,477 4,743
4 Ginnie Mae II Pool 4.000% 9/20/39–10/20/41 34,066 35,850
4 Ginnie Mae II Pool 4.500% 10/20/39 846 904
4 Ginnie Mae II Pool 5.000% 7/20/38–10/20/38 1,647 1,743
          581,351
Total U.S. Government and Agency Obligations (Cost $38,371,621)   39,433,818
Asset-Backed/Commercial Mortgage-Backed Securities (2.4%)      
4 Banc of America Merrill Lynch Commercial        
  Mortgage Inc. 4.050% 11/10/38 231 230
4 Banc of America Merrill Lynch Commercial        
  Mortgage Inc. 4.153% 11/10/38 1,800 1,859
4 Banc of America Merrill Lynch Commercial        
  Mortgage Inc. 5.544% 6/10/39 5,253 5,593
4 Banc of America Merrill Lynch Commercial        
  Mortgage Inc. 4.877% 7/10/42 14,840 15,601
4 Banc of America Merrill Lynch Commercial        
  Mortgage Inc. 5.075% 11/10/42 2,530 2,589
4 Banc of America Merrill Lynch Commercial        
  Mortgage Inc. 4.727% 7/10/43 1,655 1,752
4 Banc of America Merrill Lynch Commercial        
  Mortgage Inc. 4.857% 7/10/43 460 506

 

 

4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.118% 7/11/43 301 302
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.730% 5/10/45 7,560 8,656
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.766% 5/10/45 1,380 1,220
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.372% 9/10/45 9,085 10,252
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.421% 9/10/45 120 127
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.115% 10/10/45 4,765 5,341
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.120% 10/10/45 1,125 1,130
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.634% 7/10/46 8,720 9,854
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.695% 7/10/46 1,150 973
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.193% 9/10/47 2,505 2,677
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.193% 9/10/47 1,500 1,499
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.414% 9/10/47 5,105 5,681
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.448% 9/10/47 890 879
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 6.200% 2/10/51 12,600 14,739
4 Bear Stearns Commercial Mortgage        
Securities 5.540% 4/12/38 8,400 9,609
4 Bear Stearns Commercial Mortgage        
Securities 5.541% 4/12/38 1,500 1,624
4 Bear Stearns Commercial Mortgage        
Securities 4.830% 8/15/38 8,629 8,693
4 Bear Stearns Commercial Mortgage        
Securities 5.758% 9/11/38 2,225 2,371
4 Bear Stearns Commercial Mortgage        
Securities 5.451% 3/11/39 7,290 8,270
4 Bear Stearns Commercial Mortgage        
Securities 4.680% 8/13/39 8,810 9,117
4 Bear Stearns Commercial Mortgage        
Securities 4.740% 3/13/40 8,854 9,047
4 Bear Stearns Commercial Mortgage        
Securities 5.853% 6/11/40 5,183 5,213
4 Bear Stearns Commercial Mortgage        
Securities 5.718% 6/11/40 1,075 825
4 Bear Stearns Commercial Mortgage        
Securities 5.405% 12/11/40 3,175 3,572
4 Bear Stearns Commercial Mortgage        
Securities 5.200% 1/12/41 1,300 1,368
4 Bear Stearns Commercial Mortgage        
Securities 4.750% 6/11/41 1,970 1,884
4 Bear Stearns Commercial Mortgage        
Securities 5.582% 9/11/41 1,125 1,178
4 Bear Stearns Commercial Mortgage        
Securities 5.568% 10/12/41 3,675 3,897

 

 

4 Bear Stearns Commercial Mortgage        
Securities 4.825% 11/11/41 275 294
4 Bear Stearns Commercial Mortgage        
Securities 4.868% 11/11/41 990 1,013
4 Bear Stearns Commercial Mortgage        
Securities 4.933% 2/13/42 1,985 2,179
4 Bear Stearns Commercial Mortgage        
Securities 5.742% 9/11/42 8,100 9,517
4 Bear Stearns Commercial Mortgage        
Securities 5.793% 9/11/42 1,825 1,919
4 Bear Stearns Commercial Mortgage        
Securities 5.127% 10/12/42 1,811 1,822
4 Bear Stearns Commercial Mortgage        
Securities 5.145% 10/12/42 4,125 4,692
4 Bear Stearns Commercial Mortgage        
Securities 5.513% 1/12/45 2,475 2,579
4 Bear Stearns Commercial Mortgage        
Securities 5.613% 6/11/50 4,534 4,645
4 Bear Stearns Commercial Mortgage        
Securities 5.694% 6/11/50 14,180 16,151
4 Bear Stearns Commercial Mortgage        
Securities 5.700% 6/11/50 6,625 7,474
4 Bear Stearns Commercial Mortgage        
Securities 5.897% 6/11/50 3,650 3,876
4 Capital One Multi-Asset Execution Trust 5.050% 12/17/18 12,975 14,754
4 Capital One Multi-Asset Execution Trust 5.750% 7/15/20 6,690 7,996
4 Chase Issuance Trust 4.650% 3/15/15 11,375 11,762
4 Chase Issuance Trust 5.400% 7/15/15 3,325 3,519
6 Cie de Financement Foncier 2.125% 4/22/13 2,900 2,918
4 CIT Group Home Equity Loan Trust 6.200% 2/25/30 188 190
4 Citibank Credit Card Issuance Trust 4.900% 6/23/16 7,800 8,518
4 Citibank Credit Card Issuance Trust 4.850% 3/10/17 1,155 1,289
4 Citibank Credit Card Issuance Trust 4.150% 7/7/17 1,225 1,348
4 Citibank Credit Card Issuance Trust 5.650% 9/20/19 7,150 8,555
4 Citibank Credit Card Issuance Trust 5.350% 2/7/20 400 474
4 Citigroup Commercial Mortgage Trust 4.623% 10/15/41 1,125 1,138
4 Citigroup Commercial Mortgage Trust 4.830% 5/15/43 3,520 3,694
4 Citigroup Commercial Mortgage Trust 5.726% 3/15/49 6,300 7,135
4 Citigroup Commercial Mortgage Trust 5.431% 10/15/49 1,525 1,730
4 Citigroup Commercial Mortgage Trust 5.462% 10/15/49 1,435 1,500
4 Citigroup Commercial Mortgage Trust 5.482% 10/15/49 1,825 1,498
4 Citigroup Commercial Mortgage Trust 5.696% 12/10/49 8,475 9,704
4 Citigroup Commercial Mortgage Trust 5.696% 12/10/49 1,875 1,958
4 Citigroup Commercial Mortgage Trust 6.074% 12/10/49 8,810 10,151
4 Citigroup/Deutsche Bank Commercial        
Mortgage Trust 5.225% 7/15/44 6,975 7,829
4 Citigroup/Deutsche Bank Commercial        
Mortgage Trust 5.225% 7/15/44 2,475 2,647
4 Citigroup/Deutsche Bank Commercial        
Mortgage Trust 5.886% 11/15/44 7,000 8,034
4 Citigroup/Deutsche Bank Commercial        
Mortgage Trust 5.648% 10/15/48 4,150 4,080
4 Citigroup/Deutsche Bank Commercial        
Mortgage Trust 5.205% 12/11/49 7,141 7,150
4 Citigroup/Deutsche Bank Commercial        
Mortgage Trust 5.322% 12/11/49 6,395 7,007

 

 

4,6 Commercial Mortgage Lease-Backed        
  Certificates 6.746% 6/20/31 2,208 2,357
4 Commercial Mortgage Pass Through        
  Certificates 4.084% 6/10/38 2,700 2,756
4 Commercial Mortgage Pass Through        
  Certificates 4.715% 3/10/39 8,329 8,717
4 Commercial Mortgage Pass Through        
  Certificates 5.116% 6/10/44 11,980 13,388
4 Commercial Mortgage Pass Through        
  Certificates 5.750% 6/10/46 9,400 10,672
4 Commercial Mortgage Pass Through        
  Certificates 5.775% 6/10/46 1,815 1,920
4 Commercial Mortgage Pass Through        
  Certificates 5.248% 12/10/46 1,582 1,583
4 Commercial Mortgage Pass Through        
  Certificates 5.813% 12/10/49 6,825 7,903
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 4.750% 1/15/37 7,075 7,360
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 4.877% 4/15/37 325 329
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 5.014% 2/15/38 5,850 6,412
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 5.075% 2/15/38 1,325 1,346
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 3.936% 5/15/38 6,063 6,174
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 5.100% 8/15/38 520 554
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 5.100% 8/15/38 6,775 7,549
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 5.190% 8/15/38 1,375 1,374
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 5.230% 12/15/40 1,525 1,511
4 Credit Suisse Mortgage Capital Certificates 5.814% 6/15/38 5,675 6,381
4 Credit Suisse Mortgage Capital Certificates 5.814% 6/15/38 350 361
4 Credit Suisse Mortgage Capital Certificates 5.418% 2/15/39 10,725 12,000
4 Credit Suisse Mortgage Capital Certificates 5.419% 2/15/39 1,400 1,366
4 Credit Suisse Mortgage Capital Certificates 5.419% 2/15/39 2,800 3,014
4 Credit Suisse Mortgage Capital Certificates 5.713% 6/15/39 12,160 13,041
4 Credit Suisse Mortgage Capital Certificates 5.509% 9/15/39 550 540
4 Credit Suisse Mortgage Capital Certificates 5.311% 12/15/39 7,455 8,192
4 Credit Suisse Mortgage Capital Certificates 5.383% 2/15/40 2,830 2,949
4 CW Capital Cobalt Ltd. 5.815% 5/15/46 6,645 7,452
4 CW Capital Cobalt Ltd. 5.484% 4/15/47 1,975 2,127
4 Discover Card Master Trust 5.650% 12/15/15 12,320 13,010
4 Discover Card Master Trust 5.650% 3/16/20 4,776 5,694
4 First Union Commercial Mortgage Trust 6.599% 10/15/35 483 489
4 Ford Credit Auto Owner Trust 2.420% 11/15/14 2,200 2,235
4 Ford Credit Auto Owner Trust 2.150% 6/15/15 6,800 6,937
4 Ford Credit Auto Owner Trust 1.150% 6/15/17 3,525 3,532
4 GE Capital Commercial Mortgage Corp. 5.145% 7/10/37 3,925 4,048
4 GE Capital Commercial Mortgage Corp. 4.996% 12/10/37 4,183 4,245
4 GE Capital Commercial Mortgage Corp. 5.329% 3/10/44 2,825 2,880
4 GE Capital Commercial Mortgage Corp. 5.329% 3/10/44 11,475 12,883
4 GE Capital Commercial Mortgage Corp. 4.974% 7/10/45 4,460 4,976
4 GE Capital Commercial Mortgage Corp. 5.305% 11/10/45 2,725 2,836

 

 

4 GE Capital Commercial Mortgage Corp. 5.543% 12/10/49 4,300 4,718
4 GMAC Commercial Mortgage Securities Inc. 6.700% 4/15/34 21 20
4 GMAC Commercial Mortgage Securities Inc. 4.079% 5/10/36 1,200 1,216
4 GMAC Commercial Mortgage Securities Inc. 4.908% 3/10/38 825 868
4 GMAC Commercial Mortgage Securities Inc. 4.646% 4/10/40 71 72
4 GMAC Commercial Mortgage Securities Inc. 4.864% 12/10/41 3,175 3,373
4 GMAC Commercial Mortgage Securities Inc. 4.754% 5/10/43 575 606
4 Greenwich Capital Commercial Funding Corp. 4.948% 1/11/35 1,758 1,780
4 Greenwich Capital Commercial Funding Corp. 4.533% 1/5/36 89 90
4 Greenwich Capital Commercial Funding Corp. 4.915% 1/5/36 4,375 4,561
4 Greenwich Capital Commercial Funding Corp. 5.317% 6/10/36 4,875 5,175
4 Greenwich Capital Commercial Funding Corp. 5.117% 4/10/37 1,110 1,112
4 Greenwich Capital Commercial Funding Corp. 5.224% 4/10/37 7,925 8,638
4 Greenwich Capital Commercial Funding Corp. 5.277% 4/10/37 1,900 1,801
4 Greenwich Capital Commercial Funding Corp. 6.081% 7/10/38 2,275 2,588
4 Greenwich Capital Commercial Funding Corp. 5.883% 7/10/38 1,775 1,813
4 Greenwich Capital Commercial Funding Corp. 5.475% 3/10/39 640 623
4 Greenwich Capital Commercial Funding Corp. 4.799% 8/10/42 12,827 13,922
4 Greenwich Capital Commercial Funding Corp. 4.859% 8/10/42 1,775 1,861
4 GS Mortgage Securities Corp. II 5.506% 4/10/38 2,712 2,745
4 GS Mortgage Securities Corp. II 5.553% 4/10/38 7,850 8,723
4 GS Mortgage Securities Corp. II 5.622% 4/10/38 1,725 1,756
4 GS Mortgage Securities Corp. II 5.396% 8/10/38 8,575 9,179
4 GS Mortgage Securities Corp. II 4.608% 1/10/40 4,325 4,397
4 GS Mortgage Securities Corp. II 3.707% 8/10/44 1,500 1,570
4 GS Mortgage Securities Corp. II 3.482% 1/10/45 6,250 6,401
4 Honda Auto Receivables Owner Trust 1.800% 4/17/17 1,475 1,501
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.050% 12/12/34 2,846 2,880
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 4.654% 1/12/37 1,225 1,248
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 4.985% 1/12/37 3,275 3,348
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.255% 7/12/37 425 441
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.376% 7/12/37 1,943 1,954
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.366% 8/12/37 800 814
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 4.824% 9/12/37 427 427
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 4.879% 1/12/38 11,283 11,796
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 4.404% 1/12/39 4,625 4,826
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.575% 6/12/41 10,500 11,375
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 4.780% 7/15/42 1,535 1,620
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.323% 1/12/43 1,000 1,030
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.475% 4/15/43 2,850 3,203
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.445% 12/12/44 1,100 1,131
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.247% 12/15/44 1,480 1,604

 

 

4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.326% 12/15/44 585 590
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.871% 4/15/45 1,355 1,172
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.871% 4/15/45 9,120 10,469
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.871% 4/15/45 710 752
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.593% 5/12/45 4,180 4,367
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.440% 5/15/45 1,720 1,804
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.447% 5/15/45 4,715 4,939
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.440% 6/12/47 6,180 6,891
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.816% 6/15/49 5,610 6,131
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.794% 2/12/51 19,976 22,664
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.855% 2/12/51 2,435 2,444
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.891% 2/12/51 1,400 1,493
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.882% 2/15/51 6,620 7,494
4 LB-UBS Commercial Mortgage Trust 4.786% 10/15/29 6,975 7,412
4 LB-UBS Commercial Mortgage Trust 4.742% 2/15/30 4,850 5,235
4 LB-UBS Commercial Mortgage Trust 5.150% 4/15/30 2,845 3,099
4 LB-UBS Commercial Mortgage Trust 5.197% 11/15/30 6,855 7,645
4 LB-UBS Commercial Mortgage Trust 5.217% 2/15/31 925 988
4 LB-UBS Commercial Mortgage Trust 4.853% 9/15/31 7,045 7,104
4 LB-UBS Commercial Mortgage Trust 4.960% 12/15/31 2,163 2,210
4 LB-UBS Commercial Mortgage Trust 4.166% 5/15/32 10,700 10,909
4 LB-UBS Commercial Mortgage Trust 4.685% 7/15/32 620 639
4 LB-UBS Commercial Mortgage Trust 5.124% 11/15/32 6,425 6,696
4 LB-UBS Commercial Mortgage Trust 4.931% 9/15/35 9,600 9,929
4 LB-UBS Commercial Mortgage Trust 5.661% 3/15/39 13,965 15,689
4 LB-UBS Commercial Mortgage Trust 5.372% 9/15/39 1,250 1,418
4 LB-UBS Commercial Mortgage Trust 5.413% 9/15/39 1,176 1,250
4 LB-UBS Commercial Mortgage Trust 5.424% 2/15/40 3,900 4,379
4 LB-UBS Commercial Mortgage Trust 5.430% 2/15/40 7,800 8,599
4 LB-UBS Commercial Mortgage Trust 5.455% 2/15/40 1,700 1,725
4 LB-UBS Commercial Mortgage Trust 5.057% 9/15/40 750 748
4 LB-UBS Commercial Mortgage Trust 6.143% 4/15/41 13,125 15,287
4 LB-UBS Commercial Mortgage Trust 6.143% 4/15/41 1,970 1,988
4 LB-UBS Commercial Mortgage Trust 5.866% 9/15/45 12,345 14,008
4 Merrill Lynch Mortgage Trust 5.236% 11/12/35 6,360 6,679
4 Merrill Lynch Mortgage Trust 5.107% 7/12/38 636 676
4 Merrill Lynch Mortgage Trust 5.660% 5/12/39 9,440 10,876
4 Merrill Lynch Mortgage Trust 5.660% 5/12/39 625 659
4 Merrill Lynch Mortgage Trust 4.747% 6/12/43 890 976
4 Merrill Lynch Mortgage Trust 5.782% 8/12/43 1,965 2,049
4 Merrill Lynch Mortgage Trust 5.291% 1/12/44 8,790 9,941
4 Merrill Lynch Mortgage Trust 5.840% 6/12/50 15,155 17,060
4 Merrill Lynch Mortgage Trust 5.425% 2/12/51 1,138 1,156
4 Merrill Lynch Mortgage Trust 5.690% 2/12/51 7,450 8,518

 

 

4 Merrill Lynch/Countrywide Commercial        
Mortgage Trust 6.095% 6/12/46 12,675 14,641
4 Merrill Lynch/Countrywide Commercial        
Mortgage Trust 5.456% 7/12/46 300 308
4 Merrill Lynch/Countrywide Commercial        
Mortgage Trust 5.378% 8/12/48 7,615 8,174
4 Merrill Lynch/Countrywide Commercial        
Mortgage Trust 5.590% 9/12/49 1,818 1,828
4 Merrill Lynch/Countrywide Commercial        
Mortgage Trust 5.700% 9/12/49 10,995 11,971
4 Merrill Lynch/Countrywide Commercial        
Mortgage Trust 5.204% 12/12/49 1,225 1,194
4 Morgan Stanley Capital I 4.970% 4/14/40 4,040 4,273
4 Morgan Stanley Capital I 5.110% 6/15/40 9,025 9,607
4 Morgan Stanley Capital I 5.030% 6/13/41 1,319 1,340
4 Morgan Stanley Capital I 5.270% 6/13/41 2,185 2,309
4 Morgan Stanley Capital I 5.813% 8/12/41 775 844
4 Morgan Stanley Capital I 5.328% 11/12/41 4,385 4,949
4 Morgan Stanley Capital I 5.360% 11/12/41 2,626 2,662
4 Morgan Stanley Capital I 4.780% 12/13/41 6,390 6,916
4 Morgan Stanley Capital I 4.840% 12/13/41 515 518
4 Morgan Stanley Capital I 4.970% 12/15/41 7,440 7,766
4 Morgan Stanley Capital I 5.168% 1/14/42 1,500 1,639
4 Morgan Stanley Capital I 5.640% 6/11/42 9,080 10,612
4 Morgan Stanley Capital I 5.640% 6/11/42 2,475 2,651
4 Morgan Stanley Capital I 4.989% 8/13/42 13,445 14,854
4 Morgan Stanley Capital I 5.073% 8/13/42 1,595 1,586
4 Morgan Stanley Capital I 5.230% 9/15/42 11,050 12,472
4 Morgan Stanley Capital I 5.730% 10/15/42 4,080 4,620
4 Morgan Stanley Capital I 5.735% 10/15/42 225 244
4 Morgan Stanley Capital I 5.735% 10/15/42 1,750 1,710
4 Morgan Stanley Capital I 5.201% 11/14/42 7,950 8,902
4 Morgan Stanley Capital I 6.278% 1/11/43 11,770 14,107
4 Morgan Stanley Capital I 5.332% 12/15/43 8,360 9,485
4 Morgan Stanley Capital I 5.418% 3/12/44 11,925 13,519
4 Morgan Stanley Capital I 5.467% 3/12/44 2,503 2,626
4 Morgan Stanley Capital I 5.773% 7/12/44 3,425 3,751
4 Morgan Stanley Capital I 5.793% 7/12/44 1,475 1,454
4 Morgan Stanley Capital I 3.244% 3/15/45 6,000 5,987
4 Morgan Stanley Capital I 4.660% 9/13/45 2,465 2,568
4 Morgan Stanley Capital I 4.985% 6/12/47 1,580 1,600
4 Morgan Stanley Capital I 5.654% 4/15/49 1,405 1,501
4 Morgan Stanley Capital I 5.692% 4/15/49 10,255 11,277
4 Morgan Stanley Capital I 5.544% 11/12/49 1,650 1,777
4 Morgan Stanley Capital I 5.809% 12/12/49 6,050 6,938
4 Morgan Stanley Capital I 6.108% 12/12/49 1,975 2,100
4 Morgan Stanley Capital I 5.090% 10/12/52 863 861
4 Morgan Stanley Capital I 5.204% 10/12/52 2,775 2,942
4 Morgan Stanley Capital I 4.770% 7/15/56 1,345 1,351
4 Morgan Stanley Dean Witter Capital I 6.390% 7/15/33 67 67
4 Morgan Stanley Dean Witter Capital I 4.920% 3/12/35 13,650 13,932
4 Morgan Stanley Dean Witter Capital I 4.740% 11/13/36 11,780 11,974
4 Nissan Auto Receivables Owner Trust 5.050% 11/17/14 929 938
6 Northern Rock Asset Management plc 5.625% 6/22/17 1,075 1,145
4 PSE&G Transition Funding LLC 6.890% 12/15/17 6,975 8,205
4 Public Service New Hampshire Funding LLC 6.480% 5/1/15 122 126
4 TIAA Seasoned Commercial Mortgage Trust 5.656% 8/15/39 1,385 1,464

 

 

4 Wachovia Bank Commercial Mortgage Trust 4.980% 11/15/34 143 145
4 Wachovia Bank Commercial Mortgage Trust 4.867% 2/15/35 508 517
4 Wachovia Bank Commercial Mortgage Trust 5.125% 8/15/35 1,100 1,140
4 Wachovia Bank Commercial Mortgage Trust 4.964% 11/15/35 5,075 5,307
4 Wachovia Bank Commercial Mortgage Trust 4.748% 2/15/41 7,034 7,389
4 Wachovia Bank Commercial Mortgage Trust 5.317% 7/15/41 11,150 11,914
4 Wachovia Bank Commercial Mortgage Trust 4.803% 10/15/41 10,325 10,846
4 Wachovia Bank Commercial Mortgage Trust 5.083% 3/15/42 7,030 7,723
4 Wachovia Bank Commercial Mortgage Trust 5.224% 3/15/42 625 634
4 Wachovia Bank Commercial Mortgage Trust 5.118% 7/15/42 3,520 3,915
4 Wachovia Bank Commercial Mortgage Trust 5.737% 5/15/43 7,320 8,344
4 Wachovia Bank Commercial Mortgage Trust 4.699% 5/15/44 4,900 5,393
4 Wachovia Bank Commercial Mortgage Trust 4.750% 5/15/44 665 711
4 Wachovia Bank Commercial Mortgage Trust 4.793% 5/15/44 1,350 1,317
4 Wachovia Bank Commercial Mortgage Trust 5.205% 10/15/44 535 545
4 Wachovia Bank Commercial Mortgage Trust 5.205% 10/15/44 10,320 11,441
4 Wachovia Bank Commercial Mortgage Trust 5.271% 12/15/44 10,300 11,532
4 Wachovia Bank Commercial Mortgage Trust 5.321% 12/15/44 475 509
4 Wachovia Bank Commercial Mortgage Trust 5.968% 6/15/45 475 503
4 Wachovia Bank Commercial Mortgage Trust 5.765% 7/15/45 7,115 8,031
4 Wachovia Bank Commercial Mortgage Trust 5.679% 10/15/48 2,397 2,620
4 Wachovia Bank Commercial Mortgage Trust 5.313% 11/15/48 5,275 5,652
4 Wachovia Bank Commercial Mortgage Trust 5.339% 11/15/48 2,400 2,468
4 WF-RBS Commercial Mortgage Trust 3.440% 4/15/45 3,875 3,914
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $1,124,915)   1,322,318
Corporate Bonds (20.7%)        
Finance (7.1%)        
Banking (4.7%)        
4 Abbey National Capital Trust I 8.963% 12/29/49 3,275 3,290
Abbey National Treasury Services plc 2.875% 4/25/14 2,475 2,464
Abbey National Treasury Services plc 4.000% 4/27/16 3,635 3,620
American Express Bank FSB 5.500% 4/16/13 3,275 3,427
American Express Bank FSB 6.000% 9/13/17 625 730
American Express Centurion Bank 5.950% 6/12/17 650 753
American Express Centurion Bank 6.000% 9/13/17 10,325 12,062
American Express Co. 4.875% 7/15/13 1,575 1,648
American Express Co. 7.250% 5/20/14 1,250 1,403
American Express Co. 5.500% 9/12/16 1,025 1,157
American Express Co. 6.150% 8/28/17 2,715 3,193
American Express Co. 7.000% 3/19/18 7,625 9,348
American Express Co. 8.125% 5/20/19 2,470 3,227
American Express Co. 8.150% 3/19/38 2,335 3,434
4 American Express Co. 6.800% 9/1/66 2,825 2,889
American Express Credit Corp. 5.875% 5/2/13 3,765 3,960
American Express Credit Corp. 7.300% 8/20/13 15,300 16,554
American Express Credit Corp. 5.125% 8/25/14 5,990 6,516
American Express Credit Corp. 2.750% 9/15/15 7,715 8,004
American Express Credit Corp. 5.300% 12/2/15 2,000 2,242
American Express Credit Corp. 2.800% 9/19/16 11,305 11,602
American Express Credit Corp. 2.375% 3/24/17 16,200 16,273
Associates Corp. of North America 6.950% 11/1/18 100 112
Banco Santander Chile 2.875% 11/13/12 675 675
BanColombia SA 4.250% 1/12/16 2,700 2,823
Bank of America Corp. 4.900% 5/1/13 6,450 6,641
Bank of America Corp. 7.375% 5/15/14 4,650 5,046
Bank of America Corp. 5.375% 6/15/14 800 840
Bank of America Corp. 5.125% 11/15/14 2,510 2,624

 

 

Bank of America Corp. 4.500% 4/1/15 23,170 23,990
Bank of America Corp. 4.750% 8/1/15 275 287
Bank of America Corp. 3.700% 9/1/15 670 676
Bank of America Corp. 5.250% 12/1/15 1,225 1,279
Bank of America Corp. 3.625% 3/17/16 15,275 15,239
Bank of America Corp. 3.750% 7/12/16 8,695 8,733
Bank of America Corp. 6.500% 8/1/16 32,070 35,185
Bank of America Corp. 5.750% 8/15/16 3,250 3,397
Bank of America Corp. 7.800% 9/15/16 5,000 5,577
Bank of America Corp. 5.625% 10/14/16 14,700 15,650
Bank of America Corp. 5.420% 3/15/17 7,425 7,564
Bank of America Corp. 3.875% 3/22/17 500 501
Bank of America Corp. 6.000% 9/1/17 400 433
Bank of America Corp. 5.750% 12/1/17 2,380 2,544
Bank of America Corp. 5.650% 5/1/18 11,765 12,523
Bank of America Corp. 7.625% 6/1/19 4,620 5,320
Bank of America Corp. 5.625% 7/1/20 17,665 18,376
Bank of America Corp. 5.875% 1/5/21 6,890 7,287
Bank of America Corp. 5.000% 5/13/21 795 797
Bank of America Corp. 5.700% 1/24/22 2,550 2,697
Bank of America Corp. 5.875% 2/7/42 11,050 10,981
Bank of America NA 5.300% 3/15/17 13,400 13,986
Bank of America NA 6.100% 6/15/17 1,975 2,117
Bank of America NA 6.000% 10/15/36 2,225 2,211
Bank of Montreal 2.125% 6/28/13 4,990 5,087
Bank of Montreal 2.500% 1/11/17 10,225 10,419
Bank of New York Mellon Corp. 4.500% 4/1/13 525 545
Bank of New York Mellon Corp. 4.300% 5/15/14 5,145 5,509
Bank of New York Mellon Corp. 1.200% 2/20/15 1,700 1,700
Bank of New York Mellon Corp. 4.950% 3/15/15 2,325 2,548
Bank of New York Mellon Corp. 2.500% 1/15/16 4,050 4,152
Bank of New York Mellon Corp. 2.300% 7/28/16 295 301
Bank of New York Mellon Corp. 2.400% 1/17/17 725 742
Bank of New York Mellon Corp. 5.450% 5/15/19 3,645 4,208
Bank of New York Mellon Corp. 4.600% 1/15/20 6,975 7,728
Bank of New York Mellon Corp. 3.550% 9/23/21 2,900 2,958
Bank of Nova Scotia 2.375% 12/17/13 7,250 7,452
Bank of Nova Scotia 1.850% 1/12/15 10,220 10,454
Bank of Nova Scotia 3.400% 1/22/15 265 281
Bank of Nova Scotia 2.050% 10/7/15 1,900 1,955
Bank of Nova Scotia 2.900% 3/29/16 145 151
Bank of Nova Scotia 2.550% 1/12/17 1,755 1,802
Bank of Nova Scotia 4.375% 1/13/21 1,570 1,701
6 Bank of Tokyo-Mitsubishi UFJ Ltd. 2.450% 9/11/15 4,000 4,072
Bank One Corp. 4.900% 4/30/15 975 1,044
Bank One Corp. 7.625% 10/15/26 425 506
Bank One Corp. 8.000% 4/29/27 2,500 3,099
Barclays Bank plc 5.200% 7/10/14 23,220 24,598
Barclays Bank plc 2.750% 2/23/15 4,375 4,407
Barclays Bank plc 3.900% 4/7/15 3,745 3,906
Barclays Bank plc 5.000% 9/22/16 3,390 3,651
Barclays Bank plc 6.750% 5/22/19 3,040 3,515
Barclays Bank plc 5.125% 1/8/20 2,865 3,015
Barclays Bank plc 5.140% 10/14/20 4,745 4,570
BB&T Capital Trust II 6.750% 6/7/36 2,675 2,682
4 BB&T Capital Trust IV 6.820% 6/12/77 1,600 1,608
BB&T Corp. 2.050% 4/28/14 3,280 3,342

 

 

BB&T Corp. 5.700% 4/30/14 970 1,062
BB&T Corp. 5.200% 12/23/15 9,270 10,237
BB&T Corp. 3.200% 3/15/16 4,670 4,909
BB&T Corp. 2.150% 3/22/17 3,800 3,786
BB&T Corp. 4.900% 6/30/17 100 110
BB&T Corp. 5.250% 11/1/19 4,350 4,782
BB&T Corp. 3.950% 3/22/22 1,770 1,773
BBVA US Senior SAU 3.250% 5/16/14 4,625 4,611
Bear Stearns Cos. LLC 5.700% 11/15/14 9,825 10,781
Bear Stearns Cos. LLC 5.300% 10/30/15 5,900 6,502
Bear Stearns Cos. LLC 5.550% 1/22/17 2,200 2,428
Bear Stearns Cos. LLC 6.400% 10/2/17 2,650 3,093
Bear Stearns Cos. LLC 7.250% 2/1/18 4,580 5,537
Bear Stearns Cos. LLC 4.650% 7/2/18 425 455
BNP Paribas SA 3.250% 3/11/15 12,105 12,254
BNP Paribas SA 3.600% 2/23/16 5,770 5,831
BNP Paribas SA 5.000% 1/15/21 10,365 10,459
BNY Mellon NA 4.750% 12/15/14 3,350 3,617
Branch Banking & Trust Co. 5.625% 9/15/16 1,875 2,122
Canadian Imperial Bank of Commerce 1.450% 9/13/13 1,565 1,581
Canadian Imperial Bank of Commerce 2.350% 12/11/15 1,120 1,150
Capital One Bank USA NA 6.500% 6/13/13 1,150 1,213
Capital One Bank USA NA 8.800% 7/15/19 10,900 13,347
Capital One Financial Corp. 7.375% 5/23/14 645 715
Capital One Financial Corp. 2.125% 7/15/14 3,395 3,413
Capital One Financial Corp. 5.500% 6/1/15 6,650 7,269
Capital One Financial Corp. 3.150% 7/15/16 6,545 6,692
Capital One Financial Corp. 6.150% 9/1/16 3,150 3,479
Capital One Financial Corp. 5.250% 2/21/17 1,075 1,147
Capital One Financial Corp. 6.750% 9/15/17 1,720 2,033
Capital One Financial Corp. 4.750% 7/15/21 1,545 1,625
4,6 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 4,025 4,560
Citigroup Inc. 5.300% 10/17/12 5,300 5,416
Citigroup Inc. 5.500% 4/11/13 16,720 17,351
Citigroup Inc. 6.500% 8/19/13 7,245 7,669
Citigroup Inc. 6.000% 12/13/13 17,625 18,631
Citigroup Inc. 5.125% 5/5/14 825 866
Citigroup Inc. 6.375% 8/12/14 6,510 7,056
Citigroup Inc. 5.000% 9/15/14 9,120 9,432
Citigroup Inc. 6.010% 1/15/15 3,635 3,944
Citigroup Inc. 2.650% 3/2/15 11,900 11,877
Citigroup Inc. 4.750% 5/19/15 5,635 5,932
Citigroup Inc. 4.700% 5/29/15 1,000 1,059
Citigroup Inc. 4.587% 12/15/15 7,345 7,724
Citigroup Inc. 5.300% 1/7/16 5,550 5,970
Citigroup Inc. 3.953% 6/15/16 3,965 4,074
Citigroup Inc. 5.850% 8/2/16 265 289
Citigroup Inc. 4.450% 1/10/17 10,650 11,143
Citigroup Inc. 5.500% 2/15/17 8,660 9,073
Citigroup Inc. 6.000% 8/15/17 4,325 4,807
Citigroup Inc. 6.125% 11/21/17 15,960 17,825
Citigroup Inc. 6.125% 5/15/18 13,653 15,182
Citigroup Inc. 8.500% 5/22/19 18,500 22,804
Citigroup Inc. 5.375% 8/9/20 10,664 11,413
Citigroup Inc. 4.500% 1/14/22 12,400 12,475
Citigroup Inc. 6.625% 6/15/32 1,925 1,971
Citigroup Inc. 5.875% 2/22/33 3,705 3,503

 

 

Citigroup Inc. 6.000% 10/31/33 4,050 3,871
Citigroup Inc. 5.850% 12/11/34 1,005 1,040
Citigroup Inc. 6.125% 8/25/36 6,060 5,784
Citigroup Inc. 5.875% 5/29/37 4,550 4,693
Citigroup Inc. 6.875% 3/5/38 18,066 20,788
Citigroup Inc. 8.125% 7/15/39 1,575 2,040
Citigroup Inc. 5.875% 1/30/42 2,825 2,916
Comerica Bank 5.750% 11/21/16 3,775 4,242
Comerica Bank 5.200% 8/22/17 2,800 3,068
Comerica Inc. 4.800% 5/1/15 2,600 2,697
Commonwealth Bank of Australia 1.950% 3/16/15 7,200 7,250
Compass Bank 6.400% 10/1/17 900 930
Compass Bank 5.900% 4/1/26 650 590
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 2.125% 10/13/15 7,630 7,686
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 3.375% 1/19/17 3,700 3,778
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 4.500% 1/11/21 12,265 12,667
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 3.875% 2/8/22 10,750 10,410
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 5.250% 5/24/41 3,465 3,554
Countrywide Financial Corp. 6.250% 5/15/16 450 469
Credit Suisse 5.000% 5/15/13 13,550 14,066
Credit Suisse 2.200% 1/14/14 7,625 7,698
Credit Suisse 5.500% 5/1/14 7,790 8,368
Credit Suisse 3.500% 3/23/15 11,985 12,466
Credit Suisse 6.000% 2/15/18 12,965 13,999
Credit Suisse 5.300% 8/13/19 9,750 10,713
Credit Suisse 5.400% 1/14/20 4,575 4,736
Credit Suisse 4.375% 8/5/20 4,250 4,416
Credit Suisse USA Inc. 5.500% 8/15/13 2,575 2,705
Credit Suisse USA Inc. 5.125% 1/15/14 625 663
Credit Suisse USA Inc. 4.875% 1/15/15 2,935 3,179
Credit Suisse USA Inc. 5.125% 8/15/15 4,265 4,673
Credit Suisse USA Inc. 5.375% 3/2/16 855 948
Credit Suisse USA Inc. 7.125% 7/15/32 7,710 9,326
Deutsche Bank AG 4.875% 5/20/13 6,090 6,315
Deutsche Bank AG 3.875% 8/18/14 145 152
Deutsche Bank AG 3.450% 3/30/15 5,900 6,119
Deutsche Bank AG 3.250% 1/11/16 11,195 11,443
Deutsche Bank AG 6.000% 9/1/17 15,190 17,231
Deutsche Bank Financial LLC 5.375% 3/2/15 4,545 4,695
Discover Bank 7.000% 4/15/20 1,350 1,549
Fifth Third Bancorp 6.250% 5/1/13 690 726
Fifth Third Bancorp 3.625% 1/25/16 9,525 10,029
Fifth Third Bancorp 4.500% 6/1/18 725 762
Fifth Third Bancorp 3.500% 3/15/22 5,775 5,618
Fifth Third Bancorp 8.250% 3/1/38 6,246 8,274
Fifth Third Bank 4.750% 2/1/15 2,800 2,991
First Horizon National Corp. 5.375% 12/15/15 7,350 7,808
First Niagara Financial Group Inc. 6.750% 3/19/20 675 739
First Niagara Financial Group Inc. 7.250% 12/15/21 440 473
First Tennessee Bank NA 5.050% 1/15/15 3,574 3,657
FleetBoston Financial Corp. 6.700% 7/15/28 5,400 5,213
Goldman Sachs Capital I 6.345% 2/15/34 5,375 5,093

 

 

Goldman Sachs Group Inc. 4.750% 7/15/13 7,425 7,682
Goldman Sachs Group Inc. 5.250% 10/15/13 13,485 14,109
Goldman Sachs Group Inc. 5.150% 1/15/14 3,125 3,287
Goldman Sachs Group Inc. 6.000% 5/1/14 11,620 12,430
Goldman Sachs Group Inc. 5.000% 10/1/14 11,175 11,813
Goldman Sachs Group Inc. 5.125% 1/15/15 8,040 8,566
Goldman Sachs Group Inc. 3.700% 8/1/15 2,510 2,556
Goldman Sachs Group Inc. 5.350% 1/15/16 19,725 21,035
Goldman Sachs Group Inc. 3.625% 2/7/16 13,835 13,833
Goldman Sachs Group Inc. 5.750% 10/1/16 5,555 6,011
Goldman Sachs Group Inc. 5.625% 1/15/17 4,570 4,819
Goldman Sachs Group Inc. 6.250% 9/1/17 8,980 9,853
Goldman Sachs Group Inc. 5.950% 1/18/18 6,215 6,693
Goldman Sachs Group Inc. 6.150% 4/1/18 7,225 7,794
Goldman Sachs Group Inc. 7.500% 2/15/19 3,255 3,712
Goldman Sachs Group Inc. 5.375% 3/15/20 16,640 16,858
Goldman Sachs Group Inc. 6.000% 6/15/20 20,390 21,436
Goldman Sachs Group Inc. 5.250% 7/27/21 5,725 5,654
Goldman Sachs Group Inc. 5.750% 1/24/22 13,025 13,396
Goldman Sachs Group Inc. 5.950% 1/15/27 4,795 4,743
Goldman Sachs Group Inc. 6.125% 2/15/33 15,965 15,771
Goldman Sachs Group Inc. 6.450% 5/1/36 2,175 2,100
Goldman Sachs Group Inc. 6.750% 10/1/37 20,705 20,143
Goldman Sachs Group Inc. 6.250% 2/1/41 12,055 11,881
6 HBOS plc 6.750% 5/21/18 2,075 1,925
HSBC Bank USA NA 4.625% 4/1/14 13,370 14,044
HSBC Bank USA NA 4.875% 8/24/20 4,275 4,379
HSBC Bank USA NA 5.875% 11/1/34 1,825 1,915
HSBC Bank USA NA 5.625% 8/15/35 1,225 1,239
HSBC Bank USA NA 7.000% 1/15/39 1,025 1,199
HSBC Holdings plc 5.100% 4/5/21 10,895 11,784
HSBC Holdings plc 4.875% 1/14/22 2,350 2,491
HSBC Holdings plc 4.000% 3/30/22 125 124
HSBC Holdings plc 7.625% 5/17/32 325 363
HSBC Holdings plc 7.350% 11/27/32 600 650
HSBC Holdings plc 6.500% 5/2/36 8,215 9,175
HSBC Holdings plc 6.500% 9/15/37 16,515 18,495
HSBC Holdings plc 6.800% 6/1/38 2,325 2,681
HSBC Holdings plc 6.100% 1/14/42 2,225 2,616
HSBC USA Inc. 2.375% 2/13/15 10,500 10,563
HSBC USA Inc. 5.000% 9/27/20 855 870
Huntington Bancshares Inc. 7.000% 12/15/20 3,950 4,468
JP Morgan Chase Capital XVII 5.850% 8/1/35 250 247
4 JP Morgan Chase Capital XVIII 6.950% 8/1/66 900 907
4 JP Morgan Chase Capital XX 6.550% 9/15/66 2,490 2,469
4 JP Morgan Chase Capital XXII 6.450% 1/15/87 8,430 8,430
JP Morgan Chase Capital XXV 6.800% 10/1/37 3,440 3,416
JPMorgan Chase & Co. 4.750% 5/1/13 9,520 9,911
JPMorgan Chase & Co. 1.650% 9/30/13 8,050 8,145
JPMorgan Chase & Co. 2.050% 1/24/14 8,050 8,191
JPMorgan Chase & Co. 4.875% 3/15/14 8,800 9,352
JPMorgan Chase & Co. 4.650% 6/1/14 22,065 23,517
JPMorgan Chase & Co. 5.125% 9/15/14 15,490 16,599
JPMorgan Chase & Co. 3.700% 1/20/15 13,475 14,181
JPMorgan Chase & Co. 4.750% 3/1/15 4,625 5,022
JPMorgan Chase & Co. 1.875% 3/20/15 6,575 6,588
JPMorgan Chase & Co. 5.250% 5/1/15 5,525 5,994

 

 

JPMorgan Chase & Co. 3.400% 6/24/15 790 825
JPMorgan Chase & Co. 5.150% 10/1/15 8,195 8,955
JPMorgan Chase & Co. 2.600% 1/15/16 4,525 4,566
JPMorgan Chase & Co. 3.450% 3/1/16 1,420 1,480
JPMorgan Chase & Co. 3.150% 7/5/16 8,545 8,799
JPMorgan Chase & Co. 6.125% 6/27/17 3,325 3,775
JPMorgan Chase & Co. 6.000% 1/15/18 13,385 15,480
JPMorgan Chase & Co. 6.300% 4/23/19 15,560 18,029
JPMorgan Chase & Co. 4.400% 7/22/20 1,295 1,345
JPMorgan Chase & Co. 4.250% 10/15/20 725 738
JPMorgan Chase & Co. 4.625% 5/10/21 815 848
JPMorgan Chase & Co. 4.350% 8/15/21 21,665 22,147
JPMorgan Chase & Co. 4.500% 1/24/22 4,450 4,614
JPMorgan Chase & Co. 6.400% 5/15/38 31,015 36,750
JPMorgan Chase & Co. 5.500% 10/15/40 5,350 5,780
JPMorgan Chase & Co. 5.600% 7/15/41 4,950 5,364
JPMorgan Chase & Co. 5.400% 1/6/42 3,175 3,366
JPMorgan Chase Bank NA 5.875% 6/13/16 7,950 8,791
JPMorgan Chase Bank NA 6.000% 10/1/17 2,490 2,848
JPMorgan Chase Capital XXVII 7.000% 11/1/39 7,440 7,431
KeyBank NA 5.800% 7/1/14 850 921
KeyBank NA 5.450% 3/3/16 2,500 2,740
KeyCorp 6.500% 5/14/13 1,500 1,584
KeyCorp 5.100% 3/24/21 6,490 7,152
6 Lloyds TSB Bank plc 4.375% 1/12/15 3,650 3,739
Lloyds TSB Bank plc 4.875% 1/21/16 7,170 7,432
Lloyds TSB Bank plc 4.200% 3/28/17 5,050 5,077
6 Lloyds TSB Bank plc 5.800% 1/13/20 3,950 4,064
Lloyds TSB Bank plc 6.375% 1/21/21 7,350 7,888
M&I Marshall & Ilsley Bank 4.850% 6/16/15 350 374
M&I Marshall & Ilsley Bank 5.000% 1/17/17 1,190 1,285
Manufacturers & Traders Trust Co. 6.625% 12/4/17 2,475 2,838
4 Manufacturers & Traders Trust Co. 5.585% 12/28/20 100 97
MBNA Corp. 5.000% 6/15/15 1,425 1,482
Mellon Funding Corp. 5.000% 12/1/14 875 952
Merrill Lynch & Co. Inc. 6.150% 4/25/13 7,200 7,484
Merrill Lynch & Co. Inc. 5.000% 2/3/14 5,325 5,504
Merrill Lynch & Co. Inc. 5.450% 7/15/14 1,665 1,744
Merrill Lynch & Co. Inc. 5.000% 1/15/15 11,281 11,768
Merrill Lynch & Co. Inc. 6.050% 5/16/16 1,730 1,803
Merrill Lynch & Co. Inc. 5.700% 5/2/17 9,035 9,247
Merrill Lynch & Co. Inc. 6.400% 8/28/17 11,055 12,063
Merrill Lynch & Co. Inc. 6.875% 4/25/18 17,595 19,534
Merrill Lynch & Co. Inc. 6.500% 7/15/18 1,100 1,186
Merrill Lynch & Co. Inc. 6.220% 9/15/26 2,312 2,345
Merrill Lynch & Co. Inc. 6.110% 1/29/37 1,065 1,008
Merrill Lynch & Co. Inc. 7.750% 5/14/38 15,255 16,696
Morgan Stanley 6.750% 10/15/13 200 211
Morgan Stanley 2.875% 1/24/14 19,900 19,825
Morgan Stanley 4.750% 4/1/14 14,430 14,636
Morgan Stanley 6.000% 5/13/14 12,050 12,624
Morgan Stanley 2.875% 7/28/14 1,050 1,045
Morgan Stanley 4.200% 11/20/14 3,370 3,399
Morgan Stanley 4.100% 1/26/15 3,300 3,308
Morgan Stanley 6.000% 4/28/15 5,135 5,374
Morgan Stanley 5.375% 10/15/15 10,660 11,011
Morgan Stanley 3.450% 11/2/15 24,800 24,261

 

 

Morgan Stanley 3.800% 4/29/16 1,215 1,182
Morgan Stanley 5.750% 10/18/16 4,700 4,900
Morgan Stanley 5.450% 1/9/17 3,815 3,906
Morgan Stanley 4.750% 3/22/17 8,250 8,232
Morgan Stanley 5.550% 4/27/17 1,375 1,415
Morgan Stanley 5.950% 12/28/17 5,690 5,879
Morgan Stanley 6.625% 4/1/18 7,565 7,963
Morgan Stanley 7.300% 5/13/19 13,185 14,187
Morgan Stanley 5.625% 9/23/19 25,555 25,193
Morgan Stanley 5.500% 1/26/20 2,750 2,681
Morgan Stanley 5.500% 7/24/20 2,150 2,101
Morgan Stanley 5.750% 1/25/21 11,940 11,720
Morgan Stanley 5.500% 7/28/21 3,125 3,042
Morgan Stanley 6.250% 8/9/26 8,475 8,426
Morgan Stanley 7.250% 4/1/32 7,545 8,254
National Australia Bank 2.000% 3/9/15 3,800 3,797
National Australia Bank 2.750% 3/9/17 3,800 3,772
National City Bank 4.625% 5/1/13 725 753
National City Corp. 4.900% 1/15/15 850 931
National City Corp. 6.875% 5/15/19 4,965 5,774
Northern Trust Co. 6.500% 8/15/18 425 520
Northern Trust Corp. 5.500% 8/15/13 425 452
Northern Trust Corp. 4.625% 5/1/14 1,025 1,101
Paribas 6.950% 7/22/13 325 338
PNC Bank NA 4.875% 9/21/17 3,575 3,888
PNC Bank NA 6.000% 12/7/17 325 372
PNC Funding Corp. 3.000% 5/19/14 145 150
PNC Funding Corp. 3.625% 2/8/15 235 250
PNC Funding Corp. 4.250% 9/21/15 650 707
PNC Funding Corp. 5.250% 11/15/15 7,550 8,382
PNC Funding Corp. 2.700% 9/19/16 1,945 2,006
PNC Funding Corp. 5.625% 2/1/17 325 363
PNC Funding Corp. 6.700% 6/10/19 6,475 7,872
PNC Funding Corp. 5.125% 2/8/20 5,700 6,447
PNC Funding Corp. 4.375% 8/11/20 6,150 6,666
PNC Funding Corp. 3.300% 3/8/22 11,000 10,815
Royal Bank of Canada 2.100% 7/29/13 6,200 6,322
Royal Bank of Canada 1.450% 10/30/14 160 162
Royal Bank of Canada 1.150% 3/13/15 2,475 2,471
Royal Bank of Canada 2.625% 12/15/15 5,600 5,855
Royal Bank of Canada 2.875% 4/19/16 2,075 2,168
Royal Bank of Canada 2.300% 7/20/16 9,255 9,481
Royal Bank of Scotland Group plc 6.400% 10/21/19 8,505 8,934
Royal Bank Of Scotland NV 4.650% 6/4/18 100 98
Royal Bank of Scotland plc 3.400% 8/23/13 5,020 5,085
Royal Bank of Scotland plc 3.250% 1/11/14 6,525 6,621
6 Royal Bank of Scotland plc 4.875% 8/25/14 1,800 1,869
Royal Bank of Scotland plc 4.875% 3/16/15 4,790 4,965
Royal Bank of Scotland plc 3.950% 9/21/15 795 804
Royal Bank of Scotland plc 4.375% 3/16/16 12,655 12,976
Royal Bank of Scotland plc 5.625% 8/24/20 9,205 9,549
Royal Bank of Scotland plc 6.125% 1/11/21 3,280 3,510
Santander Holdings USA Inc. 4.625% 4/19/16 4,225 4,279
Santander UK plc 7.950% 10/26/29 590 602
SouthTrust Corp. 5.800% 6/15/14 750 810
Sovereign Bank 8.750% 5/30/18 675 790
State Street Bank and Trust Co. 5.300% 1/15/16 2,725 3,024

 

 

State Street Bank and Trust Co. 5.250% 10/15/18 2,879 3,301
State Street Corp. 4.300% 5/30/14 1,600 1,712
State Street Corp. 2.875% 3/7/16 6,235 6,503
State Street Corp. 4.375% 3/7/21 1,385 1,522
SunTrust Bank 5.000% 9/1/15 16 17
SunTrust Bank 7.250% 3/15/18 375 429
SunTrust Banks Inc. 3.600% 4/15/16 4,160 4,295
SunTrust Banks Inc. 3.500% 1/20/17 4,070 4,130
SunTrust Banks Inc. 6.000% 9/11/17 1,300 1,444
Svenska Handelsbanken AB 2.875% 4/4/17 5,250 5,247
Toronto-Dominion Bank 1.375% 7/14/14 1,660 1,689
Toronto-Dominion Bank 2.500% 7/14/16 2,495 2,573
Toronto-Dominion Bank 2.375% 10/19/16 4,320 4,424
UBS AG 2.250% 8/12/13 8,135 8,184
UBS AG 2.250% 1/28/14 9,950 9,977
UBS AG 3.875% 1/15/15 1,890 1,967
UBS AG 7.000% 10/15/15 1,000 1,080
UBS AG 5.875% 7/15/16 2,620 2,763
UBS AG 7.375% 6/15/17 3,000 3,340
UBS AG 5.875% 12/20/17 7,960 8,814
UBS AG 5.750% 4/25/18 2,940 3,211
UBS AG 4.875% 8/4/20 14,450 14,963
UBS AG 7.750% 9/1/26 1,000 1,170
4 UBS Preferred Funding Trust V 6.243% 5/29/49 145 139
UFJ Finance Aruba AEC 6.750% 7/15/13 9,750 10,371
Union Bank NA 5.950% 5/11/16 1,375 1,472
Union Bank NA 3.000% 6/6/16 1,550 1,603
UnionBanCal Corp. 5.250% 12/16/13 700 739
US Bancorp 2.000% 6/14/13 5,370 5,460
US Bancorp 1.125% 10/30/13 3,400 3,416
US Bancorp 4.200% 5/15/14 175 187
US Bancorp 3.150% 3/4/15 600 633
US Bancorp 2.450% 7/27/15 480 497
US Bancorp 3.442% 2/1/16 4,395 4,524
US Bancorp 2.200% 11/15/16 9,450 9,634
US Bancorp 4.125% 5/24/21 10,265 11,045
US Bancorp 3.000% 3/15/22 3,325 3,274
US Bank NA 6.300% 2/4/14 3,150 3,448
US Bank NA 4.950% 10/30/14 5,050 5,522
US Bank NA 4.800% 4/15/15 850 933
USB Capital XIII Trust 6.625% 12/15/39 675 676
Wachovia Bank NA 4.800% 11/1/14 425 456
Wachovia Bank NA 4.875% 2/1/15 6,050 6,517
Wachovia Bank NA 5.000% 8/15/15 825 896
Wachovia Bank NA 6.000% 11/15/17 2,500 2,868
Wachovia Bank NA 5.850% 2/1/37 5,775 6,244
Wachovia Bank NA 6.600% 1/15/38 9,845 11,633
Wachovia Corp. 5.500% 5/1/13 2,103 2,206
Wachovia Corp. 4.875% 2/15/14 5,275 5,574
Wachovia Corp. 5.250% 8/1/14 4,615 4,968
Wachovia Corp. 5.625% 10/15/16 11,800 13,141
Wachovia Corp. 5.750% 6/15/17 6,425 7,430
Wachovia Corp. 5.750% 2/1/18 1,265 1,463
Wachovia Corp. 6.605% 10/1/25 100 113
Wachovia Corp. 7.500% 4/15/35 275 326
Wachovia Corp. 5.500% 8/1/35 1,775 1,806
Wachovia Corp. 6.550% 10/15/35 250 275

 

 

Wells Fargo & Co. 4.375% 1/31/13 12,885 13,278
Wells Fargo & Co. 4.950% 10/16/13 1,295 1,366
Wells Fargo & Co. 3.750% 10/1/14 2,345 2,483
Wells Fargo & Co. 1.250% 2/13/15 17,550 17,472
Wells Fargo & Co. 3.625% 4/15/15 11,375 12,110
Wells Fargo & Co. 3.676% 6/15/16 13,820 14,807
Wells Fargo & Co. 5.125% 9/15/16 1,060 1,170
Wells Fargo & Co. 2.625% 12/15/16 5,400 5,519
Wells Fargo & Co. 5.625% 12/11/17 20,165 23,405
Wells Fargo & Co. 4.600% 4/1/21 7,265 7,738
Wells Fargo & Co. 3.500% 3/8/22 2,650 2,597
Wells Fargo & Co. 5.375% 2/7/35 4,700 5,052
Wells Fargo Bank NA 4.750% 2/9/15 5,340 5,743
Wells Fargo Bank NA 5.750% 5/16/16 3,600 4,006
Wells Fargo Bank NA 5.950% 8/26/36 2,700 2,935
4 Wells Fargo Capital X 5.950% 12/1/86 3,600 3,618
Westpac Banking Corp. 2.100% 8/2/13 2,625 2,658
Westpac Banking Corp. 1.850% 12/9/13 7,815 7,893
Westpac Banking Corp. 4.200% 2/27/15 7,400 7,932
Westpac Banking Corp. 3.000% 8/4/15 4,125 4,270
Westpac Banking Corp. 3.000% 12/9/15 735 762
Westpac Banking Corp. 4.875% 11/19/19 9,370 10,094
Zions Bancorporation 4.500% 3/27/17 450 445
 
Brokerage (0.1%)        
Ameriprise Financial Inc. 5.650% 11/15/15 5,000 5,641
Ameriprise Financial Inc. 5.300% 3/15/20 775 842
4 Ameriprise Financial Inc. 7.518% 6/1/66 4,475 4,811
BlackRock Inc. 3.500% 12/10/14 1,700 1,819
BlackRock Inc. 6.250% 9/15/17 1,150 1,386
BlackRock Inc. 5.000% 12/10/19 3,465 3,945
BlackRock Inc. 4.250% 5/24/21 2,125 2,286
Charles Schwab Corp. 4.950% 6/1/14 3,925 4,246
Charles Schwab Corp. 4.450% 7/22/20 1,000 1,088
6 FMR LLC 7.490% 6/15/19 200 232
Franklin Resources Inc. 2.000% 5/20/13 2,650 2,690
Franklin Resources Inc. 3.125% 5/20/15 1,450 1,516
Franklin Resources Inc. 4.625% 5/20/20 700 765
GFI Group Inc. 8.375% 7/19/18 750 716
Jefferies Group Inc. 3.875% 11/9/15 875 864
Jefferies Group Inc. 5.125% 4/13/18 3,975 3,856
Jefferies Group Inc. 8.500% 7/15/19 3,000 3,330
Jefferies Group Inc. 6.875% 4/15/21 895 899
Jefferies Group Inc. 6.450% 6/8/27 1,050 1,034
Jefferies Group Inc. 6.250% 1/15/36 5,280 4,805
Lazard Group LLC 6.850% 6/15/17 2,675 2,935
Nomura Holdings Inc. 5.000% 3/4/15 2,425 2,521
Nomura Holdings Inc. 4.125% 1/19/16 275 278
Nomura Holdings Inc. 6.700% 3/4/20 4,025 4,352
Raymond James Financial Inc. 4.250% 4/15/16 1,000 1,033
TD Ameritrade Holding Corp. 4.150% 12/1/14 1,025 1,094
TD Ameritrade Holding Corp. 5.600% 12/1/19 925 1,017
 
Finance Companies (0.7%)        
Block Financial LLC 5.125% 10/30/14 5,160 5,339
Discover Financial Services 6.450% 6/12/17 325 362
Discover Financial Services 10.250% 7/15/19 950 1,240

 

 

General Electric Capital Corp. 5.250% 10/19/12 24,450 25,069
General Electric Capital Corp. 2.800% 1/8/13 6,975 7,097
General Electric Capital Corp. 5.450% 1/15/13 5,470 5,683
General Electric Capital Corp. 4.800% 5/1/13 8,165 8,517
General Electric Capital Corp. 2.100% 1/7/14 6,325 6,457
General Electric Capital Corp. 5.900% 5/13/14 5,125 5,631
General Electric Capital Corp. 5.500% 6/4/14 5,150 5,622
General Electric Capital Corp. 5.650% 6/9/14 5,800 6,346
General Electric Capital Corp. 3.750% 11/14/14 12,475 13,241
General Electric Capital Corp. 3.500% 6/29/15 5,000 5,321
General Electric Capital Corp. 4.375% 9/21/15 3,500 3,837
General Electric Capital Corp. 2.250% 11/9/15 2,445 2,512
General Electric Capital Corp. 2.950% 5/9/16 3,125 3,269
General Electric Capital Corp. 3.350% 10/17/16 7,700 8,156
General Electric Capital Corp. 5.375% 10/20/16 250 286
General Electric Capital Corp. 5.400% 2/15/17 14,850 16,935
General Electric Capital Corp. 5.625% 9/15/17 6,065 7,032
General Electric Capital Corp. 5.625% 5/1/18 12,050 13,955
General Electric Capital Corp. 6.000% 8/7/19 10,675 12,463
General Electric Capital Corp. 5.500% 1/8/20 1,075 1,221
General Electric Capital Corp. 5.550% 5/4/20 3,275 3,751
General Electric Capital Corp. 4.625% 1/7/21 3,425 3,665
General Electric Capital Corp. 5.300% 2/11/21 8,330 9,013
General Electric Capital Corp. 4.650% 10/17/21 2,465 2,621
General Electric Capital Corp. 6.750% 3/15/32 15,610 18,658
General Electric Capital Corp. 6.150% 8/7/37 19,250 21,781
General Electric Capital Corp. 5.875% 1/14/38 19,490 21,317
General Electric Capital Corp. 6.875% 1/10/39 30,425 37,440
4 General Electric Capital Corp. 6.375% 11/15/67 12,635 12,809
4 HSBC Finance Capital Trust IX 5.911% 11/30/35 1,950 1,818
HSBC Finance Corp. 4.750% 7/15/13 4,815 4,977
HSBC Finance Corp. 5.250% 1/15/14 1,425 1,500
HSBC Finance Corp. 5.250% 4/15/15 4,485 4,801
HSBC Finance Corp. 5.000% 6/30/15 11,445 12,216
HSBC Finance Corp. 5.500% 1/19/16 1,545 1,672
HSBC Finance Corp. 6.676% 1/15/21 17,734 18,913
SLM Corp. 5.000% 10/1/13 2,545 2,609
SLM Corp. 5.375% 5/15/14 3,175 3,297
SLM Corp. 5.050% 11/14/14 975 1,004
SLM Corp. 5.000% 4/15/15 600 618
SLM Corp. 6.250% 1/25/16 13,275 13,797
SLM Corp. 6.000% 1/25/17 2,350 2,437
SLM Corp. 8.450% 6/15/18 5,845 6,541
SLM Corp. 8.000% 3/25/20 5,795 6,258
SLM Corp. 7.250% 1/25/22 1,250 1,292
SLM Corp. 5.625% 8/1/33 5,895 5,010
 
Insurance (1.2%)        
ACE Capital Trust II 9.700% 4/1/30 1,000 1,335
ACE INA Holdings Inc. 5.875% 6/15/14 2,500 2,758
ACE INA Holdings Inc. 5.600% 5/15/15 1,725 1,946
ACE INA Holdings Inc. 2.600% 11/23/15 3,735 3,885
ACE INA Holdings Inc. 5.700% 2/15/17 1,400 1,640
ACE INA Holdings Inc. 5.800% 3/15/18 425 509
ACE INA Holdings Inc. 5.900% 6/15/19 785 936
ACE INA Holdings Inc. 6.700% 5/15/36 400 522
AEGON Funding Co. LLC 5.750% 12/15/20 3,016 3,191

 

 

Aegon NV 4.750% 6/1/13 800 826
Aetna Inc. 6.000% 6/15/16 6,675 7,693
Aetna Inc. 3.950% 9/1/20 5,500 5,793
Aetna Inc. 4.125% 6/1/21 2,230 2,378
Aetna Inc. 6.625% 6/15/36 3,100 3,848
Aetna Inc. 6.750% 12/15/37 925 1,172
Aflac Inc. 2.650% 2/15/17 2,565 2,593
Aflac Inc. 8.500% 5/15/19 1,425 1,852
Aflac Inc. 6.900% 12/17/39 2,450 2,892
Aflac Inc. 6.450% 8/15/40 1,050 1,166
Alleghany Corp. 5.625% 9/15/20 1,000 1,045
Allied World Assurance Co. Ltd. 7.500% 8/1/16 6,875 7,830
Allstate Corp. 6.200% 5/16/14 895 994
Allstate Corp. 5.000% 8/15/14 3,325 3,619
Allstate Corp. 7.450% 5/16/19 3,230 4,046
Allstate Corp. 6.125% 12/15/32 950 1,087
Allstate Corp. 5.350% 6/1/33 225 240
Allstate Corp. 5.550% 5/9/35 1,370 1,492
Allstate Corp. 5.950% 4/1/36 1,000 1,138
Allstate Corp. 6.900% 5/15/38 2,655 3,314
Allstate Corp. 5.200% 1/15/42 1,000 1,044
4 Allstate Corp. 6.500% 5/15/57 1,625 1,601
4 Allstate Corp. 6.125% 5/15/67 1,500 1,466
Allstate Life Global Funding Trusts 5.375% 4/30/13 2,240 2,352
Alterra Finance LLC 6.250% 9/30/20 815 858
American Financial Group Inc. 9.875% 6/15/19 775 963
American International Group Inc. 4.250% 5/15/13 3,550 3,632
American International Group Inc. 4.250% 9/15/14 3,640 3,777
American International Group Inc. 5.050% 10/1/15 4,775 5,088
American International Group Inc. 4.875% 9/15/16 3,200 3,389
American International Group Inc. 5.600% 10/18/16 4,825 5,230
American International Group Inc. 5.450% 5/18/17 2,815 3,025
American International Group Inc. 5.850% 1/16/18 5,050 5,490
American International Group Inc. 8.250% 8/15/18 2,130 2,551
American International Group Inc. 6.400% 12/15/20 15,860 17,982
American International Group Inc. 6.250% 5/1/36 6,500 7,046
American International Group Inc. 6.250% 3/15/37 5,348 4,786
6 American International Group Inc. 6.820% 11/15/37 1,107 1,201
4 American International Group Inc. 8.175% 5/15/68 12,340 13,080
Aon Corp. 3.500% 9/30/15 2,025 2,120
Aon Corp. 5.000% 9/30/20 6,370 7,007
Aon Corp. 8.205% 1/1/27 325 378
Aon Corp. 6.250% 9/30/40 2,125 2,560
Arch Capital Group Ltd. 7.350% 5/1/34 1,175 1,371
Aspen Insurance Holdings Ltd. 6.000% 12/15/20 4,250 4,479
Assurant Inc. 5.625% 2/15/14 625 657
Assurant Inc. 6.750% 2/15/34 3,825 4,000
AXA SA 8.600% 12/15/30 7,170 7,833
Axis Capital Holdings Ltd. 5.750% 12/1/14 725 776
Axis Specialty Finance LLC 5.875% 6/1/20 5,300 5,654
Berkshire Hathaway Finance Corp. 4.600% 5/15/13 3,775 3,942
Berkshire Hathaway Finance Corp. 5.000% 8/15/13 5,850 6,187
Berkshire Hathaway Finance Corp. 4.850% 1/15/15 1,050 1,164
Berkshire Hathaway Finance Corp. 2.450% 12/15/15 2,050 2,138
Berkshire Hathaway Finance Corp. 5.400% 5/15/18 5,670 6,692
Berkshire Hathaway Finance Corp. 4.250% 1/15/21 5,620 6,059
Berkshire Hathaway Finance Corp. 5.750% 1/15/40 145 169

 

 

Berkshire Hathaway Inc. 3.200% 2/11/15 3,700 3,927
Berkshire Hathaway Inc. 2.200% 8/15/16 20,370 21,032
Berkshire Hathaway Inc. 1.900% 1/31/17 5,000 5,062
Chubb Corp. 5.200% 4/1/13 425 444
Chubb Corp. 5.750% 5/15/18 940 1,137
Chubb Corp. 6.000% 5/11/37 2,900 3,546
4 Chubb Corp. 6.375% 3/29/67 6,065 6,262
Cigna Corp. 2.750% 11/15/16 8,005 8,099
Cigna Corp. 5.125% 6/15/20 875 961
Cigna Corp. 4.375% 12/15/20 200 209
Cigna Corp. 4.500% 3/15/21 1,090 1,150
Cigna Corp. 4.000% 2/15/22 1,385 1,411
Cigna Corp. 7.875% 5/15/27 425 534
Cigna Corp. 6.150% 11/15/36 9,259 10,253
Cigna Corp. 5.875% 3/15/41 1,865 2,035
Cigna Corp. 5.375% 2/15/42 1,585 1,622
Cincinnati Financial Corp. 6.920% 5/15/28 4,325 4,799
CNA Financial Corp. 5.850% 12/15/14 2,000 2,155
CNA Financial Corp. 6.500% 8/15/16 1,750 1,957
CNA Financial Corp. 7.350% 11/15/19 1,840 2,146
CNA Financial Corp. 5.875% 8/15/20 1,805 1,941
CNA Financial Corp. 5.750% 8/15/21 6,140 6,565
Coventry Health Care Inc. 6.300% 8/15/14 3,850 4,221
Coventry Health Care Inc. 5.950% 3/15/17 1,800 2,040
Coventry Health Care Inc. 5.450% 6/15/21 1,985 2,180
Endurance Specialty Holdings Ltd. 7.000% 7/15/34 4,729 4,863
Genworth Financial Inc. 5.750% 6/15/14 300 311
Genworth Financial Inc. 4.950% 10/1/15 825 839
Genworth Financial Inc. 8.625% 12/15/16 4,125 4,620
Genworth Financial Inc. 6.515% 5/22/18 350 361
Genworth Financial Inc. 7.700% 6/15/20 535 556
Genworth Financial Inc. 7.625% 9/24/21 4,650 4,800
Genworth Financial Inc. 6.500% 6/15/34 3,575 3,320
Hartford Financial Services Group Inc. 4.625% 7/15/13 625 644
Hartford Financial Services Group Inc. 5.500% 10/15/16 975 1,048
Hartford Financial Services Group Inc. 5.375% 3/15/17 900 961
Hartford Financial Services Group Inc. 6.300% 3/15/18 3,150 3,452
Hartford Financial Services Group Inc. 6.000% 1/15/19 925 1,007
Hartford Financial Services Group Inc. 5.950% 10/15/36 550 525
Hartford Financial Services Group Inc. 6.100% 10/1/41 1,775 1,737
HCC Insurance Holdings Inc. 6.300% 11/15/19 1,600 1,765
Humana Inc. 7.200% 6/15/18 100 120
Humana Inc. 6.300% 8/1/18 150 173
Humana Inc. 8.150% 6/15/38 2,500 3,221
Jefferson-Pilot Corp. 4.750% 1/30/14 275 286
Lincoln National Corp. 4.300% 6/15/15 1,619 1,720
Lincoln National Corp. 8.750% 7/1/19 900 1,139
Lincoln National Corp. 6.250% 2/15/20 4,745 5,400
Lincoln National Corp. 4.200% 3/15/22 100 100
Lincoln National Corp. 6.150% 4/7/36 3,450 3,647
Lincoln National Corp. 7.000% 6/15/40 1,285 1,496
4 Lincoln National Corp. 7.000% 5/17/66 6,985 6,758
Loews Corp. 5.250% 3/15/16 950 1,051
Loews Corp. 6.000% 2/1/35 200 218
Manulife Financial Corp. 3.400% 9/17/15 3,875 4,015
Manulife Financial Corp. 4.900% 9/17/20 4,875 5,038
Markel Corp. 7.125% 9/30/19 825 927

 

 

Marsh & McLennan Cos. Inc. 5.750% 9/15/15 56 63
Marsh & McLennan Cos. Inc. 9.250% 4/15/19 5,962 7,855
Marsh & McLennan Cos. Inc. 4.800% 7/15/21 2,265 2,464
Marsh & McLennan Cos. Inc. 5.875% 8/1/33 2,125 2,335
6 Massachusetts Mutual Life Insurance Co. 8.875% 6/1/39 575 809
MetLife Inc. 5.000% 11/24/13 1,275 1,358
MetLife Inc. 2.375% 2/6/14 7,420 7,607
MetLife Inc. 5.000% 6/15/15 2,245 2,489
MetLife Inc. 6.750% 6/1/16 895 1,063
MetLife Inc. 6.817% 8/15/18 895 1,099
MetLife Inc. 7.717% 2/15/19 1,570 1,974
MetLife Inc. 4.750% 2/8/21 3,895 4,271
MetLife Inc. 6.375% 6/15/34 1,770 2,187
MetLife Inc. 5.875% 2/6/41 6,745 8,038
4 MetLife Inc. 6.400% 12/15/66 5,235 5,143
6 Metropolitan Life Global Funding I 5.125% 6/10/14 5,225 5,648
4 Nationwide Financial Services Inc. 6.750% 5/15/67 200 187
OneBeacon US Holdings Inc. 5.875% 5/15/13 215 222
PartnerRe Finance B LLC 5.500% 6/1/20 8,508 8,806
Principal Financial Group Inc. 7.875% 5/15/14 1,525 1,703
Principal Financial Group Inc. 8.875% 5/15/19 590 752
Principal Financial Group Inc. 6.050% 10/15/36 1,825 1,907
Principal Life Income Funding Trusts 5.300% 4/24/13 1,825 1,911
Principal Life Income Funding Trusts 5.100% 4/15/14 1,250 1,330
Progressive Corp. 3.750% 8/23/21 855 906
Progressive Corp. 6.625% 3/1/29 1,300 1,548
Progressive Corp. 6.250% 12/1/32 100 120
4 Progressive Corp. 6.700% 6/15/67 3,100 3,247
Protective Life Corp. 7.375% 10/15/19 950 1,057
Protective Life Corp. 8.450% 10/15/39 900 1,045
Prudential Financial Inc. 4.500% 7/15/13 1,825 1,898
Prudential Financial Inc. 4.750% 4/1/14 650 689
Prudential Financial Inc. 5.100% 9/20/14 6,080 6,569
Prudential Financial Inc. 6.200% 1/15/15 2,750 3,044
Prudential Financial Inc. 4.750% 9/17/15 5,750 6,251
Prudential Financial Inc. 5.500% 3/15/16 175 195
Prudential Financial Inc. 3.000% 5/12/16 1,650 1,703
Prudential Financial Inc. 6.000% 12/1/17 1,550 1,801
Prudential Financial Inc. 7.375% 6/15/19 795 983
Prudential Financial Inc. 5.375% 6/21/20 1,345 1,501
Prudential Financial Inc. 5.750% 7/15/33 1,280 1,320
Prudential Financial Inc. 5.400% 6/13/35 2,775 2,790
Prudential Financial Inc. 5.900% 3/17/36 2,300 2,483
Prudential Financial Inc. 5.700% 12/14/36 6,370 6,755
Prudential Financial Inc. 6.625% 12/1/37 6,050 6,971
Prudential Financial Inc. 5.625% 5/12/41 1,745 1,826
4 Reinsurance Group of America Inc. 6.750% 12/15/65 5,675 5,221
Swiss Re Solutions Holding Corp. 6.450% 3/1/19 675 751
Swiss Re Solutions Holding Corp. 7.000% 2/15/26 1,225 1,405
Swiss Re Solutions Holding Corp. 7.750% 6/15/30 4,075 4,803
Torchmark Corp. 6.375% 6/15/16 1,225 1,359
Transatlantic Holdings Inc. 8.000% 11/30/39 5,275 6,016
Travelers Cos. Inc. 5.500% 12/1/15 3,815 4,319
Travelers Cos. Inc. 6.250% 6/20/16 1,100 1,291
Travelers Cos. Inc. 5.750% 12/15/17 1,375 1,643
Travelers Cos. Inc. 5.800% 5/15/18 965 1,166
Travelers Cos. Inc. 3.900% 11/1/20 2,170 2,335

 

 

Travelers Cos. Inc. 6.250% 6/15/37 6,010 7,419
Travelers Cos. Inc. 5.350% 11/1/40 4,245 4,852
Travelers Property Casualty Corp. 6.375% 3/15/33 100 124
UnitedHealth Group Inc. 4.875% 4/1/13 975 1,017
UnitedHealth Group Inc. 5.000% 8/15/14 4,900 5,367
UnitedHealth Group Inc. 4.875% 3/15/15 875 970
UnitedHealth Group Inc. 1.875% 11/15/16 325 328
UnitedHealth Group Inc. 6.000% 6/15/17 1,825 2,182
UnitedHealth Group Inc. 6.000% 2/15/18 340 411
UnitedHealth Group Inc. 3.875% 10/15/20 5,000 5,288
UnitedHealth Group Inc. 4.700% 2/15/21 835 937
UnitedHealth Group Inc. 3.375% 11/15/21 145 149
UnitedHealth Group Inc. 2.875% 3/15/22 3,300 3,212
UnitedHealth Group Inc. 5.800% 3/15/36 4,525 5,194
UnitedHealth Group Inc. 6.500% 6/15/37 625 774
UnitedHealth Group Inc. 6.625% 11/15/37 1,425 1,811
UnitedHealth Group Inc. 6.875% 2/15/38 7,620 9,921
UnitedHealth Group Inc. 5.950% 2/15/41 250 301
UnitedHealth Group Inc. 4.625% 11/15/41 75 75
UnitedHealth Group Inc. 4.375% 3/15/42 1,000 961
Unum Group 7.125% 9/30/16 1,250 1,431
Unum Group 5.625% 9/15/20 825 871
Validus Holdings Ltd. 8.875% 1/26/40 2,950 3,252
WellPoint Inc. 6.000% 2/15/14 550 599
WellPoint Inc. 5.000% 12/15/14 4,650 5,098
WellPoint Inc. 5.250% 1/15/16 1,710 1,913
WellPoint Inc. 5.875% 6/15/17 7,450 8,716
WellPoint Inc. 7.000% 2/15/19 655 813
WellPoint Inc. 3.700% 8/15/21 205 212
WellPoint Inc. 5.950% 12/15/34 3,050 3,550
WellPoint Inc. 5.850% 1/15/36 2,400 2,770
WellPoint Inc. 6.375% 6/15/37 620 756
Willis Group Holdings plc 4.125% 3/15/16 3,775 3,820
Willis Group Holdings plc 5.750% 3/15/21 5,710 6,104
Willis North America Inc. 5.625% 7/15/15 2,200 2,378
Willis North America Inc. 6.200% 3/28/17 1,125 1,259
Willis North America Inc. 7.000% 9/29/19 150 173
WR Berkley Corp. 5.375% 9/15/20 375 395
XL Group plc 5.250% 9/15/14 350 370
XL Group plc 6.375% 11/15/24 175 189
XL Group plc 6.250% 5/15/27 1,392 1,430
XLIT Ltd. 5.750% 10/1/21 6,805 7,444
 
Other Finance (0.0%)        
CME Group Inc. 5.400% 8/1/13 2,900 3,076
CME Group Inc. 5.750% 2/15/14 1,075 1,172
NASDAQ OMX Group Inc. 4.000% 1/15/15 1,275 1,324
NASDAQ OMX Group Inc. 5.550% 1/15/20 3,800 3,886
NYSE Euronext 4.800% 6/28/13 2,090 2,188
ORIX Corp. 4.710% 4/27/15 2,500 2,621
ORIX Corp. 5.000% 1/12/16 2,340 2,468
ORIX Corp. 3.750% 3/9/17 2,700 2,631
XTRA Finance Corp. 5.150% 4/1/17 4,525 5,044
 
Real Estate Investment Trusts (0.4%)        
Alexandria Real Estate Equities Inc. 4.600% 4/1/22 2,575 2,540
Arden Realty LP 5.250% 3/1/15 250 269

 

 

AvalonBay Communities Inc. 5.750% 9/15/16 275 313
Boston Properties LP 5.625% 4/15/15 1,375 1,528
Boston Properties LP 5.625% 11/15/20 4,500 5,105
Boston Properties LP 4.125% 5/15/21 1,410 1,448
Brandywine Operating Partnership LP 5.400% 11/1/14 875 931
Brandywine Operating Partnership LP 7.500% 5/15/15 1,400 1,555
Brandywine Operating Partnership LP 6.000% 4/1/16 5,630 5,997
Brandywine Operating Partnership LP 5.700% 5/1/17 275 291
Brandywine Operating Partnership LP 4.950% 4/15/18 4,250 4,321
BRE Properties Inc. 5.500% 3/15/17 975 1,076
CommonWealth REIT 6.250% 8/15/16 575 608
CommonWealth REIT 6.250% 6/15/17 1,725 1,837
CommonWealth REIT 5.875% 9/15/20 1,300 1,326
Digital Realty Trust LP 4.500% 7/15/15 4,550 4,768
Digital Realty Trust LP 5.250% 3/15/21 4,965 5,104
Duke Realty LP 6.250% 5/15/13 2,350 2,467
Duke Realty LP 7.375% 2/15/15 3,675 4,128
Duke Realty LP 5.950% 2/15/17 5,225 5,813
Duke Realty LP 8.250% 8/15/19 875 1,080
Duke Realty LP 6.750% 3/15/20 275 321
ERP Operating LP 5.250% 9/15/14 1,350 1,456
ERP Operating LP 5.125% 3/15/16 3,050 3,352
ERP Operating LP 5.375% 8/1/16 975 1,082
ERP Operating LP 5.750% 6/15/17 550 627
ERP Operating LP 4.750% 7/15/20 385 410
ERP Operating LP 4.625% 12/15/21 1,760 1,850
HCP Inc. 5.650% 12/15/13 2,225 2,359
HCP Inc. 2.700% 2/1/14 1,205 1,221
HCP Inc. 3.750% 2/1/16 11,855 12,226
HCP Inc. 6.300% 9/15/16 950 1,067
HCP Inc. 5.375% 2/1/21 3,690 3,967
HCP Inc. 6.750% 2/1/41 1,675 1,979
Health Care REIT Inc. 6.000% 11/15/13 525 556
Health Care REIT Inc. 3.625% 3/15/16 175 178
Health Care REIT Inc. 6.200% 6/1/16 3,250 3,575
Health Care REIT Inc. 6.125% 4/15/20 3,850 4,229
Health Care REIT Inc. 4.950% 1/15/21 8,915 9,137
Health Care REIT Inc. 5.250% 1/15/22 175 183
Health Care REIT Inc. 6.500% 3/15/41 175 183
Healthcare Realty Trust Inc. 6.500% 1/17/17 1,600 1,758
Healthcare Realty Trust Inc. 5.750% 1/15/21 1,205 1,234
Hospitality Properties Trust 7.875% 8/15/14 1,375 1,505
Hospitality Properties Trust 5.125% 2/15/15 1,775 1,845
Hospitality Properties Trust 5.625% 3/15/17 3,150 3,356
Kilroy Realty LP 5.000% 11/3/15 3,100 3,303
Kilroy Realty LP 4.800% 7/15/18 2,900 3,016
Kimco Realty Corp. 5.783% 3/15/16 2,800 3,077
Kimco Realty Corp. 5.700% 5/1/17 2,250 2,488
Kimco Realty Corp. 6.875% 10/1/19 3,575 4,179
Liberty Property LP 5.125% 3/2/15 3,200 3,424
Liberty Property LP 4.750% 10/1/20 450 462
Mack-Cali Realty LP 7.750% 8/15/19 2,175 2,638
National Retail Properties Inc. 6.875% 10/15/17 2,700 3,093
ProLogis LP 4.500% 8/15/17 775 803
ProLogis LP 6.625% 5/15/18 500 573
ProLogis LP 7.375% 10/30/19 2,075 2,429
ProLogis LP 6.625% 12/1/19 850 952

 

 

ProLogis LP 6.875% 3/15/20 3,675 4,234
Realty Income Corp. 6.750% 8/15/19 5,665 6,555
Realty Income Corp. 5.750% 1/15/21 3,000 3,287
Regency Centers LP 5.250% 8/1/15 625 672
Senior Housing Properties Trust 4.300% 1/15/16 700 697
Simon Property Group LP 6.750% 5/15/14 9,850 10,812
Simon Property Group LP 4.200% 2/1/15 1,690 1,798
Simon Property Group LP 5.750% 12/1/15 5,975 6,760
Simon Property Group LP 6.100% 5/1/16 150 172
Simon Property Group LP 5.250% 12/1/16 5,965 6,710
Simon Property Group LP 2.800% 1/30/17 3,525 3,615
Simon Property Group LP 5.875% 3/1/17 4,675 5,390
Simon Property Group LP 2.150% 9/15/17 1,250 1,232
Simon Property Group LP 6.125% 5/30/18 1,875 2,208
Simon Property Group LP 5.650% 2/1/20 3,875 4,423
Simon Property Group LP 4.375% 3/1/21 1,645 1,745
Simon Property Group LP 3.375% 3/15/22 1,675 1,620
Simon Property Group LP 6.750% 2/1/40 3,800 4,636
Simon Property Group LP 4.750% 3/15/42 1,300 1,238
Tanger Properties LP 6.150% 11/15/15 2,975 3,307
UDR Inc. 4.250% 6/1/18 575 606
UDR Inc. 4.625% 1/10/22 800 826
Ventas Realty LP / Ventas Capital Corp. 3.125% 11/30/15 1,575 1,608
Ventas Realty LP / Ventas Capital Corp. 4.750% 6/1/21 975 986
Ventas Realty LP / Ventas Capital Corp. 4.250% 3/1/22 1,125 1,092
Vornado Realty LP 5.000% 1/15/22 5,500 5,657
Washington REIT 4.950% 10/1/20 800 835
        3,958,653
Industrial (11.2%)        
Basic Industry (1.2%)        
Agrium Inc. 6.750% 1/15/19 1,500 1,802
Agrium Inc. 6.125% 1/15/41 275 319
Air Products & Chemicals Inc. 2.000% 8/2/16 1,050 1,071
Air Products & Chemicals Inc. 3.000% 11/3/21 2,485 2,489
Airgas Inc. 4.500% 9/15/14 1,800 1,931
Airgas Inc. 3.250% 10/1/15 1,075 1,116
Albemarle Corp. 4.500% 12/15/20 450 479
Alcoa Inc. 6.000% 7/15/13 1,525 1,615
Alcoa Inc. 5.550% 2/1/17 590 648
Alcoa Inc. 6.750% 7/15/18 100 114
Alcoa Inc. 6.150% 8/15/20 10,665 11,448
Alcoa Inc. 5.870% 2/23/22 550 573
Alcoa Inc. 5.900% 2/1/27 6,300 6,311
Alcoa Inc. 6.750% 1/15/28 8,030 8,339
Alcoa Inc. 5.950% 2/1/37 440 428
Allegheny Technologies Inc. 9.375% 6/1/19 2,975 3,763
Allegheny Technologies Inc. 5.950% 1/15/21 2,000 2,158
AngloGold Ashanti Holdings plc 5.375% 4/15/20 2,810 2,894
AngloGold Ashanti Holdings plc 6.500% 4/15/40 875 847
ArcelorMittal 5.375% 6/1/13 4,025 4,171
ArcelorMittal 9.000% 2/15/15 2,825 3,248
ArcelorMittal 3.750% 8/5/15 2,450 2,492
ArcelorMittal 3.750% 3/1/16 4,725 4,720
ArcelorMittal 6.125% 6/1/18 5,400 5,689
ArcelorMittal 9.850% 6/1/19 6,700 8,048
ArcelorMittal 5.250% 8/5/20 2,500 2,476
ArcelorMittal 5.500% 3/1/21 17,421 17,083

 

 

ArcelorMittal 7.000% 10/15/39 8,000 7,627
ArcelorMittal 6.750% 3/1/41 9,915 9,217
Barrick Gold Corp. 2.900% 5/30/16 730 761
Barrick Gold Corp. 6.950% 4/1/19 200 245
6 Barrick Gold Corp. 3.850% 4/1/22 2,200 2,187
6 Barrick Gold Corp. 5.250% 4/1/42 3,000 2,951
Barrick Gold Finance Co. 4.875% 11/15/14 400 436
Barrick Gold Financeco LLC 6.125% 9/15/13 2,275 2,441
Barrick North America Finance LLC 6.800% 9/15/18 6,150 7,560
Barrick North America Finance LLC 4.400% 5/30/21 8,135 8,560
Barrick North America Finance LLC 5.700% 5/30/41 1,625 1,780
Barrick PD Australia Finance Pty Ltd. 5.950% 10/15/39 8,744 9,672
BHP Billiton Finance USA Ltd. 5.500% 4/1/14 5,125 5,595
BHP Billiton Finance USA Ltd. 1.125% 11/21/14 6,625 6,674
BHP Billiton Finance USA Ltd. 1.000% 2/24/15 7,100 7,088
BHP Billiton Finance USA Ltd. 5.250% 12/15/15 5,000 5,707
BHP Billiton Finance USA Ltd. 1.875% 11/21/16 2,800 2,831
BHP Billiton Finance USA Ltd. 1.625% 2/24/17 2,550 2,533
BHP Billiton Finance USA Ltd. 5.400% 3/29/17 1,425 1,663
BHP Billiton Finance USA Ltd. 6.500% 4/1/19 4,390 5,446
BHP Billiton Finance USA Ltd. 3.250% 11/21/21 650 657
BHP Billiton Finance USA Ltd. 2.875% 2/24/22 4,675 4,554
BHP Billiton Finance USA Ltd. 4.125% 2/24/42 6,600 6,165
Carpenter Technology Corp. 5.200% 7/15/21 5,425 5,436
Celulosa Arauco y Constitucion SA 5.125% 7/9/13 325 336
Celulosa Arauco y Constitucion SA 5.625% 4/20/15 1,000 1,077
Celulosa Arauco y Constitucion SA 7.250% 7/29/19 800 959
Celulosa Arauco y Constitucion SA 5.000% 1/21/21 2,800 2,922
6 Celulosa Arauco y Constitucion SA 4.750% 1/11/22 2,000 2,055
Cliffs Natural Resources Inc. 5.900% 3/15/20 2,225 2,459
Cliffs Natural Resources Inc. 4.875% 4/1/21 3,965 4,112
Cytec Industries Inc. 8.950% 7/1/17 550 683
Dow Chemical Co. 7.600% 5/15/14 4,375 4,950
Dow Chemical Co. 5.900% 2/15/15 12,300 13,842
Dow Chemical Co. 2.500% 2/15/16 2,175 2,233
Dow Chemical Co. 8.550% 5/15/19 590 772
Dow Chemical Co. 4.250% 11/15/20 9,465 9,880
Dow Chemical Co. 4.125% 11/15/21 1,415 1,445
Dow Chemical Co. 7.375% 11/1/29 1,500 1,930
Dow Chemical Co. 9.400% 5/15/39 5,865 9,012
Dow Chemical Co. 5.250% 11/15/41 4,125 4,251
Eastman Chemical Co. 3.000% 12/15/15 4,600 4,770
Ecolab Inc. 2.375% 12/8/14 1,400 1,447
Ecolab Inc. 3.000% 12/8/16 1,875 1,950
Ecolab Inc. 4.350% 12/8/21 6,900 7,301
Ecolab Inc. 5.500% 12/8/41 1,500 1,625
EI du Pont de Nemours & Co. 5.000% 7/15/13 2,375 2,508
EI du Pont de Nemours & Co. 1.750% 3/25/14 1,500 1,532
EI du Pont de Nemours & Co. 3.250% 1/15/15 425 454
EI du Pont de Nemours & Co. 2.750% 4/1/16 1,600 1,690
EI du Pont de Nemours & Co. 5.250% 12/15/16 1,330 1,555
EI du Pont de Nemours & Co. 6.000% 7/15/18 11,240 13,859
EI du Pont de Nemours & Co. 4.625% 1/15/20 3,115 3,566
EI du Pont de Nemours & Co. 3.625% 1/15/21 6,720 7,197
EI du Pont de Nemours & Co. 4.250% 4/1/21 950 1,068
EI du Pont de Nemours & Co. 6.500% 1/15/28 525 652
EI du Pont de Nemours & Co. 4.900% 1/15/41 2,500 2,707

 

 

FMC Corp. 3.950% 2/1/22 1,275 1,308
Freeport-McMoRan Copper & Gold Inc. 1.400% 2/13/15 2,800 2,791
Freeport-McMoRan Copper & Gold Inc. 2.150% 3/1/17 2,000 1,979
Freeport-McMoRan Copper & Gold Inc. 3.550% 3/1/22 5,825 5,588
Georgia-Pacific LLC 8.875% 5/15/31 2,375 3,205
ICI Wilmington Inc. 5.625% 12/1/13 200 211
International Paper Co. 5.300% 4/1/15 1,600 1,759
International Paper Co. 7.950% 6/15/18 7,465 9,349
International Paper Co. 9.375% 5/15/19 1,800 2,384
International Paper Co. 7.500% 8/15/21 5,190 6,527
International Paper Co. 7.300% 11/15/39 3,145 3,836
International Paper Co. 6.000% 11/15/41 6,000 6,473
6 Kinross Gold Corp. 3.625% 9/1/16 3,500 3,514
Lubrizol Corp. 5.500% 10/1/14 2,100 2,329
Lubrizol Corp. 8.875% 2/1/19 1,075 1,456
Monsanto Co. 5.125% 4/15/18 850 992
Monsanto Co. 5.875% 4/15/38 4,300 5,324
Mosaic Co. 4.875% 11/15/41 45 45
Newmont Mining Corp. 5.125% 10/1/19 1,000 1,120
Newmont Mining Corp. 3.500% 3/15/22 8,250 7,986
Newmont Mining Corp. 5.875% 4/1/35 750 786
Newmont Mining Corp. 6.250% 10/1/39 3,275 3,597
Newmont Mining Corp. 4.875% 3/15/42 5,800 5,408
Nucor Corp. 5.000% 6/1/13 100 105
Nucor Corp. 5.750% 12/1/17 840 1,004
Nucor Corp. 5.850% 6/1/18 1,725 2,066
Nucor Corp. 4.125% 9/15/22 300 326
Nucor Corp. 6.400% 12/1/37 1,875 2,377
Placer Dome Inc. 6.450% 10/15/35 1,050 1,210
Plum Creek Timberlands LP 5.875% 11/15/15 1,250 1,378
Plum Creek Timberlands LP 4.700% 3/15/21 1,345 1,363
Potash Corp. of Saskatchewan Inc. 3.750% 9/30/15 2,000 2,148
Potash Corp. of Saskatchewan Inc. 3.250% 12/1/17 1,200 1,273
Potash Corp. of Saskatchewan Inc. 6.500% 5/15/19 1,077 1,319
Potash Corp. of Saskatchewan Inc. 4.875% 3/30/20 8,065 9,113
Potash Corp. of Saskatchewan Inc. 5.875% 12/1/36 200 240
Potash Corp. of Saskatchewan Inc. 5.625% 12/1/40 375 452
PPG Industries Inc. 1.900% 1/15/16 3,625 3,637
PPG Industries Inc. 6.650% 3/15/18 1,950 2,377
PPG Industries Inc. 5.500% 11/15/40 4,200 4,620
Praxair Inc. 3.950% 6/1/13 200 207
Praxair Inc. 4.375% 3/31/14 825 885
Praxair Inc. 5.250% 11/15/14 2,000 2,227
Praxair Inc. 4.625% 3/30/15 5,435 6,024
Praxair Inc. 5.200% 3/15/17 325 377
Praxair Inc. 4.500% 8/15/19 1,800 2,037
Praxair Inc. 3.000% 9/1/21 2,225 2,248
Praxair Inc. 2.450% 2/15/22 6,000 5,764
Rayonier Inc. 3.750% 4/1/22 1,000 979
Reliance Steel & Aluminum Co. 6.200% 11/15/16 100 110
Reliance Steel & Aluminum Co. 6.850% 11/15/36 100 100
Rio Tinto Alcan Inc. 4.500% 5/15/13 1,850 1,931
Rio Tinto Alcan Inc. 5.200% 1/15/14 200 214
Rio Tinto Alcan Inc. 5.000% 6/1/15 250 278
Rio Tinto Alcan Inc. 6.125% 12/15/33 2,725 3,196
Rio Tinto Alcan Inc. 5.750% 6/1/35 7,000 7,966
Rio Tinto Finance USA Ltd. 8.950% 5/1/14 12,425 14,398

 

 

Rio Tinto Finance USA Ltd. 2.500% 5/20/16 145 150
Rio Tinto Finance USA Ltd. 2.250% 9/20/16 3,200 3,285
Rio Tinto Finance USA Ltd. 6.500% 7/15/18 2,000 2,466
Rio Tinto Finance USA Ltd. 9.000% 5/1/19 17,700 23,924
Rio Tinto Finance USA Ltd. 3.500% 11/2/20 440 449
Rio Tinto Finance USA Ltd. 3.750% 9/20/21 2,700 2,782
Rio Tinto Finance USA plc 3.500% 3/22/22 1,675 1,679
Rio Tinto Finance USA Ltd. 7.125% 7/15/28 1,375 1,783
Rio Tinto Finance USA Ltd. 5.200% 11/2/40 5,735 6,017
Rio Tinto Finance USA plc 4.750% 3/22/42 3,475 3,432
Rio Tinto Finance USA plc 1.125% 3/20/15 2,400 2,401
Rio Tinto Finance USA plc 2.000% 3/22/17 3,075 3,082
Rohm & Haas Co. 6.000% 9/15/17 2,325 2,682
Rohm & Haas Co. 7.850% 7/15/29 5,000 6,411
RPM International Inc. 6.125% 10/15/19 650 712
Sherwin-Williams Co. 3.125% 12/15/14 1,350 1,426
Sigma-Aldrich Corp. 3.375% 11/1/20 600 615
Southern Copper Corp. 5.375% 4/16/20 1,000 1,107
Southern Copper Corp. 7.500% 7/27/35 6,525 7,670
Southern Copper Corp. 6.750% 4/16/40 1,600 1,745
Syngenta Finance NV 3.125% 3/28/22 2,250 2,260
Syngenta Finance NV 4.375% 3/28/42 1,250 1,246
Teck Resources Ltd. 5.375% 10/1/15 4,991 5,510
Teck Resources Ltd. 10.250% 5/15/16 4,175 4,780
Teck Resources Ltd. 3.150% 1/15/17 700 719
Teck Resources Ltd. 10.750% 5/15/19 2,025 2,516
Teck Resources Ltd. 4.750% 1/15/22 700 741
Teck Resources Ltd. 6.000% 8/15/40 3,500 3,667
Teck Resources Ltd. 6.250% 7/15/41 6,401 6,929
Teck Resources Ltd. 5.200% 3/1/42 1,600 1,517
Vale Canada Ltd. 5.700% 10/15/15 1,200 1,325
Vale Canada Ltd. 7.200% 9/15/32 3,141 3,441
Vale Overseas Ltd. 6.250% 1/11/16 2,240 2,550
Vale Overseas Ltd. 6.250% 1/23/17 5,850 6,753
Vale Overseas Ltd. 5.625% 9/15/19 5,550 6,228
Vale Overseas Ltd. 4.625% 9/15/20 8,835 9,278
Vale Overseas Ltd. 4.375% 1/11/22 3,305 3,345
Vale Overseas Ltd. 8.250% 1/17/34 800 1,045
Vale Overseas Ltd. 6.875% 11/21/36 5,620 6,478
Vale Overseas Ltd. 6.875% 11/10/39 14,215 16,542
Valspar Corp. 7.250% 6/15/19 400 470
Valspar Corp. 4.200% 1/15/22 375 383
WMC Finance USA Ltd. 5.125% 5/15/13 575 604
Xstrata Canada Corp. 5.375% 6/1/15 100 109
Xstrata Canada Corp. 6.000% 10/15/15 325 361
Xstrata Canada Corp. 5.500% 6/15/17 1,975 2,188
 
Capital Goods (1.0%)        
3M Co. 1.375% 9/29/16 1,630 1,639
3M Co. 6.375% 2/15/28 1,300 1,658
3M Co. 5.700% 3/15/37 2,345 2,962
Acuity Brands Lighting Inc. 6.000% 12/15/19 800 873
6 BAE Systems Holdings Inc. 5.200% 8/15/15 100 107
Bemis Co. Inc. 5.650% 8/1/14 7,225 7,908
Black & Decker Corp. 8.950% 4/15/14 2,300 2,635
Black & Decker Corp. 5.750% 11/15/16 625 725
Boeing Capital Corp. 3.250% 10/27/14 2,850 3,038

 

 

Boeing Capital Corp. 2.125% 8/15/16 885 911
Boeing Capital Corp. 4.700% 10/27/19 5,875 6,773
Boeing Co. 5.000% 3/15/14 985 1,071
Boeing Co. 3.500% 2/15/15 4,135 4,447
Boeing Co. 6.000% 3/15/19 725 890
Boeing Co. 4.875% 2/15/20 1,825 2,137
Boeing Co. 8.750% 8/15/21 200 285
Boeing Co. 7.250% 6/15/25 325 430
Boeing Co. 8.750% 9/15/31 300 455
Boeing Co. 6.125% 2/15/33 225 279
Boeing Co. 6.625% 2/15/38 525 703
Boeing Co. 5.875% 2/15/40 1,930 2,410
Caterpillar Financial Services Corp. 2.000% 4/5/13 5,475 5,559
Caterpillar Financial Services Corp. 1.550% 12/20/13 2,095 2,129
Caterpillar Financial Services Corp. 6.125% 2/17/14 9,150 10,052
Caterpillar Financial Services Corp. 1.650% 4/1/14 450 458
Caterpillar Financial Services Corp. 1.375% 5/20/14 5,405 5,479
Caterpillar Financial Services Corp. 4.750% 2/17/15 1,350 1,499
Caterpillar Financial Services Corp. 1.050% 3/26/15 1,700 1,705
Caterpillar Financial Services Corp. 4.625% 6/1/15 2,725 3,022
Caterpillar Financial Services Corp. 2.650% 4/1/16 450 472
Caterpillar Financial Services Corp. 2.050% 8/1/16 3,630 3,732
Caterpillar Financial Services Corp. 1.750% 3/24/17 1,675 1,681
Caterpillar Financial Services Corp. 7.150% 2/15/19 14,290 18,351
Caterpillar Inc. 1.375% 5/27/14 1,200 1,217
Caterpillar Inc. 3.900% 5/27/21 8,330 9,099
Caterpillar Inc. 6.625% 7/15/28 200 255
Caterpillar Inc. 7.300% 5/1/31 675 922
Caterpillar Inc. 6.050% 8/15/36 3,991 5,025
Caterpillar Inc. 8.250% 12/15/38 200 305
Caterpillar Inc. 5.200% 5/27/41 3,385 3,883
Caterpillar Inc. 6.950% 5/1/42 325 441
Caterpillar Inc. 7.375% 3/1/97 1,825 2,449
Cooper US Inc. 5.450% 4/1/15 950 1,053
Cooper US Inc. 2.375% 1/15/16 5,575 5,696
Cooper US Inc. 3.875% 12/15/20 200 212
CRH America Inc. 5.300% 10/15/13 450 471
CRH America Inc. 4.125% 1/15/16 3,800 3,850
CRH America Inc. 6.000% 9/30/16 4,500 4,890
CRH America Inc. 8.125% 7/15/18 1,275 1,504
CRH America Inc. 5.750% 1/15/21 8,340 8,647
Danaher Corp. 2.300% 6/23/16 1,800 1,864
Danaher Corp. 5.625% 1/15/18 850 1,003
Danaher Corp. 3.900% 6/23/21 1,000 1,094
Deere & Co. 6.950% 4/25/14 3,925 4,434
Deere & Co. 5.375% 10/16/29 3,695 4,446
Deere & Co. 8.100% 5/15/30 1,525 2,215
Dover Corp. 4.875% 10/15/15 2,225 2,500
Dover Corp. 5.450% 3/15/18 2,250 2,652
Dover Corp. 4.300% 3/1/21 830 930
Dover Corp. 5.375% 10/15/35 100 115
Dover Corp. 6.600% 3/15/38 975 1,303
Dover Corp. 5.375% 3/1/41 895 1,047
Eaton Corp. 4.900% 5/15/13 2,175 2,276
Eaton Corp. 5.600% 5/15/18 5,855 6,904
Embraer Overseas Ltd. 6.375% 1/24/17 4,450 4,962
Embraer Overseas Ltd. 6.375% 1/15/20 5,560 6,121

 

 

Emerson Electric Co. 4.500% 5/1/13 1,275 1,328
Emerson Electric Co. 5.125% 12/1/16 2,125 2,447
Emerson Electric Co. 5.250% 10/15/18 2,200 2,599
Emerson Electric Co. 4.875% 10/15/19 2,275 2,615
Emerson Electric Co. 4.250% 11/15/20 950 1,053
Emerson Electric Co. 5.250% 11/15/39 515 591
General Dynamics Corp. 4.250% 5/15/13 2,850 2,965
General Dynamics Corp. 5.250% 2/1/14 3,450 3,741
General Dynamics Corp. 1.375% 1/15/15 5,000 5,090
General Dynamics Corp. 3.875% 7/15/21 5,000 5,385
General Electric Co. 5.250% 12/6/17 18,145 20,977
Goodrich Corp. 6.290% 7/1/16 1,000 1,180
Goodrich Corp. 6.125% 3/1/19 3,600 4,280
Goodrich Corp. 4.875% 3/1/20 4,657 5,260
Goodrich Corp. 3.600% 2/1/21 1,540 1,605
Harsco Corp. 2.700% 10/15/15 1,000 1,022
Harsco Corp. 5.750% 5/15/18 9,800 10,930
Honeywell International Inc. 4.250% 3/1/13 475 491
Honeywell International Inc. 3.875% 2/15/14 550 583
Honeywell International Inc. 5.400% 3/15/16 2,330 2,684
Honeywell International Inc. 5.300% 3/15/17 2,375 2,793
Honeywell International Inc. 5.300% 3/1/18 175 208
Honeywell International Inc. 5.000% 2/15/19 2,520 2,946
Honeywell International Inc. 4.250% 3/1/21 3,545 4,010
Honeywell International Inc. 5.700% 3/15/36 1,600 1,920
Honeywell International Inc. 5.700% 3/15/37 495 598
Honeywell International Inc. 5.375% 3/1/41 3,145 3,708
Illinois Tool Works Inc. 5.150% 4/1/14 9,664 10,481
Illinois Tool Works Inc. 6.250% 4/1/19 2,650 3,232
6 Illinois Tool Works Inc. 3.375% 9/15/21 895 917
6 Illinois Tool Works Inc. 4.875% 9/15/41 895 956
Ingersoll-Rand Global Holding Co. Ltd. 6.000% 8/15/13 1,425 1,520
Ingersoll-Rand Global Holding Co. Ltd. 9.500% 4/15/14 5,175 5,956
Ingersoll-Rand Global Holding Co. Ltd. 6.875% 8/15/18 1,850 2,253
John Deere Capital Corp. 1.875% 6/17/13 765 778
John Deere Capital Corp. 4.900% 9/9/13 2,925 3,103
John Deere Capital Corp. 1.250% 12/2/14 2,225 2,253
John Deere Capital Corp. 2.950% 3/9/15 5,075 5,389
John Deere Capital Corp. 1.850% 9/15/16 815 826
John Deere Capital Corp. 2.000% 1/13/17 2,350 2,394
John Deere Capital Corp. 1.400% 3/15/17 2,000 1,983
John Deere Capital Corp. 5.500% 4/13/17 150 178
John Deere Capital Corp. 2.800% 9/18/17 4,225 4,460
John Deere Capital Corp. 5.750% 9/10/18 4,035 4,909
John Deere Capital Corp. 3.900% 7/12/21 875 944
John Deere Capital Corp. 3.150% 10/15/21 3,095 3,141
John Deere Capital Corp. 2.750% 3/15/22 2,250 2,194
Joy Global Inc. 6.000% 11/15/16 575 651
Kennametal Inc. 3.875% 2/15/22 1,050 1,055
L-3 Communications Corp. 5.200% 10/15/19 3,005 3,209
L-3 Communications Corp. 4.750% 7/15/20 2,950 3,045
L-3 Communications Corp. 4.950% 2/15/21 5,100 5,326
Legrand France SA 8.500% 2/15/25 400 511
Lockheed Martin Corp. 7.650% 5/1/16 3,950 4,804
Lockheed Martin Corp. 2.125% 9/15/16 5,775 5,848
Lockheed Martin Corp. 4.250% 11/15/19 2,720 2,946
Lockheed Martin Corp. 3.350% 9/15/21 920 921

 

 

Lockheed Martin Corp. 6.150% 9/1/36 5,960 7,129
Lockheed Martin Corp. 5.500% 11/15/39 1,745 1,914
Lockheed Martin Corp. 5.720% 6/1/40 4,626 5,303
Martin Marietta Materials Inc. 6.600% 4/15/18 1,850 2,015
Northrop Grumman Corp. 1.850% 11/15/15 7,659 7,737
Northrop Grumman Corp. 3.500% 3/15/21 1,425 1,463
Northrop Grumman Corp. 5.050% 11/15/40 1,875 1,945
Northrop Grumman Systems Corp. 7.750% 2/15/31 3,070 4,242
Owens Corning 6.500% 12/1/16 10,020 11,151
Owens Corning 9.000% 6/15/19 1,500 1,849
Owens Corning 7.000% 12/1/36 325 344
Parker Hannifin Corp. 5.500% 5/15/18 450 525
Parker Hannifin Corp. 3.500% 9/15/22 1,625 1,669
Parker Hannifin Corp. 6.250% 5/15/38 550 683
Raytheon Co. 1.400% 12/15/14 1,400 1,423
Raytheon Co. 1.625% 10/15/15 645 657
Raytheon Co. 6.400% 12/15/18 100 123
Raytheon Co. 4.400% 2/15/20 500 553
Raytheon Co. 3.125% 10/15/20 1,525 1,554
Raytheon Co. 7.200% 8/15/27 1,225 1,606
Raytheon Co. 4.875% 10/15/40 575 607
Raytheon Co. 4.700% 12/15/41 6,400 6,566
Republic Services Inc. 3.800% 5/15/18 6,590 7,073
Republic Services Inc. 5.500% 9/15/19 4,000 4,628
Republic Services Inc. 5.000% 3/1/20 4,100 4,587
Republic Services Inc. 5.250% 11/15/21 3,550 4,040
Republic Services Inc. 6.086% 3/15/35 825 945
Republic Services Inc. 6.200% 3/1/40 2,455 2,925
Republic Services Inc. 5.700% 5/15/41 3,300 3,741
Rockwell Automation Inc. 5.650% 12/1/17 600 698
Rockwell Automation Inc. 6.700% 1/15/28 325 400
Rockwell Automation Inc. 6.250% 12/1/37 1,500 1,811
Rockwell Collins Inc. 5.250% 7/15/19 275 321
Rockwell Collins Inc. 3.100% 11/15/21 1,000 1,015
Roper Industries Inc. 6.625% 8/15/13 3,175 3,385
Roper Industries Inc. 6.250% 9/1/19 3,500 4,105
Sonoco Products Co. 4.375% 11/1/21 435 444
Sonoco Products Co. 5.750% 11/1/40 2,135 2,269
Stanley Black & Decker Inc. 3.400% 12/1/21 2,425 2,445
Textron Inc. 5.600% 12/1/17 2,191 2,375
Tyco International Finance SA 6.000% 11/15/13 1,275 1,374
Tyco International Finance SA 3.375% 10/15/15 8,405 8,913
Tyco International Finance SA 3.750% 1/15/18 350 375
Tyco International Finance SA 8.500% 1/15/19 1,630 2,095
Tyco International Finance SA 4.625% 1/15/23 225 238
Tyco International Ltd. / Tyco International        
Finance SA 7.000% 12/15/19 2,375 2,919
Tyco International Ltd. / Tyco International        
Finance SA 6.875% 1/15/21 5,100 6,304
United Technologies Corp. 4.875% 5/1/15 360 402
United Technologies Corp. 5.375% 12/15/17 4,925 5,889
United Technologies Corp. 6.125% 2/1/19 3,190 3,924
United Technologies Corp. 4.500% 4/15/20 10,255 11,706
United Technologies Corp. 6.700% 8/1/28 325 422
United Technologies Corp. 7.500% 9/15/29 825 1,151
United Technologies Corp. 5.400% 5/1/35 600 692
United Technologies Corp. 6.050% 6/1/36 1,790 2,221

 

 

United Technologies Corp. 6.125% 7/15/38 7,450 9,252
United Technologies Corp. 5.700% 4/15/40 2,375 2,852
Waste Management Inc. 5.000% 3/15/14 495 532
Waste Management Inc. 6.375% 3/11/15 9,650 11,039
Waste Management Inc. 2.600% 9/1/16 145 148
Waste Management Inc. 6.100% 3/15/18 175 207
Waste Management Inc. 7.375% 3/11/19 4,670 5,834
Waste Management Inc. 4.600% 3/1/21 175 193
Waste Management Inc. 7.100% 8/1/26 325 403
Waste Management Inc. 7.750% 5/15/32 365 495
Waste Management Inc. 6.125% 11/30/39 4,175 5,061
 
Communication (2.2%)        
America Movil SAB de CV 5.500% 3/1/14 1,735 1,876
America Movil SAB de CV 5.750% 1/15/15 6,989 7,766
America Movil SAB de CV 2.375% 9/8/16 3,500 3,547
America Movil SAB de CV 5.000% 10/16/19 2,700 3,001
America Movil SAB de CV 5.000% 3/30/20 9,440 10,518
America Movil SAB de CV 6.375% 3/1/35 2,275 2,680
America Movil SAB de CV 6.125% 11/15/37 1,575 1,809
America Movil SAB de CV 6.125% 3/30/40 10,465 12,065
American Tower Corp. 4.500% 1/15/18 15,000 15,715
American Tower Corp. 5.050% 9/1/20 295 304
American Tower Corp. 5.900% 11/1/21 4,540 5,022
AT&T Corp. 8.000% 11/15/31 5,699 7,991
AT&T Inc. 6.700% 11/15/13 11,325 12,377
AT&T Inc. 4.850% 2/15/14 4,200 4,510
AT&T Inc. 5.100% 9/15/14 5,775 6,352
AT&T Inc. 2.500% 8/15/15 17,290 18,001
AT&T Inc. 2.950% 5/15/16 8,240 8,705
AT&T Inc. 5.625% 6/15/16 7,225 8,408
AT&T Inc. 2.400% 8/15/16 1,355 1,401
AT&T Inc. 1.600% 2/15/17 4,600 4,596
AT&T Inc. 5.500% 2/1/18 2,190 2,575
AT&T Inc. 5.600% 5/15/18 1,225 1,448
AT&T Inc. 5.800% 2/15/19 1,425 1,692
AT&T Inc. 4.450% 5/15/21 590 650
AT&T Inc. 3.875% 8/15/21 16,885 17,812
AT&T Inc. 3.000% 2/15/22 4,525 4,430
AT&T Inc. 6.450% 6/15/34 2,025 2,383
AT&T Inc. 6.500% 9/1/37 12,125 14,509
AT&T Inc. 6.300% 1/15/38 18,665 21,829
AT&T Inc. 6.400% 5/15/38 2,675 3,174
AT&T Inc. 6.550% 2/15/39 4,165 5,092
AT&T Inc. 5.350% 9/1/40 19,078 20,284
AT&T Inc. 5.550% 8/15/41 7,615 8,445
AT&T Mobility LLC 7.125% 12/15/31 525 669
Bellsouth Capital Funding Corp. 7.875% 2/15/30 5,200 6,642
BellSouth Corp. 5.200% 9/15/14 425 467
BellSouth Corp. 5.200% 12/15/16 6,875 7,877
BellSouth Corp. 6.875% 10/15/31 4,883 5,832
BellSouth Corp. 6.550% 6/15/34 1,750 1,989
BellSouth Corp. 6.000% 11/15/34 1,175 1,263
BellSouth Telecommunications Inc. 6.375% 6/1/28 2,750 3,113
BellSouth Telecommunications Inc. 7.000% 12/1/95 400 462
British Telecommunications plc 5.950% 1/15/18 10,410 12,071
British Telecommunications plc 9.625% 12/15/30 5,325 7,903

 

 

CBS Corp. 4.625% 5/15/18 100 109
CBS Corp. 8.875% 5/15/19 1,100 1,443
CBS Corp. 5.750% 4/15/20 12,390 14,241
CBS Corp. 4.300% 2/15/21 4,150 4,343
CBS Corp. 7.875% 7/30/30 450 578
CBS Corp. 5.500% 5/15/33 200 207
Cellco Partnership / Verizon Wireless Capital        
LLC 7.375% 11/15/13 10,070 11,087
Cellco Partnership / Verizon Wireless Capital        
LLC 5.550% 2/1/14 7,634 8,255
Cellco Partnership / Verizon Wireless Capital        
LLC 8.500% 11/15/18 12,615 17,324
CenturyLink Inc. 6.000% 4/1/17 100 106
CenturyLink Inc. 6.150% 9/15/19 1,675 1,728
CenturyLink Inc. 6.450% 6/15/21 3,465 3,556
CenturyLink Inc. 5.800% 3/15/22 2,100 2,047
CenturyLink Inc. 6.875% 1/15/28 300 281
CenturyLink Inc. 7.600% 9/15/39 3,550 3,334
Comcast Cable Communications Holdings        
Inc. 9.455% 11/15/22 2,000 2,903
Comcast Cable Communications LLC 8.875% 5/1/17 975 1,268
Comcast Corp. 5.300% 1/15/14 1,850 1,989
Comcast Corp. 6.500% 1/15/15 1,350 1,543
Comcast Corp. 5.850% 11/15/15 3,760 4,338
Comcast Corp. 5.900% 3/15/16 12,110 13,999
Comcast Corp. 6.500% 1/15/17 150 179
Comcast Corp. 6.300% 11/15/17 3,125 3,774
Comcast Corp. 5.875% 2/15/18 4,150 4,920
Comcast Corp. 5.700% 5/15/18 4,625 5,451
Comcast Corp. 5.700% 7/1/19 6,870 8,068
Comcast Corp. 5.150% 3/1/20 5,055 5,822
Comcast Corp. 7.050% 3/15/33 2,000 2,437
Comcast Corp. 5.650% 6/15/35 2,450 2,660
Comcast Corp. 6.500% 11/15/35 19,100 22,777
Comcast Corp. 6.450% 3/15/37 1,825 2,191
Comcast Corp. 6.950% 8/15/37 8,950 11,277
Comcast Corp. 6.400% 5/15/38 1,975 2,340
COX Communications Inc. 5.450% 12/15/14 10,700 11,885
COX Communications Inc. 5.500% 10/1/15 100 113
Deutsche Telekom International Finance BV 5.250% 7/22/13 440 463
Deutsche Telekom International Finance BV 5.875% 8/20/13 5,635 6,001
Deutsche Telekom International Finance BV 4.875% 7/8/14 1,775 1,900
Deutsche Telekom International Finance BV 5.750% 3/23/16 2,500 2,833
Deutsche Telekom International Finance BV 6.750% 8/20/18 5,100 6,160
Deutsche Telekom International Finance BV 6.000% 7/8/19 11,525 13,493
Deutsche Telekom International Finance BV 8.750% 6/15/30 2,915 4,004
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 4.750% 10/1/14 1,550 1,683
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 3.550% 3/15/15 6,425 6,781
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 3.500% 3/1/16 3,000 3,150
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 7.625% 5/15/16 750 784
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.875% 10/1/19 12,975 14,915

 

 

DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 4.600% 2/15/21 1,950 2,059
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.000% 3/1/21 13,475 14,580
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 6.350% 3/15/40 2,900 3,223
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 6.000% 8/15/40 325 346
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 6.375% 3/1/41 2,600 2,924
6 DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.150% 3/15/42 8,600 8,358
Discovery Communications LLC 5.050% 6/1/20 500 565
Discovery Communications LLC 4.375% 6/15/21 870 933
Discovery Communications LLC 6.350% 6/1/40 4,060 4,877
Embarq Corp. 7.082% 6/1/16 9,850 11,087
Embarq Corp. 7.995% 6/1/36 9,849 9,938
France Telecom SA 4.375% 7/8/14 3,850 4,113
France Telecom SA 2.125% 9/16/15 5,000 5,107
France Telecom SA 2.750% 9/14/16 4,180 4,306
France Telecom SA 5.375% 7/8/19 6,825 7,699
France Telecom SA 4.125% 9/14/21 16,295 16,973
France Telecom SA 8.500% 3/1/31 4,465 6,307
Grupo Televisa SAB 6.625% 3/18/25 1,300 1,548
Grupo Televisa SAB 8.500% 3/11/32 200 266
Grupo Televisa SAB 6.625% 1/15/40 500 569
GTE Corp. 8.750% 11/1/21 1,700 2,340
GTE Corp. 6.940% 4/15/28 1,050 1,272
Koninklijke KPN NV 8.375% 10/1/30 1,550 2,029
McGraw-Hill Cos. Inc. 5.900% 11/15/17 1,750 2,032
McGraw-Hill Cos. Inc. 6.550% 11/15/37 1,600 1,699
NBCUniversal Media LLC 2.100% 4/1/14 3,700 3,776
NBCUniversal Media LLC 3.650% 4/30/15 7,250 7,737
NBCUniversal Media LLC 2.875% 4/1/16 2,030 2,109
NBCUniversal Media LLC 5.150% 4/30/20 7,550 8,520
NBCUniversal Media LLC 4.375% 4/1/21 295 315
NBCUniversal Media LLC 6.400% 4/30/40 8,200 9,755
NBCUniversal Media LLC 5.950% 4/1/41 1,700 1,952
New Cingular Wireless Services Inc. 8.750% 3/1/31 1,720 2,500
News America Inc. 5.300% 12/15/14 4,945 5,472
News America Inc. 8.000% 10/17/16 1,450 1,786
News America Inc. 6.900% 3/1/19 4,340 5,274
News America Inc. 5.650% 8/15/20 3,500 3,968
News America Inc. 4.500% 2/15/21 16,550 17,631
News America Inc. 7.700% 10/30/25 200 241
News America Inc. 6.550% 3/15/33 4,915 5,410
News America Inc. 6.200% 12/15/34 5,500 6,103
News America Inc. 6.400% 12/15/35 4,500 5,065
News America Inc. 8.150% 10/17/36 625 767
News America Inc. 6.650% 11/15/37 3,000 3,467
News America Inc. 7.850% 3/1/39 250 303
News America Inc. 6.900% 8/15/39 1,850 2,176
News America Inc. 6.150% 2/15/41 8,830 10,019
News America Inc. 7.750% 12/1/45 425 503
Omnicom Group Inc. 5.900% 4/15/16 1,675 1,930
Omnicom Group Inc. 4.450% 8/15/20 4,550 4,864
Pacific Bell Telephone Co. 7.125% 3/15/26 425 547

 

 

Qwest Corp. 7.500% 10/1/14 2,625 2,937
Qwest Corp. 7.625% 6/15/15 2,500 2,849
Qwest Corp. 8.375% 5/1/16 2,675 3,157
Qwest Corp. 6.500% 6/1/17 1,125 1,270
Qwest Corp. 6.750% 12/1/21 5,590 6,173
Qwest Corp. 7.500% 6/15/23 1,325 1,342
Qwest Corp. 7.250% 9/15/25 1,400 1,498
Qwest Corp. 6.875% 9/15/33 2,900 2,871
Qwest Corp. 7.125% 11/15/43 4,500 4,523
Reed Elsevier Capital Inc. 7.750% 1/15/14 1,000 1,109
Reed Elsevier Capital Inc. 8.625% 1/15/19 3,365 4,231
Rogers Communications Inc. 6.375% 3/1/14 5,275 5,807
Rogers Communications Inc. 5.500% 3/15/14 2,605 2,817
Rogers Communications Inc. 6.800% 8/15/18 7,350 9,150
Rogers Communications Inc. 7.500% 8/15/38 100 134
TCI Communications Inc. 8.750% 8/1/15 4,175 5,144
TCI Communications Inc. 7.875% 2/15/26 300 390
Telecom Italia Capital SA 5.250% 11/15/13 6,850 7,075
Telecom Italia Capital SA 6.175% 6/18/14 2,065 2,172
Telecom Italia Capital SA 4.950% 9/30/14 7,475 7,706
Telecom Italia Capital SA 5.250% 10/1/15 3,795 3,921
Telecom Italia Capital SA 6.999% 6/4/18 200 215
Telecom Italia Capital SA 6.375% 11/15/33 2,875 2,605
Telecom Italia Capital SA 6.000% 9/30/34 200 175
Telecom Italia Capital SA 7.200% 7/18/36 1,100 1,069
Telecom Italia Capital SA 7.721% 6/4/38 11,915 11,603
Telefonica Emisiones SAU 4.949% 1/15/15 3,775 3,865
Telefonica Emisiones SAU 3.992% 2/16/16 11,190 11,199
Telefonica Emisiones SAU 6.421% 6/20/16 4,975 5,304
Telefonica Emisiones SAU 5.877% 7/15/19 11,625 11,799
Telefonica Emisiones SAU 5.134% 4/27/20 5,545 5,371
Telefonica Emisiones SAU 5.462% 2/16/21 15,240 14,967
Telefonica Emisiones SAU 7.045% 6/20/36 8,785 8,669
Telefonica Europe BV 8.250% 9/15/30 1,500 1,674
Thomson Reuters Corp. 5.950% 7/15/13 725 769
Thomson Reuters Corp. 5.700% 10/1/14 5,075 5,592
Thomson Reuters Corp. 6.500% 7/15/18 250 307
Thomson Reuters Corp. 4.700% 10/15/19 1,625 1,779
Thomson Reuters Corp. 3.950% 9/30/21 2,000 2,085
Thomson Reuters Corp. 5.500% 8/15/35 1,500 1,556
Thomson Reuters Corp. 5.850% 4/15/40 4,400 4,855
Time Warner Cable Inc. 8.250% 2/14/14 875 989
Time Warner Cable Inc. 7.500% 4/1/14 8,075 9,084
Time Warner Cable Inc. 3.500% 2/1/15 925 979
Time Warner Cable Inc. 5.850% 5/1/17 9,600 11,194
Time Warner Cable Inc. 6.750% 7/1/18 9,150 11,154
Time Warner Cable Inc. 8.750% 2/14/19 3,100 4,047
Time Warner Cable Inc. 8.250% 4/1/19 12,550 16,074
Time Warner Cable Inc. 5.000% 2/1/20 9,295 10,254
Time Warner Cable Inc. 4.000% 9/1/21 3,050 3,119
Time Warner Cable Inc. 7.300% 7/1/38 5,000 6,316
Time Warner Cable Inc. 6.750% 6/15/39 3,572 4,244
Time Warner Cable Inc. 5.875% 11/15/40 20,250 21,862
Time Warner Cable Inc. 5.500% 9/1/41 1,950 2,035
Time Warner Entertainment Co. LP 8.375% 3/15/23 800 1,068
Time Warner Entertainment Co. LP 8.375% 7/15/33 2,975 3,990
United States Cellular Corp. 6.700% 12/15/33 1,025 994

 

 

Verizon Communications Inc. 5.250% 4/15/13 4,575 4,796
Verizon Communications Inc. 1.950% 3/28/14 890 912
Verizon Communications Inc. 4.900% 9/15/15 575 649
Verizon Communications Inc. 5.550% 2/15/16 15,350 17,626
Verizon Communications Inc. 3.000% 4/1/16 7,470 7,897
Verizon Communications Inc. 2.000% 11/1/16 11,546 11,709
Verizon Communications Inc. 5.500% 4/1/17 1,450 1,694
Verizon Communications Inc. 5.500% 2/15/18 16,300 19,088
Verizon Communications Inc. 6.100% 4/15/18 3,920 4,720
Verizon Communications Inc. 8.750% 11/1/18 2,365 3,208
Verizon Communications Inc. 6.350% 4/1/19 2,925 3,570
Verizon Communications Inc. 4.600% 4/1/21 6,460 7,161
Verizon Communications Inc. 3.500% 11/1/21 5,335 5,443
Verizon Communications Inc. 5.850% 9/15/35 7,650 8,762
Verizon Communications Inc. 6.250% 4/1/37 1,675 1,996
Verizon Communications Inc. 6.400% 2/15/38 5,061 6,125
Verizon Communications Inc. 6.900% 4/15/38 4,625 5,929
Verizon Communications Inc. 8.950% 3/1/39 4,300 6,631
Verizon Communications Inc. 7.350% 4/1/39 1,200 1,591
Verizon Communications Inc. 6.000% 4/1/41 5,280 6,258
Verizon Communications Inc. 4.750% 11/1/41 3,175 3,221
Verizon Global Funding Corp. 4.375% 6/1/13 200 208
Verizon Global Funding Corp. 7.750% 12/1/30 5,190 7,016
Verizon Maryland Inc. 5.125% 6/15/33 175 173
Verizon New England Inc. 7.875% 11/15/29 1,225 1,494
Verizon New York Inc. 7.375% 4/1/32 3,900 4,622
Vodafone Group plc 5.000% 12/16/13 475 507
Vodafone Group plc 4.150% 6/10/14 590 630
Vodafone Group plc 5.375% 1/30/15 6,775 7,558
Vodafone Group plc 5.750% 3/15/16 1,825 2,111
Vodafone Group plc 5.625% 2/27/17 16,490 19,241
Vodafone Group plc 1.625% 3/20/17 1,300 1,278
Vodafone Group plc 4.625% 7/15/18 5,200 5,923
Vodafone Group plc 5.450% 6/10/19 5,000 5,913
Vodafone Group plc 6.250% 11/30/32 2,675 3,211
Vodafone Group plc 6.150% 2/27/37 6,420 7,757
Washington Post Co. 7.250% 2/1/19 875 1,011
6 WPP Finance 2010 4.750% 11/21/21 6,801 7,055
WPP Finance UK 8.000% 9/15/14 2,625 3,006
 
Consumer Cyclical (1.2%)        
AutoZone Inc. 6.500% 1/15/14 2,000 2,189
AutoZone Inc. 5.750% 1/15/15 4,050 4,482
Best Buy Co. Inc. 6.750% 7/15/13 2,875 3,022
BorgWarner Inc. 4.625% 9/15/20 400 427
Costco Wholesale Corp. 5.500% 3/15/17 5,400 6,424
CVS Caremark Corp. 4.875% 9/15/14 1,675 1,841
CVS Caremark Corp. 3.250% 5/18/15 2,245 2,381
CVS Caremark Corp. 6.125% 8/15/16 2,375 2,785
CVS Caremark Corp. 5.750% 6/1/17 590 693
CVS Caremark Corp. 6.600% 3/15/19 6,065 7,459
CVS Caremark Corp. 4.750% 5/18/20 1,000 1,120
CVS Caremark Corp. 6.250% 6/1/27 10,150 12,121
CVS Caremark Corp. 6.125% 9/15/39 3,975 4,613
CVS Caremark Corp. 5.750% 5/15/41 4,695 5,248
Daimler Finance North America LLC 6.500% 11/15/13 7,100 7,712
6 Daimler Finance North America LLC 2.625% 9/15/16 2,300 2,355

 

 

Daimler Finance North America LLC 8.500% 1/18/31 4,995 7,266
Darden Restaurants Inc. 6.200% 10/15/17 1,850 2,108
Darden Restaurants Inc. 4.500% 10/15/21 105 107
Darden Restaurants Inc. 6.800% 10/15/37 6,745 7,629
eBay Inc. 0.875% 10/15/13 1,150 1,157
eBay Inc. 1.625% 10/15/15 1,150 1,173
eBay Inc. 3.250% 10/15/20 1,175 1,192
Expedia Inc. 7.456% 8/15/18 250 283
Expedia Inc. 5.950% 8/15/20 6,400 6,573
Family Dollar Stores Inc. 5.000% 2/1/21 1,275 1,328
Gap Inc. 5.950% 4/12/21 1,675 1,692
Historic TW Inc. 9.150% 2/1/23 3,425 4,664
Historic TW Inc. 6.625% 5/15/29 2,925 3,479
Home Depot Inc. 5.250% 12/16/13 6,050 6,525
Home Depot Inc. 5.400% 3/1/16 6,470 7,470
Home Depot Inc. 4.400% 4/1/21 9,730 10,901
Home Depot Inc. 5.875% 12/16/36 10,605 12,624
Home Depot Inc. 5.400% 9/15/40 7,590 8,549
Home Depot Inc. 5.950% 4/1/41 2,075 2,521
International Game Technology 7.500% 6/15/19 875 1,022
International Game Technology 5.500% 6/15/20 1,030 1,086
Johnson Controls Inc. 2.600% 12/1/16 1,475 1,518
Johnson Controls Inc. 5.000% 3/30/20 2,300 2,560
Johnson Controls Inc. 4.250% 3/1/21 5,405 5,704
Johnson Controls Inc. 3.750% 12/1/21 1,425 1,449
Johnson Controls Inc. 6.000% 1/15/36 350 394
Johnson Controls Inc. 5.700% 3/1/41 795 892
Johnson Controls Inc. 5.250% 12/1/41 1,475 1,546
Kohl's Corp. 6.250% 12/15/17 1,550 1,844
Kohl's Corp. 4.000% 11/1/21 7,380 7,598
Kohl's Corp. 6.000% 1/15/33 300 322
Kohl's Corp. 6.875% 12/15/37 700 845
Lowe's Cos. Inc. 5.400% 10/15/16 1,925 2,257
Lowe's Cos. Inc. 6.100% 9/15/17 875 1,047
Lowe's Cos. Inc. 4.625% 4/15/20 3,355 3,723
Lowe's Cos. Inc. 3.750% 4/15/21 4,045 4,260
Lowe's Cos. Inc. 3.800% 11/15/21 3,775 3,999
Lowe's Cos. Inc. 6.875% 2/15/28 350 445
Lowe's Cos. Inc. 6.500% 3/15/29 1,050 1,303
Lowe's Cos. Inc. 5.800% 10/15/36 7,175 8,249
Lowe's Cos. Inc. 5.800% 4/15/40 120 140
Lowe's Cos. Inc. 5.125% 11/15/41 1,200 1,289
Macy's Retail Holdings Inc. 7.875% 7/15/15 5,515 6,493
Macy's Retail Holdings Inc. 5.900% 12/1/16 3,775 4,331
Macy's Retail Holdings Inc. 3.875% 1/15/22 4,100 4,121
Macy's Retail Holdings Inc. 6.900% 4/1/29 9,850 11,469
Macy's Retail Holdings Inc. 6.375% 3/15/37 2,300 2,602
Macy's Retail Holdings Inc. 5.125% 1/15/42 1,325 1,294
Marriott International Inc. 6.200% 6/15/16 550 635
Marriott International Inc. 6.375% 6/15/17 650 757
Marriott International Inc. 3.000% 3/1/19 1,750 1,723
McDonald's Corp. 5.300% 3/15/17 300 351
McDonald's Corp. 5.800% 10/15/17 1,825 2,205
McDonald's Corp. 5.350% 3/1/18 2,870 3,434
McDonald's Corp. 5.000% 2/1/19 4,525 5,280
McDonald's Corp. 2.625% 1/15/22 11,090 10,923
McDonald's Corp. 6.300% 10/15/37 325 432

 

 

McDonald's Corp. 6.300% 3/1/38 1,825 2,413
McDonald's Corp. 3.700% 2/15/42 4,200 3,825
Nordstrom Inc. 6.750% 6/1/14 175 197
Nordstrom Inc. 6.250% 1/15/18 5,625 6,879
Nordstrom Inc. 4.750% 5/1/20 1,200 1,346
Nordstrom Inc. 4.000% 10/15/21 12,440 13,293
Nordstrom Inc. 6.950% 3/15/28 425 531
Nordstrom Inc. 7.000% 1/15/38 1,275 1,697
O'Reilly Automotive Inc. 4.875% 1/14/21 600 641
PACCAR Financial Corp. 1.600% 3/15/17 3,725 3,702
PACCAR Inc. 6.875% 2/15/14 1,200 1,331
Staples Inc. 9.750% 1/15/14 6,300 7,166
Target Corp. 4.000% 6/15/13 600 625
Target Corp. 5.875% 7/15/16 3,575 4,226
Target Corp. 5.375% 5/1/17 100 118
Target Corp. 6.000% 1/15/18 3,555 4,343
Target Corp. 3.875% 7/15/20 3,655 3,971
Target Corp. 7.000% 7/15/31 1,425 1,836
Target Corp. 6.350% 11/1/32 2,075 2,552
Target Corp. 6.500% 10/15/37 2,400 3,077
Target Corp. 7.000% 1/15/38 13,170 17,767
Time Warner Cos. Inc. 7.570% 2/1/24 325 410
Time Warner Cos. Inc. 6.950% 1/15/28 150 182
Time Warner Inc. 3.150% 7/15/15 8,518 9,006
Time Warner Inc. 5.875% 11/15/16 2,525 2,957
Time Warner Inc. 4.875% 3/15/20 4,860 5,391
Time Warner Inc. 4.700% 1/15/21 4,250 4,642
Time Warner Inc. 4.750% 3/29/21 7,975 8,769
Time Warner Inc. 4.000% 1/15/22 295 306
Time Warner Inc. 7.625% 4/15/31 5,700 7,309
Time Warner Inc. 7.700% 5/1/32 7,850 10,243
Time Warner Inc. 6.500% 11/15/36 9,090 10,525
Time Warner Inc. 6.200% 3/15/40 950 1,076
Time Warner Inc. 6.100% 7/15/40 3,150 3,502
Time Warner Inc. 6.250% 3/29/41 5,275 6,005
Time Warner Inc. 5.375% 10/15/41 295 308
TJX Cos. Inc. 4.200% 8/15/15 6,265 6,848
TJX Cos. Inc. 6.950% 4/15/19 6,150 7,604
Toyota Motor Credit Corp. 1.000% 2/17/15 4,850 4,848
Toyota Motor Credit Corp. 3.200% 6/17/15 5,500 5,843
Toyota Motor Credit Corp. 2.800% 1/11/16 1,890 1,976
Toyota Motor Credit Corp. 2.000% 9/15/16 3,125 3,184
Toyota Motor Credit Corp. 2.050% 1/12/17 10,500 10,668
Toyota Motor Credit Corp. 4.250% 1/11/21 4,200 4,595
Toyota Motor Credit Corp. 3.400% 9/15/21 1,495 1,536
Toyota Motor Credit Corp. 3.300% 1/12/22 5,600 5,684
VF Corp. 5.950% 11/1/17 850 1,000
VF Corp. 3.500% 9/1/21 4,695 4,820
VF Corp. 6.450% 11/1/37 625 770
Viacom Inc. 4.375% 9/15/14 375 404
Viacom Inc. 1.250% 2/27/15 3,600 3,593
Viacom Inc. 2.500% 12/15/16 300 307
Viacom Inc. 3.500% 4/1/17 835 893
Viacom Inc. 6.125% 10/5/17 1,250 1,492
Viacom Inc. 5.625% 9/15/19 12,235 14,142
Viacom Inc. 3.875% 12/15/21 5,290 5,460
Viacom Inc. 6.875% 4/30/36 4,560 5,742

 

 

Wal-Mart Stores Inc. 4.250% 4/15/13 25 26
Wal-Mart Stores Inc. 4.550% 5/1/13 2,840 2,966
Wal-Mart Stores Inc. 7.250% 6/1/13 550 592
Wal-Mart Stores Inc. 1.625% 4/15/14 5,910 6,038
Wal-Mart Stores Inc. 3.200% 5/15/14 2,100 2,216
Wal-Mart Stores Inc. 2.875% 4/1/15 2,425 2,575
Wal-Mart Stores Inc. 4.500% 7/1/15 2,225 2,478
Wal-Mart Stores Inc. 2.250% 7/8/15 1,275 1,331
Wal-Mart Stores Inc. 1.500% 10/25/15 12,135 12,382
Wal-Mart Stores Inc. 5.375% 4/5/17 625 735
Wal-Mart Stores Inc. 5.800% 2/15/18 5,920 7,192
Wal-Mart Stores Inc. 3.625% 7/8/20 3,950 4,240
Wal-Mart Stores Inc. 3.250% 10/25/20 6,795 7,110
Wal-Mart Stores Inc. 4.250% 4/15/21 19,735 22,036
Wal-Mart Stores Inc. 5.875% 4/5/27 11,050 13,453
Wal-Mart Stores Inc. 7.550% 2/15/30 3,650 5,275
Wal-Mart Stores Inc. 5.250% 9/1/35 1,560 1,765
Wal-Mart Stores Inc. 6.500% 8/15/37 8,515 11,154
Wal-Mart Stores Inc. 6.200% 4/15/38 6,400 8,083
Wal-Mart Stores Inc. 5.625% 4/1/40 1,700 2,040
Wal-Mart Stores Inc. 4.875% 7/8/40 5,875 6,364
Wal-Mart Stores Inc. 5.000% 10/25/40 1,850 2,023
Wal-Mart Stores Inc. 5.625% 4/15/41 6,060 7,271
Walgreen Co. 4.875% 8/1/13 3,695 3,903
Walgreen Co. 5.250% 1/15/19 1,970 2,271
Walt Disney Co. 4.500% 12/15/13 2,595 2,766
Walt Disney Co. 6.200% 6/20/14 2,000 2,248
Walt Disney Co. 0.875% 12/1/14 7,225 7,264
Walt Disney Co. 1.350% 8/16/16 235 235
Walt Disney Co. 5.625% 9/15/16 3,425 4,018
Walt Disney Co. 1.125% 2/15/17 4,000 3,938
Walt Disney Co. 5.875% 12/15/17 1,875 2,279
Walt Disney Co. 7.000% 3/1/32 325 444
Walt Disney Co. 4.375% 8/16/41 325 327
Walt Disney Co. 4.125% 12/1/41 7,633 7,436
Western Union Co. 6.500% 2/26/14 3,275 3,583
Western Union Co. 5.930% 10/1/16 1,825 2,111
Western Union Co. 5.253% 4/1/20 240 266
Western Union Co. 6.200% 11/17/36 850 886
Western Union Co. 6.200% 6/21/40 1,100 1,128
Wyndham Worldwide Corp. 5.750% 2/1/18 10,076 11,235
Wyndham Worldwide Corp. 4.250% 3/1/22 300 294
Yum! Brands Inc. 4.250% 9/15/15 2,000 2,170
Yum! Brands Inc. 6.250% 4/15/16 2,850 3,268
Yum! Brands Inc. 6.250% 3/15/18 1,750 2,086
Yum! Brands Inc. 5.300% 9/15/19 685 771
Yum! Brands Inc. 3.875% 11/1/20 1,175 1,208
Yum! Brands Inc. 6.875% 11/15/37 1,350 1,716
 
Consumer Noncyclical (2.7%)        
Abbott Laboratories 4.350% 3/15/14 1,075 1,154
Abbott Laboratories 2.700% 5/27/15 1,000 1,055
Abbott Laboratories 5.875% 5/15/16 6,385 7,529
Abbott Laboratories 5.600% 11/30/17 4,450 5,388
Abbott Laboratories 5.125% 4/1/19 8,615 10,153
Abbott Laboratories 4.125% 5/27/20 3,000 3,350
Abbott Laboratories 6.150% 11/30/37 11,080 14,045

 

 

Abbott Laboratories 6.000% 4/1/39 575 716
Abbott Laboratories 5.300% 5/27/40 3,755 4,298
Allergan Inc. 5.750% 4/1/16 400 464
Allergan Inc. 3.375% 9/15/20 5,000 5,176
Altria Group Inc. 8.500% 11/10/13 8,745 9,784
Altria Group Inc. 7.750% 2/6/14 4,600 5,152
Altria Group Inc. 4.125% 9/11/15 500 545
Altria Group Inc. 9.700% 11/10/18 3,890 5,284
Altria Group Inc. 9.250% 8/6/19 665 896
Altria Group Inc. 4.750% 5/5/21 2,150 2,307
Altria Group Inc. 9.950% 11/10/38 15,390 23,533
Altria Group Inc. 10.200% 2/6/39 7,400 11,520
AmerisourceBergen Corp. 5.875% 9/15/15 7,375 8,458
AmerisourceBergen Corp. 4.875% 11/15/19 975 1,094
AmerisourceBergen Corp. 3.500% 11/15/21 7,750 7,921
Amgen Inc. 1.875% 11/15/14 1,660 1,695
Amgen Inc. 4.850% 11/18/14 9,375 10,256
Amgen Inc. 2.300% 6/15/16 6,870 7,003
Amgen Inc. 2.500% 11/15/16 1,660 1,704
Amgen Inc. 5.850% 6/1/17 7,750 9,098
Amgen Inc. 5.700% 2/1/19 1,320 1,522
Amgen Inc. 3.450% 10/1/20 825 829
Amgen Inc. 4.100% 6/15/21 1,765 1,849
Amgen Inc. 3.875% 11/15/21 1,660 1,701
Amgen Inc. 6.375% 6/1/37 2,200 2,530
Amgen Inc. 6.900% 6/1/38 5,023 6,105
Amgen Inc. 6.400% 2/1/39 2,725 3,143
Amgen Inc. 5.750% 3/15/40 2,665 2,863
Amgen Inc. 4.950% 10/1/41 9,275 8,955
Amgen Inc. 5.150% 11/15/41 1,655 1,648
Amgen Inc. 5.650% 6/15/42 2,350 2,488
Anheuser-Busch Cos. LLC 5.600% 3/1/17 1,375 1,610
Anheuser-Busch Cos. LLC 5.500% 1/15/18 6,307 7,409
Anheuser-Busch Cos. LLC 6.800% 8/20/32 775 1,006
Anheuser-Busch Cos. LLC 5.750% 4/1/36 2,905 3,444
Anheuser-Busch InBev Worldwide Inc. 1.500% 7/14/14 5,825 5,906
Anheuser-Busch InBev Worldwide Inc. 5.375% 11/15/14 4,290 4,761
Anheuser-Busch InBev Worldwide Inc. 4.125% 1/15/15 4,590 4,977
Anheuser-Busch InBev Worldwide Inc. 2.875% 2/15/16 5,968 6,287
Anheuser-Busch InBev Worldwide Inc. 7.750% 1/15/19 4,040 5,267
Anheuser-Busch InBev Worldwide Inc. 6.875% 11/15/19 3,675 4,678
Anheuser-Busch InBev Worldwide Inc. 5.375% 1/15/20 11,690 13,771
Anheuser-Busch InBev Worldwide Inc. 5.000% 4/15/20 2,600 3,000
Anheuser-Busch InBev Worldwide Inc. 4.375% 2/15/21 3,875 4,318
Anheuser-Busch InBev Worldwide Inc. 8.200% 1/15/39 8,590 12,984
Anheuser-Busch InBev Worldwide Inc. 6.375% 1/15/40 2,825 3,731
Archer-Daniels-Midland Co. 8.375% 4/15/17 100 128
Archer-Daniels-Midland Co. 5.450% 3/15/18 3,625 4,325
Archer-Daniels-Midland Co. 4.479% 3/1/21 2,145 2,411
Archer-Daniels-Midland Co. 5.935% 10/1/32 1,775 2,093
Archer-Daniels-Midland Co. 5.375% 9/15/35 2,025 2,268
Archer-Daniels-Midland Co. 5.765% 3/1/41 7,095 8,461
6 Aristotle Holding Inc. 2.100% 2/12/15 6,700 6,763
6 Aristotle Holding Inc. 2.650% 2/15/17 7,425 7,483
6 Aristotle Holding Inc. 4.750% 11/15/21 3,000 3,197
6 Aristotle Holding Inc. 3.900% 2/15/22 1,900 1,923
6 Aristotle Holding Inc. 6.125% 11/15/41 2,825 3,144

 

 

AstraZeneca plc 5.900% 9/15/17 10,840 13,031
AstraZeneca plc 6.450% 9/15/37 10,980 14,286
Avon Products Inc. 5.750% 3/1/18 2,460 2,727
Avon Products Inc. 6.500% 3/1/19 1,160 1,310
Baptist Health South Florida Obligated Group 4.590% 8/15/21 375 401
Baxter International Inc. 5.900% 9/1/16 875 1,041
Baxter International Inc. 1.850% 1/15/17 4,050 4,085
Baxter International Inc. 4.250% 3/15/20 900 990
Beam Inc. 5.875% 1/15/36 875 863
Becton Dickinson and Co. 1.750% 11/8/16 90 91
Becton Dickinson and Co. 5.000% 5/15/19 450 518
Becton Dickinson and Co. 3.250% 11/12/20 8,340 8,611
Becton Dickinson and Co. 3.125% 11/8/21 2,985 3,011
Biogen Idec Inc. 6.875% 3/1/18 11,300 13,751
Boston Scientific Corp. 4.500% 1/15/15 8,295 8,898
Boston Scientific Corp. 6.250% 11/15/15 6,000 6,705
Boston Scientific Corp. 5.125% 1/12/17 3,750 4,123
Boston Scientific Corp. 6.000% 1/15/20 3,870 4,430
Boston Scientific Corp. 7.000% 11/15/35 2,850 3,399
Boston Scientific Corp. 7.375% 1/15/40 1,400 1,769
Bottling Group LLC 5.000% 11/15/13 2,700 2,891
Bottling Group LLC 6.950% 3/15/14 4,225 4,735
Bottling Group LLC 5.500% 4/1/16 4,050 4,689
Bottling Group LLC 5.125% 1/15/19 1,975 2,299
Bristol-Myers Squibb Co. 5.250% 8/15/13 650 692
Bristol-Myers Squibb Co. 5.450% 5/1/18 11,240 13,413
Bristol-Myers Squibb Co. 7.150% 6/15/23 100 136
Bristol-Myers Squibb Co. 6.800% 11/15/26 100 133
Bristol-Myers Squibb Co. 5.875% 11/15/36 2,888 3,575
Bristol-Myers Squibb Co. 6.125% 5/1/38 460 587
Bristol-Myers Squibb Co. 6.875% 8/1/97 325 437
Bunge Ltd. Finance Corp. 5.100% 7/15/15 575 616
Bunge Ltd. Finance Corp. 8.500% 6/15/19 13,150 16,025
Campbell Soup Co. 3.050% 7/15/17 525 563
Campbell Soup Co. 4.250% 4/15/21 2,175 2,387
Cardinal Health Inc. 4.000% 6/15/15 100 107
Cardinal Health Inc. 4.625% 12/15/20 4,935 5,421
CareFusion Corp. 5.125% 8/1/14 1,985 2,146
CareFusion Corp. 6.375% 8/1/19 5,085 5,915
Celgene Corp. 2.450% 10/15/15 750 766
Celgene Corp. 3.950% 10/15/20 5,075 5,185
Celgene Corp. 5.700% 10/15/40 1,350 1,417
Church & Dwight Co. Inc. 3.350% 12/15/15 1,000 1,048
Clorox Co. 5.000% 3/1/13 1,635 1,696
Clorox Co. 5.000% 1/15/15 525 571
Clorox Co. 3.550% 11/1/15 1,850 1,958
Clorox Co. 5.950% 10/15/17 8,722 10,107
Coca-Cola Co. 0.750% 11/15/13 6,200 6,224
Coca-Cola Co. 0.750% 3/13/15 575 573
Coca-Cola Co. 1.500% 11/15/15 9,500 9,662
Coca-Cola Co. 1.800% 9/1/16 2,900 2,956
Coca-Cola Co. 5.350% 11/15/17 8,350 9,946
Coca-Cola Co. 1.650% 3/14/18 725 721
Coca-Cola Co. 4.875% 3/15/19 5,910 6,787
Coca-Cola Co. 3.150% 11/15/20 1,100 1,146
Coca-Cola Co. 3.300% 9/1/21 7,615 7,876
Coca-Cola Enterprises Inc. 2.125% 9/15/15 1,595 1,629

 

 

Coca-Cola Femsa SAB de CV 4.625% 2/15/20 775 833
Coca-Cola HBC Finance BV 5.125% 9/17/13 325 341
Coca-Cola HBC Finance BV 5.500% 9/17/15 3,500 3,869
Coca-Cola Refreshments USA Inc. 7.375% 3/3/14 4,425 4,968
Coca-Cola Refreshments USA Inc. 4.250% 3/1/15 2,200 2,408
Coca-Cola Refreshments USA Inc. 8.500% 2/1/22 1,800 2,581
Colgate-Palmolive Co. 0.600% 11/15/14 745 745
Colgate-Palmolive Co. 1.300% 1/15/17 4,375 4,377
Colgate-Palmolive Co. 2.450% 11/15/21 1,510 1,491
ConAgra Foods Inc. 5.875% 4/15/14 1,295 1,414
ConAgra Foods Inc. 5.819% 6/15/17 225 254
ConAgra Foods Inc. 7.125% 10/1/26 940 1,129
ConAgra Foods Inc. 7.000% 10/1/28 250 299
Corn Products International Inc. 3.200% 11/1/15 1,700 1,761
Corn Products International Inc. 4.625% 11/1/20 890 935
Corn Products International Inc. 6.625% 4/15/37 575 650
Covidien International Finance SA 1.875% 6/15/13 8,000 8,082
Covidien International Finance SA 6.000% 10/15/17 1,995 2,396
Covidien International Finance SA 6.550% 10/15/37 4,849 6,253
CR Bard Inc. 4.400% 1/15/21 2,220 2,467
CR Bard Inc. 6.700% 12/1/26 1,800 2,217
Delhaize Group SA 5.875% 2/1/14 1,400 1,505
Delhaize Group SA 6.500% 6/15/17 235 271
Delhaize Group SA 5.700% 10/1/40 6,241 5,795
Diageo Capital plc 5.500% 9/30/16 425 499
Diageo Capital plc 5.750% 10/23/17 3,885 4,686
Diageo Capital plc 4.828% 7/15/20 3,100 3,524
Diageo Capital plc 5.875% 9/30/36 200 240
Diageo Finance BV 5.300% 10/28/15 1,800 2,053
Diageo Investment Corp. 7.450% 4/15/35 200 268
Dr Pepper Snapple Group Inc. 6.120% 5/1/13 525 554
Dr Pepper Snapple Group Inc. 2.900% 1/15/16 3,045 3,164
Dr Pepper Snapple Group Inc. 6.820% 5/1/18 420 521
Dr Pepper Snapple Group Inc. 2.600% 1/15/19 2,785 2,771
Dr Pepper Snapple Group Inc. 7.450% 5/1/38 425 571
Eli Lilly & Co. 4.200% 3/6/14 2,200 2,349
Eli Lilly & Co. 5.200% 3/15/17 3,925 4,578
Eli Lilly & Co. 5.500% 3/15/27 2,950 3,540
Eli Lilly & Co. 5.550% 3/15/37 1,800 2,115
Eli Lilly & Co. 5.950% 11/15/37 235 292
Energizer Holdings Inc. 4.700% 5/19/21 1,325 1,373
Estee Lauder Cos. Inc. 6.000% 5/15/37 200 246
Express Scripts Inc. 6.250% 6/15/14 6,700 7,352
Flowers Foods Inc. 4.375% 4/1/22 1,500 1,490
Genentech Inc. 4.750% 7/15/15 800 892
Genentech Inc. 5.250% 7/15/35 300 334
General Mills Inc. 5.250% 8/15/13 1,650 1,751
General Mills Inc. 5.200% 3/17/15 2,000 2,234
General Mills Inc. 5.700% 2/15/17 2,525 2,978
General Mills Inc. 5.650% 2/15/19 6,725 7,973
General Mills Inc. 3.150% 12/15/21 5,950 5,924
General Mills Inc. 5.400% 6/15/40 4,505 5,003
Gilead Sciences Inc. 3.050% 12/1/16 375 390
Gilead Sciences Inc. 4.500% 4/1/21 4,900 5,185
Gilead Sciences Inc. 4.400% 12/1/21 9,402 9,869
Gilead Sciences Inc. 5.650% 12/1/41 1,550 1,645
GlaxoSmithKline Capital Inc. 4.850% 5/15/13 9,920 10,397

 

 

GlaxoSmithKline Capital Inc. 4.375% 4/15/14 6,225 6,699
GlaxoSmithKline Capital Inc. 5.650% 5/15/18 5,555 6,681
GlaxoSmithKline Capital Inc. 5.375% 4/15/34 950 1,086
GlaxoSmithKline Capital Inc. 6.375% 5/15/38 14,535 19,021
Hasbro Inc. 6.125% 5/15/14 5,000 5,430
Hasbro Inc. 6.300% 9/15/17 2,125 2,426
Hasbro Inc. 6.350% 3/15/40 1,200 1,286
Hershey Co. 5.450% 9/1/16 425 494
Hershey Co. 1.500% 11/1/16 2,125 2,138
Hershey Co. 4.125% 12/1/20 1,710 1,879
HJ Heinz Co. 5.350% 7/15/13 7,775 8,235
HJ Heinz Finance Co. 6.750% 3/15/32 1,125 1,362
Hormel Foods Corp. 4.125% 4/15/21 625 677
Hospira Inc. 5.900% 6/15/14 500 541
Hospira Inc. 6.400% 5/15/15 275 302
Hospira Inc. 6.050% 3/30/17 1,050 1,169
Hospira Inc. 5.600% 9/15/40 1,075 1,022
JM Smucker Co. 3.500% 10/15/21 995 1,009
Johnson & Johnson 1.200% 5/15/14 835 848
Johnson & Johnson 5.550% 8/15/17 1,700 2,065
Johnson & Johnson 5.150% 7/15/18 4,550 5,473
Johnson & Johnson 2.950% 9/1/20 10,000 10,439
Johnson & Johnson 6.730% 11/15/23 1,203 1,680
Johnson & Johnson 6.950% 9/1/29 1,300 1,770
Johnson & Johnson 4.950% 5/15/33 1,600 1,825
Johnson & Johnson 5.950% 8/15/37 1,555 2,027
Johnson & Johnson 4.500% 9/1/40 1,370 1,459
Kellogg Co. 1.875% 11/17/16 4,400 4,450
Kellogg Co. 4.000% 12/15/20 9,005 9,519
Kellogg Co. 7.450% 4/1/31 1,150 1,507
Kimberly-Clark Corp. 4.875% 8/15/15 1,875 2,092
Kimberly-Clark Corp. 6.125% 8/1/17 4,475 5,459
Kimberly-Clark Corp. 7.500% 11/1/18 800 1,071
Kimberly-Clark Corp. 3.625% 8/1/20 3,150 3,358
Kimberly-Clark Corp. 3.875% 3/1/21 2,940 3,163
Kimberly-Clark Corp. 2.400% 3/1/22 1,100 1,064
Kimberly-Clark Corp. 6.625% 8/1/37 200 271
Kimberly-Clark Corp. 5.300% 3/1/41 1,600 1,890
Koninklijke Philips Electronics NV 5.750% 3/11/18 7,250 8,443
Koninklijke Philips Electronics NV 6.875% 3/11/38 4,720 5,716
Kraft Foods Inc. 2.625% 5/8/13 8,300 8,461
Kraft Foods Inc. 5.250% 10/1/13 3,100 3,299
Kraft Foods Inc. 6.750% 2/19/14 200 221
Kraft Foods Inc. 4.125% 2/9/16 6,365 6,910
Kraft Foods Inc. 6.500% 8/11/17 5,775 6,964
Kraft Foods Inc. 6.125% 2/1/18 690 830
Kraft Foods Inc. 6.125% 8/23/18 15,240 18,363
Kraft Foods Inc. 5.375% 2/10/20 19,190 22,136
Kraft Foods Inc. 6.500% 11/1/31 3,275 3,939
Kraft Foods Inc. 7.000% 8/11/37 3,675 4,644
Kraft Foods Inc. 6.875% 2/1/38 4,975 6,227
Kraft Foods Inc. 6.875% 1/26/39 525 657
Kraft Foods Inc. 6.500% 2/9/40 8,345 10,187
Kroger Co. 5.000% 4/15/13 1,050 1,095
Kroger Co. 4.950% 1/15/15 1,950 2,140
Kroger Co. 3.900% 10/1/15 2,350 2,551
Kroger Co. 2.200% 1/15/17 6,775 6,874

 

 

Kroger Co. 6.400% 8/15/17 435 525
Kroger Co. 6.800% 12/15/18 2,400 2,929
Kroger Co. 7.700% 6/1/29 2,800 3,585
Kroger Co. 8.000% 9/15/29 8,675 11,427
Kroger Co. 7.500% 4/1/31 625 796
Laboratory Corp. of America Holdings 5.625% 12/15/15 1,025 1,151
Laboratory Corp. of America Holdings 4.625% 11/15/20 235 250
Life Technologies Corp. 4.400% 3/1/15 1,700 1,818
Life Technologies Corp. 3.500% 1/15/16 2,800 2,877
Life Technologies Corp. 6.000% 3/1/20 2,340 2,680
Life Technologies Corp. 5.000% 1/15/21 1,350 1,455
Lorillard Tobacco Co. 3.500% 8/4/16 760 788
Lorillard Tobacco Co. 8.125% 6/23/19 3,075 3,815
Lorillard Tobacco Co. 8.125% 5/1/40 1,000 1,207
Lorillard Tobacco Co. 7.000% 8/4/41 1,550 1,659
Mattel Inc. 2.500% 11/1/16 1,125 1,149
Mattel Inc. 5.450% 11/1/41 845 868
McCormick & Co. Inc. 3.900% 7/15/21 875 935
McKesson Corp. 6.500% 2/15/14 6,000 6,607
McKesson Corp. 5.700% 3/1/17 5,000 5,830
McKesson Corp. 4.750% 3/1/21 1,740 1,959
McKesson Corp. 6.000% 3/1/41 5,000 6,169
Mead Johnson Nutrition Co. 3.500% 11/1/14 2,525 2,642
Mead Johnson Nutrition Co. 4.900% 11/1/19 2,309 2,586
Mead Johnson Nutrition Co. 5.900% 11/1/39 3,410 3,946
Medco Health Solutions Inc. 7.250% 8/15/13 625 673
Medco Health Solutions Inc. 7.125% 3/15/18 9,080 10,872
Medco Health Solutions Inc. 4.125% 9/15/20 590 603
Medtronic Inc. 4.500% 3/15/14 1,000 1,072
Medtronic Inc. 3.000% 3/15/15 4,495 4,775
Medtronic Inc. 4.750% 9/15/15 1,775 1,993
Medtronic Inc. 4.450% 3/15/20 1,650 1,846
Medtronic Inc. 4.125% 3/15/21 590 646
Medtronic Inc. 6.500% 3/15/39 500 647
Medtronic Inc. 5.550% 3/15/40 2,100 2,468
Medtronic Inc. 4.500% 3/15/42 4,875 4,916
Memorial Sloan-Kettering Cancer Center 5.000% 7/1/42 700 712
Merck & Co. Inc. 5.300% 12/1/13 1,295 1,398
Merck & Co. Inc. 4.750% 3/1/15 1,200 1,334
Merck & Co. Inc. 4.000% 6/30/15 2,590 2,845
Merck & Co. Inc. 2.250% 1/15/16 3,850 3,995
Merck & Co. Inc. 6.000% 9/15/17 2,300 2,831
Merck & Co. Inc. 5.000% 6/30/19 7,445 8,767
Merck & Co. Inc. 3.875% 1/15/21 11,720 12,875
Merck & Co. Inc. 6.400% 3/1/28 1,525 1,940
Merck & Co. Inc. 5.950% 12/1/28 775 973
Merck & Co. Inc. 6.500% 12/1/33 4,675 6,276
Merck & Co. Inc. 5.750% 11/15/36 325 401
Merck & Co. Inc. 6.550% 9/15/37 5,015 6,818
Merck & Co. Inc. 5.850% 6/30/39 1,025 1,308
Novant Health Inc. 5.850% 11/1/19 2,125 2,384
Novartis Capital Corp. 1.900% 4/24/13 3,190 3,240
Novartis Capital Corp. 4.125% 2/10/14 6,525 6,941
Novartis Capital Corp. 2.900% 4/24/15 14,370 15,289
Novartis Securities Investment Ltd. 5.125% 2/10/19 10,590 12,402
PepsiAmericas Inc. 4.375% 2/15/14 100 106
PepsiAmericas Inc. 4.875% 1/15/15 5,100 5,647

 

 

PepsiAmericas Inc. 5.000% 5/15/17 1,400 1,634
PepsiCo Inc. 0.875% 10/25/13 5,885 5,911
PepsiCo Inc. 3.750% 3/1/14 1,150 1,218
PepsiCo Inc. 0.750% 3/5/15 3,125 3,116
PepsiCo Inc. 2.500% 5/10/16 11,390 11,916
PepsiCo Inc. 5.000% 6/1/18 425 497
PepsiCo Inc. 7.900% 11/1/18 1,575 2,116
PepsiCo Inc. 4.500% 1/15/20 2,800 3,162
PepsiCo Inc. 3.125% 11/1/20 4,200 4,296
PepsiCo Inc. 3.000% 8/25/21 1,530 1,547
PepsiCo Inc. 2.750% 3/5/22 5,900 5,729
PepsiCo Inc. 5.500% 1/15/40 5,425 6,377
PepsiCo Inc. 4.875% 11/1/40 4,510 4,872
PepsiCo Inc. 4.000% 3/5/42 6,600 6,237
PerkinElmer Inc. 5.000% 11/15/21 1,410 1,470
Pfizer Inc. 5.350% 3/15/15 15,865 17,959
Pfizer Inc. 6.200% 3/15/19 7,740 9,656
Pfizer Inc. 7.200% 3/15/39 11,090 15,942
Pharmacia Corp. 6.500% 12/1/18 200 251
Pharmacia Corp. 6.600% 12/1/28 625 801
Philip Morris International Inc. 4.875% 5/16/13 6,650 6,967
Philip Morris International Inc. 6.875% 3/17/14 4,340 4,859
Philip Morris International Inc. 2.500% 5/16/16 5,000 5,207
Philip Morris International Inc. 1.625% 3/20/17 3,250 3,240
Philip Morris International Inc. 5.650% 5/16/18 9,290 11,080
Philip Morris International Inc. 4.500% 3/26/20 575 645
Philip Morris International Inc. 4.125% 5/17/21 530 574
Philip Morris International Inc. 6.375% 5/16/38 5,600 6,944
Philip Morris International Inc. 4.375% 11/15/41 7,855 7,584
Philip Morris International Inc. 4.500% 3/20/42 3,550 3,493
4 Procter & Gamble - Esop 9.360% 1/1/21 2,747 3,637
Procter & Gamble Co. 0.700% 8/15/14 590 592
Procter & Gamble Co. 4.950% 8/15/14 850 936
Procter & Gamble Co. 3.500% 2/15/15 4,500 4,836
Procter & Gamble Co. 1.800% 11/15/15 6,925 7,149
Procter & Gamble Co. 1.450% 8/15/16 27,045 27,287
Procter & Gamble Co. 4.700% 2/15/19 2,215 2,581
Procter & Gamble Co. 6.450% 1/15/26 2,750 3,595
Procter & Gamble Co. 5.800% 8/15/34 250 316
Procter & Gamble Co. 5.550% 3/5/37 4,345 5,386
Quest Diagnostics Inc. 5.450% 11/1/15 4,000 4,481
Quest Diagnostics Inc. 6.400% 7/1/17 175 207
Quest Diagnostics Inc. 4.700% 4/1/21 235 254
Quest Diagnostics Inc. 6.950% 7/1/37 1,225 1,472
Ralcorp Holdings Inc. 6.625% 8/15/39 4,550 4,616
Reynolds American Inc. 7.250% 6/1/13 1,575 1,677
Reynolds American Inc. 7.625% 6/1/16 850 1,021
Reynolds American Inc. 7.250% 6/15/37 1,225 1,421
Safeway Inc. 6.250% 3/15/14 5,850 6,430
Safeway Inc. 3.400% 12/1/16 775 803
Safeway Inc. 6.350% 8/15/17 1,325 1,541
Safeway Inc. 5.000% 8/15/19 3,500 3,732
Safeway Inc. 3.950% 8/15/20 1,820 1,804
Safeway Inc. 4.750% 12/1/21 575 592
Safeway Inc. 7.250% 2/1/31 4,645 5,464
Sanofi 1.625% 3/28/14 1,050 1,068
Sanofi 2.625% 3/29/16 10,800 11,303

 

 

Sanofi 4.000% 3/29/21 8,865 9,667
Sara Lee Corp. 6.125% 11/1/32 2,175 2,236
St. Jude Medical Inc. 2.200% 9/15/13 3,025 3,081
St. Jude Medical Inc. 3.750% 7/15/14 2,875 3,050
St. Jude Medical Inc. 2.500% 1/15/16 1,475 1,522
St. Jude Medical Inc. 4.875% 7/15/19 500 562
Stryker Corp. 3.000% 1/15/15 800 842
Stryker Corp. 2.000% 9/30/16 2,285 2,333
Stryker Corp. 4.375% 1/15/20 700 767
Sysco Corp. 5.250% 2/12/18 3,875 4,575
Sysco Corp. 5.375% 9/21/35 4,948 5,770
Teva Pharmaceutical Finance Co. BV 2.400% 11/10/16 2,060 2,105
Teva Pharmaceutical Finance Co. BV 3.650% 11/10/21 615 621
Teva Pharmaceutical Finance Co. LLC 5.550% 2/1/16 3,225 3,664
Teva Pharmaceutical Finance II BV / Teva        
Pharmaceutical Finance III LLC 3.000% 6/15/15 1,950 2,050
Teva Pharmaceutical Finance IV BV 3.650% 11/10/21 1,835 1,848
Teva Pharmaceutical Finance IV LLC 1.700% 11/10/14 1,380 1,401
Thermo Fisher Scientific Inc. 2.050% 2/21/14 2,500 2,566
Thermo Fisher Scientific Inc. 3.250% 11/20/14 5,000 5,309
Thermo Fisher Scientific Inc. 3.200% 5/1/15 1,725 1,836
Thermo Fisher Scientific Inc. 2.250% 8/15/16 295 305
Thermo Fisher Scientific Inc. 4.700% 5/1/20 525 587
Thermo Fisher Scientific Inc. 4.500% 3/1/21 1,850 2,073
Tyson Foods Inc. 10.500% 3/1/14 3,000 3,446
Unilever Capital Corp. 3.650% 2/15/14 1,525 1,613
Unilever Capital Corp. 4.800% 2/15/19 700 806
Unilever Capital Corp. 4.250% 2/10/21 10,010 11,375
Unilever Capital Corp. 5.900% 11/15/32 900 1,137
UST LLC 5.750% 3/1/18 1,000 1,096
Watson Pharmaceuticals Inc. 5.000% 8/15/14 1,250 1,339
Whirlpool Corp. 5.500% 3/1/13 4,075 4,233
Whirlpool Corp. 8.600% 5/1/14 900 1,011
Wyeth LLC 5.500% 2/1/14 1,350 1,472
Wyeth LLC 5.500% 2/15/16 5,240 6,050
Wyeth LLC 5.450% 4/1/17 2,950 3,512
Wyeth LLC 6.450% 2/1/24 2,625 3,414
Wyeth LLC 6.500% 2/1/34 1,450 1,887
Wyeth LLC 6.000% 2/15/36 3,575 4,470
Wyeth LLC 5.950% 4/1/37 7,390 9,327
Zimmer Holdings Inc. 1.400% 11/30/14 800 805
Zimmer Holdings Inc. 4.625% 11/30/19 2,495 2,750
Zimmer Holdings Inc. 3.375% 11/30/21 800 797
Zimmer Holdings Inc. 5.750% 11/30/39 1,075 1,229
 
Energy (1.5%)        
Alberta Energy Co. Ltd. 7.375% 11/1/31 1,425 1,658
Anadarko Finance Co. 7.500% 5/1/31 4,600 5,666
Anadarko Petroleum Corp. 7.625% 3/15/14 7,363 8,206
Anadarko Petroleum Corp. 5.750% 6/15/14 800 870
Anadarko Petroleum Corp. 5.950% 9/15/16 6,505 7,495
Anadarko Petroleum Corp. 6.375% 9/15/17 5,025 5,969
Anadarko Petroleum Corp. 6.950% 6/15/19 500 610
Anadarko Petroleum Corp. 6.450% 9/15/36 16,005 18,488
Anadarko Petroleum Corp. 7.950% 6/15/39 1,925 2,556
Anadarko Petroleum Corp. 6.200% 3/15/40 3,040 3,427
Apache Corp. 5.250% 4/15/13 300 314

 

 

Apache Corp. 6.000% 9/15/13 1,925 2,072
Apache Corp. 5.625% 1/15/17 250 294
Apache Corp. 6.900% 9/15/18 5,450 6,878
Apache Corp. 3.625% 2/1/21 6,160 6,495
Apache Corp. 5.100% 9/1/40 7,375 7,982
Apache Corp. 5.250% 2/1/42 740 820
Apache Finance Canada Corp. 7.750% 12/15/29 400 562
6 Baker Hughes Inc. 3.200% 8/15/21 3,295 3,329
Baker Hughes Inc. 6.875% 1/15/29 300 393
Baker Hughes Inc. 5.125% 9/15/40 5,965 6,748
BJ Services Co. 6.000% 6/1/18 850 1,004
BP Capital Markets plc 5.250% 11/7/13 5,475 5,855
BP Capital Markets plc 3.625% 5/8/14 3,650 3,841
BP Capital Markets plc 1.700% 12/5/14 3,200 3,262
BP Capital Markets plc 3.875% 3/10/15 4,525 4,858
BP Capital Markets plc 3.125% 10/1/15 6,500 6,867
BP Capital Markets plc 3.200% 3/11/16 9,495 10,043
BP Capital Markets plc 2.248% 11/1/16 800 820
BP Capital Markets plc 4.750% 3/10/19 5,300 5,957
BP Capital Markets plc 4.500% 10/1/20 7,295 8,012
BP Capital Markets plc 4.742% 3/11/21 5,315 5,951
BP Capital Markets plc 3.561% 11/1/21 10,520 10,839
Burlington Resources Finance Co. 7.200% 8/15/31 300 397
Burlington Resources Finance Co. 7.400% 12/1/31 1,775 2,397
Cameron International Corp. 6.375% 7/15/18 4,400 5,181
Cameron International Corp. 7.000% 7/15/38 100 124
Canadian Natural Resources Ltd. 1.450% 11/14/14 2,000 2,026
Canadian Natural Resources Ltd. 4.900% 12/1/14 4,225 4,650
Canadian Natural Resources Ltd. 6.000% 8/15/16 1,150 1,348
Canadian Natural Resources Ltd. 5.700% 5/15/17 1,535 1,820
Canadian Natural Resources Ltd. 3.450% 11/15/21 1,500 1,516
Canadian Natural Resources Ltd. 7.200% 1/15/32 1,875 2,429
Canadian Natural Resources Ltd. 6.450% 6/30/33 2,025 2,437
Canadian Natural Resources Ltd. 6.500% 2/15/37 5,600 6,917
Canadian Natural Resources Ltd. 6.250% 3/15/38 2,030 2,478
Cenovus Energy Inc. 4.500% 9/15/14 590 636
Cenovus Energy Inc. 5.700% 10/15/19 7,050 8,397
Cenovus Energy Inc. 6.750% 11/15/39 6,475 8,337
Chevron Corp. 3.950% 3/3/14 3,375 3,593
Chevron Corp. 4.950% 3/3/19 2,750 3,248
ConocoPhillips 4.750% 2/1/14 5,550 5,946
ConocoPhillips 4.600% 1/15/15 11,190 12,322
ConocoPhillips 5.750% 2/1/19 13,565 16,456
ConocoPhillips 6.000% 1/15/20 470 582
ConocoPhillips 5.900% 10/15/32 725 881
ConocoPhillips 5.900% 5/15/38 2,120 2,626
ConocoPhillips 6.500% 2/1/39 8,638 11,380
ConocoPhillips Canada Funding Co. I 5.625% 10/15/16 4,525 5,309
ConocoPhillips Canada Funding Co. I 5.950% 10/15/36 4,825 5,810
ConocoPhillips Holding Co. 6.950% 4/15/29 2,850 3,809
Devon Energy Corp. 5.625% 1/15/14 1,475 1,600
Devon Energy Corp. 2.400% 7/15/16 800 822
Devon Energy Corp. 4.000% 7/15/21 2,000 2,134
Devon Energy Corp. 7.950% 4/15/32 1,650 2,322
Devon Energy Corp. 5.600% 7/15/41 3,020 3,383
Devon Financing Corp. ULC 7.875% 9/30/31 8,275 11,526
Diamond Offshore Drilling Inc. 4.875% 7/1/15 2,275 2,497

 

 

Diamond Offshore Drilling Inc. 5.875% 5/1/19 850 983
Diamond Offshore Drilling Inc. 5.700% 10/15/39 1,850 2,040
Encana Corp. 5.900% 12/1/17 2,100 2,451
Encana Corp. 6.500% 5/15/19 885 1,043
Encana Corp. 3.900% 11/15/21 1,000 974
Encana Corp. 7.200% 11/1/31 1,800 2,036
Encana Corp. 6.500% 8/15/34 2,925 3,104
Encana Corp. 6.625% 8/15/37 4,700 5,074
EnCana Holdings Finance Corp. 5.800% 5/1/14 4,350 4,746
Eni USA Inc. 7.300% 11/15/27 175 221
Ensco plc 3.250% 3/15/16 5,960 6,212
Ensco plc 4.700% 3/15/21 9,250 9,963
EOG Resources Inc. 6.125% 10/1/13 575 619
EOG Resources Inc. 2.500% 2/1/16 705 730
EOG Resources Inc. 5.875% 9/15/17 1,900 2,277
EOG Resources Inc. 5.625% 6/1/19 3,350 3,943
EOG Resources Inc. 4.400% 6/1/20 325 358
EOG Resources Inc. 4.100% 2/1/21 4,900 5,299
EQT Corp. 6.500% 4/1/18 3,175 3,625
EQT Corp. 8.125% 6/1/19 2,275 2,696
Global Marine Inc. 7.000% 6/1/28 5,850 6,045
Halliburton Co. 6.150% 9/15/19 800 972
Halliburton Co. 3.250% 11/15/21 4,235 4,297
Halliburton Co. 6.700% 9/15/38 920 1,187
Halliburton Co. 7.450% 9/15/39 900 1,251
Halliburton Co. 4.500% 11/15/41 4,645 4,676
Hess Corp. 8.125% 2/15/19 7,715 9,918
Hess Corp. 7.875% 10/1/29 1,450 1,914
Hess Corp. 7.125% 3/15/33 1,375 1,727
Hess Corp. 5.600% 2/15/41 7,580 8,210
Husky Energy Inc. 5.900% 6/15/14 2,025 2,217
Husky Energy Inc. 6.150% 6/15/19 200 231
Husky Energy Inc. 7.250% 12/15/19 2,020 2,493
Husky Energy Inc. 6.800% 9/15/37 875 1,067
Kerr-McGee Corp. 6.950% 7/1/24 3,300 3,981
Kerr-McGee Corp. 7.875% 9/15/31 875 1,126
Marathon Oil Corp. 6.000% 10/1/17 10,460 12,212
Marathon Oil Corp. 5.900% 3/15/18 1,228 1,435
Marathon Oil Corp. 6.800% 3/15/32 2,670 3,230
Marathon Petroleum Corp. 3.500% 3/1/16 1,000 1,038
Marathon Petroleum Corp. 5.125% 3/1/21 2,425 2,637
Marathon Petroleum Corp. 6.500% 3/1/41 3,500 3,800
Nabors Industries Inc. 6.150% 2/15/18 3,180 3,691
Nabors Industries Inc. 9.250% 1/15/19 4,375 5,630
Nabors Industries Inc. 5.000% 9/15/20 2,675 2,871
Nexen Inc. 7.875% 3/15/32 325 406
Nexen Inc. 5.875% 3/10/35 690 713
Nexen Inc. 6.400% 5/15/37 12,850 14,154
Nexen Inc. 7.500% 7/30/39 3,400 4,182
Noble Energy Inc. 8.250% 3/1/19 3,235 4,064
Noble Energy Inc. 4.150% 12/15/21 9,250 9,441
Noble Energy Inc. 8.000% 4/1/27 275 353
Noble Holding International Ltd. 3.050% 3/1/16 440 455
Noble Holding International Ltd. 2.500% 3/15/17 2,400 2,413
Noble Holding International Ltd. 4.900% 8/1/20 900 962
Noble Holding International Ltd. 4.625% 3/1/21 2,500 2,650
Noble Holding International Ltd. 3.950% 3/15/22 3,250 3,257

 

 

Noble Holding International Ltd. 6.200% 8/1/40 1,400 1,536
Noble Holding International Ltd. 6.050% 3/1/41 2,500 2,694
Noble Holding International Ltd. 5.250% 3/15/42 2,000 1,982
Occidental Petroleum Corp. 2.500% 2/1/16 3,405 3,562
Occidental Petroleum Corp. 4.125% 6/1/16 2,620 2,910
Occidental Petroleum Corp. 1.750% 2/15/17 5,100 5,141
Occidental Petroleum Corp. 4.100% 2/1/21 5,100 5,536
Occidental Petroleum Corp. 3.125% 2/15/22 14,250 14,375
PC Financial Partnership 5.000% 11/15/14 900 983
Petro-Canada 4.000% 7/15/13 1,325 1,375
Petro-Canada 7.875% 6/15/26 500 677
Petro-Canada 7.000% 11/15/28 475 575
Petro-Canada 5.350% 7/15/33 1,425 1,496
Petro-Canada 5.950% 5/15/35 2,900 3,341
Petro-Canada 6.800% 5/15/38 525 670
Petrohawk Energy Corp. 7.250% 8/15/18 3,000 3,427
6 Phillips 66 1.950% 3/5/15 2,745 2,764
6 Phillips 66 2.950% 5/1/17 7,475 7,588
6 Phillips 66 4.300% 4/1/22 6,150 6,264
6 Phillips 66 5.875% 5/1/42 3,950 4,043
Pride International Inc. 6.875% 8/15/20 6,000 7,320
Pride International Inc. 7.875% 8/15/40 3,000 4,035
Rowan Cos. Inc. 5.000% 9/1/17 750 799
Rowan Cos. Inc. 7.875% 8/1/19 875 1,042
Shell International Finance BV 4.000% 3/21/14 4,210 4,487
Shell International Finance BV 3.100% 6/28/15 14,300 15,301
Shell International Finance BV 3.250% 9/22/15 1,400 1,509
Shell International Finance BV 5.200% 3/22/17 4,150 4,865
Shell International Finance BV 4.300% 9/22/19 3,100 3,514
Shell International Finance BV 6.375% 12/15/38 13,267 17,512
Shell International Finance BV 5.500% 3/25/40 6,750 8,200
Southwestern Energy Co. 7.500% 2/1/18 900 1,087
6 Southwestern Energy Co. 4.100% 3/15/22 4,600 4,555
Suncor Energy Inc. 6.100% 6/1/18 50 60
Suncor Energy Inc. 7.150% 2/1/32 3,425 4,290
Suncor Energy Inc. 5.950% 12/1/34 175 198
Suncor Energy Inc. 6.500% 6/15/38 15,080 18,645
Suncor Energy Inc. 6.850% 6/1/39 4,265 5,476
Talisman Energy Inc. 5.125% 5/15/15 375 410
Talisman Energy Inc. 7.750% 6/1/19 11,525 14,110
Talisman Energy Inc. 3.750% 2/1/21 7,425 7,298
Talisman Energy Inc. 7.250% 10/15/27 200 240
Tosco Corp. 8.125% 2/15/30 4,950 7,014
Total Capital Canada Ltd. 1.625% 1/28/14 4,500 4,514
Total Capital International SA 1.500% 2/17/17 1,075 1,046
Total Capital International SA 2.875% 2/17/22 300 288
Total Capital SA 3.000% 6/24/15 5,800 6,021
Total Capital SA 2.300% 3/15/16 7,265 7,367
Total Capital SA 4.450% 6/24/20 2,200 2,346
Total Capital SA 4.125% 1/28/21 2,805 2,976
Transocean Inc. 4.950% 11/15/15 8,150 8,702
Transocean Inc. 6.000% 3/15/18 6,375 7,069
Transocean Inc. 7.500% 4/15/31 1,575 1,810
Valero Energy Corp. 4.750% 6/15/13 2,400 2,495
Valero Energy Corp. 6.125% 6/15/17 2,705 3,140
Valero Energy Corp. 9.375% 3/15/19 1,575 2,065
Valero Energy Corp. 6.125% 2/1/20 250 287

 

 

Valero Energy Corp. 7.500% 4/15/32 1,725 2,011
Valero Energy Corp. 6.625% 6/15/37 15,331 16,547
Valero Energy Corp. 10.500% 3/15/39 3,000 4,373
Weatherford International Inc. 6.350% 6/15/17 4,625 5,358
Weatherford International Inc. 6.800% 6/15/37 3,050 3,403
Weatherford International Ltd. 5.500% 2/15/16 2,000 2,213
Weatherford International Ltd. 6.000% 3/15/18 6,140 6,965
Weatherford International Ltd. 9.625% 3/1/19 5,200 6,898
Weatherford International Ltd. 6.500% 8/1/36 2,750 3,026
Weatherford International Ltd. 7.000% 3/15/38 2,480 2,748
Williams Cos. Inc. 7.500% 1/15/31 1,329 1,592
Williams Cos. Inc. 7.750% 6/15/31 842 1,008
Williams Cos. Inc. 8.750% 3/15/32 3,560 4,715
XTO Energy Inc. 5.750% 12/15/13 2,200 2,385
XTO Energy Inc. 6.250% 8/1/17 6,250 7,689
 
Other Industrial (0.0%)        
California Institute of Technology GO 4.700% 11/1/11 5,700 5,615
Cintas Corp. No 2 6.125% 12/1/17 850 996
Fluor Corp. 3.375% 9/15/21 1,500 1,505
Massachusetts Institute of Technology GO 5.600% 7/1/11 4,000 4,956
 
Technology (1.0%)        
Adobe Systems Inc. 3.250% 2/1/15 1,525 1,609
Adobe Systems Inc. 4.750% 2/1/20 1,275 1,387
Agilent Technologies Inc. 2.500% 7/15/13 2,387 2,424
Agilent Technologies Inc. 5.500% 9/14/15 1,300 1,461
Agilent Technologies Inc. 6.500% 11/1/17 5,325 6,415
Amphenol Corp. 4.750% 11/15/14 2,475 2,684
Analog Devices Inc. 5.000% 7/1/14 1,200 1,310
Analog Devices Inc. 3.000% 4/15/16 875 921
Applied Materials Inc. 2.650% 6/15/16 525 546
Applied Materials Inc. 4.300% 6/15/21 3,840 4,180
Applied Materials Inc. 5.850% 6/15/41 5,460 6,261
Arrow Electronics Inc. 3.375% 11/1/15 1,225 1,259
Arrow Electronics Inc. 5.125% 3/1/21 515 524
Avnet Inc. 6.625% 9/15/16 225 255
Avnet Inc. 5.875% 6/15/20 4,300 4,618
BMC Software Inc. 7.250% 6/1/18 825 977
Broadcom Corp. 1.500% 11/1/13 5,800 5,864
Broadcom Corp. 2.700% 11/1/18 6,060 6,141
CA Inc. 6.125% 12/1/14 5,000 5,511
CA Inc. 5.375% 12/1/19 3,545 3,880
Cisco Systems Inc. 1.625% 3/14/14 11,165 11,391
Cisco Systems Inc. 5.500% 2/22/16 11,783 13,656
Cisco Systems Inc. 3.150% 3/14/17 6,975 7,546
Cisco Systems Inc. 4.950% 2/15/19 5,525 6,381
Cisco Systems Inc. 4.450% 1/15/20 5,000 5,651
Cisco Systems Inc. 5.900% 2/15/39 6,600 7,951
Cisco Systems Inc. 5.500% 1/15/40 12,770 14,852
Computer Sciences Corp. 6.500% 3/15/18 100 109
Corning Inc. 6.625% 5/15/19 275 330
Corning Inc. 7.250% 8/15/36 100 120
Corning Inc. 5.750% 8/15/40 7,135 7,838
Dell Inc. 4.700% 4/15/13 2,615 2,724
Dell Inc. 1.400% 9/10/13 2,700 2,727
Dell Inc. 2.100% 4/1/14 6,400 6,558

 

 

Dell Inc. 3.100% 4/1/16 500 530
Dell Inc. 5.650% 4/15/18 1,100 1,281
Dell Inc. 5.875% 6/15/19 1,250 1,484
Dell Inc. 6.500% 4/15/38 1,200 1,425
Dun & Bradstreet Corp. 6.000% 4/1/13 1,275 1,335
Dun & Bradstreet Corp. 2.875% 11/15/15 350 361
Equifax Inc. 4.450% 12/1/14 775 822
Equifax Inc. 6.300% 7/1/17 425 483
Fiserv Inc. 3.125% 10/1/15 1,000 1,034
Fiserv Inc. 3.125% 6/15/16 3,415 3,498
Fiserv Inc. 6.800% 11/20/17 2,150 2,536
Google Inc. 1.250% 5/19/14 470 477
Google Inc. 2.125% 5/19/16 375 390
Google Inc. 3.625% 5/19/21 3,325 3,603
Harris Corp. 5.000% 10/1/15 2,500 2,725
Harris Corp. 6.375% 6/15/19 250 288
Harris Corp. 4.400% 12/15/20 2,675 2,758
Harris Corp. 6.150% 12/15/40 750 848
Hewlett-Packard Co. 1.250% 9/13/13 4,815 4,823
Hewlett-Packard Co. 6.125% 3/1/14 11,300 12,300
Hewlett-Packard Co. 1.550% 5/30/14 1,400 1,407
Hewlett-Packard Co. 4.750% 6/2/14 725 774
Hewlett-Packard Co. 2.625% 12/9/14 4,500 4,639
Hewlett-Packard Co. 2.350% 3/15/15 1,300 1,325
Hewlett-Packard Co. 2.125% 9/13/15 4,275 4,307
Hewlett-Packard Co. 2.200% 12/1/15 1,625 1,643
Hewlett-Packard Co. 2.650% 6/1/16 1,300 1,322
Hewlett-Packard Co. 3.000% 9/15/16 1,875 1,925
Hewlett-Packard Co. 3.300% 12/9/16 1,225 1,275
Hewlett-Packard Co. 5.400% 3/1/17 2,075 2,328
Hewlett-Packard Co. 2.600% 9/15/17 5,225 5,207
Hewlett-Packard Co. 5.500% 3/1/18 7,325 8,378
Hewlett-Packard Co. 3.750% 12/1/20 7,550 7,521
Hewlett-Packard Co. 4.375% 9/15/21 3,000 3,066
Hewlett-Packard Co. 4.650% 12/9/21 4,375 4,569
Hewlett-Packard Co. 4.050% 9/15/22 6,802 6,761
Hewlett-Packard Co. 6.000% 9/15/41 8,090 8,790
HP Enterprise Services LLC 6.000% 8/1/13 1,775 1,887
Intel Corp. 1.950% 10/1/16 5,200 5,347
Intel Corp. 3.300% 10/1/21 2,000 2,061
Intel Corp. 4.800% 10/1/41 9,870 10,419
International Business Machines Corp. 2.100% 5/6/13 850 865
International Business Machines Corp. 7.500% 6/15/13 1,200 1,298
International Business Machines Corp. 1.000% 8/5/13 6,425 6,470
International Business Machines Corp. 6.500% 10/15/13 2,875 3,128
International Business Machines Corp. 0.875% 10/31/14 4,375 4,392
International Business Machines Corp. 0.550% 2/6/15 1,200 1,189
International Business Machines Corp. 2.000% 1/5/16 8,425 8,669
International Business Machines Corp. 1.950% 7/22/16 8,175 8,373
International Business Machines Corp. 1.250% 2/6/17 8,600 8,508
International Business Machines Corp. 5.700% 9/14/17 19,200 22,991
International Business Machines Corp. 2.900% 11/1/21 1,950 1,973
International Business Machines Corp. 7.000% 10/30/25 4,850 6,514
International Business Machines Corp. 6.220% 8/1/27 1,975 2,507
International Business Machines Corp. 6.500% 1/15/28 100 129
International Business Machines Corp. 5.875% 11/29/32 225 282
International Business Machines Corp. 5.600% 11/30/39 7,200 8,760

 

 

Intuit Inc. 5.750% 3/15/17 575 662
Juniper Networks Inc. 3.100% 3/15/16 1,000 1,033
Juniper Networks Inc. 4.600% 3/15/21 900 955
Juniper Networks Inc. 5.950% 3/15/41 1,000 1,125
KLA-Tencor Corp. 6.900% 5/1/18 1,350 1,609
Lexmark International Inc. 5.900% 6/1/13 925 964
Lexmark International Inc. 6.650% 6/1/18 1,700 1,936
Maxim Integrated Products Inc. 3.450% 6/14/13 700 720
Microsoft Corp. 0.875% 9/27/13 2,960 2,983
Microsoft Corp. 2.950% 6/1/14 3,240 3,403
Microsoft Corp. 1.625% 9/25/15 2,800 2,885
Microsoft Corp. 4.200% 6/1/19 965 1,097
Microsoft Corp. 3.000% 10/1/20 4,750 5,005
Microsoft Corp. 4.000% 2/8/21 3,950 4,424
Microsoft Corp. 5.200% 6/1/39 4,375 5,159
Microsoft Corp. 4.500% 10/1/40 3,135 3,334
Microsoft Corp. 5.300% 2/8/41 2,500 2,991
Nokia Oyj 5.375% 5/15/19 6,600 6,486
Nokia Oyj 6.625% 5/15/39 8,840 8,460
Oracle Corp. 4.950% 4/15/13 4,215 4,410
Oracle Corp. 3.750% 7/8/14 2,850 3,051
Oracle Corp. 5.250% 1/15/16 13,250 15,186
Oracle Corp. 5.750% 4/15/18 6,910 8,380
Oracle Corp. 5.000% 7/8/19 5,500 6,419
Oracle Corp. 3.875% 7/15/20 3,300 3,616
Oracle Corp. 6.500% 4/15/38 2,900 3,731
Oracle Corp. 6.125% 7/8/39 5,855 7,235
Oracle Corp. 5.375% 7/15/40 9,597 11,001
Pitney Bowes Inc. 3.875% 6/15/13 1,325 1,367
Pitney Bowes Inc. 4.875% 8/15/14 690 732
Pitney Bowes Inc. 4.750% 1/15/16 4,475 4,707
Pitney Bowes Inc. 5.750% 9/15/17 950 1,000
Pitney Bowes Inc. 5.250% 1/15/37 1,975 1,935
SAIC Inc. 4.450% 12/1/20 2,660 2,796
SAIC Inc. 5.950% 12/1/40 800 848
Science Applications International Corp. 5.500% 7/1/33 250 254
Symantec Corp. 2.750% 9/15/15 2,300 2,388
Texas Instruments Inc. 1.375% 5/15/14 690 701
Texas Instruments Inc. 2.375% 5/16/16 4,675 4,880
Tyco Electronics Group SA 6.550% 10/1/17 4,491 5,313
Tyco Electronics Group SA 4.875% 1/15/21 4,500 4,854
Tyco Electronics Group SA 7.125% 10/1/37 4,575 5,804
Xerox Corp. 8.250% 5/15/14 7,550 8,527
Xerox Corp. 4.250% 2/15/15 4,280 4,547
Xerox Corp. 6.400% 3/15/16 1,525 1,739
Xerox Corp. 6.750% 2/1/17 2,750 3,179
Xerox Corp. 2.950% 3/15/17 3,425 3,466
Xerox Corp. 6.350% 5/15/18 6,045 7,011
Xerox Corp. 5.625% 12/15/19 1,165 1,296
Xerox Corp. 4.500% 5/15/21 3,765 3,869
 
Transportation (0.4%)        
4 American Airlines 2011-1 Class A Pass        
Through Trust 5.250% 1/31/21 437 452
4 American Airlines 2011-2 Class A Pass        
Through Trust 8.625% 4/15/23 975 1,027

 

 

4 American Airlines Pass Through Trust 2009-        
1A 10.375% 7/2/19 1,460 1,584
Burlington Northern Santa Fe LLC 5.650% 5/1/17 1,025 1,191
Burlington Northern Santa Fe LLC 5.750% 3/15/18 850 1,010
Burlington Northern Santa Fe LLC 3.600% 9/1/20 750 775
Burlington Northern Santa Fe LLC 4.100% 6/1/21 590 630
Burlington Northern Santa Fe LLC 3.450% 9/15/21 10,590 10,734
Burlington Northern Santa Fe LLC 3.050% 3/15/22 375 369
Burlington Northern Santa Fe LLC 7.000% 12/15/25 1,700 2,198
Burlington Northern Santa Fe LLC 6.200% 8/15/36 1,300 1,547
Burlington Northern Santa Fe LLC 6.150% 5/1/37 4,150 4,955
Burlington Northern Santa Fe LLC 5.750% 5/1/40 8,100 9,212
Burlington Northern Santa Fe LLC 5.050% 3/1/41 1,800 1,861
Burlington Northern Santa Fe LLC 4.400% 3/15/42 800 754
Canadian National Railway Co. 4.950% 1/15/14 125 134
Canadian National Railway Co. 5.800% 6/1/16 200 233
Canadian National Railway Co. 1.450% 12/15/16 200 199
Canadian National Railway Co. 5.850% 11/15/17 350 417
Canadian National Railway Co. 5.550% 3/1/19 5,385 6,432
Canadian National Railway Co. 2.850% 12/15/21 500 496
Canadian National Railway Co. 6.900% 7/15/28 100 134
Canadian National Railway Co. 6.250% 8/1/34 575 729
Canadian National Railway Co. 6.200% 6/1/36 1,375 1,739
Canadian Pacific Railway Co. 4.450% 3/15/23 2,375 2,433
Canadian Pacific Railway Co. 7.125% 10/15/31 200 234
Canadian Pacific Railway Co. 5.950% 5/15/37 3,660 3,801
Con-way Inc. 6.700% 5/1/34 2,475 2,337
4 Continental Airlines 1998-1 Class A Pass        
Through Trust 6.648% 9/15/17 1,888 1,987
4 Continental Airlines 2007-1 Class A Pass        
Through Trust 5.983% 4/19/22 302 328
4 Continental Airlines 2009-2 Class A Pass        
Through Trust 7.250% 11/10/19 1,112 1,243
4 Continental Airlines 2010-1 Class A Pass        
Through Trust 4.750% 1/12/21 4,904 5,118
4 Continental Airlines 2012-1 Class A Pass        
Through Trust 4.150% 10/11/25 5,750 5,664
CSX Corp. 5.500% 8/1/13 1,900 2,014
CSX Corp. 6.250% 4/1/15 1,325 1,527
CSX Corp. 7.900% 5/1/17 9,886 12,373
CSX Corp. 6.250% 3/15/18 3,875 4,643
CSX Corp. 7.375% 2/1/19 5,050 6,333
CSX Corp. 3.700% 10/30/20 8,765 9,011
CSX Corp. 4.250% 6/1/21 590 628
CSX Corp. 6.000% 10/1/36 1,675 1,908
CSX Corp. 6.150% 5/1/37 900 1,039
CSX Corp. 6.220% 4/30/40 2,614 3,088
CSX Corp. 4.750% 5/30/42 590 567
CSX Corp. 4.400% 3/1/43 525 487
4 Delta Air Lines 2007-1 Class A Pass Through        
Trust 6.821% 8/10/22 2,860 3,125
4 Delta Air Lines 2009-1 Class A Pass Through        
Trust 7.750% 12/17/19 6,005 6,845
4 Delta Air Lines 2010-2 Class A Pass Through        
Trust 4.950% 5/23/19 1,716 1,814
FedEx Corp. 8.000% 1/15/19 175 227
JB Hunt Transport Services Inc. 3.375% 9/15/15 3,800 3,927

 

 

Norfolk Southern Corp. 5.257% 9/17/14 1,845 2,037
Norfolk Southern Corp. 5.750% 1/15/16 2,825 3,259
Norfolk Southern Corp. 7.700% 5/15/17 1,525 1,924
Norfolk Southern Corp. 5.750% 4/1/18 875 1,035
Norfolk Southern Corp. 5.900% 6/15/19 2,765 3,286
Norfolk Southern Corp. 3.000% 4/1/22 2,400 2,359
Norfolk Southern Corp. 5.590% 5/17/25 100 116
Norfolk Southern Corp. 7.800% 5/15/27 1,280 1,758
Norfolk Southern Corp. 5.640% 5/17/29 525 602
6 Norfolk Southern Corp. 4.837% 10/1/41 4,673 4,828
Norfolk Southern Corp. 6.000% 5/23/11 9,325 10,357
Norfolk Southern Railway Co. 9.750% 6/15/20 775 1,094
4 Northwest Airlines 2007-1 Class A Pass        
Through Trust 7.027% 11/1/19 403 425
Ryder System Inc. 5.850% 3/1/14 600 647
Ryder System Inc. 3.150% 3/2/15 4,840 5,015
Ryder System Inc. 7.200% 9/1/15 1,250 1,456
Ryder System Inc. 3.600% 3/1/16 2,060 2,149
Ryder System Inc. 5.850% 11/1/16 6,075 6,905
Southwest Airlines Co. 5.250% 10/1/14 260 279
Southwest Airlines Co. 5.750% 12/15/16 1,125 1,240
Southwest Airlines Co. 5.125% 3/1/17 250 273
4 Southwest Airlines Co. 2007-1 Pass Through        
Trust 6.150% 8/1/22 755 861
4 UAL 2009-2A Pass Through Trust 9.750% 1/15/17 1,428 1,635
Union Pacific Corp. 6.125% 2/15/20 350 426
Union Pacific Corp. 4.000% 2/1/21 4,325 4,595
Union Pacific Corp. 4.163% 7/15/22 4,740 5,106
Union Pacific Corp. 7.125% 2/1/28 1,605 2,066
Union Pacific Corp. 6.625% 2/1/29 400 503
Union Pacific Corp. 5.780% 7/15/40 900 1,062
Union Pacific Corp. 4.750% 9/15/41 3,025 3,088
4 Union Pacific Railroad Co. 2007-3 Pass        
Through Trust 6.176% 1/2/31 418 482
United Parcel Service Inc. 3.875% 4/1/14 3,550 3,774
United Parcel Service Inc. 5.500% 1/15/18 2,200 2,636
United Parcel Service Inc. 5.125% 4/1/19 1,875 2,236
United Parcel Service Inc. 3.125% 1/15/21 13,900 14,490
United Parcel Service Inc. 6.200% 1/15/38 2,385 3,092
        6,291,151
Utilities (2.4%)        
Electric (1.6%)        
AEP Texas Central Co. 6.650% 2/15/33 2,952 3,663
Alabama Power Co. 6.125% 5/15/38 1,000 1,252
Alabama Power Co. 5.200% 6/1/41 3,300 3,749
Alabama Power Co. 4.100% 1/15/42 5,125 4,904
Ameren Illinois Co. 6.125% 11/15/17 550 642
Ameren Illinois Co. 6.250% 4/1/18 1,275 1,495
Appalachian Power Co. 3.400% 5/24/15 1,300 1,367
Appalachian Power Co. 4.600% 3/30/21 6,500 7,089
Appalachian Power Co. 5.800% 10/1/35 250 285
Appalachian Power Co. 7.000% 4/1/38 515 663
Arizona Public Service Co. 5.800% 6/30/14 100 110
Arizona Public Service Co. 4.650% 5/15/15 400 438
Arizona Public Service Co. 5.500% 9/1/35 2,100 2,334
Arizona Public Service Co. 4.500% 4/1/42 4,525 4,408
Atlantic City Electric Co. 7.750% 11/15/18 2,700 3,511

 

 

Baltimore Gas & Electric Co. 5.900% 10/1/16 100 116
Baltimore Gas & Electric Co. 3.500% 11/15/21 5,600 5,663
Baltimore Gas & Electric Co. 6.350% 10/1/36 200 246
Carolina Power & Light Co. 5.125% 9/15/13 1,825 1,941
CenterPoint Energy Houston Electric LLC 5.750% 1/15/14 100 108
CenterPoint Energy Houston Electric LLC 7.000% 3/1/14 1,350 1,504
CenterPoint Energy Houston Electric LLC 6.950% 3/15/33 100 131
CenterPoint Energy Inc. 6.500% 5/1/18 150 177
Cleco Power LLC 6.000% 12/1/40 1,600 1,787
Cleveland Electric Illuminating Co. 5.700% 4/1/17 4,203 4,730
Cleveland Electric Illuminating Co. 7.880% 11/1/17 425 530
Cleveland Electric Illuminating Co. 5.500% 8/15/24 1,125 1,280
Commonwealth Edison Co. 5.950% 8/15/16 2,975 3,503
Commonwealth Edison Co. 1.950% 9/1/16 885 897
Commonwealth Edison Co. 6.150% 9/15/17 15,207 18,276
Commonwealth Edison Co. 5.800% 3/15/18 4,635 5,538
Commonwealth Edison Co. 4.000% 8/1/20 5,000 5,396
Commonwealth Edison Co. 5.875% 2/1/33 100 120
Commonwealth Edison Co. 5.900% 3/15/36 875 1,056
Commonwealth Edison Co. 6.450% 1/15/38 3,020 3,891
Connecticut Light & Power Co. 6.350% 6/1/36 2,225 2,805
Consolidated Edison Co. of New York Inc. 5.550% 4/1/14 335 366
Consolidated Edison Co. of New York Inc. 5.375% 12/15/15 3,213 3,687
Consolidated Edison Co. of New York Inc. 5.500% 9/15/16 2,225 2,593
Consolidated Edison Co. of New York Inc. 6.650% 4/1/19 5,000 6,225
Consolidated Edison Co. of New York Inc. 5.300% 3/1/35 550 620
Consolidated Edison Co. of New York Inc. 5.850% 3/15/36 3,615 4,393
Consolidated Edison Co. of New York Inc. 6.200% 6/15/36 1,878 2,385
Consolidated Edison Co. of New York Inc. 6.750% 4/1/38 300 407
Consolidated Edison Co. of New York Inc. 5.700% 6/15/40 5,460 6,672
Consolidated Natural Gas Co. 5.000% 12/1/14 4,660 5,122
Constellation Energy Group Inc. 4.550% 6/15/15 4,750 5,142
Constellation Energy Group Inc. 5.150% 12/1/20 3,705 4,068
Constellation Energy Group Inc. 7.600% 4/1/32 700 905
Consumers Energy Co. 5.375% 4/15/13 1,250 1,310
Consumers Energy Co. 5.500% 8/15/16 800 917
Consumers Energy Co. 6.125% 3/15/19 125 150
Consumers Energy Co. 6.700% 9/15/19 3,960 4,979
Detroit Edison Co. 3.450% 10/1/20 7,005 7,298
Detroit Edison Co. 5.700% 10/1/37 425 504
Dominion Resources Inc. 5.150% 7/15/15 5,600 6,302
Dominion Resources Inc. 2.250% 9/1/15 2,782 2,882
Dominion Resources Inc. 1.950% 8/15/16 2,150 2,176
Dominion Resources Inc. 5.600% 11/15/16 670 781
Dominion Resources Inc. 6.000% 11/30/17 1,750 2,097
Dominion Resources Inc. 6.400% 6/15/18 300 367
Dominion Resources Inc. 5.200% 8/15/19 300 346
Dominion Resources Inc. 6.300% 3/15/33 350 419
Dominion Resources Inc. 5.250% 8/1/33 825 913
Dominion Resources Inc. 5.950% 6/15/35 2,375 2,829
Dominion Resources Inc. 7.000% 6/15/38 605 818
Dominion Resources Inc. 4.900% 8/1/41 4,075 4,251
4 Dominion Resources Inc. 7.500% 6/30/66 950 998
DTE Energy Co. 6.375% 4/15/33 100 122
Duke Energy Carolinas LLC 5.750% 11/15/13 100 108
Duke Energy Carolinas LLC 5.100% 4/15/18 2,000 2,348
Duke Energy Carolinas LLC 4.300% 6/15/20 2,500 2,794

 

 

Duke Energy Carolinas LLC 3.900% 6/15/21 5,068 5,444
Duke Energy Carolinas LLC 6.000% 12/1/28 2,994 3,528
Duke Energy Carolinas LLC 6.450% 10/15/32 825 1,025
Duke Energy Carolinas LLC 6.100% 6/1/37 2,225 2,735
Duke Energy Carolinas LLC 6.000% 1/15/38 200 251
Duke Energy Carolinas LLC 6.050% 4/15/38 775 981
Duke Energy Carolinas LLC 5.300% 2/15/40 5,290 6,154
Duke Energy Carolinas LLC 4.250% 12/15/41 1,850 1,850
Duke Energy Corp. 5.650% 6/15/13 1,325 1,399
Duke Energy Corp. 3.950% 9/15/14 4,350 4,645
Duke Energy Corp. 3.350% 4/1/15 4,650 4,922
Duke Energy Corp. 2.150% 11/15/16 925 943
Duke Energy Corp. 5.050% 9/15/19 3,775 4,296
Duke Energy Indiana Inc. 5.000% 9/15/13 275 290
Duke Energy Indiana Inc. 6.050% 6/15/16 1,600 1,858
Duke Energy Indiana Inc. 3.750% 7/15/20 2,500 2,644
Duke Energy Indiana Inc. 6.120% 10/15/35 325 370
Duke Energy Indiana Inc. 6.350% 8/15/38 2,675 3,454
Duke Energy Indiana Inc. 4.200% 3/15/42 1,000 977
Duke Energy Ohio Inc. 2.100% 6/15/13 675 687
Edison International 3.750% 9/15/17 1,690 1,764
El Paso Electric Co. 6.000% 5/15/35 600 664
Empresa Nacional de Electricidad SA 8.350% 8/1/13 625 673
Entergy Arkansas Inc. 3.750% 2/15/21 3,350 3,439
Entergy Gulf States Louisiana LLC 3.950% 10/1/20 675 696
Entergy Gulf States Louisiana LLC 5.590% 10/1/24 1,670 1,873
Entergy Louisiana LLC 1.875% 12/15/14 850 870
Entergy Louisiana LLC 5.400% 11/1/24 450 523
Exelon Corp. 4.900% 6/15/15 1,400 1,530
Exelon Corp. 5.625% 6/15/35 200 216
Exelon Generation Co. LLC 6.200% 10/1/17 295 346
Exelon Generation Co. LLC 4.000% 10/1/20 6,800 6,977
FirstEnergy Corp. 7.375% 11/15/31 8,715 10,697
FirstEnergy Solutions Corp. 4.800% 2/15/15 3,500 3,784
Florida Power & Light Co. 5.550% 11/1/17 2,675 3,216
Florida Power & Light Co. 5.950% 10/1/33 225 279
Florida Power & Light Co. 5.625% 4/1/34 2,160 2,579
Florida Power & Light Co. 4.950% 6/1/35 250 275
Florida Power & Light Co. 5.400% 9/1/35 425 496
Florida Power & Light Co. 6.200% 6/1/36 1,050 1,344
Florida Power & Light Co. 5.650% 2/1/37 725 867
Florida Power & Light Co. 5.850% 5/1/37 1,265 1,573
Florida Power & Light Co. 5.950% 2/1/38 3,100 3,916
Florida Power & Light Co. 5.960% 4/1/39 6,100 7,755
Florida Power & Light Co. 5.690% 3/1/40 425 518
Florida Power & Light Co. 5.250% 2/1/41 500 586
Florida Power & Light Co. 4.125% 2/1/42 6,250 6,160
Florida Power Corp. 5.100% 12/1/15 590 670
Florida Power Corp. 5.650% 6/15/18 1,175 1,414
Florida Power Corp. 6.350% 9/15/37 1,375 1,781
Florida Power Corp. 6.400% 6/15/38 9,400 12,272
Florida Power Corp. 5.650% 4/1/40 3,500 4,169
Georgia Power Co. 3.000% 4/15/16 6,625 7,015
Georgia Power Co. 5.700% 6/1/17 2,525 3,014
Georgia Power Co. 5.650% 3/1/37 100 116
Georgia Power Co. 5.400% 6/1/40 1,575 1,792
Georgia Power Co. 4.300% 3/15/42 4,725 4,647

 

 

Great Plains Energy Inc. 2.750% 8/15/13 1,475 1,504
Great Plains Energy Inc. 5.292% 6/15/22 5,650 6,041
Iberdrola International BV 6.750% 7/15/36 4,285 4,630
Indiana Michigan Power Co. 7.000% 3/15/19 550 670
Indiana Michigan Power Co. 6.050% 3/15/37 2,850 3,248
4 Integrys Energy Group Inc. 6.110% 12/1/66 1,600 1,600
Interstate Power & Light Co. 6.250% 7/15/39 925 1,163
Jersey Central Power & Light Co. 5.625% 5/1/16 2,525 2,822
Jersey Central Power & Light Co. 5.650% 6/1/17 775 890
4 John Sevier Combined Cycle Generation LLC 4.626% 1/15/42 1,500 1,554
Kansas City Power & Light Co. 6.050% 11/15/35 525 596
Kansas City Power & Light Co. 5.300% 10/1/41 2,545 2,691
4 Kansas Gas & Electric Co. 5.647% 3/29/21 83 90
Kentucky Utilities Co. 1.625% 11/1/15 2,795 2,845
Kentucky Utilities Co. 3.250% 11/1/20 4,775 4,915
Kentucky Utilities Co. 5.125% 11/1/40 3,575 4,052
LG&E and KU Energy LLC 2.125% 11/15/15 1,350 1,354
LG&E and KU Energy LLC 3.750% 11/15/20 1,600 1,596
Louisville Gas & Electric Co. 1.625% 11/15/15 4,875 4,966
Louisville Gas & Electric Co. 5.125% 11/15/40 825 935
Metropolitan Edison Co. 7.700% 1/15/19 1,348 1,679
MidAmerican Energy Co. 5.950% 7/15/17 2,810 3,336
MidAmerican Energy Co. 5.300% 3/15/18 100 117
MidAmerican Energy Co. 6.750% 12/30/31 4,150 5,350
MidAmerican Energy Co. 5.750% 11/1/35 1,575 1,844
MidAmerican Energy Holdings Co. 5.000% 2/15/14 425 457
MidAmerican Energy Holdings Co. 5.750% 4/1/18 4,255 5,013
MidAmerican Energy Holdings Co. 8.480% 9/15/28 100 141
MidAmerican Energy Holdings Co. 6.125% 4/1/36 9,725 11,550
MidAmerican Energy Holdings Co. 5.950% 5/15/37 8,042 9,423
MidAmerican Energy Holdings Co. 6.500% 9/15/37 8,230 10,302
Mississippi Power Co. 4.250% 3/15/42 1,450 1,428
National Rural Utilities Cooperative Finance        
Corp. 5.500% 7/1/13 2,610 2,766
National Rural Utilities Cooperative Finance        
Corp. 4.750% 3/1/14 3,375 3,624
National Rural Utilities Cooperative Finance        
Corp. 1.000% 2/2/15 6,550 6,567
National Rural Utilities Cooperative Finance        
Corp. 3.050% 3/1/16 2,950 3,117
National Rural Utilities Cooperative Finance        
Corp. 5.450% 4/10/17 175 203
National Rural Utilities Cooperative Finance        
Corp. 5.450% 2/1/18 1,525 1,781
National Rural Utilities Cooperative Finance        
Corp. 10.375% 11/1/18 3,500 5,056
National Rural Utilities Cooperative Finance        
Corp. 3.050% 2/15/22 6,010 5,964
National Rural Utilities Cooperative Finance        
Corp. 8.000% 3/1/32 2,225 3,075
Nevada Power Co. 6.500% 5/15/18 1,290 1,578
Nevada Power Co. 6.500% 8/1/18 7,270 8,971
Nevada Power Co. 7.125% 3/15/19 4,150 5,198
Nevada Power Co. 6.650% 4/1/36 590 754
Nevada Power Co. 6.750% 7/1/37 325 419
Nevada Power Co. 5.375% 9/15/40 400 451
Nevada Power Co. 5.450% 5/15/41 500 565

 

 

NextEra Energy Capital Holdings Inc. 5.350% 6/15/13 3,725 3,905
NextEra Energy Capital Holdings Inc. 2.550% 11/15/13 2,375 2,417
NextEra Energy Capital Holdings Inc. 2.600% 9/1/15 350 358
NextEra Energy Capital Holdings Inc. 7.875% 12/15/15 2,000 2,406
NextEra Energy Capital Holdings Inc. 6.000% 3/1/19 3,613 4,211
NextEra Energy Capital Holdings Inc. 4.500% 6/1/21 885 938
4 NextEra Energy Capital Holdings Inc. 6.350% 10/1/66 2,075 2,117
4 NextEra Energy Capital Holdings Inc. 6.650% 6/15/67 1,503 1,541
Northern States Power Co. 1.950% 8/15/15 425 438
Northern States Power Co. 5.250% 3/1/18 625 735
Northern States Power Co. 5.250% 7/15/35 100 116
Northern States Power Co. 6.250% 6/1/36 525 691
Northern States Power Co. 6.200% 7/1/37 1,475 1,918
Northern States Power Co. 5.350% 11/1/39 1,325 1,558
Northern States Power Co. 4.850% 8/15/40 950 1,045
NSTAR 4.500% 11/15/19 8,482 9,359
NSTAR Electric Co. 4.875% 4/15/14 625 674
NSTAR Electric Co. 5.625% 11/15/17 2,060 2,445
NSTAR Electric Co. 5.500% 3/15/40 1,250 1,468
Oglethorpe Power Corp. 5.950% 11/1/39 600 730
Oglethorpe Power Corp. 5.375% 11/1/40 3,345 3,744
Ohio Edison Co. 6.400% 7/15/16 1,275 1,461
Ohio Power Co. 5.750% 9/1/13 2,025 2,159
Ohio Power Co. 6.000% 6/1/16 1,520 1,744
Ohio Power Co. 5.375% 10/1/21 3,000 3,432
Ohio Power Co. 5.850% 10/1/35 1,750 2,018
Oklahoma Gas & Electric Co. 5.850% 6/1/40 1,200 1,444
Oklahoma Gas & Electric Co. 5.250% 5/15/41 1,250 1,393
Oncor Electric Delivery Co. LLC 5.950% 9/1/13 4,800 5,113
Oncor Electric Delivery Co. LLC 6.375% 1/15/15 2,150 2,434
Oncor Electric Delivery Co. LLC 6.800% 9/1/18 3,170 3,830
Oncor Electric Delivery Co. LLC 7.000% 9/1/22 2,900 3,567
Oncor Electric Delivery Co. LLC 7.000% 5/1/32 1,000 1,202
Oncor Electric Delivery Co. LLC 7.250% 1/15/33 150 188
Oncor Electric Delivery Co. LLC 7.500% 9/1/38 1,800 2,269
Pacific Gas & Electric Co. 4.800% 3/1/14 6,370 6,852
Pacific Gas & Electric Co. 5.625% 11/30/17 7,376 8,786
Pacific Gas & Electric Co. 8.250% 10/15/18 4,105 5,481
Pacific Gas & Electric Co. 3.500% 10/1/20 3,590 3,718
Pacific Gas & Electric Co. 4.250% 5/15/21 4,400 4,773
Pacific Gas & Electric Co. 6.050% 3/1/34 11,165 13,526
Pacific Gas & Electric Co. 5.800% 3/1/37 3,105 3,685
Pacific Gas & Electric Co. 6.350% 2/15/38 4,000 5,067
Pacific Gas & Electric Co. 6.250% 3/1/39 2,673 3,384
Pacific Gas & Electric Co. 5.400% 1/15/40 1,950 2,213
PacifiCorp 7.700% 11/15/31 1,185 1,693
PacifiCorp 5.250% 6/15/35 125 140
PacifiCorp 5.750% 4/1/37 590 701
PacifiCorp 4.100% 2/1/42 1,600 1,539
Peco Energy Co. 5.350% 3/1/18 575 679
Pennsylvania Electric Co. 6.050% 9/1/17 2,138 2,481
Pennsylvania Electric Co. 5.200% 4/1/20 5,045 5,448
Pennsylvania Electric Co. 6.150% 10/1/38 2,250 2,570
Pepco Holdings Inc. 2.700% 10/1/15 295 300
Potomac Electric Power Co. 6.500% 11/15/37 7,193 9,622
PPL Electric Utilities Corp. 3.000% 9/15/21 590 592
PPL Electric Utilities Corp. 6.250% 5/15/39 1,075 1,396

 

 

PPL Energy Supply LLC 6.300% 7/15/13 1,000 1,064
PPL Energy Supply LLC 5.400% 8/15/14 200 216
PPL Energy Supply LLC 6.200% 5/15/16 3,149 3,572
PPL Energy Supply LLC 6.500% 5/1/18 525 605
Progress Energy Inc. 6.050% 3/15/14 625 685
Progress Energy Inc. 5.625% 1/15/16 2,795 3,186
Progress Energy Inc. 4.400% 1/15/21 5,186 5,671
Progress Energy Inc. 3.150% 4/1/22 4,800 4,698
Progress Energy Inc. 7.750% 3/1/31 625 856
Progress Energy Inc. 6.000% 12/1/39 590 703
PSEG Power LLC 2.500% 4/15/13 2,100 2,137
PSEG Power LLC 5.000% 4/1/14 2,425 2,588
PSEG Power LLC 5.500% 12/1/15 3,125 3,510
PSEG Power LLC 5.320% 9/15/16 885 986
PSEG Power LLC 5.125% 4/15/20 540 592
PSEG Power LLC 4.150% 9/15/21 1,100 1,137
PSEG Power LLC 8.625% 4/15/31 975 1,382
Public Service Co. of Colorado 5.500% 4/1/14 175 191
Public Service Co. of Colorado 5.800% 8/1/18 425 509
Public Service Co. of Colorado 5.125% 6/1/19 3,925 4,562
Public Service Co. of Colorado 3.200% 11/15/20 5,900 6,102
Public Service Co. of Colorado 6.250% 9/1/37 475 618
Public Service Co. of Oklahoma 5.150% 12/1/19 650 732
Public Service Co. of Oklahoma 4.400% 2/1/21 2,585 2,793
Public Service Co. of Oklahoma 6.625% 11/15/37 1,550 1,919
Public Service Electric & Gas Co. 3.500% 8/15/20 625 662
Public Service Electric & Gas Co. 5.800% 5/1/37 3,275 4,054
Public Service Electric & Gas Co. 5.500% 3/1/40 2,725 3,274
Puget Sound Energy Inc. 5.483% 6/1/35 1,350 1,527
Puget Sound Energy Inc. 6.274% 3/15/37 1,525 1,912
Puget Sound Energy Inc. 5.757% 10/1/39 1,400 1,661
Puget Sound Energy Inc. 5.795% 3/15/40 660 788
Puget Sound Energy Inc. 5.764% 7/15/40 600 725
Puget Sound Energy Inc. 4.434% 11/15/41 4,800 4,835
San Diego Gas & Electric Co. 5.300% 11/15/15 650 745
San Diego Gas & Electric Co. 3.000% 8/15/21 4,350 4,450
San Diego Gas & Electric Co. 5.350% 5/15/35 250 292
San Diego Gas & Electric Co. 5.350% 5/15/40 2,000 2,359
San Diego Gas & Electric Co. 4.500% 8/15/40 3,295 3,470
San Diego Gas & Electric Co. 3.950% 11/15/41 400 386
SCANA Corp. 6.250% 4/1/20 4,455 5,079
SCANA Corp. 4.750% 5/15/21 1,795 1,884
Sierra Pacific Power Co. 6.000% 5/15/16 4,050 4,687
Sierra Pacific Power Co. 6.750% 7/1/37 1,450 1,882
South Carolina Electric & Gas Co. 6.500% 11/1/18 2,275 2,804
South Carolina Electric & Gas Co. 6.625% 2/1/32 2,525 3,182
South Carolina Electric & Gas Co. 6.050% 1/15/38 1,550 1,898
Southern California Edison Co. 5.000% 1/15/14 2,725 2,935
Southern California Edison Co. 5.750% 3/15/14 700 767
Southern California Edison Co. 4.650% 4/1/15 425 468
Southern California Edison Co. 5.000% 1/15/16 1,025 1,159
Southern California Edison Co. 3.875% 6/1/21 2,000 2,167
Southern California Edison Co. 6.650% 4/1/29 150 191
Southern California Edison Co. 6.000% 1/15/34 1,000 1,245
Southern California Edison Co. 5.750% 4/1/35 325 396
Southern California Edison Co. 5.350% 7/15/35 4,185 4,855
Southern California Edison Co. 5.550% 1/15/36 500 596

 

 

Southern California Edison Co. 5.625% 2/1/36 1,875 2,234
Southern California Edison Co. 5.950% 2/1/38 2,800 3,496
Southern California Edison Co. 4.500% 9/1/40 10,307 10,644
Southern California Edison Co. 4.050% 3/15/42 1,575 1,512
Southern Co. 2.375% 9/15/15 2,850 2,958
Southern Co. 1.950% 9/1/16 590 600
Southern Power Co. 4.875% 7/15/15 2,125 2,339
Southern Power Co. 5.150% 9/15/41 6,640 6,994
Southwestern Electric Power Co. 5.550% 1/15/17 100 112
Southwestern Electric Power Co. 6.450% 1/15/19 4,763 5,654
Tampa Electric Co. 6.100% 5/15/18 475 572
Tampa Electric Co. 6.550% 5/15/36 1,075 1,411
TECO Finance Inc. 4.000% 3/15/16 1,100 1,180
TECO Finance Inc. 6.572% 11/1/17 470 558
TECO Finance Inc. 5.150% 3/15/20 6,000 6,611
Toledo Edison Co. 6.150% 5/15/37 275 322
TransAlta Corp. 4.750% 1/15/15 400 427
TransAlta Corp. 6.650% 5/15/18 425 492
Tucson Electric Power Co. 5.150% 11/15/21 1,045 1,101
UIL Holdings Corp. 4.625% 10/1/20 1,000 1,011
Union Electric Co. 6.700% 2/1/19 3,232 3,965
Union Electric Co. 5.100% 10/1/19 350 395
Union Electric Co. 5.300% 8/1/37 2,919 3,333
Union Electric Co. 8.450% 3/15/39 2,300 3,538
Virginia Electric and Power Co. 5.400% 1/15/16 5,250 6,019
Virginia Electric and Power Co. 2.950% 1/15/22 2,025 2,012
Virginia Electric and Power Co. 3.450% 9/1/22 8,000 8,246
Virginia Electric and Power Co. 6.000% 1/15/36 1,575 1,955
Virginia Electric and Power Co. 8.875% 11/15/38 900 1,433
Westar Energy Inc. 4.125% 3/1/42 2,375 2,282
Wisconsin Electric Power Co. 6.000% 4/1/14 825 911
Wisconsin Electric Power Co. 4.250% 12/15/19 2,650 2,939
Wisconsin Electric Power Co. 2.950% 9/15/21 3,915 3,931
Wisconsin Electric Power Co. 5.625% 5/15/33 325 386
Wisconsin Electric Power Co. 5.700% 12/1/36 200 244
4 Wisconsin Energy Corp. 6.250% 5/15/67 5,325 5,485
Wisconsin Power & Light Co. 5.000% 7/15/19 475 544
Wisconsin Power & Light Co. 6.375% 8/15/37 1,400 1,815
Xcel Energy Inc. 5.613% 4/1/17 275 317
Xcel Energy Inc. 4.700% 5/15/20 7,095 7,908
Xcel Energy Inc. 6.500% 7/1/36 4,215 5,235
 
Natural Gas (0.8%)        
AGL Capital Corp. 5.250% 8/15/19 1,600 1,811
AGL Capital Corp. 3.500% 9/15/21 650 651
AGL Capital Corp. 5.875% 3/15/41 1,200 1,405
Atmos Energy Corp. 4.950% 10/15/14 2,125 2,312
Atmos Energy Corp. 8.500% 3/15/19 450 589
Atmos Energy Corp. 5.500% 6/15/41 7,300 8,324
Boardwalk Pipelines LP 5.500% 2/1/17 925 1,016
British Transco Finance Inc. 6.625% 6/1/18 3,175 3,808
Buckeye Partners LP 6.050% 1/15/18 100 113
CenterPoint Energy Resources Corp. 6.150% 5/1/16 970 1,126
CenterPoint Energy Resources Corp. 4.500% 1/15/21 2,501 2,665
CenterPoint Energy Resources Corp. 6.625% 11/1/37 2,300 2,739
CenterPoint Energy Resources Corp. 5.850% 1/15/41 625 710
DCP Midstream LLC 8.125% 8/16/30 175 220

 

 

DCP Midstream Operating LP 3.250% 10/1/15 1,200 1,212
DCP Midstream Operating LP 4.950% 4/1/22 1,000 1,005
El Paso Natural Gas Co. 5.950% 4/15/17 11,365 12,540
Enbridge Energy Partners LP 6.500% 4/15/18 3,625 4,385
Enbridge Energy Partners LP 9.875% 3/1/19 5,180 6,889
Enbridge Energy Partners LP 5.200% 3/15/20 525 584
Enbridge Energy Partners LP 7.500% 4/15/38 3,980 5,102
Enbridge Inc. 4.900% 3/1/15 800 868
Enbridge Inc. 5.600% 4/1/17 2,160 2,467
Energy Transfer Partners LP 8.500% 4/15/14 4,713 5,323
Energy Transfer Partners LP 5.950% 2/1/15 5,370 5,897
Energy Transfer Partners LP 6.125% 2/15/17 4,970 5,577
Energy Transfer Partners LP 9.000% 4/15/19 1,679 2,087
Energy Transfer Partners LP 4.650% 6/1/21 705 718
Energy Transfer Partners LP 5.200% 2/1/22 2,135 2,238
Energy Transfer Partners LP 6.625% 10/15/36 750 779
Energy Transfer Partners LP 7.500% 7/1/38 7,257 8,215
Energy Transfer Partners LP 6.050% 6/1/41 5,000 5,027
Energy Transfer Partners LP 6.500% 2/1/42 10,115 10,667
7 Enron Corp. 7.625% 9/10/04 400 —
7 Enron Corp. 6.625% 11/15/05 300 —
7 Enron Corp. 7.125% 5/15/07 1,800 —
7 Enron Corp. 6.875% 10/15/07 1,800 —
7 Enron Corp. 6.750% 8/1/09 1,300 —
Enterprise Products Operating LLC 5.650% 4/1/13 950 993
Enterprise Products Operating LLC 5.900% 4/15/13 625 654
Enterprise Products Operating LLC 9.750% 1/31/14 7,325 8,404
Enterprise Products Operating LLC 5.600% 10/15/14 9,615 10,616
Enterprise Products Operating LLC 6.300% 9/15/17 4,850 5,716
Enterprise Products Operating LLC 6.650% 4/15/18 975 1,166
Enterprise Products Operating LLC 6.500% 1/31/19 1,750 2,069
Enterprise Products Operating LLC 6.875% 3/1/33 5,398 6,480
Enterprise Products Operating LLC 7.550% 4/15/38 3,130 4,013
Enterprise Products Operating LLC 5.950% 2/1/41 2,105 2,319
7 HNG Internorth 9.625% 3/15/06 1,000 —
KeySpan Corp. 8.000% 11/15/30 50 67
Kinder Morgan Energy Partners LP 5.000% 12/15/13 5,800 6,158
Kinder Morgan Energy Partners LP 5.125% 11/15/14 3,250 3,558
Kinder Morgan Energy Partners LP 3.500% 3/1/16 4,085 4,294
Kinder Morgan Energy Partners LP 5.950% 2/15/18 3,300 3,847
Kinder Morgan Energy Partners LP 9.000% 2/1/19 5,127 6,538
Kinder Morgan Energy Partners LP 6.850% 2/15/20 2,300 2,735
Kinder Morgan Energy Partners LP 5.300% 9/15/20 5,000 5,499
Kinder Morgan Energy Partners LP 3.950% 9/1/22 4,550 4,496
Kinder Morgan Energy Partners LP 7.300% 8/15/33 1,700 1,964
Kinder Morgan Energy Partners LP 6.500% 2/1/37 700 771
Kinder Morgan Energy Partners LP 6.950% 1/15/38 3,840 4,365
Kinder Morgan Energy Partners LP 6.500% 9/1/39 5,275 5,826
Kinder Morgan Energy Partners LP 5.625% 9/1/41 500 508
Magellan Midstream Partners LP 5.650% 10/15/16 3,910 4,456
Magellan Midstream Partners LP 6.550% 7/15/19 6,750 7,972
Magellan Midstream Partners LP 4.250% 2/1/21 3,950 4,106
National Grid plc 6.300% 8/1/16 2,450 2,832
Nisource Finance Corp. 5.400% 7/15/14 425 462
Nisource Finance Corp. 5.250% 9/15/17 650 723
Nisource Finance Corp. 6.400% 3/15/18 885 1,036
Nisource Finance Corp. 6.800% 1/15/19 4,250 5,027

 

 

Nisource Finance Corp. 5.450% 9/15/20 1,400 1,547
Nisource Finance Corp. 6.125% 3/1/22 11,745 13,643
Nisource Finance Corp. 6.250% 12/15/40 2,350 2,599
Nisource Finance Corp. 5.800% 2/1/42 75 80
NuStar Logistics LP 7.650% 4/15/18 2,700 3,195
ONEOK Inc. 5.200% 6/15/15 1,000 1,097
ONEOK Inc. 4.250% 2/1/22 1,250 1,265
ONEOK Inc. 6.000% 6/15/35 5,165 5,501
ONEOK Partners LP 3.250% 2/1/16 4,050 4,234
ONEOK Partners LP 6.150% 10/1/16 9,265 10,673
ONEOK Partners LP 8.625% 3/1/19 2,500 3,171
ONEOK Partners LP 6.650% 10/1/36 4,775 5,510
ONEOK Partners LP 6.850% 10/15/37 2,575 3,065
ONEOK Partners LP 6.125% 2/1/41 5,155 5,690
Panhandle Eastern Pipeline Co. LP 6.200% 11/1/17 7,928 8,944
Panhandle Eastern Pipeline Co. LP 7.000% 6/15/18 325 377
Plains All American Pipeline LP / PAA        
Finance Corp. 6.125% 1/15/17 2,000 2,313
Plains All American Pipeline LP / PAA        
Finance Corp. 8.750% 5/1/19 125 163
Plains All American Pipeline LP / PAA        
Finance Corp. 5.000% 2/1/21 5,300 5,806
Plains All American Pipeline LP / PAA        
Finance Corp. 3.650% 6/1/22 1,500 1,466
Plains All American Pipeline LP / PAA        
Finance Corp. 6.700% 5/15/36 1,320 1,538
Plains All American Pipeline LP / PAA        
Finance Corp. 5.150% 6/1/42 1,825 1,771
Questar Corp. 2.750% 2/1/16 2,075 2,117
Sempra Energy 6.500% 6/1/16 3,885 4,583
Sempra Energy 2.300% 4/1/17 175 177
Sempra Energy 9.800% 2/15/19 1,500 2,042
Sempra Energy 6.000% 10/15/39 10,810 12,894
Southern California Gas Co. 5.750% 11/15/35 400 488
6 Southern Natural Gas Co. 5.900% 4/1/17 1,950 2,208
Southern Natural Gas Co. 8.000% 3/1/32 2,299 2,842
Southern Natural Gas Co. / Southern Natural        
Issuing Corp. 4.400% 6/15/21 7,465 7,674
Southern Union Co. 8.250% 11/15/29 400 477
Spectra Energy Capital LLC 5.500% 3/1/14 1,250 1,330
Spectra Energy Capital LLC 5.668% 8/15/14 100 108
Spectra Energy Capital LLC 8.000% 10/1/19 835 1,055
Spectra Energy Capital LLC 6.750% 2/15/32 725 817
Sunoco Logistics Partners Operations LP 6.850% 2/15/40 3,236 3,748
Tennessee Gas Pipeline Co. 7.500% 4/1/17 720 851
Texas Eastern Transmission LP 7.000% 7/15/32 100 124
Texas Gas Transmission LLC 4.600% 6/1/15 1,275 1,357
TransCanada PipeLines Ltd. 4.000% 6/15/13 1,800 1,872
TransCanada PipeLines Ltd. 3.400% 6/1/15 4,000 4,277
TransCanada PipeLines Ltd. 6.500% 8/15/18 10,540 13,162
TransCanada PipeLines Ltd. 3.800% 10/1/20 6,140 6,610
TransCanada PipeLines Ltd. 5.600% 3/31/34 1,400 1,590
TransCanada PipeLines Ltd. 5.850% 3/15/36 2,675 3,153
TransCanada PipeLines Ltd. 6.200% 10/15/37 7,925 9,806
TransCanada PipeLines Ltd. 7.250% 8/15/38 300 406
TransCanada PipeLines Ltd. 7.625% 1/15/39 690 974
4 TransCanada PipeLines Ltd. 6.350% 5/15/67 4,100 4,244

 

 

Transcontinental Gas Pipe Line Co. LLC 6.050% 6/15/18 295 343
Williams Partners LP 3.800% 2/15/15 1,200 1,275
Williams Partners LP 5.250% 3/15/20 7,901 8,725
Williams Partners LP 6.300% 4/15/40 10,650 12,317
Williams Partners LP / Williams Partners        
Finance Corp. 7.250% 2/1/17 13,250 15,940
 
Other Utility (0.0%)        
American Water Capital Corp. 6.085% 10/15/17 2,425 2,808
American Water Capital Corp. 6.593% 10/15/37 1,875 2,169
United Utilities plc 5.375% 2/1/19 5,400 5,713
Veolia Environnement SA 6.000% 6/1/18 6,000 6,726
 
        1,332,322
Total Corporate Bonds (Cost $10,762,172)       11,582,126
Sovereign Bonds (U.S. Dollar-Denominated) (4.6%)        
African Development Bank 3.000% 5/27/14 9,560 10,003
African Development Bank 1.250% 9/2/16 3,100 3,103
African Development Bank 1.125% 3/15/17 3,700 3,662
Asian Development Bank 1.625% 7/15/13 6,625 6,729
Asian Development Bank 3.625% 9/5/13 7,400 7,702
Asian Development Bank 2.750% 5/21/14 8,875 9,288
Asian Development Bank 0.875% 6/10/14 500 504
Asian Development Bank 4.250% 10/20/14 3,550 3,853
Asian Development Bank 2.625% 2/9/15 20,005 21,113
Asian Development Bank 2.500% 3/15/16 11,150 11,765
Asian Development Bank 5.500% 6/27/16 5,450 6,444
Asian Development Bank 1.125% 3/15/17 21,275 21,261
Asian Development Bank 5.250% 6/12/17 100 119
Asian Development Bank 5.593% 7/16/18 1,700 2,055
Asian Development Bank 1.875% 10/23/18 5,120 5,206
Asian Development Bank 1.750% 3/21/19 1,400 1,402
Banco do Brasil SA 3.875% 1/23/17 1,650 1,693
China Development Bank Corp. 4.750% 10/8/14 2,625 2,778
China Development Bank Corp. 5.000% 10/15/15 525 578
Corp. Andina de Fomento 5.200% 5/21/13 725 754
Corp. Andina de Fomento 5.125% 5/5/15 3,775 4,054
Corp. Andina de Fomento 3.750% 1/15/16 9,060 9,450
Corp. Andina de Fomento 5.750% 1/12/17 9,725 10,860
Corp. Andina de Fomento 8.125% 6/4/19 1,775 2,206
Council Of Europe Development Bank 2.750% 2/10/15 2,200 2,302
Council Of Europe Development Bank 2.625% 2/16/16 4,240 4,449
Council Of Europe Development Bank 1.500% 2/22/17 6,000 5,933
8 Development Bank of Japan 4.250% 6/9/15 5,815 6,373
Ecopetrol SA 7.625% 7/23/19 1,725 2,146
European Bank for Reconstruction &        
Development 2.750% 4/20/15 7,700 8,113
European Bank for Reconstruction &        
Development 1.625% 9/3/15 1,800 1,845
European Bank for Reconstruction &        
Development 2.500% 3/15/16 5,975 6,302
European Bank for Reconstruction &        
Development 1.375% 10/20/16 4,735 4,776
European Investment Bank 3.250% 5/15/13 8,250 8,451
European Investment Bank 1.875% 6/17/13 6,500 6,591
European Investment Bank 4.250% 7/15/13 13,175 13,770

 

 

European Investment Bank 1.250% 9/17/13 12,275 12,382
European Investment Bank 1.250% 2/14/14 24,090 24,378
European Investment Bank 2.375% 3/14/14 9,400 9,695
European Investment Bank 1.500% 5/15/14 13,575 13,789
European Investment Bank 4.625% 5/15/14 11,075 11,974
European Investment Bank 3.125% 6/4/14 16,395 17,231
European Investment Bank 1.125% 8/15/14 12,900 13,014
European Investment Bank 0.875% 12/15/14 17,220 17,220
European Investment Bank 2.875% 1/15/15 7,875 8,288
European Investment Bank 2.750% 3/23/15 10,325 10,865
European Investment Bank 1.125% 4/15/15 26,000 26,129
European Investment Bank 1.625% 9/1/15 19,545 19,915
European Investment Bank 1.375% 10/20/15 4,545 4,587
European Investment Bank 4.875% 2/16/16 9,500 10,746
European Investment Bank 2.250% 3/15/16 18,400 19,014
European Investment Bank 2.500% 5/16/16 15,700 16,402
European Investment Bank 2.125% 7/15/16 6,000 6,185
European Investment Bank 5.125% 9/13/16 14,700 17,065
European Investment Bank 1.250% 10/14/16 6,650 6,605
European Investment Bank 4.875% 1/17/17 10,500 12,142
European Investment Bank 1.750% 3/15/17 35,100 35,440
European Investment Bank 5.125% 5/30/17 9,150 10,800
European Investment Bank 1.625% 6/15/17 1,000 999
European Investment Bank 2.875% 9/15/20 14,650 14,709
European Investment Bank 4.000% 2/16/21 8,575 9,363
European Investment Bank 4.875% 2/15/36 100 108
Export Development Canada 3.500% 5/16/13 4,650 4,814
Export Development Canada 3.125% 4/24/14 15,175 16,023
Export Development Canada 2.250% 5/28/15 1,550 1,624
Export Development Canada 1.250% 10/26/16 705 711
Export-Import Bank of Korea 8.125% 1/21/14 11,800 13,003
Export-Import Bank of Korea 5.875% 1/14/15 1,750 1,909
Export-Import Bank of Korea 5.125% 3/16/15 3,275 3,507
Export-Import Bank of Korea 4.125% 9/9/15 5,925 6,208
Export-Import Bank of Korea 3.750% 10/20/16 5,575 5,771
Export-Import Bank of Korea 4.000% 1/11/17 4,250 4,442
Export-Import Bank of Korea 5.125% 6/29/20 600 642
Export-Import Bank of Korea 4.000% 1/29/21 2,500 2,459
Export-Import Bank of Korea 5.000% 4/11/22 3,300 3,503
Federative Republic of Brazil 10.250% 6/17/13 800 889
Federative Republic of Brazil 10.500% 7/14/14 1,275 1,555
Federative Republic of Brazil 7.875% 3/7/15 4,875 5,811
Federative Republic of Brazil 6.000% 1/17/17 21,330 25,319
4 Federative Republic of Brazil 8.000% 1/15/18 6,650 7,947
Federative Republic of Brazil 5.875% 1/15/19 31,050 37,105
Federative Republic of Brazil 8.875% 10/14/19 3,600 5,067
Federative Republic of Brazil 4.875% 1/22/21 19,470 21,957
Federative Republic of Brazil 8.875% 4/15/24 1,525 2,329
Federative Republic of Brazil 8.750% 2/4/25 4,200 6,352
Federative Republic of Brazil 10.125% 5/15/27 4,200 6,987
Federative Republic of Brazil 8.250% 1/20/34 750 1,134
Federative Republic of Brazil 7.125% 1/20/37 11,425 15,514
Federative Republic of Brazil 11.000% 8/17/40 4,350 5,742
Federative Republic of Brazil 5.625% 1/7/41 26,250 30,292
Hydro Quebec 7.500% 4/1/16 3,650 4,523
Hydro Quebec 2.000% 6/30/16 10,000 10,276
Hydro Quebec 8.400% 1/15/22 3,040 4,301

 

 

Hydro Quebec 8.050% 7/7/24 1,350 1,938
Hydro Quebec 8.500% 12/1/29 100 155
Inter-American Development Bank 3.000% 4/22/14 19,725 20,730
Inter-American Development Bank 2.250% 7/15/15 9,625 10,089
Inter-American Development Bank 4.250% 9/14/15 3,450 3,828
Inter-American Development Bank 5.125% 9/13/16 100 117
Inter-American Development Bank 1.375% 10/18/16 9,810 9,930
Inter-American Development Bank 1.125% 3/15/17 10,650 10,629
Inter-American Development Bank 2.375% 8/15/17 5,100 5,346
Inter-American Development Bank 1.750% 8/24/18 6,795 6,833
Inter-American Development Bank 3.875% 9/17/19 16,750 19,080
Inter-American Development Bank 3.875% 2/14/20 2,300 2,599
Inter-American Development Bank 7.000% 6/15/25 1,125 1,555
International Bank for Reconstruction &        
Development 1.750% 7/15/13 16,350 16,621
International Bank for Reconstruction &        
Development 3.500% 10/8/13 7,410 7,744
International Bank for Reconstruction &        
Development 0.500% 11/26/13 2,525 2,529
International Bank for Reconstruction &        
Development 1.125% 8/25/14 10,275 10,428
International Bank for Reconstruction &        
Development 2.375% 5/26/15 31,070 32,628
International Bank for Reconstruction &        
Development 2.125% 3/15/16 20,450 21,331
International Bank for Reconstruction &        
Development 5.000% 4/1/16 9,975 11,436
International Bank for Reconstruction &        
Development 1.000% 9/15/16 5,995 5,975
International Bank for Reconstruction &        
Development 0.875% 4/17/17 30,225 29,805
International Bank for Reconstruction &        
Development 7.625% 1/19/23 950 1,356
International Bank for Reconstruction &        
Development 8.875% 3/1/26 450 736
International Finance Corp. 3.500% 5/15/13 2,350 2,422
International Finance Corp. 3.000% 4/22/14 11,675 12,270
International Finance Corp. 2.750% 4/20/15 3,250 3,439
International Finance Corp. 2.250% 4/11/16 5,000 5,230
International Finance Corp. 1.125% 11/23/16 14,950 14,981
International Finance Corp. 2.125% 11/17/17 10,175 10,489
8 Japan Bank for International Cooperation 4.250% 6/18/13 4,800 4,985
8 Japan Bank for International Cooperation 2.875% 2/2/15 6,300 6,648
8 Japan Bank for International Cooperation 1.875% 9/24/15 6,065 6,211
8 Japan Bank for International Cooperation 2.500% 1/21/16 5,600 5,856
8 Japan Bank for International Cooperation 2.500% 5/18/16 6,200 6,455
8 Japan Bank for International Cooperation 2.250% 7/13/16 5,000 5,182
8 Japan Bank for International Cooperation 2.125% 2/7/19 5,000 4,936
8 Japan Finance Organization for Municipalities 4.625% 4/21/15 2,675 2,955
8 Japan Finance Organization for Municipalities 5.000% 5/16/17 1,600 1,848
8 Japan Finance Organization for Municipalities 4.000% 1/13/21 5,625 6,206
9 KFW 3.500% 5/16/13 4,000 4,132
9 KFW 1.375% 7/15/13 18,400 18,630
9 KFW 4.000% 10/15/13 7,500 7,886
9 KFW 1.375% 1/13/14 15,475 15,660
9 KFW 3.500% 3/10/14 300 316
9 KFW 1.500% 4/4/14 275 280

 

 

9 KFW 4.125% 10/15/14 575 625
9 KFW 2.750% 10/21/14 20,090 21,157
9 KFW 1.000% 1/12/15 29,825 29,981
9 KFW 2.625% 3/3/15 11,875 12,461
9 KFW 1.250% 10/26/15 15,400 15,503
9 KFW 2.625% 2/16/16 3,450 3,650
9 KFW 5.125% 3/14/16 14,000 16,082
9 KFW 2.000% 6/1/16 19,000 19,655
9 KFW 1.250% 10/5/16 15,230 15,198
9 KFW 4.875% 1/17/17 3,000 3,484
9 KFW 1.250% 2/15/17 29,000 28,825
9 KFW 4.375% 3/15/18 18,850 21,520
9 KFW 4.500% 7/16/18 6,425 7,419
9 KFW 4.875% 6/17/19 19,300 22,623
9 KFW 4.000% 1/27/20 5,500 6,157
9 KFW 2.750% 9/8/20 30,850 31,501
9 KFW 2.375% 8/25/21 9,590 9,394
9 KFW 0.000% 4/18/36 7,000 2,793
9 KFW 0.000% 6/29/37 5,450 2,077
  Korea Development Bank 5.750% 9/10/13 3,300 3,477
  Korea Development Bank 8.000% 1/23/14 3,150 3,463
  Korea Development Bank 4.375% 8/10/15 11,800 12,415
  Korea Development Bank 3.250% 3/9/16 1,180 1,193
  Korea Development Bank 4.000% 9/9/16 2,500 2,600
  Korea Development Bank 3.875% 5/4/17 2,500 2,578
  Korea Development Bank 3.500% 8/22/17 300 304
  Korea Electric Power Corp. 7.750% 4/1/13 2,200 2,309
  Korea Finance Corp. 3.250% 9/20/16 4,000 4,012
  Korea Finance Corp. 4.625% 11/16/21 4,000 4,110
9 Landwirtschaftliche Rentenbank 4.125% 7/15/13 3,045 3,165
9 Landwirtschaftliche Rentenbank 3.125% 7/15/15 6,605 7,067
9 Landwirtschaftliche Rentenbank 4.875% 11/16/15 10,650 12,109
9 Landwirtschaftliche Rentenbank 2.500% 2/15/16 7,220 7,563
9 Landwirtschaftliche Rentenbank 2.125% 7/15/16 175 180
9 Landwirtschaftliche Rentenbank 5.125% 2/1/17 2,700 3,150
9 Landwirtschaftliche Rentenbank 1.875% 9/17/18 5,600 5,542
  United Mexican States 3.625% 3/15/22 7,050 7,203
  Nordic Investment Bank 2.625% 10/6/14 4,000 4,181
  Nordic Investment Bank 2.500% 7/15/15 3,865 4,063
  Nordic Investment Bank 2.250% 3/15/16 4,250 4,417
  Nordic Investment Bank 5.000% 2/1/17 1,150 1,350
  Nordic Investment Bank 1.000% 3/7/17 2,250 2,236
  North American Development Bank 4.375% 2/11/20 975 1,072
10 Oesterreichische Kontrollbank AG 1.375% 1/21/14 14,250 14,384
10 Oesterreichische Kontrollbank AG 4.500% 3/9/15 2,600 2,834
10 Oesterreichische Kontrollbank AG 2.000% 6/3/16 2,500 2,530
10 Oesterreichische Kontrollbank AG 5.000% 4/25/17 4,025 4,612
  Pemex Project Funding Master Trust 7.375% 12/15/14 2,500 2,825
  Pemex Project Funding Master Trust 5.750% 3/1/18 11,125 12,577
  Pemex Project Funding Master Trust 6.625% 6/15/35 9,100 10,237
  Pemex Project Funding Master Trust 6.625% 6/15/38 2,025 2,302
  Petrobras International Finance Co. - Pifco 2.875% 2/6/15 5,150 5,282
  Petrobras International Finance Co. - Pifco 3.875% 1/27/16 3,350 3,514
  Petrobras International Finance Co. - Pifco 6.125% 10/6/16 13,325 15,141
  Petrobras International Finance Co. - Pifco 3.500% 2/6/17 12,250 12,536
  Petrobras International Finance Co. - Pifco 5.875% 3/1/18 11,775 13,258
  Petrobras International Finance Co. - Pifco 8.375% 12/10/18 2,300 2,907

 

 

Petrobras International Finance Co. - Pifco 7.875% 3/15/19 9,575 11,869
Petrobras International Finance Co. - Pifco 5.750% 1/20/20 9,260 10,263
Petrobras International Finance Co. - Pifco 5.375% 1/27/21 8,325 8,961
Petrobras International Finance Co. - Pifco 6.875% 1/20/40 8,025 9,418
Petrobras International Finance Co. - Pifco 6.750% 1/27/41 7,700 9,019
Petroleos Mexicanos 4.875% 3/15/15 9,875 10,718
Petroleos Mexicanos 8.000% 5/3/19 1,675 2,115
Petroleos Mexicanos 6.000% 3/5/20 5,000 5,701
Petroleos Mexicanos 5.500% 1/21/21 7,645 8,459
6 Petroleos Mexicanos 4.875% 1/24/22 10,850 11,364
Petroleos Mexicanos 6.500% 6/2/41 6,800 7,609
6 Petroleos Mexicanos 6.500% 6/2/41 3,925 4,392
Province of British Columbia 2.850% 6/15/15 6,100 6,492
Province of British Columbia 2.100% 5/18/16 13,280 13,919
Province of Manitoba 1.375% 4/28/14 7,000 7,119
Province of Manitoba 2.625% 7/15/15 1,475 1,557
Province of Manitoba 4.900% 12/6/16 6,065 6,969
Province of Manitoba 1.300% 4/3/17 50 50
Province of New Brunswick 2.750% 6/15/18 7,575 7,955
Province of Nova Scotia 2.375% 7/21/15 6,390 6,662
Province of Nova Scotia 5.125% 1/26/17 1,000 1,161
Province of Nova Scotia 9.125% 5/1/21 1,280 1,863
Province of Ontario 1.375% 1/27/14 14,675 14,894
Province of Ontario 4.100% 6/16/14 13,250 14,247
Province of Ontario 2.950% 2/5/15 1,475 1,557
Province of Ontario 2.700% 6/16/15 10,800 11,391
Province of Ontario 1.875% 9/15/15 2,500 2,577
Province of Ontario 4.750% 1/19/16 4,325 4,879
Province of Ontario 5.450% 4/27/16 5,675 6,609
Province of Ontario 2.300% 5/10/16 26,290 27,359
Province of Ontario 1.600% 9/21/16 9,200 9,328
Province of Ontario 3.150% 12/15/17 5,525 5,915
Province of Ontario 3.000% 7/16/18 2,550 2,708
Province of Ontario 4.000% 10/7/19 3,750 4,154
Province of Ontario 4.400% 4/14/20 9,200 10,506
Province of Saskatchewan 7.375% 7/15/13 425 461
Quebec 4.875% 5/5/14 275 299
Quebec 4.600% 5/26/15 2,250 2,507
Quebec 5.125% 11/14/16 7,275 8,467
Quebec 4.625% 5/14/18 7,000 8,127
Quebec 3.500% 7/29/20 7,770 8,307
Quebec 2.750% 8/25/21 8,475 8,502
Quebec 7.125% 2/9/24 325 441
Quebec 7.500% 9/15/29 6,875 10,032
Region of Lombardy Italy 5.804% 10/25/32 1,050 764
Republic of Canada 2.375% 9/10/14 4,385 4,589
Republic of Canada 0.875% 2/14/17 14,250 14,133
Republic of Chile 3.875% 8/5/20 6,850 7,341
Republic of China 4.750% 10/29/13 1,800 1,901
Republic of Columbia 8.250% 12/22/14 2,000 2,347
Republic of Columbia 7.375% 1/27/17 4,900 6,051
Republic of Columbia 7.375% 3/18/19 12,550 16,064
Republic of Columbia 11.750% 2/25/20 1,050 1,669
Republic of Columbia 4.375% 7/12/21 9,795 10,652
Republic of Columbia 8.125% 5/21/24 2,800 3,955
Republic of Columbia 7.375% 9/18/37 4,500 6,289
Republic of Columbia 6.125% 1/18/41 16,250 19,648

 

 

Republic of Finland 6.950% 2/15/26 1,000 1,387
Republic of Italy 4.375% 6/15/13 4,350 4,480
Republic of Italy 2.125% 9/16/13 13,075 13,124
Republic of Italy 4.500% 1/21/15 4,000 4,135
Republic of Italy 3.125% 1/26/15 13,815 13,746
Republic of Italy 4.750% 1/25/16 14,850 15,221
Republic of Italy 5.250% 9/20/16 10,855 11,208
Republic of Italy 5.375% 6/12/17 9,400 9,694
Republic of Italy 6.875% 9/27/23 5,725 5,947
Republic of Italy 5.375% 6/15/33 5,650 5,438
Republic of Korea 4.250% 6/1/13 5,700 5,879
Republic of Korea 5.750% 4/16/14 3,375 3,644
Republic of Korea 4.875% 9/22/14 6,785 7,295
Republic of Korea 7.125% 4/16/19 3,175 3,927
Republic of Korea 5.625% 11/3/25 575 655
Republic of Panama 5.200% 1/30/20 10,455 11,927
Republic of Panama 7.125% 1/29/26 6,500 8,645
4 Republic of Panama 6.700% 1/26/36 9,148 11,828
Republic of Peru 7.125% 3/30/19 12,350 15,715
Republic of Peru 7.350% 7/21/25 1,525 2,082
Republic of Peru 8.750% 11/21/33 11,427 17,538
4 Republic of Peru 6.550% 3/14/37 5,200 6,643
Republic of Peru 5.625% 11/18/50 3,000 3,357
Republic of Poland 5.250% 1/15/14 800 846
Republic of Poland 3.875% 7/16/15 13,550 14,211
Republic of Poland 5.000% 10/19/15 750 817
Republic of Poland 6.375% 7/15/19 16,585 19,280
Republic of Poland 5.125% 4/21/21 7,850 8,360
Republic of Poland 5.000% 3/23/22 4,060 4,296
Republic of South Africa 6.875% 5/27/19 7,375 8,887
Republic of South Africa 5.500% 3/9/20 5,890 6,589
Republic of South Africa 4.665% 1/17/24 5,300 5,439
Republic of South Africa 6.250% 3/8/41 7,100 8,236
State of Israel 4.625% 6/15/13 750 777
State of Israel 5.125% 3/1/14 200 212
State of Israel 5.500% 11/9/16 3,480 3,935
State of Israel 5.125% 3/26/19 5,350 5,903
State of Israel 4.000% 6/30/22 8,300 8,236
Statoil ASA 3.875% 4/15/14 1,250 1,331
Statoil ASA 2.900% 10/15/14 950 999
Statoil ASA 1.800% 11/23/16 300 304
Statoil ASA 3.125% 8/17/17 5,590 5,989
Statoil ASA 5.250% 4/15/19 7,215 8,451
Statoil ASA 3.150% 1/23/22 3,175 3,209
Statoil ASA 7.250% 9/23/27 1,975 2,620
6 Statoil ASA 6.500% 12/1/28 225 280
Statoil ASA 7.150% 1/15/29 1,165 1,541
Statoil ASA 5.100% 8/17/40 4,000 4,466
Statoil ASA 4.250% 11/23/41 1,300 1,298
Svensk Exportkredit AB 3.250% 9/16/14 5,050 5,293
Svensk Exportkredit AB 1.750% 10/20/15 2,600 2,622
Svensk Exportkredit AB 2.125% 7/13/16 7,360 7,464
Svensk Exportkredit AB 5.125% 3/1/17 550 621
United Mexican States 5.875% 2/17/14 8,025 8,699
United Mexican States 6.625% 3/3/15 2,975 3,400
United Mexican States 11.375% 9/15/16 1,325 1,878
United Mexican States 5.625% 1/15/17 31,620 36,474

 

 

United Mexican States 5.950% 3/19/19 9,725 11,641
United Mexican States 5.125% 1/15/20 27,890 32,005
United Mexican States 8.300% 8/15/31 3,125 4,633
United Mexican States 6.750% 9/27/34 12,225 15,709
United Mexican States 6.050% 1/11/40 18,760 22,512
United Mexican States 4.750% 3/8/44 6,325 6,201
United Mexican States 5.750% 10/12/10 4,550 4,605
Total Sovereign Bonds (Cost $2,436,346)       2,565,721
Taxable Municipal Bonds (0.9%)        
Alameda County CA Joint Powers Authority        
Lease Revenue 7.046% 12/1/44 100 120
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.834% 2/15/41 575 766
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.053% 2/15/43 400 444
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 5.939% 2/15/47 3,000 3,140
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.270% 2/15/50 1,090 1,199
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.499% 2/15/50 750 956
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 8.084% 2/15/50 3,050 4,232
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.793% 4/1/30 875 1,067
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.918% 4/1/40 1,500 1,962
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.263% 4/1/49 4,283 5,514
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 7.043% 4/1/50 1,025 1,366
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.907% 10/1/50 4,065 5,341
Board of Regents of the University of Texas        
System Revenue Financing System        
Revenue 5.262% 7/1/39 650 774
Board of Regents of the University of Texas        
System Revenue Financing System        
Revenue 6.276% 8/15/41 525 596
Board of Regents of the University of Texas        
System Revenue Financing System        
Revenue 5.134% 8/15/42 150 175
Board of Regents of the University of Texas        
System Revenue Financing System        
Revenue 4.794% 8/15/46 1,665 1,856
California Educational Facilities Authority        
Revenue (Stanford University) 3.625% 5/1/14 2,250 2,388
California Educational Facilities Authority        
Revenue (Stanford University) 4.250% 5/1/16 750 836
California GO 5.250% 4/1/14 1,675 1,810
California GO 3.950% 11/1/15 2,550 2,706
California GO 5.750% 3/1/17 4,000 4,612
California GO 6.200% 3/1/19 1,100 1,279
California GO 6.200% 10/1/19 4,935 5,772
California GO 5.700% 11/1/21 4,655 5,276
California GO 7.500% 4/1/34 14,380 18,219
California GO 5.650% 4/1/39 1,225 1,286

 

 

California GO 7.550% 4/1/39 9,295 11,943
California GO 7.300% 10/1/39 1,200 1,502
California GO 7.350% 11/1/39 9,525 11,995
California GO 7.625% 3/1/40 2,950 3,819
California GO 7.600% 11/1/40 2,900 3,752
Central Puget Sound WA Regional Transit        
Authority Sales & Use Tax Revenue 5.491% 11/1/39 550 667
Chicago IL Board of Education GO 6.319% 11/1/29 1,025 1,166
Chicago IL Board of Education GO 6.138% 12/1/39 400 443
Chicago IL GO 7.781% 1/1/35 825 1,048
Chicago IL Metropolitan Water Reclamation        
District GO 5.720% 12/1/38 2,675 3,212
Chicago IL O'Hare International Airport        
Revenue 6.845% 1/1/38 400 440
Chicago IL O'Hare International Airport        
Revenue 6.395% 1/1/40 600 733
Chicago IL Transit Authority Sales Tax        
Receipts Revenue 6.200% 12/1/40 1,650 1,867
Chicago IL Transit Authority Transfer Tax        
Receipts Revenue 6.899% 12/1/40 3,065 3,682
Chicago IL Wastewater Transmission        
Revenue 6.900% 1/1/40 600 725
Chicago IL Water Revenue 6.742% 11/1/40 900 1,123
Clark County NV Airport Revenue 6.881% 7/1/42 550 620
Commonwealth Financing Authority        
Pennsylvania Revenue 6.218% 6/1/39 2,350 2,853
Connecticut GO 5.090% 10/1/30 800 880
Connecticut GO 5.850% 3/15/32 6,665 8,080
Connecticut Special Tax Revenue        
(Transportation Infrastructure) 5.459% 11/1/30 100 111
Cook County IL GO 6.229% 11/15/34 750 853
Curators of the University of Missouri System        
Facilities Revenue 5.960% 11/1/39 1,000 1,257
Curators of the University of Missouri System        
Facilities Revenue 5.792% 11/1/41 2,700 3,339
Dallas County TX Hospital District Revenue 5.621% 8/15/44 850 1,033
Dallas TX Area Rapid Transit Revenue 4.922% 12/1/41 1,650 1,827
Dallas TX Area Rapid Transit Revenue 5.999% 12/1/44 1,100 1,415
Dallas TX Area Rapid Transit Revenue 5.022% 12/1/48 2,675 3,027
Dallas TX Independent School District GO 6.450% 2/15/35 1,500 1,813
Denver CO City & County School District No.        
1 GO 5.664% 12/1/33 525 634
Denver CO Public Schools Revenue (City &        
County of Denver School District No. 1)        
COP 7.017% 12/15/37 1,050 1,286
District of Columbia Income Tax Revenue 5.591% 12/1/34 450 541
District of Columbia Income Tax Revenue 5.582% 12/1/35 650 784
East Baton Rouge LA Sewer Commission        
Revenue 6.087% 2/1/45 975 1,055
East Bay CA Municipal Utility District Water        
System Revenue 5.874% 6/1/40 4,400 5,524
George Washington University District of        
Columbia GO 3.485% 9/15/22 4,400 4,459
Georgia GO 4.503% 11/1/25 2,300 2,617
Georgia Municipal Electric Power Authority        
Revenue 6.637% 4/1/57 6,445 7,235

 

 

Georgia Municipal Electric Power Authority        
Revenue 6.655% 4/1/57 2,250 2,514
Georgia Municipal Electric Power Authority        
Revenue 7.055% 4/1/57 1,325 1,376
Harvard University Massachusetts GO 4.875% 10/15/40 2,925 3,326
Howard Hughes Medical Institute Maryland        
GO 3.450% 9/1/14 1,450 1,545
Illinois GO 4.071% 1/1/14 5,980 6,199
Illinois GO 4.511% 3/1/15 3,350 3,521
Illinois GO 5.365% 3/1/17 3,000 3,260
Illinois GO 5.665% 3/1/18 5,000 5,472
Illinois GO 4.950% 6/1/23 5,125 5,203
Illinois GO 5.100% 6/1/33 29,230 27,676
Illinois GO 6.630% 2/1/35 1,050 1,148
Illinois GO 6.725% 4/1/35 3,250 3,587
Illinois GO 7.350% 7/1/35 4,200 4,911
Illinois Toll Highway Authority Revenue 6.184% 1/1/34 460 550
Illinois Toll Highway Authority Revenue 5.851% 12/1/34 625 721
Indianapolis IN Local Public Improvement        
Revenue 6.116% 1/15/40 3,700 4,595
11 Kansas Development Finance Authority        
Revenue (Public Employees Retirement        
System) 5.501% 5/1/34 1,525 1,614
Kentucky Asset/Liability Commission General        
Fund Revenue 3.165% 4/1/18 300 309
Las Vegas Valley Water District Nevada GO 7.013% 6/1/39 650 851
Los Angeles CA Community College District        
GO 6.600% 8/1/42 1,950 2,519
Los Angeles CA Department of Water &        
Power Revenue 5.716% 7/1/39 850 1,001
Los Angeles CA Department of Water &        
Power Revenue 6.008% 7/1/39 2,400 2,891
Los Angeles CA Department of Water &        
Power Revenue 6.166% 7/1/40 600 672
Los Angeles CA Department of Water &        
Power Revenue 6.574% 7/1/45 5,215 6,904
Los Angeles CA Department of Water &        
Power Revenue 6.603% 7/1/50 500 663
Los Angeles CA Unified School District GO 5.755% 7/1/29 1,500 1,709
Los Angeles CA Unified School District GO 5.750% 7/1/34 7,190 8,264
Los Angeles County CA Metropolitan        
Transportation Authority Sales Tax        
Revenue 5.735% 6/1/39 2,200 2,612
Los Angeles County CA Public Works        
Financing Authority Lease Revenue 7.488% 8/1/33 1,700 2,125
Los Angeles County CA Public Works        
Financing Authority Lease Revenue 7.618% 8/1/40 850 1,075
Maryland Health & Higher Educational        
Facilities Authority Revenue (Johns        
Hopkins University) 5.250% 7/1/19 2,275 2,683
Maryland Transportation Authority Facilities        
Projects Revenue 5.888% 7/1/43 800 995
Massachusetts GO 4.200% 12/1/21 3,000 3,352
Massachusetts GO 5.456% 12/1/39 3,640 4,370
Massachusetts School Building Authority        
Dedicated Sales Tax Revenue 5.715% 8/15/39 2,100 2,607
Massachusetts Transportation Fund Revenue 5.731% 6/1/40 475 596

 

 

Massachusetts Water Pollution Abatement        
Trust 5.192% 8/1/40 2,415 2,771
Metropolitan Government of Nashville &        
Davidson County TN Convention Center        
Authority Tourism Tax Revenue 6.731% 7/1/43 1,500 1,764
Metropolitan Government of Nashville &        
Davidson County TN GO 5.707% 7/1/34 1,000 1,143
Metropolitan Washington DC/VA Airports        
Authority Dulles Toll Road Revenue 7.462% 10/1/46 525 583
Metropolitan Water District of Southern        
California Water Revenue 6.947% 7/1/40 650 772
Mississippi GO 5.245% 11/1/34 700 797
Missouri Highways & Transportation        
Commission Road Revenue 5.445% 5/1/33 600 708
New Hampshire Health & Educational        
Facilities Authority Revenue (Dartmouth        
College) 4.750% 6/1/19 275 316
12 New Jersey Economic Development Authority        
Revenue (State Pension Funding) 7.425% 2/15/29 4,065 5,083
New Jersey Educational Facilities Authority        
Revenue (Princeton University) 5.700% 3/1/39 1,500 1,909
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 5.754% 12/15/28 2,355 2,658
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 6.561% 12/15/40 5,290 6,812
13 New Jersey Turnpike Authority Revenue 4.252% 1/1/16 735 774
New Jersey Turnpike Authority Revenue 7.414% 1/1/40 4,400 6,276
New Jersey Turnpike Authority Revenue 7.102% 1/1/41 4,000 5,498
New York City NY GO 6.646% 12/1/31 100 117
New York City NY GO 6.246% 6/1/35 750 820
New York City NY GO 5.968% 3/1/36 1,840 2,255
New York City NY GO 5.985% 12/1/36 600 725
New York City NY GO 5.517% 10/1/37 3,225 3,736
New York City NY GO 6.271% 12/1/37 3,450 4,295
New York City NY GO 5.846% 6/1/40 750 916
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.750% 6/15/41 500 621
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.790% 6/15/41 4,000 4,353
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.952% 6/15/42 1,150 1,488
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 6.011% 6/15/42 350 452
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.440% 6/15/43 1,400 1,648
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.882% 6/15/44 3,890 4,917
New York City NY Transitional Finance        
Authority Building Aid Revenue 6.828% 7/15/40 2,500 3,218
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.767% 8/1/36 750 887
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.508% 8/1/37 3,300 3,861
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.572% 11/1/38 1,000 1,177
New York Metropolitan Transportation        
Authority Revenue (Dedicated Tax Fund) 7.336% 11/15/39 3,950 5,512

 

 

New York Metropolitan Transportation        
Authority Revenue (Dedicated Tax Fund) 6.089% 11/15/40 400 478
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.548% 11/15/31 300 357
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 5.871% 11/15/39 800 920
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.648% 11/15/39 2,340 2,873
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.668% 11/15/39 2,000 2,507
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.500% 3/15/30 3,745 4,329
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.289% 3/15/33 1,250 1,408
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.628% 3/15/39 900 1,047
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.389% 3/15/40 750 848
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.770% 3/15/39 2,175 2,550
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.838% 3/15/40 650 780
North Texas Tollway Authority System        
Revenue 6.718% 1/1/49 1,450 1,867
Ohio State University General Receipts        
Revenue 4.910% 6/1/40 1,575 1,751
Ohio State University General Receipts        
Revenue 4.800% 6/1/11 1,135 1,147
Ohio Water Development Authority Water        
Pollution Control Loan Fund Revenue 4.879% 12/1/34 1,000 1,075
Orange County CA Local Transportation        
Authority Sales Tax Revenue 6.908% 2/15/41 650 859
Oregon Department Transportation Highway        
Usertax Revenue 5.834% 11/15/34 1,050 1,271
Oregon GO 5.762% 6/1/23 650 792
Oregon GO 5.892% 6/1/27 975 1,181
13 Oregon School Boards Association GO 4.759% 6/30/28 700 761
11 Oregon School Boards Association GO 5.528% 6/30/28 375 413
Partners Healthcare System Massachusetts        
GO 3.443% 7/1/21 1,700 1,670
Pennsylvania GO 4.650% 2/15/26 850 954
Pennsylvania GO 5.350% 5/1/30 3,000 3,290
Pennsylvania Public School Building Authority        
Lease Revenue (School District of        
Philadelphia) 5.000% 9/15/27 1,000 1,121
Pennsylvania Turnpike Commission Revenue 5.511% 12/1/45 550 608
Pennsylvania Turnpike Commission Revenue 5.561% 12/1/49 550 611
Port Authority of New York & New Jersey        
Revenue 6.040% 12/1/29 850 1,034
Port Authority of New York & New Jersey        
Revenue 5.647% 11/1/40 4,700 5,478
Port Authority of New York & New Jersey        
Revenue 4.926% 10/1/51 4,465 4,759
Puerto Rico Government Development Bank        
GO 3.670% 5/1/14 2,000 2,040
Puerto Rico Government Development Bank        
GO 4.704% 5/1/16 1,750 1,808

 

 

Regional Transportation District of Colorado        
Sales Tax Revenue 5.844% 11/1/50 1,400 1,749
Rutgers State University NJ Revenue 5.665% 5/1/40 725 851
Salt River Project Arizona Agricultural        
Improvement & Power District Revenue 4.839% 1/1/41 750 835
San Antonio TX Electric & Gas Systems        
Revenue 5.985% 2/1/39 1,500 1,892
San Antonio TX Electric & Gas Systems        
Revenue 5.718% 2/1/41 1,175 1,426
San Antonio TX Electric & Gas Systems        
Revenue 5.808% 2/1/41 2,075 2,543
San Antonio TX Electric & Gas Systems        
Revenue 4.427% 2/1/42 3,060 3,137
San Diego County CA Water Authority        
Revenue 6.138% 5/1/49 750 955
San Francisco CA City & County Public Utility        
Commission Water Revenue 6.000% 11/1/40 1,600 1,897
San Francisco CA City & County Public Utility        
Commission Water Revenue 6.950% 11/1/50 3,000 4,040
Santa Clara Valley CA Transportation        
Authority Sales Tax Revenue 5.876% 4/1/32 3,855 4,538
Sonoma County CA Pension Obligation        
Revenue 6.000% 12/1/29 775 844
South Carolina Public Service Authority        
Revenue 6.454% 1/1/50 4,125 5,516
Texas GO 5.517% 4/1/39 1,590 1,965
Texas Transportation Commission Revenue 5.028% 4/1/26 750 896
Texas Transportation Commission Revenue 5.178% 4/1/30 3,300 3,851
Texas Transportation Commission Revenue 4.631% 4/1/33 2,300 2,535
Texas Transportation Commission Revenue 4.681% 4/1/40 1,375 1,513
Tufts University Massachusetts GO 5.017% 4/15/12 4,700 4,754
University of California Regents Medical        
Center Revenue 6.548% 5/15/48 1,600 1,965
University of California Regents Medical        
Center Revenue 6.583% 5/15/49 975 1,201
University of California Revenue 0.887% 7/1/13 600 604
University of California Revenue 5.770% 5/15/43 5,790 6,808
University of California Revenue 5.946% 5/15/45 4,950 5,785
University of California Revenue 4.858% 5/15/12 4,125 4,010
University of Massachusetts Building Authority        
Revenue 5.450% 11/1/40 600 706
University of Pennsylvania 4.674% 9/1/12 5,500 5,414
University of Southern California Revenue 5.250% 10/1/11 1,800 2,035
University of Virginia Revenue 6.200% 9/1/39 1,000 1,356
Utah GO 4.554% 7/1/24 1,000 1,149
Utah GO 3.539% 7/1/25 2,300 2,442
Utah Transit Authority Sales Tax Revenue 5.937% 6/15/39 100 128
Virginia Commonwealth Transportation Board        
Revenue 5.350% 5/15/35 730 856
Washington GO 5.090% 8/1/33 3,825 4,313
Washington GO 5.481% 8/1/39 270 325
Washington GO 5.140% 8/1/40 1,920 2,224
11 Wisconsin GO 4.800% 5/1/13 775 812
11 Wisconsin GO 5.700% 5/1/26 1,800 2,038
Total Taxable Municipal Bonds (Cost $451,025)       517,825

 

 

      Market
      Value
  Coupon Shares ($000)
Temporary Cash Investment (5.9%)      
Money Market Fund (5.9%)      
14 Vanguard Market Liquidity Fund      
(Cost $3,277,472) 0.123% 3,277,472,188 3,277,472
 
Total Investments (105.0%) (Cost $56,423,551)     58,699,280
Other Assets and Liabilities-Net (-5.0%)     (2,776,561)
Net Assets (100%)     55,922,719

 

1 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government. 2 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury in exchange for senior preferred stock.
3 Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of March 31, 2012.
4 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called.
5 Adjustable-rate security.
6 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2012, the aggregate value of these securities was $139,119,000, representing 0.2% of net assets.
7 Non-income-producing security--security in default.
8 Guaranteed by the Government of Japan.
9 Guaranteed by the Federal Republic of Germany.
10 Guaranteed by the Republic of Austria.
11 Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
12 Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp.
13 Scheduled principal and interest payments are guaranteed by AMBAC (Ambac Assurance Corporation).
14 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
COP—Certificate of Participation.
GO—General Obligation Bond.
REIT—Real Estate Investment Trust.

A. Security Valuation: Bonds, and temporary cash investments acquired over 60 days to maturity, are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Other temporary cash investments are valued at amortized cost, which approximates market value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.

B. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may enter into TBA sells to reduce its exposure to the mortgage-backed securities market or in order to dispose of mortgage-backed securities it owns under delayed-delivery arrangements. For TBA purchases, the fund maintains cash or short-term investments until settlement date in an amount sufficient to meet the purchase price.

 

Total Bond Market II Index Fund

C. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase similar securities in the future at a predetermined price. The proceeds of the securities sold in mortgage-dollar-roll transactions are typically invested in high-quality short-term fixed income securities. The fund forgoes principal and interest paid on the securities sold, and is compensated by interest earned on the proceeds of the sale and by a lower price on the securities to be repurchased. The fund has also entered into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security pools already held and receives a lower price on the securities to be sold in the future. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund's portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold (Other Assets) or Payables for Investment Securities Purchased (Liabilities) in the Schedule of Investments. The primary risk associated with mortgage dollar rolls is that a counterparty will default on its obligations. This risk is mitigated by entering into mortgage dollar rolls only with highly rated counterparties, allocating transactions among numerous counterparties, and monitoring exposure to each counterparty.

D. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

The following table summarizes the market value of the fund's investments as of March 31, 2012, based on the inputs used to value them:

 

Total Bond Market II Index Fund

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
U.S. Government and Agency Obligations — 39,433,818 —
Asset-Backed/Commercial Mortgage-Backed Securities — 1,322,318 —
Corporate Bonds — 11,582,126 —
Sovereign Bonds — 2,565,721 —
Taxable Municipal Bonds — 517,825 —
Temporary Cash Investments 3,277,472 — —
Total 3,277,472 55,421,808 —

 

E. At March 31, 2012, the cost of investment securities for tax purposes was $56,423,551,000. Net unrealized appreciation of investment securities for tax purposes was $2,275,729,000, consisting of unrealized gains of $2,359,407,000 on securities that had risen in value since their purchase and $83,678,000 in unrealized losses on securities that had fallen in value since their purchase.

 

Item 2: Controls and Procedures

(a) Disclosure Controls and Procedures. The Principal Executive and Financial Officers concluded that the Registrant’s Disclosure Controls and Procedures are effective based on their evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.

(b) Internal Control Over Financial Reporting. During the last fiscal quarter, there was no significant change in the Registrant’s internal control over financial reporting that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 3: Exhibits

(a) Certifications

  VANGUARD BOND INDEX FUNDS
 
By:  /s/ F. WILLIAM MCNABB III* 
  F. WILLIAM MCNABB III 
  CHIEF EXECUTIVE OFFICER 
 
Date: May 22, 2012

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

  VANGUARD BOND INDEX FUNDS
 
By:  /s/ F. WILLIAM MCNABB III* 
  F. WILLIAM MCNABB III 
  CHIEF EXECUTIVE OFFICER 
 
Date: May 22, 2012

  VANGUARD BOND INDEX FUNDS
 
By:  /s/ THOMAS J. HIGGINS* 
  THOMAS J. HIGGINS 
  CHIEF FINANCIAL OFFICER 
 
Date: May 22, 2012

* By:/s/ Heidi Stam

Heidi Stam, pursuant to a Power of Attorney filed on March 27, 2012 see file Number 2-11444, Incorporated by Reference.